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Feature Iteration Run #917: zz_sylvain

Status: stopped_by_budget | Started: 2026-07-25 14:30:48 | Ended: 2026-07-25 14:33:23

📊 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_iter1_price_position_i_rsi_k_close o_div_amplitude_12 * (1 - price_positio… ❌ 0.000 0.000 0.0000 0.000 1.000 0.000 ❌ REJECT quality_gate: NaN ratio 1.000 exceeds 0.3
2 C8 gradient_boosting — — #7 k_loop_iter_2_dcfeb5 k_momentum_pct_change * o_div_amplitude… ✅ 1.947 1.085 -0.4478 0.000 0.463 0.243 ❌ REJECT normalized_score -0.2581 <= 0.0, sharpe_delta -16.8215 < -0.1, hypothesis test not confirmed
3 C8 gradient_boosting — — #7 k_loop_iter_3_a03403 k_momentum_pct_change * (1 - price_posi… ✅ 1.947 1.085 -0.4478 0.000 0.463 0.243 ❌ REJECT normalized_score -0.2581 <= 0.0, sharpe_delta -16.8215 < -0.1, hypothesis test not confirmed
4 C8 gradient_boosting — — #7 k_loop_iter_4_4bb791 k_momentum_pct_change * i_macd(k_close,… ✅ 1.947 1.664 -0.6428 0.000 0.250 0.534 ❌ REJECT normalized_score -0.0798 <= 0.0, sharpe_delta -4.3188 < -0.1, hypothesis test not confirmed

📊 Multi-Objective Metrics

Iteration 1: k_iter1_price_position_i_rsi_k_close

Y Label: C8 | Parent FS: #7

Objective mode: single

Scalar score: 0.0000

Iteration 2: k_loop_iter_2_dcfeb5

Y Label: C8 | Parent FS: #7

Objective mode: scalarize

Scalar score: -0.4478

MetricBaselineModifiedDiff
win_rate 0.600 0.500 -0.100
max_drawdown 0.056 0.187 0.131
sharpe_ratio 19.162 2.341 -16.821
profit_factor 1.947 1.085 -0.862
test_accuracy 0.992 0.992 0.000

Iteration 3: k_loop_iter_3_a03403

Y Label: C8 | Parent FS: #7

Objective mode: scalarize

Scalar score: -0.4478

MetricBaselineModifiedDiff
win_rate 0.600 0.500 -0.100
max_drawdown 0.056 0.187 0.131
sharpe_ratio 19.162 2.341 -16.821
profit_factor 1.947 1.085 -0.862
test_accuracy 0.992 0.992 0.000

Iteration 4: k_loop_iter_4_4bb791

Y Label: C8 | Parent FS: #7

Objective mode: scalarize

Scalar score: -0.6428

MetricBaselineModifiedDiff
win_rate 0.600 0.525 -0.075
max_drawdown 0.056 0.103 0.047
sharpe_ratio 19.162 14.844 -4.319
profit_factor 1.947 1.664 -0.283
test_accuracy 0.992 0.992 0.000