{"key":"d-sweep-signals","approach":"Instrumented a scratch copy of the pinned single-process simulator and incumbent N. A sweep is an arbitrage fill of an N order; for each side, the next-step outcome is paired with callback signals one step earlier. General signals use side-step opportunities; age bands use resting-order-step opportunities. Sweep-rate differences and their standard errors are paired across seeds. Age bands are 0\u20131, 2\u20134, 5\u20139, 10\u201349, and 50+ steps; p-boundary means N\u2019s own phat estimate within 0.05 of 0 or 1. Orders submitted and swept in one step are excluded from age attribution because no prior callback exposed their age. Loss share uses negative edge on swept N orders divided by gross negative edge on all swept N orders.","tried":["Verified incumbent code SHA-256 bf0d179f3e47d28819f6fa7e0d25548c2ced43374c216d36460b00a26a26ffae.","Ran exactly seeds 502000\u2013502499 using sample_config(ChallengeConfig(), ParameterVariance(), seed=seed), 2,000 steps each, serially.","Compared instrumented and unmodified simulator total edge on the first 10 measurement seeds: maximum absolute difference 0.0.","Unmodified simulator seed 310000 total edge: 17.1160017503.","Stratified results and signal measurements by sampled competitor spread."],"complete":true,"first_seed":502000,"last_seed":502499,"n":500,"incumbent_mean":89.789677,"retail_mean":114.356334,"arb_mean":-24.566657,"by_spread":{"1":{"runs":136,"incumbent_mean":22.980002,"retail_mean":47.744251,"arb_mean":-24.764249,"table":[{"signal":"quote_moved_BUY","sweep_rate_with_mean":0.493377,"sweep_rate_without_mean":0.484852,"with_minus_without_mean":0.008525,"difference_se":0.008441,"arb_loss_share_preceded_mean":0.128452},{"signal":"own_fill_BUY","sweep_rate_with_mean":0.614533,"sweep_rate_without_mean":0.330688,"with_minus_without_mean":0.283845,"difference_se":0.010858,"arb_loss_share_preceded_mean":0.355259},{"signal":"own_fill_other_BUY","sweep_rate_with_mean":0.369535,"sweep_rate_without_mean":0.650187,"with_minus_without_mean":-0.280652,"difference_se":0.011302,"arb_loss_share_preceded_mean":0.186845},{"signal":"steps_lt200_BUY","sweep_rate_with_mean":0.437925,"sweep_rate_without_mean":0.491696,"with_minus_without_mean":-0.053771,"difference_se":0.025148,"arb_loss_share_preceded_mean":0.062112},{"signal":"p_edge_BUY","sweep_rate_with_mean":0.457033,"sweep_rate_without_mean":0.496831,"with_minus_without_mean":-0.039897,"difference_se":0.024017,"arb_loss_share_preceded_mean":0.092445},{"signal":"quote_moved_SELL","sweep_rate_with_mean":0.505758,"sweep_rate_without_mean":0.510058,"with_minus_without_mean":-0.0043,"difference_se":0.008577,"arb_loss_share_preceded_mean":0.129389},{"signal":"own_fill_SELL","sweep_rate_with_mean":0.629269,"sweep_rate_without_mean":0.343136,"with_minus_without_mean":0.286133,"difference_se":0.011128,"arb_loss_share_preceded_mean":0.383298},{"signal":"own_fill_other_SELL","sweep_rate_with_mean":0.384359,"sweep_rate_without_mean":0.659981,"with_minus_without_mean":-0.275622,"difference_se":0.010516,"arb_loss_share_preceded_mean":0.191827},{"signal":"steps_lt200_SELL","sweep_rate_with_mean":0.531961,"sweep_rate_without_mean":0.507137,"with_minus_without_mean":0.024825,"difference_se":0.025703,"arb_loss_share_preceded_mean":0.075636},{"signal":"p_edge_SELL","sweep_rate_with_mean":0.509711,"sweep_rate_without_mean":0.501753,"with_minus_without_mean":0.00806,"difference_se":0.024834,"arb_loss_share_preceded_mean":0.118584},{"signal":"age0-1_BUY","sweep_rate_with_mean":0.0,"sweep_rate_without_mean":0.0,"with_minus_without_mean":0.0,"difference_se":0.0,"arb_loss_share_preceded_mean":0.0},{"signal":"age2-4_BUY","sweep_rate_with_mean":0.0,"sweep_rate_without_mean":0.0,"with_minus_without_mean":0.0,"difference_se":0.0,"arb_loss_share_preceded_mean":0.0},{"signal":"age5-9_BUY","sweep_rate_with_mean":0.0,"sweep_rate_without_mean":0.0,"with_minus_without_mean":0.0,"difference_se":0.0,"arb_loss_share_preceded_mean":0.0},{"signal":"age10-49_BUY","sweep_rate_with_mean":0.0,"sweep_rate_without_mean":0.0,"with_minus_without_mean":0.0,"difference_se":0.0,"arb_loss_share_preceded_mean":0.0},{"signal":"age50+_BUY","sweep_rate_with_mean":0.0,"sweep_rate_without_mean":0.0,"with_minus_without_mean":0.0,"difference_se":0.0,"arb_loss_share_preceded_mean":0.0},{"signal":"age0-1_SELL","sweep_rate_with_mean":0.0,"sweep_rate_without_mean":0.0,"with_minus_without_mean":0.0,"difference_se":0.0,"arb_loss_share_preceded_mean":0.0},{"signal":"age2-4_SELL","sweep_rate_with_mean":0.0,"sweep_rate_without_mean":0.0,"with_minus_without_mean":0.0,"difference_se":0.0,"arb_loss_share_preceded_mean":0.0},{"signal":"age5-9_SELL","sweep_rate_with_mean":0.0,"sweep_rate_without_mean":0.0,"with_minus_without_mean":0.0,"difference_se":0.0,"arb_loss_share_preceded_mean":0.0},{"signal":"age10-49_SELL","sweep_rate_with_mean":0.0,"sweep_rate_without_mean":0.0,"with_minus_without_mean":0.0,"difference_se":0.0,"arb_loss_share_preceded_mean":0.0},{"signal":"age50+_SELL","sweep_rate_with_mean":0.0,"sweep_rate_without_mean":0.0,"with_minus_without_mean":0.0,"difference_se":0.0,"arb_loss_share_preceded_mean":0.0}]},"2":{"runs":116,"incumbent_mean":67.111353,"retail_mean":90.310546,"arb_mean":-23.199193,"table":[{"signal":"quote_moved_BUY","sweep_rate_with_mean":0.639976,"sweep_rate_without_mean":0.641145,"with_minus_without_mean":-0.001169,"difference_se":0.008889,"arb_loss_share_preceded_mean":0.079192},{"signal":"own_fill_BUY","sweep_rate_with_mean":0.769958,"sweep_rate_without_mean":0.361731,"with_minus_without_mean":0.408228,"difference_se":0.010188,"arb_loss_share_preceded_mean":0.635611},{"signal":"own_fill_other_BUY","sweep_rate_with_mean":0.545525,"sweep_rate_without_mean":0.8811,"with_minus_without_mean":-0.335575,"difference_se":0.010909,"arb_loss_share_preceded_mean":0.261965},{"signal":"steps_lt200_BUY","sweep_rate_with_mean":0.547912,"sweep_rate_without_mean":0.649859,"with_minus_without_mean":-0.101947,"difference_se":0.027889,"arb_loss_share_preceded_mean":0.175542},{"signal":"p_edge_BUY","sweep_rate_with_mean":0.574403,"sweep_rate_without_mean":0.65707,"with_minus_without_mean":-0.083444,"difference_se":0.032478,"arb_loss_share_preceded_mean":0.426709},{"signal":"quote_moved_SELL","sweep_rate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2: the largest preceding loss share is own_fill_BUY (63.6%); p_edge_BUY is next at 42.7%. Spread 3: own_fill_BUY leads at 63.6%, followed by p_edge_BUY at 32.9%. The repeated buy-side concentration points to one change: delay or reprice newly placed BUY orders for one callback after a BUY fill, then measure that change as a candidate.","next":"Test a one-callback delay or reprice after own BUY fills, particularly for newly placed BUY orders; compare paired runs by spread.","seconds_per_simulation":1.093892}