冻结 shared 对照：non_expanding（训练段从 contracting / mid / expanding / 非扩张 / 非收缩 中选 1 个）
冻结 setup-specific 规则：breakout_short=mid_only / fib_retest_long=expanding_only / ema_psar_long=non_expanding
执行口径：BTC/ETH/SOL 120d 15m + signal 当根及之前数据 + next-bar open + no-overlap + hold 8 bars
当前 hard verdict：keep_P1 / weak candidate
这轮更像证明 ATR delta 只能 setup-specific，不足以直接升格，但也没必要直接 park；先留在 P1。
这轮只回答一件事：ATR 的“确认阶段波动变化”到底该不该当 shared 一把尺，还是只能分 setup 用。为避免偷看，我们先在训练段冻结一个 shared 对照，再把 setup-specific 规则直接写死到测试段。
| variant | baseline_trades | variant_trades | trade_count_retention | baseline_return | variant_return | return_delta | baseline_failure | variant_failure | failure_delta |
|---|---|---|---|---|---|---|---|---|---|
| shared_gate | 328.00 | 231.00 | 70.43% | -0.07% | -0.04% | 0.03% | 51.52% | 51.08% | -0.44% |
| setup_specific_gate | 328.00 | 143.00 | 43.60% | -0.07% | -0.04% | 0.03% | 51.52% | 53.15% | 1.62% |
| setup | variant | baseline_trades | variant_trades | trade_count_retention | baseline_return | variant_return | return_delta | baseline_failure | variant_failure | failure_delta |
|---|---|---|---|---|---|---|---|---|---|---|
| breakout_short | shared_gate | 91.00 | 67.00 | 73.63% | -0.21% | -0.18% | 0.03% | 53.85% | 59.70% | 5.86% |
| fib_retest_long | shared_gate | 4.00 | 3.00 | 75.00% | 0.52% | 0.48% | -0.04% | 25.00% | 0.00% | -25.00% |
| ema_psar_long | shared_gate | 16.00 | 8.00 | 50.00% | -0.32% | 0.01% | 0.33% | 68.75% | 62.50% | -6.25% |
| breakout_short | setup_specific_gate | 91.00 | 38.00 | 41.76% | -0.21% | -0.25% | -0.04% | 53.85% | 65.79% | 11.94% |
| fib_retest_long | setup_specific_gate | 4.00 | 1.00 | 25.00% | 0.52% | 0.64% | 0.12% | 25.00% | 100.00% | 75.00% |
| ema_psar_long | setup_specific_gate | 16.00 | 11.00 | 68.75% | -0.32% | -0.11% | 0.20% | 68.75% | 63.64% | -5.11% |
| breakout_short | shared_gate | 90.00 | 60.00 | 66.67% | -0.01% | -0.09% | -0.08% | 50.00% | 45.00% | -5.00% |
| fib_retest_long | shared_gate | 2.00 | 1.00 | 50.00% | 0.30% | 0.46% | 0.16% | 50.00% | 0.00% | -50.00% |
| ema_psar_long | shared_gate | 12.00 | 6.00 | 50.00% | -0.30% | 0.10% | 0.39% | 50.00% | 50.00% | 0.00% |
| breakout_short | setup_specific_gate | 90.00 | 35.00 | 38.89% | -0.01% | -0.17% | -0.16% | 50.00% | 42.86% | -7.14% |
| fib_retest_long | setup_specific_gate | 2.00 | 2.00 | 100.00% | 0.30% | 0.30% | 0.00% | 50.00% | 50.00% | 0.00% |
| ema_psar_long | setup_specific_gate | 12.00 | 8.00 | 66.67% | -0.30% | 0.14% | 0.44% | 50.00% | 50.00% | 0.00% |
| breakout_short | shared_gate | 101.00 | 81.00 | 80.20% | -0.11% | -0.04% | 0.08% | 51.49% | 51.85% | 0.37% |
| fib_retest_long | shared_gate | 1.00 | 0.00 | 0.00% | -1.57% | - | - | 0.00% | - | - |
| ema_psar_long | shared_gate | 11.00 | 5.00 | 45.45% | 1.57% | 1.81% | 0.24% | 36.36% | 20.00% | -16.36% |
| breakout_short | setup_specific_gate | 101.00 | 39.00 | 38.61% | -0.11% | 0.03% | 0.14% | 51.49% | 51.28% | -0.20% |
| fib_retest_long | setup_specific_gate | 1.00 | 1.00 | 100.00% | -1.57% | -1.57% | 0.00% | 0.00% | 0.00% | 0.00% |
| ema_psar_long | setup_specific_gate | 11.00 | 8.00 | 72.73% | 1.57% | 1.11% | -0.46% | 36.36% | 37.50% | 1.14% |
| asset | variant | baseline_trades | variant_trades | trade_count_retention | baseline_return | variant_return | return_delta | baseline_failure | variant_failure | failure_delta |
|---|---|---|---|---|---|---|---|---|---|---|
| BTC-USD | shared_gate | 111.00 | 78.00 | 70.27% | -0.20% | -0.13% | 0.06% | 54.95% | 57.69% | 2.74% |
| BTC-USD | setup_specific_gate | 111.00 | 50.00 | 45.05% | -0.20% | -0.20% | -0.00% | 54.95% | 66.00% | 11.05% |
| ETH-USD | shared_gate | 104.00 | 67.00 | 64.42% | -0.04% | -0.06% | -0.02% | 50.00% | 44.78% | -5.22% |
| ETH-USD | setup_specific_gate | 104.00 | 45.00 | 43.27% | -0.04% | -0.09% | -0.06% | 50.00% | 44.44% | -5.56% |
| SOL-USD | shared_gate | 113.00 | 86.00 | 76.11% | 0.04% | 0.07% | 0.03% | 49.56% | 50.00% | 0.44% |
| SOL-USD | setup_specific_gate | 113.00 | 48.00 | 42.48% | 0.04% | 0.18% | 0.14% | 49.56% | 47.92% | -1.64% |
| variant | cost_bps_per_side | baseline_trades | variant_trades | trade_count_retention | baseline_return | variant_return | return_delta | baseline_failure | variant_failure | failure_delta |
|---|---|---|---|---|---|---|---|---|---|---|
| shared_gate | 6.00 | 328.00 | 231.00 | 70.43% | -0.07% | -0.04% | 0.03% | 51.52% | 51.08% | -0.44% |
| shared_gate | 10.00 | 328.00 | 231.00 | 70.43% | -0.15% | -0.12% | 0.03% | 51.52% | 51.08% | -0.44% |
| shared_gate | 15.00 | 328.00 | 231.00 | 70.43% | -0.25% | -0.22% | 0.03% | 51.52% | 51.08% | -0.44% |
| setup_specific_gate | 6.00 | 328.00 | 143.00 | 43.60% | -0.07% | -0.04% | 0.03% | 51.52% | 53.15% | 1.62% |
| setup_specific_gate | 10.00 | 328.00 | 143.00 | 43.60% | -0.15% | -0.12% | 0.03% | 51.52% | 53.15% | 1.62% |
| setup_specific_gate | 15.00 | 328.00 | 143.00 | 43.60% | -0.25% | -0.22% | 0.03% | 51.52% | 53.15% | 1.62% |
| shared_policy | score | baseline_trades | variant_trades | trade_count_retention | baseline_return | variant_return | return_delta | baseline_failure | variant_failure | failure_delta |
|---|---|---|---|---|---|---|---|---|---|---|
| non_expanding | 0.344 | 496.00 | 338.00 | 68.15% | -0.06% | -0.05% | 0.01% | 52.62% | 50.89% | -1.73% |
| non_contracting | 0.316 | 496.00 | 360.00 | 72.58% | -0.06% | -0.07% | -0.01% | 52.62% | 52.78% | 0.16% |
| contracting_only | 0.007 | 496.00 | 180.00 | 36.29% | -0.06% | 0.01% | 0.07% | 52.62% | 51.67% | -0.95% |
| mid_only | 0.006 | 496.00 | 192.00 | 38.71% | -0.06% | -0.07% | -0.01% | 52.62% | 49.48% | -3.14% |
| expanding_only | -0.226 | 496.00 | 193.00 | 38.91% | -0.06% | -0.04% | 0.02% | 52.62% | 58.55% | 5.93% |
| threshold_scope | setup | q33 | q67 |
|---|---|---|---|
| setup | breakout_short | 0.037993 | 0.089360 |
| setup | fib_retest_long | 0.042095 | 0.109393 |
| setup | ema_psar_long | 0.053757 | 0.134629 |
| global | ALL | 0.039418 | 0.092851 |
reports/artifacts/scout_rank127_signal_confirm_atr_delta_phase_15m/overall_summary.csvreports/artifacts/scout_rank127_signal_confirm_atr_delta_phase_15m/setup_summary.csvreports/artifacts/scout_rank127_signal_confirm_atr_delta_phase_15m/asset_summary.csvreports/artifacts/scout_rank127_signal_confirm_atr_delta_phase_15m/cost_summary.csvreports/artifacts/scout_rank127_signal_confirm_atr_delta_phase_15m/shared_policy_grid.csvreports/artifacts/scout_rank127_signal_confirm_atr_delta_phase_15m/summary.json