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 13
H-2026-07-21-001Surprise：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": "2026-07-21",
"features": {
"dgs10": 4.55,
"dgs2": null,
"vix": 17.78,
"vix_chg": -4.66,
"qqq_chg": 1.9,
"smh_chg": 4.87,
"nvda_chg": 2.04,
"spy_chg": 0.0,
"oil_chg": 0.0,
"dxy_chg": -0.02,
"breadth_proxy": 0.5714285714285714,
"qqq_gap": 1.28,
"news_headline_count": 19,
"news_bearish_ratio": 0.25,
"news_ai_mentions": 15,
"news_macro_mentions": 1,
"news_oil_mentions": 2,
"news_risk_mentions": 0
},
"regime": {
"label": "AI Expansion",
"confidence": 0.82
},
"hypothesis": {
"id": "H-2026-07-21-001",
"statement": "AI/Semiconductor leads index today; macro is secondary variable",
"evidence": [
"VIX=17.8 (low fear)",
"VIX↓ -4.7% (risk-on)",
"NVDA +1.6%",
"SMH +3.8%",
"Breadth 71% (broad participation)"
],
"counter_evidence": [],
"confidence": 0.89,
"status": "待验证"
},
"morning": {
"bias": "Bullish Bias",
"total": 3,
"driver_type": "Political",
"daily_driver": "Trade Policy",
"best_opportunity": {
"direction": "LONG",
"symbol": "ARM",
"instrument": "Stock",
"horizon": "Intraday",
"confidence": 82,
"confidence_stars": "★★★★☆",
"entry": "Above 282.8 (VWAP)",
"entry_source": "vwap",
"entry_price": 282.73,
"stop": "275.4 (ORB低点)",
"stop_source": "orb_low",
"stop_price": 275.42,
"target": "291.9 (预期收盘)",
"target_source": "expected_close",
"target_price": 291.94,
"target_action": "卖出/获利",
"targets": [
"291.9 (预期收盘)"
],
"duration": "Intraday",
"why": [
"RS vs QQQ +3.38%",
"RS vs SMH +1.02%",
"昨日强势 +5.7% 今日 gap 可控",
"VIX 回落"
],
"why_chain": "RS vs QQQ +3.38% · RS vs SMH +1.02% · 昨日强势 +5.7% 今日 gap 可控 · VIX 回落",
"why_vs_runner_up": "ARM RS +3.4% vs AMD +2.7%；ER 3.4% vs 3.3%；Win% 82 vs 76；higher beta (3.5 vs 2.9)；relative strength",
"factor_breakdown": {
"relative_strength_vs_qqq": 3.38,
"relative_strength_vs_smh": 1.02,
"relative_weakness_score": -3.99,
"gap_pct": 2.77,
"beta_proxy": 3.45,
"volume_signal": false,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": -4.66,
"prior_day_change_pct": 5.71
},
"edge_type": "Sector Edge",
"score_formula_display": "final = win_prob(82%) × ER(3.4%) × rr_weight(0.5) / 100",
"win_prob": 82.0,
"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": "Macro",
"key": "macro",
"points": 4.0
}
],
"total": 82.0,
"raw_total": 82.0,
"was_clamped": false
},
"expected_return_pct": 3.26,
"expected_move": "+3.26%",
"return_calculation": "(291.94-282.73)/282.73=3.26%",
"trade_summary_cn": "做多 ARM：在 282.73 附近入场，目标 291.94，预期 +3.26%",
"risk_reward": 1.26,
"rr_display": {
"reward_risk_ratio": 1.26,
"risk_reward_ratio": 0.79,
"reward_per_share": 9.21,
"risk_per_share": 7.31,
"label_reward_risk": "Reward/Risk 1.26",
"label_risk_reward": "Risk:Reward 1:0.79",
"display": "Reward/Risk 1.26 · Risk:Reward 1:0.79",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"entry_zone": {
"low": 282.61,
"high": 282.84,
"mid": 282.73,
"anchors": [
{
"source": "vwap",
"label": "VWAP",
"price": 282.84
},
{
"source": "orb_high",
"label": "ORB高点",
"price": 282.61
}
],
"display": "Entry Zone 282.61–282.84",
"entry_source": "vwap",
"tolerance_pct": 0.3
},
"rank_summary": "ARM ranked #1 because largest expected range + highest probability + best reward/risk",
"win_prob_source": "rules",
"calibration": {
"calibrated_win_prob": 82.0,
"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": 81.07,
"win_scenario_usd": 119.73,
"loss_scenario_usd": 95.03,
"win_prob_pct": 82.0,
"display": "EV $+81 (win +$120 @ 82.0% · loss -$95)"
},
"final_score": 1.38,
"level_anchors": {
"vwap": 282.84,
"orb_high": 282.61,
"orb_low": 275.42,
"prev_high": null,
"prev_low": null,
"prior_close": 269.61,
"orb_from_minute": true
},
"level_reasons": {
"entry": {
"price": 282.73,
"source": "vwap",
"confidence": 89,
"reasons": [
{
"source": "vwap",
"label": "VWAP",
"price": 282.84,
"weight_pct": 70.0,
"matched": true,
"primary": true
},
{
"source": "orb_high",
"label": "ORB High",
"price": 282.61,
"weight_pct": 30.0,
"matched": true,
"primary": false
}
]
},
"stop": {
"price": 275.42,
"source": "orb_low",
"confidence": 77,
"reasons": [
{
"source": "orb_low",
"label": "ORB Low",
"price": 275.42,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
},
"target": {
"price": 291.94,
"source": "expected_close",
"confidence": 77,
"reasons": [
{
"source": "expected_close",
"label": "Expected Close",
"price": 291.94,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
}
},
"trade_economics": {
"account_size": 10000.0,
"risk_pct": 1.0,
"position_pct": 36.8,
"shares": 13,
"contracts": 1,
"max_loss_usd": 95.03,
"win_usd": 119.73,
"loss_usd": 95.03,
"expected_value_usd": 81.07,
"risk_per_share": 7.31,
"reward_per_share": 9.21,
"rr_display": {
"reward_risk_ratio": 1.26,
"risk_reward_ratio": 0.79,
"reward_per_share": 9.21,
"risk_per_share": 7.31,
"label_reward_risk": "Reward/Risk 1.26",
"label_risk_reward": "Risk:Reward 1:0.79",
"display": "Reward/Risk 1.26 · Risk:Reward 1:0.79",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"size_label": "Small",
"display": "$10,000 → Win +$120 / Loss -$95"
},
"position_sizing": {
"risk_pct": 1.0,
"position_pct": 36.8,
"contracts": 1,
"shares": 13,
"max_loss_usd": 95.03,
"size_label": "Small",
"display": "Risk 1.0% → Position 36.8% → 1 unit(s) → Max Loss $95.03"
},
"why_wins_today": [
{
"rank": 1,
"dimension": "expected_range",
"label": "Largest Expected Range",
"primary_value": 6.72,
"runner_up_value": 6.52,
"wins": true
},
{
"rank": 2,
"dimension": "win_prob",
"label": "Highest Probability",
"primary_value": 82.0,
"runner_up_value": 76.0,
"wins": true
},
{
"rank": 3,
"dimension": "risk_reward",
"label": "Best Risk Reward",
"primary_value": 1.26,
"runner_up_value": 1.0,
"wins": true
}
],
"why_not_alternatives": [
{
"symbol": "AMD",
"rank": 2,
"reasons": [
"Win% 82 vs 76",
"Score 1.38 vs 1.24",
"RS +3.4% vs +2.7%",
"R:R 1.26 vs 1.0"
],
"summary": "Why ARM over AMD: Win% 82 vs 76 · Score 1.38 vs 1.24 · RS +3.4% vs +2.7% · R:R 1.26 vs 1.0"
},
{
"symbol": "AVGO",
"rank": 3,
"reasons": [
"Win% 82 vs 70",
"ER 3.3% vs 2.4%",
"Score 1.38 vs 0.84",
"RS +3.4% vs +1.5%",
"R:R 1.26 vs 1.0"
],
"summary": "Why ARM over AVGO: Win% 82 vs 70 · ER 3.3% vs 2.4% · Score 1.38 vs 0.84 · RS +3.4% vs +1.5% · R:R 1.26 vs 1.0"
},
{
"symbol": "MU",
"rank": 4,
"reasons": [
"Win% 82 vs 72",
"ER 3.3% vs 2.1%",
"Score 1.38 vs 0.75",
"RS +3.4% vs +4.7%",
"R:R 1.26 vs 1.0"
],
"summary": "Why ARM over MU: Win% 82 vs 72 · ER 3.3% vs 2.1% · Score 1.38 vs 0.75 · RS +3.4% vs +4.7% · R:R 1.26 vs 1.0"
},
{
"symbol": "TQQQ",
"rank": 5,
"reasons": [
"Win% 82 vs 70",
"ER 3.3% vs 0.8%",
"Score 1.38 vs 0.28",
"RS +3.4% vs +2.6%",
"R:R 1.26 vs 0.22",
"Tradeable (Small) vs Pass"
],
"summary": "Why ARM over TQQQ: Win% 82 vs 70 · ER 3.3% vs 0.8% · Score 1.38 vs 0.28 · RS +3.4% vs +2.6% · R:R 1.26 vs 0.22 · Tradeable (Small) vs Pass"
},
{
"symbol": "SMH",
"rank": 6,
"reasons": [
"Win% 82 vs 70",
"ER 3.3% vs 0.7%",
"Score 1.38 vs 0.25",
"RS +3.4% vs +2.4%",
"R:R 1.26 vs 0.22",
"Tradeable (Small) vs Pass"
],
"summary": "Why ARM over SMH: Win% 82 vs 70 · ER 3.3% vs 0.7% · Score 1.38 vs 0.25 · RS +3.4% vs +2.4% · R:R 1.26 vs 0.22 · Tradeable (Small) vs Pass"
}
],
"avoid": [],
"one_liner": "做多 ARM：在 282.73 附近入场，目标 291.94，预期 +3.26%",
"p16_gate": "No Trade",
"advisory": true
},
"best_trades": {
"primary": {
"rank": 1,
"symbol": "ARM",
"direction": "LONG",
"instrument": "Stock",
"horizon": "Intraday",
"confidence": 82,
"confidence_stars": "★★★★☆",
"expected_move": "+3.26%",
"expected_return_pct": 3.26,
"win_prob": 82.0,
"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": "Macro",
"key": "macro",
"points": 4.0
}
],
"total": 82.0,
"raw_total": 82.0,
"was_clamped": false
},
"risk_reward": 1.26,
"final_score": 1.38,
"trade_action": "Small",
"relative_strength": 3.38,
"entry": "Above 282.8 (VWAP)",
"entry_source": "vwap",
"entry_price": 282.73,
"entry_zone": {
"low": 282.61,
"high": 282.84,
"mid": 282.73,
"anchors": [
{
"source": "vwap",
"label": "VWAP",
"price": 282.84
},
{
"source": "orb_high",
"label": "ORB高点",
"price": 282.61
}
],
"display": "Entry Zone 282.61–282.84",
"entry_source": "vwap",
"tolerance_pct": 0.3
},
"stop": "275.4 (ORB低点)",
"stop_source": "orb_low",
"stop_price": 275.42,
"target": "291.9 (预期收盘)",
"target_source": "expected_close",
"target_price": 291.94,
"targets": [
"291.9 (预期收盘)"
],
"level_anchors": {
"vwap": 282.84,
"orb_high": 282.61,
"orb_low": 275.42,
"prev_high": null,
"prev_low": null,
"prior_close": 269.61,
"orb_from_minute": true
},
"levels_valid": true,
"why": [
"RS vs QQQ +3.38%",
"RS vs SMH +1.02%",
"昨日强势 +5.7% 今日 gap 可控",
"VIX 回落"
],
"why_chain": "RS vs QQQ +3.38% · RS vs SMH +1.02% · 昨日强势 +5.7% 今日 gap 可控 · VIX 回落",
"why_vs_runner_up": "ARM RS +3.4% vs AMD +2.7%；ER 3.4% vs 3.3%；Win% 82 vs 76；higher beta (3.5 vs 2.9)；relative strength",
"factor_breakdown": {
"relative_strength_vs_qqq": 3.38,
"relative_strength_vs_smh": 1.02,
"relative_weakness_score": -3.99,
"gap_pct": 2.77,
"beta_proxy": 3.45,
"volume_signal": false,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": -4.66,
"prior_day_change_pct": 5.71
},
"edge_type": "Sector Edge",
"score_formula_display": "final = win_prob(82%) × ER(3.4%) × rr_weight(0.5) / 100",
"expected_high": 291.94,
"expected_low": 272.96,
"expected_close": 291.94,
"current_price": 282.45,
"upside_pct": 3.36,
"downside_risk_pct": 3.36,
"why_factors": [
"RS vs QQQ +3.38%",
"RS vs SMH +1.02%",
"昨日强势 +5.7% 今日 gap 可控",
"VIX 回落"
],
"why_today": "RS vs QQQ +3.38% · RS vs SMH +1.02% · 昨日强势 +5.7% 今日 gap 可控 · VIX 回落",
"gap_pct": 2.77,
"rr_display": {
"reward_risk_ratio": 1.26,
"risk_reward_ratio": 0.79,
"reward_per_share": 9.21,
"risk_per_share": 7.31,
"label_reward_risk": "Reward/Risk 1.26",
"label_risk_reward": "Risk:Reward 1:0.79",
"display": "Reward/Risk 1.26 · Risk:Reward 1:0.79",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"catalyst": "Oil Selloff · Trade Policy",
"invalidation": "Close below stop $275.42",
"advisory": true,
"level_reasons": {
"entry": {
"price": 282.73,
"source": "vwap",
"confidence": 89,
"reasons": [
{
"source": "vwap",
"label": "VWAP",
"price": 282.84,
"weight_pct": 70.0,
"matched": true,
"primary": true
},
{
"source": "orb_high",
"label": "ORB High",
"price": 282.61,
"weight_pct": 30.0,
"matched": true,
"primary": false
}
]
},
"stop": {
"price": 275.42,
"source": "orb_low",
"confidence": 77,
"reasons": [
{
"source": "orb_low",
"label": "ORB Low",
"price": 275.42,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
},
"target": {
"price": 291.94,
"source": "expected_close",
"confidence": 77,
"reasons": [
{
"source": "expected_close",
"label": "Expected Close",
"price": 291.94,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
}
},
"return_calculation": "(291.94-282.73)/282.73=3.26%",
"heuristic_expected_return_pct": 3.36,
"target_action": "卖出/获利",
"trade_summary_cn": "做多 ARM：在 282.73 附近入场，目标 291.94，预期 +3.26%",
"trade_economics": {
"account_size": 10000.0,
"risk_pct": 1.0,
"position_pct": 36.8,
"shares": 13,
"contracts": 1,
"max_loss_usd": 95.03,
"win_usd": 119.73,
"loss_usd": 95.03,
"expected_value_usd": 81.07,
"risk_per_share": 7.31,
"reward_per_share": 9.21,
"rr_display": {
"reward_risk_ratio": 1.26,
"risk_reward_ratio": 0.79,
"reward_per_share": 9.21,
"risk_per_share": 7.31,
"label_reward_risk": "Reward/Risk 1.26",
"label_risk_reward": "Risk:Reward 1:0.79",
"display": "Reward/Risk 1.26 · Risk:Reward 1:0.79",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"size_label": "Small",
"display": "$10,000 → Win +$120 / Loss -$95"
},
"position_sizing": {
"risk_pct": 1.0,
"position_pct": 36.8,
"contracts": 1,
"shares": 13,
"max_loss_usd": 95.03,
"size_label": "Small",
"display": "Risk 1.0% → Position 36.8% → 1 unit(s) → Max Loss $95.03"
},
"why_wins_today": [
{
"rank": 1,
"dimension": "expected_range",
"label": "Largest Expected Range",
"primary_value": 6.72,
"runner_up_value": 6.52,
"wins": true
},
{
"rank": 2,
"dimension": "win_prob",
"label": "Highest Probability",
"primary_value": 82.0,
"runner_up_value": 76.0,
"wins": true
},
{
"rank": 3,
"dimension": "risk_reward",
"label": "Best Risk Reward",
"primary_value": 1.26,
"runner_up_value": 1.0,
"wins": true
}
],
"why_not_alternatives": [
{
"symbol": "AMD",
"rank": 2,
"reasons": [
"Win% 82 vs 76",
"Score 1.38 vs 1.24",
"RS +3.4% vs +2.7%",
"R:R 1.26 vs 1.0"
],
"summary": "Why ARM over AMD: Win% 82 vs 76 · Score 1.38 vs 1.24 · RS +3.4% vs +2.7% · R:R 1.26 vs 1.0"
},
{
"symbol": "AVGO",
"rank": 3,
"reasons": [
"Win% 82 vs 70",
"ER 3.3% vs 2.4%",
"Score 1.38 vs 0.84",
"RS +3.4% vs +1.5%",
"R:R 1.26 vs 1.0"
],
"summary": "Why ARM over AVGO: Win% 82 vs 70 · ER 3.3% vs 2.4% · Score 1.38 vs 0.84 · RS +3.4% vs +1.5% · R:R 1.26 vs 1.0"
},
{
"symbol": "MU",
"rank": 4,
"reasons": [
"Win% 82 vs 72",
"ER 3.3% vs 2.1%",
"Score 1.38 vs 0.75",
"RS +3.4% vs +4.7%",
"R:R 1.26 vs 1.0"
],
"summary": "Why ARM over MU: Win% 82 vs 72 · ER 3.3% vs 2.1% · Score 1.38 vs 0.75 · RS +3.4% vs +4.7% · R:R 1.26 vs 1.0"
},
{
"symbol": "TQQQ",
"rank": 5,
"reasons": [
"Win% 82 vs 70",
"ER 3.3% vs 0.8%",
"Score 1.38 vs 0.28",
"RS +3.4% vs +2.6%",
"R:R 1.26 vs 0.22",
"Tradeable (Small) vs Pass"
],
"summary": "Why ARM over TQQQ: Win% 82 vs 70 · ER 3.3% vs 0.8% · Score 1.38 vs 0.28 · RS +3.4% vs +2.6% · R:R 1.26 vs 0.22 · Tradeable (Small) vs Pass"
},
{
"symbol": "SMH",
"rank": 6,
"reasons": [
"Win% 82 vs 70",
"ER 3.3% vs 0.7%",
"Score 1.38 vs 0.25",
"RS +3.4% vs +2.4%",
"R:R 1.26 vs 0.22",
"Tradeable (Small) vs Pass"
],
"summary": "Why ARM over SMH: Win% 82 vs 70 · ER 3.3% vs 0.7% · Score 1.38 vs 0.25 · RS +3.4% vs +2.4% · R:R 1.26 vs 0.22 · Tradeable (Small) vs Pass"
}
],
"rank_summary": "ARM ranked #1 because largest expected range + highest probability + best reward/risk",
"win_prob_source": "rules",
"calibration": {
"calibrated_win_prob": 82.0,
"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": 81.07,
"win_scenario_usd": 119.73,
"loss_scenario_usd": 95.03,
"win_prob_pct": 82.0,
"display": "EV $+81 (win +$120 @ 82.0% · loss -$95)"
},
"entry_status": {
"current_price": 282.45,
"ideal_entry": 282.73,
"distance_pct": -0.1,
"remaining_er_pct": 3.36,
"live_expected_return_pct": 3.36,
"new_plan": null,
"alternate_entry": null,
"advisory": true,
"advisory_tag": "ADVISORY — 不构成投资建议",
"zone_low": 282.61,
"zone_high": 282.84,
"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": "AMD",
"direction": "LONG",
"instrument": "Stock",
"horizon": "Intraday",
"confidence": 76,
"confidence_stars": "★★★☆☆",
"expected_move": "+3.04%",
"expected_return_pct": 3.04,
"win_prob": 76.0,
"win_prob_breakdown": {
"components": [
{
"factor": "Base",
"key": "base",
"points": 50.0
},
{
"factor": "RS",
"key": "rs",
"points": 12.0
},
{
"factor": "Trend",
"key": "trend",
"points": 10.0
},
{
"factor": "Macro",
"key": "macro",
"points": 4.0
}
],
"total": 76.0,
"raw_total": 76.0,
"was_clamped": false
},
"risk_reward": 1.62,
"final_score": 1.24,
"trade_action": "Small",
"relative_strength": 2.68,
"entry": "Above 524.4 (VWAP)",
"entry_source": "vwap",
"entry_price": 525.12,
"entry_zone": {
"low": 524.43,
"high": 525.8,
"mid": 525.12,
"anchors": [
{
"source": "vwap",
"label": "VWAP",
"price": 524.43
},
{
"source": "orb_high",
"label": "ORB高点",
"price": 525.8
}
],
"display": "Entry Zone 524–526",
"entry_source": "vwap",
"tolerance_pct": 0.3
},
"stop": "515.2 (ORB低点)",
"stop_source": "orb_low",
"stop_price": 515.25,
"target": "541.1 (预期收盘)",
"target_source": "expected_close",
"target_price": 541.06,
"targets": [
"541.1 (预期收盘)"
],
"level_anchors": {
"vwap": 524.43,
"orb_high": 525.8,
"orb_low": 515.25,
"prev_high": null,
"prev_low": null,
"prior_close": 503.57,
"orb_from_minute": true
},
"levels_valid": true,
"why": [
"RS vs QQQ +2.68%",
"昨日强势 +5.8% 今日 gap 可控",
"VIX 回落"
],
"why_chain": "RS vs QQQ +2.68% · 昨日强势 +5.8% 今日 gap 可控 · VIX 回落",
"why_vs_runner_up": "—",
"factor_breakdown": {
"relative_strength_vs_qqq": 2.68,
"relative_strength_vs_smh": 0.32,
"relative_weakness_score": -2.87,
"gap_pct": 3.8,
"beta_proxy": 2.94,
"volume_signal": false,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": -4.66,
"prior_day_change_pct": 5.8
},
"edge_type": "Sector Edge",
"score_formula_display": "final = win_prob(76%) × ER(3.3%) × rr_weight(0.5) / 100",
"expected_high": 541.06,
"expected_low": 506.94,
"expected_close": 541.06,
"current_price": 524.0,
"upside_pct": 3.26,
"downside_risk_pct": 3.26,
"why_factors": [
"RS vs QQQ +2.68%",
"昨日强势 +5.8% 今日 gap 可控",
"VIX 回落"
],
"why_today": "RS vs QQQ +2.68% · 昨日强势 +5.8% 今日 gap 可控 · VIX 回落",
"gap_pct": 3.8,
"rr_display": {
"reward_risk_ratio": 1.61,
"risk_reward_ratio": 0.62,
"reward_per_share": 15.94,
"risk_per_share": 9.87,
"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": "Oil Selloff · Trade Policy",
"invalidation": "Close below stop $515.25",
"advisory": true,
"level_reasons": {
"entry": {
"price": 525.12,
"source": "vwap",
"confidence": 89,
"reasons": [
{
"source": "vwap",
"label": "VWAP",
"price": 524.43,
"weight_pct": 70.0,
"matched": true,
"primary": true
},
{
"source": "orb_high",
"label": "ORB High",
"price": 525.8,
"weight_pct": 30.0,
"matched": true,
"primary": false
}
]
},
"stop": {
"price": 515.25,
"source": "orb_low",
"confidence": 77,
"reasons": [
{
"source": "orb_low",
"label": "ORB Low",
"price": 515.25,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
},
"target": {
"price": 541.06,
"source": "expected_close",
"confidence": 77,
"reasons": [
{
"source": "expected_close",
"label": "Expected Close",
"price": 541.06,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
}
},
"return_calculation": "(541.06-525.12)/525.12=3.04%",
"heuristic_expected_return_pct": 3.26,
"target_action": "卖出/获利",
"trade_summary_cn": "做多 AMD：在 525.12 附近入场，目标 541.06，预期 +3.04%",
"trade_economics": {
"account_size": 10000.0,
"risk_pct": 1.0,
"position_pct": 52.5,
"shares": 10,
"contracts": 1,
"max_loss_usd": 98.7,
"win_usd": 159.4,
"loss_usd": 98.7,
"expected_value_usd": 97.46,
"risk_per_share": 9.87,
"reward_per_share": 15.94,
"rr_display": {
"reward_risk_ratio": 1.61,
"risk_reward_ratio": 0.62,
"reward_per_share": 15.94,
"risk_per_share": 9.87,
"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 +$159 / Loss -$99"
},
"position_sizing": {
"risk_pct": 1.0,
"position_pct": 52.5,
"contracts": 1,
"shares": 10,
"max_loss_usd": 98.7,
"size_label": "Small",
"display": "Risk 1.0% → Position 52.5% → 1 unit(s) → Max Loss $98.7"
},
"why_wins_today": [
{
"rank": 1,
"dimension": "risk_reward",
"label": "Best Risk Reward",
"primary_value": 1.62,
"runner_up_value": 1.0,
"wins": true
}
],
"why_not_alternatives": [
{
"symbol": "ARM",
"rank": 1,
"reasons": [
"Win% 76 vs 82",
"ER 3.0% vs 3.4%",
"Score 1.24 vs 1.38",
"RS +2.7% vs +3.4%",
"R:R 1.62 vs 1.0"
],
"summary": "Why AMD over ARM: Win% 76 vs 82 · ER 3.0% vs 3.4% · Score 1.24 vs 1.38 · RS +2.7% vs +3.4% · R:R 1.62 vs 1.0"
},
{
"symbol": "AVGO",
"rank": 3,
"reasons": [
"Win% 76 vs 70",
"ER 3.0% vs 2.4%",
"Score 1.24 vs 0.84",
"RS +2.7% vs +1.5%",
"R:R 1.62 vs 1.0"
],
"summary": "Why AMD over AVGO: Win% 76 vs 70 · ER 3.0% vs 2.4% · Score 1.24 vs 0.84 · RS +2.7% vs +1.5% · R:R 1.62 vs 1.0"
},
{
"symbol": "MU",
"rank": 4,
"reasons": [
"Win% 76 vs 72",
"ER 3.0% vs 2.1%",
"Score 1.24 vs 0.75",
"RS +2.7% vs +4.7%",
"R:R 1.62 vs 1.0"
],
"summary": "Why AMD over MU: Win% 76 vs 72 · ER 3.0% vs 2.1% · Score 1.24 vs 0.75 · RS +2.7% vs +4.7% · R:R 1.62 vs 1.0"
},
{
"symbol": "TQQQ",
"rank": 5,
"reasons": [
"Win% 76 vs 70",
"ER 3.0% vs 0.8%",
"Score 1.24 vs 0.28",
"R:R 1.62 vs 0.22",
"Tradeable (Small) vs Pass"
],
"summary": "Why AMD over TQQQ: Win% 76 vs 70 · ER 3.0% vs 0.8% · Score 1.24 vs 0.28 · R:R 1.62 vs 0.22 · Tradeable (Small) vs Pass"
},
{
"symbol": "SMH",
"rank": 6,
"reasons": [
"Win% 76 vs 70",
"ER 3.0% vs 0.7%",
"Score 1.24 vs 0.25",
"RS +2.7% vs +2.4%",
"R:R 1.62 vs 0.22",
"Tradeable (Small) vs Pass"
],
"summary": "Why AMD over SMH: Win% 76 vs 70 · ER 3.0% vs 0.7% · Score 1.24 vs 0.25 · RS +2.7% vs +2.4% · R:R 1.62 vs 0.22 · Tradeable (Small) vs Pass"
}
],
"win_prob_source": "rules",
"calibration": {
"calibrated_win_prob": 76.0,
"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": 97.46,
"win_scenario_usd": 159.4,
"loss_scenario_usd": 98.7,
"win_prob_pct": 76.0,
"display": "EV $+97 (win +$159 @ 76.0% · loss -$99)"
},
"entry_status": {
"current_price": 524.0,
"ideal_entry": 525.12,
"distance_pct": -0.21,
"remaining_er_pct": 3.26,
"live_expected_return_pct": 3.26,
"new_plan": null,
"alternate_entry": null,
"advisory": true,
"advisory_tag": "ADVISORY — 不构成投资建议",
"zone_low": 524.43,
"zone_high": 525.8,
"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": "AVGO",
"direction": "LONG",
"instrument": "Stock",
"horizon": "Intraday",
"confidence": 70,
"confidence_stars": "★★★☆☆",
"expected_move": "+2.85%",
"expected_return_pct": 2.85,
"win_prob": 70.0,
"win_prob_breakdown": {
"components": [
{
"factor": "Base",
"key": "base",
"points": 50.0
},
{
"factor": "RS",
"key": "rs",
"points": 6.0
},
{
"factor": "Trend",
"key": "trend",
"points": 10.0
},
{
"factor": "Macro",
"key": "macro",
"points": 4.0
}
],
"total": 70.0,
"raw_total": 70.0,
"was_clamped": false
},
"risk_reward": 1.2,
"final_score": 0.84,
"trade_action": "Small",
"relative_strength": 1.49,
"entry": "Above 387.6 (VWAP)",
"entry_source": "vwap",
"entry_price": 387.33,
"entry_zone": {
"low": 387.1,
"high": 387.56,
"mid": 387.33,
"anchors": [
{
"source": "vwap",
"label": "VWAP",
"price": 387.56
},
{
"source": "orb_high",
"label": "ORB高点",
"price": 387.1
}
],
"display": "Entry Zone 387.10–387.56",
"entry_source": "vwap",
"tolerance_pct": 0.3
},
"stop": "378.2 (ORB低点)",
"stop_source": "orb_low",
"stop_price": 378.16,
"target": "398.4 (预期收盘)",
"target_source": "expected_close",
"target_price": 398.38,
"targets": [
"398.4 (预期收盘)"
],
"level_anchors": {
"vwap": 387.56,
"orb_high": 387.1,
"orb_low": 378.16,
"prev_high": null,
"prev_low": null,
"prior_close": 378.16,
"orb_from_minute": true
},
"levels_valid": true,
"why": [
"RS vs QQQ +1.49%",
"昨日强势 +5.0% 今日 gap 可控",
"VIX 回落"
],
"why_chain": "RS vs QQQ +1.49% · 昨日强势 +5.0% 今日 gap 可控 · VIX 回落",
"why_vs_runner_up": "—",
"factor_breakdown": {
"relative_strength_vs_qqq": 1.49,
"relative_strength_vs_smh": -0.87,
"relative_weakness_score": -0.97,
"gap_pct": 2.04,
"beta_proxy": 2.08,
"volume_signal": false,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": -4.66,
"prior_day_change_pct": 5.01
},
"edge_type": "Sector Edge",
"score_formula_display": "final = win_prob(70%) × ER(2.4%) × rr_weight(0.5) / 100",
"expected_high": 398.38,
"expected_low": 379.62,
"expected_close": 398.38,
"current_price": 389.0,
"upside_pct": 2.41,
"downside_risk_pct": 2.41,
"why_factors": [
"RS vs QQQ +1.49%",
"昨日强势 +5.0% 今日 gap 可控",
"VIX 回落"
],
"why_today": "RS vs QQQ +1.49% · 昨日强势 +5.0% 今日 gap 可控 · VIX 回落",
"gap_pct": 2.04,
"rr_display": {
"reward_risk_ratio": 1.21,
"risk_reward_ratio": 0.83,
"reward_per_share": 11.05,
"risk_per_share": 9.17,
"label_reward_risk": "Reward/Risk 1.21",
"label_risk_reward": "Risk:Reward 1:0.83",
"display": "Reward/Risk 1.21 · Risk:Reward 1:0.83",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"catalyst": "Oil Selloff · Trade Policy",
"invalidation": "Close below stop $378.16",
"advisory": true,
"level_reasons": {
"entry": {
"price": 387.33,
"source": "vwap",
"confidence": 98,
"reasons": [
{
"source": "vwap",
"label": "VWAP",
"price": 387.56,
"weight_pct": 54.0,
"matched": true,
"primary": true
},
{
"source": "orb_high",
"label": "ORB High",
"price": 387.1,
"weight_pct": 23.0,
"matched": true,
"primary": false
},
{
"source": "current",
"label": "Above Current",
"price": 389.0,
"weight_pct": 23.0,
"matched": true,
"primary": false
}
]
},
"stop": {
"price": 378.16,
"source": "orb_low",
"confidence": 77,
"reasons": [
{
"source": "orb_low",
"label": "ORB Low",
"price": 378.16,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
},
"target": {
"price": 398.38,
"source": "expected_close",
"confidence": 77,
"reasons": [
{
"source": "expected_close",
"label": "Expected Close",
"price": 398.38,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
}
},
"return_calculation": "(398.38-387.33)/387.33=2.85%",
"heuristic_expected_return_pct": 2.41,
"target_action": "卖出/获利",
"trade_summary_cn": "做多 AVGO：在 387.33 附近入场，目标 398.38，预期 +2.85%",
"trade_economics": {
"account_size": 10000.0,
"risk_pct": 1.0,
"position_pct": 38.7,
"shares": 10,
"contracts": 1,
"max_loss_usd": 91.7,
"win_usd": 110.5,
"loss_usd": 91.7,
"expected_value_usd": 49.84,
"risk_per_share": 9.17,
"reward_per_share": 11.05,
"rr_display": {
"reward_risk_ratio": 1.21,
"risk_reward_ratio": 0.83,
"reward_per_share": 11.05,
"risk_per_share": 9.17,
"label_reward_risk": "Reward/Risk 1.21",
"label_risk_reward": "Risk:Reward 1:0.83",
"display": "Reward/Risk 1.21 · Risk:Reward 1:0.83",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"size_label": "Small",
"display": "$10,000 → Win +$110 / Loss -$92"
},
"position_sizing": {
"risk_pct": 1.0,
"position_pct": 38.7,
"contracts": 1,
"shares": 10,
"max_loss_usd": 91.7,
"size_label": "Small",
"display": "Risk 1.0% → Position 38.7% → 1 unit(s) → Max Loss $91.7"
},
"why_wins_today": [
{
"rank": 1,
"dimension": "risk_reward",
"label": "Best Risk Reward",
"primary_value": 1.2,
"runner_up_value": 1.0,
"wins": true
}
],
"why_not_alternatives": [
{
"symbol": "ARM",
"rank": 1,
"reasons": [
"Win% 70 vs 82",
"ER 2.9% vs 3.4%",
"Score 0.84 vs 1.38",
"RS +1.5% vs +3.4%",
"R:R 1.2 vs 1.0"
],
"summary": "Why AVGO over ARM: Win% 70 vs 82 · ER 2.9% vs 3.4% · Score 0.84 vs 1.38 · RS +1.5% vs +3.4% · R:R 1.2 vs 1.0"
},
{
"symbol": "AMD",
"rank": 2,
"reasons": [
"Win% 70 vs 76",
"ER 2.9% vs 3.3%",
"Score 0.84 vs 1.24",
"RS +1.5% vs +2.7%",
"R:R 1.2 vs 1.0"
],
"summary": "Why AVGO over AMD: Win% 70 vs 76 · ER 2.9% vs 3.3% · Score 0.84 vs 1.24 · RS +1.5% vs +2.7% · R:R 1.2 vs 1.0"
},
{
"symbol": "MU",
"rank": 4,
"reasons": [
"Win% 70 vs 72",
"ER 2.9% vs 2.1%",
"Score 0.84 vs 0.75",
"RS +1.5% vs +4.7%",
"R:R 1.2 vs 1.0"
],
"summary": "Why AVGO over MU: Win% 70 vs 72 · ER 2.9% vs 2.1% · Score 0.84 vs 0.75 · RS +1.5% vs +4.7% · R:R 1.2 vs 1.0"
},
{
"symbol": "TQQQ",
"rank": 5,
"reasons": [
"ER 2.9% vs 0.8%",
"Score 0.84 vs 0.28",
"RS +1.5% vs +2.6%",
"R:R 1.2 vs 0.22",
"Tradeable (Small) vs Pass"
],
"summary": "Why AVGO over TQQQ: ER 2.9% vs 0.8% · Score 0.84 vs 0.28 · RS +1.5% vs +2.6% · R:R 1.2 vs 0.22 · Tradeable (Small) vs Pass"
},
{
"symbol": "SMH",
"rank": 6,
"reasons": [
"ER 2.9% vs 0.7%",
"Score 0.84 vs 0.25",
"RS +1.5% vs +2.4%",
"R:R 1.2 vs 0.22",
"Tradeable (Small) vs Pass"
],
"summary": "Why AVGO over SMH: ER 2.9% vs 0.7% · Score 0.84 vs 0.25 · RS +1.5% vs +2.4% · R:R 1.2 vs 0.22 · Tradeable (Small) vs Pass"
}
],
"win_prob_source": "rules",
"calibration": {
"calibrated_win_prob": 70.0,
"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": 49.84,
"win_scenario_usd": 110.5,
"loss_scenario_usd": 91.7,
"win_prob_pct": 70.0,
"display": "EV $+50 (win +$110 @ 70.0% · loss -$92)"
},
"entry_status": {
"current_price": 389.0,
"ideal_entry": 387.33,
"distance_pct": 0.43,
"remaining_er_pct": 2.41,
"live_expected_return_pct": 2.41,
"new_plan": null,
"alternate_entry": null,
"advisory": true,
"advisory_tag": "ADVISORY — 不构成投资建议",
"zone_low": 387.1,
"zone_high": 387.56,
"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": "ARM",
"direction": "LONG",
"confidence": 82,
"expected_move": "+3.26%",
"why": "RS vs QQQ +3.38% · RS vs SMH +1.02% · 昨日强势 +5.7% 今日 gap 可控 · VIX 回落"
},
{
"rank": 2,
"symbol": "AMD",
"direction": "LONG",
"confidence": 76,
"expected_move": "+3.04%",
"why": "RS vs QQQ +2.68% · 昨日强势 +5.8% 今日 gap 可控 · VIX 回落"
},
{
"rank": 3,
"symbol": "AVGO",
"direction": "LONG",
"confidence": 70,
"expected_move": "+2.85%",
"why": "RS vs QQQ +1.49% · 昨日强势 +5.0% 今日 gap 可控 · VIX 回落"
}
],
"top_trades": [
{
"rank": 1,
"symbol": "ARM",
"direction": "LONG",
"instrument": "Stock",
"horizon": "Intraday",
"confidence": 82,
"confidence_stars": "★★★★☆",
"expected_move": "+3.26%",
"expected_return_pct": 3.26,
"win_prob": 82.0,
"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": "Macro",
"key": "macro",
"points": 4.0
}
],
"total": 82.0,
"raw_total": 82.0,
"was_clamped": false
},
"risk_reward": 1.26,
"final_score": 1.38,
"trade_action": "Small",
"relative_strength": 3.38,
"entry": "Above 282.8 (VWAP)",
"entry_source": "vwap",
"entry_price": 282.73,
"entry_zone": {
"low": 282.61,
"high": 282.84,
"mid": 282.73,
"anchors": [
{
"source": "vwap",
"label": "VWAP",
"price": 282.84
},
{
"source": "orb_high",
"label": "ORB高点",
"price": 282.61
}
],
"display": "Entry Zone 282.61–282.84",
"entry_source": "vwap",
"tolerance_pct": 0.3
},
"stop": "275.4 (ORB低点)",
"stop_source": "orb_low",
"stop_price": 275.42,
"target": "291.9 (预期收盘)",
"target_source": "expected_close",
"target_price": 291.94,
"targets": [
"291.9 (预期收盘)"
],
"level_anchors": {
"vwap": 282.84,
"orb_high": 282.61,
"orb_low": 275.42,
"prev_high": null,
"prev_low": null,
"prior_close": 269.61,
"orb_from_minute": true
},
"levels_valid": true,
"why": [
"RS vs QQQ +3.38%",
"RS vs SMH +1.02%",
"昨日强势 +5.7% 今日 gap 可控",
"VIX 回落"
],
"why_chain": "RS vs QQQ +3.38% · RS vs SMH +1.02% · 昨日强势 +5.7% 今日 gap 可控 · VIX 回落",
"why_vs_runner_up": "ARM RS +3.4% vs AMD +2.7%；ER 3.4% vs 3.3%；Win% 82 vs 76；higher beta (3.5 vs 2.9)；relative strength",
"factor_breakdown": {
"relative_strength_vs_qqq": 3.38,
"relative_strength_vs_smh": 1.02,
"relative_weakness_score": -3.99,
"gap_pct": 2.77,
"beta_proxy": 3.45,
"volume_signal": false,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": -4.66,
"prior_day_change_pct": 5.71
},
"edge_type": "Sector Edge",
"score_formula_display": "final = win_prob(82%) × ER(3.4%) × rr_weight(0.5) / 100",
"expected_high": 291.94,
"expected_low": 272.96,
"expected_close": 291.94,
"current_price": 282.45,
"upside_pct": 3.36,
"downside_risk_pct": 3.36,
"why_factors": [
"RS vs QQQ +3.38%",
"RS vs SMH +1.02%",
"昨日强势 +5.7% 今日 gap 可控",
"VIX 回落"
],
"why_today": "RS vs QQQ +3.38% · RS vs SMH +1.02% · 昨日强势 +5.7% 今日 gap 可控 · VIX 回落",
"gap_pct": 2.77,
"rr_display": {
"reward_risk_ratio": 1.26,
"risk_reward_ratio": 0.79,
"reward_per_share": 9.21,
"risk_per_share": 7.31,
"label_reward_risk": "Reward/Risk 1.26",
"label_risk_reward": "Risk:Reward 1:0.79",
"display": "Reward/Risk 1.26 · Risk:Reward 1:0.79",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"catalyst": "Oil Selloff · Trade Policy",
"invalidation": "Close below stop $275.42",
"advisory": true,
"level_reasons": {
"entry": {
"price": 282.73,
"source": "vwap",
"confidence": 89,
"reasons": [
{
"source": "vwap",
"label": "VWAP",
"price": 282.84,
"weight_pct": 70.0,
"matched": true,
"primary": true
},
{
"source": "orb_high",
"label": "ORB High",
"price": 282.61,
"weight_pct": 30.0,
"matched": true,
"primary": false
}
]
},
"stop": {
"price": 275.42,
"source": "orb_low",
"confidence": 77,
"reasons": [
{
"source": "orb_low",
"label": "ORB Low",
"price": 275.42,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
},
"target": {
"price": 291.94,
"source": "expected_close",
"confidence": 77,
"reasons": [
{
"source": "expected_close",
"label": "Expected Close",
"price": 291.94,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
}
},
"return_calculation": "(291.94-282.73)/282.73=3.26%",
"heuristic_expected_return_pct": 3.36,
"target_action": "卖出/获利",
"trade_summary_cn": "做多 ARM：在 282.73 附近入场，目标 291.94，预期 +3.26%",
"trade_economics": {
"account_size": 10000.0,
"risk_pct": 1.0,
"position_pct": 36.8,
"shares": 13,
"contracts": 1,
"max_loss_usd": 95.03,
"win_usd": 119.73,
"loss_usd": 95.03,
"expected_value_usd": 81.07,
"risk_per_share": 7.31,
"reward_per_share": 9.21,
"rr_display": {
"reward_risk_ratio": 1.26,
"risk_reward_ratio": 0.79,
"reward_per_share": 9.21,
"risk_per_share": 7.31,
"label_reward_risk": "Reward/Risk 1.26",
"label_risk_reward": "Risk:Reward 1:0.79",
"display": "Reward/Risk 1.26 · Risk:Reward 1:0.79",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"size_label": "Small",
"display": "$10,000 → Win +$120 / Loss -$95"
},
"position_sizing": {
"risk_pct": 1.0,
"position_pct": 36.8,
"contracts": 1,
"shares": 13,
"max_loss_usd": 95.03,
"size_label": "Small",
"display": "Risk 1.0% → Position 36.8% → 1 unit(s) → Max Loss $95.03"
},
"why_wins_today": [
{
"rank": 1,
"dimension": "expected_range",
"label": "Largest Expected Range",
"primary_value": 6.72,
"runner_up_value": 6.52,
"wins": true
},
{
"rank": 2,
"dimension": "win_prob",
"label": "Highest Probability",
"primary_value": 82.0,
"runner_up_value": 76.0,
"wins": true
},
{
"rank": 3,
"dimension": "risk_reward",
"label": "Best Risk Reward",
"primary_value": 1.26,
"runner_up_value": 1.0,
"wins": true
}
],
"why_not_alternatives": [
{
"symbol": "AMD",
"rank": 2,
"reasons": [
"Win% 82 vs 76",
"Score 1.38 vs 1.24",
"RS +3.4% vs +2.7%",
"R:R 1.26 vs 1.0"
],
"summary": "Why ARM over AMD: Win% 82 vs 76 · Score 1.38 vs 1.24 · RS +3.4% vs +2.7% · R:R 1.26 vs 1.0"
},
{
"symbol": "AVGO",
"rank": 3,
"reasons": [
"Win% 82 vs 70",
"ER 3.3% vs 2.4%",
"Score 1.38 vs 0.84",
"RS +3.4% vs +1.5%",
"R:R 1.26 vs 1.0"
],
"summary": "Why ARM over AVGO: Win% 82 vs 70 · ER 3.3% vs 2.4% · Score 1.38 vs 0.84 · RS +3.4% vs +1.5% · R:R 1.26 vs 1.0"
},
{
"symbol": "MU",
"rank": 4,
"reasons": [
"Win% 82 vs 72",
"ER 3.3% vs 2.1%",
"Score 1.38 vs 0.75",
"RS +3.4% vs +4.7%",
"R:R 1.26 vs 1.0"
],
"summary": "Why ARM over MU: Win% 82 vs 72 · ER 3.3% vs 2.1% · Score 1.38 vs 0.75 · RS +3.4% vs +4.7% · R:R 1.26 vs 1.0"
},
{
"symbol": "TQQQ",
"rank": 5,
"reasons": [
"Win% 82 vs 70",
"ER 3.3% vs 0.8%",
"Score 1.38 vs 0.28",
"RS +3.4% vs +2.6%",
"R:R 1.26 vs 0.22",
"Tradeable (Small) vs Pass"
],
"summary": "Why ARM over TQQQ: Win% 82 vs 70 · ER 3.3% vs 0.8% · Score 1.38 vs 0.28 · RS +3.4% vs +2.6% · R:R 1.26 vs 0.22 · Tradeable (Small) vs Pass"
},
{
"symbol": "SMH",
"rank": 6,
"reasons": [
"Win% 82 vs 70",
"ER 3.3% vs 0.7%",
"Score 1.38 vs 0.25",
"RS +3.4% vs +2.4%",
"R:R 1.26 vs 0.22",
"Tradeable (Small) vs Pass"
],
"summary": "Why ARM over SMH: Win% 82 vs 70 · ER 3.3% vs 0.7% · Score 1.38 vs 0.25 · RS +3.4% vs +2.4% · R:R 1.26 vs 0.22 · Tradeable (Small) vs Pass"
}
],
"rank_summary": "ARM ranked #1 because largest expected range + highest probability + best reward/risk",
"win_prob_source": "rules",
"calibration": {
"calibrated_win_prob": 82.0,
"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": 81.07,
"win_scenario_usd": 119.73,
"loss_scenario_usd": 95.03,
"win_prob_pct": 82.0,
"display": "EV $+81 (win +$120 @ 82.0% · loss -$95)"
},
"entry_status": {
"current_price": 282.45,
"ideal_entry": 282.73,
"distance_pct": -0.1,
"remaining_er_pct": 3.36,
"live_expected_return_pct": 3.36,
"new_plan": null,
"alternate_entry": null,
"advisory": true,
"advisory_tag": "ADVISORY — 不构成投资建议",
"zone_low": 282.61,
"zone_high": 282.84,
"miss_threshold_pct": 1.0,
"status": "PREMARKET",
"status_reason": "Premarket Ideal Entry — plan not yet live",
"action_hint": "Entry still valid"
}
},
{
"rank": 2,
"symbol": "AMD",
"direction": "LONG",
"instrument": "Stock",
"horizon": "Intraday",
"confidence": 76,
"confidence_stars": "★★★☆☆",
"expected_move": "+3.04%",
"expected_return_pct": 3.04,
"win_prob": 76.0,
"win_prob_breakdown": {
"components": [
{
"factor": "Base",
"key": "base",
"points": 50.0
},
{
"factor": "RS",
"key": "rs",
"points": 12.0
},
{
"factor": "Trend",
"key": "trend",
"points": 10.0
},
{
"factor": "Macro",
"key": "macro",
"points": 4.0
}
],
"total": 76.0,
"raw_total": 76.0,
"was_clamped": false
},
"risk_reward": 1.62,
"final_score": 1.24,
"trade_action": "Small",
"relative_strength": 2.68,
"entry": "Above 524.4 (VWAP)",
"entry_source": "vwap",
"entry_price": 525.12,
"entry_zone": {
"low": 524.43,
"high": 525.8,
"mid": 525.12,
"anchors": [
{
"source": "vwap",
"label": "VWAP",
"price": 524.43
},
{
"source": "orb_high",
"label": "ORB高点",
"price": 525.8
}
],
"display": "Entry Zone 524–526",
"entry_source": "vwap",
"tolerance_pct": 0.3
},
"stop": "515.2 (ORB低点)",
"stop_source": "orb_low",
"stop_price": 515.25,
"target": "541.1 (预期收盘)",
"target_source": "expected_close",
"target_price": 541.06,
"targets": [
"541.1 (预期收盘)"
],
"level_anchors": {
"vwap": 524.43,
"orb_high": 525.8,
"orb_low": 515.25,
"prev_high": null,
"prev_low": null,
"prior_close": 503.57,
"orb_from_minute": true
},
"levels_valid": true,
"why": [
"RS vs QQQ +2.68%",
"昨日强势 +5.8% 今日 gap 可控",
"VIX 回落"
],
"why_chain": "RS vs QQQ +2.68% · 昨日强势 +5.8% 今日 gap 可控 · VIX 回落",
"why_vs_runner_up": "—",
"factor_breakdown": {
"relative_strength_vs_qqq": 2.68,
"relative_strength_vs_smh": 0.32,
"relative_weakness_score": -2.87,
"gap_pct": 3.8,
"beta_proxy": 2.94,
"volume_signal": false,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": -4.66,
"prior_day_change_pct": 5.8
},
"edge_type": "Sector Edge",
"score_formula_display": "final = win_prob(76%) × ER(3.3%) × rr_weight(0.5) / 100",
"expected_high": 541.06,
"expected_low": 506.94,
"expected_close": 541.06,
"current_price": 524.0,
"upside_pct": 3.26,
"downside_risk_pct": 3.26,
"why_factors": [
"RS vs QQQ +2.68%",
"昨日强势 +5.8% 今日 gap 可控",
"VIX 回落"
],
"why_today": "RS vs QQQ +2.68% · 昨日强势 +5.8% 今日 gap 可控 · VIX 回落",
"gap_pct": 3.8,
"rr_display": {
"reward_risk_ratio": 1.61,
"risk_reward_ratio": 0.62,
"reward_per_share": 15.94,
"risk_per_share": 9.87,
"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": "Oil Selloff · Trade Policy",
"invalidation": "Close below stop $515.25",
"advisory": true,
"level_reasons": {
"entry": {
"price": 525.12,
"source": "vwap",
"confidence": 89,
"reasons": [
{
"source": "vwap",
"label": "VWAP",
"price": 524.43,
"weight_pct": 70.0,
"matched": true,
"primary": true
},
{
"source": "orb_high",
"label": "ORB High",
"price": 525.8,
"weight_pct": 30.0,
"matched": true,
"primary": false
}
]
},
"stop": {
"price": 515.25,
"source": "orb_low",
"confidence": 77,
"reasons": [
{
"source": "orb_low",
"label": "ORB Low",
"price": 515.25,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
},
"target": {
"price": 541.06,
"source": "expected_close",
"confidence": 77,
"reasons": [
{
"source": "expected_close",
"label": "Expected Close",
"price": 541.06,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
}
},
"return_calculation": "(541.06-525.12)/525.12=3.04%",
"heuristic_expected_return_pct": 3.26,
"target_action": "卖出/获利",
"trade_summary_cn": "做多 AMD：在 525.12 附近入场，目标 541.06，预期 +3.04%",
"trade_economics": {
"account_size": 10000.0,
"risk_pct": 1.0,
"position_pct": 52.5,
"shares": 10,
"contracts": 1,
"max_loss_usd": 98.7,
"win_usd": 159.4,
"loss_usd": 98.7,
"expected_value_usd": 97.46,
"risk_per_share": 9.87,
"reward_per_share": 15.94,
"rr_display": {
"reward_risk_ratio": 1.61,
"risk_reward_ratio": 0.62,
"reward_per_share": 15.94,
"risk_per_share": 9.87,
"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 +$159 / Loss -$99"
},
"position_sizing": {
"risk_pct": 1.0,
"position_pct": 52.5,
"contracts": 1,
"shares": 10,
"max_loss_usd": 98.7,
"size_label": "Small",
"display": "Risk 1.0% → Position 52.5% → 1 unit(s) → Max Loss $98.7"
},
"why_wins_today": [
{
"rank": 1,
"dimension": "risk_reward",
"label": "Best Risk Reward",
"primary_value": 1.62,
"runner_up_value": 1.0,
"wins": true
}
],
"why_not_alternatives": [
{
"symbol": "ARM",
"rank": 1,
"reasons": [
"Win% 76 vs 82",
"ER 3.0% vs 3.4%",
"Score 1.24 vs 1.38",
"RS +2.7% vs +3.4%",
"R:R 1.62 vs 1.0"
],
"summary": "Why AMD over ARM: Win% 76 vs 82 · ER 3.0% vs 3.4% · Score 1.24 vs 1.38 · RS +2.7% vs +3.4% · R:R 1.62 vs 1.0"
},
{
"symbol": "AVGO",
"rank": 3,
"reasons": [
"Win% 76 vs 70",
"ER 3.0% vs 2.4%",
"Score 1.24 vs 0.84",
"RS +2.7% vs +1.5%",
"R:R 1.62 vs 1.0"
],
"summary": "Why AMD over AVGO: Win% 76 vs 70 · ER 3.0% vs 2.4% · Score 1.24 vs 0.84 · RS +2.7% vs +1.5% · R:R 1.62 vs 1.0"
},
{
"symbol": "MU",
"rank": 4,
"reasons": [
"Win% 76 vs 72",
"ER 3.0% vs 2.1%",
"Score 1.24 vs 0.75",
"RS +2.7% vs +4.7%",
"R:R 1.62 vs 1.0"
],
"summary": "Why AMD over MU: Win% 76 vs 72 · ER 3.0% vs 2.1% · Score 1.24 vs 0.75 · RS +2.7% vs +4.7% · R:R 1.62 vs 1.0"
},
{
"symbol": "TQQQ",
"rank": 5,
"reasons": [
"Win% 76 vs 70",
"ER 3.0% vs 0.8%",
"Score 1.24 vs 0.28",
"R:R 1.62 vs 0.22",
"Tradeable (Small) vs Pass"
],
"summary": "Why AMD over TQQQ: Win% 76 vs 70 · ER 3.0% vs 0.8% · Score 1.24 vs 0.28 · R:R 1.62 vs 0.22 · Tradeable (Small) vs Pass"
},
{
"symbol": "SMH",
"rank": 6,
"reasons": [
"Win% 76 vs 70",
"ER 3.0% vs 0.7%",
"Score 1.24 vs 0.25",
"RS +2.7% vs +2.4%",
"R:R 1.62 vs 0.22",
"Tradeable (Small) vs Pass"
],
"summary": "Why AMD over SMH: Win% 76 vs 70 · ER 3.0% vs 0.7% · Score 1.24 vs 0.25 · RS +2.7% vs +2.4% · R:R 1.62 vs 0.22 · Tradeable (Small) vs Pass"
}
],
"win_prob_source": "rules",
"calibration": {
"calibrated_win_prob": 76.0,
"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": 97.46,
"win_scenario_usd": 159.4,
"loss_scenario_usd": 98.7,
"win_prob_pct": 76.0,
"display": "EV $+97 (win +$159 @ 76.0% · loss -$99)"
},
"entry_status": {
"current_price": 524.0,
"ideal_entry": 525.12,
"distance_pct": -0.21,
"remaining_er_pct": 3.26,
"live_expected_return_pct": 3.26,
"new_plan": null,
"alternate_entry": null,
"advisory": true,
"advisory_tag": "ADVISORY — 不构成投资建议",
"zone_low": 524.43,
"zone_high": 525.8,
"miss_threshold_pct": 1.0,
"status": "PREMARKET",
"status_reason": "Premarket Ideal Entry — plan not yet live",
"action_hint": "Entry still valid"
}
},
{
"rank": 3,
"symbol": "AVGO",
"direction": "LONG",
"instrument": "Stock",
"horizon": "Intraday",
"confidence": 70,
"confidence_stars": "★★★☆☆",
"expected_move": "+2.85%",
"expected_return_pct": 2.85,
"win_prob": 70.0,
"win_prob_breakdown": {
"components": [
{
"factor": "Base",
"key": "base",
"points": 50.0
},
{
"factor": "RS",
"key": "rs",
"points": 6.0
},
{
"factor": "Trend",
"key": "trend",
"points": 10.0
},
{
"factor": "Macro",
"key": "macro",
"points": 4.0
}
],
"total": 70.0,
"raw_total": 70.0,
"was_clamped": false
},
"risk_reward": 1.2,
"final_score": 0.84,
"trade_action": "Small",
"relative_strength": 1.49,
"entry": "Above 387.6 (VWAP)",
"entry_source": "vwap",
"entry_price": 387.33,
"entry_zone": {
"low": 387.1,
"high": 387.56,
"mid": 387.33,
"anchors": [
{
"source": "vwap",
"label": "VWAP",
"price": 387.56
},
{
"source": "orb_high",
"label": "ORB高点",
"price": 387.1
}
],
"display": "Entry Zone 387.10–387.56",
"entry_source": "vwap",
"tolerance_pct": 0.3
},
"stop": "378.2 (ORB低点)",
"stop_source": "orb_low",
"stop_price": 378.16,
"target": "398.4 (预期收盘)",
"target_source": "expected_close",
"target_price": 398.38,
"targets": [
"398.4 (预期收盘)"
],
"level_anchors": {
"vwap": 387.56,
"orb_high": 387.1,
"orb_low": 378.16,
"prev_high": null,
"prev_low": null,
"prior_close": 378.16,
"orb_from_minute": true
},
"levels_valid": true,
"why": [
"RS vs QQQ +1.49%",
"昨日强势 +5.0% 今日 gap 可控",
"VIX 回落"
],
"why_chain": "RS vs QQQ +1.49% · 昨日强势 +5.0% 今日 gap 可控 · VIX 回落",
"why_vs_runner_up": "—",
"factor_breakdown": {
"relative_strength_vs_qqq": 1.49,
"relative_strength_vs_smh": -0.87,
"relative_weakness_score": -0.97,
"gap_pct": 2.04,
"beta_proxy": 2.08,
"volume_signal": false,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": -4.66,
"prior_day_change_pct": 5.01
},
"edge_type": "Sector Edge",
"score_formula_display": "final = win_prob(70%) × ER(2.4%) × rr_weight(0.5) / 100",
"expected_high": 398.38,
"expected_low": 379.62,
"expected_close": 398.38,
"current_price": 389.0,
"upside_pct": 2.41,
"downside_risk_pct": 2.41,
"why_factors": [
"RS vs QQQ +1.49%",
"昨日强势 +5.0% 今日 gap 可控",
"VIX 回落"
],
"why_today": "RS vs QQQ +1.49% · 昨日强势 +5.0% 今日 gap 可控 · VIX 回落",
"gap_pct": 2.04,
"rr_display": {
"reward_risk_ratio": 1.21,
"risk_reward_ratio": 0.83,
"reward_per_share": 11.05,
"risk_per_share": 9.17,
"label_reward_risk": "Reward/Risk 1.21",
"label_risk_reward": "Risk:Reward 1:0.83",
"display": "Reward/Risk 1.21 · Risk:Reward 1:0.83",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"catalyst": "Oil Selloff · Trade Policy",
"invalidation": "Close below stop $378.16",
"advisory": true,
"level_reasons": {
"entry": {
"price": 387.33,
"source": "vwap",
"confidence": 98,
"reasons": [
{
"source": "vwap",
"label": "VWAP",
"price": 387.56,
"weight_pct": 54.0,
"matched": true,
"primary": true
},
{
"source": "orb_high",
"label": "ORB High",
"price": 387.1,
"weight_pct": 23.0,
"matched": true,
"primary": false
},
{
"source": "current",
"label": "Above Current",
"price": 389.0,
"weight_pct": 23.0,
"matched": true,
"primary": false
}
]
},
"stop": {
"price": 378.16,
"source": "orb_low",
"confidence": 77,
"reasons": [
{
"source": "orb_low",
"label": "ORB Low",
"price": 378.16,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
},
"target": {
"price": 398.38,
"source": "expected_close",
"confidence": 77,
"reasons": [
{
"source": "expected_close",
"label": "Expected Close",
"price": 398.38,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
}
},
"return_calculation": "(398.38-387.33)/387.33=2.85%",
"heuristic_expected_return_pct": 2.41,
"target_action": "卖出/获利",
"trade_summary_cn": "做多 AVGO：在 387.33 附近入场，目标 398.38，预期 +2.85%",
"trade_economics": {
"account_size": 10000.0,
"risk_pct": 1.0,
"position_pct": 38.7,
"shares": 10,
"contracts": 1,
"max_loss_usd": 91.7,
"win_usd": 110.5,
"loss_usd": 91.7,
"expected_value_usd": 49.84,
"risk_per_share": 9.17,
"reward_per_share": 11.05,
"rr_display": {
"reward_risk_ratio": 1.21,
"risk_reward_ratio": 0.83,
"reward_per_share": 11.05,
"risk_per_share": 9.17,
"label_reward_risk": "Reward/Risk 1.21",
"label_risk_reward": "Risk:Reward 1:0.83",
"display": "Reward/Risk 1.21 · Risk:Reward 1:0.83",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"size_label": "Small",
"display": "$10,000 → Win +$110 / Loss -$92"
},
"position_sizing": {
"risk_pct": 1.0,
"position_pct": 38.7,
"contracts": 1,
"shares": 10,
"max_loss_usd": 91.7,
"size_label": "Small",
"display": "Risk 1.0% → Position 38.7% → 1 unit(s) → Max Loss $91.7"
},
"why_wins_today": [
{
"rank": 1,
"dimension": "risk_reward",
"label": "Best Risk Reward",
"primary_value": 1.2,
"runner_up_value": 1.0,
"wins": true
}
],
"why_not_alternatives": [
{
"symbol": "ARM",
"rank": 1,
"reasons": [
"Win% 70 vs 82",
"ER 2.9% vs 3.4%",
"Score 0.84 vs 1.38",
"RS +1.5% vs +3.4%",
"R:R 1.2 vs 1.0"
],
"summary": "Why AVGO over ARM: Win% 70 vs 82 · ER 2.9% vs 3.4% · Score 0.84 vs 1.38 · RS +1.5% vs +3.4% · R:R 1.2 vs 1.0"
},
{
"symbol": "AMD",
"rank": 2,
"reasons": [
"Win% 70 vs 76",
"ER 2.9% vs 3.3%",
"Score 0.84 vs 1.24",
"RS +1.5% vs +2.7%",
"R:R 1.2 vs 1.0"
],
"summary": "Why AVGO over AMD: Win% 70 vs 76 · ER 2.9% vs 3.3% · Score 0.84 vs 1.24 · RS +1.5% vs +2.7% · R:R 1.2 vs 1.0"
},
{
"symbol": "MU",
"rank": 4,
"reasons": [
"Win% 70 vs 72",
"ER 2.9% vs 2.1%",
"Score 0.84 vs 0.75",
"RS +1.5% vs +4.7%",
"R:R 1.2 vs 1.0"
],
"summary": "Why AVGO over MU: Win% 70 vs 72 · ER 2.9% vs 2.1% · Score 0.84 vs 0.75 · RS +1.5% vs +4.7% · R:R 1.2 vs 1.0"
},
{
"symbol": "TQQQ",
"rank": 5,
"reasons": [
"ER 2.9% vs 0.8%",
"Score 0.84 vs 0.28",
"RS +1.5% vs +2.6%",
"R:R 1.2 vs 0.22",
"Tradeable (Small) vs Pass"
],
"summary": "Why AVGO over TQQQ: ER 2.9% vs 0.8% · Score 0.84 vs 0.28 · RS +1.5% vs +2.6% · R:R 1.2 vs 0.22 · Tradeable (Small) vs Pass"
},
{
"symbol": "SMH",
"rank": 6,
"reasons": [
"ER 2.9% vs 0.7%",
"Score 0.84 vs 0.25",
"RS +1.5% vs +2.4%",
"R:R 1.2 vs 0.22",
"Tradeable (Small) vs Pass"
],
"summary": "Why AVGO over SMH: ER 2.9% vs 0.7% · Score 0.84 vs 0.25 · RS +1.5% vs +2.4% · R:R 1.2 vs 0.22 · Tradeable (Small) vs Pass"
}
],
"win_prob_source": "rules",
"calibration": {
"calibrated_win_prob": 70.0,
"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": 49.84,
"win_scenario_usd": 110.5,
"loss_scenario_usd": 91.7,
"win_prob_pct": 70.0,
"display": "EV $+50 (win +$110 @ 70.0% · loss -$92)"
},
"entry_status": {
"current_price": 389.0,
"ideal_entry": 387.33,
"distance_pct": 0.43,
"remaining_er_pct": 2.41,
"live_expected_return_pct": 2.41,
"new_plan": null,
"alternate_entry": null,
"advisory": true,
"advisory_tag": "ADVISORY — 不构成投资建议",
"zone_low": 387.1,
"zone_high": 387.56,
"miss_threshold_pct": 1.0,
"status": "PREMARKET",
"status_reason": "Premarket Ideal Entry — plan not yet live",
"action_hint": "Entry still valid"
}
},
{
"rank": 4,
"symbol": "MU",
"direction": "LONG",
"instrument": "Stock",
"horizon": "Intraday",
"confidence": 72,
"confidence_stars": "★★★☆☆",
"expected_move": "+1.87%",
"expected_return_pct": 1.87,
"win_prob": 72.0,
"win_prob_breakdown": {
"components": [
{
"factor": "Base",
"key": "base",
"points": 50.0
},
{
"factor": "RS",
"key": "rs",
"points": 18.0
},
{
"factor": "Macro",
"key": "macro",
"points": 4.0
}
],
"total": 72.0,
"raw_total": 72.0,
"was_clamped": false
},
"risk_reward": 0.32,
"final_score": 0.75,
"trade_action": "Small",
"relative_strength": 4.66,
"entry": "Above 918.5 (VWAP)",
"entry_source": "vwap",
"entry_price": 919.65,
"entry_zone": {
"low": 918.46,
"high": 920.85,
"mid": 919.65,
"anchors": [
{
"source": "vwap",
"label": "VWAP",
"price": 918.46
},
{
"source": "orb_high",
"label": "ORB高点",
"price": 920.85
}
],
"display": "Entry Zone 918–921",
"entry_source": "vwap",
"tolerance_pct": 0.3
},
"stop": "865.5 (ORB低点)",
"stop_source": "orb_low",
"stop_price": 865.46,
"target": "936.8 (预期收盘)",
"target_source": "expected_close",
"target_price": 936.81,
"targets": [
"936.8 (预期收盘)"
],
"level_anchors": {
"vwap": 918.46,
"orb_high": 920.85,
"orb_low": 865.46,
"prev_high": null,
"prev_low": null,
"prior_close": 865.46,
"orb_from_minute": true
},
"levels_valid": true,
"why": [
"RS vs QQQ +4.66%",
"RS vs SMH +2.30%",
"VIX 回落"
],
"why_chain": "RS vs QQQ +4.66% · RS vs SMH +2.30% · VIX 回落",
"why_vs_runner_up": "—",
"factor_breakdown": {
"relative_strength_vs_qqq": 4.66,
"relative_strength_vs_smh": 2.3,
"relative_weakness_score": -6.04,
"gap_pct": 4.71,
"beta_proxy": 4.38,
"volume_signal": false,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": -4.66,
"prior_day_change_pct": 8.24
},
"edge_type": "Sector Edge",
"score_formula_display": "final = win_prob(72%) × ER(2.1%) × rr_weight(0.5) / 100",
"expected_high": 936.81,
"expected_low": 898.65,
"expected_close": 936.81,
"current_price": 917.73,
"upside_pct": 2.08,
"downside_risk_pct": 2.08,
"why_factors": [
"RS vs QQQ +4.66%",
"RS vs SMH +2.30%",
"VIX 回落"
],
"why_today": "RS vs QQQ +4.66% · RS vs SMH +2.30% · VIX 回落",
"gap_pct": 4.71,
"rr_display": {
"reward_risk_ratio": 0.32,
"risk_reward_ratio": 3.12,
"reward_per_share": 17.16,
"risk_per_share": 54.19,
"label_reward_risk": "Reward/Risk 0.32",
"label_risk_reward": "Risk:Reward 1:3.12",
"display": "Reward/Risk 0.32 · Risk:Reward 1:3.12",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"catalyst": "Oil Selloff · Trade Policy",
"invalidation": "Close below stop $865.46",
"advisory": true,
"level_reasons": {
"entry": {
"price": 919.65,
"source": "vwap",
"confidence": 89,
"reasons": [
{
"source": "vwap",
"label": "VWAP",
"price": 918.46,
"weight_pct": 70.0,
"matched": true,
"primary": true
},
{
"source": "orb_high",
"label": "ORB High",
"price": 920.85,
"weight_pct": 30.0,
"matched": true,
"primary": false
}
]
},
"stop": {
"price": 865.46,
"source": "orb_low",
"confidence": 77,
"reasons": [
{
"source": "orb_low",
"label": "ORB Low",
"price": 865.46,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
},
"target": {
"price": 936.81,
"source": "expected_close",
"confidence": 77,
"reasons": [
{
"source": "expected_close",
"label": "Expected Close",
"price": 936.81,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
}
},
"return_calculation": "(936.81-919.65)/919.65=1.87%",
"heuristic_expected_return_pct": 2.08,
"target_action": "卖出/获利",
"trade_summary_cn": "做多 MU：在 919.65 附近入场，目标 936.81，预期 +1.87%",
"trade_economics": {
"account_size": 10000.0,
"risk_pct": 1.0,
"position_pct": 9.2,
"shares": 1,
"contracts": 1,
"max_loss_usd": 54.19,
"win_usd": 17.16,
"loss_usd": 54.19,
"expected_value_usd": -2.82,
"risk_per_share": 54.19,
"reward_per_share": 17.16,
"rr_display": {
"reward_risk_ratio": 0.32,
"risk_reward_ratio": 3.12,
"reward_per_share": 17.16,
"risk_per_share": 54.19,
"label_reward_risk": "Reward/Risk 0.32",
"label_risk_reward": "Risk:Reward 1:3.12",
"display": "Reward/Risk 0.32 · Risk:Reward 1:3.12",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"size_label": "Small",
"display": "$10,000 → Win +$17 / Loss -$54"
},
"position_sizing": {
"risk_pct": 1.0,
"position_pct": 9.2,
"contracts": 1,
"shares": 1,
"max_loss_usd": 54.19,
"size_label": "Small",
"display": "Risk 1.0% → Position 9.2% → 1 unit(s) → Max Loss $54.19"
},
"why_wins_today": [
{
"rank": 1,
"dimension": "relative_strength",
"label": "Highest Relative Strength",
"primary_value": 4.66,
"runner_up_value": 3.38,
"wins": true
}
],
"why_not_alternatives": [
{
"symbol": "ARM",
"rank": 1,
"reasons": [
"Win% 72 vs 82",
"ER 1.9% vs 3.4%",
"Score 0.75 vs 1.38",
"RS +4.7% vs +3.4%"
],
"summary": "Why MU over ARM: Win% 72 vs 82 · ER 1.9% vs 3.4% · Score 0.75 vs 1.38 · RS +4.7% vs +3.4%"
},
{
"symbol": "AMD",
"rank": 2,
"reasons": [
"Win% 72 vs 76",
"ER 1.9% vs 3.3%",
"Score 0.75 vs 1.24",
"RS +4.7% vs +2.7%"
],
"summary": "Why MU over AMD: Win% 72 vs 76 · ER 1.9% vs 3.3% · Score 0.75 vs 1.24 · RS +4.7% vs +2.7%"
},
{
"symbol": "AVGO",
"rank": 3,
"reasons": [
"Win% 72 vs 70",
"ER 1.9% vs 2.4%",
"Score 0.75 vs 0.84",
"RS +4.7% vs +1.5%"
],
"summary": "Why MU over AVGO: Win% 72 vs 70 · ER 1.9% vs 2.4% · Score 0.75 vs 0.84 · RS +4.7% vs +1.5%"
},
{
"symbol": "TQQQ",
"rank": 5,
"reasons": [
"Win% 72 vs 70",
"ER 1.9% vs 0.8%",
"Score 0.75 vs 0.28",
"RS +4.7% vs +2.6%",
"R:R 0.32 vs 0.22",
"Tradeable (Small) vs Pass"
],
"summary": "Why MU over TQQQ: Win% 72 vs 70 · ER 1.9% vs 0.8% · Score 0.75 vs 0.28 · RS +4.7% vs +2.6% · R:R 0.32 vs 0.22 · Tradeable (Small) vs Pass"
},
{
"symbol": "SMH",
"rank": 6,
"reasons": [
"Win% 72 vs 70",
"ER 1.9% vs 0.7%",
"Score 0.75 vs 0.25",
"RS +4.7% vs +2.4%",
"R:R 0.32 vs 0.22",
"Tradeable (Small) vs Pass"
],
"summary": "Why MU over SMH: Win% 72 vs 70 · ER 1.9% vs 0.7% · Score 0.75 vs 0.25 · RS +4.7% vs +2.4% · R:R 0.32 vs 0.22 · Tradeable (Small) vs Pass"
}
],
"win_prob_source": "rules",
"calibration": {
"calibrated_win_prob": 72.0,
"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": -2.82,
"win_scenario_usd": 17.16,
"loss_scenario_usd": 54.19,
"win_prob_pct": 72.0,
"display": "EV $-3 (win +$17 @ 72.0% · loss -$54)"
},
"entry_status": {
"current_price": 917.73,
"ideal_entry": 919.65,
"distance_pct": -0.21,
"remaining_er_pct": 2.08,
"live_expected_return_pct": 2.08,
"new_plan": null,
"alternate_entry": null,
"advisory": true,
"advisory_tag": "ADVISORY — 不构成投资建议",
"zone_low": 918.46,
"zone_high": 920.85,
"miss_threshold_pct": 1.0,
"status": "PREMARKET",
"status_reason": "Premarket Ideal Entry — plan not yet live",
"action_hint": "Entry still valid"
}
}
],
"watchlist_items": [
{
"symbol": "TQQQ",
"rank": 5,
"win_prob": 70.0,
"expected_return_pct": 0.81,
"trade_action": "Pass",
"why": "RS vs QQQ +2.59% · Volume 信号 · VIX 回落 · 上行空间 <1.0%",
"note": "Monitor — below trade threshold"
},
{
"symbol": "SMH",
"rank": 6,
"win_prob": 70.0,
"expected_return_pct": 0.72,
"trade_action": "Pass",
"why": "RS vs QQQ +2.36% · Volume 信号 · VIX 回落 · 上行空间 <1.0%",
"note": "Monitor — below trade threshold"
},
{
"symbol": "QQQ",
"rank": 7,
"win_prob": 63.0,
"expected_return_pct": 0.1,
"trade_action": "Pass",
"why": "Gap 未过度延伸 · Volume 信号 · VIX 回落 · 上行空间 <1.0%",
"note": "Monitor — below trade threshold"
},
{
"symbol": "NVDA",
"rank": 8,
"win_prob": 68.0,
"expected_return_pct": -0.15,
"trade_action": "Pass",
"why": "RS vs QQQ +0.20% · Gap 未过度延伸 · News 2 · Volume 信号",
"note": "Monitor — below trade threshold"
},
{
"symbol": "SPY",
"rank": 9,
"win_prob": 53.0,
"expected_return_pct": -0.2,
"trade_action": "Pass",
"why": "RS 弱于 QQQ -1.12% · Gap 未过度延伸 · Volume 信号 · VIX 回落",
"note": "Monitor — below trade threshold"
}
],
"advisory": true,
"swing": {
"symbol": "AMD",
"direction": "LONG",
"instrument": "Stock",
"horizon": "Swing",
"duration": "Swing (days–weeks)",
"confidence": 81,
"entry": "Near 522.4 (swing zone)",
"entry_source": "swing_zone",
"entry_price": 522.43,
"entry_zone": {
"low": 502.8,
"high": 524.0,
"mid": 522.43,
"display": "$502.80–$524.00",
"source": "swing_pullback"
},
"stop": "463.5 (1.75xATR)",
"stop_source": "1.75xATR",
"stop_price": 463.55,
"target": "600.9 (T1 ~15.0%)",
"target_source": "2xATR_or_5pct",
"target_price": 600.94,
"targets": [
{
"price": 600.94,
"label": "T1",
"pct": 15.03
},
{
"price": 624.98,
"label": "T2",
"pct": 19.63
}
],
"expected_return_pct": 15.03,
"expected_move": "+15.03%",
"risk_reward": 1.33,
"win_prob": 76.0,
"final_score": 1.24,
"swing_quality": 6.434,
"atr": 39.2564,
"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": 524.0,
"why": [
"高流动性波段标的 AMD",
"Prior day +5.8%",
"5D momentum -5.8%",
"RS vs QQQ +2.68%",
"Swing score 6.4"
],
"why_chain": "高流动性波段标的 AMD · Prior day +5.8% · 5D momentum -5.8% · RS vs QQQ +2.68%",
"invalidation": "Close beyond stop $463.55 or thesis broken (trend flip / catalyst fade)",
"trade_summary_cn": "波段做多 AMD：理想入场 $502.80–$524.00，止损 $463.55，目标 $600.94（约 +15.0%），持仓天数–数周",
"one_liner": "波段做多 AMD：理想入场 $502.80–$524.00，止损 $463.55，目标 $600.94（约 +15.0%），持仓天数–数周",
"edge_type": "Sector 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）：Oil Selloff、Trade Policy",
"catalyst": "Oil Selloff、Trade Policy"
},
"index_edge": {
"edge": "YES",
"why": "QQQ 盘前/开盘 +1.36%"
},
"sector_edge": {
"edge": "YES",
"why": "SMH 领先 QQQ +2.44%",
"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": "ARM",
"win_prob": 82.0,
"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
},
{
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"rank": 9,
"direction": "LONG"
},
{
"symbol": "META",
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"components": [
{
"factor": "Base",
"key": "base",
"points": 50.0
},
{
"factor": "RS",
"key": "rs",
"points": -10.0
},
{
"factor": "Gap",
"key": "gap",
"points": 5.0
},
{
"factor": "Volume",
"key": "volume",
"points": 4.0
},
{
"factor": "Macro",
"key": "macro",
"points": 4.0
}
],
"total": 53.0,
"raw_total": 53.0,
"was_clamped": false
},
"expected_return_pct": -0.25,
"expected_high": 648.92,
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"expected_close": 644.08,
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"upside_pct": 0.5,
"downside_risk_pct": 0.8,
"risk_reward": 0.62,
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"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": 0.0,
"trade_action": "Pass",
"trade": "Pass",
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"relative_strength": -1.43,
"relative_strength_vs_smh": -3.79,
"relative_weakness_score": 3.7,
"prior_day_change_pct": 0.0,
"why_factors": [
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"Gap 未过度延伸",
"Volume 信号",
"VIX 回落",
"上行空间 <1.0%"
],
"why": "RS 弱于 QQQ -1.43% · Gap 未过度延伸 · Volume 信号 · VIX 回落",
"score": 0,
"news_count": 0,
"factor_breakdown": {
"relative_strength_vs_qqq": -1.43,
"relative_strength_vs_smh": -3.79,
"relative_weakness_score": 3.7,
"gap_pct": 0.46,
"beta_proxy": -0.04,
"volume_signal": true,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": -4.66,
"prior_day_change_pct": 0.0
},
"edge_type": "Relative Weakness",
"score_formula_display": "final = win_prob(53%) × ER(-0.2%) × rr_weight(0.5) / 100",
"rr_weight": 0.5,
"why_vs_runner_up": "—",
"advisory": true,
"rank": 10,
"direction": "LONG"
},
{
"symbol": "TSLA",
"win_prob": 48.0,
"win_prob_breakdown": {
"components": [
{
"factor": "Base",
"key": "base",
"points": 50.0
},
{
"factor": "RS",
"key": "rs",
"points": -10.0
},
{
"factor": "Volume",
"key": "volume",
"points": 4.0
},
{
"factor": "Macro",
"key": "macro",
"points": 4.0
}
],
"total": 48.0,
"raw_total": 48.0,
"was_clamped": false
},
"expected_return_pct": -0.87,
"expected_high": 374.59,
"expected_low": 369.48,
"expected_close": 369.48,
"current_price": 372.73,
"upside_pct": 0.5,
"downside_risk_pct": 0.87,
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"reward_risk_ratio": 0.57,
"risk_reward_ratio": 1.75,
"reward_per_share": null,
"risk_per_share": null,
"label_reward_risk": "Reward/Risk 0.57",
"label_risk_reward": "Risk:Reward 1:1.75",
"display": "Reward/Risk 0.57 · Risk:Reward 1:1.75",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"final_score": 0.0,
"trade_action": "Pass",
"trade": "Pass",
"gap_pct": -2.13,
"relative_strength": -3.51,
"relative_strength_vs_smh": -5.87,
"relative_weakness_score": 7.03,
"prior_day_change_pct": 0.0,
"why_factors": [
"RS 弱于 QQQ -3.51%",
"Volume 信号",
"VIX 回落",
"上行空间 <1.0%"
],
"why": "RS 弱于 QQQ -3.51% · Volume 信号 · VIX 回落 · 上行空间 <1.0%",
"score": 0,
"news_count": 0,
"factor_breakdown": {
"relative_strength_vs_qqq": -3.51,
"relative_strength_vs_smh": -5.87,
"relative_weakness_score": 7.03,
"gap_pct": -2.13,
"beta_proxy": -1.54,
"volume_signal": true,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": -4.66,
"prior_day_change_pct": 0.0
},
"edge_type": "Relative Weakness",
"score_formula_display": "final = win_prob(48%) × ER(-0.9%) × rr_weight(0.5) / 100",
"rr_weight": 0.5,
"why_vs_runner_up": "—",
"advisory": true,
"rank": 11,
"direction": "LONG"
}
]
},
"intraday": {
"s5": {
"driver_still_valid": true,
"action": "Hold"
},
"s6": {
"trade_valid": true,
"action": "Hold"
},
"s7": {
"actual_driver": "AI/Semiconductor",
"attribution": {
"ai": 0.831,
"bond": 0.026,
"oil": 0.0,
"macro": 0.093,
"other": 0.05,
"splits": {}
}
}
},
"trade_plan": {},
"actual": {},
"attribution": {
"ai": 0.831,
"bond": 0.026,
"oil": 0.0,
"macro": 0.093,
"other": 0.05,
"splits": {}
},
"labels": {
"actual_driver": "AI/Semiconductor",
"agent_driver": "Trade Policy",
"agent_driver_type": "Political",
"corrected_driver_from_verify": null,
"driver_splits": {},
"hypothesis_correct": "部分对",
"scenario_primary": "A",
"scenario_actual": "A",
"scenario_correct": true,
"trade_recommendation": "ARM",
"trade_direction": "LONG",
"primary_symbol": "ARM",
"predicted_return_pct": 3.26,
"prediction_error_pct": null
},
"surprise": "AI/Semiconductor dominated more than typical day",
"lesson": "AI Expansion Regime 下，单日 SMH/NVDA 抛售可压过 Macro 利好，指数分化（Dow+ / QQQ-）比「大盘涨跌」更有信息量",
"playbook_refs": [
"Case-13"
],
"bayesian_drivers": {
"AI": 1.0,
"Bond": 0.0,
"Macro": 0.0,
"Oil": 0.0,
"Risk": 0.0
},
"data_gaps": []
}