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
Listed option expiration date calendar: a quarter-end month maps to the next quarter · case 01
March, June and September quarterly contracts expire three months late.
Listed option expiration date calendar: a quarter-end month maps to the next quarter · case 02
March, June and September quarterly contracts expire three months late.
Listed option expiration date calendar: a quarter-end month maps to the next quarter · case 03
March, June and September quarterly contracts expire three months late.
Listed option expiration date calendar: a quarter-end month maps to the next quarter · case 04
March, June and September quarterly contracts expire three months late.
Listed option expiration date calendar: a quarter-end month maps to the next quarter · case 05
March, June and September quarterly contracts expire three months late.
Listed option expiration date calendar: quarterly expiries fall on weekend month ends · case 01
Quarter-end expiries on Saturdays or Sundays are not moved.
Listed option expiration date calendar: quarterly expiries fall on weekend month ends · case 02
Quarter-end expiries on Saturdays or Sundays are not moved.
Listed option expiration date calendar: quarterly expiries fall on weekend month ends · case 03
Quarter-end expiries on Saturdays or Sundays are not moved.
Listed option expiration date calendar: quarterly expiries fall on weekend month ends · case 04
Quarter-end expiries on Saturdays or Sundays are not moved.
Listed option expiration date calendar: quarterly expiries fall on weekend month ends · case 05
Quarter-end expiries on Saturdays or Sundays are not moved.
Listed option expiration date calendar: the Friday offset uses the Saturday index · case 01
Monthly expiries land on the third Saturday.
Listed option expiration date calendar: the Friday offset uses the Saturday index · case 02
Monthly expiries land on the third Saturday.
Listed option expiration date calendar: the Friday offset uses the Saturday index · case 03
Monthly expiries land on the third Saturday.
Listed option expiration date calendar: the Friday offset uses the Saturday index · case 04
Monthly expiries land on the third Saturday.
Listed option expiration date calendar: the Friday offset uses the Saturday index · case 05
Monthly expiries land on the third Saturday.
Uncovered short option margin requirement: puts use the call out-of-the-money amount · case 01
Deep out-of-the-money puts get no margin relief while in-the-money puts get relief.
Uncovered short option margin requirement: puts use the call out-of-the-money amount · case 02
Deep out-of-the-money puts get no margin relief while in-the-money puts get relief.
Uncovered short option margin requirement: puts use the call out-of-the-money amount · case 03
Deep out-of-the-money puts get no margin relief while in-the-money puts get relief.
Uncovered short option margin requirement: puts use the call out-of-the-money amount · case 04
Deep out-of-the-money puts get no margin relief while in-the-money puts get relief.
Uncovered short option margin requirement: puts use the call out-of-the-money amount · case 05
Deep out-of-the-money puts get no margin relief while in-the-money puts get relief.
Uncovered short option margin requirement: the put minimum uses the underlying price · case 01
Put minimums are wrong whenever the underlying differs from the strike.
Uncovered short option margin requirement: the put minimum uses the underlying price · case 02
Put minimums are wrong whenever the underlying differs from the strike.
Uncovered short option margin requirement: the put minimum uses the underlying price · case 03
Put minimums are wrong whenever the underlying differs from the strike.
Uncovered short option margin requirement: the put minimum uses the underlying price · case 04
Put minimums are wrong whenever the underlying differs from the strike.
Uncovered short option margin requirement: the put minimum uses the underlying price · case 05
Put minimums are wrong whenever the underlying differs from the strike.
Uncovered short option margin requirement: the OTM reduction is subtracted after the minimum test · case 01
Far out-of-the-money options fall below the minimum requirement.
Uncovered short option margin requirement: the OTM reduction is subtracted after the minimum test · case 02
Far out-of-the-money options fall below the minimum requirement.
Uncovered short option margin requirement: the OTM reduction is subtracted after the minimum test · case 03
Far out-of-the-money options fall below the minimum requirement.
Uncovered short option margin requirement: the OTM reduction is subtracted after the minimum test · case 04
Far out-of-the-money options fall below the minimum requirement.
Uncovered short option margin requirement: the OTM reduction is subtracted after the minimum test · case 05
Far out-of-the-money options fall below the minimum requirement.
Uncovered short option margin requirement: premium is only part of the percentage branch · case 01
Options at the minimum requirement exclude their own premium.
Uncovered short option margin requirement: premium is only part of the percentage branch · case 02
Options at the minimum requirement exclude their own premium.
Uncovered short option margin requirement: premium is only part of the percentage branch · case 03
Options at the minimum requirement exclude their own premium.
Uncovered short option margin requirement: premium is only part of the percentage branch · case 04
Options at the minimum requirement exclude their own premium.
Uncovered short option margin requirement: premium is only part of the percentage branch · case 05
Options at the minimum requirement exclude their own premium.
Exercise assignment allocation across short accounts: fifo assigns the newest positions first · case 01
Recently opened shorts are assigned ahead of older ones.
Exercise assignment allocation across short accounts: fifo assigns the newest positions first · case 02
Recently opened shorts are assigned ahead of older ones.
Exercise assignment allocation across short accounts: fifo assigns the newest positions first · case 03
Recently opened shorts are assigned ahead of older ones.
Exercise assignment allocation across short accounts: fifo assigns the newest positions first · case 04
Recently opened shorts are assigned ahead of older ones.
Exercise assignment allocation across short accounts: fifo assigns the newest positions first · case 05
Recently opened shorts are assigned ahead of older ones.
Exercise assignment allocation across short accounts: pro-rata remainders are never assigned · case 01
Fewer contracts are assigned than were exercised.
Exercise assignment allocation across short accounts: pro-rata remainders are never assigned · case 02
Fewer contracts are assigned than were exercised.
Exercise assignment allocation across short accounts: pro-rata remainders are never assigned · case 03
Fewer contracts are assigned than were exercised.
Exercise assignment allocation across short accounts: pro-rata remainders are never assigned · case 04
Fewer contracts are assigned than were exercised.
Exercise assignment allocation across short accounts: pro-rata remainders are never assigned · case 05
Fewer contracts are assigned than were exercised.
Exercise assignment allocation across short accounts: leftovers go to the smallest remainders · case 01
Accounts closest to deserving another contract are skipped.
Exercise assignment allocation across short accounts: leftovers go to the smallest remainders · case 02
Accounts closest to deserving another contract are skipped.
Exercise assignment allocation across short accounts: leftovers go to the smallest remainders · case 03
Accounts closest to deserving another contract are skipped.
Exercise assignment allocation across short accounts: leftovers go to the smallest remainders · case 04
Accounts closest to deserving another contract are skipped.
Exercise assignment allocation across short accounts: leftovers go to the smallest remainders · case 05
Accounts closest to deserving another contract are skipped.
Exercise assignment allocation across short accounts: equal remainders are broken by account name · case 01
Ties go to alphabetically earlier accounts instead of older positions.
Exercise assignment allocation across short accounts: equal remainders are broken by account name · case 02
Ties go to alphabetically earlier accounts instead of older positions.
Exercise assignment allocation across short accounts: equal remainders are broken by account name · case 03
Ties go to alphabetically earlier accounts instead of older positions.
Exercise assignment allocation across short accounts: equal remainders are broken by account name · case 04
Ties go to alphabetically earlier accounts instead of older positions.
Exercise assignment allocation across short accounts: equal remainders are broken by account name · case 05
Ties go to alphabetically earlier accounts instead of older positions.
Exercise assignment allocation across short accounts: fifo assigns whole positions past the exercised count · case 01
More contracts are assigned than were exercised.
Exercise assignment allocation across short accounts: fifo assigns whole positions past the exercised count · case 02
More contracts are assigned than were exercised.
Exercise assignment allocation across short accounts: fifo assigns whole positions past the exercised count · case 03
More contracts are assigned than were exercised.
Exercise assignment allocation across short accounts: fifo assigns whole positions past the exercised count · case 04
More contracts are assigned than were exercised.
Exercise assignment allocation across short accounts: fifo assigns whole positions past the exercised count · case 05
More contracts are assigned than were exercised.
FIFO realized P&L for option trades: closing a short lot books the price change with the long sign · case 01
Buying back a short option at a lower premium records a loss.
FIFO realized P&L for option trades: closing a short lot books the price change with the long sign · case 02
Buying back a short option at a lower premium records a loss.
FIFO realized P&L for option trades: closing a short lot books the price change with the long sign · case 03
Buying back a short option at a lower premium records a loss.
FIFO realized P&L for option trades: closing a short lot books the price change with the long sign · case 04
Buying back a short option at a lower premium records a loss.
FIFO realized P&L for option trades: closing a short lot books the price change with the long sign · case 05
Buying back a short option at a lower premium records a loss.
FIFO realized P&L for option trades: closing trades match the newest lot · case 01
Realized P&L follows LIFO instead of FIFO.
FIFO realized P&L for option trades: closing trades match the newest lot · case 02
Realized P&L follows LIFO instead of FIFO.
FIFO realized P&L for option trades: closing trades match the newest lot · case 03
Realized P&L follows LIFO instead of FIFO.
FIFO realized P&L for option trades: closing trades match the newest lot · case 04
Realized P&L follows LIFO instead of FIFO.
FIFO realized P&L for option trades: closing trades match the newest lot · case 05
Realized P&L follows LIFO instead of FIFO.
FIFO realized P&L for option trades: the excess of a flipping trade is dropped · case 01
Selling more than the long position closes it but never opens the short.
FIFO realized P&L for option trades: the excess of a flipping trade is dropped · case 02
Selling more than the long position closes it but never opens the short.
FIFO realized P&L for option trades: the excess of a flipping trade is dropped · case 03
Selling more than the long position closes it but never opens the short.
FIFO realized P&L for option trades: the excess of a flipping trade is dropped · case 04
Selling more than the long position closes it but never opens the short.
FIFO realized P&L for option trades: the excess of a flipping trade is dropped · case 05
Selling more than the long position closes it but never opens the short.
FIFO realized P&L for option trades: fees are charged once per trade · case 01
Multi-contract trades are undercharged.
FIFO realized P&L for option trades: fees are charged once per trade · case 02
Multi-contract trades are undercharged.
FIFO realized P&L for option trades: fees are charged once per trade · case 03
Multi-contract trades are undercharged.
FIFO realized P&L for option trades: fees are charged once per trade · case 04
Multi-contract trades are undercharged.
FIFO realized P&L for option trades: fees are charged once per trade · case 05
Multi-contract trades are undercharged.
Lookback option payoff: the initial fixing is excluded from the minimum · case 01
Floating-strike calls ignore a minimum set at inception.
Lookback option payoff: the initial fixing is excluded from the minimum · case 02
Floating-strike calls ignore a minimum set at inception.
Lookback option payoff: the initial fixing is excluded from the minimum · case 03
Floating-strike calls ignore a minimum set at inception.
Lookback option payoff: the initial fixing is excluded from the minimum · case 04
Floating-strike calls ignore a minimum set at inception.
Lookback option payoff: the initial fixing is excluded from the minimum · case 05
Floating-strike calls ignore a minimum set at inception.
Lookback option payoff: the floating put subtracts the maximum from the final price · case 01
Floating-strike puts produce negative payoffs.
Lookback option payoff: the floating put subtracts the maximum from the final price · case 02
Floating-strike puts produce negative payoffs.
Lookback option payoff: the floating put subtracts the maximum from the final price · case 03
Floating-strike puts produce negative payoffs.
Lookback option payoff: the floating put subtracts the maximum from the final price · case 04
Floating-strike puts produce negative payoffs.
Lookback option payoff: the floating put subtracts the maximum from the final price · case 05
Floating-strike puts produce negative payoffs.
Lookback option payoff: the fixed-strike call payoff can go negative · case 01
Paths that never exceed the strike charge the holder.
Lookback option payoff: the fixed-strike call payoff can go negative · case 02
Paths that never exceed the strike charge the holder.
Lookback option payoff: the fixed-strike call payoff can go negative · case 03
Paths that never exceed the strike charge the holder.
Lookback option payoff: the fixed-strike call payoff can go negative · case 04
Paths that never exceed the strike charge the holder.
Lookback option payoff: the fixed-strike call payoff can go negative · case 05
Paths that never exceed the strike charge the holder.
Lookback option payoff: the fixed-strike put uses the path maximum · case 01
Fixed-strike puts rarely pay.
Lookback option payoff: the fixed-strike put uses the path maximum · case 02
Fixed-strike puts rarely pay.
Lookback option payoff: the fixed-strike put uses the path maximum · case 03
Fixed-strike puts rarely pay.
Lookback option payoff: the fixed-strike put uses the path maximum · case 04
Fixed-strike puts rarely pay.
Lookback option payoff: the fixed-strike put uses the path maximum · case 05
Fixed-strike puts rarely pay.
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 ↗