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chore(polymarket-trader): widen max_edge 0.15 -> 0.30 (volume trial)#1004

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jmoreira-valory merged 1 commit into
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chore/tune-polymarket-max-edge
Jul 2, 2026
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chore(polymarket-trader): widen max_edge 0.15 -> 0.30 (volume trial)#1004
jmoreira-valory merged 1 commit into
mainfrom
chore/tune-polymarket-max-edge

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What

Widen the Polymarket trader's edge cap max_edge from 0.15 -> 0.30 in polymarket_trader/service.yaml (STRATEGIES_KWARGS). Omen (trader_pearl) is untouched. No FSM change; only the polymarket_trader service CID re-locks.

Why

At max_edge=0.15 the live edge gate admits ~0 bets/day in the current market regime -- the forecaster has drifted more overconfident over time (median execution edge ~0.18 -> ~0.36 since January; the share of bets landing in [0.01, 0.15] fell ~31% -> ~10%). The trader is effectively silent. Widening to 0.30 roughly doubles admitted volume so the service actually trades.

Tradeoff (please read before merging)

This is a volume-over-ROI trial, not a profit change. The max_edge ROI sweep shows widening is not ROI-positive in the current regime -- the extra bets it admits are net-negative:

max_edge last-30d capital-weighted ROI
0.15 ~-4.8% (least-bad)
0.30 ~-12.9%

So 0.30 buys activity at a documented ROI cost. It is a defensive, monitored trial to keep the trader active while the durable fix -- upstream forecaster calibration (a high p_side must actually be right) -- is developed. A downstream edge cap cannot fix an overconfident forecaster.

Rollback

  • Operated deployments: STRATEGIES_KWARGS env flip (immediate).
  • Pearl: a follow-up release (reaches all users; no per-agent switch).

Monitoring

Track capital-weighted ROI / bets-day / win-rate vs the ~-5.4% pooled baseline weekly; revert if the current-regime ROI degradation outweighs the volume benefit.

🤖 Generated with Claude Code

At max_edge=0.15 the live edge gate admits ~0 bets/day in the current
(more-overconfident) forecaster regime, leaving the Polymarket trader
effectively silent. Widen to 0.30 to roughly double admitted volume.

Volume-over-ROI trial, not a profit change: the max_edge ROI sweep shows
widening is net-negative in the current regime (last-30d ~-4.8% at 0.15 vs
~-12.9% at 0.30). Defensive, monitored, config-reversible; the durable fix
is upstream forecaster calibration. Polymarket only; Omen untouched.

Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
@jmoreira-valory jmoreira-valory merged commit 7ffeb81 into main Jul 2, 2026
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@jmoreira-valory jmoreira-valory deleted the chore/tune-polymarket-max-edge branch July 2, 2026 13:43
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3 participants