Replay
Week 9 — Replay that knew the close
Live 5-minute trading had already stopped. The question was whether any later rule could be replayed without cheating.
| SOL 15m | 221 scored trades, −$150.21 on the $100 bankroll rules. Negative every captured day. Reject. Not live P&L. |
|---|---|
| ETH 15m, first pass | 85/85 wins. Invalid. Polymarket’s historical crypto-price endpoint returns the completed market’s final Chainlink close. Offsets from +10s to +900s all came back with that same close. The answer leaked into every decision. |
| Leakage-safe ETH retest | Four trades. Interval crosses zero. Too few to mean anything. |
A later ETH 5m file used exact Chainlink seconds from a pinned archive. Different file, stricter clock. The lesson from this day is the failure: a convenient historical price is not a decision-time price.
If the series already contains the resolution, the backtest is not a test. I published the rejection, not the 100% win rate.
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