生成时间：2026-03-19 21:30 UTC
desk verdict：park / evidence pool
一句话原因：short strict-CLV 只剩单一时间 pocket，long 侧各臂三桶全负；时间稳定性已把它打回 park。
short_clv080 只有 1/3 个正桶，最差桶 -9.32%。short_clv070_plus_volume 也只有 1/3 个正桶，最差桶 -11.75%。long_volume_only 与 long_volume_plus_clv 都是 0/3 正桶，说明 long 侧依旧没被时间维度救回来。| variant | time_bucket | mean_total_return | positive_asset_ratio | mean_trade_count | mean_net_ret_h4 | mean_win_rate_h4 | min_asset_return | max_asset_return |
|---|---|---|---|---|---|---|---|---|
| long_baseline | bucket_1 | -9.88% | 0.00% | 159.7 | -5.91 bps | 36.49% | -15.15% | -6.23% |
| long_baseline | bucket_2 | -27.66% | 0.00% | 159.7 | -20.45 bps | 30.35% | -31.70% | -23.10% |
| long_baseline | bucket_3 | -17.44% | 0.00% | 159.7 | -11.46 bps | 39.68% | -22.29% | -13.56% |
| long_volume_only | bucket_1 | -4.15% | 33.33% | 114.3 | -3.07 bps | 39.37% | -9.57% | 1.03% |
| long_volume_only | bucket_2 | -20.06% | 0.00% | 114.0 | -19.63 bps | 33.06% | -26.43% | -11.95% |
| long_volume_only | bucket_3 | -8.48% | 0.00% | 113.7 | -7.26 bps | 41.95% | -9.30% | -7.09% |
| long_volume_plus_clv | bucket_1 | -7.46% | 0.00% | 73.7 | -9.60 bps | 39.72% | -8.71% | -6.33% |
| long_volume_plus_clv | bucket_2 | -13.15% | 0.00% | 73.7 | -19.20 bps | 31.96% | -15.97% | -9.33% |
| long_volume_plus_clv | bucket_3 | -4.16% | 0.00% | 73.7 | -4.97 bps | 43.97% | -6.29% | -1.29% |
| short_baseline | bucket_1 | 5.54% | 66.67% | 165.3 | 3.45 bps | 39.37% | -8.54% | 17.39% |
| short_baseline | bucket_2 | -20.23% | 0.00% | 165.0 | -13.60 bps | 35.11% | -28.79% | -8.03% |
| short_baseline | bucket_3 | -11.90% | 33.33% | 164.7 | -7.52 bps | 39.35% | -27.96% | 1.26% |
| short_clv070_plus_volume | bucket_1 | 10.07% | 66.67% | 88.7 | 11.48 bps | 40.36% | -1.38% | 16.73% |
| short_clv070_plus_volume | bucket_2 | -11.75% | 0.00% | 88.3 | -13.48 bps | 34.16% | -16.83% | -8.29% |
| short_clv070_plus_volume | bucket_3 | -1.92% | 66.67% | 88.3 | -1.68 bps | 44.60% | -9.39% | 3.03% |
| short_clv080 | bucket_1 | 8.35% | 66.67% | 82.0 | 12.09 bps | 40.69% | -0.66% | 18.91% |
| short_clv080 | bucket_2 | -9.32% | 0.00% | 81.7 | -12.10 bps | 36.05% | -12.68% | -6.35% |
| short_clv080 | bucket_3 | -2.27% | 33.33% | 81.7 | -1.31 bps | 48.64% | -7.69% | 3.56% |
| asset | variant | time_bucket | trades | total_return | mean_net_ret_h4 | win_rate_h4 | avg_aligned_clv | avg_vol_ratio |
|---|---|---|---|---|---|---|---|---|
| BTCUSDT | long_baseline | bucket_1 | 168 | -15.15% | -9.49 bps | 35.12% | 76.57% | 2.93 |
| BTCUSDT | long_baseline | bucket_2 | 168 | -23.10% | -15.46 bps | 32.14% | 79.14% | 2.78 |
| BTCUSDT | long_baseline | bucket_3 | 168 | -16.48% | -10.36 bps | 39.29% | 75.37% | 2.84 |
| ETHUSDT | long_baseline | bucket_1 | 143 | -8.25% | -5.35 bps | 35.66% | 73.40% | 3.48 |
| ETHUSDT | long_baseline | bucket_2 | 143 | -31.70% | -26.44 bps | 23.78% | 73.44% | 3.18 |
| ETHUSDT | long_baseline | bucket_3 | 143 | -13.56% | -9.61 bps | 39.86% | 73.33% | 3.43 |
| SOLUSDT | long_baseline | bucket_1 | 168 | -6.23% | -2.90 bps | 38.69% | 79.21% | 2.48 |
| SOLUSDT | long_baseline | bucket_2 | 168 | -28.16% | -19.44 bps | 35.12% | 77.47% | 2.51 |
| SOLUSDT | long_baseline | bucket_3 | 168 | -22.29% | -14.43 bps | 39.88% | 75.19% | 2.55 |
| BTCUSDT | long_volume_only | bucket_1 | 115 | -9.57% | -8.37 bps | 36.52% | 74.91% | 3.96 |
| BTCUSDT | long_volume_only | bucket_2 | 115 | -11.95% | -10.90 bps | 37.39% | 76.14% | 3.42 |
| BTCUSDT | long_volume_only | bucket_3 | 115 | -9.05% | -7.81 bps | 40.87% | 74.52% | 3.59 |
| ETHUSDT | long_volume_only | bucket_1 | 115 | 1.03% | 1.65 bps | 40.00% | 72.00% | 4.11 |
| ETHUSDT | long_volume_only | bucket_2 | 115 | -26.43% | -26.36 bps | 26.96% | 72.10% | 3.82 |
| ETHUSDT | long_volume_only | bucket_3 | 114 | -9.30% | -8.01 bps | 41.23% | 73.00% | 3.84 |
| SOLUSDT | long_volume_only | bucket_1 | 113 | -3.91% | -2.49 bps | 41.59% | 77.23% | 3.33 |
| SOLUSDT | long_volume_only | bucket_2 | 112 | -21.79% | -21.64 bps | 34.82% | 74.85% | 3.20 |
| SOLUSDT | long_volume_only | bucket_3 | 112 | -7.09% | -5.96 bps | 43.75% | 74.51% | 3.18 |
| BTCUSDT | long_volume_plus_clv | bucket_1 | 78 | -7.35% | -9.31 bps | 41.03% | 85.95% | 4.08 |
| BTCUSDT | long_volume_plus_clv | bucket_2 | 78 | -9.33% | -12.42 bps | 35.90% | 86.91% | 3.09 |
| BTCUSDT | long_volume_plus_clv | bucket_3 | 78 | -6.29% | -7.79 bps | 41.03% | 85.25% | 3.40 |
| ETHUSDT | long_volume_plus_clv | bucket_1 | 69 | -6.33% | -8.47 bps | 36.23% | 85.17% | 4.30 |
| ETHUSDT | long_volume_plus_clv | bucket_2 | 69 | -15.97% | -24.83 bps | 27.54% | 84.43% | 3.51 |
| ETHUSDT | long_volume_plus_clv | bucket_3 | 69 | -1.29% | -1.15 bps | 44.93% | 82.90% | 3.73 |
| SOLUSDT | long_volume_plus_clv | bucket_1 | 74 | -8.71% | -11.01 bps | 41.89% | 86.55% | 3.44 |
| SOLUSDT | long_volume_plus_clv | bucket_2 | 74 | -14.13% | -20.35 bps | 32.43% | 84.50% | 2.88 |
| SOLUSDT | long_volume_plus_clv | bucket_3 | 74 | -4.89% | -5.98 bps | 45.95% | 84.00% | 3.32 |
| BTCUSDT | short_baseline | bucket_1 | 171 | -8.54% | -4.95 bps | 35.67% | 77.89% | 3.53 |
| BTCUSDT | short_baseline | bucket_2 | 170 | -8.03% | -4.43 bps | 35.88% | 79.95% | 3.82 |
| BTCUSDT | short_baseline | bucket_3 | 170 | -27.96% | -19.01 bps | 33.53% | 77.08% | 3.28 |
| ETHUSDT | short_baseline | bucket_1 | 146 | 7.77% | 5.79 bps | 41.10% | 74.67% | 3.88 |
| ETHUSDT | short_baseline | bucket_2 | 146 | -28.79% | -22.21 bps | 34.25% | 75.24% | 4.39 |
| ETHUSDT | short_baseline | bucket_3 | 145 | 1.26% | 1.24 bps | 42.07% | 74.14% | 3.67 |
| SOLUSDT | short_baseline | bucket_1 | 179 | 17.39% | 9.50 bps | 41.34% | 76.81% | 2.72 |
| SOLUSDT | short_baseline | bucket_2 | 179 | -23.86% | -14.16 bps | 35.20% | 77.22% | 3.56 |
| SOLUSDT | short_baseline | bucket_3 | 179 | -9.00% | -4.78 bps | 42.46% | 76.67% | 2.75 |
| BTCUSDT | short_clv070_plus_volume | bucket_1 | 92 | -1.38% | -1.11 bps | 35.87% | 86.49% | 4.06 |
| BTCUSDT | short_clv070_plus_volume | bucket_2 | 92 | -10.12% | -11.00 bps | 36.96% | 89.50% | 4.26 |
| BTCUSDT | short_clv070_plus_volume | bucket_3 | 92 | -9.39% | -10.36 bps | 41.30% | 85.33% | 3.71 |
| ETHUSDT | short_clv070_plus_volume | bucket_1 | 82 | 16.73% | 19.92 bps | 43.90% | 83.38% | 4.29 |
| ETHUSDT | short_clv070_plus_volume | bucket_2 | 82 | -16.83% | -21.16 bps | 29.27% | 86.58% | 4.12 |
| ETHUSDT | short_clv070_plus_volume | bucket_3 | 82 | 3.03% | 4.06 bps | 46.34% | 83.10% | 3.73 |
| SOLUSDT | short_clv070_plus_volume | bucket_1 | 92 | 14.88% | 15.64 bps | 41.30% | 85.35% | 3.34 |
| SOLUSDT | short_clv070_plus_volume | bucket_2 | 91 | -8.29% | -8.30 bps | 36.26% | 85.73% | 4.02 |
| SOLUSDT | short_clv070_plus_volume | bucket_3 | 91 | 0.59% | 1.28 bps | 46.15% | 83.68% | 3.24 |
| BTCUSDT | short_clv080 | bucket_1 | 94 | -0.66% | -0.31 bps | 38.30% | 90.43% | 3.16 |
| BTCUSDT | short_clv080 | bucket_2 | 94 | -8.94% | -9.29 bps | 36.17% | 92.73% | 3.48 |
| BTCUSDT | short_clv080 | bucket_3 | 94 | -7.69% | -8.17 bps | 41.49% | 88.90% | 3.23 |
| ETHUSDT | short_clv080 | bucket_1 | 63 | 18.91% | 28.54 bps | 44.44% | 88.27% | 3.64 |
| ETHUSDT | short_clv080 | bucket_2 | 63 | -12.68% | -20.57 bps | 33.33% | 90.93% | 3.76 |
| ETHUSDT | short_clv080 | bucket_3 | 63 | 3.56% | 6.55 bps | 55.56% | 88.85% | 3.31 |
| SOLUSDT | short_clv080 | bucket_1 | 89 | 6.80% | 8.03 bps | 39.33% | 89.57% | 2.42 |
| SOLUSDT | short_clv080 | bucket_2 | 88 | -6.35% | -6.45 bps | 38.64% | 89.87% | 3.33 |
| SOLUSDT | short_clv080 | bucket_3 | 88 | -2.69% | -2.32 bps | 48.86% | 89.66% | 2.48 |
| variant | overall_mean_avg_net_ret_h4 | overall_positive_asset_ratio | overall_trade_count_retention | overall_mean_trades | positive_bucket_count | min_bucket_return | max_bucket_return | bucket_return_spread | worst_bucket_positive_asset_ratio | worst_bucket |
|---|---|---|---|---|---|---|---|---|---|---|
| long_volume_only | -9.98 bps | 0.00% | 71.83% | 342.0 | 0 | -20.06% | -4.15% | 15.91% | 0.00% | bucket_2 |
| long_volume_plus_clv | -11.26 bps | 0.00% | 46.24% | 221.0 | 0 | -13.15% | -4.16% | 8.99% | 0.00% | bucket_2 |
| short_clv070_plus_volume | -1.21 bps | 66.67% | 53.78% | 265.3 | 1 | -11.75% | 10.07% | 21.82% | 0.00% | bucket_2 |
| short_clv080 | -0.43 bps | 33.33% | 49.26% | 245.3 | 1 | -9.32% | 8.35% | 17.68% | 0.00% | bucket_2 |