Commit Graph

10 Commits

Author SHA1 Message Date
jaxperro f39c659edc docs: batch-three findings (T11 TTL optimal, T12 no exit rule, T14 imbalance band, T15 churn) + backtest paper-parity + Profitable bench
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
2026-07-23 18:26:59 -04:00
jaxperro 41812b63f6 docs: lock in Study C #22 + Study D #23 state (wwf-lagbot deployed, shakedown findings, batch-two verdicts)
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
2026-07-23 17:09:09 -04:00
jaxperro df101db78a docs: batch-two results (T6-T10) — two survivors, the slow-repricing theme
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
2026-07-23 15:17:15 -04:00
jaxperro 4cb108b801 docs: T1 maker-quoting Stage-1 kill — the wall pays speed, not formulas (FINDINGS coda + README verdict)
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
2026-07-23 14:31:04 -04:00
jaxperro 4383d250be docs: #16 formally closed (kill executed as pre-registered); T1 sim hardened (per-second vol memo + streamed progress)
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
2026-07-23 14:01:39 -04:00
jaxperro 222a750bd7 docs + audit sweep 2026-07-23: fill-model lesson, five-test day, archive pass
FINDINGS: 'The fill model is the next scorer' section (A2 chain grade
-$7.54/fill x1344 confirms the surge kill; oracle harness chain grade
vetoes the ledger-positive tiers; virtual-book +26% variance footnote;
the five tandem tests and the makers-on-the-wall through-line).
HANDOFF: snapshot -> 07-23 (7-wallet rev 5, dark flags, Friday agenda
incl #20/#21). READMEs: /test consolidation row, measurement-harness
research row, study statuses + new script inventory.
Archive: value/ (closed 07-19) + its test, ETHERSCAN_MIGRATION.md,
order_probe v1 -> archive/; replay_out/ gitignored; links repaired.
Tests: all 7 active scripts pass post-move.

Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
2026-07-23 13:55:27 -04:00
jaxperro 6e2c995f3a docs: measurement split + data moat (2026-07-22 night) — FINDINGS section, HANDOFF snapshot, research README data streams + DATA LAW
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
2026-07-23 00:52:51 -04:00
jaxperro 790ef42c40 docs: the 2026-07-22 lessons — resolution-timing survivorship (round 3)
FINDINGS: full round-3 section (mechanism, the 81%-vs-26% audit, how the
paper harness caught it, corrected verdicts, three standing rules) +
scorecard updates (surge dead, sub5c dead 0/38, oracle revived at E>=0.07)
+ correction banner on the 07-20 tape-era section. HANDOFF: queue +
snapshot reflect the kill, surgebot's instrument role, scorer law, Friday's
combined agenda. research/README: SCORER LAW + independent-instrument rule
+ full current layout. recorder/README: sync transport fallback. README:
/surge dashboard + research row truth.

Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
2026-07-22 17:39:47 -04:00
jaxperro 8edccda58a docs: stage-0 coherence pass across README/HANDOFF/recorder/research
- README: recorder row + architecture diagram reflect fold->parquet->
  15-min mirror (and research/ joins the diagram); cheat-sheet gains a
  'sync the tape now' row
- HANDOFF: snapshot dated 2026-07-21, launchd roster (tape-sync +
  research-nightly wait behavior), #15 back in the open queue, tape ops
  line in quick-reference
- recorder/README: ops block (sync_tape + fold health, deploy gap note),
  storage economics (/mo, mirror as Stage-1 feedstock)
- research/README: nightly.sh wait-for-fresh-tape semantics
- live/tape_sharps.json: refreshed 4-day chain-validated screen (the
  smoke run had briefly left a chain-less version)

Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
2026-07-21 13:07:31 -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