Add Base Case Stress Test Forked Time Series Simulation

[jribbink]

Closes: #225

Description

Validates HT vs AAVE "23.66% BTC crash" claim from Python simulations with HF ranges matching Unit Zeros initial research.

Individual Test Logs

Aggressive_1.01

=== SIMULATION: Aggressive_1.01 ===
Agents: 5
Funding per agent: 1.00000000 BTC (~100000.00000000 MOET)
Tick interval: 60.00000000s
Price points: 61
Initial BTC price: $100000.00000000
Initial HF range: 1.10000000 - 1.20000000
Rebalance Triggers:
  HF (Position): triggers when HF < 1.01000000, rebalances to HF = 1.01000001
  Liquidation:   HF < 1.0 (on-chain effectiveCollateral/effectiveDebt)
Notes: BTC $100K -> $76,342.50 (-23.66%) over 60 minutes

=== SIMULATION RESULTS ===
Agents:              5
Rebalance attempts:  305
Vault rebalances:    0
Position rebalances: 170
Liquidation count:   0

--- Price ---
Initial BTC price:   $100000.00000000
Lowest BTC price:    $76342.50000000
Highest BTC price:   $100000.00000000
Final BTC price:     $76342.50000000

--- Position ---
Initial HF range:    1.10000000 - 1.20000000
Lowest HF observed:  1.00546621
Final HF (agent 0):  1.01000001
Final collateral:    1.00000000 BTC (value: 76342.50000000 MOET)
Final debt:          60469.30633198 MOET
Final yield tokens:  56460.11788836 (value: 56460.76209830 MOET @ yt=1.00001141)

=== TEST PASSED: Aggressive_1.01 — Zero liquidations under 23.66% BTC crash ===

Balanced_1.1

=== SIMULATION: Balanced_1.1 ===
Agents: 5
Funding per agent: 1.00000000 BTC (~100000.00000000 MOET)
Tick interval: 60.00000000s
Price points: 61
Initial BTC price: $100000.00000000
Initial HF range: 1.25000000 - 1.45000000
Rebalance Triggers:
  HF (Position): triggers when HF < 1.10000000, rebalances to HF = 1.10000001
  Liquidation:   HF < 1.0 (on-chain effectiveCollateral/effectiveDebt)
Notes: BTC $100K -> $76,342.50 (-23.66%) over 60 minutes

=== SIMULATION RESULTS ===
Agents:              5
Rebalance attempts:  305
Vault rebalances:    0
Position rebalances: 256
Liquidation count:   0

--- Price ---
Initial BTC price:   $100000.00000000
Lowest BTC price:    $76342.50000000
Highest BTC price:   $100000.00000000
Final BTC price:     $76342.50000000

--- Position ---
Initial HF range:    1.25000000 - 1.45000000
Lowest HF observed:  1.09506221
Final HF (agent 0):  1.10000001
Final collateral:    1.00000000 BTC (value: 76342.50000000 MOET)
Final debt:          55521.81767707 MOET
Final yield tokens:  54111.58760617 (value: 54112.20501938 MOET @ yt=1.00001141)

=== TEST PASSED: Balanced_1.1 — Zero liquidations under 23.66% BTC crash ===

Conservative_1.05

=== SIMULATION: Conservative_1.05 ===
Agents: 5
Funding per agent: 1.00000000 BTC (~100000.00000000 MOET)
Tick interval: 60.00000000s
Price points: 61
Initial BTC price: $100000.00000000
Initial HF range: 1.30000000 - 1.50000000
Rebalance Triggers:
  HF (Position): triggers when HF < 1.05000000, rebalances to HF = 1.05000001
  Liquidation:   HF < 1.0 (on-chain effectiveCollateral/effectiveDebt)
Notes: BTC $100K -> $76,342.50 (-23.66%) over 60 minutes

=== SIMULATION RESULTS ===
Agents:              5
Rebalance attempts:  305
Vault rebalances:    0
Position rebalances: 283
Liquidation count:   0

--- Price ---
Initial BTC price:   $100000.00000000
Lowest BTC price:    $76342.50000000
Highest BTC price:   $100000.00000000
Final BTC price:     $76342.50000000

--- Position ---
Initial HF range:    1.30000000 - 1.50000000
Lowest HF observed:  1.04528666
Final HF (agent 0):  1.05000001
Final collateral:    1.00000000 BTC (value: 76342.50000000 MOET)
Final debt:          58165.71373175 MOET
Final yield tokens:  56756.40422770 (value: 56757.05181827 MOET @ yt=1.00001141)

=== TEST PASSED: Conservative_1.05 — Zero liquidations under 23.66% BTC crash ===

Mixed_1.075

=== SIMULATION: Mixed_1.075 ===
Agents: 5
Funding per agent: 1.00000000 BTC (~100000.00000000 MOET)
Tick interval: 60.00000000s
Price points: 61
Initial BTC price: $100000.00000000
Initial HF range: 1.10000000 - 1.50000000
Rebalance Triggers:
  HF (Position): triggers when HF < 1.07500000, rebalances to HF = 1.07500001
  Liquidation:   HF < 1.0 (on-chain effectiveCollateral/effectiveDebt)
Notes: BTC $100K -> $76,342.50 (-23.66%) over 60 minutes

=== SIMULATION RESULTS ===
Agents:              5
Rebalance attempts:  305
Vault rebalances:    0
Position rebalances: 403
Liquidation count:   0

--- Price ---
Initial BTC price:   $100000.00000000
Lowest BTC price:    $76342.50000000
Highest BTC price:   $100000.00000000
Final BTC price:     $76342.50000000

--- Position ---
Initial HF range:    1.10000000 - 1.50000000
Lowest HF observed:  1.07017444
Final HF (agent 0):  1.07500001
Final collateral:    1.00000000 BTC (value: 76342.50000000 MOET)
Final debt:          56813.02272732 MOET
Final yield tokens:  52803.44434430 (value: 52804.04683159 MOET @ yt=1.00001141)

=== TEST PASSED: Mixed_1.075 — Zero liquidations under 23.66% BTC crash ===

Moderate_1.025

=== SIMULATION: Moderate_1.025 ===
Agents: 5
Funding per agent: 1.00000000 BTC (~100000.00000000 MOET)
Tick interval: 60.00000000s
Price points: 61
Initial BTC price: $100000.00000000
Initial HF range: 1.20000000 - 1.40000000
Rebalance Triggers:
  HF (Position): triggers when HF < 1.02500000, rebalances to HF = 1.02500001
  Liquidation:   HF < 1.0 (on-chain effectiveCollateral/effectiveDebt)
Notes: BTC $100K -> $76,342.50 (-23.66%) over 60 minutes

=== SIMULATION RESULTS ===
Agents:              5
Rebalance attempts:  305
Vault rebalances:    0
Position rebalances: 461
Liquidation count:   0

--- Price ---
Initial BTC price:   $100000.00000000
Lowest BTC price:    $76342.50000000
Highest BTC price:   $100000.00000000
Final BTC price:     $76342.50000000

--- Position ---
Initial HF range:    1.20000000 - 1.40000000
Lowest HF observed:  1.02039888
Final HF (agent 0):  1.02500001
Final collateral:    1.00000000 BTC (value: 76342.50000000 MOET)
Final debt:          59584.38966259 MOET
Final yield tokens:  57341.41890198 (value: 57342.07316756 MOET @ yt=1.00001141)

=== TEST PASSED: Moderate_1.025 — Zero liquidations under 23.66% BTC crash ===