这是 Rank 78 在 clean replication 之后唯一允许的 P2 最小检查：只复用已有 trades，检查 6bps/side 下的时间稳定性，并直接回答能否升到窄范围 paper pilot。
Hard verdict：promote to narrow paper pilot approved (P3, EMA-only suppression overlay)
EMA 主线在 3/3 时间分桶都相对 raw 改善且 early-fail 更低，说明 adaptive no-trade band 更像 EMA-only admission suppression overlay；但 fib 3/3 分桶都转弱，因此只适合窄范围 EMA 纸面试跑，不应包装成全 desk shared gate。
上游 clean replication：Rank 78 report.html
| setup | bucket | raw_trade_count | adaptive_trade_count | retention | raw_total_net_return | adaptive_total_net_return | delta_total_vs_raw | raw_early_fail_rate | adaptive_early_fail_rate | delta_early_fail_vs_raw | adaptive_mean_band |
|---|---|---|---|---|---|---|---|---|---|---|---|
| breakout_short | bucket_1 | 20.00 | 20.00 | 100.00% | 4.89% | 1.83% | -3.06% | 0.00% | 0.00% | 0.00% | 0.55% |
| breakout_short | bucket_2 | 21.00 | 19.00 | 90.48% | -5.70% | -3.02% | 2.69% | 9.52% | 5.26% | -4.26% | 0.50% |
| breakout_short | bucket_3 | 20.00 | 19.00 | 95.00% | -9.80% | -8.77% | 1.04% | 0.00% | 0.00% | 0.00% | 0.57% |
| ema_psar_long | bucket_1 | 36.00 | 30.00 | 83.33% | -15.72% | -14.41% | 1.32% | 11.11% | 6.67% | -4.44% | 0.52% |
| ema_psar_long | bucket_2 | 34.00 | 31.00 | 91.18% | -4.83% | -3.75% | 1.08% | 14.71% | 6.45% | -8.25% | 0.39% |
| ema_psar_long | bucket_3 | 34.00 | 29.00 | 85.29% | 9.57% | 13.96% | 4.39% | 11.76% | 3.45% | -8.32% | 0.47% |
| fib_retest_long | bucket_1 | 13.00 | 5.00 | 38.46% | 3.06% | -1.40% | -4.46% | 7.69% | 0.00% | -7.69% | 0.42% |
| fib_retest_long | bucket_2 | 11.00 | 9.00 | 81.82% | 0.66% | 0.21% | -0.44% | 27.27% | 22.22% | -5.05% | 0.36% |
| fib_retest_long | bucket_3 | 9.00 | 7.00 | 77.78% | -0.08% | -1.59% | -1.52% | 0.00% | 0.00% | 0.00% | 0.39% |
| setup | bucket_support_count | bucket_fail_count | early_fail_nonworse_buckets | mean_retention | raw_total_net_return | adaptive_total_net_return | delta_total_vs_raw | raw_early_fail_rate | adaptive_early_fail_rate | verdict | reason |
|---|---|---|---|---|---|---|---|---|---|---|---|
| breakout_short | 2.00 | 1.00 | 3.00 | 95.16% | -10.61% | -9.95% | 0.66% | 3.28% | 1.72% | mixed_positive | 大多数时间分桶改善，但仍非全口径稳定。 |
| ema_psar_long | 3.00 | 0.00 | 3.00 | 86.60% | -10.98% | -4.20% | 6.78% | 12.50% | 5.56% | stable_improve | 所有时间分桶都优于或不差于 raw，且 early-fail 没有恶化。 |
| fib_retest_long | 0.00 | 3.00 | 3.00 | 66.02% | 3.64% | -2.78% | -6.41% | 12.12% | 9.52% | park | 时间分桶未显示稳定改善。 |