生成时间：2026-03-20 18:30 UTC ｜ 样本：Binance spot 15m ｜ 窗口：最近 365 天 ｜ 用途：检查原三腿结论能否外推到更多主流币
EMA cross + aligned slope floor。BTC/ETH/SOL 扩到 BTC/ETH/SOL/BNB/XRP/ADA/DOGE/LINK/AVAX/LTC/TRX/BCH/ATOM/NEAR/UNI/ETC/DOT。next-bar open / hold 8 bars / non-overlap，不混入新的规则优化。cross-asset pocket exists
扩到 17 个币种后，6bps/side 下 mean_total_return≈99.39%、positive_asset_ratio≈100.00%、mean_trades≈270.9、worst_asset_return≈10.45%。
扩展到 17 个币种后，6bps 下仍有 17/17 个币种为正，且均值、最差腿与交易密度都还在可讨论范围。
| cost_bps_per_side | asset_count | mean_total_return | median_total_return | positive_asset_ratio | worst_asset_return | best_asset_return | mean_trades | mean_no_trade_ratio | mean_win_rate |
|---|---|---|---|---|---|---|---|---|---|
| 6.00 | 17.00 | 99.39% | 95.83% | 100.00% | 10.45% | 233.63% | 270.9 | 99.23% | 58.88% |
| 10.00 | 17.00 | 59.13% | 52.05% | 100.00% | 5.02% | 161.76% | 270.9 | 99.23% | 55.60% |
| 15.00 | 17.00 | 20.60% | 14.71% | 76.47% | -8.77% | 93.27% | 270.9 | 99.23% | 51.09% |
| 20.00 | 17.00 | -8.08% | -7.84% | 23.53% | -31.12% | 42.67% | 270.9 | 99.23% | 46.75% |
| asset | cost_bps_per_side | trades | total_return | win_rate | no_trade_ratio | false_reclaim_ratio | long_share | short_share |
|---|---|---|---|---|---|---|---|---|
| SOL-USD | 6.00 | 303 | 233.63% | 60.40% | 99.14% | 8.25% | 45.87% | 54.13% |
| UNI-USD | 6.00 | 372 | 183.35% | 54.84% | 98.94% | 9.14% | 40.05% | 59.95% |
| LINK-USD | 6.00 | 321 | 126.68% | 59.81% | 99.08% | 6.54% | 50.47% | 49.53% |
| LTC-USD | 6.00 | 280 | 126.63% | 61.79% | 99.20% | 10.00% | 47.14% | 52.86% |
| NEAR-USD | 6.00 | 368 | 122.62% | 57.88% | 98.95% | 7.07% | 42.93% | 57.07% |
| DOGE-USD | 6.00 | 307 | 122.59% | 54.07% | 99.12% | 6.51% | 42.02% | 57.98% |
| ETH-USD | 6.00 | 233 | 109.47% | 61.80% | 99.33% | 3.00% | 45.49% | 54.51% |
| XRP-USD | 6.00 | 271 | 106.47% | 60.89% | 99.23% | 6.27% | 46.86% | 53.14% |
| AVAX-USD | 6.00 | 316 | 95.83% | 56.65% | 99.10% | 6.96% | 48.73% | 51.27% |
| BCH-USD | 6.00 | 277 | 85.52% | 60.29% | 99.21% | 7.58% | 47.65% | 52.35% |
| ADA-USD | 6.00 | 304 | 81.69% | 56.25% | 99.13% | 6.91% | 44.41% | 55.59% |
| DOT-USD | 6.00 | 324 | 72.76% | 57.41% | 99.08% | 8.02% | 39.81% | 60.19% |
| BTC-USD | 6.00 | 131 | 59.70% | 63.36% | 99.63% | 7.63% | 46.56% | 53.44% |
| ATOM-USD | 6.00 | 296 | 57.94% | 57.09% | 99.16% | 6.76% | 45.95% | 54.05% |
| ETC-USD | 6.00 | 272 | 48.94% | 53.31% | 99.22% | 8.82% | 39.34% | 60.66% |
| BNB-USD | 6.00 | 168 | 45.39% | 60.12% | 99.52% | 2.98% | 50.00% | 50.00% |
| TRX-USD | 6.00 | 63 | 10.45% | 65.08% | 99.82% | 1.59% | 49.21% | 50.79% |
| time_bucket | mean_total_return | positive_asset_ratio | mean_trades | mean_win_rate |
|---|---|---|---|---|
| bucket_1 | 13.31% | 88.24% | 67.8 | 59.17% |
| bucket_2 | 12.58% | 94.12% | 67.8 | 59.23% |
| bucket_3 | 31.71% | 100.00% | 67.6 | 60.75% |
| bucket_4 | 18.01% | 100.00% | 67.8 | 56.84% |
positive_asset_ratio 还维持得住，说明这条线不只是三腿特例。