7 Commits

Author SHA1 Message Date
jaxperro 1ce8560dfb research: forward ledger 2026-07-25 [skip ci] 2026-07-25 19:40:27 -04:00
jaxperro 052eda04d1 research: Study C FREEZE — maker inventory-lean pre-registration (follow arm verdict; fade failed its concentration gate)
score_lean wired into the nightly (walk-forward as-of screening, frozen
trigger, chain truth); params/study_lean.json frozen; forward window =
ledger rows dated after this commit. Fade $2k+ arm excluded by the
pre-declared gate (top event 32%, tail net-negative) — tracked
report-only. Follow $150-500: robust across 869 events (top 14%).

Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
2026-07-23 15:49:50 -04:00
jaxperro 0601ce20c6 research: forward ledger 2026-07-23 [skip ci] 2026-07-23 11:19:14 -04:00
jaxperro ab2f854dcc research: forward ledger 2026-07-22 [skip ci] 2026-07-22 13:11:32 -04:00
jaxperro eeeed39e22 surgebot: Study A paper harness, deploy-ready for the Friday sprint (#16)
Real-time PAPER trader of the FROZEN surge signal on its own Fly app
(wwf-surgebot, recorder-pattern image, no keys, no bot imports):
$100 paper book · 5%-of-equity daily stakes ($1 venue floor) · cash-gated
all-or-nothing · event cap 2 · paper FAK against the live CLOB book inside
p_ref*1.05 · provisional CLOB settles re-graded nightly with CTF payout
vectors (grade_surge.py -> surge_paper_ledger.jsonl). Informed set
published daily (informed_set.py -> params/informed_set.json, frozen
method). Unit-tested: fill/crater/event-cap/cash paths exact; live smoke:
dual sockets + sizing clean. Believing any of it stays gated on the #16
forward verdict.

Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
2026-07-21 15:15:53 -04:00
jaxperro c18de39b71 research: set-replay harness — sweep wallet-set compositions over the tape
Replays candidate sets through the engine's mirrored mechanics (stake rule
+ DD halving + their-shares ceiling + one-market-one-stake adds + all-or-
nothing cash gate + proportional sell mirror, copytrade.py cited) with the
calibrated sim fill model and tape proxy-resolution. Per-wallet conviction
floors from the paper config's pinned p80s (candidates without pins get
tape-p80, same rule). Outputs per-set×bankroll: realized/open, deployment
stats, miss families (capital/crater/band), capital-miss hypothetical P&L,
per-wallet realized, and --loo leave-one-out marginals at $1k.

Validated against the real paper book on the same window: 33 replay opens
vs 26 real (backfill bias documented — pre-tape positions' adds replay as
opens), capital misses 0 vs 0, peak deploy 62% vs the era's 74%, mean
deployed $297 vs ~$360. SEARCH TOOL ONLY per the silo README — verdicts
stay with forward_ledger.jsonl.

Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
2026-07-21 12:54:35 -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