Rank 131 · fib violation-cluster + 1-bar memory clean replication

本轮范围：baseline / t-1 veto / t-1,t-2 cluster veto 三臂；固定 BTC/ETH/SOL 15m、next-bar open、no-overlap、hold=8 bars、6/10/15 bps。

当前结论：park（chosen=t1_veto）

test 段相对 baseline：return Δ = -20.02 bps，false-hold 改善 = 27.27 pct，trade retention = 27.27%

Overall summary

variant	split	trades	baseline_trades	trade_count_retention	gross_mean_return	false_hold_ratio_4bars	timeout_share	mean_net_return_6bps
baseline	test	11	11	100.00%	0.21%	27.27%	72.73%	0.09%
cluster_veto	test	9	11	81.82%	0.36%	33.33%	66.67%	0.24%
t1_veto	test	3	11	27.27%	0.01%	0.00%	100.00%	-0.11%
baseline	train	22	22	100.00%	0.22%	31.82%	68.18%	0.10%
cluster_veto	train	13	22	59.09%	-0.00%	46.15%	53.85%	-0.12%
t1_veto	train	11	22	50.00%	0.04%	45.45%	54.55%	-0.08%

Asset summary

variant	asset	split	trades	baseline_trades	trade_count_retention	gross_mean_return	false_hold_ratio_4bars	timeout_share
baseline	BTC-USD	test	6	6	100.00%	0.39%	16.67%	83.33%
cluster_veto	BTC-USD	test	4	6	66.67%	0.62%	25.00%	75.00%
baseline	ETH-USD	test	4	4	100.00%	0.28%	50.00%	50.00%
cluster_veto	ETH-USD	test	4	4	100.00%	0.47%	50.00%	50.00%
t1_veto	ETH-USD	test	2	4	50.00%	0.59%	0.00%	100.00%
baseline	SOL-USD	test	1	1	100.00%	-1.16%	0.00%	100.00%
cluster_veto	SOL-USD	test	1	1	100.00%	-1.16%	0.00%	100.00%
t1_veto	SOL-USD	test	1	1	100.00%	-1.16%	0.00%	100.00%
baseline	BTC-USD	train	5	5	100.00%	0.26%	20.00%	80.00%
cluster_veto	BTC-USD	train	2	5	40.00%	0.39%	0.00%	100.00%
t1_veto	BTC-USD	train	2	5	40.00%	0.39%	0.00%	100.00%
baseline	ETH-USD	train	7	7	100.00%	0.06%	42.86%	57.14%
cluster_veto	ETH-USD	train	5	7	71.43%	0.04%	60.00%	40.00%
t1_veto	ETH-USD	train	3	7	42.86%	0.21%	66.67%	33.33%
baseline	SOL-USD	train	10	10	100.00%	0.30%	30.00%	70.00%
cluster_veto	SOL-USD	train	6	10	60.00%	-0.16%	50.00%	50.00%
t1_veto	SOL-USD	train	6	10	60.00%	-0.16%	50.00%	50.00%

Cost summary

variant	asset	split	cost_bps	mean_net_return
baseline	BTC-USD	test	6	0.27%
baseline	BTC-USD	test	10	0.19%
baseline	BTC-USD	test	15	0.09%
cluster_veto	BTC-USD	test	6	0.50%
cluster_veto	BTC-USD	test	10	0.42%
cluster_veto	BTC-USD	test	15	0.32%
baseline	ETH-USD	test	6	0.16%
baseline	ETH-USD	test	10	0.08%
baseline	ETH-USD	test	15	-0.02%
cluster_veto	ETH-USD	test	6	0.35%
cluster_veto	ETH-USD	test	10	0.27%
cluster_veto	ETH-USD	test	15	0.17%
t1_veto	ETH-USD	test	6	0.47%
t1_veto	ETH-USD	test	10	0.39%
t1_veto	ETH-USD	test	15	0.29%
baseline	SOL-USD	test	6	-1.28%
baseline	SOL-USD	test	10	-1.36%
baseline	SOL-USD	test	15	-1.46%
cluster_veto	SOL-USD	test	6	-1.28%
cluster_veto	SOL-USD	test	10	-1.36%
cluster_veto	SOL-USD	test	15	-1.46%
t1_veto	SOL-USD	test	6	-1.28%
t1_veto	SOL-USD	test	10	-1.36%
t1_veto	SOL-USD	test	15	-1.46%
baseline	BTC-USD	train	6	0.14%
baseline	BTC-USD	train	10	0.06%
baseline	BTC-USD	train	15	-0.04%
cluster_veto	BTC-USD	train	6	0.27%
cluster_veto	BTC-USD	train	10	0.19%
cluster_veto	BTC-USD	train	15	0.09%
t1_veto	BTC-USD	train	6	0.27%
t1_veto	BTC-USD	train	10	0.19%
t1_veto	BTC-USD	train	15	0.09%
baseline	ETH-USD	train	6	-0.06%
baseline	ETH-USD	train	10	-0.14%
baseline	ETH-USD	train	15	-0.24%
cluster_veto	ETH-USD	train	6	-0.08%
cluster_veto	ETH-USD	train	10	-0.16%
cluster_veto	ETH-USD	train	15	-0.26%
t1_veto	ETH-USD	train	6	0.09%
t1_veto	ETH-USD	train	10	0.01%
t1_veto	ETH-USD	train	15	-0.09%
baseline	SOL-USD	train	6	0.18%
baseline	SOL-USD	train	10	0.10%
baseline	SOL-USD	train	15	0.00%
cluster_veto	SOL-USD	train	6	-0.28%
cluster_veto	SOL-USD	train	10	-0.36%
cluster_veto	SOL-USD	train	15	-0.46%
t1_veto	SOL-USD	train	6	-0.28%
t1_veto	SOL-USD	train	10	-0.36%
t1_veto	SOL-USD	train	15	-0.46%

Scout Promotion Scorecard

metric	score	max_score
usefulness	1	3
time_stability	1	3
cross_asset_stability	1	3
cost_trade_stability	0	3
deployability	1	3

• recommended_action：park
• why_now：按 desk board 执行 Rank 131 的 1 次最小 clean replication，验证最近 1~2 根破位记忆是否真的能减少 fib retest 的假 hold。
• main_weakness：trade_count retention 太低，confirmation 价值可能只是缩样本