diff --git a/app/web/app.js b/app/web/app.js
index 7adbbfc9..0ddab5f9 100644
--- a/app/web/app.js
+++ b/app/web/app.js
@@ -3336,6 +3336,7 @@ const UI_LANGUAGE_COPY = {
         momentum: "모멘텀",
         low_volatility: "저변동성",
         liquidity: "유동성",
+        drawdown_resilience: "낙폭 회복",
       },
     },
   },
@@ -3444,6 +3445,7 @@ const UI_LANGUAGE_COPY = {
         momentum: "Momentum",
         low_volatility: "Low Volatility",
         liquidity: "Liquidity",
+        drawdown_resilience: "Drawdown Resilience",
       },
     },
   },
@@ -12242,7 +12244,7 @@ function quantamentalScoreScreenLimit() {
 
 function quantamentalScoreScreenMetric() {
   const raw = String(els.quantamentalScoreMetric?.value || "composite");
-  return ["composite", "value", "quality", "growth", "momentum", "low_volatility", "liquidity"].includes(raw) ? raw : "composite";
+  return ["composite", "value", "quality", "growth", "momentum", "low_volatility", "liquidity", "drawdown_resilience"].includes(raw) ? raw : "composite";
 }
 
 function quantamentalScoreMetricLabel(scoreKey) {
diff --git a/app/web/index.html b/app/web/index.html
index 8e0ff996..2b40c728 100644
--- a/app/web/index.html
+++ b/app/web/index.html
@@ -1299,7 +1299,7 @@ <h3>Quantamental</h3>
               <button type="button" id="quantamentalScoreScreenRun" class="linkish" data-testid="quantamental-score-screen-run">실행</button>
             </div>
             <div class="decision-form quantamental-score-screen-form">
-              <label><span>점수 항목</span><select id="quantamentalScoreMetric" aria-label="Quantamental score screen metric"><option value="composite" selected>종합</option><option value="value">가치</option><option value="quality">퀄리티</option><option value="growth">성장</option><option value="momentum">모멘텀</option><option value="low_volatility">저변동성</option><option value="liquidity">유동성</option></select></label>
+                <label><span>점수 항목</span><select id="quantamentalScoreMetric" aria-label="Quantamental score screen metric"><option value="composite" selected>종합</option><option value="value">가치</option><option value="quality">퀄리티</option><option value="growth">성장</option><option value="momentum">모멘텀</option><option value="low_volatility">저변동성</option><option value="liquidity">유동성</option><option value="drawdown_resilience">낙폭 회복</option></select></label>
               <label><span>최소 점수</span><input id="quantamentalScoreThreshold" type="number" min="0" max="100" step="1" value="70" aria-label="Quantamental minimum score" /></label>
               <label><span>결과 수</span><select id="quantamentalScoreScreenLimit" aria-label="Quantamental score screen limit"><option value="10">10</option><option value="20" selected>20</option><option value="50">50</option></select></label>
             </div>
@@ -1613,7 +1613,7 @@ <h2 id="symbolPickerTitle">심볼 찾기</h2>
   <script src="modules/forecast-ui.js?v=20260514-domain-modules"></script>
   <script src="modules/quant-ui.js?v=20260514-domain-modules"></script>
   <script src="modules/ai-portfolio-ui.js?v=20260514-domain-modules"></script>
-  <script src="modules/quantamental-ui.js?v=20260519-quantamental-v13"></script>
-  <script src="app.js?v=20260519-continuous-enhancement-v3"></script>
+  <script src="modules/quantamental-ui.js?v=20260519-quantamental-v14"></script>
+  <script src="app.js?v=20260519-continuous-enhancement-v4"></script>
 </body>
 </html>
diff --git a/app/web/modules/quantamental-ui.js b/app/web/modules/quantamental-ui.js
index eed78a00..cd400ec9 100644
--- a/app/web/modules/quantamental-ui.js
+++ b/app/web/modules/quantamental-ui.js
@@ -1,6 +1,7 @@
 (function initQuantamentalUi(global) {
   const QUALITY_ADJUSTED_MOMENTUM_ID = "quality_adjusted_momentum_v1";
   const VOLATILITY_ADJUSTED_BREAKOUT_ID = "volatility_adjusted_breakout_v1";
+  const DRAWDOWN_RECOVERY_RESILIENCE_ID = "drawdown_recovery_resilience_v1";
 
   function escapeHtml(value) {
     return String(value ?? "")
@@ -73,6 +74,9 @@
       vabScore: "VAB Score",
       vabClass: "VAB Class",
       vabNotInComposite: "Volatility-adjusted breakout is a secondary quant diagnostic and is not used in the composite score.",
+      drsScore: "DRS Score",
+      drsClass: "DRS Class",
+      drsNotInComposite: "Drawdown recovery resilience is a secondary quant diagnostic and is not used in the composite score.",
       maxDrawdown: "Max Drawdown",
       latestFiling: "Latest Filing",
       revenue: "Revenue",
@@ -193,6 +197,7 @@
         momentum: "Momentum",
         lowVolatility: "Low Volatility",
         liquidity: "Liquidity",
+        drawdownResilience: "Drawdown Resilience",
       },
       chart: {
         priceTitle: "Price + SMA",
@@ -288,6 +293,9 @@
       vabScore: "VAB 점수",
       vabClass: "VAB 분류",
       vabNotInComposite: "변동성 조정 돌파는 보조 퀀트 진단 지표이며 복합 점수에는 반영하지 않습니다.",
+      drsScore: "DRS 점수",
+      drsClass: "DRS 분류",
+      drsNotInComposite: "낙폭 회복 탄력성은 보조 퀀트 진단 지표이며 복합 점수에는 반영하지 않습니다.",
       maxDrawdown: "최대 낙폭",
       latestFiling: "최근 공시",
       revenue: "매출",
@@ -408,6 +416,7 @@
         momentum: "모멘텀",
         lowVolatility: "저변동성",
         liquidity: "유동성",
+        drawdownResilience: "낙폭 회복",
       },
       chart: {
         priceTitle: "가격 + SMA",
@@ -567,8 +576,9 @@
     const key = String(value || "").toLowerCase();
     if (key.includes("no_confirmed")) return "warn";
     if (key.includes("confirmed")) return "ok";
+    if (key.includes("resilient")) return "ok";
     if (key.includes("strong") || key.includes("constructive")) return "ok";
-    if (key.includes("weak")) return "fail";
+    if (key.includes("weak") || key.includes("fragile")) return "fail";
     if (key.includes("mixed") || key.includes("insufficient")) return "warn";
     return "neutral";
   }
@@ -605,9 +615,11 @@
     const algorithm = metrics.algorithm || {};
     const algorithms = metrics.algorithms || {};
     const breakout = algorithms.volatility_adjusted_breakout || metrics.volatility_adjusted_breakout || {};
-    if (!algorithm.algorithm_id && !breakout.algorithm_id) return "";
+    const resilience = algorithms.drawdown_recovery_resilience || metrics.drawdown_recovery_resilience || {};
+    if (!algorithm.algorithm_id && !breakout.algorithm_id && !resilience.algorithm_id) return "";
     const algorithmId = algorithm.algorithm_id || QUALITY_ADJUSTED_MOMENTUM_ID;
     const breakoutId = breakout.algorithm_id || VOLATILITY_ADJUSTED_BREAKOUT_ID;
+    const resilienceId = resilience.algorithm_id || DRAWDOWN_RECOVERY_RESILIENCE_ID;
     return `
       ${algorithm.algorithm_id ? `
         <div class="decision-summary ${escapeHtml(algorithmStatusClass(algorithm.classification))}" data-testid="quantamental-quant-algorithm">
@@ -621,6 +633,12 @@
           <br /><span class="muted">${escapeHtml(cpy.vabNotInComposite)}</span>
         </div>
       ` : ""}
+      ${resilience.algorithm_id ? `
+        <div class="decision-summary ${escapeHtml(algorithmStatusClass(resilience.classification))}" data-testid="quantamental-drawdown-resilience-algorithm">
+          ${escapeHtml(resilienceId)} / ${escapeHtml(cpy.drsScore)} ${escapeHtml(fmt(resilience.drawdown_recovery_resilience_score))} / ${escapeHtml(cpy.drsClass)} ${escapeHtml(resilience.classification || cpy.unavailable)}
+          <br /><span class="muted">${escapeHtml(cpy.drsNotInComposite)}</span>
+        </div>
+      ` : ""}
     `;
   }
 
@@ -678,6 +696,7 @@
     ];
     const algorithm = qMetrics?.algorithm || {};
     const breakout = qMetrics?.algorithms?.volatility_adjusted_breakout || {};
+    const resilience = qMetrics?.algorithms?.drawdown_recovery_resilience || {};
     return `
       <div data-testid="quantamental-overview-tab">
         <div class="quantamental-overview-brief">
@@ -690,6 +709,8 @@
             ${metric(cpy.qamClass, algorithm.classification || "-", algorithmStatusClass(algorithm.classification))}
             ${metric(cpy.vabScore, fmt(breakout.volatility_adjusted_breakout_score), scoreClass(breakout.volatility_adjusted_breakout_score))}
             ${metric(cpy.vabClass, breakout.classification || "-", algorithmStatusClass(breakout.classification))}
+            ${metric(cpy.drsScore, fmt(resilience.drawdown_recovery_resilience_score), scoreClass(resilience.drawdown_recovery_resilience_score))}
+            ${metric(cpy.drsClass, resilience.classification || "-", algorithmStatusClass(resilience.classification))}
             ${metric(cpy.maxDrawdown, fmtPct(qMetrics?.drawdown?.max_drawdown), "warn")}
             ${metric(cpy.latestFiling, latestStatement?.date || "-", statusClass(freshness?.sections?.fundamentals?.status))}
             ${metric(cpy.revenue, compact(latestStatement?.revenue), "neutral")}
@@ -1023,6 +1044,7 @@
       momentum: labels.momentum,
       low_volatility: labels.lowVolatility,
       liquidity: labels.liquidity,
+      drawdown_resilience: labels.drawdownResilience,
     }[String(scoreKey || "composite")] || copy().composite;
   }
 
diff --git a/core/schemas/quantamental.py b/core/schemas/quantamental.py
index bd4b6867..81e5c4ea 100644
--- a/core/schemas/quantamental.py
+++ b/core/schemas/quantamental.py
@@ -11,7 +11,16 @@
 QuantamentalPeriod = Literal["annual", "quarterly"]
 QuantamentalStyle = Literal["balanced", "quality_growth", "value", "momentum", "defensive"]
 QuantamentalOutputLanguage = Literal["ko", "en"]
-QuantamentalScoreKey = Literal["composite", "value", "quality", "growth", "momentum", "low_volatility", "liquidity"]
+QuantamentalScoreKey = Literal[
+    "composite",
+    "value",
+    "quality",
+    "growth",
+    "momentum",
+    "low_volatility",
+    "liquidity",
+    "drawdown_resilience",
+]
 
 
 class QuantamentalFlexibleModel(BaseModel):
diff --git a/docs/CONTINUOUS_ENHANCEMENT_LOG.md b/docs/CONTINUOUS_ENHANCEMENT_LOG.md
index 0d52b892..050e8e78 100644
--- a/docs/CONTINUOUS_ENHANCEMENT_LOG.md
+++ b/docs/CONTINUOUS_ENHANCEMENT_LOG.md
@@ -228,6 +228,129 @@
 - [x] PR summary includes changed files
 - [x] PR summary includes validation result
 
+## 2026-05-19 Continuous Enhancement Run 15:01
+
+### Current Project Summary
+- Project purpose: FastAPI-served local financial research workstation with deterministic market, macro, Quant Lab, Quantamental, ML Forecast, and AI Portfolio workflows. AI is an interpreter over grounded data, not a replacement for deterministic scoring.
+- Main frontend structure: static `app/web/index.html`, `app/web/app.js`, shared CSS, and domain modules under `app/web/modules`; dashboard panels keep `Core / Diagnostics / Operations / All` with `All` as the default.
+- Main backend structure: FastAPI routes under `app/api/routers`, schema contracts under `core/schemas`, and domain services under `pipelines`.
+- Data flow: UI controls call `/api/v1/*`; routers validate requests; services fetch/cache provider data; deterministic engines produce typed payloads; UI quality/range summaries render from returned payloads.
+- AI/LLM flow: Quantamental AI report/Q&A use deterministic engine snapshots and runtime-checked model selection; default remains deterministic guardrail unless an explicit model request is made.
+- Visualization flow: Quantamental overview renders price, return, volatility, drawdown, volume, fundamentals, and annotated algorithm diagnostics with clear axis notes and missing-value handling.
+- Testing flow: Python/pytest-first with `scripts/check_ui_contract.py`, JS syntax checks, targeted pytest, full pytest, live API smoke, Browser checks, and Playwright smoke scripts. There is still no `package.json`/pnpm build surface.
+
+### Current Problems
+- Compatibility: Existing API contracts are stable; new score-screen keys must stay additive.
+- Data consistency: Current data quality, range, and observation summaries work; new diagnostic algorithms must expose required/available observations and avoid composite-score side effects.
+- UI consistency: Existing QAM/VAB algorithm summaries were visible; additional algorithms need the same concise treatment without cluttering normal tabs.
+- Visualization: Overview already explains axes; new diagnostic values should appear as compact KPI/summary rows.
+- AI briefing: AI context already includes QAM/VAB; new deterministic diagnostics must be added to AI used-data/key-change context without letting AI invent signals.
+- Data freshness: Top-right quality badge remains the user-facing status surface; no freshness rules changed in this run.
+- Translation quality: English/Korean labels must preserve ticker, numeric, date, and unit values.
+- Performance: No background polling or new provider calls should be added for the diagnostic.
+- Code structure: Keep the algorithm inside `pipelines/quantamental/quant_engine.py` and expose it through existing adapters.
+- User experience: Score Threshold Screener should allow screening on the new risk-recovery diagnostic while preserving the single-ticker flow.
+
+### Enhancement Plan
+- Priority 1: Add an additive `drawdown_recovery_resilience_v1` Quantamental diagnostic using existing price/volume/risk-adjusted inputs only.
+- Priority 2: Expose the diagnostic through `quant.metrics.algorithms`, component scores, health metadata, AI context, and score-threshold screening.
+- Priority 3: Add UI labels, summary rows, score-screen option, tests, and live Browser verification without changing strategy/order/composite logic.
+
+### Validation Plan
+- Build: no npm/pnpm build exists; run JS syntax and Python compile/static gates.
+- Lint: run ruff on changed Python surfaces.
+- Unit test: run targeted Quantamental engine/API/UI tests and full pytest.
+- Integration test: smoke `/api/v1/quantamental/health`, `/analysis/AAPL`, and score-screen paths.
+- UI test: Browser desktop/mobile plus `scripts/quantamental_ui_smoke.py`.
+- Data quality test: verify top-right quality summary still shows status, basis date, update time, period, observations, missing, and AI basis after analysis.
+- AI hallucination guard test: verify deterministic AI report includes the new algorithm in `key_changes` and remains advisory-only.
+
+### Changes Made
+- Compatibility: Added `drawdown_resilience` as an additive `QuantamentalScoreKey`; existing score keys and default composite screening remain unchanged.
+- Data consistency: Added `drawdown_recovery_resilience_v1` with required/available observations, input provenance, component scores, warnings, and `used_in_composite_score=false`.
+- UI/UX: Added DRS score/class rows to Quantamental overview and score summary, plus a Score Threshold Screener option labeled `Drawdown Resilience` / `낙폭 회복`.
+- Visualization: DRS now appears next to QAM/VAB in the compact overview metric strip and algorithm summary blocks.
+- AI Briefing: Added DRS to `quant_snapshot` and deterministic AI `key_changes` as `drawdown_recovery_algorithm`; AI still interprets deterministic outputs only.
+- Translation: Added concise English/Korean labels; ticker/date/number/unit handling was not changed.
+- Performance: Reused already-loaded price, return, volatility, drawdown, risk-adjusted, and liquidity vectors; no provider call or background polling was added.
+- Safety: No trading/order execution code, strategy entry/exit logic, secrets, `.env`, provider selection, or composite scoring weights were changed.
+
+### 15:01 Validation Results
+
+| Check | Command / Tool | Result | Notes |
+|---|---|---|---|
+| Python syntax | `python -m py_compile pipelines\quantamental\quant_engine.py pipelines\quantamental\service.py pipelines\quantamental\ai_service.py core\schemas\quantamental.py scripts\check_ui_contract.py scripts\quantamental_ui_smoke.py scripts\ai_portfolio_ui_smoke.py` | Passed | Changed Python surfaces compile. |
+| JS syntax | `node --check app\web\modules\quantamental-ui.js` and `node --check app\web\app.js` | Passed | Static UI JavaScript syntax. |
+| Lint | `python -m ruff check pipelines\quantamental\quant_engine.py pipelines\quantamental\service.py pipelines\quantamental\ai_service.py core\schemas\quantamental.py tests\test_quantamental_api.py tests\test_quantamental_engines.py` | Passed | Changed Python implementation/tests pass lint. |
+| UI contract | `python scripts\check_ui_contract.py` | Passed | v14 Quantamental bundle, DRS markers, and UI contracts present. |
+| Targeted tests | `python -m pytest tests\test_quantamental_engines.py tests\test_quantamental_api.py tests\test_ui_modules.py tests\test_ui_routing_contract.py -q` | Passed | `81 passed, 4 subtests passed`. |
+| Full regression | `python -m pytest -q` | Passed | `693 passed, 9 subtests passed`. |
+| Live health/API | `GET /api/v1/quantamental/health`; `GET /api/v1/quantamental/analysis/AAPL?include_ai=true&use_llm=false&lookback=252&output_language=en` on `127.0.0.1:8000` | Passed | Health lists `drawdown_recovery_resilience_v1`; AAPL returned DRS score and AI `drawdown_recovery_algorithm`. |
+| Browser desktop UI | Browser at `http://127.0.0.1:8000/ui/?range=1Y#quantamental` | Passed | `panelView=all`, range `1Y`, quality badge populated, DRS visible, Drawdown Resilience screen returned 10 rows, no console errors or horizontal overflow. |
+| Browser mobile UI | Browser viewport `390x900` | Passed | All view, top quality summary, DRS score option, and no horizontal overflow confirmed. |
+| Quantamental browser smoke | `python scripts\quantamental_ui_smoke.py --base-url http://127.0.0.1:8000 --output reports\quantamental_ui_smoke_continuous_20260519_1501.json` | Passed | Required ticker set, invalid ticker, GLOBAL resolver, Top 5, Drawdown Resilience score screen, overview axes, AI/Q&A, and audit smoke passed. |
+| Cross-tab browser smoke | `python scripts\ai_portfolio_ui_smoke.py --base-url http://127.0.0.1:8000 --timeout-s 180 --output reports\ai_portfolio_ui_smoke_continuous_20260519_1501.json` | Retried | First run timed out on Macro series search after 180s; console errors were empty. |
+| Cross-tab browser smoke retry | `python scripts\ai_portfolio_ui_smoke.py --base-url http://127.0.0.1:8000 --timeout-s 240 --output reports\ai_portfolio_ui_smoke_continuous_20260519_1501_retry.json` | Passed | Versioned scripts, dashboard tab matrix, Quantamental language/top5/score screen, and action smoke passed. |
+| npm/pnpm build/lint/test | Not run | Excluded | Repo has no `package.json`, `pnpm-lock.yaml`, or frontend build manifest. |
+
+### 15:01 Completion Checklist
+
+#### Compatibility
+- [x] Existing features still work
+- [x] Existing API contracts are not broken
+- [x] Existing UI flow is preserved
+- [x] No unauthorized strategy logic change
+- [x] No secret or env file exposure
+
+#### Data
+- [x] Date range selection works
+- [x] KPI/chart/table use the same selected period in the checked Quantamental flow
+- [x] Data source and basis date are displayed
+- [x] Missing data is handled
+- [x] Data quality summary is visible at top-right
+- [x] Cache/fresh data distinction is clear
+
+#### UI
+- [x] Default view is All
+- [x] Core/Diagnostics/Operations filters still exist
+- [x] Font sizes are readable in the checked Quantamental surface
+- [x] Layout spacing is consistent in checked desktop/mobile surfaces
+- [x] Cards/tables/charts are aligned
+- [x] Mobile layout is acceptable
+- [x] Loading state exists
+- [x] Empty state exists
+- [x] Error state exists
+
+#### Visualization
+- [x] Chart titles are meaningful
+- [x] Axis labels are readable
+- [x] Tooltips/legends remain useful
+- [x] Period selection updates checked Quantamental results
+- [x] No chart overflow or label collision observed in Browser checks
+
+#### AI Briefing
+- [x] Gemma/Qwen availability remains runtime-checked
+- [x] Model selection is not fake
+- [x] AI output includes used data period
+- [x] AI output includes basis/source/observation count
+- [x] AI does not invent unsupported numbers
+- [x] Unverified facts are marked unavailable by existing guardrails
+- [x] Translation preserves numbers/dates/units in tested API/UI paths
+
+#### Validation
+- [x] Lint executed or reason documented
+- [x] Build executed or reason documented
+- [x] Tests executed or reason documented
+- [x] UI validation executed or reason documented
+- [x] Data validation executed or reason documented
+- [x] AI briefing validation executed or reason documented
+
+#### Documentation
+- [x] docs/CONTINUOUS_ENHANCEMENT_LOG.md updated
+- [x] README updated if needed
+- [x] PR summary includes changed files
+- [x] PR summary includes validation result
+
 ## 2026-05-19 Continuous Enhancement Run 09:20 Final
 
 - Branch: `automation/continuous-enhancement-20260519-0920`.
diff --git a/pipelines/quantamental/ai_service.py b/pipelines/quantamental/ai_service.py
index 15b085b3..1ee57b90 100644
--- a/pipelines/quantamental/ai_service.py
+++ b/pipelines/quantamental/ai_service.py
@@ -129,6 +129,7 @@ def build_context(analysis: dict[str, Any]) -> dict[str, Any]:
             "component_scores": quant.get("component_scores") or {},
             "quality_adjusted_momentum": quant_algorithm,
             "volatility_adjusted_breakout": quant_algorithms.get("volatility_adjusted_breakout") or {},
+            "drawdown_recovery_resilience": quant_algorithms.get("drawdown_recovery_resilience") or {},
             "algorithms": quant_algorithms,
             "missing_metrics": (quant.get("missing_metrics") or [])[:20],
         },
@@ -329,6 +330,8 @@ def _algorithm_change_text(algorithm: dict[str, Any], *, unavailable: str, langu
         if "quality_adjusted_momentum_score" in algorithm
         else "volatility_adjusted_breakout_score"
         if "volatility_adjusted_breakout_score" in algorithm
+        else "drawdown_recovery_resilience_score"
+        if "drawdown_recovery_resilience_score" in algorithm
         else "score"
     )
     score = algorithm.get(score_key)
@@ -499,6 +502,14 @@ def _fallback_report(context: dict[str, Any], *, language: str = "ko") -> dict[s
             _algorithm_change_text(breakout_algorithm, unavailable=_unavailable(language), language=language),
         )
         report["key_changes"] = key_changes
+    resilience_algorithm = ((context.get("quant_snapshot") or {}).get("drawdown_recovery_resilience") or {})
+    if resilience_algorithm:
+        key_changes = dict(report.get("key_changes") or {})
+        key_changes.setdefault(
+            "drawdown_recovery_algorithm",
+            _algorithm_change_text(resilience_algorithm, unavailable=_unavailable(language), language=language),
+        )
+        report["key_changes"] = key_changes
     return {
         "status": "partial",
         "provider": "deterministic_interpreter",
diff --git a/pipelines/quantamental/quant_engine.py b/pipelines/quantamental/quant_engine.py
index 72683f72..d9c31b87 100644
--- a/pipelines/quantamental/quant_engine.py
+++ b/pipelines/quantamental/quant_engine.py
@@ -111,6 +111,15 @@ def calculate_quant(payload: dict[str, Any]) -> dict[str, Any]:
         drawdown=drawdown,
         liquidity=liquidity,
     )
+    resilience_algorithm = _drawdown_recovery_resilience_algorithm(
+        rows=rows,
+        returns=returns,
+        trend=trend,
+        volatility=volatility,
+        drawdown=drawdown,
+        risk_adjusted=risk_adjusted,
+        liquidity=liquidity,
+    )
     chart_data = {
         "price": _price_chart(rows),
         "cumulative_return": _cumulative_return_chart(rows),
@@ -131,6 +140,7 @@ def calculate_quant(payload: dict[str, Any]) -> dict[str, Any]:
         "algorithms": {
             "quality_adjusted_momentum": algorithm,
             "volatility_adjusted_breakout": breakout_algorithm,
+            "drawdown_recovery_resilience": resilience_algorithm,
         },
     }
     return {
@@ -628,6 +638,108 @@ def _volatility_adjusted_breakout_algorithm(
     }
 
 
+def _drawdown_recovery_resilience_algorithm(
+    *,
+    rows: list[dict[str, Any]],
+    returns: list[float],
+    trend: dict[str, Any],
+    volatility: dict[str, Any],
+    drawdown: dict[str, Any],
+    risk_adjusted: dict[str, Any],
+    liquidity: dict[str, Any],
+) -> dict[str, Any]:
+    closes = [_price(row) for row in rows]
+    available_observations = len(rows)
+    required_observations = 120
+    warnings: list[str] = []
+    if available_observations < required_observations:
+        warnings.append("insufficient_price_history_for_drawdown_recovery_resilience")
+
+    latest_close = closes[-1] if closes else None
+    recent_low_126d = _recent_low(closes, 126)
+    recovery_from_recent_low = (
+        safe_divide((latest_close or 0.0) - recent_low_126d, recent_low_126d)
+        if latest_close is not None and recent_low_126d is not None
+        else None
+    )
+    return_120d = _window_return(closes, 120)
+    positive_share_60d = _positive_return_share(returns, 60)
+    current_drawdown_abs = abs(drawdown.get("current_drawdown")) if drawdown.get("current_drawdown") is not None else None
+    max_drawdown_abs = abs(drawdown.get("max_drawdown")) if drawdown.get("max_drawdown") is not None else None
+    drawdown_duration = _finite(drawdown.get("drawdown_duration"))
+
+    recovery_score = _score_high(recovery_from_recent_low, 0.00, 0.35)
+    current_drawdown_score = _score_low(current_drawdown_abs, 0.00, 0.30)
+    max_drawdown_score = _score_low(max_drawdown_abs, 0.05, 0.60)
+    duration_score = _score_low(drawdown_duration, 0.0, 80.0)
+    trend_score = _avg([
+        _score_high(return_120d, -0.15, 0.35),
+        _trend_regime_score(trend.get("trend_regime")),
+        100.0 if trend.get("price_above_sma_200") is True else 30.0 if trend.get("price_above_sma_200") is False else None,
+    ])
+    stability_score = _avg([
+        _score_low(volatility.get("realized_volatility_60d"), 0.12, 0.70),
+        _score_low(volatility.get("downside_volatility"), 0.08, 0.60),
+        _score_high(positive_share_60d, 0.42, 0.62),
+        _score_high(risk_adjusted.get("sortino_ratio"), -0.5, 3.0),
+    ])
+    liquidity_score = _score_high(
+        math.log10(liquidity.get("average_dollar_volume")) if liquidity.get("average_dollar_volume") else None,
+        6.0,
+        9.0,
+    )
+    score = _weighted_score(
+        [
+            (recovery_score, 0.24),
+            (current_drawdown_score, 0.18),
+            (max_drawdown_score, 0.16),
+            (duration_score, 0.14),
+            (trend_score, 0.14),
+            (stability_score, 0.10),
+            (liquidity_score, 0.04),
+        ],
+        min_components=4,
+    )
+    if available_observations < required_observations:
+        score = None
+
+    return {
+        "algorithm_id": "drawdown_recovery_resilience_v1",
+        "drawdown_recovery_resilience_score": score,
+        "classification": _drawdown_recovery_resilience_classification(score, current_drawdown_abs),
+        "score_direction": "higher means the price path recovered from drawdowns with lower current impairment and steadier trend evidence",
+        "required_observations": required_observations,
+        "available_observations": available_observations,
+        "recent_low_window": "126d",
+        "recent_low": recent_low_126d,
+        "latest_close": latest_close,
+        "recovery_from_recent_low": recovery_from_recent_low,
+        "return_120d": return_120d,
+        "current_drawdown_abs": current_drawdown_abs,
+        "max_drawdown_abs": max_drawdown_abs,
+        "drawdown_duration": drawdown_duration,
+        "positive_return_share_60d": positive_share_60d,
+        "component_scores": {
+            "recovery": recovery_score,
+            "current_drawdown": current_drawdown_score,
+            "max_drawdown": max_drawdown_score,
+            "duration": duration_score,
+            "trend": trend_score,
+            "stability": stability_score,
+            "liquidity": liquidity_score,
+        },
+        "inputs": {
+            "recovery_basis": "latest_close_vs_recent_126d_low",
+            "trend_window": "120d",
+            "stability_window": "60d",
+            "drawdown_basis": "current_and_max_drawdown",
+        },
+        "warnings": warnings,
+        "not_investment_advice": True,
+        "used_in_composite_score": False,
+    }
+
+
 def _rolling_prior_high(closes: list[float | None], window: int) -> float | None:
     if len(closes) <= window:
         return None
@@ -635,6 +747,13 @@ def _rolling_prior_high(closes: list[float | None], window: int) -> float | None
     return max(nums) if nums else None
 
 
+def _recent_low(closes: list[float | None], window: int) -> float | None:
+    if len(closes) < 2:
+        return None
+    nums = [value for value in closes[-window:] if value is not None]
+    return min(nums) if nums else None
+
+
 def _volatility_adjusted_breakout_classification(score: float | None, breakout_strength: float | None) -> str:
     if score is None:
         return "insufficient_data"
@@ -649,6 +768,20 @@ def _volatility_adjusted_breakout_classification(score: float | None, breakout_s
     return "weak_breakout_setup"
 
 
+def _drawdown_recovery_resilience_classification(score: float | None, current_drawdown_abs: float | None) -> str:
+    if score is None:
+        return "insufficient_data"
+    if current_drawdown_abs is not None and current_drawdown_abs >= 0.25 and score < 60:
+        return "fragile_drawdown_recovery"
+    if score >= 75:
+        return "resilient_drawdown_recovery"
+    if score >= 60:
+        return "constructive_drawdown_recovery"
+    if score >= 45:
+        return "mixed_drawdown_resilience"
+    return "weak_drawdown_resilience"
+
+
 def _first_numeric(*values: Any) -> float | None:
     for value in values:
         parsed = _finite(value)
@@ -763,6 +896,7 @@ def _component_scores(metrics: dict[str, Any]) -> dict[str, float | None]:
     algorithm = metrics.get("algorithm") or {}
     algorithms = metrics.get("algorithms") or {}
     breakout_algorithm = algorithms.get("volatility_adjusted_breakout") or {}
+    resilience_algorithm = algorithms.get("drawdown_recovery_resilience") or {}
     return {
         "momentum": _avg([
             _score_high(momentum.get("momentum_3m"), -0.10, 0.20),
@@ -792,6 +926,7 @@ def _component_scores(metrics: dict[str, Any]) -> dict[str, float | None]:
         ]),
         "quality_adjusted_momentum": _finite(algorithm.get("quality_adjusted_momentum_score")),
         "volatility_adjusted_breakout": _finite(breakout_algorithm.get("volatility_adjusted_breakout_score")),
+        "drawdown_recovery_resilience": _finite(resilience_algorithm.get("drawdown_recovery_resilience_score")),
     }
 
 
diff --git a/pipelines/quantamental/service.py b/pipelines/quantamental/service.py
index 1276668e..499a691e 100644
--- a/pipelines/quantamental/service.py
+++ b/pipelines/quantamental/service.py
@@ -142,6 +142,7 @@ def health() -> dict[str, Any]:
             "axis_annotated_overview_charts",
             "quality_adjusted_momentum_v1",
             "volatility_adjusted_breakout_v1",
+            "drawdown_recovery_resilience_v1",
         ],
     }
 
@@ -1184,6 +1185,7 @@ def _score_screen_label(score_key: str) -> str:
         "momentum": "Momentum",
         "low_volatility": "Low Volatility",
         "liquidity": "Liquidity",
+        "drawdown_resilience": "Drawdown Resilience",
     }.get(str(score_key or "composite"), "Composite")
 
 
@@ -1196,6 +1198,7 @@ def _screening_score_value(row: dict[str, Any], score_key: str) -> Any:
         "momentum": row.get("momentum_score"),
         "low_volatility": row.get("low_volatility_score"),
         "liquidity": row.get("liquidity_score"),
+        "drawdown_resilience": row.get("drawdown_resilience_score"),
     }.get(str(score_key or "composite"), row.get("final_score"))
 
 
@@ -1207,6 +1210,9 @@ def _screening_row(payload: dict[str, Any], *, score_key: str = "composite") ->
     quality = payload.get("data_quality") or {}
     freshness = payload.get("freshness") or {}
     integrity = payload.get("data_integrity") or quality.get("data_integrity") or {}
+    quant = payload.get("quant") or {}
+    quant_algorithms = ((quant.get("metrics") or {}).get("algorithms") or {}) if isinstance(quant, dict) else {}
+    drawdown_resilience = quant_algorithms.get("drawdown_recovery_resilience") or {}
     row = {
         "ticker": payload.get("ticker"),
         "market": payload.get("market"),
@@ -1225,6 +1231,7 @@ def _screening_row(payload: dict[str, Any], *, score_key: str = "composite") ->
         "momentum_score": factors.get("momentum_score"),
         "low_volatility_score": factors.get("low_volatility_score"),
         "liquidity_score": factors.get("liquidity_score"),
+        "drawdown_resilience_score": drawdown_resilience.get("drawdown_recovery_resilience_score"),
         "data_quality_score": quality.get("data_quality_score"),
         "quality_level": quality.get("quality_level"),
         "freshness_status": freshness.get("status"),
diff --git a/scripts/ai_portfolio_ui_smoke.py b/scripts/ai_portfolio_ui_smoke.py
index 4ed02af3..f133d209 100644
--- a/scripts/ai_portfolio_ui_smoke.py
+++ b/scripts/ai_portfolio_ui_smoke.py
@@ -17,8 +17,8 @@
 PROJECT_ROOT = Path(__file__).resolve().parents[1]
 REPORTS_DIR = PROJECT_ROOT / "reports"
 DOMAIN_BUNDLE_VERSION = "20260514-domain-modules"
-QUANTAMENTAL_BUNDLE_VERSION = "20260519-quantamental-v13"
-APP_BUNDLE_VERSION = "20260519-continuous-enhancement-v3"
+QUANTAMENTAL_BUNDLE_VERSION = "20260519-quantamental-v14"
+APP_BUNDLE_VERSION = "20260519-continuous-enhancement-v4"
 VERSIONED_SCRIPT_SELECTORS = [
     f'script[src="modules/market-ui.js?v={DOMAIN_BUNDLE_VERSION}"]',
     f'script[src="modules/macro-ui.js?v={DOMAIN_BUNDLE_VERSION}"]',
diff --git a/scripts/check_ui_contract.py b/scripts/check_ui_contract.py
index a2aa6f36..65c1bce0 100644
--- a/scripts/check_ui_contract.py
+++ b/scripts/check_ui_contract.py
@@ -289,7 +289,7 @@
     "forecast ui module": 'modules/forecast-ui.js?v=20260514-domain-modules',
     "quant ui module": 'modules/quant-ui.js?v=20260514-domain-modules',
     "ai portfolio ui module": 'modules/ai-portfolio-ui.js?v=20260514-domain-modules',
-    "quantamental ui module": 'modules/quantamental-ui.js?v=20260519-quantamental-v13',
+    "quantamental ui module": 'modules/quantamental-ui.js?v=20260519-quantamental-v14',
     "ai portfolio operation hydrate": 'id="aiPortfolioHydrateData"',
     "ai portfolio operation retry": 'id="aiPortfolioRetryMissing"',
     "ai portfolio snapshot job": 'id="aiPortfolioSnapshotJob"',
@@ -378,6 +378,8 @@
     "quantamental quality adjusted momentum algorithm": "quality_adjusted_momentum_v1",
     "quantamental volatility adjusted breakout summary": "quantamental-volatility-breakout-algorithm",
     "quantamental volatility adjusted breakout algorithm": "volatility_adjusted_breakout_v1",
+    "quantamental drawdown resilience summary": "quantamental-drawdown-resilience-algorithm",
+    "quantamental drawdown resilience algorithm": "drawdown_recovery_resilience_v1",
 }
 
 
diff --git a/scripts/quantamental_ui_smoke.py b/scripts/quantamental_ui_smoke.py
index 0c6ffbf5..559cff10 100644
--- a/scripts/quantamental_ui_smoke.py
+++ b/scripts/quantamental_ui_smoke.py
@@ -114,7 +114,7 @@ def main() -> int:
                 "row_count": page.locator('#quantamentalScreenSurface [data-testid="quantamental-screen-table"] tbody tr').count(),
             }
 
-            page.locator("#quantamentalScoreMetric").select_option("momentum", timeout=10_000)
+            page.locator("#quantamentalScoreMetric").select_option("drawdown_resilience", timeout=10_000)
             page.locator("#quantamentalScoreThreshold").fill("0", timeout=10_000)
             page.locator("#quantamentalScoreScreenLimit").select_option("10", timeout=10_000)
             page.get_by_test_id("quantamental-score-screen-run").click(timeout=10_000)
@@ -122,7 +122,7 @@ def main() -> int:
                 """() => {
                     const text = document.querySelector("#quantamentalScoreScreenSurface")?.textContent || "";
                     const rows = document.querySelectorAll('#quantamentalScoreScreenSurface [data-testid="quantamental-score-screen-table"] tbody tr').length;
-                    return (text.includes("Momentum") || text.includes("모멘텀")) && text.includes(">=") && rows > 0 && rows <= 10;
+                    return (text.includes("Drawdown Resilience") || text.includes("낙폭 회복")) && text.includes(">=") && rows > 0 && rows <= 10;
                 }""",
                 timeout=180_000,
             )
diff --git a/tests/test_quantamental_api.py b/tests/test_quantamental_api.py
index 6beaaf53..4a988695 100644
--- a/tests/test_quantamental_api.py
+++ b/tests/test_quantamental_api.py
@@ -158,6 +158,8 @@ def test_quantamental_analysis_endpoint_shape(monkeypatch):
     assert body["ai_report"]["report"]["used_data"]["data_source"] != ""
     assert body["quant"]["metrics"]["algorithms"]["volatility_adjusted_breakout"]["algorithm_id"] == "volatility_adjusted_breakout_v1"
     assert body["quant"]["metrics"]["algorithms"]["volatility_adjusted_breakout"]["used_in_composite_score"] is False
+    assert body["quant"]["metrics"]["algorithms"]["drawdown_recovery_resilience"]["algorithm_id"] == "drawdown_recovery_resilience_v1"
+    assert body["quant"]["metrics"]["algorithms"]["drawdown_recovery_resilience"]["used_in_composite_score"] is False
     assert body["execution_policy"] == "scores_and_signal_from_deterministic_engines_ai_interprets_only"
 
 
@@ -286,6 +288,63 @@ def fake_analysis(request):
     assert "screening_fast_path_sec_overlay_skipped" in body["warnings"]
 
 
+def test_quantamental_score_screen_supports_drawdown_resilience_score(monkeypatch):
+    quantamental_cache.clear()
+    resilience_scores = {"AAA": 82.0, "BBB": 57.0, "CCC": 74.0}
+
+    def fake_analysis(request):
+        score = resilience_scores[request.ticker]
+        return {
+            "status": "ok",
+            "ticker": request.ticker,
+            "market": request.market,
+            "company": {"ticker": request.ticker, "name": f"{request.ticker} Corp"},
+            "composite": {"final_score": score - 2, "fundamental_score": score - 4, "quant_score": score, "risk_score": score - 6},
+            "factors": {
+                "value_score": 55.0,
+                "quality_score": 60.0,
+                "growth_score": 58.0,
+                "momentum_score": 62.0,
+                "low_volatility_score": 66.0,
+                "liquidity_score": 72.0,
+            },
+            "quant": {
+                "metrics": {
+                    "algorithms": {
+                        "drawdown_recovery_resilience": {
+                            "algorithm_id": "drawdown_recovery_resilience_v1",
+                            "drawdown_recovery_resilience_score": score,
+                            "classification": "constructive_drawdown_recovery",
+                            "used_in_composite_score": False,
+                        }
+                    }
+                }
+            },
+            "signal": {"signal_label": "Accumulate Watch", "signal_confidence": "medium"},
+            "data_quality": {"data_quality_score": 0.92, "quality_level": "good", "missing_sections": []},
+            "freshness": {"status": "fresh", "freshness_score": 1.0, "stale_sections": [], "warnings": []},
+            "data_integrity": {"status": "usable", "usable_for_signal": True, "blocking_sections": []},
+            "warnings": [],
+        }
+
+    monkeypatch.setattr(service, "analysis", fake_analysis)
+    client = TestClient(api_server.app)
+
+    resp = client.get(
+        "/api/v1/quantamental/screen/by-score"
+        "?tickers=AAA%20BBB%20CCC&score_key=drawdown_resilience&min_score=70&limit=10&include_ai=false"
+    )
+
+    assert resp.status_code == 200
+    body = resp.json()
+    assert body["status"] == "ok"
+    assert body["score_key"] == "drawdown_resilience"
+    assert body["score_label"] == "Drawdown Resilience"
+    assert [row["ticker"] for row in body["matches"]] == ["AAA", "CCC"]
+    assert all(row["screen_score_key"] == "drawdown_resilience" for row in body["matches"])
+    assert all(row["drawdown_resilience_score"] >= 70 for row in body["matches"])
+
+
 def test_quantamental_score_screen_default_universe_respects_limit(monkeypatch):
     quantamental_cache.clear()
     tickers = [f"T{i:02d}" for i in range(12)]
diff --git a/tests/test_quantamental_engines.py b/tests/test_quantamental_engines.py
index 95de3164..1d90f9a0 100644
--- a/tests/test_quantamental_engines.py
+++ b/tests/test_quantamental_engines.py
@@ -190,6 +190,11 @@ def test_quant_engine_handles_insufficient_price_history_without_crash():
     assert breakout["volatility_adjusted_breakout_score"] is None
     assert breakout["classification"] == "insufficient_data"
     assert breakout["used_in_composite_score"] is False
+    resilience = result["metrics"]["algorithms"]["drawdown_recovery_resilience"]
+    assert resilience["algorithm_id"] == "drawdown_recovery_resilience_v1"
+    assert resilience["drawdown_recovery_resilience_score"] is None
+    assert resilience["classification"] == "insufficient_data"
+    assert resilience["used_in_composite_score"] is False
 
 
 def test_factor_risk_hybrid_and_signal_are_deterministic():
@@ -199,6 +204,7 @@ def test_factor_risk_hybrid_and_signal_are_deterministic():
     assert quant["component_scores"]["momentum"] is not None
     assert quant["component_scores"]["quality_adjusted_momentum"] is not None
     assert quant["component_scores"]["volatility_adjusted_breakout"] is not None
+    assert quant["component_scores"]["drawdown_recovery_resilience"] is not None
     assert quant["metrics"]["algorithm"]["algorithm_id"] == "quality_adjusted_momentum_v1"
     assert quant["metrics"]["algorithm"]["not_investment_advice"] is True
     assert quant["metrics"]["algorithm"]["used_in_composite_score"] is False
@@ -206,6 +212,10 @@ def test_factor_risk_hybrid_and_signal_are_deterministic():
     assert breakout["algorithm_id"] == "volatility_adjusted_breakout_v1"
     assert breakout["not_investment_advice"] is True
     assert breakout["used_in_composite_score"] is False
+    resilience = quant["metrics"]["algorithms"]["drawdown_recovery_resilience"]
+    assert resilience["algorithm_id"] == "drawdown_recovery_resilience_v1"
+    assert resilience["not_investment_advice"] is True
+    assert resilience["used_in_composite_score"] is False
     assert factors["score_method"] == "deterministic_rule_based_v1"
     assert risk["risk_level"] in {"low risk", "medium risk", "elevated risk", "high risk", "unknown"}
     assert composite["score_explanation"]["method"] == "deterministic_weighted_average_v1"
@@ -604,6 +614,7 @@ def test_ai_and_qa_interpret_without_overriding_signal_or_giving_orders():
     context = build_context(analysis)
     assert context["quant_snapshot"]["quality_adjusted_momentum"]["algorithm_id"] == "quality_adjusted_momentum_v1"
     assert context["quant_snapshot"]["volatility_adjusted_breakout"]["algorithm_id"] == "volatility_adjusted_breakout_v1"
+    assert context["quant_snapshot"]["drawdown_recovery_resilience"]["algorithm_id"] == "drawdown_recovery_resilience_v1"
     report = generate_report(context, use_llm=False)
     answer = answer_question("why Buy Candidate?", context, use_llm=False)
 
@@ -612,6 +623,7 @@ def test_ai_and_qa_interpret_without_overriding_signal_or_giving_orders():
     assert report["not_investment_advice"] is True
     assert "quality_adjusted_momentum_v1" in str(report["report"]["key_changes"])
     assert "volatility_adjusted_breakout_v1" in str(report["report"]["key_changes"])
+    assert "drawdown_recovery_resilience_v1" in str(report["report"]["key_changes"])
     assert "buy now" not in str(report).lower()
     assert answer["not_investment_advice"] is True
     assert "must buy" not in answer["answer"].lower()
diff --git a/tests/test_ui_modules.py b/tests/test_ui_modules.py
index ea204b46..3bccf486 100644
--- a/tests/test_ui_modules.py
+++ b/tests/test_ui_modules.py
@@ -193,6 +193,12 @@
           classification: "constructive_breakout_setup",
           used_in_composite_score: false,
         },
+        drawdown_recovery_resilience: {
+          algorithm_id: "drawdown_recovery_resilience_v1",
+          drawdown_recovery_resilience_score: 73.1,
+          classification: "constructive_drawdown_recovery",
+          used_in_composite_score: false,
+        },
       },
     },
     chart_data: {
@@ -219,6 +225,8 @@
 assert.match(quantamentalMain, /constructive_quality_adjusted_momentum/);
 assert.match(quantamentalMain, /volatility_adjusted_breakout_v1/);
 assert.match(quantamentalMain, /constructive_breakout_setup/);
+assert.match(quantamentalMain, /drawdown_recovery_resilience_v1/);
+assert.match(quantamentalMain, /constructive_drawdown_recovery/);
 
 const quantamentalTopSignals = context.window.FinGPTQuantamentalUi.topSignals({
   status: "ok",
@@ -290,6 +298,12 @@
           classification: "constructive_breakout_setup",
           used_in_composite_score: false,
         },
+        drawdown_recovery_resilience: {
+          algorithm_id: "drawdown_recovery_resilience_v1",
+          drawdown_recovery_resilience_score: 73.1,
+          classification: "constructive_drawdown_recovery",
+          used_in_composite_score: false,
+        },
       },
     },
     chart_data: {
diff --git a/tests/test_ui_routing_contract.py b/tests/test_ui_routing_contract.py
index c39fc3ac..57ed3410 100644
--- a/tests/test_ui_routing_contract.py
+++ b/tests/test_ui_routing_contract.py
@@ -131,9 +131,9 @@ def test_ai_portfolio_ui_module_contract(self):
         self.assertIn('src="modules/forecast-ui.js?v=20260514-domain-modules"', html)
         self.assertIn('src="modules/quant-ui.js?v=20260514-domain-modules"', html)
         self.assertIn('src="modules/ai-portfolio-ui.js?v=20260514-domain-modules"', html)
-        self.assertIn('src="modules/quantamental-ui.js?v=20260519-quantamental-v13"', html)
+        self.assertIn('src="modules/quantamental-ui.js?v=20260519-quantamental-v14"', html)
         self.assertIn('href="styles.css?v=20260519-continuous-enhancement-v3"', html)
-        self.assertIn('src="app.js?v=20260519-continuous-enhancement-v3"', html)
+        self.assertIn('src="app.js?v=20260519-continuous-enhancement-v4"', html)
         self.assertIn('id="dashboardContextStrip"', html)
         self.assertIn("dashboardDecisionCards", self.source)
         self.assertIn("function loadDashboardDecisionCards", self.source)
@@ -153,8 +153,8 @@ def test_ai_portfolio_ui_module_contract(self):
     def test_cross_dashboard_smoke_tracks_current_bundle_and_quantamental(self):
         smoke_source = AI_PORTFOLIO_UI_SMOKE.read_text(encoding="utf-8")
         self.assertIn('DOMAIN_BUNDLE_VERSION = "20260514-domain-modules"', smoke_source)
-        self.assertIn('QUANTAMENTAL_BUNDLE_VERSION = "20260519-quantamental-v13"', smoke_source)
-        self.assertIn('APP_BUNDLE_VERSION = "20260519-continuous-enhancement-v3"', smoke_source)
+        self.assertIn('QUANTAMENTAL_BUNDLE_VERSION = "20260519-quantamental-v14"', smoke_source)
+        self.assertIn('APP_BUNDLE_VERSION = "20260519-continuous-enhancement-v4"', smoke_source)
         self.assertIn("def _normalize_base_url", smoke_source)
         self.assertIn("modules/quantamental-ui.js", smoke_source)
         self.assertIn("FinGPTQuantamentalUi?.topSignals", smoke_source)
@@ -653,6 +653,8 @@ def test_macro_static_ui_contract(self):
         self.assertIn("quality_adjusted_momentum_v1", module_source)
         self.assertIn("quantamental-volatility-breakout-algorithm", module_source)
         self.assertIn("volatility_adjusted_breakout_v1", module_source)
+        self.assertIn("quantamental-drawdown-resilience-algorithm", module_source)
+        self.assertIn("drawdown_recovery_resilience_v1", module_source)
         self.assertIn("model: aiOptions.model", self.source)
         self.assertIn("risk_adjusted_momentum_63d", self.source)
         self.assertIn("risk_adjusted_momentum", self.source)
@@ -842,7 +844,7 @@ def test_quantamental_static_ui_contract(self):
             'data-testid="quantamental-score-screen-run"',
             'id="quantamentalScoreScreenStatus"',
             'id="quantamentalScoreScreenSurface"',
-            'src="modules/quantamental-ui.js?v=20260519-quantamental-v13"',
+            'src="modules/quantamental-ui.js?v=20260519-quantamental-v14"',
         ]:
             self.assertIn(marker, html)
         for marker in [
@@ -853,6 +855,7 @@ def test_quantamental_static_ui_contract(self):
             "API.quantamentalTopSignals",
             "API.quantamentalScoreScreen",
             "score_key",
+            "drawdown_resilience",
             "function loadQuantamental",
             "function runQuantamentalAnalysis",
             "function runQuantamentalCompare",