Rank 70 · fast-entry slow-exit handoff spine（minimal clean replication）

这轮只回答一个问题

当三条主线的 entry 已经冻结后，前 3 根 15m bar 继续 fail-fast，活下来后 handoff 到 slow Donchian / Chandelier exit，到底能不能比 all-fast fail 或 all-slow trailing 更诚实地兼顾快认错和拿住 winner？

• 四臂：baseline_exit（持有 8 bars）、all_fast_fail、all_slow_trailing、handoff_exit。
• fast stage：EMA9 / session VWAP / 0.75*ATR 任一失效则 next-bar open 退出。
• slow stage：Donchian 20 / 3.5*ATR chandelier；最长持有 24 bars。
• handoff 条件：存活满 3 根 bar 或出现至少 1 ATR 的顺向 MFE。

硬结论

park / evidence pool

ema_psar_long: base≈-5.55% / fast≈-4.19% / slow≈-5.06% / handoff≈-1.96%；fib_retest_long: base≈0.88% / fast≈-2.23% / slow≈5.91% / handoff≈-1.66%；breakout_short: base≈-2.58% / fast≈-4.57% / slow≈-4.38% / handoff≈-4.71%

这次最小 clean replication 更像在证明：慢 exit / handoff 虽然能拉长持仓，但当前并没有稳定带来更好的成本后结果，或 giveback 太重，不该继续占默认 Scout 主资源位。

setup compare（6bps）

setup	base_return	fast_return	slow_return	handoff_return	base_hold	fast_hold	slow_hold	handoff_hold	base_winner	fast_winner	slow_winner	handoff_winner	base_capture	fast_capture	slow_capture	handoff_capture	handoff_giveback	handoff_rate
ema_psar_long	-5.55%	-4.19%	-5.06%	-1.96%	7.97	6.40	18.65	12.93	0.75%	1.19%	0.98%	1.07%	19.98%	9.26%	21.25%	16.93%	72.47%	60.95%
fib_retest_long	0.88%	-2.23%	5.91%	-1.66%	8.00	5.76	19.70	10.48	0.79%	0.43%	1.64%	0.40%	20.80%	8.21%	29.17%	12.71%	80.03%	51.52%
breakout_short	-2.58%	-4.57%	-4.38%	-4.71%	8.00	7.04	20.70	15.53	0.52%	0.53%	0.56%	0.54%	14.61%	8.03%	16.11%	12.43%	83.31%	70.03%

overall summary

setup	variant	cost_bps_per_side	mean_total_return	positive_asset_ratio	mean_trades	mean_trade_count_retention	mean_win_rate	mean_hold_bars	mean_winner_median_return	mean_winner_hold_bars	mean_mfe_capture_ratio	mean_giveback_after_handoff	mean_handoff_rate	mean_early_exit_rate	mean_target_hit_24bars_rate
breakout_short	all_fast_fail	6	-4.57%	0.00%	20.3	1.00	24.57%	7.04	0.53%	13.51	8.03%	-	0.00%	100.00%	71.13%
breakout_short	all_slow_trailing	6	-4.38%	33.33%	20.3	1.00	37.85%	20.70	0.56%	22.98	16.11%	-	0.00%	0.00%	71.13%
breakout_short	baseline_exit	6	-2.58%	0.00%	20.3	1.00	38.32%	8.00	0.52%	8.00	14.61%	-	0.00%	0.00%	71.13%
breakout_short	handoff_exit	6	-4.71%	0.00%	20.3	1.00	30.66%	15.53	0.54%	22.07	12.43%	83.31%	70.03%	29.97%	71.13%
breakout_short	all_fast_fail	10	-6.12%	0.00%	20.3	1.00	21.67%	7.04	0.54%	13.71	6.67%	-	0.00%	100.00%	71.13%
breakout_short	all_slow_trailing	10	-5.94%	0.00%	20.3	1.00	37.85%	20.70	0.48%	22.98	13.97%	-	0.00%	0.00%	71.13%
breakout_short	baseline_exit	10	-4.16%	0.00%	20.3	1.00	31.18%	8.00	0.52%	8.00	12.00%	-	0.00%	0.00%	71.13%
breakout_short	handoff_exit	10	-6.25%	0.00%	20.3	1.00	30.66%	15.53	0.46%	22.07	10.66%	85.43%	70.03%	29.97%	71.13%
breakout_short	all_fast_fail	15	-8.01%	0.00%	20.3	1.00	18.89%	7.04	0.61%	14.25	5.41%	-	0.00%	100.00%	71.13%
breakout_short	all_slow_trailing	15	-7.85%	0.00%	20.3	1.00	35.01%	20.70	0.52%	22.88	11.57%	-	0.00%	0.00%	71.13%
breakout_short	baseline_exit	15	-6.09%	0.00%	20.3	1.00	28.34%	8.00	0.46%	8.00	9.93%	-	0.00%	0.00%	71.13%
breakout_short	handoff_exit	15	-8.14%	0.00%	20.3	1.00	27.88%	15.53	0.43%	22.55	8.75%	87.93%	70.03%	29.97%	71.13%
ema_psar_long	all_fast_fail	6	-4.19%	33.33%	35.0	1.00	20.95%	6.40	1.19%	15.32	9.26%	-	0.00%	100.00%	69.52%
ema_psar_long	all_slow_trailing	6	-5.06%	33.33%	35.0	1.00	45.71%	18.65	0.98%	23.20	21.25%	-	0.00%	0.00%	69.52%
ema_psar_long	baseline_exit	6	-5.55%	33.33%	35.0	1.00	40.00%	7.97	0.75%	8.00	19.98%	-	0.00%	0.00%	69.52%
ema_psar_long	handoff_exit	6	-1.96%	33.33%	35.0	1.00	36.19%	12.93	1.07%	23.03	16.93%	72.47%	60.95%	39.05%	69.52%
ema_psar_long	all_fast_fail	10	-6.84%	33.33%	35.0	1.00	20.00%	6.40	1.13%	15.50	8.41%	-	0.00%	100.00%	69.52%
ema_psar_long	all_slow_trailing	10	-7.68%	0.00%	35.0	1.00	40.95%	18.65	1.02%	23.59	18.75%	-	0.00%	0.00%	69.52%
ema_psar_long	baseline_exit	10	-8.16%	33.33%	35.0	1.00	38.10%	7.97	0.71%	8.00	17.54%	-	0.00%	0.00%	69.52%
ema_psar_long	handoff_exit	10	-4.67%	0.00%	35.0	1.00	32.38%	12.93	1.07%	23.47	15.21%	75.31%	60.95%	39.05%	69.52%
ema_psar_long	all_fast_fail	15	-10.05%	0.00%	35.0	1.00	17.14%	6.40	1.15%	16.51	7.58%	-	0.00%	100.00%	69.52%
ema_psar_long	all_slow_trailing	15	-10.86%	0.00%	35.0	1.00	37.14%	18.65	0.96%	23.67	16.41%	-	0.00%	0.00%	69.52%
ema_psar_long	baseline_exit	15	-11.32%	0.00%	35.0	1.00	36.19%	7.97	0.63%	8.00	14.77%	-	0.00%	0.00%	69.52%
ema_psar_long	handoff_exit	15	-7.95%	0.00%	35.0	1.00	28.57%	12.93	1.20%	23.59	13.62%	77.97%	60.95%	39.05%	69.52%
fib_retest_long	all_fast_fail	6	-2.23%	0.00%	11.0	1.00	21.21%	5.76	0.43%	12.33	8.21%	-	0.00%	96.97%	75.76%
fib_retest_long	all_slow_trailing	6	5.91%	100.00%	11.0	1.00	57.58%	19.70	1.64%	23.62	29.17%	-	0.00%	0.00%	75.76%
fib_retest_long	baseline_exit	6	0.88%	33.33%	11.0	1.00	45.45%	8.00	0.79%	8.00	20.80%	-	0.00%	0.00%	75.76%
fib_retest_long	handoff_exit	6	-1.66%	66.67%	11.0	1.00	33.33%	10.48	0.40%	18.22	12.71%	80.03%	51.52%	48.48%	75.76%
fib_retest_long	all_fast_fail	10	-3.08%	0.00%	11.0	1.00	21.21%	5.76	0.35%	12.33	6.92%	-	0.00%	96.97%	75.76%
fib_retest_long	all_slow_trailing	10	4.98%	100.00%	11.0	1.00	48.48%	19.70	2.51%	24.00	26.80%	-	0.00%	0.00%	75.76%
fib_retest_long	baseline_exit	10	-0.00%	33.33%	11.0	1.00	39.39%	8.00	0.72%	8.00	18.19%	-	0.00%	0.00%	75.76%
fib_retest_long	handoff_exit	10	-2.52%	33.33%	11.0	1.00	27.27%	10.48	1.01%	19.11	10.88%	82.43%	51.52%	48.48%	75.76%
fib_retest_long	all_fast_fail	15	-4.14%	0.00%	11.0	1.00	18.18%	5.76	0.30%	13.00	5.63%	-	0.00%	96.97%	75.76%
fib_retest_long	all_slow_trailing	15	3.83%	100.00%	11.0	1.00	48.48%	19.70	2.41%	24.00	24.42%	-	0.00%	0.00%	75.76%
fib_retest_long	baseline_exit	15	-1.10%	33.33%	11.0	1.00	39.39%	8.00	0.62%	8.00	15.54%	-	0.00%	0.00%	75.76%
fib_retest_long	handoff_exit	15	-3.59%	0.00%	11.0	1.00	24.24%	10.48	0.95%	20.33	9.37%	84.70%	51.52%	48.48%	75.76%

cross-asset summary（主变体 handoff）

asset	setup	trades	trade_count_retention	total_return	win_rate	mean_hold_bars	winner_median_return	winner_hold_bars	mean_mfe_capture_ratio	mean_giveback_after_handoff	handoff_rate
BTC-USD	breakout_short	23	100.00%	-3.75%	21.74%	12.48	0.50%	23.40	8.24%	86.06%	56.52%
ETH-USD	breakout_short	14	100.00%	-6.72%	28.57%	18.00	0.54%	24.00	15.61%	80.14%	78.57%
SOL-USD	breakout_short	24	100.00%	-3.66%	41.67%	16.12	0.60%	18.80	13.44%	83.75%	75.00%
BTC-USD	ema_psar_long	35	100.00%	-6.00%	31.43%	10.97	0.62%	23.45	13.31%	73.38%	48.57%
ETH-USD	ema_psar_long	35	100.00%	-1.93%	42.86%	13.69	0.90%	23.47	21.08%	67.92%	65.71%
SOL-USD	ema_psar_long	35	100.00%	2.06%	34.29%	14.14	1.68%	22.17	16.39%	76.10%	68.57%
BTC-USD	fib_retest_long	11	100.00%	1.24%	45.45%	13.18	0.49%	24.00	22.50%	64.65%	63.64%
ETH-USD	fib_retest_long	11	100.00%	0.29%	27.27%	10.64	0.38%	21.33	9.75%	78.56%	45.45%
SOL-USD	fib_retest_long	11	100.00%	-6.52%	27.27%	7.64	0.33%	9.33	5.89%	96.87%	45.45%

time pockets（主变体 handoff）

setup	bucket	mean_total_return	positive_asset_ratio	mean_trades	mean_mfe_capture_ratio
breakout_short	bucket_1	-1.26%	33.33%	23.0	13.07%
breakout_short	bucket_2	-7.29%	0.00%	16.0	5.82%
breakout_short	bucket_3	-9.69%	33.33%	22.0	12.79%
ema_psar_long	bucket_1	-12.64%	0.00%	31.0	13.33%
ema_psar_long	bucket_2	-12.22%	0.00%	37.0	11.44%
ema_psar_long	bucket_3	15.17%	66.67%	37.0	21.37%
fib_retest_long	bucket_1	-4.12%	0.00%	13.0	4.90%
fib_retest_long	bucket_2	-2.94%	33.33%	13.0	10.71%
fib_retest_long	bucket_3	-0.36%	33.33%	7.0	14.72%

cost / giveback stability（主变体 handoff）

cost_bps_per_side	mean_total_return	positive_asset_ratio	mean_trades	mean_trade_count_retention	mean_hold_bars	mean_winner_median_return	mean_mfe_capture_ratio	mean_giveback_after_handoff	mean_handoff_rate
6	-2.78%	33.33%	22.1	100.00%	12.98	0.67%	14.02%	78.60%	60.83%
10	-4.48%	11.11%	22.1	100.00%	12.98	0.85%	12.25%	81.06%	60.83%
15	-6.56%	0.00%	22.1	100.00%	12.98	0.86%	10.58%	83.53%	60.83%