⚠ 策略已永久停用 (2026-05-04)
Rank32B / Rank32B Canary / Rank32B Global Live 已永久关闭,不再产生交易信号。
停用原因:(1) 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。
本页仅作历史存档参考,不构成任何交易依据。

Generated: 2026-04-30 06:45 UTC

Rank 2 / 17 / 29 / 32b Narrow Paper Lanes

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 2Rank 17Rank 32bRank 29 baselineRank 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。

Tracked lanes
14
Rank 2 / 17 / 32b active;Rank 29 baseline+shadow 已归档为 P0
Open positions
2
最新样本尾部仍未正式闭合
New closed trades
8
最近一次 refresh 新增
Last run
2026-04-30T06:45:21Z
初始化于 2026-03-17T12:15:32Z

Rank29 这页现在怎么读

这张页面保留 baselineregime 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。

Desk reconciliation / operator reading

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_rankcandidate_idscope_tagtracked_assetsopen_positionslatest_sample_end_utcbot3_append_review_needdefault_ownerdesk_readnext_operator_action
2rank2_combo_allnarrow_paper_pilot_approvedBTC-USD/ETH-USD/SOL-USD02026-04-30T06:15:00Zno_defaultmanual_narrow_paper_runnerRank 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。
17rank17_pullback_ethsol_narrow_pilotnarrow_paper_pilot_eth_sol_onlyETH-USD/SOL-USD22026-04-30T06:15:00Zno_defaultmanual_narrow_paper_runnerRank 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。
29rank29_trendline_breakout_gate_shadownarrow_paper_pilot_rank29_low_trend_high_noise_w25_shadowBTC-USD/ETH-USD/SOL-USD02026-04-30T06:15:00Zno_defaultmanual_narrow_paper_runnerRank 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。
29rank29_trendline_breakout_navigatornarrow_paper_pilot_rank29_breakout_align_ge2_no_overlapBTC-USD/ETH-USD/SOL-USD02026-04-30T06:15:00Zno_defaultmanual_narrow_paper_runnerRank 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。
32rank32b_slope_floor_continuationnarrow_paper_pilot_rank32b_full_scopeBTC-USD/ETH-USD/SOL-USD02026-04-30T06:15:00Zno_defaultmanual_narrow_paper_runnerRank 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。

Bot3 re-entry trigger queue

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_rankcandidate_idcurrent_ownerbot3_reentry_nowtrigger_typetrigger_conditioncurrent_statelatest_sample_end_utcevidence_note
2rank2_combo_allmanual_narrow_paper_runneryesnew_closed_trade_append_or_new_review_rowmanual narrow-paper refresh 新增 closed trade append 或 weekly-review rownarrow_paper_seeded_waiting_real_append2026-04-30T06:15:00Zledger / refresh / review seed 已具备;当前没有新的 append-ready 行。
17rank17_pullback_ethsol_narrow_pilotmanual_narrow_paper_runneryesclosed_trade_append_or_weekly_review_rowmanual narrow-paper refresh 新增 closed trade append 或 weekly-review rowopen_positions_waiting_manual_refresh2026-04-30T06:15:00Z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。
29rank29_trendline_breakout_gate_shadowmanual_narrow_paper_runneryesno_reentry_archivedmanual narrow-paper refresh 新增 closed trade append 或 weekly-review rowp0_archived_due_future_leak2026-04-30T06:15:00Zgate shadow 仅保留作历史审计对照;Rank 29 全线不再进入 bot3 回补队列。
29rank29_trendline_breakout_navigatormanual_narrow_paper_runneryesno_reentry_archivedmanual narrow-paper refresh 新增 closed trade append 或 weekly-review rowp0_archived_due_future_leak2026-04-30T06:15:00Zstrict-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。
32rank32b_slope_floor_continuationmanual_narrow_paper_runneryesnew_closed_trade_append_or_new_review_rowmanual narrow-paper refresh 新增 closed trade append 或 weekly-review rowfull_scope_p3_under_dedicated_refresh2026-04-30T06:15:00Zfull-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。

Cron / report freshness audit

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。

subjectobserved_at_utclast_update_utcexpected_max_age_minobserved_age_mincurrent_statehard_verdictwhy_it_mattersnext_actionevidence_note
manual runner last summary2026-04-30T06:45:22Z2026-04-30T06:45:21Z250.0fresh_within_windowkeep cron-managed continuityrefresh 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.jsonpath=reports/artifacts/manual_narrow_paper_lanes/manual_narrow_paper_last_run_summary.json
manual narrow-paper status csv2026-04-30T06:45:22Z2026-04-30T06:45:21Z250.0fresh_within_windowkeep cron-managed continuitystatus 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 csv2026-04-30T06:45:22Z2026-04-30T06:45:22Z250.0fresh_within_windowkeep cron-managed continuityre-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 html2026-04-30T06:45:22Z2026-04-26T01:39:54Z256065.5stale_beyond_windowinvestigate refresh chainreport 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)2026-04-30T06:45:22Z2026-04-30T06:45:21Z250.0fresh_within_windowkeep 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

Rank 29 baseline vs gate shadow

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_idassetstagelifetime_total_return_6bpsnew_trades_appendedopen_positionwatermark_exit_ts_utcgate_hit_tradesmean_exposure_weightshadow_bad_regime_weight
rank29_trendline_breakout_gate_shadowBTC-USDP3_narrow_paper_shadow0.00%0none2026-04-02T05:30:00Z0100.00%25.00%
rank29_trendline_breakout_gate_shadowETH-USDP3_narrow_paper_shadow0.00%0none2026-04-02T05:30:00Z0100.00%25.00%
rank29_trendline_breakout_gate_shadowSOL-USDP3_narrow_paper_shadow0.00%0none2026-04-02T21:45:00Z0100.00%25.00%
rank29_trendline_breakout_navigatorBTC-USDP3_narrow_paper_pilot0.00%0none2026-04-02T05:30:00Z---
rank29_trendline_breakout_navigatorETH-USDP3_narrow_paper_pilot0.00%0none2026-04-02T05:30:00Z---
rank29_trendline_breakout_navigatorSOL-USDP3_narrow_paper_pilot0.00%0none2026-04-02T21:45:00Z---

Current lane status

candidate_rankcandidate_idassetstagescope_tagsample_end_utclatest_closed_exit_ts_utclifetime_total_return_6bpsnew_trades_appendedopen_positionopen_entry_ts_utcopen_sidewatermark_exit_ts_utc
2rank2_combo_allBTC-USDP3_narrow_paper_pilotnarrow_paper_pilot_approved2026-04-30T06:15:00Z2026-04-11T20:30:00Z-0.94%0none--2026-04-11T20:30:00Z
2rank2_combo_allETH-USDP3_narrow_paper_pilotnarrow_paper_pilot_approved2026-04-30T06:15:00Z2026-04-22T05:45:00Z5.66%0none--2026-04-22T05:45:00Z
2rank2_combo_allSOL-USDP3_narrow_paper_pilotnarrow_paper_pilot_approved2026-04-30T06:15:00Z2026-04-07T22:30:00Z6.59%0none--2026-04-07T22:30:00Z
17rank17_pullback_ethsol_narrow_pilotETH-USDP3_narrow_paper_pilotnarrow_paper_pilot_eth_sol_only2026-04-30T06:15:00Z2026-04-29T12:30:00Z-5.79%4open2026-04-29T12:30:00Zshort2026-04-29T12:30:00Z
17rank17_pullback_ethsol_narrow_pilotSOL-USDP3_narrow_paper_pilotnarrow_paper_pilot_eth_sol_only2026-04-30T06:15:00Z2026-04-28T10:00:00Z11.39%1open2026-04-28T10:00:00Zshort2026-04-28T10:00:00Z
29rank29_trendline_breakout_gate_shadowBTC-USDP3_narrow_paper_shadownarrow_paper_pilot_rank29_low_trend_high_noise_w25_shadow2026-04-30T06:15:00Z-0.00%0none--2026-04-02T05:30:00Z
29rank29_trendline_breakout_gate_shadowETH-USDP3_narrow_paper_shadownarrow_paper_pilot_rank29_low_trend_high_noise_w25_shadow2026-04-30T06:15:00Z-0.00%0none--2026-04-02T05:30:00Z
29rank29_trendline_breakout_gate_shadowSOL-USDP3_narrow_paper_shadownarrow_paper_pilot_rank29_low_trend_high_noise_w25_shadow2026-04-30T06:15:00Z-0.00%0none--2026-04-02T21:45:00Z
29rank29_trendline_breakout_navigatorBTC-USDP3_narrow_paper_pilotnarrow_paper_pilot_rank29_breakout_align_ge2_no_overlap2026-04-30T06:15:00Z-0.00%0none--2026-04-02T05:30:00Z
29rank29_trendline_breakout_navigatorETH-USDP3_narrow_paper_pilotnarrow_paper_pilot_rank29_breakout_align_ge2_no_overlap2026-04-30T06:15:00Z-0.00%0none--2026-04-02T05:30:00Z
29rank29_trendline_breakout_navigatorSOL-USDP3_narrow_paper_pilotnarrow_paper_pilot_rank29_breakout_align_ge2_no_overlap2026-04-30T06:15:00Z-0.00%0none--2026-04-02T21:45:00Z
32rank32b_slope_floor_continuationBTC-USDP3_narrow_paper_pilotnarrow_paper_pilot_rank32b_full_scope2026-04-30T06:15:00Z2026-04-30T04:15:00Z14.00%2none--2026-04-30T04:15:00Z
32rank32b_slope_floor_continuationETH-USDP3_narrow_paper_pilotnarrow_paper_pilot_rank32b_full_scope2026-04-30T06:15:00Z2026-04-24T04:00:00Z23.68%0none--2026-04-24T04:00:00Z
32rank32b_slope_floor_continuationSOL-USDP3_narrow_paper_pilotnarrow_paper_pilot_rank32b_full_scope2026-04-30T06:15:00Z2026-04-30T04:30:00Z77.36%1none--2026-04-30T04:30:00Z

Open paper positions

candidate_idcandidate_rankassetentry_ts_utcexit_ts_marked_utcsidesignal_familynote
rank17_pullback_ethsol_narrow_pilot17.00ETH-USD2026-04-29T12:30:00Z2026-04-30T06:15:00Zshortpullback_recovery_confirmationopen paper position inferred from incomplete final sample; wait for next manual refresh to confirm close
rank17_pullback_ethsol_narrow_pilot17.00SOL-USD2026-04-28T10:00:00Z2026-04-30T06:15:00Zshortpullback_recovery_confirmationopen paper position inferred from incomplete final sample; wait for next manual refresh to confirm close

Recently appended closed trades

candidate_rankcandidate_idassetentry_tsexit_tsdirectionsidenet_rethold_barsexit_reason
32rank32b_slope_floor_continuationSOL-USD2026-04-30T02:45:00Z2026-04-30T04:30:00Zshort-0.48%8-
32rank32b_slope_floor_continuationBTC-USD2026-04-30T02:30:00Z2026-04-30T04:15:00Zshort-0.46%8-
17rank17_pullback_ethsol_narrow_pilotETH-USD2026-04-29T04:45:00Z2026-04-29T12:30:00Z-long-0.97%31reverse_to_short
17rank17_pullback_ethsol_narrow_pilotETH-USD2026-04-28T02:45:00Z2026-04-29T04:45:00Z-short-2.37%104reverse_to_long
17rank17_pullback_ethsol_narrow_pilotSOL-USD2026-04-24T12:15:00Z2026-04-28T10:00:00Z-long-3.67%375reverse_to_short
17rank17_pullback_ethsol_narrow_pilotETH-USD2026-04-27T01:00:00Z2026-04-28T02:45:00Z-long-4.66%103reverse_to_short
17rank17_pullback_ethsol_narrow_pilotETH-USD2026-04-22T23:30:00Z2026-04-27T01:00:00Z-short-0.30%390reverse_to_long
32rank32b_slope_floor_continuationBTC-USD2026-04-26T22:00:00Z2026-04-26T23:45:00Zlong-0.19%8-
32rank32b_slope_floor_continuationBTC-USD2026-04-24T11:15:00Z2026-04-24T13:00:00Zlong-0.06%8-
17rank17_pullback_ethsol_narrow_pilotSOL-USD2026-04-22T23:30:00Z2026-04-24T12:15:00Z-short0.23%147reverse_to_long
32rank32b_slope_floor_continuationETH-USD2026-04-24T02:15:00Z2026-04-24T04:00:00Zshort-0.73%8-
32rank32b_slope_floor_continuationBTC-USD2026-04-24T02:00:00Z2026-04-24T03:45:00Zlong--1.00%8-
32rank32b_slope_floor_continuationSOL-USD2026-04-23T16:15:00Z2026-04-23T18:00:00Zshort-0.78%8-
17rank17_pullback_ethsol_narrow_pilotSOL-USD2026-04-22T01:00:00Z2026-04-22T23:30:00Z-long0.49%90reverse_to_short
17rank17_pullback_ethsol_narrow_pilotETH-USD2026-04-22T05:30:00Z2026-04-22T23:30:00Z-long-0.18%72reverse_to_short
2rank2_combo_allETH-USD2026-04-22T05:30:00Z2026-04-22T05:45:00Z-long0.92%2atr_target
17rank17_pullback_ethsol_narrow_pilotETH-USD2026-04-21T03:15:00Z2026-04-22T05:30:00Z-short-3.63%105reverse_to_long
32rank32b_slope_floor_continuationBTC-USD2026-04-21T23:45:00Z2026-04-22T01:30:00Zlong-0.10%8-
17rank17_pullback_ethsol_narrow_pilotSOL-USD2026-04-19T22:15:00Z2026-04-22T01:00:00Z-short-2.95%203reverse_to_long
32rank32b_slope_floor_continuationSOL-USD2026-04-21T19:45:00Z2026-04-21T21:30:00Zshort--0.93%8-
32rank32b_slope_floor_continuationETH-USD2026-04-21T19:45:00Z2026-04-21T21:30:00Zshort--1.03%8-
32rank32b_slope_floor_continuationETH-USD2026-04-21T15:00:00Z2026-04-21T16:45:00Zshort--0.47%8-
17rank17_pullback_ethsol_narrow_pilotETH-USD2026-04-20T18:15:00Z2026-04-21T03:15:00Z-long-1.30%36reverse_to_short
2rank2_combo_allETH-USD2026-04-20T21:15:00Z2026-04-20T23:00:00Z-long-0.58%8atr_stop
17rank17_pullback_ethsol_narrow_pilotETH-USD2026-04-19T22:15:00Z2026-04-20T18:15:00Z-short-3.16%80reverse_to_long
32rank32b_slope_floor_continuationETH-USD2026-04-20T14:15:00Z2026-04-20T16:00:00Zshort--0.47%8-
17rank17_pullback_ethsol_narrow_pilotETH-USD2026-04-16T19:00:00Z2026-04-19T22:15:00Z-long-3.65%301reverse_to_short
17rank17_pullback_ethsol_narrow_pilotSOL-USD2026-04-19T13:15:00Z2026-04-19T22:15:00Z-long-2.67%36reverse_to_short
17rank17_pullback_ethsol_narrow_pilotSOL-USD2026-04-18T11:15:00Z2026-04-19T13:15:00Z-short0.35%104reverse_to_long
17rank17_pullback_ethsol_narrow_pilotSOL-USD2026-04-17T13:00:00Z2026-04-18T11:15:00Z-long-2.64%89reverse_to_short

Artifacts