LunaChart V0 Origin · Target / P0 / P1

생성 2026-07-14 20:38 UTC · Ref50 US30/KR20 · exact lane 16/ticker/policy

Target lanes800

P0 lanes800

P1 lanes800

Paired lanes800

계산 계약

OHLCV·corporate actions 봉인, KR은 strictly-prior US proxy 사용, MDD는 bar-by-bar mark-to-market. 성과는 gross price return이며 배당 현금, 수수료, 슬리피지는 미반영이다. PF는 closed-trade percentage-return PF다.

Target 대비와 Refresh 효과

P0 Target 달성률 중앙값15.03%Target 수익률이 양수인 lane만

P1 Target 달성률 중앙값15.03%Target 수익률이 양수인 lane만

P1−P0 수익 차이 중앙값0.00%p

P1−P0 P10 / P90-5.28 / 4.59%p

G0-R0

800 lane · 2025-07-01~2026-06-30

총수익률

KDE 최빈점21.91%최빈 구간12.25 ~ 23.27%중앙값24.03%10% 절사평균29.52%평균45.68%P10 / P908.00 / 82.17%최소 / 최대1.23 / 882.78%양수 / 0 / 음수800 / 0 / 0

Expectancy

KDE 최빈점2.36%최빈 구간1.88 ~ 2.73%중앙값4.24%10% 절사평균4.38%평균4.68%P10 / P901.49 / 8.56%최소 / 최대0.19 / 19.68%양수 / 0 / 음수800 / 0 / 0

Trade-return PF

KDE 최빈점10.13최빈 구간1.39 ~ 57.28중앙값6.2910% 절사평균9.01평균30.92P10 / P902.38 / 65.04최소 / 최대1.39 / 4,473.01양수 / 0 / 음수800 / 0 / 0

Mark-to-market MDD

KDE 최빈점2.82%최빈 구간0.00 ~ 0.96%중앙값3.63%10% 절사평균3.90%평균4.37%P10 / P900.21 / 9.63%최소 / 최대0.00 / 25.80%양수 / 0 / 음수729 / 71 / 0

CAGR

KDE 최빈점22.10%최빈 구간12.35 ~ 23.47%중앙값24.12%10% 절사평균29.64%평균45.92%P10 / P908.03 / 82.55%최소 / 최대1.23 / 890.53%양수 / 0 / 음수800 / 0 / 0

운용모드별 평균

운용모드	총수익률	Expectancy	PF	MDD	CAGR	N
capital_protect	32.09%	3.98%	59.59	1.69%	32.27%	200
balanced	39.51%	4.95%	45.59	3.46%	39.72%	200
return_seek	52.60%	4.73%	9.25	5.71%	52.87%	200
aggressive_return	58.52%	5.04%	9.25	6.63%	58.83%	200

운용모드·Selector·Execution별 총수익률

운용모드	Selector	Execution	평균	중앙값	KDE mode	P10	P90	최소	최대
capital_protect	close	close	29.97%	13.89%	16.23%	5.23%	38.40%	1.23%	549.33%
capital_protect	hybrid	close	30.42%	13.40%	17.84%	5.23%	45.77%	1.23%	549.33%
capital_protect	hybrid	next_open	31.84%	14.38%	17.52%	4.74%	50.64%	2.82%	656.63%
capital_protect	next_open	next_open	36.14%	13.72%	19.62%	6.46%	54.95%	2.25%	742.65%
balanced	close	close	38.03%	22.82%	22.12%	7.17%	64.78%	1.23%	549.33%
balanced	hybrid	close	35.68%	17.81%	20.65%	6.57%	54.50%	3.57%	549.33%
balanced	hybrid	next_open	41.36%	19.98%	23.27%	7.79%	69.35%	2.82%	656.63%
balanced	next_open	next_open	42.98%	20.58%	25.24%	8.81%	62.80%	2.82%	742.65%
return_seek	close	close	53.63%	34.37%	33.39%	13.69%	88.69%	7.43%	549.33%
return_seek	hybrid	close	50.53%	34.11%	31.95%	11.47%	82.36%	6.48%	549.33%
return_seek	hybrid	next_open	53.65%	30.98%	32.22%	8.64%	93.01%	2.82%	656.63%
return_seek	next_open	next_open	52.58%	31.32%	32.97%	13.49%	78.36%	4.27%	656.63%
aggressive_return	close	close	59.37%	36.69%	34.45%	13.80%	111.47%	7.43%	549.33%
aggressive_return	hybrid	close	54.79%	35.63%	33.55%	11.60%	101.81%	6.48%	549.33%
aggressive_return	hybrid	next_open	58.89%	30.98%	33.95%	11.26%	110.33%	3.30%	656.63%
aggressive_return	next_open	next_open	61.02%	34.14%	38.62%	13.69%	91.94%	4.27%	882.78%

G0-R0-P0

800 lane · 2025-07-01~2026-06-30

총수익률

KDE 최빈점1.56%최빈 구간-2.37 ~ 3.04%중앙값3.46%10% 절사평균6.02%평균12.91%P10 / P90-14.68 / 40.13%최소 / 최대-34.81 / 397.78%양수 / 0 / 음수494 / 3 / 303

Expectancy

KDE 최빈점0.10%최빈 구간-0.16 ~ 0.21%중앙값0.33%10% 절사평균0.50%평균0.80%P10 / P90-1.11 / 3.07%최소 / 최대-6.15 / 20.05%양수 / 0 / 음수491 / 3 / 306

Trade-return PF

KDE 최빈점1.45최빈 구간0.00 ~ 1.24중앙값1.2610% 절사평균1.53평균2.91P10 / P900.40 / 4.46최소 / 최대0.00 / 99.00양수 / 0 / 음수787 / 13 / 0

Mark-to-market MDD

KDE 최빈점10.30%최빈 구간9.31 ~ 11.64%중앙값11.84%10% 절사평균12.93%평균13.90%P10 / P903.92 / 25.60%최소 / 최대0.00 / 60.53%양수 / 0 / 음수791 / 9 / 0

CAGR

KDE 최빈점1.70%최빈 구간-2.25 ~ 3.20%중앙값3.48%10% 절사평균6.04%평균12.98%P10 / P90-14.73 / 40.30%최소 / 최대-34.91 / 400.53%양수 / 0 / 음수494 / 3 / 303

운용모드별 평균

운용모드	총수익률	Expectancy	PF	MDD	CAGR	N
capital_protect	8.68%	0.63%	2.85	10.70%	8.72%	200
balanced	13.25%	0.88%	2.42	12.95%	13.31%	200
return_seek	15.47%	0.87%	3.20	15.03%	15.55%	200
aggressive_return	14.27%	0.82%	3.20	16.91%	14.34%	200

운용모드·Selector·Execution별 총수익률

운용모드	Selector	Execution	평균	중앙값	KDE mode	P10	P90	최소	최대
capital_protect	close	close	11.36%	4.83%	2.73%	-7.46%	31.77%	-17.82%	109.60%
capital_protect	hybrid	close	8.16%	0.76%	-1.28%	-7.99%	26.35%	-19.80%	97.90%
capital_protect	hybrid	next_open	6.11%	2.20%	-0.24%	-13.64%	26.19%	-21.72%	169.34%
capital_protect	next_open	next_open	9.07%	1.81%	-0.21%	-11.34%	31.82%	-17.77%	169.34%
balanced	close	close	15.89%	9.87%	6.40%	-7.55%	35.82%	-17.41%	156.55%
balanced	hybrid	close	15.47%	3.57%	2.30%	-9.12%	50.25%	-19.80%	182.04%
balanced	hybrid	next_open	10.94%	2.65%	-0.21%	-16.45%	38.95%	-24.89%	169.34%
balanced	next_open	next_open	10.69%	1.63%	-0.63%	-16.45%	32.83%	-24.89%	218.46%
return_seek	close	close	7.09%	2.18%	1.49%	-17.16%	27.30%	-32.66%	107.63%
return_seek	hybrid	close	20.57%	13.13%	9.84%	-17.38%	48.34%	-32.66%	397.78%
return_seek	hybrid	next_open	16.57%	5.20%	3.28%	-15.58%	62.12%	-24.89%	330.93%
return_seek	next_open	next_open	17.64%	5.88%	3.87%	-13.40%	62.12%	-24.89%	347.55%
aggressive_return	close	close	8.16%	4.98%	3.82%	-17.16%	27.30%	-32.66%	107.63%
aggressive_return	hybrid	close	16.56%	5.20%	5.79%	-20.14%	40.94%	-34.81%	397.78%
aggressive_return	hybrid	next_open	16.11%	6.03%	4.67%	-15.54%	37.56%	-24.89%	330.93%
aggressive_return	next_open	next_open	16.23%	4.29%	1.69%	-14.84%	62.12%	-24.89%	347.55%

G0-R0-P1

800 lane · 2025-07-01~2026-06-30

총수익률

KDE 최빈점1.12%최빈 구간-1.10 ~ 4.29%중앙값3.49%10% 절사평균6.13%평균13.40%P10 / P90-13.91 / 43.82%최소 / 최대-33.44 / 397.78%양수 / 0 / 음수496 / 3 / 301

Expectancy

KDE 최빈점0.12%최빈 구간-0.08 ~ 0.30%중앙값0.33%10% 절사평균0.51%평균0.86%P10 / P90-1.11 / 3.20%최소 / 최대-6.15 / 20.05%양수 / 0 / 음수502 / 3 / 295

Trade-return PF

KDE 최빈점1.45최빈 구간0.00 ~ 1.24중앙값1.2610% 절사평균1.53평균2.84P10 / P900.36 / 4.84최소 / 최대0.00 / 99.00양수 / 0 / 음수787 / 13 / 0

Mark-to-market MDD

KDE 최빈점10.59%최빈 구간9.31 ~ 11.64%중앙값12.02%10% 절사평균13.10%평균13.93%P10 / P904.14 / 24.73%최소 / 최대0.00 / 60.53%양수 / 0 / 음수791 / 9 / 0

CAGR

KDE 최빈점1.26%최빈 구간-0.98 ~ 4.44%중앙값3.50%10% 절사평균6.15%평균13.47%P10 / P90-13.96 / 44.00%최소 / 최대-33.54 / 400.53%양수 / 0 / 음수496 / 3 / 301

운용모드별 평균

운용모드	총수익률	Expectancy	PF	MDD	CAGR	N
capital_protect	8.49%	0.64%	2.85	10.89%	8.53%	200
balanced	14.42%	1.08%	2.11	13.59%	14.49%	200
return_seek	15.67%	0.87%	3.18	14.64%	15.75%	200
aggressive_return	15.04%	0.84%	3.21	16.61%	15.12%	200

운용모드·Selector·Execution별 총수익률

운용모드	Selector	Execution	평균	중앙값	KDE mode	P10	P90	최소	최대
capital_protect	close	close	12.41%	4.83%	3.19%	-7.46%	33.55%	-17.82%	133.52%
capital_protect	hybrid	close	8.05%	0.76%	-0.75%	-9.46%	26.35%	-24.91%	133.52%
capital_protect	hybrid	next_open	4.48%	0.71%	-0.99%	-13.99%	21.80%	-21.72%	169.34%
capital_protect	next_open	next_open	9.03%	2.00%	0.89%	-11.34%	26.08%	-17.77%	169.34%
balanced	close	close	10.14%	5.36%	2.69%	-12.21%	39.47%	-24.54%	93.98%
balanced	hybrid	close	16.97%	5.34%	1.31%	-17.31%	50.25%	-23.39%	182.04%
balanced	hybrid	next_open	16.33%	3.56%	1.86%	-11.30%	63.48%	-18.80%	238.85%
balanced	next_open	next_open	14.22%	1.60%	-0.70%	-16.18%	57.32%	-33.44%	218.46%
return_seek	close	close	9.32%	1.41%	-0.49%	-12.01%	27.38%	-18.95%	139.75%
return_seek	hybrid	close	17.58%	4.00%	5.64%	-15.61%	45.69%	-22.72%	397.78%
return_seek	hybrid	next_open	18.23%	9.18%	4.81%	-14.24%	58.00%	-24.37%	330.93%
return_seek	next_open	next_open	17.54%	5.15%	3.99%	-13.39%	52.62%	-24.37%	347.55%
aggressive_return	close	close	9.88%	4.82%	3.60%	-12.87%	27.30%	-18.47%	107.63%
aggressive_return	hybrid	close	18.13%	5.32%	5.81%	-17.83%	48.24%	-22.10%	397.78%
aggressive_return	hybrid	next_open	15.86%	6.03%	4.33%	-15.54%	37.56%	-24.89%	330.93%
aggressive_return	next_open	next_open	16.28%	7.20%	2.41%	-14.84%	49.09%	-24.89%	347.55%