Fix survivorship-biased win rate; add backtest, per-position cap, Discord alerts

The scanner measured win rate over /closed-positions only, but Polymarket
only redeems winning shares — losers sit unredeemed in /positions at
curPrice 0 and never enter closed-positions. That made win rates wildly
inflated (e.g. 90.6% vs a true 48.3%). Win rate now unions both endpoints
over a 90-day window. With the honest metric, ~no top wallet exceeds ~60%;
true rates cluster near 50%.

Also:
- backtest.py: replay a watchlist over a recent window, fill at historical
  price, mark outcomes from resolution. A 7d run of 4 top wallets returned
  -48%, confirming flat-size entry-copying is -EV at ~50% hit rates.
- copytrade.py: add max_position_usd cap (proportional adds could otherwise
  balloon one position to the whole exposure limit) and Discord webhook
  alerts on every would-be trade.

Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
This commit is contained in:
jaxperro
2026-06-12 23:25:59 -04:00
parent 8bc0a5c85b
commit a426b8bb05
7 changed files with 438 additions and 39 deletions
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{
"version": "0.0.1",
"configurations": [
{
"name": "dashboard",
"runtimeExecutable": "python3",
"runtimeArgs": ["smart_money.py", "--port", "8899"],
"port": 8899
}
]
}