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

Dragon Parameter Governance

Purpose

Separate parameters into:

• frozen formal parameters
• research-only parameters
• hygiene parameters

This prevents silent drift inside the refined branch.

Frozen Formal Parameters

These define the current refined edge and may only be changed inside a new named research branch.

Glued Selective Veto Core

• glued_selective_hot_c1_min
• glued_selective_hot_c1_max
• glued_selective_hot_b1_min
• glued_selective_low_c1_min
• glued_selective_low_c1_max
• glued_selective_low_b1_max

Reason:

• these parameters directly determine the 11 removed short glued trades
• current refined edge is heavily dependent on this cleanup

Deep-Oversold Selective Veto Core

• deep_oversold_selective_positive_b1_c1_max
• deep_oversold_selective_shallow_c1_min
• deep_oversold_selective_shallow_b1_min
• deep_oversold_selective_mixed_c1_max
• deep_oversold_selective_mixed_require_no_ql

Reason:

• these define the current control-vs-workbook alpha branch foundation
• they should not drift while refined is being formalized

Frozen Bridge / Split-Path Protection

• predictive_b1_break_short_holding_days_max
• predictive_b1_break_short_a1_min
• predictive_b1_break_short_a1_max
• predictive_b1_break_short_b1_max
• predictive_b1_break_short_c1_low
• predictive_b1_break_short_c1_high
• predictive_b1_break_long_holding_days_min
• predictive_b1_break_long_max_c1
• predictive_b1_break_long_max_a1
• predictive_b1_break_long_max_b1
• predictive_b1_break_long_ql_days_max
• predictive_b1_break_long_a1_min
• predictive_b1_break_long_a1_max
• predictive_b1_break_long_b1_max
• predictive_b1_break_long_c1_low
• predictive_b1_break_long_c1_high
• enable_knife_take_profit_2_wait_ql

Reason:

• these rules affect split-path preservation and exit bridge behavior
• prior research already showed this area is fragile and should not be blind-tuned

Research-Only Parameters

These may be explored in explicit research branches.

Weak Deep-Oversold Redesign

• deep_oversold_confirm_weak_with_ql
• deep_oversold_confirm_window_bars
• deep_oversold_block_positive_b1_rebound
• deep_oversold_block_shallow_false_start_without_ql

Reason:

• these are active research knobs for weak subtype redesign
• they are not part of the current formal refined edge

Secondary Rebound Entries

• oversold_reversal_after_ql_*
• post_sell_rebound_*
• oversold_recovery_*

Reason:

• these families are not the primary source of refined alpha
• they remain legitimate research targets, but not inside the frozen formal branch

Hygiene Parameters

These may change with lighter governance if real-trade structure does not drift materially.

Auxiliary Signal Compression

• post_exit_confirmation_window_days
• aux_sell_same_side_once_per_cycle
• aux_sell_duplicate_cooldown_days
• aux_sell_high_zone_kdj_only_block_*
• aux_sell_strong_break_*
• aux_sell_stronger_*
• aux_sell_high_zone_rearm_c1_delta
• state_crash_followthrough_*

Reason:

• these mainly affect auxiliary signal clutter
• they are not the current main alpha engine

Reporting / Minor Structural Hygiene

• disabled_rules

Reason:

• acceptable only for explicit ablation or audit branches
• not for silent production changes

Parameter Change Rule

• frozen formal parameters:

  • new named branch required
  • full attribution rerun required
  • execution-aware robustness rerun required

• research-only parameters:

  • research branch required
  • local rationale required
  • branch may be rejected without promotion

• hygiene parameters:

  • may be adjusted without new branch only if:
  • no harmful real-trade drift
  • no hidden metric regression
  • change is documented

Practical Rule

If a parameter is part of the current refined edge source, treat it as frozen. If a parameter is attached to a weak or secondary family, treat it as research-only. If a parameter mostly cleans noise outside the real-trade core, treat it as hygiene.