Community built. Not an official Standard Reserve site. All redacted parameters below are assumptions, not protocol values.
CENTRAL BANK BOT

Policy simulator.

An interactive model of the mechanism described in the whitepaper. The structure is theirs; the numbers mostly are not, because the whitepaper redacts them until launch. Sliders marked ASSUMPTION are our placeholders for redacted values, set them however you like. Everything marked CONFIRMED is published.

See the methodology for sources. When the team publishes real parameters, the assumptions get replaced.

Simulation 01

Net flow, the policy rate, and issuance.

Pick a capital-flow scenario over 60 epochs. The policy signal reads the trailing two completed epochs signal(n) = F(n-1) + F(n-2) CONFIRMED. The multiplier staircases between 0.2x and 1.25x, cuts larger than raises CONFIRMED; step sizes are ASSUMPTION.

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Final regime
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Final policy rate
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Cumulative issuance
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Of the 900M budget

Note how cuts arrive immediately when flow turns, while the climb back is slow. That asymmetry is the protocol's entire personality.

Simulation 02

The resolution fee: pricing the bank run.

With W tokens withdrawn system-wide over the trailing 7 days and D still held, pressure is P = W / (D + W) and the fee is a quadratic curve from floor to ceiling CONFIRMED. Floor, ceiling and saturation are ASSUMPTION. Half of every fee is burned, half is paid to the bankers who stayed CONFIRMED.

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Fee at your scenario
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Burned (per 100K withdrawn)
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Paid to stayers (per 100K)

Your rate locks the moment you commit, and withdrawals are never paused. The exit door is always open; it just gets expensive when crowded.

Simulation 03

Buyback capacity.

In contraction, the vault buys and burns on hourly ticks: spend = min(0.10 x vault, 0.002 x pool reserves) CONFIRMED. Set the balances; we run the 24 ticks.

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Max buyback today
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Of pool depth
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Rolls forward to tomorrow

The vault can never sell, and everything bought is burned. Unspent balance rolls forward.

Simulation 04

Expansion Licence price decay.

Daily falling-price Dutch auction: opens at 2x yesterday's close and decays exponentially to the floor over 24 hours CONFIRMED P(t) = P0 x (floor/P0)^(t/24h). The floor value is ASSUMPTION ("about two days of one branch's yield").

All licence payments are 100% burned. Expansion is cheapest during contractions, when nobody wants it. That is the trap and the opportunity, depending on your read.

Community built. No affiliation with The Standard Reserve. Not financial advice. The model simplifies (no intra-epoch dynamics, no price impact); it exists to make the whitepaper's shape legible, not to predict returns. Corrections: @stonksdev.

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