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

Dragon Short Holding Family Review

• Scope: alpha_first_selective_veto short trades only.
• Drag score definition: trades * abs(min(avg_return, 0)).

Top Entry-Family Drag

• 00-05d / glued_buy: trades 18, loss_trades 18, avg_return -1.65%, drag_score 0.2976
• 06-10d / glued_buy: trades 20, loss_trades 13, avg_return -1.03%, drag_score 0.2069
• 00-05d / dual_gold_resonance_buy: trades 3, loss_trades 3, avg_return -2.40%, drag_score 0.0720
• 00-05d / deep_oversold_rebound_buy: trades 2, loss_trades 2, avg_return -1.49%, drag_score 0.0297
• 00-05d / post_washout_kdj_reentry_buy: trades 1, loss_trades 1, avg_return -2.86%, drag_score 0.0286
• 00-05d / post_sell_rebound_buy: trades 1, loss_trades 1, avg_return -2.16%, drag_score 0.0216
• 00-05d / early_crash_probe_buy: trades 1, loss_trades 1, avg_return -0.85%, drag_score 0.0085
• 06-10d / oversold_reversal_after_ql_buy: trades 1, loss_trades 1, avg_return -0.77%, drag_score 0.0077

Top Buy-Reason Drag

• 00-05d / glued_buy: trades 18, loss_trades 18, avg_return -1.65%, avg_buy_plus_3d -1.53%, drag_score 0.2976
• 06-10d / glued_buy: trades 20, loss_trades 13, avg_return -1.03%, avg_buy_plus_3d 0.88%, drag_score 0.2069
• 00-05d / dual_gold_resonance_buy: trades 3, loss_trades 3, avg_return -2.40%, avg_buy_plus_3d -1.82%, drag_score 0.0720
• 06-10d / deep_oversold_rebound_buy:mixed_oversold: trades 1, loss_trades 1, avg_return -3.03%, avg_buy_plus_3d -2.80%, drag_score 0.0303
• 00-05d / post_washout_kdj_reentry_buy: trades 1, loss_trades 1, avg_return -2.86%, avg_buy_plus_3d -2.25%, drag_score 0.0286
• 00-05d / post_sell_rebound_buy: trades 1, loss_trades 1, avg_return -2.16%, avg_buy_plus_3d -2.16%, drag_score 0.0216
• 00-05d / deep_oversold_rebound_buy:deep_capitulation: trades 1, loss_trades 1, avg_return -2.05%, avg_buy_plus_3d 0.04%, drag_score 0.0205
• 00-05d / deep_oversold_rebound_buy:classic_oversold: trades 1, loss_trades 1, avg_return -0.92%, avg_buy_plus_3d -0.92%, drag_score 0.0092

Top Path Drag

• 06-10d / glued_buy -> knife_take_profit_2_glued: trades 17, avg_return -1.31%, avg_sell_plus_3d -0.83%, drag_score 0.2235
• 00-05d / glued_buy -> knife_take_profit_2_glued: trades 12, avg_return -1.77%, avg_sell_plus_3d 0.15%, drag_score 0.2125
• 00-05d / dual_gold_resonance_buy -> negative_a1_no_b1_recovery:kdj_sell: trades 1, avg_return -3.28%, avg_sell_plus_3d -1.63%, drag_score 0.0328
• 06-10d / deep_oversold_rebound_buy -> negative_a1_no_b1_recovery:ql_sell: trades 1, avg_return -3.03%, avg_sell_plus_3d 4.28%, drag_score 0.0303
• 00-05d / glued_buy -> negative_a1_no_b1_recovery:ql_sell: trades 1, avg_return -2.94%, avg_sell_plus_3d 1.58%, drag_score 0.0294
• 00-05d / post_washout_kdj_reentry_buy -> knife_take_profit_2_wait_ql_s: trades 1, avg_return -2.86%, avg_sell_plus_3d 0.24%, drag_score 0.0286
• 06-10d / dual_gold_resonance_buy -> negative_a1_no_b1_recovery:kdj_sell: trades 1, avg_return -2.72%, avg_sell_plus_3d 0.58%, drag_score 0.0272
• 00-05d / glued_buy -> glued_exit:kdj_sell: trades 3, avg_return -0.86%, avg_sell_plus_3d -1.16%, drag_score 0.0257

Quant Judgment

• Lead short-holding drag family: 00-05d / glued_buy with drag_score 0.2976.
• Lead path-level drag: 06-10d / glued_buy -> knife_take_profit_2_glued.
• The next experiment pack should attack the highest drag family first and decide whether the issue is bad entry selection or premature exit handling.