8 Commits

Author SHA1 Message Date
jaxperro 1ce8560dfb research: forward ledger 2026-07-25 [skip ci] 2026-07-25 19:40:27 -04:00
jaxperro 0601ce20c6 research: forward ledger 2026-07-23 [skip ci] 2026-07-23 11:19:14 -04:00
jaxperro d701937a54 research: corrected ledger recompute (chain-overlay scorer) + portfolio per-wallet missed totals [skip ci] 2026-07-22 17:33:19 -04:00
jaxperro ab2f854dcc research: forward ledger 2026-07-22 [skip ci] 2026-07-22 13:11:32 -04:00
jaxperro a7a6706365 research: forward ledger 2026-07-21 [skip ci] 2026-07-21 14:57:03 -04:00
jaxperro c8118a093e research: forward ledger 2026-07-21 [skip ci] 2026-07-21 13:21:59 -04:00
jaxperro e3e05d62d1 research: forward ledger 2026-07-21 [skip ci] 2026-07-21 13:06:26 -04:00
jaxperro 2f4f2ccbbe research silo: edge factory — calibrated sim, Study A/B, forward ledger (#2, #16, #17)
research/ is a hard silo (README rules): read-only tape, no bot imports,
own launchd (com.jaxperro.research-nightly 09:15, after daily ingest).

- tape.py: proxy-resolution (the 742/742-validated method), niche + crypto
  strike/expiry/sprint parsers, tick loaders
- sim.py: FAK execution replayer; hold_s=3 fitted on 29 real labeled live
  attempts (79% fill/miss classification), price noise 2-4c, measured
  OPTIMISM BIAS -2c/fill carried into every verdict threshold
- requote.py: crater refill timing per niche (crypto 94% <4s, esports 83%
  <10s, sports needs ~25s, geo/politics minutes) -> params/requote_timing.json
- study_flow.py + robustness: in-play surge momentum. Identity NULL result:
  10 pooled controls +23.85/fill == informed +23.68 -> hypothesis revised at
  freeze, surge-EV primary, identity secondary (#16)
- study_oracle.py: oracle digital fair value. 86% craters, winner's-curse
  inversion at big edges, nothing frozen (no cell at 30 fills) (#17)
- forward.py + nightly.sh: re-scores frozen studies on last 3 tape days,
  appends forward_ledger.jsonl; verdicts ONLY from post-freeze rows

Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
2026-07-20 17:34:22 -04:00