Figure 4 — Yodacom Research | Paper 2: Inventory Circuit Breaker
Five-Iteration Development Arc: Q1 Spurious Fire Alpha Damage vs Q2 Bear Detection Rate
Tradeoff curve across five design iterations. Q1 (red): alpha damage from spurious bull-year fires — must reach zero.
Q2 (teal): bear detection rate — must exceed 50%. Early iterations solved one criterion at the cost of the other.
v5 achieves both simultaneously by adding the directionally-aware drawdownFromPeak gate.
Q1: Bull-year spurious alpha damage (|pp|) — lower is better
Q2: Bear detection rate (%) — higher is better
Q2 pass threshold (50%)
Source: Paper 2 Section 4 (gate iterations) and inventory-threshold validation reports v1–v5.
Q1 values: |alpha delta| of worst spurious bull fire per version (v1: 122.89pp; v2: 66.77pp; v3: 66.77pp; v4: 0 (no fires); v5: 0).
Q2 values: bear detection rate per version (v1: 88.2%; v2: 0% gate-less artifacts excluded, shown as rule-level 88.2%; v3: 70.6%; v4: 5.9%; v5: 70.6%).
Note: v2 Q2 detection rate reflects gate-less design behavior where spurious bull fires mask bear-specific metrics — see paper Section 4.3.
Past performance does not guarantee future results. Research and educational use only.