BAAR3-Stock
π Official Website: https://baar.uk/model/
π License: Non-Commercial Only (Contact for Commercial Pricing)
π Model Overview (λͺ¨λΈ κ°μ)
BAAR3-Stockμ κ΅λ΄ μ£Όμ(KRX) λ° λ―Έκ΅ μ£Όμ(US)μ λμμΌλ‘ μ’ λͺ© μ ν μ μμ¨ νΈλ μ΄λ© λ° νΈκ° λ¨μ μ€νμ μννλ ννΈ λͺ¨λΈμ λλ€.
BAAR3-Stock is a quantitative execution model engineered for automated stock trading across KRX and US equities.
π Performance & Evaluation (μ±λ₯ νκ°)
1. Quantitative Summary (μ±κ³Ό μμ½)
100κ±°λμΌκ° μ΄κΈ° μλ³Έ 1μ΅ μ(100,000,000 KRW)μ κΈ°μ€μΌλ‘ μ΄μ©ν μ±κ³Ό μ§νμ λλ€.
| Evaluation Metric (νκ° νλͺ©) | Result (μμΉ) | Description (μ€λͺ ) |
|---|---|---|
| Initial Capital (μ΄κΈ° ν¬μκΈ) | 100,000,000 KRW | μμ μ΄μ© μμ° |
| Final Portfolio Value (μ΅μ’ νκ°μ‘) | 148,808,180 KRW | μ€ν λ° νκ° μμμ° (+48,808,180μ) |
| Cumulative Return / PnL (μ΄ λμ μμ΅λ₯ ) | +48.81% | λ²€μΉλ§ν¬ λλΉ +8.51%p μ΄κ³Ό λ¬μ± |
| Benchmark Buy & Hold (λ¨μ 보μ ) | +40.30% | μμ₯ λμΌ κ°μ€ μ§μ |
| Annualized Sharpe Ratio (μ€ν μ§μ) | 4.59 | μν λλΉ μμ΅ ν¨μ¨ |
| Maximum Drawdown / MDD (μ΅λ λν) | 4.75% | μ΅λ νλ°© λν |
| Executed Trades (μ΄ μ²΄κ²° νμ) | 30 Trades | μ ν¨ μ§μ νμ |
| Win Rate (μ€μ 체결 μΉλ₯ ) | 70.0% | 21ν μ΅μ (+15%) / 9ν μμ (-6%) |
| Profit Factor / RRR (νκ· μμ΅λΉ) | 1 : 2.51 | νκ· μ΅μ ν λλΉ μμ€ν λΉμ¨ |
| Average Holding Period (νκ· λ³΄μ κΈ°κ°) | 3.0 Trading Days | ν¬μ§μ νκ· λ³΄μ μΌ |
2. Transaction Fee & Cost Schedule (μμλ£ λ° κ±°λλΉμ© 쑰건 κ³ μ§)
λͺ¨λ μ±κ³Ό μΈ‘μ μλ μλμ μ λΉμ©κ³Ό μ¬λ¦¬νΌμ§κ° μ°¨κ° λ°μλμ΄ μμ΅λλ€.
- κ΅λ΄ μ£Όμ (KRX)
- λ§€λ§€ μμλ£: νΈλ 0.015%
- μ¦κΆκ±°λμΈ: λ§€λ μ 0.18%
- μ¬λ¦¬νΌμ§(Slippage): νΈλ 0.05% ~ 0.10% μ°¨κ° λ°μ
- λ―Έκ΅ μ£Όμ (US)
- λ§€λ§€ μμλ£: νΈλ 0.05%
- SEC Fee / TAF: λ§€λ μ κ·μ μμλ£ μ€μκ° λ°μ
- μ¬λ¦¬νΌμ§(Slippage): μ λμ± κ°μ λ°μν 체결 λΉμ© μ°¨κ° λ°μ
3. Trade Execution Samples (체결 λ΄μ μν)
| Symbol | Entry Date | Entry Price | Exit Date | Exit Price | PnL (%) | Exit Reason (μ²μ° μ¬μ ) |
|---|---|---|---|---|---|---|
| 034020 | 2026-08-10 | 77,100 KRW | 2026-08-21 | 72,500 KRW | -5.97% | Stop-Loss |
| 010170 | 2026-08-10 | 12,370 KRW | 2026-08-26 | 14,230 KRW | +15.04% | Take-Profit (+15%) |
| 010170 | 2026-08-26 | 12,000 KRW | 2026-08-27 | 13,800 KRW | +15.00% | Take-Profit (+15%) |
| 066570 | 2026-08-18 | 184,700 KRW | 2026-08-31 | 212,500 KRW | +15.05% | Take-Profit (+15%) |
| 080220 | 2026-08-18 | 69,700 KRW | 2026-09-01 | 80,200 KRW | +15.06% | Take-Profit (+15%) |
π Real-Time Execution Tickets (μ€μκ° λ°μ£Ό μΉ΄λ)
π English Version
[Rank #01 - HOLD] 053210 (KRX) | Composite Score: 41.0
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βͺ [HOLD / Neutral] [KRX | BAAR3-Stock Execution Ticket] Ticker: 053210 | Time: 2026-10-02 05:35:00 | Current: 3,990 KRW
β’ Composite Quant Score : 41.0 / 100 | Barrier Success Rate: 17.6% | Buy Conviction: 1.3%
β’ System Decision : HOLD (Composite Score 41.0 / Threshold 48.0)
β’ Expected Forward Return: 1-Bar(-0.12%) | 2-Bar(-0.13%) | 3-Bar(-0.08%) | 5-Bar(-0.21%)
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π [Split Execution Order Plan]
β [1st Limit Entry ] Price: 3,975 KRW | Allocation: 50% | (Short-term Dip Limit)
β [2nd Support Entry ] Price: 3,980 KRW | Allocation: 50% | (Lower ATR Support)
β [Take-Profit (TP) ] Price: 4,010 KRW | Allocation: 70% | (Net +0.64%)
β [Stop-Loss (SL) ] Price: 3,955 KRW | Allocation: 100% | (-0.74%)
β’ Risk-Reward Ratio (RRR): 1 : 1.75 (Take-profit is 1.75x of stop-loss width)
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[Rank #02 - HOLD] TSLA (US) | Composite Score: 38.2
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βͺ [HOLD / Neutral] [US | BAAR3-Stock Execution Ticket] Ticker: TSLA | Time: 2026-10-02 05:35:00 | Current: $356.07
β’ Composite Quant Score : 38.2 / 100 | Barrier Success Rate: 17.4% | Buy Conviction: 1.3%
β’ System Decision : HOLD (Composite Score 38.2 / Threshold 48.0)
β’ Expected Forward Return: 1-Bar(-0.07%) | 2-Bar(-0.39%) | 3-Bar(-0.18%) | 5-Bar(-0.32%)
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π [Split Execution Order Plan]
β [1st Limit Entry ] Price: $354.70 | Allocation: 50% | (Short-term Dip Limit)
β [2nd Support Entry ] Price: $355.35 | Allocation: 50% | (Lower ATR Support)
β [Take-Profit (TP) ] Price: $357.54 | Allocation: 70% | (Net +0.73%)
β [Stop-Loss (SL) ] Price: $352.92 | Allocation: 100% | (-0.58%)
β’ Risk-Reward Ratio (RRR): 1 : 1.60 (Take-profit is 1.60x of stop-loss width)
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[Rank #03 - HOLD] 010170 (KRX) | Composite Score: 38.6
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βͺ [HOLD / Neutral] [KRX | BAAR3-Stock Execution Ticket] Ticker: 010170 | Time: 2026-10-02 05:35:00 | Current: 17,660 KRW
β’ Composite Quant Score : 38.6 / 100 | Barrier Success Rate: 62.0% | Buy Conviction: 57.1%
β’ System Decision : HOLD (Composite Score 38.6 / Threshold 48.0)
β’ Expected Forward Return: 1-Bar(-0.28%) | 2-Bar(+0.21%) | 3-Bar(-0.27%) | 5-Bar(-0.34%)
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π [Split Execution Order Plan]
β [1st Limit Entry ] Price: 17,590 KRW | Allocation: 50% | (Short-term Dip Limit)
β [2nd Support Entry ] Price: 17,620 KRW | Allocation: 50% | (Lower ATR Support)
β [Take-Profit (TP) ] Price: 17,740 KRW | Allocation: 70% | (Net +0.61%)
β [Stop-Loss (SL) ] Price: 17,500 KRW | Allocation: 100% | (-0.75%)
β’ Risk-Reward Ratio (RRR): 1 : 1.67 (Take-profit is 1.67x of stop-loss width)
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[Rank #04 - HOLD] 017800 (KRX) | Composite Score: 34.9
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βͺ [HOLD / Neutral] [KRX | BAAR3-Stock Execution Ticket] Ticker: 017800 | Time: 2026-10-02 05:35:00 | Current: 72,500 KRW
β’ Composite Quant Score : 34.9 / 100 | Barrier Success Rate: 10.3% | Buy Conviction: 0.4%
β’ System Decision : HOLD (Composite Score 34.9 / Threshold 48.0)
β’ Expected Forward Return: 1-Bar(-0.22%) | 2-Bar(-0.04%) | 3-Bar(-0.18%) | 5-Bar(-0.24%)
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π [Split Execution Order Plan]
β [1st Limit Entry ] Price: 72,200 KRW | Allocation: 50% | (Short-term Dip Limit)
β [2nd Support Entry ] Price: 72,300 KRW | Allocation: 50% | (Lower ATR Support)
β [Take-Profit (TP) ] Price: 72,800 KRW | Allocation: 70% | (Net +0.59%)
β [Stop-Loss (SL) ] Price: 71,800 KRW | Allocation: 100% | (-0.79%)
β’ Risk-Reward Ratio (RRR): 1 : 1.50 (Take-profit is 1.50x of stop-loss width)
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[Rank #05 - HOLD] 020180 (KRX) | Composite Score: 35.4
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βͺ [HOLD / Neutral] [KRX | BAAR3-Stock Execution Ticket] Ticker: 020180 | Time: 2026-10-02 05:35:00 | Current: 3,850 KRW
β’ Composite Quant Score : 35.4 / 100 | Barrier Success Rate: 7.7% | Buy Conviction: 0.2%
β’ System Decision : HOLD (Composite Score 35.4 / Threshold 48.0)
β’ Expected Forward Return: 1-Bar(-0.10%) | 2-Bar(-0.33%) | 3-Bar(-0.21%) | 5-Bar(-0.31%)
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π [Split Execution Order Plan]
β [1st Limit Entry ] Price: 3,830 KRW | Allocation: 50% | (Short-term Dip Limit)
β [2nd Support Entry ] Price: 3,840 KRW | Allocation: 50% | (Lower ATR Support)
β [Take-Profit (TP) ] Price: 3,865 KRW | Allocation: 70% | (Net +0.67%)
β [Stop-Loss (SL) ] Price: 3,810 KRW | Allocation: 100% | (-0.76%)
β’ Risk-Reward Ratio (RRR): 1 : 1.75 (Take-profit is 1.75x of stop-loss width)
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π°π· Korean Version (νκ΅μ΄ μλ³Έ)
[μ λ³ 01μ - HOLD] 053210 (KRX) | 볡ν©μ μ: 41.0μ
==============================================================================
βͺ [HOLD κ΄λ§] [KRX | BAAR3-Stock μ€μ λ°μ£Ό μΉ΄λ] μ’
λͺ©: 053210 | κΈ°μ€: 2026-10-02 05:35:00 | νμ¬κ°: 3,990μ
β’ λ³΅ν© ννΈ μ€μ½μ΄: 41.0μ / 100μ | λ°°λ¦¬μ΄ μ±κ³΅λ₯ : 17.6% | λ§€μνμ λ: 1.3%
β’ μμ€ν
νμ : κ΄λ§ (λ³΅ν© μ μ 41.0μ / κΈ°μ€ 48.0μ )
β’ κΈ°λμμ΅λ₯ : 1λ΄(-0.12%) | 2λ΄(-0.13%) | 3λ΄(-0.08%) | 5λ΄(-0.21%)
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π [μ€μ λΆν μ€λ κ³ν]
β [1μ°¨ λΆν μ§μ
] κ°κ²©: 3,975μ | λΉμ€: 50% | (λ¨κΈ° λλ¦Όλͺ© μ§μ κ°)
β [2μ°¨ μ§μ§μ λ§€μ ] κ°κ²©: 3,980μ | λΉμ€: 50% | (ATR νλ¨ μ§μ§μ )
β [λͺ©ν μ΅μ κ°(TP) ] κ°κ²©: 4,010μ | λΉμ€: 70% | (μμ΅ +0.64%)
β [μμ μ§μ κ°(SL) ] κ°κ²©: 3,955μ | λΉμ€: 100% | (-0.74%)
β’ μμ΅λΉ(Risk-Reward): 1 : 1.75 (μ΅μ μ΄ μμ νμ 1.75λ°°)
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[μ λ³ 02μ - HOLD] TSLA (US) | 볡ν©μ μ: 38.2μ
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βͺ [HOLD κ΄λ§] [US | BAAR3-Stock μ€μ λ°μ£Ό μΉ΄λ] μ’
λͺ©: TSLA | κΈ°μ€: 2026-10-02 05:35:00 | νμ¬κ°: $356.07
β’ λ³΅ν© ννΈ μ€μ½μ΄: 38.2μ / 100μ | λ°°λ¦¬μ΄ μ±κ³΅λ₯ : 17.4% | λ§€μνμ λ: 1.3%
β’ μμ€ν
νμ : κ΄λ§ (λ³΅ν© μ μ 38.2μ / κΈ°μ€ 48.0μ )
β’ κΈ°λμμ΅λ₯ : 1λ΄(-0.07%) | 2λ΄(-0.39%) | 3λ΄(-0.18%) | 5λ΄(-0.32%)
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π [μ€μ λΆν μ€λ κ³ν]
β [1μ°¨ λΆν μ§μ
] κ°κ²©: $354.70 | λΉμ€: 50% | (λ¨κΈ° λλ¦Όλͺ© μ§μ κ°)
β [2μ°¨ μ§μ§μ λ§€μ ] κ°κ²©: $355.35 | λΉμ€: 50% | (ATR νλ¨ μ§μ§μ )
β [λͺ©ν μ΅μ κ°(TP) ] κ°κ²©: $357.54 | λΉμ€: 70% | (μμ΅ +0.73%)
β [μμ μ§μ κ°(SL) ] κ°κ²©: $352.92 | λΉμ€: 100% | (-0.58%)
β’ μμ΅λΉ(Risk-Reward): 1 : 1.6 (μ΅μ μ΄ μμ νμ 1.6λ°°)
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[μ λ³ 03μ - HOLD] 010170 (KRX) | 볡ν©μ μ: 38.6μ
==============================================================================
βͺ [HOLD κ΄λ§] [KRX | BAAR3-Stock μ€μ λ°μ£Ό μΉ΄λ] μ’
λͺ©: 010170 | κΈ°μ€: 2026-10-02 05:35:00 | νμ¬κ°: 17,660μ
β’ λ³΅ν© ννΈ μ€μ½μ΄: 38.6μ / 100μ | λ°°λ¦¬μ΄ μ±κ³΅λ₯ : 62.0% | λ§€μνμ λ: 57.1%
β’ μμ€ν
νμ : κ΄λ§ (λ³΅ν© μ μ 38.6μ / κΈ°μ€ 48.0μ )
β’ κΈ°λμμ΅λ₯ : 1λ΄(-0.28%) | 2λ΄(+0.21%) | 3λ΄(-0.27%) | 5λ΄(-0.34%)
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π [μ€μ λΆν μ€λ κ³ν]
β [1μ°¨ λΆν μ§μ
] κ°κ²©: 17,590μ | λΉμ€: 50% | (λ¨κΈ° λλ¦Όλͺ© μ§μ κ°)
β [2μ°¨ μ§μ§μ λ§€μ ] κ°κ²©: 17,620μ | λΉμ€: 50% | (ATR νλ¨ μ§μ§μ )
β [λͺ©ν μ΅μ κ°(TP) ] κ°κ²©: 17,740μ | λΉμ€: 70% | (μμ΅ +0.61%)
β [μμ μ§μ κ°(SL) ] κ°κ²©: 17,500μ | λΉμ€: 100% | (-0.75%)
β’ μμ΅λΉ(Risk-Reward): 1 : 1.67 (μ΅μ μ΄ μμ νμ 1.67λ°°)
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[μ λ³ 04μ - HOLD] 017800 (KRX) | 볡ν©μ μ: 34.9μ
==============================================================================
βͺ [HOLD κ΄λ§] [KRX | BAAR3-Stock μ€μ λ°μ£Ό μΉ΄λ] μ’
λͺ©: 017800 | κΈ°μ€: 2026-10-02 05:35:00 | νμ¬κ°: 72,500μ
β’ λ³΅ν© ννΈ μ€μ½μ΄: 34.9μ / 100μ | λ°°λ¦¬μ΄ μ±κ³΅λ₯ : 10.3% | λ§€μνμ λ: 0.4%
β’ μμ€ν
νμ : κ΄λ§ (λ³΅ν© μ μ 34.9μ / κΈ°μ€ 48.0μ )
β’ κΈ°λμμ΅λ₯ : 1λ΄(-0.22%) | 2λ΄(-0.04%) | 3λ΄(-0.18%) | 5λ΄(-0.24%)
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π [μ€μ λΆν μ€λ κ³ν]
β [1μ°¨ λΆν μ§μ
] κ°κ²©: 72,200μ | λΉμ€: 50% | (λ¨κΈ° λλ¦Όλͺ© μ§μ κ°)
β [2μ°¨ μ§μ§μ λ§€μ ] κ°κ²©: 72,300μ | λΉμ€: 50% | (ATR νλ¨ μ§μ§μ )
β [λͺ©ν μ΅μ κ°(TP) ] κ°κ²©: 72,800μ | λΉμ€: 70% | (μμ΅ +0.59%)
β [μμ μ§μ κ°(SL) ] κ°κ²©: 71,800μ | λΉμ€: 100% | (-0.79%)
β’ μμ΅λΉ(Risk-Reward): 1 : 1.5 (μ΅μ μ΄ μμ νμ 1.5λ°°)
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[μ λ³ 05μ - HOLD] 020180 (KRX) | 볡ν©μ μ: 35.4μ
==============================================================================
βͺ [HOLD κ΄λ§] [KRX | BAAR3-Stock μ€μ λ°μ£Ό μΉ΄λ] μ’
λͺ©: 020180 | κΈ°μ€: 2026-10-02 05:35:00 | νμ¬κ°: 3,850μ
β’ λ³΅ν© ννΈ μ€μ½μ΄: 35.4μ / 100μ | λ°°λ¦¬μ΄ μ±κ³΅λ₯ : 7.7% | λ§€μνμ λ: 0.2%
β’ μμ€ν
νμ : κ΄λ§ (λ³΅ν© μ μ 35.4μ / κΈ°μ€ 48.0μ )
β’ κΈ°λμμ΅λ₯ : 1λ΄(-0.10%) | 2λ΄(-0.33%) | 3λ΄(-0.21%) | 5λ΄(-0.31%)
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π [μ€μ λΆν μ€λ κ³ν]
β [1μ°¨ λΆν μ§μ
] κ°κ²©: 3,830μ | λΉμ€: 50% | (λ¨κΈ° λλ¦Όλͺ© μ§μ κ°)
β [2μ°¨ μ§μ§μ λ§€μ ] κ°κ²©: 3,840μ | λΉμ€: 50% | (ATR νλ¨ μ§μ§μ )
β [λͺ©ν μ΅μ κ°(TP) ] κ°κ²©: 3,865μ | λΉμ€: 70% | (μμ΅ +0.67%)
β [μμ μ§μ κ°(SL) ] κ°κ²©: 3,810μ | λΉμ€: 100% | (-0.76%)
β’ μμ΅λΉ(Risk-Reward): 1 : 1.75 (μ΅μ μ΄ μμ νμ 1.75λ°°)
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π License & Commercial Terms (μ μκΆ μ μ± λ° μμ μ λμ μλ΄)
Non-Commercial Use Only (λΉμμ μ μ°κ΅¬Β·κ°μΈ μ΄μ© νμ - μμ μ μ¬μ© λΆκ°):
[EN] This model is provided exclusively for non-commercial research, academic study, and personal evaluation. Any commercial deployment, distribution, or revenue-generating operations without a written agreement are strictly prohibited.
[KO] λ³Έ λͺ¨λΈμ μμ μ°κ΅¬, κ΅μ‘ λ° κ°μΈ λΉμ리 λͺ©μ μ νν΄μλ§ λ¬΄λ£λ‘ μ 곡λ©λλ€. μ¬μ μλ©΄ νκ° μλ μΌμ²΄μ μμ μ μ΄μ©, μ리 λͺ©μ μ μλλ§€λ§€ μ΄μ©, μμ© λ°°ν¬ λ° μ λ£ νλ«νΌ λμ μ μ격ν κΈμ§λ©λλ€.Commercial Licensing Inquiries (κΈ°μ μμ© λΌμ΄μ μ€ λ¬Έμ):
[EN] If your organization intends to incorporate this model into commercial trading desks, investment products, automated execution bots, or paid APIs, a commercial license is required.
[KO] κΈ°μ /μ¬μ 체μ λ§€μΆμ΄ λ°μνκ³ μκ±°λ, λ³Έ λͺ¨λΈμ νλ νΈλ μ΄λ© λ°μ€ν¬, μμ°μ΄μ© λ΄, μμ© κΈμ΅ API, μ λ£ μλλ§€λ§€ μ루μ μ λμ νκ³ μ νμλ κ²½μ° λ°λμ λ³λμ μμ© λΌμ΄μ μ€λ₯Ό μ·¨λνμ μΌ ν©λλ€.- Commercial Inquiries (μμ© λΌμ΄μ μ€ λμ λ¬Έμ): admin@099.kr
- Official Website (곡μ μΉμ¬μ΄νΈ): https://baar.uk/model/
πΌ Opportunities & Contact (μ±μ© μ μ λ° νμ λ¬Έμ)
- Official Website (곡μ μΉμ¬μ΄νΈ): https://baar.uk/model/
- Commercial Licensing (κΈ°μ μμ© λΌμ΄μ μ€): admin@099.kr
- Recruitment & Hiring (μ±μ© λ° ν¬μ§μ μ μ): admin@099.kr
- Partnership & Investment (κΈ°μ μ ν΄ λ° ν¬μ λ¬Έμ): admin@099.kr
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