schema_version: factor_lifecycle_registry.v1 description: Lifecycle states (draft, shadow, candidate, active, retired) for all registered quant factors factors: - factor_id: FLOW_CREDIT_V1 formula_id: FLOW_CREDIT_V1 hypothesis: Expert prior hypothesis for quant edge owner: quant_architect promotion_gate: draft required_data: - field: close_price unit: KRW_per_share - field: open_price unit: KRW_per_share optional: true - field: previous_close_price unit: KRW_per_share optional: true - field: volume unit: shares - field: avg_volume_5d unit: shares - field: frg_5d_sh unit: shares - field: inst_5d_sh unit: shares - field: flow_ok unit: none position_sizing_impact: diagnostic exit_impact: none golden_cases: [] retirement_condition: drawdown_limit_breach - factor_id: MARKET_RISK_SCORE_V1 formula_id: MARKET_RISK_SCORE_V1 hypothesis: Expert prior hypothesis for quant edge owner: quant_architect promotion_gate: draft required_data: - field: vix_close unit: index_points - field: kospi_close unit: index_points - field: kospi_ma20 unit: index_points - field: usd_krw unit: KRW_per_USD - field: usd_jpy_2d_change_pct unit: percent - field: credit_stress_status unit: none position_sizing_impact: diagnostic exit_impact: none golden_cases: [] retirement_condition: drawdown_limit_breach - factor_id: TARGET_CASH_PCT_V1 formula_id: TARGET_CASH_PCT_V1 hypothesis: Expert prior hypothesis for quant edge owner: quant_architect promotion_gate: draft required_data: - field: market_risk_score unit: points_0_10 - field: cash_floor_regime_min_pct unit: percent optional: true position_sizing_impact: diagnostic exit_impact: none golden_cases: [] retirement_condition: drawdown_limit_breach - factor_id: TOTAL_HEAT_V1 formula_id: TOTAL_HEAT_V1 hypothesis: Expert prior hypothesis for quant edge owner: quant_architect promotion_gate: draft required_data: - field: average_cost source: account_snapshot unit: KRW_per_share - field: stop_price source: account_snapshot unit: KRW_per_share - field: quantity source: account_snapshot.holding_quantity unit: shares - field: total_asset unit: KRW position_sizing_impact: diagnostic exit_impact: none golden_cases: [] retirement_condition: drawdown_limit_breach - factor_id: EXPECTED_EDGE_V1 formula_id: EXPECTED_EDGE_V1 hypothesis: Expert prior hypothesis for quant edge owner: quant_architect promotion_gate: draft required_data: - field: target_price unit: KRW_per_share - field: entry_price unit: KRW_per_share - field: stop_price unit: KRW_per_share - field: bayesian_confidence_multiplier unit: ratio - field: execution_cost_rate unit: ratio position_sizing_impact: diagnostic exit_impact: none golden_cases: [] retirement_condition: drawdown_limit_breach - factor_id: RISK_BUDGET_CASCADE_V1 formula_id: RISK_BUDGET_CASCADE_V1 hypothesis: Expert prior hypothesis for quant edge owner: quant_architect promotion_gate: draft required_data: - field: base_risk_budget unit: ratio default: 0.007 - field: net_return_feedback_multiplier unit: ratio default: 1.0 - field: performance_brake_multiplier unit: ratio default: 1.0 - field: regime_reset_multiplier unit: ratio default: 1.0 - field: bayesian_confidence_multiplier unit: ratio - field: kelly_brake_multiplier unit: ratio default: 1.0 position_sizing_impact: diagnostic exit_impact: none golden_cases: [] retirement_condition: drawdown_limit_breach - factor_id: POSITION_SIZE_V1 formula_id: POSITION_SIZE_V1 hypothesis: Expert prior hypothesis for quant edge owner: quant_architect promotion_gate: draft required_data: - field: total_asset unit: KRW - field: final_risk_budget unit: ratio - field: atr20 unit: KRW_per_share - field: atr_multiplier unit: ratio default: 1.5 - field: available_cash unit: KRW - field: entry_price unit: KRW_per_share - field: target_weight_limit_amount unit: KRW - field: sector_limit_amount unit: KRW - field: liquidity_limit_amount unit: KRW position_sizing_impact: diagnostic exit_impact: none golden_cases: [] retirement_condition: drawdown_limit_breach - factor_id: STOP_PRICE_CORE_V1 formula_id: STOP_PRICE_CORE_V1 hypothesis: Expert prior hypothesis for quant edge owner: quant_architect promotion_gate: draft required_data: - field: entry_price unit: KRW_per_share - field: atr20 unit: KRW_per_share - field: current_price unit: KRW_per_share position_sizing_impact: diagnostic exit_impact: none golden_cases: [] retirement_condition: drawdown_limit_breach - factor_id: STOP_PROPOSAL_LADDER_V1 formula_id: STOP_PROPOSAL_LADDER_V1 hypothesis: Expert prior hypothesis for quant edge owner: quant_architect promotion_gate: draft required_data: - field: position_class unit: enum [core, satellite] - field: holding_quantity unit: shares optional: true - field: proposed_quantity unit: shares optional: true - field: stop_price unit: KRW_per_share - field: profit_lock_stage unit: enum optional: true - field: protected_stop_price unit: KRW_per_share optional: true - field: auto_trailing_stop unit: KRW_per_share optional: true - field: tp3_qty unit: shares optional: true position_sizing_impact: diagnostic exit_impact: none golden_cases: [] retirement_condition: drawdown_limit_breach - factor_id: TRAILING_STOP_PRICE_V1 formula_id: TRAILING_STOP_PRICE_V1 hypothesis: Expert prior hypothesis for quant edge owner: quant_architect promotion_gate: draft required_data: - field: highest_price_since_entry unit: KRW_per_share - field: atr20 unit: KRW_per_share - field: trailing_atr_multiplier unit: ratio default: 1.5 position_sizing_impact: diagnostic exit_impact: none golden_cases: [] retirement_condition: drawdown_limit_breach - factor_id: ABSOLUTE_RISK_STOP_V1 formula_id: ABSOLUTE_RISK_STOP_V1 hypothesis: Expert prior hypothesis for quant edge owner: quant_architect promotion_gate: draft required_data: - field: holdings unit: object[] - field: df_map unit: object position_sizing_impact: diagnostic exit_impact: none golden_cases: [] retirement_condition: drawdown_limit_breach - factor_id: RELATIVE_UNDERPERF_ALERT_V1 formula_id: RELATIVE_UNDERPERF_ALERT_V1 hypothesis: Expert prior hypothesis for quant edge owner: quant_architect promotion_gate: draft required_data: - field: holdings unit: object[] - field: df_map unit: object - field: kospi_ret20d unit: pct optional: true position_sizing_impact: diagnostic exit_impact: none golden_cases: [] retirement_condition: drawdown_limit_breach - factor_id: STOP_ACTION_LADDER_V1 formula_id: STOP_ACTION_LADDER_V1 hypothesis: Expert prior hypothesis for quant edge owner: quant_architect promotion_gate: draft required_data: - field: context unit: object position_sizing_impact: diagnostic exit_impact: none golden_cases: [] retirement_condition: drawdown_limit_breach - factor_id: PROFIT_LOCK_RATCHET_V1 formula_id: PROFIT_LOCK_RATCHET_V1 hypothesis: Expert prior hypothesis for quant edge owner: quant_architect promotion_gate: draft required_data: - field: average_cost unit: KRW_per_share - field: tier_completed unit: enum [tier_1, tier_2] - field: highest_price_since_entry unit: KRW_per_share optional: true note: tier_2 완료 후 TRAILING_STOP_PRICE_V1 호출 시 필요 - field: atr20 unit: KRW_per_share optional: true position_sizing_impact: diagnostic exit_impact: none golden_cases: [] retirement_condition: drawdown_limit_breach - factor_id: TAKE_PROFIT_LADDER_V1 formula_id: TAKE_PROFIT_LADDER_V1 hypothesis: Expert prior hypothesis for quant edge owner: quant_architect promotion_gate: draft required_data: - field: average_cost unit: KRW_per_share - field: quantity unit: shares - field: position_class unit: enum position_sizing_impact: diagnostic exit_impact: none golden_cases: [] retirement_condition: drawdown_limit_breach - factor_id: TAKE_PROFIT_LADDER_V2 formula_id: TAKE_PROFIT_LADDER_V2 hypothesis: Expert prior hypothesis for quant edge owner: quant_architect promotion_gate: draft required_data: - field: average_cost unit: KRW_per_share - field: atr20 unit: KRW_per_share optional: true - field: quantity unit: shares - field: position_class unit: enum position_sizing_impact: diagnostic exit_impact: none golden_cases: [] retirement_condition: drawdown_limit_breach - factor_id: CASH_RATIOS_V1 formula_id: CASH_RATIOS_V1 hypothesis: Expert prior hypothesis for quant edge owner: quant_architect promotion_gate: draft required_data: - field: settlement_cash unit: KRW note: '사용자 지침: D+2 정산현금만이 현금이다.' - field: reserved_order_amount unit: KRW - field: planned_buy_amount unit: KRW - field: sell_cash_proceeds_d2 unit: KRW - field: total_asset unit: KRW position_sizing_impact: diagnostic exit_impact: none golden_cases: [] retirement_condition: drawdown_limit_breach - factor_id: PEG_SCORE_V1 formula_id: PEG_SCORE_V1 hypothesis: Expert prior hypothesis for quant edge owner: quant_architect promotion_gate: draft required_data: - field: forward_pe unit: ratio source: spec/12_field_dictionary.yaml:field_dictionary.forward_pe - field: eps_growth_3y_cagr_pct unit: percent source: '컨센서스 3개년 EPS CAGR (예: 30% → 30 입력)' - field: sector_median_forward_pe unit: ratio source: spec/12_field_dictionary.yaml:field_dictionary.sector_median_forward_pe position_sizing_impact: diagnostic exit_impact: none golden_cases: [] retirement_condition: drawdown_limit_breach - factor_id: TICK_NORMALIZER_V1 formula_id: TICK_NORMALIZER_V1 hypothesis: Expert prior hypothesis for quant edge owner: quant_architect promotion_gate: draft required_data: - field: raw_price unit: KRW_per_share position_sizing_impact: diagnostic exit_impact: none golden_cases: [] retirement_condition: drawdown_limit_breach - factor_id: PORTFOLIO_BAND_STATUS_V1 formula_id: PORTFOLIO_BAND_STATUS_V1 hypothesis: Expert prior hypothesis for quant edge owner: quant_architect promotion_gate: draft required_data: - field: current_weight_pct unit: percent - field: target_band_min_pct unit: percent - field: target_band_max_pct unit: percent position_sizing_impact: diagnostic exit_impact: none golden_cases: [] retirement_condition: drawdown_limit_breach - factor_id: FINANCIAL_HEALTH_SCORE_V1 formula_id: FINANCIAL_HEALTH_SCORE_V1 hypothesis: Expert prior hypothesis for quant edge owner: quant_architect promotion_gate: draft required_data: - field: roe_pct unit: percent optional: true - field: operating_margin_pct unit: percent optional: true - field: debt_to_equity unit: ratio optional: true - field: fcf_b unit: KRW_100M optional: true - field: sector_type unit: enum optional: true note: 금융업(financial) 여부 — D/E 스코어링 건너뜀 판단 position_sizing_impact: diagnostic exit_impact: none golden_cases: [] retirement_condition: drawdown_limit_breach - factor_id: PORTFOLIO_BETA_V1 formula_id: PORTFOLIO_BETA_V1 hypothesis: Expert prior hypothesis for quant edge owner: quant_architect promotion_gate: draft required_data: - field: beta_i source: data_feed.Beta for each holding i unit: ratio - field: market_value_i source: account_snapshot.holding_quantity × close_price unit: KRW - field: total_equity_value source: sum(market_value_i) unit: KRW position_sizing_impact: diagnostic exit_impact: none golden_cases: [] retirement_condition: drawdown_limit_breach - factor_id: RS_MOMENTUM_V1 formula_id: RS_MOMENTUM_V1 hypothesis: Expert prior hypothesis for quant edge owner: quant_architect promotion_gate: draft required_data: - field: close_price unit: KRW_per_share - field: ma20 unit: KRW_per_share - field: avg_trade_value_5d unit: KRW - field: avg_trade_value_20d unit: KRW - field: relative_strength_1m_percentile unit: percentile position_sizing_impact: diagnostic exit_impact: none golden_cases: [] retirement_condition: drawdown_limit_breach - factor_id: OVERSOLD_DELAY_V1 formula_id: OVERSOLD_DELAY_V1 hypothesis: Expert prior hypothesis for quant edge owner: quant_architect promotion_gate: draft required_data: - field: rsi_14 unit: points optional: true - field: current_price unit: KRW_per_share - field: cash_shortfall_krw unit: KRW position_sizing_impact: diagnostic exit_impact: none golden_cases: [] retirement_condition: drawdown_limit_breach - factor_id: DIVERGENCE_SCORE_V1 formula_id: DIVERGENCE_SCORE_V1 hypothesis: Expert prior hypothesis for quant edge owner: quant_architect promotion_gate: draft required_data: - field: close_price unit: KRW_per_share - field: ma20 unit: KRW_per_share - field: frg_5d_sh unit: shares - field: inst_5d_sh unit: shares - field: flow_credit unit: ratio_0_1 note: FLOW_CREDIT_V1 결과 - field: frg_20d_sh unit: shares optional: true note: 존재 시 추세 확인 가중치 상향 position_sizing_impact: diagnostic exit_impact: none golden_cases: [] retirement_condition: drawdown_limit_breach - factor_id: OVERHANG_PRESSURE_V1 formula_id: OVERHANG_PRESSURE_V1 hypothesis: Expert prior hypothesis for quant edge owner: quant_architect promotion_gate: draft required_data: - field: frg_5d_sh unit: shares - field: frg_20d_sh unit: shares optional: true - field: volume unit: shares - field: avg_volume_5d unit: shares - field: flow_credit unit: ratio_0_1 optional: true position_sizing_impact: diagnostic exit_impact: none golden_cases: [] retirement_condition: drawdown_limit_breach - factor_id: SECTOR_ROTATION_RADAR_V1 formula_id: SECTOR_ROTATION_RADAR_V1 hypothesis: Expert prior hypothesis for quant edge owner: quant_architect promotion_gate: draft required_data: - field: sector_smartmoney_5d unit: normalized_score source: sector_flow 탭 — 보유 종목 섹터 - field: sector_rank unit: integer optional: true note: 이전 주 대비 순위 변화 - field: sector_top2_names unit: list optional: true note: 자금 유입 상위 2개 섹터 position_sizing_impact: diagnostic exit_impact: none golden_cases: [] retirement_condition: drawdown_limit_breach - factor_id: MEAN_REVERSION_GATE_V1 formula_id: MEAN_REVERSION_GATE_V1 hypothesis: Expert prior hypothesis for quant edge owner: quant_architect promotion_gate: draft required_data: - field: close_price unit: KRW_per_share - field: ma20 unit: KRW_per_share position_sizing_impact: diagnostic exit_impact: none golden_cases: [] retirement_condition: drawdown_limit_breach - factor_id: FLOW_ACCELERATION_V1 formula_id: FLOW_ACCELERATION_V1 hypothesis: Expert prior hypothesis for quant edge owner: quant_architect promotion_gate: draft required_data: - field: frg_5d_sh unit: shares note: 외국인 5D 순매수 - field: frg_20d_sh unit: shares note: 외국인 20D 누적 순매수 - field: close_price unit: KRW_per_share - field: ma20 unit: KRW_per_share position_sizing_impact: diagnostic exit_impact: none golden_cases: [] retirement_condition: drawdown_limit_breach - factor_id: SEA_TIMING_V1 formula_id: SEA_TIMING_V1 hypothesis: Expert prior hypothesis for quant edge owner: quant_architect promotion_gate: draft required_data: - field: current_price unit: KRW_per_share - field: vwap unit: KRW_per_share optional: true note: 장중 거래량 가중 평균가 - field: rsi_15m unit: points optional: true note: 15분봉 RSI - field: volume_climax unit: boolean optional: true note: 단기 거래량 폭증 여부 position_sizing_impact: diagnostic exit_impact: none golden_cases: [] retirement_condition: drawdown_limit_breach - factor_id: ECP_RISK_SCALE_V1 formula_id: ECP_RISK_SCALE_V1 hypothesis: Expert prior hypothesis for quant edge owner: quant_architect promotion_gate: draft required_data: - field: total_asset unit: KRW - field: total_asset_ma10 unit: KRW note: 10일 자산 이동평균 position_sizing_impact: diagnostic exit_impact: none golden_cases: [] retirement_condition: drawdown_limit_breach - factor_id: RS_RATIO_V1 formula_id: RS_RATIO_V1 hypothesis: Expert prior hypothesis for quant edge owner: quant_architect promotion_gate: draft required_data: - field: stock_close_5d_return unit: ratio note: (close - close_5d_ago) / close_5d_ago - field: kospi_close_5d_return unit: ratio note: KOSPI 기준 동일 계산 position_sizing_impact: diagnostic exit_impact: none golden_cases: [] retirement_condition: drawdown_limit_breach - factor_id: BREAKOUT_QUALITY_GATE_V2 formula_id: BREAKOUT_QUALITY_GATE_V2 hypothesis: Expert prior hypothesis for quant edge owner: quant_architect promotion_gate: draft required_data: - field: close unit: KRW_per_share - field: ma20 unit: KRW_per_share - field: ret_3d unit: percent note: 3거래일 수익률 (%) - field: ret_1d unit: percent note: 전일 대비 수익률 (%) - field: disparity unit: percent note: (close/MA20 - 1) × 100 - field: rsi14 unit: points optional: true - field: volume unit: shares optional: true - field: avg_volume_5d unit: shares optional: true - field: timing_score_exit unit: points_0_100 optional: true - field: distribution_risk_score unit: points_0_100 optional: true - field: late_chase_risk_score unit: points_0_100 optional: true position_sizing_impact: diagnostic exit_impact: none golden_cases: [] retirement_condition: drawdown_limit_breach - factor_id: FOLLOW_THROUGH_DAY_CONFIRM_V1 formula_id: FOLLOW_THROUGH_DAY_CONFIRM_V1 hypothesis: Expert prior hypothesis for quant edge owner: quant_architect promotion_gate: draft required_data: - field: days_since_breakout unit: trading_days note: 0 = 돌파 당일. GAS 추적값 또는 data_feed 컬럼. - field: ret_since_breakout unit: pct note: 돌파일 종가 대비 현재 수익률 - field: vol_today unit: shares note: 당일 거래량 - field: vol_breakout_day unit: shares note: 돌파일 거래량 (backdata에서 참조) - field: close unit: KRW_per_share optional: true - field: ma20 unit: KRW_per_share optional: true position_sizing_impact: diagnostic exit_impact: none golden_cases: [] retirement_condition: drawdown_limit_breach - factor_id: EXECUTION_QUALITY_SCORE_V1 formula_id: EXECUTION_QUALITY_SCORE_V1 hypothesis: Expert prior hypothesis for quant edge owner: quant_architect promotion_gate: draft required_data: [] position_sizing_impact: diagnostic exit_impact: none golden_cases: [] retirement_condition: drawdown_limit_breach - factor_id: RS_VERDICT_V1 formula_id: RS_VERDICT_V1 hypothesis: Expert prior hypothesis for quant edge owner: quant_architect promotion_gate: draft required_data: - field: price.ret10D unit: pct note: 종목 10일 수익률 - field: globalKospiRet10D_ unit: pct note: KOSPI 10일 수익률 (preReads) - field: rw_partial unit: int_0_5 note: 상대약세 청산 신호 합계 - field: flow_credit unit: ratio_0_1 note: FLOW_CREDIT_V1 결과 position_sizing_impact: diagnostic exit_impact: none golden_cases: [] retirement_condition: drawdown_limit_breach - factor_id: COMPOSITE_VERDICT_V1 formula_id: COMPOSITE_VERDICT_V1 hypothesis: Expert prior hypothesis for quant edge owner: quant_architect promotion_gate: draft required_data: - field: ss001_grade unit: enum [A,B,C,D] - field: rs_verdict unit: enum [LEADER,MARKET,LAGGARD,BROKEN,UNKNOWN] position_sizing_impact: diagnostic exit_impact: none golden_cases: [] retirement_condition: drawdown_limit_breach - factor_id: REPLACEMENT_ALPHA_GATE_V1 formula_id: REPLACEMENT_ALPHA_GATE_V1 hypothesis: Expert prior hypothesis for quant edge owner: quant_architect promotion_gate: draft required_data: - field: rs_verdict unit: enum note: RS_VERDICT_V1 결과 - field: ss001_grade unit: enum [A,B,C,D] - field: excess_ret_10d unit: pct note: KOSPI 대비 초과 10D 수익률 - field: portfolioStats.coreAvgSS001 unit: points_0_100 optional: true note: 코어 종목 평균 SS001 정규화 점수 position_sizing_impact: diagnostic exit_impact: none golden_cases: [] retirement_condition: drawdown_limit_breach - factor_id: SATELLITE_FAILURE_GATE_V1 formula_id: SATELLITE_FAILURE_GATE_V1 hypothesis: Expert prior hypothesis for quant edge owner: quant_architect promotion_gate: draft required_data: - field: satellite_holdings[].composite_verdict unit: enum - field: satellite_holdings[].rs_verdict unit: enum - field: satellite_holdings[].ret20d unit: ratio optional: true - field: satellite_holdings[].excess_ret_10d unit: pct optional: true position_sizing_impact: diagnostic exit_impact: none golden_cases: [] retirement_condition: drawdown_limit_breach - factor_id: BENCHMARK_RELATIVE_TIMESERIES_V1 formula_id: BENCHMARK_RELATIVE_TIMESERIES_V1 hypothesis: Expert prior hypothesis for quant edge owner: quant_architect promotion_gate: draft required_data: - field: price.ret5D unit: pct - field: price.ret20D unit: pct - field: price.ret60D unit: pct - field: price.close unit: KRW_per_share - field: high52w unit: KRW_per_share optional: true - field: globalKospiRet5D_ unit: pct - field: globalKospiRet20D_ unit: pct - field: globalKospiRet60D_ unit: pct - field: globalKospiDrawdown_ unit: pct position_sizing_impact: diagnostic exit_impact: none golden_cases: [] retirement_condition: drawdown_limit_breach - factor_id: RS_VERDICT_V2 formula_id: RS_VERDICT_V2 hypothesis: Expert prior hypothesis for quant edge owner: quant_architect promotion_gate: draft required_data: - field: rs_verdict_v1_raw unit: enum - field: brt_verdict unit: enum [LEADER,MARKET,LAGGARD,BROKEN,UNKNOWN] position_sizing_impact: diagnostic exit_impact: none golden_cases: [] retirement_condition: drawdown_limit_breach - factor_id: SATELLITE_ALPHA_QUALITY_GATE_V1 formula_id: SATELLITE_ALPHA_QUALITY_GATE_V1 hypothesis: Expert prior hypothesis for quant edge owner: quant_architect promotion_gate: draft required_data: - field: position_class unit: enum [core,satellite] - field: ss001_grade unit: enum [A,B,C,D] - field: price.ret20D unit: pct - field: globalKospiRet20D_ unit: pct - field: recovery_ratio_20d unit: ratio - field: recovery_ratio_5d unit: ratio - field: excess_drawdown_pctp unit: pct_points - field: frg_5d_sh unit: shares - field: inst_5d_sh unit: shares - field: rs_verdict unit: enum position_sizing_impact: diagnostic exit_impact: none golden_cases: [] retirement_condition: drawdown_limit_breach - factor_id: CASH_CREATION_PURPOSE_LOCK_V1 formula_id: CASH_CREATION_PURPOSE_LOCK_V1 hypothesis: Expert prior hypothesis for quant edge owner: quant_architect promotion_gate: draft required_data: - field: composite_verdict unit: enum - field: rs_verdict unit: enum - field: brt_verdict unit: enum - field: excess_drawdown_pctp unit: pct_points optional: true - field: recovery_ratio_20d unit: ratio optional: true - field: sfg_v1 unit: enum optional: true position_sizing_impact: diagnostic exit_impact: none golden_cases: [] retirement_condition: drawdown_limit_breach - factor_id: SATELLITE_AGGREGATE_PNL_GATE_V1 formula_id: SATELLITE_AGGREGATE_PNL_GATE_V1 hypothesis: Expert prior hypothesis for quant edge owner: quant_architect promotion_gate: draft required_data: - field: position_class unit: enum [core,satellite] - field: profit_loss unit: KRW position_sizing_impact: diagnostic exit_impact: none golden_cases: [] retirement_condition: drawdown_limit_breach - factor_id: ALPHA_EVALUATION_WINDOW_V1 formula_id: ALPHA_EVALUATION_WINDOW_V1 hypothesis: Expert prior hypothesis for quant edge owner: quant_architect promotion_gate: draft required_data: - field: entry_date unit: date - field: position_class unit: enum [core,satellite] - field: t20_return_pct unit: pct optional: true - field: t60_return_pct unit: pct optional: true - field: benchmark_core_return_pct unit: pct optional: true position_sizing_impact: diagnostic exit_impact: none golden_cases: [] retirement_condition: drawdown_limit_breach - factor_id: HARNESS_DATA_FRESHNESS_GATE_V1 formula_id: HARNESS_DATA_FRESHNESS_GATE_V1 hypothesis: Expert prior hypothesis for quant edge owner: quant_architect promotion_gate: draft required_data: - field: metadata.generated_at unit: datetime - field: metadata.market_date unit: date - field: today_date unit: date position_sizing_impact: diagnostic exit_impact: none golden_cases: [] retirement_condition: drawdown_limit_breach - factor_id: SATELLITE_LIFECYCLE_GATE_V1 formula_id: SATELLITE_LIFECYCLE_GATE_V1 hypothesis: Expert prior hypothesis for quant edge owner: quant_architect promotion_gate: draft required_data: - field: ticker unit: string - field: composite_verdict unit: enum - field: brt_verdict unit: enum - field: excess_drawdown_pctp unit: pct_points - field: entry_date unit: date - field: alpha_evaluation_window_json unit: array optional: true position_sizing_impact: diagnostic exit_impact: none golden_cases: [] retirement_condition: drawdown_limit_breach - factor_id: CLA_REGIME_EXIT_CONDITION_V1 formula_id: CLA_REGIME_EXIT_CONDITION_V1 hypothesis: Expert prior hypothesis for quant edge owner: quant_architect promotion_gate: draft required_data: - field: ticker unit: string - field: rs_verdict unit: enum - field: brt_verdict unit: enum - field: frg_5d_sh unit: shares - field: volume unit: shares - field: avg_volume_5d unit: shares - field: market_regime unit: string position_sizing_impact: diagnostic exit_impact: none golden_cases: [] retirement_condition: drawdown_limit_breach - factor_id: PORTFOLIO_CORRELATION_GATE_V1 formula_id: PORTFOLIO_CORRELATION_GATE_V1 hypothesis: Expert prior hypothesis for quant edge owner: quant_architect promotion_gate: draft required_data: - field: ticker - field: price.ret20D - field: beta_proxy - field: weight_pct position_sizing_impact: diagnostic exit_impact: none golden_cases: [] retirement_condition: drawdown_limit_breach - factor_id: ALPHA_FEEDBACK_LOOP_V1 formula_id: ALPHA_FEEDBACK_LOOP_V1 hypothesis: Expert prior hypothesis for quant edge owner: quant_architect promotion_gate: draft required_data: - field: alpha_evaluation_window_json unit: array - field: saqg_v1 unit: enum - field: brt_verdict unit: enum - field: market_regime unit: string position_sizing_impact: diagnostic exit_impact: none golden_cases: [] retirement_condition: drawdown_limit_breach - factor_id: SELL_PRICE_SANITY_V1 formula_id: SELL_PRICE_SANITY_V1 hypothesis: Expert prior hypothesis for quant edge owner: quant_architect promotion_gate: draft required_data: - field: sell_limit_price unit: KRW_per_share - field: stop_loss_price unit: KRW_per_share - field: current_price unit: KRW_per_share - field: tick_unit unit: KRW_per_share note: TICK_NORMALIZER_V1 산출값 position_sizing_impact: diagnostic exit_impact: none golden_cases: [] retirement_condition: drawdown_limit_breach - factor_id: CASH_RECOVERY_OPTIMIZER_V1 formula_id: CASH_RECOVERY_OPTIMIZER_V1 hypothesis: Expert prior hypothesis for quant edge owner: quant_architect promotion_gate: draft required_data: - field: cash_shortfall_target_krw unit: KRW note: G1 CASH_SHORTFALL_V1 확정값 - field: cash_shortfall_min_krw unit: KRW note: G1 확정값 - field: sell_candidates_json unit: list note: H2 regime_rank 순서 - field: immediate_sell_qty unit: shares note: K2 산출값 또는 holding_qty - field: sell_limit_price unit: KRW_per_share - field: holding_qty unit: shares position_sizing_impact: diagnostic exit_impact: none golden_cases: [] retirement_condition: drawdown_limit_breach - factor_id: INTRADAY_ACTION_MATRIX_V1 formula_id: INTRADAY_ACTION_MATRIX_V1 hypothesis: Expert prior hypothesis for quant edge owner: quant_architect promotion_gate: draft required_data: - field: capture_time unit: HH:MM note: account_snapshot에서 자동 추출 - field: market_date unit: date position_sizing_impact: diagnostic exit_impact: none golden_cases: [] retirement_condition: drawdown_limit_breach - factor_id: ANTI_CHASING_VELOCITY_V1 formula_id: ANTI_CHASING_VELOCITY_V1 hypothesis: Expert prior hypothesis for quant edge owner: quant_architect promotion_gate: draft required_data: - field: close unit: KRW_per_share - field: close_1d_ago unit: KRW_per_share - field: close_5d_ago unit: KRW_per_share - field: market_regime unit: enum position_sizing_impact: diagnostic exit_impact: none golden_cases: [] retirement_condition: drawdown_limit_breach - factor_id: PULLBACK_ENTRY_TRIGGER_V1 formula_id: PULLBACK_ENTRY_TRIGGER_V1 hypothesis: Expert prior hypothesis for quant edge owner: quant_architect promotion_gate: draft required_data: - field: velocity_1d unit: percent - field: close unit: KRW_per_share - field: ma20 unit: KRW_per_share - field: volume unit: shares - field: avg_volume_5d unit: shares - field: alpha_lead_score unit: score_0_100 - field: anti_chasing_status unit: enum position_sizing_impact: diagnostic exit_impact: none golden_cases: [] retirement_condition: drawdown_limit_breach - factor_id: DISTRIBUTION_SELL_DETECTOR_V1 formula_id: DISTRIBUTION_SELL_DETECTOR_V1 hypothesis: Expert prior hypothesis for quant edge owner: quant_architect promotion_gate: draft required_data: - field: close unit: KRW_per_share - field: high52w unit: KRW_per_share optional: true - field: avg_volume_5d unit: shares - field: volume unit: shares - field: ret5d unit: percent - field: flow_credit unit: ratio_0_1 - field: frg_5d_sh unit: shares - field: inst_5d_sh unit: shares - field: rsi14 unit: score_0_100 optional: true - field: obv_slope_20d unit: float optional: true position_sizing_impact: diagnostic exit_impact: none golden_cases: [] retirement_condition: drawdown_limit_breach - factor_id: SELL_WATERFALL_ENGINE_V1 formula_id: SELL_WATERFALL_ENGINE_V1 hypothesis: Expert prior hypothesis for quant edge owner: quant_architect promotion_gate: draft required_data: - field: cash_recovery_plan_json unit: json note: CASH_RECOVERY_OPTIMIZER_V1 산출 - field: emergency_full_sell unit: boolean note: K2 산출값 - field: oversold_gate unit: enum note: K2 oversold 판정 - field: rsi14 unit: score - field: close unit: KRW_per_share - field: prev_close unit: KRW_per_share - field: atr20 unit: KRW_per_share position_sizing_impact: diagnostic exit_impact: none golden_cases: [] retirement_condition: drawdown_limit_breach - factor_id: SELL_EXECUTION_TIMING_V1 formula_id: SELL_EXECUTION_TIMING_V1 hypothesis: Expert prior hypothesis for quant edge owner: quant_architect promotion_gate: draft required_data: - field: gap_down_pct unit: percent note: (yesterday_close - today_open) / yesterday_close * 100 - field: intraday_drop unit: percent note: (today_open - current_price) / today_open * 100 - field: rsi14 unit: score - field: intraday_change unit: percent - field: time_slot_label unit: enum note: INTRADAY_ACTION_MATRIX_V1 출력 position_sizing_impact: diagnostic exit_impact: none golden_cases: [] retirement_condition: drawdown_limit_breach - factor_id: DETERMINISTIC_ROUTING_ENGINE_V1 formula_id: DETERMINISTIC_ROUTING_ENGINE_V1 hypothesis: Expert prior hypothesis for quant edge owner: quant_architect promotion_gate: draft required_data: - field: harness_context unit: json note: 전체 하네스 컨텍스트 — 모든 STAGE 결과 포함 position_sizing_impact: diagnostic exit_impact: none golden_cases: [] retirement_condition: drawdown_limit_breach - factor_id: LLM_SERVING_CONSTRAINT_V1 formula_id: LLM_SERVING_CONSTRAINT_V1 hypothesis: Expert prior hypothesis for quant edge owner: quant_architect promotion_gate: draft required_data: - field: harness_context unit: json note: LLM 보고서 생성 전 전체 컨텍스트 검사 position_sizing_impact: diagnostic exit_impact: none golden_cases: [] retirement_condition: drawdown_limit_breach - factor_id: PROFIT_RATCHET_TIERED_V2 formula_id: PROFIT_RATCHET_TIERED_V2 hypothesis: Expert prior hypothesis for quant edge owner: quant_architect promotion_gate: draft required_data: - field: profit_pct unit: percent - field: profit_lock_stage unit: enum note: PROFIT_LOCK_STAGE_CLASSIFIER_V1 산출 - field: highest_close unit: KRW_per_share - field: atr20 unit: KRW_per_share - field: average_cost unit: KRW_per_share - field: quantity unit: shares - field: secular_leader_gate_active unit: boolean optional: true position_sizing_impact: diagnostic exit_impact: none golden_cases: [] retirement_condition: drawdown_limit_breach - factor_id: SELL_VALUE_PRESERVATION_TIERED_V2 formula_id: SELL_VALUE_PRESERVATION_TIERED_V2 hypothesis: Expert prior hypothesis for quant edge owner: quant_architect promotion_gate: draft required_data: - field: emergency_full_sell unit: boolean - field: oversold_gate unit: enum - field: rsi14 unit: score - field: profit_lock_stage unit: enum - field: velocity_5d unit: percent - field: h2_priority_rank unit: int - field: rs_verdict unit: enum - field: cash_shortfall_min_krw unit: KRW - field: waterfall_plan_json unit: json position_sizing_impact: diagnostic exit_impact: none golden_cases: [] retirement_condition: drawdown_limit_breach - factor_id: TRADE_QUALITY_SCORER_V1 formula_id: TRADE_QUALITY_SCORER_V1 hypothesis: Expert prior hypothesis for quant edge owner: quant_architect promotion_gate: draft required_data: - field: velocity_1d_at_entry unit: percent note: buy quality — 진입 당일 속도 - field: entry_price unit: KRW_per_share note: buy quality - field: ma20_at_entry unit: KRW_per_share note: buy quality - field: volume_ratio_at_entry unit: ratio note: buy quality - field: t5_return_pct unit: percent optional: true note: buy quality T+5 - field: t20_vs_core_pctp unit: percent optional: true note: buy quality T+20 alpha - field: sell_price unit: KRW_per_share note: sell quality - field: ma20_at_sell unit: KRW_per_share note: sell quality - field: average_cost unit: KRW_per_share note: sell quality — 평단 - field: price_t5_after_sell unit: KRW_per_share optional: true note: sell quality T+5 사후 - field: cash_recovered_krw unit: KRW note: sell quality — 실제 회수액 - field: cash_shortfall_min_krw unit: KRW note: sell quality — 목표 현금 부족분 position_sizing_impact: diagnostic exit_impact: none golden_cases: [] retirement_condition: drawdown_limit_breach - factor_id: PATTERN_BLACKLIST_AUTO_V1 formula_id: PATTERN_BLACKLIST_AUTO_V1 hypothesis: Expert prior hypothesis for quant edge owner: quant_architect promotion_gate: draft required_data: - field: trade_quality_json unit: array - field: monthly_history unit: array position_sizing_impact: diagnostic exit_impact: none golden_cases: [] retirement_condition: drawdown_limit_breach - factor_id: FUNDAMENTAL_QUALITY_GATE_V1 formula_id: FUNDAMENTAL_QUALITY_GATE_V1 hypothesis: Expert prior hypothesis for quant edge owner: quant_architect promotion_gate: draft required_data: - field: roe_pct unit: percent optional: true - field: op_income_growth_pct unit: percent optional: true - field: debt_ratio_pct unit: percent optional: true - field: operating_cf_krw unit: KRW optional: true - field: pe_ttm unit: ratio optional: true position_sizing_impact: diagnostic exit_impact: none golden_cases: [] retirement_condition: drawdown_limit_breach - factor_id: HORIZON_ALLOCATION_LOCK_V1 formula_id: HORIZON_ALLOCATION_LOCK_V1 hypothesis: Expert prior hypothesis for quant edge owner: quant_architect promotion_gate: draft required_data: - field: invest_horizon unit: enum optional: true - field: market_value_krw unit: KRW optional: true - field: total_asset_krw unit: KRW position_sizing_impact: diagnostic exit_impact: none golden_cases: [] retirement_condition: drawdown_limit_breach - factor_id: SMART_MONEY_LIQUIDITY_GATE_V1 formula_id: SMART_MONEY_LIQUIDITY_GATE_V1 hypothesis: Expert prior hypothesis for quant edge owner: quant_architect promotion_gate: draft required_data: [] position_sizing_impact: diagnostic exit_impact: none golden_cases: [] retirement_condition: drawdown_limit_breach - factor_id: ROUTING_SERVING_DECISION_TRACE_V2 formula_id: ROUTING_SERVING_DECISION_TRACE_V2 hypothesis: Expert prior hypothesis for quant edge owner: quant_architect promotion_gate: draft required_data: - field: routing_trace_json unit: json - field: export_gate_json unit: json position_sizing_impact: diagnostic exit_impact: none golden_cases: [] retirement_condition: drawdown_limit_breach - factor_id: FUNDAMENTAL_MULTI_FACTOR_SCORE_V2 formula_id: FUNDAMENTAL_MULTI_FACTOR_SCORE_V2 hypothesis: Expert prior hypothesis for quant edge owner: quant_architect promotion_gate: draft required_data: - field: roe_pct unit: percent optional: true - field: opm_pct unit: percent optional: true - field: revenue_growth_pct unit: percent optional: true - field: op_income_growth_pct unit: percent optional: true - field: market_share_proxy_pct unit: percent optional: true - field: operating_cf_krw unit: KRW optional: true - field: free_cf_krw unit: KRW optional: true - field: debt_ratio_pct unit: percent optional: true position_sizing_impact: diagnostic exit_impact: none golden_cases: [] retirement_condition: drawdown_limit_breach - factor_id: EARNINGS_GROWTH_QUALITY_GATE_V1 formula_id: EARNINGS_GROWTH_QUALITY_GATE_V1 hypothesis: Expert prior hypothesis for quant edge owner: quant_architect promotion_gate: draft required_data: - field: eps_growth_qoq_pct unit: percent optional: true - field: eps_growth_yoy_pct unit: percent optional: true position_sizing_impact: diagnostic exit_impact: none golden_cases: [] retirement_condition: drawdown_limit_breach - factor_id: MARKET_SHARE_MOMENTUM_PROXY_V1 formula_id: MARKET_SHARE_MOMENTUM_PROXY_V1 hypothesis: Expert prior hypothesis for quant edge owner: quant_architect promotion_gate: draft required_data: - field: revenue_growth_pct unit: percent optional: true - field: alpha_lead_score unit: score optional: true position_sizing_impact: diagnostic exit_impact: none golden_cases: [] retirement_condition: drawdown_limit_breach - factor_id: CASHFLOW_STABILITY_GATE_V1 formula_id: CASHFLOW_STABILITY_GATE_V1 hypothesis: Expert prior hypothesis for quant edge owner: quant_architect promotion_gate: draft required_data: - field: operating_cf_krw unit: KRW optional: true - field: free_cf_krw unit: KRW optional: true - field: accrual_ratio_pct unit: percent optional: true position_sizing_impact: diagnostic exit_impact: none golden_cases: [] retirement_condition: drawdown_limit_breach - factor_id: ROUTING_DECISION_EXPLAIN_LOCK_V1 formula_id: ROUTING_DECISION_EXPLAIN_LOCK_V1 hypothesis: Expert prior hypothesis for quant edge owner: quant_architect promotion_gate: draft required_data: - field: export_gate_json unit: json position_sizing_impact: diagnostic exit_impact: none golden_cases: [] retirement_condition: drawdown_limit_breach - factor_id: BLANK_CELL_AUDIT_V1 formula_id: BLANK_CELL_AUDIT_V1 hypothesis: Expert prior hypothesis for quant edge owner: quant_architect promotion_gate: draft required_data: - field: operational_report_json unit: json position_sizing_impact: diagnostic exit_impact: none golden_cases: [] retirement_condition: drawdown_limit_breach - factor_id: VALUE_PRESERVATION_SCORER_V1 formula_id: VALUE_PRESERVATION_SCORER_V1 hypothesis: Expert prior hypothesis for quant edge owner: quant_architect promotion_gate: draft required_data: - field: Close unit: KRW_per_share - field: MA20 unit: KRW_per_share - field: MA60 unit: KRW_per_share - field: ATR20 unit: KRW_per_share - field: RSI14 unit: percent - field: BB_Position unit: 0to1_scale - field: Frg_5D unit: KRW - field: Inst_5D unit: KRW - field: AvgTradeValue_5D_M unit: KRW_hundred_million - field: AvgTradeValue_20D_M unit: KRW_hundred_million - field: Recovery_Ratio_5D unit: ratio - field: Stock_Drawdown_From_High_Pct unit: percent position_sizing_impact: diagnostic exit_impact: none golden_cases: [] retirement_condition: drawdown_limit_breach - factor_id: SMART_CASH_RECOVERY_V3 formula_id: SMART_CASH_RECOVERY_V3 hypothesis: Expert prior hypothesis for quant edge owner: quant_architect promotion_gate: draft required_data: - field: value_preservation_scorer_v1_json unit: json - field: scrs_v2_json unit: json - field: market_regime_state unit: label - field: macro_risk_regime unit: label - field: ATR20 unit: KRW_per_share - field: AvgTradeValue_5D_M unit: KRW_hundred_million - field: Spread_Pct unit: percent position_sizing_impact: diagnostic exit_impact: none golden_cases: [] retirement_condition: drawdown_limit_breach - factor_id: RATCHET_TRAILING_GENERAL_V1 formula_id: RATCHET_TRAILING_GENERAL_V1 hypothesis: Expert prior hypothesis for quant edge owner: quant_architect promotion_gate: draft required_data: - field: Profit_Pct unit: percent - field: Close unit: KRW_per_share - field: ATR20 unit: KRW_per_share - field: High52W unit: KRW_per_share - field: Stop_Price_Est unit: KRW_per_share - field: Account_Avg_Cost unit: KRW_per_share position_sizing_impact: diagnostic exit_impact: none golden_cases: [] retirement_condition: drawdown_limit_breach - factor_id: EJCE_VIEW_RENDERER_V1 formula_id: EJCE_VIEW_RENDERER_V1 hypothesis: Expert prior hypothesis for quant edge owner: quant_architect promotion_gate: draft required_data: - field: ejce_json unit: json - field: alpha_lead_json unit: json - field: breakout_quality_gate_json unit: json - field: anti_chasing_velocity_json unit: json - field: heat_concentration_json unit: json - field: portfolio_alpha_confidence unit: score position_sizing_impact: diagnostic exit_impact: none golden_cases: [] retirement_condition: drawdown_limit_breach - factor_id: ROUTING_EXECUTION_LOG_TABLE_V1 formula_id: ROUTING_EXECUTION_LOG_TABLE_V1 hypothesis: Expert prior hypothesis for quant edge owner: quant_architect promotion_gate: draft required_data: - field: routing_execution_log unit: json - field: _harness_context unit: json position_sizing_impact: diagnostic exit_impact: none golden_cases: [] retirement_condition: drawdown_limit_breach - factor_id: FUNDAMENTAL_RAW_INGEST_V1 formula_id: FUNDAMENTAL_RAW_INGEST_V1 hypothesis: Expert prior hypothesis for quant edge owner: quant_architect promotion_gate: draft required_data: [] position_sizing_impact: diagnostic exit_impact: none golden_cases: [] retirement_condition: drawdown_limit_breach - factor_id: FUNDAMENTAL_MULTIFACTOR_V3 formula_id: FUNDAMENTAL_MULTIFACTOR_V3 hypothesis: Expert prior hypothesis for quant edge owner: quant_architect promotion_gate: draft required_data: [] position_sizing_impact: diagnostic exit_impact: none golden_cases: [] retirement_condition: drawdown_limit_breach - factor_id: HORIZON_CLASSIFICATION_V1 formula_id: HORIZON_CLASSIFICATION_V1 hypothesis: Expert prior hypothesis for quant edge owner: quant_architect promotion_gate: draft required_data: [] position_sizing_impact: diagnostic exit_impact: none golden_cases: [] retirement_condition: drawdown_limit_breach - factor_id: SMART_MONEY_FLOW_SIGNAL_V2 formula_id: SMART_MONEY_FLOW_SIGNAL_V2 hypothesis: Expert prior hypothesis for quant edge owner: quant_architect promotion_gate: draft required_data: [] position_sizing_impact: diagnostic exit_impact: none golden_cases: [] retirement_condition: drawdown_limit_breach - factor_id: LIQUIDITY_FLOW_SIGNAL_V1 formula_id: LIQUIDITY_FLOW_SIGNAL_V1 hypothesis: Expert prior hypothesis for quant edge owner: quant_architect promotion_gate: draft required_data: [] position_sizing_impact: diagnostic exit_impact: none golden_cases: [] retirement_condition: drawdown_limit_breach - factor_id: PORTFOLIO_ALPHA_CONFIDENCE_PER_TICKER_V1 formula_id: PORTFOLIO_ALPHA_CONFIDENCE_PER_TICKER_V1 hypothesis: Expert prior hypothesis for quant edge owner: quant_architect promotion_gate: draft required_data: [] position_sizing_impact: diagnostic exit_impact: none golden_cases: [] retirement_condition: drawdown_limit_breach - factor_id: EARNINGS_QUALITY_SIGNAL_V1 formula_id: EARNINGS_QUALITY_SIGNAL_V1 hypothesis: Expert prior hypothesis for quant edge owner: quant_architect promotion_gate: draft required_data: [] position_sizing_impact: diagnostic exit_impact: none golden_cases: [] retirement_condition: drawdown_limit_breach - factor_id: GROWTH_RATE_SIGNAL_V1 formula_id: GROWTH_RATE_SIGNAL_V1 hypothesis: Expert prior hypothesis for quant edge owner: quant_architect promotion_gate: draft required_data: [] position_sizing_impact: diagnostic exit_impact: none golden_cases: [] retirement_condition: drawdown_limit_breach - factor_id: CASHFLOW_QUALITY_SIGNAL_V1 formula_id: CASHFLOW_QUALITY_SIGNAL_V1 hypothesis: Expert prior hypothesis for quant edge owner: quant_architect promotion_gate: draft required_data: [] position_sizing_impact: diagnostic exit_impact: none golden_cases: [] retirement_condition: drawdown_limit_breach - factor_id: MARKET_SHARE_SIGNAL_V2 formula_id: MARKET_SHARE_SIGNAL_V2 hypothesis: Expert prior hypothesis for quant edge owner: quant_architect promotion_gate: draft required_data: [] position_sizing_impact: diagnostic exit_impact: none golden_cases: [] retirement_condition: drawdown_limit_breach - factor_id: TRADE_QUALITY_FROM_T5_V1 formula_id: TRADE_QUALITY_FROM_T5_V1 hypothesis: Expert prior hypothesis for quant edge owner: quant_architect promotion_gate: draft required_data: [] position_sizing_impact: diagnostic exit_impact: none golden_cases: [] retirement_condition: drawdown_limit_breach - factor_id: PREDICTION_ACCURACY_HARNESS_V2 formula_id: PREDICTION_ACCURACY_HARNESS_V2 hypothesis: Expert prior hypothesis for quant edge owner: quant_architect promotion_gate: draft required_data: [] position_sizing_impact: diagnostic exit_impact: none golden_cases: [] retirement_condition: drawdown_limit_breach - factor_id: MACRO_EVENT_TICKER_IMPACT_V1 formula_id: MACRO_EVENT_TICKER_IMPACT_V1 hypothesis: Expert prior hypothesis for quant edge owner: quant_architect promotion_gate: draft required_data: [] position_sizing_impact: diagnostic exit_impact: none golden_cases: [] retirement_condition: drawdown_limit_breach - factor_id: SELL_WATERFALL_ENGINE_V2 formula_id: SELL_WATERFALL_ENGINE_V2 hypothesis: Expert prior hypothesis for quant edge owner: quant_architect promotion_gate: draft required_data: [] position_sizing_impact: diagnostic exit_impact: none golden_cases: [] retirement_condition: drawdown_limit_breach - factor_id: EXECUTION_METHOD_LADDER_V1 formula_id: EXECUTION_METHOD_LADDER_V1 hypothesis: Expert prior hypothesis for quant edge owner: quant_architect promotion_gate: draft required_data: - field: sell_timing_verdict unit: enum - field: sell_waterfall_gate unit: enum - field: smart_cash_recovery_gate unit: enum position_sizing_impact: diagnostic exit_impact: none golden_cases: [] retirement_condition: drawdown_limit_breach - factor_id: LLM_NARRATIVE_TEMPLATE_LOCK_V1 formula_id: LLM_NARRATIVE_TEMPLATE_LOCK_V1 hypothesis: Expert prior hypothesis for quant edge owner: quant_architect promotion_gate: draft required_data: [] position_sizing_impact: diagnostic exit_impact: none golden_cases: [] retirement_condition: drawdown_limit_breach - factor_id: EJCE_DIVERGENCE_AUDIT_V1 formula_id: EJCE_DIVERGENCE_AUDIT_V1 hypothesis: Expert prior hypothesis for quant edge owner: quant_architect promotion_gate: draft required_data: [] position_sizing_impact: diagnostic exit_impact: none golden_cases: [] retirement_condition: drawdown_limit_breach - factor_id: PREDICTIVE_ALPHA_REPORT_LOCK_V2 formula_id: PREDICTIVE_ALPHA_REPORT_LOCK_V2 hypothesis: Expert prior hypothesis for quant edge owner: quant_architect promotion_gate: draft required_data: [] position_sizing_impact: diagnostic exit_impact: none golden_cases: [] retirement_condition: drawdown_limit_breach - factor_id: FINAL_JUDGMENT_GATE_V1 formula_id: FINAL_JUDGMENT_GATE_V1 hypothesis: Expert prior hypothesis for quant edge owner: quant_architect promotion_gate: draft required_data: [] position_sizing_impact: diagnostic exit_impact: none golden_cases: [] retirement_condition: drawdown_limit_breach - factor_id: VERDICT_CONSISTENCY_LOCK_V1 formula_id: VERDICT_CONSISTENCY_LOCK_V1 hypothesis: Expert prior hypothesis for quant edge owner: quant_architect promotion_gate: draft required_data: [] position_sizing_impact: diagnostic exit_impact: none golden_cases: [] retirement_condition: drawdown_limit_breach - factor_id: INVESTMENT_QUALITY_HEADLINE_V1 formula_id: INVESTMENT_QUALITY_HEADLINE_V1 hypothesis: Expert prior hypothesis for quant edge owner: quant_architect promotion_gate: draft required_data: [] position_sizing_impact: diagnostic exit_impact: none golden_cases: [] retirement_condition: drawdown_limit_breach - factor_id: CANONICAL_METRICS_V1 formula_id: CANONICAL_METRICS_V1 hypothesis: Expert prior hypothesis for quant edge owner: quant_architect promotion_gate: draft required_data: [] position_sizing_impact: diagnostic exit_impact: none golden_cases: [] retirement_condition: drawdown_limit_breach - factor_id: CROSS_SECTION_CONSISTENCY_V1 formula_id: CROSS_SECTION_CONSISTENCY_V1 hypothesis: Expert prior hypothesis for quant edge owner: quant_architect promotion_gate: draft required_data: [] position_sizing_impact: diagnostic exit_impact: none golden_cases: [] retirement_condition: drawdown_limit_breach - factor_id: VELOCITY_V1 formula_id: VELOCITY_V1 hypothesis: Expert prior hypothesis for quant edge owner: quant_architect promotion_gate: draft required_data: - field: close_price unit: KRW_per_share - field: previous_close_price unit: KRW_per_share - field: ret5d unit: percent position_sizing_impact: diagnostic exit_impact: none golden_cases: [] retirement_condition: drawdown_limit_breach - factor_id: PROFIT_LOCK_STAGE_V1 formula_id: PROFIT_LOCK_STAGE_V1 hypothesis: Expert prior hypothesis for quant edge owner: quant_architect promotion_gate: draft required_data: - field: profit_pct unit: percent position_sizing_impact: diagnostic exit_impact: none golden_cases: [] retirement_condition: drawdown_limit_breach - factor_id: ANTI_LATE_ENTRY_GATE_V2 formula_id: ANTI_LATE_ENTRY_GATE_V2 hypothesis: Expert prior hypothesis for quant edge owner: quant_architect promotion_gate: draft required_data: [] position_sizing_impact: diagnostic exit_impact: none golden_cases: [] retirement_condition: drawdown_limit_breach - factor_id: DYNAMIC_HEAT_GATE_V1 formula_id: DYNAMIC_HEAT_GATE_V1 hypothesis: Expert prior hypothesis for quant edge owner: quant_architect promotion_gate: draft required_data: - field: market_regime unit: enum - field: total_heat_pct unit: pct position_sizing_impact: diagnostic exit_impact: none golden_cases: [] retirement_condition: drawdown_limit_breach - factor_id: POSITION_SIZE_REGIME_SCALE_V1 formula_id: POSITION_SIZE_REGIME_SCALE_V1 hypothesis: Expert prior hypothesis for quant edge owner: quant_architect promotion_gate: draft required_data: - field: market_regime unit: enum position_sizing_impact: diagnostic exit_impact: none golden_cases: [] retirement_condition: drawdown_limit_breach - factor_id: REGIME_CASH_UPLIFT_V1 formula_id: REGIME_CASH_UPLIFT_V1 hypothesis: Expert prior hypothesis for quant edge owner: quant_architect promotion_gate: draft required_data: - field: market_regime unit: enum - field: market_risk_score unit: score_0_10 position_sizing_impact: diagnostic exit_impact: none golden_cases: [] retirement_condition: drawdown_limit_breach - factor_id: DRAWDOWN_GUARD_V1 formula_id: DRAWDOWN_GUARD_V1 hypothesis: Expert prior hypothesis for quant edge owner: quant_architect promotion_gate: draft required_data: - field: win_loss_streak_state unit: enum - field: win_loss_streak_buy_scale unit: multiplier position_sizing_impact: diagnostic exit_impact: none golden_cases: [] retirement_condition: drawdown_limit_breach - factor_id: POSITION_COUNT_LIMIT_V1 formula_id: POSITION_COUNT_LIMIT_V1 hypothesis: Expert prior hypothesis for quant edge owner: quant_architect promotion_gate: draft required_data: - field: position_count unit: integer - field: market_regime unit: enum position_sizing_impact: diagnostic exit_impact: none golden_cases: [] retirement_condition: drawdown_limit_breach - factor_id: CASH_FLOOR_V1 formula_id: CASH_FLOOR_V1 hypothesis: Expert prior hypothesis for quant edge owner: quant_architect promotion_gate: draft required_data: - field: total_asset unit: KRW - field: settlement_cash_d2_krw unit: KRW - field: market_risk_score unit: score_0_10 position_sizing_impact: diagnostic exit_impact: none golden_cases: [] retirement_condition: drawdown_limit_breach - factor_id: SEMICONDUCTOR_CLUSTER_GATE_V1 formula_id: SEMICONDUCTOR_CLUSTER_GATE_V1 hypothesis: Expert prior hypothesis for quant edge owner: quant_architect promotion_gate: draft required_data: - field: semiconductor_cluster_json unit: json - field: market_regime unit: enum position_sizing_impact: diagnostic exit_impact: none golden_cases: [] retirement_condition: drawdown_limit_breach - factor_id: SINGLE_POSITION_WEIGHT_CAP_V1 formula_id: SINGLE_POSITION_WEIGHT_CAP_V1 hypothesis: Expert prior hypothesis for quant edge owner: quant_architect promotion_gate: draft required_data: - field: single_position_weight_json unit: json - field: market_regime unit: enum position_sizing_impact: diagnostic exit_impact: none golden_cases: [] retirement_condition: drawdown_limit_breach - factor_id: REGIME_TRIM_GUIDANCE_V1 formula_id: REGIME_TRIM_GUIDANCE_V1 hypothesis: Expert prior hypothesis for quant edge owner: quant_architect promotion_gate: draft required_data: - field: regime_adjusted_sell_priority_json unit: json - field: market_regime unit: enum position_sizing_impact: diagnostic exit_impact: none golden_cases: [] retirement_condition: drawdown_limit_breach - factor_id: HEAT_CONCENTRATION_ALERT_V1 formula_id: HEAT_CONCENTRATION_ALERT_V1 hypothesis: Expert prior hypothesis for quant edge owner: quant_architect promotion_gate: draft required_data: - field: heat_share_pct unit: pct position_sizing_impact: diagnostic exit_impact: none golden_cases: [] retirement_condition: drawdown_limit_breach - factor_id: SECTOR_CONCENTRATION_LIMIT_V1 formula_id: SECTOR_CONCENTRATION_LIMIT_V1 hypothesis: Expert prior hypothesis for quant edge owner: quant_architect promotion_gate: draft required_data: - field: sector_concentration_json unit: json - field: market_regime unit: enum position_sizing_impact: diagnostic exit_impact: none golden_cases: [] retirement_condition: drawdown_limit_breach - factor_id: PORTFOLIO_DRAWDOWN_GATE_V1 formula_id: PORTFOLIO_DRAWDOWN_GATE_V1 hypothesis: Expert prior hypothesis for quant edge owner: quant_architect promotion_gate: draft required_data: - field: portfolio_peak_krw unit: KRW - field: total_asset_krw unit: KRW position_sizing_impact: diagnostic exit_impact: none golden_cases: [] retirement_condition: drawdown_limit_breach - factor_id: K2_STAGED_REBOUND_SELL_V1 formula_id: K2_STAGED_REBOUND_SELL_V1 hypothesis: Expert prior hypothesis for quant edge owner: quant_architect promotion_gate: draft required_data: - field: base_sell_qty unit: shares - field: previous_close_price unit: KRW_per_share - field: atr20 unit: KRW_per_share position_sizing_impact: diagnostic exit_impact: none golden_cases: [] retirement_condition: drawdown_limit_breach - factor_id: STOP_BREACH_ALERT_V1 formula_id: STOP_BREACH_ALERT_V1 hypothesis: Expert prior hypothesis for quant edge owner: quant_architect promotion_gate: draft required_data: - field: close_price unit: KRW_per_share - field: stop_price unit: KRW_per_share position_sizing_impact: diagnostic exit_impact: none golden_cases: [] retirement_condition: drawdown_limit_breach - factor_id: SECTOR_ROTATION_MOMENTUM_V1 formula_id: SECTOR_ROTATION_MOMENTUM_V1 hypothesis: Expert prior hypothesis for quant edge owner: quant_architect promotion_gate: draft required_data: - field: sector unit: string - field: momentum_state unit: enum position_sizing_impact: diagnostic exit_impact: none golden_cases: [] retirement_condition: drawdown_limit_breach - factor_id: ANTI_WHIPSAW_GATE_V1 formula_id: ANTI_WHIPSAW_GATE_V1 hypothesis: Expert prior hypothesis for quant edge owner: quant_architect promotion_gate: draft required_data: - field: close_price unit: KRW_per_share - field: ma20 unit: KRW_per_share - field: rsi14 unit: points position_sizing_impact: diagnostic exit_impact: none golden_cases: [] retirement_condition: drawdown_limit_breach - factor_id: BREAKEVEN_RATCHET_V1 formula_id: BREAKEVEN_RATCHET_V1 hypothesis: Expert prior hypothesis for quant edge owner: quant_architect promotion_gate: draft required_data: - field: average_cost unit: KRW_per_share - field: highest_price_since_entry unit: KRW_per_share position_sizing_impact: diagnostic exit_impact: none golden_cases: [] retirement_condition: drawdown_limit_breach - factor_id: MARKET_WEIGHT_AWARE_CLUSTER_GATE_V1 formula_id: MARKET_WEIGHT_AWARE_CLUSTER_GATE_V1 hypothesis: Expert prior hypothesis for quant edge owner: quant_architect promotion_gate: draft required_data: - field: semiconductor_cluster_json unit: json - field: market_regime unit: enum position_sizing_impact: diagnostic exit_impact: none golden_cases: [] retirement_condition: drawdown_limit_breach - factor_id: LEADER_POSITION_WEIGHT_CAP_V1 formula_id: LEADER_POSITION_WEIGHT_CAP_V1 hypothesis: Expert prior hypothesis for quant edge owner: quant_architect promotion_gate: draft required_data: - field: single_position_weight_json unit: json - field: market_regime unit: enum position_sizing_impact: diagnostic exit_impact: none golden_cases: [] retirement_condition: drawdown_limit_breach - factor_id: CAPITAL_STYLE_ALLOCATION_V1 formula_id: CAPITAL_STYLE_ALLOCATION_V1 hypothesis: Expert prior hypothesis for quant edge owner: quant_architect promotion_gate: draft required_data: - field: smart_money_flow_signal_v2_json unit: json - field: fundamental_multifactor_v3_json unit: json - field: macro_event_ticker_impact_v1_json unit: json - field: liquidity_flow_signal_v1_json unit: json position_sizing_impact: diagnostic exit_impact: none golden_cases: [] retirement_condition: drawdown_limit_breach - factor_id: ALGORITHM_GUIDANCE_PROOF_V1 formula_id: ALGORITHM_GUIDANCE_PROOF_V1 hypothesis: Expert prior hypothesis for quant edge owner: quant_architect promotion_gate: draft required_data: [] position_sizing_impact: diagnostic exit_impact: none golden_cases: [] retirement_condition: drawdown_limit_breach - factor_id: ANTI_CHASE_V1 formula_id: ANTI_CHASE_V1 hypothesis: Expert prior hypothesis for quant edge owner: quant_architect promotion_gate: draft required_data: [] position_sizing_impact: diagnostic exit_impact: none golden_cases: [] retirement_condition: drawdown_limit_breach - factor_id: ARTIFACT_FRESHNESS_GATE_V1 formula_id: ARTIFACT_FRESHNESS_GATE_V1 hypothesis: Expert prior hypothesis for quant edge owner: quant_architect promotion_gate: draft required_data: [] position_sizing_impact: diagnostic exit_impact: none golden_cases: [] retirement_condition: drawdown_limit_breach - factor_id: AUDIT_REPLAY_SNAPSHOT_V1 formula_id: AUDIT_REPLAY_SNAPSHOT_V1 hypothesis: Expert prior hypothesis for quant edge owner: quant_architect promotion_gate: draft required_data: [] position_sizing_impact: diagnostic exit_impact: none golden_cases: [] retirement_condition: drawdown_limit_breach - factor_id: CANONICAL_ARTIFACT_RESOLVER_V1 formula_id: CANONICAL_ARTIFACT_RESOLVER_V1 hypothesis: Expert prior hypothesis for quant edge owner: quant_architect promotion_gate: draft required_data: [] position_sizing_impact: diagnostic exit_impact: none golden_cases: [] retirement_condition: drawdown_limit_breach - factor_id: CASH_RAISE_PARETO_EXECUTOR_V2 formula_id: CASH_RAISE_PARETO_EXECUTOR_V2 hypothesis: Expert prior hypothesis for quant edge owner: quant_architect promotion_gate: draft required_data: [] position_sizing_impact: diagnostic exit_impact: none golden_cases: [] retirement_condition: drawdown_limit_breach - factor_id: CASH_RAISE_VALUE_OPTIMIZER_V3 formula_id: CASH_RAISE_VALUE_OPTIMIZER_V3 hypothesis: Expert prior hypothesis for quant edge owner: quant_architect promotion_gate: draft required_data: [] position_sizing_impact: diagnostic exit_impact: none golden_cases: [] retirement_condition: drawdown_limit_breach - factor_id: CASH_RECOVERY_OPTIMIZER_V4 formula_id: CASH_RECOVERY_OPTIMIZER_V4 hypothesis: Expert prior hypothesis for quant edge owner: quant_architect promotion_gate: draft required_data: [] position_sizing_impact: diagnostic exit_impact: none golden_cases: [] retirement_condition: drawdown_limit_breach - factor_id: CASH_RECOVERY_V1 formula_id: CASH_RECOVERY_V1 hypothesis: Expert prior hypothesis for quant edge owner: quant_architect promotion_gate: draft required_data: [] position_sizing_impact: diagnostic exit_impact: none golden_cases: [] retirement_condition: drawdown_limit_breach - factor_id: COMPLETION_GAP_V1 formula_id: COMPLETION_GAP_V1 hypothesis: Expert prior hypothesis for quant edge owner: quant_architect promotion_gate: draft required_data: [] position_sizing_impact: diagnostic exit_impact: none golden_cases: [] retirement_condition: drawdown_limit_breach - factor_id: COMPREHENSIVE_PROPOSAL_V1 formula_id: COMPREHENSIVE_PROPOSAL_V1 hypothesis: Expert prior hypothesis for quant edge owner: quant_architect promotion_gate: draft required_data: [] position_sizing_impact: diagnostic exit_impact: none golden_cases: [] retirement_condition: drawdown_limit_breach - factor_id: CONTINUOUS_EVALUATION_DASHBOARD_V1 formula_id: CONTINUOUS_EVALUATION_DASHBOARD_V1 hypothesis: Expert prior hypothesis for quant edge owner: quant_architect promotion_gate: draft required_data: [] position_sizing_impact: diagnostic exit_impact: none golden_cases: [] retirement_condition: drawdown_limit_breach - factor_id: DATA_INTEGRITY_100_LOCK_V1 formula_id: DATA_INTEGRITY_100_LOCK_V1 hypothesis: Expert prior hypothesis for quant edge owner: quant_architect promotion_gate: draft required_data: [] position_sizing_impact: diagnostic exit_impact: none golden_cases: [] retirement_condition: drawdown_limit_breach - factor_id: DATA_INTEGRITY_100_LOCK_V2 formula_id: DATA_INTEGRITY_100_LOCK_V2 hypothesis: Expert prior hypothesis for quant edge owner: quant_architect promotion_gate: draft required_data: [] position_sizing_impact: diagnostic exit_impact: none golden_cases: [] retirement_condition: drawdown_limit_breach - factor_id: DATA_INTEGRITY_SCORE_V1 formula_id: DATA_INTEGRITY_SCORE_V1 hypothesis: Expert prior hypothesis for quant edge owner: quant_architect promotion_gate: draft required_data: [] position_sizing_impact: diagnostic exit_impact: none golden_cases: [] retirement_condition: drawdown_limit_breach - factor_id: DATA_MATURITY_TRUTH_GATE_V1 formula_id: DATA_MATURITY_TRUTH_GATE_V1 hypothesis: Expert prior hypothesis for quant edge owner: quant_architect promotion_gate: draft required_data: [] position_sizing_impact: diagnostic exit_impact: none golden_cases: [] retirement_condition: drawdown_limit_breach - factor_id: DATA_MATURITY_TRUTH_GATE_VALIDATOR_V1 formula_id: DATA_MATURITY_TRUTH_GATE_VALIDATOR_V1 hypothesis: Expert prior hypothesis for quant edge owner: quant_architect promotion_gate: draft required_data: [] position_sizing_impact: diagnostic exit_impact: none golden_cases: [] retirement_condition: drawdown_limit_breach - factor_id: DATA_QUALITY_GATE_V2_PY formula_id: DATA_QUALITY_GATE_V2_PY hypothesis: Expert prior hypothesis for quant edge owner: quant_architect promotion_gate: draft required_data: [] position_sizing_impact: diagnostic exit_impact: none golden_cases: [] retirement_condition: drawdown_limit_breach - factor_id: DATA_QUALITY_GATE_V3 formula_id: DATA_QUALITY_GATE_V3 hypothesis: Expert prior hypothesis for quant edge owner: quant_architect promotion_gate: draft required_data: [] position_sizing_impact: diagnostic exit_impact: none golden_cases: [] retirement_condition: drawdown_limit_breach - factor_id: REGIME_CONDITIONAL_MACRO_FACTOR_V1 formula_id: REGIME_CONDITIONAL_MACRO_FACTOR_V1 hypothesis: Expert prior hypothesis for quant edge owner: quant_architect promotion_gate: draft required_data: - field: base_macro_score unit: ratio_0_1 - field: ticker unit: string - field: ticker_type unit: 'enum: export | domestic | neutral' position_sizing_impact: diagnostic exit_impact: none golden_cases: [] retirement_condition: drawdown_limit_breach - factor_id: REBOUND_CAPTURE_THESIS_FACTOR_V1 formula_id: REBOUND_CAPTURE_THESIS_FACTOR_V1 hypothesis: Expert prior hypothesis for quant edge owner: quant_architect promotion_gate: draft required_data: - field: rsi14 unit: index_0_100 - field: current_price unit: KRW_per_share - field: ma20 unit: KRW_per_share - field: flow_credit unit: ratio_0_1 - field: down_streak unit: days_integer position_sizing_impact: diagnostic exit_impact: none golden_cases: [] retirement_condition: drawdown_limit_breach - factor_id: ENTRY_TIMING_DECILE_FACTOR_V1 formula_id: ENTRY_TIMING_DECILE_FACTOR_V1 hypothesis: Expert prior hypothesis for quant edge owner: quant_architect promotion_gate: draft required_data: - field: buy_timing_score unit: ratio_0_1 note: velocity_1d 실측 미확보 시 proxy 사용 - field: t5_ledger unit: proposal_evaluation_history records - field: cut_decile unit: integer_1_10 optional: true position_sizing_impact: diagnostic exit_impact: none golden_cases: [] retirement_condition: drawdown_limit_breach - factor_id: SELL_SLIPPAGE_BUDGET_FACTOR_V1 formula_id: SELL_SLIPPAGE_BUDGET_FACTOR_V1 hypothesis: Expert prior hypothesis for quant edge owner: quant_architect promotion_gate: draft required_data: - field: adv20 unit: KRW note: 20일 평균 거래대금 - field: current_price unit: KRW_per_share - field: sell_qty unit: shares - field: emergency_full_sell unit: boolean optional: true position_sizing_impact: diagnostic exit_impact: none golden_cases: [] retirement_condition: drawdown_limit_breach - factor_id: PROFIT_GIVEBACK_RATCHET_FACTOR_V1 formula_id: PROFIT_GIVEBACK_RATCHET_FACTOR_V1 hypothesis: Expert prior hypothesis for quant edge owner: quant_architect promotion_gate: draft required_data: - field: prev_trail_stop unit: KRW_per_share - field: high_since_entry unit: KRW_per_share - field: atr20 unit: KRW_per_share - field: market_regime unit: enum - field: profit_pct unit: percent position_sizing_impact: diagnostic exit_impact: none golden_cases: [] retirement_condition: drawdown_limit_breach