preview_unclosed_15m 模式用未收盘 15m K 线价格估算小时级 EMA,等效提前约 45 分钟预知未来;(2) 回测脚本 warmup 窗口膨胀,导致长期回测结果被撤回作废(见 INVALIDATED_BY_WARMUP_AUDIT_2026-04-07.md);(3) 实盘 vs 模拟 close match rate 仅 11.8%,去除 preview 后所有时间窗口 live-like 回测均为负收益。Generated: 2026-04-30 06:45 UTC
这页负责汇报 narrow-paper / archived lanes 的运行状态。当前仍属 P3 / narrow paper pilot 的只有 Rank 2、Rank 17、Rank 32b;Rank 29 baseline 与 Rank 29 gate shadow 已因 strict-causal 复盘确认存在未来函数污染,正式降为 P0 archived,仅保留作历史审计材料。
Binance spot 15m klines这张页面保留 baseline 与 regime gate shadow 两条历史 paper 线,但它们现在都属于 P0 archived。你只能把这里当成“当年我们如何被未来函数误导、后来又如何拆解问题”的审计材料,不能再把这些曲线当作可继续推进的 pilot 证据。订单簿执行问题仍在 orderbook shadow execution 页面,但也只作研究辅助。
low_trend_high_noise,则该笔按 25% 曝险记账(同样已归档,只保留审计价值)。这张表回答的不是“paper 有没有 open 头寸”,而是“这些 open / P3 lane 现在是否默认还需要 bot3 继续补 append/review”。当前答案统一按 no_default 处理:专属 narrow-paper refresh 链负责 continuity,bot3 只在真的出现新的 closed-trade append 或 weekly-review row 时才回补。
| candidate_rank | candidate_id | scope_tag | tracked_assets | open_positions | latest_sample_end_utc | bot3_append_review_need | default_owner | desk_read | next_operator_action |
|---|---|---|---|---|---|---|---|---|---|
| 2 | rank2_combo_all | narrow_paper_pilot_approved | BTC-USD/ETH-USD/SOL-USD | 0 | 2026-04-30T06:15:00Z | no_default | manual_narrow_paper_runner | Rank 2 仍属 P3 narrow paper;当前没有 append-ready refresh/review row。 | 继续由 manual narrow-paper cron / 人工 refresh 续写;仅当出现新的 closed trade append 或 review row 时再回到 bot3 默认主资源。 |
| 17 | rank17_pullback_ethsol_narrow_pilot | narrow_paper_pilot_eth_sol_only | ETH-USD/SOL-USD | 2 | 2026-04-30T06:15:00Z | no_default | manual_narrow_paper_runner | Rank 17 仍属 P3 narrow paper;当前 open 头寸只是 paper continuity,不自动构成 bot3 append/review need。 | 继续由 manual narrow-paper cron / 人工 refresh 续写;仅当出现新的 closed trade append 或 review row 时再回到 bot3 默认主资源。 |
| 29 | rank29_trendline_breakout_gate_shadow | narrow_paper_pilot_rank29_low_trend_high_noise_w25_shadow | BTC-USD/ETH-USD/SOL-USD | 0 | 2026-04-30T06:15:00Z | no_default | manual_narrow_paper_runner | Rank 29 gate shadow 同步降为 P0 archived:仅保留作历史审计材料,不再视为有效 pilot 或 baseline 辅助线。 | 维持 archived / no-reentry:不再追加 P3 refresh,不再回到 bot3 主资源;仅在重写信号定义后另立新候选。 |
| 29 | rank29_trendline_breakout_navigator | narrow_paper_pilot_rank29_breakout_align_ge2_no_overlap | BTC-USD/ETH-USD/SOL-USD | 0 | 2026-04-30T06:15:00Z | no_default | manual_narrow_paper_runner | Rank 29 已降为 P0 archived:strict-causal 复盘确认主样本存在未来函数污染,旧 P3 narrow paper 结论全部撤销。 | 维持 archived / no-reentry:不再追加 P3 refresh,不再回到 bot3 主资源;仅在重写信号定义后另立新候选。 |
| 32 | rank32b_slope_floor_continuation | narrow_paper_pilot_rank32b_full_scope | BTC-USD/ETH-USD/SOL-USD | 0 | 2026-04-30T06:15:00Z | no_default | manual_narrow_paper_runner | Rank 32b 现属 P3 narrow paper;日常 continuity 已并入专属 narrow-paper refresh 链,不再默认占用 bot3 主资源。 | 继续由 manual narrow-paper cron / 人工 refresh 续写;仅当出现新的 closed trade append 或 review row 时再回到 bot3 默认主资源。 |
这张表把“什么时候才值得让 bot3 重新接管 P3 lane”写成显式触发器,而不是继续把 open position 本身误读成默认动作。当前这些 lane 默认都是 bot3_reentry_now = no;只有 manual narrow-paper refresh 真正追加 closed trade 或新的 weekly-review row 时,才重新回到 bot3 默认排班。
| candidate_rank | candidate_id | current_owner | bot3_reentry_now | trigger_type | trigger_condition | current_state | latest_sample_end_utc | evidence_note |
|---|---|---|---|---|---|---|---|---|
| 2 | rank2_combo_all | manual_narrow_paper_runner | yes | new_closed_trade_append_or_new_review_row | manual narrow-paper refresh 新增 closed trade append 或 weekly-review row | narrow_paper_seeded_waiting_real_append | 2026-04-30T06:15:00Z | ledger / refresh / review seed 已具备;当前没有新的 append-ready 行。 |
| 17 | rank17_pullback_ethsol_narrow_pilot | manual_narrow_paper_runner | yes | closed_trade_append_or_weekly_review_row | manual narrow-paper refresh 新增 closed trade append 或 weekly-review row | open_positions_waiting_manual_refresh | 2026-04-30T06:15:00Z | 当前仍有 2 个 open paper positions,但它们只属于 continuity;只有后续 refresh 真正追加 closed trade 或 weekly-review row 才需要 bot3 回补。 |
| 29 | rank29_trendline_breakout_gate_shadow | manual_narrow_paper_runner | yes | no_reentry_archived | manual narrow-paper refresh 新增 closed trade append 或 weekly-review row | p0_archived_due_future_leak | 2026-04-30T06:15:00Z | gate shadow 仅保留作历史审计对照;Rank 29 全线不再进入 bot3 回补队列。 |
| 29 | rank29_trendline_breakout_navigator | manual_narrow_paper_runner | yes | no_reentry_archived | manual narrow-paper refresh 新增 closed trade append 或 weekly-review row | p0_archived_due_future_leak | 2026-04-30T06:15:00Z | strict-causal 复盘后确认旧口径受未来函数污染;Rank 29 baseline 已撤销,不再等待 append/review。 |
| 32 | rank32b_slope_floor_continuation | manual_narrow_paper_runner | yes | new_closed_trade_append_or_new_review_row | manual narrow-paper refresh 新增 closed trade append 或 weekly-review row | full_scope_p3_under_dedicated_refresh | 2026-04-30T06:15:00Z | full-scope P3 已接入专属 narrow-paper refresh 链;只有后续 refresh 真正追加 closed trade 或 review row 时才需要 bot3 回补。 |
这张表只回答一个运维问题:专属 narrow-paper 托管链现在是不是还在真实续写、状态页是不是跟得上、以及当前有没有因为 freshness 异常而需要 bot3 介入。只要 cron / artifacts / page 都在可接受窗口内,就应继续把它们视作 cron-managed continuity,而不是重新拉回 bot3 主资源。
| subject | observed_at_utc | last_update_utc | expected_max_age_min | observed_age_min | current_state | hard_verdict | why_it_matters | next_action | evidence_note |
|---|---|---|---|---|---|---|---|---|---|
| manual runner last summary | 2026-04-30T06:45:22Z | 2026-04-30T06:45:21Z | 25 | 0.0 | fresh_within_window | keep cron-managed continuity | refresh runner summary 若明显落后,就说明 narrow-paper 续跑已经停住。 | 查看 reports/artifacts/manual_narrow_paper_lanes/manual_narrow_paper_last_run_summary.json | path=reports/artifacts/manual_narrow_paper_lanes/manual_narrow_paper_last_run_summary.json |
| manual narrow-paper status csv | 2026-04-30T06:45:22Z | 2026-04-30T06:45:21Z | 25 | 0.0 | fresh_within_window | keep cron-managed continuity | status csv 若不更新,页面看到的 sample_end / watermark / open_position 都会一起陈旧。 | 查看 status csv 是否随 refresh 同步更新 | path=reports/artifacts/manual_narrow_paper_lanes/manual_narrow_paper_status.csv |
| bot3 re-entry queue csv | 2026-04-30T06:45:22Z | 2026-04-30T06:45:22Z | 25 | 0.0 | fresh_within_window | keep cron-managed continuity | re-entry queue 若不更新,会误导 desk 对 bot3 是否该回补的判断。 | 查看 bot3 queue 是否随 refresh 同步更新 | path=reports/artifacts/manual_narrow_paper_lanes/manual_narrow_paper_bot3_reentry_queue.csv |
| manual narrow-paper report html | 2026-04-30T06:45:22Z | 2026-04-26T01:39:54Z | 25 | 6065.5 | stale_beyond_window | investigate refresh chain | report html 若落后于 artifacts,说明 build/publish 链没有跟上 refresh。 | 查看 build/publish 链是否断在 report 阶段 | path=reports/site/factors/manual_narrow_paper_lanes/report.html |
| narrow-paper refresh cadence (inferred) | 2026-04-30T06:45:22Z | 2026-04-30T06:45:21Z | 25 | 0.0 | fresh_within_window | keep cron-managed continuity | 这里只根据 artifact 时间反推 refresh cadence;若超过 20~25m 仍没动,优先怀疑 scheduler / runner / publish 链断了。 | 若持续超窗,检查 scheduler / runner / publish 链 | source=inferred_from_artifacts |
这里的 shadow 版本使用 low_trend_high_noise_w25 的因果 paper 口径:每笔交易只看入场前最近一个已完成 UTC 日的 month-to-date regime 读数;若命中坏环境,则该笔按 25% 曝险记账。注意:这张表不是 orderbook shadow,不包含 L2 深度、spread/impact 或拒单信息。
| candidate_id | asset | stage | lifetime_total_return_6bps | new_trades_appended | open_position | watermark_exit_ts_utc | gate_hit_trades | mean_exposure_weight | shadow_bad_regime_weight |
|---|---|---|---|---|---|---|---|---|---|
| rank29_trendline_breakout_gate_shadow | BTC-USD | P3_narrow_paper_shadow | 0.00% | 0 | none | 2026-04-02T05:30:00Z | 0 | 100.00% | 25.00% |
| rank29_trendline_breakout_gate_shadow | ETH-USD | P3_narrow_paper_shadow | 0.00% | 0 | none | 2026-04-02T05:30:00Z | 0 | 100.00% | 25.00% |
| rank29_trendline_breakout_gate_shadow | SOL-USD | P3_narrow_paper_shadow | 0.00% | 0 | none | 2026-04-02T21:45:00Z | 0 | 100.00% | 25.00% |
| rank29_trendline_breakout_navigator | BTC-USD | P3_narrow_paper_pilot | 0.00% | 0 | none | 2026-04-02T05:30:00Z | - | - | - |
| rank29_trendline_breakout_navigator | ETH-USD | P3_narrow_paper_pilot | 0.00% | 0 | none | 2026-04-02T05:30:00Z | - | - | - |
| rank29_trendline_breakout_navigator | SOL-USD | P3_narrow_paper_pilot | 0.00% | 0 | none | 2026-04-02T21:45:00Z | - | - | - |
| candidate_rank | candidate_id | asset | stage | scope_tag | sample_end_utc | latest_closed_exit_ts_utc | lifetime_total_return_6bps | new_trades_appended | open_position | open_entry_ts_utc | open_side | watermark_exit_ts_utc |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2 | rank2_combo_all | BTC-USD | P3_narrow_paper_pilot | narrow_paper_pilot_approved | 2026-04-30T06:15:00Z | 2026-04-11T20:30:00Z | -0.94% | 0 | none | - | - | 2026-04-11T20:30:00Z |
| 2 | rank2_combo_all | ETH-USD | P3_narrow_paper_pilot | narrow_paper_pilot_approved | 2026-04-30T06:15:00Z | 2026-04-22T05:45:00Z | 5.66% | 0 | none | - | - | 2026-04-22T05:45:00Z |
| 2 | rank2_combo_all | SOL-USD | P3_narrow_paper_pilot | narrow_paper_pilot_approved | 2026-04-30T06:15:00Z | 2026-04-07T22:30:00Z | 6.59% | 0 | none | - | - | 2026-04-07T22:30:00Z |
| 17 | rank17_pullback_ethsol_narrow_pilot | ETH-USD | P3_narrow_paper_pilot | narrow_paper_pilot_eth_sol_only | 2026-04-30T06:15:00Z | 2026-04-29T12:30:00Z | -5.79% | 4 | open | 2026-04-29T12:30:00Z | short | 2026-04-29T12:30:00Z |
| 17 | rank17_pullback_ethsol_narrow_pilot | SOL-USD | P3_narrow_paper_pilot | narrow_paper_pilot_eth_sol_only | 2026-04-30T06:15:00Z | 2026-04-28T10:00:00Z | 11.39% | 1 | open | 2026-04-28T10:00:00Z | short | 2026-04-28T10:00:00Z |
| 29 | rank29_trendline_breakout_gate_shadow | BTC-USD | P3_narrow_paper_shadow | narrow_paper_pilot_rank29_low_trend_high_noise_w25_shadow | 2026-04-30T06:15:00Z | - | 0.00% | 0 | none | - | - | 2026-04-02T05:30:00Z |
| 29 | rank29_trendline_breakout_gate_shadow | ETH-USD | P3_narrow_paper_shadow | narrow_paper_pilot_rank29_low_trend_high_noise_w25_shadow | 2026-04-30T06:15:00Z | - | 0.00% | 0 | none | - | - | 2026-04-02T05:30:00Z |
| 29 | rank29_trendline_breakout_gate_shadow | SOL-USD | P3_narrow_paper_shadow | narrow_paper_pilot_rank29_low_trend_high_noise_w25_shadow | 2026-04-30T06:15:00Z | - | 0.00% | 0 | none | - | - | 2026-04-02T21:45:00Z |
| 29 | rank29_trendline_breakout_navigator | BTC-USD | P3_narrow_paper_pilot | narrow_paper_pilot_rank29_breakout_align_ge2_no_overlap | 2026-04-30T06:15:00Z | - | 0.00% | 0 | none | - | - | 2026-04-02T05:30:00Z |
| 29 | rank29_trendline_breakout_navigator | ETH-USD | P3_narrow_paper_pilot | narrow_paper_pilot_rank29_breakout_align_ge2_no_overlap | 2026-04-30T06:15:00Z | - | 0.00% | 0 | none | - | - | 2026-04-02T05:30:00Z |
| 29 | rank29_trendline_breakout_navigator | SOL-USD | P3_narrow_paper_pilot | narrow_paper_pilot_rank29_breakout_align_ge2_no_overlap | 2026-04-30T06:15:00Z | - | 0.00% | 0 | none | - | - | 2026-04-02T21:45:00Z |
| 32 | rank32b_slope_floor_continuation | BTC-USD | P3_narrow_paper_pilot | narrow_paper_pilot_rank32b_full_scope | 2026-04-30T06:15:00Z | 2026-04-30T04:15:00Z | 14.00% | 2 | none | - | - | 2026-04-30T04:15:00Z |
| 32 | rank32b_slope_floor_continuation | ETH-USD | P3_narrow_paper_pilot | narrow_paper_pilot_rank32b_full_scope | 2026-04-30T06:15:00Z | 2026-04-24T04:00:00Z | 23.68% | 0 | none | - | - | 2026-04-24T04:00:00Z |
| 32 | rank32b_slope_floor_continuation | SOL-USD | P3_narrow_paper_pilot | narrow_paper_pilot_rank32b_full_scope | 2026-04-30T06:15:00Z | 2026-04-30T04:30:00Z | 77.36% | 1 | none | - | - | 2026-04-30T04:30:00Z |
| candidate_id | candidate_rank | asset | entry_ts_utc | exit_ts_marked_utc | side | signal_family | note |
|---|---|---|---|---|---|---|---|
| rank17_pullback_ethsol_narrow_pilot | 17.00 | ETH-USD | 2026-04-29T12:30:00Z | 2026-04-30T06:15:00Z | short | pullback_recovery_confirmation | open paper position inferred from incomplete final sample; wait for next manual refresh to confirm close |
| rank17_pullback_ethsol_narrow_pilot | 17.00 | SOL-USD | 2026-04-28T10:00:00Z | 2026-04-30T06:15:00Z | short | pullback_recovery_confirmation | open paper position inferred from incomplete final sample; wait for next manual refresh to confirm close |
| candidate_rank | candidate_id | asset | entry_ts | exit_ts | direction | side | net_ret | hold_bars | exit_reason |
|---|---|---|---|---|---|---|---|---|---|
| 32 | rank32b_slope_floor_continuation | SOL-USD | 2026-04-30T02:45:00Z | 2026-04-30T04:30:00Z | short | - | 0.48% | 8 | - |
| 32 | rank32b_slope_floor_continuation | BTC-USD | 2026-04-30T02:30:00Z | 2026-04-30T04:15:00Z | short | - | 0.46% | 8 | - |
| 17 | rank17_pullback_ethsol_narrow_pilot | ETH-USD | 2026-04-29T04:45:00Z | 2026-04-29T12:30:00Z | - | long | -0.97% | 31 | reverse_to_short |
| 17 | rank17_pullback_ethsol_narrow_pilot | ETH-USD | 2026-04-28T02:45:00Z | 2026-04-29T04:45:00Z | - | short | -2.37% | 104 | reverse_to_long |
| 17 | rank17_pullback_ethsol_narrow_pilot | SOL-USD | 2026-04-24T12:15:00Z | 2026-04-28T10:00:00Z | - | long | -3.67% | 375 | reverse_to_short |
| 17 | rank17_pullback_ethsol_narrow_pilot | ETH-USD | 2026-04-27T01:00:00Z | 2026-04-28T02:45:00Z | - | long | -4.66% | 103 | reverse_to_short |
| 17 | rank17_pullback_ethsol_narrow_pilot | ETH-USD | 2026-04-22T23:30:00Z | 2026-04-27T01:00:00Z | - | short | -0.30% | 390 | reverse_to_long |
| 32 | rank32b_slope_floor_continuation | BTC-USD | 2026-04-26T22:00:00Z | 2026-04-26T23:45:00Z | long | - | 0.19% | 8 | - |
| 32 | rank32b_slope_floor_continuation | BTC-USD | 2026-04-24T11:15:00Z | 2026-04-24T13:00:00Z | long | - | 0.06% | 8 | - |
| 17 | rank17_pullback_ethsol_narrow_pilot | SOL-USD | 2026-04-22T23:30:00Z | 2026-04-24T12:15:00Z | - | short | 0.23% | 147 | reverse_to_long |
| 32 | rank32b_slope_floor_continuation | ETH-USD | 2026-04-24T02:15:00Z | 2026-04-24T04:00:00Z | short | - | 0.73% | 8 | - |
| 32 | rank32b_slope_floor_continuation | BTC-USD | 2026-04-24T02:00:00Z | 2026-04-24T03:45:00Z | long | - | -1.00% | 8 | - |
| 32 | rank32b_slope_floor_continuation | SOL-USD | 2026-04-23T16:15:00Z | 2026-04-23T18:00:00Z | short | - | 0.78% | 8 | - |
| 17 | rank17_pullback_ethsol_narrow_pilot | SOL-USD | 2026-04-22T01:00:00Z | 2026-04-22T23:30:00Z | - | long | 0.49% | 90 | reverse_to_short |
| 17 | rank17_pullback_ethsol_narrow_pilot | ETH-USD | 2026-04-22T05:30:00Z | 2026-04-22T23:30:00Z | - | long | -0.18% | 72 | reverse_to_short |
| 2 | rank2_combo_all | ETH-USD | 2026-04-22T05:30:00Z | 2026-04-22T05:45:00Z | - | long | 0.92% | 2 | atr_target |
| 17 | rank17_pullback_ethsol_narrow_pilot | ETH-USD | 2026-04-21T03:15:00Z | 2026-04-22T05:30:00Z | - | short | -3.63% | 105 | reverse_to_long |
| 32 | rank32b_slope_floor_continuation | BTC-USD | 2026-04-21T23:45:00Z | 2026-04-22T01:30:00Z | long | - | 0.10% | 8 | - |
| 17 | rank17_pullback_ethsol_narrow_pilot | SOL-USD | 2026-04-19T22:15:00Z | 2026-04-22T01:00:00Z | - | short | -2.95% | 203 | reverse_to_long |
| 32 | rank32b_slope_floor_continuation | SOL-USD | 2026-04-21T19:45:00Z | 2026-04-21T21:30:00Z | short | - | -0.93% | 8 | - |
| 32 | rank32b_slope_floor_continuation | ETH-USD | 2026-04-21T19:45:00Z | 2026-04-21T21:30:00Z | short | - | -1.03% | 8 | - |
| 32 | rank32b_slope_floor_continuation | ETH-USD | 2026-04-21T15:00:00Z | 2026-04-21T16:45:00Z | short | - | -0.47% | 8 | - |
| 17 | rank17_pullback_ethsol_narrow_pilot | ETH-USD | 2026-04-20T18:15:00Z | 2026-04-21T03:15:00Z | - | long | -1.30% | 36 | reverse_to_short |
| 2 | rank2_combo_all | ETH-USD | 2026-04-20T21:15:00Z | 2026-04-20T23:00:00Z | - | long | -0.58% | 8 | atr_stop |
| 17 | rank17_pullback_ethsol_narrow_pilot | ETH-USD | 2026-04-19T22:15:00Z | 2026-04-20T18:15:00Z | - | short | -3.16% | 80 | reverse_to_long |
| 32 | rank32b_slope_floor_continuation | ETH-USD | 2026-04-20T14:15:00Z | 2026-04-20T16:00:00Z | short | - | -0.47% | 8 | - |
| 17 | rank17_pullback_ethsol_narrow_pilot | ETH-USD | 2026-04-16T19:00:00Z | 2026-04-19T22:15:00Z | - | long | -3.65% | 301 | reverse_to_short |
| 17 | rank17_pullback_ethsol_narrow_pilot | SOL-USD | 2026-04-19T13:15:00Z | 2026-04-19T22:15:00Z | - | long | -2.67% | 36 | reverse_to_short |
| 17 | rank17_pullback_ethsol_narrow_pilot | SOL-USD | 2026-04-18T11:15:00Z | 2026-04-19T13:15:00Z | - | short | 0.35% | 104 | reverse_to_long |
| 17 | rank17_pullback_ethsol_narrow_pilot | SOL-USD | 2026-04-17T13:00:00Z | 2026-04-18T11:15:00Z | - | long | -2.64% | 89 | reverse_to_short |