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Feature Iteration Run #332: zz_sylvain

Status: completed | Started: 2026-07-16 11:48:37 | Ended: 2026-07-16 11:52:20

📊 Iterations

Iter Y Label Model Warm Proxy Parent FS Feature DSL DSL Valid Baseline PF Modified PF Scalar Score t-stat p-value Cohen's d Result Reason
1 — gradient_boosting — — — K_loop_iter_1_563283 k_high.pct_change(12) ✅ 1.254 0.000 -2.4136 0.000 1.000 0.000 ❌ REJECT p=1.000 ≥ 0.05, cohens_d=0.000 ≤ 0.3, constraints: ['sharpe_ratio >= 1.0: got 0.0000', 'win_rate >= 0.4: got 0.0000']

📄 Report Markdown

# AUTOLOOP: zz_sylvain (1 iterations)

> **Phase**: Y4.7 Option B (DSL → Python code → FeatureSet candidate)
> **Target indicator**: zz_sylvain
> **Base feature_set_id**: 7
> **Claim**: (default) Adding k_high_pct_change_12 improves Sharpe by 10%
> **Objective mode**: scalarize
> **Metrics**: ['profit_factor', 'sharpe_ratio', 'win_rate', 'max_drawdown', 'test_accuracy']
> **Total duration**: 223.43s
> **Total accepted**: 0
> **Total rejected**: 1

## Iterations 詳情

### Iteration 1
- DSL: `k_high.pct_change(12)` (feature=K_loop_iter_1_563283)
- DSL valid: True
- FeatureSet candidate id: 295
- baseline PF: 1.254 → modified PF: 0.000
- t_stat: 0.000, p_value: 1.000, cohens_d: 0.000
- scalar_score: -2.4136
- accepted: False, reason: p=1.000 ≥ 0.05, cohens_d=0.000 ≤ 0.3, constraints: ['sharpe_ratio >= 1.0: got 0.0000', 'win_rate >= 0.4: got 0.0000']

**Metrics summary:**
  - profit_factor: baseline=1.254, modified=0.000, diff=-1.254
  - sharpe_ratio: baseline=7.362, modified=0.000, diff=-7.362
  - win_rate: baseline=0.436, modified=0.000, diff=-0.436
  - max_drawdown: baseline=0.084, modified=0.000, diff=-0.084
  - test_accuracy: baseline=0.972, modified=0.000, diff=-0.972

📊 Multi-Objective Metrics

Iteration 1: K_loop_iter_1_563283

Y Label: — | Parent FS: #—

Objective mode: scalarize

Scalar score: -2.4136

Failed constraints: sharpe_ratio >= 1.0: got 0.0000, win_rate >= 0.4: got 0.0000

MetricBaselineModifiedDiff
win_rate 0.436 0.000 -0.436
max_drawdown 0.084 0.000 -0.084
sharpe_ratio 7.362 0.000 -7.362
profit_factor 1.254 0.000 -1.254
test_accuracy 0.972 0.000 -0.972

📁 Offline Report

Markdown backup: reports/autoloop/zz_sylvain/20260716_195220.md