生成时间：2026-03-18 20:48 UTC ｜ 固定 BTC/ETH/SOL 120d 15m cache + Binance spot 5m cache；4H/1H 从同一条 5m 数据 resample；执行统一冻结到 signal 当根及之前数据 + next-bar open + no-overlap + hold 120m。
当 EMA = waiting_not_due 时，Rank 66 只拿 1 次最小预算：同向时让触发切到 5m、失配时坚持 15m 这条 shared execution gate，能不能比一刀切的 15m only 或 always 5m 更诚实地改善三条 archetype 的成本后质量？
ema_psar_long、fib_retest_long、breakout_short。base_15m_only、always_5m_confirm、alignment_switch、alignment_switch_plus_pressure。4H bias 与 1H trend 同向（都站上/跌破各自 EMA200）时，允许用 5m BOS；否则继续坚持 15m BOS。bodyPct ≥ 0.55 且 volume > SMA20。P1 weak candidate / evidence pool
ema_psar_long: base≈-8.38% / always5≈-0.31% / switch≈-5.91% / switch+pressure≈-4.79%；fib_retest_long: base≈-0.42% / always5≈0.30% / switch≈-0.42% / switch+pressure≈-0.42%；breakout_short: base≈-3.14% / always5≈1.21% / switch≈-1.24% / switch+pressure≈-1.87%
最小 clean replication 说明 exec-TF switch 在部分 archetype 上有一点 shared execution gate 味道，但改善还不够统一；当前更诚实的读法是先留在 P1 证据池，而不是直接升格。
| setup | base_return | always5_return | switch_return | switch_pressure_return | base_retention | always5_retention | switch_retention | switch_pressure_retention | base_early_fail | always5_early_fail | switch_early_fail | switch_pressure_early_fail | switch_positive_asset_ratio | switch_pressure_positive_asset_ratio | switch_exec_5m_share | switch_pressure_exec_5m_share |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| ema_psar_long | -8.38% | -0.31% | -5.91% | -4.79% | 100.00% | 24.63% | 81.62% | 77.55% | 60.23% | 33.33% | 59.77% | 57.52% | 33.33% | 33.33% | 10.66% | 11.45% |
| fib_retest_long | -0.42% | 0.30% | -0.42% | -0.42% | 100.00% | 13.33% | 100.00% | 100.00% | 53.33% | 50.00% | 53.33% | 53.33% | 33.33% | 33.33% | 0.00% | 0.00% |
| breakout_short | -3.14% | 1.21% | -1.24% | -1.87% | 100.00% | 89.56% | 94.78% | 72.00% | 54.10% | 53.57% | 58.72% | 56.67% | 33.33% | 0.00% | 49.78% | 48.52% |
| setup | variant | cost_bps_per_side | mean_total_return | positive_asset_ratio | mean_trades | mean_trade_count_retention | mean_signal_retention | mean_early_fail_60m_rate | mean_exec_5m_share |
|---|---|---|---|---|---|---|---|---|---|
| breakout_short | alignment_switch | 6 | -1.24% | 33.33% | 19.3 | 94.78% | 94.89% | 58.72% | 49.78% |
| breakout_short | alignment_switch_plus_pressure | 6 | -1.87% | 0.00% | 14.7 | 72.00% | 70.07% | 56.67% | 48.52% |
| breakout_short | always_5m_confirm | 6 | 1.21% | 33.33% | 18.3 | 89.56% | 89.78% | 53.57% | 100.00% |
| breakout_short | base_15m_only | 6 | -3.14% | 0.00% | 20.3 | 100.00% | 100.00% | 54.10% | 0.00% |
| breakout_short | alignment_switch | 10 | -2.78% | 0.00% | 19.3 | 94.78% | 94.89% | 58.72% | 49.78% |
| breakout_short | alignment_switch_plus_pressure | 10 | -3.04% | 0.00% | 14.7 | 72.00% | 70.07% | 56.67% | 48.52% |
| breakout_short | always_5m_confirm | 10 | -0.26% | 33.33% | 18.3 | 89.56% | 89.78% | 53.57% | 100.00% |
| breakout_short | base_15m_only | 10 | -4.77% | 0.00% | 20.3 | 100.00% | 100.00% | 54.10% | 0.00% |
| breakout_short | alignment_switch | 15 | -4.72% | 0.00% | 19.3 | 94.78% | 94.89% | 58.72% | 49.78% |
| breakout_short | alignment_switch_plus_pressure | 15 | -4.51% | 0.00% | 14.7 | 72.00% | 70.07% | 56.67% | 48.52% |
| breakout_short | always_5m_confirm | 15 | -2.09% | 0.00% | 18.3 | 89.56% | 89.78% | 53.57% | 100.00% |
| breakout_short | base_15m_only | 15 | -6.80% | 0.00% | 20.3 | 100.00% | 100.00% | 54.10% | 0.00% |
| breakout_short | alignment_switch | 20 | -6.65% | 0.00% | 19.3 | 94.78% | 94.89% | 58.72% | 49.78% |
| breakout_short | alignment_switch_plus_pressure | 20 | -5.97% | 0.00% | 14.7 | 72.00% | 70.07% | 56.67% | 48.52% |
| breakout_short | always_5m_confirm | 20 | -3.93% | 0.00% | 18.3 | 89.56% | 89.78% | 53.57% | 100.00% |
| breakout_short | base_15m_only | 20 | -8.83% | 0.00% | 20.3 | 100.00% | 100.00% | 54.10% | 0.00% |
| ema_psar_long | alignment_switch | 6 | -5.91% | 33.33% | 13.3 | 81.62% | 36.50% | 59.77% | 10.66% |
| ema_psar_long | alignment_switch_plus_pressure | 6 | -4.79% | 33.33% | 12.7 | 77.55% | 34.70% | 57.52% | 11.45% |
| ema_psar_long | always_5m_confirm | 6 | -0.31% | 33.33% | 4.0 | 24.63% | 10.92% | 33.33% | 100.00% |
| ema_psar_long | base_15m_only | 6 | -8.38% | 0.00% | 16.3 | 100.00% | 44.64% | 60.23% | 0.00% |
| ema_psar_long | alignment_switch | 10 | -6.98% | 0.00% | 13.3 | 81.62% | 36.50% | 59.77% | 10.66% |
| ema_psar_long | alignment_switch_plus_pressure | 10 | -5.80% | 33.33% | 12.7 | 77.55% | 34.70% | 57.52% | 11.45% |
| ema_psar_long | always_5m_confirm | 10 | -0.63% | 33.33% | 4.0 | 24.63% | 10.92% | 33.33% | 100.00% |
| ema_psar_long | base_15m_only | 10 | -9.69% | 0.00% | 16.3 | 100.00% | 44.64% | 60.23% | 0.00% |
| ema_psar_long | alignment_switch | 15 | -8.31% | 0.00% | 13.3 | 81.62% | 36.50% | 59.77% | 10.66% |
| ema_psar_long | alignment_switch_plus_pressure | 15 | -7.07% | 0.00% | 12.7 | 77.55% | 34.70% | 57.52% | 11.45% |
| ema_psar_long | always_5m_confirm | 15 | -1.03% | 33.33% | 4.0 | 24.63% | 10.92% | 33.33% | 100.00% |
| ema_psar_long | base_15m_only | 15 | -11.32% | 0.00% | 16.3 | 100.00% | 44.64% | 60.23% | 0.00% |
| ema_psar_long | alignment_switch | 20 | -9.65% | 0.00% | 13.3 | 81.62% | 36.50% | 59.77% | 10.66% |
| ema_psar_long | alignment_switch_plus_pressure | 20 | -8.33% | 0.00% | 12.7 | 77.55% | 34.70% | 57.52% | 11.45% |
| ema_psar_long | always_5m_confirm | 20 | -1.43% | 33.33% | 4.0 | 24.63% | 10.92% | 33.33% | 100.00% |
| ema_psar_long | base_15m_only | 20 | -12.95% | 0.00% | 16.3 | 100.00% | 44.64% | 60.23% | 0.00% |
| fib_retest_long | alignment_switch | 6 | -0.42% | 33.33% | 3.0 | 100.00% | 26.77% | 53.33% | 0.00% |
| fib_retest_long | alignment_switch_plus_pressure | 6 | -0.42% | 33.33% | 3.0 | 100.00% | 26.77% | 53.33% | 0.00% |
| fib_retest_long | always_5m_confirm | 6 | 0.30% | 33.33% | 0.7 | 13.33% | 6.06% | 50.00% | 100.00% |
| fib_retest_long | base_15m_only | 6 | -0.42% | 33.33% | 3.0 | 100.00% | 26.77% | 53.33% | 0.00% |
| fib_retest_long | alignment_switch | 10 | -0.66% | 33.33% | 3.0 | 100.00% | 26.77% | 53.33% | 0.00% |
| fib_retest_long | alignment_switch_plus_pressure | 10 | -0.66% | 33.33% | 3.0 | 100.00% | 26.77% | 53.33% | 0.00% |
| fib_retest_long | always_5m_confirm | 10 | 0.14% | 33.33% | 0.7 | 13.33% | 6.06% | 50.00% | 100.00% |
| fib_retest_long | base_15m_only | 10 | -0.66% | 33.33% | 3.0 | 100.00% | 26.77% | 53.33% | 0.00% |
| fib_retest_long | alignment_switch | 15 | -0.96% | 0.00% | 3.0 | 100.00% | 26.77% | 53.33% | 0.00% |
| fib_retest_long | alignment_switch_plus_pressure | 15 | -0.96% | 0.00% | 3.0 | 100.00% | 26.77% | 53.33% | 0.00% |
| fib_retest_long | always_5m_confirm | 15 | -0.06% | 0.00% | 0.7 | 13.33% | 6.06% | 50.00% | 100.00% |
| fib_retest_long | base_15m_only | 15 | -0.96% | 0.00% | 3.0 | 100.00% | 26.77% | 53.33% | 0.00% |
| fib_retest_long | alignment_switch | 20 | -1.26% | 0.00% | 3.0 | 100.00% | 26.77% | 53.33% | 0.00% |
| fib_retest_long | alignment_switch_plus_pressure | 20 | -1.26% | 0.00% | 3.0 | 100.00% | 26.77% | 53.33% | 0.00% |
| fib_retest_long | always_5m_confirm | 20 | -0.26% | 0.00% | 0.7 | 13.33% | 6.06% | 50.00% | 100.00% |
| fib_retest_long | base_15m_only | 20 | -1.26% | 0.00% | 3.0 | 100.00% | 26.77% | 53.33% | 0.00% |
| asset | setup | variant | trades | trade_count_retention | signal_retention | total_return | early_fail_60m_rate | exec_5m_share |
|---|---|---|---|---|---|---|---|---|
| BTC-USD | breakout_short | alignment_switch | 22 | 95.65% | 95.65% | -1.67% | 59.09% | 50.00% |
| ETH-USD | breakout_short | alignment_switch | 13 | 92.86% | 92.86% | -2.96% | 69.23% | 38.46% |
| SOL-USD | breakout_short | alignment_switch | 23 | 95.83% | 96.15% | 0.92% | 47.83% | 60.87% |
| BTC-USD | breakout_short | alignment_switch_plus_pressure | 16 | 69.57% | 69.57% | -1.48% | 50.00% | 50.00% |
| ETH-USD | breakout_short | alignment_switch_plus_pressure | 10 | 71.43% | 71.43% | -2.87% | 70.00% | 40.00% |
| SOL-USD | breakout_short | alignment_switch_plus_pressure | 18 | 75.00% | 69.23% | -1.24% | 50.00% | 55.56% |
| BTC-USD | breakout_short | always_5m_confirm | 21 | 91.30% | 91.30% | -0.19% | 52.38% | 100.00% |
| ETH-USD | breakout_short | always_5m_confirm | 12 | 85.71% | 85.71% | -0.01% | 58.33% | 100.00% |
| SOL-USD | breakout_short | always_5m_confirm | 22 | 91.67% | 92.31% | 3.82% | 50.00% | 100.00% |
| BTC-USD | breakout_short | base_15m_only | 23 | 100.00% | 100.00% | -1.76% | 52.17% | 0.00% |
| ETH-USD | breakout_short | base_15m_only | 14 | 100.00% | 100.00% | -4.85% | 64.29% | 0.00% |
| SOL-USD | breakout_short | base_15m_only | 24 | 100.00% | 100.00% | -2.81% | 45.83% | 0.00% |
| BTC-USD | ema_psar_long | alignment_switch | 11 | 73.33% | 28.95% | 0.56% | 54.55% | 18.18% |
| ETH-USD | ema_psar_long | alignment_switch | 14 | 77.78% | 38.89% | -13.03% | 71.43% | 7.14% |
| SOL-USD | ema_psar_long | alignment_switch | 15 | 93.75% | 41.67% | -5.27% | 53.33% | 6.67% |
| BTC-USD | ema_psar_long | alignment_switch_plus_pressure | 10 | 66.67% | 26.32% | 1.27% | 50.00% | 20.00% |
| ETH-USD | ema_psar_long | alignment_switch_plus_pressure | 13 | 72.22% | 36.11% | -10.36% | 69.23% | 7.69% |
| SOL-USD | ema_psar_long | alignment_switch_plus_pressure | 15 | 93.75% | 41.67% | -5.27% | 53.33% | 6.67% |
| BTC-USD | ema_psar_long | always_5m_confirm | 4 | 26.67% | 10.53% | 2.95% | 0.00% | 100.00% |
| ETH-USD | ema_psar_long | always_5m_confirm | 4 | 22.22% | 11.11% | -3.27% | 50.00% | 100.00% |
| SOL-USD | ema_psar_long | always_5m_confirm | 4 | 25.00% | 11.11% | -0.63% | 50.00% | 100.00% |
| BTC-USD | ema_psar_long | base_15m_only | 15 | 100.00% | 39.47% | -0.13% | 46.67% | 0.00% |
| ETH-USD | ema_psar_long | base_15m_only | 18 | 100.00% | 50.00% | -18.05% | 77.78% | 0.00% |
| SOL-USD | ema_psar_long | base_15m_only | 16 | 100.00% | 44.44% | -6.96% | 56.25% | 0.00% |
| BTC-USD | fib_retest_long | alignment_switch | 5 | 100.00% | 45.45% | 0.74% | 60.00% | 0.00% |
| ETH-USD | fib_retest_long | alignment_switch | 2 | 100.00% | 16.67% | -0.65% | 50.00% | 0.00% |
| SOL-USD | fib_retest_long | alignment_switch | 2 | 100.00% | 18.18% | -1.35% | 50.00% | 0.00% |
| BTC-USD | fib_retest_long | alignment_switch_plus_pressure | 5 | 100.00% | 45.45% | 0.74% | 60.00% | 0.00% |
| ETH-USD | fib_retest_long | alignment_switch_plus_pressure | 2 | 100.00% | 16.67% | -0.65% | 50.00% | 0.00% |
| SOL-USD | fib_retest_long | alignment_switch_plus_pressure | 2 | 100.00% | 18.18% | -1.35% | 50.00% | 0.00% |
| BTC-USD | fib_retest_long | always_5m_confirm | 2 | 40.00% | 18.18% | 0.30% | 50.00% | 100.00% |
| ETH-USD | fib_retest_long | always_5m_confirm | 0 | 0.00% | 0.00% | - | - | - |
| SOL-USD | fib_retest_long | always_5m_confirm | 0 | 0.00% | 0.00% | - | - | - |
| BTC-USD | fib_retest_long | base_15m_only | 5 | 100.00% | 45.45% | 0.74% | 60.00% | 0.00% |
| ETH-USD | fib_retest_long | base_15m_only | 2 | 100.00% | 16.67% | -0.65% | 50.00% | 0.00% |
| SOL-USD | fib_retest_long | base_15m_only | 2 | 100.00% | 18.18% | -1.35% | 50.00% | 0.00% |
| time_bucket | mean_total_return | positive_asset_ratio | mean_trades | variant |
|---|---|---|---|---|
| bucket_1 | -24.29% | 0.00% | 47.7 | alignment_switch |
| bucket_2 | -14.38% | 0.00% | 47.3 | alignment_switch |
| bucket_3 | -10.87% | 0.00% | 47.7 | alignment_switch |
| bucket_1 | -25.10% | 0.00% | 40.7 | alignment_switch_plus_pressure |
| bucket_2 | -6.53% | 0.00% | 40.3 | alignment_switch_plus_pressure |
| bucket_3 | -13.05% | 0.00% | 40.3 | alignment_switch_plus_pressure |
| bucket_1 | 2.96% | 66.67% | 30.7 | always_5m_confirm |
| bucket_2 | 0.48% | 33.33% | 30.7 | always_5m_confirm |
| bucket_3 | -11.89% | 0.00% | 30.7 | always_5m_confirm |
| bucket_1 | -27.01% | 0.00% | 53.0 | base_15m_only |
| bucket_2 | -23.76% | 0.00% | 52.7 | base_15m_only |
| bucket_3 | -18.40% | 0.00% | 53.0 | base_15m_only |