只对 confirm_window_12 做测试集三桶时间稳定性裁决；不重开新研究，不追加重型回测。
recommended_action = park
mid 转正；early 与 late 仍为负。single-pocket dependency，不足以把它从 P1 升到 P2。| time_bucket | baseline_trades | variant_trades | trade_count_retention | baseline_failure | variant_failure | failure_delta | variant_time_to_entry_bars | baseline_return_6bps | variant_return_6bps | return_delta_6bps | baseline_return_10bps | variant_return_10bps | return_delta_10bps | baseline_return_15bps | variant_return_15bps | return_delta_15bps |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| early | 110.00 | 79.00 | 71.82% | 55.45% | 30.38% | -25.07% | 3.68 | -0.06% | -0.06% | -0.00% | -0.14% | -0.14% | -0.00% | -0.24% | -0.24% | -0.00% |
| mid | 109.00 | 78.00 | 71.56% | 55.05% | 17.95% | -37.10% | 4.08 | -0.10% | 0.28% | 0.37% | -0.18% | 0.19% | 0.37% | -0.28% | 0.09% | 0.37% |
| late | 109.00 | 79.00 | 72.48% | 55.05% | 32.91% | -22.13% | 4.90 | -0.34% | -0.20% | 0.14% | -0.42% | -0.28% | 0.14% | -0.52% | -0.38% | 0.14% |
| time_bucket | asset | trades | mean_return_6bps | failure_rate |
|---|---|---|---|---|
| early | BTC-USD | 27.00 | 0.20% | 25.93% |
| early | ETH-USD | 26.00 | -0.04% | 26.92% |
| early | SOL-USD | 26.00 | -0.35% | 38.46% |
| late | BTC-USD | 23.00 | -0.53% | 34.78% |
| late | ETH-USD | 23.00 | -0.25% | 47.83% |
| late | SOL-USD | 33.00 | 0.07% | 21.21% |
| mid | BTC-USD | 26.00 | 0.11% | 23.08% |
| mid | ETH-USD | 25.00 | 0.34% | 16.00% |
| mid | SOL-USD | 27.00 | 0.37% | 14.81% |
| time_bucket | setup | trades | mean_return_6bps | failure_rate |
|---|---|---|---|---|
| early | breakout_short | 72.00 | -0.03% | 31.94% |
| early | ema_psar_long | 4.00 | 0.06% | 0.00% |
| early | fib_retest_long | 3.00 | -0.87% | 33.33% |
| late | breakout_short | 67.00 | -0.41% | 37.31% |
| late | ema_psar_long | 11.00 | 1.04% | 9.09% |
| late | fib_retest_long | 1.00 | 0.45% | 0.00% |
| mid | breakout_short | 67.00 | 0.14% | 20.90% |
| mid | ema_psar_long | 10.00 | 1.21% | 0.00% |
| mid | fib_retest_long | 1.00 | -0.10% | 0.00% |
| candidate | checked_variant | usefulness | time_stability | cross_asset_stability | cost_trade_stability | deployability | hard_fail_flags | recommended_action | why_now | main_weakness |
|---|---|---|---|---|---|---|---|---|---|---|
| Rank 137 / state expiry latency budget gate | confirm_window_12 | 1.00 | 1.00 | 0.00 | 1.00 | 0.00 | single_pocket_dependency, post_cost_collapse | park | 最小时间稳定性裁决已经把它从『有点改善』推进到『是否真的能升 P2』；如果 uplift 只集中在中段 pocket，就该及时 park，让 Scout 资源回到 fresh intake。 | 6bps 下只有中段时间桶明显转正，early/late 仍为负；10/15bps 也只有中段勉强站住，不足以支撑更高层级。 |