{
  "key": "f-highp-ask-drop",
  "mech": "Drop asks when rival midpoint > 100 - a cents.",
  "approach": "Blind subclass of hash-verified N. Call N first; on all four spreads, cancel resting sells and suppress new sells when rival midpoint exceeds 100-a. Missing rival ask is treated as 100 and missing bid as 0. Tune a in {3,5,8}, select maximum paired tuning mean, freeze before holdout. Default unmodified simulator, serial 2000-step runs. This is a screen, never a promotion.",
  "tried": [
    {
      "a": 3,
      "paired_tuning": {
        "n": 200,
        "sum_d": -33.30163646859998,
        "sum_d2": 69.32296453684113,
        "mean_diff": -0.1665081823429999,
        "se": 0.040030757514956994,
        "incumbent_mean": 98.47071831456549,
        "candidate_mean": 98.30421013222251,
        "retail_diff": -0.10519001434900004,
        "arb_diff": -0.061318167955999925
      }
    },
    {
      "a": 5,
      "paired_tuning": {
        "n": 200,
        "sum_d": -97.93349767,
        "sum_d2": 714.5759822496924,
        "mean_diff": -0.48966748834999996,
        "se": 0.12941898888465694,
        "incumbent_mean": 98.47071831456549,
        "candidate_mean": 97.98105082621551,
        "retail_diff": -0.3339986697984999,
        "arb_diff": -0.15566881852150008
      }
    },
    {
      "a": 8,
      "paired_tuning": {
        "n": 200,
        "sum_d": -206.06618766009993,
        "sum_d2": 2265.7973050306487,
        "mean_diff": -1.0303309383004997,
        "se": 0.22714532441962956,
        "incumbent_mean": 98.47071831456549,
        "candidate_mean": 97.44038737626501,
        "retail_diff": -0.753729450055,
        "arb_diff": -0.2766014882190002
      }
    }
  ],
  "next": "Do not advance this ask-drop overlay: the frozen holdout loses 0.191998 edge per seed (SE 0.042417), with negative retail and arbitrage differences and negative means on every spread. Retain N. No promotion or finalist-seed measurement was performed.",
  "spreads_acted": [
    1,
    2,
    3,
    4
  ],
  "off_equals_n": {
    "passed": true,
    "seeds": "310000..310009",
    "steps_per_seed": [
      2000,
      2000,
      2000,
      2000,
      2000,
      2000,
      2000,
      2000,
      2000,
      2000
    ],
    "total_steps": 20000
  },
  "code": "from orderbook_pm_challenge.types import PlaceOrder, CancelOrder, Side\n\nclass Strategy(_N):\n    ask_drop_a = 3\n    ask_drop_enabled = True\n    ask_drop_spreads = (1, 2, 3, 4)\n\n    def on_step(self, state):\n        actions = super().on_step(state)\n        if not self.ask_drop_enabled or self.s not in self.ask_drop_spreads:\n            return actions\n        bid = state.competitor_best_bid_ticks\n        ask = state.competitor_best_ask_ticks\n        midpoint = ((0 if bid is None else bid) +\n                    (100 if ask is None else ask)) / 2\n        if midpoint <= 100 - self.ask_drop_a:\n            return actions\n        # Cancel resting asks before applying N's remaining actions.\n        cancels = [CancelOrder(order.order_id) for order in state.own_orders\n                   if order.side == Side.SELL]\n        return cancels + [action for action in actions\n                          if not (isinstance(action, PlaceOrder)\n                                  and action.side == Side.SELL)]\n",
  "code_sha256": "c476c9a74c381039bd49c3e06ab59eaa3d9fce94e2735ed6b996d3c5cc9409fc",
  "assembled_sha256": "86773e658cf9e2a5e141e83f635770227ddb9d0dfe5f0df9b0b4e75b5279d6eb",
  "tuning": {
    "seeds": "320000..320199",
    "selected": 3,
    "selection_rule": "Largest paired overall tuning mean; all four spreads fixed in advance.",
    "variants": [
      {
        "a": 3,
        "overall": {
          "n": 200,
          "sum_d": -33.30163646859998,
          "sum_d2": 69.32296453684113,
          "mean_diff": -0.1665081823429999,
          "se": 0.040030757514956994,
          "incumbent_mean": 98.47071831456549,
          "candidate_mean": 98.30421013222251,
          "retail_diff": -0.10519001434900004,
          "arb_diff": -0.061318167955999925
        },
        "by_spread": {
          "1": {
            "n": 50,
            "sum_d": -5.119473657300001,
            "sum_d2": 3.6643074082143587,
            "mean_diff": -0.10238947314600003,
            "se": 0.035800622487226284,
            "incumbent_mean": 25.711261479664,
            "candidate_mean": 25.608872006518,
            "retail_diff": -0.040527673509999994,
            "arb_diff": -0.061861799594000004
          },
          "2": {
            "n": 50,
            "sum_d": -12.75206185659999,
            "sum_d2": 25.513105713767114,
            "mean_diff": -0.25504123713199983,
            "se": 0.09532073479783082,
            "incumbent_mean": 61.219908510538,
            "candidate_mean": 60.964867273406,
            "retail_diff": -0.1591126765640002,
            "arb_diff": -0.09592856051000005
          },
          "3": {
            "n": 48,
            "sum_d": -6.2055851988000095,
            "sum_d2": 14.880819344434851,
            "mean_diff": -0.1292830249750002,
            "se": 0.07899676388861245,
            "incumbent_mean": 130.8342429047854,
            "candidate_mean": 130.70495987981042,
            "retail_diff": -0.08133637944791672,
            "arb_diff": -0.04794664548541661
          },
          "4": {
            "n": 52,
            "sum_d": -9.224515755899983,
            "sum_d2": 25.264732070424802,
            "mean_diff": -0.17739453376730735,
            "se": 0.09439086565904246,
            "incumbent_mean": 174.37579815333268,
            "candidate_mean": 174.1984036195654,
            "retail_diff": -0.13753536831923066,
            "arb_diff": -0.03985916543653816
          }
        }
      },
      {
        "a": 5,
        "overall": {
          "n": 200,
          "sum_d": -97.93349767,
          "sum_d2": 714.5759822496924,
          "mean_diff": -0.48966748834999996,
          "se": 0.12941898888465694,
          "incumbent_mean": 98.47071831456549,
          "candidate_mean": 97.98105082621551,
          "retail_diff": -0.3339986697984999,
          "arb_diff": -0.15566881852150008
        },
        "by_spread": {
          "1": {
            "n": 50,
            "sum_d": -8.190788534700001,
            "sum_d2": 11.324514746169585,
            "mean_diff": -0.16381577069400002,
            "se": 0.06383247976832741,
            "incumbent_mean": 25.711261479664,
            "candidate_mean": 25.54744570897,
            "retail_diff": -0.09573249492800001,
            "arb_diff": -0.06808327573400001
          },
          "2": {
            "n": 50,
            "sum_d": -25.587716164899994,
            "sum_d2": 106.8654974068264,
            "mean_diff": -0.5117543232979999,
            "se": 0.19563697434030008,
            "incumbent_mean": 61.219908510538,
            "candidate_mean": 60.70815418724,
            "retail_diff": -0.26683455619599994,
            "arb_diff": -0.24491976704200014
          },
          "3": {
            "n": 48,
            "sum_d": -28.309074270600004,
            "sum_d2": 196.22872238254593,
            "mean_diff": -0.5897723806375,
            "se": 0.28209953434336293,
            "incumbent_mean": 130.8342429047854,
            "candidate_mean": 130.2444705241479,
            "retail_diff": -0.44527916326458344,
            "arb_diff": -0.14449321735625006
          },
          "4": {
            "n": 52,
            "sum_d": -35.845918699799995,
            "sum_d2": 400.1572477141505,
            "mean_diff": -0.6893445903807691,
            "se": 0.37625960277038584,
            "incumbent_mean": 174.37579815333268,
            "candidate_mean": 173.68645356295195,
            "retail_diff": -0.5249611839769225,
            "arb_diff": -0.16438340639230778
          }
        }
      },
      {
        "a": 8,
        "overall": {
          "n": 200,
          "sum_d": -206.06618766009993,
          "sum_d2": 2265.7973050306487,
          "mean_diff": -1.0303309383004997,
          "se": 0.22714532441962956,
          "incumbent_mean": 98.47071831456549,
          "candidate_mean": 97.44038737626501,
          "retail_diff": -0.753729450055,
          "arb_diff": -0.2766014882190002
        },
        "by_spread": {
          "1": {
            "n": 50,
            "sum_d": -12.179825472400001,
            "sum_d2": 24.625684576174315,
            "mean_diff": -0.24359650944800001,
            "se": 0.0940228404847522,
            "incumbent_mean": 25.711261479664,
            "candidate_mean": 25.467664970216003,
            "retail_diff": -0.174318002374,
            "arb_diff": -0.06927850704
          },
          "2": {
            "n": 50,
            "sum_d": -53.274266330399996,
            "sum_d2": 374.6988097666709,
            "mean_diff": -1.065485326608,
            "se": 0.3602356715590521,
            "incumbent_mean": 61.219908510538,
            "candidate_mean": 60.15442318393,
            "retail_diff": -0.756006961792,
            "arb_diff": -0.30947836476600005
          },
          "3": {
            "n": 48,
            "sum_d": -85.60389384039999,
            "sum_d2": 1003.9181125666382,
            "mean_diff": -1.783414455008333,
            "se": 0.6142699101829326,
            "incumbent_mean": 130.8342429047854,
            "candidate_mean": 129.05082844977707,
            "retail_diff": -1.2402701006291668,
            "arb_diff": -0.5431443543770835
          },
          "4": {
            "n": 52,
            "sum_d": -55.00820201689994,
            "sum_d2": 862.5546981211651,
            "mean_diff": -1.0578500387865373,
            "se": 0.5507311298009481,
            "incumbent_mean": 174.37579815333268,
            "candidate_mean": 173.31794811454617,
            "retail_diff": -0.8595514802403843,
            "arb_diff": -0.19829855852692355
          }
        }
      }
    ],
    "incumbent_code_sha256": "bf0d179f3e47d28819f6fa7e0d25548c2ced43374c216d36460b00a26a26ffae"
  },
  "paired": {
    "seeds": "430000..430499",
    "n": 500,
    "complete": true,
    "missing_seeds": [],
    "overall": {
      "n": 500,
      "sum_d": -95.99884244930001,
      "sum_d2": 467.33672181241167,
      "mean_diff": -0.19199768489860003,
      "se": 0.042417202918670745,
      "incumbent_mean": 95.54201511346659,
      "candidate_mean": 95.350017428568,
      "retail_diff": -0.14105261955799994,
      "arb_diff": -0.050945065331800106
    },
    "by_spread": {
      "1": {
        "n": 131,
        "sum_d": -10.648846859800003,
        "sum_d2": 15.755489207632083,
        "mean_diff": -0.08128890732671758,
        "se": 0.029569087747374677,
        "incumbent_mean": 38.277936657049615,
        "candidate_mean": 38.1966477497229,
        "retail_diff": -0.03926146635267176,
        "arb_diff": -0.042027440964885504
      },
      "2": {
        "n": 120,
        "sum_d": -35.83035065919999,
        "sum_d2": 202.26269883877546,
        "mean_diff": -0.2985862554933333,
        "se": 0.11582255111811876,
        "incumbent_mean": 77.8558643979175,
        "candidate_mean": 77.55727814242417,
        "retail_diff": -0.23387327936749994,
        "arb_diff": -0.06471297612416671
      },
      "3": {
        "n": 133,
        "sum_d": -21.01008780690001,
        "sum_d2": 127.38946268894176,
        "mean_diff": -0.1579705850142858,
        "se": 0.08406620781885459,
        "incumbent_mean": 146.55140363646615,
        "candidate_mean": 146.3934330514519,
        "retail_diff": -0.12471916237293239,
        "arb_diff": -0.033251422643609176
      },
      "4": {
        "n": 116,
        "sum_d": -28.509557123400008,
        "sum_d2": 121.92907107706237,
        "mean_diff": -0.24577204416724144,
        "se": 0.09281626469183593,
        "incumbent_mean": 120.02204692465259,
        "candidate_mean": 119.77627488048535,
        "retail_diff": -0.17871220316465494,
        "arb_diff": -0.06705984097413818
      }
    }
  },
  "failures": [],
  "check_values": {
    "310000": 17.1160017503,
    "310001": 20.0171113118,
    "310002": 2.3903113616,
    "310003": 241.4847522404
  },
  "python_version": "3.12.3",
  "seconds_per_simulation": 0.2687870706958147
}
