Fundamental Mean Reversion
0.7.0공개일 2026-09-10>=0.5.0방법론
주가 하락이 사업 훼손보다 과도한 국내 상장 기업을 찾아, 안정화가 확인된 뒤에 정상 범위로의 회복을 취합니다. 기술 지표는 무엇을 먼저 조사할지만 정하고, 매수 근거는 사업입니다. 일회성 손상차손과 영업 악화를, 투자 확대와 수익화 실패를 공시로 구분하며, 과매도만으로는 사지 않습니다. 무효화 가격까지의 손실에 갭·거래정지 할인을 더해 크기를 정하고, 회복 목표에서 단계적으로 축소하며, 모든 포지션에 조용히 연장할 수 없는 기한을 둡니다.
무엇을 거래하는가
| 카테고리 | KOSPI |
|---|---|
| 자산군 | equity |
| 시장 | XKRX |
| 태스크 | PORTFOLIO_REVIEW ASSET_REVIEW THESIS_REVIEW EVENT_REVIEW |
누구의 작업인가
This methodology is ported. Porting a prompt makes a derivative work, so the attribution is part of what the package is: it is on the manifest, it is shown before anyone agrees to install it, and the original licence notice ships inside the package.
| 원본 | https://github.com/morethanmin/trading-harness |
|---|---|
| 커밋 | 1fa18c595baa742f7323366a3c220fec5c6535a7 |
| 라이선스 | MIT, © Lee Sang Min |
Notice
The methodology in this package is adapted from morethanmin/trading-harness at commit 1fa18c595baa742f7323366a3c220fec5c6535a7.
Copyright (c) 2026 Lee Sang Min.
The source repository did not carry a standalone licence file at the pinned commit. Its copyright holder requested this public catalogue port in untilled/aumos-catalogue#256; this derivative methodology package is distributed under the MIT License stated by aumos.json. No account data, credentials, historical decision ledger, thesis text, order implementation, cache, backup or private workspace artifact from the source repository is included — in particular none of its toss-order implementation, and none of the personal ledger the source's plans and theses were written against.
Parts of the deterministic core under lib/ are derived from managers/evidence-gated/lib/ in this same repository, which is a port of the same upstream at an earlier commit. ARCHITECTURE.md lists which modules and what changed.
The daily bars under fixtures/series.json are synthetic. They were generated for this package and are not a record of any listed company's prices; no vendor data is redistributed here.
The names 토스증권 (Toss Securities) and OpenDART identify independent data providers. They do not endorse this package.