Dragon Weak Family Experiment Review

indicator source: dragon_indicator_snapshot_full.csv
window: 2016-01-01 -> 2025-12-31

Summary

deep_oversold_confirmation_v2: trades 90, win_rate 52.22%, avg_return 3.42%, compounded 1376.41%
predictive_bridge_only: trades 90, win_rate 52.22%, avg_return 3.51%, compounded 1465.93%
rc1_baseline: trades 91, win_rate 52.75%, avg_return 3.42%, compounded 1424.12%

Added/Removed Trades vs RC1

deep_oversold_confirmation_v2: added 1 (avg -3.18%), removed 2 (avg -0.03%)
predictive_bridge_only: added 1 (avg 43.39%), removed 2 (avg 19.42%)

Execution Stress (next_open + 20 bps/side)

deep_oversold_confirmation_v2: avg_return 2.09%, PF 2.33, max_dd -25.34%
predictive_bridge_only: avg_return 2.08%, PF 2.29, max_dd -25.34%
rc1_baseline: avg_return 2.03%, PF 2.28, max_dd -25.34%