生成时间：2026-03-23 15:42:17 UTC ｜ 只复用 Rank 151 已经完成的两条 family 结果，不新开第三 family，不重跑重型优化。
Rank 151 已完成顶板要求的 rolling/split 稳定性，足以进入 P2 discussion。
| family | time_split | baseline_mean_net_bps | band_pass_mean_net_bps | band_pass_uplift_vs_baseline_bps | band_pass_trades | baseline_trades |
|---|---|---|---|---|---|---|
| breakout_short | front_half | 0.53 | 10.35 | 9.82 | 530.00 | 861.00 |
| breakout_short | back_half | -7.45 | 0.49 | 7.94 | 503.00 | 866.00 |
| fib_retest_long | front_half | 34.03 | 44.71 | 10.68 | 5.00 | 11.00 |
| fib_retest_long | back_half | 1.29 | 33.57 | 32.28 | 15.00 | 23.00 |
| family | positive_uplift_splits | positive_bandpass_splits | family_pass |
|---|---|---|---|
| breakout_short | 2.00 | 2.00 | 1.00 |
| fib_retest_long | 2.00 | 2.00 | 1.00 |
| family | time_split | variant | trades | mean_net_bps | median_net_bps | win_rate | total_net_bps |
|---|---|---|---|---|---|---|---|
| breakout_short | back_half | band_pass | 503.00 | 0.49 | -16.88 | 40.36% | 246.98 |
| breakout_short | back_half | baseline | 866.00 | -7.45 | -19.77 | 37.88% | -6448.59 |
| breakout_short | back_half | hard_positive | 524.00 | -6.23 | -21.82 | 37.79% | -3262.68 |
| breakout_short | front_half | band_pass | 530.00 | 10.35 | -10.54 | 46.04% | 5485.24 |
| breakout_short | front_half | baseline | 861.00 | 0.53 | -14.62 | 42.86% | 459.87 |
| breakout_short | front_half | hard_positive | 530.00 | -1.04 | -14.65 | 44.53% | -550.87 |
| fib_retest_long | back_half | band_pass | 15.00 | 33.57 | 46.01 | 80.00% | 503.58 |
| fib_retest_long | back_half | baseline | 23.00 | 1.29 | 0.89 | 52.17% | 29.78 |
| fib_retest_long | back_half | hard_positive | 11.00 | -3.01 | 0.89 | 54.55% | -33.11 |
| fib_retest_long | front_half | band_pass | 5.00 | 44.71 | 45.25 | 60.00% | 223.57 |
| fib_retest_long | front_half | baseline | 11.00 | 34.03 | 4.44 | 54.55% | 374.35 |
| fib_retest_long | front_half | hard_positive | 4.00 | -49.92 | -45.45 | 0.00% | -199.67 |
| candidate | usefulness | time_stability | cross_asset_stability | cost_trade_stability | deployability | recommended_action | why_now | main_weakness |
|---|---|---|---|---|---|---|---|---|
| Rank 151 / EWMAC breakout band-pass gate | 3.00 | 3.00 | 3.00 | 3.00 | 2.00 | promote_P2_discussion | 顶板 Run 1 已明确要求在两条 family replication 之后，优先用 rolling/split 稳定性回答它是否真有资格进 P2 discussion。 | fib retest 样本仍偏小；这次裁决更像 shared-gate 预审通过，不是直接进入 Paper 的 deploy 证据。 |
band_pass 在两条已完成 family 上，是否前后半程都还能维持对 baseline 的 uplift。keep_P1 but stronger 推进到 P2 discussion，而不是继续补第三条 family。