jaxperro
5ec7455bdb
Forward days, 559 resolved fills: exit +60s = -$3.43/fill (burst-top entry is briefly underwater), +30m = +$13.63, +2h = +$35.51 vs hold-to-resolution +$43.56. Monotone accrual to resolution in every slice — the under-reaction converges over hours, not seconds. v1's >3h 'bleed bucket' is POSITIVE on the full signal (+$44.66/fill): another confirmation the v1 book's losses were cash-gate selection, not hold-time. All entry bands positive forward. No A2-scalp pre-registration warranted; markout re-reads stay on to verify with real bids. Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
research/ — the edge factory (SILO)
Standing rules (user directive 2026-07-20: "built in a silo to not affect anything on the live bot"):
- Nothing here is imported by, or imports, the bot (
copybot.py,copytrade.py, their configs). The Fly workers run pinned entrypoints; this directory is inert to them. - Tape access is read-only (
duckdb.connect(..., read_only=True)). - The ONE shared write:
live/cache.duckdb::resolutionsvialive/payouts.py— append-only immutable chain facts, the same store the daily pipeline already feeds. Nothing else inlive/is touched. - The existing paper bot is the live test's CONTROL — graduated edges get their own paper harness here, never that one.
- Studies are pre-registered (GitHub issue per study: hypothesis, params,
verdict + kill criteria) BEFORE their forward window opens. Exploration
happens on already-collected tape; verdicts only come from
forward_ledger.jsonlrows dated after the params freeze commit. - SCORER LAW (2026-07-22, FINDINGS "round three"): every scorer resolves
outcomes through
forward.payouts_for()— tape proxy first, CTF chain overlay for the remainder. A "pending" bucket is NEVER ignorable on Polymarket: market liveness encodes the outcome (a losing bet's winning sibling keeps trading, so losses hide in pending while wins score). This bug inflated Study A from a true −$6/fill to +$46/fill. - Every study gets one instrument that does not share the scorer's assumptions — the surge paper harness (chain-graded from day one) is what caught the bug. Divergence between instruments is signal, not noise.
Layout: tape.py read-only loaders · tape proxy-resolution (terminal-VWAP + sibling veto — exact per-bet, but resolution TIMING is win-biased; see SCORER LAW) · title parsers · chain_overlay() sim.py execution replayer calibrated on OUR live fills ledger (lag, FAK no-match, protected band, 3% taker fee) study_flow.py Study A — surge momentum (KILLED 2026-07-22, #16) study_oracle.py Study B — crypto oracle fair value (#17: E0.04 killed, E≥0.07 accumulating) requote.py crater→requote timing (feeds the bots' per-niche retry) forward.py scores frozen studies on new tape days → forward_ledger (payouts_for chain overlay mandatory; controls + sub5c exploratory arm — 0-for-38, dead) informed_set.py publishes params/informed_set.json nightly (surgebot input) surgebot.py real-time PAPER harness (wwf-surgebot, /feed endpoint → jaxperro.com/surge) — $100 book, $5 stakes, event cap 2 grade_surge.py nightly chain-truth re-grade of the surge paper book → surge_paper_ledger.jsonl params/ frozen study parameters (committed = frozen) nightly.sh launchd runner (fires 09:15, then WAITS for fresh tape — Stage 0 keeps the tape ~15-min fresh whenever the Mac is awake; deadline 8h, then scores anyway and logs staleness)