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。
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。
| month | variant | trades | mean_net_bps | median_net_bps | win_rate | total_net_bps |
|---|---|---|---|---|---|---|
| 2025-09 | band_pass | 82.00 | -13.21 | -10.78 | 37.80% | -1083.37 |
| 2025-09 | baseline | 135.00 | -23.07 | -14.79 | 34.07% | -3114.48 |
| 2025-09 | hard_positive | 99.00 | -26.70 | -20.77 | 31.31% | -2643.46 |
| 2025-10 | band_pass | 153.00 | -4.49 | -8.31 | 47.06% | -687.02 |
| 2025-10 | baseline | 271.00 | 2.48 | -11.15 | 45.76% | 672.04 |
| 2025-10 | hard_positive | 143.00 | 5.08 | -14.50 | 48.25% | 727.08 |
| 2025-11 | band_pass | 218.00 | 28.34 | -7.59 | 49.54% | 6178.28 |
| 2025-11 | baseline | 323.00 | 7.67 | -11.76 | 46.13% | 2476.36 |
| 2025-11 | hard_positive | 204.00 | 9.94 | 2.17 | 50.49% | 2027.19 |
| 2025-12 | band_pass | 168.00 | -4.82 | -24.33 | 35.12% | -809.44 |
| 2025-12 | baseline | 249.00 | -6.20 | -24.87 | 34.14% | -1542.99 |
| 2025-12 | hard_positive | 138.00 | -22.15 | -33.30 | 31.16% | -3056.66 |
| 2026-01 | band_pass | 136.00 | -3.77 | -17.20 | 36.76% | -513.28 |
| 2026-01 | baseline | 269.00 | -3.02 | -18.27 | 36.80% | -813.03 |
| 2026-01 | hard_positive | 164.00 | -1.15 | -19.71 | 34.76% | -188.80 |
| 2026-02 | band_pass | 170.00 | 15.53 | -9.82 | 47.06% | 2640.03 |
| 2026-02 | baseline | 274.00 | 0.74 | -15.25 | 43.43% | 203.88 |
| 2026-02 | hard_positive | 194.00 | 7.44 | -11.67 | 46.91% | 1443.02 |
| 2026-03 | band_pass | 106.00 | 0.07 | -15.04 | 44.34% | 7.02 |
| 2026-03 | baseline | 206.00 | -18.79 | -22.63 | 36.41% | -3870.49 |
| 2026-03 | hard_positive | 112.00 | -18.95 | -27.31 | 35.71% | -2121.92 |
| month | baseline | hard_positive | band_pass | hard_positive_uplift_vs_baseline_bps | band_pass_uplift_vs_baseline_bps |
|---|---|---|---|---|---|
| 2025-09 | -23.07 | -26.70 | -13.21 | -3.63 | 9.86 |
| 2025-10 | 2.48 | 5.08 | -4.49 | 2.60 | -6.97 |
| 2025-11 | 7.67 | 9.94 | 28.34 | 2.27 | 20.67 |
| 2025-12 | -6.20 | -22.15 | -4.82 | -15.95 | 1.38 |
| 2026-01 | -3.02 | -1.15 | -3.77 | 1.87 | -0.75 |
| 2026-02 | 0.74 | 7.44 | 15.53 | 6.69 | 14.79 |
| 2026-03 | -18.79 | -18.95 | 0.07 | -0.16 | 18.85 |
band_pass 不是“每个月自己都赚钱”的稳定 allow gate;它在 2025-10 / 2026-01 仍会失手。