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QuantEngineByItz/spec/calibration_registry.yaml
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kjh2064 366a6da825 WBS-8.7: spec-코드 동기화 100% 완료 
모든 spec 파일에 has_code_implementation 메타데이터 추가:
- 140개 spec 파일 중 100% 태깅 완료
- 코드 참조 자동 판정 (formula_registry, decision_flow, routing 등)
- tag_spec_code_implementation.py: 자동화 도구 추가

진행률: 66.4% → 100%

Co-Authored-By: Claude Haiku 4.5 <noreply@anthropic.com>
2026-06-23 00:22:28 +09:00

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calibration_policy:
calibration_path: 'EXPERT_PRIOR → PROVISIONAL (sample_n 1-29, 예비 검증) →
CALIBRATED (sample_n ≥ 30, backtest 수익기여도 측정 완료)
'
current_status_2026_05_30: '전체 임계값 source 현황:
- CALIBRATED: 0개 (실측 backtest 보정 완료 임계값 없음)
- SPEC_DERIVED: 6개 (spec 문서에서 직접 도출)
- EXPERT_PRIOR: 나머지 전부 (30년 현장 경험 기반 초기값)
T+1 일치율 47.28%, T+5 35.86% 는 이 미보정 상태와 직결됨.
보정 우선순위: ALEG_V2 velocity 임계값 → DSD_V1 가중치 → K2 분할비율
'
honest_disclosure_required: true
overclaimed_calibration_definition: 'source=CALIBRATED 이면서 sample_n < 30 → OVERCLAIMED_CALIBRATION.
실측 없이 "검증된 값"으로 위장 금지.
'
provisional_handling: 'source=PROVISIONAL 또는 EXPERT_PRIOR 는 경고(WARN) 원장에 기록.
사용은 허용하되 보고서에 "미보정 임계값" 명시 필요.
'
code_path:
- tools/build_calibration_priority_v1.py
- tools/validate_calibration_registry_v1.py
has_code_implementation: true
meta:
has_code_implementation: false
thresholds:
- gs_location: gas_apex_alpha_watch.gs:345
id: ALEG_V2_GATE1_BLOCK_PCT
last_calibrated: null
notes: '30년 현장 경험 기반. velocity_1d ≥ 3%이면 당일 고점 진입 위험.
AGENTS.md Direction A2: "velocity_1d ≥ 3%에서 진입한 거래의 T+5 승률이 통계적으로 현저히 낮음"
→ 단, 구체적 수치 미기재. PROVISIONAL 격상 조건: samples≥30 후 실측 T+5 승률 측정.
'
owner_formula: ANTI_LATE_ENTRY_GATE_V2
py_location: tools/compute_formula_outputs.py:127
sample_n: 141
source: SPEC_DERIVED
unit: pct
value: 3.0
- gs_location: gas_apex_alpha_watch.gs:374
id: ALEG_V2_SAMPLE_VALIDATION_N
last_calibrated: null
notes: 소표본 판정을 위한 최소 표본 수 30개 기준.
owner_formula: ANTI_LATE_ENTRY_GATE_V2
sample_n: 0
source: SPEC_DERIVED
unit: count
value: 30.0
- gs_location: gas_apex_alpha_watch.gs:347
id: ALEG_V2_GATE1_WAIT_PCT
last_calibrated: null
notes: PULLBACK_WAIT 경계. BLOCK(3.0%)의 절반 수준. Expert prior.
owner_formula: ANTI_LATE_ENTRY_GATE_V2
py_location: tools/compute_formula_outputs.py:131
sample_n: 141
source: SPEC_DERIVED
unit: pct
value: 1.5
- gs_location: gas_apex_alpha_watch.gs:350
id: ALEG_V2_GATE2_BLOCK_PCT
last_calibrated: null
notes: 5일 누적 8% 이상 급등 → 추격 매수 차단. Expert prior.
owner_formula: ANTI_LATE_ENTRY_GATE_V2
sample_n: 141
source: SPEC_DERIVED
unit: pct
value: 8.0
- gs_location: gas_apex_alpha_watch.gs:352
id: ALEG_V2_GATE2_WAIT_PCT
last_calibrated: null
notes: 5일 5% 이상 → PULLBACK_WAIT_5D. Expert prior.
owner_formula: ANTI_LATE_ENTRY_GATE_V2
sample_n: 0
source: SPEC_DERIVED
unit: pct
value: 5.0
- gs_location: gas_apex_alpha_watch.gs:355
id: ALEG_V2_GATE3_BLOCK_WS
last_calibrated: null
notes: 'DISTRIBUTION 가중합산 3.0 이상 → BLOCK.
V1.1에서 4.0→5.0으로 상향된 DISTRIBUTION_SELL_DETECTOR_V1과 별개 기준.
Expert prior. 혼동 주의.
'
owner_formula: ANTI_LATE_ENTRY_GATE_V2
sample_n: 0
source: SPEC_DERIVED
unit: weighted_sum
value: 3.0
- gs_location: gas_apex_alpha_watch.gs:357
id: ALEG_V2_GATE3_WAIT_WS
last_calibrated: null
notes: ALEG gate3 WAIT 경계. Expert prior.
owner_formula: ANTI_LATE_ENTRY_GATE_V2
sample_n: 0
source: SPEC_DERIVED
unit: weighted_sum
value: 2.0
- gs_location: gas_apex_alpha_watch.gs:337
id: ALEG_V2_DIST_FRG_WEIGHT
last_calibrated: null
notes: 외국인 5일 순매도(frg5d<0) 신호 가중치.
owner_formula: ANTI_LATE_ENTRY_GATE_V2
sample_n: 141
source: SPEC_DERIVED
unit: weight
value: 2.0
- gs_location: gas_apex_alpha_watch.gs:338
id: ALEG_V2_DIST_INST_WEIGHT
last_calibrated: null
notes: 기관 5일 순매도(inst5d<0) 신호 가중치.
owner_formula: ANTI_LATE_ENTRY_GATE_V2
sample_n: 0
source: SPEC_DERIVED
unit: weight
value: 2.0
- gs_location: gas_apex_alpha_watch.gs:339
id: ALEG_V2_DIST_VOL_MULT
last_calibrated: null
notes: 거래량 > 평균×1.3 → 과열 신호. weight=1.5.
owner_formula: ANTI_LATE_ENTRY_GATE_V2
sample_n: 141
source: SPEC_DERIVED
unit: ratio
value: 1.3
- gs_location: gas_apex_alpha_watch.gs:339
id: ALEG_V2_DIST_VOL_WEIGHT
last_calibrated: null
owner_formula: ANTI_LATE_ENTRY_GATE_V2
sample_n: 0
source: SPEC_DERIVED
unit: weight
value: 1.5
- gs_location: gas_apex_alpha_watch.gs:340
id: ALEG_V2_DIST_BEAR_WEIGHT
last_calibrated: null
notes: 당일 음봉(close<prevClose) 가중치.
owner_formula: ANTI_LATE_ENTRY_GATE_V2
sample_n: 141
source: SPEC_DERIVED
unit: weight
value: 1.5
- gs_location: gas_apex_alpha_watch.gs:341
id: ALEG_V2_DIST_RSI_THRESHOLD
last_calibrated: null
notes: RSI14 > 70 → 과매수. weight=1.0.
owner_formula: ANTI_LATE_ENTRY_GATE_V2
sample_n: 0
source: SPEC_DERIVED
unit: rsi
value: 70
- gs_location: gas_apex_alpha_watch.gs:388
id: ALEG_V2_GRADE_B_VEL1D_UPPER
last_calibrated: null
notes: 'entry_grade B 조건: velocity_1d < 1.5% AND MA20 근접. gate1 WAIT 임계(동일값)와 별도
등급 기준.'
owner_formula: ANTI_LATE_ENTRY_GATE_V2
sample_n: 0
source: SPEC_DERIVED
unit: pct
value: 1.5
- gs_location: gas_apex_alpha_watch.gs:393
id: ALEG_V2_GRADE_D_VEL5D_LOWER
last_calibrated: null
notes: 'entry_grade D 조건: velocity_5d > 5.0% (gate2 WAIT 임계와 동일값, 독립 등급 판정).'
owner_formula: ANTI_LATE_ENTRY_GATE_V2
sample_n: 0
source: SPEC_DERIVED
unit: pct
value: 5.0
- gs_location: gas_apex_alpha_watch.gs:361
id: SMLOLINK_V1_MIN_SAMPLE_N
last_calibrated: null
notes: 유동성 버킷별 최소 표본 수. n<30이면 UNVALIDATED로 레이블. 통계 신뢰성 하한.
owner_formula: SMART_MONEY_LIQUIDITY_OUTCOME_LINK_V1
sample_n: 0
source: SPEC_DERIVED
unit: count
value: 30
- gs_location: gas_data_feed.gs:8783
id: DSD_V1_CONFIRMED_WS
last_calibrated: null
notes: 'V1.1에서 4.0→5.0으로 상향 (2026-05-22).
DISTRIBUTION_CONFIRMED → BUY 완전 차단. Expert prior.
보정 조건: 과거 확인된 분배 구간 레이블 데이터 30건 이상.
'
owner_formula: DISTRIBUTION_SELL_DETECTOR_V1
sample_n: 141
source: PROVISIONAL
unit: weighted_sum
value: 5.0
- gs_location: gas_data_feed.gs:8783
id: DSD_V1_WARNING_WS
last_calibrated: null
live_sample_requirement: 30
notes: V1.1에서 2.0→3.0 상향. DISTRIBUTION_WARNING → BUY 보류 권고.
owner_formula: DISTRIBUTION_SELL_DETECTOR_V1
sample_n: 0
source: EXPERT_PRIOR
sunset_date: '2026-09-30'
unit: weighted_sum
value: 3.0
- id: DSD_V1_SIG1_WEIGHT
last_calibrated: null
notes: 'SIG_1: 신고가 근접+거래량 수축'
owner_formula: DISTRIBUTION_SELL_DETECTOR_V1
sample_n: 141
source: PROVISIONAL
unit: weight
value: 2.0
- id: DSD_V1_SIG2_WEIGHT
last_calibrated: null
notes: 'SIG_2: 5일 급등+수급 약화'
owner_formula: DISTRIBUTION_SELL_DETECTOR_V1
sample_n: 141
source: PROVISIONAL
unit: weight
value: 2.0
- id: DSD_V1_SIG3_WEIGHT
last_calibrated: null
live_sample_requirement: 30
notes: 'SIG_3: 외인+기관 동반순매도 3일'
owner_formula: DISTRIBUTION_SELL_DETECTOR_V1
sample_n: 0
source: EXPERT_PRIOR
sunset_date: '2026-09-30'
unit: weight
value: 1.5
- id: DSD_V1_SIG4_WEIGHT
last_calibrated: null
notes: 'SIG_4: RSI14≥75+당일 음봉'
owner_formula: DISTRIBUTION_SELL_DETECTOR_V1
sample_n: 141
source: PROVISIONAL
unit: weight
value: 1.5
- id: DSD_V1_SIG4_RSI_THRESHOLD
last_calibrated: null
live_sample_requirement: 30
owner_formula: DISTRIBUTION_SELL_DETECTOR_V1
sample_n: 0
source: EXPERT_PRIOR
sunset_date: '2026-09-30'
unit: rsi
value: 75
- id: DSD_V1_SIG5_WEIGHT
last_calibrated: null
notes: 'SIG_5: OBV 20일 기울기 음수'
owner_formula: DISTRIBUTION_SELL_DETECTOR_V1
sample_n: 141
source: PROVISIONAL
unit: weight
value: 1.0
- id: DSD_V1_SIG6_WEIGHT
last_calibrated: null
live_sample_requirement: 30
notes: 'SIG_6: 전일 급등+당일 -2% 갭하락'
owner_formula: DISTRIBUTION_SELL_DETECTOR_V1
sample_n: 0
source: EXPERT_PRIOR
sunset_date: '2026-09-30'
unit: weight
value: 1.0
- id: DSD_V1_SIG6_GAP_PCT
last_calibrated: null
live_sample_requirement: 30
owner_formula: DISTRIBUTION_SELL_DETECTOR_V1
sample_n: 0
source: EXPERT_PRIOR
sunset_date: '2026-09-30'
unit: pct
value: -2.0
- id: K2_SPLIT_RATIO
last_calibrated: null
notes: '50/50 분할. 즉시 50% 매도, 나머지 50% 반등 대기.
보정 조건: 과거 oversold(RSI<30) 구간 반등 사례 30건 이상.
선택지: 30/70, 40/60, 50/50, 60/40 — backtest 비교 필요.
'
owner_formula: K2_STAGED_REBOUND_SELL_V1
sample_n: 0
source: SPEC_DERIVED
unit: ratio
value: 0.5
- id: K2_REBOUND_TRIGGER_ATR_MULT
last_calibrated: null
notes: 'rebound_trigger = prevClose + 0.5×ATR20.
보정 조건: 과거 V자 반등 사례에서 반등 시 도달한 ATR 배수 분포 분석.
선택지: 0.3, 0.4, 0.5, 0.6, 0.7 — 2~3영업일 내 도달률 기준 최적화.
'
owner_formula: K2_STAGED_REBOUND_SELL_V1
sample_n: 141
source: SPEC_DERIVED
unit: atr_multiple
value: 0.5
- id: K2_DEADLINE_DAYS
last_calibrated: null
notes: 반등 대기 데드라인 3영업일. 초과 시 stage1 가격으로 강제 실행.
owner_formula: K2_STAGED_REBOUND_SELL_V1
sample_n: 0
source: SPEC_DERIVED
unit: days
value: 3
- id: SCR_V4_VALUE_DAMAGE_BLOCK_PCT
last_calibrated: null
live_sample_requirement: 30
notes: '평균 주식가치 훼손율 10% 초과 시 VALUE_DAMAGE_BLOCK.
현재 실측값 14.1%(STRUCTURAL_WARN) → 실질 동작이 BLOCK 임계값보다 높음.
보정 조건: 국면별 차등 적용(EVENT_SHOCK=8%, RISK_OFF=10%, NEUTRAL=12%, RISK_ON=14%).
'
owner_formula: CASH_RECOVERY_OPTIMIZER_V1
py_location: tools/build_smart_cash_recovery_v4.py:143
sample_n: 0
source: EXPERT_PRIOR
sunset_date: '2026-09-30'
unit: pct
value: 10.0
- id: SCR_V4_EFFICIENCY_BASE
last_calibrated: null
live_sample_requirement: 30
notes: rebound_efficiency_score 기본 50점. 설계점수이며 실측 P&L 아님.
owner_formula: VALUE_PRESERVATION_SCORER_V1
py_location: tools/build_rebound_sell_efficiency_v1.py:70
sample_n: 0
source: EXPERT_PRIOR
sunset_date: '2026-09-30'
unit: score
value: 50.0
- id: SCR_V4_EFFICIENCY_DAMAGE_PENALTY_COEFF
last_calibrated: null
live_sample_requirement: 30
notes: 'Work24에서 0.5→0.4로 하향 조정 (14.1% 손해율에서 BLOCK 회피 목적 의심).
보정 조건: 과거 rebound_wait_qty 처리 결과의 실제 P&L 30건 이상.
'
owner_formula: VALUE_PRESERVATION_SCORER_V1
py_location: tools/build_rebound_sell_efficiency_v1.py:78
sample_n: 0
source: EXPERT_PRIOR
sunset_date: '2026-09-30'
unit: coefficient
value: 0.4
- id: SCR_V4_EFFICIENCY_DEGRADE_THRESHOLD
last_calibrated: null
live_sample_requirement: 30
notes: efficiency_score < 45 → DEGRADE_IMMEDIATE_SELL_WEIGHT 상태 전환 임계
owner_formula: VALUE_PRESERVATION_SCORER_V1
py_location: tools/build_rebound_sell_efficiency_v1.py:95
sample_n: 0
source: EXPERT_PRIOR
sunset_date: '2026-09-30'
unit: score
value: 45.0
- id: SCR_V4_DAMAGE_STRUCTURAL_WARN_PCT
last_calibrated: null
live_sample_requirement: 30
notes: avg_damage > 10% → VALUE_DAMAGE_STRUCTURAL_WARN (상태 전환 임계)
owner_formula: VALUE_PRESERVATION_SCORER_V1
py_location: tools/build_rebound_sell_efficiency_v1.py:99
sample_n: 0
source: EXPERT_PRIOR
sunset_date: '2026-09-30'
unit: pct
value: 10.0
- id: SCR_V4_DAMAGE_BLOCK_PCT
last_calibrated: null
live_sample_requirement: 30
notes: avg_damage > 16% → CASH_RECOVERY_VALUE_DAMAGE_BLOCK (극고손실 임계)
owner_formula: VALUE_PRESERVATION_SCORER_V1
py_location: tools/build_rebound_sell_efficiency_v1.py:97
sample_n: 0
source: EXPERT_PRIOR
sunset_date: '2026-09-30'
unit: pct
value: 16.0
- id: SCR_V4_VALIDATED_SAMPLE_MIN
last_calibrated: null
notes: 실측 검증 최소 표본 수. sample_n < 30 → UNVALIDATED_DESIGN_SCORE 강제 라벨 (HONEST-V1)
owner_formula: VALUE_PRESERVATION_SCORER_V1
py_location: tools/build_rebound_sell_efficiency_v1.py:104
sample_n: 0
source: SPEC_DERIVED
unit: count
value: 30
- gs_location: gas_data_feed.gs:6677
id: BQG_V2_RET3D_BLOCK_PCT
last_calibrated: null
notes: 3일 수익률 ≥ 7% → -30점. 단기 급등 후 진입 불량 신호.
owner_formula: BREAKOUT_QUALITY_GATE_V2
sample_n: 0
source: SPEC_DERIVED
unit: pct
value: 7.0
- gs_location: gas_data_feed.gs:6678
id: BQG_V2_DISPARITY_BLOCK_PCT
last_calibrated: null
notes: MA20 이격도 > 10% → -25점. 과열 추격 신호.
owner_formula: BREAKOUT_QUALITY_GATE_V2
sample_n: 0
source: SPEC_DERIVED
unit: pct
value: 10.0
- gs_location: gas_data_feed.gs:6679
id: BQG_V2_SURGE_DAY_RET1D_PCT
last_calibrated: null
notes: 당일 +4% 이상이면서 거래량 저조 → -40점. 설거지 유형 돌파 신호.
owner_formula: BREAKOUT_QUALITY_GATE_V2
sample_n: 141
source: SPEC_DERIVED
unit: pct
value: 4.0
- gs_location: gas_data_feed.gs:6681
id: BQG_V2_RSI_OVERBOUGHT
last_calibrated: null
notes: RSI14 > 75 → -20점. 단기 과매수 구간.
owner_formula: BREAKOUT_QUALITY_GATE_V2
sample_n: 0
source: SPEC_DERIVED
unit: rsi
value: 75.0
- gs_location: gas_data_feed.gs:6682
id: BQG_V2_TIMING_EXIT_BLOCK
last_calibrated: null
notes: timing_score_exit ≥ 50 → -50점. 이미 매도 신호 강함.
owner_formula: BREAKOUT_QUALITY_GATE_V2
sample_n: 0
source: SPEC_DERIVED
unit: score
value: 50.0
- gs_location: gas_data_feed.gs:6724
id: AWG_V1_CONSEC_SELL_DAYS
last_calibrated: null
live_sample_requirement: 30
notes: 연속매도신호 ≥ 5일 → +20점. 과매도 구간 재진입 신호.
owner_formula: ANTI_WHIPSAW_GATE_V1
sample_n: 0
source: EXPERT_PRIOR
sunset_date: '2026-09-30'
unit: count
value: 5.0
- gs_location: gas_data_feed.gs:6727
id: AWG_V1_SECTOR_RS_OUTPERFORM
last_calibrated: null
notes: sectorRS5d > 100%(시장 대비 초과) → +15점. 섹터 상대강도 유지.
owner_formula: ANTI_WHIPSAW_GATE_V1
sample_n: 141
source: PROVISIONAL
unit: ratio_pct
value: 100.0
- gs_location: gas_data_feed.gs:6728
id: AWG_V1_VOL_SURGE_CAUTION
last_calibrated: null
live_sample_requirement: 30
notes: 거래대금 급증 ≥ 50% → -25점. 단기 과열로 반등 신뢰도 약화.
owner_formula: ANTI_WHIPSAW_GATE_V1
sample_n: 0
source: EXPERT_PRIOR
sunset_date: '2026-09-30'
unit: pct
value: 50.0
- gs_location: gas_data_feed.gs:6729
id: AWG_V1_VOL_SURGE_STRONG
last_calibrated: null
notes: 거래대금 급증 ≥ 100% → 추가 -20점. 분배 패턴 가속.
owner_formula: ANTI_WHIPSAW_GATE_V1
sample_n: 141
source: PROVISIONAL
unit: pct
value: 100.0
- gs_location: gas_data_feed.gs:6743
id: AWG_V1_CONFIRMED_THRESHOLD
last_calibrated: null
live_sample_requirement: 30
notes: score ≥ 30 → WHIPSAW 확정(CONFIRMED/WEAKENING/AUTO_RELEASED). 반등 강도 구분.
owner_formula: ANTI_WHIPSAW_GATE_V1
sample_n: 0
source: EXPERT_PRIOR
sunset_date: '2026-09-30'
unit: score
value: 30.0
- gs_location: gas_data_feed.gs:6747
id: AWG_V1_INCONCLUSIVE_THRESHOLD
last_calibrated: null
notes: score ≥ 10 AND < 30 → INCONCLUSIVE. score < 10 → CONFIRMED_SELL.
owner_formula: ANTI_WHIPSAW_GATE_V1
sample_n: 141
source: PROVISIONAL
unit: score
value: 10.0
- gs_location: gas_data_feed.gs:6687
id: BQG_V2_QUALITY_VOL_MULT
last_calibrated: null
notes: '품질 돌파 조건: volume >= avgVol5d*1.5 (거래량 확인) → +25점.'
owner_formula: BREAKOUT_QUALITY_GATE_V2
sample_n: 0
source: SPEC_DERIVED
unit: ratio
value: 1.5
- gs_location: gas_data_feed.gs:6688
id: BQG_V2_QUALITY_RET3D_MAX
last_calibrated: null
notes: '품질 돌파 조건: ret3d < 5% (급등 없이 돌파) → +25점 조건 중 하나.'
owner_formula: BREAKOUT_QUALITY_GATE_V2
sample_n: 0
source: SPEC_DERIVED
unit: pct
value: 5.0
- gs_location: gas_data_feed.gs:6689
id: BQG_V2_DISPARITY_HEALTHY_MAX
last_calibrated: null
notes: 이격도 0~6% → +15점. 적정 이격 돌파 구간.
owner_formula: BREAKOUT_QUALITY_GATE_V2
sample_n: 0
source: SPEC_DERIVED
unit: pct
value: 6.0
- gs_location: gas_data_feed.gs:6690
id: BQG_V2_RSI_HEALTHY_MIN
last_calibrated: null
notes: RSI14 45~65 → +10점. 건강한 모멘텀 구간.
owner_formula: BREAKOUT_QUALITY_GATE_V2
sample_n: 0
source: SPEC_DERIVED
unit: rsi
value: 45.0
- gs_location: gas_data_feed.gs:6690
id: BQG_V2_RSI_HEALTHY_MAX
last_calibrated: null
notes: RSI14 45~65 → +10점. 65 초과 시 가점 없음.
owner_formula: BREAKOUT_QUALITY_GATE_V2
sample_n: 0
source: SPEC_DERIVED
unit: rsi
value: 65.0
- gs_location: gas_data_feed.gs:6687
id: BQG_V2_QUALITY_RET1D_MIN
last_calibrated: null
notes: '품질 돌파 조건: ret1d ≥ 2% AND 거래량 확인 → +25점 조건 중 하나.'
owner_formula: BREAKOUT_QUALITY_GATE_V2
sample_n: 0
source: SPEC_DERIVED
unit: pct
value: 2.0
- gs_location: gas_data_feed.gs:6693
id: BQG_V2_BLOCKED_SCORE_MAX
last_calibrated: null
notes: score < 10 → BLOCKED_LATE_CHASE (뒷박 추격 완전 차단)
owner_formula: BREAKOUT_QUALITY_GATE_V2
sample_n: 0
source: SPEC_DERIVED
unit: score
value: 10.0
- gs_location: gas_data_feed.gs:6693
id: BQG_V2_WATCH_SCORE_MAX
last_calibrated: null
notes: score < 40 → WATCH_COOLING_OFF. score ≥ 40 → PILOT_ALLOWED.
owner_formula: BREAKOUT_QUALITY_GATE_V2
sample_n: 0
source: SPEC_DERIVED
unit: score
value: 40.0
- gs_location: gas_data_feed.gs:8789
id: DSD_V1_EARLY_WARNING_RSI_THRESHOLD
last_calibrated: null
live_sample_requirement: 30
notes: pre_distribution_warning early_warning_v2 조건 — RSI 관련 보조 임계
owner_formula: DISTRIBUTION_SELL_DETECTOR_V1
sample_n: 0
source: EXPERT_PRIOR
sunset_date: '2026-09-30'
unit: rsi
value: 70.0
- gs_location: gas_data_feed.gs:2098
id: HEAT_GATE_EVENT_SHOCK_HARD_BLOCK
last_calibrated: null
notes: EVENT_SHOCK 국면 열도 차단 임계. 5% 초과 → BLOCK_NEW_BUY.
owner_formula: DYNAMIC_HEAT_GATE_V1
sample_n: 0
source: SPEC_DERIVED
unit: pct
value: 5.0
- gs_location: gas_data_feed.gs:2099
id: HEAT_GATE_RISK_OFF_HARD_BLOCK
last_calibrated: null
owner_formula: DYNAMIC_HEAT_GATE_V1
sample_n: 0
source: SPEC_DERIVED
unit: pct
value: 7.0
- gs_location: gas_data_feed.gs:2103
id: HEAT_GATE_NEUTRAL_HARD_BLOCK
last_calibrated: null
owner_formula: DYNAMIC_HEAT_GATE_V1
sample_n: 0
source: SPEC_DERIVED
unit: pct
value: 10.0
- gs_location: gas_data_feed.gs:2101
id: HEAT_GATE_RISK_ON_HARD_BLOCK
last_calibrated: null
owner_formula: DYNAMIC_HEAT_GATE_V1
sample_n: 0
source: SPEC_DERIVED
unit: pct
value: 12.0
- gs_location: gas_data_feed.gs:2100
id: HEAT_GATE_SECULAR_LEADER_HARD_BLOCK
last_calibrated: null
owner_formula: DYNAMIC_HEAT_GATE_V1
sample_n: 0
source: SPEC_DERIVED
unit: pct
value: 13.0
- gs_location: gas_data_feed.gs:3433
id: REGIME_SCALE_EVENT_SHOCK
last_calibrated: null
live_sample_requirement: 30
notes: EVENT_SHOCK → 정상 사이징의 25%만 허용.
owner_formula: POSITION_SIZE_REGIME_SCALE_V1
sample_n: 0
source: EXPERT_PRIOR
sunset_date: '2026-09-30'
unit: ratio
value: 0.25
- gs_location: gas_data_feed.gs:3434
id: REGIME_SCALE_RISK_OFF
last_calibrated: null
live_sample_requirement: 30
owner_formula: POSITION_SIZE_REGIME_SCALE_V1
sample_n: 0
source: EXPERT_PRIOR
sunset_date: '2026-09-30'
unit: ratio
value: 0.5
- gs_location: gas_data_feed.gs:3436
id: REGIME_SCALE_RISK_ON
last_calibrated: null
live_sample_requirement: 30
owner_formula: POSITION_SIZE_REGIME_SCALE_V1
sample_n: 0
source: EXPERT_PRIOR
sunset_date: '2026-09-30'
unit: ratio
value: 1.1
- gs_location: gas_data_feed.gs:3435
id: REGIME_SCALE_SECULAR_LEADER
last_calibrated: null
owner_formula: POSITION_SIZE_REGIME_SCALE_V1
sample_n: 0
source: SPEC_DERIVED
unit: ratio
value: 1.2
- gs_location: gas_data_feed.gs:4487
id: DRAWDOWN_CAUTION_LOSS_COUNT
last_calibrated: null
notes: 연속 2회 손절 → CAUTION_BUY(scale=0.75).
owner_formula: DRAWDOWN_GUARD_V1
sample_n: 0
source: SPEC_DERIVED
unit: count
value: 2
- gs_location: gas_data_feed.gs:4485
id: DRAWDOWN_REDUCE_LOSS_COUNT
last_calibrated: null
notes: 연속 3회 손절 → REDUCE_BUY(scale=0.5).
owner_formula: DRAWDOWN_GUARD_V1
sample_n: 0
source: SPEC_DERIVED
unit: count
value: 3
- gs_location: gas_data_feed.gs:4483
id: DRAWDOWN_NO_BUY_LOSS_COUNT
last_calibrated: null
notes: 연속 5회 손절 → NO_BUY(scale=0.0).
owner_formula: DRAWDOWN_GUARD_V1
sample_n: 0
source: SPEC_DERIVED
unit: count
value: 5
- id: DRAWDOWN_CAUTION_SCALE
last_calibrated: null
owner_formula: DRAWDOWN_GUARD_V1
sample_n: 0
source: SPEC_DERIVED
unit: ratio
value: 0.75
- id: DRAWDOWN_REDUCE_SCALE
last_calibrated: null
owner_formula: DRAWDOWN_GUARD_V1
sample_n: 0
source: SPEC_DERIVED
unit: ratio
value: 0.5
- gs_location: gas_data_feed.gs:2108
id: CASH_FLOOR_MRS_LOW_MAX
last_calibrated: null
live_sample_requirement: 30
notes: MRS ≤ 3 → 현금 최소 7%.
owner_formula: CASH_FLOOR_V1
sample_n: 0
source: EXPERT_PRIOR
sunset_date: '2026-09-30'
unit: mrs_score
value: 3
- gs_location: gas_data_feed.gs:2109
id: CASH_FLOOR_MRS_MID_MAX
last_calibrated: null
live_sample_requirement: 30
notes: MRS ≤ 7 → 현금 최소 10%.
owner_formula: CASH_FLOOR_V1
sample_n: 0
source: EXPERT_PRIOR
sunset_date: '2026-09-30'
unit: mrs_score
value: 7
- gs_location: gas_data_feed.gs:2110
id: CASH_FLOOR_MRS_HIGH_MAX
last_calibrated: null
live_sample_requirement: 30
notes: MRS ≤ 10 → 현금 최소 15%.
owner_formula: CASH_FLOOR_V1
sample_n: 0
source: EXPERT_PRIOR
sunset_date: '2026-09-30'
unit: mrs_score
value: 10
- id: CASH_FLOOR_LOW_PCT
last_calibrated: null
live_sample_requirement: 30
owner_formula: CASH_FLOOR_V1
sample_n: 0
source: EXPERT_PRIOR
sunset_date: '2026-09-30'
unit: pct
value: 7
- id: CASH_FLOOR_MID_PCT
last_calibrated: null
live_sample_requirement: 30
owner_formula: CASH_FLOOR_V1
sample_n: 0
source: EXPERT_PRIOR
sunset_date: '2026-09-30'
unit: pct
value: 10
- id: CASH_FLOOR_HIGH_PCT
last_calibrated: null
live_sample_requirement: 30
owner_formula: CASH_FLOOR_V1
sample_n: 0
source: EXPERT_PRIOR
sunset_date: '2026-09-30'
unit: pct
value: 15
- gs_location: gas_data_feed.gs:4702
id: CASH_FLOOR_TRIM_FACTOR
last_calibrated: null
live_sample_requirement: 30
notes: cash ≥ minPct*0.7 → TRIM_REQUIRED (HARD_BLOCK 전 완충 구간).
owner_formula: CASH_FLOOR_V1
sample_n: 0
source: EXPERT_PRIOR
sunset_date: '2026-09-30'
unit: ratio
value: 0.7
- gs_location: gas_data_feed.gs:4693
id: CASH_FLOOR_MAGNITUDE_EXCESS_BLOCK_PCT
last_calibrated: null
live_sample_requirement: 30
notes: magnitudeExcessPctp ≥ 3 → OVER_EXTENDED. 현금 회복 관점의 감점 임계.
owner_formula: CASH_FLOOR_V1
sample_n: 0
source: EXPERT_PRIOR
sunset_date: '2026-09-30'
unit: pct
value: 3.0
- gs_location: gas_data_feed.gs:4705
id: CASH_FLOOR_EXIT_SIGNAL_MIN_COUNT
last_calibrated: null
live_sample_requirement: 30
notes: alreadyActive && exitSignals.length >= 2 → EXIT_SECULAR_LEADER. 현금 회수 시퀀스
종료 최소 신호 수.
owner_formula: CASH_FLOOR_V1
sample_n: 0
source: EXPERT_PRIOR
sunset_date: '2026-09-30'
unit: count
value: 2
- gs_location: gas_data_feed.gs:3451
id: CASH_UPLIFT_EVENT_SHOCK_MIN
last_calibrated: null
owner_formula: REGIME_CASH_UPLIFT_V1
sample_n: 0
source: SPEC_DERIVED
unit: pct
value: 20
- gs_location: gas_data_feed.gs:3453
id: CASH_UPLIFT_RISK_OFF_MIN
last_calibrated: null
owner_formula: REGIME_CASH_UPLIFT_V1
sample_n: 0
source: SPEC_DERIVED
unit: pct
value: 15
- gs_location: gas_data_feed.gs:3453
id: CASH_UPLIFT_RISK_ON_MIN
last_calibrated: null
notes: RISK_ON regimeMin=5. MRS값이 더 높으면 MRS 우선.
owner_formula: REGIME_CASH_UPLIFT_V1
sample_n: 0
source: SPEC_DERIVED
unit: pct
value: 5
- gs_location: gas_data_feed.gs:3763
id: SEMI_CLUSTER_CAP_NORMAL
last_calibrated: null
notes: 'NEUTRAL/RISK_ON: 005930+000660 합산 25% 한도.'
owner_formula: SEMICONDUCTOR_CLUSTER_GATE_V1
sample_n: 0
source: SPEC_DERIVED
unit: pct
value: 25.0
- gs_location: gas_data_feed.gs:3763
id: SEMI_CLUSTER_CAP_RISK_OFF
last_calibrated: null
owner_formula: SEMICONDUCTOR_CLUSTER_GATE_V1
sample_n: 0
source: SPEC_DERIVED
unit: pct
value: 20.0
- gs_location: gas_data_feed.gs:3763
id: SEMI_CLUSTER_CAP_CLA
last_calibrated: null
notes: 'CLA 국면: 3종목(005930+000660+229200) 합산 60% 한도.'
owner_formula: SEMICONDUCTOR_CLUSTER_GATE_V1
sample_n: 0
source: SPEC_DERIVED
unit: pct
value: 60.0
- gs_location: gas_data_feed.gs:3874
id: SEMI_CLUSTER_LEADER_WARN_COUNT
last_calibrated: null
notes: critCount >= 1 또는 warnCount >= 3 이면 leader-cap 경보를 발동하는 기준.
owner_formula: SEMICONDUCTOR_CLUSTER_GATE_V1
sample_n: 0
source: SPEC_DERIVED
unit: count
value: 3.0
- gs_location: gas_data_feed.gs:4460
id: POSITION_COUNT_MAX_NORMAL
last_calibrated: null
owner_formula: POSITION_COUNT_LIMIT_V1
sample_n: 0
source: SPEC_DERIVED
unit: count
value: 8
- gs_location: gas_data_feed.gs:4460
id: POSITION_COUNT_MAX_RISK_OFF
last_calibrated: null
owner_formula: POSITION_COUNT_LIMIT_V1
sample_n: 0
source: SPEC_DERIVED
unit: count
value: 6
- gs_location: gas_data_feed.gs:4465
id: POSITION_COUNT_DRAWDOWN_RS_MIN
last_calibrated: null
notes: rsRatio >= 1.5 이면 drawdown guard 조건이 충족되는 기준값.
owner_formula: DRAWDOWN_GUARD_V1
sample_n: 0
source: SPEC_DERIVED
unit: ratio
value: 1.5
- gs_location: gas_data_feed.gs:5154
id: PROFIT_LOCK_APEX_SUPER_PCT
last_calibrated: null
notes: 'spec/AGENTS.md L2: profit_pct ≥ 60% → APEX_SUPER. B06 GAS 정정 완료 (2026-05-30).'
owner_formula: PROFIT_LOCK_STAGE_V1
py_location: tools/compute_formula_outputs.py:70
sample_n: 0
source: SPEC_DERIVED
unit: pct
value: 60
- gs_location: gas_data_feed.gs:5160
id: PROFIT_LOCK_APEX_TRAILING_PCT
last_calibrated: null
notes: profit_pct ≥ 40% → APEX_TRAILING. B06 GAS 신설 (2026-05-30).
owner_formula: PROFIT_LOCK_STAGE_V1
sample_n: 0
source: SPEC_DERIVED
unit: pct
value: 40
- gs_location: gas_data_feed.gs:5166
id: PROFIT_LOCK_30_PCT
last_calibrated: null
owner_formula: PROFIT_LOCK_STAGE_V1
sample_n: 0
source: SPEC_DERIVED
unit: pct
value: 30
- gs_location: gas_data_feed.gs:5170
id: PROFIT_LOCK_20_PCT
last_calibrated: null
owner_formula: PROFIT_LOCK_STAGE_V1
sample_n: 0
source: SPEC_DERIVED
unit: pct
value: 20
- gs_location: gas_data_feed.gs:5174
id: PROFIT_LOCK_10_PCT
last_calibrated: null
owner_formula: PROFIT_LOCK_STAGE_V1
sample_n: 0
source: SPEC_DERIVED
unit: pct
value: 10
- gs_location: gas_data_feed.gs:5178
id: PROFIT_LOCK_BREAKEVEN_PCT
last_calibrated: null
notes: profit_pct ≥ 0% → BREAKEVEN_RATCHET. B06 GAS 신설 (2026-05-30).
owner_formula: PROFIT_LOCK_STAGE_V1
sample_n: 0
source: SPEC_DERIVED
unit: pct
value: 0
- gs_location: gas_data_feed.gs:3855
id: SEMI_CLUSTER_CAP_EVENT_SHOCK
last_calibrated: null
live_sample_requirement: 30
notes: '이벤트 충격 방어: 20% 고정. KOSPI 비중 제공 시 max(20, weight×0.60).'
owner_formula: MARKET_WEIGHT_AWARE_CLUSTER_GATE_V1
sample_n: 0
source: EXPERT_PRIOR
sunset_date: '2026-09-30'
unit: pct
value: 20.0
- gs_location: gas_data_feed.gs:3858
id: SEMI_CLUSTER_CAP_RISK_OFF_MWA
last_calibrated: null
live_sample_requirement: 30
notes: '하락장: 25%. KOSPI 비중 제공 시 max(25, weight×0.80). WBS-7.1(2026-06-21): 원래 id가
SEMI_CLUSTER_CAP_RISK_OFF였으나 SEMICONDUCTOR_CLUSTER_GATE_V1 소유의 동명 entry(value=20.0)와
id가 충돌해 dict 기반 조회 시 한쪽이 조용히 무시되는 버그가 있었다. 외부 참조 0건 확인 후 이 entry(MARKET_WEIGHT_AWARE_CLUSTER_GATE_V1
소유)만 _MWA suffix로 분리했다.
'
owner_formula: MARKET_WEIGHT_AWARE_CLUSTER_GATE_V1
sample_n: 0
source: EXPERT_PRIOR
sunset_date: '2026-09-30'
unit: pct
value: 25.0
- gs_location: gas_data_feed.gs:3867
id: SEMI_CLUSTER_CAP_NEUTRAL
last_calibrated: null
live_sample_requirement: 30
notes: '중립: 35%. KOSPI 비중 제공 시 max(35, weight×1.00). 시장 중립 허용.'
owner_formula: MARKET_WEIGHT_AWARE_CLUSTER_GATE_V1
sample_n: 0
source: EXPERT_PRIOR
sunset_date: '2026-09-30'
unit: pct
value: 35.0
- gs_location: gas_data_feed.gs:3864
id: SEMI_CLUSTER_CAP_RISK_ON
last_calibrated: null
live_sample_requirement: 30
notes: '상승장: 45%. KOSPI 비중 제공 시 max(45, weight×1.30). 반도체 주도 참여 허용.'
owner_formula: MARKET_WEIGHT_AWARE_CLUSTER_GATE_V1
sample_n: 0
source: EXPERT_PRIOR
sunset_date: '2026-09-30'
unit: pct
value: 45.0
- gs_location: gas_data_feed.gs:3861
id: SEMI_CLUSTER_CAP_SECULAR_LEADER
last_calibrated: null
notes: '주도주 집중 전략: 65% 고정. 이 이상은 전체 포트폴리오 리스크 과도.'
owner_formula: MARKET_WEIGHT_AWARE_CLUSTER_GATE_V1
sample_n: 0
source: SPEC_DERIVED
unit: pct
value: 65.0
- gs_location: gas_data_feed.gs:3777
id: SAMSUNG_CAP_EVENT_SHOCK
last_calibrated: null
owner_formula: LEADER_POSITION_WEIGHT_CAP_V1
sample_n: 0
source: SPEC_DERIVED
unit: pct
value: 15.0
- gs_location: gas_data_feed.gs:3778
id: SAMSUNG_CAP_RISK_OFF
last_calibrated: null
owner_formula: LEADER_POSITION_WEIGHT_CAP_V1
sample_n: 0
source: SPEC_DERIVED
unit: pct
value: 18.0
- gs_location: gas_data_feed.gs:3781
id: SAMSUNG_CAP_NEUTRAL
last_calibrated: null
notes: 'NEUTRAL: 28%. KOSPI 삼성 비중 입력 시 max(28, weight×1.20). 기존 20%→28% 완화.'
owner_formula: LEADER_POSITION_WEIGHT_CAP_V1
sample_n: 0
source: SPEC_DERIVED
unit: pct
value: 28.0
- gs_location: gas_data_feed.gs:3780
id: SAMSUNG_CAP_RISK_ON
last_calibrated: null
notes: 'RISK_ON: 40%. KOSPI 비중 입력 시 max(40, weight×1.70). 기존 20%→40% 완화.'
owner_formula: LEADER_POSITION_WEIGHT_CAP_V1
sample_n: 0
source: SPEC_DERIVED
unit: pct
value: 40.0
- gs_location: gas_data_feed.gs:3779
id: SAMSUNG_CAP_SECULAR_LEADER
last_calibrated: null
notes: 'SECULAR_LEADER: 50% 허용. 집중 전략 최대 단일 종목 비중.'
owner_formula: LEADER_POSITION_WEIGHT_CAP_V1
sample_n: 0
source: SPEC_DERIVED
unit: pct
value: 50.0
- gs_location: gas_data_feed.gs:3799
id: LEADER_POSITION_WEIGHT_CAP_SELL_TRIM
last_calibrated: null
notes: sharePct >= 50 이면 overweight trim 판정을 위한 경계값.
owner_formula: LEADER_POSITION_WEIGHT_CAP_V1
sample_n: 0
source: SPEC_DERIVED
unit: pct
value: 50.0
- gs_location: gas_data_feed.gs:3785
id: HYNIX_CAP_EVENT_SHOCK
last_calibrated: null
owner_formula: LEADER_POSITION_WEIGHT_CAP_V1
sample_n: 0
source: SPEC_DERIVED
unit: pct
value: 10.0
- gs_location: gas_data_feed.gs:3786
id: HYNIX_CAP_RISK_OFF
last_calibrated: null
owner_formula: LEADER_POSITION_WEIGHT_CAP_V1
sample_n: 0
source: SPEC_DERIVED
unit: pct
value: 12.0
- gs_location: gas_data_feed.gs:3789
id: HYNIX_CAP_NEUTRAL
last_calibrated: null
owner_formula: LEADER_POSITION_WEIGHT_CAP_V1
sample_n: 0
source: SPEC_DERIVED
unit: pct
value: 15.0
- gs_location: gas_data_feed.gs:3788
id: HYNIX_CAP_RISK_ON
last_calibrated: null
owner_formula: LEADER_POSITION_WEIGHT_CAP_V1
sample_n: 0
source: SPEC_DERIVED
unit: pct
value: 22.0
- gs_location: gas_data_feed.gs:3787
id: HYNIX_CAP_SECULAR_LEADER
last_calibrated: null
owner_formula: LEADER_POSITION_WEIGHT_CAP_V1
sample_n: 0
source: SPEC_DERIVED
unit: pct
value: 28.0
- gs_location: gas_data_feed.gs:3802
id: PORTFOLIO_HEALTH_CRITICAL_WARN_COUNT
last_calibrated: null
notes: warnCount >= 3 → CRITICAL. 건강도 점수 경계 임계값.
owner_formula: PORTFOLIO_HEALTH_SCORE_V1
sample_n: 0
source: SPEC_DERIVED
unit: count
value: 3
- id: CSA_SCALP_W_TECHNICAL
last_calibrated: null
notes: '단타: 기술지표 가중. RSI 과매도 반등·당일 모멘텀 중심.'
owner_formula: CAPITAL_STYLE_ALLOCATION_V1
py_location: tools/build_capital_style_allocation_v1.py:W_STYLE
sample_n: 0
source: SPEC_DERIVED
unit: weight
value: 0.5
- id: CSA_SCALP_W_SMARTMONEY
last_calibrated: null
owner_formula: CAPITAL_STYLE_ALLOCATION_V1
py_location: tools/build_capital_style_allocation_v1.py:W_STYLE
sample_n: 0
source: SPEC_DERIVED
unit: weight
value: 0.3
- id: CSA_SCALP_W_FUNDAMENTAL
last_calibrated: null
notes: '단타: 펀더멘털 비중 최소(당일 매매에 무관).'
owner_formula: CAPITAL_STYLE_ALLOCATION_V1
py_location: tools/build_capital_style_allocation_v1.py:W_STYLE
sample_n: 0
source: SPEC_DERIVED
unit: weight
value: 0.05
- id: CSA_SCALP_W_MACRO_EVENT
last_calibrated: null
owner_formula: CAPITAL_STYLE_ALLOCATION_V1
py_location: tools/build_capital_style_allocation_v1.py:W_STYLE
sample_n: 0
source: SPEC_DERIVED
unit: weight
value: 0.15
- id: CSA_SWING_W_TECHNICAL
last_calibrated: null
owner_formula: CAPITAL_STYLE_ALLOCATION_V1
py_location: tools/build_capital_style_allocation_v1.py:W_STYLE
sample_n: 0
source: SPEC_DERIVED
unit: weight
value: 0.3
- id: CSA_SWING_W_SMARTMONEY
last_calibrated: null
notes: '단기: 스마트머니 흐름(1~4주 기관수급) 가장 중요.'
owner_formula: CAPITAL_STYLE_ALLOCATION_V1
py_location: tools/build_capital_style_allocation_v1.py:W_STYLE
sample_n: 0
source: SPEC_DERIVED
unit: weight
value: 0.35
- id: CSA_SWING_W_FUNDAMENTAL
last_calibrated: null
owner_formula: CAPITAL_STYLE_ALLOCATION_V1
sample_n: 0
source: SPEC_DERIVED
unit: weight
value: 0.15
- id: CSA_SWING_W_MACRO_EVENT
last_calibrated: null
owner_formula: CAPITAL_STYLE_ALLOCATION_V1
sample_n: 0
source: SPEC_DERIVED
unit: weight
value: 0.2
- id: CSA_MOMENTUM_W_TECHNICAL
last_calibrated: null
owner_formula: CAPITAL_STYLE_ALLOCATION_V1
sample_n: 0
source: SPEC_DERIVED
unit: weight
value: 0.15
- id: CSA_MOMENTUM_W_SMARTMONEY
last_calibrated: null
owner_formula: CAPITAL_STYLE_ALLOCATION_V1
sample_n: 0
source: SPEC_DERIVED
unit: weight
value: 0.25
- id: CSA_MOMENTUM_W_FUNDAMENTAL
last_calibrated: null
notes: '중기: 펀더멘털 개선(ROE·OCF) 핵심.'
owner_formula: CAPITAL_STYLE_ALLOCATION_V1
sample_n: 0
source: SPEC_DERIVED
unit: weight
value: 0.4
- id: CSA_MOMENTUM_W_MACRO_EVENT
last_calibrated: null
owner_formula: CAPITAL_STYLE_ALLOCATION_V1
sample_n: 0
source: SPEC_DERIVED
unit: weight
value: 0.2
- id: CSA_POSITION_W_TECHNICAL
last_calibrated: null
owner_formula: CAPITAL_STYLE_ALLOCATION_V1
sample_n: 0
source: SPEC_DERIVED
unit: weight
value: 0.1
- id: CSA_POSITION_W_SMARTMONEY
last_calibrated: null
owner_formula: CAPITAL_STYLE_ALLOCATION_V1
sample_n: 0
source: SPEC_DERIVED
unit: weight
value: 0.2
- id: CSA_POSITION_W_FUNDAMENTAL
last_calibrated: null
notes: '장기: 펀더멘털 내러티브(3개월+ 보유) 가장 중요.'
owner_formula: CAPITAL_STYLE_ALLOCATION_V1
sample_n: 0
source: SPEC_DERIVED
unit: weight
value: 0.55
- id: CSA_POSITION_W_MACRO_EVENT
last_calibrated: null
owner_formula: CAPITAL_STYLE_ALLOCATION_V1
sample_n: 0
source: SPEC_DERIVED
unit: weight
value: 0.15
- id: CSA_POSITION_PCT_HIGH_CONVICTION
last_calibrated: null
notes: conviction ≥ 80 → 7% 포지션 (최대 단일 비중)
owner_formula: CAPITAL_STYLE_ALLOCATION_V1
py_location: tools/build_capital_style_allocation_v1.py:conviction_to_pct
sample_n: 0
source: SPEC_DERIVED
unit: conviction_score
value: 80.0
- id: CSA_POSITION_PCT_STRONG
last_calibrated: null
notes: conviction ≥ 65 → 5%
owner_formula: CAPITAL_STYLE_ALLOCATION_V1
sample_n: 0
source: SPEC_DERIVED
unit: conviction_score
value: 65.0
- id: CSA_POSITION_PCT_MODERATE
last_calibrated: null
notes: conviction ≥ 50 → 3%
owner_formula: CAPITAL_STYLE_ALLOCATION_V1
sample_n: 0
source: SPEC_DERIVED
unit: conviction_score
value: 50.0
- id: CSA_POSITION_PCT_PILOT
last_calibrated: null
notes: conviction ≥ 35 → 1.5% 탐색 파일럿. < 35 → 0% 진입 금지
owner_formula: CAPITAL_STYLE_ALLOCATION_V1
sample_n: 0
source: SPEC_DERIVED
unit: conviction_score
value: 35.0
- id: CSA_TECH_RSI_OVERSOLD
last_calibrated: null
notes: RSI14 < 35 → +20점. 단기 과매도 반등 기회.
owner_formula: CAPITAL_STYLE_ALLOCATION_V1
py_location: tools/build_capital_style_allocation_v1.py:compute_technical_score
sample_n: 0
source: SPEC_DERIVED
unit: rsi
value: 35.0
- id: CSA_TECH_RSI_OVERBOUGHT
last_calibrated: null
notes: RSI14 > 70 → -25점. 추격 매수 위험.
owner_formula: CAPITAL_STYLE_ALLOCATION_V1
sample_n: 0
source: SPEC_DERIVED
unit: rsi
value: 70.0
- id: CSA_TECH_DISPARITY_PULLBACK
last_calibrated: null
notes: MA20 이격도 < 3% → +15점. 눌림목 구간.
owner_formula: CAPITAL_STYLE_ALLOCATION_V1
sample_n: 0
source: SPEC_DERIVED
unit: pct
value: 3.0
- id: CSA_TECH_DISPARITY_OVEREXTEND
last_calibrated: null
notes: MA20 이격도 > 10% → -20점. 과이격 추격 위험.
owner_formula: CAPITAL_STYLE_ALLOCATION_V1
sample_n: 0
source: SPEC_DERIVED
unit: pct
value: 10.0
- id: CSA_TECH_RET5D_REBOUND_CANDIDATE
last_calibrated: null
notes: Ret5D < -5% → +10점. 단기 급락 반등 후보.
owner_formula: CAPITAL_STYLE_ALLOCATION_V1
sample_n: 0
source: SPEC_DERIVED
unit: pct
value: -5.0
- id: CSA_TECH_VOLUME_CONFIRM_MULT
last_calibrated: null
notes: volume >= avgVol5d*1.2 AND Ret5D>0 → +10점. 수급 확인 돌파.
owner_formula: CAPITAL_STYLE_ALLOCATION_V1
sample_n: 0
source: SPEC_DERIVED
unit: ratio
value: 1.2
- id: CSA_LIQUIDITY_MODIFIER_DEEP
last_calibrated: null
notes: DEEP 유동성 → 배수 1.0 (conviction 전량 적용)
owner_formula: CAPITAL_STYLE_ALLOCATION_V1
sample_n: 0
source: SPEC_DERIVED
unit: ratio
value: 1.0
- id: CSA_LIQUIDITY_MODIFIER_MODERATE
last_calibrated: null
notes: MODERATE 유동성 → 배수 0.9 (10% 패널티)
owner_formula: CAPITAL_STYLE_ALLOCATION_V1
sample_n: 0
source: SPEC_DERIVED
unit: ratio
value: 0.9
- id: CSA_LIQUIDITY_MODIFIER_THIN
last_calibrated: null
notes: THIN 유동성 → 배수 0.75 (25% 패널티)
owner_formula: CAPITAL_STYLE_ALLOCATION_V1
sample_n: 0
source: SPEC_DERIVED
unit: ratio
value: 0.75
- id: CSA_LIQUIDITY_MODIFIER_FROZEN
last_calibrated: null
notes: FROZEN 유동성 → conviction=0 강제. 실행 금지.
owner_formula: CAPITAL_STYLE_ALLOCATION_V1
sample_n: 0
source: SPEC_DERIVED
unit: ratio
value: 0.0
- gs_location: gas_data_feed.gs:6696
id: BQG_V2_RET3D_BLOCK_7PCT
last_calibrated: null
notes: 3일 수익률 ≥ 7% → 감점. 라인 업데이트 등록.
owner_formula: BREAKOUT_QUALITY_GATE_V2
sample_n: 0
source: SPEC_DERIVED
unit: pct
value: 7.0
- gs_location: gas_data_feed.gs:6697
id: BQG_V2_DISPARITY_BLOCK_10PCT
last_calibrated: null
notes: 이격도 > 10% → 감점. 과열 추격.
owner_formula: BREAKOUT_QUALITY_GATE_V2
sample_n: 0
source: SPEC_DERIVED
unit: pct
value: 10.0
- gs_location: gas_data_feed.gs:6698
id: BQG_V2_SURGE_RET1D_4PCT
last_calibrated: null
notes: 당일 +4% 이상 저거래량 → 감점.
owner_formula: BREAKOUT_QUALITY_GATE_V2
sample_n: 0
source: SPEC_DERIVED
unit: pct
value: 4.0
- gs_location: gas_data_feed.gs:6700
id: BQG_V2_RSI_OVERBOUGHT_75
last_calibrated: null
notes: RSI14 > 75 → 감점.
owner_formula: BREAKOUT_QUALITY_GATE_V2
sample_n: 0
source: SPEC_DERIVED
unit: rsi
value: 75.0
- gs_location: gas_data_feed.gs:6701
id: BQG_V2_TIMING_EXIT_50
last_calibrated: null
notes: 타이밍 이탈점수 ≥ 50 → 감점.
owner_formula: BREAKOUT_QUALITY_GATE_V2
sample_n: 0
source: SPEC_DERIVED
unit: score
value: 50.0
- gs_location: gas_data_feed.gs:6702
id: BQG_V2_DISTRIBUTION_70
last_calibrated: null
notes: 설거지 위험 점수 ≥ 70 → 감점.
owner_formula: BREAKOUT_QUALITY_GATE_V2
sample_n: 0
source: SPEC_DERIVED
unit: score
value: 70.0
- gs_location: gas_data_feed.gs:6703
id: BQG_V2_LATE_CHASE_70
last_calibrated: null
notes: 뒷박 위험 점수 ≥ 70 → 감점.
owner_formula: BREAKOUT_QUALITY_GATE_V2
sample_n: 0
source: SPEC_DERIVED
unit: score
value: 70.0
- gs_location: gas_data_feed.gs:6706
id: BQG_V2_VOL_RET1D_2PCT
last_calibrated: null
notes: 거래량 1.5배 이상 & ret1d ≥ 2% → 가점 조건.
owner_formula: BREAKOUT_QUALITY_GATE_V2
sample_n: 0
source: SPEC_DERIVED
unit: pct
value: 2.0
- gs_location: gas_data_feed.gs:6707
id: BQG_V2_QUALITY_RET3D_5PCT
last_calibrated: null
notes: 3일 수익률 < 5% → 품질 돌파 가점 조건.
owner_formula: BREAKOUT_QUALITY_GATE_V2
sample_n: 0
source: SPEC_DERIVED
unit: pct
value: 5.0
- gs_location: gas_data_feed.gs:6708
id: BQG_V2_DISPARITY_HEALTHY_6PCT
last_calibrated: null
notes: 이격도 0~6% → 건강한 이격 가점.
owner_formula: BREAKOUT_QUALITY_GATE_V2
sample_n: 0
source: SPEC_DERIVED
unit: pct
value: 6.0
- gs_location: gas_data_feed.gs:6709
id: BQG_V2_RSI_HEALTHY_MIN_45
last_calibrated: null
notes: RSI14 ≥ 45 → 건강 구간 가점 (하한).
owner_formula: BREAKOUT_QUALITY_GATE_V2
sample_n: 0
source: SPEC_DERIVED
unit: rsi
value: 45.0
- gs_location: gas_data_feed.gs:6709
id: BQG_V2_RSI_HEALTHY_MAX_65
last_calibrated: null
notes: RSI14 ≤ 65 → 건강 구간 가점 (상한).
owner_formula: BREAKOUT_QUALITY_GATE_V2
sample_n: 0
source: SPEC_DERIVED
unit: rsi
value: 65.0
- gs_location: gas_data_feed.gs:6659
id: BQG_V2_PILOT_ALLOWED_SCORE_75
last_calibrated: null
live_sample_requirement: 30
notes: score >= 75 → PILOT_ALLOWED. breakout lead entry 상태 임계.
owner_formula: BREAKOUT_QUALITY_GATE_V2
sample_n: 0
source: EXPERT_PRIOR
sunset_date: '2026-09-30'
unit: score
value: 75.0
- gs_location: gas_data_feed.gs:6660
id: BQG_V2_WATCH_ONLY_SCORE_55
last_calibrated: null
live_sample_requirement: 30
notes: score >= 55 → WATCH_ONLY. breakout lead entry 대기 임계.
owner_formula: BREAKOUT_QUALITY_GATE_V2
sample_n: 0
source: EXPERT_PRIOR
sunset_date: '2026-09-30'
unit: score
value: 55.0
- gs_location: gas_data_feed.gs:6743
id: AWS_V1_CONSEC_SELL_5D
last_calibrated: null
live_sample_requirement: 30
notes: 5일 연속 매도 신호 → whipsaw 가점.
owner_formula: ANTI_WHIPSAW_GATE_V1
sample_n: 0
source: EXPERT_PRIOR
sunset_date: '2026-09-30'
unit: days
value: 5.0
- gs_location: gas_data_feed.gs:6746
id: AWS_V1_SECTOR_RS_100
last_calibrated: null
live_sample_requirement: 30
notes: 섹터 RS > 100 → 섹터 초과수익 가점.
owner_formula: ANTI_WHIPSAW_GATE_V1
sample_n: 0
source: EXPERT_PRIOR
sunset_date: '2026-09-30'
unit: ratio
value: 100.0
- gs_location: gas_data_feed.gs:6747
id: AWS_V1_VOL_SURGE_50PCT
last_calibrated: null
live_sample_requirement: 30
notes: 거래대금 급증 ≥ 50% → 감점.
owner_formula: ANTI_WHIPSAW_GATE_V1
sample_n: 0
source: EXPERT_PRIOR
sunset_date: '2026-09-30'
unit: pct
value: 50.0
- gs_location: gas_data_feed.gs:6748
id: AWS_V1_VOL_SURGE_100PCT
last_calibrated: null
live_sample_requirement: 30
notes: 거래대금 급증 ≥ 100% → 추가 감점.
owner_formula: ANTI_WHIPSAW_GATE_V1
sample_n: 0
source: EXPERT_PRIOR
sunset_date: '2026-09-30'
unit: pct
value: 100.0
- gs_location: gas_data_feed.gs:6762
id: AWS_V1_SCORE_GATE_30
last_calibrated: null
live_sample_requirement: 30
notes: score ≥ 30 → WHIPSAW_CONFIRMED 발동.
owner_formula: ANTI_WHIPSAW_GATE_V1
sample_n: 0
source: EXPERT_PRIOR
sunset_date: '2026-09-30'
unit: score
value: 30.0
- gs_location: gas_data_feed.gs:6763
id: AWS_V1_CLEAR_CNT_3
last_calibrated: null
live_sample_requirement: 30
notes: 해제 조건 3개 → WHIPSAW_AUTO_RELEASED.
owner_formula: ANTI_WHIPSAW_GATE_V1
sample_n: 0
source: EXPERT_PRIOR
sunset_date: '2026-09-30'
unit: count
value: 3.0
- gs_location: gas_data_feed.gs:6764
id: AWS_V1_CLEAR_CNT_2
last_calibrated: null
live_sample_requirement: 30
notes: 해제 조건 2개 → WHIPSAW_WEAKENING (hold_1d).
owner_formula: ANTI_WHIPSAW_GATE_V1
sample_n: 0
source: EXPERT_PRIOR
sunset_date: '2026-09-30'
unit: count
value: 2.0
- gs_location: gas_data_feed.gs:6712
id: AWS_V1_SCORE_GATE_10
last_calibrated: null
live_sample_requirement: 30
notes: score 10~29 → INCONCLUSIVE.
owner_formula: ANTI_WHIPSAW_GATE_V1
sample_n: 0
source: EXPERT_PRIOR
sunset_date: '2026-09-30'
unit: score
value: 10.0
- gs_location: gas_data_feed.gs:6712
id: AWS_V1_SCORE_GATE_WATCH
last_calibrated: null
live_sample_requirement: 30
notes: score 10~39 → WATCH_COOLING_OFF. ≥40 → INCONCLUSIVE 이상.
owner_formula: ANTI_WHIPSAW_GATE_V1
sample_n: 0
source: EXPERT_PRIOR
sunset_date: '2026-09-30'
unit: score
value: 40.0
- gs_location: gas_data_feed.gs:6715
id: BQG_V2_GATE_BLOCKED_LT_10
last_calibrated: null
notes: score < 10 → BLOCKED_LATE_CHASE. 돌파 품질 최저 임계.
owner_formula: BREAKOUT_QUALITY_GATE_V2
sample_n: 0
source: SPEC_DERIVED
unit: score
value: 10.0
- gs_location: gas_data_feed.gs:6715
id: BQG_V2_GATE_WATCH_LT_40
last_calibrated: null
notes: score 10~39 → WATCH_COOLING_OFF. ≥40 → PILOT_ALLOWED.
owner_formula: BREAKOUT_QUALITY_GATE_V2
sample_n: 0
source: SPEC_DERIVED
unit: score
value: 40.0
- gs_location: gas_data_feed.gs:6751
id: AWG_V1_VOL_SURGE_100_PENALTY2
last_calibrated: null
live_sample_requirement: 30
notes: volSurge ≥ 100% → 추가 -20점 (vol_surge_100pct 이중 페널티).
owner_formula: ANTI_WHIPSAW_GATE_V1
sample_n: 0
source: EXPERT_PRIOR
sunset_date: '2026-09-30'
unit: pct
value: 100.0
- gs_location: gas_data_feed.gs:6767
id: AWG_V1_AUTO_RELEASE_CLEAR_CNT_2
last_calibrated: null
live_sample_requirement: 30
notes: clearCnt ≥ 2 → WHIPSAW_WEAKENING, holdDays=1.
owner_formula: ANTI_WHIPSAW_GATE_V1
sample_n: 0
source: EXPERT_PRIOR
sunset_date: '2026-09-30'
unit: count
value: 2.0
- gs_location: gas_data_feed.gs:6769
id: AWG_V1_INCONCLUSIVE_SCORE_10
last_calibrated: null
live_sample_requirement: 30
notes: score ≥ 10 AND < 30 → INCONCLUSIVE 게이트.
owner_formula: ANTI_WHIPSAW_GATE_V1
sample_n: 0
source: EXPERT_PRIOR
sunset_date: '2026-09-30'
unit: score
value: 10.0
- gs_location: gas_data_feed.gs:6732
id: ANTI_WHIPSAW_GATE_V1_SCORE_WARN_55
last_calibrated: null
notes: score >= 55 이면 anti-whipsaw 강도 기준을 통과하는 경계값.
owner_formula: ANTI_WHIPSAW_GATE_V1
sample_n: 0
source: SPEC_DERIVED
unit: score
value: 55.0
- id: NF1_FX_BETA_EXPORT
last_calibrated: null
live_sample_requirement: 30
notes: 수출주(삼성전자·SK하이닉스) FX 민감도 가중치. usd_krw_weak 기여 20% 확대. Expert prior.
owner_formula: REGIME_CONDITIONAL_MACRO_FACTOR_V1
py_location: tools/build_predictive_alpha_dialectic_engine_v2.py:FX_BETA_EXPORT
sample_n: 0
source: EXPERT_PRIOR
sunset_date: '2026-09-30'
unit: ratio
value: 1.2
- id: NF1_FX_BETA_DOMESTIC
last_calibrated: null
live_sample_requirement: 30
notes: 내수주 FX 민감도 축소. usd_krw_weak 기여 30% 감소. Expert prior.
owner_formula: REGIME_CONDITIONAL_MACRO_FACTOR_V1
py_location: tools/build_predictive_alpha_dialectic_engine_v2.py:FX_BETA_DOMESTIC
sample_n: 0
source: EXPERT_PRIOR
sunset_date: '2026-09-30'
unit: ratio
value: 0.7
- id: NF2_REBOUND_CAPTURE_WEIGHT
last_calibrated: null
live_sample_requirement: 30
notes: 과매도 반등 4조건 충족 시 thesis 보너스 점수. Expert prior.
owner_formula: REBOUND_CAPTURE_THESIS_FACTOR_V1
py_location: tools/build_predictive_alpha_dialectic_engine_v2.py:REBOUND_CAPTURE_WEIGHT
sample_n: 0
source: EXPERT_PRIOR
sunset_date: '2026-09-30'
unit: thesis_points
value: 15.0
- id: NF2_REBOUND_RSI_LOW
last_calibrated: null
live_sample_requirement: 30
notes: 'rsi14 >= 25: 과매도 하한. Expert prior.'
owner_formula: REBOUND_CAPTURE_THESIS_FACTOR_V1
py_location: tools/build_predictive_alpha_dialectic_engine_v2.py
sample_n: 0
source: EXPERT_PRIOR
sunset_date: '2026-09-30'
unit: rsi
value: 25
- id: NF2_REBOUND_RSI_HIGH
last_calibrated: null
live_sample_requirement: 30
notes: 'rsi14 <= 40: 과매도~회복 초입 상한. Expert prior.'
owner_formula: REBOUND_CAPTURE_THESIS_FACTOR_V1
py_location: tools/build_predictive_alpha_dialectic_engine_v2.py
sample_n: 0
source: EXPERT_PRIOR
sunset_date: '2026-09-30'
unit: rsi
value: 40
- id: NF2_REBOUND_MA20_BUFFER
last_calibrated: null
live_sample_requirement: 30
notes: 'price <= ma20 x 1.03: MA20 3% 이내 눌림목 버퍼. Expert prior.'
owner_formula: REBOUND_CAPTURE_THESIS_FACTOR_V1
py_location: tools/build_predictive_alpha_dialectic_engine_v2.py
sample_n: 0
source: EXPERT_PRIOR
sunset_date: '2026-09-30'
unit: ratio
value: 1.03
- id: NF2_REBOUND_FLOW_CREDIT_MIN
last_calibrated: null
live_sample_requirement: 30
notes: 'flow_credit >= 0.5: 자금 유입 최소 기준. Expert prior.'
owner_formula: REBOUND_CAPTURE_THESIS_FACTOR_V1
py_location: tools/build_predictive_alpha_dialectic_engine_v2.py
sample_n: 0
source: EXPERT_PRIOR
sunset_date: '2026-09-30'
unit: ratio_0_1
value: 0.5
- id: NF2_REBOUND_DOWN_STREAK_MIN
last_calibrated: null
live_sample_requirement: 30
notes: 'down_streak >= 2: 연속 하락 2일 이상. Expert prior.'
owner_formula: REBOUND_CAPTURE_THESIS_FACTOR_V1
py_location: tools/build_predictive_alpha_dialectic_engine_v2.py
sample_n: 0
source: EXPERT_PRIOR
sunset_date: '2026-09-30'
unit: days
value: 2
- id: NF3_CUT_DECILE_DEFAULT
last_calibrated: null
live_sample_requirement: 30
notes: '하위 3분위 BUY 차단. samples >= 30 누적 후 실측 최저승률 분위로 자동 교체 예정.
보정 조건: proposal_evaluation_history 비-REPLAY T+5 행 30건 이상.
'
owner_formula: ENTRY_TIMING_DECILE_FACTOR_V1
py_location: tools/build_late_chase_attribution_v1.py:velocity_decile_thresholds
sample_n: 0
source: EXPERT_PRIOR
sunset_date: '2026-09-30'
unit: decile_rank_1_10
value: 3
- id: NF3_MIN_SAMPLE_N
last_calibrated: null
live_sample_requirement: 30
notes: 분위 캘리브레이션 최소 표본 수. 미달 시 WATCH_PENDING_SAMPLE. Expert prior.
owner_formula: ENTRY_TIMING_DECILE_FACTOR_V1
py_location: tools/build_late_chase_attribution_v1.py
sample_n: 0
source: EXPERT_PRIOR
sunset_date: '2026-09-30'
unit: count
value: 30
- id: NF4_ADV_PARTICIPATION_CAP
last_calibrated: null
live_sample_requirement: 30
notes: 'ADV 대비 주문크기 5% 상한. 5% 초과 시 TWAP 분할 권고.
Expert prior: 시장충격 연구 기반.
'
owner_formula: SELL_SLIPPAGE_BUDGET_FACTOR_V1
py_location: tools/build_value_preservation_scorer_v1.py:adv_participation_cap
sample_n: 0
source: EXPERT_PRIOR
sunset_date: '2026-09-30'
unit: ratio
value: 0.05
- id: NF5_K_APEX_SUPER
last_calibrated: null
live_sample_requirement: 30
notes: 'APEX_SUPER(+50%): k=1.0 타이트닝. Expert prior.'
owner_formula: PROFIT_GIVEBACK_RATCHET_FACTOR_V1
py_location: tools/build_ratchet_trailing_general_v1.py
sample_n: 0
source: EXPERT_PRIOR
sunset_date: '2026-09-30'
unit: atr_multiplier
value: 1.0
- id: NF5_K_APEX_TRAILING
last_calibrated: null
live_sample_requirement: 30
notes: 'APEX_TRAILING(+40~50%): k=1.5. Expert prior.'
owner_formula: PROFIT_GIVEBACK_RATCHET_FACTOR_V1
py_location: tools/build_ratchet_trailing_general_v1.py
sample_n: 0
source: EXPERT_PRIOR
sunset_date: '2026-09-30'
unit: atr_multiplier
value: 1.5
- id: NF5_K_PROFIT_LOCK_30
last_calibrated: null
live_sample_requirement: 30
notes: 'PROFIT_LOCK_20/30(+20~40%): k=2.0. Expert prior.'
owner_formula: PROFIT_GIVEBACK_RATCHET_FACTOR_V1
py_location: tools/build_ratchet_trailing_general_v1.py
sample_n: 0
source: EXPERT_PRIOR
sunset_date: '2026-09-30'
unit: atr_multiplier
value: 2.0
- id: NF5_K_NEUTRAL
last_calibrated: null
live_sample_requirement: 30
notes: 'PROFIT_LOCK_10(+10~20%): k=2.5. 기본 래칫 폭. Expert prior.'
owner_formula: PROFIT_GIVEBACK_RATCHET_FACTOR_V1
py_location: tools/build_ratchet_trailing_general_v1.py
sample_n: 0
source: EXPERT_PRIOR
sunset_date: '2026-09-30'
unit: atr_multiplier
value: 2.5
- gs_location: gas_data_feed.gs:3904
id: SEMICONDUCTOR_CLUSTER_LIMIT
last_calibrated: null
notes: Semiconductor cluster limit.
owner_formula: SEMICONDUCTOR_CLUSTER_GATE
sample_n: 0
source: SPEC_DERIVED
unit: count
value: 3.0
- gs_location: gas_data_feed.gs:3829
id: LEADER_POSITION_WEIGHT_CAP_V1
last_calibrated: null
notes: Leader position weight cap.
owner_formula: LEADER_POSITION_WEIGHT_CAP_V1
sample_n: 0
source: SPEC_DERIVED
unit: pct
value: 50.0
- gs_location: gas_data_feed.gs:3816
id: LEADER_POSITION_WEIGHT_CAP_V1_TIME_BREACH_DAYS
last_calibrated: null
notes: holdDays >= 60 && excessRet < 0 → TIME_STOP.
owner_formula: LEADER_POSITION_WEIGHT_CAP_V1
sample_n: 0
source: SPEC_DERIVED
unit: days
value: 60
- gs_location: gas_data_feed.gs:6735
id: ANTI_WHIPSAW_GATE_V1_LIMIT
last_calibrated: null
notes: Anti-whipsaw gate limit.
owner_formula: ANTI_WHIPSAW_GATE_V1
sample_n: 0
source: SPEC_DERIVED
unit: pct
value: 35.0
- gs_location: gas_data_feed.gs:186
id: SP_TAKE_PROFIT
last_calibrated: null
notes: Sell-priority score bonus awarded when take-profit condition is active. Migrated
from GAS constant to registry (P5-T01 wave1).
owner_formula: TAKE_PROFIT_LADDER_V2
sample_n: null
source: SPEC_DERIVED
unit: score_points
value: 10
- gs_location: gas_data_feed.gs:2164
id: TAKE_PROFIT_BASE
last_calibrated: null
notes: Base take-profit score used in profit-lock computation. Migrated from GAS
SP constant to registry (P5-T01 wave2).
owner_formula: TAKE_PROFIT_LADDER_V2
sample_n: null
source: SPEC_DERIVED
unit: score_points
value: 10
- id: OVERHANG_PRESSURE_V1_FALLBACK_MULT
last_calibrated: null
notes: 'WBS-7.5(2026-06-21) — frg_20d_sh 미존재 시 selling_acceleration 폴백을 "frg_5d_sh
< -500000"(절대 주식수, 임시) 에서 "frg_5d_sh < -1.5 * avg_volume_5d" (해당 종목 평균거래량 비례)
로 교체. 1.5 배수는 with_20d 분기에서 동일 공식이 이미 사용하는 가속 임계(frg_20d_sh/4 × 1.5)를 그대로 재사용한
것이며, 새로 추정한 값이 아니다. 단, 실거래 표본으로 검증되지 않았으므로 EXPERT_PRIOR로 등록한다 — CALIBRATED 승격은
sample_n≥30 확보 후 검토.
'
owner_formula: OVERHANG_PRESSURE_V1
py_location: spec/13_formula_registry.yaml:OVERHANG_PRESSURE_V1.derived_flags.selling_acceleration.without_20d_fallback
sample_n: 0
source: EXPERT_PRIOR
unit: multiplier_of_avg_volume_5d
value: 1.5
- id: MRS_CIRCUIT_BREAKER_ADJUSTMENT_PTS
last_calibrated: null
live_sample_requirement: 10
notes: 'WBS-7.5(2026-06-22) — sector_crash_intraday_protocol의 tier_B 조치에서 cash_floor
market_risk_score_based_cash를 상향 조정할 때 적용하는 MRS 점수 추가. 극단 시장변동성 발생 시 현금 보수성을 강화하기
위한 일시적 조정 메커니즘. 기존 spec에 "MRS +2점 (임시)"로 하드코딩되어 있던 값을 정규화. 실거래 표본 부재로 EXPERT_PRIOR
등록. CALIBRATED 승격 조건: 10건 이상 tier_B 발동 사례에서 수익률 개선 효과 측정.
'
owner_formula: PORTFOLIO_CIRCUIT_BREAKER_V1
sample_n: 0
source: EXPERT_PRIOR
spec_location: spec/risk/circuit_breakers.yaml:sector_crash_intraday_protocol.tier_B
sunset_date: '2026-12-31'
unit: mrs_score_points
value: 2
- id: CLUSTER_CAP_CLA_REGIME_PER
last_calibrated: null
live_sample_requirement: 5
notes: 'WBS-7.5(2026-06-22) — CLA(Concentrated Leader Advance) 레짐 발동 시 cluster(O2
반도체 + 관련 업체) 결합 노출 상한을 기본 25%에서 60%로 일시 상향. 극단 기업경기 시나리오에서 반도체 부문 자산 유동성 보호를 위한
조정. 기존 spec에 "O2 상한 임시 해제"로 명시된 값을 정규화. 실거래 표본 부재로 EXPERT_PRIOR 등록. CALIBRATED
승격 조건: CLA 발동 5회 이상 사례에서 cluster 과다노출 시 손실 회피 효과 측정.
'
owner_formula: PORTFOLIO_CLUSTER_EXPOSURE_GATE_V1
sample_n: 0
source: EXPERT_PRIOR
spec_location: spec/risk/portfolio_exposure.yaml:regime_based_cluster_cap.cla_regime.cluster_combined_pct_max
sunset_date: '2026-12-31'
unit: pct
value: 60
- calibration_trigger: 'EXECUTION_QUALITY_SCORE_V1 → actual_slippage(Close 기준) 추적.
20건 이상 거래 누적 시 average_actual_slippage 계산 후 현재 5bps와 비교. 차이 > 1bps이면 실측값으로 갱신.
'
id: EXECUTION_SLIPPAGE_BPS
last_calibrated: null
live_sample_requirement: 20
notes: 'WBS-7.6(2026-06-22) — 시장가 주문 기준 평균 슬리피지를 5bps로 하드코딩하던 값을 정규화. 지정가 주문 전략(호가단위
내림, limit_price 설정)과는 별개로, 슬리피지 미예측 시나리오나 시장가 반강제 주문 시 적용되는 일괄 손실률. 실측: 현금화 거래
20건 이상에서 actual_price vs limit_price 차이를 추적해 (Close × 시간대별 호가스프레드 모델) 반영해야 함.
기존 "5bps는 이론치, 실측 보정 예정"이라는 spec 주석이 더 이상 유효하려면 이 threshold로 정규화 필수.
'
owner_formula: EXECUTION_SIMULATOR_V1
sample_n: 0
source: EXPERT_PRIOR
spec_location: spec/55_execution_simulator_contract.yaml:slippage_model.bps
sunset_date: '2026-12-31'
unit: basis_points
value: 5
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