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Penny Jumper (Baseline) (Lech Mazur baseline strategy)

Lech Mazur Benchmarks

Penny Jumper is a non-LLM algorithmic baseline in Lech Mazur’s BAZAAR double-auction benchmark. The official repository describes it as an aggressive strategy that quotes one tick inside the current best bid or ask to remain the most competitive order, and published game logs identify it as `penny_jumper` with `is_llm:false`.

Benchmark scores