dragon_strategy_overview.md 2.1 KB
Dragon Strategy Overview
- Evaluation window:
2016-01-01to2025-12-31. - Return metrics use compounded trade returns without extra slippage/fee adjustments.
Headline Table
workbook_preserving
- Role:
official reconstruction baseline - Style:
most like workbook - Trades:
106 - Win rate:
45.28% - Avg / Median trade:
2.57%/-0.59% - Profit factor:
3.37 - Compounded return:
923.08% - CAGR:
26.18% - Real BUY / SELL overlap:
105/105 - Short
00-05d/06-10d:-2.03%/-0.81% - Suitable for: 适合优先保留原表结构
alpha_first_selective_veto
- Role:
current formal alpha branch - Style:
balanced - Trades:
102 - Win rate:
47.06% - Avg / Median trade:
2.86%/-0.38% - Profit factor:
4.04 - Compounded return:
1146.08% - CAGR:
28.70% - Real BUY / SELL overlap:
101/101 - Short
00-05d/06-10d:-1.72%/-0.69% - Suitable for: 适合兼顾原表和收益质量
alpha_first_glued_refined_hot_cap
- Role:
leading high-alpha candidate - Style:
most aggressive - Trades:
91 - Win rate:
52.75% - Avg / Median trade:
3.42%/0.25% - Profit factor:
5.11 - Compounded return:
1424.12% - CAGR:
31.32% - Real BUY / SELL overlap:
90/90 - Short
00-05d/06-10d:-1.67%/-0.59% - Suitable for: 适合更偏实战 alpha
Quick Read
- If you want the version most like the workbook, use
workbook_preserving: CAGR26.18%, overlap105/105. - If you want the balanced version, use
alpha_first_selective_veto: CAGR28.70%, profit factor4.04, overlap101/101. - If you want the strongest alpha candidate, use
alpha_first_glued_refined_hot_cap: CAGR31.32%, profit factor5.11, overlap90/90.
Quant Take
alpha_first_selective_vetovs workbook: CAGR+2.51%, profit factor+0.68, BUY/SELL overlap delta-4/-4.alpha_first_glued_refined_hot_capvs current alpha: CAGR+2.62%, profit factor+1.06, BUY/SELL overlap delta-11/-11.- Operationally, the refined branch is the best-performing candidate, but the current formal alpha branch remains the governance default because it gives up fewer workbook-aligned dates.