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Feature Iteration Run #864: zz_sylvain

Status: completed | Started: 2026-07-24 20:05:27 | Ended: 2026-07-24 20:06:26

⭐ Best Accepted Iteration

Iteration 1: k_high.pct_change(12)

baseline PF: 1.947 → modified PF: 2.466 | Cohen's d: 0.211 | p-value: 0.296

📊 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 C8 gradient_boosting — — #7 k_loop_iter_1_75605d k_high.pct_change(12) ✅ 1.947 2.466 0.6193 0.000 0.296 0.211 ✅ ACCEPT accepted

📄 Report Markdown

# AUTOLOOP: zz_sylvain (1 iterations)

> **Phase**: Y4.7 Option B (DSL → Python code → FeatureSet candidate)
> **Target indicator**: zz_sylvain
> **Base feature_set_id**: 1229
> **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**: 59.22s
> **Total accepted**: 1
> **Total rejected**: 0

## Iterations 詳情

### Iteration 1
- DSL: `k_high.pct_change(12)` (feature=k_loop_iter_1_75605d)
- DSL valid: True
- FeatureSet candidate id: 1229
- 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

📊 Multi-Objective Metrics

Iteration 1: k_loop_iter_1_75605d

Y Label: C8 | Parent FS: #7

Objective mode: scalarize

Scalar score: 0.6193

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/20260725_040626.md