生成时间：2026-03-23 14:31 UTC ｜ 样本：BTC/ETH/SOL 120d 15m cache ｜ family：breakout-short proxy ｜ 执行：signal 当根及之前数据 + next-bar open + no-overlap + hold 8 bars ｜ DFA window=192
keep_P1 only: 第二 family 复核没有把 shared persistence gate 升成更普适的 desk-family 守门层。
| variant | signal_events | trades | trade_retention | avg_size | total_net_return | mean_net_ret | win_rate | early_fail_rate | positive_asset_ratio |
|---|---|---|---|---|---|---|---|---|---|
| baseline | 503.00 | 489.00 | 97.22% | 1.00 | 0.0229 | 0.00% | 41.92% | 35.17% | 66.67% |
| high_only | 644.00 | 161.00 | 25.00% | 1.00 | -0.3686 | -0.23% | 36.65% | 43.48% | 33.33% |
| low_veto_mid_half | 580.00 | 306.00 | 52.76% | 0.74 | -0.3606 | -0.12% | 39.54% | 39.22% | 0.00% |
| asset | variant | trades | trade_retention | avg_size | total_net_return | mean_net_ret | win_rate | early_fail_rate |
|---|---|---|---|---|---|---|---|---|
| BTC-USD | baseline | 155.00 | 95.68% | 1.00 | -0.1568 | -0.10% | 40.65% | 37.42% |
| BTC-USD | high_only | 51.00 | 24.64% | 1.00 | -0.2720 | -0.53% | 33.33% | 50.98% |
| BTC-USD | low_veto_mid_half | 96.00 | 51.34% | 0.73 | -0.2284 | -0.24% | 39.58% | 40.62% |
| ETH-USD | baseline | 159.00 | 96.95% | 1.00 | 0.0076 | 0.00% | 42.14% | 33.96% |
| ETH-USD | high_only | 51.00 | 25.00% | 1.00 | 0.0260 | 0.05% | 43.14% | 45.10% |
| ETH-USD | low_veto_mid_half | 98.00 | 53.85% | 0.73 | -0.0155 | -0.02% | 41.84% | 35.71% |
| SOL-USD | baseline | 175.00 | 98.87% | 1.00 | 0.1722 | 0.10% | 42.86% | 34.29% |
| SOL-USD | high_only | 59.00 | 25.32% | 1.00 | -0.1226 | -0.21% | 33.90% | 35.59% |
| SOL-USD | low_veto_mid_half | 112.00 | 53.08% | 0.74 | -0.1167 | -0.10% | 37.50% | 41.07% |
| variant | bucket | trades | share | mean_net_ret | avg_size |
|---|---|---|---|---|---|
| baseline | high | 140.00 | 28.63% | -0.21% | 1.00 |
| baseline | low | 198.00 | 40.49% | 0.17% | 1.00 |
| baseline | mid | 151.00 | 30.88% | -0.01% | 1.00 |
| high_only | high | 161.00 | 100.00% | -0.23% | 1.00 |
| low_veto_mid_half | high | 145.00 | 47.39% | -0.21% | 1.00 |
| low_veto_mid_half | mid | 161.00 | 52.61% | -0.03% | 0.50 |
Artifacts：pooled_summary.csv、asset_summary.csv、bucket_mix_primary_cost.csv、family_honest_gate_meta.json。