## 2026-04-11 - User asked to continue autonomously after the lean Phase 2 result. - Follow-up work stayed narrow and only targeted the remaining promising lane: - `mid_zone_very_weak_b1` - goal: test whether the current problem is early exit treatment after followthrough reentry - Implemented new OpenSpec change: - `openspec/changes/followthrough-mid-exit-shadow-probe/` - Added: - `dragon_glued_followthrough_exit.py` - `dragon_followthrough_mid_exit_review.py` - `tests/test_followthrough_mid_exit_probe.py` - `openspec/changes/followthrough-mid-exit-shadow-probe/acceptance-summary.md` - Strategy change is shadow-only: - new config gates in `dragon_strategy_config.py` are default-off - new branch config `alpha_first_glued_followthrough_mid_exit_probe_config()` lives in `dragon_branch_configs.py` - `dragon_strategy.py` now has a branch-gated hold for: - entry code `entry_glued_followthrough_reentry` - `kdj_sell=True` - `ql_sell=False` - early holding window - mild positive repair state - this prevents immediate `knife_take_profit_2_glued` only in the new shadow branch - Added the new branch to `dragon_daily_signal_pipeline.py` so it is visible in daily and forward observation outputs. - Historical result from the new branch: - original mid probe: - `2020-12-01 -> 2020-12-09` - sell reason `knife_take_profit_2_glued` - return `-0.24%` - new mid exit probe: - `2020-12-01 -> 2021-02-19` - sell reason `high_regime_confirmed_exit:kdj_sell` - holding `80` days - return `+26.65%` - Trade-path difference versus the old mid probe: - removed: - `2020-12-01 -> 2020-12-09` followthrough reentry loss - `2020-12-15 -> 2021-02-19` later glued re-buy - added: - one merged trend trade `2020-12-01 -> 2021-02-19` - interpretation: - the repaired trend was real - the old branch was cutting it too early and then buying back later - Review artifact conclusions from `dragon_followthrough_mid_exit_review.md`: - same_close compounded return: - base `1424.12%` - mid_probe `1420.41%` - mid_exit_probe `1460.02%` - next_open compounded return: - base `1295.54%` - mid_probe `1288.52%` - mid_exit_probe `1332.91%` - this makes `alpha_first_glued_followthrough_mid_exit_probe` the only currently promising shadow extension worth monitoring - but promotion is still not justified because the evidence is still one repaired-trend path - Validation: - `py -3 -m py_compile dragon_glued_followthrough_exit.py dragon_followthrough_mid_exit_review.py tests/test_followthrough_mid_exit_probe.py dragon_daily_signal_pipeline.py` - `py -3 -m unittest tests.test_followthrough_mid_exit_probe -v` - `py -3 dragon_followthrough_mid_exit_review.py` - `py -3 -m unittest discover -s tests -v` -> `26` tests passed - `py -3 dragon_daily_signal_pipeline.py` passed - `py -3 dragon_forward_observation_pipeline.py` passed - Also fixed a weekend-sensitive test failure unrelated to the strategy logic: - updated `tests/test_data_fetcher_tday_cache.py` to use an effective business day when testing snapshot-merge writeback - this keeps the full suite green even when current date falls on a weekend