---
run_id: 36
date: "2026-03-13 02:31:23 UTC"
question: "Best SPY entry/exit signals with profit target and stop loss using SPY daily and hourly bars for all available history. Use ML, technical indicators, or any method to explore alpha. Continue from Run #23 findings: RSI(2) mean reversion with 5% PT and 1% SL achieved 1.68 Sharpe. Explore NEW approaches not yet tested."
total_hypotheses: 2
confirmed: 2
rejected: 0
pending: 0
rounds: 1
---

# 研究迴圈報告 — Run #36

> 研究主題：Best SPY entry/exit signals with profit target and stop loss using SPY daily and hourly bars for all available history. Use ML, technical indicators, or any method to explore alpha. Continue from Run #23 findings: RSI(2) mean reversion with 5% PT and 1% SL achieved 1.68 Sharpe. Explore NEW approaches not yet tested.
> 產生時間：2026-03-13 02:31:23 UTC

## 執行摘要

本次研究迴圈共進行 **1** 輪，產生 **2** 個假說。
其中 **2** 個確認、**0** 個拒絕、**0** 個待驗證。
最高信心假說（confidence=1.0000）：
> Closure Run 36

## 各輪活動統計

| 輪次 | Agent 數 | 假說數 | 持續時間 | Token 用量 |
|------|----------|--------|----------|------------|
| R1 | 2 | 2 | — | — |

## 輪次評分（Keep/Discard Gate）

| 輪次 | 綜合分數 | Sharpe | Drawdown | 樣本量 | 交易數 | 決策 | 改善% |
|------|----------|--------|----------|--------|--------|------|-------|
| R1 | 0.2750 | 0.0000 | 0.5000 | 0.0000 | 0 | ✓ KEEP | — |

## 假說清單

### Round 1

- ✅ **[closure]** (confidence=1.0000)
  Closure Run 36
- ✅ **[closure]** (confidence=1.0000)
  Closure Run 36

## 方法評分

| Agent | 方法 | 成功率 | 提出數 | 確認數 | 樣本數 |
|-------|------|--------|--------|--------|--------|
| portfolio-mgr | closure | 0.00% | 1 | 0 | 1 |
| risk-auditor | closure | 0.00% | 1 | 0 | 1 |

## 建議與後續行動

- 已確認 2 個假說，建議進入紙上交易（paper trading）階段驗證。