mirror of https://github.com/jaxperro/winning-wallet-finder.git synced 2026-07-27 15:57:47 +00:00

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jaxperro c18de39b71 research: set-replay harness — sweep wallet-set compositions over the tape

Replays candidate sets through the engine's mirrored mechanics (stake rule
+ DD halving + their-shares ceiling + one-market-one-stake adds + all-or-
nothing cash gate + proportional sell mirror, copytrade.py cited) with the
calibrated sim fill model and tape proxy-resolution. Per-wallet conviction
floors from the paper config's pinned p80s (candidates without pins get
tape-p80, same rule). Outputs per-set×bankroll: realized/open, deployment
stats, miss families (capital/crater/band), capital-miss hypothetical P&L,
per-wallet realized, and --loo leave-one-out marginals at $1k.

Validated against the real paper book on the same window: 33 replay opens
vs 26 real (backfill bias documented — pre-tape positions' adds replay as
opens), capital misses 0 vs 0, peak deploy 62% vs the era's 74%, mean
deployed $297 vs ~$360. SEARCH TOOL ONLY per the silo README — verdicts
stay with forward_ledger.jsonl.

Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>

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params

research: set-replay harness — sweep wallet-set compositions over the tape

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forward_ledger.jsonl

research silo: edge factory — calibrated sim, Study A/B, forward ledger (#2 , #16 , #17 )

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forward.py

research silo: edge factory — calibrated sim, Study A/B, forward ledger (#2 , #16 , #17 )

2026-07-20 17:34:22 -04:00

nightly.sh

research: nightly waits for fresh tape + absolute python

2026-07-21 11:26:26 -04:00

README.md

research silo: edge factory — calibrated sim, Study A/B, forward ledger (#2 , #16 , #17 )

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replay.py

research: set-replay harness — sweep wallet-set compositions over the tape

2026-07-21 12:54:35 -04:00

requote.py

research silo: edge factory — calibrated sim, Study A/B, forward ledger (#2 , #16 , #17 )

2026-07-20 17:34:22 -04:00

robustness_flow.py

research silo: edge factory — calibrated sim, Study A/B, forward ledger (#2 , #16 , #17 )

2026-07-20 17:34:22 -04:00

sim.py

research silo: edge factory — calibrated sim, Study A/B, forward ledger (#2 , #16 , #17 )

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study_flow.py

research silo: edge factory — calibrated sim, Study A/B, forward ledger (#2 , #16 , #17 )

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study_oracle.py

research silo: edge factory — calibrated sim, Study A/B, forward ledger (#2 , #16 , #17 )

2026-07-20 17:34:22 -04:00

tape.py

stage-0 warehouse: recorder folds its own tape to parquet; Mac mirrors every 15 min

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README.md

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::resolutions via live/payouts.py — append-only immutable chain facts, the same store the daily pipeline already feeds. Nothing else in live/ 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.jsonl rows dated after the params freeze commit.

Layout: tape.py read-only loaders · tape proxy-resolution (terminal-VWAP + sibling veto, the 742/742 chain-validated method) · title parsers (niche, crypto strike/expiry/sprint) sim.py execution replayer calibrated on OUR live fills ledger (lag, FAK no-match, protected band, 3% taker fee) study_flow.py Study A — informed-flow state signal study_oracle.py Study B — crypto oracle fair value vs the book requote.py crater→requote timing measurement (retry tuning) forward.py scores frozen studies on new tape days → forward_ledger.jsonl params/ frozen study parameters (committed = frozen) nightly.sh manual/launchd runner (separate from daily.sh)