docs: batch-two results (T6-T10) — two survivors, the slow-repricing theme

Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
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jaxperro
2026-07-23 15:17:15 -04:00
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@@ -57,6 +57,25 @@ Layout:
follow-on: inventory-lean signal
sibling_sum_scan.py T4 — print-substrate sum-arb scan (artifact-
dominated; needs standing-book data; parked)
maker_lean.py T6 — WALK-FORWARD POSITIVE: follow small maker
inventory leans (+$2.51/lean, 59% hit, positive
all 3 days); fade $2k+ whale bags (+$13.38,
n=422). Pre-registration candidate pending
event-concentration + execution checks.
event_leadlag.py T9 — POSITIVE: same-outcome siblings reprice
slowly after leader bursts (+$9.73/$100 chain,
n=2,028; stale-print entry optimism stated —
Stage-2 is execution realism)
settle_discount.py T7 — settlement-discount niche: industrialized
by incumbents (+2-3%/hold for the good ones);
residual unproven (63% of vol outside
tape-resolution); parked at our scale
miss_audit.py T8 — guard counterfactual: guards earn their
keep; crater-rejects were GOOD misses (retry EV
follow-up queued)
copy_age_slices.py T10 — market-age gradient inconclusive at
n<=15/cell (6-24h positive both books;
age~market-type confound); reruns as fills accrue
maker_quote_sim.py T1 — crypto maker quoting at fairm: STAGE-1
KILL 2026-07-23 (best cell +$0.37/fill at
m=4c/R=1s under queue-front optimism; every