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Merged
Pigbibi merged 1 commit into from
Jul 5, 2026
Merged

Normalize CN lifecycle status labels #35

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2 changes: 1 addition & 1 deletion docs/research/cn_momentum_csi500_riskoff_tuning_20260628.json
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Original file line number Diff line number Diff line change
Expand Up @@ -307,7 +307,7 @@
"promoted": []
},
"start": "2021-01-01",
"status": "research_only",
"status": "research_backtest_only",
"track": "cross_section_momentum_riskoff",
"universe_diagnostics": {
"momentum_csi500_top5_vol15_gross75_riskoff": {
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2 changes: 1 addition & 1 deletion docs/research/cn_momentum_stock_csi500_full_20260628.json
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Expand Up @@ -222,7 +222,7 @@
"promoted": []
},
"start": "2021-01-01",
"status": "research_only",
"status": "research_backtest_only",
"track": "cross_section_momentum",
"universe_diagnostics": {
"momentum_csi500_top5_vol18_low_gross": {
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4 changes: 2 additions & 2 deletions docs/research/cn_strategy_promotion_roadmap_20260628.md
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Expand Up @@ -50,13 +50,13 @@ QuantRuntimeSettings（切换控制台）
- 不同市场/平台（A 股 ETF、A 股 snapshot、美股）可以有各自的 gate 和实现细节。
- 只要 **PIT / 统一组合 / dry-run** 任一没过，就先放 `research_backtest_only` 或 `scaffold`，不要进 live 配置。
- `runtime_enabled`：已通过当前市场/平台的正式 gate，可进入正常 runtime。
- `live_candidate` / `shadow`：允许小流量或影子观察，只做受控验证，不作为默认 live。
- `live_candidate` / `shadow_candidate`：允许小流量或影子观察，只做受控验证，不作为默认 live。
- `research_backtest_only`：仅用于回测和研究，不进入 runtime。
- `scaffold`：仅保留策略骨架或后续候选，尚未形成可执行 runtime contract。
- `cn_dividend_quality_snapshot` 和 `cn_equity_combo` 当前都应按 `research_backtest_only` 处理；底层 legs 和统一组合证据重新过关后，再单独提审。
- 同一条市场线只保留一个“冠军候选”；其余变体不长期保留为 live 候选，避免同时养多个弱版本。
- 默认 live gate 以 **绝对最大回撤 30%** 为主；35% 仅保留给研究扫描，不直接放进 live。
- live 只接受 **可靠验证过** 的版本；证据不够时，先停在 `live_candidate` / `shadow` 或 research 层。
- live 只接受 **可靠验证过** 的版本；证据不够时，先停在 `live_candidate` / `shadow_candidate` 或 research 层。

## 1. Aggressive vol25% → Live 候选评审

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