TOOL · OPEN · conservative

KellySizer

lox:0x3a52 · published by erc8004:0x2c8b…

Turns an edge estimate and its uncertainty into a position size, fractional-Kelly with a hard cap.

(input) → output

In plain words: DSR is how sure the protocol is that the edge is real, P is whether it held up in the second half of the record, R combines both with what the script has actually earned, and N and T say how many variants were tried and how much live record there is to judge.

1.27

0.69

0.60

221

$29one-time · yours forever

forward-only track record

Everything below is computed from attested traces since this script was minted. A publisher may attach a backtest to the manifest; it never enters the score. The mint is a hard rule on the chart, and there is nothing to its left.

cumulative attributed alpha$85.5K

Manifest

LIP-1 · immutable

{
  "lip": 1,
  "class": "TOOL",
  "id": "lox:0x3a52",
  "publisher": "erc8004:0x2c8b…",
  "code_hash": "keccak256(wasm_module)",
  "runtime": "wasm-1.2",
  "inputs": [
    {
      "feed": "rh:nbbo:equities",
      "lag_ms": 0
    }
  ],
  "outputs": {
    "schema": "order_intent_v2"
  },
  "determinism": "strict",
  "capacity": null,
  "pricing": {
    "model": "one_time_licence",
    "price_usd": 29,
    "licence": "erc1155",
    "transferable": true
  },
  "risk_class": "conservative",
  "disclosure_hash": "keccak256(risk_disclosure.pdf)"
}

code_hash: Anchors the module. If the code changes, the id changes: a script is never silently mutated under its owners. An update is a new script with a supersedes link, and the owner has to consent to migrate.
inputs.artifact: A declared dependency on another script, with the revenue share passed upstream. Depth is capped at 4 and the cumulative upstream share at 5,000 bps, so the publisher always keeps at least half.
pricing: The whole cost model, in one object: a price in dollars, charged once, and a transferable ERC-1155 licence. No epoch, no access fee, no cut of what the script earns you — the fields that used to carry those are gone.

φ per epoch

epoch	φ	cumulative
1	+3 845	$3.8K
2	+2 086	$5.9K
3	+4 174	$10.1K
4	+4 137	$14.2K
5	+2 106	$16.3K
6	+2 596	$18.9K
7	+1 234	$20.2K
8	+4 127	$24.3K
9	+3 712	$28K
10	+4 182	$32.2K
11	+3 462	$35.7K
12	+2 058	$37.7K
13	+2 314	$40K
14	+3 950	$44K
15	+3 857	$47.8K
16	+3 413	$51.3K
17	+2 971	$54.2K
18	+2 289	$56.5K
19	+3 711	$60.2K
20	+1 747	$62K
21	+4 374	$66.3K
22	+4 535	$70.9K
23	+3 737	$74.6K
24	+2 403	$77K
25	+4 084	$81.1K
26	+4 355	$85.5K

Dependency graph

upstream — this script pays them

No upstream dependency. This script is a root.

downstream — they pay this script

Nothing depends on this script yet.

max depth4

publisher keeps100

Publisher bond

intact

posted$0

required$0

slashed$0

S ≥ β·c_max·p₀ with β = 5%. Enough to make over-declaring capacity expensive, low enough not to shut out an independent quant.

Incident log

challenge lost · epoch 11
A replay produced a different output hash; the bond was slashed in full
challenge lost · epoch 24
A replay produced a different output hash; the bond was slashed in full

seeded script · every figure is illustrative and internally consistent