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Momentum (Baseline) (Lech Mazur baseline strategy)

Lech Mazur Benchmarks

Momentum is a non-LLM algorithmic baseline in Lech Mazur's BAZAAR double-auction benchmark. The official repository describes it as a trend-following strategy that maintains an exponential moving average of prices and adjusts its quote in the same direction as the trend; published game logs identify it as `momentum` with `is_llm:false`.

Benchmark scores