最小 clean replication：比较 A=二元 retest_hold、B=phase state machine、C=phase + score>=60、D=phase + score>=70。
park / evidence only
D_phase_score70，但 6bps 下仍然 -9.83%，三资产全负。| arm | mean_total_return | positive_asset_ratio | mean_trade_count_retention | mean_continue_share | mean_fail_share | mean_timeout_share | mean_post_cost_expectancy | mean_invalidation_12_ratio | mean_invalidation_24_ratio | mean_trades |
|---|---|---|---|---|---|---|---|---|---|---|
| A_binary_retest | -14.66% | 0.00% | 59.31% | 50.88% | 23.53% | 17.03% | -0.11% | 60.38% | 63.29% | 147.7 |
| B_phase_only | -14.13% | 0.00% | 56.59% | 56.72% | 26.18% | 17.10% | -0.11% | 59.49% | 63.51% | 140.3 |
| C_phase_score60 | -11.15% | 0.00% | 42.52% | 42.52% | 34.77% | 22.71% | -0.15% | 61.45% | 66.48% | 79.3 |
| D_phase_score70 | -9.83% | 0.00% | 39.72% | 39.72% | 36.46% | 23.82% | -0.15% | 60.51% | 66.16% | 70.7 |
| asset | arm | total_return | trades | trade_count_retention | continue_share | fail_share | timeout_share | post_cost_expectancy | invalidation_12_ratio | invalidation_24_ratio |
|---|---|---|---|---|---|---|---|---|---|---|
| BTC-USD | A_binary_retest | -12.78% | 148 | 58.04% | 49.41% | 27.06% | 14.90% | -0.09% | 58.78% | 61.49% |
| ETH-USD | A_binary_retest | -5.47% | 143 | 58.85% | 51.03% | 23.05% | 18.11% | -0.04% | 55.24% | 57.34% |
| SOL-USD | A_binary_retest | -25.74% | 152 | 61.04% | 52.21% | 20.48% | 18.07% | -0.19% | 67.11% | 71.05% |
| BTC-USD | B_phase_only | -15.57% | 142 | 55.91% | 55.91% | 29.13% | 14.96% | -0.12% | 60.56% | 64.79% |
| ETH-USD | B_phase_only | -4.92% | 135 | 55.56% | 55.56% | 26.34% | 18.11% | -0.03% | 53.33% | 56.30% |
| SOL-USD | B_phase_only | -21.90% | 144 | 58.30% | 58.70% | 23.08% | 18.22% | -0.17% | 64.58% | 69.44% |
| BTC-USD | C_phase_score60 | -10.76% | 78 | 41.05% | 41.05% | 38.95% | 20.00% | -0.14% | 66.67% | 69.23% |
| ETH-USD | C_phase_score60 | -6.28% | 81 | 42.86% | 42.86% | 33.86% | 23.28% | -0.08% | 51.85% | 56.79% |
| SOL-USD | C_phase_score60 | -16.39% | 79 | 43.65% | 43.65% | 31.49% | 24.86% | -0.22% | 65.82% | 73.42% |
| BTC-USD | D_phase_score70 | -7.18% | 69 | 38.12% | 38.12% | 40.88% | 20.99% | -0.11% | 63.77% | 66.67% |
| ETH-USD | D_phase_score70 | -7.47% | 73 | 40.33% | 40.33% | 35.36% | 24.31% | -0.10% | 52.05% | 57.53% |
| SOL-USD | D_phase_score70 | -14.83% | 70 | 40.70% | 40.70% | 33.14% | 26.16% | -0.23% | 65.71% | 74.29% |