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jaxperro
34d02956d8
Moved the 8 tested-and-failed strategy tools into archive/ (copytrade, backtest, edge_research, lookback, table_77, lp_screener, lp_paper, xarb) with an archive/README explaining each. Root now holds the keepers: insider.py (made self-sufficient — dropped the copytrade load_json dependency) and smart_money.py (data foundation). New FINDINGS.md is the honest scorecard: six systematic public-data edges all efficient/illusory, the win-rate survivorship-bias finding, and the one real signal (z-score improbability + funding clustering). Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
22 lines
1.9 KiB
Markdown
22 lines
1.9 KiB
Markdown
# Archive — strategies that didn't work
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These tools were built and tested during the research in
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[`../FINDINGS.md`](../FINDINGS.md). They all proved to be dead ends (the market
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is efficient / the metric was biased), so they're archived here for reference
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rather than deleted. Each one *works* as written — it's the *strategy* that
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didn't clear. They import `smart_money`/`copytrade` from the repo root, so to
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run one you'd adjust the import path.
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| File | What it did | Why it's here |
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|------|-------------|---------------|
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| `copytrade.py` | Paper/live copy-trade engine — mirror a watchlist's entries/exits, % -of-bankroll sizing, price guard, per-position cap, Discord alerts. | Copying entries is −EV; followed wallets win ~50%. Backtested −48%. |
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| `backtest.py` | Replay a watchlist over a window, mark outcomes from resolution. | The tool that proved copy-trading loses. |
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| `edge_research.py` | Scan ~2000 wallets for reliable weekly consistency (% green weeks, profit factor, Sharpe). | "Consistent" wallets were mostly young accounts (survivorship); no durable edge. |
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| `lookback.py` | Deep-dive a wallet list over a long window, split into halves for out-of-sample reads. | Showed the "best" wallets had <90 days of history. |
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| `table_77.py` | Aggregate a wallet set to CSV (ROI, total staked, consistency). | Supported the above; ROI inversely related to size. |
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| `lp_screener.py` | Rank reward-eligible markets by risk-adjusted LP yield. | The high APRs were illusory — see `lp_paper`. |
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| `lp_paper.py` | Paper liquidity-provision loop: simulate quoting, track net = rewards − adverse selection. | Polymarket refunds unearned reward pool; thin-book "jackpots" don't pay. |
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| `xarb.py` | Cross-venue scanner: match the same event on Polymarket vs Kalshi, flag price gaps. | Venues priced efficiently (~1¢); both legs cost >$1 after fees. |
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The keeper that came out of all this lives at the repo root: `insider.py`.
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