Keep frozen research conclusions and code; raw ledgers and secrets stay out of git. Co-authored-by: Cursor <cursoragent@cursor.com>
21 lines
868 B
Plaintext
21 lines
868 B
Plaintext
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Economic Fee Sensitivity v0.1 (MATCHED=3890)
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gross_markout_30s_usdt: -1.730780 USDT
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fee_total_usdt: +42.422146 USDT
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realized_component_usdt:-8.521730 USDT
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Fee assumption → Net attributable @30s
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fee_factor | fee_usdt_assumed | net_attr_30s_usdt
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1.00 | +42.422146 | -52.674655
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0.50 | +21.211073 | -31.463582
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0.25 | +10.605536 | -20.858046
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0.10 | +4.242215 | -14.494724
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0.00 | +0.000000 | -10.252510
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Interpretation:
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- If net remains < 0 at fee_factor=0 → economics not salvageable by fee reduction alone.
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- If fee reduction flips net > 0 → current venue/fee tier can be the dominant issue.
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========================================================================
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