Verify 0 liquidations under historical BTC price data for years 2021, 2022, 2024 matches Python sim conclusions. 2025 is tracked by a separate ticket currently.
Sub-tests
| Year |
Price move |
HF (init/safety/target) |
Python sim |
| 2021 mixed |
+59.6% ($29K→$46K) |
1.3 / 1.1 / 1.2 |
run_study_1_2021_mixed_symmetric.py |
| 2022 bear |
-64.2% ($46K→$17K) |
1.2 / 1.1 / 1.15 |
run_study_4_2022_bear_symmetric.py |
| 2024 bull |
+119% ($42K→$93K) |
1.3 / 1.1 / 1.2 |
run_study_2_2024_bull_symmetric.py |
| 2024 capital efficiency |
+119% ($42K→$93K) |
1.1 / 1.025 / 1.04 |
run_study_3_2024_capital_efficiency_symmetric.py |
Shared params
- Agents: 1
- Price: daily ticks (365 per year), historical BTC from
tidal-protocol-research/btc-usd-max.csv
- Pool: MOET:YT $500K / 95% concentration / 0.05% fee
- Pool: MOET:BTC $10M / 80% concentration / 0.3% fee
- Pool reset: every tick (pool always at peg)
Pass criteria
0 liquidations for all four sub-tests.
Verify 0 liquidations under historical BTC price data for years 2021, 2022, 2024 matches Python sim conclusions. 2025 is tracked by a separate ticket currently.
Sub-tests
run_study_1_2021_mixed_symmetric.pyrun_study_4_2022_bear_symmetric.pyrun_study_2_2024_bull_symmetric.pyrun_study_3_2024_capital_efficiency_symmetric.pyShared params
tidal-protocol-research/btc-usd-max.csvPass criteria
0 liquidations for all four sub-tests.