Per the data-completeness call: closed_exits pulls each wallet's ENTIRE
closed-position history, not a 180d window. smart_money.closed_exits returns
(exits, reached_end) — reached_end True only when the pull hits the true
start of history (empty/short page), so the cache's flag tells a
finished backfill from an interrupted one and a killed deep pull re-completes
instead of falsely reporting done. One-time deep cost, amortized by the
incremental cache (later runs page only new closes). Verified: imwalkinghere
full 65d lifetime (879 exits, its real age not a cap), complete=True, 2nd
call 0.00s.
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
The row cap was the wrong instrument — it could truncate a hyperactive
wallet's window (compromising data) while the real fix is bounding by DATE.
cache.closed_exits now pulls exactly the 180d window the bets cache scores,
so the exit overlay COMPLETELY covers every bet the sharps/backtest stats
touch. Tracks oldest_ts so an interrupted backfill re-completes instead of
falsely reporting done; once complete, refreshes only page new closes.
since_ts (180d/30d per caller) is the real bound — this fixes completeness
AND the runtime stall (the old since_ts=0 pulled all-history). Verified:
imwalkinghere full window in 9s, 2nd call 0.00s cached.
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
The 25k-row (500-page) full-history backfill × 90 sharp wallets stalled the
daily pipeline for 4+ hours on its first uncached pass. 4000 rows (80 pages)
covers the 30d backtest and most of the 180d display window; the exits cache
is incremental so the horizon extends on later runs. Extreme scalpers keep a
hold-to-res ceiling on their deepest history (honest, and none are followed).
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
/closed-positions serves 50-row pages regardless of limit; stepping by the
requested size truncated every wallet's exit history to its most recent ~50
closes (1% coverage for hyperactive wallets) — sold-mirroring was silently
falling back to the hold-to-res ceiling almost everywhere. Now: page by
returned size, cache exits incrementally in duckdb (immutable events —
deep backfill once, a page or two per refresh; title/outcome columns for
display). Deep-exit 30d replay: $18,270 (+1727%), 259W/79L/29R/284S,
misses 253 -> 1 (mirrored exits recycle capital as fast as the signal does).
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
smart_money.closed_exits() is now the shared implementation (backtest +
sharps): close time from /closed-positions, exit price reconstructed from
realized P&L. validate_timing's conv/conv30/all-time/realized tallies count
a bet the wallet sold pre-resolution at its exit price (conv_sold /
conv30_sold / all_sold fields) instead of pretending it rode to resolution.
Beyond the ~4000-row data horizon exits fall back to hold-to-res.
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
- get_json: catch OSError + http.client.HTTPException (RemoteDisconnected/
IncompleteRead escaped the retry loop and killed last night's validate_timing
run on a single dropped keep-alive).
- validate_timing: per-wallet retry+exclude guard so one bad wallet can't take
out the whole selection; regenerated watch_sharps.json — the first fee-aware,
resolved-only sharp list (10 copy-positive holders of 254).
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
The scanner measured win rate over /closed-positions only, but Polymarket
only redeems winning shares — losers sit unredeemed in /positions at
curPrice 0 and never enter closed-positions. That made win rates wildly
inflated (e.g. 90.6% vs a true 48.3%). Win rate now unions both endpoints
over a 90-day window. With the honest metric, ~no top wallet exceeds ~60%;
true rates cluster near 50%.
Also:
- backtest.py: replay a watchlist over a recent window, fill at historical
price, mark outcomes from resolution. A 7d run of 4 top wallets returned
-48%, confirming flat-size entry-copying is -EV at ~50% hit rates.
- copytrade.py: add max_position_usd cap (proportional adds could otherwise
balloon one position to the whole exposure limit) and Discord webhook
alerts on every would-be trade.
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
Dashboard + terminal tool that pulls the 7d/30d/all leaderboards, measures
each wallet's win rate over its most recent resolved bets, and its distinct
markets traded per week. Zero dependencies (Python 3 stdlib only).
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
jaxperro