Rank 76 · intraday clock polarity clean replication

生成时间：2026-03-19 02:58 UTC｜固定 BTC/ETH/SOL 120d 15m cache；统一冻结为 signal 当根及之前数据 + next-bar open + no-overlap + hold 8 bars。

这轮只回答一个问题

当 EMA = waiting_not_due 时，把按小时计算的 continuation / reversal / neutral 极性 gate 接到 ema_psar_long / fib_retest_long / breakout_short 三条 archetype 上，再叠一层最小 FOMC ±2h blackout，能不能在不过度砍单的前提下改善成本后表现与早死率？

只做 minimal clean replication，不扩成全天事件宏观研究

冻结规则

三条 archetype：ema_psar_long、fib_retest_long、breakout_short。
三臂对照：baseline、polarity_only、polarity_plus_blackout。
小时极性：对每个 UTC 小时单独，用过往同小时的 hour_ret × next_hour_ret 做滚动统计；t-stat ≥ 1.96 且均值>0 记为 continuation，t-stat ≤ -1.96 且均值<0 记为 reversal，否则 neutral。
映射规则：ema_psar_long 与 breakout_short 只在 continuation 小时放行；fib_retest_long 只在 reversal 小时放行。
blackout 只做 veto，不自创方向：当前最小窗口固定为 FOMC 公告前后 ±2 小时。

hard verdict

hard verdict：Rank 76 / intraday clock polarity + event blackout gate 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 archetype 或大幅砍单，不够诚实。

`breakout_short / polarity_plus_blackout @ 6bps`：return≈-0.06%、retention≈4.17%、false_break≈66.67%、early_fail≈66.67%；对照 baseline≈-2.58%/44.57%/44.57%。
`ema_psar_long / polarity_plus_blackout @ 6bps`：return≈0.00%、retention≈0.00%、false_break≈-、early_fail≈-；对照 baseline≈-5.34%/32.75%/32.75%。
`fib_retest_long / polarity_plus_blackout @ 6bps`：return≈0.00%、retention≈0.00%、false_break≈-、early_fail≈-；对照 baseline≈0.88%/36.36%/45.45%。

小时极性摘要

asset	hour_of_day	polarity_mean	polarity_tstat	polarity_obs	continuation_share	reversal_share	neutral_share
BTC-USD	0	-0.0000	-0.98	30	0.00%	0.00%	100.00%
BTC-USD	1	0.0000	0.03	30	5.49%	0.00%	94.51%
BTC-USD	2	-0.0000	-1.95	30	0.00%	6.59%	93.41%
BTC-USD	3	-0.0000	-0.33	30	10.99%	0.00%	89.01%
BTC-USD	4	-0.0000	-2.20	30	0.00%	3.30%	96.70%
BTC-USD	5	-0.0000	-1.86	30	0.00%	1.10%	98.90%
BTC-USD	6	-0.0000	-0.21	30	0.00%	0.00%	100.00%
BTC-USD	7	-0.0000	-0.23	30	0.00%	0.00%	100.00%
BTC-USD	8	0.0000	0.57	30	3.30%	2.20%	94.51%
BTC-USD	9	0.0000	1.60	30	0.00%	0.00%	100.00%
BTC-USD	10	-0.0000	-0.85	30	0.00%	3.26%	96.74%
BTC-USD	11	0.0000	0.62	30	4.35%	6.52%	89.13%
BTC-USD	12	-0.0000	-0.81	30	1.09%	0.00%	98.91%
BTC-USD	13	0.0000	0.38	30	0.00%	0.00%	100.00%
BTC-USD	14	-0.0000	-1.41	30	0.00%	0.00%	100.00%
BTC-USD	15	0.0000	1.03	30	0.00%	0.00%	100.00%
BTC-USD	16	-0.0000	-0.46	30	0.00%	0.00%	100.00%
BTC-USD	17	-0.0000	-2.07	30	0.00%	2.20%	97.80%
BTC-USD	18	0.0000	0.36	30	0.00%	4.40%	95.60%
BTC-USD	19	-0.0000	-0.65	30	0.00%	0.00%	100.00%
BTC-USD	20	-0.0000	-1.39	30	0.00%	1.10%	98.90%
BTC-USD	21	0.0000	0.73	30	3.30%	0.00%	96.70%
BTC-USD	22	-0.0000	-1.83	30	0.00%	1.10%	98.90%
BTC-USD	23	0.0000	0.38	30	0.00%	0.00%	100.00%
ETH-USD	0	-0.0000	-0.36	30	0.00%	0.00%	100.00%
ETH-USD	1	-0.0000	-0.05	30	13.19%	0.00%	86.81%
ETH-USD	2	-0.0000	-1.93	30	0.00%	7.69%	92.31%
ETH-USD	3	-0.0000	-0.88	30	2.20%	0.00%	97.80%
ETH-USD	4	-0.0000	-2.26	30	0.00%	32.97%	67.03%
ETH-USD	5	-0.0000	-1.61	30	0.00%	0.00%	100.00%
ETH-USD	6	-0.0000	-0.45	30	0.00%	2.20%	97.80%
ETH-USD	7	-0.0000	-0.63	30	0.00%	0.00%	100.00%
ETH-USD	8	0.0000	0.49	30	0.00%	0.00%	100.00%
ETH-USD	9	0.0000	1.86	30	12.09%	0.00%	87.91%
ETH-USD	10	-0.0000	-0.37	30	0.00%	6.52%	93.48%
ETH-USD	11	-0.0000	-0.44	30	0.00%	1.09%	98.91%
ETH-USD	12	-0.0000	-0.01	30	0.00%	0.00%	100.00%
ETH-USD	13	0.0000	0.53	30	0.00%	0.00%	100.00%
ETH-USD	14	-0.0000	-1.75	30	0.00%	0.00%	100.00%
ETH-USD	15	0.0001	1.41	30	0.00%	0.00%	100.00%
ETH-USD	16	0.0000	0.07	30	0.00%	0.00%	100.00%
ETH-USD	17	-0.0000	-1.32	30	0.00%	0.00%	100.00%
ETH-USD	18	0.0000	0.79	30	0.00%	0.00%	100.00%
ETH-USD	19	0.0000	0.09	30	0.00%	1.10%	98.90%
ETH-USD	20	0.0000	0.13	30	0.00%	10.99%	89.01%
ETH-USD	21	-0.0000	-1.10	30	0.00%	0.00%	100.00%
ETH-USD	22	-0.0000	-1.73	30	0.00%	1.10%	98.90%
ETH-USD	23	0.0000	1.13	30	0.00%	0.00%	100.00%
SOL-USD	0	0.0000	0.33	30	0.00%	0.00%	100.00%
SOL-USD	1	0.0000	0.14	30	18.68%	0.00%	81.32%
SOL-USD	2	-0.0000	-2.54	30	0.00%	8.79%	91.21%
SOL-USD	3	-0.0000	-0.63	30	1.10%	0.00%	98.90%
SOL-USD	4	-0.0000	-2.37	30	0.00%	8.79%	91.21%
SOL-USD	5	-0.0000	-2.07	30	0.00%	3.30%	96.70%
SOL-USD	6	-0.0000	-0.16	30	0.00%	0.00%	100.00%
SOL-USD	7	-0.0000	-0.88	30	0.00%	0.00%	100.00%
SOL-USD	8	0.0000	0.64	30	4.40%	3.30%	92.31%
SOL-USD	9	0.0000	1.49	30	0.00%	2.20%	97.80%
SOL-USD	10	0.0000	0.97	30	0.00%	7.61%	92.39%
SOL-USD	11	0.0000	0.08	30	0.00%	1.09%	98.91%
SOL-USD	12	-0.0000	-0.05	30	11.96%	4.35%	83.70%
SOL-USD	13	0.0000	0.38	30	0.00%	0.00%	100.00%
SOL-USD	14	-0.0000	-1.19	30	1.10%	0.00%	98.90%
SOL-USD	15	0.0001	1.66	30	0.00%	0.00%	100.00%
SOL-USD	16	-0.0000	-0.68	30	0.00%	0.00%	100.00%
SOL-USD	17	-0.0000	-0.67	30	0.00%	0.00%	100.00%
SOL-USD	18	0.0000	0.66	30	0.00%	0.00%	100.00%
SOL-USD	19	0.0000	0.13	30	0.00%	0.00%	100.00%
SOL-USD	20	-0.0000	-0.39	30	0.00%	0.00%	100.00%
SOL-USD	21	0.0000	1.36	30	0.00%	0.00%	100.00%
SOL-USD	22	-0.0000	-0.29	30	7.69%	0.00%	92.31%
SOL-USD	23	0.0000	0.98	30	2.20%	0.00%	97.80%

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_continuation_share	mean_reversal_share	mean_blackout_share
breakout_short	baseline	6	-2.58%	0.00%	20.3	100.00%	-0.15%	38.32%	44.57%	44.57%	-0.08%	-0.08%	4.17%	1.39%	0.00%
breakout_short	polarity_only	6	-0.06%	0.00%	1.0	4.17%	-0.06%	66.67%	66.67%	66.67%	0.04%	-0.03%	100.00%	0.00%	0.00%
breakout_short	polarity_plus_blackout	6	-0.06%	0.00%	1.0	4.17%	-0.06%	66.67%	66.67%	66.67%	0.04%	-0.03%	100.00%	0.00%	0.00%
ema_psar_long	baseline	6	-5.34%	33.33%	34.7	100.00%	-0.16%	40.39%	32.75%	32.75%	-0.11%	0.02%	0.00%	1.90%	0.00%
ema_psar_long	polarity_only	6	0.00%	0.00%	0.0	0.00%	-	-	-	-	-	-	-	-	-
ema_psar_long	polarity_plus_blackout	6	0.00%	0.00%	0.0	0.00%	-	-	-	-	-	-	-	-	-
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%	0.00%	0.00%	0.00%
fib_retest_long	polarity_only	6	0.00%	0.00%	0.0	0.00%	-	-	-	-	-	-	-	-	-
fib_retest_long	polarity_plus_blackout	6	0.00%	0.00%	0.0	0.00%	-	-	-	-	-	-	-	-	-

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	continuation_share	reversal_share	blackout_share
BTC-USD	breakout_short	baseline	6	23	23	100.00%	-1.76%	-0.07%	30.43%	52.17%	52.17%	0.06%	0.06%	0.00%	0.00%	0.00%
ETH-USD	breakout_short	baseline	6	14	14	100.00%	-3.95%	-0.29%	42.86%	35.71%	35.71%	-0.26%	-0.25%	0.00%	0.00%	0.00%
SOL-USD	breakout_short	baseline	6	24	24	100.00%	-2.04%	-0.08%	41.67%	45.83%	45.83%	-0.04%	-0.05%	12.50%	4.17%	0.00%
BTC-USD	breakout_short	polarity_only	6	0	0	0.00%	0.00%	-	-	-	-	-	-	-	-	-
ETH-USD	breakout_short	polarity_only	6	0	0	0.00%	0.00%	-	-	-	-	-	-	-	-	-
SOL-USD	breakout_short	polarity_only	6	3	3	12.50%	-0.19%	-0.06%	66.67%	66.67%	66.67%	0.04%	-0.03%	100.00%	0.00%	0.00%
BTC-USD	breakout_short	polarity_plus_blackout	6	0	0	0.00%	0.00%	-	-	-	-	-	-	-	-	-
ETH-USD	breakout_short	polarity_plus_blackout	6	0	0	0.00%	0.00%	-	-	-	-	-	-	-	-	-
SOL-USD	breakout_short	polarity_plus_blackout	6	3	3	12.50%	-0.19%	-0.06%	66.67%	66.67%	66.67%	0.04%	-0.03%	100.00%	0.00%	0.00%
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%	0.00%	0.00%	0.00%
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%	0.00%	2.86%	0.00%
SOL-USD	ema_psar_long	baseline	6	35	35	100.00%	5.65%	0.17%	48.57%	31.43%	31.43%	0.08%	0.33%	0.00%	2.86%	0.00%
BTC-USD	ema_psar_long	polarity_only	6	0	0	0.00%	0.00%	-	-	-	-	-	-	-	-	-
ETH-USD	ema_psar_long	polarity_only	6	0	0	0.00%	0.00%	-	-	-	-	-	-	-	-	-
SOL-USD	ema_psar_long	polarity_only	6	0	0	0.00%	0.00%	-	-	-	-	-	-	-	-	-
BTC-USD	ema_psar_long	polarity_plus_blackout	6	0	0	0.00%	0.00%	-	-	-	-	-	-	-	-	-
ETH-USD	ema_psar_long	polarity_plus_blackout	6	0	0	0.00%	0.00%	-	-	-	-	-	-	-	-	-
SOL-USD	ema_psar_long	polarity_plus_blackout	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%	0.00%	0.00%	0.00%
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%	0.00%	0.00%	0.00%
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%	0.00%	0.00%	0.00%
BTC-USD	fib_retest_long	polarity_only	6	0	0	0.00%	0.00%	-	-	-	-	-	-	-	-	-
ETH-USD	fib_retest_long	polarity_only	6	0	0	0.00%	0.00%	-	-	-	-	-	-	-	-	-
SOL-USD	fib_retest_long	polarity_only	6	0	0	0.00%	0.00%	-	-	-	-	-	-	-	-	-
BTC-USD	fib_retest_long	polarity_plus_blackout	6	0	0	0.00%	0.00%	-	-	-	-	-	-	-	-	-
ETH-USD	fib_retest_long	polarity_plus_blackout	6	0	0	0.00%	0.00%	-	-	-	-	-	-	-	-	-
SOL-USD	fib_retest_long	polarity_plus_blackout	6	0	0	0.00%	0.00%	-	-	-	-	-	-	-	-	-

Rank 76 · intraday clock polarity + event blackout gate（minimal clean replication）