Rank 103 · confirmed extremum honest fib anchor · minimal clean replication

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。

Anchor compare

anchor_varianteventsadmit_ratebucket_lt_38bucket_38_50bucket_50_61_8bucket_61_8_79proxy_post_cost_expectancyproxy_success_rate
provisional_anchor12156.75%93.25%5.02%1.48%0.25%-4.09 bps32.93%
confirmed_anchor121517.53%82.47%11.28%5.10%1.15%-4.01 bps32.00%

Side breakdown

sideanchor_varianteventsadmit_ratebucket_shift_ratepromoted_to_admit_rateproxy_post_cost_expectancy
longprovisional_anchor5837.72%12.69%10.12%-4.03 bps
longconfirmed_anchor58317.84%12.69%10.12%-3.81 bps
shortprovisional_anchor6325.85%12.50%11.39%-4.15 bps
shortconfirmed_anchor63217.25%12.50%11.39%-4.20 bps

Fib-depth proxy reference(来自 Rank 100)

depth_bucketproxy_avg_net_retproxy_success_rateproxy_trades
38.2-50-4.58 bps34.89%427
50-61.8-1.47 bps28.80%309
61.8-79-9.63 bps17.83%359

Desk readthrough

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。

阅读版说明 · source intake