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

Dragon Glued Refined Removed-Trade Review

Snapshot

• removed trades vs current alpha-first: 11
• avg_return of removed set: -1.81%
• win_rate of removed set: 0.00%
• profit_factor of removed set: 0.00

Recommendation Mix

• KEEP_REMOVAL: 11
• OBSERVE_REMOVAL: 0
• OVER_REMOVAL: 0

Bucket View

• hot_positive_b1_cap75: trades 7, avg_return -1.50%, win_rate 0.00%, avg_mfe 1.40%, avg_mae -2.38%
• low_weak_range: trades 4, avg_return -2.35%, win_rate 0.00%, avg_mfe 0.96%, avg_mae -2.89%

Quant Judgment

• The refined branch mostly removes weak short-holding glued trades rather than medium-quality alpha trades.
• If this review remains dominated by KEEP_REMOVAL and contains no meaningful OVER_REMOVAL bucket, the branch is structurally explainable rather than a black-box overfit.

Detailed Cards

2016-11-28 -> 2016-12-02

• Bucket: hot_positive_b1_cap75 | holding 00-05d
• Trade: glued_buy -> knife_take_profit_2_glued | return -0.81% | holding 4 days
• MFE / MAE: 2.40% / -0.81%
• Entry 5d / Exit followthrough 5d: -1.13% / -3.44%
• Entry indicators: a1=0.0012 b1=0.1271 c1=53.68
• Workbook aligned: buy True / sell True
• Replacement path within 10d: none
• Recommendation: KEEP_REMOVAL | Removed trade is a short loser and price still weakens after exit.

2017-03-06 -> 2017-03-10

• Bucket: hot_positive_b1_cap75 | holding 00-05d
• Trade: glued_buy -> glued_exit:kdj_sell | return -0.60% | holding 4 days
• MFE / MAE: 0.83% / -1.96%
• Entry 5d / Exit followthrough 5d: 0.53% / -0.93%
• Entry indicators: a1=0.0057 b1=0.1350 c1=53.96
• Workbook aligned: buy True / sell True
• Replacement path within 10d: none
• Recommendation: KEEP_REMOVAL | Removed trade is a short loser and price still weakens after exit.

2017-03-13 -> 2017-03-14

• Bucket: hot_positive_b1_cap75 | holding 00-05d
• Trade: glued_buy -> glued_exit:kdj_sell | return -1.01% | holding 1 days
• MFE / MAE: 0.01% / -1.86%
• Entry 5d / Exit followthrough 5d: -1.16% / -1.04%
• Entry indicators: a1=0.0105 b1=0.2031 c1=67.32
• Workbook aligned: buy True / sell True
• Replacement path within 10d: none
• Recommendation: KEEP_REMOVAL | Removed trade is a short loser and price still weakens after exit.

2017-07-03 -> 2017-07-10

• Bucket: hot_positive_b1_cap75 | holding 06-10d
• Trade: glued_buy -> knife_take_profit_2_glued | return -1.79% | holding 7 days
• MFE / MAE: 0.90% / -1.81%
• Entry 5d / Exit followthrough 5d: -1.79% / -8.63%
• Entry indicators: a1=0.0074 b1=0.1822 c1=69.43
• Workbook aligned: buy True / sell True
• Replacement path within 10d: none
• Recommendation: KEEP_REMOVAL | Removed trade is a short loser and price still weakens after exit.

2018-11-12 -> 2018-11-22

• Bucket: hot_positive_b1_cap75 | holding 06-10d
• Trade: glued_buy -> post_dual_sell_decay_exit | return -1.54% | holding 10 days
• MFE / MAE: 3.46% / -3.82%
• Entry 5d / Exit followthrough 5d: 2.11% / -5.02%
• Entry indicators: a1=0.0169 b1=0.2091 c1=40.55
• Workbook aligned: buy True / sell True
• Replacement path within 10d: 2018-11-30 -> 2018-12-06 / glued_buy -> knife_take_profit_2_glued / 0.43%
• Recommendation: KEEP_REMOVAL | Removed trade is a short loser and price still weakens after exit.

2019-07-15 -> 2019-07-22

• Bucket: hot_positive_b1_cap75 | holding 06-10d
• Trade: glued_buy -> knife_take_profit_2_glued | return -1.98% | holding 7 days
• MFE / MAE: 1.11% / -2.98%
• Entry 5d / Exit followthrough 5d: -1.98% / 0.17%
• Entry indicators: a1=0.0064 b1=0.1122 c1=59.17
• Workbook aligned: buy True / sell True
• Replacement path within 10d: 2019-07-24 -> 2019-08-01 / glued_buy -> knife_take_profit_2_glued / 1.08%
• Recommendation: KEEP_REMOVAL | Removed trade never developed enough profit room to defend its inclusion.

2019-11-19 -> 2019-11-22

• Bucket: hot_positive_b1_cap75 | holding 00-05d
• Trade: glued_buy -> knife_take_profit_2_glued | return -2.80% | holding 3 days
• MFE / MAE: 1.11% / -3.42%
• Entry 5d / Exit followthrough 5d: -2.56% / -1.86%
• Entry indicators: a1=0.0152 b1=0.1031 c1=69.09
• Workbook aligned: buy True / sell True
• Replacement path within 10d: none
• Recommendation: KEEP_REMOVAL | Removed trade is a short loser and price still weakens after exit.

2017-12-01 -> 2017-12-05

• Bucket: low_weak_range | holding 00-05d
• Trade: glued_buy -> negative_a1_no_b1_recovery:ql_sell | return -2.94% | holding 4 days
• MFE / MAE: 0.34% / -3.82%
• Entry 5d / Exit followthrough 5d: -1.41% / -1.13%
• Entry indicators: a1=-0.0199 b1=-0.1039 c1=23.31
• Workbook aligned: buy True / sell True
• Replacement path within 10d: none
• Recommendation: KEEP_REMOVAL | Removed trade is a short loser and price still weakens after exit.

2019-01-18 -> 2019-01-22

• Bucket: low_weak_range | holding 00-05d
• Trade: glued_buy -> knife_take_profit_2_glued | return -1.09% | holding 4 days
• MFE / MAE: 1.54% / -1.78%
• Entry 5d / Exit followthrough 5d: 0.20% / -1.73%
• Entry indicators: a1=-0.0124 b1=0.0102 c1=25.79
• Workbook aligned: buy True / sell True
• Replacement path within 10d: 2019-02-01 -> 2019-03-25 / glued_buy -> prewarning_reduction_exit / 31.06%
• Recommendation: KEEP_REMOVAL | Removed trade is a short loser and price still weakens after exit.

2021-09-27 -> 2021-09-29

• Bucket: low_weak_range | holding 00-05d
• Trade: glued_buy -> knife_take_profit_2_glued | return -1.78% | holding 2 days
• MFE / MAE: 1.63% / -2.08%
• Entry 5d / Exit followthrough 5d: -1.35% / -2.64%
• Entry indicators: a1=-0.0062 b1=-0.0079 c1=27.41
• Workbook aligned: buy True / sell True
• Replacement path within 10d: 2021-09-30 -> 2021-10-11 / glued_buy -> knife_take_profit_2_glued / -1.98%
• Recommendation: KEEP_REMOVAL | Removed trade is a short loser and price still weakens after exit.

2024-07-31 -> 2024-08-02

• Bucket: low_weak_range | holding 00-05d
• Trade: glued_buy -> knife_take_profit_2_glued | return -3.56% | holding 2 days
• MFE / MAE: 0.35% / -3.87%
• Entry 5d / Exit followthrough 5d: -4.62% / -2.73%
• Entry indicators: a1=-0.0119 b1=-0.0002 c1=24.56
• Workbook aligned: buy True / sell True
• Replacement path within 10d: none
• Recommendation: KEEP_REMOVAL | Removed trade is a short loser and price still weakens after exit.