Scout Seat · Rank 29 strict-causal reassessment

生成时间：2026-04-30 06:46:27 UTC ｜复盘对象仍是同一套 Binance 120d / 15m / BTC+ETH+SOL 主样本，但这次把 old 与 strict-causal 放到同一页正面对比。

hard verdict

Rank 29 旧回测被未来函数严重放大；按 strict-causal 主样本重算后，不足以继续沿用原健康结论。

旧口径（confirmed_line_only）主样本 breakout_align_ge2 @ 6bps：mean_total_return 80.59%，positive_asset_ratio 100.00%，mean_trades 149.7。
新口径（causal_replay）主样本 breakout_align_ge2 @ 6bps：mean_total_return 0.00%，positive_asset_ratio 0.00%，mean_trades 0.0。
旧主样本信号里，被未来函数误导出来的比例：100.00%（按 asset + event_ts + direction + trigger_tf 对齐）。
因此从现在起，Rank 29 的基准结论只能引用 causal 结果；旧口径保留为污染对照，不再用于策略晋级。

旧口径：confirmed_line_only 会在后续 pivot 确认后把线和趋势状态回填到更早 bars，再去扫信号。
新口径：causal_replay 使用单次全样本 strict-causal frame：允许当前 bar 看到已确认结构，但不把未来才确认的状态回填到历史 bars。
所以这页回答的是：同样的 120d 样本、同样的持有期与费用，只把未来函数拿掉以后，这条线还剩多少真实表现。

signal_engine	mean_total_return	positive_asset_ratio	mean_trades	min_trades	mean_win_rate	mean_false_break_ratio
causal_replay	0.00%	0.00%	0.0	0	-	-
confirmed_line_only	80.59%	100.00%	149.7	139	58.77%	8.10%

asset	old_signals	hindsight_only	misleading_pct
BTC-USD	159	159	100.00%
ETH-USD	139	139	100.00%
SOL-USD	151	151	100.00%

asset	signal_engine	trades	total_return	win_rate	false_break_ratio	avg_net_ret
BTC-USD	causal_replay	0	0.00%	-	-	-
BTC-USD	confirmed_line_only	159	65.13%	52.20%	7.55%	0.32%
ETH-USD	causal_replay	0	0.00%	-	-	-
ETH-USD	confirmed_line_only	139	66.78%	61.87%	10.79%	0.38%
SOL-USD	causal_replay	0	0.00%	-	-	-
SOL-USD	confirmed_line_only	151	109.85%	62.25%	5.96%	0.50%

signal_engine	cost_bps_per_side	mean_total_return	positive_asset_ratio	mean_false_break_ratio	mean_trades	min_trades
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	80.59%	100.00%	8.10%	149.7	139
confirmed_line_only	10	60.19%	100.00%	8.10%	149.7	139
confirmed_line_only	15	37.90%	100.00%	8.10%	149.7	139
confirmed_line_only	20	18.70%	100.00%	8.10%	149.7	139

asset	event_ts	direction	trigger_tf	entry_ts
BTC-USD	2026-03-14T16:15:00Z	long	medium	2026-03-14T16:30:00Z
ETH-USD	2026-03-14T06:00:00Z	short	short	2026-03-14T06:15:00Z
SOL-USD	2026-03-14T05:30:00Z	short	long	2026-03-14T05:45:00Z
ETH-USD	2026-03-13T22:00:00Z	short	medium	2026-03-13T22:15:00Z
SOL-USD	2026-03-13T17:45:00Z	short	short	2026-03-13T18:00:00Z
ETH-USD	2026-03-13T17:30:00Z	short	short	2026-03-13T17:45:00Z
ETH-USD	2026-03-13T09:45:00Z	long	short	2026-03-13T10:00:00Z
ETH-USD	2026-03-12T10:30:00Z	long	medium	2026-03-12T10:45:00Z
BTC-USD	2026-03-12T10:30:00Z	long	medium	2026-03-12T10:45:00Z
BTC-USD	2026-03-12T09:30:00Z	long	short	2026-03-12T09:45:00Z
ETH-USD	2026-03-12T07:15:00Z	long	short	2026-03-12T07:30:00Z
SOL-USD	2026-03-11T17:15:00Z	long	long	2026-03-11T17:30:00Z
BTC-USD	2026-03-11T17:15:00Z	long	long	2026-03-11T17:30:00Z
BTC-USD	2026-03-11T13:30:00Z	long	medium	2026-03-11T13:45:00Z
BTC-USD	2026-03-11T13:00:00Z	long	short	2026-03-11T13:15:00Z
SOL-USD	2026-03-11T11:30:00Z	short	long	2026-03-11T11:45:00Z
SOL-USD	2026-03-11T07:30:00Z	short	short	2026-03-11T07:45:00Z
BTC-USD	2026-03-11T07:30:00Z	short	long	2026-03-11T07:45:00Z
ETH-USD	2026-03-10T18:00:00Z	short	short	2026-03-10T18:15:00Z
ETH-USD	2026-03-10T14:45:00Z	long	short	2026-03-10T15:00:00Z

这些就是“旧回测会记成可交易，但 strict-causal 下并不成立”的代表样本。