生成时间：2026-03-19 10:40 UTC
问题：Rank 86 在 minimal clean replication 后只剩 1 次 truly verdict-changing 的 Light Stability Pack 预算。本轮不追新数据，只用现有 trade_samples.csv 把每个 asset × setup × variant 按时间顺序切成 3 个等样本窗口，检查 penetration + ATR 的改善是不是只是前段 pocket。
desk verdict：park / evidence pool
一句话原因：Rank 86 的 pen+ATR admission 的确把整体样本从 baseline 的明显负值拉到接近持平，但时间三分桶后最好的 shared 组合仍只有第一桶明显为正、后两桶至少有一桶重新转负；改善更像 early pocket 收敛，不够稳定，不能诚实升到 P2 / paper candidate。
fib_retest_short + pen_plus_atr 是最强残留组合，但仍表现为 前段强、后两段转弱，不是三桶都稳住。ema_psar_follow_short + pen_plus_atr 前两桶为正、第三桶明显回撤，说明这条 shared admission 还会在后段 regime 里漏放。breakout_short 三种 admission 组合都没穿过时间稳定性门槛，因此当前不支持把 Rank 86 写成可进 P2 的 shared gate。| setup | variant | time_bucket | mean_total_return | positive_asset_ratio | mean_trades | mean_fail_4bars_rate | mean_penetration | mean_atr_rank | min_asset_return | max_asset_return |
|---|---|---|---|---|---|---|---|---|---|---|
| breakout_short | atr_only | bucket_1 | 1.69% | 66.67% | 3.67 | 51.11% | 21.49% | 72.97 | -2.05% | 5.43% |
| breakout_short | atr_only | bucket_2 | -2.22% | 0.00% | 3.67 | 53.33% | 23.22% | 76.30 | -5.14% | -0.54% |
| breakout_short | atr_only | bucket_3 | -1.76% | 0.00% | 3.33 | 36.11% | 30.72% | 76.63 | -4.25% | -0.19% |
| breakout_short | baseline | bucket_1 | 1.67% | 66.67% | 7.00 | 47.50% | 26.06% | 49.29 | -2.78% | 5.79% |
| breakout_short | baseline | bucket_2 | -2.12% | 0.00% | 7.00 | 41.67% | 33.55% | 54.86 | -4.33% | -0.14% |
| breakout_short | baseline | bucket_3 | -2.83% | 0.00% | 6.33 | 48.21% | 32.48% | 35.22 | -5.02% | -1.33% |
| breakout_short | pen_ge_0_10_plus_atr | bucket_1 | 0.27% | 66.67% | 3.33 | 52.78% | 25.41% | 73.23 | -1.43% | 1.70% |
| breakout_short | pen_ge_0_10_plus_atr | bucket_2 | -0.92% | 33.33% | 3.33 | 38.89% | 22.59% | 74.58 | -1.85% | 0.09% |
| breakout_short | pen_ge_0_10_plus_atr | bucket_3 | -1.91% | 0.00% | 3.00 | 27.78% | 36.14% | 75.76 | -4.22% | -0.19% |
| breakout_short | pen_plus_atr | bucket_1 | 1.30% | 66.67% | 3.33 | 44.44% | 24.31% | 73.65 | -1.43% | 3.62% |
| breakout_short | pen_plus_atr | bucket_2 | -0.92% | 33.33% | 3.33 | 38.89% | 22.59% | 74.58 | -1.85% | 0.09% |
| breakout_short | pen_plus_atr | bucket_3 | -1.91% | 0.00% | 3.00 | 27.78% | 36.14% | 75.76 | -4.22% | -0.19% |
| breakout_short | penetration_only | bucket_1 | 1.57% | 66.67% | 7.00 | 36.67% | 34.36% | 43.29 | -2.05% | 4.75% |
| breakout_short | penetration_only | bucket_2 | -1.78% | 0.00% | 6.33 | 39.88% | 28.51% | 59.40 | -3.33% | -0.10% |
| breakout_short | penetration_only | bucket_3 | -2.31% | 0.00% | 6.00 | 46.43% | 34.12% | 33.16 | -3.45% | -1.33% |
| ema_psar_follow_short | atr_only | bucket_1 | 1.22% | 66.67% | 5.67 | 34.44% | 30.42% | 62.87 | -4.70% | 5.07% |
| ema_psar_follow_short | atr_only | bucket_2 | 1.43% | 100.00% | 5.33 | 56.67% | 32.79% | 65.12 | 0.04% | 3.53% |
| ema_psar_follow_short | atr_only | bucket_3 | -3.18% | 0.00% | 5.33 | 68.89% | 21.82% | 68.63 | -5.16% | -1.77% |
| ema_psar_follow_short | baseline | bucket_1 | 0.68% | 66.67% | 14.33 | 46.63% | 29.17% | 26.99 | -4.34% | 4.00% |
| ema_psar_follow_short | baseline | bucket_2 | -0.89% | 33.33% | 14.00 | 47.61% | 44.77% | 32.20 | -2.26% | 0.99% |
| ema_psar_follow_short | baseline | bucket_3 | -4.55% | 0.00% | 13.67 | 45.98% | 30.36% | 38.44 | -7.72% | -0.48% |
| ema_psar_follow_short | pen_ge_0_10_plus_atr | bucket_1 | -0.92% | 33.33% | 4.67 | 38.89% | 32.14% | 63.66 | -4.70% | 2.95% |
| ema_psar_follow_short | pen_ge_0_10_plus_atr | bucket_2 | 2.20% | 100.00% | 4.67 | 41.67% | 39.60% | 59.85 | 0.64% | 3.53% |
| ema_psar_follow_short | pen_ge_0_10_plus_atr | bucket_3 | -2.82% | 0.00% | 4.00 | 70.00% | 30.56% | 70.91 | -4.62% | -1.28% |
| ema_psar_follow_short | pen_plus_atr | bucket_1 | 1.36% | 66.67% | 5.33 | 35.56% | 29.10% | 63.21 | -4.70% | 5.49% |
| ema_psar_follow_short | pen_plus_atr | bucket_2 | 1.53% | 100.00% | 5.00 | 45.00% | 36.28% | 62.71 | 0.40% | 3.53% |
| ema_psar_follow_short | pen_plus_atr | bucket_3 | -2.91% | 0.00% | 4.33 | 70.00% | 28.41% | 65.39 | -4.62% | -1.28% |
| ema_psar_follow_short | penetration_only | bucket_1 | -0.22% | 33.33% | 13.33 | 47.62% | 30.81% | 27.97 | -4.34% | 3.98% |
| ema_psar_follow_short | penetration_only | bucket_2 | -0.77% | 33.33% | 13.00 | 43.56% | 45.44% | 30.79 | -2.66% | 1.07% |
| ema_psar_follow_short | penetration_only | bucket_3 | -3.92% | 0.00% | 12.67 | 44.87% | 35.47% | 32.90 | -5.91% | -0.01% |
| fib_retest_short | atr_only | bucket_1 | 5.37% | 100.00% | 23.33 | 54.47% | 18.55% | 66.77 | 3.05% | 8.10% |
| fib_retest_short | atr_only | bucket_2 | -0.52% | 66.67% | 23.00 | 53.56% | 26.62% | 67.32 | -7.41% | 4.56% |
| fib_retest_short | atr_only | bucket_3 | -2.26% | 0.00% | 22.67 | 57.45% | 24.79% | 65.91 | -3.23% | -0.62% |
| fib_retest_short | baseline | bucket_1 | -1.19% | 66.67% | 52.00 | 53.89% | 19.66% | 34.30 | -15.29% | 9.21% |
| fib_retest_short | baseline | bucket_2 | -7.64% | 0.00% | 51.33 | 61.35% | 25.86% | 38.18 | -15.56% | -2.89% |
| fib_retest_short | baseline | bucket_3 | -2.84% | 33.33% | 51.33 | 55.99% | 21.64% | 32.39 | -9.42% | 7.45% |
| fib_retest_short | pen_ge_0_10_plus_atr | bucket_1 | 5.68% | 100.00% | 17.33 | 44.01% | 25.68% | 63.80 | 0.85% | 8.17% |
| fib_retest_short | pen_ge_0_10_plus_atr | bucket_2 | -0.27% | 66.67% | 16.33 | 48.90% | 35.79% | 64.19 | -2.44% | 0.88% |
| fib_retest_short | pen_ge_0_10_plus_atr | bucket_3 | -2.87% | 0.00% | 16.33 | 48.90% | 32.13% | 67.01 | -3.48% | -2.39% |
| fib_retest_short | pen_plus_atr | bucket_1 | 4.43% | 66.67% | 21.00 | 52.53% | 21.48% | 66.59 | -0.99% | 7.87% |
| fib_retest_short | pen_plus_atr | bucket_2 | -0.72% | 33.33% | 20.33 | 53.97% | 29.10% | 66.44 | -4.11% | 2.45% |
| fib_retest_short | pen_plus_atr | bucket_3 | -1.91% | 0.00% | 20.00 | 50.08% | 28.85% | 66.16 | -3.05% | -1.05% |
| fib_retest_short | penetration_only | bucket_1 | -3.77% | 33.33% | 45.00 | 51.93% | 22.93% | 35.61 | -12.45% | 3.18% |
| fib_retest_short | penetration_only | bucket_2 | -4.82% | 33.33% | 45.00 | 60.44% | 29.30% | 35.99 | -11.98% | 0.14% |
| fib_retest_short | penetration_only | bucket_3 | -2.28% | 0.00% | 44.67 | 49.29% | 25.76% | 34.41 | -3.55% | -0.74% |
| setup | variant | overall_mean_total_return | overall_positive_asset_ratio | overall_mean_trade_count | positive_bucket_count | weak_bucket_count | min_bucket_return | max_bucket_return | bucket_return_spread | min_bucket_positive_asset_ratio | min_bucket_mean_trades | verdict | reason |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| breakout_short | atr_only | -2.37% | 33.33% | 10.67 | 1 | 2 | -2.22% | 1.69% | 3.91% | 0.00% | 3.33 | fails_time_check | single positive pocket only |
| breakout_short | baseline | -3.36% | 0.00% | 20.33 | 1 | 2 | -2.83% | 1.67% | 4.51% | 0.00% | 6.33 | fails_time_check | single positive pocket only |
| breakout_short | pen_ge_0_10_plus_atr | -2.54% | 33.33% | 9.67 | 1 | 2 | -1.91% | 0.27% | 2.18% | 0.00% | 3.00 | fails_time_check | single positive pocket only |
| breakout_short | pen_plus_atr | -1.55% | 33.33% | 9.67 | 1 | 2 | -1.91% | 1.30% | 3.21% | 0.00% | 3.00 | fails_time_check | single positive pocket only |
| breakout_short | penetration_only | -2.54% | 0.00% | 19.33 | 1 | 2 | -2.31% | 1.57% | 3.88% | 0.00% | 6.00 | fails_time_check | single positive pocket only |
| ema_psar_follow_short | atr_only | -0.48% | 66.67% | 16.33 | 2 | 1 | -3.18% | 1.43% | 4.60% | 0.00% | 5.33 | fails_time_check | third bucket drawdown too deep |
| ema_psar_follow_short | baseline | -4.64% | 0.00% | 42.00 | 1 | 2 | -4.55% | 0.68% | 5.22% | 0.00% | 13.67 | fails_time_check | single positive pocket only |
| ema_psar_follow_short | pen_ge_0_10_plus_atr | -1.51% | 33.33% | 13.33 | 1 | 2 | -2.82% | 2.20% | 5.02% | 0.00% | 4.00 | fails_time_check | single positive pocket only |
| ema_psar_follow_short | pen_plus_atr | 0.03% | 66.67% | 14.67 | 2 | 1 | -2.91% | 1.53% | 4.44% | 0.00% | 4.33 | watch_only | mixed pockets |
| ema_psar_follow_short | penetration_only | -4.77% | 0.00% | 39.00 | 0 | 3 | -3.92% | -0.22% | 3.71% | 0.00% | 12.67 | fails_time_check | single positive pocket only |
| fib_retest_short | atr_only | 2.94% | 100.00% | 69.00 | 1 | 2 | -2.26% | 5.37% | 7.63% | 0.00% | 22.67 | fails_time_check | single positive pocket only |
| fib_retest_short | baseline | -11.95% | 0.00% | 154.67 | 0 | 3 | -7.64% | -1.19% | 6.44% | 0.00% | 51.33 | fails_time_check | single positive pocket only |
| fib_retest_short | pen_ge_0_10_plus_atr | 2.80% | 66.67% | 50.00 | 1 | 2 | -2.87% | 5.68% | 8.55% | 0.00% | 16.33 | fails_time_check | single positive pocket only |
| fib_retest_short | pen_plus_atr | 2.18% | 100.00% | 61.33 | 1 | 2 | -1.91% | 4.43% | 6.34% | 0.00% | 20.00 | fails_time_check | single positive pocket only |
| fib_retest_short | penetration_only | -10.53% | 33.33% | 134.67 | 0 | 3 | -4.82% | -2.28% | 2.54% | 0.00% | 44.67 | fails_time_check | single positive pocket only |
当前最像“还有一点可救 shared admission 味道”的组合是 ema_psar_follow_short / pen_plus_atr：整体回报 0.03%，正资产占比 66.67%，但三桶里只有 2 桶为正，最差桶仍有 -2.91%。因此更诚实的 desk 口径仍是 park / evidence pool。
产物：reports/artifacts/scout_rank86_signalpro_penetration_atr_15m/time_stability_window_summary.csv、reports/artifacts/scout_rank86_signalpro_penetration_atr_15m/time_stability_verdict_summary.csv