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dragon_short_holding_master_review.md

dragon_short_holding_master_review.md 2.4 KB
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Dragon Short Holding Master Review

  • Branch under audit: alpha_first_selective_veto.
  • Goal: identify the dominant short-holding drag and the next narrow optimization target.

Audit Conclusions

  • audited short trades: 61
  • failure_root entry_bad: trades 23, avg_return -1.78%
  • failure_root hold_bad: trades 23, avg_return -1.64%
  • failure_root mixed: trades 9, avg_return 0.90%
  • failure_root exit_too_fast: trades 6, avg_return 0.11%

Lead Drag Families

  • 00-05d / glued_buy: trades 18, avg_return -1.65%, drag_score 0.2976
  • 06-10d / glued_buy: trades 20, avg_return -1.03%, drag_score 0.2069
  • 00-05d / dual_gold_resonance_buy: trades 3, avg_return -2.40%, drag_score 0.0720
  • 00-05d / deep_oversold_rebound_buy: trades 2, avg_return -1.49%, drag_score 0.0297
  • 00-05d / post_washout_kdj_reentry_buy: trades 1, avg_return -2.86%, drag_score 0.0286

Lead Drag Paths

  • 06-10d / glued_buy -> knife_take_profit_2_glued: trades 17, avg_return -1.31%, drag_score 0.2235
  • 00-05d / glued_buy -> knife_take_profit_2_glued: trades 12, avg_return -1.77%, drag_score 0.2125
  • 00-05d / dual_gold_resonance_buy -> negative_a1_no_b1_recovery:kdj_sell: trades 1, avg_return -3.28%, drag_score 0.0328
  • 06-10d / deep_oversold_rebound_buy -> negative_a1_no_b1_recovery:ql_sell: trades 1, avg_return -3.03%, drag_score 0.0303
  • 00-05d / glued_buy -> negative_a1_no_b1_recovery:ql_sell: trades 1, avg_return -2.94%, drag_score 0.0294

Experiment Winner

  • best branch: glued_veto_hot_and_low
  • trades: 92
  • avg_return: 3.35%
  • profit_factor: 4.95
  • short_avg_return: -0.99%
  • 00-05d: -1.67%
  • 06-10d: -0.58%
  • real BUY / SELL overlap: 90/89

Interpretation

  • post_sell_rebound_buy is not the main short-holding problem in this pack; disabling it hurts or adds little value.
  • The dominant short-holding drag is glued_buy, especially in mid-regime short exits.
  • The winning branch confirms that narrow glued-entry veto is more valuable than attacking post_sell_rebound_buy first.
  • The most useful next alpha-first direction is now a glued-focused selective-veto branch, not a post-sell-rebound branch.

Candidate Config

  • Snapshot file: dragon_short_holding_candidate_config.json.
  • This candidate should remain alpha-first research only until a branch-level governance decision upgrades it.