Rank 30 · trendln paired-channel breach / corridor breakout gate

这轮只回答什么

• 固定复用 BTC/ETH/SOL 120d 15m cache，不追新 bar。
• 只比较两档最小规则：raw_corridor_breach vs breach_plus_reclaim_hold。
• 只回答四个便宜问题：trade_count、false_break_ratio、post_cost_return、width-stability。
• 执行口径固定：信号 bar 只用当时已确认的 pivot 线；入场 = next-bar open；持有 = 8 根 15m bar。

clean-room 规则

• 通道成立：过去 96 根里，support / resistance 两条拟合线都至少有 3 个因果确认 pivot，斜率方向一致，且最近 12 根的 corridor width 变异系数 ≤ 0.35。
• raw corridor breach：上一根还在外轨内侧，本根收盘真正穿出 outer line，且平均斜率同向。
• breach + reclaim hold：先出现 raw breach，再要求下一根收盘仍留在 corridor 外侧，避免只靠一根 wick / 单根假动作入场。
• 假突破定义：触发后 4 根内，收盘重新回到同一方向边界内，或通道状态直接失效。

hard verdict

park / evidence pool

主变体 breach_plus_reclaim_hold 在 6bps/side 下：跨资产 mean_total_return≈-7.33%、positive_asset_ratio=0.0/3、mean_trades≈57.3、mean_false_break_ratio≈82.39%。

最小 clean replication 没把它拉进候选池：要么成本后回报仍偏弱，要么假突破率 / 宽度稳定性 / 交易密度没有一起过关。

跨资产总表

variant	cost_bps_per_side	mean_total_return	positive_asset_ratio	mean_trades	mean_false_break_ratio	mean_width_cv	mean_corridor_width_pct	mean_win_rate
raw_corridor_breach	6.00	-10.73%	0.00%	93.0	86.11%	0.144	1.12%	41.51%
raw_corridor_breach	10.00	-17.14%	0.00%	93.0	86.11%	0.144	1.12%	37.26%
raw_corridor_breach	15.00	-24.51%	0.00%	93.0	86.11%	0.144	1.12%	31.85%
raw_corridor_breach	20.00	-31.23%	0.00%	93.0	86.11%	0.144	1.12%	27.18%
breach_plus_reclaim_hold	6.00	-7.33%	0.00%	57.3	82.39%	0.137	1.10%	38.58%
breach_plus_reclaim_hold	10.00	-11.48%	0.00%	57.3	82.39%	0.137	1.10%	35.73%
breach_plus_reclaim_hold	15.00	-16.40%	0.00%	57.3	82.39%	0.137	1.10%	30.35%
breach_plus_reclaim_hold	20.00	-21.05%	0.00%	57.3	82.39%	0.137	1.10%	28.59%

分资产摘要

asset	variant	cost_bps_per_side	trades	total_return	false_break_ratio	avg_width_cv	avg_corridor_width_pct	win_rate	long_share	short_share
BTC-USD	raw_corridor_breach	6.00	93	-16.61%	81.72%	0.138	0.84%	40.86%	46.24%	53.76%
BTC-USD	raw_corridor_breach	10.00	93	-22.60%	81.72%	0.138	0.84%	34.41%	46.24%	53.76%
BTC-USD	raw_corridor_breach	15.00	93	-29.48%	81.72%	0.138	0.84%	24.73%	46.24%	53.76%
BTC-USD	raw_corridor_breach	20.00	93	-35.75%	81.72%	0.138	0.84%	20.43%	46.24%	53.76%
BTC-USD	breach_plus_reclaim_hold	6.00	64	-13.92%	78.12%	0.132	0.90%	34.38%	43.75%	56.25%
BTC-USD	breach_plus_reclaim_hold	10.00	64	-18.22%	78.12%	0.132	0.90%	31.25%	43.75%	56.25%
BTC-USD	breach_plus_reclaim_hold	15.00	64	-23.29%	78.12%	0.132	0.90%	26.56%	43.75%	56.25%
BTC-USD	breach_plus_reclaim_hold	20.00	64	-28.06%	78.12%	0.132	0.90%	25.00%	43.75%	56.25%
ETH-USD	raw_corridor_breach	6.00	90	-10.90%	92.22%	0.155	1.20%	38.89%	46.67%	53.33%
ETH-USD	raw_corridor_breach	10.00	90	-17.10%	92.22%	0.155	1.20%	37.78%	46.67%	53.33%
ETH-USD	raw_corridor_breach	15.00	90	-24.24%	92.22%	0.155	1.20%	33.33%	46.67%	53.33%
ETH-USD	raw_corridor_breach	20.00	90	-30.77%	92.22%	0.155	1.20%	27.78%	46.67%	53.33%
ETH-USD	breach_plus_reclaim_hold	6.00	50	-6.31%	88.00%	0.139	1.06%	40.00%	44.00%	56.00%
ETH-USD	breach_plus_reclaim_hold	10.00	50	-9.98%	88.00%	0.139	1.06%	38.00%	44.00%	56.00%
ETH-USD	breach_plus_reclaim_hold	15.00	50	-14.38%	88.00%	0.139	1.06%	30.00%	44.00%	56.00%
ETH-USD	breach_plus_reclaim_hold	20.00	50	-18.56%	88.00%	0.139	1.06%	28.00%	44.00%	56.00%
SOL-USD	raw_corridor_breach	6.00	96	-4.68%	84.38%	0.141	1.31%	44.79%	47.92%	52.08%
SOL-USD	raw_corridor_breach	10.00	96	-11.73%	84.38%	0.141	1.31%	39.58%	47.92%	52.08%
SOL-USD	raw_corridor_breach	15.00	96	-19.82%	84.38%	0.141	1.31%	37.50%	47.92%	52.08%
SOL-USD	raw_corridor_breach	20.00	96	-27.17%	84.38%	0.141	1.31%	33.33%	47.92%	52.08%
SOL-USD	breach_plus_reclaim_hold	6.00	58	-1.78%	81.03%	0.140	1.33%	41.38%	46.55%	53.45%
SOL-USD	breach_plus_reclaim_hold	10.00	58	-6.23%	81.03%	0.140	1.33%	37.93%	46.55%	53.45%
SOL-USD	breach_plus_reclaim_hold	15.00	58	-11.52%	81.03%	0.140	1.33%	34.48%	46.55%	53.45%
SOL-USD	breach_plus_reclaim_hold	20.00	58	-16.52%	81.03%	0.140	1.33%	32.76%	46.55%	53.45%

corridor width stability 审计

asset	ready_ratio	mean_width_cv	median_width_cv	p90_width_cv	mean_corridor_width_pct	mean_high_points	mean_low_points
BTC-USD	43.51%	0.157	0.144	0.269	1.04%	13.4	13.8
ETH-USD	41.61%	0.161	0.148	0.281	1.37%	13.9	14.0
SOL-USD	44.54%	0.153	0.139	0.267	1.49%	13.5	13.4

artifact

• overall_summary.csv
• asset_summary.csv
• trades_primary_6bps.csv
• width_stability_summary.csv
• source intake card