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Gate A: does any resting-order cycle clear its costs?

mixedgate

Question

Whether any resting-order cycle clears its costs.

Verdict

CONCLUSIVE NEGATIVE — under a touch-only fill rule, which is a proven upper bound on what could have filled, the median resting cycle does not clear its costs (median net capture per attempted cycle -0.530%, 40.7% of items above zero). Real fills are a subset of these, so the true result can only be worse. No depth data can rescue this configuration.

In plain language (2 terms)

This site's own explanation of the words above. The verdict itself is published exactly as the research index records it and is not rewritten here.

touch_only
A deliberately generous rule for deciding an order filled: it counts a fill whenever the market price reached the order's price at all. Real fills are a subset of these, so a result measured this way is an upper bound on what could have happened, not an estimate of what did.
attempted cycle
One full attempt at the strategy: place a buy order, wait, and sell if it fills. Attempts that never filled are counted too, so an average per attempted cycle cannot be flattered by dropping the ones that did not work.

Verdict scope

1-day patience, touch-only, artifact guard on, 0bps, at the touch

Unresolved region

At 3-day and 7-day patience the same configuration reports NOT EXCLUDED almost everywhere (median capture +4.462% to +8.521% across depth). This is explicitly NOT a positive result -- Gate B's calibration (2/6/12h patience) does not cover 1/3/7-day horizons, so this region is unresolved evidence, never claimed as a finding, per docs/writeup/technical-narrative.md §5 and ADR-0010's four-gate recommendation standard.

Population
Tradeable tier, 403 items (1d), 401-403 items (3d/7d).
Resolution
1d, 3d and 7d panels; touch_only and volume_confirmed fill rules.
Cutoff
Development span only (2020-05-24 -> 2026-01-31).
Baseline
1-day patience, touch-only, artifact guard on, 0bps, at the touch (this document's own verdict_scope).

Limitations

The 3-day/7-day NOT EXCLUDED region is unresolved evidence, not a positive result -- Gate B's calibration does not cover those horizons.

Notes

The Gate B quote embedded in this document's own "Gate B, carried back" section was checked against the live docs/research/gate-b-calibration.md verdict and is byte-identical as of this index (both are post-#126 regenerations).

Source

Citation
po-research:gate-a-verdict:af06931f806b73e8
Write-up
docs/research/gate-a-verdict.md
Data
docs/research/gate-a-verdict.json, docs/research/gate-a-frontier.csv
Artifact
research-index.json v1 — sha256:cb3d976779a5cbcb4188039a8d26d5e558a2d844030a638c2f16fe5a8eb0a2fe
Build data cutoff
2026-08-12
Issues
#34, #63, #126