cyb50-quant/research/dragon/v2/openspec/changes/followthrough-lean-profit-loop/acceptance-summary.md

Acceptance Summary

Delivered

• Added research script:
• dragon_followthrough_profit_loop_review.py
• Added focused regression test:
• tests/test_followthrough_profit_loop_review.py
• Added research artifacts:
• dragon_followthrough_profit_loop_candidates.csv
• dragon_followthrough_profit_loop_candidate_summary.csv
• dragon_followthrough_profit_loop_reentries.csv
• dragon_followthrough_profit_loop_reentry_summary.csv
• dragon_followthrough_profit_loop_review.md

Validation

• py -3 -m py_compile dragon_followthrough_profit_loop_review.py tests/test_followthrough_profit_loop_review.py
• py -3 -m unittest tests.test_followthrough_profit_loop_review -v
• py -3 dragon_followthrough_profit_loop_review.py
• py -3 -m unittest discover -s tests -v

Observed final test count: 25 passing.

Key Findings

• mid_zone_very_weak_b1
• blocked_full 2
• shadow_confirmed 1
• confirm_like_3bar 50.00%
• avg_next20_max 7.04%
• probe_mid same_close -0.24%
• probe_mid next_open -0.50%

• probe_mid post_exit_max_10b 8.35%

• high_zone_weak_b1

• blocked_full 13

• shadow_confirmed 2

• confirm_like_3bar 15.38%

• probe_high same_close -3.52%

• probe_high next_open -5.03%

• ql_rebound_weak_followthrough

• blocked_full 3

• shadow_confirmed 0

• confirm_like_3bar 0.00%

• next3_sell_cross_rate 100.00% on completed historical windows

Operational Reading

• Default RC1 path was not modified.
• mid_zone_very_weak_b1 remains the only subtype worth further trend-reentry study.
• high_zone_weak_b1 does not justify promotion.
• ql_rebound_weak_followthrough remains a hard-block family under current evidence.