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1.7 KiB
1.7 KiB
Overlay Scoring Policy
원칙
- overlay는 core score를 대체하지 않는다.
- overlay가 강해도 core score minimum threshold 미달이면 거래하지 않는다.
- overlay는 랭킹 재정렬, 보유기간 조정, add-on 허용 여부에만 사용한다.
권장 v1 반영 방식
candidate ranking
final_rank_score = core_rank_score * 0.90 + overlay_score * 0.10
optional tie-breaker mode
동일 core bucket 내에서 overlay score 높은 순으로 정렬.
holding adjustment
- overlay_score >= strong_threshold: max_holding_days +1 or +2 검토
- overlay_score <= weak_threshold: time stop 보수화
add-on eligibility
- strong core + strong overlay + market regime ok 일 때만 2차 진입 허용
Source weight (v1 권장)
- Yahoo headline burst: 0.25
- YouTube influence: 0.35
- Wikimedia pageview shock: 0.20
- FINRA crowding: 0.15
- Google Trends experimental: 0.05
Source reliability modifier
- stale data: penalty
- low entity confidence: penalty
- duplicated source cluster: penalty
- missing data: neutral, not punitive beyond confidence adjustment
Overlay score bands
- 0.75 ~ 1.00: strong
- 0.55 ~ 0.75: supportive
- 0.40 ~ 0.55: neutral
- < 0.40: weak/no support
Allowed actions by band
- strong: rank boost, hold extension candidate, add-on candidate
- supportive: tie-breaker advantage
- neutral: no action
- weak: no boost, may shorten hold
Explicit 금지
- overlay-only entries
- overlay만으로 risk budget 상향
- 소셜 burst만으로 stop widening
- 실험 소스(Google Trends) 단독 영향력 과대부여
Calibration
- monthly recalibration
- source별 information coefficient와 hit rate 모니터링
- unstable source는 weight 하향 또는 disable