cyb50-quant/research/dragon/v2/openspec/changes/followthrough-mid-exit-shadow-probe/specs/followthrough-mid-exit-shadow-probe/spec.md

ADDED Requirements

Requirement: Mid followthrough exit hold SHALL be branch-gated and entry-specific

The strategy SHALL support a shadow-only exit hold for glued followthrough reentry trades without changing default RC1 behavior.

Scenario: Mild kdj_only wobble after followthrough reentry

• WHEN the current position was opened by glued_followthrough_reentry_buy:*
• AND probe config enables mid exit hold
• AND kdj_sell=True
• AND ql_sell=False
• AND holding state is still within the configured mild-repair window
• THEN strategy returns HOLD
• AND does not emit knife_take_profit_2_glued on that bar

Requirement: New exit-probe branch SHALL remain shadow-only

The new branch SHALL be observable in reports but SHALL NOT replace the RC1 default branch.

Scenario: Daily branch registration

• WHEN daily pipeline builds shadow branch runs
• THEN alpha_first_glued_followthrough_mid_exit_probe appears in outputs
• AND RC1 default branch remains alpha_first_glued_refined_hot_cap

Requirement: Historical fixture SHALL be reproducible

The new branch SHALL reproduce the known historical repaired-trend path.

Scenario: Mid exit probe fixture

• WHEN the strategy replays the current local snapshot with alpha_first_glued_followthrough_mid_exit_probe
• THEN the branch contains a followthrough reentry trade:
• buy date 2020-12-01
• sell date 2021-02-19
• sell reason high_regime_confirmed_exit:kdj_sell
• holding days 80