Generated: 2026-05-10 03:40 UTC

Final Archive · Postmortem · 154b No-Go · Historical Overview

Rank 154 · Crypto-Stat-Arb · 归档目录

最终状态：ARCHIVED / failed release candidate；154b research lead only / no paper lane

日频横截面 carry + momentum + breakout 多空组合 · Binance USDT-M Perpetuals · 已归档，不再作为 release candidate

Quick Links

Final Archive Close-out
最终收口 · Rank154 failed release candidate · 154b research lead only
Postmortem / Archive
原 Rank154 失败归因：IC、分位 spread、long/short leg、age bucket
Rank154b Strict Backtest
young funding lead：price IC 有，但 after funding/cost 不过关
历史策略总览
Overview · 旧策略架构、回测审计、持仓详情（仅历史证据）
Historical Paper Report
旧每日 forward paper 跑单报告（已停止作为 release evidence）
Intake Digest / Admission Notes
旧 intake 与 P2/P3 admission 记录（历史脉络）

Research Timeline

TimeStageDescriptionLink
2026-03-24 09:22Fresh Intakecarry+momo+breakout intake from ryanczm/Crypto-Stat-ArbDigest
2026-03-24 09:50Surviving Follow-upCost sensitivity & buffer analysisAdmission Notes
2026-03-24 10:46P2 AdmissionHonesty audit: lagged execution survivesAdmission Notes
2026-03-24 12:49P3 HandoffPaper launch queue readiness—
2026-03-24 13:00–16:04EngineeringRunner skeleton, scheduler, sidecar offload—
2026-03-25 → 2026-05-10Paper Running (Historical)Daily forward paper retained as historical evidence, not release evidenceHistorical Report
2026-05-09PostmortemOriginal combined signal failed long-history IC/spread/leg attributionPostmortem
2026-05-09154b Lead AuditYoung funding lead failed after funding + realistic turnover cost154b Backtest
2026-05-10Final ArchiveRank154 and 154b archived / no paper laneClose-out

Current Status

Final Status
ARCHIVED
failed release candidate / no paper lane
Rank154b Verdict
NO-GO
price IC exists; after funding/cost fails
Historical Paper Equity
$11,712.38
Return: 17.12% · historical only · 45 days
Required Next Step
Do not optimize 154
new funding-age work needs new rank/name + regime
状态解释：旧 paper runner 的正收益不能再作为 release gate 证据。最终收口以 docs/RANK154_ARCHIVE_CLOSEOUT.md 和 rank154_archive_closeout.html 为准。

Key Artifacts

ArtifactPath
Equity Curve CSVreports/artifacts/paper_rank154_crypto_stat_arb_runner/rank154_paper_equity_curve.csv
Paper State JSONreports/artifacts/paper_rank154_crypto_stat_arb_runner/rank154_paper_state.json
Paper Status CSVreports/artifacts/paper_rank154_crypto_stat_arb_runner/rank154_paper_status.csv
Open Positions CSVreports/artifacts/paper_rank154_crypto_stat_arb_runner/rank154_paper_open_positions.csv
Rebalance Trades CSVreports/artifacts/paper_rank154_crypto_stat_arb_runner/rank154_paper_rebalance_trades.csv
Strategy Sourcesrc/momentum/strategies/rank154_crypto_stat_arb.py
Paper Runner Scriptscripts/run_rank154_crypto_stat_arb_paper_runner.py
Live Config YAMLconfig/strategies/rank154_crypto_stat_arb_tiny_live.yaml