Feature Iteration Run #735: zz_sylvain

# AUTOLOOP: zz_sylvain (4 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**: 139.70s
> **Total accepted**: 2
> **Total rejected**: 2

## Iterations 詳情

### Iteration 1
- DSL: `k_high.pct_change(12) * (1 - price_position)` (feature=k_loop_iter_1_b90673)
- DSL valid: True
- FeatureSet candidate id: 968
- baseline PF: 1.286 → modified PF: 2.113
- t_stat: 0.000, p_value: 1.000, cohens_d: 0.000
- scalar_score: 3.7086
- accepted: True, reason: accepted

**Metrics summary:**
  - profit_factor: baseline=1.286, modified=2.113, diff=0.827
  - sharpe_ratio: baseline=7.879, modified=21.700, diff=13.821
  - win_rate: baseline=0.553, modified=0.596, diff=0.043
  - max_drawdown: baseline=0.075, modified=0.051, diff=-0.023
  - test_accuracy: baseline=0.986, modified=0.986, diff=0.000

### Iteration 2
- DSL: `k_high.pct_change(12) / (1 + atr_norm) * (1 - price_position) * (1 - dist_to_high) * vol_ratio` (feature=k_loop_iter_2_4e9c71)
- DSL valid: True
- FeatureSet candidate id: 969
- 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) / (1 + atr_norm) * (1 - price_position) * (1 - dist_to_high) * (1 - return_5)` (feature=k_loop_iter_3_f0beda)
- DSL valid: True
- FeatureSet candidate id: 970
- baseline PF: 1.286 → modified PF: 2.113
- t_stat: 0.000, p_value: 1.000, cohens_d: 0.000
- scalar_score: 3.7086
- accepted: True, reason: accepted

**Metrics summary:**
  - profit_factor: baseline=1.286, modified=2.113, diff=0.827
  - sharpe_ratio: baseline=7.879, modified=21.700, diff=13.821
  - win_rate: baseline=0.553, modified=0.596, diff=0.043
  - max_drawdown: baseline=0.075, modified=0.051, diff=-0.023
  - test_accuracy: baseline=0.986, modified=0.986, diff=0.000

### Iteration 4
- DSL: `k_high.pct_change(12) / (1 + atr_norm) * (1 - price_position) * (1 - dist_to_high) * k_high.pct_change(12)` (feature=k_loop_iter_4_6b0587)
- DSL valid: True
- FeatureSet candidate id: 971
- baseline PF: 1.286 → modified PF: 1.189
- t_stat: 0.000, p_value: 1.000, cohens_d: 0.000
- scalar_score: -0.6505
- accepted: False, reason: p=1.000 ≥ 0.05, cohens_d=0.000 ≤ 0.3

**Metrics summary:**
  - profit_factor: baseline=1.286, modified=1.189, diff=-0.097
  - sharpe_ratio: baseline=7.879, modified=5.423, diff=-2.456
  - win_rate: baseline=0.553, modified=0.532, diff=-0.021
  - max_drawdown: baseline=0.075, modified=0.054, diff=-0.021
  - test_accuracy: baseline=0.986, modified=0.986, diff=0.000