Does Reppo crowd data beat LLM-only pricing on the same markets and risk rules?
Reppo Datanet is curated, stake-weighted human conviction on geopolitical
events — voters lock tokens; rewards flow to calls that held up. Votes distill into a
structured feed (weighted_score, conviction, interactions) the agent can trade on.
Human feedback → tradeable signal.
Agent A trades that feed; Agent B is LLM-only on public
prices. Same stack, same risk rails, ~$80 bankroll each.
weighted_score, conviction, and depth — machine-readable,
not social noise.
RLHF taught models to talk. Reppo teaches agents to act.
Win rate = wins ÷ (wins + losses) on filled closes. Edge chart = A minus B ROI.
Positive = Reppo data (A) ahead. Same ranking as portfolio, in percentage points.
~$80 start + total P&L. One point per Lambda run (~15 min).
Wins ÷ (wins + losses) on decisive closes — excludes flat $0 reconciliations (same as snapshot card).
| Market | Signal | Status | Entry → Mark | Size | P&L | Tx |
|---|