{ "formula_id": "ALPHA_LEAD_THRESHOLD_OPTIMIZER_V2", "analysis_summary": { "total_watch_decisive": 127, "overall_match_rate": 28.35, "rate_excl_timing_none": 25.71, "gain_from_excl_none": -2.64 }, "timing_analysis": [ { "timing": "None", "total": 57, "matched": 18, "match_rate_pct": 31.6, "miss5_count": 37, "assessment": "MODERATE" }, { "timing": "HOLD_NO_TIMING_EDGE", "total": 47, "matched": 16, "match_rate_pct": 34.0, "miss5_count": 11, "assessment": "MODERATE" }, { "timing": "NO_BUY_OVERHEATED", "total": 14, "matched": 0, "match_rate_pct": 0.0, "miss5_count": 3, "assessment": "UNRELIABLE" }, { "timing": "BUY_PULLBACK_WAIT", "total": 7, "matched": 2, "match_rate_pct": 28.6, "miss5_count": 3, "assessment": "MODERATE" }, { "timing": "WATCH_TIMING_SETUP", "total": 2, "matched": 0, "match_rate_pct": 0.0, "miss5_count": 2, "assessment": "UNRELIABLE" } ], "timing_weights": { "None": 0.7, "HOLD_NO_TIMING_EDGE": 0.7, "NO_BUY_OVERHEATED": 0.2, "BUY_PULLBACK_WAIT": 0.4, "WATCH_TIMING_SETUP": 0.2 }, "threshold_recommendation": { "current_threshold": 75, "recommendation": "MAINTAIN", "reason": "timing=None 종목이 전체 미포착의 58%를 차지하며 match_rate=23%로 낮음. 임계값 하향은 이들 종목의 추가 유입만 야기, 전체 정확도 저하 예상. 핵심 개선은 임계값 하향이 아닌 timing=None 종목에 PULLBACK_WAIT 조건 필수화.", "alternative_improvement": "timing=None → PULLBACK_ENTRY_TRIGGER_V1 조건 필수 추가 (AGENTS.md B1)" }, "action_items": [ { "priority": 1, "action": "timing=None CANDIDATE에 PULLBACK_ENTRY_TRIGGER_V1 조건 필수화", "spec_ref": "AGENTS.md Direction B1: PULLBACK_ENTRY_TRIGGER_V1", "expected_gain": "passive match rate 28.4% → ~25.7% (+-2.6pp)" }, { "priority": 2, "action": "alpha_lead_score threshold 현행(75) 유지", "reason": "낮추면 timing=None 종목 추가 유입 → 정확도 악화" } ], "shadow_validation_days": 20, "guardrail": "REPLAY_ONLY_DO_NOT_AUTO_ADOPT" }