h1a_reframe_decision_2026-04-10.md 1.0 KB

H1a Reframe Decision (R0)

Inputs

  • B3 annual_return_delta: 0.020397
  • B3 upside_capture: 0.362273
  • Current H1a annual_return_delta: -0.012053
  • Current H1a upside_capture: 0.320508
  • Current H1a drawdown_ratio_vs_baseline: 0.586307
  • Current H1a hard_pass_window_ratio: 1.000000
  • Current H1a risk_off: 0.307468
  • Current H1a trend+euphoric_late: 0.144520

Old H1a Acceptance

  • risk_off_le_0_32: True
  • trend_plus_eup_ge_0_14: True
  • drawdown_ratio_le_0_68: True
  • annual_return_ge_b3_minus_0_01: False
  • old_accept_all: False

New H1a Acceptance (Two-Tier)

Tier A (must pass)

  • risk_off_le_0_32: True
  • hard_pass_ge_0_80: True
  • drawdown_ratio_le_0_62: True
  • trend_plus_eup_ge_0_14: True
  • tier_a_all: True

Tier B (at least one)

  • annual_return_ge_b3_minus_0_035: True
  • upside_capture_ge_b3_minus_0_05: True
  • tier_b_any: True

Decision

  • classification: defense_pass
  • rationale: use H1a as defense-improving intermediate state and defer offense recovery to H1b.