Feature Iteration Run #83: volume_price_pivot_v86_y_C0
Status: completed | Started: 2026-07-15 16:12:32 | Ended: 2026-06-28 06:08:00
📊 Iterations
| Iter | Y Label | Model | Warm | Proxy | Parent FS | Feature | Baseline PF | Modified PF | Scalar Score | Result |
|---|---|---|---|---|---|---|---|---|---|---|
| 尚無 iteration 資料 | ||||||||||
📄 Report Markdown
# AUTOLOOP: volume_price_pivot_v86_y_C0 (3 iterations)
> **Phase**: Y4.6 真實跑 (2026-06-28)
> **Target y_candidate**: y_c0_control
> **Claim**: (default) Adding K_high_pct_change_12 improves Sharpe by 10%
> **Total duration**: 66.22s
> **Total accepted**: 0
> **Total rejected**: 3
## Iterations 詳情
### Iteration 1
- DSL: `K_volume.pct_change(12)` (feature=K_iter_1_K_volume)
- DSL valid: True
- baseline PF: 0.987 → modified PF: 1.037
- t_stat: 0.000, p_value: 1.000, cohens_d: 0.000
- accepted: False, reason: p=1.000 ≥ 0.05, cohens_d=0.000 ≤ 0.3
### Iteration 2
- DSL: `K_volume.pct_change(12)` (feature=K_iter_2_K_volume)
- DSL valid: True
- baseline PF: 0.987 → modified PF: 1.037
- t_stat: 0.000, p_value: 1.000, cohens_d: 0.000
- accepted: False, reason: p=1.000 ≥ 0.05, cohens_d=0.000 ≤ 0.3
### Iteration 3
- DSL: `K_high.pct_change(12)` (feature=K_iter_3_K_high)
- DSL valid: True
- baseline PF: 0.987 → modified PF: 1.037
- t_stat: 0.000, p_value: 1.000, cohens_d: 0.000
- accepted: False, reason: p=1.000 ≥ 0.05, cohens_d=0.000 ≤ 0.3
📁 Offline Report
Markdown backup: reports/autoloop/volume_price_pivot_v86_y_C0/20260628_140807.md