生成时间：2026-06-18 06:55 UTC ｜ 这是 `TODO.md` 中 E 模块的固定网页入口：专门管理外部文献 / 开源仓库 / 复现候选，不直接下本地 alpha 结论。
这页只回答三件事：别人声称什么、证据质量如何、值不值得 clean-room 复现；不在这里把外部 claim 直接当成我们已经验证通过的因子。
这张卡不是在宣布新主线，而是在 EMA waiting-window + breakout cooldown 的双阻塞窗口里，给 desk 一张可以直接认领的备选清单：先找 更快拿到 first verdict、且更贴近 crypto 5m/15m breakout / confirmation 的 challenger。
当前 desk call：先按 Rank 1 → Rank 2 → Rank 3 看；默认先把它们当 breakout 的 confirmation / execution guard 候选，而不是直接宣布替代当前 Live Seat。
| Rank | 候选 | 为何现在看它 | Crypto 贴合度 | 全文/clean-room | 最小 first verdict | 当前 desk 角色 |
|---|---|---|---|---|---|---|
| 1 | τ-band / no-trade breakout filter De Angelis et al. (2021) 对应 digest | 直接贴合 intraday crypto 边界交易；最容易在 5m/15m breakout 上先拿到 first verdict。 | high | full_text / no_code / medium | 15m 做 `裸 breakout vs τ-band vs 2-of-3 closes outside`，先看假突破率与 post-cost return。 | 优先当 Live Seat 的 confirmation / execution guard challenger，而不是独立主策略。 |
| 2 | volume + support-flip + higher-low Yumna et al. (2024) 对应 digest | 和当前 breakout 主线最贴；规则可 clean-room，且能比继续重切旧样本更快给出 yes/no。 | high | full_text / no_code / low_to_medium | 15m 做 `裸 breakout vs 放量确认 vs support-flip vs higher-low vs 组合版`。 | 当前更适合作为窄范围 paper candidate / keep-narrower challenger；不直接升为 Live Seat。 |
| 3 | third-touch + EMA/MACD confluence Wiśniewski (2024) 对应 digest | 仍是 crypto 题材，且能把“先第三次确认、再看共识过滤”压成更严格的 breakout 入场门。 | medium_high | full_text / no_code / medium | 15m 做 `裸 breakout vs third-touch gate vs EMA slope 同向 vs EMA+MACD 共识`。 | 先当更窄的 structure-confirmation challenger；默认低于前两名。 |
| 4 | crypto pairs trading / high-correlation stat-arb Tadi et al. (2021, 2023) + open-source repos 参考论文 | 方向本身贴近 market-neutral alpha，也和 Jerry 新提出的“高相关币种价差 / 一多一空”思路一致；很适合走 `paper / repo -> replication -> light stability` 快筛。 | high | paper+repo / code-available / medium | 先做 BTC/ETH、ETH/SOL 等高相关币对的 `cointegration / z-score spread` 最小复现，再补时间稳定性、参数稳定性、跨对稳定性、成本/交易数稳定性。 | 当前已完成最小 clean replication；若 frozen-beta z-score spread 在主要 pairs 上整体偏负，则更诚实的 desk 读法应是 park / evidence pool。 |
| 5 | Polymarket lag-arb / BTC indicator score betting prediction-market bot ecosystem + desk hypothesis 开源生态参考 | 它利用的是 prediction market 下单/改价对外部现货信号的反应延迟，和当前我们做的单边/结构类 alpha 不同，属于新的执行型 alpha 方向。 | medium_high | desk thesis + open-source infra / medium | 先把 BTC 的 EMA/MACD/动量等综合成一个方向分数，再对比 Polymarket 对应短周期 BTC 市场价格变化，做最小 lead-lag / fill-delay / post-cost 检查。 | 新的 scout 候补池候选；默认先做 source intake，不直接抢当前 top-3 排班。若最小 lead-lag 明确存在，再进 clean replication。 |
| 6 | BTC-equity proxy spread / COIN-MSTR-tech relative-value desk hypothesis + BTC proxy literature 代理关系参考 | 如果 BTC 与 COIN/MSTR/科技板块之间存在高相关但有短时错位，这条线本质上也是跨资产相对价值/统计套利，和纯方向单边不同。 | medium_high | desk thesis / medium | 先在 BTC vs COIN、BTC vs MSTR、BTC vs tech proxy 上做 rolling correlation + lead-lag + z-score spread 的最小复现，再补参数/时间/成本检查。 | 新的 scout 候补池候选；默认先做 source intake 和最小代理关系验证，不直接进入 paper candidate。 |
artifact：reports/artifacts/literature/scout_seat_fast_cycle_crypto_shortlist_v1.csv（相对路径：csv）
已落一张 15m crypto 对照实验页：scout_tau_band_breakout_15m。
Binance 120d 15mconfirm2of3_tau_010（mean_total_return=-0.111552701798405，mean_false_break_ratio=0.4103126856803327）reports/artifacts/scout_tau_band_breakout_15m/variant_aggregate.csv这张卡只做 first verdict：判断 τ-band / no-trade 是否值得继续当 breakout execution guard challenger；不直接宣称替代 Live Seat。
已把 Rank 2 从 clean-room spec 推到最小本地 verdict 页：scout_volume_supportflip_higherlow_15m。
reports/artifacts/scout_volume_supportflip_higherlow_15m/combo_all_friction_ladder.csv）reports/artifacts/scout_volume_supportflip_higherlow_15m/combo_all_shadow_readiness_drycheck.csv）reports/artifacts/scout_volume_supportflip_higherlow_15m/combo_all_trade_count_honesty.csv）reports/artifacts/scout_volume_supportflip_higherlow_15m/combo_all_time_stability_drycheck.csv）reports/artifacts/scout_volume_supportflip_higherlow_15m/combo_all_cross_asset_stability_drycheck.csv）reports/artifacts/scout_volume_supportflip_higherlow_15m/combo_all_parameter_stability_drycheck.csv）reports/artifacts/scout_volume_supportflip_higherlow_15m/combo_all_paper_candidate_admission_memo.csv）reports/artifacts/scout_volume_supportflip_higherlow_15m/combo_all_paper_candidate_monitoring_board.csv）reports/artifacts/scout_volume_supportflip_higherlow_15m/combo_all_narrow_paper_pilot_ledger_template.csv）reports/artifacts/scout_volume_supportflip_higherlow_15m/combo_all_narrow_paper_pilot_refresh_seed_rows.csv）reports/artifacts/scout_volume_supportflip_higherlow_15m/combo_all_narrow_paper_pilot_weekly_review_seed_rows.csv）Binance 120d 15m（沿用 Rank 1 本地 cache）combo_all（mean_total_return=0.0232517584741632，mean_false_break_ratio=0.0666666666666666）reports/artifacts/scout_volume_supportflip_higherlow_15m/variant_aggregate.csv这张卡现在同时承接 first verdict + paper candidate admission memo：它回答 Rank 2 是否已够资格进入窄范围 paper candidate pool，但仍不直接宣称替代 Live Seat。
当 Rank 1 τ-band 只有极少新 bar、还不够做 honest continuation 时，已把 Rank 2 冻结成可直接实现的 clean-room spec：scout_volume_supportflip_higherlow_15m。
raw_breakout | volume_only | support_flip_only | higher_low_only | combo_allreports/artifacts/scout_volume_supportflip_higherlow_15m/clean_room_spec_v1.csv这张卡保留 spec 入口，方便回看 Rank 2 最初冻结的 clean-room 规则；真正的本地结果以上面的 first verdict 卡为准。
已把 Rank 3 从 clean-room spec 推到最小本地 verdict 页：scout_third_touch_ema_macd_15m。
Binance 120d 15m（沿用 Rank 1 本地 cache）third_touch_plus_ema_macd（mean_total_return=0.0077966751417952，mean_false_break_ratio=0.0）reports/artifacts/scout_third_touch_ema_macd_15m/variant_aggregate.csv这张卡现在是 performance first verdict，不再只是 spec-only；它回答 Rank 3 更像 keep-narrow 还是应尽快 bench。
若要回看 Rank 3 最初冻结的实现口径，仍可从同一页面回看 clean-room spec：scout_third_touch_ema_macd_15m。
raw_breakout | third_touch_only | third_touch_plus_ema | third_touch_plus_ema_macdreports/artifacts/scout_third_touch_ema_macd_15m/clean_room_spec_v1.csv这张卡现在只保留作 spec 入口；当前 Rank 3 的最新 desk 读法以上面的 first verdict 卡为准。
已把 Rank 4 从 source intake 推到最小本地 clean replication 页：scout_crypto_pairs_stat_arb_15m。
2025-11-16 09:30 UTC -> 2026-03-16 12:00 UTCBTC-USD/ETH-USD（cumulative_net_return=-0.1241954029071568，trade_count=83）reports/artifacts/scout_crypto_pairs_stat_arb_15m/pair_summary.csv这张卡现在只回答一件事：repo-inspired frozen-beta z-score spread 在现有 15m crypto 缓存上能不能诚实跑通，以及它更像 one-more-light-check 还是应直接 park。
当 `Run 2` 当前没有新的合格 scout 动作时，这张卡把 Rank 2 paper candidate 的监控字段直接桥接到 small-live dry-run / shadow parity，避免 desk 在 waiting-window 空转。
| step | handoff_gate | rank2_input | small_live_output | hard_blocker_if_fail | operator_action |
|---|---|---|---|---|---|
| 1 | scope_lock_sync | combo_all / 15m / BTC+ETH+SOL / one_more_light_check | candidate_id=rank2_combo_all_15m_narrow_paper; deployment_scope=paper_candidate_only | scope 或资产池不一致导致 live/plumbing 越级 | freeze_handoff_and_keep_paper_candidate_only |
| 2 | signal_ledger_key_bridge | signal_ts, breakout_ts, asset, side, entry/exit, cost_bps | paper_ref_id, signal_bar_utc, research_symbol/venue_symbol, intended_qty/rounded_qty | paper_ref_id 缺失或 key 无法追溯同一条信号 | block_shadow_parity_until_key_chain_complete |
| 3 | false_break_watch_bridge | false_break_flag, false_break_ratio_weekly | mismatch_status watchdog + weekly review ticket | false_break 异常未进入周度工单导致风险被吞没 | force_weekly_review_ticket_and_hold_shadow |
| 4 | idle_gap_watch_bridge | days_since_last_trade, idle_gap_status | reopen_gate precondition + cooldown guard | 任一资产空窗>45d 仍继续推进 tiny-live review | mark_parity_red_and_hold_paper_only |
| 5 | time_pocket_review_bridge | early/mid/late pocket review result | operator_note + reopen_condition with pocket tag | 出现 early-pocket 弱段但未写入 reopen 条件 | deny_promotion_and_require_pocket_writeback |
| 6 | promotion_boundary_sync | paper_candidate only (not live-ready) | small_live stage limited to dry_run/shadow_parity with capital=0 | 把 plumbing 误读成 live admission | hard_stop_and_escalate_to_bot2_review |
artifact：reports/artifacts/alpha_closure_board/small_live_rank2_paper_candidate_handoff_map_v1.csv ｜ 这张卡只定义 handoff / 风险边界，不等于已拿到 live admission。
这张卡把 Rank 2 combo_all 真正写成一条可审计的 blocked dry-run registry row：它只允许留在 paper_candidate_only 并排队到 routing_dry_run_replay，不会被 wording 偷升格成 tiny-live。
| ticket_id | candidate_id | deployment_scope | review_stage | ticket_status | closeout_state | next_queue | ready_for_next_queue | blocking_watchers | required_refs | operator_note | hard_stop_rule | generated_at_utc |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| rank2-dryrun-001 | rank2_combo_all_15m_narrow_paper | paper_candidate_only | dry_run | blocked | dry_run_only | routing_dry_run_replay | no | idle_gap_watch=58.6d; time_pocket_review=early_bucket_-1.34%_0of3_positive; promotion_boundary=paper_candidate_only | handoff_map=small_live_rank2_paper_candidate_handoff_map_v1.csv; monitoring_board=combo_all_paper_candidate_monitoring_board.csv | 当前只允许准备 dry-run registry row；未完成新 dry-run receipt chain 前，不得进入 shadow_parity，更不得写成 tiny-live ready。 | 若 candidate scope 漂移、未补齐 receipt chain、或忽略 idle-gap/time-pocket watch，则保持 blocked 并停在 paper_candidate_only。 | 2026-03-16 15:57:18 UTC |
artifact：reports/artifacts/alpha_closure_board/small_live_rank2_dry_run_registry_row_v1.csv ｜ 这是 concrete registry row，不是 live admission；它把当前 blocker（idle-gap / early-pocket / promotion boundary）直接锁进 closeout 链。
这张卡把上一张 blocked dry-run registry row 的 next_queue=routing_dry_run_replay 继续压成一张可直接打开的 replay ticket：现在不是继续抽象地说“后面再补 dry-run”，而是把 必须补哪条 receipt chain、要绑哪些 ref、补齐后最多只允许关到哪一步 写死。
| ticket_id | candidate_id | deployment_scope | review_stage | opened_from_registry_ref | replay_scope | required_receipt_chain | required_supporting_refs | ready_for_open | current_blockers | success_closeout | fail_closeout | operator_note | generated_at_utc |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| SL-DRYRUN-rank2-202603161608 | rank2_combo_all_15m_narrow_paper | paper_candidate_only | dry_run_replay | small_live_rank2_dry_run_registry_row_v1.csv | BTC/ETH/SOL whitelist only; no new symbols; no capital > 0 | intent->ack->cancel/close receipt chain on test/no-fill for at least one whitelisted symbol | handoff_map=small_live_rank2_paper_candidate_handoff_map_v1.csv; monitoring_board=combo_all_paper_candidate_monitoring_board.csv; review_ticket_template=small_live_review_ticket_template_v1.csv; routing_checklist=small_live_routing_dry_run_checklist_v1.csv | no | idle_gap_watch=58.6d; time_pocket_review=early_bucket_-1.34%_0of3_positive; route_receipt_chain_missing; promotion_boundary=paper_candidate_only | Only close as dry_run_pass -> eligible_for_shadow_parity_review if receipt chain is complete and candidate scope is unchanged. | Otherwise keep dry_run_only / blocked and replay queue remains routing_dry_run_replay. | 当前只把 next_queue 写成一张可直接开工的 replay ticket；在 receipt chain 真补齐前，仍不得进入 shadow_parity，更不得写成 tiny-live ready。 | 2026-03-16 16:08:00 UTC |
artifact：reports/artifacts/alpha_closure_board/small_live_rank2_routing_dry_run_replay_ticket_v1.csv ｜ 当前 hard verdict 仍是 blocked / paper_candidate_only；这张票的价值在于把下一步 replay 写成 concrete queue item，而不是把 Rank 2 偷说成已接近 tiny-live。
closeout hard verdict：Light Stability Pack 和 paper-candidate write-back 已补齐，但当前允许动作仍只有 BTC/ETH/SOL whitelist 上的一次真实 test/no-fill receipt chain replay；在那条回执链补齐前，Rank 2 继续停在 paper_candidate_only，不得偷进 shadow_parity 或 tiny-live。
| candidate_id | desk_role | light_pack_status | paper_candidate_status | monitoring_status | closeout_state | tiny_live_plumbing_status | next_allowed_action | blocked_actions | key_blockers | required_receipt_chain | required_refs | current_hard_verdict | generated_at_utc |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| rank2_combo_all_15m_narrow_paper | Scout Seat -> narrow paper candidate pool; Run 3 closeout only | complete (time / parameter / cross-asset / cost-trade-count all landed) | `combo_all` 已满足进入窄范围 paper candidate pool 的最小条件，但必须保留 `one more light check` 标签，且不得偷升格成 Live Seat / tiny-live。 | 已把 Rank 2 的最小 ledger / monitoring 接口压成可复用 board；它现在可以更诚实地接入 paper-candidate 级别的记账与巡检，但仍只服务窄范围 paper pool。 | dry_run_only | blocked | only one real test/no-fill receipt-chain replay on BTC/ETH/SOL whitelist, else keep parked at paper_candidate_only | shadow_parity / tiny-live / widened scope / new-symbol routing | idle_gap_watch=58.6d; time_pocket_review=early_bucket_-1.34%_0of3_positive; route_receipt_chain_missing; promotion_boundary=paper_candidate_only | intent->ack->cancel/close receipt chain on test/no-fill for at least one whitelisted symbol | handoff_map=small_live_rank2_paper_candidate_handoff_map_v1.csv; monitoring_board=combo_all_paper_candidate_monitoring_board.csv; review_ticket_template=small_live_review_ticket_template_v1.csv; routing_checklist=small_live_routing_dry_run_checklist_v1.csv | Rank 2 is now a narrow paper candidate with closeout artifacts ready, but it remains blocked at paper_candidate_only until a real dry-run receipt chain is completed without scope drift. | 2026-06-18 06:55:38 UTC |
artifact：reports/artifacts/alpha_closure_board/small_live_rank2_status_snapshot_v1.csv ｜ 这张卡把 Rank 2 当前 desk 状态压成一行 closeout snapshot，方便后续轮次直接判断：是继续补唯一允许的 replay，还是诚实地保持 parked / blocked。
这张卡不再重复解释 Rank 2 现在是不是 paper candidate，而是把当前唯一允许的 tiny-live plumbing 动作压成一张 Rank 2 专用 operator packet：只允许在 BTC/ETH/SOL whitelist 上做一次真实 test/no-fill intent -> ack -> cancel/close 回执链 replay，且每条 whitelist leg 都写死 scope、可做动作、必须绑定的 refs、成功/失败 writeback。
| packet_order | candidate_id | deployment_scope | review_stage | research_symbol | venue_symbol | venue_mode | required_receipt_chain | allowed_operator_action | must_keep_refs | monitoring_hooks | lane_note | hard_stop | success_writeback | fail_writeback | current_blockers | current_verdict | generated_at_utc |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 1 | rank2_combo_all_15m_narrow_paper | paper_candidate_only | dry_run_receipt_chain_only | BTC-USD | BTCUSDT | test/no-fill | intent->ack->cancel/close receipt chain on test/no-fill for at least one whitelisted symbol | one whitelist-bound test/no-fill replay only; cancel_after_ack; capital stays 0 | handoff_map=small_live_rank2_paper_candidate_handoff_map_v1.csv; monitoring_board=combo_all_paper_candidate_monitoring_board.csv; review_ticket_template=small_live_review_ticket_template_v1.csv; routing_checklist=small_live_routing_dry_run_checklist_v1.csv | scope_lock; signal_ledger; false_break_watch; idle_gap_watch; time_pocket_review; promotion_boundary | weakest cross-asset leg; only honest test/no-fill receipt replay, no scope widening | any scope drift / capital > 0 / missing ack or cancel / new symbol routing => keep blocked at paper_candidate_only | close only as dry_run_pass -> eligible_for_shadow_parity_review if same candidate scope is preserved and full receipt chain lands | otherwise keep dry_run_only / blocked and route back to routing_dry_run_replay | idle_gap_watch=58.6d; time_pocket_review=early_bucket_-1.34%_0of3_positive; route_receipt_chain_missing; promotion_boundary=paper_candidate_only | Rank 2 is now a narrow paper candidate with closeout artifacts ready, but it remains blocked at paper_candidate_only until a real dry-run receipt chain is completed without scope drift. | 2026-06-18 06:55:38 UTC |
| 2 | rank2_combo_all_15m_narrow_paper | paper_candidate_only | dry_run_receipt_chain_only | ETH-USD | ETHUSDT | test/no-fill | intent->ack->cancel/close receipt chain on test/no-fill for at least one whitelisted symbol | one whitelist-bound test/no-fill replay only; cancel_after_ack; capital stays 0 | handoff_map=small_live_rank2_paper_candidate_handoff_map_v1.csv; monitoring_board=combo_all_paper_candidate_monitoring_board.csv; review_ticket_template=small_live_review_ticket_template_v1.csv; routing_checklist=small_live_routing_dry_run_checklist_v1.csv | scope_lock; signal_ledger; false_break_watch; idle_gap_watch; time_pocket_review; promotion_boundary | preferred whitelist leg if one clean test/no-fill receipt chain is needed with fewer current blockers | any scope drift / capital > 0 / missing ack or cancel / new symbol routing => keep blocked at paper_candidate_only | close only as dry_run_pass -> eligible_for_shadow_parity_review if same candidate scope is preserved and full receipt chain lands | otherwise keep dry_run_only / blocked and route back to routing_dry_run_replay | idle_gap_watch=58.6d; time_pocket_review=early_bucket_-1.34%_0of3_positive; route_receipt_chain_missing; promotion_boundary=paper_candidate_only | Rank 2 is now a narrow paper candidate with closeout artifacts ready, but it remains blocked at paper_candidate_only until a real dry-run receipt chain is completed without scope drift. | 2026-06-18 06:55:38 UTC |
| 3 | rank2_combo_all_15m_narrow_paper | paper_candidate_only | dry_run_receipt_chain_only | SOL-USD | SOLUSDT | test/no-fill | intent->ack->cancel/close receipt chain on test/no-fill for at least one whitelisted symbol | one whitelist-bound test/no-fill replay only; cancel_after_ack; capital stays 0 | handoff_map=small_live_rank2_paper_candidate_handoff_map_v1.csv; monitoring_board=combo_all_paper_candidate_monitoring_board.csv; review_ticket_template=small_live_review_ticket_template_v1.csv; routing_checklist=small_live_routing_dry_run_checklist_v1.csv | scope_lock; signal_ledger; false_break_watch; idle_gap_watch; time_pocket_review; promotion_boundary | preferred whitelist leg if venue precision / min_notional is cleaner than BTC while keeping same candidate scope | any scope drift / capital > 0 / missing ack or cancel / new symbol routing => keep blocked at paper_candidate_only | close only as dry_run_pass -> eligible_for_shadow_parity_review if same candidate scope is preserved and full receipt chain lands | otherwise keep dry_run_only / blocked and route back to routing_dry_run_replay | idle_gap_watch=58.6d; time_pocket_review=early_bucket_-1.34%_0of3_positive; route_receipt_chain_missing; promotion_boundary=paper_candidate_only | Rank 2 is now a narrow paper candidate with closeout artifacts ready, but it remains blocked at paper_candidate_only until a real dry-run receipt chain is completed without scope drift. | 2026-06-18 06:55:38 UTC |
artifact：reports/artifacts/alpha_closure_board/small_live_rank2_receipt_chain_operator_packet_v1.csv ｜ 价值不在于暗示 Rank 2 更接近 tiny-live，而在于把“下一步只能补 receipt chain”从一句抽象 hard verdict 压成三条 whitelist-bound 的 concrete operator row；receipt chain 真补齐前，状态仍是 paper_candidate_only / blocked。
这张卡继续沿着上一张 operator packet 往前走半步：不是去假装 receipt chain 已经发生，而是把 真实 replay 一旦发生时必须怎么回写 先冻结成审计模板。这样后续无论挑 BTC/ETH/SOL 哪条 whitelist leg，都会强制留下 intent_ref / ack_ref / cancel_or_close_ref 三段证据，而不是靠文字说明“应该补过了”。
| receipt_stub_id | candidate_id | deployment_scope | research_symbol | venue_symbol | venue_mode | expected_receipt_chain | intent_ref | ack_ref | cancel_or_close_ref | chain_status | scope_check | capital_check | writeback_on_success | writeback_on_fail | required_refs_bundle | current_blockers | operator_note | generated_at_utc |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| rank2-btcusdt-test-receipt-001 | rank2_combo_all_15m_narrow_paper | paper_candidate_only | BTC-USD | BTCUSDT | test/no-fill | intent->ack->cancel/close receipt chain on test/no-fill for at least one whitelisted symbol | pending_real_test_no_fill_intent_ref | pending_real_ack_ref | pending_real_cancel_or_close_ref | pending_real_replay | must_match_packet_scope | must_remain_0 | close only as dry_run_pass -> eligible_for_shadow_parity_review if same candidate scope is preserved and full receipt chain lands | otherwise keep dry_run_only / blocked and route back to routing_dry_run_replay | handoff_map=small_live_rank2_paper_candidate_handoff_map_v1.csv; monitoring_board=combo_all_paper_candidate_monitoring_board.csv; review_ticket_template=small_live_review_ticket_template_v1.csv; routing_checklist=small_live_routing_dry_run_checklist_v1.csv | idle_gap_watch=58.6d; time_pocket_review=early_bucket_-1.34%_0of3_positive; route_receipt_chain_missing; promotion_boundary=paper_candidate_only | Fill this row only after a real whitelist-bound test/no-fill replay lands; without all three refs, keep blocked. | 2026-06-18 06:55:38 UTC |
| rank2-ethusdt-test-receipt-001 | rank2_combo_all_15m_narrow_paper | paper_candidate_only | ETH-USD | ETHUSDT | test/no-fill | intent->ack->cancel/close receipt chain on test/no-fill for at least one whitelisted symbol | pending_real_test_no_fill_intent_ref | pending_real_ack_ref | pending_real_cancel_or_close_ref | pending_real_replay | must_match_packet_scope | must_remain_0 | close only as dry_run_pass -> eligible_for_shadow_parity_review if same candidate scope is preserved and full receipt chain lands | otherwise keep dry_run_only / blocked and route back to routing_dry_run_replay | handoff_map=small_live_rank2_paper_candidate_handoff_map_v1.csv; monitoring_board=combo_all_paper_candidate_monitoring_board.csv; review_ticket_template=small_live_review_ticket_template_v1.csv; routing_checklist=small_live_routing_dry_run_checklist_v1.csv | idle_gap_watch=58.6d; time_pocket_review=early_bucket_-1.34%_0of3_positive; route_receipt_chain_missing; promotion_boundary=paper_candidate_only | Fill this row only after a real whitelist-bound test/no-fill replay lands; without all three refs, keep blocked. | 2026-06-18 06:55:38 UTC |
| rank2-solusdt-test-receipt-001 | rank2_combo_all_15m_narrow_paper | paper_candidate_only | SOL-USD | SOLUSDT | test/no-fill | intent->ack->cancel/close receipt chain on test/no-fill for at least one whitelisted symbol | pending_real_test_no_fill_intent_ref | pending_real_ack_ref | pending_real_cancel_or_close_ref | pending_real_replay | must_match_packet_scope | must_remain_0 | close only as dry_run_pass -> eligible_for_shadow_parity_review if same candidate scope is preserved and full receipt chain lands | otherwise keep dry_run_only / blocked and route back to routing_dry_run_replay | handoff_map=small_live_rank2_paper_candidate_handoff_map_v1.csv; monitoring_board=combo_all_paper_candidate_monitoring_board.csv; review_ticket_template=small_live_review_ticket_template_v1.csv; routing_checklist=small_live_routing_dry_run_checklist_v1.csv | idle_gap_watch=58.6d; time_pocket_review=early_bucket_-1.34%_0of3_positive; route_receipt_chain_missing; promotion_boundary=paper_candidate_only | Fill this row only after a real whitelist-bound test/no-fill replay lands; without all three refs, keep blocked. | 2026-06-18 06:55:38 UTC |
artifact：reports/artifacts/alpha_closure_board/small_live_rank2_receipt_chain_log_template_v1.csv ｜ 这不是放行结论，而是 receipt chain 的 writeback 模板；只有真实三段回执都落地，后续轮次才有资格把某条 row 从 pending_real_replay 往 dry_run_pass 方向收口。
这张卡把 “什么才算 receipt chain 真补齐” 也固定成 closeout 规则：不是有模板就算通过，也不是只出现 intent / ack 任一段就能往下走，而是必须在同一条 whitelist-bound replay 上同时拿到 intent_ref + ack_ref + cancel_or_close_ref 三段真实回执，且 scope 不漂移、capital=0。只有这样，后续轮次才允许把状态从 paper_candidate_only / blocked 收口到 eligible_for_shadow_parity_review；否则继续 blocked。
| gate_id | candidate_id | research_symbol | venue_symbol | deployment_scope | receipt_gate_status | required_real_refs | current_stub_refs | scope_guard | capital_guard | pass_condition | fail_condition | pass_transition | fail_transition | required_refs_bundle | allowed_operator_action | current_blockers | current_hard_verdict | generated_at_utc |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| gate-btcusdt-001 | rank2_combo_all_15m_narrow_paper | BTC-USD | BTCUSDT | paper_candidate_only | blocked_until_three_real_refs_land | intent_ref + ack_ref + cancel_or_close_ref | pending_real_test_no_fill_intent_ref | pending_real_ack_ref | pending_real_cancel_or_close_ref | must_match_packet_scope | must_remain_0 | all three refs are real and candidate scope stays unchanged with capital=0 | missing any ref / scope drift / capital > 0 / missing cancel-close | eligible_for_shadow_parity_review only; still not tiny-live | keep dry_run_only / blocked and route back to routing_dry_run_replay | handoff_map=small_live_rank2_paper_candidate_handoff_map_v1.csv; monitoring_board=combo_all_paper_candidate_monitoring_board.csv; review_ticket_template=small_live_review_ticket_template_v1.csv; routing_checklist=small_live_routing_dry_run_checklist_v1.csv | one whitelist-bound test/no-fill replay only; cancel_after_ack; capital stays 0 | idle_gap_watch=58.6d; time_pocket_review=early_bucket_-1.34%_0of3_positive; route_receipt_chain_missing; promotion_boundary=paper_candidate_only | Rank 2 is now a narrow paper candidate with closeout artifacts ready, but it remains blocked at paper_candidate_only until a real dry-run receipt chain is completed without scope drift. | 2026-06-18 06:55:38 UTC |
| gate-ethusdt-001 | rank2_combo_all_15m_narrow_paper | ETH-USD | ETHUSDT | paper_candidate_only | blocked_until_three_real_refs_land | intent_ref + ack_ref + cancel_or_close_ref | pending_real_test_no_fill_intent_ref | pending_real_ack_ref | pending_real_cancel_or_close_ref | must_match_packet_scope | must_remain_0 | all three refs are real and candidate scope stays unchanged with capital=0 | missing any ref / scope drift / capital > 0 / missing cancel-close | eligible_for_shadow_parity_review only; still not tiny-live | keep dry_run_only / blocked and route back to routing_dry_run_replay | handoff_map=small_live_rank2_paper_candidate_handoff_map_v1.csv; monitoring_board=combo_all_paper_candidate_monitoring_board.csv; review_ticket_template=small_live_review_ticket_template_v1.csv; routing_checklist=small_live_routing_dry_run_checklist_v1.csv | one whitelist-bound test/no-fill replay only; cancel_after_ack; capital stays 0 | idle_gap_watch=58.6d; time_pocket_review=early_bucket_-1.34%_0of3_positive; route_receipt_chain_missing; promotion_boundary=paper_candidate_only | Rank 2 is now a narrow paper candidate with closeout artifacts ready, but it remains blocked at paper_candidate_only until a real dry-run receipt chain is completed without scope drift. | 2026-06-18 06:55:38 UTC |
| gate-solusdt-001 | rank2_combo_all_15m_narrow_paper | SOL-USD | SOLUSDT | paper_candidate_only | blocked_until_three_real_refs_land | intent_ref + ack_ref + cancel_or_close_ref | pending_real_test_no_fill_intent_ref | pending_real_ack_ref | pending_real_cancel_or_close_ref | must_match_packet_scope | must_remain_0 | all three refs are real and candidate scope stays unchanged with capital=0 | missing any ref / scope drift / capital > 0 / missing cancel-close | eligible_for_shadow_parity_review only; still not tiny-live | keep dry_run_only / blocked and route back to routing_dry_run_replay | handoff_map=small_live_rank2_paper_candidate_handoff_map_v1.csv; monitoring_board=combo_all_paper_candidate_monitoring_board.csv; review_ticket_template=small_live_review_ticket_template_v1.csv; routing_checklist=small_live_routing_dry_run_checklist_v1.csv | one whitelist-bound test/no-fill replay only; cancel_after_ack; capital stays 0 | idle_gap_watch=58.6d; time_pocket_review=early_bucket_-1.34%_0of3_positive; route_receipt_chain_missing; promotion_boundary=paper_candidate_only | Rank 2 is now a narrow paper candidate with closeout artifacts ready, but it remains blocked at paper_candidate_only until a real dry-run receipt chain is completed without scope drift. | 2026-06-18 06:55:38 UTC |
artifact：reports/artifacts/alpha_closure_board/small_live_rank2_receipt_chain_completion_gate_v1.csv ｜ 这张 gate 表的价值，是把“真实三段回执都落地才算 dry-run pass”写成机器可读 closeout 规则，避免 future run 把模板行、单段 ack、或 scope 漂移误读成已完成 receipt chain。
这张卡专门回答当前 EMA = waiting_not_due 时，为什么 bot3 这轮没有继续硬开新的 repo-based Scout 主动作：不是因为整个 desk 要等，而是因为本地 paper / repo based 5m / 15m crypto 快筛池里，当前允许动作已经基本被消化完了。
| bucket | candidate | current_status | current_margin_call | why_not_now | next_honest_trigger |
|---|---|---|---|---|---|
| P3 | Rank 2 · volume + support-flip + higher-low | narrow paper pilot / cron-managed continuity | no default append/review need | 继续动作只会回到 whitelist-bound dry-run receipt chain 或 weekly review writeback；当前都不是 Scout Seat 的更高边际主资源。 | real append / weekly-review row / receipt refs |
| P3 | Rank 17 · pullback recovery confirmation | narrow paper pilot / cron-managed continuity | no default append/review need | open paper positions 属于专属 refresh continuity，不自动构成 bot3 本轮默认主资源。 | closed-trade append / weekly-review row |
| P3 | Rank 29 · trendline breakout navigator | narrow paper pilot / cron-managed continuity | no default append/review need | 最新 manual refresh 只新增 open continuity position，不是新的 Scout Seat verdict-changing 动作。 | closed-trade append / weekly-review row |
| P0-P1 | Rank 30-35 repo-based fresh intake family | current allowed action consumed | park / evidence pool | Rank 30/31/32/33/34/35 已完成当前允许的一轮 source intake 或最小 clean replication；继续默认会退化成近义 micro-slicing。 | bot2 explicit reopen with one verdict-changing check |
| external-data queue | Rank 5 / Rank 6 | shortlist remains but external-data dependent | not default scout resource now | 当前 desk 要求 Scout Seat 默认优先 paper/repo based 5m/15m crypto；这两条需要 prediction-market 或 equity proxy 外部依赖。 | bot2 explicit nomination or fresh external data lane approval |
repo_fastlane_temporarily_exhausted -> fallback_to_tiny_live_plumbingclosed-trade append / weekly-review row / receipt refs，就可以重新回到 Scout / narrow-paper 主资源。artifact：reports/artifacts/literature/scout_repo_fastlane_exhaustion_board_v1.csv ｜ 这不是“永久没得做”，而是把当前剩余预算读成一条更诚实的 desk 结论：本地 repo fast-lane 暂时耗尽，所以本轮默认转去 Run 3 tiny-live plumbing 比继续伪造 Scout 进展更对。
docs/LITERATURE_TRENDLINE_SIGNAL_MAP.md。当前已把搜索协议正式定稿为 Scout protocol v1：要求同时审 `来源质量 / 全文可得性 / 结构定义清晰度 / 复现可能性 / repaint-future-info 风险`，避免 E 模块退化成随手收链接。
| 字段 | 用途 |
|---|---|
fulltext_access | 区分 full_text / abstract_only / repo_only，避免只凭摘要进 replication shortlist |
license / source boundary | 提前区分可 clean-room 学习与不能直接搬代码的边界 |
evidence_status | 统一追踪 read / digest_done / deep_dive_done / replication_candidate / parked |
fit_for_us | 明确它是更服务 mainline event、feature、filter 还是 explainability |
clean-room difficulty | 帮助后续 2~3 轮 E 模块优先挑“最值得且最能快速复现”的对象 |
reading/：外部证据、文献卡、deep dive、replication candidatefactors/：我们自己已经做过本地验证的研究结果| 方向 | 为什么重要 | 希望找到什么 |
|---|---|---|
| Trendline breakout + confirmation | 最贴近我们当前 mainline | 明确的事件定义 + 回测 + 最好有代码 |
| Failed breakout / rebound / rejection | 当前内部证据更偏向这条线 | 确认/回踩/反抽逻辑是否真有 alpha |
| Support-resistance predictive features | 可直接对接 feature builder | 把结构变成可输入模型/规则的特征 |
| Channel / regression channel | 承接未来分支 D | 是否存在清楚、可复现的 channel alpha |
| Pivot / swing structure rules | 和 pytrendline / pyindicators 都有桥接空间 | 事件定义与 causal 边界 |
| 材料 | 页面入口 | 角色 | 状态 | 下一步 |
|---|---|---|---|---|
| PyTrendline repo deep dive | deep dive | 开源仓库拆解 / 定义参考 | deep_dive_done |
补进 literature map，明确哪些对象可映射成 event schema |
| Trendln repo deep dive | deep dive | 替代趋势线引擎参考 | deep_dive_done |
比较定义差异与复现价值 |
| Jiang, Kelly, Xiu (2023) | deep dive | 近年价格结构 / 图像趋势主线 | deep_dive_done |
提炼最值得落地的结构假设 |
| Support-resistance features profitability | digest | S/R feature 候选 | parked |
保留为 feature reference，不再继续 faithful replication |
| Support-resistance optimal stopping | digest | 理论参考 / 机制解释 | digest_done |
判断是否升级为 confirmation / retest 机制 deep dive |
| Fibonacci retracement pullback confirmation | digest | pullback / breakout 确认层参考 | digest_done |
优先转写成短窗口 pullback confirmation 对照，而不是直接当独立 alpha |
| Regime switch indicator stack | digest | regime / filter reference | digest_done |
优先吸收“先分 regime，再决定是否允许 breakout / pullback 交易”的约束层原则，不直接照抄论文参数 |
| Volume-confirmed breakout + higher low | digest | confirmation / filter reference | digest_done |
优先把 `volume filter + support flip + higher-low` 转成客观 15m breakout 过滤层，不直接把周频案例当 alpha 论文 |
| Third-touch + EMA/MACD confluence | digest | confirmation / filter reference | digest_done |
优先把 `third-touch confirmation + EMA/MACD 共识` 转成客观 15m breakout / retest 过滤层，不直接把周频趋势线案例当 alpha 论文 |
pytrendline 写成正式学术论文并给出论文级回测证据；目前最直接的外部证据是：
pytrendline GitHub / PyPI 的算法说明（更像 detection engine）pytrendline 值得继续当 结构定义 / detection / explainability 参考，但目前没有足够外部证据支持把它直接当“已知有效 alpha 文献”。pullback / breakout confirmation layer 参考，最值得转写的是“确认窗口要短、回撤位更适合作为过滤层而不是独立 alpha 主体”。regime / filter reference，最值得迁移的是“先分 Uptrend / Downtrend / Fluctuating，再决定是否允许 breakout / pullback 交易”的设计原则，而不是直接照搬日频 BTC 上的 `MIHCS7` 参数。confirmation / filter reference，最值得转写的是 `volume confirmation + support flip + higher low persistence` 这套假突破过滤链，而不是把周频 BTC 的定性案例直接当成已验证 alpha。confirmation / filter reference，最值得迁移的是“第三次结构确认后，再要求 EMA/MACD 共识”的设计原则，而不是直接照搬周频 BTC/ETH 的趋势线案例。| 候选 | 角色 | 状态 | 为什么入选 | 下一步 |
|---|---|---|---|---|
| Svogun & Bazán-Palomino (2022) | 成本 / regime 约束复现 | replication_candidate |
全文可得、问题直连当前 breakout/trend 主线，且已有 brief + experiment v1 | 继续作为 active replication 候选保留 |
| pytrendline (Eduardo Nunez) | event-source bridge | deep_dive_done |
有代码、结构定义清楚，最适合接 unified event schema / source bridge | 优先补 clean-room bridge / source audit |
| trendln (Gregory Morse) | geometry / channel baseline | deep_dive_done |
有代码，extrema → line search → line quality 的拆法清楚，适合做几何 baseline | 作为 secondary 候选保留，低于 pytrendline 优先级 |
| Optimal Stopping S/R paper | confirmation / retest 机制候选 | digest_done |
全文可得，最适合支持 confirmation / retest / regime-switch 机制设计 | 优先补 deep dive / protocol mapping |
当前明确不进 shortlist：Chan 2022（已 park）、Jiang/Kelly/Xiu 2023（理论价值高但暂不适合 direct replication）、Ed Nunez blog（工程背景材料）。
第一批 clean-room replication brief 已单独落页：
当前优先对象已经改为：Svogun 2022（active replication 约束）、pytrendline（source bridge）、Optimal Stopping（confirmation/retest 机制）。Chan 2022 保留为 reference，不再继续 active replication。