cyb50-quant/research/dragon/v2/dragon_predictive_break_review.md

Dragon Predictive Break Review

• predictive exit trades in baseline: 1
• predictive exit avg return: 36.85%
• disabled-rule alt avg return: 43.39%
• split-chain combined avg return: 39.56%

Trade Cards

• 2024-09-24 -> 2024-11-28 glued_buy | exit a1 -0.0084 b1 -0.1358 c1 61.69 | 3d low -0.38% / 5d high 4.91% disabled path -> 2024-12-10 knife_take_profit_2_glued 43.39% split path reentry -> 2024-11-29 predictive_error_reentry_buy to 2024-12-10 1.99%; combined 39.56%

Quant Judgment

• The remaining predictive break is a bridge-style exit, not a generic stop-loss bucket.
• Disabling it improves the single uninterrupted trade return, but destroys the workbook-aligned split chain.
• Under the current reconstruction objective, this rule should be frozen unless the user explicitly accepts lower workbook alignment.