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

TL;DR

RED-2400 provides a comprehensive benchmark dataset of rejected trading events on Solana, including outcome labels and market observations, enabling better validation of trading filters and future regime analysis.

Contribution

It introduces the first public dataset of rejected trading events with outcome labels, addressing a gap in filter validation and supporting regime-stratified analysis.

Findings

Contains 6,659 rejection events with outcome labels

Includes 169,122 post-rejection market observations

Enables direct replication of filter-precision claims

Abstract

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.