生成时间：2026-03-17 17:17 UTC ｜ 当前只做 1 个最小 clean replication：固定复用 BTC/ETH/SOL 120d 15m cache，对比 slow 4h / slow 12h / agree-only 三档稀疏 own-past persistence pocket。
park / evidence pool
当前 Rank 37 的最小 clean replication 没有给出足够诚实的 admission edge，应压回 park / evidence pool。
BTC / ETH / SOL | Binance 120d | 15msignal bar close -> next-bar open 入场，固定持有，且默认 no-overlapslow_4h_sign_hold_4h：过去 16 根 15m bar 的累计收益方向，持有 16 根slow_12h_sign_hold_8h：过去 48 根 15m bar 的累计收益方向，持有 32 根slow_4h_12h_agree_hold_8h：只有 4h 与 12h 两档 slow sign 同向时才交易，持有 32 根| variant | cost_bps_per_side | mean_total_return | positive_asset_ratio | mean_trades | mean_win_rate | mean_no_trade_ratio |
|---|---|---|---|---|---|---|
| slow_4h_12h_agree_hold_8h | 6 | -35.24% | 0.00% | 330.3 | 44.80% | 8.33% |
| slow_4h_sign_hold_4h | 6 | -35.60% | 0.00% | 677.0 | 41.41% | 6.06% |
| slow_12h_sign_hold_8h | 6 | -37.61% | 0.00% | 347.0 | 42.65% | 3.70% |
| slow_4h_12h_agree_hold_8h | 10 | -50.30% | 0.00% | 330.3 | 41.88% | 8.33% |
| slow_12h_sign_hold_8h | 10 | -52.76% | 0.00% | 347.0 | 40.92% | 3.70% |
| slow_4h_sign_hold_4h | 10 | -62.55% | 0.00% | 677.0 | 37.27% | 6.06% |
| slow_4h_12h_agree_hold_8h | 15 | -64.31% | 0.00% | 330.3 | 38.04% | 8.33% |
| slow_12h_sign_hold_8h | 15 | -66.64% | 0.00% | 347.0 | 37.46% | 3.70% |
| slow_4h_sign_hold_4h | 15 | -81.00% | 0.00% | 677.0 | 33.78% | 6.06% |
| slow_4h_12h_agree_hold_8h | 20 | -74.37% | 0.00% | 330.3 | 35.02% | 8.33% |
| slow_12h_sign_hold_8h | 20 | -76.45% | 0.00% | 347.0 | 34.10% | 3.70% |
| slow_4h_sign_hold_4h | 20 | -90.36% | 0.00% | 677.0 | 29.84% | 6.06% |
| asset | trades | total_return | avg_trade_ret | median_trade_ret | win_rate | no_trade_ratio |
|---|---|---|---|---|---|---|
| BTC-USD | 347 | -25.07% | -0.07% | -0.19% | 41.50% | 3.70% |
| ETH-USD | 347 | -41.52% | -0.13% | -0.23% | 42.07% | 3.70% |
| SOL-USD | 347 | -46.24% | -0.15% | -0.28% | 44.38% | 3.70% |
| variant | time_bucket | mean_total_return | positive_asset_ratio | mean_trades | mean_win_rate |
|---|---|---|---|---|---|
| slow_12h_sign_hold_8h | bucket_1 | -34.30% | 0.00% | 116.0 | 39.37% |
| slow_12h_sign_hold_8h | bucket_2 | -14.78% | 0.00% | 115.0 | 41.74% |
| slow_12h_sign_hold_8h | bucket_3 | 11.28% | 100.00% | 116.0 | 46.84% |
| asset | entry_bar_utc | exit_bar_utc | side | lookback_4h_ret | lookback_12h_ret | gross_ret | net_ret |
|---|---|---|---|---|---|---|---|
| BTC-USD | 2025-11-16 21:45:00+00:00 | 2025-11-17 05:30:00+00:00 | short | -0.55% | -2.81% | -1.75% | -1.87% |
| BTC-USD | 2025-11-17 06:00:00+00:00 | 2025-11-17 13:45:00+00:00 | long | 0.37% | 0.81% | -1.22% | -1.34% |
| BTC-USD | 2025-11-17 14:15:00+00:00 | 2025-11-17 22:00:00+00:00 | short | -1.82% | -1.29% | 2.12% | 2.00% |
| BTC-USD | 2025-11-17 22:30:00+00:00 | 2025-11-18 06:15:00+00:00 | short | -0.31% | -3.62% | 2.29% | 2.17% |
| BTC-USD | 2025-11-18 06:45:00+00:00 | 2025-11-18 14:30:00+00:00 | short | -2.03% | -3.48% | -2.23% | -2.35% |
| BTC-USD | 2025-11-18 15:00:00+00:00 | 2025-11-18 22:45:00+00:00 | long | -0.25% | 0.54% | 1.97% | 1.85% |
| BTC-USD | 2025-11-18 23:15:00+00:00 | 2025-11-19 07:00:00+00:00 | long | -0.67% | 1.54% | -1.64% | -1.76% |
| BTC-USD | 2025-11-19 07:30:00+00:00 | 2025-11-19 15:15:00+00:00 | short | -1.12% | -2.32% | 0.04% | -0.08% |
| BTC-USD | 2025-11-19 15:45:00+00:00 | 2025-11-19 23:30:00+00:00 | short | -0.96% | -1.30% | -0.65% | -0.77% |
| BTC-USD | 2025-11-20 00:00:00+00:00 | 2025-11-20 07:45:00+00:00 | long | 3.00% | 0.16% | 0.84% | 0.72% |
| BTC-USD | 2025-11-20 08:15:00+00:00 | 2025-11-20 16:00:00+00:00 | long | -0.37% | 3.84% | -3.70% | -3.82% |
| BTC-USD | 2025-11-20 16:30:00+00:00 | 2025-11-21 00:15:00+00:00 | short | -3.30% | -3.88% | 1.61% | 1.49% |
| BTC-USD | 2025-11-21 00:45:00+00:00 | 2025-11-21 08:30:00+00:00 | short | 0.73% | -4.94% | 3.94% | 3.82% |
| BTC-USD | 2025-11-21 09:00:00+00:00 | 2025-11-21 16:45:00+00:00 | short | -2.80% | -3.26% | -1.53% | -1.65% |
| BTC-USD | 2025-11-21 17:15:00+00:00 | 2025-11-22 01:00:00+00:00 | short | 1.56% | -1.25% | 0.46% | 0.34% |
| BTC-USD | 2025-11-22 01:30:00+00:00 | 2025-11-22 09:15:00+00:00 | long | -0.09% | 1.75% | -0.92% | -1.04% |
| BTC-USD | 2025-11-22 09:45:00+00:00 | 2025-11-22 17:30:00+00:00 | short | 0.00% | -1.55% | -0.72% | -0.84% |
| BTC-USD | 2025-11-22 18:00:00+00:00 | 2025-11-23 01:45:00+00:00 | long | 0.72% | 0.32% | 1.57% | 1.45% |
| BTC-USD | 2025-11-23 02:15:00+00:00 | 2025-11-23 10:00:00+00:00 | long | 1.45% | 1.62% | 0.54% | 0.42% |
| BTC-USD | 2025-11-23 10:30:00+00:00 | 2025-11-23 18:15:00+00:00 | long | -0.00% | 1.83% | 0.84% | 0.72% |