Rank 48 · session-range + active-hours gate

这轮只回答一个问题

• 不新造 alpha，只把 session/time-of-day 当成共用 overlay。
• 固定复用 BTC/ETH/SOL 120d 15m cache，统一 next-bar open + no-overlap + hold 8 bars。
• 三个 base setup：ema_psar、fib_retest、breakout_reclaim。
• 五档对照：raw_all_day、active_hours_only、session_structure_gate、+volume、+volume+ADX/EMA50。

hard verdict

park / evidence pool

ema_psar: gated≈3.82%/51.12%/保留100.00% vs raw≈-27.84%/50.70%；fib_retest: gated≈-1.15%/47.18%/保留100.00% vs raw≈-1.58%/48.06%；breakout_reclaim: gated≈-0.45%/45.09%/保留100.00% vs raw≈-9.54%/52.50%

session-range / active-hours overlay 虽可能减少部分 dead-hour 噪音，但目前更像切样本后的执行模板，没有在足够多 base setup 上同时改善成本后表现与 4-bar early-fail。

6bps/side 总览

setup	overlay	mean_total_return	positive_asset_ratio	mean_trades	mean_trade_count_retention	mean_early_fail_4bars_rate	mean_follow_through_4bars	mean_follow_through_8bars
ema_psar	raw_all_day	-27.84%	0.00%	455.3	100.00%	50.70%	0.09%	0.05%
ema_psar	active_hours_only	-17.94%	0.00%	270.0	100.00%	48.22%	0.07%	0.05%
ema_psar	session_structure_gate	0.84%	33.33%	109.3	100.00%	51.80%	0.12%	0.13%
ema_psar	session_structure_plus_volume	3.82%	66.67%	66.7	100.00%	51.12%	0.16%	0.18%
ema_psar	session_structure_plus_volume_trend	3.82%	66.67%	66.7	100.00%	51.12%	0.16%	0.18%
fib_retest	raw_all_day	-1.58%	33.33%	73.0	100.00%	48.06%	0.05%	0.10%
fib_retest	active_hours_only	-2.31%	33.33%	52.3	100.00%	49.19%	0.04%	0.08%
fib_retest	session_structure_gate	0.02%	66.67%	20.3	100.00%	49.47%	0.11%	0.14%
fib_retest	session_structure_plus_volume	-1.15%	66.67%	17.0	100.00%	47.18%	0.15%	0.08%
fib_retest	session_structure_plus_volume_trend	-1.15%	66.67%	17.0	100.00%	47.18%	0.15%	0.08%
breakout_reclaim	raw_all_day	-9.54%	0.00%	104.7	100.00%	52.50%	0.01%	0.03%
breakout_reclaim	active_hours_only	-1.24%	33.33%	64.3	100.00%	49.08%	0.09%	0.10%
breakout_reclaim	session_structure_gate	-0.81%	33.33%	46.3	100.00%	47.99%	0.12%	0.10%
breakout_reclaim	session_structure_plus_volume	-0.45%	33.33%	40.7	100.00%	45.09%	0.18%	0.11%
breakout_reclaim	session_structure_plus_volume_trend	-0.45%	33.33%	40.7	100.00%	45.09%	0.18%	0.11%

raw vs gated 对照

setup	raw_total_return	gated_total_return	return_delta	raw_early_fail_4bars_rate	gated_early_fail_4bars_rate	fail_delta	gated_trade_count_retention	gated_positive_asset_ratio
ema_psar	-27.84%	3.82%	31.66%	50.70%	51.12%	0.43%	14.64%	66.67%
fib_retest	-1.58%	-1.15%	0.43%	48.06%	47.18%	-0.88%	23.29%	66.67%
breakout_reclaim	-9.54%	-0.45%	9.09%	52.50%	45.09%	-7.41%	38.85%	33.33%

session bucket 贡献（6bps）

setup	overlay	session_bucket	trades	mean_net_ret	win_rate
ema_psar	raw_all_day	london	290	-0.12%	43.45%
ema_psar	raw_all_day	newyork	286	-0.10%	40.91%
ema_psar	raw_all_day	dead	132	-0.09%	28.79%
ema_psar	raw_all_day	asia	435	-0.07%	38.85%
ema_psar	raw_all_day	overlap	223	0.06%	47.53%
ema_psar	active_hours_only	london	301	-0.14%	42.19%
ema_psar	active_hours_only	newyork	286	-0.10%	40.91%
ema_psar	active_hours_only	overlap	223	0.06%	47.53%
ema_psar	session_structure_gate	newyork	139	-0.01%	44.60%
ema_psar	session_structure_gate	overlap	101	0.21%	44.55%
ema_psar	session_structure_gate	london	88	-0.19%	39.77%
ema_psar	session_structure_plus_volume	overlap	87	0.28%	45.98%
ema_psar	session_structure_plus_volume	newyork	56	0.01%	44.64%
ema_psar	session_structure_plus_volume	london	57	-0.21%	38.60%
ema_psar	session_structure_plus_volume_trend	overlap	87	0.28%	45.98%
ema_psar	session_structure_plus_volume_trend	newyork	56	0.01%	44.64%
ema_psar	session_structure_plus_volume_trend	london	57	-0.21%	38.60%
fib_retest	raw_all_day	overlap	60	0.11%	43.33%
fib_retest	raw_all_day	london	53	-0.37%	32.08%
fib_retest	raw_all_day	newyork	43	0.16%	48.84%
fib_retest	raw_all_day	dead	17	0.57%	64.71%
fib_retest	raw_all_day	asia	46	-0.18%	34.78%
fib_retest	active_hours_only	overlap	60	0.11%	43.33%
fib_retest	active_hours_only	london	54	-0.36%	31.48%
fib_retest	active_hours_only	newyork	43	0.16%	48.84%
fib_retest	session_structure_gate	overlap	31	0.11%	32.26%
fib_retest	session_structure_gate	newyork	19	0.03%	47.37%
fib_retest	session_structure_gate	london	11	-0.29%	36.36%
fib_retest	session_structure_plus_volume	overlap	27	-0.02%	29.63%
fib_retest	session_structure_plus_volume	newyork	14	0.08%	50.00%
fib_retest	session_structure_plus_volume	london	10	-0.32%	40.00%
fib_retest	session_structure_plus_volume_trend	overlap	27	-0.02%	29.63%
fib_retest	session_structure_plus_volume_trend	newyork	14	0.08%	50.00%
fib_retest	session_structure_plus_volume_trend	london	10	-0.32%	40.00%
breakout_reclaim	raw_all_day	newyork	86	-0.01%	39.53%
breakout_reclaim	raw_all_day	asia	101	-0.19%	34.65%
breakout_reclaim	raw_all_day	dead	22	-0.23%	36.36%
breakout_reclaim	raw_all_day	overlap	35	0.10%	45.71%
breakout_reclaim	raw_all_day	london	70	-0.10%	41.43%
breakout_reclaim	active_hours_only	newyork	86	-0.01%	39.53%
breakout_reclaim	active_hours_only	overlap	35	0.10%	45.71%
breakout_reclaim	active_hours_only	london	72	-0.07%	43.06%
breakout_reclaim	session_structure_gate	newyork	71	0.03%	43.66%
breakout_reclaim	session_structure_gate	overlap	29	0.02%	37.93%
breakout_reclaim	session_structure_gate	london	39	-0.12%	43.59%
breakout_reclaim	session_structure_plus_volume	newyork	58	0.03%	44.83%
breakout_reclaim	session_structure_plus_volume	overlap	28	0.03%	39.29%
breakout_reclaim	session_structure_plus_volume	london	36	-0.10%	44.44%
breakout_reclaim	session_structure_plus_volume_trend	newyork	58	0.03%	44.83%
breakout_reclaim	session_structure_plus_volume_trend	overlap	28	0.03%	39.29%
breakout_reclaim	session_structure_plus_volume_trend	london	36	-0.10%	44.44%