blindTest V16 vs karmaResearch V9

flowchart TD START["每根 K 棒"] --> WAIT{"有掛單?\nOR 暖機中?"} WAIT -->|是| SKIP["跳過"] WAIT -->|否| HAS_POS{"有持倉?"} HAS_POS -->|無| ENTRY["進場判斷"] HAS_POS -->|有| EXIT["出場判斷"] ENTRY --> HOUR{"幾點 UTC?"} HOUR -->|"06-12"| TH_ACTIVE["閾值 = 2000"] HOUR -->|"其他"| TH_OFF["閾值 = 5000"] TH_ACTIVE & TH_OFF --> OB_CHECK{"ob_dif > 閾值?"} OB_CHECK -->|否| SKIP OB_CHECK -->|是| BB_CHECK{"price <= BB upper?\n(240h, 1.5σ)"} BB_CHECK -->|否| SKIP BB_CHECK -->|是| LIQ_CHECK{"overall_liq\n>= Q95?"} LIQ_CHECK -->|是| BUY_15["買入 1.5x"] LIQ_CHECK -->|否| BUY_10["買入 1.0x"] EXIT --> EXIT_CHECK{"ob_dif < 0\nOR 持倉 >= 24h?"} EXIT_CHECK -->|是| CLOSE["平倉"] EXIT_CHECK -->|否| HOLD["繼續持有"] style START fill:#1f6feb,color:#fff style BUY_15 fill:#238636,color:#fff style BUY_10 fill:#238636,color:#fff style CLOSE fill:#da3633,color:#fff style SKIP fill:#30363d,color:#8b949e

flowchart TD START2["每根 K 棒"] --> SHORT_Q{"持空?"} SHORT_Q -->|是| SHORT_MGR["空單管理\n4 種出場條件\nadaptive sizing\n3 tranches"] SHORT_Q -->|否| REBAL{"24h rebal?"} REBAL -->|否| SKIP2["跳過"] REBAL -->|是| REGIME["Regime 判斷\nBB(2000h, 1.3σ)"] REGIME --> R_BEAR{"BEAR?"} R_BEAR -->|是| TRY_SHORT{"MPI(12h) > 65\nprice < SMA(200)?"} TRY_SHORT -->|是| DO_SHORT["開空"] TRY_SHORT -->|否| LONG_SIZE["做多 sizing"] R_BEAR -->|否| LONG_SIZE LONG_SIZE --> SIGNALS["計算底部訊號\n(ARI, ob_dif, skew, usdc)"] SIGNALS --> S0{"0 個訊號"} SIGNALS --> S12{"1-2 個"} SIGNALS --> S3{"3+ 或 strong"} S0 --> MPI_N["MPI neutral\n(6 段 lookup)"] S12 --> POS70["0.70x"] S3 --> POS200["2.0-3.0x"] MPI_N & POS70 & POS200 --> EXIT_MULT["MPI monthly exit\n(720h window)\nMPI scalp target"] EXIT_MULT --> DD_CAP["DD 保護\n8% → 2x\n15% → 1.5x\n22% → 0.7x"] DD_CAP --> HARD_CAP["3x 硬上限"] HARD_CAP --> EXEC["調整倉位"] style START2 fill:#1f6feb,color:#fff style SHORT_MGR fill:#da3633,color:#fff style DO_SHORT fill:#da3633,color:#fff style EXEC fill:#238636,color:#fff style SKIP2 fill:#30363d,color:#8b949e