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Add capital efficiency risk simulation

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2026-04-27 11:26:55 -07:00
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@@ -22,6 +22,7 @@ Implementation-grade blueprint for the **home-minted M1 suite on ChainID 138**,
8. **Sim scorecard:** Simulator output contract and pass/fail gates: [docs/12-sim-scorecard.md](docs/12-sim-scorecard.md), [config/scorecard-schema.json](config/scorecard-schema.json). Bridge edge with optional **latency risk** ρ(Δt): [docs/08-simulation-model.md](docs/08-simulation-model.md) §2.
9. **Scenario contract:** Formal scenario input schema and three Phase 0 scenarios: [config/scenario-schema.json](config/scenario-schema.json), [config/scenarios/](config/scenarios/). **Routing exposure controls:** [config/routing-controls.json](config/routing-controls.json) (maxTradeSize, cooldown, minImprovementBps, publicRoutingEnabled). **Real sim (PR#1):** `node scripts/run-scenario.cjs hub_only_11` — graph from configs, PMM state, path enumeration + waterfilling, real scorecard (drain half-life, path concentration, capture, churn); see [spec/13-minimal-router-sim.md](spec/13-minimal-router-sim.md).
10. **USD-wrapper support lane:** Gas-budgeted micro-trade policy for `cWUSDC` / `cWUSDT` and a runnable scenario: [docs/15-gas-budgeted-micro-trade-support.md](docs/15-gas-budgeted-micro-trade-support.md), [config/scenarios/micro_support_usd_wrappers_1_56_137.json](config/scenarios/micro_support_usd_wrappers_1_56_137.json).
11. **Capital efficiency risk simulation:** Simulation-only Monte Carlo overlay for treasury allocation, leverage, peg pressure, volatility throttles, liquidation probability, and parameter optimization: [docs/16-capital-efficiency-risk-simulation.md](docs/16-capital-efficiency-risk-simulation.md), [docs/17-capital-efficiency-contract-blueprint-gate.md](docs/17-capital-efficiency-contract-blueprint-gate.md), [config/capital-efficiency-policy.json](config/capital-efficiency-policy.json), stress scenarios under [config/scenarios/](config/scenarios/), and CI-style validation via `node scripts/validate-capital-efficiency.cjs`.
## Parent repo