Feature Iteration Run #980: zz_sylvain

# AUTOLOOP: zz_sylvain (3 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**: 110.10s
> **Total accepted**: 0
> **Total rejected**: 3

## Iterations 詳情

### Iteration 1
- DSL: `k_high.pct_change(12) * obv_rebased.pct_change(12) / (1 + i_atr(k_high, k_low, k_close, 14) / k_close) * (1 - price_position)` (feature=k_loop_iter_1_e48c41)
- DSL valid: True
- FeatureSet candidate id: 1251
- baseline PF: 1.947 → modified PF: 1.138
- t_stat: 0.000, p_value: 0.512, cohens_d: 0.261
- scalar_score: -0.4196
- accepted: False, reason: normalized_score -0.2435 <= 0.0, sharpe_delta -14.6732 < -0.1, hypothesis test not confirmed

**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 + hl_range) * (1 - price_position) * vol_ratio / (1 + atr_norm)` (feature=k_loop_iter_2_49eb5c)
- DSL valid: True
- FeatureSet candidate id: 1252
- baseline PF: 1.947 → modified PF: 1.138
- t_stat: 0.000, p_value: 0.512, cohens_d: 0.261
- scalar_score: -0.4196
- accepted: False, reason: normalized_score -0.2435 <= 0.0, sharpe_delta -14.6732 < -0.1, hypothesis test not confirmed

**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 3
- DSL: `k_high.pct_change(12) * vol_ratio / (1 + i_rsi(k_close, 14) / 50)` (feature=k_iter3_k_high_pct_change_vol_ratio_i_rsi)
- 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: quality_gate: NaN ratio 1.000 exceeds 0.3