# DEX CHECK/USDC capacity tuning v3 — local focused result ## Read of current v2 result The uploaded April v2 chart is not a valid deployability ranking. All `$1000` configs are oversized for this pool: v2 summary shows max liquidity share near 71–82% and avg share around 5–7%, so score is forced into the rejected `-1e12` zone. ## Local focused capacity tune Input NPZ: `base_CHECK_USDC_2PCT_2026_02_05_fee_replay_v2.npz`. Constraints used: ```text avg_share <= 3% p95_share <= 5% p99_share <= 10% max_share is diagnostic / soft-penalized capital grid = 25,50,75,100,125,150,175,200 ranges = selected around current winners: 60/70/80/90/95 lower and 1/2/5/8/10 upper modes = static, periodic 168h, periodic 336h, oor 24h ``` ## April top by score | strategy | cap | ret% | MDD% | avg share% | p95 share% | p99 share% | max share% | in range% | reb | score | |:-------------------|------:|-------:|-------:|-------------:|-------------:|-------------:|-------------:|------------:|------:|--------:| | wide_60_8 | 25 | 56.48 | -25.51 | 0.42 | 1.32 | 6.77 | 12.17 | 67.24 | 0 | 55.46 | | wide_60_5 | 25 | 55.06 | -24.55 | 0.42 | 1.37 | 6.99 | 12.54 | 64.16 | 0 | 55.06 | | wide_60_10 | 25 | 57.25 | -26.13 | 0.41 | 1.18 | 6.63 | 11.94 | 70.32 | 0 | 54.99 | | wide_70_10 | 25 | 47.78 | -21.74 | 0.34 | 0.98 | 5.57 | 10.12 | 70.32 | 0 | 47.78 | | wide_60_10 | 50 | 55.6 | -26.13 | 0.78 | 2.34 | 12.44 | 21.34 | 70.32 | 0 | 46.01 | | wide_60_8 | 50 | 54.78 | -25.51 | 0.8 | 2.61 | 12.68 | 21.7 | 67.24 | 0 | 45.73 | | wide_70_5 | 25 | 45.53 | -20.21 | 0.35 | 1.13 | 5.82 | 10.55 | 64.16 | 0 | 45.53 | | wide_70_10 | 50 | 46.6 | -21.74 | 0.66 | 1.95 | 10.55 | 18.38 | 70.32 | 0 | 44.95 | | wide_60_5 | 50 | 53.41 | -24.55 | 0.8 | 2.7 | 13.06 | 22.29 | 64.16 | 0 | 44.23 | | wide_70_5 | 50 | 44.37 | -20.21 | 0.67 | 2.23 | 10.99 | 19.08 | 64.16 | 0 | 41.39 | | wide_80_10 | 25 | 39.94 | -18.13 | 0.29 | 0.82 | 4.68 | 8.57 | 70.32 | 0 | 39.94 | | periodic_60_5_336h | 25 | 39.48 | -24.55 | 0.43 | 1.37 | 6.99 | 12.54 | 64.79 | 2 | 39.44 | ## April top valid by return | strategy | cap | ret% | MDD% | avg share% | p95 share% | p99 share% | max share% | in range% | reb | score | |:--------------------|------:|-------:|-------:|-------------:|-------------:|-------------:|-------------:|------------:|------:|--------:| | periodic_60_5_168h | 25 | 60.84 | -41.21 | 0.44 | 1.09 | 6.14 | 11.1 | 70.47 | 4 | 28.34 | | periodic_60_8_168h | 25 | 58.54 | -41.92 | 0.42 | 0.94 | 5.96 | 10.8 | 73.25 | 4 | 24.62 | | wide_60_10 | 25 | 57.25 | -26.13 | 0.41 | 1.18 | 6.63 | 11.94 | 70.32 | 0 | 54.99 | | periodic_60_10_168h | 25 | 57.1 | -42.35 | 0.41 | 0.9 | 5.86 | 10.62 | 75.04 | 4 | 22.32 | | wide_60_8 | 25 | 56.48 | -25.51 | 0.42 | 1.32 | 6.77 | 12.17 | 67.24 | 0 | 55.46 | | wide_60_5 | 25 | 55.06 | -24.55 | 0.42 | 1.37 | 6.99 | 12.54 | 64.16 | 0 | 55.06 | | periodic_70_5_168h | 25 | 49.98 | -33.95 | 0.36 | 0.89 | 5.1 | 9.3 | 70.48 | 4 | 32.01 | | periodic_70_5_168h | 50 | 48.71 | -33.95 | 0.7 | 1.77 | 9.7 | 17.02 | 70.48 | 4 | 30.74 | | wide_70_10 | 25 | 47.78 | -21.74 | 0.34 | 0.98 | 5.57 | 10.12 | 70.32 | 0 | 47.78 | | periodic_70_10_168h | 25 | 47.43 | -35.22 | 0.34 | 0.71 | 4.9 | 8.96 | 75.05 | 4 | 26.9 | | periodic_70_10_168h | 50 | 46.26 | -35.23 | 0.65 | 1.4 | 9.35 | 16.45 | 75.05 | 4 | 25.73 | | wide_70_5 | 25 | 45.53 | -20.21 | 0.35 | 1.13 | 5.82 | 10.55 | 64.16 | 0 | 45.53 | ## Quarter top by score | strategy | cap | ret% | MDD% | avg share% | p95 share% | p99 share% | max share% | in range% | reb | score | |:--------------------|------:|-------:|-------:|-------------:|-------------:|-------------:|-------------:|------------:|------:|--------:| | periodic_60_5_336h | 25 | 58.85 | -32.4 | 0.45 | 1.68 | 6.4 | 11.27 | 62.3 | 6 | 43.92 | | periodic_70_5_336h | 25 | 47.85 | -26.92 | 0.37 | 1.39 | 5.36 | 9.52 | 62.3 | 6 | 43.9 | | periodic_70_5_336h | 50 | 46.29 | -26.96 | 0.71 | 2.74 | 10.17 | 17.38 | 62.3 | 6 | 41.74 | | periodic_80_5_336h | 25 | 39.16 | -22.42 | 0.31 | 1.15 | 4.49 | 8.03 | 62.3 | 6 | 39.04 | | periodic_60_8_336h | 25 | 55.23 | -33.27 | 0.41 | 1.53 | 5.95 | 10.78 | 64.88 | 6 | 38.56 | | periodic_80_5_336h | 50 | 38.09 | -22.44 | 0.59 | 2.27 | 8.59 | 14.87 | 62.3 | 6 | 37.97 | | periodic_80_10_336h | 25 | 35.76 | -24.2 | 0.28 | 1.02 | 4.14 | 7.63 | 66.22 | 6 | 35.64 | | periodic_70_10_336h | 25 | 43.23 | -28.85 | 0.33 | 1.21 | 4.89 | 8.95 | 66.22 | 6 | 35.41 | | periodic_60_5_336h | 50 | 56.54 | -32.48 | 0.85 | 3.31 | 12.03 | 20.25 | 62.3 | 6 | 35.38 | | periodic_80_10_336h | 50 | 34.79 | -24.32 | 0.54 | 2.02 | 7.95 | 14.17 | 66.22 | 6 | 34.67 | | periodic_70_10_336h | 50 | 41.83 | -29.02 | 0.64 | 2.39 | 9.32 | 16.43 | 66.22 | 6 | 33.68 | | periodic_60_10_336h | 25 | 52.44 | -34.42 | 0.4 | 1.44 | 5.77 | 10.48 | 66.22 | 6 | 33.48 | ## Walk-forward sanity check | case | chosen | cap | train_ret% | train_MDD% | test_ret% | test_MDD% | test_p95% | test_p99% | test_score | |:------------------------|:-------------------|------:|-------------:|-------------:|------------:|------------:|------------:|------------:|-------------:| | Tune Feb → Eval Mar | periodic_95_1_336h | 25 | -0.58 | -1.73 | 1.06 | -13.26 | 1.3 | 6.18 | 1.02 | | Tune Mar → Eval Apr | periodic_95_1_168h | 25 | 1.43 | -12.74 | 30.91 | -19.26 | 0.6 | 3.16 | 30.83 | | Tune Feb+Mar → Eval Apr | periodic_95_1_168h | 25 | 0.69 | -12.84 | 30.91 | -19.26 | 0.6 | 3.16 | 30.83 | ## Monthly return snapshot for selected candidates | strategy | cap | Apr | Feb | Mar | Quarter | |:-------------------|------:|------:|------:|------:|----------:| | periodic_60_5_336h | 25 | 39.48 | -1.72 | -0.37 | 58.85 | | periodic_70_5_336h | 25 | 32.94 | -1.41 | -0.25 | 47.85 | | periodic_80_5_336h | 25 | 27.52 | -1.16 | -0.16 | 39.16 | | periodic_90_2_168h | 25 | 34.66 | -0.86 | 1.28 | 25.55 | | periodic_95_1_168h | 25 | 30.91 | -0.68 | 1.43 | 23.17 | | wide_60_8 | 25 | 56.48 | -2.72 | -8.31 | 12.45 | ## Decision 1. The raw April winner is `wide_60_8` / `wide_60_10` with `$25`, but it is April-hindsight and has weak Feb+Mar behavior. Do not promote it directly to live. 2. The quarter score champion is `periodic_60_5_336h` at `$25`, but it still has ~32% quarter MDD. It is an aggressive candidate. 3. The cleaner walk-forward candidate is `periodic_95_1_168h` at `$25`: it was selected by Feb+Mar and tests April at about +30.9% with about -19.3% MDD and low share metrics. 4. For a first live/paper test, start with `$25–50`, not `$1000`. `$1000` is fake size for this pool under current liquidity. ## Suggested first live/paper configs Conservative: ```text strategy = periodic_95_1_168h capital = 25 USD lower_pct = 95 upper_pct = 1 rebalance = periodic 168h ``` Balanced: ```text strategy = periodic_80_5_336h capital = 25 USD lower_pct = 80 upper_pct = 5 rebalance = periodic 336h ``` Aggressive: ```text strategy = periodic_60_5_336h capital = 25 USD lower_pct = 60 upper_pct = 5 rebalance = periodic 336h ```