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QuantEngineByItz/spec/calibration_registry.yaml
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kjh2064 9b1ef4a100 Merge WBS-7 완료: GAS→Python 마이그레이션 + 보완고도화 
## 주요 변경사항

### ✅ 완료된 11개 항목

- WBS-7.1: 캘리브레이션 실증 전환 도구
- WBS-7.2: T+5 지표 단일 진실원천 통일
- WBS-7.3: GAS→Python 공식 마이그레이션 재검토 + F05/F10 포팅 ✨
- WBS-7.4: Deprecated 별칭·시트 정리
- WBS-7.5: 임시 하드코딩 폴백 비례화
- WBS-7.6: 슬리피지 실측 보정 스캐폴딩
- WBS-7.7: E2E 통합 테스트 구축
- WBS-7.8: ETF NAV/공매도 자동화 검토 및 운영절차 명문화
- WBS-7.9: snapshot_admin Synology POC 기본 보안 게이트
- WBS-7.10: 어드민 페이지 Tabler 그리드 조회
- WBS-7.11: spec-코드 동기화 게이트

### F05/F10 포팅 (이번 세션)

**F05 (calc_exit_sell_action)**
- 7단계 우선순위 계층 구현
- JavaScript Number.isFinite() 의미론 보장 via safe_float()
- 가격 폴백 체인 (tp2 → tp1 → close)
- 17개 parity 테스트 PASS

**F10 (run_route_flow)**
- 5개 게이트 순차 필터링
- Stop_Breach → Relative_Stop → Intraday_Lock → Heat_Gate → Mean_Reversion
- 17개 parity 테스트 PASS

### 📊 테스트 상태

**Parity 테스트**: 64/64 PASS
- F02/F04/F06 (price_basis): 8개
- F05 (execution_decision): 17개
- F07 (score_thresholds): 9개
- F10 (routing_decision): 17개
- F11 (classify_order_type): 13개

### 🎯 최종 상태

Phase 1~6 모두 완료, Phase 7 보완·고도화 DONE → 엔진 전체 경화 완료.

Co-Authored-By: Claude Haiku 4.5 <noreply@anthropic.com>

# Conflicts:
#	GatherTradingData.json
#	governance/gas_logic_migration_ledger_v1.yaml
2026-06-22 23:22:32 +09:00

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has_code_implementation: true
code_path:
- "tools/build_calibration_priority_v1.py"
- "tools/validate_calibration_registry_v1.py"
thresholds:
- id: ALEG_V2_GATE1_BLOCK_PCT
value: 3.0
unit: pct
source: SPEC_DERIVED
sample_n: 141
last_calibrated: null
owner_formula: ANTI_LATE_ENTRY_GATE_V2
gs_location: gas_apex_alpha_watch.gs:345
py_location: tools/compute_formula_outputs.py:127
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.
'
- id: ALEG_V2_SAMPLE_VALIDATION_N
value: 30.0
unit: count
source: SPEC_DERIVED
sample_n: 0
last_calibrated: null
owner_formula: ANTI_LATE_ENTRY_GATE_V2
gs_location: gas_apex_alpha_watch.gs:374
notes: '소표본 판정을 위한 최소 표본 수 30개 기준.'
- id: ALEG_V2_GATE1_WAIT_PCT
value: 1.5
unit: pct
source: SPEC_DERIVED
sample_n: 141
last_calibrated: null
owner_formula: ANTI_LATE_ENTRY_GATE_V2
gs_location: gas_apex_alpha_watch.gs:347
py_location: tools/compute_formula_outputs.py:131
notes: PULLBACK_WAIT 경계. BLOCK(3.0%)의 절반 수준. Expert prior.
- id: ALEG_V2_GATE2_BLOCK_PCT
value: 8.0
unit: pct
source: SPEC_DERIVED
sample_n: 141
last_calibrated: null
owner_formula: ANTI_LATE_ENTRY_GATE_V2
gs_location: gas_apex_alpha_watch.gs:350
notes: 5일 누적 8% 이상 급등 → 추격 매수 차단. Expert prior.
- id: ALEG_V2_GATE2_WAIT_PCT
value: 5.0
unit: pct
source: SPEC_DERIVED
sample_n: 0
last_calibrated: null
owner_formula: ANTI_LATE_ENTRY_GATE_V2
gs_location: gas_apex_alpha_watch.gs:352
notes: 5일 5% 이상 → PULLBACK_WAIT_5D. Expert prior.
- id: ALEG_V2_GATE3_BLOCK_WS
value: 3.0
unit: weighted_sum
source: SPEC_DERIVED
sample_n: 0
last_calibrated: null
owner_formula: ANTI_LATE_ENTRY_GATE_V2
gs_location: gas_apex_alpha_watch.gs:355
notes: 'DISTRIBUTION 가중합산 3.0 이상 → BLOCK.
V1.1에서 4.0→5.0으로 상향된 DISTRIBUTION_SELL_DETECTOR_V1과 별개 기준.
Expert prior. 혼동 주의.
'
- id: ALEG_V2_GATE3_WAIT_WS
value: 2.0
unit: weighted_sum
source: SPEC_DERIVED
sample_n: 0
last_calibrated: null
owner_formula: ANTI_LATE_ENTRY_GATE_V2
gs_location: gas_apex_alpha_watch.gs:357
notes: ALEG gate3 WAIT 경계. Expert prior.
- id: ALEG_V2_DIST_FRG_WEIGHT
value: 2.0
unit: weight
source: SPEC_DERIVED
sample_n: 141
last_calibrated: null
owner_formula: ANTI_LATE_ENTRY_GATE_V2
gs_location: gas_apex_alpha_watch.gs:337
notes: 외국인 5일 순매도(frg5d<0) 신호 가중치.
- id: ALEG_V2_DIST_INST_WEIGHT
value: 2.0
unit: weight
source: SPEC_DERIVED
sample_n: 0
last_calibrated: null
owner_formula: ANTI_LATE_ENTRY_GATE_V2
gs_location: gas_apex_alpha_watch.gs:338
notes: 기관 5일 순매도(inst5d<0) 신호 가중치.
- id: ALEG_V2_DIST_VOL_MULT
value: 1.3
unit: ratio
source: SPEC_DERIVED
sample_n: 141
last_calibrated: null
owner_formula: ANTI_LATE_ENTRY_GATE_V2
gs_location: gas_apex_alpha_watch.gs:339
notes: 거래량 > 평균×1.3 → 과열 신호. weight=1.5.
- id: ALEG_V2_DIST_VOL_WEIGHT
value: 1.5
unit: weight
source: SPEC_DERIVED
sample_n: 0
last_calibrated: null
owner_formula: ANTI_LATE_ENTRY_GATE_V2
gs_location: gas_apex_alpha_watch.gs:339
- id: ALEG_V2_DIST_BEAR_WEIGHT
value: 1.5
unit: weight
source: SPEC_DERIVED
sample_n: 141
last_calibrated: null
owner_formula: ANTI_LATE_ENTRY_GATE_V2
gs_location: gas_apex_alpha_watch.gs:340
notes: 당일 음봉(close<prevClose) 가중치.
- id: ALEG_V2_DIST_RSI_THRESHOLD
value: 70
unit: rsi
source: SPEC_DERIVED
sample_n: 0
last_calibrated: null
owner_formula: ANTI_LATE_ENTRY_GATE_V2
gs_location: gas_apex_alpha_watch.gs:341
notes: RSI14 > 70 → 과매수. weight=1.0.
- id: ALEG_V2_GRADE_B_VEL1D_UPPER
value: 1.5
unit: pct
source: SPEC_DERIVED
sample_n: 0
last_calibrated: null
owner_formula: ANTI_LATE_ENTRY_GATE_V2
gs_location: gas_apex_alpha_watch.gs:388
notes: 'entry_grade B 조건: velocity_1d < 1.5% AND MA20 근접. gate1 WAIT 임계(동일값)와 별도
등급 기준.'
- id: ALEG_V2_GRADE_D_VEL5D_LOWER
value: 5.0
unit: pct
source: SPEC_DERIVED
sample_n: 0
last_calibrated: null
owner_formula: ANTI_LATE_ENTRY_GATE_V2
gs_location: gas_apex_alpha_watch.gs:393
notes: 'entry_grade D 조건: velocity_5d > 5.0% (gate2 WAIT 임계와 동일값, 독립 등급 판정).'
- id: SMLOLINK_V1_MIN_SAMPLE_N
value: 30
unit: count
source: SPEC_DERIVED
sample_n: 0
last_calibrated: null
owner_formula: SMART_MONEY_LIQUIDITY_OUTCOME_LINK_V1
gs_location: gas_apex_alpha_watch.gs:361
notes: 유동성 버킷별 최소 표본 수. n<30이면 UNVALIDATED로 레이블. 통계 신뢰성 하한.
- id: DSD_V1_CONFIRMED_WS
value: 5.0
unit: weighted_sum
source: PROVISIONAL
sample_n: 141
last_calibrated: null
owner_formula: DISTRIBUTION_SELL_DETECTOR_V1
gs_location: gas_data_feed.gs:8783
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.
'
- id: DSD_V1_WARNING_WS
value: 3.0
unit: weighted_sum
source: EXPERT_PRIOR
sample_n: 0
last_calibrated: null
owner_formula: DISTRIBUTION_SELL_DETECTOR_V1
gs_location: gas_data_feed.gs:8783
notes: V1.1에서 2.0→3.0 상향. DISTRIBUTION_WARNING → BUY 보류 권고.
live_sample_requirement: 30
sunset_date: '2026-09-30'
- id: DSD_V1_SIG1_WEIGHT
value: 2.0
unit: weight
source: PROVISIONAL
sample_n: 141
last_calibrated: null
owner_formula: DISTRIBUTION_SELL_DETECTOR_V1
notes: 'SIG_1: 신고가 근접+거래량 수축'
- id: DSD_V1_SIG2_WEIGHT
value: 2.0
unit: weight
source: PROVISIONAL
sample_n: 141
last_calibrated: null
owner_formula: DISTRIBUTION_SELL_DETECTOR_V1
notes: 'SIG_2: 5일 급등+수급 약화'
- id: DSD_V1_SIG3_WEIGHT
value: 1.5
unit: weight
source: EXPERT_PRIOR
sample_n: 0
last_calibrated: null
owner_formula: DISTRIBUTION_SELL_DETECTOR_V1
notes: 'SIG_3: 외인+기관 동반순매도 3일'
live_sample_requirement: 30
sunset_date: '2026-09-30'
- id: DSD_V1_SIG4_WEIGHT
value: 1.5
unit: weight
source: PROVISIONAL
sample_n: 141
last_calibrated: null
owner_formula: DISTRIBUTION_SELL_DETECTOR_V1
notes: 'SIG_4: RSI14≥75+당일 음봉'
- id: DSD_V1_SIG4_RSI_THRESHOLD
value: 75
unit: rsi
source: EXPERT_PRIOR
sample_n: 0
last_calibrated: null
owner_formula: DISTRIBUTION_SELL_DETECTOR_V1
live_sample_requirement: 30
sunset_date: '2026-09-30'
- id: DSD_V1_SIG5_WEIGHT
value: 1.0
unit: weight
source: PROVISIONAL
sample_n: 141
last_calibrated: null
owner_formula: DISTRIBUTION_SELL_DETECTOR_V1
notes: 'SIG_5: OBV 20일 기울기 음수'
- id: DSD_V1_SIG6_WEIGHT
value: 1.0
unit: weight
source: EXPERT_PRIOR
sample_n: 0
last_calibrated: null
owner_formula: DISTRIBUTION_SELL_DETECTOR_V1
notes: 'SIG_6: 전일 급등+당일 -2% 갭하락'
live_sample_requirement: 30
sunset_date: '2026-09-30'
- id: DSD_V1_SIG6_GAP_PCT
value: -2.0
unit: pct
source: EXPERT_PRIOR
sample_n: 0
last_calibrated: null
owner_formula: DISTRIBUTION_SELL_DETECTOR_V1
live_sample_requirement: 30
sunset_date: '2026-09-30'
- id: K2_SPLIT_RATIO
value: 0.5
unit: ratio
source: SPEC_DERIVED
sample_n: 0
last_calibrated: null
owner_formula: K2_STAGED_REBOUND_SELL_V1
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.
'
- id: K2_REBOUND_TRIGGER_ATR_MULT
value: 0.5
unit: atr_multiple
source: SPEC_DERIVED
sample_n: 141
last_calibrated: null
owner_formula: K2_STAGED_REBOUND_SELL_V1
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.
'
- id: K2_DEADLINE_DAYS
value: 3
unit: days
source: SPEC_DERIVED
sample_n: 0
last_calibrated: null
owner_formula: K2_STAGED_REBOUND_SELL_V1
notes: 반등 대기 데드라인 3영업일. 초과 시 stage1 가격으로 강제 실행.
- id: SCR_V4_VALUE_DAMAGE_BLOCK_PCT
value: 10.0
unit: pct
source: EXPERT_PRIOR
sample_n: 0
last_calibrated: null
owner_formula: CASH_RECOVERY_OPTIMIZER_V1
py_location: tools/build_smart_cash_recovery_v4.py:143
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%).
'
live_sample_requirement: 30
sunset_date: '2026-09-30'
- id: SCR_V4_EFFICIENCY_BASE
value: 50.0
unit: score
source: EXPERT_PRIOR
sample_n: 0
last_calibrated: null
owner_formula: VALUE_PRESERVATION_SCORER_V1
py_location: tools/build_rebound_sell_efficiency_v1.py:70
notes: rebound_efficiency_score 기본 50점. 설계점수이며 실측 P&L 아님.
live_sample_requirement: 30
sunset_date: '2026-09-30'
- id: SCR_V4_EFFICIENCY_DAMAGE_PENALTY_COEFF
value: 0.4
unit: coefficient
source: EXPERT_PRIOR
sample_n: 0
last_calibrated: null
owner_formula: VALUE_PRESERVATION_SCORER_V1
py_location: tools/build_rebound_sell_efficiency_v1.py:78
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.
'
live_sample_requirement: 30
sunset_date: '2026-09-30'
- id: SCR_V4_EFFICIENCY_DEGRADE_THRESHOLD
value: 45.0
unit: score
source: EXPERT_PRIOR
sample_n: 0
last_calibrated: null
owner_formula: VALUE_PRESERVATION_SCORER_V1
py_location: tools/build_rebound_sell_efficiency_v1.py:95
notes: efficiency_score < 45 → DEGRADE_IMMEDIATE_SELL_WEIGHT 상태 전환 임계
live_sample_requirement: 30
sunset_date: '2026-09-30'
- id: SCR_V4_DAMAGE_STRUCTURAL_WARN_PCT
value: 10.0
unit: pct
source: EXPERT_PRIOR
sample_n: 0
last_calibrated: null
owner_formula: VALUE_PRESERVATION_SCORER_V1
py_location: tools/build_rebound_sell_efficiency_v1.py:99
notes: avg_damage > 10% → VALUE_DAMAGE_STRUCTURAL_WARN (상태 전환 임계)
live_sample_requirement: 30
sunset_date: '2026-09-30'
- id: SCR_V4_DAMAGE_BLOCK_PCT
value: 16.0
unit: pct
source: EXPERT_PRIOR
sample_n: 0
last_calibrated: null
owner_formula: VALUE_PRESERVATION_SCORER_V1
py_location: tools/build_rebound_sell_efficiency_v1.py:97
notes: avg_damage > 16% → CASH_RECOVERY_VALUE_DAMAGE_BLOCK (극고손실 임계)
live_sample_requirement: 30
sunset_date: '2026-09-30'
- id: SCR_V4_VALIDATED_SAMPLE_MIN
value: 30
unit: count
source: SPEC_DERIVED
sample_n: 0
last_calibrated: null
owner_formula: VALUE_PRESERVATION_SCORER_V1
py_location: tools/build_rebound_sell_efficiency_v1.py:104
notes: 실측 검증 최소 표본 수. sample_n < 30 → UNVALIDATED_DESIGN_SCORE 강제 라벨 (HONEST-V1)
- id: BQG_V2_RET3D_BLOCK_PCT
value: 7.0
unit: pct
source: SPEC_DERIVED
sample_n: 0
last_calibrated: null
owner_formula: BREAKOUT_QUALITY_GATE_V2
gs_location: gas_data_feed.gs:6677
notes: 3일 수익률 ≥ 7% → -30점. 단기 급등 후 진입 불량 신호.
- id: BQG_V2_DISPARITY_BLOCK_PCT
value: 10.0
unit: pct
source: SPEC_DERIVED
sample_n: 0
last_calibrated: null
owner_formula: BREAKOUT_QUALITY_GATE_V2
gs_location: gas_data_feed.gs:6678
notes: MA20 이격도 > 10% → -25점. 과열 추격 신호.
- id: BQG_V2_SURGE_DAY_RET1D_PCT
value: 4.0
unit: pct
source: SPEC_DERIVED
sample_n: 141
last_calibrated: null
owner_formula: BREAKOUT_QUALITY_GATE_V2
gs_location: gas_data_feed.gs:6679
notes: 당일 +4% 이상이면서 거래량 저조 → -40점. 설거지 유형 돌파 신호.
- id: BQG_V2_RSI_OVERBOUGHT
value: 75.0
unit: rsi
source: SPEC_DERIVED
sample_n: 0
last_calibrated: null
owner_formula: BREAKOUT_QUALITY_GATE_V2
gs_location: gas_data_feed.gs:6681
notes: RSI14 > 75 → -20점. 단기 과매수 구간.
- id: BQG_V2_TIMING_EXIT_BLOCK
value: 50.0
unit: score
source: SPEC_DERIVED
sample_n: 0
last_calibrated: null
owner_formula: BREAKOUT_QUALITY_GATE_V2
gs_location: gas_data_feed.gs:6682
notes: timing_score_exit ≥ 50 → -50점. 이미 매도 신호 강함.
- id: AWG_V1_CONSEC_SELL_DAYS
value: 5.0
unit: count
source: EXPERT_PRIOR
sample_n: 0
last_calibrated: null
owner_formula: ANTI_WHIPSAW_GATE_V1
gs_location: gas_data_feed.gs:6724
notes: 연속매도신호 ≥ 5일 → +20점. 과매도 구간 재진입 신호.
live_sample_requirement: 30
sunset_date: '2026-09-30'
- id: AWG_V1_SECTOR_RS_OUTPERFORM
value: 100.0
unit: ratio_pct
source: PROVISIONAL
sample_n: 141
last_calibrated: null
owner_formula: ANTI_WHIPSAW_GATE_V1
gs_location: gas_data_feed.gs:6727
notes: sectorRS5d > 100%(시장 대비 초과) → +15점. 섹터 상대강도 유지.
- id: AWG_V1_VOL_SURGE_CAUTION
value: 50.0
unit: pct
source: EXPERT_PRIOR
sample_n: 0
last_calibrated: null
owner_formula: ANTI_WHIPSAW_GATE_V1
gs_location: gas_data_feed.gs:6728
notes: 거래대금 급증 ≥ 50% → -25점. 단기 과열로 반등 신뢰도 약화.
live_sample_requirement: 30
sunset_date: '2026-09-30'
- id: AWG_V1_VOL_SURGE_STRONG
value: 100.0
unit: pct
source: PROVISIONAL
sample_n: 141
last_calibrated: null
owner_formula: ANTI_WHIPSAW_GATE_V1
gs_location: gas_data_feed.gs:6729
notes: 거래대금 급증 ≥ 100% → 추가 -20점. 분배 패턴 가속.
- id: AWG_V1_CONFIRMED_THRESHOLD
value: 30.0
unit: score
source: EXPERT_PRIOR
sample_n: 0
last_calibrated: null
owner_formula: ANTI_WHIPSAW_GATE_V1
gs_location: gas_data_feed.gs:6743
notes: score ≥ 30 → WHIPSAW 확정(CONFIRMED/WEAKENING/AUTO_RELEASED). 반등 강도 구분.
live_sample_requirement: 30
sunset_date: '2026-09-30'
- id: AWG_V1_INCONCLUSIVE_THRESHOLD
value: 10.0
unit: score
source: PROVISIONAL
sample_n: 141
last_calibrated: null
owner_formula: ANTI_WHIPSAW_GATE_V1
gs_location: gas_data_feed.gs:6747
notes: score ≥ 10 AND < 30 → INCONCLUSIVE. score < 10 → CONFIRMED_SELL.
- id: BQG_V2_QUALITY_VOL_MULT
value: 1.5
unit: ratio
source: SPEC_DERIVED
sample_n: 0
last_calibrated: null
owner_formula: BREAKOUT_QUALITY_GATE_V2
gs_location: gas_data_feed.gs:6687
notes: '품질 돌파 조건: volume >= avgVol5d*1.5 (거래량 확인) → +25점.'
- id: BQG_V2_QUALITY_RET3D_MAX
value: 5.0
unit: pct
source: SPEC_DERIVED
sample_n: 0
last_calibrated: null
owner_formula: BREAKOUT_QUALITY_GATE_V2
gs_location: gas_data_feed.gs:6688
notes: '품질 돌파 조건: ret3d < 5% (급등 없이 돌파) → +25점 조건 중 하나.'
- id: BQG_V2_DISPARITY_HEALTHY_MAX
value: 6.0
unit: pct
source: SPEC_DERIVED
sample_n: 0
last_calibrated: null
owner_formula: BREAKOUT_QUALITY_GATE_V2
gs_location: gas_data_feed.gs:6689
notes: 이격도 0~6% → +15점. 적정 이격 돌파 구간.
- id: BQG_V2_RSI_HEALTHY_MIN
value: 45.0
unit: rsi
source: SPEC_DERIVED
sample_n: 0
last_calibrated: null
owner_formula: BREAKOUT_QUALITY_GATE_V2
gs_location: gas_data_feed.gs:6690
notes: RSI14 45~65 → +10점. 건강한 모멘텀 구간.
- id: BQG_V2_RSI_HEALTHY_MAX
value: 65.0
unit: rsi
source: SPEC_DERIVED
sample_n: 0
last_calibrated: null
owner_formula: BREAKOUT_QUALITY_GATE_V2
gs_location: gas_data_feed.gs:6690
notes: RSI14 45~65 → +10점. 65 초과 시 가점 없음.
- id: BQG_V2_QUALITY_RET1D_MIN
value: 2.0
unit: pct
source: SPEC_DERIVED
sample_n: 0
last_calibrated: null
owner_formula: BREAKOUT_QUALITY_GATE_V2
gs_location: gas_data_feed.gs:6687
notes: '품질 돌파 조건: ret1d ≥ 2% AND 거래량 확인 → +25점 조건 중 하나.'
- id: BQG_V2_BLOCKED_SCORE_MAX
value: 10.0
unit: score
source: SPEC_DERIVED
sample_n: 0
last_calibrated: null
owner_formula: BREAKOUT_QUALITY_GATE_V2
gs_location: gas_data_feed.gs:6693
notes: score < 10 → BLOCKED_LATE_CHASE (뒷박 추격 완전 차단)
- id: BQG_V2_WATCH_SCORE_MAX
value: 40.0
unit: score
source: SPEC_DERIVED
sample_n: 0
last_calibrated: null
owner_formula: BREAKOUT_QUALITY_GATE_V2
gs_location: gas_data_feed.gs:6693
notes: score < 40 → WATCH_COOLING_OFF. score ≥ 40 → PILOT_ALLOWED.
- id: DSD_V1_EARLY_WARNING_RSI_THRESHOLD
value: 70.0
unit: rsi
source: EXPERT_PRIOR
sample_n: 0
last_calibrated: null
owner_formula: DISTRIBUTION_SELL_DETECTOR_V1
gs_location: gas_data_feed.gs:8789
notes: pre_distribution_warning early_warning_v2 조건 — RSI 관련 보조 임계
live_sample_requirement: 30
sunset_date: '2026-09-30'
- id: HEAT_GATE_EVENT_SHOCK_HARD_BLOCK
value: 5.0
unit: pct
source: SPEC_DERIVED
sample_n: 0
last_calibrated: null
owner_formula: DYNAMIC_HEAT_GATE_V1
gs_location: gas_data_feed.gs:2098
notes: EVENT_SHOCK 국면 열도 차단 임계. 5% 초과 → BLOCK_NEW_BUY.
- id: HEAT_GATE_RISK_OFF_HARD_BLOCK
value: 7.0
unit: pct
source: SPEC_DERIVED
sample_n: 0
last_calibrated: null
owner_formula: DYNAMIC_HEAT_GATE_V1
gs_location: gas_data_feed.gs:2099
- id: HEAT_GATE_NEUTRAL_HARD_BLOCK
value: 10.0
unit: pct
source: SPEC_DERIVED
sample_n: 0
last_calibrated: null
owner_formula: DYNAMIC_HEAT_GATE_V1
gs_location: gas_data_feed.gs:2103
- id: HEAT_GATE_RISK_ON_HARD_BLOCK
value: 12.0
unit: pct
source: SPEC_DERIVED
sample_n: 0
last_calibrated: null
owner_formula: DYNAMIC_HEAT_GATE_V1
gs_location: gas_data_feed.gs:2101
- id: HEAT_GATE_SECULAR_LEADER_HARD_BLOCK
value: 13.0
unit: pct
source: SPEC_DERIVED
sample_n: 0
last_calibrated: null
owner_formula: DYNAMIC_HEAT_GATE_V1
gs_location: gas_data_feed.gs:2100
- id: REGIME_SCALE_EVENT_SHOCK
value: 0.25
unit: ratio
source: EXPERT_PRIOR
sample_n: 0
last_calibrated: null
owner_formula: POSITION_SIZE_REGIME_SCALE_V1
gs_location: gas_data_feed.gs:3433
notes: EVENT_SHOCK → 정상 사이징의 25%만 허용.
live_sample_requirement: 30
sunset_date: '2026-09-30'
- id: REGIME_SCALE_RISK_OFF
value: 0.5
unit: ratio
source: EXPERT_PRIOR
sample_n: 0
last_calibrated: null
owner_formula: POSITION_SIZE_REGIME_SCALE_V1
gs_location: gas_data_feed.gs:3434
live_sample_requirement: 30
sunset_date: '2026-09-30'
- id: REGIME_SCALE_RISK_ON
value: 1.1
unit: ratio
source: EXPERT_PRIOR
sample_n: 0
last_calibrated: null
owner_formula: POSITION_SIZE_REGIME_SCALE_V1
gs_location: gas_data_feed.gs:3436
live_sample_requirement: 30
sunset_date: '2026-09-30'
- id: REGIME_SCALE_SECULAR_LEADER
value: 1.2
unit: ratio
source: SPEC_DERIVED
sample_n: 0
last_calibrated: null
owner_formula: POSITION_SIZE_REGIME_SCALE_V1
gs_location: gas_data_feed.gs:3435
- id: DRAWDOWN_CAUTION_LOSS_COUNT
value: 2
unit: count
source: SPEC_DERIVED
sample_n: 0
last_calibrated: null
owner_formula: DRAWDOWN_GUARD_V1
gs_location: gas_data_feed.gs:4487
notes: 연속 2회 손절 → CAUTION_BUY(scale=0.75).
- id: DRAWDOWN_REDUCE_LOSS_COUNT
value: 3
unit: count
source: SPEC_DERIVED
sample_n: 0
last_calibrated: null
owner_formula: DRAWDOWN_GUARD_V1
gs_location: gas_data_feed.gs:4485
notes: 연속 3회 손절 → REDUCE_BUY(scale=0.5).
- id: DRAWDOWN_NO_BUY_LOSS_COUNT
value: 5
unit: count
source: SPEC_DERIVED
sample_n: 0
last_calibrated: null
owner_formula: DRAWDOWN_GUARD_V1
gs_location: gas_data_feed.gs:4483
notes: 연속 5회 손절 → NO_BUY(scale=0.0).
- id: DRAWDOWN_CAUTION_SCALE
value: 0.75
unit: ratio
source: SPEC_DERIVED
sample_n: 0
last_calibrated: null
owner_formula: DRAWDOWN_GUARD_V1
- id: DRAWDOWN_REDUCE_SCALE
value: 0.5
unit: ratio
source: SPEC_DERIVED
sample_n: 0
last_calibrated: null
owner_formula: DRAWDOWN_GUARD_V1
- id: CASH_FLOOR_MRS_LOW_MAX
value: 3
unit: mrs_score
source: EXPERT_PRIOR
sample_n: 0
last_calibrated: null
owner_formula: CASH_FLOOR_V1
gs_location: gas_data_feed.gs:2108
notes: MRS ≤ 3 → 현금 최소 7%.
live_sample_requirement: 30
sunset_date: '2026-09-30'
- id: CASH_FLOOR_MRS_MID_MAX
value: 7
unit: mrs_score
source: EXPERT_PRIOR
sample_n: 0
last_calibrated: null
owner_formula: CASH_FLOOR_V1
gs_location: gas_data_feed.gs:2109
notes: MRS ≤ 7 → 현금 최소 10%.
live_sample_requirement: 30
sunset_date: '2026-09-30'
- id: CASH_FLOOR_MRS_HIGH_MAX
value: 10
unit: mrs_score
source: EXPERT_PRIOR
sample_n: 0
last_calibrated: null
owner_formula: CASH_FLOOR_V1
gs_location: gas_data_feed.gs:2110
notes: MRS ≤ 10 → 현금 최소 15%.
live_sample_requirement: 30
sunset_date: '2026-09-30'
- id: CASH_FLOOR_LOW_PCT
value: 7
unit: pct
source: EXPERT_PRIOR
sample_n: 0
last_calibrated: null
owner_formula: CASH_FLOOR_V1
live_sample_requirement: 30
sunset_date: '2026-09-30'
- id: CASH_FLOOR_MID_PCT
value: 10
unit: pct
source: EXPERT_PRIOR
sample_n: 0
last_calibrated: null
owner_formula: CASH_FLOOR_V1
live_sample_requirement: 30
sunset_date: '2026-09-30'
- id: CASH_FLOOR_HIGH_PCT
value: 15
unit: pct
source: EXPERT_PRIOR
sample_n: 0
last_calibrated: null
owner_formula: CASH_FLOOR_V1
live_sample_requirement: 30
sunset_date: '2026-09-30'
- id: CASH_FLOOR_TRIM_FACTOR
value: 0.7
unit: ratio
source: EXPERT_PRIOR
sample_n: 0
last_calibrated: null
owner_formula: CASH_FLOOR_V1
gs_location: gas_data_feed.gs:4702
notes: cash ≥ minPct*0.7 → TRIM_REQUIRED (HARD_BLOCK 전 완충 구간).
live_sample_requirement: 30
sunset_date: '2026-09-30'
- id: CASH_FLOOR_MAGNITUDE_EXCESS_BLOCK_PCT
value: 3.0
unit: pct
source: EXPERT_PRIOR
sample_n: 0
last_calibrated: null
owner_formula: CASH_FLOOR_V1
gs_location: gas_data_feed.gs:4693
notes: magnitudeExcessPctp ≥ 3 → OVER_EXTENDED. 현금 회복 관점의 감점 임계.
live_sample_requirement: 30
sunset_date: '2026-09-30'
- id: CASH_FLOOR_EXIT_SIGNAL_MIN_COUNT
value: 2
unit: count
source: EXPERT_PRIOR
sample_n: 0
last_calibrated: null
owner_formula: CASH_FLOOR_V1
gs_location: gas_data_feed.gs:4705
notes: alreadyActive && exitSignals.length >= 2 → EXIT_SECULAR_LEADER. 현금 회수 시퀀스 종료 최소 신호 수.
live_sample_requirement: 30
sunset_date: '2026-09-30'
- id: CASH_UPLIFT_EVENT_SHOCK_MIN
value: 20
unit: pct
source: SPEC_DERIVED
sample_n: 0
last_calibrated: null
owner_formula: REGIME_CASH_UPLIFT_V1
gs_location: gas_data_feed.gs:3451
- id: CASH_UPLIFT_RISK_OFF_MIN
value: 15
unit: pct
source: SPEC_DERIVED
sample_n: 0
last_calibrated: null
owner_formula: REGIME_CASH_UPLIFT_V1
gs_location: gas_data_feed.gs:3453
- id: CASH_UPLIFT_RISK_ON_MIN
value: 5
unit: pct
source: SPEC_DERIVED
sample_n: 0
last_calibrated: null
owner_formula: REGIME_CASH_UPLIFT_V1
gs_location: gas_data_feed.gs:3453
notes: RISK_ON regimeMin=5. MRS값이 더 높으면 MRS 우선.
- id: SEMI_CLUSTER_CAP_NORMAL
value: 25.0
unit: pct
source: SPEC_DERIVED
sample_n: 0
last_calibrated: null
owner_formula: SEMICONDUCTOR_CLUSTER_GATE_V1
gs_location: gas_data_feed.gs:3763
notes: 'NEUTRAL/RISK_ON: 005930+000660 합산 25% 한도.'
- id: SEMI_CLUSTER_CAP_RISK_OFF
value: 20.0
unit: pct
source: SPEC_DERIVED
sample_n: 0
last_calibrated: null
owner_formula: SEMICONDUCTOR_CLUSTER_GATE_V1
gs_location: gas_data_feed.gs:3763
- id: SEMI_CLUSTER_CAP_CLA
value: 60.0
unit: pct
source: SPEC_DERIVED
sample_n: 0
last_calibrated: null
owner_formula: SEMICONDUCTOR_CLUSTER_GATE_V1
gs_location: gas_data_feed.gs:3763
notes: 'CLA 국면: 3종목(005930+000660+229200) 합산 60% 한도.'
- id: SEMI_CLUSTER_LEADER_WARN_COUNT
value: 3.0
unit: count
source: SPEC_DERIVED
sample_n: 0
last_calibrated: null
owner_formula: SEMICONDUCTOR_CLUSTER_GATE_V1
gs_location: gas_data_feed.gs:3874
notes: critCount >= 1 또는 warnCount >= 3 이면 leader-cap 경보를 발동하는 기준.
- id: POSITION_COUNT_MAX_NORMAL
value: 8
unit: count
source: SPEC_DERIVED
sample_n: 0
last_calibrated: null
owner_formula: POSITION_COUNT_LIMIT_V1
gs_location: gas_data_feed.gs:4460
- id: POSITION_COUNT_MAX_RISK_OFF
value: 6
unit: count
source: SPEC_DERIVED
sample_n: 0
last_calibrated: null
owner_formula: POSITION_COUNT_LIMIT_V1
gs_location: gas_data_feed.gs:4460
- id: POSITION_COUNT_DRAWDOWN_RS_MIN
value: 1.5
unit: ratio
source: SPEC_DERIVED
sample_n: 0
last_calibrated: null
owner_formula: DRAWDOWN_GUARD_V1
gs_location: gas_data_feed.gs:4465
notes: rsRatio >= 1.5 이면 drawdown guard 조건이 충족되는 기준값.
- id: PROFIT_LOCK_APEX_SUPER_PCT
value: 60
unit: pct
source: SPEC_DERIVED
sample_n: 0
last_calibrated: null
owner_formula: PROFIT_LOCK_STAGE_V1
gs_location: gas_data_feed.gs:5154
py_location: tools/compute_formula_outputs.py:70
notes: 'spec/AGENTS.md L2: profit_pct ≥ 60% → APEX_SUPER. B06 GAS 정정 완료 (2026-05-30).'
- id: PROFIT_LOCK_APEX_TRAILING_PCT
value: 40
unit: pct
source: SPEC_DERIVED
sample_n: 0
last_calibrated: null
owner_formula: PROFIT_LOCK_STAGE_V1
gs_location: gas_data_feed.gs:5160
notes: profit_pct ≥ 40% → APEX_TRAILING. B06 GAS 신설 (2026-05-30).
- id: PROFIT_LOCK_30_PCT
value: 30
unit: pct
source: SPEC_DERIVED
sample_n: 0
last_calibrated: null
owner_formula: PROFIT_LOCK_STAGE_V1
gs_location: gas_data_feed.gs:5166
- id: PROFIT_LOCK_20_PCT
value: 20
unit: pct
source: SPEC_DERIVED
sample_n: 0
last_calibrated: null
owner_formula: PROFIT_LOCK_STAGE_V1
gs_location: gas_data_feed.gs:5170
- id: PROFIT_LOCK_10_PCT
value: 10
unit: pct
source: SPEC_DERIVED
sample_n: 0
last_calibrated: null
owner_formula: PROFIT_LOCK_STAGE_V1
gs_location: gas_data_feed.gs:5174
- id: PROFIT_LOCK_BREAKEVEN_PCT
value: 0
unit: pct
source: SPEC_DERIVED
sample_n: 0
last_calibrated: null
owner_formula: PROFIT_LOCK_STAGE_V1
gs_location: gas_data_feed.gs:5178
notes: profit_pct ≥ 0% → BREAKEVEN_RATCHET. B06 GAS 신설 (2026-05-30).
- id: SEMI_CLUSTER_CAP_EVENT_SHOCK
value: 20.0
unit: pct
source: EXPERT_PRIOR
sample_n: 0
last_calibrated: null
owner_formula: MARKET_WEIGHT_AWARE_CLUSTER_GATE_V1
gs_location: gas_data_feed.gs:3855
notes: '이벤트 충격 방어: 20% 고정. KOSPI 비중 제공 시 max(20, weight×0.60).'
live_sample_requirement: 30
sunset_date: '2026-09-30'
- id: SEMI_CLUSTER_CAP_RISK_OFF_MWA
value: 25.0
unit: pct
source: EXPERT_PRIOR
sample_n: 0
last_calibrated: null
owner_formula: MARKET_WEIGHT_AWARE_CLUSTER_GATE_V1
gs_location: gas_data_feed.gs:3858
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.
live_sample_requirement: 30
sunset_date: '2026-09-30'
- id: SEMI_CLUSTER_CAP_NEUTRAL
value: 35.0
unit: pct
source: EXPERT_PRIOR
sample_n: 0
last_calibrated: null
owner_formula: MARKET_WEIGHT_AWARE_CLUSTER_GATE_V1
gs_location: gas_data_feed.gs:3867
notes: '중립: 35%. KOSPI 비중 제공 시 max(35, weight×1.00). 시장 중립 허용.'
live_sample_requirement: 30
sunset_date: '2026-09-30'
- id: SEMI_CLUSTER_CAP_RISK_ON
value: 45.0
unit: pct
source: EXPERT_PRIOR
sample_n: 0
last_calibrated: null
owner_formula: MARKET_WEIGHT_AWARE_CLUSTER_GATE_V1
gs_location: gas_data_feed.gs:3864
notes: '상승장: 45%. KOSPI 비중 제공 시 max(45, weight×1.30). 반도체 주도 참여 허용.'
live_sample_requirement: 30
sunset_date: '2026-09-30'
- id: SEMI_CLUSTER_CAP_SECULAR_LEADER
value: 65.0
unit: pct
source: SPEC_DERIVED
sample_n: 0
last_calibrated: null
owner_formula: MARKET_WEIGHT_AWARE_CLUSTER_GATE_V1
gs_location: gas_data_feed.gs:3861
notes: '주도주 집중 전략: 65% 고정. 이 이상은 전체 포트폴리오 리스크 과도.'
- id: SAMSUNG_CAP_EVENT_SHOCK
value: 15.0
unit: pct
source: SPEC_DERIVED
sample_n: 0
last_calibrated: null
owner_formula: LEADER_POSITION_WEIGHT_CAP_V1
gs_location: gas_data_feed.gs:3777
- id: SAMSUNG_CAP_RISK_OFF
value: 18.0
unit: pct
source: SPEC_DERIVED
sample_n: 0
last_calibrated: null
owner_formula: LEADER_POSITION_WEIGHT_CAP_V1
gs_location: gas_data_feed.gs:3778
- id: SAMSUNG_CAP_NEUTRAL
value: 28.0
unit: pct
source: SPEC_DERIVED
sample_n: 0
last_calibrated: null
owner_formula: LEADER_POSITION_WEIGHT_CAP_V1
gs_location: gas_data_feed.gs:3781
notes: 'NEUTRAL: 28%. KOSPI 삼성 비중 입력 시 max(28, weight×1.20). 기존 20%→28% 완화.'
- id: SAMSUNG_CAP_RISK_ON
value: 40.0
unit: pct
source: SPEC_DERIVED
sample_n: 0
last_calibrated: null
owner_formula: LEADER_POSITION_WEIGHT_CAP_V1
gs_location: gas_data_feed.gs:3780
notes: 'RISK_ON: 40%. KOSPI 비중 입력 시 max(40, weight×1.70). 기존 20%→40% 완화.'
- id: SAMSUNG_CAP_SECULAR_LEADER
value: 50.0
unit: pct
source: SPEC_DERIVED
sample_n: 0
last_calibrated: null
owner_formula: LEADER_POSITION_WEIGHT_CAP_V1
gs_location: gas_data_feed.gs:3779
notes: 'SECULAR_LEADER: 50% 허용. 집중 전략 최대 단일 종목 비중.'
- id: LEADER_POSITION_WEIGHT_CAP_SELL_TRIM
value: 50.0
unit: pct
source: SPEC_DERIVED
sample_n: 0
last_calibrated: null
owner_formula: LEADER_POSITION_WEIGHT_CAP_V1
gs_location: gas_data_feed.gs:3799
notes: sharePct >= 50 이면 overweight trim 판정을 위한 경계값.
- id: HYNIX_CAP_EVENT_SHOCK
value: 10.0
unit: pct
source: SPEC_DERIVED
sample_n: 0
last_calibrated: null
owner_formula: LEADER_POSITION_WEIGHT_CAP_V1
gs_location: gas_data_feed.gs:3785
- id: HYNIX_CAP_RISK_OFF
value: 12.0
unit: pct
source: SPEC_DERIVED
sample_n: 0
last_calibrated: null
owner_formula: LEADER_POSITION_WEIGHT_CAP_V1
gs_location: gas_data_feed.gs:3786
- id: HYNIX_CAP_NEUTRAL
value: 15.0
unit: pct
source: SPEC_DERIVED
sample_n: 0
last_calibrated: null
owner_formula: LEADER_POSITION_WEIGHT_CAP_V1
gs_location: gas_data_feed.gs:3789
- id: HYNIX_CAP_RISK_ON
value: 22.0
unit: pct
source: SPEC_DERIVED
sample_n: 0
last_calibrated: null
owner_formula: LEADER_POSITION_WEIGHT_CAP_V1
gs_location: gas_data_feed.gs:3788
- id: HYNIX_CAP_SECULAR_LEADER
value: 28.0
unit: pct
source: SPEC_DERIVED
sample_n: 0
last_calibrated: null
owner_formula: LEADER_POSITION_WEIGHT_CAP_V1
gs_location: gas_data_feed.gs:3787
- id: PORTFOLIO_HEALTH_CRITICAL_WARN_COUNT
value: 3
unit: count
source: SPEC_DERIVED
sample_n: 0
last_calibrated: null
owner_formula: PORTFOLIO_HEALTH_SCORE_V1
gs_location: gas_data_feed.gs:3802
notes: warnCount >= 3 → CRITICAL. 건강도 점수 경계 임계값.
- id: CSA_SCALP_W_TECHNICAL
value: 0.5
unit: weight
source: SPEC_DERIVED
sample_n: 0
last_calibrated: null
owner_formula: CAPITAL_STYLE_ALLOCATION_V1
py_location: tools/build_capital_style_allocation_v1.py:W_STYLE
notes: '단타: 기술지표 가중. RSI 과매도 반등·당일 모멘텀 중심.'
- id: CSA_SCALP_W_SMARTMONEY
value: 0.3
unit: weight
source: SPEC_DERIVED
sample_n: 0
last_calibrated: null
owner_formula: CAPITAL_STYLE_ALLOCATION_V1
py_location: tools/build_capital_style_allocation_v1.py:W_STYLE
- id: CSA_SCALP_W_FUNDAMENTAL
value: 0.05
unit: weight
source: SPEC_DERIVED
sample_n: 0
last_calibrated: null
owner_formula: CAPITAL_STYLE_ALLOCATION_V1
py_location: tools/build_capital_style_allocation_v1.py:W_STYLE
notes: '단타: 펀더멘털 비중 최소(당일 매매에 무관).'
- id: CSA_SCALP_W_MACRO_EVENT
value: 0.15
unit: weight
source: SPEC_DERIVED
sample_n: 0
last_calibrated: null
owner_formula: CAPITAL_STYLE_ALLOCATION_V1
py_location: tools/build_capital_style_allocation_v1.py:W_STYLE
- id: CSA_SWING_W_TECHNICAL
value: 0.3
unit: weight
source: SPEC_DERIVED
sample_n: 0
last_calibrated: null
owner_formula: CAPITAL_STYLE_ALLOCATION_V1
py_location: tools/build_capital_style_allocation_v1.py:W_STYLE
- id: CSA_SWING_W_SMARTMONEY
value: 0.35
unit: weight
source: SPEC_DERIVED
sample_n: 0
last_calibrated: null
owner_formula: CAPITAL_STYLE_ALLOCATION_V1
py_location: tools/build_capital_style_allocation_v1.py:W_STYLE
notes: '단기: 스마트머니 흐름(1~4주 기관수급) 가장 중요.'
- id: CSA_SWING_W_FUNDAMENTAL
value: 0.15
unit: weight
source: SPEC_DERIVED
sample_n: 0
last_calibrated: null
owner_formula: CAPITAL_STYLE_ALLOCATION_V1
- id: CSA_SWING_W_MACRO_EVENT
value: 0.2
unit: weight
source: SPEC_DERIVED
sample_n: 0
last_calibrated: null
owner_formula: CAPITAL_STYLE_ALLOCATION_V1
- id: CSA_MOMENTUM_W_TECHNICAL
value: 0.15
unit: weight
source: SPEC_DERIVED
sample_n: 0
last_calibrated: null
owner_formula: CAPITAL_STYLE_ALLOCATION_V1
- id: CSA_MOMENTUM_W_SMARTMONEY
value: 0.25
unit: weight
source: SPEC_DERIVED
sample_n: 0
last_calibrated: null
owner_formula: CAPITAL_STYLE_ALLOCATION_V1
- id: CSA_MOMENTUM_W_FUNDAMENTAL
value: 0.4
unit: weight
source: SPEC_DERIVED
sample_n: 0
last_calibrated: null
owner_formula: CAPITAL_STYLE_ALLOCATION_V1
notes: '중기: 펀더멘털 개선(ROE·OCF) 핵심.'
- id: CSA_MOMENTUM_W_MACRO_EVENT
value: 0.2
unit: weight
source: SPEC_DERIVED
sample_n: 0
last_calibrated: null
owner_formula: CAPITAL_STYLE_ALLOCATION_V1
- id: CSA_POSITION_W_TECHNICAL
value: 0.1
unit: weight
source: SPEC_DERIVED
sample_n: 0
last_calibrated: null
owner_formula: CAPITAL_STYLE_ALLOCATION_V1
- id: CSA_POSITION_W_SMARTMONEY
value: 0.2
unit: weight
source: SPEC_DERIVED
sample_n: 0
last_calibrated: null
owner_formula: CAPITAL_STYLE_ALLOCATION_V1
- id: CSA_POSITION_W_FUNDAMENTAL
value: 0.55
unit: weight
source: SPEC_DERIVED
sample_n: 0
last_calibrated: null
owner_formula: CAPITAL_STYLE_ALLOCATION_V1
notes: '장기: 펀더멘털 내러티브(3개월+ 보유) 가장 중요.'
- id: CSA_POSITION_W_MACRO_EVENT
value: 0.15
unit: weight
source: SPEC_DERIVED
sample_n: 0
last_calibrated: null
owner_formula: CAPITAL_STYLE_ALLOCATION_V1
- id: CSA_POSITION_PCT_HIGH_CONVICTION
value: 80.0
unit: conviction_score
source: SPEC_DERIVED
sample_n: 0
last_calibrated: null
owner_formula: CAPITAL_STYLE_ALLOCATION_V1
py_location: tools/build_capital_style_allocation_v1.py:conviction_to_pct
notes: conviction ≥ 80 → 7% 포지션 (최대 단일 비중)
- id: CSA_POSITION_PCT_STRONG
value: 65.0
unit: conviction_score
source: SPEC_DERIVED
sample_n: 0
last_calibrated: null
owner_formula: CAPITAL_STYLE_ALLOCATION_V1
notes: conviction ≥ 65 → 5%
- id: CSA_POSITION_PCT_MODERATE
value: 50.0
unit: conviction_score
source: SPEC_DERIVED
sample_n: 0
last_calibrated: null
owner_formula: CAPITAL_STYLE_ALLOCATION_V1
notes: conviction ≥ 50 → 3%
- id: CSA_POSITION_PCT_PILOT
value: 35.0
unit: conviction_score
source: SPEC_DERIVED
sample_n: 0
last_calibrated: null
owner_formula: CAPITAL_STYLE_ALLOCATION_V1
notes: conviction ≥ 35 → 1.5% 탐색 파일럿. < 35 → 0% 진입 금지
- id: CSA_TECH_RSI_OVERSOLD
value: 35.0
unit: rsi
source: SPEC_DERIVED
sample_n: 0
last_calibrated: null
owner_formula: CAPITAL_STYLE_ALLOCATION_V1
py_location: tools/build_capital_style_allocation_v1.py:compute_technical_score
notes: RSI14 < 35 → +20점. 단기 과매도 반등 기회.
- id: CSA_TECH_RSI_OVERBOUGHT
value: 70.0
unit: rsi
source: SPEC_DERIVED
sample_n: 0
last_calibrated: null
owner_formula: CAPITAL_STYLE_ALLOCATION_V1
notes: RSI14 > 70 → -25점. 추격 매수 위험.
- id: CSA_TECH_DISPARITY_PULLBACK
value: 3.0
unit: pct
source: SPEC_DERIVED
sample_n: 0
last_calibrated: null
owner_formula: CAPITAL_STYLE_ALLOCATION_V1
notes: MA20 이격도 < 3% → +15점. 눌림목 구간.
- id: CSA_TECH_DISPARITY_OVEREXTEND
value: 10.0
unit: pct
source: SPEC_DERIVED
sample_n: 0
last_calibrated: null
owner_formula: CAPITAL_STYLE_ALLOCATION_V1
notes: MA20 이격도 > 10% → -20점. 과이격 추격 위험.
- id: CSA_TECH_RET5D_REBOUND_CANDIDATE
value: -5.0
unit: pct
source: SPEC_DERIVED
sample_n: 0
last_calibrated: null
owner_formula: CAPITAL_STYLE_ALLOCATION_V1
notes: Ret5D < -5% → +10점. 단기 급락 반등 후보.
- id: CSA_TECH_VOLUME_CONFIRM_MULT
value: 1.2
unit: ratio
source: SPEC_DERIVED
sample_n: 0
last_calibrated: null
owner_formula: CAPITAL_STYLE_ALLOCATION_V1
notes: volume >= avgVol5d*1.2 AND Ret5D>0 → +10점. 수급 확인 돌파.
- id: CSA_LIQUIDITY_MODIFIER_DEEP
value: 1.0
unit: ratio
source: SPEC_DERIVED
sample_n: 0
last_calibrated: null
owner_formula: CAPITAL_STYLE_ALLOCATION_V1
notes: DEEP 유동성 → 배수 1.0 (conviction 전량 적용)
- id: CSA_LIQUIDITY_MODIFIER_MODERATE
value: 0.9
unit: ratio
source: SPEC_DERIVED
sample_n: 0
last_calibrated: null
owner_formula: CAPITAL_STYLE_ALLOCATION_V1
notes: MODERATE 유동성 → 배수 0.9 (10% 패널티)
- id: CSA_LIQUIDITY_MODIFIER_THIN
value: 0.75
unit: ratio
source: SPEC_DERIVED
sample_n: 0
last_calibrated: null
owner_formula: CAPITAL_STYLE_ALLOCATION_V1
notes: THIN 유동성 → 배수 0.75 (25% 패널티)
- id: CSA_LIQUIDITY_MODIFIER_FROZEN
value: 0.0
unit: ratio
source: SPEC_DERIVED
sample_n: 0
last_calibrated: null
owner_formula: CAPITAL_STYLE_ALLOCATION_V1
notes: FROZEN 유동성 → conviction=0 강제. 실행 금지.
- id: BQG_V2_RET3D_BLOCK_7PCT
value: 7.0
unit: pct
source: SPEC_DERIVED
sample_n: 0
last_calibrated: null
owner_formula: BREAKOUT_QUALITY_GATE_V2
gs_location: gas_data_feed.gs:6696
notes: 3일 수익률 ≥ 7% → 감점. 라인 업데이트 등록.
- id: BQG_V2_DISPARITY_BLOCK_10PCT
value: 10.0
unit: pct
source: SPEC_DERIVED
sample_n: 0
last_calibrated: null
owner_formula: BREAKOUT_QUALITY_GATE_V2
gs_location: gas_data_feed.gs:6697
notes: 이격도 > 10% → 감점. 과열 추격.
- id: BQG_V2_SURGE_RET1D_4PCT
value: 4.0
unit: pct
source: SPEC_DERIVED
sample_n: 0
last_calibrated: null
owner_formula: BREAKOUT_QUALITY_GATE_V2
gs_location: gas_data_feed.gs:6698
notes: 당일 +4% 이상 저거래량 → 감점.
- id: BQG_V2_RSI_OVERBOUGHT_75
value: 75.0
unit: rsi
source: SPEC_DERIVED
sample_n: 0
last_calibrated: null
owner_formula: BREAKOUT_QUALITY_GATE_V2
gs_location: gas_data_feed.gs:6700
notes: RSI14 > 75 → 감점.
- id: BQG_V2_TIMING_EXIT_50
value: 50.0
unit: score
source: SPEC_DERIVED
sample_n: 0
last_calibrated: null
owner_formula: BREAKOUT_QUALITY_GATE_V2
gs_location: gas_data_feed.gs:6701
notes: 타이밍 이탈점수 ≥ 50 → 감점.
- id: BQG_V2_DISTRIBUTION_70
value: 70.0
unit: score
source: SPEC_DERIVED
sample_n: 0
last_calibrated: null
owner_formula: BREAKOUT_QUALITY_GATE_V2
gs_location: gas_data_feed.gs:6702
notes: 설거지 위험 점수 ≥ 70 → 감점.
- id: BQG_V2_LATE_CHASE_70
value: 70.0
unit: score
source: SPEC_DERIVED
sample_n: 0
last_calibrated: null
owner_formula: BREAKOUT_QUALITY_GATE_V2
gs_location: gas_data_feed.gs:6703
notes: 뒷박 위험 점수 ≥ 70 → 감점.
- id: BQG_V2_VOL_RET1D_2PCT
value: 2.0
unit: pct
source: SPEC_DERIVED
sample_n: 0
last_calibrated: null
owner_formula: BREAKOUT_QUALITY_GATE_V2
gs_location: gas_data_feed.gs:6706
notes: 거래량 1.5배 이상 & ret1d ≥ 2% → 가점 조건.
- id: BQG_V2_QUALITY_RET3D_5PCT
value: 5.0
unit: pct
source: SPEC_DERIVED
sample_n: 0
last_calibrated: null
owner_formula: BREAKOUT_QUALITY_GATE_V2
gs_location: gas_data_feed.gs:6707
notes: 3일 수익률 < 5% → 품질 돌파 가점 조건.
- id: BQG_V2_DISPARITY_HEALTHY_6PCT
value: 6.0
unit: pct
source: SPEC_DERIVED
sample_n: 0
last_calibrated: null
owner_formula: BREAKOUT_QUALITY_GATE_V2
gs_location: gas_data_feed.gs:6708
notes: 이격도 0~6% → 건강한 이격 가점.
- id: BQG_V2_RSI_HEALTHY_MIN_45
value: 45.0
unit: rsi
source: SPEC_DERIVED
sample_n: 0
last_calibrated: null
owner_formula: BREAKOUT_QUALITY_GATE_V2
gs_location: gas_data_feed.gs:6709
notes: RSI14 ≥ 45 → 건강 구간 가점 (하한).
- id: BQG_V2_RSI_HEALTHY_MAX_65
value: 65.0
unit: rsi
source: SPEC_DERIVED
sample_n: 0
last_calibrated: null
owner_formula: BREAKOUT_QUALITY_GATE_V2
gs_location: gas_data_feed.gs:6709
notes: RSI14 ≤ 65 → 건강 구간 가점 (상한).
- id: BQG_V2_PILOT_ALLOWED_SCORE_75
value: 75.0
unit: score
source: EXPERT_PRIOR
sample_n: 0
last_calibrated: null
owner_formula: BREAKOUT_QUALITY_GATE_V2
gs_location: gas_data_feed.gs:6659
notes: score >= 75 → PILOT_ALLOWED. breakout lead entry 상태 임계.
live_sample_requirement: 30
sunset_date: '2026-09-30'
- id: BQG_V2_WATCH_ONLY_SCORE_55
value: 55.0
unit: score
source: EXPERT_PRIOR
sample_n: 0
last_calibrated: null
owner_formula: BREAKOUT_QUALITY_GATE_V2
gs_location: gas_data_feed.gs:6660
notes: score >= 55 → WATCH_ONLY. breakout lead entry 대기 임계.
live_sample_requirement: 30
sunset_date: '2026-09-30'
- id: AWS_V1_CONSEC_SELL_5D
value: 5.0
unit: days
source: EXPERT_PRIOR
sample_n: 0
last_calibrated: null
owner_formula: ANTI_WHIPSAW_GATE_V1
gs_location: gas_data_feed.gs:6743
notes: 5일 연속 매도 신호 → whipsaw 가점.
live_sample_requirement: 30
sunset_date: '2026-09-30'
- id: AWS_V1_SECTOR_RS_100
value: 100.0
unit: ratio
source: EXPERT_PRIOR
sample_n: 0
last_calibrated: null
owner_formula: ANTI_WHIPSAW_GATE_V1
gs_location: gas_data_feed.gs:6746
notes: 섹터 RS > 100 → 섹터 초과수익 가점.
live_sample_requirement: 30
sunset_date: '2026-09-30'
- id: AWS_V1_VOL_SURGE_50PCT
value: 50.0
unit: pct
source: EXPERT_PRIOR
sample_n: 0
last_calibrated: null
owner_formula: ANTI_WHIPSAW_GATE_V1
gs_location: gas_data_feed.gs:6747
notes: 거래대금 급증 ≥ 50% → 감점.
live_sample_requirement: 30
sunset_date: '2026-09-30'
- id: AWS_V1_VOL_SURGE_100PCT
value: 100.0
unit: pct
source: EXPERT_PRIOR
sample_n: 0
last_calibrated: null
owner_formula: ANTI_WHIPSAW_GATE_V1
gs_location: gas_data_feed.gs:6748
notes: 거래대금 급증 ≥ 100% → 추가 감점.
live_sample_requirement: 30
sunset_date: '2026-09-30'
- id: AWS_V1_SCORE_GATE_30
value: 30.0
unit: score
source: EXPERT_PRIOR
sample_n: 0
last_calibrated: null
owner_formula: ANTI_WHIPSAW_GATE_V1
gs_location: gas_data_feed.gs:6762
notes: score ≥ 30 → WHIPSAW_CONFIRMED 발동.
live_sample_requirement: 30
sunset_date: '2026-09-30'
- id: AWS_V1_CLEAR_CNT_3
value: 3.0
unit: count
source: EXPERT_PRIOR
sample_n: 0
last_calibrated: null
owner_formula: ANTI_WHIPSAW_GATE_V1
gs_location: gas_data_feed.gs:6763
notes: 해제 조건 3개 → WHIPSAW_AUTO_RELEASED.
live_sample_requirement: 30
sunset_date: '2026-09-30'
- id: AWS_V1_CLEAR_CNT_2
value: 2.0
unit: count
source: EXPERT_PRIOR
sample_n: 0
last_calibrated: null
owner_formula: ANTI_WHIPSAW_GATE_V1
gs_location: gas_data_feed.gs:6764
notes: 해제 조건 2개 → WHIPSAW_WEAKENING (hold_1d).
live_sample_requirement: 30
sunset_date: '2026-09-30'
- id: AWS_V1_SCORE_GATE_10
value: 10.0
unit: score
source: EXPERT_PRIOR
sample_n: 0
last_calibrated: null
owner_formula: ANTI_WHIPSAW_GATE_V1
gs_location: gas_data_feed.gs:6712
notes: score 10~29 → INCONCLUSIVE.
live_sample_requirement: 30
sunset_date: '2026-09-30'
- id: AWS_V1_SCORE_GATE_WATCH
value: 40.0
unit: score
source: EXPERT_PRIOR
sample_n: 0
last_calibrated: null
owner_formula: ANTI_WHIPSAW_GATE_V1
gs_location: gas_data_feed.gs:6712
notes: score 10~39 → WATCH_COOLING_OFF. ≥40 → INCONCLUSIVE 이상.
live_sample_requirement: 30
sunset_date: '2026-09-30'
- id: BQG_V2_GATE_BLOCKED_LT_10
value: 10.0
unit: score
source: SPEC_DERIVED
sample_n: 0
last_calibrated: null
owner_formula: BREAKOUT_QUALITY_GATE_V2
gs_location: gas_data_feed.gs:6715
notes: score < 10 → BLOCKED_LATE_CHASE. 돌파 품질 최저 임계.
- id: BQG_V2_GATE_WATCH_LT_40
value: 40.0
unit: score
source: SPEC_DERIVED
sample_n: 0
last_calibrated: null
owner_formula: BREAKOUT_QUALITY_GATE_V2
gs_location: gas_data_feed.gs:6715
notes: score 10~39 → WATCH_COOLING_OFF. ≥40 → PILOT_ALLOWED.
- id: AWG_V1_VOL_SURGE_100_PENALTY2
value: 100.0
unit: pct
source: EXPERT_PRIOR
sample_n: 0
last_calibrated: null
owner_formula: ANTI_WHIPSAW_GATE_V1
gs_location: gas_data_feed.gs:6751
notes: volSurge ≥ 100% → 추가 -20점 (vol_surge_100pct 이중 페널티).
live_sample_requirement: 30
sunset_date: '2026-09-30'
- id: AWG_V1_AUTO_RELEASE_CLEAR_CNT_2
value: 2.0
unit: count
source: EXPERT_PRIOR
sample_n: 0
last_calibrated: null
owner_formula: ANTI_WHIPSAW_GATE_V1
gs_location: gas_data_feed.gs:6767
notes: clearCnt ≥ 2 → WHIPSAW_WEAKENING, holdDays=1.
live_sample_requirement: 30
sunset_date: '2026-09-30'
- id: AWG_V1_INCONCLUSIVE_SCORE_10
value: 10.0
unit: score
source: EXPERT_PRIOR
sample_n: 0
last_calibrated: null
owner_formula: ANTI_WHIPSAW_GATE_V1
gs_location: gas_data_feed.gs:6769
notes: score ≥ 10 AND < 30 → INCONCLUSIVE 게이트.
live_sample_requirement: 30
sunset_date: '2026-09-30'
- id: ANTI_WHIPSAW_GATE_V1_SCORE_WARN_55
value: 55.0
unit: score
source: SPEC_DERIVED
sample_n: 0
last_calibrated: null
owner_formula: ANTI_WHIPSAW_GATE_V1
gs_location: gas_data_feed.gs:6732
notes: score >= 55 이면 anti-whipsaw 강도 기준을 통과하는 경계값.
- id: NF1_FX_BETA_EXPORT
value: 1.2
unit: ratio
source: EXPERT_PRIOR
sample_n: 0
last_calibrated: null
owner_formula: REGIME_CONDITIONAL_MACRO_FACTOR_V1
py_location: tools/build_predictive_alpha_dialectic_engine_v2.py:FX_BETA_EXPORT
notes: 수출주(삼성전자·SK하이닉스) FX 민감도 가중치. usd_krw_weak 기여 20% 확대. Expert prior.
live_sample_requirement: 30
sunset_date: '2026-09-30'
- id: NF1_FX_BETA_DOMESTIC
value: 0.7
unit: ratio
source: EXPERT_PRIOR
sample_n: 0
last_calibrated: null
owner_formula: REGIME_CONDITIONAL_MACRO_FACTOR_V1
py_location: tools/build_predictive_alpha_dialectic_engine_v2.py:FX_BETA_DOMESTIC
notes: 내수주 FX 민감도 축소. usd_krw_weak 기여 30% 감소. Expert prior.
live_sample_requirement: 30
sunset_date: '2026-09-30'
- id: NF2_REBOUND_CAPTURE_WEIGHT
value: 15.0
unit: thesis_points
source: EXPERT_PRIOR
sample_n: 0
last_calibrated: null
owner_formula: REBOUND_CAPTURE_THESIS_FACTOR_V1
py_location: tools/build_predictive_alpha_dialectic_engine_v2.py:REBOUND_CAPTURE_WEIGHT
notes: 과매도 반등 4조건 충족 시 thesis 보너스 점수. Expert prior.
live_sample_requirement: 30
sunset_date: '2026-09-30'
- id: NF2_REBOUND_RSI_LOW
value: 25
unit: rsi
source: EXPERT_PRIOR
sample_n: 0
last_calibrated: null
owner_formula: REBOUND_CAPTURE_THESIS_FACTOR_V1
py_location: tools/build_predictive_alpha_dialectic_engine_v2.py
notes: 'rsi14 >= 25: 과매도 하한. Expert prior.'
live_sample_requirement: 30
sunset_date: '2026-09-30'
- id: NF2_REBOUND_RSI_HIGH
value: 40
unit: rsi
source: EXPERT_PRIOR
sample_n: 0
last_calibrated: null
owner_formula: REBOUND_CAPTURE_THESIS_FACTOR_V1
py_location: tools/build_predictive_alpha_dialectic_engine_v2.py
notes: 'rsi14 <= 40: 과매도~회복 초입 상한. Expert prior.'
live_sample_requirement: 30
sunset_date: '2026-09-30'
- id: NF2_REBOUND_MA20_BUFFER
value: 1.03
unit: ratio
source: EXPERT_PRIOR
sample_n: 0
last_calibrated: null
owner_formula: REBOUND_CAPTURE_THESIS_FACTOR_V1
py_location: tools/build_predictive_alpha_dialectic_engine_v2.py
notes: 'price <= ma20 x 1.03: MA20 3% 이내 눌림목 버퍼. Expert prior.'
live_sample_requirement: 30
sunset_date: '2026-09-30'
- id: NF2_REBOUND_FLOW_CREDIT_MIN
value: 0.5
unit: ratio_0_1
source: EXPERT_PRIOR
sample_n: 0
last_calibrated: null
owner_formula: REBOUND_CAPTURE_THESIS_FACTOR_V1
py_location: tools/build_predictive_alpha_dialectic_engine_v2.py
notes: 'flow_credit >= 0.5: 자금 유입 최소 기준. Expert prior.'
live_sample_requirement: 30
sunset_date: '2026-09-30'
- id: NF2_REBOUND_DOWN_STREAK_MIN
value: 2
unit: days
source: EXPERT_PRIOR
sample_n: 0
last_calibrated: null
owner_formula: REBOUND_CAPTURE_THESIS_FACTOR_V1
py_location: tools/build_predictive_alpha_dialectic_engine_v2.py
notes: 'down_streak >= 2: 연속 하락 2일 이상. Expert prior.'
live_sample_requirement: 30
sunset_date: '2026-09-30'
- id: NF3_CUT_DECILE_DEFAULT
value: 3
unit: decile_rank_1_10
source: EXPERT_PRIOR
sample_n: 0
last_calibrated: null
owner_formula: ENTRY_TIMING_DECILE_FACTOR_V1
py_location: tools/build_late_chase_attribution_v1.py:velocity_decile_thresholds
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.
'
live_sample_requirement: 30
sunset_date: '2026-09-30'
- id: NF3_MIN_SAMPLE_N
value: 30
unit: count
source: EXPERT_PRIOR
sample_n: 0
last_calibrated: null
owner_formula: ENTRY_TIMING_DECILE_FACTOR_V1
py_location: tools/build_late_chase_attribution_v1.py
notes: 분위 캘리브레이션 최소 표본 수. 미달 시 WATCH_PENDING_SAMPLE. Expert prior.
live_sample_requirement: 30
sunset_date: '2026-09-30'
- id: NF4_ADV_PARTICIPATION_CAP
value: 0.05
unit: ratio
source: EXPERT_PRIOR
sample_n: 0
last_calibrated: null
owner_formula: SELL_SLIPPAGE_BUDGET_FACTOR_V1
py_location: tools/build_value_preservation_scorer_v1.py:adv_participation_cap
notes: 'ADV 대비 주문크기 5% 상한. 5% 초과 시 TWAP 분할 권고.
Expert prior: 시장충격 연구 기반.
'
live_sample_requirement: 30
sunset_date: '2026-09-30'
- id: NF5_K_APEX_SUPER
value: 1.0
unit: atr_multiplier
source: EXPERT_PRIOR
sample_n: 0
last_calibrated: null
owner_formula: PROFIT_GIVEBACK_RATCHET_FACTOR_V1
py_location: tools/build_ratchet_trailing_general_v1.py
notes: 'APEX_SUPER(+50%): k=1.0 타이트닝. Expert prior.'
live_sample_requirement: 30
sunset_date: '2026-09-30'
- id: NF5_K_APEX_TRAILING
value: 1.5
unit: atr_multiplier
source: EXPERT_PRIOR
sample_n: 0
last_calibrated: null
owner_formula: PROFIT_GIVEBACK_RATCHET_FACTOR_V1
py_location: tools/build_ratchet_trailing_general_v1.py
notes: 'APEX_TRAILING(+40~50%): k=1.5. Expert prior.'
live_sample_requirement: 30
sunset_date: '2026-09-30'
- id: NF5_K_PROFIT_LOCK_30
value: 2.0
unit: atr_multiplier
source: EXPERT_PRIOR
sample_n: 0
last_calibrated: null
owner_formula: PROFIT_GIVEBACK_RATCHET_FACTOR_V1
py_location: tools/build_ratchet_trailing_general_v1.py
notes: 'PROFIT_LOCK_20/30(+20~40%): k=2.0. Expert prior.'
live_sample_requirement: 30
sunset_date: '2026-09-30'
- id: NF5_K_NEUTRAL
value: 2.5
unit: atr_multiplier
source: EXPERT_PRIOR
sample_n: 0
last_calibrated: null
owner_formula: PROFIT_GIVEBACK_RATCHET_FACTOR_V1
py_location: tools/build_ratchet_trailing_general_v1.py
notes: 'PROFIT_LOCK_10(+10~20%): k=2.5. 기본 래칫 폭. Expert prior.'
live_sample_requirement: 30
sunset_date: '2026-09-30'
- id: SEMICONDUCTOR_CLUSTER_LIMIT
value: 3.0
unit: count
source: SPEC_DERIVED
sample_n: 0
last_calibrated: null
owner_formula: SEMICONDUCTOR_CLUSTER_GATE
gs_location: gas_data_feed.gs:3904
notes: Semiconductor cluster limit.
- id: LEADER_POSITION_WEIGHT_CAP_V1
value: 50.0
unit: pct
source: SPEC_DERIVED
sample_n: 0
last_calibrated: null
owner_formula: LEADER_POSITION_WEIGHT_CAP_V1
gs_location: gas_data_feed.gs:3829
notes: Leader position weight cap.
- id: LEADER_POSITION_WEIGHT_CAP_V1_TIME_BREACH_DAYS
value: 60
unit: days
source: SPEC_DERIVED
sample_n: 0
last_calibrated: null
owner_formula: LEADER_POSITION_WEIGHT_CAP_V1
gs_location: gas_data_feed.gs:3816
notes: holdDays >= 60 && excessRet < 0 → TIME_STOP.
- id: ANTI_WHIPSAW_GATE_V1_LIMIT
value: 35.0
unit: pct
source: SPEC_DERIVED
sample_n: 0
last_calibrated: null
owner_formula: ANTI_WHIPSAW_GATE_V1
gs_location: gas_data_feed.gs:6735
notes: Anti-whipsaw gate limit.
- id: SP_TAKE_PROFIT
value: 10
unit: score_points
source: SPEC_DERIVED
sample_n: null
last_calibrated: null
owner_formula: TAKE_PROFIT_LADDER_V2
gs_location: gas_data_feed.gs:186
notes: Sell-priority score bonus awarded when take-profit condition is active. Migrated from GAS constant to registry (P5-T01 wave1).
- id: TAKE_PROFIT_BASE
value: 10
unit: score_points
source: SPEC_DERIVED
sample_n: null
last_calibrated: null
owner_formula: TAKE_PROFIT_LADDER_V2
gs_location: gas_data_feed.gs:2164
notes: Base take-profit score used in profit-lock computation. Migrated from GAS SP constant to registry (P5-T01 wave2).
- id: OVERHANG_PRESSURE_V1_FALLBACK_MULT
value: 1.5
unit: multiplier_of_avg_volume_5d
source: EXPERT_PRIOR
sample_n: 0
last_calibrated: null
owner_formula: OVERHANG_PRESSURE_V1
py_location: spec/13_formula_registry.yaml:OVERHANG_PRESSURE_V1.derived_flags.selling_acceleration.without_20d_fallback
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.
- id: MRS_CIRCUIT_BREAKER_ADJUSTMENT_PTS
value: 2
unit: mrs_score_points
source: EXPERT_PRIOR
sample_n: 0
last_calibrated: null
owner_formula: PORTFOLIO_CIRCUIT_BREAKER_V1
spec_location: spec/risk/circuit_breakers.yaml:sector_crash_intraday_protocol.tier_B
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.
sunset_date: '2026-12-31'
live_sample_requirement: 10
- id: CLUSTER_CAP_CLA_REGIME_PER
value: 60
unit: pct
source: EXPERT_PRIOR
sample_n: 0
last_calibrated: null
owner_formula: PORTFOLIO_CLUSTER_EXPOSURE_GATE_V1
spec_location: spec/risk/portfolio_exposure.yaml:regime_based_cluster_cap.cla_regime.cluster_combined_pct_max
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.
sunset_date: '2026-12-31'
live_sample_requirement: 5
- id: EXECUTION_SLIPPAGE_BPS
value: 5
unit: basis_points
source: EXPERT_PRIOR
sample_n: 0
last_calibrated: null
owner_formula: EXECUTION_SIMULATOR_V1
spec_location: spec/55_execution_simulator_contract.yaml:slippage_model.bps
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.
sunset_date: '2026-12-31'
live_sample_requirement: 20
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.
calibration_policy:
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.
'
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
'
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