生成时间：2026-03-18 21:30 UTC ｜ 固定 BTC/ETH/SOL 120d 15m 本地 cache，30m regime label 由同一条 15m 数据 resample + trailing 指标生成；执行统一冻结到 next-bar open + no-overlap + hold 8 bars。
当 EMA = waiting_not_due 时，Rank 67 只拿 1 次最小预算：把 30m regime matrix 当 shared allow/deny layer，能不能比裸做 setup 更诚实地改善 breakout-short / Fib retest / EMA-PSAR 的成本后质量？
ema_psar_long、fib_retest_long、breakout_short。base、no_MR_gate、trend_expansion_only、compression_to_expansion_breakout。hurst_100、ADX14、ADX slope(5)、rv20、rv slope(5)。Trend / Expansion 更像 continuation 允许态，Compression 更像 breakout 准备态，Mean Reversion 更像减仓 / 禁入态。park / evidence pool
ema_psar_long: base≈-3.79% / no_MR≈-1.47% / trend+exp≈-1.26% / comp→exp≈-；fib_retest_long: base≈1.20% / no_MR≈2.04% / trend+exp≈2.04% / comp→exp≈-；breakout_short: base≈-3.54% / no_MR≈-1.04% / trend+exp≈-0.49% / comp→exp≈-
这次最小 clean replication 更像在说明：单靠 30m regime matrix shared gate 还不足以稳定改善当前三条 archetype 的成本后质量，不该继续占默认 Scout 主资源位。
| setup | base_return | no_mr_return | trend_expansion_return | compression_breakout_return | base_retention | no_mr_retention | trend_expansion_retention | compression_breakout_retention | base_false_4bars | no_mr_false_4bars | trend_expansion_false_4bars | compression_breakout_false_4bars | base_positive_asset_ratio | no_mr_positive_asset_ratio | trend_expansion_positive_asset_ratio | compression_breakout_positive_asset_ratio |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| ema_psar_long | -3.79% | -1.47% | -1.26% | - | 100.00% | 20.95% | 16.19% | 0.00% | 52.38% | 56.08% | 53.33% | - | 33.33% | 33.33% | 33.33% | 0.00% |
| fib_retest_long | 1.20% | 2.04% | 2.04% | - | 100.00% | 15.15% | 15.15% | 0.00% | 42.42% | 0.00% | 0.00% | - | 66.67% | 66.67% | 66.67% | 0.00% |
| breakout_short | -3.54% | -1.04% | -0.49% | - | 100.00% | 26.10% | 17.05% | 0.00% | 61.70% | 60.00% | 72.22% | - | 0.00% | 33.33% | 33.33% | 0.00% |
| setup | variant | cost_bps_per_side | mean_total_return | positive_asset_ratio | mean_trades | mean_trade_count_retention | mean_signal_retention | mean_false_break_or_hold_4bars_rate | mean_forward_return_dispersion_8bars |
|---|---|---|---|---|---|---|---|---|---|
| breakout_short | base | 6.00 | -3.54% | 0.00% | 20.33 | 100.00% | 100.00% | 61.70% | 0.85% |
| breakout_short | base | 10.00 | -5.16% | 0.00% | 20.33 | 100.00% | 100.00% | 61.70% | 0.85% |
| breakout_short | base | 15.00 | -7.19% | 0.00% | 20.33 | 100.00% | 100.00% | 61.70% | 0.85% |
| breakout_short | base | 20.00 | -9.22% | 0.00% | 20.33 | 100.00% | 100.00% | 61.70% | 0.85% |
| breakout_short | compression_to_expansion_breakout | 6.00 | - | 0.00% | 0.00 | 0.00% | 0.00% | - | - |
| breakout_short | compression_to_expansion_breakout | 10.00 | - | 0.00% | 0.00 | 0.00% | 0.00% | - | - |
| breakout_short | compression_to_expansion_breakout | 15.00 | - | 0.00% | 0.00 | 0.00% | 0.00% | - | - |
| breakout_short | compression_to_expansion_breakout | 20.00 | - | 0.00% | 0.00 | 0.00% | 0.00% | - | - |
| breakout_short | no_mr_gate | 6.00 | -1.04% | 33.33% | 5.00 | 26.10% | 25.56% | 60.00% | 0.56% |
| breakout_short | no_mr_gate | 10.00 | -1.44% | 33.33% | 5.00 | 26.10% | 25.56% | 60.00% | 0.56% |
| breakout_short | no_mr_gate | 15.00 | -1.94% | 0.00% | 5.00 | 26.10% | 25.56% | 60.00% | 0.56% |
| breakout_short | no_mr_gate | 20.00 | -2.43% | 0.00% | 5.00 | 26.10% | 25.56% | 60.00% | 0.56% |
| breakout_short | trend_expansion_only | 6.00 | -0.49% | 33.33% | 3.33 | 17.05% | 16.62% | 72.22% | 0.65% |
| breakout_short | trend_expansion_only | 10.00 | -0.76% | 33.33% | 3.33 | 17.05% | 16.62% | 72.22% | 0.65% |
| breakout_short | trend_expansion_only | 15.00 | -1.09% | 33.33% | 3.33 | 17.05% | 16.62% | 72.22% | 0.65% |
| breakout_short | trend_expansion_only | 20.00 | -1.42% | 33.33% | 3.33 | 17.05% | 16.62% | 72.22% | 0.65% |
| ema_psar_long | base | 6.00 | -3.79% | 33.33% | 35.00 | 100.00% | 100.00% | 52.38% | 1.55% |
| ema_psar_long | base | 10.00 | -6.59% | 33.33% | 35.00 | 100.00% | 100.00% | 52.38% | 1.55% |
| ema_psar_long | base | 15.00 | -10.09% | 33.33% | 35.00 | 100.00% | 100.00% | 52.38% | 1.55% |
| ema_psar_long | base | 20.00 | -13.58% | 0.00% | 35.00 | 100.00% | 100.00% | 52.38% | 1.55% |
| ema_psar_long | compression_to_expansion_breakout | 6.00 | - | 0.00% | 0.00 | 0.00% | 0.00% | - | - |
| ema_psar_long | compression_to_expansion_breakout | 10.00 | - | 0.00% | 0.00 | 0.00% | 0.00% | - | - |
| ema_psar_long | compression_to_expansion_breakout | 15.00 | - | 0.00% | 0.00 | 0.00% | 0.00% | - | - |
| ema_psar_long | compression_to_expansion_breakout | 20.00 | - | 0.00% | 0.00 | 0.00% | 0.00% | - | - |
| ema_psar_long | no_mr_gate | 6.00 | -1.47% | 33.33% | 7.33 | 20.95% | 20.03% | 56.08% | 1.51% |
| ema_psar_long | no_mr_gate | 10.00 | -2.06% | 33.33% | 7.33 | 20.95% | 20.03% | 56.08% | 1.51% |
| ema_psar_long | no_mr_gate | 15.00 | -2.79% | 33.33% | 7.33 | 20.95% | 20.03% | 56.08% | 1.51% |
| ema_psar_long | no_mr_gate | 20.00 | -3.52% | 33.33% | 7.33 | 20.95% | 20.03% | 56.08% | 1.51% |
| ema_psar_long | trend_expansion_only | 6.00 | -1.26% | 33.33% | 5.67 | 16.19% | 15.45% | 53.33% | 1.71% |
| ema_psar_long | trend_expansion_only | 10.00 | -1.71% | 33.33% | 5.67 | 16.19% | 15.45% | 53.33% | 1.71% |
| ema_psar_long | trend_expansion_only | 15.00 | -2.28% | 33.33% | 5.67 | 16.19% | 15.45% | 53.33% | 1.71% |
| ema_psar_long | trend_expansion_only | 20.00 | -2.84% | 33.33% | 5.67 | 16.19% | 15.45% | 53.33% | 1.70% |
| fib_retest_long | base | 6.00 | 1.20% | 66.67% | 11.00 | 100.00% | 100.00% | 42.42% | 0.84% |
| fib_retest_long | base | 10.00 | 0.32% | 66.67% | 11.00 | 100.00% | 100.00% | 42.42% | 0.84% |
| fib_retest_long | base | 15.00 | -0.78% | 33.33% | 11.00 | 100.00% | 100.00% | 42.42% | 0.84% |
| fib_retest_long | base | 20.00 | -1.89% | 0.00% | 11.00 | 100.00% | 100.00% | 42.42% | 0.84% |
| fib_retest_long | compression_to_expansion_breakout | 6.00 | - | 0.00% | 0.00 | 0.00% | 0.00% | - | - |
| fib_retest_long | compression_to_expansion_breakout | 10.00 | - | 0.00% | 0.00 | 0.00% | 0.00% | - | - |
| fib_retest_long | compression_to_expansion_breakout | 15.00 | - | 0.00% | 0.00 | 0.00% | 0.00% | - | - |
| fib_retest_long | compression_to_expansion_breakout | 20.00 | - | 0.00% | 0.00 | 0.00% | 0.00% | - | - |
| fib_retest_long | no_mr_gate | 6.00 | 2.04% | 66.67% | 1.67 | 15.15% | 15.15% | 0.00% | 0.52% |
| fib_retest_long | no_mr_gate | 10.00 | 1.84% | 66.67% | 1.67 | 15.15% | 15.15% | 0.00% | 0.52% |
| fib_retest_long | no_mr_gate | 15.00 | 1.59% | 66.67% | 1.67 | 15.15% | 15.15% | 0.00% | 0.52% |
| fib_retest_long | no_mr_gate | 20.00 | 1.34% | 66.67% | 1.67 | 15.15% | 15.15% | 0.00% | 0.52% |
| fib_retest_long | trend_expansion_only | 6.00 | 2.04% | 66.67% | 1.67 | 15.15% | 15.15% | 0.00% | 0.52% |
| fib_retest_long | trend_expansion_only | 10.00 | 1.84% | 66.67% | 1.67 | 15.15% | 15.15% | 0.00% | 0.52% |
| fib_retest_long | trend_expansion_only | 15.00 | 1.59% | 66.67% | 1.67 | 15.15% | 15.15% | 0.00% | 0.52% |
| fib_retest_long | trend_expansion_only | 20.00 | 1.34% | 66.67% | 1.67 | 15.15% | 15.15% | 0.00% | 0.52% |
| asset | setup | variant | trades | trade_count_retention | signal_retention | total_return | false_break_or_hold_4bars_rate | forward_return_dispersion_8bars |
|---|---|---|---|---|---|---|---|---|
| BTC-USD | ema_psar_long | base | 35.00 | 100.00% | 100.00% | -1.16% | 54.29% | 1.06% |
| BTC-USD | ema_psar_long | no_mr_gate | 7.00 | 20.00% | 18.42% | -2.71% | 57.14% | 1.17% |
| BTC-USD | ema_psar_long | trend_expansion_only | 6.00 | 17.14% | 15.79% | -2.89% | 66.67% | 1.24% |
| BTC-USD | ema_psar_long | compression_to_expansion_breakout | 0.00 | 0.00% | 0.00% | - | - | - |
| BTC-USD | fib_retest_long | base | 11.00 | 100.00% | 100.00% | 2.40% | 45.45% | 0.67% |
| BTC-USD | fib_retest_long | no_mr_gate | 3.00 | 27.27% | 27.27% | 2.57% | 0.00% | 0.64% |
| BTC-USD | fib_retest_long | trend_expansion_only | 3.00 | 27.27% | 27.27% | 2.57% | 0.00% | 0.64% |
| BTC-USD | fib_retest_long | compression_to_expansion_breakout | 0.00 | 0.00% | 0.00% | - | - | - |
| BTC-USD | breakout_short | base | 23.00 | 100.00% | 100.00% | -1.35% | 56.52% | 0.87% |
| BTC-USD | breakout_short | no_mr_gate | 5.00 | 21.74% | 21.74% | 0.58% | 40.00% | 0.62% |
| BTC-USD | breakout_short | trend_expansion_only | 3.00 | 13.04% | 13.04% | 0.92% | 66.67% | 0.74% |
| BTC-USD | breakout_short | compression_to_expansion_breakout | 0.00 | 0.00% | 0.00% | - | - | - |
| ETH-USD | ema_psar_long | base | 35.00 | 100.00% | 100.00% | -17.44% | 57.14% | 1.60% |
| ETH-USD | ema_psar_long | no_mr_gate | 6.00 | 17.14% | 16.67% | -5.03% | 66.67% | 1.34% |
| ETH-USD | ema_psar_long | trend_expansion_only | 5.00 | 14.29% | 13.89% | -4.73% | 60.00% | 1.45% |
| ETH-USD | ema_psar_long | compression_to_expansion_breakout | 0.00 | 0.00% | 0.00% | - | - | - |
| ETH-USD | fib_retest_long | base | 11.00 | 100.00% | 100.00% | -0.17% | 54.55% | 0.73% |
| ETH-USD | fib_retest_long | no_mr_gate | 0.00 | 0.00% | 0.00% | - | - | - |
| ETH-USD | fib_retest_long | trend_expansion_only | 0.00 | 0.00% | 0.00% | - | - | - |
| ETH-USD | fib_retest_long | compression_to_expansion_breakout | 0.00 | 0.00% | 0.00% | - | - | - |
| ETH-USD | breakout_short | base | 14.00 | 100.00% | 100.00% | -5.16% | 78.57% | 0.54% |
| ETH-USD | breakout_short | no_mr_gate | 5.00 | 35.71% | 35.71% | -2.82% | 100.00% | 0.22% |
| ETH-USD | breakout_short | trend_expansion_only | 3.00 | 21.43% | 21.43% | -1.51% | 100.00% | 0.27% |
| ETH-USD | breakout_short | compression_to_expansion_breakout | 0.00 | 0.00% | 0.00% | - | - | - |
| SOL-USD | ema_psar_long | base | 35.00 | 100.00% | 100.00% | 7.22% | 45.71% | 2.00% |
| SOL-USD | ema_psar_long | no_mr_gate | 9.00 | 25.71% | 25.00% | 3.32% | 44.44% | 2.03% |
| SOL-USD | ema_psar_long | trend_expansion_only | 6.00 | 17.14% | 16.67% | 3.84% | 33.33% | 2.44% |
| SOL-USD | ema_psar_long | compression_to_expansion_breakout | 0.00 | 0.00% | 0.00% | - | - | - |
| SOL-USD | fib_retest_long | base | 11.00 | 100.00% | 100.00% | 1.36% | 27.27% | 1.12% |
| SOL-USD | fib_retest_long | no_mr_gate | 2.00 | 18.18% | 18.18% | 1.52% | 0.00% | 0.40% |
| SOL-USD | fib_retest_long | trend_expansion_only | 2.00 | 18.18% | 18.18% | 1.52% | 0.00% | 0.40% |
| SOL-USD | fib_retest_long | compression_to_expansion_breakout | 0.00 | 0.00% | 0.00% | - | - | - |
| SOL-USD | breakout_short | base | 24.00 | 100.00% | 100.00% | -4.11% | 50.00% | 1.14% |
| SOL-USD | breakout_short | no_mr_gate | 5.00 | 20.83% | 19.23% | -0.87% | 40.00% | 0.84% |
| SOL-USD | breakout_short | trend_expansion_only | 4.00 | 16.67% | 15.38% | -0.89% | 50.00% | 0.94% |
| SOL-USD | breakout_short | compression_to_expansion_breakout | 0.00 | 0.00% | 0.00% | - | - | - |
| regime | bars | mean_hurst_100 | mean_adx14 | mean_rv20 | share |
|---|---|---|---|---|---|
| Mean Reversion | 12964.00 | 0.46 | 27.16 | 0.00 | 74.95% |
| Expansion | 2497.00 | 0.43 | 29.23 | 0.00 | 14.44% |
| Compression | 1079.00 | 0.43 | 12.98 | 0.00 | 6.24% |
| Trend | 758.00 | 0.61 | 39.40 | 0.01 | 4.38% |
| time_bucket | mean_total_return | positive_asset_ratio | mean_trades | variant |
|---|---|---|---|---|
| bucket_1 | -22.50% | 66.67% | 88.67 | base |
| bucket_2 | -23.44% | 0.00% | 88.33 | base |
| bucket_3 | -14.38% | 33.33% | 88.33 | base |
| bucket_1 | -8.71% | 33.33% | 18.67 | no_mr_gate |
| bucket_2 | -4.33% | 0.00% | 18.67 | no_mr_gate |
| bucket_3 | 0.89% | 66.67% | 18.67 | no_mr_gate |
| bucket_1 | -6.32% | 33.33% | 14.33 | trend_expansion_only |
| bucket_2 | -2.24% | 66.67% | 14.00 | trend_expansion_only |
| bucket_3 | 1.24% | 66.67% | 14.33 | trend_expansion_only |