BP / Stage
0.5646 · BULL_HIGH
V Today Vote Distribution (4 Doctors)
master_db.csv v_l41/v_l42/v_p5/v_crs + 4DWA
Aggregate Score (W1): +0.4312 →
Mode bucket: STRONG_BULL ·
K=6 BIC (Captain 5/9, CD-44 data-driven mode)
4 Doctors Confidence Scorecard
| 의사 | Vote | Direction |
|---|
| Dr. CRS v4 (응급실) | +0.50 | BULL |
| Dr. Bull Engine v3 (체력) | +0.70 | BULL |
| Dr. Phase 5 RRM (세포) | -0.14 | NEUTRAL |
| Dr. Confluence v8 (종합) | +0.00 | NEUTRAL |
중간 BULL consensus (2/4 = 50%)
Asset Action — L1-L3 (Internal · E3 도착 시 L4-L5 expand)
| L1 Regime Bias | LONG bias · Bull MATURE (1.38x) · Divergence HIGH → 단기 hedge |
L2 Sector
11 SPDR | Long 250d: XLB Materials +nan% 250d · XLC Communication +nan% 250d · XLE Energy +nan% 250d
Short 60d: XLB Materials nan% 60d · XLC Communication nan% 60d · XLE Energy nan% 60d |
L3 Top Stocks
15 universe, n=5 | Long 250d: GOOGL +68.1% 250d · GS +49.5% 250d · BA +39.1% 250d
Short 60d: AMZN -23.3% 60d · GOOGL -21.5% 60d · GS -18.0% 60d |
V-bounce setup: GOOGL, XLE, GS, XLC, XLB = Long 250d + Short 60d 동시 → 단기 hedge + 장기 accumulate.
한계 (Internal only): L4 (F-Tier 1500 stocks) = E3 도착 시 / L5 (Position sizing + Entry/Exit) = E3 본격 / 현재 L3 = n=5 cosine analogs, 방향성 참조용
1 32y 4-Axis Timeline + kNN Cross-check + BP
master_db.csv (8382 days)
4 doctors vote 32y 추이. Hover로 각 day의 각 의사 score 확인.
2 각 의사 진단 (Cursor Date)
master_db v_l41/v_l42/v_p5/v_crs · L4 today.jsons
Cursor Date 4 의사 vote 분포
Bull 0 / Neutral 0 / Bear 0
위기 감지 — 4채널 ANY (Credit OAS / PMO / Breadth / 4 YC)
진단
RECOVERY (vote +0.50)
▶ 상세 분석 (응급실 의사 비유)
비유: 응급실 의사 — "위기 신호가 보이는가?"
4 검사:
• Credit OAS z-score (회사채 스프레드)
• Weekly PMO 매주 모멘텀 (시장 momentum)
• NYSE Hi-Lo Breadth 시장 폭
• 4 Yield Curve ANY (Captain 5/9 CD-43): T10Y2Y OR T10Y3M OR T5Y30Y OR T3M2Y
32년 검증: 14 events 13/14 (93%) detection. 2008 Lehman -12d, 2020 COVID 1d, 2022 09-22 +20d, GFC 2007 +24d 사전 catch.
4-State Machine: NORMAL / ALERT / CRISIS / RECOVERY (CD-39 ALERT→RECOVERY + Min run 7).
Today vote: +0.50 → Bull-side (NORMAL/RECOVERY)
Bull Proximity + Maturity — PCA centroid 거리 ratio (CD-41 Option C)
진단
BULL_HIGH (BP 0.5646, vote +0.70)
▶ 상세 분석 (체력 측정 의사 비유)
비유: 체력 측정 의사 — "환자가 얼마나 활기찬가?"
BP (Bull Proximity): PCA space에서 Bull centroid 거리 ratio (0~1).
• Today BP = 0.5646 (Bull centroid에서 56.5% 위치)
6 stages (K=6 BIC, CD-47):
• BEAR_DEEP < 0.40 (3.64%)
• BEAR_SIDE < 0.45 (11.31%)
• NEUTRAL < 0.51 (16.39%)
• BULL_MID < 0.56 (22.87%)
• BULL_HIGH < 0.61 (22.31%) TODAY
• BULL_TOP ≥ 0.61 (23.49%)
Bull Cycle: 379일 진행 / mean 274일 / Maturity index = days/274.
• Maturity = 1.383x (MATURE — pullback 위험)
32년 71 cycles 통계: mean duration 274일 / mean gain 27.4% / MATURE 단계 64% pullback or correction
294 Neuron 직접 투표 — 압축 없이 raw vote (Captain V1 "Neuron이 답")
진단
L0 = -0.138 (vote -0.14)
▶ 상세 분석 (세포 검사 의사 비유)
비유: 세포 검사 의사 — "294개 미세 신호 중 어디가 살아있고 어디가 죽었나?"
L0 (Level 0): 294 neurons direction × strength weighted average
• Today L0 = -0.1385
L1 (Level 1): 49 CAT cohesion-weighted aggregation
L2 (Level 2): System hierarchical aggregation
Captain V1 비전 정합 (CD-46): "Neuron이 답을 줘야해" — 압축(CAT) ≠ Neuron 본질
= F-AI-001 (CAT 압축 LOOP) 영구 회피
Sign convention (Aria 5/14 fix): high signed z = Bull-active (Section 2와 일관)
Divergence Detector: abs(L0 - L1) > 0.1 = 표면 vs 내부 분기 = 위험 신호
Today Top neurons: Section 3 (Top 10 Bull/Bear) 참조
15 signals + W3 Empirical weight + K=6 BIC mode bucket (CD-44/45)
진단
STRONG_BULL (W1 +0.4312)
▶ 상세 분석 (종합 검진 의사 비유)
비유: 종합 검진 의사 — "15가지 검사를 가중치 둬서 종합"
15 signals: CRS v4 / Bull Engine / 11 Regime / Phase 5 / Flow Pattern / Velocity / TE w40d / H7 PELT / Trans Monitor / CAT 40 YC / CAT 19 SS / CAT 27 HE / CAT 47 / CAT 23 / CAT 3
W3 Empirical Weight (CD-45): 32년 forward 60d correlation 기반
• Top: CAT 40 Yield Curve +0.233 (Captain favorite, 32y 가장 강한 single signal)
• CAT 19 Size Style -0.195 (역상관)
• CAT 27 Healthcare -0.184 (역상관)
K=6 BIC mode buckets (CD-44): BEAR / DEFENSIVE / NEUTRAL_WATCH / CAUTIOUS_LONG / BULL / STRONG_BULL
• Bull-side 비대칭 자연 (Bull 39.13% / Bear 4.72% / Mixed 56.15%)
Today: W1 = +0.4312 → STRONG_BULL
3 4-Layer kNN Cross-validation — 32y Top 10 Historical Analogs
L4_3_4layer_kNN_today.json
오늘 53-dim super-signature 와 가장 유사한 과거 10일. 각 analog의 +60d forward return = 미래 추정.
kNN 종합: mean +3.67% · pos 100% ·
U/F/D 100% / 0% / 0%
4 Dr. Bull Engine — Multi-Window Forecast (Today BP zone)
L4_2_bull_bear_engine_v3_today.json
Today BP 0.5646 (BULL_HIGH) zone × 32y events forward 결과.
CD-49 short windows (5/10/15/20/30d) + reference (60/100/250d).
Bull Cycle: start 2025-04-30 ·
379일째 ·
maturity 1.383 (mean 274일 × 1.36) ·
MATURE 단계 (PULLBACK 41% / CORRECTION 44% / BEAR 15% history).
G Glossary
4 Doctors
Captain V1 metaphor: 시장 = 환자, 4명 의사가 cross-validate. CRS (응급) / Bull Engine (체력) / kNN (임상) / Phase 5 (병리) / Confluence (종합내과).
Verdict
STRONG_BULL / BULL / WEAK_BULL / NEUTRAL / CONFLICT / WEAK_BEAR / BEAR / STRONG_BEAR. 4DWA + bull/bear count 종합.
BP (Bull Proximity)
CD-41 Option C — PCA centroid 거리 ratio (0~1). 0.5 = neutral / 0.6+ = Bull strong / 0.4- = Bear strong.
Bull Stage (K=6 BIC)
CD-47 — BEAR_DEEP / BEAR_SIDE / NEUTRAL / BULL_MID / BULL_HIGH / BULL_TOP. Data-driven (사용자 결정 X).
Maturity Index
Current cycle 일수 / mean 274일 (71 cycles). 1.0 = 평균, 1.3+ = MATURE, 1.5+ = OVERMATURE.
CRS v4 (4 YC ANY)
CD-43 — T10Y2Y OR T10Y3M OR T5Y30Y OR T3M2Y. Captain 5/9 "Credit이 채권 시장에서 출발".
Confluence v8 (CD-44/45)
15 signals × W3 Empirical weight × K=6 BIC mode bucket. CAT 40 Yield Curve W=2.10 (32y best single +0.233).
4-Layer kNN (CD-50)
53-dim super-signature. Layer 1 Flow Pattern + Layer 2 Family Coherence + Layer 3 Path PC + Layer 4 Coherence Deviation. exclude_30d + multiwin combined Hit 75.6%.
Phase 5 Neuron-level (CD-46)
L0 (294 neuron) + L1 (49 CAT) + L2 (System). Captain V1 "Neuron이 답". F-AI-001 (CAT 압축 LOOP) 회피.
Captain Dashboard — Internal use only
Source: master_db.csv + L4 today.jsons
Today: 2026-05-18 · Build: 2026-05-18 19:28:42 PDT
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