Commit Graph

2 Commits

Author SHA1 Message Date
jaxperro 8b1ccb93fc live: commit dashboard.html each daily run (keep tree clean)
The daily run regenerates dashboard.html but the publish step never
committed it, leaving it perpetually modified. Add it to the publish git
add list and commit the current snapshot.

Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
2026-06-23 12:46:20 -06:00
jaxperro 3d0bc7f001 Add live/ skilled-wallet scanner + cache; document clean OOS finding
live/: operationalizes the LBS/Yale "skilled ~3%" result against the live
data-api. Enumerate recent liquid markets -> top traders -> candidate pool;
cache every wallet's resolved bets once in DuckDB (~26k wallets / 12.5M bets,
keyed by per-bet resolution time so any cutoff re-scores in seconds); 5-gate
skill funnel (n>=15, z>0, BH-FDR, split-half OOS, MM/bot cap); dashboard +
daily refresh.

Key finding: copying the high-win-rate "favorite-rider" cohort looks +23.6%
in-sample but loses -7.4% once selected on pre-June-1 data only (99% -> 68%
win rate) — selection bias, reproducing the paper's "lucky winners revert"
result on live data. Win rate != edge, again.

wide/: bulk subgraph->DuckDB scanner (survivorship-bias-free over all wallets),
but the public subgraph is frozen at Jan 2026 -> historical tool only.

Large local data (*.duckdb, candidates.json, *_scored.json, history/) gitignored.
README + FINDINGS updated with the current logic and the clean result.

Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
2026-06-18 11:16:20 -06:00