cyb50-quant/research/dragon/v2/dragon_rc1_golden_manifest.json

{
  "generated_at": "2026-04-09T10:26:03",
  "release_version": "RC1",
  "branch": "alpha_first_glued_refined_hot_cap",
  "evaluation_window": {
    "start": "2016-01-01",
    "end": "2025-12-31"
  },
  "indicator_source": "dragon_indicator_snapshot_full.csv",
  "artifacts": {
    "trades": {
      "path": "dragon_rc1_golden_trades.csv",
      "sha256": "8a0626a538f15de1c08e97a951f4c899ed31b1427cf31c705aaa9a5c2d7445f5",
      "columns": [
        "branch",
        "buy_date",
        "buy_price",
        "buy_reason",
        "sell_date",
        "sell_price",
        "sell_reason",
        "holding_days",
        "return_pct",
        "buy_reason_layer",
        "buy_reason_family",
        "buy_reason_code",
        "sell_reason_layer",
        "sell_reason_family",
        "sell_reason_code"
      ],
      "core_columns": [
        "buy_date",
        "buy_price",
        "buy_reason",
        "sell_date",
        "sell_price",
        "sell_reason",
        "holding_days",
        "return_pct"
      ],
      "core_sha256": "1298be56b0898266b0b854d62a979c00c20b01629393c82bb8c804faf852cb97"
    },
    "events": {
      "path": "dragon_rc1_golden_events.csv",
      "sha256": "5fc38170d18e16251e13abb2a8508c23ed84115e6215ffe389b419eb6e8d3117",
      "columns": [
        "branch",
        "date",
        "side",
        "layer",
        "reason",
        "close",
        "a1",
        "b1",
        "c1",
        "kdj_buy",
        "kdj_sell",
        "ql_buy",
        "ql_sell",
        "reason_layer",
        "reason_family",
        "reason_code"
      ],
      "core_columns": [
        "date",
        "side",
        "layer",
        "reason",
        "close",
        "a1",
        "b1",
        "c1",
        "kdj_buy",
        "kdj_sell",
        "ql_buy",
        "ql_sell"
      ],
      "core_sha256": "8965d1b539a998d7d0aff04432aa2a47cf30ee40df013b9d8b7eb66a3d50a331"
    }
  },
  "summary": {
    "trade_count": 91,
    "event_count": 272,
    "win_rate": 0.5274725274725275,
    "avg_return": 0.03419460023548253,
    "median_return": 0.0025255098042289426
  },
  "config_snapshot": {
    "disabled_rules": [],
    "post_exit_confirmation_window_days": 10,
    "aux_sell_same_side_once_per_cycle": true,
    "aux_sell_duplicate_cooldown_days": 5,
    "aux_sell_high_zone_kdj_only_block_c1": 85.0,
    "aux_sell_high_zone_kdj_only_block_b1": -0.02,
    "aux_sell_high_zone_warning_c1": 80.0,
    "aux_sell_strong_break_c1": 60.0,
    "aux_sell_strong_break_b1": -0.05,
    "aux_sell_stronger_c1_delta": 8.0,
    "aux_sell_stronger_b1_delta": 0.05,
    "aux_sell_high_zone_rearm_c1_delta": 2.0,
    "state_crash_followthrough_window_days": 5,
    "state_crash_followthrough_repeat_cooldown_days": 4,
    "state_crash_followthrough_c1_max": 80.0,
    "state_crash_followthrough_a1_max": 0.01,
    "state_crash_followthrough_b1_max": -0.15,
    "glued_high_weak_rebound_high_c1": 68.0,
    "glued_high_weak_rebound_high_b1": -0.08,
    "glued_high_weak_rebound_mid_c1": 50.0,
    "glued_high_weak_rebound_mid_b1": -0.15,
    "glued_high_weak_rebound_ql_c1_low": 35.0,
    "glued_high_weak_rebound_ql_c1_high": 55.0,
    "glued_high_weak_rebound_ql_b1": -0.06,
    "glued_high_weak_rebound_ql_a1": -0.013,
    "glued_selective_hot_c1_min": 40.0,
    "glued_selective_hot_c1_max": 75.0,
    "glued_selective_hot_b1_min": 0.1,
    "glued_selective_low_c1_min": 23.0,
    "glued_selective_low_c1_max": 28.0,
    "glued_selective_low_b1_max": 0.02,
    "deep_oversold_filter1_c1_low": 13.0,
    "deep_oversold_filter1_c1_high": 15.0,
    "deep_oversold_filter1_a1_min": -0.04,
    "deep_oversold_filter1_b1_max": -0.08,
    "deep_oversold_filter2_c1_low": 13.0,
    "deep_oversold_filter2_c1_high": 14.5,
    "deep_oversold_filter2_a1_min": -0.04,
    "deep_oversold_filter2_b1_min": -0.06,
    "deep_oversold_entry_c1_max": 16.0,
    "deep_oversold_entry_a1_min": -0.09,
    "deep_oversold_entry_b1_min": -0.1,
    "deep_oversold_shallow_ql_fallback": true,
    "deep_oversold_positive_b1_fallback_a1_min": -0.02,
    "deep_oversold_block_positive_b1_rebound": false,
    "deep_oversold_block_shallow_false_start_without_ql": false,
    "deep_oversold_confirm_weak_with_ql": false,
    "deep_oversold_confirm_window_bars": 2,
    "deep_oversold_selective_positive_b1_c1_max": 15.3,
    "deep_oversold_selective_shallow_c1_min": 12.0,
    "deep_oversold_selective_shallow_b1_min": -0.025,
    "deep_oversold_selective_mixed_c1_max": 10.2,
    "deep_oversold_selective_mixed_require_no_ql": true,
    "oversold_recovery_c1_low": 18.0,
    "oversold_recovery_c1_high": 22.0,
    "oversold_recovery_a1_min": -0.03,
    "oversold_recovery_a1_max": 0.0,
    "oversold_recovery_b1_min": -0.02,
    "oversold_reversal_after_ql_block_c1_low": 23.0,
    "oversold_reversal_after_ql_block_c1_high": 26.0,
    "oversold_reversal_after_ql_block_b1_min": -0.12,
    "oversold_reversal_after_ql_block_a1_min": -0.035,
    "oversold_reversal_after_ql_entry_c1_low": 20.0,
    "oversold_reversal_after_ql_entry_c1_high": 26.0,
    "oversold_reversal_after_ql_entry_a1_min": -0.04,
    "oversold_reversal_after_ql_entry_a1_max": 0.0,
    "oversold_reversal_after_ql_entry_b1_min": -0.22,
    "oversold_reversal_after_ql_entry_b1_max": 0.0,
    "post_sell_rebound_block_high_c1": 22.0,
    "post_sell_rebound_block_high_a1_min": -0.035,
    "post_sell_rebound_block_high_b1_max": -0.07,
    "post_sell_rebound_block_low_c1": 15.0,
    "post_sell_rebound_block_low_a1_min": -0.04,
    "post_sell_rebound_block_low_b1_max": -0.095,
    "post_sell_rebound_entry1_c1_low": 18.0,
    "post_sell_rebound_entry1_c1_high": 30.0,
    "post_sell_rebound_entry1_a1_min": -0.045,
    "post_sell_rebound_entry1_a1_max": 0.0,
    "post_sell_rebound_entry1_b1_low": -0.09,
    "post_sell_rebound_entry1_b1_high": -0.04,
    "post_sell_rebound_entry2_c1_high": 19.0,
    "post_sell_rebound_entry2_a1_min": -0.04,
    "post_sell_rebound_entry2_a1_max": 0.0,
    "post_sell_rebound_entry2_b1_low": -0.13,
    "post_sell_rebound_entry2_b1_high": -0.09,
    "predictive_b1_break_short_holding_days_max": 2,
    "predictive_b1_break_short_a1_min": -0.02,
    "predictive_b1_break_short_a1_max": 0.0,
    "predictive_b1_break_short_b1_max": -0.13,
    "predictive_b1_break_short_c1_low": 50.0,
    "predictive_b1_break_short_c1_high": 70.0,
    "predictive_b1_break_long_holding_days_min": 40,
    "predictive_b1_break_long_max_c1": 80.0,
    "predictive_b1_break_long_max_a1": 0.15,
    "predictive_b1_break_long_max_b1": 0.3,
    "predictive_b1_break_long_ql_days_max": 7,
    "predictive_b1_break_long_a1_min": -0.02,
    "predictive_b1_break_long_a1_max": 0.0,
    "predictive_b1_break_long_b1_max": -0.12,
    "predictive_b1_break_long_c1_low": 60.0,
    "predictive_b1_break_long_c1_high": 65.0,
    "enable_knife_take_profit_2_wait_ql": true
  }
}