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

Dragon Followthrough Mid Exit Review

Scope

• focus: shadow-only exit treatment for mid_zone_very_weak_b1 followthrough reentry
• objective: test whether the current knife_take_profit_2_glued path is clipping a valid repaired trend too early

Branch Summary

• base same_close avg 3.42% | PF 5.11 | comp 1424.12%
• mid_probe same_close avg 3.38% | PF 5.09 | comp 1420.41%
• mid_exit_probe same_close avg 3.45% | PF 5.15 | comp 1460.02%
• base next_open avg 3.31% | PF 4.73 | comp 1295.54%
• mid_probe next_open avg 3.27% | PF 4.70 | comp 1288.52%
• mid_exit_probe next_open avg 3.35% | PF 4.77 | comp 1332.91%

Reentry Trade Detail

• alpha_first_glued_followthrough_probe | 2020-12-01 -> 2020-12-09 | same_close -0.24% | next_open -0.50% | sell knife_take_profit_2_glued | post_exit_max_10b 8.35%
• alpha_first_glued_followthrough_mid_exit_probe | 2020-12-01 -> 2021-02-19 | same_close 26.65% | next_open 26.51% | sell high_regime_confirmed_exit:kdj_sell | post_exit_max_10b -4.89%

Trade Path Diff Vs Mid Probe

• removed_vs_mid_probe | 2020-12-01 -> 2020-12-09 | glued_followthrough_reentry_buy:confirmed_mid_zone_very_weak_b1 -> knife_take_profit_2_glued | return -0.24%
• removed_vs_mid_probe | 2020-12-15 -> 2021-02-19 | glued_buy -> high_regime_confirmed_exit:kdj_sell | return 23.73%
• added_vs_mid_probe | 2020-12-01 -> 2021-02-19 | glued_followthrough_reentry_buy:confirmed_mid_zone_very_weak_b1 -> high_regime_confirmed_exit:kdj_sell | return 26.65%

Judgment

• The narrow mid-exit probe is materially better than the original mid probe on the only confirmed followthrough sample.
• It converts the repaired-trend trade from a small loss into a long hold ending with a high-regime exit.
• It also improves branch-level compounded return versus both the original mid probe and the current RC1 branch in this replay.
• This is still a one-path result, so it should remain shadow-only for now, but it is strong enough to keep under daily observation.