Feature Iteration Run #839: 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**: 121.43s
> **Total accepted**: 3
> **Total rejected**: 1

## Iterations 詳情

### Iteration 1
- DSL: `k_high.pct_change(12) * (1 - dist_to_high)` (feature=k_loop_iter_4_3de503)
- DSL valid: True
- FeatureSet candidate id: 1181
- baseline PF: 1.947 → modified PF: 2.466
- t_stat: 0.000, p_value: 0.296, cohens_d: 0.211
- scalar_score: 0.6193
- accepted: True, reason: accepted

**Metrics summary:**
  - profit_factor: baseline=1.947, modified=2.466, diff=0.519
  - sharpe_ratio: baseline=19.162, modified=24.727, diff=5.565
  - win_rate: baseline=0.600, modified=0.636, diff=0.036
  - max_drawdown: baseline=0.056, modified=0.050, diff=-0.006
  - test_accuracy: baseline=0.992, modified=0.992, diff=-0.000

### Iteration 2
- DSL: `Crossover: take the protective denominator `(1 + atr_norm) * (1 - price_position) * (1 - dist_to_high) * (1 - k_consecutive_shrink / 6)` from A and multiply it onto B's `(1 + hl_range)` term` (feature=k_iter2_atr_norm_price_position_dist_to_high_k_consecutive_shrink)
- DSL valid: False
- FeatureSet candidate id: None
- baseline PF: 0.000 → modified PF: 0.000
- t_stat: 0.000, p_value: 1.000, cohens_d: 0.000
- scalar_score: 0.0000
- accepted: False, reason: safe_eval DSL: 語法錯誤: unterminated string literal (detected at line 1) (<unknown>, line 1)

### Iteration 3
- 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: 1182
- baseline PF: 1.947 → modified PF: 2.466
- t_stat: 0.000, p_value: 0.296, cohens_d: 0.211
- scalar_score: 0.6193
- accepted: True, reason: accepted

**Metrics summary:**
  - profit_factor: baseline=1.947, modified=2.466, diff=0.519
  - sharpe_ratio: baseline=19.162, modified=24.727, diff=5.565
  - win_rate: baseline=0.600, modified=0.636, diff=0.036
  - max_drawdown: baseline=0.056, modified=0.050, diff=-0.006
  - test_accuracy: baseline=0.992, modified=0.992, diff=-0.000

### Iteration 4
- DSL: `k_high.pct_change(12) / (1 + atr_norm) * (1 - price_position) * (1 - dist_to_high) * (1 + hl_range) * (1 - return_5)` (feature=k_loop_iter_4_4552d4)
- DSL valid: True
- FeatureSet candidate id: 1183
- baseline PF: 1.947 → modified PF: 2.466
- t_stat: 0.000, p_value: 0.012, cohens_d: 0.388
- scalar_score: 1.3886
- accepted: True, reason: accepted

**Metrics summary:**
  - profit_factor: baseline=1.947, modified=2.466, diff=0.519
  - sharpe_ratio: baseline=19.162, modified=24.727, diff=5.565
  - win_rate: baseline=0.600, modified=0.636, diff=0.036
  - max_drawdown: baseline=0.056, modified=0.050, diff=-0.006
  - test_accuracy: baseline=0.992, modified=0.992, diff=-0.000