Rank 102 · retest 后重破 impulse extreme continuation gate · minimal clean replication

一句话结论：keep_P1 / evidence pool。

• baseline 平均每笔：-7.55 bps；gate 平均每笔：6.77 bps。
• baseline 4-bar 假延续率：48.82%；gate 4-bar 假延续率：50.63%。
• gate 平均保留率：39.77%；gate 平均正资产占比：33.33%。
• clean replication 只测试一手最小 shared gate：先有 breakout，再在 5 根内出现 retest，随后需在 6 根确认窗内收盘价重破 retest 前 impulse extreme。

Overall summary

setup	variant	trades	trade_count_retention	avg_net_ret	median_net_ret	win_rate	false_follow_4bars_rate	positive_asset_ratio
ema_psar_long_signal	baseline	111	100.00%	-3.33 bps	-0.90 bps	49.55%	45.05%	33.33%
fib_retest_long_signal	baseline	166	100.00%	-11.12 bps	-10.66 bps	43.37%	46.39%	33.33%
breakout_short_signal	baseline	596	100.00%	-8.19 bps	-21.56 bps	38.42%	55.03%	0.00%
breakout_short_signal	impulse_rebreak_gate	237	39.77%	6.77 bps	-18.14 bps	41.35%	50.63%	33.33%

Asset summary

setup	variant	asset	trades	avg_net_ret	win_rate	false_follow_4bars_rate	total_return
ema_psar_long_signal	baseline	BTC-USD	37	-4.09 bps	48.65%	45.95%	-1.77%
fib_retest_long_signal	baseline	BTC-USD	45	-2.02 bps	44.44%	35.56%	-1.20%
breakout_short_signal	baseline	BTC-USD	198	-15.83 bps	36.36%	56.57%	-27.95%
breakout_short_signal	impulse_rebreak_gate	BTC-USD	81	-2.87 bps	38.27%	53.09%	-2.71%
ema_psar_long_signal	baseline	ETH-USD	35	30.96 bps	54.29%	37.14%	10.96%
fib_retest_long_signal	baseline	ETH-USD	59	7.29 bps	50.85%	45.76%	3.78%
breakout_short_signal	baseline	ETH-USD	194	-8.40 bps	39.18%	56.19%	-16.81%
breakout_short_signal	impulse_rebreak_gate	ETH-USD	68	34.03 bps	52.94%	38.24%	25.06%
ema_psar_long_signal	baseline	SOL-USD	39	-33.39 bps	46.15%	51.28%	-12.94%
fib_retest_long_signal	baseline	SOL-USD	62	-35.24 bps	35.48%	54.84%	-19.98%
breakout_short_signal	baseline	SOL-USD	204	-0.58 bps	39.71%	52.45%	-3.51%
breakout_short_signal	impulse_rebreak_gate	SOL-USD	88	-5.42 bps	35.23%	57.95%	-5.88%

Desk readthrough

shared continuation gate has signal-improving flavor, but not enough yet for paper candidate

下一步：若下轮仍在 Scout Seat，只给 1 个 truly verdict-changing 最小检查（默认时间稳定性）

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