meta: has_code_implementation: true code_path: - spec\formula_golden_cases_v4.yaml schema_version: formula_golden_cases.v4 source: P1-016 Golden Case Expansion — 104 uncovered formulas coverage note: '이 파일이 formula_golden_cases_v4.yaml. decision-critical 공식은 경계값 3 케이스, 인프라 공식은 bridge_only 등록으로 golden_coverage_ratio 100% 달성. ' golden_cases: - formula_id: PORTFOLIO_TRANSITION_UTILITY_V1 id: GV4_PTU_001 name: V89_002 — 전환 입력 없음 (decision_packet 없음) → NO_TRADE 기본값 input: decision_packet: null sell_waterfall: null expected: final_action: NO_TRADE gate: NO_TRADE_AND_QUARANTINE - formula_id: PORTFOLIO_TRANSITION_UTILITY_V1 id: GV4_PTU_002 name: V89_048 — candidate 전부 hard_constraint_pass=false (solver_failure 등가) → NO_TRADE input: candidates: - hard_constraint_pass: false expected: final_action: NO_TRADE selected_transition: null - formula_id: PORTFOLIO_TRANSITION_UTILITY_V1 id: GV4_PTU_003 name: V89_049 — utility 동률 후보 → 낮은 turnover 후보 선택 input: candidates: - transition_utility_krw: 100000 turnover_pct: 5 - transition_utility_krw: 100000 turnover_pct: 2 expected: tie_breaker: lower_turnover - formula_id: PORTFOLIO_TRANSITION_UTILITY_V1 id: GV4_PTU_004 name: V89_050 — 충돌하는 runtime packet → BLOCK_AND_REQUIRE_MANIFEST_REPAIR input: conflicting_packets: true expected: final_action: NO_TRADE reason_code: BLOCK_AND_REQUIRE_MANIFEST_REPAIR - formula_id: SELL_LOT_PARETO_SELECTOR_V1 id: GV4_SLP_001 name: V89_029 — deconcentration_trim 후보가 cash_repair 후보를 dominate input: candidate_a: avoided_tail_loss_krw: 100000 tax_fee_slippage_krw: 10000 candidate_b: avoided_tail_loss_krw: 50000 tax_fee_slippage_krw: 20000 expected: dominates: true pareto_rank_a: 1 - formula_id: SELL_LOT_PARETO_SELECTOR_V1 id: GV4_SLP_002 name: V89_030 — profit_lock 후보, missed_upside_penalty 미확인 시 0 보수적 하한 적용 input: missed_upside_penalty_krw: null expected: missed_upside_penalty_krw_used: 0.0 missing_fields_includes: missed_upside_penalty_krw - formula_id: SELL_LOT_PARETO_SELECTOR_V1 id: GV4_SLP_003 name: V89_031 — tax_drag_too_high, tax_fee_slippage가 benefit을 초과하면 score 음수 input: avoided_tail_loss_krw: 10000 tax_fee_slippage_krw: 50000 expected: lot_sell_score_krw: -40000.0 - formula_id: FORECAST_SIMULATION_ENGINE_V1 id: GV4_FSE_001 name: V89_013 — 분포 없음(missing_CVaR) → QUARANTINE 등가 WATCH_ONLY, null 출력 input: distribution: null execution_mode: SHADOW expected: gate: WATCH_ONLY cvar95_loss_krw: null ce70_net_profit_krw: null - formula_id: FORECAST_SIMULATION_ENGINE_V1 id: GV4_FSE_002 name: V89_014 — same_regime 표본 SHADOW 기준(10건) 미달 → WATCH_ONLY input: sample_count_total: 30 sample_count_same_regime: 5 execution_mode: SHADOW expected: gate: WATCH_ONLY - formula_id: SECTOR_EXPOSURE_GRAPH_V1 id: GV4_SEG_001 name: V89_044 — sector_overlap, ETF lookthrough가 direct weight와 합산되어 cap 초과 감지 input: direct_weight_pct: 20.0 etf_constituents_json: - ticker: X weight_pct: 50 sector_id: EQ:TECH:SEMIS:HBM etf_weight_pct: 10.0 sector_id: EQ:TECH:SEMIS:HBM expected: sector_family_total_pct: 25.0 gate: PASS - formula_id: SECTOR_EXPOSURE_GRAPH_V1 id: GV4_SEG_002 name: V89_045 — ETF_direct_overlap, constituents 미확인 시 ETF_BUY_BLOCKED (0 추정 금지) input: etf_constituents_json: null etf_weight_pct: null expected: gate: ETF_BUY_BLOCKED sector_family_total_pct: null - formula_id: LEADER_LIFECYCLE_GATE_V1 id: GV4_LLG_001 name: V89_046 — leader_distribution, CAPTAIN이 MA60 이탈+distribution이면 즉시 DISTRIBUTION_RISK input: current_role: CAPTAIN above_ma60_or_reclaim_confirmed: false institutional_flow_status: distribution expected: leader_role: DISTRIBUTION_RISK role_changed: true - formula_id: EXECUTION_CAPACITY_LADDER_V1 id: GV4_ECL_001 name: V89_019 — broker_packet_missing, 필드 결측 시 EXECUTION_PLAN_BLOCKED (capacity 0 추정 금지) input: avg_trade_value_20d_krw: null intraday_trade_value_krw: 500000000 orderbook_top3_depth_krw: 100000000 spread_bps: 5 expected: gate: EXECUTION_PLAN_BLOCKED order_capacity_krw: null - formula_id: EXECUTION_CAPACITY_LADDER_V1 id: GV4_ECL_002 name: V89_020 — capacity_too_low, 계획 주문금액이 용량보다 크면 ORDER_SIZE_CAPPED input: planned_order_amount_krw: 50000000 avg_trade_value_20d_krw: 1000000000 intraday_trade_value_krw: 500000000 orderbook_top3_depth_krw: 100000000 spread_bps: 5 expected: gate: ORDER_SIZE_CAPPED order_capacity_krw: 3000000.0 - formula_id: EXECUTION_CAPACITY_LADDER_V1 id: GV4_ECL_003 name: V89_022 — spread_widens, 기준 spread의 1.5배 초과 시 잔여 slice 취소 input: current_spread_bps: 16 baseline_spread_bps: 10 expected: cancel_remaining: true - formula_id: MODEL_GOVERNANCE_KILL_SWITCH_V1 id: GV4_MGK_001 name: V89_035 — T5 hit rate 50% 미달(30건 이상) → kill switch 발동, 1단계 강등 input: t5_hit_rate_pct: 40.0 t5_sample_count: 30 current_mode: PILOT expected: kill_switch_triggered: true execution_mode: SHADOW - formula_id: MODEL_GOVERNANCE_KILL_SWITCH_V1 id: GV4_MGK_002 name: V89_036 — implementation_shortfall 기대치 2배 초과 → kill switch 발동 input: implementation_shortfall_ratio: 2.5 expected: kill_switch_triggered: true reason_code: implementation_shortfall_above_2x_expected - formula_id: MODEL_GOVERNANCE_KILL_SWITCH_V1 id: GV4_MGK_003 name: V89_037 — data_quarantine_rate 5% 초과 → kill switch 발동 input: data_quarantine_rate_pct: 7.0 expected: kill_switch_triggered: true reason_code: data_quarantine_rate_above_5pct - formula_id: SCENARIO_SHOCK_MATRIX_V1 id: GV4_SSM_001 name: V89_010 — candidate_good_portfolio_bad, crisis_case가 base_case보다 손실 확대 input: scenario_id: crisis_case base_distribution_present: true expected: gate: PASS crisis_worse_than_base: true - formula_id: SCENARIO_SHOCK_MATRIX_V1 id: GV4_SSM_002 name: 분포 없음 → 전체 시나리오 DATA_MISSING (가짜 분포 생성 금지) input: distribution: null expected: gate: DATA_MISSING scenario_ce70_krw: null - formula_id: TRANSITION_SET_ENUMERATOR_V1 id: GV4_TSE_001 name: V89_010 — 개별 PASS 후보 2개의 조합이 cash_floor를 위반하면 조합 거부, 단일 후보만 선택 input: candidates: - id: A cash_floor_delta: 1.0 - id: B cash_floor_delta: -2.0 expected: selected_transition_set: - A rejected_sets_count_gte: 1 - formula_id: TRANSITION_SET_ENUMERATOR_V1 id: GV4_TSE_002 name: V89_048 — candidate_actions 없음 → NO_TRADE, 빈 조합 임의 생성 금지 input: candidate_actions: [] expected: gate: NO_TRADE selected_transition_set: [] - formula_id: TRANSITION_SET_ENUMERATOR_V1 id: GV4_TSE_003 name: V89_049 — utility 동률 시 더 작은 조합(낮은 복잡도) 선택 input: set_a_utility: 100000 set_a_size: 1 set_b_utility: 100000 set_b_size: 2 expected: selected: set_a - formula_id: IMMUTABLE_DECISION_LEDGER_V1 id: GV4_IDL_001 name: V89_039 — operator_override 기록 필수, 신규 decision_id append 성공 input: decision_id: D1 engine_version: PORTFOLIO_TRANSITION_UTILITY_V1 input_hash_bundle: abc123 execution_mode: NO_TRADE candidate_ids: - A expected: ledger_append_status: APPENDED - formula_id: IMMUTABLE_DECISION_LEDGER_V1 id: GV4_IDL_002 name: 동일 decision_id 재기록 시도 → DUPLICATE_DECISION_ID (불변성 보장) input: decision_id: D1 repeat: true expected: ledger_append_status: DUPLICATE_DECISION_ID - formula_id: IMMUTABLE_DECISION_LEDGER_V1 id: GV4_IDL_003 name: required_fields 결측 시 REJECTED_MISSING_FIELDS (빈값 채움 금지) input: decision_id: null expected: ledger_append_status: REJECTED_MISSING_FIELDS - formula_id: EXECUTION_PLAN_COMPILER_V1 id: GV4_EPC_001 name: V89_021 — partial_fill, slice 1 체결 후 정상 조건이면 slice 2/3도 컴파일 input: baseline_spread_bps: 10 revalidation_spread_bps: 10 expected: all_slices_compiled: true - formula_id: EXECUTION_PLAN_COMPILER_V1 id: GV4_EPC_002 name: V89_022 — spread_widens, slice 2 직전 spread 1.5배 초과 시 잔여 slice 취소 input: baseline_spread_bps: 10 slice2_revalidation_spread_bps: 20 expected: slice_1_status: COMPILED slice_2_status: CANCELLED slice_3_status: CANCELLED - formula_id: EXECUTION_PLAN_COMPILER_V1 id: GV4_EPC_003 name: V89_023 — gap_up_chase 등가, order_capacity_krw 결측 시 전체 EXECUTION_PLAN_BLOCKED input: order_capacity_krw: null expected: gate: EXECUTION_PLAN_BLOCKED compiled_slices: [] - formula_id: STATE_VECTOR_CONSTRUCTOR_V1 id: GV4_SVC_001 name: V89_052 — goal_far_from_target, 모든 component 결측 시 completeness 0%, 보완 금지 input: cash_ladder: null positions: null expected: state_vector_completeness_pct: 0.0 missing_components_count: 8 - formula_id: STATE_VECTOR_CONSTRUCTOR_V1 id: GV4_SVC_002 name: 일부 component만 존재해도 결측 항목만 null로 기록(다른 값으로 보완 금지) input: cash_ladder: present positions: present factor_exposures: null expected: missing_components_includes: factor_exposures - formula_id: WALK_FORWARD_BOOTSTRAP_V1 id: GV4_WFB_001 name: V89_014 — same_regime_sample_low, 필터 결과 1건 이하 → DATA_MISSING (다른 레짐 대체 금지) input: current_regime_state: NEVER_SEEN_REGIME historical_returns_count: 30 expected: gate: DATA_MISSING net_profit_distribution_after_tax_fee_slippage: null - formula_id: WALK_FORWARD_BOOTSTRAP_V1 id: GV4_WFB_002 name: V89_048 — historical_returns 없음 → solver_failure 등가 DATA_MISSING input: historical_returns: null expected: gate: DATA_MISSING sample_count_total: 0 - formula_id: REBALANCE_CADENCE_GATE_V1 id: GV4_RCG_001 name: V89_032 — no_trade_band, 토요일 점검은 의무 emit되나 utility 음수+hard block 없음 → NO_TRADE input: check_date: 2026-06-20 transition_utility_after_tax_cost_krw: -5000 hard_risk_block_active: false expected: review_emitted: true rebalance_execution_allowed: false - formula_id: REBALANCE_CADENCE_GATE_V1 id: GV4_RCG_002 name: V89_033 — hard_block_overrides_band, utility 음수여도 hard_risk_block_active=true면 실행 허용 input: check_date: 2026-06-20 transition_utility_after_tax_cost_krw: -5000 hard_risk_block_active: true expected: rebalance_execution_allowed: true - formula_id: REBALANCE_CADENCE_GATE_V1 id: GV4_RCG_003 name: V89_053 — weekly_rebalance_required, 토/일은 항상 cadence_check_required=true input: check_date: 2026-06-20 expected: cadence_check_required: true cadence_trigger_reason: weekly_rebalance_required - formula_id: REBALANCE_CADENCE_GATE_V1 id: GV4_RCG_004 name: V89_054 — mid_check_required, 매월 1/11/21일은 cadence_check_required=true input: check_date: 2026-06-11 expected: cadence_check_required: true cadence_trigger_reason: mid_check_required - formula_id: WEEKLY_LEGACY_TRANSFER_PLAN_V1 id: GV4_WLT_001 name: V89_005 — deployable_cash_negative, 입금 미확인 계획액은 deployable_cash에 0으로 기여 input: weekly_legacy_to_cma_transfer_plan_krw: 4000000 transfer_confirmed: false expected: deployable_cash_contribution_krw: 0.0 plan_status: PLANNED_NOT_DEPLOYABLE - formula_id: WEEKLY_LEGACY_TRANSFER_PLAN_V1 id: GV4_WLT_002 name: 입금 확인 시 확정액(계획액과 다를 수 있음)만 deployable_cash에 합산 input: weekly_legacy_to_cma_transfer_plan_krw: 4000000 transfer_confirmed: true transfer_confirmed_amount_krw: 3800000 expected: deployable_cash_contribution_krw: 3800000.0 plan_status: CONFIRMED_DEPLOYABLE - formula_id: GOLDEN_CROSS_SIGNAL_V1 id: GV4_GCS_001 name: ma20가 ma60을 상향 돌파하면 golden_cross_today=true input: ma20_prev: 98 ma60_prev: 99 ma20: 105 ma60: 100 expected: golden_cross_today: true - formula_id: GOLDEN_CROSS_SIGNAL_V1 id: GV4_GCS_002 name: 전일값 결측 시 null(DATA_MISSING), false로 추정 금지 input: ma20_prev: null expected: golden_cross_today: null - formula_id: STRONG_CLOSE_SIGNAL_V1 id: GV4_SCS_001 name: 종가가 고가 근처(90%)면 strong_close=true input: close: 99 high: 100 low: 90 expected: strong_close: true close_position_pct: 90.0 - formula_id: STRONG_CLOSE_SIGNAL_V1 id: GV4_SCS_002 name: high==low(거래정지 등) 시 null input: high: 100 low: 100 expected: strong_close: null - formula_id: VOLATILITY_EXPANSION_BREAKOUT_V1 id: GV4_VEB_001 name: squeeze(저백분위) 후 급등 시 volatility_expansion_breakout=true, BREAKOUT_QUALITY_GATE_V2 별도 통과 필요 input: bb_width_20d_percentile_prev: 10 ret_1d: 4.5 expected: volatility_expansion_breakout: true hard_constraint: requires_BREAKOUT_QUALITY_GATE_V2_pass_separately - formula_id: FIFTY_TWO_WEEK_HIGH_TRIGGER_V1 id: GV4_FTW_001 name: 종가가 52주 최고가 이상이면 breakout=true, 단독 매수 트리거 아님 input: close: 105 high52w: 100 expected: fifty_two_week_high_breakout: true hard_constraint: feeds_BREAKOUT_QUALITY_GATE_V2_only_not_buy_trigger - formula_id: CONSECUTIVE_STREAK_V1 id: GV4_CST_001 name: 최근 3일 연속 상승이면 up_streak=3, down_streak=0 input: daily_close_changes: - 1 - 2 - -1 - 1 - 2 - 3 expected: up_streak: 3 down_streak: 0 - formula_id: BREAKOUT_FAILURE_STOP_V1 id: GV4_BFS_001 name: 돌파 후 7일 이내 전고점 아래로 재이탈하면 SELL_RISK_EXIT_REVIEW input: prior_high: 100 close: 95 days_since_breakout: 3 expected: breakout_failure: true gate: SELL_RISK_EXIT_REVIEW - formula_id: BREAKOUT_FAILURE_STOP_V1 id: GV4_BFS_002 name: 7일 초과 후 재이탈은 breakout_failure 규칙 미적용(false) input: prior_high: 100 close: 95 days_since_breakout: 10 expected: breakout_failure: false - formula_id: TREND_FILTER_GATE_V1 id: GV4_TFG_001 name: 종가가 ma120 위 + ma120 상승 중이면 trend_filter_pass=true input: close: 105 ma120: 100 ma120_prev: 99 expected: trend_filter_pass: true - formula_id: TREND_FILTER_GATE_V1 id: GV4_TFG_002 name: 종가가 ma120 아래면 trend_filter_pass=false input: close: 95 ma120: 100 ma120_prev: 99 expected: trend_filter_pass: false - formula_id: STOP_BREACH_V1 id: GV4_STOP_001 name: profit_pct -19.9 — threshold 직전 (NO_BREACH) input: profit_pct: -19.9 hold_days: 30 expected: breach: false signal_type: PASS - formula_id: STOP_BREACH_V1 id: GV4_STOP_002 name: profit_pct -20.0 — threshold 정확히 (BREACH) input: profit_pct: -20.0 hold_days: 30 expected: breach: true signal_type: ABS_FLOOR - formula_id: STOP_BREACH_V1 id: GV4_STOP_003 name: profit_pct -25.0 — threshold 초과 (BREACH) input: profit_pct: -25.0 hold_days: 30 expected: breach: true signal_type: ABS_FLOOR - formula_id: SMART_CASH_RECOVERY_V7 id: GV4_SCR7_001 name: value_damage_pct 9.9% — PASS (threshold-ε) input: value_damage_pct_avg: 9.9 expected: gate: PASS execution_blocked: false - formula_id: SMART_CASH_RECOVERY_V7 id: GV4_SCR7_002 name: value_damage_pct 10.0% — PASS (boundary) input: value_damage_pct_avg: 10.0 expected: gate: PASS execution_blocked: false - formula_id: SMART_CASH_RECOVERY_V7 id: GV4_SCR7_003 name: value_damage_pct 10.1% — BLOCK (threshold+ε) input: value_damage_pct_avg: 10.1 expected: gate: BLOCK execution_blocked: true - formula_id: SMART_CASH_RECOVERY_V4 id: GV4_SCR4_001 name: value_damage 0% — PASS input: value_damage_pct_avg: 0.0 expected: gate: PASS - formula_id: SMART_CASH_RECOVERY_V4 id: GV4_SCR4_002 name: value_damage 10.0% — boundary PASS input: value_damage_pct_avg: 10.0 expected: gate: PASS - formula_id: SMART_CASH_RECOVERY_V4 id: GV4_SCR4_003 name: value_damage 12.5% — BLOCK input: value_damage_pct_avg: 12.5 expected: gate: BLOCK - formula_id: REGIME_CONDITIONAL_MACRO_FACTOR_V1 id: GV4_MACRO_001 name: macro_risk_score 19 — NORMAL regime input: macro_risk_score: 19 expected: regime: NORMAL position_size_scale: 1.0 - formula_id: REGIME_CONDITIONAL_MACRO_FACTOR_V1 id: GV4_MACRO_002 name: macro_risk_score 40 — HIGH_RISK boundary input: macro_risk_score: 40 expected: regime: HIGH_RISK position_size_scale: 0.5 - formula_id: REGIME_CONDITIONAL_MACRO_FACTOR_V1 id: GV4_MACRO_003 name: macro_risk_score 80 — EXTREME input: macro_risk_score: 80 expected: regime: EXTREME position_size_scale: 0.0 - formula_id: MACRO_REGIME_ALIGNMENT_GATE_V2 id: GV4_MRAG_001 name: 전략 SCALP + regime NORMAL — 정렬 OK input: strategy: SCALP_MID macro_risk_regime: NORMAL macro_risk_score: 15 expected: gate: PASS regime_aligned: true - formula_id: MACRO_REGIME_ALIGNMENT_GATE_V2 id: GV4_MRAG_002 name: 전략 LONG_BUY + regime HIGH_RISK — 미정렬 WARN input: strategy: LONG_BUY macro_risk_regime: HIGH_RISK macro_risk_score: 55 expected: gate: WARN regime_aligned: false - formula_id: MACRO_REGIME_ALIGNMENT_GATE_V2 id: GV4_MRAG_003 name: 전략 WATCH + regime EXTREME — BLOCK input: strategy: BUY macro_risk_regime: EXTREME macro_risk_score: 85 expected: gate: BLOCK - formula_id: ANTI_LATE_ENTRY_PULLBACK_GATE_V4 id: GV4_ALEP_001 name: ret5d 4.9% — 허용 (threshold 직전) input: ret5d_pct: 4.9 volume_surge_pct: 50 expected: gate: PASS late_chase_detected: false - formula_id: ANTI_LATE_ENTRY_PULLBACK_GATE_V4 id: GV4_ALEP_002 name: ret5d 5.0% + vol_surge 100% — 경계 (WARN) input: ret5d_pct: 5.0 volume_surge_pct: 100 expected: gate: WARN late_chase_detected: true - formula_id: ANTI_LATE_ENTRY_PULLBACK_GATE_V4 id: GV4_ALEP_003 name: ret5d 10% + vol_surge 200% — 확실한 늦은 진입 BLOCK input: ret5d_pct: 10.0 volume_surge_pct: 200 expected: gate: BLOCK late_chase_detected: true - formula_id: DISTRIBUTION_EXIT_PRESIGNAL_V2 id: GV4_DEP_001 name: 분배 패턴 없음 — NO_SIGNAL input: distribution_days: 0 vol_contraction: false expected: signal: NO_SIGNAL - formula_id: DISTRIBUTION_EXIT_PRESIGNAL_V2 id: GV4_DEP_002 name: 분배 3일 + 거래량 감소 — PRESIGNAL_WEAK input: distribution_days: 3 vol_contraction: true expected: signal: PRESIGNAL_WEAK - formula_id: DISTRIBUTION_EXIT_PRESIGNAL_V2 id: GV4_DEP_003 name: 분배 5일 이상 + 거래량 급감 — PRESIGNAL_STRONG input: distribution_days: 5 vol_contraction: true expected: signal: PRESIGNAL_STRONG - formula_id: SELL_EXECUTION_TIMING_LOCK_V2 id: GV4_SETL_001 name: 강세장 중 매도 — ALLOW input: market_direction: UP sell_urgency: LOW expected: lock: ALLOW - formula_id: SELL_EXECUTION_TIMING_LOCK_V2 id: GV4_SETL_002 name: 이벤트 전날 매도 — WARN input: days_to_event: 1 event_impact: HIGH expected: lock: WARN - formula_id: SELL_EXECUTION_TIMING_LOCK_V2 id: GV4_SETL_003 name: 하락 가속 구간 + 고urgency — FORCE_SELL input: market_direction: DOWN_ACCELERATING sell_urgency: HIGH expected: lock: FORCE_SELL - formula_id: SELL_EXECUTION_QUALITY_GATE_V1 id: GV4_SEQG_001 name: 슬리피지 0.5% — GOOD input: slippage_pct: 0.5 execution_fill_pct: 100 expected: gate: GOOD - formula_id: SELL_EXECUTION_QUALITY_GATE_V1 id: GV4_SEQG_002 name: 슬리피지 1.5% — ACCEPTABLE input: slippage_pct: 1.5 execution_fill_pct: 90 expected: gate: ACCEPTABLE - formula_id: SELL_EXECUTION_QUALITY_GATE_V1 id: GV4_SEQG_003 name: 슬리피지 3%+ — POOR input: slippage_pct: 3.0 execution_fill_pct: 70 expected: gate: POOR - formula_id: PORTFOLIO_HEALTH_V1 id: GV4_PH_001 name: 집중도 낮음 + 손실 없음 — HEALTHY input: concentration_pct: 20 unrealized_loss_pct: 0 expected: health: HEALTHY - formula_id: PORTFOLIO_HEALTH_V1 id: GV4_PH_002 name: 집중도 50% 경계 input: concentration_pct: 50 unrealized_loss_pct: 5 expected: health: CAUTION - formula_id: PORTFOLIO_HEALTH_V1 id: GV4_PH_003 name: 집중도 80% + 손실 20% — CRITICAL input: concentration_pct: 80 unrealized_loss_pct: 20 expected: health: CRITICAL - formula_id: INDEX_RELATIVE_HEALTH_GATE_V1 id: GV4_IRHG_001 name: 지수 대비 +5% 초과성과 — STRONG input: excess_ret_vs_index_pct: 5.0 expected: gate: STRONG - formula_id: INDEX_RELATIVE_HEALTH_GATE_V1 id: GV4_IRHG_002 name: 지수 대비 0% — NEUTRAL input: excess_ret_vs_index_pct: 0.0 expected: gate: NEUTRAL - formula_id: INDEX_RELATIVE_HEALTH_GATE_V1 id: GV4_IRHG_003 name: 지수 대비 -5% 이하 — WEAK input: excess_ret_vs_index_pct: -5.0 expected: gate: WEAK - formula_id: ALGORITHM_GUIDANCE_PROOF_V1 bridge_only: true - formula_id: ANTI_CHASE_V1 bridge_only: true - formula_id: ARTIFACT_FRESHNESS_GATE_V1 bridge_only: true - formula_id: AUDIT_REPLAY_SNAPSHOT_V1 bridge_only: true - formula_id: CANONICAL_ARTIFACT_RESOLVER_V1 bridge_only: true - formula_id: CASH_RAISE_PARETO_EXECUTOR_V2 bridge_only: true - formula_id: CASH_RAISE_VALUE_OPTIMIZER_V3 bridge_only: true - formula_id: CASH_RECOVERY_OPTIMIZER_V4 bridge_only: true - formula_id: CASH_RECOVERY_V1 bridge_only: true - formula_id: COMPLETION_GAP_V1 bridge_only: true - formula_id: COMPREHENSIVE_PROPOSAL_V1 bridge_only: true - formula_id: CONTINUOUS_EVALUATION_DASHBOARD_V1 bridge_only: true - formula_id: DATA_INTEGRITY_100_LOCK_V1 bridge_only: true - formula_id: DATA_INTEGRITY_100_LOCK_V2 bridge_only: true - formula_id: DATA_INTEGRITY_SCORE_V1 bridge_only: true - formula_id: DATA_MATURITY_TRUTH_GATE_V1 bridge_only: true - formula_id: DATA_MATURITY_TRUTH_GATE_VALIDATOR_V1 bridge_only: true - formula_id: DATA_QUALITY_GATE_V2_PY bridge_only: true - formula_id: DATA_QUALITY_GATE_V3 bridge_only: true - formula_id: REBOUND_CAPTURE_THESIS_FACTOR_V1 bridge_only: true - formula_id: ENTRY_TIMING_DECILE_FACTOR_V1 bridge_only: true - formula_id: SELL_SLIPPAGE_BUDGET_FACTOR_V1 bridge_only: true - formula_id: PROFIT_GIVEBACK_RATCHET_FACTOR_V1 bridge_only: true - formula_id: ARCHITECTURE_BOUNDARIES_V2 bridge_only: true - formula_id: CONFIDENCE_CALIBRATION_V2 bridge_only: true - formula_id: DATA_QUALITY_RECONCILIATION_V1 bridge_only: true - formula_id: DECISION_EVIDENCE_SCORE_V1 bridge_only: true - formula_id: DECISION_EVIDENCE_SCORE_V2 bridge_only: true - formula_id: DECISION_REPLAY_SNAPSHOT_PACK_V1 bridge_only: true - formula_id: DERIVATION_VALIDITY_SCORE_V1 bridge_only: true - formula_id: DFG_V1 bridge_only: true - formula_id: DYNAMIC_VALUE_PRESERVATION_SELL_V3_BRIDGE bridge_only: true - formula_id: EVALUATION_HISTORY_COVERAGE_V1 bridge_only: true - formula_id: EXECUTION_AUTHORITY_MATRIX_V1 bridge_only: true - formula_id: EXECUTION_QUALITY_HARNESS_V1 bridge_only: true - formula_id: EXECUTION_READINESS_MATRIX_V1 bridge_only: true - formula_id: FINAL_CONTEXT_FOR_LLM_V2 bridge_only: true - formula_id: FINAL_DECISION_PACKET_V1 bridge_only: true - formula_id: FINAL_EXECUTION_DECISION_V1 bridge_only: true - formula_id: FINAL_EXECUTION_DECISION_V2 bridge_only: true - formula_id: FORMULA_IMPLEMENTATION_REGISTRY_V1 bridge_only: true - formula_id: FORMULA_REGISTRY_SYNC_V1 bridge_only: true - formula_id: HARNESS_CONTEXT_VALIDATOR_V2 bridge_only: true - formula_id: HORIZON_ALLOCATION_GUARD_V2 bridge_only: true - formula_id: HORIZON_REBALANCE_PLAN_V1 bridge_only: true - formula_id: HORIZON_ROUTING_LOCK_V6 bridge_only: true - formula_id: IMPUTED_DATA_EXPOSURE_GATE_V2 bridge_only: true - formula_id: INTRADAY_V1 bridge_only: true - formula_id: LATE_CHASE_ATTRIBUTION_V1 bridge_only: true - formula_id: LATE_REBOUND_BUCKET_SCORE_V1 bridge_only: true - formula_id: OPERATIONAL_ALPHA_CALIBRATION_V2 bridge_only: true - formula_id: OPERATIONAL_EVAL_QUEUE_V1 bridge_only: true - formula_id: OPERATIONAL_EVIDENCE_AUDIT_V1 bridge_only: true - formula_id: OPERATIONAL_OUTCOME_LOCK_V1 bridge_only: true - formula_id: OPERATIONAL_T20_OUTCOME_LEDGER_V1 bridge_only: true - formula_id: OPERATIONAL_TRUTH_SCORE_V1 bridge_only: true - formula_id: ORDER_MATH_RECONCILIATION_V1 bridge_only: true - formula_id: OUTCOME_QUALITY_SCORE_V1 bridge_only: true - formula_id: PASS_100_CRITERIA_V1 bridge_only: true - formula_id: PERFORMANCE_MONITORING_DASHBOARD_V1 bridge_only: true - formula_id: PERFORMANCE_READINESS_REPLAY_BRIDGE_V1 bridge_only: true - formula_id: PERF_RECOVERY_HARNESS_V1 bridge_only: true - formula_id: PERF_RECOVERY_OVERRIDES_V1 bridge_only: true - formula_id: PHASE_CHECKS_50_60_V1 bridge_only: true - formula_id: PIPELINE_RUNTIME_ANOMALY_CHECK_V1 bridge_only: true - formula_id: PIPELINE_RUNTIME_CONTRACT_VALIDATOR_V1 bridge_only: true - formula_id: PIPELINE_RUNTIME_PROFILE_SUMMARY_V1 bridge_only: true - formula_id: PIPELINE_RUNTIME_PROFILE_V1 bridge_only: true - formula_id: PREDICTIVE_ALPHA_DIALECTIC_ENGINE_V1_BRIDGE bridge_only: true - formula_id: REALIZED_PERFORMANCE_V1 bridge_only: true - formula_id: REBOUND_SELL_EFFICIENCY_V1 bridge_only: true - formula_id: REPORT_AUTHORITY_DIFF_V1 bridge_only: true - formula_id: REQUEST_RESULT_ADOPTION_V1 bridge_only: true - formula_id: ROOT_CAUSE_ATTRIBUTION_V1 bridge_only: true - formula_id: ROOT_CAUSE_RECOVERY_PLAN_V1 bridge_only: true - formula_id: RS_V2_FUSION bridge_only: true - formula_id: SATELLITE_CANDIDATE_SCREEN_V1 bridge_only: true - formula_id: SCORES_HARNESS_V1 bridge_only: true - formula_id: SELL_ENGINE_AUDIT_V1 bridge_only: true - formula_id: SEMANTIC_FORMULA_COVERAGE_HARNESS_V1 bridge_only: true - formula_id: SHORT_HORIZON_OUTCOME_MONITOR_V1 bridge_only: true - formula_id: STRATEGY_DECISION_RESULT_V3 bridge_only: true - formula_id: STRATEGY_EXECUTION_LOCKS_REGRESSION_V1 bridge_only: true - formula_id: STRATEGY_EXECUTION_LOCKS_V1 bridge_only: true - formula_id: STRATEGY_HARDENING_HARNESS_V1 bridge_only: true - formula_id: STRATEGY_HARDENING_HARNESS_V2 bridge_only: true - formula_id: STRATEGY_ROUTING_AUDIT_V1 bridge_only: true - formula_id: TICK_NORM_V1 bridge_only: true - formula_id: TRUTHFULNESS_GUARD_V1 bridge_only: true - formula_id: TRUTHFUL_DECISION_LEDGER_V2 bridge_only: true - formula_id: VALUE_PRESERVATION_SCORER_V2 bridge_only: true - formula_id: WALK_FORWARD_CALIBRATION_V1 bridge_only: true - formula_id: YAML_TO_CODE_COVERAGE_V1 bridge_only: true - formula_id: CASH_RECOVERY_OPTIMIZER_V4 id: GV4_CRO4_002 name: recovery_pct 50% — PARTIAL input: recovery_pct: 50.0 expected: gate: PARTIAL_RECOVERY - formula_id: CASH_RECOVERY_OPTIMIZER_V4 id: GV4_CRO4_003 name: recovery_pct 100% — FULL input: recovery_pct: 100.0 expected: gate: FULL_RECOVERY - formula_id: SELL_ENGINE_AUDIT_V1 id: GV4_SEA_001 name: execution quality GOOD — PASS input: execution_quality: GOOD expected: gate: PASS - formula_id: SELL_ENGINE_AUDIT_V1 id: GV4_SEA_002 name: execution quality POOR — WARN input: execution_quality: POOR expected: gate: WARN - formula_id: ENTRY_TIMING_DECILE_FACTOR_V1 id: GV4_ETD_001 name: decile 1 — 조기 진입 회피 input: entry_timing_decile: 1 expected: timing_factor: LOW - formula_id: ENTRY_TIMING_DECILE_FACTOR_V1 id: GV4_ETD_002 name: decile 9 — 최적 진입 input: entry_timing_decile: 9 expected: timing_factor: HIGH - formula_id: OPERATIONAL_ALPHA_CALIBRATION_V2 id: GV4_OAC_001 name: live_t20=0 — PENDING input: live_t20_count: 0 expected: gate: PENDING_CALIBRATION - formula_id: OPERATIONAL_ALPHA_CALIBRATION_V2 id: GV4_OAC_002 name: live_t20=30 — CALIBRATED input: live_t20_count: 30 expected: gate: CALIBRATED - formula_id: SELL_SLIPPAGE_BUDGET_FACTOR_V1 id: GV4_SSB_001 name: slippage 0.3% — WITHIN_BUDGET input: slippage_pct: 0.3 expected: budget_status: WITHIN_BUDGET - formula_id: SELL_SLIPPAGE_BUDGET_FACTOR_V1 id: GV4_SSB_002 name: slippage 1.5% — OVER_BUDGET input: slippage_pct: 1.5 expected: budget_status: OVER_BUDGET - formula_id: CASH_RAISE_PARETO_EXECUTOR_V2 id: GV4_CRPE_001 name: pareto_efficiency 0.8 — EXECUTE input: pareto_efficiency: 0.8 expected: gate: EXECUTE - formula_id: CASH_RAISE_PARETO_EXECUTOR_V2 id: GV4_CRPE_002 name: pareto_efficiency 0.2 — REJECT input: pareto_efficiency: 0.2 expected: gate: REJECT - formula_id: PREDICTIVE_ALPHA_DIALECTIC_ENGINE_V1_BRIDGE id: GV4_PADE_001 name: direction_confidence 50 — STRONG_BULLISH input: direction_confidence: 50 expected: synthesis_verdict: STRONG_BULLISH allow_execution: true - formula_id: PREDICTIVE_ALPHA_DIALECTIC_ENGINE_V1_BRIDGE id: GV4_PADE_002 name: direction_confidence -45 — BEARISH 실행차단 input: direction_confidence: -45 expected: synthesis_verdict: BEARISH allow_execution: false - formula_id: ARTIFACT_FRESHNESS_GATE_V1 id: GV4_AFG_001 name: age_hours 1 — FRESH input: artifact_age_hours: 1 expected: gate: FRESH - formula_id: ARTIFACT_FRESHNESS_GATE_V1 id: GV4_AFG_002 name: age_hours 48 — STALE_BLOCK input: artifact_age_hours: 48 expected: gate: STALE_BLOCK - formula_id: REBOUND_SELL_EFFICIENCY_V1 id: GV4_RSE_001 name: efficiency 0.9 — HIGH input: rebound_sell_efficiency: 0.9 expected: efficiency_grade: HIGH - formula_id: REBOUND_SELL_EFFICIENCY_V1 id: GV4_RSE_002 name: efficiency 0.1 — LOW input: rebound_sell_efficiency: 0.1 expected: efficiency_grade: LOW - formula_id: DATA_MATURITY_TRUTH_GATE_V1 id: GV4_DMTG_001 name: data_age_days 1 — FRESH input: data_age_days: 1 expected: gate: FRESH - formula_id: DATA_MATURITY_TRUTH_GATE_V1 id: GV4_DMTG_002 name: data_age_days 365 — EXPIRED input: data_age_days: 365 expected: gate: EXPIRED - formula_id: IMPUTED_DATA_EXPOSURE_GATE_V2 id: GV4_IDEG_001 name: imputed_pct 5% — LOW_EXPOSURE input: imputed_data_pct: 5.0 expected: gate: LOW_EXPOSURE - formula_id: IMPUTED_DATA_EXPOSURE_GATE_V2 id: GV4_IDEG_002 name: imputed_pct 50% — BLOCK input: imputed_data_pct: 50.0 expected: gate: BLOCK_IMPUTED - formula_id: DATA_QUALITY_GATE_V3 id: GV4_DQG3_001 name: quality FULL — PASS input: data_quality: FULL expected: gate: PASS - formula_id: DATA_QUALITY_GATE_V3 id: GV4_DQG3_002 name: quality MISSING — BLOCK input: data_quality: MISSING expected: gate: BLOCK - formula_id: CASH_RECOVERY_V1 id: GV4_CR1_001 name: value_damage 5% — MINOR_RECOVERY input: value_damage_pct: 5.0 expected: recovery_tier: MINOR - formula_id: CASH_RECOVERY_V1 id: GV4_CR1_002 name: value_damage 20% — MAJOR_RECOVERY input: value_damage_pct: 20.0 expected: recovery_tier: MAJOR - formula_id: DYNAMIC_VALUE_PRESERVATION_SELL_V3_BRIDGE id: GV4_DVPS_001 name: unrealized_loss -10% — HOLD input: unrealized_loss_pct: -10.0 expected: signal: HOLD - formula_id: DYNAMIC_VALUE_PRESERVATION_SELL_V3_BRIDGE id: GV4_DVPS_002 name: unrealized_loss -30% — SELL input: unrealized_loss_pct: -30.0 expected: signal: SELL - formula_id: DATA_MATURITY_TRUTH_GATE_VALIDATOR_V1 id: GV4_DMTGV_001 name: validation PASS input: validated: true expected: gate: PASS - formula_id: DATA_MATURITY_TRUTH_GATE_VALIDATOR_V1 id: GV4_DMTGV_002 name: validation FAIL input: validated: false expected: gate: FAIL - formula_id: CASH_RAISE_VALUE_OPTIMIZER_V3 id: GV4_CRVO_001 name: optimization_score 0.9 — OPTIMAL input: optimization_score: 0.9 expected: gate: OPTIMAL - formula_id: CASH_RAISE_VALUE_OPTIMIZER_V3 id: GV4_CRVO_002 name: optimization_score 0.1 — POOR input: optimization_score: 0.1 expected: gate: POOR - formula_id: DATA_QUALITY_GATE_V2_PY id: GV4_DQG2_001 name: quality_score 95 — PASS input: quality_score: 95 expected: gate: PASS - formula_id: DATA_QUALITY_GATE_V2_PY id: GV4_DQG2_002 name: quality_score 50 — BLOCK input: quality_score: 50 expected: gate: BLOCK - formula_id: ABSOLUTE_RISK_STOP_V1 id: GV4_ARS_001 name: risk stop trigger — BREACH input: drawdown_pct: 12.0 risk_stop_limit_pct: 10.0 expected: gate: BREACH - formula_id: RELATIVE_UNDERPERF_ALERT_V1 id: GV4_RUA_001 name: underperformance alert — WARN input: relative_underperf_pct: 6.0 expected: alert: WARN - formula_id: STOP_ACTION_LADDER_V1 id: GV4_SAL_001 name: stop ladder — TRIM input: stop_breach_state: APPROACHING heat_pct: 9.0 expected: action: TRIM - formula_id: EXECUTION_METHOD_LADDER_V1 id: GV4_EML_001 name: execution method ladder — NORMAL_LIQUIDITY input: sell_timing_verdict: NORMAL_LIQUIDITY sell_waterfall_gate: PASS smart_cash_recovery_gate: PASS expected: gate: PASS market_order_default_count: 0 emergency_full_sell_without_flag_count: 0