Constructed round-trip fixture
The same synthetic reserve sequence, run with and without the federation:
The KNOT path is lower at every sampled size, from 0.1 to 20 tokens. This proves the mechanics of
that constructed sequence; it is not a historical replay or a production-profit forecast.
Routing
The router fixtures check quote ordering, not organic order flow:
The external control has the same reserves and fee as the deep member, so a tie is the only honest
result. These tests do not establish how a production router or real flow would respond.
Same-member sandwich fixtures
The attacker sells the exact output inventory acquired in the front-run, so both portfolios close in currency0.
KNOT dampens the balanced fixture but does not eliminate the sandwich profit. The skewed fixture
closes at a loss. These are bounded simulation results, not a universal MEV claim.
Skew sensitivity
An earlier version divided retained output tokens by hypothetical input-token fees. That ratio was
dimensionally invalid and has been removed. A normalized fixture can compare both values in one
numeraire, but it still would not measure routing loss or realised LP returns, so it is not used as
a headline claim.
Stateful
Twelve sequential extraction attempts with state carried forward: the quote for a fixed size falls from 1.2678 to 1.2406. The test advances the member and aggregate books with the gross input on every step, matchingexecuteSwap. In this sequence the fixed-size quote tightens as reserves move.