生成时间：2026-03-18 04:02 UTC ｜ 本轮类型：P1 那唯一一次便宜诚实检查（在 Rank 27 基础上仅改一条轴）
retest_hold 改成 ATR 弹性回踩区 + bounce reclaim。BTC/ETH/SOL 120d 15m cache，不追新 bar，不扩 universe。next-bar open + 1ATR stop + 2ATR target + 8-bar time stop + no-overlap。park / evidence pool
ATR zone 变体在 6bps/side 下：mean_total_return≈-3.14%、positive_asset_ratio≈33.33%、mean_trades≈66.3、mean_false_break_ratio≈58.42%；对照 raw≈-13.79%/71.56%，retest_hold≈-3.03%/68.67%。
ATR 回踩区改写没有把 Rank 27 从成本后负收益状态里救出来，仍不配继续占默认 Scout 预算。
| variant | cost_bps_per_side | mean_total_return | positive_asset_ratio | mean_trades | mean_false_break_ratio | mean_no_trade_ratio |
|---|---|---|---|---|---|---|
| neckline_confirm_plus_retest_hold | 6 | -3.03% | 0.00% | 36.0 | 68.67% | 3.47% |
| atr_zone_bounce_reclaim | 6 | -3.14% | 33.33% | 66.3 | 58.42% | 12.12% |
| raw_breakout | 6 | -13.79% | 0.00% | 109.0 | 71.56% | 16.47% |
| neckline_confirm | 6 | -17.42% | 0.00% | 98.0 | 62.50% | 16.30% |
| neckline_confirm_plus_retest_hold | 10 | -5.78% | 0.00% | 36.0 | 68.67% | 3.47% |
| atr_zone_bounce_reclaim | 10 | -8.16% | 0.00% | 66.3 | 58.42% | 12.12% |
| raw_breakout | 10 | -21.01% | 0.00% | 109.0 | 71.56% | 16.47% |
| neckline_confirm | 10 | -23.65% | 0.00% | 98.0 | 62.50% | 16.30% |
| neckline_confirm_plus_retest_hold | 15 | -9.12% | 0.00% | 36.0 | 68.67% | 3.47% |
| atr_zone_bounce_reclaim | 15 | -14.08% | 0.00% | 66.3 | 58.42% | 12.12% |
| raw_breakout | 15 | -29.18% | 0.00% | 109.0 | 71.56% | 16.47% |
| neckline_confirm | 15 | -30.77% | 0.00% | 98.0 | 62.50% | 16.30% |
| neckline_confirm_plus_retest_hold | 20 | -12.34% | 0.00% | 36.0 | 68.67% | 3.47% |
| atr_zone_bounce_reclaim | 20 | -19.62% | 0.00% | 66.3 | 58.42% | 12.12% |
| raw_breakout | 20 | -36.51% | 0.00% | 109.0 | 71.56% | 16.47% |
| neckline_confirm | 20 | -37.24% | 0.00% | 98.0 | 62.50% | 16.30% |
| asset | candidate_events | trades | total_return | false_break_ratio | mean_time_to_failure_bars | no_trade_ratio |
|---|---|---|---|---|---|---|
| BTC-USD | 70 | 64 | -6.99% | 59.38% | 3.6 | 8.57% |
| ETH-USD | 72 | 63 | -5.72% | 60.32% | 4.0 | 12.50% |
| SOL-USD | 85 | 72 | 3.28% | 55.56% | 3.6 | 15.29% |
| time_bucket | mean_total_return | positive_asset_ratio | mean_trades | mean_false_break_ratio |
|---|---|---|---|---|
| bucket_1 | -2.72% | 0.00% | 22.3 | 61.19% |
| bucket_2 | -2.00% | 0.00% | 22.0 | 57.58% |
| bucket_3 | 1.59% | 33.33% | 22.0 | 56.06% |