生成时间：2026-03-19 19:53 UTC
Rank 98 = park：Fib zone 虽比 exact 好一点，但 placebo zone 也差不多，当前不值得继续占 Scout 主资源。
更诚实的做法是把 Fib 降级成坐标系 / 回踩 scaffold，把真正的 edge 继续放回 volume、trend、failure path。
| variant | mean_total_return | positive_asset_ratio | mean_trades | mean_post_cost_expectancy | mean_hold_4bars_rate | mean_false_rebreak_4bars_rate | mean_fail_close_rate |
|---|---|---|---|---|---|---|---|
| fib_exact | 3.66% | 66.67% | 24.0 | 0.16% | 32.12% | 67.88% | 74.55% |
| fib_zone_015 | 3.40% | 66.67% | 24.3 | 0.15% | 31.92% | 68.08% | 74.70% |
| fib_zone_030 | 3.36% | 66.67% | 24.7 | 0.15% | 31.73% | 68.27% | 74.84% |
| placebo_zone_mean | 4.75% | 100.00% | 66.2 | 0.09% | 52.08% | 47.92% | 57.43% |
| asset | variant | total_return | trades | post_cost_expectancy | hold_4bars_rate | false_rebreak_4bars_rate | fail_close_rate |
|---|---|---|---|---|---|---|---|
| BTC-USD | fib_exact | -0.57% | 25 | -0.02% | 16.00% | 84.00% | 88.00% |
| ETH-USD | fib_exact | 0.20% | 25 | 0.01% | 44.00% | 56.00% | 72.00% |
| SOL-USD | fib_exact | 11.36% | 22 | 0.50% | 36.36% | 63.64% | 63.64% |
| BTC-USD | fib_zone_015 | -1.35% | 26 | -0.05% | 15.38% | 84.62% | 88.46% |
| ETH-USD | fib_zone_015 | 0.20% | 25 | 0.01% | 44.00% | 56.00% | 72.00% |
| SOL-USD | fib_zone_015 | 11.36% | 22 | 0.50% | 36.36% | 63.64% | 63.64% |
| BTC-USD | fib_zone_030 | -1.47% | 27 | -0.05% | 14.81% | 85.19% | 88.89% |
| ETH-USD | fib_zone_030 | 0.20% | 25 | 0.01% | 44.00% | 56.00% | 72.00% |
| SOL-USD | fib_zone_030 | 11.36% | 22 | 0.50% | 36.36% | 63.64% | 63.64% |
| BTC-USD | placebo_zone_mean | 2.20% | 63 | 0.07% | 50.51% | 49.49% | 58.02% |
| ETH-USD | placebo_zone_mean | 0.18% | 65 | 0.03% | 52.50% | 47.50% | 56.78% |
| SOL-USD | placebo_zone_mean | 11.86% | 71 | 0.17% | 53.24% | 46.76% | 57.48% |
| ratio | mean_total_return | positive_asset_ratio | mean_trades | mean_post_cost_expectancy | mean_hold_4bars_rate | mean_false_rebreak_4bars_rate | cost_bps_per_side |
|---|---|---|---|---|---|---|---|
| 0.416 | 40.11% | 100.00% | 94.0 | 0.37% | 76.60% | 23.40% | 6.00 |
| 0.437 | 30.76% | 100.00% | 88.0 | 0.31% | 72.73% | 27.27% | 6.00 |
| 0.352 | 27.80% | 100.00% | 111.0 | 0.23% | 83.78% | 16.22% | 6.00 |
| 0.450 | 26.95% | 100.00% | 86.0 | 0.28% | 70.93% | 29.07% | 6.00 |
| 0.469 | 19.52% | 100.00% | 77.0 | 0.24% | 66.23% | 33.77% | 6.00 |
| 0.533 | 17.00% | 100.00% | 53.0 | 0.30% | 47.17% | 52.83% | 6.00 |
| 0.332 | 16.86% | 100.00% | 116.0 | 0.14% | 84.48% | 15.52% | 6.00 |
| 0.319 | 16.63% | 100.00% | 118.0 | 0.14% | 84.75% | 15.25% | 6.00 |
| 0.300 | 13.84% | 100.00% | 134.0 | 0.10% | 85.82% | 14.18% | 6.00 |
| 0.189 | 11.63% | 100.00% | 172.0 | 0.07% | 91.28% | 8.72% | 6.00 |
| 0.548 | 11.28% | 100.00% | 49.0 | 0.22% | 42.86% | 57.14% | 6.00 |
| 0.564 | 10.46% | 100.00% | 41.0 | 0.25% | 41.46% | 58.54% | 6.00 |