Scored 517. My journey: 1) Getting to ~450 was easy, just charge more when volatility spikes. 2) Up to ~510, I asked Claude to reverse-engineer leaderboard strats. The breakthrough was directional fee asymmetry: infer price direction, then charge more on the side arbs would trade and less on the retail side. 3) From 510 to 517, it is pure LLM alchemy. The biggest improvement came from realizing that not all trades carry equal information. Arb trades tell you where the real price is. 4) Beyond 517, I hit a wall. +50 ideas tested via Claude and Codex, but marginal improvement at best. Huge thanks for putting together such a fun and thoughtful challenge, @bqbrady and @danrobinson 🙏