======================================================================== Economic Metric Reconciliation v0.1 (MATCHED=3890) ======================================================================== Matched paths: 3886 (expected ~3886) Definitions (same math as analyze_maker_edge): - markout_30s_return = _fav_ret(side, fill_price, after_30s_price) - gross_markout_usdt = sum(notional_usdt * markout_30s_return) Return-space metrics (sign may differ due to weighting): MakerAlpha fill-weighted mean return: -0.000693% MakerAlpha notional-weighted mean return: -0.000816% MakerAlpha cluster-weighted mean return: -0.000830% Dollar-space metrics: gross_markout_usdt (30s): -1.730780 USDT total_notional_usdt: 212110.750 USDT If fill-weighted return is + but gross_markout_usdt is negative, it means notional weighting flips sign (alpha is conditionally realized). ========================================================================