生成时间：2026-03-18 02:36 UTC ｜ 类型：truly verdict-changing minimal check ｜ 目标：回答 Rank 32b 应该 full-scope 升到 P3、缩 scope 升到 P3，还是压回 park。
promote to narrow paper pilot approved（P3, full scope）
full-scope 三条腿在 15/20bps 下都仍为正，因此这轮更诚实的结论不是再缩 scope，而是直接把 Rank 32b 升到 paper-only 的 narrow paper pilot；BTC 只保留 friction-buffer watch。
full scope = BTC+ETH+SOL 在 15/20bps 下还站不站得住，再看若去掉最弱腿 ETH+SOL-only 会不会明显改变故事。| scope_tag | cost_bps_per_side | mean_total_return | positive_asset_ratio | mean_trades | mean_false_reclaim_ratio | mean_no_trade_ratio | mean_win_rate |
|---|---|---|---|---|---|---|---|
| full_scope | 6.00 | 50.76% | 100.00% | 75.7 | 7.87% | 99.34% | 59.62% |
| full_scope | 10.00 | 41.59% | 100.00% | 75.7 | 7.87% | 99.34% | 55.73% |
| full_scope | 15.00 | 30.94% | 100.00% | 75.7 | 7.87% | 99.34% | 54.31% |
| full_scope | 20.00 | 21.11% | 100.00% | 75.7 | 7.87% | 99.34% | 51.34% |
| ethsol_only | 6.00 | 66.36% | 100.00% | 86.5 | 6.25% | 99.25% | 60.72% |
| ethsol_only | 10.00 | 55.15% | 100.00% | 86.5 | 6.25% | 99.25% | 56.74% |
| ethsol_only | 15.00 | 42.18% | 100.00% | 86.5 | 6.25% | 99.25% | 55.54% |
| ethsol_only | 20.00 | 30.29% | 100.00% | 86.5 | 6.25% | 99.25% | 52.01% |
| asset | cost_bps_per_side | trades | total_return | win_rate | false_reclaim_ratio | no_trade_ratio |
|---|---|---|---|---|---|---|
| BTC-USD | 15.00 | 54 | 8.46% | 51.85% | 11.11% | 99.53% |
| BTC-USD | 20.00 | 54 | 2.75% | 50.00% | 11.11% | 99.53% |
| ETH-USD | 15.00 | 83 | 14.88% | 56.63% | 3.61% | 99.28% |
| ETH-USD | 20.00 | 83 | 5.72% | 51.81% | 3.61% | 99.28% |
| SOL-USD | 15.00 | 90 | 69.47% | 54.44% | 8.89% | 99.22% |
| SOL-USD | 20.00 | 90 | 54.86% | 52.22% | 8.89% | 99.22% |
BTC 仍是三条腿里 friction buffer 最薄的一条，但它在 15/20bps 下都没有转负，所以当前更像 `watch leg`，不是 `scope blocker`。
| asset | promotion_status | cost15_total_return | cost20_total_return | trade_count_6bps | monitor_status | weekly_review_action |
|---|---|---|---|---|---|---|
| BTC-USD | promote to narrow paper pilot approved（P3, full scope） | 8.46% | 2.75% | 54 | watch_btc_friction_buffer | recheck_btc_buffer_first |
| ETH-USD | promote to narrow paper pilot approved（P3, full scope） | 14.88% | 5.72% | 83 | green_keep_in_scope | keep_full_scope_watch_cost20 |
| SOL-USD | promote to narrow paper pilot approved（P3, full scope） | 69.47% | 54.86% | 90 | green_keep_in_scope | keep_full_scope_watch_cost20 |
artifact：reports/artifacts/scout_rank32b_slope_floor_continuation_15m/narrow_paper_monitoring_board.csv
EMA cross + aligned slope floor 这层更简单的规则。