Rank 33 · endpoint NW + confirmed HL reclaim / causal swing persistence gate

这轮只回答什么

• 固定复用 BTC/ETH/SOL 120d 15m cache，不追新 bar。
• 只比较三档最小规则：raw_extrema_reclaim、nw_hl_reclaim、nw_hl_plus_highbreak。
• 先回答四个便宜问题：post_cost_return、trade_count、false_reclaim_ratio、time-pocket honesty。
• 执行口径固定：higher-tf bias 用 completed 1h endpoint NW slope；入场 = next-bar open；持有 = 8 根 15m bar；默认 non-overlap。

clean-room 规则

• raw_extrema_reclaim：higher-tf bias 同向，最近确认 swing 保持 HL/LH，并重新站回最近 swing 的中位 reclaim level。
• nw_hl_reclaim：在前者思路上改用 endpoint NW 平滑与 NW-confirmed HL/LH，要求价格重新站回 NW smooth 同侧。
• nw_hl_plus_highbreak：在 nw_hl_reclaim 基础上，再要求当前 close 同时突破最近确认高/低点。
• lookahead guard：endpoint NW 只允许 causal 版本；confirmed extrema 只在确认 bar 后才可用，不允许把中心点未确认时的 swing 提前拿来交易。

hard verdict

park / evidence pool

主变体 nw_hl_plus_highbreak 在 6bps/side 下：跨资产 mean_total_return≈-8.51%、positive_asset_ratio≈33.33%、mean_trades≈121.7、mean_false_reclaim_ratio≈20.07%、mean_no_trade_ratio≈98.71%。

最小 clean replication 没把它推成合格候选：要么成本后仍偏弱，要么 trade count / false_reclaim_ratio / time-pocket honesty 没能一起站住。

跨资产总表

variant	cost_bps_per_side	mean_total_return	positive_asset_ratio	mean_trades	mean_false_reclaim_ratio	mean_no_trade_ratio	mean_win_rate	mean_structure_strength
raw_extrema_reclaim	6.00	-1.72%	33.33%	355.3	49.13%	96.24%	42.44%	0.00180
raw_extrema_reclaim	10.00	-26.11%	0.00%	355.3	49.13%	96.24%	38.12%	0.00180
raw_extrema_reclaim	15.00	-48.27%	0.00%	355.3	49.13%	96.24%	33.07%	0.00180
raw_extrema_reclaim	20.00	-63.77%	0.00%	355.3	49.13%	96.24%	27.71%	0.00180
nw_hl_reclaim	6.00	-1.39%	33.33%	324.7	47.20%	96.56%	41.85%	0.00162
nw_hl_reclaim	10.00	-24.15%	33.33%	324.7	47.20%	96.56%	37.12%	0.00162
nw_hl_reclaim	15.00	-45.37%	0.00%	324.7	47.20%	96.56%	31.36%	0.00162
nw_hl_reclaim	20.00	-60.64%	0.00%	324.7	47.20%	96.56%	27.93%	0.00162
nw_hl_plus_highbreak	6.00	-8.51%	33.33%	121.7	20.07%	98.71%	41.78%	0.00229
nw_hl_plus_highbreak	10.00	-16.95%	0.00%	121.7	20.07%	98.71%	36.60%	0.00229
nw_hl_plus_highbreak	15.00	-26.42%	0.00%	121.7	20.07%	98.71%	29.28%	0.00229
nw_hl_plus_highbreak	20.00	-34.81%	0.00%	121.7	20.07%	98.71%	25.95%	0.00229

分资产摘要

asset	variant	cost_bps_per_side	trades	total_return	false_reclaim_ratio	no_trade_ratio	win_rate	avg_structure_strength	long_share	short_share
BTC-USD	raw_extrema_reclaim	6.00	333	-20.38%	49.85%	96.32%	39.94%	0.00136	47.45%	52.55%
BTC-USD	raw_extrema_reclaim	10.00	333	-39.01%	49.85%	96.32%	34.83%	0.00136	47.45%	52.55%
BTC-USD	raw_extrema_reclaim	15.00	333	-56.30%	49.85%	96.32%	28.23%	0.00136	47.45%	52.55%
BTC-USD	raw_extrema_reclaim	20.00	333	-68.70%	49.85%	96.32%	22.82%	0.00136	47.45%	52.55%
BTC-USD	nw_hl_reclaim	6.00	301	-26.26%	49.17%	96.68%	35.55%	0.00137	47.18%	52.82%
BTC-USD	nw_hl_reclaim	10.00	301	-42.05%	49.17%	96.68%	30.56%	0.00137	47.18%	52.82%
BTC-USD	nw_hl_reclaim	15.00	301	-57.13%	49.17%	96.68%	24.58%	0.00137	47.18%	52.82%
BTC-USD	nw_hl_reclaim	20.00	301	-68.29%	49.17%	96.68%	19.93%	0.00137	47.18%	52.82%
BTC-USD	nw_hl_plus_highbreak	6.00	120	-15.76%	16.67%	98.67%	35.00%	0.00190	50.83%	49.17%
BTC-USD	nw_hl_plus_highbreak	10.00	120	-23.48%	16.67%	98.67%	30.83%	0.00190	50.83%	49.17%
BTC-USD	nw_hl_plus_highbreak	15.00	120	-32.14%	16.67%	98.67%	23.33%	0.00190	50.83%	49.17%
BTC-USD	nw_hl_plus_highbreak	20.00	120	-39.83%	16.67%	98.67%	20.00%	0.00190	50.83%	49.17%
ETH-USD	raw_extrema_reclaim	6.00	354	19.55%	46.89%	96.23%	44.63%	0.00198	46.05%	53.95%
ETH-USD	raw_extrema_reclaim	10.00	354	-9.96%	46.89%	96.23%	41.53%	0.00198	46.05%	53.95%
ETH-USD	raw_extrema_reclaim	15.00	354	-36.83%	46.89%	96.23%	36.16%	0.00198	46.05%	53.95%
ETH-USD	raw_extrema_reclaim	20.00	354	-55.69%	46.89%	96.23%	30.23%	0.00198	46.05%	53.95%
ETH-USD	nw_hl_reclaim	6.00	335	-18.00%	47.16%	96.43%	40.90%	0.00169	49.55%	50.45%
ETH-USD	nw_hl_reclaim	10.00	335	-37.29%	47.16%	96.43%	37.31%	0.00169	49.55%	50.45%
ETH-USD	nw_hl_reclaim	15.00	335	-55.16%	47.16%	96.43%	31.04%	0.00169	49.55%	50.45%
ETH-USD	nw_hl_reclaim	20.00	335	-67.94%	47.16%	96.43%	28.96%	0.00169	49.55%	50.45%
ETH-USD	nw_hl_plus_highbreak	6.00	130	-18.97%	26.15%	98.62%	40.77%	0.00243	50.00%	50.00%
ETH-USD	nw_hl_plus_highbreak	10.00	130	-26.98%	26.15%	98.62%	34.62%	0.00243	50.00%	50.00%
ETH-USD	nw_hl_plus_highbreak	15.00	130	-35.89%	26.15%	98.62%	25.38%	0.00243	50.00%	50.00%
ETH-USD	nw_hl_plus_highbreak	20.00	130	-43.72%	26.15%	98.62%	23.08%	0.00243	50.00%	50.00%
SOL-USD	raw_extrema_reclaim	6.00	379	-4.32%	50.66%	96.16%	42.74%	0.00206	45.65%	54.35%
SOL-USD	raw_extrema_reclaim	10.00	379	-29.36%	50.66%	96.16%	37.99%	0.00206	45.65%	54.35%
SOL-USD	raw_extrema_reclaim	15.00	379	-51.67%	50.66%	96.16%	34.83%	0.00206	45.65%	54.35%
SOL-USD	raw_extrema_reclaim	20.00	379	-66.94%	50.66%	96.16%	30.08%	0.00206	45.65%	54.35%
SOL-USD	nw_hl_reclaim	6.00	338	40.10%	45.27%	96.57%	49.11%	0.00181	43.79%	56.21%
SOL-USD	nw_hl_reclaim	10.00	338	6.89%	45.27%	96.57%	43.49%	0.00181	43.79%	56.21%
SOL-USD	nw_hl_reclaim	15.00	338	-23.80%	45.27%	96.57%	38.46%	0.00181	43.79%	56.21%
SOL-USD	nw_hl_reclaim	20.00	338	-45.69%	45.27%	96.57%	34.91%	0.00181	43.79%	56.21%
SOL-USD	nw_hl_plus_highbreak	6.00	115	9.21%	17.39%	98.83%	49.57%	0.00253	46.96%	53.04%
SOL-USD	nw_hl_plus_highbreak	10.00	115	-0.40%	17.39%	98.83%	44.35%	0.00253	46.96%	53.04%
SOL-USD	nw_hl_plus_highbreak	15.00	115	-11.23%	17.39%	98.83%	39.13%	0.00253	46.96%	53.04%
SOL-USD	nw_hl_plus_highbreak	20.00	115	-20.89%	17.39%	98.83%	34.78%	0.00253	46.96%	53.04%

time-pocket honesty（主变体 6bps）

time_bucket	mean_total_return	positive_asset_ratio	mean_trades	mean_win_rate
bucket_1	-9.24%	0.00%	40.7	37.47%
bucket_2	5.03%	66.67%	40.3	45.39%
bucket_3	-3.95%	33.33%	40.7	43.92%

artifact

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