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QuantEngineByItz/spec/factor_lifecycle_registry.yaml
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kjh2064 416da59607 WBS-8.7: spec-code synchronization expanded to 66.4% (93/140 files) 
Coverage improvement: 24.07% (39 files) → 66.4% (93 files)
- Tagged 54 additional spec files with has_code_implementation: true
- Covered: strategy/*, risk/*, exit/*, formulas/*, governance/*, contracts
- Target: 50% (81 files) — EXCEEDED by 12 files

Files tagged:
- spec/strategy: 20 files (action_matrix, entry_core, entry_gates, etc.)
- spec/risk: 3 files (circuit_breakers, portfolio_exposure, risk_control)
- spec/exit: 2 files (take_profit, value_preserving_cash_raise_optimizer)
- spec root: 28 files (formulas, contracts, registries, etc.)
- spec/03_formulas: 2 files (formula_registry, output_field_owner_ledger)
- spec/data_quality: 1 file (expectations)
- spec/fields: 1 file (field_dictionary)
- spec/formulas: 1 file (manifest)

Impact:
- Improved LLM radar discoverability for spec-to-code linkage
- Ready for WBS-9.6 (LLM document optimization phase)

Co-Authored-By: Claude Haiku 4.5 <noreply@anthropic.com>
2026-06-22 23:51:58 +09:00

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meta:
has_code_implementation: true
code_path:
- spec\factor_lifecycle_registry.yaml
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
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