Rank 99 · CLV asymmetric admission layer · time stability check

这轮不追新 bar、不改规则,只复用上轮 clean replication 同一份代理事件样本,检查 strict CLV 的 short 改善是不是只是局部 pocket。

Hard verdict:park / evidence pool

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。

换成人话:Rank 99 留下的是 short-biased bar-quality 线索,不是能穿过时间稳定性的 shared hard gate。因此这轮应把它压回 park / evidence pool,然后切 fresh repo intake。

关键表格

varianttime_bucketmean_total_returnpositive_asset_ratiomean_trade_countmean_net_ret_h4
long_baselinebucket_1-9.88%0.00%159.7-5.91 bps
long_baselinebucket_2-27.66%0.00%159.7-20.45 bps
long_baselinebucket_3-17.44%0.00%159.7-11.46 bps
long_volume_onlybucket_1-4.15%33.33%114.3-3.07 bps
long_volume_onlybucket_2-20.06%0.00%114.0-19.63 bps
long_volume_onlybucket_3-8.48%0.00%113.7-7.26 bps
long_volume_plus_clvbucket_1-7.46%0.00%73.7-9.60 bps
long_volume_plus_clvbucket_2-13.15%0.00%73.7-19.20 bps
long_volume_plus_clvbucket_3-4.16%0.00%73.7-4.97 bps
short_baselinebucket_15.54%66.67%165.33.45 bps
short_baselinebucket_2-20.23%0.00%165.0-13.60 bps
short_baselinebucket_3-11.90%33.33%164.7-7.52 bps
short_clv070_plus_volumebucket_110.07%66.67%88.711.48 bps
short_clv070_plus_volumebucket_2-11.75%0.00%88.3-13.48 bps
short_clv070_plus_volumebucket_3-1.92%66.67%88.3-1.68 bps
short_clv080bucket_18.35%66.67%82.012.09 bps
short_clv080bucket_2-9.32%0.00%81.7-12.10 bps
short_clv080bucket_3-2.27%33.33%81.7-1.31 bps