Feature Iteration Run #823: zz_sylvain

# AUTOLOOP: zz_sylvain (5 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**: 217.50s
> **Total accepted**: 5
> **Total rejected**: 0

## Iterations 詳情

### Iteration 1
- DSL: `k_high.pct_change(12) / (1 + atr_norm) * (1 - price_position) * (1 - dist_to_low)` (feature=k_loop_iter_2_7ded29)
- DSL valid: True
- FeatureSet candidate id: 1112
- baseline PF: 1.286 → modified PF: 2.113
- t_stat: 0.000, p_value: 0.368, cohens_d: 0.287
- scalar_score: 1.0246
- 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)` (feature=k_loop_iter_6_301c87)
- DSL valid: True
- FeatureSet candidate id: 1113
- baseline PF: 1.286 → modified PF: 2.113
- t_stat: 0.000, p_value: 0.368, cohens_d: 0.287
- scalar_score: 1.0246
- 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 3
- DSL: `k_high.pct_change(12) * i_rsi(k_close, 14) / (1 + atr_norm)` (feature=k_loop_iter_3_979256)
- DSL valid: True
- FeatureSet candidate id: 1114
- baseline PF: 1.286 → modified PF: 1.892
- t_stat: 0.000, p_value: 0.204, cohens_d: 0.318
- scalar_score: 0.3033
- 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 4
- DSL: `k_high.pct_change(12) / (1 + atr_norm) * (1 - price_position) * (1 - dist_to_high) * (1 + hl_range)` (feature=k_loop_iter_2_4ec712)
- DSL valid: True
- FeatureSet candidate id: 1115
- baseline PF: 1.286 → modified PF: 2.113
- t_stat: 0.000, p_value: 0.368, cohens_d: 0.287
- scalar_score: 1.0246
- 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 5
- DSL: `k_high.pct_change(12) / (1 + i_atr(k_high, k_low, k_close, 14))` (feature=k_loop_iter_1_a9e9ab)
- DSL valid: True
- FeatureSet candidate id: 1116
- baseline PF: 1.286 → modified PF: 1.692
- t_stat: 0.000, p_value: 0.187, cohens_d: 0.295
- scalar_score: 0.2235
- accepted: True, reason: accepted

**Metrics summary:**
  - profit_factor: baseline=1.286, modified=1.692, diff=0.406
  - sharpe_ratio: baseline=7.879, modified=16.160, diff=8.281
  - win_rate: baseline=0.553, modified=0.604, diff=0.051
  - max_drawdown: baseline=0.075, modified=0.069, diff=-0.006
  - test_accuracy: baseline=0.986, modified=0.986, diff=0.000