生成时间：2026-03-19 11:25 UTC | 口径：只复用本地 BTC/ETH/SOL 120d 15m cache，先把 15m 聚成 30m gate，再回写到 15m 执行；统一 next-bar open + no-overlap + hold 8 bars。
park / evidence_pool
volume-clock gate 目前主要靠砍样本换少亏，跨资产与 retention 都不够诚实；不如 baseline / fixed-clock 的改善也不够稳，应该直接压回 park。
ema_psar_long、fib_retest_long、breakout_shortbaseline / fixed_clock_gate / volume_clock_gate00 / 08 / 16 UTC 的 30m anchor，且需要同向 impulse + 正向 spread z-score + 2h 内邻近| variant | cost_bps | mean_total_return | positive_asset_ratio | mean_trades | trade_count_retention | mean_early_fail_4bars |
|---|---|---|---|---|---|---|
| baseline | 6.00 | -28.85% | 33.33% | 292.33 | 86.96% | 77.57% |
| fixed_clock_gate | 6.00 | -5.73% | 33.33% | 31.33 | 8.22% | 74.85% |
| volume_clock_gate | 6.00 | -0.67% | 33.33% | 15.00 | 3.42% | 71.42% |
| baseline | 10.00 | -52.24% | 0.00% | 292.33 | 86.96% | 77.57% |
| fixed_clock_gate | 10.00 | -8.23% | 0.00% | 31.33 | 8.22% | 74.85% |
| volume_clock_gate | 10.00 | -1.87% | 33.33% | 15.00 | 3.42% | 71.42% |
| baseline | 15.00 | -81.47% | 0.00% | 292.33 | 86.96% | 77.57% |
| fixed_clock_gate | 15.00 | -11.37% | 0.00% | 31.33 | 8.22% | 74.85% |
| volume_clock_gate | 15.00 | -3.37% | 0.00% | 15.00 | 3.42% | 71.42% |
| setup | variant | cost_bps | mean_total_return | positive_asset_ratio | mean_trades | trade_count_retention | mean_early_fail_4bars |
|---|---|---|---|---|---|---|---|
| breakout_short | baseline | 6.00 | -15.99% | 0.00% | 201.00 | 74.63% | 77.45% |
| breakout_short | fixed_clock_gate | 6.00 | -5.27% | 0.00% | 23.67 | 8.79% | 76.67% |
| breakout_short | volume_clock_gate | 6.00 | -1.28% | 33.33% | 12.33 | 4.58% | 76.28% |
| ema_psar_long | baseline | 6.00 | -5.26% | 33.33% | 36.67 | 95.65% | 78.30% |
| ema_psar_long | fixed_clock_gate | 6.00 | 1.06% | 66.67% | 3.33 | 8.70% | 69.44% |
| ema_psar_long | volume_clock_gate | 6.00 | -0.10% | 66.67% | 1.33 | 3.48% | 66.67% |
| fib_retest_long | baseline | 6.00 | -7.60% | 33.33% | 54.67 | 90.61% | 78.24% |
| fib_retest_long | fixed_clock_gate | 6.00 | -1.51% | 33.33% | 4.33 | 7.18% | 68.33% |
| fib_retest_long | volume_clock_gate | 6.00 | 0.72% | 100.00% | 1.33 | 2.21% | 16.67% |
| breakout_short | baseline | 10.00 | -32.07% | 0.00% | 201.00 | 74.63% | 77.45% |
| breakout_short | fixed_clock_gate | 10.00 | -7.16% | 0.00% | 23.67 | 8.79% | 76.67% |
| breakout_short | volume_clock_gate | 10.00 | -2.27% | 33.33% | 12.33 | 4.58% | 76.28% |
| ema_psar_long | baseline | 10.00 | -8.19% | 33.33% | 36.67 | 95.65% | 78.30% |
| ema_psar_long | fixed_clock_gate | 10.00 | 0.79% | 66.67% | 3.33 | 8.70% | 69.44% |
| ema_psar_long | volume_clock_gate | 10.00 | -0.21% | 66.67% | 1.33 | 3.48% | 66.67% |
| fib_retest_long | baseline | 10.00 | -11.97% | 33.33% | 54.67 | 90.61% | 78.24% |
| fib_retest_long | fixed_clock_gate | 10.00 | -1.86% | 33.33% | 4.33 | 7.18% | 68.33% |
| fib_retest_long | volume_clock_gate | 10.00 | 0.61% | 100.00% | 1.33 | 2.21% | 16.67% |
| breakout_short | baseline | 15.00 | -52.17% | 0.00% | 201.00 | 74.63% | 77.45% |
| breakout_short | fixed_clock_gate | 15.00 | -9.53% | 0.00% | 23.67 | 8.79% | 76.67% |
| breakout_short | volume_clock_gate | 15.00 | -3.50% | 0.00% | 12.33 | 4.58% | 76.28% |
| ema_psar_long | baseline | 15.00 | -11.86% | 33.33% | 36.67 | 95.65% | 78.30% |
| ema_psar_long | fixed_clock_gate | 15.00 | 0.46% | 66.67% | 3.33 | 8.70% | 69.44% |
| ema_psar_long | volume_clock_gate | 15.00 | -0.34% | 66.67% | 1.33 | 3.48% | 66.67% |
| fib_retest_long | baseline | 15.00 | -17.44% | 0.00% | 54.67 | 90.61% | 78.24% |
| fib_retest_long | fixed_clock_gate | 15.00 | -2.29% | 33.33% | 4.33 | 7.18% | 68.33% |
| fib_retest_long | volume_clock_gate | 15.00 | 0.48% | 100.00% | 1.33 | 2.21% | 16.67% |
| asset | variant | cost_bps | total_return | trades | early_fail_4bars |
|---|---|---|---|---|---|
| BTC-USD | baseline | 6.00 | -49.43% | 280.00 | 78.93% |
| BTC-USD | fixed_clock_gate | 6.00 | 1.50% | 28.00 | 78.57% |
| BTC-USD | volume_clock_gate | 6.00 | -3.41% | 18.00 | 83.33% |
| ETH-USD | baseline | 6.00 | -51.90% | 290.00 | 77.24% |
| ETH-USD | fixed_clock_gate | 6.00 | -9.16% | 31.00 | 77.42% |
| ETH-USD | volume_clock_gate | 6.00 | 2.96% | 19.00 | 68.42% |
| SOL-USD | baseline | 6.00 | 14.78% | 307.00 | 76.55% |
| SOL-USD | fixed_clock_gate | 6.00 | -9.52% | 35.00 | 68.57% |
| SOL-USD | volume_clock_gate | 6.00 | -1.55% | 8.00 | 62.50% |
| BTC-USD | baseline | 10.00 | -71.83% | 280.00 | 78.93% |
| BTC-USD | fixed_clock_gate | 10.00 | -0.74% | 28.00 | 78.57% |
| BTC-USD | volume_clock_gate | 10.00 | -4.85% | 18.00 | 83.33% |
| ETH-USD | baseline | 10.00 | -75.10% | 290.00 | 77.24% |
| ETH-USD | fixed_clock_gate | 10.00 | -11.64% | 31.00 | 77.42% |
| ETH-USD | volume_clock_gate | 10.00 | 1.44% | 19.00 | 68.42% |
| SOL-USD | baseline | 10.00 | -9.78% | 307.00 | 76.55% |
| SOL-USD | fixed_clock_gate | 10.00 | -12.32% | 35.00 | 68.57% |
| SOL-USD | volume_clock_gate | 10.00 | -2.19% | 8.00 | 62.50% |
| BTC-USD | baseline | 15.00 | -99.83% | 280.00 | 78.93% |
| BTC-USD | fixed_clock_gate | 15.00 | -3.54% | 28.00 | 78.57% |
| BTC-USD | volume_clock_gate | 15.00 | -6.65% | 18.00 | 83.33% |
| ETH-USD | baseline | 15.00 | -104.10% | 290.00 | 77.24% |
| ETH-USD | fixed_clock_gate | 15.00 | -14.74% | 31.00 | 77.42% |
| ETH-USD | volume_clock_gate | 15.00 | -0.46% | 19.00 | 68.42% |
| SOL-USD | baseline | 15.00 | -40.48% | 307.00 | 76.55% |
| SOL-USD | fixed_clock_gate | 15.00 | -15.82% | 35.00 | 68.57% |
| SOL-USD | volume_clock_gate | 15.00 | -2.99% | 8.00 | 62.50% |
reports/artifacts/scout_rank87_volume_clock_cs_spread_15m/overall_summary.csvreports/artifacts/scout_rank87_volume_clock_cs_spread_15m/setup_summary.csvreports/artifacts/scout_rank87_volume_clock_cs_spread_15m/asset_summary.csvreports/artifacts/scout_rank87_volume_clock_cs_spread_15m/trade_samples.csv