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Rank 34 · chip-distribution trapped-holder reclaim / winner-ratio gate

生成时间:2026-03-17 12:19 UTC | 类型:最小 clean replication | 角色:Scout Seat 的 assumption-gated repo fast verdict

这轮只回答什么

clean-room 规则

hard verdict

park / evidence pool

主变体 chip_cost_reclaim 在 6bps/side 下最强 pocket 来自 conservative anchor:mean_total_return≈18.14%、positive_asset_ratio≈100.00%;但最弱的 aggressive anchor 已掉到 mean_total_return≈-18.62%、positive_asset_ratio≈33.33%。

最强 pocket 只出现在 `conservative` anchor(mean_total_return≈18.14%,positive_asset_ratio≈100.00%),但一旦把 synthetic shares 收紧到 `aggressive`,主变体就掉到 mean_total_return≈-18.62%、positive_asset_ratio≈33.33%。这说明当前 edge 对 shares / turnover 假设过于敏感,不够诚实地进入 paper candidate pool。

assumption sensitivity(主变体 6bps)

anchorvariantcost_bps_per_sidemean_total_returnpositive_asset_ratiomean_tradesmean_false_reclaim_ratioreturn_gap_vs_bestsurvives_min_cross_assetsurvives_min_returnsurvives_min_trade_countsurvives_min_false_reclaim
aggressivechip_cost_reclaim6.00-18.62%33.33%406.752.33%36.76%0.000.001.000.00
conservativechip_cost_reclaim6.0018.14%100.00%101.032.93%0.00%1.001.001.001.00
neutralchip_cost_reclaim6.0013.72%33.33%239.747.15%4.42%0.001.001.000.00
range_summarychip_cost_reclaim6.0036.76%---36.76%----

跨资产总表

anchorvariantcost_bps_per_sidemean_total_returnpositive_asset_ratiomean_tradesmean_false_reclaim_ratiomean_no_trade_ratiomean_win_rate
conservativeraw_baseline6.00-7.38%33.33%424.349.90%94.59%41.39%
conservativeraw_baseline10.00-33.90%0.00%424.349.90%94.59%35.55%
conservativeraw_baseline15.00-56.64%0.00%424.349.90%94.59%30.45%
conservativeraw_baseline20.00-71.56%0.00%424.349.90%94.59%25.82%
conservativechip_cost_reclaim6.0018.14%100.00%101.032.93%98.71%50.50%
conservativechip_cost_reclaim10.008.99%100.00%101.032.93%98.71%47.93%
conservativechip_cost_reclaim15.00-1.47%33.33%101.032.93%98.71%44.35%
conservativechip_cost_reclaim20.00-10.92%0.00%101.032.93%98.71%39.45%
conservativechip_cost_reclaim_plus_winner_ratio6.0011.80%100.00%59.032.53%99.25%50.77%
conservativechip_cost_reclaim_plus_winner_ratio10.006.64%100.00%59.032.53%99.25%48.21%
conservativechip_cost_reclaim_plus_winner_ratio15.000.53%66.67%59.032.53%99.25%43.01%
conservativechip_cost_reclaim_plus_winner_ratio20.00-5.24%0.00%59.032.53%99.25%38.42%
neutralraw_baseline6.00-7.38%33.33%424.349.90%94.59%41.39%
neutralraw_baseline10.00-33.90%0.00%424.349.90%94.59%35.55%
neutralraw_baseline15.00-56.64%0.00%424.349.90%94.59%30.45%
neutralraw_baseline20.00-71.56%0.00%424.349.90%94.59%25.82%
neutralchip_cost_reclaim6.0013.72%33.33%239.747.15%96.95%44.82%
neutralchip_cost_reclaim10.00-5.53%33.33%239.747.15%96.95%40.32%
neutralchip_cost_reclaim15.00-25.04%33.33%239.747.15%96.95%35.45%
neutralchip_cost_reclaim20.00-40.47%0.00%239.747.15%96.95%31.48%
neutralchip_cost_reclaim_plus_winner_ratio6.007.66%66.67%185.045.58%97.64%45.76%
neutralchip_cost_reclaim_plus_winner_ratio10.00-6.77%33.33%185.045.58%97.64%40.69%
neutralchip_cost_reclaim_plus_winner_ratio15.00-22.09%33.33%185.045.58%97.64%35.80%
neutralchip_cost_reclaim_plus_winner_ratio20.00-34.86%0.00%185.045.58%97.64%32.01%
aggressiveraw_baseline6.00-7.38%33.33%424.349.90%94.59%41.39%
aggressiveraw_baseline10.00-33.90%0.00%424.349.90%94.59%35.55%
aggressiveraw_baseline15.00-56.64%0.00%424.349.90%94.59%30.45%
aggressiveraw_baseline20.00-71.56%0.00%424.349.90%94.59%25.82%
aggressivechip_cost_reclaim6.00-18.62%33.33%406.752.33%94.82%38.27%
aggressivechip_cost_reclaim10.00-41.07%0.00%406.752.33%94.82%34.29%
aggressivechip_cost_reclaim15.00-60.63%0.00%406.752.33%94.82%31.02%
aggressivechip_cost_reclaim20.00-73.69%0.00%406.752.33%94.82%27.65%
aggressivechip_cost_reclaim_plus_winner_ratio6.00-22.51%0.00%359.051.70%95.43%38.36%
aggressivechip_cost_reclaim_plus_winner_ratio10.00-41.81%0.00%359.051.70%95.43%34.55%
aggressivechip_cost_reclaim_plus_winner_ratio15.00-59.33%0.00%359.051.70%95.43%31.23%
aggressivechip_cost_reclaim_plus_winner_ratio20.00-71.58%0.00%359.051.70%95.43%28.16%

分资产摘要

anchorassetvariantcost_bps_per_sidetradestotal_returnfalse_reclaim_rationo_trade_ratiowin_rateavg_turnover
conservativeBTC-USDraw_baseline6.00424-22.53%52.36%94.61%39.86%0.0052
conservativeBTC-USDraw_baseline10.00424-44.83%52.36%94.61%33.02%0.0052
conservativeBTC-USDraw_baseline15.00424-63.91%52.36%94.61%28.07%0.0052
conservativeBTC-USDraw_baseline20.00424-76.40%52.36%94.61%22.41%0.0052
conservativeBTC-USDchip_cost_reclaim6.0010416.06%30.77%98.68%49.04%0.0092
conservativeBTC-USDchip_cost_reclaim10.001046.79%30.77%98.68%43.27%0.0092
conservativeBTC-USDchip_cost_reclaim15.00104-3.77%30.77%98.68%42.31%0.0092
conservativeBTC-USDchip_cost_reclaim20.00104-13.29%30.77%98.68%37.50%0.0092
conservativeBTC-USDchip_cost_reclaim_plus_winner_ratio6.006512.61%26.15%99.17%52.31%0.0111
conservativeBTC-USDchip_cost_reclaim_plus_winner_ratio10.00656.90%26.15%99.17%44.62%0.0111
conservativeBTC-USDchip_cost_reclaim_plus_winner_ratio15.00650.16%26.15%99.17%41.54%0.0111
conservativeBTC-USDchip_cost_reclaim_plus_winner_ratio20.0065-6.15%26.15%99.17%38.46%0.0111
conservativeETH-USDraw_baseline6.00437-33.76%47.60%94.48%38.44%0.0056
conservativeETH-USDraw_baseline10.00437-53.31%47.60%94.48%34.55%0.0056
conservativeETH-USDraw_baseline15.00437-69.86%47.60%94.48%29.06%0.0056
conservativeETH-USDraw_baseline20.00437-80.54%47.60%94.48%24.49%0.0056
conservativeETH-USDchip_cost_reclaim6.001049.67%37.50%98.69%51.92%0.0084
conservativeETH-USDchip_cost_reclaim10.001040.91%37.50%98.69%50.00%0.0084
conservativeETH-USDchip_cost_reclaim15.00104-9.07%37.50%98.69%42.31%0.0084
conservativeETH-USDchip_cost_reclaim20.00104-18.06%37.50%98.69%35.58%0.0084
conservativeETH-USDchip_cost_reclaim_plus_winner_ratio6.00569.67%39.29%99.29%53.57%0.0086
conservativeETH-USDchip_cost_reclaim_plus_winner_ratio10.00564.86%39.29%99.29%53.57%0.0086
conservativeETH-USDchip_cost_reclaim_plus_winner_ratio15.0056-0.86%39.29%99.29%46.43%0.0086
conservativeETH-USDchip_cost_reclaim_plus_winner_ratio20.0056-6.27%39.29%99.29%37.50%0.0086
conservativeSOL-USDraw_baseline6.0041234.14%49.76%94.69%45.87%0.0044
conservativeSOL-USDraw_baseline10.00412-3.55%49.76%94.69%39.08%0.0044
conservativeSOL-USDraw_baseline15.00412-36.15%49.76%94.69%34.22%0.0044
conservativeSOL-USDraw_baseline20.00412-57.74%49.76%94.69%30.58%0.0044
conservativeSOL-USDchip_cost_reclaim6.009528.69%30.53%98.78%50.53%0.0075
conservativeSOL-USDchip_cost_reclaim10.009519.26%30.53%98.78%50.53%0.0075
conservativeSOL-USDchip_cost_reclaim15.00958.44%30.53%98.78%48.42%0.0075
conservativeSOL-USDchip_cost_reclaim20.0095-1.40%30.53%98.78%45.26%0.0075
conservativeSOL-USDchip_cost_reclaim_plus_winner_ratio6.005613.14%32.14%99.28%46.43%0.0087
conservativeSOL-USDchip_cost_reclaim_plus_winner_ratio10.00568.18%32.14%99.28%46.43%0.0087
conservativeSOL-USDchip_cost_reclaim_plus_winner_ratio15.00562.28%32.14%99.28%41.07%0.0087
conservativeSOL-USDchip_cost_reclaim_plus_winner_ratio20.0056-3.30%32.14%99.28%39.29%0.0087
neutralBTC-USDraw_baseline6.00424-22.53%52.36%94.61%39.86%0.0155
neutralBTC-USDraw_baseline10.00424-44.83%52.36%94.61%33.02%0.0155
neutralBTC-USDraw_baseline15.00424-63.91%52.36%94.61%28.07%0.0155
neutralBTC-USDraw_baseline20.00424-76.40%52.36%94.61%22.41%0.0155
neutralBTC-USDchip_cost_reclaim6.00243-11.02%51.85%96.91%44.03%0.0203
neutralBTC-USDchip_cost_reclaim10.00243-26.76%51.85%96.91%37.86%0.0203
neutralBTC-USDchip_cost_reclaim15.00243-42.57%51.85%96.91%32.10%0.0203
neutralBTC-USDchip_cost_reclaim20.00243-54.98%51.85%96.91%27.16%0.0203
neutralBTC-USDchip_cost_reclaim_plus_winner_ratio6.001812.75%49.17%97.70%46.96%0.0213
neutralBTC-USDchip_cost_reclaim_plus_winner_ratio10.00181-11.11%49.17%97.70%40.33%0.0213
neutralBTC-USDchip_cost_reclaim_plus_winner_ratio15.00181-25.85%49.17%97.70%34.25%0.0213
neutralBTC-USDchip_cost_reclaim_plus_winner_ratio20.00181-38.14%49.17%97.70%29.28%0.0213
neutralETH-USDraw_baseline6.00437-33.76%47.60%94.48%38.44%0.0167
neutralETH-USDraw_baseline10.00437-53.31%47.60%94.48%34.55%0.0167
neutralETH-USDraw_baseline15.00437-69.86%47.60%94.48%29.06%0.0167
neutralETH-USDraw_baseline20.00437-80.54%47.60%94.48%24.49%0.0167
neutralETH-USDchip_cost_reclaim6.00272-10.33%44.49%96.56%41.91%0.0226
neutralETH-USDchip_cost_reclaim10.00272-27.87%44.49%96.56%37.50%0.0226
neutralETH-USDchip_cost_reclaim15.00272-45.07%44.49%96.56%33.09%0.0226
neutralETH-USDchip_cost_reclaim20.00272-58.17%44.49%96.56%29.04%0.0226
neutralETH-USDchip_cost_reclaim_plus_winner_ratio6.00215-19.70%46.05%97.28%40.00%0.0233
neutralETH-USDchip_cost_reclaim_plus_winner_ratio10.00215-32.40%46.05%97.28%35.81%0.0233
neutralETH-USDchip_cost_reclaim_plus_winner_ratio15.00215-45.49%46.05%97.28%31.63%0.0233
neutralETH-USDchip_cost_reclaim_plus_winner_ratio20.00215-56.06%46.05%97.28%28.37%0.0233
neutralSOL-USDraw_baseline6.0041234.14%49.76%94.69%45.87%0.0132
neutralSOL-USDraw_baseline10.00412-3.55%49.76%94.69%39.08%0.0132
neutralSOL-USDraw_baseline15.00412-36.15%49.76%94.69%34.22%0.0132
neutralSOL-USDraw_baseline20.00412-57.74%49.76%94.69%30.58%0.0132
neutralSOL-USDchip_cost_reclaim6.0020462.53%45.10%97.37%48.53%0.0199
neutralSOL-USDchip_cost_reclaim10.0020438.03%45.10%97.37%45.59%0.0199
neutralSOL-USDchip_cost_reclaim15.0020412.53%45.10%97.37%41.18%0.0199
neutralSOL-USDchip_cost_reclaim20.00204-8.27%45.10%97.37%38.24%0.0199
neutralSOL-USDchip_cost_reclaim_plus_winner_ratio6.0015939.95%41.51%97.95%50.31%0.0213
neutralSOL-USDchip_cost_reclaim_plus_winner_ratio10.0015923.22%41.51%97.95%45.91%0.0213
neutralSOL-USDchip_cost_reclaim_plus_winner_ratio15.001595.08%41.51%97.95%41.51%0.0213
neutralSOL-USDchip_cost_reclaim_plus_winner_ratio20.00159-10.39%41.51%97.95%38.36%0.0213
aggressiveBTC-USDraw_baseline6.00424-22.53%52.36%94.61%39.86%0.0463
aggressiveBTC-USDraw_baseline10.00424-44.83%52.36%94.61%33.02%0.0463
aggressiveBTC-USDraw_baseline15.00424-63.91%52.36%94.61%28.07%0.0463
aggressiveBTC-USDraw_baseline20.00424-76.40%52.36%94.61%22.41%0.0463
aggressiveBTC-USDchip_cost_reclaim6.00403-22.52%54.09%94.88%36.97%0.0597
aggressiveBTC-USDchip_cost_reclaim10.00403-43.89%54.09%94.88%32.01%0.0597
aggressiveBTC-USDchip_cost_reclaim15.00403-62.52%54.09%94.88%28.04%0.0597
aggressiveBTC-USDchip_cost_reclaim20.00403-74.97%54.09%94.88%25.06%0.0597
aggressiveBTC-USDchip_cost_reclaim_plus_winner_ratio6.00363-27.60%53.17%95.38%38.02%0.0615
aggressiveBTC-USDchip_cost_reclaim_plus_winner_ratio10.00363-45.86%53.17%95.38%32.78%0.0615
aggressiveBTC-USDchip_cost_reclaim_plus_winner_ratio15.00363-62.36%53.17%95.38%28.37%0.0615
aggressiveBTC-USDchip_cost_reclaim_plus_winner_ratio20.00363-73.83%53.17%95.38%25.34%0.0615
aggressiveETH-USDraw_baseline6.00437-33.76%47.60%94.48%38.44%0.0502
aggressiveETH-USDraw_baseline10.00437-53.31%47.60%94.48%34.55%0.0502
aggressiveETH-USDraw_baseline15.00437-69.86%47.60%94.48%29.06%0.0502
aggressiveETH-USDraw_baseline20.00437-80.54%47.60%94.48%24.49%0.0502
aggressiveETH-USDchip_cost_reclaim6.00428-39.43%53.27%94.59%36.45%0.0633
aggressiveETH-USDchip_cost_reclaim10.00428-57.00%53.27%94.59%34.11%0.0633
aggressiveETH-USDchip_cost_reclaim15.00428-71.99%53.27%94.59%31.07%0.0633
aggressiveETH-USDchip_cost_reclaim20.00428-81.76%53.27%94.59%27.80%0.0633
aggressiveETH-USDchip_cost_reclaim_plus_winner_ratio6.00366-32.60%51.37%95.37%37.70%0.0689
aggressiveETH-USDchip_cost_reclaim_plus_winner_ratio10.00366-49.72%51.37%95.37%35.25%0.0689
aggressiveETH-USDchip_cost_reclaim_plus_winner_ratio15.00366-65.15%51.37%95.37%31.97%0.0689
aggressiveETH-USDchip_cost_reclaim_plus_winner_ratio20.00366-75.85%51.37%95.37%28.96%0.0689
aggressiveSOL-USDraw_baseline6.0041234.14%49.76%94.69%45.87%0.0397
aggressiveSOL-USDraw_baseline10.00412-3.55%49.76%94.69%39.08%0.0397
aggressiveSOL-USDraw_baseline15.00412-36.15%49.76%94.69%34.22%0.0397
aggressiveSOL-USDraw_baseline20.00412-57.74%49.76%94.69%30.58%0.0397
aggressiveSOL-USDchip_cost_reclaim6.003896.08%49.61%94.99%41.39%0.0504
aggressiveSOL-USDchip_cost_reclaim10.00389-22.31%49.61%94.99%36.76%0.0504
aggressiveSOL-USDchip_cost_reclaim15.00389-47.37%49.61%94.99%33.93%0.0504
aggressiveSOL-USDchip_cost_reclaim20.00389-64.36%49.61%94.99%30.08%0.0504
aggressiveSOL-USDchip_cost_reclaim_plus_winner_ratio6.00348-7.32%50.57%95.52%39.37%0.0508
aggressiveSOL-USDchip_cost_reclaim_plus_winner_ratio10.00348-29.86%50.57%95.52%35.63%0.0508
aggressiveSOL-USDchip_cost_reclaim_plus_winner_ratio15.00348-50.49%50.57%95.52%33.33%0.0508
aggressiveSOL-USDchip_cost_reclaim_plus_winner_ratio20.00348-65.07%50.57%95.52%30.17%0.0508

artifact