---
run_id: 16
date: "2026-03-09 23:24:47 UTC"
n_confirmed: 0
n_rejected: 0
top_strategy: "N/A"
---

# 研究迴圈報告 — Run #16

> 產生時間：2026-03-09 23:24:47 UTC

## 執行摘要

本次研究迴圈共評估 **0** 個策略，確認假說 **0** 個，拒絕假說 **0** 個。

## 策略績效總表

| 策略名稱 | Sharpe | 最大回撤 | 交易次數 | 穩健度 | WFE | 勝率 |
|----------|--------|----------|----------|--------|-----|------|

## 錯誤日誌摘要

- **backtest_crash**: 3 次

最近錯誤：

- [backtest_crash] Script buywrite_backtest.py failed (rc=1): No SPY files found

- [backtest_crash] Script tsmom_backtest.py failed (rc=1): Extracting prices...
WARNING: No files found for SPY
WARNING: No files found for
- [backtest_crash] Script dual_momentum_spy_tlt_gld.py failed (rc=1): Traceback (most recent call last):
  File "/home/francis/project/back

## 研究演化紀錄

| Agent | 方法 | 成功率 | 樣本數 |
|-------|------|--------|--------|
| risk-auditor | data-quality | 0.00% | 1 |
| risk-auditor | result-verification | 0.00% | 1 |
| risk-auditor | data-sufficiency | 0.00% | 1 |
| risk-auditor | risk-management | 0.00% | 1 |
| risk-auditor | methodology | 0.00% | 1 |
| risk-auditor | universe-design | 0.00% | 1 |
| risk-auditor | performance-expectations | 0.00% | 1 |
| researcher | multi-asset momentum | 0.00% | 7 |
| risk-auditor | data-quality | 0.00% | 3 |
| risk-auditor | statistical-significance | 0.00% | 1 |
| risk-auditor | period-bias | 0.00% | 1 |
| risk-auditor | strategy-structure | 0.00% | 1 |
| risk-auditor | implementation | 0.00% | 1 |
| researcher | time-series momentum / options-derived | 0.00% | 1 |
| researcher | time-series momentum / options sentiment | 0.00% | 1 |
| researcher | time-series momentum / trend following | 0.00% | 1 |
| researcher | time-series momentum / ensemble | 0.00% | 1 |
| researcher | time-series momentum / multi-asset | 0.00% | 1 |
| risk-auditor | result-verification | 0.00% | 1 |
| risk-auditor | statistical-significance | 0.00% | 1 |
| risk-auditor | strategy-characterization | 0.00% | 1 |
| risk-auditor | regime-analysis | 0.00% | 1 |
| risk-auditor | whipsaw-analysis | 0.00% | 1 |
| risk-auditor | overfitting-check | 0.00% | 1 |
| risk-auditor | period-bias | 0.00% | 1 |
| researcher | volatility-scaled momentum | 0.00% | 1 |
| researcher | VIX regime momentum overlay | 0.00% | 1 |
| researcher | momentum signal ensemble | 0.00% | 1 |
| researcher | VIX term structure momentum filter | 0.00% | 1 |
| researcher | adaptive volatility-scaled momentum | 0.00% | 1 |
| risk-auditor | strategy-characterization | 0.00% | 1 |
| risk-auditor | factor-decomposition | 0.00% | 1 |
| researcher | volatility-adaptive overlay | 0.00% | 1 |
| risk-auditor | statistical-significance | 0.00% | 1 |
| risk-auditor | coverage-gap | 0.00% | 1 |
| risk-auditor | period-bias | 0.00% | 1 |
| risk-auditor | meta-assessment | 0.00% | 1 |
| researcher | buy-write baseline | 0.00% | 1 |
| researcher | strike selection optimization | 0.00% | 1 |
| researcher | strike selection boundary | 0.00% | 1 |
| researcher | momentum-conditional overlay | 0.00% | 1 |
| risk-auditor | overfitting | 0.00% | 1 |

## 建議與後續行動

- 最常見錯誤類型為 **backtest_crash**（3 次），建議優先修復。
- 本次迴圈無策略產出，建議檢查資料品質與生成 prompt。