{"key":"f6-retreat-both-sides","mechanism":"On an initial rival spread of 1 or 4, detect a one-tick retreat (best bid falls one tick or best ask rises one tick) relative to the prior callback; cancel all own orders and submit nothing for one callback only when the retreated side has no own orders.","spreads_acted":[1,4],"approach":"Latch s from the rival best bid/ask on the first callback. Track those rival quotes across callbacks. On a qualifying one-tick retreat, the selected overlay returns CancelAll() if there are no own BUY orders for a bid retreat or no own SELL orders for an ask retreat; otherwise it returns MA actions unchanged.","tried":"Screened one_callback, two_callbacks, and empty_retreated_side on paired tuning seeds 340200..340399. Selection used pooled mean paired difference on s=1 and s=4.","next":"Do not promote based on this screen: all three variants had negative mean paired difference on the target spreads. Consider a mechanism that discriminates genuine informative retreats before canceling.","overlay_code":"\n\nfrom orderbook_pm_challenge.types import CancelAll\n\n_IncumbentStrategy = Strategy\nclass Strategy(_IncumbentStrategy):\n    RETREAT_CALLBACKS = 1\n    REQUIRE_EMPTY_RETREATED_SIDE = True\n\n    def __init__(self):\n        super().__init__()\n        self._retreat_prev_bid = None\n        self._retreat_prev_ask = None\n        self._retreat_spread = None\n        self._retreat_remaining = 0\n\n    def on_step(self, state):\n        actions = super().on_step(state)\n        bid = state.competitor_best_bid_ticks\n        ask = state.competitor_best_ask_ticks\n        if self._retreat_spread is None and bid is not None and ask is not None:\n            self._retreat_spread = max(1, (ask - bid + 1) // 2)\n\n        target = self._retreat_spread in (1, 4)\n        bid_retreat = (bid is not None and self._retreat_prev_bid is not None\n                       and bid == self._retreat_prev_bid - 1)\n        ask_retreat = (ask is not None and self._retreat_prev_ask is not None\n                       and ask == self._retreat_prev_ask + 1)\n        trigger = bid_retreat or ask_retreat\n        if self.REQUIRE_EMPTY_RETREATED_SIDE and trigger:\n            empty_bid = bid_retreat and not any(o.side.value == \"BUY\" for o in state.own_orders)\n            empty_ask = ask_retreat and not any(o.side.value == \"SELL\" for o in state.own_orders)\n            trigger = empty_bid or empty_ask\n\n        if bid is not None:\n            self._retreat_prev_bid = bid\n        if ask is not None:\n            self._retreat_prev_ask = ask\n\n        if not target:\n            self._retreat_remaining = 0\n            return actions\n        if trigger:\n            self._retreat_remaining = max(self._retreat_remaining, self.RETREAT_CALLBACKS)\n        if self._retreat_remaining > 0:\n            self._retreat_remaining -= 1\n            return [CancelAll()]\n        return 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is operationalized as a one-tick move away from the midpoint: bid down or ask up, relative to the preceding callback. The empty-side variant qualifies independently by retreating side. All holdout seed pairs completed without failures."}