Feature Iteration Run #1825: zz_sylvain

# AUTOLOOP: zz_sylvain (3 iterations)

> **Phase**: Y4.7 Option B (DSL → Python code → FeatureSet candidate)
> **Target indicator**: zz_sylvain
> **Base feature_set_id**: 1748
> **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**: 3525.79s
> **Total accepted**: 0
> **Total rejected**: 3

## Iterations 詳情

### Iteration 1
- DSL: `fast = ta.ema(close, 12)
slow = ta.ema(close, 26)
macd_line = fast - slow
atr_n = ta.atr(high, low, close, 5) / (close + 1e-8)
vol_sma = ta.sma(volume, 20)
vol_rel = volume / (vol_sma + 1e-8)
mom_vol = macd_line / (close + 1e-8)
result = mom_vol / (1 + atr_n) * vol_rel
result` (feature=k_iter1_k_macd_atrnorm_volratio_v3)
- 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: translator_verify: 3 輪修復仍未通過 — max_diff=inf (tol=0.001), nan_mismatch=999, error=OO exec error: "'__name__' not in globals"

### Iteration 2
- DSL: `atr_fast = ta.atr(high, low, close, 5)
atr_slow = ta.atr(high, low, close, 20)
vol_ratio_fast = atr_fast / (close + 1e-8)
vol_ratio_slow = atr_slow / (close + 1e-8)
regime = vol_ratio_fast / (vol_ratio_slow + 1e-8)
vol_sma = ta.sma(volume, 20)
vol_rel = volume / (vol_sma + 1e-8)
result = regime * vol_rel
result` (feature=k_iter2_k_atr_regime_volratio_v2)
- 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: linearly redundant with vol_ratio (|Pearson|=0.961 >= 0.9)

### Iteration 3
- DSL: `obv_val = ta.obv(close, volume)
obv_sma = ta.sma(obv_val, 20)
obv_std = ta.stdev(obv_val, 20)
obv_z = (obv_val - obv_sma) / (obv_std + 1e-8)
atr_n = ta.atr(high, low, close, 5) / (close + 1e-8)
result = obv_z / (1 + atr_n)
result` (feature=k_iter3_k_obv_zscore_atr_gate_v3)
- DSL valid: True
- FeatureSet candidate id: 1832
- baseline PF: 7.176 → modified PF: 2.249
- t_stat: 0.000, p_value: 0.029, cohens_d: 0.216
- scalar_score: -2.1185
- accepted: False, reason: normalized_score -0.2178 <= 0.0, profit_factor_delta -4.9267 < 0.25, sharpe_delta -22.2890 (-44.76%) < -10%, hypothesis test not confirmed

**Metrics summary:**
  - profit_factor: baseline=7.176, modified=2.249, diff=-4.927
  - sharpe_ratio: baseline=49.793, modified=27.504, diff=-22.289
  - win_rate: baseline=0.667, modified=0.634, diff=-0.032
  - max_drawdown: baseline=0.020, modified=0.069, diff=0.049
  - test_accuracy: baseline=0.955, modified=0.983, diff=0.029