PyTrendline Event Validation v1

直接基于现有 pytrendline_event_sample.csv 与同窗口 candles_window.csv，按默认模板 +1 / +3 / +6 / +12 bars 做第一轮 event-level observation。

Generated: 2026-03-12 21:46 UTC symbol: BTC-USD timeframe: 5m matched events: 215/215

这页解决什么问题？

把 `PyTrendline` 从“有 event sample”推进到“能直接看 event 之后价格怎么走”。
先不做完整策略，只看 event 后固定 horizon 的方向与收益分布。
当前 bridge v1 的 coverage 仍主要是 `breakout` 与少量 `touch candidate`，因此这页也应按这个边界理解。

核心结论：这版 `PyTrendline` 验证已经真正进入 observation 层：现在可以直接回答“这些事件发生后，后面 `+1 / +3 / +6 / +12` bars 是偏涨还是偏跌”。

证据：本次没有重跑任何外部数据，只复用现有 `pytrendline_event_sample.csv` 与 `candles_window.csv`，已成功为 215 条事件对齐 forward returns，并生成按 family / side / slope / quality 分层的汇总表。

样本边界

sample key: BTC-USD_10d_5m_window96
total events: 215
breakout events: 210
touch events: 5
默认 horizon: +1 / +3 / +6 / +12 bars
当前 anchor 观察表：+6 bars

overall by family × horizon

event_family	horizon_bars	sample_count	up_ratio	mean_forward_return	median_forward_return	iqr_forward_return
breakout	1	210	53.33%	-0.02%	0.00%	0.13%
touch	1	4	50.00%	0.01%	-0.00%	0.43%
breakout	3	208	42.79%	-0.03%	-0.02%	0.31%
touch	3	4	50.00%	-0.00%	-0.07%	0.42%
breakout	6	203	50.25%	-0.04%	0.02%	0.42%
touch	6	3	100.00%	0.15%	0.15%	0.13%
breakout	12	190	48.95%	-0.08%	-0.01%	0.42%
touch	12	2	50.00%	0.07%	0.07%	0.35%

anchor view: event_family × line_side（+6 bars）

event_family	line_side	sample_count	up_ratio	mean_forward_return	median_forward_return	iqr_forward_return
breakout	support	120	58.33%	-0.01%	0.03%	0.48%
breakout	resistance	83	38.55%	-0.08%	-0.12%	0.42%
touch	support	2	100.00%	0.22%	0.22%	0.06%
touch	resistance	1	100.00%	0.03%	0.03%	0.00%

anchor view: slope buckets（+6 bars）

event_family	slope_bucket	sample_count	up_ratio	mean_forward_return	median_forward_return	iqr_forward_return
breakout	up_mid	53	62.26%	0.07%	0.10%	0.35%
breakout	down_mid	48	31.25%	-0.15%	-0.25%	0.40%
breakout	up_flat	33	78.79%	0.13%	0.15%	0.22%
breakout	down_steep	30	13.33%	-0.30%	-0.29%	0.20%
breakout	down_flat	21	42.86%	-0.11%	-0.25%	0.56%
breakout	up_steep	18	83.33%	0.13%	0.14%	0.22%
touch	down_steep	2	100.00%	0.22%	0.22%	0.06%
touch	up_mid	1	100.00%	0.03%	0.03%	0.00%

anchor view: quality buckets（+6 bars）

event_family	line_quality_bucket	sample_count	up_ratio	mean_forward_return	median_forward_return	iqr_forward_return
breakout	mid	100	59.00%	-0.00%	0.03%	0.48%
breakout	low	52	32.69%	-0.13%	-0.18%	0.32%
breakout	high	51	50.98%	-0.02%	0.02%	0.42%
touch	mid	3	100.00%	0.15%	0.15%	0.13%

当前怎么读这页？

先看 `overall by family × horizon`：确认 breakout / touch 在不同 horizon 是否方向一致。
再看 `line_side` / `slope_bucket` / `line_quality_bucket`：确认是否存在明显更像样的局部子集。
如果局部子集明显更好，下一步再考虑进入 cross-engine comparison 或更完整的 event validation。

提醒：当前这仍是单一 BTC-USD / 10d / 5m 窗口上的 v1 观察页，不应直接当成终局结论。