follow-only backtest book (--follow-only -> portfolio_follow.json, daily-wired): followed-7 replay +312% vs +41% bench — bench crowding was starving the follow set

Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>

live/daily.sh

@@ -67,6 +67,8 @@ if p!=b: print(f"[daily] ⚠ class_pct DESYNC: paper {p} != backtest {b}")
 PY
 echo "[daily] $(date '+%F %T') portfolio: cache-based \$1k book -> portfolio.json"
 python3 portfolio.py || echo "[daily] portfolio skipped"
+echo "[daily] $(date '+%F %T') portfolio: followed-set-only book -> portfolio_follow.json"
+python3 portfolio.py --follow-only --out portfolio_follow.json || echo "[daily] follow portfolio skipped"
 echo "[daily] $(date '+%F %T') calibration: live-book vs model, one row/day"
 # The number that sizes real money (FINDINGS "The calibration experiment"):
 # the measured ratio between the live paper book and the backtest of the SAME
@@ -115,7 +117,7 @@ python3 dashboard.py
 mkdir -p history && cp watch_skilled.json "history/watch_$(date '+%Y%m%d').json" 2>/dev/null
 echo "[daily] $(date '+%F %T') 7/7 publish (commit + push refreshed outputs)"
 PUBLISH="no changes"
-git add watch_skilled.json watch_sharps.json conviction_wallets.json dashboard.html portfolio.json copybot.paper.json 2>/dev/null
+git add watch_skilled.json watch_sharps.json conviction_wallets.json dashboard.html portfolio.json portfolio_follow.json copybot.paper.json 2>/dev/null
 if git diff --cached --quiet 2>/dev/null; then
     echo "[daily] no output changes to publish"
 elif git commit -q -m "live: daily refresh — skilled + sharp wallets [skip ci]"; then

live/portfolio.py

@@ -57,6 +57,9 @@ GAMMA = "https://gamma-api.polymarket.com"
 #     python3 portfolio.py --wallets 0xabc,0xdef:whale --days 30 --out /tmp/t.json
 _ap = argparse.ArgumentParser()
 _ap.add_argument("--wallets", help="comma list of addresses; ':whale' suffix opts into whale class")
+_ap.add_argument("--follow-only", action="store_true",
+                 help="replay only the paper bot's follow set "
+                      "(backtest.json entries ∩ copybot.paper.json wallets)")
 _ap.add_argument("--days", type=int, help="window length (default backtest.json's, else 30)")
 _ap.add_argument("--bank", type=float, help="starting bankroll (default backtest.json's, else 1000)")
 _ap.add_argument("--out", help="output path (default $PORTFOLIO_OUT or portfolio.json)")
@@ -116,6 +119,14 @@ if _ARGS.wallets:
 else:
     WALLETS = [{"wallet": w["wallet"], "name": w.get("name", w["wallet"][:10]),
                 "class": w.get("class", "volume")} for w in _BT.get("wallets", [])]
+if _ARGS.follow_only:
+    # the paper bot's live follow set — names/classes stay from backtest.json
+    try:
+        _FSET = {w["wallet"].lower() for w in
+                 json.load(open(os.path.join(HERE, "copybot.paper.json")))["wallets"]}
+        WALLETS = [w for w in WALLETS if w["wallet"].lower() in _FSET]
+    except Exception as _e:
+        raise SystemExit(f"--follow-only: cannot read copybot.paper.json ({_e})")
 if not WALLETS:
     raise SystemExit("no wallets to replay: create live/backtest.json or pass --wallets")
 
@@ -695,6 +706,7 @@ def main():
         "missed_pnl": round(sum(hypo_pnl(m) for m in missed), 2),
         "entry_mode": ENTRY_MODE, "exit_mode": EXIT_MODE,
         "mirror_sell_min_p": MIRROR_SELL_MIN_P,
+        "follow_only": bool(_ARGS.follow_only),
     }
     json.dump(out, open(os.path.join(HERE, OUT) if not os.path.isabs(OUT) else OUT, "w"),
               separators=(",", ":"))