生成时间：2026-03-19 13:24 UTC | 口径：固定复用 BTC/ETH/SOL 120d 15m 本地 cache；统一 signal 当根及之前数据 + next-bar open + no-overlap + hold 8 bars。
keep_P1 / mixed but honest
short_veto_or_halfsize 相比 baseline 有一定 long-admission / short-veto 改善，但 retention 与跨资产一致性还不够硬，先留在 P1 evidence_pool。
ema_psar_long、fib_retest_long、breakout_short13 根收盘压在 1.00% 窄区间内，且全部 shift(1)，避免同 bar 偷看。> 前窗最高价；down-break：当前收盘 < 前窗最低价。long_admission_only：long setup 只有在最近 4 根内出现过压缩后的 up-break 才放行；short 保持 baseline。short_veto_or_halfsize：在 long admission 基础上，若 short setup 最近 4 根内出现过压缩后的 down-break，则只给 0.5x；否则维持 1.0x。| variant | cost_bps | mean_total_return | positive_asset_ratio | mean_trades | trade_count_retention | mean_position_size_mult | mean_early_fail_4bars |
|---|---|---|---|---|---|---|---|
| baseline | 6.00 | -28.85% | 33.33% | 292.33 | 86.96% | 100.00% | 77.57% |
| long_admission_only | 6.00 | -17.27% | 33.33% | 212.33 | 32.09% | 100.00% | 77.57% |
| short_veto_or_halfsize | 6.00 | -10.94% | 33.33% | 212.33 | 32.09% | 91.29% | 77.57% |
| baseline | 10.00 | -52.24% | 0.00% | 292.33 | 86.96% | 100.00% | 77.57% |
| long_admission_only | 10.00 | -34.25% | 0.00% | 212.33 | 32.09% | 100.00% | 77.57% |
| short_veto_or_halfsize | 10.00 | -26.45% | 0.00% | 212.33 | 32.09% | 91.29% | 77.57% |
| baseline | 15.00 | -81.47% | 0.00% | 292.33 | 86.96% | 100.00% | 77.57% |
| long_admission_only | 15.00 | -55.49% | 0.00% | 212.33 | 32.09% | 100.00% | 77.57% |
| short_veto_or_halfsize | 15.00 | -45.83% | 0.00% | 212.33 | 32.09% | 91.29% | 77.57% |
| 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 | long_admission_only | 6.00 | -15.99% | 0.00% | 201.00 | 74.63% | 100.00% | 77.45% |
| breakout_short | short_veto_or_halfsize | 6.00 | -9.67% | 33.33% | 201.00 | 74.63% | 90.78% | 77.45% |
| ema_psar_long | baseline | 6.00 | -5.26% | 33.33% | 36.67 | 95.65% | 100.00% | 78.30% |
| ema_psar_long | long_admission_only | 6.00 | -0.65% | 66.67% | 3.00 | 7.83% | 100.00% | 77.78% |
| ema_psar_long | short_veto_or_halfsize | 6.00 | -0.65% | 66.67% | 3.00 | 7.83% | 100.00% | 77.78% |
| fib_retest_long | baseline | 6.00 | -7.60% | 33.33% | 54.67 | 90.61% | 100.00% | 78.24% |
| fib_retest_long | long_admission_only | 6.00 | -0.63% | 33.33% | 8.33 | 13.81% | 100.00% | 79.40% |
| fib_retest_long | short_veto_or_halfsize | 6.00 | -0.63% | 33.33% | 8.33 | 13.81% | 100.00% | 79.40% |
| breakout_short | baseline | 10.00 | -32.07% | 0.00% | 201.00 | 74.63% | 100.00% | 77.45% |
| breakout_short | long_admission_only | 10.00 | -32.07% | 0.00% | 201.00 | 74.63% | 100.00% | 77.45% |
| breakout_short | short_veto_or_halfsize | 10.00 | -24.27% | 0.00% | 201.00 | 74.63% | 90.78% | 77.45% |
| ema_psar_long | baseline | 10.00 | -8.19% | 33.33% | 36.67 | 95.65% | 100.00% | 78.30% |
| ema_psar_long | long_admission_only | 10.00 | -0.89% | 66.67% | 3.00 | 7.83% | 100.00% | 77.78% |
| ema_psar_long | short_veto_or_halfsize | 10.00 | -0.89% | 66.67% | 3.00 | 7.83% | 100.00% | 77.78% |
| fib_retest_long | baseline | 10.00 | -11.97% | 33.33% | 54.67 | 90.61% | 100.00% | 78.24% |
| fib_retest_long | long_admission_only | 10.00 | -1.29% | 33.33% | 8.33 | 13.81% | 100.00% | 79.40% |
| fib_retest_long | short_veto_or_halfsize | 10.00 | -1.29% | 33.33% | 8.33 | 13.81% | 100.00% | 79.40% |
| breakout_short | baseline | 15.00 | -52.17% | 0.00% | 201.00 | 74.63% | 100.00% | 77.45% |
| breakout_short | long_admission_only | 15.00 | -52.17% | 0.00% | 201.00 | 74.63% | 100.00% | 77.45% |
| breakout_short | short_veto_or_halfsize | 15.00 | -42.52% | 0.00% | 201.00 | 74.63% | 90.78% | 77.45% |
| ema_psar_long | baseline | 15.00 | -11.86% | 33.33% | 36.67 | 95.65% | 100.00% | 78.30% |
| ema_psar_long | long_admission_only | 15.00 | -1.19% | 66.67% | 3.00 | 7.83% | 100.00% | 77.78% |
| ema_psar_long | short_veto_or_halfsize | 15.00 | -1.19% | 66.67% | 3.00 | 7.83% | 100.00% | 77.78% |
| fib_retest_long | baseline | 15.00 | -17.44% | 0.00% | 54.67 | 90.61% | 100.00% | 78.24% |
| fib_retest_long | long_admission_only | 15.00 | -2.13% | 33.33% | 8.33 | 13.81% | 100.00% | 79.40% |
| fib_retest_long | short_veto_or_halfsize | 15.00 | -2.13% | 33.33% | 8.33 | 13.81% | 100.00% | 79.40% |
| 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 | long_admission_only | 6.00 | -38.38% | 214.00 | 100.00% | 77.10% |
| BTC-USD | short_veto_or_halfsize | 6.00 | -30.87% | 214.00 | 87.62% | 77.10% |
| ETH-USD | baseline | 6.00 | -51.90% | 290.00 | 100.00% | 77.24% |
| ETH-USD | long_admission_only | 6.00 | -21.12% | 207.00 | 100.00% | 78.74% |
| ETH-USD | short_veto_or_halfsize | 6.00 | -14.37% | 207.00 | 92.51% | 78.74% |
| SOL-USD | baseline | 6.00 | 14.78% | 307.00 | 100.00% | 76.55% |
| SOL-USD | long_admission_only | 6.00 | 7.71% | 216.00 | 100.00% | 76.85% |
| SOL-USD | short_veto_or_halfsize | 6.00 | 12.42% | 216.00 | 93.75% | 76.85% |
| BTC-USD | baseline | 10.00 | -71.83% | 280.00 | 100.00% | 78.93% |
| BTC-USD | long_admission_only | 10.00 | -55.50% | 214.00 | 100.00% | 77.10% |
| BTC-USD | short_veto_or_halfsize | 10.00 | -45.87% | 214.00 | 87.62% | 77.10% |
| ETH-USD | baseline | 10.00 | -75.10% | 290.00 | 100.00% | 77.24% |
| ETH-USD | long_admission_only | 10.00 | -37.68% | 207.00 | 100.00% | 78.74% |
| ETH-USD | short_veto_or_halfsize | 10.00 | -29.69% | 207.00 | 92.51% | 78.74% |
| SOL-USD | baseline | 10.00 | -9.78% | 307.00 | 100.00% | 76.55% |
| SOL-USD | long_admission_only | 10.00 | -9.57% | 216.00 | 100.00% | 76.85% |
| SOL-USD | short_veto_or_halfsize | 10.00 | -3.78% | 216.00 | 93.75% | 76.85% |
| BTC-USD | baseline | 15.00 | -99.83% | 280.00 | 100.00% | 78.93% |
| BTC-USD | long_admission_only | 15.00 | -76.90% | 214.00 | 100.00% | 77.10% |
| BTC-USD | short_veto_or_halfsize | 15.00 | -64.62% | 214.00 | 87.62% | 77.10% |
| ETH-USD | baseline | 15.00 | -104.10% | 290.00 | 100.00% | 77.24% |
| ETH-USD | long_admission_only | 15.00 | -58.38% | 207.00 | 100.00% | 78.74% |
| ETH-USD | short_veto_or_halfsize | 15.00 | -48.84% | 207.00 | 92.51% | 78.74% |
| SOL-USD | baseline | 15.00 | -40.48% | 307.00 | 100.00% | 76.55% |
| SOL-USD | long_admission_only | 15.00 | -31.17% | 216.00 | 100.00% | 76.85% |
| SOL-USD | short_veto_or_halfsize | 15.00 | -24.03% | 216.00 | 93.75% | 76.85% |
reports/artifacts/scout_rank90_close_range_compression_15m/overall_summary.csvreports/artifacts/scout_rank90_close_range_compression_15m/setup_summary.csvreports/artifacts/scout_rank90_close_range_compression_15m/asset_summary.csvreports/artifacts/scout_rank90_close_range_compression_15m/trade_samples.csvreports/artifacts/scout_rank90_close_range_compression_15m/meta.csv