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jaxperro
2f4f2ccbbe
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>
41 lines
717 B
JSON
41 lines
717 B
JSON
{
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"n_fills": 16,
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"n_misses": 13,
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"grid": {
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"3": {
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"fill_recall": 0.75,
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"miss_recall": 0.8461538461538461,
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"acc": 0.793
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},
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"5": {
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"fill_recall": 0.75,
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"miss_recall": 0.7692307692307693,
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"acc": 0.759
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},
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"10": {
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"fill_recall": 0.8125,
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"miss_recall": 0.7692307692307693,
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"acc": 0.793
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},
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"20": {
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"fill_recall": 0.8125,
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"miss_recall": 0.6153846153846154,
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"acc": 0.724
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},
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"45": {
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"fill_recall": 0.875,
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"miss_recall": 0.46153846153846156,
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"acc": 0.69
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},
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"90": {
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"fill_recall": 0.875,
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"miss_recall": 0.3076923076923077,
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"acc": 0.621
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}
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},
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"hold_s": 3,
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"px_err_p50": 0.02,
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"px_err_p90": 0.04,
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"px_within_1c": 0.083,
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"px_bias_mean": -0.0197
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} |