⚠ 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。
Rank 32b · 热门小币研究费用口径对比
生成时间：2026-03-25T09:08:17Z ｜ 目标：把之前两轮热门币研究与新的 Binance VIP0 双边万5/万5 重算结果放到同一页比较，并解释结论是否变化。
费用口径说明
- 这次不是简单重跑，而是统一费用口径：旧研究按
entry taker 6bps / TP maker 0bps / SL-timeout taker 6bps；新研究按 buy 5bps + sell 5bps 的 Binance VIP0 双边费用统一计算。
- 这个新口径并非对所有交易都单向更苛刻：对 TP 出场 的单子，旧口径总费约 6bps，新口径变成 10bps；对 SL / timeout 的单子，旧口径总费约 12bps，新口径变成 10bps。
- 因此你现在看到的结果更适合作为“统一保守费率口径”：同一套研究里，所有买卖都按万5/万5 算，便于横向比较。
旧口径：6 / 0 or 6
新口径：5 / 5
旧 10 币报告：smallcap regime study
旧 23 币报告：hot universe volume-phase study
先看结论
- 10 币小池结论没有被推翻：baseline 从 10609.81% 变到 9214.47%，变化 -1395.34%；胜率和交易数不变，主要变化只来自手续费重算。
- 23 币扩大池结论也还站得住：baseline 从 29829.09% 变到 24140.83%，变化 -5688.25%；即便用统一双边 5bps 口径，热门币池仍然是明显为正。
- “热期更强、冷期变薄”的主结论没有变：hot phase 从 3283.04% 变到 3003.02%；cold phase 从 408.29% 变到 366.57%。冷期仍然有 edge，但更薄。
- 所以新的研究结论不是“原结论失效”，而是：在更统一的 VIP0 双边费率下，32b 在热门小币上的优势仍然存在，只是收益数值更接近实盘保守估计。
10 币小池：旧口径 vs VIP0 双边万5
| variant | selected_trades_prev | selected_trades_vip0 | selected_trades_delta | portfolio_total_return_prev | portfolio_total_return_vip0 | portfolio_total_return_delta | win_rate_prev | win_rate_vip0 | win_rate_delta | avg_net_ret_prev | avg_net_ret_vip0 | avg_net_ret_delta | positive_asset_ratio_prev | positive_asset_ratio_vip0 | positive_asset_ratio_delta |
|---|
| baseline | 1015 | 1015 | 0 | 10609.81% | 9214.47% | -1395.34% | 64.43% | 64.63% | 0.20% | 0.48% | 0.46% | -0.01% | 1.00 | 1.00 | 0.00 |
| vol_gate_p40 | 661 | 661 | 0 | 4208.18% | 3900.13% | -308.05% | 62.78% | 63.09% | 0.30% | 0.60% | 0.58% | -0.01% | 1.00 | 1.00 | 0.00 |
| trend_gate_default | 416 | 416 | 0 | 1191.55% | 1119.02% | -72.53% | 64.66% | 64.90% | 0.24% | 0.64% | 0.62% | -0.01% | 0.90 | 0.90 | 0.00 |
| combo_gate | 302 | 302 | 0 | 825.20% | 789.10% | -36.10% | 63.58% | 63.91% | 0.33% | 0.76% | 0.75% | -0.01% | 0.80 | 0.80 | 0.00 |
23 币扩大池：旧口径 vs VIP0 双边万5
| variant | selected_trades_prev | selected_trades_vip0 | selected_trades_delta | portfolio_total_return_prev | portfolio_total_return_vip0 | portfolio_total_return_delta | win_rate_prev | win_rate_vip0 | win_rate_delta | avg_net_ret_prev | avg_net_ret_vip0 | avg_net_ret_delta | positive_asset_ratio_prev | positive_asset_ratio_vip0 | positive_asset_ratio_delta |
|---|
| baseline_all | 1418 | 1418 | 0 | 29829.09% | 24140.83% | -5688.25% | 64.53% | 64.81% | 0.28% | 0.42% | 0.40% | -0.02% | 1.00 | 1.00 | 0.00 |
| hot_phase_only | 576 | 576 | 0 | 3283.04% | 3003.02% | -280.01% | 66.49% | 66.67% | 0.17% | 0.64% | 0.62% | -0.02% | 0.96 | 0.96 | 0.00 |
| normal_phase_only | 776 | 776 | 0 | 1270.96% | 1117.98% | -152.98% | 64.30% | 64.82% | 0.52% | 0.35% | 0.33% | -0.02% | 0.96 | 0.96 | 0.00 |
| cold_phase_only | 542 | 543 | 1 | 408.29% | 366.57% | -41.72% | 67.34% | 67.40% | 0.06% | 0.30% | 0.29% | -0.02% | 0.96 | 0.96 | 0.00 |
| cold_phase_vol_gate | 175 | 175 | 0 | 84.06% | 79.94% | -4.11% | 64.00% | 64.00% | 0.00% | 0.36% | 0.34% | -0.01% | 0.74 | 0.74 | 0.00 |
| cold_phase_trend_gate | 125 | 125 | 0 | 56.54% | 53.44% | -3.10% | 66.40% | 66.40% | 0.00% | 0.37% | 0.35% | -0.02% | 0.61 | 0.61 | 0.00 |
| cold_phase_combo_gate | 54 | 54 | 0 | 24.32% | 23.35% | -0.97% | 62.96% | 62.96% | 0.00% | 0.41% | 0.40% | -0.01% | 0.52 | 0.52 | 0.00 |
VIP0 双边万5下：23 币扩大池 baseline 按热度阶段拆分
| phase | trades | portfolio_total_return | win_rate | avg_net_ret | avg_hold_minutes | positive_assets | active_assets | positive_asset_ratio |
|---|
| cold_volume | 372 | 174.59% | 66.13% | 0.28% | 46.6 | 20 | 23 | 86.96% |
| hot_volume | 462 | 1628.86% | 66.67% | 0.64% | 51.7 | 21 | 23 | 91.30% |
| normal_volume | 584 | 410.62% | 62.50% | 0.29% | 51.2 | 22 | 23 | 95.65% |
VIP0 双边万5下：10 币小池 baseline 强势资产
| asset | trades | total_return | win_rate | avg_net_ret |
|---|
| BEAT-USD | 130 | 193.29% | 67.69% | 0.87% |
| SIREN-USD | 117 | 158.82% | 70.94% | 0.84% |
| TRADOOR-USD | 115 | 115.53% | 67.83% | 0.69% |
| PIPPIN-USD | 134 | 46.37% | 57.46% | 0.32% |
| FARTCOIN-USD | 110 | 43.78% | 59.09% | 0.34% |
| WIF-USD | 89 | 31.04% | 67.42% | 0.31% |
| HIPPO-USD | 123 | 24.09% | 56.91% | 0.18% |
| PENGU-USD | 69 | 21.74% | 66.67% | 0.29% |
| MOODENG-USD | 72 | 18.39% | 69.44% | 0.24% |
| PNUT-USD | 56 | 15.42% | 69.64% | 0.26% |
VIP0 双边万5下：23 币扩大池 baseline 强势资产
| asset | trades | total_return | win_rate | avg_net_ret |
|---|
| BEAT-USD | 120 | 200.59% | 70.00% | 0.96% |
| SIREN-USD | 104 | 131.62% | 68.27% | 0.83% |
| TRADOOR-USD | 103 | 92.79% | 66.02% | 0.66% |
| FARTCOIN-USD | 95 | 39.37% | 58.95% | 0.36% |
| PIPPIN-USD | 120 | 37.01% | 56.67% | 0.30% |
| ACT-USD | 89 | 32.27% | 66.29% | 0.32% |
| BRETT-USD | 62 | 20.61% | 64.52% | 0.31% |
| WIF-USD | 59 | 17.55% | 66.10% | 0.28% |
| NOT-USD | 41 | 17.47% | 75.61% | 0.40% |
| PENGU-USD | 43 | 17.42% | 72.09% | 0.38% |
| TURBO-USD | 47 | 16.62% | 61.70% | 0.33% |
| PNUT-USD | 32 | 15.20% | 78.12% | 0.45% |
怎么理解这些数据
- 这轮重算主要影响的是收益幅度，不太影响排序和结构判断。 因为交易筛选逻辑、TP/SL/timeout、以及 strongest-only 约束都没变，变的是每笔交易净值的扣费方式。
- 热门币依然不是“只在一瞬间有效”。 更统一的费用后，热期依然最强，冷期依然更薄，但并没有一退潮就完全归零。
- 如果你未来要把这些币纳入真正的动态观察池，VIP0 双边费率版更值得拿来做阈值和优先级判断。 因为它避免了“TP 单成本太乐观、SL 单成本太悲观”的路径差异。