{"task":"pub-scan: round 3 public strategy measurement; no strategy creation or tuning","files":[{"name":"giorgoschionas__amm-challenge.sol","url":"https://raw.githubusercontent.com/giorgoschionas/amm-challenge/61ba5df13771e35a9887e51994d3eeb5edc4fade/contracts/src/Strategy.sol","commit":"61ba5df13771e35a9887e51994d3eeb5edc4fade","sha256":"6fd32f2c52b2460046eb1b7fc133531f62e27404fd8efaa8633907691988a19d","repo":"giorgoschionas/amm-challenge","validate_ok":true,"validation_output":"Validating strategy...\nCompiling strategy...\nStrategy 'Optimal_25bps' validated successfully!","validation_error":null,"author_claim":null},{"name":"The-CTra1n__amm-challenge.sol","url":"https://raw.githubusercontent.com/The-CTra1n/amm-challenge/cd1bf7bc269dd22abbde65dd1e10f2df3b49eaf2/contracts/src/Strategy.sol","commit":"cd1bf7bc269dd22abbde65dd1e10f2df3b49eaf2","sha256":"08add619c99ffb6bbb44fc2d1801230508522cbce866ea4a50dd72d8100c8afe","repo":"The-CTra1n/amm-challenge","validate_ok":true,"validation_output":"Validating strategy...\nCompiling strategy...\nStrategy '👻' validated successfully!","validation_error":null,"author_claim":null},{"name":"VictorQian03__amm-challenge.sol","url":"https://raw.githubusercontent.com/VictorQian03/amm-challenge/d039851267b8f28d9c7123b3d75d81c96413efe4/contracts/src/Strategy.sol","commit":"d039851267b8f28d9c7123b3d75d81c96413efe4","sha256":"4c39e3c255663451e3ed63fe470067bd7c0d63695c5571ccf8ed084f4fb0a412","repo":"VictorQian03/amm-challenge","validate_ok":true,"validation_output":"Validating strategy...\nCompiling strategy...\nStrategy 'LatentStateIncumbentGapAwareV3' validated successfully!","validation_error":null,"author_claim":"Source notice: Preserve calmer resting fees, but charge more aggressively during real shocks."},{"name":"houseofjiao__amm-challenge.sol","url":"https://raw.githubusercontent.com/houseofjiao/amm-challenge/4f41eb914ca8df491dbb1068256bbf8561638149/contracts/src/Strategy.sol","commit":"4f41eb914ca8df491dbb1068256bbf8561638149","sha256":"07d5510da1972193d7cf20623de5693d54c123ce035ed158e2a7c1dee529bde0","repo":"houseofjiao/amm-challenge","validate_ok":true,"validation_output":"Validating strategy...\nCompiling strategy...\nStrategy 'category.xyz' validated successfully!","validation_error":null,"author_claim":null},{"name":"eliizabethzhang.sol","url":"https://raw.githubusercontent.com/eliizabethzhang/market-making-challenge/7156ff039f0ecd9ad62328664d997a762cf02cf0/contracts/src/Strategy.sol","commit":"7156ff039f0ecd9ad62328664d997a762cf02cf0","sha256":"acd9e80ddb0a7918574b6f29a4583b18c51754331291f7e0d4cdc17e00e49acb","repo":"eliizabethzhang/market-making-challenge","validate_ok":true,"validation_output":"Validating strategy...\nCompiling strategy...\nStrategy 'combo' validated successfully!","validation_error":null,"author_claim":null},{"name":"CH.sol","url":"https://raw.githubusercontent.com/ChengHua926/amm-challenge/d34a5199c59a4c44d5336a25f1436b4ae1f21104/contracts/src/Strategy.sol","commit":"d34a5199c59a4c44d5336a25f1436b4ae1f21104","sha256":"6dd68f77a70900319460215374143dbd5d924198450a46d9f5f91f6b1e3d35c3","repo":"ChengHua926/amm-challenge","validate_ok":true,"validation_output":"Validating strategy...\nCompiling strategy...\nStrategy 'no_cubic' validated successfully!","validation_error":null,"author_claim":null},{"name":"kmadorin__amm-challenge.sol","url":"https://raw.githubusercontent.com/kmadorin/amm-challenge/ec151d5a2da3810a65736d6dbe0519f81219286d/autoresearch/Strategy.sol","commit":"ec151d5a2da3810a65736d6dbe0519f81219286d","sha256":"f0999affeaeb0d3a9bfd432baa01ea879cc49e70ac9937b704f78d2137d578fd","repo":"kmadorin/amm-challenge","validate_ok":true,"validation_output":"Validating strategy...\nCompiling strategy...\nStrategy 'autoresearch_baseline_30bps' validated successfully!","validation_error":null,"author_claim":"Source declares flat 30 bps baseline matching the normalizer."},{"name":"lumen-dev-a11y__amm-challenge-lab.sol","url":"https://raw.githubusercontent.com/lumen-dev-a11y/amm-challenge-lab/4eae7bd93693b415d06adabb66d8db1e1975ab0b/amm-challenge/contracts/src/Strategy.sol","commit":"4eae7bd93693b415d06adabb66d8db1e1975ab0b","sha256":"9af0bc4976773e86c0b5e2970d3fe32c98a2a30075535bf5c7857555605c266a","repo":"lumen-dev-a11y/amm-challenge-lab","validate_ok":true,"validation_output":"Validating strategy...\nCompiling strategy...\nStrategy 'SimpleFixed55' validated successfully!","validation_error":null,"author_claim":"Source comment claims fixed 55 bps was best baseline so far (~379 edge / 200 simulations); not independently an official leaderboard claim."},{"name":"solosage1__amm-challenge.sol","url":"https://raw.githubusercontent.com/solosage1/amm-challenge/99dc1cfd0963c274df5f2145e8a282a78226fe9e/contracts/src/TmpFinal.sol","commit":"99dc1cfd0963c274df5f2145e8a282a78226fe9e","sha256":"aebe13d0615b723c4487b65ba32e494678d85ce07ef96bbdaaa8e04f24380f2a","repo":"solosage1/amm-challenge","validate_ok":true,"validation_output":"Validating strategy...\nCompiling strategy...\nStrategy 'tail_compression_mod_v3' validated successfully!","validation_error":null,"author_claim":"Source notice describes a dual-regime arb-oracle with gamma^2 competitor anchoring. An iteration comment gives best_delta_seen=1.99 without identifying a CH comparison; not an official score claim."},{"name":"alexanderzliu__amm-challenge.sol","url":"https://raw.githubusercontent.com/alexanderzliu/amm-challenge/e15b10d2193387e14b863342adacf9508821b471/my_strategy.sol","commit":"e15b10d2193387e14b863342adacf9508821b471","sha256":"72e777f283b5a9f4cb64670902d47a339907dbd810fb3fdaaf364fbb6c441fb1","repo":"alexanderzliu/amm-challenge","validate_ok":true,"validation_output":"Validating strategy...\nCompiling strategy...\nStrategy 'DirContrarian' validated successfully!","validation_error":null,"author_claim":"Source comments describe a directional contrarian policy: spike the opposite direction after a trade while decaying the same direction."},{"name":"atvinicius__amm-challenge.sol","url":"https://raw.githubusercontent.com/atvinicius/amm-challenge/78752c17e06b3f4b5d304291e29642f13693c2d7/strategy_submission.sol","commit":"78752c17e06b3f4b5d304291e29642f13693c2d7","sha256":"c6a8136443126776fb5a32ecc16be78539d40671481ae8b87a16bb84738bdfd6","repo":"atvinicius/amm-challenge","validate_ok":true,"validation_output":"Validating strategy...\nCompiling strategy...\nStrategy 'Rookie Edge' validated successfully!","validation_error":null,"author_claim":"Source notice describes a retail-first dynamic controller with toxicity and directional protection."},{"name":"0xniki__amm-challenge.sol","url":"https://raw.githubusercontent.com/0xniki/amm-challenge/56ca9d16f1099b42ee498e3af7651187b1971819/my_strategy.sol","commit":"56ca9d16f1099b42ee498e3af7651187b1971819","sha256":"74229c6535524db0bccc1116edd36e0952eb1ddb2acb4a25ec3da3f15e4806d9","repo":"0xniki/amm-challenge","validate_ok":true,"validation_output":"Validating strategy...\nCompiling strategy...\nStrategy 'L9' validated successfully!","validation_error":null,"author_claim":"Source notice describes estimated fair price, toxicity, sigma, flow and directional pressure with quadratic and cubic toxicity scaling."},{"name":"0xpranav62__amm-challenge.sol","url":"https://raw.githubusercontent.com/0xpranav62/amm-challenge/4e24ad7eba497b263e877ebece7d0288c0ad810c/contracts/src/EdgeMaxxing.sol","commit":"4e24ad7eba497b263e877ebece7d0288c0ad810c","sha256":"6baac9c7e5346d6c7829472f5dceb1105efb5f54a8781213e62a024ab8379182","repo":"0xpranav62/amm-challenge","validate_ok":true,"validation_output":"Validating strategy...\nCompiling strategy...\nStrategy 'RegimeAdaptiveEWMA' validated successfully!","validation_error":null,"author_claim":"Source notice describes trade-size, impact and gap EWMAs around a mid-fee 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An iteration comment gives best_delta_seen=1.99 without identifying a CH comparison; not an official score claim.","n":200,"mean_diff":-14.604211379913682,"se":0.20435024060921053,"seed_start":0,"mean_edge_screen":518.7848588624105,"url":"https://raw.githubusercontent.com/solosage1/amm-challenge/99dc1cfd0963c274df5f2145e8a282a78226fe9e/contracts/src/TmpFinal.sol"},{"repo":"eliizabethzhang/market-making-challenge","commit":"7156ff039f0ecd9ad62328664d997a762cf02cf0","sha256":"acd9e80ddb0a7918574b6f29a4583b18c51754331291f7e0d4cdc17e00e49acb","author_claim":null,"n":2000,"mean_diff":-17.727723207441684,"se":0.36543576738284633,"seed_start":600000,"mean_edge_screen":514.4468597135269,"url":"https://raw.githubusercontent.com/eliizabethzhang/market-making-challenge/7156ff039f0ecd9ad62328664d997a762cf02cf0/contracts/src/Strategy.sol"},{"repo":"alexanderzliu/amm-challenge","commit":"e15b10d2193387e14b863342adacf9508821b471","sha256":"72e777f283b5a9f4cb64670902d47a339907dbd810fb3fdaaf364fbb6c441fb1","author_claim":"Source comments describe a directional contrarian policy: spike the opposite direction after a trade while decaying the same direction.","n":200,"mean_diff":-35.75493299485779,"se":0.5036010468443427,"seed_start":0,"mean_edge_screen":497.6341372474664,"url":"https://raw.githubusercontent.com/alexanderzliu/amm-challenge/e15b10d2193387e14b863342adacf9508821b471/my_strategy.sol"},{"repo":"VictorQian03/amm-challenge","commit":"d039851267b8f28d9c7123b3d75d81c96413efe4","sha256":"4c39e3c255663451e3ed63fe470067bd7c0d63695c5571ccf8ed084f4fb0a412","author_claim":"Source notice: Preserve calmer resting fees, but charge more aggressively during real shocks.","n":200,"mean_diff":-125.28633217282712,"se":1.641784080247385,"seed_start":0,"mean_edge_screen":408.1027380694971,"url":"https://raw.githubusercontent.com/VictorQian03/amm-challenge/d039851267b8f28d9c7123b3d75d81c96413efe4/contracts/src/Strategy.sol"},{"repo":"0xpranav62/amm-challenge","commit":"4e24ad7eba497b263e877ebece7d0288c0ad810c","sha256":"6baac9c7e5346d6c7829472f5dceb1105efb5f54a8781213e62a024ab8379182","author_claim":"Source notice describes trade-size, impact and gap EWMAs around a mid-fee regime.","n":200,"mean_diff":-143.599418263963,"se":2.3661779092754114,"seed_start":0,"mean_edge_screen":389.7896519783612,"url":"https://raw.githubusercontent.com/0xpranav62/amm-challenge/4e24ad7eba497b263e877ebece7d0288c0ad810c/contracts/src/EdgeMaxxing.sol"},{"repo":"lumen-dev-a11y/amm-challenge-lab","commit":"4eae7bd93693b415d06adabb66d8db1e1975ab0b","sha256":"9af0bc4976773e86c0b5e2970d3fe32c98a2a30075535bf5c7857555605c266a","author_claim":"Source comment claims fixed 55 bps was best baseline so far (~379 edge / 200 simulations); not independently an official leaderboard claim.","n":200,"mean_diff":-154.19109951324782,"se":2.6881909378883044,"seed_start":0,"mean_edge_screen":379.19797072907636,"url":"https://raw.githubusercontent.com/lumen-dev-a11y/amm-challenge-lab/4eae7bd93693b415d06adabb66d8db1e1975ab0b/amm-challenge/contracts/src/Strategy.sol"},{"repo":"kmadorin/amm-challenge","commit":"ec151d5a2da3810a65736d6dbe0519f81219286d","sha256":"f0999affeaeb0d3a9bfd432baa01ea879cc49e70ac9937b704f78d2137d578fd","author_claim":"Source declares flat 30 bps baseline matching the normalizer.","n":200,"mean_diff":-185.35787149884956,"se":3.2838143392452572,"seed_start":0,"mean_edge_screen":348.03119874347465,"url":"https://raw.githubusercontent.com/kmadorin/amm-challenge/ec151d5a2da3810a65736d6dbe0519f81219286d/autoresearch/Strategy.sol"},{"repo":"giorgoschionas/amm-challenge","commit":"61ba5df13771e35a9887e51994d3eeb5edc4fade","sha256":"6fd32f2c52b2460046eb1b7fc133531f62e27404fd8efaa8633907691988a19d","author_claim":null,"n":200,"mean_diff":-206.68402720490096,"se":3.510341962886964,"seed_start":0,"mean_edge_screen":326.70504303742325,"url":"https://raw.githubusercontent.com/giorgoschionas/amm-challenge/61ba5df13771e35a9887e51994d3eeb5edc4fade/contracts/src/Strategy.sol"}],"seconds_per_simulation":0.17259881716932998,"matches_expected":{"CH_sha256":true,"config_matches_MatchRunner_seeds_0_9":true,"all_results_seed_order_checked":true,"determinism_checks":[{"file":"CH.sol","seed":0,"exact_run_single_equals_run_batch":true,"edge":478.31371956622775},{"file":"CH.sol","seed":600000,"exact_run_single_equals_run_batch":true,"edge":390.455054172132},{"file":"houseofjiao__amm-challenge.sol","seed":0,"exact_run_single_equals_run_batch":true,"edge":478.06825510932845}],"official_leaderboard_score":null,"official_leaderboard_note":"No official submission made. Scores are local measurements; no expected numeric CH edges were supplied."},"blocked":null,"citations":["https://raw.githubusercontent.com/giorgoschionas/amm-challenge/61ba5df13771e35a9887e51994d3eeb5edc4fade/contracts/src/Strategy.sol","https://raw.githubusercontent.com/The-CTra1n/amm-challenge/cd1bf7bc269dd22abbde65dd1e10f2df3b49eaf2/contracts/src/Strategy.sol","https://raw.githubusercontent.com/VictorQian03/amm-challenge/d039851267b8f28d9c7123b3d75d81c96413efe4/contracts/src/Strategy.sol","https://raw.githubusercontent.com/houseofjiao/amm-challenge/4f41eb914ca8df491dbb1068256bbf8561638149/contracts/src/Strategy.sol","https://raw.githubusercontent.com/eliizabethzhang/market-making-challenge/7156ff039f0ecd9ad62328664d997a762cf02cf0/contracts/src/Strategy.sol","https://raw.githubusercontent.com/ChengHua926/amm-challenge/d34a5199c59a4c44d5336a25f1436b4ae1f21104/contracts/src/Strategy.sol","https://raw.githubusercontent.com/kmadorin/amm-challenge/ec151d5a2da3810a65736d6dbe0519f81219286d/autoresearch/Strategy.sol","https://raw.githubusercontent.com/lumen-dev-a11y/amm-challenge-lab/4eae7bd93693b415d06adabb66d8db1e1975ab0b/amm-challenge/contracts/src/Strategy.sol","https://raw.githubusercontent.com/solosage1/amm-challenge/99dc1cfd0963c274df5f2145e8a282a78226fe9e/contracts/src/TmpFinal.sol","https://raw.githubusercontent.com/alexanderzliu/amm-challenge/e15b10d2193387e14b863342adacf9508821b471/my_strategy.sol","https://raw.githubusercontent.com/atvinicius/amm-challenge/78752c17e06b3f4b5d304291e29642f13693c2d7/strategy_submission.sol","https://raw.githubusercontent.com/0xniki/amm-challenge/56ca9d16f1099b42ee498e3af7651187b1971819/my_strategy.sol","https://raw.githubusercontent.com/0xpranav62/amm-challenge/4e24ad7eba497b263e877ebece7d0288c0ad810c/contracts/src/EdgeMaxxing.sol","https://raw.githubusercontent.com/benedictbrady/amm-challenge/6b6921f8d463314aa7c96234e1be25a25245f704/amm_competition/competition/match.py","https://raw.githubusercontent.com/benedictbrady/amm-challenge/6b6921f8d463314aa7c96234e1be25a25245f704/amm_competition/competition/config.py","https://raw.githubusercontent.com/benedictbrady/amm-challenge/6b6921f8d463314aa7c96234e1be25a25245f704/amm_sim_rs/src/simulation/engine.rs","https://raw.githubusercontent.com/benedictbrady/amm-challenge/6b6921f8d463314aa7c96234e1be25a25245f704/contracts/src/VanillaStrategy.sol","https://api.github.com/repos/benedictbrady/amm-challenge/forks?per_page=100&sort=newest","https://api.github.com/search/repositories?q=amm-challenge+pushed:%3E2025-10-01&per_page=100","https://www.linkedin.com/pulse/amm-fee-challenge-notes-from-our-run-optimization-arena-qe3ff"],"method":{"engine_commit":"6b6921f8d463314aa7c96234e1be25a25245f704","baseline":"Unchanged pinned VanillaStrategy.sol, fixed 30 bps. Each candidate and CH is separately simulated against this normalizer; CH is never used as the competing pool.","parameters":"10000 steps; 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.","seeds":"For each seed s, numpy.default_rng(s) draws size U[19,21], rate U[0.6,1], sigma U[0.000882,0.001008] in that order. SimulationConfig.seed=s; Rust price RNG uses s, retail RNG s+1.","engine_api":"amm_sim_rs.run_batch(creation_bytecode, vanilla_creation_bytecode, configs, 8); 20-seed chunks; edges[submission] retained per seed.","statistics":"Mean arithmetic edge. Standard error is sample standard deviation (ddof=1) / sqrt(n). Paired mean/se use per-seed (candidate edge - CH edge). Worst means five smallest edge values, or five smallest candidate-minus-CH differences. Timing is wall seconds / individual strategy simulations, includes config creation and run_batch, excludes validation/compilation/install. Some independent batches ran concurrently; these timings include contention.","selection":"Top three non-CH candidates by mean edge on seeds 0..199. Any additional already-started fresh comparisons are retained and labeled by seed range. Fresh comparison seeds 600000..601999; no local tuning of any source.","cap":"Each strategy run capped at 40 minutes between chunks; n records actual covered prefix."},"discovery":{"forks_returned":74,"repository_search_results":28,"standard_path":"Tried contracts/src/Strategy.sol at default branches for discovered repos excluding the five previously measured families and upstream; pinned all downloaded candidates via git ls-remote then re-fetched immutable raw URLs.","archives":"Also inspected Solidity path listings in archives of non-default-size discovered forks and search results; found autoresearch/Strategy.sol and nested amm-challenge/contracts/src/Strategy.sol. Also screened five unmodified contracts under other names: TmpFinal.sol, my_strategy.sol (two repos), strategy_submission.sol, and EdgeMaxxing.sol; chosen as public candidate files, without claiming they were their authors best.","limitations":["GitHub code search for AMMStrategyBase afterSwap language:Solidity returned HTTP 401 Unauthorized; unauthenticated web searches supplemented API fork/repository discovery.","Not exhaustive: other branches, most historical variants and strategies in private/unindexed repositories were not scored. Previously measured status outside the five excluded owners is not independently knowable.","Repository search used pushed:>2025-10-01. Unrelated prop-AMM and DEX tutorial repositories are not compatible candidates.","Archive download for signalproblem/0207-amm-challenge returned HTTP 404 Not Found."],"required_candidate":"eliizabethzhang/market-making-challenge at 7156ff039f0ecd9ad62328664d997a762cf02cf0 included without changes."},"writeups":[{"url":"https://www.linkedin.com/pulse/amm-fee-challenge-notes-from-our-run-optimization-arena-qe3ff","author":"Algebra Finance","summary":"The March 27, 2026 write-up describes long-term estimates of volatility, flow, arbitrage probability and the normalizer combined with short-term pool signals. It emphasizes asymmetric fees and probabilistic treatment of within-block ordering; it does not publish a Strategy.sol there."}],"recommendation":{"best_file":"CH.sol","best_sha256":"6dd68f77a70900319460215374143dbd5d924198450a46d9f5f91f6b1e3d35c3","decision":"Retain CH: no complete fresh comparison clears +2 standard errors.","promotions":[],"starter_comparison":null,"starter_note":"This measurement item compares public candidates with the specified CH reference; no new starter comparison was requested in the item."},"code":[{"file":"CH.sol","status":"recommended reference","sha256":"6dd68f77a70900319460215374143dbd5d924198450a46d9f5f91f6b1e3d35c3","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 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[9] = 0; slots[10] = 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        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            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        {\n            uint256 ret = pHat > 0 ? wdiv(absDiff(pImplied, pHat), pHat) : 0;\n            uint256 alpha = firstInStep ? PHAT_ALPHA : PHAT_ALPHA_RETAIL;\n            uint256 adaptiveGate = wmul(sigmaHat, GATE_SIGMA_MULT);\n            if (adaptiveGate < MIN_GATE) adaptiveGate = MIN_GATE;\n            if (ret <= adaptiveGate) { pHat = wmul(pHat, WAD - alpha) + wmul(pImplied, alpha); }\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        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 staleShift = wmul(STALE_DIR_COEF, toxSignal);\n            uint256 attractShift = wmul(staleShift, STALE_ATTRACT_FRAC);\n            if (spot >= pHat) {\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        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    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","paired_gain_over_CH":null,"delta":"Unchanged CH reference."},{"file":"houseofjiao__amm-challenge.sol","status":"not promoted; source included because screening point estimate beat CH","sha256":"07d5510da1972193d7cf20623de5693d54c123ce035ed158e2a7c1dee529bde0","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 DIR_IMPACT_MULT = 4;\n    uint256 constant GATE_SIGMA_MULT = 7200000000000000000; // 7.2 * WAD\n    uint256 constant MIN_GATE = 30000000000000000;\n    uint256 constant TOX_CUBIC_COEF = 20000 * BPS;\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; // 1.82 * WAD\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[9] = 0; slots[10] = 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        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            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        {\n            uint256 ret = pHat > 0 ? wdiv(absDiff(pImplied, pHat), pHat) : 0;\n            uint256 alpha = firstInStep ? PHAT_ALPHA : PHAT_ALPHA_RETAIL;\n            uint256 adaptiveGate = wmul(sigmaHat, GATE_SIGMA_MULT);\n            if (adaptiveGate < MIN_GATE) adaptiveGate = MIN_GATE;\n            if (ret <= adaptiveGate) { pHat = wmul(pHat, WAD - alpha) + wmul(pImplied, alpha); }\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        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        {\n            uint256 toxCubed = wmul(toxSignal, wmul(toxSignal, toxSignal));\n            fMid = fMid + wmul(TOX_CUBIC_COEF, toxCubed);\n        }\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 staleShift = wmul(STALE_DIR_COEF, toxSignal);\n            uint256 attractShift = wmul(staleShift, STALE_ATTRACT_FRAC);\n            if (spot >= pHat) {\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        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    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 \"category.xyz\"; }\n}\n","paired_gain_over_CH":{"seed_start":600000,"n":2000,"mean_diff":-0.005641713919910302,"se":0.02384298621911279},"delta":"--- CH.sol\n+++ houseofjiao__amm-challenge.sol\n@@ -19,14 +19,15 @@\n     uint256 constant PHAT_ALPHA = 270000000000000000;\n     uint256 constant PHAT_ALPHA_RETAIL = 60000000000000000;\n     uint256 constant DIR_IMPACT_MULT = 4;\n-    uint256 constant GATE_SIGMA_MULT = 7200000000000000000;\n+    uint256 constant GATE_SIGMA_MULT = 7200000000000000000; // 7.2 * WAD\n     uint256 constant MIN_GATE = 30000000000000000;\n+    uint256 constant TOX_CUBIC_COEF = 20000 * BPS;\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 LAMBDA_CAP = 1820000000000000000; // 1.82 * WAD\n     uint256 constant STEP_COUNT_CAP = 64;\n     uint256 constant BASE_FEE = 4 * BPS;\n     uint256 constant SIGMA_COEF = 200000000000000000;\n@@ -125,6 +126,11 @@\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+        {\n+            uint256 toxCubed = wmul(toxSignal, wmul(toxSignal, toxSignal));\n+            fMid = fMid + wmul(TOX_CUBIC_COEF, toxCubed);\n+        }\n+\n         uint256 dirDev; bool sellPressure;\n         if (dirState >= WAD) { dirDev = dirState - WAD; sellPressure = true; }\n         else { dirDev = WAD - dirState; sellPressure = false; }\n@@ -197,5 +203,5 @@\n         return below < WAD ? WAD - below : 0;\n     }\n \n-    function getName() external pure override returns (string memory) { return \"no_cubic\"; }\n+    function getName() external pure override returns (string memory) { return \"category.xyz\"; }\n }\n"}]}