Understand the failure.
Verify the repair.
Small, reproducible software failures. The broken implementation, the fix that didn’t work, and the one that passed—preserved together.
Explore the cases ↓How results are verified ↗WHAT THE ARCHIVE CONTAINS
100840 executable cases. 20168 are open.
Every case records the implementation that fails, the fix that did not work, and the repair that passed its checks—with recorded outputs and source hashes. This release adds 100840 cases across 20168 failure mechanisms and 254 domains.
The open tier gives you the failure and the unsuccessful fix for one case in every mechanism. The remaining 80672 cases, 5 variants per mechanism, are member-only: the verified repair, its recorded checks, and the full fixture suite are held in the member archive. Read the methodology ↗
A RECORD OF WHAT WENT WRONG
Browse the archive / 100840
Contract adjustment for splits and special dividends: a dividend exactly at the threshold is not adjusted · case 01
A 12.5-cent special dividend leaves strikes unchanged.
Contract adjustment for splits and special dividends: a dividend exactly at the threshold is not adjusted · case 02
A 12.5-cent special dividend leaves strikes unchanged.
Contract adjustment for splits and special dividends: a dividend exactly at the threshold is not adjusted · case 03
A 12.5-cent special dividend leaves strikes unchanged.
Contract adjustment for splits and special dividends: a dividend exactly at the threshold is not adjusted · case 04
A 12.5-cent special dividend leaves strikes unchanged.
Contract adjustment for splits and special dividends: a dividend exactly at the threshold is not adjusted · case 05
A 12.5-cent special dividend leaves strikes unchanged.
Contract adjustment for splits and special dividends: ordinary dividends also reduce the strike · case 01
Regular dividends trigger contract adjustments.
Contract adjustment for splits and special dividends: ordinary dividends also reduce the strike · case 02
Regular dividends trigger contract adjustments.
Contract adjustment for splits and special dividends: ordinary dividends also reduce the strike · case 03
Regular dividends trigger contract adjustments.
Contract adjustment for splits and special dividends: ordinary dividends also reduce the strike · case 04
Regular dividends trigger contract adjustments.
Contract adjustment for splits and special dividends: ordinary dividends also reduce the strike · case 05
Regular dividends trigger contract adjustments.
Contract adjustment for splits and special dividends: integral splits adjust the strike but not the contract count · case 01
Holders lose exposure after a 2-for-1 split.
Contract adjustment for splits and special dividends: integral splits adjust the strike but not the contract count · case 02
Holders lose exposure after a 2-for-1 split.
Contract adjustment for splits and special dividends: integral splits adjust the strike but not the contract count · case 03
Holders lose exposure after a 2-for-1 split.
Contract adjustment for splits and special dividends: integral splits adjust the strike but not the contract count · case 04
Holders lose exposure after a 2-for-1 split.
Contract adjustment for splits and special dividends: integral splits adjust the strike but not the contract count · case 05
Holders lose exposure after a 2-for-1 split.
Arithmetic Asian payoff with disrupted fixings: disrupted fixings are dropped from the average · case 01
Averages over fewer observations overweight the remaining fixings.
Arithmetic Asian payoff with disrupted fixings: disrupted fixings are dropped from the average · case 02
Averages over fewer observations overweight the remaining fixings.
Arithmetic Asian payoff with disrupted fixings: disrupted fixings are dropped from the average · case 03
Averages over fewer observations overweight the remaining fixings.
Arithmetic Asian payoff with disrupted fixings: disrupted fixings are dropped from the average · case 04
Averages over fewer observations overweight the remaining fixings.
Arithmetic Asian payoff with disrupted fixings: disrupted fixings are dropped from the average · case 05
Averages over fewer observations overweight the remaining fixings.
Arithmetic Asian payoff with disrupted fixings: disruptions prefer the next valid fixing over the previous one · case 01
Mid-schedule disruptions borrow a future price.
Arithmetic Asian payoff with disrupted fixings: disruptions prefer the next valid fixing over the previous one · case 02
Mid-schedule disruptions borrow a future price.
Arithmetic Asian payoff with disrupted fixings: disruptions prefer the next valid fixing over the previous one · case 03
Mid-schedule disruptions borrow a future price.
Arithmetic Asian payoff with disrupted fixings: disruptions prefer the next valid fixing over the previous one · case 04
Mid-schedule disruptions borrow a future price.
Arithmetic Asian payoff with disrupted fixings: disruptions prefer the next valid fixing over the previous one · case 05
Mid-schedule disruptions borrow a future price.
Arithmetic Asian payoff with disrupted fixings: a disruption before any valid fixing falls back to the strike · case 01
Schedules that start with a disrupted fixing average in the strike.
Arithmetic Asian payoff with disrupted fixings: a disruption before any valid fixing falls back to the strike · case 02
Schedules that start with a disrupted fixing average in the strike.
Arithmetic Asian payoff with disrupted fixings: a disruption before any valid fixing falls back to the strike · case 03
Schedules that start with a disrupted fixing average in the strike.
Arithmetic Asian payoff with disrupted fixings: a disruption before any valid fixing falls back to the strike · case 04
Schedules that start with a disrupted fixing average in the strike.
Arithmetic Asian payoff with disrupted fixings: a disruption before any valid fixing falls back to the strike · case 05
Schedules that start with a disrupted fixing average in the strike.
Arithmetic Asian payoff with disrupted fixings: the floating-strike call pays the average over the final price · case 01
Floating-strike calls pay when the final price is below the average.
Arithmetic Asian payoff with disrupted fixings: the floating-strike call pays the average over the final price · case 02
Floating-strike calls pay when the final price is below the average.
Arithmetic Asian payoff with disrupted fixings: the floating-strike call pays the average over the final price · case 03
Floating-strike calls pay when the final price is below the average.
Arithmetic Asian payoff with disrupted fixings: the floating-strike call pays the average over the final price · case 04
Floating-strike calls pay when the final price is below the average.
Arithmetic Asian payoff with disrupted fixings: the floating-strike call pays the average over the final price · case 05
Floating-strike calls pay when the final price is below the average.
Arithmetic Asian payoff with disrupted fixings: the final price is added to the fixing average · case 01
The final observation is double counted in the average.
Arithmetic Asian payoff with disrupted fixings: the final price is added to the fixing average · case 02
The final observation is double counted in the average.
Arithmetic Asian payoff with disrupted fixings: the final price is added to the fixing average · case 03
The final observation is double counted in the average.
Arithmetic Asian payoff with disrupted fixings: the final price is added to the fixing average · case 04
The final observation is double counted in the average.
Arithmetic Asian payoff with disrupted fixings: the final price is added to the fixing average · case 05
The final observation is double counted in the average.
Discretely monitored barrier option payoff: an observation exactly at the barrier is not a hit · case 01
Paths that touch the barrier level exactly are treated as never touching it.
Discretely monitored barrier option payoff: an observation exactly at the barrier is not a hit · case 02
Paths that touch the barrier level exactly are treated as never touching it.
Discretely monitored barrier option payoff: an observation exactly at the barrier is not a hit · case 03
Paths that touch the barrier level exactly are treated as never touching it.
Discretely monitored barrier option payoff: an observation exactly at the barrier is not a hit · case 04
Paths that touch the barrier level exactly are treated as never touching it.
Discretely monitored barrier option payoff: an observation exactly at the barrier is not a hit · case 05
Paths that touch the barrier level exactly are treated as never touching it.
Discretely monitored barrier option payoff: the final observation is excluded from monitoring · case 01
A barrier crossed only at expiry is ignored.
Discretely monitored barrier option payoff: the final observation is excluded from monitoring · case 02
A barrier crossed only at expiry is ignored.
Discretely monitored barrier option payoff: the final observation is excluded from monitoring · case 03
A barrier crossed only at expiry is ignored.
Discretely monitored barrier option payoff: the final observation is excluded from monitoring · case 04
A barrier crossed only at expiry is ignored.
Discretely monitored barrier option payoff: the final observation is excluded from monitoring · case 05
A barrier crossed only at expiry is ignored.
Discretely monitored barrier option payoff: a knock-in that never activates pays nothing · case 01
Holders of knock-in options with a rebate receive zero when the barrier is not hit.
Discretely monitored barrier option payoff: a knock-in that never activates pays nothing · case 02
Holders of knock-in options with a rebate receive zero when the barrier is not hit.
Discretely monitored barrier option payoff: a knock-in that never activates pays nothing · case 03
Holders of knock-in options with a rebate receive zero when the barrier is not hit.
Discretely monitored barrier option payoff: a knock-in that never activates pays nothing · case 04
Holders of knock-in options with a rebate receive zero when the barrier is not hit.
Discretely monitored barrier option payoff: a knock-in that never activates pays nothing · case 05
Holders of knock-in options with a rebate receive zero when the barrier is not hit.
Discretely monitored barrier option payoff: barrier direction is inferred from the option type · case 01
Up-and-out puts and down-and-in calls monitor the wrong side of the barrier.
Discretely monitored barrier option payoff: barrier direction is inferred from the option type · case 02
Up-and-out puts and down-and-in calls monitor the wrong side of the barrier.
Discretely monitored barrier option payoff: barrier direction is inferred from the option type · case 03
Up-and-out puts and down-and-in calls monitor the wrong side of the barrier.
Discretely monitored barrier option payoff: barrier direction is inferred from the option type · case 04
Up-and-out puts and down-and-in calls monitor the wrong side of the barrier.
Discretely monitored barrier option payoff: barrier direction is inferred from the option type · case 05
Up-and-out puts and down-and-in calls monitor the wrong side of the barrier.
Discretely monitored barrier option payoff: a knocked-out option pays nothing · case 01
Knock-out rebates are never paid.
Discretely monitored barrier option payoff: a knocked-out option pays nothing · case 02
Knock-out rebates are never paid.
Discretely monitored barrier option payoff: a knocked-out option pays nothing · case 03
Knock-out rebates are never paid.
Discretely monitored barrier option payoff: a knocked-out option pays nothing · case 04
Knock-out rebates are never paid.
Discretely monitored barrier option payoff: a knocked-out option pays nothing · case 05
Knock-out rebates are never paid.
Binary option settlement with an at-strike rule: calls finishing exactly at the strike pay in full · case 01
At-the-money calls pay the full amount instead of half.
Binary option settlement with an at-strike rule: calls finishing exactly at the strike pay in full · case 02
At-the-money calls pay the full amount instead of half.
Binary option settlement with an at-strike rule: calls finishing exactly at the strike pay in full · case 03
At-the-money calls pay the full amount instead of half.
Binary option settlement with an at-strike rule: calls finishing exactly at the strike pay in full · case 04
At-the-money calls pay the full amount instead of half.
Binary option settlement with an at-strike rule: calls finishing exactly at the strike pay in full · case 05
At-the-money calls pay the full amount instead of half.
Binary option settlement with an at-strike rule: puts are in the money above the strike · case 01
Digital puts pay when the underlying rises.
Binary option settlement with an at-strike rule: puts are in the money above the strike · case 02
Digital puts pay when the underlying rises.
Binary option settlement with an at-strike rule: puts are in the money above the strike · case 03
Digital puts pay when the underlying rises.
Binary option settlement with an at-strike rule: puts are in the money above the strike · case 04
Digital puts pay when the underlying rises.
Binary option settlement with an at-strike rule: puts are in the money above the strike · case 05
Digital puts pay when the underlying rises.
Binary option settlement with an at-strike rule: asset-or-nothing pays the strike · case 01
Asset-or-nothing payouts equal the strike instead of the underlying value.
Binary option settlement with an at-strike rule: asset-or-nothing pays the strike · case 02
Asset-or-nothing payouts equal the strike instead of the underlying value.
Binary option settlement with an at-strike rule: asset-or-nothing pays the strike · case 03
Asset-or-nothing payouts equal the strike instead of the underlying value.
Binary option settlement with an at-strike rule: asset-or-nothing pays the strike · case 04
Asset-or-nothing payouts equal the strike instead of the underlying value.
Binary option settlement with an at-strike rule: asset-or-nothing pays the strike · case 05
Asset-or-nothing payouts equal the strike instead of the underlying value.
Binary option settlement with an at-strike rule: option side is parsed from the wrong token · case 01
Every digital is treated as a put.
Binary option settlement with an at-strike rule: option side is parsed from the wrong token · case 02
Every digital is treated as a put.
Binary option settlement with an at-strike rule: option side is parsed from the wrong token · case 03
Every digital is treated as a put.
Binary option settlement with an at-strike rule: option side is parsed from the wrong token · case 04
Every digital is treated as a put.
Binary option settlement with an at-strike rule: option side is parsed from the wrong token · case 05
Every digital is treated as a put.
Option strategy max gain, max loss and breakevens: maximum gain ignores the upside tail · case 01
Long calls report a finite maximum gain equal to the best breakpoint value.
Option strategy max gain, max loss and breakevens: maximum gain ignores the upside tail · case 02
Long calls report a finite maximum gain equal to the best breakpoint value.
Option strategy max gain, max loss and breakevens: maximum gain ignores the upside tail · case 03
Long calls report a finite maximum gain equal to the best breakpoint value.
Option strategy max gain, max loss and breakevens: maximum gain ignores the upside tail · case 04
Long calls report a finite maximum gain equal to the best breakpoint value.
Option strategy max gain, max loss and breakevens: maximum gain ignores the upside tail · case 05
Long calls report a finite maximum gain equal to the best breakpoint value.
Option strategy max gain, max loss and breakevens: maximum loss is inferred from the presence of a short call · case 01
Covered calls report unbounded loss while naked short stock reports a finite loss.
Option strategy max gain, max loss and breakevens: maximum loss is inferred from the presence of a short call · case 02
Covered calls report unbounded loss while naked short stock reports a finite loss.
Option strategy max gain, max loss and breakevens: maximum loss is inferred from the presence of a short call · case 03
Covered calls report unbounded loss while naked short stock reports a finite loss.
Option strategy max gain, max loss and breakevens: maximum loss is inferred from the presence of a short call · case 04
Covered calls report unbounded loss while naked short stock reports a finite loss.
Option strategy max gain, max loss and breakevens: maximum loss is inferred from the presence of a short call · case 05
Covered calls report unbounded loss while naked short stock reports a finite loss.
Option strategy max gain, max loss and breakevens: call premium is added to the call value · case 01
Long calls look profitable at every price.
Option strategy max gain, max loss and breakevens: call premium is added to the call value · case 02
Long calls look profitable at every price.
Option strategy max gain, max loss and breakevens: call premium is added to the call value · case 03
Long calls look profitable at every price.
Option strategy max gain, max loss and breakevens: call premium is added to the call value · case 04
Long calls look profitable at every price.
Option strategy max gain, max loss and breakevens: call premium is added to the call value · case 05
Long calls look profitable at every price.
INSPECTABLE BY DESIGN
Every result has a runnable source.
Runnable implementations with recorded outputs, source hashes, and explicit contracts. Related variants share a failure mechanism and belong together in evaluation splits.
Read the methodology ↗