生成时间:2026-03-19 23:39 UTC
desk verdict:park / evidence pool
一句话原因:older half 仍没穿过时间稳定性,跨资产也不是两半都够硬;按 desk 规则应直接收口为 park。
| time_half | mean_total_return | positive_asset_ratio | mean_trade_count | mean_avg_net_ret | mean_win_rate | mean_false_follow_4bars | min_asset_return | max_asset_return |
|---|---|---|---|---|---|---|---|---|
| older_half | -0.14% | 33.33% | 39.7 | 1.81 bps | 34.90% | 55.65% | -7.78% | 10.56% |
| recent_half | 5.28% | 66.67% | 39.3 | 15.49 bps | 49.45% | 43.82% | -2.78% | 13.12% |
| asset | time_half | trades | total_return | avg_net_ret | win_rate | false_follow_4bars_rate |
|---|---|---|---|---|---|---|
| BTC-USD | older_half | 41 | -7.78% | -19.51 bps | 31.71% | 58.54% |
| ETH-USD | older_half | 34 | 10.56% | 31.12 bps | 41.18% | 47.06% |
| SOL-USD | older_half | 44 | -3.19% | -6.20 bps | 31.82% | 61.36% |
| BTC-USD | recent_half | 40 | 5.49% | 14.18 bps | 45.00% | 47.50% |
| ETH-USD | recent_half | 34 | 13.12% | 36.94 bps | 64.71% | 29.41% |
| SOL-USD | recent_half | 44 | -2.78% | -4.64 bps | 38.64% | 54.55% |
| variant | overall_mean_avg_net_ret | overall_positive_asset_ratio | overall_trade_count_retention | overall_false_follow_4bars_rate | older_half_mean_total_return | recent_half_mean_total_return | older_half_positive_asset_ratio | recent_half_positive_asset_ratio | older_half_mean_false_follow_4bars | recent_half_mean_false_follow_4bars | min_half_positive_asset_ratio | bucket_return_spread |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| impulse_rebreak_gate | 6.77 bps | 33.33% | 39.77% | 50.63% | -0.14% | 5.28% | 33.33% | 66.67% | 55.65% | 43.82% | 33.33% | 5.41% |
park / evidence pool,下一手切 Rank 103,而不是继续给 Rank 102 第三轮近义检查。