Rank 75 · GCR extreme-sentiment exhaustion veto（minimal clean replication）

这轮只回答一个问题

当 EMA = waiting_not_due 时，把 不要追最后一脚 的 GCR exhaustion veto 接到 ema_psar_long / fib_retest_long / breakout_short 三条 archetype 上，能不能在不过度砍单的前提下，减少假突破、早死和入场后立刻反抽？

只做 clean replication，不扩成新的 reversal / divergence 大研究

冻结规则

• 三条 archetype：ema_psar_long、fib_retest_long、breakout_short。
• 五臂对照：baseline、extreme_only、extreme_plus_volume、extreme_plus_volume_plus_bb、full_gcr_with_divergence。
• extreme_only：只用 RSI/Stoch 极端，不让极端尾段继续开仓。
• extreme_plus_volume：极端 + RVOL > 2.0。
• extreme_plus_volume_plus_bb：再加 BB edge。
• full_gcr_with_divergence：再加 exhaustion volume > 2.5x MA20 或 divergence proxy。
• 由于本轮严格复用现有 15m cache，尚未追补 5m veto 层；因此这里是 同频 15m exhaustion proxy，只回答这条线值不值得继续，不能把结果伪装成完整 5m execution-layer 结论。

hard verdict

hard verdict：Rank 75 / GCR extreme-sentiment exhaustion veto 在当前最小 clean replication 下仍更像 `park / evidence pool`；改善若有，也主要来自局部 setup 或砍单，不够诚实。

• `breakout_short / full_gcr_with_divergence @ 6bps`：return≈-2.88%、retention≈62.02%、false_break≈56.12%、early_fail≈56.12%、mae4≈0.68%；对照 baseline≈-2.58%/44.57%/44.57%/0.68%。
• `ema_psar_long / full_gcr_with_divergence @ 6bps`：return≈-1.36%、retention≈72.07%、false_break≈33.53%、early_fail≈33.53%、mae4≈0.61%；对照 baseline≈-5.41%/32.75%/32.75%/0.71%。
• `fib_retest_long / full_gcr_with_divergence @ 6bps`：return≈0.35%、retention≈90.91%、false_break≈41.31%、early_fail≈51.08%、mae4≈0.55%；对照 baseline≈0.88%/36.36%/45.45%/0.54%。

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	mean_mae_4bars
breakout_short	baseline	6	-2.58%	0.00%	20.3	100.00%	-0.15%	38.32%	44.57%	44.57%	-0.08%	-0.08%	0.68%
breakout_short	extreme_only	6	-0.54%	66.67%	1.3	6.67%	-0.56%	50.00%	50.00%	50.00%	0.06%	-0.53%	0.69%
breakout_short	extreme_plus_volume	6	-0.75%	33.33%	8.3	40.29%	-0.11%	40.00%	53.33%	53.33%	-0.12%	-0.13%	0.75%
breakout_short	extreme_plus_volume_plus_bb	6	-0.75%	33.33%	8.3	40.29%	-0.11%	40.00%	53.33%	53.33%	-0.12%	-0.13%	0.75%
breakout_short	full_gcr_with_divergence	6	-2.88%	0.00%	13.0	62.02%	-0.21%	34.94%	56.12%	56.12%	-0.14%	-0.17%	0.68%
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%	0.71%
ema_psar_long	extreme_only	6	0.23%	33.33%	8.0	23.08%	0.05%	37.30%	33.60%	33.60%	0.12%	0.23%	0.57%
ema_psar_long	extreme_plus_volume	6	-1.79%	33.33%	20.7	59.66%	-0.08%	45.00%	33.48%	33.48%	-0.02%	0.08%	0.61%
ema_psar_long	extreme_plus_volume_plus_bb	6	-2.34%	33.33%	21.7	62.55%	-0.11%	42.91%	33.58%	33.58%	-0.04%	0.06%	0.61%
ema_psar_long	full_gcr_with_divergence	6	-1.36%	33.33%	25.0	72.07%	-0.07%	45.08%	33.53%	33.53%	-0.06%	0.09%	0.61%
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%	0.54%
fib_retest_long	extreme_only	6	1.43%	66.67%	4.3	39.39%	0.37%	63.33%	28.33%	51.67%	0.09%	0.57%	0.64%
fib_retest_long	extreme_plus_volume	6	0.71%	33.33%	9.0	81.82%	0.10%	45.28%	40.56%	50.93%	0.07%	0.34%	0.55%
fib_retest_long	extreme_plus_volume_plus_bb	6	0.38%	33.33%	9.3	84.85%	0.04%	42.96%	43.33%	53.70%	0.04%	0.28%	0.56%
fib_retest_long	full_gcr_with_divergence	6	0.35%	33.33%	10.0	90.91%	0.03%	42.93%	41.31%	51.08%	0.05%	0.22%	0.55%

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	mae_4bars
BTC-USD	breakout_short	baseline	6	23	23	100.00%	-1.76%	-0.07%	30.43%	52.17%	52.17%	0.06%	0.06%	0.47%
ETH-USD	breakout_short	baseline	6	14	14	100.00%	-3.95%	-0.29%	42.86%	35.71%	35.71%	-0.26%	-0.25%	0.79%
SOL-USD	breakout_short	baseline	6	24	24	100.00%	-2.04%	-0.08%	41.67%	45.83%	45.83%	-0.04%	-0.05%	0.77%
BTC-USD	breakout_short	extreme_only	6	2	2	8.70%	0.12%	0.06%	50.00%	50.00%	50.00%	0.45%	0.34%	0.39%
ETH-USD	breakout_short	extreme_only	6	1	1	7.14%	0.03%	0.03%	100.00%	0.00%	0.00%	0.19%	0.07%	0.11%
SOL-USD	breakout_short	extreme_only	6	1	1	4.17%	-1.79%	-1.79%	0.00%	100.00%	100.00%	-0.45%	-2.01%	1.55%
BTC-USD	breakout_short	extreme_plus_volume	6	10	10	43.48%	1.33%	0.14%	40.00%	50.00%	50.00%	0.18%	0.11%	0.47%
ETH-USD	breakout_short	extreme_plus_volume	6	5	5	35.71%	-1.07%	-0.21%	40.00%	40.00%	40.00%	-0.29%	-0.26%	0.84%
SOL-USD	breakout_short	extreme_plus_volume	6	10	10	41.67%	-2.52%	-0.25%	40.00%	70.00%	70.00%	-0.24%	-0.23%	0.94%
BTC-USD	breakout_short	extreme_plus_volume_plus_bb	6	10	10	43.48%	1.33%	0.14%	40.00%	50.00%	50.00%	0.18%	0.11%	0.47%
ETH-USD	breakout_short	extreme_plus_volume_plus_bb	6	5	5	35.71%	-1.07%	-0.21%	40.00%	40.00%	40.00%	-0.29%	-0.26%	0.84%
SOL-USD	breakout_short	extreme_plus_volume_plus_bb	6	10	10	41.67%	-2.52%	-0.25%	40.00%	70.00%	70.00%	-0.24%	-0.23%	0.94%
BTC-USD	breakout_short	full_gcr_with_divergence	6	15	15	65.22%	-2.48%	-0.16%	26.67%	66.67%	66.67%	-0.03%	-0.14%	0.52%
ETH-USD	breakout_short	full_gcr_with_divergence	6	7	7	50.00%	-1.35%	-0.19%	42.86%	42.86%	42.86%	-0.17%	-0.16%	0.66%
SOL-USD	breakout_short	full_gcr_with_divergence	6	17	17	70.83%	-4.82%	-0.29%	35.29%	58.82%	58.82%	-0.21%	-0.21%	0.85%
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%	0.58%
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%	0.79%
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%	0.75%
BTC-USD	ema_psar_long	extreme_only	6	8	8	23.53%	-2.54%	-0.31%	50.00%	50.00%	50.00%	-0.35%	-0.12%	0.84%
ETH-USD	ema_psar_long	extreme_only	6	9	9	25.71%	-0.19%	-0.02%	33.33%	22.22%	22.22%	-0.00%	0.19%	0.39%
SOL-USD	ema_psar_long	extreme_only	6	7	7	20.00%	3.42%	0.50%	28.57%	28.57%	28.57%	0.72%	0.63%	0.47%
BTC-USD	ema_psar_long	extreme_plus_volume	6	22	22	64.71%	-4.14%	-0.19%	50.00%	45.45%	45.45%	-0.18%	0.02%	0.67%
ETH-USD	ema_psar_long	extreme_plus_volume	6	20	20	57.14%	-4.95%	-0.24%	40.00%	30.00%	30.00%	-0.10%	-0.02%	0.63%
SOL-USD	ema_psar_long	extreme_plus_volume	6	20	20	57.14%	3.73%	0.19%	45.00%	25.00%	25.00%	0.21%	0.23%	0.55%
BTC-USD	ema_psar_long	extreme_plus_volume_plus_bb	6	23	23	67.65%	-4.32%	-0.19%	47.83%	43.48%	43.48%	-0.17%	0.02%	0.65%
ETH-USD	ema_psar_long	extreme_plus_volume_plus_bb	6	20	20	57.14%	-4.95%	-0.24%	40.00%	30.00%	30.00%	-0.10%	-0.02%	0.63%
SOL-USD	ema_psar_long	extreme_plus_volume_plus_bb	6	22	22	62.86%	2.25%	0.11%	40.91%	27.27%	27.27%	0.16%	0.17%	0.54%
BTC-USD	ema_psar_long	full_gcr_with_divergence	6	23	23	67.65%	-4.32%	-0.19%	47.83%	43.48%	43.48%	-0.17%	0.02%	0.65%
ETH-USD	ema_psar_long	full_gcr_with_divergence	6	23	23	65.71%	-5.51%	-0.24%	39.13%	26.09%	26.09%	-0.09%	-0.05%	0.59%
SOL-USD	ema_psar_long	full_gcr_with_divergence	6	29	29	82.86%	5.75%	0.20%	48.28%	31.03%	31.03%	0.08%	0.29%	0.60%
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%	0.46%
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%	0.74%
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%	0.43%
BTC-USD	fib_retest_long	extreme_only	6	4	4	36.36%	1.44%	0.36%	75.00%	0.00%	50.00%	0.26%	0.84%	0.53%
ETH-USD	fib_retest_long	extreme_only	6	5	5	45.45%	-0.64%	-0.13%	40.00%	60.00%	80.00%	-0.26%	0.12%	0.89%
SOL-USD	fib_retest_long	extreme_only	6	4	4	36.36%	3.48%	0.87%	75.00%	25.00%	25.00%	0.28%	0.74%	0.49%
BTC-USD	fib_retest_long	extreme_plus_volume	6	10	10	90.91%	-0.26%	-0.02%	40.00%	30.00%	50.00%	0.07%	0.33%	0.47%
ETH-USD	fib_retest_long	extreme_plus_volume	6	9	9	81.82%	-2.06%	-0.23%	33.33%	66.67%	77.78%	-0.16%	0.12%	0.75%
SOL-USD	fib_retest_long	extreme_plus_volume	6	8	8	72.73%	4.46%	0.55%	62.50%	25.00%	25.00%	0.31%	0.57%	0.43%
BTC-USD	fib_retest_long	extreme_plus_volume_plus_bb	6	10	10	90.91%	-0.26%	-0.02%	40.00%	30.00%	50.00%	0.07%	0.33%	0.47%
ETH-USD	fib_retest_long	extreme_plus_volume_plus_bb	6	9	9	81.82%	-2.06%	-0.23%	33.33%	66.67%	77.78%	-0.16%	0.12%	0.75%
SOL-USD	fib_retest_long	extreme_plus_volume_plus_bb	6	9	9	81.82%	3.45%	0.38%	55.56%	33.33%	33.33%	0.21%	0.41%	0.45%
BTC-USD	fib_retest_long	full_gcr_with_divergence	6	11	11	100.00%	-0.06%	-0.00%	45.45%	27.27%	45.45%	0.07%	0.34%	0.46%
ETH-USD	fib_retest_long	full_gcr_with_divergence	6	9	9	81.82%	-2.06%	-0.23%	33.33%	66.67%	77.78%	-0.16%	0.12%	0.75%
SOL-USD	fib_retest_long	full_gcr_with_divergence	6	10	10	90.91%	3.19%	0.32%	50.00%	30.00%	30.00%	0.25%	0.22%	0.44%

time-pocket honesty（主读法 = full_gcr_with_divergence）

setup	variant	bucket	mean_total_return	positive_asset_ratio	mean_trades	mean_false_break_ratio
breakout_short	full_gcr_with_divergence	bucket_1	0.42%	33.33%	13.0	46.15%
breakout_short	full_gcr_with_divergence	bucket_2	-2.66%	66.67%	13.0	61.54%
breakout_short	full_gcr_with_divergence	bucket_3	-9.08%	0.00%	13.0	69.23%
ema_psar_long	full_gcr_with_divergence	bucket_1	-3.22%	66.67%	25.0	20.00%
ema_psar_long	full_gcr_with_divergence	bucket_2	-4.19%	33.33%	25.0	52.00%
ema_psar_long	full_gcr_with_divergence	bucket_3	-1.50%	33.33%	25.0	28.00%
fib_retest_long	full_gcr_with_divergence	bucket_1	1.63%	33.33%	10.0	30.00%
fib_retest_long	full_gcr_with_divergence	bucket_2	-1.03%	33.33%	10.0	40.00%
fib_retest_long	full_gcr_with_divergence	bucket_3	-2.04%	0.00%	10.0	50.00%