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  48. <body><div class="wrap"><div class="nav"><a href="dragon_reports_index.html">总览首页</a><a href="dragon_daily_signal_report.html">每日报告</a><a href="dragon_forward_weekly_review.html">每周报告</a><a href="dragon_historical_trade_details.html">历史明细</a><a href="dragon_indicator_strategy_guide_cn.html">指标原理</a><a href="dragon_html_report_quickstart_cn.html">极简说明</a><a href="dragon_html_report_usage_cn.html">详细说明</a><a href="html_reports/dragon_daily_signal_report_2026-06-04.html">日报归档</a><a href="html_reports/dragon_forward_weekly_review_2026-06-04.html">周报归档</a></div><div class="hero"><h1>Dragon 每日报告</h1><p>这张页面用于看最新交易日的三策略状态、监控指标以及 refined vs control 的结构分歧。当前目标是做前向观察，不再继续做历史盲调。</p><div class="chips"><div class="chip">请求日期 2026-06-04</div><div class="chip">最新交易日 2026-06-04</div><div class="chip">RC1 前向默认</div></div></div><div class="grid"><div class="panel"><h2>系统监控</h2><div class="metrics"><div class="metric warn"><div class="metric-label">预警数</div><div class="metric-value">0</div></div><div class="metric risk"><div class="metric-label">硬告警数</div><div class="metric-value">0</div></div><div class="metric risk"><div class="metric-label">缺失指标数</div><div class="metric-value">0</div></div><div class="metric plain"><div class="metric-label">分歧等级</div><div class="metric-value">none</div></div><div class="metric plain"><div class="metric-label">最新交易日</div><div class="metric-value">2026-06-04</div></div></div></div><div class="panel"><h2>RC1 相对优势</h2><div class="metrics"><div class="metric good"><div class="metric-label">next_open 平均收益差</div><div class="metric-value">0.53%</div></div><div class="metric good"><div class="metric-label">next_open PF 差</div><div class="metric-value">0.92</div></div><div class="metric plain"><div class="metric-label">RC1 最大回撤</div><div class="metric-value">-13.19%</div></div><div class="metric plain"><div class="metric-label">RC1 最大亏损串</div><div class="metric-value">8</div></div></div></div></div><div class="section"><h2>快速入口</h2><div class="metrics"><div class="metric plain"><div class="metric-label">历史明细</div><div class="metric-value"><a href="dragon_historical_trade_details.html">打开明细页</a></div></div><div class="metric plain"><div class="metric-label">详细说明</div><div class="metric-value"><a href="dragon_html_report_usage_cn.html">打开说明页</a></div></div></div></div><div class="section"><h2>策略总览对照</h2><table><thead><tr><th>策略</th><th>角色</th><th>交易笔数</th><th>胜率</th><th>单笔均值</th><th>PF</th><th>总收益</th><th>年化</th><th>BUY对齐</th><th>SELL对齐</th></tr></thead><tbody><tr><td>workbook_preserving</td><td>重构基线</td><td>106</td><td>45.28%</td><td>2.57%</td><td>3.37</td><td>923.08%</td><td>26.18%</td><td>105</td><td>105</td></tr><tr><td>alpha_first_selective_veto</td><td>平衡对照</td><td>102</td><td>47.06%</td><td>2.86%</td><td>4.04</td><td>1146.08%</td><td>28.70%</td><td>101</td><td>101</td></tr><tr><td>RC1 / alpha_first_glued_refined_hot_cap</td><td>前向默认 / RC1</td><td>91</td><td>52.75%</td><td>3.42%</td><td>5.11</td><td>1424.12%</td><td>31.32%</td><td>90</td><td>90</td></tr></tbody></table></div><div class="section"><h2>最新分支状态</h2><table><thead><tr><th>策略</th><th>角色</th><th>交易日</th><th>收盘</th><th>A1</th><th>B1</th><th>C1</th><th>最近真实事件日</th><th>最近真实事件方向</th><th>最近真实事件原因</th><th>当日事件数</th><th>当日事件</th><th>是否持仓</th><th>持仓开仓日</th><th>持仓开仓原因</th><th>持仓天数</th><th>持仓浮盈亏</th></tr></thead><tbody><tr><td>workbook_preserving</td><td>重构基线</td><td>2026-06-04</td><td>4439.771</td><td>0.0439</td><td>0.0123</td><td>87.74</td><td>2026-05-06</td><td>BUY</td><td>dual_gold_resonance_buy</td><td>0</td><td></td><td>是</td><td>2026-05-06</td><td>dual_gold_resonance_buy</td><td>29</td><td>10.33%</td></tr><tr><td>alpha_first_selective_veto</td><td>平衡对照</td><td>2026-06-04</td><td>4439.771</td><td>0.0439</td><td>0.0123</td><td>87.74</td><td>2026-05-06</td><td>BUY</td><td>dual_gold_resonance_buy</td><td>0</td><td></td><td>是</td><td>2026-05-06</td><td>dual_gold_resonance_buy</td><td>29</td><td>10.33%</td></tr><tr><td>RC1 / alpha_first_glued_refined_hot_cap</td><td>前向默认 / RC1</td><td>2026-06-04</td><td>4439.771</td><td>0.0439</td><td>0.0123</td><td>87.74</td><td>2026-05-06</td><td>BUY</td><td>dual_gold_resonance_buy</td><td>0</td><td></td><td>是</td><td>2026-05-06</td><td>dual_gold_resonance_buy</td><td>29</td><td>10.33%</td></tr><tr><td>alpha_first_glued_followthrough_probe</td><td></td><td>2026-06-04</td><td>4439.771</td><td>0.0439</td><td>0.0123</td><td>87.74</td><td>2026-05-06</td><td>BUY</td><td>dual_gold_resonance_buy</td><td>0</td><td></td><td>是</td><td>2026-05-06</td><td>dual_gold_resonance_buy</td><td>29</td><td>10.33%</td></tr><tr><td>alpha_first_glued_followthrough_mid_exit_probe</td><td></td><td>2026-06-04</td><td>4439.771</td><td>0.0439</td><td>0.0123</td><td>87.74</td><td>2026-05-06</td><td>BUY</td><td>dual_gold_resonance_buy</td><td>0</td><td></td><td>是</td><td>2026-05-06</td><td>dual_gold_resonance_buy</td><td>29</td><td>10.33%</td></tr></tbody></table></div><div class="section"><h2>监控快照</h2><table><thead><tr><th>指标</th><th>当前值</th><th>预警阈值</th><th>硬阈值</th><th>状态</th><th>含义</th></tr></thead><tbody><tr><td>next_open_avg_return_delta_vs_control</td><td>0.0052846983279676</td><td>&lt;=0.20%</td><td>&lt;=0.00%</td><td><span class="badge" style="background:#207868;">ok</span></td><td>Refined should keep a positive execution-aware edge over control</td></tr><tr><td>next_open_profit_factor_delta_vs_control</td><td>0.9170407302181012</td><td>&lt;=0.30</td><td>&lt;=0.00</td><td><span class="badge" style="background:#207868;">ok</span></td><td>Profit factor should remain clearly above control</td></tr><tr><td>next_open_max_drawdown</td><td>-0.1319253592544694</td><td>&lt;=-18%</td><td>&lt;=-22%</td><td><span class="badge" style="background:#207868;">ok</span></td><td>Refined should not buy alpha with worse execution-aware drawdown</td></tr><tr><td>next_open_max_loss_streak</td><td>8.0</td><td>&gt;=9</td><td>&gt;=11</td><td><span class="badge" style="background:#207868;">ok</span></td><td>Loss clustering should stay no worse than control</td></tr><tr><td>worst_5trade_sum_next_open</td><td>-0.0795559000774173</td><td>&lt;=-9.0%</td><td>&lt;=-11.0%</td><td><span class="badge" style="background:#207868;">ok</span></td><td>Rolling cluster loss should remain controlled</td></tr><tr><td>short_loss_share</td><td>0.8638250854196728</td><td>&gt;=90%</td><td>&gt;=93%</td><td><span class="badge" style="background:#207868;">ok</span></td><td>Refined edge partly comes from reducing low-quality short losses</td></tr><tr><td>removed_trade_over_removal_count</td><td>0.0</td><td>&gt;=1</td><td>&gt;=2</td><td><span class="badge" style="background:#207868;">ok</span></td><td>Promotion must not rely on deleting good trades</td></tr><tr><td>local_sensitivity_robust_case_count</td><td>52.0</td><td>&lt;40</td><td>&lt;25</td><td><span class="badge" style="background:#207868;">ok</span></td><td>Refined-like branches must not be knife-edge artifacts</td></tr><tr><td>headline_avg_return_delta_vs_control</td><td>0.0053060073054712</td><td>&lt;=0.30%</td><td>&lt;=0.00%</td><td><span class="badge" style="background:#207868;">ok</span></td><td>Headline quality must pay for the divergence cost</td></tr><tr><td>headline_profit_factor_delta_vs_control</td><td>0.9426291301044722</td><td>&lt;=0.50</td><td>&lt;=0.00</td><td><span class="badge" style="background:#207868;">ok</span></td><td>PF gain is a core promotion requirement</td></tr></tbody></table></div><div class="section"><h2>最近信号变化</h2><table><thead><tr><th>交易日</th><th>策略</th><th>变化类型</th><th>旧值</th><th>新值</th><th>原因</th></tr></thead><tbody><tr><td>2026-06-04</td><td>alpha_first_glued_followthrough_mid_exit_probe</td><td>latest_real_event_changed</td><td>2026-02-13|SELL|knife_take_profit_2_glued</td><td>2026-05-06|BUY|dual_gold_resonance_buy</td><td>latest real-trade event changed</td></tr><tr><td>2026-06-04</td><td>alpha_first_glued_followthrough_mid_exit_probe</td><td>position_changed</td><td>False</td><td>True</td><td>position state changed between forward snapshots</td></tr><tr><td>2026-06-04</td><td>alpha_first_glued_followthrough_probe</td><td>latest_real_event_changed</td><td>2026-02-13|SELL|knife_take_profit_2_glued</td><td>2026-05-06|BUY|dual_gold_resonance_buy</td><td>latest real-trade event changed</td></tr><tr><td>2026-06-04</td><td>alpha_first_glued_followthrough_probe</td><td>position_changed</td><td>False</td><td>True</td><td>position state changed between forward snapshots</td></tr><tr><td>2026-06-04</td><td>RC1 / alpha_first_glued_refined_hot_cap</td><td>latest_real_event_changed</td><td>2026-02-13|SELL|knife_take_profit_2_glued</td><td>2026-05-06|BUY|dual_gold_resonance_buy</td><td>latest real-trade event changed</td></tr><tr><td>2026-06-04</td><td>RC1 / alpha_first_glued_refined_hot_cap</td><td>position_changed</td><td>False</td><td>True</td><td>position state changed between forward snapshots</td></tr><tr><td>2026-06-04</td><td>alpha_first_selective_veto</td><td>latest_real_event_changed</td><td>2026-02-13|SELL|knife_take_profit_2_glued</td><td>2026-05-06|BUY|dual_gold_resonance_buy</td><td>latest real-trade event changed</td></tr><tr><td>2026-06-04</td><td>alpha_first_selective_veto</td><td>position_changed</td><td>False</td><td>True</td><td>position state changed between forward snapshots</td></tr><tr><td>2026-06-04</td><td>workbook_preserving</td><td>latest_real_event_changed</td><td>2026-02-13|SELL|knife_take_profit_2_glued</td><td>2026-05-06|BUY|dual_gold_resonance_buy</td><td>latest real-trade event changed</td></tr><tr><td>2026-06-04</td><td>workbook_preserving</td><td>position_changed</td><td>False</td><td>True</td><td>position state changed between forward snapshots</td></tr></tbody></table></div><div class="section"><h2>refined vs control 分歧记录</h2><table><thead><tr><th>交易日</th><th>同仓位</th><th>同最新真实事件</th><th>收益差</th><th>PF差</th><th>分歧等级</th></tr></thead><tbody><tr><td>2026-04-03</td><td>是</td><td>是</td><td>0.53%</td><td>0.92</td><td><span class="badge" style="background:#5a6472;">none</span></td></tr><tr><td>2026-04-07</td><td>是</td><td>是</td><td>0.53%</td><td>0.92</td><td><span class="badge" style="background:#5a6472;">none</span></td></tr><tr><td>2026-04-08</td><td>是</td><td>是</td><td>0.53%</td><td>0.92</td><td><span class="badge" style="background:#5a6472;">none</span></td></tr><tr><td>2026-04-09</td><td>是</td><td>是</td><td>0.53%</td><td>0.92</td><td><span class="badge" style="background:#5a6472;">none</span></td></tr><tr><td>2026-04-10</td><td>是</td><td>是</td><td>0.53%</td><td>0.92</td><td><span class="badge" style="background:#5a6472;">none</span></td></tr><tr><td>2026-06-04</td><td>是</td><td>是</td><td>0.53%</td><td>0.92</td><td><span class="badge" style="background:#5a6472;">none</span></td></tr></tbody></table></div><div class="footer">Dragon v2 HTML reports</div></div></body></html>
    49.