Feature Iteration Run #677: 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**: 134.33s
> **Total accepted**: 1
> **Total rejected**: 2

## Iterations 詳情

### Iteration 1
- DSL: `k_high.pct_change(12) * i_rsi(k_close, 14) * (1 - price_position) * (1 - dist_to_high) * k_momentum_pct_change / (1 + hl_range) / (1 + k_body_size_pct) / (1 + k_consecutive_shrink)` (feature=k_loop_iter_1_3970a7)
- DSL valid: True
- FeatureSet candidate id: 853
- baseline PF: 1.286 → modified PF: 1.218
- t_stat: 0.000, p_value: 1.000, cohens_d: 0.000
- scalar_score: -0.4217
- accepted: False, reason: p=1.000 ≥ 0.05, cohens_d=0.000 ≤ 0.3

**Metrics summary:**
  - profit_factor: baseline=1.286, modified=1.218, diff=-0.068
  - sharpe_ratio: baseline=7.879, modified=6.309, diff=-1.570
  - win_rate: baseline=0.553, modified=0.510, diff=-0.043
  - max_drawdown: baseline=0.075, modified=0.073, diff=-0.002
  - test_accuracy: baseline=0.986, modified=0.987, diff=0.000

### Iteration 2
- DSL: `k_high.pct_change(12) * i_rsi(k_close, 14) / (1 + atr_norm) * (1 - price_position) * (1 - dist_to_high) * vol_ratio / (1 + hl_range)` (feature=k_loop_iter_2_e7d4fd)
- DSL valid: True
- FeatureSet candidate id: 854
- 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

### Iteration 3
- DSL: `k_high.pct_change(12) * i_rsi(k_close, 14) / (1 + atr_norm) * (1 - price_position) * (1 - dist_to_high) * (1 - dist_to_low) / (1 + hl_range) * i_macd(k_close, 12, 26, 9)` (feature=k_loop_iter_3_af0be3)
- DSL valid: True
- FeatureSet candidate id: 855
- baseline PF: 1.286 → modified PF: 1.321
- t_stat: 0.000, p_value: 1.000, cohens_d: 0.000
- scalar_score: 0.2086
- accepted: True, reason: accepted

**Metrics summary:**
  - profit_factor: baseline=1.286, modified=1.321, diff=0.036
  - sharpe_ratio: baseline=7.879, modified=8.697, diff=0.818
  - win_rate: baseline=0.553, modified=0.520, diff=-0.033
  - max_drawdown: baseline=0.075, modified=0.076, diff=0.001
  - test_accuracy: baseline=0.986, modified=0.986, diff=0.000