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https://github.com/jaxperro/winning-wallet-finder.git
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copybot: their-bet stake ceiling replaces stake cap + banked reserve (parity with backtest)
stake = class % of equity (drawdown-braked), capped at the signal's own position size so far (OPEN caps at their fill, ADDs grow with their position). No sweep, no $250 pin — fills stay within size the market demonstrably absorbed from the signal itself. Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
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jaxperro
+23
-31
@@ -280,39 +280,31 @@ class CopyTrader:
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pct = pcts.get(self.wallet_class(wallet))
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return self.cfg["bankroll_pct"] if pct is None else float(pct)
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def stake_usd(self, wallet=None):
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def stake_usd(self, wallet=None, their=None):
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"""Next bet size = the wallet's class fraction (stake_frac) × current
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WORKING equity (cash + open cost basis), so stakes compound with the book
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in both directions; halved while in a >20% drawdown from the high-water
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mark. Falls back to the flat static stake when cash isn't tracked
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(legacy poll CLI). The sweep threshold below stays on the BASE
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bankroll_pct so which wallet happens to trade doesn't change when
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profits get banked.
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stake_cap_usd (profit ratchet): once working equity exceeds
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cap/bankroll_pct — the level where stakes hit the cap — the surplus CASH
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is swept into state["reserve"]: banked, never bet, immune to drawdowns.
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Stakes stay pinned ~at the cap, where marketable fills are still inside
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typical book depth."""
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WORKING equity (cash + open cost basis), halved in a >20% drawdown from
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the high-water mark — and NEVER larger than the followed wallet's own
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stake (`their` = the signal's position size so far): when the
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percentage works out to more than they actually bet, mirror their
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exact amount. The stake cap and banked-reserve sweep are retired
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(2026-07-06, with the backtest's banking logic) — the their-bet
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ceiling is the liquidity bound now: fills stay within size the market
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demonstrably absorbed from the signal itself. Falls back to the flat
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static stake when cash isn't tracked (legacy poll CLI)."""
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frac = self.stake_frac(wallet)
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cash = self.state.get("cash")
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if cash is None:
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return self.cfg["bankroll_usd"] * frac
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base = self.cfg["bankroll_pct"]
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cap = self.cfg.get("stake_cap_usd") or 0
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eq = cash + self.open_exposure()
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if cap and base > 0 and eq > cap / base:
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sweep = min(cash, eq - cap / base)
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if sweep > 0:
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self.state["cash"] = cash = cash - sweep
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self.state["reserve"] = self.state.get("reserve", 0.0) + sweep
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eq -= sweep
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hwm = max(self.state.get("hwm", 0.0), eq)
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self.state["hwm"] = hwm
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if eq < self.DD_THRESHOLD * hwm:
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frac *= self.DD_FACTOR
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stake = frac * eq
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return min(stake, cap) if cap else stake
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stake = self.cfg["bankroll_usd"] * frac
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else:
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eq = cash + self.open_exposure()
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hwm = max(self.state.get("hwm", 0.0), eq)
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self.state["hwm"] = hwm
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if eq < self.DD_THRESHOLD * hwm:
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frac *= self.DD_FACTOR
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stake = frac * eq
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if their and stake > their:
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stake = their
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return stake
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def record_miss(self, wallet, token, cond, title, outcome, price, want, reason):
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"""A bet the strategy WOULD have copied but the book couldn't take —
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@@ -453,7 +445,7 @@ class CopyTrader:
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their_prev = self.state["their_pos"].get(wallet, {}).get(token, 0)
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frac = their_size / their_prev if their_prev > 0 else 0
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want_shares = mine["shares"] * frac
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room = self.stake_usd(wallet) - mine["cost"]
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room = self.stake_usd(wallet, their_prev + their_size) - mine["cost"]
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if room < self.risk["min_order_usd"]:
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self.log(f"ADD {label} — skip (position ${mine['cost']:.0f} already "
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f"at the stake size)")
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@@ -461,7 +453,7 @@ class CopyTrader:
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want_usd = min(want_shares * price, room)
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kind = "ADD "
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else:
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want_usd = self.stake_usd(wallet) # fraction of current equity (compounds)
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want_usd = self.stake_usd(wallet, their_prev + their_size) # class % of equity, capped at their bet
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kind = "OPEN"
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pos_cost = mine["cost"] if is_add else 0.0
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+42
-11
@@ -4,14 +4,46 @@
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"bankroll_pct": 0.04,
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"price_guard_pct": 0.05,
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"wallets": [
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{ "wallet": "0xe8ca3f758c93f44f3ec210542ab78afb7c0bcccb", "name": "Kruto2027", "class": "volume" },
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{ "wallet": "0x86c878cde72660ec52f5e6f0f0438b76de8fc867", "name": "fortuneking", "class": "volume" },
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{ "wallet": "0x41558102a796ba971c7567cad41c307e59f8fa41", "name": "LSB1", "class": "volume" },
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{ "wallet": "0xd96750bf8d941a8186e592b0ae6e096da66aa266", "name": "imwalkinghere", "class": "volume" },
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{ "wallet": "0xfc81760d44a21acc9fd4b749a5bf9a9b2eeae072", "name": "iohihoo", "class": "volume" },
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{ "wallet": "0xf5fe759cece500f58a431ef8dacea321f6e3e23d", "name": "Stavenson", "class": "whale" },
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{ "wallet": "0x73afc8160c17830c0c7281a7bf570c871455b880", "name": "0x4bFb-whale", "class": "whale" },
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{ "wallet": "0x72e1597864456eda62878413cf3e60c332e4a45d", "name": "ArbTrader", "class": "whale" }
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{
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"wallet": "0xe8ca3f758c93f44f3ec210542ab78afb7c0bcccb",
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"name": "Kruto2027",
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"class": "volume"
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},
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{
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"wallet": "0x86c878cde72660ec52f5e6f0f0438b76de8fc867",
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"name": "fortuneking",
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"class": "volume"
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},
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{
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"wallet": "0x41558102a796ba971c7567cad41c307e59f8fa41",
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"name": "LSB1",
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"class": "volume"
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},
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{
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"wallet": "0xd96750bf8d941a8186e592b0ae6e096da66aa266",
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"name": "imwalkinghere",
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"class": "volume"
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},
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{
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"wallet": "0xfc81760d44a21acc9fd4b749a5bf9a9b2eeae072",
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"name": "iohihoo",
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"class": "volume"
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},
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{
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"wallet": "0xf5fe759cece500f58a431ef8dacea321f6e3e23d",
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"name": "Stavenson",
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"class": "whale"
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},
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{
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"wallet": "0x73afc8160c17830c0c7281a7bf570c871455b880",
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"name": "0x4bFb-whale",
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"class": "whale"
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},
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{
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"wallet": "0x72e1597864456eda62878413cf3e60c332e4a45d",
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"name": "ArbTrader",
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"class": "whale"
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}
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],
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"follow": {
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"buy_only": true,
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@@ -33,6 +65,5 @@
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"max_price": 0.99,
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"min_order_usd": 5.0,
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"max_per_event": 0
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},
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"stake_cap_usd": 250.0
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}
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}
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}
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