{ "approach": "R4 simplify tail-one: replace NP asymmetric tail compression with one shared slope and one knee. Predeclared 4x4 grid: slopes 0.85, 0.89, 0.93, 0.97; knees 300, 450, 600, 750 bps. Select highest paired tuning mean, freeze, then evaluate once on untouched seeds.", "tried": [ { "variant": "s85k300", "seeds": [ 30000, 31999 ], "slope": 0.85, "knee_bps": 300, "n": 2000, "mean_diff": -0.5087029283453296, "se": 0.015693029680253306, "worst": [ { "seed": 31764, "diff": -15.424571007016198 }, { "seed": 31658, "diff": -3.076707305512855 }, { "seed": 30057, "diff": -2.8580281635530014 }, { "seed": 30740, "diff": -2.8314743585627866 }, { "seed": 30490, "diff": -2.79943436248584 } ], "code_sha256": "4df4595fb268d3e01c84fb6294558b1a79dcf87301ed35e930851c81120287ea" }, { "variant": "s85k450", "seeds": [ 30000, 31999 ], "slope": 0.85, "knee_bps": 450, "n": 2000, "mean_diff": -0.12922142668208741, "se": 0.008747927250369554, "worst": [ { "seed": 31764, "diff": -9.718354039885412 }, { "seed": 31083, "diff": -1.4561526270185254 }, { "seed": 30134, "diff": -1.2329892283473782 }, { "seed": 30490, "diff": -1.1926635971094584 }, { "seed": 30054, "diff": -1.1790783095744928 } ], "code_sha256": "79e8f3e967023950ef202fe1019e21eea60aeb2c59875aef7d3a0f302440d606" }, { "variant": "s85k600", "seeds": [ 30000, 31999 ], "slope": 0.85, "knee_bps": 600, "n": 2000, "mean_diff": -0.006366111114589472, "se": 0.002651133663537031, "worst": [ { "seed": 31764, "diff": -4.2279662631485735 }, { "seed": 30893, "diff": -0.6859388420285768 }, { "seed": 31003, "diff": -0.4544444460342447 }, { "seed": 31966, "diff": -0.40312846381829104 }, { "seed": 31237, "diff": -0.3937237904704034 } ], "code_sha256": "ced53a5ce683332ba3508be45b7065d68d3af60a831e44f831c40f313bfb3987" }, { "variant": "s85k750", "seeds": [ 30000, 31999 ], "slope": 0.85, "knee_bps": 750, "n": 2000, "mean_diff": 0.007845987430560456, "se": 0.011327863061766806, "worst": [ { "seed": 31637, "diff": -7.529850763913487 }, { "seed": 30134, "diff": -6.598368759756227 }, { "seed": 30210, "diff": -3.916458296437554 }, { "seed": 31237, "diff": -3.432363365813899 }, { "seed": 30744, "diff": -3.4224865884117435 } ], "code_sha256": "11eb2a5bbf70351d3560e029a230f31ab6bc91b53ed39415874a54324e4ec79c" }, { "variant": "s89k300", "seeds": [ 30000, 31999 ], "slope": 0.89, "knee_bps": 300, "n": 2000, "mean_diff": -0.2999671520462029, "se": 0.011935174176527456, "worst": [ { "seed": 31764, "diff": -11.632516481892822 }, { "seed": 30057, "diff": -2.0729562961561783 }, { "seed": 30758, "diff": -2.0450222164545266 }, { "seed": 31658, "diff": -1.8959264797911146 }, { "seed": 30490, "diff": -1.8603639020210494 } ], "code_sha256": "15a8f8fb860bec678980ac8520de2896cd1a7c44b911e1115c902576c4d95b91" }, { "variant": "s89k450", "seeds": [ 30000, 31999 ], "slope": 0.89, "knee_bps": 450, "n": 2000, "mean_diff": -0.06563570376976764, "se": 0.00643145045328771, "worst": [ { "seed": 31764, "diff": -6.616624549373569 }, { "seed": 31028, "diff": -1.098346803945219 }, { "seed": 31083, "diff": -1.0972092284861787 }, { "seed": 31432, "diff": -0.7733967076377439 }, { "seed": 30893, "diff": -0.7216803689735798 } ], "code_sha256": "ec88f1aeabeb8a6936a9fd115ca8e444ee787fdf6e710d28594b7868620f69b5" }, { "variant": "s89k600", "seeds": [ 30000, 31999 ], "slope": 0.89, "knee_bps": 600, "n": 2000, "mean_diff": 0.0012163935789555182, "se": 0.005739114430955674, "worst": [ { "seed": 31637, "diff": -7.220913658015888 }, { "seed": 30134, "diff": -5.43626263346971 }, { "seed": 31440, "diff": -2.1321930783125254 }, { "seed": 31224, "diff": -2.0959586976933906 }, { "seed": 30547, "diff": -1.4420196362082152 } ], "code_sha256": "665e9d4a7846180c33b71b4481841f768b87217ec31c53e8299b94e1c537550f" }, { "variant": "s89k750", "seeds": [ 30000, 31999 ], "slope": 0.89, "knee_bps": 750, "n": 2000, "mean_diff": -0.008768507986982598, "se": 0.013808855944011161, "worst": [ { "seed": 30975, "diff": -11.572952459472617 }, { "seed": 31637, "diff": -7.574172222839138 }, { "seed": 30134, "diff": -7.137418063975247 }, { "seed": 30501, "diff": -4.555216084857989 }, { "seed": 30210, "diff": -3.8933094727356092 } ], "code_sha256": "bf8d74fa186fc5f272d024bd5fe5235d47d9133c7c082dc0426b7d5976b8bbb8" }, { "variant": "s93k300", "seeds": [ 30000, 31999 ], "slope": 0.93, "knee_bps": 300, "n": 2000, "mean_diff": -0.1366043604223111, "se": 0.00884072142176116, "worst": [ { "seed": 31764, "diff": -7.4991400598495375 }, { "seed": 31440, "diff": -2.238013157343289 }, { "seed": 30134, "diff": -1.8436990809046847 }, { "seed": 30874, "diff": -1.77125965141704 }, { "seed": 31396, "diff": -1.586491984918439 } ], "code_sha256": "63259d96b8dfb850614c2990dfe01d5b2de98f08610dbf8de564d22f01eacf14" }, { "variant": "s93k450", "seeds": [ 30000, 31999 ], "slope": 0.93, "knee_bps": 450, "n": 2000, "mean_diff": -0.03270678540272931, "se": 0.01040833337656826, "worst": [ { "seed": 30975, "diff": -9.903139952275524 }, { "seed": 31637, "diff": -7.064858196861451 }, { "seed": 30134, "diff": -5.937889082366951 }, { "seed": 30210, "diff": -4.100906593317404 }, { "seed": 31586, "diff": -3.507778161363831 } ], "code_sha256": "a0b113f34f0e9f077e55561b5a0041110acf8a6fdbb74a9f611724af5079d5f5" }, { "variant": "s93k600", "seeds": [ 30000, 31999 ], "slope": 0.93, "knee_bps": 600, "n": 2000, "mean_diff": -0.005912497686093872, "se": 0.012552680508270232, "worst": [ { "seed": 30975, "diff": -11.578185610672904 }, { "seed": 31637, "diff": -7.382995991622693 }, { "seed": 30134, "diff": -7.0600239969244285 }, { "seed": 30210, "diff": -3.8823736425147217 }, { "seed": 30744, "diff": -3.3368894805192895 } ], "code_sha256": "9acd57974fb18815b9493bc6f92ce1c204932e6489e88e28e994f1e31fbd8c78" }, { "variant": "s93k750", "seeds": [ 30000, 31999 ], "slope": 0.93, "knee_bps": 750, "n": 2000, "mean_diff": -0.03138700016934729, "se": 0.016630364906549813, "worst": [ { "seed": 30975, "diff": -11.552617869798496 }, { "seed": 30872, "diff": -10.361195801235567 }, { "seed": 30347, "diff": -7.761972889790968 }, { "seed": 30134, "diff": -7.75781252375009 }, { "seed": 31637, "diff": -7.630486396422725 } ], "code_sha256": "25c956a3e986c046d14726c9fdf6979c9b1b49eea2adb3226fc2974ec50a5ff6" }, { "variant": "s97k300", "seeds": [ 30000, 31999 ], "slope": 0.97, "knee_bps": 300, "n": 2000, "mean_diff": -0.04631862124588028, "se": 0.013222064707092796, "worst": [ { "seed": 30975, "diff": -9.712430478306032 }, { "seed": 31637, "diff": -7.386455601552711 }, { "seed": 30134, "diff": -7.307009051979662 }, { "seed": 31677, "diff": -6.157796937373405 }, { "seed": 30210, "diff": -3.8834658941732414 } ], "code_sha256": "dc7ce88f7c31019d984cd2cb66b12f32c00375704e2ffc13e6da0161e2f86c9b" }, { "variant": "s97k450", "seeds": [ 30000, 31999 ], "slope": 0.97, "knee_bps": 450, "n": 2000, "mean_diff": -0.025456544123277892, "se": 0.014168352428295448, "worst": [ { "seed": 30975, "diff": -11.521330284360374 }, { "seed": 30134, "diff": -8.008325644203182 }, { "seed": 31637, "diff": -7.440288058187889 }, { "seed": 31677, "diff": -6.276184689878505 }, { "seed": 30501, "diff": -4.640567361983244 } ], "code_sha256": "994c5ba351a757903f63ef648395f436276e936e4e2f5a97eceebcb2e16a1af2" }, { "variant": "s97k600", "seeds": [ 30000, 31999 ], "slope": 0.97, "knee_bps": 600, "n": 2000, "mean_diff": -0.06304014930390067, "se": 0.029643607137570308, "worst": [ { "seed": 31833, "diff": -48.98139600436497 }, { "seed": 30975, "diff": -11.544336716169028 }, { "seed": 30872, "diff": -8.9556964873899 }, { "seed": 30347, "diff": -7.761764096870081 }, { "seed": 30134, "diff": -7.760703889932188 } ], "code_sha256": "734b4376660cb0934d877b45e5e3fe8eac310d42e13406b5143ef3ac5d87b477" }, { "variant": "s97k750", "seeds": [ 30000, 31999 ], "slope": 0.97, "knee_bps": 750, "n": 2000, "mean_diff": -0.08932427011787859, "se": 0.03290153950422183, "worst": [ { "seed": 31833, "diff": -51.137285564935894 }, { "seed": 31647, "diff": -13.412691342888706 }, { "seed": 31648, "diff": -12.765700742316312 }, { "seed": 30975, "diff": -11.537149251003825 }, { "seed": 30872, "diff": -11.358789114774368 } ], "code_sha256": "f477fe95e4b3ac4dd921f399ce4d071833ce2d9c76a534db8cb56786798c1310" } ], "next": "Promote frozen candidate; independently replicate before a leaderboard submission.", "code": "// SPDX-License-Identifier: MIT\npragma solidity ^0.8.24;\n\nimport {AMMStrategyBase} from \"./AMMStrategyBase.sol\";\nimport {TradeInfo} from \"./IAMMStrategy.sol\";\n\ncontract Strategy is AMMStrategyBase {\n uint256 constant ELAPSED_CAP = 8;\n uint256 constant SIGNAL_THRESHOLD = WAD / 650;\n uint256 constant DIR_DECAY = 750000000000000000;\n uint256 constant ACT_DECAY = 530000000000000000;\n uint256 constant SIZE_DECAY = 530000000000000000;\n uint256 constant TOX_DECAY = 910000000000000000;\n uint256 constant SIGMA_DECAY = 690000000000000000;\n uint256 constant LAMBDA_DECAY = 990000000000000000;\n uint256 constant SIZE_BLEND_DECAY = 828000000000000000;\n uint256 constant TOX_BLEND_DECAY = 51000000000000000;\n uint256 constant ACT_BLEND_DECAY = 985000000000000000;\n uint256 constant PHAT_ALPHA = 270000000000000000;\n uint256 constant PHAT_ALPHA_RETAIL = 60000000000000000;\n uint256 constant DIR_IMPACT_MULT = 4;\n uint256 constant GATE_SIGMA_MULT = 7200000000000000000;\n uint256 constant MIN_GATE = 30000000000000000;\n uint256 constant TRADE_TOX_BOOST = 3500 * BPS;\n uint256 constant STALE_ATTRACT_FRAC = 1050000000000000000;\n uint256 constant RET_CAP = WAD / 35;\n uint256 constant TOX_CAP = WAD / 5;\n uint256 constant TRADE_RATIO_CAP = WAD / 5;\n uint256 constant LAMBDA_CAP = 1820000000000000000;\n uint256 constant STEP_COUNT_CAP = 64;\n uint256 constant BASE_FEE = 4 * BPS;\n uint256 constant SIGMA_COEF = 200000000000000000;\n uint256 constant LAMBDA_COEF = 12 * BPS;\n uint256 constant FLOW_SIZE_COEF = 4842 * BPS;\n uint256 constant TOX_COEF = 300 * BPS;\n uint256 constant TOX_QUAD_COEF = 15000 * BPS;\n uint256 constant ACT_COEF = 91843 * BPS;\n uint256 constant DIR_COEF = 20 * BPS;\n uint256 constant DIR_TOX_COEF = 100 * BPS;\n uint256 constant STALE_DIR_COEF = 6850 * BPS;\n uint256 constant SIGMA_TOX_COEF = 500 * BPS;\n uint256 constant TAIL_KNEE = 750 * BPS;\n uint256 constant TAIL_SLOPE = 850000000000000000;\n\n function afterInitialize(uint256 initialX, uint256 initialY) external override returns (uint256, uint256) {\n slots[0] = BASE_FEE; slots[1] = BASE_FEE; slots[2] = 0; slots[3] = WAD; slots[4] = 0;\n slots[5] = initialX > 0 ? wdiv(initialY, initialX) : 100 * WAD;\n slots[6] = 950000000000000; slots[7] = 800000000000000000; slots[8] = 2000000000000000;\n slots[9] = 0; slots[10] = 0;\n return (BASE_FEE, BASE_FEE);\n }\n\n function afterSwap(TradeInfo calldata trade) external override returns (uint256, uint256) {\n uint256 prevBidFee = slots[0]; uint256 prevAskFee = slots[1]; uint256 lastTs = slots[2];\n uint256 dirState = slots[3]; uint256 actEma = slots[4]; uint256 pHat = slots[5];\n uint256 sigmaHat = slots[6]; uint256 lambdaHat = slots[7]; uint256 sizeHat = slots[8];\n uint256 toxEma = slots[9]; uint256 stepTradeCount = slots[10];\n\n bool isNewStep = trade.timestamp > lastTs;\n if (isNewStep) {\n uint256 elapsedRaw = trade.timestamp - lastTs;\n uint256 elapsed = elapsedRaw > ELAPSED_CAP ? ELAPSED_CAP : elapsedRaw;\n dirState = _decayCentered(dirState, DIR_DECAY, elapsed);\n actEma = wmul(actEma, _powWad(ACT_DECAY, elapsed));\n sizeHat = wmul(sizeHat, _powWad(SIZE_DECAY, elapsed));\n toxEma = wmul(toxEma, _powWad(TOX_DECAY, elapsed));\n if (stepTradeCount > 0 && elapsedRaw > 0) {\n uint256 lambdaInst = (stepTradeCount * WAD) / elapsedRaw;\n if (lambdaInst > LAMBDA_CAP) lambdaInst = LAMBDA_CAP;\n lambdaHat = wmul(lambdaHat, LAMBDA_DECAY) + wmul(lambdaInst, WAD - LAMBDA_DECAY);\n }\n stepTradeCount = 0;\n }\n\n bool firstInStep = stepTradeCount == 0;\n uint256 spot = trade.reserveX > 0 ? wdiv(trade.reserveY, trade.reserveX) : pHat;\n if (pHat == 0) pHat = spot;\n\n uint256 feeUsed = trade.isBuy ? prevBidFee : prevAskFee;\n uint256 gamma = feeUsed < WAD ? WAD - feeUsed : 0;\n uint256 pImplied;\n if (gamma == 0) { pImplied = spot; }\n else { pImplied = trade.isBuy ? wmul(spot, gamma) : wdiv(spot, gamma); }\n\n {\n uint256 ret = pHat > 0 ? wdiv(absDiff(pImplied, pHat), pHat) : 0;\n uint256 alpha = firstInStep ? PHAT_ALPHA : PHAT_ALPHA_RETAIL;\n uint256 adaptiveGate = wmul(sigmaHat, GATE_SIGMA_MULT);\n if (adaptiveGate < MIN_GATE) adaptiveGate = MIN_GATE;\n if (ret <= adaptiveGate) { pHat = wmul(pHat, WAD - alpha) + wmul(pImplied, alpha); }\n if (firstInStep) {\n if (ret > RET_CAP) ret = RET_CAP;\n sigmaHat = wmul(sigmaHat, SIGMA_DECAY) + wmul(ret, WAD - SIGMA_DECAY);\n }\n }\n\n if(!firstInStep&&feeUsed>30*BPS&&gamma>0){uint256 nS=trade.isBuy?wdiv(wmul(spot,gamma),WAD-30*BPS):wdiv(wmul(spot,WAD-30*BPS),gamma);pHat=wmul(pHat,9*WAD/10)+wmul(nS,WAD/10);}\n\n uint256 tradeRatio = trade.reserveY > 0 ? wdiv(trade.amountY, trade.reserveY) : 0;\n if (tradeRatio > TRADE_RATIO_CAP) tradeRatio = TRADE_RATIO_CAP;\n\n if (tradeRatio > SIGNAL_THRESHOLD) {\n uint256 push = tradeRatio * DIR_IMPACT_MULT;\n if (push > WAD / 4) push = WAD / 4;\n if (trade.isBuy) {\n dirState = dirState + push;\n if (dirState > 2 * WAD) dirState = 2 * WAD;\n } else {\n dirState = dirState > push ? dirState - push : 0;\n }\n actEma = wmul(actEma, ACT_BLEND_DECAY) + wmul(tradeRatio, WAD - ACT_BLEND_DECAY);\n sizeHat = wmul(sizeHat, SIZE_BLEND_DECAY) + wmul(tradeRatio, WAD - SIZE_BLEND_DECAY);\n if (sizeHat > WAD) sizeHat = WAD;\n }\n\n uint256 tox = pHat > 0 ? wdiv(absDiff(spot, pHat), pHat) : 0;\n if (tox > TOX_CAP) tox = TOX_CAP;\n toxEma = wmul(toxEma, TOX_BLEND_DECAY) + wmul(tox, WAD - TOX_BLEND_DECAY);\n uint256 toxSignal = toxEma;\n\n stepTradeCount = stepTradeCount + 1;\n if (stepTradeCount > STEP_COUNT_CAP) stepTradeCount = STEP_COUNT_CAP;\n\n uint256 flowSize = wmul(lambdaHat, sizeHat);\n uint256 fBase = BASE_FEE + wmul(SIGMA_COEF, sigmaHat) + wmul(LAMBDA_COEF, lambdaHat) + wmul(FLOW_SIZE_COEF, flowSize);\n uint256 fMid = fBase + wmul(TOX_COEF, toxSignal) + wmul(TOX_QUAD_COEF, wmul(toxSignal, toxSignal)) + wmul(ACT_COEF, actEma);\n fMid = fMid + wmul(SIGMA_TOX_COEF, wmul(sigmaHat, toxSignal));\n\n uint256 dirDev; bool sellPressure;\n if (dirState >= WAD) { dirDev = dirState - WAD; sellPressure = true; }\n else { dirDev = WAD - dirState; sellPressure = false; }\n\n uint256 skew = wmul(DIR_COEF, dirDev) + wmul(DIR_TOX_COEF, wmul(dirDev, toxSignal));\n uint256 bidFee; uint256 askFee;\n if (sellPressure) {\n bidFee = fMid + skew;\n askFee = fMid > skew ? fMid - skew : 0;\n } else {\n askFee = fMid + skew;\n bidFee = fMid > skew ? fMid - skew : 0;\n }\n\n {\n uint256 staleShift = wmul(STALE_DIR_COEF, toxSignal);\n uint256 attractShift = wmul(staleShift, STALE_ATTRACT_FRAC);\n if (spot >= pHat) {\n bidFee = bidFee + staleShift;\n askFee = askFee > attractShift ? askFee - attractShift : 0;\n } else {\n askFee = askFee + staleShift;\n bidFee = bidFee > attractShift ? bidFee - attractShift : 0;\n }\n }\n\n {\n bool tradeAligned = (trade.isBuy && spot >= pHat) || (!trade.isBuy && spot < pHat);\n if (tradeAligned) {\n uint256 tradeBoost = wmul(TRADE_TOX_BOOST, tradeRatio);\n if (trade.isBuy) { bidFee = bidFee + tradeBoost; }\n else { askFee = askFee + tradeBoost; }\n }\n }\n\n bidFee = clampFee(_compressTail(bidFee));\n askFee = clampFee(_compressTail(askFee));\n\n slots[0] = bidFee; slots[1] = askFee; slots[2] = trade.timestamp;\n slots[3] = dirState; slots[4] = actEma; slots[5] = pHat;\n slots[6] = sigmaHat; slots[7] = lambdaHat; slots[8] = sizeHat;\n slots[9] = toxEma; slots[10] = stepTradeCount;\n\n return (bidFee, askFee);\n }\n\n function _compressTail(uint256 fee) internal pure returns (uint256) {\n if (fee <= TAIL_KNEE) return fee;\n return TAIL_KNEE + wmul(fee - TAIL_KNEE, TAIL_SLOPE);\n }\n\n function _powWad(uint256 factor, uint256 exp) internal pure returns (uint256 result) {\n result = WAD;\n while (exp > 0) {\n if (exp & 1 == 1) result = wmul(result, factor);\n factor = wmul(factor, factor);\n exp >>= 1;\n }\n }\n\n function _decayCentered(uint256 centered, uint256 decayFactor, uint256 elapsed) internal pure returns (uint256) {\n uint256 mul = _powWad(decayFactor, elapsed);\n if (centered >= WAD) { return WAD + wmul(centered - WAD, mul); }\n uint256 below = wmul(WAD - centered, mul);\n return below < WAD ? WAD - below : 0;\n }\n\n function getName() external pure override returns (string memory) { return \"no_cubic\"; }\n}\n", "code_sha256": "11eb2a5bbf70351d3560e029a230f31ab6bc91b53ed39415874a54324e4ec79c", "delta": { "reference": "NP", "edits": [ "TAIL_KNEE: 600 -> 750 bps", "Replace TAIL_SLOPE_PROTECT=0.93 and TAIL_SLOPE_ATTRACT=0.85 with TAIL_SLOPE=0.85", "Remove sellPressure branch at final compression; apply shared _compressTail to bid and ask.", "Remove slope argument from compression helper; read shared constant instead." ], "other_logic": "Unchanged, including the requester-specified NP price blend. No new loops or storage; slots 0..10 only. Inherited bounded elapsed-power loop retained from CH." }, "score": { "seed_start": 0, "n": 1000, "mean_edge": 526.04445597143, "se": 2.791406977853335 }, "paired": { "reference": "NP", "seed_start": 800000, "n_covered": 2000, "chunks": [ { "seed_start": 800000, "n": 500 }, { "seed_start": 800500, "n": 500 }, { "seed_start": 801000, "n": 500 }, { "seed_start": 801500, "n": 500 } ], "n": 2000, "mean_diff": 0.016400727364654245, "se": 0.00719329426514523, "worst": [ { "seed": 800043, "diff": -4.363336502510833 }, { "seed": 800915, "diff": -4.094636795204451 }, { "seed": 801417, "diff": -4.016425897219506 }, { "seed": 800581, "diff": -3.7453237998549866 }, { "seed": 801425, "diff": -2.7054170564164224 } ] }, "seconds_per_simulation": 0.05085178284732446, "validate_ok": true, "blocked": null, "citations": [ { "url": "https://raw.githubusercontent.com/ChengHua926/amm-challenge/d34a5199c59a4c44d5336a25f1436b4ae1f21104/contracts/src/Strategy.sol", "supports": "CH source and original tail constants; NP patch supplied in the task" }, { "url": "https://raw.githubusercontent.com/benedictbrady/amm-challenge/6b6921f8d463314aa7c96234e1be25a25245f704/amm_competition/competition/match.py", "supports": "Parameter draws in size, rate, sigma order; same-seed paired configuration" }, { "url": "https://raw.githubusercontent.com/benedictbrady/amm-challenge/6b6921f8d463314aa7c96234e1be25a25245f704/amm_competition/competition/config.py", "supports": "Canonical simulation parameters and randomization ranges" }, { "url": "https://raw.githubusercontent.com/benedictbrady/amm-challenge/6b6921f8d463314aa7c96234e1be25a25245f704/amm_sim_rs/src/evm/strategy.rs", "supports": "250000 gas per initialization/swap enforced by Rust engine" }, { "url": "https://raw.githubusercontent.com/benedictbrady/amm-challenge/6b6921f8d463314aa7c96234e1be25a25245f704/amm_sim_rs/src/simulation/engine.rs", "supports": "Price seed=seed, retail seed=seed+1" }, { "url": "https://raw.githubusercontent.com/jiayaoqijia/amm-challenge-yq/main/README.md", "supports": "Public write-up describes asymmetric tail compression; contextual only, its reported scores were not used as measurements here" } ], "measurement": { "provenance": "All numerical results generated locally with the pinned simulator; no external scores substituted.", "reference": "Each strategy separately competes against VanillaStrategy at fixed 30 bps; paired difference is candidate edge minus NP edge for the same seed, not a direct candidate-vs-NP pool match.", "tuning_seed_start": 30000, "tuning_n_per_cell": 2000, "tuning_seed_end_inclusive": 31999, "selection": "Highest paired mean across all 16 cells, before fresh evaluation", "frozen_variant": "s85k750", "holdout_evaluations": 1, "forbidden_seeds_used": false, "uncertainty": "Sample standard deviation with ddof=1 divided by sqrt(n). Score SE is across individual simulation edges; paired SE is across per-seed differences.", "workers": 8, "n_steps": 10000, "total_simulations": 43000, "total_batch_seconds": 2186.626662434952, "timing_scope": "Wall time inside run_batch calls plus chunk bookkeeping, excluding compilation/setup", "reproduction": { "CH": { "seed_start": 0, "n": 1000, "mean_edge": 525.5258821780834, "se": 2.7894264590251843, "code_sha256": "6dd68f77a70900319460215374143dbd5d924198450a46d9f5f91f6b1e3d35c3" }, "NP": { "seed_start": 0, "n": 1000, "mean_edge": 526.0337302497852, "se": 2.7912248204542776, "code_sha256": "e93f6ea4b83679b7d7122532fde450fbf89a7f6e000fa79b91d0c194f88ae3f3" } } }, "promotion": { "promoted": true, "criterion": "fresh mean_diff > 2 * fresh se", "reference_code_sha256": "e93f6ea4b83679b7d7122532fde450fbf89a7f6e000fa79b91d0c194f88ae3f3", "recommended_code_sha256": "11eb2a5bbf70351d3560e029a230f31ab6bc91b53ed39415874a54324e4ec79c", "ranked_promotions": [ { "rank": 1, "variant": "s85k750", "code_sha256": "11eb2a5bbf70351d3560e029a230f31ab6bc91b53ed39415874a54324e4ec79c", "mean_diff": 0.016400727364654245, "se": 0.00719329426514523 } ] }, "validation": { "command": "amm-match validate scratch/frozen.sol", "output": "Validating strategy...\nCompiling strategy...\nStrategy 'no_cubic' validated successfully!", "setup": "Requested scratch/setup.sh ran once successfully; starter validated.", "limitations": "No claim of reaching first place. Fresh holdout was measured only once; grid selection uses tuning seeds only. Starter comparison reuses the already frozen candidate fresh-seed edges; it did not influence selection or promotion." }, "paired_starter": { "reference": "StarterStrategy (fixed 50 bps)", "seed_start": 800000, "n": 2000, "mean_diff": 155.33204592378831, "se": 0.8959320856280012, "worst": [ { "seed": 800045, "diff": 71.39512105808362 }, { "seed": 801401, "diff": 76.53136454435653 }, { "seed": 800923, "diff": 76.58738686198382 }, { "seed": 801990, "diff": 81.32196926107446 }, { "seed": 800619, "diff": 81.63728872310594 } ], "reference_code_sha256": "8f2cea337f6736105f58c6758da6c3ebf002951d34492bcd5b7101bef2d1e7f3", "reference_mean_edge": 366.7691936940682, "candidate_reused": true } }