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This release adds cash formation-time sensitivity, omitted-arm comparisons, model-block sign-flip reference calculations and closing-cost sensitivities to the existing Alpha Arena and Prediction Arena deposit.
Cash is ahead in 124 of 169 overlapping seven-day windows, with a median gap of 13.04 percentage points. At 10 and 100 basis points of closing costs, the counts are 123 and 116. The zero-cost cash gap is the negative of realised post-formation P&L. All windows share one market path; the sign-flip references require joint sign symmetry and do not establish significance across independent markets.
The robustness_checks folder includes derived account inputs and standard-library replay commands. Rebuilding the inputs from reproduction/ also passed, with five outputs byte-identical. Existing Alpha Arena and Prediction Arena inputs and calculations are preserved. The figures and citation metadata are updated.
The standalone ZIP contains the data and code needed for offline replay. It excludes the manuscript, submission documents and raw organiser archives.