dragon_daily_signal_report.md 3.1 KB

Dragon Daily Signal Report

  • Request date: 2026-06-04
  • Latest available market bar: 2026-06-04
  • Data mode: intraday_snapshot
  • Historical latest official bar: 2026-06-03
  • Snapshot timestamp: 2026-06-04T15:12:30
  • Snapshot rule: current market price is used as today's close for indicator and signal evaluation
  • Instrument: 399673
  • Forward default branch: alpha_first_glued_refined_hot_cap
  • Benchmark control branch: alpha_first_selective_veto

Latest Branch Status

workbook_preserving

  • evaluated_at 2026-06-04T15:12:30
  • latest_close 4439.771 | a1 0.0439 | b1 0.0123 | c1 87.74
  • latest markers: KDJ buy=False KDJ sell=False QL buy=False QL sell=False
  • latest real event: 2026-05-06 BUY dual_gold_resonance_buy
  • events on latest bar: none
  • in_position: True
  • open trade: 2026-05-06 dual_gold_resonance_buy | holding 29d | open_return 10.33%

alpha_first_selective_veto

  • evaluated_at 2026-06-04T15:12:30
  • latest_close 4439.771 | a1 0.0439 | b1 0.0123 | c1 87.74
  • latest markers: KDJ buy=False KDJ sell=False QL buy=False QL sell=False
  • latest real event: 2026-05-06 BUY dual_gold_resonance_buy
  • events on latest bar: none
  • in_position: True
  • open trade: 2026-05-06 dual_gold_resonance_buy | holding 29d | open_return 10.33%

alpha_first_glued_refined_hot_cap

  • evaluated_at 2026-06-04T15:12:30
  • latest_close 4439.771 | a1 0.0439 | b1 0.0123 | c1 87.74
  • latest markers: KDJ buy=False KDJ sell=False QL buy=False QL sell=False
  • latest real event: 2026-05-06 BUY dual_gold_resonance_buy
  • events on latest bar: none
  • in_position: True
  • open trade: 2026-05-06 dual_gold_resonance_buy | holding 29d | open_return 10.33%

alpha_first_glued_followthrough_probe

  • evaluated_at 2026-06-04T15:12:30
  • latest_close 4439.771 | a1 0.0439 | b1 0.0123 | c1 87.74
  • latest markers: KDJ buy=False KDJ sell=False QL buy=False QL sell=False
  • latest real event: 2026-05-06 BUY dual_gold_resonance_buy
  • events on latest bar: none
  • in_position: True
  • open trade: 2026-05-06 dual_gold_resonance_buy | holding 29d | open_return 10.33%

alpha_first_glued_followthrough_mid_exit_probe

  • evaluated_at 2026-06-04T15:12:30
  • latest_close 4439.771 | a1 0.0439 | b1 0.0123 | c1 87.74
  • latest markers: KDJ buy=False KDJ sell=False QL buy=False QL sell=False
  • latest real event: 2026-05-06 BUY dual_gold_resonance_buy
  • events on latest bar: none
  • in_position: True
  • open trade: 2026-05-06 dual_gold_resonance_buy | holding 29d | open_return 10.33%

Monitor Snapshot

  • warnings: 0
  • hard breaches: 0
  • missing data metrics: 0
  • next_open avg_return delta vs control: 0.53%
  • next_open PF delta vs control: 0.92
  • next_open max_drawdown refined: -13.19%
  • next_open max loss streak refined: 8
  • next_open + 20bps CAGR refined/control: 25.17% / 22.07%

Outputs

  • dragon_daily_signal_snapshot.csv
  • dragon_daily_branch_status.csv
  • dragon_daily_monitor_snapshot.csv
  • dragon_historical_trade_details.csv
  • dragon_daily_rc1_manifest.json