Feature Iteration Run #1055: zz_sylvain

# AUTOLOOP: zz_sylvain (8 iterations)

> **Phase**: Y4.7 Option B (DSL → Python code → FeatureSet candidate)
> **Target indicator**: zz_sylvain
> **Base feature_set_id**: 7
> **Claim**: (default) Propose a new k_* feature that improves risk-adjusted returns
> **Objective mode**: scalarize
> **Metrics**: ['profit_factor', 'sharpe_ratio', 'win_rate', 'max_drawdown', 'test_accuracy']
> **Total duration**: 100.57s
> **Total accepted**: 0
> **Total rejected**: 8

## Iterations 詳情

### Iteration 1
- DSL: `o_div_amplitude_12 * (1 - price_position) / (1 + i_atr(k_high, k_low, k_close, 14) / k_close)` (feature=k_loop_iter_1_bf6468)
- DSL valid: True
- FeatureSet candidate id: 1391
- baseline PF: 0.000 → modified PF: 0.000
- t_stat: 0.000, p_value: 1.000, cohens_d: 0.000
- scalar_score: 0.0000
- accepted: False, reason: 1-trial proxy PF=0.000 < 0.95, no improvement expected

### Iteration 2
- DSL: `k_high.pct_change(12) / (1 + i_atr(k_high, k_low, k_close, 14)) * (1 - price_position) * (1 - return_5)` (feature=k_loop_iter_2_c83ba4)
- DSL valid: True
- FeatureSet candidate id: 1392
- baseline PF: 0.000 → modified PF: 0.000
- t_stat: 0.000, p_value: 1.000, cohens_d: 0.000
- scalar_score: 0.0000
- accepted: False, reason: 1-trial proxy PF=0.000 < 0.95, no improvement expected

### Iteration 3
- DSL: `i_rsi(k_close, 14) / (1 + i_atr(k_high, k_low, k_close, 14) / k_close) - price_position` (feature=k_iter3_i_rsi_k_close_i_atr_k_high)
- DSL valid: False
- FeatureSet candidate id: None
- baseline PF: 0.000 → modified PF: 0.000
- t_stat: 0.000, p_value: 1.000, cohens_d: 0.000
- scalar_score: 0.0000
- accepted: False, reason: quality_gate: NaN ratio 1.000 exceeds 0.3

### Iteration 4
- DSL: `k_high.pct_change(12) * (1 + hl_range) / (1 + atr_norm) * (1 - price_position) * (1 - return_5)` (feature=k_iter4_k_high_pct_change_hl_range_atr_norm)
- DSL valid: False
- FeatureSet candidate id: None
- baseline PF: 0.000 → modified PF: 0.000
- t_stat: 0.000, p_value: 1.000, cohens_d: 0.000
- scalar_score: 0.0000
- accepted: False, reason: quality_gate: canonical duplicate: k_high.pct_change * (1 + hl_range) / (1 + atr_norm) * (1 - price_position) * (1 - return_5)

### Iteration 5
- DSL: `o_pct_change_12 * (i_ema(k_close, 12) - i_ema(k_close, 26)) / (1 + atr_norm)` (feature=k_loop_iter_5_0edbf5)
- DSL valid: True
- FeatureSet candidate id: 1393
- baseline PF: 0.000 → modified PF: 0.000
- t_stat: 0.000, p_value: 1.000, cohens_d: 0.000
- scalar_score: 0.0000
- accepted: False, reason: 1-trial proxy PF=0.000 < 0.95, no improvement expected

### Iteration 6
- DSL: `obv_ensemble_3 * (1 - return_5) * (1 - price_position) / (1 + atr_norm * 10)` (feature=k_loop_iter_6_e93127)
- DSL valid: True
- FeatureSet candidate id: 1394
- baseline PF: 0.000 → modified PF: 0.000
- t_stat: 0.000, p_value: 1.000, cohens_d: 0.000
- scalar_score: 0.0000
- accepted: False, reason: 1-trial proxy PF=0.000 < 0.95, no improvement expected

### Iteration 7
- DSL: `i_boll(k_close, 20) - k_close / (1 + atr_norm) * (1 - price_position) * o_div_amplitude_12` (feature=k_loop_iter_7_2c31ee)
- DSL valid: True
- FeatureSet candidate id: 1395
- baseline PF: 0.000 → modified PF: 0.000
- t_stat: 0.000, p_value: 1.000, cohens_d: 0.000
- scalar_score: 0.0000
- accepted: False, reason: 1-trial proxy PF=0.000 < 0.95, no improvement expected

### Iteration 8
- DSL: `i_atr(k_high, k_low, k_close, 14) / k_close * (1 - i_rsi(k_close, 14) / 100) * (1 + hl_range)` (feature=k_iter8_i_atr_k_high_k_low_k_close)
- DSL valid: False
- FeatureSet candidate id: None
- baseline PF: 0.000 → modified PF: 0.000
- t_stat: 0.000, p_value: 1.000, cohens_d: 0.000
- scalar_score: 0.0000
- accepted: False, reason: quality_gate: NaN ratio 1.000 exceeds 0.3