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Outcome-Classified Precision Auditing of Filter Rules in Algorithmic DEX Trading: Evidence from 2,400 Rejection Events

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  • Arati Uday Kamat

Abstract

This paper reports a precision audit of a production filter stack against a 13-day window of post-rejection forward-market observations on Solana DEX trading (2026-04-10 to 2026-04-23, UTC). The audit yielded 99,510 follow-up samples across 2,402 unique rejection events spanning eight active filter rules. We classify each event under a five-tier outcome rule and report per-filter distributions. The headline result is the conservative save-to-miss ratio of 3.7 : 1 from windowed measured-drawdown saves alone; every active filter with adequate sample size is individually net-positive. A wider interpretation that credits single-sample-within-60-minute events as saves yields 14.8 : 1. We then test the interpretive premise of that wider tier against the deposited lifecycle data of a separately-published benchmark (RED-2400). The matched comparison shows that early-death-classified mints reach the gone state at 48.9 percent. Non-early-death rejected mints reach gone at 57.6 percent. The early-death classification does not identify tokens at elevated rug-pull risk relative to other rejected tokens. The wider 14.8 : 1 ratio therefore rests on a tier that the matched test does not validate. The conservative 3.7 : 1 is the report the lifecycle data supports. The methodological contribution is the separation of the two evidence bases and the demonstration that the wider tier does not survive matched-comparison testing.

Suggested Citation

  • Arati Uday Kamat, 2026. "Outcome-Classified Precision Auditing of Filter Rules in Algorithmic DEX Trading: Evidence from 2,400 Rejection Events," Papers 2607.02830, arXiv.org.
  • Handle: RePEc:arx:papers:2607.02830
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    1. Fan Fang & Carmine Ventre & Michail Basios & Leslie Kanthan & David Martinez-Rego & Fan Wu & Lingbo Li, 2022. "Cryptocurrency trading: a comprehensive survey," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 8(1), pages 1-59, December.
    2. Crook, Jonathan & Banasik, John, 2004. "Does reject inference really improve the performance of application scoring models?," Journal of Banking & Finance, Elsevier, vol. 28(4), pages 857-874, April.
    3. Fan Fang & Carmine Ventre & Michail Basios & Leslie Kanthan & Lingbo Li & David Martinez-Regoband & Fan Wu, 2020. "Cryptocurrency Trading: A Comprehensive Survey," Papers 2003.11352, arXiv.org, revised Jan 2022.
    4. Arati U. Kamat, 2026. "RED-2400: A Public Benchmark of Algorithmically-Rejected Trading Events with Outcome Labels," Papers 2605.12151, arXiv.org, revised Jun 2026.
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