Rank 74 · ADX+ER price-only trend-readiness gate（minimal clean replication）

这轮只回答一个问题

当 EMA = waiting_not_due 时，把 ADX14 >= 20、ER20 >= 0.20、以及可选 DI 方向一致这层 shared price-only gate 接到三条现成 archetype 上，能不能在不过度砍单的前提下，改善成本后生存率、false-break 与早死率？

只做 clean replication，不扩成新的 ADX/ER 大研究

冻结规则

• 三条 archetype：ema_psar_long、fib_retest_long、breakout_short。
• 五臂对照：baseline、adx_only、er_only、adx_plus_er、adx_plus_er_plus_di。
• ADX 用 Wilder 14；ER20 = abs(close-close[20]) / rolling_sum(abs(diff(close)),20)。
• DI 只做方向一致性过滤，不替代主 trigger 的方向角色。

hard verdict

hard verdict：Rank 74 / ADX+ER price-only trend-readiness gate 在当前最小 clean replication 下仍更像 `park / evidence pool`；改善若有，也主要来自砍单或只在局部 archetype 勉强成立。

• `breakout_short / adx_plus_er_plus_di @ 6bps`：return≈-0.48%、retention≈41.22%、false_break≈41.11%、early_fail≈41.11%；对照 baseline≈-2.58%/44.57%/44.57%。
• `ema_psar_long / adx_plus_er_plus_di @ 6bps`：return≈-5.90%、retention≈32.72%、false_break≈29.29%、early_fail≈29.29%；对照 baseline≈-5.41%/32.75%/32.75%。
• `fib_retest_long / adx_plus_er_plus_di @ 6bps`：return≈0.12%、retention≈6.06%、false_break≈0.00%、early_fail≈0.00%；对照 baseline≈0.88%/36.36%/45.45%。

overall summary（6bps）

setup	variant	cost_bps_per_side	mean_total_return	positive_asset_ratio	mean_trades	mean_trade_count_retention	mean_avg_net_ret	mean_win_rate	mean_false_break_ratio	mean_early_fail_4bars_rate	mean_forward_4bars	mean_forward_8bars
breakout_short	adx_only	6	-1.29%	33.33%	11.0	55.43%	-0.12%	33.70%	45.61%	45.61%	-0.13%	-0.14%
breakout_short	adx_plus_er	6	-0.48%	33.33%	8.3	41.22%	-0.10%	31.85%	41.11%	41.11%	-0.09%	-0.09%
breakout_short	adx_plus_er_plus_di	6	-0.48%	33.33%	8.3	41.22%	-0.10%	31.85%	41.11%	41.11%	-0.09%	-0.09%
breakout_short	baseline	6	-2.58%	0.00%	20.3	100.00%	-0.15%	38.32%	44.57%	44.57%	-0.08%	-0.08%
breakout_short	er_only	6	-1.53%	0.00%	15.0	73.45%	-0.14%	34.62%	44.31%	44.31%	-0.06%	-0.03%
ema_psar_long	adx_only	6	-8.02%	0.00%	19.0	54.87%	-0.39%	39.29%	30.56%	30.56%	-0.18%	-0.22%
ema_psar_long	adx_plus_er	6	-5.89%	0.00%	12.0	34.62%	-0.48%	38.89%	26.11%	26.11%	-0.22%	-0.32%
ema_psar_long	adx_plus_er_plus_di	6	-5.90%	0.00%	11.3	32.72%	-0.54%	37.30%	29.29%	29.29%	-0.25%	-0.33%
ema_psar_long	baseline	6	-5.41%	33.33%	34.7	100.00%	-0.16%	40.39%	32.75%	32.75%	-0.11%	0.01%
ema_psar_long	er_only	6	-5.21%	33.33%	20.0	57.70%	-0.26%	41.75%	25.51%	25.51%	-0.09%	-0.08%
fib_retest_long	adx_only	6	0.66%	66.67%	4.3	39.39%	0.25%	58.33%	36.11%	50.00%	0.13%	0.56%
fib_retest_long	adx_plus_er	6	0.32%	66.67%	1.0	9.09%	0.39%	75.00%	0.00%	50.00%	0.27%	0.94%
fib_retest_long	adx_plus_er_plus_di	6	0.12%	33.33%	0.7	6.06%	0.18%	50.00%	0.00%	0.00%	-0.03%	-0.01%
fib_retest_long	baseline	6	0.88%	33.33%	11.0	100.00%	0.08%	45.45%	36.36%	45.45%	0.13%	0.23%
fib_retest_long	er_only	6	2.16%	100.00%	3.0	27.27%	0.86%	69.44%	0.00%	11.11%	0.65%	0.90%

asset-level（6bps）

asset	setup	variant	cost_bps_per_side	signal_events	trades	trade_count_retention	total_return	avg_net_ret	win_rate	false_break_ratio	early_fail_4bars_rate	forward_4bars	forward_8bars	median_adx14	median_er20
BTC-USD	breakout_short	adx_only	6	11	11	47.83%	0.38%	0.04%	18.18%	72.73%	72.73%	0.07%	0.01%	25.26	0.36
ETH-USD	breakout_short	adx_only	6	9	9	64.29%	-2.76%	-0.31%	44.44%	33.33%	33.33%	-0.42%	-0.34%	34.72	0.48
SOL-USD	breakout_short	adx_only	6	13	13	54.17%	-1.50%	-0.11%	38.46%	30.77%	30.77%	-0.04%	-0.08%	32.35	0.39
BTC-USD	breakout_short	adx_plus_er	6	9	9	39.13%	1.50%	0.17%	22.22%	66.67%	66.67%	0.11%	0.13%	25.26	0.42
ETH-USD	breakout_short	adx_plus_er	6	6	6	42.86%	-2.79%	-0.47%	33.33%	16.67%	16.67%	-0.29%	-0.28%	36.21	0.62
SOL-USD	breakout_short	adx_plus_er	6	10	10	41.67%	-0.16%	-0.01%	40.00%	40.00%	40.00%	-0.07%	-0.12%	35.77	0.42
BTC-USD	breakout_short	adx_plus_er_plus_di	6	9	9	39.13%	1.50%	0.17%	22.22%	66.67%	66.67%	0.11%	0.13%	25.26	0.42
ETH-USD	breakout_short	adx_plus_er_plus_di	6	6	6	42.86%	-2.79%	-0.47%	33.33%	16.67%	16.67%	-0.29%	-0.28%	36.21	0.62
SOL-USD	breakout_short	adx_plus_er_plus_di	6	10	10	41.67%	-0.16%	-0.01%	40.00%	40.00%	40.00%	-0.07%	-0.12%	35.77	0.42
BTC-USD	breakout_short	baseline	6	23	23	100.00%	-1.76%	-0.07%	30.43%	52.17%	52.17%	0.06%	0.06%	19.84	0.31
ETH-USD	breakout_short	baseline	6	14	14	100.00%	-3.95%	-0.29%	42.86%	35.71%	35.71%	-0.26%	-0.25%	21.66	0.30
SOL-USD	breakout_short	baseline	6	24	24	100.00%	-2.04%	-0.08%	41.67%	45.83%	45.83%	-0.04%	-0.05%	24.52	0.31
BTC-USD	breakout_short	er_only	6	17	17	73.91%	-0.46%	-0.02%	29.41%	52.94%	52.94%	0.02%	0.14%	22.24	0.35
ETH-USD	breakout_short	er_only	6	10	10	71.43%	-4.00%	-0.41%	30.00%	30.00%	30.00%	-0.18%	-0.21%	20.92	0.42
SOL-USD	breakout_short	er_only	6	18	18	75.00%	-0.14%	-0.00%	44.44%	50.00%	50.00%	-0.03%	-0.01%	25.63	0.39
BTC-USD	ema_psar_long	adx_only	6	21	21	61.76%	-6.48%	-0.31%	42.86%	33.33%	33.33%	-0.23%	-0.10%	28.09	0.25
ETH-USD	ema_psar_long	adx_only	6	24	24	68.57%	-15.23%	-0.67%	33.33%	25.00%	25.00%	-0.35%	-0.59%	24.19	0.24
SOL-USD	ema_psar_long	adx_only	6	12	12	34.29%	-2.37%	-0.17%	41.67%	33.33%	33.33%	0.05%	0.04%	27.90	0.32
BTC-USD	ema_psar_long	adx_plus_er	6	12	12	35.29%	-0.40%	-0.03%	50.00%	25.00%	25.00%	-0.05%	0.18%	32.06	0.35
ETH-USD	ema_psar_long	adx_plus_er	6	15	15	42.86%	-11.79%	-0.82%	33.33%	20.00%	20.00%	-0.40%	-0.75%	24.50	0.35
SOL-USD	ema_psar_long	adx_plus_er	6	9	9	25.71%	-5.48%	-0.59%	33.33%	33.33%	33.33%	-0.22%	-0.39%	29.12	0.40
BTC-USD	ema_psar_long	adx_plus_er_plus_di	6	12	12	35.29%	-0.40%	-0.03%	50.00%	25.00%	25.00%	-0.05%	0.18%	32.06	0.35
ETH-USD	ema_psar_long	adx_plus_er_plus_di	6	15	15	42.86%	-11.79%	-0.82%	33.33%	20.00%	20.00%	-0.40%	-0.75%	24.50	0.35
SOL-USD	ema_psar_long	adx_plus_er_plus_di	6	7	7	20.00%	-5.52%	-0.77%	28.57%	42.86%	42.86%	-0.28%	-0.43%	26.33	0.41
BTC-USD	ema_psar_long	baseline	6	34	34	100.00%	-4.30%	-0.12%	41.18%	38.24%	38.24%	-0.12%	0.10%	25.31	0.22
ETH-USD	ema_psar_long	baseline	6	35	35	100.00%	-17.38%	-0.53%	31.43%	28.57%	28.57%	-0.28%	-0.38%	21.59	0.24
SOL-USD	ema_psar_long	baseline	6	35	35	100.00%	5.45%	0.17%	48.57%	31.43%	31.43%	0.07%	0.33%	18.76	0.20
BTC-USD	ema_psar_long	er_only	6	20	20	58.82%	2.25%	0.12%	50.00%	25.00%	25.00%	0.08%	0.36%	25.31	0.31
ETH-USD	ema_psar_long	er_only	6	22	22	62.86%	-11.34%	-0.53%	36.36%	18.18%	18.18%	-0.17%	-0.40%	22.30	0.30
SOL-USD	ema_psar_long	er_only	6	18	18	51.43%	-6.53%	-0.36%	38.89%	33.33%	33.33%	-0.19%	-0.20%	21.20	0.31
BTC-USD	fib_retest_long	adx_only	6	4	4	36.36%	1.02%	0.26%	75.00%	25.00%	50.00%	0.31%	0.77%	32.59	0.13
ETH-USD	fib_retest_long	adx_only	6	6	6	54.55%	-1.02%	-0.17%	33.33%	50.00%	66.67%	-0.14%	0.16%	25.46	0.11
SOL-USD	fib_retest_long	adx_only	6	3	3	27.27%	1.99%	0.66%	66.67%	33.33%	33.33%	0.22%	0.73%	21.95	0.06
BTC-USD	fib_retest_long	adx_plus_er	6	1	1	9.09%	0.61%	0.61%	100.00%	0.00%	100.00%	0.57%	1.89%	26.82	0.24
ETH-USD	fib_retest_long	adx_plus_er	6	2	2	18.18%	0.36%	0.18%	50.00%	0.00%	0.00%	-0.03%	-0.01%	29.07	0.23
SOL-USD	fib_retest_long	adx_plus_er	6	0	0	0.00%	0.00%	-	-	-	-	-	-	-	-
BTC-USD	fib_retest_long	adx_plus_er_plus_di	6	0	0	0.00%	0.00%	-	-	-	-	-	-	-	-
ETH-USD	fib_retest_long	adx_plus_er_plus_di	6	2	2	18.18%	0.36%	0.18%	50.00%	0.00%	0.00%	-0.03%	-0.01%	29.07	0.23
SOL-USD	fib_retest_long	adx_plus_er_plus_di	6	0	0	0.00%	0.00%	-	-	-	-	-	-	-	-
BTC-USD	fib_retest_long	baseline	6	11	11	100.00%	-0.06%	-0.00%	45.45%	27.27%	45.45%	0.07%	0.34%	18.68	0.10
ETH-USD	fib_retest_long	baseline	6	11	11	100.00%	-1.65%	-0.15%	36.36%	54.55%	63.64%	0.01%	0.10%	20.10	0.09
SOL-USD	fib_retest_long	baseline	6	11	11	100.00%	4.36%	0.39%	54.55%	27.27%	27.27%	0.32%	0.24%	15.99	0.09
BTC-USD	fib_retest_long	er_only	6	3	3	27.27%	0.59%	0.20%	33.33%	0.00%	33.33%	0.47%	0.91%	16.58	0.24
ETH-USD	fib_retest_long	er_only	6	4	4	36.36%	2.17%	0.54%	75.00%	0.00%	0.00%	0.52%	0.41%	22.13	0.24
SOL-USD	fib_retest_long	er_only	6	2	2	18.18%	3.71%	1.84%	100.00%	0.00%	0.00%	0.97%	1.37%	17.57	0.28

time-pocket honesty（主读法 = adx_plus_er_plus_di）

setup	variant	bucket	mean_total_return	positive_asset_ratio	mean_trades	mean_false_break_ratio
breakout_short	adx_plus_er_plus_di	bucket_1	0.51%	33.33%	8.3	36.00%
breakout_short	adx_plus_er_plus_di	bucket_2	-1.45%	33.33%	8.3	56.00%
breakout_short	adx_plus_er_plus_di	bucket_3	-2.33%	0.00%	8.3	40.00%
ema_psar_long	adx_plus_er_plus_di	bucket_1	-15.59%	0.00%	11.3	35.29%
ema_psar_long	adx_plus_er_plus_di	bucket_2	2.14%	66.67%	11.3	23.53%
ema_psar_long	adx_plus_er_plus_di	bucket_3	-5.85%	0.00%	11.3	20.59%
fib_retest_long	adx_plus_er_plus_di	bucket_1	-0.77%	0.00%	2.0	0.00%
fib_retest_long	adx_plus_er_plus_di	bucket_2	0.18%	100.00%	2.0	0.00%
fib_retest_long	adx_plus_er_plus_di	bucket_3	1.16%	100.00%	2.0	0.00%