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feat: feature audit + 3-way backtest, update FEATURE_COLUMNS to winner subset

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	<!DOCTYPE html>
	<html>
	<head><meta charset="utf-8"><title>3-way Backtest 2026-05-11 15:02</title>
	<style>
	body { background: #1a1a2e; color: #e0e0e0; font-family: monospace; padding: 20px; }
	h1, h2 { color: #e0e0ff; }
	table { border-collapse: collapse; width: 100%; margin-bottom: 24px; }
	th { background: #16213e; color: #a0c4ff; padding: 8px 12px; text-align: right; }
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	tr.subset-a { background: #1e2a3a; }
	tr.subset-b { background: #1a2e2e; }
	tr.subset-c { background: #2a1e2e; }
	tr.delta { color: #888; font-size: 0.88em; }
	tr.winner { font-weight: bold; color: #ffe066; }
	tr.agg-row { background: #0f3460; color: #ffffff; font-weight: bold; }
	.pos { color: #66ff99; }
	.neg { color: #ff6666; }
	.label { color: #a0c4ff; font-weight: bold; }
	</style>
	</head>
	<body>
	<h1>3-Way Feature Subset Backtest</h1>
	<p>Walk-forward \| MIN_TRAIN=240 \| STEP=21d \| LABEL=5d ±2% \| RF(200est,d6,leaf10)</p>
	<p>Generated: 2026-05-11 15:02 \| Winner: <strong>A (40f)</strong></p>
	<table>
	<tr><th>Stock/Subset</th><th>Acc%</th><th>Dir%</th><th>↑Prec%</th><th>↓Prec%</th><th>Win%</th><th>P&L%</th><th>Sharpe</th><th>MaxDD</th><th>IC</th><th>Trades</th><th>Preds</th></tr>
	<tr class="subset-a winner"><td><span class='label'>2330</span> A(40f)</td><td>42.4</td><td>38.0</td><td>56.8</td><td>14.3</td><td>59.5</td><td class="pos">64.8</td><td>1.283</td><td>-0.264</td><td>0.216</td><td>79</td><td>231</td></tr><tr class="subset-b"><td><span class='label'>2330</span> B(62f)</td><td>39.4</td><td>32.7</td><td>52.8</td><td>8.9</td><td>51.0</td><td class="pos">31.1</td><td>0.511</td><td>-0.355</td><td>0.110</td><td>98</td><td>231</td></tr><tr class="subset-c"><td><span class='label'>2330</span> C(85f)</td><td>42.0</td><td>34.3</td><td>52.6</td><td>10.3</td><td>56.7</td><td class="pos">16.7</td><td>0.394</td><td>-0.218</td><td>0.072</td><td>67</td><td>231</td></tr><tr class="delta"><td>  ΔB-A</td><td class="neg">-3.0</td><td class="neg">-5.3</td><td class="neg">-4.0</td><td class="neg">-5.4</td><td class="neg">-8.5</td><td class="neg">-33.7</td><td colspan='5'></td></tr><tr class="delta"><td>  ΔC-A</td><td class="neg">-0.4</td><td class="neg">-3.7</td><td class="neg">-4.2</td><td class="neg">-4.0</td><td class="neg">-2.8</td><td class="neg">-48.1</td><td colspan='5'></td></tr><tr class="subset-a"><td><span class='label'>0050</span> A(40f)</td><td>48.1</td><td>41.8</td><td>55.3</td><td>11.8</td><td>58.2</td><td class="pos">51.2</td><td>1.952</td><td>-0.207</td><td>0.126</td><td>55</td><td>231</td></tr><tr class="subset-b"><td><span class='label'>0050</span> B(62f)</td><td>48.9</td><td>45.6</td><td>50.0</td><td>0.0</td><td>63.2</td><td class="pos">86.1</td><td>3.365</td><td>-0.136</td><td>0.084</td><td>57</td><td>231</td></tr><tr class="subset-c"><td><span class='label'>0050</span> C(85f)</td><td>45.9</td><td>34.9</td><td>42.9</td><td>0.0</td><td>48.8</td><td class="pos">17.7</td><td>0.811</td><td>-0.136</td><td>0.043</td><td>43</td><td>231</td></tr><tr class="delta"><td>  ΔB-A</td><td class="pos">+0.8</td><td class="pos">+3.8</td><td class="neg">-5.3</td><td class="neg">-11.8</td><td class="pos">+5.0</td><td class="pos">+34.9</td><td colspan='5'></td></tr><tr class="delta"><td>  ΔC-A</td><td class="neg">-2.2</td><td class="neg">-6.9</td><td class="neg">-12.4</td><td class="neg">-11.8</td><td class="neg">-9.4</td><td class="neg">-33.5</td><td colspan='5'></td></tr><tr class="subset-a"><td><span class='label'>2317</span> A(40f)</td><td>31.6</td><td>28.3</td><td>37.1</td><td>22.7</td><td>42.1</td><td class="neg">-102.4</td><td>-0.910</td><td>-0.792</td><td>-0.147</td><td>159</td><td>231</td></tr><tr class="subset-b"><td><span class='label'>2317</span> B(62f)</td><td>23.8</td><td>22.9</td><td>22.4</td><td>23.4</td><td>41.7</td><td class="neg">-69.9</td><td>-0.736</td><td>-0.649</td><td>-0.300</td><td>144</td><td>231</td></tr><tr class="subset-c"><td><span class='label'>2317</span> C(85f)</td><td>24.2</td><td>23.3</td><td>24.2</td><td>22.7</td><td>39.6</td><td class="neg">-124.7</td><td>-1.164</td><td>-0.769</td><td>-0.284</td><td>159</td><td>231</td></tr><tr class="delta"><td>  ΔB-A</td><td class="neg">-7.8</td><td class="neg">-5.4</td><td class="neg">-14.7</td><td class="pos">+0.7</td><td class="neg">-0.4</td><td class="pos">+32.5</td><td colspan='5'></td></tr><tr class="delta"><td>  ΔC-A</td><td class="neg">-7.4</td><td class="neg">-5.0</td><td class="neg">-12.9</td><td>+0.0</td><td class="neg">-2.5</td><td class="neg">-22.3</td><td colspan='5'></td></tr><tr class="subset-a"><td><span class='label'>2454</span> A(40f)</td><td>30.7</td><td>27.6</td><td>31.4</td><td>22.0</td><td>42.8</td><td class="neg">-125.4</td><td>-0.826</td><td>-0.878</td><td>-0.126</td><td>145</td><td>231</td></tr><tr class="subset-b"><td><span class='label'>2454</span> B(62f)</td><td>35.1</td><td>31.4</td><td>33.3</td><td>29.0</td><td>45.0</td><td class="neg">-103.0</td><td>-0.693</td><td>-0.847</td><td>-0.089</td><td>140</td><td>231</td></tr><tr class="subset-c"><td><span class='label'>2454</span> C(85f)</td><td>30.7</td><td>27.8</td><td>32.5</td><td>23.1</td><td>41.1</td><td class="neg">-232.9</td><td>-1.331</td><td>-0.964</td><td>-0.114</td><td>158</td><td>231</td></tr><tr class="delta"><td>  ΔB-A</td><td class="pos">+4.4</td><td class="pos">+3.8</td><td class="pos">+1.9</td><td class="pos">+7.0</td><td class="pos">+2.2</td><td class="pos">+22.4</td><td colspan='5'></td></tr><tr class="delta"><td>  ΔC-A</td><td>+0.0</td><td class="pos">+0.2</td><td class="pos">+1.1</td><td class="pos">+1.1</td><td class="neg">-1.7</td><td class="neg">-107.5</td><td colspan='5'></td></tr><tr class="subset-a"><td><span class='label'>2881</span> A(40f)</td><td>46.8</td><td>22.0</td><td>35.3</td><td>12.5</td><td>56.1</td><td class="pos">37.1</td><td>1.356</td><td>-0.131</td><td>-0.039</td><td>82</td><td>231</td></tr><tr class="subset-b"><td><span class='label'>2881</span> B(62f)</td><td>47.6</td><td>22.9</td><td>39.4</td><td>12.0</td><td>54.2</td><td class="pos">29.8</td><td>0.989</td><td>-0.161</td><td>-0.025</td><td>83</td><td>231</td></tr><tr class="subset-c"><td><span class='label'>2881</span> C(85f)</td><td>46.3</td><td>20.7</td><td>35.0</td><td>16.1</td><td>58.5</td><td class="pos">23.7</td><td>0.867</td><td>-0.207</td><td>-0.006</td><td>82</td><td>231</td></tr><tr class="delta"><td>  ΔB-A</td><td class="pos">+0.8</td><td class="pos">+0.9</td><td class="pos">+4.1</td><td class="neg">-0.5</td><td class="neg">-1.9</td><td class="neg">-7.3</td><td colspan='5'></td></tr><tr class="delta"><td>  ΔC-A</td><td class="neg">-0.5</td><td class="neg">-1.3</td><td class="neg">-0.3</td><td class="pos">+3.6</td><td class="pos">+2.4</td><td class="neg">-13.4</td><td colspan='5'></td></tr><tr><td colspan='12'> </td></tr><tr class="agg-row winner"><td>AGG A(40f)</td><td>39.9</td><td>31.5</td><td>43.2</td><td>16.7</td><td>51.7</td><td class="neg">-14.9</td><td>0.571</td><td>-0.454</td><td>0.006</td><td colspan='2'></td></tr><tr class="agg-row"><td>AGG B(62f)</td><td>39.0</td><td>31.1</td><td>39.6</td><td>14.7</td><td>51.0</td><td class="neg">-5.2</td><td>0.687</td><td>-0.430</td><td>-0.044</td><td colspan='2'></td></tr><tr class="agg-row"><td>AGG C(85f)</td><td>37.8</td><td>28.2</td><td>37.4</td><td>14.4</td><td>48.9</td><td class="neg">-59.9</td><td>-0.085</td><td>-0.459</td><td>-0.058</td><td colspan='2'></td></tr>
	</table>
	</body>
	</html>