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Feature Iteration Run #841: zz_sylvain

Status: completed | Started: 2026-07-23 06:18:20 | Ended: 2026-07-23 06:19:56

⭐ Best Accepted Iteration

Iteration 2: k_high.pct_change(12) / (1 + atr_norm) * (1 + hl_range) * (…

baseline PF: 1.947 → modified PF: 2.466 | Cohen's d: 0.388 | p-value: 0.012

📊 Iterations

Iter Y Label Model Warm Proxy Parent FS Feature DSL DSL Valid Baseline PF Modified PF Scalar Score t-stat p-value Cohen's d Result Reason
1 — gradient_boosting — — #7 k_loop_iter_1_798517 k_high.pct_change(12) * (1 - price_posi… ✅ 1.947 1.138 -0.3923 0.000 0.512 0.261 ❌ REJECT min_p=0.512 ≥ 0.05
2 — gradient_boosting — — #7 k_loop_iter_2_4fb20c k_high.pct_change(12) / (1 + atr_norm) … ✅ 1.947 2.466 1.3886 0.000 0.012 0.388 ✅ ACCEPT accepted

📄 Report Markdown

# AUTOLOOP: zz_sylvain (2 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**: 95.69s
> **Total accepted**: 1
> **Total rejected**: 1

## Iterations 詳情

### Iteration 1
- DSL: `k_high.pct_change(12) * (1 - price_position) * o_div_amplitude_12 / (1 + atr_norm)` (feature=k_loop_iter_1_798517)
- DSL valid: True
- FeatureSet candidate id: 1187
- baseline PF: 1.947 → modified PF: 1.138
- t_stat: 0.000, p_value: 0.512, cohens_d: 0.261
- scalar_score: -0.3923
- accepted: False, reason: min_p=0.512 ≥ 0.05

**Metrics summary:**
  - profit_factor: baseline=1.947, modified=1.138, diff=-0.810
  - sharpe_ratio: baseline=19.162, modified=4.489, diff=-14.673
  - win_rate: baseline=0.600, modified=0.466, diff=-0.134
  - max_drawdown: baseline=0.056, modified=0.166, diff=0.110
  - test_accuracy: baseline=0.992, modified=0.981, diff=-0.012

### Iteration 2
- DSL: `k_high.pct_change(12) / (1 + atr_norm) * (1 + hl_range) * (1 - dist_to_high) * (1 - return_5)` (feature=k_loop_iter_2_4fb20c)
- DSL valid: True
- FeatureSet candidate id: 1188
- 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

📊 Multi-Objective Metrics

Iteration 1: k_loop_iter_1_798517

Y Label: — | Parent FS: #7

Objective mode: scalarize

Scalar score: -0.3923

MetricBaselineModifiedDiff
win_rate 0.600 0.466 -0.134
max_drawdown 0.056 0.166 0.110
sharpe_ratio 19.162 4.489 -14.673
profit_factor 1.947 1.138 -0.810
test_accuracy 0.992 0.981 -0.012

Iteration 2: k_loop_iter_2_4fb20c

Y Label: — | Parent FS: #7

Objective mode: scalarize

Scalar score: 1.3886

MetricBaselineModifiedDiff
win_rate 0.600 0.636 0.036
max_drawdown 0.056 0.050 -0.006
sharpe_ratio 19.162 24.727 5.565
profit_factor 1.947 2.466 0.519
test_accuracy 0.992 0.992 0.000

📁 Offline Report

Markdown backup: reports/autoloop/zz_sylvain/20260723_141956.md