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dragon_short_holding_review.md

dragon_short_holding_review.md 2.5 KB
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Dragon Short Holding Review

  • Branch: alpha_first_selective_veto.
  • Scope: only 00-05d and 06-10d trades.
  • audited short trades: 61
  • 00-05d avg_return: -1.72%
  • 06-10d avg_return: -0.69%

Failure Root Summary

  • 00-05d / entry_bad / immediate_failure: trades 23, avg_return -1.78%, avg_mfe 0.76%, avg_mae -2.33%
  • 00-05d / hold_bad / small_profit_reversal: trades 3, avg_return -1.54%, avg_mfe 2.10%, avg_mae -1.57%
  • 00-05d / hold_bad / rebound_then_fail: trades 1, avg_return -0.85%, avg_mfe 3.43%, avg_mae -4.59%
  • 06-10d / hold_bad / small_profit_reversal: trades 13, avg_return -2.11%, avg_mfe 1.29%, avg_mae -3.09%
  • 06-10d / mixed / flat_noise: trades 9, avg_return 0.90%, avg_mfe 3.73%, avg_mae -2.48%
  • 06-10d / hold_bad / rebound_then_fail: trades 6, avg_return -0.81%, avg_mfe 4.73%, avg_mae -3.11%
  • 06-10d / exit_too_fast / exit_too_early: trades 6, avg_return 0.11%, avg_mfe 4.17%, avg_mae -2.81%

Weak Entry Families

  • 00-05d / post_washout_kdj_reentry_buy: trades 1, win_rate 0.00%, avg_return -2.86%, avg_mfe 1.33%, avg_mae -3.55%
  • 00-05d / dual_gold_resonance_buy: trades 3, win_rate 0.00%, avg_return -2.40%, avg_mfe 0.40%, avg_mae -3.16%
  • 00-05d / post_sell_rebound_buy: trades 1, win_rate 0.00%, avg_return -2.16%, avg_mfe 0.10%, avg_mae -3.04%
  • 00-05d / glued_buy: trades 18, win_rate 0.00%, avg_return -1.65%, avg_mfe 0.93%, avg_mae -2.08%
  • 00-05d / deep_oversold_rebound_buy: trades 2, win_rate 0.00%, avg_return -1.49%, avg_mfe 1.67%, avg_mae -1.57%
  • 06-10d / glued_buy: trades 20, win_rate 35.00%, avg_return -1.03%, avg_mfe 2.37%, avg_mae -2.58%
  • 06-10d / oversold_reversal_after_ql_buy: trades 1, win_rate 0.00%, avg_return -0.77%, avg_mfe 6.09%, avg_mae -0.77%
  • 06-10d / post_sell_rebound_buy: trades 1, win_rate 0.00%, avg_return -0.49%, avg_mfe 2.67%, avg_mae -1.36%
  • 06-10d / oversold_recovery_buy: trades 2, win_rate 50.00%, avg_return -0.37%, avg_mfe 3.64%, avg_mae -3.52%
  • 06-10d / early_crash_probe_buy: trades 2, win_rate 50.00%, avg_return -0.25%, avg_mfe 3.60%, avg_mae -4.03%

Quant Judgment

  • Deep-oversold short trades: 5; post-sell-rebound short trades: 2; bridge trades: 0.
  • Root split: entry_bad 23, hold_bad 23, exit_too_fast 6.
  • The next experiment pack should prioritize the dominant drag family and separate bad-entry veto from early-exit extension.