Rank 57 · TTM squeeze release regime gate clean replication

生成时间：2026-03-18 14:51 UTC ｜固定 BTC/ETH/SOL 120d 15m cache；统一冻结到 signal 当根及之前数据 + next-bar open + no-overlap + hold 8 bars。

这轮只回答一个问题

当 EMA = waiting_not_due 时，Rank 57 只拿 1 次最小预算：TTM squeeze 的 not sqz_on / release_recent / momentum_sign 这层 shared regime gate，能不能在不过度砍样本的前提下，让当前 desk 三条 archetype 少一点 2~4 bar 假启动，或者至少更少亏？

base setup：ema_psar_long、fib_retest_long、breakout_short。
overlay 变体：base、no_sqz_on_veto、release_recent_gate、release_recent_gate_momentum_sign。
shared 规则：overlay 只能 veto / 延后，不单独发明 entry；release 语义只由 BB(20,2) vs KC(20,1.5*ATR) 的 sqz_on -> sqz_off 状态生成。

硬结论

park / evidence pool

ema_psar_long: base≈-3.68% / veto≈-6.66% / release≈-2.94% / release+mom≈-2.77%；fib_retest_long: base≈1.17% / veto≈1.70% / release≈0.30% / release+mom≈0.09%；breakout_short: base≈-3.55% / veto≈-3.61% / release≈-0.10% / release+mom≈-0.10%

这次最小 clean replication 更像在证明：TTM squeeze release 作为 shared avoid-chop / expansion gate 目前主要靠砍样本，跨 setup 与跨资产都还不够统一，不该继续占默认 Scout 主资源位。

release gate setup compare（6bps）

setup	base_return	veto_return	release_return	release_momentum_return	base_whipsaw_2	release_whipsaw_2	release_momentum_whipsaw_2	release_retention	release_momentum_retention	release_positive_asset_ratio	release_momentum_positive_asset_ratio
ema_psar_long	-3.68%	-6.66%	-2.94%	-2.77%	76.19%	70.00%	62.78%	13.33%	11.43%	0.00%	0.00%
fib_retest_long	1.17%	1.70%	0.30%	0.09%	75.76%	83.33%	83.33%	15.15%	12.12%	66.67%	66.67%
breakout_short	-3.55%	-3.61%	-0.10%	-0.10%	72.99%	73.81%	73.81%	25.22%	25.22%	33.33%	33.33%

overall summary

setup	variant	cost_bps_per_side	mean_total_return	positive_asset_ratio	mean_trades	mean_trade_count_retention	mean_whipsaw_2bars_rate	mean_whipsaw_4bars_rate	mean_follow_through_2bars	mean_follow_through_4bars
breakout_short	base	6	-3.55%	0.00%	20.3	100.00%	72.99%	80.65%	-0.05%	-0.08%
breakout_short	base	10	-5.11%	0.00%	20.3	100.00%	72.99%	80.65%	-0.05%	-0.08%
breakout_short	no_sqz_on_veto	6	-3.61%	0.00%	18.3	90.55%	71.67%	79.98%	-0.05%	-0.08%
breakout_short	no_sqz_on_veto	10	-5.02%	0.00%	18.3	90.55%	71.67%	79.98%	-0.05%	-0.08%
breakout_short	release_recent_gate	6	-0.10%	33.33%	5.0	25.22%	73.81%	73.81%	0.23%	0.26%
breakout_short	release_recent_gate	10	-0.50%	33.33%	5.0	25.22%	73.81%	73.81%	0.23%	0.26%
breakout_short	release_recent_gate_momentum_sign	6	-0.10%	33.33%	5.0	25.22%	73.81%	73.81%	0.23%	0.26%
breakout_short	release_recent_gate_momentum_sign	10	-0.50%	33.33%	5.0	25.22%	73.81%	73.81%	0.23%	0.26%
ema_psar_long	base	6	-3.68%	33.33%	35.0	100.00%	76.19%	80.95%	-0.08%	-0.11%
ema_psar_long	base	10	-6.34%	33.33%	35.0	100.00%	76.19%	80.95%	-0.08%	-0.11%
ema_psar_long	no_sqz_on_veto	6	-6.66%	0.00%	21.0	60.00%	80.15%	84.08%	-0.18%	-0.26%
ema_psar_long	no_sqz_on_veto	10	-8.22%	0.00%	21.0	60.00%	80.15%	84.08%	-0.18%	-0.26%
ema_psar_long	release_recent_gate	6	-2.94%	0.00%	4.7	13.33%	70.00%	78.33%	-0.17%	-0.29%
ema_psar_long	release_recent_gate	10	-3.30%	0.00%	4.7	13.33%	70.00%	78.33%	-0.17%	-0.29%
ema_psar_long	release_recent_gate_momentum_sign	6	-2.77%	0.00%	4.0	11.43%	62.78%	73.89%	-0.09%	-0.29%
ema_psar_long	release_recent_gate_momentum_sign	10	-3.08%	0.00%	4.0	11.43%	62.78%	73.89%	-0.09%	-0.29%
fib_retest_long	base	6	1.17%	66.67%	11.0	100.00%	75.76%	81.82%	-0.04%	0.13%
fib_retest_long	base	10	0.28%	66.67%	11.0	100.00%	75.76%	81.82%	-0.04%	0.13%
fib_retest_long	no_sqz_on_veto	6	1.70%	100.00%	6.0	54.55%	73.61%	81.94%	0.07%	0.27%
fib_retest_long	no_sqz_on_veto	10	1.21%	100.00%	6.0	54.55%	73.61%	81.94%	0.07%	0.27%
fib_retest_long	release_recent_gate	6	0.30%	66.67%	1.7	15.15%	83.33%	83.33%	-0.01%	0.64%
fib_retest_long	release_recent_gate	10	0.17%	66.67%	1.7	15.15%	83.33%	83.33%	-0.01%	0.64%
fib_retest_long	release_recent_gate_momentum_sign	6	0.09%	66.67%	1.3	12.12%	83.33%	83.33%	0.02%	0.57%
fib_retest_long	release_recent_gate_momentum_sign	10	-0.02%	33.33%	1.3	12.12%	83.33%	83.33%	0.02%	0.57%

primary cost（6bps）asset-level

asset	setup	variant	trades	trade_count_retention	signal_retention	total_return	whipsaw_2bars_rate	whipsaw_4bars_rate
BTC-USD	breakout_short	base	23	100.00%	100.00%	-1.42%	69.57%	78.26%
ETH-USD	breakout_short	base	14	100.00%	100.00%	-5.05%	78.57%	92.86%
SOL-USD	breakout_short	base	24	100.00%	100.00%	-4.18%	70.83%	70.83%
BTC-USD	breakout_short	no_sqz_on_veto	21	91.30%	91.30%	-3.62%	66.67%	76.19%
ETH-USD	breakout_short	no_sqz_on_veto	13	92.86%	92.86%	-4.48%	76.92%	92.31%
SOL-USD	breakout_short	no_sqz_on_veto	21	87.50%	87.50%	-2.75%	71.43%	71.43%
BTC-USD	breakout_short	release_recent_gate	7	30.43%	30.43%	-2.97%	71.43%	71.43%
ETH-USD	breakout_short	release_recent_gate	4	28.57%	28.57%	-0.40%	100.00%	100.00%
SOL-USD	breakout_short	release_recent_gate	4	16.67%	16.67%	3.06%	50.00%	50.00%
BTC-USD	breakout_short	release_recent_gate_momentum_sign	7	30.43%	30.43%	-2.97%	71.43%	71.43%
ETH-USD	breakout_short	release_recent_gate_momentum_sign	4	28.57%	28.57%	-0.40%	100.00%	100.00%
SOL-USD	breakout_short	release_recent_gate_momentum_sign	4	16.67%	16.67%	3.06%	50.00%	50.00%
BTC-USD	ema_psar_long	base	35	100.00%	100.00%	-1.35%	80.00%	80.00%
ETH-USD	ema_psar_long	base	35	100.00%	100.00%	-16.42%	77.14%	82.86%
SOL-USD	ema_psar_long	base	35	100.00%	100.00%	6.73%	71.43%	80.00%
BTC-USD	ema_psar_long	no_sqz_on_veto	29	82.86%	82.86%	-2.88%	75.86%	75.86%
ETH-USD	ema_psar_long	no_sqz_on_veto	18	51.43%	51.43%	-14.10%	83.33%	88.89%
SOL-USD	ema_psar_long	no_sqz_on_veto	16	45.71%	45.71%	-2.99%	81.25%	87.50%
BTC-USD	ema_psar_long	release_recent_gate	5	14.29%	14.29%	-1.25%	80.00%	80.00%
ETH-USD	ema_psar_long	release_recent_gate	4	11.43%	11.43%	-5.76%	50.00%	75.00%
SOL-USD	ema_psar_long	release_recent_gate	5	14.29%	14.29%	-1.81%	80.00%	80.00%
BTC-USD	ema_psar_long	release_recent_gate_momentum_sign	4	11.43%	11.43%	-1.87%	75.00%	75.00%
ETH-USD	ema_psar_long	release_recent_gate_momentum_sign	3	8.57%	8.57%	-4.64%	33.33%	66.67%
SOL-USD	ema_psar_long	release_recent_gate_momentum_sign	5	14.29%	14.29%	-1.81%	80.00%	80.00%
BTC-USD	fib_retest_long	base	11	100.00%	100.00%	2.40%	81.82%	90.91%
ETH-USD	fib_retest_long	base	11	100.00%	100.00%	-0.20%	90.91%	90.91%
SOL-USD	fib_retest_long	base	11	100.00%	100.00%	1.30%	54.55%	63.64%
BTC-USD	fib_retest_long	no_sqz_on_veto	8	72.73%	72.73%	2.25%	87.50%	87.50%
ETH-USD	fib_retest_long	no_sqz_on_veto	6	54.55%	54.55%	1.36%	83.33%	83.33%
SOL-USD	fib_retest_long	no_sqz_on_veto	4	36.36%	36.36%	1.49%	50.00%	75.00%
BTC-USD	fib_retest_long	release_recent_gate	2	18.18%	18.18%	0.68%	100.00%	100.00%
ETH-USD	fib_retest_long	release_recent_gate	2	18.18%	18.18%	-0.14%	50.00%	50.00%
SOL-USD	fib_retest_long	release_recent_gate	1	9.09%	9.09%	0.36%	100.00%	100.00%
BTC-USD	fib_retest_long	release_recent_gate_momentum_sign	1	9.09%	9.09%	0.04%	100.00%	100.00%
ETH-USD	fib_retest_long	release_recent_gate_momentum_sign	2	18.18%	18.18%	-0.14%	50.00%	50.00%
SOL-USD	fib_retest_long	release_recent_gate_momentum_sign	1	9.09%	9.09%	0.36%	100.00%	100.00%

Light Stability Pack · time stability

setup	variant	bucket	mean_total_return	positive_asset_ratio	mean_trades
breakout_short	base	bucket_1	3.44%	66.67%	16.0
breakout_short	base	bucket_2	-4.67%	0.00%	11.3
breakout_short	base	bucket_3	-6.82%	0.00%	13.3
breakout_short	no_sqz_on_veto	bucket_1	2.41%	33.33%	13.3
breakout_short	no_sqz_on_veto	bucket_2	-4.47%	0.00%	10.7
breakout_short	no_sqz_on_veto	bucket_3	-6.09%	0.00%	12.7
breakout_short	release_recent_gate	bucket_1	0.21%	66.67%	4.7
breakout_short	release_recent_gate	bucket_2	-0.91%	66.67%	3.3
breakout_short	release_recent_gate	bucket_3	0.10%	33.33%	2.0
breakout_short	release_recent_gate_momentum_sign	bucket_1	0.21%	66.67%	4.7
breakout_short	release_recent_gate_momentum_sign	bucket_2	-0.91%	66.67%	3.3
breakout_short	release_recent_gate_momentum_sign	bucket_3	0.10%	33.33%	2.0
ema_psar_long	base	bucket_1	-11.41%	33.33%	23.3
ema_psar_long	base	bucket_2	-2.30%	33.33%	22.0
ema_psar_long	base	bucket_3	6.41%	33.33%	24.7
ema_psar_long	no_sqz_on_veto	bucket_1	-10.00%	0.00%	10.7
ema_psar_long	no_sqz_on_veto	bucket_2	-0.61%	66.67%	14.0
ema_psar_long	no_sqz_on_veto	bucket_3	-3.75%	33.33%	17.3
ema_psar_long	release_recent_gate	bucket_1	-5.38%	0.00%	2.0
ema_psar_long	release_recent_gate	bucket_2	-1.67%	0.00%	4.7
ema_psar_long	release_recent_gate	bucket_3	-0.96%	33.33%	3.3
ema_psar_long	release_recent_gate_momentum_sign	bucket_1	-5.38%	0.00%	2.0
ema_psar_long	release_recent_gate_momentum_sign	bucket_2	-1.67%	0.00%	4.7
ema_psar_long	release_recent_gate_momentum_sign	bucket_3	-0.54%	33.33%	2.0
fib_retest_long	base	bucket_1	2.00%	66.67%	9.3
fib_retest_long	base	bucket_2	-0.99%	0.00%	8.0
fib_retest_long	base	bucket_3	0.56%	66.67%	4.7
fib_retest_long	no_sqz_on_veto	bucket_1	1.00%	66.67%	3.3
fib_retest_long	no_sqz_on_veto	bucket_2	0.09%	66.67%	5.3
fib_retest_long	no_sqz_on_veto	bucket_3	2.80%	100.00%	5.0
fib_retest_long	release_recent_gate	bucket_1	0.01%	100.00%	2.0
fib_retest_long	release_recent_gate	bucket_2	-0.43%	50.00%	2.0
fib_retest_long	release_recent_gate	bucket_3	1.14%	100.00%	2.0
fib_retest_long	release_recent_gate_momentum_sign	bucket_1	0.01%	100.00%	2.0
fib_retest_long	release_recent_gate_momentum_sign	bucket_2	-0.43%	50.00%	2.0
fib_retest_long	release_recent_gate_momentum_sign	bucket_3	1.09%	100.00%	2.0

Light Stability Pack · parameter stability（release 1~4 bars）

release_window	uses_momentum_sign	setup	variant	mean_total_return	positive_asset_ratio	mean_trades	mean_trade_count_retention	mean_whipsaw_2bars_rate	mean_whipsaw_4bars_rate
1	False	breakout_short	release_1bars	-0.32%	33.33%	3.0	-	82.22%	82.22%
2	False	breakout_short	release_2bars	-0.39%	33.33%	3.7	-	82.22%	82.22%
3	False	breakout_short	release_3bars	-0.61%	33.33%	4.3	-	79.37%	79.37%
4	False	breakout_short	release_4bars	-0.10%	33.33%	5.0	-	73.81%	73.81%
1	True	breakout_short	release_1bars_momentum	-0.32%	33.33%	3.0	-	82.22%	82.22%
2	True	breakout_short	release_2bars_momentum	-0.39%	33.33%	3.7	-	82.22%	82.22%
3	True	breakout_short	release_3bars_momentum	-0.61%	33.33%	4.3	-	79.37%	79.37%
4	True	breakout_short	release_4bars_momentum	-0.10%	33.33%	5.0	-	73.81%	73.81%
1	False	ema_psar_long	release_1bars	-2.34%	0.00%	4.0	-	71.11%	82.22%
2	False	ema_psar_long	release_2bars	-2.72%	0.00%	4.3	-	76.67%	85.00%
3	False	ema_psar_long	release_3bars	-2.72%	0.00%	4.3	-	76.67%	85.00%
4	False	ema_psar_long	release_4bars	-2.94%	0.00%	4.7	-	70.00%	78.33%
1	True	ema_psar_long	release_1bars_momentum	-2.55%	0.00%	3.7	-	69.44%	80.56%
2	True	ema_psar_long	release_2bars_momentum	-2.55%	0.00%	3.7	-	69.44%	80.56%
3	True	ema_psar_long	release_3bars_momentum	-2.55%	0.00%	3.7	-	69.44%	80.56%
4	True	ema_psar_long	release_4bars_momentum	-2.77%	0.00%	4.0	-	62.78%	73.89%
1	False	fib_retest_long	release_1bars	0.30%	66.67%	1.7	-	83.33%	83.33%
2	False	fib_retest_long	release_2bars	0.30%	66.67%	1.7	-	83.33%	83.33%
3	False	fib_retest_long	release_3bars	0.30%	66.67%	1.7	-	83.33%	83.33%
4	False	fib_retest_long	release_4bars	0.30%	66.67%	1.7	-	83.33%	83.33%
1	True	fib_retest_long	release_1bars_momentum	0.09%	66.67%	1.3	-	83.33%	83.33%
2	True	fib_retest_long	release_2bars_momentum	0.09%	66.67%	1.3	-	83.33%	83.33%
3	True	fib_retest_long	release_3bars_momentum	0.09%	66.67%	1.3	-	83.33%	83.33%
4	True	fib_retest_long	release_4bars_momentum	0.09%	66.67%	1.3	-	83.33%	83.33%