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Snapshot nautilus_mm after EXP_002 Phase 1 stop.

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Keep frozen research conclusions and code; raw ledgers and secrets stay out of git.

Co-authored-by: Cursor <cursoragent@cursor.com>
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jackyu66git
2026-09-10 16:53:22 +08:00
co-authored by Cursor
commit e2fbe1c2b3
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scripts/Economic_Fee_Sensitivity_v0_1.txt
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========================================================================
Economic Fee Sensitivity v0.1 (MATCHED=3890)
========================================================================
gross_markout_30s_usdt: -1.730780 USDT
fee_total_usdt: +42.422146 USDT
realized_component_usdt:-8.521730 USDT
Fee assumption → Net attributable @30s
------------------------------------------
fee_factor | fee_usdt_assumed | net_attr_30s_usdt
1.00 | +42.422146 | -52.674655
0.50 | +21.211073 | -31.463582
0.25 | +10.605536 | -20.858046
0.10 | +4.242215 | -14.494724
0.00 | +0.000000 | -10.252510
Interpretation:
- If net remains < 0 at fee_factor=0 → economics not salvageable by fee reduction alone.
- If fee reduction flips net > 0 → current venue/fee tier can be the dominant issue.
========================================================================