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

Arati Kamat

Papers from arXiv.org

Abstract: RED-2400 is a public benchmark of 6,660 algorithmically-rejected trading events from a live Solana decentralised-exchange filter stack, observed continuously over 22 calendar days (2026-04-10T21:10Z through 2026-05-02T21:48Z, UTC). Each rejection event is linked to its post-rejection price-and-liquidity trajectory. The deposit contains 169,123 forward-outcome observations and 1,837 graveyard-tracker lifecycle snapshots, covering 1,076 distinct mints in the rejection registry and 1,075 in the forward-observation file. Outcome labels follow the five-tier classification rule introduced by a related methodology paper [Kamat 2026c]. The deposit includes a lifecycle-tracker file that permits external validation of any subset of those labels against observed token-lifecycle ground truth. Filter labels are anonymised to filter_1 through filter_8; source-collector identifiers to source_a and source_b. Liquidity and 24-hour volume are quantised to the nearest power of two, preserving heavy-tailed shape while preventing operational-threshold inference. This is the first window of a planned series; subsequent windows will extend the time horizon and enable regime-stratified analysis. "RED-2400" is a brand name, not a count; current cohort sizes are listed below and do not equal 2,400.

Date: 2026-05, Revised 2026-06
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