# Dragon Glued Veto Attribution Review

## Snapshot
- removed trades vs current alpha-first: `12`
- total avg_return of removed set: `-1.60%`
- total win_rate of removed set: `8.33%`
- removed-set profit_factor: `0.03`

## Bucket Summary
- `hot_positive_b1`: trades `8`, win_rate `12.50%`, avg_return `-1.23%`, avg_mfe `1.64%`, avg_mae `-2.13%`, avg_holding `6.12`, KEEP/OBSERVE/OVER = `7/1/0`
- `low_weak_range`: trades `4`, win_rate `0.00%`, avg_return `-2.35%`, avg_mfe `0.96%`, avg_mae `-2.89%`, avg_holding `3.00`, KEEP/OBSERVE/OVER = `4/0/0`

## Quant Judgment
- `low_weak_range`: trades `4`, win_rate `0.00%`, avg_return `-2.35%`, avg_mfe `0.96%`, avg_mae `-2.89%`, avg_holding `3.00`.
- `hot_positive_b1`: trades `8`, win_rate `12.50%`, avg_return `-1.23%`, avg_mfe `1.64%`, avg_mae `-2.13%`, avg_holding `6.12`.
- `low_weak_range` is now a clean promotion candidate: all removed trades are short, losing, and there is no positive sample in this bucket.
- `hot_positive_b1` is directionally correct but not fully clean: most removed trades are weak, but one micro-profit sample remains and should be used as the first refinement target.
- Immediate next research action: keep the low bucket intact, and narrow the hot bucket rather than rolling back the whole glued veto branch.

## Detailed Cards
### 2016-11-28 -> 2016-12-02
- Bucket: `hot_positive_b1`
- Trade: `glued_buy -> knife_take_profit_2_glued` | `4` days | return `-0.81%`
- 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`
- Candidate replacement within 10d after exit: `none`
- Recommendation: `KEEP_VETO` | 短持仓亏损且卖出后继续走弱，属于应优先清理的噪音单。

### 2017-03-06 -> 2017-03-10
- Bucket: `hot_positive_b1`
- Trade: `glued_buy -> glued_exit:kdj_sell` | `4` days | return `-0.60%`
- 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`
- Candidate replacement within 10d after exit: `none`
- Recommendation: `KEEP_VETO` | 短持仓亏损且卖出后继续走弱，属于应优先清理的噪音单。

### 2017-03-13 -> 2017-03-14
- Bucket: `hot_positive_b1`
- Trade: `glued_buy -> glued_exit:kdj_sell` | `1` days | return `-1.01%`
- 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`
- Candidate replacement within 10d after exit: `none`
- Recommendation: `KEEP_VETO` | 短持仓亏损且卖出后继续走弱，属于应优先清理的噪音单。

### 2017-07-03 -> 2017-07-10
- Bucket: `hot_positive_b1`
- Trade: `glued_buy -> knife_take_profit_2_glued` | `7` days | return `-1.79%`
- 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`
- Candidate replacement within 10d after exit: `none`
- Recommendation: `KEEP_VETO` | 短持仓亏损且卖出后继续走弱，属于应优先清理的噪音单。

### 2018-11-12 -> 2018-11-22
- Bucket: `hot_positive_b1`
- Trade: `glued_buy -> post_dual_sell_decay_exit` | `10` days | return `-1.54%`
- 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`
- Candidate replacement within 10d after exit: `2018-11-30 -> 2018-12-06 / glued_buy -> knife_take_profit_2_glued / 0.43%`
- Recommendation: `KEEP_VETO` | 短持仓亏损且卖出后继续走弱，属于应优先清理的噪音单。

### 2019-07-15 -> 2019-07-22
- Bucket: `hot_positive_b1`
- Trade: `glued_buy -> knife_take_profit_2_glued` | `7` days | return `-1.98%`
- 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`
- Candidate replacement within 10d after exit: `2019-07-24 -> 2019-08-01 / glued_buy -> knife_take_profit_2_glued / 1.08%`
- Recommendation: `KEEP_VETO` | 持仓期间几乎没有有效盈利空间，删除逻辑合理。

### 2019-11-19 -> 2019-11-22
- Bucket: `hot_positive_b1`
- Trade: `glued_buy -> knife_take_profit_2_glued` | `3` days | return `-2.80%`
- 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`
- Candidate replacement within 10d after exit: `none`
- Recommendation: `KEEP_VETO` | 短持仓亏损且卖出后继续走弱，属于应优先清理的噪音单。

### 2021-11-05 -> 2021-11-18
- Bucket: `hot_positive_b1`
- Trade: `glued_buy -> ql_mid_zone_take_profit` | `13` days | return `0.69%`
- MFE / MAE: `3.26%` / `-0.37%`
- Entry 5d / Exit followthrough 5d: `2.37%` / `-0.21%`
- Entry indicators: `a1=0.0192` `b1=0.1725` `c1=76.36`
- Workbook aligned: buy `True` / sell `True`
- Candidate replacement within 10d after exit: `2021-11-22 -> 2021-11-30 / dual_gold_resonance_buy -> small_positive_a1_declining:kdj_sell / -0.34%`
- Recommendation: `OBSERVE_VETO` | 原交易仅微利，但当前替代路径没有更强，建议进一步细化 hot 过滤而不是直接全盘保留。

### 2017-12-01 -> 2017-12-05
- Bucket: `low_weak_range`
- Trade: `glued_buy -> negative_a1_no_b1_recovery:ql_sell` | `4` days | return `-2.94%`
- 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`
- Candidate replacement within 10d after exit: `none`
- Recommendation: `KEEP_VETO` | 短持仓亏损且卖出后继续走弱，属于应优先清理的噪音单。

### 2019-01-18 -> 2019-01-22
- Bucket: `low_weak_range`
- Trade: `glued_buy -> knife_take_profit_2_glued` | `4` days | return `-1.09%`
- 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`
- Candidate replacement within 10d after exit: `2019-02-01 -> 2019-03-25 / glued_buy -> prewarning_reduction_exit / 31.06%`
- Recommendation: `KEEP_VETO` | 短持仓亏损且卖出后继续走弱，属于应优先清理的噪音单。

### 2021-09-27 -> 2021-09-29
- Bucket: `low_weak_range`
- Trade: `glued_buy -> knife_take_profit_2_glued` | `2` days | return `-1.78%`
- 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`
- Candidate replacement within 10d after exit: `2021-09-30 -> 2021-10-11 / glued_buy -> knife_take_profit_2_glued / -1.98%`
- Recommendation: `KEEP_VETO` | 短持仓亏损且卖出后继续走弱，属于应优先清理的噪音单。

### 2024-07-31 -> 2024-08-02
- Bucket: `low_weak_range`
- Trade: `glued_buy -> knife_take_profit_2_glued` | `2` days | return `-3.56%`
- 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`
- Candidate replacement within 10d after exit: `none`
- Recommendation: `KEEP_VETO` | 短持仓亏损且卖出后继续走弱，属于应优先清理的噪音单。