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feat: Event-Study Trump-Copy + Haltedauer-Entscheid (holdHours 24)

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83 on-chain Events (Dez 2024–Jan 2026, $137M WLFI-Käufe, 3 Stichproben on-chain
verifiziert) + 1 Truth-Event. Cluster-dedupt: 24h-Hold Mean +3.1%, Median +1.1%,
Hit 65% vs. Baseline −0.2% — ab 60h keine Edge. Indikativ (n=20), Paper-Lauf ist der Test.

Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
This commit is contained in:
Claude
2026-06-12 09:49:07 +00:00
parent 08169081d0
commit bd6334e9bd
2 changed files with 52 additions and 1 deletions
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src/server/live/trump-engine.ts
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@@ -23,7 +23,7 @@ const WARMUP_BARS_15M = 8; // Spät eingespielte Events (z. B. Backfill ohne con
export const TRUMP_CYCLE_CONFIG: TrumpCycleConfig = {
exec: DEFAULT_EXEC,
holdHours: 60, // Default lt. Spec; finaler Wert kommt aus der Event-Study
holdHours: 24, // Event-Study 2026-06-12: 24h klar bester Horizont (Mean +3.1%, Hit 65% cluster-dedupt; ab 60h keine Edge)
equityFraction: 0.2,
maxPositions: 5,
minNotionalUsdt: 10,