Generated: 2026-05-10 00:20 UTC

Rank 154 · Crypto-Stat-Arb · Daily forward paper runner

这条 lane 现在记录的是 daily forward paper：每天用已完成的 Binance USDT-M perpetual 日线与 funding 重算 top-30 横截面组合，并写入决策、仓位、换手、费用、PnL 与证据。它不是 live trading。

Latest signal date

2026-05-09T00:00:00Z

completed daily bar only

Equity

$11,712.38

lifetime=17.12%

Current drawdown

-0.05%

running max=$11,718.13

Exposure

gross 99.11%

net 0.80%

Top long / short

SIRENUSDT

vs ENJUSDT

Latest day costs

$5.01

turnover 85.57%

一句话状态

当前 runner 已经不再是 refresh-only frozen seed。 它会每天重算 guarded top-30 perp universe、生成组合权重，并留下 forward paper 证据链。
执行口径：completed daily bars only、daily funding aggregation、5.0 bps per side、1.00% weight buffer、10% 单币权重上限。
guard：过滤非纯字母 base / 稳定币类 base，且要求至少 180 天上市历史，尽量避免把 1000 系列/刚上市妖币直接混进 top-30 组合。

Current open positions

signal_date_utc	symbol	side	weight	quantity	entry_price	decision_reason
2026-05-09T00:00:00Z	BNBUSDT	long	4.60%	0.828774	650.0800	做多；主因=carry；carry D9 / momo D3 / breakout D9
2026-05-09T00:00:00Z	BTCUSDT	short	-0.80%	-0.001162	80634.0000	做空；主因=momo；carry D6 / momo D3 / breakout D5
2026-05-09T00:00:00Z	BUSDT	long	6.00%	1942.889007	0.3617	做多；主因=carry；carry D10 / momo D10 / breakout D5
2026-05-09T00:00:00Z	ENAUSDT	long	0.60%	541.195960	0.1298	做多；主因=carry；carry D4 / momo D7 / breakout D8
2026-05-09T00:00:00Z	ENJUSDT	short	-8.40%	-19653.218844	0.0501	做空；主因=carry；carry D1 / momo D1 / breakout D2
2026-05-09T00:00:00Z	FILUSDT	long	6.40%	625.181388	1.1990	做多；主因=carry；carry D10 / momo D8 / breakout D7
2026-05-09T00:00:00Z	HYPEUSDT	short	-5.00%	-13.647614	42.9100	做空；主因=carry；carry D2 / momo D4 / breakout D4
2026-05-09T00:00:00Z	LABUSDT	long	5.40%	135.310568	4.6742	做多；主因=breakout；carry D7 / momo D10 / breakout D9
2026-05-09T00:00:00Z	LINKUSDT	long	3.40%	38.408662	10.3680	做多；主因=breakout；carry D6 / momo D6 / breakout D10
2026-05-09T00:00:00Z	NEARUSDT	long	5.20%	388.916918	1.5660	做多；主因=carry；carry D9 / momo D6 / breakout D8
2026-05-09T00:00:00Z	ORCAUSDT	short	-6.95%	-468.852985	1.7370	做空；主因=carry；carry D1 / momo D3 / breakout D3
2026-05-09T00:00:00Z	ORDIUSDT	short	-1.00%	-21.233471	5.5160	做空；主因=carry；carry D3 / momo D7 / breakout D7
2026-05-09T00:00:00Z	PAXGUSDT	short	-5.60%	-0.139263	4709.7500	做空；主因=breakout；carry D4 / momo D2 / breakout D1
2026-05-09T00:00:00Z	PENGUUSDT	short	-4.00%	-43858.388181	0.0107	做空；主因=carry；carry D3 / momo D4 / breakout D4
2026-05-09T00:00:00Z	SIRENUSDT	long	6.60%	600.588338	1.2871	做多；主因=breakout；carry D8 / momo D9 / breakout D10
2026-05-09T00:00:00Z	SKYAIUSDT	long	2.40%	461.723360	0.6088	做多；主因=momo；carry D7 / momo D10 / breakout D4
2026-05-09T00:00:00Z	TAOUSDT	short	-2.60%	-0.989704	307.6900	做空；主因=carry；carry D2 / momo D7 / breakout D6
2026-05-09T00:00:00Z	TONUSDT	long	0.60%	28.883804	2.4330	做多；主因=momo；carry D5 / momo D9 / breakout D5
2026-05-09T00:00:00Z	XRPUSDT	short	-0.60%	-49.499398	1.4197	做空；主因=carry；carry D9 / momo D2 / breakout D1
2026-05-09T00:00:00Z	ZECUSDT	long	1.53%	0.300712	594.3000	做多；主因=momo；carry D5 / momo D9 / breakout D6

Latest long basket

symbol	target_weight	dominant_driver	carry_decile	momo_decile	breakout_decile	decision_reason
SIRENUSDT	6.60%	breakout	8.00	9.00	10.00	做多；主因=breakout；carry D8 / momo D9 / breakout D10
FILUSDT	6.40%	carry	10.00	8.00	7.00	做多；主因=carry；carry D10 / momo D8 / breakout D7
BUSDT	6.00%	carry	10.00	10.00	5.00	做多；主因=carry；carry D10 / momo D10 / breakout D5
LABUSDT	5.40%	breakout	7.00	10.00	9.00	做多；主因=breakout；carry D7 / momo D10 / breakout D9
NEARUSDT	5.20%	carry	9.00	6.00	8.00	做多；主因=carry；carry D9 / momo D6 / breakout D8
BNBUSDT	4.60%	carry	9.00	3.00	9.00	做多；主因=carry；carry D9 / momo D3 / breakout D9
LINKUSDT	3.40%	breakout	6.00	6.00	10.00	做多；主因=breakout；carry D6 / momo D6 / breakout D10
ADAUSDT	3.20%	carry	8.00	5.00	7.00	做多；主因=carry；carry D8 / momo D5 / breakout D7
AVAXUSDT	2.60%	breakout	6.00	4.00	10.00	做多；主因=breakout；carry D6 / momo D4 / breakout D10
SKYAIUSDT	2.40%	momo	7.00	10.00	4.00	做多；主因=momo；carry D7 / momo D10 / breakout D4

Latest short basket

symbol	target_weight	dominant_driver	carry_decile	momo_decile	breakout_decile	decision_reason
ENJUSDT	-8.40%	carry	1.00	1.00	2.00	做空；主因=carry；carry D1 / momo D1 / breakout D2
AAVEUSDT	-7.40%	carry	2.00	1.00	2.00	做空；主因=carry；carry D2 / momo D1 / breakout D2
ORCAUSDT	-7.00%	carry	1.00	3.00	3.00	做空；主因=carry；carry D1 / momo D3 / breakout D3
APEUSDT	-6.80%	carry	1.00	5.00	2.00	做空；主因=carry；carry D1 / momo D5 / breakout D2
PAXGUSDT	-5.60%	breakout	4.00	2.00	1.00	做空；主因=breakout；carry D4 / momo D2 / breakout D1
HYPEUSDT	-5.00%	carry	2.00	4.00	4.00	做空；主因=carry；carry D2 / momo D4 / breakout D4
PENGUUSDT	-4.00%	carry	3.00	4.00	4.00	做空；主因=carry；carry D3 / momo D4 / breakout D4
TAOUSDT	-2.60%	carry	2.00	7.00	6.00	做空；主因=carry；carry D2 / momo D7 / breakout D6
ORDIUSDT	-1.00%	carry	3.00	7.00	7.00	做空；主因=carry；carry D3 / momo D7 / breakout D7
BTCUSDT	-0.80%	momo	6.00	3.00	5.00	做空；主因=momo；carry D6 / momo D3 / breakout D5

Recent equity curve

signal_date_utc	equity_after_rebalance_usd	price_pnl_usd	funding_pnl_usd	commission_usd	turnover	drawdown	top_long	top_short
2026-04-25T00:00:00Z	$9,571.67	$131.98	$-2.99	$3.26	68.02%	-15.97%	币安人生USDT	ENJUSDT
2026-04-26T00:00:00Z	$9,648.19	$90.80	$-11.37	$2.90	60.17%	-15.30%	币安人生USDT	ONTUSDT
2026-04-27T00:00:00Z	$9,638.20	$6.58	$-14.25	$2.31	47.99%	-15.39%	币安人生USDT	NOMUSDT
2026-04-28T00:00:00Z	$9,822.40	$194.06	$-6.40	$3.46	70.40%	-13.77%	AIOTUSDT	NOMUSDT
2026-04-29T00:00:00Z	$9,796.03	$-8.97	$-13.83	$3.58	72.97%	-14.00%	AIOTUSDT	ENJUSDT
2026-04-30T00:00:00Z	$9,904.68	$120.68	$-8.33	$3.70	74.60%	-13.05%	SKYAIUSDT	NOMUSDT
2026-05-01T00:00:00Z	$9,898.90	$7.58	$-10.68	$2.68	54.10%	-13.10%	SKYAIUSDT	ENJUSDT
2026-05-02T00:00:00Z	$10,274.24	$388.41	$-9.50	$3.56	69.36%	-9.80%	LABUSDT	ENJUSDT
2026-05-03T00:00:00Z	$10,253.99	$3.76	$-21.84	$2.17	42.39%	-9.98%	LABUSDT	ENJUSDT
2026-05-04T00:00:00Z	$10,592.04	$363.44	$-23.05	$2.34	44.25%	-7.01%	SKYAIUSDT	ENJUSDT
2026-05-05T00:00:00Z	$11,030.43	$458.95	$-17.86	$2.70	48.92%	-3.16%	SKYAIUSDT	ENJUSDT
2026-05-06T00:00:00Z	$11,538.69	$526.70	$-13.75	$4.69	81.23%	0.00%	LABUSDT	ETHUSDT
2026-05-07T00:00:00Z	$11,579.48	$55.62	$-12.38	$2.46	42.50%	0.00%	SIRENUSDT	ENJUSDT
2026-05-08T00:00:00Z	$11,718.13	$138.58	$3.26	$3.19	54.42%	0.00%	LINKUSDT	ENJUSDT
2026-05-09T00:00:00Z	$11,712.38	$4.47	$-5.20	$5.01	85.57%	-0.05%	SIRENUSDT	ENJUSDT

Recent rebalance trades

signal_date_utc	symbol	action	current_weight	target_weight	delta_weight	trade_notional_usd	commission_usd	decision_reason
2026-05-09T00:00:00Z	PENGUUSDT	sell	-2.49%	-4.00%	-1.51%	$176.67	$0.09	做空；主因=carry；carry D3 / momo D4 / breakout D4
2026-05-09T00:00:00Z	PLAYUSDT	hold	0.00%	0.00%	0.00%	$0.00	$0.00	close_out_not_in_top30_or_guard_failed
2026-05-09T00:00:00Z	PTBUSDT	hold	0.00%	0.00%	0.00%	$0.00	$0.00	close_out_not_in_top30_or_guard_failed
2026-05-09T00:00:00Z	PUMPUSDT	hold	0.00%	0.00%	0.00%	$0.00	$0.00	close_out_not_in_top30_or_guard_failed
2026-05-09T00:00:00Z	QUSDT	hold	0.00%	0.00%	0.00%	$0.00	$0.00	close_out_not_in_top30_or_guard_failed
2026-05-09T00:00:00Z	RAVEUSDT	hold	0.00%	0.00%	0.00%	$0.00	$0.00	close_out_not_in_top30_or_guard_failed
2026-05-09T00:00:00Z	SAHARAUSDT	hold	0.00%	0.00%	0.00%	$0.00	$0.00	close_out_not_in_top30_or_guard_failed
2026-05-09T00:00:00Z	SIRENUSDT	buy	-1.02%	6.60%	7.62%	$893.03	$0.45	做多；主因=breakout；carry D8 / momo D9 / breakout D10
2026-05-09T00:00:00Z	SKYAIUSDT	sell	5.16%	2.40%	-2.76%	$322.89	$0.16	做多；主因=momo；carry D7 / momo D10 / breakout D4
2026-05-09T00:00:00Z	SOLUSDT	hold	0.00%	0.00%	0.00%	$0.00	$0.00	观望；主因=carry；carry D4 / momo D5 / breakout D8
2026-05-09T00:00:00Z	STRKUSDT	hold	0.00%	0.00%	0.00%	$0.00	$0.00	close_out_not_in_top30_or_guard_failed
2026-05-09T00:00:00Z	SUIUSDT	sell	1.58%	0.00%	-1.58%	$185.18	$0.09	观望；主因=carry；carry D3 / momo D6 / breakout D9
2026-05-09T00:00:00Z	TAOUSDT	sell	0.85%	-2.60%	-3.45%	$404.28	$0.20	做空；主因=carry；carry D2 / momo D7 / breakout D6
2026-05-09T00:00:00Z	TONUSDT	sell	3.89%	0.60%	-3.29%	$385.26	$0.19	做多；主因=momo；carry D5 / momo D9 / breakout D5
2026-05-09T00:00:00Z	UNIUSDT	hold	0.00%	0.00%	0.00%	$0.00	$0.00	close_out_not_in_top30_or_guard_failed
2026-05-09T00:00:00Z	VVVUSDT	hold	0.00%	0.00%	0.00%	$0.00	$0.00	close_out_not_in_top30_or_guard_failed
2026-05-09T00:00:00Z	WLFIUSDT	hold	0.00%	0.00%	0.00%	$0.00	$0.00	close_out_not_in_top30_or_guard_failed
2026-05-09T00:00:00Z	XRPUSDT	buy	-5.78%	-0.60%	5.18%	$606.70	$0.30	做空；主因=carry；carry D9 / momo D2 / breakout D1
2026-05-09T00:00:00Z	ZECUSDT	hold	1.53%	1.20%	0.00%	$0.00	$0.00	做多；主因=momo；carry D5 / momo D9 / breakout D6
2026-05-09T00:00:00Z	ZEREBROUSDT	hold	0.00%	0.00%	0.00%	$0.00	$0.00	close_out_not_in_top30_or_guard_failed

Latest excluded / not-selected names

symbol	guard_reason	trail_quote_volume_30d	volume_rank_30d	listing_days
BILLUSDT	listing_too_short	-	-	2
ONDOUSDT	eligible	$63,623,566.72	33.00	839
SAHARAUSDT	eligible	$23,256,558.20	48.00	316
DYMUSDT	eligible	$16,143,498.40	50.00	822
INXUSDT	listing_too_short	$23,867,469.95	-	98
PLAYUSDT	eligible	$48,716,525.78	37.00	282
ICPUSDT	eligible	$36,101,394.49	44.00	1744
1000PEPEUSDT	filtered_non_alpha_or_stable_base	$309,751,087.61	-	1100
STRKUSDT	eligible	$31,236,287.85	47.00	808
VVVUSDT	eligible	$33,824,080.30	45.00	465
ASTERUSDT	eligible	$53,039,864.96	36.00	232
BSBUSDT	listing_too_short	$181,616,983.69	-	45
RAVEUSDT	listing_too_short	$1,085,744,862.66	-	145
CHIPUSDT	listing_too_short	-	-	23
COLLECTUSDT	listing_too_short	$11,892,158.45	-	128

Artifact paths

reports/artifacts/paper_rank154_crypto_stat_arb_runner/rank154_paper_equity_curve.csv
reports/artifacts/paper_rank154_crypto_stat_arb_runner/rank154_paper_decisions.csv
reports/artifacts/paper_rank154_crypto_stat_arb_runner/rank154_paper_rebalance_trades.csv
reports/artifacts/paper_rank154_crypto_stat_arb_runner/rank154_paper_open_positions.csv
reports/artifacts/paper_rank154_crypto_stat_arb_runner/rank154_paper_status.csv