Paper: arXiv 2605.12151
Authors: Arati U. Kamat
Abstract
RED-2400 is a public benchmark of algorithmically-rejected trading events from a live Solana decentralized-exchange filter stack. I logged the data continuously between 2026-04-10 and 2026-05-02. The benchmark contains 6,659 rejection events linked to 169,122 post-rejection price and liquidity observations and 1,836 graveyard-tracker snapshots. Outcome labels follow the five-tier classification of Kamat (2026c): saved (windowed), saved (early-death), missed, flat, and unclassifiable. Thresholds use the trough-to-reference and peak-to-reference price ratios within a 24-hour window. Most filter-design datasets cover the accept side only. That gap leaves reject-side outcomes unmeasured and biases filter validation. RED-2400 lets researchers replicate filter-precision claims directly. RED-2400 is the first window in a planned dataset series; subsequent windows will extend the time horizon and enable regime-stratified analysis.
Complexity vs Empirical Score
- Math Complexity: 2.5/10
- Empirical Rigor: 9.0/10
- Quadrant: Street Traders — practical and empirical, lighter on theory
Why this score: The paper focuses on the empirical construction and documentation of a high-utility dataset for filter-precision auditing, utilizing basic statistical thresholds rather than advanced mathematical modeling or derivations. It provides a backtest-ready, granular dataset that addresses a specific, practical gap in decentralized exchange research.
Research Flowchart
flowchart TD
A[Goal: Measure Reject-Side Filter Bias] --> B[Data Collection: Live Solana DEX Stream]
B --> C[Methodology: Apply 5-Tier Kamat Labels]
C --> D[Processes: Price/Liquidity Tracking & Snapshotting]
D --> E[Outcome: RED-2400 Benchmark Dataset]
E --> F[Impact: Enable Replicable Filter Precision Analysis]