生成时间：2026-03-20 06:14 UTC
desk verdict：park / evidence pool
一句话原因：long-only 改善只剩 older-half pocket；recent half 已回到 0/3 正资产、跨资产平均总收益转负，时间稳定性不过关。
preflip_reclaim_long_only：older half 跨资产平均总收益 1.93%，recent half 直接回到 -3.29%，而且 recent half 正资产占比只有 0.00%。preflip_reclaim_symmetric：看上去还有一点正收益，但总 retention 只剩 15.15%，更像样本被砍薄后的 pocket，不够拿来救主 verdict。| variant | time_half | mean_total_return | positive_asset_ratio | mean_trade_count | mean_net_return | median_net_return | mean_win_rate | mean_false_follow_4bars | min_asset_return | max_asset_return |
|---|---|---|---|---|---|---|---|---|---|---|
| preflip_reclaim_long_only | older_half | 1.93% | 66.67% | 14.3 | 6.52 bps | -11.63 bps | 45.93% | 51.48% | -3.20% | 7.51% |
| preflip_reclaim_long_only | recent_half | -3.29% | 0.00% | 14.3 | -28.07 bps | -40.38 bps | 34.44% | 56.67% | -6.38% | -0.88% |
| preflip_reclaim_symmetric | older_half | 3.00% | 66.67% | 5.3 | 38.71 bps | 37.89 bps | 62.78% | 41.39% | -1.39% | 6.07% |
| preflip_reclaim_symmetric | recent_half | -0.49% | 66.67% | 4.7 | -27.31 bps | -83.58 bps | 42.06% | 62.70% | -3.34% | 1.65% |
| variant | asset | time_half | trades | total_return | mean_net_return | win_rate | false_follow_4bars_rate |
|---|---|---|---|---|---|---|---|
| preflip_reclaim_long_only | BTC-USD | older_half | 15 | 1.48% | 9.83 bps | 46.67% | 46.67% |
| preflip_reclaim_long_only | ETH-USD | older_half | 10 | -3.20% | -31.98 bps | 30.00% | 80.00% |
| preflip_reclaim_long_only | SOL-USD | older_half | 18 | 7.51% | 41.71 bps | 61.11% | 27.78% |
| preflip_reclaim_long_only | BTC-USD | recent_half | 15 | -0.88% | -5.84 bps | 40.00% | 53.33% |
| preflip_reclaim_long_only | ETH-USD | recent_half | 10 | -6.38% | -63.81 bps | 30.00% | 50.00% |
| preflip_reclaim_long_only | SOL-USD | recent_half | 18 | -2.62% | -14.57 bps | 33.33% | 66.67% |
| preflip_reclaim_symmetric | BTC-USD | older_half | 5 | 4.34% | 86.73 bps | 80.00% | 20.00% |
| preflip_reclaim_symmetric | ETH-USD | older_half | 3 | -1.39% | -46.48 bps | 33.33% | 66.67% |
| preflip_reclaim_symmetric | SOL-USD | older_half | 8 | 6.07% | 75.89 bps | 75.00% | 37.50% |
| preflip_reclaim_symmetric | BTC-USD | recent_half | 4 | 0.23% | 5.87 bps | 50.00% | 50.00% |
| preflip_reclaim_symmetric | ETH-USD | recent_half | 3 | -3.34% | -111.38 bps | 33.33% | 66.67% |
| preflip_reclaim_symmetric | SOL-USD | recent_half | 7 | 1.65% | 23.59 bps | 42.86% | 71.43% |
| variant | overall_mean_net_return | overall_mean_total_return | 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| preflip_reclaim_long_only | -0.05% | -1.36% | 66.67% | 43.43% | 52.33% | 1.93% | -3.29% | 66.67% | 0.00% | 51.48% | 56.67% | 0.00% | -5.22% |
| preflip_reclaim_symmetric | 0.25% | 2.52% | 66.67% | 15.15% | 50.00% | 3.00% | -0.49% | 66.67% | 66.67% | 41.39% | 62.70% | 66.67% | -3.49% |