{ "item": "s1", "batch": "e03-pos-scale", "summary": "Position-in-step quoting inside V2 does NOT gain. Blending both sides toward a constant retail quote R with w=s*P(next trade is same-step retail) loses -14 to -57 per sim on every grid point (loss ~ linear in s, nearly independent of R): the cut lands mostly on the protecting (higher) side, and when no retail follows, the next step's arb pays the lowered fee. Attracting-side-only blending almost never triggers (that side is already <= R) and is worth ~+0.007, i.e. nothing. Frozen candidate (attracting side, R=34, s=0.5) on 2000 fresh holdout seeds: +0.0091 +- 0.0020 vs V2, of which +0.0022 comes from the gas trims alone (V2 OOGs 50 times on these seeds, candidate 0). Far from the +5.0 needed for top 10.", "code": "// SPDX-License-Identifier: MIT\npragma solidity ^0.8.24;\n\nimport {AMMStrategyBase} from \"./AMMStrategyBase.sol\";\nimport {TradeInfo} from \"./IAMMStrategy.sol\";\n\ncontract Strategy is AMMStrategyBase {\n uint256 constant ELAPSED_CAP = 8;\n uint256 constant SIGNAL_THRESHOLD = WAD / 650;\n uint256 constant DIR_DECAY = 750000000000000000;\n uint256 constant ACT_DECAY = 530000000000000000;\n uint256 constant SIZE_DECAY = 530000000000000000;\n uint256 constant TOX_DECAY = 910000000000000000;\n uint256 constant SIGMA_DECAY = 690000000000000000;\n uint256 constant LAMBDA_DECAY = 990000000000000000;\n uint256 constant SIZE_BLEND_DECAY = 828000000000000000;\n uint256 constant TOX_BLEND_DECAY = 51000000000000000;\n uint256 constant ACT_BLEND_DECAY = 985000000000000000;\n uint256 constant PHAT_ALPHA = 270000000000000000;\n uint256 constant PHAT_ALPHA_RETAIL = 60000000000000000;\n uint256 constant PHAT_ALPHA_SAME = 120000000000000000;\n uint256 constant REVERT_U = 0;\n uint256 constant DIR_IMPACT_MULT = 4;\n uint256 constant GATE_SIGMA_MULT = 7200000000000000000;\n uint256 constant MIN_GATE = 30000000000000000;\n uint256 constant TRADE_TOX_BOOST = 3500 * BPS;\n uint256 constant STALE_ATTRACT_FRAC = 1050000000000000000;\n uint256 constant RET_CAP = WAD / 35;\n uint256 constant TOX_CAP = WAD / 5;\n uint256 constant TRADE_RATIO_CAP = WAD / 5;\n uint256 constant LAMBDA_CAP = 1820000000000000000;\n uint256 constant STEP_COUNT_CAP = 64;\n uint256 constant BASE_FEE = 4 * BPS;\n uint256 constant SIGMA_COEF = 200000000000000000;\n uint256 constant LAMBDA_COEF = 12 * BPS;\n uint256 constant FLOW_SIZE_COEF = 4842 * BPS;\n uint256 constant TOX_COEF = 300 * BPS;\n uint256 constant TOX_QUAD_COEF = 15000 * BPS;\n uint256 constant ACT_COEF = 91843 * BPS;\n uint256 constant DIR_COEF = 20 * BPS;\n uint256 constant DIR_TOX_COEF = 100 * BPS;\n uint256 constant STALE_DIR_COEF = 6850 * BPS;\n uint256 constant SIGMA_TOX_COEF = 500 * BPS;\n uint256 constant TAIL_KNEE = 600 * BPS;\n uint256 constant TAIL_SLOPE_PROTECT = 930000000000000000;\n uint256 constant TAIL_SLOPE_ATTRACT = 850000000000000000;\n\n function afterInitialize(uint256 initialX, uint256 initialY) external override returns (uint256, uint256) {\n slots[0] = BASE_FEE; slots[1] = BASE_FEE; slots[3] = WAD;\n slots[5] = initialX > 0 ? wdiv(initialY, initialX) : 100 * WAD;\n slots[6] = 950000000000000; slots[7] = 800000000000000000; slots[8] = 2000000000000000;\n slots[13] = 902500000000; slots[14] = slots[5];\n return (BASE_FEE, BASE_FEE);\n }\n\n function afterSwap(TradeInfo calldata trade) external override returns (uint256, uint256) {\n uint256 prevBidFee = slots[0]; uint256 prevAskFee = slots[1]; uint256 lastTs = slots[2];\n uint256 dirState = slots[3]; uint256 actEma = slots[4]; uint256 pHat = slots[5];\n uint256 sigmaHat = slots[6]; uint256 lambdaHat = slots[7]; uint256 sizeHat = slots[8];\n uint256 toxEma = slots[9]; uint256 stepTradeCount = slots[10];\n\n uint256 sigmaForFast = sigmaHat;\n uint256 fastHat = slots[14];\n uint256 uncertainty = slots[13];\n uint256 silent = trade.timestamp > lastTs ? trade.timestamp - lastTs : 0;\n bool isNewStep = trade.timestamp > lastTs;\n if (isNewStep) {\n uint256 elapsedRaw = trade.timestamp - lastTs;\n uint256 elapsed = elapsedRaw > ELAPSED_CAP ? ELAPSED_CAP : elapsedRaw;\n dirState = _decayCentered(dirState, DIR_DECAY, elapsed);\n actEma = wmul(actEma, _powWad(ACT_DECAY, elapsed));\n sizeHat = wmul(sizeHat, _powWad(SIZE_DECAY, elapsed));\n toxEma = wmul(toxEma, _powWad(TOX_DECAY, elapsed));\n if (stepTradeCount > 0 && elapsedRaw > 0) {\n uint256 lambdaInst = (stepTradeCount * WAD) / elapsedRaw;\n if (lambdaInst > LAMBDA_CAP) lambdaInst = LAMBDA_CAP;\n lambdaHat = wmul(lambdaHat, LAMBDA_DECAY) + wmul(lambdaInst, WAD - LAMBDA_DECAY);\n }\n uncertainty += wmul(sigmaForFast, sigmaForFast) * elapsedRaw;\n if (uncertainty > 100000000000000) uncertainty = 100000000000000;\n stepTradeCount = 0;\n }\n\n bool firstInStep = stepTradeCount == 0;\n uint256 spot = trade.reserveX > 0 ? wdiv(trade.reserveY, trade.reserveX) : pHat;\n if (pHat == 0) pHat = spot;\n\n uint256 feeUsed = trade.isBuy ? prevBidFee : prevAskFee;\n uint256 gamma = feeUsed < WAD ? WAD - feeUsed : 0;\n uint256 pImplied;\n if (gamma == 0) { pImplied = spot; }\n else { pImplied = trade.isBuy ? wmul(spot, gamma) : wdiv(spot, gamma); }\n\n // S: infer a no-trade interval center from the last post-trade spot.\n uint256 silenceScale = WAD;\n if (firstInStep && silent > 1) {\n uint256 g = silent - 1;\n if (g > 1) g = 1;\n uint256 w = WAD - _powWad(800000000000000000, g);\n uint256 s = slots[16];\n if (s == 0) s = pHat;\n uint256 c = (wmul(s, WAD - prevBidFee) + wdiv(s, WAD - prevAskFee)) / 2;\n if (c >= pHat) pHat += wmul(w, c - pHat);\n else pHat -= wmul(w, pHat - c);\n silenceScale = WAD - wmul(300000000000000000, w);\n }\n\n {\n uint256 ret = pHat > 0 ? wdiv(absDiff(pImplied, pHat), pHat) : 0;\n uint256 alpha = firstInStep ? PHAT_ALPHA : PHAT_ALPHA_RETAIL;\n uint256 prePhat = pHat;\n bool secondPrint = !firstInStep && stepTradeCount == 1;\n bool sameDir = false; bool oppDir = false;\n if (secondPrint) {\n bool up2 = pImplied >= pHat;\n uint256 d1 = slots[12];\n if (d1 != 0) { sameDir = (d1 == 1) == up2; oppDir = !sameDir; }\n if (sameDir) alpha = PHAT_ALPHA_SAME;\n }\n if (firstInStep) { slots[12] = pImplied >= pHat ? 1 : 2; }\n uint256 adaptiveGate = wmul(sigmaHat, GATE_SIGMA_MULT);\n if (adaptiveGate < MIN_GATE) adaptiveGate = MIN_GATE;\n alpha = wmul(alpha, silenceScale);\n adaptiveGate = wmul(adaptiveGate, silenceScale);\n if (ret <= adaptiveGate) { pHat = wmul(pHat, WAD - alpha) + wmul(pImplied, alpha); }\n if (firstInStep) {\n if (ret > RET_CAP) ret = RET_CAP;\n sigmaHat = wmul(sigmaHat, SIGMA_DECAY) + wmul(ret, WAD - SIGMA_DECAY);\n }\n }\n\n // Interior retail routing equalizes fee-adjusted marginal prices.\n // Subsequent trades in a step cannot be the initial arbitrage trade.\n if (!firstInStep && feeUsed > 30 * BPS && gamma > 0) {\n uint256 normalSpot = trade.isBuy\n ? wdiv(wmul(spot, gamma), WAD - 30 * BPS)\n : wdiv(wmul(spot, WAD - 30 * BPS), gamma);\n pHat = wmul(pHat, 90 * WAD / 100) + wmul(normalSpot, 10 * WAD / 100);\n }\n\n {\n uint256 ret = fastHat > 0 ? wdiv(absDiff(pImplied, fastHat), fastHat) : 0;\n uint256 alpha;\n if (firstInStep) {\n uint256 processSigma = sigmaForFast;\n uint256 obsVar = uncertainty + wmul(processSigma, processSigma);\n uint256 probArb;\n uint256 z2 = wdiv(wmul(ret, ret), obsVar);\n uint256 density = _powWad(wdiv(WAD, WAD + z2 / 16), 8);\n uint256 sigmaObs = _sqrt(obsVar * WAD);\n uint256 odds = wmul(density, wdiv(6700000000000000, sigmaObs));\n bool arbFlag = ret <= wmul(sigmaForFast, 1220000000000000000);\n uint256 prior = arbFlag ? 650000000000000000 : 400000000000000000;\n uint256 tr = trade.reserveY > 0 ? wdiv(trade.amountY, trade.reserveY) : 0;\n if (tr > 3000000000000000) prior = wmul(prior, 6 * WAD / 10);\n if (silent > 1) prior = wmul(prior, 8 * WAD / 10);\n odds = wmul(odds, wdiv(prior, WAD - prior));\n probArb = wdiv(odds, WAD + odds);\n alpha = wmul(probArb, 600000000000000000) + wmul(WAD - probArb, 80000000000000000);\n slots[15] = pImplied >= fastHat ? 1 : 2;\n uncertainty = wmul(uncertainty, WAD - alpha);\n } else {\n if ((slots[15] == 1) == (pImplied >= fastHat)) alpha = PHAT_ALPHA_RETAIL;\n }\n uint256 gate = wmul(sigmaHat, GATE_SIGMA_MULT);\n if (gate < MIN_GATE) gate = MIN_GATE;\n if (ret <= gate) fastHat = wmul(fastHat, WAD - alpha) + wmul(pImplied, alpha);\n slots[13] = uncertainty;\n }\n\n if (!firstInStep && feeUsed > 30 * BPS && gamma > 0) {\n uint256 normalObs = trade.isBuy\n ? wdiv(wmul(spot, gamma), WAD - 30 * BPS)\n : wdiv(wmul(spot, WAD - 30 * BPS), gamma);\n if ((slots[15] == 1) == (normalObs >= fastHat)) {\n fastHat = wmul(fastHat, 9 * WAD / 10) + wmul(normalObs, WAD / 10);\n }\n }\n slots[14] = fastHat;\n uint256 tradeRatio = trade.reserveY > 0 ? wdiv(trade.amountY, trade.reserveY) : 0;\n if (tradeRatio > TRADE_RATIO_CAP) tradeRatio = TRADE_RATIO_CAP;\n\n if (tradeRatio > SIGNAL_THRESHOLD) {\n uint256 push = tradeRatio * DIR_IMPACT_MULT;\n if (push > WAD / 4) push = WAD / 4;\n if (trade.isBuy) {\n dirState = dirState + push;\n if (dirState > 2 * WAD) dirState = 2 * WAD;\n } else {\n dirState = dirState > push ? dirState - push : 0;\n }\n actEma = wmul(actEma, ACT_BLEND_DECAY) + wmul(tradeRatio, WAD - ACT_BLEND_DECAY);\n sizeHat = wmul(sizeHat, SIZE_BLEND_DECAY) + wmul(tradeRatio, WAD - SIZE_BLEND_DECAY);\n if (sizeHat > WAD) sizeHat = WAD;\n }\n\n uint256 tox = pHat > 0 ? wdiv(absDiff(spot, pHat), pHat) : 0;\n if (tox > TOX_CAP) tox = TOX_CAP;\n toxEma = wmul(toxEma, TOX_BLEND_DECAY) + wmul(tox, WAD - TOX_BLEND_DECAY);\n uint256 toxSignal = toxEma;\n\n stepTradeCount = stepTradeCount + 1;\n if (stepTradeCount > STEP_COUNT_CAP) stepTradeCount = STEP_COUNT_CAP;\n\n uint256 flowSize = wmul(lambdaHat, sizeHat);\n uint256 fBase = BASE_FEE + wmul(SIGMA_COEF, sigmaHat) + wmul(LAMBDA_COEF, lambdaHat) + wmul(FLOW_SIZE_COEF, flowSize);\n uint256 fMid = fBase + wmul(TOX_COEF, toxSignal) + wmul(TOX_QUAD_COEF, wmul(toxSignal, toxSignal)) + wmul(ACT_COEF, actEma);\n fMid = fMid + wmul(SIGMA_TOX_COEF, wmul(sigmaHat, toxSignal));\n\n uint256 dirDev; bool sellPressure;\n if (dirState >= WAD) { dirDev = dirState - WAD; sellPressure = true; }\n else { dirDev = WAD - dirState; sellPressure = false; }\n\n uint256 skew = wmul(DIR_COEF, dirDev) + wmul(DIR_TOX_COEF, wmul(dirDev, toxSignal));\n uint256 bidFee; uint256 askFee;\n if (sellPressure) {\n bidFee = fMid + skew;\n askFee = fMid > skew ? fMid - skew : 0;\n } else {\n askFee = fMid + skew;\n bidFee = fMid > skew ? fMid - skew : 0;\n }\n\n {\n uint256 staleHat = wmul(pHat, 700000000000000000) + wmul(fastHat, 300000000000000000);\n uint256 staleTox = wdiv(absDiff(spot, staleHat), staleHat);\n if (staleTox > TOX_CAP) staleTox = TOX_CAP;\n uint256 staleShift = wmul(STALE_DIR_COEF, staleTox);\n uint256 attractShift = wmul(staleShift, STALE_ATTRACT_FRAC);\n if (spot >= staleHat) {\n bidFee = bidFee + staleShift;\n askFee = askFee > attractShift ? askFee - attractShift : 0;\n } else {\n askFee = askFee + staleShift;\n bidFee = bidFee > attractShift ? bidFee - attractShift : 0;\n }\n }\n\n {\n bool tradeAligned = (trade.isBuy && spot >= pHat) || (!trade.isBuy && spot < pHat);\n if (tradeAligned) {\n uint256 tradeBoost = wmul(TRADE_TOX_BOOST, tradeRatio);\n if (trade.isBuy) { bidFee = bidFee + tradeBoost; }\n else { askFee = askFee + tradeBoost; }\n }\n }\n\n if (sellPressure) {\n bidFee = clampFee(_compressTailWithSlope(bidFee, TAIL_SLOPE_PROTECT));\n askFee = clampFee(_compressTailWithSlope(askFee, TAIL_SLOPE_ATTRACT));\n } else {\n askFee = clampFee(_compressTailWithSlope(askFee, TAIL_SLOPE_PROTECT));\n bidFee = clampFee(_compressTailWithSlope(bidFee, TAIL_SLOPE_ATTRACT));\n }\n\n\n (bidFee, askFee) = _posBlend(bidFee, askFee, stepTradeCount, lambdaHat);\n\n slots[0] = bidFee; slots[1] = askFee; slots[2] = trade.timestamp;\n slots[3] = dirState; slots[4] = actEma; slots[5] = pHat;\n slots[6] = sigmaHat; slots[7] = lambdaHat; slots[8] = sizeHat;\n slots[16] = spot;\n slots[9] = toxEma; slots[10] = stepTradeCount;\n\n return (bidFee, askFee);\n }\n\n // Position-in-step quoting: the returned fees price the NEXT trade. Retail orders per\n // step ~ Poisson(lambda); after k prints in this step (first assumed to be the arb), the next\n // trade is another same-step retail order with prob P(N >= k | N >= k-1). Blend each side\n // toward a retail quote R by w = S * that probability, never raising a fee.\n function _posBlend(uint256 bidFee, uint256 askFee, uint256 k, uint256 lambdaHat) internal pure returns (uint256, uint256) {\n uint256 R = 34 * BPS;\n uint256 lam = lambdaHat * 750 / 1000;\n uint256 pj = _powWad(WAD - lam / 16, 16);\n uint256 m = k > 0 ? k - 1 : 0;\n if (m > 4) m = 4;\n uint256 cdf = 0;\n for (uint256 j = 0; j < m; j++) { cdf += pj; pj = pj * lam / ((j + 1) * WAD); }\n uint256 tail = WAD > cdf ? WAD - cdf : 0;\n if (tail <= pj) return (bidFee, askFee);\n uint256 w = wmul(50 * WAD / 100, wdiv(tail - pj, tail));\n if (bidFee <= askFee) { if (bidFee > R) bidFee -= wmul(w, bidFee - R); }\n else { if (askFee > R) askFee -= wmul(w, askFee - R); }\n return (bidFee, askFee);\n }\n\n function _compressTailWithSlope(uint256 fee, uint256 slope) internal pure returns (uint256) {\n if (fee <= TAIL_KNEE) return fee;\n return TAIL_KNEE + wmul(fee - TAIL_KNEE, slope);\n }\n\n function _sqrt(uint256 x) internal pure returns (uint256 y) {\n if (x == 0) return 0;\n uint256 r = 1; uint256 t = x;\n if (t >= 1 << 128) { t >>= 128; r <<= 64; }\n if (t >= 1 << 64) { t >>= 64; r <<= 32; }\n if (t >= 1 << 32) { t >>= 32; r <<= 16; }\n if (t >= 1 << 16) { t >>= 16; r <<= 8; }\n if (t >= 1 << 8) { t >>= 8; r <<= 4; }\n if (t >= 1 << 4) { t >>= 4; r <<= 2; }\n if (t >= 1 << 2) { r <<= 1; }\n y = r << 1;\n uint256 z = (x / y + y) / 2;\n while (z < y) { y = z; z = (x / z + z) / 2; }\n }\n\n function _powWad(uint256 factor, uint256 exp) internal pure returns (uint256 result) {\n result = WAD;\n while (exp > 0) {\n if (exp & 1 == 1) result = wmul(result, factor);\n factor = wmul(factor, factor);\n exp >>= 1;\n }\n }\n\n function _decayCentered(uint256 centered, uint256 decayFactor, uint256 elapsed) internal pure returns (uint256) {\n uint256 mul = _powWad(decayFactor, elapsed);\n if (centered >= WAD) { return WAD + wmul(centered - WAD, mul); }\n uint256 below = wmul(WAD - centered, mul);\n return below < WAD ? WAD - below : 0;\n }\n\n function getName() external pure override returns (string memory) { return \"no_cubic\"; }\n}\n", "sha256": "e4f9f3ff036dc2d0a26a3590ff8246daad6846ead816bd1f5e75caa569c34298", "design": "V2 with (1) gas trims that leave behavior identical to V2 when V2 does not OOG: afterInitialize zero writes dropped; dead slots[11] write and the REVERT_U(=0) branch removed; Babylonian sqrt started from a power-of-two upper bound (same floor result, far fewer iterations). (2) After V2's final clamped bidFee/askFee: k = prints this step incl. this one, first print assumed to be the arb, so m=min(k-1,4) retail seen; lambda_r = 0.75*lambdaHat; P = P(N>=m+1 | N>=m) for N~Poisson(lambda_r), exp(-x) ~ (1-x/16)^16; w = s*P; on the lower-fee (attracting) side only, if fee > R then fee -= w*(fee-R). Fees are never raised. Frozen: R=34 bps, s=0.5.", "tuning": [ { "id": "b_28_50@90000-90256", "params": { "R_bps": 28, "s": 0.5, "sides": "both", "lambda_retail": "0.75*lambdaHat" }, "n": 256, "mean_diff": -16.1359, "se": 0.3908, "oog": 0, "v2_oog": 0 }, { "id": "b_28_75@90000-90256", "params": { "R_bps": 28, "s": 0.75, "sides": "both", "lambda_retail": "0.75*lambdaHat" }, "n": 256, "mean_diff": -33.6346, "se": 0.6666, "oog": 0, "v2_oog": 0 }, { "id": "b_28_100@90000-90256", "params": { "R_bps": 28, "s": 1.0, "sides": "both", "lambda_retail": "0.75*lambdaHat" }, "n": 256, "mean_diff": -56.5896, "se": 1.0357, "oog": 0, "v2_oog": 0 }, { "id": "b_30_50@90000-90256", "params": { "R_bps": 30, "s": 0.5, "sides": "both", "lambda_retail": "0.75*lambdaHat" }, "n": 256, "mean_diff": -15.5279, "se": 0.3867, "oog": 0, "v2_oog": 0 }, { "id": "b_30_75@90000-90256", "params": { "R_bps": 30, "s": 0.75, "sides": "both", "lambda_retail": "0.75*lambdaHat" }, "n": 256, "mean_diff": -32.3301, "se": 0.6564, "oog": 0, "v2_oog": 0 }, { "id": "b_30_100@90000-90256", "params": { "R_bps": 30, "s": 1.0, "sides": "both", "lambda_retail": "0.75*lambdaHat" }, "n": 256, "mean_diff": -54.3845, "se": 1.0206, "oog": 0, "v2_oog": 0 }, { "id": "b_32_50@90000-90256", "params": { "R_bps": 32, "s": 0.5, "sides": "both", "lambda_retail": "0.75*lambdaHat" }, "n": 256, "mean_diff": -14.9375, "se": 0.3834, "oog": 0, "v2_oog": 0 }, { "id": "b_32_75@90000-90256", "params": { "R_bps": 32, "s": 0.75, "sides": "both", "lambda_retail": "0.75*lambdaHat" }, "n": 256, "mean_diff": -31.0514, "se": 0.6482, "oog": 0, "v2_oog": 0 }, { "id": "b_32_100@90000-90256", "params": { "R_bps": 32, "s": 1.0, "sides": "both", "lambda_retail": "0.75*lambdaHat" }, "n": 256, "mean_diff": -52.1901, "se": 0.9875, "oog": 0, "v2_oog": 0 }, { "id": "b_34_50@90000-90256", "params": { "R_bps": 34, "s": 0.5, "sides": "both", "lambda_retail": "0.75*lambdaHat" }, "n": 256, "mean_diff": -14.4073, "se": 0.3793, "oog": 0, "v2_oog": 0 }, { "id": "b_34_75@90000-90256", "params": { "R_bps": 34, "s": 0.75, "sides": "both", "lambda_retail": "0.75*lambdaHat" }, "n": 256, "mean_diff": -29.9, "se": 0.6465, "oog": 0, "v2_oog": 0 }, { "id": "b_34_100@90000-90256", "params": { "R_bps": 34, "s": 1.0, "sides": "both", "lambda_retail": "0.75*lambdaHat" }, "n": 256, "mean_diff": -50.1906, "se": 0.9774, "oog": 0, "v2_oog": 0 }, { "id": "a_34_50@90000-90256", "params": { "R_bps": 34, "s": 0.5, "sides": "attracting (lower-fee side) only", "lambda_retail": "0.75*lambdaHat" }, "n": 256, "mean_diff": 0.0059, "se": 0.0038, "oog": 0, "v2_oog": 0 }, { "id": "a_34_25@90000-90256", "params": { "R_bps": 34, "s": 0.25, "sides": "attracting (lower-fee side) only", "lambda_retail": "0.75*lambdaHat" }, "n": 256, "mean_diff": 0.003, "se": 0.0023, "oog": 0, "v2_oog": 0 }, { "id": "b_36_25@90000-90256", "params": { "R_bps": 36, "s": 0.25, "sides": "both", "lambda_retail": "0.75*lambdaHat" }, "n": 256, "mean_diff": -4.21, "se": 0.1807, "oog": 0, "v2_oog": 0 }, { "id": "a_36_25@90000-90256", "params": { "R_bps": 36, "s": 0.25, "sides": "attracting (lower-fee side) only", "lambda_retail": "0.75*lambdaHat" }, "n": 256, "mean_diff": 0.003, "se": 0.0019, "oog": 0, "v2_oog": 0 }, { "id": "a_34_50@92000-92512", "params": { "R_bps": 34, "s": 0.5, "sides": "attracting (lower-fee side) only", "lambda_retail": "0.75*lambdaHat" }, "n": 512, "mean_diff": 0.0111, "se": 0.0036, "oog": 0, "v2_oog": 13 }, { "id": "a_34_25@92000-92512", "params": { "R_bps": 34, "s": 0.25, "sides": "attracting (lower-fee side) only", "lambda_retail": "0.75*lambdaHat" }, "n": 512, "mean_diff": 0.0054, "se": 0.0028, "oog": 0, "v2_oog": 13 } ], "frozen": "a_34_50 (attracting side only, R=34 bps, s=0.5); chosen as best of 16 screened, confirmed on 92000..92511 (+0.0111 +- 0.0036)", "paired": { "n": 2000, "mean_diff": 0.00912789245689291, "se": 0.001966565521904298, "sd": 0.08794748378370724, "worst": [ { "seed": 4160505, "diff": -0.46881704359708465, "edge": 486.5841469417705, "v2_edge": 487.05296398536757 }, { "seed": 4160698, "diff": -0.4241797138644188, "edge": 626.5787269882777, "v2_edge": 627.0029067021421 }, { "seed": 4160406, "diff": -0.42241951495043395, "edge": 452.60125252904277, "v2_edge": 453.0236720439932 }, { "seed": 4161922, "diff": -0.37440101537754344, "edge": 583.0798558942712, "v2_edge": 583.4542569096487 }, { "seed": 4161523, "diff": -0.37177063789954445, "edge": 654.1590124465516, "v2_edge": 654.5307830844512 } ] }, "gas": { "max_ok": 237051, "oog": 0, "reverts": 0, "other_halts": 0, "init_max": 220920, "afterSwap_calls": 20686075 }, "v2_gas": { "max_ok": 244137, "oog": 50, "reverts": 0, "other_halts": 0, "init_max": 236377, "afterSwap_calls": 20683922 }, "valid": "candidate oog 0 <= V2 oog 50 on the same holdout seeds (valid under the 02:28Z rule); the harness's strict rule marks the V2 run itself invalid for its OOGs", "control_trim_only": { "desc": "V2 + gas trims only (no fee change), same holdout", "sha256": "93f31737c484fd7a35ac3565a793a78e6ca4ad9603a97e1d09b1f10daa306043", "n": 2000, "mean_diff": 0.0021563681100151373, "se": 0.0007249924641561697, "n_nonzero": 22, "oog": 0, "max_ok": 235486, "note": "edges identical to V2 on all seeds except the 22 where V2 OOGs; 128-seed check 90000..90127 gave diff exactly 0" }, "v2_mean_edge_holdout": 525.2822817594434, "seeds": { "screen": [ 90000, 90256 ], "stage2": [ 92000, 92512 ], "holdout": [ 4160000, 4162000 ], "holdout_fresh": true }, "validate": "amm-match validate: Strategy 'no_cubic' validated successfully!", "method": "amm-challenge @6b6921f8, scratch/setup.sh + instrumentation.patch from artifact 02c134d9...; per strategy one amm_sim_rs.run_batch(X, Vanilla, configs, 8) with configs from the harness's build_configs (MatchRunner._build_configs); V2 run once per seed block and every candidate paired against it by seed.", "blocked": null }