Rank 121 / PSAR trailing role fail-safe / minimal clean replication

本轮硬结论

Rank 121 = park / evidence pool；当前 clean-room 没把 delayed handoff 证明成更诚实的 fail-safe

当前最诚实的 clean-room 读法：immediate PSAR 主要像更早急停，handoff→PSAR 虽然在训练段可挑到一档略好配置，但测试段没有形成足够硬的成本后 uplift，因此这轮更适合收口为 P0 / park / evidence pool，而不是继续申请 Light Stability Pack 预算。

• 训练段冻结的 handoff 选择：BTC-USD:2, ETH-USD:2, SOL-USD:2
• baseline @ 6bps：return -0.09% / retention 100.00% / median hold 5.33
• immediate PSAR @ 6bps：return -0.08% / retention 100.00% / median hold 5.33
• handoff→PSAR @ 6bps：return -0.08% / retention 100.00% / median hold 5.33

测试段汇总

variant	trade_count	mean_total_return	median_hold_bars	psar_fail_share	fib_fail_share	early_hold_success	trade_retention
baseline	6	-0.09%	5.3	0.00%	60.48%	49.84%	100.00%
handoff_psar	6	-0.08%	5.3	4.76%	55.71%	49.84%	100.00%
immediate_psar	6	-0.08%	5.3	4.76%	55.71%	49.84%	100.00%

分资产结果

asset	variant	selected_handoff_bars	trade_count	mean_total_return	median_hold_bars	psar_fail_share	fib_fail_share	early_hold_success	trade_retention
BTC-USD	baseline	-	7	-0.21%	4.0	0.00%	71.43%	42.86%	100.00%
BTC-USD	immediate_psar	-	7	-0.16%	4.0	14.29%	57.14%	42.86%	100.00%
BTC-USD	handoff_psar	2	7	-0.16%	4.0	14.29%	57.14%	42.86%	100.00%
ETH-USD	baseline	-	5	-0.21%	4.0	0.00%	60.00%	40.00%	100.00%
ETH-USD	immediate_psar	-	5	-0.21%	4.0	0.00%	60.00%	40.00%	100.00%
ETH-USD	handoff_psar	2	5	-0.21%	4.0	0.00%	60.00%	40.00%	100.00%
SOL-USD	baseline	-	6	0.13%	8.0	0.00%	50.00%	66.67%	100.00%
SOL-USD	immediate_psar	-	6	0.13%	8.0	0.00%	50.00%	66.67%	100.00%
SOL-USD	handoff_psar	2	6	0.13%	8.0	0.00%	50.00%	66.67%	100.00%

训练段 handoff 选择网格

asset	handoff_bars	trade_count	mean_total_return	median_hold_bars	psar_fail_share	fib_fail_share	early_hold_success	trade_retention	train_score_adj
BTC-USD	2	9	-0.20%	3.0	0.00%	77.78%	33.33%	100.00%	-0.0020
BTC-USD	3	9	-0.20%	3.0	0.00%	77.78%	33.33%	100.00%	-0.0020
BTC-USD	4	9	-0.20%	3.0	0.00%	77.78%	33.33%	100.00%	-0.0020
ETH-USD	2	7	-0.58%	4.0	14.29%	71.43%	42.86%	100.00%	-0.0058
ETH-USD	3	7	-0.58%	4.0	14.29%	71.43%	42.86%	100.00%	-0.0058
ETH-USD	4	7	-0.58%	4.0	14.29%	71.43%	42.86%	100.00%	-0.0058
SOL-USD	2	9	-0.06%	2.0	0.00%	77.78%	33.33%	100.00%	-0.0006
SOL-USD	3	9	-0.06%	2.0	0.00%	77.78%	33.33%	100.00%	-0.0006
SOL-USD	4	9	-0.06%	2.0	0.00%	77.78%	33.33%	100.00%	-0.0006

说明：只允许在训练段从 handoff_bars = 2/3/4 中冻结一档，再去测试段验证；PSAR 参数固定为 0.02 / 0.2，避免把全样本最优倒灌成 handoff 角色。

边界

• 这轮只验证 fib_retest_long clean-room，不把结果偷渡成 desk-wide shared exit。
• baseline 仍保留 fib50_fail，handoff 只是额外 fail-safe，不是新 alpha。
• 若后续还想续命，必须先证明 uplift 不是靠砍交易数或更早急停换来的。