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Each event includes all matching steps, even without N fills. edge is the increment on that outcome step, separated by N side and aggressor; per_event is total/count, per_run total/n_runs. cancel_threatened_side reports avoided arbitrage loss minus retail edge forgone; observed_gain is the sample sign, exceeds_two_se is an exploratory seed-cluster check, not a strategy promotion. Shares pool steps, not run averages. Unconditional baseline is all_steps. Empirical figures are local measurements, not figures quoted from external 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