生成时间：2026-03-19 12:00 UTC | 口径：固定复用 BTC/ETH/SOL 120d 15m 本地 cache，与公开、事前可得的 FOMC/CPI 发布时间；统一 next-bar open + no-overlap + hold 8 bars。
park / evidence_pool
size_down_0p5x 当前主要还是靠回避极少数事件窗或轻微缩仓换少亏，保留率/跨资产一致性不够，还不足以诚实占住 fast-lane。
ema_psar_long、fib_retest_long、breakout_shortbaseline / blackout_pm1h / size_down_0p5x / hybrid_blackout_then_sizeFOMC / CPI 发布时间，不用事后波动回填窗口。blackout_pm1h：信号时间落在 [-60m,+60m] 直接不做。size_down_0p5x：仅在 [-60m,+60m] 把仓位乘数降到 0.5x，其余不变。hybrid：[-30m,+30m] blackout；(+30m,+120m] size-down 0.5x。| variant | cost_bps | mean_total_return | positive_asset_ratio | mean_trades | trade_count_retention | mean_position_size_mult | mean_early_fail_4bars | pm1h_trade_share |
|---|---|---|---|---|---|---|---|---|
| baseline | 6.00 | -28.85% | 33.33% | 292.33 | 86.96% | 100.00% | 77.57% | 0.81% |
| blackout_pm1h | 6.00 | -32.29% | 33.33% | 290.00 | 85.39% | 100.00% | 77.62% | 0.00% |
| hybrid_blackout_then_size | 6.00 | -30.83% | 33.33% | 291.00 | 85.91% | 99.88% | 77.70% | 0.46% |
| size_down_0p5x | 6.00 | -30.57% | 33.33% | 292.33 | 86.96% | 99.59% | 77.57% | 0.81% |
| baseline | 10.00 | -52.24% | 0.00% | 292.33 | 86.96% | 100.00% | 77.57% | 0.81% |
| blackout_pm1h | 10.00 | -55.49% | 0.00% | 290.00 | 85.39% | 100.00% | 77.62% | 0.00% |
| hybrid_blackout_then_size | 10.00 | -54.08% | 0.00% | 291.00 | 85.91% | 99.88% | 77.70% | 0.46% |
| size_down_0p5x | 10.00 | -53.86% | 0.00% | 292.33 | 86.96% | 99.59% | 77.57% | 0.81% |
| baseline | 15.00 | -81.47% | 0.00% | 292.33 | 86.96% | 100.00% | 77.57% | 0.81% |
| blackout_pm1h | 15.00 | -84.49% | 0.00% | 290.00 | 85.39% | 100.00% | 77.62% | 0.00% |
| hybrid_blackout_then_size | 15.00 | -83.15% | 0.00% | 291.00 | 85.91% | 99.88% | 77.70% | 0.46% |
| size_down_0p5x | 15.00 | -82.98% | 0.00% | 292.33 | 86.96% | 99.59% | 77.57% | 0.81% |
| setup | variant | cost_bps | mean_total_return | positive_asset_ratio | mean_trades | trade_count_retention | mean_position_size_mult | mean_early_fail_4bars |
|---|---|---|---|---|---|---|---|---|
| breakout_short | baseline | 6.00 | -15.99% | 0.00% | 201.00 | 74.63% | 100.00% | 77.45% |
| breakout_short | blackout_pm1h | 6.00 | -15.46% | 0.00% | 200.67 | 74.50% | 100.00% | 77.42% |
| breakout_short | hybrid_blackout_then_size | 6.00 | -15.73% | 0.00% | 201.00 | 74.63% | 99.92% | 77.45% |
| breakout_short | size_down_0p5x | 6.00 | -15.73% | 0.00% | 201.00 | 74.63% | 99.92% | 77.45% |
| ema_psar_long | baseline | 6.00 | -5.26% | 33.33% | 36.67 | 95.65% | 100.00% | 78.30% |
| ema_psar_long | blackout_pm1h | 6.00 | -8.92% | 33.33% | 35.33 | 92.17% | 100.00% | 78.38% |
| ema_psar_long | hybrid_blackout_then_size | 6.00 | -7.51% | 33.33% | 35.67 | 93.04% | 100.00% | 77.73% |
| ema_psar_long | size_down_0p5x | 6.00 | -7.09% | 33.33% | 36.67 | 95.65% | 98.17% | 78.30% |
| fib_retest_long | baseline | 6.00 | -7.60% | 33.33% | 54.67 | 90.61% | 100.00% | 78.24% |
| fib_retest_long | blackout_pm1h | 6.00 | -7.91% | 33.33% | 54.00 | 89.50% | 100.00% | 78.55% |
| fib_retest_long | hybrid_blackout_then_size | 6.00 | -7.59% | 33.33% | 54.33 | 90.06% | 99.71% | 79.24% |
| fib_retest_long | size_down_0p5x | 6.00 | -7.75% | 33.33% | 54.67 | 90.61% | 99.33% | 78.24% |
| breakout_short | baseline | 10.00 | -32.07% | 0.00% | 201.00 | 74.63% | 100.00% | 77.45% |
| breakout_short | blackout_pm1h | 10.00 | -31.52% | 0.00% | 200.67 | 74.50% | 100.00% | 77.42% |
| breakout_short | hybrid_blackout_then_size | 10.00 | -31.79% | 0.00% | 201.00 | 74.63% | 99.92% | 77.45% |
| breakout_short | size_down_0p5x | 10.00 | -31.79% | 0.00% | 201.00 | 74.63% | 99.92% | 77.45% |
| ema_psar_long | baseline | 10.00 | -8.19% | 33.33% | 36.67 | 95.65% | 100.00% | 78.30% |
| ema_psar_long | blackout_pm1h | 10.00 | -11.74% | 33.33% | 35.33 | 92.17% | 100.00% | 78.38% |
| ema_psar_long | hybrid_blackout_then_size | 10.00 | -10.36% | 33.33% | 35.67 | 93.04% | 100.00% | 77.73% |
| ema_psar_long | size_down_0p5x | 10.00 | -9.97% | 33.33% | 36.67 | 95.65% | 98.17% | 78.30% |
| fib_retest_long | baseline | 10.00 | -11.97% | 33.33% | 54.67 | 90.61% | 100.00% | 78.24% |
| fib_retest_long | blackout_pm1h | 10.00 | -12.23% | 33.33% | 54.00 | 89.50% | 100.00% | 78.55% |
| fib_retest_long | hybrid_blackout_then_size | 10.00 | -11.92% | 33.33% | 54.33 | 90.06% | 99.71% | 79.24% |
| fib_retest_long | size_down_0p5x | 10.00 | -12.10% | 33.33% | 54.67 | 90.61% | 99.33% | 78.24% |
| breakout_short | baseline | 15.00 | -52.17% | 0.00% | 201.00 | 74.63% | 100.00% | 77.45% |
| breakout_short | blackout_pm1h | 15.00 | -51.58% | 0.00% | 200.67 | 74.50% | 100.00% | 77.42% |
| breakout_short | hybrid_blackout_then_size | 15.00 | -51.88% | 0.00% | 201.00 | 74.63% | 99.92% | 77.45% |
| breakout_short | size_down_0p5x | 15.00 | -51.88% | 0.00% | 201.00 | 74.63% | 99.92% | 77.45% |
| ema_psar_long | baseline | 15.00 | -11.86% | 33.33% | 36.67 | 95.65% | 100.00% | 78.30% |
| ema_psar_long | blackout_pm1h | 15.00 | -15.28% | 0.00% | 35.33 | 92.17% | 100.00% | 78.38% |
| ema_psar_long | hybrid_blackout_then_size | 15.00 | -13.93% | 33.33% | 35.67 | 93.04% | 100.00% | 77.73% |
| ema_psar_long | size_down_0p5x | 15.00 | -13.57% | 33.33% | 36.67 | 95.65% | 98.17% | 78.30% |
| fib_retest_long | baseline | 15.00 | -17.44% | 0.00% | 54.67 | 90.61% | 100.00% | 78.24% |
| fib_retest_long | blackout_pm1h | 15.00 | -17.63% | 0.00% | 54.00 | 89.50% | 100.00% | 78.55% |
| fib_retest_long | hybrid_blackout_then_size | 15.00 | -17.34% | 0.00% | 54.33 | 90.06% | 99.71% | 79.24% |
| fib_retest_long | size_down_0p5x | 15.00 | -17.53% | 0.00% | 54.67 | 90.61% | 99.33% | 78.24% |
| asset | variant | cost_bps | total_return | trades | mean_position_size_mult | early_fail_4bars |
|---|---|---|---|---|---|---|
| BTC-USD | baseline | 6.00 | -49.43% | 280.00 | 100.00% | 78.93% |
| BTC-USD | blackout_pm1h | 6.00 | -51.84% | 276.00 | 100.00% | 78.62% |
| BTC-USD | hybrid_blackout_then_size | 6.00 | -51.92% | 278.00 | 99.82% | 78.78% |
| BTC-USD | size_down_0p5x | 6.00 | -50.63% | 280.00 | 99.29% | 78.93% |
| ETH-USD | baseline | 6.00 | -51.90% | 290.00 | 100.00% | 77.24% |
| ETH-USD | blackout_pm1h | 6.00 | -55.59% | 288.00 | 100.00% | 77.43% |
| ETH-USD | hybrid_blackout_then_size | 6.00 | -55.34% | 288.00 | 99.83% | 77.78% |
| ETH-USD | size_down_0p5x | 6.00 | -53.74% | 290.00 | 99.66% | 77.24% |
| SOL-USD | baseline | 6.00 | 14.78% | 307.00 | 100.00% | 76.55% |
| SOL-USD | blackout_pm1h | 6.00 | 10.56% | 306.00 | 100.00% | 76.80% |
| SOL-USD | hybrid_blackout_then_size | 6.00 | 14.78% | 307.00 | 100.00% | 76.55% |
| SOL-USD | size_down_0p5x | 6.00 | 12.67% | 307.00 | 99.84% | 76.55% |
| BTC-USD | baseline | 10.00 | -71.83% | 280.00 | 100.00% | 78.93% |
| BTC-USD | blackout_pm1h | 10.00 | -73.92% | 276.00 | 100.00% | 78.62% |
| BTC-USD | hybrid_blackout_then_size | 10.00 | -74.12% | 278.00 | 99.82% | 78.78% |
| BTC-USD | size_down_0p5x | 10.00 | -72.87% | 280.00 | 99.29% | 78.93% |
| ETH-USD | baseline | 10.00 | -75.10% | 290.00 | 100.00% | 77.24% |
| ETH-USD | blackout_pm1h | 10.00 | -78.63% | 288.00 | 100.00% | 77.43% |
| ETH-USD | hybrid_blackout_then_size | 10.00 | -78.34% | 288.00 | 99.83% | 77.78% |
| ETH-USD | size_down_0p5x | 10.00 | -76.86% | 290.00 | 99.66% | 77.24% |
| SOL-USD | baseline | 10.00 | -9.78% | 307.00 | 100.00% | 76.55% |
| SOL-USD | blackout_pm1h | 10.00 | -13.92% | 306.00 | 100.00% | 76.80% |
| SOL-USD | hybrid_blackout_then_size | 10.00 | -9.78% | 307.00 | 100.00% | 76.55% |
| SOL-USD | size_down_0p5x | 10.00 | -11.85% | 307.00 | 99.84% | 76.55% |
| BTC-USD | baseline | 15.00 | -99.83% | 280.00 | 100.00% | 78.93% |
| BTC-USD | blackout_pm1h | 15.00 | -101.52% | 276.00 | 100.00% | 78.62% |
| BTC-USD | hybrid_blackout_then_size | 15.00 | -101.87% | 278.00 | 99.82% | 78.78% |
| BTC-USD | size_down_0p5x | 15.00 | -100.67% | 280.00 | 99.29% | 78.93% |
| ETH-USD | baseline | 15.00 | -104.10% | 290.00 | 100.00% | 77.24% |
| ETH-USD | blackout_pm1h | 15.00 | -107.43% | 288.00 | 100.00% | 77.43% |
| ETH-USD | hybrid_blackout_then_size | 15.00 | -107.09% | 288.00 | 99.83% | 77.78% |
| ETH-USD | size_down_0p5x | 15.00 | -105.76% | 290.00 | 99.66% | 77.24% |
| SOL-USD | baseline | 15.00 | -40.48% | 307.00 | 100.00% | 76.55% |
| SOL-USD | blackout_pm1h | 15.00 | -44.52% | 306.00 | 100.00% | 76.80% |
| SOL-USD | hybrid_blackout_then_size | 15.00 | -40.48% | 307.00 | 100.00% | 76.55% |
| SOL-USD | size_down_0p5x | 15.00 | -42.50% | 307.00 | 99.84% | 76.55% |
reports/artifacts/scout_rank88_macro_event_overlay_15m/overall_summary.csvreports/artifacts/scout_rank88_macro_event_overlay_15m/setup_summary.csvreports/artifacts/scout_rank88_macro_event_overlay_15m/asset_summary.csvreports/artifacts/scout_rank88_macro_event_overlay_15m/trade_samples.csvreports/artifacts/scout_rank88_macro_event_overlay_15m/meta.csv