feat(superforcaster-polymarket-v5): add base_rate_required field to bind TYPE B base-rate anchor (issue #452)

[valory-coding-agent]

The production logs showed this tool confidently wrong on "keyword in headlines this week" and "keyword in post this week" markets — e.g. p_yes=0.995 that "Star" would appear in headlines, which resolved NO. Inspecting 10 deliveries confirmed the tool was getting reasonable evidence but misclassifying news outlet homepages (whose names contain the keyword) as confirmed criterion-meeting TYPE A sources, then ignoring the base-rate instruction in the same structured field. This PR adds a boolean commitment field that mechanically forces the model to declare whether the base-rate anchor applies before it writes the aggregation and the numeric outputs, so it can no longer acknowledge TYPE B in text and then emit p_yes=0.99.

Reviewer: after merging, run autonomy push-all to publish the bytes to IPFS, then update agent-deployments with the new CID bafybeibx6sg3smqiezrcxx2s6entvf7flqw5m7nushgslvkc4xa2kdjhde.

---

Investigation (issue #452)

Tool / platform: superforcaster-polymarket-v4 / Polymarket
Window: C-1 count window 2026-08-07 to 2026-08-24 (n=105, count-window fallback)
Headline: Brier 0.3810 vs C-2 0.2958 (delta +0.0852, BSS -0.7980)
Disposition: CHRONIC-BAD (Brier >= 0.25 threshold); default PROPOSE per pipeline

Localized cell

Stratum	n (C-1)	Brier (C-1)	Brier (C-2)	Delta
by_disagree_bucket=large	78	0.4786	0.3810	+0.0976
Other strata	27	<0.14	<0.13	flat

All Brier mass is in the large-disagree bucket (bet-eligible zone): trader bets these calls and loses here.

Version/mix control

C-2 had 18 rows from a retiring CID (Brier 0.1979) not present in C-1. Within-version current-CID comparison: C-2=0.2741 vs C-1=0.3390, delta +0.0649. Genuine tool-level rise, not a composition artifact.

Evidence inspection (10 worst-miss deliveries, 10/10 readable)

question (truncated)	p_yes	outcome	evidence_finding
Will "Star" be in the headlines this week?	0.995	0	good-evidence/bad-reasoning
Will "Party" be in the headlines this week?	0.995	0	good-evidence/bad-reasoning
Will Trump say "Hottest" during Tele-Rally?	0.990	0	good-evidence/bad-reasoning
Will Trump post "NATO" on Truth Social this week?	0.980	0	good-evidence/bad-reasoning
Will Trump post "World Cup" on Truth Social this week?	0.970	0	good-evidence/bad-reasoning
Will James Fishback concede by August 20?	0.005	1	good-evidence/bad-reasoning
Will Trump say "Weightlifting / Weightlifter" during rally?	0.007	1	good-evidence/bad-reasoning
Will White House call full lid by 6:30 PM on August 7?	0.010	1	good-evidence/bad-reasoning

10/10 deliveries: good-evidence/bad-reasoning. All show the same two failure modes:

• TYPE B misclassification: Serper returns "Daily Star" (a news outlet whose name contains "Star") and "Kansas City Star" homepages; the model counts these as TYPE A evidence that "Star appeared in a headline," emitting p_yes=0.995.
• Base-rate binding failure: Even rows where evidence_reliability_screen correctly identified all-TYPE-B evidence (e.g. April-2026 Trump posts on a question about "this week") still produced extreme p_yes (0.98), because the text instruction to "anchor on base rate" did not mechanically prevent the subsequent numeric output.

Overconfident-wrong side: p_yes=0.98--0.995 on NO outcomes (large positive disagree, trader loses). Underconfident-wrong side: p_yes=0.005--0.010 on YES outcomes (large negative disagree, same class — evidence was filtered to PM odds only, tool collapsed to near-zero instead of the base rate).

Hypothesis

H1 (confirmed): At the prediction-LLM-call stage, the evidence_reliability_screen TYPE A/TYPE B classification does not prevent extreme p_yes outputs because (a) the TYPE A definition does not explicitly exclude keyword-in-outlet-name standing pages or out-of-window historical posts, and (b) the text-based base-rate instruction does not mechanically bind the subsequent numeric p_yes field. Classification: good-evidence/bad-reasoning at a gate-visible stage (downstream of source_content injection).

Fix (single structural change at prediction-LLM-call stage)

1. Tighten TYPE A definition in evidence_reliability_screen: TYPE A requires BOTH (i) explicitly dated WITHIN the resolution window AND (ii) directly confirms the exact criterion. A keyword in an outlet's NAME, a standing homepage, or an out-of-window historical post is TYPE B.

2. Add base_rate_required: bool field between evidence_reliability_screen and aggregation in PredictionResult. The model must explicitly commit True/False before writing aggregation and the numeric fields. When True, aggregation must begin from the stated base rate and stay within 10 pp of it in the absence of within-window TYPE A criterion-confirming evidence.

Both changes are gate-visible (downstream of source_content injection) and are exercised by PR-CI's cached W-2 replay.

Source-change size (pre-lint)

Large diff (soft signal): 176 total lines changed (112 added, 64 removed) vs v4 — above the 150-LOC soft signal. All 176 lines implement one mechanism (the boolean anchor + tightened TYPE A definition). No second idea is bundled.

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Housekeeping

File	Action
packages/valory/customs/superforcaster_polymarket_v5/superforcaster_polymarket_v5.py	NEW (v5 implementation)
packages/valory/customs/superforcaster_polymarket_v5/component.yaml	NEW (fingerprinted by lock)
packages/valory/customs/superforcaster_polymarket_v5/__init__.py	NEW (copied from v4)
packages/valory/customs/superforcaster_polymarket_v5/tests/test_superforcaster_polymarket_v5.py	NEW (includes test_on_chain_result_is_flat_json_loads_parseable, test_uses_structured_parse_not_raw_create, test_numeric_fields_are_declared_last, test_base_rate_required_field_present)
packages/packages.json	CID added: bafybeibx6sg3smqiezrcxx2s6entvf7flqw5m7nushgslvkc4xa2kdjhde
benchmark/tools.py	superforcaster-polymarket-v5 added to TOOL_REGISTRY
benchmark/tournament_tools.json	Roster swap: v4 removed, v5 added (CID above)
tool_lineage.json	superforcaster-polymarket-v5 entry added (parent: v4)
packages/valory/customs/superforcaster_polymarket_v4/	UNTOUCHED (v4 keeps running)

New tool CID: bafybeibx6sg3smqiezrcxx2s6entvf7flqw5m7nushgslvkc4xa2kdjhde

Human step before merging: autonomy push-all (publishes the new CID to IPFS).
Human step after merging: PR to agent-deployments to update TOOLS_TO_PACKAGE_HASH.

---

Step 6.5 Pre-PR Sanity

• import succeeds, run() callable
• autonomy packages lock --check exits 0
• json.loads(run()[0]) does NOT raise (trader parse verified)
• run()[0] starts with {
• set(parsed.keys()) == {"p_yes", "p_no", "confidence", "info_utility"} — exactly the four mech fields, no reasoning leaks
• base_rate_required NOT present in on-chain output
• base_rate_required sits between evidence_reliability_screen and aggregation in PredictionResult.model_fields
• Numeric fields are declared last
• ASCII-only source (verified with grep -P)
• pylint exits 0 (10.00/10 — cleaner than v4's 9.58/10)
• mypy exits 0 (with # type: ignore[import-not-found] for third-party stubs without stubs installed)
• beta.chat.completions.parse used (not chat.completions.create) — structured-output contract preserved

---

Baseline to beat

W-2 (C-2, cached replay): Brier 0.2958, n=105 rows (2026-07-23 to 2026-08-07)

PR-CI will post the delta vs this baseline. A negative delta (Brier falls) is the promotion signal.

---

Code diff (v4 vs v5, key changes only)

Key structural changes (expand)

+ base_rate_required: bool = Field(
+     ...,
+     description=(
+         "Set True if the evidence-reliability screen (steps a-d above) "
+         "determined that: ALL organic sources are TYPE B (undated, standing "
+         "pages, outlet homepages, or outside the resolution window), OR "
+         "after discarding prediction-market odds fewer than two independent "
+         "sources remain, OR no TYPE A source directly confirms the exact "
+         "resolution criterion (not merely topic salience). "
+         "Set False ONLY when at least two TYPE A sources exist that are "
+         "explicitly dated within the resolution window AND directly confirm "
+         "the criterion was met. When True, the aggregation step MUST begin "
+         "from the applicable base rate stated in the screen."
+     ),
+ )

TYPE A definition tightened (v4 -> v5 in evidence_reliability_screen):

v4: "TYPE A (dated within the resolution window, or directly states the criterion was met)"
v5: "TYPE A requires BOTH conditions: (i) explicitly dated WITHIN the resolution window,
     AND (ii) directly states the exact criterion was met.
     IMPORTANT: a news outlet whose name contains the keyword is NOT evidence -- it is
     a TYPE B standing page. A historical post from outside the window is TYPE B."

Aggregation binding (v4 -> v5):

v4: "Aggregate the remaining considerations after the screen."
v5: "If base_rate_required is True, BEGIN this field by restating the base rate and
     adjust only on TYPE A criterion-confirming evidence; stay within 10 percentage
     points of the stated base rate."

🤖 Generated with Claude Code

[valory-coding-agent]

CI is fixed. The linter_checks job (run 33001001367) was failing because black needed to reformat two files in the v5 tool. No logic was changed.

What was fixed: Applied isort and black formatting to:

• packages/valory/customs/superforcaster_polymarket_v5/superforcaster_polymarket_v5.py — black reformatted the run() function signature
• packages/valory/customs/superforcaster_polymarket_v5/tests/test_superforcaster_polymarket_v5.py — isort fixed import ordering; black reformatted an assert expression

After reformatting, autonomy packages lock was re-run to update the fingerprint and CID in component.yaml, packages/packages.json, and benchmark/tournament_tools.json (new CID: bafybeics2og73yiydgzdtplwfsvvgucom4ozaqdetbxpzqgan6ka2kewny).

Fix commit: 75bfd4a (ref CI run 33001001367)

[valory-coding-agent]

[human-input] The investigation memory file (.claude/tool-improvements/superforcaster_polymarket_v4.md) is not present on this branch or on main. Per the follow-up pipeline Step 1, this file should be written at investigation time and committed to the branch. Without it, future context restoration (for review comments, code revisions, or benchmark diagnosis) will require reading the PR body directly.

Proceeding with the W-2 benchmark trigger: Sub-pipeline D is a mechanical idempotency check + trigger that does not require the investigation memory — all needed facts (platform, baseline, W-2 sample count) are in the PR body. If the PR later needs a code revision or benchmark diagnosis (Sub-pipelines A/B/E), please either write the memory file or call me with the context you want me to use.

Context used from PR body:

• Platform: polymarket
• W-2 baseline: superforcaster-polymarket-v4, Brier 0.2958, n=105 rows (C-2 window 2026-07-23 to 2026-08-07)
• Candidate: superforcaster-polymarket-v5, CID bafybeics2og73yiydgzdtplwfsvvgucom4ozaqdetbxpzqgan6ka2kewny
• Sample: 105 (count-window C-1 PR — C-2 is the valid replay row set; 105 is the max available on Polymarket)

[valory-coding-agent]

/benchmark superforcaster-polymarket-v4 --candidate-tool superforcaster-polymarket-v5 --platform polymarket --sample 105

[valory-coding-agent]

valory-coding-agent metadata (request record -- do not edit)

{
  "baseline": "valory/superforcaster_polymarket_v4:0.1.0:bafybeieuzna7fsv4iwz7gvqpvkurfdskd2tul6b4asjg4dcsp4oieic6ti",
  "candidate": "valory/superforcaster_polymarket_v5:0.1.0:bafybeics2og73yiydgzdtplwfsvvgucom4ozaqdetbxpzqgan6ka2kewny",
  "platform": "polymarket",
  "sample": 105,
  "seed": 42,
  "run_type": "iteration",
  "pr_head": "75bfd4a",
  "reason": "First benchmark — CI green on v5 (head 75bfd4a); W-2 is C-2 count-window rows (n=105, 2026-07-23 to 2026-08-07); baseline v4 has n=105 rows on Polymarket"
}

[github-actions]

Benchmark: superforcaster-polymarket-v4 — Polymarket

Metric	Baseline (prod)	Candidate (PR)	Delta
Brier score	0.3254	0.2458	-24.5%
Directional Accuracy	55.2%	60.0%	+8.6%
Overconf-wrong	19	3	-84.2%
Overconf-wrong rate	0.1810	0.0286	-84.2%

Computed on 105 markets where both arms produced a usable prediction.

Candidate health

• Candidate returned no usable prediction on 0 of 105 markets ✅.

Sample

• Drawn from 261 usable production deliveries.

105 scored | seed 42 | triggered by @valory-coding-agent[bot]

[valory-coding-agent]

The v5 fix shows a clear improvement on the iteration benchmark: Brier fell 24.5% and overconfident-wrong calls dropped 84%, directly confirming the TYPE B misclassification hypothesis. A holdout-confirmation run on a fresh seed is needed before the evidence supports promotion.

---

Benchmark result — iteration run (seed 42, n=105, Polymarket)

Context recovered from PR body — investigation memory file was not committed to this branch (noted in the prior [human-input] comment).

Metric	Baseline v4	Candidate v5	Delta
Brier score	0.3254	0.2458	-24.5%
Directional Accuracy	55.2%	60.0%	+8.6%
Overconf-wrong	19	3	-84.2%
Overconf-wrong rate	0.1810	0.0286	-84.2%
Parse failures	—	0 / 105	✅ 100%

Conclusions

Targeted fingerprint (overconf-wrong): confirmed. 19 → 3 (-84.2%). This is the direct mechanism fingerprint of H1: the base_rate_required boolean commitment field forces the model to acknowledge TYPE B evidence before writing the numeric outputs, preventing p_yes≈0.99 on NO outcomes. The fix landed exactly where the diagnosis pointed.

Aggregate Brier: -0.0796 across 105 matched deliveries (0.3254 → 0.2458). The candidate beats both the v4 production score and the W-2 baseline (0.2958). At n=105, the rough paired SE is ~0.04–0.05; the improvement is ~1.5–2× SE. Most of the Brier mass comes from the 16 overconf-wrong cases fixed (each contributing ~0.65–0.80 per-row improvement), so the aggregate is mechanistically grounded — not noise.

Parse rate: 0 failures / 105 markets (structurally guaranteed by the v5 Pydantic structured-output schema; the base_rate_required reasoning field is excluded from the on-chain result, as verified in Step 6.5 of the PR body).

What the evidence supports: H1 is confirmed and the implementation worked as designed on this sample. The candidate beats the promotion gate (W-2 Brier 0.2958) with room to spare.

What it does not yet establish: Generalisation. This was an iteration run (seed 42). Per gate-honesty constraints, a holdout-confirmation run on a fresh seed is required before the improvement can be claimed to hold out-of-sample. To enable the holdout, reply with /allow-benchmark — the v5 CID is unchanged so no code revision is needed; the agent will post the holdout command on the next trigger. If you choose to merge on the iteration result alone, that is your call as reviewer — the Brier delta is large and mechanistically explained, but the holdout confirmation has not been run.

Benchmark budget for this PR: 1 of 1 used.

Note

You can request further changes by tagging valory-coding-agent.
If you allow the agent to run another benchmark, include /allow-benchmark in your comment - that grants exactly one more run, which the agent will use only after its revision is in and CI is green.