uncap per-trade sizing: pure 4%-of-equity compounding

max_trade/max_position guards lifted in both paper configs; backtest STAKE_CAP
-> inf. June backfill uncapped: +531%, next stake $252, $195 fees.

Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
This commit is contained in:
jaxperro
2026-07-02 11:26:07 -04:00
parent 5e4f8bb286
commit e85809e8b1
3 changed files with 4 additions and 4 deletions
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@@ -40,8 +40,8 @@
"max_entry": 1.0
},
"risk": {
"max_trade_usd": 150.0,
"max_position_usd": 150.0,
"max_trade_usd": 1000000.0,
"max_position_usd": 1000000.0,
"daily_spend_cap_usd": 1000000.0,
"max_total_exposure_usd": 1000000.0,
"max_open_positions": 1000,
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@@ -47,7 +47,7 @@ GAMMA = "https://gamma-api.polymarket.com"
# event (a game's markets settle together — one correlated bet, not N diversified
# ones); 0 = off, mirror every conviction trade.
PCT = 0.04
STAKE_MIN, STAKE_CAP = 5.0, 150.0
STAKE_MIN, STAKE_CAP = 5.0, float("inf") # uncapped — 4% of equity rides fully
EVENT_CAP = 0
DD_THRESHOLD, DD_FACTOR = 0.80, 0.5