diff --git a/FINDINGS.md b/FINDINGS.md index a7b6ab3c..17bd4014 100644 --- a/FINDINGS.md +++ b/FINDINGS.md @@ -165,6 +165,29 @@ copier with **missed-trade accounting** (capital tied in open positions). the edge is only capturable by concentrating on few wallets' high-conviction bets. The live tracker (jaxperro.com/trading) now runs exactly that config.* +## The repeatable profile: conviction bets + a timing gate (the best result) + +Refining the above: instead of all bets, score wallets on their HIGH-CONVICTION +bets only — their large (>= $200) stakes. The top wallets win **70-80% of their +big bets on genuinely-uncertain (~0.4-0.6 priced) markets** — real edge, not +favorite-riding — and it persists. `live/conviction_scan.py` (train pre-June, +validate June) found **69 wallets** matching the profile; forward, **25/37 stayed +profitable (p=0.024), +11.7% pooled**. A reproducible class, not a fluke. + +Then the decisive copyability filter, `live/validate_timing.py`: a near-100% win +rate is either foresight (copyable) or last-second information (uncopyable). The +tell is **entry->resolution lead time on winning conviction bets**. Of the 69, +**21 were insiders** (median lead < 6h — you can't mirror them), leaving **23 +validated copyable sharps** (`watch_sharps.json`) with multi-day leads. The +standout `0x60ec1744…` held 80% win over **1,017 forward conviction bets**; even +the suspiciously-perfect `0x72e1…` (99/100% win) enters ~7 days early — a real +forecaster, not an insider. These 23 are surfaced live on jaxperro.com/trading. + +*Lesson: score conviction bets, not all bets; require avg entry ~0.4-0.6 (edge, +not favorites); and gate on lead time to drop insiders. That funnel produces a +copyable, forward-validated set — the strongest evidence in this project that +followable skill exists.* + ## Repo layout - `insider.py` — the detector: z-score/p-value, timing/freshness/sizing signals, diff --git a/README.md b/README.md index 4541a8a8..447a7c56 100644 --- a/README.md +++ b/README.md @@ -191,6 +191,17 @@ win rate ≠ edge, again. (The `value`/longshot archetype — wallets that beat *underdog* prices — is the one worth testing next.) Full pipeline in [`live/README.md`](live/README.md). +**What does work (the repeatable find).** Scoring wallets on their **high- +conviction (≥$200) bets** — which win 70–80% on genuinely-uncertain (~0.4–0.6) +markets — trained pre-June and validated June: **25/37 stayed profitable forward +(p=0.024)**. A lead-time gate (`validate_timing.py`) then drops the ~30% that are +uncopyable insiders (entry <6h before resolution), leaving **23 validated +copyable sharps** (`watch_sharps.json`), surfaced live on +[jaxperro.com/trading](https://jaxperro.com/trading). One held **80% win over +1,017 forward bets**. This is the strongest evidence in the project that +*followable* skill exists — though execution lag/fees and ongoing forward +validation still gate turning it into real money. + --- ## The honest verdict diff --git a/live/README.md b/live/README.md index 07d08f34..3d7f090f 100644 --- a/live/README.md +++ b/live/README.md @@ -74,6 +74,23 @@ archetype (beats underdog prices) is where real alpha may live — test it with follow 1,200 trades), but **1–2 wallets + a conviction (bet-size) filter clears** out-of-sample. See `../FINDINGS.md`. +## The repeatable find (`conviction_scan.py` + `validate_timing.py`) + +The best result. Score wallets on their **high-conviction (≥$200) bets only**: the +edge is wallets that win 70–80% on genuinely-uncertain (~0.4–0.6) markets — real +skill, not favorite-riding. + +- `conviction_scan.py` — train pre-June / validate June on conviction bets → + 69 matches, **25/37 profitable forward (p=0.024)**. → `conviction_wallets.json`. +- `validate_timing.py` — the copyability gate: entry→resolution **lead time** on + winning conviction bets separates copyable sharps (multi-day lead) from + uncopyable insiders (<6h). Drops 21 insiders → **23 validated copyable sharps**. + → `watch_sharps.json` (shown live on jaxperro.com/trading). + +Identifiers for a follow-worthy wallet: on its **≥$200 bets** — win ≥65%, avg +entry 0.35–0.70 (edge, not favorites), +copy-ROI, FDR-significant, **median lead +≥24h** (copyable), and it **holds out-of-sample**. + ## Daily (`daily.sh`) 1. discover (enumerate last 14d) → 2. freshen cache (force-refresh watchlist +