{ "$schema": "http://json-schema.org/draft-07/schema#", "title": "SimulationScorecard", "description": "Output contract for sim runs. See docs/12-sim-scorecard.md.", "type": "object", "required": [ "scenario", "capture_mean", "churn_mean", "intervention_cost_total", "peak_deviation_bps" ], "properties": { "scenario": { "type": "string" }, "runId": { "type": "string" }, "capture_mean": { "type": "number", "minimum": 0, "maximum": 1 }, "capture_p95": { "type": "number", "minimum": 0, "maximum": 1 }, "churn_mean": { "type": "number", "minimum": 0 }, "churn_p95": { "type": "number", "minimum": 0 }, "churn_max": { "type": "number", "minimum": 0 }, "intervention_cost_total": { "type": "number", "minimum": 0 }, "intervention_cost_per_1M_volume": { "type": "number", "minimum": 0 }, "peak_deviation_bps": { "type": "number" }, "reflexive_route_count": { "type": "integer", "minimum": 0 }, "drain_half_life_epochs": { "type": "object", "description": "Per (token, chain): epochs until PMM inventory halves under routing pressure", "additionalProperties": { "type": "number", "minimum": 0 } }, "path_concentration_index": { "type": "number", "minimum": 0, "maximum": 1, "description": "HHI on path shares; high = flow concentrated, low = diversified" }, "arb_volume_total": { "type": "number", "minimum": 0, "description": "Total volume traded by arb step" }, "arb_profit_total": { "type": "number", "description": "Total approximate arb profit after fees/gas" }, "peak_deviation_bps_pre_arb": { "type": "number", "minimum": 0, "description": "Max pool deviation before arb" }, "peak_deviation_bps_post_arb": { "type": "number", "minimum": 0, "description": "Max pool deviation after arb" }, "peak_deviation_bps_post_bot": { "type": "number", "minimum": 0, "description": "Max pool deviation after bot" }, "intervention_cost_inject_total": { "type": "number", "minimum": 0 }, "intervention_cost_withdraw_total": { "type": "number", "minimum": 0 }, "intervention_cost_by_chain": { "type": "object", "additionalProperties": { "type": "object", "properties": { "inject": { "type": "number" }, "withdraw": { "type": "number" } } } }, "micro_trade_count": { "type": "integer", "minimum": 0, "description": "Count of support-lane micro-trades executed during the run" }, "micro_trade_buy_count": { "type": "integer", "minimum": 0 }, "micro_trade_sell_count": { "type": "integer", "minimum": 0 }, "micro_trade_volume_total": { "type": "number", "minimum": 0, "description": "Base-token units traded through the support lane" }, "micro_trade_gas_cost_total": { "type": "number", "minimum": 0, "description": "Abstract gas budget consumed by support trades" }, "worst_pool_diagnostic": { "type": "object", "description": "Last-epoch worst pool at pre_arb, post_arb, post_bot", "properties": { "pre_arb": { "type": "object", "properties": { "key": {}, "deviation_bps": {}, "I_T_ratio": {}, "D_effective": {} } }, "post_arb": { "type": "object", "properties": { "key": {}, "deviation_bps": {}, "I_T_ratio": {}, "D_effective": {} } }, "post_bot": { "type": "object", "properties": { "key": {}, "deviation_bps": {}, "I_T_ratio": {}, "D_effective": {} } } } }, "capital_efficiency_enabled": { "type": "boolean", "description": "True when the simulation-only capital efficiency Monte Carlo overlay was run" }, "capital_efficiency_paths": { "type": "integer", "minimum": 1 }, "capital_efficiency_epochs": { "type": "integer", "minimum": 1 }, "initial_capital": { "type": "number", "minimum": 0 }, "alpha": { "type": "number", "minimum": 0, "maximum": 1 }, "leverage": { "type": "number", "minimum": 1 }, "spread_bps": { "type": "number", "minimum": 0 }, "volume_efficiency": { "type": "number", "minimum": 0 }, "pmm_k": { "type": "number", "minimum": 0 }, "liquidity_target_units": { "type": "number", "minimum": 0 }, "roi_mean": { "type": "number" }, "roi_p05": { "type": "number" }, "roi_p95": { "type": "number" }, "pnl_distribution": { "type": "object", "properties": { "p05": { "type": "number" }, "p50": { "type": "number" }, "p95": { "type": "number" } } }, "max_drawdown_p95": { "type": "number", "minimum": 0 }, "liquidation_probability": { "type": "number", "minimum": 0, "maximum": 1 }, "peg_deviation_frequency": { "type": "number", "minimum": 0, "maximum": 1 }, "external_liquidity_floor_violations": { "type": "integer", "minimum": 0 }, "volatility_throttle_events": { "type": "integer", "minimum": 0 }, "spread_adjustment_events": { "type": "integer", "minimum": 0 } } }