Rank 151 · breakout-short family time stability check

生成时间:2026-03-23 15:03 UTC | 基于已有 family honest gate 结果,只检查最短 verdict-changing 邻近问题:band-pass uplift 是否只是单月幻觉。

一句话结论

keep_P1 but stronger:family uplift 明显真实,但时间稳定性仍不平,离 P2 还差第二 family 或更长稳定性复核。

Monthly stability @ 6bps/side

monthvarianttradesmean_net_bpsmedian_net_bpswin_ratetotal_net_bps
2025-09band_pass82.00-13.21-10.7837.80%-1083.37
2025-09baseline135.00-23.07-14.7934.07%-3114.48
2025-09hard_positive99.00-26.70-20.7731.31%-2643.46
2025-10band_pass153.00-4.49-8.3147.06%-687.02
2025-10baseline271.002.48-11.1545.76%672.04
2025-10hard_positive143.005.08-14.5048.25%727.08
2025-11band_pass218.0028.34-7.5949.54%6178.28
2025-11baseline323.007.67-11.7646.13%2476.36
2025-11hard_positive204.009.942.1750.49%2027.19
2025-12band_pass168.00-4.82-24.3335.12%-809.44
2025-12baseline249.00-6.20-24.8734.14%-1542.99
2025-12hard_positive138.00-22.15-33.3031.16%-3056.66
2026-01band_pass136.00-3.77-17.2036.76%-513.28
2026-01baseline269.00-3.02-18.2736.80%-813.03
2026-01hard_positive164.00-1.15-19.7134.76%-188.80
2026-02band_pass170.0015.53-9.8247.06%2640.03
2026-02baseline274.000.74-15.2543.43%203.88
2026-02hard_positive194.007.44-11.6746.91%1443.02
2026-03band_pass106.000.07-15.0444.34%7.02
2026-03baseline206.00-18.79-22.6336.41%-3870.49
2026-03hard_positive112.00-18.95-27.3135.71%-2121.92

Monthly uplift vs baseline @ 6bps/side

monthbaselinehard_positiveband_passhard_positive_uplift_vs_baseline_bpsband_pass_uplift_vs_baseline_bps
2025-09-23.07-26.70-13.21-3.639.86
2025-102.485.08-4.492.60-6.97
2025-117.679.9428.342.2720.67
2025-12-6.20-22.15-4.82-15.951.38
2026-01-3.02-1.15-3.771.87-0.75
2026-020.747.4415.536.6914.79
2026-03-18.79-18.950.07-0.1618.85

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