Dashboard | Executive Terminal Lyra (Quant 종합) 12DTA SSJ S4DV SPRC DLATW GEX Stress
Terminal32y 종합 narrative · 1685 internal reports L3HAFS Verdict Timeline · ASI 32y · Multi-Window · HAL kNN L4Daily 4 Doctors Verdict · 32y L5 CellPhase 5 Hierarchy (L1+L2) + Cell History · 32y cursor-synced Regime32y Regime cinematic playback (DataLeads · 8,373 days)
ARIS Neuron Network294 neurons full wiring · 32y co-firing structure L3 Neuron Network32y daily neuron timeline · wiring + 49 CAT matrix Neuron MonitorDaily neuron status · audit · freshness · audit chain
Journey Design
Data Leads All The Way — ARIS QUANT by Two Points Trade LLC

Captain Dashboard

Today: 2026-05-19  |  Data: 2026-05-18 EOD
통합 해석 종합
Internal / External Split
Maturity Pullback → V-bounce 회복 · 60d -8.3% / 250d +23.2%
Today Market Snapshot
Cell: DR4M (DEFENSIVE_ROTATION_sub4)  |  Streak: 1 day  |  Mean Stay (32y): 3.2d  |  Era: 2025+  |  Sample: 91 / 8,395 days (1.08%)
Today Verdict
(2026-05-18 EOD)
WEAK_BULL 표면 진단 BUT Credit Top 3 (HY_TR / IG_TR / B_OAS) z < -3.5 동시 약세 = "Maturity Pullback 직전 정점 시그널". Captain V1: 'Credit이 채권 시장에서 출발' 정량 검증. 60D −8.3% / 250D +23% V-bounce 회복 패턴.
Asset Action
(60D)
Long: XLB / XLC / XLE (commodity hedge) · Short: GS / GOOGL / AMZN (mega-cap Growth) · 단기 hedge + 장기 250D accumulate dual strategy.
Risk
MATURITY PULLBACK HIGH · STRUCTURAL CRISIS MID · FALSE POSITIVE LOW (n=91 robust).
Today Verdict
(2026-05-18 EOD)
Surface verdict WEAK_BULL yet Credit Top 3 (HY_TR / IG_TR / B_OAS) z < −3.5 simultaneous weakness = "Pre-Maturity-Pullback peak signal." Captain V1 dictum 'Credit originates in the bond market' quantitatively confirmed. 60D −8.3% / 250D +23% V-bounce recovery pattern.
Asset Action
(60D)
Long: XLB / XLC / XLE (commodity hedge) · Short: GS / GOOGL / AMZN (mega-cap Growth) · Short-term hedge + long-term 250D accumulate dual strategy warranted.
Risk
MATURITY PULLBACK HIGH · STRUCTURAL CRISIS MID · FALSE POSITIVE LOW (n=91 robust).
今日判断
(2026-05-18 收盘)
表面判断 WEAK_BULL 但 信用市场 Top 3 (HY_TR / IG_TR / B_OAS) z < -3.5 同步走弱 = "成熟期回调前的顶部信号". Captain V1 论断 '信用始于债券市场' 量化确认. 60D −8.3% / 250D +23% V型反弹 复苏模式.
资产行动
(60D)
Long: XLB / XLC / XLE (大宗对冲) · Short: GS / GOOGL / AMZN (大盘成长) · 短期对冲 + 长期 250D 累积 双重策略.
风险
MATURITY PULLBACK HIGH · STRUCTURAL CRISIS MID · FALSE POSITIVE LOW (n=91 robust).
本日判定
(2026-05-18 大引け)
表面判定 WEAK_BULL だが クレジット市場 Top 3 (HY_TR / IG_TR / B_OAS) z < -3.5 同時弱化 = "成熟期プルバック直前の天井シグナル". Captain V1 命題 'クレジットは債券市場が起点' 定量確認. 60D −8.3% / 250D +23% V字反発 回復パターン.
アセットアクション
(60D)
Long: XLB / XLC / XLE (商品ヘッジ) · Short: GS / GOOGL / AMZN (大型グロース) · 短期ヘッジ + 長期 250D 蓄積 デュアル戦略.
リスク
MATURITY PULLBACK HIGH · STRUCTURAL CRISIS MID · FALSE POSITIVE LOW (n=91 robust).
1시장 Character internal_report.1_market_character
Cell
DEFENSIVE_ROTATION_sub4
Ticker
DR4M
Sample
91 / 8,395 days (1.08%)
Era
2025+
Streak
1 day (5/18 ~ 5/18 DR4M 연속)
Mean stay (32y)
3.2d / Max 8d
2통합 해석 (Today regime 종합) ARIS 분석 (ASI + RRM + BP + Top neurons + CAT vote)
ASI"강한 Bull 발화"+0.6460
RRM"Bull active · 초기-중기" (contrarian mirror, ≠ ASI)-0.1385
BPBULL_HIGH · Cycle 383d · MATURE 1.40x0.5646
CAT voteBull 12 / Neutral 18 / Bear 19 · Divergence HIGH = 표면 vs 내부 분기0.1161
RegimeEquity (주식) driven Bull × Equity (주식) side 약세 (sub #03)EQ-BULL_x_EQ-BEAR_03
종합Internal / External Split · Maturity Pullback → V-bounce 회복—
Pullback zone2026-05-18 ~ 2026-08-10 · V-bounce: 2027-05-03 (sign 49%)-8.3% / +23.2%
저점 ETA47-60 trading days 후 (≈ 2026-07-22 ~ 2026-08-10)
1Market Character internal_report.1_market_character
Cell
DEFENSIVE_ROTATION_sub4
Ticker
DR4M
Sample
91 / 8,395 days (1.08%)
Era
2025+
Streak
1 day (5/18 ~ 5/18 DR4M sustained)
Mean stay (32y)
3.2d / Max 8d
2Integrated Verdict (Today regime) ARIS analysis (ASI + RRM + BP + Top neurons + CAT vote)
ASI"Strong Bull activation"+0.6460
RRM"Bull active · early-mid" (contrarian mirror, ≠ ASI)-0.1385
BPBULL_HIGH · Cycle 383d · MATURE 1.40x0.5646
CAT voteBull 12 / Neutral 18 / Bear 19 · Divergence HIGH = surface vs interior split0.1161
RegimeEquity-driven Bull × Equity-side weakness (sub #03)EQ-BULL_x_EQ-BEAR_03
SummaryInternal / External Split · Maturity Pullback → V-bounce recovery—
Pullback zone2026-05-18 ~ 2026-08-10 · V-bounce: 2027-05-03 (sign 49%)-8.3% / +23.2%
Trough ETA47-60 trading days out (≈ 2026-07-22 ~ 2026-08-10)
1市场特征 internal_report.1_market_character
Cell
DEFENSIVE_ROTATION_sub4
Ticker
DR4M
样本
91 / 8,395 天 (1.08%)
时代
2025+
连续
1 天 (5/18 ~ 5/18 DR4M 持续)
平均停留 (32年)
3.2d / 最长 8d
2综合判断 (今日 regime 综合) ARIS 分析 (ASI + RRM + BP + Top neurons + CAT vote)
ASI"强多头发火"+0.6460
RRM"多头活跃 · 初-中期" (逆向镜像, ≠ ASI)-0.1385
BPBULL_HIGH · 周期 383天 · MATURE 1.40x0.5646
CAT vote多 12 / 中性 18 / 空 19 · 背离 HIGH = 表面 vs 内部 分歧0.1161
Regime股票驱动多头 × 股票走弱 (sub #03)EQ-BULL_x_EQ-BEAR_03
综合内部/外部 分化 · 成熟期回调 → V型反弹复苏—
回调区间2026-05-18 ~ 2026-08-10 · V型反弹: 2027-05-03 (sign 49%)-8.3% / +23.2%
底部ETA47-60 交易日后 (≈ 2026-07-22 ~ 2026-08-10)
1市場の性格 internal_report.1_market_character
Cell
DEFENSIVE_ROTATION_sub4
Ticker
DR4M
サンプル
91 / 8,395 日 (1.08%)
時代
2025+
連続
1 日 (5/18 ~ 5/18 DR4M 持続)
平均滞在 (32年)
3.2d / 最長 8d
2統合判定 (本日 regime 統合) ARIS 分析 (ASI + RRM + BP + Top neurons + CAT vote)
ASI"強気アクティブ発火"+0.6460
RRM"強気アクティブ · 初期-中期" (逆指標ミラー, ≠ ASI)-0.1385
BPBULL_HIGH · サイクル 383日 · MATURE 1.40x0.5646
CAT vote強気 12 / 中立 18 / 弱気 19 · ダイバージェンス HIGH = 表面 vs 内部 分岐0.1161
Regime株式主導強気 × 株式弱気 (sub #03)EQ-BULL_x_EQ-BEAR_03
統合内部/外部 分化 · 成熟期プルバック → V字反発回復—
プルバック区間2026-05-18 ~ 2026-08-10 · V字反発: 2027-05-03 (sign 49%)-8.3% / +23.2%
底値ETA47-60 営業日後 (≈ 2026-07-22 ~ 2026-08-10)
ASI (Intensity)
+0.6460
강한 Bull 발화
RRM (Recent Regime Mirror)
-0.1385
Bull active · 초기-중기
BP (Bull Proximity)
0.5646
BULL_HIGH
Maturity (Cycle Age)
1.40x
MATURE (near Peak)
GEX (SPX)
+$9.07B
Pos · 2026-05-14 ▶
TGN +30d (ML)
SAME
DEFENSIVE_ROTATION_s ▶
▶ Short (1-2주)
+0.3%
혼재 / 관망 (sign 확인) · sign 32%
▶ Mid (1-3개월)
-8.3%
완만 약세 / 헷지 검토 · sign 13%
▶ Long (6-12개월)
+23.2%
강한 회복 / V-bounce 신호 · sign 49%
▶ 3 Today's Sector / Theme Findings Updated 2026-05-18 ARIS 분석 (Today Top neurons 기반 dynamic sector grouping) · 클릭하여 펼치기
Tech / Mag7 (Bull-side) XLK: 60d +nan% (0% hit) · 250d +nan% (0% hit)
RT_XLK_XLU +3.51σ / XLK +2.89σ / SOXX +2.88σ
= 오늘 강하게 활성화된 Tech / Mag7 신호 (3개)
Other / Mixed (Bull-side)
CRACK_SPREAD +3.34σ / SPMO +3.03σ / SLYV_SLP50 +2.80σ
= 오늘 강하게 활성화된 Other / Mixed 신호 (3개)
Macro / Economy (Bull-side)
RETAIL_SALES +12.82σ / NFP +6.77σ
= 오늘 강하게 활성화된 Macro / Economy 신호 (2개)
Other / Mixed (Bear-side)
HY_TR -3.98σ / IG_TR -3.82σ / SP_B_BB -3.75σ / IWF -3.65σ
= 오늘 약화된 Other / Mixed 신호 (6개)
Rates / Yield Curve (Bear-side)
Z_GT5 -2.76σ / Z_GT2 -2.75σ
= 오늘 약화된 Rates / Yield Curve 신호 (2개)
Volatility (Bear-side)
VRP -2.76σ
= 오늘 약화된 Volatility 신호 (1개)
More: GEX Tier 1 (12 sector ETFs + 24 stocks options) Stress Test (sector-level scenarios)
4 Top 10 Bull / Bear Neurons — ASI (z) + RRM (Direction × Strength) + Ⓟ Pruning ASI = internal_report.2 (raw signed z) · RRM = phase5 (-tanh contrarian) · Ⓟ |z|<1.5 또는 |dir|<0.3
▶ 정확한 의미 + 한계 (Captain 5/15 click)
ASI (z score): raw mean signed z (294 neuron). + Bull-active / − Bear-active (directional).
RRM (Direction × Strength): phase5 contrarian (-tanh). Display sign-inverted (+Bull-active 직관).
Ⓟ Pruning candidate: |z| < 1.5σ 또는 |dir| < 0.3 또는 strength < 0.3 (synapse 약화).
한계: ASI와 RRM은 다른 metric. 같은 neuron이 두 view에서 sign 다를 수 있음 (z 작을 때 특히). |z|↓ = pruning 진행 (Hebbian "fire together, wire together" 약화).
Captain V1 정합: "Neuron이 답" — Top 20 활성도 + Pruning candidates 동시 추적.
BULL-side (direction-applied, Bull-active)
NeuronASI zDirectionStrengthⓅ
positioning:COT_NDX_NCN-1.02σ-1.0001.000Ⓟ
rates:ACM_TP10+0.72σ-0.9861.000Ⓟ
yield_curve:Z_GT2-2.75σ-0.9361.000—
yield_curve:Z_GT10+1.10σ-0.9091.000Ⓟ
commodity:COPPER-2.31σ-0.9091.000—
commodity:RT_COPPER_GOLD-2.19σ-0.9300.974—
factor:QUAL_SLP50-1.13σ-0.8631.000Ⓟ
credit:HY_TR-3.98σ-0.7601.000—
commodity:RT_COPPER_BRENT-2.40σ-0.7121.000—
yield_curve:SP_3M10Y-1.02σ-0.7740.919Ⓟ
BEAR-side (direction-applied, Bear-active)
NeuronASI zDirectionStrengthⓅ
macro:NFP+6.77σ+1.0001.000—
industry:IYR+1.32σ+0.9551.000Ⓟ
industry:KIE_Insurance+1.09σ+0.9391.000Ⓟ
equity:Z_SPX+0.80σ+0.9291.000Ⓟ
industry:IAI_Capital_Markets+0.74σ+0.9081.000Ⓟ
industry:IYT_Transportation+0.98σ+0.9051.000Ⓟ
industry:FDN+1.07σ+0.8951.000Ⓟ
industry:ITB_Homebuilders_Alt+0.78σ+0.8671.000Ⓟ
darkpool:DIX-1.90σ+0.8631.000—
industry:MORT_Mortgage_REIT+0.89σ+0.8621.000Ⓟ
▶ 상세 분석 — Bull 10개 + Bear 10개 의미 (클릭)
BULL-side (positive contribution)
Neuron 설명 Remark
COT_NDX_NCN
positioning · +1.00
 COT 포지셔닝: COT_NDX_NCN — z=+1.00σ (중간 강세). COT NDX 비상업자 포지션. ✓
ACM_TP10
rates · +0.99
 금리: ACM_TP10 — z=+0.99σ (약함 강세). 10년 Term Premium — 채권 risk 보상. ✓
Z_GT2
yield_curve · +0.94
 수익률 곡선: Z_GT2 — z=+0.94σ (약함 강세) ✓
Z_GT10
yield_curve · +0.91
 수익률 곡선: Z_GT10 — z=+0.91σ (약함 강세)
COPPER
commodity · +0.91
 원자재: COPPER — z=+0.91σ (약함 강세). Copper price — 산업 demand 측정 (Dr. Copper).
RT_COPPER_GOLD
commodity · +0.91
 원자재: RT_COPPER_GOLD — z=+0.91σ (약함 강세). Copper price — 산업 demand 측정 (Dr. Copper).
QUAL_SLP50
factor · +0.86
 factor: QUAL_SLP50 — z=+0.86σ (약함 강세)
HY_TR
credit · +0.76
 신용: HY_TR — z=+0.76σ (약함 강세)
RT_COPPER_BRENT
commodity · +0.71
 원자재: RT_COPPER_BRENT — z=+0.71σ (약함 강세). Copper price — 산업 demand 측정 (Dr. Copper).
SP_3M10Y
yield_curve · +0.71
 수익률 곡선: SP_3M10Y — z=+0.71σ (약함 강세). 3M-10Y yield curve spread.
통합 패턴: Top categories — yield_curve / commodity / positioning 동시 발화 = "BULL-side (positive contribution) 주요 driver는 위 카테고리 group 중심"



BEAR-side (negative contribution)
Neuron 설명 Remark
NFP
macro · -1.00
 거시 경제 지표: NFP — z=-1.00σ (중간 약세). Non-Farm Payrolls — 미국 고용 시장 견조성. 강세 = 경제 견조 (BUT Fed rate cut 지연 우려). ✓
IYR
industry · -0.96
 Sector ETF: IYR — z=-0.96σ (약함 약세). Real Estate ETF. ✓
KIE_Insurance
industry · -0.94
 Sector ETF: KIE_Insurance — z=-0.94σ (약함 약세). Insurance ETF. ✓
Z_SPX
equity · -0.93
 Equity Index: Z_SPX — z=-0.93σ (약함 약세)
IAI_Capital_Markets
industry · -0.91
 Sector ETF: IAI_Capital_Markets — z=-0.91σ (약함 약세). Capital Markets ETF.
IYT_Transportation
industry · -0.91
 Sector ETF: IYT_Transportation — z=-0.91σ (약함 약세)
FDN
industry · -0.90
 Sector ETF: FDN — z=-0.90σ (약함 약세). Internet ETF.
ITB_Homebuilders_Alt
industry · -0.87
 Sector ETF: ITB_Homebuilders_Alt — z=-0.87σ (약함 약세). Homebuilders ETF.
DIX
darkpool · -0.86
 darkpool: DIX — z=-0.86σ (약함 약세)
MORT_Mortgage_REIT
industry · -0.86
 Sector ETF: MORT_Mortgage_REIT — z=-0.86σ (약함 약세)
통합 패턴: Top categories — industry / macro / equity 동시 발화 = "BEAR-side (negative contribution) 주요 driver는 위 카테고리 group 중심"
More: Synapse (L5) (294 full) Cell (L5) (Phase 3.5 v13) Regime (L5) (Top neurons + cursor sync)
아래 6 차트 (Tier 1): ASI · RRM · BP · 4DWA · Divergence · Maturity = 연속 32y timeline (각 metric의 시간 진화). Today 위치 vs 32y history 비교.
━━━ TIER 1 CHARTS ━━━
ASI — ARIS Synapse Intensity TIER 1
Synapse Activation Intensity (sign-applied axon z mean)
+0.6460
의미: 양수 = Bull-side activation / 음수 = Bear-side activation / 32y mean +0.055 (Bull bias 자연)
32y stats: range ±0.5 / Positive 68% / forward 60d corr +0.22 (양의)
오늘 +0.6460: 32y mean +0.055 대비 11.7배 = "강한 Bull activation"
RRM — Recent Regime Mirror TIER 1 Inverted Chart
level_0_neuron (294 neuron direction-weighted, contrarian)
-0.1385
32y 검증: Past 60d corr -0.62 (강한 contrarian) / Forward ~0 (leading 약함)
해석: RRM 음수 = Bull regime 진행 (직전 상승 후 mean reversion 압력)
차트: 위쪽 = Bull regime / 아래쪽 = Bear regime → 직관 정합 (Inverted)
BP — Bull Proximity + Cycle Stage TIER 1 BULL_HIGH · MATURE — Peak 근접
PCA 64D centroid 거리 ratio + K=6 BIC stage
0.5646 BULL_HIGH
BP 본질: "Bull cluster 거리" BUT 핵심 가치 = Bull cycle stage + maturity tracking
K=6 BIC stages: BEAR_DEEP/SIDE/NEUTRAL/BULL_MID/HIGH/TOP (data-driven, 임의 X)
71 cycles 32y MATURE ends_with: PULLBACK 46 / CORRECTION 14 / BEAR 11
Today 0.5646 BULL_HIGH + maturity 1.40x · cycle 383d: 32y 평균의 progression
즉: MATURE 단계 진입 후 64% pullback/correction 발생 패턴
4DWA — 4 Doctors Weighted Average TIER 1 WEAK 긍정
v_l41 + v_l42 + v_l11 + v_p5 + v_crs 평균 (-1 ~ +1)
+0.2123 WEAK 긍정
4 Doctors: v_l41 (Confluence) + v_l42 (Bull Engine) + v_l11 (11 Regime, deprecated) + v_p5 (Phase 5 Neuron = RRM) + v_crs (CRS v4)
오늘 +0.2123: WEAK 긍정 · l41 (Confluence) +0.00 · l42 (Bull Engine) +0.70 · p5 (Phase 5) -0.14 · crs (CRS v4) +0.50 → 평균 +0.21
해석: 절대값 클수록 4명 합의 강함. 0 근처 = 의사 분열. 부호 = Bull/Bear 방향.
차트 가로선: ±0.5 (STRONG 진파/진오) / ±0.2 (WEAK 중파/중오) — 범위 즉시 식별
▶ 범위별 해석 표 (클릭하여 펼치기)
범위의미4 doctors 상태
≥ +0.5STRONG 긍정 4명 강력 합의 (Bull)
+0.2 ~ +0.5WEAK 긍정 오늘 (+0.21)mild consensus (Bull leaning)
-0.2 ~ +0.2NEUTRAL / DIVIDED 의사 분열 (mixed)
-0.5 ~ -0.2WEAK 부정 mild consensus (Bear leaning)
≤ -0.5STRONG 부정 4명 강력 합의 (Bear)
Divergence — Neuron vs CAT Spread TIER 1 HIGH ( > 0.10)
|level_0_neuron - level_1_cat| — Early regime shift warning
0.1161 HIGH ( > 0.10)
Divergence: 294 neuron 평균 vs 49 CAT 평균의 차이 절대값
임계값: 빨간 dashed line @ 0.10 = HIGH (이 선 넘으면 warning)
오늘 0.1161 HIGH: CAT 평균 -0.022 vs Neuron 직접 -0.138 = 분기 진행
Early warning: Divergence 지속 = regime shift 임박 신호 / Captain V1 "Neuron이 답"
Maturity Index — Bull Cycle Age TIER 1 1.40x MATURE (peak 근접)
현재 cycle days / 32y mean cycle (274d)
1.40x
Maturity: 1.0x = 평균 도달 / 1.5x+ = old / 2.0x+ = extreme
계산: 현재 cycle days_in_cycle / mean_duration_32y (274d)
오늘 1.40x: Bull 383d (32y 평균의 1.40배) = MATURE (peak 근접)
71 cycles 32y: mean 274d / median 163d / max 2,181d (이상치) / min 16d
아래 3 histogram (State Ribbon): l4_verdict · bull_stage · crs_state = 월별 aggregated MACD (regime transition 시간 시각화). 위 6 continuous chart와 다른 시간 단위 — 연속 → 월 aggregate paradigm 전환.
4DWA Verdict — 4 Doctors 종합 결정 (label)
STRONG/BULL/WEAK_BULL ↑ vs WEAK/BEAR/STRONG_BEAR ↓ (월별 MACD)
BP Market Stage — BP K=6 BIC stage (Bull cycle stage)
BULL_MID/HIGH/TOP ↑ vs BEAR_SIDE/DEEP ↓ (월별 MACD)
crs_state — CRS v4 Event Gate (4 YC ANY)
RECOVERY ↑ vs ALERT/CRISIS ↓ (NORMAL = baseline)
세로 stack 정렬: 3 histogram 동일 월(X축) 상하 정렬 = 시점별 합치 분석
• 같은 월에 3 차트 모두 위쪽: 강한 Bull regime / 모두 아래쪽: 위기
• Multi-axis 동시 변화 = 강한 신호 / Single-axis 변화 = 약한 신호 (early shift signal · multi-confirmation 필요)
• 색 체계 (Captain v6): 파랑 = Bull tier (긍정) / 노랑 = NEUTRAL or ALERT / 오렌지 = Bear tier (부정) / 회색 = baseline
5 비슷한 옛날 시기 (32y timeline + ERA markers) internal_report.3_historical_analogs (top 1 per ERA)
PRE_20152015-20192020-20242025+ TODAY (2026-05-19)12003-08-27cos 0.35522018-01-22cos 0.45432021-04-01cos 0.56742025-01-22cos 0.2461995200020052010201520202025

모든 5 analogs 공통 패턴: "Bull mature → 단기 폭락 → 회복"

2018-01 → 2/5 -10% / 2021-06 → 11월 ATH → 2022 Bear -25% / 2021-11 → 즉시 Bear / 2024-07 → 8월 Yen unwind -8% → 회복 / 2025-01 → 4월 Tariff -9% → 회복

= Today도 비슷한 시점 가능성 — 단기 -8% pullback risk + 250d +17% V-bounce 회복.

More: Terminal Timeline (1685 reports daily) CAT (L3) (32y cursor sync)
6 Cell Transition — Past Flow + Current/Next (5d/15d/30d) master_db (60d trajectory) + internal_report.5_cell_transition (Markov)

Past Flow — 지나온 trajectory (T-60 → T-0)

색 기준 (border-bottom): ● Bull (l4 > +0.1) · ● Neutral (-0.1 ~ +0.1) · ● Bear (l4 < -0.1) · ticker 옆 작은 dot = CRS state
T-54d
EX1R
+0.16
→
T-48d
EX1R
+0.20
→
T-42d
CB3R
+0.27
→
T-36d
SB1R
+0.19
→
T-30d
CB3R
+0.12
→
T-24d
EX1R
+0.09
→
T-18d
DR3P
+0.07
→
T-12d
DR3P
+0.14
→
T-6d
DR4M
+0.20
→
TODAY
DR4M
+0.21

Current → Next (5d / 15d / 30d)

현재 (Today)
DR4M
DEFENSIVE_ROTATION_sub4
▼
+5d
#1 DR4M62%
#2 CN0X20%
#3 BR1X9%
+15d
#1 DR4M56%
#2 CN0X19%
#3 VR1R13%
+30d
#1 DR4M38%
#2 CN0X28%
#3 VR1R16%
1d Top: DEFENSIVE_ROTATION_sub4 75.9%. 1d→15d gradual decay (DR4M 76% → 56%). 60d 분기점: CONSOLIDATION_sub0 31.6% / DEFENSIVE_ROTATION_sub4 31.6%. 250d: CYCLICAL_BULL_sub3 36.7% (Bull 회복).
▶ 7 Horizons Full Transition Table (click to expand)
HorizonTop 1 cellprobTop 2probTop 3prob
1dDEFENSIVE_ROTATION_sub4 (DR4M)75.9%CONSOLIDATION_sub0 (CN0X)19.0%STRUCTURAL_BEAR_sub1 (BR1X)3.8%
5dDEFENSIVE_ROTATION_sub4 (DR4M)62.0%CONSOLIDATION_sub0 (CN0X)20.3%STRUCTURAL_BEAR_sub1 (BR1X)8.9%
15dDEFENSIVE_ROTATION_sub4 (DR4M)55.7%CONSOLIDATION_sub0 (CN0X)19.0%V_BOUNCE_RECOVERY_sub1 (VR1R)12.7%
30dDEFENSIVE_ROTATION_sub4 (DR4M)38.0%CONSOLIDATION_sub0 (CN0X)27.8%V_BOUNCE_RECOVERY_sub1 (VR1R)16.5%
60dCONSOLIDATION_sub0 (CN0X)31.6%DEFENSIVE_ROTATION_sub4 (DR4M)31.6%V_BOUNCE_RECOVERY_sub1 (VR1R)13.9%
100dCONSOLIDATION_sub0 (CN0X)30.4%DEFENSIVE_ROTATION_sub3 (DR3P)21.5%DEFENSIVE_ROTATION_sub4 (DR4M)13.9%
250dCYCLICAL_BULL_sub3 (CB3R)36.7%DEFENSIVE_ROTATION_sub1 (DR1R)11.4%STRUCTURAL_BULL_sub0 (SB0C)10.1%
prob > 60% 강조 (노란) — 단기 high-confidence Markov prediction
More: Cell (L5) (Phase 3.3 Markov + Cell × Cell matrix) Regime (L5)
7 Forecast 9 horizons (29-asset cohort avg, Era 2025+ n=145) internal_report.4_forecast_multiwindow
HorizonMeanSign%P10MDD_meanMDD_p10Remark
5d+1.54%44.1%-1.45-0.72+0.00
15d+0.30%32.4%-8.39-3.31+0.00
30d-2.00%21.4%-12.21-7.66+0.00
40d-6.23%14.5%-20.00-12.35+0.00부정
50d-7.66%13.1%-20.73-14.01+0.00단기 충격 진입
60d-8.32%13.1%-21.40-16.73+0.00단기 충격
100d-0.61%35.2%-11.15-18.42+0.00
180d+11.26%49.7%-3.35-19.49+0.00긍정
250d+23.18%49.2%+0.14-18.85+0.00강한 V-bounce
▶ 정확한 의미 + 한계 (Captain 5/15 click)
§7 (29-asset cohort n=145) — 정확한 의미
n=145 구성: 5 cosine-similar analog days × 29 assets (3 Indices + 11 Sectors + 15 Stocks)
Mean 계산: ALL 29 assets × 5 analogs의 forward return 단순 평균
= SPY 단독 forecast 아님! Multi-asset cross-section regime forecast (diversified basket average)
per-asset 분해: §8 (Asset Risk Profile)에서 각 자산별 평균 (n=5) 별도 표시
새 발견: 30d→40d 마일드 BUT 50d → -8.6% 단기 충격 zone 진입 = "조정 시작점 ~50일 후"
More: CAT (L3) (CD-49 Multi-Window 6 horizons) Regime (L5) (4 ERA forward returns)
8 Asset Risk Profile — Per-asset Multi-Window (15 of 29 assets, top-5 analog) internal_report.10_asset_risk_profile
▶ 정확한 의미 + 한계 (Captain 5/13 + 5/15 click)
§8 정확성 한계:
• Sample n=5 (top-5 cosine analogs only) → 매우 작은 sample → outlier 민감
• Top-5 historical days forward outcome 평균 → 개별 asset 변동성 압도 가능
• Cell-cohort regime average와 다를 수 있음 (§7 cohort n=145와 비교 시)
• Asset 별 fundamental factor 미반영 (현재는 cosine pattern only)

개선 plan (Engine 3 이후):
• E3 (Fundamental + Position Engine) 도입 시 per-asset fundamental factor 추가
• Earnings revision / Position risk / Sector rotation 등 micro-factors 통합
• Per-asset n 확대 (top-5 → top-20+ 또는 cell-conditional cohort)
• L5-D Bull Detection Engine 통합 시 asset-specific signal 추가

현재 운영 의미: §8은 참조용 (방향성만) — 확신 X. §7 cohort + §6 cell transition가 더 신뢰 가능.
X축 = horizon (5d → 250d) · Y축 = forecast mean % · 가운데 0 line · 각 line = 1 asset (legend 클릭으로 toggle)
참조용 방향성 (확신 X):
Long (250d): BRK_B / JNJ / XLP / LLY (defensive yield) / ABBV (5d-30d 폭발 후 60d mean reversion 주의)
Short (60d 위험): GOOGL -21% / AMZN -23% / GS -18% / XLK -17% / XLY -17% (rate-sensitive)
중립: XLE -11% 60d but 250d +8% (commodity reflation 잠재)
More: Charts Detail (per-asset 32y chart) GEX (option positioning)

Educational Notes — Dashboard 구성 + 각 Section/Tier chart 설명

Dashboard 전체 구성 (v3)
상단 Today Gauges (4): ASI / RRM / BP / Maturity 한 눈에
종합 결론: 모든 sections 통합 진단 + 단/중/장기 시나리오
Tier 1 6 charts: ASI / RRM (inverted) / BP / l4_axis / Divergence / Maturity
State Ribbon: l4_verdict + bull_stage + crs_state 시계열 (regime transition history)
§1-§8: 시장 character / 통합 해석 / Sector findings / Top 10 Bull/Bear / 32y similar / Cell transition / Forecast cohort / Asset risk
EDU: 이 노트 (Dashboard 구성 가이드)
§1 시장 Character — Cell이 무엇이고 어디 있나
Cell DR4M (Phase 3.1 K=26 BIC 자체 발견 26 cells 중 하나) / Ticker 4-letter convention / Sample n / Era / Streak day count
= "오늘 시장이 26 cells 중 어떤 cell에 있는지" 정확 식별
§2 통합 해석 — Today regime 종합
ASI (intensity) + RRM (mirror) + BP (proximity) + CAT vote + Top neurons 5 측면 통합 narrative.
= "오늘 시장 = 어떤 character?" 한 단락 진단
§3 Sector / Theme Findings — 테마별 mechanism
Top neurons 패턴에서 발견된 sector / theme 별 mechanism 해설.
= REIT 메커니즘 / Mag7 rotation / Commodity reflation 등
§4 Top 10 Bull / Bear Neurons — direction × strength
294 neurons 각각의 (direction × strength) contribution 상위 10개씩.
= "Bull-side에 기여하는 10개 + Bear-side에 기여하는 10개 themes 식별"
▶ 상세 분석 클릭: 각 neuron의 의미 + 시장 영향 expanded
§5 비슷한 옛날 시기 — 32y cosine similarity
294-dim cosine similarity로 4 ERA 각각의 most similar date 1개씩 + 그 시기 forward outcome.
= "오늘과 가장 닮은 과거 5일 + 그 시기 결과로 미래 추정"
§6 Cell Transition — 7 horizons Markov
현재 cell에서 1d/5d/15d/30d/60d/100d/250d 후 가장 가능성 높은 3개 cells 각각의 probability.
= "DR4M에서 다음 cell이 무엇이 될 가능성이 높은가" (Phase 3.3 Markov)
§7 Forecast 9 horizons (cohort n=145)
현재 cell + ERA 2025+ 와 비슷한 145일들의 forward outcome (5d/15d/30d/60d/100d/180d/250d × Mean / Sign% / P10 / MDD).
= "regime 평균 outcome" (smoothed)
§8 Asset Risk Profile (per-asset n=5)
오늘과 가장 cosine similar 5일 (top-5 analogs)의 29 assets 각각의 forward outcome × 7 horizons.
= "오늘과 가장 닮은 5일이 자산별로 어땠나" (raw individual)
§7 vs §8 차이: Sample size (145 vs 5) + sample selection 방식 다름 → 다른 magnitude OK
Tier 1 Charts 6 — 각 chart 의미 + 보는 시점
ASI: 신경망 전체 발화 강도. 32y 위기 깊이 visualize. 음수 깊으면 = 바닥/저항선 신호.
RRM (inverted): Recent Regime Mirror (contrarian). 위로 갈수록 Bull regime / 아래로 갈수록 Bear regime.
BP: Bull cluster 거리 + cycle stage. MATURE 단계 (1.5x+) 진입 시 64% pullback/correction 패턴.
l4_axis: 4 doctors weighted average. 단일 직관 line (-1 ~ +1).
Divergence: Neuron vs CAT 분기. > 0.10 HIGH 지속 = regime shift early warning.
Maturity: Bull cycle age (1.0x = 평균 / 1.5x+ = old). 통계적 peak 근접도.
State Ribbon — regime transition history
l4_verdict: 4 doctors 종합 결정 색 band (STRONG_BULL ~ STRONG_BEAR)
bull_stage: BP K=6 BIC 색 band
crs_state: CRS v4 Event Gate 4-state
= 시계열 색 변화로 regime transition 시점 한 눈에 파악
Cell ticker 4-letter convention
[Regime 2-letter] + [sub#] + [Source 1-letter]
예: DR4M = DEFENSIVE_ROTATION (DR) + sub_4 + MAS_aam (M)
Source codes (16): M=MAS_aam, R=Rates, C=Credit, A=Macro, E=Energy, Q=Equity, O=Commodity, F=Forex, P=Positioning, V=Volatility, D=Defensive, L=Liquidity, G=Global, Y=Cyclical, I=Industry, X=Mixed
4 Doctors L4 Verdict 매핑
• v_l41 = L4-1 Confluence v8 (15 signals × W3 × K=6 BIC)
• v_l42 = L4-2 Bull/Bear Engine v3 (BP stage K=6)
• v_l11 = L4_11 Regime (CD-51 폐기, 컬럼 잔존)
• v_p5 = Phase 5 Neuron-level L0 (= RRM 값)
• v_crs = CRS v4 Event Gate (4 YC ANY)
4DWA (4 Doctors Weighted Avg): 5 axes 평균 / l4_verdict: bull/bear axis count로 8 verdict 분류
ERA 구분 (Captain 5/9 ERA-aware regime FINAL)
• PRE_2015 (1993-2014) | 2015-2019 | 2020-2024 | 2025-Today (2025+)
Captain 통찰: "ERA 분리 = 시장 진화 흡수, lookback bias 회피"
Captain Dashboard — Internal use only
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