{"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 SH_KAP = 162527256975635392;\n    uint256 constant SH_KM = 428427008448629568;\n    uint256 constant SH_SM = 9219750525550601216;\n    uint256 constant SH_WA = 52060042365473;\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                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 (!firstInStep && tradeBoost > 16 * BPS) tradeBoost = 16 * BPS;\n                if (trade.isBuy) { bidFee = bidFee + tradeBoost; }\n                else { askFee = askFee + tradeBoost; }\n            }\n        }\n\n        (bidFee, askFee) = _shadow(bidFee, askFee, pHat, spot, sigmaHat, uncertainty, lambdaHat, sizeHat, trade.reserveY);\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    // Shadow objective. All quantities use signed 1e18 fixed point.\n    struct Moment { int256 first; int256 second; }\n    struct ShadowState { int256 mu; int256 sd; int256 variance; int256 k; int256 flow; int256 risk; }\n    function _normal(int256 z) internal pure returns (int256 phi, int256 cdf) {\n        unchecked {\n            int256 az = z < 0 ? -z : z;\n            if (az >= 8e18) return (0, z > 0 ? int256(1e18) : int256(0));\n            // exp(-z*z/2): reciprocal Taylor on [0,2], then four squares.\n            int256 h = az * az / 32e18;\n            int256 term = 1e18;\n            int256 e = term;\n            for (int256 j=1; j<=10; ++j) { term = term*h/(j*1e18); e += term; }\n            e = 1e36/e;\n            e=e*e/1e18; e=e*e/1e18; e=e*e/1e18; e=e*e/1e18;\n            phi = e * 398942280401432678 / 1e18;\n            int256 t = 1e36/(1e18+231641900000000000*az/1e18);\n            int256 q = 1330274429000000000;\n            q = -1821255978000000000+t*q/1e18;\n            q = 1781477937000000000+t*q/1e18;\n            q = -356563782000000000+t*q/1e18;\n            q = 319381530000000000+t*q/1e18;\n            q = phi*(t*q/1e18)/1e18;\n            cdf = z >= 0 ? int256(1e18)-q : q;\n        }\n    }\n    function _moment(int256 m, int256 sd, int256 variance) internal pure returns (Moment memory v) {\n        unchecked {\n            (int256 phi, int256 cdf) = _normal(m*1e18/sd);\n            v.first = (m*cdf+sd*phi)/1e18;\n            v.second = ((m*m/1e18+variance)*cdf+(m*sd/1e18)*phi)/1e18;\n            if (v.first<0) v.first=0;\n            if (v.second<0) v.second=0;\n        }\n    }\n    function _objective(int256 b, int256 a, Moment memory mb, Moment memory ma, ShadowState memory s) internal pure returns (int256) {\n        unchecked {\n            int256 tau=s.mu-ma.first+mb.first;\n            int256 va=a-tau; int256 vb=b+tau;\n            int256 sa=5e17+s.k*(3e15-va)/1e18;\n            int256 sb=5e17+s.k*(3e15-vb)/1e18;\n            sa=sa<0?int256(0):(sa>1e18?int256(1e18):sa);\n            sb=sb<0?int256(0):(sb>1e18?int256(1e18):sb);\n            return s.flow*((sa*va+sb*vb)/1e18)/1e18-s.risk*(ma.second+mb.second)/1e18;\n        }\n    }\n    function _shadow(uint256 b0, uint256 a0, uint256 ph, uint256 spot, uint256 sigma, uint256 uncertainty, uint256 lam, uint256 size, uint256 y) internal pure returns (uint256, uint256) {\n        if (SH_KAP==0 || spot==0 || size==0) return (b0,a0);\n        ShadowState memory s;\n        s.mu=(int256(ph)-int256(spot))*1e18/int256(spot);\n        s.variance=int256(SH_SM*(sigma*sigma/1e18+uncertainty)/1e18);\n        if (s.variance<1) s.variance=1;\n        s.sd=int256(_isqrt(uint256(s.variance)*1e18));\n        s.k=int256(SH_KM*1e18/(4*size));\n        s.flow=int256(lam*size/2e18);\n        s.risk=int256(SH_WA*y/4e18);\n        int256 b=int256(b0); int256 a=int256(a0);\n        int256[3] memory bs=[b,b+int256(3e14),b>3e14?b-int256(3e14):int256(0)];\n        int256[3] memory az=[a,a+int256(3e14),a>3e14?a-int256(3e14):int256(0)];\n        Moment memory mb=_moment(-s.mu-b,s.sd,s.variance);\n        Moment memory ma=_moment(s.mu-a,s.sd,s.variance);\n        int256 best=_objective(b,a,mb,ma,s); int256 bj=b; int256 aj=a;\n        for (uint256 j=1;j<3;++j) {\n            Moment memory v=_moment(-s.mu-bs[j],s.sd,s.variance);\n            int256 obj=_objective(bs[j],a,v,ma,s);\n            if (obj>best) { best=obj; bj=bs[j]; aj=a; }\n            v=_moment(s.mu-az[j],s.sd,s.variance);\n            obj=_objective(b,az[j],mb,v,s);\n            if (obj>best) { best=obj; bj=b; aj=az[j]; }\n        }\n        return (uint256(b+int256(SH_KAP)*(bj-b)/1e18),uint256(a+int256(SH_KAP)*(aj-a)/1e18));\n    }\n\n    function getName() external pure override returns (string memory) { return \"no_cubic\"; 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strategy...\nCompiling strategy...\nStrategy 'no_cubic' validated successfully!","held_out_per_seed_differences":[-0.5586298728244401,-0.7756908638300501,-0.3426793436665321,-0.2751131678969614,-0.6246950702824279,0.19615759283050238,0.04296741090871592,-0.05684731180036806,0.15186570292900115,0.02552675034667118,0.36257298381383407,0.18860711192877488,0.14732016108104062,0.26332339143141326,-0.2293020801852208,-0.14778560006232055,-0.025433565466641994,0.3015161937934181,0.0389574380192812,-0.20250382329697914,0.02985036090660742,0.1427609505168448,0.16774597082371656,-0.10860180891631899,0.19044391018223905,-0.039363960245623275,0.043640036133638205,-0.33281129723570757,-0.6836398148060425,-0.3048860723976077,-0.13188547850876375,0.33247160198163783,-0.23128557156763918,0.2073373407626491,-0.11491159628405967,-0.4627608663299725,-0.4264424730299652,0.09865767399099923,0.2648368729589947,-0.12579976511455015,-0.07326594593030222,-0.8175105567728451,-0.052047130936614394,-0.27892028354028753,-0.15631027870790604,0.049595372946953376,0.22942909344305917,0.08794390524604978,-0.1663481650518861,0.13897777385420795,-0.03718802979119573,-0.869252928197966,0.3493817440586895,0.21074355976008974,-0.12884705458537837,0.2147134040977221,-0.31369093581281504,0.24153519251518674,-0.05107528947564788,0.21361850135025406,0.3769452358754961,0.24677665372951196,-0.05658678638087622,-0.21589332396376903,-0.07343441551438445,0.07333744518291496,-0.3397320321294046,-0.15451154902007147,-0.820343512660429,-0.22077541578994442,0.02096452715960595,-0.10172128071718589,0.5533059956411535,-0.027745318601660074,-0.41042914483534787,0.48562080625208637,0.13467887350884666,0.19297109342051044,0.270682702337524,-0.06688210866570898,0.13506344448342134,0.04492076841773951,-0.3588170784165641,-0.28101529454863794,0.4225655961099619,-0.042211352839160554,-0.7662337872022817,0.2582452046059416,0.08553872255140504,0.344530840817697,0.06486533462032185,-0.23047761803718458,-0.0580891318365957,-0.38600978969515154,0.021847852226073883,-0.14114144379789195,-0.31191395582709447,-0.3226558888960085,-0.5210050368933707,0.01935225152908515,-0.12629419289788757,0.013083352642297541,-0.05580680533478244,0.11507940779983983,0.018089502132056623,-0.23870459061208749,0.026418337196787434,0.019015540505733952,0.07001125847693856,-0.3977384836282454,-0.12505476753585754,0.2127277975030779,0.24036695322018886,-0.32561667193965604,0.20225545080842267,-0.8719640384404101,-0.3356030961667784,0.5187636486720066,-0.2004832945747239,0.14853163225092203,0.23000583742958725,-0.11326987791892407,0.15150596784474146,-0.4527638377969083,0.1746185898871886,-0.2444730067686578,0.06356584659727105,0.203614552822728,-0.12019436212068513,-0.330491029674306,-0.21548585648179142,0.2215073610447007,-0.23290163332421798,-0.25978117422147307,-0.0638319265324867,-0.16291532702371114,0.54080941796758,0.20585371246193063,-0.06126157671610599,-0.002943878281485013,-0.09712281924714716,-0.7587735729448468,-0.12425802073778414,-0.15767408868623534,-0.1292016064364816,-0.2007858663767479,0.17717089630082228,0.23505508252890195,0.5568267546930201,0.2916737293693359,0.06716272858966477,-0.18065587006594797,-0.4017789205597637,0.030947920688561226,0.31324911010835876,-0.5345844044119303,-0.5716963173227896,-0.25679960903789834,0.35507050009562136,-0.0227389851403359,-0.02108241176415504,-0.15980564321159818,0.11704279369752157,0.05096704626555493,-0.10697652768050148,0.1627591781274873,-0.10890350128266846,0.0945264192068862,-0.5194815464466842,-0.27379131617601615,-0.15826359426250747,0.07228779208662672,0.28335545737218126,0.06274747909640155,-0.32725883000267686,0.27619242069090433,0.191787284127372,0.191498105682399,0.0075858075639985145,-0.15982387420876876,-0.09454826870387478,-0.5932081595800582,-0.16527500532077966,-0.6852922305261586,-0.11378366264921169,-0.02323797459951038,0.21411247232560982,-0.054723339650990965,-0.22197467986836728,0.2250730688266458,-0.23971884653121833,-0.14330674709435698,0.04076950008527547,-0.037604658414693404,-0.23732343152698832,-0.18446089432245572,-0.01366072486257508,0.10693862109695829,0.2743114767509951,0.12690356759856058,-0.32352949048413393,-0.019876842340750045,0.27794176488100675,-0.5792928899265917,-0.030311193639590783,0.27762027868391215,-0.3032976879382545,-0.4462521736608096,-0.18888913999080614,-0.5160067076328687,0.5124121451356132,0.15890328841061319,-0.1527915457772906,-0.49048621075763776,-0.22799308522513684,-1.3226643032148786,0.19699579423627256,0.7196260899651179,-0.038780336253125824,0.2795086001783602,0.14620659540923953,0.05829726389913503,0.011423887224793816,-0.00309158457673675,0.009037403402373911,-0.4035068147632046,-0.5753774930838063,-0.2601830670409413,-0.4144743171832488,1.0377663747385668,-0.07411413908238274,-0.12774108386486205,-0.025109158401448894,0.32271460683580244,0.2914905667216203,0.12764736531244125,-0.06404301720817784,-0.06330910345752727,0.3802344240932598,0.16791805029208717,0.5193095804814902,-0.06814780594470449,0.3327753227749213,0.015273236024086145,0.0809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code downloaded from the specified artifact; SHA-256 matched 2eaafc7960e520b8a7fd322ec8afaff8fa677c730228a961efb509cc30b25719. Pinned setup succeeded, wheel checksum passed, StarterStrategy validated.","Compilation used the pinned SolidityCompiler: solc 0.8.24, optimizer 200 runs, viaIR, Paris EVM. The delivered code depends only on the challenge-provided AMMStrategyBase.sol and IAMMStrategy.sol.","Each arm ran independently against VanillaStrategy via amm_sim_rs.run_batch(...,8), in contiguous 32-seed chunks to bound memory. All seeds retained. Config draws use default_rng(seed): uniform size [19,21], rate [0.6,1.0], sigma [0.000882,0.001008]; 10,000 steps; price seed=seed and retail seed=seed+1.","STACK retained verbatim apart from inserting parameter constants, the shadow call immediately after tradeBoost, and pure helper functions. Original tail compression and fee caps still follow the shadow call. kap=0 matched all 32 per-seed STACK edges exactly on [620000,620032).","Objective uses literal STACK sizeHat (reserve-relative fraction) and current reserveY in WAD. wa absorbs the relative weighting. Positive-part squared terms mean E[(g-fa)_+^2] and E[(-g-fb)_+^2]. Normal moments use a deterministic CDF polynomial and reciprocal Taylor exponential; numerical grid [-8,8] max absolute pdf/cdf errors were 2.35e-14/7.452e-8. Distribution tails beyond 8 standard deviations are truncated. Zero variance is floored to 1e-18; zero sizeHat or spot leaves the STACK pair unchanged.","Candidate neighbours are base and four single-side +/-3bp changes, with fees floored at zero before blending; strict objective improvements break ties in base, bid+, ask+, bid-, ask- order. Five-pair pilot max afterSwap gas was 233619; three-pair fallback was not required.","CMA-ES: numpy RNG seed 2, population 10, mu 5, positive log weights, full covariance adaptation. Initial transformed mean [0,0,0,log(0.0001)], global sigma 0.8. kap=sigmoid(x0), km=exp(x1), sm=exp(x2), wa=exp(x3); clipping bounds [-8,8], [-8,6], [-8,6], [-20,2]. Search budget 1800 seconds; any final in-flight full evaluation was completed. Best three valid CRN candidates were rechecked; best recheck mean was frozen before validation and held-out evaluation.","Arbitrage edge reconstructed from previous end-of-step spot and fees, current fair price, and constant k=1000000 using the pinned simulator closed-form arbitrage sizing and fee-on-input quotes. Retail edge=total edge-arbitrage edge. Volume reconstruction was checked against reported arb volume with 0.001 quote-unit absolute tolerance per seed. The initial 0.00001 tolerance was too strict: a 200,000-case near-zero-profit numerical test with 1e-13 relative k perturbations produced volume differences up to 0.0001813 while edge differences stayed below 5.1e-12. The simulator tests profit>0, so floating-point sign flips can change tiny trade volumes. Actual maximum volume discrepancy is reported. The tolerance was repaired by postprocessing the saved results; held-out simulations were not repeated. The initial fee is 4bp on both sides.","Paired se is sample standard deviation of per-seed candidate-minus-STACK differences divided by sqrt(n). worst is the minimum per-seed difference. Seed ranges are half-open. Gas max_ok refers only to successful submission afterSwap calls; separate callback counters also checked for reverts, other halts, transaction errors, and malformed returns.","The held-out confirmation gate did not pass; [5034000,5036000) remains untouched. No leaderboard result is claimed."]}