生成时间：2026-03-18 16:41 UTC
问题：在最小 clean replication 之后，Rank 59 只剩 1 次便宜诚实检查预算。这次不再扩研究，也不追新 bar，只用现有 trade_log.csv 把每个 asset × setup × variant 按时间顺序切成 3 个等样本窗口，检查那点 continuation 改善是不是只是 pocket-level 偶然。
desk verdict：park / evidence pool
一句话原因：Rank 59 的改善只在 EMA/PSAR continuation 上留下局部味道，且时间三分桶里没有任何 setup × variant 能做到三桶全正；fib_retest 更像靠砍样本换接近零，breakout_short 也没有被修好，因此这次 cheap time check 不足以把它从 P1 weak candidate 升到 P2。
breakout_short 所有变体都没有穿过时间稳定性门槛：最多只在第一桶短暂转正，第二、三桶继续为负。fib_retest_long 的正 pocket 主要来自很薄的样本；一旦叠 Kijun / cloud，trade count 很快掉到几乎不可用。ema_psar_long 确实留下了一点 shared continuation / avoid-chop 味道，但最好的 cloud_side 也只是前两桶为负、最后一桶转正；还不够诚实，不配直接升到 P2 / paper candidate。| setup | variant | time_bucket | mean_total_return | positive_asset_ratio | mean_trades | mean_failure_4bars_rate | mean_failure_8bars_rate | mean_adx14 | min_asset_return | max_asset_return |
|---|---|---|---|---|---|---|---|---|---|---|
| breakout_short | base | bucket_1 | 1.61% | 66.67% | 7.00 | 75.00% | 83.33% | 26.14 | -2.79% | 5.67% |
| breakout_short | base | bucket_2 | -2.17% | 0.00% | 7.00 | 83.33% | 87.50% | 25.12 | -4.41% | -0.14% |
| breakout_short | base | bucket_3 | -2.90% | 0.00% | 6.33 | 82.74% | 82.74% | 26.66 | -5.14% | -1.38% |
| breakout_short | cloud_side | bucket_1 | 1.84% | 66.67% | 6.67 | 75.00% | 83.33% | 27.52 | -2.10% | 5.67% |
| breakout_short | cloud_side | bucket_2 | -2.15% | 0.00% | 6.33 | 82.14% | 86.90% | 25.78 | -4.41% | -0.62% |
| breakout_short | cloud_side | bucket_3 | -2.86% | 0.00% | 6.00 | 79.96% | 79.96% | 27.34 | -5.14% | -1.38% |
| breakout_short | kijun_cloud_side | bucket_1 | -0.09% | 33.33% | 5.67 | 75.40% | 80.16% | 26.48 | -2.17% | 3.89% |
| breakout_short | kijun_cloud_side | bucket_2 | -1.56% | 33.33% | 5.33 | 89.68% | 95.24% | 26.31 | -5.12% | 1.03% |
| breakout_short | kijun_cloud_side | bucket_3 | -2.32% | 0.00% | 5.00 | 77.46% | 77.46% | 27.13 | -3.60% | -1.30% |
| breakout_short | kijun_cloud_side_adx_floor | bucket_1 | -1.06% | 33.33% | 3.67 | 83.33% | 83.33% | 33.09 | -2.05% | 0.26% |
| breakout_short | kijun_cloud_side_adx_floor | bucket_2 | -1.36% | 33.33% | 3.00 | 100.00% | 100.00% | 32.48 | -3.50% | 1.11% |
| breakout_short | kijun_cloud_side_adx_floor | bucket_3 | -0.31% | 33.33% | 2.67 | 61.11% | 61.11% | 32.83 | -0.92% | 0.30% |
| breakout_short | kijun_only | bucket_1 | 1.61% | 66.67% | 7.00 | 75.00% | 83.33% | 26.14 | -2.79% | 5.67% |
| breakout_short | kijun_only | bucket_2 | -2.33% | 0.00% | 6.67 | 83.33% | 87.50% | 25.79 | -4.41% | -0.62% |
| breakout_short | kijun_only | bucket_3 | -2.90% | 0.00% | 6.33 | 82.74% | 82.74% | 26.66 | -5.14% | -1.38% |
| ema_psar_long | base | bucket_1 | -2.70% | 33.33% | 12.00 | 86.11% | 86.11% | 23.72 | -7.50% | 4.61% |
| ema_psar_long | base | bucket_2 | -3.98% | 0.00% | 12.00 | 86.11% | 94.44% | 21.59 | -6.74% | -0.42% |
| ema_psar_long | base | bucket_3 | 3.30% | 33.33% | 11.00 | 72.73% | 78.79% | 24.02 | -5.31% | 18.32% |
| ema_psar_long | cloud_side | bucket_1 | -2.33% | 33.33% | 10.67 | 87.27% | 87.27% | 24.49 | -7.33% | 4.25% |
| ema_psar_long | cloud_side | bucket_2 | -3.78% | 33.33% | 10.67 | 84.55% | 90.91% | 20.58 | -7.64% | 2.07% |
| ema_psar_long | cloud_side | bucket_3 | 5.40% | 66.67% | 10.67 | 68.79% | 78.18% | 23.69 | -4.18% | 18.80% |
| ema_psar_long | kijun_cloud_side | bucket_1 | -2.06% | 33.33% | 7.33 | 77.98% | 82.14% | 24.47 | -6.01% | 3.74% |
| ema_psar_long | kijun_cloud_side | bucket_2 | 1.32% | 66.67% | 6.67 | 79.37% | 84.92% | 22.02 | -1.29% | 2.91% |
| ema_psar_long | kijun_cloud_side | bucket_3 | 0.02% | 33.33% | 6.67 | 75.40% | 84.92% | 25.42 | -3.71% | 4.03% |
| ema_psar_long | kijun_cloud_side_adx_floor | bucket_1 | -3.43% | 33.33% | 4.00 | 85.00% | 85.00% | 31.65 | -7.69% | 0.62% |
| ema_psar_long | kijun_cloud_side_adx_floor | bucket_2 | 1.71% | 66.67% | 4.00 | 72.22% | 80.56% | 28.03 | -0.54% | 3.20% |
| ema_psar_long | kijun_cloud_side_adx_floor | bucket_3 | -0.23% | 33.33% | 3.67 | 80.56% | 91.67% | 31.73 | -2.81% | 2.99% |
| ema_psar_long | kijun_only | bucket_1 | -2.92% | 33.33% | 9.33 | 85.93% | 85.93% | 24.78 | -6.82% | 3.43% |
| ema_psar_long | kijun_only | bucket_2 | -1.97% | 33.33% | 9.33 | 85.56% | 92.59% | 20.97 | -4.23% | 2.37% |
| ema_psar_long | kijun_only | bucket_3 | 0.12% | 33.33% | 8.67 | 73.15% | 80.56% | 24.66 | -5.16% | 8.30% |
| fib_retest_long | base | bucket_1 | 1.38% | 100.00% | 4.00 | 83.33% | 91.67% | 22.71 | 0.09% | 2.48% |
| fib_retest_long | base | bucket_2 | -0.13% | 66.67% | 4.00 | 91.67% | 91.67% | 20.92 | -0.94% | 0.53% |
| fib_retest_long | base | bucket_3 | -0.08% | 33.33% | 3.00 | 66.67% | 77.78% | 18.57 | -0.32% | 0.30% |
| fib_retest_long | cloud_side | bucket_1 | -0.44% | 33.33% | 2.67 | 72.22% | 88.89% | 22.03 | -1.37% | 0.85% |
| fib_retest_long | cloud_side | bucket_2 | -1.15% | 0.00% | 2.33 | 100.00% | 100.00% | 18.48 | -1.62% | -0.55% |
| fib_retest_long | cloud_side | bucket_3 | 0.77% | 100.00% | 2.00 | 66.67% | 66.67% | 19.88 | 0.33% | 1.39% |
| fib_retest_long | kijun_cloud_side | bucket_1 | 0.17% | 50.00% | 1.00 | 50.00% | 50.00% | 16.87 | -0.25% | 0.58% |
| fib_retest_long | kijun_only | bucket_1 | -0.30% | 0.00% | 1.33 | 100.00% | 100.00% | 19.23 | -0.35% | -0.25% |
| fib_retest_long | kijun_only | bucket_2 | 0.33% | 33.33% | 1.00 | 100.00% | 100.00% | 27.55 | -0.53% | 1.76% |
| fib_retest_long | kijun_only | bucket_3 | 0.28% | 50.00% | 1.00 | 50.00% | 50.00% | 15.82 | -0.03% | 0.58% |
| setup | variant | overall_mean_total_return | overall_positive_asset_ratio | overall_mean_trades | positive_bucket_count | weak_bucket_count | min_bucket_return | max_bucket_return | bucket_return_spread | min_bucket_positive_asset_ratio | min_bucket_mean_trades | verdict | reason |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| breakout_short | base | -3.55% | 0.00% | 20.33 | 1 | 2 | -2.90% | 1.61% | 4.51% | 0.00% | 6.33 | fails_time_check | single positive pocket only |
| breakout_short | cloud_side | -3.26% | 0.00% | 19.00 | 1 | 2 | -2.86% | 1.84% | 4.70% | 0.00% | 6.00 | fails_time_check | single positive pocket only |
| breakout_short | kijun_cloud_side | -4.00% | 0.00% | 16.00 | 0 | 3 | -2.32% | -0.09% | 2.23% | 0.00% | 5.00 | fails_time_check | all buckets non-positive |
| breakout_short | kijun_cloud_side_adx_floor | -2.72% | 0.00% | 9.33 | 0 | 3 | -1.36% | -0.31% | 1.05% | 33.33% | 2.67 | fails_time_check | all buckets non-positive |
| breakout_short | kijun_only | -3.70% | 0.00% | 20.00 | 1 | 2 | -2.90% | 1.61% | 4.51% | 0.00% | 6.33 | fails_time_check | single positive pocket only |
| ema_psar_long | base | -3.67% | 33.33% | 35.00 | 1 | 2 | -3.98% | 3.30% | 7.28% | 0.00% | 11.00 | fails_time_check | single positive pocket only |
| ema_psar_long | cloud_side | -1.18% | 66.67% | 32.00 | 1 | 2 | -3.78% | 5.40% | 9.18% | 33.33% | 10.67 | fails_time_check | single positive pocket only |
| ema_psar_long | kijun_cloud_side | -0.87% | 33.33% | 20.67 | 2 | 1 | -2.06% | 1.32% | 3.38% | 33.33% | 6.67 | watch_only | mixed |
| ema_psar_long | kijun_cloud_side_adx_floor | -2.09% | 33.33% | 11.67 | 1 | 2 | -3.43% | 1.71% | 5.14% | 33.33% | 3.67 | fails_time_check | single positive pocket only |
| ema_psar_long | kijun_only | -4.71% | 33.33% | 27.33 | 1 | 2 | -2.92% | 0.12% | 3.04% | 33.33% | 8.67 | fails_time_check | single positive pocket only |
| fib_retest_long | base | 1.17% | 66.67% | 11.00 | 1 | 2 | -0.13% | 1.38% | 1.50% | 33.33% | 3.00 | fails_time_check | single positive pocket only |
| fib_retest_long | cloud_side | -0.83% | 33.33% | 7.00 | 1 | 2 | -1.15% | 0.77% | 1.92% | 0.00% | 2.00 | fails_time_check | single positive pocket only |
| fib_retest_long | kijun_cloud_side | 0.11% | 33.33% | 0.67 | 1 | 0 | 0.17% | 0.17% | 0.00% | 50.00% | 1.00 | fails_time_check | single positive pocket only |
| fib_retest_long | kijun_only | 0.22% | 33.33% | 3.00 | 2 | 1 | -0.30% | 0.33% | 0.63% | 0.00% | 1.00 | fails_time_check | survives only with thin trades |
当前样本里相对最像“还有一点 continuation 味道”的组合是 fib_retest_long / kijun_only：整体回报 0.22%，正资产占比 33.33%，三桶里正桶数量 2。但它仍没有把三桶都稳住，因此更诚实的 desk 口径仍应是 park / evidence pool。
产物：reports/artifacts/scout_rank59_ichimoku_kijun_cloud_15m/time_stability_window_summary.csv、reports/artifacts/scout_rank59_ichimoku_kijun_cloud_15m/time_stability_verdict_summary.csv