Factor Lab · BTC · ETH · 持续研究continuous research

验证策略代价高昂。我们做了。你来逛。Validating strategies is expensive. We did it. You browse.

Factor Lab 上的每个实验都是一个已完成的研究对象,带有假设、闸门记录、净表现、硬指标得分或 DSR 背景、容量状态,以及可 Fork 的数据。把你信任的保存下来,Fork 到你的 Build 工作区。只要你一登录,这一切都会同步到 iOS app。Every experiment on Factor Lab is a finished research subject with a hypothesis, gate record, net performance, hard-metric score or DSR context, capacity status, and forkable data. Save the ones you trust, fork them into your Build workspace. It all syncs to the iOS app the moment you sign in.

浏览实验Browse experiments
预验证 · 已扣除手续费和滑点Pre-validated · net of fees & slippage Fork 会落到 iOS 上的 BuildForks land in Build on iOS 保存 / 导出 · JSON · CSV · 报告Save / export · JSON · CSV · reports
示例Sample · / mean_reversion 资金费率条件下的 BTC 均值回归 · 5mBTC mean reversion under funding-rate conditions · 5m BTCUSDT · U 本位合约 · 5m · OOS 2025-Q4 → 2026-Q2BTCUSDT · USDT-margined perp · 5m · OOS 2025-Q4 → 2026-Q2
生产环境通过Production pass
净夏普Net Sharpe
1.62
扣成本后 +0.41 vs 毛值+0.41 vs gross after costs
DSR
0.71
99 次有效试验99 effective trials
最大回撤Max drawdown
−6.2%
28 天修复28-day recovery
容量Capacity
待复核Review
盈亏比 1.84 · 1,148 笔成交Profit factor 1.84 · 1,148 trades
净值 · 仅 OOSEquity · OOS only +34.8%
IC t 值IC t-stat+3.42 FDR p0.018 PBO0.12 置换 pPermutation p0.004 成本余量Cost margin+4.1 bps 容量Capacity$1.4M
发布于 2026-05-12Published 2026-05-12 14 次 Fork14 forks 327 次保存327 saves
已加载实验Experiments loaded
最新批次latest batch
生产环境通过Production passes
通过所有闸门cleared all gates
闸门通过率Gate pass rate
占已加载集of loaded set
夏普中位数Median Sharpe
占已加载集of loaded set
浏览实验Browse experiments

这是归档,不是流水线。This is the archive, not the pipeline.

每张卡片都是一个完成的实验对象:假设、闸门、净夏普、硬指标得分、容量,以及一个清晰的 Fork 操作。先为证据而逛,其次才是灵感。Every card is a finished experiment subject: hypothesis, gate, net Sharpe, hard-metric score, capacity, and a clear fork action. Browse for evidence first, inspiration second.

证据里有什么What's in the evidence

我们让你先读的数字。The numbers we make you read first.

大多数平台只孤立地给你看一条回测曲线和一个夏普。这里的每个实验也都把统计上的注意事项摆在最前——不是因为结果不好,而是因为这道闸门是动真格的。Most platforms show you a backtest curve and a Sharpe in isolation. Every experiment here leads with the statistical caveats too — not because the results are bad, but because the gate is for real.

统计闸门Statistical gate

FDR 校正后的 p 值和紧缩夏普比率应对多重检验的代价。PBO 给过拟合风险划定上界。没有任何东西能靠运气蒙混过关。FDR-adjusted p-values and the deflated Sharpe ratio pay the multiple-testing bill. PBO bounds the overfitting risk. Nothing sneaks through on luck.

FDR 校正后 pFDR-adjusted p≤ 0.05
紧缩夏普Deflated Sharpe≥ 0.50
PBO≤ 0.30
置换 pPermutation p≤ 0.05

经济证据Economic evidence

跨多个预测时域的 IC 和 rank-IC、信号衰减曲线、按行情分条件的一致性。我们要这个 edge 先讲得通,才会去信那条曲线。IC and rank-IC across forecast horizons, signal-decay curves, regime-conditioned consistency. The edge has to make sense before we trust the curve.

IC t 值(NW)IC t-stat (NW)≥ 2.5
衰减半衰期Decay half-life与时域匹配matches horizon
行情稳定性Regime stability无冲突no conflicts
多空对称性Long/short symmetry已检查checked

成本真实性Cost realism

taker 手续费、随订单规模放大的滑点、合约的资金费率成本、容量估计。如果你的 Fork 用了不同的成本,闸门会重新评估。Taker fees, size-scaled slippage, funding costs on perps, capacity estimates. If your fork uses different costs, the gate re-evaluates.

盈亏平衡成本Break-even cost≥ 2× 实际≥ 2× actual
成本余量(bps)Cost margin (bps)为正positive
OOS 成交笔数OOS trades≥ 200
容量(USD)Capacity (USD)过低则标记flagged if low
一个实验的解剖Anatomy of an experiment

不是一次回测,而是一个已完成的实验对象。Not a backtest — a finished experiment subject.

每个实验都带着它的研究数据。只有生命周期可发布、且目标 App build 完整支持规范化策略的实验才显示 Fork;其余会明确显示 Requires App Update 或 Research Preview。Every experiment carries its research data. Fork appears only when the lifecycle is publishable and the target App build supports the complete canonical strategy; otherwise the surface says Requires App Update or Research Preview.

01
假设与机制Hypothesis & mechanism用大白话讲清的经济机制 + 可检验的预测 + 原假设。我们会告诉你什么情况会证伪这个想法。The economic mechanism in plain words + a testable prediction + a null hypothesis. We tell you what would falsify the idea.
02
数据载荷Data payload因子 ID、参数、市场、时间周期、仓位模式、成本模型——回测引擎需要的一切。fork 会把它们全部保留。Factor IDs, parameters, market, timeframe, sizing mode, cost model — everything the backtest engine needs. fork preserves it all.
03
指标与证据Metrics & evidence净夏普和 DSR 旁边,就是告诉你该不该信它们的东西:FDR 校正后的 p 值、PBO、成本余量、容量、IC 稳定性。Right next to net Sharpe and DSR: the things that tell you whether to believe them — FDR-adjusted p, PBO, cost margin, capacity, IC stability.
04
操作栏Action bar保存、Fork、导出、分享。已登录用户在网页和 iOS 上能即时看到保存和 Fork。Save, fork, export, share. Signed-in users see saves and forks instantly on web and iOS.
EXP-2118-7C2 · momentum

ETH 已实现波动率缩放动量 · 1hETH realized-vol-scaled momentum · 1h

ETHUSDT · U 本位合约 · 1h · 波动率目标仓位 · taker 5bpsETHUSDT · USDT-margined perp · 1h · vol-target sizing · taker 5bps
生产环境Production
假设Hypothesis

在已实现波动率行情扩张之后,ETH 1h 在扣除资金费率后仍带有持续的方向性动量。原假设:扩张之后的前向收益期望为零。After realized-volatility regime expansions, ETH 1h carries persistent directional momentum net of funding. Null: expected forward return after expansion is zero.

数据载荷Data payload · factor_mining.fork()
factor_ids:    ["ret_1h", "realized_vol_24h", "funding_8h"]
method_id:     "vol_scaled_momentum_v2"
params:        { lookback: 24, vol_target: 0.35, decay: 0.92 }
symbol:        "ETHUSDT"  market: "um_futures"  interval: "1h"
exit:          { stop_loss_pct: 0.04, max_hold_bars: 48 }
cost_model:    { taker_bps: 5, slip_base: 1, slip_k: 25 }
指标与证据Metrics & evidence
净夏普Net Sharpe
1.41
DSR
0.62
FDR p
0.024
成本余量Cost margin
+3.7
IC t 值IC t-stat+2.81 RankIC+2.62 PBO0.18 OOS 成交OOS trades823 换手率Turnover3.2/日3.2/day
保存 · Fork · 导出 · 同步Save · Fork · Export · Sync

网页发现,手机留存。Discover on the web, keep it on your phone.

你在这里的每一个操作都与账号绑定。登录一次——同样的保存和 Fork 会在你打开 iOS app 的那一刻就出现。Every action here is account-bound. Sign in once — the same saves and forks appear the moment you open the iOS app.

保存 / 收藏Save / bookmark 给一个实验或整个分组加星。保存会在几秒内落到 iOS 的 Me · 已保存 下。用合集整理,按你自己的评分排序。Star an experiment or a whole group. Saves land under Me · Saved on iOS within seconds. Organize with collections, sort by your own rating.
Fork 到你的 Build 工作区Fork into your Build workspace Fork 会保留因子 ID、参数、市场、时间周期、仓位、成本模型、指标快照和证据面板。落到 Build · 草稿,血缘完整保留。A fork preserves factor IDs, parameters, market, timeframe, sizing, cost model, metric snapshot, and the evidence panel. It lands in Build · Drafts with full lineage.
导出 — JSON · CSV · 报告Export — JSON · CSV · reports JSON 是完整数据载荷(可重新导入)。CSV 是成交记录加每根 K 线的盈亏。报告是一份可分享的 HTML 摘要,带可信度信息。JSON is the full data payload (re-importable). CSV is the trade log plus per-candle P&L. Report is a shareable HTML summary with the trust info.
感知登录的同步Sign-in-aware sync 用 Apple 或 Google 登录,无论在这里还是在 iOS 上。同样的保存、Fork 和导出都会跟随。中途登录会把匿名保存的内容并入你的账号。Sign in with Apple or Google, here or on iOS. The same saves, forks, and exports follow you. Signing in mid-session merges anonymous saves into your account.
网页 Factor LabFactor Lab on the web iOS · Me · 已保存Saved
9:41
Me
@quiet_research
资料Profile
已保存Saved
草稿Drafts
来自 Factor Lab · 网页From Factor Lab · web
资金费率条件 BTC 均值回归 · 5mFunding-conditioned BTC mean reversion · 5m
示例 · 刚刚同步Sample · synced just now
+34.8%
ETH 已实现波动率动量 · 1hETH realized-vol momentum · 1h
EXP-2118 · 2 天前2d ago
+22.1%
基差-资金费率价差 · BTC · 1hBasis–funding spread · BTC · 1h
EXP-2102 · 1 周前1w ago
+18.4%
Fork · 草稿Forks · drafts
我的 Fork · BTC 波动率突破 · 15mMy fork · BTC vol breakout · 15m
Fork 自 EXP-2094 · 3 周前Forked from EXP-2094 · 3w ago
−1.2%
我的 Fork · 慢速订单簿失衡 · 4hMy fork · slow order-book imbalance · 4h
Fork 自 EXP-2071 · 1 个月前Forked from EXP-2071 · 1mo ago
+8.9%
Build
Discover
Me
归档背后的引擎The engine behind the archive

批次动态。Batch activity.

你浏览归档。这是填满它的自主研究程序——它的实时状态、什么已经通过闸门,以及最近归档的幸存者。只读。没有旋钮。You browse the archive. This is the autonomous research program that fills it — its live status, what has passed the gates, and the most recently archived survivors. Read-only. No knobs.

01研究程序Research program
正在加载当前研究程序…Loading the current research program…
02已归档Archived
该程序已归档到看板的实验。Experiments this program has archived to the board.
个实验experiments
03生产环境通过Production passes
通过所有验证闸门的已加载实验。Loaded experiments that cleared every validation gate.
of
04通过率Pass rate
已加载集中通过闸门的占比。Share of the loaded set that passed the gates.
最近归档Recently archived 实时Live
    你碰不到的部分The part you can't touch

    研究程序在服务端按固定计划运行。网站在设计上是只读的——你浏览并 Fork 幸存者,但从不去调搜索本身。每个幸存者都带着一份可复现的清单。The research program runs server-side on a fixed schedule. The site is read-only by design — you browse and fork survivors, but never steer the search itself. Every survivor carries a reproducible manifest.

    这个闭环The loop

    Lab 找出候选,你来塑形。The Lab finds candidates. You shape them.

    Factor Lab 是已验证原材料的来源。Build 则是你打磨它的地方——加约束、用你的成本、你的仓位。两边互通。Factor Lab is the source of validated raw material. Build is where you shape it — with constraints, your costs, your sizing. The two talk to each other.

    Factor Lab · Web

    持续刷新的已验证研究。Validated research, continuously refreshed.

    假设被生成、优化、闸门把关、归档。每周发布新批次。每个实验都能从它的清单复现。Hypotheses are generated, refined, gated, archived. New batches ship weekly. Every experiment reproduces from its manifest.

    • 持续归档Continuous archiving428 个生产环境通过,1,200+ 个研究幸存者正等待更多 OOS 成交。428 production passes, 1,200+ research survivors waiting on more OOS trades.
    • 浏览、保存、导出Browse, save, export没有流水线旋钮。没有队列。只有成果。No pipeline knobs. No queue. Just outcomes.
    • 只读审计轨迹Read-only audit trail清单哈希、git SHA、数据指纹——每个结果都可复现。Manifest hashes, git SHAs, data fingerprints — every result reproduces.
    Fork · 同步Fork · sync
    Build · iOS

    微调、重跑、监控、发布。Tweak, re-run, monitor, publish.

    Fork 带着完整数据载荷到达 Build。改参数、用你的成本重跑、作为你自己的变体发布回去——或推到 Monitor 作为仅观察的信号。Forks arrive in Build with the full data payload. Change params, re-run with your costs, publish back as your own variant — or push to Monitor as a watch-only signal.

    • 同一份数据,同一个引擎Same data, same engine在你手机上重跑会逐字节复现实验室的结果。A re-run on your phone reproduces the lab result byte for byte.
    • 带着判断微调Tweak with judgment改一个参数,闸门就会重新评估——我们会告诉你你的 Fork 是否仍然通过。Change a parameter and the gates re-evaluate — we tell you whether your fork still passes.
    • 推到 MonitorPush to Monitor实时信号、模拟盈亏、相对原始实验室基线的漂移检测。Live signals, paper P&L, drift detection against the original lab baseline.
    已加载实验Loaded experiments
    生产环境通过Production passes
    闸门通过率Gate pass rate
    夏普中位数(已加载)Median Sharpe (loaded)
    免费浏览 · 保存与 Fork 需要账号Browse free · saving & forking need an account

    别再自己跑流水线了。
    从那些幸存下来的开始。
    Stop running the pipeline yourself.
    Start from what survived.

    无需登录即可浏览。当你找到喜欢的,登录一下,它就会跟着你到手机上。Browse without signing in. When you find one you like, sign in and it follows you to your phone.

    继续浏览Keep browsing
    已保存。正在同步到 iOS…Saved. Syncing to iOS… EXP-2126 · 0.8s