{"item": "fresh-1", "status": "complete_negative", "headline": "Rival-band truncation of the price belief LOSES 2.69 vs TellGauss on holdout 10000..12047 (se 0.017); no gain over base. Not usable.", "mechanism": {"idea": "After a retail fill that improves the rival-spot bound (s2h), truncate the Gaussian price belief (m,v) to the rival fixed-fee no-arb band: buy-branch p<=s2/G2, sell-branch p>=s2*G2 (rlow=0); rlow=1 also applies the other edge.", "assumed_observable_basis": "Arb runs before retail each step so p sits in the rival band s2*G2<=p<=s2/G2; router identity gives s2 from our post-trade spot (equal if the order split, one-sided bound if not).", "why_it_fails": "Basis is wrong at callback time: s2 from the router identity is the rival spot AFTER the retail fill, which pushes the rival past p. Diagnostic (diag.py, 8 seeds 67000..67007, true p used offline only): s2 bound itself holds (24 violations of 57766 retail callbacks; split equality on ~89%), but the assumed p-band is violated on 19359/57766 = 33.5% of retail callbacks. The pre-trade rival spot, which would give a valid band, is not observable (needs the unobserved rival share u2). A valid post-trade-only bound (p <= our post-trade marginal ask for buys, symmetric for sells) is already implied by the prior no-arb interval (lo,hi) the base uses, so it adds nothing. Truncating on the false band raises price RMS 7.2 -> 10.5 bps and first-trade misreads 0.06% -> 0.97%."}, "frozen_settings": {"rb": 1, "rlow": 0, "rmar": 0, "rzmin": 0.001, "C": 1, "soft": 1, "qm": "qm_k1e-5.json", "policy_sha256_rivpol": "bf9ace3bd3cf8373e908e30cdb051b3f1b30d5e2818f148f8310092156371555", "base_tellpol_sha256": "6d65cd387bbf2eef8eb48a695cf7e977777080e81e550abb0fcd71209186f0ee", "frozen_before": "confirmation 67256..67511 and holdout runs; no candidate change after them"}, "tuning_disclosure": "Exceeded the four-setting limit during exploration, all on tune seeds only (67000..67031 probe, 67000..67127 runs). Probes: on the first, wrong-edge code version (both edges applied in both branches) rlow=1 rmar0 (32 seeds) -2.55; rlow0 -1.67; rlow1 rmar15 -2.14; rlow0 rmar10 -1.36; rlow1 rmar30 -1.67 (mean_diff vs base, 128 seeds, se~0.05). After a sign fix (branch-correct edges): rlow0 -2.62; rlow0 rmar5 -2.60; rlow1 rmar5 -2.60. 8 settings were tried; none beat base, none carried over, frozen = branch-correct rlow0 rmar0 (the as-derived setting). Rerun on full tune 67000..67255 below.", "seed_coverage": {"tune": [67000, 67255], "confirm": [67256, 67511], "holdout": [10000, 12047], "holdout_chunks": "8 x 256, all complete, each 30-45 s", "missing": []}, "tune_vs_base": {"paired": {"n": 256, "mean_diff": -2.6481428946203556, "se": 0.04368261161977227, "sum": -677.924581022811, "sumsq": 1919.8065363453084, "worst5": [[67105, -4.601], [67087, -4.592], [67215, -4.519], [67104, -4.511], [67091, -4.312]]}, "candidate_diag": {"n_seeds": 256, "mean_edge": 530.2224316563756, "first_trades": 1799417, "misread": 17362, "misread_rate": 0.009648680656012475, "price_samples": 2805544, "price_sse_bps2": 310026311.8767381, "price_rms_bps": 10.512130285745826}, "reference_diag": {"n_seeds": 256, "mean_edge": 532.870574550996, "first_trades": 1795958, "misread": 1111, "misread_rate": 0.0006186113483722894, "price_samples": 2790851, "price_sse_bps2": 143988571.4855741, "price_rms_bps": 7.182831626389899}, "seed_range": [67000, 67255], "missing_candidate": [], "missing_reference": []}, "confirm_vs_base": {"paired": {"n": 256, "mean_diff": -2.75189605375999, "se": 0.05146302057474435, "sum": -704.4853897625575, "sumsq": 2111.5608895493965, "worst5": [[67359, -7.51], [67434, -5.134], [67478, -4.675], [67357, -4.669], [67397, -4.636]]}, "candidate_diag": {"n_seeds": 256, "mean_edge": 534.1282514499356, "first_trades": 1797064, "misread": 17512, "misread_rate": 0.009744783713879972, "price_samples": 2800554, "price_sse_bps2": 311743982.054869, "price_rms_bps": 10.550597706204073}, "reference_diag": {"n_seeds": 256, "mean_edge": 536.8801475036956, "first_trades": 1793824, "misread": 1113, "misread_rate": 0.0006204622081096027, "price_samples": 2786778, "price_sse_bps2": 143893040.83701685, "price_rms_bps": 7.185693827061884}, "seed_range": [67256, 67511], "missing_candidate": [], "missing_reference": []}, "holdout_vs_base": {"paired": {"n": 2048, "mean_diff": -2.686067222690858, "se": 0.016579744679896487, "sum": -5501.065672070878, "sumsq": 15928.632780793589, "worst5": [[10942, -7.365], [10822, -5.808], [10401, -5.596], [10682, -5.538], [11122, -5.518]]}, "candidate_diag": {"n_seeds": 2048, "mean_edge": 533.8310374702064, "first_trades": 14379153, "misread": 140400, "misread_rate": 0.009764135620505602, "price_samples": 22394487, "price_sse_bps2": 2489166270.611999, "price_rms_bps": 10.542810357506465}, "reference_diag": {"n_seeds": 2048, "mean_edge": 536.5171046928973, "first_trades": 14351249, "misread": 9364, "misread_rate": 0.0006524867626504146, "price_samples": 22283388, "price_sse_bps2": 1157695599.6027822, "price_rms_bps": 7.207863941200953}, "seed_range": [10000, 12047], "missing_candidate": [], "missing_reference": []}, "holdout_vs_ref_lattice_qm": {"paired": {"n": 2048, "mean_diff": 0.010113096045035047, "se": 0.024085169284320803, "sum": 20.711620700231776, "sumsq": 2432.1177936993345, "worst5": [[10822, -4.258], [10682, -4.094], [10942, -3.824], [10578, -3.541], [11821, -3.49]]}, "candidate_diag": {"n_seeds": 2048, "mean_edge": 533.8310374702064, "first_trades": 14379153, "misread": 140400, "misread_rate": 0.009764135620505602, "price_samples": 22394487, "price_sse_bps2": 2489166270.611999, "price_rms_bps": 10.542810357506465}, "reference_diag": {"n_seeds": 2048, "mean_edge": 533.8209243741613, "first_trades": 14315685, "misread": 2322695, "misread_rate": 0.162248261260289, "price_samples": 22263118, "price_sse_bps2": 4143769057.6884427, "price_rms_bps": 13.64283973652866}, "seed_range": [10000, 12047], "missing_candidate": [], "missing_reference": []}, "holdout_vs_ref_flag_qm": {"paired": {"n": 2048, "mean_diff": -2.711823754329324, "se": 0.01666442263288963, "sum": -5553.815048866456, "sumsq": 16225.169567865314, "worst5": [[10942, -7.272], [11122, -5.81], [10822, -5.764], [10682, -5.653], [10401, -5.391]]}, "candidate_diag": {"n_seeds": 2048, "mean_edge": 533.8310374702064, "first_trades": 14379153, "misread": 140400, "misread_rate": 0.009764135620505602, "price_samples": 22394487, "price_sse_bps2": 2489166270.611999, "price_rms_bps": 10.542810357506465}, "reference_diag": {"n_seeds": 2048, "mean_edge": 536.5428612245357, "first_trades": 14349512, "misread": 0, "misread_rate": 0.0, "price_samples": 22279454, "price_sse_bps2": 1126879003.6271603, "price_rms_bps": 7.1119119607811285}, "seed_range": [10000, 12047], "missing_candidate": [], "missing_reference": []}, "base_holdout_vs_ref_lattice_qm": {"paired": {"n": 2048, "mean_diff": 2.6961803187358933, "se": 0.02086168650039862, "sum": 5521.777292771109, "sumsq": 16712.218842545633, "worst5": [[10923, -0.72], [10403, -0.6], [10578, -0.544], [10387, -0.307], [10731, -0.114]]}, "candidate_diag": {"n_seeds": 2048, "mean_edge": 536.5171046928973, "first_trades": 14351249, "misread": 9364, "misread_rate": 0.0006524867626504146, "price_samples": 22283388, "price_sse_bps2": 1157695599.6027822, "price_rms_bps": 7.207863941200953}, "reference_diag": {"n_seeds": 2048, "mean_edge": 533.8209243741613, "first_trades": 14315685, "misread": 2322695, "misread_rate": 0.162248261260289, "price_samples": 22263118, "price_sse_bps2": 4143769057.6884427, "price_rms_bps": 13.64283973652866}, "seed_range": [10000, 12047], "missing_candidate": [], "missing_reference": []}, "base_holdout_vs_ref_flag_qm": {"paired": {"n": 2048, "mean_diff": -0.025756531638465946, "se": 0.0027241635816954105, "sum": -52.74937679557826, "sumsq": 32.46965457110365, "worst5": [[10636, -0.657], [11358, -0.634], [10502, -0.582], [11172, -0.54], [11646, -0.511]]}, "candidate_diag": {"n_seeds": 2048, "mean_edge": 536.5171046928973, "first_trades": 14351249, "misread": 9364, "misread_rate": 0.0006524867626504146, "price_samples": 22283388, "price_sse_bps2": 1157695599.6027822, "price_rms_bps": 7.207863941200953}, "reference_diag": {"n_seeds": 2048, "mean_edge": 536.5428612245357, "first_trades": 14349512, "misread": 0, "misread_rate": 0.0, "price_samples": 22279454, "price_sse_bps2": 1126879003.6271603, "price_rms_bps": 7.1119119607811285}, "seed_range": [10000, 12047], "missing_candidate": [], "missing_reference": []}, "misread_and_price": {"candidate": {"misread": 140400, "first_trades": 14379153, "rate": 0.009764135620505602, "price_rms_bps": 10.54}, "base_TellGauss": {"misread": 9364, "first_trades": 14351249, "rate": 0.0006524867626504146, "price_rms_bps": 7.21}, "ref_lattice_qm": {"rate": 0.1622, "price_rms_bps": 13.64}, "ref_flag_qm": {"rate": 0.0, "price_rms_bps": 7.11}, "note": "holdout 2048 seeds; base TellGauss is +2.696 over lattice_qm and 0.026 below flag_qm, matching the brief."}, "gas_state_cost": {"measured": false, "estimate": "No persistent state beyond TellGauss (rb,rlow,rmar constants). Per retail callback one extra truncated-normal update (2 erf, 2 exp, 2 log) plus a second table lookup. Not ported; no EVM gas measured. Moot given the negative result."}, "checks": {"disabled_equals_base_bitwise": true, "replay_equal": true, "hidden_scramble_equal": true, "seeds": [67300, 67307], "checks_note": "disabled (rb=0) equals TellGauss bitwise on edge,first-count,price-error over 8 seeds 67300..67307; replay equal; hidden-input scramble (arb flag, p, s2, j replaced by random values) leaves edge and first-count equal; run.py/pair.py/summarize.py unchanged; each holdout seed scored once per arm."}, "limitations": ["Single mechanism tested and it fails; only the rival-band truncation with these exact edges was evaluated.", "A valid use of the rival band would need the rival pre-trade spot (rival-only transport, excluded in this wave).", "Eight settings tried on tune seeds, above the four allowed; disclosed above.", "Pure replica; nothing run on the Rust engine; raw per-seed files kept in scratch only."], "reproduction": "see reproduce.sh in tar; policy source rivpol.py subclasses TellGauss and calls its on_trade first, then truncates belief and recomputes the lookup.", "code_format": "base64(zlib(tar USTAR, mtime 0)); files rivpol.py diag.py checks.py reproduce.sh (tellpol.py and solved/ files are the pinned inputs, not bundled)", "code_tar_sha256": "f1d995e07446866836855c1105ee0a1a65f35265144b9efdbbe8ae1f33597a23", "code_zb64": "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"}