生成时间:2026-03-16 20:23 UTC | 本页延续 `clean_room_spec_v1.csv`,用 Rank 1 已有的 Binance 120d 15m cache,给 Rank 2 一个最小本地 first verdict。
hard verdict:combo_all 同时改善了跨资产收益与假突破率,可作为 Rank 2 的继续复核版本;但当前仍只配进入下一轮更正式复核,不直接宣布 tiny-live ready。
已新增可直接执行的 refresh writeback 种子页:writeback_seed_report.html。
对应 artifact:reports/artifacts/scout_volume_supportflip_higherlow_15m/combo_all_narrow_paper_pilot_refresh_writeback_seed_rows.csv | 用途是把 weekly review 结果直接接成可写回的巡检节奏,而不是继续写抽象说明。
已把 Rank 2 当前真实存在的 weekly review need 压成可直接 append 的 writeback rows:weekly_review_writeback_seed.html。
对应 artifact:reports/artifacts/scout_volume_supportflip_higherlow_15m/combo_all_narrow_paper_pilot_weekly_review_writeback_seed.csv | 这一步把 ETH/SOL 的 green weekly review 与 BTC 的 red-watch hold 一起写成可续写行,不再只停留在 seed / snapshot 描述层。
已把 ledger template、refresh seed、weekly review seed 和 writeback seed 合并成可直接 append 的 continuity snapshot:continuity_snapshot_report.html。
对应 artifact:reports/artifacts/scout_volume_supportflip_higherlow_15m/combo_all_narrow_paper_pilot_continuity_snapshot.csv | 这一步不再只是说明“能写回”,而是直接把每条资产腿当前处于 append_ready_green 还是 blocked_by_red_watch 的账本快照落成 reader-facing 页面。
Binance 120d 15m(沿用 Rank 1 本地 cache)BTC-USD, ETH-USD, SOL-USDEMA20 > EMA50 只做多,反之只做空Donchian(20) + 0.05 ATRraw_breakout、volume_only、support_flip_only、higher_low_only、combo_allnext-bar open | 1 ATR stop | 2 ATR target | 8-bar time stop | 6bps/sidereports/artifacts/scout_volume_supportflip_higherlow_15m/clean_room_spec_v1.csv已把 continuity snapshot 再推进到一份可 append 的 refresh history 种子链:refresh_history_report.html。
对应 artifact:reports/artifacts/scout_volume_supportflip_higherlow_15m/combo_all_narrow_paper_pilot_refresh_history.csv | 这一步不再只是说明“现在处于什么状态”,而是把第一版 history row 真正落成可续写的 paper-only 历史链。
| variant | assets_tested | positive_assets | positive_asset_ratio | mean_total_return | median_total_return | mean_max_drawdown | mean_false_break_ratio | mean_retest_hold_rate | mean_time_to_failure_bars | mean_signal_delay_bars | mean_trades | mean_win_rate |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| combo_all | 3.00 | 2.00 | 66.67% | 2.33% | 3.90% | -1.46% | 6.67% | 100.00% | 8.47 | 9.36 | 6.7 | 44.88% |
| higher_low_only | 3.00 | 2.00 | 66.67% | 1.67% | 2.53% | -3.50% | 1.67% | 29.65% | 8.87 | 8.97 | 23.3 | 47.14% |
| support_flip_only | 3.00 | 0.00 | 0.00% | -18.29% | -18.75% | -22.06% | 55.47% | 100.00% | 4.35 | 1.65 | 211.3 | 35.41% |
| volume_only | 3.00 | 0.00 | 0.00% | -37.64% | -39.28% | -41.60% | 47.49% | 46.59% | 4.96 | 0.00 | 379.7 | 32.95% |
| raw_breakout | 3.00 | 0.00 | 0.00% | -39.72% | -38.16% | -43.27% | 48.83% | 47.47% | 4.87 | 0.00 | 409.0 | 32.73% |
artifact:reports/artifacts/scout_volume_supportflip_higherlow_15m/variant_aggregate.csv
friction recheck:`combo_all` 在 10/15/20bps per side 下仍保持正的跨资产平均收益;当前更像值得继续做轻量 forward 复核的 confirmation challenger。
| variant | cost_bps_per_side | mean_total_return | mean_false_break_ratio | positive_asset_ratio | mean_trades | mean_signal_delay_bars |
|---|---|---|---|---|---|---|
| raw_breakout | 6 | -39.72% | 48.83% | 0.00% | 409.0 | 0.00 |
| higher_low_only | 6 | 1.67% | 1.67% | 66.67% | 23.3 | 8.97 |
| combo_all | 6 | 2.33% | 6.67% | 66.67% | 6.7 | 9.36 |
| raw_breakout | 10 | -56.52% | 48.83% | 0.00% | 409.0 | 0.00 |
| higher_low_only | 10 | -0.22% | 1.67% | 66.67% | 23.3 | 8.97 |
| combo_all | 10 | 1.78% | 6.67% | 66.67% | 6.7 | 9.36 |
| raw_breakout | 15 | -71.10% | 48.83% | 0.00% | 409.0 | 0.00 |
| higher_low_only | 15 | -2.52% | 1.67% | 0.00% | 23.3 | 8.97 |
| combo_all | 15 | 1.10% | 6.67% | 66.67% | 6.7 | 9.36 |
| raw_breakout | 20 | -80.79% | 48.83% | 0.00% | 409.0 | 0.00 |
| higher_low_only | 20 | -4.78% | 1.67% | 0.00% | 23.3 | 8.97 |
| combo_all | 20 | 0.42% | 6.67% | 66.67% | 6.7 | 9.36 |
artifact:reports/artifacts/scout_volume_supportflip_higherlow_15m/combo_all_friction_ladder.csv | 这里只做成本敏感性快检,不引入新 bar,也不把它误写成 forward 证据。
shadow-readiness dry-check:`combo_all` 已通过最小 trade-count / friction / false-break 快筛,当前可继续保留为 keep-narrower shadow-candidate;但样本仍偏窄,暂不进入 shadow-admission。
| gate | status | actual | threshold | why_it_matters |
|---|---|---|---|---|
| base_post_cost_return | pass | 2.33% | > 0% @ 6bps/side | 先确认它不是只靠名义收益好看,而是基础成本口径下仍有正的跨资产平均回报。 |
| friction_15bps_hold | pass | 1.10% | > 0% @ 15bps/side | 若 15bps 就转负,这条 guard 更像纸面优势,不值得继续往 shadow 方向推进。 |
| cross_asset_floor | pass | 66.67% | >= 66.67% positive assets | 先要求至少 2/3 币种为正,避免单一幸运资产把整个候选误推成 desk 级 challenger。 |
| trade_count_floor | pass | 6.7 | >= 5 mean trades / asset | 先排除‘只靠极少数偶然交易’的假阳性,至少让样本有最小 trade-count 支撑。 |
| false_break_guard | pass | 6.67% | <= 10% false-break ratio | Scout 当前是 breakout confirmation guard shortlist,假突破压不住就不该进入后续影子观察。 |
| shadow_admission_scope | fail | 120d / 15m / 3 assets;positive_assets=2/3;20bps 仍正但样本偏窄 | 需要更宽样本或更正式 continuity/shadow gate 授权 | 即便前几道快筛通过,它现在也只够当 keep-narrower shadow-candidate,不够直接升为 shadow-admission-ready。 |
| friction_20bps_watch | watch | 0.42% | > 0% @ 20bps/side(非硬门槛,偏加分项) | 20bps 不是当前硬门槛,但若还能守正,说明它至少没有被更现实一点的成本立即击穿。 |
artifact:reports/artifacts/scout_volume_supportflip_higherlow_15m/combo_all_shadow_readiness_drycheck.csv | 这张卡只回答“值不值得继续保留为 shadow-candidate”,不等于已经拿到 shadow-admission / tiny-live 准入。
trade-count honesty:`combo_all` 的最小交易数与月度分布够支撑 keep-narrower 读法,但交易节奏仍偏稀疏,暂不适合把它升格成 shadow-admission-ready。
| gate | status | actual | threshold | why_it_matters |
|---|---|---|---|---|
| min_asset_trade_floor | pass | min asset trades = 5 | >= 5 trades on every asset | 避免 combo_all 只是靠单一币种偶然命中;至少每个币种都要有最小交易数。 |
| asset_concentration_watch | pass | 40.00% | <= 50% of all trades from one asset | 若大部分交易都堆在单一资产,desk 读法就更像偏科 lucky pocket,而不是跨资产 guard。 |
| calendar_breadth_floor | pass | min active months per asset = 3 | >= 3 active months on every asset | 至少要跨过几个月份,避免所有交易只挤在很短的局部 regime。 |
| side_balance_watch | pass | 71.43% | <= 75% one-sided within any asset | 如果某个资产几乎只剩单边交易,后续 continuity / shadow 读法会更脆弱。 |
| idle_gap_guard | fail | 58.6 days | <= 45d max gap between combo_all trades per asset | 若交易节奏里出现过长空窗,就说明它更像稀疏机会 pocket,不够支撑 continuity-week / shadow cadence。 |
artifact:reports/artifacts/scout_volume_supportflip_higherlow_15m/combo_all_trade_count_honesty.csv | 这张卡只检查交易分布与空窗是否够诚实,不引入新 bar,也不把 cadence 检查误写成 shadow 放行。
time stability:`combo_all` 在 3 段历史时间窗里有 2 段守住正向,但最早窗口仍是三资产同步偏弱的负 pocket,当前更像 one-more-light-check,而不是可直接升为 paper candidate。
| gate | status | actual | threshold | why_it_matters |
|---|---|---|---|---|
| positive_bucket_floor | pass | 2/3 positive time buckets | >= 2 positive buckets out of 3 | 至少要有多数时间窗口仍为正,避免候选只靠单段 regime 撑住 headline。 |
| bucket_trade_floor | pass | min bucket trades = 6 | >= 5 trades in every time bucket | 时间稳定性不能只建立在极少数窗口内 1~2 笔交易上。 |
| bucket_asset_coverage | fail | min assets present = 2/3 | all 3 assets should appear in every time bucket | 若某个时间窗口已经退化成少数资产独撑,时间稳定性读法会明显变弱。 |
| false_break_time_guard | fail | 33.33% | <= 10% max false-break ratio across buckets | 若某个时间窗口假突破突然抬升,就说明这个 guard 更像局部 lucky patch。 |
| worst_bucket_return_watch | watch | early mean_asset_return=-1.34%; positive_assets=0/3 | worst bucket ideally > -1.00% mean asset return | 即便多数 bucket 为正,只要最差窗口是三资产齐跌的负 pocket,就还不足以把它写成 paper-candidate-ready。 |
artifact:reports/artifacts/scout_volume_supportflip_higherlow_15m/combo_all_time_stability_drycheck.csv | 这张卡只用现有历史交易按时间切 3 段,回答它是不是明显依赖单一 regime;不是新的 forward continuity,也不是 paper 放行。
cross-asset stability:`combo_all` 目前仍是 2/3 资产为正的窄范围 paper candidate,但 BTC 这条腿仍偏弱,当前更像 keep-narrower / one-more-light-check,而不是可直接升格。
| gate | status | actual | threshold | why_it_matters |
|---|---|---|---|---|
| positive_asset_floor | pass | 2/3 assets positive | >= 2 positive assets out of 3 | Scout 的跨标的稳定性至少要做到:不是只靠单一币种把候选硬撑成 paper candidate。 |
| min_asset_trade_floor | pass | min asset trades = 5 | >= 5 trades on every asset | 跨标的判断要建立在每个币种都有最小样本,而不是某个资产只有一两笔偶然命中。 |
| worst_asset_return_watch | watch | BTC-USD total_return=-1.15%; false_break_ratio=20.00% | worst asset ideally > -1.00% total return | 即便多数资产为正,只要最弱资产已经转成明显负 pocket,就还不能把跨标的稳定性写得太满。 |
| false_break_dispersion_watch | watch | 20.00% | <= 15% max-min false-break spread across assets | 若不同币种的假突破率分化很大,说明这条 guard 更像 selective pocket,而不是均匀可迁移。 |
| drawdown_floor | pass | -2.31% | > -3.00% worst asset max drawdown | 跨标的候选不需要每个币种都完美,但至少不该在最弱资产上立刻塌成深坑。 |
| btc_weak_pocket_note | info | BTC-USD 当前是最弱 pocket;ETH/SOL 为正,但 BTC total_return 约 -1.15%、false_break_ratio 约 20% | reader-facing note | 把当前跨标的弱点直接写明,避免 desk 只盯总体均值而忽略 BTC 这条最先失真的腿。 |
artifact:reports/artifacts/scout_volume_supportflip_higherlow_15m/combo_all_cross_asset_stability_drycheck.csv | 这张卡只回答三条币种腿是否同时站得住;不是新的时间切片,也不是 live 放行。
parameter stability:`combo_all` 在本地小参数邻域里大体还能站住,但若最差近邻已明显翻负或跨资产地板守不住,就仍更适合停在 one-more-light-check。
| gate | status | actual | threshold | why_it_matters |
|---|---|---|---|---|
| positive_neighbor_floor | pass | 7/7 configs positive | >= 5 positive configs across local parameter neighborhood | 参数稳定性至少要做到:稍微收紧/放宽量能、回踩窗口、结构窗口后,候选不会立刻整体翻负。 |
| cross_asset_neighbor_floor | pass | 6/7 configs keep >=2/3 positive assets | >= 5 configs keep cross-asset floor | 不能只靠一组精确参数和单一资产 pocket 才成立;邻域内至少多数配置要继续保持跨资产正向。 |
| trade_count_neighbor_floor | pass | min mean trades / asset = 4.3 | >= 4 mean trades / asset on every neighbor config | 若某些近邻参数让交易数瞬间塌到几乎没有,这条线更像脆弱调参口袋,不像可部署候选。 |
| false_break_neighbor_guard | pass | 8.47% | <= 10% max false-break ratio across neighbor configs | 参数轻微变动后若假突破明显回升,说明 guard 改善不稳,不能诚实地写成 paper candidate。 |
| worst_neighbor_return_watch | pass | vol1.2_flip2_swing6 mean_total_return=0.03%; positive_assets=1/3 | worst neighbor ideally > -1.00% mean total return | 即便多数近邻不死,也要防止最差近邻出现明显翻负 pocket,提示这条线仍偏 sample-bound。 |
| best_neighbor_snapshot | info | vol1.2_flip3_swing5 mean_total_return=3.37%; false_break_ratio=8.33%; mean_trades=4.3 | reference only | 记录当前邻域内最强配置,方便 desk 判断是否只是 base 参数独好,还是邻域本身仍有一定韧性。 |
artifact:reports/artifacts/scout_volume_supportflip_higherlow_15m/combo_all_parameter_stability_drycheck.csv | 这张卡只看 base 参数附近的小邻域(量能阈值 / 回踩窗口 / 结构窗口),避免把单点调参 pocket 误写成 paper candidate。
paper candidate admission:`combo_all` 已满足进入窄范围 paper candidate pool 的最小条件,但必须保留 `one more light check` 标签,且不得偷升格成 Live Seat / tiny-live。
| gate | status | actual | threshold | why_it_matters |
|---|---|---|---|---|
| clean_replication | pass | 本地 clean replication 已跑通:Binance 120d / 15m / BTC+ETH+SOL,variant_aggregate 与 trades.csv 已生成 | 本地最小复现可重跑 | 先确认它不是停留在来源摘要,而是已经有可复现的本地实现与产物。 |
| rule_honesty_guard | pass | trade on = EMA20>EMA50 + Donchian breakout + 放量 + support-flip + higher-low;trade off = 不满足确认 / next-bar open 执行 / 1 ATR stop / 2 ATR target / 8 bars | 规则能明确写成 trade on / trade off | paper candidate 至少要有清楚、可交接的执行规则,而不是靠模糊 discretionary 解释。 |
| lookahead_repaint_guard | pass | higher-low 使用右侧确认,信号统一按 next-bar open 进场;当前实现未依赖 future label 回填 | 无明显 lookahead / repaint / data leakage | 若守不住因果诚实性,就不该进入任何 paper candidate pool。 |
| light_pack_survival | pass | base=2.33%; 15bps=1.10%; positive_asset_ratio=66.67%; parameter neighbors=7/7 positive | 基础快筛与 Light Stability Pack 没有把候选判死 | 只要 replication 已跑通、稳定性没有判死,就应更偏向进入 paper candidate pool,而不是继续无限研究。 |
| paper_candidate_scope | pass | 仅限窄范围 paper candidate:combo_all / 15m / BTC+ETH+SOL / paper pool;禁止偷写成 Live Seat 或 tiny-live ready | scope 必须收紧且 reader-facing 可解释 | 当前证据只够支持窄范围 paper candidate,不够支持更大 scope 或实盘升格。 |
| minimal_ledger_monitoring | pass | 最小记账/监控应记录:signal_ts、asset、side、entry/exit、cost、false_break_flag、idle_gap_watch、weekly pocket review | paper candidate 至少能写清楚最小 ledger / monitoring 接口 | 进入 paper candidate pool 不是空口 verdict,至少要能落成后续 paper plumbing 的最小接口。 |
| key_blocker_to_clear | watch | idle_gap_guard=fail(max gap 58.6d);time_false_break_guard=fail;early bucket≈-1.34%, 0/3 positive | 保留 one more light check 标签,先清时间 pocket / cadence 弱点 | 这决定它当前只配做窄范围 paper candidate,而不是立刻升格成更大 scope 的 running paper 或 tiny-live 候选。 |
artifact:reports/artifacts/scout_volume_supportflip_higherlow_15m/combo_all_paper_candidate_admission_memo.csv | 这张卡回答的是:它是否已经满足进入窄范围 paper candidate pool 的最小条件;不是 Live Seat / tiny-live 放行单。
paper candidate monitoring:已把 Rank 2 的最小 ledger / monitoring 接口压成可复用 board;它现在可以更诚实地接入 paper-candidate 级别的记账与巡检,但仍只服务窄范围 paper pool。
| component | status | minimum_rule | default_fields | why_it_matters |
|---|---|---|---|---|
| scope_lock | pass | 只允许 `combo_all / 15m / BTC+ETH+SOL / paper_candidate_pool / one_more_light_check`;不得改写成 live / tiny-live / wider-universe。 | candidate_id, scope_tag, asset_universe, timeframe, verdict_tag | 先把 Rank 2 的准入范围锁死,避免 paper candidate 与 live challenger 混写。 |
| signal_ledger | pass | 每条信号必须能追溯 breakout -> confirmation -> next-bar open entry/exit;至少保留一条可审计 paper row。 | signal_ts, breakout_ts, asset, side, entry_ts, exit_ts, entry_price, exit_price, cost_bps, hold_bars | paper candidate 不是一句 verdict;后续若接 paper plumbing,至少要能按同一口径记账和复盘。 |
| false_break_watch | pass | 每周至少复核一次 false_break pocket;若单周 false_break_ratio > 10%,继续保留 one_more_light_check,不得偷升格。 | false_break_flag, false_break_ratio_weekly, failure_bar_count, review_week | Rank 2 的价值核心是压假突破;这条监控必须单独外显,而不是混在总收益里。 |
| idle_gap_watch | watch | 沿用 cadence guard:任一资产若连续空窗 > 45d,必须记 red watch;当前历史样本最大 gap 为 58.6 days。 | last_trade_ts, days_since_last_trade, idle_gap_status, operator_note | 当前最主要弱点不是收益 headline,而是交易节奏过稀;不把 idle-gap 单列,后续很容易把 candidate 写得过满。 |
| time_pocket_review | watch | 每次周报都要回看 early/mid/late pocket;若再次出现类似 early bucket 的三资产同步偏弱 pocket,则维持 paper_candidate only。 | review_slice, mean_asset_return, positive_assets, max_false_break_ratio, pocket_status | 当前 blocker 之一就是时间稳定性弱 pocket;必须把它变成固定 review 栏,而不是日志里提过就算。 |
| promotion_boundary | pass | 这张板只服务 paper candidate;若要进 shadow / tiny-live,必须另拿新证据,不得用本表直接越级放行。 | eligible_next_stage, blocker_summary, reopen_condition | 当前 board 明确要求 Live Seat 保持暂空;因此任何 monitoring 接口都必须自带升级边界。 |
artifact:reports/artifacts/scout_volume_supportflip_higherlow_15m/combo_all_paper_candidate_monitoring_board.csv | 这张卡不新增 alpha 证据,只把 Rank 2 进入窄范围 paper candidate 后必须复用的记账 / 巡检接口锁成单独 board。
narrow paper pilot ledger:已把 Rank 2 从‘只有 monitoring board’继续压成可直接复用的 3-asset paper ledger template;后续若继续认领它,默认应沿这张账本做 refresh / review,而不是再补 closeout 近义卡。
| candidate_id | scope_tag | asset | timeframe | venue_mode | signal_family | signal_ts_utc | breakout_ts_utc | entry_ts_utc | exit_ts_utc | entry_price | exit_price | cost_bps_roundtrip | hold_bars | false_break_flag | days_since_last_trade | review_slice | weekly_review_status | operator_action | promotion_boundary |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| rank2_combo_all | narrow_paper_pilot_approved | BTC-USD | 15m | paper_binance_spot | volume_supportflip_higherlow_combo_all | <fill_on_signal> | <source_breakout_bar> | <next_bar_open_ts> | <fill_on_exit> | <fill> | <fill> | 12 | <fill> | <0_or_1> | <fill_current_gap> | early/mid/late | green|yellow|red | log_signal_then_weekly_review | paper_only_until_new_evidence |
| rank2_combo_all | narrow_paper_pilot_approved | ETH-USD | 15m | paper_binance_spot | volume_supportflip_higherlow_combo_all | <fill_on_signal> | <source_breakout_bar> | <next_bar_open_ts> | <fill_on_exit> | <fill> | <fill> | 12 | <fill> | <0_or_1> | <fill_current_gap> | early/mid/late | green|yellow|red | log_signal_then_weekly_review | paper_only_until_new_evidence |
| rank2_combo_all | narrow_paper_pilot_approved | SOL-USD | 15m | paper_binance_spot | volume_supportflip_higherlow_combo_all | <fill_on_signal> | <source_breakout_bar> | <next_bar_open_ts> | <fill_on_exit> | <fill> | <fill> | 12 | <fill> | <0_or_1> | <fill_current_gap> | early/mid/late | green|yellow|red | log_signal_then_weekly_review | paper_only_until_new_evidence |
artifact:reports/artifacts/scout_volume_supportflip_higherlow_15m/combo_all_narrow_paper_pilot_ledger_template.csv | 这张卡不改变 Rank 2 的 alpha verdict,只把当前已批准的 narrow paper pilot 压成可直接落账的最小模板。
narrow paper refresh seed:已从现有 combo_all 历史交易里抽出每个资产最新一条可回放 seed row;后续可直接用这组 row 做 paper ledger refresh / review 演练,而不需要再写抽象接线说明。
| candidate_id | scope_tag | asset | timeframe | source_variant | signal_ts_utc | breakout_ts_utc | entry_ts_utc | exit_ts_utc | entry_price | exit_price | hold_bars | cost_bps_roundtrip | net_ret | false_break_flag | exit_reason | seed_row_role |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| rank2_combo_all | narrow_paper_pilot_approved | BTC-USD | 15m | combo_all | 2026-01-31T16:00:00Z | 2026-01-31T14:00:00Z | 2026-01-31T16:15:00Z | 2026-01-31T16:15:00Z | 80992.4800 | 81457.3143 | 1 | 12 | -0.69% | 0 | atr_stop | latest_combo_all_replay_seed |
| rank2_combo_all | narrow_paper_pilot_approved | ETH-USD | 15m | combo_all | 2026-03-06T17:30:00Z | 2026-03-06T14:30:00Z | 2026-03-06T17:45:00Z | 2026-03-06T18:00:00Z | 1959.7000 | 1975.5136 | 2 | 12 | -0.92% | 0 | atr_stop | latest_combo_all_replay_seed |
| rank2_combo_all | narrow_paper_pilot_approved | SOL-USD | 15m | combo_all | 2026-03-03T10:00:00Z | 2026-03-03T08:00:00Z | 2026-03-03T10:15:00Z | 2026-03-03T10:45:00Z | 83.8900 | 84.4457 | 3 | 12 | -0.78% | 0 | atr_stop | latest_combo_all_replay_seed |
artifact:reports/artifacts/scout_volume_supportflip_higherlow_15m/combo_all_narrow_paper_pilot_refresh_seed_rows.csv | 这张卡复用现有历史样本,把每个资产最新一条 combo_all 交易压成可回放 refresh seed row,服务后续 paper review。
narrow paper weekly review seed:已把 Rank 2 的 refresh seed 继续压成按资产可复用的 weekly review rows;后续可以直接沿这张 review seed 做红黄绿巡检,而不是再写抽象 monitoring 近义说明。
| asset | timeframe | sample_end_utc | last_trade_exit_ts_utc | days_since_last_trade | lifetime_total_return | lifetime_false_break_ratio | weekly_review_status | primary_watch | operator_action | promotion_boundary |
|---|---|---|---|---|---|---|---|---|---|---|
| BTC-USD | 15m | 2026-03-06T18:00:00Z | 2026-01-31T16:15:00Z | 34.1 | -1.15% | 20.00% | red | false_break_watch | carry_red_watch_or_log_green_review | paper_only_until_new_evidence |
| ETH-USD | 15m | 2026-03-06T18:00:00Z | 2026-03-06T18:00:00Z | 0.0 | 3.90% | 0.00% | green | routine_weekly_review | carry_red_watch_or_log_green_review | paper_only_until_new_evidence |
| SOL-USD | 15m | 2026-03-06T18:00:00Z | 2026-03-03T10:45:00Z | 3.3 | 4.22% | 0.00% | green | routine_weekly_review | carry_red_watch_or_log_green_review | paper_only_until_new_evidence |
artifact:reports/artifacts/scout_volume_supportflip_higherlow_15m/combo_all_narrow_paper_pilot_weekly_review_seed_rows.csv | 这张卡沿 refresh seed 继续压成按资产可复用的 weekly review rows,直接服务 red/yellow/green 巡检与 operator writeback。
| asset | variant | trades | total_return | max_drawdown | false_break_ratio | retest_hold_rate | avg_time_to_failure_bars | avg_signal_delay_bars | win_rate |
|---|---|---|---|---|---|---|---|---|---|
| BTC-USD | combo_all | 5 | -1.15% | -1.15% | 20.00% | 100.00% | 7.40 | 8.80 | 40.00% |
| ETH-USD | combo_all | 7 | 3.90% | -0.92% | 0.00% | 100.00% | 9.00 | 10.29 | 57.14% |
| SOL-USD | combo_all | 8 | 4.22% | -2.31% | 0.00% | 100.00% | 9.00 | 9.00 | 37.50% |
| BTC-USD | higher_low_only | 20 | -0.72% | -2.71% | 5.00% | 25.00% | 8.60 | 8.75 | 45.00% |
| ETH-USD | higher_low_only | 22 | 3.18% | -3.11% | 0.00% | 31.82% | 9.00 | 9.45 | 50.00% |
| SOL-USD | higher_low_only | 28 | 2.53% | -4.68% | 0.00% | 32.14% | 9.00 | 8.71 | 46.43% |
| BTC-USD | raw_breakout | 420 | -45.59% | -47.81% | 48.81% | 50.24% | 4.87 | 0.00 | 30.71% |
| ETH-USD | raw_breakout | 388 | -35.39% | -40.44% | 46.13% | 45.62% | 5.04 | 0.00 | 34.79% |
| SOL-USD | raw_breakout | 419 | -38.16% | -41.57% | 51.55% | 46.54% | 4.70 | 0.00 | 32.70% |
| BTC-USD | support_flip_only | 223 | -15.02% | -19.27% | 55.61% | 100.00% | 4.35 | 1.63 | 37.22% |
| ETH-USD | support_flip_only | 192 | -21.10% | -23.44% | 50.52% | 100.00% | 4.64 | 1.60 | 33.85% |
| SOL-USD | support_flip_only | 219 | -18.75% | -23.46% | 60.27% | 100.00% | 4.05 | 1.72 | 35.16% |
| BTC-USD | volume_only | 388 | -41.66% | -43.93% | 47.42% | 49.74% | 4.96 | 0.00 | 30.67% |
| ETH-USD | volume_only | 372 | -39.28% | -43.61% | 45.43% | 45.43% | 5.08 | 0.00 | 34.41% |
| SOL-USD | volume_only | 379 | -31.99% | -37.27% | 49.60% | 44.59% | 4.83 | 0.00 | 33.77% |