\begin{tabular}{lrrrrrr} \toprule Outcome & 0\% & 5\% & 10\% & 25\% & 50\% & 100\% \\ \midrule Sq. log pricing error ($\times 10^{4}$) & 1.00 & 0.47 & 0.52 & 0.47 & 0.52 & 0.61 \\ Mean $|P/V-1|$ (\%) & 0.73 & 0.52 & 0.56 & 0.50 & 0.51 & 0.54 \\ Time to absorb (ticks) & 36.43 & 25.00 & 20.29 & 28.43 & 35.57 & 39.71 \\ Quoted spread (bp) & 18.61 & 15.09$^{*}$ & 15.80$^{**}$ & 10.95$^{**}$ & 7.38$^{***}$ & 6.07$^{***}$ \\ Price impact (bp/100 lots) & 9.32 & 8.03 & 8.77 & 5.21 & 5.40 & 3.61$^{**}$ \\ Bubble episodes & 0.00 & 0.00 & 0.00 & 0.00 & 0.00 & 0.00 \\ Max drawdown & 0.03 & 0.03 & 0.03 & 0.02 & 0.02 & 0.02 \\ Vol. clustering $\sum_{1}^{10}\mathrm{ACF}|r|$ & 2.22 & 1.72 & 1.79 & 2.27 & 2.73 & 3.31 \\ LLM order-flow corr. & -- & 0.48 & 0.42 & 0.40 & 0.39 & 0.34 \\ LLM valid-decision rate & -- & 0.98 & 0.96 & 0.98 & 0.97 & 0.96 \\ \midrule Realized share of traders & 0.000 & 0.050 & 0.100 & 0.250 & 0.500 & 0.950 \\ Realized share of orders & 0.000 & 0.009 & 0.018 & 0.048 & 0.109 & 0.355 \\ Realized share of volume & 0.000 & 0.056 & 0.109 & 0.248 & 0.432 & 0.837 \\ API cost per run (USD) & -- & 0.082 & 0.170 & 0.331 & 0.821 & 1.779 \\ \midrule Seeds per cell & 7 & & & & & \\ \bottomrule \end{tabular}