信号体系与验证 Signal Architecture & Verification

14维信号矩阵 · 因果链驱动 · 84.4%回测准确率 14-Dimensional Signal Matrix · Causal-Chain Driven · 84.4% Backtest Accuracy
14
维度信号Dimensions
84.4%
回测准确率Backtest Accuracy
27/32
正确判断Correct Calls
7/7
危机识别Crisis ID

14维信号体系 14-Dimensional Signal Architecture

点击任意信号卡片展开详情 — 含触发组件、关联危机及CCN节点映射 Click any signal card to expand — components, crisis triggers & CCN node mapping

信号-节点映射 Signal-to-Node Mapping

每个信号如何激活CCN中的特定节点与反馈回路 How each signal activates specific CCN nodes and feedback loops

V1 → V2 → V3 演进 V1 → V2 → V3 Evolution

三代迭代，从7维到14维，准确率从~65%到84.4% Three generations: 7 to 14 dimensions, accuracy from ~65% to 84.4%

V1 — Baseline

7个信号7 Signals
~65%
  • deflation_panic
  • inflation_elevated
  • plumbing_stress
  • banking_stress
  • dollar_funding_stress
  • 5个危机案例5 crisis cases
奠基：因果链推理框架 Foundation: causal chain reasoning framework

V2 — Enhanced

10个信号10 Signals
~75%
  • + plumbing_crisis
  • + deposit_flight
  • + reserve_critical
  • + credit_contagion
  • + basis_trade_unwind
  • + regime_transition
  • + policy_response
  • 7个危机案例7 crisis cases
关键进展：反馈回路集成 Key: feedback loop integration

V3 — Regime-Aware

14个信号14 Signals
84.4%
  • ★ + safe_haven_lost
  • ★ + inflation_direction
  • 修复：通胀方向消歧 (2021案例)Fix: inflation direction disambiguation (2021)
  • 修复：避险失效检测 (2025关税案例)Fix: safe-haven detection (2025 tariff)
  • 27/32 正确判断correct calls
突破：检测70年一遇的Regime Change Breakthrough: detecting 70-year regime change

回测结果明细 Backtest Results Detail

逐危机准确率分解 — V3回测 27/32 = 84.4% Crisis-by-crisis accuracy breakdown — V3 backtest 27/32 = 84.4%

诚实置信度评估 Honest Confidence Assessment

透明度是信任的基础 — 我们坦诚标注每项能力的置信水平 Transparency builds trust — we honestly label confidence for every capability

● 高置信度● High Confidence

  • 危机Regime识别 (7/7)Crisis regime identification (7/7)
  • 核心因果机制推理Core causal mechanism reasoning
  • Flight to Quality方向 (经典Regime)Flight to Quality direction (classical regime)
  • 知识库完整性 (6,239条目 / 1,058测试)Knowledge base integrity (6,239 items / 1,058 tests)

● 中等置信度● Medium Confidence

  • 多资产同时方向判断 (84.4%)Multi-asset simultaneous direction (84.4%)
  • 政策响应速度建模Policy response speed modeling
  • Regime Change精确时点Regime change precise timing

● 待验证● To Be Verified

  • 实时信号监控 (Phase 5)Real-time signal monitoring (Phase 5)
  • 仓位管理与风控 (Phase 6)Position sizing & risk control (Phase 6)
  • 前瞻性危机预测Forward-looking crisis prediction
  • Zoltan/BIS/Mehrling提取 (0%结构化)Zoltan/BIS/Mehrling extraction (0% structured)

结构验证 Structural Validation

工程级代码质量 — 全面测试覆盖与Schema完整性 Engineering-grade code quality — comprehensive test coverage & schema integrity

1,058
单元测试全部通过Unit Tests Passing
22 / 52
Pydantic v2 Schema / 类Pydantic v2 Schemas / Classes
100%
跨文件完整性检查Cross-file Integrity Check
✓
节点引用一致性 + Loop闭合 + Schema对齐Node Ref + Loop Closure + Schema Alignment