RED-2400: A Public Benchmark of Algorithmically-Rejected Trading Events with Outcome Labels
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arXiv
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| Format: | Preprint |
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2026
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| _version_ | 1866913118374854656 |
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| author | Kamat, Arati U. |
| author_facet | Kamat, Arati U. |
| contents | 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. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2605_12151 |
| institution | arXiv |
| publishDate | 2026 |
| record_format | arxiv |
| spellingShingle | RED-2400: A Public Benchmark of Algorithmically-Rejected Trading Events with Outcome Labels Kamat, Arati U. Trading and Market Microstructure Computational Finance Statistical Finance 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. |
| title | RED-2400: A Public Benchmark of Algorithmically-Rejected Trading Events with Outcome Labels |
| topic | Trading and Market Microstructure Computational Finance Statistical Finance |
| url | https://arxiv.org/abs/2605.12151 |