{
  "config": {
    "stack": "B + S + N + L",
    "tuning": false,
    "simulator_commit": "6b6921f8d463314aa7c96234e1be25a25245f704",
    "seed_start": 2910000,
    "seed_end": 2911999,
    "n_steps": 10000,
    "workers": 8,
    "batch_size": 20,
    "opponent": "compiled VanillaStrategy.sol, separate run_batch per strategy",
    "draws": "default_rng(seed): size uniform(19,21), rate uniform(.6,1), sigma uniform(.000882,.001008); price seed=seed, retail seed=seed+1",
    "initial_price": 100,
    "initial_x": 100,
    "initial_y": 10000,
    "gbm_mu": 0,
    "gbm_dt": 1,
    "retail_size_sigma": 1.2,
    "retail_buy_prob": 0.5,
    "solc": "0.8.24; optimizer 200; viaIR; Paris",
    "L": "Only slow-path ternary retail alpha is 30000000000000000; fast later alpha remains PHAT_ALPHA_RETAIL=60000000000000000; same-direction second-print override remains 0.12",
    "N": {
      "MIX_M": 625000000000000000,
      "MIX_E_SIXTEENTHS": 2,
      "pHat": "slow; after tail compression"
    },
    "S": {
      "slot": 16,
      "g": "min(elapsed-1,4)",
      "w": "1-(1-0.075)^g",
      "c": "(s*(1-prevBid)+s/(1-prevAsk))/2",
      "slow_alpha_gate_scale": "1-0.30*w",
      "scope": "first print after >=1 silent step, before slow update; fast path unchanged"
    },
    "calibration": {
      "CH": {
        "n": 1000,
        "mean": 525.5258821780834,
        "seconds_per_sim": 0.10324477872624993
      },
      "NP2": {
        "n": 1000,
        "mean": 526.1155722459862,
        "seconds_per_sim": 0.10692734234780073
      }
    },
    "requested_n": 2000,
    "means": {
      "cand": 59.20172151515241,
      "NP2": 525.3302087034427,
      "B": 525.7915698914156
    },
    "validation": {
      "amm_match_validate": "passed",
      "targeted_EVM_checks": {
        "silence_cases": 8,
        "both_recenter_directions": true,
        "silence_gap_cap": true,
        "saved_spot": true,
        "fee_bounds": true,
        "separate_slow_fast_retail_alphas": true
      }
    },
    "runtime_diagnostic": {
      "status": "failed gas reliability; do not promote",
      "confirmation_engine": "unmodified pinned Rust engine",
      "diagnostic_seeds": "10000..10019, after confirmation; no code or parameter changes",
      "instrumentation": "Added error reporting only to disposable Rust CFMM update_fees; logged first 10 failures",
      "error": "OutOfGas in afterSwap under 250000 gas limit",
      "effect": "Pinned Rust CFMM keeps current fees when afterSwap fails",
      "validation_limitation": "amm-match validate and targeted Python EVM checks passed, but did not detect these Rust execution failures"
    }
  },
  "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 MIX_M = 625000000000000000;\n    uint256 constant MIX_E_SIXTEENTHS = 2;\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 PHAT_ALPHA_SAME = 120000000000000000;\n    uint256 constant REVERT_U = 0;\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 = 600 * BPS;\n    uint256 constant TAIL_SLOPE_PROTECT = 930000000000000000;\n    uint256 constant TAIL_SLOPE_ATTRACT = 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[13] = 902500000000; slots[14] = slots[5]; slots[15] = 0; slots[9] = 0; slots[10] = 0; slots[11] = 0; slots[12] = 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        uint256 sigmaForFast = sigmaHat;\n        uint256 fastHat = slots[14];\n        uint256 uncertainty = slots[13];\n        uint256 silent = trade.timestamp > lastTs ? trade.timestamp - lastTs : 0;\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            uncertainty += wmul(sigmaForFast, sigmaForFast) * elapsedRaw;\n            if (uncertainty > 100000000000000) uncertainty = 100000000000000;\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        // Silence recentering uses the previous post-trade spot and the quote\n        // that remained in force during the silent steps. Only slow pHat changes.\n        uint256 silenceScale = WAD;\n        if (firstInStep && silent > 1) {\n            uint256 g = silent - 1;\n            if (g > 4) g = 4;\n            uint256 w = WAD - _powWad(925000000000000000, g);\n            uint256 s = slots[16] > 0 ? slots[16] : pHat;\n            uint256 c = (wmul(s, WAD - prevBidFee) + wdiv(s, WAD - prevAskFee)) / 2;\n            if (c >= pHat) pHat += wmul(w, c - pHat);\n            else pHat -= wmul(w, pHat - c);\n            silenceScale = WAD - wmul(300000000000000000, w);\n        }\n\n        {\n            uint256 ret = pHat > 0 ? wdiv(absDiff(pImplied, pHat), pHat) : 0;\n            uint256 alpha = firstInStep ? PHAT_ALPHA : 30000000000000000;\n            uint256 prePhat = pHat;\n            bool secondPrint = !firstInStep && stepTradeCount == 1;\n            bool sameDir = false; bool oppDir = false;\n            if (secondPrint) {\n                bool up2 = pImplied >= pHat;\n                uint256 d1 = slots[12];\n                if (d1 != 0) { sameDir = (d1 == 1) == up2; oppDir = !sameDir; }\n                if (sameDir) alpha = PHAT_ALPHA_SAME;\n            }\n            if (firstInStep) { slots[11] = pHat; slots[12] = pImplied >= pHat ? 1 : 2; }\n            uint256 adaptiveGate = wmul(sigmaHat, GATE_SIGMA_MULT);\n            if (adaptiveGate < MIN_GATE) adaptiveGate = MIN_GATE;\n            alpha = wmul(alpha, silenceScale);\n            adaptiveGate = wmul(adaptiveGate, silenceScale);\n            if (ret <= adaptiveGate) { pHat = wmul(pHat, WAD - alpha) + wmul(pImplied, alpha); }\n            if (oppDir && REVERT_U > 0) {\n                uint256 pre = slots[11];\n                if (pre > pHat) pHat = pHat + wmul(pre - pHat, REVERT_U);\n                else pHat = pHat - wmul(pHat - pre, REVERT_U);\n            }\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        // Interior retail routing equalizes fee-adjusted marginal prices.\n        // Subsequent trades in a step cannot be the initial arbitrage trade.\n        if (!firstInStep && feeUsed > 30 * BPS && gamma > 0) {\n            uint256 normalSpot = trade.isBuy\n                ? wdiv(wmul(spot, gamma), WAD - 30 * BPS)\n                : wdiv(wmul(spot, WAD - 30 * BPS), gamma);\n            pHat = wmul(pHat, 90 * WAD / 100) + wmul(normalSpot, 10 * WAD / 100);\n        }\n\n        {\n            uint256 ret = fastHat > 0 ? wdiv(absDiff(pImplied, fastHat), fastHat) : 0;\n            uint256 alpha;\n            if (firstInStep) {\n                uint256 processSigma = sigmaForFast;\n                uint256 obsVar = uncertainty + wmul(processSigma, processSigma);\n                uint256 probArb;\n                uint256 z2 = wdiv(wmul(ret, ret), obsVar);\n                uint256 density = _powWad(wdiv(WAD, WAD + z2 / 16), 8);\n                uint256 sigmaObs = sqrt(obsVar * WAD);\n                uint256 odds = wmul(density, wdiv(6700000000000000, sigmaObs));\n                bool arbFlag = ret <= wmul(sigmaForFast, 1220000000000000000);\n                uint256 prior = arbFlag ? 650000000000000000 : 400000000000000000;\n                uint256 tr = trade.reserveY > 0 ? wdiv(trade.amountY, trade.reserveY) : 0;\n                if (tr > 3000000000000000) prior = wmul(prior, 6 * WAD / 10);\n                if (silent > 1) prior = wmul(prior, 8 * WAD / 10);\n                odds = wmul(odds, wdiv(prior, WAD - prior));\n                probArb = wdiv(odds, WAD + odds);\n                alpha = wmul(probArb, 600000000000000000) + wmul(WAD - probArb, 80000000000000000);\n                slots[15] = pImplied >= fastHat ? 1 : 2;\n                uncertainty = wmul(uncertainty, WAD - alpha);\n            } else {\n                if ((slots[15] == 1) == (pImplied >= fastHat)) alpha = PHAT_ALPHA_RETAIL;\n            }\n            uint256 gate = wmul(sigmaHat, GATE_SIGMA_MULT);\n            if (gate < MIN_GATE) gate = MIN_GATE;\n            if (ret <= gate) fastHat = wmul(fastHat, WAD - alpha) + wmul(pImplied, alpha);\n            slots[13] = uncertainty;\n        }\n\n        if (!firstInStep && feeUsed > 30 * BPS && gamma > 0) {\n            uint256 normalObs = trade.isBuy\n                ? wdiv(wmul(spot, gamma), WAD - 30 * BPS)\n                : wdiv(wmul(spot, WAD - 30 * BPS), gamma);\n            if ((slots[15] == 1) == (normalObs >= fastHat)) {\n                fastHat = wmul(fastHat, 9 * WAD / 10) + wmul(normalObs, WAD / 10);\n            }\n        }\n        slots[14] = fastHat;\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 staleHat = wmul(pHat, 700000000000000000) + wmul(fastHat, 300000000000000000);\n            uint256 staleTox = wdiv(absDiff(spot, staleHat), staleHat);\n            if (staleTox > TOX_CAP) staleTox = TOX_CAP;\n            uint256 staleShift = wmul(STALE_DIR_COEF, staleTox);\n            uint256 attractShift = wmul(staleShift, STALE_ATTRACT_FRAC);\n            if (spot >= staleHat) {\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        if (sellPressure) {\n            bidFee = clampFee(_compressTailWithSlope(bidFee, TAIL_SLOPE_PROTECT));\n            askFee = clampFee(_compressTailWithSlope(askFee, TAIL_SLOPE_ATTRACT));\n        } else {\n            askFee = clampFee(_compressTailWithSlope(askFee, TAIL_SLOPE_PROTECT));\n            bidFee = clampFee(_compressTailWithSlope(bidFee, TAIL_SLOPE_ATTRACT));\n        }\n\n        // Mix the next retail quote with a defence against next-step arbitrage.\n        // The first observed print is our existing proxy for the step's arb;\n        // after it, k counts the subsequent observed retail prints.\n        {\n            uint256 q = _nextRetailProbability(lambdaHat, stepTradeCount - 1);\n            uint256 weight = _mixWeight(q);\n            uint256 defence = clampFee(_absLogRatio(spot, pHat) + wmul(MIX_M, sigmaHat));\n            if (spot >= pHat) {\n                bidFee = wmul(weight, bidFee) + wmul(WAD - weight, defence);\n            } else {\n                askFee = wmul(weight, askFee) + wmul(WAD - weight, defence);\n            }\n        }\n\n        slots[16] = spot;\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    // Poisson survival ratio P(N > k) / P(N >= k). Dividing both\n    // tails by P(N=k) avoids cancellation for large k. For k=0 this\n    // is exactly 1-exp(-lambda), up to fixed-point/series rounding.\n    function _nextRetailProbability(uint256 lambda, uint256 k) internal pure returns (uint256) {\n        uint256 term = WAD;\n        uint256 tail;\n        for (uint256 j = 1; j <= 24; ++j) {\n            term = wmul(term, lambda) / (k + j);\n            tail += term;\n            if (term == 0) break;\n        }\n        return wdiv(tail, WAD + tail);\n    }\n\n    // e is an exact multiple of 1/16. Successive square roots implement\n    // the fractional bits without an external fixed-point math library.\n    function _mixWeight(uint256 q) internal pure returns (uint256 weight) {\n        weight = _powWad(q, MIX_E_SIXTEENTHS / 16);\n        uint256 fraction = MIX_E_SIXTEENTHS % 16;\n        uint256 root = q;\n        for (uint256 bit = 8; bit > 0 && fraction > 0; bit >>= 1) {\n            root = sqrt(root * WAD);\n            if ((fraction & bit) != 0) {\n                weight = wmul(weight, root);\n                fraction -= bit;\n            }\n        }\n    }\n\n    // 2*atanh((a-b)/(a+b)) = abs(ln(a/b)). Once z >= .05,\n    // the logarithm exceeds the 10% fee cap. In the remaining domain\n    // five positive terms give <1e-15 absolute truncation error.\n    function _absLogRatio(uint256 a, uint256 b) internal pure returns (uint256) {\n        if (a == b) return 0;\n        if (a == 0 || b == 0) return MAX_FEE;\n        uint256 z = wdiv(absDiff(a, b), a + b);\n        if (z >= WAD / 20) return MAX_FEE;\n        uint256 z2 = wmul(z, z);\n        uint256 power = z;\n        uint256 series = z;\n        for (uint256 j = 3; j <= 9; j += 2) {\n            power = wmul(power, z2);\n            series += power / j;\n        }\n        return 2 * series;\n    }\n\n    function _compressTailWithSlope(uint256 fee, uint256 slope) internal pure returns (uint256) {\n        if (fee <= TAIL_KNEE) return fee;\n        return TAIL_KNEE + wmul(fee - TAIL_KNEE, 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",
  "sha256": "98960702297d1dee678897a227c0fa75abf1607a17cce0593e3fb9b9dfc75f3b",
  "b_sha256": "218426004abed3b6cb69f4ef133fea8e4789ddbeae37bd11e94e5ffc5f2a77cb",
  "paired_np2": {
    "n": 2000,
    "mean_diff": -466.1284871882904,
    "se": 1.7968205549827052,
    "worst": [
      {
        "seed": 2910026,
        "candidate_edge": 76.8218385303304,
        "np2_edge": 858.809077669366,
        "diff": -781.9872391390356
      },
      {
        "seed": 2910995,
        "candidate_edge": 84.88250884274112,
        "np2_edge": 829.5190021734844,
        "diff": -744.6364933307433
      },
      {
        "seed": 2910155,
        "candidate_edge": 74.45292604338346,
        "np2_edge": 815.3963715208151,
        "diff": -740.9434454774316
      },
      {
        "seed": 2911628,
        "candidate_edge": 60.52877673036539,
        "np2_edge": 798.6898759677316,
        "diff": -738.1610992373662
      },
      {
        "seed": 2910331,
        "candidate_edge": 79.93354838974031,
        "np2_edge": 810.3685910794397,
        "diff": -730.4350426896995
      }
    ]
  },
  "paired_b": {
    "n": 2000,
    "mean_diff": -466.5898483762632,
    "se": 1.7984905362784227
  },
  "seconds_per_sim": {
    "cand": 0.5505005405712873,
    "NP2": 0.10750763219967484,
    "B": 0.1584253857564181
  },
  "blocked": null,
  "notes": [
    "FAILED STACK: full-stack Solidity passes amm-match validate but incurs afterSwap OutOfGas errors in the Rust engine. The very large measured losses include fallback to previous quotes; these are not evidence that successfully executed stack logic loses this much. Do not promote.",
    "B and reconstructed NP2 match the requester-specified full hashes.",
    "S was reimplemented from the requester text; no silence-a artifact was read. Signed recentering uses branch-safe unsigned arithmetic. Spot is saved after each observed swap; before the first swap, the initial pHat is its fallback.",
    "An initial eager slot-16 initialization exceeded the 250000 initialization gas cap. Lazy initialization avoids that write; amm-match validate subsequently passed.",
    "All performance values, when present, are local paired simulation measurements, not a live leaderboard claim.",
    "Used permitted 2000-seed fallback: at least one strategy exceeded 0.2 wall seconds per simulation in the first required 20-seed batch. No seeds were rerun.",
    "Measured exactly once per strategy on seeds 2910000..2911999; 100 batches of 20 seeds for each of candidate, NP2 and B. Sample SE uses ddof=1. No confirmation seeds were used for tuning.",
    "Execution and checks used a disposable simulator checkout. Delivered Solidity needs only the pinned simulator AMMStrategyBase.sol and IAMMStrategy.sol; no new runtime dependencies.",
    "No gas optimization, mechanism tuning, or confirmation rerun was performed after seeing the losses. The candidate hash and all three measured confirmation arrays remain unchanged. blocked=null means setup and the requested measurement completed, not that runtime reliability passed."
  ]
}
