{"key":"d5-diag-retreat","what":{"measurement":"Rival retreats as a sweep signal; N unchanged.","incumbent_sha256":"bf0d179f3e47d28819f6fa7e0d25548c2ced43374c216d36460b00a26a26ffae","columns":["count","count_per_run","p_move_ge_1tick_count","p_move_ge_1tick_share","p_move_ge_3tick_count","p_move_ge_3tick_share","inward_3step_eligible_count","inward_3step_count","inward_3step_share","arb_same_total","arb_same_per_event","arb_same_per_run","arb_other_total","arb_other_per_event","arb_other_per_run","retail_same_total","retail_same_per_event","retail_same_per_run"],"definitions":"Rows are arrays in columns order. bid=BUY; ask=SELL. Quote retreat: consecutive pre-action callbacks, bid down/ask up, or finite to None. Evaluate trading step following observed retreat (callback t detects depletion in t-1; response fills and probability change occur in t). Direction down for bid/up for ask; tick=0.01. own_fill_2: any N fill on same side at t-1 or t-2, arbitrage or retail. Inward: any quote at t+1..t+3 strictly inside quote at t; for vanish, any finite quote. Only full three-step windows enter inward denominator; all events enter other metrics. all_steps uses the same direction and inward tests at every callback, including t=0. Edge is fill quantity times signed true-probability minus fill-price difference, aggregated by aggressor and side, including zeros. Per-run divides by all seeds in spread, including no-event runs. Groups all partition into own_fill_2 and no_own_fill_2; events can overlap in time. null means zero denominator. This is observational, not a causal or candidate comparison.","finding_pooling":"Finding percentages pool bid/ask event counts within each spread; loss/run sums both sides. Per-side counts and values remain below. Figures rounded to 9 decimals; finding to 1 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bid/ask, spreads 1/2/3/4: >=1-tick continuation is 11.3/11.8/11.7/12.1% after one-tick retreats and 20.4/22.0/22.0/22.9% after 2+ ticks, versus 7.2/7.5/7.2/7.1% at all steps. Same-side next-step arb loss after one-tick retreats is 2.40/1.93/1.81/1.04/run; after 2+ ticks 0.01/0.04/0.08/0.04/run. Vanishes have zero >=1-tick continuation. Only 164/140006 retreats lack a recent own fill; this split is weakly identified. Test a brief same-side cooldown after one-tick retreats; larger-retreat suppression offers little same-side loss to save. Observational; no candidate tested.","method":"Seeds 510000..510499, one serial unsandboxed N run each, commands <=50 seeds appending JSONL. Pinned simulator b244530ee2a6247b5f930830eeca9dd950da0e7e; sample_config(ChallengeConfig(), ParameterVariance(), seed), 2000 steps. Read-only subclass hooks capture callback quotes, pre/post true probability and participant fills; original engine, actions, execution and scoring unchanged. Four checks compare entire instrumented SimulationResult with original and supplied rounded edge. No tuning, candidate or finalist seeds. Sources: sources.json; all figures computed locally.","check_values":[{"seed":310000,"total_edge":17.1160017503,"reference":17.116002,"instrumented_equals_original":true},{"seed":310001,"total_edge":20.0171113118,"reference":20.017111,"instrumented_equals_original":true},{"seed":310002,"total_edge":2.3903113616,"reference":2.390311,"instrumented_equals_original":true},{"seed":310003,"total_edge":241.4847522404,"reference":241.484752,"instrumented_equals_original":true}],"python_version":"3.10.12"}
