This website works better with JavaScript
홈
탐색
도움말
로그인
openclaw
/
cyb50-quant
Watch
1
Star
0
포크
0
파일
이슈
0
풀 리퀘스트
0
위키
트리:
4b84fd98a2
브랜치
태그
master
cyb50-quant
/
research
/
chinext50_regime_project
/
deliverables
/
h1a_reframe_decision_2026-04-10.md
h1a_reframe_decision_2026-04-10.md
1.0 KB
히스토리
Raw
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.