Hour-Aware Adaptive Risk Management for Autonomous Memecoin Trading: Companion Dataset + Manuscript Bundle
Authors: Kamat, Arati Uday
Type: Dataset
Published: 2026-08-03
Keywords: algorithmic trading, memecoin, counterfactual evaluation, Solana, post-rejection sampling, decentralised exchange, market microstructure, time-of-day effects, reject inference, fragility

<p>Hour-Aware Adaptive Risk Management for Autonomous Memecoin Trading: Companion Dataset + Manuscript Bundle (v1.2)</p>
<p>Kamat, Arati Uday. Independent Researcher. ORCID 0009-0000-4781-312X.</p>
<p>Companion deposit for Kamat (2026), a 15-day paper-traded deployment of an autonomous memecoin trading system on Solana decentralised exchanges. The v1.2 bundle contains the exact data underlying the paper's headline results (190 closed paper-trades and 4,874 post-rejection price samples), four supporting figures (SVG), and the v4 manuscript (Markdown source + PDF) prepared in response to Ledger #632 editorial pre-review feedback (invitation to resubmit received 2026-07-27).</p>
<p>v1.2 (2026-08-03) corrects the manuscript files that shipped in v1.1 (2026-07-27): the v1.1 bundle contained an intermediate v4 build (2026-07-27) rather than the final v4 build completed 2026-07-29. v1.2 re-publishes the bundle with the final v4 manuscript files (matching the companion paper record on Zenodo). Data files, figures, and reproduction script are byte-identical to v1.1. See CHANGELOG_v1.1_to_v1.2.md.</p>
<p>Contents:</p>
<p>- data/trades.csv (190 rows, 7 columns): closed paper-trades over 29 March - 12 April 2026 UTC.<br>- data/rejection_outcomes.csv (4,874 rows): post-rejection follow-up price samples across six anonymised filter categories.<br>- data/scanner_2026-04-09.csv + scanner_2026-04-10.csv: two days of paired scanner observation logs.<br>- figures/: four SVG figures (architecture, PnL by hour, equity curve, filter effectiveness).<br>- manuscript/: v4 Markdown source and PDF.<br>- audit.py: reproduction script that prints every headline number from the deposited CSVs.<br>- PROVENANCE.md: per-filter event and sample counts.<br>- README, LICENSE (CC-BY-4.0), checksums, CHANGELOG.</p>
<p>Change from v1.0: the exitReason column of trades.csv is removed in v1.1 (it embedded per-tier threshold values that are the subject of pending patent 64/099,108); the seven remaining columns are cell-for-cell identical to v1.0. The three other data files are byte-identical to v1.0. All headline numbers in the manuscript reproduce from the v1.1 files by direct arithmetic; audit.py verifies this. The v1.0 record remains permanently archived under its own version DOI (10.5281/zenodo.20043302), as with any Zenodo version.</p>
<p>DOIs: concept DOI 10.5281/zenodo.20043301 resolves to the latest published version; v1.0 version DOI 10.5281/zenodo.20043302 is the permanent identifier for the original 2026-05-05 unredacted deposit; v1.1 version DOI 10.5281/zenodo.21636182 (superseded by v1.2 for manuscript-file correction); the v1.2 version DOI is assigned by Zenodo on publication of this version.</p>
<p>Companion preprints: SSRN 6564803, arXiv 2606.08232.</p>
<p>Journal status: manuscript at Ledger (MIT Press / University of Pittsburgh), #632. Editorial pre-review decision 2026-07-27 with invitation to resubmit; revision v4 addresses the four editorial asks.</p>
<p>Competing interests: the trading system is the subject of pending U.S. Provisional Patent Application #64/099,108 (filed 2026-06-25, Micro Entity). Data and manuscript releases do not restrict re-use under the deposit's CC-BY-4.0 licence.</p>
<p>Keywords: autonomous trading, memecoin, decentralised exchange, market microstructure, time-of-day effects, counterfactual evaluation, reject inference, fragility, Solana.</p>
<p>JEL: G11, G12, G14, G17.</p>