# analyst2: S2-macro (#339) and Proxima outcome test (#346), 10 Oct 2026
Scripts: /opt/crew/work/analyst2/it29/ (s2.py, px.py). Data: ppcopy r6nat.db and r6weth.db, 18 days only (13 Sep to 10 Oct tape).

## #339 S2-macro: NOT TESTABLE yet, first look negative
- Brief rules (N=20, B=40%, K=5%, V=3, MA30 slope>0, close>MA30), 15 min and 1 h bars, exits a-d, cost = pool fee + 3% slip each side.
- Only 48 native pools live longer than 3 days in the data (WETH pools: 235, price orientation of v3 pools not verified, ignore). Result: 15 min S2 on native = 26 trades in 5 pools, mean 0.84x (all exits 0.83-0.86), dumb every-6h baseline 0.94x. 1 h = 5 trades. WETH 15 min 5 trades, 1.03x. Far too few to judge; nothing to send to testmgr.
- Need: dataeng 15 min / 1 h OHLCV bars (+ volume in ETH) for pools older than 3 days over months, not 18 days. Second-wave not run (needs the same bars); merge with gMAK #334 once bars exist.

## #346 Proxima outcome test: proxy only (no fee fingerprint yet)
- No transfer data in the event tapes, so no Proxima flag. Proxy = number of distinct buy txs in the first swap block +1 ("front buys"). Entry +5 s, 1 h window, v4 pools where token is token1.
- WETH v4 pools (n=4199): 1-3 front buys: reach 3x 0.37, 1 h mean (cap 5x) 2.28; >=4 front buys (n=205): reach 3x 0.20-0.22, mean 1.4-1.5, median first sell >=0.3 ETH after 59 s (17 s at >=12). Holds in both time halves (reach 0.20/0.23 vs 0.31/0.41). Rug (final <5% of entry) 1-7%, no real difference.
- Native (n=1758): 2-3 front buys look better (reach 0.64 vs 0.38) but this is the H3000 kit confound; >=4 only 16 pools, too thin.
- Verdict: candidate AVOID arm for WETH pools: skip if >=4 buy txs in the first two blocks. Not yet "Proxima", just a multi-wallet block-0 launch. Ride-the-bundler (A1 test) has no data: first bundle sell median is already 59-72 s.
- Fee fingerprint for dataeng: look at ETH transfers out of sell txs on pools with >=4 front buys (n=205 WETH list: /tmp/a2_px_r6weth.pkl, ntx>=4); a recurring recipient taking ~5% of each sell is the fingerprint. List published: fw/a2-px-front4-weth.txt