diff --git a/.gitignore b/.gitignore
index 5ef6a52..7263d49 100644
--- a/.gitignore
+++ b/.gitignore
@@ -39,3 +39,12 @@ yarn-error.log*
 # typescript
 *.tsbuildinfo
 next-env.d.ts
+
+# Scenarios
+/scenarios
+
+## Tests related to specific LBP clients
+project-scenarios.test.js
+
+## Spreadsheet outputs
+/out
\ No newline at end of file
diff --git a/components/lbp-simulator/simulator/DemandPressureConfig.tsx b/components/lbp-simulator/simulator/DemandPressureConfig.tsx
index 9426a42..68d3695 100644
--- a/components/lbp-simulator/simulator/DemandPressureConfig.tsx
+++ b/components/lbp-simulator/simulator/DemandPressureConfig.tsx
@@ -40,6 +40,39 @@ import { useDebounce } from "@/lib/useDebounce";
 import { useShallow } from "zustand/react/shallow";
 import { GiBull } from "react-icons/gi";
 import { GiBearFace } from "react-icons/gi";
+import { formatNumber } from "@/lib/utils";
+
+const MAGNITUDE_BASES = [10_000, 100_000, 1_000_000] as const;
+
+function parseNumberInput(raw: string) {
+  const cleaned = raw.replace(/,/g, "").trim();
+  if (cleaned === "") return null;
+  const n = Number(cleaned);
+  if (!Number.isFinite(n)) return null;
+  return n;
+}
+
+function pickMagnitudeBaseForTarget(target: number) {
+  // Prefer multipliers in a "nice" range so the UI stays readable.
+  let best = 100_000 as (typeof MAGNITUDE_BASES)[number];
+  let bestScore = Number.POSITIVE_INFINITY;
+
+  for (const base of MAGNITUDE_BASES) {
+    const mult = target / base;
+    const penaltyLow = mult < 0.1 ? 10 + (0.1 - mult) * 50 : 0;
+    const penaltyHigh = mult > 20 ? 10 + (mult - 20) : 0;
+    const score =
+      penaltyLow +
+      penaltyHigh +
+      Math.abs(Math.log10(Math.max(1e-9, mult)));
+    if (score < bestScore) {
+      bestScore = score;
+      best = base;
+    }
+  }
+
+  return best;
+}
 
 function DemandPressureConfigComponent() {
   const { demandPressureConfig, updateDemandPressureConfig, config } =
@@ -54,12 +87,25 @@ function DemandPressureConfigComponent() {
   // Local state for immediate UI updates
   const [localConfig, setLocalConfig] =
     useState<DemandPressureConfigType>(demandPressureConfig);
+  const [endCumulativeInput, setEndCumulativeInput] = useState<string>("");
+  const [isEditingEndCumulative, setIsEditingEndCumulative] = useState(false);
 
   // Update local state when store config changes (e.g., reset)
   useEffect(() => {
     setLocalConfig(demandPressureConfig);
   }, [demandPressureConfig]);
 
+  const endScale = localConfig.preset === "bearish" ? 0.35 : 1.0;
+  const endCumulativeValue =
+    localConfig.magnitudeBase * localConfig.multiplier * endScale;
+
+  // Keep the "single number" input in sync with underlying magnitudeBase * multiplier (and preset scaling),
+  // but don't fight the user while they're typing.
+  useEffect(() => {
+    if (isEditingEndCumulative) return;
+    setEndCumulativeInput(formatNumber(Math.round(endCumulativeValue)));
+  }, [endCumulativeValue, isEditingEndCumulative]);
+
   // Debounce the local config before updating the store
   const debouncedConfig = useDebounce(localConfig, 500);
 
@@ -195,7 +241,22 @@ function DemandPressureConfigComponent() {
                   <button
                     type="button"
                     onClick={() =>
-                      setLocalConfig((prev) => ({ ...prev, preset: "bullish" }))
+                      setLocalConfig((prev) => {
+                        const prevEndScale = prev.preset === "bearish" ? 0.35 : 1.0;
+                        const targetEndTotal =
+                          prev.magnitudeBase * prev.multiplier * prevEndScale;
+                        const nextEndScale = 1.0;
+                        const unscaled =
+                          nextEndScale > 0 ? targetEndTotal / nextEndScale : targetEndTotal;
+                        const base = pickMagnitudeBaseForTarget(unscaled);
+                        const nextMultiplier = base > 0 ? unscaled / base : 0;
+                        return {
+                          ...prev,
+                          preset: "bullish",
+                          magnitudeBase: base,
+                          multiplier: nextMultiplier,
+                        };
+                      })
                     }
                     className={[
                       "rounded-lg border p-3 text-left transition-colors",
@@ -217,7 +278,22 @@ function DemandPressureConfigComponent() {
                   <button
                     type="button"
                     onClick={() =>
-                      setLocalConfig((prev) => ({ ...prev, preset: "bearish" }))
+                      setLocalConfig((prev) => {
+                        const prevEndScale = prev.preset === "bearish" ? 0.35 : 1.0;
+                        const targetEndTotal =
+                          prev.magnitudeBase * prev.multiplier * prevEndScale;
+                        const nextEndScale = 0.35;
+                        const unscaled =
+                          nextEndScale > 0 ? targetEndTotal / nextEndScale : targetEndTotal;
+                        const base = pickMagnitudeBaseForTarget(unscaled);
+                        const nextMultiplier = base > 0 ? unscaled / base : 0;
+                        return {
+                          ...prev,
+                          preset: "bearish",
+                          magnitudeBase: base,
+                          multiplier: nextMultiplier,
+                        };
+                      })
                     }
                     className={[
                       "rounded-lg border p-3 text-left transition-colors",
@@ -239,51 +315,236 @@ function DemandPressureConfigComponent() {
               </div>
 
               <div className="space-y-2">
-                <Label className="text-xs">Magnitude (end cumulative buy)</Label>
-                <Select
-                  value={String(localConfig.magnitudeBase)}
-                  onValueChange={(value) =>
-                    setLocalConfig((prev) => ({
-                      ...prev,
-                      magnitudeBase: Number(value) as DemandPressureConfigType["magnitudeBase"],
-                    }))
-                  }
-                >
-                  <SelectTrigger>
-                    <SelectValue placeholder="Select magnitude" />
-                  </SelectTrigger>
-                  <SelectContent>
-                    <SelectItem value="10000">10k</SelectItem>
-                    <SelectItem value="100000">100k</SelectItem>
-                    <SelectItem value="1000000">1M</SelectItem>
-                  </SelectContent>
-                </Select>
-                <p className="text-xs text-muted-foreground">
-                  Controls the Y-axis scale (USDC cumulative over time).
-                </p>
-              </div>
+                <Label className="text-xs">
+                  End cumulative buy (target)
+                </Label>
+                <div className="flex items-center gap-2">
+                  <Input
+                    type="text"
+                    inputMode="numeric"
+                    value={endCumulativeInput}
+                    onFocus={() => setIsEditingEndCumulative(true)}
+                    onChange={(e) => {
+                      const raw = e.target.value;
+                      setEndCumulativeInput(raw);
+                      const desired = parseNumberInput(raw);
+                      if (desired == null || desired < 0) return;
 
-              <div className="space-y-2">
-                <Label className="text-xs">Multiplier</Label>
-                <Input
-                  type="number"
-                  min={0}
-                  step={0.1}
-                  value={localConfig.multiplier}
-                  onChange={(e) =>
-                    setLocalConfig((prev) => ({
-                      ...prev,
-                      multiplier: Number(e.target.value),
-                    }))
-                  }
-                />
+                      const unscaled = endScale > 0 ? desired / endScale : desired;
+                      const base = pickMagnitudeBaseForTarget(unscaled);
+                      const nextMultiplier = base > 0 ? unscaled / base : 0;
+
+                      setLocalConfig((prev) => ({
+                        ...prev,
+                        magnitudeBase: base,
+                        multiplier: nextMultiplier,
+                      }));
+                    }}
+                    onBlur={() => {
+                      setIsEditingEndCumulative(false);
+                      const desired = parseNumberInput(endCumulativeInput);
+                      if (desired == null || desired < 0) {
+                        setEndCumulativeInput(formatNumber(Math.round(endCumulativeValue)));
+                        return;
+                      }
+                      setEndCumulativeInput(formatNumber(Math.round(desired)));
+                    }}
+                  />
+                  <span className="text-xs text-muted-foreground whitespace-nowrap">
+                    {config.collateralToken}
+                  </span>
+                </div>
                 <p className="text-xs text-muted-foreground">
-                  Fine-tune the curve’s magnitude (e.g. 0.5x, 2x).
+                  Value at the end of the campaign (cumulative).{" "}
+                  <span className="font-mono">
+                    {formatNumber(parseNumberInput(endCumulativeInput) ?? 0)}
+                  </span>{" "}
+                  {config.collateralToken}
+                  {localConfig.preset === "bearish" ? (
+                    <>
+                      {" "}
+                      (bearish preset applies a <span className="font-mono">0.35</span> end-scale)
+                    </>
+                  ) : null}
+                  .
                 </p>
               </div>
-            </div>
-          </div>
-        </ScrollArea>
+
+              <details className="rounded-md border bg-muted/30 p-3">
+                <summary className="cursor-pointer select-none text-xs text-muted-foreground">
+                  Advanced (magnitude base + multiplier)
+                </summary>
+                <div className="pt-3 space-y-3">
+                  <div className="space-y-2">
+                    <Label className="text-xs">
+                      Magnitude base
+                    </Label>
+                    <Select
+                      value={String(localConfig.magnitudeBase)}
+                      onValueChange={(value) =>
+                        setLocalConfig((prev) => ({
+                          ...prev,
+                          magnitudeBase: Number(value) as DemandPressureConfigType["magnitudeBase"],
+                        }))
+                      }
+                    >
+                      <SelectTrigger>
+                        <SelectValue placeholder="Select magnitude" />
+                      </SelectTrigger>
+                      <SelectContent>
+                        <SelectItem value="10000">10k</SelectItem>
+                        <SelectItem value="100000">100k</SelectItem>
+                        <SelectItem value="1000000">1M</SelectItem>
+                      </SelectContent>
+                    </Select>
+                  </div>
+
+                  <div className="space-y-2">
+                    <Label className="text-xs">Multiplier</Label>
+                    <Input
+                      type="number"
+                      min={0}
+                      step={0.1}
+                      value={localConfig.multiplier}
+                      onChange={(e) =>
+                        setLocalConfig((prev) => ({
+                          ...prev,
+                          multiplier: Number(e.target.value),
+                        }))
+                      }
+                    />
+                  </div>
+
+                  <p className="text-xs text-muted-foreground">
+                    Internally:{" "}
+                    <span className="font-mono">
+                      endTotal = magnitudeBase × multiplier × endScale
+                    </span>
+                    . Current:{" "}
+                    <span className="font-mono">
+                      {formatNumber(localConfig.magnitudeBase)} ×{" "}
+                      {Number(localConfig.multiplier).toFixed(3)}
+                    </span>
+                    .
+                  </p>
+                </div>
+              </details>
+
+	              <div className="space-y-2">
+	                <Label className="text-xs">Price Elasticity (optional)</Label>
+	                <div className="grid grid-cols-2 gap-2">
+	                  <div className="space-y-2">
+	                    <Label className="text-[11px] text-muted-foreground">
+	                      Elasticity exponent
+	                    </Label>
+	                    <Input
+	                      type="number"
+	                      min={0}
+	                      step={0.1}
+	                      value={localConfig.priceElasticity ?? 0}
+	                      onChange={(e) =>
+	                        setLocalConfig((prev) => ({
+	                          ...prev,
+	                          priceElasticity: Number(e.target.value),
+	                        }))
+	                      }
+	                    />
+	                  </div>
+
+	                  <div className="space-y-2">
+	                    <Label className="text-[11px] text-muted-foreground">
+	                      Direction
+	                    </Label>
+	                    <Select
+	                      value={localConfig.priceElasticityDirection ?? "down-only"}
+	                      onValueChange={(value) =>
+	                        setLocalConfig((prev) => ({
+	                          ...prev,
+	                          priceElasticityDirection: value as DemandPressureConfigType["priceElasticityDirection"],
+	                        }))
+	                      }
+	                    >
+	                      <SelectTrigger>
+	                        <SelectValue placeholder="Select mode" />
+	                      </SelectTrigger>
+	                      <SelectContent>
+	                        <SelectItem value="down-only">Down-only</SelectItem>
+	                        <SelectItem value="symmetric">Symmetric</SelectItem>
+	                      </SelectContent>
+	                    </Select>
+	                  </div>
+	                </div>
+
+	                <div className="space-y-2">
+	                  <Label className="text-[11px] text-muted-foreground">
+	                    Reference price multiplier (vs initial spot)
+	                  </Label>
+	                  <Input
+	                    type="number"
+	                    min={0.01}
+	                    step={0.05}
+	                    value={localConfig.priceElasticityReferenceMultiplier ?? 1}
+	                    onChange={(e) =>
+	                      setLocalConfig((prev) => ({
+	                        ...prev,
+	                        priceElasticityReferenceMultiplier: Number(e.target.value),
+	                      }))
+	                    }
+	                  />
+	                </div>
+
+	                <div className="grid grid-cols-2 gap-2">
+	                  <div className="space-y-2">
+	                    <Label className="text-[11px] text-muted-foreground">
+	                      Execution model
+	                    </Label>
+	                    <Select
+	                      value={localConfig.priceElasticityExecutionModel ?? "multiplier"}
+	                      onValueChange={(value) =>
+	                        setLocalConfig((prev) => ({
+	                          ...prev,
+	                          priceElasticityExecutionModel: value as DemandPressureConfigType["priceElasticityExecutionModel"],
+	                        }))
+	                      }
+	                    >
+	                      <SelectTrigger>
+	                        <SelectValue placeholder="Select model" />
+	                      </SelectTrigger>
+	                      <SelectContent>
+	                        <SelectItem value="multiplier">Multiplier</SelectItem>
+	                        <SelectItem value="backlog">Backlog</SelectItem>
+	                      </SelectContent>
+	                    </Select>
+	                  </div>
+
+	                  <div className="space-y-2">
+	                    <Label className="text-[11px] text-muted-foreground">
+	                      Backlog max spend (x)
+	                    </Label>
+	                    <Input
+	                      type="number"
+	                      min={1}
+	                      step={1}
+	                      value={localConfig.priceElasticityBacklogMaxSpendMultiplier ?? 5}
+	                      onChange={(e) =>
+	                        setLocalConfig((prev) => ({
+	                          ...prev,
+	                          priceElasticityBacklogMaxSpendMultiplier: Number(e.target.value),
+	                        }))
+	                      }
+	                    />
+	                  </div>
+	                </div>
+
+	                <p className="text-xs text-muted-foreground">
+	                  Scales per-step buys by <span className="font-mono">(P_ref / P_now)^e</span>,
+	                  where <span className="font-mono">P_ref</span> is the initial spot price times this multiplier.
+	                  Use &lt;1 to model users waiting for a cheaper price.
+	                </p>
+	              </div>
+	            </div>
+	          </div>
+	        </ScrollArea>
       </DialogContent>
     </Dialog>
   );
diff --git a/components/lbp-simulator/simulator/SimulatorConfig.tsx b/components/lbp-simulator/simulator/SimulatorConfig.tsx
index 4556e64..b5733ed 100644
--- a/components/lbp-simulator/simulator/SimulatorConfig.tsx
+++ b/components/lbp-simulator/simulator/SimulatorConfig.tsx
@@ -29,9 +29,16 @@ import {
 import { useSimulatorStore } from "@/store/useSimulatorStore";
 import { DemandPressureConfig } from "./DemandPressureConfig";
 import { SellPressureConfig } from "./SellPressureConfig";
-import { useState, useEffect, useTransition, memo, useCallback } from "react";
+import {
+  useState,
+  useEffect,
+  useTransition,
+  memo,
+  useCallback,
+  useRef,
+} from "react";
 import { useDebounce } from "@/lib/useDebounce";
-import { LBPConfig } from "@/lib/lbp-math";
+import type { SellPressureConfig as SellPressureConfigType } from "@/lib/lbp-math";
 import { useShallow } from "zustand/shallow";
 import { TokenLogo } from "@/components/ui/TokenLogo";
 import { formatNumber } from "@/lib/utils";
@@ -49,6 +56,7 @@ function SimulatorConfigComponent() {
     simulationSpeed,
     setSimulationSpeed,
     updateSellPressureConfig,
+    sellPressureConfig,
   } = useSimulatorStore(
     useShallow((state) => ({
       config: state.config,
@@ -60,6 +68,7 @@ function SimulatorConfigComponent() {
       simulationSpeed: state.simulationSpeed,
       setSimulationSpeed: state.setSimulationSpeed,
       updateSellPressureConfig: state.updateSellPressureConfig,
+      sellPressureConfig: state.sellPressureConfig,
     })),
   );
 
@@ -93,7 +102,19 @@ function SimulatorConfigComponent() {
     config.usdcBalanceIn,
   );
   const [pressureMode, setPressureMode] = useState<"buy-and-sell" | "buy-only">(
-    "buy-and-sell",
+    () => {
+      if (sellPressureConfig.preset === "loyal") {
+        return sellPressureConfig.loyalSoldPct <= 0
+          ? "buy-only"
+          : "buy-and-sell";
+      }
+      return sellPressureConfig.greedySellPct <= 0
+        ? "buy-only"
+        : "buy-and-sell";
+    },
+  );
+  const sellConfigBeforeBuyOnlyRef = useRef<SellPressureConfigType | null>(
+    null,
   );
 
   // Update local state when store config changes
@@ -282,7 +303,27 @@ function SimulatorConfigComponent() {
                     onValueChange={(value: "buy-and-sell" | "buy-only") => {
                       setPressureMode(value);
                       if (value === "buy-only") {
-                        updateSellPressureConfig({ loyalSoldPct: 0 });
+                        // Buy-only should disable sell pressure regardless of the current preset
+                        // (e.g. if the user previously selected "greedy", that still sells).
+                        if (sellConfigBeforeBuyOnlyRef.current == null) {
+                          sellConfigBeforeBuyOnlyRef.current =
+                            sellPressureConfig;
+                        }
+                        updateSellPressureConfig({
+                          preset: "loyal",
+                          loyalSoldPct: 0,
+                          greedySellPct: 0,
+                        });
+                        // Clear prior Sales rows + prevent ticking against stale snapshots.
+                        restartSimulation();
+                      } else {
+                        const prev = sellConfigBeforeBuyOnlyRef.current;
+                        if (prev != null) {
+                          sellConfigBeforeBuyOnlyRef.current = null;
+                          updateSellPressureConfig(prev);
+                        }
+                        // New sell config means a new deterministic path; restart for a clean run.
+                        restartSimulation();
                       }
                     }}
                     className="flex"
@@ -314,7 +355,9 @@ function SimulatorConfigComponent() {
                             : "opacity-0 pointer-events-none"
                         }`}
                       >
-                        <SellPressureConfig />
+                        {pressureMode === "buy-and-sell" ? (
+                          <SellPressureConfig />
+                        ) : null}
                       </div>
                     </div>
                   </div>
@@ -401,7 +444,7 @@ function SimulatorConfigComponent() {
                     <Label>Start (Token / {config.collateralToken})</Label>
                     <div className="flex items-center gap-3">
                       <span className="text-sm font-mono w-10 shrink-0">
-                        {config.tknWeightIn}%
+                        {localTknWeightIn}%
                       </span>
                       <Slider
                         value={[localTknWeightIn]}
@@ -412,15 +455,30 @@ function SimulatorConfigComponent() {
                         className="flex-1"
                       />
                       <span className="text-sm font-mono w-10 shrink-0 text-right">
-                        {config.usdcWeightIn}%
+                        {100 - localTknWeightIn}%
                       </span>
+                      <Input
+                        className="w-12 shrink-0 text-right p-0"
+                        type="number"
+                        min={1}
+                        max={99}
+                        step={1}
+                        value={localTknWeightIn}
+                        onChange={(e) => {
+                          const next = Number(e.target.value);
+                          if (!Number.isFinite(next)) return;
+                          handleWeightChange(
+                            Math.max(1, Math.min(99, Math.round(next))),
+                          );
+                        }}
+                      />
                     </div>
                   </div>
                   <div className="space-y-2">
                     <Label>End (Token / {config.collateralToken})</Label>
                     <div className="flex items-center gap-3">
                       <span className="text-sm font-mono w-10 shrink-0">
-                        {config.tknWeightOut}%
+                        {localTknWeightOut}%
                       </span>
                       <Slider
                         value={[localTknWeightOut]}
@@ -431,8 +489,23 @@ function SimulatorConfigComponent() {
                         className="flex-1"
                       />
                       <span className="text-sm font-mono w-10 shrink-0 text-right">
-                        {config.usdcWeightOut}%
+                        {100 - localTknWeightOut}%
                       </span>
+                      <Input
+                        className="w-12 shrink-0 text-right p-0"
+                        type="number"
+                        min={1}
+                        max={99}
+                        step={1}
+                        value={localTknWeightOut}
+                        onChange={(e) => {
+                          const next = Number(e.target.value);
+                          if (!Number.isFinite(next)) return;
+                          handleEndWeightChange(
+                            Math.max(1, Math.min(99, Math.round(next))),
+                          );
+                        }}
+                      />
                     </div>
                   </div>
                 </div>
@@ -481,7 +554,7 @@ function SimulatorConfigComponent() {
                         <SelectValue placeholder="Select swap fee" />
                       </SelectTrigger>
                       <SelectContent>
-                        {[1, 2, 3, 4, 5, 6, 7 , 8, 9, 10].map((fee) => (
+                        {[1, 2, 3, 4, 5, 6, 7, 8, 9, 10].map((fee) => (
                           <SelectItem key={fee} value={String(fee)}>
                             {fee}%
                           </SelectItem>
diff --git a/components/lbp-simulator/simulator/SimulatorMain.tsx b/components/lbp-simulator/simulator/SimulatorMain.tsx
index a275db3..f2b921f 100644
--- a/components/lbp-simulator/simulator/SimulatorMain.tsx
+++ b/components/lbp-simulator/simulator/SimulatorMain.tsx
@@ -3,10 +3,34 @@
 import { useSimulatorStore } from "@/store/useSimulatorStore";
 import { useShallow } from "zustand/react/shallow";
 import { Tabs, TabsList, TabsTrigger } from "@/components/ui/tabs";
-import { useEffect, memo } from "react";
+import { useEffect, useMemo, useState, memo } from "react";
 import { useSimulationWorker } from "@/lib/hooks/useSimulationWorker";
 import { SimulatorChartArea } from "./SimulatorChartArea";
 
+function SalesSwapsCountBadge({ isVisible }: { isVisible: boolean }) {
+  const swapCount = useSimulatorStore((state) => state.swaps.length);
+
+  const label = useMemo(() => {
+    if (!isVisible) return "";
+    return `Swaps: ${swapCount.toLocaleString()}`;
+  }, [isVisible, swapCount]);
+
+  if (!isVisible) return null;
+
+  return (
+    <div
+      className="ml-auto self-center flex items-center whitespace-nowrap rounded-md border border-emerald-200 dark:border-emerald-900/50 bg-emerald-100/70 dark:bg-emerald-900/20 px-2 py-1 text-[11px] text-emerald-900 dark:text-emerald-100"
+      title="Number of swap rows recorded in the Sales table (community per-step + user actions)."
+      aria-label={label}
+    >
+      <span className="font-semibold">Swaps:</span>
+      <span className="ml-1 font-mono tabular-nums">
+        {swapCount.toLocaleString()}
+      </span>
+    </div>
+  );
+}
+
 /**
  * Chart area shell; subscribes only to static/slow-changing state (config, etc.).
  * SwapForm is rendered as a sibling in Simulator so it never re-renders when this re-renders.
@@ -22,6 +46,10 @@ function SimulatorMainComponent() {
       })),
     );
 
+  const [activeTab, setActiveTab] = useState<
+    "chart" | "swaps" | "demand" | "weights"
+  >("chart");
+
   const { snapshots: workerSnapshots } = useSimulationWorker(
     config,
     demandPressureConfig,
@@ -38,7 +66,13 @@ function SimulatorMainComponent() {
   }, [workerSnapshots, setBaseSnapshots]);
 
   return (
-    <Tabs defaultValue="chart" className="w-full">
+    <Tabs
+      value={activeTab}
+      onValueChange={(v) =>
+        setActiveTab(v as "chart" | "swaps" | "demand" | "weights")
+      }
+      className="w-full"
+    >
       <div className="flex items-center justify-between mb-2">
         <TabsList className="bg-transparent p-0 justify-start h-auto border-b w-full rounded-none">
           <TabsTrigger
@@ -69,7 +103,7 @@ function SimulatorMainComponent() {
       </div>
 
       <div className="border rounded-md bg-background/50 p-4 relative h-[560px]">
-        <div className="mb-3 p-2 bg-emerald-50 dark:bg-emerald-950/20 border border-emerald-200 dark:border-emerald-900/50 rounded-md flex items-start gap-2">
+        <div className="mb-3 p-2 bg-emerald-50 dark:bg-emerald-950/20 border border-emerald-200 dark:border-emerald-900/50 rounded-md flex items-center gap-2">
           <svg
             className="h-4 w-4 text-emerald-600 dark:text-emerald-400 mt-0.5 flex-shrink-0"
             fill="none"
@@ -83,11 +117,14 @@ function SimulatorMainComponent() {
               d="M13 16h-1v-4h-1m1-4h.01M21 12a9 9 0 11-18 0 9 9 0 0118 0z"
             />
           </svg>
-          <p className="text-xs text-emerald-800 dark:text-emerald-200">
-            <span className="font-semibold">Dynamic price:</span> Decays with
-            time, rises with demand. Dotted lines show potential price paths
-            based on different demand scenarios.
+          <p className="text-xs flex items-center gap-1 text-emerald-800 dark:text-emerald-200 flex-1">
+            <span className="font-semibold">Dynamic price:</span>
+            <span>
+              Decays with time, rises with demand. Dotted lines show potential
+              price paths based on different demand scenarios.
+            </span>
           </p>
+          <SalesSwapsCountBadge isVisible={activeTab === "swaps"} />
         </div>
         <SimulatorChartArea />
       </div>
diff --git a/components/lbp-simulator/simulator/SimulatorStats.tsx b/components/lbp-simulator/simulator/SimulatorStats.tsx
index a0c83c1..b9fd42a 100644
--- a/components/lbp-simulator/simulator/SimulatorStats.tsx
+++ b/components/lbp-simulator/simulator/SimulatorStats.tsx
@@ -5,6 +5,7 @@ import { StatCard } from "./StatCard";
 import { useShallow } from "zustand/react/shallow";
 import { memo, useEffect } from "react";
 import { calcTVLUSD } from "@/lib/lbp-math";
+import { formatPrice } from "@/lib/utils";
 
 function isEthOrWeth(
   token: string,
@@ -85,11 +86,11 @@ const STAT_VALUE_SELECTORS: ValueSelector[] = [
   },
   (state) => {
     const d = getDerived(state);
-    return `$${(d.startPrice * d.collateralUsd).toFixed(2)}`;
+    return formatPrice(d.startPrice * d.collateralUsd);
   },
   (state) => {
     const d = getDerived(state);
-    return `$${d.tokenPriceUsd.toFixed(2)}`;
+    return formatPrice(d.tokenPriceUsd);
   },
   (state) => {
     const d = getDerived(state);
@@ -99,6 +100,14 @@ const STAT_VALUE_SELECTORS: ValueSelector[] = [
     const d = getDerived(state);
     return `$${(d.tvlUsd / 1_000_000).toFixed(2)}M`;
   },
+  (state) => {
+    const d = getDerived(state);
+    const last =
+      state.simulationData[state.simulationData.length - 1] ??
+      state.simulationData[0];
+    const priceInUsd = (last?.price ?? 0) * d.collateralUsd;
+    return formatPrice(priceInUsd);
+  },
 ];
 
 /** Subscribes to store with a selector; only this (the value) re-renders when value changes. */
@@ -142,6 +151,11 @@ const STAT_META = [
     description:
       "Total value locked in the pool: collateral balance (e.g. USDC) plus token balance valued at current spot price in collateral.",
   },
+  {
+    label: "Final (0 swaps)",
+    description:
+      "Final price if there were no trades at all (weight shift only; balances stay constant).",
+  },
 ] as const;
 
 function SimulatorStatsComponent() {
@@ -160,7 +174,7 @@ function SimulatorStatsComponent() {
   }, [config.collateralToken, ethPriceUsd, fetchEthPrice]);
 
   return (
-    <div className="grid grid-cols-1 lg:grid-cols-6 md:grid-cols-4 sm:grid-cols-2 gap-4 mb-6">
+    <div className="grid grid-cols-1 lg:grid-cols-7 md:grid-cols-4 sm:grid-cols-2 gap-4 mb-6">
       {STAT_META.map((meta, i) => (
         <StatCard
           key={meta.label}
diff --git a/components/lbp-simulator/simulator/SwapFormSwapTabLive.tsx b/components/lbp-simulator/simulator/SwapFormSwapTabLive.tsx
index 8eb9eee..3d52489 100644
--- a/components/lbp-simulator/simulator/SwapFormSwapTabLive.tsx
+++ b/components/lbp-simulator/simulator/SwapFormSwapTabLive.tsx
@@ -5,6 +5,7 @@ import { useShallow } from "zustand/react/shallow";
 import { useMemo, memo } from "react";
 import { calculateOutGivenIn } from "@/lib/lbp-math";
 import type { LBPConfig } from "@/lib/lbp-math";
+import { formatPrice } from "@/lib/utils";
 
 type SwapDirection = "buy" | "sell";
 
@@ -123,7 +124,7 @@ function SwapFormSwapTabLiveComponent({
       <div className="flex justify-between">
         <span>Price:</span>
         <span className="font-medium text-foreground">
-          ${priceUsd.toFixed(4)} {config.tokenSymbol}/{config.collateralToken}
+          {formatPrice(priceUsd)} {config.tokenSymbol}/{config.collateralToken}
         </span>
       </div>
     </div>
diff --git a/components/lbp-simulator/simulator/SwapFormTWAPTabLive.tsx b/components/lbp-simulator/simulator/SwapFormTWAPTabLive.tsx
index a7c9c67..2a0d239 100644
--- a/components/lbp-simulator/simulator/SwapFormTWAPTabLive.tsx
+++ b/components/lbp-simulator/simulator/SwapFormTWAPTabLive.tsx
@@ -5,6 +5,7 @@ import { useShallow } from "zustand/react/shallow";
 import { useMemo, memo } from "react";
 import { Button } from "@/components/ui/button";
 import type { LBPConfig } from "@/lib/lbp-math";
+import { formatPrice } from "@/lib/utils";
 
 /**
  * Subscribes only to step-changing state (currentPrice) and userUsdcBalance.
@@ -75,7 +76,8 @@ function SwapFormTWAPTabLiveComponent({
   if (part === "currentPrice") {
     return (
       <span className="ml-auto text-xs text-muted-foreground">
-        Current price: {currentPrice.toFixed(4)} {config.collateralToken} /{" "}
+        Current price: {formatPrice(currentPrice, { currencySymbol: "" })}{" "}
+        {config.collateralToken} /{" "}
         {config.tokenSymbol}
       </span>
     );
@@ -92,7 +94,8 @@ function SwapFormTWAPTabLiveComponent({
             maximumFractionDigits: 4,
           })}{" "}
           {config.tokenSymbol} @ ~
-          {currentPrice.toFixed(4)} {config.collateralToken}
+          {formatPrice(currentPrice, { currencySymbol: "" })}{" "}
+          {config.collateralToken}
         </div>
       </div>
     );
diff --git a/components/lbp-simulator/simulator/tabs/PriceChartTab.tsx b/components/lbp-simulator/simulator/tabs/PriceChartTab.tsx
index 10a4b40..3a80733 100644
--- a/components/lbp-simulator/simulator/tabs/PriceChartTab.tsx
+++ b/components/lbp-simulator/simulator/tabs/PriceChartTab.tsx
@@ -12,6 +12,7 @@ import {
   Legend,
 } from "recharts";
 import { memo, useMemo } from "react";
+import { formatPrice } from "@/lib/utils";
 
 interface PriceChartTabProps {
   chartData: any[];
@@ -81,7 +82,7 @@ function PriceChartTabComponent({
             domain={yAxisDomain}
             stroke={axisLabelColor}
             fontSize={12}
-            tickFormatter={(val) => `$${val.toFixed(2)}`}
+            tickFormatter={(val) => formatPrice(Number(val))}
             axisLine={false}
             tickLine={false}
             tick={{ fill: axisLabelColor }}
@@ -107,7 +108,7 @@ function PriceChartTabComponent({
                 potentialPathHigh: "High path",
               };
               const label = name ? labels[name] || name : "Price";
-              return [`$${Number(value).toFixed(4)}`, label];
+              return [formatPrice(Number(value)), label];
             }}
           />
           <Legend
@@ -120,7 +121,7 @@ function PriceChartTabComponent({
             formatter={(value) => {
               const labels: Record<string, string> = {
                 price: "Spot price",
-                potentialPathLow: "Potential path (zero demand)",
+                potentialPathLow: "Potential path (no buys)",
                 potentialPathMedium: "Potential path (medium demand)",
                 potentialPathHigh: "Potential path (high demand)",
               };
diff --git a/components/lbp-simulator/simulator/tabs/SwapsTab.tsx b/components/lbp-simulator/simulator/tabs/SwapsTab.tsx
index 9bc7605..6dfc15e 100644
--- a/components/lbp-simulator/simulator/tabs/SwapsTab.tsx
+++ b/components/lbp-simulator/simulator/tabs/SwapsTab.tsx
@@ -3,6 +3,7 @@
 import { memo } from "react";
 import { useSimulatorStore } from "@/store/useSimulatorStore";
 import { useShallow } from "zustand/react/shallow";
+import { formatPrice } from "@/lib/utils";
 
 interface SwapsTabProps {
   swaps: any[];
@@ -82,7 +83,7 @@ function SwapsTabComponent({ swaps }: SwapsTabProps) {
                       {outToken}
                     </td>
                     <td className="px-4 py-3 text-right font-medium whitespace-nowrap">
-                      ${swap.price.toFixed(4)}
+                      {formatPrice(Number(swap.price), { tinyCutoff: 1e-6 })}
                     </td>
                   </tr>
                 );
diff --git a/components/ui/TokenLogo.tsx b/components/ui/TokenLogo.tsx
index 2c858e7..bcb633a 100644
--- a/components/ui/TokenLogo.tsx
+++ b/components/ui/TokenLogo.tsx
@@ -2,7 +2,6 @@
 
 import * as React from "react";
 import { CollateralToken } from "@/lib/lbp-math";
-import Image from "next/image";
 
 interface TokenLogoProps {
   token: CollateralToken | string;
@@ -32,10 +31,62 @@ const EthLogo = (props: React.SVGProps<SVGSVGElement>) => (
   </svg>
 );
 
-const TOKEN_LOGOS: Record<string, string> = {
-  USDC: "https://cryptologos.cc/logos/usd-coin-usdc-logo.svg?v=040",
-  USDT: "https://cryptologos.cc/logos/tether-usdt-logo.svg?v=002"
-};
+// Inline SVGs (no remote fetch). Built to resemble common token logos.
+// Reference URLs (for shape/branding): cryptologos.cc (USDC/USDT).
+const UsdcLogo = (props: React.SVGProps<SVGSVGElement>) => (
+  <svg viewBox="0 0 24 24" xmlns="http://www.w3.org/2000/svg" {...props}>
+    <path
+      fill="#2775CA"
+      d="M12 21a9 9 0 1 0 0-18 9 9 0 0 0 0 18"
+    />
+    <path
+      fill="#fff"
+      d="M13.62 5.45v1.159a5.64 5.64 0 0 1 4.005 5.394 5.64 5.64 0 0 1-4.005 5.394v1.16a6.74 6.74 0 0 0 5.13-6.554 6.74 6.74 0 0 0-5.13-6.553m-7.245 6.553a5.64 5.64 0 0 1 4.005-5.394V5.45a6.74 6.74 0 0 0-5.13 6.553 6.74 6.74 0 0 0 5.13 6.553v-1.159a5.63 5.63 0 0 1-4.005-5.394"
+    />
+    <path
+      fill="#fff"
+      d="M14.419 13.258c0-2.301-3.606-1.356-3.606-2.627 0-.456.366-.748 1.063-.748.833 0 1.12.405 1.21.95h1.147c-.102-1.024-.69-1.67-1.67-1.863v-.904h-1.125v.872c-1.075.137-1.75.762-1.75 1.693 0 2.312 3.611 1.445 3.611 2.694 0 .472-.455.787-1.226.787-1.007 0-1.339-.444-1.462-1.057H9.49c.073 1.122.764 1.823 1.947 1.999v.886h1.125v-.875c1.153-.149 1.856-.82 1.856-1.807"
+    />
+  </svg>
+);
+
+const UsdtLogo = (props: React.SVGProps<SVGSVGElement>) => (
+  <svg viewBox="0 0 32 32" xmlns="http://www.w3.org/2000/svg" {...props}>
+    <circle cx="16" cy="16" r="16" fill="#26A17B" />
+    <path
+      fill="#fff"
+      d="M8 9.2h16v3H18.6v2.1c3.55.2 6.1.9 6.1 1.82 0 1.11-3.9 2.01-8.7 2.01s-8.7-.9-8.7-2.01c0-.92 2.55-1.62 6.1-1.82v-2.1H8z"
+    />
+    <path fill="#fff" d="M14.4 12.2h3.2v11.2h-3.2z" />
+    <path fill="#fff" d="M11 13.9h10v2H11z" />
+    <ellipse
+      cx="16"
+      cy="18.4"
+      rx="8.7"
+      ry="3.25"
+      fill="none"
+      stroke="#fff"
+      strokeWidth="2"
+      opacity="0.95"
+    />
+    <path
+      fill="none"
+      stroke="#fff"
+      strokeWidth="2"
+      strokeLinecap="round"
+      opacity="0.95"
+      d="M10 18.4h12"
+    />
+    <path
+      fill="none"
+      stroke="#fff"
+      strokeWidth="2"
+      strokeLinecap="round"
+      opacity="0.95"
+      d="M11.3 20.2h9.4"
+    />
+  </svg>
+);
 
 export function TokenLogo({ token, size = 24, className = "" }: TokenLogoProps) {
   // Handle ETH and wETH with inline SVG
@@ -53,22 +104,14 @@ export function TokenLogo({ token, size = 24, className = "" }: TokenLogoProps)
     );
   }
 
-  const logoUrl = TOKEN_LOGOS[token];
-
-  if (logoUrl) {
+  if (token === "USDC" || token === "USDT") {
+    const Logo = token === "USDC" ? UsdcLogo : UsdtLogo;
     return (
       <div
-        className={`rounded-full overflow-hidden flex items-center justify-center  ${className}`}
+        className={`rounded-full overflow-hidden flex items-center justify-center ${className}`}
         style={{ width: size, height: size }}
       >
-        <Image
-          src={logoUrl}
-          alt={token}
-          width={size}
-          height={size}
-          className="object-contain"
-          unoptimized
-        />
+        <Logo className="w-full h-full" style={{ width: "100%", height: "100%" }} />
       </div>
     );
   }
diff --git a/lib/lbp-math.ts b/lib/lbp-math.ts
index 60da4dd..d1ba461 100644
--- a/lib/lbp-math.ts
+++ b/lib/lbp-math.ts
@@ -16,7 +16,7 @@ export interface LBPConfig {
   usdcWeightOut: number; // Final USDC weight (e.g. 90)
   startDelay: number; // Delay before start (in blocks/time)
   duration: number; // Duration of LBP (in hours)
-  swapFee: number; // Swap fee (e.g., 0.01 for 1%)
+  swapFee: number; // Swap fee (accepts fraction 0.01=1% or percent 1=1%)
   creatorFee: number; // Creator fee percentage (1-10%)
 }
 
@@ -45,6 +45,40 @@ export interface DemandPressureConfig {
   preset: BuyPressurePreset;
   magnitudeBase: BuyPressureMagnitudeBase; // 10k / 100k / 1M
   multiplier: number; // fine control (e.g. 0.5x, 2x)
+  /**
+   * Optional price-elasticity model for buy pressure.
+   *
+   * When set > 0, per-step buy flow is scaled by:
+   *   multiplier = (P_ref / P_now) ^ priceElasticity
+   *
+   * Where P_ref is the initial spot price (step 0) and P_now is the current
+   * spot price at the step before applying buys.
+   *
+   * - direction="down-only" (default): multiplier is capped at 1 (buyers don't
+   *   exceed the baseline budget when price is cheaper).
+   * - direction="symmetric": multiplier can exceed 1 when price is cheaper,
+   *   within [minMultiplier, maxMultiplier].
+   */
+  priceElasticity?: number;
+  priceElasticityDirection?: "down-only" | "symmetric";
+  /**
+   * Multiplier applied to the reference price used by the elasticity model.
+   *
+   * Example: if initial spot price is $0.50 and you believe the market's
+   * "willingness to buy" is anchored closer to $0.10 early on, use 0.2.
+   */
+  priceElasticityReferenceMultiplier?: number;
+  /**
+   * How price elasticity is applied to per-step buy pressure.
+   * - "multiplier": flow = baseFlow * elasticityMultiplier (may change total volume).
+   * - "backlog": baseFlow accumulates into a backlog; execution rate depends on price,
+   *   which shifts volume later without increasing the total budget by default.
+   */
+  priceElasticityExecutionModel?: "multiplier" | "backlog";
+  /** Caps backlog execution to avoid unrealistic spikes (e.g. 5 = at most 5x baseFlow per step). */
+  priceElasticityBacklogMaxSpendMultiplier?: number;
+  priceElasticityMinMultiplier?: number;
+  priceElasticityMaxMultiplier?: number;
 }
 
 export const DEFAULT_DEMAND_PRESSURE_CONFIG: DemandPressureConfig = {
@@ -405,7 +439,8 @@ export function calculatePotentialPricePaths(
     sellPressureConfig.loyalConcentrationPct,
   );
   const rawSwapFee = config.swapFee ?? 0;
-  const swapFeeFraction = rawSwapFee > 1 ? rawSwapFee / 100 : rawSwapFee;
+  // Treat 1 as 1% (not 100%), since the UI commonly inputs whole percents.
+  const swapFeeFraction = rawSwapFee >= 1 ? rawSwapFee / 100 : rawSwapFee;
 
   // For each scenario, simulate price evolution (from step 0)
   for (const demandMultiplier of scenarios) {
diff --git a/lib/utils.ts b/lib/utils.ts
index 3c0df0e..911ce85 100644
--- a/lib/utils.ts
+++ b/lib/utils.ts
@@ -10,4 +10,95 @@ export function formatNumber(value: number) {
     minimumFractionDigits: 0,
     maximumFractionDigits: 2,
   }).format(value);
-}
\ No newline at end of file
+}
+
+const SUBSCRIPT_DIGITS: Record<string, string> = {
+  "0": "₀",
+  "1": "₁",
+  "2": "₂",
+  "3": "₃",
+  "4": "₄",
+  "5": "₅",
+  "6": "₆",
+  "7": "₇",
+  "8": "₈",
+  "9": "₉",
+};
+
+function toSubscriptNumber(n: number) {
+  if (!Number.isFinite(n) || n < 0) return "";
+  return String(Math.floor(n))
+    .split("")
+    .map((ch) => SUBSCRIPT_DIGITS[ch] ?? ch)
+    .join("");
+}
+
+function trimTrailingZeros(s: string) {
+  if (!s.includes(".")) return s;
+  return s.replace(/(?:\.0+|(\.\d+?)0+)$/, "$1");
+}
+
+type FormatPriceOptions = {
+  currencySymbol?: string;
+  /** For abs(value) below this, use the compact 0.0ₙ123 style. */
+  tinyCutoff?: number;
+  /** Significant digits shown after the 0.0ₙ prefix (e.g. 3 => "112"). */
+  tinySigDigits?: number;
+};
+
+/**
+ * Formats a USD-ish price for display, including very small values.
+ *
+ * For very small values (default: < 1e-4), uses a compact representation:
+ *   0.0₅112  => 0.00000112 (5 leading zeros after the decimal)
+ *
+ * This uses Unicode subscripts so it works in charts/tooltips as plain text.
+ */
+export function formatPrice(value: number, opts: FormatPriceOptions = {}) {
+  const currencySymbol = opts.currencySymbol ?? "$";
+  const tinyCutoff =
+    typeof opts.tinyCutoff === "number" && opts.tinyCutoff > 0
+      ? opts.tinyCutoff
+      : 1e-4;
+  const tinySigDigits =
+    typeof opts.tinySigDigits === "number" && opts.tinySigDigits >= 2
+      ? Math.floor(opts.tinySigDigits)
+      : 3;
+
+  if (!Number.isFinite(value)) return `${currencySymbol}${String(value)}`;
+
+  const sign = value < 0 ? "-" : "";
+  const abs = Math.abs(value);
+  if (abs === 0) return `${currencySymbol}0`;
+
+  // Normal range: keep existing feel (2 decimals for >= 1, more detail for < 1).
+  if (abs >= 1) {
+    return `${sign}${currencySymbol}${abs.toLocaleString(undefined, {
+      minimumFractionDigits: 2,
+      maximumFractionDigits: 2,
+    })}`;
+  }
+
+  if (abs >= 0.01) {
+    return `${sign}${currencySymbol}${trimTrailingZeros(abs.toFixed(4))}`;
+  }
+
+  if (abs >= tinyCutoff) {
+    return `${sign}${currencySymbol}${trimTrailingZeros(abs.toFixed(6))}`;
+  }
+
+  // Tiny: 0.0ₙXYZ style.
+  const zeros = Math.max(0, Math.ceil(-Math.log10(abs)) - 1);
+  const scalePow = zeros + 1;
+  let scaled = abs * 10 ** scalePow; // ~ [1, 10)
+  let digitsStr = scaled.toFixed(tinySigDigits - 1).replace(".", "");
+  if (digitsStr.startsWith("10")) {
+    // Handle rounding that pushes 9.99.. -> 10.00, which effectively reduces zero count by 1.
+    const nextZeros = Math.max(0, zeros - 1);
+    scaled = abs * 10 ** (nextZeros + 1);
+    digitsStr = scaled.toFixed(tinySigDigits - 1).replace(".", "");
+    return `${sign}${currencySymbol}0.0${toSubscriptNumber(nextZeros)}${digitsStr}`;
+  }
+
+  return `${sign}${currencySymbol}0.0${toSubscriptNumber(zeros)}${digitsStr}`;
+}
diff --git a/package.json b/package.json
index f9f74b1..b714461 100644
--- a/package.json
+++ b/package.json
@@ -12,7 +12,8 @@
     "test:ui": "vitest --ui",
     "validate-quick": "tsx test/validade-quick.js",
     "prepare": "husky",
-    "compare-real-lbp": "tsx test/compare-real-lbp.ts"
+    "compare-real-lbp": "tsx test/compare-real-lbp.ts",
+    "scenario": "node scripts/run-scenario.mjs"
   },
   "dependencies": {
     "@radix-ui/react-collapsible": "^1.1.12",
diff --git a/public/workers/simulation-runner.js b/public/workers/simulation-runner.js
index bedc146..d3360fe 100644
--- a/public/workers/simulation-runner.js
+++ b/public/workers/simulation-runner.js
@@ -32,7 +32,69 @@ function clampNumber(v, min, max) {
 
 function normalizeSwapFee(swapFee) {
   if (!swapFee) return 0;
-  return swapFee > 1 ? swapFee / 100 : swapFee;
+  // UI uses percent (e.g. 2 => 2%). Also accept fractions (e.g. 0.01 => 1%).
+  // Treat 1 as 1% (not 100%), since that's the common UI input.
+  return swapFee >= 1 ? swapFee / 100 : swapFee;
+}
+
+function getPriceElasticityMultiplier(demandConfig, priceNow, priceRef) {
+  const elasticity = Number(demandConfig && demandConfig.priceElasticity != null ? demandConfig.priceElasticity : 0);
+  if (!Number.isFinite(elasticity) || elasticity <= 0) return 1;
+  if (!Number.isFinite(priceNow) || priceNow <= 0) return 1;
+  if (!Number.isFinite(priceRef) || priceRef <= 0) return 1;
+
+  const direction =
+    demandConfig && demandConfig.priceElasticityDirection
+      ? demandConfig.priceElasticityDirection
+      : "down-only";
+  const refMult = Number(
+    demandConfig && demandConfig.priceElasticityReferenceMultiplier != null
+      ? demandConfig.priceElasticityReferenceMultiplier
+      : 1,
+  );
+  const minMult = Number(
+    demandConfig && demandConfig.priceElasticityMinMultiplier != null
+      ? demandConfig.priceElasticityMinMultiplier
+      : 0,
+  );
+  const defaultMax = direction === "down-only" ? 1 : 5;
+  const maxMult = Number(
+    demandConfig && demandConfig.priceElasticityMaxMultiplier != null
+      ? demandConfig.priceElasticityMaxMultiplier
+      : defaultMax,
+  );
+
+  const effectiveRef = priceRef * (Number.isFinite(refMult) && refMult > 0 ? refMult : 1);
+  const ratio = effectiveRef / priceNow;
+  let mult = Math.pow(ratio, elasticity);
+  if (direction === "down-only") mult = Math.min(1, mult);
+
+  const lo = Number.isFinite(minMult) ? minMult : 0;
+  const hi = Number.isFinite(maxMult) ? maxMult : defaultMax;
+  return clampNumber(mult, lo, hi);
+}
+
+function getPriceElasticityExecutionRate(demandConfig, priceNow, priceRef) {
+  // Execution rate is always in [0, 1] and is intended for backlog execution (wait-until-cheaper).
+  const elasticity = Number(
+    demandConfig && demandConfig.priceElasticity != null
+      ? demandConfig.priceElasticity
+      : 0,
+  );
+  if (!Number.isFinite(elasticity) || elasticity <= 0) return 1;
+  if (!Number.isFinite(priceNow) || priceNow <= 0) return 1;
+  if (!Number.isFinite(priceRef) || priceRef <= 0) return 1;
+
+  const refMult = Number(
+    demandConfig && demandConfig.priceElasticityReferenceMultiplier != null
+      ? demandConfig.priceElasticityReferenceMultiplier
+      : 1,
+  );
+  const effectiveRef =
+    priceRef * (Number.isFinite(refMult) && refMult > 0 ? refMult : 1);
+  const ratio = effectiveRef / priceNow;
+  const rate = Math.pow(ratio, elasticity);
+  return clampNumber(rate, 0, 1);
 }
 
 function getCumulativeBuyPressureCurve(hours, steps, config) {
@@ -254,6 +316,24 @@ export function runDeterministicSimulation(
     sellConfig.loyalConcentrationPct,
   );
 
+  const initialSpotPrice = calculateSpotPrice(
+    usdcBalanceIn,
+    usdcWeightIn,
+    tknBalanceIn,
+    tknWeightIn,
+  );
+
+  const executionModel =
+    demandConfig && demandConfig.priceElasticityExecutionModel
+      ? demandConfig.priceElasticityExecutionModel
+      : "multiplier";
+  const backlogMaxSpendMult = Number(
+    demandConfig && demandConfig.priceElasticityBacklogMaxSpendMultiplier != null
+      ? demandConfig.priceElasticityBacklogMaxSpendMultiplier
+      : 5,
+  );
+  let buyBacklog = 0;
+
   for (let i = 0; i <= safeSteps; i++) {
     const progress = i / safeSteps;
     const time = progress * duration;
@@ -270,7 +350,36 @@ export function runDeterministicSimulation(
     let stepSellTKN = 0;
 
     // --- BUY PRESSURE (community buys) ---
-    const flowUSDC = buyFlowCurve[i] || 0;
+    const priceBeforeBuys = calculateSpotPrice(
+      usdcBalance,
+      currentUsdcWeight,
+      tknBalance,
+      currentTknWeight,
+    );
+    const flowUSDCBase = buyFlowCurve[i] || 0;
+    let flowUSDC = 0;
+    if (executionModel === "backlog") {
+      buyBacklog += flowUSDCBase;
+      const execRate = getPriceElasticityExecutionRate(
+        demandConfig,
+        priceBeforeBuys,
+        initialSpotPrice,
+      );
+      const desired = buyBacklog * execRate;
+      const maxSpend =
+        flowUSDCBase > 0 && Number.isFinite(backlogMaxSpendMult) && backlogMaxSpendMult > 0
+          ? flowUSDCBase * backlogMaxSpendMult
+          : 0;
+      flowUSDC = Math.min(desired, maxSpend);
+      buyBacklog = Math.max(0, buyBacklog - flowUSDC);
+    } else {
+      const elasticityMult = getPriceElasticityMultiplier(
+        demandConfig,
+        priceBeforeBuys,
+        initialSpotPrice,
+      );
+      flowUSDC = flowUSDCBase * elasticityMult;
+    }
     if (flowUSDC > 0) {
       const amountOut = calculateOutGivenIn(
         usdcBalance,
@@ -499,6 +608,24 @@ export function calculatePotentialPricePaths(
 
   const remainingSteps = Math.max(1, totalSteps - startStep);
 
+  const initialSpotPrice = calculateSpotPrice(
+    config.usdcBalanceIn,
+    config.usdcWeightIn,
+    config.tknBalanceIn,
+    config.tknWeightIn,
+  );
+
+  const executionModel =
+    demandPressureConfig && demandPressureConfig.priceElasticityExecutionModel
+      ? demandPressureConfig.priceElasticityExecutionModel
+      : "multiplier";
+  const backlogMaxSpendMult = Number(
+    demandPressureConfig &&
+      demandPressureConfig.priceElasticityBacklogMaxSpendMultiplier != null
+      ? demandPressureConfig.priceElasticityBacklogMaxSpendMultiplier
+      : 5,
+  );
+
   for (const scenarioFactor of scenarios) {
     const path = [];
 
@@ -506,6 +633,7 @@ export function calculatePotentialPricePaths(
     let usdcBalance = startUsdcBalance;
     let commHeld = communityTokensHeld;
     let commCost = communityAvgCost;
+    let buyBacklog = 0;
 
     // First point: current step price (no extra flow at junction).
     const initialProgress = startStep / totalSteps;
@@ -538,8 +666,43 @@ export function calculatePotentialPricePaths(
         1,
         Math.max(0, localIdx / remainingSteps),
       );
-      const effectiveFactor = 1 + (scenarioFactor - 1) * transitionProgress;
-      const flowUSDC = flowUSDCBase * effectiveFactor;
+      // Scenario semantics:
+      // - factor=0: "no more buy pressure at all" from the pause point onwards.
+      // - factor>0: transition smoothly from 1x to factor over the remaining steps.
+      const effectiveFactor =
+        scenarioFactor === 0
+          ? 0
+          : 1 + (scenarioFactor - 1) * transitionProgress;
+      const priceBeforeBuys = calculateSpotPrice(
+        usdcBalance,
+        currentUsdcWeight,
+        tknBalance,
+        currentTknWeight,
+      );
+      const elasticityMult = getPriceElasticityMultiplier(
+        demandPressureConfig,
+        priceBeforeBuys,
+        initialSpotPrice,
+      );
+      let flowUSDC = 0;
+      if (executionModel === "backlog") {
+        const base = flowUSDCBase * effectiveFactor;
+        buyBacklog += base;
+        const execRate = getPriceElasticityExecutionRate(
+          demandPressureConfig,
+          priceBeforeBuys,
+          initialSpotPrice,
+        );
+        const desired = buyBacklog * execRate;
+        const maxSpend =
+          base > 0 && Number.isFinite(backlogMaxSpendMult) && backlogMaxSpendMult > 0
+            ? base * backlogMaxSpendMult
+            : 0;
+        flowUSDC = Math.min(desired, maxSpend);
+        buyBacklog = Math.max(0, buyBacklog - flowUSDC);
+      } else {
+        flowUSDC = flowUSDCBase * effectiveFactor * elasticityMult;
+      }
 
       // --- BUY PRESSURE ---
       if (flowUSDC > 0) {
diff --git a/scripts/run-scenario.mjs b/scripts/run-scenario.mjs
new file mode 100644
index 0000000..d59ff39
--- /dev/null
+++ b/scripts/run-scenario.mjs
@@ -0,0 +1,205 @@
+import fs from "node:fs";
+import path from "node:path";
+
+import { runDeterministicSimulation } from "../public/workers/simulation-runner.js";
+
+function parseArgs(argv) {
+  const args = {};
+  for (let i = 0; i < argv.length; i++) {
+    const a = argv[i];
+    if (!a || !a.startsWith("--")) continue;
+    const key = a.slice(2);
+    const next = argv[i + 1];
+    if (!next || next.startsWith("--")) {
+      args[key] = true;
+    } else {
+      args[key] = next;
+      i++;
+    }
+  }
+  return args;
+}
+
+function formatNumber(n, maxFrac = 4) {
+  if (!Number.isFinite(n)) return String(n);
+  const abs = Math.abs(n);
+  if (abs >= 1_000_000_000) return `${(n / 1_000_000_000).toFixed(2)}B`;
+  if (abs >= 1_000_000) return `${(n / 1_000_000).toFixed(2)}M`;
+  if (abs >= 1_000) return `${(n / 1_000).toFixed(2)}k`;
+  return n.toFixed(maxFrac);
+}
+
+function normalizeWeights(cfg) {
+  const next = { ...cfg };
+
+  if (typeof next.tknWeightIn === "number" && typeof next.usdcWeightIn !== "number") {
+    next.usdcWeightIn = 100 - next.tknWeightIn;
+  }
+  if (typeof next.usdcWeightIn === "number" && typeof next.tknWeightIn !== "number") {
+    next.tknWeightIn = 100 - next.usdcWeightIn;
+  }
+
+  if (typeof next.tknWeightOut === "number" && typeof next.usdcWeightOut !== "number") {
+    next.usdcWeightOut = 100 - next.tknWeightOut;
+  }
+  if (typeof next.usdcWeightOut === "number" && typeof next.tknWeightOut !== "number") {
+    next.tknWeightOut = 100 - next.usdcWeightOut;
+  }
+
+  return next;
+}
+
+function maybeWarnTknBalanceMismatch(cfg) {
+  if (!Number.isFinite(cfg.totalSupply) || !Number.isFinite(cfg.percentForSale)) return;
+  const expected = cfg.totalSupply * (cfg.percentForSale / 100);
+  if (!Number.isFinite(cfg.tknBalanceIn) || expected === 0) return;
+  const rel = Math.abs(cfg.tknBalanceIn - expected) / expected;
+  if (rel > 0.01) {
+    console.warn(
+      `[warn] tknBalanceIn (${cfg.tknBalanceIn}) != totalSupply*percentForSale (${expected}). ` +
+        `UI behavior assumes equality.`,
+    );
+  }
+}
+
+function mergeCase(base, overrides) {
+  const steps = overrides?.steps ?? base.steps ?? 300;
+  const lbpConfig = normalizeWeights({
+    ...base.lbpConfig,
+    ...(overrides?.lbpConfig ?? {}),
+  });
+  const demandConfig = { ...base.demandConfig, ...(overrides?.demandConfig ?? {}) };
+  const sellConfig = { ...base.sellConfig, ...(overrides?.sellConfig ?? {}) };
+
+  maybeWarnTknBalanceMismatch(lbpConfig);
+
+  return { steps, lbpConfig, demandConfig, sellConfig };
+}
+
+function summarizeRun(label, cfg, snapshots) {
+  const first = snapshots[0];
+  const last = snapshots[snapshots.length - 1];
+
+  let minPrice = Number.POSITIVE_INFINITY;
+  let maxPrice = 0;
+  let totalBuys = 0;
+  let totalSells = 0;
+
+  for (const s of snapshots) {
+    if (Number.isFinite(s.price)) {
+      minPrice = Math.min(minPrice, s.price);
+      maxPrice = Math.max(maxPrice, s.price);
+    }
+    totalBuys += s.buyVolumeUSDC ?? 0;
+    totalSells += s.sellVolumeUSDC ?? 0;
+  }
+
+  const netRaised = totalBuys - totalSells;
+
+  return {
+    label,
+    collateral: cfg.collateralToken,
+    durationH: cfg.duration,
+    swapFeePct: cfg.swapFee,
+    startWeight: `${cfg.tknWeightIn}/${cfg.usdcWeightIn}`,
+    endWeight: `${cfg.tknWeightOut}/${cfg.usdcWeightOut}`,
+    initialPrice: first?.price ?? 0,
+    finalPrice: last?.price ?? 0,
+    minPrice,
+    maxPrice,
+    totalBuys,
+    totalSells,
+    netRaised,
+    finalCollateral: last?.usdcBalance ?? 0,
+    finalPoolTokens: last?.tknBalance ?? 0,
+    communityHeld: last?.communityTokensHeld ?? 0,
+    communityAvgCost: last?.communityAvgCost ?? 0,
+    finalTVL: last?.tvlUsd ?? 0,
+  };
+}
+
+async function main() {
+  const args = parseArgs(process.argv.slice(2));
+  const fileArg = args.file;
+  const caseId = typeof args.case === "string" ? args.case : undefined;
+  const jsonOut = Boolean(args.json);
+
+  if (typeof fileArg !== "string" || fileArg.trim().length === 0) {
+    const scenariosDir = path.resolve(process.cwd(), "scenarios");
+    const files = fs.existsSync(scenariosDir)
+      ? fs.readdirSync(scenariosDir).filter((f) => f.endsWith(".json")).sort()
+      : [];
+    console.error(
+      `Missing --file.\n\nAvailable scenario files:\n` +
+        (files.length ? files.map((f) => `- scenarios/${f}`).join("\n") : "(none)"),
+    );
+    process.exitCode = 1;
+    return;
+  }
+
+  const filePath = path.resolve(process.cwd(), fileArg);
+  const raw = fs.readFileSync(filePath, "utf8");
+  const scenario = JSON.parse(raw);
+
+  const cases = scenario.cases?.length
+    ? scenario.cases
+    : [{ id: "base", label: "Base", overrides: {} }];
+
+  const selected = caseId ? cases.filter((c) => c.id === caseId) : cases;
+  if (caseId && selected.length === 0) {
+    console.error(
+      `Case not found: ${caseId}\nAvailable cases:\n` +
+        cases.map((c) => `- ${c.id}${c.label ? ` (${c.label})` : ""}`).join("\n"),
+    );
+    process.exitCode = 1;
+    return;
+  }
+
+  const summaries = [];
+  for (const c of selected) {
+    const { steps, lbpConfig, demandConfig, sellConfig } = mergeCase(
+      scenario.base,
+      c.overrides,
+    );
+
+    const snapshots = runDeterministicSimulation(
+      lbpConfig,
+      demandConfig,
+      sellConfig,
+      steps,
+    );
+
+    const label = c.label ? `${c.id}: ${c.label}` : c.id;
+    summaries.push(summarizeRun(label, lbpConfig, snapshots));
+  }
+
+  if (jsonOut) {
+    console.log(JSON.stringify({ file: fileArg, case: caseId ?? null, summaries }, null, 2));
+    return;
+  }
+
+  console.log(`Scenario: ${path.basename(filePath)}`);
+  console.table(
+    summaries.map((s) => ({
+      case: s.label,
+      collateral: s.collateral,
+      durationH: s.durationH,
+      feePct: s.swapFeePct,
+      weights: `${s.startWeight}→${s.endWeight}`,
+      raisedNet: formatNumber(s.netRaised, 2),
+      buys: formatNumber(s.totalBuys, 2),
+      sells: formatNumber(s.totalSells, 2),
+      price0: formatNumber(s.initialPrice, 8),
+      priceMin: formatNumber(s.minPrice, 8),
+      priceEnd: formatNumber(s.finalPrice, 8),
+      commHeld: formatNumber(s.communityHeld, 2),
+      commAvgCost: formatNumber(s.communityAvgCost, 8)
+    })),
+  );
+}
+
+main().catch((e) => {
+  console.error(e);
+  process.exitCode = 1;
+});
+
diff --git a/store/useSimulatorStore.ts b/store/useSimulatorStore.ts
index 1b9d908..ba559bd 100644
--- a/store/useSimulatorStore.ts
+++ b/store/useSimulatorStore.ts
@@ -148,7 +148,7 @@ const DEFAULT_CONFIG: LBPConfig = {
   percentForSale: 10, // 10% of total supply
   collateralToken: "USDC",
 
-  tknBalanceIn: 50_000_000, // 50% of 100M
+  tknBalanceIn: 10_000_000, // auto-derived: totalSupply * percentForSale
   tknWeightIn: 90,
   usdcBalanceIn: 1_000_000, // 1M start
   usdcWeightIn: 10,
@@ -436,6 +436,10 @@ export const useSimulatorStore = create<SimulatorState>((set, get) => ({
       communityAvgCost: 0,
       priceHistory: new Float64Array(simulationData.map((d) => d.price)),
       priceHistoryVersion: 0,
+      // Invalidate worker path so we don't keep ticking against stale snapshots
+      // while a new worker run is computing (e.g. after changing pressure configs).
+      baseSnapshots: [],
+      baseSnapshotsVersion: 0,
     });
   },
 
diff --git a/test/project-scenarios.test.ts b/test/project-scenarios.test.ts
new file mode 100644
index 0000000..d0c38c9
--- /dev/null
+++ b/test/project-scenarios.test.ts
@@ -0,0 +1,1980 @@
+import fs from "node:fs";
+import path from "node:path";
+import { describe, it, expect } from "vitest";
+import { zipSync, strToU8 } from "fflate";
+
+import type {
+  DemandPressureConfig,
+  LBPConfig,
+  SellPressureConfig,
+} from "../lib/lbp-math";
+import { runDeterministicSimulation } from "../public/workers/simulation-runner.js";
+
+type ScenarioFile = {
+  project?: {
+    id?: string;
+    name?: string;
+    chain?: string;
+    registeredWallets?: number;
+    notes?: string[];
+  };
+  base: {
+    steps?: number;
+    lbpConfig: LBPConfig;
+    demandConfig: DemandPressureConfig;
+    sellConfig: SellPressureConfig;
+  };
+  cases?: Array<{
+    id: string;
+    label?: string;
+    overrides?: Partial<{
+      steps: number;
+      lbpConfig: Partial<LBPConfig>;
+      demandConfig: Partial<DemandPressureConfig>;
+      sellConfig: Partial<SellPressureConfig>;
+    }>;
+  }>;
+};
+
+function normalizeWeights(cfg: LBPConfig): LBPConfig {
+  const next = { ...cfg };
+  if (typeof next.tknWeightIn === "number" && typeof next.usdcWeightIn !== "number") {
+    next.usdcWeightIn = 100 - next.tknWeightIn;
+  }
+  if (typeof next.tknWeightOut === "number" && typeof next.usdcWeightOut !== "number") {
+    next.usdcWeightOut = 100 - next.tknWeightOut;
+  }
+  return next;
+}
+
+function mergeCase(
+  base: ScenarioFile["base"],
+  overrides?: NonNullable<ScenarioFile["cases"]>[number]["overrides"],
+) {
+  const steps = overrides?.steps ?? base.steps ?? 300;
+  const lbpConfig = normalizeWeights({
+    ...base.lbpConfig,
+    ...(overrides?.lbpConfig ?? {}),
+  });
+  const demandConfig = { ...base.demandConfig, ...(overrides?.demandConfig ?? {}) };
+  const sellConfig = { ...base.sellConfig, ...(overrides?.sellConfig ?? {}) };
+  return { steps, lbpConfig, demandConfig, sellConfig };
+}
+
+function listScenarioFiles() {
+  const dir = path.resolve(process.cwd(), "scenarios");
+  if (!fs.existsSync(dir)) return [];
+  return fs
+    .readdirSync(dir)
+    .filter((f) => f.endsWith(".json"))
+    .sort()
+    .map((f) => path.join(dir, f));
+}
+
+function summarizeSnapshots(snapshots: any[]) {
+  const first = snapshots[0];
+  const last = snapshots[snapshots.length - 1];
+
+  let minPrice = Number.POSITIVE_INFINITY;
+  let maxPrice = 0;
+  let totalBuys = 0;
+  let totalSells = 0;
+
+  for (const s of snapshots) {
+    if (Number.isFinite(s.price)) {
+      minPrice = Math.min(minPrice, s.price);
+      maxPrice = Math.max(maxPrice, s.price);
+    }
+    totalBuys += s.buyVolumeUSDC ?? 0;
+    totalSells += s.sellVolumeUSDC ?? 0;
+  }
+
+  return {
+    initialPrice: first?.price ?? 0,
+    finalPrice: last?.price ?? 0,
+    minPrice,
+    maxPrice,
+    totalBuys,
+    totalSells,
+    netRaised: totalBuys - totalSells,
+    finalCollateral: last?.usdcBalance ?? 0,
+    finalPoolTokens: last?.tknBalance ?? 0,
+    communityHeld: last?.communityTokensHeld ?? 0,
+    communityAvgCost: last?.communityAvgCost ?? 0,
+    finalTVL: last?.tvlUsd ?? 0,
+  };
+}
+
+// Estimates "number of swaps" from executed volume by assuming an average trade size in USD.
+// NOTE: This is a *derived metric* for reporting/gas intuition. The deterministic price path
+// is driven by total net flow per step, not by how that flow is split into individual trades.
+//
+// Backward-compat: SWAP_EVENT_THRESHOLD_USD applies to both buys and sells.
+const SWAP_EVENT_THRESHOLD_USD = Number(process.env.SWAP_EVENT_THRESHOLD_USD ?? NaN);
+const AVG_BUY_SWAP_USD = Number(process.env.AVG_BUY_SWAP_USD ?? 250);
+const AVG_SELL_SWAP_USD = Number(process.env.AVG_SELL_SWAP_USD ?? 500);
+
+function estimateSwapEvents(
+  snapshots: any[],
+  collateralToken: LBPConfig["collateralToken"],
+  assumedEthUsd: number,
+) {
+  const collateralUsd =
+    collateralToken === "ETH" || collateralToken === "wETH" ? assumedEthUsd : 1;
+  const buyDenom =
+    Number.isFinite(SWAP_EVENT_THRESHOLD_USD) && SWAP_EVENT_THRESHOLD_USD > 0
+      ? SWAP_EVENT_THRESHOLD_USD
+      : Number.isFinite(AVG_BUY_SWAP_USD) && AVG_BUY_SWAP_USD > 0
+        ? AVG_BUY_SWAP_USD
+        : 250;
+  const sellDenom =
+    Number.isFinite(SWAP_EVENT_THRESHOLD_USD) && SWAP_EVENT_THRESHOLD_USD > 0
+      ? SWAP_EVENT_THRESHOLD_USD
+      : Number.isFinite(AVG_SELL_SWAP_USD) && AVG_SELL_SWAP_USD > 0
+        ? AVG_SELL_SWAP_USD
+        : 500;
+
+  let estBuys = 0;
+  let estSells = 0;
+  let buyCarryUsd = 0;
+  let sellCarryUsd = 0;
+
+  for (const s of snapshots) {
+    const buyUsd = (s.buyVolumeUSDC ?? 0) * collateralUsd;
+    const sellUsd = (s.sellVolumeUSDC ?? 0) * collateralUsd;
+
+    buyCarryUsd += buyUsd;
+    const buySwaps = Math.floor(buyCarryUsd / buyDenom);
+    if (buySwaps > 0) {
+      estBuys += buySwaps;
+      buyCarryUsd -= buySwaps * buyDenom;
+    }
+
+    sellCarryUsd += sellUsd;
+    const sellSwaps = Math.floor(sellCarryUsd / sellDenom);
+    if (sellSwaps > 0) {
+      estSells += sellSwaps;
+      sellCarryUsd -= sellSwaps * sellDenom;
+    }
+  }
+
+  return { estBuys, estSells, estTotal: estBuys + estSells };
+}
+
+function estimateEndCumulativeBuys(config: DemandPressureConfig) {
+  const endScale = config.preset === "bearish" ? 0.35 : 1.0;
+  return config.magnitudeBase * config.multiplier * endScale;
+}
+
+function formatNumber(n: number, maxFrac = 4) {
+  if (!Number.isFinite(n)) return String(n);
+  const abs = Math.abs(n);
+  if (abs >= 1_000_000_000) return `${(n / 1_000_000_000).toFixed(2)}B`;
+  if (abs >= 1_000_000) return `${(n / 1_000_000).toFixed(2)}M`;
+  if (abs >= 1_000) return `${(n / 1_000).toFixed(2)}k`;
+  return n.toFixed(maxFrac);
+}
+
+function pickMagnitudeBaseForTarget(targetUnits: number) {
+  const bases = [10_000, 100_000, 1_000_000] as const;
+  let bestBase: (typeof bases)[number] = 100_000;
+  let bestScore = Number.POSITIVE_INFINITY;
+
+  for (const base of bases) {
+    const mult = targetUnits / base;
+    // Prefer multipliers in a "nice" range.
+    const penaltyLow = mult < 0.1 ? 10 + (0.1 - mult) * 50 : 0;
+    const penaltyHigh = mult > 20 ? 10 + (mult - 20) : 0;
+    const score = penaltyLow + penaltyHigh + Math.abs(Math.log10(Math.max(1e-9, mult)));
+    if (score < bestScore) {
+      bestScore = score;
+      bestBase = base;
+    }
+  }
+
+  return bestBase;
+}
+
+function csvEscape(v: unknown) {
+  if (v == null) return "";
+  const s = String(v);
+  if (s.includes('"') || s.includes(",") || s.includes("\n") || s.includes("\r")) {
+    return `"${s.replace(/"/g, '""')}"`;
+  }
+  return s;
+}
+
+function writeCsvFile(filePath: string, rows: Array<Record<string, unknown>>) {
+  if (rows.length === 0) {
+    fs.mkdirSync(path.dirname(filePath), { recursive: true });
+    fs.writeFileSync(filePath, "", "utf8");
+    return;
+  }
+
+  const headers = Object.keys(rows[0] ?? {});
+  const lines = [headers.map(csvEscape).join(",")];
+  for (const r of rows) {
+    lines.push(headers.map((h) => csvEscape((r as any)[h])).join(","));
+  }
+  fs.mkdirSync(path.dirname(filePath), { recursive: true });
+  fs.writeFileSync(filePath, lines.join("\n") + "\n", "utf8");
+}
+
+function xmlEscape(s: string) {
+  return s
+    .replace(/&/g, "&amp;")
+    .replace(/</g, "&lt;")
+    .replace(/>/g, "&gt;")
+    .replace(/"/g, "&quot;")
+    .replace(/'/g, "&apos;");
+}
+
+function toExcelColumnName(colIndex0: number) {
+  let n = colIndex0 + 1;
+  let name = "";
+  while (n > 0) {
+    const rem = (n - 1) % 26;
+    name = String.fromCharCode(65 + rem) + name;
+    n = Math.floor((n - 1) / 26);
+  }
+  return name;
+}
+
+function isFiniteNumber(v: unknown): v is number {
+  return typeof v === "number" && Number.isFinite(v);
+}
+
+function buildSheetXml(sheetName: string, headers: string[], rows: Array<Record<string, unknown>>) {
+  const ns =
+    'xmlns="http://schemas.openxmlformats.org/spreadsheetml/2006/main" ' +
+    'xmlns:r="http://schemas.openxmlformats.org/officeDocument/2006/relationships"';
+
+  const emitCell = (col0: number, row1: number, value: unknown) => {
+    const ref = `${toExcelColumnName(col0)}${row1}`;
+    if (isFiniteNumber(value)) {
+      return `<c r="${ref}"><v>${value}</v></c>`;
+    }
+    if (typeof value === "boolean") {
+      return `<c r="${ref}" t="b"><v>${value ? 1 : 0}</v></c>`;
+    }
+    const s = value == null ? "" : String(value);
+    return `<c r="${ref}" t="inlineStr"><is><t xml:space="preserve">${xmlEscape(s)}</t></is></c>`;
+  };
+
+  let sheetData = "";
+
+  // Header row
+  sheetData += `<row r="1">`;
+  for (let c = 0; c < headers.length; c++) {
+    sheetData += emitCell(c, 1, headers[c]);
+  }
+  sheetData += `</row>`;
+
+  // Data rows
+  for (let r = 0; r < rows.length; r++) {
+    const rowNum = r + 2;
+    sheetData += `<row r="${rowNum}">`;
+    const row = rows[r] ?? {};
+    for (let c = 0; c < headers.length; c++) {
+      const key = headers[c]!;
+      sheetData += emitCell(c, rowNum, (row as any)[key]);
+    }
+    sheetData += `</row>`;
+  }
+
+  return (
+    `<?xml version="1.0" encoding="UTF-8" standalone="yes"?>` +
+    `<worksheet ${ns}>` +
+    `<sheetPr><tabColor rgb="FF1F77B4"/></sheetPr>` +
+    `<dimension ref="A1:${toExcelColumnName(Math.max(0, headers.length - 1))}${Math.max(1, rows.length + 1)}"/>` +
+    `<sheetViews><sheetView workbookViewId="0"/></sheetViews>` +
+    `<sheetFormatPr defaultRowHeight="15"/>` +
+    `<sheetData>${sheetData}</sheetData>` +
+    `<pageMargins left="0.7" right="0.7" top="0.75" bottom="0.75" header="0.3" footer="0.3"/>` +
+    `</worksheet>`
+  );
+}
+
+type WorkbookSheet = {
+  name: string;
+  rows: Array<Record<string, unknown>>;
+};
+
+function writeXlsxWorkbook(filePath: string, sheets: WorkbookSheet[]) {
+  const safeSheets = sheets.length ? sheets : [{ name: "Results", rows: [] }];
+
+  const now = new Date();
+  const iso = now.toISOString();
+
+  const workbookXml =
+    `<?xml version="1.0" encoding="UTF-8" standalone="yes"?>` +
+    `<workbook xmlns="http://schemas.openxmlformats.org/spreadsheetml/2006/main" ` +
+    `xmlns:r="http://schemas.openxmlformats.org/officeDocument/2006/relationships">` +
+    `<workbookPr/>` +
+    `<sheets>` +
+    safeSheets
+      .map(
+        (s, i) =>
+          `<sheet name="${xmlEscape(s.name)}" sheetId="${i + 1}" r:id="rId${i + 1}"/>`,
+      )
+      .join("") +
+    `</sheets>` +
+    `</workbook>`;
+
+  const workbookRelsXml =
+    `<?xml version="1.0" encoding="UTF-8" standalone="yes"?>` +
+    `<Relationships xmlns="http://schemas.openxmlformats.org/package/2006/relationships">` +
+    safeSheets
+      .map(
+        (_s, i) =>
+          `<Relationship Id="rId${i + 1}" Type="http://schemas.openxmlformats.org/officeDocument/2006/relationships/worksheet" Target="worksheets/sheet${i + 1}.xml"/>`,
+      )
+      .join("") +
+    `<Relationship Id="rId${safeSheets.length + 1}" Type="http://schemas.openxmlformats.org/officeDocument/2006/relationships/styles" Target="styles.xml"/>` +
+    `</Relationships>`;
+
+  const rootRelsXml =
+    `<?xml version="1.0" encoding="UTF-8" standalone="yes"?>` +
+    `<Relationships xmlns="http://schemas.openxmlformats.org/package/2006/relationships">` +
+    `<Relationship Id="rId1" Type="http://schemas.openxmlformats.org/officeDocument/2006/relationships/officeDocument" Target="xl/workbook.xml"/>` +
+    `<Relationship Id="rId2" Type="http://schemas.openxmlformats.org/package/2006/relationships/metadata/core-properties" Target="docProps/core.xml"/>` +
+    `<Relationship Id="rId3" Type="http://schemas.openxmlformats.org/officeDocument/2006/relationships/extended-properties" Target="docProps/app.xml"/>` +
+    `</Relationships>`;
+
+  const contentTypesXml =
+    `<?xml version="1.0" encoding="UTF-8" standalone="yes"?>` +
+    `<Types xmlns="http://schemas.openxmlformats.org/package/2006/content-types">` +
+    `<Default Extension="rels" ContentType="application/vnd.openxmlformats-package.relationships+xml"/>` +
+    `<Default Extension="xml" ContentType="application/xml"/>` +
+    `<Override PartName="/xl/workbook.xml" ContentType="application/vnd.openxmlformats-officedocument.spreadsheetml.sheet.main+xml"/>` +
+    safeSheets
+      .map(
+        (_s, i) =>
+          `<Override PartName="/xl/worksheets/sheet${i + 1}.xml" ContentType="application/vnd.openxmlformats-officedocument.spreadsheetml.worksheet+xml"/>`,
+      )
+      .join("") +
+    `<Override PartName="/xl/styles.xml" ContentType="application/vnd.openxmlformats-officedocument.spreadsheetml.styles+xml"/>` +
+    `<Override PartName="/docProps/core.xml" ContentType="application/vnd.openxmlformats-package.core-properties+xml"/>` +
+    `<Override PartName="/docProps/app.xml" ContentType="application/vnd.openxmlformats-officedocument.extended-properties+xml"/>` +
+    `</Types>`;
+
+  // Minimal styles (required by some Excel versions)
+  const stylesXml =
+    `<?xml version="1.0" encoding="UTF-8" standalone="yes"?>` +
+    `<styleSheet xmlns="http://schemas.openxmlformats.org/spreadsheetml/2006/main">` +
+    `<fonts count="1"><font><sz val="11"/><color theme="1"/><name val="Calibri"/><family val="2"/></font></fonts>` +
+    `<fills count="2"><fill><patternFill patternType="none"/></fill><fill><patternFill patternType="gray125"/></fill></fills>` +
+    `<borders count="1"><border><left/><right/><top/><bottom/><diagonal/></border></borders>` +
+    `<cellStyleXfs count="1"><xf numFmtId="0" fontId="0" fillId="0" borderId="0"/></cellStyleXfs>` +
+    `<cellXfs count="1"><xf numFmtId="0" fontId="0" fillId="0" borderId="0" xfId="0"/></cellXfs>` +
+    `<cellStyles count="1"><cellStyle name="Normal" xfId="0" builtinId="0"/></cellStyles>` +
+    `</styleSheet>`;
+
+  const coreXml =
+    `<?xml version="1.0" encoding="UTF-8" standalone="yes"?>` +
+    `<cp:coreProperties xmlns:cp="http://schemas.openxmlformats.org/package/2006/metadata/core-properties" ` +
+    `xmlns:dc="http://purl.org/dc/elements/1.1/" ` +
+    `xmlns:dcterms="http://purl.org/dc/terms/" ` +
+    `xmlns:dcmitype="http://purl.org/dc/dcmitype/" ` +
+    `xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance">` +
+    `<dc:title>LBP Simulator Sweep</dc:title>` +
+    `<dc:creator>lbp-simulator</dc:creator>` +
+    `<cp:lastModifiedBy>lbp-simulator</cp:lastModifiedBy>` +
+    `<dcterms:created xsi:type="dcterms:W3CDTF">${iso}</dcterms:created>` +
+    `<dcterms:modified xsi:type="dcterms:W3CDTF">${iso}</dcterms:modified>` +
+    `</cp:coreProperties>`;
+
+  const appXml =
+    `<?xml version="1.0" encoding="UTF-8" standalone="yes"?>` +
+    `<Properties xmlns="http://schemas.openxmlformats.org/officeDocument/2006/extended-properties" ` +
+    `xmlns:vt="http://schemas.openxmlformats.org/officeDocument/2006/docPropsVTypes">` +
+    `<Application>lbp-simulator</Application>` +
+    `<DocSecurity>0</DocSecurity>` +
+    `<ScaleCrop>false</ScaleCrop>` +
+    `<HeadingPairs><vt:vector size="2" baseType="vt:variant">` +
+    `<vt:variant><vt:lpstr>Worksheets</vt:lpstr></vt:variant>` +
+    `<vt:variant><vt:i4>${safeSheets.length}</vt:i4></vt:variant>` +
+    `</vt:vector></HeadingPairs>` +
+    `<TitlesOfParts><vt:vector size="${safeSheets.length}" baseType="vt:lpstr">` +
+    safeSheets
+      .map((s) => `<vt:lpstr>${xmlEscape(s.name)}</vt:lpstr>`)
+      .join("") +
+    `</vt:vector></TitlesOfParts>` +
+    `<Company></Company>` +
+    `<LinksUpToDate>false</LinksUpToDate>` +
+    `<SharedDoc>false</SharedDoc>` +
+    `<HyperlinksChanged>false</HyperlinksChanged>` +
+    `<AppVersion>16.0000</AppVersion>` +
+    `</Properties>`;
+
+  const zippedEntries: Record<string, Uint8Array> = {
+    "[Content_Types].xml": strToU8(contentTypesXml),
+    "_rels/.rels": strToU8(rootRelsXml),
+    "docProps/core.xml": strToU8(coreXml),
+    "docProps/app.xml": strToU8(appXml),
+    "xl/workbook.xml": strToU8(workbookXml),
+    "xl/_rels/workbook.xml.rels": strToU8(workbookRelsXml),
+    "xl/styles.xml": strToU8(stylesXml),
+  };
+
+  for (let i = 0; i < safeSheets.length; i++) {
+    const s = safeSheets[i]!;
+    const headers = s.rows.length ? Object.keys(s.rows[0] ?? {}) : [];
+    const sheetXml = buildSheetXml(s.name, headers, s.rows);
+    zippedEntries[`xl/worksheets/sheet${i + 1}.xml`] = strToU8(sheetXml);
+  }
+
+  const zipped = zipSync(zippedEntries, { level: 6 });
+  fs.mkdirSync(path.dirname(filePath), { recursive: true });
+  fs.writeFileSync(filePath, Buffer.from(zipped));
+}
+
+function writeXlsxFile(filePath: string, rows: Array<Record<string, unknown>>) {
+  writeXlsxWorkbook(filePath, [{ name: "Results", rows }]);
+}
+
+describe("Project scenario files", () => {
+  const files = listScenarioFiles();
+
+  it("should have at least one scenario file", () => {
+    expect(files.length).toBeGreaterThan(0);
+  });
+
+  for (const filePath of files) {
+    it(`runs without NaNs: ${path.basename(filePath)}`, () => {
+      const raw = fs.readFileSync(filePath, "utf8");
+      const scenario = JSON.parse(raw) as ScenarioFile;
+
+      const cases = scenario.cases?.length
+        ? scenario.cases
+        : [{ id: "base", label: "Base", overrides: {} }];
+
+      for (const c of cases) {
+        const { steps, lbpConfig, demandConfig, sellConfig } = mergeCase(
+          scenario.base,
+          c.overrides,
+        );
+
+        const snapshots = runDeterministicSimulation(
+          lbpConfig,
+          demandConfig,
+          sellConfig,
+          steps,
+        );
+
+        expect(snapshots.length).toBe(steps + 1);
+        expect(snapshots[0].time).toBe(0);
+        expect(snapshots[snapshots.length - 1].time).toBe(lbpConfig.duration);
+
+        for (const s of snapshots) {
+          expect(Number.isFinite(s.price)).toBe(true);
+          expect(s.price).toBeGreaterThanOrEqual(0);
+          expect(Number.isFinite(s.tknBalance)).toBe(true);
+          expect(Number.isFinite(s.usdcBalance)).toBe(true);
+          expect(s.tknBalance).toBeGreaterThanOrEqual(-1e-9);
+          expect(s.usdcBalance).toBeGreaterThanOrEqual(-1e-9);
+          expect(s.tknWeight).toBeGreaterThanOrEqual(0);
+          expect(s.tknWeight).toBeLessThanOrEqual(100);
+          expect(s.usdcWeight).toBeGreaterThanOrEqual(0);
+          expect(s.usdcWeight).toBeLessThanOrEqual(100);
+        }
+      }
+    });
+  }
+});
+
+describe("AmplifyWorld parameter sweep summary", () => {
+  it(
+    "runs multiple parameter variations and prints a compact summary",
+    { timeout: 20_000 },
+    () => {
+    const filePath = path.resolve(process.cwd(), "scenarios/amplifyworld.json");
+    if (!fs.existsSync(filePath)) {
+      // No scenario file in this repo checkout — don't fail CI for that.
+      return;
+    }
+
+    const raw = fs.readFileSync(filePath, "utf8");
+    const scenario = JSON.parse(raw) as ScenarioFile;
+
+    const base = scenario.base;
+    const wallets = scenario.project?.registeredWallets ?? 12_000;
+    const steps = base.steps ?? 300;
+
+    const baseCfg = normalizeWeights(base.lbpConfig);
+    const baseDemand = base.demandConfig;
+    const baseSell = base.sellConfig;
+
+    const BUY_ONLY_SELL_CONFIG: SellPressureConfig = {
+      preset: "loyal",
+      loyalSoldPct: 0,
+      loyalConcentrationPct: 60,
+      greedySpreadPct: 2,
+      greedySellPct: 0,
+    };
+
+    const ASSUMED_ETH_USD = 3000;
+    const toCollateralUnits = (collateralToken: LBPConfig["collateralToken"], amountUsd: number) => {
+      if (collateralToken === "ETH" || collateralToken === "wETH") {
+        return amountUsd / ASSUMED_ETH_USD;
+      }
+      return amountUsd;
+    };
+
+    const collateralTokens: Array<LBPConfig["collateralToken"]> = ["USDC", "ETH"];
+
+    const startWeights = [98, 95, 90];
+    const endWeights = [50, 30, 10]; // includes classic 90/10 -> 10/90 style
+    const swapFeesPct = [1, 2, 3];
+	    const initialCollateralUsdByToken = (collateralToken: LBPConfig["collateralToken"]) => {
+	      if (collateralToken === "ETH" || collateralToken === "wETH") {
+	        // Larger ranges are useful with volatile collateral (ETH).
+	        return [1_000_000, 3_000_000, 10_000_000, 30_000_000, 100_000_000];
+	      }
+	      // Seedless-compatible: include larger starting collateral so initial price isn't tiny.
+	      return [300_000, 1_000_000, 3_000_000, 10_000_000, 30_000_000, 100_000_000];
+	    };
+
+    const demandLevelsUsd: Array<{ id: string; preset: DemandPressureConfig["preset"]; endUsd: number }> = [
+      { id: "d50k", preset: "bullish", endUsd: 50_000 },
+      { id: "d100k", preset: "bullish", endUsd: 100_000 },
+      { id: "d250k", preset: "bullish", endUsd: 250_000 },
+      { id: "d500k", preset: "bullish", endUsd: 500_000 },
+      { id: "d1m", preset: "bullish", endUsd: 1_000_000 },
+      { id: "d2m", preset: "bullish", endUsd: 2_000_000 },
+      { id: "d5m", preset: "bullish", endUsd: 5_000_000 },
+      { id: "d10m", preset: "bullish", endUsd: 10_000_000 },
+      { id: "bear1m", preset: "bearish", endUsd: 1_000_000 },
+      { id: "bear5m", preset: "bearish", endUsd: 5_000_000 },
+    ];
+
+    const sellModes: Array<{ id: string; sell: SellPressureConfig }> = [
+      // Loyal: vary total sold and concentration.
+      { id: "loyal2c40", sell: { ...baseSell, preset: "loyal", loyalSoldPct: 2, loyalConcentrationPct: 40 } },
+      { id: "loyal5c60", sell: { ...baseSell, preset: "loyal", loyalSoldPct: 5, loyalConcentrationPct: 60 } },
+      { id: "loyal10c80", sell: { ...baseSell, preset: "loyal", loyalSoldPct: 10, loyalConcentrationPct: 80 } },
+      { id: "loyal20c80", sell: { ...baseSell, preset: "loyal", loyalSoldPct: 20, loyalConcentrationPct: 80 } },
+      // Greedy: vary trigger spread and sell fraction.
+      { id: "greedy2_25", sell: { ...baseSell, preset: "greedy", greedySpreadPct: 2, greedySellPct: 25 } },
+      { id: "greedy5_50", sell: { ...baseSell, preset: "greedy", greedySpreadPct: 5, greedySellPct: 50 } },
+      { id: "greedy10_100", sell: { ...baseSell, preset: "greedy", greedySpreadPct: 10, greedySellPct: 100 } },
+    ];
+
+    const summaries: Array<any> = [];
+
+    for (const collateralToken of collateralTokens) {
+      for (const w of startWeights) {
+        for (const wOut of endWeights) {
+          for (const fee of swapFeesPct) {
+            for (const collUsd of initialCollateralUsdByToken(collateralToken)) {
+              const collIn = toCollateralUnits(collateralToken, collUsd);
+              for (const d of demandLevelsUsd) {
+                const endUnits = toCollateralUnits(collateralToken, d.endUsd);
+                const magBase = pickMagnitudeBaseForTarget(endUnits);
+                const demand: DemandPressureConfig = {
+                  ...baseDemand,
+                  preset: d.preset,
+                  magnitudeBase: magBase,
+                  multiplier: endUnits / magBase,
+                };
+
+                for (const s of sellModes) {
+                  const cfg: LBPConfig = normalizeWeights({
+                    ...baseCfg,
+                    collateralToken,
+                    tknWeightIn: w,
+                    usdcWeightIn: 100 - w,
+                    tknWeightOut: wOut,
+                    usdcWeightOut: 100 - wOut,
+                    usdcBalanceIn: collIn,
+                    swapFee: fee,
+                  });
+
+                const snapshots = runDeterministicSimulation(
+                  cfg,
+                  demand,
+                  s.sell,
+                  steps,
+                );
+                const snapshotsBuyOnly = runDeterministicSimulation(
+                  cfg,
+                  demand,
+                  BUY_ONLY_SELL_CONFIG,
+                  steps,
+                );
+
+                  expect(snapshots.length).toBe(steps + 1);
+                  expect(snapshots[0].time).toBe(0);
+                  expect(snapshots[snapshots.length - 1].time).toBe(cfg.duration);
+
+                const summary = summarizeSnapshots(snapshots);
+                const summaryBuyOnly = summarizeSnapshots(snapshotsBuyOnly);
+                const swapsEst = estimateSwapEvents(
+                  snapshots,
+                  collateralToken,
+                  ASSUMED_ETH_USD,
+                );
+                const swapsEstBuyOnly = estimateSwapEvents(
+                  snapshotsBuyOnly,
+                  collateralToken,
+                  ASSUMED_ETH_USD,
+                );
+                expect(Number.isFinite(summary.finalPrice)).toBe(true);
+                expect(Number.isFinite(summary.netRaised)).toBe(true);
+
+                const demandEndUnits = estimateEndCumulativeBuys(demand);
+                const demandEndUsd =
+                  collateralToken === "ETH" || collateralToken === "wETH"
+                    ? demandEndUnits * ASSUMED_ETH_USD
+                    : demandEndUnits;
+
+                summaries.push({
+                  scenarioId: `coll${collateralToken}_w${w}_e${wOut}_fee${fee}_c${Math.round(collUsd / 1000)}k_${d.id}_${s.id}`,
+                  collateralToken,
+                  startWeightTknPct: w,
+                  endWeightTknPct: wOut,
+                  swapFeePct: fee,
+                  initialCollateralUsd: collUsd,
+                  initialCollateral: collIn,
+                  demandInputUsd: d.endUsd,
+                  demandInputUnits: endUnits,
+                  demandEndCumulativeUsd: demandEndUsd,
+                  demandEndCumulative: demandEndUnits,
+                  sellBehavior: s.id,
+                  netRaised: summary.netRaised,
+                  netRaisedBuyOnly: summaryBuyOnly.netRaised,
+                  initialPrice: summary.initialPrice,
+                  minPrice: summary.minPrice,
+                  finalPrice: summary.finalPrice,
+                  minPriceBuyOnly: summaryBuyOnly.minPrice,
+                  finalPriceBuyOnly: summaryBuyOnly.finalPrice,
+                  communityHeld: summary.communityHeld,
+                  communityAvgCost: summary.communityAvgCost,
+                  communityHeldBuyOnly: summaryBuyOnly.communityHeld,
+                  communityAvgCostBuyOnly: summaryBuyOnly.communityAvgCost,
+                  estBuySwaps: swapsEst.estBuys,
+                  estSellSwaps: swapsEst.estSells,
+                  estSwaps: swapsEst.estTotal,
+                  estBuySwapsBuyOnly: swapsEstBuyOnly.estBuys,
+                  estSellSwapsBuyOnly: swapsEstBuyOnly.estSells,
+                  estSwapsBuyOnly: swapsEstBuyOnly.estTotal,
+                });
+              }
+            }
+          }
+        }
+      }
+    }
+    }
+
+    // Wallet-based demand examples (maps "12k wallets" into a few buy-volume targets).
+    const participationRates = [0.01, 0.05, 0.1];
+    const ticketsUsd = [100, 250, 500];
+
+    for (const collateralToken of collateralTokens) {
+      for (const p of participationRates) {
+        for (const t of ticketsUsd) {
+          const targetUsd = wallets * p * t;
+          const targetUnits = toCollateralUnits(collateralToken, targetUsd);
+          const magBase = pickMagnitudeBaseForTarget(targetUnits);
+          const demand: DemandPressureConfig = {
+            ...baseDemand,
+            preset: "bullish",
+            magnitudeBase: magBase,
+            multiplier: targetUnits / magBase,
+          };
+
+          const cfg: LBPConfig = normalizeWeights({
+            ...baseCfg,
+            collateralToken,
+            tknWeightIn: 95,
+            usdcWeightIn: 5,
+            tknWeightOut: 50,
+            usdcWeightOut: 50,
+            usdcBalanceIn: toCollateralUnits(collateralToken, 300_000),
+            swapFee: 2,
+          });
+
+          const snapshots = runDeterministicSimulation(
+            cfg,
+            demand,
+            { ...baseSell, preset: "loyal", loyalSoldPct: 5, loyalConcentrationPct: 60 },
+            steps,
+          );
+          const snapshotsBuyOnly = runDeterministicSimulation(
+            cfg,
+            demand,
+            BUY_ONLY_SELL_CONFIG,
+            steps,
+          );
+          const summary = summarizeSnapshots(snapshots);
+          const summaryBuyOnly = summarizeSnapshots(snapshotsBuyOnly);
+          const swapsEst = estimateSwapEvents(
+            snapshots,
+            collateralToken,
+            ASSUMED_ETH_USD,
+          );
+          const swapsEstBuyOnly = estimateSwapEvents(
+            snapshotsBuyOnly,
+            collateralToken,
+            ASSUMED_ETH_USD,
+          );
+
+          const demandEndUnits = estimateEndCumulativeBuys(demand);
+          const demandEndUsd =
+            collateralToken === "ETH" || collateralToken === "wETH"
+              ? demandEndUnits * ASSUMED_ETH_USD
+              : demandEndUnits;
+
+          summaries.push({
+            scenarioId: `coll${collateralToken}_wallets_${Math.round(p * 100)}pct_ticket${t}`,
+            collateralToken,
+            startWeightTknPct: 95,
+            endWeightTknPct: 50,
+            swapFeePct: 2,
+            initialCollateralUsd: 300_000,
+            initialCollateral: cfg.usdcBalanceIn,
+            demandInputUsd: targetUsd,
+            demandInputUnits: targetUnits,
+            demandEndCumulativeUsd: demandEndUsd,
+            demandEndCumulative: demandEndUnits,
+            sellBehavior: "loyal5",
+            netRaised: summary.netRaised,
+            netRaisedBuyOnly: summaryBuyOnly.netRaised,
+            initialPrice: summary.initialPrice,
+            minPrice: summary.minPrice,
+            finalPrice: summary.finalPrice,
+            minPriceBuyOnly: summaryBuyOnly.minPrice,
+            finalPriceBuyOnly: summaryBuyOnly.finalPrice,
+            communityHeld: summary.communityHeld,
+            communityAvgCost: summary.communityAvgCost,
+            communityHeldBuyOnly: summaryBuyOnly.communityHeld,
+            communityAvgCostBuyOnly: summaryBuyOnly.communityAvgCost,
+            estBuySwaps: swapsEst.estBuys,
+            estSellSwaps: swapsEst.estSells,
+            estSwaps: swapsEst.estTotal,
+            estBuySwapsBuyOnly: swapsEstBuyOnly.estBuys,
+            estSellSwapsBuyOnly: swapsEstBuyOnly.estSells,
+            estSwapsBuyOnly: swapsEstBuyOnly.estTotal,
+          });
+        }
+      }
+    }
+
+    // NOTE: Initial price depends only on initial balances + weights (not on demand curve).
+    const MIN_INITIAL_PRICE_USD = Number(process.env.MIN_INITIAL_PRICE_USD ?? 0.02);
+    const MAX_INITIAL_PRICE_USD =
+      process.env.MAX_INITIAL_PRICE_USD != null
+        ? Number(process.env.MAX_INITIAL_PRICE_USD)
+        : Number.POSITIVE_INFINITY;
+    const MIN_INITIAL_COLLATERAL_USD = Number(
+      process.env.MIN_INITIAL_COLLATERAL_USD ?? 1_000_000,
+    );
+    const MAX_INITIAL_COLLATERAL_USD = Number(
+      process.env.MAX_INITIAL_COLLATERAL_USD ?? 100_000_000,
+    );
+    const TARGET_DEMAND_INPUT_USD = Number(
+      process.env.TARGET_DEMAND_INPUT_USD ?? 100_000,
+    );
+    const DEMAND_INPUT_TOLERANCE_PCT = Number(
+      process.env.DEMAND_INPUT_TOLERANCE_PCT ?? 0,
+    );
+	    const MIN_DEMAND_INPUT_USD = Number(process.env.MIN_DEMAND_INPUT_USD ?? 50_000);
+	    const MAX_DEMAND_INPUT_USD = Number(process.env.MAX_DEMAND_INPUT_USD ?? 500_000);
+	    const RECOMMENDATION_MODE = (process.env.RECOMMENDATION_MODE ??
+	      "buy-and-sell") as "buy-and-sell" | "buy-only";
+	    const RECOMMENDATION_PICK = (process.env.RECOMMENDATION_PICK ??
+	      "diverse") as "diverse" | "strict";
+	    const FIX_START_WEIGHT_TKN_PCT =
+	      process.env.FIX_START_WEIGHT_TKN_PCT != null
+	        ? Number(process.env.FIX_START_WEIGHT_TKN_PCT)
+	        : undefined;
+	    const FIX_END_WEIGHT_TKN_PCT =
+	      process.env.FIX_END_WEIGHT_TKN_PCT != null
+	        ? Number(process.env.FIX_END_WEIGHT_TKN_PCT)
+	        : undefined;
+
+    const sellBehaviorMeaning = (sellBehavior: string) => {
+      if (sellBehavior.startsWith("loyal")) {
+        // loyal{soldPct}c{concentration}
+        const m = sellBehavior.match(/^loyal(\d+(?:\.\d+)?)c(\d+(?:\.\d+)?)$/);
+        if (m) {
+          const soldPct = Number(m[1]);
+          const conc = Number(m[2]);
+          return `Loyal: sells ${soldPct}% total; ${conc}% weight at start+end`;
+        }
+        return "Loyal community (see loyal params)";
+      }
+      if (sellBehavior.startsWith("greedy")) {
+        // greedy{spread}_{sellPct}
+        const m = sellBehavior.match(/^greedy(\d+(?:\.\d+)?)_(\d+(?:\.\d+)?)$/);
+        if (m) {
+          const spread = Number(m[1]);
+          const sellPct = Number(m[2]);
+          return `Greedy: triggers at +${spread}% over avg cost; sells ${sellPct}% per trigger`;
+        }
+        return "Greedy community (see greedy params)";
+      }
+      return sellBehavior;
+    };
+
+    const toUsd = (collateralToken: LBPConfig["collateralToken"], amountInCollateral: number) => {
+      if (collateralToken === "ETH" || collateralToken === "wETH") return amountInCollateral * ASSUMED_ETH_USD;
+      return amountInCollateral;
+    };
+
+	    const initialPriceUsd = (r: any) => toUsd(r.collateralToken, Number(r.initialPrice ?? 0));
+	    const finalPriceUsd = (r: any) => toUsd(r.collateralToken, Number(r.finalPrice ?? 0));
+	    const netRaisedUsd = (r: any) => toUsd(r.collateralToken, Number(r.netRaised ?? 0));
+	    const minPriceUsdBuyOnly = (r: any) =>
+	      toUsd(r.collateralToken, Number(r.minPriceBuyOnly ?? 0));
+	    const finalPriceUsdBuyOnly = (r: any) =>
+	      toUsd(r.collateralToken, Number(r.finalPriceBuyOnly ?? 0));
+	    const netRaisedUsdBuyOnly = (r: any) =>
+	      toUsd(r.collateralToken, Number(r.netRaisedBuyOnly ?? 0));
+
+	    const pickRecommended = (collateralToken: LBPConfig["collateralToken"]) => {
+	      const isBuyOnly = RECOMMENDATION_MODE === "buy-only";
+	      const allowedSell = new Set([
+	        "loyal5c60",
+	        "loyal10c80",
+	        "greedy2_25",
+	        "greedy5_50",
+	      ]);
+      const sellPreference = new Map<string, number>([
+        ["loyal5c60", 0],
+        ["loyal10c80", 1],
+        ["greedy2_25", 2],
+        ["greedy5_50", 3],
+      ]);
+
+	      const candidates = summaries
+	        .filter((r) => r.collateralToken === collateralToken)
+	        .filter((r) => (isBuyOnly ? true : allowedSell.has(String(r.sellBehavior))))
+	        .filter((r) => Number(r.initialCollateralUsd) >= MIN_INITIAL_COLLATERAL_USD)
+	        .filter((r) => Number(r.initialCollateralUsd) <= MAX_INITIAL_COLLATERAL_USD)
+	        .filter((r) => Number(r.demandInputUsd) >= MIN_DEMAND_INPUT_USD)
+	        .filter((r) => Number(r.demandInputUsd) <= MAX_DEMAND_INPUT_USD)
+	        .filter((r) => initialPriceUsd(r) >= MIN_INITIAL_PRICE_USD)
+	        .filter((r) =>
+	          FIX_START_WEIGHT_TKN_PCT == null
+	            ? true
+	            : Number(r.startWeightTknPct) === FIX_START_WEIGHT_TKN_PCT,
+	        )
+	        .filter((r) =>
+	          FIX_END_WEIGHT_TKN_PCT == null
+	            ? true
+	            : Number(r.endWeightTknPct) === FIX_END_WEIGHT_TKN_PCT,
+	        );
+      const candidatesWithMax = candidates.filter(
+        (r) => initialPriceUsd(r) <= MAX_INITIAL_PRICE_USD,
+      );
+
+      const targetLo =
+        TARGET_DEMAND_INPUT_USD * (1 - DEMAND_INPUT_TOLERANCE_PCT / 100);
+      const targetHi =
+        TARGET_DEMAND_INPUT_USD * (1 + DEMAND_INPUT_TOLERANCE_PCT / 100);
+
+	      const targetDemandRaw = candidatesWithMax.filter((r) => {
+	        const v = Number(r.demandInputUsd);
+	        if (!Number.isFinite(v)) return false;
+	        return v >= targetLo && v <= targetHi;
+	      });
+
+	      // In buy-only mode, sell behavior has no effect on the outcome, so dedupe it out
+	      // to avoid returning multiple identical parameter sets.
+	      const targetDemand = (() => {
+	        if (!isBuyOnly) return targetDemandRaw;
+	        const byKey = new Map<string, any>();
+	        for (const r of targetDemandRaw) {
+	          const key = [
+	            r.collateralToken,
+	            r.startWeightTknPct,
+	            r.endWeightTknPct,
+	            r.swapFeePct,
+	            r.initialCollateralUsd,
+	            r.demandInputUsd,
+	          ].join("|");
+	          if (!byKey.has(key)) byKey.set(key, r);
+	        }
+	        return Array.from(byKey.values());
+	      })();
+
+	      const sorted = [...targetDemand].sort((a, b) => {
+	        // Objective 1: higher initial price (anti "cheap token" sniping).
+	        const p0 = initialPriceUsd(b) - initialPriceUsd(a);
+	        if (p0 !== 0) return p0;
+
+	        if (isBuyOnly) {
+	          // Objective 2 (buy-only): higher final price with sells disabled.
+	          const pf = finalPriceUsdBuyOnly(b) - finalPriceUsdBuyOnly(a);
+	          if (pf !== 0) return pf;
+	          // Objective 3: higher minimum price (avoid big dips during weight shift).
+	          const pm = minPriceUsdBuyOnly(b) - minPriceUsdBuyOnly(a);
+	          if (pm !== 0) return pm;
+	          // Objective 4: higher net raised (should be ~demand in buy-only).
+	          return netRaisedUsdBuyOnly(b) - netRaisedUsdBuyOnly(a);
+	        }
+
+	        // Secondary (buy+sell): prefer more realistic sell behaviors (loyal first), then net raised.
+	        const pa = sellPreference.get(String(a.sellBehavior)) ?? 999;
+	        const pb = sellPreference.get(String(b.sellBehavior)) ?? 999;
+	        if (pa !== pb) return pa - pb;
+	        return netRaisedUsd(b) - netRaisedUsd(a);
+	      });
+
+	      if (RECOMMENDATION_PICK === "strict") {
+	        return sorted.slice(0, 5);
+	      }
+
+	      const picked: any[] = [];
+	      const seen = new Set<string>();
+	      const push = (r: any) => {
+	        if (!r) return;
+	        const id = isBuyOnly
+	          ? [
+	              r.collateralToken,
+	              r.startWeightTknPct,
+	              r.endWeightTknPct,
+	              r.swapFeePct,
+	              r.initialCollateralUsd,
+	              r.demandInputUsd,
+	            ].join("|")
+	          : String(r.scenarioId);
+	        if (seen.has(id)) return;
+	        seen.add(id);
+	        picked.push(r);
+	      };
+
+      // Must-include: at least one 90/10 -> 10/90 case if available.
+      push(
+        sorted.find(
+          (r) =>
+            Number(r.startWeightTknPct) === 90 && Number(r.endWeightTknPct) === 10,
+        ),
+      );
+
+      // Prefer diversity across initial collateral levels (seedless setups).
+      const preferredCollateralUsd = [1_000_000, 3_000_000, 10_000_000, 30_000_000, 100_000_000];
+      for (const collUsd of preferredCollateralUsd) {
+        for (const r of sorted) {
+          if (picked.length >= 5) break;
+          if (Number(r.initialCollateralUsd) !== collUsd) continue;
+          push(r);
+          break; // only one per collateral bucket
+        }
+        if (picked.length >= 5) break;
+      }
+
+      // Then prefer diversity across end weights (50/30/10).
+      for (const ew of [50, 30, 10]) {
+        for (const r of sorted) {
+          if (picked.length >= 5) break;
+          if (Number(r.endWeightTknPct) !== ew) continue;
+          push(r);
+        }
+        if (picked.length >= 5) break;
+      }
+
+      // Fill remaining slots with best remaining.
+      for (const r of sorted) {
+        if (picked.length >= 5) break;
+        push(r);
+      }
+
+      return picked.slice(0, 5);
+    };
+
+    const recommendedUSDC = pickRecommended("USDC");
+    const recommendedETH = pickRecommended("ETH");
+
+	    // eslint-disable-next-line no-console
+	    console.log(
+	      `[AmplifyWorld recommended] Constraints: initialPriceUsd>=${MIN_INITIAL_PRICE_USD}, ` +
+	        (Number.isFinite(MAX_INITIAL_PRICE_USD)
+	          ? `initialPriceUsd<=${MAX_INITIAL_PRICE_USD}, `
+	          : "") +
+	        `initialCollateralUsd=${MIN_INITIAL_COLLATERAL_USD}..${MAX_INITIAL_COLLATERAL_USD}, demandInputUsd=${MIN_DEMAND_INPUT_USD}..${MAX_DEMAND_INPUT_USD}, ` +
+	        `targetDemandInputUsd=${TARGET_DEMAND_INPUT_USD} (+/-${DEMAND_INPUT_TOLERANCE_PCT}%), ` +
+	        (FIX_START_WEIGHT_TKN_PCT != null
+	          ? `startWeightTknPct=${FIX_START_WEIGHT_TKN_PCT}, `
+	          : "") +
+	        (FIX_END_WEIGHT_TKN_PCT != null ? `endWeightTknPct=${FIX_END_WEIGHT_TKN_PCT}, ` : "") +
+	        `mode=${RECOMMENDATION_MODE}, pick=${RECOMMENDATION_PICK}, ETH=${ASSUMED_ETH_USD} USD.`,
+	    );
+	    // eslint-disable-next-line no-console
+	    console.log(
+	      `[AmplifyWorld recommended] mode=${RECOMMENDATION_MODE} (Top 5 USDC):`,
+	    );
+    // eslint-disable-next-line no-console
+    console.table(
+      recommendedUSDC.map((r) => ({
+        ScenarioId: r.scenarioId,
+        Weights: `${r.startWeightTknPct}/${100 - r.startWeightTknPct} -> ${r.endWeightTknPct}/${100 - r.endWeightTknPct}`,
+        SwapFeePct: r.swapFeePct,
+        InitialCollateralUsd: formatNumber(r.initialCollateralUsd, 0),
+        DemandInputUsd: formatNumber(r.demandInputUsd, 0),
+        SellBehavior: sellBehaviorMeaning(String(r.sellBehavior)),
+        InitialPriceUsd: initialPriceUsd(r),
+        NetRaisedUsd: netRaisedUsd(r),
+        NetRaisedUsdBuyOnly: netRaisedUsdBuyOnly(r),
+        EstSwaps: Number(r.estSwaps ?? 0),
+        EstSwapsBuyOnly: Number(r.estSwapsBuyOnly ?? 0),
+        FinalPriceUsd: finalPriceUsd(r),
+        FinalPriceUsdBuyOnly: finalPriceUsdBuyOnly(r),
+      })),
+    );
+	    // eslint-disable-next-line no-console
+	    console.log(
+	      `[AmplifyWorld recommended] mode=${RECOMMENDATION_MODE} (Top 5 ETH):`,
+	    );
+    // eslint-disable-next-line no-console
+    console.table(
+      recommendedETH.map((r) => ({
+        ScenarioId: r.scenarioId,
+        Weights: `${r.startWeightTknPct}/${100 - r.startWeightTknPct} -> ${r.endWeightTknPct}/${100 - r.endWeightTknPct}`,
+        SwapFeePct: r.swapFeePct,
+        InitialCollateralUsd: formatNumber(r.initialCollateralUsd, 0),
+        DemandInputUsd: formatNumber(r.demandInputUsd, 0),
+        SellBehavior: sellBehaviorMeaning(String(r.sellBehavior)),
+        InitialPriceUsd: initialPriceUsd(r),
+        NetRaisedUsd: netRaisedUsd(r),
+        NetRaisedUsdBuyOnly: netRaisedUsdBuyOnly(r),
+        EstSwaps: Number(r.estSwaps ?? 0),
+        EstSwapsBuyOnly: Number(r.estSwapsBuyOnly ?? 0),
+        FinalPriceUsd: finalPriceUsd(r),
+        FinalPriceUsdBuyOnly: finalPriceUsdBuyOnly(r),
+      })),
+    );
+
+	    if (process.env.EXPORT_XLSX === "1") {
+	      const recommendedRows = [...recommendedUSDC, ...recommendedETH].map((r) => ({
+	        ScenarioId: r.scenarioId,
+	        PressureMode: RECOMMENDATION_MODE,
+	        CollateralToken: r.collateralToken,
+	        StartWeightTknPct: r.startWeightTknPct,
+	        EndWeightTknPct: r.endWeightTknPct,
+	        SwapFeePct: r.swapFeePct,
+	        InitialCollateralUsd: r.initialCollateralUsd,
+	        DemandInputUsd: r.demandInputUsd,
+	        SellBehavior:
+	          RECOMMENDATION_MODE === "buy-only"
+	            ? "Buy-only (sells disabled)"
+	            : sellBehaviorMeaning(String(r.sellBehavior)),
+	        SellBehaviorOriginal: sellBehaviorMeaning(String(r.sellBehavior)),
+	        InitialPriceUsd: initialPriceUsd(r),
+	        MinPriceUsd: toUsd(r.collateralToken, Number(r.minPrice ?? 0)),
+	        FinalPriceUsd: finalPriceUsd(r),
+	        NetRaisedUsd: netRaisedUsd(r),
+	        MinPriceUsdBuyOnly: minPriceUsdBuyOnly(r),
+	        FinalPriceUsdBuyOnly: finalPriceUsdBuyOnly(r),
+	        NetRaisedUsdBuyOnly: netRaisedUsdBuyOnly(r),
+          EstSwaps: Number(r.estSwaps ?? 0),
+          EstSwapsBuyOnly: Number(r.estSwapsBuyOnly ?? 0),
+	        CommunityHeld: r.communityHeld,
+	        CommunityAvgCostUsd: toUsd(r.collateralToken, Number(r.communityAvgCost ?? 0)),
+	      }));
+
+      const now = new Date();
+      const stamp = [
+        now.getFullYear(),
+        String(now.getMonth() + 1).padStart(2, "0"),
+        String(now.getDate()).padStart(2, "0"),
+        String(now.getHours()).padStart(2, "0"),
+        String(now.getMinutes()).padStart(2, "0"),
+        String(now.getSeconds()).padStart(2, "0"),
+      ].join("");
+      const outPath = path.resolve(
+        process.cwd(),
+        `out/amplifyworld-recommended-${stamp}.xlsx`,
+      );
+      writeXlsxFile(outPath, recommendedRows);
+      // eslint-disable-next-line no-console
+      console.log(`[AmplifyWorld recommended] XLSX exported: ${outPath}`);
+    }
+
+    if (process.env.EXPORT_CSV === "1") {
+      const now = new Date();
+      const stamp = [
+        now.getFullYear(),
+        String(now.getMonth() + 1).padStart(2, "0"),
+        String(now.getDate()).padStart(2, "0"),
+        String(now.getHours()).padStart(2, "0"),
+        String(now.getMinutes()).padStart(2, "0"),
+        String(now.getSeconds()).padStart(2, "0"),
+      ].join("");
+      const outPath = path.resolve(
+        process.cwd(),
+        `out/amplifyworld-sweep-${stamp}.csv`,
+      );
+      writeCsvFile(outPath, summaries);
+      // eslint-disable-next-line no-console
+      console.log(`[AmplifyWorld sweep] CSV exported: ${outPath}`);
+    }
+
+    if (process.env.EXPORT_XLSX === "1") {
+      const now = new Date();
+      const stamp = [
+        now.getFullYear(),
+        String(now.getMonth() + 1).padStart(2, "0"),
+        String(now.getDate()).padStart(2, "0"),
+        String(now.getHours()).padStart(2, "0"),
+        String(now.getMinutes()).padStart(2, "0"),
+        String(now.getSeconds()).padStart(2, "0"),
+      ].join("");
+      const outPath = path.resolve(
+        process.cwd(),
+        `out/amplifyworld-sweep-${stamp}.xlsx`,
+      );
+      writeXlsxFile(outPath, summaries);
+      // eslint-disable-next-line no-console
+      console.log(`[AmplifyWorld sweep] XLSX exported: ${outPath}`);
+    }
+
+    if (process.env.EXPORT_TABLES_XLSX === "1") {
+      const tableAIds = [
+        "collUSDC_w90_e10_fee3_c300k_d5m_loyal2c40",
+        "collUSDC_w90_e10_fee3_c300k_d5m_loyal5c60",
+        "collUSDC_w90_e10_fee3_c300k_d5m_loyal10c80",
+        "collUSDC_w98_e10_fee3_c1000k_d5m_greedy2_25",
+        "collUSDC_w98_e10_fee3_c1000k_d5m_greedy5_50",
+        "collETH_w90_e10_fee3_c1000k_d5m_loyal2c40",
+        "collETH_w90_e10_fee3_c1000k_d5m_loyal5c60",
+        "collETH_w90_e10_fee3_c1000k_d5m_loyal10c80",
+        "collETH_w98_e10_fee3_c3000k_d5m_greedy2_25",
+        "collETH_w98_e10_fee3_c3000k_d5m_greedy5_50",
+      ];
+
+      const tableBIds = [
+        "collUSDC_w90_e10_fee3_c100000k_d100k_loyal5c60",
+        "collUSDC_w98_e10_fee3_c1000k_d100k_loyal5c60",
+        "collUSDC_w98_e10_fee3_c3000k_d100k_loyal5c60",
+        "collUSDC_w98_e10_fee3_c10000k_d100k_loyal5c60",
+        "collUSDC_w95_e10_fee3_c30000k_d100k_loyal5c60",
+        "collETH_w90_e10_fee3_c100000k_d100k_loyal5c60",
+        "collETH_w98_e10_fee3_c1000k_d100k_loyal5c60",
+        "collETH_w98_e10_fee3_c3000k_d100k_loyal5c60",
+        "collETH_w98_e10_fee3_c10000k_d100k_loyal5c60",
+        "collETH_w95_e10_fee3_c30000k_d100k_loyal5c60",
+      ];
+
+      const tableCIds = [
+        "collUSDC_w98_e50_fee1_c100000k_d100k_loyal2c40",
+        "collUSDC_w98_e50_fee2_c100000k_d100k_loyal2c40",
+        "collUSDC_w98_e50_fee3_c100000k_d100k_loyal2c40",
+        "collUSDC_w98_e30_fee1_c100000k_d100k_loyal2c40",
+        "collUSDC_w98_e30_fee2_c100000k_d100k_loyal2c40",
+        "collETH_w98_e50_fee1_c100000k_d100k_loyal2c40",
+        "collETH_w98_e50_fee2_c100000k_d100k_loyal2c40",
+        "collETH_w98_e50_fee3_c100000k_d100k_loyal2c40",
+        "collETH_w98_e30_fee1_c100000k_d100k_loyal2c40",
+        "collETH_w98_e30_fee2_c100000k_d100k_loyal2c40",
+      ];
+
+      const weightsLabel = (r: any) =>
+        `${r.startWeightTknPct}/${100 - Number(r.startWeightTknPct)} -> ${r.endWeightTknPct}/${100 - Number(r.endWeightTknPct)}`;
+
+      const byId = new Map<string, any>(summaries.map((s) => [String(s.scenarioId), s]));
+      const missing = [...tableAIds, ...tableBIds, ...tableCIds].filter((id) => !byId.has(id));
+      if (missing.length) {
+        // eslint-disable-next-line no-console
+        console.log(`[AmplifyWorld tables] Missing scenarios (${missing.length}):`, missing);
+      }
+
+      const tableARows = tableAIds
+        .map((id) => byId.get(id))
+        .filter(Boolean)
+        .map((r) => ({
+          ScenarioId: r.scenarioId,
+          CollateralToken: r.collateralToken,
+          Weights: weightsLabel(r),
+          SwapFeePct: Number(r.swapFeePct),
+          InitialCollateralUsd: Number(r.initialCollateralUsd),
+          DemandInputUsd: Number(r.demandInputUsd),
+          SellBehavior: sellBehaviorMeaning(String(r.sellBehavior)),
+          NetRaisedUsd: netRaisedUsd(r),
+          InitialPriceUsd: initialPriceUsd(r),
+          MinPriceUsd: toUsd(r.collateralToken, Number(r.minPrice ?? 0)),
+          FinalPriceUsd: finalPriceUsd(r),
+          EstimatedSwaps: Number(r.estSwaps ?? 0),
+          EstimatedBuySwaps: Number(r.estBuySwaps ?? 0),
+          EstimatedSellSwaps: Number(r.estSellSwaps ?? 0),
+          CommunityHeld: Number(r.communityHeld ?? 0),
+          CommunityAvgCostUsd: toUsd(r.collateralToken, Number(r.communityAvgCost ?? 0)),
+        }));
+
+      const tableBRows = tableBIds
+        .map((id) => byId.get(id))
+        .filter(Boolean)
+        .map((r) => ({
+          ScenarioId: r.scenarioId,
+          CollateralToken: r.collateralToken,
+          Weights: weightsLabel(r),
+          SwapFeePct: Number(r.swapFeePct),
+          InitialCollateralUsd: Number(r.initialCollateralUsd),
+          DemandInputUsd: Number(r.demandInputUsd),
+          SellBehavior: sellBehaviorMeaning(String(r.sellBehavior)),
+          NetRaisedUsd: netRaisedUsd(r),
+          InitialPriceUsd: initialPriceUsd(r),
+          FinalPriceUsd: finalPriceUsd(r),
+          EstimatedSwaps: Number(r.estSwaps ?? 0),
+        }));
+
+      const tableCRows = tableCIds
+        .map((id) => byId.get(id))
+        .filter(Boolean)
+        .map((r) => ({
+          ScenarioId: r.scenarioId,
+          CollateralToken: r.collateralToken,
+          Weights: weightsLabel(r),
+          SwapFeePct: Number(r.swapFeePct),
+          InitialCollateralUsd: Number(r.initialCollateralUsd),
+          DemandInputUsd: Number(r.demandInputUsd),
+          SellBehavior: sellBehaviorMeaning(String(r.sellBehavior)),
+          InitialPriceUsd: initialPriceUsd(r),
+          FinalPriceUsdBuyOnly: finalPriceUsdBuyOnly(r),
+          NetRaisedUsdBuyOnly: netRaisedUsdBuyOnly(r),
+          EstimatedSwapsBuyOnly: Number(r.estSwapsBuyOnly ?? 0),
+          EstimatedBuySwapsBuyOnly: Number(r.estBuySwapsBuyOnly ?? 0),
+          EstimatedSellSwapsBuyOnly: Number(r.estSellSwapsBuyOnly ?? 0),
+        }));
+
+      const now = new Date();
+      const stamp = [
+        now.getFullYear(),
+        String(now.getMonth() + 1).padStart(2, "0"),
+        String(now.getDate()).padStart(2, "0"),
+        String(now.getHours()).padStart(2, "0"),
+        String(now.getMinutes()).padStart(2, "0"),
+        String(now.getSeconds()).padStart(2, "0"),
+      ].join("");
+
+      const outPath = path.resolve(
+        process.cwd(),
+        `out/amplifyworld-3tables-${stamp}.xlsx`,
+      );
+      writeXlsxWorkbook(outPath, [
+        { name: "Table A (d5m mix)", rows: tableARows },
+        { name: "Table B (seedless)", rows: tableBRows },
+        { name: "Table C (buy-only)", rows: tableCRows },
+      ]);
+      // eslint-disable-next-line no-console
+      console.log(`[AmplifyWorld tables] XLSX exported: ${outPath}`);
+    }
+
+    const topRaised = [...summaries].sort((a, b) => b.netRaised - a.netRaised).slice(0, 12);
+    const bottomRaised = [...summaries].sort((a, b) => a.netRaised - b.netRaised).slice(0, 12);
+
+    // eslint-disable-next-line no-console
+    console.log(
+      `[AmplifyWorld sweep] scenarios=${summaries.length} (wallets=${wallets.toLocaleString()})`,
+    );
+    // eslint-disable-next-line no-console
+    console.log(
+      `[AmplifyWorld sweep] Units: prices are collateral/token; NetRaised and DemandEndCumulative are in collateral units. ` +
+        `ETH conversions assume ${ASSUMED_ETH_USD.toLocaleString()} USD/ETH.`,
+    );
+    // eslint-disable-next-line no-console
+    console.log("[AmplifyWorld sweep] Top net raised (buys - sells):");
+    // eslint-disable-next-line no-console
+    console.table(
+      topRaised.map((s) => ({
+        ScenarioId: s.scenarioId,
+        CollateralToken: s.collateralToken,
+        SwapFeePct: s.swapFeePct,
+        StartWeightTknPct: s.startWeightTknPct,
+        InitialCollateralUsd: formatNumber(s.initialCollateralUsd, 0),
+        InitialCollateral: formatNumber(s.initialCollateral, 6),
+        DemandEndCumulativeUsd: formatNumber(s.demandEndCumulativeUsd, 0),
+        DemandEndCumulative: formatNumber(s.demandEndCumulative, 6),
+        SellBehavior: s.sellBehavior,
+        NetRaised: formatNumber(s.netRaised, 6),
+        EstSwaps: Number(s.estSwaps ?? 0),
+        InitialPrice: formatNumber(s.initialPrice, 10),
+        MinPrice: formatNumber(s.minPrice, 10),
+        FinalPrice: formatNumber(s.finalPrice, 10),
+        CommunityHeld: formatNumber(s.communityHeld, 2),
+      })),
+    );
+
+    // eslint-disable-next-line no-console
+    console.log("[AmplifyWorld sweep] Bottom net raised:");
+    // eslint-disable-next-line no-console
+    console.table(
+      bottomRaised.map((s) => ({
+        ScenarioId: s.scenarioId,
+        CollateralToken: s.collateralToken,
+        SwapFeePct: s.swapFeePct,
+        StartWeightTknPct: s.startWeightTknPct,
+        InitialCollateralUsd: formatNumber(s.initialCollateralUsd, 0),
+        InitialCollateral: formatNumber(s.initialCollateral, 6),
+        DemandEndCumulativeUsd: formatNumber(s.demandEndCumulativeUsd, 0),
+        DemandEndCumulative: formatNumber(s.demandEndCumulative, 6),
+        SellBehavior: s.sellBehavior,
+        NetRaised: formatNumber(s.netRaised, 6),
+        EstSwaps: Number(s.estSwaps ?? 0),
+        InitialPrice: formatNumber(s.initialPrice, 10),
+        MinPrice: formatNumber(s.minPrice, 10),
+        FinalPrice: formatNumber(s.finalPrice, 10),
+        CommunityHeld: formatNumber(s.communityHeld, 2),
+      })),
+    );
+    },
+  );
+});
+
+describe("Nerite parameter sweep summary", () => {
+  it(
+    "runs multiple parameter variations and prints a compact summary",
+    { timeout: 15_000 },
+    () => {
+      const filePath = path.resolve(process.cwd(), "scenarios/nerite.json");
+      if (!fs.existsSync(filePath)) {
+        // No scenario file in this repo checkout — don't fail CI for that.
+        return;
+      }
+
+      const raw = fs.readFileSync(filePath, "utf8");
+      const scenario = JSON.parse(raw) as ScenarioFile;
+
+      const base = scenario.base;
+      const steps = base.steps ?? 720;
+      const baseCfg = normalizeWeights(base.lbpConfig);
+      const baseDemand = base.demandConfig;
+      const baseSell = base.sellConfig;
+
+      if (baseCfg.collateralToken !== "USDC" && baseCfg.collateralToken !== "USDT") {
+        throw new Error(
+          `Nerite sweep expects stable collateral (USDC/USDT). Got: ${baseCfg.collateralToken}`,
+        );
+      }
+
+      const BUY_ONLY_SELL_CONFIG: SellPressureConfig = {
+        preset: "loyal",
+        loyalSoldPct: 0,
+        loyalConcentrationPct: 60,
+        greedySpreadPct: 2,
+        greedySellPct: 0,
+      };
+
+      const ASSUMED_ETH_USD = 3000;
+
+      const weightPairs: Array<{ start: number; end: number }> = [
+        { start: 98, end: 50 },
+        { start: 95, end: 50 },
+        { start: 98, end: 30 },
+        // Classic Balancer LBP weight curve (90/10 -> 10/90)
+        { start: 90, end: 10 },
+      ];
+      const swapFeesPct = [1, 2, 3];
+      const initialCollateralUsd = [500_000, 1_500_000, 3_000_000];
+      const demandLevelsUsd = [1_000_000, 3_000_000, 5_000_000, 10_000_000];
+
+      const sellModes: Array<{ id: string; sell: SellPressureConfig }> = [
+        { id: "buyOnly", sell: BUY_ONLY_SELL_CONFIG },
+        {
+          id: "loyal5c60",
+          sell: { ...baseSell, preset: "loyal", loyalSoldPct: 5, loyalConcentrationPct: 60 },
+        },
+        {
+          id: "greedy5_50",
+          sell: { ...baseSell, preset: "greedy", greedySpreadPct: 5, greedySellPct: 50 },
+        },
+      ];
+
+      const summaries: Array<Record<string, unknown>> = [];
+
+      for (const pair of weightPairs) {
+        const startWeightTknPct = pair.start;
+        const endWeightTknPct = pair.end;
+
+        for (const swapFeePct of swapFeesPct) {
+          for (const initialUsd of initialCollateralUsd) {
+            for (const demandUsd of demandLevelsUsd) {
+              const magnitudeBase = pickMagnitudeBaseForTarget(demandUsd);
+              const demandConfig: DemandPressureConfig = {
+                ...baseDemand,
+                preset: "bullish",
+                magnitudeBase,
+                multiplier: demandUsd / magnitudeBase,
+              };
+
+              for (const sellMode of sellModes) {
+                const scenarioId = [
+                  "collUSDC",
+                  `w${startWeightTknPct}`,
+                  `e${endWeightTknPct}`,
+                  `fee${swapFeePct}`,
+                  `c${Math.round(initialUsd / 1000)}k`,
+                  `d${Math.round(demandUsd / 1_000_000)}m`,
+                  sellMode.id,
+                ].join("_");
+
+                const lbpConfig: LBPConfig = normalizeWeights({
+                  ...baseCfg,
+                  tknWeightIn: startWeightTknPct,
+                  usdcWeightIn: 100 - startWeightTknPct,
+                  tknWeightOut: endWeightTknPct,
+                  usdcWeightOut: 100 - endWeightTknPct,
+                  usdcBalanceIn: initialUsd,
+                  swapFee: swapFeePct,
+                  duration: 72,
+                });
+
+                const snapshots = runDeterministicSimulation(
+                  lbpConfig,
+                  demandConfig,
+                  sellMode.sell,
+                  steps,
+                );
+
+                const summary = summarizeSnapshots(snapshots);
+                const swaps = estimateSwapEvents(
+                  snapshots,
+                  lbpConfig.collateralToken,
+                  ASSUMED_ETH_USD,
+                );
+
+                summaries.push({
+                  ScenarioId: scenarioId,
+                  Token: lbpConfig.tokenSymbol,
+                  DurationHours: lbpConfig.duration,
+                  Steps: steps,
+                  StartWeightTknPct: startWeightTknPct,
+                  EndWeightTknPct: endWeightTknPct,
+                  SwapFeePct: swapFeePct,
+                  InitialCollateralUsd: initialUsd,
+                  DemandEndCumulativeUsd: estimateEndCumulativeBuys(demandConfig),
+                  SellBehavior: sellMode.id,
+                  InitialPriceUsd: summary.initialPrice,
+                  MinPriceUsd: summary.minPrice,
+                  FinalPriceUsd: summary.finalPrice,
+                  NetRaisedUsd: summary.netRaised,
+                  EstSwaps: swaps.estTotal,
+                  CommunityHeld: summary.communityHeld,
+                  CommunityAvgCostUsd: summary.communityAvgCost,
+                });
+              }
+            }
+          }
+        }
+      }
+
+      const byRaised = [...summaries].sort(
+        (a, b) => Number(b.NetRaisedUsd ?? 0) - Number(a.NetRaisedUsd ?? 0),
+      );
+      const topRaised = byRaised.slice(0, 10);
+      const bottomRaised = byRaised.slice(-10).reverse();
+
+      // eslint-disable-next-line no-console
+      console.log("[Nerite sweep] Top net raised:");
+      // eslint-disable-next-line no-console
+      console.table(topRaised);
+
+      // eslint-disable-next-line no-console
+      console.log("[Nerite sweep] Bottom net raised:");
+      // eslint-disable-next-line no-console
+      console.table(bottomRaised);
+
+      if (process.env.EXPORT_CSV === "1") {
+        const now = new Date();
+        const stamp = [
+          now.getFullYear(),
+          String(now.getMonth() + 1).padStart(2, "0"),
+          String(now.getDate()).padStart(2, "0"),
+          String(now.getHours()).padStart(2, "0"),
+          String(now.getMinutes()).padStart(2, "0"),
+          String(now.getSeconds()).padStart(2, "0"),
+        ].join("");
+        const outPath = path.resolve(process.cwd(), `out/nerite-sweep-${stamp}.csv`);
+        writeCsvFile(outPath, byRaised);
+        // eslint-disable-next-line no-console
+        console.log(`[Nerite sweep] CSV exported: ${outPath}`);
+      }
+
+      if (process.env.EXPORT_XLSX === "1") {
+        const now = new Date();
+        const stamp = [
+          now.getFullYear(),
+          String(now.getMonth() + 1).padStart(2, "0"),
+          String(now.getDate()).padStart(2, "0"),
+          String(now.getHours()).padStart(2, "0"),
+          String(now.getMinutes()).padStart(2, "0"),
+          String(now.getSeconds()).padStart(2, "0"),
+        ].join("");
+        const outPath = path.resolve(process.cwd(), `out/nerite-sweep-${stamp}.xlsx`);
+        writeXlsxFile(outPath, byRaised);
+        // eslint-disable-next-line no-console
+        console.log(`[Nerite sweep] XLSX exported: ${outPath}`);
+      }
+    },
+  );
+});
+
+describe("Nerite FDV target curve", () => {
+  it("matches ~500k -> ~200k FDV (no-trades curve)", () => {
+    const filePath = path.resolve(process.cwd(), "scenarios/nerite.json");
+    if (!fs.existsSync(filePath)) return;
+
+    const raw = fs.readFileSync(filePath, "utf8");
+    const scenario = JSON.parse(raw) as ScenarioFile;
+
+    const caseId = "fdv-500k-200k";
+    const c = scenario.cases?.find((x) => x.id === caseId);
+    if (!c) {
+      throw new Error(`Expected nerite.json to include case id=${caseId}`);
+    }
+
+    const { steps, lbpConfig, demandConfig, sellConfig } = mergeCase(
+      scenario.base,
+      c.overrides,
+    );
+
+    const snapshots = runDeterministicSimulation(lbpConfig, demandConfig, sellConfig, steps);
+    const first = snapshots[0];
+    const last = snapshots[snapshots.length - 1];
+
+    const totalSupply = lbpConfig.totalSupply;
+    const initialFdvUsd = (first?.price ?? 0) * totalSupply;
+    const finalFdvUsd = (last?.price ?? 0) * totalSupply;
+
+    expect(initialFdvUsd).toBeGreaterThan(450_000);
+    expect(initialFdvUsd).toBeLessThan(550_000);
+    expect(finalFdvUsd).toBeGreaterThan(180_000);
+    expect(finalFdvUsd).toBeLessThan(220_000);
+  });
+});
+
+const RUN_NERITE_OPT_SWEEP = process.env.RUN_NERITE_OPT_SWEEP === "1";
+const neriteOptIt = RUN_NERITE_OPT_SWEEP ? it : it.skip;
+
+describe("Nerite optimization sweep (FDV + early fair price)", () => {
+  neriteOptIt(
+    "searches feasible weight curves for ~200k FDV final and early fair price",
+    { timeout: 60_000 },
+    () => {
+      const filePath = path.resolve(process.cwd(), "scenarios/nerite.json");
+      if (!fs.existsSync(filePath)) return;
+
+      const raw = fs.readFileSync(filePath, "utf8");
+      const scenario = JSON.parse(raw) as ScenarioFile;
+
+      const base = scenario.base;
+      const steps = base.steps ?? 720;
+      const baseCfg = normalizeWeights(base.lbpConfig);
+      const baseDemand = base.demandConfig;
+
+      if (baseCfg.collateralToken !== "USDC" && baseCfg.collateralToken !== "USDT") {
+        throw new Error(
+          `Nerite optimization expects stable collateral (USDC/USDT). Got: ${baseCfg.collateralToken}`,
+        );
+      }
+
+      const durationHours = 72;
+      const fairPriceUsd = 0.002;
+      const targetFdvUsd = 200_000;
+      const totalSupply = baseCfg.totalSupply;
+      const tknBalanceIn = baseCfg.tknBalanceIn;
+
+      const BUY_ONLY_SELL_CONFIG: SellPressureConfig = {
+        preset: "loyal",
+        loyalSoldPct: 0,
+        loyalConcentrationPct: 60,
+        greedySpreadPct: 2,
+        greedySellPct: 0,
+      };
+
+      const weightCurves: Array<{ id: string; start: number; end: number }> = [
+        { id: "w98to10", start: 98, end: 10 }, // 98/2 -> 10/90
+        { id: "w90to10", start: 90, end: 10 }, // 90/10 -> 10/90
+        { id: "w90to25", start: 90, end: 25 }, // 90/10 -> 25/75
+      ];
+
+      // Feasible initial collateral ranges (seed collateral is a major realism knob).
+      const initialCollateralUsd = [
+        5_000,
+        7_500,
+        10_000,
+        15_000,
+        20_000,
+        30_000,
+        50_000,
+        75_000,
+        100_000,
+        250_000,
+      ];
+      const swapFeesPct = [1, 2, 3];
+      const demandPresets: Array<DemandPressureConfig["preset"]> = ["bearish", "bullish"];
+      const demandBudgetsUsd = [
+        0,
+        5_000,
+        10_000,
+        15_000,
+        20_000,
+        25_000,
+        30_000,
+        40_000,
+        50_000,
+        75_000,
+        100_000,
+        150_000,
+        200_000,
+        250_000,
+        500_000,
+        1_000_000,
+        2_000_000,
+        5_000_000,
+        10_000_000,
+      ];
+
+      const elasticities = [0, 1, 2];
+      const refMultipliers = [0.2, 0.3, 0.4];
+
+      const weightAtProgress = (start: number, end: number, p: number) => start + (end - start) * p;
+      const ratioToWeightPct = (ratio: number) => (100 * ratio) / (1 + ratio); // ratio = Wtkn/Wusdc
+
+      const estimateNoTradeFairHour = (start: number, end: number, usdcIn: number) => {
+        if (!(usdcIn > 0)) return Number.POSITIVE_INFINITY;
+        const k = usdcIn / tknBalanceIn; // Busdc/Btkn
+        const targetRatio = fairPriceUsd / k; // = Wtkn/Wusdc at fair price (no trades)
+        const targetWtkn = ratioToWeightPct(targetRatio);
+        const denom = end - start;
+        if (denom === 0) return Number.POSITIVE_INFINITY;
+        const p = (targetWtkn - start) / denom;
+        if (!Number.isFinite(p) || p < 0 || p > 1) return Number.POSITIVE_INFINITY;
+        return p * durationHours;
+      };
+
+      const hoursToPriceAtOrBelow = (snapshots: any[], priceUsd: number) => {
+        const target = priceUsd * 1.01; // allow small numeric wiggle
+        for (const s of snapshots) {
+          if (Number.isFinite(s.price) && s.price <= target) return Number(s.time ?? 0);
+        }
+        return Number.POSITIVE_INFINITY;
+      };
+
+      const pctStepsAtOrBelow = (snapshots: any[], priceUsd: number) => {
+        if (!snapshots.length) return 0;
+        const target = priceUsd;
+        let count = 0;
+        for (const s of snapshots) {
+          if (Number.isFinite(s.price) && s.price <= target) count++;
+        }
+        return count / snapshots.length;
+      };
+
+      type OptRow = {
+        ScenarioId: string;
+        Curve: string;
+        NoTradeFairHour: number;
+        SwapFeePct: number;
+        DemandPreset: DemandPressureConfig["preset"];
+        DemandBudgetUsd: number;
+        PriceElasticity: number;
+        RefMult: number;
+        InitialCollateralUsd: number;
+        InitialPriceUsd: number;
+        HoursToFair: number;
+        PctStepsWithBuys: number;
+        PctStepsBelowFair: number;
+        PctStepsInFdvBand200to500: number;
+        HoursInFdvBand200to500: number;
+        MinPriceUsd: number;
+        MaxPriceUsd: number;
+        FinalPriceUsd: number;
+        MaxFdvUsd: number;
+        FinalFdvUsd: number;
+        FinalFdvErrorPct: number;
+        NetRaisedUsd: number;
+        TotalBuysUsd: number;
+        Score: number;
+      };
+
+      const rows: OptRow[] = [];
+
+      for (const curve of weightCurves) {
+        for (const usdcIn of initialCollateralUsd) {
+          const noTradeFairHour = estimateNoTradeFairHour(curve.start, curve.end, usdcIn);
+          // Focus: scenarios where the weights alone would reach fair within ~12h (otherwise it can't be "early").
+          if (!Number.isFinite(noTradeFairHour) || noTradeFairHour > 12) continue;
+          const curveDemandBudgetsUsd =
+            curve.id === "w98to10"
+              ? demandBudgetsUsd
+              : demandBudgetsUsd.filter((b) => b <= 500_000);
+
+          for (const swapFeePct of swapFeesPct) {
+            for (const demandPreset of demandPresets) {
+              const endScale = demandPreset === "bearish" ? 0.35 : 1.0;
+
+              for (const demandBudgetUsd of curveDemandBudgetsUsd) {
+                const curveElasticities = curve.id === "w98to10" ? [0, 1, 2, 3, 4] : elasticities;
+                const curveRefMultipliers =
+                  curve.id === "w98to10" ? [0.05, 0.1, 0.2, 0.3, 0.4] : refMultipliers;
+
+                for (const priceElasticity of curveElasticities) {
+                  for (const refMult of curveRefMultipliers) {
+                    const magnitudeBase = pickMagnitudeBaseForTarget(demandBudgetUsd / endScale);
+                    const demandConfig: DemandPressureConfig = {
+                      ...baseDemand,
+                      preset: demandPreset,
+                      magnitudeBase,
+                      multiplier: demandBudgetUsd === 0 ? 0 : (demandBudgetUsd / endScale) / magnitudeBase,
+                      priceElasticity,
+                      priceElasticityDirection: "symmetric",
+                      priceElasticityReferenceMultiplier: refMult,
+                      priceElasticityExecutionModel: "backlog",
+                      priceElasticityBacklogMaxSpendMultiplier: 5,
+                    };
+
+                    const scenarioId = [
+                      "nerite",
+                      curve.id,
+                      `c${Math.round(usdcIn / 1000)}k`,
+                      `fee${swapFeePct}`,
+                      `d${Math.round(demandBudgetUsd / 1000)}k`,
+                      demandPreset,
+                      `el${priceElasticity}`,
+                      `ref${String(refMult).replace(".", "_")}`,
+                    ].join("_");
+
+                    const lbpConfig: LBPConfig = normalizeWeights({
+                      ...baseCfg,
+                      duration: durationHours,
+                      swapFee: swapFeePct,
+                      tknWeightIn: curve.start,
+                      usdcWeightIn: 100 - curve.start,
+                      tknWeightOut: curve.end,
+                      usdcWeightOut: 100 - curve.end,
+                      usdcBalanceIn: usdcIn,
+                    });
+
+                    const snapshots = runDeterministicSimulation(
+                      lbpConfig,
+                      demandConfig,
+                      BUY_ONLY_SELL_CONFIG,
+                      steps,
+                    );
+
+                    const summary = summarizeSnapshots(snapshots);
+                    const hoursToFair = hoursToPriceAtOrBelow(snapshots, fairPriceUsd);
+                    const pctBelow = pctStepsAtOrBelow(snapshots, fairPriceUsd);
+
+                    let buySteps = 0;
+                    let inBandSteps = 0;
+                    let maxFdvUsd = 0;
+                    const fdvBandLo = 200_000;
+                    const fdvBandHi = 500_000;
+                    for (const s of snapshots) {
+                      if ((s.buyVolumeUSDC ?? 0) > 0) buySteps++;
+                      const price = Number(s.price ?? 0);
+                      if (Number.isFinite(price) && price >= 0) {
+                        const fdv = price * totalSupply;
+                        maxFdvUsd = Math.max(maxFdvUsd, fdv);
+                        if (fdv >= fdvBandLo && fdv <= fdvBandHi) inBandSteps++;
+                      }
+                    }
+                    const pctStepsWithBuys = snapshots.length ? buySteps / snapshots.length : 0;
+                    const pctStepsInFdvBand200to500 = snapshots.length
+                      ? inBandSteps / snapshots.length
+                      : 0;
+                    const hoursInFdvBand200to500 = pctStepsInFdvBand200to500 * durationHours;
+
+                    const finalFdvUsd = Number(summary.finalPrice ?? 0) * totalSupply;
+                    const finalFdvErrorPct =
+                      targetFdvUsd > 0
+                        ? (Math.abs(finalFdvUsd - targetFdvUsd) / targetFdvUsd) * 100
+                        : 0;
+
+                    // Score: prioritize FDV accuracy, then hitting fair early and sustaining buys.
+                    let score = finalFdvErrorPct * 5 + hoursToFair * 2;
+                    if (!Number.isFinite(hoursToFair) || hoursToFair > 12) score += 500;
+                    if (finalFdvErrorPct > 15) score += 300;
+                    if (pctStepsWithBuys < 0.35 && demandBudgetUsd > 0) score += 25;
+                    if (Number(summary.minPrice ?? 0) < fairPriceUsd / 10) score += 25;
+
+                    rows.push({
+                      ScenarioId: scenarioId,
+                      Curve: `${curve.start}/${100 - curve.start} -> ${curve.end}/${100 - curve.end}`,
+                      NoTradeFairHour: noTradeFairHour,
+                      SwapFeePct: swapFeePct,
+                      DemandPreset: demandPreset,
+                      DemandBudgetUsd: demandBudgetUsd,
+                      PriceElasticity: priceElasticity,
+                      RefMult: refMult,
+                      InitialCollateralUsd: usdcIn,
+                      InitialPriceUsd: Number(summary.initialPrice ?? 0),
+                      HoursToFair: hoursToFair,
+                      PctStepsWithBuys: pctStepsWithBuys,
+                      PctStepsBelowFair: pctBelow,
+                      PctStepsInFdvBand200to500: pctStepsInFdvBand200to500,
+                      HoursInFdvBand200to500: hoursInFdvBand200to500,
+                      MinPriceUsd: Number(summary.minPrice ?? 0),
+                      MaxPriceUsd: Number(summary.maxPrice ?? 0),
+                      FinalPriceUsd: Number(summary.finalPrice ?? 0),
+                      MaxFdvUsd: maxFdvUsd,
+                      FinalFdvUsd: finalFdvUsd,
+                      FinalFdvErrorPct: finalFdvErrorPct,
+                      NetRaisedUsd: Number(summary.netRaised ?? 0),
+                      TotalBuysUsd: Number(summary.totalBuys ?? 0),
+                      Score: score,
+                    });
+                  }
+                }
+              }
+            }
+          }
+        }
+      }
+
+      const sorted = [...rows].sort((a, b) => a.Score - b.Score);
+      const top10FastFairPrimary = [...rows]
+        .filter(
+          (r) =>
+            r.DemandBudgetUsd > 0 &&
+            r.FinalFdvUsd >= 150_000 &&
+            r.FinalFdvUsd <= 500_000 &&
+            Number.isFinite(r.HoursToFair),
+        )
+        .sort((a, b) => a.HoursToFair - b.HoursToFair)
+        .slice(0, 10);
+      const top10FastFairFallback = [...rows]
+        .filter((r) => Number.isFinite(r.HoursToFair))
+        .sort((a, b) => a.HoursToFair - b.HoursToFair)
+        .slice(0, 10);
+      const top10FastFair = top10FastFairPrimary.length ? top10FastFairPrimary : top10FastFairFallback;
+
+      const top10MaxFdvPrimary = [...rows]
+        .filter((r) => r.DemandBudgetUsd > 0)
+        .sort((a, b) => b.MaxFdvUsd - a.MaxFdvUsd)
+        .slice(0, 10);
+      const top10MaxFdv = top10MaxFdvPrimary.length
+        ? top10MaxFdvPrimary
+        : [...rows].sort((a, b) => b.MaxFdvUsd - a.MaxFdvUsd).slice(0, 10);
+
+      const top10BandTimePrimary = [...rows]
+        .filter((r) => r.PctStepsInFdvBand200to500 > 0)
+        .sort((a, b) => b.HoursInFdvBand200to500 - a.HoursInFdvBand200to500)
+        .slice(0, 10);
+      const top10BandTime = top10BandTimePrimary.length
+        ? top10BandTimePrimary
+        : [...rows]
+            .sort((a, b) => b.HoursInFdvBand200to500 - a.HoursInFdvBand200to500)
+            .slice(0, 10);
+
+      const eligible = sorted.filter(
+        (r) => r.FinalFdvErrorPct <= 10 && Number.isFinite(r.HoursToFair) && r.HoursToFair <= 12,
+      );
+      const pool = eligible.length >= 3 ? eligible : sorted;
+      const top3: OptRow[] = [];
+      const seen = new Set<string>();
+      for (const r of pool) {
+        const key = [
+          r.Curve,
+          r.InitialCollateralUsd,
+          r.SwapFeePct,
+          r.DemandPreset,
+          r.DemandBudgetUsd,
+        ].join("|");
+        if (seen.has(key)) continue;
+        seen.add(key);
+        top3.push(r);
+        if (top3.length >= 3) break;
+      }
+
+      // eslint-disable-next-line no-console
+      console.log("[Nerite opt] Top 3 by score (FDV accuracy + early fair):");
+      // eslint-disable-next-line no-console
+      console.table(
+        top3.map((r) => ({
+          ScenarioId: r.ScenarioId,
+          Curve: r.Curve,
+          NoTradeFairHour: Number.isFinite(r.NoTradeFairHour)
+            ? Number(r.NoTradeFairHour.toFixed(2))
+            : Infinity,
+          SwapFeePct: r.SwapFeePct,
+          DemandPreset: r.DemandPreset,
+          DemandBudgetUsd: Math.round(r.DemandBudgetUsd),
+          Elasticity: r.PriceElasticity,
+          RefMult: r.RefMult,
+          InitialPriceUsd: r.InitialPriceUsd,
+          HoursToFair: r.HoursToFair,
+          PctStepsWithBuys: Number((r.PctStepsWithBuys * 100).toFixed(1)),
+          FinalFdvUsd: Math.round(r.FinalFdvUsd),
+          FinalFdvErrorPct: Number(r.FinalFdvErrorPct.toFixed(2)),
+          NetRaisedUsd: Math.round(r.NetRaisedUsd),
+          PctStepsBelowFair: Number((r.PctStepsBelowFair * 100).toFixed(1)),
+        })),
+      );
+
+      // eslint-disable-next-line no-console
+      console.log("[Nerite opt] Top 10 fastest time-to-fair ($0.002):");
+      // eslint-disable-next-line no-console
+      console.table(
+        top10FastFair.map((r) => ({
+          ScenarioId: r.ScenarioId,
+          Curve: r.Curve,
+          HoursToFair: Number(r.HoursToFair.toFixed(2)),
+          InitialPriceUsd: r.InitialPriceUsd,
+          FinalFdvUsd: Math.round(r.FinalFdvUsd),
+          FinalFdvErrorPct: Number(r.FinalFdvErrorPct.toFixed(2)),
+          NetRaisedUsd: Math.round(r.NetRaisedUsd),
+        })),
+      );
+
+      // eslint-disable-next-line no-console
+      console.log("[Nerite opt] Top 10 highest FDV (max over LBP):");
+      // eslint-disable-next-line no-console
+      console.table(
+        top10MaxFdv.map((r) => ({
+          ScenarioId: r.ScenarioId,
+          Curve: r.Curve,
+          MaxFdvUsd: Math.round(r.MaxFdvUsd),
+          MaxPriceUsd: r.MaxPriceUsd,
+          FinalFdvUsd: Math.round(r.FinalFdvUsd),
+          HoursToFair: Number.isFinite(r.HoursToFair) ? Number(r.HoursToFair.toFixed(2)) : Infinity,
+        })),
+      );
+
+      // eslint-disable-next-line no-console
+      console.log("[Nerite opt] Top 10 longest time in FDV band ($500k..$200k):");
+      // eslint-disable-next-line no-console
+      console.table(
+        top10BandTime.map((r) => ({
+          ScenarioId: r.ScenarioId,
+          Curve: r.Curve,
+          HoursInBand: Number(r.HoursInFdvBand200to500.toFixed(2)),
+          PctStepsInBand: Number((r.PctStepsInFdvBand200to500 * 100).toFixed(1)),
+          FinalFdvUsd: Math.round(r.FinalFdvUsd),
+          HoursToFair: Number.isFinite(r.HoursToFair) ? Number(r.HoursToFair.toFixed(2)) : Infinity,
+        })),
+      );
+
+      if (process.env.EXPORT_NERITE_OPT_XLSX === "1") {
+        const now = new Date();
+        const stamp = [
+          now.getFullYear(),
+          String(now.getMonth() + 1).padStart(2, "0"),
+          String(now.getDate()).padStart(2, "0"),
+          String(now.getHours()).padStart(2, "0"),
+          String(now.getMinutes()).padStart(2, "0"),
+          String(now.getSeconds()).padStart(2, "0"),
+        ].join("");
+        const outPath = path.resolve(process.cwd(), `out/nerite-opt-${stamp}.xlsx`);
+        const sheets = [
+          { name: "All Runs", rows: sorted },
+          { name: "Top 3", rows: top3 },
+          { name: "Top 10 - TimeToFair", rows: top10FastFair },
+          { name: "Top 10 - MaxFDV", rows: top10MaxFdv },
+          { name: "Top 10 - Band200-500", rows: top10BandTime },
+        ];
+        writeXlsxWorkbook(outPath, sheets);
+        const latestPath = path.resolve(process.cwd(), "out/nerite-opt-latest.xlsx");
+        writeXlsxWorkbook(latestPath, sheets);
+        // eslint-disable-next-line no-console
+        console.log(`[Nerite opt] XLSX exported: ${outPath}`);
+        // eslint-disable-next-line no-console
+        console.log(`[Nerite opt] XLSX exported (latest): ${latestPath}`);
+      }
+    },
+  );
+});
diff --git a/test/simulation.integration.test.ts b/test/simulation.integration.test.ts
index 16e4a49..b33872c 100644
--- a/test/simulation.integration.test.ts
+++ b/test/simulation.integration.test.ts
@@ -5,7 +5,10 @@ import type {
   SellPressureConfig,
 } from "../lib/lbp-math";
 import type { SimulationStateSnapshot } from "../lib/simulation-core";
-import { runDeterministicSimulation } from "../public/workers/simulation-runner.js";
+import {
+  runDeterministicSimulation,
+  calculatePotentialPricePaths,
+} from "../public/workers/simulation-runner.js";
 
 /**
  * Integration tests for the complete simulation (run in-process; no Worker).
@@ -219,6 +222,76 @@ describe("LBP Simulation Integration", () => {
   });
 
   describe("Scenario Testing", () => {
+    it("potential low path: no buys from pause point (factor=0)", async () => {
+      const config = createBaseConfig();
+      const demandConfig: DemandPressureConfig = {
+        preset: "bullish",
+        magnitudeBase: 100000,
+        multiplier: 1,
+      };
+      const sellConfig: SellPressureConfig = {
+        preset: "loyal",
+        loyalSoldPct: 0,
+        loyalConcentrationPct: 60,
+        greedySpreadPct: 2,
+        greedySellPct: 0,
+      };
+
+      const steps = 100;
+      const paths = calculatePotentialPricePaths(
+        config,
+        demandConfig,
+        sellConfig,
+        steps,
+        [0],
+        0,
+        null,
+      );
+      expect(paths.length).toBe(1);
+      expect(paths[0].length).toBe(steps + 1);
+
+      const noBuyDemand: DemandPressureConfig = {
+        ...demandConfig,
+        multiplier: 0,
+      };
+      const snapshots = await runSimulation(config, noBuyDemand, sellConfig, steps);
+      expect(snapshots.length).toBe(steps + 1);
+
+      for (let i = 0; i <= steps; i++) {
+        expect(Math.abs(paths[0][i] - snapshots[i].price)).toBeLessThan(1e-9);
+      }
+    });
+
+    it("buy-only (sell pressure disabled): total raised equals executed demand", async () => {
+      const config = createBaseConfig();
+      const demandConfig: DemandPressureConfig = {
+        preset: "bullish",
+        magnitudeBase: 100000,
+        multiplier: 1,
+      };
+      const sellConfig: SellPressureConfig = {
+        preset: "loyal",
+        loyalSoldPct: 0,
+        loyalConcentrationPct: 60,
+        greedySpreadPct: 2,
+        greedySellPct: 0,
+      };
+
+      const snapshots = await runSimulation(
+        config,
+        demandConfig,
+        sellConfig,
+        100,
+      );
+
+      const totalBuy = snapshots.reduce((acc, s) => acc + s.buyVolumeUSDC, 0);
+      const totalSell = snapshots.reduce((acc, s) => acc + s.sellVolumeUSDC, 0);
+      const netRaised = snapshots[snapshots.length - 1].usdcBalance - config.usdcBalanceIn;
+
+      expect(totalSell).toBeLessThan(1e-9);
+      expect(Math.abs(netRaised - totalBuy)).toBeLessThan(0.01);
+    });
+
     it("no demand scenario: price should only decrease from weight changes", async () => {
       const config = createBaseConfig();
       const demandConfig: DemandPressureConfig = {