{"key":"f6-rival-two-tick","mechanism":"On a rival bid retreat of at least two ticks cancel all own bids and suppress bid placements for k callbacks; symmetrically, on an ask retreat of at least two ticks cancel all own asks and suppress ask placements.","spreads_acted":[1,2,3,4],"approach":"Blind subclass overlay over the supplied MA text. It derives the initial rival spread from the first StepState quotes, preserves MA actions exactly outside spreads 1..4, and uses only StepState plus overlay-owned state.","tried":"Tuned cooldown k in {1,2,3} on 340200..340399, using paired candidate-minus-MA total edge on target spreads only. k=1 had the highest paired mean and was frozen before the separate holdout.","next":"Do not promote from this item: compare the 500-pair holdout mean against twice its paired standard error in the round scoreboard.","overlay_code":"\n\n_IncumbentStrategy = Strategy\n\n\nclass Strategy(_IncumbentStrategy):\n    COOLDOWN = 1\n\n    def __init__(self):\n        super().__init__()\n        self._first_quote_seen = False\n        self._target_spread = False\n        self._previous_bid = None\n        self._previous_ask = None\n        self._buy_hold = 0\n        self._sell_hold = 0\n\n    def on_step(self, state):\n        from orderbook_pm_challenge.types import CancelAll, CancelOrder, PlaceOrder, Side\n\n        actions = list(super().on_step(state))\n        bid = state.competitor_best_bid_ticks\n        ask = state.competitor_best_ask_ticks\n\n        if not self._first_quote_seen:\n            self._first_quote_seen = True\n            if bid is not None and ask is not None:\n                spread = max(1, (ask - bid + 1) // 2)\n                self._target_spread = spread in (1, 2, 3, 4)\n\n        if not self._target_spread:\n            self._previous_bid = bid\n            self._previous_ask = ask\n            return actions\n\n        retreat_buy = (\n            self._previous_bid is not None\n            and bid is not None\n            and self._previous_bid - bid >= 2\n        )\n        retreat_sell = (\n            self._previous_ask is not None\n            and ask is not None\n            and ask - self._previous_ask >= 2\n        )\n        if retreat_buy:\n            self._buy_hold = self.COOLDOWN\n        if retreat_sell:\n            self._sell_hold = self.COOLDOWN\n\n        held_sides = set()\n        if self._buy_hold > 0:\n            held_sides.add(Side.BUY)\n        if self._sell_hold > 0:\n            held_sides.add(Side.SELL)\n\n        if held_sides:\n            existing = {order.order_id: order.side for order in state.own_orders}\n            has_cancel_all = any(isinstance(action, CancelAll) for action in actions)\n            filtered = []\n            for action in actions:\n                if isinstance(action, PlaceOrder) and action.side in held_sides:\n                    continue\n                if (\n                    not has_cancel_all\n                    and isinstance(action, CancelOrder)\n                    and existing.get(action.order_id) in held_sides\n                ):\n                    continue\n                filtered.append(action)\n            if has_cancel_all:\n                actions = filtered\n            else:\n                cancellations = [\n                    CancelOrder(order.order_id)\n                    for order in state.own_orders\n                    if order.side in held_sides\n                ]\n                actions = cancellations + filtered\n\n        if self._buy_hold > 0:\n            self._buy_hold -= 1\n        if self._sell_hold > 0:\n            self._sell_hold -= 1\n        self._previous_bid = bid\n        self._previous_ask = ask\n        return actions\n","overlay_sha256":"acb67234e5c57f9a8cc1c2fcdc0d59188d413820700a8310f88de288b0ba7622","code_sha256":"70491a355647cf2c9998fc7d2d0a8af1d7309491f47f33b7da636ae32fb2ff93","base_sha256":"5d1bd5272884f513b19f0e66a7c235f6c188a08e4f7787ac9346f1614dda3ed3","check_values":{"310000":17.116002,"310001":23.820392,"310002":2.376144,"310003":243.87214},"python_version":"3.13.5","tuning":{"seeds":[340200,340201,340202,340203,340204,340205,340206,340207,340208,340209,340210,340211,340212,340213,340214,340215,340216,340217,340218,340219,340220,340221,340222,340223,340224,340225,340226,340227,340228,340229,340230,340231,340232,340233,340234,340235,340236,340237,340238,340239,340240,340241,340242,340243,340244,340245,340246,340247,340248,340249,340250,340251,340252,340253,340254,340255,340256,340257,340258,340259,340260,340261,340262,340263,340264,340265,340266,340267,340268,340269,340270,340271,340272,340273,340274,340275,340276,340277,340278,340279,340280,340281,340282,340283,340284,340285,340286,340287,340288,340289,340290,340291,340292,340293,340294,340295,340296,340297,340298,340299,340300,340301,340302,340303,340304,340305,340306,340307,340308,340309,340310,340311,340312,340313,340314,340315,340316,340317,340318,340319,340320,340321,340322,340323,340324,340325,340326,340327,340328,340329,340330,340331,340332,340333,340334,340335,340336,340337,340338,340339,340340,340341,340342,340343,340344,340345,340346,340347,340348,340349,340350,340351,340352,340353,340354,340355,340356,340357,340358,340359,340360,340361,340362,340363,340364,340365,340366,340367,340368,340369,340370,340371,340372,340373,340374,340375,340376,340377,340378,340379,340380,340381,340382,340383,340384,340385,340386,340387,340388,340389,340390,340391,340392,340393,340394,340395,340396,340397,340398,340399],"variants":[{"name":"k=1","code_sha256":"70491a355647cf2c9998fc7d2d0a8af1d7309491f47f33b7da636ae32fb2ff93","mean_diff":-0.09335243904349978,"se":0.10484368996911046,"by_spread":{"1":{"n":54,"sum_d":-0.5010020403999953,"sum_d2":306.05480114202663,"mean_diff":-0.009277815562962876,"se":0.32701034040452176,"base_mean":54.31923403679815,"retail_diff":0.08144394035185097,"arb_diff":-0.090721755887037},"2":{"n":55,"sum_d":-9.07597661629991,"sum_d2":14.577072685456244,"mean_diff":-0.16501775665999835,"se":0.06636135996097918,"base_mean":70.71131757361454,"retail_diff":-0.04711307137454439,"arb_diff":-0.11790468536545454},"3":{"n":48,"sum_d":-6.573725154400048,"sum_d2":16.87905783522145,"mean_diff":-0.13695260738333434,"se":0.08415929950317831,"base_mean":79.60048705849792,"retail_diff":-0.0017960460958342066,"arb_diff":-0.13515656127291717},"4":{"n":43,"sum_d":-2.5197839976000047,"sum_d2":101.7215371006601,"mean_diff":-0.0585996278511629,"se":0.23715492352004444,"base_mean":200.4405312755395,"retail_diff":-0.120204050081397,"arb_diff":0.06160442219999989}}},{"name":"k=2","code_sha256":"fb53f5c1613089cfd0da0c8d702b9e8c8d37ee60040fd45ff7d539ffa94c9651","mean_diff":-0.4424876194599998,"se":0.17046717774996079,"by_spread":{"1":{"n":54,"sum_d":-7.353137380200058,"sum_d2":459.71379842670103,"mean_diff":-0.13616921074444552,"se":0.4003459927063228,"base_mean":54.31923403679815,"retail_diff":0.06198183245555713,"arb_diff":-0.19815104316481477},"2":{"n":55,"sum_d":-24.246110855699943,"sum_d2":46.79949941474729,"mean_diff":-0.44083837919454444,"se":0.1102657994716142,"base_mean":70.71131757361454,"retail_diff":-0.21001166752181824,"arb_diff":-0.23082671173454603},"3":{"n":48,"sum_d":-18.178155288900008,"sum_d2":63.1317688728629,"mean_diff":-0.37871156851875015,"se":0.157899963801579,"base_mean":79.60048705849792,"retail_diff":-0.06602195108333257,"arb_diff":-0.31268961746666696},"4":{"n":43,"sum_d":-38.72012036719995,"sum_d2":626.0645278242259,"mean_diff":-0.9004679155162778,"se":0.5721471196725814,"base_mean":200.4405312755395,"retail_diff":-0.8063418762093065,"arb_diff":-0.09412603939069726}}},{"name":"k=3","code_sha256":"b78ab3c99125275b22952ba75f4a93c6b3093400e3dc3a1c94ad0e00af9e9c20","mean_diff":-0.7036573413965007,"se":0.18605943350767004,"by_spread":{"1":{"n":54,"sum_d":-25.371419447099978,"sum_d2":639.3155667029745,"mean_diff":-0.4698411008722218,"se":0.4682046500840501,"base_mean":54.31923403679815,"retail_diff":-0.18032726840925767,"arb_diff":-0.28951383246481494},"2":{"n":55,"sum_d":-30.34482914100003,"sum_d2":71.47966380068961,"mean_diff":-0.5517241662000005,"se":0.1357578655624938,"base_mean":70.71131757361454,"retail_diff":-0.372476819334544,"arb_diff":-0.17924734695818262},"3":{"n":48,"sum_d":-37.54180260070011,"sum_d2":119.72665554026239,"mean_diff":-0.7821208875145856,"se":0.20013783766518256,"base_mean":79.60048705849792,"retail_diff":-0.2295405574062508,"arb_diff":-0.5525803301562501},"4":{"n":43,"sum_d":-47.473417090500035,"sum_d2":646.3057341046762,"mean_diff":-1.1040329555930242,"se":0.573449818088807,"base_mean":200.4405312755395,"retail_diff":-0.9836605746046508,"arb_diff":-0.12037238108604648}}}],"selected":"k=1"},"paired":{"seeds":[450000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tuning and holdout simulations used the unmodified pinned simulator, 2,000 default steps, serial in-process execution, and paired same-seed MA/candidate runs. No seed from 700000..709999 or 900000..903999 was run. Cooldown counting includes the retreat callback: a trigger with k=1 suppresses that callback only."}