Rank 83 / Fib trend-strength admission layer · 成本稳定性检查

先核对 desk 状态：全 desk 仍无 due-now / overdue；最近 due 点仍是 美股 1d+1wk（SPY/QQQ/AAPL） -> 2026-03-19 20:00 UTC。 manual narrow-paper 最新 refresh @ 2026-03-19T07:55:34Z，new_closed_trades_appended=0。

为什么这轮选成本稳定性：上一轮 clean replication 已把 `Rank 83` 留在 `keep_P1 / evidence_pool`。按板子纪律，P1 最多只配 1 次便宜诚实检查；相比继续磨说明页，直接回答“它是不是只在低成本下看起来不错”更能决定该不该继续占 fast-lane。

Hard verdict：park / evidence_pool。这条 admission layer 的优势主要停留在低成本区间：6bps/side 还能保留正向 desk 级味道，10bps/side 已只剩 2/3 资产为正，15bps/side 更是 0/3 全部翻负。对当前 crypto 15m desk 来说，这更像成本敏感的研究线索，而不是值得继续占 fast-lane 预算的候选。

Primary variant（strength_sizing）成本梯度

cost_bps_per_side	mean_total_return	positive_asset_ratio	mean_trades	mean_trade_count_retention	mean_avg_net_ret	mean_fail_4bars_rate	mean_rebreak_618_4bars_rate
6	1.16%	100.00%	11.0	66.38%	0.11%	51.52%	36.36%
10	0.27%	66.67%	11.0	66.38%	0.03%	51.52%	36.36%
15	-0.83%	0.00%	11.0	66.38%	-0.07%	51.52%	36.36%

Per-asset cost survival

cost_bps_per_side	asset	trades	trade_count_retention	total_return	avg_net_ret	fail_4bars_rate
6	BTC-USD	11	61.11%	1.46%	0.13%	54.55%
6	ETH-USD	11	64.71%	0.51%	0.05%	54.55%
6	SOL-USD	11	73.33%	1.51%	0.14%	45.45%
10	BTC-USD	11	61.11%	0.57%	0.05%	54.55%
10	ETH-USD	11	64.71%	-0.37%	-0.03%	54.55%
10	SOL-USD	11	73.33%	0.62%	0.06%	45.45%
15	BTC-USD	11	61.11%	-0.54%	-0.05%	54.55%
15	ETH-USD	11	64.71%	-1.46%	-0.13%	54.55%
15	SOL-USD	11	73.33%	-0.48%	-0.04%	45.45%

对照：strength_filter

cost_bps_per_side	mean_total_return	positive_asset_ratio	mean_trades	mean_trade_count_retention	mean_avg_net_ret	mean_fail_4bars_rate
6	1.18%	66.67%	11.0	66.38%	0.11%	51.52%
10	0.29%	66.67%	11.0	66.38%	0.03%	51.52%
15	-0.80%	33.33%	11.0	66.38%	-0.07%	51.52%

一句话读法：`Rank 83` 并不是完全没 edge，但它当前更像 low-cost sensitive admission hint。如果 15m crypto desk 的真实执行 friction 稍微抬高，它的优势就会明显变脆。