本轮只做一件事：复用上一轮 clean replication 产出的 trade log，检查这条 pre-armed depth budget 的改善能不能穿过时间三分桶，而不是继续追新数据。
Hard verdict：park / evidence pool
最佳 pre-armed 子臂三桶都没转正，默认 desk 口径也同样没过时间稳定性；这条线应退出 active Scout。
口径不变：BTC/ETH/SOL、120d、15m、6bps/side、signal 当根及之前数据、next-bar open、no-overlap、hold 8 bars。
| variant | overall_mean_total_return | overall_positive_asset_ratio | overall_trade_count_retention | overall_mean_early_fail_4bars | positive_bucket_count | min_bucket_return | max_bucket_return | bucket_return_spread | worst_bucket_positive_asset_ratio | worst_bucket |
|---|---|---|---|---|---|---|---|---|---|---|
| prearmed_depth_0p75 | -3.61% | 0.00% | 53.36% | 77.86% | 0 | -1.78% | -0.85% | 0.92% | 0.00% | bucket_3 |
| prearmed_depth_1p0 | -3.80% | 0.00% | 66.08% | 82.18% | 0 | -2.10% | -0.70% | 1.40% | 33.33% | bucket_3 |
| variant | time_bucket | mean_total_return | positive_asset_ratio | mean_trade_count | mean_net_return | mean_early_fail_4bars | min_asset_return | max_asset_return |
|---|---|---|---|---|---|---|---|---|
| baseline | bucket_1 | -3.54% | 33.33% | 12.00 | -0.30% | 83.33% | -8.11% | 2.35% |
| baseline | bucket_2 | -3.14% | 33.33% | 11.67 | -0.26% | 85.86% | -7.42% | 0.34% |
| baseline | bucket_3 | 1.26% | 33.33% | 11.00 | 0.10% | 72.73% | -6.81% | 13.50% |
| post_trigger_depth_1p0 | bucket_1 | -3.70% | 33.33% | 11.67 | -0.31% | 85.86% | -8.11% | 1.86% |
| post_trigger_depth_1p0 | bucket_2 | -2.27% | 33.33% | 11.00 | -0.21% | 84.85% | -7.51% | 1.90% |
| post_trigger_depth_1p0 | bucket_3 | 2.12% | 33.33% | 11.00 | 0.18% | 69.70% | -6.41% | 13.50% |
| prearmed_depth_0p75 | bucket_1 | -0.85% | 33.33% | 6.67 | -0.17% | 78.52% | -2.59% | 0.17% |
| prearmed_depth_0p75 | bucket_2 | -1.04% | 33.33% | 6.67 | -0.23% | 85.93% | -3.26% | 1.92% |
| prearmed_depth_0p75 | bucket_3 | -1.78% | 0.00% | 6.33 | -0.25% | 68.61% | -3.38% | -0.77% |
| prearmed_depth_1p0 | bucket_1 | -0.70% | 33.33% | 8.67 | -0.12% | 83.87% | -2.52% | 1.86% |
| prearmed_depth_1p0 | bucket_2 | -1.00% | 33.33% | 8.00 | -0.18% | 87.78% | -3.32% | 2.56% |
| prearmed_depth_1p0 | bucket_3 | -2.10% | 33.33% | 7.67 | -0.22% | 74.13% | -6.71% | 2.59% |
| prearmed_depth_1p0_plus_filters | bucket_1 | -1.60% | 50.00% | 3.00 | -2.11% | 90.00% | -4.46% | 1.25% |
| prearmed_depth_1p0_plus_filters | bucket_2 | -2.22% | 0.00% | 5.00 | -0.44% | 100.00% | -2.22% | -2.22% |
| prearmed_depth_1p0_plus_filters | bucket_3 | -4.37% | 0.00% | 4.00 | -1.10% | 100.00% | -4.37% | -4.37% |
| prearmed_depth_1p25 | bucket_1 | -2.00% | 33.33% | 10.00 | -0.21% | 86.23% | -7.28% | 1.86% |
| prearmed_depth_1p25 | bucket_2 | -1.71% | 33.33% | 9.67 | -0.21% | 83.94% | -4.49% | 1.47% |
| prearmed_depth_1p25 | bucket_3 | -1.98% | 33.33% | 9.33 | -0.16% | 76.30% | -6.81% | 2.62% |
| asset | variant | time_bucket | trade_count | total_return | mean_net_return | mean_early_fail_4bars | median_fwd3_ret |
|---|---|---|---|---|---|---|---|
| BTC-USD | baseline | bucket_1 | 12 | 2.35% | 0.20% | 83.33% | 0.02% |
| BTC-USD | baseline | bucket_2 | 11 | 0.34% | 0.04% | 90.91% | -0.33% |
| BTC-USD | baseline | bucket_3 | 11 | -6.81% | -0.63% | 63.64% | 0.11% |
| ETH-USD | baseline | bucket_1 | 12 | -8.11% | -0.70% | 91.67% | -0.17% |
| ETH-USD | baseline | bucket_2 | 12 | -7.42% | -0.63% | 75.00% | -0.10% |
| ETH-USD | baseline | bucket_3 | 11 | -2.91% | -0.25% | 81.82% | 0.13% |
| SOL-USD | baseline | bucket_1 | 12 | -4.85% | -0.39% | 75.00% | -0.05% |
| SOL-USD | baseline | bucket_2 | 12 | -2.35% | -0.19% | 91.67% | -0.10% |
| SOL-USD | baseline | bucket_3 | 11 | 13.50% | 1.18% | 72.73% | 0.45% |
| BTC-USD | post_trigger_depth_1p0 | bucket_1 | 11 | 1.86% | 0.17% | 90.91% | -0.00% |
| BTC-USD | post_trigger_depth_1p0 | bucket_2 | 11 | 1.90% | 0.17% | 81.82% | -0.04% |
| BTC-USD | post_trigger_depth_1p0 | bucket_3 | 11 | -6.41% | -0.60% | 63.64% | 0.11% |
| ETH-USD | post_trigger_depth_1p0 | bucket_1 | 12 | -8.11% | -0.70% | 91.67% | -0.17% |
| ETH-USD | post_trigger_depth_1p0 | bucket_2 | 11 | -7.51% | -0.70% | 81.82% | -0.10% |
| ETH-USD | post_trigger_depth_1p0 | bucket_3 | 11 | -0.73% | -0.05% | 72.73% | 0.22% |
| SOL-USD | post_trigger_depth_1p0 | bucket_1 | 12 | -4.85% | -0.39% | 75.00% | -0.05% |
| SOL-USD | post_trigger_depth_1p0 | bucket_2 | 11 | -1.19% | -0.10% | 90.91% | -0.12% |
| SOL-USD | post_trigger_depth_1p0 | bucket_3 | 11 | 13.50% | 1.18% | 72.73% | 0.45% |
| BTC-USD | prearmed_depth_0p75 | bucket_1 | 9 | 0.17% | 0.02% | 88.89% | -0.10% |
| BTC-USD | prearmed_depth_0p75 | bucket_2 | 9 | 1.92% | 0.21% | 77.78% | 0.13% |
| BTC-USD | prearmed_depth_0p75 | bucket_3 | 8 | -3.38% | -0.42% | 62.50% | 0.03% |
| ETH-USD | prearmed_depth_0p75 | bucket_1 | 5 | -2.59% | -0.52% | 80.00% | -0.07% |
| ETH-USD | prearmed_depth_0p75 | bucket_2 | 5 | -1.78% | -0.36% | 80.00% | -0.10% |
| ETH-USD | prearmed_depth_0p75 | bucket_3 | 5 | -1.17% | -0.21% | 60.00% | 0.34% |
| SOL-USD | prearmed_depth_0p75 | bucket_1 | 6 | -0.14% | -0.02% | 66.67% | 0.14% |
| SOL-USD | prearmed_depth_0p75 | bucket_2 | 6 | -3.26% | -0.55% | 100.00% | -0.53% |
| SOL-USD | prearmed_depth_0p75 | bucket_3 | 6 | -0.77% | -0.12% | 83.33% | -0.03% |
| BTC-USD | prearmed_depth_1p0 | bucket_1 | 11 | 1.86% | 0.17% | 90.91% | -0.00% |
| BTC-USD | prearmed_depth_1p0 | bucket_2 | 10 | 2.56% | 0.26% | 80.00% | 0.02% |
| BTC-USD | prearmed_depth_1p0 | bucket_3 | 10 | -6.71% | -0.69% | 70.00% | -0.19% |
| ETH-USD | prearmed_depth_1p0 | bucket_1 | 7 | -2.52% | -0.36% | 85.71% | -0.07% |
| ETH-USD | prearmed_depth_1p0 | bucket_2 | 6 | -2.23% | -0.37% | 83.33% | -0.23% |
| ETH-USD | prearmed_depth_1p0 | bucket_3 | 6 | -2.19% | -0.34% | 66.67% | 0.33% |
| SOL-USD | prearmed_depth_1p0 | bucket_1 | 8 | -1.44% | -0.18% | 75.00% | 0.15% |
| SOL-USD | prearmed_depth_1p0 | bucket_2 | 8 | -3.32% | -0.42% | 100.00% | -0.31% |
| SOL-USD | prearmed_depth_1p0 | bucket_3 | 7 | 2.59% | 0.38% | 85.71% | 0.13% |
| BTC-USD | prearmed_depth_1p0_plus_filters | bucket_1 | 5 | 1.25% | 0.25% | 80.00% | 0.04% |
| BTC-USD | prearmed_depth_1p0_plus_filters | bucket_2 | 5 | -2.22% | -0.44% | 100.00% | -0.33% |
| BTC-USD | prearmed_depth_1p0_plus_filters | bucket_3 | 4 | -4.37% | -1.10% | 100.00% | -0.53% |
| ETH-USD | prearmed_depth_1p0_plus_filters | bucket_1 | 1 | -4.46% | -4.46% | 100.00% | -1.45% |
| BTC-USD | prearmed_depth_1p25 | bucket_1 | 11 | 1.86% | 0.17% | 90.91% | -0.00% |
| BTC-USD | prearmed_depth_1p25 | bucket_2 | 11 | 1.47% | 0.14% | 81.82% | -0.04% |
| BTC-USD | prearmed_depth_1p25 | bucket_3 | 11 | -6.81% | -0.63% | 63.64% | 0.11% |
| ETH-USD | prearmed_depth_1p25 | bucket_1 | 10 | -7.28% | -0.74% | 90.00% | -0.11% |
| ETH-USD | prearmed_depth_1p25 | bucket_2 | 10 | -2.11% | -0.21% | 70.00% | -0.09% |
| ETH-USD | prearmed_depth_1p25 | bucket_3 | 9 | -1.75% | -0.18% | 77.78% | 0.31% |
| SOL-USD | prearmed_depth_1p25 | bucket_1 | 9 | -0.58% | -0.06% | 77.78% | 0.10% |
| SOL-USD | prearmed_depth_1p25 | bucket_2 | 8 | -4.49% | -0.57% | 100.00% | -0.29% |
| SOL-USD | prearmed_depth_1p25 | bucket_3 | 8 | 2.62% | 0.33% | 87.50% | 0.10% |
这条线的问题不是“稍微亏一点”，而是最好看的 pre-armed 子臂也没有稳定穿过时间维度。
更直白地说：`prearmed_depth_0p75` 和 `prearmed_depth_1p0` 都没有出现 2/3 正桶，说明它更像局部 pocket，而不是可以继续占 Scout fast lane 的稳定 admission layer。