{"key": "f6-consecutive-retreats", "mechanism": "two rival retreats same side within 5 steps: cancel that side and quote nothing there for k callbacks", "spreads_acted": [1, 4], "approach": "Overlay on MA: track rival best bid/ask; on two bid-down (or ask-up) retreats within 5 steps, withdraw that side for k callbacks. Tuned k in {2,3,5}, froze k=2.", "tried": ["k=2", "k=3", "k=5"], "next": "Test other thresholds (one retreat, window 3/10) restricted to spread 1; spread 4 gives no gain and k=5 hurts there, so drop spread 4.", "overlay_code": "from orderbook_pm_challenge.types import CancelOrder, PlaceOrder, Side\n\n_IncumbentStrategy = Strategy\n\n\nclass Strategy(_IncumbentStrategy):\n    _K = 2\n    _WINDOW = 5\n    _SPREADS = (1, 4)\n\n    def __init__(self):\n        super().__init__()\n        self._ov_s = None\n        self._ov_bid = None\n        self._ov_ask = None\n        self._ov_dn = []\n        self._ov_up = []\n        self._ov_block_buy = -1\n        self._ov_block_sell = -1\n\n    def on_step(self, state):\n        actions = list(super().on_step(state))\n        bid = state.competitor_best_bid_ticks\n        ask = state.competitor_best_ask_ticks\n        step = state.step\n        if self._ov_s is None and bid is not None and ask is not None:\n            self._ov_s = max(1, (ask - bid + 1) // 2)\n        if bid is not None and self._ov_bid is not None and bid < self._ov_bid:\n            self._ov_dn = [t for t in self._ov_dn if step - t <= self._WINDOW] + [step]\n        if ask is not None and self._ov_ask is not None and ask > self._ov_ask:\n            self._ov_up = [t for t in self._ov_up if step - t <= self._WINDOW] + [step]\n        if bid is not None:\n            self._ov_bid = bid\n        if ask is not None:\n            self._ov_ask = ask\n        if self._ov_s not in self._SPREADS:\n            return actions\n        if len(self._ov_dn) >= 2:\n            self._ov_block_buy = step + self._K - 1\n            self._ov_dn = []\n        if len(self._ov_up) >= 2:\n            self._ov_block_sell = step + self._K - 1\n            self._ov_up = []\n        block_buy = step <= self._ov_block_buy\n        block_sell = step <= self._ov_block_sell\n        if not (block_buy or block_sell):\n            return actions\n        blocked = set()\n        if block_buy:\n            blocked.add(Side.BUY)\n        if block_sell:\n            blocked.add(Side.SELL)\n        kept = []\n        cancelled = set()\n        cancel_all = False\n        for a in actions:\n            if isinstance(a, PlaceOrder) and a.side in blocked:\n                continue\n            if isinstance(a, CancelOrder):\n                cancelled.add(a.order_id)\n            elif type(a).__name__ == 'CancelAll':\n                cancel_all = True\n            kept.append(a)\n        if not cancel_all:\n            for o in state.own_orders:\n                if o.side in blocked and o.order_id not in cancelled:\n                    kept.append(CancelOrder(o.order_id))\n        return kept\n", "overlay_sha256": "fd0cc980057029423edf6f93d352c3010149802818bc51e56a3e3780c5c093cd", "code_sha256": "e0d0752730b68c0d8d30ae0c963b55cedd4d4afe90f2d186812848041e0a0ceb", "base_sha256": "5d1bd5272884f513b19f0e66a7c235f6c188a08e4f7787ac9346f1614dda3ed3", "check_values": {"seeds": [310000, 310001, 310002, 310003], "total_edge": [17.1160017503, 23.8203924577, 2.3761435866, 243.8721397061]}, "python_version": "3.12.3", "tuning": {"seeds": "340200..340399", "variants": [{"name": "k=2", "code_sha256": "e0d0752730b68c0d8d30ae0c963b55cedd4d4afe90f2d186812848041e0a0ceb", "mean_diff": 2.1359969050855674, "se": 2.0247500796395244, "by_spread": {"1": {"n": 54, "sum_d": 211.56303699690002, "sum_d2": 38471.22752412795, "mean_diff": 3.9178340184611113, "se": 3.6266329202830794}, "2": {"n": 55, "sum_d": 0.0, "sum_d2": 0.0, "mean_diff": 0.0, "se": 0.0}, "3": {"n": 48, "sum_d": 0.0, "sum_d2": 0.0, "mean_diff": 0.0, "se": 0.0}, "4": {"n": 43, "sum_d": -4.371337203599975, "sum_d2": 146.92849051238238, "mean_diff": -0.10165900473488314, "se": 0.28479763436095995}}}, {"name": "k=3", "code_sha256": "5cd671e45be57ad9daba54a74f045ba7f052d672549b23c78600f7be0761ba93", "mean_diff": 2.003611842398968, "se": 2.0480387376608045, "by_spread": {"1": {"n": 54, "sum_d": 214.18057300230004, "sum_d2": 39282.66185695034, "mean_diff": 3.966306907450001, "se": 3.664529392861034}, "2": {"n": 55, "sum_d": 0.0, "sum_d2": 0.0, "mean_diff": 0.0, "se": 0.0}, "3": {"n": 48, "sum_d": 0.0, "sum_d2": 0.0, "mean_diff": 0.0, "se": 0.0}, "4": {"n": 43, "sum_d": -19.83022428960012, "sum_d2": 165.57719527743652, "mean_diff": -0.46116800673488656, "se": 0.29430938199519974}}}, {"name": "k=5", "code_sha256": "f1c5778af77b83ccaf8fb70f86de8d05b0438f9c372fa0e2d08f4c310e076dce", "mean_diff": 0.3885939974309291, "se": 1.9293646675427645, "by_spread": {"1": {"n": 54, "sum_d": 165.18138849470006, "sum_d2": 32942.701787053426, "mean_diff": 3.0589146017537048, "se": 3.366575648241859}, "2": {"n": 55, "sum_d": 0.0, "sum_d2": 0.0, "mean_diff": 0.0, "se": 0.0}, "3": {"n": 48, "sum_d": 0.0, "sum_d2": 0.0, "mean_diff": 0.0, "se": 0.0}, "4": {"n": 43, "sum_d": -127.48777074389994, "sum_d2": 1735.3816921606735, "mean_diff": -2.964831877765115, "se": 0.8669525953394815}}}], "selected": "k=2"}, "paired": {"seeds": "450000..450499", "n": 500, "complete": true, "missing_seeds": [], "failures": 0, "overall": {"n": 500, "sum_d": -52.74980661360003, "sum_d2": 6811.370781615644, "mean_diff": -0.10549961322720006, "se": 0.1651598569458485, "base_mean": 106.77992531608679, "retail_diff": -0.18312384201380028, "arb_diff": 0.07762422878180006}, "by_spread": {"1": {"n": 124, "sum_d": -66.9172512315001, "sum_d2": 5330.799013808594, "mean_diff": -0.5396552518669363, "se": 0.5891918596282573, "base_mean": 52.178154051575, "retail_diff": -0.7459811702048385, "arb_diff": 0.20632591834112904}, "2": {"n": 143, "sum_d": 0.0, "sum_d2": 0.0, "mean_diff": 0.0, "se": 0.0, "base_mean": 88.61320954304685, "retail_diff": 0.0, "arb_diff": 0.0}, "3": {"n": 111, "sum_d": 0.0, "sum_d2": 0.0, "mean_diff": 0.0, "se": 0.0, "base_mean": 135.04550905697928, "retail_diff": 0.0, "arb_diff": 0.0}, "4": {"n": 122, "sum_d": 14.167444617900074, "sum_d2": 1480.571767807049, "mean_diff": 0.11612659522868914, "se": 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"target_spreads_1_4": {"n": 246, "sum_d": -52.74980661360003, "sum_d2": 6811.370781615644, "mean_diff": -0.21443010818536598, "se": 0.3358967214995287, "base_mean": 104.58626905716666, "retail_diff": -0.3722029309223583, "arb_diff": 0.1577728227272359}}, "worst_seeds": [[450036, 1, -49.08000692529993], [450202, 1, -37.538154083500004], [450019, 4, -20.35826098680002], [450322, 1, -8.927738552400001], [450159, 4, -8.916855684600023]], "notes": "Overlay k=2 selected on tuning (T=340200..340399, 3 variants k=2,3,5; target-spread paired mean d: 2.14,2.00,0.39). Retreat = rival best bid lower (ask higher) than previous callback; two on same side within 5 steps -> cancel own orders on that side, drop MA's new orders there for k callbacks incl. current. Acts only if s in {1,4}, s from first quotes. Off-target spreads returned MA actions unchanged; d exactly 0 verified. No MA source read. Seeds 900000-903999 and 700000-709999 untouched. Single process, defaults, Python 3.12.3. Overall holdout d=-0.105 se 0.165; see by_spread."}