research(5m): прогон 14 методов на 250 парах, сверка движка, издержки, графики

ЧТО: code/ (стенд и методы), results/ (сводки), charts/ (3 графика), reports/ (издержки, плацебо, по годам), docs/REJECTED.md.

ПОЧЕМУ: цель — найти кандидатов на 5м или доказать с цифрами их отсутствие.

КАК ПРОВЕРЕНО: движок сверен с прод-движком TON-бота 1:1; плацебо и рандом-контроль в отчёте; бутстрап по дням.

reports/by_year.csv

@@ -0,0 +1,85 @@
+method,year,ev_bp,n,n_trades
+clv_flow,2024,-12.194,25421,25421
+clv_flow,2025,-7.451,114859,114859
+clv_flow,2026,-11.756,116737,116737
+clv_flow_maker,2024,-5.194,25421,25421
+clv_flow_maker,2025,-0.451,114859,114859
+clv_flow_maker,2026,-4.756,116737,116737
+hour_xs_reversal,2024,-13.138,36800,36800
+hour_xs_reversal,2025,-15.361,146000,146000
+hour_xs_reversal,2026,-14.353,108400,108400
+hour_xs_reversal_maker,2024,-6.138,36800,36800
+hour_xs_reversal_maker,2025,-8.361,146000,146000
+hour_xs_reversal_maker,2026,-7.353,108400,108400
+intraday_momentum,2024,-3.978,11098,11098
+intraday_momentum,2025,-21.422,56698,56698
+intraday_momentum,2026,-8.227,57975,57975
+intraday_momentum_maker,2024,3.022,11098,11098
+intraday_momentum_maker,2025,-14.422,56698,56698
+intraday_momentum_maker,2026,-1.227,57975,57975
+lead_lag_btc,2024,-16.295,203946,203946
+lead_lag_btc,2025,-15.415,1055623,1055623
+lead_lag_btc,2026,-15.744,1051708,1051708
+lead_lag_btc_maker,2024,-9.295,203946,203946
+lead_lag_btc_maker,2025,-8.415,1055623,1055623
+lead_lag_btc_maker,2026,-8.744,1051708,1051708
+liquidity_sweep,2024,-16.179,109657,109657
+liquidity_sweep,2025,-15.979,534572,534572
+liquidity_sweep,2026,-15.651,521825,521825
+liquidity_sweep_maker,2024,-9.179,109657,109657
+liquidity_sweep_maker,2025,-8.979,534572,534572
+liquidity_sweep_maker,2026,-8.651,521825,521825
+ou_ema_costaware,2024,-17.433,93868,93868
+ou_ema_costaware,2025,-15.616,477667,477667
+ou_ema_costaware,2026,-13.327,475554,475554
+ou_ema_costaware_maker,2024,-10.433,93868,93868
+ou_ema_costaware_maker,2025,-8.616,477667,477667
+ou_ema_costaware_maker,2026,-6.327,475554,475554
+ou_ema_revert,2024,-17.399,97940,97940
+ou_ema_revert,2025,-15.645,502849,502849
+ou_ema_revert,2026,-13.588,523114,523114
+ou_ema_revert_maker,2024,-10.399,97940,97940
+ou_ema_revert_maker,2025,-8.645,502849,502849
+ou_ema_revert_maker,2026,-6.588,523114,523114
+pairs_btc_eth,2024,-15.364,242,242
+pairs_btc_eth,2025,-14.429,990,990
+pairs_btc_eth,2026,-10.802,712,712
+pairs_btc_eth_maker,2024,-8.364,242,242
+pairs_btc_eth_maker,2025,-7.429,990,990
+pairs_btc_eth_maker,2026,-3.802,712,712
+prod_mr_5m,2024,-4.717,10186,10186
+prod_mr_5m,2025,-3.832,45902,45902
+prod_mr_5m,2026,-5.004,49001,49001
+prod_mr_5m_maker,2024,2.283,10186,10186
+prod_mr_5m_maker,2025,3.168,45902,45902
+prod_mr_5m_maker,2026,1.996,49001,49001
+vol_breakout,2024,-12.294,67189,67189
+vol_breakout,2025,-18.546,340933,340933
+vol_breakout,2026,-19.739,330372,330372
+vol_breakout_maker,2024,-5.294,67189,67189
+vol_breakout_maker,2025,-11.546,340933,340933
+vol_breakout_maker,2026,-12.739,330372,330372
+vwap_revert,2024,-16.574,196980,196980
+vwap_revert,2025,-16.542,1199981,1199981
+vwap_revert,2026,-16.273,1258439,1258439
+vwap_revert_maker,2024,-9.574,196980,196980
+vwap_revert_maker,2025,-9.542,1199981,1199981
+vwap_revert_maker,2026,-9.273,1258439,1258439
+xs_momentum_15m,2024,-18.51,110400,110400
+xs_momentum_15m,2025,-19.401,438000,438000
+xs_momentum_15m,2026,-18.289,325100,325100
+xs_momentum_15m_maker,2024,-11.51,110400,110400
+xs_momentum_15m_maker,2025,-12.401,438000,438000
+xs_momentum_15m_maker,2026,-11.289,325100,325100
+xs_reversal_15m,2024,-14.27,110400,110400
+xs_reversal_15m,2025,-13.727,438000,438000
+xs_reversal_15m,2026,-15.06,325100,325100
+xs_reversal_15m_maker,2024,-7.27,110400,110400
+xs_reversal_15m_maker,2025,-6.727,438000,438000
+xs_reversal_15m_maker,2026,-8.06,325100,325100
+xs_reversal_costaware,2024,-14.277,110300,110300
+xs_reversal_costaware,2025,-13.727,438000,438000
+xs_reversal_costaware,2026,-15.06,325100,325100
+xs_reversal_costaware_maker,2024,-7.277,110300,110300
+xs_reversal_costaware_maker,2025,-6.727,438000,438000
+xs_reversal_costaware_maker,2026,-8.06,325100,325100