senofy/autofirmer-expanded
1
0
Fork 0
Code Issues Pull Requests Actions Packages Projects Releases Wiki Activity

Report each account's future payout chain with closed-form reach probabilities

Browse Source 
projectPerfectPath prices every projected withdrawal as
min(withdrawalPct × equity profit, cap) × profit split, and tracks the
cumulative probability of reaching it under the fair-walk ruin model —
room/(room + dayTarget) per day (the per-leg product telescopes), trailing
threshold locked at breakeven after the first withdrawal, no obfuscation
branches. The reporter attaches the first 6 payouts per account so the
master's payout calendar renders real amounts and probabilities instead of
one static expectedPayout.

Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
This commit is contained in:
Brandon Li
2026-09-12 17:01:09 -05:00
co-authored by Claude Fable 5
parent 50a5eb4713
commit 52d51afebb
5 changed files with 164 additions and 10 deletions
Download Patch File Download Diff File Expand all files Collapse all files
lib/master-protocol.ts
+27 -2
View File
@@ -47,6 +47,16 @@ export interface AccountTypeStats {
* after the 5 PM CT roll a day booked on tomorrow's trade date is
* already counted in `days`. */
lastDay?: string;
/** This account's projected payout chain on the perfect path: one
* entry per future withdrawal, with the gross amount
* (min(withdrawalPct × balance, cap)), the net received
* (gross × profitSplit), and prob = the CUMULATIVE probability of
* reaching that payout under the fair-walk ruin model. Optional so
* an older master simply ignores it. */
futurePayouts?: {
date: string; gross: number; net: number; prob: number;
stage: number; drain?: boolean;
}[];
}[];
}
@@ -131,8 +141,23 @@ export interface CatalogAccountType {
/** Per-stage config after the Nth withdrawal; the last stage repeats.
* drain=true marks a spam-withdraw stage: no profit target — book
* minTradingDays qualifying days of ~minDayPnL (default $5, randomized
* $5–$15, traded as tiny MNQ legs), then wait for the next withdrawal. */
withdrawalStages: { profit: number; consistency: number; minTradingDays: number; drain?: boolean; minDayPnL?: number }[];
* $5–$15, traded as tiny MNQ legs), then wait for the next withdrawal.
* withdrawalPct/payoutCap override the type's payout defaults per stage. */
withdrawalStages: { profit: number; consistency: number; minTradingDays: number; drain?: boolean; minDayPnL?: number; withdrawalPct?: number; payoutCap?: number }[];
/** Payout-projection settings, owned by the master's payout calendar but
* consumed here to compute each account's future payout chain. Optional:
* an older master doesn't send them. */
payoutable?: boolean;
/** Trailing drawdown in dollars for ruin-model probabilities. 0 = unset. */
trailingDrawdown?: number;
/** Legacy static payout estimate — superseded by the computed chain. */
expectedPayout?: number;
/** Share of the balance withdrawn when a cycle completes (default 0.5). */
withdrawalPct?: number;
/** Cap on the gross withdrawal in dollars. 0 = no cap. */
payoutCap?: number;
/** Share of the gross the person actually receives (default 0.9). */
profitSplit?: number;
/** ISO. Ties between two matching account types are broken by this. */
updatedAt: string;
}