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 8
H-2026-07-14-001Surprise：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 -5.2% + QQQ -1.8%：半导体拖累纳指
{
"date": "2026-07-14",
"features": {
"dgs10": 4.56,
"dgs2": null,
"vix": 17.28,
"vix_chg": 0.7,
"qqq_chg": -1.64,
"smh_chg": -4.88,
"nvda_chg": -1.5,
"spy_chg": 0.0,
"oil_chg": 0.0,
"dxy_chg": -0.17,
"breadth_proxy": 0.7142857142857143,
"qqq_gap": -0.09,
"news_headline_count": 31,
"news_bearish_ratio": 0.273,
"news_ai_mentions": 72,
"news_macro_mentions": 10,
"news_oil_mentions": 3,
"news_risk_mentions": 4
},
"regime": {
"label": "AI Expansion",
"confidence": 0.82
},
"hypothesis": {
"id": "H-2026-07-14-001",
"statement": "Inflation is today's primary market driver",
"evidence": [
"VIX=17.3 (low fear)",
"Breadth 71% (broad participation)"
],
"counter_evidence": [],
"confidence": 0.78,
"status": "待验证"
},
"morning": {
"bias": "Neutral",
"total": -1,
"driver_type": "Political",
"daily_driver": "Geopolitical Risk",
"best_opportunity": {
"direction": "NO TRADE",
"symbol": "—",
"instrument": "—",
"horizon": "—",
"confidence": 45,
"entry": "—",
"stop": "—",
"target": "—",
"targets": [],
"duration": "—",
"why": [
"今日无任何标的达到交易阈值"
],
"why_chain": "今日无任何标的达到交易阈值",
"avoid": [],
"one_liner": "今日无任何标的达到交易阈值",
"p16_gate": "No Trade",
"threshold_message": "今日无任何标的达到交易阈值",
"advisory": true
},
"best_trades": {
"primary": null,
"secondary": null,
"watchlist": null,
"index_trade": "NO TRADE",
"p16_gate": "No Trade",
"threshold_message": "今日无任何标的达到交易阈值",
"stock_trades": [],
"top_trades": [
{
"rank": 1,
"symbol": "TQQQ",
"direction": "SHORT",
"instrument": "ETF",
"horizon": "Intraday",
"confidence": 40,
"confidence_stars": "★★☆☆☆",
"expected_move": "+2.17%",
"expected_return_pct": 2.17,
"win_prob": 36.0,
"win_prob_breakdown": {
"components": [
{
"factor": "Base",
"key": "base",
"points": 50.0
},
{
"factor": "Volume",
"key": "volume",
"points": 4.0
},
{
"factor": "Macro",
"key": "macro",
"points": -18.0
}
],
"total": 36.0,
"raw_total": 36.0,
"was_clamped": false
},
"risk_reward": 5.16,
"final_score": 0.13,
"trade_action": "Pass",
"relative_strength": null,
"entry": "Below 73.7 (VWAP)",
"entry_source": "vwap",
"entry_price": 73.66,
"entry_zone": {
"low": 73.44,
"high": 73.88,
"mid": 73.66,
"anchors": [
{
"source": "vwap",
"label": "VWAP",
"price": 73.66
}
],
"display": "Entry Zone 73.44–73.88",
"entry_source": "vwap",
"tolerance_pct": 0.3
},
"stop": "74.0 (ORB高点)",
"stop_source": "orb_high",
"stop_price": 73.97,
"target": "72.1 (预期低点)",
"target_source": "expected_low",
"target_price": 72.06,
"targets": [
"72.1 (预期低点)"
],
"level_anchors": {
"vwap": 73.66,
"orb_high": 73.97,
"orb_low": 71.96,
"prev_high": 77.03,
"prev_low": 77.03,
"prior_close": 77.03,
"orb_from_minute": true
},
"levels_valid": true,
"why": [
"Volume 信号",
"Geo-risk day — avoid blind TQQQ short vs escalation",
"上行空间 <1.0%"
],
"why_chain": "Volume 信号 · Geo-risk day — avoid blind TQQQ short vs escalation · 上行空间 <1.0%",
"why_vs_runner_up": "ER 0.5% vs 0.3%",
"factor_breakdown": {
"relative_strength_vs_qqq": null,
"relative_strength_vs_smh": null,
"relative_weakness_score": null,
"gap_pct": -5.7,
"beta_proxy": null,
"volume_signal": true,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": 0.7,
"prior_day_change_pct": 0.0
},
"edge_type": "Index Edge",
"score_formula_display": "final = win_prob(36%) × ER(0.5%) × rr_weight(0.8) / 100",
"expected_high": 73.0,
"expected_low": 72.06,
"expected_close": 72.31,
"current_price": 72.64,
"upside_pct": 0.8,
"downside_risk_pct": 0.5,
"why_factors": [
"Volume 信号",
"Geo-risk day — avoid blind TQQQ short vs escalation",
"上行空间 <1.0%"
],
"why_today": "Volume 信号 · Geo-risk day — avoid blind TQQQ short vs escalation · 上行空间 <1.0%",
"gap_pct": -5.7,
"rr_display": {
"reward_risk_ratio": 5.16,
"risk_reward_ratio": 0.19,
"reward_per_share": 1.6,
"risk_per_share": 0.31,
"label_reward_risk": "Reward/Risk 5.16",
"label_risk_reward": "Risk:Reward 1:0.19",
"display": "Reward/Risk 5.16 · Risk:Reward 1:0.19",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"catalyst": "Geopolitical Risk · Geopolitical Risk (Iran)",
"invalidation": "Close above stop $73.97 · Geopolitical escalation invalidates mean-reversion",
"advisory": true,
"level_reasons": {
"entry": {
"price": 73.66,
"source": "vwap",
"confidence": 77,
"reasons": [
{
"source": "vwap",
"label": "VWAP",
"price": 73.66,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
},
"stop": {
"price": 73.97,
"source": "orb_high",
"confidence": 89,
"reasons": [
{
"source": "orb_high",
"label": "ORB High",
"price": 73.97,
"weight_pct": 70.0,
"matched": true,
"primary": true
},
{
"source": "vwap",
"label": "VWAP",
"price": 73.66,
"weight_pct": 30.0,
"matched": true,
"primary": false
}
]
},
"target": {
"price": 72.06,
"source": "expected_low",
"confidence": 77,
"reasons": [
{
"source": "expected_low",
"label": "Expected Low",
"price": 72.06,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
}
},
"return_calculation": "(73.66-72.06)/73.66=2.17%",
"heuristic_expected_return_pct": 0.46,
"target_action": "买入/平空仓",
"trade_summary_cn": "做空 TQQQ：在 73.66 附近入场，目标 72.06，预期 +2.17%",
"trade_economics": {
"account_size": 10000.0,
"risk_pct": 1.0,
"position_pct": 100.0,
"shares": 322,
"contracts": 0,
"max_loss_usd": 99.82,
"win_usd": 515.2,
"loss_usd": 99.82,
"expected_value_usd": 121.59,
"risk_per_share": 0.31,
"reward_per_share": 1.6,
"rr_display": {
"reward_risk_ratio": 5.16,
"risk_reward_ratio": 0.19,
"reward_per_share": 1.6,
"risk_per_share": 0.31,
"label_reward_risk": "Reward/Risk 5.16",
"label_risk_reward": "Risk:Reward 1:0.19",
"display": "Reward/Risk 5.16 · Risk:Reward 1:0.19",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"size_label": "None",
"display": "$10,000 → Win +$515 / Loss -$100"
},
"position_sizing": {
"risk_pct": 1.0,
"position_pct": 100.0,
"contracts": 0,
"shares": 322,
"max_loss_usd": 99.82,
"size_label": "None",
"display": "Risk 1.0% → Position 100.0% → 322 unit(s) → Max Loss $99.82"
},
"why_wins_today": [
{
"rank": 1,
"dimension": "expected_range",
"label": "Largest Expected Range",
"primary_value": 1.3,
"runner_up_value": 1.3,
"wins": true
},
{
"rank": 2,
"dimension": "liquidity",
"label": "Highest Liquidity",
"primary_value": 5.0,
"runner_up_value": 5.0,
"wins": true
},
{
"rank": 3,
"dimension": "risk_reward",
"label": "Best Risk Reward",
"primary_value": 5.16,
"runner_up_value": 1.6,
"wins": true
}
],
"why_not_alternatives": [
{
"symbol": "TSLA",
"rank": 2,
"reasons": [
"Win% 36 vs 54",
"ER 2.2% vs 0.3%",
"Score 0.13 vs 0.11",
"R:R 5.16 vs 1.6"
],
"summary": "Why TQQQ over TSLA: Win% 36 vs 54 · ER 2.2% vs 0.3% · Score 0.13 vs 0.11 · R:R 5.16 vs 1.6"
},
{
"symbol": "SMH",
"rank": 3,
"reasons": [
"ER 2.2% vs 0.3%",
"Score 0.13 vs 0.1",
"R:R 5.16 vs 1.6"
],
"summary": "Why TQQQ over SMH: ER 2.2% vs 0.3% · Score 0.13 vs 0.1 · R:R 5.16 vs 1.6"
},
{
"symbol": "NVDA",
"rank": 4,
"reasons": [
"Win% 36 vs 31",
"ER 2.2% vs 0.3%",
"Score 0.13 vs 0.07",
"R:R 5.16 vs 1.6"
],
"summary": "Why TQQQ over NVDA: Win% 36 vs 31 · ER 2.2% vs 0.3% · Score 0.13 vs 0.07 · R:R 5.16 vs 1.6"
},
{
"symbol": "QQQ",
"rank": 5,
"reasons": [
"Win% 36 vs 54",
"ER 2.2% vs 0.1%",
"Score 0.13 vs 0.07",
"R:R 5.16 vs 1.6"
],
"summary": "Why TQQQ over QQQ: Win% 36 vs 54 · ER 2.2% vs 0.1% · Score 0.13 vs 0.07 · R:R 5.16 vs 1.6"
},
{
"symbol": "META",
"rank": 6,
"reasons": [
"Win% 36 vs 49",
"ER 2.2% vs 0.1%",
"Score 0.13 vs 0.06",
"R:R 5.16 vs 1.6"
],
"summary": "Why TQQQ over META: Win% 36 vs 49 · ER 2.2% vs 0.1% · Score 0.13 vs 0.06 · R:R 5.16 vs 1.6"
}
],
"rank_summary": "TQQQ ranked #1 because largest expected range + acceptable liquidity + best reward/risk",
"win_prob_source": "rules",
"calibration": {
"calibrated_win_prob": 36.0,
"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": 121.59,
"win_scenario_usd": 515.2,
"loss_scenario_usd": 99.82,
"win_prob_pct": 36.0,
"display": "EV $+122 (win +$515 @ 36.0% · loss -$100)"
},
"entry_status": {
"current_price": 72.64,
"ideal_entry": 73.66,
"distance_pct": 1.38,
"remaining_er_pct": 0.8,
"live_expected_return_pct": 0.8,
"new_plan": null,
"alternate_entry": null,
"advisory": true,
"advisory_tag": "ADVISORY — 不构成投资建议",
"zone_low": 73.44,
"zone_high": 73.88,
"miss_threshold_pct": 1.0,
"status": "PREMARKET",
"status_reason": "Premarket Ideal Entry — plan not yet live",
"action_hint": "Entry still valid"
}
},
{
"rank": 2,
"symbol": "TSLA",
"direction": "SHORT",
"instrument": "Stock",
"horizon": "Intraday",
"confidence": 54,
"confidence_stars": "★★☆☆☆",
"expected_move": "+1.03%",
"expected_return_pct": 1.03,
"win_prob": 54.0,
"win_prob_breakdown": {
"components": [
{
"factor": "Base",
"key": "base",
"points": 50.0
},
{
"factor": "Volume",
"key": "volume",
"points": 4.0
}
],
"total": 54.0,
"raw_total": 54.0,
"was_clamped": false
},
"risk_reward": 7.41,
"final_score": 0.11,
"trade_action": "Pass",
"relative_strength": null,
"entry": "Below 395.1 (VWAP)",
"entry_source": "vwap",
"entry_price": 395.68,
"entry_zone": {
"low": 395.12,
"high": 396.23,
"mid": 395.68,
"anchors": [
{
"source": "vwap",
"label": "VWAP",
"price": 395.12
},
{
"source": "orb_high",
"label": "ORB高点",
"price": 396.23
}
],
"display": "Entry Zone 395–396",
"entry_source": "vwap",
"tolerance_pct": 0.3
},
"stop": "396.2 (ORB高点)",
"stop_source": "orb_high",
"stop_price": 396.23,
"target": "391.6 (预期低点)",
"target_source": "expected_low",
"target_price": 391.6,
"targets": [
"391.6 (预期低点)"
],
"level_anchors": {
"vwap": 395.12,
"orb_high": 396.23,
"orb_low": 393.21,
"prev_high": 407.76,
"prev_low": 407.76,
"prior_close": 407.76,
"orb_from_minute": true
},
"levels_valid": true,
"why": [
"Volume 信号",
"上行空间 <1.0%"
],
"why_chain": "Volume 信号 · 上行空间 <1.0%",
"why_vs_runner_up": "—",
"factor_breakdown": {
"relative_strength_vs_qqq": null,
"relative_strength_vs_smh": null,
"relative_weakness_score": null,
"gap_pct": -3.19,
"beta_proxy": null,
"volume_signal": true,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": 0.7,
"prior_day_change_pct": 0.0
},
"edge_type": "Range",
"score_formula_display": "final = win_prob(54%) × ER(0.3%) × rr_weight(0.8) / 100",
"expected_high": 396.73,
"expected_low": 391.6,
"expected_close": 393.75,
"current_price": 394.76,
"upside_pct": 0.8,
"downside_risk_pct": 0.5,
"why_factors": [
"Volume 信号",
"上行空间 <1.0%"
],
"why_today": "Volume 信号 · 上行空间 <1.0%",
"gap_pct": -3.19,
"rr_display": {
"reward_risk_ratio": 7.42,
"risk_reward_ratio": 0.13,
"reward_per_share": 4.08,
"risk_per_share": 0.55,
"label_reward_risk": "Reward/Risk 7.42",
"label_risk_reward": "Risk:Reward 1:0.13",
"display": "Reward/Risk 7.42 · Risk:Reward 1:0.13",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"catalyst": "Geopolitical Risk · Geopolitical Risk (Iran)",
"invalidation": "Close above stop $396.23 · Geopolitical escalation invalidates mean-reversion",
"advisory": true,
"level_reasons": {
"entry": {
"price": 395.68,
"source": "vwap",
"confidence": 89,
"reasons": [
{
"source": "vwap",
"label": "VWAP",
"price": 395.12,
"weight_pct": 70.0,
"matched": true,
"primary": true
},
{
"source": "current",
"label": "Below Current",
"price": 394.76,
"weight_pct": 30.0,
"matched": true,
"primary": false
}
]
},
"stop": {
"price": 396.23,
"source": "orb_high",
"confidence": 89,
"reasons": [
{
"source": "orb_high",
"label": "ORB High",
"price": 396.23,
"weight_pct": 70.0,
"matched": true,
"primary": true
},
{
"source": "vwap",
"label": "VWAP",
"price": 395.12,
"weight_pct": 30.0,
"matched": true,
"primary": false
}
]
},
"target": {
"price": 391.6,
"source": "expected_low",
"confidence": 77,
"reasons": [
{
"source": "expected_low",
"label": "Expected Low",
"price": 391.6,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
}
},
"return_calculation": "(395.68-391.6)/395.68=1.03%",
"heuristic_expected_return_pct": 0.26,
"target_action": "买入/平空仓",
"trade_summary_cn": "做空 TSLA：在 395.68 附近入场，目标 391.6，预期 +1.03%",
"trade_economics": {
"account_size": 10000.0,
"risk_pct": 1.0,
"position_pct": 100.0,
"shares": 181,
"contracts": 0,
"max_loss_usd": 99.55,
"win_usd": 738.48,
"loss_usd": 99.55,
"expected_value_usd": 352.99,
"risk_per_share": 0.55,
"reward_per_share": 4.08,
"rr_display": {
"reward_risk_ratio": 7.42,
"risk_reward_ratio": 0.13,
"reward_per_share": 4.08,
"risk_per_share": 0.55,
"label_reward_risk": "Reward/Risk 7.42",
"label_risk_reward": "Risk:Reward 1:0.13",
"display": "Reward/Risk 7.42 · Risk:Reward 1:0.13",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"size_label": "None",
"display": "$10,000 → Win +$738 / Loss -$100"
},
"position_sizing": {
"risk_pct": 1.0,
"position_pct": 100.0,
"contracts": 0,
"shares": 181,
"max_loss_usd": 99.55,
"size_label": "None",
"display": "Risk 1.0% → Position 100.0% → 181 unit(s) → Max Loss $99.55"
},
"why_wins_today": [
{
"rank": 1,
"dimension": "expected_range",
"label": "Largest Expected Range",
"primary_value": 1.3,
"runner_up_value": 1.3,
"wins": true
},
{
"rank": 2,
"dimension": "risk_reward",
"label": "Best Risk Reward",
"primary_value": 7.41,
"runner_up_value": 1.6,
"wins": true
}
],
"why_not_alternatives": [
{
"symbol": "TQQQ",
"rank": 1,
"reasons": [
"Win% 54 vs 36",
"ER 1.0% vs 0.5%",
"Score 0.11 vs 0.13",
"R:R 7.41 vs 1.6"
],
"summary": "Why TSLA over TQQQ: Win% 54 vs 36 · ER 1.0% vs 0.5% · Score 0.11 vs 0.13 · R:R 7.41 vs 1.6"
},
{
"symbol": "SMH",
"rank": 3,
"reasons": [
"Win% 54 vs 36",
"ER 1.0% vs 0.3%",
"Score 0.11 vs 0.1",
"R:R 7.41 vs 1.6"
],
"summary": "Why TSLA over SMH: Win% 54 vs 36 · ER 1.0% vs 0.3% · Score 0.11 vs 0.1 · R:R 7.41 vs 1.6"
},
{
"symbol": "NVDA",
"rank": 4,
"reasons": [
"Win% 54 vs 31",
"ER 1.0% vs 0.3%",
"Score 0.11 vs 0.07",
"R:R 7.41 vs 1.6"
],
"summary": "Why TSLA over NVDA: Win% 54 vs 31 · ER 1.0% vs 0.3% · Score 0.11 vs 0.07 · R:R 7.41 vs 1.6"
},
{
"symbol": "QQQ",
"rank": 5,
"reasons": [
"ER 1.0% vs 0.1%",
"Score 0.11 vs 0.07",
"R:R 7.41 vs 1.6"
],
"summary": "Why TSLA over QQQ: ER 1.0% vs 0.1% · Score 0.11 vs 0.07 · R:R 7.41 vs 1.6"
},
{
"symbol": "META",
"rank": 6,
"reasons": [
"Win% 54 vs 49",
"ER 1.0% vs 0.1%",
"Score 0.11 vs 0.06",
"R:R 7.41 vs 1.6"
],
"summary": "Why TSLA over META: Win% 54 vs 49 · ER 1.0% vs 0.1% · Score 0.11 vs 0.06 · R:R 7.41 vs 1.6"
}
],
"win_prob_source": "rules",
"calibration": {
"calibrated_win_prob": 54.0,
"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": 352.99,
"win_scenario_usd": 738.48,
"loss_scenario_usd": 99.55,
"win_prob_pct": 54.0,
"display": "EV $+353 (win +$738 @ 54.0% · loss -$100)"
},
"entry_status": {
"current_price": 394.76,
"ideal_entry": 395.68,
"distance_pct": 0.23,
"remaining_er_pct": 0.8,
"live_expected_return_pct": 0.8,
"new_plan": null,
"alternate_entry": null,
"advisory": true,
"advisory_tag": "ADVISORY — 不构成投资建议",
"zone_low": 395.12,
"zone_high": 396.23,
"miss_threshold_pct": 1.0,
"status": "PREMARKET",
"status_reason": "Premarket Ideal Entry — plan not yet live",
"action_hint": "Entry still valid"
}
},
{
"rank": 3,
"symbol": "SMH",
"direction": "SHORT",
"instrument": "ETF",
"horizon": "Intraday",
"confidence": 40,
"confidence_stars": "★★☆☆☆",
"expected_move": "+2.79%",
"expected_return_pct": 2.79,
"win_prob": 36.0,
"win_prob_breakdown": {
"components": [
{
"factor": "Base",
"key": "base",
"points": 50.0
},
{
"factor": "Volume",
"key": "volume",
"points": 4.0
},
{
"factor": "Macro",
"key": "macro",
"points": -18.0
}
],
"total": 36.0,
"raw_total": 36.0,
"was_clamped": false
},
"risk_reward": 87.75,
"final_score": 0.1,
"trade_action": "Pass",
"relative_strength": null,
"entry": "Below 597.4 (VWAP)",
"entry_source": "vwap",
"entry_price": 597.6,
"entry_zone": {
"low": 597.41,
"high": 597.79,
"mid": 597.6,
"anchors": [
{
"source": "vwap",
"label": "VWAP",
"price": 597.41
},
{
"source": "orb_high",
"label": "ORB高点",
"price": 597.79
}
],
"display": "Entry Zone 597.41–597.79",
"entry_source": "vwap",
"tolerance_pct": 0.3
},
"stop": "597.8 (ORB高点)",
"stop_source": "orb_high",
"stop_price": 597.79,
"target": "580.9 (预期低点)",
"target_source": "expected_low",
"target_price": 580.94,
"targets": [
"580.9 (预期低点)"
],
"level_anchors": {
"vwap": 597.41,
"orb_high": 597.79,
"orb_low": 585.0,
"prev_high": 611.03,
"prev_low": 611.03,
"prior_close": 611.03,
"orb_from_minute": true
},
"levels_valid": true,
"why": [
"Volume 信号",
"Geo-risk day — avoid blind SMH short vs escalation",
"上行空间 <1.0%"
],
"why_chain": "Volume 信号 · Geo-risk day — avoid blind SMH short vs escalation · 上行空间 <1.0%",
"why_vs_runner_up": "—",
"factor_breakdown": {
"relative_strength_vs_qqq": null,
"relative_strength_vs_smh": null,
"relative_weakness_score": null,
"gap_pct": -4.16,
"beta_proxy": null,
"volume_signal": true,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": 0.7,
"prior_day_change_pct": 0.0
},
"edge_type": "Range",
"score_formula_display": "final = win_prob(36%) × ER(0.3%) × rr_weight(0.8) / 100",
"expected_high": 588.55,
"expected_low": 580.94,
"expected_close": 583.67,
"current_price": 585.62,
"upside_pct": 0.8,
"downside_risk_pct": 0.5,
"why_factors": [
"Volume 信号",
"Geo-risk day — avoid blind SMH short vs escalation",
"上行空间 <1.0%"
],
"why_today": "Volume 信号 · Geo-risk day — avoid blind SMH short vs escalation · 上行空间 <1.0%",
"gap_pct": -4.16,
"rr_display": {
"reward_risk_ratio": 87.68,
"risk_reward_ratio": 0.01,
"reward_per_share": 16.66,
"risk_per_share": 0.19,
"label_reward_risk": "Reward/Risk 87.68",
"label_risk_reward": "Risk:Reward 1:0.01",
"display": "Reward/Risk 87.68 · Risk:Reward 1:0.01",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"catalyst": "Geopolitical Risk · Geopolitical Risk (Iran)",
"invalidation": "Close above stop $597.79 · Geopolitical escalation invalidates mean-reversion",
"advisory": true,
"level_reasons": {
"entry": {
"price": 597.6,
"source": "vwap",
"confidence": 77,
"reasons": [
{
"source": "vwap",
"label": "VWAP",
"price": 597.41,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
},
"stop": {
"price": 597.79,
"source": "orb_high",
"confidence": 89,
"reasons": [
{
"source": "orb_high",
"label": "ORB High",
"price": 597.79,
"weight_pct": 70.0,
"matched": true,
"primary": true
},
{
"source": "vwap",
"label": "VWAP",
"price": 597.41,
"weight_pct": 30.0,
"matched": true,
"primary": false
}
]
},
"target": {
"price": 580.94,
"source": "expected_low",
"confidence": 77,
"reasons": [
{
"source": "expected_low",
"label": "Expected Low",
"price": 580.94,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
}
},
"return_calculation": "(597.6-580.94)/597.6=2.79%",
"heuristic_expected_return_pct": 0.33,
"target_action": "买入/平空仓",
"trade_summary_cn": "做空 SMH：在 597.6 附近入场，目标 580.94，预期 +2.79%",
"trade_economics": {
"account_size": 10000.0,
"risk_pct": 1.0,
"position_pct": 100.0,
"shares": 526,
"contracts": 0,
"max_loss_usd": 99.94,
"win_usd": 8763.16,
"loss_usd": 99.94,
"expected_value_usd": 3090.78,
"risk_per_share": 0.19,
"reward_per_share": 16.66,
"rr_display": {
"reward_risk_ratio": 87.68,
"risk_reward_ratio": 0.01,
"reward_per_share": 16.66,
"risk_per_share": 0.19,
"label_reward_risk": "Reward/Risk 87.68",
"label_risk_reward": "Risk:Reward 1:0.01",
"display": "Reward/Risk 87.68 · Risk:Reward 1:0.01",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"size_label": "None",
"display": "$10,000 → Win +$8763 / Loss -$100"
},
"position_sizing": {
"risk_pct": 1.0,
"position_pct": 100.0,
"contracts": 0,
"shares": 526,
"max_loss_usd": 99.94,
"size_label": "None",
"display": "Risk 1.0% → Position 100.0% → 526 unit(s) → Max Loss $99.94"
},
"why_wins_today": [
{
"rank": 1,
"dimension": "expected_range",
"label": "Largest Expected Range",
"primary_value": 1.3,
"runner_up_value": 1.3,
"wins": true
},
{
"rank": 2,
"dimension": "risk_reward",
"label": "Best Risk Reward",
"primary_value": 87.75,
"runner_up_value": 1.6,
"wins": true
}
],
"why_not_alternatives": [
{
"symbol": "TQQQ",
"rank": 1,
"reasons": [
"ER 2.8% vs 0.5%",
"Score 0.1 vs 0.13",
"R:R 87.75 vs 1.6"
],
"summary": "Why SMH over TQQQ: ER 2.8% vs 0.5% · Score 0.1 vs 0.13 · R:R 87.75 vs 1.6"
},
{
"symbol": "TSLA",
"rank": 2,
"reasons": [
"Win% 36 vs 54",
"ER 2.8% vs 0.3%",
"Score 0.1 vs 0.11",
"R:R 87.75 vs 1.6"
],
"summary": "Why SMH over TSLA: Win% 36 vs 54 · ER 2.8% vs 0.3% · Score 0.1 vs 0.11 · R:R 87.75 vs 1.6"
},
{
"symbol": "NVDA",
"rank": 4,
"reasons": [
"Win% 36 vs 31",
"ER 2.8% vs 0.3%",
"Score 0.1 vs 0.07",
"R:R 87.75 vs 1.6"
],
"summary": "Why SMH over NVDA: Win% 36 vs 31 · ER 2.8% vs 0.3% · Score 0.1 vs 0.07 · R:R 87.75 vs 1.6"
},
{
"symbol": "QQQ",
"rank": 5,
"reasons": [
"Win% 36 vs 54",
"ER 2.8% vs 0.1%",
"Score 0.1 vs 0.07",
"R:R 87.75 vs 1.6"
],
"summary": "Why SMH over QQQ: Win% 36 vs 54 · ER 2.8% vs 0.1% · Score 0.1 vs 0.07 · R:R 87.75 vs 1.6"
},
{
"symbol": "META",
"rank": 6,
"reasons": [
"Win% 36 vs 49",
"ER 2.8% vs 0.1%",
"Score 0.1 vs 0.06",
"R:R 87.75 vs 1.6"
],
"summary": "Why SMH over META: Win% 36 vs 49 · ER 2.8% vs 0.1% · Score 0.1 vs 0.06 · R:R 87.75 vs 1.6"
}
],
"win_prob_source": "rules",
"calibration": {
"calibrated_win_prob": 36.0,
"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": 3090.78,
"win_scenario_usd": 8763.16,
"loss_scenario_usd": 99.94,
"win_prob_pct": 36.0,
"display": "EV $+3091 (win +$8763 @ 36.0% · loss -$100)"
},
"entry_status": {
"current_price": 585.62,
"ideal_entry": 597.6,
"distance_pct": 2.0,
"remaining_er_pct": 0.8,
"live_expected_return_pct": 0.8,
"new_plan": null,
"alternate_entry": null,
"advisory": true,
"advisory_tag": "ADVISORY — 不构成投资建议",
"zone_low": 597.41,
"zone_high": 597.79,
"miss_threshold_pct": 1.0,
"status": "PREMARKET",
"status_reason": "Premarket Ideal Entry — plan not yet live",
"action_hint": "Entry still valid"
}
},
{
"rank": 4,
"symbol": "NVDA",
"direction": "SHORT",
"instrument": "Stock",
"horizon": "Intraday",
"confidence": 40,
"confidence_stars": "★★☆☆☆",
"expected_move": "+1.63%",
"expected_return_pct": 1.63,
"win_prob": 31.0,
"win_prob_breakdown": {
"components": [
{
"factor": "Base",
"key": "base",
"points": 50.0
},
{
"factor": "Catalyst",
"key": "catalyst",
"points": -5.0
},
{
"factor": "Volume",
"key": "volume",
"points": 4.0
},
{
"factor": "Macro",
"key": "macro",
"points": -18.0
}
],
"total": 31.0,
"raw_total": 31.0,
"was_clamped": false
},
"risk_reward": 13.38,
"final_score": 0.07,
"trade_action": "Pass",
"relative_strength": null,
"entry": "Below 205.0 (VWAP)",
"entry_source": "vwap",
"entry_price": 205.24,
"entry_zone": {
"low": 204.98,
"high": 205.49,
"mid": 205.24,
"anchors": [
{
"source": "vwap",
"label": "VWAP",
"price": 204.98
},
{
"source": "orb_high",
"label": "ORB高点",
"price": 205.49
}
],
"display": "Entry Zone 204.98–205.49",
"entry_source": "vwap",
"tolerance_pct": 0.3
},
"stop": "205.5 (ORB高点)",
"stop_source": "orb_high",
"stop_price": 205.49,
"target": "201.9 (预期低点)",
"target_source": "expected_low",
"target_price": 201.9,
"targets": [
"201.9 (预期低点)"
],
"level_anchors": {
"vwap": 204.98,
"orb_high": 205.49,
"orb_low": 203.11,
"prev_high": 210.96,
"prev_low": 210.96,
"prior_close": 210.96,
"orb_from_minute": true
},
"levels_valid": true,
"why": [
"News 8 (利空做空)",
"Volume 信号",
"Geo-risk day — avoid blind NVDA short vs escalation",
"上行空间 <1.0%"
],
"why_chain": "News 8 (利空做空) · Volume 信号 · Geo-risk day — avoid blind NVDA short vs escalation · 上行空间 <1.0%",
"why_vs_runner_up": "—",
"factor_breakdown": {
"relative_strength_vs_qqq": null,
"relative_strength_vs_smh": null,
"relative_weakness_score": null,
"gap_pct": -3.52,
"beta_proxy": null,
"volume_signal": true,
"news_count": 8,
"extended_gap_penalty": 0.0,
"vix_change_pct": 0.7,
"prior_day_change_pct": 0.0
},
"edge_type": "Range",
"score_formula_display": "final = win_prob(31%) × ER(0.3%) × rr_weight(0.8) / 100",
"expected_high": 204.55,
"expected_low": 201.9,
"expected_close": 202.96,
"current_price": 203.53,
"upside_pct": 0.8,
"downside_risk_pct": 0.5,
"why_factors": [
"News 8 (利空做空)",
"Volume 信号",
"Geo-risk day — avoid blind NVDA short vs escalation",
"上行空间 <1.0%"
],
"why_today": "News 8 (利空做空) · Volume 信号 · Geo-risk day — avoid blind NVDA short vs escalation · 上行空间 <1.0%",
"gap_pct": -3.52,
"rr_display": {
"reward_risk_ratio": 13.36,
"risk_reward_ratio": 0.07,
"reward_per_share": 3.34,
"risk_per_share": 0.25,
"label_reward_risk": "Reward/Risk 13.36",
"label_risk_reward": "Risk:Reward 1:0.07",
"display": "Reward/Risk 13.36 · Risk:Reward 1:0.07",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"catalyst": "Geopolitical Risk · Geopolitical Risk (Iran)",
"invalidation": "Close above stop $205.49 · Geopolitical escalation invalidates mean-reversion",
"advisory": true,
"level_reasons": {
"entry": {
"price": 205.24,
"source": "vwap",
"confidence": 77,
"reasons": [
{
"source": "vwap",
"label": "VWAP",
"price": 204.98,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
},
"stop": {
"price": 205.49,
"source": "orb_high",
"confidence": 89,
"reasons": [
{
"source": "orb_high",
"label": "ORB High",
"price": 205.49,
"weight_pct": 70.0,
"matched": true,
"primary": true
},
{
"source": "vwap",
"label": "VWAP",
"price": 204.98,
"weight_pct": 30.0,
"matched": true,
"primary": false
}
]
},
"target": {
"price": 201.9,
"source": "expected_low",
"confidence": 77,
"reasons": [
{
"source": "expected_low",
"label": "Expected Low",
"price": 201.9,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
}
},
"return_calculation": "(205.24-201.9)/205.24=1.63%",
"heuristic_expected_return_pct": 0.28,
"target_action": "买入/平空仓",
"trade_summary_cn": "做空 NVDA：在 205.24 附近入场，目标 201.9，预期 +1.63%",
"trade_economics": {
"account_size": 10000.0,
"risk_pct": 1.0,
"position_pct": 100.0,
"shares": 400,
"contracts": 0,
"max_loss_usd": 100.0,
"win_usd": 1336.0,
"loss_usd": 100.0,
"expected_value_usd": 345.16,
"risk_per_share": 0.25,
"reward_per_share": 3.34,
"rr_display": {
"reward_risk_ratio": 13.36,
"risk_reward_ratio": 0.07,
"reward_per_share": 3.34,
"risk_per_share": 0.25,
"label_reward_risk": "Reward/Risk 13.36",
"label_risk_reward": "Risk:Reward 1:0.07",
"display": "Reward/Risk 13.36 · Risk:Reward 1:0.07",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"size_label": "None",
"display": "$10,000 → Win +$1336 / Loss -$100"
},
"position_sizing": {
"risk_pct": 1.0,
"position_pct": 100.0,
"contracts": 0,
"shares": 400,
"max_loss_usd": 100.0,
"size_label": "None",
"display": "Risk 1.0% → Position 100.0% → 400 unit(s) → Max Loss $100.0"
},
"why_wins_today": [
{
"rank": 1,
"dimension": "expected_range",
"label": "Largest Expected Range",
"primary_value": 1.3,
"runner_up_value": 1.3,
"wins": true
},
{
"rank": 2,
"dimension": "risk_reward",
"label": "Best Risk Reward",
"primary_value": 13.38,
"runner_up_value": 1.6,
"wins": true
},
{
"rank": 3,
"dimension": "catalyst",
"label": "Best Catalyst Alignment",
"primary_value": 8.0,
"runner_up_value": 1.0,
"wins": true
}
],
"why_not_alternatives": [
{
"symbol": "TQQQ",
"rank": 1,
"reasons": [
"Win% 31 vs 36",
"ER 1.6% vs 0.5%",
"Score 0.07 vs 0.13",
"R:R 13.38 vs 1.6"
],
"summary": "Why NVDA over TQQQ: Win% 31 vs 36 · ER 1.6% vs 0.5% · Score 0.07 vs 0.13 · R:R 13.38 vs 1.6"
},
{
"symbol": "TSLA",
"rank": 2,
"reasons": [
"Win% 31 vs 54",
"ER 1.6% vs 0.3%",
"Score 0.07 vs 0.11",
"R:R 13.38 vs 1.6"
],
"summary": "Why NVDA over TSLA: Win% 31 vs 54 · ER 1.6% vs 0.3% · Score 0.07 vs 0.11 · R:R 13.38 vs 1.6"
},
{
"symbol": "SMH",
"rank": 3,
"reasons": [
"Win% 31 vs 36",
"ER 1.6% vs 0.3%",
"Score 0.07 vs 0.1",
"R:R 13.38 vs 1.6"
],
"summary": "Why NVDA over SMH: Win% 31 vs 36 · ER 1.6% vs 0.3% · Score 0.07 vs 0.1 · R:R 13.38 vs 1.6"
},
{
"symbol": "QQQ",
"rank": 5,
"reasons": [
"Win% 31 vs 54",
"ER 1.6% vs 0.1%",
"R:R 13.38 vs 1.6"
],
"summary": "Why NVDA over QQQ: Win% 31 vs 54 · ER 1.6% vs 0.1% · R:R 13.38 vs 1.6"
},
{
"symbol": "META",
"rank": 6,
"reasons": [
"Win% 31 vs 49",
"ER 1.6% vs 0.1%",
"Score 0.07 vs 0.06",
"R:R 13.38 vs 1.6"
],
"summary": "Why NVDA over META: Win% 31 vs 49 · ER 1.6% vs 0.1% · Score 0.07 vs 0.06 · R:R 13.38 vs 1.6"
}
],
"win_prob_source": "rules",
"calibration": {
"calibrated_win_prob": 31.0,
"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": 345.16,
"win_scenario_usd": 1336.0,
"loss_scenario_usd": 100.0,
"win_prob_pct": 31.0,
"display": "EV $+345 (win +$1336 @ 31.0% · loss -$100)"
},
"entry_status": {
"current_price": 203.53,
"ideal_entry": 205.24,
"distance_pct": 0.83,
"remaining_er_pct": 0.8,
"live_expected_return_pct": 0.8,
"new_plan": null,
"alternate_entry": null,
"advisory": true,
"advisory_tag": "ADVISORY — 不构成投资建议",
"zone_low": 204.98,
"zone_high": 205.49,
"miss_threshold_pct": 1.0,
"status": "PREMARKET",
"status_reason": "Premarket Ideal Entry — plan not yet live",
"action_hint": "Entry still valid"
}
},
{
"rank": 5,
"symbol": "QQQ",
"direction": "SHORT",
"instrument": "ETF",
"horizon": "Intraday",
"confidence": 54,
"confidence_stars": "★★☆☆☆",
"expected_move": "+1.35%",
"expected_return_pct": 1.35,
"win_prob": 54.0,
"win_prob_breakdown": {
"components": [
{
"factor": "Base",
"key": "base",
"points": 50.0
},
{
"factor": "Volume",
"key": "volume",
"points": 4.0
}
],
"total": 54.0,
"raw_total": 54.0,
"was_clamped": false
},
"risk_reward": 18.58,
"final_score": 0.07,
"trade_action": "Pass",
"relative_strength": null,
"entry": "Below 715.2 (VWAP)",
"entry_source": "vwap",
"entry_price": 715.68,
"entry_zone": {
"low": 715.17,
"high": 716.2,
"mid": 715.68,
"anchors": [
{
"source": "vwap",
"label": "VWAP",
"price": 715.17
},
{
"source": "orb_high",
"label": "ORB高点",
"price": 716.2
}
],
"display": "Entry Zone 715–716",
"entry_source": "vwap",
"tolerance_pct": 0.3
},
"stop": "716.2 (ORB高点)",
"stop_source": "orb_high",
"stop_price": 716.2,
"target": "706.0 (预期低点)",
"target_source": "expected_low",
"target_price": 706.05,
"targets": [
"706.0 (预期低点)"
],
"level_anchors": {
"vwap": 715.17,
"orb_high": 716.2,
"orb_low": 709.6,
"prev_high": 725.51,
"prev_low": 725.51,
"prior_close": 725.51,
"orb_from_minute": true
},
"levels_valid": true,
"why": [
"Volume 信号",
"上行空间 <1.0%"
],
"why_chain": "Volume 信号 · 上行空间 <1.0%",
"why_vs_runner_up": "—",
"factor_breakdown": {
"relative_strength_vs_qqq": null,
"relative_strength_vs_smh": null,
"relative_weakness_score": null,
"gap_pct": -1.9,
"beta_proxy": null,
"volume_signal": true,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": 0.7,
"prior_day_change_pct": 0.0
},
"edge_type": "Index Edge",
"score_formula_display": "final = win_prob(54%) × ER(0.2%) × rr_weight(0.8) / 100",
"expected_high": 715.3,
"expected_low": 706.05,
"expected_close": 710.66,
"current_price": 711.74,
"upside_pct": 0.8,
"downside_risk_pct": 0.5,
"why_factors": [
"Volume 信号",
"上行空间 <1.0%"
],
"why_today": "Volume 信号 · 上行空间 <1.0%",
"gap_pct": -1.9,
"rr_display": {
"reward_risk_ratio": 18.52,
"risk_reward_ratio": 0.05,
"reward_per_share": 9.63,
"risk_per_share": 0.52,
"label_reward_risk": "Reward/Risk 18.52",
"label_risk_reward": "Risk:Reward 1:0.05",
"display": "Reward/Risk 18.52 · Risk:Reward 1:0.05",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"catalyst": "Geopolitical Risk · Geopolitical Risk (Iran)",
"invalidation": "Close above stop $716.2 · Geopolitical escalation invalidates mean-reversion",
"advisory": true,
"level_reasons": {
"entry": {
"price": 715.68,
"source": "vwap",
"confidence": 89,
"reasons": [
{
"source": "vwap",
"label": "VWAP",
"price": 715.17,
"weight_pct": 70.0,
"matched": true,
"primary": true
},
{
"source": "current",
"label": "Below Current",
"price": 711.74,
"weight_pct": 30.0,
"matched": true,
"primary": false
}
]
},
"stop": {
"price": 716.2,
"source": "orb_high",
"confidence": 89,
"reasons": [
{
"source": "orb_high",
"label": "ORB High",
"price": 716.2,
"weight_pct": 70.0,
"matched": true,
"primary": true
},
{
"source": "vwap",
"label": "VWAP",
"price": 715.17,
"weight_pct": 30.0,
"matched": true,
"primary": false
}
]
},
"target": {
"price": 706.05,
"source": "expected_low",
"confidence": 77,
"reasons": [
{
"source": "expected_low",
"label": "Expected Low",
"price": 706.05,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
}
},
"return_calculation": "(715.68-706.05)/715.68=1.35%",
"heuristic_expected_return_pct": 0.15,
"target_action": "买入/平空仓",
"trade_summary_cn": "做空 QQQ：在 715.68 附近入场，目标 706.05，预期 +1.35%",
"trade_economics": {
"account_size": 10000.0,
"risk_pct": 1.0,
"position_pct": 100.0,
"shares": 192,
"contracts": 0,
"max_loss_usd": 99.84,
"win_usd": 1848.96,
"loss_usd": 99.84,
"expected_value_usd": 952.51,
"risk_per_share": 0.52,
"reward_per_share": 9.63,
"rr_display": {
"reward_risk_ratio": 18.52,
"risk_reward_ratio": 0.05,
"reward_per_share": 9.63,
"risk_per_share": 0.52,
"label_reward_risk": "Reward/Risk 18.52",
"label_risk_reward": "Risk:Reward 1:0.05",
"display": "Reward/Risk 18.52 · Risk:Reward 1:0.05",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"size_label": "None",
"display": "$10,000 → Win +$1849 / Loss -$100"
},
"position_sizing": {
"risk_pct": 1.0,
"position_pct": 100.0,
"contracts": 0,
"shares": 192,
"max_loss_usd": 99.84,
"size_label": "None",
"display": "Risk 1.0% → Position 100.0% → 192 unit(s) → Max Loss $99.84"
},
"why_wins_today": [
{
"rank": 1,
"dimension": "expected_range",
"label": "Largest Expected Range",
"primary_value": 1.3,
"runner_up_value": 1.3,
"wins": true
},
{
"rank": 2,
"dimension": "liquidity",
"label": "Highest Liquidity",
"primary_value": 5.0,
"runner_up_value": 5.0,
"wins": true
},
{
"rank": 3,
"dimension": "risk_reward",
"label": "Best Risk Reward",
"primary_value": 18.58,
"runner_up_value": 1.6,
"wins": true
}
],
"why_not_alternatives": [
{
"symbol": "TQQQ",
"rank": 1,
"reasons": [
"Win% 54 vs 36",
"ER 1.4% vs 0.5%",
"Score 0.07 vs 0.13",
"R:R 18.58 vs 1.6"
],
"summary": "Why QQQ over TQQQ: Win% 54 vs 36 · ER 1.4% vs 0.5% · Score 0.07 vs 0.13 · R:R 18.58 vs 1.6"
},
{
"symbol": "TSLA",
"rank": 2,
"reasons": [
"ER 1.4% vs 0.3%",
"Score 0.07 vs 0.11",
"R:R 18.58 vs 1.6"
],
"summary": "Why QQQ over TSLA: ER 1.4% vs 0.3% · Score 0.07 vs 0.11 · R:R 18.58 vs 1.6"
},
{
"symbol": "SMH",
"rank": 3,
"reasons": [
"Win% 54 vs 36",
"ER 1.4% vs 0.3%",
"Score 0.07 vs 0.1",
"R:R 18.58 vs 1.6"
],
"summary": "Why QQQ over SMH: Win% 54 vs 36 · ER 1.4% vs 0.3% · Score 0.07 vs 0.1 · R:R 18.58 vs 1.6"
},
{
"symbol": "NVDA",
"rank": 4,
"reasons": [
"Win% 54 vs 31",
"ER 1.4% vs 0.3%",
"R:R 18.58 vs 1.6"
],
"summary": "Why QQQ over NVDA: Win% 54 vs 31 · ER 1.4% vs 0.3% · R:R 18.58 vs 1.6"
},
{
"symbol": "META",
"rank": 6,
"reasons": [
"Win% 54 vs 49",
"ER 1.4% vs 0.1%",
"Score 0.07 vs 0.06",
"R:R 18.58 vs 1.6"
],
"summary": "Why QQQ over META: Win% 54 vs 49 · ER 1.4% vs 0.1% · Score 0.07 vs 0.06 · R:R 18.58 vs 1.6"
}
],
"win_prob_source": "rules",
"calibration": {
"calibrated_win_prob": 54.0,
"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": 952.51,
"win_scenario_usd": 1848.96,
"loss_scenario_usd": 99.84,
"win_prob_pct": 54.0,
"display": "EV $+953 (win +$1849 @ 54.0% · loss -$100)"
},
"entry_status": {
"current_price": 711.74,
"ideal_entry": 715.68,
"distance_pct": 0.55,
"remaining_er_pct": 0.8,
"live_expected_return_pct": 0.8,
"new_plan": null,
"alternate_entry": null,
"advisory": true,
"advisory_tag": "ADVISORY — 不构成投资建议",
"zone_low": 715.17,
"zone_high": 716.2,
"miss_threshold_pct": 1.0,
"status": "PREMARKET",
"status_reason": "Premarket Ideal Entry — plan not yet live",
"action_hint": "Entry still valid"
}
}
],
"watchlist_items": [
{
"symbol": "META",
"rank": 6,
"win_prob": 49.0,
"expected_return_pct": 0.15,
"trade_action": "Pass",
"why": "News 1 (利空做空) · Volume 信号 · 上行空间 <1.0%",
"note": "Monitor — below trade threshold"
},
{
"symbol": "SPY",
"rank": 7,
"win_prob": 59.0,
"expected_return_pct": 0.06,
"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": "AMD",
"rank": 8,
"win_prob": 50.0,
"expected_return_pct": 0.0,
"trade_action": "Pass",
"why": "No quote data",
"note": "Monitor — below trade threshold"
},
{
"symbol": "MU",
"rank": 9,
"win_prob": 50.0,
"expected_return_pct": 0.0,
"trade_action": "Pass",
"why": "No quote data",
"note": "Monitor — below trade threshold"
},
{
"symbol": "AVGO",
"rank": 10,
"win_prob": 50.0,
"expected_return_pct": 0.0,
"trade_action": "Pass",
"why": "No quote data",
"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、Geopolitical Risk (Iran)、Oil Selloff、Trade Policy",
"catalyst": "Geopolitical Risk、Geopolitical Risk (Iran)、Oil Selloff、Trade Policy"
},
"index_edge": {
"edge": "NO",
"why": "指数方向不明或幅度不足"
},
"sector_edge": {
"edge": "NO",
"why": "板块相对强度不足"
},
"stock_edge": {
"edge": "NO",
"why": "无单票 RS+新闻+量能共振"
},
"advisory": "ADVISORY — 不构成投资建议"
},
"trade_candidates": [
{
"symbol": "TQQQ",
"win_prob": 36.0,
"win_prob_breakdown": {
"components": [
{
"factor": "Base",
"key": "base",
"points": 50.0
},
{
"factor": "Volume",
"key": "volume",
"points": 4.0
},
{
"factor": "Macro",
"key": "macro",
"points": -18.0
}
],
"total": 36.0,
"raw_total": 36.0,
"was_clamped": false
},
"expected_return_pct": 0.46,
"expected_high": 73.0,
"expected_low": 72.06,
"expected_close": 72.31,
"current_price": 72.64,
"upside_pct": 0.8,
"downside_risk_pct": 0.5,
"risk_reward": 1.6,
"rr_display": {
"reward_risk_ratio": 1.6,
"risk_reward_ratio": 0.62,
"reward_per_share": null,
"risk_per_share": null,
"label_reward_risk": "Reward/Risk 1.60",
"label_risk_reward": "Risk:Reward 1:0.62",
"display": "Reward/Risk 1.60 · Risk:Reward 1:0.62",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"final_score": 0.13,
"trade_action": "Pass",
"trade": "Pass",
"gap_pct": -5.7,
"relative_strength": null,
"relative_strength_vs_smh": null,
"relative_weakness_score": null,
"prior_day_change_pct": 0.0,
"why_factors": [
"Volume 信号",
"Geo-risk day — avoid blind TQQQ short vs escalation",
"上行空间 <1.0%"
],
"why": "Volume 信号 · Geo-risk day — avoid blind TQQQ short vs escalation · 上行空间 <1.0%",
"score": 1,
"news_count": 0,
"factor_breakdown": {
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"relative_strength_vs_smh": null,
"relative_weakness_score": null,
"gap_pct": -5.7,
"beta_proxy": null,
"volume_signal": true,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": 0.7,
"prior_day_change_pct": 0.0
},
"edge_type": "Index Edge",
"score_formula_display": "final = win_prob(36%) × ER(0.5%) × rr_weight(0.8) / 100",
"rr_weight": 0.8,
"why_vs_runner_up": "ER 0.5% vs 0.3%",
"advisory": true,
"rank": 1,
"direction": "SHORT"
},
{
"symbol": "TSLA",
"win_prob": 54.0,
"win_prob_breakdown": {
"components": [
{
"factor": "Base",
"key": "base",
"points": 50.0
},
{
"factor": "Volume",
"key": "volume",
"points": 4.0
}
],
"total": 54.0,
"raw_total": 54.0,
"was_clamped": false
},
"expected_return_pct": 0.26,
"expected_high": 396.73,
"expected_low": 391.6,
"expected_close": 393.75,
"current_price": 394.76,
"upside_pct": 0.8,
"downside_risk_pct": 0.5,
"risk_reward": 1.6,
"rr_display": {
"reward_risk_ratio": 1.6,
"risk_reward_ratio": 0.62,
"reward_per_share": null,
"risk_per_share": null,
"label_reward_risk": "Reward/Risk 1.60",
"label_risk_reward": "Risk:Reward 1:0.62",
"display": "Reward/Risk 1.60 · Risk:Reward 1:0.62",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"final_score": 0.11,
"trade_action": "Pass",
"trade": "Pass",
"gap_pct": -3.19,
"relative_strength": null,
"relative_strength_vs_smh": null,
"relative_weakness_score": null,
"prior_day_change_pct": 0.0,
"why_factors": [
"Volume 信号",
"上行空间 <1.0%"
],
"why": "Volume 信号 · 上行空间 <1.0%",
"score": 1,
"news_count": 0,
"factor_breakdown": {
"relative_strength_vs_qqq": null,
"relative_strength_vs_smh": null,
"relative_weakness_score": null,
"gap_pct": -3.19,
"beta_proxy": null,
"volume_signal": true,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": 0.7,
"prior_day_change_pct": 0.0
},
"edge_type": "Range",
"score_formula_display": "final = win_prob(54%) × ER(0.3%) × rr_weight(0.8) / 100",
"rr_weight": 0.8,
"why_vs_runner_up": "—",
"advisory": true,
"rank": 2,
"direction": "SHORT"
},
{
"symbol": "SMH",
"win_prob": 36.0,
"win_prob_breakdown": {
"components": [
{
"factor": "Base",
"key": "base",
"points": 50.0
},
{
"factor": "Volume",
"key": "volume",
"points": 4.0
},
{
"factor": "Macro",
"key": "macro",
"points": -18.0
}
],
"total": 36.0,
"raw_total": 36.0,
"was_clamped": false
},
"expected_return_pct": 0.33,
"expected_high": 588.55,
"expected_low": 580.94,
"expected_close": 583.67,
"current_price": 585.62,
"upside_pct": 0.8,
"downside_risk_pct": 0.5,
"risk_reward": 1.6,
"rr_display": {
"reward_risk_ratio": 1.6,
"risk_reward_ratio": 0.62,
"reward_per_share": null,
"risk_per_share": null,
"label_reward_risk": "Reward/Risk 1.60",
"label_risk_reward": "Risk:Reward 1:0.62",
"display": "Reward/Risk 1.60 · Risk:Reward 1:0.62",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"final_score": 0.1,
"trade_action": "Pass",
"trade": "Pass",
"gap_pct": -4.16,
"relative_strength": null,
"relative_strength_vs_smh": null,
"relative_weakness_score": null,
"prior_day_change_pct": 0.0,
"why_factors": [
"Volume 信号",
"Geo-risk day — avoid blind SMH short vs escalation",
"上行空间 <1.0%"
],
"why": "Volume 信号 · Geo-risk day — avoid blind SMH short vs escalation · 上行空间 <1.0%",
"score": 1,
"news_count": 0,
"factor_breakdown": {
"relative_strength_vs_qqq": null,
"relative_strength_vs_smh": null,
"relative_weakness_score": null,
"gap_pct": -4.16,
"beta_proxy": null,
"volume_signal": true,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": 0.7,
"prior_day_change_pct": 0.0
},
"edge_type": "Range",
"score_formula_display": "final = win_prob(36%) × ER(0.3%) × rr_weight(0.8) / 100",
"rr_weight": 0.8,
"why_vs_runner_up": "—",
"advisory": true,
"rank": 3,
"direction": "SHORT"
},
{
"symbol": "NVDA",
"win_prob": 31.0,
"win_prob_breakdown": {
"components": [
{
"factor": "Base",
"key": "base",
"points": 50.0
},
{
"factor": "Catalyst",
"key": "catalyst",
"points": -5.0
},
{
"factor": "Volume",
"key": "volume",
"points": 4.0
},
{
"factor": "Macro",
"key": "macro",
"points": -18.0
}
],
"total": 31.0,
"raw_total": 31.0,
"was_clamped": false
},
"expected_return_pct": 0.28,
"expected_high": 204.55,
"expected_low": 201.9,
"expected_close": 202.96,
"current_price": 203.53,
"upside_pct": 0.8,
"downside_risk_pct": 0.5,
"risk_reward": 1.6,
"rr_display": {
"reward_risk_ratio": 1.6,
"risk_reward_ratio": 0.62,
"reward_per_share": null,
"risk_per_share": null,
"label_reward_risk": "Reward/Risk 1.60",
"label_risk_reward": "Risk:Reward 1:0.62",
"display": "Reward/Risk 1.60 · Risk:Reward 1:0.62",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"final_score": 0.07,
"trade_action": "Pass",
"trade": "Pass",
"gap_pct": -3.52,
"relative_strength": null,
"relative_strength_vs_smh": null,
"relative_weakness_score": null,
"prior_day_change_pct": 0.0,
"why_factors": [
"News 8 (利空做空)",
"Volume 信号",
"Geo-risk day — avoid blind NVDA short vs escalation",
"上行空间 <1.0%"
],
"why": "News 8 (利空做空) · Volume 信号 · Geo-risk day — avoid blind NVDA short vs escalation · 上行空间 <1.0%",
"score": 1,
"news_count": 8,
"factor_breakdown": {
"relative_strength_vs_qqq": null,
"relative_strength_vs_smh": null,
"relative_weakness_score": null,
"gap_pct": -3.52,
"beta_proxy": null,
"volume_signal": true,
"news_count": 8,
"extended_gap_penalty": 0.0,
"vix_change_pct": 0.7,
"prior_day_change_pct": 0.0
},
"edge_type": "Range",
"score_formula_display": "final = win_prob(31%) × ER(0.3%) × rr_weight(0.8) / 100",
"rr_weight": 0.8,
"why_vs_runner_up": "—",
"advisory": true,
"rank": 4,
"direction": "SHORT"
},
{
"symbol": "QQQ",
"win_prob": 54.0,
"win_prob_breakdown": {
"components": [
{
"factor": "Base",
"key": "base",
"points": 50.0
},
{
"factor": "Volume",
"key": "volume",
"points": 4.0
}
],
"total": 54.0,
"raw_total": 54.0,
"was_clamped": false
},
"expected_return_pct": 0.15,
"expected_high": 715.3,
"expected_low": 706.05,
"expected_close": 710.66,
"current_price": 711.74,
"upside_pct": 0.8,
"downside_risk_pct": 0.5,
"risk_reward": 1.6,
"rr_display": {
"reward_risk_ratio": 1.6,
"risk_reward_ratio": 0.62,
"reward_per_share": null,
"risk_per_share": null,
"label_reward_risk": "Reward/Risk 1.60",
"label_risk_reward": "Risk:Reward 1:0.62",
"display": "Reward/Risk 1.60 · Risk:Reward 1:0.62",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"final_score": 0.07,
"trade_action": "Pass",
"trade": "Pass",
"gap_pct": -1.9,
"relative_strength": null,
"relative_strength_vs_smh": null,
"relative_weakness_score": null,
"prior_day_change_pct": 0.0,
"why_factors": [
"Volume 信号",
"上行空间 <1.0%"
],
"why": "Volume 信号 · 上行空间 <1.0%",
"score": 1,
"news_count": 0,
"factor_breakdown": {
"relative_strength_vs_qqq": null,
"relative_strength_vs_smh": null,
"relative_weakness_score": null,
"gap_pct": -1.9,
"beta_proxy": null,
"volume_signal": true,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": 0.7,
"prior_day_change_pct": 0.0
},
"edge_type": "Index Edge",
"score_formula_display": "final = win_prob(54%) × ER(0.2%) × rr_weight(0.8) / 100",
"rr_weight": 0.8,
"why_vs_runner_up": "—",
"advisory": true,
"rank": 5,
"direction": "SHORT"
},
{
"symbol": "META",
"win_prob": 49.0,
"win_prob_breakdown": {
"components": [
{
"factor": "Base",
"key": "base",
"points": 50.0
},
{
"factor": "Catalyst",
"key": "catalyst",
"points": -5.0
},
{
"factor": "Volume",
"key": "volume",
"points": 4.0
}
],
"total": 49.0,
"raw_total": 49.0,
"was_clamped": false
},
"expected_return_pct": 0.15,
"expected_high": 660.01,
"expected_low": 651.48,
"expected_close": 655.75,
"current_price": 656.73,
"upside_pct": 0.8,
"downside_risk_pct": 0.5,
"risk_reward": 1.6,
"rr_display": {
"reward_risk_ratio": 1.6,
"risk_reward_ratio": 0.62,
"reward_per_share": null,
"risk_per_share": null,
"label_reward_risk": "Reward/Risk 1.60",
"label_risk_reward": "Risk:Reward 1:0.62",
"display": "Reward/Risk 1.60 · Risk:Reward 1:0.62",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"final_score": 0.06,
"trade_action": "Pass",
"trade": "Pass",
"gap_pct": -1.86,
"relative_strength": null,
"relative_strength_vs_smh": null,
"relative_weakness_score": null,
"prior_day_change_pct": 0.0,
"why_factors": [
"News 1 (利空做空)",
"Volume 信号",
"上行空间 <1.0%"
],
"why": "News 1 (利空做空) · Volume 信号 · 上行空间 <1.0%",
"score": 1,
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"trade_action": "Pass",
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},
{
"symbol": "ARM",
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},
"intraday": {
"s5": {
"driver_still_valid": true,
"action": "Hold"
},
"s6": {
"trade_valid": false,
"action": "N/A"
},
"s7": {
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"attribution": {
"ai": 0.889,
"bond": 0.034,
"oil": 0.0,
"macro": 0.027,
"other": 0.05,
"splits": {
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}
}
}
},
"trade_plan": {},
"actual": {},
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"bond": 0.034,
"oil": 0.0,
"macro": 0.027,
"other": 0.05,
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}
},
"labels": {
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"agent_driver": "Geopolitical Risk",
"agent_driver_type": "Political",
"corrected_driver_from_verify": null,
"driver_splits": {
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"hypothesis_correct": "部分对",
"scenario_primary": "A",
"scenario_actual": "B",
"scenario_correct": false,
"trade_recommendation": "—",
"trade_direction": "NO TRADE",
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"prediction_error_pct": null
},
"surprise": "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 -5.2% + QQQ -1.8%：半导体拖累纳指",
"playbook_refs": [
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],
"bayesian_drivers": {
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"Macro": 0.0,
"Oil": 0.0,
"Risk": 0.0
},
"data_gaps": []
}