RED-2400: A Public Benchmark of Algorithmically-Rejected Trading Events with Outcome Labels

RED-2400 is a public benchmark of 6,659 algorithmically-rejected trading events drawn from a live Solana decentralised-exchange filter stack, observed continuously between 2026-04-10 and 2026-05-02 (UTC). Each rejection event is linked to its post-rejection price and liquidity trajectory (169,041 outcome observations across 1,836 graveyard-tracker snapshots). Outcome labels follow the five-tier classification rule of Kamat (2026c, SSRN abstract_id 6638259, companion dataset Zenodo DOI 10.5281/zenodo.19987697): saved (windowed), saved (early-death), missed, flat, unclassifiable.

Filter labels are anonymised to filter_1 through filter_8 in descending order of rejection volume. Source-collector identifiers are anonymised to source_a and source_b. Liquidity and 24-hour volume are log2-binned to preserve heavy-tailed distributional shape while blocking threshold inference. Filter-internal model outputs (signal scores, weights, calibration thresholds) and the priceChange* derivatives are removed. SHA-256 checksums for the three CSV files are provided in checksums.txt.

This is the first window of a planned dataset series; subsequent windows will extend the time horizon and enable regime-stratified analysis.

RED-2400 是一款公开基准数据集，包含6659条来自2026年4月10日至2026年5月2日（协调世界时UTC）连续观测的、实时Solana去中心化交易所过滤栈经算法拒绝的交易事件。每条拒绝事件均关联其拒绝后的价格与流动性轨迹，1836个失效交易追踪器快照中共计包含169041条结果观测值。结果标签遵循Kamat（2026c，SSRN论文编号abstract_id 6638259，配套数据集Zenodo DOI：10.5281/zenodo.19987697）提出的五级分类规则：已留存（窗口化）、已留存（早期终止）、未命中、持平、无法分类。过滤标签按拒绝交易量降序被匿名化为filter_1至filter_8；源收集器标识符被匿名化为source_a与source_b。流动性与24小时交易量采用log2分箱处理，以保留重尾分布形态同时阻断阈值推断。数据集已移除过滤器内部的模型输出（信号得分、权重、校准阈值）及priceChange*相关导数。三个逗号分隔值（CSV）文件的SHA-256校验和已在checksums.txt文件中提供。本数据集为规划中的数据集系列的首个窗口，后续窗口将扩展观测时间范围并支持市场状态分层分析。