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 12
| 事件 | 预定 | 状态 | 实际值 | Consensus | Surprise | 典型影响（参考） | 实测反应 |
|---|---|---|---|---|---|---|---|
| GDP QoQ (Advance/2nd/Final) | 08:30 | ⏳ | 31,866 | 29,500 | +8.0% ⬆️ | GDP 意外强 → 收益率+ 美元+；弱则相反 | — |
H-2026-07-20-001Surprise：Split attribution: NFP 40% + Chip Selloff 60%
Lesson：当长期 AI Expansion Regime 与短期 Macro 利率利好（弱 NFP）冲突时，半导体风险仍可主导 Nasdaq；Dow/价值股可因利率改善走强
{
"date": "2026-07-20",
"features": {
"dgs10": 4.57,
"dgs2": null,
"vix": 18.25,
"vix_chg": -2.77,
"qqq_chg": -1.44,
"smh_chg": -2.0,
"nvda_chg": -2.23,
"spy_chg": 0.0,
"oil_chg": 0.0,
"dxy_chg": -0.01,
"breadth_proxy": 0.14285714285714285,
"qqq_gap": -0.99,
"news_headline_count": 37,
"news_bearish_ratio": 0.214,
"news_ai_mentions": 67,
"news_macro_mentions": 10,
"news_oil_mentions": 3,
"news_risk_mentions": 5
},
"regime": {
"label": "AI Expansion",
"confidence": 0.82
},
"hypothesis": {
"id": "H-2026-07-20-001",
"statement": "AI/Semiconductor leads index today; macro is secondary variable",
"evidence": [
"Regime=AI Expansion (conf=82%)"
],
"counter_evidence": [
"Breadth 0% (narrow market)"
],
"confidence": 0.66,
"status": "待验证"
},
"morning": {
"bias": "Neutral",
"total": 0,
"driver_type": "Fed",
"daily_driver": "Fed Headlines",
"best_opportunity": {
"direction": "LONG",
"symbol": "MU",
"instrument": "Stock",
"horizon": "Intraday",
"confidence": 88,
"confidence_stars": "★★★★☆",
"entry": "Above 879.4 (VWAP)",
"entry_source": "vwap",
"entry_price": 879.44,
"stop": "850.2 (ORB低点)",
"stop_source": "orb_low",
"stop_price": 850.22,
"target": "926.4 (预期收盘)",
"target_source": "expected_close",
"target_price": 926.44,
"target_action": "卖出/获利",
"targets": [
"926.4 (预期收盘)"
],
"duration": "Intraday",
"why": [
"RS vs QQQ +5.73%",
"RS vs SMH +4.90%",
"昨日强势 +4.7% 今日 gap 可控",
"Gap 未过度延伸",
"News 1"
],
"why_chain": "RS vs QQQ +5.73% · RS vs SMH +4.90% · 昨日强势 +4.7% 今日 gap 可控 · Gap 未过度延伸",
"why_vs_runner_up": "MU RS +5.7% vs ARM +3.1%；ER 3.7% vs 2.8%；relative strength",
"factor_breakdown": {
"relative_strength_vs_qqq": 5.73,
"relative_strength_vs_smh": 4.9,
"relative_weakness_score": -8.67,
"gap_pct": 0.9,
"beta_proxy": -10.02,
"volume_signal": false,
"news_count": 1,
"extended_gap_penalty": 0.0,
"vix_change_pct": -2.77,
"prior_day_change_pct": 4.69
},
"edge_type": "Sector Edge",
"score_formula_display": "final = win_prob(88%) × ER(3.7%) × rr_weight(0.5) / 100",
"win_prob": 88.0,
"win_prob_breakdown": {
"components": [
{
"factor": "Base",
"key": "base",
"points": 50.0
},
{
"factor": "RS",
"key": "rs",
"points": 18.0
},
{
"factor": "Trend",
"key": "trend",
"points": 10.0
},
{
"factor": "Gap",
"key": "gap",
"points": 5.0
},
{
"factor": "Catalyst",
"key": "catalyst",
"points": 5.0
}
],
"total": 88.0,
"raw_total": 88.0,
"was_clamped": false
},
"expected_return_pct": 5.34,
"expected_move": "+5.34%",
"return_calculation": "(926.44-879.44)/879.44=5.34%",
"trade_summary_cn": "做多 MU：在 879.44 附近入场，目标 926.44，预期 +5.34%",
"risk_reward": 1.61,
"rr_display": {
"reward_risk_ratio": 1.61,
"risk_reward_ratio": 0.62,
"reward_per_share": 47.0,
"risk_per_share": 29.22,
"label_reward_risk": "Reward/Risk 1.61",
"label_risk_reward": "Risk:Reward 1:0.62",
"display": "Reward/Risk 1.61 · Risk:Reward 1:0.62",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"entry_zone": {
"low": 876.8,
"high": 882.08,
"mid": 879.44,
"anchors": [
{
"source": "vwap",
"label": "VWAP",
"price": 879.44
}
],
"display": "Entry Zone 877–882",
"entry_source": "vwap",
"tolerance_pct": 0.3
},
"rank_summary": "MU ranked #1 because weakest RS + largest expected range + highest probability",
"win_prob_source": "rules",
"calibration": {
"calibrated_win_prob": 88.0,
"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": 113.56,
"win_scenario_usd": 141.0,
"loss_scenario_usd": 87.66,
"win_prob_pct": 88.0,
"display": "EV $+114 (win +$141 @ 88.0% · loss -$88)"
},
"final_score": 1.64,
"level_anchors": {
"vwap": 879.44,
"orb_high": 876.22,
"orb_low": 850.22,
"prev_high": null,
"prev_low": null,
"prior_close": 848.95,
"orb_from_minute": true
},
"level_reasons": {
"entry": {
"price": 879.44,
"source": "vwap",
"confidence": 89,
"reasons": [
{
"source": "vwap",
"label": "VWAP",
"price": 879.44,
"weight_pct": 70.0,
"matched": true,
"primary": true
},
{
"source": "orb_high",
"label": "ORB High",
"price": 876.22,
"weight_pct": 30.0,
"matched": true,
"primary": false
}
]
},
"stop": {
"price": 850.22,
"source": "orb_low",
"confidence": 77,
"reasons": [
{
"source": "orb_low",
"label": "ORB Low",
"price": 850.22,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
},
"target": {
"price": 926.44,
"source": "expected_close",
"confidence": 77,
"reasons": [
{
"source": "expected_close",
"label": "Expected Close",
"price": 926.44,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
}
},
"trade_economics": {
"account_size": 10000.0,
"risk_pct": 1.0,
"position_pct": 26.4,
"shares": 3,
"contracts": 1,
"max_loss_usd": 87.66,
"win_usd": 141.0,
"loss_usd": 87.66,
"expected_value_usd": 113.56,
"risk_per_share": 29.22,
"reward_per_share": 47.0,
"rr_display": {
"reward_risk_ratio": 1.61,
"risk_reward_ratio": 0.62,
"reward_per_share": 47.0,
"risk_per_share": 29.22,
"label_reward_risk": "Reward/Risk 1.61",
"label_risk_reward": "Risk:Reward 1:0.62",
"display": "Reward/Risk 1.61 · Risk:Reward 1:0.62",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"size_label": "Small",
"display": "$10,000 → Win +$141 / Loss -$88"
},
"position_sizing": {
"risk_pct": 1.0,
"position_pct": 26.4,
"contracts": 1,
"shares": 3,
"max_loss_usd": 87.66,
"size_label": "Small",
"display": "Risk 1.0% → Position 26.4% → 1 unit(s) → Max Loss $87.66"
},
"why_wins_today": [
{
"rank": 1,
"dimension": "relative_strength",
"label": "Highest Relative Strength",
"primary_value": 5.73,
"runner_up_value": 4.07,
"wins": true
},
{
"rank": 2,
"dimension": "expected_range",
"label": "Largest Expected Range",
"primary_value": 7.46,
"runner_up_value": 5.62,
"wins": true
},
{
"rank": 3,
"dimension": "win_prob",
"label": "Highest Probability",
"primary_value": 88.0,
"runner_up_value": 88.0,
"wins": true
},
{
"rank": 4,
"dimension": "risk_reward",
"label": "Best Risk Reward",
"primary_value": 1.61,
"runner_up_value": 1.0,
"wins": true
}
],
"why_not_alternatives": [
{
"symbol": "ARM",
"rank": 2,
"reasons": [
"ER 5.3% vs 2.8%",
"Score 1.64 vs 1.23",
"RS +5.7% vs +3.1%",
"R:R 1.61 vs 1.0"
],
"summary": "Why MU over ARM: ER 5.3% vs 2.8% · Score 1.64 vs 1.23 · RS +5.7% vs +3.1% · R:R 1.61 vs 1.0"
},
{
"symbol": "AMD",
"rank": 3,
"reasons": [
"Win% 88 vs 83",
"ER 5.3% vs 1.4%",
"Score 1.64 vs 0.59",
"RS +5.7% vs +4.1%",
"R:R 1.61 vs 1.0"
],
"summary": "Why MU over AMD: Win% 88 vs 83 · ER 5.3% vs 1.4% · Score 1.64 vs 0.59 · RS +5.7% vs +4.1% · R:R 1.61 vs 1.0"
},
{
"symbol": "AVGO",
"rank": 4,
"reasons": [
"Win% 88 vs 73",
"ER 5.3% vs 0.7%",
"Score 1.64 vs 0.26",
"RS +5.7% vs +2.1%",
"R:R 1.61 vs 1.0",
"Tradeable (Small) vs Pass"
],
"summary": "Why MU over AVGO: Win% 88 vs 73 · ER 5.3% vs 0.7% · Score 1.64 vs 0.26 · RS +5.7% vs +2.1% · R:R 1.61 vs 1.0 · Tradeable (Small) vs Pass"
},
{
"symbol": "SMH",
"rank": 5,
"reasons": [
"Win% 88 vs 66",
"ER 5.3% vs -0.0%",
"Score 1.64 vs 0.0",
"RS +5.7% vs +0.8%",
"R:R 1.61 vs 0.2",
"Tradeable (Small) vs Pass"
],
"summary": "Why MU over SMH: Win% 88 vs 66 · ER 5.3% vs -0.0% · Score 1.64 vs 0.0 · RS +5.7% vs +0.8% · R:R 1.61 vs 0.2 · Tradeable (Small) vs Pass"
},
{
"symbol": "QQQ",
"rank": 6,
"reasons": [
"Win% 88 vs 59",
"ER 5.3% vs -0.1%",
"Score 1.64 vs 0.0",
"RS +5.7% vs +0.0%",
"R:R 1.61 vs 0.5",
"Tradeable (Small) vs Pass"
],
"summary": "Why MU over QQQ: Win% 88 vs 59 · ER 5.3% vs -0.1% · Score 1.64 vs 0.0 · RS +5.7% vs +0.0% · R:R 1.61 vs 0.5 · Tradeable (Small) vs Pass"
}
],
"avoid": [],
"one_liner": "做多 MU：在 879.44 附近入场，目标 926.44，预期 +5.34%",
"p16_gate": "No Trade",
"advisory": true
},
"best_trades": {
"primary": {
"rank": 1,
"symbol": "MU",
"direction": "LONG",
"instrument": "Stock",
"horizon": "Intraday",
"confidence": 88,
"confidence_stars": "★★★★☆",
"expected_move": "+5.34%",
"expected_return_pct": 5.34,
"win_prob": 88.0,
"win_prob_breakdown": {
"components": [
{
"factor": "Base",
"key": "base",
"points": 50.0
},
{
"factor": "RS",
"key": "rs",
"points": 18.0
},
{
"factor": "Trend",
"key": "trend",
"points": 10.0
},
{
"factor": "Gap",
"key": "gap",
"points": 5.0
},
{
"factor": "Catalyst",
"key": "catalyst",
"points": 5.0
}
],
"total": 88.0,
"raw_total": 88.0,
"was_clamped": false
},
"risk_reward": 1.61,
"final_score": 1.64,
"trade_action": "Small",
"relative_strength": 5.73,
"entry": "Above 879.4 (VWAP)",
"entry_source": "vwap",
"entry_price": 879.44,
"entry_zone": {
"low": 876.8,
"high": 882.08,
"mid": 879.44,
"anchors": [
{
"source": "vwap",
"label": "VWAP",
"price": 879.44
}
],
"display": "Entry Zone 877–882",
"entry_source": "vwap",
"tolerance_pct": 0.3
},
"stop": "850.2 (ORB低点)",
"stop_source": "orb_low",
"stop_price": 850.22,
"target": "926.4 (预期收盘)",
"target_source": "expected_close",
"target_price": 926.44,
"targets": [
"926.4 (预期收盘)"
],
"level_anchors": {
"vwap": 879.44,
"orb_high": 876.22,
"orb_low": 850.22,
"prev_high": null,
"prev_low": null,
"prior_close": 848.95,
"orb_from_minute": true
},
"levels_valid": true,
"why": [
"RS vs QQQ +5.73%",
"RS vs SMH +4.90%",
"昨日强势 +4.7% 今日 gap 可控",
"Gap 未过度延伸",
"News 1"
],
"why_chain": "RS vs QQQ +5.73% · RS vs SMH +4.90% · 昨日强势 +4.7% 今日 gap 可控 · Gap 未过度延伸",
"why_vs_runner_up": "MU RS +5.7% vs ARM +3.1%；ER 3.7% vs 2.8%；relative strength",
"factor_breakdown": {
"relative_strength_vs_qqq": 5.73,
"relative_strength_vs_smh": 4.9,
"relative_weakness_score": -8.67,
"gap_pct": 0.9,
"beta_proxy": -10.02,
"volume_signal": false,
"news_count": 1,
"extended_gap_penalty": 0.0,
"vix_change_pct": -2.77,
"prior_day_change_pct": 4.69
},
"edge_type": "Sector Edge",
"score_formula_display": "final = win_prob(88%) × ER(3.7%) × rr_weight(0.5) / 100",
"expected_high": 926.44,
"expected_low": 859.84,
"expected_close": 926.44,
"current_price": 893.14,
"upside_pct": 3.73,
"downside_risk_pct": 3.73,
"why_factors": [
"RS vs QQQ +5.73%",
"RS vs SMH +4.90%",
"昨日强势 +4.7% 今日 gap 可控",
"Gap 未过度延伸",
"News 1"
],
"why_today": "RS vs QQQ +5.73% · RS vs SMH +4.90% · 昨日强势 +4.7% 今日 gap 可控 · Gap 未过度延伸",
"gap_pct": 0.9,
"rr_display": {
"reward_risk_ratio": 1.61,
"risk_reward_ratio": 0.62,
"reward_per_share": 47.0,
"risk_per_share": 29.22,
"label_reward_risk": "Reward/Risk 1.61",
"label_risk_reward": "Risk:Reward 1:0.62",
"display": "Reward/Risk 1.61 · Risk:Reward 1:0.62",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"catalyst": "Fed Headlines · Geopolitical Risk",
"invalidation": "Close below stop $850.22 · Geopolitical escalation invalidates mean-reversion",
"advisory": true,
"level_reasons": {
"entry": {
"price": 879.44,
"source": "vwap",
"confidence": 89,
"reasons": [
{
"source": "vwap",
"label": "VWAP",
"price": 879.44,
"weight_pct": 70.0,
"matched": true,
"primary": true
},
{
"source": "orb_high",
"label": "ORB High",
"price": 876.22,
"weight_pct": 30.0,
"matched": true,
"primary": false
}
]
},
"stop": {
"price": 850.22,
"source": "orb_low",
"confidence": 77,
"reasons": [
{
"source": "orb_low",
"label": "ORB Low",
"price": 850.22,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
},
"target": {
"price": 926.44,
"source": "expected_close",
"confidence": 77,
"reasons": [
{
"source": "expected_close",
"label": "Expected Close",
"price": 926.44,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
}
},
"return_calculation": "(926.44-879.44)/879.44=5.34%",
"heuristic_expected_return_pct": 3.73,
"target_action": "卖出/获利",
"trade_summary_cn": "做多 MU：在 879.44 附近入场，目标 926.44，预期 +5.34%",
"trade_economics": {
"account_size": 10000.0,
"risk_pct": 1.0,
"position_pct": 26.4,
"shares": 3,
"contracts": 1,
"max_loss_usd": 87.66,
"win_usd": 141.0,
"loss_usd": 87.66,
"expected_value_usd": 113.56,
"risk_per_share": 29.22,
"reward_per_share": 47.0,
"rr_display": {
"reward_risk_ratio": 1.61,
"risk_reward_ratio": 0.62,
"reward_per_share": 47.0,
"risk_per_share": 29.22,
"label_reward_risk": "Reward/Risk 1.61",
"label_risk_reward": "Risk:Reward 1:0.62",
"display": "Reward/Risk 1.61 · Risk:Reward 1:0.62",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"size_label": "Small",
"display": "$10,000 → Win +$141 / Loss -$88"
},
"position_sizing": {
"risk_pct": 1.0,
"position_pct": 26.4,
"contracts": 1,
"shares": 3,
"max_loss_usd": 87.66,
"size_label": "Small",
"display": "Risk 1.0% → Position 26.4% → 1 unit(s) → Max Loss $87.66"
},
"why_wins_today": [
{
"rank": 1,
"dimension": "relative_strength",
"label": "Highest Relative Strength",
"primary_value": 5.73,
"runner_up_value": 4.07,
"wins": true
},
{
"rank": 2,
"dimension": "expected_range",
"label": "Largest Expected Range",
"primary_value": 7.46,
"runner_up_value": 5.62,
"wins": true
},
{
"rank": 3,
"dimension": "win_prob",
"label": "Highest Probability",
"primary_value": 88.0,
"runner_up_value": 88.0,
"wins": true
},
{
"rank": 4,
"dimension": "risk_reward",
"label": "Best Risk Reward",
"primary_value": 1.61,
"runner_up_value": 1.0,
"wins": true
}
],
"why_not_alternatives": [
{
"symbol": "ARM",
"rank": 2,
"reasons": [
"ER 5.3% vs 2.8%",
"Score 1.64 vs 1.23",
"RS +5.7% vs +3.1%",
"R:R 1.61 vs 1.0"
],
"summary": "Why MU over ARM: ER 5.3% vs 2.8% · Score 1.64 vs 1.23 · RS +5.7% vs +3.1% · R:R 1.61 vs 1.0"
},
{
"symbol": "AMD",
"rank": 3,
"reasons": [
"Win% 88 vs 83",
"ER 5.3% vs 1.4%",
"Score 1.64 vs 0.59",
"RS +5.7% vs +4.1%",
"R:R 1.61 vs 1.0"
],
"summary": "Why MU over AMD: Win% 88 vs 83 · ER 5.3% vs 1.4% · Score 1.64 vs 0.59 · RS +5.7% vs +4.1% · R:R 1.61 vs 1.0"
},
{
"symbol": "AVGO",
"rank": 4,
"reasons": [
"Win% 88 vs 73",
"ER 5.3% vs 0.7%",
"Score 1.64 vs 0.26",
"RS +5.7% vs +2.1%",
"R:R 1.61 vs 1.0",
"Tradeable (Small) vs Pass"
],
"summary": "Why MU over AVGO: Win% 88 vs 73 · ER 5.3% vs 0.7% · Score 1.64 vs 0.26 · RS +5.7% vs +2.1% · R:R 1.61 vs 1.0 · Tradeable (Small) vs Pass"
},
{
"symbol": "SMH",
"rank": 5,
"reasons": [
"Win% 88 vs 66",
"ER 5.3% vs -0.0%",
"Score 1.64 vs 0.0",
"RS +5.7% vs +0.8%",
"R:R 1.61 vs 0.2",
"Tradeable (Small) vs Pass"
],
"summary": "Why MU over SMH: Win% 88 vs 66 · ER 5.3% vs -0.0% · Score 1.64 vs 0.0 · RS +5.7% vs +0.8% · R:R 1.61 vs 0.2 · Tradeable (Small) vs Pass"
},
{
"symbol": "QQQ",
"rank": 6,
"reasons": [
"Win% 88 vs 59",
"ER 5.3% vs -0.1%",
"Score 1.64 vs 0.0",
"RS +5.7% vs +0.0%",
"R:R 1.61 vs 0.5",
"Tradeable (Small) vs Pass"
],
"summary": "Why MU over QQQ: Win% 88 vs 59 · ER 5.3% vs -0.1% · Score 1.64 vs 0.0 · RS +5.7% vs +0.0% · R:R 1.61 vs 0.5 · Tradeable (Small) vs Pass"
}
],
"rank_summary": "MU ranked #1 because weakest RS + largest expected range + highest probability",
"win_prob_source": "rules",
"calibration": {
"calibrated_win_prob": 88.0,
"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": 113.56,
"win_scenario_usd": 141.0,
"loss_scenario_usd": 87.66,
"win_prob_pct": 88.0,
"display": "EV $+114 (win +$141 @ 88.0% · loss -$88)"
},
"entry_status": {
"current_price": 893.14,
"ideal_entry": 879.44,
"distance_pct": 1.56,
"remaining_er_pct": 3.73,
"live_expected_return_pct": 3.73,
"new_plan": null,
"alternate_entry": null,
"advisory": true,
"advisory_tag": "ADVISORY — 不构成投资建议",
"zone_low": 876.8,
"zone_high": 882.08,
"miss_threshold_pct": 1.0,
"status": "PREMARKET",
"status_reason": "Premarket Ideal Entry — plan not yet live",
"action_hint": "Entry still valid"
}
},
"secondary": {
"rank": 2,
"symbol": "ARM",
"direction": "LONG",
"instrument": "Stock",
"horizon": "Intraday",
"confidence": 88,
"confidence_stars": "★★★★☆",
"expected_move": "+3.84%",
"expected_return_pct": 3.84,
"win_prob": 88.0,
"win_prob_breakdown": {
"components": [
{
"factor": "Base",
"key": "base",
"points": 50.0
},
{
"factor": "RS",
"key": "rs",
"points": 18.0
},
{
"factor": "Trend",
"key": "trend",
"points": 10.0
},
{
"factor": "Gap",
"key": "gap",
"points": 5.0
},
{
"factor": "Catalyst",
"key": "catalyst",
"points": 5.0
}
],
"total": 88.0,
"raw_total": 88.0,
"was_clamped": false
},
"risk_reward": 1.66,
"final_score": 1.23,
"trade_action": "Small",
"relative_strength": 3.11,
"entry": "Above 271.4 (VWAP)",
"entry_source": "vwap",
"entry_price": 271.39,
"entry_zone": {
"low": 270.58,
"high": 272.2,
"mid": 271.39,
"anchors": [
{
"source": "vwap",
"label": "VWAP",
"price": 271.39
}
],
"display": "Entry Zone 271–272",
"entry_source": "vwap",
"tolerance_pct": 0.3
},
"stop": "265.1 (ORB低点)",
"stop_source": "orb_low",
"stop_price": 265.11,
"target": "281.8 (预期收盘)",
"target_source": "expected_close",
"target_price": 281.8,
"targets": [
"281.8 (预期收盘)"
],
"level_anchors": {
"vwap": 271.39,
"orb_high": 270.45,
"orb_low": 265.11,
"prev_high": null,
"prev_low": null,
"prior_close": 267.19,
"orb_from_minute": true
},
"levels_valid": true,
"why": [
"RS vs QQQ +3.11%",
"RS vs SMH +2.28%",
"昨日强势 +4.6% 今日 gap 可控",
"Gap 未过度延伸",
"News 1"
],
"why_chain": "RS vs QQQ +3.11% · RS vs SMH +2.28% · 昨日强势 +4.6% 今日 gap 可控 · Gap 未过度延伸",
"why_vs_runner_up": "—",
"factor_breakdown": {
"relative_strength_vs_qqq": 3.11,
"relative_strength_vs_smh": 2.28,
"relative_weakness_score": -4.48,
"gap_pct": 0.14,
"beta_proxy": -4.98,
"volume_signal": false,
"news_count": 1,
"extended_gap_penalty": 0.0,
"vix_change_pct": -2.77,
"prior_day_change_pct": 4.63
},
"edge_type": "Sector Edge",
"score_formula_display": "final = win_prob(88%) × ER(2.8%) × rr_weight(0.5) / 100",
"expected_high": 281.8,
"expected_low": 266.42,
"expected_close": 281.8,
"current_price": 274.11,
"upside_pct": 2.81,
"downside_risk_pct": 2.81,
"why_factors": [
"RS vs QQQ +3.11%",
"RS vs SMH +2.28%",
"昨日强势 +4.6% 今日 gap 可控",
"Gap 未过度延伸",
"News 1"
],
"why_today": "RS vs QQQ +3.11% · RS vs SMH +2.28% · 昨日强势 +4.6% 今日 gap 可控 · Gap 未过度延伸",
"gap_pct": 0.14,
"rr_display": {
"reward_risk_ratio": 1.66,
"risk_reward_ratio": 0.6,
"reward_per_share": 10.41,
"risk_per_share": 6.28,
"label_reward_risk": "Reward/Risk 1.66",
"label_risk_reward": "Risk:Reward 1:0.60",
"display": "Reward/Risk 1.66 · Risk:Reward 1:0.60",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"catalyst": "Fed Headlines · Geopolitical Risk",
"invalidation": "Close below stop $265.11 · Geopolitical escalation invalidates mean-reversion",
"advisory": true,
"level_reasons": {
"entry": {
"price": 271.39,
"source": "vwap",
"confidence": 89,
"reasons": [
{
"source": "vwap",
"label": "VWAP",
"price": 271.39,
"weight_pct": 70.0,
"matched": true,
"primary": true
},
{
"source": "orb_high",
"label": "ORB High",
"price": 270.45,
"weight_pct": 30.0,
"matched": true,
"primary": false
}
]
},
"stop": {
"price": 265.11,
"source": "orb_low",
"confidence": 77,
"reasons": [
{
"source": "orb_low",
"label": "ORB Low",
"price": 265.11,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
},
"target": {
"price": 281.8,
"source": "expected_close",
"confidence": 77,
"reasons": [
{
"source": "expected_close",
"label": "Expected Close",
"price": 281.8,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
}
},
"return_calculation": "(281.8-271.39)/271.39=3.84%",
"heuristic_expected_return_pct": 2.81,
"target_action": "卖出/获利",
"trade_summary_cn": "做多 ARM：在 271.39 附近入场，目标 281.8，预期 +3.84%",
"trade_economics": {
"account_size": 10000.0,
"risk_pct": 1.0,
"position_pct": 40.7,
"shares": 15,
"contracts": 1,
"max_loss_usd": 94.2,
"win_usd": 156.15,
"loss_usd": 94.2,
"expected_value_usd": 126.11,
"risk_per_share": 6.28,
"reward_per_share": 10.41,
"rr_display": {
"reward_risk_ratio": 1.66,
"risk_reward_ratio": 0.6,
"reward_per_share": 10.41,
"risk_per_share": 6.28,
"label_reward_risk": "Reward/Risk 1.66",
"label_risk_reward": "Risk:Reward 1:0.60",
"display": "Reward/Risk 1.66 · Risk:Reward 1:0.60",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"size_label": "Small",
"display": "$10,000 → Win +$156 / Loss -$94"
},
"position_sizing": {
"risk_pct": 1.0,
"position_pct": 40.7,
"contracts": 1,
"shares": 15,
"max_loss_usd": 94.2,
"size_label": "Small",
"display": "Risk 1.0% → Position 40.7% → 1 unit(s) → Max Loss $94.2"
},
"why_wins_today": [
{
"rank": 1,
"dimension": "win_prob",
"label": "Highest Probability",
"primary_value": 88.0,
"runner_up_value": 88.0,
"wins": true
},
{
"rank": 2,
"dimension": "risk_reward",
"label": "Best Risk Reward",
"primary_value": 1.66,
"runner_up_value": 1.0,
"wins": true
}
],
"why_not_alternatives": [
{
"symbol": "MU",
"rank": 1,
"reasons": [
"ER 3.8% vs 3.7%",
"Score 1.23 vs 1.64",
"RS +3.1% vs +5.7%",
"R:R 1.66 vs 1.0"
],
"summary": "Why ARM over MU: ER 3.8% vs 3.7% · Score 1.23 vs 1.64 · RS +3.1% vs +5.7% · R:R 1.66 vs 1.0"
},
{
"symbol": "AMD",
"rank": 3,
"reasons": [
"Win% 88 vs 83",
"ER 3.8% vs 1.4%",
"Score 1.23 vs 0.59",
"RS +3.1% vs +4.1%",
"R:R 1.66 vs 1.0"
],
"summary": "Why ARM over AMD: Win% 88 vs 83 · ER 3.8% vs 1.4% · Score 1.23 vs 0.59 · RS +3.1% vs +4.1% · R:R 1.66 vs 1.0"
},
{
"symbol": "AVGO",
"rank": 4,
"reasons": [
"Win% 88 vs 73",
"ER 3.8% vs 0.7%",
"Score 1.23 vs 0.26",
"RS +3.1% vs +2.1%",
"R:R 1.66 vs 1.0",
"Tradeable (Small) vs Pass"
],
"summary": "Why ARM over AVGO: Win% 88 vs 73 · ER 3.8% vs 0.7% · Score 1.23 vs 0.26 · RS +3.1% vs +2.1% · R:R 1.66 vs 1.0 · Tradeable (Small) vs Pass"
},
{
"symbol": "SMH",
"rank": 5,
"reasons": [
"Win% 88 vs 66",
"ER 3.8% vs -0.0%",
"Score 1.23 vs 0.0",
"RS +3.1% vs +0.8%",
"R:R 1.66 vs 0.2",
"Tradeable (Small) vs Pass"
],
"summary": "Why ARM over SMH: Win% 88 vs 66 · ER 3.8% vs -0.0% · Score 1.23 vs 0.0 · RS +3.1% vs +0.8% · R:R 1.66 vs 0.2 · Tradeable (Small) vs Pass"
},
{
"symbol": "QQQ",
"rank": 6,
"reasons": [
"Win% 88 vs 59",
"ER 3.8% vs -0.1%",
"Score 1.23 vs 0.0",
"RS +3.1% vs +0.0%",
"R:R 1.66 vs 0.5",
"Tradeable (Small) vs Pass"
],
"summary": "Why ARM over QQQ: Win% 88 vs 59 · ER 3.8% vs -0.1% · Score 1.23 vs 0.0 · RS +3.1% vs +0.0% · R:R 1.66 vs 0.5 · Tradeable (Small) vs Pass"
}
],
"win_prob_source": "rules",
"calibration": {
"calibrated_win_prob": 88.0,
"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": 126.11,
"win_scenario_usd": 156.15,
"loss_scenario_usd": 94.2,
"win_prob_pct": 88.0,
"display": "EV $+126 (win +$156 @ 88.0% · loss -$94)"
},
"entry_status": {
"current_price": 274.11,
"ideal_entry": 271.39,
"distance_pct": 1.0,
"remaining_er_pct": 2.81,
"live_expected_return_pct": 2.81,
"new_plan": null,
"alternate_entry": null,
"advisory": true,
"advisory_tag": "ADVISORY — 不构成投资建议",
"zone_low": 270.58,
"zone_high": 272.2,
"miss_threshold_pct": 1.0,
"status": "PREMARKET",
"status_reason": "Premarket Ideal Entry — plan not yet live",
"action_hint": "Entry still valid"
}
},
"watchlist": {
"rank": 3,
"symbol": "AMD",
"direction": "LONG",
"instrument": "Stock",
"horizon": "Intraday",
"confidence": 83,
"confidence_stars": "★★★★☆",
"expected_move": "+2.82%",
"expected_return_pct": 2.82,
"win_prob": 83.0,
"win_prob_breakdown": {
"components": [
{
"factor": "Base",
"key": "base",
"points": 50.0
},
{
"factor": "RS",
"key": "rs",
"points": 18.0
},
{
"factor": "Trend",
"key": "trend",
"points": 10.0
},
{
"factor": "Gap",
"key": "gap",
"points": 5.0
}
],
"total": 83.0,
"raw_total": 83.0,
"was_clamped": false
},
"risk_reward": 1.48,
"final_score": 0.59,
"trade_action": "Small",
"relative_strength": 4.07,
"entry": "Above 506.4 (VWAP)",
"entry_source": "vwap",
"entry_price": 506.41,
"entry_zone": {
"low": 504.89,
"high": 507.93,
"mid": 506.41,
"anchors": [
{
"source": "vwap",
"label": "VWAP",
"price": 506.41
}
],
"display": "Entry Zone 505–508",
"entry_source": "vwap",
"tolerance_pct": 0.3
},
"stop": "496.8 (ORB低点)",
"stop_source": "orb_low",
"stop_price": 496.78,
"target": "520.7 (预期收盘)",
"target_source": "expected_close",
"target_price": 520.67,
"targets": [
"520.7 (预期收盘)"
],
"level_anchors": {
"vwap": 506.41,
"orb_high": 504.53,
"orb_low": 496.78,
"prev_high": null,
"prev_low": null,
"prior_close": 495.76,
"orb_from_minute": true
},
"levels_valid": true,
"why": [
"RS vs QQQ +4.07%",
"RS vs SMH +3.24%",
"昨日强势 +2.5% 今日 gap 可控",
"Gap 未过度延伸"
],
"why_chain": "RS vs QQQ +4.07% · RS vs SMH +3.24% · 昨日强势 +2.5% 今日 gap 可控 · Gap 未过度延伸",
"why_vs_runner_up": "—",
"factor_breakdown": {
"relative_strength_vs_qqq": 4.07,
"relative_strength_vs_smh": 3.24,
"relative_weakness_score": -6.01,
"gap_pct": 0.86,
"beta_proxy": -6.83,
"volume_signal": false,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": -2.77,
"prior_day_change_pct": 2.51
},
"edge_type": "Sector Edge",
"score_formula_display": "final = win_prob(83%) × ER(1.4%) × rr_weight(0.5) / 100",
"expected_high": 520.67,
"expected_low": 506.07,
"expected_close": 520.67,
"current_price": 513.37,
"upside_pct": 1.42,
"downside_risk_pct": 1.42,
"why_factors": [
"RS vs QQQ +4.07%",
"RS vs SMH +3.24%",
"昨日强势 +2.5% 今日 gap 可控",
"Gap 未过度延伸"
],
"why_today": "RS vs QQQ +4.07% · RS vs SMH +3.24% · 昨日强势 +2.5% 今日 gap 可控 · Gap 未过度延伸",
"gap_pct": 0.86,
"rr_display": {
"reward_risk_ratio": 1.48,
"risk_reward_ratio": 0.68,
"reward_per_share": 14.26,
"risk_per_share": 9.63,
"label_reward_risk": "Reward/Risk 1.48",
"label_risk_reward": "Risk:Reward 1:0.68",
"display": "Reward/Risk 1.48 · Risk:Reward 1:0.68",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"catalyst": "Fed Headlines · Geopolitical Risk",
"invalidation": "Close below stop $496.78 · Geopolitical escalation invalidates mean-reversion",
"advisory": true,
"level_reasons": {
"entry": {
"price": 506.41,
"source": "vwap",
"confidence": 89,
"reasons": [
{
"source": "vwap",
"label": "VWAP",
"price": 506.41,
"weight_pct": 70.0,
"matched": true,
"primary": true
},
{
"source": "orb_high",
"label": "ORB High",
"price": 504.53,
"weight_pct": 30.0,
"matched": true,
"primary": false
}
]
},
"stop": {
"price": 496.78,
"source": "orb_low",
"confidence": 77,
"reasons": [
{
"source": "orb_low",
"label": "ORB Low",
"price": 496.78,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
},
"target": {
"price": 520.67,
"source": "expected_close",
"confidence": 77,
"reasons": [
{
"source": "expected_close",
"label": "Expected Close",
"price": 520.67,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
}
},
"return_calculation": "(520.67-506.41)/506.41=2.82%",
"heuristic_expected_return_pct": 1.42,
"target_action": "卖出/获利",
"trade_summary_cn": "做多 AMD：在 506.41 附近入场，目标 520.67，预期 +2.82%",
"trade_economics": {
"account_size": 10000.0,
"risk_pct": 1.0,
"position_pct": 50.6,
"shares": 10,
"contracts": 1,
"max_loss_usd": 96.3,
"win_usd": 142.6,
"loss_usd": 96.3,
"expected_value_usd": 101.99,
"risk_per_share": 9.63,
"reward_per_share": 14.26,
"rr_display": {
"reward_risk_ratio": 1.48,
"risk_reward_ratio": 0.68,
"reward_per_share": 14.26,
"risk_per_share": 9.63,
"label_reward_risk": "Reward/Risk 1.48",
"label_risk_reward": "Risk:Reward 1:0.68",
"display": "Reward/Risk 1.48 · Risk:Reward 1:0.68",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"size_label": "Small",
"display": "$10,000 → Win +$143 / Loss -$96"
},
"position_sizing": {
"risk_pct": 1.0,
"position_pct": 50.6,
"contracts": 1,
"shares": 10,
"max_loss_usd": 96.3,
"size_label": "Small",
"display": "Risk 1.0% → Position 50.6% → 1 unit(s) → Max Loss $96.3"
},
"why_wins_today": [
{
"rank": 1,
"dimension": "risk_reward",
"label": "Best Risk Reward",
"primary_value": 1.48,
"runner_up_value": 1.0,
"wins": true
}
],
"why_not_alternatives": [
{
"symbol": "MU",
"rank": 1,
"reasons": [
"Win% 83 vs 88",
"ER 2.8% vs 3.7%",
"Score 0.59 vs 1.64",
"RS +4.1% vs +5.7%",
"R:R 1.48 vs 1.0"
],
"summary": "Why AMD over MU: Win% 83 vs 88 · ER 2.8% vs 3.7% · Score 0.59 vs 1.64 · RS +4.1% vs +5.7% · R:R 1.48 vs 1.0"
},
{
"symbol": "ARM",
"rank": 2,
"reasons": [
"Win% 83 vs 88",
"ER 2.8% vs 2.8%",
"Score 0.59 vs 1.23",
"RS +4.1% vs +3.1%",
"R:R 1.48 vs 1.0"
],
"summary": "Why AMD over ARM: Win% 83 vs 88 · ER 2.8% vs 2.8% · Score 0.59 vs 1.23 · RS +4.1% vs +3.1% · R:R 1.48 vs 1.0"
},
{
"symbol": "AVGO",
"rank": 4,
"reasons": [
"Win% 83 vs 73",
"ER 2.8% vs 0.7%",
"Score 0.59 vs 0.26",
"RS +4.1% vs +2.1%",
"R:R 1.48 vs 1.0",
"Tradeable (Small) vs Pass"
],
"summary": "Why AMD over AVGO: Win% 83 vs 73 · ER 2.8% vs 0.7% · Score 0.59 vs 0.26 · RS +4.1% vs +2.1% · R:R 1.48 vs 1.0 · Tradeable (Small) vs Pass"
},
{
"symbol": "SMH",
"rank": 5,
"reasons": [
"Win% 83 vs 66",
"ER 2.8% vs -0.0%",
"Score 0.59 vs 0.0",
"RS +4.1% vs +0.8%",
"R:R 1.48 vs 0.2",
"Tradeable (Small) vs Pass"
],
"summary": "Why AMD over SMH: Win% 83 vs 66 · ER 2.8% vs -0.0% · Score 0.59 vs 0.0 · RS +4.1% vs +0.8% · R:R 1.48 vs 0.2 · Tradeable (Small) vs Pass"
},
{
"symbol": "QQQ",
"rank": 6,
"reasons": [
"Win% 83 vs 59",
"ER 2.8% vs -0.1%",
"Score 0.59 vs 0.0",
"RS +4.1% vs +0.0%",
"R:R 1.48 vs 0.5",
"Tradeable (Small) vs Pass"
],
"summary": "Why AMD over QQQ: Win% 83 vs 59 · ER 2.8% vs -0.1% · Score 0.59 vs 0.0 · RS +4.1% vs +0.0% · R:R 1.48 vs 0.5 · Tradeable (Small) vs Pass"
}
],
"win_prob_source": "rules",
"calibration": {
"calibrated_win_prob": 83.0,
"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": 101.99,
"win_scenario_usd": 142.6,
"loss_scenario_usd": 96.3,
"win_prob_pct": 83.0,
"display": "EV $+102 (win +$143 @ 83.0% · loss -$96)"
},
"entry_status": {
"current_price": 513.37,
"ideal_entry": 506.41,
"distance_pct": 1.37,
"remaining_er_pct": 1.42,
"live_expected_return_pct": 1.42,
"new_plan": null,
"alternate_entry": null,
"advisory": true,
"advisory_tag": "ADVISORY — 不构成投资建议",
"zone_low": 504.89,
"zone_high": 507.93,
"miss_threshold_pct": 1.0,
"status": "PREMARKET",
"status_reason": "Premarket Ideal Entry — plan not yet live",
"action_hint": "Entry still valid"
}
},
"index_trade": "NO TRADE",
"p16_gate": "No Trade",
"threshold_message": null,
"stock_trades": [
{
"rank": 1,
"symbol": "MU",
"direction": "LONG",
"confidence": 88,
"expected_move": "+5.34%",
"why": "RS vs QQQ +5.73% · RS vs SMH +4.90% · 昨日强势 +4.7% 今日 gap 可控 · Gap 未过度延伸"
},
{
"rank": 2,
"symbol": "ARM",
"direction": "LONG",
"confidence": 88,
"expected_move": "+3.84%",
"why": "RS vs QQQ +3.11% · RS vs SMH +2.28% · 昨日强势 +4.6% 今日 gap 可控 · Gap 未过度延伸"
},
{
"rank": 3,
"symbol": "AMD",
"direction": "LONG",
"confidence": 83,
"expected_move": "+2.82%",
"why": "RS vs QQQ +4.07% · RS vs SMH +3.24% · 昨日强势 +2.5% 今日 gap 可控 · Gap 未过度延伸"
}
],
"top_trades": [
{
"rank": 1,
"symbol": "MU",
"direction": "LONG",
"instrument": "Stock",
"horizon": "Intraday",
"confidence": 88,
"confidence_stars": "★★★★☆",
"expected_move": "+5.34%",
"expected_return_pct": 5.34,
"win_prob": 88.0,
"win_prob_breakdown": {
"components": [
{
"factor": "Base",
"key": "base",
"points": 50.0
},
{
"factor": "RS",
"key": "rs",
"points": 18.0
},
{
"factor": "Trend",
"key": "trend",
"points": 10.0
},
{
"factor": "Gap",
"key": "gap",
"points": 5.0
},
{
"factor": "Catalyst",
"key": "catalyst",
"points": 5.0
}
],
"total": 88.0,
"raw_total": 88.0,
"was_clamped": false
},
"risk_reward": 1.61,
"final_score": 1.64,
"trade_action": "Small",
"relative_strength": 5.73,
"entry": "Above 879.4 (VWAP)",
"entry_source": "vwap",
"entry_price": 879.44,
"entry_zone": {
"low": 876.8,
"high": 882.08,
"mid": 879.44,
"anchors": [
{
"source": "vwap",
"label": "VWAP",
"price": 879.44
}
],
"display": "Entry Zone 877–882",
"entry_source": "vwap",
"tolerance_pct": 0.3
},
"stop": "850.2 (ORB低点)",
"stop_source": "orb_low",
"stop_price": 850.22,
"target": "926.4 (预期收盘)",
"target_source": "expected_close",
"target_price": 926.44,
"targets": [
"926.4 (预期收盘)"
],
"level_anchors": {
"vwap": 879.44,
"orb_high": 876.22,
"orb_low": 850.22,
"prev_high": null,
"prev_low": null,
"prior_close": 848.95,
"orb_from_minute": true
},
"levels_valid": true,
"why": [
"RS vs QQQ +5.73%",
"RS vs SMH +4.90%",
"昨日强势 +4.7% 今日 gap 可控",
"Gap 未过度延伸",
"News 1"
],
"why_chain": "RS vs QQQ +5.73% · RS vs SMH +4.90% · 昨日强势 +4.7% 今日 gap 可控 · Gap 未过度延伸",
"why_vs_runner_up": "MU RS +5.7% vs ARM +3.1%；ER 3.7% vs 2.8%；relative strength",
"factor_breakdown": {
"relative_strength_vs_qqq": 5.73,
"relative_strength_vs_smh": 4.9,
"relative_weakness_score": -8.67,
"gap_pct": 0.9,
"beta_proxy": -10.02,
"volume_signal": false,
"news_count": 1,
"extended_gap_penalty": 0.0,
"vix_change_pct": -2.77,
"prior_day_change_pct": 4.69
},
"edge_type": "Sector Edge",
"score_formula_display": "final = win_prob(88%) × ER(3.7%) × rr_weight(0.5) / 100",
"expected_high": 926.44,
"expected_low": 859.84,
"expected_close": 926.44,
"current_price": 893.14,
"upside_pct": 3.73,
"downside_risk_pct": 3.73,
"why_factors": [
"RS vs QQQ +5.73%",
"RS vs SMH +4.90%",
"昨日强势 +4.7% 今日 gap 可控",
"Gap 未过度延伸",
"News 1"
],
"why_today": "RS vs QQQ +5.73% · RS vs SMH +4.90% · 昨日强势 +4.7% 今日 gap 可控 · Gap 未过度延伸",
"gap_pct": 0.9,
"rr_display": {
"reward_risk_ratio": 1.61,
"risk_reward_ratio": 0.62,
"reward_per_share": 47.0,
"risk_per_share": 29.22,
"label_reward_risk": "Reward/Risk 1.61",
"label_risk_reward": "Risk:Reward 1:0.62",
"display": "Reward/Risk 1.61 · Risk:Reward 1:0.62",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"catalyst": "Fed Headlines · Geopolitical Risk",
"invalidation": "Close below stop $850.22 · Geopolitical escalation invalidates mean-reversion",
"advisory": true,
"level_reasons": {
"entry": {
"price": 879.44,
"source": "vwap",
"confidence": 89,
"reasons": [
{
"source": "vwap",
"label": "VWAP",
"price": 879.44,
"weight_pct": 70.0,
"matched": true,
"primary": true
},
{
"source": "orb_high",
"label": "ORB High",
"price": 876.22,
"weight_pct": 30.0,
"matched": true,
"primary": false
}
]
},
"stop": {
"price": 850.22,
"source": "orb_low",
"confidence": 77,
"reasons": [
{
"source": "orb_low",
"label": "ORB Low",
"price": 850.22,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
},
"target": {
"price": 926.44,
"source": "expected_close",
"confidence": 77,
"reasons": [
{
"source": "expected_close",
"label": "Expected Close",
"price": 926.44,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
}
},
"return_calculation": "(926.44-879.44)/879.44=5.34%",
"heuristic_expected_return_pct": 3.73,
"target_action": "卖出/获利",
"trade_summary_cn": "做多 MU：在 879.44 附近入场，目标 926.44，预期 +5.34%",
"trade_economics": {
"account_size": 10000.0,
"risk_pct": 1.0,
"position_pct": 26.4,
"shares": 3,
"contracts": 1,
"max_loss_usd": 87.66,
"win_usd": 141.0,
"loss_usd": 87.66,
"expected_value_usd": 113.56,
"risk_per_share": 29.22,
"reward_per_share": 47.0,
"rr_display": {
"reward_risk_ratio": 1.61,
"risk_reward_ratio": 0.62,
"reward_per_share": 47.0,
"risk_per_share": 29.22,
"label_reward_risk": "Reward/Risk 1.61",
"label_risk_reward": "Risk:Reward 1:0.62",
"display": "Reward/Risk 1.61 · Risk:Reward 1:0.62",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"size_label": "Small",
"display": "$10,000 → Win +$141 / Loss -$88"
},
"position_sizing": {
"risk_pct": 1.0,
"position_pct": 26.4,
"contracts": 1,
"shares": 3,
"max_loss_usd": 87.66,
"size_label": "Small",
"display": "Risk 1.0% → Position 26.4% → 1 unit(s) → Max Loss $87.66"
},
"why_wins_today": [
{
"rank": 1,
"dimension": "relative_strength",
"label": "Highest Relative Strength",
"primary_value": 5.73,
"runner_up_value": 4.07,
"wins": true
},
{
"rank": 2,
"dimension": "expected_range",
"label": "Largest Expected Range",
"primary_value": 7.46,
"runner_up_value": 5.62,
"wins": true
},
{
"rank": 3,
"dimension": "win_prob",
"label": "Highest Probability",
"primary_value": 88.0,
"runner_up_value": 88.0,
"wins": true
},
{
"rank": 4,
"dimension": "risk_reward",
"label": "Best Risk Reward",
"primary_value": 1.61,
"runner_up_value": 1.0,
"wins": true
}
],
"why_not_alternatives": [
{
"symbol": "ARM",
"rank": 2,
"reasons": [
"ER 5.3% vs 2.8%",
"Score 1.64 vs 1.23",
"RS +5.7% vs +3.1%",
"R:R 1.61 vs 1.0"
],
"summary": "Why MU over ARM: ER 5.3% vs 2.8% · Score 1.64 vs 1.23 · RS +5.7% vs +3.1% · R:R 1.61 vs 1.0"
},
{
"symbol": "AMD",
"rank": 3,
"reasons": [
"Win% 88 vs 83",
"ER 5.3% vs 1.4%",
"Score 1.64 vs 0.59",
"RS +5.7% vs +4.1%",
"R:R 1.61 vs 1.0"
],
"summary": "Why MU over AMD: Win% 88 vs 83 · ER 5.3% vs 1.4% · Score 1.64 vs 0.59 · RS +5.7% vs +4.1% · R:R 1.61 vs 1.0"
},
{
"symbol": "AVGO",
"rank": 4,
"reasons": [
"Win% 88 vs 73",
"ER 5.3% vs 0.7%",
"Score 1.64 vs 0.26",
"RS +5.7% vs +2.1%",
"R:R 1.61 vs 1.0",
"Tradeable (Small) vs Pass"
],
"summary": "Why MU over AVGO: Win% 88 vs 73 · ER 5.3% vs 0.7% · Score 1.64 vs 0.26 · RS +5.7% vs +2.1% · R:R 1.61 vs 1.0 · Tradeable (Small) vs Pass"
},
{
"symbol": "SMH",
"rank": 5,
"reasons": [
"Win% 88 vs 66",
"ER 5.3% vs -0.0%",
"Score 1.64 vs 0.0",
"RS +5.7% vs +0.8%",
"R:R 1.61 vs 0.2",
"Tradeable (Small) vs Pass"
],
"summary": "Why MU over SMH: Win% 88 vs 66 · ER 5.3% vs -0.0% · Score 1.64 vs 0.0 · RS +5.7% vs +0.8% · R:R 1.61 vs 0.2 · Tradeable (Small) vs Pass"
},
{
"symbol": "QQQ",
"rank": 6,
"reasons": [
"Win% 88 vs 59",
"ER 5.3% vs -0.1%",
"Score 1.64 vs 0.0",
"RS +5.7% vs +0.0%",
"R:R 1.61 vs 0.5",
"Tradeable (Small) vs Pass"
],
"summary": "Why MU over QQQ: Win% 88 vs 59 · ER 5.3% vs -0.1% · Score 1.64 vs 0.0 · RS +5.7% vs +0.0% · R:R 1.61 vs 0.5 · Tradeable (Small) vs Pass"
}
],
"rank_summary": "MU ranked #1 because weakest RS + largest expected range + highest probability",
"win_prob_source": "rules",
"calibration": {
"calibrated_win_prob": 88.0,
"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": 113.56,
"win_scenario_usd": 141.0,
"loss_scenario_usd": 87.66,
"win_prob_pct": 88.0,
"display": "EV $+114 (win +$141 @ 88.0% · loss -$88)"
},
"entry_status": {
"current_price": 893.14,
"ideal_entry": 879.44,
"distance_pct": 1.56,
"remaining_er_pct": 3.73,
"live_expected_return_pct": 3.73,
"new_plan": null,
"alternate_entry": null,
"advisory": true,
"advisory_tag": "ADVISORY — 不构成投资建议",
"zone_low": 876.8,
"zone_high": 882.08,
"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": "LONG",
"instrument": "Stock",
"horizon": "Intraday",
"confidence": 88,
"confidence_stars": "★★★★☆",
"expected_move": "+3.84%",
"expected_return_pct": 3.84,
"win_prob": 88.0,
"win_prob_breakdown": {
"components": [
{
"factor": "Base",
"key": "base",
"points": 50.0
},
{
"factor": "RS",
"key": "rs",
"points": 18.0
},
{
"factor": "Trend",
"key": "trend",
"points": 10.0
},
{
"factor": "Gap",
"key": "gap",
"points": 5.0
},
{
"factor": "Catalyst",
"key": "catalyst",
"points": 5.0
}
],
"total": 88.0,
"raw_total": 88.0,
"was_clamped": false
},
"risk_reward": 1.66,
"final_score": 1.23,
"trade_action": "Small",
"relative_strength": 3.11,
"entry": "Above 271.4 (VWAP)",
"entry_source": "vwap",
"entry_price": 271.39,
"entry_zone": {
"low": 270.58,
"high": 272.2,
"mid": 271.39,
"anchors": [
{
"source": "vwap",
"label": "VWAP",
"price": 271.39
}
],
"display": "Entry Zone 271–272",
"entry_source": "vwap",
"tolerance_pct": 0.3
},
"stop": "265.1 (ORB低点)",
"stop_source": "orb_low",
"stop_price": 265.11,
"target": "281.8 (预期收盘)",
"target_source": "expected_close",
"target_price": 281.8,
"targets": [
"281.8 (预期收盘)"
],
"level_anchors": {
"vwap": 271.39,
"orb_high": 270.45,
"orb_low": 265.11,
"prev_high": null,
"prev_low": null,
"prior_close": 267.19,
"orb_from_minute": true
},
"levels_valid": true,
"why": [
"RS vs QQQ +3.11%",
"RS vs SMH +2.28%",
"昨日强势 +4.6% 今日 gap 可控",
"Gap 未过度延伸",
"News 1"
],
"why_chain": "RS vs QQQ +3.11% · RS vs SMH +2.28% · 昨日强势 +4.6% 今日 gap 可控 · Gap 未过度延伸",
"why_vs_runner_up": "—",
"factor_breakdown": {
"relative_strength_vs_qqq": 3.11,
"relative_strength_vs_smh": 2.28,
"relative_weakness_score": -4.48,
"gap_pct": 0.14,
"beta_proxy": -4.98,
"volume_signal": false,
"news_count": 1,
"extended_gap_penalty": 0.0,
"vix_change_pct": -2.77,
"prior_day_change_pct": 4.63
},
"edge_type": "Sector Edge",
"score_formula_display": "final = win_prob(88%) × ER(2.8%) × rr_weight(0.5) / 100",
"expected_high": 281.8,
"expected_low": 266.42,
"expected_close": 281.8,
"current_price": 274.11,
"upside_pct": 2.81,
"downside_risk_pct": 2.81,
"why_factors": [
"RS vs QQQ +3.11%",
"RS vs SMH +2.28%",
"昨日强势 +4.6% 今日 gap 可控",
"Gap 未过度延伸",
"News 1"
],
"why_today": "RS vs QQQ +3.11% · RS vs SMH +2.28% · 昨日强势 +4.6% 今日 gap 可控 · Gap 未过度延伸",
"gap_pct": 0.14,
"rr_display": {
"reward_risk_ratio": 1.66,
"risk_reward_ratio": 0.6,
"reward_per_share": 10.41,
"risk_per_share": 6.28,
"label_reward_risk": "Reward/Risk 1.66",
"label_risk_reward": "Risk:Reward 1:0.60",
"display": "Reward/Risk 1.66 · Risk:Reward 1:0.60",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"catalyst": "Fed Headlines · Geopolitical Risk",
"invalidation": "Close below stop $265.11 · Geopolitical escalation invalidates mean-reversion",
"advisory": true,
"level_reasons": {
"entry": {
"price": 271.39,
"source": "vwap",
"confidence": 89,
"reasons": [
{
"source": "vwap",
"label": "VWAP",
"price": 271.39,
"weight_pct": 70.0,
"matched": true,
"primary": true
},
{
"source": "orb_high",
"label": "ORB High",
"price": 270.45,
"weight_pct": 30.0,
"matched": true,
"primary": false
}
]
},
"stop": {
"price": 265.11,
"source": "orb_low",
"confidence": 77,
"reasons": [
{
"source": "orb_low",
"label": "ORB Low",
"price": 265.11,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
},
"target": {
"price": 281.8,
"source": "expected_close",
"confidence": 77,
"reasons": [
{
"source": "expected_close",
"label": "Expected Close",
"price": 281.8,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
}
},
"return_calculation": "(281.8-271.39)/271.39=3.84%",
"heuristic_expected_return_pct": 2.81,
"target_action": "卖出/获利",
"trade_summary_cn": "做多 ARM：在 271.39 附近入场，目标 281.8，预期 +3.84%",
"trade_economics": {
"account_size": 10000.0,
"risk_pct": 1.0,
"position_pct": 40.7,
"shares": 15,
"contracts": 1,
"max_loss_usd": 94.2,
"win_usd": 156.15,
"loss_usd": 94.2,
"expected_value_usd": 126.11,
"risk_per_share": 6.28,
"reward_per_share": 10.41,
"rr_display": {
"reward_risk_ratio": 1.66,
"risk_reward_ratio": 0.6,
"reward_per_share": 10.41,
"risk_per_share": 6.28,
"label_reward_risk": "Reward/Risk 1.66",
"label_risk_reward": "Risk:Reward 1:0.60",
"display": "Reward/Risk 1.66 · Risk:Reward 1:0.60",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"size_label": "Small",
"display": "$10,000 → Win +$156 / Loss -$94"
},
"position_sizing": {
"risk_pct": 1.0,
"position_pct": 40.7,
"contracts": 1,
"shares": 15,
"max_loss_usd": 94.2,
"size_label": "Small",
"display": "Risk 1.0% → Position 40.7% → 1 unit(s) → Max Loss $94.2"
},
"why_wins_today": [
{
"rank": 1,
"dimension": "win_prob",
"label": "Highest Probability",
"primary_value": 88.0,
"runner_up_value": 88.0,
"wins": true
},
{
"rank": 2,
"dimension": "risk_reward",
"label": "Best Risk Reward",
"primary_value": 1.66,
"runner_up_value": 1.0,
"wins": true
}
],
"why_not_alternatives": [
{
"symbol": "MU",
"rank": 1,
"reasons": [
"ER 3.8% vs 3.7%",
"Score 1.23 vs 1.64",
"RS +3.1% vs +5.7%",
"R:R 1.66 vs 1.0"
],
"summary": "Why ARM over MU: ER 3.8% vs 3.7% · Score 1.23 vs 1.64 · RS +3.1% vs +5.7% · R:R 1.66 vs 1.0"
},
{
"symbol": "AMD",
"rank": 3,
"reasons": [
"Win% 88 vs 83",
"ER 3.8% vs 1.4%",
"Score 1.23 vs 0.59",
"RS +3.1% vs +4.1%",
"R:R 1.66 vs 1.0"
],
"summary": "Why ARM over AMD: Win% 88 vs 83 · ER 3.8% vs 1.4% · Score 1.23 vs 0.59 · RS +3.1% vs +4.1% · R:R 1.66 vs 1.0"
},
{
"symbol": "AVGO",
"rank": 4,
"reasons": [
"Win% 88 vs 73",
"ER 3.8% vs 0.7%",
"Score 1.23 vs 0.26",
"RS +3.1% vs +2.1%",
"R:R 1.66 vs 1.0",
"Tradeable (Small) vs Pass"
],
"summary": "Why ARM over AVGO: Win% 88 vs 73 · ER 3.8% vs 0.7% · Score 1.23 vs 0.26 · RS +3.1% vs +2.1% · R:R 1.66 vs 1.0 · Tradeable (Small) vs Pass"
},
{
"symbol": "SMH",
"rank": 5,
"reasons": [
"Win% 88 vs 66",
"ER 3.8% vs -0.0%",
"Score 1.23 vs 0.0",
"RS +3.1% vs +0.8%",
"R:R 1.66 vs 0.2",
"Tradeable (Small) vs Pass"
],
"summary": "Why ARM over SMH: Win% 88 vs 66 · ER 3.8% vs -0.0% · Score 1.23 vs 0.0 · RS +3.1% vs +0.8% · R:R 1.66 vs 0.2 · Tradeable (Small) vs Pass"
},
{
"symbol": "QQQ",
"rank": 6,
"reasons": [
"Win% 88 vs 59",
"ER 3.8% vs -0.1%",
"Score 1.23 vs 0.0",
"RS +3.1% vs +0.0%",
"R:R 1.66 vs 0.5",
"Tradeable (Small) vs Pass"
],
"summary": "Why ARM over QQQ: Win% 88 vs 59 · ER 3.8% vs -0.1% · Score 1.23 vs 0.0 · RS +3.1% vs +0.0% · R:R 1.66 vs 0.5 · Tradeable (Small) vs Pass"
}
],
"win_prob_source": "rules",
"calibration": {
"calibrated_win_prob": 88.0,
"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": 126.11,
"win_scenario_usd": 156.15,
"loss_scenario_usd": 94.2,
"win_prob_pct": 88.0,
"display": "EV $+126 (win +$156 @ 88.0% · loss -$94)"
},
"entry_status": {
"current_price": 274.11,
"ideal_entry": 271.39,
"distance_pct": 1.0,
"remaining_er_pct": 2.81,
"live_expected_return_pct": 2.81,
"new_plan": null,
"alternate_entry": null,
"advisory": true,
"advisory_tag": "ADVISORY — 不构成投资建议",
"zone_low": 270.58,
"zone_high": 272.2,
"miss_threshold_pct": 1.0,
"status": "PREMARKET",
"status_reason": "Premarket Ideal Entry — plan not yet live",
"action_hint": "Entry still valid"
}
},
{
"rank": 3,
"symbol": "AMD",
"direction": "LONG",
"instrument": "Stock",
"horizon": "Intraday",
"confidence": 83,
"confidence_stars": "★★★★☆",
"expected_move": "+2.82%",
"expected_return_pct": 2.82,
"win_prob": 83.0,
"win_prob_breakdown": {
"components": [
{
"factor": "Base",
"key": "base",
"points": 50.0
},
{
"factor": "RS",
"key": "rs",
"points": 18.0
},
{
"factor": "Trend",
"key": "trend",
"points": 10.0
},
{
"factor": "Gap",
"key": "gap",
"points": 5.0
}
],
"total": 83.0,
"raw_total": 83.0,
"was_clamped": false
},
"risk_reward": 1.48,
"final_score": 0.59,
"trade_action": "Small",
"relative_strength": 4.07,
"entry": "Above 506.4 (VWAP)",
"entry_source": "vwap",
"entry_price": 506.41,
"entry_zone": {
"low": 504.89,
"high": 507.93,
"mid": 506.41,
"anchors": [
{
"source": "vwap",
"label": "VWAP",
"price": 506.41
}
],
"display": "Entry Zone 505–508",
"entry_source": "vwap",
"tolerance_pct": 0.3
},
"stop": "496.8 (ORB低点)",
"stop_source": "orb_low",
"stop_price": 496.78,
"target": "520.7 (预期收盘)",
"target_source": "expected_close",
"target_price": 520.67,
"targets": [
"520.7 (预期收盘)"
],
"level_anchors": {
"vwap": 506.41,
"orb_high": 504.53,
"orb_low": 496.78,
"prev_high": null,
"prev_low": null,
"prior_close": 495.76,
"orb_from_minute": true
},
"levels_valid": true,
"why": [
"RS vs QQQ +4.07%",
"RS vs SMH +3.24%",
"昨日强势 +2.5% 今日 gap 可控",
"Gap 未过度延伸"
],
"why_chain": "RS vs QQQ +4.07% · RS vs SMH +3.24% · 昨日强势 +2.5% 今日 gap 可控 · Gap 未过度延伸",
"why_vs_runner_up": "—",
"factor_breakdown": {
"relative_strength_vs_qqq": 4.07,
"relative_strength_vs_smh": 3.24,
"relative_weakness_score": -6.01,
"gap_pct": 0.86,
"beta_proxy": -6.83,
"volume_signal": false,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": -2.77,
"prior_day_change_pct": 2.51
},
"edge_type": "Sector Edge",
"score_formula_display": "final = win_prob(83%) × ER(1.4%) × rr_weight(0.5) / 100",
"expected_high": 520.67,
"expected_low": 506.07,
"expected_close": 520.67,
"current_price": 513.37,
"upside_pct": 1.42,
"downside_risk_pct": 1.42,
"why_factors": [
"RS vs QQQ +4.07%",
"RS vs SMH +3.24%",
"昨日强势 +2.5% 今日 gap 可控",
"Gap 未过度延伸"
],
"why_today": "RS vs QQQ +4.07% · RS vs SMH +3.24% · 昨日强势 +2.5% 今日 gap 可控 · Gap 未过度延伸",
"gap_pct": 0.86,
"rr_display": {
"reward_risk_ratio": 1.48,
"risk_reward_ratio": 0.68,
"reward_per_share": 14.26,
"risk_per_share": 9.63,
"label_reward_risk": "Reward/Risk 1.48",
"label_risk_reward": "Risk:Reward 1:0.68",
"display": "Reward/Risk 1.48 · Risk:Reward 1:0.68",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"catalyst": "Fed Headlines · Geopolitical Risk",
"invalidation": "Close below stop $496.78 · Geopolitical escalation invalidates mean-reversion",
"advisory": true,
"level_reasons": {
"entry": {
"price": 506.41,
"source": "vwap",
"confidence": 89,
"reasons": [
{
"source": "vwap",
"label": "VWAP",
"price": 506.41,
"weight_pct": 70.0,
"matched": true,
"primary": true
},
{
"source": "orb_high",
"label": "ORB High",
"price": 504.53,
"weight_pct": 30.0,
"matched": true,
"primary": false
}
]
},
"stop": {
"price": 496.78,
"source": "orb_low",
"confidence": 77,
"reasons": [
{
"source": "orb_low",
"label": "ORB Low",
"price": 496.78,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
},
"target": {
"price": 520.67,
"source": "expected_close",
"confidence": 77,
"reasons": [
{
"source": "expected_close",
"label": "Expected Close",
"price": 520.67,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
}
},
"return_calculation": "(520.67-506.41)/506.41=2.82%",
"heuristic_expected_return_pct": 1.42,
"target_action": "卖出/获利",
"trade_summary_cn": "做多 AMD：在 506.41 附近入场，目标 520.67，预期 +2.82%",
"trade_economics": {
"account_size": 10000.0,
"risk_pct": 1.0,
"position_pct": 50.6,
"shares": 10,
"contracts": 1,
"max_loss_usd": 96.3,
"win_usd": 142.6,
"loss_usd": 96.3,
"expected_value_usd": 101.99,
"risk_per_share": 9.63,
"reward_per_share": 14.26,
"rr_display": {
"reward_risk_ratio": 1.48,
"risk_reward_ratio": 0.68,
"reward_per_share": 14.26,
"risk_per_share": 9.63,
"label_reward_risk": "Reward/Risk 1.48",
"label_risk_reward": "Risk:Reward 1:0.68",
"display": "Reward/Risk 1.48 · Risk:Reward 1:0.68",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"size_label": "Small",
"display": "$10,000 → Win +$143 / Loss -$96"
},
"position_sizing": {
"risk_pct": 1.0,
"position_pct": 50.6,
"contracts": 1,
"shares": 10,
"max_loss_usd": 96.3,
"size_label": "Small",
"display": "Risk 1.0% → Position 50.6% → 1 unit(s) → Max Loss $96.3"
},
"why_wins_today": [
{
"rank": 1,
"dimension": "risk_reward",
"label": "Best Risk Reward",
"primary_value": 1.48,
"runner_up_value": 1.0,
"wins": true
}
],
"why_not_alternatives": [
{
"symbol": "MU",
"rank": 1,
"reasons": [
"Win% 83 vs 88",
"ER 2.8% vs 3.7%",
"Score 0.59 vs 1.64",
"RS +4.1% vs +5.7%",
"R:R 1.48 vs 1.0"
],
"summary": "Why AMD over MU: Win% 83 vs 88 · ER 2.8% vs 3.7% · Score 0.59 vs 1.64 · RS +4.1% vs +5.7% · R:R 1.48 vs 1.0"
},
{
"symbol": "ARM",
"rank": 2,
"reasons": [
"Win% 83 vs 88",
"ER 2.8% vs 2.8%",
"Score 0.59 vs 1.23",
"RS +4.1% vs +3.1%",
"R:R 1.48 vs 1.0"
],
"summary": "Why AMD over ARM: Win% 83 vs 88 · ER 2.8% vs 2.8% · Score 0.59 vs 1.23 · RS +4.1% vs +3.1% · R:R 1.48 vs 1.0"
},
{
"symbol": "AVGO",
"rank": 4,
"reasons": [
"Win% 83 vs 73",
"ER 2.8% vs 0.7%",
"Score 0.59 vs 0.26",
"RS +4.1% vs +2.1%",
"R:R 1.48 vs 1.0",
"Tradeable (Small) vs Pass"
],
"summary": "Why AMD over AVGO: Win% 83 vs 73 · ER 2.8% vs 0.7% · Score 0.59 vs 0.26 · RS +4.1% vs +2.1% · R:R 1.48 vs 1.0 · Tradeable (Small) vs Pass"
},
{
"symbol": "SMH",
"rank": 5,
"reasons": [
"Win% 83 vs 66",
"ER 2.8% vs -0.0%",
"Score 0.59 vs 0.0",
"RS +4.1% vs +0.8%",
"R:R 1.48 vs 0.2",
"Tradeable (Small) vs Pass"
],
"summary": "Why AMD over SMH: Win% 83 vs 66 · ER 2.8% vs -0.0% · Score 0.59 vs 0.0 · RS +4.1% vs +0.8% · R:R 1.48 vs 0.2 · Tradeable (Small) vs Pass"
},
{
"symbol": "QQQ",
"rank": 6,
"reasons": [
"Win% 83 vs 59",
"ER 2.8% vs -0.1%",
"Score 0.59 vs 0.0",
"RS +4.1% vs +0.0%",
"R:R 1.48 vs 0.5",
"Tradeable (Small) vs Pass"
],
"summary": "Why AMD over QQQ: Win% 83 vs 59 · ER 2.8% vs -0.1% · Score 0.59 vs 0.0 · RS +4.1% vs +0.0% · R:R 1.48 vs 0.5 · Tradeable (Small) vs Pass"
}
],
"win_prob_source": "rules",
"calibration": {
"calibrated_win_prob": 83.0,
"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": 101.99,
"win_scenario_usd": 142.6,
"loss_scenario_usd": 96.3,
"win_prob_pct": 83.0,
"display": "EV $+102 (win +$143 @ 83.0% · loss -$96)"
},
"entry_status": {
"current_price": 513.37,
"ideal_entry": 506.41,
"distance_pct": 1.37,
"remaining_er_pct": 1.42,
"live_expected_return_pct": 1.42,
"new_plan": null,
"alternate_entry": null,
"advisory": true,
"advisory_tag": "ADVISORY — 不构成投资建议",
"zone_low": 504.89,
"zone_high": 507.93,
"miss_threshold_pct": 1.0,
"status": "PREMARKET",
"status_reason": "Premarket Ideal Entry — plan not yet live",
"action_hint": "Entry still valid"
}
}
],
"watchlist_items": [
{
"symbol": "AVGO",
"rank": 4,
"win_prob": 73.0,
"expected_return_pct": 0.7,
"trade_action": "Pass",
"why": "RS vs QQQ +2.15% · RS vs SMH +1.32% · Gap 未过度延伸 · 上行空间 <1.0%",
"note": "Monitor — below trade threshold"
},
{
"symbol": "SMH",
"rank": 5,
"win_prob": 66.0,
"expected_return_pct": -0.01,
"trade_action": "Pass",
"why": "RS vs QQQ +0.83% · Volume 信号 · 上行空间 <1.0%",
"note": "Monitor — below trade threshold"
},
{
"symbol": "QQQ",
"rank": 6,
"win_prob": 59.0,
"expected_return_pct": -0.08,
"trade_action": "Pass",
"why": "Gap 未过度延伸 · Volume 信号 · 上行空间 <1.0%",
"note": "Monitor — below trade threshold"
},
{
"symbol": "SPY",
"rank": 7,
"win_prob": 64.0,
"expected_return_pct": -0.08,
"trade_action": "Pass",
"why": "Gap 未过度延伸 · News 1 · Volume 信号 · 上行空间 <1.0%",
"note": "Monitor — below trade threshold"
},
{
"symbol": "TSLA",
"rank": 8,
"win_prob": 44.0,
"expected_return_pct": -0.36,
"trade_action": "Pass",
"why": "RS 弱于 QQQ -0.94% · Volume 信号 · 上行空间 <1.0%",
"note": "Monitor — below trade threshold"
}
],
"advisory": true,
"swing": {
"symbol": "META",
"direction": "SHORT",
"instrument": "Stock",
"horizon": "Swing",
"duration": "Swing (days–weeks)",
"confidence": 54,
"entry": "Near 650.3 (swing zone)",
"entry_source": "swing_zone",
"entry_price": 650.34,
"entry_zone": {
"low": 648.39,
"high": 665.67,
"mid": 650.34,
"display": "$648.39–$665.67",
"source": "swing_pullback"
},
"stop": "696.3 (1.75xATR)",
"stop_source": "1.75xATR",
"stop_price": 696.33,
"target": "589.0 (T1 ~9.4%)",
"target_source": "2xATR_or_5pct",
"target_price": 589.01,
"targets": [
{
"price": 589.01,
"label": "T1",
"pct": 9.43
},
{
"price": 558.35,
"label": "T2",
"pct": 14.14
}
],
"expected_return_pct": 9.43,
"expected_move": "+9.43%",
"risk_reward": 1.33,
"win_prob": 49.0,
"final_score": 0.0,
"swing_quality": 5.363,
"atr": 30.6629,
"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": 648.39,
"why": [
"高流动性波段标的 META",
"Prior day +0.0%",
"5D momentum -3.5%",
"RS vs QQQ -1.91%",
"News/2 catalyst hints",
"Swing score 5.4"
],
"why_chain": "高流动性波段标的 META · Prior day +0.0% · 5D momentum -3.5% · RS vs QQQ -1.91%",
"invalidation": "Close beyond stop $696.33 or thesis broken (trend flip / catalyst fade)",
"trade_summary_cn": "波段做空 META：理想入场 $648.39–$665.67，止损 $696.33，目标 $589.01（约 +9.4%），持仓天数–数周",
"one_liner": "波段做空 META：理想入场 $648.39–$665.67，止损 $696.33，目标 $589.01（约 +9.4%），持仓天数–数周",
"edge_type": "Relative Weakness",
"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": "QQQ 走弱 -0.42%（做空 edge）"
},
"sector_edge": {
"edge": "YES",
"why": "SMH 领先 QQQ +0.74%",
"sector": "Semiconductor"
},
"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": "MU",
"win_prob": 88.0,
"win_prob_breakdown": {
"components": [
{
"factor": "Base",
"key": "base",
"points": 50.0
},
{
"factor": "RS",
"key": "rs",
"points": 18.0
},
{
"factor": "Trend",
"key": "trend",
"points": 10.0
},
{
"factor": "Gap",
"key": "gap",
"points": 5.0
},
{
"factor": "Catalyst",
"key": "catalyst",
"points": 5.0
}
],
"total": 88.0,
"raw_total": 88.0,
"was_clamped": false
},
"expected_return_pct": 3.73,
"expected_high": 926.44,
"expected_low": 859.84,
"expected_close": 926.44,
"current_price": 893.14,
"upside_pct": 3.73,
"downside_risk_pct": 3.73,
"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": 1.64,
"trade_action": "Small",
"trade": "Small",
"gap_pct": 0.9,
"relative_strength": 5.73,
"relative_strength_vs_smh": 4.9,
"relative_weakness_score": -8.67,
"prior_day_change_pct": 4.69,
"why_factors": [
"RS vs QQQ +5.73%",
"RS vs SMH +4.90%",
"昨日强势 +4.7% 今日 gap 可控",
"Gap 未过度延伸",
"News 1"
],
"why": "RS vs QQQ +5.73% · RS vs SMH +4.90% · 昨日强势 +4.7% 今日 gap 可控 · Gap 未过度延伸",
"score": 16,
"news_count": 1,
"factor_breakdown": {
"relative_strength_vs_qqq": 5.73,
"relative_strength_vs_smh": 4.9,
"relative_weakness_score": -8.67,
"gap_pct": 0.9,
"beta_proxy": -10.02,
"volume_signal": false,
"news_count": 1,
"extended_gap_penalty": 0.0,
"vix_change_pct": -2.77,
"prior_day_change_pct": 4.69
},
"edge_type": "Sector Edge",
"score_formula_display": "final = win_prob(88%) × ER(3.7%) × rr_weight(0.5) / 100",
"rr_weight": 0.5,
"why_vs_runner_up": "MU RS +5.7% vs ARM +3.1%；ER 3.7% vs 2.8%；relative strength",
"advisory": true,
"rank": 1,
"direction": "LONG"
},
{
"symbol": "ARM",
"win_prob": 88.0,
"win_prob_breakdown": {
"components": [
{
"factor": "Base",
"key": "base",
"points": 50.0
},
{
"factor": "RS",
"key": "rs",
"points": 18.0
},
{
"factor": "Trend",
"key": "trend",
"points": 10.0
},
{
"factor": "Gap",
"key": "gap",
"points": 5.0
},
{
"factor": "Catalyst",
"key": "catalyst",
"points": 5.0
}
],
"total": 88.0,
"raw_total": 88.0,
"was_clamped": false
},
"expected_return_pct": 2.81,
"expected_high": 281.8,
"expected_low": 266.42,
"expected_close": 281.8,
"current_price": 274.11,
"upside_pct": 2.81,
"downside_risk_pct": 2.81,
"risk_reward": 1.0,
"rr_display": {
"reward_risk_ratio": 1.0,
"risk_reward_ratio": 1.0,
"reward_per_share": null,
"risk_per_share": null,
"label_reward_risk": "Reward/Risk 1.00",
"label_risk_reward": "Risk:Reward 1:1.00",
"display": "Reward/Risk 1.00 · Risk:Reward 1:1.00",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"final_score": 1.23,
"trade_action": "Small",
"trade": "Small",
"gap_pct": 0.14,
"relative_strength": 3.11,
"relative_strength_vs_smh": 2.28,
"relative_weakness_score": -4.48,
"prior_day_change_pct": 4.63,
"why_factors": [
"RS vs QQQ +3.11%",
"RS vs SMH +2.28%",
"昨日强势 +4.6% 今日 gap 可控",
"Gap 未过度延伸",
"News 1"
],
"why": "RS vs QQQ +3.11% · RS vs SMH +2.28% · 昨日强势 +4.6% 今日 gap 可控 · Gap 未过度延伸",
"score": 12,
"news_count": 1,
"factor_breakdown": {
"relative_strength_vs_qqq": 3.11,
"relative_strength_vs_smh": 2.28,
"relative_weakness_score": -4.48,
"gap_pct": 0.14,
"beta_proxy": -4.98,
"volume_signal": false,
"news_count": 1,
"extended_gap_penalty": 0.0,
"vix_change_pct": -2.77,
"prior_day_change_pct": 4.63
},
"edge_type": "Sector Edge",
"score_formula_display": "final = win_prob(88%) × ER(2.8%) × rr_weight(0.5) / 100",
"rr_weight": 0.5,
"why_vs_runner_up": "—",
"advisory": true,
"rank": 2,
"direction": "LONG"
},
{
"symbol": "AMD",
"win_prob": 83.0,
"win_prob_breakdown": {
"components": [
{
"factor": "Base",
"key": "base",
"points": 50.0
},
{
"factor": "RS",
"key": "rs",
"points": 18.0
},
{
"factor": "Trend",
"key": "trend",
"points": 10.0
},
{
"factor": "Gap",
"key": "gap",
"points": 5.0
}
],
"total": 83.0,
"raw_total": 83.0,
"was_clamped": false
},
"expected_return_pct": 1.42,
"expected_high": 520.67,
"expected_low": 506.07,
"expected_close": 520.67,
"current_price": 513.37,
"upside_pct": 1.42,
"downside_risk_pct": 1.42,
"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": 0.59,
"trade_action": "Small",
"trade": "Small",
"gap_pct": 0.86,
"relative_strength": 4.07,
"relative_strength_vs_smh": 3.24,
"relative_weakness_score": -6.01,
"prior_day_change_pct": 2.51,
"why_factors": [
"RS vs QQQ +4.07%",
"RS vs SMH +3.24%",
"昨日强势 +2.5% 今日 gap 可控",
"Gap 未过度延伸"
],
"why": "RS vs QQQ +4.07% · RS vs SMH +3.24% · 昨日强势 +2.5% 今日 gap 可控 · Gap 未过度延伸",
"score": 6,
"news_count": 0,
"factor_breakdown": {
"relative_strength_vs_qqq": 4.07,
"relative_strength_vs_smh": 3.24,
"relative_weakness_score": -6.01,
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},
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{
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{
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{
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{
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"why": "RS 弱于 QQQ -1.91% · News 2 · Volume 信号 · 上行空间 <1.0%",
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]
},
"intraday": {
"s5": {
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"action": "Hold"
},
"s6": {
"trade_valid": true,
"action": "Hold"
},
"s7": {
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"bond": 0.028,
"oil": 0.0,
"macro": 0.4,
"other": 0.0,
"splits": {
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}
}
}
},
"trade_plan": {},
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"bond": 0.028,
"oil": 0.0,
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}
},
"labels": {
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"agent_driver": "Fed Headlines",
"agent_driver_type": "Fed",
"corrected_driver_from_verify": null,
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},
"hypothesis_correct": "部分对",
"scenario_primary": "A",
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"scenario_correct": false,
"trade_recommendation": "MU",
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"prediction_error_pct": null
},
"surprise": "Split attribution: NFP 40% + Chip Selloff 60%",
"lesson": "当长期 AI Expansion Regime 与短期 Macro 利率利好（弱 NFP）冲突时，半导体风险仍可主导 Nasdaq；Dow/价值股可因利率改善走强",
"playbook_refs": [
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],
"bayesian_drivers": {
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"Macro": 0.0,
"Oil": 0.0,
"Risk": 0.0
},
"data_gaps": []
}