30 秒看懂：这不是炒股 App，也不会帮你下单。它每天自动做一套「晨会 → 盘中检查 → 收盘复盘」的研究报告，供你阅读和决策参考。
你唯一必须做的事：每个交易日收盘后花约 5 分钟去核对——告诉系统今天猜对了还是猜错了。核对越多，Agent 才会越用越准。
首页「Morning 一页纸 · 决策卡」每天 5 行 + Hypothesis。下面是一个假例子，帮你理解每行含义：
NYSE 休市日（周末、法定假日）没有当日报告，这是正常的——系统不会生成 Driver、决策卡或 Step 更新。
此时请点首页的「上一交易日」链接，查看最近一份完整报告。休市期间的新闻摘要（如有）仅供参考，不构成交易决策。
Day 4
H-2026-07-08-001Surprise：AI/Semiconductor dominated more than typical day
Lesson：【核对纠正】 2026-07-08: P2 Agent 说「Driver：AI Chip Selloff」→ 用户纠正：AI Chip Selloff 是原因之一，但地缘政治（Iran）同样重要，不应只写 AI 2026-07-08: P3 Agent 说「今日无美国重大宏观数据 · 下一关键节点为 NFP」→ 用户纠正：今天真正市场关注的是 Fed Minutes + Iran 局势，不是"NFP"。这是今天最大的错误。 2026-07-08: P10 Agent 说「Type：AI · Driver：AI Chip Selloff」→ 用户纠正：AI 是 Driver，但 Iran/Fed Minutes 也是 Driver 2026-07-08: S7 Agent 说「真正 Driver：AI/Semiconductor · Attribution：AI 68% · Bond 0% · Hypothesis：对 · Scenario B→B 命中」→ 用户纠正：AI 是 Driver，但 Iran/Fed Minutes 也是 Driver AI Expansion Regime 下，单日 SMH/NVDA 抛售可压过 Macro 利好，指数分化（Dow+ / QQQ-）比「大盘涨跌」更有信息量
{
"date": "2026-07-08",
"features": {
"dgs10": 4.48,
"dgs2": null,
"vix": 18.34,
"vix_chg": 13.7,
"qqq_chg": -0.6,
"smh_chg": 1.25,
"nvda_chg": 6.05,
"spy_chg": 0.0,
"oil_chg": 0.0,
"dxy_chg": 0.04,
"breadth_proxy": 0.14285714285714285,
"qqq_gap": -0.81,
"news_headline_count": 31,
"news_bearish_ratio": 0.308,
"news_ai_mentions": 100,
"news_macro_mentions": 8,
"news_oil_mentions": 0,
"news_risk_mentions": 1
},
"regime": {
"label": "AI Expansion",
"confidence": 0.82
},
"hypothesis": {
"id": "H-2026-07-08-001",
"statement": "AI/Semiconductor leads index today; macro is secondary variable",
"evidence": [
"NVDA +6.0%",
"SMH +1.2%"
],
"counter_evidence": [
"VIX↑ 13.7% (risk-off pressure)",
"Breadth 14% (narrow market)"
],
"confidence": 0.58,
"status": "待验证"
},
"morning": {
"bias": "Bear",
"total": -3,
"driver_type": "Political",
"daily_driver": "Geopolitical Risk (Iran)",
"best_opportunity": {
"direction": "SHORT",
"symbol": "ARM",
"instrument": "ETF",
"confidence": 85,
"confidence_stars": "★★★★☆",
"entry": "Below 290.0 (ORB低点)",
"entry_source": "orb_low",
"entry_price": 290.01,
"stop": "302.6 (ORB高点)",
"stop_source": "orb_high",
"stop_price": 302.65,
"target": "283.4 (预期收盘)",
"target_source": "expected_close",
"target_price": 283.36,
"target_action": "买入/平空仓",
"targets": [
"283.4 (预期收盘)"
],
"duration": "Intraday",
"why": [
"RS弱于QQQ -0.58%",
"昨日弱势 -7.6% 延续下行",
"Gap 未过度延伸",
"VIX 走高"
],
"why_chain": "RS弱于QQQ -0.58% · 昨日弱势 -7.6% 延续下行 · Gap 未过度延伸 · VIX 走高",
"why_vs_runner_up": "ARM RS -0.6% vs MU -2.1%；ER 3.3% vs 2.5%；Win% 85 vs 84；relative weakness play",
"factor_breakdown": {
"relative_strength_vs_qqq": -0.58,
"gap_pct": -0.61,
"beta_proxy": 1.31,
"volume_signal": false,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": 13.7,
"prior_day_change_pct": -7.57,
"relative_strength_vs_smh": -0.19,
"relative_weakness_score": 0.69
},
"edge_type": "Stock Edge",
"score_formula_display": "final = win_prob(85%) × ER(3.3%) × rr_weight(0.5) / 100",
"win_prob": 85.0,
"expected_return_pct": 2.29,
"expected_move": "+2.29%",
"return_calculation": "(290.01-283.36)/290.01=2.29%",
"trade_summary_cn": "做空 ARM：在 290.01 附近入场，目标 283.36，预期 +2.29%",
"risk_reward": 0.53,
"final_score": 1.4,
"level_anchors": {
"vwap": 290.98,
"orb_high": 302.65,
"orb_low": 290.01,
"prev_high": null,
"prev_low": null,
"prior_close": 300.43,
"orb_from_minute": true
},
"avoid": [],
"one_liner": "做空 ARM：在 290.01 附近入场，目标 283.36，预期 +2.29%",
"p16_gate": "No Trade",
"advisory": true,
"win_prob_breakdown": {
"components": [
{
"factor": "Base",
"key": "base",
"points": 50.0
},
{
"factor": "RS",
"key": "rs",
"points": 16.0
},
{
"factor": "Trend",
"key": "trend",
"points": 8.0
},
{
"factor": "Gap",
"key": "gap",
"points": 5.0
},
{
"factor": "Macro",
"key": "macro",
"points": 6.0
}
],
"total": 85.0,
"raw_total": 85.0,
"was_clamped": false
},
"level_reasons": {
"entry": {
"price": 290.01,
"source": "orb_low",
"confidence": 89,
"reasons": [
{
"source": "orb_low",
"label": "ORB Low",
"price": 290.01,
"weight_pct": 70.0,
"matched": true,
"primary": true
},
{
"source": "vwap",
"label": "VWAP",
"price": 290.98,
"weight_pct": 30.0,
"matched": true,
"primary": false
}
]
},
"stop": {
"price": 302.65,
"source": "orb_high",
"confidence": 77,
"reasons": [
{
"source": "orb_high",
"label": "ORB High",
"price": 302.65,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
},
"target": {
"price": 283.36,
"source": "expected_close",
"confidence": 77,
"reasons": [
{
"source": "expected_close",
"label": "Expected Close",
"price": 283.36,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
}
},
"trade_economics": {
"account_size": 10000.0,
"risk_pct": 1.0,
"position_pct": 20.3,
"shares": 7,
"contracts": 1,
"max_loss_usd": 88.48,
"win_usd": 46.55,
"loss_usd": 88.48,
"risk_per_share": 12.64,
"reward_per_share": 6.65,
"size_label": "Small",
"display": "$10,000 → Win +$47 / Loss -$88",
"expected_value_usd": 26.3,
"rr_display": {
"reward_risk_ratio": 0.53,
"risk_reward_ratio": 1.89,
"reward_per_share": 6.65,
"risk_per_share": 12.64,
"label_reward_risk": "Reward/Risk 0.53",
"label_risk_reward": "Risk:Reward 1:1.89",
"display": "Reward/Risk 0.53 · Risk:Reward 1:1.89",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
}
},
"position_sizing": {
"risk_pct": 1.0,
"position_pct": 20.3,
"contracts": 1,
"shares": 7,
"max_loss_usd": 88.48,
"size_label": "Small",
"display": "Risk 1.0% → Position 20.3% → 1 unit(s) → Max Loss $88.48"
},
"why_wins_today": [
{
"rank": 1,
"dimension": "expected_range",
"label": "Largest Expected Range",
"primary_value": 6.58,
"runner_up_value": 5.85,
"wins": true
},
{
"rank": 2,
"dimension": "win_prob",
"label": "Highest Probability",
"primary_value": 85.0,
"runner_up_value": 84.0,
"wins": true
}
],
"why_not_alternatives": [
{
"symbol": "MU",
"rank": 2,
"reasons": [
"Win% 85 vs 84",
"ER 2.3% vs 2.5%",
"Score 1.4 vs 1.06",
"RS -0.6% vs -2.1%"
],
"summary": "Why ARM over MU: Win% 85 vs 84 · ER 2.3% vs 2.5% · Score 1.4 vs 1.06 · RS -0.6% vs -2.1%"
},
{
"symbol": "AMD",
"rank": 3,
"reasons": [
"Win% 85 vs 64",
"ER 2.3% vs 2.6%",
"Score 1.4 vs 0.85",
"RS -0.6% vs -0.0%"
],
"summary": "Why ARM over AMD: Win% 85 vs 64 · ER 2.3% vs 2.6% · Score 1.4 vs 0.85 · RS -0.6% vs -0.0%"
},
{
"symbol": "TQQQ",
"rank": 4,
"reasons": [
"Win% 85 vs 62",
"ER 2.3% vs 2.3%",
"Score 1.4 vs 0.71",
"RS -0.6% vs -3.8%"
],
"summary": "Why ARM over TQQQ: Win% 85 vs 62 · ER 2.3% vs 2.3% · Score 1.4 vs 0.71 · RS -0.6% vs -3.8%"
},
{
"symbol": "SMH",
"rank": 5,
"reasons": [
"Win% 85 vs 61",
"ER 2.3% vs 1.4%",
"Score 1.4 vs 0.44",
"RS -0.6% vs -0.4%"
],
"summary": "Why ARM over SMH: Win% 85 vs 61 · ER 2.3% vs 1.4% · Score 1.4 vs 0.44 · RS -0.6% vs -0.4%"
},
{
"symbol": "TSLA",
"rank": 6,
"reasons": [
"Win% 85 vs 72",
"ER 2.3% vs 0.9%",
"Score 1.4 vs 0.33",
"RS -0.6% vs -2.9%",
"Tradeable (Small) vs Pass"
],
"summary": "Why ARM over TSLA: Win% 85 vs 72 · ER 2.3% vs 0.9% · Score 1.4 vs 0.33 · RS -0.6% vs -2.9% · Tradeable (Small) vs Pass"
}
],
"rr_display": {
"reward_risk_ratio": 0.53,
"risk_reward_ratio": 1.89,
"reward_per_share": 6.65,
"risk_per_share": 12.64,
"label_reward_risk": "Reward/Risk 0.53",
"label_risk_reward": "Risk:Reward 1:1.89",
"display": "Reward/Risk 0.53 · Risk:Reward 1:1.89",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"entry_zone": {
"low": 289.14,
"high": 290.88,
"mid": 290.01,
"anchors": [
{
"source": "orb_low",
"label": "ORB低点",
"price": 290.01
}
],
"display": "Entry Zone 289–291",
"entry_source": "orb_low",
"tolerance_pct": 0.3
},
"rank_summary": "ARM ranked #1 because largest expected range + highest probability",
"win_prob_source": "rules",
"calibration": {
"calibrated_win_prob": 85.0,
"sample_size": 0,
"confidence_interval": null,
"source": "rules_fallback",
"match_quality": "insufficient",
"win_prob_source": "rules",
"disclaimer": "No historical matches; using rules breakdown"
},
"similar_days": null,
"ev_distribution": {
"expected_value_usd": 26.3,
"win_scenario_usd": 46.55,
"loss_scenario_usd": 88.48,
"win_prob_pct": 85.0,
"display": "EV $+26 (win +$47 @ 85.0% · loss -$88)"
}
},
"best_trades": {
"primary": {
"rank": 1,
"symbol": "ARM",
"direction": "SHORT",
"instrument": "ETF",
"confidence": 85,
"confidence_stars": "★★★★☆",
"expected_move": "+2.29%",
"expected_return_pct": 2.29,
"win_prob": 85.0,
"risk_reward": 0.53,
"final_score": 1.4,
"trade_action": "Small",
"entry": "Below 290.0 (ORB低点)",
"entry_source": "orb_low",
"entry_price": 290.01,
"stop": "302.6 (ORB高点)",
"stop_source": "orb_high",
"stop_price": 302.65,
"target": "283.4 (预期收盘)",
"target_source": "expected_close",
"target_price": 283.36,
"targets": [
"283.4 (预期收盘)"
],
"level_anchors": {
"vwap": 290.98,
"orb_high": 302.65,
"orb_low": 290.01,
"prev_high": null,
"prev_low": null,
"prior_close": 300.43,
"orb_from_minute": true
},
"why": [
"RS弱于QQQ -0.58%",
"昨日弱势 -7.6% 延续下行",
"Gap 未过度延伸",
"VIX 走高"
],
"why_chain": "RS弱于QQQ -0.58% · 昨日弱势 -7.6% 延续下行 · Gap 未过度延伸 · VIX 走高",
"why_vs_runner_up": "ARM RS -0.6% vs MU -2.1%；ER 3.3% vs 2.5%；Win% 85 vs 84；relative weakness play",
"factor_breakdown": {
"relative_strength_vs_qqq": -0.58,
"gap_pct": -0.61,
"beta_proxy": 1.31,
"volume_signal": false,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": 13.7,
"prior_day_change_pct": -7.57,
"relative_strength_vs_smh": -0.19,
"relative_weakness_score": 0.69
},
"edge_type": "Stock Edge",
"score_formula_display": "final = win_prob(85%) × ER(3.3%) × rr_weight(0.5) / 100",
"expected_high": 302.64,
"expected_low": 283.36,
"expected_close": 283.36,
"current_price": 293.0,
"upside_pct": 3.29,
"why_factors": [
"RS弱于QQQ -0.58%",
"昨日弱势 -7.6% 延续下行",
"Gap 未过度延伸",
"VIX 走高"
],
"advisory": true,
"return_calculation": "(290.01-283.36)/290.01=2.29%",
"heuristic_expected_return_pct": 3.29,
"target_action": "买入/平空仓",
"trade_summary_cn": "做空 ARM：在 290.01 附近入场，目标 283.36，预期 +2.29%",
"win_prob_breakdown": {
"components": [
{
"factor": "Base",
"key": "base",
"points": 50.0
},
{
"factor": "RS",
"key": "rs",
"points": 16.0
},
{
"factor": "Trend",
"key": "trend",
"points": 8.0
},
{
"factor": "Gap",
"key": "gap",
"points": 5.0
},
{
"factor": "Macro",
"key": "macro",
"points": 6.0
}
],
"total": 85.0,
"raw_total": 85.0,
"was_clamped": false
},
"relative_strength": -0.58,
"downside_risk_pct": 3.29,
"why_today": "RS弱于QQQ -0.58% · 昨日弱势 -7.6% 延续下行 · Gap 未过度延伸 · VIX 走高",
"catalyst": "Geopolitical Risk (Iran) · Geopolitical Risk (Iran)",
"invalidation": "Close above stop $302.65 · Geopolitical escalation invalidates mean-reversion",
"level_reasons": {
"entry": {
"price": 290.01,
"source": "orb_low",
"confidence": 89,
"reasons": [
{
"source": "orb_low",
"label": "ORB Low",
"price": 290.01,
"weight_pct": 70.0,
"matched": true,
"primary": true
},
{
"source": "vwap",
"label": "VWAP",
"price": 290.98,
"weight_pct": 30.0,
"matched": true,
"primary": false
}
]
},
"stop": {
"price": 302.65,
"source": "orb_high",
"confidence": 77,
"reasons": [
{
"source": "orb_high",
"label": "ORB High",
"price": 302.65,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
},
"target": {
"price": 283.36,
"source": "expected_close",
"confidence": 77,
"reasons": [
{
"source": "expected_close",
"label": "Expected Close",
"price": 283.36,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
}
},
"trade_economics": {
"account_size": 10000.0,
"risk_pct": 1.0,
"position_pct": 20.3,
"shares": 7,
"contracts": 1,
"max_loss_usd": 88.48,
"win_usd": 46.55,
"loss_usd": 88.48,
"risk_per_share": 12.64,
"reward_per_share": 6.65,
"size_label": "Small",
"display": "$10,000 → Win +$47 / Loss -$88",
"expected_value_usd": 26.3,
"rr_display": {
"reward_risk_ratio": 0.53,
"risk_reward_ratio": 1.89,
"reward_per_share": 6.65,
"risk_per_share": 12.64,
"label_reward_risk": "Reward/Risk 0.53",
"label_risk_reward": "Risk:Reward 1:1.89",
"display": "Reward/Risk 0.53 · Risk:Reward 1:1.89",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
}
},
"position_sizing": {
"risk_pct": 1.0,
"position_pct": 20.3,
"contracts": 1,
"shares": 7,
"max_loss_usd": 88.48,
"size_label": "Small",
"display": "Risk 1.0% → Position 20.3% → 1 unit(s) → Max Loss $88.48"
},
"why_wins_today": [
{
"rank": 1,
"dimension": "expected_range",
"label": "Largest Expected Range",
"primary_value": 6.58,
"runner_up_value": 5.85,
"wins": true
},
{
"rank": 2,
"dimension": "win_prob",
"label": "Highest Probability",
"primary_value": 85.0,
"runner_up_value": 84.0,
"wins": true
}
],
"why_not_alternatives": [
{
"symbol": "MU",
"rank": 2,
"reasons": [
"Win% 85 vs 84",
"ER 2.3% vs 2.5%",
"Score 1.4 vs 1.06",
"RS -0.6% vs -2.1%"
],
"summary": "Why ARM over MU: Win% 85 vs 84 · ER 2.3% vs 2.5% · Score 1.4 vs 1.06 · RS -0.6% vs -2.1%"
},
{
"symbol": "AMD",
"rank": 3,
"reasons": [
"Win% 85 vs 64",
"ER 2.3% vs 2.6%",
"Score 1.4 vs 0.85",
"RS -0.6% vs -0.0%"
],
"summary": "Why ARM over AMD: Win% 85 vs 64 · ER 2.3% vs 2.6% · Score 1.4 vs 0.85 · RS -0.6% vs -0.0%"
},
{
"symbol": "TQQQ",
"rank": 4,
"reasons": [
"Win% 85 vs 62",
"ER 2.3% vs 2.3%",
"Score 1.4 vs 0.71",
"RS -0.6% vs -3.8%"
],
"summary": "Why ARM over TQQQ: Win% 85 vs 62 · ER 2.3% vs 2.3% · Score 1.4 vs 0.71 · RS -0.6% vs -3.8%"
},
{
"symbol": "SMH",
"rank": 5,
"reasons": [
"Win% 85 vs 61",
"ER 2.3% vs 1.4%",
"Score 1.4 vs 0.44",
"RS -0.6% vs -0.4%"
],
"summary": "Why ARM over SMH: Win% 85 vs 61 · ER 2.3% vs 1.4% · Score 1.4 vs 0.44 · RS -0.6% vs -0.4%"
},
{
"symbol": "TSLA",
"rank": 6,
"reasons": [
"Win% 85 vs 72",
"ER 2.3% vs 0.9%",
"Score 1.4 vs 0.33",
"RS -0.6% vs -2.9%",
"Tradeable (Small) vs Pass"
],
"summary": "Why ARM over TSLA: Win% 85 vs 72 · ER 2.3% vs 0.9% · Score 1.4 vs 0.33 · RS -0.6% vs -2.9% · Tradeable (Small) vs Pass"
}
],
"entry_zone": {
"low": 289.14,
"high": 290.88,
"mid": 290.01,
"anchors": [
{
"source": "orb_low",
"label": "ORB低点",
"price": 290.01
}
],
"display": "Entry Zone 289–291",
"entry_source": "orb_low",
"tolerance_pct": 0.3
},
"gap_pct": -0.61,
"rr_display": {
"reward_risk_ratio": 0.53,
"risk_reward_ratio": 1.89,
"reward_per_share": 6.65,
"risk_per_share": 12.64,
"label_reward_risk": "Reward/Risk 0.53",
"label_risk_reward": "Risk:Reward 1:1.89",
"display": "Reward/Risk 0.53 · Risk:Reward 1:1.89",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"rank_summary": "ARM ranked #1 because largest expected range + highest probability",
"win_prob_source": "rules",
"calibration": {
"calibrated_win_prob": 85.0,
"sample_size": 0,
"confidence_interval": null,
"source": "rules_fallback",
"match_quality": "insufficient",
"win_prob_source": "rules",
"disclaimer": "No historical matches; using rules breakdown"
},
"ev_distribution": {
"expected_value_usd": 26.3,
"win_scenario_usd": 46.55,
"loss_scenario_usd": 88.48,
"win_prob_pct": 85.0,
"display": "EV $+26 (win +$47 @ 85.0% · loss -$88)"
}
},
"secondary": {
"rank": 2,
"symbol": "MU",
"direction": "SHORT",
"instrument": "ETF",
"confidence": 84,
"confidence_stars": "★★★★☆",
"expected_move": "+1.22%",
"expected_return_pct": 1.22,
"win_prob": 84.0,
"risk_reward": 0.21,
"final_score": 1.06,
"trade_action": "Small",
"entry": "Below 889.0 (ORB低点)",
"entry_source": "orb_low",
"entry_price": 889.0,
"stop": "940.1 (ORB高点)",
"stop_source": "orb_high",
"stop_price": 940.15,
"target": "878.1 (预期收盘)",
"target_source": "expected_close",
"target_price": 878.13,
"targets": [
"878.1 (预期收盘)"
],
"level_anchors": {
"vwap": 893.44,
"orb_high": 940.15,
"orb_low": 889.0,
"prev_high": null,
"prev_low": null,
"prior_close": 938.38,
"orb_from_minute": true
},
"why": [
"RS弱于QQQ -2.12%",
"RS弱于SMH -1.73%",
"昨日弱势 -4.0% 延续下行",
"VIX 走高"
],
"why_chain": "RS弱于QQQ -2.12% · RS弱于SMH -1.73% · 昨日弱势 -4.0% 延续下行 · VIX 走高",
"why_vs_runner_up": "—",
"factor_breakdown": {
"relative_strength_vs_qqq": -2.12,
"gap_pct": -2.84,
"beta_proxy": 2.12,
"volume_signal": false,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": 13.7,
"prior_day_change_pct": -4.04,
"relative_strength_vs_smh": -1.73,
"relative_weakness_score": 3.16
},
"edge_type": "Stock Edge",
"score_formula_display": "final = win_prob(84%) × ER(2.5%) × rr_weight(0.5) / 100",
"expected_high": 923.45,
"expected_low": 878.13,
"expected_close": 878.13,
"current_price": 900.79,
"upside_pct": 2.52,
"why_factors": [
"RS弱于QQQ -2.12%",
"RS弱于SMH -1.73%",
"昨日弱势 -4.0% 延续下行",
"VIX 走高"
],
"advisory": true,
"return_calculation": "(889.0-878.13)/889.0=1.22%",
"heuristic_expected_return_pct": 2.52,
"target_action": "买入/平空仓",
"trade_summary_cn": "做空 MU：在 889.0 附近入场，目标 878.13，预期 +1.22%",
"win_prob_breakdown": {
"components": [
{
"factor": "Base",
"key": "base",
"points": 50.0
},
{
"factor": "RS",
"key": "rs",
"points": 20.0
},
{
"factor": "Trend",
"key": "trend",
"points": 8.0
},
{
"factor": "Macro",
"key": "macro",
"points": 6.0
}
],
"total": 84.0,
"raw_total": 84.0,
"was_clamped": false
},
"relative_strength": -2.12,
"downside_risk_pct": 2.52,
"why_today": "RS弱于QQQ -2.12% · RS弱于SMH -1.73% · 昨日弱势 -4.0% 延续下行 · VIX 走高",
"catalyst": "Geopolitical Risk (Iran) · Geopolitical Risk (Iran)",
"invalidation": "Close above stop $940.15 · Geopolitical escalation invalidates mean-reversion",
"level_reasons": {
"entry": {
"price": 889.0,
"source": "orb_low",
"confidence": 89,
"reasons": [
{
"source": "orb_low",
"label": "ORB Low",
"price": 889.0,
"weight_pct": 70.0,
"matched": true,
"primary": true
},
{
"source": "vwap",
"label": "VWAP",
"price": 893.44,
"weight_pct": 30.0,
"matched": true,
"primary": false
}
]
},
"stop": {
"price": 940.15,
"source": "orb_high",
"confidence": 77,
"reasons": [
{
"source": "orb_high",
"label": "ORB High",
"price": 940.15,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
},
"target": {
"price": 878.13,
"source": "expected_close",
"confidence": 77,
"reasons": [
{
"source": "expected_close",
"label": "Expected Close",
"price": 878.13,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
}
},
"trade_economics": {
"account_size": 10000.0,
"risk_pct": 1.0,
"position_pct": 8.9,
"shares": 1,
"contracts": 1,
"max_loss_usd": 51.15,
"win_usd": 10.87,
"loss_usd": 51.15,
"risk_per_share": 51.15,
"reward_per_share": 10.87,
"size_label": "Small",
"display": "$10,000 → Win +$11 / Loss -$51",
"expected_value_usd": 0.95,
"rr_display": {
"reward_risk_ratio": 0.21,
"risk_reward_ratio": 4.76,
"reward_per_share": 10.87,
"risk_per_share": 51.15,
"label_reward_risk": "Reward/Risk 0.21",
"label_risk_reward": "Risk:Reward 1:4.76",
"display": "Reward/Risk 0.21 · Risk:Reward 1:4.76",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
}
},
"position_sizing": {
"risk_pct": 1.0,
"position_pct": 8.9,
"contracts": 1,
"shares": 1,
"max_loss_usd": 51.15,
"size_label": "Small",
"display": "Risk 1.0% → Position 8.9% → 1 unit(s) → Max Loss $51.15"
},
"why_wins_today": [],
"why_not_alternatives": [
{
"symbol": "ARM",
"rank": 1,
"reasons": [
"Win% 84 vs 85",
"ER 1.2% vs 3.3%",
"Score 1.06 vs 1.4",
"RS -2.1% vs -0.6%"
],
"summary": "Why MU over ARM: Win% 84 vs 85 · ER 1.2% vs 3.3% · Score 1.06 vs 1.4 · RS -2.1% vs -0.6%"
},
{
"symbol": "AMD",
"rank": 3,
"reasons": [
"Win% 84 vs 64",
"ER 1.2% vs 2.6%",
"Score 1.06 vs 0.85",
"RS -2.1% vs -0.0%"
],
"summary": "Why MU over AMD: Win% 84 vs 64 · ER 1.2% vs 2.6% · Score 1.06 vs 0.85 · RS -2.1% vs -0.0%"
},
{
"symbol": "TQQQ",
"rank": 4,
"reasons": [
"Win% 84 vs 62",
"ER 1.2% vs 2.3%",
"Score 1.06 vs 0.71",
"RS -2.1% vs -3.8%"
],
"summary": "Why MU over TQQQ: Win% 84 vs 62 · ER 1.2% vs 2.3% · Score 1.06 vs 0.71 · RS -2.1% vs -3.8%"
},
{
"symbol": "SMH",
"rank": 5,
"reasons": [
"Win% 84 vs 61",
"ER 1.2% vs 1.4%",
"Score 1.06 vs 0.44",
"RS -2.1% vs -0.4%"
],
"summary": "Why MU over SMH: Win% 84 vs 61 · ER 1.2% vs 1.4% · Score 1.06 vs 0.44 · RS -2.1% vs -0.4%"
},
{
"symbol": "TSLA",
"rank": 6,
"reasons": [
"Win% 84 vs 72",
"ER 1.2% vs 0.9%",
"Score 1.06 vs 0.33",
"RS -2.1% vs -2.9%",
"Tradeable (Small) vs Pass"
],
"summary": "Why MU over TSLA: Win% 84 vs 72 · ER 1.2% vs 0.9% · Score 1.06 vs 0.33 · RS -2.1% vs -2.9% · Tradeable (Small) vs Pass"
}
],
"entry_zone": {
"low": 886.33,
"high": 891.67,
"mid": 889.0,
"anchors": [
{
"source": "orb_low",
"label": "ORB低点",
"price": 889.0
}
],
"display": "Entry Zone 886–892",
"entry_source": "orb_low",
"tolerance_pct": 0.3
},
"gap_pct": -2.84,
"rr_display": {
"reward_risk_ratio": 0.21,
"risk_reward_ratio": 4.76,
"reward_per_share": 10.87,
"risk_per_share": 51.15,
"label_reward_risk": "Reward/Risk 0.21",
"label_risk_reward": "Risk:Reward 1:4.76",
"display": "Reward/Risk 0.21 · Risk:Reward 1:4.76",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"win_prob_source": "rules",
"calibration": {
"calibrated_win_prob": 84.0,
"sample_size": 0,
"confidence_interval": null,
"source": "rules_fallback",
"match_quality": "insufficient",
"win_prob_source": "rules",
"disclaimer": "No historical matches; using rules breakdown"
},
"ev_distribution": {
"expected_value_usd": 0.95,
"win_scenario_usd": 10.87,
"loss_scenario_usd": 51.15,
"win_prob_pct": 84.0,
"display": "EV $+1 (win +$11 @ 84.0% · loss -$51)"
}
},
"watchlist": {
"rank": 3,
"symbol": "AMD",
"direction": "SHORT",
"instrument": "ETF",
"confidence": 64,
"confidence_stars": "★★★☆☆",
"expected_move": "+2.67%",
"expected_return_pct": 2.67,
"win_prob": 64.0,
"win_prob_breakdown": {
"components": [
{
"factor": "Base",
"key": "base",
"points": 50.0
},
{
"factor": "Trend",
"key": "trend",
"points": 8.0
},
{
"factor": "Gap",
"key": "gap",
"points": 5.0
},
{
"factor": "Catalyst",
"key": "catalyst",
"points": -5.0
},
{
"factor": "Macro",
"key": "macro",
"points": 6.0
}
],
"total": 64.0,
"raw_total": 64.0,
"was_clamped": false
},
"risk_reward": 0.88,
"final_score": 0.85,
"trade_action": "Small",
"relative_strength": -0.03,
"entry": "Below 506.6 (VWAP)",
"entry_source": "vwap",
"entry_price": 506.32,
"stop": "521.7 (ORB高点)",
"stop_source": "orb_high",
"stop_price": 521.7,
"target": "492.8 (预期收盘)",
"target_source": "expected_close",
"target_price": 492.82,
"targets": [
"492.8 (预期收盘)"
],
"level_anchors": {
"vwap": 506.64,
"orb_high": 521.7,
"orb_low": 506.0,
"prev_high": null,
"prev_low": null,
"prior_close": 516.11,
"orb_from_minute": true
},
"why": [
"昨日弱势 -6.6% 延续下行",
"Gap 未过度延伸",
"News 1 (利空做空)",
"VIX 走高"
],
"why_chain": "昨日弱势 -6.6% 延续下行 · Gap 未过度延伸 · News 1 (利空做空) · VIX 走高",
"why_vs_runner_up": "—",
"factor_breakdown": {
"relative_strength_vs_qqq": -0.03,
"relative_strength_vs_smh": 0.36,
"relative_weakness_score": -0.19,
"gap_pct": 0.2,
"beta_proxy": 1.02,
"volume_signal": false,
"news_count": 1,
"extended_gap_penalty": 0.0,
"vix_change_pct": 13.7,
"prior_day_change_pct": -6.59
},
"edge_type": "Stock Edge",
"score_formula_display": "final = win_prob(64%) × ER(2.6%) × rr_weight(0.5) / 100",
"expected_high": 519.63,
"expected_low": 492.82,
"expected_close": 492.82,
"current_price": 506.23,
"upside_pct": 2.65,
"downside_risk_pct": 2.65,
"why_factors": [
"昨日弱势 -6.6% 延续下行",
"Gap 未过度延伸",
"News 1 (利空做空)",
"VIX 走高"
],
"why_today": "昨日弱势 -6.6% 延续下行 · Gap 未过度延伸 · News 1 (利空做空) · VIX 走高",
"catalyst": "Geopolitical Risk (Iran) · Geopolitical Risk (Iran)",
"invalidation": "Close above stop $521.7 · Geopolitical escalation invalidates mean-reversion",
"advisory": true,
"level_reasons": {
"entry": {
"price": 506.32,
"source": "vwap",
"confidence": 98,
"reasons": [
{
"source": "orb_low",
"label": "ORB Low",
"price": 506.0,
"weight_pct": 23.0,
"matched": true,
"primary": false
},
{
"source": "vwap",
"label": "VWAP",
"price": 506.64,
"weight_pct": 54.0,
"matched": true,
"primary": true
},
{
"source": "current",
"label": "Below Current",
"price": 506.23,
"weight_pct": 23.0,
"matched": true,
"primary": false
}
]
},
"stop": {
"price": 521.7,
"source": "orb_high",
"confidence": 77,
"reasons": [
{
"source": "orb_high",
"label": "ORB High",
"price": 521.7,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
},
"target": {
"price": 492.82,
"source": "expected_close",
"confidence": 77,
"reasons": [
{
"source": "expected_close",
"label": "Expected Close",
"price": 492.82,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
}
},
"return_calculation": "(506.32-492.82)/506.32=2.67%",
"heuristic_expected_return_pct": 2.65,
"target_action": "买入/平空仓",
"trade_summary_cn": "做空 AMD：在 506.32 附近入场，目标 492.82，预期 +2.67%",
"trade_economics": {
"account_size": 10000.0,
"risk_pct": 1.0,
"position_pct": 30.4,
"shares": 6,
"contracts": 1,
"max_loss_usd": 92.28,
"win_usd": 81.0,
"loss_usd": 92.28,
"risk_per_share": 15.38,
"reward_per_share": 13.5,
"size_label": "Small",
"display": "$10,000 → Win +$81 / Loss -$92",
"expected_value_usd": 18.62,
"rr_display": {
"reward_risk_ratio": 0.88,
"risk_reward_ratio": 1.14,
"reward_per_share": 13.5,
"risk_per_share": 15.38,
"label_reward_risk": "Reward/Risk 0.88",
"label_risk_reward": "Risk:Reward 1:1.14",
"display": "Reward/Risk 0.88 · Risk:Reward 1:1.14",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
}
},
"position_sizing": {
"risk_pct": 1.0,
"position_pct": 30.4,
"contracts": 1,
"shares": 6,
"max_loss_usd": 92.28,
"size_label": "Small",
"display": "Risk 1.0% → Position 30.4% → 1 unit(s) → Max Loss $92.28"
},
"why_wins_today": [],
"why_not_alternatives": [
{
"symbol": "ARM",
"rank": 1,
"reasons": [
"Win% 64 vs 85",
"ER 2.7% vs 3.3%",
"Score 0.85 vs 1.4",
"RS -0.0% vs -0.6%"
],
"summary": "Why AMD over ARM: Win% 64 vs 85 · ER 2.7% vs 3.3% · Score 0.85 vs 1.4 · RS -0.0% vs -0.6%"
},
{
"symbol": "MU",
"rank": 2,
"reasons": [
"Win% 64 vs 84",
"ER 2.7% vs 2.5%",
"Score 0.85 vs 1.06",
"RS -0.0% vs -2.1%"
],
"summary": "Why AMD over MU: Win% 64 vs 84 · ER 2.7% vs 2.5% · Score 0.85 vs 1.06 · RS -0.0% vs -2.1%"
},
{
"symbol": "TQQQ",
"rank": 4,
"reasons": [
"Win% 64 vs 62",
"ER 2.7% vs 2.3%",
"Score 0.85 vs 0.71",
"RS -0.0% vs -3.8%",
"R:R 0.88 vs 0.64"
],
"summary": "Why AMD over TQQQ: Win% 64 vs 62 · ER 2.7% vs 2.3% · Score 0.85 vs 0.71 · RS -0.0% vs -3.8% · R:R 0.88 vs 0.64"
},
{
"symbol": "SMH",
"rank": 5,
"reasons": [
"Win% 64 vs 61",
"ER 2.7% vs 1.4%",
"Score 0.85 vs 0.44",
"RS -0.0% vs -0.4%",
"R:R 0.88 vs 0.83"
],
"summary": "Why AMD over SMH: Win% 64 vs 61 · ER 2.7% vs 1.4% · Score 0.85 vs 0.44 · RS -0.0% vs -0.4% · R:R 0.88 vs 0.83"
},
{
"symbol": "TSLA",
"rank": 6,
"reasons": [
"Win% 64 vs 72",
"ER 2.7% vs 0.9%",
"Score 0.85 vs 0.33",
"RS -0.0% vs -2.9%",
"R:R 0.88 vs 0.71",
"Tradeable (Small) vs Pass"
],
"summary": "Why AMD over TSLA: Win% 64 vs 72 · ER 2.7% vs 0.9% · Score 0.85 vs 0.33 · RS -0.0% vs -2.9% · R:R 0.88 vs 0.71 · Tradeable (Small) vs Pass"
}
],
"entry_zone": {
"low": 506.0,
"high": 506.64,
"mid": 506.32,
"anchors": [
{
"source": "vwap",
"label": "VWAP",
"price": 506.64
},
{
"source": "orb_low",
"label": "ORB低点",
"price": 506.0
}
],
"display": "Entry Zone 506.00–506.64",
"entry_source": "vwap",
"tolerance_pct": 0.3
},
"gap_pct": 0.2,
"rr_display": {
"reward_risk_ratio": 0.88,
"risk_reward_ratio": 1.14,
"reward_per_share": 13.5,
"risk_per_share": 15.38,
"label_reward_risk": "Reward/Risk 0.88",
"label_risk_reward": "Risk:Reward 1:1.14",
"display": "Reward/Risk 0.88 · Risk:Reward 1:1.14",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"win_prob_source": "rules",
"calibration": {
"calibrated_win_prob": 64.0,
"sample_size": 0,
"confidence_interval": null,
"source": "rules_fallback",
"match_quality": "insufficient",
"win_prob_source": "rules",
"disclaimer": "No historical matches; using rules breakdown"
},
"ev_distribution": {
"expected_value_usd": 18.62,
"win_scenario_usd": 81.0,
"loss_scenario_usd": 92.28,
"win_prob_pct": 64.0,
"display": "EV $+19 (win +$81 @ 64.0% · loss -$92)"
}
},
"index_trade": "NO TRADE",
"threshold_message": null,
"stock_trades": [
{
"rank": 1,
"symbol": "ARM",
"direction": "SHORT",
"confidence": 85,
"expected_move": "+2.29%",
"why": "RS弱于QQQ -0.58% · 昨日弱势 -7.6% 延续下行 · Gap 未过度延伸 · VIX 走高"
},
{
"rank": 2,
"symbol": "MU",
"direction": "SHORT",
"confidence": 84,
"expected_move": "+1.22%",
"why": "RS弱于QQQ -2.12% · RS弱于SMH -1.73% · 昨日弱势 -4.0% 延续下行 · VIX 走高"
},
{
"rank": 3,
"symbol": "AMD",
"direction": "SHORT",
"confidence": 64,
"expected_move": "+2.67%",
"why": "昨日弱势 -6.6% 延续下行 · Gap 未过度延伸 · News 1 (利空做空) · VIX 走高"
}
],
"advisory": true,
"top_trades": [
{
"rank": 1,
"symbol": "ARM",
"direction": "SHORT",
"instrument": "ETF",
"confidence": 85,
"confidence_stars": "★★★★☆",
"expected_move": "+2.29%",
"expected_return_pct": 2.29,
"win_prob": 85.0,
"win_prob_breakdown": {
"components": [
{
"factor": "Base",
"key": "base",
"points": 50.0
},
{
"factor": "RS",
"key": "rs",
"points": 16.0
},
{
"factor": "Trend",
"key": "trend",
"points": 8.0
},
{
"factor": "Gap",
"key": "gap",
"points": 5.0
},
{
"factor": "Macro",
"key": "macro",
"points": 6.0
}
],
"total": 85.0,
"raw_total": 85.0,
"was_clamped": false
},
"risk_reward": 0.53,
"final_score": 1.4,
"trade_action": "Small",
"relative_strength": -0.58,
"entry": "Below 290.0 (ORB低点)",
"entry_source": "orb_low",
"entry_price": 290.01,
"entry_zone": {
"low": 289.14,
"high": 290.88,
"mid": 290.01,
"anchors": [
{
"source": "orb_low",
"label": "ORB低点",
"price": 290.01
}
],
"display": "Entry Zone 289–291",
"entry_source": "orb_low",
"tolerance_pct": 0.3
},
"stop": "302.6 (ORB高点)",
"stop_source": "orb_high",
"stop_price": 302.65,
"target": "283.4 (预期收盘)",
"target_source": "expected_close",
"target_price": 283.36,
"targets": [
"283.4 (预期收盘)"
],
"level_anchors": {
"vwap": 290.98,
"orb_high": 302.65,
"orb_low": 290.01,
"prev_high": null,
"prev_low": null,
"prior_close": 300.43,
"orb_from_minute": true
},
"why": [
"RS弱于QQQ -0.58%",
"昨日弱势 -7.6% 延续下行",
"Gap 未过度延伸",
"VIX 走高"
],
"why_chain": "RS弱于QQQ -0.58% · 昨日弱势 -7.6% 延续下行 · Gap 未过度延伸 · VIX 走高",
"why_vs_runner_up": "ARM RS -0.6% vs MU -2.1%；ER 3.3% vs 2.5%；Win% 85 vs 84；relative weakness play",
"factor_breakdown": {
"relative_strength_vs_qqq": -0.58,
"relative_strength_vs_smh": -0.19,
"relative_weakness_score": 0.69,
"gap_pct": -0.61,
"beta_proxy": 1.31,
"volume_signal": false,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": 13.7,
"prior_day_change_pct": -7.57
},
"edge_type": "Stock Edge",
"score_formula_display": "final = win_prob(85%) × ER(3.3%) × rr_weight(0.5) / 100",
"expected_high": 302.64,
"expected_low": 283.36,
"expected_close": 283.36,
"current_price": 293.0,
"upside_pct": 3.29,
"downside_risk_pct": 3.29,
"why_factors": [
"RS弱于QQQ -0.58%",
"昨日弱势 -7.6% 延续下行",
"Gap 未过度延伸",
"VIX 走高"
],
"why_today": "RS弱于QQQ -0.58% · 昨日弱势 -7.6% 延续下行 · Gap 未过度延伸 · VIX 走高",
"gap_pct": -0.61,
"rr_display": {
"reward_risk_ratio": 0.53,
"risk_reward_ratio": 1.89,
"reward_per_share": 6.65,
"risk_per_share": 12.64,
"label_reward_risk": "Reward/Risk 0.53",
"label_risk_reward": "Risk:Reward 1:1.89",
"display": "Reward/Risk 0.53 · Risk:Reward 1:1.89",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"catalyst": "Geopolitical Risk (Iran) · Geopolitical Risk (Iran)",
"invalidation": "Close above stop $302.65 · Geopolitical escalation invalidates mean-reversion",
"advisory": true,
"level_reasons": {
"entry": {
"price": 290.01,
"source": "orb_low",
"confidence": 89,
"reasons": [
{
"source": "orb_low",
"label": "ORB Low",
"price": 290.01,
"weight_pct": 70.0,
"matched": true,
"primary": true
},
{
"source": "vwap",
"label": "VWAP",
"price": 290.98,
"weight_pct": 30.0,
"matched": true,
"primary": false
}
]
},
"stop": {
"price": 302.65,
"source": "orb_high",
"confidence": 77,
"reasons": [
{
"source": "orb_high",
"label": "ORB High",
"price": 302.65,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
},
"target": {
"price": 283.36,
"source": "expected_close",
"confidence": 77,
"reasons": [
{
"source": "expected_close",
"label": "Expected Close",
"price": 283.36,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
}
},
"return_calculation": "(290.01-283.36)/290.01=2.29%",
"heuristic_expected_return_pct": 3.29,
"target_action": "买入/平空仓",
"trade_summary_cn": "做空 ARM：在 290.01 附近入场，目标 283.36，预期 +2.29%",
"trade_economics": {
"account_size": 10000.0,
"risk_pct": 1.0,
"position_pct": 20.3,
"shares": 7,
"contracts": 1,
"max_loss_usd": 88.48,
"win_usd": 46.55,
"loss_usd": 88.48,
"expected_value_usd": 26.3,
"risk_per_share": 12.64,
"reward_per_share": 6.65,
"rr_display": {
"reward_risk_ratio": 0.53,
"risk_reward_ratio": 1.89,
"reward_per_share": 6.65,
"risk_per_share": 12.64,
"label_reward_risk": "Reward/Risk 0.53",
"label_risk_reward": "Risk:Reward 1:1.89",
"display": "Reward/Risk 0.53 · Risk:Reward 1:1.89",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"size_label": "Small",
"display": "$10,000 → Win +$47 / Loss -$88"
},
"position_sizing": {
"risk_pct": 1.0,
"position_pct": 20.3,
"contracts": 1,
"shares": 7,
"max_loss_usd": 88.48,
"size_label": "Small",
"display": "Risk 1.0% → Position 20.3% → 1 unit(s) → Max Loss $88.48"
},
"why_wins_today": [
{
"rank": 1,
"dimension": "expected_range",
"label": "Largest Expected Range",
"primary_value": 6.58,
"runner_up_value": 5.85,
"wins": true
},
{
"rank": 2,
"dimension": "win_prob",
"label": "Highest Probability",
"primary_value": 85.0,
"runner_up_value": 84.0,
"wins": true
}
],
"why_not_alternatives": [
{
"symbol": "MU",
"rank": 2,
"reasons": [
"Win% 85 vs 84",
"ER 2.3% vs 2.5%",
"Score 1.4 vs 1.06",
"RS -0.6% vs -2.1%"
],
"summary": "Why ARM over MU: Win% 85 vs 84 · ER 2.3% vs 2.5% · Score 1.4 vs 1.06 · RS -0.6% vs -2.1%"
},
{
"symbol": "AMD",
"rank": 3,
"reasons": [
"Win% 85 vs 64",
"ER 2.3% vs 2.6%",
"Score 1.4 vs 0.85",
"RS -0.6% vs -0.0%"
],
"summary": "Why ARM over AMD: Win% 85 vs 64 · ER 2.3% vs 2.6% · Score 1.4 vs 0.85 · RS -0.6% vs -0.0%"
},
{
"symbol": "TQQQ",
"rank": 4,
"reasons": [
"Win% 85 vs 62",
"ER 2.3% vs 2.3%",
"Score 1.4 vs 0.71",
"RS -0.6% vs -3.8%"
],
"summary": "Why ARM over TQQQ: Win% 85 vs 62 · ER 2.3% vs 2.3% · Score 1.4 vs 0.71 · RS -0.6% vs -3.8%"
},
{
"symbol": "SMH",
"rank": 5,
"reasons": [
"Win% 85 vs 61",
"ER 2.3% vs 1.4%",
"Score 1.4 vs 0.44",
"RS -0.6% vs -0.4%"
],
"summary": "Why ARM over SMH: Win% 85 vs 61 · ER 2.3% vs 1.4% · Score 1.4 vs 0.44 · RS -0.6% vs -0.4%"
},
{
"symbol": "TSLA",
"rank": 6,
"reasons": [
"Win% 85 vs 72",
"ER 2.3% vs 0.9%",
"Score 1.4 vs 0.33",
"RS -0.6% vs -2.9%",
"Tradeable (Small) vs Pass"
],
"summary": "Why ARM over TSLA: Win% 85 vs 72 · ER 2.3% vs 0.9% · Score 1.4 vs 0.33 · RS -0.6% vs -2.9% · Tradeable (Small) vs Pass"
}
],
"rank_summary": "ARM ranked #1 because largest expected range + highest probability",
"win_prob_source": "rules",
"calibration": {
"calibrated_win_prob": 85.0,
"sample_size": 0,
"confidence_interval": null,
"source": "rules_fallback",
"match_quality": "insufficient",
"win_prob_source": "rules",
"disclaimer": "No historical matches; using rules breakdown"
},
"ev_distribution": {
"expected_value_usd": 26.3,
"win_scenario_usd": 46.55,
"loss_scenario_usd": 88.48,
"win_prob_pct": 85.0,
"display": "EV $+26 (win +$47 @ 85.0% · loss -$88)"
}
},
{
"rank": 2,
"symbol": "MU",
"direction": "SHORT",
"instrument": "ETF",
"confidence": 84,
"confidence_stars": "★★★★☆",
"expected_move": "+1.22%",
"expected_return_pct": 1.22,
"win_prob": 84.0,
"win_prob_breakdown": {
"components": [
{
"factor": "Base",
"key": "base",
"points": 50.0
},
{
"factor": "RS",
"key": "rs",
"points": 20.0
},
{
"factor": "Trend",
"key": "trend",
"points": 8.0
},
{
"factor": "Macro",
"key": "macro",
"points": 6.0
}
],
"total": 84.0,
"raw_total": 84.0,
"was_clamped": false
},
"risk_reward": 0.21,
"final_score": 1.06,
"trade_action": "Small",
"relative_strength": -2.12,
"entry": "Below 889.0 (ORB低点)",
"entry_source": "orb_low",
"entry_price": 889.0,
"entry_zone": {
"low": 886.33,
"high": 891.67,
"mid": 889.0,
"anchors": [
{
"source": "orb_low",
"label": "ORB低点",
"price": 889.0
}
],
"display": "Entry Zone 886–892",
"entry_source": "orb_low",
"tolerance_pct": 0.3
},
"stop": "940.1 (ORB高点)",
"stop_source": "orb_high",
"stop_price": 940.15,
"target": "878.1 (预期收盘)",
"target_source": "expected_close",
"target_price": 878.13,
"targets": [
"878.1 (预期收盘)"
],
"level_anchors": {
"vwap": 893.44,
"orb_high": 940.15,
"orb_low": 889.0,
"prev_high": null,
"prev_low": null,
"prior_close": 938.38,
"orb_from_minute": true
},
"why": [
"RS弱于QQQ -2.12%",
"RS弱于SMH -1.73%",
"昨日弱势 -4.0% 延续下行",
"VIX 走高"
],
"why_chain": "RS弱于QQQ -2.12% · RS弱于SMH -1.73% · 昨日弱势 -4.0% 延续下行 · VIX 走高",
"why_vs_runner_up": "—",
"factor_breakdown": {
"relative_strength_vs_qqq": -2.12,
"relative_strength_vs_smh": -1.73,
"relative_weakness_score": 3.16,
"gap_pct": -2.84,
"beta_proxy": 2.12,
"volume_signal": false,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": 13.7,
"prior_day_change_pct": -4.04
},
"edge_type": "Stock Edge",
"score_formula_display": "final = win_prob(84%) × ER(2.5%) × rr_weight(0.5) / 100",
"expected_high": 923.45,
"expected_low": 878.13,
"expected_close": 878.13,
"current_price": 900.79,
"upside_pct": 2.52,
"downside_risk_pct": 2.52,
"why_factors": [
"RS弱于QQQ -2.12%",
"RS弱于SMH -1.73%",
"昨日弱势 -4.0% 延续下行",
"VIX 走高"
],
"why_today": "RS弱于QQQ -2.12% · RS弱于SMH -1.73% · 昨日弱势 -4.0% 延续下行 · VIX 走高",
"gap_pct": -2.84,
"rr_display": {
"reward_risk_ratio": 0.21,
"risk_reward_ratio": 4.76,
"reward_per_share": 10.87,
"risk_per_share": 51.15,
"label_reward_risk": "Reward/Risk 0.21",
"label_risk_reward": "Risk:Reward 1:4.76",
"display": "Reward/Risk 0.21 · Risk:Reward 1:4.76",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"catalyst": "Geopolitical Risk (Iran) · Geopolitical Risk (Iran)",
"invalidation": "Close above stop $940.15 · Geopolitical escalation invalidates mean-reversion",
"advisory": true,
"level_reasons": {
"entry": {
"price": 889.0,
"source": "orb_low",
"confidence": 89,
"reasons": [
{
"source": "orb_low",
"label": "ORB Low",
"price": 889.0,
"weight_pct": 70.0,
"matched": true,
"primary": true
},
{
"source": "vwap",
"label": "VWAP",
"price": 893.44,
"weight_pct": 30.0,
"matched": true,
"primary": false
}
]
},
"stop": {
"price": 940.15,
"source": "orb_high",
"confidence": 77,
"reasons": [
{
"source": "orb_high",
"label": "ORB High",
"price": 940.15,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
},
"target": {
"price": 878.13,
"source": "expected_close",
"confidence": 77,
"reasons": [
{
"source": "expected_close",
"label": "Expected Close",
"price": 878.13,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
}
},
"return_calculation": "(889.0-878.13)/889.0=1.22%",
"heuristic_expected_return_pct": 2.52,
"target_action": "买入/平空仓",
"trade_summary_cn": "做空 MU：在 889.0 附近入场，目标 878.13，预期 +1.22%",
"trade_economics": {
"account_size": 10000.0,
"risk_pct": 1.0,
"position_pct": 8.9,
"shares": 1,
"contracts": 1,
"max_loss_usd": 51.15,
"win_usd": 10.87,
"loss_usd": 51.15,
"expected_value_usd": 0.95,
"risk_per_share": 51.15,
"reward_per_share": 10.87,
"rr_display": {
"reward_risk_ratio": 0.21,
"risk_reward_ratio": 4.76,
"reward_per_share": 10.87,
"risk_per_share": 51.15,
"label_reward_risk": "Reward/Risk 0.21",
"label_risk_reward": "Risk:Reward 1:4.76",
"display": "Reward/Risk 0.21 · Risk:Reward 1:4.76",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"size_label": "Small",
"display": "$10,000 → Win +$11 / Loss -$51"
},
"position_sizing": {
"risk_pct": 1.0,
"position_pct": 8.9,
"contracts": 1,
"shares": 1,
"max_loss_usd": 51.15,
"size_label": "Small",
"display": "Risk 1.0% → Position 8.9% → 1 unit(s) → Max Loss $51.15"
},
"why_wins_today": [],
"why_not_alternatives": [
{
"symbol": "ARM",
"rank": 1,
"reasons": [
"Win% 84 vs 85",
"ER 1.2% vs 3.3%",
"Score 1.06 vs 1.4",
"RS -2.1% vs -0.6%"
],
"summary": "Why MU over ARM: Win% 84 vs 85 · ER 1.2% vs 3.3% · Score 1.06 vs 1.4 · RS -2.1% vs -0.6%"
},
{
"symbol": "AMD",
"rank": 3,
"reasons": [
"Win% 84 vs 64",
"ER 1.2% vs 2.6%",
"Score 1.06 vs 0.85",
"RS -2.1% vs -0.0%"
],
"summary": "Why MU over AMD: Win% 84 vs 64 · ER 1.2% vs 2.6% · Score 1.06 vs 0.85 · RS -2.1% vs -0.0%"
},
{
"symbol": "TQQQ",
"rank": 4,
"reasons": [
"Win% 84 vs 62",
"ER 1.2% vs 2.3%",
"Score 1.06 vs 0.71",
"RS -2.1% vs -3.8%"
],
"summary": "Why MU over TQQQ: Win% 84 vs 62 · ER 1.2% vs 2.3% · Score 1.06 vs 0.71 · RS -2.1% vs -3.8%"
},
{
"symbol": "SMH",
"rank": 5,
"reasons": [
"Win% 84 vs 61",
"ER 1.2% vs 1.4%",
"Score 1.06 vs 0.44",
"RS -2.1% vs -0.4%"
],
"summary": "Why MU over SMH: Win% 84 vs 61 · ER 1.2% vs 1.4% · Score 1.06 vs 0.44 · RS -2.1% vs -0.4%"
},
{
"symbol": "TSLA",
"rank": 6,
"reasons": [
"Win% 84 vs 72",
"ER 1.2% vs 0.9%",
"Score 1.06 vs 0.33",
"RS -2.1% vs -2.9%",
"Tradeable (Small) vs Pass"
],
"summary": "Why MU over TSLA: Win% 84 vs 72 · ER 1.2% vs 0.9% · Score 1.06 vs 0.33 · RS -2.1% vs -2.9% · Tradeable (Small) vs Pass"
}
],
"win_prob_source": "rules",
"calibration": {
"calibrated_win_prob": 84.0,
"sample_size": 0,
"confidence_interval": null,
"source": "rules_fallback",
"match_quality": "insufficient",
"win_prob_source": "rules",
"disclaimer": "No historical matches; using rules breakdown"
},
"ev_distribution": {
"expected_value_usd": 0.95,
"win_scenario_usd": 10.87,
"loss_scenario_usd": 51.15,
"win_prob_pct": 84.0,
"display": "EV $+1 (win +$11 @ 84.0% · loss -$51)"
}
},
{
"rank": 3,
"symbol": "AMD",
"direction": "SHORT",
"instrument": "ETF",
"confidence": 64,
"confidence_stars": "★★★☆☆",
"expected_move": "+2.67%",
"expected_return_pct": 2.67,
"win_prob": 64.0,
"win_prob_breakdown": {
"components": [
{
"factor": "Base",
"key": "base",
"points": 50.0
},
{
"factor": "Trend",
"key": "trend",
"points": 8.0
},
{
"factor": "Gap",
"key": "gap",
"points": 5.0
},
{
"factor": "Catalyst",
"key": "catalyst",
"points": -5.0
},
{
"factor": "Macro",
"key": "macro",
"points": 6.0
}
],
"total": 64.0,
"raw_total": 64.0,
"was_clamped": false
},
"risk_reward": 0.88,
"final_score": 0.85,
"trade_action": "Small",
"relative_strength": -0.03,
"entry": "Below 506.6 (VWAP)",
"entry_source": "vwap",
"entry_price": 506.32,
"entry_zone": {
"low": 506.0,
"high": 506.64,
"mid": 506.32,
"anchors": [
{
"source": "vwap",
"label": "VWAP",
"price": 506.64
},
{
"source": "orb_low",
"label": "ORB低点",
"price": 506.0
}
],
"display": "Entry Zone 506.00–506.64",
"entry_source": "vwap",
"tolerance_pct": 0.3
},
"stop": "521.7 (ORB高点)",
"stop_source": "orb_high",
"stop_price": 521.7,
"target": "492.8 (预期收盘)",
"target_source": "expected_close",
"target_price": 492.82,
"targets": [
"492.8 (预期收盘)"
],
"level_anchors": {
"vwap": 506.64,
"orb_high": 521.7,
"orb_low": 506.0,
"prev_high": null,
"prev_low": null,
"prior_close": 516.11,
"orb_from_minute": true
},
"why": [
"昨日弱势 -6.6% 延续下行",
"Gap 未过度延伸",
"News 1 (利空做空)",
"VIX 走高"
],
"why_chain": "昨日弱势 -6.6% 延续下行 · Gap 未过度延伸 · News 1 (利空做空) · VIX 走高",
"why_vs_runner_up": "—",
"factor_breakdown": {
"relative_strength_vs_qqq": -0.03,
"relative_strength_vs_smh": 0.36,
"relative_weakness_score": -0.19,
"gap_pct": 0.2,
"beta_proxy": 1.02,
"volume_signal": false,
"news_count": 1,
"extended_gap_penalty": 0.0,
"vix_change_pct": 13.7,
"prior_day_change_pct": -6.59
},
"edge_type": "Stock Edge",
"score_formula_display": "final = win_prob(64%) × ER(2.6%) × rr_weight(0.5) / 100",
"expected_high": 519.63,
"expected_low": 492.82,
"expected_close": 492.82,
"current_price": 506.23,
"upside_pct": 2.65,
"downside_risk_pct": 2.65,
"why_factors": [
"昨日弱势 -6.6% 延续下行",
"Gap 未过度延伸",
"News 1 (利空做空)",
"VIX 走高"
],
"why_today": "昨日弱势 -6.6% 延续下行 · Gap 未过度延伸 · News 1 (利空做空) · VIX 走高",
"gap_pct": 0.2,
"rr_display": {
"reward_risk_ratio": 0.88,
"risk_reward_ratio": 1.14,
"reward_per_share": 13.5,
"risk_per_share": 15.38,
"label_reward_risk": "Reward/Risk 0.88",
"label_risk_reward": "Risk:Reward 1:1.14",
"display": "Reward/Risk 0.88 · Risk:Reward 1:1.14",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"catalyst": "Geopolitical Risk (Iran) · Geopolitical Risk (Iran)",
"invalidation": "Close above stop $521.7 · Geopolitical escalation invalidates mean-reversion",
"advisory": true,
"level_reasons": {
"entry": {
"price": 506.32,
"source": "vwap",
"confidence": 98,
"reasons": [
{
"source": "orb_low",
"label": "ORB Low",
"price": 506.0,
"weight_pct": 23.0,
"matched": true,
"primary": false
},
{
"source": "vwap",
"label": "VWAP",
"price": 506.64,
"weight_pct": 54.0,
"matched": true,
"primary": true
},
{
"source": "current",
"label": "Below Current",
"price": 506.23,
"weight_pct": 23.0,
"matched": true,
"primary": false
}
]
},
"stop": {
"price": 521.7,
"source": "orb_high",
"confidence": 77,
"reasons": [
{
"source": "orb_high",
"label": "ORB High",
"price": 521.7,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
},
"target": {
"price": 492.82,
"source": "expected_close",
"confidence": 77,
"reasons": [
{
"source": "expected_close",
"label": "Expected Close",
"price": 492.82,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
}
},
"return_calculation": "(506.32-492.82)/506.32=2.67%",
"heuristic_expected_return_pct": 2.65,
"target_action": "买入/平空仓",
"trade_summary_cn": "做空 AMD：在 506.32 附近入场，目标 492.82，预期 +2.67%",
"trade_economics": {
"account_size": 10000.0,
"risk_pct": 1.0,
"position_pct": 30.4,
"shares": 6,
"contracts": 1,
"max_loss_usd": 92.28,
"win_usd": 81.0,
"loss_usd": 92.28,
"expected_value_usd": 18.62,
"risk_per_share": 15.38,
"reward_per_share": 13.5,
"rr_display": {
"reward_risk_ratio": 0.88,
"risk_reward_ratio": 1.14,
"reward_per_share": 13.5,
"risk_per_share": 15.38,
"label_reward_risk": "Reward/Risk 0.88",
"label_risk_reward": "Risk:Reward 1:1.14",
"display": "Reward/Risk 0.88 · Risk:Reward 1:1.14",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"size_label": "Small",
"display": "$10,000 → Win +$81 / Loss -$92"
},
"position_sizing": {
"risk_pct": 1.0,
"position_pct": 30.4,
"contracts": 1,
"shares": 6,
"max_loss_usd": 92.28,
"size_label": "Small",
"display": "Risk 1.0% → Position 30.4% → 1 unit(s) → Max Loss $92.28"
},
"why_wins_today": [],
"why_not_alternatives": [
{
"symbol": "ARM",
"rank": 1,
"reasons": [
"Win% 64 vs 85",
"ER 2.7% vs 3.3%",
"Score 0.85 vs 1.4",
"RS -0.0% vs -0.6%"
],
"summary": "Why AMD over ARM: Win% 64 vs 85 · ER 2.7% vs 3.3% · Score 0.85 vs 1.4 · RS -0.0% vs -0.6%"
},
{
"symbol": "MU",
"rank": 2,
"reasons": [
"Win% 64 vs 84",
"ER 2.7% vs 2.5%",
"Score 0.85 vs 1.06",
"RS -0.0% vs -2.1%"
],
"summary": "Why AMD over MU: Win% 64 vs 84 · ER 2.7% vs 2.5% · Score 0.85 vs 1.06 · RS -0.0% vs -2.1%"
},
{
"symbol": "TQQQ",
"rank": 4,
"reasons": [
"Win% 64 vs 62",
"ER 2.7% vs 2.3%",
"Score 0.85 vs 0.71",
"RS -0.0% vs -3.8%",
"R:R 0.88 vs 0.64"
],
"summary": "Why AMD over TQQQ: Win% 64 vs 62 · ER 2.7% vs 2.3% · Score 0.85 vs 0.71 · RS -0.0% vs -3.8% · R:R 0.88 vs 0.64"
},
{
"symbol": "SMH",
"rank": 5,
"reasons": [
"Win% 64 vs 61",
"ER 2.7% vs 1.4%",
"Score 0.85 vs 0.44",
"RS -0.0% vs -0.4%",
"R:R 0.88 vs 0.83"
],
"summary": "Why AMD over SMH: Win% 64 vs 61 · ER 2.7% vs 1.4% · Score 0.85 vs 0.44 · RS -0.0% vs -0.4% · R:R 0.88 vs 0.83"
},
{
"symbol": "TSLA",
"rank": 6,
"reasons": [
"Win% 64 vs 72",
"ER 2.7% vs 0.9%",
"Score 0.85 vs 0.33",
"RS -0.0% vs -2.9%",
"R:R 0.88 vs 0.71",
"Tradeable (Small) vs Pass"
],
"summary": "Why AMD over TSLA: Win% 64 vs 72 · ER 2.7% vs 0.9% · Score 0.85 vs 0.33 · RS -0.0% vs -2.9% · R:R 0.88 vs 0.71 · Tradeable (Small) vs Pass"
}
],
"win_prob_source": "rules",
"calibration": {
"calibrated_win_prob": 64.0,
"sample_size": 0,
"confidence_interval": null,
"source": "rules_fallback",
"match_quality": "insufficient",
"win_prob_source": "rules",
"disclaimer": "No historical matches; using rules breakdown"
},
"ev_distribution": {
"expected_value_usd": 18.62,
"win_scenario_usd": 81.0,
"loss_scenario_usd": 92.28,
"win_prob_pct": 64.0,
"display": "EV $+19 (win +$81 @ 64.0% · loss -$92)"
}
},
{
"rank": 4,
"symbol": "TQQQ",
"direction": "SHORT",
"instrument": "ETF",
"confidence": 62,
"confidence_stars": "★★★☆☆",
"expected_move": "+2.22%",
"expected_return_pct": 2.22,
"win_prob": 62.0,
"win_prob_breakdown": {
"components": [
{
"factor": "Base",
"key": "base",
"points": 50.0
},
{
"factor": "RS",
"key": "rs",
"points": 12.0
},
{
"factor": "Trend",
"key": "trend",
"points": 8.0
},
{
"factor": "Volume",
"key": "volume",
"points": 4.0
},
{
"factor": "Macro",
"key": "macro",
"points": -12.0
}
],
"total": 62.0,
"raw_total": 62.0,
"was_clamped": false
},
"risk_reward": 0.51,
"final_score": 0.71,
"trade_action": "Small",
"relative_strength": -3.8,
"entry": "Below 69.6 (VWAP)",
"entry_source": "vwap",
"entry_price": 69.7,
"entry_zone": {
"low": 69.61,
"high": 69.79,
"mid": 69.7,
"anchors": [
{
"source": "vwap",
"label": "VWAP",
"price": 69.61
},
{
"source": "orb_low",
"label": "ORB低点",
"price": 69.79
}
],
"display": "Entry Zone 69.61–69.79",
"entry_source": "vwap",
"tolerance_pct": 0.3
},
"stop": "72.8 (ORB高点)",
"stop_source": "orb_high",
"stop_price": 72.75,
"target": "68.2 (预期收盘)",
"target_source": "expected_close",
"target_price": 68.15,
"targets": [
"68.2 (预期收盘)"
],
"level_anchors": {
"vwap": 69.61,
"orb_high": 72.75,
"orb_low": 69.79,
"prev_high": 73.9499,
"prev_low": 73.9499,
"prior_close": 73.9499,
"orb_from_minute": true
},
"why": [
"RS弱于QQQ -3.80%",
"昨日弱势 -3.2% 延续下行",
"Volume 信号",
"VIX 走高",
"Geo-risk day — avoid blind TQQQ short vs escalation"
],
"why_chain": "RS弱于QQQ -3.80% · 昨日弱势 -3.2% 延续下行 · Volume 信号 · VIX 走高",
"why_vs_runner_up": "—",
"factor_breakdown": {
"relative_strength_vs_qqq": -3.8,
"relative_strength_vs_smh": -3.41,
"relative_weakness_score": 5.85,
"gap_pct": -2.47,
"beta_proxy": 3.01,
"volume_signal": true,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": 13.7,
"prior_day_change_pct": -3.23
},
"edge_type": "Relative Weakness",
"score_formula_display": "final = win_prob(62%) × ER(2.3%) × rr_weight(0.5) / 100",
"expected_high": 72.23,
"expected_low": 68.15,
"expected_close": 68.15,
"current_price": 69.74,
"upside_pct": 2.28,
"downside_risk_pct": 3.57,
"why_factors": [
"RS弱于QQQ -3.80%",
"昨日弱势 -3.2% 延续下行",
"Volume 信号",
"VIX 走高",
"Geo-risk day — avoid blind TQQQ short vs escalation"
],
"why_today": "RS弱于QQQ -3.80% · 昨日弱势 -3.2% 延续下行 · Volume 信号 · VIX 走高 · Geo-risk day — avoid blind TQQQ short vs escalation",
"gap_pct": -2.47,
"rr_display": {
"reward_risk_ratio": 0.51,
"risk_reward_ratio": 1.96,
"reward_per_share": 1.55,
"risk_per_share": 3.05,
"label_reward_risk": "Reward/Risk 0.51",
"label_risk_reward": "Risk:Reward 1:1.96",
"display": "Reward/Risk 0.51 · Risk:Reward 1:1.96",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"catalyst": "Geopolitical Risk (Iran) · Geopolitical Risk (Iran)",
"invalidation": "Close above stop $72.75 · Geopolitical escalation invalidates mean-reversion",
"advisory": true,
"level_reasons": {
"entry": {
"price": 69.7,
"source": "vwap",
"confidence": 89,
"reasons": [
{
"source": "orb_low",
"label": "ORB Low",
"price": 69.79,
"weight_pct": 30.0,
"matched": true,
"primary": false
},
{
"source": "vwap",
"label": "VWAP",
"price": 69.61,
"weight_pct": 70.0,
"matched": true,
"primary": true
}
]
},
"stop": {
"price": 72.75,
"source": "orb_high",
"confidence": 77,
"reasons": [
{
"source": "orb_high",
"label": "ORB High",
"price": 72.75,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
},
"target": {
"price": 68.15,
"source": "expected_close",
"confidence": 77,
"reasons": [
{
"source": "expected_close",
"label": "Expected Close",
"price": 68.15,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
}
},
"return_calculation": "(69.7-68.15)/69.7=2.22%",
"heuristic_expected_return_pct": 2.28,
"target_action": "买入/平空仓",
"trade_summary_cn": "做空 TQQQ：在 69.7 附近入场，目标 68.15，预期 +2.22%",
"trade_economics": {
"account_size": 10000.0,
"risk_pct": 1.0,
"position_pct": 22.3,
"shares": 32,
"contracts": 1,
"max_loss_usd": 97.6,
"win_usd": 49.6,
"loss_usd": 97.6,
"expected_value_usd": -6.34,
"risk_per_share": 3.05,
"reward_per_share": 1.55,
"rr_display": {
"reward_risk_ratio": 0.51,
"risk_reward_ratio": 1.96,
"reward_per_share": 1.55,
"risk_per_share": 3.05,
"label_reward_risk": "Reward/Risk 0.51",
"label_risk_reward": "Risk:Reward 1:1.96",
"display": "Reward/Risk 0.51 · Risk:Reward 1:1.96",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"size_label": "Small",
"display": "$10,000 → Win +$50 / Loss -$98"
},
"position_sizing": {
"risk_pct": 1.0,
"position_pct": 22.3,
"contracts": 1,
"shares": 32,
"max_loss_usd": 97.6,
"size_label": "Small",
"display": "Risk 1.0% → Position 22.3% → 1 unit(s) → Max Loss $97.6"
},
"why_wins_today": [
{
"rank": 1,
"dimension": "relative_strength",
"label": "Highest Relative Strength",
"primary_value": -3.8,
"runner_up_value": 3.42,
"wins": true
},
{
"rank": 2,
"dimension": "liquidity",
"label": "Highest Liquidity",
"primary_value": 5.0,
"runner_up_value": 5.0,
"wins": true
}
],
"why_not_alternatives": [
{
"symbol": "ARM",
"rank": 1,
"reasons": [
"Win% 62 vs 85",
"ER 2.2% vs 3.3%",
"Score 0.71 vs 1.4",
"RS -3.8% vs -0.6%"
],
"summary": "Why TQQQ over ARM: Win% 62 vs 85 · ER 2.2% vs 3.3% · Score 0.71 vs 1.4 · RS -3.8% vs -0.6%"
},
{
"symbol": "MU",
"rank": 2,
"reasons": [
"Win% 62 vs 84",
"ER 2.2% vs 2.5%",
"Score 0.71 vs 1.06",
"RS -3.8% vs -2.1%"
],
"summary": "Why TQQQ over MU: Win% 62 vs 84 · ER 2.2% vs 2.5% · Score 0.71 vs 1.06 · RS -3.8% vs -2.1%"
},
{
"symbol": "AMD",
"rank": 3,
"reasons": [
"Win% 62 vs 64",
"ER 2.2% vs 2.6%",
"Score 0.71 vs 0.85",
"RS -3.8% vs -0.0%"
],
"summary": "Why TQQQ over AMD: Win% 62 vs 64 · ER 2.2% vs 2.6% · Score 0.71 vs 0.85 · RS -3.8% vs -0.0%"
},
{
"symbol": "SMH",
"rank": 5,
"reasons": [
"Win% 62 vs 61",
"ER 2.2% vs 1.4%",
"Score 0.71 vs 0.44",
"RS -3.8% vs -0.4%"
],
"summary": "Why TQQQ over SMH: Win% 62 vs 61 · ER 2.2% vs 1.4% · Score 0.71 vs 0.44 · RS -3.8% vs -0.4%"
},
{
"symbol": "TSLA",
"rank": 6,
"reasons": [
"Win% 62 vs 72",
"ER 2.2% vs 0.9%",
"Score 0.71 vs 0.33",
"RS -3.8% vs -2.9%",
"Tradeable (Small) vs Pass"
],
"summary": "Why TQQQ over TSLA: Win% 62 vs 72 · ER 2.2% vs 0.9% · Score 0.71 vs 0.33 · RS -3.8% vs -2.9% · Tradeable (Small) vs Pass"
}
],
"win_prob_source": "rules",
"calibration": {
"calibrated_win_prob": 62.0,
"sample_size": 0,
"confidence_interval": null,
"source": "rules_fallback",
"match_quality": "insufficient",
"win_prob_source": "rules",
"disclaimer": "No historical matches; using rules breakdown"
},
"ev_distribution": {
"expected_value_usd": -6.34,
"win_scenario_usd": 49.6,
"loss_scenario_usd": 97.6,
"win_prob_pct": 62.0,
"display": "EV $-6 (win +$50 @ 62.0% · loss -$98)"
}
},
{
"rank": 5,
"symbol": "SMH",
"direction": "SHORT",
"instrument": "ETF",
"confidence": 61,
"confidence_stars": "★★★☆☆",
"expected_move": "+1.03%",
"expected_return_pct": 1.03,
"win_prob": 61.0,
"win_prob_breakdown": {
"components": [
{
"factor": "Base",
"key": "base",
"points": 50.0
},
{
"factor": "RS",
"key": "rs",
"points": 6.0
},
{
"factor": "Trend",
"key": "trend",
"points": 8.0
},
{
"factor": "Gap",
"key": "gap",
"points": 5.0
},
{
"factor": "Volume",
"key": "volume",
"points": 4.0
},
{
"factor": "Macro",
"key": "macro",
"points": -12.0
}
],
"total": 61.0,
"raw_total": 61.0,
"was_clamped": false
},
"risk_reward": 0.34,
"final_score": 0.44,
"trade_action": "Small",
"relative_strength": -0.39,
"entry": "Below 569.0 (ORB低点)",
"entry_source": "orb_low",
"entry_price": 569.37,
"entry_zone": {
"low": 569.0,
"high": 569.74,
"mid": 569.37,
"anchors": [
{
"source": "vwap",
"label": "VWAP",
"price": 569.74
},
{
"source": "orb_low",
"label": "ORB低点",
"price": 569.0
}
],
"display": "Entry Zone 569.00–569.74",
"entry_source": "orb_low",
"tolerance_pct": 0.3
},
"stop": "586.5 (ORB高点)",
"stop_source": "orb_high",
"stop_price": 586.47,
"target": "563.5 (预期收盘)",
"target_source": "expected_close",
"target_price": 563.48,
"targets": [
"563.5 (预期收盘)"
],
"level_anchors": {
"vwap": 569.74,
"orb_high": 586.47,
"orb_low": 569.0,
"prev_high": 585.0,
"prev_low": 585.0,
"prior_close": 585.0,
"orb_from_minute": true
},
"why": [
"RS弱于QQQ -0.39%",
"昨日弱势 -3.2% 延续下行",
"Gap 未过度延伸",
"Volume 信号",
"VIX 走高",
"Geo-risk day — avoid blind SMH short vs escalation"
],
"why_chain": "RS弱于QQQ -0.39% · 昨日弱势 -3.2% 延续下行 · Gap 未过度延伸 · Volume 信号",
"why_vs_runner_up": "—",
"factor_breakdown": {
"relative_strength_vs_qqq": -0.39,
"relative_strength_vs_smh": 0.0,
"relative_weakness_score": 0.39,
"gap_pct": -0.53,
"beta_proxy": 1.21,
"volume_signal": true,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": 13.7,
"prior_day_change_pct": -3.19
},
"edge_type": "Relative Weakness",
"score_formula_display": "final = win_prob(61%) × ER(1.4%) × rr_weight(0.5) / 100",
"expected_high": 581.45,
"expected_low": 563.48,
"expected_close": 563.48,
"current_price": 571.64,
"upside_pct": 1.43,
"downside_risk_pct": 1.72,
"why_factors": [
"RS弱于QQQ -0.39%",
"昨日弱势 -3.2% 延续下行",
"Gap 未过度延伸",
"Volume 信号",
"VIX 走高",
"Geo-risk day — avoid blind SMH short vs escalation"
],
"why_today": "RS弱于QQQ -0.39% · 昨日弱势 -3.2% 延续下行 · Gap 未过度延伸 · Volume 信号 · VIX 走高 · Geo-risk day — avoid blind SMH short vs escalation",
"gap_pct": -0.53,
"rr_display": {
"reward_risk_ratio": 0.34,
"risk_reward_ratio": 2.94,
"reward_per_share": 5.89,
"risk_per_share": 17.1,
"label_reward_risk": "Reward/Risk 0.34",
"label_risk_reward": "Risk:Reward 1:2.94",
"display": "Reward/Risk 0.34 · Risk:Reward 1:2.94",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"catalyst": "Geopolitical Risk (Iran) · Geopolitical Risk (Iran)",
"invalidation": "Close above stop $586.47 · Geopolitical escalation invalidates mean-reversion",
"advisory": true,
"level_reasons": {
"entry": {
"price": 569.37,
"source": "orb_low",
"confidence": 89,
"reasons": [
{
"source": "orb_low",
"label": "ORB Low",
"price": 569.0,
"weight_pct": 70.0,
"matched": true,
"primary": true
},
{
"source": "vwap",
"label": "VWAP",
"price": 569.74,
"weight_pct": 30.0,
"matched": true,
"primary": false
}
]
},
"stop": {
"price": 586.47,
"source": "orb_high",
"confidence": 89,
"reasons": [
{
"source": "orb_high",
"label": "ORB High",
"price": 586.47,
"weight_pct": 70.0,
"matched": true,
"primary": true
},
{
"source": "prev_high",
"label": "Yesterday High",
"price": 585.0,
"weight_pct": 30.0,
"matched": true,
"primary": false
}
]
},
"target": {
"price": 563.48,
"source": "expected_close",
"confidence": 77,
"reasons": [
{
"source": "expected_close",
"label": "Expected Close",
"price": 563.48,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
}
},
"return_calculation": "(569.37-563.48)/569.37=1.03%",
"heuristic_expected_return_pct": 1.43,
"target_action": "买入/平空仓",
"trade_summary_cn": "做空 SMH：在 569.37 附近入场，目标 563.48，预期 +1.03%",
"trade_economics": {
"account_size": 10000.0,
"risk_pct": 1.0,
"position_pct": 28.5,
"shares": 5,
"contracts": 1,
"max_loss_usd": 85.5,
"win_usd": 29.45,
"loss_usd": 85.5,
"expected_value_usd": -15.38,
"risk_per_share": 17.1,
"reward_per_share": 5.89,
"rr_display": {
"reward_risk_ratio": 0.34,
"risk_reward_ratio": 2.94,
"reward_per_share": 5.89,
"risk_per_share": 17.1,
"label_reward_risk": "Reward/Risk 0.34",
"label_risk_reward": "Risk:Reward 1:2.94",
"display": "Reward/Risk 0.34 · Risk:Reward 1:2.94",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"size_label": "Small",
"display": "$10,000 → Win +$29 / Loss -$86"
},
"position_sizing": {
"risk_pct": 1.0,
"position_pct": 28.5,
"contracts": 1,
"shares": 5,
"max_loss_usd": 85.5,
"size_label": "Small",
"display": "Risk 1.0% → Position 28.5% → 1 unit(s) → Max Loss $85.5"
},
"why_wins_today": [],
"why_not_alternatives": [
{
"symbol": "ARM",
"rank": 1,
"reasons": [
"Win% 61 vs 85",
"ER 1.0% vs 3.3%",
"Score 0.44 vs 1.4",
"RS -0.4% vs -0.6%"
],
"summary": "Why SMH over ARM: Win% 61 vs 85 · ER 1.0% vs 3.3% · Score 0.44 vs 1.4 · RS -0.4% vs -0.6%"
},
{
"symbol": "MU",
"rank": 2,
"reasons": [
"Win% 61 vs 84",
"ER 1.0% vs 2.5%",
"Score 0.44 vs 1.06",
"RS -0.4% vs -2.1%"
],
"summary": "Why SMH over MU: Win% 61 vs 84 · ER 1.0% vs 2.5% · Score 0.44 vs 1.06 · RS -0.4% vs -2.1%"
},
{
"symbol": "AMD",
"rank": 3,
"reasons": [
"Win% 61 vs 64",
"ER 1.0% vs 2.6%",
"Score 0.44 vs 0.85",
"RS -0.4% vs -0.0%"
],
"summary": "Why SMH over AMD: Win% 61 vs 64 · ER 1.0% vs 2.6% · Score 0.44 vs 0.85 · RS -0.4% vs -0.0%"
},
{
"symbol": "TQQQ",
"rank": 4,
"reasons": [
"Win% 61 vs 62",
"ER 1.0% vs 2.3%",
"Score 0.44 vs 0.71",
"RS -0.4% vs -3.8%"
],
"summary": "Why SMH over TQQQ: Win% 61 vs 62 · ER 1.0% vs 2.3% · Score 0.44 vs 0.71 · RS -0.4% vs -3.8%"
},
{
"symbol": "TSLA",
"rank": 6,
"reasons": [
"Win% 61 vs 72",
"ER 1.0% vs 0.9%",
"Score 0.44 vs 0.33",
"RS -0.4% vs -2.9%",
"Tradeable (Small) vs Pass"
],
"summary": "Why SMH over TSLA: Win% 61 vs 72 · ER 1.0% vs 0.9% · Score 0.44 vs 0.33 · RS -0.4% vs -2.9% · Tradeable (Small) vs Pass"
}
],
"win_prob_source": "rules",
"calibration": {
"calibrated_win_prob": 61.0,
"sample_size": 0,
"confidence_interval": null,
"source": "rules_fallback",
"match_quality": "insufficient",
"win_prob_source": "rules",
"disclaimer": "No historical matches; using rules breakdown"
},
"ev_distribution": {
"expected_value_usd": -15.38,
"win_scenario_usd": 29.45,
"loss_scenario_usd": 85.5,
"win_prob_pct": 61.0,
"display": "EV $-15 (win +$29 @ 61.0% · loss -$86)"
}
}
],
"watchlist_items": [
{
"symbol": "TSLA",
"rank": 6,
"win_prob": 72.0,
"expected_return_pct": 0.91,
"trade_action": "Pass",
"why": "RS弱于QQQ -2.92% · Volume 信号 · VIX 走高 · 上行空间 <1.0%",
"note": "Monitor — below trade threshold"
},
{
"symbol": "QQQ",
"rank": 7,
"win_prob": 60.0,
"expected_return_pct": 0.13,
"trade_action": "Pass",
"why": "Gap 未过度延伸 · News 1 (利空做空) · Volume 信号 · VIX 走高",
"note": "Monitor — below trade threshold"
},
{
"symbol": "SPY",
"rank": 8,
"win_prob": 53.0,
"expected_return_pct": -0.13,
"trade_action": "Pass",
"why": "板块内相对强势 +0.83% · Gap 未过度延伸 · Volume 信号 · VIX 走高",
"note": "Monitor — below trade threshold"
},
{
"symbol": "AVGO",
"rank": 9,
"win_prob": 33.0,
"expected_return_pct": -0.69,
"trade_action": "Pass",
"why": "板块内相对强势 +1.28% · 半导体内领涨 +1.67% · 昨日强势 +3.8% 做空逆风 · Gap 未过度延伸",
"note": "Monitor — below trade threshold"
},
{
"symbol": "META",
"rank": 10,
"win_prob": 43.0,
"expected_return_pct": -0.62,
"trade_action": "Pass",
"why": "板块内相对强势 +2.17% · News 2 (利空做空) · Volume 信号 · VIX 走高",
"note": "Monitor — below trade threshold"
}
]
},
"edges": {
"macro_edge": {
"edge": "YES",
"why": "今日有重大催化剂（含地缘/突发）：Geopolitical Risk (Iran)、Trade Policy",
"catalyst": "Geopolitical Risk (Iran)、Trade Policy"
},
"index_edge": {
"edge": "YES",
"why": "QQQ 走弱 -1.89%（做空 edge）"
},
"sector_edge": {
"edge": "NO",
"why": "板块相对强度不足"
},
"stock_edge": {
"edge": "YES",
"why": "NVDA RS+新闻+量能",
"symbol": "NVDA"
},
"advisory": "ADVISORY — 不构成投资建议"
},
"trade_candidates": [
{
"symbol": "ARM",
"win_prob": 85.0,
"win_prob_breakdown": {
"components": [
{
"factor": "Base",
"key": "base",
"points": 50.0
},
{
"factor": "RS",
"key": "rs",
"points": 16.0
},
{
"factor": "Trend",
"key": "trend",
"points": 8.0
},
{
"factor": "Gap",
"key": "gap",
"points": 5.0
},
{
"factor": "Macro",
"key": "macro",
"points": 6.0
}
],
"total": 85.0,
"raw_total": 85.0,
"was_clamped": false
},
"expected_return_pct": 3.29,
"expected_high": 302.64,
"expected_low": 283.36,
"expected_close": 283.36,
"current_price": 293.0,
"upside_pct": 3.29,
"downside_risk_pct": 3.29,
"risk_reward": 1.0,
"rr_display": {
"reward_risk_ratio": 1.0,
"risk_reward_ratio": 1.0,
"reward_per_share": null,
"risk_per_share": null,
"label_reward_risk": "Reward/Risk 1.00",
"label_risk_reward": "Risk:Reward 1:1.00",
"display": "Reward/Risk 1.00 · Risk:Reward 1:1.00",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"final_score": 1.4,
"trade_action": "Small",
"trade": "Small",
"gap_pct": -0.61,
"relative_strength": -0.58,
"relative_strength_vs_smh": -0.19,
"relative_weakness_score": 0.69,
"prior_day_change_pct": -7.57,
"why_factors": [
"RS弱于QQQ -0.58%",
"昨日弱势 -7.6% 延续下行",
"Gap 未过度延伸",
"VIX 走高"
],
"why": "RS弱于QQQ -0.58% · 昨日弱势 -7.6% 延续下行 · Gap 未过度延伸 · VIX 走高",
"score": 14,
"news_count": 0,
"factor_breakdown": {
"relative_strength_vs_qqq": -0.58,
"relative_strength_vs_smh": -0.19,
"relative_weakness_score": 0.69,
"gap_pct": -0.61,
"beta_proxy": 1.31,
"volume_signal": false,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": 13.7,
"prior_day_change_pct": -7.57
},
"edge_type": "Stock Edge",
"score_formula_display": "final = win_prob(85%) × ER(3.3%) × rr_weight(0.5) / 100",
"rr_weight": 0.5,
"why_vs_runner_up": "ARM RS -0.6% vs MU -2.1%；ER 3.3% vs 2.5%；Win% 85 vs 84；relative weakness play",
"advisory": true,
"rank": 1,
"direction": "SHORT"
},
{
"symbol": "MU",
"win_prob": 84.0,
"win_prob_breakdown": {
"components": [
{
"factor": "Base",
"key": "base",
"points": 50.0
},
{
"factor": "RS",
"key": "rs",
"points": 20.0
},
{
"factor": "Trend",
"key": "trend",
"points": 8.0
},
{
"factor": "Macro",
"key": "macro",
"points": 6.0
}
],
"total": 84.0,
"raw_total": 84.0,
"was_clamped": false
},
"expected_return_pct": 2.52,
"expected_high": 923.45,
"expected_low": 878.13,
"expected_close": 878.13,
"current_price": 900.79,
"upside_pct": 2.52,
"downside_risk_pct": 2.52,
"risk_reward": 1.0,
"rr_display": {
"reward_risk_ratio": 1.0,
"risk_reward_ratio": 1.0,
"reward_per_share": null,
"risk_per_share": null,
"label_reward_risk": "Reward/Risk 1.00",
"label_risk_reward": "Risk:Reward 1:1.00",
"display": "Reward/Risk 1.00 · Risk:Reward 1:1.00",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"final_score": 1.06,
"trade_action": "Small",
"trade": "Small",
"gap_pct": -2.84,
"relative_strength": -2.12,
"relative_strength_vs_smh": -1.73,
"relative_weakness_score": 3.16,
"prior_day_change_pct": -4.04,
"why_factors": [
"RS弱于QQQ -2.12%",
"RS弱于SMH -1.73%",
"昨日弱势 -4.0% 延续下行",
"VIX 走高"
],
"why": "RS弱于QQQ -2.12% · RS弱于SMH -1.73% · 昨日弱势 -4.0% 延续下行 · VIX 走高",
"score": 11,
"news_count": 0,
"factor_breakdown": {
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"relative_strength_vs_smh": -1.73,
"relative_weakness_score": 3.16,
"gap_pct": -2.84,
"beta_proxy": 2.12,
"volume_signal": false,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": 13.7,
"prior_day_change_pct": -4.04
},
"edge_type": "Stock Edge",
"score_formula_display": "final = win_prob(84%) × ER(2.5%) × rr_weight(0.5) / 100",
"rr_weight": 0.5,
"why_vs_runner_up": "—",
"advisory": true,
"rank": 2,
"direction": "SHORT"
},
{
"symbol": "AMD",
"win_prob": 64.0,
"win_prob_breakdown": {
"components": [
{
"factor": "Base",
"key": "base",
"points": 50.0
},
{
"factor": "Trend",
"key": "trend",
"points": 8.0
},
{
"factor": "Gap",
"key": "gap",
"points": 5.0
},
{
"factor": "Catalyst",
"key": "catalyst",
"points": -5.0
},
{
"factor": "Macro",
"key": "macro",
"points": 6.0
}
],
"total": 64.0,
"raw_total": 64.0,
"was_clamped": false
},
"expected_return_pct": 2.65,
"expected_high": 519.63,
"expected_low": 492.82,
"expected_close": 492.82,
"current_price": 506.23,
"upside_pct": 2.65,
"downside_risk_pct": 2.65,
"risk_reward": 1.0,
"rr_display": {
"reward_risk_ratio": 1.0,
"risk_reward_ratio": 1.0,
"reward_per_share": null,
"risk_per_share": null,
"label_reward_risk": "Reward/Risk 1.00",
"label_risk_reward": "Risk:Reward 1:1.00",
"display": "Reward/Risk 1.00 · Risk:Reward 1:1.00",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"final_score": 0.85,
"trade_action": "Small",
"trade": "Small",
"gap_pct": 0.2,
"relative_strength": -0.03,
"relative_strength_vs_smh": 0.36,
"relative_weakness_score": -0.19,
"prior_day_change_pct": -6.59,
"why_factors": [
"昨日弱势 -6.6% 延续下行",
"Gap 未过度延伸",
"News 1 (利空做空)",
"VIX 走高"
],
"why": "昨日弱势 -6.6% 延续下行 · Gap 未过度延伸 · News 1 (利空做空) · VIX 走高",
"score": 8,
"news_count": 1,
"factor_breakdown": {
"relative_strength_vs_qqq": -0.03,
"relative_strength_vs_smh": 0.36,
"relative_weakness_score": -0.19,
"gap_pct": 0.2,
"beta_proxy": 1.02,
"volume_signal": false,
"news_count": 1,
"extended_gap_penalty": 0.0,
"vix_change_pct": 13.7,
"prior_day_change_pct": -6.59
},
"edge_type": "Stock Edge",
"score_formula_display": "final = win_prob(64%) × ER(2.6%) × rr_weight(0.5) / 100",
"rr_weight": 0.5,
"why_vs_runner_up": "—",
"advisory": true,
"rank": 3,
"direction": "SHORT"
},
{
"symbol": "TQQQ",
"win_prob": 62.0,
"win_prob_breakdown": {
"components": [
{
"factor": "Base",
"key": "base",
"points": 50.0
},
{
"factor": "RS",
"key": "rs",
"points": 12.0
},
{
"factor": "Trend",
"key": "trend",
"points": 8.0
},
{
"factor": "Volume",
"key": "volume",
"points": 4.0
},
{
"factor": "Macro",
"key": "macro",
"points": -12.0
}
],
"total": 62.0,
"raw_total": 62.0,
"was_clamped": false
},
"expected_return_pct": 2.28,
"expected_high": 72.23,
"expected_low": 68.15,
"expected_close": 68.15,
"current_price": 69.74,
"upside_pct": 2.28,
"downside_risk_pct": 3.57,
"risk_reward": 0.64,
"rr_display": {
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"risk_reward_ratio": 1.56,
"reward_per_share": null,
"risk_per_share": null,
"label_reward_risk": "Reward/Risk 0.64",
"label_risk_reward": "Risk:Reward 1:1.56",
"display": "Reward/Risk 0.64 · Risk:Reward 1:1.56",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"final_score": 0.71,
"trade_action": "Small",
"trade": "Small",
"gap_pct": -2.47,
"relative_strength": -3.8,
"relative_strength_vs_smh": -3.41,
"relative_weakness_score": 5.85,
"prior_day_change_pct": -3.23,
"why_factors": [
"RS弱于QQQ -3.80%",
"昨日弱势 -3.2% 延续下行",
"Volume 信号",
"VIX 走高",
"Geo-risk day — avoid blind TQQQ short vs escalation"
],
"why": "RS弱于QQQ -3.80% · 昨日弱势 -3.2% 延续下行 · Volume 信号 · VIX 走高",
"score": 7,
"news_count": 0,
"factor_breakdown": {
"relative_strength_vs_qqq": -3.8,
"relative_strength_vs_smh": -3.41,
"relative_weakness_score": 5.85,
"gap_pct": -2.47,
"beta_proxy": 3.01,
"volume_signal": true,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": 13.7,
"prior_day_change_pct": -3.23
},
"edge_type": "Relative Weakness",
"score_formula_display": "final = win_prob(62%) × ER(2.3%) × rr_weight(0.5) / 100",
"rr_weight": 0.5,
"why_vs_runner_up": "—",
"advisory": true,
"rank": 4,
"direction": "SHORT"
},
{
"symbol": "SMH",
"win_prob": 61.0,
"win_prob_breakdown": {
"components": [
{
"factor": "Base",
"key": "base",
"points": 50.0
},
{
"factor": "RS",
"key": "rs",
"points": 6.0
},
{
"factor": "Trend",
"key": "trend",
"points": 8.0
},
{
"factor": "Gap",
"key": "gap",
"points": 5.0
},
{
"factor": "Volume",
"key": "volume",
"points": 4.0
},
{
"factor": "Macro",
"key": "macro",
"points": -12.0
}
],
"total": 61.0,
"raw_total": 61.0,
"was_clamped": false
},
"expected_return_pct": 1.43,
"expected_high": 581.45,
"expected_low": 563.48,
"expected_close": 563.48,
"current_price": 571.64,
"upside_pct": 1.43,
"downside_risk_pct": 1.72,
"risk_reward": 0.83,
"rr_display": {
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"risk_reward_ratio": 1.2,
"reward_per_share": null,
"risk_per_share": null,
"label_reward_risk": "Reward/Risk 0.83",
"label_risk_reward": "Risk:Reward 1:1.20",
"display": "Reward/Risk 0.83 · Risk:Reward 1:1.20",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"final_score": 0.44,
"trade_action": "Small",
"trade": "Small",
"gap_pct": -0.53,
"relative_strength": -0.39,
"relative_strength_vs_smh": 0.0,
"relative_weakness_score": 0.39,
"prior_day_change_pct": -3.19,
"why_factors": [
"RS弱于QQQ -0.39%",
"昨日弱势 -3.2% 延续下行",
"Gap 未过度延伸",
"Volume 信号",
"VIX 走高",
"Geo-risk day — avoid blind SMH short vs escalation"
],
"why": "RS弱于QQQ -0.39% · 昨日弱势 -3.2% 延续下行 · Gap 未过度延伸 · Volume 信号",
"score": 4,
"news_count": 0,
"factor_breakdown": {
"relative_strength_vs_qqq": -0.39,
"relative_strength_vs_smh": 0.0,
"relative_weakness_score": 0.39,
"gap_pct": -0.53,
"beta_proxy": 1.21,
"volume_signal": true,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": 13.7,
"prior_day_change_pct": -3.19
},
"edge_type": "Relative Weakness",
"score_formula_display": "final = win_prob(61%) × ER(1.4%) × rr_weight(0.5) / 100",
"rr_weight": 0.5,
"why_vs_runner_up": "—",
"advisory": true,
"rank": 5,
"direction": "SHORT"
},
{
"symbol": "TSLA",
"win_prob": 72.0,
"win_prob_breakdown": {
"components": [
{
"factor": "Base",
"key": "base",
"points": 50.0
},
{
"factor": "RS",
"key": "rs",
"points": 12.0
},
{
"factor": "Volume",
"key": "volume",
"points": 4.0
},
{
"factor": "Macro",
"key": "macro",
"points": 6.0
}
],
"total": 72.0,
"raw_total": 72.0,
"was_clamped": false
},
"expected_return_pct": 0.91,
"expected_high": 402.9,
"expected_low": 394.23,
"expected_close": 394.23,
"current_price": 397.83,
"upside_pct": 0.91,
"downside_risk_pct": 1.27,
"risk_reward": 0.71,
"rr_display": {
"reward_risk_ratio": 0.71,
"risk_reward_ratio": 1.41,
"reward_per_share": null,
"risk_per_share": null,
"label_reward_risk": "Reward/Risk 0.71",
"label_risk_reward": "Risk:Reward 1:1.41",
"display": "Reward/Risk 0.71 · Risk:Reward 1:1.41",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"final_score": 0.33,
"trade_action": "Pass",
"trade": "Pass",
"gap_pct": -3.69,
"relative_strength": -2.92,
"relative_strength_vs_smh": -2.53,
"relative_weakness_score": 4.44,
"prior_day_change_pct": -0.44,
"why_factors": [
"RS弱于QQQ -2.92%",
"Volume 信号",
"VIX 走高",
"上行空间 <1.0%"
],
"why": "RS弱于QQQ -2.92% · Volume 信号 · VIX 走高 · 上行空间 <1.0%",
"score": 3,
"news_count": 0,
"factor_breakdown": {
"relative_strength_vs_qqq": -2.92,
"relative_strength_vs_smh": -2.53,
"relative_weakness_score": 4.44,
"gap_pct": -3.69,
"beta_proxy": 2.54,
"volume_signal": true,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": 13.7,
"prior_day_change_pct": -0.44
},
"edge_type": "Stock Edge",
"score_formula_display": "final = win_prob(72%) × ER(0.9%) × rr_weight(0.5) / 100",
"rr_weight": 0.5,
"why_vs_runner_up": "—",
"advisory": true,
"rank": 6,
"direction": "SHORT"
},
{
"symbol": "QQQ",
"win_prob": 60.0,
"win_prob_breakdown": {
"components": [
{
"factor": "Base",
"key": "base",
"points": 50.0
},
{
"factor": "Gap",
"key": "gap",
"points": 5.0
},
{
"factor": "Catalyst",
"key": "catalyst",
"points": -5.0
},
{
"factor": "Volume",
"key": "volume",
"points": 4.0
},
{
"factor": "Macro",
"key": "macro",
"points": 6.0
}
],
"total": 60.0,
"raw_total": 60.0,
"was_clamped": false
},
"expected_return_pct": 0.13,
"expected_high": 709.43,
"expected_low": 695.82,
"expected_close": 700.52,
"current_price": 701.43,
"upside_pct": 0.8,
"downside_risk_pct": 1.14,
"risk_reward": 0.7,
"rr_display": {
"reward_risk_ratio": 0.7,
"risk_reward_ratio": 1.43,
"reward_per_share": null,
"risk_per_share": null,
"label_reward_risk": "Reward/Risk 0.70",
"label_risk_reward": "Risk:Reward 1:1.43",
"display": "Reward/Risk 0.70 · Risk:Reward 1:1.43",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"final_score": 0.04,
"trade_action": "Pass",
"trade": "Pass",
"gap_pct": -0.81,
"relative_strength": 0.0,
"relative_strength_vs_smh": 0.39,
"relative_weakness_score": -0.23,
"prior_day_change_pct": -1.09,
"why_factors": [
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"News 1 (利空做空)",
"Volume 信号",
"VIX 走高",
"上行空间 <1.0%"
],
"why": "Gap 未过度延伸 · News 1 (利空做空) · Volume 信号 · VIX 走高",
"score": 0,
"news_count": 1,
"factor_breakdown": {
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"relative_strength_vs_smh": 0.39,
"relative_weakness_score": -0.23,
"gap_pct": -0.81,
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"vix_change_pct": 13.7,
"prior_day_change_pct": -1.09
},
"edge_type": "Index Edge",
"score_formula_display": "final = win_prob(60%) × ER(0.1%) × rr_weight(0.5) / 100",
"rr_weight": 0.5,
"why_vs_runner_up": "—",
"advisory": true,
"rank": 7,
"direction": "SHORT"
},
{
"symbol": "SPY",
"win_prob": 53.0,
"win_prob_breakdown": {
"components": [
{
"factor": "Base",
"key": "base",
"points": 50.0
},
{
"factor": "RS",
"key": "rs",
"points": -12.0
},
{
"factor": "Gap",
"key": "gap",
"points": 5.0
},
{
"factor": "Volume",
"key": "volume",
"points": 4.0
},
{
"factor": "Macro",
"key": "macro",
"points": 6.0
}
],
"total": 53.0,
"raw_total": 53.0,
"was_clamped": false
},
"expected_return_pct": -0.13,
"expected_high": 747.71,
"expected_low": 735.92,
"expected_close": 742.81,
"current_price": 741.85,
"upside_pct": 0.8,
"downside_risk_pct": 0.79,
"risk_reward": 1.01,
"rr_display": {
"reward_risk_ratio": 1.01,
"risk_reward_ratio": 0.99,
"reward_per_share": null,
"risk_per_share": null,
"label_reward_risk": "Reward/Risk 1.01",
"label_risk_reward": "Risk:Reward 1:0.99",
"display": "Reward/Risk 1.01 · Risk:Reward 1:0.99",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"final_score": 0.0,
"trade_action": "Pass",
"trade": "Pass",
"gap_pct": -0.3,
"relative_strength": 0.83,
"relative_strength_vs_smh": 1.22,
"relative_weakness_score": -1.56,
"prior_day_change_pct": -0.2,
"why_factors": [
"板块内相对强势 +0.83%",
"Gap 未过度延伸",
"Volume 信号",
"VIX 走高",
"上行空间 <1.0%"
],
"why": "板块内相对强势 +0.83% · Gap 未过度延伸 · Volume 信号 · VIX 走高",
"score": 0,
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},
{
"symbol": "AVGO",
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"Gap 未过度延伸",
"VIX 走高",
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],
"why": "板块内相对强势 +1.28% · 半导体内领涨 +1.67% · 昨日强势 +3.8% 做空逆风 · Gap 未过度延伸",
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"rr_weight": 0.5,
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"rank": 9,
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},
{
"symbol": "META",
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"factor": "Base",
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{
"factor": "RS",
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{
"factor": "Catalyst",
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{
"factor": "Volume",
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{
"factor": "Macro",
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},
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"label_reward_risk": "Reward/Risk 0.64",
"label_risk_reward": "Risk:Reward 1:1.56",
"display": "Reward/Risk 0.64 · Risk:Reward 1:1.56",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
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"trade": "Pass",
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"why_factors": [
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"News 2 (利空做空)",
"Volume 信号",
"VIX 走高",
"上行空间 <1.0%"
],
"why": "板块内相对强势 +2.17% · News 2 (利空做空) · Volume 信号 · VIX 走高",
"score": 0,
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"prior_day_change_pct": 1.0
},
"edge_type": "Stock Edge",
"score_formula_display": "final = win_prob(43%) × ER(-0.6%) × rr_weight(0.5) / 100",
"rr_weight": 0.5,
"why_vs_runner_up": "—",
"advisory": true,
"rank": 10,
"direction": "SHORT"
},
{
"symbol": "NVDA",
"win_prob": 23.0,
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"components": [
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"factor": "Base",
"key": "base",
"points": 50.0
},
{
"factor": "RS",
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"points": -22.0
},
{
"factor": "Trend",
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},
{
"factor": "Catalyst",
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},
{
"factor": "Volume",
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},
{
"factor": "Macro",
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}
],
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},
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"label_reward_risk": "Reward/Risk 0.59",
"label_risk_reward": "Risk:Reward 1:1.69",
"display": "Reward/Risk 0.59 · Risk:Reward 1:1.69",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
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"trade_action": "Pass",
"trade": "Pass",
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"relative_strength_vs_smh": 3.81,
"relative_weakness_score": -5.71,
"prior_day_change_pct": -2.13,
"why_factors": [
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"半导体内领涨 +3.81%",
"昨日弱势 -2.1% 延续下行",
"News 7 (利空做空)",
"Volume 信号",
"VIX 走高"
],
"why": "板块内相对强势 +3.42% · 半导体内领涨 +3.81% · 昨日弱势 -2.1% 延续下行 · News 7 (利空做空)",
"score": 0,
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"prior_day_change_pct": -2.13
},
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"advisory": true,
"rank": 11,
"direction": "SHORT"
}
]
},
"intraday": {
"s5": {
"driver_still_valid": true,
"action": "Hold"
},
"s6": {
"trade_valid": true,
"action": "Hold"
},
"s7": {
"actual_driver": "AI/Semiconductor",
"attribution": {
"ai": 0.675,
"bond": 0.0,
"oil": 0.0,
"macro": 0.275,
"other": 0.05,
"splits": {}
}
}
},
"trade_plan": {},
"actual": {},
"attribution": {
"ai": 0.675,
"bond": 0.0,
"oil": 0.0,
"macro": 0.275,
"other": 0.05,
"splits": {}
},
"labels": {
"actual_driver": "AI 是 Driver + 但 Iran + Fed Minutes 也是 Driver",
"agent_driver": "Geopolitical Risk (Iran)",
"agent_driver_type": "Political",
"corrected_driver_from_verify": "AI 是 Driver + 但 Iran + Fed Minutes 也是 Driver",
"driver_splits": {},
"hypothesis_correct": "对",
"scenario_primary": "B",
"scenario_actual": "B",
"scenario_correct": true,
"trade_recommendation": "ARM",
"trade_direction": "SHORT",
"primary_symbol": "ARM",
"predicted_return_pct": 2.29,
"prediction_error_pct": -6.0
},
"surprise": "AI/Semiconductor dominated more than typical day",
"lesson": "【核对纠正】\n2026-07-08: P2 Agent 说「Driver：AI Chip Selloff」→ 用户纠正：AI Chip Selloff 是原因之一，但地缘政治（Iran）同样重要，不应只写 AI\n2026-07-08: P3 Agent 说「今日无美国重大宏观数据 · 下一关键节点为 NFP」→ 用户纠正：今天真正市场关注的是 Fed Minutes + Iran 局势，不是\"NFP\"。这是今天最大的错误。\n2026-07-08: P10 Agent 说「Type：AI · Driver：AI Chip Selloff」→ 用户纠正：AI 是 Driver，但 Iran/Fed Minutes 也是 Driver\n2026-07-08: S7 Agent 说「真正 Driver：AI/Semiconductor · Attribution：AI 68% · Bond 0% · Hypothesis：对 · Scenario B→B 命中」→ 用户纠正：AI 是 Driver，但 Iran/Fed Minutes 也是 Driver\n\nAI Expansion Regime 下，单日 SMH/NVDA 抛售可压过 Macro 利好，指数分化（Dow+ / QQQ-）比「大盘涨跌」更有信息量",
"playbook_refs": [
"Case-4"
],
"bayesian_drivers": {
"AI": 0.9997,
"Bond": 0.0001,
"Macro": 0.0002,
"Oil": 0.0,
"Risk": 0.0
},
"data_gaps": []
}