dragon_followthrough_profit_loop_review.md 2.9 KB

Dragon Followthrough Profit Loop Review

Scope

  • objective: inspect whether false-veto glued weak rebounds deserve a fast trend reentry path
  • data_source: fetch_daily_data+compute
  • latest_bar: 2026-04-10
  • row_count: 2737

Subtype Readout

  • mid_zone_very_weak_b1 | blocked_full 2 | shadow_confirmed 1 | confirm_like_3bar 50.00% | next3_sell_cross_rate 0.00% | avg_next20_max 7.04%
  • high_zone_weak_b1 | blocked_full 13 | shadow_confirmed 2 | confirm_like_3bar 15.38% | next3_sell_cross_rate 38.46% | avg_next20_max 2.97%
  • ql_rebound_weak_followthrough | blocked_full 3 | shadow_confirmed 0 | confirm_like_3bar 0.00% | next3_sell_cross_rate 100.00% | avg_next20_max 0.04%

Probe Readout

  • probe_mid_zone -> mid_zone_very_weak_b1 | trades 1 | same_close_avg -0.24% | next_open_avg -0.50% | post_exit_max_10b 8.35% | exit_reasons knife_take_profit_2_glued:1
  • probe_high_zone -> high_zone_weak_b1 | trades 2 | same_close_avg -3.52% | next_open_avg -5.03% | post_exit_max_10b -1.52% | exit_reasons knife_take_profit_2_glued:1 | good_to_take_profit_2:kdj_sell:1
  • probe_ql_rebound -> ql_rebound_weak_followthrough | trades 0 | same_close_avg NA | next_open_avg NA | post_exit_max_10b NA | exit_reasons none

Latest Block Case

  • signal_date 2026-04-08 | subtype ql_rebound_weak_followthrough | regime range
  • observed bars after block 2/3 | ql_reconfirm_count 0 | sell_cross_count 0
  • max_close_return so far 3.56% | confirm_like_within_3 False

Judgment

  • mid_zone_very_weak_b1 is the only subtype that still shows a non-zero delayed-reentry path; it stays the only practical followthrough research lane.
  • high_zone_weak_b1 should not be promoted. Enabling pending there only created losing followthrough trades in this replay.
  • ql_rebound_weak_followthrough remains a hard-block family. The probe branch still produced zero confirmed reentries there.
  • execution timing remains a real question only for the mid-zone path: same_close -0.24% vs next_open -0.50%.
  • entry-specific exit treatment is worth a narrow check only if the mid-zone path keeps showing higher post-entry upside than realized return.
  • high-zone probe result is already weak enough to stop here: trades 2, same_close_avg -3.52%.
  • ql rebound probe stays off the table for promotion: confirmed trades 0.

Trade Detail Highlights

  • probe_mid_zone | origin 2020-11-30 -> buy 2020-12-01 -> sell 2020-12-09 | same_close -0.24% | next_open -0.50% | sell knife_take_profit_2_glued | post_exit_max_10b 8.35%
  • probe_high_zone | origin 2016-04-29 -> buy 2016-05-03 -> sell 2016-05-06 | same_close -4.31% | next_open -4.88% | sell knife_take_profit_2_glued | post_exit_max_10b -2.73%
  • probe_high_zone | origin 2025-10-21 -> buy 2025-10-24 -> sell 2025-11-14 | same_close -2.74% | next_open -5.17% | sell good_to_take_profit_2:kdj_sell | post_exit_max_10b -0.30%