[{"id":159,"created":"2026-10-21T00:42:43.604667+00:00","status":"completed","settings":{"version":"research-v7","source_hash":"8e3dc2273c4535492f90ce415e1fc1a0e287087221619c651fa4fe11cf8a1414","revision":{"commit":"80859a72cc4c9a7c96d8620c1feeaeee70bce97f","dirty":true},"start":"2022-07-01","end":"2022-09-30","mode":"selection","kind":"trend","sort":"atr_asc","horizon":10,"candidates":20,"max_calls":300,"min_value":5000000000.0,"initial_cash":1000000,"max_positions":4,"max_position":0.25,"max_exposure":1.0,"rebalance_band":0.05,"fractional":true,"anonymize":true,"cache":true,"commission":0.000186,"cost_model":"krx-sell-tax-v1","sell_tax":[["2021-01-01",0.0023],["2023-01-01",0.002],["2024-01-01",0.0018],["2025-01-01",0.0015],["2026-01-01",0.002]],"slippage":0.001,"discovery_version":"discovery-v5","portfolio_version":"portfolio-v5","memory":false,"memory_mode":"notebook","notebook_id":9,"purpose":"validation","knowledge_cutoff":"2022-07-01","filters":{},"guidance":"","discovery_prompt":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n\n목표: 각 후보에 대해 evaluation_event의 확률을 추정하고, 실제로 보유할 가치가 있는 소수만 승인한다.\n판단 절차:\n1. 기준률에서 출발한다. market.recent_event_rate.rate는 같은 규칙 적격 종목에서 최근 확정된 같은 사건의 발생률이다.\n   후보 간 차이를 설명할 구체적 근거가 없으면 probability를 기준률 근처(±0.05)에 둔다. 값이 없으면 0.45에서 출발한다.\n2. 비용을 넘어야 한다. 왕복 비용(수수료·매도 거래세·슬리피지)은 약 0.4%다. 기대 수익이 이를 넘을 근거가 있을 때만 승인한다.\n3. 같은 날 후보끼리 비교해 순위를 정한다. 승인은 보통 0~4개이며, 확률이 높은 순서로 편입된다. 모두 약하면 승인하지 않는다.\n4. 위험 요인을 따진다: 단기 급등(return_5, rsi_14_wilder, close_to_sma_5가 큼), 평소 대비 급증한 거래량(volume_ratio_20),\n   큰 일간 변동폭(atr_ratio), 20일 고점과의 거리(distance_high_20), 시장 국면(regime)과 시장 카드.\n5. 서로 비슷한 후보에 같은 확률을 남발하지 않는다. probability는 실제 결과로 보정(Brier·AUC) 평가된다.\n\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고, 이후 지표로 확인 가능한 무효화 조건을 남긴다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio_prompt":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n\n운용 원칙:\n1. 보유 기간: 판정은 holding_horizon_sessions 거래일 보유를 전제로 평가된다. 그 전에 청산하려면\n   최초 판정의 무효화 조건 충족처럼 현재 지표로 확인되는 이유가 있어야 한다. 기간이 지난 보유는 승인 후보에 다시 없으면 정리를 우선 고려한다.\n2. 회전 비용: 매도마다 거래세(약 0.2%)와 슬리피지가 든다. 작은 비중 조정(자산의 5%p 미만)은 실행되지 않으니 제안하지 않는다.\n3. 신규 편입은 승인 후보에서만, 확률이 높고 기존 보유와 성격이 겹치지 않는 순서로 한다.\n4. 현금은 정상적인 선택이다. 승인 후보가 약하거나 시장 국면이 하락·고변동이면 현금 비중을 높인다.\n5. 손실 회복만을 이유로 비중을 늘리지 않는다(물타기 금지). 낙폭(drawdown)이 커지면 신규 위험을 줄인다.\n6. 한도(max_positions, max_position, max_exposure)는 완화할 수 없다.\n\n기존 보유의 평가손익, 보유 거래일 수, 최초 판정과 무효화 조건, 이전 계획을 현재 지표와 비교한다.\n목표 비중은 계좌 전체 자산 대비 비중이다. 빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}","principles_prompt":"\ninvestment_principles는 과거 개발 구간에서 정리한 일반 투자 원칙(미검증 가설)이다.\n각 원칙의 조건이 현재 후보·시장 지표와 맞을 때만 적용하고, 확신도(confidence)가 낮으면 가볍게 반영한다.\n원칙과 현재 지표가 충돌하면 현재 지표를 우선한다. 적용한 원칙이 있으면 reason에 그 제목을 짧게 적는다.","model":"cbcn/deepseek-v4.1-flash","event":"다음 거래일 시가 진입 후 10번째 거래일 종가 청산, 수수료·매도 거래세·편도 슬리피지 10bp 차감 후 수익률 > 0","limitations":["현재 생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","비용: 수수료 편도 0.0186%(토스 0.015%+유관기관), 매도 시 연도별 거래세(2023 0.20%·2024 0.18%·2025 0.15%·2026 0.20%), 슬리피지 편도 10bp(미검증 가정). 상장폐지 종목은 사용자 결정으로 다루지 않습니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","규칙·선별 모드는 신규 편입을 H거래일 보유한 뒤 재선정되지 않으면 청산합니다. 판정 라벨과 체결 경로는 여전히 다를 수 있습니다.","기본은 소수 단위 수량 시뮬레이션입니다. 정수 주식·최소 주문 단위 제약은 라이브 전에 별도 점검해야 합니다.","익명화해도 지표 조합으로 종목을 추정할 여지와 LLM 학습 지식의 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 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생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","비용: 수수료 편도 0.0186%(토스 0.015%+유관기관), 매도 시 연도별 거래세(2023 0.20%·2024 0.18%·2025 0.15%·2026 0.20%), 슬리피지 편도 10bp(미검증 가정). 상장폐지 종목은 사용자 결정으로 다루지 않습니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","규칙·선별 모드는 신규 편입을 H거래일 보유한 뒤 재선정되지 않으면 청산합니다. 판정 라벨과 체결 경로는 여전히 다를 수 있습니다.","기본은 소수 단위 수량 시뮬레이션입니다. 정수 주식·최소 주문 단위 제약은 라이브 전에 별도 점검해야 합니다.","익명화해도 지표 조합으로 종목을 추정할 여지와 LLM 학습 지식의 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 아닙니다."],"prompts":{"discovery":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n\n목표: 각 후보에 대해 evaluation_event의 확률을 추정하고, 실제로 보유할 가치가 있는 소수만 승인한다.\n판단 절차:\n1. 기준률에서 출발한다. market.recent_event_rate.rate는 같은 규칙 적격 종목에서 최근 확정된 같은 사건의 발생률이다.\n   후보 간 차이를 설명할 구체적 근거가 없으면 probability를 기준률 근처(±0.05)에 둔다. 값이 없으면 0.45에서 출발한다.\n2. 비용을 넘어야 한다. 왕복 비용(수수료·매도 거래세·슬리피지)은 약 0.4%다. 기대 수익이 이를 넘을 근거가 있을 때만 승인한다.\n3. 같은 날 후보끼리 비교해 순위를 정한다. 승인은 보통 0~4개이며, 확률이 높은 순서로 편입된다. 모두 약하면 승인하지 않는다.\n4. 위험 요인을 따진다: 단기 급등(return_5, rsi_14_wilder, close_to_sma_5가 큼), 평소 대비 급증한 거래량(volume_ratio_20),\n   큰 일간 변동폭(atr_ratio), 20일 고점과의 거리(distance_high_20), 시장 국면(regime)과 시장 카드.\n5. 서로 비슷한 후보에 같은 확률을 남발하지 않는다. probability는 실제 결과로 보정(Brier·AUC) 평가된다.\n\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고, 이후 지표로 확인 가능한 무효화 조건을 남긴다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n\n운용 원칙:\n1. 보유 기간: 판정은 holding_horizon_sessions 거래일 보유를 전제로 평가된다. 그 전에 청산하려면\n   최초 판정의 무효화 조건 충족처럼 현재 지표로 확인되는 이유가 있어야 한다. 기간이 지난 보유는 승인 후보에 다시 없으면 정리를 우선 고려한다.\n2. 회전 비용: 매도마다 거래세(약 0.2%)와 슬리피지가 든다. 작은 비중 조정(자산의 5%p 미만)은 실행되지 않으니 제안하지 않는다.\n3. 신규 편입은 승인 후보에서만, 확률이 높고 기존 보유와 성격이 겹치지 않는 순서로 한다.\n4. 현금은 정상적인 선택이다. 승인 후보가 약하거나 시장 국면이 하락·고변동이면 현금 비중을 높인다.\n5. 손실 회복만을 이유로 비중을 늘리지 않는다(물타기 금지). 낙폭(drawdown)이 커지면 신규 위험을 줄인다.\n6. 한도(max_positions, max_position, max_exposure)는 완화할 수 없다.\n\n기존 보유의 평가손익, 보유 거래일 수, 최초 판정과 무효화 조건, 이전 계획을 현재 지표와 비교한다.\n목표 비중은 계좌 전체 자산 대비 비중이다. 빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}"}}},{"id":158,"created":"2026-10-21T00:41:18.495573+00:00","status":"completed","settings":{"version":"research-v7","source_hash":"8e3dc2273c4535492f90ce415e1fc1a0e287087221619c651fa4fe11cf8a1414","revision":{"commit":"80859a72cc4c9a7c96d8620c1feeaeee70bce97f","dirty":true},"start":"2025-08-04","end":"2025-11-06","mode":"selection","kind":"trend","sort":"atr_asc","horizon":10,"candidates":20,"max_calls":302,"min_value":5000000000.0,"initial_cash":1000000,"max_positions":4,"max_position":0.25,"max_exposure":1.0,"rebalance_band":0.05,"fractional":true,"anonymize":true,"cache":true,"commission":0.000186,"cost_model":"krx-sell-tax-v1","sell_tax":[["2021-01-01",0.0023],["2023-01-01",0.002],["2024-01-01",0.0018],["2025-01-01",0.0015],["2026-01-01",0.002]],"slippage":0.001,"discovery_version":"discovery-v5","portfolio_version":"portfolio-v5","memory":false,"memory_mode":"notebook","notebook_id":13,"purpose":"validation","knowledge_cutoff":"2025-08-04","filters":{},"guidance":"","discovery_prompt":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n\n목표: 각 후보에 대해 evaluation_event의 확률을 추정하고, 실제로 보유할 가치가 있는 소수만 승인한다.\n판단 절차:\n1. 기준률에서 출발한다. market.recent_event_rate.rate는 같은 규칙 적격 종목에서 최근 확정된 같은 사건의 발생률이다.\n   후보 간 차이를 설명할 구체적 근거가 없으면 probability를 기준률 근처(±0.05)에 둔다. 값이 없으면 0.45에서 출발한다.\n2. 비용을 넘어야 한다. 왕복 비용(수수료·매도 거래세·슬리피지)은 약 0.4%다. 기대 수익이 이를 넘을 근거가 있을 때만 승인한다.\n3. 같은 날 후보끼리 비교해 순위를 정한다. 승인은 보통 0~4개이며, 확률이 높은 순서로 편입된다. 모두 약하면 승인하지 않는다.\n4. 위험 요인을 따진다: 단기 급등(return_5, rsi_14_wilder, close_to_sma_5가 큼), 평소 대비 급증한 거래량(volume_ratio_20),\n   큰 일간 변동폭(atr_ratio), 20일 고점과의 거리(distance_high_20), 시장 국면(regime)과 시장 카드.\n5. 서로 비슷한 후보에 같은 확률을 남발하지 않는다. probability는 실제 결과로 보정(Brier·AUC) 평가된다.\n\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고, 이후 지표로 확인 가능한 무효화 조건을 남긴다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio_prompt":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n\n운용 원칙:\n1. 보유 기간: 판정은 holding_horizon_sessions 거래일 보유를 전제로 평가된다. 그 전에 청산하려면\n   최초 판정의 무효화 조건 충족처럼 현재 지표로 확인되는 이유가 있어야 한다. 기간이 지난 보유는 승인 후보에 다시 없으면 정리를 우선 고려한다.\n2. 회전 비용: 매도마다 거래세(약 0.2%)와 슬리피지가 든다. 작은 비중 조정(자산의 5%p 미만)은 실행되지 않으니 제안하지 않는다.\n3. 신규 편입은 승인 후보에서만, 확률이 높고 기존 보유와 성격이 겹치지 않는 순서로 한다.\n4. 현금은 정상적인 선택이다. 승인 후보가 약하거나 시장 국면이 하락·고변동이면 현금 비중을 높인다.\n5. 손실 회복만을 이유로 비중을 늘리지 않는다(물타기 금지). 낙폭(drawdown)이 커지면 신규 위험을 줄인다.\n6. 한도(max_positions, max_position, max_exposure)는 완화할 수 없다.\n\n기존 보유의 평가손익, 보유 거래일 수, 최초 판정과 무효화 조건, 이전 계획을 현재 지표와 비교한다.\n목표 비중은 계좌 전체 자산 대비 비중이다. 빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}","principles_prompt":"\ninvestment_principles는 과거 개발 구간에서 정리한 일반 투자 원칙(미검증 가설)이다.\n각 원칙의 조건이 현재 후보·시장 지표와 맞을 때만 적용하고, 확신도(confidence)가 낮으면 가볍게 반영한다.\n원칙과 현재 지표가 충돌하면 현재 지표를 우선한다. 적용한 원칙이 있으면 reason에 그 제목을 짧게 적는다.","model":"cbcn/deepseek-v4.1-flash","event":"다음 거래일 시가 진입 후 10번째 거래일 종가 청산, 수수료·매도 거래세·편도 슬리피지 10bp 차감 후 수익률 > 0","limitations":["현재 생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","비용: 수수료 편도 0.0186%(토스 0.015%+유관기관), 매도 시 연도별 거래세(2023 0.20%·2024 0.18%·2025 0.15%·2026 0.20%), 슬리피지 편도 10bp(미검증 가정). 상장폐지 종목은 사용자 결정으로 다루지 않습니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","규칙·선별 모드는 신규 편입을 H거래일 보유한 뒤 재선정되지 않으면 청산합니다. 판정 라벨과 체결 경로는 여전히 다를 수 있습니다.","기본은 소수 단위 수량 시뮬레이션입니다. 정수 주식·최소 주문 단위 제약은 라이브 전에 별도 점검해야 합니다.","익명화해도 지표 조합으로 종목을 추정할 여지와 LLM 학습 지식의 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 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생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","비용: 수수료 편도 0.0186%(토스 0.015%+유관기관), 매도 시 연도별 거래세(2023 0.20%·2024 0.18%·2025 0.15%·2026 0.20%), 슬리피지 편도 10bp(미검증 가정). 상장폐지 종목은 사용자 결정으로 다루지 않습니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","규칙·선별 모드는 신규 편입을 H거래일 보유한 뒤 재선정되지 않으면 청산합니다. 판정 라벨과 체결 경로는 여전히 다를 수 있습니다.","기본은 소수 단위 수량 시뮬레이션입니다. 정수 주식·최소 주문 단위 제약은 라이브 전에 별도 점검해야 합니다.","익명화해도 지표 조합으로 종목을 추정할 여지와 LLM 학습 지식의 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 아닙니다."],"prompts":{"discovery":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n\n목표: 각 후보에 대해 evaluation_event의 확률을 추정하고, 실제로 보유할 가치가 있는 소수만 승인한다.\n판단 절차:\n1. 기준률에서 출발한다. market.recent_event_rate.rate는 같은 규칙 적격 종목에서 최근 확정된 같은 사건의 발생률이다.\n   후보 간 차이를 설명할 구체적 근거가 없으면 probability를 기준률 근처(±0.05)에 둔다. 값이 없으면 0.45에서 출발한다.\n2. 비용을 넘어야 한다. 왕복 비용(수수료·매도 거래세·슬리피지)은 약 0.4%다. 기대 수익이 이를 넘을 근거가 있을 때만 승인한다.\n3. 같은 날 후보끼리 비교해 순위를 정한다. 승인은 보통 0~4개이며, 확률이 높은 순서로 편입된다. 모두 약하면 승인하지 않는다.\n4. 위험 요인을 따진다: 단기 급등(return_5, rsi_14_wilder, close_to_sma_5가 큼), 평소 대비 급증한 거래량(volume_ratio_20),\n   큰 일간 변동폭(atr_ratio), 20일 고점과의 거리(distance_high_20), 시장 국면(regime)과 시장 카드.\n5. 서로 비슷한 후보에 같은 확률을 남발하지 않는다. probability는 실제 결과로 보정(Brier·AUC) 평가된다.\n\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고, 이후 지표로 확인 가능한 무효화 조건을 남긴다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n\n운용 원칙:\n1. 보유 기간: 판정은 holding_horizon_sessions 거래일 보유를 전제로 평가된다. 그 전에 청산하려면\n   최초 판정의 무효화 조건 충족처럼 현재 지표로 확인되는 이유가 있어야 한다. 기간이 지난 보유는 승인 후보에 다시 없으면 정리를 우선 고려한다.\n2. 회전 비용: 매도마다 거래세(약 0.2%)와 슬리피지가 든다. 작은 비중 조정(자산의 5%p 미만)은 실행되지 않으니 제안하지 않는다.\n3. 신규 편입은 승인 후보에서만, 확률이 높고 기존 보유와 성격이 겹치지 않는 순서로 한다.\n4. 현금은 정상적인 선택이다. 승인 후보가 약하거나 시장 국면이 하락·고변동이면 현금 비중을 높인다.\n5. 손실 회복만을 이유로 비중을 늘리지 않는다(물타기 금지). 낙폭(drawdown)이 커지면 신규 위험을 줄인다.\n6. 한도(max_positions, max_position, max_exposure)는 완화할 수 없다.\n\n기존 보유의 평가손익, 보유 거래일 수, 최초 판정과 무효화 조건, 이전 계획을 현재 지표와 비교한다.\n목표 비중은 계좌 전체 자산 대비 비중이다. 빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}"}}},{"id":157,"created":"2026-10-21T00:40:39.922140+00:00","status":"completed","settings":{"version":"research-v7","source_hash":"8e3dc2273c4535492f90ce415e1fc1a0e287087221619c651fa4fe11cf8a1414","revision":{"commit":"80859a72cc4c9a7c96d8620c1feeaeee70bce97f","dirty":true},"start":"2024-10-24","end":"2025-01-23","mode":"selection","kind":"trend","sort":"atr_asc","horizon":10,"candidates":20,"max_calls":302,"min_value":5000000000.0,"initial_cash":1000000,"max_positions":4,"max_position":0.25,"max_exposure":1.0,"rebalance_band":0.05,"fractional":true,"anonymize":true,"cache":true,"commission":0.000186,"cost_model":"krx-sell-tax-v1","sell_tax":[["2021-01-01",0.0023],["2023-01-01",0.002],["2024-01-01",0.0018],["2025-01-01",0.0015],["2026-01-01",0.002]],"slippage":0.001,"discovery_version":"discovery-v5","portfolio_version":"portfolio-v5","memory":false,"memory_mode":"notebook","notebook_id":12,"purpose":"validation","knowledge_cutoff":"2024-10-24","filters":{},"guidance":"","discovery_prompt":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n\n목표: 각 후보에 대해 evaluation_event의 확률을 추정하고, 실제로 보유할 가치가 있는 소수만 승인한다.\n판단 절차:\n1. 기준률에서 출발한다. market.recent_event_rate.rate는 같은 규칙 적격 종목에서 최근 확정된 같은 사건의 발생률이다.\n   후보 간 차이를 설명할 구체적 근거가 없으면 probability를 기준률 근처(±0.05)에 둔다. 값이 없으면 0.45에서 출발한다.\n2. 비용을 넘어야 한다. 왕복 비용(수수료·매도 거래세·슬리피지)은 약 0.4%다. 기대 수익이 이를 넘을 근거가 있을 때만 승인한다.\n3. 같은 날 후보끼리 비교해 순위를 정한다. 승인은 보통 0~4개이며, 확률이 높은 순서로 편입된다. 모두 약하면 승인하지 않는다.\n4. 위험 요인을 따진다: 단기 급등(return_5, rsi_14_wilder, close_to_sma_5가 큼), 평소 대비 급증한 거래량(volume_ratio_20),\n   큰 일간 변동폭(atr_ratio), 20일 고점과의 거리(distance_high_20), 시장 국면(regime)과 시장 카드.\n5. 서로 비슷한 후보에 같은 확률을 남발하지 않는다. probability는 실제 결과로 보정(Brier·AUC) 평가된다.\n\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고, 이후 지표로 확인 가능한 무효화 조건을 남긴다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio_prompt":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n\n운용 원칙:\n1. 보유 기간: 판정은 holding_horizon_sessions 거래일 보유를 전제로 평가된다. 그 전에 청산하려면\n   최초 판정의 무효화 조건 충족처럼 현재 지표로 확인되는 이유가 있어야 한다. 기간이 지난 보유는 승인 후보에 다시 없으면 정리를 우선 고려한다.\n2. 회전 비용: 매도마다 거래세(약 0.2%)와 슬리피지가 든다. 작은 비중 조정(자산의 5%p 미만)은 실행되지 않으니 제안하지 않는다.\n3. 신규 편입은 승인 후보에서만, 확률이 높고 기존 보유와 성격이 겹치지 않는 순서로 한다.\n4. 현금은 정상적인 선택이다. 승인 후보가 약하거나 시장 국면이 하락·고변동이면 현금 비중을 높인다.\n5. 손실 회복만을 이유로 비중을 늘리지 않는다(물타기 금지). 낙폭(drawdown)이 커지면 신규 위험을 줄인다.\n6. 한도(max_positions, max_position, max_exposure)는 완화할 수 없다.\n\n기존 보유의 평가손익, 보유 거래일 수, 최초 판정과 무효화 조건, 이전 계획을 현재 지표와 비교한다.\n목표 비중은 계좌 전체 자산 대비 비중이다. 빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}","principles_prompt":"\ninvestment_principles는 과거 개발 구간에서 정리한 일반 투자 원칙(미검증 가설)이다.\n각 원칙의 조건이 현재 후보·시장 지표와 맞을 때만 적용하고, 확신도(confidence)가 낮으면 가볍게 반영한다.\n원칙과 현재 지표가 충돌하면 현재 지표를 우선한다. 적용한 원칙이 있으면 reason에 그 제목을 짧게 적는다.","model":"cbcn/deepseek-v4.1-flash","event":"다음 거래일 시가 진입 후 10번째 거래일 종가 청산, 수수료·매도 거래세·편도 슬리피지 10bp 차감 후 수익률 > 0","limitations":["현재 생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","비용: 수수료 편도 0.0186%(토스 0.015%+유관기관), 매도 시 연도별 거래세(2023 0.20%·2024 0.18%·2025 0.15%·2026 0.20%), 슬리피지 편도 10bp(미검증 가정). 상장폐지 종목은 사용자 결정으로 다루지 않습니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","규칙·선별 모드는 신규 편입을 H거래일 보유한 뒤 재선정되지 않으면 청산합니다. 판정 라벨과 체결 경로는 여전히 다를 수 있습니다.","기본은 소수 단위 수량 시뮬레이션입니다. 정수 주식·최소 주문 단위 제약은 라이브 전에 별도 점검해야 합니다.","익명화해도 지표 조합으로 종목을 추정할 여지와 LLM 학습 지식의 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 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생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","비용: 수수료 편도 0.0186%(토스 0.015%+유관기관), 매도 시 연도별 거래세(2023 0.20%·2024 0.18%·2025 0.15%·2026 0.20%), 슬리피지 편도 10bp(미검증 가정). 상장폐지 종목은 사용자 결정으로 다루지 않습니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","규칙·선별 모드는 신규 편입을 H거래일 보유한 뒤 재선정되지 않으면 청산합니다. 판정 라벨과 체결 경로는 여전히 다를 수 있습니다.","기본은 소수 단위 수량 시뮬레이션입니다. 정수 주식·최소 주문 단위 제약은 라이브 전에 별도 점검해야 합니다.","익명화해도 지표 조합으로 종목을 추정할 여지와 LLM 학습 지식의 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 아닙니다."],"prompts":{"discovery":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n\n목표: 각 후보에 대해 evaluation_event의 확률을 추정하고, 실제로 보유할 가치가 있는 소수만 승인한다.\n판단 절차:\n1. 기준률에서 출발한다. market.recent_event_rate.rate는 같은 규칙 적격 종목에서 최근 확정된 같은 사건의 발생률이다.\n   후보 간 차이를 설명할 구체적 근거가 없으면 probability를 기준률 근처(±0.05)에 둔다. 값이 없으면 0.45에서 출발한다.\n2. 비용을 넘어야 한다. 왕복 비용(수수료·매도 거래세·슬리피지)은 약 0.4%다. 기대 수익이 이를 넘을 근거가 있을 때만 승인한다.\n3. 같은 날 후보끼리 비교해 순위를 정한다. 승인은 보통 0~4개이며, 확률이 높은 순서로 편입된다. 모두 약하면 승인하지 않는다.\n4. 위험 요인을 따진다: 단기 급등(return_5, rsi_14_wilder, close_to_sma_5가 큼), 평소 대비 급증한 거래량(volume_ratio_20),\n   큰 일간 변동폭(atr_ratio), 20일 고점과의 거리(distance_high_20), 시장 국면(regime)과 시장 카드.\n5. 서로 비슷한 후보에 같은 확률을 남발하지 않는다. probability는 실제 결과로 보정(Brier·AUC) 평가된다.\n\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고, 이후 지표로 확인 가능한 무효화 조건을 남긴다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n\n운용 원칙:\n1. 보유 기간: 판정은 holding_horizon_sessions 거래일 보유를 전제로 평가된다. 그 전에 청산하려면\n   최초 판정의 무효화 조건 충족처럼 현재 지표로 확인되는 이유가 있어야 한다. 기간이 지난 보유는 승인 후보에 다시 없으면 정리를 우선 고려한다.\n2. 회전 비용: 매도마다 거래세(약 0.2%)와 슬리피지가 든다. 작은 비중 조정(자산의 5%p 미만)은 실행되지 않으니 제안하지 않는다.\n3. 신규 편입은 승인 후보에서만, 확률이 높고 기존 보유와 성격이 겹치지 않는 순서로 한다.\n4. 현금은 정상적인 선택이다. 승인 후보가 약하거나 시장 국면이 하락·고변동이면 현금 비중을 높인다.\n5. 손실 회복만을 이유로 비중을 늘리지 않는다(물타기 금지). 낙폭(drawdown)이 커지면 신규 위험을 줄인다.\n6. 한도(max_positions, max_position, max_exposure)는 완화할 수 없다.\n\n기존 보유의 평가손익, 보유 거래일 수, 최초 판정과 무효화 조건, 이전 계획을 현재 지표와 비교한다.\n목표 비중은 계좌 전체 자산 대비 비중이다. 빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}"}}},{"id":156,"created":"2026-10-21T00:40:10.614235+00:00","status":"completed","settings":{"version":"research-v7","source_hash":"8e3dc2273c4535492f90ce415e1fc1a0e287087221619c651fa4fe11cf8a1414","revision":{"commit":"80859a72cc4c9a7c96d8620c1feeaeee70bce97f","dirty":true},"start":"2024-01-12","end":"2024-04-15","mode":"selection","kind":"trend","sort":"atr_asc","horizon":10,"candidates":20,"max_calls":305,"min_value":5000000000.0,"initial_cash":1000000,"max_positions":4,"max_position":0.25,"max_exposure":1.0,"rebalance_band":0.05,"fractional":true,"anonymize":true,"cache":true,"commission":0.000186,"cost_model":"krx-sell-tax-v1","sell_tax":[["2021-01-01",0.0023],["2023-01-01",0.002],["2024-01-01",0.0018],["2025-01-01",0.0015],["2026-01-01",0.002]],"slippage":0.001,"discovery_version":"discovery-v5","portfolio_version":"portfolio-v5","memory":false,"memory_mode":"notebook","notebook_id":11,"purpose":"validation","knowledge_cutoff":"2024-01-12","filters":{},"guidance":"","discovery_prompt":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n\n목표: 각 후보에 대해 evaluation_event의 확률을 추정하고, 실제로 보유할 가치가 있는 소수만 승인한다.\n판단 절차:\n1. 기준률에서 출발한다. market.recent_event_rate.rate는 같은 규칙 적격 종목에서 최근 확정된 같은 사건의 발생률이다.\n   후보 간 차이를 설명할 구체적 근거가 없으면 probability를 기준률 근처(±0.05)에 둔다. 값이 없으면 0.45에서 출발한다.\n2. 비용을 넘어야 한다. 왕복 비용(수수료·매도 거래세·슬리피지)은 약 0.4%다. 기대 수익이 이를 넘을 근거가 있을 때만 승인한다.\n3. 같은 날 후보끼리 비교해 순위를 정한다. 승인은 보통 0~4개이며, 확률이 높은 순서로 편입된다. 모두 약하면 승인하지 않는다.\n4. 위험 요인을 따진다: 단기 급등(return_5, rsi_14_wilder, close_to_sma_5가 큼), 평소 대비 급증한 거래량(volume_ratio_20),\n   큰 일간 변동폭(atr_ratio), 20일 고점과의 거리(distance_high_20), 시장 국면(regime)과 시장 카드.\n5. 서로 비슷한 후보에 같은 확률을 남발하지 않는다. probability는 실제 결과로 보정(Brier·AUC) 평가된다.\n\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고, 이후 지표로 확인 가능한 무효화 조건을 남긴다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio_prompt":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n\n운용 원칙:\n1. 보유 기간: 판정은 holding_horizon_sessions 거래일 보유를 전제로 평가된다. 그 전에 청산하려면\n   최초 판정의 무효화 조건 충족처럼 현재 지표로 확인되는 이유가 있어야 한다. 기간이 지난 보유는 승인 후보에 다시 없으면 정리를 우선 고려한다.\n2. 회전 비용: 매도마다 거래세(약 0.2%)와 슬리피지가 든다. 작은 비중 조정(자산의 5%p 미만)은 실행되지 않으니 제안하지 않는다.\n3. 신규 편입은 승인 후보에서만, 확률이 높고 기존 보유와 성격이 겹치지 않는 순서로 한다.\n4. 현금은 정상적인 선택이다. 승인 후보가 약하거나 시장 국면이 하락·고변동이면 현금 비중을 높인다.\n5. 손실 회복만을 이유로 비중을 늘리지 않는다(물타기 금지). 낙폭(drawdown)이 커지면 신규 위험을 줄인다.\n6. 한도(max_positions, max_position, max_exposure)는 완화할 수 없다.\n\n기존 보유의 평가손익, 보유 거래일 수, 최초 판정과 무효화 조건, 이전 계획을 현재 지표와 비교한다.\n목표 비중은 계좌 전체 자산 대비 비중이다. 빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}","principles_prompt":"\ninvestment_principles는 과거 개발 구간에서 정리한 일반 투자 원칙(미검증 가설)이다.\n각 원칙의 조건이 현재 후보·시장 지표와 맞을 때만 적용하고, 확신도(confidence)가 낮으면 가볍게 반영한다.\n원칙과 현재 지표가 충돌하면 현재 지표를 우선한다. 적용한 원칙이 있으면 reason에 그 제목을 짧게 적는다.","model":"cbcn/deepseek-v4.1-flash","event":"다음 거래일 시가 진입 후 10번째 거래일 종가 청산, 수수료·매도 거래세·편도 슬리피지 10bp 차감 후 수익률 > 0","limitations":["현재 생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","비용: 수수료 편도 0.0186%(토스 0.015%+유관기관), 매도 시 연도별 거래세(2023 0.20%·2024 0.18%·2025 0.15%·2026 0.20%), 슬리피지 편도 10bp(미검증 가정). 상장폐지 종목은 사용자 결정으로 다루지 않습니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","규칙·선별 모드는 신규 편입을 H거래일 보유한 뒤 재선정되지 않으면 청산합니다. 판정 라벨과 체결 경로는 여전히 다를 수 있습니다.","기본은 소수 단위 수량 시뮬레이션입니다. 정수 주식·최소 주문 단위 제약은 라이브 전에 별도 점검해야 합니다.","익명화해도 지표 조합으로 종목을 추정할 여지와 LLM 학습 지식의 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 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생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","비용: 수수료 편도 0.0186%(토스 0.015%+유관기관), 매도 시 연도별 거래세(2023 0.20%·2024 0.18%·2025 0.15%·2026 0.20%), 슬리피지 편도 10bp(미검증 가정). 상장폐지 종목은 사용자 결정으로 다루지 않습니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","규칙·선별 모드는 신규 편입을 H거래일 보유한 뒤 재선정되지 않으면 청산합니다. 판정 라벨과 체결 경로는 여전히 다를 수 있습니다.","기본은 소수 단위 수량 시뮬레이션입니다. 정수 주식·최소 주문 단위 제약은 라이브 전에 별도 점검해야 합니다.","익명화해도 지표 조합으로 종목을 추정할 여지와 LLM 학습 지식의 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 아닙니다."],"prompts":{"discovery":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n\n목표: 각 후보에 대해 evaluation_event의 확률을 추정하고, 실제로 보유할 가치가 있는 소수만 승인한다.\n판단 절차:\n1. 기준률에서 출발한다. market.recent_event_rate.rate는 같은 규칙 적격 종목에서 최근 확정된 같은 사건의 발생률이다.\n   후보 간 차이를 설명할 구체적 근거가 없으면 probability를 기준률 근처(±0.05)에 둔다. 값이 없으면 0.45에서 출발한다.\n2. 비용을 넘어야 한다. 왕복 비용(수수료·매도 거래세·슬리피지)은 약 0.4%다. 기대 수익이 이를 넘을 근거가 있을 때만 승인한다.\n3. 같은 날 후보끼리 비교해 순위를 정한다. 승인은 보통 0~4개이며, 확률이 높은 순서로 편입된다. 모두 약하면 승인하지 않는다.\n4. 위험 요인을 따진다: 단기 급등(return_5, rsi_14_wilder, close_to_sma_5가 큼), 평소 대비 급증한 거래량(volume_ratio_20),\n   큰 일간 변동폭(atr_ratio), 20일 고점과의 거리(distance_high_20), 시장 국면(regime)과 시장 카드.\n5. 서로 비슷한 후보에 같은 확률을 남발하지 않는다. probability는 실제 결과로 보정(Brier·AUC) 평가된다.\n\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고, 이후 지표로 확인 가능한 무효화 조건을 남긴다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n\n운용 원칙:\n1. 보유 기간: 판정은 holding_horizon_sessions 거래일 보유를 전제로 평가된다. 그 전에 청산하려면\n   최초 판정의 무효화 조건 충족처럼 현재 지표로 확인되는 이유가 있어야 한다. 기간이 지난 보유는 승인 후보에 다시 없으면 정리를 우선 고려한다.\n2. 회전 비용: 매도마다 거래세(약 0.2%)와 슬리피지가 든다. 작은 비중 조정(자산의 5%p 미만)은 실행되지 않으니 제안하지 않는다.\n3. 신규 편입은 승인 후보에서만, 확률이 높고 기존 보유와 성격이 겹치지 않는 순서로 한다.\n4. 현금은 정상적인 선택이다. 승인 후보가 약하거나 시장 국면이 하락·고변동이면 현금 비중을 높인다.\n5. 손실 회복만을 이유로 비중을 늘리지 않는다(물타기 금지). 낙폭(drawdown)이 커지면 신규 위험을 줄인다.\n6. 한도(max_positions, max_position, max_exposure)는 완화할 수 없다.\n\n기존 보유의 평가손익, 보유 거래일 수, 최초 판정과 무효화 조건, 이전 계획을 현재 지표와 비교한다.\n목표 비중은 계좌 전체 자산 대비 비중이다. 빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}"}}},{"id":155,"created":"2026-10-21T00:38:47.283631+00:00","status":"completed","settings":{"version":"research-v7","source_hash":"8e3dc2273c4535492f90ce415e1fc1a0e287087221619c651fa4fe11cf8a1414","revision":{"commit":"80859a72cc4c9a7c96d8620c1feeaeee70bce97f","dirty":true},"start":"2023-04-05","end":"2023-07-06","mode":"selection","kind":"trend","sort":"atr_asc","horizon":10,"candidates":20,"max_calls":304,"min_value":5000000000.0,"initial_cash":1000000,"max_positions":4,"max_position":0.25,"max_exposure":1.0,"rebalance_band":0.05,"fractional":true,"anonymize":true,"cache":true,"commission":0.000186,"cost_model":"krx-sell-tax-v1","sell_tax":[["2021-01-01",0.0023],["2023-01-01",0.002],["2024-01-01",0.0018],["2025-01-01",0.0015],["2026-01-01",0.002]],"slippage":0.001,"discovery_version":"discovery-v5","portfolio_version":"portfolio-v5","memory":false,"memory_mode":"notebook","notebook_id":10,"purpose":"validation","knowledge_cutoff":"2023-04-05","filters":{},"guidance":"","discovery_prompt":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n\n목표: 각 후보에 대해 evaluation_event의 확률을 추정하고, 실제로 보유할 가치가 있는 소수만 승인한다.\n판단 절차:\n1. 기준률에서 출발한다. market.recent_event_rate.rate는 같은 규칙 적격 종목에서 최근 확정된 같은 사건의 발생률이다.\n   후보 간 차이를 설명할 구체적 근거가 없으면 probability를 기준률 근처(±0.05)에 둔다. 값이 없으면 0.45에서 출발한다.\n2. 비용을 넘어야 한다. 왕복 비용(수수료·매도 거래세·슬리피지)은 약 0.4%다. 기대 수익이 이를 넘을 근거가 있을 때만 승인한다.\n3. 같은 날 후보끼리 비교해 순위를 정한다. 승인은 보통 0~4개이며, 확률이 높은 순서로 편입된다. 모두 약하면 승인하지 않는다.\n4. 위험 요인을 따진다: 단기 급등(return_5, rsi_14_wilder, close_to_sma_5가 큼), 평소 대비 급증한 거래량(volume_ratio_20),\n   큰 일간 변동폭(atr_ratio), 20일 고점과의 거리(distance_high_20), 시장 국면(regime)과 시장 카드.\n5. 서로 비슷한 후보에 같은 확률을 남발하지 않는다. probability는 실제 결과로 보정(Brier·AUC) 평가된다.\n\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고, 이후 지표로 확인 가능한 무효화 조건을 남긴다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio_prompt":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n\n운용 원칙:\n1. 보유 기간: 판정은 holding_horizon_sessions 거래일 보유를 전제로 평가된다. 그 전에 청산하려면\n   최초 판정의 무효화 조건 충족처럼 현재 지표로 확인되는 이유가 있어야 한다. 기간이 지난 보유는 승인 후보에 다시 없으면 정리를 우선 고려한다.\n2. 회전 비용: 매도마다 거래세(약 0.2%)와 슬리피지가 든다. 작은 비중 조정(자산의 5%p 미만)은 실행되지 않으니 제안하지 않는다.\n3. 신규 편입은 승인 후보에서만, 확률이 높고 기존 보유와 성격이 겹치지 않는 순서로 한다.\n4. 현금은 정상적인 선택이다. 승인 후보가 약하거나 시장 국면이 하락·고변동이면 현금 비중을 높인다.\n5. 손실 회복만을 이유로 비중을 늘리지 않는다(물타기 금지). 낙폭(drawdown)이 커지면 신규 위험을 줄인다.\n6. 한도(max_positions, max_position, max_exposure)는 완화할 수 없다.\n\n기존 보유의 평가손익, 보유 거래일 수, 최초 판정과 무효화 조건, 이전 계획을 현재 지표와 비교한다.\n목표 비중은 계좌 전체 자산 대비 비중이다. 빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}","principles_prompt":"\ninvestment_principles는 과거 개발 구간에서 정리한 일반 투자 원칙(미검증 가설)이다.\n각 원칙의 조건이 현재 후보·시장 지표와 맞을 때만 적용하고, 확신도(confidence)가 낮으면 가볍게 반영한다.\n원칙과 현재 지표가 충돌하면 현재 지표를 우선한다. 적용한 원칙이 있으면 reason에 그 제목을 짧게 적는다.","model":"cbcn/deepseek-v4.1-flash","event":"다음 거래일 시가 진입 후 10번째 거래일 종가 청산, 수수료·매도 거래세·편도 슬리피지 10bp 차감 후 수익률 > 0","limitations":["현재 생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","비용: 수수료 편도 0.0186%(토스 0.015%+유관기관), 매도 시 연도별 거래세(2023 0.20%·2024 0.18%·2025 0.15%·2026 0.20%), 슬리피지 편도 10bp(미검증 가정). 상장폐지 종목은 사용자 결정으로 다루지 않습니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","규칙·선별 모드는 신규 편입을 H거래일 보유한 뒤 재선정되지 않으면 청산합니다. 판정 라벨과 체결 경로는 여전히 다를 수 있습니다.","기본은 소수 단위 수량 시뮬레이션입니다. 정수 주식·최소 주문 단위 제약은 라이브 전에 별도 점검해야 합니다.","익명화해도 지표 조합으로 종목을 추정할 여지와 LLM 학습 지식의 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 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생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","비용: 수수료 편도 0.0186%(토스 0.015%+유관기관), 매도 시 연도별 거래세(2023 0.20%·2024 0.18%·2025 0.15%·2026 0.20%), 슬리피지 편도 10bp(미검증 가정). 상장폐지 종목은 사용자 결정으로 다루지 않습니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","규칙·선별 모드는 신규 편입을 H거래일 보유한 뒤 재선정되지 않으면 청산합니다. 판정 라벨과 체결 경로는 여전히 다를 수 있습니다.","기본은 소수 단위 수량 시뮬레이션입니다. 정수 주식·최소 주문 단위 제약은 라이브 전에 별도 점검해야 합니다.","익명화해도 지표 조합으로 종목을 추정할 여지와 LLM 학습 지식의 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 아닙니다."],"prompts":{"discovery":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n\n목표: 각 후보에 대해 evaluation_event의 확률을 추정하고, 실제로 보유할 가치가 있는 소수만 승인한다.\n판단 절차:\n1. 기준률에서 출발한다. market.recent_event_rate.rate는 같은 규칙 적격 종목에서 최근 확정된 같은 사건의 발생률이다.\n   후보 간 차이를 설명할 구체적 근거가 없으면 probability를 기준률 근처(±0.05)에 둔다. 값이 없으면 0.45에서 출발한다.\n2. 비용을 넘어야 한다. 왕복 비용(수수료·매도 거래세·슬리피지)은 약 0.4%다. 기대 수익이 이를 넘을 근거가 있을 때만 승인한다.\n3. 같은 날 후보끼리 비교해 순위를 정한다. 승인은 보통 0~4개이며, 확률이 높은 순서로 편입된다. 모두 약하면 승인하지 않는다.\n4. 위험 요인을 따진다: 단기 급등(return_5, rsi_14_wilder, close_to_sma_5가 큼), 평소 대비 급증한 거래량(volume_ratio_20),\n   큰 일간 변동폭(atr_ratio), 20일 고점과의 거리(distance_high_20), 시장 국면(regime)과 시장 카드.\n5. 서로 비슷한 후보에 같은 확률을 남발하지 않는다. probability는 실제 결과로 보정(Brier·AUC) 평가된다.\n\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고, 이후 지표로 확인 가능한 무효화 조건을 남긴다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n\n운용 원칙:\n1. 보유 기간: 판정은 holding_horizon_sessions 거래일 보유를 전제로 평가된다. 그 전에 청산하려면\n   최초 판정의 무효화 조건 충족처럼 현재 지표로 확인되는 이유가 있어야 한다. 기간이 지난 보유는 승인 후보에 다시 없으면 정리를 우선 고려한다.\n2. 회전 비용: 매도마다 거래세(약 0.2%)와 슬리피지가 든다. 작은 비중 조정(자산의 5%p 미만)은 실행되지 않으니 제안하지 않는다.\n3. 신규 편입은 승인 후보에서만, 확률이 높고 기존 보유와 성격이 겹치지 않는 순서로 한다.\n4. 현금은 정상적인 선택이다. 승인 후보가 약하거나 시장 국면이 하락·고변동이면 현금 비중을 높인다.\n5. 손실 회복만을 이유로 비중을 늘리지 않는다(물타기 금지). 낙폭(drawdown)이 커지면 신규 위험을 줄인다.\n6. 한도(max_positions, max_position, max_exposure)는 완화할 수 없다.\n\n기존 보유의 평가손익, 보유 거래일 수, 최초 판정과 무효화 조건, 이전 계획을 현재 지표와 비교한다.\n목표 비중은 계좌 전체 자산 대비 비중이다. 빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}"}}},{"id":154,"created":"2026-10-21T00:31:37.794591+00:00","status":"completed","settings":{"version":"research-v7","source_hash":"8e3dc2273c4535492f90ce415e1fc1a0e287087221619c651fa4fe11cf8a1414","revision":{"commit":"80859a72cc4c9a7c96d8620c1feeaeee70bce97f","dirty":true},"start":"2023-04-05","end":"2023-07-06","mode":"selection","kind":"trend","sort":"atr_asc","horizon":10,"candidates":20,"max_calls":315,"min_value":5000000000.0,"initial_cash":1000000,"max_positions":4,"max_position":0.25,"max_exposure":1.0,"rebalance_band":0.05,"fractional":true,"anonymize":true,"cache":true,"commission":0.000186,"cost_model":"krx-sell-tax-v1","sell_tax":[["2021-01-01",0.0023],["2023-01-01",0.002],["2024-01-01",0.0018],["2025-01-01",0.0015],["2026-01-01",0.002]],"slippage":0.001,"discovery_version":"discovery-v5","portfolio_version":"portfolio-v5","memory":false,"memory_mode":"none","notebook_id":null,"purpose":"validation","knowledge_cutoff":"2023-04-05","filters":{},"guidance":"","discovery_prompt":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n\n목표: 각 후보에 대해 evaluation_event의 확률을 추정하고, 실제로 보유할 가치가 있는 소수만 승인한다.\n판단 절차:\n1. 기준률에서 출발한다. market.recent_event_rate.rate는 같은 규칙 적격 종목에서 최근 확정된 같은 사건의 발생률이다.\n   후보 간 차이를 설명할 구체적 근거가 없으면 probability를 기준률 근처(±0.05)에 둔다. 값이 없으면 0.45에서 출발한다.\n2. 비용을 넘어야 한다. 왕복 비용(수수료·매도 거래세·슬리피지)은 약 0.4%다. 기대 수익이 이를 넘을 근거가 있을 때만 승인한다.\n3. 같은 날 후보끼리 비교해 순위를 정한다. 승인은 보통 0~4개이며, 확률이 높은 순서로 편입된다. 모두 약하면 승인하지 않는다.\n4. 위험 요인을 따진다: 단기 급등(return_5, rsi_14_wilder, close_to_sma_5가 큼), 평소 대비 급증한 거래량(volume_ratio_20),\n   큰 일간 변동폭(atr_ratio), 20일 고점과의 거리(distance_high_20), 시장 국면(regime)과 시장 카드.\n5. 서로 비슷한 후보에 같은 확률을 남발하지 않는다. probability는 실제 결과로 보정(Brier·AUC) 평가된다.\n\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고, 이후 지표로 확인 가능한 무효화 조건을 남긴다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio_prompt":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n\n운용 원칙:\n1. 보유 기간: 판정은 holding_horizon_sessions 거래일 보유를 전제로 평가된다. 그 전에 청산하려면\n   최초 판정의 무효화 조건 충족처럼 현재 지표로 확인되는 이유가 있어야 한다. 기간이 지난 보유는 승인 후보에 다시 없으면 정리를 우선 고려한다.\n2. 회전 비용: 매도마다 거래세(약 0.2%)와 슬리피지가 든다. 작은 비중 조정(자산의 5%p 미만)은 실행되지 않으니 제안하지 않는다.\n3. 신규 편입은 승인 후보에서만, 확률이 높고 기존 보유와 성격이 겹치지 않는 순서로 한다.\n4. 현금은 정상적인 선택이다. 승인 후보가 약하거나 시장 국면이 하락·고변동이면 현금 비중을 높인다.\n5. 손실 회복만을 이유로 비중을 늘리지 않는다(물타기 금지). 낙폭(drawdown)이 커지면 신규 위험을 줄인다.\n6. 한도(max_positions, max_position, max_exposure)는 완화할 수 없다.\n\n기존 보유의 평가손익, 보유 거래일 수, 최초 판정과 무효화 조건, 이전 계획을 현재 지표와 비교한다.\n목표 비중은 계좌 전체 자산 대비 비중이다. 빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}","principles_prompt":null,"model":"cbcn/deepseek-v4.1-flash","event":"다음 거래일 시가 진입 후 10번째 거래일 종가 청산, 수수료·매도 거래세·편도 슬리피지 10bp 차감 후 수익률 > 0","limitations":["현재 생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","비용: 수수료 편도 0.0186%(토스 0.015%+유관기관), 매도 시 연도별 거래세(2023 0.20%·2024 0.18%·2025 0.15%·2026 0.20%), 슬리피지 편도 10bp(미검증 가정). 상장폐지 종목은 사용자 결정으로 다루지 않습니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","규칙·선별 모드는 신규 편입을 H거래일 보유한 뒤 재선정되지 않으면 청산합니다. 판정 라벨과 체결 경로는 여전히 다를 수 있습니다.","기본은 소수 단위 수량 시뮬레이션입니다. 정수 주식·최소 주문 단위 제약은 라이브 전에 별도 점검해야 합니다.","익명화해도 지표 조합으로 종목을 추정할 여지와 LLM 학습 지식의 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 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생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","비용: 수수료 편도 0.0186%(토스 0.015%+유관기관), 매도 시 연도별 거래세(2023 0.20%·2024 0.18%·2025 0.15%·2026 0.20%), 슬리피지 편도 10bp(미검증 가정). 상장폐지 종목은 사용자 결정으로 다루지 않습니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","규칙·선별 모드는 신규 편입을 H거래일 보유한 뒤 재선정되지 않으면 청산합니다. 판정 라벨과 체결 경로는 여전히 다를 수 있습니다.","기본은 소수 단위 수량 시뮬레이션입니다. 정수 주식·최소 주문 단위 제약은 라이브 전에 별도 점검해야 합니다.","익명화해도 지표 조합으로 종목을 추정할 여지와 LLM 학습 지식의 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 아닙니다."],"prompts":{"discovery":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n\n목표: 각 후보에 대해 evaluation_event의 확률을 추정하고, 실제로 보유할 가치가 있는 소수만 승인한다.\n판단 절차:\n1. 기준률에서 출발한다. market.recent_event_rate.rate는 같은 규칙 적격 종목에서 최근 확정된 같은 사건의 발생률이다.\n   후보 간 차이를 설명할 구체적 근거가 없으면 probability를 기준률 근처(±0.05)에 둔다. 값이 없으면 0.45에서 출발한다.\n2. 비용을 넘어야 한다. 왕복 비용(수수료·매도 거래세·슬리피지)은 약 0.4%다. 기대 수익이 이를 넘을 근거가 있을 때만 승인한다.\n3. 같은 날 후보끼리 비교해 순위를 정한다. 승인은 보통 0~4개이며, 확률이 높은 순서로 편입된다. 모두 약하면 승인하지 않는다.\n4. 위험 요인을 따진다: 단기 급등(return_5, rsi_14_wilder, close_to_sma_5가 큼), 평소 대비 급증한 거래량(volume_ratio_20),\n   큰 일간 변동폭(atr_ratio), 20일 고점과의 거리(distance_high_20), 시장 국면(regime)과 시장 카드.\n5. 서로 비슷한 후보에 같은 확률을 남발하지 않는다. probability는 실제 결과로 보정(Brier·AUC) 평가된다.\n\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고, 이후 지표로 확인 가능한 무효화 조건을 남긴다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n\n운용 원칙:\n1. 보유 기간: 판정은 holding_horizon_sessions 거래일 보유를 전제로 평가된다. 그 전에 청산하려면\n   최초 판정의 무효화 조건 충족처럼 현재 지표로 확인되는 이유가 있어야 한다. 기간이 지난 보유는 승인 후보에 다시 없으면 정리를 우선 고려한다.\n2. 회전 비용: 매도마다 거래세(약 0.2%)와 슬리피지가 든다. 작은 비중 조정(자산의 5%p 미만)은 실행되지 않으니 제안하지 않는다.\n3. 신규 편입은 승인 후보에서만, 확률이 높고 기존 보유와 성격이 겹치지 않는 순서로 한다.\n4. 현금은 정상적인 선택이다. 승인 후보가 약하거나 시장 국면이 하락·고변동이면 현금 비중을 높인다.\n5. 손실 회복만을 이유로 비중을 늘리지 않는다(물타기 금지). 낙폭(drawdown)이 커지면 신규 위험을 줄인다.\n6. 한도(max_positions, max_position, max_exposure)는 완화할 수 없다.\n\n기존 보유의 평가손익, 보유 거래일 수, 최초 판정과 무효화 조건, 이전 계획을 현재 지표와 비교한다.\n목표 비중은 계좌 전체 자산 대비 비중이다. 빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}"}}},{"id":153,"created":"2026-10-21T00:31:37.794425+00:00","status":"completed","settings":{"version":"research-v7","source_hash":"8e3dc2273c4535492f90ce415e1fc1a0e287087221619c651fa4fe11cf8a1414","revision":{"commit":"80859a72cc4c9a7c96d8620c1feeaeee70bce97f","dirty":true},"start":"2024-10-24","end":"2025-01-23","mode":"selection","kind":"trend","sort":"atr_asc","horizon":10,"candidates":20,"max_calls":315,"min_value":5000000000.0,"initial_cash":1000000,"max_positions":4,"max_position":0.25,"max_exposure":1.0,"rebalance_band":0.05,"fractional":true,"anonymize":true,"cache":true,"commission":0.000186,"cost_model":"krx-sell-tax-v1","sell_tax":[["2021-01-01",0.0023],["2023-01-01",0.002],["2024-01-01",0.0018],["2025-01-01",0.0015],["2026-01-01",0.002]],"slippage":0.001,"discovery_version":"discovery-v5","portfolio_version":"portfolio-v5","memory":false,"memory_mode":"none","notebook_id":null,"purpose":"validation","knowledge_cutoff":"2024-10-24","filters":{},"guidance":"","discovery_prompt":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n\n목표: 각 후보에 대해 evaluation_event의 확률을 추정하고, 실제로 보유할 가치가 있는 소수만 승인한다.\n판단 절차:\n1. 기준률에서 출발한다. market.recent_event_rate.rate는 같은 규칙 적격 종목에서 최근 확정된 같은 사건의 발생률이다.\n   후보 간 차이를 설명할 구체적 근거가 없으면 probability를 기준률 근처(±0.05)에 둔다. 값이 없으면 0.45에서 출발한다.\n2. 비용을 넘어야 한다. 왕복 비용(수수료·매도 거래세·슬리피지)은 약 0.4%다. 기대 수익이 이를 넘을 근거가 있을 때만 승인한다.\n3. 같은 날 후보끼리 비교해 순위를 정한다. 승인은 보통 0~4개이며, 확률이 높은 순서로 편입된다. 모두 약하면 승인하지 않는다.\n4. 위험 요인을 따진다: 단기 급등(return_5, rsi_14_wilder, close_to_sma_5가 큼), 평소 대비 급증한 거래량(volume_ratio_20),\n   큰 일간 변동폭(atr_ratio), 20일 고점과의 거리(distance_high_20), 시장 국면(regime)과 시장 카드.\n5. 서로 비슷한 후보에 같은 확률을 남발하지 않는다. probability는 실제 결과로 보정(Brier·AUC) 평가된다.\n\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고, 이후 지표로 확인 가능한 무효화 조건을 남긴다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio_prompt":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n\n운용 원칙:\n1. 보유 기간: 판정은 holding_horizon_sessions 거래일 보유를 전제로 평가된다. 그 전에 청산하려면\n   최초 판정의 무효화 조건 충족처럼 현재 지표로 확인되는 이유가 있어야 한다. 기간이 지난 보유는 승인 후보에 다시 없으면 정리를 우선 고려한다.\n2. 회전 비용: 매도마다 거래세(약 0.2%)와 슬리피지가 든다. 작은 비중 조정(자산의 5%p 미만)은 실행되지 않으니 제안하지 않는다.\n3. 신규 편입은 승인 후보에서만, 확률이 높고 기존 보유와 성격이 겹치지 않는 순서로 한다.\n4. 현금은 정상적인 선택이다. 승인 후보가 약하거나 시장 국면이 하락·고변동이면 현금 비중을 높인다.\n5. 손실 회복만을 이유로 비중을 늘리지 않는다(물타기 금지). 낙폭(drawdown)이 커지면 신규 위험을 줄인다.\n6. 한도(max_positions, max_position, max_exposure)는 완화할 수 없다.\n\n기존 보유의 평가손익, 보유 거래일 수, 최초 판정과 무효화 조건, 이전 계획을 현재 지표와 비교한다.\n목표 비중은 계좌 전체 자산 대비 비중이다. 빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}","principles_prompt":null,"model":"cbcn/deepseek-v4.1-flash","event":"다음 거래일 시가 진입 후 10번째 거래일 종가 청산, 수수료·매도 거래세·편도 슬리피지 10bp 차감 후 수익률 > 0","limitations":["현재 생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","비용: 수수료 편도 0.0186%(토스 0.015%+유관기관), 매도 시 연도별 거래세(2023 0.20%·2024 0.18%·2025 0.15%·2026 0.20%), 슬리피지 편도 10bp(미검증 가정). 상장폐지 종목은 사용자 결정으로 다루지 않습니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","규칙·선별 모드는 신규 편입을 H거래일 보유한 뒤 재선정되지 않으면 청산합니다. 판정 라벨과 체결 경로는 여전히 다를 수 있습니다.","기본은 소수 단위 수량 시뮬레이션입니다. 정수 주식·최소 주문 단위 제약은 라이브 전에 별도 점검해야 합니다.","익명화해도 지표 조합으로 종목을 추정할 여지와 LLM 학습 지식의 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 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생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","비용: 수수료 편도 0.0186%(토스 0.015%+유관기관), 매도 시 연도별 거래세(2023 0.20%·2024 0.18%·2025 0.15%·2026 0.20%), 슬리피지 편도 10bp(미검증 가정). 상장폐지 종목은 사용자 결정으로 다루지 않습니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","규칙·선별 모드는 신규 편입을 H거래일 보유한 뒤 재선정되지 않으면 청산합니다. 판정 라벨과 체결 경로는 여전히 다를 수 있습니다.","기본은 소수 단위 수량 시뮬레이션입니다. 정수 주식·최소 주문 단위 제약은 라이브 전에 별도 점검해야 합니다.","익명화해도 지표 조합으로 종목을 추정할 여지와 LLM 학습 지식의 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 아닙니다."],"prompts":{"discovery":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n\n목표: 각 후보에 대해 evaluation_event의 확률을 추정하고, 실제로 보유할 가치가 있는 소수만 승인한다.\n판단 절차:\n1. 기준률에서 출발한다. market.recent_event_rate.rate는 같은 규칙 적격 종목에서 최근 확정된 같은 사건의 발생률이다.\n   후보 간 차이를 설명할 구체적 근거가 없으면 probability를 기준률 근처(±0.05)에 둔다. 값이 없으면 0.45에서 출발한다.\n2. 비용을 넘어야 한다. 왕복 비용(수수료·매도 거래세·슬리피지)은 약 0.4%다. 기대 수익이 이를 넘을 근거가 있을 때만 승인한다.\n3. 같은 날 후보끼리 비교해 순위를 정한다. 승인은 보통 0~4개이며, 확률이 높은 순서로 편입된다. 모두 약하면 승인하지 않는다.\n4. 위험 요인을 따진다: 단기 급등(return_5, rsi_14_wilder, close_to_sma_5가 큼), 평소 대비 급증한 거래량(volume_ratio_20),\n   큰 일간 변동폭(atr_ratio), 20일 고점과의 거리(distance_high_20), 시장 국면(regime)과 시장 카드.\n5. 서로 비슷한 후보에 같은 확률을 남발하지 않는다. probability는 실제 결과로 보정(Brier·AUC) 평가된다.\n\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고, 이후 지표로 확인 가능한 무효화 조건을 남긴다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n\n운용 원칙:\n1. 보유 기간: 판정은 holding_horizon_sessions 거래일 보유를 전제로 평가된다. 그 전에 청산하려면\n   최초 판정의 무효화 조건 충족처럼 현재 지표로 확인되는 이유가 있어야 한다. 기간이 지난 보유는 승인 후보에 다시 없으면 정리를 우선 고려한다.\n2. 회전 비용: 매도마다 거래세(약 0.2%)와 슬리피지가 든다. 작은 비중 조정(자산의 5%p 미만)은 실행되지 않으니 제안하지 않는다.\n3. 신규 편입은 승인 후보에서만, 확률이 높고 기존 보유와 성격이 겹치지 않는 순서로 한다.\n4. 현금은 정상적인 선택이다. 승인 후보가 약하거나 시장 국면이 하락·고변동이면 현금 비중을 높인다.\n5. 손실 회복만을 이유로 비중을 늘리지 않는다(물타기 금지). 낙폭(drawdown)이 커지면 신규 위험을 줄인다.\n6. 한도(max_positions, max_position, max_exposure)는 완화할 수 없다.\n\n기존 보유의 평가손익, 보유 거래일 수, 최초 판정과 무효화 조건, 이전 계획을 현재 지표와 비교한다.\n목표 비중은 계좌 전체 자산 대비 비중이다. 빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}"}}},{"id":152,"created":"2026-10-21T00:31:37.794305+00:00","status":"completed","settings":{"version":"research-v7","source_hash":"8e3dc2273c4535492f90ce415e1fc1a0e287087221619c651fa4fe11cf8a1414","revision":{"commit":"80859a72cc4c9a7c96d8620c1feeaeee70bce97f","dirty":true},"start":"2024-01-12","end":"2024-04-15","mode":"selection","kind":"trend","sort":"atr_asc","horizon":10,"candidates":20,"max_calls":315,"min_value":5000000000.0,"initial_cash":1000000,"max_positions":4,"max_position":0.25,"max_exposure":1.0,"rebalance_band":0.05,"fractional":true,"anonymize":true,"cache":true,"commission":0.000186,"cost_model":"krx-sell-tax-v1","sell_tax":[["2021-01-01",0.0023],["2023-01-01",0.002],["2024-01-01",0.0018],["2025-01-01",0.0015],["2026-01-01",0.002]],"slippage":0.001,"discovery_version":"discovery-v5","portfolio_version":"portfolio-v5","memory":false,"memory_mode":"none","notebook_id":null,"purpose":"validation","knowledge_cutoff":"2024-01-12","filters":{},"guidance":"","discovery_prompt":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n\n목표: 각 후보에 대해 evaluation_event의 확률을 추정하고, 실제로 보유할 가치가 있는 소수만 승인한다.\n판단 절차:\n1. 기준률에서 출발한다. market.recent_event_rate.rate는 같은 규칙 적격 종목에서 최근 확정된 같은 사건의 발생률이다.\n   후보 간 차이를 설명할 구체적 근거가 없으면 probability를 기준률 근처(±0.05)에 둔다. 값이 없으면 0.45에서 출발한다.\n2. 비용을 넘어야 한다. 왕복 비용(수수료·매도 거래세·슬리피지)은 약 0.4%다. 기대 수익이 이를 넘을 근거가 있을 때만 승인한다.\n3. 같은 날 후보끼리 비교해 순위를 정한다. 승인은 보통 0~4개이며, 확률이 높은 순서로 편입된다. 모두 약하면 승인하지 않는다.\n4. 위험 요인을 따진다: 단기 급등(return_5, rsi_14_wilder, close_to_sma_5가 큼), 평소 대비 급증한 거래량(volume_ratio_20),\n   큰 일간 변동폭(atr_ratio), 20일 고점과의 거리(distance_high_20), 시장 국면(regime)과 시장 카드.\n5. 서로 비슷한 후보에 같은 확률을 남발하지 않는다. probability는 실제 결과로 보정(Brier·AUC) 평가된다.\n\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고, 이후 지표로 확인 가능한 무효화 조건을 남긴다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio_prompt":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n\n운용 원칙:\n1. 보유 기간: 판정은 holding_horizon_sessions 거래일 보유를 전제로 평가된다. 그 전에 청산하려면\n   최초 판정의 무효화 조건 충족처럼 현재 지표로 확인되는 이유가 있어야 한다. 기간이 지난 보유는 승인 후보에 다시 없으면 정리를 우선 고려한다.\n2. 회전 비용: 매도마다 거래세(약 0.2%)와 슬리피지가 든다. 작은 비중 조정(자산의 5%p 미만)은 실행되지 않으니 제안하지 않는다.\n3. 신규 편입은 승인 후보에서만, 확률이 높고 기존 보유와 성격이 겹치지 않는 순서로 한다.\n4. 현금은 정상적인 선택이다. 승인 후보가 약하거나 시장 국면이 하락·고변동이면 현금 비중을 높인다.\n5. 손실 회복만을 이유로 비중을 늘리지 않는다(물타기 금지). 낙폭(drawdown)이 커지면 신규 위험을 줄인다.\n6. 한도(max_positions, max_position, max_exposure)는 완화할 수 없다.\n\n기존 보유의 평가손익, 보유 거래일 수, 최초 판정과 무효화 조건, 이전 계획을 현재 지표와 비교한다.\n목표 비중은 계좌 전체 자산 대비 비중이다. 빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}","principles_prompt":null,"model":"cbcn/deepseek-v4.1-flash","event":"다음 거래일 시가 진입 후 10번째 거래일 종가 청산, 수수료·매도 거래세·편도 슬리피지 10bp 차감 후 수익률 > 0","limitations":["현재 생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","비용: 수수료 편도 0.0186%(토스 0.015%+유관기관), 매도 시 연도별 거래세(2023 0.20%·2024 0.18%·2025 0.15%·2026 0.20%), 슬리피지 편도 10bp(미검증 가정). 상장폐지 종목은 사용자 결정으로 다루지 않습니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","규칙·선별 모드는 신규 편입을 H거래일 보유한 뒤 재선정되지 않으면 청산합니다. 판정 라벨과 체결 경로는 여전히 다를 수 있습니다.","기본은 소수 단위 수량 시뮬레이션입니다. 정수 주식·최소 주문 단위 제약은 라이브 전에 별도 점검해야 합니다.","익명화해도 지표 조합으로 종목을 추정할 여지와 LLM 학습 지식의 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 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생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","비용: 수수료 편도 0.0186%(토스 0.015%+유관기관), 매도 시 연도별 거래세(2023 0.20%·2024 0.18%·2025 0.15%·2026 0.20%), 슬리피지 편도 10bp(미검증 가정). 상장폐지 종목은 사용자 결정으로 다루지 않습니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","규칙·선별 모드는 신규 편입을 H거래일 보유한 뒤 재선정되지 않으면 청산합니다. 판정 라벨과 체결 경로는 여전히 다를 수 있습니다.","기본은 소수 단위 수량 시뮬레이션입니다. 정수 주식·최소 주문 단위 제약은 라이브 전에 별도 점검해야 합니다.","익명화해도 지표 조합으로 종목을 추정할 여지와 LLM 학습 지식의 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 아닙니다."],"prompts":{"discovery":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n\n목표: 각 후보에 대해 evaluation_event의 확률을 추정하고, 실제로 보유할 가치가 있는 소수만 승인한다.\n판단 절차:\n1. 기준률에서 출발한다. market.recent_event_rate.rate는 같은 규칙 적격 종목에서 최근 확정된 같은 사건의 발생률이다.\n   후보 간 차이를 설명할 구체적 근거가 없으면 probability를 기준률 근처(±0.05)에 둔다. 값이 없으면 0.45에서 출발한다.\n2. 비용을 넘어야 한다. 왕복 비용(수수료·매도 거래세·슬리피지)은 약 0.4%다. 기대 수익이 이를 넘을 근거가 있을 때만 승인한다.\n3. 같은 날 후보끼리 비교해 순위를 정한다. 승인은 보통 0~4개이며, 확률이 높은 순서로 편입된다. 모두 약하면 승인하지 않는다.\n4. 위험 요인을 따진다: 단기 급등(return_5, rsi_14_wilder, close_to_sma_5가 큼), 평소 대비 급증한 거래량(volume_ratio_20),\n   큰 일간 변동폭(atr_ratio), 20일 고점과의 거리(distance_high_20), 시장 국면(regime)과 시장 카드.\n5. 서로 비슷한 후보에 같은 확률을 남발하지 않는다. probability는 실제 결과로 보정(Brier·AUC) 평가된다.\n\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고, 이후 지표로 확인 가능한 무효화 조건을 남긴다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n\n운용 원칙:\n1. 보유 기간: 판정은 holding_horizon_sessions 거래일 보유를 전제로 평가된다. 그 전에 청산하려면\n   최초 판정의 무효화 조건 충족처럼 현재 지표로 확인되는 이유가 있어야 한다. 기간이 지난 보유는 승인 후보에 다시 없으면 정리를 우선 고려한다.\n2. 회전 비용: 매도마다 거래세(약 0.2%)와 슬리피지가 든다. 작은 비중 조정(자산의 5%p 미만)은 실행되지 않으니 제안하지 않는다.\n3. 신규 편입은 승인 후보에서만, 확률이 높고 기존 보유와 성격이 겹치지 않는 순서로 한다.\n4. 현금은 정상적인 선택이다. 승인 후보가 약하거나 시장 국면이 하락·고변동이면 현금 비중을 높인다.\n5. 손실 회복만을 이유로 비중을 늘리지 않는다(물타기 금지). 낙폭(drawdown)이 커지면 신규 위험을 줄인다.\n6. 한도(max_positions, max_position, max_exposure)는 완화할 수 없다.\n\n기존 보유의 평가손익, 보유 거래일 수, 최초 판정과 무효화 조건, 이전 계획을 현재 지표와 비교한다.\n목표 비중은 계좌 전체 자산 대비 비중이다. 빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}"}}},{"id":151,"created":"2026-10-21T00:31:37.795306+00:00","status":"completed","settings":{"version":"research-v7","source_hash":"8e3dc2273c4535492f90ce415e1fc1a0e287087221619c651fa4fe11cf8a1414","revision":{"commit":"80859a72cc4c9a7c96d8620c1feeaeee70bce97f","dirty":true},"start":"2025-08-04","end":"2025-11-06","mode":"selection","kind":"trend","sort":"atr_asc","horizon":10,"candidates":20,"max_calls":314,"min_value":5000000000.0,"initial_cash":1000000,"max_positions":4,"max_position":0.25,"max_exposure":1.0,"rebalance_band":0.05,"fractional":true,"anonymize":true,"cache":true,"commission":0.000186,"cost_model":"krx-sell-tax-v1","sell_tax":[["2021-01-01",0.0023],["2023-01-01",0.002],["2024-01-01",0.0018],["2025-01-01",0.0015],["2026-01-01",0.002]],"slippage":0.001,"discovery_version":"discovery-v5","portfolio_version":"portfolio-v5","memory":false,"memory_mode":"none","notebook_id":null,"purpose":"validation","knowledge_cutoff":"2025-08-04","filters":{},"guidance":"","discovery_prompt":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n\n목표: 각 후보에 대해 evaluation_event의 확률을 추정하고, 실제로 보유할 가치가 있는 소수만 승인한다.\n판단 절차:\n1. 기준률에서 출발한다. market.recent_event_rate.rate는 같은 규칙 적격 종목에서 최근 확정된 같은 사건의 발생률이다.\n   후보 간 차이를 설명할 구체적 근거가 없으면 probability를 기준률 근처(±0.05)에 둔다. 값이 없으면 0.45에서 출발한다.\n2. 비용을 넘어야 한다. 왕복 비용(수수료·매도 거래세·슬리피지)은 약 0.4%다. 기대 수익이 이를 넘을 근거가 있을 때만 승인한다.\n3. 같은 날 후보끼리 비교해 순위를 정한다. 승인은 보통 0~4개이며, 확률이 높은 순서로 편입된다. 모두 약하면 승인하지 않는다.\n4. 위험 요인을 따진다: 단기 급등(return_5, rsi_14_wilder, close_to_sma_5가 큼), 평소 대비 급증한 거래량(volume_ratio_20),\n   큰 일간 변동폭(atr_ratio), 20일 고점과의 거리(distance_high_20), 시장 국면(regime)과 시장 카드.\n5. 서로 비슷한 후보에 같은 확률을 남발하지 않는다. probability는 실제 결과로 보정(Brier·AUC) 평가된다.\n\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고, 이후 지표로 확인 가능한 무효화 조건을 남긴다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio_prompt":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n\n운용 원칙:\n1. 보유 기간: 판정은 holding_horizon_sessions 거래일 보유를 전제로 평가된다. 그 전에 청산하려면\n   최초 판정의 무효화 조건 충족처럼 현재 지표로 확인되는 이유가 있어야 한다. 기간이 지난 보유는 승인 후보에 다시 없으면 정리를 우선 고려한다.\n2. 회전 비용: 매도마다 거래세(약 0.2%)와 슬리피지가 든다. 작은 비중 조정(자산의 5%p 미만)은 실행되지 않으니 제안하지 않는다.\n3. 신규 편입은 승인 후보에서만, 확률이 높고 기존 보유와 성격이 겹치지 않는 순서로 한다.\n4. 현금은 정상적인 선택이다. 승인 후보가 약하거나 시장 국면이 하락·고변동이면 현금 비중을 높인다.\n5. 손실 회복만을 이유로 비중을 늘리지 않는다(물타기 금지). 낙폭(drawdown)이 커지면 신규 위험을 줄인다.\n6. 한도(max_positions, max_position, max_exposure)는 완화할 수 없다.\n\n기존 보유의 평가손익, 보유 거래일 수, 최초 판정과 무효화 조건, 이전 계획을 현재 지표와 비교한다.\n목표 비중은 계좌 전체 자산 대비 비중이다. 빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}","principles_prompt":null,"model":"cbcn/deepseek-v4.1-flash","event":"다음 거래일 시가 진입 후 10번째 거래일 종가 청산, 수수료·매도 거래세·편도 슬리피지 10bp 차감 후 수익률 > 0","limitations":["현재 생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","비용: 수수료 편도 0.0186%(토스 0.015%+유관기관), 매도 시 연도별 거래세(2023 0.20%·2024 0.18%·2025 0.15%·2026 0.20%), 슬리피지 편도 10bp(미검증 가정). 상장폐지 종목은 사용자 결정으로 다루지 않습니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","규칙·선별 모드는 신규 편입을 H거래일 보유한 뒤 재선정되지 않으면 청산합니다. 판정 라벨과 체결 경로는 여전히 다를 수 있습니다.","기본은 소수 단위 수량 시뮬레이션입니다. 정수 주식·최소 주문 단위 제약은 라이브 전에 별도 점검해야 합니다.","익명화해도 지표 조합으로 종목을 추정할 여지와 LLM 학습 지식의 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 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생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","비용: 수수료 편도 0.0186%(토스 0.015%+유관기관), 매도 시 연도별 거래세(2023 0.20%·2024 0.18%·2025 0.15%·2026 0.20%), 슬리피지 편도 10bp(미검증 가정). 상장폐지 종목은 사용자 결정으로 다루지 않습니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","규칙·선별 모드는 신규 편입을 H거래일 보유한 뒤 재선정되지 않으면 청산합니다. 판정 라벨과 체결 경로는 여전히 다를 수 있습니다.","기본은 소수 단위 수량 시뮬레이션입니다. 정수 주식·최소 주문 단위 제약은 라이브 전에 별도 점검해야 합니다.","익명화해도 지표 조합으로 종목을 추정할 여지와 LLM 학습 지식의 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 아닙니다."],"prompts":{"discovery":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n\n목표: 각 후보에 대해 evaluation_event의 확률을 추정하고, 실제로 보유할 가치가 있는 소수만 승인한다.\n판단 절차:\n1. 기준률에서 출발한다. market.recent_event_rate.rate는 같은 규칙 적격 종목에서 최근 확정된 같은 사건의 발생률이다.\n   후보 간 차이를 설명할 구체적 근거가 없으면 probability를 기준률 근처(±0.05)에 둔다. 값이 없으면 0.45에서 출발한다.\n2. 비용을 넘어야 한다. 왕복 비용(수수료·매도 거래세·슬리피지)은 약 0.4%다. 기대 수익이 이를 넘을 근거가 있을 때만 승인한다.\n3. 같은 날 후보끼리 비교해 순위를 정한다. 승인은 보통 0~4개이며, 확률이 높은 순서로 편입된다. 모두 약하면 승인하지 않는다.\n4. 위험 요인을 따진다: 단기 급등(return_5, rsi_14_wilder, close_to_sma_5가 큼), 평소 대비 급증한 거래량(volume_ratio_20),\n   큰 일간 변동폭(atr_ratio), 20일 고점과의 거리(distance_high_20), 시장 국면(regime)과 시장 카드.\n5. 서로 비슷한 후보에 같은 확률을 남발하지 않는다. probability는 실제 결과로 보정(Brier·AUC) 평가된다.\n\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고, 이후 지표로 확인 가능한 무효화 조건을 남긴다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n\n운용 원칙:\n1. 보유 기간: 판정은 holding_horizon_sessions 거래일 보유를 전제로 평가된다. 그 전에 청산하려면\n   최초 판정의 무효화 조건 충족처럼 현재 지표로 확인되는 이유가 있어야 한다. 기간이 지난 보유는 승인 후보에 다시 없으면 정리를 우선 고려한다.\n2. 회전 비용: 매도마다 거래세(약 0.2%)와 슬리피지가 든다. 작은 비중 조정(자산의 5%p 미만)은 실행되지 않으니 제안하지 않는다.\n3. 신규 편입은 승인 후보에서만, 확률이 높고 기존 보유와 성격이 겹치지 않는 순서로 한다.\n4. 현금은 정상적인 선택이다. 승인 후보가 약하거나 시장 국면이 하락·고변동이면 현금 비중을 높인다.\n5. 손실 회복만을 이유로 비중을 늘리지 않는다(물타기 금지). 낙폭(drawdown)이 커지면 신규 위험을 줄인다.\n6. 한도(max_positions, max_position, max_exposure)는 완화할 수 없다.\n\n기존 보유의 평가손익, 보유 거래일 수, 최초 판정과 무효화 조건, 이전 계획을 현재 지표와 비교한다.\n목표 비중은 계좌 전체 자산 대비 비중이다. 빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}"}}},{"id":150,"created":"2026-10-21T00:31:37.793561+00:00","status":"completed","settings":{"version":"research-v7","source_hash":"8e3dc2273c4535492f90ce415e1fc1a0e287087221619c651fa4fe11cf8a1414","revision":{"commit":"80859a72cc4c9a7c96d8620c1feeaeee70bce97f","dirty":true},"start":"2022-07-01","end":"2022-09-30","mode":"selection","kind":"trend","sort":"atr_asc","horizon":10,"candidates":20,"max_calls":315,"min_value":5000000000.0,"initial_cash":1000000,"max_positions":4,"max_position":0.25,"max_exposure":1.0,"rebalance_band":0.05,"fractional":true,"anonymize":true,"cache":true,"commission":0.000186,"cost_model":"krx-sell-tax-v1","sell_tax":[["2021-01-01",0.0023],["2023-01-01",0.002],["2024-01-01",0.0018],["2025-01-01",0.0015],["2026-01-01",0.002]],"slippage":0.001,"discovery_version":"discovery-v5","portfolio_version":"portfolio-v5","memory":false,"memory_mode":"none","notebook_id":null,"purpose":"validation","knowledge_cutoff":"2022-07-01","filters":{},"guidance":"","discovery_prompt":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n\n목표: 각 후보에 대해 evaluation_event의 확률을 추정하고, 실제로 보유할 가치가 있는 소수만 승인한다.\n판단 절차:\n1. 기준률에서 출발한다. market.recent_event_rate.rate는 같은 규칙 적격 종목에서 최근 확정된 같은 사건의 발생률이다.\n   후보 간 차이를 설명할 구체적 근거가 없으면 probability를 기준률 근처(±0.05)에 둔다. 값이 없으면 0.45에서 출발한다.\n2. 비용을 넘어야 한다. 왕복 비용(수수료·매도 거래세·슬리피지)은 약 0.4%다. 기대 수익이 이를 넘을 근거가 있을 때만 승인한다.\n3. 같은 날 후보끼리 비교해 순위를 정한다. 승인은 보통 0~4개이며, 확률이 높은 순서로 편입된다. 모두 약하면 승인하지 않는다.\n4. 위험 요인을 따진다: 단기 급등(return_5, rsi_14_wilder, close_to_sma_5가 큼), 평소 대비 급증한 거래량(volume_ratio_20),\n   큰 일간 변동폭(atr_ratio), 20일 고점과의 거리(distance_high_20), 시장 국면(regime)과 시장 카드.\n5. 서로 비슷한 후보에 같은 확률을 남발하지 않는다. probability는 실제 결과로 보정(Brier·AUC) 평가된다.\n\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고, 이후 지표로 확인 가능한 무효화 조건을 남긴다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio_prompt":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n\n운용 원칙:\n1. 보유 기간: 판정은 holding_horizon_sessions 거래일 보유를 전제로 평가된다. 그 전에 청산하려면\n   최초 판정의 무효화 조건 충족처럼 현재 지표로 확인되는 이유가 있어야 한다. 기간이 지난 보유는 승인 후보에 다시 없으면 정리를 우선 고려한다.\n2. 회전 비용: 매도마다 거래세(약 0.2%)와 슬리피지가 든다. 작은 비중 조정(자산의 5%p 미만)은 실행되지 않으니 제안하지 않는다.\n3. 신규 편입은 승인 후보에서만, 확률이 높고 기존 보유와 성격이 겹치지 않는 순서로 한다.\n4. 현금은 정상적인 선택이다. 승인 후보가 약하거나 시장 국면이 하락·고변동이면 현금 비중을 높인다.\n5. 손실 회복만을 이유로 비중을 늘리지 않는다(물타기 금지). 낙폭(drawdown)이 커지면 신규 위험을 줄인다.\n6. 한도(max_positions, max_position, max_exposure)는 완화할 수 없다.\n\n기존 보유의 평가손익, 보유 거래일 수, 최초 판정과 무효화 조건, 이전 계획을 현재 지표와 비교한다.\n목표 비중은 계좌 전체 자산 대비 비중이다. 빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}","principles_prompt":null,"model":"cbcn/deepseek-v4.1-flash","event":"다음 거래일 시가 진입 후 10번째 거래일 종가 청산, 수수료·매도 거래세·편도 슬리피지 10bp 차감 후 수익률 > 0","limitations":["현재 생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","비용: 수수료 편도 0.0186%(토스 0.015%+유관기관), 매도 시 연도별 거래세(2023 0.20%·2024 0.18%·2025 0.15%·2026 0.20%), 슬리피지 편도 10bp(미검증 가정). 상장폐지 종목은 사용자 결정으로 다루지 않습니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","규칙·선별 모드는 신규 편입을 H거래일 보유한 뒤 재선정되지 않으면 청산합니다. 판정 라벨과 체결 경로는 여전히 다를 수 있습니다.","기본은 소수 단위 수량 시뮬레이션입니다. 정수 주식·최소 주문 단위 제약은 라이브 전에 별도 점검해야 합니다.","익명화해도 지표 조합으로 종목을 추정할 여지와 LLM 학습 지식의 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 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생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","비용: 수수료 편도 0.0186%(토스 0.015%+유관기관), 매도 시 연도별 거래세(2023 0.20%·2024 0.18%·2025 0.15%·2026 0.20%), 슬리피지 편도 10bp(미검증 가정). 상장폐지 종목은 사용자 결정으로 다루지 않습니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","규칙·선별 모드는 신규 편입을 H거래일 보유한 뒤 재선정되지 않으면 청산합니다. 판정 라벨과 체결 경로는 여전히 다를 수 있습니다.","기본은 소수 단위 수량 시뮬레이션입니다. 정수 주식·최소 주문 단위 제약은 라이브 전에 별도 점검해야 합니다.","익명화해도 지표 조합으로 종목을 추정할 여지와 LLM 학습 지식의 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 아닙니다."],"prompts":{"discovery":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n\n목표: 각 후보에 대해 evaluation_event의 확률을 추정하고, 실제로 보유할 가치가 있는 소수만 승인한다.\n판단 절차:\n1. 기준률에서 출발한다. market.recent_event_rate.rate는 같은 규칙 적격 종목에서 최근 확정된 같은 사건의 발생률이다.\n   후보 간 차이를 설명할 구체적 근거가 없으면 probability를 기준률 근처(±0.05)에 둔다. 값이 없으면 0.45에서 출발한다.\n2. 비용을 넘어야 한다. 왕복 비용(수수료·매도 거래세·슬리피지)은 약 0.4%다. 기대 수익이 이를 넘을 근거가 있을 때만 승인한다.\n3. 같은 날 후보끼리 비교해 순위를 정한다. 승인은 보통 0~4개이며, 확률이 높은 순서로 편입된다. 모두 약하면 승인하지 않는다.\n4. 위험 요인을 따진다: 단기 급등(return_5, rsi_14_wilder, close_to_sma_5가 큼), 평소 대비 급증한 거래량(volume_ratio_20),\n   큰 일간 변동폭(atr_ratio), 20일 고점과의 거리(distance_high_20), 시장 국면(regime)과 시장 카드.\n5. 서로 비슷한 후보에 같은 확률을 남발하지 않는다. probability는 실제 결과로 보정(Brier·AUC) 평가된다.\n\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고, 이후 지표로 확인 가능한 무효화 조건을 남긴다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n\n운용 원칙:\n1. 보유 기간: 판정은 holding_horizon_sessions 거래일 보유를 전제로 평가된다. 그 전에 청산하려면\n   최초 판정의 무효화 조건 충족처럼 현재 지표로 확인되는 이유가 있어야 한다. 기간이 지난 보유는 승인 후보에 다시 없으면 정리를 우선 고려한다.\n2. 회전 비용: 매도마다 거래세(약 0.2%)와 슬리피지가 든다. 작은 비중 조정(자산의 5%p 미만)은 실행되지 않으니 제안하지 않는다.\n3. 신규 편입은 승인 후보에서만, 확률이 높고 기존 보유와 성격이 겹치지 않는 순서로 한다.\n4. 현금은 정상적인 선택이다. 승인 후보가 약하거나 시장 국면이 하락·고변동이면 현금 비중을 높인다.\n5. 손실 회복만을 이유로 비중을 늘리지 않는다(물타기 금지). 낙폭(drawdown)이 커지면 신규 위험을 줄인다.\n6. 한도(max_positions, max_position, max_exposure)는 완화할 수 없다.\n\n기존 보유의 평가손익, 보유 거래일 수, 최초 판정과 무효화 조건, 이전 계획을 현재 지표와 비교한다.\n목표 비중은 계좌 전체 자산 대비 비중이다. 빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}"}}},{"id":149,"created":"2026-10-21T00:29:24.065722+00:00","status":"completed","settings":{"version":"research-v7","source_hash":"8e3dc2273c4535492f90ce415e1fc1a0e287087221619c651fa4fe11cf8a1414","revision":{"commit":"80859a72cc4c9a7c96d8620c1feeaeee70bce97f","dirty":true},"start":"2024-07-04","end":"2024-10-08","mode":"selection","kind":"trend","sort":"atr_asc","horizon":10,"candidates":20,"max_calls":316,"min_value":5000000000.0,"initial_cash":1000000,"max_positions":4,"max_position":0.25,"max_exposure":1.0,"rebalance_band":0.05,"fractional":true,"anonymize":true,"cache":true,"commission":0.000186,"cost_model":"krx-sell-tax-v1","sell_tax":[["2021-01-01",0.0023],["2023-01-01",0.002],["2024-01-01",0.0018],["2025-01-01",0.0015],["2026-01-01",0.002]],"slippage":0.001,"discovery_version":"discovery-v5","portfolio_version":"portfolio-v5","memory":false,"memory_mode":"none","notebook_id":null,"purpose":"development","knowledge_cutoff":"2024-07-04","filters":{},"guidance":"","discovery_prompt":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n\n목표: 각 후보에 대해 evaluation_event의 확률을 추정하고, 실제로 보유할 가치가 있는 소수만 승인한다.\n판단 절차:\n1. 기준률에서 출발한다. market.recent_event_rate.rate는 같은 규칙 적격 종목에서 최근 확정된 같은 사건의 발생률이다.\n   후보 간 차이를 설명할 구체적 근거가 없으면 probability를 기준률 근처(±0.05)에 둔다. 값이 없으면 0.45에서 출발한다.\n2. 비용을 넘어야 한다. 왕복 비용(수수료·매도 거래세·슬리피지)은 약 0.4%다. 기대 수익이 이를 넘을 근거가 있을 때만 승인한다.\n3. 같은 날 후보끼리 비교해 순위를 정한다. 승인은 보통 0~4개이며, 확률이 높은 순서로 편입된다. 모두 약하면 승인하지 않는다.\n4. 위험 요인을 따진다: 단기 급등(return_5, rsi_14_wilder, close_to_sma_5가 큼), 평소 대비 급증한 거래량(volume_ratio_20),\n   큰 일간 변동폭(atr_ratio), 20일 고점과의 거리(distance_high_20), 시장 국면(regime)과 시장 카드.\n5. 서로 비슷한 후보에 같은 확률을 남발하지 않는다. probability는 실제 결과로 보정(Brier·AUC) 평가된다.\n\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고, 이후 지표로 확인 가능한 무효화 조건을 남긴다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio_prompt":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n\n운용 원칙:\n1. 보유 기간: 판정은 holding_horizon_sessions 거래일 보유를 전제로 평가된다. 그 전에 청산하려면\n   최초 판정의 무효화 조건 충족처럼 현재 지표로 확인되는 이유가 있어야 한다. 기간이 지난 보유는 승인 후보에 다시 없으면 정리를 우선 고려한다.\n2. 회전 비용: 매도마다 거래세(약 0.2%)와 슬리피지가 든다. 작은 비중 조정(자산의 5%p 미만)은 실행되지 않으니 제안하지 않는다.\n3. 신규 편입은 승인 후보에서만, 확률이 높고 기존 보유와 성격이 겹치지 않는 순서로 한다.\n4. 현금은 정상적인 선택이다. 승인 후보가 약하거나 시장 국면이 하락·고변동이면 현금 비중을 높인다.\n5. 손실 회복만을 이유로 비중을 늘리지 않는다(물타기 금지). 낙폭(drawdown)이 커지면 신규 위험을 줄인다.\n6. 한도(max_positions, max_position, max_exposure)는 완화할 수 없다.\n\n기존 보유의 평가손익, 보유 거래일 수, 최초 판정과 무효화 조건, 이전 계획을 현재 지표와 비교한다.\n목표 비중은 계좌 전체 자산 대비 비중이다. 빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}","principles_prompt":null,"model":"cbcn/deepseek-v4.1-flash","event":"다음 거래일 시가 진입 후 10번째 거래일 종가 청산, 수수료·매도 거래세·편도 슬리피지 10bp 차감 후 수익률 > 0","limitations":["현재 생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","비용: 수수료 편도 0.0186%(토스 0.015%+유관기관), 매도 시 연도별 거래세(2023 0.20%·2024 0.18%·2025 0.15%·2026 0.20%), 슬리피지 편도 10bp(미검증 가정). 상장폐지 종목은 사용자 결정으로 다루지 않습니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","규칙·선별 모드는 신규 편입을 H거래일 보유한 뒤 재선정되지 않으면 청산합니다. 판정 라벨과 체결 경로는 여전히 다를 수 있습니다.","기본은 소수 단위 수량 시뮬레이션입니다. 정수 주식·최소 주문 단위 제약은 라이브 전에 별도 점검해야 합니다.","익명화해도 지표 조합으로 종목을 추정할 여지와 LLM 학습 지식의 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 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생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","비용: 수수료 편도 0.0186%(토스 0.015%+유관기관), 매도 시 연도별 거래세(2023 0.20%·2024 0.18%·2025 0.15%·2026 0.20%), 슬리피지 편도 10bp(미검증 가정). 상장폐지 종목은 사용자 결정으로 다루지 않습니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","규칙·선별 모드는 신규 편입을 H거래일 보유한 뒤 재선정되지 않으면 청산합니다. 판정 라벨과 체결 경로는 여전히 다를 수 있습니다.","기본은 소수 단위 수량 시뮬레이션입니다. 정수 주식·최소 주문 단위 제약은 라이브 전에 별도 점검해야 합니다.","익명화해도 지표 조합으로 종목을 추정할 여지와 LLM 학습 지식의 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 아닙니다."],"prompts":{"discovery":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n\n목표: 각 후보에 대해 evaluation_event의 확률을 추정하고, 실제로 보유할 가치가 있는 소수만 승인한다.\n판단 절차:\n1. 기준률에서 출발한다. market.recent_event_rate.rate는 같은 규칙 적격 종목에서 최근 확정된 같은 사건의 발생률이다.\n   후보 간 차이를 설명할 구체적 근거가 없으면 probability를 기준률 근처(±0.05)에 둔다. 값이 없으면 0.45에서 출발한다.\n2. 비용을 넘어야 한다. 왕복 비용(수수료·매도 거래세·슬리피지)은 약 0.4%다. 기대 수익이 이를 넘을 근거가 있을 때만 승인한다.\n3. 같은 날 후보끼리 비교해 순위를 정한다. 승인은 보통 0~4개이며, 확률이 높은 순서로 편입된다. 모두 약하면 승인하지 않는다.\n4. 위험 요인을 따진다: 단기 급등(return_5, rsi_14_wilder, close_to_sma_5가 큼), 평소 대비 급증한 거래량(volume_ratio_20),\n   큰 일간 변동폭(atr_ratio), 20일 고점과의 거리(distance_high_20), 시장 국면(regime)과 시장 카드.\n5. 서로 비슷한 후보에 같은 확률을 남발하지 않는다. probability는 실제 결과로 보정(Brier·AUC) 평가된다.\n\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고, 이후 지표로 확인 가능한 무효화 조건을 남긴다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n\n운용 원칙:\n1. 보유 기간: 판정은 holding_horizon_sessions 거래일 보유를 전제로 평가된다. 그 전에 청산하려면\n   최초 판정의 무효화 조건 충족처럼 현재 지표로 확인되는 이유가 있어야 한다. 기간이 지난 보유는 승인 후보에 다시 없으면 정리를 우선 고려한다.\n2. 회전 비용: 매도마다 거래세(약 0.2%)와 슬리피지가 든다. 작은 비중 조정(자산의 5%p 미만)은 실행되지 않으니 제안하지 않는다.\n3. 신규 편입은 승인 후보에서만, 확률이 높고 기존 보유와 성격이 겹치지 않는 순서로 한다.\n4. 현금은 정상적인 선택이다. 승인 후보가 약하거나 시장 국면이 하락·고변동이면 현금 비중을 높인다.\n5. 손실 회복만을 이유로 비중을 늘리지 않는다(물타기 금지). 낙폭(drawdown)이 커지면 신규 위험을 줄인다.\n6. 한도(max_positions, max_position, max_exposure)는 완화할 수 없다.\n\n기존 보유의 평가손익, 보유 거래일 수, 최초 판정과 무효화 조건, 이전 계획을 현재 지표와 비교한다.\n목표 비중은 계좌 전체 자산 대비 비중이다. 빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}"}}},{"id":148,"created":"2026-10-21T00:29:24.065287+00:00","status":"completed","settings":{"version":"research-v7","source_hash":"8e3dc2273c4535492f90ce415e1fc1a0e287087221619c651fa4fe11cf8a1414","revision":{"commit":"80859a72cc4c9a7c96d8620c1feeaeee70bce97f","dirty":true},"start":"2025-04-16","end":"2025-07-18","mode":"selection","kind":"trend","sort":"atr_asc","horizon":10,"candidates":20,"max_calls":316,"min_value":5000000000.0,"initial_cash":1000000,"max_positions":4,"max_position":0.25,"max_exposure":1.0,"rebalance_band":0.05,"fractional":true,"anonymize":true,"cache":true,"commission":0.000186,"cost_model":"krx-sell-tax-v1","sell_tax":[["2021-01-01",0.0023],["2023-01-01",0.002],["2024-01-01",0.0018],["2025-01-01",0.0015],["2026-01-01",0.002]],"slippage":0.001,"discovery_version":"discovery-v5","portfolio_version":"portfolio-v5","memory":false,"memory_mode":"none","notebook_id":null,"purpose":"development","knowledge_cutoff":"2025-04-16","filters":{},"guidance":"","discovery_prompt":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n\n목표: 각 후보에 대해 evaluation_event의 확률을 추정하고, 실제로 보유할 가치가 있는 소수만 승인한다.\n판단 절차:\n1. 기준률에서 출발한다. market.recent_event_rate.rate는 같은 규칙 적격 종목에서 최근 확정된 같은 사건의 발생률이다.\n   후보 간 차이를 설명할 구체적 근거가 없으면 probability를 기준률 근처(±0.05)에 둔다. 값이 없으면 0.45에서 출발한다.\n2. 비용을 넘어야 한다. 왕복 비용(수수료·매도 거래세·슬리피지)은 약 0.4%다. 기대 수익이 이를 넘을 근거가 있을 때만 승인한다.\n3. 같은 날 후보끼리 비교해 순위를 정한다. 승인은 보통 0~4개이며, 확률이 높은 순서로 편입된다. 모두 약하면 승인하지 않는다.\n4. 위험 요인을 따진다: 단기 급등(return_5, rsi_14_wilder, close_to_sma_5가 큼), 평소 대비 급증한 거래량(volume_ratio_20),\n   큰 일간 변동폭(atr_ratio), 20일 고점과의 거리(distance_high_20), 시장 국면(regime)과 시장 카드.\n5. 서로 비슷한 후보에 같은 확률을 남발하지 않는다. probability는 실제 결과로 보정(Brier·AUC) 평가된다.\n\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고, 이후 지표로 확인 가능한 무효화 조건을 남긴다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio_prompt":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n\n운용 원칙:\n1. 보유 기간: 판정은 holding_horizon_sessions 거래일 보유를 전제로 평가된다. 그 전에 청산하려면\n   최초 판정의 무효화 조건 충족처럼 현재 지표로 확인되는 이유가 있어야 한다. 기간이 지난 보유는 승인 후보에 다시 없으면 정리를 우선 고려한다.\n2. 회전 비용: 매도마다 거래세(약 0.2%)와 슬리피지가 든다. 작은 비중 조정(자산의 5%p 미만)은 실행되지 않으니 제안하지 않는다.\n3. 신규 편입은 승인 후보에서만, 확률이 높고 기존 보유와 성격이 겹치지 않는 순서로 한다.\n4. 현금은 정상적인 선택이다. 승인 후보가 약하거나 시장 국면이 하락·고변동이면 현금 비중을 높인다.\n5. 손실 회복만을 이유로 비중을 늘리지 않는다(물타기 금지). 낙폭(drawdown)이 커지면 신규 위험을 줄인다.\n6. 한도(max_positions, max_position, max_exposure)는 완화할 수 없다.\n\n기존 보유의 평가손익, 보유 거래일 수, 최초 판정과 무효화 조건, 이전 계획을 현재 지표와 비교한다.\n목표 비중은 계좌 전체 자산 대비 비중이다. 빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}","principles_prompt":null,"model":"cbcn/deepseek-v4.1-flash","event":"다음 거래일 시가 진입 후 10번째 거래일 종가 청산, 수수료·매도 거래세·편도 슬리피지 10bp 차감 후 수익률 > 0","limitations":["현재 생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","비용: 수수료 편도 0.0186%(토스 0.015%+유관기관), 매도 시 연도별 거래세(2023 0.20%·2024 0.18%·2025 0.15%·2026 0.20%), 슬리피지 편도 10bp(미검증 가정). 상장폐지 종목은 사용자 결정으로 다루지 않습니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","규칙·선별 모드는 신규 편입을 H거래일 보유한 뒤 재선정되지 않으면 청산합니다. 판정 라벨과 체결 경로는 여전히 다를 수 있습니다.","기본은 소수 단위 수량 시뮬레이션입니다. 정수 주식·최소 주문 단위 제약은 라이브 전에 별도 점검해야 합니다.","익명화해도 지표 조합으로 종목을 추정할 여지와 LLM 학습 지식의 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 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생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","비용: 수수료 편도 0.0186%(토스 0.015%+유관기관), 매도 시 연도별 거래세(2023 0.20%·2024 0.18%·2025 0.15%·2026 0.20%), 슬리피지 편도 10bp(미검증 가정). 상장폐지 종목은 사용자 결정으로 다루지 않습니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","규칙·선별 모드는 신규 편입을 H거래일 보유한 뒤 재선정되지 않으면 청산합니다. 판정 라벨과 체결 경로는 여전히 다를 수 있습니다.","기본은 소수 단위 수량 시뮬레이션입니다. 정수 주식·최소 주문 단위 제약은 라이브 전에 별도 점검해야 합니다.","익명화해도 지표 조합으로 종목을 추정할 여지와 LLM 학습 지식의 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 아닙니다."],"prompts":{"discovery":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n\n목표: 각 후보에 대해 evaluation_event의 확률을 추정하고, 실제로 보유할 가치가 있는 소수만 승인한다.\n판단 절차:\n1. 기준률에서 출발한다. market.recent_event_rate.rate는 같은 규칙 적격 종목에서 최근 확정된 같은 사건의 발생률이다.\n   후보 간 차이를 설명할 구체적 근거가 없으면 probability를 기준률 근처(±0.05)에 둔다. 값이 없으면 0.45에서 출발한다.\n2. 비용을 넘어야 한다. 왕복 비용(수수료·매도 거래세·슬리피지)은 약 0.4%다. 기대 수익이 이를 넘을 근거가 있을 때만 승인한다.\n3. 같은 날 후보끼리 비교해 순위를 정한다. 승인은 보통 0~4개이며, 확률이 높은 순서로 편입된다. 모두 약하면 승인하지 않는다.\n4. 위험 요인을 따진다: 단기 급등(return_5, rsi_14_wilder, close_to_sma_5가 큼), 평소 대비 급증한 거래량(volume_ratio_20),\n   큰 일간 변동폭(atr_ratio), 20일 고점과의 거리(distance_high_20), 시장 국면(regime)과 시장 카드.\n5. 서로 비슷한 후보에 같은 확률을 남발하지 않는다. probability는 실제 결과로 보정(Brier·AUC) 평가된다.\n\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고, 이후 지표로 확인 가능한 무효화 조건을 남긴다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n\n운용 원칙:\n1. 보유 기간: 판정은 holding_horizon_sessions 거래일 보유를 전제로 평가된다. 그 전에 청산하려면\n   최초 판정의 무효화 조건 충족처럼 현재 지표로 확인되는 이유가 있어야 한다. 기간이 지난 보유는 승인 후보에 다시 없으면 정리를 우선 고려한다.\n2. 회전 비용: 매도마다 거래세(약 0.2%)와 슬리피지가 든다. 작은 비중 조정(자산의 5%p 미만)은 실행되지 않으니 제안하지 않는다.\n3. 신규 편입은 승인 후보에서만, 확률이 높고 기존 보유와 성격이 겹치지 않는 순서로 한다.\n4. 현금은 정상적인 선택이다. 승인 후보가 약하거나 시장 국면이 하락·고변동이면 현금 비중을 높인다.\n5. 손실 회복만을 이유로 비중을 늘리지 않는다(물타기 금지). 낙폭(drawdown)이 커지면 신규 위험을 줄인다.\n6. 한도(max_positions, max_position, max_exposure)는 완화할 수 없다.\n\n기존 보유의 평가손익, 보유 거래일 수, 최초 판정과 무효화 조건, 이전 계획을 현재 지표와 비교한다.\n목표 비중은 계좌 전체 자산 대비 비중이다. 빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}"}}},{"id":147,"created":"2026-10-21T00:29:24.065410+00:00","status":"completed","settings":{"version":"research-v7","source_hash":"8e3dc2273c4535492f90ce415e1fc1a0e287087221619c651fa4fe11cf8a1414","revision":{"commit":"80859a72cc4c9a7c96d8620c1feeaeee70bce97f","dirty":true},"start":"2023-09-21","end":"2023-12-26","mode":"selection","kind":"trend","sort":"atr_asc","horizon":10,"candidates":20,"max_calls":316,"min_value":5000000000.0,"initial_cash":1000000,"max_positions":4,"max_position":0.25,"max_exposure":1.0,"rebalance_band":0.05,"fractional":true,"anonymize":true,"cache":true,"commission":0.000186,"cost_model":"krx-sell-tax-v1","sell_tax":[["2021-01-01",0.0023],["2023-01-01",0.002],["2024-01-01",0.0018],["2025-01-01",0.0015],["2026-01-01",0.002]],"slippage":0.001,"discovery_version":"discovery-v5","portfolio_version":"portfolio-v5","memory":false,"memory_mode":"none","notebook_id":null,"purpose":"development","knowledge_cutoff":"2023-09-21","filters":{},"guidance":"","discovery_prompt":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n\n목표: 각 후보에 대해 evaluation_event의 확률을 추정하고, 실제로 보유할 가치가 있는 소수만 승인한다.\n판단 절차:\n1. 기준률에서 출발한다. market.recent_event_rate.rate는 같은 규칙 적격 종목에서 최근 확정된 같은 사건의 발생률이다.\n   후보 간 차이를 설명할 구체적 근거가 없으면 probability를 기준률 근처(±0.05)에 둔다. 값이 없으면 0.45에서 출발한다.\n2. 비용을 넘어야 한다. 왕복 비용(수수료·매도 거래세·슬리피지)은 약 0.4%다. 기대 수익이 이를 넘을 근거가 있을 때만 승인한다.\n3. 같은 날 후보끼리 비교해 순위를 정한다. 승인은 보통 0~4개이며, 확률이 높은 순서로 편입된다. 모두 약하면 승인하지 않는다.\n4. 위험 요인을 따진다: 단기 급등(return_5, rsi_14_wilder, close_to_sma_5가 큼), 평소 대비 급증한 거래량(volume_ratio_20),\n   큰 일간 변동폭(atr_ratio), 20일 고점과의 거리(distance_high_20), 시장 국면(regime)과 시장 카드.\n5. 서로 비슷한 후보에 같은 확률을 남발하지 않는다. probability는 실제 결과로 보정(Brier·AUC) 평가된다.\n\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고, 이후 지표로 확인 가능한 무효화 조건을 남긴다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio_prompt":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n\n운용 원칙:\n1. 보유 기간: 판정은 holding_horizon_sessions 거래일 보유를 전제로 평가된다. 그 전에 청산하려면\n   최초 판정의 무효화 조건 충족처럼 현재 지표로 확인되는 이유가 있어야 한다. 기간이 지난 보유는 승인 후보에 다시 없으면 정리를 우선 고려한다.\n2. 회전 비용: 매도마다 거래세(약 0.2%)와 슬리피지가 든다. 작은 비중 조정(자산의 5%p 미만)은 실행되지 않으니 제안하지 않는다.\n3. 신규 편입은 승인 후보에서만, 확률이 높고 기존 보유와 성격이 겹치지 않는 순서로 한다.\n4. 현금은 정상적인 선택이다. 승인 후보가 약하거나 시장 국면이 하락·고변동이면 현금 비중을 높인다.\n5. 손실 회복만을 이유로 비중을 늘리지 않는다(물타기 금지). 낙폭(drawdown)이 커지면 신규 위험을 줄인다.\n6. 한도(max_positions, max_position, max_exposure)는 완화할 수 없다.\n\n기존 보유의 평가손익, 보유 거래일 수, 최초 판정과 무효화 조건, 이전 계획을 현재 지표와 비교한다.\n목표 비중은 계좌 전체 자산 대비 비중이다. 빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}","principles_prompt":null,"model":"cbcn/deepseek-v4.1-flash","event":"다음 거래일 시가 진입 후 10번째 거래일 종가 청산, 수수료·매도 거래세·편도 슬리피지 10bp 차감 후 수익률 > 0","limitations":["현재 생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","비용: 수수료 편도 0.0186%(토스 0.015%+유관기관), 매도 시 연도별 거래세(2023 0.20%·2024 0.18%·2025 0.15%·2026 0.20%), 슬리피지 편도 10bp(미검증 가정). 상장폐지 종목은 사용자 결정으로 다루지 않습니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","규칙·선별 모드는 신규 편입을 H거래일 보유한 뒤 재선정되지 않으면 청산합니다. 판정 라벨과 체결 경로는 여전히 다를 수 있습니다.","기본은 소수 단위 수량 시뮬레이션입니다. 정수 주식·최소 주문 단위 제약은 라이브 전에 별도 점검해야 합니다.","익명화해도 지표 조합으로 종목을 추정할 여지와 LLM 학습 지식의 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 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생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","비용: 수수료 편도 0.0186%(토스 0.015%+유관기관), 매도 시 연도별 거래세(2023 0.20%·2024 0.18%·2025 0.15%·2026 0.20%), 슬리피지 편도 10bp(미검증 가정). 상장폐지 종목은 사용자 결정으로 다루지 않습니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","규칙·선별 모드는 신규 편입을 H거래일 보유한 뒤 재선정되지 않으면 청산합니다. 판정 라벨과 체결 경로는 여전히 다를 수 있습니다.","기본은 소수 단위 수량 시뮬레이션입니다. 정수 주식·최소 주문 단위 제약은 라이브 전에 별도 점검해야 합니다.","익명화해도 지표 조합으로 종목을 추정할 여지와 LLM 학습 지식의 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 아닙니다."],"prompts":{"discovery":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n\n목표: 각 후보에 대해 evaluation_event의 확률을 추정하고, 실제로 보유할 가치가 있는 소수만 승인한다.\n판단 절차:\n1. 기준률에서 출발한다. market.recent_event_rate.rate는 같은 규칙 적격 종목에서 최근 확정된 같은 사건의 발생률이다.\n   후보 간 차이를 설명할 구체적 근거가 없으면 probability를 기준률 근처(±0.05)에 둔다. 값이 없으면 0.45에서 출발한다.\n2. 비용을 넘어야 한다. 왕복 비용(수수료·매도 거래세·슬리피지)은 약 0.4%다. 기대 수익이 이를 넘을 근거가 있을 때만 승인한다.\n3. 같은 날 후보끼리 비교해 순위를 정한다. 승인은 보통 0~4개이며, 확률이 높은 순서로 편입된다. 모두 약하면 승인하지 않는다.\n4. 위험 요인을 따진다: 단기 급등(return_5, rsi_14_wilder, close_to_sma_5가 큼), 평소 대비 급증한 거래량(volume_ratio_20),\n   큰 일간 변동폭(atr_ratio), 20일 고점과의 거리(distance_high_20), 시장 국면(regime)과 시장 카드.\n5. 서로 비슷한 후보에 같은 확률을 남발하지 않는다. probability는 실제 결과로 보정(Brier·AUC) 평가된다.\n\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고, 이후 지표로 확인 가능한 무효화 조건을 남긴다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n\n운용 원칙:\n1. 보유 기간: 판정은 holding_horizon_sessions 거래일 보유를 전제로 평가된다. 그 전에 청산하려면\n   최초 판정의 무효화 조건 충족처럼 현재 지표로 확인되는 이유가 있어야 한다. 기간이 지난 보유는 승인 후보에 다시 없으면 정리를 우선 고려한다.\n2. 회전 비용: 매도마다 거래세(약 0.2%)와 슬리피지가 든다. 작은 비중 조정(자산의 5%p 미만)은 실행되지 않으니 제안하지 않는다.\n3. 신규 편입은 승인 후보에서만, 확률이 높고 기존 보유와 성격이 겹치지 않는 순서로 한다.\n4. 현금은 정상적인 선택이다. 승인 후보가 약하거나 시장 국면이 하락·고변동이면 현금 비중을 높인다.\n5. 손실 회복만을 이유로 비중을 늘리지 않는다(물타기 금지). 낙폭(drawdown)이 커지면 신규 위험을 줄인다.\n6. 한도(max_positions, max_position, max_exposure)는 완화할 수 없다.\n\n기존 보유의 평가손익, 보유 거래일 수, 최초 판정과 무효화 조건, 이전 계획을 현재 지표와 비교한다.\n목표 비중은 계좌 전체 자산 대비 비중이다. 빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}"}}},{"id":146,"created":"2026-10-21T00:29:24.064931+00:00","status":"completed","settings":{"version":"research-v7","source_hash":"8e3dc2273c4535492f90ce415e1fc1a0e287087221619c651fa4fe11cf8a1414","revision":{"commit":"80859a72cc4c9a7c96d8620c1feeaeee70bce97f","dirty":true},"start":"2022-12-19","end":"2023-03-21","mode":"selection","kind":"trend","sort":"atr_asc","horizon":10,"candidates":20,"max_calls":316,"min_value":5000000000.0,"initial_cash":1000000,"max_positions":4,"max_position":0.25,"max_exposure":1.0,"rebalance_band":0.05,"fractional":true,"anonymize":true,"cache":true,"commission":0.000186,"cost_model":"krx-sell-tax-v1","sell_tax":[["2021-01-01",0.0023],["2023-01-01",0.002],["2024-01-01",0.0018],["2025-01-01",0.0015],["2026-01-01",0.002]],"slippage":0.001,"discovery_version":"discovery-v5","portfolio_version":"portfolio-v5","memory":false,"memory_mode":"none","notebook_id":null,"purpose":"development","knowledge_cutoff":"2022-12-19","filters":{},"guidance":"","discovery_prompt":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n\n목표: 각 후보에 대해 evaluation_event의 확률을 추정하고, 실제로 보유할 가치가 있는 소수만 승인한다.\n판단 절차:\n1. 기준률에서 출발한다. market.recent_event_rate.rate는 같은 규칙 적격 종목에서 최근 확정된 같은 사건의 발생률이다.\n   후보 간 차이를 설명할 구체적 근거가 없으면 probability를 기준률 근처(±0.05)에 둔다. 값이 없으면 0.45에서 출발한다.\n2. 비용을 넘어야 한다. 왕복 비용(수수료·매도 거래세·슬리피지)은 약 0.4%다. 기대 수익이 이를 넘을 근거가 있을 때만 승인한다.\n3. 같은 날 후보끼리 비교해 순위를 정한다. 승인은 보통 0~4개이며, 확률이 높은 순서로 편입된다. 모두 약하면 승인하지 않는다.\n4. 위험 요인을 따진다: 단기 급등(return_5, rsi_14_wilder, close_to_sma_5가 큼), 평소 대비 급증한 거래량(volume_ratio_20),\n   큰 일간 변동폭(atr_ratio), 20일 고점과의 거리(distance_high_20), 시장 국면(regime)과 시장 카드.\n5. 서로 비슷한 후보에 같은 확률을 남발하지 않는다. probability는 실제 결과로 보정(Brier·AUC) 평가된다.\n\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고, 이후 지표로 확인 가능한 무효화 조건을 남긴다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio_prompt":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n\n운용 원칙:\n1. 보유 기간: 판정은 holding_horizon_sessions 거래일 보유를 전제로 평가된다. 그 전에 청산하려면\n   최초 판정의 무효화 조건 충족처럼 현재 지표로 확인되는 이유가 있어야 한다. 기간이 지난 보유는 승인 후보에 다시 없으면 정리를 우선 고려한다.\n2. 회전 비용: 매도마다 거래세(약 0.2%)와 슬리피지가 든다. 작은 비중 조정(자산의 5%p 미만)은 실행되지 않으니 제안하지 않는다.\n3. 신규 편입은 승인 후보에서만, 확률이 높고 기존 보유와 성격이 겹치지 않는 순서로 한다.\n4. 현금은 정상적인 선택이다. 승인 후보가 약하거나 시장 국면이 하락·고변동이면 현금 비중을 높인다.\n5. 손실 회복만을 이유로 비중을 늘리지 않는다(물타기 금지). 낙폭(drawdown)이 커지면 신규 위험을 줄인다.\n6. 한도(max_positions, max_position, max_exposure)는 완화할 수 없다.\n\n기존 보유의 평가손익, 보유 거래일 수, 최초 판정과 무효화 조건, 이전 계획을 현재 지표와 비교한다.\n목표 비중은 계좌 전체 자산 대비 비중이다. 빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}","principles_prompt":null,"model":"cbcn/deepseek-v4.1-flash","event":"다음 거래일 시가 진입 후 10번째 거래일 종가 청산, 수수료·매도 거래세·편도 슬리피지 10bp 차감 후 수익률 > 0","limitations":["현재 생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","비용: 수수료 편도 0.0186%(토스 0.015%+유관기관), 매도 시 연도별 거래세(2023 0.20%·2024 0.18%·2025 0.15%·2026 0.20%), 슬리피지 편도 10bp(미검증 가정). 상장폐지 종목은 사용자 결정으로 다루지 않습니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","규칙·선별 모드는 신규 편입을 H거래일 보유한 뒤 재선정되지 않으면 청산합니다. 판정 라벨과 체결 경로는 여전히 다를 수 있습니다.","기본은 소수 단위 수량 시뮬레이션입니다. 정수 주식·최소 주문 단위 제약은 라이브 전에 별도 점검해야 합니다.","익명화해도 지표 조합으로 종목을 추정할 여지와 LLM 학습 지식의 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 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생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","비용: 수수료 편도 0.0186%(토스 0.015%+유관기관), 매도 시 연도별 거래세(2023 0.20%·2024 0.18%·2025 0.15%·2026 0.20%), 슬리피지 편도 10bp(미검증 가정). 상장폐지 종목은 사용자 결정으로 다루지 않습니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","규칙·선별 모드는 신규 편입을 H거래일 보유한 뒤 재선정되지 않으면 청산합니다. 판정 라벨과 체결 경로는 여전히 다를 수 있습니다.","기본은 소수 단위 수량 시뮬레이션입니다. 정수 주식·최소 주문 단위 제약은 라이브 전에 별도 점검해야 합니다.","익명화해도 지표 조합으로 종목을 추정할 여지와 LLM 학습 지식의 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 아닙니다."],"prompts":{"discovery":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n\n목표: 각 후보에 대해 evaluation_event의 확률을 추정하고, 실제로 보유할 가치가 있는 소수만 승인한다.\n판단 절차:\n1. 기준률에서 출발한다. market.recent_event_rate.rate는 같은 규칙 적격 종목에서 최근 확정된 같은 사건의 발생률이다.\n   후보 간 차이를 설명할 구체적 근거가 없으면 probability를 기준률 근처(±0.05)에 둔다. 값이 없으면 0.45에서 출발한다.\n2. 비용을 넘어야 한다. 왕복 비용(수수료·매도 거래세·슬리피지)은 약 0.4%다. 기대 수익이 이를 넘을 근거가 있을 때만 승인한다.\n3. 같은 날 후보끼리 비교해 순위를 정한다. 승인은 보통 0~4개이며, 확률이 높은 순서로 편입된다. 모두 약하면 승인하지 않는다.\n4. 위험 요인을 따진다: 단기 급등(return_5, rsi_14_wilder, close_to_sma_5가 큼), 평소 대비 급증한 거래량(volume_ratio_20),\n   큰 일간 변동폭(atr_ratio), 20일 고점과의 거리(distance_high_20), 시장 국면(regime)과 시장 카드.\n5. 서로 비슷한 후보에 같은 확률을 남발하지 않는다. probability는 실제 결과로 보정(Brier·AUC) 평가된다.\n\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고, 이후 지표로 확인 가능한 무효화 조건을 남긴다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n\n운용 원칙:\n1. 보유 기간: 판정은 holding_horizon_sessions 거래일 보유를 전제로 평가된다. 그 전에 청산하려면\n   최초 판정의 무효화 조건 충족처럼 현재 지표로 확인되는 이유가 있어야 한다. 기간이 지난 보유는 승인 후보에 다시 없으면 정리를 우선 고려한다.\n2. 회전 비용: 매도마다 거래세(약 0.2%)와 슬리피지가 든다. 작은 비중 조정(자산의 5%p 미만)은 실행되지 않으니 제안하지 않는다.\n3. 신규 편입은 승인 후보에서만, 확률이 높고 기존 보유와 성격이 겹치지 않는 순서로 한다.\n4. 현금은 정상적인 선택이다. 승인 후보가 약하거나 시장 국면이 하락·고변동이면 현금 비중을 높인다.\n5. 손실 회복만을 이유로 비중을 늘리지 않는다(물타기 금지). 낙폭(drawdown)이 커지면 신규 위험을 줄인다.\n6. 한도(max_positions, max_position, max_exposure)는 완화할 수 없다.\n\n기존 보유의 평가손익, 보유 거래일 수, 최초 판정과 무효화 조건, 이전 계획을 현재 지표와 비교한다.\n목표 비중은 계좌 전체 자산 대비 비중이다. 빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}"}}},{"id":145,"created":"2026-10-21T00:29:24.063794+00:00","status":"completed","settings":{"version":"research-v7","source_hash":"8e3dc2273c4535492f90ce415e1fc1a0e287087221619c651fa4fe11cf8a1414","revision":{"commit":"80859a72cc4c9a7c96d8620c1feeaeee70bce97f","dirty":true},"start":"2022-03-17","end":"2022-06-16","mode":"selection","kind":"trend","sort":"atr_asc","horizon":10,"candidates":20,"max_calls":316,"min_value":5000000000.0,"initial_cash":1000000,"max_positions":4,"max_position":0.25,"max_exposure":1.0,"rebalance_band":0.05,"fractional":true,"anonymize":true,"cache":true,"commission":0.000186,"cost_model":"krx-sell-tax-v1","sell_tax":[["2021-01-01",0.0023],["2023-01-01",0.002],["2024-01-01",0.0018],["2025-01-01",0.0015],["2026-01-01",0.002]],"slippage":0.001,"discovery_version":"discovery-v5","portfolio_version":"portfolio-v5","memory":false,"memory_mode":"none","notebook_id":null,"purpose":"development","knowledge_cutoff":"2022-03-17","filters":{},"guidance":"","discovery_prompt":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n\n목표: 각 후보에 대해 evaluation_event의 확률을 추정하고, 실제로 보유할 가치가 있는 소수만 승인한다.\n판단 절차:\n1. 기준률에서 출발한다. market.recent_event_rate.rate는 같은 규칙 적격 종목에서 최근 확정된 같은 사건의 발생률이다.\n   후보 간 차이를 설명할 구체적 근거가 없으면 probability를 기준률 근처(±0.05)에 둔다. 값이 없으면 0.45에서 출발한다.\n2. 비용을 넘어야 한다. 왕복 비용(수수료·매도 거래세·슬리피지)은 약 0.4%다. 기대 수익이 이를 넘을 근거가 있을 때만 승인한다.\n3. 같은 날 후보끼리 비교해 순위를 정한다. 승인은 보통 0~4개이며, 확률이 높은 순서로 편입된다. 모두 약하면 승인하지 않는다.\n4. 위험 요인을 따진다: 단기 급등(return_5, rsi_14_wilder, close_to_sma_5가 큼), 평소 대비 급증한 거래량(volume_ratio_20),\n   큰 일간 변동폭(atr_ratio), 20일 고점과의 거리(distance_high_20), 시장 국면(regime)과 시장 카드.\n5. 서로 비슷한 후보에 같은 확률을 남발하지 않는다. probability는 실제 결과로 보정(Brier·AUC) 평가된다.\n\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고, 이후 지표로 확인 가능한 무효화 조건을 남긴다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio_prompt":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n\n운용 원칙:\n1. 보유 기간: 판정은 holding_horizon_sessions 거래일 보유를 전제로 평가된다. 그 전에 청산하려면\n   최초 판정의 무효화 조건 충족처럼 현재 지표로 확인되는 이유가 있어야 한다. 기간이 지난 보유는 승인 후보에 다시 없으면 정리를 우선 고려한다.\n2. 회전 비용: 매도마다 거래세(약 0.2%)와 슬리피지가 든다. 작은 비중 조정(자산의 5%p 미만)은 실행되지 않으니 제안하지 않는다.\n3. 신규 편입은 승인 후보에서만, 확률이 높고 기존 보유와 성격이 겹치지 않는 순서로 한다.\n4. 현금은 정상적인 선택이다. 승인 후보가 약하거나 시장 국면이 하락·고변동이면 현금 비중을 높인다.\n5. 손실 회복만을 이유로 비중을 늘리지 않는다(물타기 금지). 낙폭(drawdown)이 커지면 신규 위험을 줄인다.\n6. 한도(max_positions, max_position, max_exposure)는 완화할 수 없다.\n\n기존 보유의 평가손익, 보유 거래일 수, 최초 판정과 무효화 조건, 이전 계획을 현재 지표와 비교한다.\n목표 비중은 계좌 전체 자산 대비 비중이다. 빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}","principles_prompt":null,"model":"cbcn/deepseek-v4.1-flash","event":"다음 거래일 시가 진입 후 10번째 거래일 종가 청산, 수수료·매도 거래세·편도 슬리피지 10bp 차감 후 수익률 > 0","limitations":["현재 생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","비용: 수수료 편도 0.0186%(토스 0.015%+유관기관), 매도 시 연도별 거래세(2023 0.20%·2024 0.18%·2025 0.15%·2026 0.20%), 슬리피지 편도 10bp(미검증 가정). 상장폐지 종목은 사용자 결정으로 다루지 않습니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","규칙·선별 모드는 신규 편입을 H거래일 보유한 뒤 재선정되지 않으면 청산합니다. 판정 라벨과 체결 경로는 여전히 다를 수 있습니다.","기본은 소수 단위 수량 시뮬레이션입니다. 정수 주식·최소 주문 단위 제약은 라이브 전에 별도 점검해야 합니다.","익명화해도 지표 조합으로 종목을 추정할 여지와 LLM 학습 지식의 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 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생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","비용: 수수료 편도 0.0186%(토스 0.015%+유관기관), 매도 시 연도별 거래세(2023 0.20%·2024 0.18%·2025 0.15%·2026 0.20%), 슬리피지 편도 10bp(미검증 가정). 상장폐지 종목은 사용자 결정으로 다루지 않습니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","규칙·선별 모드는 신규 편입을 H거래일 보유한 뒤 재선정되지 않으면 청산합니다. 판정 라벨과 체결 경로는 여전히 다를 수 있습니다.","기본은 소수 단위 수량 시뮬레이션입니다. 정수 주식·최소 주문 단위 제약은 라이브 전에 별도 점검해야 합니다.","익명화해도 지표 조합으로 종목을 추정할 여지와 LLM 학습 지식의 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 아닙니다."],"prompts":{"discovery":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n\n목표: 각 후보에 대해 evaluation_event의 확률을 추정하고, 실제로 보유할 가치가 있는 소수만 승인한다.\n판단 절차:\n1. 기준률에서 출발한다. market.recent_event_rate.rate는 같은 규칙 적격 종목에서 최근 확정된 같은 사건의 발생률이다.\n   후보 간 차이를 설명할 구체적 근거가 없으면 probability를 기준률 근처(±0.05)에 둔다. 값이 없으면 0.45에서 출발한다.\n2. 비용을 넘어야 한다. 왕복 비용(수수료·매도 거래세·슬리피지)은 약 0.4%다. 기대 수익이 이를 넘을 근거가 있을 때만 승인한다.\n3. 같은 날 후보끼리 비교해 순위를 정한다. 승인은 보통 0~4개이며, 확률이 높은 순서로 편입된다. 모두 약하면 승인하지 않는다.\n4. 위험 요인을 따진다: 단기 급등(return_5, rsi_14_wilder, close_to_sma_5가 큼), 평소 대비 급증한 거래량(volume_ratio_20),\n   큰 일간 변동폭(atr_ratio), 20일 고점과의 거리(distance_high_20), 시장 국면(regime)과 시장 카드.\n5. 서로 비슷한 후보에 같은 확률을 남발하지 않는다. probability는 실제 결과로 보정(Brier·AUC) 평가된다.\n\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고, 이후 지표로 확인 가능한 무효화 조건을 남긴다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n\n운용 원칙:\n1. 보유 기간: 판정은 holding_horizon_sessions 거래일 보유를 전제로 평가된다. 그 전에 청산하려면\n   최초 판정의 무효화 조건 충족처럼 현재 지표로 확인되는 이유가 있어야 한다. 기간이 지난 보유는 승인 후보에 다시 없으면 정리를 우선 고려한다.\n2. 회전 비용: 매도마다 거래세(약 0.2%)와 슬리피지가 든다. 작은 비중 조정(자산의 5%p 미만)은 실행되지 않으니 제안하지 않는다.\n3. 신규 편입은 승인 후보에서만, 확률이 높고 기존 보유와 성격이 겹치지 않는 순서로 한다.\n4. 현금은 정상적인 선택이다. 승인 후보가 약하거나 시장 국면이 하락·고변동이면 현금 비중을 높인다.\n5. 손실 회복만을 이유로 비중을 늘리지 않는다(물타기 금지). 낙폭(drawdown)이 커지면 신규 위험을 줄인다.\n6. 한도(max_positions, max_position, max_exposure)는 완화할 수 없다.\n\n기존 보유의 평가손익, 보유 거래일 수, 최초 판정과 무효화 조건, 이전 계획을 현재 지표와 비교한다.\n목표 비중은 계좌 전체 자산 대비 비중이다. 빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}"}}},{"id":144,"created":"2026-10-20T23:51:28.378418+00:00","status":"failed","settings":{"version":"research-v7","source_hash":"d3022eec98622b9db079287964fbc9242ed1d30c93c2717c8cc94117f4929ee7","revision":{"commit":"80859a72cc4c9a7c96d8620c1feeaeee70bce97f","dirty":true},"start":"2024-01-12","end":"2024-04-15","mode":"selection","kind":"trend","sort":"atr_asc","horizon":10,"candidates":20,"max_calls":281,"min_value":5000000000.0,"initial_cash":1000000,"max_positions":4,"max_position":0.25,"max_exposure":1.0,"rebalance_band":0.05,"fractional":true,"anonymize":true,"cache":true,"commission":0.000186,"cost_model":"krx-sell-tax-v1","sell_tax":[["2021-01-01",0.0023],["2023-01-01",0.002],["2024-01-01",0.0018],["2025-01-01",0.0015],["2026-01-01",0.002]],"slippage":0.001,"discovery_version":"discovery-v5","portfolio_version":"portfolio-v5","memory":false,"memory_mode":"none","notebook_id":null,"purpose":"validation","knowledge_cutoff":"2024-01-12","filters":{},"guidance":"","discovery_prompt":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n\n목표: 각 후보에 대해 evaluation_event의 확률을 추정하고, 실제로 보유할 가치가 있는 소수만 승인한다.\n판단 절차:\n1. 기준률에서 출발한다. market.recent_event_rate.rate는 같은 규칙 적격 종목에서 최근 확정된 같은 사건의 발생률이다.\n   후보 간 차이를 설명할 구체적 근거가 없으면 probability를 기준률 근처(±0.05)에 둔다. 값이 없으면 0.45에서 출발한다.\n2. 비용을 넘어야 한다. 왕복 비용(수수료·매도 거래세·슬리피지)은 약 0.4%다. 기대 수익이 이를 넘을 근거가 있을 때만 승인한다.\n3. 같은 날 후보끼리 비교해 순위를 정한다. 승인은 보통 0~4개이며, 확률이 높은 순서로 편입된다. 모두 약하면 승인하지 않는다.\n4. 위험 요인을 따진다: 단기 급등(return_5, rsi_14_wilder, close_to_sma_5가 큼), 평소 대비 급증한 거래량(volume_ratio_20),\n   큰 일간 변동폭(atr_ratio), 20일 고점과의 거리(distance_high_20), 시장 국면(regime)과 시장 카드.\n5. 서로 비슷한 후보에 같은 확률을 남발하지 않는다. probability는 실제 결과로 보정(Brier·AUC) 평가된다.\n\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고, 이후 지표로 확인 가능한 무효화 조건을 남긴다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio_prompt":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n\n운용 원칙:\n1. 보유 기간: 판정은 holding_horizon_sessions 거래일 보유를 전제로 평가된다. 그 전에 청산하려면\n   최초 판정의 무효화 조건 충족처럼 현재 지표로 확인되는 이유가 있어야 한다. 기간이 지난 보유는 승인 후보에 다시 없으면 정리를 우선 고려한다.\n2. 회전 비용: 매도마다 거래세(약 0.2%)와 슬리피지가 든다. 작은 비중 조정(자산의 5%p 미만)은 실행되지 않으니 제안하지 않는다.\n3. 신규 편입은 승인 후보에서만, 확률이 높고 기존 보유와 성격이 겹치지 않는 순서로 한다.\n4. 현금은 정상적인 선택이다. 승인 후보가 약하거나 시장 국면이 하락·고변동이면 현금 비중을 높인다.\n5. 손실 회복만을 이유로 비중을 늘리지 않는다(물타기 금지). 낙폭(drawdown)이 커지면 신규 위험을 줄인다.\n6. 한도(max_positions, max_position, max_exposure)는 완화할 수 없다.\n\n기존 보유의 평가손익, 보유 거래일 수, 최초 판정과 무효화 조건, 이전 계획을 현재 지표와 비교한다.\n목표 비중은 계좌 전체 자산 대비 비중이다. 빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}","principles_prompt":null,"model":"cbcn/deepseek-v4.1-flash","event":"다음 거래일 시가 진입 후 10번째 거래일 종가 청산, 수수료·매도 거래세·편도 슬리피지 10bp 차감 후 수익률 > 0","limitations":["현재 생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","비용: 수수료 편도 0.0186%(토스 0.015%+유관기관), 매도 시 연도별 거래세(2023 0.20%·2024 0.18%·2025 0.15%·2026 0.20%), 슬리피지 편도 10bp(미검증 가정). 상장폐지 종목은 사용자 결정으로 다루지 않습니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","규칙·선별 모드는 신규 편입을 H거래일 보유한 뒤 재선정되지 않으면 청산합니다. 판정 라벨과 체결 경로는 여전히 다를 수 있습니다.","기본은 소수 단위 수량 시뮬레이션입니다. 정수 주식·최소 주문 단위 제약은 라이브 전에 별도 점검해야 합니다.","익명화해도 지표 조합으로 종목을 추정할 여지와 LLM 학습 지식의 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 아닙니다."],"evaluation_id":7,"fold":3,"notebook_hash":null},"result":null},{"id":143,"created":"2026-10-20T23:51:28.378227+00:00","status":"failed","settings":{"version":"research-v7","source_hash":"d3022eec98622b9db079287964fbc9242ed1d30c93c2717c8cc94117f4929ee7","revision":{"commit":"80859a72cc4c9a7c96d8620c1feeaeee70bce97f","dirty":true},"start":"2025-08-04","end":"2025-11-06","mode":"selection","kind":"trend","sort":"atr_asc","horizon":10,"candidates":20,"max_calls":279,"min_value":5000000000.0,"initial_cash":1000000,"max_positions":4,"max_position":0.25,"max_exposure":1.0,"rebalance_band":0.05,"fractional":true,"anonymize":true,"cache":true,"commission":0.000186,"cost_model":"krx-sell-tax-v1","sell_tax":[["2021-01-01",0.0023],["2023-01-01",0.002],["2024-01-01",0.0018],["2025-01-01",0.0015],["2026-01-01",0.002]],"slippage":0.001,"discovery_version":"discovery-v5","portfolio_version":"portfolio-v5","memory":false,"memory_mode":"none","notebook_id":null,"purpose":"validation","knowledge_cutoff":"2025-08-04","filters":{},"guidance":"","discovery_prompt":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n\n목표: 각 후보에 대해 evaluation_event의 확률을 추정하고, 실제로 보유할 가치가 있는 소수만 승인한다.\n판단 절차:\n1. 기준률에서 출발한다. market.recent_event_rate.rate는 같은 규칙 적격 종목에서 최근 확정된 같은 사건의 발생률이다.\n   후보 간 차이를 설명할 구체적 근거가 없으면 probability를 기준률 근처(±0.05)에 둔다. 값이 없으면 0.45에서 출발한다.\n2. 비용을 넘어야 한다. 왕복 비용(수수료·매도 거래세·슬리피지)은 약 0.4%다. 기대 수익이 이를 넘을 근거가 있을 때만 승인한다.\n3. 같은 날 후보끼리 비교해 순위를 정한다. 승인은 보통 0~4개이며, 확률이 높은 순서로 편입된다. 모두 약하면 승인하지 않는다.\n4. 위험 요인을 따진다: 단기 급등(return_5, rsi_14_wilder, close_to_sma_5가 큼), 평소 대비 급증한 거래량(volume_ratio_20),\n   큰 일간 변동폭(atr_ratio), 20일 고점과의 거리(distance_high_20), 시장 국면(regime)과 시장 카드.\n5. 서로 비슷한 후보에 같은 확률을 남발하지 않는다. probability는 실제 결과로 보정(Brier·AUC) 평가된다.\n\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고, 이후 지표로 확인 가능한 무효화 조건을 남긴다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio_prompt":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n\n운용 원칙:\n1. 보유 기간: 판정은 holding_horizon_sessions 거래일 보유를 전제로 평가된다. 그 전에 청산하려면\n   최초 판정의 무효화 조건 충족처럼 현재 지표로 확인되는 이유가 있어야 한다. 기간이 지난 보유는 승인 후보에 다시 없으면 정리를 우선 고려한다.\n2. 회전 비용: 매도마다 거래세(약 0.2%)와 슬리피지가 든다. 작은 비중 조정(자산의 5%p 미만)은 실행되지 않으니 제안하지 않는다.\n3. 신규 편입은 승인 후보에서만, 확률이 높고 기존 보유와 성격이 겹치지 않는 순서로 한다.\n4. 현금은 정상적인 선택이다. 승인 후보가 약하거나 시장 국면이 하락·고변동이면 현금 비중을 높인다.\n5. 손실 회복만을 이유로 비중을 늘리지 않는다(물타기 금지). 낙폭(drawdown)이 커지면 신규 위험을 줄인다.\n6. 한도(max_positions, max_position, max_exposure)는 완화할 수 없다.\n\n기존 보유의 평가손익, 보유 거래일 수, 최초 판정과 무효화 조건, 이전 계획을 현재 지표와 비교한다.\n목표 비중은 계좌 전체 자산 대비 비중이다. 빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}","principles_prompt":null,"model":"cbcn/deepseek-v4.1-flash","event":"다음 거래일 시가 진입 후 10번째 거래일 종가 청산, 수수료·매도 거래세·편도 슬리피지 10bp 차감 후 수익률 > 0","limitations":["현재 생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","비용: 수수료 편도 0.0186%(토스 0.015%+유관기관), 매도 시 연도별 거래세(2023 0.20%·2024 0.18%·2025 0.15%·2026 0.20%), 슬리피지 편도 10bp(미검증 가정). 상장폐지 종목은 사용자 결정으로 다루지 않습니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","규칙·선별 모드는 신규 편입을 H거래일 보유한 뒤 재선정되지 않으면 청산합니다. 판정 라벨과 체결 경로는 여전히 다를 수 있습니다.","기본은 소수 단위 수량 시뮬레이션입니다. 정수 주식·최소 주문 단위 제약은 라이브 전에 별도 점검해야 합니다.","익명화해도 지표 조합으로 종목을 추정할 여지와 LLM 학습 지식의 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 아닙니다."],"evaluation_id":7,"fold":5,"notebook_hash":null},"result":null},{"id":142,"created":"2026-10-20T23:51:28.378009+00:00","status":"failed","settings":{"version":"research-v7","source_hash":"d3022eec98622b9db079287964fbc9242ed1d30c93c2717c8cc94117f4929ee7","revision":{"commit":"80859a72cc4c9a7c96d8620c1feeaeee70bce97f","dirty":true},"start":"2023-04-05","end":"2023-07-06","mode":"selection","kind":"trend","sort":"atr_asc","horizon":10,"candidates":20,"max_calls":278,"min_value":5000000000.0,"initial_cash":1000000,"max_positions":4,"max_position":0.25,"max_exposure":1.0,"rebalance_band":0.05,"fractional":true,"anonymize":true,"cache":true,"commission":0.000186,"cost_model":"krx-sell-tax-v1","sell_tax":[["2021-01-01",0.0023],["2023-01-01",0.002],["2024-01-01",0.0018],["2025-01-01",0.0015],["2026-01-01",0.002]],"slippage":0.001,"discovery_version":"discovery-v5","portfolio_version":"portfolio-v5","memory":false,"memory_mode":"none","notebook_id":null,"purpose":"validation","knowledge_cutoff":"2023-04-05","filters":{},"guidance":"","discovery_prompt":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n\n목표: 각 후보에 대해 evaluation_event의 확률을 추정하고, 실제로 보유할 가치가 있는 소수만 승인한다.\n판단 절차:\n1. 기준률에서 출발한다. market.recent_event_rate.rate는 같은 규칙 적격 종목에서 최근 확정된 같은 사건의 발생률이다.\n   후보 간 차이를 설명할 구체적 근거가 없으면 probability를 기준률 근처(±0.05)에 둔다. 값이 없으면 0.45에서 출발한다.\n2. 비용을 넘어야 한다. 왕복 비용(수수료·매도 거래세·슬리피지)은 약 0.4%다. 기대 수익이 이를 넘을 근거가 있을 때만 승인한다.\n3. 같은 날 후보끼리 비교해 순위를 정한다. 승인은 보통 0~4개이며, 확률이 높은 순서로 편입된다. 모두 약하면 승인하지 않는다.\n4. 위험 요인을 따진다: 단기 급등(return_5, rsi_14_wilder, close_to_sma_5가 큼), 평소 대비 급증한 거래량(volume_ratio_20),\n   큰 일간 변동폭(atr_ratio), 20일 고점과의 거리(distance_high_20), 시장 국면(regime)과 시장 카드.\n5. 서로 비슷한 후보에 같은 확률을 남발하지 않는다. probability는 실제 결과로 보정(Brier·AUC) 평가된다.\n\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고, 이후 지표로 확인 가능한 무효화 조건을 남긴다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio_prompt":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n\n운용 원칙:\n1. 보유 기간: 판정은 holding_horizon_sessions 거래일 보유를 전제로 평가된다. 그 전에 청산하려면\n   최초 판정의 무효화 조건 충족처럼 현재 지표로 확인되는 이유가 있어야 한다. 기간이 지난 보유는 승인 후보에 다시 없으면 정리를 우선 고려한다.\n2. 회전 비용: 매도마다 거래세(약 0.2%)와 슬리피지가 든다. 작은 비중 조정(자산의 5%p 미만)은 실행되지 않으니 제안하지 않는다.\n3. 신규 편입은 승인 후보에서만, 확률이 높고 기존 보유와 성격이 겹치지 않는 순서로 한다.\n4. 현금은 정상적인 선택이다. 승인 후보가 약하거나 시장 국면이 하락·고변동이면 현금 비중을 높인다.\n5. 손실 회복만을 이유로 비중을 늘리지 않는다(물타기 금지). 낙폭(drawdown)이 커지면 신규 위험을 줄인다.\n6. 한도(max_positions, max_position, max_exposure)는 완화할 수 없다.\n\n기존 보유의 평가손익, 보유 거래일 수, 최초 판정과 무효화 조건, 이전 계획을 현재 지표와 비교한다.\n목표 비중은 계좌 전체 자산 대비 비중이다. 빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}","principles_prompt":null,"model":"cbcn/deepseek-v4.1-flash","event":"다음 거래일 시가 진입 후 10번째 거래일 종가 청산, 수수료·매도 거래세·편도 슬리피지 10bp 차감 후 수익률 > 0","limitations":["현재 생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","비용: 수수료 편도 0.0186%(토스 0.015%+유관기관), 매도 시 연도별 거래세(2023 0.20%·2024 0.18%·2025 0.15%·2026 0.20%), 슬리피지 편도 10bp(미검증 가정). 상장폐지 종목은 사용자 결정으로 다루지 않습니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","규칙·선별 모드는 신규 편입을 H거래일 보유한 뒤 재선정되지 않으면 청산합니다. 판정 라벨과 체결 경로는 여전히 다를 수 있습니다.","기본은 소수 단위 수량 시뮬레이션입니다. 정수 주식·최소 주문 단위 제약은 라이브 전에 별도 점검해야 합니다.","익명화해도 지표 조합으로 종목을 추정할 여지와 LLM 학습 지식의 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 아닙니다."],"evaluation_id":7,"fold":2,"notebook_hash":null},"result":null},{"id":141,"created":"2026-10-20T23:51:28.378304+00:00","status":"failed","settings":{"version":"research-v7","source_hash":"d3022eec98622b9db079287964fbc9242ed1d30c93c2717c8cc94117f4929ee7","revision":{"commit":"80859a72cc4c9a7c96d8620c1feeaeee70bce97f","dirty":true},"start":"2024-10-24","end":"2025-01-23","mode":"selection","kind":"trend","sort":"atr_asc","horizon":10,"candidates":20,"max_calls":278,"min_value":5000000000.0,"initial_cash":1000000,"max_positions":4,"max_position":0.25,"max_exposure":1.0,"rebalance_band":0.05,"fractional":true,"anonymize":true,"cache":true,"commission":0.000186,"cost_model":"krx-sell-tax-v1","sell_tax":[["2021-01-01",0.0023],["2023-01-01",0.002],["2024-01-01",0.0018],["2025-01-01",0.0015],["2026-01-01",0.002]],"slippage":0.001,"discovery_version":"discovery-v5","portfolio_version":"portfolio-v5","memory":false,"memory_mode":"none","notebook_id":null,"purpose":"validation","knowledge_cutoff":"2024-10-24","filters":{},"guidance":"","discovery_prompt":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n\n목표: 각 후보에 대해 evaluation_event의 확률을 추정하고, 실제로 보유할 가치가 있는 소수만 승인한다.\n판단 절차:\n1. 기준률에서 출발한다. market.recent_event_rate.rate는 같은 규칙 적격 종목에서 최근 확정된 같은 사건의 발생률이다.\n   후보 간 차이를 설명할 구체적 근거가 없으면 probability를 기준률 근처(±0.05)에 둔다. 값이 없으면 0.45에서 출발한다.\n2. 비용을 넘어야 한다. 왕복 비용(수수료·매도 거래세·슬리피지)은 약 0.4%다. 기대 수익이 이를 넘을 근거가 있을 때만 승인한다.\n3. 같은 날 후보끼리 비교해 순위를 정한다. 승인은 보통 0~4개이며, 확률이 높은 순서로 편입된다. 모두 약하면 승인하지 않는다.\n4. 위험 요인을 따진다: 단기 급등(return_5, rsi_14_wilder, close_to_sma_5가 큼), 평소 대비 급증한 거래량(volume_ratio_20),\n   큰 일간 변동폭(atr_ratio), 20일 고점과의 거리(distance_high_20), 시장 국면(regime)과 시장 카드.\n5. 서로 비슷한 후보에 같은 확률을 남발하지 않는다. probability는 실제 결과로 보정(Brier·AUC) 평가된다.\n\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고, 이후 지표로 확인 가능한 무효화 조건을 남긴다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio_prompt":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n\n운용 원칙:\n1. 보유 기간: 판정은 holding_horizon_sessions 거래일 보유를 전제로 평가된다. 그 전에 청산하려면\n   최초 판정의 무효화 조건 충족처럼 현재 지표로 확인되는 이유가 있어야 한다. 기간이 지난 보유는 승인 후보에 다시 없으면 정리를 우선 고려한다.\n2. 회전 비용: 매도마다 거래세(약 0.2%)와 슬리피지가 든다. 작은 비중 조정(자산의 5%p 미만)은 실행되지 않으니 제안하지 않는다.\n3. 신규 편입은 승인 후보에서만, 확률이 높고 기존 보유와 성격이 겹치지 않는 순서로 한다.\n4. 현금은 정상적인 선택이다. 승인 후보가 약하거나 시장 국면이 하락·고변동이면 현금 비중을 높인다.\n5. 손실 회복만을 이유로 비중을 늘리지 않는다(물타기 금지). 낙폭(drawdown)이 커지면 신규 위험을 줄인다.\n6. 한도(max_positions, max_position, max_exposure)는 완화할 수 없다.\n\n기존 보유의 평가손익, 보유 거래일 수, 최초 판정과 무효화 조건, 이전 계획을 현재 지표와 비교한다.\n목표 비중은 계좌 전체 자산 대비 비중이다. 빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}","principles_prompt":null,"model":"cbcn/deepseek-v4.1-flash","event":"다음 거래일 시가 진입 후 10번째 거래일 종가 청산, 수수료·매도 거래세·편도 슬리피지 10bp 차감 후 수익률 > 0","limitations":["현재 생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","비용: 수수료 편도 0.0186%(토스 0.015%+유관기관), 매도 시 연도별 거래세(2023 0.20%·2024 0.18%·2025 0.15%·2026 0.20%), 슬리피지 편도 10bp(미검증 가정). 상장폐지 종목은 사용자 결정으로 다루지 않습니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","규칙·선별 모드는 신규 편입을 H거래일 보유한 뒤 재선정되지 않으면 청산합니다. 판정 라벨과 체결 경로는 여전히 다를 수 있습니다.","기본은 소수 단위 수량 시뮬레이션입니다. 정수 주식·최소 주문 단위 제약은 라이브 전에 별도 점검해야 합니다.","익명화해도 지표 조합으로 종목을 추정할 여지와 LLM 학습 지식의 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 아닙니다."],"evaluation_id":7,"fold":4,"notebook_hash":null},"result":null},{"id":140,"created":"2026-10-20T23:51:28.377767+00:00","status":"failed","settings":{"version":"research-v7","source_hash":"d3022eec98622b9db079287964fbc9242ed1d30c93c2717c8cc94117f4929ee7","revision":{"commit":"80859a72cc4c9a7c96d8620c1feeaeee70bce97f","dirty":true},"start":"2022-07-01","end":"2022-09-30","mode":"selection","kind":"trend","sort":"atr_asc","horizon":10,"candidates":20,"max_calls":280,"min_value":5000000000.0,"initial_cash":1000000,"max_positions":4,"max_position":0.25,"max_exposure":1.0,"rebalance_band":0.05,"fractional":true,"anonymize":true,"cache":true,"commission":0.000186,"cost_model":"krx-sell-tax-v1","sell_tax":[["2021-01-01",0.0023],["2023-01-01",0.002],["2024-01-01",0.0018],["2025-01-01",0.0015],["2026-01-01",0.002]],"slippage":0.001,"discovery_version":"discovery-v5","portfolio_version":"portfolio-v5","memory":false,"memory_mode":"none","notebook_id":null,"purpose":"validation","knowledge_cutoff":"2022-07-01","filters":{},"guidance":"","discovery_prompt":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n\n목표: 각 후보에 대해 evaluation_event의 확률을 추정하고, 실제로 보유할 가치가 있는 소수만 승인한다.\n판단 절차:\n1. 기준률에서 출발한다. market.recent_event_rate.rate는 같은 규칙 적격 종목에서 최근 확정된 같은 사건의 발생률이다.\n   후보 간 차이를 설명할 구체적 근거가 없으면 probability를 기준률 근처(±0.05)에 둔다. 값이 없으면 0.45에서 출발한다.\n2. 비용을 넘어야 한다. 왕복 비용(수수료·매도 거래세·슬리피지)은 약 0.4%다. 기대 수익이 이를 넘을 근거가 있을 때만 승인한다.\n3. 같은 날 후보끼리 비교해 순위를 정한다. 승인은 보통 0~4개이며, 확률이 높은 순서로 편입된다. 모두 약하면 승인하지 않는다.\n4. 위험 요인을 따진다: 단기 급등(return_5, rsi_14_wilder, close_to_sma_5가 큼), 평소 대비 급증한 거래량(volume_ratio_20),\n   큰 일간 변동폭(atr_ratio), 20일 고점과의 거리(distance_high_20), 시장 국면(regime)과 시장 카드.\n5. 서로 비슷한 후보에 같은 확률을 남발하지 않는다. probability는 실제 결과로 보정(Brier·AUC) 평가된다.\n\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고, 이후 지표로 확인 가능한 무효화 조건을 남긴다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio_prompt":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n\n운용 원칙:\n1. 보유 기간: 판정은 holding_horizon_sessions 거래일 보유를 전제로 평가된다. 그 전에 청산하려면\n   최초 판정의 무효화 조건 충족처럼 현재 지표로 확인되는 이유가 있어야 한다. 기간이 지난 보유는 승인 후보에 다시 없으면 정리를 우선 고려한다.\n2. 회전 비용: 매도마다 거래세(약 0.2%)와 슬리피지가 든다. 작은 비중 조정(자산의 5%p 미만)은 실행되지 않으니 제안하지 않는다.\n3. 신규 편입은 승인 후보에서만, 확률이 높고 기존 보유와 성격이 겹치지 않는 순서로 한다.\n4. 현금은 정상적인 선택이다. 승인 후보가 약하거나 시장 국면이 하락·고변동이면 현금 비중을 높인다.\n5. 손실 회복만을 이유로 비중을 늘리지 않는다(물타기 금지). 낙폭(drawdown)이 커지면 신규 위험을 줄인다.\n6. 한도(max_positions, max_position, max_exposure)는 완화할 수 없다.\n\n기존 보유의 평가손익, 보유 거래일 수, 최초 판정과 무효화 조건, 이전 계획을 현재 지표와 비교한다.\n목표 비중은 계좌 전체 자산 대비 비중이다. 빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}","principles_prompt":null,"model":"cbcn/deepseek-v4.1-flash","event":"다음 거래일 시가 진입 후 10번째 거래일 종가 청산, 수수료·매도 거래세·편도 슬리피지 10bp 차감 후 수익률 > 0","limitations":["현재 생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","비용: 수수료 편도 0.0186%(토스 0.015%+유관기관), 매도 시 연도별 거래세(2023 0.20%·2024 0.18%·2025 0.15%·2026 0.20%), 슬리피지 편도 10bp(미검증 가정). 상장폐지 종목은 사용자 결정으로 다루지 않습니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","규칙·선별 모드는 신규 편입을 H거래일 보유한 뒤 재선정되지 않으면 청산합니다. 판정 라벨과 체결 경로는 여전히 다를 수 있습니다.","기본은 소수 단위 수량 시뮬레이션입니다. 정수 주식·최소 주문 단위 제약은 라이브 전에 별도 점검해야 합니다.","익명화해도 지표 조합으로 종목을 추정할 여지와 LLM 학습 지식의 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 아닙니다."],"evaluation_id":7,"fold":1,"notebook_hash":null},"result":null},{"id":139,"created":"2026-10-20T23:20:44.975119+00:00","status":"completed","settings":{"version":"research-v7","source_hash":"d3022eec98622b9db079287964fbc9242ed1d30c93c2717c8cc94117f4929ee7","revision":{"commit":"80859a72cc4c9a7c96d8620c1feeaeee70bce97f","dirty":true},"start":"2023-09-21","end":"2023-12-26","mode":"selection","kind":"trend","sort":"atr_asc","horizon":10,"candidates":20,"max_calls":316,"min_value":5000000000.0,"initial_cash":1000000,"max_positions":4,"max_position":0.25,"max_exposure":1.0,"rebalance_band":0.05,"fractional":true,"anonymize":true,"cache":true,"commission":0.000186,"cost_model":"krx-sell-tax-v1","sell_tax":[["2021-01-01",0.0023],["2023-01-01",0.002],["2024-01-01",0.0018],["2025-01-01",0.0015],["2026-01-01",0.002]],"slippage":0.001,"discovery_version":"discovery-v5","portfolio_version":"portfolio-v5","memory":false,"memory_mode":"none","notebook_id":null,"purpose":"development","knowledge_cutoff":"2023-09-21","filters":{},"guidance":"","discovery_prompt":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n\n목표: 각 후보에 대해 evaluation_event의 확률을 추정하고, 실제로 보유할 가치가 있는 소수만 승인한다.\n판단 절차:\n1. 기준률에서 출발한다. market.recent_event_rate.rate는 같은 규칙 적격 종목에서 최근 확정된 같은 사건의 발생률이다.\n   후보 간 차이를 설명할 구체적 근거가 없으면 probability를 기준률 근처(±0.05)에 둔다. 값이 없으면 0.45에서 출발한다.\n2. 비용을 넘어야 한다. 왕복 비용(수수료·매도 거래세·슬리피지)은 약 0.4%다. 기대 수익이 이를 넘을 근거가 있을 때만 승인한다.\n3. 같은 날 후보끼리 비교해 순위를 정한다. 승인은 보통 0~4개이며, 확률이 높은 순서로 편입된다. 모두 약하면 승인하지 않는다.\n4. 위험 요인을 따진다: 단기 급등(return_5, rsi_14_wilder, close_to_sma_5가 큼), 평소 대비 급증한 거래량(volume_ratio_20),\n   큰 일간 변동폭(atr_ratio), 20일 고점과의 거리(distance_high_20), 시장 국면(regime)과 시장 카드.\n5. 서로 비슷한 후보에 같은 확률을 남발하지 않는다. probability는 실제 결과로 보정(Brier·AUC) 평가된다.\n\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고, 이후 지표로 확인 가능한 무효화 조건을 남긴다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio_prompt":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n\n운용 원칙:\n1. 보유 기간: 판정은 holding_horizon_sessions 거래일 보유를 전제로 평가된다. 그 전에 청산하려면\n   최초 판정의 무효화 조건 충족처럼 현재 지표로 확인되는 이유가 있어야 한다. 기간이 지난 보유는 승인 후보에 다시 없으면 정리를 우선 고려한다.\n2. 회전 비용: 매도마다 거래세(약 0.2%)와 슬리피지가 든다. 작은 비중 조정(자산의 5%p 미만)은 실행되지 않으니 제안하지 않는다.\n3. 신규 편입은 승인 후보에서만, 확률이 높고 기존 보유와 성격이 겹치지 않는 순서로 한다.\n4. 현금은 정상적인 선택이다. 승인 후보가 약하거나 시장 국면이 하락·고변동이면 현금 비중을 높인다.\n5. 손실 회복만을 이유로 비중을 늘리지 않는다(물타기 금지). 낙폭(drawdown)이 커지면 신규 위험을 줄인다.\n6. 한도(max_positions, max_position, max_exposure)는 완화할 수 없다.\n\n기존 보유의 평가손익, 보유 거래일 수, 최초 판정과 무효화 조건, 이전 계획을 현재 지표와 비교한다.\n목표 비중은 계좌 전체 자산 대비 비중이다. 빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}","principles_prompt":null,"model":"cbcn/deepseek-v4.1-flash","event":"다음 거래일 시가 진입 후 10번째 거래일 종가 청산, 수수료·매도 거래세·편도 슬리피지 10bp 차감 후 수익률 > 0","limitations":["현재 생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","비용: 수수료 편도 0.0186%(토스 0.015%+유관기관), 매도 시 연도별 거래세(2023 0.20%·2024 0.18%·2025 0.15%·2026 0.20%), 슬리피지 편도 10bp(미검증 가정). 상장폐지 종목은 사용자 결정으로 다루지 않습니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","규칙·선별 모드는 신규 편입을 H거래일 보유한 뒤 재선정되지 않으면 청산합니다. 판정 라벨과 체결 경로는 여전히 다를 수 있습니다.","기본은 소수 단위 수량 시뮬레이션입니다. 정수 주식·최소 주문 단위 제약은 라이브 전에 별도 점검해야 합니다.","익명화해도 지표 조합으로 종목을 추정할 여지와 LLM 학습 지식의 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 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생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","비용: 수수료 편도 0.0186%(토스 0.015%+유관기관), 매도 시 연도별 거래세(2023 0.20%·2024 0.18%·2025 0.15%·2026 0.20%), 슬리피지 편도 10bp(미검증 가정). 상장폐지 종목은 사용자 결정으로 다루지 않습니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","규칙·선별 모드는 신규 편입을 H거래일 보유한 뒤 재선정되지 않으면 청산합니다. 판정 라벨과 체결 경로는 여전히 다를 수 있습니다.","기본은 소수 단위 수량 시뮬레이션입니다. 정수 주식·최소 주문 단위 제약은 라이브 전에 별도 점검해야 합니다.","익명화해도 지표 조합으로 종목을 추정할 여지와 LLM 학습 지식의 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 아닙니다."],"prompts":{"discovery":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n\n목표: 각 후보에 대해 evaluation_event의 확률을 추정하고, 실제로 보유할 가치가 있는 소수만 승인한다.\n판단 절차:\n1. 기준률에서 출발한다. market.recent_event_rate.rate는 같은 규칙 적격 종목에서 최근 확정된 같은 사건의 발생률이다.\n   후보 간 차이를 설명할 구체적 근거가 없으면 probability를 기준률 근처(±0.05)에 둔다. 값이 없으면 0.45에서 출발한다.\n2. 비용을 넘어야 한다. 왕복 비용(수수료·매도 거래세·슬리피지)은 약 0.4%다. 기대 수익이 이를 넘을 근거가 있을 때만 승인한다.\n3. 같은 날 후보끼리 비교해 순위를 정한다. 승인은 보통 0~4개이며, 확률이 높은 순서로 편입된다. 모두 약하면 승인하지 않는다.\n4. 위험 요인을 따진다: 단기 급등(return_5, rsi_14_wilder, close_to_sma_5가 큼), 평소 대비 급증한 거래량(volume_ratio_20),\n   큰 일간 변동폭(atr_ratio), 20일 고점과의 거리(distance_high_20), 시장 국면(regime)과 시장 카드.\n5. 서로 비슷한 후보에 같은 확률을 남발하지 않는다. probability는 실제 결과로 보정(Brier·AUC) 평가된다.\n\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고, 이후 지표로 확인 가능한 무효화 조건을 남긴다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n\n운용 원칙:\n1. 보유 기간: 판정은 holding_horizon_sessions 거래일 보유를 전제로 평가된다. 그 전에 청산하려면\n   최초 판정의 무효화 조건 충족처럼 현재 지표로 확인되는 이유가 있어야 한다. 기간이 지난 보유는 승인 후보에 다시 없으면 정리를 우선 고려한다.\n2. 회전 비용: 매도마다 거래세(약 0.2%)와 슬리피지가 든다. 작은 비중 조정(자산의 5%p 미만)은 실행되지 않으니 제안하지 않는다.\n3. 신규 편입은 승인 후보에서만, 확률이 높고 기존 보유와 성격이 겹치지 않는 순서로 한다.\n4. 현금은 정상적인 선택이다. 승인 후보가 약하거나 시장 국면이 하락·고변동이면 현금 비중을 높인다.\n5. 손실 회복만을 이유로 비중을 늘리지 않는다(물타기 금지). 낙폭(drawdown)이 커지면 신규 위험을 줄인다.\n6. 한도(max_positions, max_position, max_exposure)는 완화할 수 없다.\n\n기존 보유의 평가손익, 보유 거래일 수, 최초 판정과 무효화 조건, 이전 계획을 현재 지표와 비교한다.\n목표 비중은 계좌 전체 자산 대비 비중이다. 빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}"}}},{"id":138,"created":"2026-10-20T23:20:44.974987+00:00","status":"completed","settings":{"version":"research-v7","source_hash":"d3022eec98622b9db079287964fbc9242ed1d30c93c2717c8cc94117f4929ee7","revision":{"commit":"80859a72cc4c9a7c96d8620c1feeaeee70bce97f","dirty":true},"start":"2022-03-17","end":"2022-06-16","mode":"selection","kind":"trend","sort":"atr_asc","horizon":10,"candidates":20,"max_calls":316,"min_value":5000000000.0,"initial_cash":1000000,"max_positions":4,"max_position":0.25,"max_exposure":1.0,"rebalance_band":0.05,"fractional":true,"anonymize":true,"cache":true,"commission":0.000186,"cost_model":"krx-sell-tax-v1","sell_tax":[["2021-01-01",0.0023],["2023-01-01",0.002],["2024-01-01",0.0018],["2025-01-01",0.0015],["2026-01-01",0.002]],"slippage":0.001,"discovery_version":"discovery-v5","portfolio_version":"portfolio-v5","memory":false,"memory_mode":"none","notebook_id":null,"purpose":"development","knowledge_cutoff":"2022-03-17","filters":{},"guidance":"","discovery_prompt":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n\n목표: 각 후보에 대해 evaluation_event의 확률을 추정하고, 실제로 보유할 가치가 있는 소수만 승인한다.\n판단 절차:\n1. 기준률에서 출발한다. market.recent_event_rate.rate는 같은 규칙 적격 종목에서 최근 확정된 같은 사건의 발생률이다.\n   후보 간 차이를 설명할 구체적 근거가 없으면 probability를 기준률 근처(±0.05)에 둔다. 값이 없으면 0.45에서 출발한다.\n2. 비용을 넘어야 한다. 왕복 비용(수수료·매도 거래세·슬리피지)은 약 0.4%다. 기대 수익이 이를 넘을 근거가 있을 때만 승인한다.\n3. 같은 날 후보끼리 비교해 순위를 정한다. 승인은 보통 0~4개이며, 확률이 높은 순서로 편입된다. 모두 약하면 승인하지 않는다.\n4. 위험 요인을 따진다: 단기 급등(return_5, rsi_14_wilder, close_to_sma_5가 큼), 평소 대비 급증한 거래량(volume_ratio_20),\n   큰 일간 변동폭(atr_ratio), 20일 고점과의 거리(distance_high_20), 시장 국면(regime)과 시장 카드.\n5. 서로 비슷한 후보에 같은 확률을 남발하지 않는다. probability는 실제 결과로 보정(Brier·AUC) 평가된다.\n\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고, 이후 지표로 확인 가능한 무효화 조건을 남긴다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio_prompt":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n\n운용 원칙:\n1. 보유 기간: 판정은 holding_horizon_sessions 거래일 보유를 전제로 평가된다. 그 전에 청산하려면\n   최초 판정의 무효화 조건 충족처럼 현재 지표로 확인되는 이유가 있어야 한다. 기간이 지난 보유는 승인 후보에 다시 없으면 정리를 우선 고려한다.\n2. 회전 비용: 매도마다 거래세(약 0.2%)와 슬리피지가 든다. 작은 비중 조정(자산의 5%p 미만)은 실행되지 않으니 제안하지 않는다.\n3. 신규 편입은 승인 후보에서만, 확률이 높고 기존 보유와 성격이 겹치지 않는 순서로 한다.\n4. 현금은 정상적인 선택이다. 승인 후보가 약하거나 시장 국면이 하락·고변동이면 현금 비중을 높인다.\n5. 손실 회복만을 이유로 비중을 늘리지 않는다(물타기 금지). 낙폭(drawdown)이 커지면 신규 위험을 줄인다.\n6. 한도(max_positions, max_position, max_exposure)는 완화할 수 없다.\n\n기존 보유의 평가손익, 보유 거래일 수, 최초 판정과 무효화 조건, 이전 계획을 현재 지표와 비교한다.\n목표 비중은 계좌 전체 자산 대비 비중이다. 빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}","principles_prompt":null,"model":"cbcn/deepseek-v4.1-flash","event":"다음 거래일 시가 진입 후 10번째 거래일 종가 청산, 수수료·매도 거래세·편도 슬리피지 10bp 차감 후 수익률 > 0","limitations":["현재 생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","비용: 수수료 편도 0.0186%(토스 0.015%+유관기관), 매도 시 연도별 거래세(2023 0.20%·2024 0.18%·2025 0.15%·2026 0.20%), 슬리피지 편도 10bp(미검증 가정). 상장폐지 종목은 사용자 결정으로 다루지 않습니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","규칙·선별 모드는 신규 편입을 H거래일 보유한 뒤 재선정되지 않으면 청산합니다. 판정 라벨과 체결 경로는 여전히 다를 수 있습니다.","기본은 소수 단위 수량 시뮬레이션입니다. 정수 주식·최소 주문 단위 제약은 라이브 전에 별도 점검해야 합니다.","익명화해도 지표 조합으로 종목을 추정할 여지와 LLM 학습 지식의 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 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생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","비용: 수수료 편도 0.0186%(토스 0.015%+유관기관), 매도 시 연도별 거래세(2023 0.20%·2024 0.18%·2025 0.15%·2026 0.20%), 슬리피지 편도 10bp(미검증 가정). 상장폐지 종목은 사용자 결정으로 다루지 않습니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","규칙·선별 모드는 신규 편입을 H거래일 보유한 뒤 재선정되지 않으면 청산합니다. 판정 라벨과 체결 경로는 여전히 다를 수 있습니다.","기본은 소수 단위 수량 시뮬레이션입니다. 정수 주식·최소 주문 단위 제약은 라이브 전에 별도 점검해야 합니다.","익명화해도 지표 조합으로 종목을 추정할 여지와 LLM 학습 지식의 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 아닙니다."],"prompts":{"discovery":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n\n목표: 각 후보에 대해 evaluation_event의 확률을 추정하고, 실제로 보유할 가치가 있는 소수만 승인한다.\n판단 절차:\n1. 기준률에서 출발한다. market.recent_event_rate.rate는 같은 규칙 적격 종목에서 최근 확정된 같은 사건의 발생률이다.\n   후보 간 차이를 설명할 구체적 근거가 없으면 probability를 기준률 근처(±0.05)에 둔다. 값이 없으면 0.45에서 출발한다.\n2. 비용을 넘어야 한다. 왕복 비용(수수료·매도 거래세·슬리피지)은 약 0.4%다. 기대 수익이 이를 넘을 근거가 있을 때만 승인한다.\n3. 같은 날 후보끼리 비교해 순위를 정한다. 승인은 보통 0~4개이며, 확률이 높은 순서로 편입된다. 모두 약하면 승인하지 않는다.\n4. 위험 요인을 따진다: 단기 급등(return_5, rsi_14_wilder, close_to_sma_5가 큼), 평소 대비 급증한 거래량(volume_ratio_20),\n   큰 일간 변동폭(atr_ratio), 20일 고점과의 거리(distance_high_20), 시장 국면(regime)과 시장 카드.\n5. 서로 비슷한 후보에 같은 확률을 남발하지 않는다. probability는 실제 결과로 보정(Brier·AUC) 평가된다.\n\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고, 이후 지표로 확인 가능한 무효화 조건을 남긴다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n\n운용 원칙:\n1. 보유 기간: 판정은 holding_horizon_sessions 거래일 보유를 전제로 평가된다. 그 전에 청산하려면\n   최초 판정의 무효화 조건 충족처럼 현재 지표로 확인되는 이유가 있어야 한다. 기간이 지난 보유는 승인 후보에 다시 없으면 정리를 우선 고려한다.\n2. 회전 비용: 매도마다 거래세(약 0.2%)와 슬리피지가 든다. 작은 비중 조정(자산의 5%p 미만)은 실행되지 않으니 제안하지 않는다.\n3. 신규 편입은 승인 후보에서만, 확률이 높고 기존 보유와 성격이 겹치지 않는 순서로 한다.\n4. 현금은 정상적인 선택이다. 승인 후보가 약하거나 시장 국면이 하락·고변동이면 현금 비중을 높인다.\n5. 손실 회복만을 이유로 비중을 늘리지 않는다(물타기 금지). 낙폭(drawdown)이 커지면 신규 위험을 줄인다.\n6. 한도(max_positions, max_position, max_exposure)는 완화할 수 없다.\n\n기존 보유의 평가손익, 보유 거래일 수, 최초 판정과 무효화 조건, 이전 계획을 현재 지표와 비교한다.\n목표 비중은 계좌 전체 자산 대비 비중이다. 빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}"}}},{"id":137,"created":"2026-10-20T23:20:44.974665+00:00","status":"completed","settings":{"version":"research-v7","source_hash":"d3022eec98622b9db079287964fbc9242ed1d30c93c2717c8cc94117f4929ee7","revision":{"commit":"80859a72cc4c9a7c96d8620c1feeaeee70bce97f","dirty":true},"start":"2025-04-16","end":"2025-07-18","mode":"selection","kind":"trend","sort":"atr_asc","horizon":10,"candidates":20,"max_calls":316,"min_value":5000000000.0,"initial_cash":1000000,"max_positions":4,"max_position":0.25,"max_exposure":1.0,"rebalance_band":0.05,"fractional":true,"anonymize":true,"cache":true,"commission":0.000186,"cost_model":"krx-sell-tax-v1","sell_tax":[["2021-01-01",0.0023],["2023-01-01",0.002],["2024-01-01",0.0018],["2025-01-01",0.0015],["2026-01-01",0.002]],"slippage":0.001,"discovery_version":"discovery-v5","portfolio_version":"portfolio-v5","memory":false,"memory_mode":"none","notebook_id":null,"purpose":"development","knowledge_cutoff":"2025-04-16","filters":{},"guidance":"","discovery_prompt":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n\n목표: 각 후보에 대해 evaluation_event의 확률을 추정하고, 실제로 보유할 가치가 있는 소수만 승인한다.\n판단 절차:\n1. 기준률에서 출발한다. market.recent_event_rate.rate는 같은 규칙 적격 종목에서 최근 확정된 같은 사건의 발생률이다.\n   후보 간 차이를 설명할 구체적 근거가 없으면 probability를 기준률 근처(±0.05)에 둔다. 값이 없으면 0.45에서 출발한다.\n2. 비용을 넘어야 한다. 왕복 비용(수수료·매도 거래세·슬리피지)은 약 0.4%다. 기대 수익이 이를 넘을 근거가 있을 때만 승인한다.\n3. 같은 날 후보끼리 비교해 순위를 정한다. 승인은 보통 0~4개이며, 확률이 높은 순서로 편입된다. 모두 약하면 승인하지 않는다.\n4. 위험 요인을 따진다: 단기 급등(return_5, rsi_14_wilder, close_to_sma_5가 큼), 평소 대비 급증한 거래량(volume_ratio_20),\n   큰 일간 변동폭(atr_ratio), 20일 고점과의 거리(distance_high_20), 시장 국면(regime)과 시장 카드.\n5. 서로 비슷한 후보에 같은 확률을 남발하지 않는다. probability는 실제 결과로 보정(Brier·AUC) 평가된다.\n\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고, 이후 지표로 확인 가능한 무효화 조건을 남긴다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio_prompt":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n\n운용 원칙:\n1. 보유 기간: 판정은 holding_horizon_sessions 거래일 보유를 전제로 평가된다. 그 전에 청산하려면\n   최초 판정의 무효화 조건 충족처럼 현재 지표로 확인되는 이유가 있어야 한다. 기간이 지난 보유는 승인 후보에 다시 없으면 정리를 우선 고려한다.\n2. 회전 비용: 매도마다 거래세(약 0.2%)와 슬리피지가 든다. 작은 비중 조정(자산의 5%p 미만)은 실행되지 않으니 제안하지 않는다.\n3. 신규 편입은 승인 후보에서만, 확률이 높고 기존 보유와 성격이 겹치지 않는 순서로 한다.\n4. 현금은 정상적인 선택이다. 승인 후보가 약하거나 시장 국면이 하락·고변동이면 현금 비중을 높인다.\n5. 손실 회복만을 이유로 비중을 늘리지 않는다(물타기 금지). 낙폭(drawdown)이 커지면 신규 위험을 줄인다.\n6. 한도(max_positions, max_position, max_exposure)는 완화할 수 없다.\n\n기존 보유의 평가손익, 보유 거래일 수, 최초 판정과 무효화 조건, 이전 계획을 현재 지표와 비교한다.\n목표 비중은 계좌 전체 자산 대비 비중이다. 빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}","principles_prompt":null,"model":"cbcn/deepseek-v4.1-flash","event":"다음 거래일 시가 진입 후 10번째 거래일 종가 청산, 수수료·매도 거래세·편도 슬리피지 10bp 차감 후 수익률 > 0","limitations":["현재 생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","비용: 수수료 편도 0.0186%(토스 0.015%+유관기관), 매도 시 연도별 거래세(2023 0.20%·2024 0.18%·2025 0.15%·2026 0.20%), 슬리피지 편도 10bp(미검증 가정). 상장폐지 종목은 사용자 결정으로 다루지 않습니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","규칙·선별 모드는 신규 편입을 H거래일 보유한 뒤 재선정되지 않으면 청산합니다. 판정 라벨과 체결 경로는 여전히 다를 수 있습니다.","기본은 소수 단위 수량 시뮬레이션입니다. 정수 주식·최소 주문 단위 제약은 라이브 전에 별도 점검해야 합니다.","익명화해도 지표 조합으로 종목을 추정할 여지와 LLM 학습 지식의 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 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생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","비용: 수수료 편도 0.0186%(토스 0.015%+유관기관), 매도 시 연도별 거래세(2023 0.20%·2024 0.18%·2025 0.15%·2026 0.20%), 슬리피지 편도 10bp(미검증 가정). 상장폐지 종목은 사용자 결정으로 다루지 않습니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","규칙·선별 모드는 신규 편입을 H거래일 보유한 뒤 재선정되지 않으면 청산합니다. 판정 라벨과 체결 경로는 여전히 다를 수 있습니다.","기본은 소수 단위 수량 시뮬레이션입니다. 정수 주식·최소 주문 단위 제약은 라이브 전에 별도 점검해야 합니다.","익명화해도 지표 조합으로 종목을 추정할 여지와 LLM 학습 지식의 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 아닙니다."],"prompts":{"discovery":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n\n목표: 각 후보에 대해 evaluation_event의 확률을 추정하고, 실제로 보유할 가치가 있는 소수만 승인한다.\n판단 절차:\n1. 기준률에서 출발한다. market.recent_event_rate.rate는 같은 규칙 적격 종목에서 최근 확정된 같은 사건의 발생률이다.\n   후보 간 차이를 설명할 구체적 근거가 없으면 probability를 기준률 근처(±0.05)에 둔다. 값이 없으면 0.45에서 출발한다.\n2. 비용을 넘어야 한다. 왕복 비용(수수료·매도 거래세·슬리피지)은 약 0.4%다. 기대 수익이 이를 넘을 근거가 있을 때만 승인한다.\n3. 같은 날 후보끼리 비교해 순위를 정한다. 승인은 보통 0~4개이며, 확률이 높은 순서로 편입된다. 모두 약하면 승인하지 않는다.\n4. 위험 요인을 따진다: 단기 급등(return_5, rsi_14_wilder, close_to_sma_5가 큼), 평소 대비 급증한 거래량(volume_ratio_20),\n   큰 일간 변동폭(atr_ratio), 20일 고점과의 거리(distance_high_20), 시장 국면(regime)과 시장 카드.\n5. 서로 비슷한 후보에 같은 확률을 남발하지 않는다. probability는 실제 결과로 보정(Brier·AUC) 평가된다.\n\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고, 이후 지표로 확인 가능한 무효화 조건을 남긴다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n\n운용 원칙:\n1. 보유 기간: 판정은 holding_horizon_sessions 거래일 보유를 전제로 평가된다. 그 전에 청산하려면\n   최초 판정의 무효화 조건 충족처럼 현재 지표로 확인되는 이유가 있어야 한다. 기간이 지난 보유는 승인 후보에 다시 없으면 정리를 우선 고려한다.\n2. 회전 비용: 매도마다 거래세(약 0.2%)와 슬리피지가 든다. 작은 비중 조정(자산의 5%p 미만)은 실행되지 않으니 제안하지 않는다.\n3. 신규 편입은 승인 후보에서만, 확률이 높고 기존 보유와 성격이 겹치지 않는 순서로 한다.\n4. 현금은 정상적인 선택이다. 승인 후보가 약하거나 시장 국면이 하락·고변동이면 현금 비중을 높인다.\n5. 손실 회복만을 이유로 비중을 늘리지 않는다(물타기 금지). 낙폭(drawdown)이 커지면 신규 위험을 줄인다.\n6. 한도(max_positions, max_position, max_exposure)는 완화할 수 없다.\n\n기존 보유의 평가손익, 보유 거래일 수, 최초 판정과 무효화 조건, 이전 계획을 현재 지표와 비교한다.\n목표 비중은 계좌 전체 자산 대비 비중이다. 빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}"}}},{"id":136,"created":"2026-10-20T23:20:44.974427+00:00","status":"completed","settings":{"version":"research-v7","source_hash":"d3022eec98622b9db079287964fbc9242ed1d30c93c2717c8cc94117f4929ee7","revision":{"commit":"80859a72cc4c9a7c96d8620c1feeaeee70bce97f","dirty":true},"start":"2024-07-04","end":"2024-10-08","mode":"selection","kind":"trend","sort":"atr_asc","horizon":10,"candidates":20,"max_calls":316,"min_value":5000000000.0,"initial_cash":1000000,"max_positions":4,"max_position":0.25,"max_exposure":1.0,"rebalance_band":0.05,"fractional":true,"anonymize":true,"cache":true,"commission":0.000186,"cost_model":"krx-sell-tax-v1","sell_tax":[["2021-01-01",0.0023],["2023-01-01",0.002],["2024-01-01",0.0018],["2025-01-01",0.0015],["2026-01-01",0.002]],"slippage":0.001,"discovery_version":"discovery-v5","portfolio_version":"portfolio-v5","memory":false,"memory_mode":"none","notebook_id":null,"purpose":"development","knowledge_cutoff":"2024-07-04","filters":{},"guidance":"","discovery_prompt":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n\n목표: 각 후보에 대해 evaluation_event의 확률을 추정하고, 실제로 보유할 가치가 있는 소수만 승인한다.\n판단 절차:\n1. 기준률에서 출발한다. market.recent_event_rate.rate는 같은 규칙 적격 종목에서 최근 확정된 같은 사건의 발생률이다.\n   후보 간 차이를 설명할 구체적 근거가 없으면 probability를 기준률 근처(±0.05)에 둔다. 값이 없으면 0.45에서 출발한다.\n2. 비용을 넘어야 한다. 왕복 비용(수수료·매도 거래세·슬리피지)은 약 0.4%다. 기대 수익이 이를 넘을 근거가 있을 때만 승인한다.\n3. 같은 날 후보끼리 비교해 순위를 정한다. 승인은 보통 0~4개이며, 확률이 높은 순서로 편입된다. 모두 약하면 승인하지 않는다.\n4. 위험 요인을 따진다: 단기 급등(return_5, rsi_14_wilder, close_to_sma_5가 큼), 평소 대비 급증한 거래량(volume_ratio_20),\n   큰 일간 변동폭(atr_ratio), 20일 고점과의 거리(distance_high_20), 시장 국면(regime)과 시장 카드.\n5. 서로 비슷한 후보에 같은 확률을 남발하지 않는다. probability는 실제 결과로 보정(Brier·AUC) 평가된다.\n\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고, 이후 지표로 확인 가능한 무효화 조건을 남긴다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio_prompt":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n\n운용 원칙:\n1. 보유 기간: 판정은 holding_horizon_sessions 거래일 보유를 전제로 평가된다. 그 전에 청산하려면\n   최초 판정의 무효화 조건 충족처럼 현재 지표로 확인되는 이유가 있어야 한다. 기간이 지난 보유는 승인 후보에 다시 없으면 정리를 우선 고려한다.\n2. 회전 비용: 매도마다 거래세(약 0.2%)와 슬리피지가 든다. 작은 비중 조정(자산의 5%p 미만)은 실행되지 않으니 제안하지 않는다.\n3. 신규 편입은 승인 후보에서만, 확률이 높고 기존 보유와 성격이 겹치지 않는 순서로 한다.\n4. 현금은 정상적인 선택이다. 승인 후보가 약하거나 시장 국면이 하락·고변동이면 현금 비중을 높인다.\n5. 손실 회복만을 이유로 비중을 늘리지 않는다(물타기 금지). 낙폭(drawdown)이 커지면 신규 위험을 줄인다.\n6. 한도(max_positions, max_position, max_exposure)는 완화할 수 없다.\n\n기존 보유의 평가손익, 보유 거래일 수, 최초 판정과 무효화 조건, 이전 계획을 현재 지표와 비교한다.\n목표 비중은 계좌 전체 자산 대비 비중이다. 빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}","principles_prompt":null,"model":"cbcn/deepseek-v4.1-flash","event":"다음 거래일 시가 진입 후 10번째 거래일 종가 청산, 수수료·매도 거래세·편도 슬리피지 10bp 차감 후 수익률 > 0","limitations":["현재 생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","비용: 수수료 편도 0.0186%(토스 0.015%+유관기관), 매도 시 연도별 거래세(2023 0.20%·2024 0.18%·2025 0.15%·2026 0.20%), 슬리피지 편도 10bp(미검증 가정). 상장폐지 종목은 사용자 결정으로 다루지 않습니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","규칙·선별 모드는 신규 편입을 H거래일 보유한 뒤 재선정되지 않으면 청산합니다. 판정 라벨과 체결 경로는 여전히 다를 수 있습니다.","기본은 소수 단위 수량 시뮬레이션입니다. 정수 주식·최소 주문 단위 제약은 라이브 전에 별도 점검해야 합니다.","익명화해도 지표 조합으로 종목을 추정할 여지와 LLM 학습 지식의 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 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생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","비용: 수수료 편도 0.0186%(토스 0.015%+유관기관), 매도 시 연도별 거래세(2023 0.20%·2024 0.18%·2025 0.15%·2026 0.20%), 슬리피지 편도 10bp(미검증 가정). 상장폐지 종목은 사용자 결정으로 다루지 않습니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","규칙·선별 모드는 신규 편입을 H거래일 보유한 뒤 재선정되지 않으면 청산합니다. 판정 라벨과 체결 경로는 여전히 다를 수 있습니다.","기본은 소수 단위 수량 시뮬레이션입니다. 정수 주식·최소 주문 단위 제약은 라이브 전에 별도 점검해야 합니다.","익명화해도 지표 조합으로 종목을 추정할 여지와 LLM 학습 지식의 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 아닙니다."],"prompts":{"discovery":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n\n목표: 각 후보에 대해 evaluation_event의 확률을 추정하고, 실제로 보유할 가치가 있는 소수만 승인한다.\n판단 절차:\n1. 기준률에서 출발한다. market.recent_event_rate.rate는 같은 규칙 적격 종목에서 최근 확정된 같은 사건의 발생률이다.\n   후보 간 차이를 설명할 구체적 근거가 없으면 probability를 기준률 근처(±0.05)에 둔다. 값이 없으면 0.45에서 출발한다.\n2. 비용을 넘어야 한다. 왕복 비용(수수료·매도 거래세·슬리피지)은 약 0.4%다. 기대 수익이 이를 넘을 근거가 있을 때만 승인한다.\n3. 같은 날 후보끼리 비교해 순위를 정한다. 승인은 보통 0~4개이며, 확률이 높은 순서로 편입된다. 모두 약하면 승인하지 않는다.\n4. 위험 요인을 따진다: 단기 급등(return_5, rsi_14_wilder, close_to_sma_5가 큼), 평소 대비 급증한 거래량(volume_ratio_20),\n   큰 일간 변동폭(atr_ratio), 20일 고점과의 거리(distance_high_20), 시장 국면(regime)과 시장 카드.\n5. 서로 비슷한 후보에 같은 확률을 남발하지 않는다. probability는 실제 결과로 보정(Brier·AUC) 평가된다.\n\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고, 이후 지표로 확인 가능한 무효화 조건을 남긴다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n\n운용 원칙:\n1. 보유 기간: 판정은 holding_horizon_sessions 거래일 보유를 전제로 평가된다. 그 전에 청산하려면\n   최초 판정의 무효화 조건 충족처럼 현재 지표로 확인되는 이유가 있어야 한다. 기간이 지난 보유는 승인 후보에 다시 없으면 정리를 우선 고려한다.\n2. 회전 비용: 매도마다 거래세(약 0.2%)와 슬리피지가 든다. 작은 비중 조정(자산의 5%p 미만)은 실행되지 않으니 제안하지 않는다.\n3. 신규 편입은 승인 후보에서만, 확률이 높고 기존 보유와 성격이 겹치지 않는 순서로 한다.\n4. 현금은 정상적인 선택이다. 승인 후보가 약하거나 시장 국면이 하락·고변동이면 현금 비중을 높인다.\n5. 손실 회복만을 이유로 비중을 늘리지 않는다(물타기 금지). 낙폭(drawdown)이 커지면 신규 위험을 줄인다.\n6. 한도(max_positions, max_position, max_exposure)는 완화할 수 없다.\n\n기존 보유의 평가손익, 보유 거래일 수, 최초 판정과 무효화 조건, 이전 계획을 현재 지표와 비교한다.\n목표 비중은 계좌 전체 자산 대비 비중이다. 빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}"}}},{"id":135,"created":"2026-10-20T23:20:44.974089+00:00","status":"completed","settings":{"version":"research-v7","source_hash":"d3022eec98622b9db079287964fbc9242ed1d30c93c2717c8cc94117f4929ee7","revision":{"commit":"80859a72cc4c9a7c96d8620c1feeaeee70bce97f","dirty":true},"start":"2022-12-19","end":"2023-03-21","mode":"selection","kind":"trend","sort":"atr_asc","horizon":10,"candidates":20,"max_calls":316,"min_value":5000000000.0,"initial_cash":1000000,"max_positions":4,"max_position":0.25,"max_exposure":1.0,"rebalance_band":0.05,"fractional":true,"anonymize":true,"cache":true,"commission":0.000186,"cost_model":"krx-sell-tax-v1","sell_tax":[["2021-01-01",0.0023],["2023-01-01",0.002],["2024-01-01",0.0018],["2025-01-01",0.0015],["2026-01-01",0.002]],"slippage":0.001,"discovery_version":"discovery-v5","portfolio_version":"portfolio-v5","memory":false,"memory_mode":"none","notebook_id":null,"purpose":"development","knowledge_cutoff":"2022-12-19","filters":{},"guidance":"","discovery_prompt":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n\n목표: 각 후보에 대해 evaluation_event의 확률을 추정하고, 실제로 보유할 가치가 있는 소수만 승인한다.\n판단 절차:\n1. 기준률에서 출발한다. market.recent_event_rate.rate는 같은 규칙 적격 종목에서 최근 확정된 같은 사건의 발생률이다.\n   후보 간 차이를 설명할 구체적 근거가 없으면 probability를 기준률 근처(±0.05)에 둔다. 값이 없으면 0.45에서 출발한다.\n2. 비용을 넘어야 한다. 왕복 비용(수수료·매도 거래세·슬리피지)은 약 0.4%다. 기대 수익이 이를 넘을 근거가 있을 때만 승인한다.\n3. 같은 날 후보끼리 비교해 순위를 정한다. 승인은 보통 0~4개이며, 확률이 높은 순서로 편입된다. 모두 약하면 승인하지 않는다.\n4. 위험 요인을 따진다: 단기 급등(return_5, rsi_14_wilder, close_to_sma_5가 큼), 평소 대비 급증한 거래량(volume_ratio_20),\n   큰 일간 변동폭(atr_ratio), 20일 고점과의 거리(distance_high_20), 시장 국면(regime)과 시장 카드.\n5. 서로 비슷한 후보에 같은 확률을 남발하지 않는다. probability는 실제 결과로 보정(Brier·AUC) 평가된다.\n\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고, 이후 지표로 확인 가능한 무효화 조건을 남긴다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio_prompt":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n\n운용 원칙:\n1. 보유 기간: 판정은 holding_horizon_sessions 거래일 보유를 전제로 평가된다. 그 전에 청산하려면\n   최초 판정의 무효화 조건 충족처럼 현재 지표로 확인되는 이유가 있어야 한다. 기간이 지난 보유는 승인 후보에 다시 없으면 정리를 우선 고려한다.\n2. 회전 비용: 매도마다 거래세(약 0.2%)와 슬리피지가 든다. 작은 비중 조정(자산의 5%p 미만)은 실행되지 않으니 제안하지 않는다.\n3. 신규 편입은 승인 후보에서만, 확률이 높고 기존 보유와 성격이 겹치지 않는 순서로 한다.\n4. 현금은 정상적인 선택이다. 승인 후보가 약하거나 시장 국면이 하락·고변동이면 현금 비중을 높인다.\n5. 손실 회복만을 이유로 비중을 늘리지 않는다(물타기 금지). 낙폭(drawdown)이 커지면 신규 위험을 줄인다.\n6. 한도(max_positions, max_position, max_exposure)는 완화할 수 없다.\n\n기존 보유의 평가손익, 보유 거래일 수, 최초 판정과 무효화 조건, 이전 계획을 현재 지표와 비교한다.\n목표 비중은 계좌 전체 자산 대비 비중이다. 빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}","principles_prompt":null,"model":"cbcn/deepseek-v4.1-flash","event":"다음 거래일 시가 진입 후 10번째 거래일 종가 청산, 수수료·매도 거래세·편도 슬리피지 10bp 차감 후 수익률 > 0","limitations":["현재 생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","비용: 수수료 편도 0.0186%(토스 0.015%+유관기관), 매도 시 연도별 거래세(2023 0.20%·2024 0.18%·2025 0.15%·2026 0.20%), 슬리피지 편도 10bp(미검증 가정). 상장폐지 종목은 사용자 결정으로 다루지 않습니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","규칙·선별 모드는 신규 편입을 H거래일 보유한 뒤 재선정되지 않으면 청산합니다. 판정 라벨과 체결 경로는 여전히 다를 수 있습니다.","기본은 소수 단위 수량 시뮬레이션입니다. 정수 주식·최소 주문 단위 제약은 라이브 전에 별도 점검해야 합니다.","익명화해도 지표 조합으로 종목을 추정할 여지와 LLM 학습 지식의 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 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생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","비용: 수수료 편도 0.0186%(토스 0.015%+유관기관), 매도 시 연도별 거래세(2023 0.20%·2024 0.18%·2025 0.15%·2026 0.20%), 슬리피지 편도 10bp(미검증 가정). 상장폐지 종목은 사용자 결정으로 다루지 않습니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","규칙·선별 모드는 신규 편입을 H거래일 보유한 뒤 재선정되지 않으면 청산합니다. 판정 라벨과 체결 경로는 여전히 다를 수 있습니다.","기본은 소수 단위 수량 시뮬레이션입니다. 정수 주식·최소 주문 단위 제약은 라이브 전에 별도 점검해야 합니다.","익명화해도 지표 조합으로 종목을 추정할 여지와 LLM 학습 지식의 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 아닙니다."],"prompts":{"discovery":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n\n목표: 각 후보에 대해 evaluation_event의 확률을 추정하고, 실제로 보유할 가치가 있는 소수만 승인한다.\n판단 절차:\n1. 기준률에서 출발한다. market.recent_event_rate.rate는 같은 규칙 적격 종목에서 최근 확정된 같은 사건의 발생률이다.\n   후보 간 차이를 설명할 구체적 근거가 없으면 probability를 기준률 근처(±0.05)에 둔다. 값이 없으면 0.45에서 출발한다.\n2. 비용을 넘어야 한다. 왕복 비용(수수료·매도 거래세·슬리피지)은 약 0.4%다. 기대 수익이 이를 넘을 근거가 있을 때만 승인한다.\n3. 같은 날 후보끼리 비교해 순위를 정한다. 승인은 보통 0~4개이며, 확률이 높은 순서로 편입된다. 모두 약하면 승인하지 않는다.\n4. 위험 요인을 따진다: 단기 급등(return_5, rsi_14_wilder, close_to_sma_5가 큼), 평소 대비 급증한 거래량(volume_ratio_20),\n   큰 일간 변동폭(atr_ratio), 20일 고점과의 거리(distance_high_20), 시장 국면(regime)과 시장 카드.\n5. 서로 비슷한 후보에 같은 확률을 남발하지 않는다. probability는 실제 결과로 보정(Brier·AUC) 평가된다.\n\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고, 이후 지표로 확인 가능한 무효화 조건을 남긴다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n\n운용 원칙:\n1. 보유 기간: 판정은 holding_horizon_sessions 거래일 보유를 전제로 평가된다. 그 전에 청산하려면\n   최초 판정의 무효화 조건 충족처럼 현재 지표로 확인되는 이유가 있어야 한다. 기간이 지난 보유는 승인 후보에 다시 없으면 정리를 우선 고려한다.\n2. 회전 비용: 매도마다 거래세(약 0.2%)와 슬리피지가 든다. 작은 비중 조정(자산의 5%p 미만)은 실행되지 않으니 제안하지 않는다.\n3. 신규 편입은 승인 후보에서만, 확률이 높고 기존 보유와 성격이 겹치지 않는 순서로 한다.\n4. 현금은 정상적인 선택이다. 승인 후보가 약하거나 시장 국면이 하락·고변동이면 현금 비중을 높인다.\n5. 손실 회복만을 이유로 비중을 늘리지 않는다(물타기 금지). 낙폭(drawdown)이 커지면 신규 위험을 줄인다.\n6. 한도(max_positions, max_position, max_exposure)는 완화할 수 없다.\n\n기존 보유의 평가손익, 보유 거래일 수, 최초 판정과 무효화 조건, 이전 계획을 현재 지표와 비교한다.\n목표 비중은 계좌 전체 자산 대비 비중이다. 빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}"}}},{"id":134,"created":"2026-10-20T23:20:09.743738+00:00","status":"completed","settings":{"version":"research-v7","source_hash":"d3022eec98622b9db079287964fbc9242ed1d30c93c2717c8cc94117f4929ee7","revision":{"commit":"80859a72cc4c9a7c96d8620c1feeaeee70bce97f","dirty":true},"start":"2022-07-01","end":"2022-09-30","mode":"rules","kind":"trend","sort":"atr_asc","horizon":10,"candidates":20,"max_calls":1,"min_value":5000000000.0,"initial_cash":1000000,"max_positions":4,"max_position":0.25,"max_exposure":1.0,"rebalance_band":0.05,"fractional":true,"anonymize":true,"cache":true,"commission":0.000186,"cost_model":"krx-sell-tax-v1","sell_tax":[["2021-01-01",0.0023],["2023-01-01",0.002],["2024-01-01",0.0018],["2025-01-01",0.0015],["2026-01-01",0.002]],"slippage":0.001,"discovery_version":"discovery-v5","portfolio_version":"portfolio-v5","memory":false,"memory_mode":"none","notebook_id":null,"purpose":"validation","knowledge_cutoff":"2022-07-01","filters":{},"guidance":"","discovery_prompt":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n\n목표: 각 후보에 대해 evaluation_event의 확률을 추정하고, 실제로 보유할 가치가 있는 소수만 승인한다.\n판단 절차:\n1. 기준률에서 출발한다. market.recent_event_rate.rate는 같은 규칙 적격 종목에서 최근 확정된 같은 사건의 발생률이다.\n   후보 간 차이를 설명할 구체적 근거가 없으면 probability를 기준률 근처(±0.05)에 둔다. 값이 없으면 0.45에서 출발한다.\n2. 비용을 넘어야 한다. 왕복 비용(수수료·매도 거래세·슬리피지)은 약 0.4%다. 기대 수익이 이를 넘을 근거가 있을 때만 승인한다.\n3. 같은 날 후보끼리 비교해 순위를 정한다. 승인은 보통 0~4개이며, 확률이 높은 순서로 편입된다. 모두 약하면 승인하지 않는다.\n4. 위험 요인을 따진다: 단기 급등(return_5, rsi_14_wilder, close_to_sma_5가 큼), 평소 대비 급증한 거래량(volume_ratio_20),\n   큰 일간 변동폭(atr_ratio), 20일 고점과의 거리(distance_high_20), 시장 국면(regime)과 시장 카드.\n5. 서로 비슷한 후보에 같은 확률을 남발하지 않는다. probability는 실제 결과로 보정(Brier·AUC) 평가된다.\n\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고, 이후 지표로 확인 가능한 무효화 조건을 남긴다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio_prompt":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n\n운용 원칙:\n1. 보유 기간: 판정은 holding_horizon_sessions 거래일 보유를 전제로 평가된다. 그 전에 청산하려면\n   최초 판정의 무효화 조건 충족처럼 현재 지표로 확인되는 이유가 있어야 한다. 기간이 지난 보유는 승인 후보에 다시 없으면 정리를 우선 고려한다.\n2. 회전 비용: 매도마다 거래세(약 0.2%)와 슬리피지가 든다. 작은 비중 조정(자산의 5%p 미만)은 실행되지 않으니 제안하지 않는다.\n3. 신규 편입은 승인 후보에서만, 확률이 높고 기존 보유와 성격이 겹치지 않는 순서로 한다.\n4. 현금은 정상적인 선택이다. 승인 후보가 약하거나 시장 국면이 하락·고변동이면 현금 비중을 높인다.\n5. 손실 회복만을 이유로 비중을 늘리지 않는다(물타기 금지). 낙폭(drawdown)이 커지면 신규 위험을 줄인다.\n6. 한도(max_positions, max_position, max_exposure)는 완화할 수 없다.\n\n기존 보유의 평가손익, 보유 거래일 수, 최초 판정과 무효화 조건, 이전 계획을 현재 지표와 비교한다.\n목표 비중은 계좌 전체 자산 대비 비중이다. 빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}","principles_prompt":null,"model":null,"event":"다음 거래일 시가 진입 후 10번째 거래일 종가 청산, 수수료·매도 거래세·편도 슬리피지 10bp 차감 후 수익률 > 0","limitations":["현재 생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","비용: 수수료 편도 0.0186%(토스 0.015%+유관기관), 매도 시 연도별 거래세(2023 0.20%·2024 0.18%·2025 0.15%·2026 0.20%), 슬리피지 편도 10bp(미검증 가정). 상장폐지 종목은 사용자 결정으로 다루지 않습니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","규칙·선별 모드는 신규 편입을 H거래일 보유한 뒤 재선정되지 않으면 청산합니다. 판정 라벨과 체결 경로는 여전히 다를 수 있습니다.","기본은 소수 단위 수량 시뮬레이션입니다. 정수 주식·최소 주문 단위 제약은 라이브 전에 별도 점검해야 합니다.","익명화해도 지표 조합으로 종목을 추정할 여지와 LLM 학습 지식의 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 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생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","비용: 수수료 편도 0.0186%(토스 0.015%+유관기관), 매도 시 연도별 거래세(2023 0.20%·2024 0.18%·2025 0.15%·2026 0.20%), 슬리피지 편도 10bp(미검증 가정). 상장폐지 종목은 사용자 결정으로 다루지 않습니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","규칙·선별 모드는 신규 편입을 H거래일 보유한 뒤 재선정되지 않으면 청산합니다. 판정 라벨과 체결 경로는 여전히 다를 수 있습니다.","기본은 소수 단위 수량 시뮬레이션입니다. 정수 주식·최소 주문 단위 제약은 라이브 전에 별도 점검해야 합니다.","익명화해도 지표 조합으로 종목을 추정할 여지와 LLM 학습 지식의 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 아닙니다."],"prompts":{"discovery":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n\n목표: 각 후보에 대해 evaluation_event의 확률을 추정하고, 실제로 보유할 가치가 있는 소수만 승인한다.\n판단 절차:\n1. 기준률에서 출발한다. market.recent_event_rate.rate는 같은 규칙 적격 종목에서 최근 확정된 같은 사건의 발생률이다.\n   후보 간 차이를 설명할 구체적 근거가 없으면 probability를 기준률 근처(±0.05)에 둔다. 값이 없으면 0.45에서 출발한다.\n2. 비용을 넘어야 한다. 왕복 비용(수수료·매도 거래세·슬리피지)은 약 0.4%다. 기대 수익이 이를 넘을 근거가 있을 때만 승인한다.\n3. 같은 날 후보끼리 비교해 순위를 정한다. 승인은 보통 0~4개이며, 확률이 높은 순서로 편입된다. 모두 약하면 승인하지 않는다.\n4. 위험 요인을 따진다: 단기 급등(return_5, rsi_14_wilder, close_to_sma_5가 큼), 평소 대비 급증한 거래량(volume_ratio_20),\n   큰 일간 변동폭(atr_ratio), 20일 고점과의 거리(distance_high_20), 시장 국면(regime)과 시장 카드.\n5. 서로 비슷한 후보에 같은 확률을 남발하지 않는다. probability는 실제 결과로 보정(Brier·AUC) 평가된다.\n\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고, 이후 지표로 확인 가능한 무효화 조건을 남긴다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n\n운용 원칙:\n1. 보유 기간: 판정은 holding_horizon_sessions 거래일 보유를 전제로 평가된다. 그 전에 청산하려면\n   최초 판정의 무효화 조건 충족처럼 현재 지표로 확인되는 이유가 있어야 한다. 기간이 지난 보유는 승인 후보에 다시 없으면 정리를 우선 고려한다.\n2. 회전 비용: 매도마다 거래세(약 0.2%)와 슬리피지가 든다. 작은 비중 조정(자산의 5%p 미만)은 실행되지 않으니 제안하지 않는다.\n3. 신규 편입은 승인 후보에서만, 확률이 높고 기존 보유와 성격이 겹치지 않는 순서로 한다.\n4. 현금은 정상적인 선택이다. 승인 후보가 약하거나 시장 국면이 하락·고변동이면 현금 비중을 높인다.\n5. 손실 회복만을 이유로 비중을 늘리지 않는다(물타기 금지). 낙폭(drawdown)이 커지면 신규 위험을 줄인다.\n6. 한도(max_positions, max_position, max_exposure)는 완화할 수 없다.\n\n기존 보유의 평가손익, 보유 거래일 수, 최초 판정과 무효화 조건, 이전 계획을 현재 지표와 비교한다.\n목표 비중은 계좌 전체 자산 대비 비중이다. 빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}"}}},{"id":133,"created":"2026-10-20T23:20:09.743621+00:00","status":"completed","settings":{"version":"research-v7","source_hash":"d3022eec98622b9db079287964fbc9242ed1d30c93c2717c8cc94117f4929ee7","revision":{"commit":"80859a72cc4c9a7c96d8620c1feeaeee70bce97f","dirty":true},"start":"2024-10-24","end":"2025-01-23","mode":"rules","kind":"trend","sort":"atr_asc","horizon":10,"candidates":20,"max_calls":1,"min_value":5000000000.0,"initial_cash":1000000,"max_positions":4,"max_position":0.25,"max_exposure":1.0,"rebalance_band":0.05,"fractional":true,"anonymize":true,"cache":true,"commission":0.000186,"cost_model":"krx-sell-tax-v1","sell_tax":[["2021-01-01",0.0023],["2023-01-01",0.002],["2024-01-01",0.0018],["2025-01-01",0.0015],["2026-01-01",0.002]],"slippage":0.001,"discovery_version":"discovery-v5","portfolio_version":"portfolio-v5","memory":false,"memory_mode":"none","notebook_id":null,"purpose":"validation","knowledge_cutoff":"2024-10-24","filters":{},"guidance":"","discovery_prompt":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n\n목표: 각 후보에 대해 evaluation_event의 확률을 추정하고, 실제로 보유할 가치가 있는 소수만 승인한다.\n판단 절차:\n1. 기준률에서 출발한다. market.recent_event_rate.rate는 같은 규칙 적격 종목에서 최근 확정된 같은 사건의 발생률이다.\n   후보 간 차이를 설명할 구체적 근거가 없으면 probability를 기준률 근처(±0.05)에 둔다. 값이 없으면 0.45에서 출발한다.\n2. 비용을 넘어야 한다. 왕복 비용(수수료·매도 거래세·슬리피지)은 약 0.4%다. 기대 수익이 이를 넘을 근거가 있을 때만 승인한다.\n3. 같은 날 후보끼리 비교해 순위를 정한다. 승인은 보통 0~4개이며, 확률이 높은 순서로 편입된다. 모두 약하면 승인하지 않는다.\n4. 위험 요인을 따진다: 단기 급등(return_5, rsi_14_wilder, close_to_sma_5가 큼), 평소 대비 급증한 거래량(volume_ratio_20),\n   큰 일간 변동폭(atr_ratio), 20일 고점과의 거리(distance_high_20), 시장 국면(regime)과 시장 카드.\n5. 서로 비슷한 후보에 같은 확률을 남발하지 않는다. probability는 실제 결과로 보정(Brier·AUC) 평가된다.\n\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고, 이후 지표로 확인 가능한 무효화 조건을 남긴다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio_prompt":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n\n운용 원칙:\n1. 보유 기간: 판정은 holding_horizon_sessions 거래일 보유를 전제로 평가된다. 그 전에 청산하려면\n   최초 판정의 무효화 조건 충족처럼 현재 지표로 확인되는 이유가 있어야 한다. 기간이 지난 보유는 승인 후보에 다시 없으면 정리를 우선 고려한다.\n2. 회전 비용: 매도마다 거래세(약 0.2%)와 슬리피지가 든다. 작은 비중 조정(자산의 5%p 미만)은 실행되지 않으니 제안하지 않는다.\n3. 신규 편입은 승인 후보에서만, 확률이 높고 기존 보유와 성격이 겹치지 않는 순서로 한다.\n4. 현금은 정상적인 선택이다. 승인 후보가 약하거나 시장 국면이 하락·고변동이면 현금 비중을 높인다.\n5. 손실 회복만을 이유로 비중을 늘리지 않는다(물타기 금지). 낙폭(drawdown)이 커지면 신규 위험을 줄인다.\n6. 한도(max_positions, max_position, max_exposure)는 완화할 수 없다.\n\n기존 보유의 평가손익, 보유 거래일 수, 최초 판정과 무효화 조건, 이전 계획을 현재 지표와 비교한다.\n목표 비중은 계좌 전체 자산 대비 비중이다. 빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}","principles_prompt":null,"model":null,"event":"다음 거래일 시가 진입 후 10번째 거래일 종가 청산, 수수료·매도 거래세·편도 슬리피지 10bp 차감 후 수익률 > 0","limitations":["현재 생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","비용: 수수료 편도 0.0186%(토스 0.015%+유관기관), 매도 시 연도별 거래세(2023 0.20%·2024 0.18%·2025 0.15%·2026 0.20%), 슬리피지 편도 10bp(미검증 가정). 상장폐지 종목은 사용자 결정으로 다루지 않습니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","규칙·선별 모드는 신규 편입을 H거래일 보유한 뒤 재선정되지 않으면 청산합니다. 판정 라벨과 체결 경로는 여전히 다를 수 있습니다.","기본은 소수 단위 수량 시뮬레이션입니다. 정수 주식·최소 주문 단위 제약은 라이브 전에 별도 점검해야 합니다.","익명화해도 지표 조합으로 종목을 추정할 여지와 LLM 학습 지식의 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 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생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","비용: 수수료 편도 0.0186%(토스 0.015%+유관기관), 매도 시 연도별 거래세(2023 0.20%·2024 0.18%·2025 0.15%·2026 0.20%), 슬리피지 편도 10bp(미검증 가정). 상장폐지 종목은 사용자 결정으로 다루지 않습니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","규칙·선별 모드는 신규 편입을 H거래일 보유한 뒤 재선정되지 않으면 청산합니다. 판정 라벨과 체결 경로는 여전히 다를 수 있습니다.","기본은 소수 단위 수량 시뮬레이션입니다. 정수 주식·최소 주문 단위 제약은 라이브 전에 별도 점검해야 합니다.","익명화해도 지표 조합으로 종목을 추정할 여지와 LLM 학습 지식의 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 아닙니다."],"prompts":{"discovery":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n\n목표: 각 후보에 대해 evaluation_event의 확률을 추정하고, 실제로 보유할 가치가 있는 소수만 승인한다.\n판단 절차:\n1. 기준률에서 출발한다. market.recent_event_rate.rate는 같은 규칙 적격 종목에서 최근 확정된 같은 사건의 발생률이다.\n   후보 간 차이를 설명할 구체적 근거가 없으면 probability를 기준률 근처(±0.05)에 둔다. 값이 없으면 0.45에서 출발한다.\n2. 비용을 넘어야 한다. 왕복 비용(수수료·매도 거래세·슬리피지)은 약 0.4%다. 기대 수익이 이를 넘을 근거가 있을 때만 승인한다.\n3. 같은 날 후보끼리 비교해 순위를 정한다. 승인은 보통 0~4개이며, 확률이 높은 순서로 편입된다. 모두 약하면 승인하지 않는다.\n4. 위험 요인을 따진다: 단기 급등(return_5, rsi_14_wilder, close_to_sma_5가 큼), 평소 대비 급증한 거래량(volume_ratio_20),\n   큰 일간 변동폭(atr_ratio), 20일 고점과의 거리(distance_high_20), 시장 국면(regime)과 시장 카드.\n5. 서로 비슷한 후보에 같은 확률을 남발하지 않는다. probability는 실제 결과로 보정(Brier·AUC) 평가된다.\n\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고, 이후 지표로 확인 가능한 무효화 조건을 남긴다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n\n운용 원칙:\n1. 보유 기간: 판정은 holding_horizon_sessions 거래일 보유를 전제로 평가된다. 그 전에 청산하려면\n   최초 판정의 무효화 조건 충족처럼 현재 지표로 확인되는 이유가 있어야 한다. 기간이 지난 보유는 승인 후보에 다시 없으면 정리를 우선 고려한다.\n2. 회전 비용: 매도마다 거래세(약 0.2%)와 슬리피지가 든다. 작은 비중 조정(자산의 5%p 미만)은 실행되지 않으니 제안하지 않는다.\n3. 신규 편입은 승인 후보에서만, 확률이 높고 기존 보유와 성격이 겹치지 않는 순서로 한다.\n4. 현금은 정상적인 선택이다. 승인 후보가 약하거나 시장 국면이 하락·고변동이면 현금 비중을 높인다.\n5. 손실 회복만을 이유로 비중을 늘리지 않는다(물타기 금지). 낙폭(drawdown)이 커지면 신규 위험을 줄인다.\n6. 한도(max_positions, max_position, max_exposure)는 완화할 수 없다.\n\n기존 보유의 평가손익, 보유 거래일 수, 최초 판정과 무효화 조건, 이전 계획을 현재 지표와 비교한다.\n목표 비중은 계좌 전체 자산 대비 비중이다. 빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}"}}},{"id":132,"created":"2026-10-20T23:20:09.743442+00:00","status":"completed","settings":{"version":"research-v7","source_hash":"d3022eec98622b9db079287964fbc9242ed1d30c93c2717c8cc94117f4929ee7","revision":{"commit":"80859a72cc4c9a7c96d8620c1feeaeee70bce97f","dirty":true},"start":"2024-01-12","end":"2024-04-15","mode":"rules","kind":"trend","sort":"atr_asc","horizon":10,"candidates":20,"max_calls":1,"min_value":5000000000.0,"initial_cash":1000000,"max_positions":4,"max_position":0.25,"max_exposure":1.0,"rebalance_band":0.05,"fractional":true,"anonymize":true,"cache":true,"commission":0.000186,"cost_model":"krx-sell-tax-v1","sell_tax":[["2021-01-01",0.0023],["2023-01-01",0.002],["2024-01-01",0.0018],["2025-01-01",0.0015],["2026-01-01",0.002]],"slippage":0.001,"discovery_version":"discovery-v5","portfolio_version":"portfolio-v5","memory":false,"memory_mode":"none","notebook_id":null,"purpose":"validation","knowledge_cutoff":"2024-01-12","filters":{},"guidance":"","discovery_prompt":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n\n목표: 각 후보에 대해 evaluation_event의 확률을 추정하고, 실제로 보유할 가치가 있는 소수만 승인한다.\n판단 절차:\n1. 기준률에서 출발한다. market.recent_event_rate.rate는 같은 규칙 적격 종목에서 최근 확정된 같은 사건의 발생률이다.\n   후보 간 차이를 설명할 구체적 근거가 없으면 probability를 기준률 근처(±0.05)에 둔다. 값이 없으면 0.45에서 출발한다.\n2. 비용을 넘어야 한다. 왕복 비용(수수료·매도 거래세·슬리피지)은 약 0.4%다. 기대 수익이 이를 넘을 근거가 있을 때만 승인한다.\n3. 같은 날 후보끼리 비교해 순위를 정한다. 승인은 보통 0~4개이며, 확률이 높은 순서로 편입된다. 모두 약하면 승인하지 않는다.\n4. 위험 요인을 따진다: 단기 급등(return_5, rsi_14_wilder, close_to_sma_5가 큼), 평소 대비 급증한 거래량(volume_ratio_20),\n   큰 일간 변동폭(atr_ratio), 20일 고점과의 거리(distance_high_20), 시장 국면(regime)과 시장 카드.\n5. 서로 비슷한 후보에 같은 확률을 남발하지 않는다. probability는 실제 결과로 보정(Brier·AUC) 평가된다.\n\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고, 이후 지표로 확인 가능한 무효화 조건을 남긴다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio_prompt":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n\n운용 원칙:\n1. 보유 기간: 판정은 holding_horizon_sessions 거래일 보유를 전제로 평가된다. 그 전에 청산하려면\n   최초 판정의 무효화 조건 충족처럼 현재 지표로 확인되는 이유가 있어야 한다. 기간이 지난 보유는 승인 후보에 다시 없으면 정리를 우선 고려한다.\n2. 회전 비용: 매도마다 거래세(약 0.2%)와 슬리피지가 든다. 작은 비중 조정(자산의 5%p 미만)은 실행되지 않으니 제안하지 않는다.\n3. 신규 편입은 승인 후보에서만, 확률이 높고 기존 보유와 성격이 겹치지 않는 순서로 한다.\n4. 현금은 정상적인 선택이다. 승인 후보가 약하거나 시장 국면이 하락·고변동이면 현금 비중을 높인다.\n5. 손실 회복만을 이유로 비중을 늘리지 않는다(물타기 금지). 낙폭(drawdown)이 커지면 신규 위험을 줄인다.\n6. 한도(max_positions, max_position, max_exposure)는 완화할 수 없다.\n\n기존 보유의 평가손익, 보유 거래일 수, 최초 판정과 무효화 조건, 이전 계획을 현재 지표와 비교한다.\n목표 비중은 계좌 전체 자산 대비 비중이다. 빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}","principles_prompt":null,"model":null,"event":"다음 거래일 시가 진입 후 10번째 거래일 종가 청산, 수수료·매도 거래세·편도 슬리피지 10bp 차감 후 수익률 > 0","limitations":["현재 생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","비용: 수수료 편도 0.0186%(토스 0.015%+유관기관), 매도 시 연도별 거래세(2023 0.20%·2024 0.18%·2025 0.15%·2026 0.20%), 슬리피지 편도 10bp(미검증 가정). 상장폐지 종목은 사용자 결정으로 다루지 않습니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","규칙·선별 모드는 신규 편입을 H거래일 보유한 뒤 재선정되지 않으면 청산합니다. 판정 라벨과 체결 경로는 여전히 다를 수 있습니다.","기본은 소수 단위 수량 시뮬레이션입니다. 정수 주식·최소 주문 단위 제약은 라이브 전에 별도 점검해야 합니다.","익명화해도 지표 조합으로 종목을 추정할 여지와 LLM 학습 지식의 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 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생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","비용: 수수료 편도 0.0186%(토스 0.015%+유관기관), 매도 시 연도별 거래세(2023 0.20%·2024 0.18%·2025 0.15%·2026 0.20%), 슬리피지 편도 10bp(미검증 가정). 상장폐지 종목은 사용자 결정으로 다루지 않습니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","규칙·선별 모드는 신규 편입을 H거래일 보유한 뒤 재선정되지 않으면 청산합니다. 판정 라벨과 체결 경로는 여전히 다를 수 있습니다.","기본은 소수 단위 수량 시뮬레이션입니다. 정수 주식·최소 주문 단위 제약은 라이브 전에 별도 점검해야 합니다.","익명화해도 지표 조합으로 종목을 추정할 여지와 LLM 학습 지식의 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 아닙니다."],"prompts":{"discovery":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n\n목표: 각 후보에 대해 evaluation_event의 확률을 추정하고, 실제로 보유할 가치가 있는 소수만 승인한다.\n판단 절차:\n1. 기준률에서 출발한다. market.recent_event_rate.rate는 같은 규칙 적격 종목에서 최근 확정된 같은 사건의 발생률이다.\n   후보 간 차이를 설명할 구체적 근거가 없으면 probability를 기준률 근처(±0.05)에 둔다. 값이 없으면 0.45에서 출발한다.\n2. 비용을 넘어야 한다. 왕복 비용(수수료·매도 거래세·슬리피지)은 약 0.4%다. 기대 수익이 이를 넘을 근거가 있을 때만 승인한다.\n3. 같은 날 후보끼리 비교해 순위를 정한다. 승인은 보통 0~4개이며, 확률이 높은 순서로 편입된다. 모두 약하면 승인하지 않는다.\n4. 위험 요인을 따진다: 단기 급등(return_5, rsi_14_wilder, close_to_sma_5가 큼), 평소 대비 급증한 거래량(volume_ratio_20),\n   큰 일간 변동폭(atr_ratio), 20일 고점과의 거리(distance_high_20), 시장 국면(regime)과 시장 카드.\n5. 서로 비슷한 후보에 같은 확률을 남발하지 않는다. probability는 실제 결과로 보정(Brier·AUC) 평가된다.\n\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고, 이후 지표로 확인 가능한 무효화 조건을 남긴다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n\n운용 원칙:\n1. 보유 기간: 판정은 holding_horizon_sessions 거래일 보유를 전제로 평가된다. 그 전에 청산하려면\n   최초 판정의 무효화 조건 충족처럼 현재 지표로 확인되는 이유가 있어야 한다. 기간이 지난 보유는 승인 후보에 다시 없으면 정리를 우선 고려한다.\n2. 회전 비용: 매도마다 거래세(약 0.2%)와 슬리피지가 든다. 작은 비중 조정(자산의 5%p 미만)은 실행되지 않으니 제안하지 않는다.\n3. 신규 편입은 승인 후보에서만, 확률이 높고 기존 보유와 성격이 겹치지 않는 순서로 한다.\n4. 현금은 정상적인 선택이다. 승인 후보가 약하거나 시장 국면이 하락·고변동이면 현금 비중을 높인다.\n5. 손실 회복만을 이유로 비중을 늘리지 않는다(물타기 금지). 낙폭(drawdown)이 커지면 신규 위험을 줄인다.\n6. 한도(max_positions, max_position, max_exposure)는 완화할 수 없다.\n\n기존 보유의 평가손익, 보유 거래일 수, 최초 판정과 무효화 조건, 이전 계획을 현재 지표와 비교한다.\n목표 비중은 계좌 전체 자산 대비 비중이다. 빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}"}}},{"id":131,"created":"2026-10-20T23:20:09.743266+00:00","status":"completed","settings":{"version":"research-v7","source_hash":"d3022eec98622b9db079287964fbc9242ed1d30c93c2717c8cc94117f4929ee7","revision":{"commit":"80859a72cc4c9a7c96d8620c1feeaeee70bce97f","dirty":true},"start":"2025-08-04","end":"2025-11-06","mode":"rules","kind":"trend","sort":"atr_asc","horizon":10,"candidates":20,"max_calls":1,"min_value":5000000000.0,"initial_cash":1000000,"max_positions":4,"max_position":0.25,"max_exposure":1.0,"rebalance_band":0.05,"fractional":true,"anonymize":true,"cache":true,"commission":0.000186,"cost_model":"krx-sell-tax-v1","sell_tax":[["2021-01-01",0.0023],["2023-01-01",0.002],["2024-01-01",0.0018],["2025-01-01",0.0015],["2026-01-01",0.002]],"slippage":0.001,"discovery_version":"discovery-v5","portfolio_version":"portfolio-v5","memory":false,"memory_mode":"none","notebook_id":null,"purpose":"validation","knowledge_cutoff":"2025-08-04","filters":{},"guidance":"","discovery_prompt":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n\n목표: 각 후보에 대해 evaluation_event의 확률을 추정하고, 실제로 보유할 가치가 있는 소수만 승인한다.\n판단 절차:\n1. 기준률에서 출발한다. market.recent_event_rate.rate는 같은 규칙 적격 종목에서 최근 확정된 같은 사건의 발생률이다.\n   후보 간 차이를 설명할 구체적 근거가 없으면 probability를 기준률 근처(±0.05)에 둔다. 값이 없으면 0.45에서 출발한다.\n2. 비용을 넘어야 한다. 왕복 비용(수수료·매도 거래세·슬리피지)은 약 0.4%다. 기대 수익이 이를 넘을 근거가 있을 때만 승인한다.\n3. 같은 날 후보끼리 비교해 순위를 정한다. 승인은 보통 0~4개이며, 확률이 높은 순서로 편입된다. 모두 약하면 승인하지 않는다.\n4. 위험 요인을 따진다: 단기 급등(return_5, rsi_14_wilder, close_to_sma_5가 큼), 평소 대비 급증한 거래량(volume_ratio_20),\n   큰 일간 변동폭(atr_ratio), 20일 고점과의 거리(distance_high_20), 시장 국면(regime)과 시장 카드.\n5. 서로 비슷한 후보에 같은 확률을 남발하지 않는다. probability는 실제 결과로 보정(Brier·AUC) 평가된다.\n\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고, 이후 지표로 확인 가능한 무효화 조건을 남긴다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio_prompt":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n\n운용 원칙:\n1. 보유 기간: 판정은 holding_horizon_sessions 거래일 보유를 전제로 평가된다. 그 전에 청산하려면\n   최초 판정의 무효화 조건 충족처럼 현재 지표로 확인되는 이유가 있어야 한다. 기간이 지난 보유는 승인 후보에 다시 없으면 정리를 우선 고려한다.\n2. 회전 비용: 매도마다 거래세(약 0.2%)와 슬리피지가 든다. 작은 비중 조정(자산의 5%p 미만)은 실행되지 않으니 제안하지 않는다.\n3. 신규 편입은 승인 후보에서만, 확률이 높고 기존 보유와 성격이 겹치지 않는 순서로 한다.\n4. 현금은 정상적인 선택이다. 승인 후보가 약하거나 시장 국면이 하락·고변동이면 현금 비중을 높인다.\n5. 손실 회복만을 이유로 비중을 늘리지 않는다(물타기 금지). 낙폭(drawdown)이 커지면 신규 위험을 줄인다.\n6. 한도(max_positions, max_position, max_exposure)는 완화할 수 없다.\n\n기존 보유의 평가손익, 보유 거래일 수, 최초 판정과 무효화 조건, 이전 계획을 현재 지표와 비교한다.\n목표 비중은 계좌 전체 자산 대비 비중이다. 빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}","principles_prompt":null,"model":null,"event":"다음 거래일 시가 진입 후 10번째 거래일 종가 청산, 수수료·매도 거래세·편도 슬리피지 10bp 차감 후 수익률 > 0","limitations":["현재 생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","비용: 수수료 편도 0.0186%(토스 0.015%+유관기관), 매도 시 연도별 거래세(2023 0.20%·2024 0.18%·2025 0.15%·2026 0.20%), 슬리피지 편도 10bp(미검증 가정). 상장폐지 종목은 사용자 결정으로 다루지 않습니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","규칙·선별 모드는 신규 편입을 H거래일 보유한 뒤 재선정되지 않으면 청산합니다. 판정 라벨과 체결 경로는 여전히 다를 수 있습니다.","기본은 소수 단위 수량 시뮬레이션입니다. 정수 주식·최소 주문 단위 제약은 라이브 전에 별도 점검해야 합니다.","익명화해도 지표 조합으로 종목을 추정할 여지와 LLM 학습 지식의 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 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생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","비용: 수수료 편도 0.0186%(토스 0.015%+유관기관), 매도 시 연도별 거래세(2023 0.20%·2024 0.18%·2025 0.15%·2026 0.20%), 슬리피지 편도 10bp(미검증 가정). 상장폐지 종목은 사용자 결정으로 다루지 않습니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","규칙·선별 모드는 신규 편입을 H거래일 보유한 뒤 재선정되지 않으면 청산합니다. 판정 라벨과 체결 경로는 여전히 다를 수 있습니다.","기본은 소수 단위 수량 시뮬레이션입니다. 정수 주식·최소 주문 단위 제약은 라이브 전에 별도 점검해야 합니다.","익명화해도 지표 조합으로 종목을 추정할 여지와 LLM 학습 지식의 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 아닙니다."],"prompts":{"discovery":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n\n목표: 각 후보에 대해 evaluation_event의 확률을 추정하고, 실제로 보유할 가치가 있는 소수만 승인한다.\n판단 절차:\n1. 기준률에서 출발한다. market.recent_event_rate.rate는 같은 규칙 적격 종목에서 최근 확정된 같은 사건의 발생률이다.\n   후보 간 차이를 설명할 구체적 근거가 없으면 probability를 기준률 근처(±0.05)에 둔다. 값이 없으면 0.45에서 출발한다.\n2. 비용을 넘어야 한다. 왕복 비용(수수료·매도 거래세·슬리피지)은 약 0.4%다. 기대 수익이 이를 넘을 근거가 있을 때만 승인한다.\n3. 같은 날 후보끼리 비교해 순위를 정한다. 승인은 보통 0~4개이며, 확률이 높은 순서로 편입된다. 모두 약하면 승인하지 않는다.\n4. 위험 요인을 따진다: 단기 급등(return_5, rsi_14_wilder, close_to_sma_5가 큼), 평소 대비 급증한 거래량(volume_ratio_20),\n   큰 일간 변동폭(atr_ratio), 20일 고점과의 거리(distance_high_20), 시장 국면(regime)과 시장 카드.\n5. 서로 비슷한 후보에 같은 확률을 남발하지 않는다. probability는 실제 결과로 보정(Brier·AUC) 평가된다.\n\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고, 이후 지표로 확인 가능한 무효화 조건을 남긴다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n\n운용 원칙:\n1. 보유 기간: 판정은 holding_horizon_sessions 거래일 보유를 전제로 평가된다. 그 전에 청산하려면\n   최초 판정의 무효화 조건 충족처럼 현재 지표로 확인되는 이유가 있어야 한다. 기간이 지난 보유는 승인 후보에 다시 없으면 정리를 우선 고려한다.\n2. 회전 비용: 매도마다 거래세(약 0.2%)와 슬리피지가 든다. 작은 비중 조정(자산의 5%p 미만)은 실행되지 않으니 제안하지 않는다.\n3. 신규 편입은 승인 후보에서만, 확률이 높고 기존 보유와 성격이 겹치지 않는 순서로 한다.\n4. 현금은 정상적인 선택이다. 승인 후보가 약하거나 시장 국면이 하락·고변동이면 현금 비중을 높인다.\n5. 손실 회복만을 이유로 비중을 늘리지 않는다(물타기 금지). 낙폭(drawdown)이 커지면 신규 위험을 줄인다.\n6. 한도(max_positions, max_position, max_exposure)는 완화할 수 없다.\n\n기존 보유의 평가손익, 보유 거래일 수, 최초 판정과 무효화 조건, 이전 계획을 현재 지표와 비교한다.\n목표 비중은 계좌 전체 자산 대비 비중이다. 빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}"}}},{"id":130,"created":"2026-10-20T23:20:09.742905+00:00","status":"completed","settings":{"version":"research-v7","source_hash":"d3022eec98622b9db079287964fbc9242ed1d30c93c2717c8cc94117f4929ee7","revision":{"commit":"80859a72cc4c9a7c96d8620c1feeaeee70bce97f","dirty":true},"start":"2023-04-05","end":"2023-07-06","mode":"rules","kind":"trend","sort":"atr_asc","horizon":10,"candidates":20,"max_calls":1,"min_value":5000000000.0,"initial_cash":1000000,"max_positions":4,"max_position":0.25,"max_exposure":1.0,"rebalance_band":0.05,"fractional":true,"anonymize":true,"cache":true,"commission":0.000186,"cost_model":"krx-sell-tax-v1","sell_tax":[["2021-01-01",0.0023],["2023-01-01",0.002],["2024-01-01",0.0018],["2025-01-01",0.0015],["2026-01-01",0.002]],"slippage":0.001,"discovery_version":"discovery-v5","portfolio_version":"portfolio-v5","memory":false,"memory_mode":"none","notebook_id":null,"purpose":"validation","knowledge_cutoff":"2023-04-05","filters":{},"guidance":"","discovery_prompt":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n\n목표: 각 후보에 대해 evaluation_event의 확률을 추정하고, 실제로 보유할 가치가 있는 소수만 승인한다.\n판단 절차:\n1. 기준률에서 출발한다. market.recent_event_rate.rate는 같은 규칙 적격 종목에서 최근 확정된 같은 사건의 발생률이다.\n   후보 간 차이를 설명할 구체적 근거가 없으면 probability를 기준률 근처(±0.05)에 둔다. 값이 없으면 0.45에서 출발한다.\n2. 비용을 넘어야 한다. 왕복 비용(수수료·매도 거래세·슬리피지)은 약 0.4%다. 기대 수익이 이를 넘을 근거가 있을 때만 승인한다.\n3. 같은 날 후보끼리 비교해 순위를 정한다. 승인은 보통 0~4개이며, 확률이 높은 순서로 편입된다. 모두 약하면 승인하지 않는다.\n4. 위험 요인을 따진다: 단기 급등(return_5, rsi_14_wilder, close_to_sma_5가 큼), 평소 대비 급증한 거래량(volume_ratio_20),\n   큰 일간 변동폭(atr_ratio), 20일 고점과의 거리(distance_high_20), 시장 국면(regime)과 시장 카드.\n5. 서로 비슷한 후보에 같은 확률을 남발하지 않는다. probability는 실제 결과로 보정(Brier·AUC) 평가된다.\n\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고, 이후 지표로 확인 가능한 무효화 조건을 남긴다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio_prompt":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n\n운용 원칙:\n1. 보유 기간: 판정은 holding_horizon_sessions 거래일 보유를 전제로 평가된다. 그 전에 청산하려면\n   최초 판정의 무효화 조건 충족처럼 현재 지표로 확인되는 이유가 있어야 한다. 기간이 지난 보유는 승인 후보에 다시 없으면 정리를 우선 고려한다.\n2. 회전 비용: 매도마다 거래세(약 0.2%)와 슬리피지가 든다. 작은 비중 조정(자산의 5%p 미만)은 실행되지 않으니 제안하지 않는다.\n3. 신규 편입은 승인 후보에서만, 확률이 높고 기존 보유와 성격이 겹치지 않는 순서로 한다.\n4. 현금은 정상적인 선택이다. 승인 후보가 약하거나 시장 국면이 하락·고변동이면 현금 비중을 높인다.\n5. 손실 회복만을 이유로 비중을 늘리지 않는다(물타기 금지). 낙폭(drawdown)이 커지면 신규 위험을 줄인다.\n6. 한도(max_positions, max_position, max_exposure)는 완화할 수 없다.\n\n기존 보유의 평가손익, 보유 거래일 수, 최초 판정과 무효화 조건, 이전 계획을 현재 지표와 비교한다.\n목표 비중은 계좌 전체 자산 대비 비중이다. 빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}","principles_prompt":null,"model":null,"event":"다음 거래일 시가 진입 후 10번째 거래일 종가 청산, 수수료·매도 거래세·편도 슬리피지 10bp 차감 후 수익률 > 0","limitations":["현재 생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","비용: 수수료 편도 0.0186%(토스 0.015%+유관기관), 매도 시 연도별 거래세(2023 0.20%·2024 0.18%·2025 0.15%·2026 0.20%), 슬리피지 편도 10bp(미검증 가정). 상장폐지 종목은 사용자 결정으로 다루지 않습니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","규칙·선별 모드는 신규 편입을 H거래일 보유한 뒤 재선정되지 않으면 청산합니다. 판정 라벨과 체결 경로는 여전히 다를 수 있습니다.","기본은 소수 단위 수량 시뮬레이션입니다. 정수 주식·최소 주문 단위 제약은 라이브 전에 별도 점검해야 합니다.","익명화해도 지표 조합으로 종목을 추정할 여지와 LLM 학습 지식의 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 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생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","비용: 수수료 편도 0.0186%(토스 0.015%+유관기관), 매도 시 연도별 거래세(2023 0.20%·2024 0.18%·2025 0.15%·2026 0.20%), 슬리피지 편도 10bp(미검증 가정). 상장폐지 종목은 사용자 결정으로 다루지 않습니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","규칙·선별 모드는 신규 편입을 H거래일 보유한 뒤 재선정되지 않으면 청산합니다. 판정 라벨과 체결 경로는 여전히 다를 수 있습니다.","기본은 소수 단위 수량 시뮬레이션입니다. 정수 주식·최소 주문 단위 제약은 라이브 전에 별도 점검해야 합니다.","익명화해도 지표 조합으로 종목을 추정할 여지와 LLM 학습 지식의 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 아닙니다."],"prompts":{"discovery":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n\n목표: 각 후보에 대해 evaluation_event의 확률을 추정하고, 실제로 보유할 가치가 있는 소수만 승인한다.\n판단 절차:\n1. 기준률에서 출발한다. market.recent_event_rate.rate는 같은 규칙 적격 종목에서 최근 확정된 같은 사건의 발생률이다.\n   후보 간 차이를 설명할 구체적 근거가 없으면 probability를 기준률 근처(±0.05)에 둔다. 값이 없으면 0.45에서 출발한다.\n2. 비용을 넘어야 한다. 왕복 비용(수수료·매도 거래세·슬리피지)은 약 0.4%다. 기대 수익이 이를 넘을 근거가 있을 때만 승인한다.\n3. 같은 날 후보끼리 비교해 순위를 정한다. 승인은 보통 0~4개이며, 확률이 높은 순서로 편입된다. 모두 약하면 승인하지 않는다.\n4. 위험 요인을 따진다: 단기 급등(return_5, rsi_14_wilder, close_to_sma_5가 큼), 평소 대비 급증한 거래량(volume_ratio_20),\n   큰 일간 변동폭(atr_ratio), 20일 고점과의 거리(distance_high_20), 시장 국면(regime)과 시장 카드.\n5. 서로 비슷한 후보에 같은 확률을 남발하지 않는다. probability는 실제 결과로 보정(Brier·AUC) 평가된다.\n\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고, 이후 지표로 확인 가능한 무효화 조건을 남긴다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n\n운용 원칙:\n1. 보유 기간: 판정은 holding_horizon_sessions 거래일 보유를 전제로 평가된다. 그 전에 청산하려면\n   최초 판정의 무효화 조건 충족처럼 현재 지표로 확인되는 이유가 있어야 한다. 기간이 지난 보유는 승인 후보에 다시 없으면 정리를 우선 고려한다.\n2. 회전 비용: 매도마다 거래세(약 0.2%)와 슬리피지가 든다. 작은 비중 조정(자산의 5%p 미만)은 실행되지 않으니 제안하지 않는다.\n3. 신규 편입은 승인 후보에서만, 확률이 높고 기존 보유와 성격이 겹치지 않는 순서로 한다.\n4. 현금은 정상적인 선택이다. 승인 후보가 약하거나 시장 국면이 하락·고변동이면 현금 비중을 높인다.\n5. 손실 회복만을 이유로 비중을 늘리지 않는다(물타기 금지). 낙폭(drawdown)이 커지면 신규 위험을 줄인다.\n6. 한도(max_positions, max_position, max_exposure)는 완화할 수 없다.\n\n기존 보유의 평가손익, 보유 거래일 수, 최초 판정과 무효화 조건, 이전 계획을 현재 지표와 비교한다.\n목표 비중은 계좌 전체 자산 대비 비중이다. 빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}"}}},{"id":129,"created":"2026-10-20T23:17:52.720492+00:00","status":"completed","settings":{"version":"research-v7","source_hash":"d3022eec98622b9db079287964fbc9242ed1d30c93c2717c8cc94117f4929ee7","revision":{"commit":"80859a72cc4c9a7c96d8620c1feeaeee70bce97f","dirty":true},"start":"2024-04-22","end":"2024-04-23","mode":"selection","kind":"trend","sort":"atr_asc","horizon":10,"candidates":20,"max_calls":4,"min_value":5000000000.0,"initial_cash":1000000,"max_positions":4,"max_position":0.25,"max_exposure":1.0,"rebalance_band":0.05,"fractional":true,"anonymize":true,"cache":true,"commission":0.000186,"cost_model":"krx-sell-tax-v1","sell_tax":[["2021-01-01",0.0023],["2023-01-01",0.002],["2024-01-01",0.0018],["2025-01-01",0.0015],["2026-01-01",0.002]],"slippage":0.001,"discovery_version":"discovery-v5","portfolio_version":"portfolio-v5","memory":false,"memory_mode":"notebook","notebook_id":3,"purpose":"validation","knowledge_cutoff":"2024-04-22","filters":{},"guidance":"","discovery_prompt":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n\n목표: 각 후보에 대해 evaluation_event의 확률을 추정하고, 실제로 보유할 가치가 있는 소수만 승인한다.\n판단 절차:\n1. 기준률에서 출발한다. market.recent_event_rate.rate는 같은 규칙 적격 종목에서 최근 확정된 같은 사건의 발생률이다.\n   후보 간 차이를 설명할 구체적 근거가 없으면 probability를 기준률 근처(±0.05)에 둔다. 값이 없으면 0.45에서 출발한다.\n2. 비용을 넘어야 한다. 왕복 비용(수수료·매도 거래세·슬리피지)은 약 0.4%다. 기대 수익이 이를 넘을 근거가 있을 때만 승인한다.\n3. 같은 날 후보끼리 비교해 순위를 정한다. 승인은 보통 0~4개이며, 확률이 높은 순서로 편입된다. 모두 약하면 승인하지 않는다.\n4. 위험 요인을 따진다: 단기 급등(return_5, rsi_14_wilder, close_to_sma_5가 큼), 평소 대비 급증한 거래량(volume_ratio_20),\n   큰 일간 변동폭(atr_ratio), 20일 고점과의 거리(distance_high_20), 시장 국면(regime)과 시장 카드.\n5. 서로 비슷한 후보에 같은 확률을 남발하지 않는다. probability는 실제 결과로 보정(Brier·AUC) 평가된다.\n\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고, 이후 지표로 확인 가능한 무효화 조건을 남긴다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio_prompt":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n\n운용 원칙:\n1. 보유 기간: 판정은 holding_horizon_sessions 거래일 보유를 전제로 평가된다. 그 전에 청산하려면\n   최초 판정의 무효화 조건 충족처럼 현재 지표로 확인되는 이유가 있어야 한다. 기간이 지난 보유는 승인 후보에 다시 없으면 정리를 우선 고려한다.\n2. 회전 비용: 매도마다 거래세(약 0.2%)와 슬리피지가 든다. 작은 비중 조정(자산의 5%p 미만)은 실행되지 않으니 제안하지 않는다.\n3. 신규 편입은 승인 후보에서만, 확률이 높고 기존 보유와 성격이 겹치지 않는 순서로 한다.\n4. 현금은 정상적인 선택이다. 승인 후보가 약하거나 시장 국면이 하락·고변동이면 현금 비중을 높인다.\n5. 손실 회복만을 이유로 비중을 늘리지 않는다(물타기 금지). 낙폭(drawdown)이 커지면 신규 위험을 줄인다.\n6. 한도(max_positions, max_position, max_exposure)는 완화할 수 없다.\n\n기존 보유의 평가손익, 보유 거래일 수, 최초 판정과 무효화 조건, 이전 계획을 현재 지표와 비교한다.\n목표 비중은 계좌 전체 자산 대비 비중이다. 빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}","principles_prompt":"\ninvestment_principles는 과거 개발 구간에서 정리한 일반 투자 원칙(미검증 가설)이다.\n각 원칙의 조건이 현재 후보·시장 지표와 맞을 때만 적용하고, 확신도(confidence)가 낮으면 가볍게 반영한다.\n원칙과 현재 지표가 충돌하면 현재 지표를 우선한다. 적용한 원칙이 있으면 reason에 그 제목을 짧게 적는다.","model":"cbcn/deepseek-v4.1-flash","event":"다음 거래일 시가 진입 후 10번째 거래일 종가 청산, 수수료·매도 거래세·편도 슬리피지 10bp 차감 후 수익률 > 0","limitations":["현재 생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","비용: 수수료 편도 0.0186%(토스 0.015%+유관기관), 매도 시 연도별 거래세(2023 0.20%·2024 0.18%·2025 0.15%·2026 0.20%), 슬리피지 편도 10bp(미검증 가정). 상장폐지 종목은 사용자 결정으로 다루지 않습니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","규칙·선별 모드는 신규 편입을 H거래일 보유한 뒤 재선정되지 않으면 청산합니다. 판정 라벨과 체결 경로는 여전히 다를 수 있습니다.","기본은 소수 단위 수량 시뮬레이션입니다. 정수 주식·최소 주문 단위 제약은 라이브 전에 별도 점검해야 합니다.","익명화해도 지표 조합으로 종목을 추정할 여지와 LLM 학습 지식의 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 아닙니다."],"notebook_hash":"5ceb4466bfb255ea4e61e9bf94b0cdf20cda7102fa21849da442910668d750c8"},"result":{"curve":[{"date":"2024-04-23","signal_date":"2024-04-22","regime":{"version":"regime-v1","as_of":"2024-04-22","trend":"down","volatility":"normal","key":"down/normal","realized_volatility_20":0.17370787643116178,"high_volatility_threshold":0.1799361163336305},"equity":994987.4522,"baseline":1016451.9409,"matched":1004026.6096,"exposure":0.4974810999752657,"benchmark":996670.4305,"cash":500000.0,"realized_pnl":0.0,"unrealized_pnl":-5012.5479},{"date":"2024-04-24","signal_date":"2024-04-23","regime":{"version":"regime-v1","as_of":"2024-04-23","trend":"down","volatility":"normal","key":"down/normal","realized_volatility_20":0.17354825004124697,"high_volatility_threshold":0.1799361163336305},"equity":989843.5155,"baseline":1009583.6736,"matched":999971.0356,"exposure":0.4948696514438864,"benchmark":1014997.539,"cash":500000.0,"realized_pnl":0.0,"unrealized_pnl":-10156.4846}],"metrics":{"total_return":-0.010156484500000063,"baseline_return":0.009583673599999898,"matched_return":-2.8964400000108803e-05,"matched_max_drawdown":-0.004039309278481951,"baseline_max_drawdown":-0.0067570998919227465,"benchmark_return":0.014997538999999893,"max_drawdown":-0.010156484500000063,"sharpe":null,"trades":2,"fees":92.9828,"error_days":0,"candidate_count":40,"evaluated_count":40,"groups":{"approve":{"count":3,"mean_return":-0.016626666666666668,"win_rate":0.0},"watch":{"count":26,"mean_return":0.023886269230769232,"win_rate":0.7692307692307693},"reject":{"count":11,"mean_return":0.07110045454545455,"win_rate":0.8181818181818182},"error":{"count":0,"mean_return":null,"win_rate":null}},"brier":0.2959575,"brier_skill":-0.48442633228840126,"auc":0.36990595611285265,"base_rate":0.725,"calibration":[{"from":0,"to":0.2,"count":0,"mean_probability":null,"actual_rate":null},{"from":0.2,"to":0.4,"count":9,"mean_probability":0.3766666666666667,"actual_rate":0.7777777777777778},{"from":0.4,"to":0.6,"count":31,"mean_probability":0.45290322580645165,"actual_rate":0.7096774193548387},{"from":0.6,"to":0.8,"count":0,"mean_probability":null,"actual_rate":null},{"from":0.8,"to":1.0,"count":0,"mean_probability":null,"actual_rate":null}],"sessions":2,"average_exposure":0.49617537570957604},"calls":2,"cached_calls":0,"regimes":[{"regime":"down/normal","sessions":2,"mean_daily_return":-0.005091199312188044,"mean_daily_excess":-0.005084849472947017,"average_exposure":0.49617537570957604,"sufficient":false}],"limitations":["현재 생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","비용: 수수료 편도 0.0186%(토스 0.015%+유관기관), 매도 시 연도별 거래세(2023 0.20%·2024 0.18%·2025 0.15%·2026 0.20%), 슬리피지 편도 10bp(미검증 가정). 상장폐지 종목은 사용자 결정으로 다루지 않습니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","규칙·선별 모드는 신규 편입을 H거래일 보유한 뒤 재선정되지 않으면 청산합니다. 판정 라벨과 체결 경로는 여전히 다를 수 있습니다.","기본은 소수 단위 수량 시뮬레이션입니다. 정수 주식·최소 주문 단위 제약은 라이브 전에 별도 점검해야 합니다.","익명화해도 지표 조합으로 종목을 추정할 여지와 LLM 학습 지식의 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 아닙니다."],"prompts":{"discovery":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n\n목표: 각 후보에 대해 evaluation_event의 확률을 추정하고, 실제로 보유할 가치가 있는 소수만 승인한다.\n판단 절차:\n1. 기준률에서 출발한다. market.recent_event_rate.rate는 같은 규칙 적격 종목에서 최근 확정된 같은 사건의 발생률이다.\n   후보 간 차이를 설명할 구체적 근거가 없으면 probability를 기준률 근처(±0.05)에 둔다. 값이 없으면 0.45에서 출발한다.\n2. 비용을 넘어야 한다. 왕복 비용(수수료·매도 거래세·슬리피지)은 약 0.4%다. 기대 수익이 이를 넘을 근거가 있을 때만 승인한다.\n3. 같은 날 후보끼리 비교해 순위를 정한다. 승인은 보통 0~4개이며, 확률이 높은 순서로 편입된다. 모두 약하면 승인하지 않는다.\n4. 위험 요인을 따진다: 단기 급등(return_5, rsi_14_wilder, close_to_sma_5가 큼), 평소 대비 급증한 거래량(volume_ratio_20),\n   큰 일간 변동폭(atr_ratio), 20일 고점과의 거리(distance_high_20), 시장 국면(regime)과 시장 카드.\n5. 서로 비슷한 후보에 같은 확률을 남발하지 않는다. probability는 실제 결과로 보정(Brier·AUC) 평가된다.\n\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고, 이후 지표로 확인 가능한 무효화 조건을 남긴다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n\n운용 원칙:\n1. 보유 기간: 판정은 holding_horizon_sessions 거래일 보유를 전제로 평가된다. 그 전에 청산하려면\n   최초 판정의 무효화 조건 충족처럼 현재 지표로 확인되는 이유가 있어야 한다. 기간이 지난 보유는 승인 후보에 다시 없으면 정리를 우선 고려한다.\n2. 회전 비용: 매도마다 거래세(약 0.2%)와 슬리피지가 든다. 작은 비중 조정(자산의 5%p 미만)은 실행되지 않으니 제안하지 않는다.\n3. 신규 편입은 승인 후보에서만, 확률이 높고 기존 보유와 성격이 겹치지 않는 순서로 한다.\n4. 현금은 정상적인 선택이다. 승인 후보가 약하거나 시장 국면이 하락·고변동이면 현금 비중을 높인다.\n5. 손실 회복만을 이유로 비중을 늘리지 않는다(물타기 금지). 낙폭(drawdown)이 커지면 신규 위험을 줄인다.\n6. 한도(max_positions, max_position, max_exposure)는 완화할 수 없다.\n\n기존 보유의 평가손익, 보유 거래일 수, 최초 판정과 무효화 조건, 이전 계획을 현재 지표와 비교한다.\n목표 비중은 계좌 전체 자산 대비 비중이다. 빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}"}}},{"id":128,"created":"2026-10-20T23:17:16.964910+00:00","status":"completed","settings":{"version":"research-v7","source_hash":"d3022eec98622b9db079287964fbc9242ed1d30c93c2717c8cc94117f4929ee7","revision":{"commit":"80859a72cc4c9a7c96d8620c1feeaeee70bce97f","dirty":true},"start":"2024-01-02","end":"2024-03-29","mode":"rules","kind":"trend","sort":"atr_asc","horizon":10,"candidates":20,"max_calls":100,"min_value":5000000000.0,"initial_cash":1000000,"max_positions":4,"max_position":0.25,"max_exposure":1.0,"rebalance_band":0.05,"fractional":true,"anonymize":true,"cache":true,"commission":0.000186,"cost_model":"krx-sell-tax-v1","sell_tax":[["2021-01-01",0.0023],["2023-01-01",0.002],["2024-01-01",0.0018],["2025-01-01",0.0015],["2026-01-01",0.002]],"slippage":0.001,"discovery_version":"discovery-v5","portfolio_version":"portfolio-v5","memory":false,"memory_mode":"none","notebook_id":null,"purpose":"development","knowledge_cutoff":"2024-01-02","filters":{},"guidance":"","discovery_prompt":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n\n목표: 각 후보에 대해 evaluation_event의 확률을 추정하고, 실제로 보유할 가치가 있는 소수만 승인한다.\n판단 절차:\n1. 기준률에서 출발한다. market.recent_event_rate.rate는 같은 규칙 적격 종목에서 최근 확정된 같은 사건의 발생률이다.\n   후보 간 차이를 설명할 구체적 근거가 없으면 probability를 기준률 근처(±0.05)에 둔다. 값이 없으면 0.45에서 출발한다.\n2. 비용을 넘어야 한다. 왕복 비용(수수료·매도 거래세·슬리피지)은 약 0.4%다. 기대 수익이 이를 넘을 근거가 있을 때만 승인한다.\n3. 같은 날 후보끼리 비교해 순위를 정한다. 승인은 보통 0~4개이며, 확률이 높은 순서로 편입된다. 모두 약하면 승인하지 않는다.\n4. 위험 요인을 따진다: 단기 급등(return_5, rsi_14_wilder, close_to_sma_5가 큼), 평소 대비 급증한 거래량(volume_ratio_20),\n   큰 일간 변동폭(atr_ratio), 20일 고점과의 거리(distance_high_20), 시장 국면(regime)과 시장 카드.\n5. 서로 비슷한 후보에 같은 확률을 남발하지 않는다. probability는 실제 결과로 보정(Brier·AUC) 평가된다.\n\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고, 이후 지표로 확인 가능한 무효화 조건을 남긴다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio_prompt":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n\n운용 원칙:\n1. 보유 기간: 판정은 holding_horizon_sessions 거래일 보유를 전제로 평가된다. 그 전에 청산하려면\n   최초 판정의 무효화 조건 충족처럼 현재 지표로 확인되는 이유가 있어야 한다. 기간이 지난 보유는 승인 후보에 다시 없으면 정리를 우선 고려한다.\n2. 회전 비용: 매도마다 거래세(약 0.2%)와 슬리피지가 든다. 작은 비중 조정(자산의 5%p 미만)은 실행되지 않으니 제안하지 않는다.\n3. 신규 편입은 승인 후보에서만, 확률이 높고 기존 보유와 성격이 겹치지 않는 순서로 한다.\n4. 현금은 정상적인 선택이다. 승인 후보가 약하거나 시장 국면이 하락·고변동이면 현금 비중을 높인다.\n5. 손실 회복만을 이유로 비중을 늘리지 않는다(물타기 금지). 낙폭(drawdown)이 커지면 신규 위험을 줄인다.\n6. 한도(max_positions, max_position, max_exposure)는 완화할 수 없다.\n\n기존 보유의 평가손익, 보유 거래일 수, 최초 판정과 무효화 조건, 이전 계획을 현재 지표와 비교한다.\n목표 비중은 계좌 전체 자산 대비 비중이다. 빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}","principles_prompt":null,"model":null,"event":"다음 거래일 시가 진입 후 10번째 거래일 종가 청산, 수수료·매도 거래세·편도 슬리피지 10bp 차감 후 수익률 > 0","limitations":["현재 생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","비용: 수수료 편도 0.0186%(토스 0.015%+유관기관), 매도 시 연도별 거래세(2023 0.20%·2024 0.18%·2025 0.15%·2026 0.20%), 슬리피지 편도 10bp(미검증 가정). 상장폐지 종목은 사용자 결정으로 다루지 않습니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","규칙·선별 모드는 신규 편입을 H거래일 보유한 뒤 재선정되지 않으면 청산합니다. 판정 라벨과 체결 경로는 여전히 다를 수 있습니다.","기본은 소수 단위 수량 시뮬레이션입니다. 정수 주식·최소 주문 단위 제약은 라이브 전에 별도 점검해야 합니다.","익명화해도 지표 조합으로 종목을 추정할 여지와 LLM 학습 지식의 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 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생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","비용: 수수료 편도 0.0186%(토스 0.015%+유관기관), 매도 시 연도별 거래세(2023 0.20%·2024 0.18%·2025 0.15%·2026 0.20%), 슬리피지 편도 10bp(미검증 가정). 상장폐지 종목은 사용자 결정으로 다루지 않습니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","규칙·선별 모드는 신규 편입을 H거래일 보유한 뒤 재선정되지 않으면 청산합니다. 판정 라벨과 체결 경로는 여전히 다를 수 있습니다.","기본은 소수 단위 수량 시뮬레이션입니다. 정수 주식·최소 주문 단위 제약은 라이브 전에 별도 점검해야 합니다.","익명화해도 지표 조합으로 종목을 추정할 여지와 LLM 학습 지식의 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 아닙니다."],"prompts":{"discovery":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n\n목표: 각 후보에 대해 evaluation_event의 확률을 추정하고, 실제로 보유할 가치가 있는 소수만 승인한다.\n판단 절차:\n1. 기준률에서 출발한다. market.recent_event_rate.rate는 같은 규칙 적격 종목에서 최근 확정된 같은 사건의 발생률이다.\n   후보 간 차이를 설명할 구체적 근거가 없으면 probability를 기준률 근처(±0.05)에 둔다. 값이 없으면 0.45에서 출발한다.\n2. 비용을 넘어야 한다. 왕복 비용(수수료·매도 거래세·슬리피지)은 약 0.4%다. 기대 수익이 이를 넘을 근거가 있을 때만 승인한다.\n3. 같은 날 후보끼리 비교해 순위를 정한다. 승인은 보통 0~4개이며, 확률이 높은 순서로 편입된다. 모두 약하면 승인하지 않는다.\n4. 위험 요인을 따진다: 단기 급등(return_5, rsi_14_wilder, close_to_sma_5가 큼), 평소 대비 급증한 거래량(volume_ratio_20),\n   큰 일간 변동폭(atr_ratio), 20일 고점과의 거리(distance_high_20), 시장 국면(regime)과 시장 카드.\n5. 서로 비슷한 후보에 같은 확률을 남발하지 않는다. probability는 실제 결과로 보정(Brier·AUC) 평가된다.\n\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고, 이후 지표로 확인 가능한 무효화 조건을 남긴다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n\n운용 원칙:\n1. 보유 기간: 판정은 holding_horizon_sessions 거래일 보유를 전제로 평가된다. 그 전에 청산하려면\n   최초 판정의 무효화 조건 충족처럼 현재 지표로 확인되는 이유가 있어야 한다. 기간이 지난 보유는 승인 후보에 다시 없으면 정리를 우선 고려한다.\n2. 회전 비용: 매도마다 거래세(약 0.2%)와 슬리피지가 든다. 작은 비중 조정(자산의 5%p 미만)은 실행되지 않으니 제안하지 않는다.\n3. 신규 편입은 승인 후보에서만, 확률이 높고 기존 보유와 성격이 겹치지 않는 순서로 한다.\n4. 현금은 정상적인 선택이다. 승인 후보가 약하거나 시장 국면이 하락·고변동이면 현금 비중을 높인다.\n5. 손실 회복만을 이유로 비중을 늘리지 않는다(물타기 금지). 낙폭(drawdown)이 커지면 신규 위험을 줄인다.\n6. 한도(max_positions, max_position, max_exposure)는 완화할 수 없다.\n\n기존 보유의 평가손익, 보유 거래일 수, 최초 판정과 무효화 조건, 이전 계획을 현재 지표와 비교한다.\n목표 비중은 계좌 전체 자산 대비 비중이다. 빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}"}}},{"id":127,"created":"2026-10-20T23:00:34.081075+00:00","status":"failed","settings":{"version":"research-v7","source_hash":"495558f90b86eb14620aa26346ea68da7fb895b8f55a4350baba4157e9b6c726","revision":{"commit":"80859a72cc4c9a7c96d8620c1feeaeee70bce97f","dirty":true},"start":"2024-07-04","end":"2024-10-08","mode":"selection","kind":"trend","sort":"atr_asc","horizon":10,"candidates":20,"max_calls":316,"min_value":5000000000.0,"initial_cash":1000000,"max_positions":4,"max_position":0.25,"max_exposure":1.0,"rebalance_band":0.05,"fractional":true,"anonymize":true,"cache":true,"commission":0.000186,"cost_model":"krx-sell-tax-v1","sell_tax":[["2021-01-01",0.0023],["2023-01-01",0.002],["2024-01-01",0.0018],["2025-01-01",0.0015],["2026-01-01",0.002]],"slippage":0.001,"discovery_version":"discovery-v5","portfolio_version":"portfolio-v5","memory":false,"memory_mode":"none","notebook_id":null,"purpose":"development","knowledge_cutoff":"2024-07-04","filters":{},"guidance":"","discovery_prompt":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n\n목표: 각 후보에 대해 evaluation_event의 확률을 추정하고, 실제로 보유할 가치가 있는 소수만 승인한다.\n판단 절차:\n1. 기준률에서 출발한다. market.recent_event_rate.rate는 같은 규칙 적격 종목에서 최근 확정된 같은 사건의 발생률이다.\n   후보 간 차이를 설명할 구체적 근거가 없으면 probability를 기준률 근처(±0.05)에 둔다. 값이 없으면 0.45에서 출발한다.\n2. 비용을 넘어야 한다. 왕복 비용(수수료·매도 거래세·슬리피지)은 약 0.4%다. 기대 수익이 이를 넘을 근거가 있을 때만 승인한다.\n3. 같은 날 후보끼리 비교해 순위를 정한다. 승인은 보통 0~4개이며, 확률이 높은 순서로 편입된다. 모두 약하면 승인하지 않는다.\n4. 위험 요인을 따진다: 단기 급등(return_5, rsi_14_wilder, close_to_sma_5가 큼), 평소 대비 급증한 거래량(volume_ratio_20),\n   큰 일간 변동폭(atr_ratio), 20일 고점과의 거리(distance_high_20), 시장 국면(regime)과 시장 카드.\n5. 서로 비슷한 후보에 같은 확률을 남발하지 않는다. probability는 실제 결과로 보정(Brier·AUC) 평가된다.\n\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고, 이후 지표로 확인 가능한 무효화 조건을 남긴다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio_prompt":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n\n운용 원칙:\n1. 보유 기간: 판정은 holding_horizon_sessions 거래일 보유를 전제로 평가된다. 그 전에 청산하려면\n   최초 판정의 무효화 조건 충족처럼 현재 지표로 확인되는 이유가 있어야 한다. 기간이 지난 보유는 승인 후보에 다시 없으면 정리를 우선 고려한다.\n2. 회전 비용: 매도마다 거래세(약 0.2%)와 슬리피지가 든다. 작은 비중 조정(자산의 5%p 미만)은 실행되지 않으니 제안하지 않는다.\n3. 신규 편입은 승인 후보에서만, 확률이 높고 기존 보유와 성격이 겹치지 않는 순서로 한다.\n4. 현금은 정상적인 선택이다. 승인 후보가 약하거나 시장 국면이 하락·고변동이면 현금 비중을 높인다.\n5. 손실 회복만을 이유로 비중을 늘리지 않는다(물타기 금지). 낙폭(drawdown)이 커지면 신규 위험을 줄인다.\n6. 한도(max_positions, max_position, max_exposure)는 완화할 수 없다.\n\n기존 보유의 평가손익, 보유 거래일 수, 최초 판정과 무효화 조건, 이전 계획을 현재 지표와 비교한다.\n목표 비중은 계좌 전체 자산 대비 비중이다. 빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}","memory_tool_prompt":null,"model":"cbcn/deepseek-v4.1-flash","event":"다음 거래일 시가 진입 후 10번째 거래일 종가 청산, 수수료·매도 거래세·편도 슬리피지 10bp 차감 후 수익률 > 0","limitations":["현재 생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","비용: 수수료 편도 0.0186%(토스 0.015%+유관기관), 매도 시 연도별 거래세(2023 0.20%·2024 0.18%·2025 0.15%·2026 0.20%), 슬리피지 편도 10bp(미검증 가정). 상장폐지 종목은 사용자 결정으로 다루지 않습니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","규칙·선별 모드는 신규 편입을 H거래일 보유한 뒤 재선정되지 않으면 청산합니다. 판정 라벨과 체결 경로는 여전히 다를 수 있습니다.","기본은 소수 단위 수량 시뮬레이션입니다. 정수 주식·최소 주문 단위 제약은 라이브 전에 별도 점검해야 합니다.","익명화해도 지표 조합으로 종목을 추정할 여지와 LLM 학습 지식의 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 아닙니다."],"evaluation_id":5,"notebook_hash":null},"result":null},{"id":126,"created":"2026-10-20T23:00:34.080728+00:00","status":"failed","settings":{"version":"research-v7","source_hash":"495558f90b86eb14620aa26346ea68da7fb895b8f55a4350baba4157e9b6c726","revision":{"commit":"80859a72cc4c9a7c96d8620c1feeaeee70bce97f","dirty":true},"start":"2023-09-21","end":"2023-12-26","mode":"selection","kind":"trend","sort":"atr_asc","horizon":10,"candidates":20,"max_calls":316,"min_value":5000000000.0,"initial_cash":1000000,"max_positions":4,"max_position":0.25,"max_exposure":1.0,"rebalance_band":0.05,"fractional":true,"anonymize":true,"cache":true,"commission":0.000186,"cost_model":"krx-sell-tax-v1","sell_tax":[["2021-01-01",0.0023],["2023-01-01",0.002],["2024-01-01",0.0018],["2025-01-01",0.0015],["2026-01-01",0.002]],"slippage":0.001,"discovery_version":"discovery-v5","portfolio_version":"portfolio-v5","memory":false,"memory_mode":"none","notebook_id":null,"purpose":"development","knowledge_cutoff":"2023-09-21","filters":{},"guidance":"","discovery_prompt":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n\n목표: 각 후보에 대해 evaluation_event의 확률을 추정하고, 실제로 보유할 가치가 있는 소수만 승인한다.\n판단 절차:\n1. 기준률에서 출발한다. market.recent_event_rate.rate는 같은 규칙 적격 종목에서 최근 확정된 같은 사건의 발생률이다.\n   후보 간 차이를 설명할 구체적 근거가 없으면 probability를 기준률 근처(±0.05)에 둔다. 값이 없으면 0.45에서 출발한다.\n2. 비용을 넘어야 한다. 왕복 비용(수수료·매도 거래세·슬리피지)은 약 0.4%다. 기대 수익이 이를 넘을 근거가 있을 때만 승인한다.\n3. 같은 날 후보끼리 비교해 순위를 정한다. 승인은 보통 0~4개이며, 확률이 높은 순서로 편입된다. 모두 약하면 승인하지 않는다.\n4. 위험 요인을 따진다: 단기 급등(return_5, rsi_14_wilder, close_to_sma_5가 큼), 평소 대비 급증한 거래량(volume_ratio_20),\n   큰 일간 변동폭(atr_ratio), 20일 고점과의 거리(distance_high_20), 시장 국면(regime)과 시장 카드.\n5. 서로 비슷한 후보에 같은 확률을 남발하지 않는다. probability는 실제 결과로 보정(Brier·AUC) 평가된다.\n\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고, 이후 지표로 확인 가능한 무효화 조건을 남긴다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio_prompt":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n\n운용 원칙:\n1. 보유 기간: 판정은 holding_horizon_sessions 거래일 보유를 전제로 평가된다. 그 전에 청산하려면\n   최초 판정의 무효화 조건 충족처럼 현재 지표로 확인되는 이유가 있어야 한다. 기간이 지난 보유는 승인 후보에 다시 없으면 정리를 우선 고려한다.\n2. 회전 비용: 매도마다 거래세(약 0.2%)와 슬리피지가 든다. 작은 비중 조정(자산의 5%p 미만)은 실행되지 않으니 제안하지 않는다.\n3. 신규 편입은 승인 후보에서만, 확률이 높고 기존 보유와 성격이 겹치지 않는 순서로 한다.\n4. 현금은 정상적인 선택이다. 승인 후보가 약하거나 시장 국면이 하락·고변동이면 현금 비중을 높인다.\n5. 손실 회복만을 이유로 비중을 늘리지 않는다(물타기 금지). 낙폭(drawdown)이 커지면 신규 위험을 줄인다.\n6. 한도(max_positions, max_position, max_exposure)는 완화할 수 없다.\n\n기존 보유의 평가손익, 보유 거래일 수, 최초 판정과 무효화 조건, 이전 계획을 현재 지표와 비교한다.\n목표 비중은 계좌 전체 자산 대비 비중이다. 빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}","memory_tool_prompt":null,"model":"cbcn/deepseek-v4.1-flash","event":"다음 거래일 시가 진입 후 10번째 거래일 종가 청산, 수수료·매도 거래세·편도 슬리피지 10bp 차감 후 수익률 > 0","limitations":["현재 생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","비용: 수수료 편도 0.0186%(토스 0.015%+유관기관), 매도 시 연도별 거래세(2023 0.20%·2024 0.18%·2025 0.15%·2026 0.20%), 슬리피지 편도 10bp(미검증 가정). 상장폐지 종목은 사용자 결정으로 다루지 않습니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","규칙·선별 모드는 신규 편입을 H거래일 보유한 뒤 재선정되지 않으면 청산합니다. 판정 라벨과 체결 경로는 여전히 다를 수 있습니다.","기본은 소수 단위 수량 시뮬레이션입니다. 정수 주식·최소 주문 단위 제약은 라이브 전에 별도 점검해야 합니다.","익명화해도 지표 조합으로 종목을 추정할 여지와 LLM 학습 지식의 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 아닙니다."],"evaluation_id":5,"notebook_hash":null},"result":null},{"id":125,"created":"2026-10-20T23:00:34.080314+00:00","status":"failed","settings":{"version":"research-v7","source_hash":"495558f90b86eb14620aa26346ea68da7fb895b8f55a4350baba4157e9b6c726","revision":{"commit":"80859a72cc4c9a7c96d8620c1feeaeee70bce97f","dirty":true},"start":"2022-12-19","end":"2023-03-21","mode":"selection","kind":"trend","sort":"atr_asc","horizon":10,"candidates":20,"max_calls":316,"min_value":5000000000.0,"initial_cash":1000000,"max_positions":4,"max_position":0.25,"max_exposure":1.0,"rebalance_band":0.05,"fractional":true,"anonymize":true,"cache":true,"commission":0.000186,"cost_model":"krx-sell-tax-v1","sell_tax":[["2021-01-01",0.0023],["2023-01-01",0.002],["2024-01-01",0.0018],["2025-01-01",0.0015],["2026-01-01",0.002]],"slippage":0.001,"discovery_version":"discovery-v5","portfolio_version":"portfolio-v5","memory":false,"memory_mode":"none","notebook_id":null,"purpose":"development","knowledge_cutoff":"2022-12-19","filters":{},"guidance":"","discovery_prompt":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n\n목표: 각 후보에 대해 evaluation_event의 확률을 추정하고, 실제로 보유할 가치가 있는 소수만 승인한다.\n판단 절차:\n1. 기준률에서 출발한다. market.recent_event_rate.rate는 같은 규칙 적격 종목에서 최근 확정된 같은 사건의 발생률이다.\n   후보 간 차이를 설명할 구체적 근거가 없으면 probability를 기준률 근처(±0.05)에 둔다. 값이 없으면 0.45에서 출발한다.\n2. 비용을 넘어야 한다. 왕복 비용(수수료·매도 거래세·슬리피지)은 약 0.4%다. 기대 수익이 이를 넘을 근거가 있을 때만 승인한다.\n3. 같은 날 후보끼리 비교해 순위를 정한다. 승인은 보통 0~4개이며, 확률이 높은 순서로 편입된다. 모두 약하면 승인하지 않는다.\n4. 위험 요인을 따진다: 단기 급등(return_5, rsi_14_wilder, close_to_sma_5가 큼), 평소 대비 급증한 거래량(volume_ratio_20),\n   큰 일간 변동폭(atr_ratio), 20일 고점과의 거리(distance_high_20), 시장 국면(regime)과 시장 카드.\n5. 서로 비슷한 후보에 같은 확률을 남발하지 않는다. probability는 실제 결과로 보정(Brier·AUC) 평가된다.\n\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고, 이후 지표로 확인 가능한 무효화 조건을 남긴다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio_prompt":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n\n운용 원칙:\n1. 보유 기간: 판정은 holding_horizon_sessions 거래일 보유를 전제로 평가된다. 그 전에 청산하려면\n   최초 판정의 무효화 조건 충족처럼 현재 지표로 확인되는 이유가 있어야 한다. 기간이 지난 보유는 승인 후보에 다시 없으면 정리를 우선 고려한다.\n2. 회전 비용: 매도마다 거래세(약 0.2%)와 슬리피지가 든다. 작은 비중 조정(자산의 5%p 미만)은 실행되지 않으니 제안하지 않는다.\n3. 신규 편입은 승인 후보에서만, 확률이 높고 기존 보유와 성격이 겹치지 않는 순서로 한다.\n4. 현금은 정상적인 선택이다. 승인 후보가 약하거나 시장 국면이 하락·고변동이면 현금 비중을 높인다.\n5. 손실 회복만을 이유로 비중을 늘리지 않는다(물타기 금지). 낙폭(drawdown)이 커지면 신규 위험을 줄인다.\n6. 한도(max_positions, max_position, max_exposure)는 완화할 수 없다.\n\n기존 보유의 평가손익, 보유 거래일 수, 최초 판정과 무효화 조건, 이전 계획을 현재 지표와 비교한다.\n목표 비중은 계좌 전체 자산 대비 비중이다. 빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}","memory_tool_prompt":null,"model":"cbcn/deepseek-v4.1-flash","event":"다음 거래일 시가 진입 후 10번째 거래일 종가 청산, 수수료·매도 거래세·편도 슬리피지 10bp 차감 후 수익률 > 0","limitations":["현재 생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","비용: 수수료 편도 0.0186%(토스 0.015%+유관기관), 매도 시 연도별 거래세(2023 0.20%·2024 0.18%·2025 0.15%·2026 0.20%), 슬리피지 편도 10bp(미검증 가정). 상장폐지 종목은 사용자 결정으로 다루지 않습니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","규칙·선별 모드는 신규 편입을 H거래일 보유한 뒤 재선정되지 않으면 청산합니다. 판정 라벨과 체결 경로는 여전히 다를 수 있습니다.","기본은 소수 단위 수량 시뮬레이션입니다. 정수 주식·최소 주문 단위 제약은 라이브 전에 별도 점검해야 합니다.","익명화해도 지표 조합으로 종목을 추정할 여지와 LLM 학습 지식의 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 아닙니다."],"evaluation_id":5,"notebook_hash":null},"result":null},{"id":124,"created":"2026-10-20T23:00:34.080818+00:00","status":"failed","settings":{"version":"research-v7","source_hash":"495558f90b86eb14620aa26346ea68da7fb895b8f55a4350baba4157e9b6c726","revision":{"commit":"80859a72cc4c9a7c96d8620c1feeaeee70bce97f","dirty":true},"start":"2025-04-16","end":"2025-07-18","mode":"selection","kind":"trend","sort":"atr_asc","horizon":10,"candidates":20,"max_calls":316,"min_value":5000000000.0,"initial_cash":1000000,"max_positions":4,"max_position":0.25,"max_exposure":1.0,"rebalance_band":0.05,"fractional":true,"anonymize":true,"cache":true,"commission":0.000186,"cost_model":"krx-sell-tax-v1","sell_tax":[["2021-01-01",0.0023],["2023-01-01",0.002],["2024-01-01",0.0018],["2025-01-01",0.0015],["2026-01-01",0.002]],"slippage":0.001,"discovery_version":"discovery-v5","portfolio_version":"portfolio-v5","memory":false,"memory_mode":"none","notebook_id":null,"purpose":"development","knowledge_cutoff":"2025-04-16","filters":{},"guidance":"","discovery_prompt":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n\n목표: 각 후보에 대해 evaluation_event의 확률을 추정하고, 실제로 보유할 가치가 있는 소수만 승인한다.\n판단 절차:\n1. 기준률에서 출발한다. market.recent_event_rate.rate는 같은 규칙 적격 종목에서 최근 확정된 같은 사건의 발생률이다.\n   후보 간 차이를 설명할 구체적 근거가 없으면 probability를 기준률 근처(±0.05)에 둔다. 값이 없으면 0.45에서 출발한다.\n2. 비용을 넘어야 한다. 왕복 비용(수수료·매도 거래세·슬리피지)은 약 0.4%다. 기대 수익이 이를 넘을 근거가 있을 때만 승인한다.\n3. 같은 날 후보끼리 비교해 순위를 정한다. 승인은 보통 0~4개이며, 확률이 높은 순서로 편입된다. 모두 약하면 승인하지 않는다.\n4. 위험 요인을 따진다: 단기 급등(return_5, rsi_14_wilder, close_to_sma_5가 큼), 평소 대비 급증한 거래량(volume_ratio_20),\n   큰 일간 변동폭(atr_ratio), 20일 고점과의 거리(distance_high_20), 시장 국면(regime)과 시장 카드.\n5. 서로 비슷한 후보에 같은 확률을 남발하지 않는다. probability는 실제 결과로 보정(Brier·AUC) 평가된다.\n\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고, 이후 지표로 확인 가능한 무효화 조건을 남긴다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio_prompt":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n\n운용 원칙:\n1. 보유 기간: 판정은 holding_horizon_sessions 거래일 보유를 전제로 평가된다. 그 전에 청산하려면\n   최초 판정의 무효화 조건 충족처럼 현재 지표로 확인되는 이유가 있어야 한다. 기간이 지난 보유는 승인 후보에 다시 없으면 정리를 우선 고려한다.\n2. 회전 비용: 매도마다 거래세(약 0.2%)와 슬리피지가 든다. 작은 비중 조정(자산의 5%p 미만)은 실행되지 않으니 제안하지 않는다.\n3. 신규 편입은 승인 후보에서만, 확률이 높고 기존 보유와 성격이 겹치지 않는 순서로 한다.\n4. 현금은 정상적인 선택이다. 승인 후보가 약하거나 시장 국면이 하락·고변동이면 현금 비중을 높인다.\n5. 손실 회복만을 이유로 비중을 늘리지 않는다(물타기 금지). 낙폭(drawdown)이 커지면 신규 위험을 줄인다.\n6. 한도(max_positions, max_position, max_exposure)는 완화할 수 없다.\n\n기존 보유의 평가손익, 보유 거래일 수, 최초 판정과 무효화 조건, 이전 계획을 현재 지표와 비교한다.\n목표 비중은 계좌 전체 자산 대비 비중이다. 빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}","memory_tool_prompt":null,"model":"cbcn/deepseek-v4.1-flash","event":"다음 거래일 시가 진입 후 10번째 거래일 종가 청산, 수수료·매도 거래세·편도 슬리피지 10bp 차감 후 수익률 > 0","limitations":["현재 생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","비용: 수수료 편도 0.0186%(토스 0.015%+유관기관), 매도 시 연도별 거래세(2023 0.20%·2024 0.18%·2025 0.15%·2026 0.20%), 슬리피지 편도 10bp(미검증 가정). 상장폐지 종목은 사용자 결정으로 다루지 않습니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","규칙·선별 모드는 신규 편입을 H거래일 보유한 뒤 재선정되지 않으면 청산합니다. 판정 라벨과 체결 경로는 여전히 다를 수 있습니다.","기본은 소수 단위 수량 시뮬레이션입니다. 정수 주식·최소 주문 단위 제약은 라이브 전에 별도 점검해야 합니다.","익명화해도 지표 조합으로 종목을 추정할 여지와 LLM 학습 지식의 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 아닙니다."],"evaluation_id":5,"notebook_hash":null},"result":null},{"id":123,"created":"2026-10-20T23:00:34.079380+00:00","status":"failed","settings":{"version":"research-v7","source_hash":"495558f90b86eb14620aa26346ea68da7fb895b8f55a4350baba4157e9b6c726","revision":{"commit":"80859a72cc4c9a7c96d8620c1feeaeee70bce97f","dirty":true},"start":"2022-03-17","end":"2022-06-16","mode":"selection","kind":"trend","sort":"atr_asc","horizon":10,"candidates":20,"max_calls":316,"min_value":5000000000.0,"initial_cash":1000000,"max_positions":4,"max_position":0.25,"max_exposure":1.0,"rebalance_band":0.05,"fractional":true,"anonymize":true,"cache":true,"commission":0.000186,"cost_model":"krx-sell-tax-v1","sell_tax":[["2021-01-01",0.0023],["2023-01-01",0.002],["2024-01-01",0.0018],["2025-01-01",0.0015],["2026-01-01",0.002]],"slippage":0.001,"discovery_version":"discovery-v5","portfolio_version":"portfolio-v5","memory":false,"memory_mode":"none","notebook_id":null,"purpose":"development","knowledge_cutoff":"2022-03-17","filters":{},"guidance":"","discovery_prompt":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n\n목표: 각 후보에 대해 evaluation_event의 확률을 추정하고, 실제로 보유할 가치가 있는 소수만 승인한다.\n판단 절차:\n1. 기준률에서 출발한다. market.recent_event_rate.rate는 같은 규칙 적격 종목에서 최근 확정된 같은 사건의 발생률이다.\n   후보 간 차이를 설명할 구체적 근거가 없으면 probability를 기준률 근처(±0.05)에 둔다. 값이 없으면 0.45에서 출발한다.\n2. 비용을 넘어야 한다. 왕복 비용(수수료·매도 거래세·슬리피지)은 약 0.4%다. 기대 수익이 이를 넘을 근거가 있을 때만 승인한다.\n3. 같은 날 후보끼리 비교해 순위를 정한다. 승인은 보통 0~4개이며, 확률이 높은 순서로 편입된다. 모두 약하면 승인하지 않는다.\n4. 위험 요인을 따진다: 단기 급등(return_5, rsi_14_wilder, close_to_sma_5가 큼), 평소 대비 급증한 거래량(volume_ratio_20),\n   큰 일간 변동폭(atr_ratio), 20일 고점과의 거리(distance_high_20), 시장 국면(regime)과 시장 카드.\n5. 서로 비슷한 후보에 같은 확률을 남발하지 않는다. probability는 실제 결과로 보정(Brier·AUC) 평가된다.\n\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고, 이후 지표로 확인 가능한 무효화 조건을 남긴다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio_prompt":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n\n운용 원칙:\n1. 보유 기간: 판정은 holding_horizon_sessions 거래일 보유를 전제로 평가된다. 그 전에 청산하려면\n   최초 판정의 무효화 조건 충족처럼 현재 지표로 확인되는 이유가 있어야 한다. 기간이 지난 보유는 승인 후보에 다시 없으면 정리를 우선 고려한다.\n2. 회전 비용: 매도마다 거래세(약 0.2%)와 슬리피지가 든다. 작은 비중 조정(자산의 5%p 미만)은 실행되지 않으니 제안하지 않는다.\n3. 신규 편입은 승인 후보에서만, 확률이 높고 기존 보유와 성격이 겹치지 않는 순서로 한다.\n4. 현금은 정상적인 선택이다. 승인 후보가 약하거나 시장 국면이 하락·고변동이면 현금 비중을 높인다.\n5. 손실 회복만을 이유로 비중을 늘리지 않는다(물타기 금지). 낙폭(drawdown)이 커지면 신규 위험을 줄인다.\n6. 한도(max_positions, max_position, max_exposure)는 완화할 수 없다.\n\n기존 보유의 평가손익, 보유 거래일 수, 최초 판정과 무효화 조건, 이전 계획을 현재 지표와 비교한다.\n목표 비중은 계좌 전체 자산 대비 비중이다. 빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}","memory_tool_prompt":null,"model":"cbcn/deepseek-v4.1-flash","event":"다음 거래일 시가 진입 후 10번째 거래일 종가 청산, 수수료·매도 거래세·편도 슬리피지 10bp 차감 후 수익률 > 0","limitations":["현재 생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","비용: 수수료 편도 0.0186%(토스 0.015%+유관기관), 매도 시 연도별 거래세(2023 0.20%·2024 0.18%·2025 0.15%·2026 0.20%), 슬리피지 편도 10bp(미검증 가정). 상장폐지 종목은 사용자 결정으로 다루지 않습니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","규칙·선별 모드는 신규 편입을 H거래일 보유한 뒤 재선정되지 않으면 청산합니다. 판정 라벨과 체결 경로는 여전히 다를 수 있습니다.","기본은 소수 단위 수량 시뮬레이션입니다. 정수 주식·최소 주문 단위 제약은 라이브 전에 별도 점검해야 합니다.","익명화해도 지표 조합으로 종목을 추정할 여지와 LLM 학습 지식의 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 아닙니다."],"evaluation_id":5,"notebook_hash":null},"result":null},{"id":122,"created":"2026-10-20T22:59:30.062613+00:00","status":"failed","settings":{"version":"research-v7","source_hash":"38474597d5ac0c9753192aed811ee37aeb91daf4a66b4336d8296d264aa3941e","revision":{"commit":"80859a72cc4c9a7c96d8620c1feeaeee70bce97f","dirty":true},"start":"2023-09-07","end":"2023-12-11","mode":"selection","kind":"trend","sort":"atr_asc","horizon":10,"candidates":20,"max_calls":316,"min_value":5000000000.0,"initial_cash":1000000,"max_positions":4,"max_position":0.25,"max_exposure":1.0,"rebalance_band":0.05,"fractional":true,"anonymize":true,"cache":true,"commission":0.000186,"cost_model":"krx-sell-tax-v1","sell_tax":[["2021-01-01",0.0023],["2023-01-01",0.002],["2024-01-01",0.0018],["2025-01-01",0.0015],["2026-01-01",0.002]],"slippage":0.001,"discovery_version":"discovery-v5","portfolio_version":"portfolio-v5","memory":false,"memory_mode":"none","notebook_id":null,"purpose":"development","knowledge_cutoff":"2023-09-07","filters":{},"guidance":"","discovery_prompt":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n\n목표: 각 후보에 대해 evaluation_event의 확률을 추정하고, 실제로 보유할 가치가 있는 소수만 승인한다.\n판단 절차:\n1. 기준률에서 출발한다. market.recent_event_rate.rate는 같은 규칙 적격 종목에서 최근 확정된 같은 사건의 발생률이다.\n   후보 간 차이를 설명할 구체적 근거가 없으면 probability를 기준률 근처(±0.05)에 둔다. 값이 없으면 0.45에서 출발한다.\n2. 비용을 넘어야 한다. 왕복 비용(수수료·매도 거래세·슬리피지)은 약 0.4%다. 기대 수익이 이를 넘을 근거가 있을 때만 승인한다.\n3. 같은 날 후보끼리 비교해 순위를 정한다. 승인은 보통 0~4개이며, 확률이 높은 순서로 편입된다. 모두 약하면 승인하지 않는다.\n4. 위험 요인을 따진다: 단기 급등(return_5, rsi_14_wilder, close_to_sma_5가 큼), 평소 대비 급증한 거래량(volume_ratio_20),\n   큰 일간 변동폭(atr_ratio), 20일 고점과의 거리(distance_high_20), 시장 국면(regime)과 시장 카드.\n5. 서로 비슷한 후보에 같은 확률을 남발하지 않는다. probability는 실제 결과로 보정(Brier·AUC) 평가된다.\n\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고, 이후 지표로 확인 가능한 무효화 조건을 남긴다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio_prompt":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n\n운용 원칙:\n1. 보유 기간: 판정은 holding_horizon_sessions 거래일 보유를 전제로 평가된다. 그 전에 청산하려면\n   최초 판정의 무효화 조건 충족처럼 현재 지표로 확인되는 이유가 있어야 한다. 기간이 지난 보유는 승인 후보에 다시 없으면 정리를 우선 고려한다.\n2. 회전 비용: 매도마다 거래세(약 0.2%)와 슬리피지가 든다. 작은 비중 조정(자산의 5%p 미만)은 실행되지 않으니 제안하지 않는다.\n3. 신규 편입은 승인 후보에서만, 확률이 높고 기존 보유와 성격이 겹치지 않는 순서로 한다.\n4. 현금은 정상적인 선택이다. 승인 후보가 약하거나 시장 국면이 하락·고변동이면 현금 비중을 높인다.\n5. 손실 회복만을 이유로 비중을 늘리지 않는다(물타기 금지). 낙폭(drawdown)이 커지면 신규 위험을 줄인다.\n6. 한도(max_positions, max_position, max_exposure)는 완화할 수 없다.\n\n기존 보유의 평가손익, 보유 거래일 수, 최초 판정과 무효화 조건, 이전 계획을 현재 지표와 비교한다.\n목표 비중은 계좌 전체 자산 대비 비중이다. 빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}","memory_tool_prompt":null,"model":"cbcn/deepseek-v4.1-flash","event":"다음 거래일 시가 진입 후 10번째 거래일 종가 청산, 수수료·매도 거래세·편도 슬리피지 10bp 차감 후 수익률 > 0","limitations":["현재 생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","비용: 수수료 편도 0.0186%(토스 0.015%+유관기관), 매도 시 연도별 거래세(2023 0.20%·2024 0.18%·2025 0.15%·2026 0.20%), 슬리피지 편도 10bp(미검증 가정). 상장폐지 종목은 사용자 결정으로 다루지 않습니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","규칙·선별 모드는 신규 편입을 H거래일 보유한 뒤 재선정되지 않으면 청산합니다. 판정 라벨과 체결 경로는 여전히 다를 수 있습니다.","기본은 소수 단위 수량 시뮬레이션입니다. 정수 주식·최소 주문 단위 제약은 라이브 전에 별도 점검해야 합니다.","익명화해도 지표 조합으로 종목을 추정할 여지와 LLM 학습 지식의 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 아닙니다."],"evaluation_id":4,"notebook_hash":null},"result":null},{"id":121,"created":"2026-10-20T22:59:30.064069+00:00","status":"failed","settings":{"version":"research-v7","source_hash":"38474597d5ac0c9753192aed811ee37aeb91daf4a66b4336d8296d264aa3941e","revision":{"commit":"80859a72cc4c9a7c96d8620c1feeaeee70bce97f","dirty":true},"start":"2025-04-02","end":"2025-07-04","mode":"selection","kind":"trend","sort":"atr_asc","horizon":10,"candidates":20,"max_calls":316,"min_value":5000000000.0,"initial_cash":1000000,"max_positions":4,"max_position":0.25,"max_exposure":1.0,"rebalance_band":0.05,"fractional":true,"anonymize":true,"cache":true,"commission":0.000186,"cost_model":"krx-sell-tax-v1","sell_tax":[["2021-01-01",0.0023],["2023-01-01",0.002],["2024-01-01",0.0018],["2025-01-01",0.0015],["2026-01-01",0.002]],"slippage":0.001,"discovery_version":"discovery-v5","portfolio_version":"portfolio-v5","memory":false,"memory_mode":"none","notebook_id":null,"purpose":"development","knowledge_cutoff":"2025-04-02","filters":{},"guidance":"","discovery_prompt":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n\n목표: 각 후보에 대해 evaluation_event의 확률을 추정하고, 실제로 보유할 가치가 있는 소수만 승인한다.\n판단 절차:\n1. 기준률에서 출발한다. market.recent_event_rate.rate는 같은 규칙 적격 종목에서 최근 확정된 같은 사건의 발생률이다.\n   후보 간 차이를 설명할 구체적 근거가 없으면 probability를 기준률 근처(±0.05)에 둔다. 값이 없으면 0.45에서 출발한다.\n2. 비용을 넘어야 한다. 왕복 비용(수수료·매도 거래세·슬리피지)은 약 0.4%다. 기대 수익이 이를 넘을 근거가 있을 때만 승인한다.\n3. 같은 날 후보끼리 비교해 순위를 정한다. 승인은 보통 0~4개이며, 확률이 높은 순서로 편입된다. 모두 약하면 승인하지 않는다.\n4. 위험 요인을 따진다: 단기 급등(return_5, rsi_14_wilder, close_to_sma_5가 큼), 평소 대비 급증한 거래량(volume_ratio_20),\n   큰 일간 변동폭(atr_ratio), 20일 고점과의 거리(distance_high_20), 시장 국면(regime)과 시장 카드.\n5. 서로 비슷한 후보에 같은 확률을 남발하지 않는다. probability는 실제 결과로 보정(Brier·AUC) 평가된다.\n\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고, 이후 지표로 확인 가능한 무효화 조건을 남긴다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio_prompt":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n\n운용 원칙:\n1. 보유 기간: 판정은 holding_horizon_sessions 거래일 보유를 전제로 평가된다. 그 전에 청산하려면\n   최초 판정의 무효화 조건 충족처럼 현재 지표로 확인되는 이유가 있어야 한다. 기간이 지난 보유는 승인 후보에 다시 없으면 정리를 우선 고려한다.\n2. 회전 비용: 매도마다 거래세(약 0.2%)와 슬리피지가 든다. 작은 비중 조정(자산의 5%p 미만)은 실행되지 않으니 제안하지 않는다.\n3. 신규 편입은 승인 후보에서만, 확률이 높고 기존 보유와 성격이 겹치지 않는 순서로 한다.\n4. 현금은 정상적인 선택이다. 승인 후보가 약하거나 시장 국면이 하락·고변동이면 현금 비중을 높인다.\n5. 손실 회복만을 이유로 비중을 늘리지 않는다(물타기 금지). 낙폭(drawdown)이 커지면 신규 위험을 줄인다.\n6. 한도(max_positions, max_position, max_exposure)는 완화할 수 없다.\n\n기존 보유의 평가손익, 보유 거래일 수, 최초 판정과 무효화 조건, 이전 계획을 현재 지표와 비교한다.\n목표 비중은 계좌 전체 자산 대비 비중이다. 빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}","memory_tool_prompt":null,"model":"cbcn/deepseek-v4.1-flash","event":"다음 거래일 시가 진입 후 10번째 거래일 종가 청산, 수수료·매도 거래세·편도 슬리피지 10bp 차감 후 수익률 > 0","limitations":["현재 생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","비용: 수수료 편도 0.0186%(토스 0.015%+유관기관), 매도 시 연도별 거래세(2023 0.20%·2024 0.18%·2025 0.15%·2026 0.20%), 슬리피지 편도 10bp(미검증 가정). 상장폐지 종목은 사용자 결정으로 다루지 않습니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","규칙·선별 모드는 신규 편입을 H거래일 보유한 뒤 재선정되지 않으면 청산합니다. 판정 라벨과 체결 경로는 여전히 다를 수 있습니다.","기본은 소수 단위 수량 시뮬레이션입니다. 정수 주식·최소 주문 단위 제약은 라이브 전에 별도 점검해야 합니다.","익명화해도 지표 조합으로 종목을 추정할 여지와 LLM 학습 지식의 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 아닙니다."],"evaluation_id":4,"notebook_hash":null},"result":null},{"id":120,"created":"2026-10-20T22:59:30.062236+00:00","status":"failed","settings":{"version":"research-v7","source_hash":"38474597d5ac0c9753192aed811ee37aeb91daf4a66b4336d8296d264aa3941e","revision":{"commit":"80859a72cc4c9a7c96d8620c1feeaeee70bce97f","dirty":true},"start":"2022-12-05","end":"2023-03-07","mode":"selection","kind":"trend","sort":"atr_asc","horizon":10,"candidates":20,"max_calls":316,"min_value":5000000000.0,"initial_cash":1000000,"max_positions":4,"max_position":0.25,"max_exposure":1.0,"rebalance_band":0.05,"fractional":true,"anonymize":true,"cache":true,"commission":0.000186,"cost_model":"krx-sell-tax-v1","sell_tax":[["2021-01-01",0.0023],["2023-01-01",0.002],["2024-01-01",0.0018],["2025-01-01",0.0015],["2026-01-01",0.002]],"slippage":0.001,"discovery_version":"discovery-v5","portfolio_version":"portfolio-v5","memory":false,"memory_mode":"none","notebook_id":null,"purpose":"development","knowledge_cutoff":"2022-12-05","filters":{},"guidance":"","discovery_prompt":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n\n목표: 각 후보에 대해 evaluation_event의 확률을 추정하고, 실제로 보유할 가치가 있는 소수만 승인한다.\n판단 절차:\n1. 기준률에서 출발한다. market.recent_event_rate.rate는 같은 규칙 적격 종목에서 최근 확정된 같은 사건의 발생률이다.\n   후보 간 차이를 설명할 구체적 근거가 없으면 probability를 기준률 근처(±0.05)에 둔다. 값이 없으면 0.45에서 출발한다.\n2. 비용을 넘어야 한다. 왕복 비용(수수료·매도 거래세·슬리피지)은 약 0.4%다. 기대 수익이 이를 넘을 근거가 있을 때만 승인한다.\n3. 같은 날 후보끼리 비교해 순위를 정한다. 승인은 보통 0~4개이며, 확률이 높은 순서로 편입된다. 모두 약하면 승인하지 않는다.\n4. 위험 요인을 따진다: 단기 급등(return_5, rsi_14_wilder, close_to_sma_5가 큼), 평소 대비 급증한 거래량(volume_ratio_20),\n   큰 일간 변동폭(atr_ratio), 20일 고점과의 거리(distance_high_20), 시장 국면(regime)과 시장 카드.\n5. 서로 비슷한 후보에 같은 확률을 남발하지 않는다. probability는 실제 결과로 보정(Brier·AUC) 평가된다.\n\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고, 이후 지표로 확인 가능한 무효화 조건을 남긴다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio_prompt":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n\n운용 원칙:\n1. 보유 기간: 판정은 holding_horizon_sessions 거래일 보유를 전제로 평가된다. 그 전에 청산하려면\n   최초 판정의 무효화 조건 충족처럼 현재 지표로 확인되는 이유가 있어야 한다. 기간이 지난 보유는 승인 후보에 다시 없으면 정리를 우선 고려한다.\n2. 회전 비용: 매도마다 거래세(약 0.2%)와 슬리피지가 든다. 작은 비중 조정(자산의 5%p 미만)은 실행되지 않으니 제안하지 않는다.\n3. 신규 편입은 승인 후보에서만, 확률이 높고 기존 보유와 성격이 겹치지 않는 순서로 한다.\n4. 현금은 정상적인 선택이다. 승인 후보가 약하거나 시장 국면이 하락·고변동이면 현금 비중을 높인다.\n5. 손실 회복만을 이유로 비중을 늘리지 않는다(물타기 금지). 낙폭(drawdown)이 커지면 신규 위험을 줄인다.\n6. 한도(max_positions, max_position, max_exposure)는 완화할 수 없다.\n\n기존 보유의 평가손익, 보유 거래일 수, 최초 판정과 무효화 조건, 이전 계획을 현재 지표와 비교한다.\n목표 비중은 계좌 전체 자산 대비 비중이다. 빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}","memory_tool_prompt":null,"model":"cbcn/deepseek-v4.1-flash","event":"다음 거래일 시가 진입 후 10번째 거래일 종가 청산, 수수료·매도 거래세·편도 슬리피지 10bp 차감 후 수익률 > 0","limitations":["현재 생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","비용: 수수료 편도 0.0186%(토스 0.015%+유관기관), 매도 시 연도별 거래세(2023 0.20%·2024 0.18%·2025 0.15%·2026 0.20%), 슬리피지 편도 10bp(미검증 가정). 상장폐지 종목은 사용자 결정으로 다루지 않습니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","규칙·선별 모드는 신규 편입을 H거래일 보유한 뒤 재선정되지 않으면 청산합니다. 판정 라벨과 체결 경로는 여전히 다를 수 있습니다.","기본은 소수 단위 수량 시뮬레이션입니다. 정수 주식·최소 주문 단위 제약은 라이브 전에 별도 점검해야 합니다.","익명화해도 지표 조합으로 종목을 추정할 여지와 LLM 학습 지식의 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 아닙니다."],"evaluation_id":4,"notebook_hash":null},"result":null},{"id":119,"created":"2026-10-20T22:59:30.062905+00:00","status":"failed","settings":{"version":"research-v7","source_hash":"38474597d5ac0c9753192aed811ee37aeb91daf4a66b4336d8296d264aa3941e","revision":{"commit":"80859a72cc4c9a7c96d8620c1feeaeee70bce97f","dirty":true},"start":"2024-06-20","end":"2024-09-20","mode":"selection","kind":"trend","sort":"atr_asc","horizon":10,"candidates":20,"max_calls":316,"min_value":5000000000.0,"initial_cash":1000000,"max_positions":4,"max_position":0.25,"max_exposure":1.0,"rebalance_band":0.05,"fractional":true,"anonymize":true,"cache":true,"commission":0.000186,"cost_model":"krx-sell-tax-v1","sell_tax":[["2021-01-01",0.0023],["2023-01-01",0.002],["2024-01-01",0.0018],["2025-01-01",0.0015],["2026-01-01",0.002]],"slippage":0.001,"discovery_version":"discovery-v5","portfolio_version":"portfolio-v5","memory":false,"memory_mode":"none","notebook_id":null,"purpose":"development","knowledge_cutoff":"2024-06-20","filters":{},"guidance":"","discovery_prompt":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n\n목표: 각 후보에 대해 evaluation_event의 확률을 추정하고, 실제로 보유할 가치가 있는 소수만 승인한다.\n판단 절차:\n1. 기준률에서 출발한다. market.recent_event_rate.rate는 같은 규칙 적격 종목에서 최근 확정된 같은 사건의 발생률이다.\n   후보 간 차이를 설명할 구체적 근거가 없으면 probability를 기준률 근처(±0.05)에 둔다. 값이 없으면 0.45에서 출발한다.\n2. 비용을 넘어야 한다. 왕복 비용(수수료·매도 거래세·슬리피지)은 약 0.4%다. 기대 수익이 이를 넘을 근거가 있을 때만 승인한다.\n3. 같은 날 후보끼리 비교해 순위를 정한다. 승인은 보통 0~4개이며, 확률이 높은 순서로 편입된다. 모두 약하면 승인하지 않는다.\n4. 위험 요인을 따진다: 단기 급등(return_5, rsi_14_wilder, close_to_sma_5가 큼), 평소 대비 급증한 거래량(volume_ratio_20),\n   큰 일간 변동폭(atr_ratio), 20일 고점과의 거리(distance_high_20), 시장 국면(regime)과 시장 카드.\n5. 서로 비슷한 후보에 같은 확률을 남발하지 않는다. probability는 실제 결과로 보정(Brier·AUC) 평가된다.\n\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고, 이후 지표로 확인 가능한 무효화 조건을 남긴다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio_prompt":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n\n운용 원칙:\n1. 보유 기간: 판정은 holding_horizon_sessions 거래일 보유를 전제로 평가된다. 그 전에 청산하려면\n   최초 판정의 무효화 조건 충족처럼 현재 지표로 확인되는 이유가 있어야 한다. 기간이 지난 보유는 승인 후보에 다시 없으면 정리를 우선 고려한다.\n2. 회전 비용: 매도마다 거래세(약 0.2%)와 슬리피지가 든다. 작은 비중 조정(자산의 5%p 미만)은 실행되지 않으니 제안하지 않는다.\n3. 신규 편입은 승인 후보에서만, 확률이 높고 기존 보유와 성격이 겹치지 않는 순서로 한다.\n4. 현금은 정상적인 선택이다. 승인 후보가 약하거나 시장 국면이 하락·고변동이면 현금 비중을 높인다.\n5. 손실 회복만을 이유로 비중을 늘리지 않는다(물타기 금지). 낙폭(drawdown)이 커지면 신규 위험을 줄인다.\n6. 한도(max_positions, max_position, max_exposure)는 완화할 수 없다.\n\n기존 보유의 평가손익, 보유 거래일 수, 최초 판정과 무효화 조건, 이전 계획을 현재 지표와 비교한다.\n목표 비중은 계좌 전체 자산 대비 비중이다. 빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}","memory_tool_prompt":null,"model":"cbcn/deepseek-v4.1-flash","event":"다음 거래일 시가 진입 후 10번째 거래일 종가 청산, 수수료·매도 거래세·편도 슬리피지 10bp 차감 후 수익률 > 0","limitations":["현재 생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","비용: 수수료 편도 0.0186%(토스 0.015%+유관기관), 매도 시 연도별 거래세(2023 0.20%·2024 0.18%·2025 0.15%·2026 0.20%), 슬리피지 편도 10bp(미검증 가정). 상장폐지 종목은 사용자 결정으로 다루지 않습니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","규칙·선별 모드는 신규 편입을 H거래일 보유한 뒤 재선정되지 않으면 청산합니다. 판정 라벨과 체결 경로는 여전히 다를 수 있습니다.","기본은 소수 단위 수량 시뮬레이션입니다. 정수 주식·최소 주문 단위 제약은 라이브 전에 별도 점검해야 합니다.","익명화해도 지표 조합으로 종목을 추정할 여지와 LLM 학습 지식의 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 아닙니다."],"evaluation_id":4,"notebook_hash":null},"result":null},{"id":118,"created":"2026-10-20T22:59:30.061770+00:00","status":"failed","settings":{"version":"research-v7","source_hash":"38474597d5ac0c9753192aed811ee37aeb91daf4a66b4336d8296d264aa3941e","revision":{"commit":"80859a72cc4c9a7c96d8620c1feeaeee70bce97f","dirty":true},"start":"2022-03-02","end":"2022-05-31","mode":"selection","kind":"trend","sort":"atr_asc","horizon":10,"candidates":20,"max_calls":316,"min_value":5000000000.0,"initial_cash":1000000,"max_positions":4,"max_position":0.25,"max_exposure":1.0,"rebalance_band":0.05,"fractional":true,"anonymize":true,"cache":true,"commission":0.000186,"cost_model":"krx-sell-tax-v1","sell_tax":[["2021-01-01",0.0023],["2023-01-01",0.002],["2024-01-01",0.0018],["2025-01-01",0.0015],["2026-01-01",0.002]],"slippage":0.001,"discovery_version":"discovery-v5","portfolio_version":"portfolio-v5","memory":false,"memory_mode":"none","notebook_id":null,"purpose":"development","knowledge_cutoff":"2022-03-02","filters":{},"guidance":"","discovery_prompt":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n\n목표: 각 후보에 대해 evaluation_event의 확률을 추정하고, 실제로 보유할 가치가 있는 소수만 승인한다.\n판단 절차:\n1. 기준률에서 출발한다. market.recent_event_rate.rate는 같은 규칙 적격 종목에서 최근 확정된 같은 사건의 발생률이다.\n   후보 간 차이를 설명할 구체적 근거가 없으면 probability를 기준률 근처(±0.05)에 둔다. 값이 없으면 0.45에서 출발한다.\n2. 비용을 넘어야 한다. 왕복 비용(수수료·매도 거래세·슬리피지)은 약 0.4%다. 기대 수익이 이를 넘을 근거가 있을 때만 승인한다.\n3. 같은 날 후보끼리 비교해 순위를 정한다. 승인은 보통 0~4개이며, 확률이 높은 순서로 편입된다. 모두 약하면 승인하지 않는다.\n4. 위험 요인을 따진다: 단기 급등(return_5, rsi_14_wilder, close_to_sma_5가 큼), 평소 대비 급증한 거래량(volume_ratio_20),\n   큰 일간 변동폭(atr_ratio), 20일 고점과의 거리(distance_high_20), 시장 국면(regime)과 시장 카드.\n5. 서로 비슷한 후보에 같은 확률을 남발하지 않는다. probability는 실제 결과로 보정(Brier·AUC) 평가된다.\n\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고, 이후 지표로 확인 가능한 무효화 조건을 남긴다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio_prompt":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n\n운용 원칙:\n1. 보유 기간: 판정은 holding_horizon_sessions 거래일 보유를 전제로 평가된다. 그 전에 청산하려면\n   최초 판정의 무효화 조건 충족처럼 현재 지표로 확인되는 이유가 있어야 한다. 기간이 지난 보유는 승인 후보에 다시 없으면 정리를 우선 고려한다.\n2. 회전 비용: 매도마다 거래세(약 0.2%)와 슬리피지가 든다. 작은 비중 조정(자산의 5%p 미만)은 실행되지 않으니 제안하지 않는다.\n3. 신규 편입은 승인 후보에서만, 확률이 높고 기존 보유와 성격이 겹치지 않는 순서로 한다.\n4. 현금은 정상적인 선택이다. 승인 후보가 약하거나 시장 국면이 하락·고변동이면 현금 비중을 높인다.\n5. 손실 회복만을 이유로 비중을 늘리지 않는다(물타기 금지). 낙폭(drawdown)이 커지면 신규 위험을 줄인다.\n6. 한도(max_positions, max_position, max_exposure)는 완화할 수 없다.\n\n기존 보유의 평가손익, 보유 거래일 수, 최초 판정과 무효화 조건, 이전 계획을 현재 지표와 비교한다.\n목표 비중은 계좌 전체 자산 대비 비중이다. 빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}","memory_tool_prompt":null,"model":"cbcn/deepseek-v4.1-flash","event":"다음 거래일 시가 진입 후 10번째 거래일 종가 청산, 수수료·매도 거래세·편도 슬리피지 10bp 차감 후 수익률 > 0","limitations":["현재 생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","비용: 수수료 편도 0.0186%(토스 0.015%+유관기관), 매도 시 연도별 거래세(2023 0.20%·2024 0.18%·2025 0.15%·2026 0.20%), 슬리피지 편도 10bp(미검증 가정). 상장폐지 종목은 사용자 결정으로 다루지 않습니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","규칙·선별 모드는 신규 편입을 H거래일 보유한 뒤 재선정되지 않으면 청산합니다. 판정 라벨과 체결 경로는 여전히 다를 수 있습니다.","기본은 소수 단위 수량 시뮬레이션입니다. 정수 주식·최소 주문 단위 제약은 라이브 전에 별도 점검해야 합니다.","익명화해도 지표 조합으로 종목을 추정할 여지와 LLM 학습 지식의 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 아닙니다."],"evaluation_id":4,"notebook_hash":null},"result":null},{"id":117,"created":"2026-10-20T22:58:37.476660+00:00","status":"completed","settings":{"version":"research-v7","source_hash":"38474597d5ac0c9753192aed811ee37aeb91daf4a66b4336d8296d264aa3941e","revision":{"commit":"80859a72cc4c9a7c96d8620c1feeaeee70bce97f","dirty":true},"start":"2025-07-21","end":"2025-10-23","mode":"rules","kind":"trend","sort":"atr_asc","horizon":10,"candidates":20,"max_calls":100,"min_value":5000000000.0,"initial_cash":1000000,"max_positions":4,"max_position":0.25,"max_exposure":1.0,"rebalance_band":0.05,"fractional":true,"anonymize":true,"cache":true,"commission":0.000186,"cost_model":"krx-sell-tax-v1","sell_tax":[["2021-01-01",0.0023],["2023-01-01",0.002],["2024-01-01",0.0018],["2025-01-01",0.0015],["2026-01-01",0.002]],"slippage":0.001,"discovery_version":"discovery-v5","portfolio_version":"portfolio-v5","memory":false,"memory_mode":"none","notebook_id":null,"purpose":"validation","knowledge_cutoff":"2025-07-21","filters":{},"guidance":"","discovery_prompt":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n\n목표: 각 후보에 대해 evaluation_event의 확률을 추정하고, 실제로 보유할 가치가 있는 소수만 승인한다.\n판단 절차:\n1. 기준률에서 출발한다. market.recent_event_rate.rate는 같은 규칙 적격 종목에서 최근 확정된 같은 사건의 발생률이다.\n   후보 간 차이를 설명할 구체적 근거가 없으면 probability를 기준률 근처(±0.05)에 둔다. 값이 없으면 0.45에서 출발한다.\n2. 비용을 넘어야 한다. 왕복 비용(수수료·매도 거래세·슬리피지)은 약 0.4%다. 기대 수익이 이를 넘을 근거가 있을 때만 승인한다.\n3. 같은 날 후보끼리 비교해 순위를 정한다. 승인은 보통 0~4개이며, 확률이 높은 순서로 편입된다. 모두 약하면 승인하지 않는다.\n4. 위험 요인을 따진다: 단기 급등(return_5, rsi_14_wilder, close_to_sma_5가 큼), 평소 대비 급증한 거래량(volume_ratio_20),\n   큰 일간 변동폭(atr_ratio), 20일 고점과의 거리(distance_high_20), 시장 국면(regime)과 시장 카드.\n5. 서로 비슷한 후보에 같은 확률을 남발하지 않는다. probability는 실제 결과로 보정(Brier·AUC) 평가된다.\n\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고, 이후 지표로 확인 가능한 무효화 조건을 남긴다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio_prompt":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n\n운용 원칙:\n1. 보유 기간: 판정은 holding_horizon_sessions 거래일 보유를 전제로 평가된다. 그 전에 청산하려면\n   최초 판정의 무효화 조건 충족처럼 현재 지표로 확인되는 이유가 있어야 한다. 기간이 지난 보유는 승인 후보에 다시 없으면 정리를 우선 고려한다.\n2. 회전 비용: 매도마다 거래세(약 0.2%)와 슬리피지가 든다. 작은 비중 조정(자산의 5%p 미만)은 실행되지 않으니 제안하지 않는다.\n3. 신규 편입은 승인 후보에서만, 확률이 높고 기존 보유와 성격이 겹치지 않는 순서로 한다.\n4. 현금은 정상적인 선택이다. 승인 후보가 약하거나 시장 국면이 하락·고변동이면 현금 비중을 높인다.\n5. 손실 회복만을 이유로 비중을 늘리지 않는다(물타기 금지). 낙폭(drawdown)이 커지면 신규 위험을 줄인다.\n6. 한도(max_positions, max_position, max_exposure)는 완화할 수 없다.\n\n기존 보유의 평가손익, 보유 거래일 수, 최초 판정과 무효화 조건, 이전 계획을 현재 지표와 비교한다.\n목표 비중은 계좌 전체 자산 대비 비중이다. 빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}","memory_tool_prompt":null,"model":null,"event":"다음 거래일 시가 진입 후 10번째 거래일 종가 청산, 수수료·매도 거래세·편도 슬리피지 10bp 차감 후 수익률 > 0","limitations":["현재 생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","비용: 수수료 편도 0.0186%(토스 0.015%+유관기관), 매도 시 연도별 거래세(2023 0.20%·2024 0.18%·2025 0.15%·2026 0.20%), 슬리피지 편도 10bp(미검증 가정). 상장폐지 종목은 사용자 결정으로 다루지 않습니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","규칙·선별 모드는 신규 편입을 H거래일 보유한 뒤 재선정되지 않으면 청산합니다. 판정 라벨과 체결 경로는 여전히 다를 수 있습니다.","기본은 소수 단위 수량 시뮬레이션입니다. 정수 주식·최소 주문 단위 제약은 라이브 전에 별도 점검해야 합니다.","익명화해도 지표 조합으로 종목을 추정할 여지와 LLM 학습 지식의 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 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생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","비용: 수수료 편도 0.0186%(토스 0.015%+유관기관), 매도 시 연도별 거래세(2023 0.20%·2024 0.18%·2025 0.15%·2026 0.20%), 슬리피지 편도 10bp(미검증 가정). 상장폐지 종목은 사용자 결정으로 다루지 않습니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","규칙·선별 모드는 신규 편입을 H거래일 보유한 뒤 재선정되지 않으면 청산합니다. 판정 라벨과 체결 경로는 여전히 다를 수 있습니다.","기본은 소수 단위 수량 시뮬레이션입니다. 정수 주식·최소 주문 단위 제약은 라이브 전에 별도 점검해야 합니다.","익명화해도 지표 조합으로 종목을 추정할 여지와 LLM 학습 지식의 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 아닙니다."],"prompts":{"discovery":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n\n목표: 각 후보에 대해 evaluation_event의 확률을 추정하고, 실제로 보유할 가치가 있는 소수만 승인한다.\n판단 절차:\n1. 기준률에서 출발한다. market.recent_event_rate.rate는 같은 규칙 적격 종목에서 최근 확정된 같은 사건의 발생률이다.\n   후보 간 차이를 설명할 구체적 근거가 없으면 probability를 기준률 근처(±0.05)에 둔다. 값이 없으면 0.45에서 출발한다.\n2. 비용을 넘어야 한다. 왕복 비용(수수료·매도 거래세·슬리피지)은 약 0.4%다. 기대 수익이 이를 넘을 근거가 있을 때만 승인한다.\n3. 같은 날 후보끼리 비교해 순위를 정한다. 승인은 보통 0~4개이며, 확률이 높은 순서로 편입된다. 모두 약하면 승인하지 않는다.\n4. 위험 요인을 따진다: 단기 급등(return_5, rsi_14_wilder, close_to_sma_5가 큼), 평소 대비 급증한 거래량(volume_ratio_20),\n   큰 일간 변동폭(atr_ratio), 20일 고점과의 거리(distance_high_20), 시장 국면(regime)과 시장 카드.\n5. 서로 비슷한 후보에 같은 확률을 남발하지 않는다. probability는 실제 결과로 보정(Brier·AUC) 평가된다.\n\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고, 이후 지표로 확인 가능한 무효화 조건을 남긴다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n\n운용 원칙:\n1. 보유 기간: 판정은 holding_horizon_sessions 거래일 보유를 전제로 평가된다. 그 전에 청산하려면\n   최초 판정의 무효화 조건 충족처럼 현재 지표로 확인되는 이유가 있어야 한다. 기간이 지난 보유는 승인 후보에 다시 없으면 정리를 우선 고려한다.\n2. 회전 비용: 매도마다 거래세(약 0.2%)와 슬리피지가 든다. 작은 비중 조정(자산의 5%p 미만)은 실행되지 않으니 제안하지 않는다.\n3. 신규 편입은 승인 후보에서만, 확률이 높고 기존 보유와 성격이 겹치지 않는 순서로 한다.\n4. 현금은 정상적인 선택이다. 승인 후보가 약하거나 시장 국면이 하락·고변동이면 현금 비중을 높인다.\n5. 손실 회복만을 이유로 비중을 늘리지 않는다(물타기 금지). 낙폭(drawdown)이 커지면 신규 위험을 줄인다.\n6. 한도(max_positions, max_position, max_exposure)는 완화할 수 없다.\n\n기존 보유의 평가손익, 보유 거래일 수, 최초 판정과 무효화 조건, 이전 계획을 현재 지표와 비교한다.\n목표 비중은 계좌 전체 자산 대비 비중이다. 빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}"}}},{"id":116,"created":"2026-10-20T22:58:35.697496+00:00","status":"completed","settings":{"version":"research-v7","source_hash":"38474597d5ac0c9753192aed811ee37aeb91daf4a66b4336d8296d264aa3941e","revision":{"commit":"80859a72cc4c9a7c96d8620c1feeaeee70bce97f","dirty":true},"start":"2025-04-16","end":"2025-07-18","mode":"rules","kind":"trend","sort":"atr_asc","horizon":10,"candidates":20,"max_calls":100,"min_value":5000000000.0,"initial_cash":1000000,"max_positions":4,"max_position":0.25,"max_exposure":1.0,"rebalance_band":0.05,"fractional":true,"anonymize":true,"cache":true,"commission":0.000186,"cost_model":"krx-sell-tax-v1","sell_tax":[["2021-01-01",0.0023],["2023-01-01",0.002],["2024-01-01",0.0018],["2025-01-01",0.0015],["2026-01-01",0.002]],"slippage":0.001,"discovery_version":"discovery-v5","portfolio_version":"portfolio-v5","memory":false,"memory_mode":"none","notebook_id":null,"purpose":"validation","knowledge_cutoff":"2025-04-16","filters":{},"guidance":"","discovery_prompt":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n\n목표: 각 후보에 대해 evaluation_event의 확률을 추정하고, 실제로 보유할 가치가 있는 소수만 승인한다.\n판단 절차:\n1. 기준률에서 출발한다. market.recent_event_rate.rate는 같은 규칙 적격 종목에서 최근 확정된 같은 사건의 발생률이다.\n   후보 간 차이를 설명할 구체적 근거가 없으면 probability를 기준률 근처(±0.05)에 둔다. 값이 없으면 0.45에서 출발한다.\n2. 비용을 넘어야 한다. 왕복 비용(수수료·매도 거래세·슬리피지)은 약 0.4%다. 기대 수익이 이를 넘을 근거가 있을 때만 승인한다.\n3. 같은 날 후보끼리 비교해 순위를 정한다. 승인은 보통 0~4개이며, 확률이 높은 순서로 편입된다. 모두 약하면 승인하지 않는다.\n4. 위험 요인을 따진다: 단기 급등(return_5, rsi_14_wilder, close_to_sma_5가 큼), 평소 대비 급증한 거래량(volume_ratio_20),\n   큰 일간 변동폭(atr_ratio), 20일 고점과의 거리(distance_high_20), 시장 국면(regime)과 시장 카드.\n5. 서로 비슷한 후보에 같은 확률을 남발하지 않는다. probability는 실제 결과로 보정(Brier·AUC) 평가된다.\n\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고, 이후 지표로 확인 가능한 무효화 조건을 남긴다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio_prompt":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n\n운용 원칙:\n1. 보유 기간: 판정은 holding_horizon_sessions 거래일 보유를 전제로 평가된다. 그 전에 청산하려면\n   최초 판정의 무효화 조건 충족처럼 현재 지표로 확인되는 이유가 있어야 한다. 기간이 지난 보유는 승인 후보에 다시 없으면 정리를 우선 고려한다.\n2. 회전 비용: 매도마다 거래세(약 0.2%)와 슬리피지가 든다. 작은 비중 조정(자산의 5%p 미만)은 실행되지 않으니 제안하지 않는다.\n3. 신규 편입은 승인 후보에서만, 확률이 높고 기존 보유와 성격이 겹치지 않는 순서로 한다.\n4. 현금은 정상적인 선택이다. 승인 후보가 약하거나 시장 국면이 하락·고변동이면 현금 비중을 높인다.\n5. 손실 회복만을 이유로 비중을 늘리지 않는다(물타기 금지). 낙폭(drawdown)이 커지면 신규 위험을 줄인다.\n6. 한도(max_positions, max_position, max_exposure)는 완화할 수 없다.\n\n기존 보유의 평가손익, 보유 거래일 수, 최초 판정과 무효화 조건, 이전 계획을 현재 지표와 비교한다.\n목표 비중은 계좌 전체 자산 대비 비중이다. 빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}","memory_tool_prompt":null,"model":null,"event":"다음 거래일 시가 진입 후 10번째 거래일 종가 청산, 수수료·매도 거래세·편도 슬리피지 10bp 차감 후 수익률 > 0","limitations":["현재 생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","비용: 수수료 편도 0.0186%(토스 0.015%+유관기관), 매도 시 연도별 거래세(2023 0.20%·2024 0.18%·2025 0.15%·2026 0.20%), 슬리피지 편도 10bp(미검증 가정). 상장폐지 종목은 사용자 결정으로 다루지 않습니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","규칙·선별 모드는 신규 편입을 H거래일 보유한 뒤 재선정되지 않으면 청산합니다. 판정 라벨과 체결 경로는 여전히 다를 수 있습니다.","기본은 소수 단위 수량 시뮬레이션입니다. 정수 주식·최소 주문 단위 제약은 라이브 전에 별도 점검해야 합니다.","익명화해도 지표 조합으로 종목을 추정할 여지와 LLM 학습 지식의 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 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생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","비용: 수수료 편도 0.0186%(토스 0.015%+유관기관), 매도 시 연도별 거래세(2023 0.20%·2024 0.18%·2025 0.15%·2026 0.20%), 슬리피지 편도 10bp(미검증 가정). 상장폐지 종목은 사용자 결정으로 다루지 않습니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","규칙·선별 모드는 신규 편입을 H거래일 보유한 뒤 재선정되지 않으면 청산합니다. 판정 라벨과 체결 경로는 여전히 다를 수 있습니다.","기본은 소수 단위 수량 시뮬레이션입니다. 정수 주식·최소 주문 단위 제약은 라이브 전에 별도 점검해야 합니다.","익명화해도 지표 조합으로 종목을 추정할 여지와 LLM 학습 지식의 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 아닙니다."],"prompts":{"discovery":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n\n목표: 각 후보에 대해 evaluation_event의 확률을 추정하고, 실제로 보유할 가치가 있는 소수만 승인한다.\n판단 절차:\n1. 기준률에서 출발한다. market.recent_event_rate.rate는 같은 규칙 적격 종목에서 최근 확정된 같은 사건의 발생률이다.\n   후보 간 차이를 설명할 구체적 근거가 없으면 probability를 기준률 근처(±0.05)에 둔다. 값이 없으면 0.45에서 출발한다.\n2. 비용을 넘어야 한다. 왕복 비용(수수료·매도 거래세·슬리피지)은 약 0.4%다. 기대 수익이 이를 넘을 근거가 있을 때만 승인한다.\n3. 같은 날 후보끼리 비교해 순위를 정한다. 승인은 보통 0~4개이며, 확률이 높은 순서로 편입된다. 모두 약하면 승인하지 않는다.\n4. 위험 요인을 따진다: 단기 급등(return_5, rsi_14_wilder, close_to_sma_5가 큼), 평소 대비 급증한 거래량(volume_ratio_20),\n   큰 일간 변동폭(atr_ratio), 20일 고점과의 거리(distance_high_20), 시장 국면(regime)과 시장 카드.\n5. 서로 비슷한 후보에 같은 확률을 남발하지 않는다. probability는 실제 결과로 보정(Brier·AUC) 평가된다.\n\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고, 이후 지표로 확인 가능한 무효화 조건을 남긴다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n\n운용 원칙:\n1. 보유 기간: 판정은 holding_horizon_sessions 거래일 보유를 전제로 평가된다. 그 전에 청산하려면\n   최초 판정의 무효화 조건 충족처럼 현재 지표로 확인되는 이유가 있어야 한다. 기간이 지난 보유는 승인 후보에 다시 없으면 정리를 우선 고려한다.\n2. 회전 비용: 매도마다 거래세(약 0.2%)와 슬리피지가 든다. 작은 비중 조정(자산의 5%p 미만)은 실행되지 않으니 제안하지 않는다.\n3. 신규 편입은 승인 후보에서만, 확률이 높고 기존 보유와 성격이 겹치지 않는 순서로 한다.\n4. 현금은 정상적인 선택이다. 승인 후보가 약하거나 시장 국면이 하락·고변동이면 현금 비중을 높인다.\n5. 손실 회복만을 이유로 비중을 늘리지 않는다(물타기 금지). 낙폭(drawdown)이 커지면 신규 위험을 줄인다.\n6. 한도(max_positions, max_position, max_exposure)는 완화할 수 없다.\n\n기존 보유의 평가손익, 보유 거래일 수, 최초 판정과 무효화 조건, 이전 계획을 현재 지표와 비교한다.\n목표 비중은 계좌 전체 자산 대비 비중이다. 빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}"}}},{"id":115,"created":"2026-10-20T22:58:33.914820+00:00","status":"completed","settings":{"version":"research-v7","source_hash":"38474597d5ac0c9753192aed811ee37aeb91daf4a66b4336d8296d264aa3941e","revision":{"commit":"80859a72cc4c9a7c96d8620c1feeaeee70bce97f","dirty":true},"start":"2025-01-10","end":"2025-04-15","mode":"rules","kind":"trend","sort":"atr_asc","horizon":10,"candidates":20,"max_calls":100,"min_value":5000000000.0,"initial_cash":1000000,"max_positions":4,"max_position":0.25,"max_exposure":1.0,"rebalance_band":0.05,"fractional":true,"anonymize":true,"cache":true,"commission":0.000186,"cost_model":"krx-sell-tax-v1","sell_tax":[["2021-01-01",0.0023],["2023-01-01",0.002],["2024-01-01",0.0018],["2025-01-01",0.0015],["2026-01-01",0.002]],"slippage":0.001,"discovery_version":"discovery-v5","portfolio_version":"portfolio-v5","memory":false,"memory_mode":"none","notebook_id":null,"purpose":"validation","knowledge_cutoff":"2025-01-10","filters":{},"guidance":"","discovery_prompt":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n\n목표: 각 후보에 대해 evaluation_event의 확률을 추정하고, 실제로 보유할 가치가 있는 소수만 승인한다.\n판단 절차:\n1. 기준률에서 출발한다. market.recent_event_rate.rate는 같은 규칙 적격 종목에서 최근 확정된 같은 사건의 발생률이다.\n   후보 간 차이를 설명할 구체적 근거가 없으면 probability를 기준률 근처(±0.05)에 둔다. 값이 없으면 0.45에서 출발한다.\n2. 비용을 넘어야 한다. 왕복 비용(수수료·매도 거래세·슬리피지)은 약 0.4%다. 기대 수익이 이를 넘을 근거가 있을 때만 승인한다.\n3. 같은 날 후보끼리 비교해 순위를 정한다. 승인은 보통 0~4개이며, 확률이 높은 순서로 편입된다. 모두 약하면 승인하지 않는다.\n4. 위험 요인을 따진다: 단기 급등(return_5, rsi_14_wilder, close_to_sma_5가 큼), 평소 대비 급증한 거래량(volume_ratio_20),\n   큰 일간 변동폭(atr_ratio), 20일 고점과의 거리(distance_high_20), 시장 국면(regime)과 시장 카드.\n5. 서로 비슷한 후보에 같은 확률을 남발하지 않는다. probability는 실제 결과로 보정(Brier·AUC) 평가된다.\n\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고, 이후 지표로 확인 가능한 무효화 조건을 남긴다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio_prompt":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n\n운용 원칙:\n1. 보유 기간: 판정은 holding_horizon_sessions 거래일 보유를 전제로 평가된다. 그 전에 청산하려면\n   최초 판정의 무효화 조건 충족처럼 현재 지표로 확인되는 이유가 있어야 한다. 기간이 지난 보유는 승인 후보에 다시 없으면 정리를 우선 고려한다.\n2. 회전 비용: 매도마다 거래세(약 0.2%)와 슬리피지가 든다. 작은 비중 조정(자산의 5%p 미만)은 실행되지 않으니 제안하지 않는다.\n3. 신규 편입은 승인 후보에서만, 확률이 높고 기존 보유와 성격이 겹치지 않는 순서로 한다.\n4. 현금은 정상적인 선택이다. 승인 후보가 약하거나 시장 국면이 하락·고변동이면 현금 비중을 높인다.\n5. 손실 회복만을 이유로 비중을 늘리지 않는다(물타기 금지). 낙폭(drawdown)이 커지면 신규 위험을 줄인다.\n6. 한도(max_positions, max_position, max_exposure)는 완화할 수 없다.\n\n기존 보유의 평가손익, 보유 거래일 수, 최초 판정과 무효화 조건, 이전 계획을 현재 지표와 비교한다.\n목표 비중은 계좌 전체 자산 대비 비중이다. 빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}","memory_tool_prompt":null,"model":null,"event":"다음 거래일 시가 진입 후 10번째 거래일 종가 청산, 수수료·매도 거래세·편도 슬리피지 10bp 차감 후 수익률 > 0","limitations":["현재 생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","비용: 수수료 편도 0.0186%(토스 0.015%+유관기관), 매도 시 연도별 거래세(2023 0.20%·2024 0.18%·2025 0.15%·2026 0.20%), 슬리피지 편도 10bp(미검증 가정). 상장폐지 종목은 사용자 결정으로 다루지 않습니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","규칙·선별 모드는 신규 편입을 H거래일 보유한 뒤 재선정되지 않으면 청산합니다. 판정 라벨과 체결 경로는 여전히 다를 수 있습니다.","기본은 소수 단위 수량 시뮬레이션입니다. 정수 주식·최소 주문 단위 제약은 라이브 전에 별도 점검해야 합니다.","익명화해도 지표 조합으로 종목을 추정할 여지와 LLM 학습 지식의 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 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생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","비용: 수수료 편도 0.0186%(토스 0.015%+유관기관), 매도 시 연도별 거래세(2023 0.20%·2024 0.18%·2025 0.15%·2026 0.20%), 슬리피지 편도 10bp(미검증 가정). 상장폐지 종목은 사용자 결정으로 다루지 않습니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","규칙·선별 모드는 신규 편입을 H거래일 보유한 뒤 재선정되지 않으면 청산합니다. 판정 라벨과 체결 경로는 여전히 다를 수 있습니다.","기본은 소수 단위 수량 시뮬레이션입니다. 정수 주식·최소 주문 단위 제약은 라이브 전에 별도 점검해야 합니다.","익명화해도 지표 조합으로 종목을 추정할 여지와 LLM 학습 지식의 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 아닙니다."],"prompts":{"discovery":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n\n목표: 각 후보에 대해 evaluation_event의 확률을 추정하고, 실제로 보유할 가치가 있는 소수만 승인한다.\n판단 절차:\n1. 기준률에서 출발한다. market.recent_event_rate.rate는 같은 규칙 적격 종목에서 최근 확정된 같은 사건의 발생률이다.\n   후보 간 차이를 설명할 구체적 근거가 없으면 probability를 기준률 근처(±0.05)에 둔다. 값이 없으면 0.45에서 출발한다.\n2. 비용을 넘어야 한다. 왕복 비용(수수료·매도 거래세·슬리피지)은 약 0.4%다. 기대 수익이 이를 넘을 근거가 있을 때만 승인한다.\n3. 같은 날 후보끼리 비교해 순위를 정한다. 승인은 보통 0~4개이며, 확률이 높은 순서로 편입된다. 모두 약하면 승인하지 않는다.\n4. 위험 요인을 따진다: 단기 급등(return_5, rsi_14_wilder, close_to_sma_5가 큼), 평소 대비 급증한 거래량(volume_ratio_20),\n   큰 일간 변동폭(atr_ratio), 20일 고점과의 거리(distance_high_20), 시장 국면(regime)과 시장 카드.\n5. 서로 비슷한 후보에 같은 확률을 남발하지 않는다. probability는 실제 결과로 보정(Brier·AUC) 평가된다.\n\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고, 이후 지표로 확인 가능한 무효화 조건을 남긴다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n\n운용 원칙:\n1. 보유 기간: 판정은 holding_horizon_sessions 거래일 보유를 전제로 평가된다. 그 전에 청산하려면\n   최초 판정의 무효화 조건 충족처럼 현재 지표로 확인되는 이유가 있어야 한다. 기간이 지난 보유는 승인 후보에 다시 없으면 정리를 우선 고려한다.\n2. 회전 비용: 매도마다 거래세(약 0.2%)와 슬리피지가 든다. 작은 비중 조정(자산의 5%p 미만)은 실행되지 않으니 제안하지 않는다.\n3. 신규 편입은 승인 후보에서만, 확률이 높고 기존 보유와 성격이 겹치지 않는 순서로 한다.\n4. 현금은 정상적인 선택이다. 승인 후보가 약하거나 시장 국면이 하락·고변동이면 현금 비중을 높인다.\n5. 손실 회복만을 이유로 비중을 늘리지 않는다(물타기 금지). 낙폭(drawdown)이 커지면 신규 위험을 줄인다.\n6. 한도(max_positions, max_position, max_exposure)는 완화할 수 없다.\n\n기존 보유의 평가손익, 보유 거래일 수, 최초 판정과 무효화 조건, 이전 계획을 현재 지표와 비교한다.\n목표 비중은 계좌 전체 자산 대비 비중이다. 빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}"}}},{"id":114,"created":"2026-10-20T22:58:32.149567+00:00","status":"completed","settings":{"version":"research-v7","source_hash":"38474597d5ac0c9753192aed811ee37aeb91daf4a66b4336d8296d264aa3941e","revision":{"commit":"80859a72cc4c9a7c96d8620c1feeaeee70bce97f","dirty":true},"start":"2024-10-10","end":"2025-01-09","mode":"rules","kind":"trend","sort":"atr_asc","horizon":10,"candidates":20,"max_calls":100,"min_value":5000000000.0,"initial_cash":1000000,"max_positions":4,"max_position":0.25,"max_exposure":1.0,"rebalance_band":0.05,"fractional":true,"anonymize":true,"cache":true,"commission":0.000186,"cost_model":"krx-sell-tax-v1","sell_tax":[["2021-01-01",0.0023],["2023-01-01",0.002],["2024-01-01",0.0018],["2025-01-01",0.0015],["2026-01-01",0.002]],"slippage":0.001,"discovery_version":"discovery-v5","portfolio_version":"portfolio-v5","memory":false,"memory_mode":"none","notebook_id":null,"purpose":"validation","knowledge_cutoff":"2024-10-10","filters":{},"guidance":"","discovery_prompt":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n\n목표: 각 후보에 대해 evaluation_event의 확률을 추정하고, 실제로 보유할 가치가 있는 소수만 승인한다.\n판단 절차:\n1. 기준률에서 출발한다. market.recent_event_rate.rate는 같은 규칙 적격 종목에서 최근 확정된 같은 사건의 발생률이다.\n   후보 간 차이를 설명할 구체적 근거가 없으면 probability를 기준률 근처(±0.05)에 둔다. 값이 없으면 0.45에서 출발한다.\n2. 비용을 넘어야 한다. 왕복 비용(수수료·매도 거래세·슬리피지)은 약 0.4%다. 기대 수익이 이를 넘을 근거가 있을 때만 승인한다.\n3. 같은 날 후보끼리 비교해 순위를 정한다. 승인은 보통 0~4개이며, 확률이 높은 순서로 편입된다. 모두 약하면 승인하지 않는다.\n4. 위험 요인을 따진다: 단기 급등(return_5, rsi_14_wilder, close_to_sma_5가 큼), 평소 대비 급증한 거래량(volume_ratio_20),\n   큰 일간 변동폭(atr_ratio), 20일 고점과의 거리(distance_high_20), 시장 국면(regime)과 시장 카드.\n5. 서로 비슷한 후보에 같은 확률을 남발하지 않는다. probability는 실제 결과로 보정(Brier·AUC) 평가된다.\n\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고, 이후 지표로 확인 가능한 무효화 조건을 남긴다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio_prompt":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n\n운용 원칙:\n1. 보유 기간: 판정은 holding_horizon_sessions 거래일 보유를 전제로 평가된다. 그 전에 청산하려면\n   최초 판정의 무효화 조건 충족처럼 현재 지표로 확인되는 이유가 있어야 한다. 기간이 지난 보유는 승인 후보에 다시 없으면 정리를 우선 고려한다.\n2. 회전 비용: 매도마다 거래세(약 0.2%)와 슬리피지가 든다. 작은 비중 조정(자산의 5%p 미만)은 실행되지 않으니 제안하지 않는다.\n3. 신규 편입은 승인 후보에서만, 확률이 높고 기존 보유와 성격이 겹치지 않는 순서로 한다.\n4. 현금은 정상적인 선택이다. 승인 후보가 약하거나 시장 국면이 하락·고변동이면 현금 비중을 높인다.\n5. 손실 회복만을 이유로 비중을 늘리지 않는다(물타기 금지). 낙폭(drawdown)이 커지면 신규 위험을 줄인다.\n6. 한도(max_positions, max_position, max_exposure)는 완화할 수 없다.\n\n기존 보유의 평가손익, 보유 거래일 수, 최초 판정과 무효화 조건, 이전 계획을 현재 지표와 비교한다.\n목표 비중은 계좌 전체 자산 대비 비중이다. 빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}","memory_tool_prompt":null,"model":null,"event":"다음 거래일 시가 진입 후 10번째 거래일 종가 청산, 수수료·매도 거래세·편도 슬리피지 10bp 차감 후 수익률 > 0","limitations":["현재 생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","비용: 수수료 편도 0.0186%(토스 0.015%+유관기관), 매도 시 연도별 거래세(2023 0.20%·2024 0.18%·2025 0.15%·2026 0.20%), 슬리피지 편도 10bp(미검증 가정). 상장폐지 종목은 사용자 결정으로 다루지 않습니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","규칙·선별 모드는 신규 편입을 H거래일 보유한 뒤 재선정되지 않으면 청산합니다. 판정 라벨과 체결 경로는 여전히 다를 수 있습니다.","기본은 소수 단위 수량 시뮬레이션입니다. 정수 주식·최소 주문 단위 제약은 라이브 전에 별도 점검해야 합니다.","익명화해도 지표 조합으로 종목을 추정할 여지와 LLM 학습 지식의 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 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생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","비용: 수수료 편도 0.0186%(토스 0.015%+유관기관), 매도 시 연도별 거래세(2023 0.20%·2024 0.18%·2025 0.15%·2026 0.20%), 슬리피지 편도 10bp(미검증 가정). 상장폐지 종목은 사용자 결정으로 다루지 않습니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","규칙·선별 모드는 신규 편입을 H거래일 보유한 뒤 재선정되지 않으면 청산합니다. 판정 라벨과 체결 경로는 여전히 다를 수 있습니다.","기본은 소수 단위 수량 시뮬레이션입니다. 정수 주식·최소 주문 단위 제약은 라이브 전에 별도 점검해야 합니다.","익명화해도 지표 조합으로 종목을 추정할 여지와 LLM 학습 지식의 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 아닙니다."],"prompts":{"discovery":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n\n목표: 각 후보에 대해 evaluation_event의 확률을 추정하고, 실제로 보유할 가치가 있는 소수만 승인한다.\n판단 절차:\n1. 기준률에서 출발한다. market.recent_event_rate.rate는 같은 규칙 적격 종목에서 최근 확정된 같은 사건의 발생률이다.\n   후보 간 차이를 설명할 구체적 근거가 없으면 probability를 기준률 근처(±0.05)에 둔다. 값이 없으면 0.45에서 출발한다.\n2. 비용을 넘어야 한다. 왕복 비용(수수료·매도 거래세·슬리피지)은 약 0.4%다. 기대 수익이 이를 넘을 근거가 있을 때만 승인한다.\n3. 같은 날 후보끼리 비교해 순위를 정한다. 승인은 보통 0~4개이며, 확률이 높은 순서로 편입된다. 모두 약하면 승인하지 않는다.\n4. 위험 요인을 따진다: 단기 급등(return_5, rsi_14_wilder, close_to_sma_5가 큼), 평소 대비 급증한 거래량(volume_ratio_20),\n   큰 일간 변동폭(atr_ratio), 20일 고점과의 거리(distance_high_20), 시장 국면(regime)과 시장 카드.\n5. 서로 비슷한 후보에 같은 확률을 남발하지 않는다. probability는 실제 결과로 보정(Brier·AUC) 평가된다.\n\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고, 이후 지표로 확인 가능한 무효화 조건을 남긴다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n\n운용 원칙:\n1. 보유 기간: 판정은 holding_horizon_sessions 거래일 보유를 전제로 평가된다. 그 전에 청산하려면\n   최초 판정의 무효화 조건 충족처럼 현재 지표로 확인되는 이유가 있어야 한다. 기간이 지난 보유는 승인 후보에 다시 없으면 정리를 우선 고려한다.\n2. 회전 비용: 매도마다 거래세(약 0.2%)와 슬리피지가 든다. 작은 비중 조정(자산의 5%p 미만)은 실행되지 않으니 제안하지 않는다.\n3. 신규 편입은 승인 후보에서만, 확률이 높고 기존 보유와 성격이 겹치지 않는 순서로 한다.\n4. 현금은 정상적인 선택이다. 승인 후보가 약하거나 시장 국면이 하락·고변동이면 현금 비중을 높인다.\n5. 손실 회복만을 이유로 비중을 늘리지 않는다(물타기 금지). 낙폭(drawdown)이 커지면 신규 위험을 줄인다.\n6. 한도(max_positions, max_position, max_exposure)는 완화할 수 없다.\n\n기존 보유의 평가손익, 보유 거래일 수, 최초 판정과 무효화 조건, 이전 계획을 현재 지표와 비교한다.\n목표 비중은 계좌 전체 자산 대비 비중이다. 빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}"}}},{"id":113,"created":"2026-10-20T22:58:30.416143+00:00","status":"completed","settings":{"version":"research-v7","source_hash":"38474597d5ac0c9753192aed811ee37aeb91daf4a66b4336d8296d264aa3941e","revision":{"commit":"80859a72cc4c9a7c96d8620c1feeaeee70bce97f","dirty":true},"start":"2024-07-04","end":"2024-10-08","mode":"rules","kind":"trend","sort":"atr_asc","horizon":10,"candidates":20,"max_calls":100,"min_value":5000000000.0,"initial_cash":1000000,"max_positions":4,"max_position":0.25,"max_exposure":1.0,"rebalance_band":0.05,"fractional":true,"anonymize":true,"cache":true,"commission":0.000186,"cost_model":"krx-sell-tax-v1","sell_tax":[["2021-01-01",0.0023],["2023-01-01",0.002],["2024-01-01",0.0018],["2025-01-01",0.0015],["2026-01-01",0.002]],"slippage":0.001,"discovery_version":"discovery-v5","portfolio_version":"portfolio-v5","memory":false,"memory_mode":"none","notebook_id":null,"purpose":"validation","knowledge_cutoff":"2024-07-04","filters":{},"guidance":"","discovery_prompt":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n\n목표: 각 후보에 대해 evaluation_event의 확률을 추정하고, 실제로 보유할 가치가 있는 소수만 승인한다.\n판단 절차:\n1. 기준률에서 출발한다. market.recent_event_rate.rate는 같은 규칙 적격 종목에서 최근 확정된 같은 사건의 발생률이다.\n   후보 간 차이를 설명할 구체적 근거가 없으면 probability를 기준률 근처(±0.05)에 둔다. 값이 없으면 0.45에서 출발한다.\n2. 비용을 넘어야 한다. 왕복 비용(수수료·매도 거래세·슬리피지)은 약 0.4%다. 기대 수익이 이를 넘을 근거가 있을 때만 승인한다.\n3. 같은 날 후보끼리 비교해 순위를 정한다. 승인은 보통 0~4개이며, 확률이 높은 순서로 편입된다. 모두 약하면 승인하지 않는다.\n4. 위험 요인을 따진다: 단기 급등(return_5, rsi_14_wilder, close_to_sma_5가 큼), 평소 대비 급증한 거래량(volume_ratio_20),\n   큰 일간 변동폭(atr_ratio), 20일 고점과의 거리(distance_high_20), 시장 국면(regime)과 시장 카드.\n5. 서로 비슷한 후보에 같은 확률을 남발하지 않는다. probability는 실제 결과로 보정(Brier·AUC) 평가된다.\n\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고, 이후 지표로 확인 가능한 무효화 조건을 남긴다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio_prompt":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n\n운용 원칙:\n1. 보유 기간: 판정은 holding_horizon_sessions 거래일 보유를 전제로 평가된다. 그 전에 청산하려면\n   최초 판정의 무효화 조건 충족처럼 현재 지표로 확인되는 이유가 있어야 한다. 기간이 지난 보유는 승인 후보에 다시 없으면 정리를 우선 고려한다.\n2. 회전 비용: 매도마다 거래세(약 0.2%)와 슬리피지가 든다. 작은 비중 조정(자산의 5%p 미만)은 실행되지 않으니 제안하지 않는다.\n3. 신규 편입은 승인 후보에서만, 확률이 높고 기존 보유와 성격이 겹치지 않는 순서로 한다.\n4. 현금은 정상적인 선택이다. 승인 후보가 약하거나 시장 국면이 하락·고변동이면 현금 비중을 높인다.\n5. 손실 회복만을 이유로 비중을 늘리지 않는다(물타기 금지). 낙폭(drawdown)이 커지면 신규 위험을 줄인다.\n6. 한도(max_positions, max_position, max_exposure)는 완화할 수 없다.\n\n기존 보유의 평가손익, 보유 거래일 수, 최초 판정과 무효화 조건, 이전 계획을 현재 지표와 비교한다.\n목표 비중은 계좌 전체 자산 대비 비중이다. 빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}","memory_tool_prompt":null,"model":null,"event":"다음 거래일 시가 진입 후 10번째 거래일 종가 청산, 수수료·매도 거래세·편도 슬리피지 10bp 차감 후 수익률 > 0","limitations":["현재 생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","비용: 수수료 편도 0.0186%(토스 0.015%+유관기관), 매도 시 연도별 거래세(2023 0.20%·2024 0.18%·2025 0.15%·2026 0.20%), 슬리피지 편도 10bp(미검증 가정). 상장폐지 종목은 사용자 결정으로 다루지 않습니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","규칙·선별 모드는 신규 편입을 H거래일 보유한 뒤 재선정되지 않으면 청산합니다. 판정 라벨과 체결 경로는 여전히 다를 수 있습니다.","기본은 소수 단위 수량 시뮬레이션입니다. 정수 주식·최소 주문 단위 제약은 라이브 전에 별도 점검해야 합니다.","익명화해도 지표 조합으로 종목을 추정할 여지와 LLM 학습 지식의 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 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생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","비용: 수수료 편도 0.0186%(토스 0.015%+유관기관), 매도 시 연도별 거래세(2023 0.20%·2024 0.18%·2025 0.15%·2026 0.20%), 슬리피지 편도 10bp(미검증 가정). 상장폐지 종목은 사용자 결정으로 다루지 않습니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","규칙·선별 모드는 신규 편입을 H거래일 보유한 뒤 재선정되지 않으면 청산합니다. 판정 라벨과 체결 경로는 여전히 다를 수 있습니다.","기본은 소수 단위 수량 시뮬레이션입니다. 정수 주식·최소 주문 단위 제약은 라이브 전에 별도 점검해야 합니다.","익명화해도 지표 조합으로 종목을 추정할 여지와 LLM 학습 지식의 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 아닙니다."],"prompts":{"discovery":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n\n목표: 각 후보에 대해 evaluation_event의 확률을 추정하고, 실제로 보유할 가치가 있는 소수만 승인한다.\n판단 절차:\n1. 기준률에서 출발한다. market.recent_event_rate.rate는 같은 규칙 적격 종목에서 최근 확정된 같은 사건의 발생률이다.\n   후보 간 차이를 설명할 구체적 근거가 없으면 probability를 기준률 근처(±0.05)에 둔다. 값이 없으면 0.45에서 출발한다.\n2. 비용을 넘어야 한다. 왕복 비용(수수료·매도 거래세·슬리피지)은 약 0.4%다. 기대 수익이 이를 넘을 근거가 있을 때만 승인한다.\n3. 같은 날 후보끼리 비교해 순위를 정한다. 승인은 보통 0~4개이며, 확률이 높은 순서로 편입된다. 모두 약하면 승인하지 않는다.\n4. 위험 요인을 따진다: 단기 급등(return_5, rsi_14_wilder, close_to_sma_5가 큼), 평소 대비 급증한 거래량(volume_ratio_20),\n   큰 일간 변동폭(atr_ratio), 20일 고점과의 거리(distance_high_20), 시장 국면(regime)과 시장 카드.\n5. 서로 비슷한 후보에 같은 확률을 남발하지 않는다. probability는 실제 결과로 보정(Brier·AUC) 평가된다.\n\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고, 이후 지표로 확인 가능한 무효화 조건을 남긴다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n\n운용 원칙:\n1. 보유 기간: 판정은 holding_horizon_sessions 거래일 보유를 전제로 평가된다. 그 전에 청산하려면\n   최초 판정의 무효화 조건 충족처럼 현재 지표로 확인되는 이유가 있어야 한다. 기간이 지난 보유는 승인 후보에 다시 없으면 정리를 우선 고려한다.\n2. 회전 비용: 매도마다 거래세(약 0.2%)와 슬리피지가 든다. 작은 비중 조정(자산의 5%p 미만)은 실행되지 않으니 제안하지 않는다.\n3. 신규 편입은 승인 후보에서만, 확률이 높고 기존 보유와 성격이 겹치지 않는 순서로 한다.\n4. 현금은 정상적인 선택이다. 승인 후보가 약하거나 시장 국면이 하락·고변동이면 현금 비중을 높인다.\n5. 손실 회복만을 이유로 비중을 늘리지 않는다(물타기 금지). 낙폭(drawdown)이 커지면 신규 위험을 줄인다.\n6. 한도(max_positions, max_position, max_exposure)는 완화할 수 없다.\n\n기존 보유의 평가손익, 보유 거래일 수, 최초 판정과 무효화 조건, 이전 계획을 현재 지표와 비교한다.\n목표 비중은 계좌 전체 자산 대비 비중이다. 빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}"}}},{"id":112,"created":"2026-10-20T22:58:28.726061+00:00","status":"completed","settings":{"version":"research-v7","source_hash":"38474597d5ac0c9753192aed811ee37aeb91daf4a66b4336d8296d264aa3941e","revision":{"commit":"80859a72cc4c9a7c96d8620c1feeaeee70bce97f","dirty":true},"start":"2024-04-01","end":"2024-07-03","mode":"rules","kind":"trend","sort":"atr_asc","horizon":10,"candidates":20,"max_calls":100,"min_value":5000000000.0,"initial_cash":1000000,"max_positions":4,"max_position":0.25,"max_exposure":1.0,"rebalance_band":0.05,"fractional":true,"anonymize":true,"cache":true,"commission":0.000186,"cost_model":"krx-sell-tax-v1","sell_tax":[["2021-01-01",0.0023],["2023-01-01",0.002],["2024-01-01",0.0018],["2025-01-01",0.0015],["2026-01-01",0.002]],"slippage":0.001,"discovery_version":"discovery-v5","portfolio_version":"portfolio-v5","memory":false,"memory_mode":"none","notebook_id":null,"purpose":"validation","knowledge_cutoff":"2024-04-01","filters":{},"guidance":"","discovery_prompt":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n\n목표: 각 후보에 대해 evaluation_event의 확률을 추정하고, 실제로 보유할 가치가 있는 소수만 승인한다.\n판단 절차:\n1. 기준률에서 출발한다. market.recent_event_rate.rate는 같은 규칙 적격 종목에서 최근 확정된 같은 사건의 발생률이다.\n   후보 간 차이를 설명할 구체적 근거가 없으면 probability를 기준률 근처(±0.05)에 둔다. 값이 없으면 0.45에서 출발한다.\n2. 비용을 넘어야 한다. 왕복 비용(수수료·매도 거래세·슬리피지)은 약 0.4%다. 기대 수익이 이를 넘을 근거가 있을 때만 승인한다.\n3. 같은 날 후보끼리 비교해 순위를 정한다. 승인은 보통 0~4개이며, 확률이 높은 순서로 편입된다. 모두 약하면 승인하지 않는다.\n4. 위험 요인을 따진다: 단기 급등(return_5, rsi_14_wilder, close_to_sma_5가 큼), 평소 대비 급증한 거래량(volume_ratio_20),\n   큰 일간 변동폭(atr_ratio), 20일 고점과의 거리(distance_high_20), 시장 국면(regime)과 시장 카드.\n5. 서로 비슷한 후보에 같은 확률을 남발하지 않는다. probability는 실제 결과로 보정(Brier·AUC) 평가된다.\n\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고, 이후 지표로 확인 가능한 무효화 조건을 남긴다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio_prompt":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n\n운용 원칙:\n1. 보유 기간: 판정은 holding_horizon_sessions 거래일 보유를 전제로 평가된다. 그 전에 청산하려면\n   최초 판정의 무효화 조건 충족처럼 현재 지표로 확인되는 이유가 있어야 한다. 기간이 지난 보유는 승인 후보에 다시 없으면 정리를 우선 고려한다.\n2. 회전 비용: 매도마다 거래세(약 0.2%)와 슬리피지가 든다. 작은 비중 조정(자산의 5%p 미만)은 실행되지 않으니 제안하지 않는다.\n3. 신규 편입은 승인 후보에서만, 확률이 높고 기존 보유와 성격이 겹치지 않는 순서로 한다.\n4. 현금은 정상적인 선택이다. 승인 후보가 약하거나 시장 국면이 하락·고변동이면 현금 비중을 높인다.\n5. 손실 회복만을 이유로 비중을 늘리지 않는다(물타기 금지). 낙폭(drawdown)이 커지면 신규 위험을 줄인다.\n6. 한도(max_positions, max_position, max_exposure)는 완화할 수 없다.\n\n기존 보유의 평가손익, 보유 거래일 수, 최초 판정과 무효화 조건, 이전 계획을 현재 지표와 비교한다.\n목표 비중은 계좌 전체 자산 대비 비중이다. 빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}","memory_tool_prompt":null,"model":null,"event":"다음 거래일 시가 진입 후 10번째 거래일 종가 청산, 수수료·매도 거래세·편도 슬리피지 10bp 차감 후 수익률 > 0","limitations":["현재 생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","비용: 수수료 편도 0.0186%(토스 0.015%+유관기관), 매도 시 연도별 거래세(2023 0.20%·2024 0.18%·2025 0.15%·2026 0.20%), 슬리피지 편도 10bp(미검증 가정). 상장폐지 종목은 사용자 결정으로 다루지 않습니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","규칙·선별 모드는 신규 편입을 H거래일 보유한 뒤 재선정되지 않으면 청산합니다. 판정 라벨과 체결 경로는 여전히 다를 수 있습니다.","기본은 소수 단위 수량 시뮬레이션입니다. 정수 주식·최소 주문 단위 제약은 라이브 전에 별도 점검해야 합니다.","익명화해도 지표 조합으로 종목을 추정할 여지와 LLM 학습 지식의 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 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생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","비용: 수수료 편도 0.0186%(토스 0.015%+유관기관), 매도 시 연도별 거래세(2023 0.20%·2024 0.18%·2025 0.15%·2026 0.20%), 슬리피지 편도 10bp(미검증 가정). 상장폐지 종목은 사용자 결정으로 다루지 않습니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","규칙·선별 모드는 신규 편입을 H거래일 보유한 뒤 재선정되지 않으면 청산합니다. 판정 라벨과 체결 경로는 여전히 다를 수 있습니다.","기본은 소수 단위 수량 시뮬레이션입니다. 정수 주식·최소 주문 단위 제약은 라이브 전에 별도 점검해야 합니다.","익명화해도 지표 조합으로 종목을 추정할 여지와 LLM 학습 지식의 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 아닙니다."],"prompts":{"discovery":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n\n목표: 각 후보에 대해 evaluation_event의 확률을 추정하고, 실제로 보유할 가치가 있는 소수만 승인한다.\n판단 절차:\n1. 기준률에서 출발한다. market.recent_event_rate.rate는 같은 규칙 적격 종목에서 최근 확정된 같은 사건의 발생률이다.\n   후보 간 차이를 설명할 구체적 근거가 없으면 probability를 기준률 근처(±0.05)에 둔다. 값이 없으면 0.45에서 출발한다.\n2. 비용을 넘어야 한다. 왕복 비용(수수료·매도 거래세·슬리피지)은 약 0.4%다. 기대 수익이 이를 넘을 근거가 있을 때만 승인한다.\n3. 같은 날 후보끼리 비교해 순위를 정한다. 승인은 보통 0~4개이며, 확률이 높은 순서로 편입된다. 모두 약하면 승인하지 않는다.\n4. 위험 요인을 따진다: 단기 급등(return_5, rsi_14_wilder, close_to_sma_5가 큼), 평소 대비 급증한 거래량(volume_ratio_20),\n   큰 일간 변동폭(atr_ratio), 20일 고점과의 거리(distance_high_20), 시장 국면(regime)과 시장 카드.\n5. 서로 비슷한 후보에 같은 확률을 남발하지 않는다. probability는 실제 결과로 보정(Brier·AUC) 평가된다.\n\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고, 이후 지표로 확인 가능한 무효화 조건을 남긴다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n\n운용 원칙:\n1. 보유 기간: 판정은 holding_horizon_sessions 거래일 보유를 전제로 평가된다. 그 전에 청산하려면\n   최초 판정의 무효화 조건 충족처럼 현재 지표로 확인되는 이유가 있어야 한다. 기간이 지난 보유는 승인 후보에 다시 없으면 정리를 우선 고려한다.\n2. 회전 비용: 매도마다 거래세(약 0.2%)와 슬리피지가 든다. 작은 비중 조정(자산의 5%p 미만)은 실행되지 않으니 제안하지 않는다.\n3. 신규 편입은 승인 후보에서만, 확률이 높고 기존 보유와 성격이 겹치지 않는 순서로 한다.\n4. 현금은 정상적인 선택이다. 승인 후보가 약하거나 시장 국면이 하락·고변동이면 현금 비중을 높인다.\n5. 손실 회복만을 이유로 비중을 늘리지 않는다(물타기 금지). 낙폭(drawdown)이 커지면 신규 위험을 줄인다.\n6. 한도(max_positions, max_position, max_exposure)는 완화할 수 없다.\n\n기존 보유의 평가손익, 보유 거래일 수, 최초 판정과 무효화 조건, 이전 계획을 현재 지표와 비교한다.\n목표 비중은 계좌 전체 자산 대비 비중이다. 빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}"}}},{"id":111,"created":"2026-10-20T22:58:27.040418+00:00","status":"completed","settings":{"version":"research-v7","source_hash":"38474597d5ac0c9753192aed811ee37aeb91daf4a66b4336d8296d264aa3941e","revision":{"commit":"80859a72cc4c9a7c96d8620c1feeaeee70bce97f","dirty":true},"start":"2023-12-27","end":"2024-03-29","mode":"rules","kind":"trend","sort":"atr_asc","horizon":10,"candidates":20,"max_calls":100,"min_value":5000000000.0,"initial_cash":1000000,"max_positions":4,"max_position":0.25,"max_exposure":1.0,"rebalance_band":0.05,"fractional":true,"anonymize":true,"cache":true,"commission":0.000186,"cost_model":"krx-sell-tax-v1","sell_tax":[["2021-01-01",0.0023],["2023-01-01",0.002],["2024-01-01",0.0018],["2025-01-01",0.0015],["2026-01-01",0.002]],"slippage":0.001,"discovery_version":"discovery-v5","portfolio_version":"portfolio-v5","memory":false,"memory_mode":"none","notebook_id":null,"purpose":"validation","knowledge_cutoff":"2023-12-27","filters":{},"guidance":"","discovery_prompt":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n\n목표: 각 후보에 대해 evaluation_event의 확률을 추정하고, 실제로 보유할 가치가 있는 소수만 승인한다.\n판단 절차:\n1. 기준률에서 출발한다. market.recent_event_rate.rate는 같은 규칙 적격 종목에서 최근 확정된 같은 사건의 발생률이다.\n   후보 간 차이를 설명할 구체적 근거가 없으면 probability를 기준률 근처(±0.05)에 둔다. 값이 없으면 0.45에서 출발한다.\n2. 비용을 넘어야 한다. 왕복 비용(수수료·매도 거래세·슬리피지)은 약 0.4%다. 기대 수익이 이를 넘을 근거가 있을 때만 승인한다.\n3. 같은 날 후보끼리 비교해 순위를 정한다. 승인은 보통 0~4개이며, 확률이 높은 순서로 편입된다. 모두 약하면 승인하지 않는다.\n4. 위험 요인을 따진다: 단기 급등(return_5, rsi_14_wilder, close_to_sma_5가 큼), 평소 대비 급증한 거래량(volume_ratio_20),\n   큰 일간 변동폭(atr_ratio), 20일 고점과의 거리(distance_high_20), 시장 국면(regime)과 시장 카드.\n5. 서로 비슷한 후보에 같은 확률을 남발하지 않는다. probability는 실제 결과로 보정(Brier·AUC) 평가된다.\n\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고, 이후 지표로 확인 가능한 무효화 조건을 남긴다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio_prompt":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n\n운용 원칙:\n1. 보유 기간: 판정은 holding_horizon_sessions 거래일 보유를 전제로 평가된다. 그 전에 청산하려면\n   최초 판정의 무효화 조건 충족처럼 현재 지표로 확인되는 이유가 있어야 한다. 기간이 지난 보유는 승인 후보에 다시 없으면 정리를 우선 고려한다.\n2. 회전 비용: 매도마다 거래세(약 0.2%)와 슬리피지가 든다. 작은 비중 조정(자산의 5%p 미만)은 실행되지 않으니 제안하지 않는다.\n3. 신규 편입은 승인 후보에서만, 확률이 높고 기존 보유와 성격이 겹치지 않는 순서로 한다.\n4. 현금은 정상적인 선택이다. 승인 후보가 약하거나 시장 국면이 하락·고변동이면 현금 비중을 높인다.\n5. 손실 회복만을 이유로 비중을 늘리지 않는다(물타기 금지). 낙폭(drawdown)이 커지면 신규 위험을 줄인다.\n6. 한도(max_positions, max_position, max_exposure)는 완화할 수 없다.\n\n기존 보유의 평가손익, 보유 거래일 수, 최초 판정과 무효화 조건, 이전 계획을 현재 지표와 비교한다.\n목표 비중은 계좌 전체 자산 대비 비중이다. 빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}","memory_tool_prompt":null,"model":null,"event":"다음 거래일 시가 진입 후 10번째 거래일 종가 청산, 수수료·매도 거래세·편도 슬리피지 10bp 차감 후 수익률 > 0","limitations":["현재 생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","비용: 수수료 편도 0.0186%(토스 0.015%+유관기관), 매도 시 연도별 거래세(2023 0.20%·2024 0.18%·2025 0.15%·2026 0.20%), 슬리피지 편도 10bp(미검증 가정). 상장폐지 종목은 사용자 결정으로 다루지 않습니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","규칙·선별 모드는 신규 편입을 H거래일 보유한 뒤 재선정되지 않으면 청산합니다. 판정 라벨과 체결 경로는 여전히 다를 수 있습니다.","기본은 소수 단위 수량 시뮬레이션입니다. 정수 주식·최소 주문 단위 제약은 라이브 전에 별도 점검해야 합니다.","익명화해도 지표 조합으로 종목을 추정할 여지와 LLM 학습 지식의 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 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생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","비용: 수수료 편도 0.0186%(토스 0.015%+유관기관), 매도 시 연도별 거래세(2023 0.20%·2024 0.18%·2025 0.15%·2026 0.20%), 슬리피지 편도 10bp(미검증 가정). 상장폐지 종목은 사용자 결정으로 다루지 않습니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","규칙·선별 모드는 신규 편입을 H거래일 보유한 뒤 재선정되지 않으면 청산합니다. 판정 라벨과 체결 경로는 여전히 다를 수 있습니다.","기본은 소수 단위 수량 시뮬레이션입니다. 정수 주식·최소 주문 단위 제약은 라이브 전에 별도 점검해야 합니다.","익명화해도 지표 조합으로 종목을 추정할 여지와 LLM 학습 지식의 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 아닙니다."],"prompts":{"discovery":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n\n목표: 각 후보에 대해 evaluation_event의 확률을 추정하고, 실제로 보유할 가치가 있는 소수만 승인한다.\n판단 절차:\n1. 기준률에서 출발한다. market.recent_event_rate.rate는 같은 규칙 적격 종목에서 최근 확정된 같은 사건의 발생률이다.\n   후보 간 차이를 설명할 구체적 근거가 없으면 probability를 기준률 근처(±0.05)에 둔다. 값이 없으면 0.45에서 출발한다.\n2. 비용을 넘어야 한다. 왕복 비용(수수료·매도 거래세·슬리피지)은 약 0.4%다. 기대 수익이 이를 넘을 근거가 있을 때만 승인한다.\n3. 같은 날 후보끼리 비교해 순위를 정한다. 승인은 보통 0~4개이며, 확률이 높은 순서로 편입된다. 모두 약하면 승인하지 않는다.\n4. 위험 요인을 따진다: 단기 급등(return_5, rsi_14_wilder, close_to_sma_5가 큼), 평소 대비 급증한 거래량(volume_ratio_20),\n   큰 일간 변동폭(atr_ratio), 20일 고점과의 거리(distance_high_20), 시장 국면(regime)과 시장 카드.\n5. 서로 비슷한 후보에 같은 확률을 남발하지 않는다. probability는 실제 결과로 보정(Brier·AUC) 평가된다.\n\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고, 이후 지표로 확인 가능한 무효화 조건을 남긴다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n\n운용 원칙:\n1. 보유 기간: 판정은 holding_horizon_sessions 거래일 보유를 전제로 평가된다. 그 전에 청산하려면\n   최초 판정의 무효화 조건 충족처럼 현재 지표로 확인되는 이유가 있어야 한다. 기간이 지난 보유는 승인 후보에 다시 없으면 정리를 우선 고려한다.\n2. 회전 비용: 매도마다 거래세(약 0.2%)와 슬리피지가 든다. 작은 비중 조정(자산의 5%p 미만)은 실행되지 않으니 제안하지 않는다.\n3. 신규 편입은 승인 후보에서만, 확률이 높고 기존 보유와 성격이 겹치지 않는 순서로 한다.\n4. 현금은 정상적인 선택이다. 승인 후보가 약하거나 시장 국면이 하락·고변동이면 현금 비중을 높인다.\n5. 손실 회복만을 이유로 비중을 늘리지 않는다(물타기 금지). 낙폭(drawdown)이 커지면 신규 위험을 줄인다.\n6. 한도(max_positions, max_position, max_exposure)는 완화할 수 없다.\n\n기존 보유의 평가손익, 보유 거래일 수, 최초 판정과 무효화 조건, 이전 계획을 현재 지표와 비교한다.\n목표 비중은 계좌 전체 자산 대비 비중이다. 빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}"}}},{"id":110,"created":"2026-10-20T22:58:25.343964+00:00","status":"completed","settings":{"version":"research-v7","source_hash":"38474597d5ac0c9753192aed811ee37aeb91daf4a66b4336d8296d264aa3941e","revision":{"commit":"80859a72cc4c9a7c96d8620c1feeaeee70bce97f","dirty":true},"start":"2023-09-21","end":"2023-12-26","mode":"rules","kind":"trend","sort":"atr_asc","horizon":10,"candidates":20,"max_calls":100,"min_value":5000000000.0,"initial_cash":1000000,"max_positions":4,"max_position":0.25,"max_exposure":1.0,"rebalance_band":0.05,"fractional":true,"anonymize":true,"cache":true,"commission":0.000186,"cost_model":"krx-sell-tax-v1","sell_tax":[["2021-01-01",0.0023],["2023-01-01",0.002],["2024-01-01",0.0018],["2025-01-01",0.0015],["2026-01-01",0.002]],"slippage":0.001,"discovery_version":"discovery-v5","portfolio_version":"portfolio-v5","memory":false,"memory_mode":"none","notebook_id":null,"purpose":"validation","knowledge_cutoff":"2023-09-21","filters":{},"guidance":"","discovery_prompt":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n\n목표: 각 후보에 대해 evaluation_event의 확률을 추정하고, 실제로 보유할 가치가 있는 소수만 승인한다.\n판단 절차:\n1. 기준률에서 출발한다. market.recent_event_rate.rate는 같은 규칙 적격 종목에서 최근 확정된 같은 사건의 발생률이다.\n   후보 간 차이를 설명할 구체적 근거가 없으면 probability를 기준률 근처(±0.05)에 둔다. 값이 없으면 0.45에서 출발한다.\n2. 비용을 넘어야 한다. 왕복 비용(수수료·매도 거래세·슬리피지)은 약 0.4%다. 기대 수익이 이를 넘을 근거가 있을 때만 승인한다.\n3. 같은 날 후보끼리 비교해 순위를 정한다. 승인은 보통 0~4개이며, 확률이 높은 순서로 편입된다. 모두 약하면 승인하지 않는다.\n4. 위험 요인을 따진다: 단기 급등(return_5, rsi_14_wilder, close_to_sma_5가 큼), 평소 대비 급증한 거래량(volume_ratio_20),\n   큰 일간 변동폭(atr_ratio), 20일 고점과의 거리(distance_high_20), 시장 국면(regime)과 시장 카드.\n5. 서로 비슷한 후보에 같은 확률을 남발하지 않는다. probability는 실제 결과로 보정(Brier·AUC) 평가된다.\n\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고, 이후 지표로 확인 가능한 무효화 조건을 남긴다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio_prompt":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n\n운용 원칙:\n1. 보유 기간: 판정은 holding_horizon_sessions 거래일 보유를 전제로 평가된다. 그 전에 청산하려면\n   최초 판정의 무효화 조건 충족처럼 현재 지표로 확인되는 이유가 있어야 한다. 기간이 지난 보유는 승인 후보에 다시 없으면 정리를 우선 고려한다.\n2. 회전 비용: 매도마다 거래세(약 0.2%)와 슬리피지가 든다. 작은 비중 조정(자산의 5%p 미만)은 실행되지 않으니 제안하지 않는다.\n3. 신규 편입은 승인 후보에서만, 확률이 높고 기존 보유와 성격이 겹치지 않는 순서로 한다.\n4. 현금은 정상적인 선택이다. 승인 후보가 약하거나 시장 국면이 하락·고변동이면 현금 비중을 높인다.\n5. 손실 회복만을 이유로 비중을 늘리지 않는다(물타기 금지). 낙폭(drawdown)이 커지면 신규 위험을 줄인다.\n6. 한도(max_positions, max_position, max_exposure)는 완화할 수 없다.\n\n기존 보유의 평가손익, 보유 거래일 수, 최초 판정과 무효화 조건, 이전 계획을 현재 지표와 비교한다.\n목표 비중은 계좌 전체 자산 대비 비중이다. 빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}","memory_tool_prompt":null,"model":null,"event":"다음 거래일 시가 진입 후 10번째 거래일 종가 청산, 수수료·매도 거래세·편도 슬리피지 10bp 차감 후 수익률 > 0","limitations":["현재 생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","비용: 수수료 편도 0.0186%(토스 0.015%+유관기관), 매도 시 연도별 거래세(2023 0.20%·2024 0.18%·2025 0.15%·2026 0.20%), 슬리피지 편도 10bp(미검증 가정). 상장폐지 종목은 사용자 결정으로 다루지 않습니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","규칙·선별 모드는 신규 편입을 H거래일 보유한 뒤 재선정되지 않으면 청산합니다. 판정 라벨과 체결 경로는 여전히 다를 수 있습니다.","기본은 소수 단위 수량 시뮬레이션입니다. 정수 주식·최소 주문 단위 제약은 라이브 전에 별도 점검해야 합니다.","익명화해도 지표 조합으로 종목을 추정할 여지와 LLM 학습 지식의 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 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생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","비용: 수수료 편도 0.0186%(토스 0.015%+유관기관), 매도 시 연도별 거래세(2023 0.20%·2024 0.18%·2025 0.15%·2026 0.20%), 슬리피지 편도 10bp(미검증 가정). 상장폐지 종목은 사용자 결정으로 다루지 않습니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","규칙·선별 모드는 신규 편입을 H거래일 보유한 뒤 재선정되지 않으면 청산합니다. 판정 라벨과 체결 경로는 여전히 다를 수 있습니다.","기본은 소수 단위 수량 시뮬레이션입니다. 정수 주식·최소 주문 단위 제약은 라이브 전에 별도 점검해야 합니다.","익명화해도 지표 조합으로 종목을 추정할 여지와 LLM 학습 지식의 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 아닙니다."],"prompts":{"discovery":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n\n목표: 각 후보에 대해 evaluation_event의 확률을 추정하고, 실제로 보유할 가치가 있는 소수만 승인한다.\n판단 절차:\n1. 기준률에서 출발한다. market.recent_event_rate.rate는 같은 규칙 적격 종목에서 최근 확정된 같은 사건의 발생률이다.\n   후보 간 차이를 설명할 구체적 근거가 없으면 probability를 기준률 근처(±0.05)에 둔다. 값이 없으면 0.45에서 출발한다.\n2. 비용을 넘어야 한다. 왕복 비용(수수료·매도 거래세·슬리피지)은 약 0.4%다. 기대 수익이 이를 넘을 근거가 있을 때만 승인한다.\n3. 같은 날 후보끼리 비교해 순위를 정한다. 승인은 보통 0~4개이며, 확률이 높은 순서로 편입된다. 모두 약하면 승인하지 않는다.\n4. 위험 요인을 따진다: 단기 급등(return_5, rsi_14_wilder, close_to_sma_5가 큼), 평소 대비 급증한 거래량(volume_ratio_20),\n   큰 일간 변동폭(atr_ratio), 20일 고점과의 거리(distance_high_20), 시장 국면(regime)과 시장 카드.\n5. 서로 비슷한 후보에 같은 확률을 남발하지 않는다. probability는 실제 결과로 보정(Brier·AUC) 평가된다.\n\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고, 이후 지표로 확인 가능한 무효화 조건을 남긴다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n\n운용 원칙:\n1. 보유 기간: 판정은 holding_horizon_sessions 거래일 보유를 전제로 평가된다. 그 전에 청산하려면\n   최초 판정의 무효화 조건 충족처럼 현재 지표로 확인되는 이유가 있어야 한다. 기간이 지난 보유는 승인 후보에 다시 없으면 정리를 우선 고려한다.\n2. 회전 비용: 매도마다 거래세(약 0.2%)와 슬리피지가 든다. 작은 비중 조정(자산의 5%p 미만)은 실행되지 않으니 제안하지 않는다.\n3. 신규 편입은 승인 후보에서만, 확률이 높고 기존 보유와 성격이 겹치지 않는 순서로 한다.\n4. 현금은 정상적인 선택이다. 승인 후보가 약하거나 시장 국면이 하락·고변동이면 현금 비중을 높인다.\n5. 손실 회복만을 이유로 비중을 늘리지 않는다(물타기 금지). 낙폭(drawdown)이 커지면 신규 위험을 줄인다.\n6. 한도(max_positions, max_position, max_exposure)는 완화할 수 없다.\n\n기존 보유의 평가손익, 보유 거래일 수, 최초 판정과 무효화 조건, 이전 계획을 현재 지표와 비교한다.\n목표 비중은 계좌 전체 자산 대비 비중이다. 빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}"}}},{"id":109,"created":"2026-10-20T22:58:23.675006+00:00","status":"completed","settings":{"version":"research-v7","source_hash":"38474597d5ac0c9753192aed811ee37aeb91daf4a66b4336d8296d264aa3941e","revision":{"commit":"80859a72cc4c9a7c96d8620c1feeaeee70bce97f","dirty":true},"start":"2023-06-23","end":"2023-09-20","mode":"rules","kind":"trend","sort":"atr_asc","horizon":10,"candidates":20,"max_calls":100,"min_value":5000000000.0,"initial_cash":1000000,"max_positions":4,"max_position":0.25,"max_exposure":1.0,"rebalance_band":0.05,"fractional":true,"anonymize":true,"cache":true,"commission":0.000186,"cost_model":"krx-sell-tax-v1","sell_tax":[["2021-01-01",0.0023],["2023-01-01",0.002],["2024-01-01",0.0018],["2025-01-01",0.0015],["2026-01-01",0.002]],"slippage":0.001,"discovery_version":"discovery-v5","portfolio_version":"portfolio-v5","memory":false,"memory_mode":"none","notebook_id":null,"purpose":"validation","knowledge_cutoff":"2023-06-23","filters":{},"guidance":"","discovery_prompt":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n\n목표: 각 후보에 대해 evaluation_event의 확률을 추정하고, 실제로 보유할 가치가 있는 소수만 승인한다.\n판단 절차:\n1. 기준률에서 출발한다. market.recent_event_rate.rate는 같은 규칙 적격 종목에서 최근 확정된 같은 사건의 발생률이다.\n   후보 간 차이를 설명할 구체적 근거가 없으면 probability를 기준률 근처(±0.05)에 둔다. 값이 없으면 0.45에서 출발한다.\n2. 비용을 넘어야 한다. 왕복 비용(수수료·매도 거래세·슬리피지)은 약 0.4%다. 기대 수익이 이를 넘을 근거가 있을 때만 승인한다.\n3. 같은 날 후보끼리 비교해 순위를 정한다. 승인은 보통 0~4개이며, 확률이 높은 순서로 편입된다. 모두 약하면 승인하지 않는다.\n4. 위험 요인을 따진다: 단기 급등(return_5, rsi_14_wilder, close_to_sma_5가 큼), 평소 대비 급증한 거래량(volume_ratio_20),\n   큰 일간 변동폭(atr_ratio), 20일 고점과의 거리(distance_high_20), 시장 국면(regime)과 시장 카드.\n5. 서로 비슷한 후보에 같은 확률을 남발하지 않는다. probability는 실제 결과로 보정(Brier·AUC) 평가된다.\n\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고, 이후 지표로 확인 가능한 무효화 조건을 남긴다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio_prompt":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n\n운용 원칙:\n1. 보유 기간: 판정은 holding_horizon_sessions 거래일 보유를 전제로 평가된다. 그 전에 청산하려면\n   최초 판정의 무효화 조건 충족처럼 현재 지표로 확인되는 이유가 있어야 한다. 기간이 지난 보유는 승인 후보에 다시 없으면 정리를 우선 고려한다.\n2. 회전 비용: 매도마다 거래세(약 0.2%)와 슬리피지가 든다. 작은 비중 조정(자산의 5%p 미만)은 실행되지 않으니 제안하지 않는다.\n3. 신규 편입은 승인 후보에서만, 확률이 높고 기존 보유와 성격이 겹치지 않는 순서로 한다.\n4. 현금은 정상적인 선택이다. 승인 후보가 약하거나 시장 국면이 하락·고변동이면 현금 비중을 높인다.\n5. 손실 회복만을 이유로 비중을 늘리지 않는다(물타기 금지). 낙폭(drawdown)이 커지면 신규 위험을 줄인다.\n6. 한도(max_positions, max_position, max_exposure)는 완화할 수 없다.\n\n기존 보유의 평가손익, 보유 거래일 수, 최초 판정과 무효화 조건, 이전 계획을 현재 지표와 비교한다.\n목표 비중은 계좌 전체 자산 대비 비중이다. 빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}","memory_tool_prompt":null,"model":null,"event":"다음 거래일 시가 진입 후 10번째 거래일 종가 청산, 수수료·매도 거래세·편도 슬리피지 10bp 차감 후 수익률 > 0","limitations":["현재 생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","비용: 수수료 편도 0.0186%(토스 0.015%+유관기관), 매도 시 연도별 거래세(2023 0.20%·2024 0.18%·2025 0.15%·2026 0.20%), 슬리피지 편도 10bp(미검증 가정). 상장폐지 종목은 사용자 결정으로 다루지 않습니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","규칙·선별 모드는 신규 편입을 H거래일 보유한 뒤 재선정되지 않으면 청산합니다. 판정 라벨과 체결 경로는 여전히 다를 수 있습니다.","기본은 소수 단위 수량 시뮬레이션입니다. 정수 주식·최소 주문 단위 제약은 라이브 전에 별도 점검해야 합니다.","익명화해도 지표 조합으로 종목을 추정할 여지와 LLM 학습 지식의 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 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생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","비용: 수수료 편도 0.0186%(토스 0.015%+유관기관), 매도 시 연도별 거래세(2023 0.20%·2024 0.18%·2025 0.15%·2026 0.20%), 슬리피지 편도 10bp(미검증 가정). 상장폐지 종목은 사용자 결정으로 다루지 않습니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","규칙·선별 모드는 신규 편입을 H거래일 보유한 뒤 재선정되지 않으면 청산합니다. 판정 라벨과 체결 경로는 여전히 다를 수 있습니다.","기본은 소수 단위 수량 시뮬레이션입니다. 정수 주식·최소 주문 단위 제약은 라이브 전에 별도 점검해야 합니다.","익명화해도 지표 조합으로 종목을 추정할 여지와 LLM 학습 지식의 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 아닙니다."],"prompts":{"discovery":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n\n목표: 각 후보에 대해 evaluation_event의 확률을 추정하고, 실제로 보유할 가치가 있는 소수만 승인한다.\n판단 절차:\n1. 기준률에서 출발한다. market.recent_event_rate.rate는 같은 규칙 적격 종목에서 최근 확정된 같은 사건의 발생률이다.\n   후보 간 차이를 설명할 구체적 근거가 없으면 probability를 기준률 근처(±0.05)에 둔다. 값이 없으면 0.45에서 출발한다.\n2. 비용을 넘어야 한다. 왕복 비용(수수료·매도 거래세·슬리피지)은 약 0.4%다. 기대 수익이 이를 넘을 근거가 있을 때만 승인한다.\n3. 같은 날 후보끼리 비교해 순위를 정한다. 승인은 보통 0~4개이며, 확률이 높은 순서로 편입된다. 모두 약하면 승인하지 않는다.\n4. 위험 요인을 따진다: 단기 급등(return_5, rsi_14_wilder, close_to_sma_5가 큼), 평소 대비 급증한 거래량(volume_ratio_20),\n   큰 일간 변동폭(atr_ratio), 20일 고점과의 거리(distance_high_20), 시장 국면(regime)과 시장 카드.\n5. 서로 비슷한 후보에 같은 확률을 남발하지 않는다. probability는 실제 결과로 보정(Brier·AUC) 평가된다.\n\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고, 이후 지표로 확인 가능한 무효화 조건을 남긴다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n\n운용 원칙:\n1. 보유 기간: 판정은 holding_horizon_sessions 거래일 보유를 전제로 평가된다. 그 전에 청산하려면\n   최초 판정의 무효화 조건 충족처럼 현재 지표로 확인되는 이유가 있어야 한다. 기간이 지난 보유는 승인 후보에 다시 없으면 정리를 우선 고려한다.\n2. 회전 비용: 매도마다 거래세(약 0.2%)와 슬리피지가 든다. 작은 비중 조정(자산의 5%p 미만)은 실행되지 않으니 제안하지 않는다.\n3. 신규 편입은 승인 후보에서만, 확률이 높고 기존 보유와 성격이 겹치지 않는 순서로 한다.\n4. 현금은 정상적인 선택이다. 승인 후보가 약하거나 시장 국면이 하락·고변동이면 현금 비중을 높인다.\n5. 손실 회복만을 이유로 비중을 늘리지 않는다(물타기 금지). 낙폭(drawdown)이 커지면 신규 위험을 줄인다.\n6. 한도(max_positions, max_position, max_exposure)는 완화할 수 없다.\n\n기존 보유의 평가손익, 보유 거래일 수, 최초 판정과 무효화 조건, 이전 계획을 현재 지표와 비교한다.\n목표 비중은 계좌 전체 자산 대비 비중이다. 빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}"}}},{"id":108,"created":"2026-10-20T22:58:22.030680+00:00","status":"completed","settings":{"version":"research-v7","source_hash":"38474597d5ac0c9753192aed811ee37aeb91daf4a66b4336d8296d264aa3941e","revision":{"commit":"80859a72cc4c9a7c96d8620c1feeaeee70bce97f","dirty":true},"start":"2023-03-22","end":"2023-06-22","mode":"rules","kind":"trend","sort":"atr_asc","horizon":10,"candidates":20,"max_calls":100,"min_value":5000000000.0,"initial_cash":1000000,"max_positions":4,"max_position":0.25,"max_exposure":1.0,"rebalance_band":0.05,"fractional":true,"anonymize":true,"cache":true,"commission":0.000186,"cost_model":"krx-sell-tax-v1","sell_tax":[["2021-01-01",0.0023],["2023-01-01",0.002],["2024-01-01",0.0018],["2025-01-01",0.0015],["2026-01-01",0.002]],"slippage":0.001,"discovery_version":"discovery-v5","portfolio_version":"portfolio-v5","memory":false,"memory_mode":"none","notebook_id":null,"purpose":"validation","knowledge_cutoff":"2023-03-22","filters":{},"guidance":"","discovery_prompt":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n\n목표: 각 후보에 대해 evaluation_event의 확률을 추정하고, 실제로 보유할 가치가 있는 소수만 승인한다.\n판단 절차:\n1. 기준률에서 출발한다. market.recent_event_rate.rate는 같은 규칙 적격 종목에서 최근 확정된 같은 사건의 발생률이다.\n   후보 간 차이를 설명할 구체적 근거가 없으면 probability를 기준률 근처(±0.05)에 둔다. 값이 없으면 0.45에서 출발한다.\n2. 비용을 넘어야 한다. 왕복 비용(수수료·매도 거래세·슬리피지)은 약 0.4%다. 기대 수익이 이를 넘을 근거가 있을 때만 승인한다.\n3. 같은 날 후보끼리 비교해 순위를 정한다. 승인은 보통 0~4개이며, 확률이 높은 순서로 편입된다. 모두 약하면 승인하지 않는다.\n4. 위험 요인을 따진다: 단기 급등(return_5, rsi_14_wilder, close_to_sma_5가 큼), 평소 대비 급증한 거래량(volume_ratio_20),\n   큰 일간 변동폭(atr_ratio), 20일 고점과의 거리(distance_high_20), 시장 국면(regime)과 시장 카드.\n5. 서로 비슷한 후보에 같은 확률을 남발하지 않는다. probability는 실제 결과로 보정(Brier·AUC) 평가된다.\n\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고, 이후 지표로 확인 가능한 무효화 조건을 남긴다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio_prompt":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n\n운용 원칙:\n1. 보유 기간: 판정은 holding_horizon_sessions 거래일 보유를 전제로 평가된다. 그 전에 청산하려면\n   최초 판정의 무효화 조건 충족처럼 현재 지표로 확인되는 이유가 있어야 한다. 기간이 지난 보유는 승인 후보에 다시 없으면 정리를 우선 고려한다.\n2. 회전 비용: 매도마다 거래세(약 0.2%)와 슬리피지가 든다. 작은 비중 조정(자산의 5%p 미만)은 실행되지 않으니 제안하지 않는다.\n3. 신규 편입은 승인 후보에서만, 확률이 높고 기존 보유와 성격이 겹치지 않는 순서로 한다.\n4. 현금은 정상적인 선택이다. 승인 후보가 약하거나 시장 국면이 하락·고변동이면 현금 비중을 높인다.\n5. 손실 회복만을 이유로 비중을 늘리지 않는다(물타기 금지). 낙폭(drawdown)이 커지면 신규 위험을 줄인다.\n6. 한도(max_positions, max_position, max_exposure)는 완화할 수 없다.\n\n기존 보유의 평가손익, 보유 거래일 수, 최초 판정과 무효화 조건, 이전 계획을 현재 지표와 비교한다.\n목표 비중은 계좌 전체 자산 대비 비중이다. 빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}","memory_tool_prompt":null,"model":null,"event":"다음 거래일 시가 진입 후 10번째 거래일 종가 청산, 수수료·매도 거래세·편도 슬리피지 10bp 차감 후 수익률 > 0","limitations":["현재 생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","비용: 수수료 편도 0.0186%(토스 0.015%+유관기관), 매도 시 연도별 거래세(2023 0.20%·2024 0.18%·2025 0.15%·2026 0.20%), 슬리피지 편도 10bp(미검증 가정). 상장폐지 종목은 사용자 결정으로 다루지 않습니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","규칙·선별 모드는 신규 편입을 H거래일 보유한 뒤 재선정되지 않으면 청산합니다. 판정 라벨과 체결 경로는 여전히 다를 수 있습니다.","기본은 소수 단위 수량 시뮬레이션입니다. 정수 주식·최소 주문 단위 제약은 라이브 전에 별도 점검해야 합니다.","익명화해도 지표 조합으로 종목을 추정할 여지와 LLM 학습 지식의 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 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생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","비용: 수수료 편도 0.0186%(토스 0.015%+유관기관), 매도 시 연도별 거래세(2023 0.20%·2024 0.18%·2025 0.15%·2026 0.20%), 슬리피지 편도 10bp(미검증 가정). 상장폐지 종목은 사용자 결정으로 다루지 않습니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","규칙·선별 모드는 신규 편입을 H거래일 보유한 뒤 재선정되지 않으면 청산합니다. 판정 라벨과 체결 경로는 여전히 다를 수 있습니다.","기본은 소수 단위 수량 시뮬레이션입니다. 정수 주식·최소 주문 단위 제약은 라이브 전에 별도 점검해야 합니다.","익명화해도 지표 조합으로 종목을 추정할 여지와 LLM 학습 지식의 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 아닙니다."],"prompts":{"discovery":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n\n목표: 각 후보에 대해 evaluation_event의 확률을 추정하고, 실제로 보유할 가치가 있는 소수만 승인한다.\n판단 절차:\n1. 기준률에서 출발한다. market.recent_event_rate.rate는 같은 규칙 적격 종목에서 최근 확정된 같은 사건의 발생률이다.\n   후보 간 차이를 설명할 구체적 근거가 없으면 probability를 기준률 근처(±0.05)에 둔다. 값이 없으면 0.45에서 출발한다.\n2. 비용을 넘어야 한다. 왕복 비용(수수료·매도 거래세·슬리피지)은 약 0.4%다. 기대 수익이 이를 넘을 근거가 있을 때만 승인한다.\n3. 같은 날 후보끼리 비교해 순위를 정한다. 승인은 보통 0~4개이며, 확률이 높은 순서로 편입된다. 모두 약하면 승인하지 않는다.\n4. 위험 요인을 따진다: 단기 급등(return_5, rsi_14_wilder, close_to_sma_5가 큼), 평소 대비 급증한 거래량(volume_ratio_20),\n   큰 일간 변동폭(atr_ratio), 20일 고점과의 거리(distance_high_20), 시장 국면(regime)과 시장 카드.\n5. 서로 비슷한 후보에 같은 확률을 남발하지 않는다. probability는 실제 결과로 보정(Brier·AUC) 평가된다.\n\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고, 이후 지표로 확인 가능한 무효화 조건을 남긴다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n\n운용 원칙:\n1. 보유 기간: 판정은 holding_horizon_sessions 거래일 보유를 전제로 평가된다. 그 전에 청산하려면\n   최초 판정의 무효화 조건 충족처럼 현재 지표로 확인되는 이유가 있어야 한다. 기간이 지난 보유는 승인 후보에 다시 없으면 정리를 우선 고려한다.\n2. 회전 비용: 매도마다 거래세(약 0.2%)와 슬리피지가 든다. 작은 비중 조정(자산의 5%p 미만)은 실행되지 않으니 제안하지 않는다.\n3. 신규 편입은 승인 후보에서만, 확률이 높고 기존 보유와 성격이 겹치지 않는 순서로 한다.\n4. 현금은 정상적인 선택이다. 승인 후보가 약하거나 시장 국면이 하락·고변동이면 현금 비중을 높인다.\n5. 손실 회복만을 이유로 비중을 늘리지 않는다(물타기 금지). 낙폭(drawdown)이 커지면 신규 위험을 줄인다.\n6. 한도(max_positions, max_position, max_exposure)는 완화할 수 없다.\n\n기존 보유의 평가손익, 보유 거래일 수, 최초 판정과 무효화 조건, 이전 계획을 현재 지표와 비교한다.\n목표 비중은 계좌 전체 자산 대비 비중이다. 빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}"}}},{"id":107,"created":"2026-10-20T22:58:20.393423+00:00","status":"completed","settings":{"version":"research-v7","source_hash":"38474597d5ac0c9753192aed811ee37aeb91daf4a66b4336d8296d264aa3941e","revision":{"commit":"80859a72cc4c9a7c96d8620c1feeaeee70bce97f","dirty":true},"start":"2022-12-19","end":"2023-03-21","mode":"rules","kind":"trend","sort":"atr_asc","horizon":10,"candidates":20,"max_calls":100,"min_value":5000000000.0,"initial_cash":1000000,"max_positions":4,"max_position":0.25,"max_exposure":1.0,"rebalance_band":0.05,"fractional":true,"anonymize":true,"cache":true,"commission":0.000186,"cost_model":"krx-sell-tax-v1","sell_tax":[["2021-01-01",0.0023],["2023-01-01",0.002],["2024-01-01",0.0018],["2025-01-01",0.0015],["2026-01-01",0.002]],"slippage":0.001,"discovery_version":"discovery-v5","portfolio_version":"portfolio-v5","memory":false,"memory_mode":"none","notebook_id":null,"purpose":"validation","knowledge_cutoff":"2022-12-19","filters":{},"guidance":"","discovery_prompt":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n\n목표: 각 후보에 대해 evaluation_event의 확률을 추정하고, 실제로 보유할 가치가 있는 소수만 승인한다.\n판단 절차:\n1. 기준률에서 출발한다. market.recent_event_rate.rate는 같은 규칙 적격 종목에서 최근 확정된 같은 사건의 발생률이다.\n   후보 간 차이를 설명할 구체적 근거가 없으면 probability를 기준률 근처(±0.05)에 둔다. 값이 없으면 0.45에서 출발한다.\n2. 비용을 넘어야 한다. 왕복 비용(수수료·매도 거래세·슬리피지)은 약 0.4%다. 기대 수익이 이를 넘을 근거가 있을 때만 승인한다.\n3. 같은 날 후보끼리 비교해 순위를 정한다. 승인은 보통 0~4개이며, 확률이 높은 순서로 편입된다. 모두 약하면 승인하지 않는다.\n4. 위험 요인을 따진다: 단기 급등(return_5, rsi_14_wilder, close_to_sma_5가 큼), 평소 대비 급증한 거래량(volume_ratio_20),\n   큰 일간 변동폭(atr_ratio), 20일 고점과의 거리(distance_high_20), 시장 국면(regime)과 시장 카드.\n5. 서로 비슷한 후보에 같은 확률을 남발하지 않는다. probability는 실제 결과로 보정(Brier·AUC) 평가된다.\n\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고, 이후 지표로 확인 가능한 무효화 조건을 남긴다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio_prompt":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n\n운용 원칙:\n1. 보유 기간: 판정은 holding_horizon_sessions 거래일 보유를 전제로 평가된다. 그 전에 청산하려면\n   최초 판정의 무효화 조건 충족처럼 현재 지표로 확인되는 이유가 있어야 한다. 기간이 지난 보유는 승인 후보에 다시 없으면 정리를 우선 고려한다.\n2. 회전 비용: 매도마다 거래세(약 0.2%)와 슬리피지가 든다. 작은 비중 조정(자산의 5%p 미만)은 실행되지 않으니 제안하지 않는다.\n3. 신규 편입은 승인 후보에서만, 확률이 높고 기존 보유와 성격이 겹치지 않는 순서로 한다.\n4. 현금은 정상적인 선택이다. 승인 후보가 약하거나 시장 국면이 하락·고변동이면 현금 비중을 높인다.\n5. 손실 회복만을 이유로 비중을 늘리지 않는다(물타기 금지). 낙폭(drawdown)이 커지면 신규 위험을 줄인다.\n6. 한도(max_positions, max_position, max_exposure)는 완화할 수 없다.\n\n기존 보유의 평가손익, 보유 거래일 수, 최초 판정과 무효화 조건, 이전 계획을 현재 지표와 비교한다.\n목표 비중은 계좌 전체 자산 대비 비중이다. 빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}","memory_tool_prompt":null,"model":null,"event":"다음 거래일 시가 진입 후 10번째 거래일 종가 청산, 수수료·매도 거래세·편도 슬리피지 10bp 차감 후 수익률 > 0","limitations":["현재 생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","비용: 수수료 편도 0.0186%(토스 0.015%+유관기관), 매도 시 연도별 거래세(2023 0.20%·2024 0.18%·2025 0.15%·2026 0.20%), 슬리피지 편도 10bp(미검증 가정). 상장폐지 종목은 사용자 결정으로 다루지 않습니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","규칙·선별 모드는 신규 편입을 H거래일 보유한 뒤 재선정되지 않으면 청산합니다. 판정 라벨과 체결 경로는 여전히 다를 수 있습니다.","기본은 소수 단위 수량 시뮬레이션입니다. 정수 주식·최소 주문 단위 제약은 라이브 전에 별도 점검해야 합니다.","익명화해도 지표 조합으로 종목을 추정할 여지와 LLM 학습 지식의 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 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생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","비용: 수수료 편도 0.0186%(토스 0.015%+유관기관), 매도 시 연도별 거래세(2023 0.20%·2024 0.18%·2025 0.15%·2026 0.20%), 슬리피지 편도 10bp(미검증 가정). 상장폐지 종목은 사용자 결정으로 다루지 않습니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","규칙·선별 모드는 신규 편입을 H거래일 보유한 뒤 재선정되지 않으면 청산합니다. 판정 라벨과 체결 경로는 여전히 다를 수 있습니다.","기본은 소수 단위 수량 시뮬레이션입니다. 정수 주식·최소 주문 단위 제약은 라이브 전에 별도 점검해야 합니다.","익명화해도 지표 조합으로 종목을 추정할 여지와 LLM 학습 지식의 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 아닙니다."],"prompts":{"discovery":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n\n목표: 각 후보에 대해 evaluation_event의 확률을 추정하고, 실제로 보유할 가치가 있는 소수만 승인한다.\n판단 절차:\n1. 기준률에서 출발한다. market.recent_event_rate.rate는 같은 규칙 적격 종목에서 최근 확정된 같은 사건의 발생률이다.\n   후보 간 차이를 설명할 구체적 근거가 없으면 probability를 기준률 근처(±0.05)에 둔다. 값이 없으면 0.45에서 출발한다.\n2. 비용을 넘어야 한다. 왕복 비용(수수료·매도 거래세·슬리피지)은 약 0.4%다. 기대 수익이 이를 넘을 근거가 있을 때만 승인한다.\n3. 같은 날 후보끼리 비교해 순위를 정한다. 승인은 보통 0~4개이며, 확률이 높은 순서로 편입된다. 모두 약하면 승인하지 않는다.\n4. 위험 요인을 따진다: 단기 급등(return_5, rsi_14_wilder, close_to_sma_5가 큼), 평소 대비 급증한 거래량(volume_ratio_20),\n   큰 일간 변동폭(atr_ratio), 20일 고점과의 거리(distance_high_20), 시장 국면(regime)과 시장 카드.\n5. 서로 비슷한 후보에 같은 확률을 남발하지 않는다. probability는 실제 결과로 보정(Brier·AUC) 평가된다.\n\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고, 이후 지표로 확인 가능한 무효화 조건을 남긴다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n\n운용 원칙:\n1. 보유 기간: 판정은 holding_horizon_sessions 거래일 보유를 전제로 평가된다. 그 전에 청산하려면\n   최초 판정의 무효화 조건 충족처럼 현재 지표로 확인되는 이유가 있어야 한다. 기간이 지난 보유는 승인 후보에 다시 없으면 정리를 우선 고려한다.\n2. 회전 비용: 매도마다 거래세(약 0.2%)와 슬리피지가 든다. 작은 비중 조정(자산의 5%p 미만)은 실행되지 않으니 제안하지 않는다.\n3. 신규 편입은 승인 후보에서만, 확률이 높고 기존 보유와 성격이 겹치지 않는 순서로 한다.\n4. 현금은 정상적인 선택이다. 승인 후보가 약하거나 시장 국면이 하락·고변동이면 현금 비중을 높인다.\n5. 손실 회복만을 이유로 비중을 늘리지 않는다(물타기 금지). 낙폭(drawdown)이 커지면 신규 위험을 줄인다.\n6. 한도(max_positions, max_position, max_exposure)는 완화할 수 없다.\n\n기존 보유의 평가손익, 보유 거래일 수, 최초 판정과 무효화 조건, 이전 계획을 현재 지표와 비교한다.\n목표 비중은 계좌 전체 자산 대비 비중이다. 빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}"}}},{"id":106,"created":"2026-10-20T22:58:18.739516+00:00","status":"completed","settings":{"version":"research-v7","source_hash":"38474597d5ac0c9753192aed811ee37aeb91daf4a66b4336d8296d264aa3941e","revision":{"commit":"80859a72cc4c9a7c96d8620c1feeaeee70bce97f","dirty":true},"start":"2022-09-19","end":"2022-12-16","mode":"rules","kind":"trend","sort":"atr_asc","horizon":10,"candidates":20,"max_calls":100,"min_value":5000000000.0,"initial_cash":1000000,"max_positions":4,"max_position":0.25,"max_exposure":1.0,"rebalance_band":0.05,"fractional":true,"anonymize":true,"cache":true,"commission":0.000186,"cost_model":"krx-sell-tax-v1","sell_tax":[["2021-01-01",0.0023],["2023-01-01",0.002],["2024-01-01",0.0018],["2025-01-01",0.0015],["2026-01-01",0.002]],"slippage":0.001,"discovery_version":"discovery-v5","portfolio_version":"portfolio-v5","memory":false,"memory_mode":"none","notebook_id":null,"purpose":"validation","knowledge_cutoff":"2022-09-19","filters":{},"guidance":"","discovery_prompt":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n\n목표: 각 후보에 대해 evaluation_event의 확률을 추정하고, 실제로 보유할 가치가 있는 소수만 승인한다.\n판단 절차:\n1. 기준률에서 출발한다. market.recent_event_rate.rate는 같은 규칙 적격 종목에서 최근 확정된 같은 사건의 발생률이다.\n   후보 간 차이를 설명할 구체적 근거가 없으면 probability를 기준률 근처(±0.05)에 둔다. 값이 없으면 0.45에서 출발한다.\n2. 비용을 넘어야 한다. 왕복 비용(수수료·매도 거래세·슬리피지)은 약 0.4%다. 기대 수익이 이를 넘을 근거가 있을 때만 승인한다.\n3. 같은 날 후보끼리 비교해 순위를 정한다. 승인은 보통 0~4개이며, 확률이 높은 순서로 편입된다. 모두 약하면 승인하지 않는다.\n4. 위험 요인을 따진다: 단기 급등(return_5, rsi_14_wilder, close_to_sma_5가 큼), 평소 대비 급증한 거래량(volume_ratio_20),\n   큰 일간 변동폭(atr_ratio), 20일 고점과의 거리(distance_high_20), 시장 국면(regime)과 시장 카드.\n5. 서로 비슷한 후보에 같은 확률을 남발하지 않는다. probability는 실제 결과로 보정(Brier·AUC) 평가된다.\n\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고, 이후 지표로 확인 가능한 무효화 조건을 남긴다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio_prompt":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n\n운용 원칙:\n1. 보유 기간: 판정은 holding_horizon_sessions 거래일 보유를 전제로 평가된다. 그 전에 청산하려면\n   최초 판정의 무효화 조건 충족처럼 현재 지표로 확인되는 이유가 있어야 한다. 기간이 지난 보유는 승인 후보에 다시 없으면 정리를 우선 고려한다.\n2. 회전 비용: 매도마다 거래세(약 0.2%)와 슬리피지가 든다. 작은 비중 조정(자산의 5%p 미만)은 실행되지 않으니 제안하지 않는다.\n3. 신규 편입은 승인 후보에서만, 확률이 높고 기존 보유와 성격이 겹치지 않는 순서로 한다.\n4. 현금은 정상적인 선택이다. 승인 후보가 약하거나 시장 국면이 하락·고변동이면 현금 비중을 높인다.\n5. 손실 회복만을 이유로 비중을 늘리지 않는다(물타기 금지). 낙폭(drawdown)이 커지면 신규 위험을 줄인다.\n6. 한도(max_positions, max_position, max_exposure)는 완화할 수 없다.\n\n기존 보유의 평가손익, 보유 거래일 수, 최초 판정과 무효화 조건, 이전 계획을 현재 지표와 비교한다.\n목표 비중은 계좌 전체 자산 대비 비중이다. 빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}","memory_tool_prompt":null,"model":null,"event":"다음 거래일 시가 진입 후 10번째 거래일 종가 청산, 수수료·매도 거래세·편도 슬리피지 10bp 차감 후 수익률 > 0","limitations":["현재 생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","비용: 수수료 편도 0.0186%(토스 0.015%+유관기관), 매도 시 연도별 거래세(2023 0.20%·2024 0.18%·2025 0.15%·2026 0.20%), 슬리피지 편도 10bp(미검증 가정). 상장폐지 종목은 사용자 결정으로 다루지 않습니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","규칙·선별 모드는 신규 편입을 H거래일 보유한 뒤 재선정되지 않으면 청산합니다. 판정 라벨과 체결 경로는 여전히 다를 수 있습니다.","기본은 소수 단위 수량 시뮬레이션입니다. 정수 주식·최소 주문 단위 제약은 라이브 전에 별도 점검해야 합니다.","익명화해도 지표 조합으로 종목을 추정할 여지와 LLM 학습 지식의 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 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생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","비용: 수수료 편도 0.0186%(토스 0.015%+유관기관), 매도 시 연도별 거래세(2023 0.20%·2024 0.18%·2025 0.15%·2026 0.20%), 슬리피지 편도 10bp(미검증 가정). 상장폐지 종목은 사용자 결정으로 다루지 않습니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","규칙·선별 모드는 신규 편입을 H거래일 보유한 뒤 재선정되지 않으면 청산합니다. 판정 라벨과 체결 경로는 여전히 다를 수 있습니다.","기본은 소수 단위 수량 시뮬레이션입니다. 정수 주식·최소 주문 단위 제약은 라이브 전에 별도 점검해야 합니다.","익명화해도 지표 조합으로 종목을 추정할 여지와 LLM 학습 지식의 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 아닙니다."],"prompts":{"discovery":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n\n목표: 각 후보에 대해 evaluation_event의 확률을 추정하고, 실제로 보유할 가치가 있는 소수만 승인한다.\n판단 절차:\n1. 기준률에서 출발한다. market.recent_event_rate.rate는 같은 규칙 적격 종목에서 최근 확정된 같은 사건의 발생률이다.\n   후보 간 차이를 설명할 구체적 근거가 없으면 probability를 기준률 근처(±0.05)에 둔다. 값이 없으면 0.45에서 출발한다.\n2. 비용을 넘어야 한다. 왕복 비용(수수료·매도 거래세·슬리피지)은 약 0.4%다. 기대 수익이 이를 넘을 근거가 있을 때만 승인한다.\n3. 같은 날 후보끼리 비교해 순위를 정한다. 승인은 보통 0~4개이며, 확률이 높은 순서로 편입된다. 모두 약하면 승인하지 않는다.\n4. 위험 요인을 따진다: 단기 급등(return_5, rsi_14_wilder, close_to_sma_5가 큼), 평소 대비 급증한 거래량(volume_ratio_20),\n   큰 일간 변동폭(atr_ratio), 20일 고점과의 거리(distance_high_20), 시장 국면(regime)과 시장 카드.\n5. 서로 비슷한 후보에 같은 확률을 남발하지 않는다. probability는 실제 결과로 보정(Brier·AUC) 평가된다.\n\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고, 이후 지표로 확인 가능한 무효화 조건을 남긴다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n\n운용 원칙:\n1. 보유 기간: 판정은 holding_horizon_sessions 거래일 보유를 전제로 평가된다. 그 전에 청산하려면\n   최초 판정의 무효화 조건 충족처럼 현재 지표로 확인되는 이유가 있어야 한다. 기간이 지난 보유는 승인 후보에 다시 없으면 정리를 우선 고려한다.\n2. 회전 비용: 매도마다 거래세(약 0.2%)와 슬리피지가 든다. 작은 비중 조정(자산의 5%p 미만)은 실행되지 않으니 제안하지 않는다.\n3. 신규 편입은 승인 후보에서만, 확률이 높고 기존 보유와 성격이 겹치지 않는 순서로 한다.\n4. 현금은 정상적인 선택이다. 승인 후보가 약하거나 시장 국면이 하락·고변동이면 현금 비중을 높인다.\n5. 손실 회복만을 이유로 비중을 늘리지 않는다(물타기 금지). 낙폭(drawdown)이 커지면 신규 위험을 줄인다.\n6. 한도(max_positions, max_position, max_exposure)는 완화할 수 없다.\n\n기존 보유의 평가손익, 보유 거래일 수, 최초 판정과 무효화 조건, 이전 계획을 현재 지표와 비교한다.\n목표 비중은 계좌 전체 자산 대비 비중이다. 빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}"}}},{"id":105,"created":"2026-10-20T22:49:35.006344+00:00","status":"completed","settings":{"version":"research-v6","source_hash":"16866254f08387882c4a1743206de12b664528d8290dfb7304125ecb36bc8458","revision":{"commit":"80859a72cc4c9a7c96d8620c1feeaeee70bce97f","dirty":true},"start":"2026-03-02","end":"2026-03-13","mode":"rules","kind":"trend","sort":"atr_asc","horizon":10,"candidates":20,"max_calls":100,"min_value":5000000000.0,"initial_cash":1000000,"max_positions":4,"max_position":0.25,"max_exposure":1.0,"rebalance_band":0.05,"fractional":true,"anonymize":true,"cache":true,"cost":0.0015,"slippage":0.001,"discovery_version":"discovery-v4","portfolio_version":"portfolio-v4","memory":false,"memory_mode":"none","notebook_id":null,"purpose":"stress","knowledge_cutoff":"2026-03-02","filters":{},"guidance":"","discovery_prompt":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고 무효화 조건을 남긴다.\nprobability는 명시된 평가 사건의 확률(0~1)이다. 그럴듯한 자신감이 아니다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio_prompt":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n기존 보유의 비용 포함 평가손익, 보유 거래일 수, 최초 판정과 무효화 조건을 현재 지표와 비교한다.\n이전 계획과 현재 낙폭도 확인한다. 손실 회복만을 이유로 비중을 늘리지 않는다.\n신규 편입은 승인 후보에서만 한다. 기존 보유는 관리 가능하다. 한도는 완화할 수 없다.\n현재 시점에서 실행 가능한 다음 거래 계획을 제시한다. 목표 비중은 계좌 전체 자산 대비 비중이다.\n빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}","memory_tool_prompt":null,"model":null,"event":"다음 거래일 시가 진입 후 10번째 거래일 종가 청산, 편도 비용 15bp 및 슬리피지 10bp 차감 후 수익률 > 0","limitations":["현재 생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","각 편도 비용 15bp·슬리피지 10bp는 검증되지 않은 실험용 값입니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","규칙·선별 모드는 신규 편입을 H거래일 보유한 뒤 재선정되지 않으면 청산합니다. 판정 라벨과 체결 경로는 여전히 다를 수 있습니다.","기본은 소수 단위 수량 시뮬레이션입니다. 정수 주식·최소 주문 단위 제약은 라이브 전에 별도 점검해야 합니다.","익명화해도 지표 조합으로 종목을 추정할 여지와 LLM 학습 지식의 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 아닙니다."],"notebook_hash":null},"result":{"curve":[{"date":"2026-03-04","signal_date":"2026-03-03","regime":{"version":"regime-v1","as_of":"2026-03-03","trend":"up","volatility":"high","key":"up/high","realized_volatility_20":0.5766091013007361,"high_volatility_threshold":0.28063473849561593},"equity":928076.7466,"baseline":928076.7466,"matched":928076.7466,"exposure":1.0,"benchmark":911380.473,"cash":0.0,"realized_pnl":0.0,"unrealized_pnl":-71923.2532},{"date":"2026-03-05","signal_date":"2026-03-04","regime":{"version":"regime-v1","as_of":"2026-03-04","trend":"up","volatility":"high","key":"up/high","realized_volatility_20":0.7593270255209835,"high_volatility_threshold":0.2823932668964493},"equity":949605.833,"baseline":949605.833,"matched":949605.833,"exposure":1.0,"benchmark":1003480.4887,"cash":0.0,"realized_pnl":0.0,"unrealized_pnl":-50394.1669},{"date":"2026-03-06","signal_date":"2026-03-05","regime":{"version":"regime-v1","as_of":"2026-03-05","trend":"up","volatility":"high","key":"up/high","realized_volatility_20":0.833939126165947,"high_volatility_threshold":0.28710096949457276},"equity":951287.1738,"baseline":951287.1738,"matched":951287.1738,"exposure":1.0,"benchmark":1003359.6384,"cash":0.0,"realized_pnl":0.0,"unrealized_pnl":-48712.8261},{"date":"2026-03-09","signal_date":"2026-03-06","regime":{"version":"regime-v1","as_of":"2026-03-06","trend":"up","volatility":"high","key":"up/high","realized_volatility_20":0.7978789215373191,"high_volatility_threshold":0.2895070368573833},"equity":975059.465,"baseline":975059.465,"matched":975059.465,"exposure":1.0,"benchmark":939357.3181,"cash":0.0,"realized_pnl":0.0,"unrealized_pnl":-24940.5348},{"date":"2026-03-10","signal_date":"2026-03-09","regime":{"version":"regime-v1","as_of":"2026-03-09","trend":"up","volatility":"high","key":"up/high","realized_volatility_20":0.7964351819147963,"high_volatility_threshold":0.29077006552412543},"equity":927210.8367,"baseline":927210.8367,"matched":927210.8367,"exposure":1.0,"benchmark":995431.8586,"cash":0.0,"realized_pnl":0.0,"unrealized_pnl":-72789.1632},{"date":"2026-03-11","signal_date":"2026-03-10","regime":{"version":"regime-v1","as_of":"2026-03-10","trend":"up","volatility":"high","key":"up/high","realized_volatility_20":0.8216409171386374,"high_volatility_threshold":0.29194453637065443},"equity":908300.5815,"baseline":908300.5815,"matched":908300.5815,"exposure":1.0,"benchmark":1006550.0864,"cash":0.0,"realized_pnl":0.0,"unrealized_pnl":-91699.4184},{"date":"2026-03-12","signal_date":"2026-03-11","regime":{"version":"regime-v1","as_of":"2026-03-11","trend":"up","volatility":"high","key":"up/high","realized_volatility_20":0.8041118843180044,"high_volatility_threshold":0.29352307882355744},"equity":907491.6574,"baseline":907491.6574,"matched":907491.6574,"exposure":1.0,"benchmark":999045.2826,"cash":0.0,"realized_pnl":0.0,"unrealized_pnl":-92508.3425},{"date":"2026-03-13","signal_date":"2026-03-12","regime":{"version":"regime-v1","as_of":"2026-03-12","trend":"up","volatility":"high","key":"up/high","realized_volatility_20":0.8033437523030061,"high_volatility_threshold":0.2971150722129048},"equity":927819.4312,"baseline":927819.4312,"matched":927819.4312,"exposure":1.0,"benchmark":979104.9827,"cash":0.0,"realized_pnl":0.0,"unrealized_pnl":-72180.5687},{"date":"2026-03-16","signal_date":"2026-03-13","regime":{"version":"regime-v1","as_of":"2026-03-13","trend":"up","volatility":"high","key":"up/high","realized_volatility_20":0.7963720637439474,"high_volatility_threshold":0.2990700561594361},"equity":953037.817,"baseline":953037.817,"matched":953037.817,"exposure":1.0,"benchmark":996459.0861,"cash":0.0,"realized_pnl":0.0,"unrealized_pnl":-46962.1829}],"metrics":{"total_return":-0.04696218299999999,"baseline_return":-0.04696218299999999,"matched_return":-0.04696218299999999,"matched_max_drawdown":-0.09250834259999996,"baseline_max_drawdown":-0.09250834259999996,"benchmark_return":-0.003540913899999998,"max_drawdown":-0.09250834259999996,"sharpe":null,"trades":4,"fees":1497.7532,"error_days":0,"candidate_count":180,"evaluated_count":180,"groups":{"approve":{"count":180,"mean_return":-0.0011955333333333342,"win_rate":0.4388888888888889},"watch":{"count":0,"mean_return":null,"win_rate":null},"reject":{"count":0,"mean_return":null,"win_rate":null},"error":{"count":0,"mean_return":null,"win_rate":null}},"brier":null,"brier_skill":null,"auc":null,"base_rate":null,"calibration":[{"from":0,"to":0.2,"count":0,"mean_probability":null,"actual_rate":null},{"from":0.2,"to":0.4,"count":0,"mean_probability":null,"actual_rate":null},{"from":0.4,"to":0.6,"count":0,"mean_probability":null,"actual_rate":null},{"from":0.6,"to":0.8,"count":0,"mean_probability":null,"actual_rate":null},{"from":0.8,"to":1.0,"count":0,"mean_probability":null,"actual_rate":null}],"sessions":9,"average_exposure":1.0},"calls":0,"cached_calls":0,"regimes":[{"regime":"up/high","sessions":9,"mean_daily_return":-0.004749245604575816,"mean_daily_excess":0.0,"average_exposure":1.0,"sufficient":false}],"limitations":["현재 생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","각 편도 비용 15bp·슬리피지 10bp는 검증되지 않은 실험용 값입니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","규칙·선별 모드는 신규 편입을 H거래일 보유한 뒤 재선정되지 않으면 청산합니다. 판정 라벨과 체결 경로는 여전히 다를 수 있습니다.","기본은 소수 단위 수량 시뮬레이션입니다. 정수 주식·최소 주문 단위 제약은 라이브 전에 별도 점검해야 합니다.","익명화해도 지표 조합으로 종목을 추정할 여지와 LLM 학습 지식의 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 아닙니다."],"prompts":{"discovery":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고 무효화 조건을 남긴다.\nprobability는 명시된 평가 사건의 확률(0~1)이다. 그럴듯한 자신감이 아니다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n기존 보유의 비용 포함 평가손익, 보유 거래일 수, 최초 판정과 무효화 조건을 현재 지표와 비교한다.\n이전 계획과 현재 낙폭도 확인한다. 손실 회복만을 이유로 비중을 늘리지 않는다.\n신규 편입은 승인 후보에서만 한다. 기존 보유는 관리 가능하다. 한도는 완화할 수 없다.\n현재 시점에서 실행 가능한 다음 거래 계획을 제시한다. 목표 비중은 계좌 전체 자산 대비 비중이다.\n빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}"}}},{"id":104,"created":"2026-10-20T22:48:15.362920+00:00","status":"completed","settings":{"version":"research-v6","source_hash":"16866254f08387882c4a1743206de12b664528d8290dfb7304125ecb36bc8458","revision":{"commit":"80859a72cc4c9a7c96d8620c1feeaeee70bce97f","dirty":true},"start":"2025-07-21","end":"2025-10-23","mode":"rules","kind":"trend","sort":"relative_desc","horizon":10,"candidates":20,"max_calls":100,"min_value":5000000000.0,"initial_cash":1000000,"max_positions":4,"max_position":0.25,"max_exposure":1.0,"rebalance_band":0.05,"fractional":true,"anonymize":true,"cache":true,"cost":0.0015,"slippage":0.001,"discovery_version":"discovery-v4","portfolio_version":"portfolio-v4","memory":false,"memory_mode":"none","notebook_id":null,"purpose":"research","knowledge_cutoff":"2025-07-21","filters":{},"guidance":"","discovery_prompt":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고 무효화 조건을 남긴다.\nprobability는 명시된 평가 사건의 확률(0~1)이다. 그럴듯한 자신감이 아니다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio_prompt":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n기존 보유의 비용 포함 평가손익, 보유 거래일 수, 최초 판정과 무효화 조건을 현재 지표와 비교한다.\n이전 계획과 현재 낙폭도 확인한다. 손실 회복만을 이유로 비중을 늘리지 않는다.\n신규 편입은 승인 후보에서만 한다. 기존 보유는 관리 가능하다. 한도는 완화할 수 없다.\n현재 시점에서 실행 가능한 다음 거래 계획을 제시한다. 목표 비중은 계좌 전체 자산 대비 비중이다.\n빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}","memory_tool_prompt":null,"model":null,"event":"다음 거래일 시가 진입 후 10번째 거래일 종가 청산, 편도 비용 15bp 및 슬리피지 10bp 차감 후 수익률 > 0","limitations":["현재 생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","각 편도 비용 15bp·슬리피지 10bp는 검증되지 않은 실험용 값입니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","규칙·선별 모드는 신규 편입을 H거래일 보유한 뒤 재선정되지 않으면 청산합니다. 판정 라벨과 체결 경로는 여전히 다를 수 있습니다.","기본은 소수 단위 수량 시뮬레이션입니다. 정수 주식·최소 주문 단위 제약은 라이브 전에 별도 점검해야 합니다.","익명화해도 지표 조합으로 종목을 추정할 여지와 LLM 학습 지식의 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 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생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","각 편도 비용 15bp·슬리피지 10bp는 검증되지 않은 실험용 값입니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","규칙·선별 모드는 신규 편입을 H거래일 보유한 뒤 재선정되지 않으면 청산합니다. 판정 라벨과 체결 경로는 여전히 다를 수 있습니다.","기본은 소수 단위 수량 시뮬레이션입니다. 정수 주식·최소 주문 단위 제약은 라이브 전에 별도 점검해야 합니다.","익명화해도 지표 조합으로 종목을 추정할 여지와 LLM 학습 지식의 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 아닙니다."],"prompts":{"discovery":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고 무효화 조건을 남긴다.\nprobability는 명시된 평가 사건의 확률(0~1)이다. 그럴듯한 자신감이 아니다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n기존 보유의 비용 포함 평가손익, 보유 거래일 수, 최초 판정과 무효화 조건을 현재 지표와 비교한다.\n이전 계획과 현재 낙폭도 확인한다. 손실 회복만을 이유로 비중을 늘리지 않는다.\n신규 편입은 승인 후보에서만 한다. 기존 보유는 관리 가능하다. 한도는 완화할 수 없다.\n현재 시점에서 실행 가능한 다음 거래 계획을 제시한다. 목표 비중은 계좌 전체 자산 대비 비중이다.\n빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}"}}},{"id":103,"created":"2026-10-20T22:48:13.726897+00:00","status":"completed","settings":{"version":"research-v6","source_hash":"16866254f08387882c4a1743206de12b664528d8290dfb7304125ecb36bc8458","revision":{"commit":"80859a72cc4c9a7c96d8620c1feeaeee70bce97f","dirty":true},"start":"2025-04-16","end":"2025-07-18","mode":"rules","kind":"trend","sort":"relative_desc","horizon":10,"candidates":20,"max_calls":100,"min_value":5000000000.0,"initial_cash":1000000,"max_positions":4,"max_position":0.25,"max_exposure":1.0,"rebalance_band":0.05,"fractional":true,"anonymize":true,"cache":true,"cost":0.0015,"slippage":0.001,"discovery_version":"discovery-v4","portfolio_version":"portfolio-v4","memory":false,"memory_mode":"none","notebook_id":null,"purpose":"research","knowledge_cutoff":"2025-04-16","filters":{},"guidance":"","discovery_prompt":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고 무효화 조건을 남긴다.\nprobability는 명시된 평가 사건의 확률(0~1)이다. 그럴듯한 자신감이 아니다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio_prompt":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n기존 보유의 비용 포함 평가손익, 보유 거래일 수, 최초 판정과 무효화 조건을 현재 지표와 비교한다.\n이전 계획과 현재 낙폭도 확인한다. 손실 회복만을 이유로 비중을 늘리지 않는다.\n신규 편입은 승인 후보에서만 한다. 기존 보유는 관리 가능하다. 한도는 완화할 수 없다.\n현재 시점에서 실행 가능한 다음 거래 계획을 제시한다. 목표 비중은 계좌 전체 자산 대비 비중이다.\n빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}","memory_tool_prompt":null,"model":null,"event":"다음 거래일 시가 진입 후 10번째 거래일 종가 청산, 편도 비용 15bp 및 슬리피지 10bp 차감 후 수익률 > 0","limitations":["현재 생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","각 편도 비용 15bp·슬리피지 10bp는 검증되지 않은 실험용 값입니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","규칙·선별 모드는 신규 편입을 H거래일 보유한 뒤 재선정되지 않으면 청산합니다. 판정 라벨과 체결 경로는 여전히 다를 수 있습니다.","기본은 소수 단위 수량 시뮬레이션입니다. 정수 주식·최소 주문 단위 제약은 라이브 전에 별도 점검해야 합니다.","익명화해도 지표 조합으로 종목을 추정할 여지와 LLM 학습 지식의 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 아닙니다."],"notebook_hash":null},"result":{"curve":[{"date":"2025-04-17","signal_date":"2025-04-16","regime":{"version":"regime-v1","as_of":"2025-04-16","trend":"down","volatility":"high","key":"down/high","realized_volatility_20":0.35038691186815046,"high_volatility_threshold":0.20277620507594066},"equity":1082541.3361,"baseline":1082541.3361,"matched":1082541.3361,"exposure":1.0,"benchmark":1007141.5206,"cash":0.0,"realized_pnl":0.0,"unrealized_pnl":82541.3362},{"date":"2025-04-18","signal_date":"2025-04-17","regime":{"version":"regime-v1","as_of":"2025-04-17","trend":"down","volatility":"high","key":"down/high","realized_volatility_20":0.35180024171013463,"high_volatility_threshold":0.2030137181544532},"equity":1031896.4832,"baseline":1031896.4832,"matched":1031896.4832,"exposure":1.0,"benchmark":1013971.1844,"cash":0.0,"realized_pnl":0.0,"unrealized_pnl":31896.4834},{"date":"2025-04-21","signal_date":"2025-04-18","regime":{"version":"regime-v1","as_of":"2025-04-18","trend":"down","volatility":"high","key":"down/high","realized_volatility_20":0.3525119498503449,"high_volatility_threshold":0.2037303402521789},"equity":942662.4979,"baseline":942662.4979,"matched":942662.4979,"exposure":1.0,"benchmark":1015312.1687,"cash":0.0,"realized_pnl":0.0,"unrealized_pnl":-57337.5019},{"date":"2025-04-22","signal_date":"2025-04-21","regime":{"version":"regime-v1","as_of":"2025-04-21","trend":"down","volatility":"high","key":"down/high","realized_volatility_20":0.35293710014091084,"high_volatility_threshold":0.2043745435556625},"equity":947133.9636,"baseline":947133.9636,"matched":947133.9636,"exposure":1.0,"benchmark":1011975.3009,"cash":0.0,"realized_pnl":0.0,"unrealized_pnl":-52866.0362},{"date":"2025-04-23","signal_date":"2025-04-22","regime":{"version":"regime-v1","as_of":"2025-04-22","trend":"down","volatility":"high","key":"down/high","realized_volatility_20":0.3529024272152093,"high_volatility_threshold":0.20493123040466193},"equity":891230.7117,"baseline":891230.7117,"matched":891230.7117,"exposure":1.0,"benchmark":1030218.9235,"cash":0.0,"realized_pnl":0.0,"unrealized_pnl":-108769.2881},{"date":"2025-04-24","signal_date":"2025-04-23","regime":{"version":"regime-v1","as_of":"2025-04-23","trend":"down","volatility":"high","key":"down/high","realized_volatility_20":0.3586014771642557,"high_volatility_threshold":0.20523697941988572},"equity":880472.3803,"baseline":880472.3803,"matched":880472.3803,"exposure":1.0,"benchmark":1028378.9684,"cash":0.0,"realized_pnl":0.0,"unrealized_pnl":-119527.6195},{"date":"2025-04-25","signal_date":"2025-04-24","regime":{"version":"regime-v1","as_of":"2025-04-24","trend":"down","volatility":"high","key":"down/high","realized_volatility_20":0.35682225273179957,"high_volatility_threshold":0.20584294199434156},"equity":850122.5045,"baseline":850122.5045,"matched":850122.5045,"exposure":1.0,"benchmark":1037952.972,"cash":0.0,"realized_pnl":0.0,"unrealized_pnl":-149877.4953},{"date":"2025-04-28","signal_date":"2025-04-25","regime":{"version":"regime-v1","as_of":"2025-04-25","trend":"sideways","volatility":"high","key":"sideways/high","realized_volatility_20":0.35504715775468393,"high_volatility_threshold":0.20596137039072265},"equity":817749.9202,"baseline":817749.9202,"matched":817749.9202,"exposure":1.0,"benchmark":1038701.4283,"cash":0.0,"realized_pnl":0.0,"unrealized_pnl":-182250.0796},{"date":"2025-04-29","signal_date":"2025-04-28","regime":{"version":"regime-v1","as_of":"2025-04-28","trend":"sideways","volatility":"high","key":"sideways/high","realized_volatility_20":0.33977154436799933,"high_volatility_threshold":0.20604478820595565},"equity":801863.2666,"baseline":801863.2666,"matched":801863.2666,"exposure":1.0,"benchmark":1045842.9489,"cash":0.0,"realized_pnl":0.0,"unrealized_pnl":-198136.7332},{"date":"2025-04-30","signal_date":"2025-04-29","regime":{"version":"regime-v1","as_of":"2025-04-29","trend":"sideways","volatility":"high","key":"sideways/high","realized_volatility_20":0.33682248599562936,"high_volatility_threshold":0.20606146052636448},"equity":871378.107,"baseline":871378.107,"matched":871378.107,"exposure":1.0,"benchmark":1043691.137,"cash":0.0,"realized_pnl":0.0,"unrealized_pnl":-128621.8928},{"date":"2025-05-02","signal_date":"2025-04-30","regime":{"version":"regime-v1","as_of":"2025-04-30","trend":"sideways","volatility":"high","key":"sideways/high","realized_volatility_20":0.3364021257247374,"high_volatility_threshold":0.20611936491884664},"equity":872171.0602,"baseline":872171.0602,"matched":872171.0602,"exposure":0.9539848886015567,"benchmark":1044595.5217,"cash":40133.0485,"realized_pnl":-101273.7895,"unrealized_pnl":-26555.15},{"date":"2025-05-07","signal_date":"2025-05-02","regime":{"version":"regime-v1","as_of":"2025-05-02","trend":"up","volatility":"high","key":"up/high","realized_volatility_20":0.33299415957145867,"high_volatility_threshold":0.20644208478205794},"equity":961827.8377,"baseline":961827.8377,"matched":961827.8377,"exposure":0.958274187001205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생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","각 편도 비용 15bp·슬리피지 10bp는 검증되지 않은 실험용 값입니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","규칙·선별 모드는 신규 편입을 H거래일 보유한 뒤 재선정되지 않으면 청산합니다. 판정 라벨과 체결 경로는 여전히 다를 수 있습니다.","기본은 소수 단위 수량 시뮬레이션입니다. 정수 주식·최소 주문 단위 제약은 라이브 전에 별도 점검해야 합니다.","익명화해도 지표 조합으로 종목을 추정할 여지와 LLM 학습 지식의 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 아닙니다."],"prompts":{"discovery":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고 무효화 조건을 남긴다.\nprobability는 명시된 평가 사건의 확률(0~1)이다. 그럴듯한 자신감이 아니다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n기존 보유의 비용 포함 평가손익, 보유 거래일 수, 최초 판정과 무효화 조건을 현재 지표와 비교한다.\n이전 계획과 현재 낙폭도 확인한다. 손실 회복만을 이유로 비중을 늘리지 않는다.\n신규 편입은 승인 후보에서만 한다. 기존 보유는 관리 가능하다. 한도는 완화할 수 없다.\n현재 시점에서 실행 가능한 다음 거래 계획을 제시한다. 목표 비중은 계좌 전체 자산 대비 비중이다.\n빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}"}}},{"id":102,"created":"2026-10-20T22:48:12.114282+00:00","status":"completed","settings":{"version":"research-v6","source_hash":"16866254f08387882c4a1743206de12b664528d8290dfb7304125ecb36bc8458","revision":{"commit":"80859a72cc4c9a7c96d8620c1feeaeee70bce97f","dirty":true},"start":"2025-01-10","end":"2025-04-15","mode":"rules","kind":"trend","sort":"relative_desc","horizon":10,"candidates":20,"max_calls":100,"min_value":5000000000.0,"initial_cash":1000000,"max_positions":4,"max_position":0.25,"max_exposure":1.0,"rebalance_band":0.05,"fractional":true,"anonymize":true,"cache":true,"cost":0.0015,"slippage":0.001,"discovery_version":"discovery-v4","portfolio_version":"portfolio-v4","memory":false,"memory_mode":"none","notebook_id":null,"purpose":"research","knowledge_cutoff":"2025-01-10","filters":{},"guidance":"","discovery_prompt":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고 무효화 조건을 남긴다.\nprobability는 명시된 평가 사건의 확률(0~1)이다. 그럴듯한 자신감이 아니다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio_prompt":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n기존 보유의 비용 포함 평가손익, 보유 거래일 수, 최초 판정과 무효화 조건을 현재 지표와 비교한다.\n이전 계획과 현재 낙폭도 확인한다. 손실 회복만을 이유로 비중을 늘리지 않는다.\n신규 편입은 승인 후보에서만 한다. 기존 보유는 관리 가능하다. 한도는 완화할 수 없다.\n현재 시점에서 실행 가능한 다음 거래 계획을 제시한다. 목표 비중은 계좌 전체 자산 대비 비중이다.\n빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}","memory_tool_prompt":null,"model":null,"event":"다음 거래일 시가 진입 후 10번째 거래일 종가 청산, 편도 비용 15bp 및 슬리피지 10bp 차감 후 수익률 > 0","limitations":["현재 생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","각 편도 비용 15bp·슬리피지 10bp는 검증되지 않은 실험용 값입니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","규칙·선별 모드는 신규 편입을 H거래일 보유한 뒤 재선정되지 않으면 청산합니다. 판정 라벨과 체결 경로는 여전히 다를 수 있습니다.","기본은 소수 단위 수량 시뮬레이션입니다. 정수 주식·최소 주문 단위 제약은 라이브 전에 별도 점검해야 합니다.","익명화해도 지표 조합으로 종목을 추정할 여지와 LLM 학습 지식의 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 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생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","각 편도 비용 15bp·슬리피지 10bp는 검증되지 않은 실험용 값입니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","규칙·선별 모드는 신규 편입을 H거래일 보유한 뒤 재선정되지 않으면 청산합니다. 판정 라벨과 체결 경로는 여전히 다를 수 있습니다.","기본은 소수 단위 수량 시뮬레이션입니다. 정수 주식·최소 주문 단위 제약은 라이브 전에 별도 점검해야 합니다.","익명화해도 지표 조합으로 종목을 추정할 여지와 LLM 학습 지식의 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 아닙니다."],"prompts":{"discovery":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고 무효화 조건을 남긴다.\nprobability는 명시된 평가 사건의 확률(0~1)이다. 그럴듯한 자신감이 아니다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n기존 보유의 비용 포함 평가손익, 보유 거래일 수, 최초 판정과 무효화 조건을 현재 지표와 비교한다.\n이전 계획과 현재 낙폭도 확인한다. 손실 회복만을 이유로 비중을 늘리지 않는다.\n신규 편입은 승인 후보에서만 한다. 기존 보유는 관리 가능하다. 한도는 완화할 수 없다.\n현재 시점에서 실행 가능한 다음 거래 계획을 제시한다. 목표 비중은 계좌 전체 자산 대비 비중이다.\n빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}"}}},{"id":101,"created":"2026-10-20T22:48:10.508800+00:00","status":"completed","settings":{"version":"research-v6","source_hash":"16866254f08387882c4a1743206de12b664528d8290dfb7304125ecb36bc8458","revision":{"commit":"80859a72cc4c9a7c96d8620c1feeaeee70bce97f","dirty":true},"start":"2024-10-10","end":"2025-01-09","mode":"rules","kind":"trend","sort":"relative_desc","horizon":10,"candidates":20,"max_calls":100,"min_value":5000000000.0,"initial_cash":1000000,"max_positions":4,"max_position":0.25,"max_exposure":1.0,"rebalance_band":0.05,"fractional":true,"anonymize":true,"cache":true,"cost":0.0015,"slippage":0.001,"discovery_version":"discovery-v4","portfolio_version":"portfolio-v4","memory":false,"memory_mode":"none","notebook_id":null,"purpose":"research","knowledge_cutoff":"2024-10-10","filters":{},"guidance":"","discovery_prompt":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고 무효화 조건을 남긴다.\nprobability는 명시된 평가 사건의 확률(0~1)이다. 그럴듯한 자신감이 아니다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio_prompt":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n기존 보유의 비용 포함 평가손익, 보유 거래일 수, 최초 판정과 무효화 조건을 현재 지표와 비교한다.\n이전 계획과 현재 낙폭도 확인한다. 손실 회복만을 이유로 비중을 늘리지 않는다.\n신규 편입은 승인 후보에서만 한다. 기존 보유는 관리 가능하다. 한도는 완화할 수 없다.\n현재 시점에서 실행 가능한 다음 거래 계획을 제시한다. 목표 비중은 계좌 전체 자산 대비 비중이다.\n빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}","memory_tool_prompt":null,"model":null,"event":"다음 거래일 시가 진입 후 10번째 거래일 종가 청산, 편도 비용 15bp 및 슬리피지 10bp 차감 후 수익률 > 0","limitations":["현재 생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","각 편도 비용 15bp·슬리피지 10bp는 검증되지 않은 실험용 값입니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","규칙·선별 모드는 신규 편입을 H거래일 보유한 뒤 재선정되지 않으면 청산합니다. 판정 라벨과 체결 경로는 여전히 다를 수 있습니다.","기본은 소수 단위 수량 시뮬레이션입니다. 정수 주식·최소 주문 단위 제약은 라이브 전에 별도 점검해야 합니다.","익명화해도 지표 조합으로 종목을 추정할 여지와 LLM 학습 지식의 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 아닙니다."],"notebook_hash":null},"result":{"curve":[{"date":"2024-10-11","signal_date":"2024-10-10","regime":{"version":"regime-v1","as_of":"2024-10-10","trend":"down","volatility":"high","key":"down/high","realized_volatility_20":0.20607722438953396,"high_volatility_threshold":0.19824849729879568},"equity":995844.2199,"baseline":995844.2199,"matched":995844.2199,"exposure":1.0,"benchmark":995289.8658,"cash":0.0,"realized_pnl":0.0,"unrealized_pnl":-4155.7799},{"date":"2024-10-14","signal_date":"2024-10-11","regime":{"version":"regime-v1","as_of":"2024-10-11","trend":"down","volatility":"high","key":"down/high","realized_volatility_20":0.20604098230617154,"high_volatility_threshold":0.19859232784428277},"equity":1008089.2665,"baseline":1008089.2665,"matched":1008089.2665,"exposure":1.0,"benchmark":1007020.7661,"cash":0.0,"realized_pnl":0.0,"unrealized_pnl":8089.2667},{"date":"2024-10-15","signal_date":"2024-10-14","regime":{"version":"regime-v1","as_of":"2024-10-14","trend":"down","volatility":"high","key":"down/high","realized_volatility_20":0.20703097960787803,"high_volatility_threshold":0.1988689495950612},"equity":998234.0762,"baseline":998234.0762,"matched":998234.0762,"exposure":1.0,"benchmark":1010605.2078,"cash":0.0,"realized_pnl":0.0,"unrealized_pnl":-1765.9236},{"date":"2024-10-16","signal_date":"2024-10-15","regime":{"version":"regime-v1","as_of":"2024-10-15","trend":"sideways","volatility":"high","key":"sideways/high","realized_volatility_20":0.20504520201631504,"high_volatility_threshold":0.19994548917742366},"equity":1020717.1933,"baseline":1020717.1933,"matched":1020717.1933,"exposure":1.0,"benchmark":1001451.5508,"cash":0.0,"realized_pnl":0.0,"unrealized_pnl":20717.1935},{"date":"2024-10-17","signal_date":"2024-10-16","regime":{"version":"regime-v1","as_of":"2024-10-16","trend":"sideways","volatility":"high","key":"sideways/high","realized_volatility_20":0.20760602866031816,"high_volatility_threshold":0.2008536461142812},"equity":1057359.5421,"baseline":1057359.5421,"matched":1057359.5421,"exposure":1.0,"benchmark":1003732.5592,"cash":0.0,"realized_pnl":0.0,"unrealized_pnl":57359.5422},{"date":"2024-10-18","signal_date":"2024-10-17","regime":{"version":"regime-v1","as_of":"2024-10-17","trend":"sideways","volatility":"high","key":"sideways/high","realized_volatility_20":0.20357323874121566,"high_volatility_threshold":0.20120398195601819},"equity":992502.3135,"baseline":992502.3135,"matched":992502.3135,"exposure":1.0,"benchmark":997867.109,"cash":0.0,"realized_pnl":0.0,"unrealized_pnl":-7497.6863},{"date":"2024-10-21","signal_date":"2024-10-18","regime":{"version":"regime-v1","as_of":"2024-10-18","trend":"sideways","volatility":"normal","key":"sideways/normal","realized_volatility_20":0.18996129800180286,"high_volatility_threshold":0.20149595513382113},"equity":959194.9498,"baseline":959194.9498,"matched":959194.9498,"exposure":1.0,"benchmark":1000740.5871,"cash":0.0,"realized_pnl":0.0,"unrealized_pnl":-40805.05},{"date":"2024-10-22","signal_date":"2024-10-21","regime":{"version":"regime-v1","as_of":"2024-10-21","trend":"sideways","volatility":"normal","key":"sideways/normal","realized_volatility_20":0.19005363453547647,"high_volatility_threshold":0.20149595513382113},"equity":795656.5456,"baseline":795656.5456,"matched":795656.5456,"exposure":1.0,"benchmark":986106.5853,"cash":0.0,"realized_pnl":0.0,"unrealized_pnl":-204343.4542},{"date":"2024-10-23","signal_date":"2024-10-22","regime":{"version":"regime-v1","as_of":"2024-10-22","trend":"sideways","volatility":"normal","key":"sideways/normal","realized_volatility_20":0.19763604263889342,"high_volatility_threshold":0.20149595513382113},"equity":790391.7984,"baseline":790391.7984,"matched":790391.7984,"exposure":1.0,"benchmark":998874.3076,"cash":0.0,"realized_pnl":0.0,"unrealized_pnl":-209608.2014},{"date":"2024-10-24","signal_date":"2024-10-23","regime":{"version":"regime-v1","as_of":"2024-10-23","trend":"sideways","volatility":"high","key":"sideways/high","realized_volatility_20":0.20275920300385453,"high_volatility_threshold":0.20149595513382113},"equity":816500.8029,"baseline":816500.8029,"matched":816500.8029,"exposure":1.0,"benchmark":990550.1081,"cash":0.0,"realized_pnl":0.0,"unrealized_pnl":-183499.1969},{"date":"2024-10-25","signal_date":"2024-10-24","regime":{"version":"regime-v1","as_of":"2024-10-24","trend":"sideways","volatility":"high","key":"sideways/high","realized_volatility_20":0.20489323986744423,"high_volatility_threshold":0.20201772131219417},"equity":785143.2459,"baseline":785143.2459,"matched":785143.2459,"exposure":1.0,"benchmark":991261.0718,"cash":0.0,"realized_pnl":-207388.8051,"unrealized_pnl":-7467.9488},{"date":"2024-10-28","signal_date":"2024-10-25","regime":{"version":"regime-v1","as_of":"2024-10-25","trend":"sideways","volatility":"normal","key":"sideways/normal","realized_volatility_20":0.19998219581016488,"high_volatility_threshold":0.2027552618658875},"equity":854102.2695,"baseline":854102.2695,"matched":854102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평가손익, 보유 거래일 수, 최초 판정과 무효화 조건을 현재 지표와 비교한다.\n이전 계획과 현재 낙폭도 확인한다. 손실 회복만을 이유로 비중을 늘리지 않는다.\n신규 편입은 승인 후보에서만 한다. 기존 보유는 관리 가능하다. 한도는 완화할 수 없다.\n현재 시점에서 실행 가능한 다음 거래 계획을 제시한다. 목표 비중은 계좌 전체 자산 대비 비중이다.\n빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}"}}},{"id":100,"created":"2026-10-20T22:48:08.935365+00:00","status":"completed","settings":{"version":"research-v6","source_hash":"16866254f08387882c4a1743206de12b664528d8290dfb7304125ecb36bc8458","revision":{"commit":"80859a72cc4c9a7c96d8620c1feeaeee70bce97f","dirty":true},"start":"2024-07-04","end":"2024-10-08","mode":"rules","kind":"trend","sort":"relative_desc","horizon":10,"candidates":20,"max_calls":100,"min_value":5000000000.0,"initial_cash":1000000,"max_positions":4,"max_position":0.25,"max_exposure":1.0,"rebalance_band":0.05,"fractional":true,"anonymize":true,"cache":true,"cost":0.0015,"slippage":0.001,"discovery_version":"discovery-v4","portfolio_version":"portfolio-v4","memory":false,"memory_mode":"none","notebook_id":null,"purpose":"research","knowledge_cutoff":"2024-07-04","filters":{},"guidance":"","discovery_prompt":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고 무효화 조건을 남긴다.\nprobability는 명시된 평가 사건의 확률(0~1)이다. 그럴듯한 자신감이 아니다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio_prompt":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n기존 보유의 비용 포함 평가손익, 보유 거래일 수, 최초 판정과 무효화 조건을 현재 지표와 비교한다.\n이전 계획과 현재 낙폭도 확인한다. 손실 회복만을 이유로 비중을 늘리지 않는다.\n신규 편입은 승인 후보에서만 한다. 기존 보유는 관리 가능하다. 한도는 완화할 수 없다.\n현재 시점에서 실행 가능한 다음 거래 계획을 제시한다. 목표 비중은 계좌 전체 자산 대비 비중이다.\n빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}","memory_tool_prompt":null,"model":null,"event":"다음 거래일 시가 진입 후 10번째 거래일 종가 청산, 편도 비용 15bp 및 슬리피지 10bp 차감 후 수익률 > 0","limitations":["현재 생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","각 편도 비용 15bp·슬리피지 10bp는 검증되지 않은 실험용 값입니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","규칙·선별 모드는 신규 편입을 H거래일 보유한 뒤 재선정되지 않으면 청산합니다. 판정 라벨과 체결 경로는 여전히 다를 수 있습니다.","기본은 소수 단위 수량 시뮬레이션입니다. 정수 주식·최소 주문 단위 제약은 라이브 전에 별도 점검해야 합니다.","익명화해도 지표 조합으로 종목을 추정할 여지와 LLM 학습 지식의 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 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생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","각 편도 비용 15bp·슬리피지 10bp는 검증되지 않은 실험용 값입니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","규칙·선별 모드는 신규 편입을 H거래일 보유한 뒤 재선정되지 않으면 청산합니다. 판정 라벨과 체결 경로는 여전히 다를 수 있습니다.","기본은 소수 단위 수량 시뮬레이션입니다. 정수 주식·최소 주문 단위 제약은 라이브 전에 별도 점검해야 합니다.","익명화해도 지표 조합으로 종목을 추정할 여지와 LLM 학습 지식의 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 아닙니다."],"prompts":{"discovery":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고 무효화 조건을 남긴다.\nprobability는 명시된 평가 사건의 확률(0~1)이다. 그럴듯한 자신감이 아니다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n기존 보유의 비용 포함 평가손익, 보유 거래일 수, 최초 판정과 무효화 조건을 현재 지표와 비교한다.\n이전 계획과 현재 낙폭도 확인한다. 손실 회복만을 이유로 비중을 늘리지 않는다.\n신규 편입은 승인 후보에서만 한다. 기존 보유는 관리 가능하다. 한도는 완화할 수 없다.\n현재 시점에서 실행 가능한 다음 거래 계획을 제시한다. 목표 비중은 계좌 전체 자산 대비 비중이다.\n빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}"}}},{"id":99,"created":"2026-10-20T22:48:07.375910+00:00","status":"completed","settings":{"version":"research-v6","source_hash":"16866254f08387882c4a1743206de12b664528d8290dfb7304125ecb36bc8458","revision":{"commit":"80859a72cc4c9a7c96d8620c1feeaeee70bce97f","dirty":true},"start":"2024-04-01","end":"2024-07-03","mode":"rules","kind":"trend","sort":"relative_desc","horizon":10,"candidates":20,"max_calls":100,"min_value":5000000000.0,"initial_cash":1000000,"max_positions":4,"max_position":0.25,"max_exposure":1.0,"rebalance_band":0.05,"fractional":true,"anonymize":true,"cache":true,"cost":0.0015,"slippage":0.001,"discovery_version":"discovery-v4","portfolio_version":"portfolio-v4","memory":false,"memory_mode":"none","notebook_id":null,"purpose":"research","knowledge_cutoff":"2024-04-01","filters":{},"guidance":"","discovery_prompt":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고 무효화 조건을 남긴다.\nprobability는 명시된 평가 사건의 확률(0~1)이다. 그럴듯한 자신감이 아니다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio_prompt":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n기존 보유의 비용 포함 평가손익, 보유 거래일 수, 최초 판정과 무효화 조건을 현재 지표와 비교한다.\n이전 계획과 현재 낙폭도 확인한다. 손실 회복만을 이유로 비중을 늘리지 않는다.\n신규 편입은 승인 후보에서만 한다. 기존 보유는 관리 가능하다. 한도는 완화할 수 없다.\n현재 시점에서 실행 가능한 다음 거래 계획을 제시한다. 목표 비중은 계좌 전체 자산 대비 비중이다.\n빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}","memory_tool_prompt":null,"model":null,"event":"다음 거래일 시가 진입 후 10번째 거래일 종가 청산, 편도 비용 15bp 및 슬리피지 10bp 차감 후 수익률 > 0","limitations":["현재 생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","각 편도 비용 15bp·슬리피지 10bp는 검증되지 않은 실험용 값입니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","규칙·선별 모드는 신규 편입을 H거래일 보유한 뒤 재선정되지 않으면 청산합니다. 판정 라벨과 체결 경로는 여전히 다를 수 있습니다.","기본은 소수 단위 수량 시뮬레이션입니다. 정수 주식·최소 주문 단위 제약은 라이브 전에 별도 점검해야 합니다.","익명화해도 지표 조합으로 종목을 추정할 여지와 LLM 학습 지식의 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 아닙니다."],"notebook_hash":null},"result":{"curve":[{"date":"2024-04-02","signal_date":"2024-04-01","regime":{"version":"regime-v1","as_of":"2024-04-01","trend":"up","volatility":"normal","key":"up/normal","realized_volatility_20":0.16822790265122514,"high_volatility_threshold":0.1775671047790225},"equity":883385.0093,"baseline":883385.0093,"matched":883385.0093,"exposure":1.0,"benchmark":1003432.2409,"cash":0.0,"realized_pnl":0.0,"unrealized_pnl":-116614.9906},{"date":"2024-04-03","signal_date":"2024-04-02","regime":{"version":"regime-v1","as_of":"2024-04-02","trend":"up","volatility":"normal","key":"up/normal","realized_volatility_20":0.16385882261178225,"high_volatility_threshold":0.1775671047790225},"equity":881475.7959,"baseline":881475.7959,"matched":881475.7959,"exposure":1.0,"benchmark":988291.6298,"cash":0.0,"realized_pnl":0.0,"unrealized_pnl":-118524.2039},{"date":"2024-04-04","signal_date":"2024-04-03","regime":{"version":"regime-v1","as_of":"2024-04-03","trend":"up","volatility":"normal","key":"up/normal","realized_volatility_20":0.17461494312015613,"high_volatility_threshold":0.1775671047790225},"equity":943480.6821,"baseline":943480.6821,"matched":943480.6821,"exposure":1.0,"benchmark":1002380.4252,"cash":0.0,"realized_pnl":0.0,"unrealized_pnl":-56519.3178},{"date":"2024-04-05","signal_date":"2024-04-04","regime":{"version":"regime-v1","as_of":"2024-04-04","trend":"up","volatility":"high","key":"up/high","realized_volatility_20":0.17959806275543816,"high_volatility_threshold":0.1775671047790225},"equity":927063.3983,"baseline":927063.3983,"matched":927063.3983,"exposure":1.0,"benchmark":992111.3818,"cash":0.0,"realized_pnl":0.0,"unrealized_pnl":-72936.6015},{"date":"2024-04-08","signal_date":"2024-04-05","regime":{"version":"regime-v1","as_of":"2024-04-05","trend":"up","volatility":"high","key":"up/high","realized_volatility_20":0.17977465905568557,"high_volatility_threshold":0.17855502592520203},"equity":947099.2242,"baseline":947099.2242,"matched":947099.2242,"exposure":1.0,"benchmark":996318.6448,"cash":0.0,"realized_pnl":0.0,"unrealized_pnl":-52900.7756},{"date":"2024-04-09","signal_date":"2024-04-08","regime":{"version":"regime-v1","as_of":"2024-04-08","trend":"up","volatility":"normal","key":"up/normal","realized_volatility_20":0.17603950740750518,"high_volatility_threshold":0.1794436849038314},"equity":978803.4603,"baseline":978803.4603,"matched":978803.4603,"exposure":1.0,"benchmark":990118.4677,"cash":0.0,"realized_pnl":0.0,"unrealized_pnl":-21196.5395},{"date":"2024-04-11","signal_date":"2024-04-09","regime":{"version":"regime-v1","as_of":"2024-04-09","trend":"up","volatility":"normal","key":"up/normal","realized_volatility_20":0.17681329760132722,"high_volatility_threshold":0.1794436849038314},"equity":1002422.6816,"baseline":1002422.6816,"matched":1002422.6816,"exposure":1.0,"benchmark":989730.9566,"cash":0.0,"realized_pnl":0.0,"unrealized_pnl":2422.6818},{"date":"2024-04-12","signal_date":"2024-04-11","regime":{"version":"regime-v1","as_of":"2024-04-11","trend":"up","volatility":"normal","key":"up/normal","realized_volatility_20":0.17651559789271826,"high_volatility_threshold":0.1794436849038314},"equity":998121.8625,"baseline":998121.8625,"matched":998121.8625,"exposure":1.0,"benchmark":980126.2179,"cash":0.0,"realized_pnl":0.0,"unrealized_pnl":-1878.1373},{"date":"2024-04-15","signal_date":"2024-04-12","regime":{"version":"regime-v1","as_of":"2024-04-12","trend":"up","volatility":"normal","key":"up/normal","realized_volatility_20":0.17812200769079012,"high_volatility_threshold":0.1794436849038314},"equity":1001980.7019,"baseline":1001980.7019,"matched":1001980.7019,"exposure":1.0,"benchmark":975780.558,"cash":0.0,"realized_pnl":0.0,"unrealized_pnl":1980.7021},{"date":"2024-04-16","signal_date":"2024-04-15","regime":{"version":"regime-v1","as_of":"2024-04-15","trend":"up","volatility":"normal","key":"up/normal","realized_volatility_20":0.16420059174265814,"high_volatility_threshold":0.1794436849038314},"equity":941553.3864,"baseline":941553.3864,"matched":941553.3864,"exposure":1.0,"benchmark":953249.5571,"cash":0.0,"realized_pnl":0.0,"unrealized_pnl":-58446.6135},{"date":"2024-04-17","signal_date":"2024-04-16","regime":{"version":"regime-v1","as_of":"2024-04-16","trend":"up","volatility":"high","key":"up/high","realized_volatility_20":0.1840691576897514,"high_volatility_threshold":0.1794436849038314},"equity":977018.8271,"baseline":977018.8271,"matched":977018.8271,"exposure":1.0,"benchmark":942842.1169,"cash":0.0,"realized_pnl":-90973.5212,"unrealized_pnl":67992.3483},{"date":"2024-04-18","signal_date":"2024-04-17","regime":{"version":"regime-v1","as_of":"2024-04-17","trend":"sideways","volatility":"high","key":"sideways/high","realized_volatility_20":0.18327155539750284,"high_volatility_threshold":0.17958751869184314},"equity":1111538.3103,"baseline":1111538.3103,"matched":1111538.3103,"exposure":1.0,"benchmark":959311.3375,"cash":0.0,"realized_pnl":-90973.5212,"unrealized_pnl":2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생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","각 편도 비용 15bp·슬리피지 10bp는 검증되지 않은 실험용 값입니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","규칙·선별 모드는 신규 편입을 H거래일 보유한 뒤 재선정되지 않으면 청산합니다. 판정 라벨과 체결 경로는 여전히 다를 수 있습니다.","기본은 소수 단위 수량 시뮬레이션입니다. 정수 주식·최소 주문 단위 제약은 라이브 전에 별도 점검해야 합니다.","익명화해도 지표 조합으로 종목을 추정할 여지와 LLM 학습 지식의 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 아닙니다."],"prompts":{"discovery":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고 무효화 조건을 남긴다.\nprobability는 명시된 평가 사건의 확률(0~1)이다. 그럴듯한 자신감이 아니다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n기존 보유의 비용 포함 평가손익, 보유 거래일 수, 최초 판정과 무효화 조건을 현재 지표와 비교한다.\n이전 계획과 현재 낙폭도 확인한다. 손실 회복만을 이유로 비중을 늘리지 않는다.\n신규 편입은 승인 후보에서만 한다. 기존 보유는 관리 가능하다. 한도는 완화할 수 없다.\n현재 시점에서 실행 가능한 다음 거래 계획을 제시한다. 목표 비중은 계좌 전체 자산 대비 비중이다.\n빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}"}}},{"id":98,"created":"2026-10-20T22:48:05.843571+00:00","status":"completed","settings":{"version":"research-v6","source_hash":"16866254f08387882c4a1743206de12b664528d8290dfb7304125ecb36bc8458","revision":{"commit":"80859a72cc4c9a7c96d8620c1feeaeee70bce97f","dirty":true},"start":"2023-12-27","end":"2024-03-29","mode":"rules","kind":"trend","sort":"relative_desc","horizon":10,"candidates":20,"max_calls":100,"min_value":5000000000.0,"initial_cash":1000000,"max_positions":4,"max_position":0.25,"max_exposure":1.0,"rebalance_band":0.05,"fractional":true,"anonymize":true,"cache":true,"cost":0.0015,"slippage":0.001,"discovery_version":"discovery-v4","portfolio_version":"portfolio-v4","memory":false,"memory_mode":"none","notebook_id":null,"purpose":"research","knowledge_cutoff":"2023-12-27","filters":{},"guidance":"","discovery_prompt":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고 무효화 조건을 남긴다.\nprobability는 명시된 평가 사건의 확률(0~1)이다. 그럴듯한 자신감이 아니다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio_prompt":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n기존 보유의 비용 포함 평가손익, 보유 거래일 수, 최초 판정과 무효화 조건을 현재 지표와 비교한다.\n이전 계획과 현재 낙폭도 확인한다. 손실 회복만을 이유로 비중을 늘리지 않는다.\n신규 편입은 승인 후보에서만 한다. 기존 보유는 관리 가능하다. 한도는 완화할 수 없다.\n현재 시점에서 실행 가능한 다음 거래 계획을 제시한다. 목표 비중은 계좌 전체 자산 대비 비중이다.\n빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}","memory_tool_prompt":null,"model":null,"event":"다음 거래일 시가 진입 후 10번째 거래일 종가 청산, 편도 비용 15bp 및 슬리피지 10bp 차감 후 수익률 > 0","limitations":["현재 생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","각 편도 비용 15bp·슬리피지 10bp는 검증되지 않은 실험용 값입니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","규칙·선별 모드는 신규 편입을 H거래일 보유한 뒤 재선정되지 않으면 청산합니다. 판정 라벨과 체결 경로는 여전히 다를 수 있습니다.","기본은 소수 단위 수량 시뮬레이션입니다. 정수 주식·최소 주문 단위 제약은 라이브 전에 별도 점검해야 합니다.","익명화해도 지표 조합으로 종목을 추정할 여지와 LLM 학습 지식의 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 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생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","각 편도 비용 15bp·슬리피지 10bp는 검증되지 않은 실험용 값입니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","규칙·선별 모드는 신규 편입을 H거래일 보유한 뒤 재선정되지 않으면 청산합니다. 판정 라벨과 체결 경로는 여전히 다를 수 있습니다.","기본은 소수 단위 수량 시뮬레이션입니다. 정수 주식·최소 주문 단위 제약은 라이브 전에 별도 점검해야 합니다.","익명화해도 지표 조합으로 종목을 추정할 여지와 LLM 학습 지식의 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 아닙니다."],"prompts":{"discovery":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고 무효화 조건을 남긴다.\nprobability는 명시된 평가 사건의 확률(0~1)이다. 그럴듯한 자신감이 아니다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n기존 보유의 비용 포함 평가손익, 보유 거래일 수, 최초 판정과 무효화 조건을 현재 지표와 비교한다.\n이전 계획과 현재 낙폭도 확인한다. 손실 회복만을 이유로 비중을 늘리지 않는다.\n신규 편입은 승인 후보에서만 한다. 기존 보유는 관리 가능하다. 한도는 완화할 수 없다.\n현재 시점에서 실행 가능한 다음 거래 계획을 제시한다. 목표 비중은 계좌 전체 자산 대비 비중이다.\n빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}"}}},{"id":97,"created":"2026-10-20T22:48:04.269599+00:00","status":"completed","settings":{"version":"research-v6","source_hash":"16866254f08387882c4a1743206de12b664528d8290dfb7304125ecb36bc8458","revision":{"commit":"80859a72cc4c9a7c96d8620c1feeaeee70bce97f","dirty":true},"start":"2023-09-21","end":"2023-12-26","mode":"rules","kind":"trend","sort":"relative_desc","horizon":10,"candidates":20,"max_calls":100,"min_value":5000000000.0,"initial_cash":1000000,"max_positions":4,"max_position":0.25,"max_exposure":1.0,"rebalance_band":0.05,"fractional":true,"anonymize":true,"cache":true,"cost":0.0015,"slippage":0.001,"discovery_version":"discovery-v4","portfolio_version":"portfolio-v4","memory":false,"memory_mode":"none","notebook_id":null,"purpose":"research","knowledge_cutoff":"2023-09-21","filters":{},"guidance":"","discovery_prompt":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고 무효화 조건을 남긴다.\nprobability는 명시된 평가 사건의 확률(0~1)이다. 그럴듯한 자신감이 아니다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio_prompt":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n기존 보유의 비용 포함 평가손익, 보유 거래일 수, 최초 판정과 무효화 조건을 현재 지표와 비교한다.\n이전 계획과 현재 낙폭도 확인한다. 손실 회복만을 이유로 비중을 늘리지 않는다.\n신규 편입은 승인 후보에서만 한다. 기존 보유는 관리 가능하다. 한도는 완화할 수 없다.\n현재 시점에서 실행 가능한 다음 거래 계획을 제시한다. 목표 비중은 계좌 전체 자산 대비 비중이다.\n빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}","memory_tool_prompt":null,"model":null,"event":"다음 거래일 시가 진입 후 10번째 거래일 종가 청산, 편도 비용 15bp 및 슬리피지 10bp 차감 후 수익률 > 0","limitations":["현재 생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","각 편도 비용 15bp·슬리피지 10bp는 검증되지 않은 실험용 값입니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","규칙·선별 모드는 신규 편입을 H거래일 보유한 뒤 재선정되지 않으면 청산합니다. 판정 라벨과 체결 경로는 여전히 다를 수 있습니다.","기본은 소수 단위 수량 시뮬레이션입니다. 정수 주식·최소 주문 단위 제약은 라이브 전에 별도 점검해야 합니다.","익명화해도 지표 조합으로 종목을 추정할 여지와 LLM 학습 지식의 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 아닙니다."],"notebook_hash":null},"result":{"curve":[{"date":"2023-09-22","signal_date":"2023-09-21","regime":{"version":"regime-v1","as_of":"2023-09-21","trend":"sideways","volatility":"normal","key":"sideways/normal","realized_volatility_20":0.13275526988817052,"high_volatility_threshold":0.19107803460175712},"equity":1025736.201,"baseline":1025736.201,"matched":1025736.201,"exposure":1.0,"benchmark":1005891.2048,"cash":0.0,"realized_pnl":0.0,"unrealized_pnl":25736.2012},{"date":"2023-09-25","signal_date":"2023-09-22","regime":{"version":"regime-v1","as_of":"2023-09-22","trend":"sideways","volatility":"normal","key":"sideways/normal","realized_volatility_20":0.12729972708828496,"high_volatility_threshold":0.1904501711904128},"equity":1084675.6874,"baseline":1084675.6874,"matched":1084675.6874,"exposure":1.0,"benchmark":1006819.7099,"cash":0.0,"realized_pnl":0.0,"unrealized_pnl":84675.6875},{"date":"2023-09-26","signal_date":"2023-09-25","regime":{"version":"regime-v1","as_of":"2023-09-25","trend":"sideways","volatility":"normal","key":"sideways/normal","realized_volatility_20":0.12494737476741004,"high_volatility_threshold":0.19025582423833012},"equity":1016496.2702,"baseline":1016496.2702,"matched":1016496.2702,"exposure":1.0,"benchmark":993628.5339,"cash":0.0,"realized_pnl":0.0,"unrealized_pnl":16496.2704},{"date":"2023-09-27","signal_date":"2023-09-26","regime":{"version":"regime-v1","as_of":"2023-09-26","trend":"sideways","volatility":"normal","key":"sideways/normal","realized_volatility_20":0.1318022350125224,"high_volatility_threshold":0.1900527749337623},"equity":1125798.1313,"baseline":1125798.1313,"matched":1125798.1313,"exposure":1.0,"benchmark":996061.8577,"cash":0.0,"realized_pnl":0.0,"unrealized_pnl":125798.1315},{"date":"2023-10-04","signal_date":"2023-09-27","regime":{"version":"regime-v1","as_of":"2023-09-27","trend":"down","volatility":"normal","key":"down/normal","realized_volatility_20":0.13159522287345396,"high_volatility_threshold":0.18929733801712906},"equity":1011418.5557,"baseline":1011418.5557,"matched":1011418.5557,"exposure":1.0,"benchmark":969679.5057,"cash":0.0,"realized_pnl":0.0,"unrealized_pnl":11418.5559},{"date":"2023-10-05","signal_date":"2023-10-04","regime":{"version":"regime-v1","as_of":"2023-10-04","trend":"down","volatility":"normal","key":"down/normal","realized_volatility_20":0.1601008329249879,"high_volatility_threshold":0.18875571211628936},"equity":963264.9434,"baseline":963264.9434,"matched":963264.9434,"exposure":1.0,"benchmark":969999.6798,"cash":0.0,"realized_pnl":0.0,"unrealized_pnl":-36735.0564},{"date":"2023-10-06","signal_date":"2023-10-05","regime":{"version":"regime-v1","as_of":"2023-10-05","trend":"down","volatility":"normal","key":"down/normal","realized_volatility_20":0.15380386099463614,"high_volatility_threshold":0.18770525196435622},"equity":1025705.0306,"baseline":1025705.0306,"matched":1025705.0306,"exposure":1.0,"benchmark":971824.6726,"cash":0.0,"realized_pnl":0.0,"unrealized_pnl":25705.0307},{"date":"2023-10-10","signal_date":"2023-10-06","regime":{"version":"regime-v1","as_of":"2023-10-06","trend":"down","volatility":"normal","key":"down/normal","realized_volatility_20":0.15107769056337464,"high_volatility_threshold":0.18653529676953173},"equity":1114148.9139,"baseline":1114148.9139,"matched":1114148.9139,"exposure":1.0,"benchmark":974097.9093,"cash":0.0,"realized_pnl":0.0,"unrealized_pnl":114148.914},{"date":"2023-10-11","signal_date":"2023-10-10","regime":{"version":"regime-v1","as_of":"2023-10-10","trend":"down","volatility":"normal","key":"down/normal","realized_volatility_20":0.1521558055184425,"high_volatility_threshold":0.1851684276470359},"equity":1155461.5934,"baseline":1155461.5934,"matched":1155461.5934,"exposure":1.0,"benchmark":990458.8096,"cash":0.0,"realized_pnl":0.0,"unrealized_pnl":155461.5936},{"date":"2023-10-12","signal_date":"2023-10-11","regime":{"version":"regime-v1","as_of":"2023-10-11","trend":"down","volatility":"normal","key":"down/normal","realized_volatility_20":0.16624970265761332,"high_volatility_threshold":0.1845052126795104},"equity":1191560.7553,"baseline":1191560.7553,"matched":1191560.7553,"exposure":1.0,"benchmark":1001664.9057,"cash":0.0,"realized_pnl":0.0,"unrealized_pnl":191560.7554},{"date":"2023-10-13","signal_date":"2023-10-12","regime":{"version":"regime-v1","as_of":"2023-10-12","trend":"down","volatility":"normal","key":"down/normal","realized_volatility_20":0.1719240638117039,"high_volatility_threshold":0.18390796951083707},"equity":1123739.8677,"baseline":1123739.8677,"matched":1123739.8677,"exposure":1.0,"benchmark":992860.1159,"cash":0.0,"realized_pnl":47403.2824,"unrealized_pnl":76336.5854},{"date":"2023-10-16","signal_date":"2023-10-13","regime":{"version":"regime-v1","as_of":"2023-10-13","trend":"down","volatility":"normal","key":"down/normal","realized_volatility_20":0.1738866152763521,"high_volatility_threshold":0.18280102966990613},"equity":1108756.5442,"baseline":1108756.5442,"matched":110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생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","각 편도 비용 15bp·슬리피지 10bp는 검증되지 않은 실험용 값입니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","규칙·선별 모드는 신규 편입을 H거래일 보유한 뒤 재선정되지 않으면 청산합니다. 판정 라벨과 체결 경로는 여전히 다를 수 있습니다.","기본은 소수 단위 수량 시뮬레이션입니다. 정수 주식·최소 주문 단위 제약은 라이브 전에 별도 점검해야 합니다.","익명화해도 지표 조합으로 종목을 추정할 여지와 LLM 학습 지식의 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 아닙니다."],"prompts":{"discovery":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고 무효화 조건을 남긴다.\nprobability는 명시된 평가 사건의 확률(0~1)이다. 그럴듯한 자신감이 아니다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n기존 보유의 비용 포함 평가손익, 보유 거래일 수, 최초 판정과 무효화 조건을 현재 지표와 비교한다.\n이전 계획과 현재 낙폭도 확인한다. 손실 회복만을 이유로 비중을 늘리지 않는다.\n신규 편입은 승인 후보에서만 한다. 기존 보유는 관리 가능하다. 한도는 완화할 수 없다.\n현재 시점에서 실행 가능한 다음 거래 계획을 제시한다. 목표 비중은 계좌 전체 자산 대비 비중이다.\n빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}"}}},{"id":96,"created":"2026-10-20T22:48:02.733895+00:00","status":"completed","settings":{"version":"research-v6","source_hash":"16866254f08387882c4a1743206de12b664528d8290dfb7304125ecb36bc8458","revision":{"commit":"80859a72cc4c9a7c96d8620c1feeaeee70bce97f","dirty":true},"start":"2023-06-23","end":"2023-09-20","mode":"rules","kind":"trend","sort":"relative_desc","horizon":10,"candidates":20,"max_calls":100,"min_value":5000000000.0,"initial_cash":1000000,"max_positions":4,"max_position":0.25,"max_exposure":1.0,"rebalance_band":0.05,"fractional":true,"anonymize":true,"cache":true,"cost":0.0015,"slippage":0.001,"discovery_version":"discovery-v4","portfolio_version":"portfolio-v4","memory":false,"memory_mode":"none","notebook_id":null,"purpose":"research","knowledge_cutoff":"2023-06-23","filters":{},"guidance":"","discovery_prompt":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고 무효화 조건을 남긴다.\nprobability는 명시된 평가 사건의 확률(0~1)이다. 그럴듯한 자신감이 아니다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio_prompt":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n기존 보유의 비용 포함 평가손익, 보유 거래일 수, 최초 판정과 무효화 조건을 현재 지표와 비교한다.\n이전 계획과 현재 낙폭도 확인한다. 손실 회복만을 이유로 비중을 늘리지 않는다.\n신규 편입은 승인 후보에서만 한다. 기존 보유는 관리 가능하다. 한도는 완화할 수 없다.\n현재 시점에서 실행 가능한 다음 거래 계획을 제시한다. 목표 비중은 계좌 전체 자산 대비 비중이다.\n빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}","memory_tool_prompt":null,"model":null,"event":"다음 거래일 시가 진입 후 10번째 거래일 종가 청산, 편도 비용 15bp 및 슬리피지 10bp 차감 후 수익률 > 0","limitations":["현재 생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","각 편도 비용 15bp·슬리피지 10bp는 검증되지 않은 실험용 값입니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","규칙·선별 모드는 신규 편입을 H거래일 보유한 뒤 재선정되지 않으면 청산합니다. 판정 라벨과 체결 경로는 여전히 다를 수 있습니다.","기본은 소수 단위 수량 시뮬레이션입니다. 정수 주식·최소 주문 단위 제약은 라이브 전에 별도 점검해야 합니다.","익명화해도 지표 조합으로 종목을 추정할 여지와 LLM 학습 지식의 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 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생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","각 편도 비용 15bp·슬리피지 10bp는 검증되지 않은 실험용 값입니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","규칙·선별 모드는 신규 편입을 H거래일 보유한 뒤 재선정되지 않으면 청산합니다. 판정 라벨과 체결 경로는 여전히 다를 수 있습니다.","기본은 소수 단위 수량 시뮬레이션입니다. 정수 주식·최소 주문 단위 제약은 라이브 전에 별도 점검해야 합니다.","익명화해도 지표 조합으로 종목을 추정할 여지와 LLM 학습 지식의 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 아닙니다."],"prompts":{"discovery":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고 무효화 조건을 남긴다.\nprobability는 명시된 평가 사건의 확률(0~1)이다. 그럴듯한 자신감이 아니다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n기존 보유의 비용 포함 평가손익, 보유 거래일 수, 최초 판정과 무효화 조건을 현재 지표와 비교한다.\n이전 계획과 현재 낙폭도 확인한다. 손실 회복만을 이유로 비중을 늘리지 않는다.\n신규 편입은 승인 후보에서만 한다. 기존 보유는 관리 가능하다. 한도는 완화할 수 없다.\n현재 시점에서 실행 가능한 다음 거래 계획을 제시한다. 목표 비중은 계좌 전체 자산 대비 비중이다.\n빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}"}}},{"id":95,"created":"2026-10-20T22:48:01.221178+00:00","status":"completed","settings":{"version":"research-v6","source_hash":"16866254f08387882c4a1743206de12b664528d8290dfb7304125ecb36bc8458","revision":{"commit":"80859a72cc4c9a7c96d8620c1feeaeee70bce97f","dirty":true},"start":"2023-03-22","end":"2023-06-22","mode":"rules","kind":"trend","sort":"relative_desc","horizon":10,"candidates":20,"max_calls":100,"min_value":5000000000.0,"initial_cash":1000000,"max_positions":4,"max_position":0.25,"max_exposure":1.0,"rebalance_band":0.05,"fractional":true,"anonymize":true,"cache":true,"cost":0.0015,"slippage":0.001,"discovery_version":"discovery-v4","portfolio_version":"portfolio-v4","memory":false,"memory_mode":"none","notebook_id":null,"purpose":"research","knowledge_cutoff":"2023-03-22","filters":{},"guidance":"","discovery_prompt":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고 무효화 조건을 남긴다.\nprobability는 명시된 평가 사건의 확률(0~1)이다. 그럴듯한 자신감이 아니다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio_prompt":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n기존 보유의 비용 포함 평가손익, 보유 거래일 수, 최초 판정과 무효화 조건을 현재 지표와 비교한다.\n이전 계획과 현재 낙폭도 확인한다. 손실 회복만을 이유로 비중을 늘리지 않는다.\n신규 편입은 승인 후보에서만 한다. 기존 보유는 관리 가능하다. 한도는 완화할 수 없다.\n현재 시점에서 실행 가능한 다음 거래 계획을 제시한다. 목표 비중은 계좌 전체 자산 대비 비중이다.\n빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}","memory_tool_prompt":null,"model":null,"event":"다음 거래일 시가 진입 후 10번째 거래일 종가 청산, 편도 비용 15bp 및 슬리피지 10bp 차감 후 수익률 > 0","limitations":["현재 생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","각 편도 비용 15bp·슬리피지 10bp는 검증되지 않은 실험용 값입니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","규칙·선별 모드는 신규 편입을 H거래일 보유한 뒤 재선정되지 않으면 청산합니다. 판정 라벨과 체결 경로는 여전히 다를 수 있습니다.","기본은 소수 단위 수량 시뮬레이션입니다. 정수 주식·최소 주문 단위 제약은 라이브 전에 별도 점검해야 합니다.","익명화해도 지표 조합으로 종목을 추정할 여지와 LLM 학습 지식의 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 아닙니다."],"notebook_hash":null},"result":{"curve":[{"date":"2023-03-23","signal_date":"2023-03-22","regime":{"version":"regime-v1","as_of":"2023-03-22","trend":"sideways","volatility":"normal","key":"sideways/normal","realized_volatility_20":0.1753187209235788,"high_volatility_threshold":0.2062040685048762},"equity":1025230.9644,"baseline":1025230.9644,"matched":1025230.9644,"exposure":1.0,"benchmark":1010432.9505,"cash":0.0,"realized_pnl":0.0,"unrealized_pnl":25230.9645},{"date":"2023-03-24","signal_date":"2023-03-23","regime":{"version":"regime-v1","as_of":"2023-03-23","trend":"sideways","volatility":"normal","key":"sideways/normal","realized_volatility_20":0.16469502157153013,"high_volatility_threshold":0.2058044674242813},"equity":1044811.5779,"baseline":1044811.5779,"matched":1044811.5779,"exposure":1.0,"benchmark":1006966.6282,"cash":0.0,"realized_pnl":0.0,"unrealized_pnl":44811.5781},{"date":"2023-03-27","signal_date":"2023-03-24","regime":{"version":"regime-v1","as_of":"2023-03-24","trend":"sideways","volatility":"normal","key":"sideways/normal","realized_volatility_20":0.15802065439895546,"high_volatility_threshold":0.2055323010454698},"equity":1113590.2706,"baseline":1113590.2706,"matched":1113590.2706,"exposure":1.0,"benchmark":1002378.8486,"cash":0.0,"realized_pnl":0.0,"unrealized_pnl":113590.2708},{"date":"2023-03-28","signal_date":"2023-03-27","regime":{"version":"regime-v1","as_of":"2023-03-27","trend":"down","volatility":"normal","key":"down/normal","realized_volatility_20":0.15578289225460146,"high_volatility_threshold":0.2049110729639691},"equity":1135354.0804,"baseline":1135354.0804,"matched":1135354.0804,"exposure":1.0,"benchmark":1014103.1741,"cash":0.0,"realized_pnl":0.0,"unrealized_pnl":135354.0806},{"date":"2023-03-29","signal_date":"2023-03-28","regime":{"version":"regime-v1","as_of":"2023-03-28","trend":"sideways","volatility":"normal","key":"sideways/normal","realized_volatility_20":0.15843790491320833,"high_volatility_threshold":0.20429920779436284},"equity":1184072.4607,"baseline":1184072.4607,"matched":1184072.4607,"exposure":1.0,"benchmark":1015666.4175,"cash":0.0,"realized_pnl":0.0,"unrealized_pnl":184072.4609},{"date":"2023-03-30","signal_date":"2023-03-29","regime":{"version":"regime-v1","as_of":"2023-03-29","trend":"sideways","volatility":"normal","key":"sideways/normal","realized_volatility_20":0.15823551075137762,"high_volatility_threshold":0.20412066318139085},"equity":1148076.6498,"baseline":1148076.6498,"matched":1148076.6498,"exposure":1.0,"benchmark":1022802.9634,"cash":0.0,"realized_pnl":0.0,"unrealized_pnl":148076.65},{"date":"2023-03-31","signal_date":"2023-03-30","regime":{"version":"regime-v1","as_of":"2023-03-30","trend":"sideways","volatility":"normal","key":"sideways/normal","realized_volatility_20":0.15987378353416193,"high_volatility_threshold":0.20379195381326864},"equity":1124963.1455,"baseline":1124963.1455,"matched":1124963.1455,"exposure":1.0,"benchmark":1034833.1408,"cash":0.0,"realized_pnl":0.0,"unrealized_pnl":124963.1456},{"date":"2023-04-03","signal_date":"2023-03-31","regime":{"version":"regime-v1","as_of":"2023-03-31","trend":"up","volatility":"normal","key":"up/normal","realized_volatility_20":0.16468896147719697,"high_volatility_threshold":0.2035820702831202},"equity":1173974.5292,"baseline":1173974.5292,"matched":1173974.5292,"exposure":1.0,"benchmark":1029599.6738,"cash":0.0,"realized_pnl":0.0,"unrealized_pnl":173974.5294},{"date":"2023-04-04","signal_date":"2023-04-03","regime":{"version":"regime-v1","as_of":"2023-04-03","trend":"up","volatility":"normal","key":"up/normal","realized_volatility_20":0.1585661415283442,"high_volatility_threshold":0.2035820702831202},"equity":1157471.3188,"baseline":1157471.3188,"matched":1157471.3188,"exposure":1.0,"benchmark":1034357.371,"cash":0.0,"realized_pnl":0.0,"unrealized_pnl":157471.319},{"date":"2023-04-05","signal_date":"2023-04-04","regime":{"version":"regime-v1","as_of":"2023-04-04","trend":"up","volatility":"normal","key":"up/normal","realized_volatility_20":0.15808110661235492,"high_volatility_threshold":0.2035820702831202},"equity":1198364.637,"baseline":1198364.637,"matched":1198364.637,"exposure":1.0,"benchmark":1040202.542,"cash":0.0,"realized_pnl":0.0,"unrealized_pnl":198364.6372},{"date":"2023-04-06","signal_date":"2023-04-05","regime":{"version":"regime-v1","as_of":"2023-04-05","trend":"up","volatility":"normal","key":"up/normal","realized_volatility_20":0.1488399154906573,"high_volatility_threshold":0.2035820702831202},"equity":1127522.2571,"baseline":1127522.2571,"matched":1127522.2571,"exposure":0.9808813851664331,"benchmark":1021681.5062,"cash":21556.6637,"realized_pnl":172702.6423,"unrealized_pnl":-45180.385},{"date":"2023-04-07","signal_date":"2023-04-06","regime":{"version":"regime-v1","as_of":"2023-04-06","trend":"up","volatility":"normal","key":"up/normal","realized_volatility_20":0.16356201795753741,"high_volatility_threshold":0.2035820702831202},"equity":1216220.6115,"baseline":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생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","각 편도 비용 15bp·슬리피지 10bp는 검증되지 않은 실험용 값입니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","규칙·선별 모드는 신규 편입을 H거래일 보유한 뒤 재선정되지 않으면 청산합니다. 판정 라벨과 체결 경로는 여전히 다를 수 있습니다.","기본은 소수 단위 수량 시뮬레이션입니다. 정수 주식·최소 주문 단위 제약은 라이브 전에 별도 점검해야 합니다.","익명화해도 지표 조합으로 종목을 추정할 여지와 LLM 학습 지식의 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 아닙니다."],"prompts":{"discovery":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고 무효화 조건을 남긴다.\nprobability는 명시된 평가 사건의 확률(0~1)이다. 그럴듯한 자신감이 아니다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n기존 보유의 비용 포함 평가손익, 보유 거래일 수, 최초 판정과 무효화 조건을 현재 지표와 비교한다.\n이전 계획과 현재 낙폭도 확인한다. 손실 회복만을 이유로 비중을 늘리지 않는다.\n신규 편입은 승인 후보에서만 한다. 기존 보유는 관리 가능하다. 한도는 완화할 수 없다.\n현재 시점에서 실행 가능한 다음 거래 계획을 제시한다. 목표 비중은 계좌 전체 자산 대비 비중이다.\n빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}"}}},{"id":94,"created":"2026-10-20T22:47:59.732856+00:00","status":"completed","settings":{"version":"research-v6","source_hash":"16866254f08387882c4a1743206de12b664528d8290dfb7304125ecb36bc8458","revision":{"commit":"80859a72cc4c9a7c96d8620c1feeaeee70bce97f","dirty":true},"start":"2022-12-19","end":"2023-03-21","mode":"rules","kind":"trend","sort":"relative_desc","horizon":10,"candidates":20,"max_calls":100,"min_value":5000000000.0,"initial_cash":1000000,"max_positions":4,"max_position":0.25,"max_exposure":1.0,"rebalance_band":0.05,"fractional":true,"anonymize":true,"cache":true,"cost":0.0015,"slippage":0.001,"discovery_version":"discovery-v4","portfolio_version":"portfolio-v4","memory":false,"memory_mode":"none","notebook_id":null,"purpose":"research","knowledge_cutoff":"2022-12-19","filters":{},"guidance":"","discovery_prompt":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고 무효화 조건을 남긴다.\nprobability는 명시된 평가 사건의 확률(0~1)이다. 그럴듯한 자신감이 아니다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio_prompt":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n기존 보유의 비용 포함 평가손익, 보유 거래일 수, 최초 판정과 무효화 조건을 현재 지표와 비교한다.\n이전 계획과 현재 낙폭도 확인한다. 손실 회복만을 이유로 비중을 늘리지 않는다.\n신규 편입은 승인 후보에서만 한다. 기존 보유는 관리 가능하다. 한도는 완화할 수 없다.\n현재 시점에서 실행 가능한 다음 거래 계획을 제시한다. 목표 비중은 계좌 전체 자산 대비 비중이다.\n빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}","memory_tool_prompt":null,"model":null,"event":"다음 거래일 시가 진입 후 10번째 거래일 종가 청산, 편도 비용 15bp 및 슬리피지 10bp 차감 후 수익률 > 0","limitations":["현재 생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","각 편도 비용 15bp·슬리피지 10bp는 검증되지 않은 실험용 값입니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","규칙·선별 모드는 신규 편입을 H거래일 보유한 뒤 재선정되지 않으면 청산합니다. 판정 라벨과 체결 경로는 여전히 다를 수 있습니다.","기본은 소수 단위 수량 시뮬레이션입니다. 정수 주식·최소 주문 단위 제약은 라이브 전에 별도 점검해야 합니다.","익명화해도 지표 조합으로 종목을 추정할 여지와 LLM 학습 지식의 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 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생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","각 편도 비용 15bp·슬리피지 10bp는 검증되지 않은 실험용 값입니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","규칙·선별 모드는 신규 편입을 H거래일 보유한 뒤 재선정되지 않으면 청산합니다. 판정 라벨과 체결 경로는 여전히 다를 수 있습니다.","기본은 소수 단위 수량 시뮬레이션입니다. 정수 주식·최소 주문 단위 제약은 라이브 전에 별도 점검해야 합니다.","익명화해도 지표 조합으로 종목을 추정할 여지와 LLM 학습 지식의 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 아닙니다."],"prompts":{"discovery":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고 무효화 조건을 남긴다.\nprobability는 명시된 평가 사건의 확률(0~1)이다. 그럴듯한 자신감이 아니다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n기존 보유의 비용 포함 평가손익, 보유 거래일 수, 최초 판정과 무효화 조건을 현재 지표와 비교한다.\n이전 계획과 현재 낙폭도 확인한다. 손실 회복만을 이유로 비중을 늘리지 않는다.\n신규 편입은 승인 후보에서만 한다. 기존 보유는 관리 가능하다. 한도는 완화할 수 없다.\n현재 시점에서 실행 가능한 다음 거래 계획을 제시한다. 목표 비중은 계좌 전체 자산 대비 비중이다.\n빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}"}}},{"id":93,"created":"2026-10-20T22:47:58.236004+00:00","status":"completed","settings":{"version":"research-v6","source_hash":"16866254f08387882c4a1743206de12b664528d8290dfb7304125ecb36bc8458","revision":{"commit":"80859a72cc4c9a7c96d8620c1feeaeee70bce97f","dirty":true},"start":"2022-09-19","end":"2022-12-16","mode":"rules","kind":"trend","sort":"relative_desc","horizon":10,"candidates":20,"max_calls":100,"min_value":5000000000.0,"initial_cash":1000000,"max_positions":4,"max_position":0.25,"max_exposure":1.0,"rebalance_band":0.05,"fractional":true,"anonymize":true,"cache":true,"cost":0.0015,"slippage":0.001,"discovery_version":"discovery-v4","portfolio_version":"portfolio-v4","memory":false,"memory_mode":"none","notebook_id":null,"purpose":"research","knowledge_cutoff":"2022-09-19","filters":{},"guidance":"","discovery_prompt":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고 무효화 조건을 남긴다.\nprobability는 명시된 평가 사건의 확률(0~1)이다. 그럴듯한 자신감이 아니다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio_prompt":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n기존 보유의 비용 포함 평가손익, 보유 거래일 수, 최초 판정과 무효화 조건을 현재 지표와 비교한다.\n이전 계획과 현재 낙폭도 확인한다. 손실 회복만을 이유로 비중을 늘리지 않는다.\n신규 편입은 승인 후보에서만 한다. 기존 보유는 관리 가능하다. 한도는 완화할 수 없다.\n현재 시점에서 실행 가능한 다음 거래 계획을 제시한다. 목표 비중은 계좌 전체 자산 대비 비중이다.\n빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}","memory_tool_prompt":null,"model":null,"event":"다음 거래일 시가 진입 후 10번째 거래일 종가 청산, 편도 비용 15bp 및 슬리피지 10bp 차감 후 수익률 > 0","limitations":["현재 생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","각 편도 비용 15bp·슬리피지 10bp는 검증되지 않은 실험용 값입니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","규칙·선별 모드는 신규 편입을 H거래일 보유한 뒤 재선정되지 않으면 청산합니다. 판정 라벨과 체결 경로는 여전히 다를 수 있습니다.","기본은 소수 단위 수량 시뮬레이션입니다. 정수 주식·최소 주문 단위 제약은 라이브 전에 별도 점검해야 합니다.","익명화해도 지표 조합으로 종목을 추정할 여지와 LLM 학습 지식의 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 아닙니다."],"notebook_hash":null},"result":{"curve":[{"date":"2022-09-20","signal_date":"2022-09-19","regime":{"version":"regime-v1","as_of":"2022-09-19","trend":"down","volatility":"normal","key":"down/normal","realized_volatility_20":0.2092022280406664,"high_volatility_threshold":0.2093659572388022},"equity":1061281.0221,"baseline":1061281.0221,"matched":1061281.0221,"exposure":1.0,"benchmark":996432.6933,"cash":-0.0,"realized_pnl":0.0,"unrealized_pnl":61281.0223},{"date":"2022-09-21","signal_date":"2022-09-20","regime":{"version":"regime-v1","as_of":"2022-09-20","trend":"down","volatility":"high","key":"down/high","realized_volatility_20":0.21044075583632266,"high_volatility_threshold":0.209321898844478},"equity":926060.7627,"baseline":926060.7627,"matched":926060.7627,"exposure":1.0,"benchmark":987234.6378,"cash":-0.0,"realized_pnl":0.0,"unrealized_pnl":-73939.2371},{"date":"2022-09-22","signal_date":"2022-09-21","regime":{"version":"regime-v1","as_of":"2022-09-21","trend":"down","volatility":"normal","key":"down/normal","realized_volatility_20":0.2084650555123493,"high_volatility_threshold":0.20966770068392546},"equity":929049.8337,"baseline":929049.8337,"matched":929049.8337,"exposure":1.0,"benchmark":976532.7178,"cash":-0.0,"realized_pnl":0.0,"unrealized_pnl":-70950.1661},{"date":"2022-09-23","signal_date":"2022-09-22","regime":{"version":"regime-v1","as_of":"2022-09-22","trend":"down","volatility":"normal","key":"down/normal","realized_volatility_20":0.207490875525325,"high_volatility_threshold":0.2094100156331264},"equity":949254.2308,"baseline":949254.2308,"matched":949254.2308,"exposure":1.0,"benchmark":964536.7747,"cash":-0.0,"realized_pnl":0.0,"unrealized_pnl":-50745.769},{"date":"2022-09-26","signal_date":"2022-09-23","regime":{"version":"regime-v1","as_of":"2022-09-23","trend":"down","volatility":"normal","key":"down/normal","realized_volatility_20":0.20846385323042732,"high_volatility_threshold":0.2093659572388022},"equity":928870.8783,"baseline":928870.8783,"matched":928870.8783,"exposure":1.0,"benchmark":940894.6246,"cash":-0.0,"realized_pnl":0.0,"unrealized_pnl":-71129.1216},{"date":"2022-09-27","signal_date":"2022-09-26","regime":{"version":"regime-v1","as_of":"2022-09-26","trend":"down","volatility":"high","key":"down/high","realized_volatility_20":0.2131230930138888,"high_volatility_threshold":0.209321898844478},"equity":890175.2534,"baseline":890175.2534,"matched":890175.2534,"exposure":1.0,"benchmark":942678.2779,"cash":-0.0,"realized_pnl":0.0,"unrealized_pnl":-109824.7464},{"date":"2022-09-28","signal_date":"2022-09-27","regime":{"version":"regime-v1","as_of":"2022-09-27","trend":"down","volatility":"high","key":"down/high","realized_volatility_20":0.21365982388005098,"high_volatility_threshold":0.20966770068392546},"equity":949089.6795,"baseline":949089.6795,"matched":949089.6795,"exposure":1.0,"benchmark":919525.7581,"cash":-0.0,"realized_pnl":0.0,"unrealized_pnl":-50910.3203},{"date":"2022-09-29","signal_date":"2022-09-28","regime":{"version":"regime-v1","as_of":"2022-09-28","trend":"down","volatility":"high","key":"down/high","realized_volatility_20":0.21428540711175692,"high_volatility_threshold":0.21044075583632266},"equity":981545.0211,"baseline":981545.0211,"matched":981545.0211,"exposure":1.0,"benchmark":919840.5204,"cash":-0.0,"realized_pnl":0.0,"unrealized_pnl":-18454.9788},{"date":"2022-09-30","signal_date":"2022-09-29","regime":{"version":"regime-v1","as_of":"2022-09-29","trend":"down","volatility":"normal","key":"down/normal","realized_volatility_20":0.20684409346385974,"high_volatility_threshold":0.2106617071208871},"equity":1016814.6487,"baseline":1016814.6487,"matched":1016814.6487,"exposure":1.0,"benchmark":915783.5834,"cash":-0.0,"realized_pnl":0.0,"unrealized_pnl":16814.6489},{"date":"2022-10-04","signal_date":"2022-09-30","regime":{"version":"regime-v1","as_of":"2022-09-30","trend":"down","volatility":"normal","key":"down/normal","realized_volatility_20":0.20068294616896537,"high_volatility_threshold":0.21058805669269895},"equity":1036045.3031,"baseline":1036045.3031,"matched":1036045.3031,"exposure":1.0,"benchmark":937991.8162,"cash":-0.0,"realized_pnl":0.0,"unrealized_pnl":36045.3032},{"date":"2022-10-05","signal_date":"2022-10-04","regime":{"version":"regime-v1","as_of":"2022-10-04","trend":"down","volatility":"high","key":"down/high","realized_volatility_20":0.2181981043482552,"high_volatility_threshold":0.2105144062645108},"equity":1099457.7501,"baseline":1099457.7501,"matched":1086985.357,"exposure":0.778683486431154,"benchmark":938131.7106,"cash":243328.1561,"realized_pnl":26210.4758,"unrealized_pnl":73247.2745},{"date":"2022-10-06","signal_date":"2022-10-05","regime":{"version":"regime-v1","as_of":"2022-10-05","trend":"down","volatility":"high","key":"down/high","realized_volatility_20":0.2186669186019034,"high_volatility_threshold":0.21073535754907524},"equity":1069442.1175,"baseline":1069442.1175,"matched":1056882.5107,"exposure":1.0,"benchmark":948518.868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생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","각 편도 비용 15bp·슬리피지 10bp는 검증되지 않은 실험용 값입니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","규칙·선별 모드는 신규 편입을 H거래일 보유한 뒤 재선정되지 않으면 청산합니다. 판정 라벨과 체결 경로는 여전히 다를 수 있습니다.","기본은 소수 단위 수량 시뮬레이션입니다. 정수 주식·최소 주문 단위 제약은 라이브 전에 별도 점검해야 합니다.","익명화해도 지표 조합으로 종목을 추정할 여지와 LLM 학습 지식의 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 아닙니다."],"prompts":{"discovery":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고 무효화 조건을 남긴다.\nprobability는 명시된 평가 사건의 확률(0~1)이다. 그럴듯한 자신감이 아니다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n기존 보유의 비용 포함 평가손익, 보유 거래일 수, 최초 판정과 무효화 조건을 현재 지표와 비교한다.\n이전 계획과 현재 낙폭도 확인한다. 손실 회복만을 이유로 비중을 늘리지 않는다.\n신규 편입은 승인 후보에서만 한다. 기존 보유는 관리 가능하다. 한도는 완화할 수 없다.\n현재 시점에서 실행 가능한 다음 거래 계획을 제시한다. 목표 비중은 계좌 전체 자산 대비 비중이다.\n빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}"}}},{"id":92,"created":"2026-10-20T22:47:56.644379+00:00","status":"completed","settings":{"version":"research-v6","source_hash":"16866254f08387882c4a1743206de12b664528d8290dfb7304125ecb36bc8458","revision":{"commit":"80859a72cc4c9a7c96d8620c1feeaeee70bce97f","dirty":true},"start":"2025-07-21","end":"2025-10-23","mode":"rules","kind":"trend","sort":"atr_asc","horizon":3,"candidates":20,"max_calls":100,"min_value":5000000000.0,"initial_cash":1000000,"max_positions":4,"max_position":0.25,"max_exposure":1.0,"rebalance_band":0.05,"fractional":true,"anonymize":true,"cache":true,"cost":0.0015,"slippage":0.001,"discovery_version":"discovery-v4","portfolio_version":"portfolio-v4","memory":false,"memory_mode":"none","notebook_id":null,"purpose":"research","knowledge_cutoff":"2025-07-21","filters":{},"guidance":"","discovery_prompt":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고 무효화 조건을 남긴다.\nprobability는 명시된 평가 사건의 확률(0~1)이다. 그럴듯한 자신감이 아니다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio_prompt":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n기존 보유의 비용 포함 평가손익, 보유 거래일 수, 최초 판정과 무효화 조건을 현재 지표와 비교한다.\n이전 계획과 현재 낙폭도 확인한다. 손실 회복만을 이유로 비중을 늘리지 않는다.\n신규 편입은 승인 후보에서만 한다. 기존 보유는 관리 가능하다. 한도는 완화할 수 없다.\n현재 시점에서 실행 가능한 다음 거래 계획을 제시한다. 목표 비중은 계좌 전체 자산 대비 비중이다.\n빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}","memory_tool_prompt":null,"model":null,"event":"다음 거래일 시가 진입 후 3번째 거래일 종가 청산, 편도 비용 15bp 및 슬리피지 10bp 차감 후 수익률 > 0","limitations":["현재 생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","각 편도 비용 15bp·슬리피지 10bp는 검증되지 않은 실험용 값입니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","규칙·선별 모드는 신규 편입을 H거래일 보유한 뒤 재선정되지 않으면 청산합니다. 판정 라벨과 체결 경로는 여전히 다를 수 있습니다.","기본은 소수 단위 수량 시뮬레이션입니다. 정수 주식·최소 주문 단위 제약은 라이브 전에 별도 점검해야 합니다.","익명화해도 지표 조합으로 종목을 추정할 여지와 LLM 학습 지식의 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 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생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","각 편도 비용 15bp·슬리피지 10bp는 검증되지 않은 실험용 값입니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","규칙·선별 모드는 신규 편입을 H거래일 보유한 뒤 재선정되지 않으면 청산합니다. 판정 라벨과 체결 경로는 여전히 다를 수 있습니다.","기본은 소수 단위 수량 시뮬레이션입니다. 정수 주식·최소 주문 단위 제약은 라이브 전에 별도 점검해야 합니다.","익명화해도 지표 조합으로 종목을 추정할 여지와 LLM 학습 지식의 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 아닙니다."],"prompts":{"discovery":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고 무효화 조건을 남긴다.\nprobability는 명시된 평가 사건의 확률(0~1)이다. 그럴듯한 자신감이 아니다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n기존 보유의 비용 포함 평가손익, 보유 거래일 수, 최초 판정과 무효화 조건을 현재 지표와 비교한다.\n이전 계획과 현재 낙폭도 확인한다. 손실 회복만을 이유로 비중을 늘리지 않는다.\n신규 편입은 승인 후보에서만 한다. 기존 보유는 관리 가능하다. 한도는 완화할 수 없다.\n현재 시점에서 실행 가능한 다음 거래 계획을 제시한다. 목표 비중은 계좌 전체 자산 대비 비중이다.\n빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}"}}},{"id":91,"created":"2026-10-20T22:47:55.060719+00:00","status":"completed","settings":{"version":"research-v6","source_hash":"16866254f08387882c4a1743206de12b664528d8290dfb7304125ecb36bc8458","revision":{"commit":"80859a72cc4c9a7c96d8620c1feeaeee70bce97f","dirty":true},"start":"2025-04-16","end":"2025-07-18","mode":"rules","kind":"trend","sort":"atr_asc","horizon":3,"candidates":20,"max_calls":100,"min_value":5000000000.0,"initial_cash":1000000,"max_positions":4,"max_position":0.25,"max_exposure":1.0,"rebalance_band":0.05,"fractional":true,"anonymize":true,"cache":true,"cost":0.0015,"slippage":0.001,"discovery_version":"discovery-v4","portfolio_version":"portfolio-v4","memory":false,"memory_mode":"none","notebook_id":null,"purpose":"research","knowledge_cutoff":"2025-04-16","filters":{},"guidance":"","discovery_prompt":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고 무효화 조건을 남긴다.\nprobability는 명시된 평가 사건의 확률(0~1)이다. 그럴듯한 자신감이 아니다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio_prompt":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n기존 보유의 비용 포함 평가손익, 보유 거래일 수, 최초 판정과 무효화 조건을 현재 지표와 비교한다.\n이전 계획과 현재 낙폭도 확인한다. 손실 회복만을 이유로 비중을 늘리지 않는다.\n신규 편입은 승인 후보에서만 한다. 기존 보유는 관리 가능하다. 한도는 완화할 수 없다.\n현재 시점에서 실행 가능한 다음 거래 계획을 제시한다. 목표 비중은 계좌 전체 자산 대비 비중이다.\n빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}","memory_tool_prompt":null,"model":null,"event":"다음 거래일 시가 진입 후 3번째 거래일 종가 청산, 편도 비용 15bp 및 슬리피지 10bp 차감 후 수익률 > 0","limitations":["현재 생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","각 편도 비용 15bp·슬리피지 10bp는 검증되지 않은 실험용 값입니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","규칙·선별 모드는 신규 편입을 H거래일 보유한 뒤 재선정되지 않으면 청산합니다. 판정 라벨과 체결 경로는 여전히 다를 수 있습니다.","기본은 소수 단위 수량 시뮬레이션입니다. 정수 주식·최소 주문 단위 제약은 라이브 전에 별도 점검해야 합니다.","익명화해도 지표 조합으로 종목을 추정할 여지와 LLM 학습 지식의 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 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평가손익, 보유 거래일 수, 최초 판정과 무효화 조건을 현재 지표와 비교한다.\n이전 계획과 현재 낙폭도 확인한다. 손실 회복만을 이유로 비중을 늘리지 않는다.\n신규 편입은 승인 후보에서만 한다. 기존 보유는 관리 가능하다. 한도는 완화할 수 없다.\n현재 시점에서 실행 가능한 다음 거래 계획을 제시한다. 목표 비중은 계좌 전체 자산 대비 비중이다.\n빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}"}}},{"id":90,"created":"2026-10-20T22:47:53.496916+00:00","status":"completed","settings":{"version":"research-v6","source_hash":"16866254f08387882c4a1743206de12b664528d8290dfb7304125ecb36bc8458","revision":{"commit":"80859a72cc4c9a7c96d8620c1feeaeee70bce97f","dirty":true},"start":"2025-01-10","end":"2025-04-15","mode":"rules","kind":"trend","sort":"atr_asc","horizon":3,"candidates":20,"max_calls":100,"min_value":5000000000.0,"initial_cash":1000000,"max_positions":4,"max_position":0.25,"max_exposure":1.0,"rebalance_band":0.05,"fractional":true,"anonymize":true,"cache":true,"cost":0.0015,"slippage":0.001,"discovery_version":"discovery-v4","portfolio_version":"portfolio-v4","memory":false,"memory_mode":"none","notebook_id":null,"purpose":"research","knowledge_cutoff":"2025-01-10","filters":{},"guidance":"","discovery_prompt":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고 무효화 조건을 남긴다.\nprobability는 명시된 평가 사건의 확률(0~1)이다. 그럴듯한 자신감이 아니다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio_prompt":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n기존 보유의 비용 포함 평가손익, 보유 거래일 수, 최초 판정과 무효화 조건을 현재 지표와 비교한다.\n이전 계획과 현재 낙폭도 확인한다. 손실 회복만을 이유로 비중을 늘리지 않는다.\n신규 편입은 승인 후보에서만 한다. 기존 보유는 관리 가능하다. 한도는 완화할 수 없다.\n현재 시점에서 실행 가능한 다음 거래 계획을 제시한다. 목표 비중은 계좌 전체 자산 대비 비중이다.\n빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}","memory_tool_prompt":null,"model":null,"event":"다음 거래일 시가 진입 후 3번째 거래일 종가 청산, 편도 비용 15bp 및 슬리피지 10bp 차감 후 수익률 > 0","limitations":["현재 생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","각 편도 비용 15bp·슬리피지 10bp는 검증되지 않은 실험용 값입니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","규칙·선별 모드는 신규 편입을 H거래일 보유한 뒤 재선정되지 않으면 청산합니다. 판정 라벨과 체결 경로는 여전히 다를 수 있습니다.","기본은 소수 단위 수량 시뮬레이션입니다. 정수 주식·최소 주문 단위 제약은 라이브 전에 별도 점검해야 합니다.","익명화해도 지표 조합으로 종목을 추정할 여지와 LLM 학습 지식의 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 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생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","각 편도 비용 15bp·슬리피지 10bp는 검증되지 않은 실험용 값입니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","규칙·선별 모드는 신규 편입을 H거래일 보유한 뒤 재선정되지 않으면 청산합니다. 판정 라벨과 체결 경로는 여전히 다를 수 있습니다.","기본은 소수 단위 수량 시뮬레이션입니다. 정수 주식·최소 주문 단위 제약은 라이브 전에 별도 점검해야 합니다.","익명화해도 지표 조합으로 종목을 추정할 여지와 LLM 학습 지식의 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 아닙니다."],"prompts":{"discovery":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고 무효화 조건을 남긴다.\nprobability는 명시된 평가 사건의 확률(0~1)이다. 그럴듯한 자신감이 아니다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n기존 보유의 비용 포함 평가손익, 보유 거래일 수, 최초 판정과 무효화 조건을 현재 지표와 비교한다.\n이전 계획과 현재 낙폭도 확인한다. 손실 회복만을 이유로 비중을 늘리지 않는다.\n신규 편입은 승인 후보에서만 한다. 기존 보유는 관리 가능하다. 한도는 완화할 수 없다.\n현재 시점에서 실행 가능한 다음 거래 계획을 제시한다. 목표 비중은 계좌 전체 자산 대비 비중이다.\n빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}"}}},{"id":89,"created":"2026-10-20T22:47:51.975753+00:00","status":"completed","settings":{"version":"research-v6","source_hash":"16866254f08387882c4a1743206de12b664528d8290dfb7304125ecb36bc8458","revision":{"commit":"80859a72cc4c9a7c96d8620c1feeaeee70bce97f","dirty":true},"start":"2024-10-10","end":"2025-01-09","mode":"rules","kind":"trend","sort":"atr_asc","horizon":3,"candidates":20,"max_calls":100,"min_value":5000000000.0,"initial_cash":1000000,"max_positions":4,"max_position":0.25,"max_exposure":1.0,"rebalance_band":0.05,"fractional":true,"anonymize":true,"cache":true,"cost":0.0015,"slippage":0.001,"discovery_version":"discovery-v4","portfolio_version":"portfolio-v4","memory":false,"memory_mode":"none","notebook_id":null,"purpose":"research","knowledge_cutoff":"2024-10-10","filters":{},"guidance":"","discovery_prompt":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고 무효화 조건을 남긴다.\nprobability는 명시된 평가 사건의 확률(0~1)이다. 그럴듯한 자신감이 아니다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio_prompt":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n기존 보유의 비용 포함 평가손익, 보유 거래일 수, 최초 판정과 무효화 조건을 현재 지표와 비교한다.\n이전 계획과 현재 낙폭도 확인한다. 손실 회복만을 이유로 비중을 늘리지 않는다.\n신규 편입은 승인 후보에서만 한다. 기존 보유는 관리 가능하다. 한도는 완화할 수 없다.\n현재 시점에서 실행 가능한 다음 거래 계획을 제시한다. 목표 비중은 계좌 전체 자산 대비 비중이다.\n빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}","memory_tool_prompt":null,"model":null,"event":"다음 거래일 시가 진입 후 3번째 거래일 종가 청산, 편도 비용 15bp 및 슬리피지 10bp 차감 후 수익률 > 0","limitations":["현재 생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","각 편도 비용 15bp·슬리피지 10bp는 검증되지 않은 실험용 값입니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","규칙·선별 모드는 신규 편입을 H거래일 보유한 뒤 재선정되지 않으면 청산합니다. 판정 라벨과 체결 경로는 여전히 다를 수 있습니다.","기본은 소수 단위 수량 시뮬레이션입니다. 정수 주식·최소 주문 단위 제약은 라이브 전에 별도 점검해야 합니다.","익명화해도 지표 조합으로 종목을 추정할 여지와 LLM 학습 지식의 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 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평가손익, 보유 거래일 수, 최초 판정과 무효화 조건을 현재 지표와 비교한다.\n이전 계획과 현재 낙폭도 확인한다. 손실 회복만을 이유로 비중을 늘리지 않는다.\n신규 편입은 승인 후보에서만 한다. 기존 보유는 관리 가능하다. 한도는 완화할 수 없다.\n현재 시점에서 실행 가능한 다음 거래 계획을 제시한다. 목표 비중은 계좌 전체 자산 대비 비중이다.\n빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}"}}},{"id":88,"created":"2026-10-20T22:47:50.451951+00:00","status":"completed","settings":{"version":"research-v6","source_hash":"16866254f08387882c4a1743206de12b664528d8290dfb7304125ecb36bc8458","revision":{"commit":"80859a72cc4c9a7c96d8620c1feeaeee70bce97f","dirty":true},"start":"2024-07-04","end":"2024-10-08","mode":"rules","kind":"trend","sort":"atr_asc","horizon":3,"candidates":20,"max_calls":100,"min_value":5000000000.0,"initial_cash":1000000,"max_positions":4,"max_position":0.25,"max_exposure":1.0,"rebalance_band":0.05,"fractional":true,"anonymize":true,"cache":true,"cost":0.0015,"slippage":0.001,"discovery_version":"discovery-v4","portfolio_version":"portfolio-v4","memory":false,"memory_mode":"none","notebook_id":null,"purpose":"research","knowledge_cutoff":"2024-07-04","filters":{},"guidance":"","discovery_prompt":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고 무효화 조건을 남긴다.\nprobability는 명시된 평가 사건의 확률(0~1)이다. 그럴듯한 자신감이 아니다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio_prompt":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n기존 보유의 비용 포함 평가손익, 보유 거래일 수, 최초 판정과 무효화 조건을 현재 지표와 비교한다.\n이전 계획과 현재 낙폭도 확인한다. 손실 회복만을 이유로 비중을 늘리지 않는다.\n신규 편입은 승인 후보에서만 한다. 기존 보유는 관리 가능하다. 한도는 완화할 수 없다.\n현재 시점에서 실행 가능한 다음 거래 계획을 제시한다. 목표 비중은 계좌 전체 자산 대비 비중이다.\n빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}","memory_tool_prompt":null,"model":null,"event":"다음 거래일 시가 진입 후 3번째 거래일 종가 청산, 편도 비용 15bp 및 슬리피지 10bp 차감 후 수익률 > 0","limitations":["현재 생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","각 편도 비용 15bp·슬리피지 10bp는 검증되지 않은 실험용 값입니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","규칙·선별 모드는 신규 편입을 H거래일 보유한 뒤 재선정되지 않으면 청산합니다. 판정 라벨과 체결 경로는 여전히 다를 수 있습니다.","기본은 소수 단위 수량 시뮬레이션입니다. 정수 주식·최소 주문 단위 제약은 라이브 전에 별도 점검해야 합니다.","익명화해도 지표 조합으로 종목을 추정할 여지와 LLM 학습 지식의 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 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생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","각 편도 비용 15bp·슬리피지 10bp는 검증되지 않은 실험용 값입니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","규칙·선별 모드는 신규 편입을 H거래일 보유한 뒤 재선정되지 않으면 청산합니다. 판정 라벨과 체결 경로는 여전히 다를 수 있습니다.","기본은 소수 단위 수량 시뮬레이션입니다. 정수 주식·최소 주문 단위 제약은 라이브 전에 별도 점검해야 합니다.","익명화해도 지표 조합으로 종목을 추정할 여지와 LLM 학습 지식의 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 아닙니다."],"prompts":{"discovery":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고 무효화 조건을 남긴다.\nprobability는 명시된 평가 사건의 확률(0~1)이다. 그럴듯한 자신감이 아니다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n기존 보유의 비용 포함 평가손익, 보유 거래일 수, 최초 판정과 무효화 조건을 현재 지표와 비교한다.\n이전 계획과 현재 낙폭도 확인한다. 손실 회복만을 이유로 비중을 늘리지 않는다.\n신규 편입은 승인 후보에서만 한다. 기존 보유는 관리 가능하다. 한도는 완화할 수 없다.\n현재 시점에서 실행 가능한 다음 거래 계획을 제시한다. 목표 비중은 계좌 전체 자산 대비 비중이다.\n빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}"}}},{"id":87,"created":"2026-10-20T22:47:48.931644+00:00","status":"completed","settings":{"version":"research-v6","source_hash":"16866254f08387882c4a1743206de12b664528d8290dfb7304125ecb36bc8458","revision":{"commit":"80859a72cc4c9a7c96d8620c1feeaeee70bce97f","dirty":true},"start":"2024-04-01","end":"2024-07-03","mode":"rules","kind":"trend","sort":"atr_asc","horizon":3,"candidates":20,"max_calls":100,"min_value":5000000000.0,"initial_cash":1000000,"max_positions":4,"max_position":0.25,"max_exposure":1.0,"rebalance_band":0.05,"fractional":true,"anonymize":true,"cache":true,"cost":0.0015,"slippage":0.001,"discovery_version":"discovery-v4","portfolio_version":"portfolio-v4","memory":false,"memory_mode":"none","notebook_id":null,"purpose":"research","knowledge_cutoff":"2024-04-01","filters":{},"guidance":"","discovery_prompt":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고 무효화 조건을 남긴다.\nprobability는 명시된 평가 사건의 확률(0~1)이다. 그럴듯한 자신감이 아니다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio_prompt":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n기존 보유의 비용 포함 평가손익, 보유 거래일 수, 최초 판정과 무효화 조건을 현재 지표와 비교한다.\n이전 계획과 현재 낙폭도 확인한다. 손실 회복만을 이유로 비중을 늘리지 않는다.\n신규 편입은 승인 후보에서만 한다. 기존 보유는 관리 가능하다. 한도는 완화할 수 없다.\n현재 시점에서 실행 가능한 다음 거래 계획을 제시한다. 목표 비중은 계좌 전체 자산 대비 비중이다.\n빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}","memory_tool_prompt":null,"model":null,"event":"다음 거래일 시가 진입 후 3번째 거래일 종가 청산, 편도 비용 15bp 및 슬리피지 10bp 차감 후 수익률 > 0","limitations":["현재 생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","각 편도 비용 15bp·슬리피지 10bp는 검증되지 않은 실험용 값입니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","규칙·선별 모드는 신규 편입을 H거래일 보유한 뒤 재선정되지 않으면 청산합니다. 판정 라벨과 체결 경로는 여전히 다를 수 있습니다.","기본은 소수 단위 수량 시뮬레이션입니다. 정수 주식·최소 주문 단위 제약은 라이브 전에 별도 점검해야 합니다.","익명화해도 지표 조합으로 종목을 추정할 여지와 LLM 학습 지식의 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 아닙니다."],"notebook_hash":null},"result":{"curve":[{"date":"2024-04-02","signal_date":"2024-04-01","regime":{"version":"regime-v1","as_of":"2024-04-01","trend":"up","volatility":"normal","key":"up/normal","realized_volatility_20":0.16822790265122514,"high_volatility_threshold":0.1775671047790225},"equity":1004054.4523,"baseline":1004054.4523,"matched":1004054.4523,"exposure":1.0,"benchmark":1003432.2409,"cash":0.0,"realized_pnl":0.0,"unrealized_pnl":4054.4524},{"date":"2024-04-03","signal_date":"2024-04-02","regime":{"version":"regime-v1","as_of":"2024-04-02","trend":"up","volatility":"normal","key":"up/normal","realized_volatility_20":0.16385882261178225,"high_volatility_threshold":0.1775671047790225},"equity":991840.636,"baseline":991840.636,"matched":991840.636,"exposure":1.0,"benchmark":988291.6298,"cash":0.0,"realized_pnl":0.0,"unrealized_pnl":-8159.3639},{"date":"2024-04-04","signal_date":"2024-04-03","regime":{"version":"regime-v1","as_of":"2024-04-03","trend":"up","volatility":"normal","key":"up/normal","realized_volatility_20":0.17461494312015613,"high_volatility_threshold":0.1775671047790225},"equity":1008817.6143,"baseline":1008817.6143,"matched":1008817.6143,"exposure":1.0,"benchmark":1002380.4252,"cash":0.0,"realized_pnl":0.0,"unrealized_pnl":8817.6145},{"date":"2024-04-05","signal_date":"2024-04-04","regime":{"version":"regime-v1","as_of":"2024-04-04","trend":"up","volatility":"high","key":"up/high","realized_volatility_20":0.17959806275543816,"high_volatility_threshold":0.1775671047790225},"equity":1024663.9902,"baseline":1024663.9902,"matched":1024663.9902,"exposure":1.0,"benchmark":992111.3818,"cash":0.0,"realized_pnl":0.0,"unrealized_pnl":24663.9904},{"date":"2024-04-08","signal_date":"2024-04-05","regime":{"version":"regime-v1","as_of":"2024-04-05","trend":"up","volatility":"high","key":"up/high","realized_volatility_20":0.17977465905568557,"high_volatility_threshold":0.17855502592520203},"equity":1021637.5168,"baseline":1021637.5168,"matched":1021637.5168,"exposure":1.0,"benchmark":996318.6448,"cash":0.0,"realized_pnl":0.0,"unrealized_pnl":21637.517},{"date":"2024-04-09","signal_date":"2024-04-08","regime":{"version":"regime-v1","as_of":"2024-04-08","trend":"up","volatility":"normal","key":"up/normal","realized_volatility_20":0.17603950740750518,"high_volatility_threshold":0.1794436849038314},"equity":1013259.5822,"baseline":1013259.5822,"matched":1013259.5822,"exposure":1.0,"benchmark":990118.4677,"cash":0.0,"realized_pnl":-260.4177,"unrealized_pnl":13520.0001},{"date":"2024-04-11","signal_date":"2024-04-09","regime":{"version":"regime-v1","as_of":"2024-04-09","trend":"up","volatility":"normal","key":"up/normal","realized_volatility_20":0.17681329760132722,"high_volatility_threshold":0.1794436849038314},"equity":1004611.7171,"baseline":1004611.7171,"matched":1004611.7171,"exposure":1.0,"benchmark":989730.9566,"cash":-0.0,"realized_pnl":-607.1064,"unrealized_pnl":5218.8236},{"date":"2024-04-12","signal_date":"2024-04-11","regime":{"version":"regime-v1","as_of":"2024-04-11","trend":"up","volatility":"normal","key":"up/normal","realized_volatility_20":0.17651559789271826,"high_volatility_threshold":0.1794436849038314},"equity":990929.3171,"baseline":990929.3171,"matched":990929.3171,"exposure":1.0,"benchmark":980126.2179,"cash":-0.0,"realized_pnl":-607.1064,"unrealized_pnl":-8463.5764},{"date":"2024-04-15","signal_date":"2024-04-12","regime":{"version":"regime-v1","as_of":"2024-04-12","trend":"up","volatility":"normal","key":"up/normal","realized_volatility_20":0.17812200769079012,"high_volatility_threshold":0.1794436849038314},"equity":994057.517,"baseline":994057.517,"matched":994057.517,"exposure":0.9945370153764245,"benchmark":975780.558,"cash":5430.5209,"realized_pnl":620.4318,"unrealized_pnl":-6562.9146},{"date":"2024-04-16","signal_date":"2024-04-15","regime":{"version":"regime-v1","as_of":"2024-04-15","trend":"up","volatility":"normal","key":"up/normal","realized_volatility_20":0.16420059174265814,"high_volatility_threshold":0.1794436849038314},"equity":969717.4088,"baseline":969717.4088,"matched":969717.4088,"exposure":1.0,"benchmark":953249.5571,"cash":0.0,"realized_pnl":-22396.0472,"unrealized_pnl":-7886.5438},{"date":"2024-04-17","signal_date":"2024-04-16","regime":{"version":"regime-v1","as_of":"2024-04-16","trend":"up","volatility":"high","key":"up/high","realized_volatility_20":0.1840691576897514,"high_volatility_threshold":0.1794436849038314},"equity":970218.9327,"baseline":970218.9327,"matched":970218.9327,"exposure":1.0,"benchmark":942842.1169,"cash":0.0,"realized_pnl":-22396.0472,"unrealized_pnl":-7385.0199},{"date":"2024-04-18","signal_date":"2024-04-17","regime":{"version":"regime-v1","as_of":"2024-04-17","trend":"sideways","volatility":"high","key":"sideways/high","realized_volatility_20":0.18327155539750284,"high_volatility_threshold":0.17958751869184314},"equity":979530.1884,"baseline":979530.1884,"matched":979530.1884,"exposure":0.9986184319338349,"benchmark":959311.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생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","각 편도 비용 15bp·슬리피지 10bp는 검증되지 않은 실험용 값입니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","규칙·선별 모드는 신규 편입을 H거래일 보유한 뒤 재선정되지 않으면 청산합니다. 판정 라벨과 체결 경로는 여전히 다를 수 있습니다.","기본은 소수 단위 수량 시뮬레이션입니다. 정수 주식·최소 주문 단위 제약은 라이브 전에 별도 점검해야 합니다.","익명화해도 지표 조합으로 종목을 추정할 여지와 LLM 학습 지식의 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 아닙니다."],"prompts":{"discovery":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고 무효화 조건을 남긴다.\nprobability는 명시된 평가 사건의 확률(0~1)이다. 그럴듯한 자신감이 아니다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n기존 보유의 비용 포함 평가손익, 보유 거래일 수, 최초 판정과 무효화 조건을 현재 지표와 비교한다.\n이전 계획과 현재 낙폭도 확인한다. 손실 회복만을 이유로 비중을 늘리지 않는다.\n신규 편입은 승인 후보에서만 한다. 기존 보유는 관리 가능하다. 한도는 완화할 수 없다.\n현재 시점에서 실행 가능한 다음 거래 계획을 제시한다. 목표 비중은 계좌 전체 자산 대비 비중이다.\n빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}"}}},{"id":86,"created":"2026-10-20T22:47:47.430181+00:00","status":"completed","settings":{"version":"research-v6","source_hash":"16866254f08387882c4a1743206de12b664528d8290dfb7304125ecb36bc8458","revision":{"commit":"80859a72cc4c9a7c96d8620c1feeaeee70bce97f","dirty":true},"start":"2023-12-27","end":"2024-03-29","mode":"rules","kind":"trend","sort":"atr_asc","horizon":3,"candidates":20,"max_calls":100,"min_value":5000000000.0,"initial_cash":1000000,"max_positions":4,"max_position":0.25,"max_exposure":1.0,"rebalance_band":0.05,"fractional":true,"anonymize":true,"cache":true,"cost":0.0015,"slippage":0.001,"discovery_version":"discovery-v4","portfolio_version":"portfolio-v4","memory":false,"memory_mode":"none","notebook_id":null,"purpose":"research","knowledge_cutoff":"2023-12-27","filters":{},"guidance":"","discovery_prompt":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고 무효화 조건을 남긴다.\nprobability는 명시된 평가 사건의 확률(0~1)이다. 그럴듯한 자신감이 아니다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio_prompt":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n기존 보유의 비용 포함 평가손익, 보유 거래일 수, 최초 판정과 무효화 조건을 현재 지표와 비교한다.\n이전 계획과 현재 낙폭도 확인한다. 손실 회복만을 이유로 비중을 늘리지 않는다.\n신규 편입은 승인 후보에서만 한다. 기존 보유는 관리 가능하다. 한도는 완화할 수 없다.\n현재 시점에서 실행 가능한 다음 거래 계획을 제시한다. 목표 비중은 계좌 전체 자산 대비 비중이다.\n빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}","memory_tool_prompt":null,"model":null,"event":"다음 거래일 시가 진입 후 3번째 거래일 종가 청산, 편도 비용 15bp 및 슬리피지 10bp 차감 후 수익률 > 0","limitations":["현재 생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","각 편도 비용 15bp·슬리피지 10bp는 검증되지 않은 실험용 값입니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","규칙·선별 모드는 신규 편입을 H거래일 보유한 뒤 재선정되지 않으면 청산합니다. 판정 라벨과 체결 경로는 여전히 다를 수 있습니다.","기본은 소수 단위 수량 시뮬레이션입니다. 정수 주식·최소 주문 단위 제약은 라이브 전에 별도 점검해야 합니다.","익명화해도 지표 조합으로 종목을 추정할 여지와 LLM 학습 지식의 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 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생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","각 편도 비용 15bp·슬리피지 10bp는 검증되지 않은 실험용 값입니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","규칙·선별 모드는 신규 편입을 H거래일 보유한 뒤 재선정되지 않으면 청산합니다. 판정 라벨과 체결 경로는 여전히 다를 수 있습니다.","기본은 소수 단위 수량 시뮬레이션입니다. 정수 주식·최소 주문 단위 제약은 라이브 전에 별도 점검해야 합니다.","익명화해도 지표 조합으로 종목을 추정할 여지와 LLM 학습 지식의 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 아닙니다."],"prompts":{"discovery":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고 무효화 조건을 남긴다.\nprobability는 명시된 평가 사건의 확률(0~1)이다. 그럴듯한 자신감이 아니다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n기존 보유의 비용 포함 평가손익, 보유 거래일 수, 최초 판정과 무효화 조건을 현재 지표와 비교한다.\n이전 계획과 현재 낙폭도 확인한다. 손실 회복만을 이유로 비중을 늘리지 않는다.\n신규 편입은 승인 후보에서만 한다. 기존 보유는 관리 가능하다. 한도는 완화할 수 없다.\n현재 시점에서 실행 가능한 다음 거래 계획을 제시한다. 목표 비중은 계좌 전체 자산 대비 비중이다.\n빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}"}}},{"id":85,"created":"2026-10-20T22:47:45.943068+00:00","status":"completed","settings":{"version":"research-v6","source_hash":"16866254f08387882c4a1743206de12b664528d8290dfb7304125ecb36bc8458","revision":{"commit":"80859a72cc4c9a7c96d8620c1feeaeee70bce97f","dirty":true},"start":"2023-09-21","end":"2023-12-26","mode":"rules","kind":"trend","sort":"atr_asc","horizon":3,"candidates":20,"max_calls":100,"min_value":5000000000.0,"initial_cash":1000000,"max_positions":4,"max_position":0.25,"max_exposure":1.0,"rebalance_band":0.05,"fractional":true,"anonymize":true,"cache":true,"cost":0.0015,"slippage":0.001,"discovery_version":"discovery-v4","portfolio_version":"portfolio-v4","memory":false,"memory_mode":"none","notebook_id":null,"purpose":"research","knowledge_cutoff":"2023-09-21","filters":{},"guidance":"","discovery_prompt":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고 무효화 조건을 남긴다.\nprobability는 명시된 평가 사건의 확률(0~1)이다. 그럴듯한 자신감이 아니다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio_prompt":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n기존 보유의 비용 포함 평가손익, 보유 거래일 수, 최초 판정과 무효화 조건을 현재 지표와 비교한다.\n이전 계획과 현재 낙폭도 확인한다. 손실 회복만을 이유로 비중을 늘리지 않는다.\n신규 편입은 승인 후보에서만 한다. 기존 보유는 관리 가능하다. 한도는 완화할 수 없다.\n현재 시점에서 실행 가능한 다음 거래 계획을 제시한다. 목표 비중은 계좌 전체 자산 대비 비중이다.\n빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}","memory_tool_prompt":null,"model":null,"event":"다음 거래일 시가 진입 후 3번째 거래일 종가 청산, 편도 비용 15bp 및 슬리피지 10bp 차감 후 수익률 > 0","limitations":["현재 생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","각 편도 비용 15bp·슬리피지 10bp는 검증되지 않은 실험용 값입니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","규칙·선별 모드는 신규 편입을 H거래일 보유한 뒤 재선정되지 않으면 청산합니다. 판정 라벨과 체결 경로는 여전히 다를 수 있습니다.","기본은 소수 단위 수량 시뮬레이션입니다. 정수 주식·최소 주문 단위 제약은 라이브 전에 별도 점검해야 합니다.","익명화해도 지표 조합으로 종목을 추정할 여지와 LLM 학습 지식의 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 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생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","각 편도 비용 15bp·슬리피지 10bp는 검증되지 않은 실험용 값입니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","규칙·선별 모드는 신규 편입을 H거래일 보유한 뒤 재선정되지 않으면 청산합니다. 판정 라벨과 체결 경로는 여전히 다를 수 있습니다.","기본은 소수 단위 수량 시뮬레이션입니다. 정수 주식·최소 주문 단위 제약은 라이브 전에 별도 점검해야 합니다.","익명화해도 지표 조합으로 종목을 추정할 여지와 LLM 학습 지식의 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 아닙니다."],"prompts":{"discovery":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고 무효화 조건을 남긴다.\nprobability는 명시된 평가 사건의 확률(0~1)이다. 그럴듯한 자신감이 아니다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n기존 보유의 비용 포함 평가손익, 보유 거래일 수, 최초 판정과 무효화 조건을 현재 지표와 비교한다.\n이전 계획과 현재 낙폭도 확인한다. 손실 회복만을 이유로 비중을 늘리지 않는다.\n신규 편입은 승인 후보에서만 한다. 기존 보유는 관리 가능하다. 한도는 완화할 수 없다.\n현재 시점에서 실행 가능한 다음 거래 계획을 제시한다. 목표 비중은 계좌 전체 자산 대비 비중이다.\n빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}"}}},{"id":84,"created":"2026-10-20T22:47:44.493855+00:00","status":"completed","settings":{"version":"research-v6","source_hash":"16866254f08387882c4a1743206de12b664528d8290dfb7304125ecb36bc8458","revision":{"commit":"80859a72cc4c9a7c96d8620c1feeaeee70bce97f","dirty":true},"start":"2023-06-23","end":"2023-09-20","mode":"rules","kind":"trend","sort":"atr_asc","horizon":3,"candidates":20,"max_calls":100,"min_value":5000000000.0,"initial_cash":1000000,"max_positions":4,"max_position":0.25,"max_exposure":1.0,"rebalance_band":0.05,"fractional":true,"anonymize":true,"cache":true,"cost":0.0015,"slippage":0.001,"discovery_version":"discovery-v4","portfolio_version":"portfolio-v4","memory":false,"memory_mode":"none","notebook_id":null,"purpose":"research","knowledge_cutoff":"2023-06-23","filters":{},"guidance":"","discovery_prompt":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고 무효화 조건을 남긴다.\nprobability는 명시된 평가 사건의 확률(0~1)이다. 그럴듯한 자신감이 아니다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio_prompt":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n기존 보유의 비용 포함 평가손익, 보유 거래일 수, 최초 판정과 무효화 조건을 현재 지표와 비교한다.\n이전 계획과 현재 낙폭도 확인한다. 손실 회복만을 이유로 비중을 늘리지 않는다.\n신규 편입은 승인 후보에서만 한다. 기존 보유는 관리 가능하다. 한도는 완화할 수 없다.\n현재 시점에서 실행 가능한 다음 거래 계획을 제시한다. 목표 비중은 계좌 전체 자산 대비 비중이다.\n빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}","memory_tool_prompt":null,"model":null,"event":"다음 거래일 시가 진입 후 3번째 거래일 종가 청산, 편도 비용 15bp 및 슬리피지 10bp 차감 후 수익률 > 0","limitations":["현재 생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","각 편도 비용 15bp·슬리피지 10bp는 검증되지 않은 실험용 값입니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","규칙·선별 모드는 신규 편입을 H거래일 보유한 뒤 재선정되지 않으면 청산합니다. 판정 라벨과 체결 경로는 여전히 다를 수 있습니다.","기본은 소수 단위 수량 시뮬레이션입니다. 정수 주식·최소 주문 단위 제약은 라이브 전에 별도 점검해야 합니다.","익명화해도 지표 조합으로 종목을 추정할 여지와 LLM 학습 지식의 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 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생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","각 편도 비용 15bp·슬리피지 10bp는 검증되지 않은 실험용 값입니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","규칙·선별 모드는 신규 편입을 H거래일 보유한 뒤 재선정되지 않으면 청산합니다. 판정 라벨과 체결 경로는 여전히 다를 수 있습니다.","기본은 소수 단위 수량 시뮬레이션입니다. 정수 주식·최소 주문 단위 제약은 라이브 전에 별도 점검해야 합니다.","익명화해도 지표 조합으로 종목을 추정할 여지와 LLM 학습 지식의 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 아닙니다."],"prompts":{"discovery":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고 무효화 조건을 남긴다.\nprobability는 명시된 평가 사건의 확률(0~1)이다. 그럴듯한 자신감이 아니다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n기존 보유의 비용 포함 평가손익, 보유 거래일 수, 최초 판정과 무효화 조건을 현재 지표와 비교한다.\n이전 계획과 현재 낙폭도 확인한다. 손실 회복만을 이유로 비중을 늘리지 않는다.\n신규 편입은 승인 후보에서만 한다. 기존 보유는 관리 가능하다. 한도는 완화할 수 없다.\n현재 시점에서 실행 가능한 다음 거래 계획을 제시한다. 목표 비중은 계좌 전체 자산 대비 비중이다.\n빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}"}}},{"id":83,"created":"2026-10-20T22:47:43.017357+00:00","status":"completed","settings":{"version":"research-v6","source_hash":"16866254f08387882c4a1743206de12b664528d8290dfb7304125ecb36bc8458","revision":{"commit":"80859a72cc4c9a7c96d8620c1feeaeee70bce97f","dirty":true},"start":"2023-03-22","end":"2023-06-22","mode":"rules","kind":"trend","sort":"atr_asc","horizon":3,"candidates":20,"max_calls":100,"min_value":5000000000.0,"initial_cash":1000000,"max_positions":4,"max_position":0.25,"max_exposure":1.0,"rebalance_band":0.05,"fractional":true,"anonymize":true,"cache":true,"cost":0.0015,"slippage":0.001,"discovery_version":"discovery-v4","portfolio_version":"portfolio-v4","memory":false,"memory_mode":"none","notebook_id":null,"purpose":"research","knowledge_cutoff":"2023-03-22","filters":{},"guidance":"","discovery_prompt":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고 무효화 조건을 남긴다.\nprobability는 명시된 평가 사건의 확률(0~1)이다. 그럴듯한 자신감이 아니다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio_prompt":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n기존 보유의 비용 포함 평가손익, 보유 거래일 수, 최초 판정과 무효화 조건을 현재 지표와 비교한다.\n이전 계획과 현재 낙폭도 확인한다. 손실 회복만을 이유로 비중을 늘리지 않는다.\n신규 편입은 승인 후보에서만 한다. 기존 보유는 관리 가능하다. 한도는 완화할 수 없다.\n현재 시점에서 실행 가능한 다음 거래 계획을 제시한다. 목표 비중은 계좌 전체 자산 대비 비중이다.\n빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}","memory_tool_prompt":null,"model":null,"event":"다음 거래일 시가 진입 후 3번째 거래일 종가 청산, 편도 비용 15bp 및 슬리피지 10bp 차감 후 수익률 > 0","limitations":["현재 생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","각 편도 비용 15bp·슬리피지 10bp는 검증되지 않은 실험용 값입니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","규칙·선별 모드는 신규 편입을 H거래일 보유한 뒤 재선정되지 않으면 청산합니다. 판정 라벨과 체결 경로는 여전히 다를 수 있습니다.","기본은 소수 단위 수량 시뮬레이션입니다. 정수 주식·최소 주문 단위 제약은 라이브 전에 별도 점검해야 합니다.","익명화해도 지표 조합으로 종목을 추정할 여지와 LLM 학습 지식의 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 아닙니다."],"notebook_hash":null},"result":{"curve":[{"date":"2023-03-23","signal_date":"2023-03-22","regime":{"version":"regime-v1","as_of":"2023-03-22","trend":"sideways","volatility":"normal","key":"sideways/normal","realized_volatility_20":0.1753187209235788,"high_volatility_threshold":0.2062040685048762},"equity":993781.5147,"baseline":993781.5147,"matched":993781.5147,"exposure":1.0,"benchmark":1010432.9505,"cash":0.0,"realized_pnl":0.0,"unrealized_pnl":-6218.4851},{"date":"2023-03-24","signal_date":"2023-03-23","regime":{"version":"regime-v1","as_of":"2023-03-23","trend":"sideways","volatility":"normal","key":"sideways/normal","realized_volatility_20":0.16469502157153013,"high_volatility_threshold":0.2058044674242813},"equity":997159.8861,"baseline":997159.8861,"matched":997159.8861,"exposure":1.0,"benchmark":1006966.6282,"cash":0.0,"realized_pnl":0.0,"unrealized_pnl":-2840.1138},{"date":"2023-03-27","signal_date":"2023-03-24","regime":{"version":"regime-v1","as_of":"2023-03-24","trend":"sideways","volatility":"normal","key":"sideways/normal","realized_volatility_20":0.15802065439895546,"high_volatility_threshold":0.2055323010454698},"equity":995279.638,"baseline":995279.638,"matched":995279.638,"exposure":1.0,"benchmark":1002378.8486,"cash":0.0,"realized_pnl":0.0,"unrealized_pnl":-4720.3618},{"date":"2023-03-28","signal_date":"2023-03-27","regime":{"version":"regime-v1","as_of":"2023-03-27","trend":"down","volatility":"normal","key":"down/normal","realized_volatility_20":0.15578289225460146,"high_volatility_threshold":0.2049110729639691},"equity":997781.6162,"baseline":997781.6162,"matched":997781.6162,"exposure":1.0,"benchmark":1014103.1741,"cash":0.0,"realized_pnl":0.0,"unrealized_pnl":-2218.3836},{"date":"2023-03-29","signal_date":"2023-03-28","regime":{"version":"regime-v1","as_of":"2023-03-28","trend":"sideways","volatility":"normal","key":"sideways/normal","realized_volatility_20":0.15843790491320833,"high_volatility_threshold":0.20429920779436284},"equity":1002751.6725,"baseline":1002751.6725,"matched":1002751.6725,"exposure":1.0,"benchmark":1015666.4175,"cash":0.0,"realized_pnl":0.0,"unrealized_pnl":2751.6727},{"date":"2023-03-30","signal_date":"2023-03-29","regime":{"version":"regime-v1","as_of":"2023-03-29","trend":"sideways","volatility":"normal","key":"sideways/normal","realized_volatility_20":0.15823551075137762,"high_volatility_threshold":0.20412066318139085},"equity":995838.5011,"baseline":995838.5011,"matched":995838.5011,"exposure":1.0,"benchmark":1022802.9634,"cash":0.0,"realized_pnl":-4150.6138,"unrealized_pnl":-10.8849},{"date":"2023-03-31","signal_date":"2023-03-30","regime":{"version":"regime-v1","as_of":"2023-03-30","trend":"sideways","volatility":"normal","key":"sideways/normal","realized_volatility_20":0.15987378353416193,"high_volatility_threshold":0.20379195381326864},"equity":1004257.6215,"baseline":1004257.6215,"matched":1004257.6215,"exposure":1.0,"benchmark":1034833.1408,"cash":0.0,"realized_pnl":-5145.4652,"unrealized_pnl":9403.0869},{"date":"2023-04-03","signal_date":"2023-03-31","regime":{"version":"regime-v1","as_of":"2023-03-31","trend":"up","volatility":"normal","key":"up/normal","realized_volatility_20":0.16468896147719697,"high_volatility_threshold":0.2035820702831202},"equity":1005634.2803,"baseline":1005634.2803,"matched":1005634.2803,"exposure":1.0,"benchmark":1029599.6738,"cash":0.0,"realized_pnl":-5145.4652,"unrealized_pnl":10779.7457},{"date":"2023-04-04","signal_date":"2023-04-03","regime":{"version":"regime-v1","as_of":"2023-04-03","trend":"up","volatility":"normal","key":"up/normal","realized_volatility_20":0.1585661415283442,"high_volatility_threshold":0.2035820702831202},"equity":1002524.3466,"baseline":1002524.3466,"matched":1002524.3466,"exposure":1.0,"benchmark":1034357.371,"cash":0.0,"realized_pnl":-11446.815,"unrealized_pnl":13971.1618},{"date":"2023-04-05","signal_date":"2023-04-04","regime":{"version":"regime-v1","as_of":"2023-04-04","trend":"up","volatility":"normal","key":"up/normal","realized_volatility_20":0.15808110661235492,"high_volatility_threshold":0.2035820702831202},"equity":1001734.6741,"baseline":1001734.6741,"matched":1001734.6741,"exposure":1.0,"benchmark":1040202.542,"cash":-0.0,"realized_pnl":-16237.4261,"unrealized_pnl":17972.1006},{"date":"2023-04-06","signal_date":"2023-04-05","regime":{"version":"regime-v1","as_of":"2023-04-05","trend":"up","volatility":"normal","key":"up/normal","realized_volatility_20":0.1488399154906573,"high_volatility_threshold":0.2035820702831202},"equity":998800.5144,"baseline":998800.5144,"matched":998800.5144,"exposure":1.0,"benchmark":1021681.5062,"cash":-0.0,"realized_pnl":-16237.4261,"unrealized_pnl":15037.9408},{"date":"2023-04-07","signal_date":"2023-04-06","regime":{"version":"regime-v1","as_of":"2023-04-06","trend":"up","volatility":"normal","key":"up/normal","realized_volatility_20":0.16356201795753741,"high_volatility_threshold":0.2035820702831202},"equity":994721.9886,"baseline":994721.9886,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생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","각 편도 비용 15bp·슬리피지 10bp는 검증되지 않은 실험용 값입니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","규칙·선별 모드는 신규 편입을 H거래일 보유한 뒤 재선정되지 않으면 청산합니다. 판정 라벨과 체결 경로는 여전히 다를 수 있습니다.","기본은 소수 단위 수량 시뮬레이션입니다. 정수 주식·최소 주문 단위 제약은 라이브 전에 별도 점검해야 합니다.","익명화해도 지표 조합으로 종목을 추정할 여지와 LLM 학습 지식의 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 아닙니다."],"prompts":{"discovery":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고 무효화 조건을 남긴다.\nprobability는 명시된 평가 사건의 확률(0~1)이다. 그럴듯한 자신감이 아니다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n기존 보유의 비용 포함 평가손익, 보유 거래일 수, 최초 판정과 무효화 조건을 현재 지표와 비교한다.\n이전 계획과 현재 낙폭도 확인한다. 손실 회복만을 이유로 비중을 늘리지 않는다.\n신규 편입은 승인 후보에서만 한다. 기존 보유는 관리 가능하다. 한도는 완화할 수 없다.\n현재 시점에서 실행 가능한 다음 거래 계획을 제시한다. 목표 비중은 계좌 전체 자산 대비 비중이다.\n빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}"}}},{"id":82,"created":"2026-10-20T22:47:41.574711+00:00","status":"completed","settings":{"version":"research-v6","source_hash":"16866254f08387882c4a1743206de12b664528d8290dfb7304125ecb36bc8458","revision":{"commit":"80859a72cc4c9a7c96d8620c1feeaeee70bce97f","dirty":true},"start":"2022-12-19","end":"2023-03-21","mode":"rules","kind":"trend","sort":"atr_asc","horizon":3,"candidates":20,"max_calls":100,"min_value":5000000000.0,"initial_cash":1000000,"max_positions":4,"max_position":0.25,"max_exposure":1.0,"rebalance_band":0.05,"fractional":true,"anonymize":true,"cache":true,"cost":0.0015,"slippage":0.001,"discovery_version":"discovery-v4","portfolio_version":"portfolio-v4","memory":false,"memory_mode":"none","notebook_id":null,"purpose":"research","knowledge_cutoff":"2022-12-19","filters":{},"guidance":"","discovery_prompt":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고 무효화 조건을 남긴다.\nprobability는 명시된 평가 사건의 확률(0~1)이다. 그럴듯한 자신감이 아니다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio_prompt":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n기존 보유의 비용 포함 평가손익, 보유 거래일 수, 최초 판정과 무효화 조건을 현재 지표와 비교한다.\n이전 계획과 현재 낙폭도 확인한다. 손실 회복만을 이유로 비중을 늘리지 않는다.\n신규 편입은 승인 후보에서만 한다. 기존 보유는 관리 가능하다. 한도는 완화할 수 없다.\n현재 시점에서 실행 가능한 다음 거래 계획을 제시한다. 목표 비중은 계좌 전체 자산 대비 비중이다.\n빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}","memory_tool_prompt":null,"model":null,"event":"다음 거래일 시가 진입 후 3번째 거래일 종가 청산, 편도 비용 15bp 및 슬리피지 10bp 차감 후 수익률 > 0","limitations":["현재 생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","각 편도 비용 15bp·슬리피지 10bp는 검증되지 않은 실험용 값입니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","규칙·선별 모드는 신규 편입을 H거래일 보유한 뒤 재선정되지 않으면 청산합니다. 판정 라벨과 체결 경로는 여전히 다를 수 있습니다.","기본은 소수 단위 수량 시뮬레이션입니다. 정수 주식·최소 주문 단위 제약은 라이브 전에 별도 점검해야 합니다.","익명화해도 지표 조합으로 종목을 추정할 여지와 LLM 학습 지식의 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 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생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","각 편도 비용 15bp·슬리피지 10bp는 검증되지 않은 실험용 값입니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","규칙·선별 모드는 신규 편입을 H거래일 보유한 뒤 재선정되지 않으면 청산합니다. 판정 라벨과 체결 경로는 여전히 다를 수 있습니다.","기본은 소수 단위 수량 시뮬레이션입니다. 정수 주식·최소 주문 단위 제약은 라이브 전에 별도 점검해야 합니다.","익명화해도 지표 조합으로 종목을 추정할 여지와 LLM 학습 지식의 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 아닙니다."],"prompts":{"discovery":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고 무효화 조건을 남긴다.\nprobability는 명시된 평가 사건의 확률(0~1)이다. 그럴듯한 자신감이 아니다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n기존 보유의 비용 포함 평가손익, 보유 거래일 수, 최초 판정과 무효화 조건을 현재 지표와 비교한다.\n이전 계획과 현재 낙폭도 확인한다. 손실 회복만을 이유로 비중을 늘리지 않는다.\n신규 편입은 승인 후보에서만 한다. 기존 보유는 관리 가능하다. 한도는 완화할 수 없다.\n현재 시점에서 실행 가능한 다음 거래 계획을 제시한다. 목표 비중은 계좌 전체 자산 대비 비중이다.\n빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}"}}},{"id":81,"created":"2026-10-20T22:47:40.129964+00:00","status":"completed","settings":{"version":"research-v6","source_hash":"16866254f08387882c4a1743206de12b664528d8290dfb7304125ecb36bc8458","revision":{"commit":"80859a72cc4c9a7c96d8620c1feeaeee70bce97f","dirty":true},"start":"2022-09-19","end":"2022-12-16","mode":"rules","kind":"trend","sort":"atr_asc","horizon":3,"candidates":20,"max_calls":100,"min_value":5000000000.0,"initial_cash":1000000,"max_positions":4,"max_position":0.25,"max_exposure":1.0,"rebalance_band":0.05,"fractional":true,"anonymize":true,"cache":true,"cost":0.0015,"slippage":0.001,"discovery_version":"discovery-v4","portfolio_version":"portfolio-v4","memory":false,"memory_mode":"none","notebook_id":null,"purpose":"research","knowledge_cutoff":"2022-09-19","filters":{},"guidance":"","discovery_prompt":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고 무효화 조건을 남긴다.\nprobability는 명시된 평가 사건의 확률(0~1)이다. 그럴듯한 자신감이 아니다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio_prompt":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n기존 보유의 비용 포함 평가손익, 보유 거래일 수, 최초 판정과 무효화 조건을 현재 지표와 비교한다.\n이전 계획과 현재 낙폭도 확인한다. 손실 회복만을 이유로 비중을 늘리지 않는다.\n신규 편입은 승인 후보에서만 한다. 기존 보유는 관리 가능하다. 한도는 완화할 수 없다.\n현재 시점에서 실행 가능한 다음 거래 계획을 제시한다. 목표 비중은 계좌 전체 자산 대비 비중이다.\n빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}","memory_tool_prompt":null,"model":null,"event":"다음 거래일 시가 진입 후 3번째 거래일 종가 청산, 편도 비용 15bp 및 슬리피지 10bp 차감 후 수익률 > 0","limitations":["현재 생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","각 편도 비용 15bp·슬리피지 10bp는 검증되지 않은 실험용 값입니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","규칙·선별 모드는 신규 편입을 H거래일 보유한 뒤 재선정되지 않으면 청산합니다. 판정 라벨과 체결 경로는 여전히 다를 수 있습니다.","기본은 소수 단위 수량 시뮬레이션입니다. 정수 주식·최소 주문 단위 제약은 라이브 전에 별도 점검해야 합니다.","익명화해도 지표 조합으로 종목을 추정할 여지와 LLM 학습 지식의 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 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생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","각 편도 비용 15bp·슬리피지 10bp는 검증되지 않은 실험용 값입니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","규칙·선별 모드는 신규 편입을 H거래일 보유한 뒤 재선정되지 않으면 청산합니다. 판정 라벨과 체결 경로는 여전히 다를 수 있습니다.","기본은 소수 단위 수량 시뮬레이션입니다. 정수 주식·최소 주문 단위 제약은 라이브 전에 별도 점검해야 합니다.","익명화해도 지표 조합으로 종목을 추정할 여지와 LLM 학습 지식의 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 아닙니다."],"prompts":{"discovery":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고 무효화 조건을 남긴다.\nprobability는 명시된 평가 사건의 확률(0~1)이다. 그럴듯한 자신감이 아니다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n기존 보유의 비용 포함 평가손익, 보유 거래일 수, 최초 판정과 무효화 조건을 현재 지표와 비교한다.\n이전 계획과 현재 낙폭도 확인한다. 손실 회복만을 이유로 비중을 늘리지 않는다.\n신규 편입은 승인 후보에서만 한다. 기존 보유는 관리 가능하다. 한도는 완화할 수 없다.\n현재 시점에서 실행 가능한 다음 거래 계획을 제시한다. 목표 비중은 계좌 전체 자산 대비 비중이다.\n빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}"}}},{"id":80,"created":"2026-10-20T22:47:38.484062+00:00","status":"completed","settings":{"version":"research-v6","source_hash":"16866254f08387882c4a1743206de12b664528d8290dfb7304125ecb36bc8458","revision":{"commit":"80859a72cc4c9a7c96d8620c1feeaeee70bce97f","dirty":true},"start":"2025-07-21","end":"2025-10-23","mode":"rules","kind":"trend","sort":"atr_asc","horizon":10,"candidates":20,"max_calls":100,"min_value":5000000000.0,"initial_cash":1000000,"max_positions":4,"max_position":0.25,"max_exposure":1.0,"rebalance_band":0.05,"fractional":true,"anonymize":true,"cache":true,"cost":0.0015,"slippage":0.001,"discovery_version":"discovery-v4","portfolio_version":"portfolio-v4","memory":false,"memory_mode":"none","notebook_id":null,"purpose":"research","knowledge_cutoff":"2025-07-21","filters":{},"guidance":"","discovery_prompt":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고 무효화 조건을 남긴다.\nprobability는 명시된 평가 사건의 확률(0~1)이다. 그럴듯한 자신감이 아니다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio_prompt":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n기존 보유의 비용 포함 평가손익, 보유 거래일 수, 최초 판정과 무효화 조건을 현재 지표와 비교한다.\n이전 계획과 현재 낙폭도 확인한다. 손실 회복만을 이유로 비중을 늘리지 않는다.\n신규 편입은 승인 후보에서만 한다. 기존 보유는 관리 가능하다. 한도는 완화할 수 없다.\n현재 시점에서 실행 가능한 다음 거래 계획을 제시한다. 목표 비중은 계좌 전체 자산 대비 비중이다.\n빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}","memory_tool_prompt":null,"model":null,"event":"다음 거래일 시가 진입 후 10번째 거래일 종가 청산, 편도 비용 15bp 및 슬리피지 10bp 차감 후 수익률 > 0","limitations":["현재 생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","각 편도 비용 15bp·슬리피지 10bp는 검증되지 않은 실험용 값입니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","규칙·선별 모드는 신규 편입을 H거래일 보유한 뒤 재선정되지 않으면 청산합니다. 판정 라벨과 체결 경로는 여전히 다를 수 있습니다.","기본은 소수 단위 수량 시뮬레이션입니다. 정수 주식·최소 주문 단위 제약은 라이브 전에 별도 점검해야 합니다.","익명화해도 지표 조합으로 종목을 추정할 여지와 LLM 학습 지식의 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 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생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","각 편도 비용 15bp·슬리피지 10bp는 검증되지 않은 실험용 값입니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","규칙·선별 모드는 신규 편입을 H거래일 보유한 뒤 재선정되지 않으면 청산합니다. 판정 라벨과 체결 경로는 여전히 다를 수 있습니다.","기본은 소수 단위 수량 시뮬레이션입니다. 정수 주식·최소 주문 단위 제약은 라이브 전에 별도 점검해야 합니다.","익명화해도 지표 조합으로 종목을 추정할 여지와 LLM 학습 지식의 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 아닙니다."],"prompts":{"discovery":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고 무효화 조건을 남긴다.\nprobability는 명시된 평가 사건의 확률(0~1)이다. 그럴듯한 자신감이 아니다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n기존 보유의 비용 포함 평가손익, 보유 거래일 수, 최초 판정과 무효화 조건을 현재 지표와 비교한다.\n이전 계획과 현재 낙폭도 확인한다. 손실 회복만을 이유로 비중을 늘리지 않는다.\n신규 편입은 승인 후보에서만 한다. 기존 보유는 관리 가능하다. 한도는 완화할 수 없다.\n현재 시점에서 실행 가능한 다음 거래 계획을 제시한다. 목표 비중은 계좌 전체 자산 대비 비중이다.\n빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}"}}},{"id":79,"created":"2026-10-20T22:47:36.894906+00:00","status":"completed","settings":{"version":"research-v6","source_hash":"16866254f08387882c4a1743206de12b664528d8290dfb7304125ecb36bc8458","revision":{"commit":"80859a72cc4c9a7c96d8620c1feeaeee70bce97f","dirty":true},"start":"2025-04-16","end":"2025-07-18","mode":"rules","kind":"trend","sort":"atr_asc","horizon":10,"candidates":20,"max_calls":100,"min_value":5000000000.0,"initial_cash":1000000,"max_positions":4,"max_position":0.25,"max_exposure":1.0,"rebalance_band":0.05,"fractional":true,"anonymize":true,"cache":true,"cost":0.0015,"slippage":0.001,"discovery_version":"discovery-v4","portfolio_version":"portfolio-v4","memory":false,"memory_mode":"none","notebook_id":null,"purpose":"research","knowledge_cutoff":"2025-04-16","filters":{},"guidance":"","discovery_prompt":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고 무효화 조건을 남긴다.\nprobability는 명시된 평가 사건의 확률(0~1)이다. 그럴듯한 자신감이 아니다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio_prompt":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n기존 보유의 비용 포함 평가손익, 보유 거래일 수, 최초 판정과 무효화 조건을 현재 지표와 비교한다.\n이전 계획과 현재 낙폭도 확인한다. 손실 회복만을 이유로 비중을 늘리지 않는다.\n신규 편입은 승인 후보에서만 한다. 기존 보유는 관리 가능하다. 한도는 완화할 수 없다.\n현재 시점에서 실행 가능한 다음 거래 계획을 제시한다. 목표 비중은 계좌 전체 자산 대비 비중이다.\n빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}","memory_tool_prompt":null,"model":null,"event":"다음 거래일 시가 진입 후 10번째 거래일 종가 청산, 편도 비용 15bp 및 슬리피지 10bp 차감 후 수익률 > 0","limitations":["현재 생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","각 편도 비용 15bp·슬리피지 10bp는 검증되지 않은 실험용 값입니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","규칙·선별 모드는 신규 편입을 H거래일 보유한 뒤 재선정되지 않으면 청산합니다. 판정 라벨과 체결 경로는 여전히 다를 수 있습니다.","기본은 소수 단위 수량 시뮬레이션입니다. 정수 주식·최소 주문 단위 제약은 라이브 전에 별도 점검해야 합니다.","익명화해도 지표 조합으로 종목을 추정할 여지와 LLM 학습 지식의 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 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평가손익, 보유 거래일 수, 최초 판정과 무효화 조건을 현재 지표와 비교한다.\n이전 계획과 현재 낙폭도 확인한다. 손실 회복만을 이유로 비중을 늘리지 않는다.\n신규 편입은 승인 후보에서만 한다. 기존 보유는 관리 가능하다. 한도는 완화할 수 없다.\n현재 시점에서 실행 가능한 다음 거래 계획을 제시한다. 목표 비중은 계좌 전체 자산 대비 비중이다.\n빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}"}}},{"id":78,"created":"2026-10-20T22:47:35.289588+00:00","status":"completed","settings":{"version":"research-v6","source_hash":"16866254f08387882c4a1743206de12b664528d8290dfb7304125ecb36bc8458","revision":{"commit":"80859a72cc4c9a7c96d8620c1feeaeee70bce97f","dirty":true},"start":"2025-01-10","end":"2025-04-15","mode":"rules","kind":"trend","sort":"atr_asc","horizon":10,"candidates":20,"max_calls":100,"min_value":5000000000.0,"initial_cash":1000000,"max_positions":4,"max_position":0.25,"max_exposure":1.0,"rebalance_band":0.05,"fractional":true,"anonymize":true,"cache":true,"cost":0.0015,"slippage":0.001,"discovery_version":"discovery-v4","portfolio_version":"portfolio-v4","memory":false,"memory_mode":"none","notebook_id":null,"purpose":"research","knowledge_cutoff":"2025-01-10","filters":{},"guidance":"","discovery_prompt":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고 무효화 조건을 남긴다.\nprobability는 명시된 평가 사건의 확률(0~1)이다. 그럴듯한 자신감이 아니다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio_prompt":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n기존 보유의 비용 포함 평가손익, 보유 거래일 수, 최초 판정과 무효화 조건을 현재 지표와 비교한다.\n이전 계획과 현재 낙폭도 확인한다. 손실 회복만을 이유로 비중을 늘리지 않는다.\n신규 편입은 승인 후보에서만 한다. 기존 보유는 관리 가능하다. 한도는 완화할 수 없다.\n현재 시점에서 실행 가능한 다음 거래 계획을 제시한다. 목표 비중은 계좌 전체 자산 대비 비중이다.\n빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}","memory_tool_prompt":null,"model":null,"event":"다음 거래일 시가 진입 후 10번째 거래일 종가 청산, 편도 비용 15bp 및 슬리피지 10bp 차감 후 수익률 > 0","limitations":["현재 생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","각 편도 비용 15bp·슬리피지 10bp는 검증되지 않은 실험용 값입니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","규칙·선별 모드는 신규 편입을 H거래일 보유한 뒤 재선정되지 않으면 청산합니다. 판정 라벨과 체결 경로는 여전히 다를 수 있습니다.","기본은 소수 단위 수량 시뮬레이션입니다. 정수 주식·최소 주문 단위 제약은 라이브 전에 별도 점검해야 합니다.","익명화해도 지표 조합으로 종목을 추정할 여지와 LLM 학습 지식의 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 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생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","각 편도 비용 15bp·슬리피지 10bp는 검증되지 않은 실험용 값입니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","규칙·선별 모드는 신규 편입을 H거래일 보유한 뒤 재선정되지 않으면 청산합니다. 판정 라벨과 체결 경로는 여전히 다를 수 있습니다.","기본은 소수 단위 수량 시뮬레이션입니다. 정수 주식·최소 주문 단위 제약은 라이브 전에 별도 점검해야 합니다.","익명화해도 지표 조합으로 종목을 추정할 여지와 LLM 학습 지식의 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 아닙니다."],"prompts":{"discovery":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고 무효화 조건을 남긴다.\nprobability는 명시된 평가 사건의 확률(0~1)이다. 그럴듯한 자신감이 아니다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n기존 보유의 비용 포함 평가손익, 보유 거래일 수, 최초 판정과 무효화 조건을 현재 지표와 비교한다.\n이전 계획과 현재 낙폭도 확인한다. 손실 회복만을 이유로 비중을 늘리지 않는다.\n신규 편입은 승인 후보에서만 한다. 기존 보유는 관리 가능하다. 한도는 완화할 수 없다.\n현재 시점에서 실행 가능한 다음 거래 계획을 제시한다. 목표 비중은 계좌 전체 자산 대비 비중이다.\n빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}"}}},{"id":77,"created":"2026-10-20T22:47:33.699907+00:00","status":"completed","settings":{"version":"research-v6","source_hash":"16866254f08387882c4a1743206de12b664528d8290dfb7304125ecb36bc8458","revision":{"commit":"80859a72cc4c9a7c96d8620c1feeaeee70bce97f","dirty":true},"start":"2024-10-10","end":"2025-01-09","mode":"rules","kind":"trend","sort":"atr_asc","horizon":10,"candidates":20,"max_calls":100,"min_value":5000000000.0,"initial_cash":1000000,"max_positions":4,"max_position":0.25,"max_exposure":1.0,"rebalance_band":0.05,"fractional":true,"anonymize":true,"cache":true,"cost":0.0015,"slippage":0.001,"discovery_version":"discovery-v4","portfolio_version":"portfolio-v4","memory":false,"memory_mode":"none","notebook_id":null,"purpose":"research","knowledge_cutoff":"2024-10-10","filters":{},"guidance":"","discovery_prompt":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고 무효화 조건을 남긴다.\nprobability는 명시된 평가 사건의 확률(0~1)이다. 그럴듯한 자신감이 아니다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio_prompt":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n기존 보유의 비용 포함 평가손익, 보유 거래일 수, 최초 판정과 무효화 조건을 현재 지표와 비교한다.\n이전 계획과 현재 낙폭도 확인한다. 손실 회복만을 이유로 비중을 늘리지 않는다.\n신규 편입은 승인 후보에서만 한다. 기존 보유는 관리 가능하다. 한도는 완화할 수 없다.\n현재 시점에서 실행 가능한 다음 거래 계획을 제시한다. 목표 비중은 계좌 전체 자산 대비 비중이다.\n빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}","memory_tool_prompt":null,"model":null,"event":"다음 거래일 시가 진입 후 10번째 거래일 종가 청산, 편도 비용 15bp 및 슬리피지 10bp 차감 후 수익률 > 0","limitations":["현재 생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","각 편도 비용 15bp·슬리피지 10bp는 검증되지 않은 실험용 값입니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","규칙·선별 모드는 신규 편입을 H거래일 보유한 뒤 재선정되지 않으면 청산합니다. 판정 라벨과 체결 경로는 여전히 다를 수 있습니다.","기본은 소수 단위 수량 시뮬레이션입니다. 정수 주식·최소 주문 단위 제약은 라이브 전에 별도 점검해야 합니다.","익명화해도 지표 조합으로 종목을 추정할 여지와 LLM 학습 지식의 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 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평가손익, 보유 거래일 수, 최초 판정과 무효화 조건을 현재 지표와 비교한다.\n이전 계획과 현재 낙폭도 확인한다. 손실 회복만을 이유로 비중을 늘리지 않는다.\n신규 편입은 승인 후보에서만 한다. 기존 보유는 관리 가능하다. 한도는 완화할 수 없다.\n현재 시점에서 실행 가능한 다음 거래 계획을 제시한다. 목표 비중은 계좌 전체 자산 대비 비중이다.\n빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}"}}},{"id":76,"created":"2026-10-20T22:47:32.128727+00:00","status":"completed","settings":{"version":"research-v6","source_hash":"16866254f08387882c4a1743206de12b664528d8290dfb7304125ecb36bc8458","revision":{"commit":"80859a72cc4c9a7c96d8620c1feeaeee70bce97f","dirty":true},"start":"2024-07-04","end":"2024-10-08","mode":"rules","kind":"trend","sort":"atr_asc","horizon":10,"candidates":20,"max_calls":100,"min_value":5000000000.0,"initial_cash":1000000,"max_positions":4,"max_position":0.25,"max_exposure":1.0,"rebalance_band":0.05,"fractional":true,"anonymize":true,"cache":true,"cost":0.0015,"slippage":0.001,"discovery_version":"discovery-v4","portfolio_version":"portfolio-v4","memory":false,"memory_mode":"none","notebook_id":null,"purpose":"research","knowledge_cutoff":"2024-07-04","filters":{},"guidance":"","discovery_prompt":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고 무효화 조건을 남긴다.\nprobability는 명시된 평가 사건의 확률(0~1)이다. 그럴듯한 자신감이 아니다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio_prompt":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n기존 보유의 비용 포함 평가손익, 보유 거래일 수, 최초 판정과 무효화 조건을 현재 지표와 비교한다.\n이전 계획과 현재 낙폭도 확인한다. 손실 회복만을 이유로 비중을 늘리지 않는다.\n신규 편입은 승인 후보에서만 한다. 기존 보유는 관리 가능하다. 한도는 완화할 수 없다.\n현재 시점에서 실행 가능한 다음 거래 계획을 제시한다. 목표 비중은 계좌 전체 자산 대비 비중이다.\n빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}","memory_tool_prompt":null,"model":null,"event":"다음 거래일 시가 진입 후 10번째 거래일 종가 청산, 편도 비용 15bp 및 슬리피지 10bp 차감 후 수익률 > 0","limitations":["현재 생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","각 편도 비용 15bp·슬리피지 10bp는 검증되지 않은 실험용 값입니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","규칙·선별 모드는 신규 편입을 H거래일 보유한 뒤 재선정되지 않으면 청산합니다. 판정 라벨과 체결 경로는 여전히 다를 수 있습니다.","기본은 소수 단위 수량 시뮬레이션입니다. 정수 주식·최소 주문 단위 제약은 라이브 전에 별도 점검해야 합니다.","익명화해도 지표 조합으로 종목을 추정할 여지와 LLM 학습 지식의 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 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생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","각 편도 비용 15bp·슬리피지 10bp는 검증되지 않은 실험용 값입니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","규칙·선별 모드는 신규 편입을 H거래일 보유한 뒤 재선정되지 않으면 청산합니다. 판정 라벨과 체결 경로는 여전히 다를 수 있습니다.","기본은 소수 단위 수량 시뮬레이션입니다. 정수 주식·최소 주문 단위 제약은 라이브 전에 별도 점검해야 합니다.","익명화해도 지표 조합으로 종목을 추정할 여지와 LLM 학습 지식의 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 아닙니다."],"prompts":{"discovery":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고 무효화 조건을 남긴다.\nprobability는 명시된 평가 사건의 확률(0~1)이다. 그럴듯한 자신감이 아니다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n기존 보유의 비용 포함 평가손익, 보유 거래일 수, 최초 판정과 무효화 조건을 현재 지표와 비교한다.\n이전 계획과 현재 낙폭도 확인한다. 손실 회복만을 이유로 비중을 늘리지 않는다.\n신규 편입은 승인 후보에서만 한다. 기존 보유는 관리 가능하다. 한도는 완화할 수 없다.\n현재 시점에서 실행 가능한 다음 거래 계획을 제시한다. 목표 비중은 계좌 전체 자산 대비 비중이다.\n빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}"}}},{"id":75,"created":"2026-10-20T22:47:30.542425+00:00","status":"completed","settings":{"version":"research-v6","source_hash":"16866254f08387882c4a1743206de12b664528d8290dfb7304125ecb36bc8458","revision":{"commit":"80859a72cc4c9a7c96d8620c1feeaeee70bce97f","dirty":true},"start":"2024-04-01","end":"2024-07-03","mode":"rules","kind":"trend","sort":"atr_asc","horizon":10,"candidates":20,"max_calls":100,"min_value":5000000000.0,"initial_cash":1000000,"max_positions":4,"max_position":0.25,"max_exposure":1.0,"rebalance_band":0.05,"fractional":true,"anonymize":true,"cache":true,"cost":0.0015,"slippage":0.001,"discovery_version":"discovery-v4","portfolio_version":"portfolio-v4","memory":false,"memory_mode":"none","notebook_id":null,"purpose":"research","knowledge_cutoff":"2024-04-01","filters":{},"guidance":"","discovery_prompt":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고 무효화 조건을 남긴다.\nprobability는 명시된 평가 사건의 확률(0~1)이다. 그럴듯한 자신감이 아니다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio_prompt":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n기존 보유의 비용 포함 평가손익, 보유 거래일 수, 최초 판정과 무효화 조건을 현재 지표와 비교한다.\n이전 계획과 현재 낙폭도 확인한다. 손실 회복만을 이유로 비중을 늘리지 않는다.\n신규 편입은 승인 후보에서만 한다. 기존 보유는 관리 가능하다. 한도는 완화할 수 없다.\n현재 시점에서 실행 가능한 다음 거래 계획을 제시한다. 목표 비중은 계좌 전체 자산 대비 비중이다.\n빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}","memory_tool_prompt":null,"model":null,"event":"다음 거래일 시가 진입 후 10번째 거래일 종가 청산, 편도 비용 15bp 및 슬리피지 10bp 차감 후 수익률 > 0","limitations":["현재 생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","각 편도 비용 15bp·슬리피지 10bp는 검증되지 않은 실험용 값입니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","규칙·선별 모드는 신규 편입을 H거래일 보유한 뒤 재선정되지 않으면 청산합니다. 판정 라벨과 체결 경로는 여전히 다를 수 있습니다.","기본은 소수 단위 수량 시뮬레이션입니다. 정수 주식·최소 주문 단위 제약은 라이브 전에 별도 점검해야 합니다.","익명화해도 지표 조합으로 종목을 추정할 여지와 LLM 학습 지식의 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 아닙니다."],"notebook_hash":null},"result":{"curve":[{"date":"2024-04-02","signal_date":"2024-04-01","regime":{"version":"regime-v1","as_of":"2024-04-01","trend":"up","volatility":"normal","key":"up/normal","realized_volatility_20":0.16822790265122514,"high_volatility_threshold":0.1775671047790225},"equity":1004054.4523,"baseline":1004054.4523,"matched":1004054.4523,"exposure":1.0,"benchmark":1003432.2409,"cash":0.0,"realized_pnl":0.0,"unrealized_pnl":4054.4524},{"date":"2024-04-03","signal_date":"2024-04-02","regime":{"version":"regime-v1","as_of":"2024-04-02","trend":"up","volatility":"normal","key":"up/normal","realized_volatility_20":0.16385882261178225,"high_volatility_threshold":0.1775671047790225},"equity":991840.636,"baseline":991840.636,"matched":991840.636,"exposure":1.0,"benchmark":988291.6298,"cash":0.0,"realized_pnl":0.0,"unrealized_pnl":-8159.3639},{"date":"2024-04-04","signal_date":"2024-04-03","regime":{"version":"regime-v1","as_of":"2024-04-03","trend":"up","volatility":"normal","key":"up/normal","realized_volatility_20":0.17461494312015613,"high_volatility_threshold":0.1775671047790225},"equity":1008817.6143,"baseline":1008817.6143,"matched":1008817.6143,"exposure":1.0,"benchmark":1002380.4252,"cash":0.0,"realized_pnl":0.0,"unrealized_pnl":8817.6145},{"date":"2024-04-05","signal_date":"2024-04-04","regime":{"version":"regime-v1","as_of":"2024-04-04","trend":"up","volatility":"high","key":"up/high","realized_volatility_20":0.17959806275543816,"high_volatility_threshold":0.1775671047790225},"equity":1024663.9902,"baseline":1024663.9902,"matched":1024663.9902,"exposure":1.0,"benchmark":992111.3818,"cash":0.0,"realized_pnl":0.0,"unrealized_pnl":24663.9904},{"date":"2024-04-08","signal_date":"2024-04-05","regime":{"version":"regime-v1","as_of":"2024-04-05","trend":"up","volatility":"high","key":"up/high","realized_volatility_20":0.17977465905568557,"high_volatility_threshold":0.17855502592520203},"equity":1021637.5168,"baseline":1021637.5168,"matched":1021637.5168,"exposure":1.0,"benchmark":996318.6448,"cash":0.0,"realized_pnl":0.0,"unrealized_pnl":21637.517},{"date":"2024-04-09","signal_date":"2024-04-08","regime":{"version":"regime-v1","as_of":"2024-04-08","trend":"up","volatility":"normal","key":"up/normal","realized_volatility_20":0.17603950740750518,"high_volatility_threshold":0.1794436849038314},"equity":1017076.7141,"baseline":1017076.7141,"matched":1017076.7141,"exposure":1.0,"benchmark":990118.4677,"cash":0.0,"realized_pnl":0.0,"unrealized_pnl":17076.7142},{"date":"2024-04-11","signal_date":"2024-04-09","regime":{"version":"regime-v1","as_of":"2024-04-09","trend":"up","volatility":"normal","key":"up/normal","realized_volatility_20":0.17681329760132722,"high_volatility_threshold":0.1794436849038314},"equity":1012741.7847,"baseline":1012741.7847,"matched":1012741.7847,"exposure":1.0,"benchmark":989730.9566,"cash":0.0,"realized_pnl":0.0,"unrealized_pnl":12741.7848},{"date":"2024-04-12","signal_date":"2024-04-11","regime":{"version":"regime-v1","as_of":"2024-04-11","trend":"up","volatility":"normal","key":"up/normal","realized_volatility_20":0.17651559789271826,"high_volatility_threshold":0.1794436849038314},"equity":998628.5734,"baseline":998628.5734,"matched":998628.5734,"exposure":1.0,"benchmark":980126.2179,"cash":0.0,"realized_pnl":0.0,"unrealized_pnl":-1371.4264},{"date":"2024-04-15","signal_date":"2024-04-12","regime":{"version":"regime-v1","as_of":"2024-04-12","trend":"up","volatility":"normal","key":"up/normal","realized_volatility_20":0.17812200769079012,"high_volatility_threshold":0.1794436849038314},"equity":986213.2682,"baseline":986213.2682,"matched":986213.2682,"exposure":1.0,"benchmark":975780.558,"cash":0.0,"realized_pnl":0.0,"unrealized_pnl":-13786.7317},{"date":"2024-04-16","signal_date":"2024-04-15","regime":{"version":"regime-v1","as_of":"2024-04-15","trend":"up","volatility":"normal","key":"up/normal","realized_volatility_20":0.16420059174265814,"high_volatility_threshold":0.1794436849038314},"equity":970954.2551,"baseline":970954.2551,"matched":970954.2551,"exposure":1.0,"benchmark":953249.5571,"cash":0.0,"realized_pnl":0.0,"unrealized_pnl":-29045.7447},{"date":"2024-04-17","signal_date":"2024-04-16","regime":{"version":"regime-v1","as_of":"2024-04-16","trend":"up","volatility":"high","key":"up/high","realized_volatility_20":0.1840691576897514,"high_volatility_threshold":0.1794436849038314},"equity":970780.5457,"baseline":970780.5457,"matched":970780.5457,"exposure":1.0,"benchmark":942842.1169,"cash":-0.0,"realized_pnl":-26194.4638,"unrealized_pnl":-3024.9901},{"date":"2024-04-18","signal_date":"2024-04-17","regime":{"version":"regime-v1","as_of":"2024-04-17","trend":"sideways","volatility":"high","key":"sideways/high","realized_volatility_20":0.18327155539750284,"high_volatility_threshold":0.17958751869184314},"equity":1006718.1284,"baseline":1006718.1284,"matched":1006718.1284,"exposure":1.0,"benchmark":959311.3375,"cash":-0.0,"realized_pnl":-26194.4638,"unrealized_pnl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생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","각 편도 비용 15bp·슬리피지 10bp는 검증되지 않은 실험용 값입니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","규칙·선별 모드는 신규 편입을 H거래일 보유한 뒤 재선정되지 않으면 청산합니다. 판정 라벨과 체결 경로는 여전히 다를 수 있습니다.","기본은 소수 단위 수량 시뮬레이션입니다. 정수 주식·최소 주문 단위 제약은 라이브 전에 별도 점검해야 합니다.","익명화해도 지표 조합으로 종목을 추정할 여지와 LLM 학습 지식의 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 아닙니다."],"prompts":{"discovery":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고 무효화 조건을 남긴다.\nprobability는 명시된 평가 사건의 확률(0~1)이다. 그럴듯한 자신감이 아니다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n기존 보유의 비용 포함 평가손익, 보유 거래일 수, 최초 판정과 무효화 조건을 현재 지표와 비교한다.\n이전 계획과 현재 낙폭도 확인한다. 손실 회복만을 이유로 비중을 늘리지 않는다.\n신규 편입은 승인 후보에서만 한다. 기존 보유는 관리 가능하다. 한도는 완화할 수 없다.\n현재 시점에서 실행 가능한 다음 거래 계획을 제시한다. 목표 비중은 계좌 전체 자산 대비 비중이다.\n빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}"}}},{"id":74,"created":"2026-10-20T22:47:28.998643+00:00","status":"completed","settings":{"version":"research-v6","source_hash":"16866254f08387882c4a1743206de12b664528d8290dfb7304125ecb36bc8458","revision":{"commit":"80859a72cc4c9a7c96d8620c1feeaeee70bce97f","dirty":true},"start":"2023-12-27","end":"2024-03-29","mode":"rules","kind":"trend","sort":"atr_asc","horizon":10,"candidates":20,"max_calls":100,"min_value":5000000000.0,"initial_cash":1000000,"max_positions":4,"max_position":0.25,"max_exposure":1.0,"rebalance_band":0.05,"fractional":true,"anonymize":true,"cache":true,"cost":0.0015,"slippage":0.001,"discovery_version":"discovery-v4","portfolio_version":"portfolio-v4","memory":false,"memory_mode":"none","notebook_id":null,"purpose":"research","knowledge_cutoff":"2023-12-27","filters":{},"guidance":"","discovery_prompt":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고 무효화 조건을 남긴다.\nprobability는 명시된 평가 사건의 확률(0~1)이다. 그럴듯한 자신감이 아니다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio_prompt":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n기존 보유의 비용 포함 평가손익, 보유 거래일 수, 최초 판정과 무효화 조건을 현재 지표와 비교한다.\n이전 계획과 현재 낙폭도 확인한다. 손실 회복만을 이유로 비중을 늘리지 않는다.\n신규 편입은 승인 후보에서만 한다. 기존 보유는 관리 가능하다. 한도는 완화할 수 없다.\n현재 시점에서 실행 가능한 다음 거래 계획을 제시한다. 목표 비중은 계좌 전체 자산 대비 비중이다.\n빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}","memory_tool_prompt":null,"model":null,"event":"다음 거래일 시가 진입 후 10번째 거래일 종가 청산, 편도 비용 15bp 및 슬리피지 10bp 차감 후 수익률 > 0","limitations":["현재 생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","각 편도 비용 15bp·슬리피지 10bp는 검증되지 않은 실험용 값입니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","규칙·선별 모드는 신규 편입을 H거래일 보유한 뒤 재선정되지 않으면 청산합니다. 판정 라벨과 체결 경로는 여전히 다를 수 있습니다.","기본은 소수 단위 수량 시뮬레이션입니다. 정수 주식·최소 주문 단위 제약은 라이브 전에 별도 점검해야 합니다.","익명화해도 지표 조합으로 종목을 추정할 여지와 LLM 학습 지식의 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 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생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","각 편도 비용 15bp·슬리피지 10bp는 검증되지 않은 실험용 값입니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","규칙·선별 모드는 신규 편입을 H거래일 보유한 뒤 재선정되지 않으면 청산합니다. 판정 라벨과 체결 경로는 여전히 다를 수 있습니다.","기본은 소수 단위 수량 시뮬레이션입니다. 정수 주식·최소 주문 단위 제약은 라이브 전에 별도 점검해야 합니다.","익명화해도 지표 조합으로 종목을 추정할 여지와 LLM 학습 지식의 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 아닙니다."],"prompts":{"discovery":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고 무효화 조건을 남긴다.\nprobability는 명시된 평가 사건의 확률(0~1)이다. 그럴듯한 자신감이 아니다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n기존 보유의 비용 포함 평가손익, 보유 거래일 수, 최초 판정과 무효화 조건을 현재 지표와 비교한다.\n이전 계획과 현재 낙폭도 확인한다. 손실 회복만을 이유로 비중을 늘리지 않는다.\n신규 편입은 승인 후보에서만 한다. 기존 보유는 관리 가능하다. 한도는 완화할 수 없다.\n현재 시점에서 실행 가능한 다음 거래 계획을 제시한다. 목표 비중은 계좌 전체 자산 대비 비중이다.\n빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}"}}},{"id":73,"created":"2026-10-20T22:47:27.466341+00:00","status":"completed","settings":{"version":"research-v6","source_hash":"16866254f08387882c4a1743206de12b664528d8290dfb7304125ecb36bc8458","revision":{"commit":"80859a72cc4c9a7c96d8620c1feeaeee70bce97f","dirty":true},"start":"2023-09-21","end":"2023-12-26","mode":"rules","kind":"trend","sort":"atr_asc","horizon":10,"candidates":20,"max_calls":100,"min_value":5000000000.0,"initial_cash":1000000,"max_positions":4,"max_position":0.25,"max_exposure":1.0,"rebalance_band":0.05,"fractional":true,"anonymize":true,"cache":true,"cost":0.0015,"slippage":0.001,"discovery_version":"discovery-v4","portfolio_version":"portfolio-v4","memory":false,"memory_mode":"none","notebook_id":null,"purpose":"research","knowledge_cutoff":"2023-09-21","filters":{},"guidance":"","discovery_prompt":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고 무효화 조건을 남긴다.\nprobability는 명시된 평가 사건의 확률(0~1)이다. 그럴듯한 자신감이 아니다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio_prompt":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n기존 보유의 비용 포함 평가손익, 보유 거래일 수, 최초 판정과 무효화 조건을 현재 지표와 비교한다.\n이전 계획과 현재 낙폭도 확인한다. 손실 회복만을 이유로 비중을 늘리지 않는다.\n신규 편입은 승인 후보에서만 한다. 기존 보유는 관리 가능하다. 한도는 완화할 수 없다.\n현재 시점에서 실행 가능한 다음 거래 계획을 제시한다. 목표 비중은 계좌 전체 자산 대비 비중이다.\n빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}","memory_tool_prompt":null,"model":null,"event":"다음 거래일 시가 진입 후 10번째 거래일 종가 청산, 편도 비용 15bp 및 슬리피지 10bp 차감 후 수익률 > 0","limitations":["현재 생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","각 편도 비용 15bp·슬리피지 10bp는 검증되지 않은 실험용 값입니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","규칙·선별 모드는 신규 편입을 H거래일 보유한 뒤 재선정되지 않으면 청산합니다. 판정 라벨과 체결 경로는 여전히 다를 수 있습니다.","기본은 소수 단위 수량 시뮬레이션입니다. 정수 주식·최소 주문 단위 제약은 라이브 전에 별도 점검해야 합니다.","익명화해도 지표 조합으로 종목을 추정할 여지와 LLM 학습 지식의 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 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생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","각 편도 비용 15bp·슬리피지 10bp는 검증되지 않은 실험용 값입니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","규칙·선별 모드는 신규 편입을 H거래일 보유한 뒤 재선정되지 않으면 청산합니다. 판정 라벨과 체결 경로는 여전히 다를 수 있습니다.","기본은 소수 단위 수량 시뮬레이션입니다. 정수 주식·최소 주문 단위 제약은 라이브 전에 별도 점검해야 합니다.","익명화해도 지표 조합으로 종목을 추정할 여지와 LLM 학습 지식의 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 아닙니다."],"prompts":{"discovery":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고 무효화 조건을 남긴다.\nprobability는 명시된 평가 사건의 확률(0~1)이다. 그럴듯한 자신감이 아니다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n기존 보유의 비용 포함 평가손익, 보유 거래일 수, 최초 판정과 무효화 조건을 현재 지표와 비교한다.\n이전 계획과 현재 낙폭도 확인한다. 손실 회복만을 이유로 비중을 늘리지 않는다.\n신규 편입은 승인 후보에서만 한다. 기존 보유는 관리 가능하다. 한도는 완화할 수 없다.\n현재 시점에서 실행 가능한 다음 거래 계획을 제시한다. 목표 비중은 계좌 전체 자산 대비 비중이다.\n빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}"}}},{"id":72,"created":"2026-10-20T22:47:25.926588+00:00","status":"completed","settings":{"version":"research-v6","source_hash":"16866254f08387882c4a1743206de12b664528d8290dfb7304125ecb36bc8458","revision":{"commit":"80859a72cc4c9a7c96d8620c1feeaeee70bce97f","dirty":true},"start":"2023-06-23","end":"2023-09-20","mode":"rules","kind":"trend","sort":"atr_asc","horizon":10,"candidates":20,"max_calls":100,"min_value":5000000000.0,"initial_cash":1000000,"max_positions":4,"max_position":0.25,"max_exposure":1.0,"rebalance_band":0.05,"fractional":true,"anonymize":true,"cache":true,"cost":0.0015,"slippage":0.001,"discovery_version":"discovery-v4","portfolio_version":"portfolio-v4","memory":false,"memory_mode":"none","notebook_id":null,"purpose":"research","knowledge_cutoff":"2023-06-23","filters":{},"guidance":"","discovery_prompt":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고 무효화 조건을 남긴다.\nprobability는 명시된 평가 사건의 확률(0~1)이다. 그럴듯한 자신감이 아니다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio_prompt":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n기존 보유의 비용 포함 평가손익, 보유 거래일 수, 최초 판정과 무효화 조건을 현재 지표와 비교한다.\n이전 계획과 현재 낙폭도 확인한다. 손실 회복만을 이유로 비중을 늘리지 않는다.\n신규 편입은 승인 후보에서만 한다. 기존 보유는 관리 가능하다. 한도는 완화할 수 없다.\n현재 시점에서 실행 가능한 다음 거래 계획을 제시한다. 목표 비중은 계좌 전체 자산 대비 비중이다.\n빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}","memory_tool_prompt":null,"model":null,"event":"다음 거래일 시가 진입 후 10번째 거래일 종가 청산, 편도 비용 15bp 및 슬리피지 10bp 차감 후 수익률 > 0","limitations":["현재 생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","각 편도 비용 15bp·슬리피지 10bp는 검증되지 않은 실험용 값입니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","규칙·선별 모드는 신규 편입을 H거래일 보유한 뒤 재선정되지 않으면 청산합니다. 판정 라벨과 체결 경로는 여전히 다를 수 있습니다.","기본은 소수 단위 수량 시뮬레이션입니다. 정수 주식·최소 주문 단위 제약은 라이브 전에 별도 점검해야 합니다.","익명화해도 지표 조합으로 종목을 추정할 여지와 LLM 학습 지식의 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 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생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","각 편도 비용 15bp·슬리피지 10bp는 검증되지 않은 실험용 값입니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","규칙·선별 모드는 신규 편입을 H거래일 보유한 뒤 재선정되지 않으면 청산합니다. 판정 라벨과 체결 경로는 여전히 다를 수 있습니다.","기본은 소수 단위 수량 시뮬레이션입니다. 정수 주식·최소 주문 단위 제약은 라이브 전에 별도 점검해야 합니다.","익명화해도 지표 조합으로 종목을 추정할 여지와 LLM 학습 지식의 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 아닙니다."],"prompts":{"discovery":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고 무효화 조건을 남긴다.\nprobability는 명시된 평가 사건의 확률(0~1)이다. 그럴듯한 자신감이 아니다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n기존 보유의 비용 포함 평가손익, 보유 거래일 수, 최초 판정과 무효화 조건을 현재 지표와 비교한다.\n이전 계획과 현재 낙폭도 확인한다. 손실 회복만을 이유로 비중을 늘리지 않는다.\n신규 편입은 승인 후보에서만 한다. 기존 보유는 관리 가능하다. 한도는 완화할 수 없다.\n현재 시점에서 실행 가능한 다음 거래 계획을 제시한다. 목표 비중은 계좌 전체 자산 대비 비중이다.\n빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}"}}},{"id":71,"created":"2026-10-20T22:47:24.387698+00:00","status":"completed","settings":{"version":"research-v6","source_hash":"16866254f08387882c4a1743206de12b664528d8290dfb7304125ecb36bc8458","revision":{"commit":"80859a72cc4c9a7c96d8620c1feeaeee70bce97f","dirty":true},"start":"2023-03-22","end":"2023-06-22","mode":"rules","kind":"trend","sort":"atr_asc","horizon":10,"candidates":20,"max_calls":100,"min_value":5000000000.0,"initial_cash":1000000,"max_positions":4,"max_position":0.25,"max_exposure":1.0,"rebalance_band":0.05,"fractional":true,"anonymize":true,"cache":true,"cost":0.0015,"slippage":0.001,"discovery_version":"discovery-v4","portfolio_version":"portfolio-v4","memory":false,"memory_mode":"none","notebook_id":null,"purpose":"research","knowledge_cutoff":"2023-03-22","filters":{},"guidance":"","discovery_prompt":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고 무효화 조건을 남긴다.\nprobability는 명시된 평가 사건의 확률(0~1)이다. 그럴듯한 자신감이 아니다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio_prompt":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n기존 보유의 비용 포함 평가손익, 보유 거래일 수, 최초 판정과 무효화 조건을 현재 지표와 비교한다.\n이전 계획과 현재 낙폭도 확인한다. 손실 회복만을 이유로 비중을 늘리지 않는다.\n신규 편입은 승인 후보에서만 한다. 기존 보유는 관리 가능하다. 한도는 완화할 수 없다.\n현재 시점에서 실행 가능한 다음 거래 계획을 제시한다. 목표 비중은 계좌 전체 자산 대비 비중이다.\n빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}","memory_tool_prompt":null,"model":null,"event":"다음 거래일 시가 진입 후 10번째 거래일 종가 청산, 편도 비용 15bp 및 슬리피지 10bp 차감 후 수익률 > 0","limitations":["현재 생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","각 편도 비용 15bp·슬리피지 10bp는 검증되지 않은 실험용 값입니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","규칙·선별 모드는 신규 편입을 H거래일 보유한 뒤 재선정되지 않으면 청산합니다. 판정 라벨과 체결 경로는 여전히 다를 수 있습니다.","기본은 소수 단위 수량 시뮬레이션입니다. 정수 주식·최소 주문 단위 제약은 라이브 전에 별도 점검해야 합니다.","익명화해도 지표 조합으로 종목을 추정할 여지와 LLM 학습 지식의 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 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생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","각 편도 비용 15bp·슬리피지 10bp는 검증되지 않은 실험용 값입니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","규칙·선별 모드는 신규 편입을 H거래일 보유한 뒤 재선정되지 않으면 청산합니다. 판정 라벨과 체결 경로는 여전히 다를 수 있습니다.","기본은 소수 단위 수량 시뮬레이션입니다. 정수 주식·최소 주문 단위 제약은 라이브 전에 별도 점검해야 합니다.","익명화해도 지표 조합으로 종목을 추정할 여지와 LLM 학습 지식의 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 아닙니다."],"prompts":{"discovery":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고 무효화 조건을 남긴다.\nprobability는 명시된 평가 사건의 확률(0~1)이다. 그럴듯한 자신감이 아니다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n기존 보유의 비용 포함 평가손익, 보유 거래일 수, 최초 판정과 무효화 조건을 현재 지표와 비교한다.\n이전 계획과 현재 낙폭도 확인한다. 손실 회복만을 이유로 비중을 늘리지 않는다.\n신규 편입은 승인 후보에서만 한다. 기존 보유는 관리 가능하다. 한도는 완화할 수 없다.\n현재 시점에서 실행 가능한 다음 거래 계획을 제시한다. 목표 비중은 계좌 전체 자산 대비 비중이다.\n빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}"}}},{"id":70,"created":"2026-10-20T22:47:22.896019+00:00","status":"completed","settings":{"version":"research-v6","source_hash":"16866254f08387882c4a1743206de12b664528d8290dfb7304125ecb36bc8458","revision":{"commit":"80859a72cc4c9a7c96d8620c1feeaeee70bce97f","dirty":true},"start":"2022-12-19","end":"2023-03-21","mode":"rules","kind":"trend","sort":"atr_asc","horizon":10,"candidates":20,"max_calls":100,"min_value":5000000000.0,"initial_cash":1000000,"max_positions":4,"max_position":0.25,"max_exposure":1.0,"rebalance_band":0.05,"fractional":true,"anonymize":true,"cache":true,"cost":0.0015,"slippage":0.001,"discovery_version":"discovery-v4","portfolio_version":"portfolio-v4","memory":false,"memory_mode":"none","notebook_id":null,"purpose":"research","knowledge_cutoff":"2022-12-19","filters":{},"guidance":"","discovery_prompt":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고 무효화 조건을 남긴다.\nprobability는 명시된 평가 사건의 확률(0~1)이다. 그럴듯한 자신감이 아니다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio_prompt":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n기존 보유의 비용 포함 평가손익, 보유 거래일 수, 최초 판정과 무효화 조건을 현재 지표와 비교한다.\n이전 계획과 현재 낙폭도 확인한다. 손실 회복만을 이유로 비중을 늘리지 않는다.\n신규 편입은 승인 후보에서만 한다. 기존 보유는 관리 가능하다. 한도는 완화할 수 없다.\n현재 시점에서 실행 가능한 다음 거래 계획을 제시한다. 목표 비중은 계좌 전체 자산 대비 비중이다.\n빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}","memory_tool_prompt":null,"model":null,"event":"다음 거래일 시가 진입 후 10번째 거래일 종가 청산, 편도 비용 15bp 및 슬리피지 10bp 차감 후 수익률 > 0","limitations":["현재 생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","각 편도 비용 15bp·슬리피지 10bp는 검증되지 않은 실험용 값입니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","규칙·선별 모드는 신규 편입을 H거래일 보유한 뒤 재선정되지 않으면 청산합니다. 판정 라벨과 체결 경로는 여전히 다를 수 있습니다.","기본은 소수 단위 수량 시뮬레이션입니다. 정수 주식·최소 주문 단위 제약은 라이브 전에 별도 점검해야 합니다.","익명화해도 지표 조합으로 종목을 추정할 여지와 LLM 학습 지식의 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 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생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","각 편도 비용 15bp·슬리피지 10bp는 검증되지 않은 실험용 값입니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","규칙·선별 모드는 신규 편입을 H거래일 보유한 뒤 재선정되지 않으면 청산합니다. 판정 라벨과 체결 경로는 여전히 다를 수 있습니다.","기본은 소수 단위 수량 시뮬레이션입니다. 정수 주식·최소 주문 단위 제약은 라이브 전에 별도 점검해야 합니다.","익명화해도 지표 조합으로 종목을 추정할 여지와 LLM 학습 지식의 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 아닙니다."],"prompts":{"discovery":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고 무효화 조건을 남긴다.\nprobability는 명시된 평가 사건의 확률(0~1)이다. 그럴듯한 자신감이 아니다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n기존 보유의 비용 포함 평가손익, 보유 거래일 수, 최초 판정과 무효화 조건을 현재 지표와 비교한다.\n이전 계획과 현재 낙폭도 확인한다. 손실 회복만을 이유로 비중을 늘리지 않는다.\n신규 편입은 승인 후보에서만 한다. 기존 보유는 관리 가능하다. 한도는 완화할 수 없다.\n현재 시점에서 실행 가능한 다음 거래 계획을 제시한다. 목표 비중은 계좌 전체 자산 대비 비중이다.\n빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}"}}},{"id":69,"created":"2026-10-20T22:47:21.411927+00:00","status":"completed","settings":{"version":"research-v6","source_hash":"16866254f08387882c4a1743206de12b664528d8290dfb7304125ecb36bc8458","revision":{"commit":"80859a72cc4c9a7c96d8620c1feeaeee70bce97f","dirty":true},"start":"2022-09-19","end":"2022-12-16","mode":"rules","kind":"trend","sort":"atr_asc","horizon":10,"candidates":20,"max_calls":100,"min_value":5000000000.0,"initial_cash":1000000,"max_positions":4,"max_position":0.25,"max_exposure":1.0,"rebalance_band":0.05,"fractional":true,"anonymize":true,"cache":true,"cost":0.0015,"slippage":0.001,"discovery_version":"discovery-v4","portfolio_version":"portfolio-v4","memory":false,"memory_mode":"none","notebook_id":null,"purpose":"research","knowledge_cutoff":"2022-09-19","filters":{},"guidance":"","discovery_prompt":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고 무효화 조건을 남긴다.\nprobability는 명시된 평가 사건의 확률(0~1)이다. 그럴듯한 자신감이 아니다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio_prompt":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n기존 보유의 비용 포함 평가손익, 보유 거래일 수, 최초 판정과 무효화 조건을 현재 지표와 비교한다.\n이전 계획과 현재 낙폭도 확인한다. 손실 회복만을 이유로 비중을 늘리지 않는다.\n신규 편입은 승인 후보에서만 한다. 기존 보유는 관리 가능하다. 한도는 완화할 수 없다.\n현재 시점에서 실행 가능한 다음 거래 계획을 제시한다. 목표 비중은 계좌 전체 자산 대비 비중이다.\n빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}","memory_tool_prompt":null,"model":null,"event":"다음 거래일 시가 진입 후 10번째 거래일 종가 청산, 편도 비용 15bp 및 슬리피지 10bp 차감 후 수익률 > 0","limitations":["현재 생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","각 편도 비용 15bp·슬리피지 10bp는 검증되지 않은 실험용 값입니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","규칙·선별 모드는 신규 편입을 H거래일 보유한 뒤 재선정되지 않으면 청산합니다. 판정 라벨과 체결 경로는 여전히 다를 수 있습니다.","기본은 소수 단위 수량 시뮬레이션입니다. 정수 주식·최소 주문 단위 제약은 라이브 전에 별도 점검해야 합니다.","익명화해도 지표 조합으로 종목을 추정할 여지와 LLM 학습 지식의 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 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생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","각 편도 비용 15bp·슬리피지 10bp는 검증되지 않은 실험용 값입니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","규칙·선별 모드는 신규 편입을 H거래일 보유한 뒤 재선정되지 않으면 청산합니다. 판정 라벨과 체결 경로는 여전히 다를 수 있습니다.","기본은 소수 단위 수량 시뮬레이션입니다. 정수 주식·최소 주문 단위 제약은 라이브 전에 별도 점검해야 합니다.","익명화해도 지표 조합으로 종목을 추정할 여지와 LLM 학습 지식의 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 아닙니다."],"prompts":{"discovery":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고 무효화 조건을 남긴다.\nprobability는 명시된 평가 사건의 확률(0~1)이다. 그럴듯한 자신감이 아니다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n기존 보유의 비용 포함 평가손익, 보유 거래일 수, 최초 판정과 무효화 조건을 현재 지표와 비교한다.\n이전 계획과 현재 낙폭도 확인한다. 손실 회복만을 이유로 비중을 늘리지 않는다.\n신규 편입은 승인 후보에서만 한다. 기존 보유는 관리 가능하다. 한도는 완화할 수 없다.\n현재 시점에서 실행 가능한 다음 거래 계획을 제시한다. 목표 비중은 계좌 전체 자산 대비 비중이다.\n빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}"}}},{"id":68,"created":"2026-10-20T22:47:19.783620+00:00","status":"completed","settings":{"version":"research-v6","source_hash":"16866254f08387882c4a1743206de12b664528d8290dfb7304125ecb36bc8458","revision":{"commit":"80859a72cc4c9a7c96d8620c1feeaeee70bce97f","dirty":true},"start":"2025-07-21","end":"2025-10-23","mode":"rules","kind":"trend","sort":"relative_desc","horizon":3,"candidates":20,"max_calls":100,"min_value":5000000000.0,"initial_cash":1000000,"max_positions":4,"max_position":0.25,"max_exposure":1.0,"rebalance_band":0.05,"fractional":true,"anonymize":true,"cache":true,"cost":0.0015,"slippage":0.001,"discovery_version":"discovery-v4","portfolio_version":"portfolio-v4","memory":false,"memory_mode":"none","notebook_id":null,"purpose":"research","knowledge_cutoff":"2025-07-21","filters":{},"guidance":"","discovery_prompt":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고 무효화 조건을 남긴다.\nprobability는 명시된 평가 사건의 확률(0~1)이다. 그럴듯한 자신감이 아니다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio_prompt":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n기존 보유의 비용 포함 평가손익, 보유 거래일 수, 최초 판정과 무효화 조건을 현재 지표와 비교한다.\n이전 계획과 현재 낙폭도 확인한다. 손실 회복만을 이유로 비중을 늘리지 않는다.\n신규 편입은 승인 후보에서만 한다. 기존 보유는 관리 가능하다. 한도는 완화할 수 없다.\n현재 시점에서 실행 가능한 다음 거래 계획을 제시한다. 목표 비중은 계좌 전체 자산 대비 비중이다.\n빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}","memory_tool_prompt":null,"model":null,"event":"다음 거래일 시가 진입 후 3번째 거래일 종가 청산, 편도 비용 15bp 및 슬리피지 10bp 차감 후 수익률 > 0","limitations":["현재 생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","각 편도 비용 15bp·슬리피지 10bp는 검증되지 않은 실험용 값입니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","규칙·선별 모드는 신규 편입을 H거래일 보유한 뒤 재선정되지 않으면 청산합니다. 판정 라벨과 체결 경로는 여전히 다를 수 있습니다.","기본은 소수 단위 수량 시뮬레이션입니다. 정수 주식·최소 주문 단위 제약은 라이브 전에 별도 점검해야 합니다.","익명화해도 지표 조합으로 종목을 추정할 여지와 LLM 학습 지식의 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 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생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","각 편도 비용 15bp·슬리피지 10bp는 검증되지 않은 실험용 값입니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","규칙·선별 모드는 신규 편입을 H거래일 보유한 뒤 재선정되지 않으면 청산합니다. 판정 라벨과 체결 경로는 여전히 다를 수 있습니다.","기본은 소수 단위 수량 시뮬레이션입니다. 정수 주식·최소 주문 단위 제약은 라이브 전에 별도 점검해야 합니다.","익명화해도 지표 조합으로 종목을 추정할 여지와 LLM 학습 지식의 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 아닙니다."],"prompts":{"discovery":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고 무효화 조건을 남긴다.\nprobability는 명시된 평가 사건의 확률(0~1)이다. 그럴듯한 자신감이 아니다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n기존 보유의 비용 포함 평가손익, 보유 거래일 수, 최초 판정과 무효화 조건을 현재 지표와 비교한다.\n이전 계획과 현재 낙폭도 확인한다. 손실 회복만을 이유로 비중을 늘리지 않는다.\n신규 편입은 승인 후보에서만 한다. 기존 보유는 관리 가능하다. 한도는 완화할 수 없다.\n현재 시점에서 실행 가능한 다음 거래 계획을 제시한다. 목표 비중은 계좌 전체 자산 대비 비중이다.\n빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}"}}},{"id":67,"created":"2026-10-20T22:47:18.173438+00:00","status":"completed","settings":{"version":"research-v6","source_hash":"16866254f08387882c4a1743206de12b664528d8290dfb7304125ecb36bc8458","revision":{"commit":"80859a72cc4c9a7c96d8620c1feeaeee70bce97f","dirty":true},"start":"2025-04-16","end":"2025-07-18","mode":"rules","kind":"trend","sort":"relative_desc","horizon":3,"candidates":20,"max_calls":100,"min_value":5000000000.0,"initial_cash":1000000,"max_positions":4,"max_position":0.25,"max_exposure":1.0,"rebalance_band":0.05,"fractional":true,"anonymize":true,"cache":true,"cost":0.0015,"slippage":0.001,"discovery_version":"discovery-v4","portfolio_version":"portfolio-v4","memory":false,"memory_mode":"none","notebook_id":null,"purpose":"research","knowledge_cutoff":"2025-04-16","filters":{},"guidance":"","discovery_prompt":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고 무효화 조건을 남긴다.\nprobability는 명시된 평가 사건의 확률(0~1)이다. 그럴듯한 자신감이 아니다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio_prompt":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n기존 보유의 비용 포함 평가손익, 보유 거래일 수, 최초 판정과 무효화 조건을 현재 지표와 비교한다.\n이전 계획과 현재 낙폭도 확인한다. 손실 회복만을 이유로 비중을 늘리지 않는다.\n신규 편입은 승인 후보에서만 한다. 기존 보유는 관리 가능하다. 한도는 완화할 수 없다.\n현재 시점에서 실행 가능한 다음 거래 계획을 제시한다. 목표 비중은 계좌 전체 자산 대비 비중이다.\n빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}","memory_tool_prompt":null,"model":null,"event":"다음 거래일 시가 진입 후 3번째 거래일 종가 청산, 편도 비용 15bp 및 슬리피지 10bp 차감 후 수익률 > 0","limitations":["현재 생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","각 편도 비용 15bp·슬리피지 10bp는 검증되지 않은 실험용 값입니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","규칙·선별 모드는 신규 편입을 H거래일 보유한 뒤 재선정되지 않으면 청산합니다. 판정 라벨과 체결 경로는 여전히 다를 수 있습니다.","기본은 소수 단위 수량 시뮬레이션입니다. 정수 주식·최소 주문 단위 제약은 라이브 전에 별도 점검해야 합니다.","익명화해도 지표 조합으로 종목을 추정할 여지와 LLM 학습 지식의 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 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생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","각 편도 비용 15bp·슬리피지 10bp는 검증되지 않은 실험용 값입니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","규칙·선별 모드는 신규 편입을 H거래일 보유한 뒤 재선정되지 않으면 청산합니다. 판정 라벨과 체결 경로는 여전히 다를 수 있습니다.","기본은 소수 단위 수량 시뮬레이션입니다. 정수 주식·최소 주문 단위 제약은 라이브 전에 별도 점검해야 합니다.","익명화해도 지표 조합으로 종목을 추정할 여지와 LLM 학습 지식의 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 아닙니다."],"prompts":{"discovery":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고 무효화 조건을 남긴다.\nprobability는 명시된 평가 사건의 확률(0~1)이다. 그럴듯한 자신감이 아니다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n기존 보유의 비용 포함 평가손익, 보유 거래일 수, 최초 판정과 무효화 조건을 현재 지표와 비교한다.\n이전 계획과 현재 낙폭도 확인한다. 손실 회복만을 이유로 비중을 늘리지 않는다.\n신규 편입은 승인 후보에서만 한다. 기존 보유는 관리 가능하다. 한도는 완화할 수 없다.\n현재 시점에서 실행 가능한 다음 거래 계획을 제시한다. 목표 비중은 계좌 전체 자산 대비 비중이다.\n빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}"}}},{"id":66,"created":"2026-10-20T22:47:16.564695+00:00","status":"completed","settings":{"version":"research-v6","source_hash":"16866254f08387882c4a1743206de12b664528d8290dfb7304125ecb36bc8458","revision":{"commit":"80859a72cc4c9a7c96d8620c1feeaeee70bce97f","dirty":true},"start":"2025-01-10","end":"2025-04-15","mode":"rules","kind":"trend","sort":"relative_desc","horizon":3,"candidates":20,"max_calls":100,"min_value":5000000000.0,"initial_cash":1000000,"max_positions":4,"max_position":0.25,"max_exposure":1.0,"rebalance_band":0.05,"fractional":true,"anonymize":true,"cache":true,"cost":0.0015,"slippage":0.001,"discovery_version":"discovery-v4","portfolio_version":"portfolio-v4","memory":false,"memory_mode":"none","notebook_id":null,"purpose":"research","knowledge_cutoff":"2025-01-10","filters":{},"guidance":"","discovery_prompt":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고 무효화 조건을 남긴다.\nprobability는 명시된 평가 사건의 확률(0~1)이다. 그럴듯한 자신감이 아니다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio_prompt":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n기존 보유의 비용 포함 평가손익, 보유 거래일 수, 최초 판정과 무효화 조건을 현재 지표와 비교한다.\n이전 계획과 현재 낙폭도 확인한다. 손실 회복만을 이유로 비중을 늘리지 않는다.\n신규 편입은 승인 후보에서만 한다. 기존 보유는 관리 가능하다. 한도는 완화할 수 없다.\n현재 시점에서 실행 가능한 다음 거래 계획을 제시한다. 목표 비중은 계좌 전체 자산 대비 비중이다.\n빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}","memory_tool_prompt":null,"model":null,"event":"다음 거래일 시가 진입 후 3번째 거래일 종가 청산, 편도 비용 15bp 및 슬리피지 10bp 차감 후 수익률 > 0","limitations":["현재 생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","각 편도 비용 15bp·슬리피지 10bp는 검증되지 않은 실험용 값입니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","규칙·선별 모드는 신규 편입을 H거래일 보유한 뒤 재선정되지 않으면 청산합니다. 판정 라벨과 체결 경로는 여전히 다를 수 있습니다.","기본은 소수 단위 수량 시뮬레이션입니다. 정수 주식·최소 주문 단위 제약은 라이브 전에 별도 점검해야 합니다.","익명화해도 지표 조합으로 종목을 추정할 여지와 LLM 학습 지식의 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 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생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","각 편도 비용 15bp·슬리피지 10bp는 검증되지 않은 실험용 값입니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","규칙·선별 모드는 신규 편입을 H거래일 보유한 뒤 재선정되지 않으면 청산합니다. 판정 라벨과 체결 경로는 여전히 다를 수 있습니다.","기본은 소수 단위 수량 시뮬레이션입니다. 정수 주식·최소 주문 단위 제약은 라이브 전에 별도 점검해야 합니다.","익명화해도 지표 조합으로 종목을 추정할 여지와 LLM 학습 지식의 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 아닙니다."],"prompts":{"discovery":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고 무효화 조건을 남긴다.\nprobability는 명시된 평가 사건의 확률(0~1)이다. 그럴듯한 자신감이 아니다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n기존 보유의 비용 포함 평가손익, 보유 거래일 수, 최초 판정과 무효화 조건을 현재 지표와 비교한다.\n이전 계획과 현재 낙폭도 확인한다. 손실 회복만을 이유로 비중을 늘리지 않는다.\n신규 편입은 승인 후보에서만 한다. 기존 보유는 관리 가능하다. 한도는 완화할 수 없다.\n현재 시점에서 실행 가능한 다음 거래 계획을 제시한다. 목표 비중은 계좌 전체 자산 대비 비중이다.\n빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}"}}},{"id":65,"created":"2026-10-20T22:47:14.987952+00:00","status":"completed","settings":{"version":"research-v6","source_hash":"16866254f08387882c4a1743206de12b664528d8290dfb7304125ecb36bc8458","revision":{"commit":"80859a72cc4c9a7c96d8620c1feeaeee70bce97f","dirty":true},"start":"2024-10-10","end":"2025-01-09","mode":"rules","kind":"trend","sort":"relative_desc","horizon":3,"candidates":20,"max_calls":100,"min_value":5000000000.0,"initial_cash":1000000,"max_positions":4,"max_position":0.25,"max_exposure":1.0,"rebalance_band":0.05,"fractional":true,"anonymize":true,"cache":true,"cost":0.0015,"slippage":0.001,"discovery_version":"discovery-v4","portfolio_version":"portfolio-v4","memory":false,"memory_mode":"none","notebook_id":null,"purpose":"research","knowledge_cutoff":"2024-10-10","filters":{},"guidance":"","discovery_prompt":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고 무효화 조건을 남긴다.\nprobability는 명시된 평가 사건의 확률(0~1)이다. 그럴듯한 자신감이 아니다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio_prompt":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n기존 보유의 비용 포함 평가손익, 보유 거래일 수, 최초 판정과 무효화 조건을 현재 지표와 비교한다.\n이전 계획과 현재 낙폭도 확인한다. 손실 회복만을 이유로 비중을 늘리지 않는다.\n신규 편입은 승인 후보에서만 한다. 기존 보유는 관리 가능하다. 한도는 완화할 수 없다.\n현재 시점에서 실행 가능한 다음 거래 계획을 제시한다. 목표 비중은 계좌 전체 자산 대비 비중이다.\n빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}","memory_tool_prompt":null,"model":null,"event":"다음 거래일 시가 진입 후 3번째 거래일 종가 청산, 편도 비용 15bp 및 슬리피지 10bp 차감 후 수익률 > 0","limitations":["현재 생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","각 편도 비용 15bp·슬리피지 10bp는 검증되지 않은 실험용 값입니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","규칙·선별 모드는 신규 편입을 H거래일 보유한 뒤 재선정되지 않으면 청산합니다. 판정 라벨과 체결 경로는 여전히 다를 수 있습니다.","기본은 소수 단위 수량 시뮬레이션입니다. 정수 주식·최소 주문 단위 제약은 라이브 전에 별도 점검해야 합니다.","익명화해도 지표 조합으로 종목을 추정할 여지와 LLM 학습 지식의 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 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평가손익, 보유 거래일 수, 최초 판정과 무효화 조건을 현재 지표와 비교한다.\n이전 계획과 현재 낙폭도 확인한다. 손실 회복만을 이유로 비중을 늘리지 않는다.\n신규 편입은 승인 후보에서만 한다. 기존 보유는 관리 가능하다. 한도는 완화할 수 없다.\n현재 시점에서 실행 가능한 다음 거래 계획을 제시한다. 목표 비중은 계좌 전체 자산 대비 비중이다.\n빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}"}}},{"id":64,"created":"2026-10-20T22:47:13.421679+00:00","status":"completed","settings":{"version":"research-v6","source_hash":"16866254f08387882c4a1743206de12b664528d8290dfb7304125ecb36bc8458","revision":{"commit":"80859a72cc4c9a7c96d8620c1feeaeee70bce97f","dirty":true},"start":"2024-07-04","end":"2024-10-08","mode":"rules","kind":"trend","sort":"relative_desc","horizon":3,"candidates":20,"max_calls":100,"min_value":5000000000.0,"initial_cash":1000000,"max_positions":4,"max_position":0.25,"max_exposure":1.0,"rebalance_band":0.05,"fractional":true,"anonymize":true,"cache":true,"cost":0.0015,"slippage":0.001,"discovery_version":"discovery-v4","portfolio_version":"portfolio-v4","memory":false,"memory_mode":"none","notebook_id":null,"purpose":"research","knowledge_cutoff":"2024-07-04","filters":{},"guidance":"","discovery_prompt":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고 무효화 조건을 남긴다.\nprobability는 명시된 평가 사건의 확률(0~1)이다. 그럴듯한 자신감이 아니다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio_prompt":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n기존 보유의 비용 포함 평가손익, 보유 거래일 수, 최초 판정과 무효화 조건을 현재 지표와 비교한다.\n이전 계획과 현재 낙폭도 확인한다. 손실 회복만을 이유로 비중을 늘리지 않는다.\n신규 편입은 승인 후보에서만 한다. 기존 보유는 관리 가능하다. 한도는 완화할 수 없다.\n현재 시점에서 실행 가능한 다음 거래 계획을 제시한다. 목표 비중은 계좌 전체 자산 대비 비중이다.\n빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}","memory_tool_prompt":null,"model":null,"event":"다음 거래일 시가 진입 후 3번째 거래일 종가 청산, 편도 비용 15bp 및 슬리피지 10bp 차감 후 수익률 > 0","limitations":["현재 생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","각 편도 비용 15bp·슬리피지 10bp는 검증되지 않은 실험용 값입니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","규칙·선별 모드는 신규 편입을 H거래일 보유한 뒤 재선정되지 않으면 청산합니다. 판정 라벨과 체결 경로는 여전히 다를 수 있습니다.","기본은 소수 단위 수량 시뮬레이션입니다. 정수 주식·최소 주문 단위 제약은 라이브 전에 별도 점검해야 합니다.","익명화해도 지표 조합으로 종목을 추정할 여지와 LLM 학습 지식의 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 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생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","각 편도 비용 15bp·슬리피지 10bp는 검증되지 않은 실험용 값입니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","규칙·선별 모드는 신규 편입을 H거래일 보유한 뒤 재선정되지 않으면 청산합니다. 판정 라벨과 체결 경로는 여전히 다를 수 있습니다.","기본은 소수 단위 수량 시뮬레이션입니다. 정수 주식·최소 주문 단위 제약은 라이브 전에 별도 점검해야 합니다.","익명화해도 지표 조합으로 종목을 추정할 여지와 LLM 학습 지식의 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 아닙니다."],"prompts":{"discovery":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고 무효화 조건을 남긴다.\nprobability는 명시된 평가 사건의 확률(0~1)이다. 그럴듯한 자신감이 아니다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n기존 보유의 비용 포함 평가손익, 보유 거래일 수, 최초 판정과 무효화 조건을 현재 지표와 비교한다.\n이전 계획과 현재 낙폭도 확인한다. 손실 회복만을 이유로 비중을 늘리지 않는다.\n신규 편입은 승인 후보에서만 한다. 기존 보유는 관리 가능하다. 한도는 완화할 수 없다.\n현재 시점에서 실행 가능한 다음 거래 계획을 제시한다. 목표 비중은 계좌 전체 자산 대비 비중이다.\n빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}"}}},{"id":63,"created":"2026-10-20T22:47:11.883418+00:00","status":"completed","settings":{"version":"research-v6","source_hash":"16866254f08387882c4a1743206de12b664528d8290dfb7304125ecb36bc8458","revision":{"commit":"80859a72cc4c9a7c96d8620c1feeaeee70bce97f","dirty":true},"start":"2024-04-01","end":"2024-07-03","mode":"rules","kind":"trend","sort":"relative_desc","horizon":3,"candidates":20,"max_calls":100,"min_value":5000000000.0,"initial_cash":1000000,"max_positions":4,"max_position":0.25,"max_exposure":1.0,"rebalance_band":0.05,"fractional":true,"anonymize":true,"cache":true,"cost":0.0015,"slippage":0.001,"discovery_version":"discovery-v4","portfolio_version":"portfolio-v4","memory":false,"memory_mode":"none","notebook_id":null,"purpose":"research","knowledge_cutoff":"2024-04-01","filters":{},"guidance":"","discovery_prompt":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고 무효화 조건을 남긴다.\nprobability는 명시된 평가 사건의 확률(0~1)이다. 그럴듯한 자신감이 아니다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio_prompt":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n기존 보유의 비용 포함 평가손익, 보유 거래일 수, 최초 판정과 무효화 조건을 현재 지표와 비교한다.\n이전 계획과 현재 낙폭도 확인한다. 손실 회복만을 이유로 비중을 늘리지 않는다.\n신규 편입은 승인 후보에서만 한다. 기존 보유는 관리 가능하다. 한도는 완화할 수 없다.\n현재 시점에서 실행 가능한 다음 거래 계획을 제시한다. 목표 비중은 계좌 전체 자산 대비 비중이다.\n빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}","memory_tool_prompt":null,"model":null,"event":"다음 거래일 시가 진입 후 3번째 거래일 종가 청산, 편도 비용 15bp 및 슬리피지 10bp 차감 후 수익률 > 0","limitations":["현재 생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","각 편도 비용 15bp·슬리피지 10bp는 검증되지 않은 실험용 값입니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","규칙·선별 모드는 신규 편입을 H거래일 보유한 뒤 재선정되지 않으면 청산합니다. 판정 라벨과 체결 경로는 여전히 다를 수 있습니다.","기본은 소수 단위 수량 시뮬레이션입니다. 정수 주식·최소 주문 단위 제약은 라이브 전에 별도 점검해야 합니다.","익명화해도 지표 조합으로 종목을 추정할 여지와 LLM 학습 지식의 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 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생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","각 편도 비용 15bp·슬리피지 10bp는 검증되지 않은 실험용 값입니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","규칙·선별 모드는 신규 편입을 H거래일 보유한 뒤 재선정되지 않으면 청산합니다. 판정 라벨과 체결 경로는 여전히 다를 수 있습니다.","기본은 소수 단위 수량 시뮬레이션입니다. 정수 주식·최소 주문 단위 제약은 라이브 전에 별도 점검해야 합니다.","익명화해도 지표 조합으로 종목을 추정할 여지와 LLM 학습 지식의 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 아닙니다."],"prompts":{"discovery":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고 무효화 조건을 남긴다.\nprobability는 명시된 평가 사건의 확률(0~1)이다. 그럴듯한 자신감이 아니다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n기존 보유의 비용 포함 평가손익, 보유 거래일 수, 최초 판정과 무효화 조건을 현재 지표와 비교한다.\n이전 계획과 현재 낙폭도 확인한다. 손실 회복만을 이유로 비중을 늘리지 않는다.\n신규 편입은 승인 후보에서만 한다. 기존 보유는 관리 가능하다. 한도는 완화할 수 없다.\n현재 시점에서 실행 가능한 다음 거래 계획을 제시한다. 목표 비중은 계좌 전체 자산 대비 비중이다.\n빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}"}}},{"id":62,"created":"2026-10-20T22:47:10.339312+00:00","status":"completed","settings":{"version":"research-v6","source_hash":"16866254f08387882c4a1743206de12b664528d8290dfb7304125ecb36bc8458","revision":{"commit":"80859a72cc4c9a7c96d8620c1feeaeee70bce97f","dirty":true},"start":"2023-12-27","end":"2024-03-29","mode":"rules","kind":"trend","sort":"relative_desc","horizon":3,"candidates":20,"max_calls":100,"min_value":5000000000.0,"initial_cash":1000000,"max_positions":4,"max_position":0.25,"max_exposure":1.0,"rebalance_band":0.05,"fractional":true,"anonymize":true,"cache":true,"cost":0.0015,"slippage":0.001,"discovery_version":"discovery-v4","portfolio_version":"portfolio-v4","memory":false,"memory_mode":"none","notebook_id":null,"purpose":"research","knowledge_cutoff":"2023-12-27","filters":{},"guidance":"","discovery_prompt":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고 무효화 조건을 남긴다.\nprobability는 명시된 평가 사건의 확률(0~1)이다. 그럴듯한 자신감이 아니다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio_prompt":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n기존 보유의 비용 포함 평가손익, 보유 거래일 수, 최초 판정과 무효화 조건을 현재 지표와 비교한다.\n이전 계획과 현재 낙폭도 확인한다. 손실 회복만을 이유로 비중을 늘리지 않는다.\n신규 편입은 승인 후보에서만 한다. 기존 보유는 관리 가능하다. 한도는 완화할 수 없다.\n현재 시점에서 실행 가능한 다음 거래 계획을 제시한다. 목표 비중은 계좌 전체 자산 대비 비중이다.\n빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}","memory_tool_prompt":null,"model":null,"event":"다음 거래일 시가 진입 후 3번째 거래일 종가 청산, 편도 비용 15bp 및 슬리피지 10bp 차감 후 수익률 > 0","limitations":["현재 생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","각 편도 비용 15bp·슬리피지 10bp는 검증되지 않은 실험용 값입니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","규칙·선별 모드는 신규 편입을 H거래일 보유한 뒤 재선정되지 않으면 청산합니다. 판정 라벨과 체결 경로는 여전히 다를 수 있습니다.","기본은 소수 단위 수량 시뮬레이션입니다. 정수 주식·최소 주문 단위 제약은 라이브 전에 별도 점검해야 합니다.","익명화해도 지표 조합으로 종목을 추정할 여지와 LLM 학습 지식의 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 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생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","각 편도 비용 15bp·슬리피지 10bp는 검증되지 않은 실험용 값입니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","규칙·선별 모드는 신규 편입을 H거래일 보유한 뒤 재선정되지 않으면 청산합니다. 판정 라벨과 체결 경로는 여전히 다를 수 있습니다.","기본은 소수 단위 수량 시뮬레이션입니다. 정수 주식·최소 주문 단위 제약은 라이브 전에 별도 점검해야 합니다.","익명화해도 지표 조합으로 종목을 추정할 여지와 LLM 학습 지식의 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 아닙니다."],"prompts":{"discovery":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고 무효화 조건을 남긴다.\nprobability는 명시된 평가 사건의 확률(0~1)이다. 그럴듯한 자신감이 아니다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n기존 보유의 비용 포함 평가손익, 보유 거래일 수, 최초 판정과 무효화 조건을 현재 지표와 비교한다.\n이전 계획과 현재 낙폭도 확인한다. 손실 회복만을 이유로 비중을 늘리지 않는다.\n신규 편입은 승인 후보에서만 한다. 기존 보유는 관리 가능하다. 한도는 완화할 수 없다.\n현재 시점에서 실행 가능한 다음 거래 계획을 제시한다. 목표 비중은 계좌 전체 자산 대비 비중이다.\n빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}"}}},{"id":61,"created":"2026-10-20T22:47:08.848032+00:00","status":"completed","settings":{"version":"research-v6","source_hash":"16866254f08387882c4a1743206de12b664528d8290dfb7304125ecb36bc8458","revision":{"commit":"80859a72cc4c9a7c96d8620c1feeaeee70bce97f","dirty":true},"start":"2023-09-21","end":"2023-12-26","mode":"rules","kind":"trend","sort":"relative_desc","horizon":3,"candidates":20,"max_calls":100,"min_value":5000000000.0,"initial_cash":1000000,"max_positions":4,"max_position":0.25,"max_exposure":1.0,"rebalance_band":0.05,"fractional":true,"anonymize":true,"cache":true,"cost":0.0015,"slippage":0.001,"discovery_version":"discovery-v4","portfolio_version":"portfolio-v4","memory":false,"memory_mode":"none","notebook_id":null,"purpose":"research","knowledge_cutoff":"2023-09-21","filters":{},"guidance":"","discovery_prompt":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고 무효화 조건을 남긴다.\nprobability는 명시된 평가 사건의 확률(0~1)이다. 그럴듯한 자신감이 아니다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio_prompt":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n기존 보유의 비용 포함 평가손익, 보유 거래일 수, 최초 판정과 무효화 조건을 현재 지표와 비교한다.\n이전 계획과 현재 낙폭도 확인한다. 손실 회복만을 이유로 비중을 늘리지 않는다.\n신규 편입은 승인 후보에서만 한다. 기존 보유는 관리 가능하다. 한도는 완화할 수 없다.\n현재 시점에서 실행 가능한 다음 거래 계획을 제시한다. 목표 비중은 계좌 전체 자산 대비 비중이다.\n빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}","memory_tool_prompt":null,"model":null,"event":"다음 거래일 시가 진입 후 3번째 거래일 종가 청산, 편도 비용 15bp 및 슬리피지 10bp 차감 후 수익률 > 0","limitations":["현재 생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","각 편도 비용 15bp·슬리피지 10bp는 검증되지 않은 실험용 값입니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","규칙·선별 모드는 신규 편입을 H거래일 보유한 뒤 재선정되지 않으면 청산합니다. 판정 라벨과 체결 경로는 여전히 다를 수 있습니다.","기본은 소수 단위 수량 시뮬레이션입니다. 정수 주식·최소 주문 단위 제약은 라이브 전에 별도 점검해야 합니다.","익명화해도 지표 조합으로 종목을 추정할 여지와 LLM 학습 지식의 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 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평가손익, 보유 거래일 수, 최초 판정과 무효화 조건을 현재 지표와 비교한다.\n이전 계획과 현재 낙폭도 확인한다. 손실 회복만을 이유로 비중을 늘리지 않는다.\n신규 편입은 승인 후보에서만 한다. 기존 보유는 관리 가능하다. 한도는 완화할 수 없다.\n현재 시점에서 실행 가능한 다음 거래 계획을 제시한다. 목표 비중은 계좌 전체 자산 대비 비중이다.\n빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}"}}},{"id":60,"created":"2026-10-20T22:47:07.364716+00:00","status":"completed","settings":{"version":"research-v6","source_hash":"16866254f08387882c4a1743206de12b664528d8290dfb7304125ecb36bc8458","revision":{"commit":"80859a72cc4c9a7c96d8620c1feeaeee70bce97f","dirty":true},"start":"2023-06-23","end":"2023-09-20","mode":"rules","kind":"trend","sort":"relative_desc","horizon":3,"candidates":20,"max_calls":100,"min_value":5000000000.0,"initial_cash":1000000,"max_positions":4,"max_position":0.25,"max_exposure":1.0,"rebalance_band":0.05,"fractional":true,"anonymize":true,"cache":true,"cost":0.0015,"slippage":0.001,"discovery_version":"discovery-v4","portfolio_version":"portfolio-v4","memory":false,"memory_mode":"none","notebook_id":null,"purpose":"research","knowledge_cutoff":"2023-06-23","filters":{},"guidance":"","discovery_prompt":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고 무효화 조건을 남긴다.\nprobability는 명시된 평가 사건의 확률(0~1)이다. 그럴듯한 자신감이 아니다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio_prompt":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n기존 보유의 비용 포함 평가손익, 보유 거래일 수, 최초 판정과 무효화 조건을 현재 지표와 비교한다.\n이전 계획과 현재 낙폭도 확인한다. 손실 회복만을 이유로 비중을 늘리지 않는다.\n신규 편입은 승인 후보에서만 한다. 기존 보유는 관리 가능하다. 한도는 완화할 수 없다.\n현재 시점에서 실행 가능한 다음 거래 계획을 제시한다. 목표 비중은 계좌 전체 자산 대비 비중이다.\n빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}","memory_tool_prompt":null,"model":null,"event":"다음 거래일 시가 진입 후 3번째 거래일 종가 청산, 편도 비용 15bp 및 슬리피지 10bp 차감 후 수익률 > 0","limitations":["현재 생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","각 편도 비용 15bp·슬리피지 10bp는 검증되지 않은 실험용 값입니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","규칙·선별 모드는 신규 편입을 H거래일 보유한 뒤 재선정되지 않으면 청산합니다. 판정 라벨과 체결 경로는 여전히 다를 수 있습니다.","기본은 소수 단위 수량 시뮬레이션입니다. 정수 주식·최소 주문 단위 제약은 라이브 전에 별도 점검해야 합니다.","익명화해도 지표 조합으로 종목을 추정할 여지와 LLM 학습 지식의 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 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생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","각 편도 비용 15bp·슬리피지 10bp는 검증되지 않은 실험용 값입니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","규칙·선별 모드는 신규 편입을 H거래일 보유한 뒤 재선정되지 않으면 청산합니다. 판정 라벨과 체결 경로는 여전히 다를 수 있습니다.","기본은 소수 단위 수량 시뮬레이션입니다. 정수 주식·최소 주문 단위 제약은 라이브 전에 별도 점검해야 합니다.","익명화해도 지표 조합으로 종목을 추정할 여지와 LLM 학습 지식의 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 아닙니다."],"prompts":{"discovery":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고 무효화 조건을 남긴다.\nprobability는 명시된 평가 사건의 확률(0~1)이다. 그럴듯한 자신감이 아니다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n기존 보유의 비용 포함 평가손익, 보유 거래일 수, 최초 판정과 무효화 조건을 현재 지표와 비교한다.\n이전 계획과 현재 낙폭도 확인한다. 손실 회복만을 이유로 비중을 늘리지 않는다.\n신규 편입은 승인 후보에서만 한다. 기존 보유는 관리 가능하다. 한도는 완화할 수 없다.\n현재 시점에서 실행 가능한 다음 거래 계획을 제시한다. 목표 비중은 계좌 전체 자산 대비 비중이다.\n빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}"}}},{"id":59,"created":"2026-10-20T22:47:05.902830+00:00","status":"completed","settings":{"version":"research-v6","source_hash":"16866254f08387882c4a1743206de12b664528d8290dfb7304125ecb36bc8458","revision":{"commit":"80859a72cc4c9a7c96d8620c1feeaeee70bce97f","dirty":true},"start":"2023-03-22","end":"2023-06-22","mode":"rules","kind":"trend","sort":"relative_desc","horizon":3,"candidates":20,"max_calls":100,"min_value":5000000000.0,"initial_cash":1000000,"max_positions":4,"max_position":0.25,"max_exposure":1.0,"rebalance_band":0.05,"fractional":true,"anonymize":true,"cache":true,"cost":0.0015,"slippage":0.001,"discovery_version":"discovery-v4","portfolio_version":"portfolio-v4","memory":false,"memory_mode":"none","notebook_id":null,"purpose":"research","knowledge_cutoff":"2023-03-22","filters":{},"guidance":"","discovery_prompt":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고 무효화 조건을 남긴다.\nprobability는 명시된 평가 사건의 확률(0~1)이다. 그럴듯한 자신감이 아니다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio_prompt":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n기존 보유의 비용 포함 평가손익, 보유 거래일 수, 최초 판정과 무효화 조건을 현재 지표와 비교한다.\n이전 계획과 현재 낙폭도 확인한다. 손실 회복만을 이유로 비중을 늘리지 않는다.\n신규 편입은 승인 후보에서만 한다. 기존 보유는 관리 가능하다. 한도는 완화할 수 없다.\n현재 시점에서 실행 가능한 다음 거래 계획을 제시한다. 목표 비중은 계좌 전체 자산 대비 비중이다.\n빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}","memory_tool_prompt":null,"model":null,"event":"다음 거래일 시가 진입 후 3번째 거래일 종가 청산, 편도 비용 15bp 및 슬리피지 10bp 차감 후 수익률 > 0","limitations":["현재 생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","각 편도 비용 15bp·슬리피지 10bp는 검증되지 않은 실험용 값입니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","규칙·선별 모드는 신규 편입을 H거래일 보유한 뒤 재선정되지 않으면 청산합니다. 판정 라벨과 체결 경로는 여전히 다를 수 있습니다.","기본은 소수 단위 수량 시뮬레이션입니다. 정수 주식·최소 주문 단위 제약은 라이브 전에 별도 점검해야 합니다.","익명화해도 지표 조합으로 종목을 추정할 여지와 LLM 학습 지식의 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 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생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","각 편도 비용 15bp·슬리피지 10bp는 검증되지 않은 실험용 값입니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","규칙·선별 모드는 신규 편입을 H거래일 보유한 뒤 재선정되지 않으면 청산합니다. 판정 라벨과 체결 경로는 여전히 다를 수 있습니다.","기본은 소수 단위 수량 시뮬레이션입니다. 정수 주식·최소 주문 단위 제약은 라이브 전에 별도 점검해야 합니다.","익명화해도 지표 조합으로 종목을 추정할 여지와 LLM 학습 지식의 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 아닙니다."],"prompts":{"discovery":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고 무효화 조건을 남긴다.\nprobability는 명시된 평가 사건의 확률(0~1)이다. 그럴듯한 자신감이 아니다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n기존 보유의 비용 포함 평가손익, 보유 거래일 수, 최초 판정과 무효화 조건을 현재 지표와 비교한다.\n이전 계획과 현재 낙폭도 확인한다. 손실 회복만을 이유로 비중을 늘리지 않는다.\n신규 편입은 승인 후보에서만 한다. 기존 보유는 관리 가능하다. 한도는 완화할 수 없다.\n현재 시점에서 실행 가능한 다음 거래 계획을 제시한다. 목표 비중은 계좌 전체 자산 대비 비중이다.\n빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}"}}},{"id":58,"created":"2026-10-20T22:47:04.439283+00:00","status":"completed","settings":{"version":"research-v6","source_hash":"16866254f08387882c4a1743206de12b664528d8290dfb7304125ecb36bc8458","revision":{"commit":"80859a72cc4c9a7c96d8620c1feeaeee70bce97f","dirty":true},"start":"2022-12-19","end":"2023-03-21","mode":"rules","kind":"trend","sort":"relative_desc","horizon":3,"candidates":20,"max_calls":100,"min_value":5000000000.0,"initial_cash":1000000,"max_positions":4,"max_position":0.25,"max_exposure":1.0,"rebalance_band":0.05,"fractional":true,"anonymize":true,"cache":true,"cost":0.0015,"slippage":0.001,"discovery_version":"discovery-v4","portfolio_version":"portfolio-v4","memory":false,"memory_mode":"none","notebook_id":null,"purpose":"research","knowledge_cutoff":"2022-12-19","filters":{},"guidance":"","discovery_prompt":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고 무효화 조건을 남긴다.\nprobability는 명시된 평가 사건의 확률(0~1)이다. 그럴듯한 자신감이 아니다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio_prompt":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n기존 보유의 비용 포함 평가손익, 보유 거래일 수, 최초 판정과 무효화 조건을 현재 지표와 비교한다.\n이전 계획과 현재 낙폭도 확인한다. 손실 회복만을 이유로 비중을 늘리지 않는다.\n신규 편입은 승인 후보에서만 한다. 기존 보유는 관리 가능하다. 한도는 완화할 수 없다.\n현재 시점에서 실행 가능한 다음 거래 계획을 제시한다. 목표 비중은 계좌 전체 자산 대비 비중이다.\n빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}","memory_tool_prompt":null,"model":null,"event":"다음 거래일 시가 진입 후 3번째 거래일 종가 청산, 편도 비용 15bp 및 슬리피지 10bp 차감 후 수익률 > 0","limitations":["현재 생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","각 편도 비용 15bp·슬리피지 10bp는 검증되지 않은 실험용 값입니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","규칙·선별 모드는 신규 편입을 H거래일 보유한 뒤 재선정되지 않으면 청산합니다. 판정 라벨과 체결 경로는 여전히 다를 수 있습니다.","기본은 소수 단위 수량 시뮬레이션입니다. 정수 주식·최소 주문 단위 제약은 라이브 전에 별도 점검해야 합니다.","익명화해도 지표 조합으로 종목을 추정할 여지와 LLM 학습 지식의 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 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생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","각 편도 비용 15bp·슬리피지 10bp는 검증되지 않은 실험용 값입니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","규칙·선별 모드는 신규 편입을 H거래일 보유한 뒤 재선정되지 않으면 청산합니다. 판정 라벨과 체결 경로는 여전히 다를 수 있습니다.","기본은 소수 단위 수량 시뮬레이션입니다. 정수 주식·최소 주문 단위 제약은 라이브 전에 별도 점검해야 합니다.","익명화해도 지표 조합으로 종목을 추정할 여지와 LLM 학습 지식의 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 아닙니다."],"prompts":{"discovery":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고 무효화 조건을 남긴다.\nprobability는 명시된 평가 사건의 확률(0~1)이다. 그럴듯한 자신감이 아니다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n기존 보유의 비용 포함 평가손익, 보유 거래일 수, 최초 판정과 무효화 조건을 현재 지표와 비교한다.\n이전 계획과 현재 낙폭도 확인한다. 손실 회복만을 이유로 비중을 늘리지 않는다.\n신규 편입은 승인 후보에서만 한다. 기존 보유는 관리 가능하다. 한도는 완화할 수 없다.\n현재 시점에서 실행 가능한 다음 거래 계획을 제시한다. 목표 비중은 계좌 전체 자산 대비 비중이다.\n빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}"}}},{"id":57,"created":"2026-10-20T22:47:02.951746+00:00","status":"completed","settings":{"version":"research-v6","source_hash":"16866254f08387882c4a1743206de12b664528d8290dfb7304125ecb36bc8458","revision":{"commit":"80859a72cc4c9a7c96d8620c1feeaeee70bce97f","dirty":true},"start":"2022-09-19","end":"2022-12-16","mode":"rules","kind":"trend","sort":"relative_desc","horizon":3,"candidates":20,"max_calls":100,"min_value":5000000000.0,"initial_cash":1000000,"max_positions":4,"max_position":0.25,"max_exposure":1.0,"rebalance_band":0.05,"fractional":true,"anonymize":true,"cache":true,"cost":0.0015,"slippage":0.001,"discovery_version":"discovery-v4","portfolio_version":"portfolio-v4","memory":false,"memory_mode":"none","notebook_id":null,"purpose":"research","knowledge_cutoff":"2022-09-19","filters":{},"guidance":"","discovery_prompt":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고 무효화 조건을 남긴다.\nprobability는 명시된 평가 사건의 확률(0~1)이다. 그럴듯한 자신감이 아니다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio_prompt":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n기존 보유의 비용 포함 평가손익, 보유 거래일 수, 최초 판정과 무효화 조건을 현재 지표와 비교한다.\n이전 계획과 현재 낙폭도 확인한다. 손실 회복만을 이유로 비중을 늘리지 않는다.\n신규 편입은 승인 후보에서만 한다. 기존 보유는 관리 가능하다. 한도는 완화할 수 없다.\n현재 시점에서 실행 가능한 다음 거래 계획을 제시한다. 목표 비중은 계좌 전체 자산 대비 비중이다.\n빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}","memory_tool_prompt":null,"model":null,"event":"다음 거래일 시가 진입 후 3번째 거래일 종가 청산, 편도 비용 15bp 및 슬리피지 10bp 차감 후 수익률 > 0","limitations":["현재 생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","각 편도 비용 15bp·슬리피지 10bp는 검증되지 않은 실험용 값입니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","규칙·선별 모드는 신규 편입을 H거래일 보유한 뒤 재선정되지 않으면 청산합니다. 판정 라벨과 체결 경로는 여전히 다를 수 있습니다.","기본은 소수 단위 수량 시뮬레이션입니다. 정수 주식·최소 주문 단위 제약은 라이브 전에 별도 점검해야 합니다.","익명화해도 지표 조합으로 종목을 추정할 여지와 LLM 학습 지식의 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 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생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","각 편도 비용 15bp·슬리피지 10bp는 검증되지 않은 실험용 값입니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","규칙·선별 모드는 신규 편입을 H거래일 보유한 뒤 재선정되지 않으면 청산합니다. 판정 라벨과 체결 경로는 여전히 다를 수 있습니다.","기본은 소수 단위 수량 시뮬레이션입니다. 정수 주식·최소 주문 단위 제약은 라이브 전에 별도 점검해야 합니다.","익명화해도 지표 조합으로 종목을 추정할 여지와 LLM 학습 지식의 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 아닙니다."],"prompts":{"discovery":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고 무효화 조건을 남긴다.\nprobability는 명시된 평가 사건의 확률(0~1)이다. 그럴듯한 자신감이 아니다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n기존 보유의 비용 포함 평가손익, 보유 거래일 수, 최초 판정과 무효화 조건을 현재 지표와 비교한다.\n이전 계획과 현재 낙폭도 확인한다. 손실 회복만을 이유로 비중을 늘리지 않는다.\n신규 편입은 승인 후보에서만 한다. 기존 보유는 관리 가능하다. 한도는 완화할 수 없다.\n현재 시점에서 실행 가능한 다음 거래 계획을 제시한다. 목표 비중은 계좌 전체 자산 대비 비중이다.\n빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}"}}},{"id":56,"created":"2026-10-20T22:46:52.529021+00:00","status":"failed","settings":{"version":"research-v6","source_hash":"c19297a064b7ae86d3206fdfa960a88f56bbb8410e4429c4fa1a1a9795851646","revision":{"commit":"80859a72cc4c9a7c96d8620c1feeaeee70bce97f","dirty":true},"start":"2023-06-23","end":"2023-09-20","mode":"rules","kind":"trend","sort":"relative_desc","horizon":3,"candidates":20,"max_calls":100,"min_value":5000000000.0,"initial_cash":1000000,"max_positions":4,"max_position":0.25,"max_exposure":1.0,"rebalance_band":0.05,"fractional":true,"anonymize":true,"cache":true,"cost":0.0015,"slippage":0.001,"discovery_version":"discovery-v4","portfolio_version":"portfolio-v4","memory":false,"memory_mode":"none","notebook_id":null,"purpose":"research","knowledge_cutoff":"2023-06-23","filters":{},"guidance":"","discovery_prompt":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고 무효화 조건을 남긴다.\nprobability는 명시된 평가 사건의 확률(0~1)이다. 그럴듯한 자신감이 아니다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio_prompt":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n기존 보유의 비용 포함 평가손익, 보유 거래일 수, 최초 판정과 무효화 조건을 현재 지표와 비교한다.\n이전 계획과 현재 낙폭도 확인한다. 손실 회복만을 이유로 비중을 늘리지 않는다.\n신규 편입은 승인 후보에서만 한다. 기존 보유는 관리 가능하다. 한도는 완화할 수 없다.\n현재 시점에서 실행 가능한 다음 거래 계획을 제시한다. 목표 비중은 계좌 전체 자산 대비 비중이다.\n빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}","memory_tool_prompt":null,"model":null,"event":"다음 거래일 시가 진입 후 3번째 거래일 종가 청산, 편도 비용 15bp 및 슬리피지 10bp 차감 후 수익률 > 0","limitations":["현재 생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","각 편도 비용 15bp·슬리피지 10bp는 검증되지 않은 실험용 값입니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","규칙·선별 모드는 신규 편입을 H거래일 보유한 뒤 재선정되지 않으면 청산합니다. 판정 라벨과 체결 경로는 여전히 다를 수 있습니다.","기본은 소수 단위 수량 시뮬레이션입니다. 정수 주식·최소 주문 단위 제약은 라이브 전에 별도 점검해야 합니다.","익명화해도 지표 조합으로 종목을 추정할 여지와 LLM 학습 지식의 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 아닙니다."],"notebook_hash":null},"result":null},{"id":55,"created":"2026-10-20T22:46:51.053250+00:00","status":"completed","settings":{"version":"research-v6","source_hash":"c19297a064b7ae86d3206fdfa960a88f56bbb8410e4429c4fa1a1a9795851646","revision":{"commit":"80859a72cc4c9a7c96d8620c1feeaeee70bce97f","dirty":true},"start":"2023-03-22","end":"2023-06-22","mode":"rules","kind":"trend","sort":"relative_desc","horizon":3,"candidates":20,"max_calls":100,"min_value":5000000000.0,"initial_cash":1000000,"max_positions":4,"max_position":0.25,"max_exposure":1.0,"rebalance_band":0.05,"fractional":true,"anonymize":true,"cache":true,"cost":0.0015,"slippage":0.001,"discovery_version":"discovery-v4","portfolio_version":"portfolio-v4","memory":false,"memory_mode":"none","notebook_id":null,"purpose":"research","knowledge_cutoff":"2023-03-22","filters":{},"guidance":"","discovery_prompt":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고 무효화 조건을 남긴다.\nprobability는 명시된 평가 사건의 확률(0~1)이다. 그럴듯한 자신감이 아니다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio_prompt":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n기존 보유의 비용 포함 평가손익, 보유 거래일 수, 최초 판정과 무효화 조건을 현재 지표와 비교한다.\n이전 계획과 현재 낙폭도 확인한다. 손실 회복만을 이유로 비중을 늘리지 않는다.\n신규 편입은 승인 후보에서만 한다. 기존 보유는 관리 가능하다. 한도는 완화할 수 없다.\n현재 시점에서 실행 가능한 다음 거래 계획을 제시한다. 목표 비중은 계좌 전체 자산 대비 비중이다.\n빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}","memory_tool_prompt":null,"model":null,"event":"다음 거래일 시가 진입 후 3번째 거래일 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생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","각 편도 비용 15bp·슬리피지 10bp는 검증되지 않은 실험용 값입니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","규칙·선별 모드는 신규 편입을 H거래일 보유한 뒤 재선정되지 않으면 청산합니다. 판정 라벨과 체결 경로는 여전히 다를 수 있습니다.","기본은 소수 단위 수량 시뮬레이션입니다. 정수 주식·최소 주문 단위 제약은 라이브 전에 별도 점검해야 합니다.","익명화해도 지표 조합으로 종목을 추정할 여지와 LLM 학습 지식의 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 아닙니다."],"prompts":{"discovery":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고 무효화 조건을 남긴다.\nprobability는 명시된 평가 사건의 확률(0~1)이다. 그럴듯한 자신감이 아니다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n기존 보유의 비용 포함 평가손익, 보유 거래일 수, 최초 판정과 무효화 조건을 현재 지표와 비교한다.\n이전 계획과 현재 낙폭도 확인한다. 손실 회복만을 이유로 비중을 늘리지 않는다.\n신규 편입은 승인 후보에서만 한다. 기존 보유는 관리 가능하다. 한도는 완화할 수 없다.\n현재 시점에서 실행 가능한 다음 거래 계획을 제시한다. 목표 비중은 계좌 전체 자산 대비 비중이다.\n빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}"}}},{"id":54,"created":"2026-10-20T22:46:49.597173+00:00","status":"completed","settings":{"version":"research-v6","source_hash":"c19297a064b7ae86d3206fdfa960a88f56bbb8410e4429c4fa1a1a9795851646","revision":{"commit":"80859a72cc4c9a7c96d8620c1feeaeee70bce97f","dirty":true},"start":"2022-12-19","end":"2023-03-21","mode":"rules","kind":"trend","sort":"relative_desc","horizon":3,"candidates":20,"max_calls":100,"min_value":5000000000.0,"initial_cash":1000000,"max_positions":4,"max_position":0.25,"max_exposure":1.0,"rebalance_band":0.05,"fractional":true,"anonymize":true,"cache":true,"cost":0.0015,"slippage":0.001,"discovery_version":"discovery-v4","portfolio_version":"portfolio-v4","memory":false,"memory_mode":"none","notebook_id":null,"purpose":"research","knowledge_cutoff":"2022-12-19","filters":{},"guidance":"","discovery_prompt":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고 무효화 조건을 남긴다.\nprobability는 명시된 평가 사건의 확률(0~1)이다. 그럴듯한 자신감이 아니다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio_prompt":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n기존 보유의 비용 포함 평가손익, 보유 거래일 수, 최초 판정과 무효화 조건을 현재 지표와 비교한다.\n이전 계획과 현재 낙폭도 확인한다. 손실 회복만을 이유로 비중을 늘리지 않는다.\n신규 편입은 승인 후보에서만 한다. 기존 보유는 관리 가능하다. 한도는 완화할 수 없다.\n현재 시점에서 실행 가능한 다음 거래 계획을 제시한다. 목표 비중은 계좌 전체 자산 대비 비중이다.\n빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}","memory_tool_prompt":null,"model":null,"event":"다음 거래일 시가 진입 후 3번째 거래일 종가 청산, 편도 비용 15bp 및 슬리피지 10bp 차감 후 수익률 > 0","limitations":["현재 생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","각 편도 비용 15bp·슬리피지 10bp는 검증되지 않은 실험용 값입니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","규칙·선별 모드는 신규 편입을 H거래일 보유한 뒤 재선정되지 않으면 청산합니다. 판정 라벨과 체결 경로는 여전히 다를 수 있습니다.","기본은 소수 단위 수량 시뮬레이션입니다. 정수 주식·최소 주문 단위 제약은 라이브 전에 별도 점검해야 합니다.","익명화해도 지표 조합으로 종목을 추정할 여지와 LLM 학습 지식의 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 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생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","각 편도 비용 15bp·슬리피지 10bp는 검증되지 않은 실험용 값입니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","규칙·선별 모드는 신규 편입을 H거래일 보유한 뒤 재선정되지 않으면 청산합니다. 판정 라벨과 체결 경로는 여전히 다를 수 있습니다.","기본은 소수 단위 수량 시뮬레이션입니다. 정수 주식·최소 주문 단위 제약은 라이브 전에 별도 점검해야 합니다.","익명화해도 지표 조합으로 종목을 추정할 여지와 LLM 학습 지식의 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 아닙니다."],"prompts":{"discovery":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고 무효화 조건을 남긴다.\nprobability는 명시된 평가 사건의 확률(0~1)이다. 그럴듯한 자신감이 아니다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n기존 보유의 비용 포함 평가손익, 보유 거래일 수, 최초 판정과 무효화 조건을 현재 지표와 비교한다.\n이전 계획과 현재 낙폭도 확인한다. 손실 회복만을 이유로 비중을 늘리지 않는다.\n신규 편입은 승인 후보에서만 한다. 기존 보유는 관리 가능하다. 한도는 완화할 수 없다.\n현재 시점에서 실행 가능한 다음 거래 계획을 제시한다. 목표 비중은 계좌 전체 자산 대비 비중이다.\n빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}"}}},{"id":53,"created":"2026-10-20T22:46:48.105201+00:00","status":"completed","settings":{"version":"research-v6","source_hash":"c19297a064b7ae86d3206fdfa960a88f56bbb8410e4429c4fa1a1a9795851646","revision":{"commit":"80859a72cc4c9a7c96d8620c1feeaeee70bce97f","dirty":true},"start":"2022-09-19","end":"2022-12-16","mode":"rules","kind":"trend","sort":"relative_desc","horizon":3,"candidates":20,"max_calls":100,"min_value":5000000000.0,"initial_cash":1000000,"max_positions":4,"max_position":0.25,"max_exposure":1.0,"rebalance_band":0.05,"fractional":true,"anonymize":true,"cache":true,"cost":0.0015,"slippage":0.001,"discovery_version":"discovery-v4","portfolio_version":"portfolio-v4","memory":false,"memory_mode":"none","notebook_id":null,"purpose":"research","knowledge_cutoff":"2022-09-19","filters":{},"guidance":"","discovery_prompt":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고 무효화 조건을 남긴다.\nprobability는 명시된 평가 사건의 확률(0~1)이다. 그럴듯한 자신감이 아니다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio_prompt":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n기존 보유의 비용 포함 평가손익, 보유 거래일 수, 최초 판정과 무효화 조건을 현재 지표와 비교한다.\n이전 계획과 현재 낙폭도 확인한다. 손실 회복만을 이유로 비중을 늘리지 않는다.\n신규 편입은 승인 후보에서만 한다. 기존 보유는 관리 가능하다. 한도는 완화할 수 없다.\n현재 시점에서 실행 가능한 다음 거래 계획을 제시한다. 목표 비중은 계좌 전체 자산 대비 비중이다.\n빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}","memory_tool_prompt":null,"model":null,"event":"다음 거래일 시가 진입 후 3번째 거래일 종가 청산, 편도 비용 15bp 및 슬리피지 10bp 차감 후 수익률 > 0","limitations":["현재 생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","각 편도 비용 15bp·슬리피지 10bp는 검증되지 않은 실험용 값입니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","규칙·선별 모드는 신규 편입을 H거래일 보유한 뒤 재선정되지 않으면 청산합니다. 판정 라벨과 체결 경로는 여전히 다를 수 있습니다.","기본은 소수 단위 수량 시뮬레이션입니다. 정수 주식·최소 주문 단위 제약은 라이브 전에 별도 점검해야 합니다.","익명화해도 지표 조합으로 종목을 추정할 여지와 LLM 학습 지식의 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 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생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","각 편도 비용 15bp·슬리피지 10bp는 검증되지 않은 실험용 값입니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","규칙·선별 모드는 신규 편입을 H거래일 보유한 뒤 재선정되지 않으면 청산합니다. 판정 라벨과 체결 경로는 여전히 다를 수 있습니다.","기본은 소수 단위 수량 시뮬레이션입니다. 정수 주식·최소 주문 단위 제약은 라이브 전에 별도 점검해야 합니다.","익명화해도 지표 조합으로 종목을 추정할 여지와 LLM 학습 지식의 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 아닙니다."],"prompts":{"discovery":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고 무효화 조건을 남긴다.\nprobability는 명시된 평가 사건의 확률(0~1)이다. 그럴듯한 자신감이 아니다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n기존 보유의 비용 포함 평가손익, 보유 거래일 수, 최초 판정과 무효화 조건을 현재 지표와 비교한다.\n이전 계획과 현재 낙폭도 확인한다. 손실 회복만을 이유로 비중을 늘리지 않는다.\n신규 편입은 승인 후보에서만 한다. 기존 보유는 관리 가능하다. 한도는 완화할 수 없다.\n현재 시점에서 실행 가능한 다음 거래 계획을 제시한다. 목표 비중은 계좌 전체 자산 대비 비중이다.\n빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}"}}},{"id":52,"created":"2026-10-20T22:46:14.346676+00:00","status":"completed","settings":{"version":"research-v6","source_hash":"c19297a064b7ae86d3206fdfa960a88f56bbb8410e4429c4fa1a1a9795851646","revision":{"commit":"80859a72cc4c9a7c96d8620c1feeaeee70bce97f","dirty":true},"start":"2025-07-21","end":"2025-10-23","mode":"rules","kind":"trend","sort":"atr_asc","horizon":10,"candidates":20,"max_calls":100,"min_value":5000000000.0,"initial_cash":1000000,"max_positions":4,"max_position":0.25,"max_exposure":1.0,"rebalance_band":0.05,"fractional":true,"anonymize":true,"cache":true,"cost":0.0015,"slippage":0.001,"discovery_version":"discovery-v4","portfolio_version":"portfolio-v4","memory":false,"memory_mode":"none","notebook_id":null,"purpose":"validation","knowledge_cutoff":"2025-07-21","filters":{},"guidance":"","discovery_prompt":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고 무효화 조건을 남긴다.\nprobability는 명시된 평가 사건의 확률(0~1)이다. 그럴듯한 자신감이 아니다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio_prompt":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n기존 보유의 비용 포함 평가손익, 보유 거래일 수, 최초 판정과 무효화 조건을 현재 지표와 비교한다.\n이전 계획과 현재 낙폭도 확인한다. 손실 회복만을 이유로 비중을 늘리지 않는다.\n신규 편입은 승인 후보에서만 한다. 기존 보유는 관리 가능하다. 한도는 완화할 수 없다.\n현재 시점에서 실행 가능한 다음 거래 계획을 제시한다. 목표 비중은 계좌 전체 자산 대비 비중이다.\n빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}","memory_tool_prompt":null,"model":null,"event":"다음 거래일 시가 진입 후 10번째 거래일 종가 청산, 편도 비용 15bp 및 슬리피지 10bp 차감 후 수익률 > 0","limitations":["현재 생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","각 편도 비용 15bp·슬리피지 10bp는 검증되지 않은 실험용 값입니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","규칙·선별 모드는 신규 편입을 H거래일 보유한 뒤 재선정되지 않으면 청산합니다. 판정 라벨과 체결 경로는 여전히 다를 수 있습니다.","기본은 소수 단위 수량 시뮬레이션입니다. 정수 주식·최소 주문 단위 제약은 라이브 전에 별도 점검해야 합니다.","익명화해도 지표 조합으로 종목을 추정할 여지와 LLM 학습 지식의 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 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생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","각 편도 비용 15bp·슬리피지 10bp는 검증되지 않은 실험용 값입니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","규칙·선별 모드는 신규 편입을 H거래일 보유한 뒤 재선정되지 않으면 청산합니다. 판정 라벨과 체결 경로는 여전히 다를 수 있습니다.","기본은 소수 단위 수량 시뮬레이션입니다. 정수 주식·최소 주문 단위 제약은 라이브 전에 별도 점검해야 합니다.","익명화해도 지표 조합으로 종목을 추정할 여지와 LLM 학습 지식의 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 아닙니다."],"prompts":{"discovery":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고 무효화 조건을 남긴다.\nprobability는 명시된 평가 사건의 확률(0~1)이다. 그럴듯한 자신감이 아니다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n기존 보유의 비용 포함 평가손익, 보유 거래일 수, 최초 판정과 무효화 조건을 현재 지표와 비교한다.\n이전 계획과 현재 낙폭도 확인한다. 손실 회복만을 이유로 비중을 늘리지 않는다.\n신규 편입은 승인 후보에서만 한다. 기존 보유는 관리 가능하다. 한도는 완화할 수 없다.\n현재 시점에서 실행 가능한 다음 거래 계획을 제시한다. 목표 비중은 계좌 전체 자산 대비 비중이다.\n빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}"}}},{"id":51,"created":"2026-10-20T22:46:12.558608+00:00","status":"completed","settings":{"version":"research-v6","source_hash":"c19297a064b7ae86d3206fdfa960a88f56bbb8410e4429c4fa1a1a9795851646","revision":{"commit":"80859a72cc4c9a7c96d8620c1feeaeee70bce97f","dirty":true},"start":"2025-04-16","end":"2025-07-18","mode":"rules","kind":"trend","sort":"atr_asc","horizon":10,"candidates":20,"max_calls":100,"min_value":5000000000.0,"initial_cash":1000000,"max_positions":4,"max_position":0.25,"max_exposure":1.0,"rebalance_band":0.05,"fractional":true,"anonymize":true,"cache":true,"cost":0.0015,"slippage":0.001,"discovery_version":"discovery-v4","portfolio_version":"portfolio-v4","memory":false,"memory_mode":"none","notebook_id":null,"purpose":"validation","knowledge_cutoff":"2025-04-16","filters":{},"guidance":"","discovery_prompt":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고 무효화 조건을 남긴다.\nprobability는 명시된 평가 사건의 확률(0~1)이다. 그럴듯한 자신감이 아니다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio_prompt":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n기존 보유의 비용 포함 평가손익, 보유 거래일 수, 최초 판정과 무효화 조건을 현재 지표와 비교한다.\n이전 계획과 현재 낙폭도 확인한다. 손실 회복만을 이유로 비중을 늘리지 않는다.\n신규 편입은 승인 후보에서만 한다. 기존 보유는 관리 가능하다. 한도는 완화할 수 없다.\n현재 시점에서 실행 가능한 다음 거래 계획을 제시한다. 목표 비중은 계좌 전체 자산 대비 비중이다.\n빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}","memory_tool_prompt":null,"model":null,"event":"다음 거래일 시가 진입 후 10번째 거래일 종가 청산, 편도 비용 15bp 및 슬리피지 10bp 차감 후 수익률 > 0","limitations":["현재 생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","각 편도 비용 15bp·슬리피지 10bp는 검증되지 않은 실험용 값입니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","규칙·선별 모드는 신규 편입을 H거래일 보유한 뒤 재선정되지 않으면 청산합니다. 판정 라벨과 체결 경로는 여전히 다를 수 있습니다.","기본은 소수 단위 수량 시뮬레이션입니다. 정수 주식·최소 주문 단위 제약은 라이브 전에 별도 점검해야 합니다.","익명화해도 지표 조합으로 종목을 추정할 여지와 LLM 학습 지식의 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 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평가손익, 보유 거래일 수, 최초 판정과 무효화 조건을 현재 지표와 비교한다.\n이전 계획과 현재 낙폭도 확인한다. 손실 회복만을 이유로 비중을 늘리지 않는다.\n신규 편입은 승인 후보에서만 한다. 기존 보유는 관리 가능하다. 한도는 완화할 수 없다.\n현재 시점에서 실행 가능한 다음 거래 계획을 제시한다. 목표 비중은 계좌 전체 자산 대비 비중이다.\n빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}"}}},{"id":50,"created":"2026-10-20T22:46:10.782556+00:00","status":"completed","settings":{"version":"research-v6","source_hash":"c19297a064b7ae86d3206fdfa960a88f56bbb8410e4429c4fa1a1a9795851646","revision":{"commit":"80859a72cc4c9a7c96d8620c1feeaeee70bce97f","dirty":true},"start":"2025-01-10","end":"2025-04-15","mode":"rules","kind":"trend","sort":"atr_asc","horizon":10,"candidates":20,"max_calls":100,"min_value":5000000000.0,"initial_cash":1000000,"max_positions":4,"max_position":0.25,"max_exposure":1.0,"rebalance_band":0.05,"fractional":true,"anonymize":true,"cache":true,"cost":0.0015,"slippage":0.001,"discovery_version":"discovery-v4","portfolio_version":"portfolio-v4","memory":false,"memory_mode":"none","notebook_id":null,"purpose":"validation","knowledge_cutoff":"2025-01-10","filters":{},"guidance":"","discovery_prompt":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고 무효화 조건을 남긴다.\nprobability는 명시된 평가 사건의 확률(0~1)이다. 그럴듯한 자신감이 아니다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio_prompt":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n기존 보유의 비용 포함 평가손익, 보유 거래일 수, 최초 판정과 무효화 조건을 현재 지표와 비교한다.\n이전 계획과 현재 낙폭도 확인한다. 손실 회복만을 이유로 비중을 늘리지 않는다.\n신규 편입은 승인 후보에서만 한다. 기존 보유는 관리 가능하다. 한도는 완화할 수 없다.\n현재 시점에서 실행 가능한 다음 거래 계획을 제시한다. 목표 비중은 계좌 전체 자산 대비 비중이다.\n빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}","memory_tool_prompt":null,"model":null,"event":"다음 거래일 시가 진입 후 10번째 거래일 종가 청산, 편도 비용 15bp 및 슬리피지 10bp 차감 후 수익률 > 0","limitations":["현재 생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","각 편도 비용 15bp·슬리피지 10bp는 검증되지 않은 실험용 값입니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","규칙·선별 모드는 신규 편입을 H거래일 보유한 뒤 재선정되지 않으면 청산합니다. 판정 라벨과 체결 경로는 여전히 다를 수 있습니다.","기본은 소수 단위 수량 시뮬레이션입니다. 정수 주식·최소 주문 단위 제약은 라이브 전에 별도 점검해야 합니다.","익명화해도 지표 조합으로 종목을 추정할 여지와 LLM 학습 지식의 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 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생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","각 편도 비용 15bp·슬리피지 10bp는 검증되지 않은 실험용 값입니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","규칙·선별 모드는 신규 편입을 H거래일 보유한 뒤 재선정되지 않으면 청산합니다. 판정 라벨과 체결 경로는 여전히 다를 수 있습니다.","기본은 소수 단위 수량 시뮬레이션입니다. 정수 주식·최소 주문 단위 제약은 라이브 전에 별도 점검해야 합니다.","익명화해도 지표 조합으로 종목을 추정할 여지와 LLM 학습 지식의 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 아닙니다."],"prompts":{"discovery":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고 무효화 조건을 남긴다.\nprobability는 명시된 평가 사건의 확률(0~1)이다. 그럴듯한 자신감이 아니다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n기존 보유의 비용 포함 평가손익, 보유 거래일 수, 최초 판정과 무효화 조건을 현재 지표와 비교한다.\n이전 계획과 현재 낙폭도 확인한다. 손실 회복만을 이유로 비중을 늘리지 않는다.\n신규 편입은 승인 후보에서만 한다. 기존 보유는 관리 가능하다. 한도는 완화할 수 없다.\n현재 시점에서 실행 가능한 다음 거래 계획을 제시한다. 목표 비중은 계좌 전체 자산 대비 비중이다.\n빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}"}}},{"id":49,"created":"2026-10-20T22:46:09.003544+00:00","status":"completed","settings":{"version":"research-v6","source_hash":"c19297a064b7ae86d3206fdfa960a88f56bbb8410e4429c4fa1a1a9795851646","revision":{"commit":"80859a72cc4c9a7c96d8620c1feeaeee70bce97f","dirty":true},"start":"2024-10-10","end":"2025-01-09","mode":"rules","kind":"trend","sort":"atr_asc","horizon":10,"candidates":20,"max_calls":100,"min_value":5000000000.0,"initial_cash":1000000,"max_positions":4,"max_position":0.25,"max_exposure":1.0,"rebalance_band":0.05,"fractional":true,"anonymize":true,"cache":true,"cost":0.0015,"slippage":0.001,"discovery_version":"discovery-v4","portfolio_version":"portfolio-v4","memory":false,"memory_mode":"none","notebook_id":null,"purpose":"validation","knowledge_cutoff":"2024-10-10","filters":{},"guidance":"","discovery_prompt":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고 무효화 조건을 남긴다.\nprobability는 명시된 평가 사건의 확률(0~1)이다. 그럴듯한 자신감이 아니다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio_prompt":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n기존 보유의 비용 포함 평가손익, 보유 거래일 수, 최초 판정과 무효화 조건을 현재 지표와 비교한다.\n이전 계획과 현재 낙폭도 확인한다. 손실 회복만을 이유로 비중을 늘리지 않는다.\n신규 편입은 승인 후보에서만 한다. 기존 보유는 관리 가능하다. 한도는 완화할 수 없다.\n현재 시점에서 실행 가능한 다음 거래 계획을 제시한다. 목표 비중은 계좌 전체 자산 대비 비중이다.\n빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}","memory_tool_prompt":null,"model":null,"event":"다음 거래일 시가 진입 후 10번째 거래일 종가 청산, 편도 비용 15bp 및 슬리피지 10bp 차감 후 수익률 > 0","limitations":["현재 생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","각 편도 비용 15bp·슬리피지 10bp는 검증되지 않은 실험용 값입니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","규칙·선별 모드는 신규 편입을 H거래일 보유한 뒤 재선정되지 않으면 청산합니다. 판정 라벨과 체결 경로는 여전히 다를 수 있습니다.","기본은 소수 단위 수량 시뮬레이션입니다. 정수 주식·최소 주문 단위 제약은 라이브 전에 별도 점검해야 합니다.","익명화해도 지표 조합으로 종목을 추정할 여지와 LLM 학습 지식의 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 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평가손익, 보유 거래일 수, 최초 판정과 무효화 조건을 현재 지표와 비교한다.\n이전 계획과 현재 낙폭도 확인한다. 손실 회복만을 이유로 비중을 늘리지 않는다.\n신규 편입은 승인 후보에서만 한다. 기존 보유는 관리 가능하다. 한도는 완화할 수 없다.\n현재 시점에서 실행 가능한 다음 거래 계획을 제시한다. 목표 비중은 계좌 전체 자산 대비 비중이다.\n빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}"}}},{"id":48,"created":"2026-10-20T22:46:07.281054+00:00","status":"completed","settings":{"version":"research-v6","source_hash":"c19297a064b7ae86d3206fdfa960a88f56bbb8410e4429c4fa1a1a9795851646","revision":{"commit":"80859a72cc4c9a7c96d8620c1feeaeee70bce97f","dirty":true},"start":"2024-07-04","end":"2024-10-08","mode":"rules","kind":"trend","sort":"atr_asc","horizon":10,"candidates":20,"max_calls":100,"min_value":5000000000.0,"initial_cash":1000000,"max_positions":4,"max_position":0.25,"max_exposure":1.0,"rebalance_band":0.05,"fractional":true,"anonymize":true,"cache":true,"cost":0.0015,"slippage":0.001,"discovery_version":"discovery-v4","portfolio_version":"portfolio-v4","memory":false,"memory_mode":"none","notebook_id":null,"purpose":"validation","knowledge_cutoff":"2024-07-04","filters":{},"guidance":"","discovery_prompt":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고 무효화 조건을 남긴다.\nprobability는 명시된 평가 사건의 확률(0~1)이다. 그럴듯한 자신감이 아니다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio_prompt":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n기존 보유의 비용 포함 평가손익, 보유 거래일 수, 최초 판정과 무효화 조건을 현재 지표와 비교한다.\n이전 계획과 현재 낙폭도 확인한다. 손실 회복만을 이유로 비중을 늘리지 않는다.\n신규 편입은 승인 후보에서만 한다. 기존 보유는 관리 가능하다. 한도는 완화할 수 없다.\n현재 시점에서 실행 가능한 다음 거래 계획을 제시한다. 목표 비중은 계좌 전체 자산 대비 비중이다.\n빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}","memory_tool_prompt":null,"model":null,"event":"다음 거래일 시가 진입 후 10번째 거래일 종가 청산, 편도 비용 15bp 및 슬리피지 10bp 차감 후 수익률 > 0","limitations":["현재 생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","각 편도 비용 15bp·슬리피지 10bp는 검증되지 않은 실험용 값입니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","규칙·선별 모드는 신규 편입을 H거래일 보유한 뒤 재선정되지 않으면 청산합니다. 판정 라벨과 체결 경로는 여전히 다를 수 있습니다.","기본은 소수 단위 수량 시뮬레이션입니다. 정수 주식·최소 주문 단위 제약은 라이브 전에 별도 점검해야 합니다.","익명화해도 지표 조합으로 종목을 추정할 여지와 LLM 학습 지식의 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 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생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","각 편도 비용 15bp·슬리피지 10bp는 검증되지 않은 실험용 값입니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","규칙·선별 모드는 신규 편입을 H거래일 보유한 뒤 재선정되지 않으면 청산합니다. 판정 라벨과 체결 경로는 여전히 다를 수 있습니다.","기본은 소수 단위 수량 시뮬레이션입니다. 정수 주식·최소 주문 단위 제약은 라이브 전에 별도 점검해야 합니다.","익명화해도 지표 조합으로 종목을 추정할 여지와 LLM 학습 지식의 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 아닙니다."],"prompts":{"discovery":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고 무효화 조건을 남긴다.\nprobability는 명시된 평가 사건의 확률(0~1)이다. 그럴듯한 자신감이 아니다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n기존 보유의 비용 포함 평가손익, 보유 거래일 수, 최초 판정과 무효화 조건을 현재 지표와 비교한다.\n이전 계획과 현재 낙폭도 확인한다. 손실 회복만을 이유로 비중을 늘리지 않는다.\n신규 편입은 승인 후보에서만 한다. 기존 보유는 관리 가능하다. 한도는 완화할 수 없다.\n현재 시점에서 실행 가능한 다음 거래 계획을 제시한다. 목표 비중은 계좌 전체 자산 대비 비중이다.\n빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}"}}},{"id":47,"created":"2026-10-20T22:46:05.589359+00:00","status":"completed","settings":{"version":"research-v6","source_hash":"c19297a064b7ae86d3206fdfa960a88f56bbb8410e4429c4fa1a1a9795851646","revision":{"commit":"80859a72cc4c9a7c96d8620c1feeaeee70bce97f","dirty":true},"start":"2024-04-01","end":"2024-07-03","mode":"rules","kind":"trend","sort":"atr_asc","horizon":10,"candidates":20,"max_calls":100,"min_value":5000000000.0,"initial_cash":1000000,"max_positions":4,"max_position":0.25,"max_exposure":1.0,"rebalance_band":0.05,"fractional":true,"anonymize":true,"cache":true,"cost":0.0015,"slippage":0.001,"discovery_version":"discovery-v4","portfolio_version":"portfolio-v4","memory":false,"memory_mode":"none","notebook_id":null,"purpose":"validation","knowledge_cutoff":"2024-04-01","filters":{},"guidance":"","discovery_prompt":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고 무효화 조건을 남긴다.\nprobability는 명시된 평가 사건의 확률(0~1)이다. 그럴듯한 자신감이 아니다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio_prompt":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n기존 보유의 비용 포함 평가손익, 보유 거래일 수, 최초 판정과 무효화 조건을 현재 지표와 비교한다.\n이전 계획과 현재 낙폭도 확인한다. 손실 회복만을 이유로 비중을 늘리지 않는다.\n신규 편입은 승인 후보에서만 한다. 기존 보유는 관리 가능하다. 한도는 완화할 수 없다.\n현재 시점에서 실행 가능한 다음 거래 계획을 제시한다. 목표 비중은 계좌 전체 자산 대비 비중이다.\n빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}","memory_tool_prompt":null,"model":null,"event":"다음 거래일 시가 진입 후 10번째 거래일 종가 청산, 편도 비용 15bp 및 슬리피지 10bp 차감 후 수익률 > 0","limitations":["현재 생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","각 편도 비용 15bp·슬리피지 10bp는 검증되지 않은 실험용 값입니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","규칙·선별 모드는 신규 편입을 H거래일 보유한 뒤 재선정되지 않으면 청산합니다. 판정 라벨과 체결 경로는 여전히 다를 수 있습니다.","기본은 소수 단위 수량 시뮬레이션입니다. 정수 주식·최소 주문 단위 제약은 라이브 전에 별도 점검해야 합니다.","익명화해도 지표 조합으로 종목을 추정할 여지와 LLM 학습 지식의 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 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생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","각 편도 비용 15bp·슬리피지 10bp는 검증되지 않은 실험용 값입니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","규칙·선별 모드는 신규 편입을 H거래일 보유한 뒤 재선정되지 않으면 청산합니다. 판정 라벨과 체결 경로는 여전히 다를 수 있습니다.","기본은 소수 단위 수량 시뮬레이션입니다. 정수 주식·최소 주문 단위 제약은 라이브 전에 별도 점검해야 합니다.","익명화해도 지표 조합으로 종목을 추정할 여지와 LLM 학습 지식의 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 아닙니다."],"prompts":{"discovery":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고 무효화 조건을 남긴다.\nprobability는 명시된 평가 사건의 확률(0~1)이다. 그럴듯한 자신감이 아니다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n기존 보유의 비용 포함 평가손익, 보유 거래일 수, 최초 판정과 무효화 조건을 현재 지표와 비교한다.\n이전 계획과 현재 낙폭도 확인한다. 손실 회복만을 이유로 비중을 늘리지 않는다.\n신규 편입은 승인 후보에서만 한다. 기존 보유는 관리 가능하다. 한도는 완화할 수 없다.\n현재 시점에서 실행 가능한 다음 거래 계획을 제시한다. 목표 비중은 계좌 전체 자산 대비 비중이다.\n빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}"}}},{"id":46,"created":"2026-10-20T22:46:03.908385+00:00","status":"completed","settings":{"version":"research-v6","source_hash":"c19297a064b7ae86d3206fdfa960a88f56bbb8410e4429c4fa1a1a9795851646","revision":{"commit":"80859a72cc4c9a7c96d8620c1feeaeee70bce97f","dirty":true},"start":"2023-12-27","end":"2024-03-29","mode":"rules","kind":"trend","sort":"atr_asc","horizon":10,"candidates":20,"max_calls":100,"min_value":5000000000.0,"initial_cash":1000000,"max_positions":4,"max_position":0.25,"max_exposure":1.0,"rebalance_band":0.05,"fractional":true,"anonymize":true,"cache":true,"cost":0.0015,"slippage":0.001,"discovery_version":"discovery-v4","portfolio_version":"portfolio-v4","memory":false,"memory_mode":"none","notebook_id":null,"purpose":"validation","knowledge_cutoff":"2023-12-27","filters":{},"guidance":"","discovery_prompt":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고 무효화 조건을 남긴다.\nprobability는 명시된 평가 사건의 확률(0~1)이다. 그럴듯한 자신감이 아니다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio_prompt":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n기존 보유의 비용 포함 평가손익, 보유 거래일 수, 최초 판정과 무효화 조건을 현재 지표와 비교한다.\n이전 계획과 현재 낙폭도 확인한다. 손실 회복만을 이유로 비중을 늘리지 않는다.\n신규 편입은 승인 후보에서만 한다. 기존 보유는 관리 가능하다. 한도는 완화할 수 없다.\n현재 시점에서 실행 가능한 다음 거래 계획을 제시한다. 목표 비중은 계좌 전체 자산 대비 비중이다.\n빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}","memory_tool_prompt":null,"model":null,"event":"다음 거래일 시가 진입 후 10번째 거래일 종가 청산, 편도 비용 15bp 및 슬리피지 10bp 차감 후 수익률 > 0","limitations":["현재 생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","각 편도 비용 15bp·슬리피지 10bp는 검증되지 않은 실험용 값입니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","규칙·선별 모드는 신규 편입을 H거래일 보유한 뒤 재선정되지 않으면 청산합니다. 판정 라벨과 체결 경로는 여전히 다를 수 있습니다.","기본은 소수 단위 수량 시뮬레이션입니다. 정수 주식·최소 주문 단위 제약은 라이브 전에 별도 점검해야 합니다.","익명화해도 지표 조합으로 종목을 추정할 여지와 LLM 학습 지식의 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 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생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","각 편도 비용 15bp·슬리피지 10bp는 검증되지 않은 실험용 값입니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","규칙·선별 모드는 신규 편입을 H거래일 보유한 뒤 재선정되지 않으면 청산합니다. 판정 라벨과 체결 경로는 여전히 다를 수 있습니다.","기본은 소수 단위 수량 시뮬레이션입니다. 정수 주식·최소 주문 단위 제약은 라이브 전에 별도 점검해야 합니다.","익명화해도 지표 조합으로 종목을 추정할 여지와 LLM 학습 지식의 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 아닙니다."],"prompts":{"discovery":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고 무효화 조건을 남긴다.\nprobability는 명시된 평가 사건의 확률(0~1)이다. 그럴듯한 자신감이 아니다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n기존 보유의 비용 포함 평가손익, 보유 거래일 수, 최초 판정과 무효화 조건을 현재 지표와 비교한다.\n이전 계획과 현재 낙폭도 확인한다. 손실 회복만을 이유로 비중을 늘리지 않는다.\n신규 편입은 승인 후보에서만 한다. 기존 보유는 관리 가능하다. 한도는 완화할 수 없다.\n현재 시점에서 실행 가능한 다음 거래 계획을 제시한다. 목표 비중은 계좌 전체 자산 대비 비중이다.\n빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}"}}},{"id":45,"created":"2026-10-20T22:46:02.243821+00:00","status":"completed","settings":{"version":"research-v6","source_hash":"c19297a064b7ae86d3206fdfa960a88f56bbb8410e4429c4fa1a1a9795851646","revision":{"commit":"80859a72cc4c9a7c96d8620c1feeaeee70bce97f","dirty":true},"start":"2023-09-21","end":"2023-12-26","mode":"rules","kind":"trend","sort":"atr_asc","horizon":10,"candidates":20,"max_calls":100,"min_value":5000000000.0,"initial_cash":1000000,"max_positions":4,"max_position":0.25,"max_exposure":1.0,"rebalance_band":0.05,"fractional":true,"anonymize":true,"cache":true,"cost":0.0015,"slippage":0.001,"discovery_version":"discovery-v4","portfolio_version":"portfolio-v4","memory":false,"memory_mode":"none","notebook_id":null,"purpose":"validation","knowledge_cutoff":"2023-09-21","filters":{},"guidance":"","discovery_prompt":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고 무효화 조건을 남긴다.\nprobability는 명시된 평가 사건의 확률(0~1)이다. 그럴듯한 자신감이 아니다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio_prompt":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n기존 보유의 비용 포함 평가손익, 보유 거래일 수, 최초 판정과 무효화 조건을 현재 지표와 비교한다.\n이전 계획과 현재 낙폭도 확인한다. 손실 회복만을 이유로 비중을 늘리지 않는다.\n신규 편입은 승인 후보에서만 한다. 기존 보유는 관리 가능하다. 한도는 완화할 수 없다.\n현재 시점에서 실행 가능한 다음 거래 계획을 제시한다. 목표 비중은 계좌 전체 자산 대비 비중이다.\n빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}","memory_tool_prompt":null,"model":null,"event":"다음 거래일 시가 진입 후 10번째 거래일 종가 청산, 편도 비용 15bp 및 슬리피지 10bp 차감 후 수익률 > 0","limitations":["현재 생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","각 편도 비용 15bp·슬리피지 10bp는 검증되지 않은 실험용 값입니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","규칙·선별 모드는 신규 편입을 H거래일 보유한 뒤 재선정되지 않으면 청산합니다. 판정 라벨과 체결 경로는 여전히 다를 수 있습니다.","기본은 소수 단위 수량 시뮬레이션입니다. 정수 주식·최소 주문 단위 제약은 라이브 전에 별도 점검해야 합니다.","익명화해도 지표 조합으로 종목을 추정할 여지와 LLM 학습 지식의 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 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생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","각 편도 비용 15bp·슬리피지 10bp는 검증되지 않은 실험용 값입니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","규칙·선별 모드는 신규 편입을 H거래일 보유한 뒤 재선정되지 않으면 청산합니다. 판정 라벨과 체결 경로는 여전히 다를 수 있습니다.","기본은 소수 단위 수량 시뮬레이션입니다. 정수 주식·최소 주문 단위 제약은 라이브 전에 별도 점검해야 합니다.","익명화해도 지표 조합으로 종목을 추정할 여지와 LLM 학습 지식의 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 아닙니다."],"prompts":{"discovery":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고 무효화 조건을 남긴다.\nprobability는 명시된 평가 사건의 확률(0~1)이다. 그럴듯한 자신감이 아니다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n기존 보유의 비용 포함 평가손익, 보유 거래일 수, 최초 판정과 무효화 조건을 현재 지표와 비교한다.\n이전 계획과 현재 낙폭도 확인한다. 손실 회복만을 이유로 비중을 늘리지 않는다.\n신규 편입은 승인 후보에서만 한다. 기존 보유는 관리 가능하다. 한도는 완화할 수 없다.\n현재 시점에서 실행 가능한 다음 거래 계획을 제시한다. 목표 비중은 계좌 전체 자산 대비 비중이다.\n빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}"}}},{"id":44,"created":"2026-10-20T22:46:00.559581+00:00","status":"completed","settings":{"version":"research-v6","source_hash":"c19297a064b7ae86d3206fdfa960a88f56bbb8410e4429c4fa1a1a9795851646","revision":{"commit":"80859a72cc4c9a7c96d8620c1feeaeee70bce97f","dirty":true},"start":"2023-06-23","end":"2023-09-20","mode":"rules","kind":"trend","sort":"atr_asc","horizon":10,"candidates":20,"max_calls":100,"min_value":5000000000.0,"initial_cash":1000000,"max_positions":4,"max_position":0.25,"max_exposure":1.0,"rebalance_band":0.05,"fractional":true,"anonymize":true,"cache":true,"cost":0.0015,"slippage":0.001,"discovery_version":"discovery-v4","portfolio_version":"portfolio-v4","memory":false,"memory_mode":"none","notebook_id":null,"purpose":"validation","knowledge_cutoff":"2023-06-23","filters":{},"guidance":"","discovery_prompt":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고 무효화 조건을 남긴다.\nprobability는 명시된 평가 사건의 확률(0~1)이다. 그럴듯한 자신감이 아니다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio_prompt":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n기존 보유의 비용 포함 평가손익, 보유 거래일 수, 최초 판정과 무효화 조건을 현재 지표와 비교한다.\n이전 계획과 현재 낙폭도 확인한다. 손실 회복만을 이유로 비중을 늘리지 않는다.\n신규 편입은 승인 후보에서만 한다. 기존 보유는 관리 가능하다. 한도는 완화할 수 없다.\n현재 시점에서 실행 가능한 다음 거래 계획을 제시한다. 목표 비중은 계좌 전체 자산 대비 비중이다.\n빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}","memory_tool_prompt":null,"model":null,"event":"다음 거래일 시가 진입 후 10번째 거래일 종가 청산, 편도 비용 15bp 및 슬리피지 10bp 차감 후 수익률 > 0","limitations":["현재 생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","각 편도 비용 15bp·슬리피지 10bp는 검증되지 않은 실험용 값입니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","규칙·선별 모드는 신규 편입을 H거래일 보유한 뒤 재선정되지 않으면 청산합니다. 판정 라벨과 체결 경로는 여전히 다를 수 있습니다.","기본은 소수 단위 수량 시뮬레이션입니다. 정수 주식·최소 주문 단위 제약은 라이브 전에 별도 점검해야 합니다.","익명화해도 지표 조합으로 종목을 추정할 여지와 LLM 학습 지식의 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 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생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","각 편도 비용 15bp·슬리피지 10bp는 검증되지 않은 실험용 값입니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","규칙·선별 모드는 신규 편입을 H거래일 보유한 뒤 재선정되지 않으면 청산합니다. 판정 라벨과 체결 경로는 여전히 다를 수 있습니다.","기본은 소수 단위 수량 시뮬레이션입니다. 정수 주식·최소 주문 단위 제약은 라이브 전에 별도 점검해야 합니다.","익명화해도 지표 조합으로 종목을 추정할 여지와 LLM 학습 지식의 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 아닙니다."],"prompts":{"discovery":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고 무효화 조건을 남긴다.\nprobability는 명시된 평가 사건의 확률(0~1)이다. 그럴듯한 자신감이 아니다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n기존 보유의 비용 포함 평가손익, 보유 거래일 수, 최초 판정과 무효화 조건을 현재 지표와 비교한다.\n이전 계획과 현재 낙폭도 확인한다. 손실 회복만을 이유로 비중을 늘리지 않는다.\n신규 편입은 승인 후보에서만 한다. 기존 보유는 관리 가능하다. 한도는 완화할 수 없다.\n현재 시점에서 실행 가능한 다음 거래 계획을 제시한다. 목표 비중은 계좌 전체 자산 대비 비중이다.\n빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}"}}},{"id":43,"created":"2026-10-20T22:45:58.910696+00:00","status":"completed","settings":{"version":"research-v6","source_hash":"c19297a064b7ae86d3206fdfa960a88f56bbb8410e4429c4fa1a1a9795851646","revision":{"commit":"80859a72cc4c9a7c96d8620c1feeaeee70bce97f","dirty":true},"start":"2023-03-22","end":"2023-06-22","mode":"rules","kind":"trend","sort":"atr_asc","horizon":10,"candidates":20,"max_calls":100,"min_value":5000000000.0,"initial_cash":1000000,"max_positions":4,"max_position":0.25,"max_exposure":1.0,"rebalance_band":0.05,"fractional":true,"anonymize":true,"cache":true,"cost":0.0015,"slippage":0.001,"discovery_version":"discovery-v4","portfolio_version":"portfolio-v4","memory":false,"memory_mode":"none","notebook_id":null,"purpose":"validation","knowledge_cutoff":"2023-03-22","filters":{},"guidance":"","discovery_prompt":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고 무효화 조건을 남긴다.\nprobability는 명시된 평가 사건의 확률(0~1)이다. 그럴듯한 자신감이 아니다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio_prompt":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n기존 보유의 비용 포함 평가손익, 보유 거래일 수, 최초 판정과 무효화 조건을 현재 지표와 비교한다.\n이전 계획과 현재 낙폭도 확인한다. 손실 회복만을 이유로 비중을 늘리지 않는다.\n신규 편입은 승인 후보에서만 한다. 기존 보유는 관리 가능하다. 한도는 완화할 수 없다.\n현재 시점에서 실행 가능한 다음 거래 계획을 제시한다. 목표 비중은 계좌 전체 자산 대비 비중이다.\n빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}","memory_tool_prompt":null,"model":null,"event":"다음 거래일 시가 진입 후 10번째 거래일 종가 청산, 편도 비용 15bp 및 슬리피지 10bp 차감 후 수익률 > 0","limitations":["현재 생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","각 편도 비용 15bp·슬리피지 10bp는 검증되지 않은 실험용 값입니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","규칙·선별 모드는 신규 편입을 H거래일 보유한 뒤 재선정되지 않으면 청산합니다. 판정 라벨과 체결 경로는 여전히 다를 수 있습니다.","기본은 소수 단위 수량 시뮬레이션입니다. 정수 주식·최소 주문 단위 제약은 라이브 전에 별도 점검해야 합니다.","익명화해도 지표 조합으로 종목을 추정할 여지와 LLM 학습 지식의 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 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생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","각 편도 비용 15bp·슬리피지 10bp는 검증되지 않은 실험용 값입니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","규칙·선별 모드는 신규 편입을 H거래일 보유한 뒤 재선정되지 않으면 청산합니다. 판정 라벨과 체결 경로는 여전히 다를 수 있습니다.","기본은 소수 단위 수량 시뮬레이션입니다. 정수 주식·최소 주문 단위 제약은 라이브 전에 별도 점검해야 합니다.","익명화해도 지표 조합으로 종목을 추정할 여지와 LLM 학습 지식의 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 아닙니다."],"prompts":{"discovery":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고 무효화 조건을 남긴다.\nprobability는 명시된 평가 사건의 확률(0~1)이다. 그럴듯한 자신감이 아니다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n기존 보유의 비용 포함 평가손익, 보유 거래일 수, 최초 판정과 무효화 조건을 현재 지표와 비교한다.\n이전 계획과 현재 낙폭도 확인한다. 손실 회복만을 이유로 비중을 늘리지 않는다.\n신규 편입은 승인 후보에서만 한다. 기존 보유는 관리 가능하다. 한도는 완화할 수 없다.\n현재 시점에서 실행 가능한 다음 거래 계획을 제시한다. 목표 비중은 계좌 전체 자산 대비 비중이다.\n빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}"}}},{"id":42,"created":"2026-10-20T22:45:57.290828+00:00","status":"completed","settings":{"version":"research-v6","source_hash":"c19297a064b7ae86d3206fdfa960a88f56bbb8410e4429c4fa1a1a9795851646","revision":{"commit":"80859a72cc4c9a7c96d8620c1feeaeee70bce97f","dirty":true},"start":"2022-12-19","end":"2023-03-21","mode":"rules","kind":"trend","sort":"atr_asc","horizon":10,"candidates":20,"max_calls":100,"min_value":5000000000.0,"initial_cash":1000000,"max_positions":4,"max_position":0.25,"max_exposure":1.0,"rebalance_band":0.05,"fractional":true,"anonymize":true,"cache":true,"cost":0.0015,"slippage":0.001,"discovery_version":"discovery-v4","portfolio_version":"portfolio-v4","memory":false,"memory_mode":"none","notebook_id":null,"purpose":"validation","knowledge_cutoff":"2022-12-19","filters":{},"guidance":"","discovery_prompt":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고 무효화 조건을 남긴다.\nprobability는 명시된 평가 사건의 확률(0~1)이다. 그럴듯한 자신감이 아니다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio_prompt":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n기존 보유의 비용 포함 평가손익, 보유 거래일 수, 최초 판정과 무효화 조건을 현재 지표와 비교한다.\n이전 계획과 현재 낙폭도 확인한다. 손실 회복만을 이유로 비중을 늘리지 않는다.\n신규 편입은 승인 후보에서만 한다. 기존 보유는 관리 가능하다. 한도는 완화할 수 없다.\n현재 시점에서 실행 가능한 다음 거래 계획을 제시한다. 목표 비중은 계좌 전체 자산 대비 비중이다.\n빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}","memory_tool_prompt":null,"model":null,"event":"다음 거래일 시가 진입 후 10번째 거래일 종가 청산, 편도 비용 15bp 및 슬리피지 10bp 차감 후 수익률 > 0","limitations":["현재 생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","각 편도 비용 15bp·슬리피지 10bp는 검증되지 않은 실험용 값입니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","규칙·선별 모드는 신규 편입을 H거래일 보유한 뒤 재선정되지 않으면 청산합니다. 판정 라벨과 체결 경로는 여전히 다를 수 있습니다.","기본은 소수 단위 수량 시뮬레이션입니다. 정수 주식·최소 주문 단위 제약은 라이브 전에 별도 점검해야 합니다.","익명화해도 지표 조합으로 종목을 추정할 여지와 LLM 학습 지식의 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 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생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","각 편도 비용 15bp·슬리피지 10bp는 검증되지 않은 실험용 값입니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","규칙·선별 모드는 신규 편입을 H거래일 보유한 뒤 재선정되지 않으면 청산합니다. 판정 라벨과 체결 경로는 여전히 다를 수 있습니다.","기본은 소수 단위 수량 시뮬레이션입니다. 정수 주식·최소 주문 단위 제약은 라이브 전에 별도 점검해야 합니다.","익명화해도 지표 조합으로 종목을 추정할 여지와 LLM 학습 지식의 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 아닙니다."],"prompts":{"discovery":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고 무효화 조건을 남긴다.\nprobability는 명시된 평가 사건의 확률(0~1)이다. 그럴듯한 자신감이 아니다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n기존 보유의 비용 포함 평가손익, 보유 거래일 수, 최초 판정과 무효화 조건을 현재 지표와 비교한다.\n이전 계획과 현재 낙폭도 확인한다. 손실 회복만을 이유로 비중을 늘리지 않는다.\n신규 편입은 승인 후보에서만 한다. 기존 보유는 관리 가능하다. 한도는 완화할 수 없다.\n현재 시점에서 실행 가능한 다음 거래 계획을 제시한다. 목표 비중은 계좌 전체 자산 대비 비중이다.\n빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}"}}},{"id":41,"created":"2026-10-20T22:45:55.662645+00:00","status":"completed","settings":{"version":"research-v6","source_hash":"c19297a064b7ae86d3206fdfa960a88f56bbb8410e4429c4fa1a1a9795851646","revision":{"commit":"80859a72cc4c9a7c96d8620c1feeaeee70bce97f","dirty":true},"start":"2022-09-19","end":"2022-12-16","mode":"rules","kind":"trend","sort":"atr_asc","horizon":10,"candidates":20,"max_calls":100,"min_value":5000000000.0,"initial_cash":1000000,"max_positions":4,"max_position":0.25,"max_exposure":1.0,"rebalance_band":0.05,"fractional":true,"anonymize":true,"cache":true,"cost":0.0015,"slippage":0.001,"discovery_version":"discovery-v4","portfolio_version":"portfolio-v4","memory":false,"memory_mode":"none","notebook_id":null,"purpose":"validation","knowledge_cutoff":"2022-09-19","filters":{},"guidance":"","discovery_prompt":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고 무효화 조건을 남긴다.\nprobability는 명시된 평가 사건의 확률(0~1)이다. 그럴듯한 자신감이 아니다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio_prompt":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n기존 보유의 비용 포함 평가손익, 보유 거래일 수, 최초 판정과 무효화 조건을 현재 지표와 비교한다.\n이전 계획과 현재 낙폭도 확인한다. 손실 회복만을 이유로 비중을 늘리지 않는다.\n신규 편입은 승인 후보에서만 한다. 기존 보유는 관리 가능하다. 한도는 완화할 수 없다.\n현재 시점에서 실행 가능한 다음 거래 계획을 제시한다. 목표 비중은 계좌 전체 자산 대비 비중이다.\n빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}","memory_tool_prompt":null,"model":null,"event":"다음 거래일 시가 진입 후 10번째 거래일 종가 청산, 편도 비용 15bp 및 슬리피지 10bp 차감 후 수익률 > 0","limitations":["현재 생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","각 편도 비용 15bp·슬리피지 10bp는 검증되지 않은 실험용 값입니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","규칙·선별 모드는 신규 편입을 H거래일 보유한 뒤 재선정되지 않으면 청산합니다. 판정 라벨과 체결 경로는 여전히 다를 수 있습니다.","기본은 소수 단위 수량 시뮬레이션입니다. 정수 주식·최소 주문 단위 제약은 라이브 전에 별도 점검해야 합니다.","익명화해도 지표 조합으로 종목을 추정할 여지와 LLM 학습 지식의 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 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생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","각 편도 비용 15bp·슬리피지 10bp는 검증되지 않은 실험용 값입니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","규칙·선별 모드는 신규 편입을 H거래일 보유한 뒤 재선정되지 않으면 청산합니다. 판정 라벨과 체결 경로는 여전히 다를 수 있습니다.","기본은 소수 단위 수량 시뮬레이션입니다. 정수 주식·최소 주문 단위 제약은 라이브 전에 별도 점검해야 합니다.","익명화해도 지표 조합으로 종목을 추정할 여지와 LLM 학습 지식의 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 아닙니다."],"prompts":{"discovery":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고 무효화 조건을 남긴다.\nprobability는 명시된 평가 사건의 확률(0~1)이다. 그럴듯한 자신감이 아니다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n기존 보유의 비용 포함 평가손익, 보유 거래일 수, 최초 판정과 무효화 조건을 현재 지표와 비교한다.\n이전 계획과 현재 낙폭도 확인한다. 손실 회복만을 이유로 비중을 늘리지 않는다.\n신규 편입은 승인 후보에서만 한다. 기존 보유는 관리 가능하다. 한도는 완화할 수 없다.\n현재 시점에서 실행 가능한 다음 거래 계획을 제시한다. 목표 비중은 계좌 전체 자산 대비 비중이다.\n빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}"}}},{"id":40,"created":"2026-10-20T22:45:28.262368+00:00","status":"completed","settings":{"version":"research-v6","source_hash":"a4209a427a5372fe112b81c5b75a33e7ba80268fc07ae7cb41650231e440d810","revision":{"commit":"80859a72cc4c9a7c96d8620c1feeaeee70bce97f","dirty":true},"start":"2025-06-02","end":"2025-06-04","mode":"portfolio","kind":"trend","sort":"atr_asc","horizon":10,"candidates":20,"max_calls":10,"min_value":5000000000.0,"initial_cash":1000000,"max_positions":4,"max_position":0.25,"max_exposure":1.0,"rebalance_band":0.05,"fractional":true,"anonymize":true,"cache":true,"cost":0.0015,"slippage":0.001,"discovery_version":"discovery-v4","portfolio_version":"portfolio-v4","memory":false,"memory_mode":"none","notebook_id":null,"purpose":"research","knowledge_cutoff":"2025-06-02","filters":{},"guidance":"","discovery_prompt":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고 무효화 조건을 남긴다.\nprobability는 명시된 평가 사건의 확률(0~1)이다. 그럴듯한 자신감이 아니다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio_prompt":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n기존 보유의 비용 포함 평가손익, 보유 거래일 수, 최초 판정과 무효화 조건을 현재 지표와 비교한다.\n이전 계획과 현재 낙폭도 확인한다. 손실 회복만을 이유로 비중을 늘리지 않는다.\n신규 편입은 승인 후보에서만 한다. 기존 보유는 관리 가능하다. 한도는 완화할 수 없다.\n현재 시점에서 실행 가능한 다음 거래 계획을 제시한다. 목표 비중은 계좌 전체 자산 대비 비중이다.\n빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}","memory_tool_prompt":null,"model":"cbcn/deepseek-v4.1-flash","event":"다음 거래일 시가 진입 후 10번째 거래일 종가 청산, 편도 비용 15bp 및 슬리피지 10bp 차감 후 수익률 > 0","limitations":["현재 생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","각 편도 비용 15bp·슬리피지 10bp는 검증되지 않은 실험용 값입니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","규칙·선별 모드는 신규 편입을 H거래일 보유한 뒤 재선정되지 않으면 청산합니다. 판정 라벨과 체결 경로는 여전히 다를 수 있습니다.","기본은 소수 단위 수량 시뮬레이션입니다. 정수 주식·최소 주문 단위 제약은 라이브 전에 별도 점검해야 합니다.","익명화해도 지표 조합으로 종목을 추정할 여지와 LLM 학습 지식의 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 아닙니다."],"notebook_hash":null},"result":{"curve":[{"date":"2025-06-04","signal_date":"2025-06-02","regime":{"version":"regime-v1","as_of":"2025-06-02","trend":"up","volatility":"normal","key":"up/normal","realized_volatility_20":0.14488938353698494,"high_volatility_threshold":0.20792515895966046},"equity":1019202.0479,"baseline":1032839.8419,"matched":1032839.8419,"exposure":0.9215072220797779,"benchmark":1014317.3636,"cash":80000.0,"realized_pnl":0.0,"unrealized_pnl":19202.048},{"date":"2025-06-05","signal_date":"2025-06-04","regime":{"version":"regime-v1","as_of":"2025-06-04","trend":"up","volatility":"normal","key":"up/normal","realized_volatility_20":0.16871086286355247,"high_volatility_threshold":0.20792515895966046},"equity":1021619.0903,"baseline":1030526.6175,"matched":1030526.6175,"exposure":0.8626302862364023,"benchmark":1032068.679,"cash":140339.522,"realized_pnl":222.2829,"unrealized_pnl":21396.8076}],"metrics":{"total_return":0.021619090299999977,"baseline_return":0.030526617500000075,"matched_return":0.030526617500000075,"matched_max_drawdown":-0.0022396738643859493,"baseline_max_drawdown":-0.0022396738643859493,"benchmark_return":0.03206867899999999,"max_drawdown":0.0,"sharpe":null,"trades":7,"fees":2083.1803,"error_days":0,"candidate_count":40,"evaluated_count":40,"groups":{"approve":{"count":12,"mean_return":0.06847766666666667,"win_rate":0.75},"watch":{"count":24,"mean_return":0.07808112500000002,"win_rate":0.875},"reject":{"count":4,"mean_return":0.02144425,"win_rate":1.0},"error":{"count":0,"mean_return":null,"win_rate":null}},"brier":0.24278000000000005,"brier_skill":-0.9041568627450984,"auc":0.39215686274509803,"base_rate":0.85,"calibration":[{"from":0,"to":0.2,"count":0,"mean_probability":null,"actual_rate":null},{"from":0.2,"to":0.4,"count":1,"mean_probability":0.38,"actual_rate":1.0},{"from":0.4,"to":0.6,"count":39,"mean_probability":0.5241025641025641,"actual_rate":0.8461538461538461},{"from":0.6,"to":0.8,"count":0,"mean_probability":null,"actual_rate":null},{"from":0.8,"to":1.0,"count":0,"mean_probability":null,"actual_rate":null}],"sessions":2,"average_exposure":0.8920687541580901},"calls":0,"cached_calls":4,"regimes":[{"regime":"up/normal","sessions":2,"mean_daily_return":0.010786776277018961,"mean_daily_excess":-0.004513307740788064,"average_exposure":0.8920687541580901,"sufficient":false}],"limitations":["현재 생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","각 편도 비용 15bp·슬리피지 10bp는 검증되지 않은 실험용 값입니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","규칙·선별 모드는 신규 편입을 H거래일 보유한 뒤 재선정되지 않으면 청산합니다. 판정 라벨과 체결 경로는 여전히 다를 수 있습니다.","기본은 소수 단위 수량 시뮬레이션입니다. 정수 주식·최소 주문 단위 제약은 라이브 전에 별도 점검해야 합니다.","익명화해도 지표 조합으로 종목을 추정할 여지와 LLM 학습 지식의 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 아닙니다."],"prompts":{"discovery":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고 무효화 조건을 남긴다.\nprobability는 명시된 평가 사건의 확률(0~1)이다. 그럴듯한 자신감이 아니다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n기존 보유의 비용 포함 평가손익, 보유 거래일 수, 최초 판정과 무효화 조건을 현재 지표와 비교한다.\n이전 계획과 현재 낙폭도 확인한다. 손실 회복만을 이유로 비중을 늘리지 않는다.\n신규 편입은 승인 후보에서만 한다. 기존 보유는 관리 가능하다. 한도는 완화할 수 없다.\n현재 시점에서 실행 가능한 다음 거래 계획을 제시한다. 목표 비중은 계좌 전체 자산 대비 비중이다.\n빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}"}}},{"id":39,"created":"2026-10-20T22:42:54.447049+00:00","status":"completed","settings":{"version":"research-v6","source_hash":"a4209a427a5372fe112b81c5b75a33e7ba80268fc07ae7cb41650231e440d810","revision":{"commit":"80859a72cc4c9a7c96d8620c1feeaeee70bce97f","dirty":true},"start":"2025-06-02","end":"2025-06-04","mode":"portfolio","kind":"trend","sort":"atr_asc","horizon":10,"candidates":20,"max_calls":10,"min_value":5000000000.0,"initial_cash":1000000,"max_positions":4,"max_position":0.25,"max_exposure":1.0,"rebalance_band":0.05,"fractional":true,"anonymize":true,"cache":true,"cost":0.0015,"slippage":0.001,"discovery_version":"discovery-v4","portfolio_version":"portfolio-v4","memory":false,"memory_mode":"none","notebook_id":null,"purpose":"research","knowledge_cutoff":"2025-06-02","filters":{},"guidance":"","discovery_prompt":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고 무효화 조건을 남긴다.\nprobability는 명시된 평가 사건의 확률(0~1)이다. 그럴듯한 자신감이 아니다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio_prompt":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n기존 보유의 비용 포함 평가손익, 보유 거래일 수, 최초 판정과 무효화 조건을 현재 지표와 비교한다.\n이전 계획과 현재 낙폭도 확인한다. 손실 회복만을 이유로 비중을 늘리지 않는다.\n신규 편입은 승인 후보에서만 한다. 기존 보유는 관리 가능하다. 한도는 완화할 수 없다.\n현재 시점에서 실행 가능한 다음 거래 계획을 제시한다. 목표 비중은 계좌 전체 자산 대비 비중이다.\n빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}","memory_tool_prompt":null,"model":"cbcn/deepseek-v4.1-flash","event":"다음 거래일 시가 진입 후 10번째 거래일 종가 청산, 편도 비용 15bp 및 슬리피지 10bp 차감 후 수익률 > 0","limitations":["현재 생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","각 편도 비용 15bp·슬리피지 10bp는 검증되지 않은 실험용 값입니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","규칙·선별 모드는 신규 편입을 H거래일 보유한 뒤 재선정되지 않으면 청산합니다. 판정 라벨과 체결 경로는 여전히 다를 수 있습니다.","기본은 소수 단위 수량 시뮬레이션입니다. 정수 주식·최소 주문 단위 제약은 라이브 전에 별도 점검해야 합니다.","익명화해도 지표 조합으로 종목을 추정할 여지와 LLM 학습 지식의 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 아닙니다."],"notebook_hash":null},"result":{"curve":[{"date":"2025-06-04","signal_date":"2025-06-02","regime":{"version":"regime-v1","as_of":"2025-06-02","trend":"up","volatility":"normal","key":"up/normal","realized_volatility_20":0.14488938353698494,"high_volatility_threshold":0.20792515895966046},"equity":1019202.0479,"baseline":1032839.8419,"matched":1032839.8419,"exposure":0.9215072220797779,"benchmark":1014317.3636,"cash":80000.0,"realized_pnl":0.0,"unrealized_pnl":19202.048},{"date":"2025-06-05","signal_date":"2025-06-04","regime":{"version":"regime-v1","as_of":"2025-06-04","trend":"up","volatility":"normal","key":"up/normal","realized_volatility_20":0.16871086286355247,"high_volatility_threshold":0.20792515895966046},"equity":1021619.0903,"baseline":1030526.6175,"matched":1030526.6175,"exposure":0.8626302862364023,"benchmark":1032068.679,"cash":140339.522,"realized_pnl":222.2829,"unrealized_pnl":21396.8076}],"metrics":{"total_return":0.021619090299999977,"baseline_return":0.030526617500000075,"matched_return":0.030526617500000075,"matched_max_drawdown":-0.0022396738643859493,"baseline_max_drawdown":-0.0022396738643859493,"benchmark_return":0.03206867899999999,"max_drawdown":0.0,"sharpe":null,"trades":7,"fees":2083.1803,"error_days":0,"candidate_count":40,"evaluated_count":40,"groups":{"approve":{"count":12,"mean_return":0.06847766666666667,"win_rate":0.75},"watch":{"count":24,"mean_return":0.07808112500000002,"win_rate":0.875},"reject":{"count":4,"mean_return":0.02144425,"win_rate":1.0},"error":{"count":0,"mean_return":null,"win_rate":null}},"brier":0.24278000000000005,"brier_skill":-0.9041568627450984,"auc":0.39215686274509803,"base_rate":0.85,"calibration":[{"from":0,"to":0.2,"count":0,"mean_probability":null,"actual_rate":null},{"from":0.2,"to":0.4,"count":1,"mean_probability":0.38,"actual_rate":1.0},{"from":0.4,"to":0.6,"count":39,"mean_probability":0.5241025641025641,"actual_rate":0.8461538461538461},{"from":0.6,"to":0.8,"count":0,"mean_probability":null,"actual_rate":null},{"from":0.8,"to":1.0,"count":0,"mean_probability":null,"actual_rate":null}],"sessions":2,"average_exposure":0.8920687541580901},"calls":4,"cached_calls":0,"regimes":[{"regime":"up/normal","sessions":2,"mean_daily_return":0.010786776277018961,"mean_daily_excess":-0.004513307740788064,"average_exposure":0.8920687541580901,"sufficient":false}],"limitations":["현재 생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","각 편도 비용 15bp·슬리피지 10bp는 검증되지 않은 실험용 값입니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","규칙·선별 모드는 신규 편입을 H거래일 보유한 뒤 재선정되지 않으면 청산합니다. 판정 라벨과 체결 경로는 여전히 다를 수 있습니다.","기본은 소수 단위 수량 시뮬레이션입니다. 정수 주식·최소 주문 단위 제약은 라이브 전에 별도 점검해야 합니다.","익명화해도 지표 조합으로 종목을 추정할 여지와 LLM 학습 지식의 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 아닙니다."],"prompts":{"discovery":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고 무효화 조건을 남긴다.\nprobability는 명시된 평가 사건의 확률(0~1)이다. 그럴듯한 자신감이 아니다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n기존 보유의 비용 포함 평가손익, 보유 거래일 수, 최초 판정과 무효화 조건을 현재 지표와 비교한다.\n이전 계획과 현재 낙폭도 확인한다. 손실 회복만을 이유로 비중을 늘리지 않는다.\n신규 편입은 승인 후보에서만 한다. 기존 보유는 관리 가능하다. 한도는 완화할 수 없다.\n현재 시점에서 실행 가능한 다음 거래 계획을 제시한다. 목표 비중은 계좌 전체 자산 대비 비중이다.\n빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}"}}},{"id":38,"created":"2026-10-20T22:42:47.216047+00:00","status":"completed","settings":{"version":"research-v6","source_hash":"a4209a427a5372fe112b81c5b75a33e7ba80268fc07ae7cb41650231e440d810","revision":{"commit":"80859a72cc4c9a7c96d8620c1feeaeee70bce97f","dirty":true},"start":"2025-06-02","end":"2025-08-29","mode":"rules","kind":"trend","sort":"atr_asc","horizon":10,"candidates":20,"max_calls":100,"min_value":5000000000.0,"initial_cash":1000000,"max_positions":4,"max_position":0.25,"max_exposure":1.0,"rebalance_band":0.05,"fractional":true,"anonymize":true,"cache":true,"cost":0.0015,"slippage":0.001,"discovery_version":"discovery-v4","portfolio_version":"portfolio-v4","memory":false,"memory_mode":"none","notebook_id":null,"purpose":"research","knowledge_cutoff":"2025-06-02","filters":{},"guidance":"","discovery_prompt":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고 무효화 조건을 남긴다.\nprobability는 명시된 평가 사건의 확률(0~1)이다. 그럴듯한 자신감이 아니다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio_prompt":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n기존 보유의 비용 포함 평가손익, 보유 거래일 수, 최초 판정과 무효화 조건을 현재 지표와 비교한다.\n이전 계획과 현재 낙폭도 확인한다. 손실 회복만을 이유로 비중을 늘리지 않는다.\n신규 편입은 승인 후보에서만 한다. 기존 보유는 관리 가능하다. 한도는 완화할 수 없다.\n현재 시점에서 실행 가능한 다음 거래 계획을 제시한다. 목표 비중은 계좌 전체 자산 대비 비중이다.\n빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}","memory_tool_prompt":null,"model":null,"event":"다음 거래일 시가 진입 후 10번째 거래일 종가 청산, 편도 비용 15bp 및 슬리피지 10bp 차감 후 수익률 > 0","limitations":["현재 생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","각 편도 비용 15bp·슬리피지 10bp는 검증되지 않은 실험용 값입니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","규칙·선별 모드는 신규 편입을 H거래일 보유한 뒤 재선정되지 않으면 청산합니다. 판정 라벨과 체결 경로는 여전히 다를 수 있습니다.","기본은 소수 단위 수량 시뮬레이션입니다. 정수 주식·최소 주문 단위 제약은 라이브 전에 별도 점검해야 합니다.","익명화해도 지표 조합으로 종목을 추정할 여지와 LLM 학습 지식의 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 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생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","각 편도 비용 15bp·슬리피지 10bp는 검증되지 않은 실험용 값입니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","규칙·선별 모드는 신규 편입을 H거래일 보유한 뒤 재선정되지 않으면 청산합니다. 판정 라벨과 체결 경로는 여전히 다를 수 있습니다.","기본은 소수 단위 수량 시뮬레이션입니다. 정수 주식·최소 주문 단위 제약은 라이브 전에 별도 점검해야 합니다.","익명화해도 지표 조합으로 종목을 추정할 여지와 LLM 학습 지식의 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 아닙니다."],"prompts":{"discovery":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고 무효화 조건을 남긴다.\nprobability는 명시된 평가 사건의 확률(0~1)이다. 그럴듯한 자신감이 아니다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n기존 보유의 비용 포함 평가손익, 보유 거래일 수, 최초 판정과 무효화 조건을 현재 지표와 비교한다.\n이전 계획과 현재 낙폭도 확인한다. 손실 회복만을 이유로 비중을 늘리지 않는다.\n신규 편입은 승인 후보에서만 한다. 기존 보유는 관리 가능하다. 한도는 완화할 수 없다.\n현재 시점에서 실행 가능한 다음 거래 계획을 제시한다. 목표 비중은 계좌 전체 자산 대비 비중이다.\n빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}"}}},{"id":37,"created":"2026-10-20T22:42:28.225321+00:00","status":"completed","settings":{"version":"research-v6","source_hash":"64987e44e3951858ed12ef29009f9cfd1ac25d34b23f834f48f4363646753e3b","revision":{"commit":"80859a72cc4c9a7c96d8620c1feeaeee70bce97f","dirty":true},"start":"2025-06-02","end":"2025-08-29","mode":"rules","kind":"trend","sort":"atr_asc","horizon":10,"candidates":20,"max_calls":100,"min_value":5000000000.0,"initial_cash":1000000,"max_positions":4,"max_position":0.25,"max_exposure":1.0,"rebalance_band":0.05,"fractional":true,"anonymize":true,"cache":true,"cost":0.0015,"slippage":0.001,"discovery_version":"discovery-v4","portfolio_version":"portfolio-v4","memory":false,"memory_mode":"none","notebook_id":null,"purpose":"research","knowledge_cutoff":"2025-06-02","filters":{},"guidance":"","discovery_prompt":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고 무효화 조건을 남긴다.\nprobability는 명시된 평가 사건의 확률(0~1)이다. 그럴듯한 자신감이 아니다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio_prompt":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n기존 보유의 비용 포함 평가손익, 보유 거래일 수, 최초 판정과 무효화 조건을 현재 지표와 비교한다.\n이전 계획과 현재 낙폭도 확인한다. 손실 회복만을 이유로 비중을 늘리지 않는다.\n신규 편입은 승인 후보에서만 한다. 기존 보유는 관리 가능하다. 한도는 완화할 수 없다.\n현재 시점에서 실행 가능한 다음 거래 계획을 제시한다. 목표 비중은 계좌 전체 자산 대비 비중이다.\n빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}","memory_tool_prompt":null,"model":null,"event":"다음 거래일 시가 진입 후 10번째 거래일 종가 청산, 편도 비용 15bp 및 슬리피지 10bp 차감 후 수익률 > 0","limitations":["현재 생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","각 편도 비용 15bp·슬리피지 10bp는 검증되지 않은 실험용 값입니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","규칙·선별 모드는 신규 편입을 H거래일 보유한 뒤 재선정되지 않으면 청산합니다. 판정 라벨과 체결 경로는 여전히 다를 수 있습니다.","기본은 소수 단위 수량 시뮬레이션입니다. 정수 주식·최소 주문 단위 제약은 라이브 전에 별도 점검해야 합니다.","익명화해도 지표 조합으로 종목을 추정할 여지와 LLM 학습 지식의 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 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생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","각 편도 비용 15bp·슬리피지 10bp는 검증되지 않은 실험용 값입니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","규칙·선별 모드는 신규 편입을 H거래일 보유한 뒤 재선정되지 않으면 청산합니다. 판정 라벨과 체결 경로는 여전히 다를 수 있습니다.","기본은 소수 단위 수량 시뮬레이션입니다. 정수 주식·최소 주문 단위 제약은 라이브 전에 별도 점검해야 합니다.","익명화해도 지표 조합으로 종목을 추정할 여지와 LLM 학습 지식의 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 아닙니다."],"prompts":{"discovery":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고 무효화 조건을 남긴다.\nprobability는 명시된 평가 사건의 확률(0~1)이다. 그럴듯한 자신감이 아니다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n기존 보유의 비용 포함 평가손익, 보유 거래일 수, 최초 판정과 무효화 조건을 현재 지표와 비교한다.\n이전 계획과 현재 낙폭도 확인한다. 손실 회복만을 이유로 비중을 늘리지 않는다.\n신규 편입은 승인 후보에서만 한다. 기존 보유는 관리 가능하다. 한도는 완화할 수 없다.\n현재 시점에서 실행 가능한 다음 거래 계획을 제시한다. 목표 비중은 계좌 전체 자산 대비 비중이다.\n빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}"}}},{"id":36,"created":"2026-10-20T22:19:37.285604+00:00","status":"completed","settings":{"version":"research-v5","source_hash":"8d98cffe31a54ddce1695e9661e9f5637b29cbcad8936a968b61b7e7fcc45dd3","start":"2024-02-05","end":"2024-02-16","mode":"rules","kind":"trend","horizon":3,"candidates":20,"max_calls":100,"min_value":5000000000.0,"initial_cash":1000000,"max_positions":4,"max_position":0.25,"max_exposure":1.0,"cost":0.0015,"slippage":0.001,"discovery_version":"discovery-v3","portfolio_version":"portfolio-v3","memory":false,"memory_mode":"none","notebook_id":null,"purpose":"development","knowledge_cutoff":"2024-02-05","filters":{},"guidance":"","discovery_prompt":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고 무효화 조건을 남긴다.\nprobability는 명시된 평가 사건의 확률(0~1)이다. 그럴듯한 자신감이 아니다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio_prompt":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n기존 보유의 비용 포함 평균 매수가, 보유 거래일 수, 최초 판정과 무효화 조건을 현재 지표와 비교한다.\n이전 계획과 현재 낙폭도 확인한다. 손실 회복만을 이유로 비중을 늘리지 않는다.\n신규 편입은 승인 후보에서만 한다. 기존 보유는 관리 가능하다. 한도는 완화할 수 없다.\n현재 시점에서 실행 가능한 다음 거래 계획을 제시한다. 목표 비중은 계좌 전체 자산 대비 비중이다.\n빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}","model":null,"event":"다음 거래일 시가 진입 후 3번째 거래일 종가 청산, 편도 비용 15bp 및 슬리피지 10bp 차감 후 수익률 > 0","limitations":["현재 생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","각 편도 비용 15bp·슬리피지 10bp는 검증되지 않은 실험용 값입니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","일별 재조정 연구이며 고정 H일 판정 평가는 가상 포트폴리오 보유 기간과 다릅니다.","LLM 학습 지식의 미래 정보 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 아닙니다."],"notebook_hash":null},"result":{"curve":[{"date":"2024-02-06","signal_date":"2024-02-05","regime":{"version":"regime-v1","as_of":"2024-02-05","trend":"sideways","volatility":"high","key":"sideways/high","realized_volatility_20":0.19782854097430735,"high_volatility_threshold":0.1761716708082114},"equity":1068788.7201,"baseline":1068788.7201,"matched":1068788.7201,"exposure":0.9178904881716823,"benchmark":1000270.5302,"cash":87757.7201,"realized_pnl":0.0,"unrealized_pnl":68788.72},{"date":"2024-02-07","signal_date":"2024-02-06","regime":{"version":"regime-v1","as_of":"2024-02-06","trend":"sideways","volatility":"high","key":"sideways/high","realized_volatility_20":0.1978700446585167,"high_volatility_threshold":0.17669702340486476},"equity":1053937.2561,"baseline":1053937.2561,"matched":1053937.2561,"exposure":0.9271766363324269,"benchmark":1014428.2794,"cash":76751.2561,"realized_pnl":0.0,"unrealized_pnl":53937.256},{"date":"2024-02-08","signal_date":"2024-02-07","regime":{"version":"regime-v1","as_of":"2024-02-07","trend":"up","volatility":"high","key":"up/high","realized_volatility_20":0.19858960335005868,"high_volatility_threshold":0.17669702340486476},"equity":1106959.1848,"baseline":1106959.1848,"matched":1106959.1848,"exposure":0.8770802151999334,"benchmark":1015570.5182,"cash":136067.1848,"realized_pnl":23671.9878,"unrealized_pnl":83287.1968},{"date":"2024-02-13","signal_date":"2024-02-08","regime":{"version":"regime-v1","as_of":"2024-02-08","trend":"up","volatility":"high","key":"up/high","realized_volatility_20":0.1986005013269551,"high_volatility_threshold":0.1771644417175186},"equity":1254012.9088,"baseline":1254012.9088,"matched":1254012.9088,"exposure":0.8853577121629271,"benchmark":1028044.9681,"cash":143762.9088,"realized_pnl":23640.5929,"unrealized_pnl":230372.3158},{"date":"2024-02-14","signal_date":"2024-02-13","regime":{"version":"regime-v1","as_of":"2024-02-13","trend":"up","volatility":"high","key":"up/high","realized_volatility_20":0.1972055160072706,"high_volatility_threshold":0.17746087715119568},"equity":1232348.6467,"baseline":1232348.6467,"matched":1232348.6467,"exposure":0.8765384721800031,"benchmark":1014007.4546,"cash":152147.6467,"realized_pnl":43413.7478,"unrealized_pnl":188934.8988},{"date":"2024-02-15","signal_date":"2024-02-14","regime":{"version":"regime-v1","as_of":"2024-02-14","trend":"up","volatility":"high","key":"up/high","realized_volatility_20":0.20560505881877827,"high_volatility_threshold":0.17860179895858427},"equity":1270443.3073,"baseline":1270443.3073,"matched":1270443.3073,"exposure":0.9179472970391477,"benchmark":1012594.6856,"cash":104243.3073,"realized_pnl":30945.6688,"unrealized_pnl":239497.6384},{"date":"2024-02-16","signal_date":"2024-02-15","regime":{"version":"regime-v1","as_of":"2024-02-15","trend":"up","volatility":"high","key":"up/high","realized_volatility_20":0.1975834967329089,"high_volatility_threshold":0.17960739911718643},"equity":1184258.1344,"baseline":1184258.1344,"matched":1184258.1344,"exposure":0.8967470597093622,"benchmark":1022724.5401,"cash":122278.1344,"realized_pnl":31958.0204,"unrealized_pnl":152300.1139},{"date":"2024-02-19","signal_date":"2024-02-16","regime":{"version":"regime-v1","as_of":"2024-02-16","trend":"up","volatility":"normal","key":"up/normal","realized_volatility_20":0.17058890974094737,"high_volatility_threshold":0.17960739911718643},"equity":1168049.056,"baseline":1168049.056,"matched":1168049.056,"exposure":0.932685142304095,"benchmark":1038776.001,"cash":78627.056,"realized_pnl":20092.2546,"unrealized_pnl":147956.8013}],"metrics":{"total_return":0.16804905600000009,"baseline_return":0.16804905600000009,"matched_return":0.16804905600000009,"matched_max_drawdown":-0.08059726137454526,"baseline_max_drawdown":-0.08059726137454526,"benchmark_return":0.038776001000000004,"max_drawdown":-0.08059726137454526,"sharpe":5.755962153641112,"trades":21,"fees":4218.5151,"error_days":0,"candidate_count":160,"evaluated_count":160,"groups":{"approve":{"count":160,"mean_return":0.01714495,"win_rate":0.44375},"watch":{"count":0,"mean_return":null,"win_rate":null},"reject":{"count":0,"mean_return":null,"win_rate":null},"error":{"count":0,"mean_return":null,"win_rate":null}},"brier":null,"calibration":[{"from":0,"to":0.2,"count":0,"mean_probability":null,"actual_rate":null},{"from":0.2,"to":0.4,"count":0,"mean_probability":null,"actual_rate":null},{"from":0.4,"to":0.6,"count":0,"mean_probability":null,"actual_rate":null},{"from":0.6,"to":0.8,"count":0,"mean_probability":null,"actual_rate":null},{"from":0.8,"to":1.0,"count":0,"mean_probability":null,"actual_rate":null}],"sessions":8,"average_exposure":0.9039278778874472},"calls":0,"regimes":[{"regime":"sideways/high","sessions":2,"mean_daily_return":0.027446558430887558,"mean_daily_excess":0.0,"average_exposure":0.9225335622520545,"sufficient":false},{"regime":"up/high","sessions":5,"mean_daily_return":0.02579016412769748,"mean_daily_excess":0.0,"average_exposure":0.8907341512582747,"sufficient":false},{"regime":"up/normal","sessions":1,"mean_daily_return":-0.013687115949777562,"mean_daily_excess":0.0,"average_exposure":0.932685142304095,"sufficient":false}],"limitations":["현재 생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","각 편도 비용 15bp·슬리피지 10bp는 검증되지 않은 실험용 값입니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","일별 재조정 연구이며 고정 H일 판정 평가는 가상 포트폴리오 보유 기간과 다릅니다.","LLM 학습 지식의 미래 정보 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 아닙니다."],"prompts":{"discovery":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고 무효화 조건을 남긴다.\nprobability는 명시된 평가 사건의 확률(0~1)이다. 그럴듯한 자신감이 아니다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n기존 보유의 비용 포함 평균 매수가, 보유 거래일 수, 최초 판정과 무효화 조건을 현재 지표와 비교한다.\n이전 계획과 현재 낙폭도 확인한다. 손실 회복만을 이유로 비중을 늘리지 않는다.\n신규 편입은 승인 후보에서만 한다. 기존 보유는 관리 가능하다. 한도는 완화할 수 없다.\n현재 시점에서 실행 가능한 다음 거래 계획을 제시한다. 목표 비중은 계좌 전체 자산 대비 비중이다.\n빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}"}}},{"id":35,"created":"2026-10-20T22:19:07.384997+00:00","status":"completed","settings":{"version":"research-v5","source_hash":"8d98cffe31a54ddce1695e9661e9f5637b29cbcad8936a968b61b7e7fcc45dd3","start":"2025-09-12","end":"2025-12-16","mode":"rules","kind":"trend","horizon":3,"candidates":20,"max_calls":100,"min_value":5000000000.0,"initial_cash":1000000,"max_positions":4,"max_position":0.25,"max_exposure":1.0,"cost":0.0015,"slippage":0.001,"discovery_version":"discovery-v3","portfolio_version":"portfolio-v3","memory":false,"memory_mode":"none","notebook_id":null,"purpose":"validation","knowledge_cutoff":"2025-09-12","filters":{},"guidance":"","discovery_prompt":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고 무효화 조건을 남긴다.\nprobability는 명시된 평가 사건의 확률(0~1)이다. 그럴듯한 자신감이 아니다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio_prompt":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n기존 보유의 비용 포함 평균 매수가, 보유 거래일 수, 최초 판정과 무효화 조건을 현재 지표와 비교한다.\n이전 계획과 현재 낙폭도 확인한다. 손실 회복만을 이유로 비중을 늘리지 않는다.\n신규 편입은 승인 후보에서만 한다. 기존 보유는 관리 가능하다. 한도는 완화할 수 없다.\n현재 시점에서 실행 가능한 다음 거래 계획을 제시한다. 목표 비중은 계좌 전체 자산 대비 비중이다.\n빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}","model":null,"event":"다음 거래일 시가 진입 후 3번째 거래일 종가 청산, 편도 비용 15bp 및 슬리피지 10bp 차감 후 수익률 > 0","limitations":["현재 생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","각 편도 비용 15bp·슬리피지 10bp는 검증되지 않은 실험용 값입니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","일별 재조정 연구이며 고정 H일 판정 평가는 가상 포트폴리오 보유 기간과 다릅니다.","LLM 학습 지식의 미래 정보 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 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생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","각 편도 비용 15bp·슬리피지 10bp는 검증되지 않은 실험용 값입니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","일별 재조정 연구이며 고정 H일 판정 평가는 가상 포트폴리오 보유 기간과 다릅니다.","LLM 학습 지식의 미래 정보 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 아닙니다."],"prompts":{"discovery":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고 무효화 조건을 남긴다.\nprobability는 명시된 평가 사건의 확률(0~1)이다. 그럴듯한 자신감이 아니다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n기존 보유의 비용 포함 평균 매수가, 보유 거래일 수, 최초 판정과 무효화 조건을 현재 지표와 비교한다.\n이전 계획과 현재 낙폭도 확인한다. 손실 회복만을 이유로 비중을 늘리지 않는다.\n신규 편입은 승인 후보에서만 한다. 기존 보유는 관리 가능하다. 한도는 완화할 수 없다.\n현재 시점에서 실행 가능한 다음 거래 계획을 제시한다. 목표 비중은 계좌 전체 자산 대비 비중이다.\n빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}"}}},{"id":34,"created":"2026-10-20T22:19:03.184580+00:00","status":"completed","settings":{"version":"research-v5","source_hash":"8d98cffe31a54ddce1695e9661e9f5637b29cbcad8936a968b61b7e7fcc45dd3","start":"2024-08-28","end":"2024-12-02","mode":"rules","kind":"trend","horizon":3,"candidates":20,"max_calls":100,"min_value":5000000000.0,"initial_cash":1000000,"max_positions":4,"max_position":0.25,"max_exposure":1.0,"cost":0.0015,"slippage":0.001,"discovery_version":"discovery-v3","portfolio_version":"portfolio-v3","memory":false,"memory_mode":"none","notebook_id":null,"purpose":"validation","knowledge_cutoff":"2024-08-28","filters":{},"guidance":"","discovery_prompt":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고 무효화 조건을 남긴다.\nprobability는 명시된 평가 사건의 확률(0~1)이다. 그럴듯한 자신감이 아니다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio_prompt":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n기존 보유의 비용 포함 평균 매수가, 보유 거래일 수, 최초 판정과 무효화 조건을 현재 지표와 비교한다.\n이전 계획과 현재 낙폭도 확인한다. 손실 회복만을 이유로 비중을 늘리지 않는다.\n신규 편입은 승인 후보에서만 한다. 기존 보유는 관리 가능하다. 한도는 완화할 수 없다.\n현재 시점에서 실행 가능한 다음 거래 계획을 제시한다. 목표 비중은 계좌 전체 자산 대비 비중이다.\n빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}","model":null,"event":"다음 거래일 시가 진입 후 3번째 거래일 종가 청산, 편도 비용 15bp 및 슬리피지 10bp 차감 후 수익률 > 0","limitations":["현재 생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","각 편도 비용 15bp·슬리피지 10bp는 검증되지 않은 실험용 값입니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","일별 재조정 연구이며 고정 H일 판정 평가는 가상 포트폴리오 보유 기간과 다릅니다.","LLM 학습 지식의 미래 정보 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 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생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","각 편도 비용 15bp·슬리피지 10bp는 검증되지 않은 실험용 값입니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","일별 재조정 연구이며 고정 H일 판정 평가는 가상 포트폴리오 보유 기간과 다릅니다.","LLM 학습 지식의 미래 정보 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 아닙니다."],"prompts":{"discovery":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고 무효화 조건을 남긴다.\nprobability는 명시된 평가 사건의 확률(0~1)이다. 그럴듯한 자신감이 아니다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n기존 보유의 비용 포함 평균 매수가, 보유 거래일 수, 최초 판정과 무효화 조건을 현재 지표와 비교한다.\n이전 계획과 현재 낙폭도 확인한다. 손실 회복만을 이유로 비중을 늘리지 않는다.\n신규 편입은 승인 후보에서만 한다. 기존 보유는 관리 가능하다. 한도는 완화할 수 없다.\n현재 시점에서 실행 가능한 다음 거래 계획을 제시한다. 목표 비중은 계좌 전체 자산 대비 비중이다.\n빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}"}}},{"id":33,"created":"2026-10-20T22:18:58.505770+00:00","status":"completed","settings":{"version":"research-v5","source_hash":"8d98cffe31a54ddce1695e9661e9f5637b29cbcad8936a968b61b7e7fcc45dd3","start":"2023-08-17","end":"2023-11-20","mode":"rules","kind":"trend","horizon":3,"candidates":20,"max_calls":100,"min_value":5000000000.0,"initial_cash":1000000,"max_positions":4,"max_position":0.25,"max_exposure":1.0,"cost":0.0015,"slippage":0.001,"discovery_version":"discovery-v3","portfolio_version":"portfolio-v3","memory":false,"memory_mode":"none","notebook_id":null,"purpose":"validation","knowledge_cutoff":"2023-08-17","filters":{},"guidance":"","discovery_prompt":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고 무효화 조건을 남긴다.\nprobability는 명시된 평가 사건의 확률(0~1)이다. 그럴듯한 자신감이 아니다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio_prompt":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n기존 보유의 비용 포함 평균 매수가, 보유 거래일 수, 최초 판정과 무효화 조건을 현재 지표와 비교한다.\n이전 계획과 현재 낙폭도 확인한다. 손실 회복만을 이유로 비중을 늘리지 않는다.\n신규 편입은 승인 후보에서만 한다. 기존 보유는 관리 가능하다. 한도는 완화할 수 없다.\n현재 시점에서 실행 가능한 다음 거래 계획을 제시한다. 목표 비중은 계좌 전체 자산 대비 비중이다.\n빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}","model":null,"event":"다음 거래일 시가 진입 후 3번째 거래일 종가 청산, 편도 비용 15bp 및 슬리피지 10bp 차감 후 수익률 > 0","limitations":["현재 생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","각 편도 비용 15bp·슬리피지 10bp는 검증되지 않은 실험용 값입니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","일별 재조정 연구이며 고정 H일 판정 평가는 가상 포트폴리오 보유 기간과 다릅니다.","LLM 학습 지식의 미래 정보 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 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생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","각 편도 비용 15bp·슬리피지 10bp는 검증되지 않은 실험용 값입니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","일별 재조정 연구이며 고정 H일 판정 평가는 가상 포트폴리오 보유 기간과 다릅니다.","LLM 학습 지식의 미래 정보 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 아닙니다."],"prompts":{"discovery":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고 무효화 조건을 남긴다.\nprobability는 명시된 평가 사건의 확률(0~1)이다. 그럴듯한 자신감이 아니다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n기존 보유의 비용 포함 평균 매수가, 보유 거래일 수, 최초 판정과 무효화 조건을 현재 지표와 비교한다.\n이전 계획과 현재 낙폭도 확인한다. 손실 회복만을 이유로 비중을 늘리지 않는다.\n신규 편입은 승인 후보에서만 한다. 기존 보유는 관리 가능하다. 한도는 완화할 수 없다.\n현재 시점에서 실행 가능한 다음 거래 계획을 제시한다. 목표 비중은 계좌 전체 자산 대비 비중이다.\n빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}"}}},{"id":32,"created":"2026-10-20T22:18:02.025747+00:00","status":"completed","settings":{"version":"research-v5","source_hash":"8d98cffe31a54ddce1695e9661e9f5637b29cbcad8936a968b61b7e7fcc45dd3","start":"2024-02-01","end":"2024-02-01","mode":"portfolio","kind":"trend","horizon":3,"candidates":20,"max_calls":6,"min_value":5000000000.0,"initial_cash":1000000,"max_positions":4,"max_position":0.25,"max_exposure":1.0,"cost":0.0015,"slippage":0.001,"discovery_version":"discovery-v3","portfolio_version":"portfolio-v3","memory":false,"memory_mode":"notebook","notebook_id":1,"purpose":"validation","knowledge_cutoff":"2024-02-01","filters":{},"guidance":"","discovery_prompt":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고 무효화 조건을 남긴다.\nprobability는 명시된 평가 사건의 확률(0~1)이다. 그럴듯한 자신감이 아니다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio_prompt":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n기존 보유의 비용 포함 평균 매수가, 보유 거래일 수, 최초 판정과 무효화 조건을 현재 지표와 비교한다.\n이전 계획과 현재 낙폭도 확인한다. 손실 회복만을 이유로 비중을 늘리지 않는다.\n신규 편입은 승인 후보에서만 한다. 기존 보유는 관리 가능하다. 한도는 완화할 수 없다.\n현재 시점에서 실행 가능한 다음 거래 계획을 제시한다. 목표 비중은 계좌 전체 자산 대비 비중이다.\n빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}","model":"cbcn/deepseek-v4.1-flash","event":"다음 거래일 시가 진입 후 3번째 거래일 종가 청산, 편도 비용 15bp 및 슬리피지 10bp 차감 후 수익률 > 0","limitations":["현재 생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","각 편도 비용 15bp·슬리피지 10bp는 검증되지 않은 실험용 값입니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","일별 재조정 연구이며 고정 H일 판정 평가는 가상 포트폴리오 보유 기간과 다릅니다.","LLM 학습 지식의 미래 정보 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 아닙니다."],"notebook_hash":"0e3b593a59491087ae8ec8ec174afbe299d8f573877d51ac146b84432c3dad2e"},"result":{"curve":[{"date":"2024-02-02","signal_date":"2024-02-01","regime":{"version":"regime-v1","as_of":"2024-02-01","trend":"sideways","volatility":"normal","key":"sideways/normal","realized_volatility_20":0.15470012730108146,"high_volatility_threshold":0.17565912167238634},"equity":981491.2479,"baseline":1050226.5277,"matched":1036168.2059,"exposure":0.6890637093972901,"benchmark":1023921.2718,"cash":305181.2479,"realized_pnl":0.0,"unrealized_pnl":-18508.7522}],"metrics":{"total_return":-0.018508752100000025,"baseline_return":0.05022652770000002,"matched_return":0.03616820589999992,"matched_max_drawdown":0.0,"baseline_max_drawdown":0.0,"benchmark_return":0.02392127179999992,"max_drawdown":-0.018508752100000025,"sharpe":null,"trades":4,"fees":1040.6672,"error_days":0,"candidate_count":20,"evaluated_count":20,"groups":{"approve":{"count":4,"mean_return":-0.11061499999999999,"win_rate":0.0},"watch":{"count":12,"mean_return":0.04813525,"win_rate":0.6666666666666666},"reject":{"count":4,"mean_return":0.12476349999999999,"win_rate":0.75},"error":{"count":0,"mean_return":null,"win_rate":null}},"brier":0.28471,"calibration":[{"from":0,"to":0.2,"count":0,"mean_probability":null,"actual_rate":null},{"from":0.2,"to":0.4,"count":4,"mean_probability":0.37,"actual_rate":0.75},{"from":0.4,"to":0.6,"count":16,"mean_probability":0.4875,"actual_rate":0.5},{"from":0.6,"to":0.8,"count":0,"mean_probability":null,"actual_rate":null},{"from":0.8,"to":1.0,"count":0,"mean_probability":null,"actual_rate":null}],"sessions":1,"average_exposure":0.6890637093972901},"calls":4,"regimes":[{"regime":"sideways/normal","sessions":1,"mean_daily_return":-0.018508752100000025,"mean_daily_excess":-0.05467695799999994,"average_exposure":0.6890637093972901,"sufficient":false}],"limitations":["현재 생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","각 편도 비용 15bp·슬리피지 10bp는 검증되지 않은 실험용 값입니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","일별 재조정 연구이며 고정 H일 판정 평가는 가상 포트폴리오 보유 기간과 다릅니다.","LLM 학습 지식의 미래 정보 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 아닙니다."],"prompts":{"discovery":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고 무효화 조건을 남긴다.\nprobability는 명시된 평가 사건의 확률(0~1)이다. 그럴듯한 자신감이 아니다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n기존 보유의 비용 포함 평균 매수가, 보유 거래일 수, 최초 판정과 무효화 조건을 현재 지표와 비교한다.\n이전 계획과 현재 낙폭도 확인한다. 손실 회복만을 이유로 비중을 늘리지 않는다.\n신규 편입은 승인 후보에서만 한다. 기존 보유는 관리 가능하다. 한도는 완화할 수 없다.\n현재 시점에서 실행 가능한 다음 거래 계획을 제시한다. 목표 비중은 계좌 전체 자산 대비 비중이다.\n빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}"}}},{"id":31,"created":"2026-10-20T22:16:37.876194+00:00","status":"completed","settings":{"version":"research-v5","source_hash":"8d98cffe31a54ddce1695e9661e9f5637b29cbcad8936a968b61b7e7fcc45dd3","start":"2022-08-10","end":"2022-11-11","mode":"rules","kind":"trend","horizon":3,"candidates":20,"max_calls":100,"min_value":5000000000.0,"initial_cash":1000000,"max_positions":4,"max_position":0.25,"max_exposure":1.0,"cost":0.0015,"slippage":0.001,"discovery_version":"discovery-v3","portfolio_version":"portfolio-v3","memory":false,"memory_mode":"none","notebook_id":null,"purpose":"validation","knowledge_cutoff":"2022-08-10","filters":{},"guidance":"","discovery_prompt":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고 무효화 조건을 남긴다.\nprobability는 명시된 평가 사건의 확률(0~1)이다. 그럴듯한 자신감이 아니다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio_prompt":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n기존 보유의 비용 포함 평균 매수가, 보유 거래일 수, 최초 판정과 무효화 조건을 현재 지표와 비교한다.\n이전 계획과 현재 낙폭도 확인한다. 손실 회복만을 이유로 비중을 늘리지 않는다.\n신규 편입은 승인 후보에서만 한다. 기존 보유는 관리 가능하다. 한도는 완화할 수 없다.\n현재 시점에서 실행 가능한 다음 거래 계획을 제시한다. 목표 비중은 계좌 전체 자산 대비 비중이다.\n빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}","model":null,"event":"다음 거래일 시가 진입 후 3번째 거래일 종가 청산, 편도 비용 15bp 및 슬리피지 10bp 차감 후 수익률 > 0","limitations":["현재 생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","각 편도 비용 15bp·슬리피지 10bp는 검증되지 않은 실험용 값입니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","일별 재조정 연구이며 고정 H일 판정 평가는 가상 포트폴리오 보유 기간과 다릅니다.","LLM 학습 지식의 미래 정보 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 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생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","각 편도 비용 15bp·슬리피지 10bp는 검증되지 않은 실험용 값입니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","일별 재조정 연구이며 고정 H일 판정 평가는 가상 포트폴리오 보유 기간과 다릅니다.","LLM 학습 지식의 미래 정보 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 아닙니다."],"prompts":{"discovery":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고 무효화 조건을 남긴다.\nprobability는 명시된 평가 사건의 확률(0~1)이다. 그럴듯한 자신감이 아니다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n기존 보유의 비용 포함 평균 매수가, 보유 거래일 수, 최초 판정과 무효화 조건을 현재 지표와 비교한다.\n이전 계획과 현재 낙폭도 확인한다. 손실 회복만을 이유로 비중을 늘리지 않는다.\n신규 편입은 승인 후보에서만 한다. 기존 보유는 관리 가능하다. 한도는 완화할 수 없다.\n현재 시점에서 실행 가능한 다음 거래 계획을 제시한다. 목표 비중은 계좌 전체 자산 대비 비중이다.\n빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}"}}},{"id":30,"created":"2026-10-20T22:15:26.182541+00:00","status":"completed","settings":{"version":"research-v5","source_hash":"8d98cffe31a54ddce1695e9661e9f5637b29cbcad8936a968b61b7e7fcc45dd3","start":"2024-01-02","end":"2024-01-15","mode":"rules","kind":"trend","horizon":3,"candidates":20,"max_calls":100,"min_value":5000000000.0,"initial_cash":1000000,"max_positions":4,"max_position":0.25,"max_exposure":1.0,"cost":0.0015,"slippage":0.001,"discovery_version":"discovery-v3","portfolio_version":"portfolio-v3","memory":false,"memory_mode":"none","notebook_id":null,"purpose":"development","knowledge_cutoff":"2024-01-02","filters":{},"guidance":"","discovery_prompt":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고 무효화 조건을 남긴다.\nprobability는 명시된 평가 사건의 확률(0~1)이다. 그럴듯한 자신감이 아니다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio_prompt":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n기존 보유의 비용 포함 평균 매수가, 보유 거래일 수, 최초 판정과 무효화 조건을 현재 지표와 비교한다.\n이전 계획과 현재 낙폭도 확인한다. 손실 회복만을 이유로 비중을 늘리지 않는다.\n신규 편입은 승인 후보에서만 한다. 기존 보유는 관리 가능하다. 한도는 완화할 수 없다.\n현재 시점에서 실행 가능한 다음 거래 계획을 제시한다. 목표 비중은 계좌 전체 자산 대비 비중이다.\n빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}","model":null,"event":"다음 거래일 시가 진입 후 3번째 거래일 종가 청산, 편도 비용 15bp 및 슬리피지 10bp 차감 후 수익률 > 0","limitations":["현재 생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","각 편도 비용 15bp·슬리피지 10bp는 검증되지 않은 실험용 값입니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","일별 재조정 연구이며 고정 H일 판정 평가는 가상 포트폴리오 보유 기간과 다릅니다.","LLM 학습 지식의 미래 정보 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 아닙니다."],"notebook_hash":null},"result":{"curve":[{"date":"2024-01-03","signal_date":"2024-01-02","regime":{"version":"regime-v1","as_of":"2024-01-02","trend":"up","volatility":"normal","key":"up/normal","realized_volatility_20":0.138373748655432,"high_volatility_threshold":0.17669702340486476},"equity":1068072.0669,"baseline":1068072.0669,"matched":1068072.0669,"exposure":0.7571118326717982,"benchmark":983457.7661,"cash":259422.0669,"realized_pnl":0.0,"unrealized_pnl":68072.0669},{"date":"2024-01-04","signal_date":"2024-01-03","regime":{"version":"regime-v1","as_of":"2024-01-03","trend":"up","volatility":"normal","key":"up/normal","realized_volatility_20":0.17111300956821582,"high_volatility_threshold":0.17669702340486476},"equity":1047253.544,"baseline":1047253.544,"matched":1047253.544,"exposure":0.959748482823567,"benchmark":974820.6705,"cash":42153.544,"realized_pnl":33396.9521,"unrealized_pnl":13856.5919},{"date":"2024-01-05","signal_date":"2024-01-04","regime":{"version":"regime-v1","as_of":"2024-01-04","trend":"up","volatility":"normal","key":"up/normal","realized_volatility_20":0.17552964455909154,"high_volatility_threshold":0.17669702340486476},"equity":1043862.0448,"baseline":1043862.0448,"matched":1043862.0448,"exposure":0.9774586642866836,"benchmark":972068.5112,"cash":23530.0448,"realized_pnl":-14038.44,"unrealized_pnl":57900.4848},{"date":"2024-01-08","signal_date":"2024-01-05","regime":{"version":"regime-v1","as_of":"2024-01-05","trend":"up","volatility":"normal","key":"up/normal","realized_volatility_20":0.16979734017096235,"high_volatility_threshold":0.17669702340486476},"equity":1044602.2858,"baseline":1044602.2858,"matched":1044602.2858,"exposure":0.9651558432194023,"benchmark":968847.8993,"cash":36398.2858,"realized_pnl":60276.1255,"unrealized_pnl":-15673.8396},{"date":"2024-01-09","signal_date":"2024-01-08","regime":{"version":"regime-v1","as_of":"2024-01-08","trend":"up","volatility":"normal","key":"up/normal","realized_volatility_20":0.17092338547597777,"high_volatility_threshold":0.17669702340486476},"equity":1047088.1211,"baseline":1047088.1211,"matched":1047088.1211,"exposure":0.9727777246705778,"benchmark":965246.6696,"cash":28504.1211,"realized_pnl":59160.8759,"unrealized_pnl":-12072.7547},{"date":"2024-01-10","signal_date":"2024-01-09","regime":{"version":"regime-v1","as_of":"2024-01-09","trend":"up","volatility":"normal","key":"up/normal","realized_volatility_20":0.17083973787786136,"high_volatility_threshold":0.17669702340486476},"equity":931560.2643,"baseline":931560.2643,"matched":931560.2643,"exposure":0.9506309296102198,"benchmark":954677.2069,"cash":45990.2643,"realized_pnl":-66013.957,"unrealized_pnl":-2425.7787},{"date":"2024-01-11","signal_date":"2024-01-10","regime":{"version":"regime-v1","as_of":"2024-01-10","trend":"up","volatility":"normal","key":"up/normal","realized_volatility_20":0.1701702823201407,"high_volatility_threshold":0.17669702340486476},"equity":832566.1486,"baseline":832566.1486,"matched":832566.1486,"exposure":0.9610767881290259,"benchmark":956199.6779,"cash":32406.1486,"realized_pnl":-135337.1561,"unrealized_pnl":-32096.6953},{"date":"2024-01-12","signal_date":"2024-01-11","regime":{"version":"regime-v1","as_of":"2024-01-11","trend":"up","volatility":"normal","key":"up/normal","realized_volatility_20":0.16992015104995783,"high_volatility_threshold":0.17669702340486476},"equity":804402.7027,"baseline":804402.7027,"matched":804402.7027,"exposure":0.9794969576755609,"benchmark":947035.5731,"cash":16492.7027,"realized_pnl":-191536.1249,"unrealized_pnl":-4061.1725},{"date":"2024-01-15","signal_date":"2024-01-12","regime":{"version":"regime-v1","as_of":"2024-01-12","trend":"up","volatility":"normal","key":"up/normal","realized_volatility_20":0.17318372574813354,"high_volatility_threshold":0.17669702340486476},"equity":818429.6656,"baseline":818429.6656,"matched":818429.6656,"exposure":0.9716717677503423,"benchmark":951075.9772,"cash":23184.6656,"realized_pnl":-180142.4299,"unrealized_pnl":-1427.9045},{"date":"2024-01-16","signal_date":"2024-01-15","regime":{"version":"regime-v1","as_of":"2024-01-15","trend":"up","volatility":"normal","key":"up/normal","realized_volatility_20":0.169887572257416,"high_volatility_threshold":0.17669702340486476},"equity":786784.4155,"baseline":786784.4155,"matched":786784.4155,"exposure":0.9744092345086536,"benchmark":938017.8598,"cash":20134.4155,"realized_pnl":-195718.9363,"unrealized_pnl":-17496.6483}],"metrics":{"total_return":-0.2132155845,"baseline_return":-0.2132155845,"matched_return":-0.2132155845,"matched_max_drawdown":-0.263360179633212,"baseline_max_drawdown":-0.263360179633212,"benchmark_return":-0.061982140200000035,"max_drawdown":-0.263360179633212,"sharpe":-6.88925889715075,"trades":50,"fees":13107.3256,"error_days":0,"candidate_count":200,"evaluated_count":199,"groups":{"approve":{"count":199,"mean_return":-0.03757984924623116,"win_rate":0.3417085427135678},"watch":{"count":0,"mean_return":null,"win_rate":null},"reject":{"count":0,"mean_return":null,"win_rate":null},"error":{"count":0,"mean_return":null,"win_rate":null}},"brier":null,"calibration":[{"from":0,"to":0.2,"count":0,"mean_probability":null,"actual_rate":null},{"from":0.2,"to":0.4,"count":0,"mean_probability":null,"actual_rate":null},{"from":0.4,"to":0.6,"count":0,"mean_probability":null,"actual_rate":null},{"from":0.6,"to":0.8,"count":0,"mean_probability":null,"actual_rate":null},{"from":0.8,"to":1.0,"count":0,"mean_probability":null,"actual_rate":null}],"sessions":10,"average_exposure":0.946953822534583},"calls":0,"regimes":[{"regime":"up/normal","sessions":10,"mean_daily_return":-0.02232241172347558,"mean_daily_excess":0.0,"average_exposure":0.946953822534583,"sufficient":false}],"limitations":["현재 생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","각 편도 비용 15bp·슬리피지 10bp는 검증되지 않은 실험용 값입니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","일별 재조정 연구이며 고정 H일 판정 평가는 가상 포트폴리오 보유 기간과 다릅니다.","LLM 학습 지식의 미래 정보 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 아닙니다."],"prompts":{"discovery":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고 무효화 조건을 남긴다.\nprobability는 명시된 평가 사건의 확률(0~1)이다. 그럴듯한 자신감이 아니다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n기존 보유의 비용 포함 평균 매수가, 보유 거래일 수, 최초 판정과 무효화 조건을 현재 지표와 비교한다.\n이전 계획과 현재 낙폭도 확인한다. 손실 회복만을 이유로 비중을 늘리지 않는다.\n신규 편입은 승인 후보에서만 한다. 기존 보유는 관리 가능하다. 한도는 완화할 수 없다.\n현재 시점에서 실행 가능한 다음 거래 계획을 제시한다. 목표 비중은 계좌 전체 자산 대비 비중이다.\n빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}"}}},{"id":29,"created":"2026-10-20T17:45:13.813548+00:00","status":"completed","settings":{"version":"research-v4","source_hash":"219a8b25784895192009b068f99c5e3b1f4f275086d8d8f0180f85c89715e03c","start":"2026-04-01","end":"2026-04-06","mode":"rules","kind":"trend","horizon":3,"candidates":4,"max_calls":100,"min_value":5000000000.0,"initial_cash":1000000,"max_positions":4,"max_position":0.25,"max_exposure":1.0,"cost":0.0015,"slippage":0.001,"discovery_version":"discovery-v2","portfolio_version":"portfolio-v2","memory":false,"filters":{},"guidance":"","discovery_prompt":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고 무효화 조건을 남긴다.\nprobability는 명시된 평가 사건의 확률(0~1)이다. 그럴듯한 자신감이 아니다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio_prompt":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n기존 보유의 비용 포함 평균 매수가, 보유 거래일 수, 최초 판정과 무효화 조건을 현재 지표와 비교한다.\n이전 계획과 현재 낙폭도 확인한다. 손실 회복만을 이유로 비중을 늘리지 않는다.\n신규 편입은 승인 후보에서만 한다. 기존 보유는 관리 가능하다. 한도는 완화할 수 없다.\n현재 시점에서 실행 가능한 다음 거래 계획을 제시한다. 목표 비중은 계좌 전체 자산 대비 비중이다.\n빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}","model":null,"event":"다음 거래일 시가 진입 후 3번째 거래일 종가 청산, 편도 비용 15bp 및 슬리피지 10bp 차감 후 수익률 > 0","limitations":["현재 생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","각 편도 비용 15bp·슬리피지 10bp는 검증되지 않은 실험용 값입니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","일별 재조정 연구이며 고정 H일 판정 평가는 가상 포트폴리오 보유 기간과 다릅니다.","LLM 학습 지식의 미래 정보 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 아닙니다."]},"result":{"curve":[{"date":"2026-04-02","equity":935783.614,"baseline":935783.614,"matched":935783.614,"exposure":0.9747873186804213,"benchmark":939624.102,"cash":23593.614,"realized_pnl":0.0,"unrealized_pnl":-64216.3859},{"date":"2026-04-03","equity":953432.7866,"baseline":953432.7866,"matched":953432.7866,"exposure":0.741688360148913,"benchmark":968276.0456,"cash":246282.7866,"realized_pnl":-2482.6894,"unrealized_pnl":-44084.524},{"date":"2026-04-06","equity":982370.1957,"baseline":982370.1957,"matched":982370.1957,"exposure":0.9242747835628811,"benchmark":982402.4576,"cash":74390.1957,"realized_pnl":-10250.7472,"unrealized_pnl":-7379.0571},{"date":"2026-04-07","equity":964984.3577,"baseline":964984.3577,"matched":964984.3577,"exposure":0.9687566358311718,"benchmark":994654.2174,"cash":30149.3577,"realized_pnl":-31363.8756,"unrealized_pnl":-3651.7667}],"metrics":{"total_return":-0.03501564229999998,"baseline_return":-0.03501564229999998,"matched_return":-0.03501564229999998,"matched_max_drawdown":-0.06421638600000001,"baseline_max_drawdown":-0.06421638600000001,"benchmark_return":-0.005345782600000071,"max_drawdown":-0.06421638600000001,"sharpe":-3.5172455168074066,"trades":18,"fees":4992.9623,"error_days":0,"candidate_count":16,"evaluated_count":13,"groups":{"approve":{"count":13,"mean_return":0.03564630769230769,"win_rate":0.46153846153846156},"watch":{"count":0,"mean_return":null,"win_rate":null},"reject":{"count":0,"mean_return":null,"win_rate":null},"error":{"count":0,"mean_return":null,"win_rate":null}},"brier":null,"calibration":[{"from":0,"to":0.2,"count":0,"mean_probability":null,"actual_rate":null},{"from":0.2,"to":0.4,"count":0,"mean_probability":null,"actual_rate":null},{"from":0.4,"to":0.6,"count":0,"mean_probability":null,"actual_rate":null},{"from":0.6,"to":0.8,"count":0,"mean_probability":null,"actual_rate":null},{"from":0.8,"to":1.0,"count":0,"mean_probability":null,"actual_rate":null}],"sessions":4,"average_exposure":0.9023767745558469},"calls":0,"limitations":["현재 생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","각 편도 비용 15bp·슬리피지 10bp는 검증되지 않은 실험용 값입니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","일별 재조정 연구이며 고정 H일 판정 평가는 가상 포트폴리오 보유 기간과 다릅니다.","LLM 학습 지식의 미래 정보 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 아닙니다."],"prompts":{"discovery":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고 무효화 조건을 남긴다.\nprobability는 명시된 평가 사건의 확률(0~1)이다. 그럴듯한 자신감이 아니다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n기존 보유의 비용 포함 평균 매수가, 보유 거래일 수, 최초 판정과 무효화 조건을 현재 지표와 비교한다.\n이전 계획과 현재 낙폭도 확인한다. 손실 회복만을 이유로 비중을 늘리지 않는다.\n신규 편입은 승인 후보에서만 한다. 기존 보유는 관리 가능하다. 한도는 완화할 수 없다.\n현재 시점에서 실행 가능한 다음 거래 계획을 제시한다. 목표 비중은 계좌 전체 자산 대비 비중이다.\n빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}"}}},{"id":28,"created":"2026-10-20T17:44:14.298289+00:00","status":"completed","settings":{"version":"research-v4","source_hash":"219a8b25784895192009b068f99c5e3b1f4f275086d8d8f0180f85c89715e03c","start":"2026-04-01","end":"2026-04-06","mode":"portfolio","kind":"trend","horizon":3,"candidates":4,"max_calls":8,"min_value":5000000000.0,"initial_cash":1000000,"max_positions":4,"max_position":0.25,"max_exposure":1.0,"cost":0.0015,"slippage":0.001,"discovery_version":"discovery-v2","portfolio_version":"portfolio-v2","memory":true,"filters":{},"guidance":"","discovery_prompt":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고 무효화 조건을 남긴다.\nprobability는 명시된 평가 사건의 확률(0~1)이다. 그럴듯한 자신감이 아니다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio_prompt":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n기존 보유의 비용 포함 평균 매수가, 보유 거래일 수, 최초 판정과 무효화 조건을 현재 지표와 비교한다.\n이전 계획과 현재 낙폭도 확인한다. 손실 회복만을 이유로 비중을 늘리지 않는다.\n신규 편입은 승인 후보에서만 한다. 기존 보유는 관리 가능하다. 한도는 완화할 수 없다.\n현재 시점에서 실행 가능한 다음 거래 계획을 제시한다. 목표 비중은 계좌 전체 자산 대비 비중이다.\n빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}","model":"cbcn/deepseek-v4.1-flash","event":"다음 거래일 시가 진입 후 3번째 거래일 종가 청산, 편도 비용 15bp 및 슬리피지 10bp 차감 후 수익률 > 0","limitations":["현재 생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","각 편도 비용 15bp·슬리피지 10bp는 검증되지 않은 실험용 값입니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","일별 재조정 연구이며 고정 H일 판정 평가는 가상 포트폴리오 보유 기간과 다릅니다.","LLM 학습 지식의 미래 정보 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 아닙니다."]},"result":{"curve":[{"date":"2026-04-02","equity":1000000.0,"baseline":935783.614,"matched":1000000.0,"exposure":0.0,"benchmark":939624.102,"cash":1000000.0,"realized_pnl":0.0,"unrealized_pnl":0},{"date":"2026-04-03","equity":1000000.0,"baseline":953432.7866,"matched":1000000.0,"exposure":0.0,"benchmark":968276.0456,"cash":1000000.0,"realized_pnl":0.0,"unrealized_pnl":0},{"date":"2026-04-06","equity":1000000.0,"baseline":982370.1957,"matched":1000000.0,"exposure":0.0,"benchmark":982402.4576,"cash":1000000.0,"realized_pnl":0.0,"unrealized_pnl":0},{"date":"2026-04-07","equity":1000000.0,"baseline":964984.3577,"matched":1000000.0,"exposure":0.0,"benchmark":994654.2174,"cash":1000000.0,"realized_pnl":0.0,"unrealized_pnl":0}],"metrics":{"total_return":0.0,"baseline_return":-0.03501564229999998,"matched_return":0.0,"matched_max_drawdown":0.0,"baseline_max_drawdown":-0.06421638600000001,"benchmark_return":-0.005345782600000071,"max_drawdown":0.0,"sharpe":null,"trades":0,"fees":0,"error_days":0,"candidate_count":16,"evaluated_count":13,"groups":{"approve":{"count":2,"mean_return":-0.04482799999999999,"win_rate":0.5},"watch":{"count":7,"mean_return":0.095428,"win_rate":0.42857142857142855},"reject":{"count":4,"mean_return":-0.028734500000000003,"win_rate":0.5},"error":{"count":0,"mean_return":null,"win_rate":null}},"brier":0.25306153846153845,"calibration":[{"from":0,"to":0.2,"count":0,"mean_probability":null,"actual_rate":null},{"from":0.2,"to":0.4,"count":3,"mean_probability":0.34,"actual_rate":0.3333333333333333},{"from":0.4,"to":0.6,"count":10,"mean_probability":0.47800000000000004,"actual_rate":0.5},{"from":0.6,"to":0.8,"count":0,"mean_probability":null,"actual_rate":null},{"from":0.8,"to":1.0,"count":0,"mean_probability":null,"actual_rate":null}],"sessions":4,"average_exposure":0.0},"calls":8,"limitations":["현재 생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","각 편도 비용 15bp·슬리피지 10bp는 검증되지 않은 실험용 값입니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","일별 재조정 연구이며 고정 H일 판정 평가는 가상 포트폴리오 보유 기간과 다릅니다.","LLM 학습 지식의 미래 정보 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 아닙니다."],"prompts":{"discovery":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고 무효화 조건을 남긴다.\nprobability는 명시된 평가 사건의 확률(0~1)이다. 그럴듯한 자신감이 아니다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n기존 보유의 비용 포함 평균 매수가, 보유 거래일 수, 최초 판정과 무효화 조건을 현재 지표와 비교한다.\n이전 계획과 현재 낙폭도 확인한다. 손실 회복만을 이유로 비중을 늘리지 않는다.\n신규 편입은 승인 후보에서만 한다. 기존 보유는 관리 가능하다. 한도는 완화할 수 없다.\n현재 시점에서 실행 가능한 다음 거래 계획을 제시한다. 목표 비중은 계좌 전체 자산 대비 비중이다.\n빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}"}}},{"id":27,"created":"2026-10-20T17:23:34.429620+00:00","status":"completed","settings":{"version":"research-v3","source_hash":"55c837b0c846e8b32b76cf2ef4fd61c6eed6cc68d9011fd502db7c2e3a5cfbab","start":"2026-09-01","end":"2026-10-07","mode":"selection","kind":"trend","horizon":3,"candidates":4,"max_calls":49,"min_value":5000000000.0,"initial_cash":1000000,"max_positions":4,"max_position":0.25,"max_exposure":1.0,"cost":0.0015,"slippage":0.001,"discovery_version":"discovery-v2","portfolio_version":"portfolio-v1","memory":false,"filters":{},"guidance":"","discovery_prompt":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고 무효화 조건을 남긴다.\nprobability는 명시된 평가 사건의 확률(0~1)이다. 그럴듯한 자신감이 아니다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio_prompt":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n신규 편입은 승인 후보에서만 한다. 기존 보유는 관리 가능하다. 한도는 완화할 수 없다.\n현재 시점에서 실행 가능한 다음 거래 계획을 제시한다. 목표 비중은 계좌 전체 자산 대비 비중이다.\n빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}","model":"cbcn/deepseek-v4.1-flash","event":"다음 거래일 시가 진입 후 3번째 거래일 종가 청산, 편도 비용 15bp 및 슬리피지 10bp 차감 후 수익률 > 0","limitations":["현재 생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","각 편도 비용 15bp·슬리피지 10bp는 검증되지 않은 실험용 값입니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","일별 재조정 연구이며 고정 H일 판정 평가는 가상 포트폴리오 보유 기간과 다릅니다.","LLM 학습 지식의 미래 정보 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 아닙니다."],"campaign_id":4,"hypothesis":"초기 전략"},"result":{"curve":[{"date":"2026-09-02","equity":1000000.0,"baseline":968160.9314,"matched":1000000.0,"exposure":0.0,"benchmark":990193.7336,"cash":1000000.0},{"date":"2026-09-03","equity":991750.1703,"baseline":902412.7003,"matched":982879.725,"exposure":0.2138643444203702,"benchmark":991246.1134,"cash":779650.1703},{"date":"2026-09-04","equity":991220.2385,"baseline":882385.433,"matched":978760.7446,"exposure":0.0,"benchmark":1011432.6716,"cash":991220.2385},{"date":"2026-09-07","equity":975598.5206,"baseline":859111.3297,"matched":972443.9587,"exposure":0.2188400202403187,"benchmark":1060224.8266,"cash":762098.5206},{"date":"2026-09-08","equity":951098.5206,"baseline":826471.2386,"matched":966907.7351,"exposure":0.19871758382696408,"benchmark":1055584.7883,"cash":762098.5206},{"date":"2026-09-09","equity":936653.8511,"baseline":814180.4548,"matched":959373.3951,"exposure":0.4867326381851335,"benchmark":1072470.7008,"cash":480753.8511},{"date":"2026-09-10","equity":956082.3263,"baseline":834882.5571,"matched":965313.4635,"exposure":0.2547897741771481,"benchmark":1070222.4348,"cash":712482.3263},{"date":"2026-09-11","equity":944405.894,"baseline":833027.6296,"matched":964263.661,"exposure":0.23424250250457485,"benchmark":1047596.2688,"cash":723185.894},{"date":"2026-09-14","equity":944777.5287,"baseline":812114.5433,"matched":958313.8434,"exposure":0.2465765674305128,"benchmark":1008466.874,"cash":711817.5287},{"date":"2026-09-15","equity":936375.0663,"baseline":838377.359,"matched":957769.907,"exposure":0.0,"benchmark":997608.2277,"cash":936375.0663},{"date":"2026-09-16","equity":936375.0663,"baseline":787917.7179,"matched":957769.907,"exposure":0.0,"benchmark":1017603.4442,"cash":936375.0663},{"date":"2026-09-17","equity":931397.7702,"baseline":817238.059,"matched":960660.9528,"exposure":0.24305404978703274,"benchmark":1016790.2416,"cash":705017.7702},{"date":"2026-09-18","equity":932807.2127,"baseline":763588.9073,"matched":960642.713,"exposure":0.0,"benchmark":1045539.3447,"cash":932807.2127},{"date":"2026-09-21","equity":932807.2127,"baseline":753759.262,"matched":956501.4734,"exposure":0.0,"benchmark":1068643.8651,"cash":932807.2127},{"date":"2026-09-22","equity":931334.6194,"baseline":736715.7281,"matched":951220.0798,"exposure":0.2448099697605211,"benchmark":1070365.9412,"cash":703334.6194},{"date":"2026-09-23","equity":931064.2118,"baseline":736976.602,"matched":951900.3018,"exposure":0.0,"benchmark":1082468.309,"cash":931064.2118},{"date":"2026-09-28","equity":920918.9418,"baseline":725414.8561,"matched":948383.655,"exposure":0.23932616649022678,"benchmark":1047596.2688,"cash":700518.9418},{"date":"2026-09-29","equity":927104.0172,"baseline":699287.5707,"matched":940514.4717,"exposure":0.20925375836428026,"benchmark":1052284.1425,"cash":733104.0172},{"date":"2026-09-30","equity":928304.0172,"baseline":699713.8012,"matched":940532.4065,"exposure":0.2102759401844067,"benchmark":1048026.7878,"cash":733104.0172},{"date":"2026-10-01","equity":933991.0199,"baseline":755433.098,"matched":958653.496,"exposure":0.2500238171829567,"benchmark":1066921.789,"cash":700471.0199},{"date":"2026-10-02","equity":924353.5424,"baseline":772951.6139,"matched":963399.5284,"exposure":0.2271858010776282,"benchmark":1072088.0172,"cash":714353.5424},{"date":"2026-10-06","equity":931163.6524,"baseline":796635.0756,"matched":968827.6849,"exposure":0.24469382949406418,"benchmark":1059507.2949,"cash":703313.6524},{"date":"2026-10-07","equity":932689.1224,"baseline":747578.5534,"matched":967957.3673,"exposure":0.0,"benchmark":1038507.5341,"cash":932689.1224},{"date":"2026-10-08","equity":931417.4045,"baseline":759959.8973,"matched":967457.6917,"exposure":0.24462716596298903,"benchmark":1010762.9754,"cash":703567.4045}],"metrics":{"total_return":-0.06858259550000001,"baseline_return":-0.2400401027000001,"matched_return":-0.032542308300000045,"matched_max_drawdown":-0.05948552829999998,"baseline_max_drawdown":-0.3007124293,"benchmark_return":0.010762975400000041,"max_drawdown":-0.0790810582,"sharpe":-5.023283426605667,"trades":29,"fees":9673.7256,"error_days":0,"candidate_count":96,"evaluated_count":96,"groups":{"approve":{"count":18,"mean_return":-0.01776827777777778,"win_rate":0.3333333333333333},"watch":{"count":50,"mean_return":-0.0300983,"win_rate":0.36},"reject":{"count":28,"mean_return":-0.03824907142857143,"win_rate":0.35714285714285715},"error":{"count":0,"mean_return":null,"win_rate":null}},"brier":0.24293750000000003,"calibration":[{"from":0,"to":0.2,"count":0,"mean_probability":null,"actual_rate":null},{"from":0.2,"to":0.4,"count":20,"mean_probability":0.35550000000000004,"actual_rate":0.45},{"from":0.4,"to":0.6,"count":76,"mean_probability":0.4714473684210526,"actual_rate":0.32894736842105265},{"from":0.6,"to":0.8,"count":0,"mean_probability":null,"actual_rate":null},{"from":0.8,"to":1.0,"count":0,"mean_probability":null,"actual_rate":null}],"sessions":24,"average_exposure":0.16529224704538034},"calls":24,"limitations":["현재 생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","각 편도 비용 15bp·슬리피지 10bp는 검증되지 않은 실험용 값입니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","일별 재조정 연구이며 고정 H일 판정 평가는 가상 포트폴리오 보유 기간과 다릅니다.","LLM 학습 지식의 미래 정보 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 아닙니다."],"prompts":{"discovery":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고 무효화 조건을 남긴다.\nprobability는 명시된 평가 사건의 확률(0~1)이다. 그럴듯한 자신감이 아니다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n신규 편입은 승인 후보에서만 한다. 기존 보유는 관리 가능하다. 한도는 완화할 수 없다.\n현재 시점에서 실행 가능한 다음 거래 계획을 제시한다. 목표 비중은 계좌 전체 자산 대비 비중이다.\n빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}"}}},{"id":26,"created":"2026-10-20T17:16:15.462808+00:00","status":"completed","settings":{"version":"research-v3","source_hash":"55c837b0c846e8b32b76cf2ef4fd61c6eed6cc68d9011fd502db7c2e3a5cfbab","start":"2026-07-01","end":"2026-07-29","mode":"selection","kind":"trend","horizon":3,"candidates":4,"max_calls":69,"min_value":5000000000.0,"initial_cash":1000000,"max_positions":4,"max_position":0.25,"max_exposure":1.0,"cost":0.0015,"slippage":0.001,"discovery_version":"discovery-v2","portfolio_version":"portfolio-v1","memory":true,"filters":{"min_relative":0.0,"min_volume_ratio":0.6,"max_rsi":82,"max_atr_ratio":0.14,"max_return_20":4.0},"guidance":"현재 후보의 지표만으로 판정한다. 승인: 종가가 20일 평균 위이고 relative_return_20 > 0이며, 0.6 ≤ volume_ratio_20 ≤ 3.0, RSI14 ≤ 82, ATR14/종가 ≤ 0.13, return_20 ≤ 400%를 모두 만족할 때 승인한다. 관망: 추세는 유지되나(종가 > 20일 평균, relative_return_20 > 0) 위 조건 중 하나만 벗어난 경우로, (a) RSI14 82~88, (b) ATR14/종가 0.13~0.16, (c) volume_ratio_20 0.4~0.6 중 하나에 해당하면 관망으로 두고 승인하지 않는다. 단 RSI14가 82를 넘더라도 ATR14/종가 ≤ 0.10이고 volume_ratio_20 ≥ 1.5이면 상방 지속 가능성을 배제하지 않고 제외가 아닌 관망으로 분류한다. 제외: relative_return_20 ≤ 0(시장 대비 열위)이거나, ATR14/종가 ≥ 0.16이면서 volume_ratio_20 < 1.0인 거래량 미확인 고변동 종목, 또는 return_20 > 400%인 포물선 구간은 제외한다. 확률을 매길 때 0.4~0.6 구간은 판단 근거가 혼재한 상태로 보고, 승인은 명확한 지표 우위가 있을 때만 부여한다. 같은 종목이 재등장해 RSI14가 상승하고 volume_ratio_20이 하락했다면 관망으로 낮춘다.","discovery_prompt":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고 무효화 조건을 남긴다.\nprobability는 명시된 평가 사건의 확률(0~1)이다. 그럴듯한 자신감이 아니다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio_prompt":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n신규 편입은 승인 후보에서만 한다. 기존 보유는 관리 가능하다. 한도는 완화할 수 없다.\n현재 시점에서 실행 가능한 다음 거래 계획을 제시한다. 목표 비중은 계좌 전체 자산 대비 비중이다.\n빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}","model":"cbcn/deepseek-v4.1-flash","event":"다음 거래일 시가 진입 후 3번째 거래일 종가 청산, 편도 비용 15bp 및 슬리피지 10bp 차감 후 수익률 > 0","limitations":["현재 생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","각 편도 비용 15bp·슬리피지 10bp는 검증되지 않은 실험용 값입니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","일별 재조정 연구이며 고정 H일 판정 평가는 가상 포트폴리오 보유 기간과 다릅니다.","LLM 학습 지식의 미래 정보 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 아닙니다."],"campaign_id":4,"hypothesis":"상승 추세 종목의 3거래일 초과수익은 거래량 확인과 변동성 억제가 함께 있을 때만 양(+)이며, RSI14가 82를 넘거나 ATR14/종가가 0.14를 넘는 과열·고변동 구간에서는 추세 지속보다 급격한 되돌림이 우세하다. 따라서 상대강도·거래량 비율은 승인 조건으로, RSI·ATR 비율은 과열 차단 조건으로 함께 써야 한다."},"result":{"curve":[{"date":"2026-07-02","equity":912267.7713,"baseline":873432.1771,"matched":951524.572,"exposure":0.6208703385672739,"benchmark":968368.5492,"cash":345867.7713},{"date":"2026-07-03","equity":910102.7038,"baseline":871762.1381,"matched":958035.831,"exposure":0.4889558048140807,"benchmark":1027004.9486,"cash":465102.7038},{"date":"2026-07-06","equity":923500.9379,"baseline":897753.7982,"matched":975827.4911,"exposure":0.5984834203544797,"benchmark":1020069.1226,"cash":370800.9379},{"date":"2026-07-07","equity":905030.2807,"baseline":860535.4394,"matched":944639.9148,"exposure":0.5240708627119619,"benchmark":969782.4209,"cash":430730.2807},{"date":"2026-07-08","equity":881199.2342,"baseline":832706.4439,"matched":918860.7855,"exposure":0.738085071770313,"benchmark":916118.1368,"cash":230799.2342},{"date":"2026-07-09","equity":879577.4274,"baseline":830341.6029,"matched":916695.9445,"exposure":0.5915340523832867,"benchmark":922669.0755,"cash":359277.4274},{"date":"2026-07-10","equity":883118.4187,"baseline":817698.116,"matched":905204.7449,"exposure":0.4124022240707115,"benchmark":945440.2639,"cash":518918.4187},{"date":"2026-07-13","equity":837084.8085,"baseline":767631.9008,"matched":852094.151,"exposure":0.8683469017683062,"benchmark":853051.6063,"cash":110204.8085},{"date":"2026-07-14","equity":792460.4254,"baseline":737458.9378,"matched":807469.7679,"exposure":0.8078889235142354,"benchmark":860113.1097,"cash":152240.4254},{"date":"2026-07-15","equity":798800.9477,"baseline":743943.5872,"matched":814008.6191,"exposure":0.0,"benchmark":915104.8621,"cash":798800.9477},{"date":"2026-07-16","equity":784189.5414,"baseline":724484.3097,"matched":798001.882,"exposure":0.7537718482844098,"benchmark":854465.478,"cash":193089.5414},{"date":"2026-07-20","equity":767339.0516,"baseline":702362.0257,"matched":791505.5166,"exposure":0.4157093260381269,"benchmark":816016.0239,"cash":448349.0516},{"date":"2026-07-21","equity":766854.7923,"baseline":701352.2254,"matched":786198.7416,"exposure":0.8821748351457035,"benchmark":847726.0231,"cash":90354.7923},{"date":"2026-07-22","equity":773728.1839,"baseline":710251.2038,"matched":793072.1332,"exposure":0.8916826534011545,"benchmark":849092.7657,"cash":83808.1839},{"date":"2026-07-23","equity":871578.5915,"baseline":791196.6643,"matched":890922.5408,"exposure":0.842609039721093,"benchmark":887628.623,"cash":137178.5915},{"date":"2026-07-24","equity":876213.6708,"baseline":792787.1316,"matched":895100.5052,"exposure":0.40378278929280687,"benchmark":833807.2422,"cash":522413.6708},{"date":"2026-07-27","equity":792747.0155,"baseline":685485.3692,"matched":802852.6691,"exposure":0.5573657060122716,"benchmark":844513.3925,"cash":350897.0155},{"date":"2026-07-28","equity":700629.2966,"baseline":606022.8972,"matched":709109.5935,"exposure":0.972097517631637,"benchmark":750011.7823,"cash":19549.2966},{"date":"2026-07-29","equity":698889.3925,"baseline":603229.5603,"matched":709109.0604,"exposure":0.5259773634201783,"benchmark":702427.1463,"cash":331289.3925},{"date":"2026-07-30","equity":694462.9303,"baseline":600182.6805,"matched":706985.1294,"exposure":0.48857899419290013,"benchmark":688359.1234,"cash":355162.9303}],"metrics":{"total_return":-0.30553706969999994,"baseline_return":-0.3998173195,"matched_return":-0.2930148706,"matched_max_drawdown":-0.2930148706,"baseline_max_drawdown":-0.3998173195,"benchmark_return":-0.31164087659999995,"max_drawdown":-0.30553706969999994,"sharpe":-5.4301497280187805,"trades":78,"fees":19030.6097,"error_days":0,"candidate_count":80,"evaluated_count":80,"groups":{"approve":{"count":65,"mean_return":-0.07503956923076922,"win_rate":0.15384615384615385},"watch":{"count":15,"mean_return":-0.167788,"win_rate":0.06666666666666667},"reject":{"count":0,"mean_return":null,"win_rate":null},"error":{"count":0,"mean_return":null,"win_rate":null}},"brier":0.241275,"calibration":[{"from":0,"to":0.2,"count":0,"mean_probability":null,"actual_rate":null},{"from":0.2,"to":0.4,"count":3,"mean_probability":0.35666666666666663,"actual_rate":0.0},{"from":0.4,"to":0.6,"count":77,"mean_probability":0.49805194805194797,"actual_rate":0.14285714285714285},{"from":0.6,"to":0.8,"count":0,"mean_probability":null,"actual_rate":null},{"from":0.8,"to":1.0,"count":0,"mean_probability":null,"actual_rate":null}],"sessions":20,"average_exposure":0.6192193836547466},"calls":20,"limitations":["현재 생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","각 편도 비용 15bp·슬리피지 10bp는 검증되지 않은 실험용 값입니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","일별 재조정 연구이며 고정 H일 판정 평가는 가상 포트폴리오 보유 기간과 다릅니다.","LLM 학습 지식의 미래 정보 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 아닙니다."],"prompts":{"discovery":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고 무효화 조건을 남긴다.\nprobability는 명시된 평가 사건의 확률(0~1)이다. 그럴듯한 자신감이 아니다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n신규 편입은 승인 후보에서만 한다. 기존 보유는 관리 가능하다. 한도는 완화할 수 없다.\n현재 시점에서 실행 가능한 다음 거래 계획을 제시한다. 목표 비중은 계좌 전체 자산 대비 비중이다.\n빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}"}}},{"id":25,"created":"2026-10-20T17:09:47.495140+00:00","status":"completed","settings":{"version":"research-v3","source_hash":"55c837b0c846e8b32b76cf2ef4fd61c6eed6cc68d9011fd502db7c2e3a5cfbab","start":"2026-07-01","end":"2026-07-29","mode":"selection","kind":"trend","horizon":3,"candidates":4,"max_calls":89,"min_value":5000000000.0,"initial_cash":1000000,"max_positions":4,"max_position":0.25,"max_exposure":1.0,"cost":0.0015,"slippage":0.001,"discovery_version":"discovery-v2","portfolio_version":"portfolio-v1","memory":false,"filters":{},"guidance":"","discovery_prompt":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고 무효화 조건을 남긴다.\nprobability는 명시된 평가 사건의 확률(0~1)이다. 그럴듯한 자신감이 아니다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio_prompt":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n신규 편입은 승인 후보에서만 한다. 기존 보유는 관리 가능하다. 한도는 완화할 수 없다.\n현재 시점에서 실행 가능한 다음 거래 계획을 제시한다. 목표 비중은 계좌 전체 자산 대비 비중이다.\n빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}","model":"cbcn/deepseek-v4.1-flash","event":"다음 거래일 시가 진입 후 3번째 거래일 종가 청산, 편도 비용 15bp 및 슬리피지 10bp 차감 후 수익률 > 0","limitations":["현재 생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","각 편도 비용 15bp·슬리피지 10bp는 검증되지 않은 실험용 값입니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","일별 재조정 연구이며 고정 H일 판정 평가는 가상 포트폴리오 보유 기간과 다릅니다.","LLM 학습 지식의 미래 정보 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 아닙니다."],"campaign_id":4,"hypothesis":"초기 전략"},"result":{"curve":[{"date":"2026-07-02","equity":1000000.0,"baseline":886385.6182,"matched":1000000.0,"exposure":0.0,"benchmark":968368.5492,"cash":1000000.0},{"date":"2026-07-03","equity":1000000.0,"baseline":826343.6955,"matched":1000000.0,"exposure":0.0,"benchmark":1027004.9486,"cash":1000000.0},{"date":"2026-07-06","equity":1000000.0,"baseline":936653.6317,"matched":1000000.0,"exposure":0.0,"benchmark":1020069.1226,"cash":1000000.0},{"date":"2026-07-07","equity":1000000.0,"baseline":896621.7815,"matched":1000000.0,"exposure":0.0,"benchmark":969782.4209,"cash":1000000.0},{"date":"2026-07-08","equity":1000000.0,"baseline":920439.2315,"matched":1000000.0,"exposure":0.0,"benchmark":916118.1368,"cash":1000000.0},{"date":"2026-07-09","equity":1000000.0,"baseline":942665.4574,"matched":1000000.0,"exposure":0.0,"benchmark":922669.0755,"cash":1000000.0},{"date":"2026-07-10","equity":1000000.0,"baseline":930541.1439,"matched":1000000.0,"exposure":0.0,"benchmark":945440.2639,"cash":1000000.0},{"date":"2026-07-13","equity":1000000.0,"baseline":816742.8183,"matched":1000000.0,"exposure":0.0,"benchmark":853051.6063,"cash":1000000.0},{"date":"2026-07-14","equity":1000000.0,"baseline":813735.6589,"matched":1000000.0,"exposure":0.0,"benchmark":860113.1097,"cash":1000000.0},{"date":"2026-07-15","equity":1000000.0,"baseline":908108.6225,"matched":1000000.0,"exposure":0.0,"benchmark":915104.8621,"cash":1000000.0},{"date":"2026-07-16","equity":1000000.0,"baseline":881898.3378,"matched":1000000.0,"exposure":0.0,"benchmark":854465.478,"cash":1000000.0},{"date":"2026-07-20","equity":996734.781,"baseline":858080.5851,"matched":1001992.309,"exposure":0.1435687835197556,"benchmark":816016.0239,"cash":853634.781},{"date":"2026-07-21","equity":995434.781,"baseline":846593.6989,"matched":991680.6738,"exposure":0.14245031689323703,"benchmark":847726.0231,"cash":853634.781},{"date":"2026-07-22","equity":1014310.6514,"baseline":839732.35,"matched":986785.0447,"exposure":0.2445010309787229,"benchmark":849092.7657,"cash":766310.6514},{"date":"2026-07-23","equity":1023666.0384,"baseline":899747.2662,"matched":989260.949,"exposure":0.0,"benchmark":887628.623,"cash":1023666.0384},{"date":"2026-07-24","equity":1023666.0384,"baseline":903945.7262,"matched":989260.949,"exposure":0.0,"benchmark":833807.2422,"cash":1023666.0384},{"date":"2026-07-27","equity":1014300.0689,"baseline":813464.5361,"matched":977303.0253,"exposure":0.135364281442012,"benchmark":844513.3925,"cash":877000.0689},{"date":"2026-07-28","equity":970529.2726,"baseline":715349.8508,"matched":946868.887,"exposure":0.21508882410743393,"benchmark":750011.7823,"cash":761779.2726},{"date":"2026-07-29","equity":974247.0921,"baseline":729905.0444,"matched":949464.3659,"exposure":0.0,"benchmark":702427.1463,"cash":974247.0921},{"date":"2026-07-30","equity":978208.329,"baseline":723705.0444,"matched":945358.0281,"exposure":0.18380542740665534,"benchmark":688359.1234,"cash":798408.329}],"metrics":{"total_return":-0.021791671000000012,"baseline_return":-0.27629495559999995,"matched_return":-0.054641971899999975,"matched_max_drawdown":-0.05652167226365412,"baseline_max_drawdown":-0.2846501492,"benchmark_return":-0.31164087659999995,"max_drawdown":-0.05190830193317075,"sharpe":-1.5024620879674364,"trades":9,"fees":2545.121,"error_days":0,"candidate_count":80,"evaluated_count":72,"groups":{"approve":{"count":6,"mean_return":0.0059093333333333385,"win_rate":0.3333333333333333},"watch":{"count":32,"mean_return":-0.11719912499999999,"win_rate":0.125},"reject":{"count":34,"mean_return":-0.10494279411764706,"win_rate":0.20588235294117646},"error":{"count":0,"mean_return":null,"win_rate":null}},"brier":0.20877222222222222,"calibration":[{"from":0,"to":0.2,"count":0,"mean_probability":null,"actual_rate":null},{"from":0.2,"to":0.4,"count":30,"mean_probability":0.3320000000000001,"actual_rate":0.23333333333333334},{"from":0.4,"to":0.6,"count":42,"mean_probability":0.45428571428571424,"actual_rate":0.14285714285714285},{"from":0.6,"to":0.8,"count":0,"mean_probability":null,"actual_rate":null},{"from":0.8,"to":1.0,"count":0,"mean_probability":null,"actual_rate":null}],"sessions":20,"average_exposure":0.05323893321739084},"calls":20,"limitations":["현재 생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","각 편도 비용 15bp·슬리피지 10bp는 검증되지 않은 실험용 값입니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","일별 재조정 연구이며 고정 H일 판정 평가는 가상 포트폴리오 보유 기간과 다릅니다.","LLM 학습 지식의 미래 정보 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 아닙니다."],"prompts":{"discovery":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고 무효화 조건을 남긴다.\nprobability는 명시된 평가 사건의 확률(0~1)이다. 그럴듯한 자신감이 아니다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n신규 편입은 승인 후보에서만 한다. 기존 보유는 관리 가능하다. 한도는 완화할 수 없다.\n현재 시점에서 실행 가능한 다음 거래 계획을 제시한다. 목표 비중은 계좌 전체 자산 대비 비중이다.\n빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}"}}},{"id":24,"created":"2026-10-20T17:06:06.647365+00:00","status":"completed","settings":{"version":"research-v3","source_hash":"55c837b0c846e8b32b76cf2ef4fd61c6eed6cc68d9011fd502db7c2e3a5cfbab","start":"2026-04-01","end":"2026-04-14","mode":"selection","kind":"trend","horizon":3,"candidates":4,"max_calls":99,"min_value":5000000000.0,"initial_cash":1000000,"max_positions":4,"max_position":0.25,"max_exposure":1.0,"cost":0.0015,"slippage":0.001,"discovery_version":"discovery-v2","portfolio_version":"portfolio-v1","memory":true,"filters":{"min_relative":0.0,"min_volume_ratio":0.6,"max_rsi":82,"max_atr_ratio":0.14,"max_return_20":4.0},"guidance":"현재 후보의 지표만으로 판정한다. 승인: 종가가 20일 평균 위이고 relative_return_20 > 0이며, 0.6 ≤ volume_ratio_20 ≤ 3.0, RSI14 ≤ 82, ATR14/종가 ≤ 0.13, return_20 ≤ 400%를 모두 만족할 때 승인한다. 관망: 추세는 유지되나(종가 > 20일 평균, relative_return_20 > 0) 위 조건 중 하나만 벗어난 경우로, (a) RSI14 82~88, (b) ATR14/종가 0.13~0.16, (c) volume_ratio_20 0.4~0.6 중 하나에 해당하면 관망으로 두고 승인하지 않는다. 단 RSI14가 82를 넘더라도 ATR14/종가 ≤ 0.10이고 volume_ratio_20 ≥ 1.5이면 상방 지속 가능성을 배제하지 않고 제외가 아닌 관망으로 분류한다. 제외: relative_return_20 ≤ 0(시장 대비 열위)이거나, ATR14/종가 ≥ 0.16이면서 volume_ratio_20 < 1.0인 거래량 미확인 고변동 종목, 또는 return_20 > 400%인 포물선 구간은 제외한다. 확률을 매길 때 0.4~0.6 구간은 판단 근거가 혼재한 상태로 보고, 승인은 명확한 지표 우위가 있을 때만 부여한다. 같은 종목이 재등장해 RSI14가 상승하고 volume_ratio_20이 하락했다면 관망으로 낮춘다.","discovery_prompt":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고 무효화 조건을 남긴다.\nprobability는 명시된 평가 사건의 확률(0~1)이다. 그럴듯한 자신감이 아니다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio_prompt":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n신규 편입은 승인 후보에서만 한다. 기존 보유는 관리 가능하다. 한도는 완화할 수 없다.\n현재 시점에서 실행 가능한 다음 거래 계획을 제시한다. 목표 비중은 계좌 전체 자산 대비 비중이다.\n빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}","model":"cbcn/deepseek-v4.1-flash","event":"다음 거래일 시가 진입 후 3번째 거래일 종가 청산, 편도 비용 15bp 및 슬리피지 10bp 차감 후 수익률 > 0","limitations":["현재 생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","각 편도 비용 15bp·슬리피지 10bp는 검증되지 않은 실험용 값입니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","일별 재조정 연구이며 고정 H일 판정 평가는 가상 포트폴리오 보유 기간과 다릅니다.","LLM 학습 지식의 미래 정보 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 아닙니다."],"campaign_id":4,"hypothesis":"상승 추세 종목의 3거래일 초과수익은 거래량 확인과 변동성 억제가 함께 있을 때만 양(+)이며, RSI14가 82를 넘거나 ATR14/종가가 0.14를 넘는 과열·고변동 구간에서는 추세 지속보다 급격한 되돌림이 우세하다. 따라서 상대강도·거래량 비율은 승인 조건으로, RSI·ATR 비율은 과열 차단 조건으로 함께 써야 한다."},"result":{"curve":[{"date":"2026-04-02","equity":953078.9602,"baseline":953078.9602,"matched":953078.9602,"exposure":0.9603821280133056,"benchmark":939624.102,"cash":37758.9602},{"date":"2026-04-03","equity":1001594.5731,"baseline":995517.8533,"matched":998250.9626,"exposure":0.7225378605710272,"benchmark":968276.0456,"cash":277904.5731},{"date":"2026-04-06","equity":1097484.7276,"baseline":1112940.0692,"matched":1098713.1542,"exposure":0.9291063232078128,"benchmark":982402.4576,"cash":77804.7276},{"date":"2026-04-07","equity":1084417.3106,"baseline":1022894.8154,"matched":1074374.6831,"exposure":0.4635023759836111,"benchmark":994654.2174,"cash":581787.3106},{"date":"2026-04-08","equity":1187358.2664,"baseline":1209036.6072,"matched":1135884.3038,"exposure":0.2897861662642089,"benchmark":1069519.3633,"cash":843278.2664},{"date":"2026-04-09","equity":1230919.0357,"baseline":1268373.7133,"matched":1157595.9771,"exposure":0.49597088214392676,"benchmark":1048499.0687,"cash":620419.0357},{"date":"2026-04-10","equity":1250820.7453,"baseline":1297124.9245,"matched":1161769.6314,"exposure":0.7273224428144163,"benchmark":1065383.0338,"cash":341070.7453},{"date":"2026-04-13","equity":1280983.2518,"baseline":1345655.2965,"matched":1180097.5019,"exposure":0.5109473516570685,"benchmark":1056070.245,"cash":626468.2518},{"date":"2026-04-14","equity":1281400.7672,"baseline":1348985.5491,"matched":1161942.4601,"exposure":0.9804504821620958,"benchmark":1086705.6917,"cash":25050.7672},{"date":"2026-04-15","equity":1277100.2761,"baseline":1317945.3461,"matched":1149505.1287,"exposure":0.7178449626661588,"benchmark":1113567.6447,"cash":360340.2761}],"metrics":{"total_return":0.2771002760999999,"baseline_return":0.3179453460999999,"matched_return":0.1495051287,"matched_max_drawdown":-0.046921039800000064,"baseline_max_drawdown":-0.08090754955451118,"benchmark_return":0.11356764470000003,"max_drawdown":-0.046921039800000064,"sharpe":9.416801046073157,"trades":42,"fees":14226.2039,"error_days":0,"candidate_count":40,"evaluated_count":38,"groups":{"approve":{"count":27,"mean_return":0.037149037037037036,"win_rate":0.5185185185185185},"watch":{"count":11,"mean_return":0.035081545454545456,"win_rate":0.6363636363636364},"reject":{"count":0,"mean_return":null,"win_rate":null},"error":{"count":0,"mean_return":null,"win_rate":null}},"brier":0.2534763157894737,"calibration":[{"from":0,"to":0.2,"count":0,"mean_probability":null,"actual_rate":null},{"from":0.2,"to":0.4,"count":0,"mean_probability":null,"actual_rate":null},{"from":0.4,"to":0.6,"count":35,"mean_probability":0.5139999999999999,"actual_rate":0.5428571428571428},{"from":0.6,"to":0.8,"count":4,"mean_probability":0.61,"actual_rate":0.75},{"from":0.8,"to":1.0,"count":0,"mean_probability":null,"actual_rate":null}],"sessions":10,"average_exposure":0.6797850975483631},"calls":10,"limitations":["현재 생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","각 편도 비용 15bp·슬리피지 10bp는 검증되지 않은 실험용 값입니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","일별 재조정 연구이며 고정 H일 판정 평가는 가상 포트폴리오 보유 기간과 다릅니다.","LLM 학습 지식의 미래 정보 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 아닙니다."],"prompts":{"discovery":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고 무효화 조건을 남긴다.\nprobability는 명시된 평가 사건의 확률(0~1)이다. 그럴듯한 자신감이 아니다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n신규 편입은 승인 후보에서만 한다. 기존 보유는 관리 가능하다. 한도는 완화할 수 없다.\n현재 시점에서 실행 가능한 다음 거래 계획을 제시한다. 목표 비중은 계좌 전체 자산 대비 비중이다.\n빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}"}}},{"id":23,"created":"2026-10-20T17:01:39.392615+00:00","status":"completed","settings":{"version":"research-v3","source_hash":"55c837b0c846e8b32b76cf2ef4fd61c6eed6cc68d9011fd502db7c2e3a5cfbab","start":"2026-04-01","end":"2026-04-14","mode":"selection","kind":"trend","horizon":3,"candidates":4,"max_calls":110,"min_value":5000000000.0,"initial_cash":1000000,"max_positions":4,"max_position":0.25,"max_exposure":1.0,"cost":0.0015,"slippage":0.001,"discovery_version":"discovery-v2","portfolio_version":"portfolio-v1","memory":false,"filters":{},"guidance":"","discovery_prompt":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고 무효화 조건을 남긴다.\nprobability는 명시된 평가 사건의 확률(0~1)이다. 그럴듯한 자신감이 아니다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio_prompt":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n신규 편입은 승인 후보에서만 한다. 기존 보유는 관리 가능하다. 한도는 완화할 수 없다.\n현재 시점에서 실행 가능한 다음 거래 계획을 제시한다. 목표 비중은 계좌 전체 자산 대비 비중이다.\n빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}","model":"cbcn/deepseek-v4.1-flash","event":"다음 거래일 시가 진입 후 3번째 거래일 종가 청산, 편도 비용 15bp 및 슬리피지 10bp 차감 후 수익률 > 0","limitations":["현재 생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","각 편도 비용 15bp·슬리피지 10bp는 검증되지 않은 실험용 값입니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","일별 재조정 연구이며 고정 H일 판정 평가는 가상 포트폴리오 보유 기간과 다릅니다.","LLM 학습 지식의 미래 정보 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 아닙니다."],"campaign_id":4,"hypothesis":"초기 전략"},"result":{"curve":[{"date":"2026-04-02","equity":1000000.0,"baseline":935783.614,"matched":1000000.0,"exposure":0.0,"benchmark":939624.102,"cash":1000000.0},{"date":"2026-04-03","equity":1000000.0,"baseline":953432.7866,"matched":1000000.0,"exposure":0.0,"benchmark":968276.0456,"cash":1000000.0},{"date":"2026-04-06","equity":987504.703,"baseline":982370.1957,"matched":999100.6736,"exposure":0.18835353334008376,"benchmark":982402.4576,"cash":801504.703},{"date":"2026-04-07","equity":980456.4721,"baseline":964984.3577,"matched":999072.0749,"exposure":0.0,"benchmark":994654.2174,"cash":980456.4721},{"date":"2026-04-08","equity":980456.4721,"baseline":968044.8669,"matched":999072.0749,"exposure":0.0,"benchmark":1069519.3633,"cash":980456.4721},{"date":"2026-04-09","equity":980456.4721,"baseline":1149118.1892,"matched":999072.0749,"exposure":0.0,"benchmark":1048499.0687,"cash":980456.4721},{"date":"2026-04-10","equity":980456.4721,"baseline":1183767.2002,"matched":999072.0749,"exposure":0.0,"benchmark":1065383.0338,"cash":980456.4721},{"date":"2026-04-13","equity":980456.4721,"baseline":1312280.2746,"matched":1018933.5408,"exposure":0.0,"benchmark":1056070.245,"cash":980456.4721},{"date":"2026-04-14","equity":980456.4721,"baseline":1433730.905,"matched":1020652.4056,"exposure":0.0,"benchmark":1086705.6917,"cash":980456.4721},{"date":"2026-04-15","equity":980456.4721,"baseline":1572704.0865,"matched":1030782.9813,"exposure":0.0,"benchmark":1113567.6447,"cash":980456.4721}],"metrics":{"total_return":-0.019543527900000024,"baseline_return":0.5727040864999999,"matched_return":0.030782981300000012,"matched_max_drawdown":-0.0009279250999999489,"baseline_max_drawdown":-0.06421638600000001,"benchmark_return":0.11356764470000003,"max_drawdown":-0.019543527900000024,"sharpe":-7.591732948491929,"trades":2,"fees":566.1279,"error_days":0,"candidate_count":40,"evaluated_count":26,"groups":{"approve":{"count":1,"mean_return":-0.127103,"win_rate":0.0},"watch":{"count":14,"mean_return":0.11090642857142859,"win_rate":0.5714285714285714},"reject":{"count":11,"mean_return":0.04265236363636365,"win_rate":0.5454545454545454},"error":{"count":0,"mean_return":null,"win_rate":null}},"brier":0.27045384615384616,"calibration":[{"from":0,"to":0.2,"count":0,"mean_probability":null,"actual_rate":null},{"from":0.2,"to":0.4,"count":9,"mean_probability":0.3444444444444444,"actual_rate":0.6666666666666666},{"from":0.4,"to":0.6,"count":17,"mean_probability":0.4517647058823529,"actual_rate":0.47058823529411764},{"from":0.6,"to":0.8,"count":0,"mean_probability":null,"actual_rate":null},{"from":0.8,"to":1.0,"count":0,"mean_probability":null,"actual_rate":null}],"sessions":10,"average_exposure":0.018835353334008376},"calls":10,"limitations":["현재 생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","각 편도 비용 15bp·슬리피지 10bp는 검증되지 않은 실험용 값입니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","일별 재조정 연구이며 고정 H일 판정 평가는 가상 포트폴리오 보유 기간과 다릅니다.","LLM 학습 지식의 미래 정보 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 아닙니다."],"prompts":{"discovery":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고 무효화 조건을 남긴다.\nprobability는 명시된 평가 사건의 확률(0~1)이다. 그럴듯한 자신감이 아니다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n신규 편입은 승인 후보에서만 한다. 기존 보유는 관리 가능하다. 한도는 완화할 수 없다.\n현재 시점에서 실행 가능한 다음 거래 계획을 제시한다. 목표 비중은 계좌 전체 자산 대비 비중이다.\n빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}"}}},{"id":22,"created":"2026-10-20T17:01:37.722679+00:00","status":"completed","settings":{"version":"research-v3","source_hash":"55c837b0c846e8b32b76cf2ef4fd61c6eed6cc68d9011fd502db7c2e3a5cfbab","start":"2026-04-01","end":"2026-04-14","mode":"rules","kind":"pullback","horizon":3,"candidates":4,"max_calls":110,"min_value":5000000000.0,"initial_cash":1000000,"max_positions":4,"max_position":0.25,"max_exposure":1.0,"cost":0.0015,"slippage":0.001,"discovery_version":"discovery-v2","portfolio_version":"portfolio-v1","memory":false,"filters":{},"guidance":"","discovery_prompt":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고 무효화 조건을 남긴다.\nprobability는 명시된 평가 사건의 확률(0~1)이다. 그럴듯한 자신감이 아니다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio_prompt":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n신규 편입은 승인 후보에서만 한다. 기존 보유는 관리 가능하다. 한도는 완화할 수 없다.\n현재 시점에서 실행 가능한 다음 거래 계획을 제시한다. 목표 비중은 계좌 전체 자산 대비 비중이다.\n빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}","model":null,"event":"다음 거래일 시가 진입 후 3번째 거래일 종가 청산, 편도 비용 15bp 및 슬리피지 10bp 차감 후 수익률 > 0","limitations":["현재 생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","각 편도 비용 15bp·슬리피지 10bp는 검증되지 않은 실험용 값입니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","일별 재조정 연구이며 고정 H일 판정 평가는 가상 포트폴리오 보유 기간과 다릅니다.","LLM 학습 지식의 미래 정보 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 아닙니다."],"campaign_id":4,"hypothesis":"초기 전략"},"result":{"curve":[{"date":"2026-04-02","equity":986934.3245,"baseline":986934.3245,"matched":986934.3245,"exposure":0.9555022828116346,"benchmark":939624.102,"cash":43916.3245},{"date":"2026-04-03","equity":1067158.4526,"baseline":1067158.4526,"matched":1067158.4526,"exposure":0.9849090334111298,"benchmark":968276.0456,"cash":16104.4526},{"date":"2026-04-06","equity":993249.2814,"baseline":993249.2814,"matched":993249.2814,"exposure":0.9714127339765615,"benchmark":982402.4576,"cash":28394.2814},{"date":"2026-04-07","equity":976679.3965,"baseline":976679.3965,"matched":976679.3965,"exposure":0.9802090670377195,"benchmark":994654.2174,"cash":19329.3965},{"date":"2026-04-08","equity":1029956.9704,"baseline":1029956.9704,"matched":1029956.9704,"exposure":0.9926385561616194,"benchmark":1069519.3633,"cash":7581.9704},{"date":"2026-04-09","equity":1030733.7828,"baseline":1030733.7828,"matched":1030733.7828,"exposure":0.9859771912055811,"benchmark":1048499.0687,"cash":14453.7828},{"date":"2026-04-10","equity":1102166.0967,"baseline":1102166.0967,"matched":1102166.0967,"exposure":0.9731609447762882,"benchmark":1065383.0338,"cash":29581.0967},{"date":"2026-04-13","equity":1208700.3858,"baseline":1208700.3858,"matched":1208700.3858,"exposure":0.9287661468555559,"benchmark":1056070.245,"cash":86100.3858},{"date":"2026-04-14","equity":1232203.6733,"baseline":1232203.6733,"matched":1232203.6733,"exposure":0.9666177968498472,"benchmark":1086705.6917,"cash":41133.6733},{"date":"2026-04-15","equity":1207124.1665,"baseline":1207124.1665,"matched":1207124.1665,"exposure":0.8671154376828986,"benchmark":1113567.6447,"cash":160408.1665}],"metrics":{"total_return":0.2071241665000001,"baseline_return":0.2071241665000001,"matched_return":0.2071241665000001,"matched_max_drawdown":-0.08478502501625584,"baseline_max_drawdown":-0.08478502501625584,"benchmark_return":0.11356764470000003,"max_drawdown":-0.08478502501625584,"sharpe":6.350086715158878,"trades":55,"fees":16368.3873,"error_days":0,"candidate_count":40,"evaluated_count":39,"groups":{"approve":{"count":39,"mean_return":0.060584538461538454,"win_rate":0.5128205128205128},"watch":{"count":0,"mean_return":null,"win_rate":null},"reject":{"count":0,"mean_return":null,"win_rate":null},"error":{"count":0,"mean_return":null,"win_rate":null}},"brier":null,"calibration":[{"from":0,"to":0.2,"count":0,"mean_probability":null,"actual_rate":null},{"from":0.2,"to":0.4,"count":0,"mean_probability":null,"actual_rate":null},{"from":0.4,"to":0.6,"count":0,"mean_probability":null,"actual_rate":null},{"from":0.6,"to":0.8,"count":0,"mean_probability":null,"actual_rate":null},{"from":0.8,"to":1.0,"count":0,"mean_probability":null,"actual_rate":null}],"sessions":10,"average_exposure":0.9606309190768835},"calls":0,"limitations":["현재 생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","각 편도 비용 15bp·슬리피지 10bp는 검증되지 않은 실험용 값입니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","일별 재조정 연구이며 고정 H일 판정 평가는 가상 포트폴리오 보유 기간과 다릅니다.","LLM 학습 지식의 미래 정보 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 아닙니다."],"prompts":{"discovery":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고 무효화 조건을 남긴다.\nprobability는 명시된 평가 사건의 확률(0~1)이다. 그럴듯한 자신감이 아니다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n신규 편입은 승인 후보에서만 한다. 기존 보유는 관리 가능하다. 한도는 완화할 수 없다.\n현재 시점에서 실행 가능한 다음 거래 계획을 제시한다. 목표 비중은 계좌 전체 자산 대비 비중이다.\n빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}"}}},{"id":21,"created":"2026-10-20T17:01:36.065081+00:00","status":"completed","settings":{"version":"research-v3","source_hash":"55c837b0c846e8b32b76cf2ef4fd61c6eed6cc68d9011fd502db7c2e3a5cfbab","start":"2026-04-01","end":"2026-04-14","mode":"rules","kind":"trend","horizon":3,"candidates":4,"max_calls":110,"min_value":5000000000.0,"initial_cash":1000000,"max_positions":4,"max_position":0.25,"max_exposure":1.0,"cost":0.0015,"slippage":0.001,"discovery_version":"discovery-v2","portfolio_version":"portfolio-v1","memory":false,"filters":{},"guidance":"","discovery_prompt":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고 무효화 조건을 남긴다.\nprobability는 명시된 평가 사건의 확률(0~1)이다. 그럴듯한 자신감이 아니다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio_prompt":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n신규 편입은 승인 후보에서만 한다. 기존 보유는 관리 가능하다. 한도는 완화할 수 없다.\n현재 시점에서 실행 가능한 다음 거래 계획을 제시한다. 목표 비중은 계좌 전체 자산 대비 비중이다.\n빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}","model":null,"event":"다음 거래일 시가 진입 후 3번째 거래일 종가 청산, 편도 비용 15bp 및 슬리피지 10bp 차감 후 수익률 > 0","limitations":["현재 생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","각 편도 비용 15bp·슬리피지 10bp는 검증되지 않은 실험용 값입니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","일별 재조정 연구이며 고정 H일 판정 평가는 가상 포트폴리오 보유 기간과 다릅니다.","LLM 학습 지식의 미래 정보 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 아닙니다."],"campaign_id":4,"hypothesis":"초기 전략"},"result":{"curve":[{"date":"2026-04-02","equity":935783.614,"baseline":935783.614,"matched":935783.614,"exposure":0.9747873186804213,"benchmark":939624.102,"cash":23593.614},{"date":"2026-04-03","equity":953432.7866,"baseline":953432.7866,"matched":953432.7866,"exposure":0.741688360148913,"benchmark":968276.0456,"cash":246282.7866},{"date":"2026-04-06","equity":982370.1957,"baseline":982370.1957,"matched":982370.1957,"exposure":0.9242747835628811,"benchmark":982402.4576,"cash":74390.1957},{"date":"2026-04-07","equity":964984.3577,"baseline":964984.3577,"matched":964984.3577,"exposure":0.9687566358311718,"benchmark":994654.2174,"cash":30149.3577},{"date":"2026-04-08","equity":968044.8669,"baseline":968044.8669,"matched":968044.8669,"exposure":0.9982233603072079,"benchmark":1069519.3633,"cash":1719.8669},{"date":"2026-04-09","equity":1149118.1892,"baseline":1149118.1892,"matched":1149118.1892,"exposure":0.9550209981283186,"benchmark":1048499.0687,"cash":51686.1892},{"date":"2026-04-10","equity":1183767.2002,"baseline":1183767.2002,"matched":1183767.2002,"exposure":0.9964569045591076,"benchmark":1065383.0338,"cash":4194.2002},{"date":"2026-04-13","equity":1312280.2746,"baseline":1312280.2746,"matched":1312280.2746,"exposure":0.9717832575093361,"benchmark":1056070.245,"cash":37028.2746},{"date":"2026-04-14","equity":1433730.905,"baseline":1433730.905,"matched":1433730.905,"exposure":0.6923265701606941,"benchmark":1086705.6917,"cash":441120.905},{"date":"2026-04-15","equity":1572704.0865,"baseline":1572704.0865,"matched":1572704.0865,"exposure":0.7222509369546831,"benchmark":1113567.6447,"cash":436817.0865}],"metrics":{"total_return":0.5727040864999999,"baseline_return":0.5727040864999999,"matched_return":0.5727040864999999,"matched_max_drawdown":-0.06421638600000001,"baseline_max_drawdown":-0.06421638600000001,"benchmark_return":0.11356764470000003,"max_drawdown":-0.06421638600000001,"sharpe":11.155186122669162,"trades":40,"fees":11495.0746,"error_days":0,"candidate_count":40,"evaluated_count":26,"groups":{"approve":{"count":26,"mean_return":0.07287550000000001,"win_rate":0.5384615384615384},"watch":{"count":0,"mean_return":null,"win_rate":null},"reject":{"count":0,"mean_return":null,"win_rate":null},"error":{"count":0,"mean_return":null,"win_rate":null}},"brier":null,"calibration":[{"from":0,"to":0.2,"count":0,"mean_probability":null,"actual_rate":null},{"from":0.2,"to":0.4,"count":0,"mean_probability":null,"actual_rate":null},{"from":0.4,"to":0.6,"count":0,"mean_probability":null,"actual_rate":null},{"from":0.6,"to":0.8,"count":0,"mean_probability":null,"actual_rate":null},{"from":0.8,"to":1.0,"count":0,"mean_probability":null,"actual_rate":null}],"sessions":10,"average_exposure":0.8945569125842734},"calls":0,"limitations":["현재 생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","각 편도 비용 15bp·슬리피지 10bp는 검증되지 않은 실험용 값입니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","일별 재조정 연구이며 고정 H일 판정 평가는 가상 포트폴리오 보유 기간과 다릅니다.","LLM 학습 지식의 미래 정보 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 아닙니다."],"prompts":{"discovery":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고 무효화 조건을 남긴다.\nprobability는 명시된 평가 사건의 확률(0~1)이다. 그럴듯한 자신감이 아니다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n신규 편입은 승인 후보에서만 한다. 기존 보유는 관리 가능하다. 한도는 완화할 수 없다.\n현재 시점에서 실행 가능한 다음 거래 계획을 제시한다. 목표 비중은 계좌 전체 자산 대비 비중이다.\n빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}"}}},{"id":20,"created":"2026-10-20T17:00:00.992037+00:00","status":"failed","settings":{"version":"research-v3","source_hash":"55c837b0c846e8b32b76cf2ef4fd61c6eed6cc68d9011fd502db7c2e3a5cfbab","start":"2026-04-01","end":"2026-04-14","mode":"selection","kind":"trend","horizon":3,"candidates":4,"max_calls":110,"min_value":5000000000.0,"initial_cash":1000000,"max_positions":4,"max_position":0.25,"max_exposure":1.0,"cost":0.0015,"slippage":0.001,"discovery_version":"discovery-v2","portfolio_version":"portfolio-v1","memory":false,"filters":{},"guidance":"","discovery_prompt":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고 무효화 조건을 남긴다.\nprobability는 명시된 평가 사건의 확률(0~1)이다. 그럴듯한 자신감이 아니다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio_prompt":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n신규 편입은 승인 후보에서만 한다. 기존 보유는 관리 가능하다. 한도는 완화할 수 없다.\n현재 시점에서 실행 가능한 다음 거래 계획을 제시한다. 목표 비중은 계좌 전체 자산 대비 비중이다.\n빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}","model":"cbcn/deepseek-v4.1-flash","event":"다음 거래일 시가 진입 후 3번째 거래일 종가 청산, 편도 비용 15bp 및 슬리피지 10bp 차감 후 수익률 > 0","limitations":["현재 생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","각 편도 비용 15bp·슬리피지 10bp는 검증되지 않은 실험용 값입니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","일별 재조정 연구이며 고정 H일 판정 평가는 가상 포트폴리오 보유 기간과 다릅니다.","LLM 학습 지식의 미래 정보 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 아닙니다."],"campaign_id":3,"hypothesis":"초기 전략"},"result":null},{"id":19,"created":"2026-10-20T16:59:59.326972+00:00","status":"completed","settings":{"version":"research-v3","source_hash":"55c837b0c846e8b32b76cf2ef4fd61c6eed6cc68d9011fd502db7c2e3a5cfbab","start":"2026-04-01","end":"2026-04-14","mode":"rules","kind":"pullback","horizon":3,"candidates":4,"max_calls":110,"min_value":5000000000.0,"initial_cash":1000000,"max_positions":4,"max_position":0.25,"max_exposure":1.0,"cost":0.0015,"slippage":0.001,"discovery_version":"discovery-v2","portfolio_version":"portfolio-v1","memory":false,"filters":{},"guidance":"","discovery_prompt":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고 무효화 조건을 남긴다.\nprobability는 명시된 평가 사건의 확률(0~1)이다. 그럴듯한 자신감이 아니다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio_prompt":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n신규 편입은 승인 후보에서만 한다. 기존 보유는 관리 가능하다. 한도는 완화할 수 없다.\n현재 시점에서 실행 가능한 다음 거래 계획을 제시한다. 목표 비중은 계좌 전체 자산 대비 비중이다.\n빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}","model":null,"event":"다음 거래일 시가 진입 후 3번째 거래일 종가 청산, 편도 비용 15bp 및 슬리피지 10bp 차감 후 수익률 > 0","limitations":["현재 생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","각 편도 비용 15bp·슬리피지 10bp는 검증되지 않은 실험용 값입니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","일별 재조정 연구이며 고정 H일 판정 평가는 가상 포트폴리오 보유 기간과 다릅니다.","LLM 학습 지식의 미래 정보 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 아닙니다."],"campaign_id":3,"hypothesis":"초기 전략"},"result":{"curve":[{"date":"2026-04-02","equity":986934.3245,"baseline":986934.3245,"matched":986934.3245,"exposure":0.9555022828116346,"benchmark":939624.102,"cash":43916.3245},{"date":"2026-04-03","equity":1067158.4526,"baseline":1067158.4526,"matched":1067158.4526,"exposure":0.9849090334111298,"benchmark":968276.0456,"cash":16104.4526},{"date":"2026-04-06","equity":993249.2814,"baseline":993249.2814,"matched":993249.2814,"exposure":0.9714127339765615,"benchmark":982402.4576,"cash":28394.2814},{"date":"2026-04-07","equity":976679.3965,"baseline":976679.3965,"matched":976679.3965,"exposure":0.9802090670377195,"benchmark":994654.2174,"cash":19329.3965},{"date":"2026-04-08","equity":1029956.9704,"baseline":1029956.9704,"matched":1029956.9704,"exposure":0.9926385561616194,"benchmark":1069519.3633,"cash":7581.9704},{"date":"2026-04-09","equity":1030733.7828,"baseline":1030733.7828,"matched":1030733.7828,"exposure":0.9859771912055811,"benchmark":1048499.0687,"cash":14453.7828},{"date":"2026-04-10","equity":1102166.0967,"baseline":1102166.0967,"matched":1102166.0967,"exposure":0.9731609447762882,"benchmark":1065383.0338,"cash":29581.0967},{"date":"2026-04-13","equity":1208700.3858,"baseline":1208700.3858,"matched":1208700.3858,"exposure":0.9287661468555559,"benchmark":1056070.245,"cash":86100.3858},{"date":"2026-04-14","equity":1232203.6733,"baseline":1232203.6733,"matched":1232203.6733,"exposure":0.9666177968498472,"benchmark":1086705.6917,"cash":41133.6733},{"date":"2026-04-15","equity":1207124.1665,"baseline":1207124.1665,"matched":1207124.1665,"exposure":0.8671154376828986,"benchmark":1113567.6447,"cash":160408.1665}],"metrics":{"total_return":0.2071241665000001,"baseline_return":0.2071241665000001,"matched_return":0.2071241665000001,"matched_max_drawdown":-0.08478502501625584,"baseline_max_drawdown":-0.08478502501625584,"benchmark_return":0.11356764470000003,"max_drawdown":-0.08478502501625584,"sharpe":6.350086715158878,"trades":55,"fees":16368.3873,"error_days":0,"candidate_count":40,"evaluated_count":39,"groups":{"approve":{"count":39,"mean_return":0.060584538461538454,"win_rate":0.5128205128205128},"watch":{"count":0,"mean_return":null,"win_rate":null},"reject":{"count":0,"mean_return":null,"win_rate":null},"error":{"count":0,"mean_return":null,"win_rate":null}},"brier":null,"calibration":[{"from":0,"to":0.2,"count":0,"mean_probability":null,"actual_rate":null},{"from":0.2,"to":0.4,"count":0,"mean_probability":null,"actual_rate":null},{"from":0.4,"to":0.6,"count":0,"mean_probability":null,"actual_rate":null},{"from":0.6,"to":0.8,"count":0,"mean_probability":null,"actual_rate":null},{"from":0.8,"to":1.0,"count":0,"mean_probability":null,"actual_rate":null}],"sessions":10,"average_exposure":0.9606309190768835},"calls":0,"limitations":["현재 생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","각 편도 비용 15bp·슬리피지 10bp는 검증되지 않은 실험용 값입니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","일별 재조정 연구이며 고정 H일 판정 평가는 가상 포트폴리오 보유 기간과 다릅니다.","LLM 학습 지식의 미래 정보 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 아닙니다."],"prompts":{"discovery":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고 무효화 조건을 남긴다.\nprobability는 명시된 평가 사건의 확률(0~1)이다. 그럴듯한 자신감이 아니다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n신규 편입은 승인 후보에서만 한다. 기존 보유는 관리 가능하다. 한도는 완화할 수 없다.\n현재 시점에서 실행 가능한 다음 거래 계획을 제시한다. 목표 비중은 계좌 전체 자산 대비 비중이다.\n빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}"}}},{"id":18,"created":"2026-10-20T16:59:57.670070+00:00","status":"completed","settings":{"version":"research-v3","source_hash":"55c837b0c846e8b32b76cf2ef4fd61c6eed6cc68d9011fd502db7c2e3a5cfbab","start":"2026-04-01","end":"2026-04-14","mode":"rules","kind":"trend","horizon":3,"candidates":4,"max_calls":110,"min_value":5000000000.0,"initial_cash":1000000,"max_positions":4,"max_position":0.25,"max_exposure":1.0,"cost":0.0015,"slippage":0.001,"discovery_version":"discovery-v2","portfolio_version":"portfolio-v1","memory":false,"filters":{},"guidance":"","discovery_prompt":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고 무효화 조건을 남긴다.\nprobability는 명시된 평가 사건의 확률(0~1)이다. 그럴듯한 자신감이 아니다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio_prompt":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n신규 편입은 승인 후보에서만 한다. 기존 보유는 관리 가능하다. 한도는 완화할 수 없다.\n현재 시점에서 실행 가능한 다음 거래 계획을 제시한다. 목표 비중은 계좌 전체 자산 대비 비중이다.\n빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}","model":null,"event":"다음 거래일 시가 진입 후 3번째 거래일 종가 청산, 편도 비용 15bp 및 슬리피지 10bp 차감 후 수익률 > 0","limitations":["현재 생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","각 편도 비용 15bp·슬리피지 10bp는 검증되지 않은 실험용 값입니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","일별 재조정 연구이며 고정 H일 판정 평가는 가상 포트폴리오 보유 기간과 다릅니다.","LLM 학습 지식의 미래 정보 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 아닙니다."],"campaign_id":3,"hypothesis":"초기 전략"},"result":{"curve":[{"date":"2026-04-02","equity":935783.614,"baseline":935783.614,"matched":935783.614,"exposure":0.9747873186804213,"benchmark":939624.102,"cash":23593.614},{"date":"2026-04-03","equity":953432.7866,"baseline":953432.7866,"matched":953432.7866,"exposure":0.741688360148913,"benchmark":968276.0456,"cash":246282.7866},{"date":"2026-04-06","equity":982370.1957,"baseline":982370.1957,"matched":982370.1957,"exposure":0.9242747835628811,"benchmark":982402.4576,"cash":74390.1957},{"date":"2026-04-07","equity":964984.3577,"baseline":964984.3577,"matched":964984.3577,"exposure":0.9687566358311718,"benchmark":994654.2174,"cash":30149.3577},{"date":"2026-04-08","equity":968044.8669,"baseline":968044.8669,"matched":968044.8669,"exposure":0.9982233603072079,"benchmark":1069519.3633,"cash":1719.8669},{"date":"2026-04-09","equity":1149118.1892,"baseline":1149118.1892,"matched":1149118.1892,"exposure":0.9550209981283186,"benchmark":1048499.0687,"cash":51686.1892},{"date":"2026-04-10","equity":1183767.2002,"baseline":1183767.2002,"matched":1183767.2002,"exposure":0.9964569045591076,"benchmark":1065383.0338,"cash":4194.2002},{"date":"2026-04-13","equity":1312280.2746,"baseline":1312280.2746,"matched":1312280.2746,"exposure":0.9717832575093361,"benchmark":1056070.245,"cash":37028.2746},{"date":"2026-04-14","equity":1433730.905,"baseline":1433730.905,"matched":1433730.905,"exposure":0.6923265701606941,"benchmark":1086705.6917,"cash":441120.905},{"date":"2026-04-15","equity":1572704.0865,"baseline":1572704.0865,"matched":1572704.0865,"exposure":0.7222509369546831,"benchmark":1113567.6447,"cash":436817.0865}],"metrics":{"total_return":0.5727040864999999,"baseline_return":0.5727040864999999,"matched_return":0.5727040864999999,"matched_max_drawdown":-0.06421638600000001,"baseline_max_drawdown":-0.06421638600000001,"benchmark_return":0.11356764470000003,"max_drawdown":-0.06421638600000001,"sharpe":11.155186122669162,"trades":40,"fees":11495.0746,"error_days":0,"candidate_count":40,"evaluated_count":26,"groups":{"approve":{"count":26,"mean_return":0.07287550000000001,"win_rate":0.5384615384615384},"watch":{"count":0,"mean_return":null,"win_rate":null},"reject":{"count":0,"mean_return":null,"win_rate":null},"error":{"count":0,"mean_return":null,"win_rate":null}},"brier":null,"calibration":[{"from":0,"to":0.2,"count":0,"mean_probability":null,"actual_rate":null},{"from":0.2,"to":0.4,"count":0,"mean_probability":null,"actual_rate":null},{"from":0.4,"to":0.6,"count":0,"mean_probability":null,"actual_rate":null},{"from":0.6,"to":0.8,"count":0,"mean_probability":null,"actual_rate":null},{"from":0.8,"to":1.0,"count":0,"mean_probability":null,"actual_rate":null}],"sessions":10,"average_exposure":0.8945569125842734},"calls":0,"limitations":["현재 생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","각 편도 비용 15bp·슬리피지 10bp는 검증되지 않은 실험용 값입니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","일별 재조정 연구이며 고정 H일 판정 평가는 가상 포트폴리오 보유 기간과 다릅니다.","LLM 학습 지식의 미래 정보 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 아닙니다."],"prompts":{"discovery":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고 무효화 조건을 남긴다.\nprobability는 명시된 평가 사건의 확률(0~1)이다. 그럴듯한 자신감이 아니다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n신규 편입은 승인 후보에서만 한다. 기존 보유는 관리 가능하다. 한도는 완화할 수 없다.\n현재 시점에서 실행 가능한 다음 거래 계획을 제시한다. 목표 비중은 계좌 전체 자산 대비 비중이다.\n빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}"}}},{"id":17,"created":"2026-10-20T16:59:41.682266+00:00","status":"completed","settings":{"version":"research-v3","source_hash":"96f1c64192eb90cb3219382cc01541c03d14575722f3a9d01e9a7cf8112110e0","start":"2026-10-12","end":"2026-10-14","mode":"rules","kind":"trend","horizon":3,"candidates":4,"max_calls":100,"min_value":5000000000.0,"initial_cash":1000000,"max_positions":4,"max_position":0.25,"max_exposure":1.0,"cost":0.0015,"slippage":0.001,"discovery_version":"discovery-v2","portfolio_version":"portfolio-v1","memory":false,"filters":{},"guidance":"","discovery_prompt":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고 무효화 조건을 남긴다.\nprobability는 명시된 평가 사건의 확률(0~1)이다. 그럴듯한 자신감이 아니다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio_prompt":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n신규 편입은 승인 후보에서만 한다. 기존 보유는 관리 가능하다. 한도는 완화할 수 없다.\n현재 시점에서 실행 가능한 다음 거래 계획을 제시한다. 목표 비중은 계좌 전체 자산 대비 비중이다.\n빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}","model":null,"event":"다음 거래일 시가 진입 후 3번째 거래일 종가 청산, 편도 비용 15bp 및 슬리피지 10bp 차감 후 수익률 > 0","limitations":["현재 생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","각 편도 비용 15bp·슬리피지 10bp는 검증되지 않은 실험용 값입니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","일별 재조정 연구이며 고정 H일 판정 평가는 가상 포트폴리오 보유 기간과 다릅니다.","LLM 학습 지식의 미래 정보 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 아닙니다."]},"result":{"curve":[{"date":"2026-10-13","equity":1085587.4583,"baseline":1085587.4583,"matched":1085587.4583,"exposure":0.9510058283032624,"benchmark":967889.4421,"cash":53187.4583},{"date":"2026-10-14","equity":1041953.6286,"baseline":1041953.6286,"matched":1041953.6286,"exposure":0.9213557817692577,"benchmark":963367.5439,"cash":81943.6286},{"date":"2026-10-15","equity":970913.0467,"baseline":970913.0467,"matched":970913.0467,"exposure":0.9557601508301893,"benchmark":884310.5375,"cash":42953.0467}],"metrics":{"total_return":-0.029086953300000107,"baseline_return":-0.029086953300000107,"matched_return":-0.029086953300000107,"matched_max_drawdown":-0.1056335081280112,"baseline_max_drawdown":-0.1056335081280112,"benchmark_return":-0.1156894625,"max_drawdown":-0.1056335081280112,"sharpe":-1.8030246598451471,"trades":11,"fees":2926.7432,"error_days":0,"candidate_count":12,"evaluated_count":12,"groups":{"approve":{"count":12,"mean_return":-0.010895750000000001,"win_rate":0.3333333333333333},"watch":{"count":0,"mean_return":null,"win_rate":null},"reject":{"count":0,"mean_return":null,"win_rate":null},"error":{"count":0,"mean_return":null,"win_rate":null}},"brier":null,"calibration":[{"from":0,"to":0.2,"count":0,"mean_probability":null,"actual_rate":null},{"from":0.2,"to":0.4,"count":0,"mean_probability":null,"actual_rate":null},{"from":0.4,"to":0.6,"count":0,"mean_probability":null,"actual_rate":null},{"from":0.6,"to":0.8,"count":0,"mean_probability":null,"actual_rate":null},{"from":0.8,"to":1.0,"count":0,"mean_probability":null,"actual_rate":null}],"sessions":3,"average_exposure":0.9427072536342366},"calls":0,"limitations":["현재 생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","각 편도 비용 15bp·슬리피지 10bp는 검증되지 않은 실험용 값입니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","일별 재조정 연구이며 고정 H일 판정 평가는 가상 포트폴리오 보유 기간과 다릅니다.","LLM 학습 지식의 미래 정보 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 아닙니다."],"prompts":{"discovery":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고 무효화 조건을 남긴다.\nprobability는 명시된 평가 사건의 확률(0~1)이다. 그럴듯한 자신감이 아니다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n신규 편입은 승인 후보에서만 한다. 기존 보유는 관리 가능하다. 한도는 완화할 수 없다.\n현재 시점에서 실행 가능한 다음 거래 계획을 제시한다. 목표 비중은 계좌 전체 자산 대비 비중이다.\n빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}"}}},{"id":16,"created":"2026-10-20T16:54:15.136545+00:00","status":"completed","settings":{"version":"research-v2","source_hash":"155f7b0119bef727f3b6816b37ef8741e0d3072bcb46f5e46a5ed252efd0ea55","start":"2026-06-01","end":"2026-06-12","mode":"selection","kind":"pullback","horizon":3,"candidates":4,"max_calls":56,"min_value":5000000000.0,"initial_cash":1000000,"max_positions":4,"max_position":0.25,"max_exposure":1.0,"cost":0.0015,"slippage":0.001,"discovery_version":"discovery-v2","portfolio_version":"portfolio-v1","memory":false,"filters":{},"guidance":"","discovery_prompt":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고 무효화 조건을 남긴다.\nprobability는 명시된 평가 사건의 확률(0~1)이다. 그럴듯한 자신감이 아니다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio_prompt":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n신규 편입은 승인 후보에서만 한다. 기존 보유는 관리 가능하다. 한도는 완화할 수 없다.\n현재 시점에서 실행 가능한 다음 거래 계획을 제시한다. 목표 비중은 계좌 전체 자산 대비 비중이다.\n빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}","model":"cbcn/deepseek-v4.1-flash","event":"다음 거래일 시가 진입 후 3번째 거래일 종가 청산, 편도 비용 15bp 및 슬리피지 10bp 차감 후 수익률 > 0","limitations":["현재 생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","각 편도 비용 15bp·슬리피지 10bp는 검증되지 않은 실험용 값입니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","일별 재조정 연구이며 고정 H일 판정 평가는 가상 포트폴리오 보유 기간과 다릅니다.","LLM 학습 지식의 미래 정보 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 아닙니다."],"campaign_id":2,"hypothesis":"초기 전략"},"result":{"curve":[{"date":"2026-06-02","equity":1000000.0,"baseline":991585.5442,"benchmark":992114.5947,"cash":1000000.0},{"date":"2026-06-04","equity":1037679.6902,"baseline":1102248.2857,"benchmark":972179.8968,"cash":559039.6902},{"date":"2026-06-05","equity":1010508.8691,"baseline":1024935.4838,"benchmark":918217.8844,"cash":1010508.8691},{"date":"2026-06-08","equity":1010508.8691,"baseline":1049652.3562,"benchmark":837840.1152,"cash":1010508.8691},{"date":"2026-06-09","equity":1002401.0046,"baseline":1068505.7152,"benchmark":911912.3688,"cash":766901.0046},{"date":"2026-06-10","equity":966505.6286,"baseline":989585.9754,"benchmark":867513.9557,"cash":765105.6286},{"date":"2026-06-11","equity":964605.9286,"baseline":1017957.7189,"benchmark":867900.151,"cash":964605.9286},{"date":"2026-06-12","equity":955626.3311,"baseline":1062676.0713,"benchmark":905880.7008,"cash":732326.3311},{"date":"2026-06-15","equity":945826.3311,"baseline":1063172.5605,"benchmark":955074.957,"cash":732326.3311}],"metrics":{"total_return":-0.05417366890000008,"baseline_return":0.06317256049999997,"benchmark_return":-0.044925043,"max_drawdown":-0.0885180272558832,"sharpe":-4.942932314295128,"trades":9,"fees":3038.3589,"error_days":0,"candidate_count":36,"evaluated_count":36,"groups":{"approve":{"count":9,"mean_return":0.010519888888888884,"win_rate":0.3333333333333333},"watch":{"count":17,"mean_return":0.004782,"win_rate":0.5294117647058824},"reject":{"count":10,"mean_return":0.0385234,"win_rate":0.6},"error":{"count":0,"mean_return":null,"win_rate":null}},"brier":0.26803055555555555},"calls":9,"limitations":["현재 생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","각 편도 비용 15bp·슬리피지 10bp는 검증되지 않은 실험용 값입니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","일별 재조정 연구이며 고정 H일 판정 평가는 가상 포트폴리오 보유 기간과 다릅니다.","LLM 학습 지식의 미래 정보 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 아닙니다."],"prompts":{"discovery":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고 무효화 조건을 남긴다.\nprobability는 명시된 평가 사건의 확률(0~1)이다. 그럴듯한 자신감이 아니다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n신규 편입은 승인 후보에서만 한다. 기존 보유는 관리 가능하다. 한도는 완화할 수 없다.\n현재 시점에서 실행 가능한 다음 거래 계획을 제시한다. 목표 비중은 계좌 전체 자산 대비 비중이다.\n빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}"}}},{"id":15,"created":"2026-10-20T16:51:23.155863+00:00","status":"completed","settings":{"version":"research-v2","source_hash":"155f7b0119bef727f3b6816b37ef8741e0d3072bcb46f5e46a5ed252efd0ea55","start":"2026-04-01","end":"2026-04-14","mode":"selection","kind":"pullback","horizon":3,"candidates":4,"max_calls":66,"min_value":5000000000.0,"initial_cash":1000000,"max_positions":4,"max_position":0.25,"max_exposure":1.0,"cost":0.0015,"slippage":0.001,"discovery_version":"discovery-v2","portfolio_version":"portfolio-v1","memory":false,"filters":{"min_relative":0.0,"min_volume_ratio":0.5,"max_rsi":80,"max_atr_ratio":0.12},"guidance":"현재 후보의 지표만으로 판정한다. 승인: 상대수익률≥0, 거래량비율≥0.5, RSI14≤80, ATR14/종가≤0.12를 모두 충족한다. 관망: 상대수익률≥0이고 승인 조건을 모두 충족하지 않으나 거래량비율≥0.35, RSI14≤85, ATR비율≤0.15 범위에 있다. 제외: 상대수익률<0 또는 거래량비율<0.35 또는 RSI14>85 또는 ATR비율>0.15.","discovery_prompt":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고 무효화 조건을 남긴다.\nprobability는 명시된 평가 사건의 확률(0~1)이다. 그럴듯한 자신감이 아니다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio_prompt":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n신규 편입은 승인 후보에서만 한다. 기존 보유는 관리 가능하다. 한도는 완화할 수 없다.\n현재 시점에서 실행 가능한 다음 거래 계획을 제시한다. 목표 비중은 계좌 전체 자산 대비 비중이다.\n빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}","model":"cbcn/deepseek-v4.1-flash","event":"다음 거래일 시가 진입 후 3번째 거래일 종가 청산, 편도 비용 15bp 및 슬리피지 10bp 차감 후 수익률 > 0","limitations":["현재 생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","각 편도 비용 15bp·슬리피지 10bp는 검증되지 않은 실험용 값입니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","일별 재조정 연구이며 고정 H일 판정 평가는 가상 포트폴리오 보유 기간과 다릅니다.","LLM 학습 지식의 미래 정보 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 아닙니다."],"campaign_id":2,"hypothesis":"시장 대비 20일 상대수익률이 양수이고 거래량이 20일 평균의 절반 이상 유지되는 눌림목에서, RSI14가 과매수권에 들지 않고 ATR14/종가가 안정적이면 재상승한다."},"result":{"curve":[{"date":"2026-04-02","equity":989111.9691,"baseline":989111.9691,"benchmark":939624.102,"cash":26941.9691},{"date":"2026-04-03","equity":1000501.1318,"baseline":1000501.1318,"benchmark":968276.0456,"cash":48401.1318},{"date":"2026-04-06","equity":981625.9926,"baseline":981625.9926,"benchmark":982402.4576,"cash":52005.9926},{"date":"2026-04-07","equity":930400.8648,"baseline":930400.8648,"benchmark":994654.2174,"cash":21580.8648},{"date":"2026-04-08","equity":1037091.9878,"baseline":1037091.9878,"benchmark":1069519.3633,"cash":8371.9878},{"date":"2026-04-09","equity":1018776.7587,"baseline":1018776.7587,"benchmark":1048499.0687,"cash":19726.7587},{"date":"2026-04-10","equity":1043513.5113,"baseline":1043513.5113,"benchmark":1065383.0338,"cash":85683.5113},{"date":"2026-04-13","equity":1026594.0751,"baseline":1026594.0751,"benchmark":1056070.245,"cash":107994.0751},{"date":"2026-04-14","equity":1007661.2427,"baseline":1007661.2427,"benchmark":1086705.6917,"cash":48291.2427},{"date":"2026-04-15","equity":1019276.1796,"baseline":1019276.1796,"benchmark":1113567.6447,"cash":102781.1796}],"metrics":{"total_return":0.019276179600000054,"baseline_return":0.019276179600000054,"benchmark_return":0.11356764470000003,"max_drawdown":-0.07006515512269607,"sharpe":1.0367786699411312,"trades":64,"fees":20189.81,"error_days":0,"candidate_count":40,"evaluated_count":40,"groups":{"approve":{"count":40,"mean_return":0.01891305,"win_rate":0.45},"watch":{"count":0,"mean_return":null,"win_rate":null},"reject":{"count":0,"mean_return":null,"win_rate":null},"error":{"count":0,"mean_return":null,"win_rate":null}},"brier":0.25403000000000003},"calls":10,"limitations":["현재 생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","각 편도 비용 15bp·슬리피지 10bp는 검증되지 않은 실험용 값입니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","일별 재조정 연구이며 고정 H일 판정 평가는 가상 포트폴리오 보유 기간과 다릅니다.","LLM 학습 지식의 미래 정보 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 아닙니다."],"prompts":{"discovery":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고 무효화 조건을 남긴다.\nprobability는 명시된 평가 사건의 확률(0~1)이다. 그럴듯한 자신감이 아니다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n신규 편입은 승인 후보에서만 한다. 기존 보유는 관리 가능하다. 한도는 완화할 수 없다.\n현재 시점에서 실행 가능한 다음 거래 계획을 제시한다. 목표 비중은 계좌 전체 자산 대비 비중이다.\n빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}"}}},{"id":14,"created":"2026-10-20T16:48:35.602627+00:00","status":"completed","settings":{"version":"research-v2","source_hash":"155f7b0119bef727f3b6816b37ef8741e0d3072bcb46f5e46a5ed252efd0ea55","start":"2026-04-01","end":"2026-04-14","mode":"selection","kind":"pullback","horizon":3,"candidates":4,"max_calls":76,"min_value":5000000000.0,"initial_cash":1000000,"max_positions":4,"max_position":0.25,"max_exposure":1.0,"cost":0.0015,"slippage":0.001,"discovery_version":"discovery-v2","portfolio_version":"portfolio-v1","memory":false,"filters":{"min_relative":0.0,"min_volume_ratio":0.6,"max_rsi":75,"max_atr_ratio":0.1},"guidance":"현재 후보의 지표만으로 판정한다. 승인: 상대수익률≥0, 거래량비율≥0.6, RSI14≤75, ATR14/종가≤0.10을 모두 충족. 관망: 상대수익률≥0이고 승인 조건을 모두 충족하지 않으나 거래량비율≥0.45, RSI14≤80, ATR비율≤0.12 범위에 있음. 제외: 상대수익률<0 또는 거래량비율<0.45 또는 RSI14>80 또는 ATR비율>0.12.","discovery_prompt":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고 무효화 조건을 남긴다.\nprobability는 명시된 평가 사건의 확률(0~1)이다. 그럴듯한 자신감이 아니다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio_prompt":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n신규 편입은 승인 후보에서만 한다. 기존 보유는 관리 가능하다. 한도는 완화할 수 없다.\n현재 시점에서 실행 가능한 다음 거래 계획을 제시한다. 목표 비중은 계좌 전체 자산 대비 비중이다.\n빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}","model":"cbcn/deepseek-v4.1-flash","event":"다음 거래일 시가 진입 후 3번째 거래일 종가 청산, 편도 비용 15bp 및 슬리피지 10bp 차감 후 수익률 > 0","limitations":["현재 생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","각 편도 비용 15bp·슬리피지 10bp는 검증되지 않은 실험용 값입니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","일별 재조정 연구이며 고정 H일 판정 평가는 가상 포트폴리오 보유 기간과 다릅니다.","LLM 학습 지식의 미래 정보 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 아닙니다."],"campaign_id":2,"hypothesis":"시장 대비 20일 상대수익률이 양수인 종목이 거래량이 급감하지 않은 눌림목에서 RSI14가 과매수권에 들지 않고 ATR14/종가가 안정적일 때 재상승한다."},"result":{"curve":[{"date":"2026-04-02","equity":984425.0038,"baseline":984425.0038,"benchmark":939624.102,"cash":100295.0038},{"date":"2026-04-03","equity":1020901.3999,"baseline":1020901.3999,"benchmark":968276.0456,"cash":111801.3999},{"date":"2026-04-06","equity":1006288.9068,"baseline":1006288.9068,"benchmark":982402.4576,"cash":279808.9068},{"date":"2026-04-07","equity":994941.5247,"baseline":994941.5247,"benchmark":994654.2174,"cash":70891.5247},{"date":"2026-04-08","equity":1011408.007,"baseline":1011408.007,"benchmark":1069519.3633,"cash":222498.007},{"date":"2026-04-09","equity":983149.8817,"baseline":983149.8817,"benchmark":1048499.0687,"cash":84649.8817},{"date":"2026-04-10","equity":1046144.232,"baseline":1046144.232,"benchmark":1065383.0338,"cash":264114.232},{"date":"2026-04-13","equity":1067226.7062,"baseline":1067226.7062,"benchmark":1056070.245,"cash":310806.7062},{"date":"2026-04-14","equity":1051267.3848,"baseline":1051267.3848,"benchmark":1086705.6917,"cash":61327.3848},{"date":"2026-04-15","equity":1039318.3973,"baseline":1039318.3973,"benchmark":1113567.6447,"cash":98163.3973}],"metrics":{"total_return":0.039318397299999974,"baseline_return":0.039318397299999974,"benchmark_return":0.11356764470000003,"max_drawdown":-0.036978613413301,"sharpe":2.428041020869742,"trades":59,"fees":20038.4828,"error_days":0,"candidate_count":40,"evaluated_count":40,"groups":{"approve":{"count":40,"mean_return":0.012581949999999998,"win_rate":0.525},"watch":{"count":0,"mean_return":null,"win_rate":null},"reject":{"count":0,"mean_return":null,"win_rate":null},"error":{"count":0,"mean_return":null,"win_rate":null}},"brier":0.2459275},"calls":10,"limitations":["현재 생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","각 편도 비용 15bp·슬리피지 10bp는 검증되지 않은 실험용 값입니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","일별 재조정 연구이며 고정 H일 판정 평가는 가상 포트폴리오 보유 기간과 다릅니다.","LLM 학습 지식의 미래 정보 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 아닙니다."],"prompts":{"discovery":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고 무효화 조건을 남긴다.\nprobability는 명시된 평가 사건의 확률(0~1)이다. 그럴듯한 자신감이 아니다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n신규 편입은 승인 후보에서만 한다. 기존 보유는 관리 가능하다. 한도는 완화할 수 없다.\n현재 시점에서 실행 가능한 다음 거래 계획을 제시한다. 목표 비중은 계좌 전체 자산 대비 비중이다.\n빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}"}}},{"id":13,"created":"2026-10-20T16:45:09.751238+00:00","status":"completed","settings":{"version":"research-v2","source_hash":"155f7b0119bef727f3b6816b37ef8741e0d3072bcb46f5e46a5ed252efd0ea55","start":"2026-04-01","end":"2026-04-14","mode":"selection","kind":"pullback","horizon":3,"candidates":4,"max_calls":86,"min_value":5000000000.0,"initial_cash":1000000,"max_positions":4,"max_position":0.25,"max_exposure":1.0,"cost":0.0015,"slippage":0.001,"discovery_version":"discovery-v2","portfolio_version":"portfolio-v1","memory":false,"filters":{},"guidance":"","discovery_prompt":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고 무효화 조건을 남긴다.\nprobability는 명시된 평가 사건의 확률(0~1)이다. 그럴듯한 자신감이 아니다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio_prompt":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n신규 편입은 승인 후보에서만 한다. 기존 보유는 관리 가능하다. 한도는 완화할 수 없다.\n현재 시점에서 실행 가능한 다음 거래 계획을 제시한다. 목표 비중은 계좌 전체 자산 대비 비중이다.\n빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}","model":"cbcn/deepseek-v4.1-flash","event":"다음 거래일 시가 진입 후 3번째 거래일 종가 청산, 편도 비용 15bp 및 슬리피지 10bp 차감 후 수익률 > 0","limitations":["현재 생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","각 편도 비용 15bp·슬리피지 10bp는 검증되지 않은 실험용 값입니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","일별 재조정 연구이며 고정 H일 판정 평가는 가상 포트폴리오 보유 기간과 다릅니다.","LLM 학습 지식의 미래 정보 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 아닙니다."],"campaign_id":2,"hypothesis":"초기 전략"},"result":{"curve":[{"date":"2026-04-02","equity":1000000.0,"baseline":986934.3245,"benchmark":939624.102,"cash":1000000.0},{"date":"2026-04-03","equity":1000000.0,"baseline":1067158.4526,"benchmark":968276.0456,"cash":1000000.0},{"date":"2026-04-06","equity":1000000.0,"baseline":993249.2814,"benchmark":982402.4576,"cash":1000000.0},{"date":"2026-04-07","equity":992919.5269,"baseline":976679.3965,"benchmark":994654.2174,"cash":767369.5269},{"date":"2026-04-08","equity":1024512.8298,"baseline":1029956.9704,"benchmark":1069519.3633,"cash":759737.8298},{"date":"2026-04-09","equity":1034409.6649,"baseline":1030733.7828,"benchmark":1048499.0687,"cash":515789.6649},{"date":"2026-04-10","equity":1080082.1157,"baseline":1102166.0967,"benchmark":1065383.0338,"cash":782302.1157},{"date":"2026-04-13","equity":1071688.4908,"baseline":1208700.3858,"benchmark":1056070.245,"cash":597088.4908},{"date":"2026-04-14","equity":1073663.8658,"baseline":1232203.6733,"benchmark":1086705.6917,"cash":846463.8658},{"date":"2026-04-15","equity":1067029.8968,"baseline":1207124.1665,"benchmark":1113567.6447,"cash":632129.8968}],"metrics":{"total_return":0.06702989680000004,"baseline_return":0.2071241665000001,"benchmark_return":0.11356764470000003,"max_drawdown":-0.012084469051263591,"sharpe":6.342263791092911,"trades":14,"fees":4443.2780999999995,"error_days":0,"candidate_count":40,"evaluated_count":39,"groups":{"approve":{"count":10,"mean_return":0.0963002,"win_rate":0.7},"watch":{"count":18,"mean_return":0.06572755555555555,"win_rate":0.4444444444444444},"reject":{"count":11,"mean_return":0.019699909090909087,"win_rate":0.45454545454545453},"error":{"count":0,"mean_return":null,"win_rate":null}},"brier":0.2555794871794872},"calls":10,"limitations":["현재 생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","각 편도 비용 15bp·슬리피지 10bp는 검증되지 않은 실험용 값입니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","일별 재조정 연구이며 고정 H일 판정 평가는 가상 포트폴리오 보유 기간과 다릅니다.","LLM 학습 지식의 미래 정보 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 아닙니다."],"prompts":{"discovery":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고 무효화 조건을 남긴다.\nprobability는 명시된 평가 사건의 확률(0~1)이다. 그럴듯한 자신감이 아니다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n신규 편입은 승인 후보에서만 한다. 기존 보유는 관리 가능하다. 한도는 완화할 수 없다.\n현재 시점에서 실행 가능한 다음 거래 계획을 제시한다. 목표 비중은 계좌 전체 자산 대비 비중이다.\n빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}"}}},{"id":12,"created":"2026-10-20T16:43:54.939254+00:00","status":"completed","settings":{"version":"research-v2","source_hash":"155f7b0119bef727f3b6816b37ef8741e0d3072bcb46f5e46a5ed252efd0ea55","start":"2026-03-02","end":"2026-03-06","mode":"selection","kind":"pullback","horizon":3,"candidates":4,"max_calls":90,"min_value":5000000000.0,"initial_cash":1000000,"max_positions":4,"max_position":0.25,"max_exposure":1.0,"cost":0.0015,"slippage":0.001,"discovery_version":"discovery-v2","portfolio_version":"portfolio-v1","memory":false,"filters":{"min_relative":0.0,"min_volume_ratio":0.5,"max_rsi":80,"max_atr_ratio":0.12},"guidance":"현재 후보의 지표만으로 판정한다. 승인: 상대수익률≥0, 거래량비율≥0.5, RSI14≤80, ATR14/종가≤0.12를 모두 충족한다. 관망: 상대수익률≥0이고 승인 조건을 모두 충족하지 않으나 거래량비율≥0.35, RSI14≤85, ATR비율≤0.15 범위에 있다. 제외: 상대수익률<0 또는 거래량비율<0.35 또는 RSI14>85 또는 ATR비율>0.15.","discovery_prompt":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고 무효화 조건을 남긴다.\nprobability는 명시된 평가 사건의 확률(0~1)이다. 그럴듯한 자신감이 아니다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio_prompt":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n신규 편입은 승인 후보에서만 한다. 기존 보유는 관리 가능하다. 한도는 완화할 수 없다.\n현재 시점에서 실행 가능한 다음 거래 계획을 제시한다. 목표 비중은 계좌 전체 자산 대비 비중이다.\n빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}","model":"cbcn/deepseek-v4.1-flash","event":"다음 거래일 시가 진입 후 3번째 거래일 종가 청산, 편도 비용 15bp 및 슬리피지 10bp 차감 후 수익률 > 0","limitations":["현재 생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","각 편도 비용 15bp·슬리피지 10bp는 검증되지 않은 실험용 값입니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","일별 재조정 연구이며 고정 H일 판정 평가는 가상 포트폴리오 보유 기간과 다릅니다.","LLM 학습 지식의 미래 정보 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 아닙니다."],"campaign_id":2,"hypothesis":"시장 대비 20일 상대수익률이 양수이고 거래량이 20일 평균의 절반 이상 유지되는 눌림목에서, RSI14가 과매수권에 들지 않고 ATR14/종가가 안정적이면 재상승한다."},"result":{"curve":[{"date":"2026-03-04","equity":912199.469,"baseline":912199.469,"benchmark":911380.473,"cash":112103.469},{"date":"2026-03-05","equity":985422.9856,"baseline":985422.9856,"benchmark":1003480.4887,"cash":43732.9856},{"date":"2026-03-06","equity":997315.1467,"baseline":997315.1467,"benchmark":1003359.6384,"cash":207458.1467},{"date":"2026-03-09","equity":896472.2329,"baseline":896472.2329,"benchmark":939357.3181,"cash":162173.2329}],"metrics":{"total_return":-0.1035277671,"baseline_return":-0.1035277671,"benchmark_return":-0.060642681899999995,"max_drawdown":-0.1035277671,"sharpe":-5.145809145394415,"trades":22,"fees":6867.9562,"error_days":0,"candidate_count":16,"evaluated_count":16,"groups":{"approve":{"count":16,"mean_return":0.007317749999999998,"win_rate":0.625},"watch":{"count":0,"mean_return":null,"win_rate":null},"reject":{"count":0,"mean_return":null,"win_rate":null},"error":{"count":0,"mean_return":null,"win_rate":null}},"brier":0.25120000000000003},"calls":4,"limitations":["현재 생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","각 편도 비용 15bp·슬리피지 10bp는 검증되지 않은 실험용 값입니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","일별 재조정 연구이며 고정 H일 판정 평가는 가상 포트폴리오 보유 기간과 다릅니다.","LLM 학습 지식의 미래 정보 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 아닙니다."],"prompts":{"discovery":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고 무효화 조건을 남긴다.\nprobability는 명시된 평가 사건의 확률(0~1)이다. 그럴듯한 자신감이 아니다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n신규 편입은 승인 후보에서만 한다. 기존 보유는 관리 가능하다. 한도는 완화할 수 없다.\n현재 시점에서 실행 가능한 다음 거래 계획을 제시한다. 목표 비중은 계좌 전체 자산 대비 비중이다.\n빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}"}}},{"id":11,"created":"2026-10-20T16:42:31.690527+00:00","status":"completed","settings":{"version":"research-v2","source_hash":"155f7b0119bef727f3b6816b37ef8741e0d3072bcb46f5e46a5ed252efd0ea55","start":"2026-03-02","end":"2026-03-06","mode":"selection","kind":"pullback","horizon":3,"candidates":4,"max_calls":95,"min_value":5000000000.0,"initial_cash":1000000,"max_positions":4,"max_position":0.25,"max_exposure":1.0,"cost":0.0015,"slippage":0.001,"discovery_version":"discovery-v2","portfolio_version":"portfolio-v1","memory":false,"filters":{"min_relative":0.0,"min_volume_ratio":0.6,"max_rsi":75,"max_atr_ratio":0.1},"guidance":"현재 후보의 지표만으로 판정한다. 승인: 상대수익률≥0, 거래량비율≥0.6, RSI14≤75, ATR14/종가≤0.10을 모두 충족. 관망: 상대수익률≥0이고 승인 조건을 모두 충족하지 않으나 거래량비율≥0.45, RSI14≤80, ATR비율≤0.12 범위에 있음. 제외: 상대수익률<0 또는 거래량비율<0.45 또는 RSI14>80 또는 ATR비율>0.12.","discovery_prompt":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고 무효화 조건을 남긴다.\nprobability는 명시된 평가 사건의 확률(0~1)이다. 그럴듯한 자신감이 아니다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio_prompt":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n신규 편입은 승인 후보에서만 한다. 기존 보유는 관리 가능하다. 한도는 완화할 수 없다.\n현재 시점에서 실행 가능한 다음 거래 계획을 제시한다. 목표 비중은 계좌 전체 자산 대비 비중이다.\n빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}","model":"cbcn/deepseek-v4.1-flash","event":"다음 거래일 시가 진입 후 3번째 거래일 종가 청산, 편도 비용 15bp 및 슬리피지 10bp 차감 후 수익률 > 0","limitations":["현재 생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","각 편도 비용 15bp·슬리피지 10bp는 검증되지 않은 실험용 값입니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","일별 재조정 연구이며 고정 H일 판정 평가는 가상 포트폴리오 보유 기간과 다릅니다.","LLM 학습 지식의 미래 정보 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 아닙니다."],"campaign_id":2,"hypothesis":"시장 대비 20일 상대수익률이 양수인 종목이 거래량이 급감하지 않은 눌림목에서 RSI14가 과매수권에 들지 않고 ATR14/종가가 안정적일 때 재상승한다."},"result":{"curve":[{"date":"2026-03-04","equity":925676.5055,"baseline":925676.5055,"benchmark":911380.473,"cash":285246.5055},{"date":"2026-03-05","equity":969530.2685,"baseline":969530.2685,"benchmark":1003480.4887,"cash":257030.2685},{"date":"2026-03-06","equity":989633.4191,"baseline":989633.4191,"benchmark":1003359.6384,"cash":355333.4191},{"date":"2026-03-09","equity":930129.5797,"baseline":930129.5797,"benchmark":939357.3181,"cash":360429.5797}],"metrics":{"total_return":-0.06987042030000001,"baseline_return":-0.06987042030000001,"benchmark_return":-0.060642681899999995,"max_drawdown":-0.07432349449999998,"sharpe":-5.08733213384167,"trades":18,"fees":5604.6304,"error_days":0,"candidate_count":16,"evaluated_count":16,"groups":{"approve":{"count":16,"mean_return":-0.019456875000000002,"win_rate":0.5625},"watch":{"count":0,"mean_return":null,"win_rate":null},"reject":{"count":0,"mean_return":null,"win_rate":null},"error":{"count":0,"mean_return":null,"win_rate":null}},"brier":0.23181875000000002},"calls":4,"limitations":["현재 생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","각 편도 비용 15bp·슬리피지 10bp는 검증되지 않은 실험용 값입니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","일별 재조정 연구이며 고정 H일 판정 평가는 가상 포트폴리오 보유 기간과 다릅니다.","LLM 학습 지식의 미래 정보 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 아닙니다."],"prompts":{"discovery":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고 무효화 조건을 남긴다.\nprobability는 명시된 평가 사건의 확률(0~1)이다. 그럴듯한 자신감이 아니다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n신규 편입은 승인 후보에서만 한다. 기존 보유는 관리 가능하다. 한도는 완화할 수 없다.\n현재 시점에서 실행 가능한 다음 거래 계획을 제시한다. 목표 비중은 계좌 전체 자산 대비 비중이다.\n빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}"}}},{"id":10,"created":"2026-10-20T16:41:39.545070+00:00","status":"completed","settings":{"version":"research-v2","source_hash":"155f7b0119bef727f3b6816b37ef8741e0d3072bcb46f5e46a5ed252efd0ea55","start":"2026-10-12","end":"2026-10-14","mode":"portfolio","kind":"trend","horizon":1,"candidates":1,"max_calls":6,"min_value":5000000000.0,"initial_cash":1000000,"max_positions":4,"max_position":0.25,"max_exposure":1.0,"cost":0.0015,"slippage":0.001,"discovery_version":"discovery-v2","portfolio_version":"portfolio-v1","memory":true,"filters":{},"guidance":"","discovery_prompt":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고 무효화 조건을 남긴다.\nprobability는 명시된 평가 사건의 확률(0~1)이다. 그럴듯한 자신감이 아니다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio_prompt":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n신규 편입은 승인 후보에서만 한다. 기존 보유는 관리 가능하다. 한도는 완화할 수 없다.\n현재 시점에서 실행 가능한 다음 거래 계획을 제시한다. 목표 비중은 계좌 전체 자산 대비 비중이다.\n빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}","model":"cbcn/deepseek-v4.1-flash","event":"다음 거래일 시가 진입 후 1번째 거래일 종가 청산, 편도 비용 15bp 및 슬리피지 10bp 차감 후 수익률 > 0","limitations":["현재 생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","각 편도 비용 15bp·슬리피지 10bp는 검증되지 않은 실험용 값입니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","일별 재조정 연구이며 고정 H일 판정 평가는 가상 포트폴리오 보유 기간과 다릅니다.","LLM 학습 지식의 미래 정보 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 아닙니다."]},"result":{"curve":[{"date":"2026-10-13","equity":1000000.0,"baseline":1037781.6292,"benchmark":967889.4421,"cash":1000000.0},{"date":"2026-10-14","equity":1000000.0,"baseline":1024363.664,"benchmark":963367.5439,"cash":1000000.0},{"date":"2026-10-15","equity":1000000.0,"baseline":988894.2654,"benchmark":884310.5375,"cash":1000000.0}],"metrics":{"total_return":0.0,"baseline_return":-0.011105734599999972,"benchmark_return":-0.1156894625,"max_drawdown":0.0,"sharpe":null,"trades":0,"fees":0,"error_days":0,"candidate_count":3,"evaluated_count":3,"groups":{"approve":{"count":0,"mean_return":null,"win_rate":null},"watch":{"count":3,"mean_return":0.015153666666666663,"win_rate":0.3333333333333333},"reject":{"count":0,"mean_return":null,"win_rate":null},"error":{"count":0,"mean_return":null,"win_rate":null}},"brier":0.22416666666666665},"calls":6,"limitations":["현재 생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","각 편도 비용 15bp·슬리피지 10bp는 검증되지 않은 실험용 값입니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","일별 재조정 연구이며 고정 H일 판정 평가는 가상 포트폴리오 보유 기간과 다릅니다.","LLM 학습 지식의 미래 정보 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 아닙니다."],"prompts":{"discovery":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고 무효화 조건을 남긴다.\nprobability는 명시된 평가 사건의 확률(0~1)이다. 그럴듯한 자신감이 아니다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n신규 편입은 승인 후보에서만 한다. 기존 보유는 관리 가능하다. 한도는 완화할 수 없다.\n현재 시점에서 실행 가능한 다음 거래 계획을 제시한다. 목표 비중은 계좌 전체 자산 대비 비중이다.\n빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}"}}},{"id":9,"created":"2026-10-20T16:40:21.512478+00:00","status":"completed","settings":{"version":"research-v2","source_hash":"155f7b0119bef727f3b6816b37ef8741e0d3072bcb46f5e46a5ed252efd0ea55","start":"2026-03-02","end":"2026-03-06","mode":"selection","kind":"pullback","horizon":3,"candidates":4,"max_calls":100,"min_value":5000000000.0,"initial_cash":1000000,"max_positions":4,"max_position":0.25,"max_exposure":1.0,"cost":0.0015,"slippage":0.001,"discovery_version":"discovery-v2","portfolio_version":"portfolio-v1","memory":false,"filters":{},"guidance":"","discovery_prompt":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고 무효화 조건을 남긴다.\nprobability는 명시된 평가 사건의 확률(0~1)이다. 그럴듯한 자신감이 아니다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio_prompt":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n신규 편입은 승인 후보에서만 한다. 기존 보유는 관리 가능하다. 한도는 완화할 수 없다.\n현재 시점에서 실행 가능한 다음 거래 계획을 제시한다. 목표 비중은 계좌 전체 자산 대비 비중이다.\n빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}","model":"cbcn/deepseek-v4.1-flash","event":"다음 거래일 시가 진입 후 3번째 거래일 종가 청산, 편도 비용 15bp 및 슬리피지 10bp 차감 후 수익률 > 0","limitations":["현재 생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","각 편도 비용 15bp·슬리피지 10bp는 검증되지 않은 실험용 값입니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","일별 재조정 연구이며 고정 H일 판정 평가는 가상 포트폴리오 보유 기간과 다릅니다.","LLM 학습 지식의 미래 정보 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 아닙니다."],"campaign_id":2,"hypothesis":"초기 전략"},"result":{"curve":[{"date":"2026-03-04","equity":965323.7827,"baseline":933747.5474,"benchmark":911380.473,"cash":520603.7827},{"date":"2026-03-05","equity":999165.1023,"baseline":1034333.1493,"benchmark":1003480.4887,"cash":999165.1023},{"date":"2026-03-06","equity":1003547.7321,"baseline":1086750.4709,"benchmark":1003359.6384,"cash":751747.7321},{"date":"2026-03-09","equity":970135.9125,"baseline":1108945.8291,"benchmark":939357.3181,"cash":737439.9125}],"metrics":{"total_return":-0.029864087500000025,"baseline_return":0.10894582910000006,"benchmark_return":-0.060642681899999995,"max_drawdown":-0.034676217300000034,"sharpe":-3.9086774805283366,"trades":7,"fees":2520.2076,"error_days":0,"candidate_count":16,"evaluated_count":16,"groups":{"approve":{"count":4,"mean_return":0.05419449999999999,"win_rate":1.0},"watch":{"count":6,"mean_return":0.1563145,"win_rate":1.0},"reject":{"count":6,"mean_return":0.14571016666666667,"win_rate":0.6666666666666666},"error":{"count":0,"mean_return":null,"win_rate":null}},"brier":0.2834875},"calls":4,"limitations":["현재 생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","각 편도 비용 15bp·슬리피지 10bp는 검증되지 않은 실험용 값입니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","일별 재조정 연구이며 고정 H일 판정 평가는 가상 포트폴리오 보유 기간과 다릅니다.","LLM 학습 지식의 미래 정보 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 아닙니다."],"prompts":{"discovery":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고 무효화 조건을 남긴다.\nprobability는 명시된 평가 사건의 확률(0~1)이다. 그럴듯한 자신감이 아니다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n신규 편입은 승인 후보에서만 한다. 기존 보유는 관리 가능하다. 한도는 완화할 수 없다.\n현재 시점에서 실행 가능한 다음 거래 계획을 제시한다. 목표 비중은 계좌 전체 자산 대비 비중이다.\n빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}"}}},{"id":8,"created":"2026-10-20T16:40:20.222013+00:00","status":"completed","settings":{"version":"research-v2","source_hash":"155f7b0119bef727f3b6816b37ef8741e0d3072bcb46f5e46a5ed252efd0ea55","start":"2026-03-02","end":"2026-03-06","mode":"rules","kind":"pullback","horizon":3,"candidates":4,"max_calls":100,"min_value":5000000000.0,"initial_cash":1000000,"max_positions":4,"max_position":0.25,"max_exposure":1.0,"cost":0.0015,"slippage":0.001,"discovery_version":"discovery-v2","portfolio_version":"portfolio-v1","memory":false,"filters":{},"guidance":"","discovery_prompt":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고 무효화 조건을 남긴다.\nprobability는 명시된 평가 사건의 확률(0~1)이다. 그럴듯한 자신감이 아니다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio_prompt":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n신규 편입은 승인 후보에서만 한다. 기존 보유는 관리 가능하다. 한도는 완화할 수 없다.\n현재 시점에서 실행 가능한 다음 거래 계획을 제시한다. 목표 비중은 계좌 전체 자산 대비 비중이다.\n빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}","model":null,"event":"다음 거래일 시가 진입 후 3번째 거래일 종가 청산, 편도 비용 15bp 및 슬리피지 10bp 차감 후 수익률 > 0","limitations":["현재 생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","각 편도 비용 15bp·슬리피지 10bp는 검증되지 않은 실험용 값입니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","일별 재조정 연구이며 고정 H일 판정 평가는 가상 포트폴리오 보유 기간과 다릅니다.","LLM 학습 지식의 미래 정보 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 아닙니다."],"campaign_id":2,"hypothesis":"초기 전략"},"result":{"curve":[{"date":"2026-03-04","equity":933747.5474,"baseline":933747.5474,"benchmark":911380.473,"cash":29177.5474},{"date":"2026-03-05","equity":1034333.1493,"baseline":1034333.1493,"benchmark":1003480.4887,"cash":43413.1493},{"date":"2026-03-06","equity":1086750.4709,"baseline":1086750.4709,"benchmark":1003359.6384,"cash":41918.4709},{"date":"2026-03-09","equity":1108945.8291,"baseline":1108945.8291,"benchmark":939357.3181,"cash":18009.8291}],"metrics":{"total_return":0.10894582910000006,"baseline_return":0.10894582910000006,"benchmark_return":-0.060642681899999995,"max_drawdown":-0.06625245260000001,"sharpe":7.10591873641178,"trades":21,"fees":6821.485,"error_days":0,"candidate_count":16,"evaluated_count":16,"groups":{"approve":{"count":16,"mean_return":0.126807875,"win_rate":0.875},"watch":{"count":0,"mean_return":null,"win_rate":null},"reject":{"count":0,"mean_return":null,"win_rate":null},"error":{"count":0,"mean_return":null,"win_rate":null}},"brier":null},"calls":0,"limitations":["현재 생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","각 편도 비용 15bp·슬리피지 10bp는 검증되지 않은 실험용 값입니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","일별 재조정 연구이며 고정 H일 판정 평가는 가상 포트폴리오 보유 기간과 다릅니다.","LLM 학습 지식의 미래 정보 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 아닙니다."],"prompts":{"discovery":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고 무효화 조건을 남긴다.\nprobability는 명시된 평가 사건의 확률(0~1)이다. 그럴듯한 자신감이 아니다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n신규 편입은 승인 후보에서만 한다. 기존 보유는 관리 가능하다. 한도는 완화할 수 없다.\n현재 시점에서 실행 가능한 다음 거래 계획을 제시한다. 목표 비중은 계좌 전체 자산 대비 비중이다.\n빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}"}}},{"id":7,"created":"2026-10-20T16:40:18.923949+00:00","status":"completed","settings":{"version":"research-v2","source_hash":"155f7b0119bef727f3b6816b37ef8741e0d3072bcb46f5e46a5ed252efd0ea55","start":"2026-03-02","end":"2026-03-06","mode":"rules","kind":"trend","horizon":3,"candidates":4,"max_calls":100,"min_value":5000000000.0,"initial_cash":1000000,"max_positions":4,"max_position":0.25,"max_exposure":1.0,"cost":0.0015,"slippage":0.001,"discovery_version":"discovery-v2","portfolio_version":"portfolio-v1","memory":false,"filters":{},"guidance":"","discovery_prompt":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고 무효화 조건을 남긴다.\nprobability는 명시된 평가 사건의 확률(0~1)이다. 그럴듯한 자신감이 아니다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio_prompt":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n신규 편입은 승인 후보에서만 한다. 기존 보유는 관리 가능하다. 한도는 완화할 수 없다.\n현재 시점에서 실행 가능한 다음 거래 계획을 제시한다. 목표 비중은 계좌 전체 자산 대비 비중이다.\n빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}","model":null,"event":"다음 거래일 시가 진입 후 3번째 거래일 종가 청산, 편도 비용 15bp 및 슬리피지 10bp 차감 후 수익률 > 0","limitations":["현재 생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","각 편도 비용 15bp·슬리피지 10bp는 검증되지 않은 실험용 값입니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","일별 재조정 연구이며 고정 H일 판정 평가는 가상 포트폴리오 보유 기간과 다릅니다.","LLM 학습 지식의 미래 정보 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 아닙니다."],"campaign_id":2,"hypothesis":"초기 전략"},"result":{"curve":[{"date":"2026-03-04","equity":875699.904,"baseline":875699.904,"benchmark":911380.473,"cash":36934.904},{"date":"2026-03-05","equity":1125463.9686,"baseline":1125463.9686,"benchmark":1003480.4887,"cash":47523.9686},{"date":"2026-03-06","equity":1052812.2073,"baseline":1052812.2073,"benchmark":1003359.6384,"cash":55132.2073},{"date":"2026-03-09","equity":1007320.255,"baseline":1007320.255,"benchmark":939357.3181,"cash":216820.255}],"metrics":{"total_return":0.007320254999999998,"baseline_return":0.007320254999999998,"benchmark_return":-0.060642681899999995,"max_drawdown":-0.12430009600000003,"sharpe":1.3201835446654404,"trades":20,"fees":5922.311,"error_days":0,"candidate_count":16,"evaluated_count":16,"groups":{"approve":{"count":16,"mean_return":0.011666625000000003,"win_rate":0.4375},"watch":{"count":0,"mean_return":null,"win_rate":null},"reject":{"count":0,"mean_return":null,"win_rate":null},"error":{"count":0,"mean_return":null,"win_rate":null}},"brier":null},"calls":0,"limitations":["현재 생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","각 편도 비용 15bp·슬리피지 10bp는 검증되지 않은 실험용 값입니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","일별 재조정 연구이며 고정 H일 판정 평가는 가상 포트폴리오 보유 기간과 다릅니다.","LLM 학습 지식의 미래 정보 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 아닙니다."],"prompts":{"discovery":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고 무효화 조건을 남긴다.\nprobability는 명시된 평가 사건의 확률(0~1)이다. 그럴듯한 자신감이 아니다.\n근거는 항목당 2문장 이하로 작성한다. 필터 변경이나 실험 실행을 수행하지 말고 현재 후보만 판정한다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n신규 편입은 승인 후보에서만 한다. 기존 보유는 관리 가능하다. 한도는 완화할 수 없다.\n현재 시점에서 실행 가능한 다음 거래 계획을 제시한다. 목표 비중은 계좌 전체 자산 대비 비중이다.\n빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}"}}},{"id":6,"created":"2026-10-20T16:37:54.957633+00:00","status":"failed","settings":{"version":"research-v1","start":"2026-03-02","end":"2026-03-06","mode":"selection","kind":"pullback","horizon":3,"candidates":4,"max_calls":95,"min_value":5000000000.0,"initial_cash":1000000,"max_positions":4,"max_position":0.25,"max_exposure":1.0,"cost":0.0015,"slippage":0.001,"discovery_version":"discovery-v1","portfolio_version":"portfolio-v1","memory":false,"filters":{"min_relative":-0.08,"min_volume_ratio":0.8,"max_rsi":70,"max_atr_ratio":0.1},"guidance":"개발 구간에서 위 필터로 evaluated_count≥30, approve_count≥10을 먼저 확인한다. approve 평균수익률이 watch/reject 평균보다 낮거나 승인 수가 10 미만이면 min_relative를 -0.05까지 완화하고 max_rsi를 75, min_volume_ratio를 0.7로 조정해 후보를 확보한다. 단, approve 승률이 60% 미만이거나 approve 평균수익률이 0 이하이면 가설을 기각한다. id5처럼 reject가 approve보다 높은 수익률을 보이면 필터를 더 좁히지 말고 승인 범위를 넓혔을 때 reject 우위가 사라지는지 비교한다.","discovery_prompt":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고 무효화 조건을 남긴다.\nprobability는 명시된 평가 사건의 확률(0~1)이다. 그럴듯한 자신감이 아니다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio_prompt":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n신규 편입은 승인 후보에서만 한다. 기존 보유는 관리 가능하다. 한도는 완화할 수 없다.\n현재 시점에서 실행 가능한 다음 거래 계획을 제시한다. 목표 비중은 계좌 전체 자산 대비 비중이다.\n빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}","model":"cbcn/deepseek-v4.1-flash","event":"다음 거래일 시가 진입 후 3번째 거래일 종가 청산, 편도 비용 15bp 및 슬리피지 10bp 차감 후 수익률 > 0","limitations":["현재 생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","각 편도 비용 15bp·슬리피지 10bp는 검증되지 않은 실험용 값입니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","일별 재조정 연구이며 고정 H일 판정 평가는 가상 포트폴리오 보유 기간과 다릅니다.","LLM 학습 지식의 미래 정보 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 아닙니다."],"campaign_id":1,"hypothesis":"20일 시장 대비 수익률이 소폭 부진한 조정 국면에서도 거래량이 20일 평균의 0.8배 이상 유지되고 RSI14가 과매수(70) 이하이며 ATR14/종가가 0.10 이하인 종목은 반등 지속성이 높다. id5처럼 승인군을 3개로 좁히면 watch/reject의 고수익 후보를 놓치므로, 승인 범위를 넓혀 approve≥10과 evaluated≥30을 만족시키는 방향으로 검증한다."},"result":null},{"id":5,"created":"2026-10-20T16:36:03.155074+00:00","status":"completed","settings":{"version":"research-v1","start":"2026-03-02","end":"2026-03-06","mode":"selection","kind":"pullback","horizon":3,"candidates":4,"max_calls":100,"min_value":5000000000.0,"initial_cash":1000000,"max_positions":4,"max_position":0.25,"max_exposure":1.0,"cost":0.0015,"slippage":0.001,"discovery_version":"discovery-v1","portfolio_version":"portfolio-v1","memory":false,"filters":{},"guidance":"","discovery_prompt":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고 무효화 조건을 남긴다.\nprobability는 명시된 평가 사건의 확률(0~1)이다. 그럴듯한 자신감이 아니다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio_prompt":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n신규 편입은 승인 후보에서만 한다. 기존 보유는 관리 가능하다. 한도는 완화할 수 없다.\n현재 시점에서 실행 가능한 다음 거래 계획을 제시한다. 목표 비중은 계좌 전체 자산 대비 비중이다.\n빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}","model":"cbcn/deepseek-v4.1-flash","event":"다음 거래일 시가 진입 후 3번째 거래일 종가 청산, 편도 비용 15bp 및 슬리피지 10bp 차감 후 수익률 > 0","limitations":["현재 생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","각 편도 비용 15bp·슬리피지 10bp는 검증되지 않은 실험용 값입니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","일별 재조정 연구이며 고정 H일 판정 평가는 가상 포트폴리오 보유 기간과 다릅니다.","LLM 학습 지식의 미래 정보 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 아닙니다."],"campaign_id":1,"hypothesis":"초기 전략"},"result":{"curve":[{"date":"2026-03-04","equity":1000824.1547,"baseline":933747.5474,"benchmark":911380.473,"cash":769224.1547},{"date":"2026-03-05","equity":1018024.1547,"baseline":1034333.1493,"benchmark":1003480.4887,"cash":769224.1547},{"date":"2026-03-06","equity":1021024.1547,"baseline":1086750.4709,"benchmark":1003359.6384,"cash":769224.1547},{"date":"2026-03-09","equity":999647.0012,"baseline":1108945.8291,"benchmark":939357.3181,"cash":999647.0012}],"metrics":{"total_return":-0.00035299879999994843,"baseline_return":0.10894582910000006,"benchmark_return":-0.060642681899999995,"max_drawdown":-0.020936971374865276,"sharpe":0.0057956779157610355,"trades":2,"fees":691.7988,"error_days":0,"candidate_count":16,"evaluated_count":16,"groups":{"approve":{"count":3,"mean_return":0.051282666666666664,"win_rate":1.0},"watch":{"count":7,"mean_return":0.10330771428571428,"win_rate":0.8571428571428571},"reject":{"count":6,"mean_return":0.19198733333333332,"win_rate":0.8333333333333334},"error":{"count":0,"mean_return":null,"win_rate":null}},"brier":0.28914375},"calls":4,"limitations":["현재 생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","각 편도 비용 15bp·슬리피지 10bp는 검증되지 않은 실험용 값입니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","일별 재조정 연구이며 고정 H일 판정 평가는 가상 포트폴리오 보유 기간과 다릅니다.","LLM 학습 지식의 미래 정보 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 아닙니다."],"prompts":{"discovery":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고 무효화 조건을 남긴다.\nprobability는 명시된 평가 사건의 확률(0~1)이다. 그럴듯한 자신감이 아니다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n신규 편입은 승인 후보에서만 한다. 기존 보유는 관리 가능하다. 한도는 완화할 수 없다.\n현재 시점에서 실행 가능한 다음 거래 계획을 제시한다. 목표 비중은 계좌 전체 자산 대비 비중이다.\n빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}"}}},{"id":4,"created":"2026-10-20T16:36:01.850670+00:00","status":"completed","settings":{"version":"research-v1","start":"2026-03-02","end":"2026-03-06","mode":"rules","kind":"pullback","horizon":3,"candidates":4,"max_calls":100,"min_value":5000000000.0,"initial_cash":1000000,"max_positions":4,"max_position":0.25,"max_exposure":1.0,"cost":0.0015,"slippage":0.001,"discovery_version":"discovery-v1","portfolio_version":"portfolio-v1","memory":false,"filters":{},"guidance":"","discovery_prompt":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고 무효화 조건을 남긴다.\nprobability는 명시된 평가 사건의 확률(0~1)이다. 그럴듯한 자신감이 아니다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio_prompt":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n신규 편입은 승인 후보에서만 한다. 기존 보유는 관리 가능하다. 한도는 완화할 수 없다.\n현재 시점에서 실행 가능한 다음 거래 계획을 제시한다. 목표 비중은 계좌 전체 자산 대비 비중이다.\n빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}","model":null,"event":"다음 거래일 시가 진입 후 3번째 거래일 종가 청산, 편도 비용 15bp 및 슬리피지 10bp 차감 후 수익률 > 0","limitations":["현재 생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","각 편도 비용 15bp·슬리피지 10bp는 검증되지 않은 실험용 값입니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","일별 재조정 연구이며 고정 H일 판정 평가는 가상 포트폴리오 보유 기간과 다릅니다.","LLM 학습 지식의 미래 정보 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 아닙니다."],"campaign_id":1,"hypothesis":"초기 전략"},"result":{"curve":[{"date":"2026-03-04","equity":933747.5474,"baseline":933747.5474,"benchmark":911380.473,"cash":29177.5474},{"date":"2026-03-05","equity":1034333.1493,"baseline":1034333.1493,"benchmark":1003480.4887,"cash":43413.1493},{"date":"2026-03-06","equity":1086750.4709,"baseline":1086750.4709,"benchmark":1003359.6384,"cash":41918.4709},{"date":"2026-03-09","equity":1108945.8291,"baseline":1108945.8291,"benchmark":939357.3181,"cash":18009.8291}],"metrics":{"total_return":0.10894582910000006,"baseline_return":0.10894582910000006,"benchmark_return":-0.060642681899999995,"max_drawdown":-0.06625245260000001,"sharpe":7.10591873641178,"trades":21,"fees":6821.485,"error_days":0,"candidate_count":16,"evaluated_count":16,"groups":{"approve":{"count":16,"mean_return":0.126807875,"win_rate":0.875},"watch":{"count":0,"mean_return":null,"win_rate":null},"reject":{"count":0,"mean_return":null,"win_rate":null},"error":{"count":0,"mean_return":null,"win_rate":null}},"brier":null},"calls":0,"limitations":["현재 생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","각 편도 비용 15bp·슬리피지 10bp는 검증되지 않은 실험용 값입니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","일별 재조정 연구이며 고정 H일 판정 평가는 가상 포트폴리오 보유 기간과 다릅니다.","LLM 학습 지식의 미래 정보 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 아닙니다."],"prompts":{"discovery":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고 무효화 조건을 남긴다.\nprobability는 명시된 평가 사건의 확률(0~1)이다. 그럴듯한 자신감이 아니다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n신규 편입은 승인 후보에서만 한다. 기존 보유는 관리 가능하다. 한도는 완화할 수 없다.\n현재 시점에서 실행 가능한 다음 거래 계획을 제시한다. 목표 비중은 계좌 전체 자산 대비 비중이다.\n빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}"}}},{"id":3,"created":"2026-10-20T16:36:00.546435+00:00","status":"completed","settings":{"version":"research-v1","start":"2026-03-02","end":"2026-03-06","mode":"rules","kind":"trend","horizon":3,"candidates":4,"max_calls":100,"min_value":5000000000.0,"initial_cash":1000000,"max_positions":4,"max_position":0.25,"max_exposure":1.0,"cost":0.0015,"slippage":0.001,"discovery_version":"discovery-v1","portfolio_version":"portfolio-v1","memory":false,"filters":{},"guidance":"","discovery_prompt":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고 무효화 조건을 남긴다.\nprobability는 명시된 평가 사건의 확률(0~1)이다. 그럴듯한 자신감이 아니다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio_prompt":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n신규 편입은 승인 후보에서만 한다. 기존 보유는 관리 가능하다. 한도는 완화할 수 없다.\n현재 시점에서 실행 가능한 다음 거래 계획을 제시한다. 목표 비중은 계좌 전체 자산 대비 비중이다.\n빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}","model":null,"event":"다음 거래일 시가 진입 후 3번째 거래일 종가 청산, 편도 비용 15bp 및 슬리피지 10bp 차감 후 수익률 > 0","limitations":["현재 생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","각 편도 비용 15bp·슬리피지 10bp는 검증되지 않은 실험용 값입니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","일별 재조정 연구이며 고정 H일 판정 평가는 가상 포트폴리오 보유 기간과 다릅니다.","LLM 학습 지식의 미래 정보 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 아닙니다."],"campaign_id":1,"hypothesis":"초기 전략"},"result":{"curve":[{"date":"2026-03-04","equity":875699.904,"baseline":875699.904,"benchmark":911380.473,"cash":36934.904},{"date":"2026-03-05","equity":1125463.9686,"baseline":1125463.9686,"benchmark":1003480.4887,"cash":47523.9686},{"date":"2026-03-06","equity":1052812.2073,"baseline":1052812.2073,"benchmark":1003359.6384,"cash":55132.2073},{"date":"2026-03-09","equity":1007320.255,"baseline":1007320.255,"benchmark":939357.3181,"cash":216820.255}],"metrics":{"total_return":0.007320254999999998,"baseline_return":0.007320254999999998,"benchmark_return":-0.060642681899999995,"max_drawdown":-0.12430009600000003,"sharpe":1.3201835446654404,"trades":20,"fees":5922.311,"error_days":0,"candidate_count":16,"evaluated_count":16,"groups":{"approve":{"count":16,"mean_return":0.011666625000000003,"win_rate":0.4375},"watch":{"count":0,"mean_return":null,"win_rate":null},"reject":{"count":0,"mean_return":null,"win_rate":null},"error":{"count":0,"mean_return":null,"win_rate":null}},"brier":null},"calls":0,"limitations":["현재 생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","각 편도 비용 15bp·슬리피지 10bp는 검증되지 않은 실험용 값입니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","일별 재조정 연구이며 고정 H일 판정 평가는 가상 포트폴리오 보유 기간과 다릅니다.","LLM 학습 지식의 미래 정보 누출 가능성이 남습니다. 짧은 실험은 실거래 적합성의 근거가 아닙니다."],"prompts":{"discovery":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고 무효화 조건을 남긴다.\nprobability는 명시된 평가 사건의 확률(0~1)이다. 그럴듯한 자신감이 아니다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n신규 편입은 승인 후보에서만 한다. 기존 보유는 관리 가능하다. 한도는 완화할 수 없다.\n현재 시점에서 실행 가능한 다음 거래 계획을 제시한다. 목표 비중은 계좌 전체 자산 대비 비중이다.\n빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}"}}},{"id":2,"created":"2026-10-20T16:32:04.534199+00:00","status":"completed","settings":{"version":"research-v1","start":"2026-10-12","end":"2026-10-12","mode":"portfolio","kind":"trend","horizon":3,"candidates":2,"max_calls":2,"min_value":5000000000.0,"initial_cash":1000000,"max_positions":4,"max_position":0.25,"max_exposure":1.0,"cost":0.0015,"slippage":0.001,"discovery_version":"discovery-v1","portfolio_version":"portfolio-v1","model":"cbcn/deepseek-v4.1-flash","event":"다음 거래일 시가 진입 후 3번째 거래일 종가 청산, 편도 비용 15bp 및 슬리피지 10bp 차감 후 수익률 > 0","limitations":["현재 생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","각 편도 비용 15bp·슬리피지 10bp는 검증되지 않은 실험용 값입니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","일별 재조정 연구이며 고정 H일 판정 평가는 가상 포트폴리오 보유 기간과 다릅니다.","프롬프트 지식의 미래 정보 누출 가능성, 메모리·워크포워드 자동 최적화는 별도 검증 대상입니다."]},"result":{"curve":[{"date":"2026-10-13","equity":1003464.6689,"baseline":1051640.3046,"benchmark":967889.4421,"cash":945764.6689}],"metrics":{"total_return":0.0034646688999999675,"baseline_return":0.05164030460000002,"benchmark_return":-0.03211055790000006,"max_drawdown":0.0,"sharpe":null,"trades":1,"fees":81.2311,"error_days":0,"candidate_count":2,"evaluated_count":2,"groups":{"approve":{"count":1,"mean_return":-0.187069,"win_rate":0.0},"watch":{"count":1,"mean_return":-0.057153,"win_rate":0.0},"reject":{"count":0,"mean_return":null,"win_rate":null},"error":{"count":0,"mean_return":null,"win_rate":null}},"brier":0.25565000000000004},"calls":2,"limitations":["현재 생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","각 편도 비용 15bp·슬리피지 10bp는 검증되지 않은 실험용 값입니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","일별 재조정 연구이며 고정 H일 판정 평가는 가상 포트폴리오 보유 기간과 다릅니다.","프롬프트 지식의 미래 정보 누출 가능성, 메모리·워크포워드 자동 최적화는 별도 검증 대상입니다."],"prompts":{"discovery":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고 무효화 조건을 남긴다.\nprobability는 명시된 평가 사건의 확률(0~1)이다. 그럴듯한 자신감이 아니다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n신규 편입은 승인 후보에서만 한다. 기존 보유는 관리 가능하다. 한도는 완화할 수 없다.\n현재 시점에서 실행 가능한 다음 거래 계획을 제시한다. 목표 비중은 계좌 전체 자산 대비 비중이다.\n빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}"}}},{"id":1,"created":"2026-10-20T16:27:57.232314+00:00","status":"completed","settings":{"version":"research-v1","start":"2026-10-12","end":"2026-10-14","mode":"rules","kind":"trend","horizon":3,"candidates":4,"max_calls":100,"min_value":5000000000.0,"initial_cash":1000000,"max_positions":4,"max_position":0.25,"max_exposure":1.0,"cost":0.0015,"slippage":0.001,"discovery_version":"discovery-v1","portfolio_version":"portfolio-v1","model":null,"event":"다음 거래일 시가 진입 후 3번째 거래일 종가 청산, 편도 비용 15bp 및 슬리피지 10bp 차감 후 수익률 > 0","limitations":["현재 생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","각 편도 비용 15bp·슬리피지 10bp는 검증되지 않은 실험용 값입니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","일별 재조정 연구이며 고정 H일 판정 평가는 가상 포트폴리오 보유 기간과 다릅니다.","프롬프트 지식의 미래 정보 누출 가능성, 메모리·워크포워드 자동 최적화는 별도 검증 대상입니다."]},"result":{"curve":[{"date":"2026-10-13","equity":1085587.4583,"baseline":1085587.4583,"benchmark":967889.4421,"cash":53187.4583},{"date":"2026-10-14","equity":1041953.6286,"baseline":1041953.6286,"benchmark":963367.5439,"cash":81943.6286},{"date":"2026-10-15","equity":970913.0467,"baseline":970913.0467,"benchmark":884310.5375,"cash":42953.0467}],"metrics":{"total_return":-0.029086953300000107,"baseline_return":-0.029086953300000107,"benchmark_return":-0.1156894625,"max_drawdown":-0.1056335081280112,"sharpe":-1.8030246598451471,"trades":11,"fees":2926.7432,"error_days":0,"candidate_count":12,"evaluated_count":12,"groups":{"approve":{"count":12,"mean_return":-0.010895750000000001,"win_rate":0.3333333333333333},"watch":{"count":0,"mean_return":null,"win_rate":null},"reject":{"count":0,"mean_return":null,"win_rate":null},"error":{"count":0,"mean_return":null,"win_rate":null}},"brier":null},"calls":0,"limitations":["현재 생존 종목과 수정 일봉 기반: 상장폐지·과거 종목군/기업행동 시점 편향이 남습니다.","각 편도 비용 15bp·슬리피지 10bp는 검증되지 않은 실험용 값입니다.","일별 다음 시가 체결 모형: 장중 손절·익절, 호가 단위·가격 제한·부분 체결은 미지원입니다.","일별 재조정 연구이며 고정 H일 판정 평가는 가상 포트폴리오 보유 기간과 다릅니다.","프롬프트 지식의 미래 정보 누출 가능성, 메모리·워크포워드 자동 최적화는 별도 검증 대상입니다."],"prompts":{"discovery":"너는 국내주식 연구용 종목 판정 에이전트다. 제공된 시점의 수치만 사용한다.\n외부 지식으로 이후 사건을 추측하지 않는다. 모든 후보를 승인(approve), 관망(watch), 제외(reject)로 판정한다.\n찬성·반대 근거에 실제 입력 지표의 이름과 값을 넣고 무효화 조건을 남긴다.\nprobability는 명시된 평가 사건의 확률(0~1)이다. 그럴듯한 자신감이 아니다.\nJSON 객체만 반환한다: {\"decisions\":[{\"symbol\":\"종목코드\",\"action\":\"approve|watch|reject\",\n\"probability\":0.5,\"positive\":\"근거\",\"negative\":\"근거\",\"reason\":\"판정 이유\",\"invalidate\":\"무효화 조건\"}]}","portfolio":"너는 국내주식 포트폴리오·리스크 관리 에이전트다. 제공된 시점의 데이터만 사용한다.\n계좌와 시장, 승인 후보, 기존 보유 종목을 함께 보고 유지·추가·축소·청산과 현금 비중을 결정한다.\n신규 편입은 승인 후보에서만 한다. 기존 보유는 관리 가능하다. 한도는 완화할 수 없다.\n현재 시점에서 실행 가능한 다음 거래 계획을 제시한다. 목표 비중은 계좌 전체 자산 대비 비중이다.\n빠진 기존 보유 종목은 목표 비중 0(전량 청산)으로 해석된다. 현금 비중까지 명시한다.\nJSON 객체만 반환한다: {\"targets\":[{\"symbol\":\"종목코드\",\"weight\":0.2,\"reason\":\"근거\"}],\n\"cash_weight\":0.8,\"reason\":\"포트폴리오 판단\",\"risk\":\"위험과 대응\",\"reassess\":\"재평가 조건\"}"}}}]