Rank 151 · fib retest second-family honest gate

生成时间：2026-03-23 15:30 UTC ｜ family：fib retest ｜来源：rank74 feature frame（BTC/ETH/SOL 15m）｜ hold=8 bars ｜ frozen 阈值：q20=-1.1560, q80=1.6414 ｜成本层：6/10/15 bps per side

一句话结论

second family passed：fib retest 上 band-pass 明显优于 baseline / hard-positive；Rank 151 不再只是 breakout-short 特例，已拿到跨第二条 desk family 的 shared-gate 证据。

baseline：mean_net_bps=11.89，retention=100.00%
hard_positive：mean_net_bps=-15.52，retention=44.12%
band_pass：mean_net_bps=36.36，retention=58.82%

Pooled summary @ 6bps/side

variant	signal_events	trades	trade_retention	mean_net_bps	win_rate	total_net_bps	positive_asset_ratio
band_pass	34.00	20.00	58.82%	36.36	75.00%	727.16	100.00%
baseline	34.00	34.00	100.00%	11.89	52.94%	404.13	100.00%
hard_positive	34.00	15.00	44.12%	-15.52	40.00%	-232.78	33.33%

Asset breakdown @ 6bps/side

asset	variant	signal_events	trades	trade_retention	mean_net_bps	win_rate	total_net_bps
BTCUSDT	baseline	11.00	11.00	100.00%	21.87	63.64%	240.57
ETHUSDT	baseline	12.00	12.00	100.00%	2.41	50.00%	28.98
SOLUSDT	baseline	11.00	11.00	100.00%	12.23	45.45%	134.58
BTCUSDT	hard_positive	11.00	2.00	18.18%	67.36	100.00%	134.73
ETHUSDT	hard_positive	12.00	9.00	75.00%	-3.00	44.44%	-27.02
SOLUSDT	hard_positive	11.00	4.00	36.36%	-85.12	0.00%	-340.49
BTCUSDT	band_pass	11.00	6.00	54.55%	65.84	100.00%	395.05
ETHUSDT	band_pass	12.00	10.00	83.33%	13.96	60.00%	139.56
SOLUSDT	band_pass	11.00	4.00	36.36%	48.14	75.00%	192.55

读法提醒

这是第二条 family 复核，不是重新优化阈值；q20/q80 直接复用 breakout digest 冻结值。
样本较小（fib retest 事件本来就少），因此它更像 replication evidence，而不是最终 deploy 结论。
如果第二 family 也过，下一轮最值钱动作不再是补第三条 family，而是上更正式的 rolling / split 稳定性。