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jaxperro
052eda04d1
score_lean wired into the nightly (walk-forward as-of screening, frozen trigger, chain truth); params/study_lean.json frozen; forward window = ledger rows dated after this commit. Fade $2k+ arm excluded by the pre-declared gate (top event 32%, tail net-negative) — tracked report-only. Follow $150-500: robust across 869 events (top 14%). Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
22 lines
1.4 KiB
JSON
22 lines
1.4 KiB
JSON
{
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"frozen_at": "2026-07-23 21:55 UTC",
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"study": "C — maker inventory-lean (follow absorbed flow)",
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"screen": {"source": "orders_matched maker fills, as-of day start (strictly prior tape)",
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"min_z": 2.5, "min_bets": 6, "pnl_positive": true},
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"trigger": {"lean_usd_min": 150.0, "net_gross_min": 0.6,
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"first_crossing_per_wallet_asset_day": true,
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"lean_px_band": [0.05, 0.95]},
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"arms": {
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"follow_small": {"role": "VERDICT", "range_usd": [150, 500], "direction": "follow",
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"pass": "pooled forward EV >= +$2/lean AND hit >= 0.56 at n >= 1500 across >= 5 forward days",
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"kill": "pooled forward EV <= 0 at n >= 1000"},
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"mid_report": {"role": "report-only", "range_usd": [500, 2000], "direction": "follow"},
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"fade_whale": {"role": "report-only — FAILED pre-declared concentration gate 2026-07-23",
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"range_usd": [2000, null], "direction": "fade",
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"gate_result": "top-event share 32% (>30% line); top-5 events +$7,799 vs +$5,911 total (tail net-negative); 87/224 events positive"}
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},
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"scoring": "last-print entry (STATED OPTIMISM) -> chain truth via payouts_for; nightly rows study='lean' in forward_ledger.jsonl (forward.score_lean)",
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"graduation": "PASS graduates to a real-execution paper arm (honest instrument), never directly to money",
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"exploration": "research/maker_lean.py walk-forward 07-21..23: follow_small +$2.90-4.39/lean, 59% hit, positive all 3 days; concentration follow 14% top-event / 869 events"
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}
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