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 5
H-2026-07-09-001Surprise：AI/Semiconductor dominated more than typical day
Lesson：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": "2026-07-09",
"features": {
"dgs10": 4.55,
"dgs2": null,
"vix": 17.07,
"vix_chg": 1.01,
"qqq_chg": 2.01,
"smh_chg": 4.58,
"nvda_chg": 3.0,
"spy_chg": 0.0,
"oil_chg": 0.0,
"dxy_chg": -0.04,
"breadth_proxy": 0.7142857142857143,
"qqq_gap": 1.05,
"news_headline_count": 20,
"news_bearish_ratio": 0.0,
"news_ai_mentions": 19,
"news_macro_mentions": 2,
"news_oil_mentions": 3,
"news_risk_mentions": 2
},
"regime": {
"label": "AI Expansion",
"confidence": 0.82
},
"hypothesis": {
"id": "H-2026-07-09-001",
"statement": "AI/Semiconductor leads index today; macro is secondary variable",
"evidence": [
"VIX=17.1 (low fear)",
"NVDA +4.5%",
"SMH +5.0%"
],
"counter_evidence": [
"Breadth 29% (narrow market)"
],
"confidence": 0.86,
"status": "待验证"
},
"morning": {
"bias": "Bull",
"total": 5,
"driver_type": "Political",
"daily_driver": "Geopolitical Risk",
"best_opportunity": {
"direction": "LONG",
"symbol": "MU",
"instrument": "Stock",
"confidence": 77,
"confidence_stars": "★★★☆☆",
"entry": "Above 985.1 (VWAP)",
"entry_source": "vwap",
"entry_price": 985.14,
"stop": "935.0 (ORB低点)",
"stop_source": "orb_low",
"stop_price": 935.0,
"target": "1039.9 (预期收盘)",
"target_source": "expected_close",
"target_price": 1039.88,
"target_action": "卖出/获利",
"targets": [
"1039.9 (预期收盘)"
],
"duration": "Swing",
"why": [
"RS vs QQQ +4.31%",
"昨日强势 +6.8% 今日 gap 可控",
"News 1"
],
"why_chain": "RS vs QQQ +4.31% · 昨日强势 +6.8% 今日 gap 可控 · News 1",
"why_vs_runner_up": "MU RS +4.3% vs AVGO +2.4%；ER 4.0% vs 3.9%；Win% 77 vs 71；higher beta (5.0 vs 3.2)；relative strength",
"factor_breakdown": {
"relative_strength_vs_qqq": 4.31,
"relative_strength_vs_smh": 0.38,
"relative_weakness_score": -4.54,
"gap_pct": 3.97,
"beta_proxy": 5.03,
"volume_signal": false,
"news_count": 1,
"extended_gap_penalty": 0.0,
"vix_change_pct": 1.01,
"prior_day_change_pct": 6.77
},
"edge_type": "Stock Edge",
"score_formula_display": "final = win_prob(77%) × ER(4.0%) × rr_weight(0.5) / 100",
"win_prob": 77.0,
"win_prob_breakdown": {
"components": [
{
"factor": "Base",
"key": "base",
"points": 50.0
},
{
"factor": "RS",
"key": "rs",
"points": 12.0
},
{
"factor": "Trend",
"key": "trend",
"points": 10.0
},
{
"factor": "Catalyst",
"key": "catalyst",
"points": 5.0
}
],
"total": 77.0,
"raw_total": 77.0,
"was_clamped": false
},
"expected_return_pct": 5.56,
"expected_move": "+5.56%",
"return_calculation": "(1039.88-985.14)/985.14=5.56%",
"trade_summary_cn": "做多 MU：在 985.14 附近入场，目标 1039.88，预期 +5.56%",
"risk_reward": 1.09,
"rr_display": {
"reward_risk_ratio": 1.09,
"risk_reward_ratio": 0.92,
"reward_per_share": 54.74,
"risk_per_share": 50.14,
"label_reward_risk": "Reward/Risk 1.09",
"label_risk_reward": "Risk:Reward 1:0.92",
"display": "Reward/Risk 1.09 · Risk:Reward 1:0.92",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"entry_zone": {
"low": 982.18,
"high": 988.1,
"mid": 985.14,
"anchors": [
{
"source": "vwap",
"label": "VWAP",
"price": 985.14
}
],
"display": "Entry Zone 982–988",
"entry_source": "vwap",
"tolerance_pct": 0.3
},
"rank_summary": "MU ranked #1 because weakest RS + largest expected range + highest probability",
"win_prob_source": "rules",
"calibration": {
"calibrated_win_prob": 77.0,
"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": 30.62,
"win_scenario_usd": 54.74,
"loss_scenario_usd": 50.14,
"win_prob_pct": 77.0,
"display": "EV $+31 (win +$55 @ 77.0% · loss -$50)"
},
"final_score": 1.54,
"level_anchors": {
"vwap": 985.14,
"orb_high": 994.38,
"orb_low": 935.0,
"prev_high": null,
"prev_low": null,
"prior_close": 948.8,
"orb_from_minute": true
},
"level_reasons": {
"entry": {
"price": 985.14,
"source": "vwap",
"confidence": 77,
"reasons": [
{
"source": "vwap",
"label": "VWAP",
"price": 985.14,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
},
"stop": {
"price": 935.0,
"source": "orb_low",
"confidence": 77,
"reasons": [
{
"source": "orb_low",
"label": "ORB Low",
"price": 935.0,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
},
"target": {
"price": 1039.88,
"source": "expected_close",
"confidence": 77,
"reasons": [
{
"source": "expected_close",
"label": "Expected Close",
"price": 1039.88,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
}
},
"trade_economics": {
"account_size": 10000.0,
"risk_pct": 1.0,
"position_pct": 9.9,
"shares": 1,
"contracts": 1,
"max_loss_usd": 50.14,
"win_usd": 54.74,
"loss_usd": 50.14,
"expected_value_usd": 30.62,
"risk_per_share": 50.14,
"reward_per_share": 54.74,
"rr_display": {
"reward_risk_ratio": 1.09,
"risk_reward_ratio": 0.92,
"reward_per_share": 54.74,
"risk_per_share": 50.14,
"label_reward_risk": "Reward/Risk 1.09",
"label_risk_reward": "Risk:Reward 1:0.92",
"display": "Reward/Risk 1.09 · Risk:Reward 1:0.92",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"size_label": "Small",
"display": "$10,000 → Win +$55 / Loss -$50"
},
"position_sizing": {
"risk_pct": 1.0,
"position_pct": 9.9,
"contracts": 1,
"shares": 1,
"max_loss_usd": 50.14,
"size_label": "Small",
"display": "Risk 1.0% → Position 9.9% → 1 unit(s) → Max Loss $50.14"
},
"why_wins_today": [
{
"rank": 1,
"dimension": "relative_strength",
"label": "Highest Relative Strength",
"primary_value": 4.31,
"runner_up_value": 3.93,
"wins": true
},
{
"rank": 2,
"dimension": "expected_range",
"label": "Largest Expected Range",
"primary_value": 8.0,
"runner_up_value": 7.84,
"wins": true
},
{
"rank": 3,
"dimension": "win_prob",
"label": "Highest Probability",
"primary_value": 77.0,
"runner_up_value": 71.0,
"wins": true
}
],
"why_not_alternatives": [
{
"symbol": "AVGO",
"rank": 2,
"reasons": [
"Win% 77 vs 71",
"ER 5.6% vs 3.9%",
"Score 1.54 vs 1.39",
"RS +4.3% vs +2.4%",
"R:R 1.09 vs 1.0"
],
"summary": "Why MU over AVGO: Win% 77 vs 71 · ER 5.6% vs 3.9% · Score 1.54 vs 1.39 · RS +4.3% vs +2.4% · R:R 1.09 vs 1.0"
},
{
"symbol": "ARM",
"rank": 3,
"reasons": [
"Win% 77 vs 71",
"ER 5.6% vs 2.1%",
"Score 1.54 vs 0.75",
"RS +4.3% vs +2.9%",
"R:R 1.09 vs 1.0"
],
"summary": "Why MU over ARM: Win% 77 vs 71 · ER 5.6% vs 2.1% · Score 1.54 vs 0.75 · RS +4.3% vs +2.9% · R:R 1.09 vs 1.0"
},
{
"symbol": "AMD",
"rank": 4,
"reasons": [
"Win% 77 vs 71",
"ER 5.6% vs 1.8%",
"Score 1.54 vs 0.64",
"RS +4.3% vs +2.2%",
"R:R 1.09 vs 1.0"
],
"summary": "Why MU over AMD: Win% 77 vs 71 · ER 5.6% vs 1.8% · Score 1.54 vs 0.64 · RS +4.3% vs +2.2% · R:R 1.09 vs 1.0"
},
{
"symbol": "SMH",
"rank": 5,
"reasons": [
"Win% 77 vs 66",
"ER 5.6% vs 1.1%",
"Score 1.54 vs 0.36",
"RS +4.3% vs +3.9%",
"R:R 1.09 vs 0.38",
"Tradeable (Small) vs Pass"
],
"summary": "Why MU over SMH: Win% 77 vs 66 · ER 5.6% vs 1.1% · Score 1.54 vs 0.36 · RS +4.3% vs +3.9% · R:R 1.09 vs 0.38 · Tradeable (Small) vs Pass"
},
{
"symbol": "NVDA",
"rank": 6,
"reasons": [
"Win% 77 vs 65",
"ER 5.6% vs 0.9%",
"Score 1.54 vs 0.3",
"RS +4.3% vs +3.3%",
"R:R 1.09 vs 1.0",
"Tradeable (Small) vs Pass"
],
"summary": "Why MU over NVDA: Win% 77 vs 65 · ER 5.6% vs 0.9% · Score 1.54 vs 0.3 · RS +4.3% vs +3.3% · R:R 1.09 vs 1.0 · Tradeable (Small) vs Pass"
}
],
"avoid": [],
"one_liner": "做多 MU：在 985.14 附近入场，目标 1039.88，预期 +5.56%",
"p16_gate": "No Trade",
"advisory": true
},
"best_trades": {
"primary": {
"rank": 1,
"symbol": "MU",
"direction": "LONG",
"instrument": "Stock",
"confidence": 77,
"confidence_stars": "★★★☆☆",
"expected_move": "+5.56%",
"expected_return_pct": 5.56,
"win_prob": 77.0,
"win_prob_breakdown": {
"components": [
{
"factor": "Base",
"key": "base",
"points": 50.0
},
{
"factor": "RS",
"key": "rs",
"points": 12.0
},
{
"factor": "Trend",
"key": "trend",
"points": 10.0
},
{
"factor": "Catalyst",
"key": "catalyst",
"points": 5.0
}
],
"total": 77.0,
"raw_total": 77.0,
"was_clamped": false
},
"risk_reward": 1.09,
"final_score": 1.54,
"trade_action": "Small",
"relative_strength": 4.31,
"entry": "Above 985.1 (VWAP)",
"entry_source": "vwap",
"entry_price": 985.14,
"entry_zone": {
"low": 982.18,
"high": 988.1,
"mid": 985.14,
"anchors": [
{
"source": "vwap",
"label": "VWAP",
"price": 985.14
}
],
"display": "Entry Zone 982–988",
"entry_source": "vwap",
"tolerance_pct": 0.3
},
"stop": "935.0 (ORB低点)",
"stop_source": "orb_low",
"stop_price": 935.0,
"target": "1039.9 (预期收盘)",
"target_source": "expected_close",
"target_price": 1039.88,
"targets": [
"1039.9 (预期收盘)"
],
"level_anchors": {
"vwap": 985.14,
"orb_high": 994.38,
"orb_low": 935.0,
"prev_high": null,
"prev_low": null,
"prior_close": 948.8,
"orb_from_minute": true
},
"why": [
"RS vs QQQ +4.31%",
"昨日强势 +6.8% 今日 gap 可控",
"News 1"
],
"why_chain": "RS vs QQQ +4.31% · 昨日强势 +6.8% 今日 gap 可控 · News 1",
"why_vs_runner_up": "MU RS +4.3% vs AVGO +2.4%；ER 4.0% vs 3.9%；Win% 77 vs 71；higher beta (5.0 vs 3.2)；relative strength",
"factor_breakdown": {
"relative_strength_vs_qqq": 4.31,
"relative_strength_vs_smh": 0.38,
"relative_weakness_score": -4.54,
"gap_pct": 3.97,
"beta_proxy": 5.03,
"volume_signal": false,
"news_count": 1,
"extended_gap_penalty": 0.0,
"vix_change_pct": 1.01,
"prior_day_change_pct": 6.77
},
"edge_type": "Stock Edge",
"score_formula_display": "final = win_prob(77%) × ER(4.0%) × rr_weight(0.5) / 100",
"expected_high": 1039.88,
"expected_low": 959.88,
"expected_close": 1039.88,
"current_price": 999.88,
"upside_pct": 4.0,
"downside_risk_pct": 4.0,
"why_factors": [
"RS vs QQQ +4.31%",
"昨日强势 +6.8% 今日 gap 可控",
"News 1"
],
"why_today": "RS vs QQQ +4.31% · 昨日强势 +6.8% 今日 gap 可控 · News 1",
"gap_pct": 3.97,
"rr_display": {
"reward_risk_ratio": 1.09,
"risk_reward_ratio": 0.92,
"reward_per_share": 54.74,
"risk_per_share": 50.14,
"label_reward_risk": "Reward/Risk 1.09",
"label_risk_reward": "Risk:Reward 1:0.92",
"display": "Reward/Risk 1.09 · Risk:Reward 1:0.92",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"catalyst": "Geopolitical Risk · Geopolitical Risk",
"invalidation": "Close below stop $935.0 · Geopolitical escalation invalidates mean-reversion",
"advisory": true,
"level_reasons": {
"entry": {
"price": 985.14,
"source": "vwap",
"confidence": 77,
"reasons": [
{
"source": "vwap",
"label": "VWAP",
"price": 985.14,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
},
"stop": {
"price": 935.0,
"source": "orb_low",
"confidence": 77,
"reasons": [
{
"source": "orb_low",
"label": "ORB Low",
"price": 935.0,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
},
"target": {
"price": 1039.88,
"source": "expected_close",
"confidence": 77,
"reasons": [
{
"source": "expected_close",
"label": "Expected Close",
"price": 1039.88,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
}
},
"return_calculation": "(1039.88-985.14)/985.14=5.56%",
"heuristic_expected_return_pct": 4.0,
"target_action": "卖出/获利",
"trade_summary_cn": "做多 MU：在 985.14 附近入场，目标 1039.88，预期 +5.56%",
"trade_economics": {
"account_size": 10000.0,
"risk_pct": 1.0,
"position_pct": 9.9,
"shares": 1,
"contracts": 1,
"max_loss_usd": 50.14,
"win_usd": 54.74,
"loss_usd": 50.14,
"expected_value_usd": 30.62,
"risk_per_share": 50.14,
"reward_per_share": 54.74,
"rr_display": {
"reward_risk_ratio": 1.09,
"risk_reward_ratio": 0.92,
"reward_per_share": 54.74,
"risk_per_share": 50.14,
"label_reward_risk": "Reward/Risk 1.09",
"label_risk_reward": "Risk:Reward 1:0.92",
"display": "Reward/Risk 1.09 · Risk:Reward 1:0.92",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"size_label": "Small",
"display": "$10,000 → Win +$55 / Loss -$50"
},
"position_sizing": {
"risk_pct": 1.0,
"position_pct": 9.9,
"contracts": 1,
"shares": 1,
"max_loss_usd": 50.14,
"size_label": "Small",
"display": "Risk 1.0% → Position 9.9% → 1 unit(s) → Max Loss $50.14"
},
"why_wins_today": [
{
"rank": 1,
"dimension": "relative_strength",
"label": "Highest Relative Strength",
"primary_value": 4.31,
"runner_up_value": 3.93,
"wins": true
},
{
"rank": 2,
"dimension": "expected_range",
"label": "Largest Expected Range",
"primary_value": 8.0,
"runner_up_value": 7.84,
"wins": true
},
{
"rank": 3,
"dimension": "win_prob",
"label": "Highest Probability",
"primary_value": 77.0,
"runner_up_value": 71.0,
"wins": true
}
],
"why_not_alternatives": [
{
"symbol": "AVGO",
"rank": 2,
"reasons": [
"Win% 77 vs 71",
"ER 5.6% vs 3.9%",
"Score 1.54 vs 1.39",
"RS +4.3% vs +2.4%",
"R:R 1.09 vs 1.0"
],
"summary": "Why MU over AVGO: Win% 77 vs 71 · ER 5.6% vs 3.9% · Score 1.54 vs 1.39 · RS +4.3% vs +2.4% · R:R 1.09 vs 1.0"
},
{
"symbol": "ARM",
"rank": 3,
"reasons": [
"Win% 77 vs 71",
"ER 5.6% vs 2.1%",
"Score 1.54 vs 0.75",
"RS +4.3% vs +2.9%",
"R:R 1.09 vs 1.0"
],
"summary": "Why MU over ARM: Win% 77 vs 71 · ER 5.6% vs 2.1% · Score 1.54 vs 0.75 · RS +4.3% vs +2.9% · R:R 1.09 vs 1.0"
},
{
"symbol": "AMD",
"rank": 4,
"reasons": [
"Win% 77 vs 71",
"ER 5.6% vs 1.8%",
"Score 1.54 vs 0.64",
"RS +4.3% vs +2.2%",
"R:R 1.09 vs 1.0"
],
"summary": "Why MU over AMD: Win% 77 vs 71 · ER 5.6% vs 1.8% · Score 1.54 vs 0.64 · RS +4.3% vs +2.2% · R:R 1.09 vs 1.0"
},
{
"symbol": "SMH",
"rank": 5,
"reasons": [
"Win% 77 vs 66",
"ER 5.6% vs 1.1%",
"Score 1.54 vs 0.36",
"RS +4.3% vs +3.9%",
"R:R 1.09 vs 0.38",
"Tradeable (Small) vs Pass"
],
"summary": "Why MU over SMH: Win% 77 vs 66 · ER 5.6% vs 1.1% · Score 1.54 vs 0.36 · RS +4.3% vs +3.9% · R:R 1.09 vs 0.38 · Tradeable (Small) vs Pass"
},
{
"symbol": "NVDA",
"rank": 6,
"reasons": [
"Win% 77 vs 65",
"ER 5.6% vs 0.9%",
"Score 1.54 vs 0.3",
"RS +4.3% vs +3.3%",
"R:R 1.09 vs 1.0",
"Tradeable (Small) vs Pass"
],
"summary": "Why MU over NVDA: Win% 77 vs 65 · ER 5.6% vs 0.9% · Score 1.54 vs 0.3 · RS +4.3% vs +3.3% · R:R 1.09 vs 1.0 · Tradeable (Small) vs Pass"
}
],
"rank_summary": "MU ranked #1 because weakest RS + largest expected range + highest probability",
"win_prob_source": "rules",
"calibration": {
"calibrated_win_prob": 77.0,
"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": 30.62,
"win_scenario_usd": 54.74,
"loss_scenario_usd": 50.14,
"win_prob_pct": 77.0,
"display": "EV $+31 (win +$55 @ 77.0% · loss -$50)"
}
},
"secondary": {
"rank": 2,
"symbol": "AVGO",
"direction": "LONG",
"instrument": "Stock",
"confidence": 71,
"confidence_stars": "★★★☆☆",
"expected_move": "+5.60%",
"expected_return_pct": 5.6,
"win_prob": 71.0,
"win_prob_breakdown": {
"components": [
{
"factor": "Base",
"key": "base",
"points": 50.0
},
{
"factor": "RS",
"key": "rs",
"points": 6.0
},
{
"factor": "Trend",
"key": "trend",
"points": 10.0
},
{
"factor": "Gap",
"key": "gap",
"points": 5.0
}
],
"total": 71.0,
"raw_total": 71.0,
"was_clamped": false
},
"risk_reward": 3.2,
"final_score": 1.39,
"trade_action": "Small",
"relative_strength": 2.35,
"entry": "Above 395.2 (VWAP)",
"entry_source": "vwap",
"entry_price": 395.61,
"entry_zone": {
"low": 395.25,
"high": 395.96,
"mid": 395.61,
"anchors": [
{
"source": "vwap",
"label": "VWAP",
"price": 395.25
},
{
"source": "orb_high",
"label": "ORB高点",
"price": 395.96
}
],
"display": "Entry Zone 395.25–395.96",
"entry_source": "vwap",
"tolerance_pct": 0.3
},
"stop": "388.7 (ORB低点)",
"stop_source": "orb_low",
"stop_price": 388.69,
"target": "417.8 (预期收盘)",
"target_source": "expected_close",
"target_price": 417.76,
"targets": [
"417.8 (预期收盘)"
],
"level_anchors": {
"vwap": 395.25,
"orb_high": 395.96,
"orb_low": 388.69,
"prev_high": null,
"prev_low": null,
"prior_close": 388.69,
"orb_from_minute": true
},
"why": [
"RS vs QQQ +2.35%",
"昨日强势 +8.6% 今日 gap 可控",
"Gap 未过度延伸"
],
"why_chain": "RS vs QQQ +2.35% · 昨日强势 +8.6% 今日 gap 可控 · Gap 未过度延伸",
"why_vs_runner_up": "—",
"factor_breakdown": {
"relative_strength_vs_qqq": 2.35,
"relative_strength_vs_smh": -1.58,
"relative_weakness_score": -1.4,
"gap_pct": 1.49,
"beta_proxy": 3.2,
"volume_signal": false,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": 1.01,
"prior_day_change_pct": 8.59
},
"edge_type": "Stock Edge",
"score_formula_display": "final = win_prob(71%) × ER(3.9%) × rr_weight(0.5) / 100",
"expected_high": 417.76,
"expected_low": 386.24,
"expected_close": 417.76,
"current_price": 402.0,
"upside_pct": 3.92,
"downside_risk_pct": 3.92,
"why_factors": [
"RS vs QQQ +2.35%",
"昨日强势 +8.6% 今日 gap 可控",
"Gap 未过度延伸"
],
"why_today": "RS vs QQQ +2.35% · 昨日强势 +8.6% 今日 gap 可控 · Gap 未过度延伸",
"gap_pct": 1.49,
"rr_display": {
"reward_risk_ratio": 3.2,
"risk_reward_ratio": 0.31,
"reward_per_share": 22.15,
"risk_per_share": 6.92,
"label_reward_risk": "Reward/Risk 3.20",
"label_risk_reward": "Risk:Reward 1:0.31",
"display": "Reward/Risk 3.20 · Risk:Reward 1:0.31",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"catalyst": "Geopolitical Risk · Geopolitical Risk",
"invalidation": "Close below stop $388.69 · Geopolitical escalation invalidates mean-reversion",
"advisory": true,
"level_reasons": {
"entry": {
"price": 395.61,
"source": "vwap",
"confidence": 89,
"reasons": [
{
"source": "vwap",
"label": "VWAP",
"price": 395.25,
"weight_pct": 70.0,
"matched": true,
"primary": true
},
{
"source": "orb_high",
"label": "ORB High",
"price": 395.96,
"weight_pct": 30.0,
"matched": true,
"primary": false
}
]
},
"stop": {
"price": 388.69,
"source": "orb_low",
"confidence": 77,
"reasons": [
{
"source": "orb_low",
"label": "ORB Low",
"price": 388.69,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
},
"target": {
"price": 417.76,
"source": "expected_close",
"confidence": 77,
"reasons": [
{
"source": "expected_close",
"label": "Expected Close",
"price": 417.76,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
}
},
"return_calculation": "(417.76-395.61)/395.61=5.60%",
"heuristic_expected_return_pct": 3.92,
"target_action": "卖出/获利",
"trade_summary_cn": "做多 AVGO：在 395.61 附近入场，目标 417.76，预期 +5.60%",
"trade_economics": {
"account_size": 10000.0,
"risk_pct": 1.0,
"position_pct": 55.4,
"shares": 14,
"contracts": 1,
"max_loss_usd": 96.88,
"win_usd": 310.1,
"loss_usd": 96.88,
"expected_value_usd": 192.08,
"risk_per_share": 6.92,
"reward_per_share": 22.15,
"rr_display": {
"reward_risk_ratio": 3.2,
"risk_reward_ratio": 0.31,
"reward_per_share": 22.15,
"risk_per_share": 6.92,
"label_reward_risk": "Reward/Risk 3.20",
"label_risk_reward": "Risk:Reward 1:0.31",
"display": "Reward/Risk 3.20 · Risk:Reward 1:0.31",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"size_label": "Small",
"display": "$10,000 → Win +$310 / Loss -$97"
},
"position_sizing": {
"risk_pct": 1.0,
"position_pct": 55.4,
"contracts": 1,
"shares": 14,
"max_loss_usd": 96.88,
"size_label": "Small",
"display": "Risk 1.0% → Position 55.4% → 1 unit(s) → Max Loss $96.88"
},
"why_wins_today": [
{
"rank": 1,
"dimension": "risk_reward",
"label": "Best Risk Reward",
"primary_value": 3.2,
"runner_up_value": 2.3,
"wins": true
}
],
"why_not_alternatives": [
{
"symbol": "MU",
"rank": 1,
"reasons": [
"Win% 71 vs 77",
"ER 5.6% vs 4.0%",
"Score 1.39 vs 1.54",
"RS +2.4% vs +4.3%",
"R:R 3.2 vs 1.0"
],
"summary": "Why AVGO over MU: Win% 71 vs 77 · ER 5.6% vs 4.0% · Score 1.39 vs 1.54 · RS +2.4% vs +4.3% · R:R 3.2 vs 1.0"
},
{
"symbol": "ARM",
"rank": 3,
"reasons": [
"ER 5.6% vs 2.1%",
"Score 1.39 vs 0.75",
"RS +2.4% vs +2.9%",
"R:R 3.2 vs 1.0"
],
"summary": "Why AVGO over ARM: ER 5.6% vs 2.1% · Score 1.39 vs 0.75 · RS +2.4% vs +2.9% · R:R 3.2 vs 1.0"
},
{
"symbol": "AMD",
"rank": 4,
"reasons": [
"ER 5.6% vs 1.8%",
"Score 1.39 vs 0.64",
"RS +2.4% vs +2.2%",
"R:R 3.2 vs 1.0"
],
"summary": "Why AVGO over AMD: ER 5.6% vs 1.8% · Score 1.39 vs 0.64 · RS +2.4% vs +2.2% · R:R 3.2 vs 1.0"
},
{
"symbol": "SMH",
"rank": 5,
"reasons": [
"Win% 71 vs 66",
"ER 5.6% vs 1.1%",
"Score 1.39 vs 0.36",
"RS +2.4% vs +3.9%",
"R:R 3.2 vs 0.38",
"Tradeable (Small) vs Pass"
],
"summary": "Why AVGO over SMH: Win% 71 vs 66 · ER 5.6% vs 1.1% · Score 1.39 vs 0.36 · RS +2.4% vs +3.9% · R:R 3.2 vs 0.38 · Tradeable (Small) vs Pass"
},
{
"symbol": "NVDA",
"rank": 6,
"reasons": [
"Win% 71 vs 65",
"ER 5.6% vs 0.9%",
"Score 1.39 vs 0.3",
"RS +2.4% vs +3.3%",
"R:R 3.2 vs 1.0",
"Tradeable (Small) vs Pass"
],
"summary": "Why AVGO over NVDA: Win% 71 vs 65 · ER 5.6% vs 0.9% · Score 1.39 vs 0.3 · RS +2.4% vs +3.3% · R:R 3.2 vs 1.0 · Tradeable (Small) vs Pass"
}
],
"win_prob_source": "rules",
"calibration": {
"calibrated_win_prob": 71.0,
"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": 192.08,
"win_scenario_usd": 310.1,
"loss_scenario_usd": 96.88,
"win_prob_pct": 71.0,
"display": "EV $+192 (win +$310 @ 71.0% · loss -$97)"
}
},
"watchlist": {
"rank": 3,
"symbol": "ARM",
"direction": "LONG",
"instrument": "Stock",
"confidence": 71,
"confidence_stars": "★★★☆☆",
"expected_move": "+2.23%",
"expected_return_pct": 2.23,
"win_prob": 71.0,
"win_prob_breakdown": {
"components": [
{
"factor": "Base",
"key": "base",
"points": 50.0
},
{
"factor": "RS",
"key": "rs",
"points": 6.0
},
{
"factor": "Trend",
"key": "trend",
"points": 10.0
},
{
"factor": "Gap",
"key": "gap",
"points": 5.0
}
],
"total": 71.0,
"raw_total": 71.0,
"was_clamped": false
},
"risk_reward": 0.59,
"final_score": 0.75,
"trade_action": "Small",
"relative_strength": 2.93,
"entry": "Above 311.9 (VWAP)",
"entry_source": "vwap",
"entry_price": 311.89,
"entry_zone": {
"low": 310.95,
"high": 312.83,
"mid": 311.89,
"anchors": [
{
"source": "vwap",
"label": "VWAP",
"price": 311.89
}
],
"display": "Entry Zone 311–313",
"entry_source": "vwap",
"tolerance_pct": 0.3
},
"stop": "300.1 (ORB低点)",
"stop_source": "orb_low",
"stop_price": 300.15,
"target": "318.8 (预期收盘)",
"target_source": "expected_close",
"target_price": 318.83,
"targets": [
"318.8 (预期收盘)"
],
"level_anchors": {
"vwap": 311.89,
"orb_high": 314.98,
"orb_low": 300.15,
"prev_high": null,
"prev_low": null,
"prior_close": 300.24,
"orb_from_minute": true
},
"why": [
"RS vs QQQ +2.93%",
"昨日强势 +3.8% 今日 gap 可控",
"Gap 未过度延伸"
],
"why_chain": "RS vs QQQ +2.93% · 昨日强势 +3.8% 今日 gap 可控 · Gap 未过度延伸",
"why_vs_runner_up": "—",
"factor_breakdown": {
"relative_strength_vs_qqq": 2.93,
"relative_strength_vs_smh": -1.0,
"relative_weakness_score": -2.33,
"gap_pct": 0.84,
"beta_proxy": 3.74,
"volume_signal": false,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": 1.01,
"prior_day_change_pct": 3.84
},
"edge_type": "Stock Edge",
"score_formula_display": "final = win_prob(71%) × ER(2.1%) × rr_weight(0.5) / 100",
"expected_high": 318.83,
"expected_low": 305.67,
"expected_close": 318.83,
"current_price": 312.25,
"upside_pct": 2.11,
"downside_risk_pct": 2.11,
"why_factors": [
"RS vs QQQ +2.93%",
"昨日强势 +3.8% 今日 gap 可控",
"Gap 未过度延伸"
],
"why_today": "RS vs QQQ +2.93% · 昨日强势 +3.8% 今日 gap 可控 · Gap 未过度延伸",
"gap_pct": 0.84,
"rr_display": {
"reward_risk_ratio": 0.59,
"risk_reward_ratio": 1.69,
"reward_per_share": 6.94,
"risk_per_share": 11.74,
"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"
},
"catalyst": "Geopolitical Risk · Geopolitical Risk",
"invalidation": "Close below stop $300.15 · Geopolitical escalation invalidates mean-reversion",
"advisory": true,
"level_reasons": {
"entry": {
"price": 311.89,
"source": "vwap",
"confidence": 89,
"reasons": [
{
"source": "vwap",
"label": "VWAP",
"price": 311.89,
"weight_pct": 70.0,
"matched": true,
"primary": true
},
{
"source": "current",
"label": "Above Current",
"price": 312.25,
"weight_pct": 30.0,
"matched": true,
"primary": false
}
]
},
"stop": {
"price": 300.15,
"source": "orb_low",
"confidence": 77,
"reasons": [
{
"source": "orb_low",
"label": "ORB Low",
"price": 300.15,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
},
"target": {
"price": 318.83,
"source": "expected_close",
"confidence": 77,
"reasons": [
{
"source": "expected_close",
"label": "Expected Close",
"price": 318.83,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
}
},
"return_calculation": "(318.83-311.89)/311.89=2.23%",
"heuristic_expected_return_pct": 2.11,
"target_action": "卖出/获利",
"trade_summary_cn": "做多 ARM：在 311.89 附近入场，目标 318.83，预期 +2.23%",
"trade_economics": {
"account_size": 10000.0,
"risk_pct": 1.0,
"position_pct": 25.0,
"shares": 8,
"contracts": 1,
"max_loss_usd": 93.92,
"win_usd": 55.52,
"loss_usd": 93.92,
"expected_value_usd": 12.18,
"risk_per_share": 11.74,
"reward_per_share": 6.94,
"rr_display": {
"reward_risk_ratio": 0.59,
"risk_reward_ratio": 1.69,
"reward_per_share": 6.94,
"risk_per_share": 11.74,
"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"
},
"size_label": "Small",
"display": "$10,000 → Win +$56 / Loss -$94"
},
"position_sizing": {
"risk_pct": 1.0,
"position_pct": 25.0,
"contracts": 1,
"shares": 8,
"max_loss_usd": 93.92,
"size_label": "Small",
"display": "Risk 1.0% → Position 25.0% → 1 unit(s) → Max Loss $93.92"
},
"why_wins_today": [],
"why_not_alternatives": [
{
"symbol": "MU",
"rank": 1,
"reasons": [
"Win% 71 vs 77",
"ER 2.2% vs 4.0%",
"Score 0.75 vs 1.54",
"RS +2.9% vs +4.3%"
],
"summary": "Why ARM over MU: Win% 71 vs 77 · ER 2.2% vs 4.0% · Score 0.75 vs 1.54 · RS +2.9% vs +4.3%"
},
{
"symbol": "AVGO",
"rank": 2,
"reasons": [
"ER 2.2% vs 3.9%",
"Score 0.75 vs 1.39",
"RS +2.9% vs +2.4%"
],
"summary": "Why ARM over AVGO: ER 2.2% vs 3.9% · Score 0.75 vs 1.39 · RS +2.9% vs +2.4%"
},
{
"symbol": "AMD",
"rank": 4,
"reasons": [
"ER 2.2% vs 1.8%",
"Score 0.75 vs 0.64",
"RS +2.9% vs +2.2%"
],
"summary": "Why ARM over AMD: ER 2.2% vs 1.8% · Score 0.75 vs 0.64 · RS +2.9% vs +2.2%"
},
{
"symbol": "SMH",
"rank": 5,
"reasons": [
"Win% 71 vs 66",
"ER 2.2% vs 1.1%",
"Score 0.75 vs 0.36",
"RS +2.9% vs +3.9%",
"R:R 0.59 vs 0.38",
"Tradeable (Small) vs Pass"
],
"summary": "Why ARM over SMH: Win% 71 vs 66 · ER 2.2% vs 1.1% · Score 0.75 vs 0.36 · RS +2.9% vs +3.9% · R:R 0.59 vs 0.38 · Tradeable (Small) vs Pass"
},
{
"symbol": "NVDA",
"rank": 6,
"reasons": [
"Win% 71 vs 65",
"ER 2.2% vs 0.9%",
"Score 0.75 vs 0.3",
"RS +2.9% vs +3.3%",
"Tradeable (Small) vs Pass"
],
"summary": "Why ARM over NVDA: Win% 71 vs 65 · ER 2.2% vs 0.9% · Score 0.75 vs 0.3 · RS +2.9% vs +3.3% · Tradeable (Small) vs Pass"
}
],
"win_prob_source": "rules",
"calibration": {
"calibrated_win_prob": 71.0,
"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": 12.18,
"win_scenario_usd": 55.52,
"loss_scenario_usd": 93.92,
"win_prob_pct": 71.0,
"display": "EV $+12 (win +$56 @ 71.0% · loss -$94)"
}
},
"index_trade": "NO TRADE",
"threshold_message": null,
"stock_trades": [
{
"rank": 1,
"symbol": "MU",
"direction": "LONG",
"confidence": 77,
"expected_move": "+5.56%",
"why": "RS vs QQQ +4.31% · 昨日强势 +6.8% 今日 gap 可控 · News 1"
},
{
"rank": 2,
"symbol": "AVGO",
"direction": "LONG",
"confidence": 71,
"expected_move": "+5.60%",
"why": "RS vs QQQ +2.35% · 昨日强势 +8.6% 今日 gap 可控 · Gap 未过度延伸"
},
{
"rank": 3,
"symbol": "ARM",
"direction": "LONG",
"confidence": 71,
"expected_move": "+2.23%",
"why": "RS vs QQQ +2.93% · 昨日强势 +3.8% 今日 gap 可控 · Gap 未过度延伸"
}
],
"top_trades": [
{
"rank": 1,
"symbol": "MU",
"direction": "LONG",
"instrument": "Stock",
"confidence": 77,
"confidence_stars": "★★★☆☆",
"expected_move": "+5.56%",
"expected_return_pct": 5.56,
"win_prob": 77.0,
"win_prob_breakdown": {
"components": [
{
"factor": "Base",
"key": "base",
"points": 50.0
},
{
"factor": "RS",
"key": "rs",
"points": 12.0
},
{
"factor": "Trend",
"key": "trend",
"points": 10.0
},
{
"factor": "Catalyst",
"key": "catalyst",
"points": 5.0
}
],
"total": 77.0,
"raw_total": 77.0,
"was_clamped": false
},
"risk_reward": 1.09,
"final_score": 1.54,
"trade_action": "Small",
"relative_strength": 4.31,
"entry": "Above 985.1 (VWAP)",
"entry_source": "vwap",
"entry_price": 985.14,
"entry_zone": {
"low": 982.18,
"high": 988.1,
"mid": 985.14,
"anchors": [
{
"source": "vwap",
"label": "VWAP",
"price": 985.14
}
],
"display": "Entry Zone 982–988",
"entry_source": "vwap",
"tolerance_pct": 0.3
},
"stop": "935.0 (ORB低点)",
"stop_source": "orb_low",
"stop_price": 935.0,
"target": "1039.9 (预期收盘)",
"target_source": "expected_close",
"target_price": 1039.88,
"targets": [
"1039.9 (预期收盘)"
],
"level_anchors": {
"vwap": 985.14,
"orb_high": 994.38,
"orb_low": 935.0,
"prev_high": null,
"prev_low": null,
"prior_close": 948.8,
"orb_from_minute": true
},
"why": [
"RS vs QQQ +4.31%",
"昨日强势 +6.8% 今日 gap 可控",
"News 1"
],
"why_chain": "RS vs QQQ +4.31% · 昨日强势 +6.8% 今日 gap 可控 · News 1",
"why_vs_runner_up": "MU RS +4.3% vs AVGO +2.4%；ER 4.0% vs 3.9%；Win% 77 vs 71；higher beta (5.0 vs 3.2)；relative strength",
"factor_breakdown": {
"relative_strength_vs_qqq": 4.31,
"relative_strength_vs_smh": 0.38,
"relative_weakness_score": -4.54,
"gap_pct": 3.97,
"beta_proxy": 5.03,
"volume_signal": false,
"news_count": 1,
"extended_gap_penalty": 0.0,
"vix_change_pct": 1.01,
"prior_day_change_pct": 6.77
},
"edge_type": "Stock Edge",
"score_formula_display": "final = win_prob(77%) × ER(4.0%) × rr_weight(0.5) / 100",
"expected_high": 1039.88,
"expected_low": 959.88,
"expected_close": 1039.88,
"current_price": 999.88,
"upside_pct": 4.0,
"downside_risk_pct": 4.0,
"why_factors": [
"RS vs QQQ +4.31%",
"昨日强势 +6.8% 今日 gap 可控",
"News 1"
],
"why_today": "RS vs QQQ +4.31% · 昨日强势 +6.8% 今日 gap 可控 · News 1",
"gap_pct": 3.97,
"rr_display": {
"reward_risk_ratio": 1.09,
"risk_reward_ratio": 0.92,
"reward_per_share": 54.74,
"risk_per_share": 50.14,
"label_reward_risk": "Reward/Risk 1.09",
"label_risk_reward": "Risk:Reward 1:0.92",
"display": "Reward/Risk 1.09 · Risk:Reward 1:0.92",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"catalyst": "Geopolitical Risk · Geopolitical Risk",
"invalidation": "Close below stop $935.0 · Geopolitical escalation invalidates mean-reversion",
"advisory": true,
"level_reasons": {
"entry": {
"price": 985.14,
"source": "vwap",
"confidence": 77,
"reasons": [
{
"source": "vwap",
"label": "VWAP",
"price": 985.14,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
},
"stop": {
"price": 935.0,
"source": "orb_low",
"confidence": 77,
"reasons": [
{
"source": "orb_low",
"label": "ORB Low",
"price": 935.0,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
},
"target": {
"price": 1039.88,
"source": "expected_close",
"confidence": 77,
"reasons": [
{
"source": "expected_close",
"label": "Expected Close",
"price": 1039.88,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
}
},
"return_calculation": "(1039.88-985.14)/985.14=5.56%",
"heuristic_expected_return_pct": 4.0,
"target_action": "卖出/获利",
"trade_summary_cn": "做多 MU：在 985.14 附近入场，目标 1039.88，预期 +5.56%",
"trade_economics": {
"account_size": 10000.0,
"risk_pct": 1.0,
"position_pct": 9.9,
"shares": 1,
"contracts": 1,
"max_loss_usd": 50.14,
"win_usd": 54.74,
"loss_usd": 50.14,
"expected_value_usd": 30.62,
"risk_per_share": 50.14,
"reward_per_share": 54.74,
"rr_display": {
"reward_risk_ratio": 1.09,
"risk_reward_ratio": 0.92,
"reward_per_share": 54.74,
"risk_per_share": 50.14,
"label_reward_risk": "Reward/Risk 1.09",
"label_risk_reward": "Risk:Reward 1:0.92",
"display": "Reward/Risk 1.09 · Risk:Reward 1:0.92",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"size_label": "Small",
"display": "$10,000 → Win +$55 / Loss -$50"
},
"position_sizing": {
"risk_pct": 1.0,
"position_pct": 9.9,
"contracts": 1,
"shares": 1,
"max_loss_usd": 50.14,
"size_label": "Small",
"display": "Risk 1.0% → Position 9.9% → 1 unit(s) → Max Loss $50.14"
},
"why_wins_today": [
{
"rank": 1,
"dimension": "relative_strength",
"label": "Highest Relative Strength",
"primary_value": 4.31,
"runner_up_value": 3.93,
"wins": true
},
{
"rank": 2,
"dimension": "expected_range",
"label": "Largest Expected Range",
"primary_value": 8.0,
"runner_up_value": 7.84,
"wins": true
},
{
"rank": 3,
"dimension": "win_prob",
"label": "Highest Probability",
"primary_value": 77.0,
"runner_up_value": 71.0,
"wins": true
}
],
"why_not_alternatives": [
{
"symbol": "AVGO",
"rank": 2,
"reasons": [
"Win% 77 vs 71",
"ER 5.6% vs 3.9%",
"Score 1.54 vs 1.39",
"RS +4.3% vs +2.4%",
"R:R 1.09 vs 1.0"
],
"summary": "Why MU over AVGO: Win% 77 vs 71 · ER 5.6% vs 3.9% · Score 1.54 vs 1.39 · RS +4.3% vs +2.4% · R:R 1.09 vs 1.0"
},
{
"symbol": "ARM",
"rank": 3,
"reasons": [
"Win% 77 vs 71",
"ER 5.6% vs 2.1%",
"Score 1.54 vs 0.75",
"RS +4.3% vs +2.9%",
"R:R 1.09 vs 1.0"
],
"summary": "Why MU over ARM: Win% 77 vs 71 · ER 5.6% vs 2.1% · Score 1.54 vs 0.75 · RS +4.3% vs +2.9% · R:R 1.09 vs 1.0"
},
{
"symbol": "AMD",
"rank": 4,
"reasons": [
"Win% 77 vs 71",
"ER 5.6% vs 1.8%",
"Score 1.54 vs 0.64",
"RS +4.3% vs +2.2%",
"R:R 1.09 vs 1.0"
],
"summary": "Why MU over AMD: Win% 77 vs 71 · ER 5.6% vs 1.8% · Score 1.54 vs 0.64 · RS +4.3% vs +2.2% · R:R 1.09 vs 1.0"
},
{
"symbol": "SMH",
"rank": 5,
"reasons": [
"Win% 77 vs 66",
"ER 5.6% vs 1.1%",
"Score 1.54 vs 0.36",
"RS +4.3% vs +3.9%",
"R:R 1.09 vs 0.38",
"Tradeable (Small) vs Pass"
],
"summary": "Why MU over SMH: Win% 77 vs 66 · ER 5.6% vs 1.1% · Score 1.54 vs 0.36 · RS +4.3% vs +3.9% · R:R 1.09 vs 0.38 · Tradeable (Small) vs Pass"
},
{
"symbol": "NVDA",
"rank": 6,
"reasons": [
"Win% 77 vs 65",
"ER 5.6% vs 0.9%",
"Score 1.54 vs 0.3",
"RS +4.3% vs +3.3%",
"R:R 1.09 vs 1.0",
"Tradeable (Small) vs Pass"
],
"summary": "Why MU over NVDA: Win% 77 vs 65 · ER 5.6% vs 0.9% · Score 1.54 vs 0.3 · RS +4.3% vs +3.3% · R:R 1.09 vs 1.0 · Tradeable (Small) vs Pass"
}
],
"rank_summary": "MU ranked #1 because weakest RS + largest expected range + highest probability",
"win_prob_source": "rules",
"calibration": {
"calibrated_win_prob": 77.0,
"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": 30.62,
"win_scenario_usd": 54.74,
"loss_scenario_usd": 50.14,
"win_prob_pct": 77.0,
"display": "EV $+31 (win +$55 @ 77.0% · loss -$50)"
}
},
{
"rank": 2,
"symbol": "AVGO",
"direction": "LONG",
"instrument": "Stock",
"confidence": 71,
"confidence_stars": "★★★☆☆",
"expected_move": "+5.60%",
"expected_return_pct": 5.6,
"win_prob": 71.0,
"win_prob_breakdown": {
"components": [
{
"factor": "Base",
"key": "base",
"points": 50.0
},
{
"factor": "RS",
"key": "rs",
"points": 6.0
},
{
"factor": "Trend",
"key": "trend",
"points": 10.0
},
{
"factor": "Gap",
"key": "gap",
"points": 5.0
}
],
"total": 71.0,
"raw_total": 71.0,
"was_clamped": false
},
"risk_reward": 3.2,
"final_score": 1.39,
"trade_action": "Small",
"relative_strength": 2.35,
"entry": "Above 395.2 (VWAP)",
"entry_source": "vwap",
"entry_price": 395.61,
"entry_zone": {
"low": 395.25,
"high": 395.96,
"mid": 395.61,
"anchors": [
{
"source": "vwap",
"label": "VWAP",
"price": 395.25
},
{
"source": "orb_high",
"label": "ORB高点",
"price": 395.96
}
],
"display": "Entry Zone 395.25–395.96",
"entry_source": "vwap",
"tolerance_pct": 0.3
},
"stop": "388.7 (ORB低点)",
"stop_source": "orb_low",
"stop_price": 388.69,
"target": "417.8 (预期收盘)",
"target_source": "expected_close",
"target_price": 417.76,
"targets": [
"417.8 (预期收盘)"
],
"level_anchors": {
"vwap": 395.25,
"orb_high": 395.96,
"orb_low": 388.69,
"prev_high": null,
"prev_low": null,
"prior_close": 388.69,
"orb_from_minute": true
},
"why": [
"RS vs QQQ +2.35%",
"昨日强势 +8.6% 今日 gap 可控",
"Gap 未过度延伸"
],
"why_chain": "RS vs QQQ +2.35% · 昨日强势 +8.6% 今日 gap 可控 · Gap 未过度延伸",
"why_vs_runner_up": "—",
"factor_breakdown": {
"relative_strength_vs_qqq": 2.35,
"relative_strength_vs_smh": -1.58,
"relative_weakness_score": -1.4,
"gap_pct": 1.49,
"beta_proxy": 3.2,
"volume_signal": false,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": 1.01,
"prior_day_change_pct": 8.59
},
"edge_type": "Stock Edge",
"score_formula_display": "final = win_prob(71%) × ER(3.9%) × rr_weight(0.5) / 100",
"expected_high": 417.76,
"expected_low": 386.24,
"expected_close": 417.76,
"current_price": 402.0,
"upside_pct": 3.92,
"downside_risk_pct": 3.92,
"why_factors": [
"RS vs QQQ +2.35%",
"昨日强势 +8.6% 今日 gap 可控",
"Gap 未过度延伸"
],
"why_today": "RS vs QQQ +2.35% · 昨日强势 +8.6% 今日 gap 可控 · Gap 未过度延伸",
"gap_pct": 1.49,
"rr_display": {
"reward_risk_ratio": 3.2,
"risk_reward_ratio": 0.31,
"reward_per_share": 22.15,
"risk_per_share": 6.92,
"label_reward_risk": "Reward/Risk 3.20",
"label_risk_reward": "Risk:Reward 1:0.31",
"display": "Reward/Risk 3.20 · Risk:Reward 1:0.31",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"catalyst": "Geopolitical Risk · Geopolitical Risk",
"invalidation": "Close below stop $388.69 · Geopolitical escalation invalidates mean-reversion",
"advisory": true,
"level_reasons": {
"entry": {
"price": 395.61,
"source": "vwap",
"confidence": 89,
"reasons": [
{
"source": "vwap",
"label": "VWAP",
"price": 395.25,
"weight_pct": 70.0,
"matched": true,
"primary": true
},
{
"source": "orb_high",
"label": "ORB High",
"price": 395.96,
"weight_pct": 30.0,
"matched": true,
"primary": false
}
]
},
"stop": {
"price": 388.69,
"source": "orb_low",
"confidence": 77,
"reasons": [
{
"source": "orb_low",
"label": "ORB Low",
"price": 388.69,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
},
"target": {
"price": 417.76,
"source": "expected_close",
"confidence": 77,
"reasons": [
{
"source": "expected_close",
"label": "Expected Close",
"price": 417.76,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
}
},
"return_calculation": "(417.76-395.61)/395.61=5.60%",
"heuristic_expected_return_pct": 3.92,
"target_action": "卖出/获利",
"trade_summary_cn": "做多 AVGO：在 395.61 附近入场，目标 417.76，预期 +5.60%",
"trade_economics": {
"account_size": 10000.0,
"risk_pct": 1.0,
"position_pct": 55.4,
"shares": 14,
"contracts": 1,
"max_loss_usd": 96.88,
"win_usd": 310.1,
"loss_usd": 96.88,
"expected_value_usd": 192.08,
"risk_per_share": 6.92,
"reward_per_share": 22.15,
"rr_display": {
"reward_risk_ratio": 3.2,
"risk_reward_ratio": 0.31,
"reward_per_share": 22.15,
"risk_per_share": 6.92,
"label_reward_risk": "Reward/Risk 3.20",
"label_risk_reward": "Risk:Reward 1:0.31",
"display": "Reward/Risk 3.20 · Risk:Reward 1:0.31",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"size_label": "Small",
"display": "$10,000 → Win +$310 / Loss -$97"
},
"position_sizing": {
"risk_pct": 1.0,
"position_pct": 55.4,
"contracts": 1,
"shares": 14,
"max_loss_usd": 96.88,
"size_label": "Small",
"display": "Risk 1.0% → Position 55.4% → 1 unit(s) → Max Loss $96.88"
},
"why_wins_today": [
{
"rank": 1,
"dimension": "risk_reward",
"label": "Best Risk Reward",
"primary_value": 3.2,
"runner_up_value": 2.3,
"wins": true
}
],
"why_not_alternatives": [
{
"symbol": "MU",
"rank": 1,
"reasons": [
"Win% 71 vs 77",
"ER 5.6% vs 4.0%",
"Score 1.39 vs 1.54",
"RS +2.4% vs +4.3%",
"R:R 3.2 vs 1.0"
],
"summary": "Why AVGO over MU: Win% 71 vs 77 · ER 5.6% vs 4.0% · Score 1.39 vs 1.54 · RS +2.4% vs +4.3% · R:R 3.2 vs 1.0"
},
{
"symbol": "ARM",
"rank": 3,
"reasons": [
"ER 5.6% vs 2.1%",
"Score 1.39 vs 0.75",
"RS +2.4% vs +2.9%",
"R:R 3.2 vs 1.0"
],
"summary": "Why AVGO over ARM: ER 5.6% vs 2.1% · Score 1.39 vs 0.75 · RS +2.4% vs +2.9% · R:R 3.2 vs 1.0"
},
{
"symbol": "AMD",
"rank": 4,
"reasons": [
"ER 5.6% vs 1.8%",
"Score 1.39 vs 0.64",
"RS +2.4% vs +2.2%",
"R:R 3.2 vs 1.0"
],
"summary": "Why AVGO over AMD: ER 5.6% vs 1.8% · Score 1.39 vs 0.64 · RS +2.4% vs +2.2% · R:R 3.2 vs 1.0"
},
{
"symbol": "SMH",
"rank": 5,
"reasons": [
"Win% 71 vs 66",
"ER 5.6% vs 1.1%",
"Score 1.39 vs 0.36",
"RS +2.4% vs +3.9%",
"R:R 3.2 vs 0.38",
"Tradeable (Small) vs Pass"
],
"summary": "Why AVGO over SMH: Win% 71 vs 66 · ER 5.6% vs 1.1% · Score 1.39 vs 0.36 · RS +2.4% vs +3.9% · R:R 3.2 vs 0.38 · Tradeable (Small) vs Pass"
},
{
"symbol": "NVDA",
"rank": 6,
"reasons": [
"Win% 71 vs 65",
"ER 5.6% vs 0.9%",
"Score 1.39 vs 0.3",
"RS +2.4% vs +3.3%",
"R:R 3.2 vs 1.0",
"Tradeable (Small) vs Pass"
],
"summary": "Why AVGO over NVDA: Win% 71 vs 65 · ER 5.6% vs 0.9% · Score 1.39 vs 0.3 · RS +2.4% vs +3.3% · R:R 3.2 vs 1.0 · Tradeable (Small) vs Pass"
}
],
"win_prob_source": "rules",
"calibration": {
"calibrated_win_prob": 71.0,
"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": 192.08,
"win_scenario_usd": 310.1,
"loss_scenario_usd": 96.88,
"win_prob_pct": 71.0,
"display": "EV $+192 (win +$310 @ 71.0% · loss -$97)"
}
},
{
"rank": 3,
"symbol": "ARM",
"direction": "LONG",
"instrument": "Stock",
"confidence": 71,
"confidence_stars": "★★★☆☆",
"expected_move": "+2.23%",
"expected_return_pct": 2.23,
"win_prob": 71.0,
"win_prob_breakdown": {
"components": [
{
"factor": "Base",
"key": "base",
"points": 50.0
},
{
"factor": "RS",
"key": "rs",
"points": 6.0
},
{
"factor": "Trend",
"key": "trend",
"points": 10.0
},
{
"factor": "Gap",
"key": "gap",
"points": 5.0
}
],
"total": 71.0,
"raw_total": 71.0,
"was_clamped": false
},
"risk_reward": 0.59,
"final_score": 0.75,
"trade_action": "Small",
"relative_strength": 2.93,
"entry": "Above 311.9 (VWAP)",
"entry_source": "vwap",
"entry_price": 311.89,
"entry_zone": {
"low": 310.95,
"high": 312.83,
"mid": 311.89,
"anchors": [
{
"source": "vwap",
"label": "VWAP",
"price": 311.89
}
],
"display": "Entry Zone 311–313",
"entry_source": "vwap",
"tolerance_pct": 0.3
},
"stop": "300.1 (ORB低点)",
"stop_source": "orb_low",
"stop_price": 300.15,
"target": "318.8 (预期收盘)",
"target_source": "expected_close",
"target_price": 318.83,
"targets": [
"318.8 (预期收盘)"
],
"level_anchors": {
"vwap": 311.89,
"orb_high": 314.98,
"orb_low": 300.15,
"prev_high": null,
"prev_low": null,
"prior_close": 300.24,
"orb_from_minute": true
},
"why": [
"RS vs QQQ +2.93%",
"昨日强势 +3.8% 今日 gap 可控",
"Gap 未过度延伸"
],
"why_chain": "RS vs QQQ +2.93% · 昨日强势 +3.8% 今日 gap 可控 · Gap 未过度延伸",
"why_vs_runner_up": "—",
"factor_breakdown": {
"relative_strength_vs_qqq": 2.93,
"relative_strength_vs_smh": -1.0,
"relative_weakness_score": -2.33,
"gap_pct": 0.84,
"beta_proxy": 3.74,
"volume_signal": false,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": 1.01,
"prior_day_change_pct": 3.84
},
"edge_type": "Stock Edge",
"score_formula_display": "final = win_prob(71%) × ER(2.1%) × rr_weight(0.5) / 100",
"expected_high": 318.83,
"expected_low": 305.67,
"expected_close": 318.83,
"current_price": 312.25,
"upside_pct": 2.11,
"downside_risk_pct": 2.11,
"why_factors": [
"RS vs QQQ +2.93%",
"昨日强势 +3.8% 今日 gap 可控",
"Gap 未过度延伸"
],
"why_today": "RS vs QQQ +2.93% · 昨日强势 +3.8% 今日 gap 可控 · Gap 未过度延伸",
"gap_pct": 0.84,
"rr_display": {
"reward_risk_ratio": 0.59,
"risk_reward_ratio": 1.69,
"reward_per_share": 6.94,
"risk_per_share": 11.74,
"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"
},
"catalyst": "Geopolitical Risk · Geopolitical Risk",
"invalidation": "Close below stop $300.15 · Geopolitical escalation invalidates mean-reversion",
"advisory": true,
"level_reasons": {
"entry": {
"price": 311.89,
"source": "vwap",
"confidence": 89,
"reasons": [
{
"source": "vwap",
"label": "VWAP",
"price": 311.89,
"weight_pct": 70.0,
"matched": true,
"primary": true
},
{
"source": "current",
"label": "Above Current",
"price": 312.25,
"weight_pct": 30.0,
"matched": true,
"primary": false
}
]
},
"stop": {
"price": 300.15,
"source": "orb_low",
"confidence": 77,
"reasons": [
{
"source": "orb_low",
"label": "ORB Low",
"price": 300.15,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
},
"target": {
"price": 318.83,
"source": "expected_close",
"confidence": 77,
"reasons": [
{
"source": "expected_close",
"label": "Expected Close",
"price": 318.83,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
}
},
"return_calculation": "(318.83-311.89)/311.89=2.23%",
"heuristic_expected_return_pct": 2.11,
"target_action": "卖出/获利",
"trade_summary_cn": "做多 ARM：在 311.89 附近入场，目标 318.83，预期 +2.23%",
"trade_economics": {
"account_size": 10000.0,
"risk_pct": 1.0,
"position_pct": 25.0,
"shares": 8,
"contracts": 1,
"max_loss_usd": 93.92,
"win_usd": 55.52,
"loss_usd": 93.92,
"expected_value_usd": 12.18,
"risk_per_share": 11.74,
"reward_per_share": 6.94,
"rr_display": {
"reward_risk_ratio": 0.59,
"risk_reward_ratio": 1.69,
"reward_per_share": 6.94,
"risk_per_share": 11.74,
"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"
},
"size_label": "Small",
"display": "$10,000 → Win +$56 / Loss -$94"
},
"position_sizing": {
"risk_pct": 1.0,
"position_pct": 25.0,
"contracts": 1,
"shares": 8,
"max_loss_usd": 93.92,
"size_label": "Small",
"display": "Risk 1.0% → Position 25.0% → 1 unit(s) → Max Loss $93.92"
},
"why_wins_today": [],
"why_not_alternatives": [
{
"symbol": "MU",
"rank": 1,
"reasons": [
"Win% 71 vs 77",
"ER 2.2% vs 4.0%",
"Score 0.75 vs 1.54",
"RS +2.9% vs +4.3%"
],
"summary": "Why ARM over MU: Win% 71 vs 77 · ER 2.2% vs 4.0% · Score 0.75 vs 1.54 · RS +2.9% vs +4.3%"
},
{
"symbol": "AVGO",
"rank": 2,
"reasons": [
"ER 2.2% vs 3.9%",
"Score 0.75 vs 1.39",
"RS +2.9% vs +2.4%"
],
"summary": "Why ARM over AVGO: ER 2.2% vs 3.9% · Score 0.75 vs 1.39 · RS +2.9% vs +2.4%"
},
{
"symbol": "AMD",
"rank": 4,
"reasons": [
"ER 2.2% vs 1.8%",
"Score 0.75 vs 0.64",
"RS +2.9% vs +2.2%"
],
"summary": "Why ARM over AMD: ER 2.2% vs 1.8% · Score 0.75 vs 0.64 · RS +2.9% vs +2.2%"
},
{
"symbol": "SMH",
"rank": 5,
"reasons": [
"Win% 71 vs 66",
"ER 2.2% vs 1.1%",
"Score 0.75 vs 0.36",
"RS +2.9% vs +3.9%",
"R:R 0.59 vs 0.38",
"Tradeable (Small) vs Pass"
],
"summary": "Why ARM over SMH: Win% 71 vs 66 · ER 2.2% vs 1.1% · Score 0.75 vs 0.36 · RS +2.9% vs +3.9% · R:R 0.59 vs 0.38 · Tradeable (Small) vs Pass"
},
{
"symbol": "NVDA",
"rank": 6,
"reasons": [
"Win% 71 vs 65",
"ER 2.2% vs 0.9%",
"Score 0.75 vs 0.3",
"RS +2.9% vs +3.3%",
"Tradeable (Small) vs Pass"
],
"summary": "Why ARM over NVDA: Win% 71 vs 65 · ER 2.2% vs 0.9% · Score 0.75 vs 0.3 · RS +2.9% vs +3.3% · Tradeable (Small) vs Pass"
}
],
"win_prob_source": "rules",
"calibration": {
"calibrated_win_prob": 71.0,
"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": 12.18,
"win_scenario_usd": 55.52,
"loss_scenario_usd": 93.92,
"win_prob_pct": 71.0,
"display": "EV $+12 (win +$56 @ 71.0% · loss -$94)"
}
},
{
"rank": 4,
"symbol": "AMD",
"direction": "LONG",
"instrument": "Stock",
"confidence": 71,
"confidence_stars": "★★★☆☆",
"expected_move": "+2.85%",
"expected_return_pct": 2.85,
"win_prob": 71.0,
"win_prob_breakdown": {
"components": [
{
"factor": "Base",
"key": "base",
"points": 50.0
},
{
"factor": "RS",
"key": "rs",
"points": 6.0
},
{
"factor": "Trend",
"key": "trend",
"points": 10.0
},
{
"factor": "Gap",
"key": "gap",
"points": 5.0
}
],
"total": 71.0,
"raw_total": 71.0,
"was_clamped": false
},
"risk_reward": 1.05,
"final_score": 0.64,
"trade_action": "Small",
"relative_strength": 2.17,
"entry": "Above 528.7 (VWAP)",
"entry_source": "vwap",
"entry_price": 528.72,
"entry_zone": {
"low": 527.13,
"high": 530.31,
"mid": 528.72,
"anchors": [
{
"source": "vwap",
"label": "VWAP",
"price": 528.72
}
],
"display": "Entry Zone 527–530",
"entry_source": "vwap",
"tolerance_pct": 0.3
},
"stop": "514.4 (ORB低点)",
"stop_source": "orb_low",
"stop_price": 514.4,
"target": "543.8 (预期收盘)",
"target_source": "expected_close",
"target_price": 543.81,
"targets": [
"543.8 (预期收盘)"
],
"level_anchors": {
"vwap": 528.72,
"orb_high": 531.92,
"orb_low": 514.4,
"prev_high": null,
"prev_low": null,
"prior_close": 517.41,
"orb_from_minute": true
},
"why": [
"RS vs QQQ +2.17%",
"昨日强势 +3.6% 今日 gap 可控",
"Gap 未过度延伸"
],
"why_chain": "RS vs QQQ +2.17% · 昨日强势 +3.6% 今日 gap 可控 · Gap 未过度延伸",
"why_vs_runner_up": "—",
"factor_breakdown": {
"relative_strength_vs_qqq": 2.17,
"relative_strength_vs_smh": -1.76,
"relative_weakness_score": -1.11,
"gap_pct": 1.47,
"beta_proxy": 3.03,
"volume_signal": false,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": 1.01,
"prior_day_change_pct": 3.58
},
"edge_type": "Stock Edge",
"score_formula_display": "final = win_prob(71%) × ER(1.8%) × rr_weight(0.5) / 100",
"expected_high": 543.81,
"expected_low": 524.49,
"expected_close": 543.81,
"current_price": 534.15,
"upside_pct": 1.81,
"downside_risk_pct": 1.81,
"why_factors": [
"RS vs QQQ +2.17%",
"昨日强势 +3.6% 今日 gap 可控",
"Gap 未过度延伸"
],
"why_today": "RS vs QQQ +2.17% · 昨日强势 +3.6% 今日 gap 可控 · Gap 未过度延伸",
"gap_pct": 1.47,
"rr_display": {
"reward_risk_ratio": 1.05,
"risk_reward_ratio": 0.95,
"reward_per_share": 15.09,
"risk_per_share": 14.32,
"label_reward_risk": "Reward/Risk 1.05",
"label_risk_reward": "Risk:Reward 1:0.95",
"display": "Reward/Risk 1.05 · Risk:Reward 1:0.95",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"catalyst": "Geopolitical Risk · Geopolitical Risk",
"invalidation": "Close below stop $514.4 · Geopolitical escalation invalidates mean-reversion",
"advisory": true,
"level_reasons": {
"entry": {
"price": 528.72,
"source": "vwap",
"confidence": 77,
"reasons": [
{
"source": "vwap",
"label": "VWAP",
"price": 528.72,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
},
"stop": {
"price": 514.4,
"source": "orb_low",
"confidence": 77,
"reasons": [
{
"source": "orb_low",
"label": "ORB Low",
"price": 514.4,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
},
"target": {
"price": 543.81,
"source": "expected_close",
"confidence": 77,
"reasons": [
{
"source": "expected_close",
"label": "Expected Close",
"price": 543.81,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
}
},
"return_calculation": "(543.81-528.72)/528.72=2.85%",
"heuristic_expected_return_pct": 1.81,
"target_action": "卖出/获利",
"trade_summary_cn": "做多 AMD：在 528.72 附近入场，目标 543.81，预期 +2.85%",
"trade_economics": {
"account_size": 10000.0,
"risk_pct": 1.0,
"position_pct": 31.7,
"shares": 6,
"contracts": 1,
"max_loss_usd": 85.92,
"win_usd": 90.54,
"loss_usd": 85.92,
"expected_value_usd": 39.37,
"risk_per_share": 14.32,
"reward_per_share": 15.09,
"rr_display": {
"reward_risk_ratio": 1.05,
"risk_reward_ratio": 0.95,
"reward_per_share": 15.09,
"risk_per_share": 14.32,
"label_reward_risk": "Reward/Risk 1.05",
"label_risk_reward": "Risk:Reward 1:0.95",
"display": "Reward/Risk 1.05 · Risk:Reward 1:0.95",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"size_label": "Small",
"display": "$10,000 → Win +$91 / Loss -$86"
},
"position_sizing": {
"risk_pct": 1.0,
"position_pct": 31.7,
"contracts": 1,
"shares": 6,
"max_loss_usd": 85.92,
"size_label": "Small",
"display": "Risk 1.0% → Position 31.7% → 1 unit(s) → Max Loss $85.92"
},
"why_wins_today": [],
"why_not_alternatives": [
{
"symbol": "MU",
"rank": 1,
"reasons": [
"Win% 71 vs 77",
"ER 2.9% vs 4.0%",
"Score 0.64 vs 1.54",
"RS +2.2% vs +4.3%",
"R:R 1.05 vs 1.0"
],
"summary": "Why AMD over MU: Win% 71 vs 77 · ER 2.9% vs 4.0% · Score 0.64 vs 1.54 · RS +2.2% vs +4.3% · R:R 1.05 vs 1.0"
},
{
"symbol": "AVGO",
"rank": 2,
"reasons": [
"ER 2.9% vs 3.9%",
"Score 0.64 vs 1.39",
"RS +2.2% vs +2.4%",
"R:R 1.05 vs 1.0"
],
"summary": "Why AMD over AVGO: ER 2.9% vs 3.9% · Score 0.64 vs 1.39 · RS +2.2% vs +2.4% · R:R 1.05 vs 1.0"
},
{
"symbol": "ARM",
"rank": 3,
"reasons": [
"ER 2.9% vs 2.1%",
"Score 0.64 vs 0.75",
"RS +2.2% vs +2.9%",
"R:R 1.05 vs 1.0"
],
"summary": "Why AMD over ARM: ER 2.9% vs 2.1% · Score 0.64 vs 0.75 · RS +2.2% vs +2.9% · R:R 1.05 vs 1.0"
},
{
"symbol": "SMH",
"rank": 5,
"reasons": [
"Win% 71 vs 66",
"ER 2.9% vs 1.1%",
"Score 0.64 vs 0.36",
"RS +2.2% vs +3.9%",
"R:R 1.05 vs 0.38",
"Tradeable (Small) vs Pass"
],
"summary": "Why AMD over SMH: Win% 71 vs 66 · ER 2.9% vs 1.1% · Score 0.64 vs 0.36 · RS +2.2% vs +3.9% · R:R 1.05 vs 0.38 · Tradeable (Small) vs Pass"
},
{
"symbol": "NVDA",
"rank": 6,
"reasons": [
"Win% 71 vs 65",
"ER 2.9% vs 0.9%",
"Score 0.64 vs 0.3",
"RS +2.2% vs +3.3%",
"R:R 1.05 vs 1.0",
"Tradeable (Small) vs Pass"
],
"summary": "Why AMD over NVDA: Win% 71 vs 65 · ER 2.9% vs 0.9% · Score 0.64 vs 0.3 · RS +2.2% vs +3.3% · R:R 1.05 vs 1.0 · Tradeable (Small) vs Pass"
}
],
"win_prob_source": "rules",
"calibration": {
"calibrated_win_prob": 71.0,
"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": 39.37,
"win_scenario_usd": 90.54,
"loss_scenario_usd": 85.92,
"win_prob_pct": 71.0,
"display": "EV $+39 (win +$91 @ 71.0% · loss -$86)"
}
}
],
"watchlist_items": [
{
"symbol": "SMH",
"rank": 5,
"win_prob": 66.0,
"expected_return_pct": 1.09,
"trade_action": "Pass",
"why": "RS vs QQQ +3.93% · Volume 信号",
"note": "Monitor — below trade threshold"
},
{
"symbol": "NVDA",
"rank": 6,
"win_prob": 65.0,
"expected_return_pct": 0.93,
"trade_action": "Pass",
"why": "RS vs QQQ +3.34% · News 3 · Volume 信号 · 上行空间 <1.0%",
"note": "Monitor — below trade threshold"
},
{
"symbol": "TQQQ",
"rank": 7,
"win_prob": 66.0,
"expected_return_pct": 0.66,
"trade_action": "Pass",
"why": "RS vs QQQ +2.07% · Volume 信号 · 上行空间 <1.0%",
"note": "Monitor — below trade threshold"
},
{
"symbol": "QQQ",
"rank": 8,
"win_prob": 59.0,
"expected_return_pct": 0.08,
"trade_action": "Pass",
"why": "Gap 未过度延伸 · Volume 信号 · 上行空间 <1.0%",
"note": "Monitor — below trade threshold"
},
{
"symbol": "SPY",
"rank": 9,
"win_prob": 49.0,
"expected_return_pct": -0.24,
"trade_action": "Pass",
"why": "RS 弱于 QQQ -1.17% · Gap 未过度延伸 · Volume 信号 · 上行空间 <1.0%",
"note": "Monitor — below trade threshold"
}
],
"advisory": true
},
"edges": {
"macro_edge": {
"edge": "YES",
"why": "今日有重大催化剂（含地缘/突发）：Geopolitical Risk、Oil Selloff、Trade Policy",
"catalyst": "Geopolitical Risk、Oil Selloff、Trade Policy"
},
"index_edge": {
"edge": "YES",
"why": "QQQ 盘前/开盘 +1.06%"
},
"sector_edge": {
"edge": "YES",
"why": "SMH 领先 QQQ +3.96%",
"sector": "Semiconductor"
},
"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": "MU",
"win_prob": 77.0,
"win_prob_breakdown": {
"components": [
{
"factor": "Base",
"key": "base",
"points": 50.0
},
{
"factor": "RS",
"key": "rs",
"points": 12.0
},
{
"factor": "Trend",
"key": "trend",
"points": 10.0
},
{
"factor": "Catalyst",
"key": "catalyst",
"points": 5.0
}
],
"total": 77.0,
"raw_total": 77.0,
"was_clamped": false
},
"expected_return_pct": 4.0,
"expected_high": 1039.88,
"expected_low": 959.88,
"expected_close": 1039.88,
"current_price": 999.88,
"upside_pct": 4.0,
"downside_risk_pct": 4.0,
"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": 1.54,
"trade_action": "Small",
"trade": "Small",
"gap_pct": 3.97,
"relative_strength": 4.31,
"relative_strength_vs_smh": 0.38,
"relative_weakness_score": -4.54,
"prior_day_change_pct": 6.77,
"why_factors": [
"RS vs QQQ +4.31%",
"昨日强势 +6.8% 今日 gap 可控",
"News 1"
],
"why": "RS vs QQQ +4.31% · 昨日强势 +6.8% 今日 gap 可控 · News 1",
"score": 15,
"news_count": 1,
"factor_breakdown": {
"relative_strength_vs_qqq": 4.31,
"relative_strength_vs_smh": 0.38,
"relative_weakness_score": -4.54,
"gap_pct": 3.97,
"beta_proxy": 5.03,
"volume_signal": false,
"news_count": 1,
"extended_gap_penalty": 0.0,
"vix_change_pct": 1.01,
"prior_day_change_pct": 6.77
},
"edge_type": "Stock Edge",
"score_formula_display": "final = win_prob(77%) × ER(4.0%) × rr_weight(0.5) / 100",
"rr_weight": 0.5,
"why_vs_runner_up": "MU RS +4.3% vs AVGO +2.4%；ER 4.0% vs 3.9%；Win% 77 vs 71；higher beta (5.0 vs 3.2)；relative strength",
"advisory": true,
"rank": 1,
"direction": "LONG"
},
{
"symbol": "AVGO",
"win_prob": 71.0,
"win_prob_breakdown": {
"components": [
{
"factor": "Base",
"key": "base",
"points": 50.0
},
{
"factor": "RS",
"key": "rs",
"points": 6.0
},
{
"factor": "Trend",
"key": "trend",
"points": 10.0
},
{
"factor": "Gap",
"key": "gap",
"points": 5.0
}
],
"total": 71.0,
"raw_total": 71.0,
"was_clamped": false
},
"expected_return_pct": 3.92,
"expected_high": 417.76,
"expected_low": 386.24,
"expected_close": 417.76,
"current_price": 402.0,
"upside_pct": 3.92,
"downside_risk_pct": 3.92,
"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": 1.39,
"trade_action": "Small",
"trade": "Small",
"gap_pct": 1.49,
"relative_strength": 2.35,
"relative_strength_vs_smh": -1.58,
"relative_weakness_score": -1.4,
"prior_day_change_pct": 8.59,
"why_factors": [
"RS vs QQQ +2.35%",
"昨日强势 +8.6% 今日 gap 可控",
"Gap 未过度延伸"
],
"why": "RS vs QQQ +2.35% · 昨日强势 +8.6% 今日 gap 可控 · Gap 未过度延伸",
"score": 14,
"news_count": 0,
"factor_breakdown": {
"relative_strength_vs_qqq": 2.35,
"relative_strength_vs_smh": -1.58,
"relative_weakness_score": -1.4,
"gap_pct": 1.49,
"beta_proxy": 3.2,
"volume_signal": false,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": 1.01,
"prior_day_change_pct": 8.59
},
"edge_type": "Stock Edge",
"score_formula_display": "final = win_prob(71%) × ER(3.9%) × rr_weight(0.5) / 100",
"rr_weight": 0.5,
"why_vs_runner_up": "—",
"advisory": true,
"rank": 2,
"direction": "LONG"
},
{
"symbol": "ARM",
"win_prob": 71.0,
"win_prob_breakdown": {
"components": [
{
"factor": "Base",
"key": "base",
"points": 50.0
},
{
"factor": "RS",
"key": "rs",
"points": 6.0
},
{
"factor": "Trend",
"key": "trend",
"points": 10.0
},
{
"factor": "Gap",
"key": "gap",
"points": 5.0
}
],
"total": 71.0,
"raw_total": 71.0,
"was_clamped": false
},
"expected_return_pct": 2.11,
"expected_high": 318.83,
"expected_low": 305.67,
"expected_close": 318.83,
"current_price": 312.25,
"upside_pct": 2.11,
"downside_risk_pct": 2.11,
"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": 0.75,
"trade_action": "Small",
"trade": "Small",
"gap_pct": 0.84,
"relative_strength": 2.93,
"relative_strength_vs_smh": -1.0,
"relative_weakness_score": -2.33,
"prior_day_change_pct": 3.84,
"why_factors": [
"RS vs QQQ +2.93%",
"昨日强势 +3.8% 今日 gap 可控",
"Gap 未过度延伸"
],
"why": "RS vs QQQ +2.93% · 昨日强势 +3.8% 今日 gap 可控 · Gap 未过度延伸",
"score": 8,
"news_count": 0,
"factor_breakdown": {
"relative_strength_vs_qqq": 2.93,
"relative_strength_vs_smh": -1.0,
"relative_weakness_score": -2.33,
"gap_pct": 0.84,
"beta_proxy": 3.74,
"volume_signal": false,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": 1.01,
"prior_day_change_pct": 3.84
},
"edge_type": "Stock Edge",
"score_formula_display": "final = win_prob(71%) × ER(2.1%) × rr_weight(0.5) / 100",
"rr_weight": 0.5,
"why_vs_runner_up": "—",
"advisory": true,
"rank": 3,
"direction": "LONG"
},
{
"symbol": "AMD",
"win_prob": 71.0,
"win_prob_breakdown": {
"components": [
{
"factor": "Base",
"key": "base",
"points": 50.0
},
{
"factor": "RS",
"key": "rs",
"points": 6.0
},
{
"factor": "Trend",
"key": "trend",
"points": 10.0
},
{
"factor": "Gap",
"key": "gap",
"points": 5.0
}
],
"total": 71.0,
"raw_total": 71.0,
"was_clamped": false
},
"expected_return_pct": 1.81,
"expected_high": 543.81,
"expected_low": 524.49,
"expected_close": 543.81,
"current_price": 534.15,
"upside_pct": 1.81,
"downside_risk_pct": 1.81,
"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": 0.64,
"trade_action": "Small",
"trade": "Small",
"gap_pct": 1.47,
"relative_strength": 2.17,
"relative_strength_vs_smh": -1.76,
"relative_weakness_score": -1.11,
"prior_day_change_pct": 3.58,
"why_factors": [
"RS vs QQQ +2.17%",
"昨日强势 +3.6% 今日 gap 可控",
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"lesson": "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",
"playbook_refs": [
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"data_gaps": []
}