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profit ratchet: stakes pin at $250, surplus swept to a banked reserve

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Once working equity exceeds stake_cap/pct ($6,250 at 4%), surplus cash sweeps
to state["reserve"]/portfolio reserve - banked, never bet, immune to drawdown
- keeping stakes at the $250 level where marketable fills sit inside typical
book depth. Feed/summary gain reserve; realized = cash+exposure+reserve-bank.
June backfill: equity $15,684 (+1468%), $9,185 banked, next stake pinned $250.

Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
This commit is contained in:
jaxperro
2026-07-03 00:49:21 -04:00
parent beb7e9d22c
commit 7e9ccdf5c8
5 changed files with 56 additions and 21 deletions
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archive/copytrade.py
+24 -6
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@@ -54,6 +54,10 @@ DEFAULT_CONFIG = {
"bankroll_pct": 0.02, # fraction of CURRENT equity per new entry
# (compounds up and down; falls back to a flat
# fraction of bankroll_usd when cash isn't tracked)
"stake_cap_usd": 0, # >0: pin stakes at this size once the book grows
# past cap/bankroll_pct — surplus cash is SWEPT to
# state["reserve"], a banked pot that never bets
# (profit ratchet + keeps fills inside book depth)
"price_guard_pct": 0.05, # skip if price moved >5% from their fill
"risk": {
"max_trade_usd": 50.0, # hard ceiling on any single copy
@@ -264,20 +268,34 @@ class CopyTrader:
DD_FACTOR = 0.5 # …bet half size until equity recovers
def stake_usd(self):
"""Next bet size = bankroll_pct × current equity (cash + open cost basis),
so stakes compound with the book in both directions; halved while in a
>20% drawdown from the high-water mark. Falls back to the flat static
stake when cash isn't tracked (legacy poll CLI)."""
"""Next bet size = bankroll_pct × current WORKING equity (cash + open cost
basis), so stakes compound with the book in both directions; halved while
in a >20% drawdown from the high-water mark. Falls back to the flat static
stake when cash isn't tracked (legacy poll CLI).
stake_cap_usd (profit ratchet): once working equity exceeds
cap/bankroll_pct — the level where stakes hit the cap — the surplus CASH
is swept into state["reserve"]: banked, never bet, immune to drawdowns.
Stakes stay pinned ~at the cap, where marketable fills are still inside
typical book depth."""
cash = self.state.get("cash")
if cash is None:
return self.cfg["bankroll_usd"] * self.cfg["bankroll_pct"]
frac = self.cfg["bankroll_pct"]
cap = self.cfg.get("stake_cap_usd") or 0
eq = cash + self.open_exposure()
if cap and frac > 0 and eq > cap / frac:
sweep = min(cash, eq - cap / frac)
if sweep > 0:
self.state["cash"] = cash = cash - sweep
self.state["reserve"] = self.state.get("reserve", 0.0) + sweep
eq -= sweep
hwm = max(self.state.get("hwm", 0.0), eq)
self.state["hwm"] = hwm
frac = self.cfg["bankroll_pct"]
if eq < self.DD_THRESHOLD * hwm:
frac *= self.DD_FACTOR
return frac * eq
stake = frac * eq
return min(stake, cap) if cap else stake
def record_miss(self, wallet, token, cond, title, outcome, price, want, reason):
"""A bet the strategy WOULD have copied but the book couldn't take —