MNQ × MES SMT analysis

値は PF / Trades。* は100取引未満で判定保留。

Discovery / retrospective Validationは時系列分割だが、2026年MNQの損益は以前の研究で閲覧済み。独立した未使用Holdoutではない。

これらは約定済みTradeの事後コホート集計であり、Filter付き戦略を再実行した実行可能P&Lではない。

SMTは単独StrategyではなくContext。BullishはLong、BearishはShortと一致した約定済みTradeを方向一致コホートとする。

Swingは過去の確定HTF期間の高値/安値と、現在までの部分HTF高値/安値との非対称更新。中心Pivot・未来確定Pivotは使わない。

3mは元データ5mから生成不能で、欠損（noneではない）。日足・週足は途中までの高値/安値のみを使う。

Strategy	Period	SMT TF	Known-base PF / n	Direction-matched PF / n
donchian_20_10	discovery	3m	unavailable	—
donchian_20_10	discovery	5m	0.97 / 2811	0.68 / 66*
donchian_20_10	discovery	10m	0.97 / 2811	0.85 / 69*
donchian_20_10	discovery	15m	0.97 / 2811	0.72 / 76*
donchian_20_10	discovery	30m	0.97 / 2811	1.18 / 85*
donchian_20_10	discovery	60m	0.97 / 2811	1.18 / 124
donchian_20_10	discovery	90m	0.97 / 2811	0.88 / 170
donchian_20_10	discovery	4h	0.97 / 2811	1.00 / 168
donchian_20_10	discovery	1d	0.97 / 2811	0.78 / 136
donchian_20_10	discovery	1w	0.97 / 2811	0.97 / 74*
donchian_20_10	retrospective_validation	3m	unavailable	—
donchian_20_10	retrospective_validation	5m	0.99 / 2075	1.13 / 64*
donchian_20_10	retrospective_validation	10m	0.99 / 2075	1.08 / 55*
donchian_20_10	retrospective_validation	15m	0.99 / 2075	1.53 / 40*
donchian_20_10	retrospective_validation	30m	0.99 / 2075	1.13 / 64*
donchian_20_10	retrospective_validation	60m	0.99 / 2075	0.85 / 85*
donchian_20_10	retrospective_validation	90m	0.99 / 2075	0.79 / 118
donchian_20_10	retrospective_validation	4h	0.99 / 2075	1.09 / 126
donchian_20_10	retrospective_validation	1d	0.99 / 2075	0.83 / 182
donchian_20_10	retrospective_validation	1w	0.99 / 2075	0.85 / 125
donchian_ema_atr	discovery	3m	unavailable	—
donchian_ema_atr	discovery	5m	1.00 / 1945	0.72 / 48*
donchian_ema_atr	discovery	10m	1.00 / 1945	0.96 / 48*
donchian_ema_atr	discovery	15m	1.00 / 1945	0.79 / 57*
donchian_ema_atr	discovery	30m	1.00 / 1945	1.17 / 51*
donchian_ema_atr	discovery	60m	1.00 / 1945	1.03 / 68*
donchian_ema_atr	discovery	90m	1.00 / 1945	0.64 / 110
donchian_ema_atr	discovery	4h	1.00 / 1945	0.97 / 98*
donchian_ema_atr	discovery	1d	1.00 / 1945	1.01 / 66*
donchian_ema_atr	discovery	1w	1.00 / 1945	1.13 / 44*
donchian_ema_atr	retrospective_validation	3m	unavailable	—
donchian_ema_atr	retrospective_validation	5m	0.96 / 1489	1.29 / 52*
donchian_ema_atr	retrospective_validation	10m	0.96 / 1489	0.97 / 45*
donchian_ema_atr	retrospective_validation	15m	0.96 / 1489	1.26 / 33*
donchian_ema_atr	retrospective_validation	30m	0.96 / 1489	1.07 / 42*
donchian_ema_atr	retrospective_validation	60m	0.96 / 1489	1.11 / 41*
donchian_ema_atr	retrospective_validation	90m	0.96 / 1489	1.06 / 67*
donchian_ema_atr	retrospective_validation	4h	0.96 / 1489	1.45 / 76*
donchian_ema_atr	retrospective_validation	1d	0.96 / 1489	0.93 / 97*
donchian_ema_atr	retrospective_validation	1w	0.96 / 1489	0.94 / 72*
supertrend_flip	discovery	3m	unavailable	—
supertrend_flip	discovery	5m	1.02 / 1651	1.10 / 27*
supertrend_flip	discovery	10m	1.02 / 1651	0.69 / 33*
supertrend_flip	discovery	15m	1.02 / 1651	0.53 / 36*
supertrend_flip	discovery	30m	1.02 / 1651	1.04 / 63*
supertrend_flip	discovery	60m	1.02 / 1651	1.17 / 101
supertrend_flip	discovery	90m	1.02 / 1651	1.06 / 135
supertrend_flip	discovery	4h	1.02 / 1651	1.19 / 134
supertrend_flip	discovery	1d	1.02 / 1651	1.20 / 91*
supertrend_flip	discovery	1w	1.02 / 1651	1.40 / 41*
supertrend_flip	retrospective_validation	3m	unavailable	—
supertrend_flip	retrospective_validation	5m	1.00 / 1286	1.55 / 35*
supertrend_flip	retrospective_validation	10m	1.00 / 1286	1.81 / 23*
supertrend_flip	retrospective_validation	15m	1.00 / 1286	0.98 / 22*
supertrend_flip	retrospective_validation	30m	1.00 / 1286	0.92 / 49*
supertrend_flip	retrospective_validation	60m	1.00 / 1286	1.28 / 85*
supertrend_flip	retrospective_validation	90m	1.00 / 1286	0.91 / 120
supertrend_flip	retrospective_validation	4h	1.00 / 1286	1.28 / 114
supertrend_flip	retrospective_validation	1d	1.00 / 1286	0.93 / 121
supertrend_flip	retrospective_validation	1w	1.00 / 1286	0.79 / 84*
chandelier_flip	discovery	3m	unavailable	—
chandelier_flip	discovery	5m	0.99 / 2337	0.69 / 63*
chandelier_flip	discovery	10m	0.99 / 2337	0.71 / 73*
chandelier_flip	discovery	15m	0.99 / 2337	0.95 / 81*
chandelier_flip	discovery	30m	0.99 / 2337	1.05 / 104
chandelier_flip	discovery	60m	0.99 / 2337	1.03 / 161
chandelier_flip	discovery	90m	0.99 / 2337	1.06 / 185
chandelier_flip	discovery	4h	0.99 / 2337	0.91 / 195
chandelier_flip	discovery	1d	0.99 / 2337	0.72 / 128
chandelier_flip	discovery	1w	0.99 / 2337	1.14 / 56*
chandelier_flip	retrospective_validation	3m	unavailable	—
chandelier_flip	retrospective_validation	5m	1.00 / 1724	0.67 / 63*
chandelier_flip	retrospective_validation	10m	1.00 / 1724	0.95 / 58*
chandelier_flip	retrospective_validation	15m	1.00 / 1724	0.61 / 60*
chandelier_flip	retrospective_validation	30m	1.00 / 1724	1.15 / 79*
chandelier_flip	retrospective_validation	60m	1.00 / 1724	1.07 / 112
chandelier_flip	retrospective_validation	90m	1.00 / 1724	0.85 / 155
chandelier_flip	retrospective_validation	4h	1.00 / 1724	1.21 / 163
chandelier_flip	retrospective_validation	1d	1.00 / 1724	0.87 / 171
chandelier_flip	retrospective_validation	1w	1.00 / 1724	0.82 / 114
ema_ribbon	discovery	3m	unavailable	—
ema_ribbon	discovery	5m	0.97 / 2281	0.86 / 134
ema_ribbon	discovery	10m	0.97 / 2281	0.88 / 156
ema_ribbon	discovery	15m	0.97 / 2281	1.02 / 138
ema_ribbon	discovery	30m	0.97 / 2281	0.97 / 128
ema_ribbon	discovery	60m	0.97 / 2281	1.07 / 141
ema_ribbon	discovery	90m	0.97 / 2281	1.32 / 137
ema_ribbon	discovery	4h	0.97 / 2281	0.80 / 84*
ema_ribbon	discovery	1d	0.97 / 2281	0.72 / 47*
ema_ribbon	discovery	1w	0.97 / 2281	0.57 / 41*
ema_ribbon	retrospective_validation	3m	unavailable	—
ema_ribbon	retrospective_validation	5m	0.93 / 1662	0.87 / 88*
ema_ribbon	retrospective_validation	10m	0.93 / 1662	0.65 / 106
ema_ribbon	retrospective_validation	15m	0.93 / 1662	0.70 / 106
ema_ribbon	retrospective_validation	30m	0.93 / 1662	0.94 / 100
ema_ribbon	retrospective_validation	60m	0.93 / 1662	0.88 / 86*
ema_ribbon	retrospective_validation	90m	0.93 / 1662	0.99 / 92*
ema_ribbon	retrospective_validation	4h	0.93 / 1662	1.34 / 46*
ema_ribbon	retrospective_validation	1d	0.93 / 1662	0.91 / 99*
ema_ribbon	retrospective_validation	1w	0.93 / 1662	1.07 / 74*
squeeze_release	discovery	3m	unavailable	—
squeeze_release	discovery	5m	1.10 / 2014	0.23 / 47*
squeeze_release	discovery	10m	1.10 / 2014	0.30 / 20*
squeeze_release	discovery	15m	1.10 / 2014	1.45 / 22*
squeeze_release	discovery	30m	1.10 / 2014	1.39 / 26*
squeeze_release	discovery	60m	1.10 / 2014	1.76 / 62*
squeeze_release	discovery	90m	1.10 / 2014	2.39 / 83*
squeeze_release	discovery	4h	1.10 / 2014	1.05 / 116
squeeze_release	discovery	1d	1.10 / 2014	1.28 / 95*
squeeze_release	discovery	1w	1.10 / 2014	1.28 / 47*
squeeze_release	retrospective_validation	3m	unavailable	—
squeeze_release	retrospective_validation	5m	0.87 / 1551	1.38 / 48*
squeeze_release	retrospective_validation	10m	0.87 / 1551	1.26 / 26*
squeeze_release	retrospective_validation	15m	0.87 / 1551	0.85 / 18*
squeeze_release	retrospective_validation	30m	0.87 / 1551	1.72 / 21*
squeeze_release	retrospective_validation	60m	0.87 / 1551	1.13 / 53*
squeeze_release	retrospective_validation	90m	0.87 / 1551	0.80 / 72*
squeeze_release	retrospective_validation	4h	0.87 / 1551	0.61 / 84*
squeeze_release	retrospective_validation	1d	0.87 / 1551	1.19 / 137
squeeze_release	retrospective_validation	1w	0.87 / 1551	1.31 / 86*
vwap_deviation	discovery	3m	unavailable	—
vwap_deviation	discovery	5m	0.83 / 2081	0.74 / 189
vwap_deviation	discovery	10m	0.83 / 2081	0.81 / 241
vwap_deviation	discovery	15m	0.83 / 2081	0.75 / 284
vwap_deviation	discovery	30m	0.83 / 2081	0.79 / 340
vwap_deviation	discovery	60m	0.83 / 2081	0.64 / 346
vwap_deviation	discovery	90m	0.83 / 2081	0.66 / 351
vwap_deviation	discovery	4h	0.83 / 2081	0.87 / 279
vwap_deviation	discovery	1d	0.83 / 2081	0.92 / 135
vwap_deviation	discovery	1w	0.83 / 2081	0.65 / 41*
vwap_deviation	retrospective_validation	3m	unavailable	—
vwap_deviation	retrospective_validation	5m	0.87 / 1454	0.64 / 148
vwap_deviation	retrospective_validation	10m	0.87 / 1454	0.57 / 166
vwap_deviation	retrospective_validation	15m	0.87 / 1454	0.62 / 204
vwap_deviation	retrospective_validation	30m	0.87 / 1454	0.72 / 259
vwap_deviation	retrospective_validation	60m	0.87 / 1454	0.84 / 291
vwap_deviation	retrospective_validation	90m	0.87 / 1454	0.87 / 269
vwap_deviation	retrospective_validation	4h	0.87 / 1454	0.86 / 229
vwap_deviation	retrospective_validation	1d	0.87 / 1454	0.77 / 149
vwap_deviation	retrospective_validation	1w	0.87 / 1454	0.79 / 105
rolling_zscore	discovery	3m	unavailable	—
rolling_zscore	discovery	5m	0.92 / 3331	0.81 / 204
rolling_zscore	discovery	10m	0.92 / 3331	0.72 / 265
rolling_zscore	discovery	15m	0.92 / 3331	0.77 / 328
rolling_zscore	discovery	30m	0.92 / 3331	0.80 / 542
rolling_zscore	discovery	60m	0.92 / 3331	0.82 / 467
rolling_zscore	discovery	90m	0.92 / 3331	0.65 / 421
rolling_zscore	discovery	4h	0.92 / 3331	1.15 / 307
rolling_zscore	discovery	1d	0.92 / 3331	0.92 / 177
rolling_zscore	discovery	1w	0.92 / 3331	1.05 / 76*
rolling_zscore	retrospective_validation	3m	unavailable	—
rolling_zscore	retrospective_validation	5m	0.91 / 2427	0.95 / 167
rolling_zscore	retrospective_validation	10m	0.91 / 2427	0.94 / 230
rolling_zscore	retrospective_validation	15m	0.91 / 2427	0.78 / 281
rolling_zscore	retrospective_validation	30m	0.91 / 2427	0.97 / 471
rolling_zscore	retrospective_validation	60m	0.91 / 2427	0.76 / 415
rolling_zscore	retrospective_validation	90m	0.91 / 2427	0.84 / 371
rolling_zscore	retrospective_validation	4h	0.91 / 2427	0.79 / 254
rolling_zscore	retrospective_validation	1d	0.91 / 2427	0.63 / 216
rolling_zscore	retrospective_validation	1w	0.91 / 2427	0.85 / 170
connors_rsi	discovery	3m	unavailable	—
connors_rsi	discovery	5m	0.85 / 15421	0.76 / 2247
connors_rsi	discovery	10m	0.85 / 15421	0.80 / 2146
connors_rsi	discovery	15m	0.85 / 15421	0.80 / 1888
connors_rsi	discovery	30m	0.85 / 15421	0.81 / 1512
connors_rsi	discovery	60m	0.85 / 15421	0.92 / 1224
connors_rsi	discovery	90m	0.85 / 15421	0.78 / 1229
connors_rsi	discovery	4h	0.85 / 15421	0.88 / 1083
connors_rsi	discovery	1d	0.85 / 15421	1.19 / 823
connors_rsi	discovery	1w	0.85 / 15421	0.87 / 336
connors_rsi	retrospective_validation	3m	unavailable	—
connors_rsi	retrospective_validation	5m	0.89 / 11441	0.85 / 1794
connors_rsi	retrospective_validation	10m	0.89 / 11441	0.87 / 1861
connors_rsi	retrospective_validation	15m	0.89 / 11441	0.92 / 1700
connors_rsi	retrospective_validation	30m	0.89 / 11441	0.98 / 1373
connors_rsi	retrospective_validation	60m	0.89 / 11441	1.01 / 1154
connors_rsi	retrospective_validation	90m	0.89 / 11441	1.02 / 1120
connors_rsi	retrospective_validation	4h	0.89 / 11441	0.96 / 896
connors_rsi	retrospective_validation	1d	0.89 / 11441	0.86 / 993
connors_rsi	retrospective_validation	1w	0.89 / 11441	0.83 / 749
opening_range	discovery	3m	unavailable	—
opening_range	discovery	5m	0.95 / 445	0.57 / 13*
opening_range	discovery	10m	0.95 / 445	1.07 / 16*
opening_range	discovery	15m	0.95 / 445	0.48 / 13*
opening_range	discovery	30m	0.95 / 445	0.97 / 16*
opening_range	discovery	60m	0.95 / 445	0.85 / 23*
opening_range	discovery	90m	0.95 / 445	0.62 / 32*
opening_range	discovery	4h	0.95 / 445	1.41 / 21*
opening_range	discovery	1d	0.95 / 445	1.09 / 23*
opening_range	discovery	1w	0.95 / 445	1.13 / 13*
opening_range	retrospective_validation	3m	unavailable	—
opening_range	retrospective_validation	5m	0.99 / 309	3.25 / 4*
opening_range	retrospective_validation	10m	0.99 / 309	0.54 / 4*
opening_range	retrospective_validation	15m	0.99 / 309	2.27 / 4*
opening_range	retrospective_validation	30m	0.99 / 309	1.65 / 13*
opening_range	retrospective_validation	60m	0.99 / 309	0.86 / 17*
opening_range	retrospective_validation	90m	0.99 / 309	1.57 / 31*
opening_range	retrospective_validation	4h	0.99 / 309	1.12 / 21*
opening_range	retrospective_validation	1d	0.99 / 309	0.88 / 35*
opening_range	retrospective_validation	1w	0.99 / 309	1.02 / 25*
adx_di_cross	discovery	3m	unavailable	—
adx_di_cross	discovery	5m	0.90 / 1815	0.83 / 56*
adx_di_cross	discovery	10m	0.90 / 1815	0.72 / 61*
adx_di_cross	discovery	15m	0.90 / 1815	0.86 / 83*
adx_di_cross	discovery	30m	0.90 / 1815	1.27 / 159
adx_di_cross	discovery	60m	0.90 / 1815	0.86 / 153
adx_di_cross	discovery	90m	0.90 / 1815	1.28 / 162
adx_di_cross	discovery	4h	0.90 / 1815	0.81 / 170
adx_di_cross	discovery	1d	0.90 / 1815	0.85 / 102
adx_di_cross	discovery	1w	0.90 / 1815	0.95 / 48*
adx_di_cross	retrospective_validation	3m	unavailable	—
adx_di_cross	retrospective_validation	5m	0.80 / 1356	0.50 / 46*
adx_di_cross	retrospective_validation	10m	0.80 / 1356	0.89 / 65*
adx_di_cross	retrospective_validation	15m	0.80 / 1356	0.78 / 83*
adx_di_cross	retrospective_validation	30m	0.80 / 1356	0.93 / 105
adx_di_cross	retrospective_validation	60m	0.80 / 1356	1.42 / 121
adx_di_cross	retrospective_validation	90m	0.80 / 1356	1.07 / 152
adx_di_cross	retrospective_validation	4h	0.80 / 1356	1.31 / 121
adx_di_cross	retrospective_validation	1d	0.80 / 1356	0.74 / 135
adx_di_cross	retrospective_validation	1w	0.80 / 1356	0.97 / 91*
bbw_release	discovery	3m	unavailable	—
bbw_release	discovery	5m	0.71 / 731	0.20 / 25*
bbw_release	discovery	10m	0.71 / 731	1.11 / 23*
bbw_release	discovery	15m	0.71 / 731	1.56 / 25*
bbw_release	discovery	30m	0.71 / 731	0.27 / 41*
bbw_release	discovery	60m	0.71 / 731	1.07 / 41*
bbw_release	discovery	90m	0.71 / 731	0.98 / 47*
bbw_release	discovery	4h	0.71 / 731	1.46 / 30*
bbw_release	discovery	1d	0.71 / 731	0.77 / 21*
bbw_release	discovery	1w	0.71 / 731	0.46 / 25*
bbw_release	retrospective_validation	3m	unavailable	—
bbw_release	retrospective_validation	5m	0.95 / 492	0.14 / 27*
bbw_release	retrospective_validation	10m	0.95 / 492	1.05 / 20*
bbw_release	retrospective_validation	15m	0.95 / 492	0.97 / 20*
bbw_release	retrospective_validation	30m	0.95 / 492	0.69 / 23*
bbw_release	retrospective_validation	60m	0.95 / 492	0.30 / 30*
bbw_release	retrospective_validation	90m	0.95 / 492	0.40 / 43*
bbw_release	retrospective_validation	4h	0.95 / 492	1.93 / 25*
bbw_release	retrospective_validation	1d	0.95 / 492	0.96 / 32*
bbw_release	retrospective_validation	1w	0.95 / 492	0.70 / 27*
kaufman_efficiency	discovery	3m	unavailable	—
kaufman_efficiency	discovery	5m	0.87 / 4929	0.74 / 197
kaufman_efficiency	discovery	10m	0.87 / 4929	0.57 / 77*
kaufman_efficiency	discovery	15m	0.87 / 4929	0.71 / 38*
kaufman_efficiency	discovery	30m	0.87 / 4929	2.00 / 70*
kaufman_efficiency	discovery	60m	0.87 / 4929	1.28 / 180
kaufman_efficiency	discovery	90m	0.87 / 4929	1.51 / 210
kaufman_efficiency	discovery	4h	0.87 / 4929	0.70 / 273
kaufman_efficiency	discovery	1d	0.87 / 4929	1.02 / 214
kaufman_efficiency	discovery	1w	0.87 / 4929	1.08 / 121
kaufman_efficiency	retrospective_validation	3m	unavailable	—
kaufman_efficiency	retrospective_validation	5m	0.86 / 3572	1.04 / 180
kaufman_efficiency	retrospective_validation	10m	0.86 / 3572	1.04 / 74*
kaufman_efficiency	retrospective_validation	15m	0.86 / 3572	0.53 / 30*
kaufman_efficiency	retrospective_validation	30m	0.86 / 3572	0.89 / 38*
kaufman_efficiency	retrospective_validation	60m	0.86 / 3572	1.25 / 111
kaufman_efficiency	retrospective_validation	90m	0.86 / 3572	0.80 / 163
kaufman_efficiency	retrospective_validation	4h	0.86 / 3572	0.77 / 197
kaufman_efficiency	retrospective_validation	1d	0.86 / 3572	0.91 / 306
kaufman_efficiency	retrospective_validation	1w	0.86 / 3572	0.88 / 206
displacement_fvg	discovery	3m	unavailable	—
displacement_fvg	discovery	5m	0.99 / 1249	28.70 / 2*
displacement_fvg	discovery	10m	0.99 / 1249	0.74 / 34*
displacement_fvg	discovery	15m	0.99 / 1249	0.76 / 57*
displacement_fvg	discovery	30m	0.99 / 1249	1.15 / 72*
displacement_fvg	discovery	60m	0.99 / 1249	2.47 / 93*
displacement_fvg	discovery	90m	0.99 / 1249	1.50 / 98*
displacement_fvg	discovery	4h	0.99 / 1249	0.72 / 93*
displacement_fvg	discovery	1d	0.99 / 1249	0.95 / 73*
displacement_fvg	discovery	1w	0.99 / 1249	1.22 / 28*
displacement_fvg	retrospective_validation	3m	unavailable	—
displacement_fvg	retrospective_validation	5m	1.02 / 895	0.51 / 6*
displacement_fvg	retrospective_validation	10m	1.02 / 895	1.42 / 45*
displacement_fvg	retrospective_validation	15m	1.02 / 895	1.67 / 41*
displacement_fvg	retrospective_validation	30m	1.02 / 895	1.07 / 72*
displacement_fvg	retrospective_validation	60m	1.02 / 895	1.09 / 69*
displacement_fvg	retrospective_validation	90m	1.02 / 895	0.96 / 85*
displacement_fvg	retrospective_validation	4h	1.02 / 895	0.78 / 77*
displacement_fvg	retrospective_validation	1d	1.02 / 895	0.79 / 101
displacement_fvg	retrospective_validation	1w	1.02 / 895	0.81 / 74*
madz_reversion	discovery	3m	unavailable	—
madz_reversion	discovery	5m	0.81 / 961	1.06 / 97*
madz_reversion	discovery	10m	0.81 / 961	1.02 / 94*
madz_reversion	discovery	15m	0.81 / 961	0.83 / 86*
madz_reversion	discovery	30m	0.81 / 961	0.66 / 99*
madz_reversion	discovery	60m	0.81 / 961	0.79 / 112
madz_reversion	discovery	90m	0.81 / 961	0.68 / 107
madz_reversion	discovery	4h	0.81 / 961	0.85 / 89*
madz_reversion	discovery	1d	0.81 / 961	0.67 / 56*
madz_reversion	discovery	1w	0.81 / 961	0.26 / 21*
madz_reversion	retrospective_validation	3m	unavailable	—
madz_reversion	retrospective_validation	5m	1.09 / 715	0.80 / 93*
madz_reversion	retrospective_validation	10m	1.09 / 715	0.76 / 87*
madz_reversion	retrospective_validation	15m	1.09 / 715	0.92 / 80*
madz_reversion	retrospective_validation	30m	1.09 / 715	1.24 / 85*
madz_reversion	retrospective_validation	60m	1.09 / 715	1.22 / 109
madz_reversion	retrospective_validation	90m	1.09 / 715	1.17 / 126
madz_reversion	retrospective_validation	4h	1.09 / 715	1.03 / 82*
madz_reversion	retrospective_validation	1d	1.09 / 715	1.84 / 64*
madz_reversion	retrospective_validation	1w	1.09 / 715	2.11 / 49*

全方向（bullish / bearish / none）の結果は results/summary/smt_performance.csv。

Previous-day、Asia/London/NY-AM session-level、Liquidity-sweep SMTもBar/Trade Featureとして保存。現段階では多重組合せ探索をしない。