冻结参数:n=8 / short_veto=RL<=0.10 / long_confirm=RL>=0.45
执行口径:signal 当根及之前数据 + next-bar open + no-overlap + hold 8 bars
当前 hard verdict:keep_P1 / weak candidate
有局部 honest uplift,但跨 setup 还不够稳,先保留在 P1,暂不升 P2。
RL 这层目前足够像一个可继续保留的 shared veto/confirm 候选,但还不到直接上 narrow paper 的程度。
| setup | baseline_return | rl_gate_return | return_delta | baseline_failure | rl_gate_failure | failure_delta | trade_retention | baseline_trades | rl_gate_trades |
|---|---|---|---|---|---|---|---|---|---|
| fib_retest_long | 0.15% | 0.15% | 0.00% | 28.57% | 28.57% | 0.00% | 100.00% | 7.00 | 7.00 |
| ema_psar_long | 0.22% | 0.29% | 0.07% | 53.85% | 52.63% | -1.21% | 97.44% | 39.00 | 38.00 |
| breakout_short | -0.11% | -0.01% | 0.10% | 51.77% | 49.36% | -2.41% | 55.32% | 282.00 | 156.00 |
| asset | baseline_trades | gate_trades | trade_retention | baseline_return | gate_return | return_delta |
|---|---|---|---|---|---|---|
| BTC-USD | 111.00 | 66.00 | 59.46% | -0.20% | -0.13% | 0.06% |
| ETH-USD | 104.00 | 73.00 | 70.19% | -0.04% | 0.05% | 0.08% |
| SOL-USD | 113.00 | 62.00 | 54.87% | 0.04% | 0.24% | 0.20% |
| n | short_thr | long_thr | score |
|---|---|---|---|
| 8.00 | 0.10 | 0.45 | 0.282 |
| 8.00 | 0.10 | 0.35 | 0.273 |
| 8.00 | 0.10 | 0.40 | 0.273 |
| 20.00 | 0.10 | 0.35 | 0.201 |
| 20.00 | 0.10 | 0.40 | 0.201 |
| 20.00 | 0.10 | 0.45 | 0.201 |
| 8.00 | 0.15 | 0.45 | 0.138 |
| 8.00 | 0.15 | 0.40 | 0.129 |
| 8.00 | 0.15 | 0.35 | 0.129 |
| 32.00 | 0.10 | 0.35 | 0.097 |
reports/artifacts/scout_rank125_range_location_veto_15m/signal_catalog.csvreports/artifacts/scout_rank125_range_location_veto_15m/trade_log.csvreports/artifacts/scout_rank125_range_location_veto_15m/test_setup_summary.csvreports/artifacts/scout_rank125_range_location_veto_15m/asset_summary.csvreports/artifacts/scout_rank125_range_location_veto_15m/summary.json