生成时间:2026-03-20 00:54 UTC · 复用既有代理样本 reports/artifacts/quant_digests/confirmed_extremum_anchor_proxy/,并用 Rank 100 已冻结的 Fib-depth band return 当作轻量 post-cost proxy。
一句话结论:park / evidence pool。
confirmed anchor 确实会把更多事件从 <38.2 推进到可交易的 38-79 回踩带,但这轮 clean replication 仍只证明它是 measurement correction / honest anchor,没有证明它已经能单独把 post-cost expectancy 推过门槛。
38.2-79 的事件,0.00% 被踢出。provisional 约 -4.09 bps,confirmed 约 -4.01 bps —— 量级几乎没变,仍没穿过 0。| anchor_variant | events | admit_rate | bucket_lt_38 | bucket_38_50 | bucket_50_61_8 | bucket_61_8_79 | proxy_post_cost_expectancy | proxy_success_rate |
|---|---|---|---|---|---|---|---|---|
| provisional_anchor | 1215 | 6.75% | 93.25% | 5.02% | 1.48% | 0.25% | -4.09 bps | 32.93% |
| confirmed_anchor | 1215 | 17.53% | 82.47% | 11.28% | 5.10% | 1.15% | -4.01 bps | 32.00% |
| side | anchor_variant | events | admit_rate | bucket_shift_rate | promoted_to_admit_rate | proxy_post_cost_expectancy |
|---|---|---|---|---|---|---|
| long | provisional_anchor | 583 | 7.72% | 12.69% | 10.12% | -4.03 bps |
| long | confirmed_anchor | 583 | 17.84% | 12.69% | 10.12% | -3.81 bps |
| short | provisional_anchor | 632 | 5.85% | 12.50% | 11.39% | -4.15 bps |
| short | confirmed_anchor | 632 | 17.25% | 12.50% | 11.39% | -4.20 bps |
| depth_bucket | proxy_avg_net_ret | proxy_success_rate | proxy_trades |
|---|---|---|---|
| 38.2-50 | -4.58 bps | 34.89% | 427 |
| 50-61.8 | -1.47 bps | 28.80% | 309 |
| 61.8-79 | -9.63 bps | 17.83% | 359 |
confirmed extremum 这条线已经回答了最关键的问题:锚点画早确实会系统性把回踩看浅。但它同样也回答了另一个更重要的问题:把锚点改诚实,不等于自动拿到可部署 alpha。
这轮 minimal clean replication 更像是给 Fib / failure verdict / EMA continuation 提供一个 measurement correction,而不是新的 queue-facing shared gate。因此当前更诚实的 hard verdict 是 park / evidence pool,不继续占 active Scout 主资源位。
下一步:切 post-break sign-flip density 的 source intake;只有 fresh source 也 exhausted,才回退旧 evidence pool。