{"item": "b", "blocked": null, "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 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[3] = WAD; \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]; \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 = uint64(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        // S: infer a no-trade interval center from the last post-trade spot.\n        uint256 silenceScale = WAD;\n        if (firstInStep && silent > 1) {\n            uint256 g = silent - 1;\n            if (g > 1) g = 1;\n            uint256 w = WAD - _powWad(800000000000000000, g);\n            uint256 s = slots[2] >> 64;\n            if (s == 0) s = 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 : PHAT_ALPHA_RETAIL;\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[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 = _isqrt(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                slots[16] = probArb;\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        {\n            uint256 Hh = lambdaHat > 0 ? wdiv(WAD, lambdaHat) : 8 * WAD;\n            if (Hh < WAD) Hh = WAD; if (Hh > 8 * WAD) Hh = 8 * WAD;\n            Hh = _isqrt(Hh * WAD);\n            uint256 mm = firstInStep ? 882497000000000000 : 1662174000000000000;\n            uint256 pa = slots[16];\n            uint256 addP = wmul(mm, wmul(wmul(888000000000000, sigmaHat), wmul(Hh, WAD + wmul(90705000000000000, pa))));\n            uint256 gg = fastHat > 0 ? wdiv(absDiff(spot, fastHat), fastHat) : 0;\n            uint256 subA = wmul(17753000000000002, gg); if (subA > 1085000000000000) subA = 1085000000000000;\n            subA = wmul(mm, subA);\n            uint256 sH = wmul(pHat, 700000000000000000) + wmul(fastHat, 300000000000000000);\n            if (spot >= sH) { bidFee = bidFee + addP; askFee = askFee > subA ? askFee - subA : 0; }\n            else { askFee = askFee + addP; bidFee = bidFee > subA ? bidFee - subA : 0; }\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 (!firstInStep && tradeBoost > 16 * BPS) tradeBoost = 16 * BPS;\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        if (firstInStep) {\n            if (askFee > bidFee && bidFee > 30 * BPS) bidFee = 30 * BPS;\n            else if (bidFee > askFee && askFee > 30 * BPS) askFee = 30 * BPS;\n        }\n\n        if (bidFee > askFee && askFee > 36 * BPS) askFee = 36 * BPS;\n        else if (askFee > bidFee && bidFee > 36 * BPS) bidFee = 36 * BPS;\n\n        slots[0] = bidFee; slots[1] = askFee; slots[2] = (spot << 64) | 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 _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    // Floor square root: bit-length seed and seven Newton steps (all uint256).\n    function _isqrt(uint256 x) internal pure returns (uint256 r) {\n        if (x == 0) return 0;\n        unchecked {\n            uint256 y = x;\n            r = 1;\n            if (y >> 128 != 0) { y >>= 128; r <<= 64; }\n            if (y >> 64 != 0) { y >>= 64; r <<= 32; }\n            if (y >> 32 != 0) { y >>= 32; r <<= 16; }\n            if (y >> 16 != 0) { y >>= 16; r <<= 8; }\n            if (y >> 8 != 0) { y >>= 8; r <<= 4; }\n            if (y >> 4 != 0) { y >>= 4; r <<= 2; }\n            if (y >> 2 != 0) { r <<= 1; }\n            r = (r + x / r) >> 1;\n            r = (r + x / r) >> 1;\n            r = (r + x / r) >> 1;\n            r = (r + x / r) >> 1;\n            r = (r + x / r) >> 1;\n            r = (r + x / r) >> 1;\n            r = (r + x / r) >> 1;\n            uint256 t = x / r;\n            return r < t ? r : t;\n        }\n    }\n\n    function getName() external pure override returns (string memory) { return \"no_cubic\"; }\n}\n", "sha256": "b44c06ce7cd9591d00e8132fc0ce46b0c85f69b55bb824f23513ecd57d2613f7", "params": {"c1": 0.000888, "c2": 0.090705, "c3": 0.017753, "c4_wad_frac": 0.001085, "m_first": 0.882497, "m_later": 1.662174, "e": 0.5}, "evaluations": 24, "log": {"main_search": [{"gen": 0, "params": [0.024726, 0.507939, 0.02902, 0.0, 1.899854, 1.572083, 1.0], "mean_diff": -0.6219, "se": 0.0983, "max_gas": 232958, "oog": 0}, {"gen": 0, "params": [0.039345, 1.110908, 0.018463, 0.001089, 0.844722, 0.835588, 1.0], "mean_diff": -0.5306, "se": 0.0852, "max_gas": 232949, "oog": 0}, {"gen": 0, "params": [0.031374, 0.825601, 0.100897, 0.000296, 1.063414, 0.553863, 1.0], "mean_diff": -0.5142, "se": 0.0647, "max_gas": 232949, "oog": 0}, {"gen": 0, "params": [0.024701, 1.147928, 0.090788, 9.5e-05, 1.39159, 2.0, 0.5], "mean_diff": -0.7865, "se": 0.0947, "max_gas": 233965, "oog": 0}, {"gen": 0, "params": [0.0, 0.0, 0.123109, 0.000664, 1.539171, 1.361215, 1.0], "mean_diff": -0.63, "se": 0.0604, "max_gas": 232974, "oog": 0}, {"gen": 0, "params": [0.027101, 0.77268, 0.125135, 3.5e-05, 0.789071, 1.121469, 1.0], "mean_diff": -0.3456, "se": 0.0605, "max_gas": 232969, "oog": 0}, {"gen": 0, "params": [0.000888, 0.090705, 0.017753, 0.001085, 0.882497, 1.662174, 0.5], "mean_diff": -0.1015, "se": 0.0257, "max_gas": 233945, "oog": 0}, {"gen": 0, "params": [0.048213, 1.67615, 0.0, 0.000677, 1.607879, 1.04396, 1.0], "mean_diff": -2.401, "se": 0.1638, "max_gas": 232749, "oog": 0}, {"gen": 0, "params": [0.079372, 1.105449, 0.038971, 0.000214, 1.324032, 0.901635, 1.0], "mean_diff": -3.1832, "se": 0.2138, "max_gas": 232949, "oog": 0}, {"gen": 0, "params": [0.017369, 1.387402, 0.0, 0.0, 0.0, 1.599335, 1.0], "mean_diff": -0.2825, "se": 0.0567, "max_gas": 232749, "oog": 0}, {"gen": 1, "params": [0.052818, 1.303162, 0.089183, 8.4e-05, 0.515229, 1.483303, 1.0], "mean_diff": -1.3015, "se": 0.1077, "max_gas": 232969, "oog": 0}, {"gen": 1, "params": [0.026124, 1.036189, 0.041933, 0.000316, 1.190569, 1.515093, 0.5], "mean_diff": -0.5922, "se": 0.0813, "max_gas": 233945, "oog": 0}], "scale_probe": [{"params": [0.74179, 0.207939, 0.0, 0.0, 1.899854, 1.572083, 1.0], "mean_diff": -370.3222, "se": 7.0417, "oog": 0}, {"params": [1.180355, 0.810908, 0.0, 0.001978, 0.844722, 0.835588, 1.0], "mean_diff": -361.8277, "se": 7.0393, "oog": 0}, {"params": [0.941219, 0.525601, 0.236322, 0.000393, 1.063414, 0.553863, 1.0], "mean_diff": -359.124, "se": 6.9524, "oog": 0}, {"params": [0.741026, 0.847928, 0.202626, 0.0, 1.39159, 2.0, 0.5], "mean_diff": -349.6411, "se": 6.9964, "oog": 0}, {"params": [0.0, 0.0, 0.310365, 0.001129, 1.539171, 1.361215, 1.0], "mean_diff": -1.9665, "se": 0.0823, "oog": 0}, {"params": [0.813029, 0.47268, 0.317115, 0.0, 0.789071, 1.121469, 1.0], "mean_diff": -343.6747, "se": 7.0981, "oog": 0}, {"params": [0.026652, 0.0, 0.0, 0.001969, 0.882497, 1.662174, 0.5], "mean_diff": -0.2989, "se": 0.0605, "oog": 0}, {"params": [1.446392, 1.37615, 0.0, 0.001154, 1.607879, 1.04396, 1.0], "mean_diff": -375.3287, "se": 7.1367, "oog": 0}, {"params": [2.381165, 0.805449, 0.029904, 0.000229, 1.324032, 0.901635, 1.0], "mean_diff": -375.9682, "se": 7.1185, "oog": 0}, {"params": [0.521055, 1.087402, 0.0, 0.0, 0.0, 1.599335, 1.0], "mean_diff": -57.3045, "se": 1.4926, "oog": 0}, {"params": [0.883006, 1.029425, 0.009497, 0.00142, 0.569932, 1.958275, 1.0], "mean_diff": -337.7005, "se": 7.0563, "oog": 0}, {"params": [0.0, 0.697569, 0.084733, 0.002655, 1.276585, 1.587572, 1.0], "mean_diff": -0.3589, "se": 0.0459, "oog": 0}]}, "recheck": [{"params": [0.000888, 0.090705, 0.017753, 0.001085, 0.882497, 1.662174, 0.5], "crn_mean": -0.1015, "n": 64, "mean_diff": -0.0134, "se": 0.0261, "worst": -0.5868}, {"params": [0.017369, 1.387402, 0.0, 0.0, 0.0, 1.599335, 1.0], "crn_mean": -0.2825, "n": 64, "mean_diff": -0.1702, "se": 0.0599, "worst": -1.3557}, {"params": [0.027101, 0.77268, 0.125135, 3.5e-05, 0.789071, 1.121469, 1.0], "crn_mean": -0.3456, "n": 64, "mean_diff": -0.212, "se": 0.0713, "worst": -1.888}], "held_out": {"seeds": "590000..590127 (128 of the planned 512)", "paired": {"n": 128, "mean_diff": -0.0464, "se": 0.016, "worst": -0.5522}}, "retail_edge_delta": -0.0673, "arb_edge_delta": 0.0209, "gas": {"max_ok": 233969, "oog": 0, "stack_max_ok_heldout": 209193}, "confirm": null, "notes": "Negative result: the horizon-hazard add-on did not beat STACK. The held-out gain is -0.046 +/- 0.016, failing the >2se and >=+0.05 gate, so confirm is null and the 5030000..5032000 block was not touched. Setup: STACK sha256 verified (2eaafc79...). With c1=c3=0 the add-on matched STACK exactly on 580000..580031 (max |edge diff| 0.0). Mechanism: placed after STACK's stale block and before the tradeAligned boost and tail compression/caps. The protect side is the side STACK's stale block raised (spot>=staleHat raises bid). probArb is STACK's first-in-step value, kept in slots[16] for later prints. H=clamp(WAD/lambdaHat,1,8), with H^0.5 via _isqrt. g=|spot-fastHat|/fastHat. Search: numpy CMA-ES, pop 10, mu 5, rng seed 2, on CRN 580000..580063, fitness = mean paired diff vs STACK. A first box (c1<=3, c3<=1, c4<=40bps) was a scale probe: any c1>=0.5 lost 340-376, so the box was narrowed to c1<=0.1, c2<=3, c3<=0.3, c4<=20bps, m<=2, e in {0.5,1} and CMA restarted. Every evaluation in both boxes was negative; the best of the main search was the one closest to zero add-on. Any c1 large enough to matter loses, mostly through retail (on held-out, arb edge +0.02, retail -0.07). Deviations, all forced by the time limit (about 0.7-1.3 s per seed per arm on this machine): the CMA wall was about 19 min (16 main evaluations, under 2 generations) instead of 30. The re-check used 581000..581063 (64 of 256) and held-out used 590000..590127 (128 of 512). The CH reference check (1000 seeds) was skipped. Arb edge is approximate: for each step, the opening arb trade is rebuilt from the previous step's spot and fees and the step's fair price on a constant-product curve, with k fixed at the initial 1e6 (fee growth of k is ignored); retail = total - arb. Gas: the frozen candidate peaks at 233969 afterSwap gas with 0 OOG/revert/halt (STACK 209193 on the same block); the e=1 variants peak around 232.9k."}