这轮只回答一个问题：把 realized-vol pocket 当 shared allow/deny gate 接到现有三条 archetype 上，能不能在不过度砍掉交易数的前提下，改善成本后存活。不是新 alpha，不改 entry/exit。
| setup | variant | cost_bps_per_side | mean_total_return | positive_asset_ratio | mean_expectancy | mean_trades | mean_trade_count_retention | mean_failure_before_target | positive_window_ratio |
|---|---|---|---|---|---|---|---|---|---|
| breakout_short | baseline | 6.00 | -3.36% | 0.00% | -0.20% | 14.67 | 33.33% | 74.26% | 0.00% |
| breakout_short | baseline | 10.00 | -4.53% | 0.00% | -0.28% | 14.67 | 33.33% | 74.26% | 0.00% |
| breakout_short | baseline | 15.00 | -5.99% | 0.00% | -0.38% | 14.67 | 33.33% | 74.26% | 0.00% |
| breakout_short | no_high_vol_extreme | 6.00 | -2.46% | 0.00% | -0.20% | 11.00 | 24.34% | 69.11% | 0.00% |
| breakout_short | no_high_vol_extreme | 10.00 | -3.34% | 0.00% | -0.28% | 11.00 | 24.34% | 69.11% | 0.00% |
| breakout_short | no_high_vol_extreme | 15.00 | -4.43% | 0.00% | -0.38% | 11.00 | 24.34% | 69.11% | 0.00% |
| breakout_short | rv_midband_q20_80 | 6.00 | -2.53% | 0.00% | -0.32% | 8.33 | 17.76% | 70.71% | 0.00% |
| breakout_short | rv_midband_q20_80 | 10.00 | -3.19% | 0.00% | -0.40% | 8.33 | 17.76% | 70.71% | 0.00% |
| breakout_short | rv_midband_q20_80 | 15.00 | -4.02% | 0.00% | -0.50% | 8.33 | 17.76% | 70.71% | 0.00% |
| ema_psar_long | baseline | 6.00 | -4.11% | 33.33% | -0.17% | 26.67 | 33.33% | 68.45% | 66.67% |
| ema_psar_long | baseline | 10.00 | -6.24% | 33.33% | -0.25% | 26.67 | 33.33% | 68.45% | 0.00% |
| ema_psar_long | baseline | 15.00 | -8.90% | 0.00% | -0.35% | 26.67 | 33.33% | 68.45% | 0.00% |
| ema_psar_long | no_high_vol_extreme | 6.00 | -0.28% | 33.33% | -0.03% | 21.00 | 26.19% | 69.72% | 66.67% |
| ema_psar_long | no_high_vol_extreme | 10.00 | -1.96% | 33.33% | -0.11% | 21.00 | 26.19% | 69.72% | 0.00% |
| ema_psar_long | no_high_vol_extreme | 15.00 | -4.06% | 33.33% | -0.21% | 21.00 | 26.19% | 69.72% | 0.00% |
| ema_psar_long | rv_midband_q20_80 | 6.00 | 1.78% | 66.67% | 0.12% | 17.33 | 21.49% | 67.82% | 66.67% |
| ema_psar_long | rv_midband_q20_80 | 10.00 | 0.39% | 33.33% | 0.04% | 17.33 | 21.49% | 67.82% | 33.33% |
| ema_psar_long | rv_midband_q20_80 | 15.00 | -1.34% | 33.33% | -0.06% | 17.33 | 21.49% | 67.82% | 33.33% |
| fib_retest_long | baseline | 6.00 | -0.22% | 66.67% | -0.03% | 7.33 | 33.33% | 52.38% | 66.67% |
| fib_retest_long | baseline | 10.00 | -0.81% | 0.00% | -0.11% | 7.33 | 33.33% | 52.38% | 0.00% |
| fib_retest_long | baseline | 15.00 | -1.54% | 0.00% | -0.21% | 7.33 | 33.33% | 52.38% | 0.00% |
| fib_retest_long | no_high_vol_extreme | 6.00 | -1.32% | 0.00% | -0.34% | 5.33 | 23.49% | 54.44% | 0.00% |
| fib_retest_long | no_high_vol_extreme | 10.00 | -1.75% | 0.00% | -0.42% | 5.33 | 23.49% | 54.44% | 0.00% |
| fib_retest_long | no_high_vol_extreme | 15.00 | -2.28% | 0.00% | -0.52% | 5.33 | 23.49% | 54.44% | 0.00% |
| fib_retest_long | rv_midband_q20_80 | 6.00 | -1.22% | 0.00% | -0.34% | 5.00 | 21.90% | 52.78% | 33.33% |
| fib_retest_long | rv_midband_q20_80 | 10.00 | -1.62% | 0.00% | -0.42% | 5.00 | 21.90% | 52.78% | 0.00% |
| fib_retest_long | rv_midband_q20_80 | 15.00 | -2.12% | 0.00% | -0.52% | 5.00 | 21.90% | 52.78% | 0.00% |
| setup | variant | cost_bps_per_side | asset | trade_count | total_return | expectancy | trade_count_retention | failure_before_target | target_hit_rate |
|---|---|---|---|---|---|---|---|---|---|
| breakout_short | baseline | 6.00 | BTC-USD | 16.00 | -1.50% | -0.09% | 33.33% | 75.00% | 56.25% |
| breakout_short | baseline | 6.00 | ETH-USD | 10.00 | -1.00% | -0.10% | 33.33% | 70.00% | 60.00% |
| breakout_short | baseline | 6.00 | SOL-USD | 18.00 | -7.57% | -0.42% | 33.33% | 77.78% | 44.44% |
| breakout_short | baseline | 10.00 | BTC-USD | 16.00 | -2.78% | -0.17% | 33.33% | 75.00% | 56.25% |
| breakout_short | baseline | 10.00 | ETH-USD | 10.00 | -1.80% | -0.18% | 33.33% | 70.00% | 60.00% |
| breakout_short | baseline | 10.00 | SOL-USD | 18.00 | -9.00% | -0.50% | 33.33% | 77.78% | 44.44% |
| breakout_short | baseline | 15.00 | BTC-USD | 16.00 | -4.38% | -0.27% | 33.33% | 75.00% | 56.25% |
| breakout_short | baseline | 15.00 | ETH-USD | 10.00 | -2.80% | -0.28% | 33.33% | 70.00% | 60.00% |
| breakout_short | baseline | 15.00 | SOL-USD | 18.00 | -10.80% | -0.60% | 33.33% | 77.78% | 44.44% |
| breakout_short | no_high_vol_extreme | 6.00 | BTC-USD | 13.00 | -2.30% | -0.18% | 27.08% | 69.23% | 61.54% |
| breakout_short | no_high_vol_extreme | 6.00 | ETH-USD | 6.00 | -0.67% | -0.11% | 20.00% | 66.67% | 83.33% |
| breakout_short | no_high_vol_extreme | 6.00 | SOL-USD | 14.00 | -4.40% | -0.31% | 25.93% | 71.43% | 57.14% |
| breakout_short | no_high_vol_extreme | 10.00 | BTC-USD | 13.00 | -3.34% | -0.26% | 27.08% | 69.23% | 61.54% |
| breakout_short | no_high_vol_extreme | 10.00 | ETH-USD | 6.00 | -1.15% | -0.19% | 20.00% | 66.67% | 83.33% |
| breakout_short | no_high_vol_extreme | 10.00 | SOL-USD | 14.00 | -5.52% | -0.39% | 25.93% | 71.43% | 57.14% |
| breakout_short | no_high_vol_extreme | 15.00 | BTC-USD | 13.00 | -4.64% | -0.36% | 27.08% | 69.23% | 61.54% |
| breakout_short | no_high_vol_extreme | 15.00 | ETH-USD | 6.00 | -1.75% | -0.29% | 20.00% | 66.67% | 83.33% |
| breakout_short | no_high_vol_extreme | 15.00 | SOL-USD | 14.00 | -6.91% | -0.49% | 25.93% | 71.43% | 57.14% |
| breakout_short | rv_midband_q20_80 | 6.00 | BTC-USD | 11.00 | -2.00% | -0.18% | 22.92% | 63.64% | 63.64% |
| breakout_short | rv_midband_q20_80 | 6.00 | ETH-USD | 3.00 | -1.15% | -0.38% | 10.00% | 66.67% | 66.67% |
| breakout_short | rv_midband_q20_80 | 6.00 | SOL-USD | 11.00 | -4.44% | -0.40% | 20.37% | 81.82% | 54.55% |
| breakout_short | rv_midband_q20_80 | 10.00 | BTC-USD | 11.00 | -2.88% | -0.26% | 22.92% | 63.64% | 63.64% |
| breakout_short | rv_midband_q20_80 | 10.00 | ETH-USD | 3.00 | -1.38% | -0.46% | 10.00% | 66.67% | 66.67% |
| breakout_short | rv_midband_q20_80 | 10.00 | SOL-USD | 11.00 | -5.32% | -0.48% | 20.37% | 81.82% | 54.55% |
| breakout_short | rv_midband_q20_80 | 15.00 | BTC-USD | 11.00 | -3.97% | -0.36% | 22.92% | 63.64% | 63.64% |
| breakout_short | rv_midband_q20_80 | 15.00 | ETH-USD | 3.00 | -1.68% | -0.56% | 10.00% | 66.67% | 66.67% |
| breakout_short | rv_midband_q20_80 | 15.00 | SOL-USD | 11.00 | -6.41% | -0.58% | 20.37% | 81.82% | 54.55% |
| ema_psar_long | baseline | 6.00 | BTC-USD | 28.00 | -4.86% | -0.17% | 33.33% | 64.29% | 71.43% |
| ema_psar_long | baseline | 6.00 | ETH-USD | 24.00 | -10.62% | -0.44% | 33.33% | 62.50% | 58.33% |
| ema_psar_long | baseline | 6.00 | SOL-USD | 28.00 | 3.14% | 0.11% | 33.33% | 78.57% | 67.86% |
| ema_psar_long | baseline | 10.00 | BTC-USD | 28.00 | -7.09% | -0.25% | 33.33% | 64.29% | 71.43% |
| ema_psar_long | baseline | 10.00 | ETH-USD | 24.00 | -12.53% | -0.52% | 33.33% | 62.50% | 58.33% |
| ema_psar_long | baseline | 10.00 | SOL-USD | 28.00 | 0.90% | 0.03% | 33.33% | 78.57% | 67.86% |
| ema_psar_long | baseline | 15.00 | BTC-USD | 28.00 | -9.89% | -0.35% | 33.33% | 64.29% | 71.43% |
| ema_psar_long | baseline | 15.00 | ETH-USD | 24.00 | -14.92% | -0.62% | 33.33% | 62.50% | 58.33% |
| ema_psar_long | baseline | 15.00 | SOL-USD | 28.00 | -1.91% | -0.07% | 33.33% | 78.57% | 67.86% |
| ema_psar_long | no_high_vol_extreme | 6.00 | BTC-USD | 23.00 | -3.40% | -0.15% | 27.38% | 65.22% | 73.91% |
| ema_psar_long | no_high_vol_extreme | 6.00 | ETH-USD | 18.00 | -4.70% | -0.26% | 25.00% | 66.67% | 55.56% |
| ema_psar_long | no_high_vol_extreme | 6.00 | SOL-USD | 22.00 | 7.27% | 0.33% | 26.19% | 77.27% | 68.18% |
| ema_psar_long | no_high_vol_extreme | 10.00 | BTC-USD | 23.00 | -5.24% | -0.23% | 27.38% | 65.22% | 73.91% |
| ema_psar_long | no_high_vol_extreme | 10.00 | ETH-USD | 18.00 | -6.14% | -0.34% | 25.00% | 66.67% | 55.56% |
| ema_psar_long | no_high_vol_extreme | 10.00 | SOL-USD | 22.00 | 5.50% | 0.25% | 26.19% | 77.27% | 68.18% |
| ema_psar_long | no_high_vol_extreme | 15.00 | BTC-USD | 23.00 | -7.53% | -0.33% | 27.38% | 65.22% | 73.91% |
| ema_psar_long | no_high_vol_extreme | 15.00 | ETH-USD | 18.00 | -7.94% | -0.44% | 25.00% | 66.67% | 55.56% |
| ema_psar_long | no_high_vol_extreme | 15.00 | SOL-USD | 22.00 | 3.30% | 0.15% | 26.19% | 77.27% | 68.18% |
| ema_psar_long | rv_midband_q20_80 | 6.00 | BTC-USD | 22.00 | -3.24% | -0.15% | 26.19% | 63.64% | 72.73% |
| ema_psar_long | rv_midband_q20_80 | 6.00 | ETH-USD | 13.00 | 0.05% | 0.00% | 18.06% | 69.23% | 53.85% |
| ema_psar_long | rv_midband_q20_80 | 6.00 | SOL-USD | 17.00 | 8.54% | 0.50% | 20.24% | 70.59% | 70.59% |
| ema_psar_long | rv_midband_q20_80 | 10.00 | BTC-USD | 22.00 | -5.00% | -0.23% | 26.19% | 63.64% | 72.73% |
| ema_psar_long | rv_midband_q20_80 | 10.00 | ETH-USD | 13.00 | -0.99% | -0.08% | 18.06% | 69.23% | 53.85% |
| ema_psar_long | rv_midband_q20_80 | 10.00 | SOL-USD | 17.00 | 7.18% | 0.42% | 20.24% | 70.59% | 70.59% |
| ema_psar_long | rv_midband_q20_80 | 15.00 | BTC-USD | 22.00 | -7.20% | -0.33% | 26.19% | 63.64% | 72.73% |
| ema_psar_long | rv_midband_q20_80 | 15.00 | ETH-USD | 13.00 | -2.29% | -0.18% | 18.06% | 69.23% | 53.85% |
| ema_psar_long | rv_midband_q20_80 | 15.00 | SOL-USD | 17.00 | 5.47% | 0.32% | 20.24% | 70.59% | 70.59% |
| fib_retest_long | baseline | 6.00 | BTC-USD | 10.00 | 0.27% | 0.03% | 33.33% | 60.00% | 70.00% |
| fib_retest_long | baseline | 6.00 | ETH-USD | 7.00 | -1.24% | -0.18% | 33.33% | 57.14% | 42.86% |
| fib_retest_long | baseline | 6.00 | SOL-USD | 5.00 | 0.30% | 0.06% | 33.33% | 40.00% | 80.00% |
| fib_retest_long | baseline | 10.00 | BTC-USD | 10.00 | -0.53% | -0.05% | 33.33% | 60.00% | 70.00% |
| fib_retest_long | baseline | 10.00 | ETH-USD | 7.00 | -1.80% | -0.26% | 33.33% | 57.14% | 42.86% |
| fib_retest_long | baseline | 10.00 | SOL-USD | 5.00 | -0.10% | -0.02% | 33.33% | 40.00% | 80.00% |
| fib_retest_long | baseline | 15.00 | BTC-USD | 10.00 | -1.53% | -0.15% | 33.33% | 60.00% | 70.00% |
| fib_retest_long | baseline | 15.00 | ETH-USD | 7.00 | -2.50% | -0.36% | 33.33% | 57.14% | 42.86% |
| fib_retest_long | baseline | 15.00 | SOL-USD | 5.00 | -0.60% | -0.12% | 33.33% | 40.00% | 80.00% |
| fib_retest_long | no_high_vol_extreme | 6.00 | BTC-USD | 8.00 | -0.36% | -0.04% | 26.67% | 50.00% | 75.00% |
| fib_retest_long | no_high_vol_extreme | 6.00 | ETH-USD | 5.00 | -1.66% | -0.33% | 23.81% | 80.00% | 20.00% |
| fib_retest_long | no_high_vol_extreme | 6.00 | SOL-USD | 3.00 | -1.94% | -0.65% | 20.00% | 33.33% | 66.67% |
| fib_retest_long | no_high_vol_extreme | 10.00 | BTC-USD | 8.00 | -1.00% | -0.12% | 26.67% | 50.00% | 75.00% |
| fib_retest_long | no_high_vol_extreme | 10.00 | ETH-USD | 5.00 | -2.06% | -0.41% | 23.81% | 80.00% | 20.00% |
| fib_retest_long | no_high_vol_extreme | 10.00 | SOL-USD | 3.00 | -2.18% | -0.73% | 20.00% | 33.33% | 66.67% |
| fib_retest_long | no_high_vol_extreme | 15.00 | BTC-USD | 8.00 | -1.80% | -0.22% | 26.67% | 50.00% | 75.00% |
| fib_retest_long | no_high_vol_extreme | 15.00 | ETH-USD | 5.00 | -2.56% | -0.51% | 23.81% | 80.00% | 20.00% |
| fib_retest_long | no_high_vol_extreme | 15.00 | SOL-USD | 3.00 | -2.48% | -0.83% | 20.00% | 33.33% | 66.67% |
| fib_retest_long | rv_midband_q20_80 | 6.00 | BTC-USD | 8.00 | -0.36% | -0.04% | 26.67% | 50.00% | 75.00% |
| fib_retest_long | rv_midband_q20_80 | 6.00 | ETH-USD | 4.00 | -1.37% | -0.34% | 19.05% | 75.00% | 25.00% |
| fib_retest_long | rv_midband_q20_80 | 6.00 | SOL-USD | 3.00 | -1.94% | -0.65% | 20.00% | 33.33% | 66.67% |
| fib_retest_long | rv_midband_q20_80 | 10.00 | BTC-USD | 8.00 | -1.00% | -0.12% | 26.67% | 50.00% | 75.00% |
| fib_retest_long | rv_midband_q20_80 | 10.00 | ETH-USD | 4.00 | -1.69% | -0.42% | 19.05% | 75.00% | 25.00% |
| fib_retest_long | rv_midband_q20_80 | 10.00 | SOL-USD | 3.00 | -2.18% | -0.73% | 20.00% | 33.33% | 66.67% |
| fib_retest_long | rv_midband_q20_80 | 15.00 | BTC-USD | 8.00 | -1.80% | -0.22% | 26.67% | 50.00% | 75.00% |
| fib_retest_long | rv_midband_q20_80 | 15.00 | ETH-USD | 4.00 | -2.09% | -0.52% | 19.05% | 75.00% | 25.00% |
| fib_retest_long | rv_midband_q20_80 | 15.00 | SOL-USD | 3.00 | -2.48% | -0.83% | 20.00% | 33.33% | 66.67% |
| setup | variant | cost_bps_per_side | bucket | bucket_return | positive_bucket |
|---|---|---|---|---|---|
| breakout_short | baseline | 6.00 | bucket_1 | -0.24% | 0.00 |
| breakout_short | baseline | 6.00 | bucket_2 | -0.03% | 0.00 |
| breakout_short | baseline | 6.00 | bucket_3 | -0.43% | 0.00 |
| breakout_short | baseline | 10.00 | bucket_1 | -0.32% | 0.00 |
| breakout_short | baseline | 10.00 | bucket_2 | -0.11% | 0.00 |
| breakout_short | baseline | 10.00 | bucket_3 | -0.51% | 0.00 |
| breakout_short | baseline | 15.00 | bucket_1 | -0.42% | 0.00 |
| breakout_short | baseline | 15.00 | bucket_2 | -0.21% | 0.00 |
| breakout_short | baseline | 15.00 | bucket_3 | -0.61% | 0.00 |
| breakout_short | no_high_vol_extreme | 6.00 | bucket_1 | -0.18% | 0.00 |
| breakout_short | no_high_vol_extreme | 6.00 | bucket_2 | -0.24% | 0.00 |
| breakout_short | no_high_vol_extreme | 6.00 | bucket_3 | -0.25% | 0.00 |
| breakout_short | no_high_vol_extreme | 10.00 | bucket_1 | -0.26% | 0.00 |
| breakout_short | no_high_vol_extreme | 10.00 | bucket_2 | -0.32% | 0.00 |
| breakout_short | no_high_vol_extreme | 10.00 | bucket_3 | -0.33% | 0.00 |
| breakout_short | no_high_vol_extreme | 15.00 | bucket_1 | -0.36% | 0.00 |
| breakout_short | no_high_vol_extreme | 15.00 | bucket_2 | -0.42% | 0.00 |
| breakout_short | no_high_vol_extreme | 15.00 | bucket_3 | -0.43% | 0.00 |
| breakout_short | rv_midband_q20_80 | 6.00 | bucket_1 | -0.20% | 0.00 |
| breakout_short | rv_midband_q20_80 | 6.00 | bucket_2 | -0.49% | 0.00 |
| breakout_short | rv_midband_q20_80 | 6.00 | bucket_3 | -0.23% | 0.00 |
| breakout_short | rv_midband_q20_80 | 10.00 | bucket_1 | -0.28% | 0.00 |
| breakout_short | rv_midband_q20_80 | 10.00 | bucket_2 | -0.57% | 0.00 |
| breakout_short | rv_midband_q20_80 | 10.00 | bucket_3 | -0.31% | 0.00 |
| breakout_short | rv_midband_q20_80 | 15.00 | bucket_1 | -0.38% | 0.00 |
| breakout_short | rv_midband_q20_80 | 15.00 | bucket_2 | -0.67% | 0.00 |
| breakout_short | rv_midband_q20_80 | 15.00 | bucket_3 | -0.41% | 0.00 |
| ema_psar_long | baseline | 6.00 | bucket_1 | -0.48% | 0.00 |
| ema_psar_long | baseline | 6.00 | bucket_2 | 0.01% | 1.00 |
| ema_psar_long | baseline | 6.00 | bucket_3 | 0.01% | 1.00 |
| ema_psar_long | baseline | 10.00 | bucket_1 | -0.56% | 0.00 |
| ema_psar_long | baseline | 10.00 | bucket_2 | -0.07% | 0.00 |
| ema_psar_long | baseline | 10.00 | bucket_3 | -0.07% | 0.00 |
| ema_psar_long | baseline | 15.00 | bucket_1 | -0.66% | 0.00 |
| ema_psar_long | baseline | 15.00 | bucket_2 | -0.17% | 0.00 |
| ema_psar_long | baseline | 15.00 | bucket_3 | -0.17% | 0.00 |
| ema_psar_long | no_high_vol_extreme | 6.00 | bucket_1 | 0.04% | 1.00 |
| ema_psar_long | no_high_vol_extreme | 6.00 | bucket_2 | 0.01% | 1.00 |
| ema_psar_long | no_high_vol_extreme | 6.00 | bucket_3 | -0.09% | 0.00 |
| ema_psar_long | no_high_vol_extreme | 10.00 | bucket_1 | -0.04% | 0.00 |
| ema_psar_long | no_high_vol_extreme | 10.00 | bucket_2 | -0.07% | 0.00 |
| ema_psar_long | no_high_vol_extreme | 10.00 | bucket_3 | -0.17% | 0.00 |
| ema_psar_long | no_high_vol_extreme | 15.00 | bucket_1 | -0.14% | 0.00 |
| ema_psar_long | no_high_vol_extreme | 15.00 | bucket_2 | -0.17% | 0.00 |
| ema_psar_long | no_high_vol_extreme | 15.00 | bucket_3 | -0.27% | 0.00 |
| ema_psar_long | rv_midband_q20_80 | 6.00 | bucket_1 | 0.04% | 1.00 |
| ema_psar_long | rv_midband_q20_80 | 6.00 | bucket_2 | -0.00% | 0.00 |
| ema_psar_long | rv_midband_q20_80 | 6.00 | bucket_3 | 0.27% | 1.00 |
| ema_psar_long | rv_midband_q20_80 | 10.00 | bucket_1 | -0.04% | 0.00 |
| ema_psar_long | rv_midband_q20_80 | 10.00 | bucket_2 | -0.08% | 0.00 |
| ema_psar_long | rv_midband_q20_80 | 10.00 | bucket_3 | 0.19% | 1.00 |
| ema_psar_long | rv_midband_q20_80 | 15.00 | bucket_1 | -0.14% | 0.00 |
| ema_psar_long | rv_midband_q20_80 | 15.00 | bucket_2 | -0.18% | 0.00 |
| ema_psar_long | rv_midband_q20_80 | 15.00 | bucket_3 | 0.09% | 1.00 |
| fib_retest_long | baseline | 6.00 | bucket_1 | -0.19% | 0.00 |
| fib_retest_long | baseline | 6.00 | bucket_2 | 0.05% | 1.00 |
| fib_retest_long | baseline | 6.00 | bucket_3 | 0.07% | 1.00 |
| fib_retest_long | baseline | 10.00 | bucket_1 | -0.27% | 0.00 |
| fib_retest_long | baseline | 10.00 | bucket_2 | -0.03% | 0.00 |
| fib_retest_long | baseline | 10.00 | bucket_3 | -0.01% | 0.00 |
| fib_retest_long | baseline | 15.00 | bucket_1 | -0.37% | 0.00 |
| fib_retest_long | baseline | 15.00 | bucket_2 | -0.13% | 0.00 |
| fib_retest_long | baseline | 15.00 | bucket_3 | -0.11% | 0.00 |
| fib_retest_long | no_high_vol_extreme | 6.00 | bucket_1 | -0.02% | 0.00 |
| fib_retest_long | no_high_vol_extreme | 6.00 | bucket_2 | -0.60% | 0.00 |
| fib_retest_long | no_high_vol_extreme | 6.00 | bucket_3 | -0.18% | 0.00 |
| fib_retest_long | no_high_vol_extreme | 10.00 | bucket_1 | -0.10% | 0.00 |
| fib_retest_long | no_high_vol_extreme | 10.00 | bucket_2 | -0.68% | 0.00 |
| fib_retest_long | no_high_vol_extreme | 10.00 | bucket_3 | -0.26% | 0.00 |
| fib_retest_long | no_high_vol_extreme | 15.00 | bucket_1 | -0.20% | 0.00 |
| fib_retest_long | no_high_vol_extreme | 15.00 | bucket_2 | -0.78% | 0.00 |
| fib_retest_long | no_high_vol_extreme | 15.00 | bucket_3 | -0.36% | 0.00 |
| fib_retest_long | rv_midband_q20_80 | 6.00 | bucket_1 | 0.04% | 1.00 |
| fib_retest_long | rv_midband_q20_80 | 6.00 | bucket_2 | -0.60% | 0.00 |
| fib_retest_long | rv_midband_q20_80 | 6.00 | bucket_3 | -0.18% | 0.00 |
| fib_retest_long | rv_midband_q20_80 | 10.00 | bucket_1 | -0.04% | 0.00 |
| fib_retest_long | rv_midband_q20_80 | 10.00 | bucket_2 | -0.68% | 0.00 |
| fib_retest_long | rv_midband_q20_80 | 10.00 | bucket_3 | -0.26% | 0.00 |
| fib_retest_long | rv_midband_q20_80 | 15.00 | bucket_1 | -0.14% | 0.00 |
| fib_retest_long | rv_midband_q20_80 | 15.00 | bucket_2 | -0.78% | 0.00 |
| fib_retest_long | rv_midband_q20_80 | 15.00 | bucket_3 | -0.36% | 0.00 |