Rank213 shadow compare

把当前 frozen-seed runner 的近期输出，与 raw-bar as-of basket 以及 formal frozen-gate reference 并排比较。这个页面的用途是审计当前接线与正式策略定义的一致性，不表示 live 已经完成。

runner · readiness_note · formal_strategy_review · asof_universe_long_history_review

证据上下文

as-of long-history: 1Y=True / 3Y=True / 6Y=True

frozen current-universe readiness: 1Y=False

汇总指标

runner_rows: 96
matched_rows: 96
basket_exact_match_rate: 0.0104
veto_count_match_rate: 0.5729
gate_match_rate: 0.6979
gate_mismatch_rate: 0.3021
veto_mismatch_rate: 0.4271
basket_only_in_runner_rate: 0.9688
basket_only_in_asof_rate: 0.9688
avg_long_overlap_rate: 0.5594
avg_short_overlap_rate: 0.4729
mean_runner_vs_asof_veto_net_diff_bps: -4.19
mean_runner_vs_formal_gate_net_diff_bps: -4.18

aggregate evidence

rows_with_runner_only_basket: 93
rows_with_asof_only_basket: 93
gate_mismatch_rows: 29
veto_mismatch_rows: 41
basket_only_in_runner_symbols: 1000PEPEUSDT, AVAXUSDT, B3USDT, BCHUSDT, BNBUSDT, BTCUSDT, CUSDT, DOTUSDT, ENAUSDT, ETHUSDT, FILUSDT, HYPEUSDT, KNCUSDT, ONTUSDT, ONUSDT, PIPPINUSDT, PIXELUSDT, QUSDT, RIVERUSDT, SIRENUSDT, SOLUSDT, STGUSDT, SUIUSDT, TAOUSDT, WLDUSDT, XRPUSDT, ZECUSDT
basket_only_in_asof_symbols: 1000PEPEUSDT, ADAUSDT, AVAXUSDT, B3USDT, BCHUSDT, BNBUSDT, BTCUSDT, CUSDT, DOGEUSDT, DOTUSDT, ENAUSDT, ETHUSDT, FILUSDT, HYPEUSDT, KNCUSDT, LINKUSDT, ONTUSDT, ONUSDT, PIPPINUSDT, PIXELUSDT, QUSDT, RIVERUSDT, SIRENUSDT, STGUSDT, SUIUSDT, TAOUSDT, WLDUSDT, ZECUSDT

detail csv: reports/artifacts/paper_rank213_largecap_xs_jump_veto/rank213_shadow_compare_detail.csv

最近样本对照

entry_ts	runner basket	raw-bar asof basket	basket-only evidence runner / asof	exact	overlap	match veto / gate	mismatch veto / gate	runner-vs-asof bps	runner-vs-gate bps
`2026-03-25T17:15:00Z`	`SIRENUSDT,TAOUSDT,ENAUSDT` `PIPPINUSDT,STGUSDT,ZECUSDT`	`SIRENUSDT,TAOUSDT,ENAUSDT` `PIPPINUSDT,QUSDT,STGUSDT`	`ZECUSDT` `QUSDT`	False	1.00 / 0.50	False / True	True / False	-37.79	-37.79
`2026-03-25T20:15:00Z`	`SIRENUSDT,ENAUSDT,TAOUSDT` `PIXELUSDT,DOTUSDT,B3USDT`	`SIRENUSDT,TAOUSDT,ENAUSDT` `PIPPINUSDT,ZECUSDT,STGUSDT`	`B3USDT,DOTUSDT,PIXELUSDT` `PIPPINUSDT,STGUSDT,ZECUSDT`	False	1.00 / 0.00	False / True	True / False	-217.16	-217.16
`2026-03-25T23:15:00Z`	`ENAUSDT,ONUSDT,WLDUSDT` `PIXELUSDT,STGUSDT,ZECUSDT`	`SIRENUSDT,ENAUSDT,TAOUSDT` `PIXELUSDT,B3USDT,DOTUSDT`	`ONUSDT,STGUSDT,WLDUSDT,ZECUSDT` `B3USDT,DOTUSDT,SIRENUSDT,TAOUSDT`	False	0.20 / 0.20	True / True	False / False	86.56	86.56
`2026-03-26T02:15:00Z`	`ENAUSDT,SIRENUSDT,ONUSDT` `PIXELUSDT,STGUSDT,ZECUSDT`	`ENAUSDT,ONUSDT,CUSDT` `PIXELUSDT,STGUSDT,ZECUSDT`	`SIRENUSDT` `CUSDT`	False	0.50 / 1.00	False / True	True / False	-336.46	-336.46
`2026-03-26T05:15:00Z`	`ENAUSDT,ONUSDT,QUSDT` `PIXELUSDT,WLDUSDT,HYPEUSDT`	`ENAUSDT,ONUSDT,QUSDT` `PIXELUSDT,STGUSDT,HYPEUSDT`	`WLDUSDT` `STGUSDT`	False	1.00 / 0.50	True / True	False / False	-18.96	-18.96
`2026-03-26T08:15:00Z`	`CUSDT,ONUSDT,ENAUSDT` `TAOUSDT,STGUSDT,ZECUSDT`	`ONUSDT,ENAUSDT,QUSDT` `PIXELUSDT,DOGEUSDT,STGUSDT`	`CUSDT,TAOUSDT,ZECUSDT` `DOGEUSDT,PIXELUSDT,QUSDT`	False	0.50 / 0.20	False / True	True / False	-89.75	-89.75
`2026-03-26T11:15:00Z`	`PIPPINUSDT,BTCUSDT,ONUSDT` `B3USDT,PIXELUSDT,ZECUSDT`	`ONUSDT,ENAUSDT,KNCUSDT` `TAOUSDT,PIXELUSDT,DOGEUSDT`	`B3USDT,BTCUSDT,PIPPINUSDT,ZECUSDT` `DOGEUSDT,ENAUSDT,KNCUSDT,TAOUSDT`	False	0.20 / 0.20	False / True	True / False	28.92	28.92
`2026-03-26T14:15:00Z`	`PIPPINUSDT,ONUSDT,CUSDT` `WLDUSDT,B3USDT,FILUSDT`	`PIPPINUSDT,BTCUSDT,CUSDT` `B3USDT,DOGEUSDT,WLDUSDT`	`FILUSDT,ONUSDT` `BTCUSDT,DOGEUSDT`	False	0.50 / 0.50	False / True	True / False	224.16	224.16
`2026-03-26T17:15:00Z`	`PIPPINUSDT,ONUSDT,STGUSDT` `RIVERUSDT,ONTUSDT,ENAUSDT`	`PIPPINUSDT,ONUSDT,CUSDT` `RIVERUSDT,WLDUSDT,B3USDT`	`ENAUSDT,ONTUSDT,STGUSDT` `B3USDT,CUSDT,WLDUSDT`	False	0.50 / 0.20	False / True	True / False	-349.06	-349.06
`2026-03-26T20:15:00Z`	`ONUSDT,STGUSDT,CUSDT` `RIVERUSDT,ENAUSDT,WLDUSDT`	`ONUSDT,PIPPINUSDT,STGUSDT` `RIVERUSDT,ONTUSDT,ENAUSDT`	`CUSDT,WLDUSDT` `ONTUSDT,PIPPINUSDT`	False	0.50 / 0.50	True / True	False / False	142.06	142.06
`2026-03-26T23:15:00Z`	`STGUSDT,ONUSDT,PIXELUSDT` `RIVERUSDT,WLDUSDT,FILUSDT`	`ONUSDT,STGUSDT,CUSDT` `RIVERUSDT,ENAUSDT,WLDUSDT`	`FILUSDT,PIXELUSDT` `CUSDT,ENAUSDT`	False	0.50 / 0.50	False / True	True / False	-70.97	-70.97
`2026-03-27T02:15:00Z`	`STGUSDT,ONUSDT,CUSDT` `RIVERUSDT,KNCUSDT,ONTUSDT`	`STGUSDT,ONUSDT,PIXELUSDT` `RIVERUSDT,ONTUSDT,ENAUSDT`	`CUSDT,KNCUSDT` `ENAUSDT,PIXELUSDT`	False	0.50 / 0.50	True / True	False / False	267.43	267.43
`2026-03-27T05:15:00Z`	`STGUSDT,CUSDT,KNCUSDT` `WLDUSDT,ONTUSDT,TAOUSDT`	`STGUSDT,ONUSDT,PIXELUSDT` `RIVERUSDT,ONTUSDT,WLDUSDT`	`CUSDT,KNCUSDT,TAOUSDT` `ONUSDT,PIXELUSDT,RIVERUSDT`	False	0.20 / 0.50	False / True	True / False	375.45	375.45
`2026-03-27T08:15:00Z`	`CUSDT,STGUSDT,KNCUSDT` `ONTUSDT,WLDUSDT,SOLUSDT`	`STGUSDT,CUSDT,KNCUSDT` `WLDUSDT,ONTUSDT,TAOUSDT`	`SOLUSDT` `TAOUSDT`	False	1.00 / 0.50	False / True	True / False	-55.69	-55.69
`2026-03-27T11:15:00Z`	`B3USDT,CUSDT,STGUSDT` `WLDUSDT,TAOUSDT,ONTUSDT`	`CUSDT,STGUSDT,KNCUSDT` `ONTUSDT,WLDUSDT,TAOUSDT`	`B3USDT` `KNCUSDT`	False	0.50 / 1.00	True / True	False / False	-303.11	-303.11
`2026-03-27T14:15:00Z`	`CUSDT,B3USDT,STGUSDT` `ONTUSDT,WLDUSDT,1000PEPEUSDT`	`B3USDT,CUSDT,STGUSDT` `ONTUSDT,WLDUSDT,TAOUSDT`	`1000PEPEUSDT` `TAOUSDT`	False	1.00 / 0.50	True / True	False / False	-367.27	-367.27
`2026-03-27T17:15:00Z`	`ONUSDT,CUSDT,KNCUSDT` `WLDUSDT,TAOUSDT,ENAUSDT`	`CUSDT,B3USDT,ONUSDT` `ONTUSDT,WLDUSDT,1000PEPEUSDT`	`ENAUSDT,KNCUSDT,TAOUSDT` `1000PEPEUSDT,B3USDT,ONTUSDT`	False	0.50 / 0.20	True / True	False / False	-1058.27	-1058.27
`2026-03-27T20:15:00Z`	`ONUSDT,B3USDT,PIXELUSDT` `ENAUSDT,WLDUSDT,SUIUSDT`	`ONUSDT,CUSDT,B3USDT` `WLDUSDT,ENAUSDT,TAOUSDT`	`PIXELUSDT,SUIUSDT` `CUSDT,TAOUSDT`	False	0.50 / 0.50	False / True	True / False	467.38	467.38
`2026-03-27T23:15:00Z`	`ONUSDT,B3USDT,PIXELUSDT` `KNCUSDT,WLDUSDT,ENAUSDT`	`ONUSDT,B3USDT,CUSDT` `WLDUSDT,ENAUSDT,SUIUSDT`	`KNCUSDT,PIXELUSDT` `CUSDT,SUIUSDT`	False	0.50 / 0.50	True / True	False / False	-226.35	-226.35
`2026-03-28T02:15:00Z`	`ONUSDT,SIRENUSDT,PIPPINUSDT` `STGUSDT,KNCUSDT,WLDUSDT`	`ONUSDT,B3USDT,PIXELUSDT` `KNCUSDT,WLDUSDT,ENAUSDT`	`PIPPINUSDT,SIRENUSDT,STGUSDT` `B3USDT,ENAUSDT,PIXELUSDT`	False	0.20 / 0.50	False / True	True / False	987.65	987.65