Daily Trading OS

美股每日研究 · Step 0 → Step 8 · Learning Flywheel v2

Day 62
9/9 Steps

Executive Summary · 今日决策

数据截至 08:00 ET(早盘决策) 完整 Morning →

ADVISORY — 不构成投资建议

Today's Opportunities

先给机会,再给分析 — 无需翻页

  • ★☆☆☆☆ ARM SHORT ARM ranked #1 because largest expected range + best reward/risk 36.0% Trade
  • ★☆☆☆☆ META Avoid 61.0% Avoid
  • ★☆☆☆☆ TSLA Avoid 66.0% Avoid
  • ★☆☆☆☆ TQQQ Avoid 48.0% Avoid
  • ★☆☆☆☆ QQQ Avoid 59.0% Avoid
  • ★☆☆☆☆ SPY Avoid 53.0% Avoid

10:00 Session Update · Best Trade

No actionable primary at re-eval (or Morning had none) · ADVISORY

Morning: ARM SHORT · READY

ARM SHORT · Ideal Entry Zone 288.99–289.32 · Live ER +2.10% · Gate No Trade

Today's Opportunities

先给机会,再给分析 — 无需翻页

  • ★☆☆☆☆ TSLA Avoid 66.0% Avoid
  • ★☆☆☆☆ META Avoid 61.0% Avoid
  • ★☆☆☆☆ TQQQ Avoid 48.0% Avoid
  • ★☆☆☆☆ QQQ Avoid 59.0% Avoid
  • ★☆☆☆☆ SPY Avoid 59.0% Avoid
  • ★☆☆☆☆ SMH Avoid 29.0% Avoid

#1:ARM ranked #1 because largest expected range + best reward/risk

Driver Tree

Primary → Secondary → Tertiary · 盘中可更新

  1. Primary Political — Trade Policy

    tariff — Demand Boost for US Crops Still Unclear After China Tariff Cuts

  2. Secondary Macro — Oil Selloff

    XLE +0.0% · 2 oil headlines

  3. Tertiary Momentum — AI Momentum

    SMH +0.0% leading

Macro Calendar · 按市场影响排序

Oil Selloff

  • commodity Oil Selloff 72 XLE +0.0% · 2 oil headlines
  • breaking Trade Policy 65 tariff — Demand Boost for US Crops Still Unclear After China Tariff Cuts
  • breaking Trade Policy 65 tariff — Arabica Coffee Prices Hit Record on U.S., Colombia Tariff Spat

Trade Plan · IF-THEN

Gate:Wait

Conditions to go LONG

  • IF QQQ > 744.5 (昨日高点) AND breadth positive THEN LONG QQQ / Call(突破昨高)
  • IF oil stabilizes + XLE fades AND QQQ holds THEN LONG growth

Conditions to go SHORT

  • IF QQQ < 744.5 (昨日低点) AND risk-off confirmed THEN SHORT / Put(破位昨低)
  • IF oil breaks higher + semis weak THEN SHORT SMH

Conditions to WAIT / No Trade

  • IF major data not yet released THEN WAIT — no pre-release index bets
  • IF QQQ between 744.5 (昨日低点) and 744.5 (昨日高点) THEN WAIT — no edge in range
  • IF oil whipsaw ±2% intraday THEN WAIT — energy volatility

Top 5 Trade Candidates

ADVISORY — 不构成投资建议

# Ticker Dir Hz Win% ER% R:R Ideal Entry Alt Entry Status Stop Target Why Today Catalyst Invalidation
1 ARM
ARM ranked #1 because largest expected range + best reward/risk
SHORT Intraday 36.0% 2.15% Reward/Risk 36.59 Entry Zone 288.99–289.32 — EXPIRED
Abandon today
$289.32 $282.93 板块内相对强势 +2.67% · 半导体内领涨 +1.99% · 昨日弱势 -6.9% 延续下行 · Gap 未过度延伸 Oil Selloff · Trade Policy Close above stop $289.32

Watchlist

  • META · Pass · RS弱于QQQ -3.00% · News 1 (利空做空) · Volume 信号 · 上行空间 <1.0%
  • TSLA · Pass · RS弱于QQQ -2.78% · Volume 信号 · 上行空间 <1.0%
  • TQQQ · Pass · RS弱于QQQ -1.42% · Volume 信号 · Geo-risk day — avoid blind TQQQ short vs escalation · 上行空间 <1.0%
  • QQQ · Pass · Gap 未过度延伸 · Volume 信号 · 上行空间 <1.0%
  • SPY · Pass · Gap 未过度延伸 · Volume 信号 · 上行空间 <1.0%
Bias Neutral ★★★☆☆
Best Trade ARM · SHORT · Stock · ER +2.15%
Direction SHORT Intraday
Win Prob 36.0% (rules)
Ideal Entry (frozen) Entry Zone 288.99–289.32 Below 289.0 (现价) current
Entry Status EXPIRED Current $288.99 Dist +0.06% Session ended — Ideal Entry plan stale Abandon today Ideal ER +2.15%
Stop / Target $289.32 → $282.93
R:R Reward/Risk 36.59 · Risk:Reward 1:0.03
P&L +$3657.36 / -$99.96
More transparency · Edge / Index / Full details

View edges on /today →

Driver Tree Political — Trade Policy
Confidence 40%
Index Trade NO TRADE
Why 板块内相对强势 +2.67% · 半导体内领涨 +1.99% · 昨日弱势 -6.9% 延续下行

#1:ARM ranked #1 because largest expected range + best reward/risk

Why This Trade Wins Today

  1. Largest Expected Range 4.2 vs 2.14
  2. Best Risk Reward 36.57 vs 2.2

Win Probability 拆解

  • Base +50.0
  • RS -22.0
  • Trend +8.0
  • Gap +5.0
  • Catalyst -5.0
  • Total 36.0%

美元盈亏 · 非抽象 ER%

账户 Account $10,000
成功 Win +$3657.36
失败 Loss -$99.96
每股价差 Reward $6.22 / Risk $0.17 Reward/Risk 36.59 · Risk:Reward 1:0.03

仓位 Position Size

Risk 1.0% ↓ Position 100.0% ↓ 1 unit(s) ↓ Max Loss $99.96

价位来源 Level Reasons

Entry $289.15 Confidence 67 current
  • ✓ VWAP $287.76 100%
Stop $289.32 Confidence 89 orb_high
  • ✓ ORB High $289.32 70%
  • ✓ VWAP $287.76 30%
Target $282.93 Confidence 77 expected_close
  • ✓ Expected Close $282.93 100%

Why Not the Alternatives

  • META (#2)
    • Win% 36 vs 61
    • ER 2.1% vs 1.0%
    • Score 0.38 vs 0.36
    • RS +2.7% vs -3.0%
    • R:R 36.57 vs 1.2
    • Tradeable (Small) vs Pass
  • TSLA (#3)
    • Win% 36 vs 66
    • ER 2.1% vs 0.8%
    • Score 0.38 vs 0.28
    • RS +2.7% vs -2.8%
    • R:R 36.57 vs 1.0
    • Tradeable (Small) vs Pass
  • TQQQ (#4)
    • Win% 36 vs 48
    • ER 2.1% vs 0.5%
    • Score 0.38 vs 0.28
    • RS +2.7% vs -1.4%
    • R:R 36.57 vs 2.2
    • Tradeable (Small) vs Pass
  • QQQ (#5)
    • Win% 36 vs 59
    • ER 2.1% vs 0.1%
    • Score 0.38 vs 0.04
    • RS +2.7% vs +0.0%
    • R:R 36.57 vs 1.6
    • Tradeable (Small) vs Pass
  • SPY (#6)
    • Win% 36 vs 53
    • ER 2.1% vs 0.0%
    • Score 0.38 vs 0.01
    • RS +2.7% vs +0.1%
    • R:R 36.57 vs 1.6
    • Tradeable (Small) vs Pass

Why Index Rejected

  • P16 Gate No Trade 指数敞口:No Trade
  • TQQQ Pass Score 0.28 未达阈值
  • QQQ Weak QQQ -0.67%
  • Macro Event High uncertainty Oil Selloff、Trade Policy、Trade Policy
  • Breadth Weak Morning total -1

Today's Biggest Risk

Low Breadth

  • Low Breadth
  • Oil Selloff / Trade Policy Whipsaw
  • Don't Oversize
  • Don't Trade Before Data Release

Expected Value

EV $+1253 (win +$3657 @ 36.0% · loss -$100)

「做空 ARM:在 289.15 附近入场,目标 282.93,预期 +2.15%」

Watch ↑ Intraday Primary Bond · Dollar · Sector 证据 →

长线 · Swing Trade

Swing

ADVISORY — 独立于上方 Intraday Primary · 多日–数周

Symbol · Direction META · SHORT
Ideal Entry Zone $724.11–$741.92
Stop · Target $773.2 → $663.72 / T2 $632.44
Horizon Swing (days–weeks)
Why 高流动性波段标的 META · Prior day +0.0% · 5D momentum -3.5%
Invalidation Close beyond stop $773.2 or thesis broken (trend flip / catalyst fade)

「波段做空 META:理想入场 $724.11–$741.92,止损 $773.2,目标 $663.72(约 +8.6%),持仓天数–数周」

Hypothesis (P17) · 失效条件

H-2026-09-29-001 · 弱 NFP 能否抵消 AI 抛售?(Macro 利率利好 vs 半导体风险)

Scenario B:若 Oil Selloff 强于预期 + QQQ < 昨低 → Put / 放弃 · Scenario C:若 QQQ 震荡 → 不交易

Trade Detail · 完整价位与因子

Edge:Stock Edge

Why vs #2:ARM RS +2.7% vs META -3.0%;ER 2.1% vs 1.0%;relative strength

final = win_prob(36%) × ER(2.1%) × rr_weight(0.5) / 100

  • 板块内相对强势 +2.67%
  • 半导体内领涨 +1.99%
  • 昨日弱势 -6.9% 延续下行
  • Gap 未过度延伸
  • News 1 (利空做空)

Tradable 相对强弱 · vs QQQ (0.68%)

Driver「Political — Trade Policy」→ SMH, NVDA, SPY

Symbol 日涨跌 vs QQQ
SMH 3.99% +3.31% ▲
NVDA 4.07% +3.39% ▲
SPY -0.19% -0.87% ▼

今日流程 · 点任意 Step 查看报告

7:45 ET
Step 0 — 数据更新
Raw Data 采集
已生成 查看报告 →
8:00 ET
Step 1 — Morning Research
R0 → P1–P16 → P17 → P18 Decision
已生成 查看报告 →
9:30 ET
Step 2 — Open
开盘观察 · 不交易
已生成 查看报告 →
10:00 ET
Step 3 — Market Update
Driver 切换 · 重算 Score
已生成 查看报告 →
10:15 ET
Step 4 — Trading Decision
建议 only · ADVISORY
已生成 查看报告 →
12:00 ET
Step 5 — Midday Review
Driver 是否仍成立
已生成 查看报告 →
14:00 ET
Step 6 — Afternoon Review
Trade still valid?
已生成 查看报告 →
16:10 ET
Step 7 — Attribution
涨跌归因 · Surprise · Decision Log
已生成 查看报告 →
20:00 ET
Step 8 — Learning
Bayesian · Playbook · 训练行
已生成 查看报告 →