生成时间：2026-03-17 16:51 UTC ｜ 类型：最小 clean replication ｜ 角色：Scout Seat 的 TSM honesty-gate fast verdict
BTC/ETH/SOL 120d 15m cache，不追新 bar。recent_sign_only / history_drift_only / recent_and_drift_agree 三档最小 clean-room 对照。16 根 15m bar 回报符号；history drift 冻结为 96 根 15m bar 回报符号。next-bar open 进场，固定持有 8 根 15m bar，且默认 no-overlap。park / evidence pool
agree-only gate 没把这条线救回来。 在 6bps/side 下，recent_and_drift_agree 仍只有 mean_total_return≈-49.58%、positive_asset_ratio≈0.00%、mean_trades≈546.7。
更直白地说：这条线当前不是 “recent sign 很强，只是被 drift 污染”；而更像是 recent_sign_only 与 recent_and_drift_agree 都明显亏损，history_drift_only 虽然更不差，但在 6bps/side 下也仍约 -18.13%，同样不足以进入 paper candidate pool。
对比：recent_sign_only 在 6bps/side 下约 -53.20%；history_drift_only 约 -18.13%；recent_and_drift_agree 约 -49.58%。
| variant | cost_bps_per_side | mean_total_return | positive_asset_ratio | mean_trades | mean_win_rate | mean_no_trade_ratio |
|---|---|---|---|---|---|---|
| history_drift_only | 6 | -18.13% | 0.00% | 230.7 | 36.54% | 84.00% |
| recent_and_drift_agree | 6 | -49.58% | 0.00% | 546.7 | 39.22% | 62.07% |
| recent_sign_only | 6 | -53.20% | 0.00% | 590.0 | 40.12% | 59.07% |
| history_drift_only | 10 | -31.99% | 0.00% | 230.7 | 32.08% | 84.00% |
| recent_and_drift_agree | 10 | -67.47% | 0.00% | 546.7 | 33.49% | 62.07% |
| recent_sign_only | 10 | -70.84% | 0.00% | 590.0 | 35.10% | 59.07% |
| history_drift_only | 15 | -46.07% | 0.00% | 230.7 | 27.36% | 84.00% |
| recent_and_drift_agree | 15 | -81.19% | 0.00% | 546.7 | 28.06% | 62.07% |
| recent_sign_only | 15 | -83.86% | 0.00% | 590.0 | 28.27% | 59.07% |
| history_drift_only | 20 | -57.24% | 0.00% | 230.7 | 24.48% | 84.00% |
| recent_and_drift_agree | 20 | -89.14% | 0.00% | 546.7 | 24.04% | 62.07% |
| recent_sign_only | 20 | -91.08% | 0.00% | 590.0 | 24.37% | 59.07% |
| asset | trades | total_return | avg_trade_ret | win_rate | avg_recent_ret | avg_drift_ret | no_trade_ratio |
|---|---|---|---|---|---|---|---|
| BTC-USD | 549 | -45.55% | -0.11% | 35.88% | 0.01% | -0.04% | 61.91% |
| ETH-USD | 547 | -52.93% | -0.13% | 38.94% | -0.09% | -0.22% | 62.05% |
| SOL-USD | 544 | -50.25% | -0.12% | 42.83% | -0.07% | -0.25% | 62.26% |
| variant | time_bucket | mean_total_return | positive_asset_ratio | mean_trades | mean_win_rate |
|---|---|---|---|---|---|
| recent_and_drift_agree | bucket_1 | -32.91% | 0.00% | 182.7 | 35.59% |
| recent_and_drift_agree | bucket_2 | -17.56% | 0.00% | 182.0 | 36.46% |
| recent_and_drift_agree | bucket_3 | -8.41% | 33.33% | 182.0 | 45.62% |
| asset | entry_bar_utc | exit_bar_utc | side | recent_ret | drift_ret | gross_ret | net_ret |
|---|---|---|---|---|---|---|---|
| BTC-USD | 2025-11-17 11:30:00+00:00 | 2025-11-17 13:15:00+00:00 | long | 0.28% | 0.11% | -1.20% | -1.32% |
| BTC-USD | 2025-11-17 17:15:00+00:00 | 2025-11-17 19:00:00+00:00 | short | -1.08% | -0.39% | 1.70% | 1.58% |
| BTC-USD | 2025-11-18 00:45:00+00:00 | 2025-11-18 02:30:00+00:00 | short | -0.23% | -3.46% | 0.10% | -0.02% |
| BTC-USD | 2025-11-18 07:45:00+00:00 | 2025-11-18 09:30:00+00:00 | short | -0.17% | -5.52% | -0.77% | -0.89% |
| BTC-USD | 2025-11-18 13:45:00+00:00 | 2025-11-18 15:30:00+00:00 | short | -0.00% | -2.86% | -1.73% | -1.85% |
| BTC-USD | 2025-11-18 16:30:00+00:00 | 2025-11-18 18:15:00+00:00 | long | 2.75% | 0.27% | -0.53% | -0.65% |
| BTC-USD | 2025-11-18 22:30:00+00:00 | 2025-11-19 00:15:00+00:00 | long | 0.02% | 1.17% | -1.01% | -1.13% |
| BTC-USD | 2025-11-19 08:15:00+00:00 | 2025-11-19 10:00:00+00:00 | long | 0.06% | 1.09% | -0.30% | -0.42% |
| BTC-USD | 2025-11-19 11:15:00+00:00 | 2025-11-19 13:00:00+00:00 | long | 0.35% | 0.23% | -0.04% | -0.16% |
| BTC-USD | 2025-11-19 14:00:00+00:00 | 2025-11-19 15:45:00+00:00 | short | -0.12% | -0.08% | 1.59% | 1.47% |
| BTC-USD | 2025-11-20 01:15:00+00:00 | 2025-11-20 03:00:00+00:00 | long | 2.81% | 0.19% | 0.24% | 0.12% |
| BTC-USD | 2025-11-20 13:30:00+00:00 | 2025-11-20 15:15:00+00:00 | long | 0.11% | 0.14% | -1.40% | -1.52% |
| BTC-USD | 2025-11-21 00:00:00+00:00 | 2025-11-21 01:45:00+00:00 | short | -0.33% | -5.37% | -0.48% | -0.60% |
| BTC-USD | 2025-11-21 07:15:00+00:00 | 2025-11-21 09:00:00+00:00 | short | -0.30% | -7.11% | 2.13% | 2.01% |
| BTC-USD | 2025-11-21 18:15:00+00:00 | 2025-11-21 20:00:00+00:00 | short | -0.18% | -4.59% | -0.65% | -0.77% |
| BTC-USD | 2025-11-21 21:00:00+00:00 | 2025-11-21 22:45:00+00:00 | short | -0.41% | -2.19% | 0.34% | 0.22% |
| BTC-USD | 2025-11-22 01:30:00+00:00 | 2025-11-22 03:15:00+00:00 | short | -0.09% | -2.74% | 0.54% | 0.42% |
| BTC-USD | 2025-11-22 07:15:00+00:00 | 2025-11-22 09:00:00+00:00 | short | -0.14% | -1.22% | 0.21% | 0.09% |
| BTC-USD | 2025-11-22 13:45:00+00:00 | 2025-11-22 15:30:00+00:00 | short | -0.04% | -0.30% | -0.26% | -0.38% |
| BTC-USD | 2025-11-22 16:00:00+00:00 | 2025-11-22 17:45:00+00:00 | long | 0.22% | 1.63% | 0.32% | 0.20% |