Rank 54 · LVN rejection + POC acceptance gate

这轮只回答什么

• 固定复用 BTC/ETH/SOL 120d 15m cache，不追新 bar。
• 只比较两条 archetype：ema_pullback_long、breakdown_reclaim_short。
• Acceptance gate 只回答：触碰 LVN 后是否出现 rejection，以及 close 是否重新站回 POC 强侧。
• 执行口径统一冻结为 15m next-bar open -> no-overlap -> hold 8 bars。

clean-room 规则

• base：不看 volume-profile acceptance，只执行 15m base setup。
• lvn_rejection：long 需先触到 LVN_support 后收回该位上方；short 镜像看 LVN_resistance。
• lvn_rejection_plus_poc_acceptance：在上一臂基础上，再要求 signal close 已回到 POC 强侧，且最近 3 根里至少 2 根站在同侧。
• profile 近似：只用过去 48 根 15m bar 的 rolling price-volume histogram 近似构造 POC/LVN，不允许未来 bar 回填。
• false hold：触发后 4 根内，若收盘反向跌破/涨破 signal bar 的失效位，则记为 early fail。

hard verdict

park / evidence pool

主读法 breakdown_reclaim_short + lvn_rejection_plus_poc_acceptance 在 6bps/side 下：跨资产 mean_total_return≈0.00%、positive_asset_ratio≈0.00%、mean_trades≈0.0、mean_trade_count_retention≈0.00%、mean_false_hold_4bars_rate≈-。

这条 acceptance gate 目前更像筛样本的 micro-structure veto：要么成本后仍普遍为负，要么改善主要来自砍样本而非跨资产 pocket 转正。

跨资产总表

setup	variant	cost_bps_per_side	mean_total_return	positive_asset_ratio	mean_trades	mean_trade_count_retention	mean_false_hold_4bars_rate	mean_win_rate
ema_pullback_long	base	6.00	-1.89%	33.33%	16.7	100.00%	19.91%	40.51%
ema_pullback_long	lvn_rejection	6.00	1.40%	33.33%	3.7	22.45%	4.76%	47.62%
ema_pullback_long	lvn_rejection_plus_poc_acceptance	6.00	0.00%	0.00%	0.0	0.00%	-	-
breakdown_reclaim_short	base	6.00	-3.55%	0.00%	20.3	97.44%	34.14%	30.24%
breakdown_reclaim_short	lvn_rejection	6.00	-0.06%	0.00%	0.3	1.45%	0.00%	0.00%
breakdown_reclaim_short	lvn_rejection_plus_poc_acceptance	6.00	0.00%	0.00%	0.0	0.00%	-	-

分资产摘要

asset	setup	variant	cost_bps_per_side	trades	total_return	trade_count_retention	false_hold_4bars_rate	win_rate
BTC-USD	ema_pullback_long	base	6.00	16	-3.01%	100.00%	18.75%	50.00%
BTC-USD	ema_pullback_long	lvn_rejection	6.00	7	-3.57%	43.75%	14.29%	42.86%
BTC-USD	ema_pullback_long	lvn_rejection_plus_poc_acceptance	6.00	0	0.00%	0.00%	-	-
BTC-USD	breakdown_reclaim_short	base	6.00	23	-1.42%	100.00%	43.48%	34.78%
BTC-USD	breakdown_reclaim_short	lvn_rejection	6.00	1	-0.19%	4.35%	0.00%	0.00%
BTC-USD	breakdown_reclaim_short	lvn_rejection_plus_poc_acceptance	6.00	0	0.00%	0.00%	-	-
ETH-USD	ema_pullback_long	base	6.00	18	-10.01%	100.00%	22.22%	27.78%
ETH-USD	ema_pullback_long	lvn_rejection	6.00	2	-1.88%	11.11%	0.00%	0.00%
ETH-USD	ema_pullback_long	lvn_rejection_plus_poc_acceptance	6.00	0	0.00%	0.00%	-	-
ETH-USD	breakdown_reclaim_short	base	6.00	14	-5.05%	100.00%	21.43%	14.29%
ETH-USD	breakdown_reclaim_short	lvn_rejection	6.00	0	0.00%	0.00%	-	-
ETH-USD	breakdown_reclaim_short	lvn_rejection_plus_poc_acceptance	6.00	0	0.00%	0.00%	-	-
SOL-USD	ema_pullback_long	base	6.00	16	7.34%	100.00%	18.75%	43.75%
SOL-USD	ema_pullback_long	lvn_rejection	6.00	2	9.66%	12.50%	0.00%	100.00%
SOL-USD	ema_pullback_long	lvn_rejection_plus_poc_acceptance	6.00	0	0.00%	0.00%	-	-
SOL-USD	breakdown_reclaim_short	base	6.00	24	-4.18%	92.31%	37.50%	41.67%
SOL-USD	breakdown_reclaim_short	lvn_rejection	6.00	0	0.00%	0.00%	-	-
SOL-USD	breakdown_reclaim_short	lvn_rejection_plus_poc_acceptance	6.00	0	0.00%	0.00%	-	-

time-pocket honesty

setup	variant	cost_bps_per_side	bucket	mean_total_return	positive_asset_ratio	mean_trades
ema_pullback_long	base	6.00	bucket_1	-0.53%	66.67%	5.7
ema_pullback_long	base	6.00	bucket_2	-3.98%	0.00%	5.7
ema_pullback_long	base	6.00	bucket_3	2.73%	33.33%	5.3
ema_pullback_long	lvn_rejection	6.00	bucket_1	-1.07%	0.00%	2.0
ema_pullback_long	lvn_rejection	6.00	bucket_2	1.59%	50.00%	2.0
ema_pullback_long	lvn_rejection	6.00	bucket_3	0.98%	66.67%	1.0
breakdown_reclaim_short	base	6.00	bucket_1	1.61%	66.67%	7.0
breakdown_reclaim_short	base	6.00	bucket_2	-1.83%	0.00%	6.7
breakdown_reclaim_short	base	6.00	bucket_3	-3.24%	0.00%	6.7
breakdown_reclaim_short	lvn_rejection	6.00	bucket_1	-0.19%	0.00%	1.0

artifact

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