生成时间：2026-03-21 01:21:17 UTC
实验口径： BTC/ETH/SOL，15m，本地 cache，三条 archetype（breakout_short / fib_retest_long / ema_psar_long），next-bar open、按资产 no-overlap、持有 8 bars。
Phase gate： long 看最近 7 根 completed bars 的 min RSI >=55；short 看 max RSI <=44。
当前建议： park
| baseline_trades | gate_trades | trade_count_retention | baseline_return | gate_return | return_delta | baseline_failure | gate_failure | failure_delta | baseline_timeout | gate_timeout | timeout_delta |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 1015 | 243 | 23.94% | -0.16% | -0.20% | -0.05% | 53.79% | 57.20% | 3.41% | 0.30% | 0.41% | 0.12% |
| setup | baseline_trades | gate_trades | trade_count_retention | baseline_return | gate_return | return_delta | baseline_failure | gate_failure | failure_delta | baseline_timeout | gate_timeout | timeout_delta |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| breakout_short | 881 | 227 | 25.77% | -0.16% | -0.20% | -0.04% | 53.46% | 56.39% | 2.93% | 0.23% | 0.44% | 0.21% |
| ema_psar_long | 109 | 16 | 14.68% | -0.17% | -0.25% | -0.08% | 56.88% | 68.75% | 11.87% | 0.92% | 0.00% | -0.92% |
| fib_retest_long | 25 | 0 | 0.00% | -0.11% | - | - | 52.00% | - | - | 0.00% | - | - |
| asset | baseline_trades | gate_trades | trade_count_retention | baseline_return | gate_return | return_delta | baseline_failure | gate_failure | failure_delta | baseline_timeout | gate_timeout | timeout_delta |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| BTC-USD | 344 | 85 | 24.71% | -0.17% | -0.23% | -0.06% | 55.52% | 62.35% | 6.83% | 0.29% | 0.00% | -0.29% |
| ETH-USD | 324 | 73 | 22.53% | -0.16% | -0.14% | 0.02% | 52.78% | 47.95% | -4.83% | 0.00% | 0.00% | 0.00% |
| SOL-USD | 347 | 85 | 24.50% | -0.14% | -0.23% | -0.09% | 53.03% | 60.00% | 6.97% | 0.58% | 1.18% | 0.60% |
| cost_bps | baseline_trades | gate_trades | trade_count_retention | baseline_return | gate_return | return_delta | failure_delta |
|---|---|---|---|---|---|---|---|
| 6 | 1015 | 243 | 23.94% | -0.16% | -0.20% | -0.05% | 3.41% |
| 10 | 1015 | 243 | 23.94% | -0.24% | -0.28% | -0.05% | 3.41% |
| 15 | 1015 | 243 | 23.94% | -0.34% | -0.38% | -0.05% | 3.41% |
| usefulness | time_stability | cross_asset_stability | cost_trade_stability | deployability | hard_fail_flags | recommended_action | why_now | main_weakness |
|---|---|---|---|---|---|---|---|---|
| 0.00 | 1.00 | 1.00 | 0.00 | 0.00 | too_sparse, single_pocket_dependency, post_cost_collapse | park | EMA 仍 waiting_not_due，本轮需要给 Rank 136 一次最小 clean replication，回答 phase-wide RSI memory 是 shared gate 还是只剩故事。 | 改善是否过于依赖单一 setup / 单一资产，以及 retention 是否为此付出过大代价。 |
证据槽位： return_delta=-0.05%，trade_count_retention=23.94%，failure_delta=3.41%