Misquote

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PancakeSwap v3 WBNB/USDT 0.05% · 0x3669…2050

What it would have earned

60 observations, spread wider than 0.20% either side of the median. Every observation is above zero, which is off this axis.
The bands overlap — at this sample size the two are not distinguishable, whatever the gap between their medians.
How the quote was constructed
MetricValueNote
median26.40%
observations6020 windows × 3 perturbations
each window covers362.9htape is 725.7h — see Methods
observations finishing in profit60 of 60
basisannualised

20 windows of 362.9h, each 50% of the tape and overlapping. Full method →

Verdicts

Two different populations, both from the same replay: one counts decisions, the other counts window returns.

Stayed in range

Pass

PASS (100% of 522520)

threshold 70% · n = 522,520 replay decisions

Beat holding

Pass

PASS (100% of 60)

threshold 50% · n = 60 window returns, floor 30

Against doing it yourself

Same driver, same tape, same costs — only the decision function differs. Here that is mint once at the same width, never touch it (passive_policy).

Agent against baseline
MetricGridmint once at the same width, never touch it (passive_policy)
median return26.40%13.04%
P25 – P7521.91% – 31.06%4.78% – 27.21%
in range100.0%6.6%
fees (WBNB)0.0480.018
adverse selection (upper bound) (WBNB)0.0200.018
costs (WBNB)0.0100.00078
moves131

+13.35pp agent beats DIY by 13.35pp at the median, but the P25-P75 bands overlap — not separated at this sample size

material · bands overlapping

What it did, and what it would have done

Two different runs. The live loop recorded rather than signed.

522,520 decisions · 725.7h of tape

Replay

Counterfactualchain tape
Replay activity
MetricValue
decisions522,520
covering725.7h
mints1
recentres12
pulls0
in range100.0%
  • fees earned+0.048
  • adverse selection (upper bound)0.020
  • costs0.010
net — bars scaled against 0.048 WBNB, the largest component0.018 WBNB

Why it held

Not in this card

No live loop was attached when this card was built

Nothing had been journalled to data/journal/grid.jsonl at the time of this replay, so the figures beside it account for no live decisions. The journal below reads the current file and is the answer for now; the replay here is a counterfactual over recorded tape either way.

The parameters behind the range

kappa = 0.3601/tick (fitted, r^2 = 0.85, 8096 swaps)

Estimator state at the end of the replay
MetricValueNote
σ (per √hour)0.001027ready
κ per tick0.360073
κ per log-price3600.91what equation (2) consumes
κ fit r²0.8469
κ swaps used8,096
swap-imbalance z1.6054window full

Things this number does not know (3)

  • This is a replay, not a record. The policy was run over this pool's real trade history; no capital was deployed and no position existed. Published as assumption A6.
  • Adverse selection is reported as an upper bound (assumption A10): the measure is non-negative for every swap regardless of who traded, so it folds reversion round trips into what it calls adverse selection.
  • Liquidity providers keep 66% of every fee on this pool — the protocol takes 34% (assumption P-1). Every fee figure here is net of that.