冻结参数：leader_z low < 0.5 / high > 1.0 / leader_abs_mean > 1.2 × |target_ret|
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
三臂：baseline / low_z_only / high_z_veto
当前 hard verdict：park / evidence pool
这轮 clean replication 没把 leader impulse 变成更诚实的 shared gate；改善主要像 setup 间互相打架或纯缩样本，先 park。
这轮只回答一件事：跨市场 leader 冲击是不是能当 shared follow-up gate。我们不再继续讲论文故事，而是直接看：low-z 放行、high-z veto，放到三个 setup 和三种资产上之后，成本后收益、false-follow、交易保留率到底有没有更诚实。
| variant | baseline_trades | variant_trades | trade_count_retention | baseline_return | variant_return | return_delta | baseline_failure | variant_failure | failure_delta |
|---|---|---|---|---|---|---|---|---|---|
| low_z_only | 323.00 | 61.00 | 18.89% | -0.10% | -0.04% | 0.05% | 52.01% | 44.26% | -7.75% |
| high_z_veto | 323.00 | 312.00 | 96.59% | -0.10% | -0.11% | -0.02% | 52.01% | 52.56% | 0.55% |
| setup | variant | baseline_trades | variant_trades | trade_count_retention | baseline_return | variant_return | return_delta | baseline_failure | variant_failure | failure_delta |
|---|---|---|---|---|---|---|---|---|---|---|
| breakout_short | low_z_only | 89.00 | 23.00 | 25.84% | -0.23% | -0.14% | 0.10% | 55.06% | 52.17% | -2.88% |
| fib_retest_long | low_z_only | 4.00 | 2.00 | 50.00% | 0.52% | 0.30% | -0.21% | 25.00% | 50.00% | 25.00% |
| ema_psar_long | low_z_only | 16.00 | 4.00 | 25.00% | -0.32% | -0.03% | 0.28% | 68.75% | 75.00% | 6.25% |
| breakout_short | high_z_veto | 89.00 | 81.00 | 91.01% | -0.23% | -0.28% | -0.05% | 55.06% | 54.32% | -0.74% |
| fib_retest_long | high_z_veto | 4.00 | 4.00 | 100.00% | 0.52% | 0.52% | 0.00% | 25.00% | 25.00% | 0.00% |
| ema_psar_long | high_z_veto | 16.00 | 16.00 | 100.00% | -0.32% | -0.32% | 0.00% | 68.75% | 68.75% | 0.00% |
| breakout_short | low_z_only | 89.00 | 16.00 | 17.98% | -0.00% | -0.10% | -0.10% | 49.44% | 31.25% | -18.19% |
| fib_retest_long | low_z_only | 2.00 | 0.00 | 0.00% | 0.30% | - | - | 50.00% | - | - |
| ema_psar_long | low_z_only | 12.00 | 0.00 | 0.00% | -0.30% | - | - | 50.00% | - | - |
| breakout_short | high_z_veto | 89.00 | 87.00 | 97.75% | -0.00% | -0.01% | -0.01% | 49.44% | 50.57% | 1.14% |
| fib_retest_long | high_z_veto | 2.00 | 2.00 | 100.00% | 0.30% | 0.30% | 0.00% | 50.00% | 50.00% | 0.00% |
| ema_psar_long | high_z_veto | 12.00 | 12.00 | 100.00% | -0.30% | -0.30% | 0.00% | 50.00% | 50.00% | 0.00% |
| breakout_short | low_z_only | 99.00 | 15.00 | 15.15% | -0.20% | 0.11% | 0.31% | 52.53% | 40.00% | -12.53% |
| fib_retest_long | low_z_only | 1.00 | 0.00 | 0.00% | -1.57% | - | - | 0.00% | - | - |
| ema_psar_long | low_z_only | 11.00 | 1.00 | 9.09% | 1.57% | -0.10% | -1.66% | 36.36% | 0.00% | -36.36% |
| breakout_short | high_z_veto | 99.00 | 98.00 | 98.99% | -0.20% | -0.23% | -0.03% | 52.53% | 54.08% | 1.56% |
| fib_retest_long | high_z_veto | 1.00 | 1.00 | 100.00% | -1.57% | -1.57% | 0.00% | 0.00% | 0.00% | 0.00% |
| ema_psar_long | high_z_veto | 11.00 | 11.00 | 100.00% | 1.57% | 1.57% | 0.00% | 36.36% | 36.36% | 0.00% |
| asset | variant | baseline_trades | variant_trades | trade_count_retention | baseline_return | variant_return | return_delta | baseline_failure | variant_failure | failure_delta |
|---|---|---|---|---|---|---|---|---|---|---|
| BTC-USD | low_z_only | 109.00 | 29.00 | 26.61% | -0.22% | -0.09% | 0.13% | 55.96% | 55.17% | -0.79% |
| BTC-USD | high_z_veto | 109.00 | 101.00 | 92.66% | -0.22% | -0.25% | -0.03% | 55.96% | 55.45% | -0.52% |
| ETH-USD | low_z_only | 103.00 | 16.00 | 15.53% | -0.03% | -0.10% | -0.07% | 49.51% | 31.25% | -18.26% |
| ETH-USD | high_z_veto | 103.00 | 101.00 | 98.06% | -0.03% | -0.04% | -0.01% | 49.51% | 50.50% | 0.98% |
| SOL-USD | low_z_only | 111.00 | 16.00 | 14.41% | -0.03% | 0.10% | 0.14% | 50.45% | 37.50% | -12.95% |
| SOL-USD | high_z_veto | 111.00 | 110.00 | 99.10% | -0.03% | -0.06% | -0.02% | 50.45% | 51.82% | 1.37% |
| variant | cost_bps_per_side | baseline_trades | variant_trades | trade_count_retention | baseline_return | variant_return | return_delta | baseline_failure | variant_failure | failure_delta |
|---|---|---|---|---|---|---|---|---|---|---|
| low_z_only | 6.00 | 323.00 | 61.00 | 18.89% | -0.10% | -0.04% | 0.05% | 52.01% | 44.26% | -7.75% |
| low_z_only | 10.00 | 323.00 | 61.00 | 18.89% | -0.18% | -0.12% | 0.05% | 52.01% | 44.26% | -7.75% |
| low_z_only | 15.00 | 323.00 | 61.00 | 18.89% | -0.28% | -0.22% | 0.05% | 52.01% | 44.26% | -7.75% |
| high_z_veto | 6.00 | 323.00 | 312.00 | 96.59% | -0.10% | -0.11% | -0.02% | 52.01% | 52.56% | 0.55% |
| high_z_veto | 10.00 | 323.00 | 312.00 | 96.59% | -0.18% | -0.19% | -0.02% | 52.01% | 52.56% | 0.55% |
| high_z_veto | 15.00 | 323.00 | 312.00 | 96.59% | -0.28% | -0.29% | -0.02% | 52.01% | 52.56% | 0.55% |
| metric | low_z | high_z | leader_ratio | rolling_window_bars | hold_bars |
|---|---|---|---|---|---|
| leader_z | 0.50 | 1.00 | 1.20 | 96.00 | 8.00 |
总分：5/15 · recommended_action：park
| metric | score | note |
|---|---|---|
| usefulness | 1 / 3 | low_z_only 有约 +5.22 bps 改善，但 retention 只剩 18.89%；high_z_veto 反而更差。 |
| time_stability | 1 / 3 | train/test 方向并非完全翻脸，但都更像缩样本，不像稳定 shared gate。 |
| cross_asset_stability | 0 / 3 | BTC/SOL 有局部改善，ETH 变差；跨资产不一致。 |
| cost_trade_stability | 1 / 3 | 6/10/15 bps 下 delta 没立刻塌，但改善仍依赖明显缩样本。 |
| deployability | 2 / 3 | 规则清楚、数据稳定、无明显 leakage；但不值得占用 paper candidate 预算。 |
hard-fail flags：too_sparse=true、single_pocket_dependency=true；其余为 false。
why_now：用一个已经被压回 park 的真实候选，验证新 scorecard 格式是否能稳定落地。
main_weakness：改善主要来自把样本压到 18.9%；真正更该值钱的 high_z_veto 没有站住，且跨资产不一致。
reports/artifacts/scout_rank130_crossmarket_leader_impulse_15m/overall_summary.csvreports/artifacts/scout_rank130_crossmarket_leader_impulse_15m/setup_summary.csvreports/artifacts/scout_rank130_crossmarket_leader_impulse_15m/asset_summary.csvreports/artifacts/scout_rank130_crossmarket_leader_impulse_15m/cost_summary.csvreports/artifacts/scout_rank130_crossmarket_leader_impulse_15m/summary.jsonreports/artifacts/scout_rank130_crossmarket_leader_impulse_15m/promotion_scorecard.csvreports/artifacts/scout_rank130_crossmarket_leader_impulse_15m/promotion_scorecard.json