Feature Iteration Run #631: 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**: 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**: 130.84s
> **Total accepted**: 2
> **Total rejected**: 1

## Iterations 詳情

### Iteration 1
- DSL: `k_high.pct_change(12) * i_rsi(k_close, 14) * (1 - price_position) / (1 + atr_norm) * (1 + dist_to_low) / (1 + k_consecutive_shrink)` (feature=k_loop_iter_1_5240ce)
- DSL valid: True
- FeatureSet candidate id: 780
- baseline PF: 1.286 → modified PF: 1.892
- t_stat: 0.000, p_value: 1.000, cohens_d: 0.000
- scalar_score: 3.0122
- accepted: True, reason: accepted

**Metrics summary:**
  - profit_factor: baseline=1.286, modified=1.892, diff=0.606
  - sharpe_ratio: baseline=7.879, modified=19.176, diff=11.297
  - win_rate: baseline=0.553, modified=0.600, diff=0.047
  - max_drawdown: baseline=0.075, modified=0.054, diff=-0.021
  - test_accuracy: baseline=0.986, modified=0.986, diff=0.000

### Iteration 2
- DSL: `(k_high.pct_change(12) * i_rsi(k_close, 14) / (1 + atr_norm) * (1 - dist_to_high) + i_macd(k_close, 12, 26, 9)) * (1 + dist_to_low) / (1 + k_consecutive_shrink + k_body_size_pct)` (feature=k_loop_iter_2_daf39c)
- DSL valid: True
- FeatureSet candidate id: 781
- baseline PF: 1.286 → modified PF: 1.329
- t_stat: 0.000, p_value: 1.000, cohens_d: 0.000
- scalar_score: 0.2480
- accepted: True, reason: accepted

**Metrics summary:**
  - profit_factor: baseline=1.286, modified=1.329, diff=0.044
  - sharpe_ratio: baseline=7.879, modified=8.813, diff=0.934
  - win_rate: baseline=0.553, modified=0.560, diff=0.007
  - max_drawdown: baseline=0.075, modified=0.076, diff=0.001
  - test_accuracy: baseline=0.986, modified=0.986, diff=0.000

### Iteration 3
- DSL: `(k_high.pct_change(12) * i_rsi(k_close, 14) * (1 - price_position) / (1 + hl_range) / (1 + k_consecutive_shrink)) * i_ema(vol_ratio, 10)` (feature=k_loop_iter_3_07d26b)
- DSL valid: True
- FeatureSet candidate id: 782
- baseline PF: 1.286 → modified PF: 1.286
- t_stat: 0.000, p_value: 1.000, cohens_d: 0.000
- scalar_score: 0.0000
- accepted: False, reason: p=1.000 ≥ 0.05, cohens_d=0.000 ≤ 0.3

**Metrics summary:**
  - profit_factor: baseline=1.286, modified=1.286, diff=0.000
  - sharpe_ratio: baseline=7.879, modified=7.879, diff=0.000
  - win_rate: baseline=0.553, modified=0.553, diff=0.000
  - max_drawdown: baseline=0.075, modified=0.075, diff=0.000
  - test_accuracy: baseline=0.986, modified=0.986, diff=0.000