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

Dragon Rule Layer Attribution

• branch: alpha_first_glued_refined_hot_cap
• evaluation_window: 2016-01-01 to 2025-12-31
• trades: 91

Entry Layer Summary

• core/glued trades 50 win_rate 56.00% avg_return 4.92% profit_factor 7.15
• secondary/dual_gold trades 13 win_rate 46.15% avg_return 1.06% profit_factor 2.08
• secondary/deep_oversold trades 10 win_rate 50.00% avg_return -0.19% profit_factor 0.80
• core/early_crash trades 6 win_rate 66.67% avg_return 4.62% profit_factor 10.52
• core/oversold_recovery trades 4 win_rate 50.00% avg_return 3.35% profit_factor 6.65
• secondary/post_sell_rebound trades 4 win_rate 25.00% avg_return 1.84% profit_factor 2.56
• bridge/bridge_reentry trades 2 win_rate 50.00% avg_return 1.71% profit_factor 2.20
• bridge/predictive_break trades 1 win_rate 100.00% avg_return 1.99% profit_factor inf
• secondary/oversold_recovery trades 1 win_rate 0.00% avg_return -0.77% profit_factor 0.00

Exit Layer Summary

• core/glued trades 54 win_rate 48.15% avg_return 0.18% profit_factor 1.22
• core/high_regime trades 11 win_rate 90.91% avg_return 11.63% profit_factor 107.38
• secondary/post_sell_rebound trades 10 win_rate 10.00% avg_return -2.00% profit_factor 0.02
• core/risk_management trades 9 win_rate 66.67% avg_return 15.26% profit_factor 28.68
• secondary/high_regime trades 3 win_rate 66.67% avg_return 2.93% profit_factor 5.76
• bridge/predictive_break trades 2 win_rate 100.00% avg_return 24.46% profit_factor inf
• secondary/deep_oversold trades 1 win_rate 100.00% avg_return 0.40% profit_factor inf
• secondary/dual_gold trades 1 win_rate 0.00% avg_return -2.07% profit_factor 0.00

Unknown Mapping Audit

• no unknown reason mapping

Artifacts

• dragon_rule_layer_attribution.csv
• dragon_rule_layer_attribution_summary.csv