RED-2400: A Public Benchmark of Algorithmically-Rejected Trading Events with Outcome Labels
Sophie Weber
Photo by Ferenc Almasi on Unsplash
RED-2400 is a public benchmark of algorithmically-rejected trading events from a live Solana decentralized-exchange filter stack. I logged the data…
RED-2400: A Public Benchmark of Algorithmically-Rejected Trading Events with Outcome Labels
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.
Source
Original Article: RED-2400: A Public Benchmark of Algorithmically-Rejected Trading Events with Outcome Labels
Published: May 12, 2026
Author: Arati U. Kamat
Disclaimer: This article is for informational purposes only and does not constitute financial advice. Consult a licensed financial advisor before making investment decisions.
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References
- [1]NewsCredibility: 9/10ArXiv Computational Finance. "RED-2400: A Public Benchmark of Algorithmically-Rejected Trading Events with Outcome Labels." May 12, 2026.
Transparency Notice: This article may contain AI-assisted content. All citations link to verified sources. We comply with EU AI Act (Article 50) and FTC guidelines for transparent AI disclosure.
Original Source
This article is based on RED-2400: A Public Benchmark of Algorithmically-Rejected Trading Events with Outcome Labels (ArXiv Computational Finance)
