update 03-29 01:36

config.toml

@@ -7,10 +7,10 @@ starting_balance = 500.0
 
 [strategy.temporal_arb]
 enabled = true
-min_price_move_pct = 0.03         # 낮춤: 0.03%만 움직여도 평가 (원래 0.15%)
-max_poly_entry_price = 0.65
-min_edge = 0.05                   # 낮춤: 5% 엣지에서 진입 (원래 20%)
-exit_before_resolution_sec = 5
+min_price_move_pct = 0.08         # raised from 0.03 — filters low-quality signals
+max_poly_entry_price = 0.58       # lowered from 0.65 — lower entry = lower dynamic fees, higher edge
+min_edge = 0.03                   # lowered from 0.05 — accurate dynamic fee model allows tighter threshold
+exit_before_resolution_sec = 8    # raised from 5 — more buffer for execution near resolution
 
 [strategy.sum_to_one]
 enabled = true
@@ -21,15 +21,17 @@ enabled = false
 spread_target = 0.04
 
 [risk]
-max_position_per_market_usd = 5000
-max_total_exposure_usd = 20000
-max_daily_loss_usd = 2000
-kelly_fraction_cap = 0.25
-max_concurrent_positions = 6
+max_position_per_market_usd = 100   # lowered from 5000 — realistic for $500 account
+max_total_exposure_usd = 300        # lowered from 20000 — ~60% of starting balance
+max_daily_loss_usd = 50             # lowered from 2000 — 10% of starting balance
+kelly_fraction_cap = 0.20           # lowered from 0.25 — conservative for estimation uncertainty
+max_concurrent_positions = 4        # lowered from 6 — more focused capital allocation
 
 [fees]
 taker_fee_5m = 0.0156
 taker_fee_15m = 0.03
+fee_rate = 0.045                    # dynamic fee base rate
+fee_exponent = 1                    # linear fee scaling
 
 [exchange.binance]
 ws_url = "wss://stream.binance.com:9443/stream"