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 10
H-2026-07-16-001Surprise：AI/Semiconductor dominated more than typical day
Lesson：AI Expansion Regime 下，单日 SMH/NVDA 抛售可压过 Macro 利好，指数分化（Dow+ / QQQ-）比「大盘涨跌」更有信息量
{
"date": "2026-07-16",
"features": {
"dgs10": 4.58,
"dgs2": null,
"vix": 16.03,
"vix_chg": 2.3,
"qqq_chg": -0.89,
"smh_chg": -1.29,
"nvda_chg": 0.19,
"spy_chg": 0.0,
"oil_chg": 0.0,
"dxy_chg": 0.07,
"breadth_proxy": 0.42857142857142855,
"qqq_gap": 0.38,
"news_headline_count": 32,
"news_bearish_ratio": 0.133,
"news_ai_mentions": 84,
"news_macro_mentions": 13,
"news_oil_mentions": 2,
"news_risk_mentions": 3
},
"regime": {
"label": "AI Expansion",
"confidence": 0.82
},
"hypothesis": {
"id": "H-2026-07-16-001",
"statement": "AI/Semiconductor leads index today; macro is secondary variable",
"evidence": [
"VIX=16.0 (low fear)",
"NVDA +1.2%",
"Breadth 86% (broad participation)"
],
"counter_evidence": [],
"confidence": 0.86,
"status": "待验证"
},
"morning": {
"bias": "Bullish Bias",
"total": 2,
"driver_type": "Fed",
"daily_driver": "Fed Headlines",
"best_opportunity": {
"direction": "LONG",
"symbol": "META",
"instrument": "Stock",
"horizon": "Intraday",
"confidence": 69,
"confidence_stars": "★★★☆☆",
"entry": "Above 684.1 (VWAP)",
"entry_source": "vwap",
"entry_price": 684.22,
"stop": "678.9 (ORB低点)",
"stop_source": "orb_low",
"stop_price": 678.85,
"target": "691.9 (预期收盘)",
"target_source": "expected_close",
"target_price": 691.85,
"target_action": "卖出/获利",
"targets": [
"691.9 (预期收盘)"
],
"duration": "Intraday",
"why": [
"昨日强势 +3.2% 今日 gap 可控",
"Gap 未过度延伸",
"Volume 信号"
],
"why_chain": "昨日强势 +3.2% 今日 gap 可控 · Gap 未过度延伸 · Volume 信号",
"why_vs_runner_up": "META RS +0.1% vs NVDA +1.2%；ER 1.3% vs 0.4%",
"factor_breakdown": {
"relative_strength_vs_qqq": 0.09,
"relative_strength_vs_smh": 0.35,
"relative_weakness_score": -0.3,
"gap_pct": -0.39,
"beta_proxy": null,
"volume_signal": true,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": 2.3,
"prior_day_change_pct": 3.23
},
"edge_type": "Stock Edge",
"score_formula_display": "final = win_prob(69%) × ER(1.3%) × rr_weight(0.5) / 100",
"win_prob": 69.0,
"win_prob_breakdown": {
"components": [
{
"factor": "Base",
"key": "base",
"points": 50.0
},
{
"factor": "Trend",
"key": "trend",
"points": 10.0
},
{
"factor": "Gap",
"key": "gap",
"points": 5.0
},
{
"factor": "Volume",
"key": "volume",
"points": 4.0
}
],
"total": 69.0,
"raw_total": 69.0,
"was_clamped": false
},
"expected_return_pct": 1.12,
"expected_move": "+1.12%",
"return_calculation": "(691.85-684.22)/684.22=1.12%",
"trade_summary_cn": "做多 META：在 684.22 附近入场，目标 691.85，预期 +1.12%",
"risk_reward": 1.43,
"rr_display": {
"reward_risk_ratio": 1.42,
"risk_reward_ratio": 0.7,
"reward_per_share": 7.63,
"risk_per_share": 5.37,
"label_reward_risk": "Reward/Risk 1.42",
"label_risk_reward": "Risk:Reward 1:0.70",
"display": "Reward/Risk 1.42 · Risk:Reward 1:0.70",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"entry_zone": {
"low": 682.36,
"high": 686.08,
"mid": 684.22,
"anchors": [
{
"source": "vwap",
"label": "VWAP",
"price": 684.07
},
{
"source": "orb_high",
"label": "ORB高点",
"price": 683.0
},
{
"source": "prev_high",
"label": "昨日高点",
"price": 686.08
},
{
"source": "prior_close",
"label": "昨收",
"price": 682.36
}
],
"display": "Entry Zone 682–686",
"entry_source": "vwap",
"tolerance_pct": 0.3
},
"rank_summary": "META ranked #1 as top trade candidate today",
"win_prob_source": "rules",
"calibration": {
"calibrated_win_prob": 69.0,
"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": 64.8,
"win_scenario_usd": 137.34,
"loss_scenario_usd": 96.66,
"win_prob_pct": 69.0,
"display": "EV $+65 (win +$137 @ 69.0% · loss -$97)"
},
"final_score": 0.45,
"level_anchors": {
"vwap": 684.07,
"orb_high": 683.0,
"orb_low": 678.85,
"prev_high": 686.08,
"prev_low": 656.6601,
"prior_close": 682.36,
"orb_from_minute": true
},
"level_reasons": {
"entry": {
"price": 684.22,
"source": "vwap",
"confidence": 98,
"reasons": [
{
"source": "vwap",
"label": "VWAP",
"price": 684.07,
"weight_pct": 44.0,
"matched": true,
"primary": true
},
{
"source": "orb_high",
"label": "ORB High",
"price": 683.0,
"weight_pct": 19.0,
"matched": true,
"primary": false
},
{
"source": "prev_high",
"label": "Yesterday High",
"price": 686.08,
"weight_pct": 19.0,
"matched": true,
"primary": false
},
{
"source": "prior_close",
"label": "Prior Close",
"price": 682.36,
"weight_pct": 19.0,
"matched": true,
"primary": false
}
]
},
"stop": {
"price": 678.85,
"source": "orb_low",
"confidence": 77,
"reasons": [
{
"source": "orb_low",
"label": "ORB Low",
"price": 678.85,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
},
"target": {
"price": 691.85,
"source": "expected_close",
"confidence": 77,
"reasons": [
{
"source": "expected_close",
"label": "Expected Close",
"price": 691.85,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
}
},
"trade_economics": {
"account_size": 10000.0,
"risk_pct": 1.0,
"position_pct": 100.0,
"shares": 18,
"contracts": 1,
"max_loss_usd": 96.66,
"win_usd": 137.34,
"loss_usd": 96.66,
"expected_value_usd": 64.8,
"risk_per_share": 5.37,
"reward_per_share": 7.63,
"rr_display": {
"reward_risk_ratio": 1.42,
"risk_reward_ratio": 0.7,
"reward_per_share": 7.63,
"risk_per_share": 5.37,
"label_reward_risk": "Reward/Risk 1.42",
"label_risk_reward": "Risk:Reward 1:0.70",
"display": "Reward/Risk 1.42 · Risk:Reward 1:0.70",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"size_label": "Small",
"display": "$10,000 → Win +$137 / Loss -$97"
},
"position_sizing": {
"risk_pct": 1.0,
"position_pct": 100.0,
"contracts": 1,
"shares": 18,
"max_loss_usd": 96.66,
"size_label": "Small",
"display": "Risk 1.0% → Position 100.0% → 1 unit(s) → Max Loss $96.66"
},
"why_wins_today": [],
"why_not_alternatives": [
{
"symbol": "NVDA",
"rank": 2,
"reasons": [
"Win% 69 vs 77",
"ER 1.1% vs 0.4%",
"Score 0.45 vs 0.32",
"RS +0.1% vs +1.2%",
"Tradeable (Small) vs Pass"
],
"summary": "Why META over NVDA: Win% 69 vs 77 · ER 1.1% vs 0.4% · Score 0.45 vs 0.32 · RS +0.1% vs +1.2% · Tradeable (Small) vs Pass"
},
{
"symbol": "SPY",
"rank": 3,
"reasons": [
"Win% 69 vs 65",
"ER 1.1% vs 0.1%",
"Score 0.45 vs 0.03",
"RS +0.1% vs +0.3%",
"R:R 1.43 vs 0.62",
"Tradeable (Small) vs Pass"
],
"summary": "Why META over SPY: Win% 69 vs 65 · ER 1.1% vs 0.1% · Score 0.45 vs 0.03 · RS +0.1% vs +0.3% · R:R 1.43 vs 0.62 · Tradeable (Small) vs Pass"
},
{
"symbol": "TSLA",
"rank": 4,
"reasons": [
"Win% 69 vs 65",
"ER 1.1% vs 0.0%",
"Score 0.45 vs 0.0",
"R:R 1.43 vs 0.62",
"Tradeable (Small) vs Pass"
],
"summary": "Why META over TSLA: Win% 69 vs 65 · ER 1.1% vs 0.0% · Score 0.45 vs 0.0 · R:R 1.43 vs 0.62 · Tradeable (Small) vs Pass"
},
{
"symbol": "QQQ",
"rank": 5,
"reasons": [
"Win% 69 vs 59",
"ER 1.1% vs -0.0%",
"Score 0.45 vs 0.0",
"RS +0.1% vs +0.0%",
"R:R 1.43 vs 1.07",
"Tradeable (Small) vs Pass"
],
"summary": "Why META over QQQ: Win% 69 vs 59 · ER 1.1% vs -0.0% · Score 0.45 vs 0.0 · RS +0.1% vs +0.0% · R:R 1.43 vs 1.07 · Tradeable (Small) vs Pass"
},
{
"symbol": "TQQQ",
"rank": 6,
"reasons": [
"Win% 69 vs 59",
"ER 1.1% vs -0.1%",
"Score 0.45 vs 0.0",
"RS +0.1% vs +0.0%",
"Tradeable (Small) vs Pass"
],
"summary": "Why META over TQQQ: Win% 69 vs 59 · ER 1.1% vs -0.1% · Score 0.45 vs 0.0 · RS +0.1% vs +0.0% · Tradeable (Small) vs Pass"
}
],
"avoid": [],
"one_liner": "做多 META：在 684.22 附近入场，目标 691.85，预期 +1.12%",
"p16_gate": "No Trade",
"advisory": true
},
"best_trades": {
"primary": {
"rank": 1,
"symbol": "META",
"direction": "LONG",
"instrument": "Stock",
"horizon": "Intraday",
"confidence": 69,
"confidence_stars": "★★★☆☆",
"expected_move": "+1.12%",
"expected_return_pct": 1.12,
"win_prob": 69.0,
"win_prob_breakdown": {
"components": [
{
"factor": "Base",
"key": "base",
"points": 50.0
},
{
"factor": "Trend",
"key": "trend",
"points": 10.0
},
{
"factor": "Gap",
"key": "gap",
"points": 5.0
},
{
"factor": "Volume",
"key": "volume",
"points": 4.0
}
],
"total": 69.0,
"raw_total": 69.0,
"was_clamped": false
},
"risk_reward": 1.43,
"final_score": 0.45,
"trade_action": "Small",
"relative_strength": 0.09,
"entry": "Above 684.1 (VWAP)",
"entry_source": "vwap",
"entry_price": 684.22,
"entry_zone": {
"low": 682.36,
"high": 686.08,
"mid": 684.22,
"anchors": [
{
"source": "vwap",
"label": "VWAP",
"price": 684.07
},
{
"source": "orb_high",
"label": "ORB高点",
"price": 683.0
},
{
"source": "prev_high",
"label": "昨日高点",
"price": 686.08
},
{
"source": "prior_close",
"label": "昨收",
"price": 682.36
}
],
"display": "Entry Zone 682–686",
"entry_source": "vwap",
"tolerance_pct": 0.3
},
"stop": "678.9 (ORB低点)",
"stop_source": "orb_low",
"stop_price": 678.85,
"target": "691.9 (预期收盘)",
"target_source": "expected_close",
"target_price": 691.85,
"targets": [
"691.9 (预期收盘)"
],
"level_anchors": {
"vwap": 684.07,
"orb_high": 683.0,
"orb_low": 678.85,
"prev_high": 686.08,
"prev_low": 656.6601,
"prior_close": 682.36,
"orb_from_minute": true
},
"levels_valid": true,
"why": [
"昨日强势 +3.2% 今日 gap 可控",
"Gap 未过度延伸",
"Volume 信号"
],
"why_chain": "昨日强势 +3.2% 今日 gap 可控 · Gap 未过度延伸 · Volume 信号",
"why_vs_runner_up": "META RS +0.1% vs NVDA +1.2%；ER 1.3% vs 0.4%",
"factor_breakdown": {
"relative_strength_vs_qqq": 0.09,
"relative_strength_vs_smh": 0.35,
"relative_weakness_score": -0.3,
"gap_pct": -0.39,
"beta_proxy": null,
"volume_signal": true,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": 2.3,
"prior_day_change_pct": 3.23
},
"edge_type": "Stock Edge",
"score_formula_display": "final = win_prob(69%) × ER(1.3%) × rr_weight(0.5) / 100",
"expected_high": 691.85,
"expected_low": 673.95,
"expected_close": 691.85,
"current_price": 682.9,
"upside_pct": 1.31,
"downside_risk_pct": 1.31,
"why_factors": [
"昨日强势 +3.2% 今日 gap 可控",
"Gap 未过度延伸",
"Volume 信号"
],
"why_today": "昨日强势 +3.2% 今日 gap 可控 · Gap 未过度延伸 · Volume 信号",
"gap_pct": -0.39,
"rr_display": {
"reward_risk_ratio": 1.42,
"risk_reward_ratio": 0.7,
"reward_per_share": 7.63,
"risk_per_share": 5.37,
"label_reward_risk": "Reward/Risk 1.42",
"label_risk_reward": "Risk:Reward 1:0.70",
"display": "Reward/Risk 1.42 · Risk:Reward 1:0.70",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"catalyst": "Fed Headlines · Geopolitical Risk",
"invalidation": "Close below stop $678.85 · Geopolitical escalation invalidates mean-reversion",
"advisory": true,
"level_reasons": {
"entry": {
"price": 684.22,
"source": "vwap",
"confidence": 98,
"reasons": [
{
"source": "vwap",
"label": "VWAP",
"price": 684.07,
"weight_pct": 44.0,
"matched": true,
"primary": true
},
{
"source": "orb_high",
"label": "ORB High",
"price": 683.0,
"weight_pct": 19.0,
"matched": true,
"primary": false
},
{
"source": "prev_high",
"label": "Yesterday High",
"price": 686.08,
"weight_pct": 19.0,
"matched": true,
"primary": false
},
{
"source": "prior_close",
"label": "Prior Close",
"price": 682.36,
"weight_pct": 19.0,
"matched": true,
"primary": false
}
]
},
"stop": {
"price": 678.85,
"source": "orb_low",
"confidence": 77,
"reasons": [
{
"source": "orb_low",
"label": "ORB Low",
"price": 678.85,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
},
"target": {
"price": 691.85,
"source": "expected_close",
"confidence": 77,
"reasons": [
{
"source": "expected_close",
"label": "Expected Close",
"price": 691.85,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
}
},
"return_calculation": "(691.85-684.22)/684.22=1.12%",
"heuristic_expected_return_pct": 1.31,
"target_action": "卖出/获利",
"trade_summary_cn": "做多 META：在 684.22 附近入场，目标 691.85，预期 +1.12%",
"trade_economics": {
"account_size": 10000.0,
"risk_pct": 1.0,
"position_pct": 100.0,
"shares": 18,
"contracts": 1,
"max_loss_usd": 96.66,
"win_usd": 137.34,
"loss_usd": 96.66,
"expected_value_usd": 64.8,
"risk_per_share": 5.37,
"reward_per_share": 7.63,
"rr_display": {
"reward_risk_ratio": 1.42,
"risk_reward_ratio": 0.7,
"reward_per_share": 7.63,
"risk_per_share": 5.37,
"label_reward_risk": "Reward/Risk 1.42",
"label_risk_reward": "Risk:Reward 1:0.70",
"display": "Reward/Risk 1.42 · Risk:Reward 1:0.70",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"size_label": "Small",
"display": "$10,000 → Win +$137 / Loss -$97"
},
"position_sizing": {
"risk_pct": 1.0,
"position_pct": 100.0,
"contracts": 1,
"shares": 18,
"max_loss_usd": 96.66,
"size_label": "Small",
"display": "Risk 1.0% → Position 100.0% → 1 unit(s) → Max Loss $96.66"
},
"why_wins_today": [],
"why_not_alternatives": [
{
"symbol": "NVDA",
"rank": 2,
"reasons": [
"Win% 69 vs 77",
"ER 1.1% vs 0.4%",
"Score 0.45 vs 0.32",
"RS +0.1% vs +1.2%",
"Tradeable (Small) vs Pass"
],
"summary": "Why META over NVDA: Win% 69 vs 77 · ER 1.1% vs 0.4% · Score 0.45 vs 0.32 · RS +0.1% vs +1.2% · Tradeable (Small) vs Pass"
},
{
"symbol": "SPY",
"rank": 3,
"reasons": [
"Win% 69 vs 65",
"ER 1.1% vs 0.1%",
"Score 0.45 vs 0.03",
"RS +0.1% vs +0.3%",
"R:R 1.43 vs 0.62",
"Tradeable (Small) vs Pass"
],
"summary": "Why META over SPY: Win% 69 vs 65 · ER 1.1% vs 0.1% · Score 0.45 vs 0.03 · RS +0.1% vs +0.3% · R:R 1.43 vs 0.62 · Tradeable (Small) vs Pass"
},
{
"symbol": "TSLA",
"rank": 4,
"reasons": [
"Win% 69 vs 65",
"ER 1.1% vs 0.0%",
"Score 0.45 vs 0.0",
"R:R 1.43 vs 0.62",
"Tradeable (Small) vs Pass"
],
"summary": "Why META over TSLA: Win% 69 vs 65 · ER 1.1% vs 0.0% · Score 0.45 vs 0.0 · R:R 1.43 vs 0.62 · Tradeable (Small) vs Pass"
},
{
"symbol": "QQQ",
"rank": 5,
"reasons": [
"Win% 69 vs 59",
"ER 1.1% vs -0.0%",
"Score 0.45 vs 0.0",
"RS +0.1% vs +0.0%",
"R:R 1.43 vs 1.07",
"Tradeable (Small) vs Pass"
],
"summary": "Why META over QQQ: Win% 69 vs 59 · ER 1.1% vs -0.0% · Score 0.45 vs 0.0 · RS +0.1% vs +0.0% · R:R 1.43 vs 1.07 · Tradeable (Small) vs Pass"
},
{
"symbol": "TQQQ",
"rank": 6,
"reasons": [
"Win% 69 vs 59",
"ER 1.1% vs -0.1%",
"Score 0.45 vs 0.0",
"RS +0.1% vs +0.0%",
"Tradeable (Small) vs Pass"
],
"summary": "Why META over TQQQ: Win% 69 vs 59 · ER 1.1% vs -0.1% · Score 0.45 vs 0.0 · RS +0.1% vs +0.0% · Tradeable (Small) vs Pass"
}
],
"rank_summary": "META ranked #1 as top trade candidate today",
"win_prob_source": "rules",
"calibration": {
"calibrated_win_prob": 69.0,
"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": 64.8,
"win_scenario_usd": 137.34,
"loss_scenario_usd": 96.66,
"win_prob_pct": 69.0,
"display": "EV $+65 (win +$137 @ 69.0% · loss -$97)"
},
"entry_status": {
"current_price": 682.9,
"ideal_entry": 684.22,
"distance_pct": -0.19,
"remaining_er_pct": 1.31,
"live_expected_return_pct": 1.31,
"new_plan": null,
"alternate_entry": null,
"advisory": true,
"advisory_tag": "ADVISORY — 不构成投资建议",
"zone_low": 682.36,
"zone_high": 686.08,
"miss_threshold_pct": 1.0,
"status": "PREMARKET",
"status_reason": "Premarket Ideal Entry — plan not yet live",
"action_hint": "Entry still valid"
}
},
"secondary": null,
"watchlist": null,
"index_trade": "NO TRADE",
"p16_gate": "No Trade",
"threshold_message": null,
"stock_trades": [
{
"rank": 1,
"symbol": "META",
"direction": "LONG",
"confidence": 69,
"expected_move": "+1.12%",
"why": "昨日强势 +3.2% 今日 gap 可控 · Gap 未过度延伸 · Volume 信号"
}
],
"top_trades": [
{
"rank": 1,
"symbol": "META",
"direction": "LONG",
"instrument": "Stock",
"horizon": "Intraday",
"confidence": 69,
"confidence_stars": "★★★☆☆",
"expected_move": "+1.12%",
"expected_return_pct": 1.12,
"win_prob": 69.0,
"win_prob_breakdown": {
"components": [
{
"factor": "Base",
"key": "base",
"points": 50.0
},
{
"factor": "Trend",
"key": "trend",
"points": 10.0
},
{
"factor": "Gap",
"key": "gap",
"points": 5.0
},
{
"factor": "Volume",
"key": "volume",
"points": 4.0
}
],
"total": 69.0,
"raw_total": 69.0,
"was_clamped": false
},
"risk_reward": 1.43,
"final_score": 0.45,
"trade_action": "Small",
"relative_strength": 0.09,
"entry": "Above 684.1 (VWAP)",
"entry_source": "vwap",
"entry_price": 684.22,
"entry_zone": {
"low": 682.36,
"high": 686.08,
"mid": 684.22,
"anchors": [
{
"source": "vwap",
"label": "VWAP",
"price": 684.07
},
{
"source": "orb_high",
"label": "ORB高点",
"price": 683.0
},
{
"source": "prev_high",
"label": "昨日高点",
"price": 686.08
},
{
"source": "prior_close",
"label": "昨收",
"price": 682.36
}
],
"display": "Entry Zone 682–686",
"entry_source": "vwap",
"tolerance_pct": 0.3
},
"stop": "678.9 (ORB低点)",
"stop_source": "orb_low",
"stop_price": 678.85,
"target": "691.9 (预期收盘)",
"target_source": "expected_close",
"target_price": 691.85,
"targets": [
"691.9 (预期收盘)"
],
"level_anchors": {
"vwap": 684.07,
"orb_high": 683.0,
"orb_low": 678.85,
"prev_high": 686.08,
"prev_low": 656.6601,
"prior_close": 682.36,
"orb_from_minute": true
},
"levels_valid": true,
"why": [
"昨日强势 +3.2% 今日 gap 可控",
"Gap 未过度延伸",
"Volume 信号"
],
"why_chain": "昨日强势 +3.2% 今日 gap 可控 · Gap 未过度延伸 · Volume 信号",
"why_vs_runner_up": "META RS +0.1% vs NVDA +1.2%；ER 1.3% vs 0.4%",
"factor_breakdown": {
"relative_strength_vs_qqq": 0.09,
"relative_strength_vs_smh": 0.35,
"relative_weakness_score": -0.3,
"gap_pct": -0.39,
"beta_proxy": null,
"volume_signal": true,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": 2.3,
"prior_day_change_pct": 3.23
},
"edge_type": "Stock Edge",
"score_formula_display": "final = win_prob(69%) × ER(1.3%) × rr_weight(0.5) / 100",
"expected_high": 691.85,
"expected_low": 673.95,
"expected_close": 691.85,
"current_price": 682.9,
"upside_pct": 1.31,
"downside_risk_pct": 1.31,
"why_factors": [
"昨日强势 +3.2% 今日 gap 可控",
"Gap 未过度延伸",
"Volume 信号"
],
"why_today": "昨日强势 +3.2% 今日 gap 可控 · Gap 未过度延伸 · Volume 信号",
"gap_pct": -0.39,
"rr_display": {
"reward_risk_ratio": 1.42,
"risk_reward_ratio": 0.7,
"reward_per_share": 7.63,
"risk_per_share": 5.37,
"label_reward_risk": "Reward/Risk 1.42",
"label_risk_reward": "Risk:Reward 1:0.70",
"display": "Reward/Risk 1.42 · Risk:Reward 1:0.70",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"catalyst": "Fed Headlines · Geopolitical Risk",
"invalidation": "Close below stop $678.85 · Geopolitical escalation invalidates mean-reversion",
"advisory": true,
"level_reasons": {
"entry": {
"price": 684.22,
"source": "vwap",
"confidence": 98,
"reasons": [
{
"source": "vwap",
"label": "VWAP",
"price": 684.07,
"weight_pct": 44.0,
"matched": true,
"primary": true
},
{
"source": "orb_high",
"label": "ORB High",
"price": 683.0,
"weight_pct": 19.0,
"matched": true,
"primary": false
},
{
"source": "prev_high",
"label": "Yesterday High",
"price": 686.08,
"weight_pct": 19.0,
"matched": true,
"primary": false
},
{
"source": "prior_close",
"label": "Prior Close",
"price": 682.36,
"weight_pct": 19.0,
"matched": true,
"primary": false
}
]
},
"stop": {
"price": 678.85,
"source": "orb_low",
"confidence": 77,
"reasons": [
{
"source": "orb_low",
"label": "ORB Low",
"price": 678.85,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
},
"target": {
"price": 691.85,
"source": "expected_close",
"confidence": 77,
"reasons": [
{
"source": "expected_close",
"label": "Expected Close",
"price": 691.85,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
}
},
"return_calculation": "(691.85-684.22)/684.22=1.12%",
"heuristic_expected_return_pct": 1.31,
"target_action": "卖出/获利",
"trade_summary_cn": "做多 META：在 684.22 附近入场，目标 691.85，预期 +1.12%",
"trade_economics": {
"account_size": 10000.0,
"risk_pct": 1.0,
"position_pct": 100.0,
"shares": 18,
"contracts": 1,
"max_loss_usd": 96.66,
"win_usd": 137.34,
"loss_usd": 96.66,
"expected_value_usd": 64.8,
"risk_per_share": 5.37,
"reward_per_share": 7.63,
"rr_display": {
"reward_risk_ratio": 1.42,
"risk_reward_ratio": 0.7,
"reward_per_share": 7.63,
"risk_per_share": 5.37,
"label_reward_risk": "Reward/Risk 1.42",
"label_risk_reward": "Risk:Reward 1:0.70",
"display": "Reward/Risk 1.42 · Risk:Reward 1:0.70",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"size_label": "Small",
"display": "$10,000 → Win +$137 / Loss -$97"
},
"position_sizing": {
"risk_pct": 1.0,
"position_pct": 100.0,
"contracts": 1,
"shares": 18,
"max_loss_usd": 96.66,
"size_label": "Small",
"display": "Risk 1.0% → Position 100.0% → 1 unit(s) → Max Loss $96.66"
},
"why_wins_today": [],
"why_not_alternatives": [
{
"symbol": "NVDA",
"rank": 2,
"reasons": [
"Win% 69 vs 77",
"ER 1.1% vs 0.4%",
"Score 0.45 vs 0.32",
"RS +0.1% vs +1.2%",
"Tradeable (Small) vs Pass"
],
"summary": "Why META over NVDA: Win% 69 vs 77 · ER 1.1% vs 0.4% · Score 0.45 vs 0.32 · RS +0.1% vs +1.2% · Tradeable (Small) vs Pass"
},
{
"symbol": "SPY",
"rank": 3,
"reasons": [
"Win% 69 vs 65",
"ER 1.1% vs 0.1%",
"Score 0.45 vs 0.03",
"RS +0.1% vs +0.3%",
"R:R 1.43 vs 0.62",
"Tradeable (Small) vs Pass"
],
"summary": "Why META over SPY: Win% 69 vs 65 · ER 1.1% vs 0.1% · Score 0.45 vs 0.03 · RS +0.1% vs +0.3% · R:R 1.43 vs 0.62 · Tradeable (Small) vs Pass"
},
{
"symbol": "TSLA",
"rank": 4,
"reasons": [
"Win% 69 vs 65",
"ER 1.1% vs 0.0%",
"Score 0.45 vs 0.0",
"R:R 1.43 vs 0.62",
"Tradeable (Small) vs Pass"
],
"summary": "Why META over TSLA: Win% 69 vs 65 · ER 1.1% vs 0.0% · Score 0.45 vs 0.0 · R:R 1.43 vs 0.62 · Tradeable (Small) vs Pass"
},
{
"symbol": "QQQ",
"rank": 5,
"reasons": [
"Win% 69 vs 59",
"ER 1.1% vs -0.0%",
"Score 0.45 vs 0.0",
"RS +0.1% vs +0.0%",
"R:R 1.43 vs 1.07",
"Tradeable (Small) vs Pass"
],
"summary": "Why META over QQQ: Win% 69 vs 59 · ER 1.1% vs -0.0% · Score 0.45 vs 0.0 · RS +0.1% vs +0.0% · R:R 1.43 vs 1.07 · Tradeable (Small) vs Pass"
},
{
"symbol": "TQQQ",
"rank": 6,
"reasons": [
"Win% 69 vs 59",
"ER 1.1% vs -0.1%",
"Score 0.45 vs 0.0",
"RS +0.1% vs +0.0%",
"Tradeable (Small) vs Pass"
],
"summary": "Why META over TQQQ: Win% 69 vs 59 · ER 1.1% vs -0.1% · Score 0.45 vs 0.0 · RS +0.1% vs +0.0% · Tradeable (Small) vs Pass"
}
],
"rank_summary": "META ranked #1 as top trade candidate today",
"win_prob_source": "rules",
"calibration": {
"calibrated_win_prob": 69.0,
"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": 64.8,
"win_scenario_usd": 137.34,
"loss_scenario_usd": 96.66,
"win_prob_pct": 69.0,
"display": "EV $+65 (win +$137 @ 69.0% · loss -$97)"
},
"entry_status": {
"current_price": 682.9,
"ideal_entry": 684.22,
"distance_pct": -0.19,
"remaining_er_pct": 1.31,
"live_expected_return_pct": 1.31,
"new_plan": null,
"alternate_entry": null,
"advisory": true,
"advisory_tag": "ADVISORY — 不构成投资建议",
"zone_low": 682.36,
"zone_high": 686.08,
"miss_threshold_pct": 1.0,
"status": "PREMARKET",
"status_reason": "Premarket Ideal Entry — plan not yet live",
"action_hint": "Entry still valid"
}
}
],
"watchlist_items": [
{
"symbol": "NVDA",
"rank": 2,
"win_prob": 77.0,
"expected_return_pct": 0.43,
"trade_action": "Pass",
"why": "RS vs QQQ +1.20% · RS vs SMH +1.46% · News 8 · Volume 信号",
"note": "Monitor — below trade threshold"
},
{
"symbol": "SPY",
"rank": 3,
"win_prob": 65.0,
"expected_return_pct": 0.08,
"trade_action": "Pass",
"why": "RS vs QQQ +0.28% · Gap 未过度延伸 · Volume 信号 · 上行空间 <1.0%",
"note": "Monitor — below trade threshold"
},
{
"symbol": "TSLA",
"rank": 4,
"win_prob": 65.0,
"expected_return_pct": 0.01,
"trade_action": "Pass",
"why": "RS vs QQQ +0.15% · Gap 未过度延伸 · Volume 信号 · 上行空间 <1.0%",
"note": "Monitor — below trade threshold"
},
{
"symbol": "QQQ",
"rank": 5,
"win_prob": 59.0,
"expected_return_pct": -0.04,
"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": "TQQQ",
"rank": 6,
"win_prob": 59.0,
"expected_return_pct": -0.11,
"trade_action": "Pass",
"why": "Gap 未过度延伸 · Volume 信号 · 上行空间 <1.0%",
"note": "Monitor — below trade threshold"
}
],
"advisory": true,
"swing": {
"symbol": "META",
"direction": "LONG",
"instrument": "Stock",
"horizon": "Swing",
"duration": "Swing (days–weeks)",
"confidence": 74,
"entry": "Near 680.9 (swing zone)",
"entry_source": "swing_zone",
"entry_price": 680.85,
"entry_zone": {
"low": 666.46,
"high": 682.9,
"mid": 680.85,
"display": "$666.46–$682.90",
"source": "swing_pullback"
},
"stop": "637.7 (1.75xATR)",
"stop_source": "1.75xATR",
"stop_price": 637.68,
"target": "738.4 (T1 ~8.5%)",
"target_source": "2xATR_or_5pct",
"target_price": 738.41,
"targets": [
{
"price": 738.41,
"label": "T1",
"pct": 8.45
},
{
"price": 767.19,
"label": "T2",
"pct": 12.68
}
],
"expected_return_pct": 8.45,
"expected_move": "+8.45%",
"risk_reward": 1.33,
"win_prob": 69.0,
"final_score": 0.45,
"swing_quality": 6.792,
"atr": 28.7814,
"atr_source": "ATR14",
"level_formula": "stop=1.5–2×ATR or prior-week extreme; T1=max(5%, 2×ATR); T2=min(15%, max(10%, 3×ATR))",
"current_price": 682.9,
"why": [
"高流动性波段标的 META",
"Prior day +3.2%",
"5D momentum +13.0%",
"RS vs QQQ +0.09%",
"Swing score 6.8"
],
"why_chain": "高流动性波段标的 META · Prior day +3.2% · 5D momentum +13.0% · RS vs QQQ +0.09%",
"invalidation": "Close beyond stop $637.68 or thesis broken (trend flip / catalyst fade)",
"trade_summary_cn": "波段做多 META：理想入场 $666.46–$682.90，止损 $637.68，目标 $738.41（约 +8.4%），持仓天数–数周",
"one_liner": "波段做多 META：理想入场 $666.46–$682.90，止损 $637.68，目标 $738.41（约 +8.4%），持仓天数–数周",
"edge_type": "Stock Edge",
"advisory": true,
"label": "长线 · Swing Trade",
"separate_from_intraday": true
}
},
"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)、Macro Surprise",
"catalyst": "Fed Headlines、Geopolitical Risk、Geopolitical Risk (Iran)、Macro Surprise"
},
"index_edge": {
"edge": "YES",
"why": "SPY 盘前/开盘 +0.26%"
},
"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": "META",
"win_prob": 69.0,
"win_prob_breakdown": {
"components": [
{
"factor": "Base",
"key": "base",
"points": 50.0
},
{
"factor": "Trend",
"key": "trend",
"points": 10.0
},
{
"factor": "Gap",
"key": "gap",
"points": 5.0
},
{
"factor": "Volume",
"key": "volume",
"points": 4.0
}
],
"total": 69.0,
"raw_total": 69.0,
"was_clamped": false
},
"expected_return_pct": 1.31,
"expected_high": 691.85,
"expected_low": 673.95,
"expected_close": 691.85,
"current_price": 682.9,
"upside_pct": 1.31,
"downside_risk_pct": 1.31,
"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": 0.45,
"trade_action": "Small",
"trade": "Small",
"gap_pct": -0.39,
"relative_strength": 0.09,
"relative_strength_vs_smh": 0.35,
"relative_weakness_score": -0.3,
"prior_day_change_pct": 3.23,
"why_factors": [
"昨日强势 +3.2% 今日 gap 可控",
"Gap 未过度延伸",
"Volume 信号"
],
"why": "昨日强势 +3.2% 今日 gap 可控 · Gap 未过度延伸 · Volume 信号",
"score": 4,
"news_count": 0,
"factor_breakdown": {
"relative_strength_vs_qqq": 0.09,
"relative_strength_vs_smh": 0.35,
"relative_weakness_score": -0.3,
"gap_pct": -0.39,
"beta_proxy": null,
"volume_signal": true,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": 2.3,
"prior_day_change_pct": 3.23
},
"edge_type": "Stock Edge",
"score_formula_display": "final = win_prob(69%) × ER(1.3%) × rr_weight(0.5) / 100",
"rr_weight": 0.5,
"why_vs_runner_up": "META RS +0.1% vs NVDA +1.2%；ER 1.3% vs 0.4%",
"advisory": true,
"rank": 1,
"direction": "LONG"
},
{
"symbol": "NVDA",
"win_prob": 77.0,
"win_prob_breakdown": {
"components": [
{
"factor": "Base",
"key": "base",
"points": 50.0
},
{
"factor": "RS",
"key": "rs",
"points": 18.0
},
{
"factor": "Catalyst",
"key": "catalyst",
"points": 5.0
},
{
"factor": "Volume",
"key": "volume",
"points": 4.0
}
],
"total": 77.0,
"raw_total": 77.0,
"was_clamped": false
},
"expected_return_pct": 0.43,
"expected_high": 212.5,
"expected_low": 207.58,
"expected_close": 210.16,
"current_price": 209.25,
"upside_pct": 1.55,
"downside_risk_pct": 0.8,
"risk_reward": 1.94,
"rr_display": {
"reward_risk_ratio": 1.94,
"risk_reward_ratio": 0.52,
"reward_per_share": null,
"risk_per_share": null,
"label_reward_risk": "Reward/Risk 1.94",
"label_risk_reward": "Risk:Reward 1:0.52",
"display": "Reward/Risk 1.94 · Risk:Reward 1:0.52",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"final_score": 0.32,
"trade_action": "Pass",
"trade": "Pass",
"gap_pct": 2.0,
"relative_strength": 1.2,
"relative_strength_vs_smh": 1.46,
"relative_weakness_score": -2.08,
"prior_day_change_pct": -2.37,
"why_factors": [
"RS vs QQQ +1.20%",
"RS vs SMH +1.46%",
"News 8",
"Volume 信号",
"上行空间 <1.0%"
],
"why": "RS vs QQQ +1.20% · RS vs SMH +1.46% · News 8 · Volume 信号",
"score": 3,
"news_count": 8,
"factor_breakdown": {
"relative_strength_vs_qqq": 1.2,
"relative_strength_vs_smh": 1.46,
"relative_weakness_score": -2.08,
"gap_pct": 2.0,
"beta_proxy": null,
"volume_signal": true,
"news_count": 8,
"extended_gap_penalty": 0.0,
"vix_change_pct": 2.3,
"prior_day_change_pct": -2.37
},
"edge_type": "Stock Edge",
"score_formula_display": "final = win_prob(77%) × ER(0.4%) × rr_weight(0.97) / 100",
"rr_weight": 0.97,
"why_vs_runner_up": "—",
"advisory": true,
"rank": 2,
"direction": "LONG"
},
{
"symbol": "SPY",
"win_prob": 65.0,
"win_prob_breakdown": {
"components": [
{
"factor": "Base",
"key": "base",
"points": 50.0
},
{
"factor": "RS",
"key": "rs",
"points": 6.0
},
{
"factor": "Gap",
"key": "gap",
"points": 5.0
},
{
"factor": "Volume",
"key": "volume",
"points": 4.0
}
],
"total": 65.0,
"raw_total": 65.0,
"was_clamped": false
},
"expected_return_pct": 0.08,
"expected_high": 756.61,
"expected_low": 746.82,
"expected_close": 753.47,
"current_price": 752.84,
"upside_pct": 0.5,
"downside_risk_pct": 0.8,
"risk_reward": 0.62,
"rr_display": {
"reward_risk_ratio": 0.62,
"risk_reward_ratio": 1.61,
"reward_per_share": null,
"risk_per_share": null,
"label_reward_risk": "Reward/Risk 0.62",
"label_risk_reward": "Risk:Reward 1:1.61",
"display": "Reward/Risk 0.62 · Risk:Reward 1:1.61",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"final_score": 0.03,
"trade_action": "Pass",
"trade": "Pass",
"gap_pct": 0.44,
"relative_strength": 0.28,
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"lesson": "AI Expansion Regime 下，单日 SMH/NVDA 抛售可压过 Macro 利好，指数分化（Dow+ / QQQ-）比「大盘涨跌」更有信息量",
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}