LunaChart DT · V0 Origin Draft
Ref50 · 3개월 Target OOS / P0 / Live-style P1
US 30KR 202026-04-14 → 2026-07-14g24p48 · seed 2026
해석 경계
Target은 같은 3개월 OOS를 본 뒤 고른 hindsight 상한선이다. P0는 Anchor 이전 정보로 선택한 config를 3개월 고정한 causal control이다. P1은 같은 초기 config에서 완전 청산 뒤 D-1 정보로 재선택하는 historical causal live-style replay다. 실제 주문·페이퍼 체결 결과가 아니며, V0 Origin 초안은 향후 forward paper 누적 전까지 draft다. 초기 Replay 3거래 기준 미달로 CASH 처리된 종목: IONQ.
Target+6.42%중앙값 · 평균 +12.02% · 양/음 42/8
P0 Frozen-1.98%중앙값 · 평균 +0.32% · 양/음 17/31
P1 Live-style-2.03%중앙값 · 평균 +1.25% · 양/음 20/28
P1−P0+0.27%중앙값 · 평균 +0.93% · 양/음 27/21
절대 수익 분포
0%는 손익분기선. 평균보다 중앙값·10% 절사평균·P10/P90과 양/음 breadth를 우선한다.
Refresh 효과 · P1−P0
0%p는 Refresh 효과 없음. 양수면 live-style 재선택이 같은 초기 config의 P0보다 개선, 음수면 악화다.
분포 통계
| metric | median | trim10 | mean | P10 | Q1 | Q3 | P90 | +/0/− |
|---|---|---|---|---|---|---|---|---|
| target_return_pct | +6.42 | +9.13 | +12.02 | -1.32 | +0.97 | +19.61 | +26.82 | 42/0/8 |
| p0_return_pct | -1.98 | -1.34 | +0.32 | -9.71 | -5.93 | +2.59 | +10.81 | 17/2/31 |
| p1_return_pct | -2.03 | -0.85 | +1.25 | -7.07 | -5.63 | +3.63 | +11.38 | 20/2/28 |
| p1_minus_p0_pctp | +0.27 | +0.58 | +0.93 | -6.44 | -3.10 | +3.60 | +11.43 | 27/2/21 |
| p0_minus_target_pctp | -6.85 | -9.97 | -11.69 | -26.19 | -19.07 | -4.32 | -2.68 | 1/1/48 |
| p1_minus_target_pctp | -7.52 | -9.72 | -10.76 | -27.71 | -13.02 | -5.54 | +0.43 | 6/0/44 |
거래 품질
| policy | trades | wins | losses | Exp | PF |
|---|---|---|---|---|---|
| Target | 422 | 129 | 293 | +1.410% | 2.746 |
| P0 Frozen | 484 | 92 | 392 | +0.035% | 1.037 |
| P1 Live-style | 359 | 63 | 296 | +0.176% | 1.176 |
Target 거래는 종목별 hindsight top lane, P0/P1은 각각의 독립 causal 경로다.
종목별 비교
| Ticker | 국가 | Target | P0 | P1 | P1−P0 | P1−Target | P1 Exp | P1 PF | P1 MDD | T P0/P1 | Initial lane | Target lane |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| AAPL | US | +17.19% | +17.19% | +7.08% | -10.11%p | -10.11%p | +1.02% | 2.72 | 4.08% | 10/7 | balanced_context__atr_bend5 | balanced_context__atr_bend5 |
| MSFT | US | +6.54% | +3.42% | +0.45% | -2.97%p | -6.09%p | +0.08% | 1.08 | 10.82% | 18/10 | volume_profile_breakout__micro2 | trend_momentum__micro2 |
| NVDA | US | +8.25% | -0.98% | +0.49% | +1.47%p | -7.76%p | +0.25% | 1.46 | 1.10% | 12/2 | volume_profile_breakout__micro2 | volume_profile_breakout__underwater3_extend5 |
| AMD | US | +12.14% | +5.22% | +15.21% | +9.99%p | +3.07%p | +1.54% | 3.07 | 8.60% | 8/10 | balanced_context__atr_bend5 | balanced_context__breakeven_trail7 |
| AVGO | US | +6.02% | -1.84% | -0.07% | +1.77%p | -6.09%p | +0.05% | 1.05 | 6.28% | 5/8 | pullback_reversal__atr_bend5 | balanced_context__micro2 |
| INTC | US | +40.06% | +9.40% | -9.47% | -18.86%p | -49.53%p | -1.10% | 0.00 | 9.47% | 12/9 | trend_momentum__underwater3_extend5 | volatility_reset__atr_bend5 |
| GOOGL | US | +13.44% | +10.81% | +5.44% | -5.37%p | -7.99%p | +0.75% | 1.80 | 7.63% | 8/8 | balanced_context__hard3 | pullback_reversal__atr_bend5 |
| META | US | -1.41% | -6.87% | -4.62% | +2.26%p | -3.21%p | -1.17% | 0.00 | 4.62% | 4/4 | pullback_reversal__atr_bend5 | volume_profile_breakout__micro2 |
| NFLX | US | +0.11% | -15.68% | -11.38% | +4.29%p | -11.49%p | -1.66% | 0.09 | 13.10% | 8/7 | volume_profile_breakout__underwater3_extend5 | pullback_reversal__micro2 |
| AMZN | US | -0.48% | -4.32% | -3.93% | +0.39%p | -3.46%p | -0.77% | 0.40 | 6.62% | 4/6 | pullback_reversal__underwater3_extend5 | balanced_context__hard3 |
| TSLA | US | +7.67% | +6.31% | +2.06% | -4.25%p | -5.61%p | +0.32% | 1.34 | 7.66% | 13/8 | volume_profile_breakout__micro2 | pullback_reversal__breakeven_trail7 |
| HD | US | +3.35% | -2.49% | -2.19% | +0.31%p | -5.54%p | -1.10% | 0.00 | 2.19% | 6/2 | volume_profile_breakout__breakeven_trail7 | volume_profile_breakout__underwater3_extend5 |
| JPM | US | -0.19% | -9.07% | -6.29% | +2.78%p | -6.10%p | -0.71% | 0.28 | 7.27% | 13/9 | balanced_context__breakeven_trail7 | pullback_reversal__hard3 |
| BAC | US | +5.88% | -2.77% | +0.07% | +2.84%p | -5.81%p | +0.04% | 1.04 | 4.32% | 11/5 | trend_momentum__underwater3_extend5 | volume_profile_breakout__underwater3_extend5 |
| GS | US | +0.97% | -3.65% | -8.62% | -4.97%p | -9.59%p | -0.80% | 0.32 | 9.25% | 14/11 | trend_momentum__micro2 | pullback_reversal__micro2 |
| LLY | US | +9.35% | +6.67% | +5.95% | -0.72%p | -3.40%p | +1.22% | 3.00 | 2.82% | 7/5 | pullback_reversal__hard3 | pullback_reversal__breakeven_trail7 |
| AMGN | US | +9.13% | -3.09% | -1.72% | +1.36%p | -10.85%p | -0.20% | 0.79 | 4.01% | 7/8 | volume_profile_breakout__micro2 | balanced_context__atr_bend5 |
| UNH | US | +24.93% | -1.27% | -4.01% | -2.74%p | -28.94%p | -1.35% | 0.00 | 4.43% | 2/3 | pullback_reversal__atr_bend5 | balanced_context__atr_bend5 |
| MRK | US | +13.98% | +5.28% | +1.56% | -3.72%p | -12.43%p | +0.25% | 1.37 | 4.74% | 12/7 | volume_profile_breakout__micro2 | volume_profile_breakout__underwater3_extend5 |
| XOM | US | +4.22% | -1.15% | -3.06% | -1.92%p | -7.29%p | -0.77% | 0.00 | 4.16% | 2/4 | trend_momentum__breakeven_trail7 | volume_profile_breakout__hard3 |
| CVX | US | +6.30% | +0.00% | +0.00% | +0.00%p | -6.30%p | +0.00% | 0.00 | 0.00% | 0/0 | trend_momentum__micro2 | balanced_context__hard3 |
| CAT | US | +3.19% | +0.11% | +3.63% | +3.52%p | +0.44%p | +0.36% | 1.53 | 5.57% | 13/11 | volume_profile_breakout__micro2 | trend_momentum__micro2 |
| BA | US | +0.14% | -6.52% | -7.07% | -0.55%p | -7.21%p | -0.72% | 0.27 | 9.43% | 12/10 | balanced_context__underwater3_extend5 | trend_momentum__hard3 |
| PG | US | -3.35% | -7.68% | -5.83% | +1.85%p | -2.47%p | -0.66% | 0.28 | 5.83% | 14/9 | trend_momentum__hard3 | volume_profile_breakout__underwater3_extend5 |
| COST | US | +4.66% | -2.11% | -1.88% | +0.23%p | -6.54%p | -0.26% | 0.73 | 7.70% | 9/7 | volume_profile_breakout__underwater3_extend5 | trend_momentum__micro2 |
| APP | US | +2.12% | -3.88% | -9.21% | -5.33%p | -11.32%p | -0.92% | 0.25 | 12.25% | 10/14 | pullback_reversal__breakeven_trail7 | balanced_context__micro2 |
| SOUN | US | +1.70% | -4.21% | -3.97% | +0.24%p | -5.68%p | -0.49% | 0.47 | 7.59% | 8/8 | balanced_context__breakeven_trail7 | trend_momentum__breakeven_trail7 |
| RKLB | US | +21.25% | +1.56% | -6.46% | -8.03%p | -27.71%p | -0.72% | 0.42 | 12.00% | 12/9 | trend_momentum__breakeven_trail7 | pullback_reversal__atr_bend5 |
| IONQ | US | +19.61% | +0.00% | +0.00% | +0.00%p | -19.61%p | +0.00% | 0.00 | 0.00% | 0/0 | CASH | balanced_context__hard3 |
| PLTR | US | -1.32% | -5.93% | +10.34% | +16.27%p | +11.66%p | +1.49% | 3.37 | 6.15% | 9/7 | volume_profile_breakout__breakeven_trail7 | pullback_reversal__hard3 |
| 005930.KS | KR | +23.62% | +2.59% | +0.84% | -1.74%p | -22.78%p | +0.16% | 1.22 | 8.51% | 12/6 | trend_momentum__breakeven_trail7 | balanced_context__micro2 |
| 000660.KS | KR | +36.27% | +41.41% | +11.70% | -29.71%p | -24.57%p | +1.02% | 2.20 | 12.69% | 15/13 | volume_profile_breakout__hard3 | trend_momentum__breakeven_trail7 |
| 005380.KS | KR | +32.24% | -3.08% | +0.75% | +3.82%p | -31.49%p | +0.16% | 1.14 | 6.50% | 10/10 | volume_profile_breakout__hard3 | pullback_reversal__breakeven_trail7 |
| 105560.KS | KR | +0.65% | -4.51% | -2.42% | +2.09%p | -3.07%p | -0.22% | 0.75 | 7.49% | 8/10 | volume_profile_breakout__breakeven_trail7 | trend_momentum__underwater3_extend5 |
| 207940.KS | KR | -2.47% | -3.97% | -6.23% | -2.26%p | -3.76%p | -1.06% | 0.03 | 6.95% | 6/6 | pullback_reversal__micro2 | pullback_reversal__atr_bend5 |
| 068270.KS | KR | +3.34% | -0.97% | -3.21% | -2.24%p | -6.55%p | -0.46% | 0.32 | 5.47% | 21/7 | pullback_reversal__micro2 | pullback_reversal__hard3 |
| 035420.KS | KR | +26.82% | +1.09% | +29.77% | +28.68%p | +2.96%p | +6.19% | 9.49 | 2.77% | 6/5 | pullback_reversal__micro2 | balanced_context__micro2 |
| 006400.KS | KR | +23.03% | -8.21% | -2.41% | +5.81%p | -25.44%p | -0.46% | 0.61 | 3.76% | 11/5 | volume_profile_breakout__hard3 | balanced_context__atr_bend5 |
| 012450.KS | KR | -3.26% | -14.27% | -2.83% | +11.43%p | +0.43%p | -0.57% | 0.40 | 5.53% | 10/5 | pullback_reversal__atr_bend5 | trend_momentum__hard3 |
| 017670.KS | KR | -3.35% | -10.86% | -14.03% | -3.17%p | -10.68%p | -1.67% | 0.00 | 14.03% | 6/9 | balanced_context__atr_bend5 | pullback_reversal__micro2 |
| 035720.KS | KR | +4.07% | -0.39% | -6.83% | -6.44%p | -10.90%p | -0.88% | 0.00 | 6.83% | 22/8 | pullback_reversal__micro2 | pullback_reversal__atr_bend5 |
| 066570.KS | KR | +52.53% | +29.06% | +42.25% | +13.20%p | -10.28%p | +5.46% | 9.32 | 6.01% | 9/8 | balanced_context__atr_bend5 | trend_momentum__hard3 |
| 005490.KS | KR | +15.63% | +12.77% | +5.82% | -6.95%p | -9.82%p | +1.50% | 3.36 | 2.87% | 5/4 | balanced_context__micro2 | balanced_context__underwater3_extend5 |
| 003670.KS | KR | +11.10% | -12.62% | -4.17% | +8.45%p | -15.28%p | -0.49% | 0.64 | 11.74% | 21/8 | pullback_reversal__breakeven_trail7 | balanced_context__atr_bend5 |
| 247540.KS | KR | +21.52% | +2.45% | +4.64% | +2.19%p | -16.88%p | +0.61% | 1.63 | 7.44% | 14/9 | pullback_reversal__hard3 | pullback_reversal__breakeven_trail7 |
| 009150.KS | KR | +88.63% | +32.92% | +50.33% | +17.42%p | -38.29%p | +3.95% | 4.06 | 22.93% | 11/12 | balanced_context__underwater3_extend5 | balanced_context__atr_bend5 |
| 010950.KS | KR | +25.19% | -7.44% | -3.84% | +3.60%p | -29.03%p | -0.97% | 0.00 | 3.84% | 7/4 | trend_momentum__breakeven_trail7 | pullback_reversal__atr_bend5 |
| 034020.KS | KR | +0.90% | -2.53% | -5.63% | -3.10%p | -6.52%p | -1.44% | 0.00 | 5.63% | 3/4 | balanced_context__micro2 | pullback_reversal__breakeven_trail7 |
| 009540.KS | KR | +1.62% | -10.03% | +11.38% | +21.41%p | +9.76%p | +1.10% | 2.14 | 6.42% | 13/11 | balanced_context__atr_bend5 | trend_momentum__hard3 |
| 028260.KS | KR | +7.39% | -9.71% | -5.63% | +4.08%p | -13.02%p | -0.82% | 0.13 | 5.63% | 11/7 | pullback_reversal__breakeven_trail7 | volume_profile_breakout__hard3 |
P1−P0 Tail
| Ticker | P1−P0 | P1 return | Initial lane |
|---|---|---|---|
| 000660.KS | -29.71%p | +11.70% | volume_profile_breakout__hard3 |
| INTC | -18.86%p | -9.47% | trend_momentum__underwater3_extend5 |
| AAPL | -10.11%p | +7.08% | balanced_context__atr_bend5 |
| RKLB | -8.03%p | -6.46% | trend_momentum__breakeven_trail7 |
| 005490.KS | -6.95%p | +5.82% | balanced_context__micro2 |
| 066570.KS | +13.20%p | +42.25% | balanced_context__atr_bend5 |
| PLTR | +16.27%p | +10.34% | volume_profile_breakout__breakeven_trail7 |
| 009150.KS | +17.42%p | +50.33% | balanced_context__underwater3_extend5 |
| 009540.KS | +21.41%p | +11.38% | balanced_context__atr_bend5 |
| 035420.KS | +28.68%p | +29.77% | pullback_reversal__micro2 |
읽는 법
중앙값은 정렬 중앙, 10% 절사평균은 상·하위 10%를 제거한 평균, P10/P90은 중간 80% 경계다. %는 절대 수익률, %p는 정책 간 차이다. Target attainment는 라이브 기대수익이 아니다.
계약과 출처
Strategy: lunachart-dt-v0-origin-draft
Data: yfinance canonical OHLCV, 2015-01-01 → 2026-07-15 exclusive
Execution: close signal → next regular open, 5bp/side, gap-through actual open, Config Lock
Profiles: v4 profile floors, maximum threshold 6.5
Ref50 source: long LunaChart V0 US30/KR20 universe