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Rank 125 · range location veto gate · minimal clean replication

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。

一句话人话

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。

测试段主表(6 bps / side)

setupbaseline_returnrl_gate_returnreturn_deltabaseline_failurerl_gate_failurefailure_deltatrade_retentionbaseline_tradesrl_gate_trades
fib_retest_long0.15%0.15%0.00%28.57%28.57%0.00%100.00%7.007.00
ema_psar_long0.22%0.29%0.07%53.85%52.63%-1.21%97.44%39.0038.00
breakout_short-0.11%-0.01%0.10%51.77%49.36%-2.41%55.32%282.00156.00

分资产测试段摘要

assetbaseline_tradesgate_tradestrade_retentionbaseline_returngate_returnreturn_delta
BTC-USD111.0066.0059.46%-0.20%-0.13%0.06%
ETH-USD104.0073.0070.19%-0.04%0.05%0.08%
SOL-USD113.0062.0054.87%0.04%0.24%0.20%

训练段选参网格(Top 10)

nshort_thrlong_thrscore
8.000.100.450.282
8.000.100.350.273
8.000.100.400.273
20.000.100.350.201
20.000.100.400.201
20.000.100.450.201
8.000.150.450.138
8.000.150.400.129
8.000.150.350.129
32.000.100.350.097

artifact