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Feature Iteration Run #990: zz_sylvain

Status: failed | Started: 2026-07-26 08:07:09 | Ended: 2026-07-26 08:10:17

📊 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_d846af obv_ensemble_3 * (1 - hl_range) / (1 + … ✅ 1.947 1.085 -0.4789 0.000 0.463 0.243 ❌ REJECT normalized_score -0.2581 <= 0.0, sharpe_delta -16.8215 < -0.1, hypothesis test not confirmed
2 C8 gradient_boosting — — #7 k_iter2_k_high_pct_change_hl_range_price_position k_high.pct_change(12) * (1 + hl_range) … ❌ 0.000 0.000 0.0000 0.000 1.000 0.000 ❌ REJECT quality_gate: canonical duplicate: k_high.pct_change * (1 + hl_range) * (1 - price_position) / (1 + atr_norm)
3 C8 gradient_boosting — — #7 k_iter3_k_high_pct_change_dist_to_high_atr_norm (o_div_amplitude_48 - k_high.pct_change… ❌ 0.000 0.000 0.0000 0.000 1.000 0.000 ❌ REJECT quality_gate: C8 leakage: ['dist_to_high']
4 C8 gradient_boosting — — #7 k_loop_iter_4_5bc9f5 k_high.pct_change(12) * (1 + hl_range) … ✅ 1.947 1.868 -0.0571 0.000 0.223 0.281 ❌ REJECT normalized_score -0.0201 <= 0.0, sharpe_delta -0.7854 < -0.1, hypothesis test not confirmed
5 C8 gradient_boosting — — #7 k_loop_iter_5_c71ef0 i_macd(k_close, 12, 26, 9) / (1 + i_atr… ✅ 1.947 1.348 -0.2703 0.000 0.327 0.285 ❌ REJECT normalized_score -0.1364 <= 0.0, sharpe_delta -9.7731 < -0.1, hypothesis test not confirmed

📊 Multi-Objective Metrics

Iteration 1: k_loop_iter_1_d846af

Y Label: C8 | Parent FS: #7

Objective mode: scalarize

Scalar score: -0.4789

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 2: k_iter2_k_high_pct_change_hl_range_price_position

Y Label: C8 | Parent FS: #7

Objective mode: single

Scalar score: 0.0000

Iteration 3: k_iter3_k_high_pct_change_dist_to_high_atr_norm

Y Label: C8 | Parent FS: #7

Objective mode: single

Scalar score: 0.0000

Iteration 4: k_loop_iter_4_5bc9f5

Y Label: C8 | Parent FS: #7

Objective mode: scalarize

Scalar score: -0.0571

MetricBaselineModifiedDiff
win_rate 0.600 0.577 -0.023
max_drawdown 0.056 0.061 0.005
sharpe_ratio 19.162 18.377 -0.785
profit_factor 1.947 1.868 -0.080
test_accuracy 0.992 0.992 -0.001

Iteration 5: k_loop_iter_5_c71ef0

Y Label: C8 | Parent FS: #7

Objective mode: scalarize

Scalar score: -0.2703

MetricBaselineModifiedDiff
win_rate 0.600 0.720 0.120
max_drawdown 0.056 0.084 0.028
sharpe_ratio 19.162 9.389 -9.773
profit_factor 1.947 1.348 -0.599
test_accuracy 0.992 0.980 -0.013