# Feature interaction 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。

段階的コホート: 全取引 → NY AM membership → 時間ベースD。PF変化は選別後の約定済みTrade間の記述差であり、Filterの因果効果ではない。

| Strategy | Period | ALL | NY AM | NY AM + D |
|---|---|---|---|---|
| donchian_20_10 | discovery | 0.98 / 2819 | 1.10 / 446 | 0.97 / 298 |
| donchian_20_10 | retrospective_validation | 0.98 / 2087 | 0.92 / 347 | 0.96 / 228 |
| donchian_ema_atr | discovery | 1.01 / 1948 | 0.99 / 399 | 0.92 / 260 |
| donchian_ema_atr | retrospective_validation | 0.96 / 1492 | 0.94 / 307 | 1.12 / 200 |
| supertrend_flip | discovery | 1.02 / 1654 | 0.80 / 277 | 0.77 / 194 |
| supertrend_flip | retrospective_validation | 0.99 / 1290 | 0.89 / 221 | 0.89 / 148 |
| chandelier_flip | discovery | 0.99 / 2345 | 1.04 / 462 | 1.08 / 281 |
| chandelier_flip | retrospective_validation | 1.00 / 1731 | 0.89 / 372 | 0.75 / 235 |
| ema_ribbon | discovery | 0.98 / 2287 | 1.11 / 406 | 1.08 / 220 |
| ema_ribbon | retrospective_validation | 0.94 / 1670 | 0.96 / 289 | 0.82 / 164 |
| squeeze_release | discovery | 1.09 / 2022 | 1.92 / 209 | 2.08 / 119 |
| squeeze_release | retrospective_validation | 0.86 / 1555 | 1.12 / 177 | 1.26 / 93* |
| vwap_deviation | discovery | 0.82 / 2091 | 0.94 / 431 | 0.95 / 266 |
| vwap_deviation | retrospective_validation | 0.87 / 1461 | 0.96 / 297 | 1.18 / 185 |
| rolling_zscore | discovery | 0.92 / 3340 | 0.91 / 451 | 1.00 / 320 |
| rolling_zscore | retrospective_validation | 0.91 / 2439 | 0.91 / 342 | 1.01 / 231 |
| connors_rsi | discovery | 0.85 / 15477 | 0.98 / 2112 | 0.89 / 956 |
| connors_rsi | retrospective_validation | 0.88 / 11477 | 0.94 / 1521 | 0.86 / 696 |
| opening_range | discovery | 0.97 / 450 | 0.98 / 284 | 0.96 / 151 |
| opening_range | retrospective_validation | 0.98 / 314 | 0.81 / 220 | 0.74 / 114 |
| adx_di_cross | discovery | 0.89 / 1826 | 0.98 / 310 | 1.09 / 172 |
| adx_di_cross | retrospective_validation | 0.80 / 1363 | 0.69 / 224 | 0.67 / 133 |
| bbw_release | discovery | 0.71 / 734 | 7.35 / 2* | 7.35 / 2* |
| bbw_release | retrospective_validation | 0.94 / 493 | — / 0* | — / 0* |
| kaufman_efficiency | discovery | 0.87 / 4965 | 1.10 / 536 | 1.00 / 243 |
| kaufman_efficiency | retrospective_validation | 0.86 / 3595 | 0.92 / 400 | 0.93 / 155 |
| displacement_fvg | discovery | 0.98 / 1251 | 1.20 / 407 | 1.13 / 282 |
| displacement_fvg | retrospective_validation | 1.02 / 895 | 0.99 / 315 | 1.10 / 232 |
| madz_reversion | discovery | 0.82 / 964 | 0.94 / 174 | 0.82 / 91* |
| madz_reversion | retrospective_validation | 1.10 / 718 | 1.04 / 150 | 1.03 / 87* |

## 固定Filterの約定エンジン再実行

以下は条件をEntry時点で適用し、単一ポジション制約とExitを含めて再計算した結果。各期間の開始時はフラット。

| Strategy | Period | Base | NY AM | NY AM+D | +5m SMT | +15m SMT | +60m SMT |
|---|---|---|---|---|---|---|---|
| donchian_20_10 | discovery | 0.98 / 2819 | 1.10 / 482 | 0.98 / 334 | 0.70 / 33* | 0.63 / 30* | 1.59 / 27* |
| donchian_20_10 | retrospective_validation | 0.98 / 2087 | 0.92 / 363 | 0.96 / 242 | 1.58 / 24* | 1.02 / 18* | 2.03 / 16* |
| donchian_ema_atr | discovery | 1.01 / 1948 | 0.97 / 435 | 0.90 / 296 | 0.82 / 29* | 0.83 / 25* | 1.08 / 24* |
| donchian_ema_atr | retrospective_validation | 0.96 / 1492 | 0.90 / 321 | 1.06 / 213 | 1.34 / 22* | 1.08 / 15* | 2.74 / 14* |
| supertrend_flip | discovery | 1.02 / 1654 | 0.80 / 277 | 0.77 / 194 | 0.89 / 12* | 0.52 / 11* | 1.55 / 21* |
| supertrend_flip | retrospective_validation | 0.99 / 1290 | 0.89 / 221 | 0.89 / 148 | 0.85 / 15* | 0.96 / 9* | 1.73 / 12* |
| chandelier_flip | discovery | 0.99 / 2345 | 1.04 / 462 | 1.08 / 281 | 0.43 / 25* | 1.76 / 24* | 1.21 / 38* |
| chandelier_flip | retrospective_validation | 1.00 / 1731 | 0.89 / 372 | 0.75 / 235 | 0.54 / 25* | 0.18 / 30* | 0.88 / 24* |
| ema_ribbon | discovery | 0.98 / 2287 | 1.09 / 441 | 1.05 / 257 | 0.73 / 32* | 1.09 / 24* | 1.21 / 32* |
| ema_ribbon | retrospective_validation | 0.94 / 1670 | 0.93 / 318 | 0.78 / 192 | 0.87 / 29* | 0.48 / 33* | 1.50 / 13* |
| squeeze_release | discovery | 1.09 / 2022 | 1.90 / 210 | 2.06 / 120 | 0.00 / 3* | 0.67 / 8* | 8.69 / 9* |
| squeeze_release | retrospective_validation | 0.86 / 1555 | 1.12 / 177 | 1.26 / 93* | 2.90 / 5* | 1.34 / 9* | 2.21 / 9* |
| vwap_deviation | discovery | 0.82 / 2091 | 0.96 / 445 | 0.99 / 280 | 0.93 / 47* | 0.66 / 58* | 0.74 / 69* |
| vwap_deviation | retrospective_validation | 0.87 / 1461 | 0.96 / 317 | 1.15 / 205 | 2.06 / 40* | 1.45 / 42* | 1.46 / 50* |
| rolling_zscore | discovery | 0.92 / 3340 | 0.91 / 458 | 1.00 / 327 | 1.29 / 47* | 0.84 / 59* | 1.18 / 71* |
| rolling_zscore | retrospective_validation | 0.91 / 2439 | 0.92 / 350 | 1.02 / 239 | 1.65 / 36* | 1.17 / 42* | 0.75 / 60* |
| connors_rsi | discovery | 0.85 / 15477 | 0.98 / 2121 | 0.89 / 965 | 0.62 / 174 | 0.76 / 165 | 1.02 / 114 |
| connors_rsi | retrospective_validation | 0.88 / 11477 | 0.94 / 1524 | 0.85 / 699 | 0.81 / 142 | 0.89 / 126 | 0.90 / 89* |
| opening_range | discovery | 0.97 / 450 | 0.98 / 284 | 0.96 / 151 | 0.12 / 9* | 0.00 / 2* | 1.31 / 5* |
| opening_range | retrospective_validation | 0.98 / 314 | 0.81 / 220 | 0.74 / 114 | 2.57 / 3* | — / 1* | 1.71 / 2* |
| adx_di_cross | discovery | 0.89 / 1826 | 0.98 / 310 | 1.09 / 172 | 0.38 / 12* | 1.21 / 13* | 0.94 / 15* |
| adx_di_cross | retrospective_validation | 0.80 / 1363 | 0.69 / 224 | 0.67 / 133 | 0.54 / 14* | 0.49 / 16* | 1.15 / 17* |
| bbw_release | discovery | 0.71 / 734 | 7.35 / 2* | 7.35 / 2* | — / 0* | — / 0* | — / 0* |
| bbw_release | retrospective_validation | 0.94 / 493 | — / 0* | — / 0* | — / 0* | — / 0* | — / 0* |
| kaufman_efficiency | discovery | 0.87 / 4965 | 1.10 / 536 | 1.00 / 243 | 0.73 / 13* | 0.34 / 11* | 3.79 / 17* |
| kaufman_efficiency | retrospective_validation | 0.86 / 3595 | 0.92 / 400 | 0.93 / 155 | 2.04 / 20* | 0.52 / 12* | 0.90 / 9* |
| displacement_fvg | discovery | 0.98 / 1251 | 1.20 / 407 | 1.13 / 282 | 28.70 / 2* | 0.98 / 18* | 10.47 / 28* |
| displacement_fvg | retrospective_validation | 1.02 / 895 | 0.99 / 315 | 1.10 / 232 | 0.68 / 4* | 0.48 / 15* | 0.71 / 21* |
| madz_reversion | discovery | 0.82 / 964 | 0.94 / 175 | 0.81 / 92* | 0.74 / 8* | 0.86 / 9* | 0.70 / 13* |
| madz_reversion | retrospective_validation | 1.10 / 718 | 1.05 / 151 | 1.06 / 88* | 6.99 / 9* | 5.96 / 10* | 2.23 / 14* |

利益・DD・前段階差分を含む全指標は `results/summary/filter_backtests.csv`。

## 事前仮説H006: NY AM D × 方向一致SMT

| Strategy | Period | TF | Direction | PF / n | Expectancy | Avg R | Status |
|---|---|---|---|---|---|---|---|
| donchian_20_10 | discovery | 5m | bullish | 0.98 / 10* | -1.24 | -0.12 | insufficient_sample |
| donchian_20_10 | discovery | 5m | bearish | 0.60 / 15* | -25.60 | -0.22 | insufficient_sample |
| donchian_20_10 | discovery | 15m | bullish | 0.72 / 11* | -17.27 | -0.20 | insufficient_sample |
| donchian_20_10 | discovery | 15m | bearish | 0.85 / 14* | -10.15 | 0.05 | insufficient_sample |
| donchian_20_10 | discovery | 60m | bullish | 1.16 / 11* | 9.00 | 0.01 | insufficient_sample |
| donchian_20_10 | discovery | 60m | bearish | 2.11 / 14* | 61.97 | 0.89 | insufficient_sample |
| donchian_20_10 | retrospective_validation | 5m | bullish | 1.97 / 16* | 58.03 | 0.47 | insufficient_sample |
| donchian_20_10 | retrospective_validation | 5m | bearish | 1.15 / 6* | 9.62 | 0.17 | insufficient_sample |
| donchian_20_10 | retrospective_validation | 15m | bullish | 0.77 / 8* | -22.78 | 0.10 | insufficient_sample |
| donchian_20_10 | retrospective_validation | 15m | bearish | 3.82 / 6* | 156.34 | 0.98 | insufficient_sample |
| donchian_20_10 | retrospective_validation | 60m | bullish | 0.96 / 4* | -3.90 | -0.12 | insufficient_sample |
| donchian_20_10 | retrospective_validation | 60m | bearish | 2.69 / 9* | 100.94 | 0.65 | insufficient_sample |
| donchian_ema_atr | discovery | 5m | bullish | 1.23 / 9* | 10.63 | 0.00 | insufficient_sample |
| donchian_ema_atr | discovery | 5m | bearish | 0.82 / 13* | -9.39 | -0.02 | insufficient_sample |
| donchian_ema_atr | discovery | 15m | bullish | 0.83 / 10* | -9.99 | -0.12 | insufficient_sample |
| donchian_ema_atr | discovery | 15m | bearish | 1.04 / 12* | 2.86 | 0.22 | insufficient_sample |
| donchian_ema_atr | discovery | 60m | bullish | 0.50 / 10* | -33.45 | -0.31 | insufficient_sample |
| donchian_ema_atr | discovery | 60m | bearish | 1.68 / 12* | 43.94 | 0.71 | insufficient_sample |
| donchian_ema_atr | retrospective_validation | 5m | bullish | 2.10 / 16* | 66.03 | 0.52 | insufficient_sample |
| donchian_ema_atr | retrospective_validation | 5m | bearish | 0.47 / 4* | -64.12 | -0.26 | insufficient_sample |
| donchian_ema_atr | retrospective_validation | 15m | bullish | 0.96 / 7* | -3.54 | 0.26 | insufficient_sample |
| donchian_ema_atr | retrospective_validation | 15m | bearish | 7.36 / 4* | 216.81 | 1.23 | insufficient_sample |
| donchian_ema_atr | retrospective_validation | 60m | bullish | 1.29 / 3* | 27.37 | -0.01 | insufficient_sample |
| donchian_ema_atr | retrospective_validation | 60m | bearish | 2.21 / 9* | 76.92 | 0.41 | insufficient_sample |
| supertrend_flip | discovery | 5m | bullish | 0.46 / 6* | -36.71 | -0.59 | insufficient_sample |
| supertrend_flip | discovery | 5m | bearish | 1.60 / 6* | 24.35 | 0.46 | insufficient_sample |
| supertrend_flip | discovery | 15m | bullish | 0.00 / 4* | -86.17 | -1.00 | insufficient_sample |
| supertrend_flip | discovery | 15m | bearish | 0.93 / 7* | -4.48 | 0.25 | insufficient_sample |
| supertrend_flip | discovery | 60m | bullish | 0.87 / 10* | -8.81 | 0.04 | insufficient_sample |
| supertrend_flip | discovery | 60m | bearish | 2.52 / 11* | 67.69 | 0.87 | insufficient_sample |
| supertrend_flip | retrospective_validation | 5m | bullish | 0.80 / 10* | -20.00 | -0.11 | insufficient_sample |
| supertrend_flip | retrospective_validation | 5m | bearish | 0.97 / 5* | -2.50 | 0.18 | insufficient_sample |
| supertrend_flip | retrospective_validation | 15m | bullish | 0.93 / 3* | -5.36 | -0.02 | insufficient_sample |
| supertrend_flip | retrospective_validation | 15m | bearish | 0.98 / 6* | -2.17 | -0.01 | insufficient_sample |
| supertrend_flip | retrospective_validation | 60m | bullish | 0.96 / 6* | -4.45 | -0.01 | insufficient_sample |
| supertrend_flip | retrospective_validation | 60m | bearish | 3.60 / 6* | 114.96 | 0.97 | insufficient_sample |
| chandelier_flip | discovery | 5m | bullish | 0.78 / 13* | -12.28 | -0.25 | insufficient_sample |
| chandelier_flip | discovery | 5m | bearish | 0.14 / 12* | -59.36 | -0.66 | insufficient_sample |
| chandelier_flip | discovery | 15m | bullish | 1.80 / 12* | 32.92 | 0.10 | insufficient_sample |
| chandelier_flip | discovery | 15m | bearish | 1.72 / 12* | 43.58 | 0.28 | insufficient_sample |
| chandelier_flip | discovery | 60m | bullish | 1.20 / 20* | 12.37 | 0.09 | insufficient_sample |
| chandelier_flip | discovery | 60m | bearish | 1.22 / 18* | 14.80 | 0.41 | insufficient_sample |
| chandelier_flip | retrospective_validation | 5m | bullish | 0.45 / 16* | -63.96 | -0.32 | insufficient_sample |
| chandelier_flip | retrospective_validation | 5m | bearish | 0.71 / 9* | -30.41 | -0.21 | insufficient_sample |
| chandelier_flip | retrospective_validation | 15m | bullish | 0.17 / 16* | -75.18 | -0.50 | insufficient_sample |
| chandelier_flip | retrospective_validation | 15m | bearish | 0.19 / 14* | -98.65 | -0.63 | insufficient_sample |
| chandelier_flip | retrospective_validation | 60m | bullish | 0.51 / 12* | -50.25 | -0.29 | insufficient_sample |
| chandelier_flip | retrospective_validation | 60m | bearish | 1.38 / 12* | 29.12 | 0.33 | insufficient_sample |
| ema_ribbon | discovery | 5m | bullish | 0.41 / 17* | -44.33 | -0.38 | insufficient_sample |
| ema_ribbon | discovery | 5m | bearish | 0.91 / 6* | -6.87 | 0.06 | insufficient_sample |
| ema_ribbon | discovery | 15m | bullish | 0.77 / 11* | -14.11 | -0.13 | insufficient_sample |
| ema_ribbon | discovery | 15m | bearish | 2.56 / 7* | 102.33 | 0.69 | insufficient_sample |
| ema_ribbon | discovery | 60m | bullish | 2.63 / 14* | 60.30 | 0.62 | insufficient_sample |
| ema_ribbon | discovery | 60m | bearish | 0.60 / 13* | -37.88 | -0.02 | insufficient_sample |
| ema_ribbon | retrospective_validation | 5m | bullish | 1.33 / 14* | 26.42 | 0.35 | insufficient_sample |
| ema_ribbon | retrospective_validation | 5m | bearish | 1.28 / 8* | 34.79 | 0.16 | insufficient_sample |
| ema_ribbon | retrospective_validation | 15m | bullish | 0.57 / 15* | -44.17 | -0.22 | insufficient_sample |
| ema_ribbon | retrospective_validation | 15m | bearish | 0.98 / 9* | -1.90 | 0.14 | insufficient_sample |
| ema_ribbon | retrospective_validation | 60m | bullish | 4.25 / 6* | 149.86 | 0.97 | insufficient_sample |
| ema_ribbon | retrospective_validation | 60m | bearish | 0.50 / 6* | -65.04 | -0.40 | insufficient_sample |
| squeeze_release | discovery | 5m | bullish | — / 0* | — | — | insufficient_sample |
| squeeze_release | discovery | 5m | bearish | 0.00 / 2* | -92.74 | -0.80 | insufficient_sample |
| squeeze_release | discovery | 15m | bullish | 0.00 / 2* | -37.41 | -0.57 | insufficient_sample |
| squeeze_release | discovery | 15m | bearish | 0.94 / 5* | -4.06 | 0.17 | insufficient_sample |
| squeeze_release | discovery | 60m | bullish | 0.00 / 1* | -96.69 | -1.00 | insufficient_sample |
| squeeze_release | discovery | 60m | bearish | 33.22 / 8* | 137.92 | 1.42 | insufficient_sample |
| squeeze_release | retrospective_validation | 5m | bullish | 4.67 / 4* | 115.30 | 0.82 | insufficient_sample |
| squeeze_release | retrospective_validation | 5m | bearish | 0.00 / 1* | -76.68 | -1.00 | insufficient_sample |
| squeeze_release | retrospective_validation | 15m | bullish | 0.67 / 4* | -12.61 | 0.04 | insufficient_sample |
| squeeze_release | retrospective_validation | 15m | bearish | 1.73 / 5* | 38.45 | 0.11 | insufficient_sample |
| squeeze_release | retrospective_validation | 60m | bullish | — / 1* | 66.76 | 0.36 | insufficient_sample |
| squeeze_release | retrospective_validation | 60m | bearish | 1.99 / 8* | 37.09 | 0.23 | insufficient_sample |
| vwap_deviation | discovery | 5m | bullish | 0.85 / 17* | -8.80 | -0.16 | insufficient_sample |
| vwap_deviation | discovery | 5m | bearish | 1.95 / 15* | 40.09 | 0.25 | insufficient_sample |
| vwap_deviation | discovery | 15m | bullish | 0.29 / 18* | -59.53 | -0.50 | insufficient_sample |
| vwap_deviation | discovery | 15m | bearish | 0.90 / 27* | -5.34 | -0.17 | insufficient_sample |
| vwap_deviation | discovery | 60m | bullish | 0.67 / 28* | -21.73 | -0.09 | insufficient_sample |
| vwap_deviation | discovery | 60m | bearish | 0.80 / 30* | -14.44 | -0.08 | insufficient_sample |
| vwap_deviation | retrospective_validation | 5m | bullish | 0.95 / 12* | -4.31 | -0.04 | insufficient_sample |
| vwap_deviation | retrospective_validation | 5m | bearish | 2.96 / 13* | 80.63 | 0.51 | insufficient_sample |
| vwap_deviation | retrospective_validation | 15m | bullish | 0.56 / 15* | -47.72 | -0.26 | insufficient_sample |
| vwap_deviation | retrospective_validation | 15m | bearish | 1.02 / 12* | 1.20 | -0.11 | insufficient_sample |
| vwap_deviation | retrospective_validation | 60m | bullish | 0.53 / 15* | -50.54 | -0.38 | insufficient_sample |
| vwap_deviation | retrospective_validation | 60m | bearish | 2.32 / 23* | 65.65 | 0.42 | insufficient_sample |
| rolling_zscore | discovery | 5m | bullish | 0.72 / 17* | -18.23 | -0.15 | insufficient_sample |
| rolling_zscore | discovery | 5m | bearish | 1.75 / 20* | 24.20 | 0.12 | insufficient_sample |
| rolling_zscore | discovery | 15m | bullish | 0.62 / 23* | -24.44 | -0.15 | insufficient_sample |
| rolling_zscore | discovery | 15m | bearish | 0.79 / 30* | -10.41 | -0.12 | insufficient_sample |
| rolling_zscore | discovery | 60m | bullish | 1.16 / 33* | 7.69 | 0.05 | insufficient_sample |
| rolling_zscore | discovery | 60m | bearish | 1.34 / 33* | 15.92 | 0.12 | insufficient_sample |
| rolling_zscore | retrospective_validation | 5m | bullish | 2.19 / 15* | 57.13 | 0.32 | insufficient_sample |
| rolling_zscore | retrospective_validation | 5m | bearish | 0.73 / 11* | -24.71 | -0.04 | insufficient_sample |
| rolling_zscore | retrospective_validation | 15m | bullish | 1.41 / 17* | 25.56 | 0.14 | insufficient_sample |
| rolling_zscore | retrospective_validation | 15m | bearish | 0.57 / 20* | -37.15 | -0.17 | insufficient_sample |
| rolling_zscore | retrospective_validation | 60m | bullish | 0.54 / 23* | -40.59 | -0.38 | insufficient_sample |
| rolling_zscore | retrospective_validation | 60m | bearish | 0.99 / 29* | -0.83 | 0.06 | insufficient_sample |
| connors_rsi | discovery | 5m | bullish | 0.59 / 87* | -15.37 | -0.17 | insufficient_sample |
| connors_rsi | discovery | 5m | bearish | 0.62 / 84* | -12.40 | -0.06 | insufficient_sample |
| connors_rsi | discovery | 15m | bullish | 0.87 / 71* | -4.10 | -0.03 | insufficient_sample |
| connors_rsi | discovery | 15m | bearish | 0.64 / 90* | -12.62 | -0.09 | insufficient_sample |
| connors_rsi | discovery | 60m | bullish | 1.17 / 58* | 5.33 | 0.10 | insufficient_sample |
| connors_rsi | discovery | 60m | bearish | 0.82 / 53* | -5.97 | -0.09 | insufficient_sample |
| connors_rsi | retrospective_validation | 5m | bullish | 0.93 / 67* | -2.54 | -0.00 | insufficient_sample |
| connors_rsi | retrospective_validation | 5m | bearish | 0.67 / 71* | -16.33 | -0.07 | insufficient_sample |
| connors_rsi | retrospective_validation | 15m | bullish | 1.15 / 54* | 5.74 | 0.03 | insufficient_sample |
| connors_rsi | retrospective_validation | 15m | bearish | 0.74 / 68* | -12.07 | -0.08 | insufficient_sample |
| connors_rsi | retrospective_validation | 60m | bullish | 0.95 / 33* | -2.27 | -0.02 | insufficient_sample |
| connors_rsi | retrospective_validation | 60m | bearish | 0.87 / 56* | -5.08 | -0.04 | insufficient_sample |
| opening_range | discovery | 5m | bullish | 0.00 / 3* | -142.18 | -1.00 | insufficient_sample |
| opening_range | discovery | 5m | bearish | 0.00 / 3* | -110.18 | -1.00 | insufficient_sample |
| opening_range | discovery | 15m | bullish | — / 0* | — | — | insufficient_sample |
| opening_range | discovery | 15m | bearish | 0.00 / 2* | -172.49 | -1.00 | insufficient_sample |
| opening_range | discovery | 60m | bullish | — / 2* | 190.70 | 1.49 | insufficient_sample |
| opening_range | discovery | 60m | bearish | 0.52 / 3* | -77.21 | -0.01 | insufficient_sample |
| opening_range | retrospective_validation | 5m | bullish | — / 1* | 201.26 | 1.23 | insufficient_sample |
| opening_range | retrospective_validation | 5m | bearish | 0.00 / 1* | -161.33 | -1.00 | insufficient_sample |
| opening_range | retrospective_validation | 15m | bullish | — / 0* | — | — | insufficient_sample |
| opening_range | retrospective_validation | 15m | bearish | — / 1* | 319.38 | 1.97 | insufficient_sample |
| opening_range | retrospective_validation | 60m | bullish | 0.00 / 1* | -186.24 | -0.85 | insufficient_sample |
| opening_range | retrospective_validation | 60m | bearish | — / 1* | 319.38 | 1.97 | insufficient_sample |
| adx_di_cross | discovery | 5m | bullish | 0.53 / 5* | -26.60 | -0.03 | insufficient_sample |
| adx_di_cross | discovery | 5m | bearish | 0.28 / 7* | -42.28 | -0.33 | insufficient_sample |
| adx_di_cross | discovery | 15m | bullish | 1.93 / 5* | 41.46 | 0.40 | insufficient_sample |
| adx_di_cross | discovery | 15m | bearish | 0.84 / 8* | -8.50 | -0.06 | insufficient_sample |
| adx_di_cross | discovery | 60m | bullish | 1.25 / 5* | 10.28 | 0.14 | insufficient_sample |
| adx_di_cross | discovery | 60m | bearish | 0.81 / 10* | -8.97 | 0.16 | insufficient_sample |
| adx_di_cross | retrospective_validation | 5m | bullish | 0.67 / 8* | -27.78 | -0.02 | insufficient_sample |
| adx_di_cross | retrospective_validation | 5m | bearish | 0.34 / 6* | -50.86 | -0.25 | insufficient_sample |
| adx_di_cross | retrospective_validation | 15m | bullish | 0.31 / 9* | -51.43 | -0.39 | insufficient_sample |
| adx_di_cross | retrospective_validation | 15m | bearish | 0.69 / 7* | -25.87 | -0.18 | insufficient_sample |
| adx_di_cross | retrospective_validation | 60m | bullish | 0.56 / 9* | -26.27 | -0.27 | insufficient_sample |
| adx_di_cross | retrospective_validation | 60m | bearish | 1.94 / 8* | 47.15 | 0.49 | insufficient_sample |
| bbw_release | discovery | 5m | bullish | — / 0* | — | — | insufficient_sample |
| bbw_release | discovery | 5m | bearish | — / 0* | — | — | insufficient_sample |
| bbw_release | discovery | 15m | bullish | — / 0* | — | — | insufficient_sample |
| bbw_release | discovery | 15m | bearish | — / 0* | — | — | insufficient_sample |
| bbw_release | discovery | 60m | bullish | — / 0* | — | — | insufficient_sample |
| bbw_release | discovery | 60m | bearish | — / 0* | — | — | insufficient_sample |
| bbw_release | retrospective_validation | 5m | bullish | — / 0* | — | — | insufficient_sample |
| bbw_release | retrospective_validation | 5m | bearish | — / 0* | — | — | insufficient_sample |
| bbw_release | retrospective_validation | 15m | bullish | — / 0* | — | — | insufficient_sample |
| bbw_release | retrospective_validation | 15m | bearish | — / 0* | — | — | insufficient_sample |
| bbw_release | retrospective_validation | 60m | bullish | — / 0* | — | — | insufficient_sample |
| bbw_release | retrospective_validation | 60m | bearish | — / 0* | — | — | insufficient_sample |
| kaufman_efficiency | discovery | 5m | bullish | 0.04 / 5* | -52.14 | -0.45 | insufficient_sample |
| kaufman_efficiency | discovery | 5m | bearish | 1.16 / 8* | 8.68 | -0.17 | insufficient_sample |
| kaufman_efficiency | discovery | 15m | bullish | 0.00 / 4* | -40.32 | -0.42 | insufficient_sample |
| kaufman_efficiency | discovery | 15m | bearish | 0.51 / 7* | -21.44 | -0.30 | insufficient_sample |
| kaufman_efficiency | discovery | 60m | bullish | 0.00 / 4* | -42.62 | -0.43 | insufficient_sample |
| kaufman_efficiency | discovery | 60m | bearish | 8.47 / 13* | 79.19 | 0.96 | insufficient_sample |
| kaufman_efficiency | retrospective_validation | 5m | bullish | 1.91 / 13* | 40.89 | 0.39 | insufficient_sample |
| kaufman_efficiency | retrospective_validation | 5m | bearish | 2.47 / 7* | 36.36 | 0.31 | insufficient_sample |
| kaufman_efficiency | retrospective_validation | 15m | bullish | 0.55 / 5* | -33.38 | -0.26 | insufficient_sample |
| kaufman_efficiency | retrospective_validation | 15m | bearish | 0.49 / 7* | -35.70 | -0.18 | insufficient_sample |
| kaufman_efficiency | retrospective_validation | 60m | bullish | 1.59 / 3* | 18.43 | 0.09 | insufficient_sample |
| kaufman_efficiency | retrospective_validation | 60m | bearish | 0.78 / 6* | -19.65 | -0.32 | insufficient_sample |
| displacement_fvg | discovery | 5m | bullish | — / 0* | — | — | insufficient_sample |
| displacement_fvg | discovery | 5m | bearish | 28.70 / 2* | 58.72 | 0.94 | insufficient_sample |
| displacement_fvg | discovery | 15m | bullish | 0.56 / 5* | -25.53 | -0.25 | insufficient_sample |
| displacement_fvg | discovery | 15m | bearish | 1.22 / 13* | 8.47 | 0.08 | insufficient_sample |
| displacement_fvg | discovery | 60m | bullish | 2.23 / 8* | 15.14 | 0.07 | insufficient_sample |
| displacement_fvg | discovery | 60m | bearish | 17.92 / 19* | 105.04 | 1.12 | insufficient_sample |
| displacement_fvg | retrospective_validation | 5m | bullish | 0.86 / 2* | -14.07 | 0.47 | insufficient_sample |
| displacement_fvg | retrospective_validation | 5m | bearish | 0.19 / 2* | -31.21 | -0.47 | insufficient_sample |
| displacement_fvg | retrospective_validation | 15m | bullish | 0.62 / 6* | -14.87 | -0.06 | insufficient_sample |
| displacement_fvg | retrospective_validation | 15m | bearish | 0.41 / 9* | -29.64 | -0.26 | insufficient_sample |
| displacement_fvg | retrospective_validation | 60m | bullish | 0.24 / 7* | -36.71 | -0.26 | insufficient_sample |
| displacement_fvg | retrospective_validation | 60m | bearish | 0.87 / 14* | -9.23 | -0.08 | insufficient_sample |
| madz_reversion | discovery | 5m | bullish | 0.47 / 4* | -48.28 | -0.26 | insufficient_sample |
| madz_reversion | discovery | 5m | bearish | 1.06 / 4* | 4.65 | 0.47 | insufficient_sample |
| madz_reversion | discovery | 15m | bullish | 0.00 / 3* | -80.35 | -1.00 | insufficient_sample |
| madz_reversion | discovery | 15m | bearish | 0.82 / 5* | -13.83 | 0.17 | insufficient_sample |
| madz_reversion | discovery | 60m | bullish | 1.26 / 9* | 13.71 | -0.02 | insufficient_sample |
| madz_reversion | discovery | 60m | bearish | 0.00 / 4* | -95.42 | -1.00 | insufficient_sample |
| madz_reversion | retrospective_validation | 5m | bullish | 7.04 / 5* | 218.14 | 0.78 | insufficient_sample |
| madz_reversion | retrospective_validation | 5m | bearish | 4.45 / 3* | 161.48 | 0.98 | insufficient_sample |
| madz_reversion | retrospective_validation | 15m | bullish | 3.99 / 7* | 140.77 | 0.57 | insufficient_sample |
| madz_reversion | retrospective_validation | 15m | bearish | — / 2* | 150.56 | 1.13 | insufficient_sample |
| madz_reversion | retrospective_validation | 60m | bullish | 3.14 / 6* | 126.54 | 0.36 | insufficient_sample |
| madz_reversion | retrospective_validation | 60m | bearish | 1.36 / 7* | 27.37 | -0.13 | insufficient_sample |

他の時間足も `results/summary/interaction_performance.csv` に保存。最高PFの組合せを自動採用しない。

100取引未満は insufficient_sample。今後は新しいデータ上で、Filter付きシグナルを約定エンジンから再実行して確認する。