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Actually, Wonderswan has 8 shades of grey, not 4, so its shade palette is 3-bit, not 2. Also, CGA's 4-colour mode has 4 palette settings, 2 of which are a darker version of the other 2, the other one of which has a custom colour, red, green, and yellow. The black colour you listed on the CGA 4-colour palette is actually a customisable colour, which can be picked from CGA's total 16 colour palette.
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Also, CGA's 320x200 4-colour mode is only like that on RGBI, EGA, and VGA monitors. On composite, the 320x200 4-colour mode functioned more like a 160x200 16-colour mode due to NTSC artefacting and composite not separating the colour signal from the brightness signal.