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Hour-Aware Adaptive Risk Management for Autonomous Memecoin Trading: Companion Dataset + Manuscript Bundle

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Zenodo2026-07-28 更新2026-08-02 收录
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Companion deposit for Kamat (2026), a 15-day paper-traded deployment of an autonomous memecoin trading system on Solana decentralised exchanges. The v1.1 bundle contains the exact data underlying the paper's headline results (190 closed paper-trades and 4,874 post-rejection price samples), four supporting figures (SVG), and the v4 manuscript (Markdown source + PDF) prepared in response to Ledger #632 editorial pre-review feedback (invitation to resubmit received 2026-07-27). Contents: - data/trades.csv (190 rows, 7 columns): closed paper-trades over 29 March - 12 April 2026 UTC.- data/rejection_outcomes.csv (4,874 rows): post-rejection follow-up price samples across six anonymised filter categories.- data/scanner_2026-04-09.csv + scanner_2026-04-10.csv: two days of paired scanner observation logs.- figures/: four SVG figures (architecture, PnL by hour, equity curve, filter effectiveness).- manuscript/: v4 Markdown source and PDF.- audit.py: reproduction script that prints every headline number from the deposited CSVs.- PROVENANCE.md: per-filter event and sample counts.- README, LICENSE (CC-BY-4.0), checksums, CHANGELOG. Change from v1.0: the `exitReason` column of `trades.csv` is removed in v1.1 (it embedded per-tier threshold values that are the subject of pending patent 64/099,108); the seven remaining columns are cell-for-cell identical to v1.0. The three other data files are byte-identical to v1.0. All headline numbers in the manuscript reproduce from the v1.1 files by direct arithmetic; `audit.py` verifies this. The v1.0 record remains permanently archived under its own version DOI (10.5281/zenodo.20043302), as with any Zenodo version. DOIs: concept DOI 10.5281/zenodo.20043301 resolves to the latest published version; v1.0 version DOI 10.5281/zenodo.20043302 is the permanent identifier for the original 2026-05-05 unredacted deposit; the v1.1 version DOI is assigned by Zenodo on publication of this version. Companion preprints: SSRN 6564803, arXiv 2606.08232. Journal status: manuscript at Ledger (MIT Press / University of Pittsburgh), #632. Editorial pre-review decision 2026-07-27 with invitation to resubmit; revision v4 addresses the four editorial asks. Competing interests: the trading system is the subject of pending U.S. Provisional Patent Application #64/099,108 (filed 2026-06-25, Micro Entity). Data and manuscript releases do not restrict re-use under the deposit's CC-BY-4.0 licence.

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Zenodo
创建时间:
2026-07-28
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