MCTS planner with dynamic book:
Episode 3: slippage=1.125 bps (first aggressive fills)
Episode 20: slippage=0.177 bps (84% reduction)
Episode 30: slippage=0.008 bps (99% reduction!)
The planner learns to:
1. Place passive orders at better offsets
2. Wait for book to move before crossing
3. Use urgency-driven maker/taker decision
4. Reduce slippage through queue position optimization
PnL stays positive throughout (+1687 to +5048 bps).
Fill value improving from -0.319 to -0.000 (less negative = better).