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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>
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jaxperro
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@@ -683,6 +683,27 @@ kills to its survivors: **speed is the moat where repricing is fast, and
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every edge we can actually reach lives where repricing is slow — stale
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siblings, absorbed inventory, and the sharps' own entry prices.**
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**Stage-2 the same night: the lead-lag edge gets its instrument
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(2026-07-23).** T9's +$9.73/$100 carried a stated optimism — entries at
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stale prints nobody may still be quoting. Per the fill-model lesson we
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didn't argue with the number, we built the instrument: **wwf-lagbot**
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(Study D, #23, deployed 2026-07-23 20:56Z) buys the lagging sibling's
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book for real — paper $100 FAKs, premium cap stale+4¢, and down-moves
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routed through the sibling's *complement* token (chasing a crashing
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sibling's own asks would measure the mirage, not the lag). Both arms of
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the question are instrumented: every attempt logs the standing ask's
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premium over the stale print, so the **observational kill-switch (median
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premium ≥ +8¢ over 3 days = the sim's entries never existed)** can kill
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the study without waiting for a paper sample. Two shakedown hours taught
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what the tape couldn't: the first premium sample's median sat exactly AT
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that bar (+8.5¢ — mirages concentrate in handicap/spread siblings wearing
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ancient prints under 0.92–0.98 asks), and a stale-but-cheap ask can be
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stale-but-*empty* ($0.55 of $100 filled on a +1.2¢ "bargain") — so the
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grader reports EV per episode **and** per dollar staked, and partials
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can't flatter the verdict. Either outcome is a finding: the premium
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median kills the mirage in three days, or the paper ledger prices the
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first edge that survives its own execution.
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## Repo layout
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- `insider.py` — the detector: z-score/p-value, timing/freshness/sizing signals,
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@@ -699,8 +720,10 @@ siblings, absorbed inventory, and the sharps' own entry prices.**
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in-progress system — this finder is selection + tracking only.*
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- `research/` — the tape-era edge factory (SILO'd from the bots): read-only
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RTDS loaders, execution sim calibrated on the live ledger, pre-registered
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studies (#16 surge momentum, #17 oracle fair value), nightly forward
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ledger. Verdicts come from `research/forward_ledger.jsonl` only. See
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studies (#16 surge and #17 oracle — both killed chain-true; #22
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lean-follow and #23 lead-lag — windows open), three measurement harnesses
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(wwf-surgebot A2, wwf-oraclebot, wwf-lagbot), nightly forward ledger.
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Verdicts come from the chain-graded ledgers only. See
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`research/README.md`.
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- `wide/` — bulk subgraph→DuckDB scanner (survivorship-bias-free, all wallets);
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public subgraph frozen at Jan 2026, so historical-only. See `wide/README.md`.
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+35
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@@ -29,9 +29,13 @@ momentum **CLOSED 2026-07-23** (kill executed as pre-registered — both
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instruments chain-true; A2 runs through Friday's #19 read), #17 oracle fair
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value (E0.04 killed; higher tiers ledger-positive but harness-vetoed —
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taker arm evidence-dead, decision Friday), #19 surge sprint plan (Friday:
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disposition + #20/#21 flip decisions). #18 (empty-cond copies
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unsettleable) closed same day: RTDS seed enrichment + falsy-cond repair
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pass + 1h alarm.
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disposition), #20/#21 execution flips **FLIPPED LIVE 2026-07-23 18:36Z**
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(windows open, bars at n≥30 each), #22 Study C lean-follow
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(pre-registered, frozen 052eda0; window opens with the first nightly
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lean rows), #23 Study D sibling lead-lag (pre-registered;
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**wwf-lagbot DEPLOYED 2026-07-23 20:56Z**, shakedown numbers on the
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issue). #18 (empty-cond copies unsettleable) closed same day: RTDS seed
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enrichment + falsy-cond repair pass + 1h alarm.
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## Operating boundary (user, 2026-07-13 — standing)
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**Full autonomy on the bots**; the real-money bot **stays ARMED**. Never
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@@ -99,7 +103,20 @@ push through.
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sim ledger reads positive. Both instruments share the scorer now, so the
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divergence is the sim's 6.7s-lag FILL model flattering the tiers (round
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3's lesson recurring in the fill model). Taker arm is evidence-dead;
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formal tier bars keep accruing; maker pivot (T1 sim) is the successor.**
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formal tier bars keep accruing; maker pivot (T1 sim) KILLED at Stage 1
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same night — staleness IS the adverse selection.**
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- **wwf-lagbot (PAPER, ~$3/mo, deployed 2026-07-23 20:56Z)**: Study D #23
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— T9's sibling lead-lag edge (+$9.73/$100 tape, n=2,028, stale-print
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optimism stated) at real books. Leader bursts ≥10¢/120s → paper-FAK
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$100 on ≤2 lagging same-outcome siblings at ≤ stale+4¢; down-moves buy
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the sibling's COMPLEMENT token; cooldown 600s/event. Attempts log every
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standing ask premium — the observational kill-switch (median ≥+8¢ over
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3 days = mirage) can kill without a paper sample. Shakedown 07-23: first
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8 attempts' median +8.5¢ (AT the bar — mirages concentrate in
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handicap/spread siblings with ancient prints); the 3 fills were +1-2¢,
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one $0.55-of-$100 partial → grade_lag reports $/episode AND %-of-staked.
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PASS ≥+$4/$100 @ n≥400/≥5d · KILL ≤0 @ n≥300. Nightly grade_lag.py →
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lag_paper_ledger.jsonl.
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- **Data moat (2026-07-22, DATA LAW in research/README)**: all raw streams
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append-only and Mac-independent (Fly volumes + daily snapshots; recorder
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has ~3+ weeks offline headroom); forward.py backfills ledger-missing
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@@ -111,21 +128,25 @@ push through.
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Friday's combined read (#13 bench + #16 formal close [A2 chain grade
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−$7.54/fill × 1,344 independently confirms the kill; virtual book's
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+26% on n=46 is the variance footnote, not a signal] + #17 taker-arm
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decision + #19 disposition + **#20/#21 flip decisions** — every number
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chain-true). Five tandem tests 2026-07-23 (research/: copy_edge_slices,
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copy_maker_entry, maker_sharps, sibling_sum_scan, sell_mirror_study):
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T3 maker entries +$17.45 vs +$12.86 taker → #20; sells anti-signal →
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#21; 673-wallet maker-sharp species (+$5.9M, 86% invisible to taker
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screens) → inventory-lean follow-on; sibling-sum = print artifact,
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parked; T1 crypto maker-quote sim needs its re-run.
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- Dashboards: jaxperro.com/{trading,live,test,value} — /test = both paper
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decision + #19 disposition + early #20/#21 window check — every number
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chain-true) · **#22 lean-follow** (PASS ≥+$2/lean & hit≥.56 @ n≥1,500;
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KILL ≤0 @ n≥1,000) · **#23 lead-lag** (bars above). Ten tandem tests
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2026-07-23 (scripts + verdicts in research/): batch one — T3 maker
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entries +$17.45 vs +$12.86 taker → #20; sells anti-signal → #21;
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673-wallet maker-sharp species → inventory-lean line; sibling-sum =
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print artifact; T5 esports concentration → #14 tension. Batch two —
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T6 lean-follow → #22 (fade arm FAILED its concentration gate,
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report-only); T9 lead-lag → #23; T1 maker-quote Stage-1 KILL; T7
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settlement-discount industrialized, parked; T8 crater-rejects were
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good misses; T10 age gradient needs sample.
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- Dashboards: jaxperro.com/{trading,live,test,value} — /test = all four
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studies on one page (old /surge + /oracle URLs redirect) · daily pipeline
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on the Mac at 08:00 (launchd, lockfile) — floors, bench forward table,
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edge row, tape sync, Discord digest · tape mirror every 15 min
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(com.jaxperro.tape-sync → sync_tape.py, sftp + base64-console fallback)
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· research nightly fires 09:15 then WAITS for fresh tape
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(com.jaxperro.research-nightly; self-commits ledger, informed set,
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surge/oracle grades, virtual book, meta snapshot). All launchd agents
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(com.jaxperro.research-nightly; self-commits ledger + lean rows, informed
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set, surge/oracle/lag grades, virtual book, meta snapshot). All launchd agents
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removable with `launchctl unload ~/Library/LaunchAgents/<label>.plist`.
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## Ops quick-reference
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@@ -29,7 +29,7 @@ Three deployed pieces + one static dashboard:
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| **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 |
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| **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) |
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| **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) |
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| **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) |
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| **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) |
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**The calibration experiment (running now):** a fresh $1,000 paper book,
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**reset 2026-07-08** so it measures exactly one thing — the follow set in
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@@ -137,7 +137,7 @@ does).
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| `insider.py` | the original detector: z-score, pre-resolution timing, fresh-wallet flags, funding-cluster rings |
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| `smart_money.py` | shared HTTP helper + survivorship-corrected win-rate dashboard (`:8899`) |
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| `archive/webhook_receiver.py` | retired 2026-07-04: Alchemy webhook → per-trade Discord pings (replaced by `live/discord_daily.py`'s daily digest) |
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| `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 |
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| `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) |
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| `wide/` | frozen-subgraph bulk scanner (1.76M wallets, historical only — subgraph froze Jan 2026) |
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| `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) |
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+26
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dominated; needs standing-book data; parked)
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maker_lean.py T6 — WALK-FORWARD POSITIVE: follow small maker
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inventory leans (+$2.51/lean, 59% hit, positive
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all 3 days); fade $2k+ whale bags (+$13.38,
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n=422). Pre-registration candidate pending
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event-concentration + execution checks.
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all 3 days) → STUDY C #22 PRE-REGISTERED
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(params/study_lean.json frozen 052eda0; follow
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arm verdict-gated, fade $2k+ FAILED its
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event-concentration gate — report-only; nightly
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rows via forward.py score_lean, study:"lean")
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event_leadlag.py T9 — POSITIVE: same-outcome siblings reprice
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slowly after leader bursts (+$9.73/$100 chain,
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n=2,028; stale-print entry optimism stated —
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Stage-2 is execution realism)
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n=2,028; stale-print entry optimism stated) →
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STUDY D #23: wwf-lagbot harness (below) is the
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Stage-2 execution-realism instrument
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settle_discount.py T7 — settlement-discount niche: industrialized
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by incumbents (+2-3%/hold for the good ones);
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residual unproven (63% of vol outside
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@@ -96,9 +99,21 @@ Layout:
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jaxperro.com/test): fair value tick-by-tick on the venue's
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own settlement feed, all E-tiers tracked, three settle
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layers (own-feed tick → CLOB flags → nightly chain truth)
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grade_surge.py / grade_oracle.py nightly chain-truth re-grades →
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surge_meas_ledger.jsonl / oracle_paper_ledger.jsonl;
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also pull the raw volume streams to local .pull copies
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lagbot.py Study D real-time PAPER harness (wwf-lagbot →
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jaxperro.com/test, deployed 2026-07-23, SEM_VER l1):
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leader bursts ≥10¢/120s → paper-FAK $100 on ≤2 lagging
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same-outcome siblings at ≤ stale+4¢; DOWN-moves buy the
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sibling's COMPLEMENT token; cooldown 600s/event, 30-min
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warmup (leader maps built live from the stream). Every
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attempt logs the ask premium over the stale print — the
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observational kill-switch (median ≥+8¢ over 3 days =
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mirage) can kill #23 without a paper sample
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grade_surge.py / grade_oracle.py / grade_lag.py nightly chain-truth
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re-grades → surge_meas / oracle_paper / lag_paper
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ledgers (grade_lag also prints EV per episode AND
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%-of-staked — partial fills can't flatter the verdict —
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plus the median-premium kill-switch read); all three
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pull the raw volume streams to local .pull copies
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markout_flow.py exploratory markout-exit curve (chain-truth verdict: NO
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scalp inside the dead surge signal — losers bleed from
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minute one; v0's res_tok version was round-3-biased)
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@@ -121,6 +136,9 @@ Data streams (the moat — all append-only, per DATA LAW):
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.jsonl (durable settles) · surge2_state.json
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wwf-oraclebot /data oracle_attempts / oracle_markouts / oracle_settles
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.jsonl + oracle_state.json (same shapes)
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wwf-lagbot /data lag_attempts.jsonl (every attempt + top-5 asks +
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premium vs stale + latency) · lag_settles.jsonl
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(durable settles) · lag_state.json
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Mac (nightly pulls + git): ledgers + params committed; raw .pull copies
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and meta/ gzips local. forward.py backfills any tape-covered day the
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ledger has never seen — a Mac gap > RESCORE_DAYS leaves no holes.
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