{"backtest_stability":[{"avg_validation_delta":91.87,"config":{"circuit_breaker_win_rate":0.25,"max_same_price_open":8,"min_closed_for_circuit":10},"windows_qualified":3,"windows_seen":3,"worst_validation_delta":1.77},{"avg_validation_delta":91.87,"config":{"circuit_breaker_win_rate":0.25,"max_same_price_open":8,"min_closed_for_circuit":8},"windows_qualified":3,"windows_seen":3,"worst_validation_delta":1.77},{"avg_validation_delta":59.7,"config":{"circuit_breaker_win_rate":0.25,"max_same_price_open":8,"min_closed_for_circuit":5},"windows_qualified":3,"windows_seen":3,"worst_validation_delta":18.18},{"avg_validation_delta":42.75,"config":{"circuit_breaker_win_rate":0.25,"max_same_price_open":10,"min_closed_for_circuit":5},"windows_qualified":3,"windows_seen":3,"worst_validation_delta":28.25},{"avg_validation_delta":75.72,"config":{"circuit_breaker_win_rate":0.2,"max_same_price_open":4,"min_closed_for_circuit":10},"windows_qualified":2,"windows_seen":3,"worst_validation_delta":13.29},{"avg_validation_delta":75.72,"config":{"circuit_breaker_win_rate":0.25,"max_same_price_open":4,"min_closed_for_circuit":10},"windows_qualified":2,"windows_seen":3,"worst_validation_delta":13.29},{"avg_validation_delta":75.72,"config":{"circuit_breaker_win_rate":0.2,"max_same_price_open":4,"min_closed_for_circuit":8},"windows_qualified":2,"windows_seen":3,"worst_validation_delta":13.29},{"avg_validation_delta":75.72,"config":{"circuit_breaker_win_rate":0.25,"max_same_price_open":4,"min_closed_for_circuit":8},"windows_qualified":2,"windows_seen":3,"worst_validation_delta":13.29},{"avg_validation_delta":57.5,"config":{"circuit_breaker_win_rate":0.2,"max_same_price_open":6,"min_closed_for_circuit":10},"windows_qualified":2,"windows_seen":3,"worst_validation_delta":-5.41},{"avg_validation_delta":57.5,"config":{"circuit_breaker_win_rate":0.25,"max_same_price_open":6,"min_closed_for_circuit":10},"windows_qualified":2,"windows_seen":3,"worst_validation_delta":-5.41}],"backtest_windows":[{"end":"2026-07-12","live_validation_pnl":168.61,"source":"2026-07-12_seeded.json"},{"end":"2026-07-19","live_validation_pnl":-311.19,"source":"2026-07-19_seeded.json"},{"end":"2026-07-26","live_validation_pnl":168.1,"source":"2026-07-26_seeded.json"},{"end":"2026-08-06","live_validation_pnl":1270.24,"source":"2026-08-06_032832.json"}],"by_entry_price":[{"bucket":"a. <10c","closed":128,"pnl":185.45,"win_rate_pct":100.0,"wins":128},{"bucket":"b. 10-25c","closed":1056,"pnl":1231.96,"win_rate_pct":90.7,"wins":958},{"bucket":"c. 25-50c","closed":1598,"pnl":479.6,"win_rate_pct":51.8,"wins":828},{"bucket":"d. 50-75c","closed":914,"pnl":924.05,"win_rate_pct":56.8,"wins":519},{"bucket":"e. 75c+","closed":696,"pnl":-853.9,"win_rate_pct":72.1,"wins":502}],"by_gap_bucket":[{"bucket":"50%+","closed":377,"pnl":920.5,"win_rate_pct":34.0,"wins":128},{"bucket":"0-10%","closed":906,"pnl":616.35,"win_rate_pct":81.8,"wins":741},{"bucket":"10-25%","closed":1366,"pnl":502.3,"win_rate_pct":70.4,"wins":962},{"bucket":"25-50%","closed":1743,"pnl":-71.99,"win_rate_pct":63.3,"wins":1104}],"by_market_type":[{"bucket":"unclassified","closed":886,"pnl":2322.82,"win_rate_pct":66.3,"wins":587},{"bucket":"us_policy","closed":713,"pnl":663.64,"win_rate_pct":91.7,"wins":654},{"bucket":"entertainment","closed":22,"pnl":182.5,"win_rate_pct":86.4,"wins":19},{"bucket":"intl_political_removal","closed":94,"pnl":102.5,"win_rate_pct":100.0,"wins":94},{"bucket":"other","closed":2160,"pnl":75.95,"win_rate_pct":63.8,"wins":1379},{"bucket":"us_corporate_legal","closed":16,"pnl":12.0,"win_rate_pct":87.5,"wins":14},{"bucket":"intl_diplomatic_resolution","closed":501,"pnl":-1392.25,"win_rate_pct":37.5,"wins":188}],"by_side":[{"bucket":"NO","closed":2382,"pnl":6548.11,"win_rate_pct":87.6,"wins":2087},{"bucket":"YES","closed":2010,"pnl":-4580.95,"win_rate_pct":42.2,"wins":848}],"by_time_to_close":[{"bucket":"a. <1 day","closed":625,"pnl":-1614.5,"win_rate_pct":47.5,"wins":297},{"bucket":"b. 1-3 days","closed":322,"pnl":-805.0,"win_rate_pct":50.6,"wins":163},{"bucket":"c. 3-7 days","closed":487,"pnl":-44.92,"win_rate_pct":60.6,"wins":295},{"bucket":"d. 7-30 days","closed":630,"pnl":1789.68,"win_rate_pct":73.3,"wins":462},{"bucket":"e. 30+ days","closed":1501,"pnl":661.09,"win_rate_pct":78.8,"wins":1183}],"by_wallet_score_bucket":[{"bucket":"0.6-0.7","closed":1308,"pnl":1435.65,"win_rate_pct":77.3,"wins":1011},{"bucket":"0.5-0.6","closed":2971,"pnl":272.7,"win_rate_pct":61.8,"wins":1837},{"bucket":"0.7-0.8","closed":113,"pnl":258.81,"win_rate_pct":77.0,"wins":87}],"candidate_funnel":[{"n":11571,"stage":"gap_too_small"},{"n":2857,"stage":"gap_too_large"},{"n":728,"stage":"concentration_cap"},{"n":701,"stage":"circuit_breaker"},{"n":600,"stage":"success"},{"n":110,"stage":"low_liquidity"},{"n":59,"stage":"duplicate"},{"n":38,"stage":"near_resolution"}],"data_quality":{"closed_excluded_by_floor":0,"closed_in_era":4392,"closed_total":4392,"coverage":{"gap_pct":{"n":4392,"pct":100.0},"market_type":{"n":3506,"pct":79.8},"resolution_date":{"n":3565,"pct":81.2},"wallet_score":{"n":4392,"pct":100.0}},"expired_unresolved_n":1910,"expired_unresolved_usd":59654.59,"expiry_diagnostic_n":196,"floor":""},"era":"all","expired_overhang":[{"bucket":"unclassified","capital_usd":12296.4,"expired_n":545,"mark_to_market_pnl":-473.75,"settled_n":371,"settlement_pnl":797.25},{"bucket":"us_policy","capital_usd":26679.14,"expired_n":509,"mark_to_market_pnl":1089.74,"settled_n":12,"settlement_pnl":-15.0},{"bucket":"intl_diplomatic_resolution","capital_usd":9908.5,"expired_n":481,"mark_to_market_pnl":-1091.25,"settled_n":397,"settlement_pnl":-6487.0},{"bucket":"other","capital_usd":9300.8,"expired_n":316,"mark_to_market_pnl":68.5,"settled_n":55,"settlement_pnl":626.6},{"bucket":"intl_political_removal","capital_usd":302.75,"expired_n":46,"mark_to_market_pnl":17.75,"settled_n":0,"settlement_pnl":null},{"bucket":"us_corporate_legal","capital_usd":1167.0,"expired_n":13,"mark_to_market_pnl":-30.0,"settled_n":13,"settlement_pnl":133.0}],"expired_totals":{"capital_usd":59654.59,"expired_n":1910,"mark_to_market_pnl":-419.01,"mtm_n":1910,"settled_n":848,"settlement_pnl":-4945.15},"generated_at":"2026-08-07T23:10:48.846133","include_expired":false,"settlement_suspects":[{"avg_gap_cents":9.92,"avg_pm_price":0.605,"bucket":"KXHORMUZNORM-26MAR17-B270101","expired_n":50},{"avg_gap_cents":7.9,"avg_pm_price":0.251,"bucket":"KXFARAGEOUTREFORM-26JUL-JAN01","expired_n":15},{"avg_gap_cents":7.54,"avg_pm_price":0.075,"bucket":"KXABRAHAMSA-27-JAN01","expired_n":12},{"avg_gap_cents":5.6,"avg_pm_price":0.097,"bucket":"KXLEADERSOUT-27JAN01-LJMKOR","expired_n":1},{"avg_gap_cents":5.5,"avg_pm_price":0.132,"bucket":"KXUSAIRANAGREEMENT-27-26OCT","expired_n":10},{"avg_gap_cents":4.21,"avg_pm_price":0.676,"bucket":"SENATEME-26-D","expired_n":7},{"avg_gap_cents":3.93,"avg_pm_price":0.029,"bucket":"KXPRESNOMD-28-MK","expired_n":10},{"avg_gap_cents":3.5,"avg_pm_price":0.335,"bucket":"SENATEME-26-R","expired_n":2},{"avg_gap_cents":3.33,"avg_pm_price":0.07,"bucket":"KXRATECUTCOUNT-26DEC31-T1","expired_n":21},{"avg_gap_cents":3.0,"avg_pm_price":0.9,"bucket":"SENATESC-26-R","expired_n":3},{"avg_gap_cents":2.82,"avg_pm_price":0.885,"bucket":"KXRATECUTCOUNT-26DEC31-T0","expired_n":10},{"avg_gap_cents":2.5,"avg_pm_price":0.415,"bucket":"GOVPARTYWI-26-D","expired_n":3},{"avg_gap_cents":2.47,"avg_pm_price":0.825,"bucket":"KXVENEZUELALEADER-26DEC31-NMAD","expired_n":16},{"avg_gap_cents":2.3,"avg_pm_price":0.403,"bucket":"SENATEMI-26-R","expired_n":10},{"avg_gap_cents":2.17,"avg_pm_price":0.395,"bucket":"KXCBDECISIONJAPAN-26SEP17-H25","expired_n":3}],"shadow_filters":[{"candidates":228,"filter_name":"low_gap_pct","pnl_if_allowed":396.25,"trades":128},{"candidates":8,"filter_name":"near_close","pnl_if_allowed":-0.5,"trades":2}],"shadow_stop":{"actual_pnl":-57.5,"cost_usd":112.0,"delta":0.0,"n":5,"shadow_stop_pnl":-57.5},"shadow_stop_pct":0.4,"worst_tickers":[{"bucket":"KXUSIRANMOU-27JAN01-26JUN19","closed":316,"pnl":-1036.5,"win_rate_pct":43.0,"wins":136},{"bucket":"KXUSAIRANAGREEMENT-27-26AUG","closed":46,"pnl":-871.0,"win_rate_pct":0.0,"wins":0},{"bucket":"KXUAPFILES-26MAY27-26JUN29","closed":17,"pnl":-741.0,"win_rate_pct":0.0,"wins":0},{"bucket":"KXHORMUZNORM-26MAR17-B260801","closed":298,"pnl":-510.5,"win_rate_pct":31.2,"wins":93},{"bucket":"KXFABLERESTORE-27-26JUN27","closed":275,"pnl":-441.25,"win_rate_pct":61.1,"wins":168},{"bucket":"KXUSAIRANAGREEMENT-27-26JUL","closed":51,"pnl":-438.0,"win_rate_pct":2.0,"wins":1},{"bucket":"KXRATECUTCOUNT-26DEC31-T0","closed":71,"pnl":-416.5,"win_rate_pct":36.6,"wins":26},{"bucket":"KXTRUMPBIBIMEET-26AUG01-JUL21","closed":12,"pnl":-392.0,"win_rate_pct":0.0,"wins":0},{"bucket":"KXMUSKOAI-26","closed":33,"pnl":-354.0,"win_rate_pct":9.1,"wins":3},{"bucket":"KXHORMUZWEEKLY-26MAY31-T20","closed":12,"pnl":-259.0,"win_rate_pct":0.0,"wins":0},{"bucket":"KXUSAIRANAGREEMENT-27","closed":45,"pnl":-127.0,"win_rate_pct":53.3,"wins":24},{"bucket":"KXHORMUZNORM-26MAR17-B260601","closed":16,"pnl":-125.5,"win_rate_pct":18.8,"wins":3},{"bucket":"KXSULYOKOUT-26MAY-JUL01","closed":26,"pnl":-120.25,"win_rate_pct":0.0,"wins":0},{"bucket":"KXHORMUZWEEKLY-26JUL12-T150","closed":86,"pnl":-115.0,"win_rate_pct":47.7,"wins":41},{"bucket":"KXFABLERESTORE-27-26JUN20","closed":37,"pnl":-81.37,"win_rate_pct":48.6,"wins":18}],"worst_wallets":[{"bucket":"0xb40e89677d59665d5188541ad860450a6e2a7cc9","closed":252,"pnl":-689.62,"win_rate_pct":37.7,"wins":95},{"bucket":"0xc8ab97a9089a9ff7e6ef0688e6e591a066946418","closed":291,"pnl":-505.3,"win_rate_pct":57.4,"wins":167},{"bucket":"0x93511d72d294f1478739bc38f578bf0306fd9e4d","closed":29,"pnl":-368.0,"win_rate_pct":13.8,"wins":4},{"bucket":"0x5a218c7ad04135830a45c41aaed7294df7809318","closed":38,"pnl":-279.0,"win_rate_pct":7.9,"wins":3},{"bucket":"0x9e8077593bf0a6fd63f988dcf589f7558897f694","closed":26,"pnl":-255.88,"win_rate_pct":0.0,"wins":0},{"bucket":"0x5235578efe24555b0c98e7dc10a902b09089c04a","closed":36,"pnl":-255.0,"win_rate_pct":11.1,"wins":4},{"bucket":"0x8a98109fb0f1d87d9bfcb4486ba3587b95c51b92","closed":97,"pnl":-215.9,"win_rate_pct":52.6,"wins":51},{"bucket":"0x96489abcb9f583d6835c8ef95ffc923d05a86825","closed":110,"pnl":-209.0,"win_rate_pct":50.0,"wins":55},{"bucket":"0x40cfb29411d29f4fa0908f2a121297042cccd21d","closed":24,"pnl":-204.3,"win_rate_pct":20.8,"wins":5},{"bucket":"0x614dc8d3542c12103d2c6a3553fd761e391d1546","closed":26,"pnl":-204.25,"win_rate_pct":0.0,"wins":0},{"bucket":"0x4aa87d513621c74a091f514e9c14b52377f46531","closed":11,"pnl":-155.0,"win_rate_pct":0.0,"wins":0},{"bucket":"0x645a91730f588c5586e8860936a7e3554303fd84","closed":29,"pnl":-151.25,"win_rate_pct":0.0,"wins":0},{"bucket":"0x0c0e270cf879583d6a0142fc817e05b768d0434e","closed":34,"pnl":-150.5,"win_rate_pct":0.0,"wins":0},{"bucket":"0x9cb35555b913c805a62a2e34bce4ef14f0e81367","closed":98,"pnl":-134.32,"win_rate_pct":50.0,"wins":49},{"bucket":"0x4e4203102fd7bde55ce1bcf9f1ef222e251949ed","closed":25,"pnl":-130.0,"win_rate_pct":0.0,"wins":0}]}
