docs: lock in Study C #22 + Study D #23 state (wwf-lagbot deployed, shakedown findings, batch-two verdicts)

Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
This commit is contained in:
jaxperro
2026-07-23 17:09:09 -04:00
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commit 41812b63f6
4 changed files with 88 additions and 26 deletions
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@@ -29,7 +29,7 @@ Three deployed pieces + one static dashboard:
| **VALUE bot** (CLOSED 2026-07-19 — [`archive/value/README.md`](archive/value/README.md)) | ~~Fly app `wwf-valuebot`~~ destroyed after the paper verdict: 994 tickets, 1W/993L, 0.075x — today's sub-2¢ asks are fully informed; the 2025-era calibration edge is gone — a hard SILO: own code (`value/valuebot.py`, zero copybot imports), own state/feed, own image, no shared wallet ever | Systematically buys sub-2¢ contracts (the calibration study's one underpriced bucket — [`archive/value/PLAN.md`](archive/value/PLAN.md)); honest FAK fill model, chain-truth settles, $1 tickets, event cap 1. Verdict at ~2k resolved tickets vs a ~1.05% break-even hit rate |
| **RTDS tape recorder** ([`recorder/README.md`](recorder/README.md)) | **Fly.io app `wwf-recorder`, `arn`, 24/7** — third silo: no repo clone (code in image), no keys, 25GB volume | Records the FULL firehose (~8M events/day): every trade, order MATCH (maker side), comment, crypto tick — dual-socket capture (one socket alone measured 92.9% coverage; the twin covers per-conn silences). **Stage-0 warehouse (2026-07-21): the box folds its own segments into row-verified Parquet on the volume; the Mac mirrors + appends into `live/rtds.duckdb` every 15 min** (`com.jaxperro.tape-sync`). Nothing deletes without a verified second copy (gz needs its parquet; parquet needs the Mac's ack) |
| **Discord digest** (`live/discord_daily.py`) | end of the daily pipeline | one message/day: the sharp list with profile links + 30-day conviction stats (per-trade pings retired 2026-07-04 for PAPER; the LIVE book pings every real placement/exit/settle) |
| **dashboard** | [jaxperro.com/trading](https://jaxperro.com/trading) + [jaxperro.com/live](https://jaxperro.com/live) + [jaxperro.com/test](https://jaxperro.com/test) (static, in the `jaxperro` repo) | `/trading` renders the paper book, backtest book and sharp table; `/live` is the REAL MONEY page (reads `live/copybot_live_real.json` — live since 2026-07-10); `/test` is BOTH paper studies on one page (A2 surge measurement arm + oracle harness, each reading its bot's /feed + nightly chain-graded ledger; old /surge and /oracle URLs redirect). Wallet cards everywhere show LIFETIME numbers server-side (window sums lied twice — 2026-07-21/22) |
| **dashboard** | [jaxperro.com/trading](https://jaxperro.com/trading) + [jaxperro.com/live](https://jaxperro.com/live) + [jaxperro.com/test](https://jaxperro.com/test) (static, in the `jaxperro` repo) | `/trading` renders the paper book, backtest book and sharp table; `/live` is the REAL MONEY page (reads `live/copybot_live_real.json` — live since 2026-07-10); `/test` is ALL FOUR studies on one page (A2 surge + oracle + lead-lag harnesses reading their bots' /feeds + nightly chain-graded ledgers, plus the Study C lean forward window from the forward ledger; old /surge and /oracle URLs redirect). Wallet cards everywhere show LIFETIME numbers server-side (window sums lied twice — 2026-07-21/22) |
**The calibration experiment (running now):** a fresh $1,000 paper book,
**reset 2026-07-08** so it measures exactly one thing — the follow set in
@@ -137,7 +137,7 @@ does).
| `insider.py` | the original detector: z-score, pre-resolution timing, fresh-wallet flags, funding-cluster rings |
| `smart_money.py` | shared HTTP helper + survivorship-corrected win-rate dashboard (`:8899`) |
| `archive/webhook_receiver.py` | retired 2026-07-04: Alchemy webhook → per-trade Discord pings (replaced by `live/discord_daily.py`'s daily digest) |
| `research/` | tape-era edge factory, **SILO'd from the bots** ([research/README](research/README.md)): read-only RTDS loaders, calibrated execution sim, pre-registered studies scored through a MANDATORY chain-truth overlay (the 2026-07-22 scorer law — tape-resolution timing is win-biased and killed Study A #16 at $6/fill once corrected, independently confirmed by the A2 measurement arm at $7.54/fill chain-true; oracle #17: E0.04 killed, higher tiers ledger-positive but vetoed by the harness's real-latency chain grade — the 2026-07-23 fill-model lesson), TWO measurement harnesses (wwf-surgebot A2 + wwf-oraclebot: every-trigger $100 paper FAKs, attempts/markouts/settles append-only, bankroll specs replayed offline), nightly forward ledger — the only source of study verdicts |
| `research/` | tape-era edge factory, **SILO'd from the bots** ([research/README](research/README.md)): read-only RTDS loaders, calibrated execution sim, pre-registered studies scored through a MANDATORY chain-truth overlay (the 2026-07-22 scorer law — tape-resolution timing is win-biased and killed Study A #16 at $6/fill once corrected, independently confirmed by the A2 measurement arm at $7.54/fill chain-true; oracle #17: E0.04 killed, higher tiers ledger-positive but vetoed by the harness's real-latency chain grade — the 2026-07-23 fill-model lesson), THREE measurement harnesses (wwf-surgebot A2 + wwf-oraclebot + wwf-lagbot: every-trigger $100 paper FAKs, attempts/markouts/settles append-only, bankroll specs replayed offline), nightly forward ledger — the only source of study verdicts. Open pre-registered windows: #20/#21 execution flips (live 2026-07-23), Study C #22 lean-follow (tape-scored forward), Study D #23 sibling lead-lag (wwf-lagbot, deployed 2026-07-23) |
| `wide/` | frozen-subgraph bulk scanner (1.76M wallets, historical only — subgraph froze Jan 2026) |
| `archive/` | everything retired, kept honest ([archive/README](archive/README.md)): the six failed strategies, earlier research sweeps (`hunt/huntwide/oos/copyback`), the superseded live selection layer (`live-research/`), the scrapped Polymarket-US venue probe (`us-venue/`), and retired infra (`retired-infra/`: Railway config, Mac launchd runner, GH-Actions cron) |