I just played my heart out on my second run in 003-A, got a whack load of golds and silvers (and a couple platinums I think too?), and yet I got a consolation prize. My jaw was on the floor. How is that even possible!? I was hoping for at least a silver.
You must have either died and continued or used items. Those affect your final ranking and dying pretty much guarantees a Silver or lower, dying multiple times guarantees a Consolation Prize.