Toxicity-MM latency20 strategy negative stop
negativestrategy
Question
Score the latency-corrected pessimistic market-making strategy reprice5-pessimistic-latency20-v1 from bounded aggregate slices.
Verdict
The slice intersection did not pass; terminal negative stop with the holdout unaccessed.
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.
- negative stop
- The measurement came back negative and the work stopped there, by a rule agreed before the measurement ran. It was not retried under different settings until it came out differently.
- holdout
- A slice of the data set aside and deliberately never looked at, saved for one final test. Looking at it early spends it, and it cannot be put back.
- Population
- 3,173,940 observed candidates; 3,158,796 eligible; 15,144 unresolved.
- Resolution
- Aggregate strategy slices only; authority is strategy-negative-only.
- Cutoff
- Final 90-day holdout unaccessed.
- Baseline
- Preregistered slice intersection rule over frozen replay aggregates.
Limitations
A negative stop over bounded aggregates; the conditional portfolio pass was not run, so it carries no portfolio or profitability claim.
Notes
No additional notes published for this entry.
Source
- Citation
- po-research:toxicity-mm-latency20:2d0a63db5c26bff3
- Write-up
- docs/research/toxicity-mm-latency20.md
- Data
- docs/research/toxicity-mm-latency20.json
- Artifact
research-index.jsonv1 — sha256:cb3d976779a5cbcb4188039a8d26d5e558a2d844030a638c2f16fe5a8eb0a2fe- Build data cutoff
- 2026-08-12
- Issues
- #200