# 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。