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
Option strategy max gain, max loss and breakevens: interpolated breakevens use the wrong sign · case 01
Breakevens are reported outside the segment where value changes sign.
Option strategy max gain, max loss and breakevens: interpolated breakevens use the wrong sign · case 02
Breakevens are reported outside the segment where value changes sign.
Option strategy max gain, max loss and breakevens: interpolated breakevens use the wrong sign · case 03
Breakevens are reported outside the segment where value changes sign.
Option strategy max gain, max loss and breakevens: interpolated breakevens use the wrong sign · case 04
Breakevens are reported outside the segment where value changes sign.
Option strategy max gain, max loss and breakevens: interpolated breakevens use the wrong sign · case 05
Breakevens are reported outside the segment where value changes sign.
Option strategy max gain, max loss and breakevens: the upside tail root has the wrong sign · case 01
Long call breakevens are reported below the strike.
Option strategy max gain, max loss and breakevens: the upside tail root has the wrong sign · case 02
Long call breakevens are reported below the strike.
Option strategy max gain, max loss and breakevens: the upside tail root has the wrong sign · case 03
Long call breakevens are reported below the strike.
Option strategy max gain, max loss and breakevens: the upside tail root has the wrong sign · case 04
Long call breakevens are reported below the strike.
Option strategy max gain, max loss and breakevens: the upside tail root has the wrong sign · case 05
Long call breakevens are reported below the strike.
Option strategy max gain, max loss and breakevens: the zero underlying price is not evaluated · case 01
Long puts and long stock report the wrong extreme at a zero price.
Option strategy max gain, max loss and breakevens: the zero underlying price is not evaluated · case 02
Long puts and long stock report the wrong extreme at a zero price.
Option strategy max gain, max loss and breakevens: the zero underlying price is not evaluated · case 03
Long puts and long stock report the wrong extreme at a zero price.
Option strategy max gain, max loss and breakevens: the zero underlying price is not evaluated · case 04
Long puts and long stock report the wrong extreme at a zero price.
Option strategy max gain, max loss and breakevens: the zero underlying price is not evaluated · case 05
Long puts and long stock report the wrong extreme at a zero price.
Cox-Ross-Rubinstein American option tree: the early-exercise test prices puts as calls · case 01
American puts lose their early exercise premium.
Cox-Ross-Rubinstein American option tree: the early-exercise test prices puts as calls · case 02
American puts lose their early exercise premium.
Cox-Ross-Rubinstein American option tree: the early-exercise test prices puts as calls · case 03
American puts lose their early exercise premium.
Cox-Ross-Rubinstein American option tree: the early-exercise test prices puts as calls · case 04
American puts lose their early exercise premium.
Cox-Ross-Rubinstein American option tree: the early-exercise test prices puts as calls · case 05
American puts lose their early exercise premium.
Cox-Ross-Rubinstein American option tree: the growth factor uses simple interest · case 01
Tree prices drift from the stated continuous-compounding model.
Cox-Ross-Rubinstein American option tree: the growth factor uses simple interest · case 02
Tree prices drift from the stated continuous-compounding model.
Cox-Ross-Rubinstein American option tree: the growth factor uses simple interest · case 03
Tree prices drift from the stated continuous-compounding model.
Cox-Ross-Rubinstein American option tree: the growth factor uses simple interest · case 04
Tree prices drift from the stated continuous-compounding model.
Cox-Ross-Rubinstein American option tree: the growth factor uses simple interest · case 05
Tree prices drift from the stated continuous-compounding model.
Cox-Ross-Rubinstein American option tree: each step discounts over the full maturity · case 01
Option values collapse toward zero for many steps.
Cox-Ross-Rubinstein American option tree: each step discounts over the full maturity · case 02
Option values collapse toward zero for many steps.
Cox-Ross-Rubinstein American option tree: each step discounts over the full maturity · case 03
Option values collapse toward zero for many steps.
Cox-Ross-Rubinstein American option tree: each step discounts over the full maturity · case 04
Option values collapse toward zero for many steps.
Cox-Ross-Rubinstein American option tree: each step discounts over the full maturity · case 05
Option values collapse toward zero for many steps.
Cox-Ross-Rubinstein American option tree: the down factor is arithmetic instead of reciprocal · case 01
The lattice does not recombine on the stated log grid.
Cox-Ross-Rubinstein American option tree: the down factor is arithmetic instead of reciprocal · case 02
The lattice does not recombine on the stated log grid.
Cox-Ross-Rubinstein American option tree: the down factor is arithmetic instead of reciprocal · case 03
The lattice does not recombine on the stated log grid.
Cox-Ross-Rubinstein American option tree: the down factor is arithmetic instead of reciprocal · case 04
The lattice does not recombine on the stated log grid.
Cox-Ross-Rubinstein American option tree: the down factor is arithmetic instead of reciprocal · case 05
The lattice does not recombine on the stated log grid.
Cox-Ross-Rubinstein American option tree: up and down probabilities are attached to the wrong children · case 01
Continuation values are biased toward the down state.
Cox-Ross-Rubinstein American option tree: up and down probabilities are attached to the wrong children · case 02
Continuation values are biased toward the down state.
Cox-Ross-Rubinstein American option tree: up and down probabilities are attached to the wrong children · case 03
Continuation values are biased toward the down state.
Cox-Ross-Rubinstein American option tree: up and down probabilities are attached to the wrong children · case 04
Continuation values are biased toward the down state.
Cox-Ross-Rubinstein American option tree: up and down probabilities are attached to the wrong children · case 05
Continuation values are biased toward the down state.
European option value with continuous dividend yield: the dividend yield is added to the drift · case 01
Options on dividend payers are priced as if dividends increased the forward.
European option value with continuous dividend yield: the dividend yield is added to the drift · case 02
Options on dividend payers are priced as if dividends increased the forward.
European option value with continuous dividend yield: the dividend yield is added to the drift · case 03
Options on dividend payers are priced as if dividends increased the forward.
European option value with continuous dividend yield: the dividend yield is added to the drift · case 04
Options on dividend payers are priced as if dividends increased the forward.
European option value with continuous dividend yield: the dividend yield is added to the drift · case 05
Options on dividend payers are priced as if dividends increased the forward.
European option value with continuous dividend yield: d2 subtracts sigma*T · case 01
Values are wrong for every maturity other than one year.
European option value with continuous dividend yield: d2 subtracts sigma*T · case 02
Values are wrong for every maturity other than one year.
European option value with continuous dividend yield: d2 subtracts sigma*T · case 03
Values are wrong for every maturity other than one year.
European option value with continuous dividend yield: d2 subtracts sigma*T · case 04
Values are wrong for every maturity other than one year.
European option value with continuous dividend yield: d2 subtracts sigma*T · case 05
Values are wrong for every maturity other than one year.
European option value with continuous dividend yield: the call leaves the spot term undiscounted for dividends · case 01
Calls on dividend payers are overpriced.
European option value with continuous dividend yield: the call leaves the spot term undiscounted for dividends · case 02
Calls on dividend payers are overpriced.
European option value with continuous dividend yield: the call leaves the spot term undiscounted for dividends · case 03
Calls on dividend payers are overpriced.
European option value with continuous dividend yield: the call leaves the spot term undiscounted for dividends · case 04
Calls on dividend payers are overpriced.
European option value with continuous dividend yield: the call leaves the spot term undiscounted for dividends · case 05
Calls on dividend payers are overpriced.
European option value with continuous dividend yield: the put formula swaps d1 and d2 · case 01
Puts violate put-call parity.
European option value with continuous dividend yield: the put formula swaps d1 and d2 · case 02
Puts violate put-call parity.
European option value with continuous dividend yield: the put formula swaps d1 and d2 · case 03
Puts violate put-call parity.
European option value with continuous dividend yield: the put formula swaps d1 and d2 · case 04
Puts violate put-call parity.
European option value with continuous dividend yield: the put formula swaps d1 and d2 · case 05
Puts violate put-call parity.
European option value with continuous dividend yield: maturity uses a 360-day year · case 01
Time value is overstated for every maturity.
European option value with continuous dividend yield: maturity uses a 360-day year · case 02
Time value is overstated for every maturity.
European option value with continuous dividend yield: maturity uses a 360-day year · case 03
Time value is overstated for every maturity.
European option value with continuous dividend yield: maturity uses a 360-day year · case 04
Time value is overstated for every maturity.
European option value with continuous dividend yield: maturity uses a 360-day year · case 05
Time value is overstated for every maturity.
European option value with continuous dividend yield: an option at expiry returns zero · case 01
Expiring in-the-money options are valued at zero.
European option value with continuous dividend yield: an option at expiry returns zero · case 02
Expiring in-the-money options are valued at zero.
European option value with continuous dividend yield: an option at expiry returns zero · case 03
Expiring in-the-money options are valued at zero.
European option value with continuous dividend yield: an option at expiry returns zero · case 04
Expiring in-the-money options are valued at zero.
European option value with continuous dividend yield: an option at expiry returns zero · case 05
Expiring in-the-money options are valued at zero.
Special opening settlement value for index options: a component that did not open contributes zero · case 01
Settlement values drop sharply when any component is halted at the open.
Special opening settlement value for index options: a component that did not open contributes zero · case 02
Settlement values drop sharply when any component is halted at the open.
Special opening settlement value for index options: a component that did not open contributes zero · case 03
Settlement values drop sharply when any component is halted at the open.
Special opening settlement value for index options: a component that did not open contributes zero · case 04
Settlement values drop sharply when any component is halted at the open.
Special opening settlement value for index options: a component that did not open contributes zero · case 05
Settlement values drop sharply when any component is halted at the open.
Special opening settlement value for index options: half-cent settlement values round to even · case 01
Exact half-cent values settle a cent lower half of the time.
Special opening settlement value for index options: half-cent settlement values round to even · case 02
Exact half-cent values settle a cent lower half of the time.
Special opening settlement value for index options: half-cent settlement values round to even · case 03
Exact half-cent values settle a cent lower half of the time.
Special opening settlement value for index options: half-cent settlement values round to even · case 04
Exact half-cent values settle a cent lower half of the time.
Special opening settlement value for index options: half-cent settlement values round to even · case 05
Exact half-cent values settle a cent lower half of the time.
Special opening settlement value for index options: each component is rounded before summation · case 01
Per-component rounding accumulates into a settlement value off by cents.
Special opening settlement value for index options: each component is rounded before summation · case 02
Per-component rounding accumulates into a settlement value off by cents.
Special opening settlement value for index options: each component is rounded before summation · case 03
Per-component rounding accumulates into a settlement value off by cents.
Special opening settlement value for index options: each component is rounded before summation · case 04
Per-component rounding accumulates into a settlement value off by cents.
Special opening settlement value for index options: each component is rounded before summation · case 05
Per-component rounding accumulates into a settlement value off by cents.
Special opening settlement value for index options: component weights are ignored · case 01
Settlement is a plain price average scaled by the divisor.
Special opening settlement value for index options: component weights are ignored · case 02
Settlement is a plain price average scaled by the divisor.
Special opening settlement value for index options: component weights are ignored · case 03
Settlement is a plain price average scaled by the divisor.
Special opening settlement value for index options: component weights are ignored · case 04
Settlement is a plain price average scaled by the divisor.
Special opening settlement value for index options: component weights are ignored · case 05
Settlement is a plain price average scaled by the divisor.
Listed option expiration date calendar: the first Friday offset can be negative · case 01
In months starting on a Saturday or Sunday the expiry lands a week early.
Listed option expiration date calendar: the first Friday offset can be negative · case 02
In months starting on a Saturday or Sunday the expiry lands a week early.
Listed option expiration date calendar: the first Friday offset can be negative · case 03
In months starting on a Saturday or Sunday the expiry lands a week early.
Listed option expiration date calendar: the first Friday offset can be negative · case 04
In months starting on a Saturday or Sunday the expiry lands a week early.
Listed option expiration date calendar: the first Friday offset can be negative · case 05
In months starting on a Saturday or Sunday the expiry lands a week early.
Listed option expiration date calendar: holiday expiries roll forward · case 01
An expiry Friday that is a holiday moves to the following Monday.
Listed option expiration date calendar: holiday expiries roll forward · case 02
An expiry Friday that is a holiday moves to the following Monday.
Listed option expiration date calendar: holiday expiries roll forward · case 03
An expiry Friday that is a holiday moves to the following Monday.
Listed option expiration date calendar: holiday expiries roll forward · case 04
An expiry Friday that is a holiday moves to the following Monday.
Listed option expiration date calendar: holiday expiries roll forward · case 05
An expiry Friday that is a holiday moves to the following Monday.
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 ↗