# Dragon Glued Refined Removed-Trade Review ## Snapshot - removed trades vs current alpha-first: `11` - avg_return of removed set: `-1.81%` - win_rate of removed set: `0.00%` - profit_factor of removed set: `0.00` ## Recommendation Mix - KEEP_REMOVAL: `11` - OBSERVE_REMOVAL: `0` - OVER_REMOVAL: `0` ## Bucket View - `hot_positive_b1_cap75`: trades `7`, avg_return `-1.50%`, win_rate `0.00%`, avg_mfe `1.40%`, avg_mae `-2.38%` - `low_weak_range`: trades `4`, avg_return `-2.35%`, win_rate `0.00%`, avg_mfe `0.96%`, avg_mae `-2.89%` ## Quant Judgment - The refined branch mostly removes weak short-holding glued trades rather than medium-quality alpha trades. - If this review remains dominated by KEEP_REMOVAL and contains no meaningful OVER_REMOVAL bucket, the branch is structurally explainable rather than a black-box overfit. ## Detailed Cards ### 2016-11-28 -> 2016-12-02 - Bucket: `hot_positive_b1_cap75` | holding `00-05d` - Trade: `glued_buy -> knife_take_profit_2_glued` | return `-0.81%` | holding `4` days - MFE / MAE: `2.40%` / `-0.81%` - Entry 5d / Exit followthrough 5d: `-1.13%` / `-3.44%` - Entry indicators: `a1=0.0012` `b1=0.1271` `c1=53.68` - Workbook aligned: buy `True` / sell `True` - Replacement path within 10d: `none` - Recommendation: `KEEP_REMOVAL` | Removed trade is a short loser and price still weakens after exit. ### 2017-03-06 -> 2017-03-10 - Bucket: `hot_positive_b1_cap75` | holding `00-05d` - Trade: `glued_buy -> glued_exit:kdj_sell` | return `-0.60%` | holding `4` days - MFE / MAE: `0.83%` / `-1.96%` - Entry 5d / Exit followthrough 5d: `0.53%` / `-0.93%` - Entry indicators: `a1=0.0057` `b1=0.1350` `c1=53.96` - Workbook aligned: buy `True` / sell `True` - Replacement path within 10d: `none` - Recommendation: `KEEP_REMOVAL` | Removed trade is a short loser and price still weakens after exit. ### 2017-03-13 -> 2017-03-14 - Bucket: `hot_positive_b1_cap75` | holding `00-05d` - Trade: `glued_buy -> glued_exit:kdj_sell` | return `-1.01%` | holding `1` days - MFE / MAE: `0.01%` / `-1.86%` - Entry 5d / Exit followthrough 5d: `-1.16%` / `-1.04%` - Entry indicators: `a1=0.0105` `b1=0.2031` `c1=67.32` - Workbook aligned: buy `True` / sell `True` - Replacement path within 10d: `none` - Recommendation: `KEEP_REMOVAL` | Removed trade is a short loser and price still weakens after exit. ### 2017-07-03 -> 2017-07-10 - Bucket: `hot_positive_b1_cap75` | holding `06-10d` - Trade: `glued_buy -> knife_take_profit_2_glued` | return `-1.79%` | holding `7` days - MFE / MAE: `0.90%` / `-1.81%` - Entry 5d / Exit followthrough 5d: `-1.79%` / `-8.63%` - Entry indicators: `a1=0.0074` `b1=0.1822` `c1=69.43` - Workbook aligned: buy `True` / sell `True` - Replacement path within 10d: `none` - Recommendation: `KEEP_REMOVAL` | Removed trade is a short loser and price still weakens after exit. ### 2018-11-12 -> 2018-11-22 - Bucket: `hot_positive_b1_cap75` | holding `06-10d` - Trade: `glued_buy -> post_dual_sell_decay_exit` | return `-1.54%` | holding `10` days - MFE / MAE: `3.46%` / `-3.82%` - Entry 5d / Exit followthrough 5d: `2.11%` / `-5.02%` - Entry indicators: `a1=0.0169` `b1=0.2091` `c1=40.55` - Workbook aligned: buy `True` / sell `True` - Replacement path within 10d: `2018-11-30 -> 2018-12-06 / glued_buy -> knife_take_profit_2_glued / 0.43%` - Recommendation: `KEEP_REMOVAL` | Removed trade is a short loser and price still weakens after exit. ### 2019-07-15 -> 2019-07-22 - Bucket: `hot_positive_b1_cap75` | holding `06-10d` - Trade: `glued_buy -> knife_take_profit_2_glued` | return `-1.98%` | holding `7` days - MFE / MAE: `1.11%` / `-2.98%` - Entry 5d / Exit followthrough 5d: `-1.98%` / `0.17%` - Entry indicators: `a1=0.0064` `b1=0.1122` `c1=59.17` - Workbook aligned: buy `True` / sell `True` - Replacement path within 10d: `2019-07-24 -> 2019-08-01 / glued_buy -> knife_take_profit_2_glued / 1.08%` - Recommendation: `KEEP_REMOVAL` | Removed trade never developed enough profit room to defend its inclusion. ### 2019-11-19 -> 2019-11-22 - Bucket: `hot_positive_b1_cap75` | holding `00-05d` - Trade: `glued_buy -> knife_take_profit_2_glued` | return `-2.80%` | holding `3` days - MFE / MAE: `1.11%` / `-3.42%` - Entry 5d / Exit followthrough 5d: `-2.56%` / `-1.86%` - Entry indicators: `a1=0.0152` `b1=0.1031` `c1=69.09` - Workbook aligned: buy `True` / sell `True` - Replacement path within 10d: `none` - Recommendation: `KEEP_REMOVAL` | Removed trade is a short loser and price still weakens after exit. ### 2017-12-01 -> 2017-12-05 - Bucket: `low_weak_range` | holding `00-05d` - Trade: `glued_buy -> negative_a1_no_b1_recovery:ql_sell` | return `-2.94%` | holding `4` days - MFE / MAE: `0.34%` / `-3.82%` - Entry 5d / Exit followthrough 5d: `-1.41%` / `-1.13%` - Entry indicators: `a1=-0.0199` `b1=-0.1039` `c1=23.31` - Workbook aligned: buy `True` / sell `True` - Replacement path within 10d: `none` - Recommendation: `KEEP_REMOVAL` | Removed trade is a short loser and price still weakens after exit. ### 2019-01-18 -> 2019-01-22 - Bucket: `low_weak_range` | holding `00-05d` - Trade: `glued_buy -> knife_take_profit_2_glued` | return `-1.09%` | holding `4` days - MFE / MAE: `1.54%` / `-1.78%` - Entry 5d / Exit followthrough 5d: `0.20%` / `-1.73%` - Entry indicators: `a1=-0.0124` `b1=0.0102` `c1=25.79` - Workbook aligned: buy `True` / sell `True` - Replacement path within 10d: `2019-02-01 -> 2019-03-25 / glued_buy -> prewarning_reduction_exit / 31.06%` - Recommendation: `KEEP_REMOVAL` | Removed trade is a short loser and price still weakens after exit. ### 2021-09-27 -> 2021-09-29 - Bucket: `low_weak_range` | holding `00-05d` - Trade: `glued_buy -> knife_take_profit_2_glued` | return `-1.78%` | holding `2` days - MFE / MAE: `1.63%` / `-2.08%` - Entry 5d / Exit followthrough 5d: `-1.35%` / `-2.64%` - Entry indicators: `a1=-0.0062` `b1=-0.0079` `c1=27.41` - Workbook aligned: buy `True` / sell `True` - Replacement path within 10d: `2021-09-30 -> 2021-10-11 / glued_buy -> knife_take_profit_2_glued / -1.98%` - Recommendation: `KEEP_REMOVAL` | Removed trade is a short loser and price still weakens after exit. ### 2024-07-31 -> 2024-08-02 - Bucket: `low_weak_range` | holding `00-05d` - Trade: `glued_buy -> knife_take_profit_2_glued` | return `-3.56%` | holding `2` days - MFE / MAE: `0.35%` / `-3.87%` - Entry 5d / Exit followthrough 5d: `-4.62%` / `-2.73%` - Entry indicators: `a1=-0.0119` `b1=-0.0002` `c1=24.56` - Workbook aligned: buy `True` / sell `True` - Replacement path within 10d: `none` - Recommendation: `KEEP_REMOVAL` | Removed trade is a short loser and price still weakens after exit.