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jaxperro
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Incumbent census (volume-ranked): industrialized niche — top harvester $3.2M vol/5,854 buys at +2.27% per ~4h hold; several ~$1M at +2.4-3.4%; two big operators NEGATIVE (-3%) — residual risk is real, top-5 share only 20%. Bucket returns (+6.2%/90-95c etc) are UPPER bounds: $129M of high-price buys sit on non-tape-resolved tokens where upsets linger. Verdict: park at our capital scale (pennies on idle cash); revisit as an idle-cash overlay once nightly chain coverage closes the bias, or if bankroll grows 10x. Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
88 lines
3.9 KiB
Python
88 lines
3.9 KiB
Python
#!/usr/bin/env python3
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"""T7 EXPLORATORY (2026-07-23) — settlement-discount harvesting ("the last
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3 cents"): outcome-known markets keep printing below $1 until formal
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resolution, and redemption is fee-free. Two reads, both chain-true:
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1. THE NICHE'S INCUMBENTS: wallets systematically BUYING at >=0.90 —
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their realized hit, per-share edge, holding time (proxy: token's last
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tape print = resolution-adjacent), and return on capital.
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2. THE RESIDUAL: per entry-price bucket (90-95/95-97/97-99c), what did
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buying every such print return after refund/loss risk — the passive
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version of the trade at our size.
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Kill: bucket edge < the copy book's return on the same capital-days, or
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the incumbent census shows <5 wallets soaking all volume (saturated)."""
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import sys
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sys.path.insert(0, "/Users/jaxmakielski/polymarket-smart-money/research")
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import tape # noqa: E402
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BUCKETS = [(0.90, 0.95, "90-95c"), (0.95, 0.97, "95-97c"),
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(0.97, 0.995, "97-99c")]
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def main():
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db = tape.connect()
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tape.build_resolved(db)
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# every high-price BUY-side print on a tape-resolved token, joined to
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# payout + the token's terminal print time (holding proxy)
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rows = db.execute("""
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SELECT t.wallet, t.price::DOUBLE, t.size::DOUBLE, t.ts, tk.payout::DOUBLE, tk.last_ts,
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t.asset
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FROM trades t JOIN res_tok tk ON t.asset = tk.asset
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WHERE t.side = 'BUY' AND t.price >= 0.90 AND t.price < 0.995
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AND t.ts < tk.last_ts""").fetchall()
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print(f"high-price buy prints on resolved tokens: {len(rows):,}")
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# SCORER-LAW bias bound: high-price buys on tokens NOT tape-resolved
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# (pending/vetoed) are excluded — round 3 says upsets linger there, so
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# bucket loss-rates are LOWER BOUNDS. Size the exclusion:
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excl_vol, excl_n = db.execute("""
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SELECT coalesce(sum(t.price::DOUBLE * t.size::DOUBLE),0), count(*)
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FROM trades t LEFT JOIN res_tok tk ON t.asset = tk.asset
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WHERE t.side='BUY' AND t.price >= 0.90 AND t.price < 0.995
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AND tk.asset IS NULL""").fetchone()
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incl_vol = sum(r[1] * r[2] for r in rows)
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print(f"excluded (unresolved-on-tape) volume: ${excl_vol:,.0f} "
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f"({excl_n:,} prints) vs included ${incl_vol:,.0f} — loss rates "
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f"below are LOWER BOUNDS (round-3 direction)")
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# 2. residual per bucket
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for lo, hi, tag in BUCKETS:
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rs = [r for r in rows if lo <= r[1] < hi]
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if not rs:
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continue
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n = len(rs)
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usd = sum(r[1] * r[2] for r in rs)
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pnl = sum((r[4] - r[1]) * r[2] for r in rs)
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losses = sum(1 for r in rs if r[4] == 0.0)
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hold_h = sum((r[5] - r[3]) for r in rs) / n / 3600
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ret = pnl / usd if usd else 0
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ann = ret / max(hold_h / 8760, 1e-9)
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print(f" {tag}: {n:,} prints · ${usd:,.0f} vol · ret {ret*100:+.2f}%"
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f" · loss-rate {losses/n:.3%} · avg hold {hold_h:.1f}h · "
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f"annualized {ann*100:+,.0f}%")
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# 1. incumbent census (>=0.95 specialists)
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agg = {}
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for w, p, z, ts, pay, lts, a in rows:
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if p < 0.95:
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continue
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d = agg.setdefault(w, [0, 0.0, 0.0, 0.0])
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d[0] += 1
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d[1] += p * z
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d[2] += (pay - p) * z
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d[3] += (lts - ts) * p * z # capital-seconds
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inc = [(v[1], w, v) for w, v in agg.items()
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if v[0] >= 20 and v[1] >= 500] # rank census by VOLUME
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inc.sort(reverse=True)
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print(f"\nincumbents (>=20 buys @>=0.95, >=$500 vol): {len(inc)}")
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tot_vol = sum(v[1] for _, _, v in inc)
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print(f"their combined volume: ${tot_vol:,.0f} · "
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f"top5 share {sum(v[1] for _,_,v in inc[:5])/max(tot_vol,1):.0%}")
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for _, w, (n, usd, pnl, capsec) in inc[:8]:
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hold_h = (capsec / usd) / 3600 if usd else 0
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print(f" {w[:14]} n={n:<5} vol ${usd:>10,.0f} · ret "
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f"{pnl/usd*100:+.2f}% · avg hold {hold_h:.1f}h")
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if __name__ == "__main__":
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main()
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