本轮最小 clean replication 结论：park
RSRS overlay 没把当前 desk judgement 真正推过门槛：`6bps` 下相对 baseline 改善 -32.59%、trade retention≈97.50%、positive_asset_ratio≈0.00%、veto_hit_rate≈16.76%、sizeup_hit_rate≈46.10%；更像局部 sizing 噪声，不值得继续占主资源。
固定 BTC/ETH/SOL | 120d | 15m，本轮只比较 no_overlay / hard_veto / half_size_overlay / tiered_sizing_overlay，统一使用 signal 当根及之前数据 + next-bar open + no-overlap + hold 8 bars。
| variant | mean_total_return | total_return | trade_count | positive_asset_ratio |
|---|---|---|---|---|
| baseline | -0.10% | -84.37% | 881.00 | 33.33% |
| tiered_sizing_overlay | -0.14% | -116.96% | 859.00 | 0.00% |
| variant | cost_bps | mean_total_return | total_return | mean_trade_count | mean_position_size | mean_turnover | mean_early_fail_4bars | veto_hit_rate | sizeup_hit_rate | positive_asset_ratio |
|---|---|---|---|---|---|---|---|---|---|---|
| half_size_overlay | 6 | -0.12% | -102.20% | 859 | 0.92 | 1574.00 | 63.33% | 16.76% | 0.00% | 0.00% |
| hard_veto | 6 | -0.16% | -114.95% | 726 | 1.00 | 1452.00 | 63.91% | 0.00% | 0.00% | 0.00% |
| no_overlay | 6 | -0.10% | -84.37% | 881 | 1.00 | 1762.00 | 62.77% | 0.00% | 0.00% | 33.33% |
| tiered_sizing_overlay | 6 | -0.14% | -116.96% | 859 | 1.03 | 1772.00 | 63.33% | 16.76% | 46.10% | 0.00% |
| variant | cost_bps | asset | total_return | trade_count | avg_position_size | early_fail_4bars | veto_hit_rate | sizeup_hit_rate |
|---|---|---|---|---|---|---|---|---|
| half_size_overlay | 6 | BTC-USD | -49.03% | 274 | 0.91 | 66.79% | 18.98% | 0.00% |
| half_size_overlay | 6 | ETH-USD | -50.72% | 283 | 0.94 | 63.60% | 12.72% | 0.00% |
| half_size_overlay | 6 | SOL-USD | -2.45% | 302 | 0.91 | 59.93% | 18.54% | 0.00% |
| hard_veto | 6 | BTC-USD | -46.30% | 225 | 1.00 | 67.11% | 0.00% | 0.00% |
| hard_veto | 6 | ETH-USD | -54.89% | 251 | 1.00 | 65.34% | 0.00% | 0.00% |
| hard_veto | 6 | SOL-USD | -13.76% | 250 | 1.00 | 59.60% | 0.00% | 0.00% |
| no_overlay | 6 | BTC-USD | -48.98% | 282 | 1.00 | 65.96% | 0.00% | 0.00% |
| no_overlay | 6 | ETH-USD | -51.20% | 291 | 1.00 | 63.57% | 0.00% | 0.00% |
| no_overlay | 6 | SOL-USD | 15.82% | 308 | 1.00 | 59.09% | 0.00% | 0.00% |
| tiered_sizing_overlay | 6 | BTC-USD | -57.14% | 274 | 1.02 | 66.79% | 18.98% | 44.16% |
| tiered_sizing_overlay | 6 | ETH-USD | -59.02% | 283 | 1.06 | 63.60% | 12.72% | 49.82% |
| tiered_sizing_overlay | 6 | SOL-USD | -0.80% | 302 | 1.02 | 59.93% | 18.54% | 44.37% |
| variant | cost_bps | setup | total_return | trade_count | avg_position_size | early_fail_4bars | veto_hit_rate |
|---|---|---|---|---|---|---|---|
| half_size_overlay | 6 | breakout_short | -51.04% | 592 | 0.93 | 63.01% | 13.51% |
| half_size_overlay | 6 | ema_psar_long | -21.72% | 104 | 0.85 | 65.38% | 30.77% |
| half_size_overlay | 6 | fib_retest_long | -29.43% | 163 | 0.90 | 63.19% | 19.63% |
| hard_veto | 6 | breakout_short | -56.94% | 522 | 1.00 | 62.84% | 0.00% |
| hard_veto | 6 | ema_psar_long | -23.55% | 72 | 1.00 | 65.28% | 0.00% |
| hard_veto | 6 | fib_retest_long | -34.46% | 132 | 1.00 | 67.42% | 0.00% |
| no_overlay | 6 | breakout_short | -46.09% | 606 | 1.00 | 62.71% | 0.00% |
| no_overlay | 6 | ema_psar_long | -15.82% | 110 | 1.00 | 63.64% | 0.00% |
| no_overlay | 6 | fib_retest_long | -22.46% | 165 | 1.00 | 62.42% | 0.00% |
| tiered_sizing_overlay | 6 | breakout_short | -57.05% | 592 | 1.06 | 63.01% | 13.51% |
| tiered_sizing_overlay | 6 | ema_psar_long | -24.29% | 104 | 0.91 | 65.38% | 30.77% |
| tiered_sizing_overlay | 6 | fib_retest_long | -35.63% | 163 | 1.00 | 63.19% | 19.63% |
产物目录：reports/artifacts/scout_rank97_rsrs_right_skew_15m
Reader-facing reading 页：repo_scout / clean replication