冻结 baseline / veto / gate 定义不变，仅改变成本口径（bps × turnover）。
| cost_bps | strategy | net_mean_bps | net_cum_pct | max_drawdown_pct | win_rate_pct | avg_turnover_x | gate_on_rate_pct |
|---|---|---|---|---|---|---|---|
| 4.0000 | plain baseline | -1.13 bps | -95.12% | -99.21% | 46.44% | 1.000x | 100.00% |
| 4.0000 | baseline+veto | -0.84 bps | -89.98% | -99.06% | 46.04% | 1.066x | 100.00% |
| 4.0000 | baseline+veto+gate | 0.45 bps | 100.72% | -32.01% | 2.54% | 0.065x | 5.04% |
| 6.0000 | plain baseline | -3.13 bps | -99.87% | -99.96% | 44.93% | 1.000x | 100.00% |
| 6.0000 | baseline+veto | -2.97 bps | -99.79% | -99.96% | 44.36% | 1.066x | 100.00% |
| 6.0000 | baseline+veto+gate | 0.32 bps | 58.52% | -34.01% | 2.47% | 0.065x | 5.04% |
| 8.0000 | plain baseline | -5.13 bps | -100.00% | -100.00% | 43.31% | 1.000x | 100.00% |
| 8.0000 | baseline+veto | -5.10 bps | -100.00% | -100.00% | 42.59% | 1.066x | 100.00% |
| 8.0000 | baseline+veto+gate | 0.19 bps | 25.18% | -43.74% | 2.41% | 0.065x | 5.04% |
| 10.0000 | plain baseline | -7.13 bps | -100.00% | -100.00% | 41.85% | 1.000x | 100.00% |
| 10.0000 | baseline+veto | -7.23 bps | -100.00% | -100.00% | 40.93% | 1.066x | 100.00% |
| 10.0000 | baseline+veto+gate | 0.06 bps | -1.16% | -53.45% | 2.36% | 0.065x | 5.04% |
| 12.0000 | plain baseline | -9.13 bps | -100.00% | -100.00% | 40.29% | 1.000x | 100.00% |
| 12.0000 | baseline+veto | -9.37 bps | -100.00% | -100.00% | 39.22% | 1.066x | 100.00% |
| 12.0000 | baseline+veto+gate | -0.07 bps | -21.96% | -61.50% | 2.28% | 0.065x | 5.04% |
| 16.0000 | plain baseline | -13.13 bps | -100.00% | -100.00% | 37.27% | 1.000x | 100.00% |
| 16.0000 | baseline+veto | -13.63 bps | -100.00% | -100.00% | 35.93% | 1.066x | 100.00% |
| 16.0000 | baseline+veto+gate | -0.33 bps | -51.36% | -73.68% | 2.15% | 0.065x | 5.04% |
table csv: reports/artifacts/paper_rank213_largecap_xs_jump_veto/rank213_fee_sensitivity_review_table.csv