What to Retune — and On Which Data

GitHub: https://github.com/abrownfox0/abrownfox001-twap60-prediction-trigger-system

YouTube walkthrough: https://www.youtube.com/watch?v=XzhugRL6BV4

Live profile: https://polymarket.com/@abrownfox001

Part 3 named the failures.

Part 4 is the order of operations. After TWAP60 and the 150ms taker delay, most “model updates” are just people refitting the wrong week.

1. Freeze the Contract Before You Touch Knobs

Do not retune anything until these are true in logs:

• twap_window_s = 60 on live 5m slots
• open pin and live score are the same series
• stale official data hard-fails
• delay_ms_assumed = 150
• signal_ts, submit_ts, fill_ts exist
• skips are tagged

If that contract is broken, you are fitting noise to a broken instrument.

2. Split the Calendar

Use separate datasets. Do not mash them.

Window	What it is good for	What it is not
Pre-Aug 7	snapshot history	live 5m labels
Aug 7–13	first TWAP era / 30s 5m	current 5m target
Aug 14–Sep 3	60s TWAP, old delay	post-delay fills
Sep 4 onward	live matching + live settlement	still a short sample

July 2026 public stats in the README describe style.

They are not a post-delay parameter file.

3. Retune in This Order

First: feed and pin

If STALE_TWAP or MIXED_WINDOW shows up, stop.

Fix twapFeed.ts, open pinning, and resolution_src.

No threshold work until official data is clean.

Second: fill tax and delay

Compare fill - signal and fill_price - ask_at_signal before vs after Sept 4.

If those jumped:

• wait longer after slot open
• tighten the 45–55¢ gate to the actual fill, not the quote
• cut clip size
• do not raise |P(up)-0.5| just to “be more sure”

That is execution retune.

Third: scratch schedule

On 60s TWAP the path is smoother. Old 30s decay constants twitch.

Retune only on slots where:

• official series was fresh
• fill landed in-band
• book depth made a flat exit possible

Look at scratch spread, sell clock (~226s was the old public median), and how often “breakeven” was a lie.

Fourth: entry threshold

Only after feed, fill, and scratch are measured.

The gate is still:

abs(P(up) - 0.5) >= edge
ask/fill in 45–55¢

Move edge on post-Sept 4 official labels.

Do not move it because one quiet Tuesday felt bad.

Last: private weights

The live P(up) is last on purpose.

If you refit features before the instrument is clean, you will bake delay tax and mixed windows into the model. That is how a specialist becomes a random mid-band buyer.

4. What Must Stay Frozen While You Measure

Keep these constant during a retune window:

• asset = BTC
• duration = 5m
• no Combos
• no extra coins
• same per-slot cap family
• same skip-on-stale rule

If you change product scope and thresholds in the same week, the log cannot tell you which change worked.

5. What “Done” Looks Like

A retune is done when the log shows:

1. near-zero mixed-window rows
2. fill - signal distribution is known, not hoped
3. scratch spreads are measured
4. buy/sell clocks have not collapsed into t=0 or t=300
5. skipped slots have reasons
6. paper / micro-size on the new constants beat the old constants on the same post-Sept 4 book

If you cannot produce that comparison, you did not retune. You edited config.

6. Public Sample vs Live Knobs

Still useful as style checks:

• mid-band share
• buy earlier than sell
• same-market flat exits
• BTC 5m concentration

Not useful as frozen numbers:

• 60.7% as a production setpoint
• $50–175 clips as a law
• 10–30s re-score as untouchable after delay change

Copy the shape. Re-estimate the constants.

7. What Part 5 Covers

Once the retune order is fixed, the last production decision is scope.

Next post: what I will not add to abrownfox001 — Combos, agent triggers, multi-asset spray, shared 15m weights — and why saying no is part of the system.

Links

• Repo: https://github.com/abrownfox0/abrownfox001-twap60-prediction-trigger-system
• Video: https://www.youtube.com/watch?v=XzhugRL6BV4
• Live activity: https://polymarket.com/@abrownfox001?tab=activity

Not financial advice. Wrong data plus a new threshold is still wrong.

If you have more questions, please feel free to contact me at any time: https://t.me/abrownfox001

My Polymarket Activity: https://polymarket.com/@abrownfox001?tab=activity

**Relevant Hashtags/Tags:**

Polymarket #TWAP #TradingBot #BTC #AlgoTrading #QuantTrading #PredictionMarkets