Rank 29 no-overlap honesty check

生成时间：2026-04-04 08:22:39 UTC ｜固定样本 BTC/ETH/SOL 120d 15m，主变体 breakout_align_ge2，固定持有 8 bars，且同资产不重叠持仓。

hard verdict

Rank 29 strict-causal + no-overlap 后不再支持原先的健康判断，应压回重评。

旧口径和 causal 口径都在同样的 no-overlap 约束下重算；差别只在于是否允许未来确认的结构回填到历史 bars。
从现在起，写给交易判断的 no-overlap 结果只认 causal_replay。
本页生成的 *_no_overlap_guard_trades_*bps.csv 也已改成 strict-causal 版本，供后面的时间稳定性检查直接复用。

signal_engine	cost_bps_per_side	mean_total_return	positive_asset_ratio	mean_trades	min_trades	mean_win_rate
causal_replay	6	0.00%	0.00%	0.0	0	-
causal_replay	10	0.00%	0.00%	0.0	0	-
causal_replay	15	0.00%	0.00%	0.0	0	-
causal_replay	20	0.00%	0.00%	0.0	0	-
confirmed_line_only	6	62.16%	100.00%	132.3	124	58.60%
confirmed_line_only	10	45.86%	100.00%	132.3	124	53.03%
confirmed_line_only	15	27.76%	100.00%	132.3	124	48.68%
confirmed_line_only	20	11.90%	100.00%	132.3	124	43.80%

asset	signal_engine	cost_bps_per_side	trades	total_return	win_rate	avg_net_ret
BTC-USD	confirmed_line_only	6	141	52.18%	52.48%	0.30%
BTC-USD	confirmed_line_only	10	141	35.94%	46.10%	0.22%
BTC-USD	confirmed_line_only	15	141	18.04%	43.26%	0.12%
BTC-USD	confirmed_line_only	20	141	2.49%	41.13%	0.02%
BTC-USD	causal_replay	6	0	0.00%	-	-
BTC-USD	causal_replay	10	0	0.00%	-	-
BTC-USD	causal_replay	15	0	0.00%	-	-
BTC-USD	causal_replay	20	0	0.00%	-	-
ETH-USD	confirmed_line_only	6	124	48.47%	59.68%	0.33%
ETH-USD	confirmed_line_only	10	124	34.44%	51.61%	0.25%
ETH-USD	confirmed_line_only	15	124	18.74%	45.97%	0.15%
ETH-USD	confirmed_line_only	20	124	4.87%	39.52%	0.05%
ETH-USD	causal_replay	6	0	0.00%	-	-
ETH-USD	causal_replay	10	0	0.00%	-	-
ETH-USD	causal_replay	15	0	0.00%	-	-
ETH-USD	causal_replay	20	0	0.00%	-	-
SOL-USD	confirmed_line_only	6	132	85.83%	63.64%	0.48%
SOL-USD	confirmed_line_only	10	132	67.20%	61.36%	0.40%
SOL-USD	confirmed_line_only	15	132	46.50%	56.82%	0.30%
SOL-USD	confirmed_line_only	20	132	28.35%	50.76%	0.20%
SOL-USD	causal_replay	6	0	0.00%	-	-
SOL-USD	causal_replay	10	0	0.00%	-	-
SOL-USD	causal_replay	15	0	0.00%	-	-
SOL-USD	causal_replay	20	0	0.00%	-	-