生成时间：2026-03-20 10:10:56 UTC
park / evidence pool
这次最小 clean replication 没把 `EMA respect memory score` 变成更硬的共享 admission upgrade：若有改善，也主要偏向轻微减亏或样本重排；而 `ATR corridor` 对照组继续证明自己更像过筛过度。
fib_retest_longBTC/ETH/SOL 120d 15msignal 当根及之前数据 + next-bar open + no-overlap + hold 8 barsscore_window=14 / touch_band=0.5% / score>=2score + dist<=0.75 ATR + depth>=-0.8 ATR| variant | mean_total_return | mean_retention | mean_false_follow_4bars | mean_entries | positive_asset_ratio |
|---|---|---|---|---|---|
| baseline_direct_entry | 0.00% | 100.00% | 75.00% | 8.33 | 33.33% |
| ema_respect_score_only | 0.00% | 100.00% | 75.00% | 8.33 | 33.33% |
| score_plus_corridor_control | 0.43% | 35.19% | 66.67% | 3.00 | 33.33% |
| asset | variant | entries | retention | mean_total_return | avg_trade_return | false_follow_4bars |
|---|---|---|---|---|---|---|
| BTC-USD | baseline | 9.00 | 100.00% | -1.10% | -0.12% | 100.00% |
| ETH-USD | baseline | 8.00 | 100.00% | -0.38% | -0.05% | 75.00% |
| SOL-USD | baseline | 8.00 | 100.00% | 1.49% | 0.19% | 50.00% |
| BTC-USD | score_only | 9.00 | 100.00% | -1.10% | -0.12% | 100.00% |
| ETH-USD | score_only | 8.00 | 100.00% | -0.38% | -0.05% | 75.00% |
| SOL-USD | score_only | 8.00 | 100.00% | 1.49% | 0.19% | 50.00% |
| BTC-USD | score_plus_corridor | 5.00 | 55.56% | -1.52% | -0.31% | 100.00% |
| ETH-USD | score_plus_corridor | 2.00 | 25.00% | -0.01% | -0.00% | 100.00% |
| SOL-USD | score_plus_corridor | 2.00 | 25.00% | 2.83% | 1.41% | 0.00% |
| split | asset | signals | score_only_rate | score_plus_corridor_rate | avg_score | avg_signal_dist_atr |
|---|---|---|---|---|---|---|
| train | BTC-USD | 12.00 | 100.00% | 25.00% | 4.50 | 1.25 |
| train | ETH-USD | 12.00 | 100.00% | 50.00% | 4.17 | 0.80 |
| train | SOL-USD | 11.00 | 90.91% | 45.45% | 4.27 | 0.79 |
| test | BTC-USD | 9.00 | 100.00% | 55.56% | 5.89 | 0.90 |
| test | ETH-USD | 8.00 | 100.00% | 25.00% | 3.88 | 1.30 |
| test | SOL-USD | 8.00 | 100.00% | 25.00% | 4.50 | 1.07 |