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 7
H-2026-07-13-001Surprise：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；SMH -3.5% + QQQ -1.6%：半导体拖累纳指
{
"date": "2026-07-13",
"features": {
"dgs10": 4.54,
"dgs2": null,
"vix": 16.28,
"vix_chg": 8.32,
"qqq_chg": -1.61,
"smh_chg": -3.51,
"nvda_chg": 0.15,
"spy_chg": 0.0,
"oil_chg": 0.0,
"dxy_chg": -0.07,
"breadth_proxy": 0.7142857142857143,
"qqq_gap": -1.1,
"news_headline_count": 38,
"news_bearish_ratio": 0.278,
"news_ai_mentions": 111,
"news_macro_mentions": 11,
"news_oil_mentions": 3,
"news_risk_mentions": 5
},
"regime": {
"label": "AI Expansion",
"confidence": 0.82
},
"hypothesis": {
"id": "H-2026-07-13-001",
"statement": "AI/Semiconductor leads index today; macro is secondary variable",
"evidence": [
"VIX=16.3 (low fear)",
"NVDA +2.4%",
"Breadth 71% (broad participation)"
],
"counter_evidence": [
"VIX↑ 8.3% (risk-off pressure)",
"SMH -1.9%"
],
"confidence": 0.66,
"status": "待验证"
},
"morning": {
"bias": "Neutral",
"total": -1,
"driver_type": "Fed",
"daily_driver": "Fed Headlines",
"best_opportunity": {
"direction": "SHORT",
"symbol": "MU",
"instrument": "Stock",
"confidence": 79,
"confidence_stars": "★★★☆☆",
"entry": "Below 913.0 (ORB低点)",
"entry_source": "orb_low",
"entry_price": 913.0,
"stop": "954.0 (ORB高点)",
"stop_source": "orb_high",
"stop_price": 954.0,
"target": "901.6 (预期收盘)",
"target_source": "expected_close",
"target_price": 901.59,
"target_action": "买入/平空仓",
"targets": [
"901.6 (预期收盘)"
],
"duration": "Intraday",
"why": [
"RS弱于QQQ -3.85%",
"RS弱于SMH -3.19%",
"昨日弱势 -5.3% 延续下行",
"News 2 (利空做空)",
"VIX 走高"
],
"why_chain": "RS弱于QQQ -3.85% · RS弱于SMH -3.19% · 昨日弱势 -5.3% 延续下行 · News 2 (利空做空)",
"why_vs_runner_up": "MU RS -3.9% vs ARM -1.6%；ER 3.5% vs 3.4%；higher beta (6.4 vs 3.2)；relative weakness play",
"factor_breakdown": {
"relative_strength_vs_qqq": -3.85,
"relative_strength_vs_smh": -3.19,
"relative_weakness_score": 5.76,
"gap_pct": -2.58,
"beta_proxy": 6.42,
"volume_signal": false,
"news_count": 2,
"extended_gap_penalty": 0.0,
"vix_change_pct": 8.32,
"prior_day_change_pct": -5.31
},
"edge_type": "Stock Edge",
"score_formula_display": "final = win_prob(79%) × ER(3.5%) × rr_weight(0.5) / 100",
"win_prob": 79.0,
"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": "Catalyst",
"key": "catalyst",
"points": -5.0
},
{
"factor": "Macro",
"key": "macro",
"points": 6.0
}
],
"total": 79.0,
"raw_total": 79.0,
"was_clamped": false
},
"expected_return_pct": 1.25,
"expected_move": "+1.25%",
"return_calculation": "(913.0-901.59)/913.0=1.25%",
"trade_summary_cn": "做空 MU：在 913.0 附近入场，目标 901.59，预期 +1.25%",
"risk_reward": 0.28,
"rr_display": {
"reward_risk_ratio": 0.28,
"risk_reward_ratio": 3.57,
"reward_per_share": 11.41,
"risk_per_share": 41.0,
"label_reward_risk": "Reward/Risk 0.28",
"label_risk_reward": "Risk:Reward 1:3.57",
"display": "Reward/Risk 0.28 · Risk:Reward 1:3.57",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"entry_zone": {
"low": 910.26,
"high": 915.74,
"mid": 913.0,
"anchors": [
{
"source": "orb_low",
"label": "ORB低点",
"price": 913.0
}
],
"display": "Entry Zone 910–916",
"entry_source": "orb_low",
"tolerance_pct": 0.3
},
"rank_summary": "MU ranked #1 because largest expected range + highest probability",
"win_prob_source": "rules",
"calibration": {
"calibrated_win_prob": 79.0,
"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": 0.81,
"win_scenario_usd": 22.82,
"loss_scenario_usd": 82.0,
"win_prob_pct": 79.0,
"display": "EV $+1 (win +$23 @ 79.0% · loss -$82)"
},
"final_score": 1.4,
"level_anchors": {
"vwap": 929.29,
"orb_high": 954.0,
"orb_low": 913.0,
"prev_high": null,
"prev_low": null,
"prior_close": 979.3,
"orb_from_minute": true
},
"level_reasons": {
"entry": {
"price": 913.0,
"source": "orb_low",
"confidence": 77,
"reasons": [
{
"source": "orb_low",
"label": "ORB Low",
"price": 913.0,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
},
"stop": {
"price": 954.0,
"source": "orb_high",
"confidence": 77,
"reasons": [
{
"source": "orb_high",
"label": "ORB High",
"price": 954.0,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
},
"target": {
"price": 901.59,
"source": "expected_close",
"confidence": 77,
"reasons": [
{
"source": "expected_close",
"label": "Expected Close",
"price": 901.59,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
}
},
"trade_economics": {
"account_size": 10000.0,
"risk_pct": 1.0,
"position_pct": 18.3,
"shares": 2,
"contracts": 1,
"max_loss_usd": 82.0,
"win_usd": 22.82,
"loss_usd": 82.0,
"expected_value_usd": 0.81,
"risk_per_share": 41.0,
"reward_per_share": 11.41,
"rr_display": {
"reward_risk_ratio": 0.28,
"risk_reward_ratio": 3.57,
"reward_per_share": 11.41,
"risk_per_share": 41.0,
"label_reward_risk": "Reward/Risk 0.28",
"label_risk_reward": "Risk:Reward 1:3.57",
"display": "Reward/Risk 0.28 · Risk:Reward 1:3.57",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"size_label": "Small",
"display": "$10,000 → Win +$23 / Loss -$82"
},
"position_sizing": {
"risk_pct": 1.0,
"position_pct": 18.3,
"contracts": 1,
"shares": 2,
"max_loss_usd": 82.0,
"size_label": "Small",
"display": "Risk 1.0% → Position 18.3% → 1 unit(s) → Max Loss $82.0"
},
"why_wins_today": [
{
"rank": 1,
"dimension": "expected_range",
"label": "Largest Expected Range",
"primary_value": 7.08,
"runner_up_value": 6.76,
"wins": true
},
{
"rank": 2,
"dimension": "win_prob",
"label": "Highest Probability",
"primary_value": 79.0,
"runner_up_value": 79.0,
"wins": true
}
],
"why_not_alternatives": [
{
"symbol": "ARM",
"rank": 2,
"reasons": [
"ER 1.2% vs 3.4%",
"Score 1.4 vs 1.34",
"RS -3.9% vs -1.6%"
],
"summary": "Why MU over ARM: ER 1.2% vs 3.4% · Score 1.4 vs 1.34 · RS -3.9% vs -1.6%"
},
{
"symbol": "AMD",
"rank": 3,
"reasons": [
"Win% 79 vs 71",
"ER 1.2% vs 0.7%",
"Score 1.4 vs 0.24",
"RS -3.9% vs -1.6%",
"Tradeable (Small) vs Pass"
],
"summary": "Why MU over AMD: Win% 79 vs 71 · ER 1.2% vs 0.7% · Score 1.4 vs 0.24 · RS -3.9% vs -1.6% · Tradeable (Small) vs Pass"
},
{
"symbol": "AVGO",
"rank": 4,
"reasons": [
"Win% 79 vs 76",
"ER 1.2% vs 0.5%",
"Score 1.4 vs 0.18",
"RS -3.9% vs -0.8%",
"Tradeable (Small) vs Pass"
],
"summary": "Why MU over AVGO: Win% 79 vs 76 · ER 1.2% vs 0.5% · Score 1.4 vs 0.18 · RS -3.9% vs -0.8% · Tradeable (Small) vs Pass"
},
{
"symbol": "TQQQ",
"rank": 5,
"reasons": [
"Win% 79 vs 54",
"ER 1.2% vs 0.5%",
"Score 1.4 vs 0.14",
"RS -3.9% vs -1.4%",
"R:R 0.28 vs 0.26",
"Tradeable (Small) vs Pass"
],
"summary": "Why MU over TQQQ: Win% 79 vs 54 · ER 1.2% vs 0.5% · Score 1.4 vs 0.14 · RS -3.9% vs -1.4% · R:R 0.28 vs 0.26 · Tradeable (Small) vs Pass"
},
{
"symbol": "SMH",
"rank": 6,
"reasons": [
"Win% 79 vs 54",
"ER 1.2% vs 0.3%",
"Score 1.4 vs 0.08",
"RS -3.9% vs -0.7%",
"Tradeable (Small) vs Pass"
],
"summary": "Why MU over SMH: Win% 79 vs 54 · ER 1.2% vs 0.3% · Score 1.4 vs 0.08 · RS -3.9% vs -0.7% · Tradeable (Small) vs Pass"
}
],
"avoid": [],
"one_liner": "做空 MU：在 913.0 附近入场，目标 901.59，预期 +1.25%",
"p16_gate": "No Trade",
"advisory": true,
"horizon": "Intraday"
},
"best_trades": {
"primary": {
"rank": 1,
"symbol": "MU",
"direction": "SHORT",
"instrument": "Stock",
"confidence": 79,
"confidence_stars": "★★★☆☆",
"expected_move": "+1.25%",
"expected_return_pct": 1.25,
"win_prob": 79.0,
"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": "Catalyst",
"key": "catalyst",
"points": -5.0
},
{
"factor": "Macro",
"key": "macro",
"points": 6.0
}
],
"total": 79.0,
"raw_total": 79.0,
"was_clamped": false
},
"risk_reward": 0.28,
"final_score": 1.4,
"trade_action": "Small",
"relative_strength": -3.85,
"entry": "Below 913.0 (ORB低点)",
"entry_source": "orb_low",
"entry_price": 913.0,
"entry_zone": {
"low": 910.26,
"high": 915.74,
"mid": 913.0,
"anchors": [
{
"source": "orb_low",
"label": "ORB低点",
"price": 913.0
}
],
"display": "Entry Zone 910–916",
"entry_source": "orb_low",
"tolerance_pct": 0.3
},
"stop": "954.0 (ORB高点)",
"stop_source": "orb_high",
"stop_price": 954.0,
"target": "901.6 (预期收盘)",
"target_source": "expected_close",
"target_price": 901.59,
"targets": [
"901.6 (预期收盘)"
],
"level_anchors": {
"vwap": 929.29,
"orb_high": 954.0,
"orb_low": 913.0,
"prev_high": null,
"prev_low": null,
"prior_close": 979.3,
"orb_from_minute": true
},
"levels_valid": true,
"why": [
"RS弱于QQQ -3.85%",
"RS弱于SMH -3.19%",
"昨日弱势 -5.3% 延续下行",
"News 2 (利空做空)",
"VIX 走高"
],
"why_chain": "RS弱于QQQ -3.85% · RS弱于SMH -3.19% · 昨日弱势 -5.3% 延续下行 · News 2 (利空做空)",
"why_vs_runner_up": "MU RS -3.9% vs ARM -1.6%；ER 3.5% vs 3.4%；higher beta (6.4 vs 3.2)；relative weakness play",
"factor_breakdown": {
"relative_strength_vs_qqq": -3.85,
"relative_strength_vs_smh": -3.19,
"relative_weakness_score": 5.76,
"gap_pct": -2.58,
"beta_proxy": 6.42,
"volume_signal": false,
"news_count": 2,
"extended_gap_penalty": 0.0,
"vix_change_pct": 8.32,
"prior_day_change_pct": -5.31
},
"edge_type": "Stock Edge",
"score_formula_display": "final = win_prob(79%) × ER(3.5%) × rr_weight(0.5) / 100",
"expected_high": 967.69,
"expected_low": 901.59,
"expected_close": 901.59,
"current_price": 934.64,
"upside_pct": 3.54,
"downside_risk_pct": 3.54,
"why_factors": [
"RS弱于QQQ -3.85%",
"RS弱于SMH -3.19%",
"昨日弱势 -5.3% 延续下行",
"News 2 (利空做空)",
"VIX 走高"
],
"why_today": "RS弱于QQQ -3.85% · RS弱于SMH -3.19% · 昨日弱势 -5.3% 延续下行 · News 2 (利空做空) · VIX 走高",
"gap_pct": -2.58,
"rr_display": {
"reward_risk_ratio": 0.28,
"risk_reward_ratio": 3.57,
"reward_per_share": 11.41,
"risk_per_share": 41.0,
"label_reward_risk": "Reward/Risk 0.28",
"label_risk_reward": "Risk:Reward 1:3.57",
"display": "Reward/Risk 0.28 · Risk:Reward 1:3.57",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"catalyst": "Fed Headlines · Geopolitical Risk",
"invalidation": "Close above stop $954.0 · Geopolitical escalation invalidates mean-reversion",
"advisory": true,
"level_reasons": {
"entry": {
"price": 913.0,
"source": "orb_low",
"confidence": 77,
"reasons": [
{
"source": "orb_low",
"label": "ORB Low",
"price": 913.0,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
},
"stop": {
"price": 954.0,
"source": "orb_high",
"confidence": 77,
"reasons": [
{
"source": "orb_high",
"label": "ORB High",
"price": 954.0,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
},
"target": {
"price": 901.59,
"source": "expected_close",
"confidence": 77,
"reasons": [
{
"source": "expected_close",
"label": "Expected Close",
"price": 901.59,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
}
},
"return_calculation": "(913.0-901.59)/913.0=1.25%",
"heuristic_expected_return_pct": 3.54,
"target_action": "买入/平空仓",
"trade_summary_cn": "做空 MU：在 913.0 附近入场，目标 901.59，预期 +1.25%",
"trade_economics": {
"account_size": 10000.0,
"risk_pct": 1.0,
"position_pct": 18.3,
"shares": 2,
"contracts": 1,
"max_loss_usd": 82.0,
"win_usd": 22.82,
"loss_usd": 82.0,
"expected_value_usd": 0.81,
"risk_per_share": 41.0,
"reward_per_share": 11.41,
"rr_display": {
"reward_risk_ratio": 0.28,
"risk_reward_ratio": 3.57,
"reward_per_share": 11.41,
"risk_per_share": 41.0,
"label_reward_risk": "Reward/Risk 0.28",
"label_risk_reward": "Risk:Reward 1:3.57",
"display": "Reward/Risk 0.28 · Risk:Reward 1:3.57",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"size_label": "Small",
"display": "$10,000 → Win +$23 / Loss -$82"
},
"position_sizing": {
"risk_pct": 1.0,
"position_pct": 18.3,
"contracts": 1,
"shares": 2,
"max_loss_usd": 82.0,
"size_label": "Small",
"display": "Risk 1.0% → Position 18.3% → 1 unit(s) → Max Loss $82.0"
},
"why_wins_today": [
{
"rank": 1,
"dimension": "expected_range",
"label": "Largest Expected Range",
"primary_value": 7.08,
"runner_up_value": 6.76,
"wins": true
},
{
"rank": 2,
"dimension": "win_prob",
"label": "Highest Probability",
"primary_value": 79.0,
"runner_up_value": 79.0,
"wins": true
}
],
"why_not_alternatives": [
{
"symbol": "ARM",
"rank": 2,
"reasons": [
"ER 1.2% vs 3.4%",
"Score 1.4 vs 1.34",
"RS -3.9% vs -1.6%"
],
"summary": "Why MU over ARM: ER 1.2% vs 3.4% · Score 1.4 vs 1.34 · RS -3.9% vs -1.6%"
},
{
"symbol": "AMD",
"rank": 3,
"reasons": [
"Win% 79 vs 71",
"ER 1.2% vs 0.7%",
"Score 1.4 vs 0.24",
"RS -3.9% vs -1.6%",
"Tradeable (Small) vs Pass"
],
"summary": "Why MU over AMD: Win% 79 vs 71 · ER 1.2% vs 0.7% · Score 1.4 vs 0.24 · RS -3.9% vs -1.6% · Tradeable (Small) vs Pass"
},
{
"symbol": "AVGO",
"rank": 4,
"reasons": [
"Win% 79 vs 76",
"ER 1.2% vs 0.5%",
"Score 1.4 vs 0.18",
"RS -3.9% vs -0.8%",
"Tradeable (Small) vs Pass"
],
"summary": "Why MU over AVGO: Win% 79 vs 76 · ER 1.2% vs 0.5% · Score 1.4 vs 0.18 · RS -3.9% vs -0.8% · Tradeable (Small) vs Pass"
},
{
"symbol": "TQQQ",
"rank": 5,
"reasons": [
"Win% 79 vs 54",
"ER 1.2% vs 0.5%",
"Score 1.4 vs 0.14",
"RS -3.9% vs -1.4%",
"R:R 0.28 vs 0.26",
"Tradeable (Small) vs Pass"
],
"summary": "Why MU over TQQQ: Win% 79 vs 54 · ER 1.2% vs 0.5% · Score 1.4 vs 0.14 · RS -3.9% vs -1.4% · R:R 0.28 vs 0.26 · Tradeable (Small) vs Pass"
},
{
"symbol": "SMH",
"rank": 6,
"reasons": [
"Win% 79 vs 54",
"ER 1.2% vs 0.3%",
"Score 1.4 vs 0.08",
"RS -3.9% vs -0.7%",
"Tradeable (Small) vs Pass"
],
"summary": "Why MU over SMH: Win% 79 vs 54 · ER 1.2% vs 0.3% · Score 1.4 vs 0.08 · RS -3.9% vs -0.7% · Tradeable (Small) vs Pass"
}
],
"rank_summary": "MU ranked #1 because largest expected range + highest probability",
"win_prob_source": "rules",
"calibration": {
"calibrated_win_prob": 79.0,
"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": 0.81,
"win_scenario_usd": 22.82,
"loss_scenario_usd": 82.0,
"win_prob_pct": 79.0,
"display": "EV $+1 (win +$23 @ 79.0% · loss -$82)"
},
"entry_status": {
"current_price": 934.64,
"ideal_entry": 913.0,
"distance_pct": -2.37,
"new_plan": null,
"advisory": true,
"advisory_tag": "ADVISORY — 不构成投资建议",
"zone_low": 910.26,
"zone_high": 915.74,
"miss_threshold_pct": 1.0,
"status": "PREMARKET",
"status_reason": "Premarket Ideal Entry — plan not yet live",
"action_hint": "Entry still valid",
"remaining_er_pct": 3.54,
"live_expected_return_pct": 3.54,
"alternate_entry": null
},
"horizon": "Intraday"
},
"secondary": {
"rank": 2,
"symbol": "ARM",
"direction": "SHORT",
"instrument": "Stock",
"horizon": "Intraday",
"confidence": 79,
"confidence_stars": "★★★☆☆",
"expected_move": "+1.18%",
"expected_return_pct": 1.18,
"win_prob": 79.0,
"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": "Catalyst",
"key": "catalyst",
"points": -5.0
},
{
"factor": "Macro",
"key": "macro",
"points": 6.0
}
],
"total": 79.0,
"raw_total": 79.0,
"was_clamped": false
},
"risk_reward": 0.46,
"final_score": 1.34,
"trade_action": "Small",
"relative_strength": -1.6,
"entry": "Below 308.9 (ORB低点)",
"entry_source": "orb_low",
"entry_price": 308.88,
"entry_zone": {
"low": 307.95,
"high": 309.81,
"mid": 308.88,
"anchors": [
{
"source": "orb_low",
"label": "ORB低点",
"price": 308.88
}
],
"display": "Entry Zone 308–310",
"entry_source": "orb_low",
"tolerance_pct": 0.3
},
"stop": "316.8 (ORB高点)",
"stop_source": "orb_high",
"stop_price": 316.77,
"target": "305.2 (预期收盘)",
"target_source": "expected_close",
"target_price": 305.24,
"targets": [
"305.2 (预期收盘)"
],
"level_anchors": {
"vwap": 315.01,
"orb_high": 316.77,
"orb_low": 308.88,
"prev_high": null,
"prev_low": null,
"prior_close": 323.39,
"orb_from_minute": true
},
"levels_valid": true,
"why": [
"RS弱于QQQ -1.60%",
"RS弱于SMH -0.94%",
"昨日弱势 -6.5% 延续下行",
"News 1 (利空做空)",
"VIX 走高"
],
"why_chain": "RS弱于QQQ -1.60% · RS弱于SMH -0.94% · 昨日弱势 -6.5% 延续下行 · News 1 (利空做空)",
"why_vs_runner_up": "—",
"factor_breakdown": {
"relative_strength_vs_qqq": -1.6,
"relative_strength_vs_smh": -0.94,
"relative_weakness_score": 2.16,
"gap_pct": -3.31,
"beta_proxy": 3.25,
"volume_signal": false,
"news_count": 1,
"extended_gap_penalty": 0.0,
"vix_change_pct": 8.32,
"prior_day_change_pct": -6.55
},
"edge_type": "Stock Edge",
"score_formula_display": "final = win_prob(79%) × ER(3.4%) × rr_weight(0.5) / 100",
"expected_high": 326.62,
"expected_low": 305.24,
"expected_close": 305.24,
"current_price": 315.93,
"upside_pct": 3.38,
"downside_risk_pct": 3.38,
"why_factors": [
"RS弱于QQQ -1.60%",
"RS弱于SMH -0.94%",
"昨日弱势 -6.5% 延续下行",
"News 1 (利空做空)",
"VIX 走高"
],
"why_today": "RS弱于QQQ -1.60% · RS弱于SMH -0.94% · 昨日弱势 -6.5% 延续下行 · News 1 (利空做空) · VIX 走高",
"gap_pct": -3.31,
"rr_display": {
"reward_risk_ratio": 0.46,
"risk_reward_ratio": 2.17,
"reward_per_share": 3.64,
"risk_per_share": 7.89,
"label_reward_risk": "Reward/Risk 0.46",
"label_risk_reward": "Risk:Reward 1:2.17",
"display": "Reward/Risk 0.46 · Risk:Reward 1:2.17",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"catalyst": "Fed Headlines · Geopolitical Risk",
"invalidation": "Close above stop $316.77 · Geopolitical escalation invalidates mean-reversion",
"advisory": true,
"level_reasons": {
"entry": {
"price": 308.88,
"source": "orb_low",
"confidence": 77,
"reasons": [
{
"source": "orb_low",
"label": "ORB Low",
"price": 308.88,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
},
"stop": {
"price": 316.77,
"source": "orb_high",
"confidence": 89,
"reasons": [
{
"source": "orb_high",
"label": "ORB High",
"price": 316.77,
"weight_pct": 70.0,
"matched": true,
"primary": true
},
{
"source": "vwap",
"label": "VWAP",
"price": 315.01,
"weight_pct": 30.0,
"matched": true,
"primary": false
}
]
},
"target": {
"price": 305.24,
"source": "expected_close",
"confidence": 77,
"reasons": [
{
"source": "expected_close",
"label": "Expected Close",
"price": 305.24,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
}
},
"return_calculation": "(308.88-305.24)/308.88=1.18%",
"heuristic_expected_return_pct": 3.38,
"target_action": "买入/平空仓",
"trade_summary_cn": "做空 ARM：在 308.88 附近入场，目标 305.24，预期 +1.18%",
"trade_economics": {
"account_size": 10000.0,
"risk_pct": 1.0,
"position_pct": 37.1,
"shares": 12,
"contracts": 1,
"max_loss_usd": 94.68,
"win_usd": 43.68,
"loss_usd": 94.68,
"expected_value_usd": 14.62,
"risk_per_share": 7.89,
"reward_per_share": 3.64,
"rr_display": {
"reward_risk_ratio": 0.46,
"risk_reward_ratio": 2.17,
"reward_per_share": 3.64,
"risk_per_share": 7.89,
"label_reward_risk": "Reward/Risk 0.46",
"label_risk_reward": "Risk:Reward 1:2.17",
"display": "Reward/Risk 0.46 · Risk:Reward 1:2.17",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"size_label": "Small",
"display": "$10,000 → Win +$44 / Loss -$95"
},
"position_sizing": {
"risk_pct": 1.0,
"position_pct": 37.1,
"contracts": 1,
"shares": 12,
"max_loss_usd": 94.68,
"size_label": "Small",
"display": "Risk 1.0% → Position 37.1% → 1 unit(s) → Max Loss $94.68"
},
"why_wins_today": [
{
"rank": 1,
"dimension": "win_prob",
"label": "Highest Probability",
"primary_value": 79.0,
"runner_up_value": 79.0,
"wins": true
}
],
"why_not_alternatives": [
{
"symbol": "MU",
"rank": 1,
"reasons": [
"ER 1.2% vs 3.5%",
"Score 1.34 vs 1.4",
"RS -1.6% vs -3.9%"
],
"summary": "Why ARM over MU: ER 1.2% vs 3.5% · Score 1.34 vs 1.4 · RS -1.6% vs -3.9%"
},
{
"symbol": "AMD",
"rank": 3,
"reasons": [
"Win% 79 vs 71",
"ER 1.2% vs 0.7%",
"Score 1.34 vs 0.24",
"Tradeable (Small) vs Pass"
],
"summary": "Why ARM over AMD: Win% 79 vs 71 · ER 1.2% vs 0.7% · Score 1.34 vs 0.24 · Tradeable (Small) vs Pass"
},
{
"symbol": "AVGO",
"rank": 4,
"reasons": [
"Win% 79 vs 76",
"ER 1.2% vs 0.5%",
"Score 1.34 vs 0.18",
"RS -1.6% vs -0.8%",
"Tradeable (Small) vs Pass"
],
"summary": "Why ARM over AVGO: Win% 79 vs 76 · ER 1.2% vs 0.5% · Score 1.34 vs 0.18 · RS -1.6% vs -0.8% · Tradeable (Small) vs Pass"
},
{
"symbol": "TQQQ",
"rank": 5,
"reasons": [
"Win% 79 vs 54",
"ER 1.2% vs 0.5%",
"Score 1.34 vs 0.14",
"RS -1.6% vs -1.4%",
"R:R 0.46 vs 0.26",
"Tradeable (Small) vs Pass"
],
"summary": "Why ARM over TQQQ: Win% 79 vs 54 · ER 1.2% vs 0.5% · Score 1.34 vs 0.14 · RS -1.6% vs -1.4% · R:R 0.46 vs 0.26 · Tradeable (Small) vs Pass"
},
{
"symbol": "SMH",
"rank": 6,
"reasons": [
"Win% 79 vs 54",
"ER 1.2% vs 0.3%",
"Score 1.34 vs 0.08",
"RS -1.6% vs -0.7%",
"R:R 0.46 vs 0.41",
"Tradeable (Small) vs Pass"
],
"summary": "Why ARM over SMH: Win% 79 vs 54 · ER 1.2% vs 0.3% · Score 1.34 vs 0.08 · RS -1.6% vs -0.7% · R:R 0.46 vs 0.41 · Tradeable (Small) vs Pass"
}
],
"win_prob_source": "rules",
"calibration": {
"calibrated_win_prob": 79.0,
"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": 14.62,
"win_scenario_usd": 43.68,
"loss_scenario_usd": 94.68,
"win_prob_pct": 79.0,
"display": "EV $+15 (win +$44 @ 79.0% · loss -$95)"
},
"entry_status": {
"current_price": 315.93,
"ideal_entry": 308.88,
"distance_pct": -2.28,
"remaining_er_pct": 3.38,
"live_expected_return_pct": 3.38,
"new_plan": null,
"alternate_entry": null,
"advisory": true,
"advisory_tag": "ADVISORY — 不构成投资建议",
"zone_low": 307.95,
"zone_high": 309.81,
"miss_threshold_pct": 1.0,
"status": "PREMARKET",
"status_reason": "Premarket Ideal Entry — plan not yet live",
"action_hint": "Entry still valid"
}
},
"watchlist": null,
"index_trade": "NO TRADE",
"threshold_message": null,
"stock_trades": [
{
"rank": 1,
"symbol": "MU",
"direction": "SHORT",
"confidence": 79,
"expected_move": "+1.25%",
"why": "RS弱于QQQ -3.85% · RS弱于SMH -3.19% · 昨日弱势 -5.3% 延续下行 · News 2 (利空做空)"
},
{
"rank": 2,
"symbol": "ARM",
"direction": "SHORT",
"confidence": 79,
"expected_move": "+1.18%",
"why": "RS弱于QQQ -1.60% · RS弱于SMH -0.94% · 昨日弱势 -6.5% 延续下行 · News 1 (利空做空)"
}
],
"top_trades": [
{
"rank": 1,
"symbol": "MU",
"direction": "SHORT",
"instrument": "Stock",
"horizon": "Intraday",
"confidence": 79,
"confidence_stars": "★★★☆☆",
"expected_move": "+1.25%",
"expected_return_pct": 1.25,
"win_prob": 79.0,
"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": "Catalyst",
"key": "catalyst",
"points": -5.0
},
{
"factor": "Macro",
"key": "macro",
"points": 6.0
}
],
"total": 79.0,
"raw_total": 79.0,
"was_clamped": false
},
"risk_reward": 0.28,
"final_score": 1.4,
"trade_action": "Small",
"relative_strength": -3.85,
"entry": "Below 913.0 (ORB低点)",
"entry_source": "orb_low",
"entry_price": 913.0,
"entry_zone": {
"low": 910.26,
"high": 915.74,
"mid": 913.0,
"anchors": [
{
"source": "orb_low",
"label": "ORB低点",
"price": 913.0
}
],
"display": "Entry Zone 910–916",
"entry_source": "orb_low",
"tolerance_pct": 0.3
},
"stop": "954.0 (ORB高点)",
"stop_source": "orb_high",
"stop_price": 954.0,
"target": "901.6 (预期收盘)",
"target_source": "expected_close",
"target_price": 901.59,
"targets": [
"901.6 (预期收盘)"
],
"level_anchors": {
"vwap": 929.29,
"orb_high": 954.0,
"orb_low": 913.0,
"prev_high": null,
"prev_low": null,
"prior_close": 979.3,
"orb_from_minute": true
},
"levels_valid": true,
"why": [
"RS弱于QQQ -3.85%",
"RS弱于SMH -3.19%",
"昨日弱势 -5.3% 延续下行",
"News 2 (利空做空)",
"VIX 走高"
],
"why_chain": "RS弱于QQQ -3.85% · RS弱于SMH -3.19% · 昨日弱势 -5.3% 延续下行 · News 2 (利空做空)",
"why_vs_runner_up": "MU RS -3.9% vs ARM -1.6%；ER 3.5% vs 3.4%；higher beta (6.4 vs 3.2)；relative weakness play",
"factor_breakdown": {
"relative_strength_vs_qqq": -3.85,
"relative_strength_vs_smh": -3.19,
"relative_weakness_score": 5.76,
"gap_pct": -2.58,
"beta_proxy": 6.42,
"volume_signal": false,
"news_count": 2,
"extended_gap_penalty": 0.0,
"vix_change_pct": 8.32,
"prior_day_change_pct": -5.31
},
"edge_type": "Stock Edge",
"score_formula_display": "final = win_prob(79%) × ER(3.5%) × rr_weight(0.5) / 100",
"expected_high": 967.69,
"expected_low": 901.59,
"expected_close": 901.59,
"current_price": 934.64,
"upside_pct": 3.54,
"downside_risk_pct": 3.54,
"why_factors": [
"RS弱于QQQ -3.85%",
"RS弱于SMH -3.19%",
"昨日弱势 -5.3% 延续下行",
"News 2 (利空做空)",
"VIX 走高"
],
"why_today": "RS弱于QQQ -3.85% · RS弱于SMH -3.19% · 昨日弱势 -5.3% 延续下行 · News 2 (利空做空) · VIX 走高",
"gap_pct": -2.58,
"rr_display": {
"reward_risk_ratio": 0.28,
"risk_reward_ratio": 3.57,
"reward_per_share": 11.41,
"risk_per_share": 41.0,
"label_reward_risk": "Reward/Risk 0.28",
"label_risk_reward": "Risk:Reward 1:3.57",
"display": "Reward/Risk 0.28 · Risk:Reward 1:3.57",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"catalyst": "Fed Headlines · Geopolitical Risk",
"invalidation": "Close above stop $954.0 · Geopolitical escalation invalidates mean-reversion",
"advisory": true,
"level_reasons": {
"entry": {
"price": 913.0,
"source": "orb_low",
"confidence": 77,
"reasons": [
{
"source": "orb_low",
"label": "ORB Low",
"price": 913.0,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
},
"stop": {
"price": 954.0,
"source": "orb_high",
"confidence": 77,
"reasons": [
{
"source": "orb_high",
"label": "ORB High",
"price": 954.0,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
},
"target": {
"price": 901.59,
"source": "expected_close",
"confidence": 77,
"reasons": [
{
"source": "expected_close",
"label": "Expected Close",
"price": 901.59,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
}
},
"return_calculation": "(913.0-901.59)/913.0=1.25%",
"heuristic_expected_return_pct": 3.54,
"target_action": "买入/平空仓",
"trade_summary_cn": "做空 MU：在 913.0 附近入场，目标 901.59，预期 +1.25%",
"trade_economics": {
"account_size": 10000.0,
"risk_pct": 1.0,
"position_pct": 18.3,
"shares": 2,
"contracts": 1,
"max_loss_usd": 82.0,
"win_usd": 22.82,
"loss_usd": 82.0,
"expected_value_usd": 0.81,
"risk_per_share": 41.0,
"reward_per_share": 11.41,
"rr_display": {
"reward_risk_ratio": 0.28,
"risk_reward_ratio": 3.57,
"reward_per_share": 11.41,
"risk_per_share": 41.0,
"label_reward_risk": "Reward/Risk 0.28",
"label_risk_reward": "Risk:Reward 1:3.57",
"display": "Reward/Risk 0.28 · Risk:Reward 1:3.57",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"size_label": "Small",
"display": "$10,000 → Win +$23 / Loss -$82"
},
"position_sizing": {
"risk_pct": 1.0,
"position_pct": 18.3,
"contracts": 1,
"shares": 2,
"max_loss_usd": 82.0,
"size_label": "Small",
"display": "Risk 1.0% → Position 18.3% → 1 unit(s) → Max Loss $82.0"
},
"why_wins_today": [
{
"rank": 1,
"dimension": "expected_range",
"label": "Largest Expected Range",
"primary_value": 7.08,
"runner_up_value": 6.76,
"wins": true
},
{
"rank": 2,
"dimension": "win_prob",
"label": "Highest Probability",
"primary_value": 79.0,
"runner_up_value": 79.0,
"wins": true
}
],
"why_not_alternatives": [
{
"symbol": "ARM",
"rank": 2,
"reasons": [
"ER 1.2% vs 3.4%",
"Score 1.4 vs 1.34",
"RS -3.9% vs -1.6%"
],
"summary": "Why MU over ARM: ER 1.2% vs 3.4% · Score 1.4 vs 1.34 · RS -3.9% vs -1.6%"
},
{
"symbol": "AMD",
"rank": 3,
"reasons": [
"Win% 79 vs 71",
"ER 1.2% vs 0.7%",
"Score 1.4 vs 0.24",
"RS -3.9% vs -1.6%",
"Tradeable (Small) vs Pass"
],
"summary": "Why MU over AMD: Win% 79 vs 71 · ER 1.2% vs 0.7% · Score 1.4 vs 0.24 · RS -3.9% vs -1.6% · Tradeable (Small) vs Pass"
},
{
"symbol": "AVGO",
"rank": 4,
"reasons": [
"Win% 79 vs 76",
"ER 1.2% vs 0.5%",
"Score 1.4 vs 0.18",
"RS -3.9% vs -0.8%",
"Tradeable (Small) vs Pass"
],
"summary": "Why MU over AVGO: Win% 79 vs 76 · ER 1.2% vs 0.5% · Score 1.4 vs 0.18 · RS -3.9% vs -0.8% · Tradeable (Small) vs Pass"
},
{
"symbol": "TQQQ",
"rank": 5,
"reasons": [
"Win% 79 vs 54",
"ER 1.2% vs 0.5%",
"Score 1.4 vs 0.14",
"RS -3.9% vs -1.4%",
"R:R 0.28 vs 0.26",
"Tradeable (Small) vs Pass"
],
"summary": "Why MU over TQQQ: Win% 79 vs 54 · ER 1.2% vs 0.5% · Score 1.4 vs 0.14 · RS -3.9% vs -1.4% · R:R 0.28 vs 0.26 · Tradeable (Small) vs Pass"
},
{
"symbol": "SMH",
"rank": 6,
"reasons": [
"Win% 79 vs 54",
"ER 1.2% vs 0.3%",
"Score 1.4 vs 0.08",
"RS -3.9% vs -0.7%",
"Tradeable (Small) vs Pass"
],
"summary": "Why MU over SMH: Win% 79 vs 54 · ER 1.2% vs 0.3% · Score 1.4 vs 0.08 · RS -3.9% vs -0.7% · Tradeable (Small) vs Pass"
}
],
"rank_summary": "MU ranked #1 because largest expected range + highest probability",
"win_prob_source": "rules",
"calibration": {
"calibrated_win_prob": 79.0,
"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": 0.81,
"win_scenario_usd": 22.82,
"loss_scenario_usd": 82.0,
"win_prob_pct": 79.0,
"display": "EV $+1 (win +$23 @ 79.0% · loss -$82)"
},
"entry_status": {
"current_price": 934.64,
"ideal_entry": 913.0,
"distance_pct": -2.37,
"remaining_er_pct": 3.54,
"live_expected_return_pct": 3.54,
"new_plan": null,
"alternate_entry": null,
"advisory": true,
"advisory_tag": "ADVISORY — 不构成投资建议",
"zone_low": 910.26,
"zone_high": 915.74,
"miss_threshold_pct": 1.0,
"status": "PREMARKET",
"status_reason": "Premarket Ideal Entry — plan not yet live",
"action_hint": "Entry still valid"
}
},
{
"rank": 2,
"symbol": "ARM",
"direction": "SHORT",
"instrument": "Stock",
"horizon": "Intraday",
"confidence": 79,
"confidence_stars": "★★★☆☆",
"expected_move": "+1.18%",
"expected_return_pct": 1.18,
"win_prob": 79.0,
"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": "Catalyst",
"key": "catalyst",
"points": -5.0
},
{
"factor": "Macro",
"key": "macro",
"points": 6.0
}
],
"total": 79.0,
"raw_total": 79.0,
"was_clamped": false
},
"risk_reward": 0.46,
"final_score": 1.34,
"trade_action": "Small",
"relative_strength": -1.6,
"entry": "Below 308.9 (ORB低点)",
"entry_source": "orb_low",
"entry_price": 308.88,
"entry_zone": {
"low": 307.95,
"high": 309.81,
"mid": 308.88,
"anchors": [
{
"source": "orb_low",
"label": "ORB低点",
"price": 308.88
}
],
"display": "Entry Zone 308–310",
"entry_source": "orb_low",
"tolerance_pct": 0.3
},
"stop": "316.8 (ORB高点)",
"stop_source": "orb_high",
"stop_price": 316.77,
"target": "305.2 (预期收盘)",
"target_source": "expected_close",
"target_price": 305.24,
"targets": [
"305.2 (预期收盘)"
],
"level_anchors": {
"vwap": 315.01,
"orb_high": 316.77,
"orb_low": 308.88,
"prev_high": null,
"prev_low": null,
"prior_close": 323.39,
"orb_from_minute": true
},
"levels_valid": true,
"why": [
"RS弱于QQQ -1.60%",
"RS弱于SMH -0.94%",
"昨日弱势 -6.5% 延续下行",
"News 1 (利空做空)",
"VIX 走高"
],
"why_chain": "RS弱于QQQ -1.60% · RS弱于SMH -0.94% · 昨日弱势 -6.5% 延续下行 · News 1 (利空做空)",
"why_vs_runner_up": "—",
"factor_breakdown": {
"relative_strength_vs_qqq": -1.6,
"relative_strength_vs_smh": -0.94,
"relative_weakness_score": 2.16,
"gap_pct": -3.31,
"beta_proxy": 3.25,
"volume_signal": false,
"news_count": 1,
"extended_gap_penalty": 0.0,
"vix_change_pct": 8.32,
"prior_day_change_pct": -6.55
},
"edge_type": "Stock Edge",
"score_formula_display": "final = win_prob(79%) × ER(3.4%) × rr_weight(0.5) / 100",
"expected_high": 326.62,
"expected_low": 305.24,
"expected_close": 305.24,
"current_price": 315.93,
"upside_pct": 3.38,
"downside_risk_pct": 3.38,
"why_factors": [
"RS弱于QQQ -1.60%",
"RS弱于SMH -0.94%",
"昨日弱势 -6.5% 延续下行",
"News 1 (利空做空)",
"VIX 走高"
],
"why_today": "RS弱于QQQ -1.60% · RS弱于SMH -0.94% · 昨日弱势 -6.5% 延续下行 · News 1 (利空做空) · VIX 走高",
"gap_pct": -3.31,
"rr_display": {
"reward_risk_ratio": 0.46,
"risk_reward_ratio": 2.17,
"reward_per_share": 3.64,
"risk_per_share": 7.89,
"label_reward_risk": "Reward/Risk 0.46",
"label_risk_reward": "Risk:Reward 1:2.17",
"display": "Reward/Risk 0.46 · Risk:Reward 1:2.17",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"catalyst": "Fed Headlines · Geopolitical Risk",
"invalidation": "Close above stop $316.77 · Geopolitical escalation invalidates mean-reversion",
"advisory": true,
"level_reasons": {
"entry": {
"price": 308.88,
"source": "orb_low",
"confidence": 77,
"reasons": [
{
"source": "orb_low",
"label": "ORB Low",
"price": 308.88,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
},
"stop": {
"price": 316.77,
"source": "orb_high",
"confidence": 89,
"reasons": [
{
"source": "orb_high",
"label": "ORB High",
"price": 316.77,
"weight_pct": 70.0,
"matched": true,
"primary": true
},
{
"source": "vwap",
"label": "VWAP",
"price": 315.01,
"weight_pct": 30.0,
"matched": true,
"primary": false
}
]
},
"target": {
"price": 305.24,
"source": "expected_close",
"confidence": 77,
"reasons": [
{
"source": "expected_close",
"label": "Expected Close",
"price": 305.24,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
}
},
"return_calculation": "(308.88-305.24)/308.88=1.18%",
"heuristic_expected_return_pct": 3.38,
"target_action": "买入/平空仓",
"trade_summary_cn": "做空 ARM：在 308.88 附近入场，目标 305.24，预期 +1.18%",
"trade_economics": {
"account_size": 10000.0,
"risk_pct": 1.0,
"position_pct": 37.1,
"shares": 12,
"contracts": 1,
"max_loss_usd": 94.68,
"win_usd": 43.68,
"loss_usd": 94.68,
"expected_value_usd": 14.62,
"risk_per_share": 7.89,
"reward_per_share": 3.64,
"rr_display": {
"reward_risk_ratio": 0.46,
"risk_reward_ratio": 2.17,
"reward_per_share": 3.64,
"risk_per_share": 7.89,
"label_reward_risk": "Reward/Risk 0.46",
"label_risk_reward": "Risk:Reward 1:2.17",
"display": "Reward/Risk 0.46 · Risk:Reward 1:2.17",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"size_label": "Small",
"display": "$10,000 → Win +$44 / Loss -$95"
},
"position_sizing": {
"risk_pct": 1.0,
"position_pct": 37.1,
"contracts": 1,
"shares": 12,
"max_loss_usd": 94.68,
"size_label": "Small",
"display": "Risk 1.0% → Position 37.1% → 1 unit(s) → Max Loss $94.68"
},
"why_wins_today": [
{
"rank": 1,
"dimension": "win_prob",
"label": "Highest Probability",
"primary_value": 79.0,
"runner_up_value": 79.0,
"wins": true
}
],
"why_not_alternatives": [
{
"symbol": "MU",
"rank": 1,
"reasons": [
"ER 1.2% vs 3.5%",
"Score 1.34 vs 1.4",
"RS -1.6% vs -3.9%"
],
"summary": "Why ARM over MU: ER 1.2% vs 3.5% · Score 1.34 vs 1.4 · RS -1.6% vs -3.9%"
},
{
"symbol": "AMD",
"rank": 3,
"reasons": [
"Win% 79 vs 71",
"ER 1.2% vs 0.7%",
"Score 1.34 vs 0.24",
"Tradeable (Small) vs Pass"
],
"summary": "Why ARM over AMD: Win% 79 vs 71 · ER 1.2% vs 0.7% · Score 1.34 vs 0.24 · Tradeable (Small) vs Pass"
},
{
"symbol": "AVGO",
"rank": 4,
"reasons": [
"Win% 79 vs 76",
"ER 1.2% vs 0.5%",
"Score 1.34 vs 0.18",
"RS -1.6% vs -0.8%",
"Tradeable (Small) vs Pass"
],
"summary": "Why ARM over AVGO: Win% 79 vs 76 · ER 1.2% vs 0.5% · Score 1.34 vs 0.18 · RS -1.6% vs -0.8% · Tradeable (Small) vs Pass"
},
{
"symbol": "TQQQ",
"rank": 5,
"reasons": [
"Win% 79 vs 54",
"ER 1.2% vs 0.5%",
"Score 1.34 vs 0.14",
"RS -1.6% vs -1.4%",
"R:R 0.46 vs 0.26",
"Tradeable (Small) vs Pass"
],
"summary": "Why ARM over TQQQ: Win% 79 vs 54 · ER 1.2% vs 0.5% · Score 1.34 vs 0.14 · RS -1.6% vs -1.4% · R:R 0.46 vs 0.26 · Tradeable (Small) vs Pass"
},
{
"symbol": "SMH",
"rank": 6,
"reasons": [
"Win% 79 vs 54",
"ER 1.2% vs 0.3%",
"Score 1.34 vs 0.08",
"RS -1.6% vs -0.7%",
"R:R 0.46 vs 0.41",
"Tradeable (Small) vs Pass"
],
"summary": "Why ARM over SMH: Win% 79 vs 54 · ER 1.2% vs 0.3% · Score 1.34 vs 0.08 · RS -1.6% vs -0.7% · R:R 0.46 vs 0.41 · Tradeable (Small) vs Pass"
}
],
"win_prob_source": "rules",
"calibration": {
"calibrated_win_prob": 79.0,
"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": 14.62,
"win_scenario_usd": 43.68,
"loss_scenario_usd": 94.68,
"win_prob_pct": 79.0,
"display": "EV $+15 (win +$44 @ 79.0% · loss -$95)"
},
"entry_status": {
"current_price": 315.93,
"ideal_entry": 308.88,
"distance_pct": -2.28,
"remaining_er_pct": 3.38,
"live_expected_return_pct": 3.38,
"new_plan": null,
"alternate_entry": null,
"advisory": true,
"advisory_tag": "ADVISORY — 不构成投资建议",
"zone_low": 307.95,
"zone_high": 309.81,
"miss_threshold_pct": 1.0,
"status": "PREMARKET",
"status_reason": "Premarket Ideal Entry — plan not yet live",
"action_hint": "Entry still valid"
}
}
],
"watchlist_items": [
{
"symbol": "AMD",
"rank": 3,
"win_prob": 71.0,
"expected_return_pct": 0.66,
"trade_action": "Pass",
"why": "RS弱于QQQ -1.60% · RS弱于SMH -0.94% · News 2 (利空做空) · VIX 走高",
"note": "Monitor — below trade threshold"
},
{
"symbol": "AVGO",
"rank": 4,
"win_prob": 76.0,
"expected_return_pct": 0.48,
"trade_action": "Pass",
"why": "RS弱于QQQ -0.76% · 昨日弱势 -2.6% 延续下行 · VIX 走高 · 上行空间 <1.0%",
"note": "Monitor — below trade threshold"
},
{
"symbol": "TQQQ",
"rank": 5,
"win_prob": 54.0,
"expected_return_pct": 0.52,
"trade_action": "Pass",
"why": "RS弱于QQQ -1.45% · Volume 信号 · VIX 走高 · Geo-risk day — avoid blind TQQQ short vs escalation",
"note": "Monitor — below trade threshold"
},
{
"symbol": "SMH",
"rank": 6,
"win_prob": 54.0,
"expected_return_pct": 0.31,
"trade_action": "Pass",
"why": "RS弱于QQQ -0.66% · Volume 信号 · VIX 走高 · Geo-risk day — avoid blind SMH short vs escalation",
"note": "Monitor — below trade threshold"
},
{
"symbol": "QQQ",
"rank": 7,
"win_prob": 60.0,
"expected_return_pct": 0.09,
"trade_action": "Pass",
"why": "Gap 未过度延伸 · News 2 (利空做空) · Volume 信号 · VIX 走高",
"note": "Monitor — below trade threshold"
}
],
"advisory": true,
"p16_gate": "No Trade"
},
"edges": {
"macro_edge": {
"edge": "YES",
"why": "今日有重大催化剂（含地缘/突发）：Fed Headlines、Geopolitical Risk、Geopolitical Risk (Iran)、Oil Selloff",
"catalyst": "Fed Headlines、Geopolitical Risk、Geopolitical Risk (Iran)、Oil Selloff"
},
"index_edge": {
"edge": "YES",
"why": "QQQ 走弱 -0.71%（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": "MU",
"win_prob": 79.0,
"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": "Catalyst",
"key": "catalyst",
"points": -5.0
},
{
"factor": "Macro",
"key": "macro",
"points": 6.0
}
],
"total": 79.0,
"raw_total": 79.0,
"was_clamped": false
},
"expected_return_pct": 3.54,
"expected_high": 967.69,
"expected_low": 901.59,
"expected_close": 901.59,
"current_price": 934.64,
"upside_pct": 3.54,
"downside_risk_pct": 3.54,
"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": -2.58,
"relative_strength": -3.85,
"relative_strength_vs_smh": -3.19,
"relative_weakness_score": 5.76,
"prior_day_change_pct": -5.31,
"why_factors": [
"RS弱于QQQ -3.85%",
"RS弱于SMH -3.19%",
"昨日弱势 -5.3% 延续下行",
"News 2 (利空做空)",
"VIX 走高"
],
"why": "RS弱于QQQ -3.85% · RS弱于SMH -3.19% · 昨日弱势 -5.3% 延续下行 · News 2 (利空做空)",
"score": 14,
"news_count": 2,
"factor_breakdown": {
"relative_strength_vs_qqq": -3.85,
"relative_strength_vs_smh": -3.19,
"relative_weakness_score": 5.76,
"gap_pct": -2.58,
"beta_proxy": 6.42,
"volume_signal": false,
"news_count": 2,
"extended_gap_penalty": 0.0,
"vix_change_pct": 8.32,
"prior_day_change_pct": -5.31
},
"edge_type": "Stock Edge",
"score_formula_display": "final = win_prob(79%) × ER(3.5%) × rr_weight(0.5) / 100",
"rr_weight": 0.5,
"why_vs_runner_up": "MU RS -3.9% vs ARM -1.6%；ER 3.5% vs 3.4%；higher beta (6.4 vs 3.2)；relative weakness play",
"advisory": true,
"rank": 1,
"direction": "SHORT"
},
{
"symbol": "ARM",
"win_prob": 79.0,
"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": "Catalyst",
"key": "catalyst",
"points": -5.0
},
{
"factor": "Macro",
"key": "macro",
"points": 6.0
}
],
"total": 79.0,
"raw_total": 79.0,
"was_clamped": false
},
"expected_return_pct": 3.38,
"expected_high": 326.62,
"expected_low": 305.24,
"expected_close": 305.24,
"current_price": 315.93,
"upside_pct": 3.38,
"downside_risk_pct": 3.38,
"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": 1.34,
"trade_action": "Small",
"trade": "Small",
"gap_pct": -3.31,
"relative_strength": -1.6,
"relative_strength_vs_smh": -0.94,
"relative_weakness_score": 2.16,
"prior_day_change_pct": -6.55,
"why_factors": [
"RS弱于QQQ -1.60%",
"RS弱于SMH -0.94%",
"昨日弱势 -6.5% 延续下行",
"News 1 (利空做空)",
"VIX 走高"
],
"why": "RS弱于QQQ -1.60% · RS弱于SMH -0.94% · 昨日弱势 -6.5% 延续下行 · News 1 (利空做空)",
"score": 13,
"news_count": 1,
"factor_breakdown": {
"relative_strength_vs_qqq": -1.6,
"relative_strength_vs_smh": -0.94,
"relative_weakness_score": 2.16,
"gap_pct": -3.31,
"beta_proxy": 3.25,
"volume_signal": false,
"news_count": 1,
"extended_gap_penalty": 0.0,
"vix_change_pct": 8.32,
"prior_day_change_pct": -6.55
},
"edge_type": "Stock Edge",
"score_formula_display": "final = win_prob(79%) × ER(3.4%) × rr_weight(0.5) / 100",
"rr_weight": 0.5,
"why_vs_runner_up": "—",
"advisory": true,
"rank": 2,
"direction": "SHORT"
},
{
"symbol": "AMD",
"win_prob": 71.0,
"win_prob_breakdown": {
"components": [
{
"factor": "Base",
"key": "base",
"points": 50.0
},
{
"factor": "RS",
"key": "rs",
"points": 20.0
},
{
"factor": "Catalyst",
"key": "catalyst",
"points": -5.0
},
{
"factor": "Macro",
"key": "macro",
"points": 6.0
}
],
"total": 71.0,
"raw_total": 71.0,
"was_clamped": false
},
"expected_return_pct": 0.66,
"expected_high": 550.45,
"expected_low": 539.55,
"expected_close": 541.39,
"current_price": 545.0,
"upside_pct": 1.0,
"downside_risk_pct": 1.0,
"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": 0.24,
"trade_action": "Pass",
"trade": "Pass",
"gap_pct": -3.21,
"relative_strength": -1.6,
"relative_strength_vs_smh": -0.94,
"relative_weakness_score": 2.16,
"prior_day_change_pct": 0.45,
"why_factors": [
"RS弱于QQQ -1.60%",
"RS弱于SMH -0.94%",
"News 2 (利空做空)",
"VIX 走高",
"上行空间 <1.0%"
],
"why": "RS弱于QQQ -1.60% · RS弱于SMH -0.94% · News 2 (利空做空) · VIX 走高",
"score": 2,
"news_count": 2,
"factor_breakdown": {
"relative_strength_vs_qqq": -1.6,
"relative_strength_vs_smh": -0.94,
"relative_weakness_score": 2.16,
"gap_pct": -3.21,
"beta_proxy": 3.25,
"volume_signal": false,
"news_count": 2,
"extended_gap_penalty": 0.0,
"vix_change_pct": 8.32,
"prior_day_change_pct": 0.45
},
"edge_type": "Stock Edge",
"score_formula_display": "final = win_prob(71%) × ER(0.7%) × rr_weight(0.5) / 100",
"rr_weight": 0.5,
"why_vs_runner_up": "—",
"advisory": true,
"rank": 3,
"direction": "SHORT"
},
{
"symbol": "AVGO",
"win_prob": 76.0,
"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": "Macro",
"key": "macro",
"points": 6.0
}
],
"total": 76.0,
"raw_total": 76.0,
"was_clamped": false
},
"expected_return_pct": 0.48,
"expected_high": 398.03,
"expected_low": 390.15,
"expected_close": 392.21,
"current_price": 394.09,
"upside_pct": 1.0,
"downside_risk_pct": 1.0,
"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": 0.18,
"trade_action": "Pass",
"trade": "Pass",
"gap_pct": -1.99,
"relative_strength": -0.76,
"relative_strength_vs_smh": -0.1,
"relative_weakness_score": 0.82,
"prior_day_change_pct": -2.58,
"why_factors": [
"RS弱于QQQ -0.76%",
"昨日弱势 -2.6% 延续下行",
"VIX 走高",
"上行空间 <1.0%"
],
"why": "RS弱于QQQ -0.76% · 昨日弱势 -2.6% 延续下行 · VIX 走高 · 上行空间 <1.0%",
"score": 2,
"news_count": 0,
"factor_breakdown": {
"relative_strength_vs_qqq": -0.76,
"relative_strength_vs_smh": -0.1,
"relative_weakness_score": 0.82,
"gap_pct": -1.99,
"beta_proxy": 2.07,
"volume_signal": false,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": 8.32,
"prior_day_change_pct": -2.58
},
"edge_type": "Stock Edge",
"score_formula_display": "final = win_prob(76%) × ER(0.5%) × rr_weight(0.5) / 100",
"rr_weight": 0.5,
"why_vs_runner_up": "—",
"advisory": true,
"rank": 4,
"direction": "SHORT"
},
{
"symbol": "TQQQ",
"win_prob": 54.0,
"win_prob_breakdown": {
"components": [
{
"factor": "Base",
"key": "base",
"points": 50.0
},
{
"factor": "RS",
"key": "rs",
"points": 12.0
},
{
"factor": "Volume",
"key": "volume",
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},
"data_gaps": []
}