# Dragon Residual Trade Review ## Snapshot - Residual real-trade rows reviewed: `2` - DELETE_CANDIDATE: `0` - KEEP_BRIDGE / KEEP_ALPHA: `2` - OBSERVE / OBSERVE_BRIDGE: `0` ## Recommendation Summary ### KEEP_ALPHA - `2023-10-26` `BUY` `early_crash_probe_buy` | trade `2023-10-26 -> 2023-11-10` | ret `7.67%` mfe `9.73%` mae `-2.20%` | 虽然是额外交易,但收益明显,可能代表工作簿未显式记录的顺势 alpha。 - `2023-11-10` `SELL` `knife_take_profit_2_wait_ql_s` | trade `2023-10-26 -> 2023-11-10` | ret `7.67%` mfe `9.73%` mae `-2.20%` | 虽然是额外交易,但收益明显,可能代表工作簿未显式记录的顺势 alpha。 ## Detailed Cards ### 2023-10-26 BUY early_crash_probe_buy - Regime: `deep_oversold` - Trade: `2023-10-26 -> 2023-11-10` | buy `early_crash_probe_buy` | sell `knife_take_profit_2_wait_ql_s` - Holding / Return: `15` days / `7.67%` - MFE / MAE: `9.73%` / `-2.20%` - Event indicators: `a1=-0.0426` `b1=-0.0288` `c1=7.23` - Pre/Post 5d return: `-2.24%` / `3.92%` - Chain type: `isolated_extra_trade` | entry aligned `False` | exit aligned `False` - Delete impact: 该点与配对交易构成局部闭环,删除通常应连同 2023-10-26->2023-11-10 一并评估。 - Recommendation: `KEEP_ALPHA` | 虽然是额外交易,但收益明显,可能代表工作簿未显式记录的顺势 alpha。 - Workbook context: 2023-10-16 SELL(aux_signal) - Strategy context: 2023-10-16 SELL(aux_signal) | 2023-10-26 BUY(real_trade) ### 2023-11-10 SELL knife_take_profit_2_wait_ql_s - Regime: `rebound_mid` - Trade: `2023-10-26 -> 2023-11-10` | buy `early_crash_probe_buy` | sell `knife_take_profit_2_wait_ql_s` - Holding / Return: `15` days / `7.67%` - MFE / MAE: `9.73%` / `-2.20%` - Event indicators: `a1=0.0166` `b1=0.2958` `c1=45.09` - Pre/Post 5d return: `1.98%` / `-1.34%` - Chain type: `isolated_extra_trade` | entry aligned `False` | exit aligned `False` - Delete impact: 该点与配对交易构成局部闭环,删除通常应连同 2023-10-26->2023-11-10 一并评估。 - Recommendation: `KEEP_ALPHA` | 虽然是额外交易,但收益明显,可能代表工作簿未显式记录的顺势 alpha。 - Workbook context: 2023-11-10 SELL(aux_signal):粘合-刀口收血2 - Strategy context: 2023-11-10 SELL(real_trade) | 2023-11-16 SELL(aux_signal)