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 14
H-2026-07-22-001Surprise：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": "2026-07-22",
"features": {
"dgs10": 4.6,
"dgs2": null,
"vix": 17.47,
"vix_chg": 2.46,
"qqq_chg": 1.32,
"smh_chg": 4.7,
"nvda_chg": 4.46,
"spy_chg": 0.0,
"oil_chg": 0.0,
"dxy_chg": -0.03,
"breadth_proxy": 0.14285714285714285,
"qqq_gap": 0.97,
"news_headline_count": 29,
"news_bearish_ratio": 0.111,
"news_ai_mentions": 53,
"news_macro_mentions": 7,
"news_oil_mentions": 1,
"news_risk_mentions": 2
},
"regime": {
"label": "AI Expansion",
"confidence": 0.82
},
"hypothesis": {
"id": "H-2026-07-22-001",
"statement": "AI/Semiconductor leads index today; macro is secondary variable",
"evidence": [
"VIX=17.5 (low fear)",
"SMH +2.1%"
],
"counter_evidence": [],
"confidence": 0.86,
"status": "待验证"
},
"morning": {
"bias": "Bullish Bias",
"total": 2,
"driver_type": "Political",
"daily_driver": "Geopolitical Risk",
"best_opportunity": {
"direction": "LONG",
"symbol": "MU",
"instrument": "Stock",
"horizon": "Intraday",
"confidence": 49,
"confidence_stars": "★★☆☆☆",
"entry": "Above 934.3 (现价)",
"entry_source": "current",
"entry_price": 935.66,
"stop": "921.2 (预期低点)",
"stop_source": "expected_low",
"stop_price": 921.19,
"target": "947.4 (预期收盘)",
"target_source": "expected_close",
"target_price": 947.44,
"target_action": "卖出/获利",
"targets": [
"947.4 (预期收盘)"
],
"duration": "Intraday",
"why": [
"RS 弱于 QQQ -4.72%",
"昨日强势 +8.0% 今日 gap 可控",
"News 1"
],
"why_chain": "RS 弱于 QQQ -4.72% · 昨日强势 +8.0% 今日 gap 可控 · News 1",
"why_vs_runner_up": "—",
"factor_breakdown": {
"relative_strength_vs_qqq": -4.72,
"relative_strength_vs_smh": -5.91,
"relative_weakness_score": 8.27,
"gap_pct": -2.73,
"beta_proxy": -3.92,
"volume_signal": false,
"news_count": 1,
"extended_gap_penalty": 0.0,
"vix_change_pct": 2.46,
"prior_day_change_pct": 7.99
},
"edge_type": "Sector Edge",
"score_formula_display": "final = win_prob(49%) × ER(1.4%) × rr_weight(0.5) / 100",
"win_prob": 49.0,
"win_prob_breakdown": {
"components": [
{
"factor": "Base",
"key": "base",
"points": 50.0
},
{
"factor": "RS",
"key": "rs",
"points": -16.0
},
{
"factor": "Trend",
"key": "trend",
"points": 10.0
},
{
"factor": "Catalyst",
"key": "catalyst",
"points": 5.0
}
],
"total": 49.0,
"raw_total": 49.0,
"was_clamped": false
},
"expected_return_pct": 1.26,
"expected_move": "+1.26%",
"return_calculation": "(947.44-935.66)/935.66=1.26%",
"trade_summary_cn": "做多 MU：在 935.66 附近入场，目标 947.44，预期 +1.26%",
"risk_reward": 0.81,
"rr_display": {
"reward_risk_ratio": 0.81,
"risk_reward_ratio": 1.23,
"reward_per_share": 11.78,
"risk_per_share": 14.47,
"label_reward_risk": "Reward/Risk 0.81",
"label_risk_reward": "Risk:Reward 1:1.23",
"display": "Reward/Risk 0.81 · Risk:Reward 1:1.23",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"entry_zone": {
"low": 934.31,
"high": 937.0,
"mid": 935.66,
"anchors": [
{
"source": "orb_low",
"label": "ORB低点",
"price": 937.0
}
],
"display": "Entry Zone 934–937",
"entry_source": "current",
"tolerance_pct": 0.3
},
"rank_summary": "MU ranked #1 because weakest RS",
"win_prob_source": "rules",
"calibration": {
"calibrated_win_prob": 49.0,
"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": -9.64,
"win_scenario_usd": 70.68,
"loss_scenario_usd": 86.82,
"win_prob_pct": 49.0,
"display": "EV $-10 (win +$71 @ 49.0% · loss -$87)"
},
"final_score": 0.34,
"level_anchors": {
"vwap": 943.7,
"orb_high": 970.82,
"orb_low": 937.0,
"prev_high": null,
"prev_low": null,
"prior_close": 970.82,
"orb_from_minute": true
},
"level_reasons": {
"entry": {
"price": 935.66,
"source": "current",
"confidence": 55,
"reasons": []
},
"stop": {
"price": 921.19,
"source": "expected_low",
"confidence": 55,
"reasons": []
},
"target": {
"price": 947.44,
"source": "expected_close",
"confidence": 77,
"reasons": [
{
"source": "expected_close",
"label": "Expected Close",
"price": 947.44,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
}
},
"trade_economics": {
"account_size": 10000.0,
"risk_pct": 1.0,
"position_pct": 56.1,
"shares": 6,
"contracts": 1,
"max_loss_usd": 86.82,
"win_usd": 70.68,
"loss_usd": 86.82,
"expected_value_usd": -9.64,
"risk_per_share": 14.47,
"reward_per_share": 11.78,
"rr_display": {
"reward_risk_ratio": 0.81,
"risk_reward_ratio": 1.23,
"reward_per_share": 11.78,
"risk_per_share": 14.47,
"label_reward_risk": "Reward/Risk 0.81",
"label_risk_reward": "Risk:Reward 1:1.23",
"display": "Reward/Risk 0.81 · Risk:Reward 1:1.23",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"size_label": "Small",
"display": "$10,000 → Win +$71 / Loss -$87"
},
"position_sizing": {
"risk_pct": 1.0,
"position_pct": 56.1,
"contracts": 1,
"shares": 6,
"max_loss_usd": 86.82,
"size_label": "Small",
"display": "Risk 1.0% → Position 56.1% → 1 unit(s) → Max Loss $86.82"
},
"why_wins_today": [
{
"rank": 1,
"dimension": "relative_strength",
"label": "Highest Relative Strength",
"primary_value": -4.72,
"runner_up_value": 1.8,
"wins": true
}
],
"why_not_alternatives": [
{
"symbol": "TQQQ",
"rank": 1,
"reasons": [
"Win% 49 vs 66",
"ER 1.3% vs 0.6%",
"Score 0.34 vs 0.57",
"RS -4.7% vs +1.8%",
"Tradeable (Small) vs Pass"
],
"summary": "Why MU over TQQQ: Win% 49 vs 66 · ER 1.3% vs 0.6% · Score 0.34 vs 0.57 · RS -4.7% vs +1.8% · Tradeable (Small) vs Pass"
},
{
"symbol": "SMH",
"rank": 2,
"reasons": [
"Win% 49 vs 66",
"ER 1.3% vs 0.6%",
"Score 0.34 vs 0.52",
"RS -4.7% vs +1.2%",
"Tradeable (Small) vs Pass"
],
"summary": "Why MU over SMH: Win% 49 vs 66 · ER 1.3% vs 0.6% · Score 0.34 vs 0.52 · RS -4.7% vs +1.2% · Tradeable (Small) vs Pass"
},
{
"symbol": "AMD",
"rank": 4,
"reasons": [
"ER 1.3% vs 0.9%",
"Score 0.34 vs 0.23",
"RS -4.7% vs -3.3%",
"Tradeable (Small) vs Pass"
],
"summary": "Why MU over AMD: ER 1.3% vs 0.9% · Score 0.34 vs 0.23 · RS -4.7% vs -3.3% · Tradeable (Small) vs Pass"
},
{
"symbol": "TSLA",
"rank": 5,
"reasons": [
"Win% 49 vs 66",
"ER 1.3% vs 0.3%",
"Score 0.34 vs 0.11",
"RS -4.7% vs +0.9%",
"R:R 0.81 vs 0.77",
"Tradeable (Small) vs Pass"
],
"summary": "Why MU over TSLA: Win% 49 vs 66 · ER 1.3% vs 0.3% · Score 0.34 vs 0.11 · RS -4.7% vs +0.9% · R:R 0.81 vs 0.77 · Tradeable (Small) vs Pass"
},
{
"symbol": "ARM",
"rank": 6,
"reasons": [
"Win% 49 vs 44",
"ER 1.3% vs 0.2%",
"Score 0.34 vs 0.04",
"RS -4.7% vs -4.1%",
"Tradeable (Small) vs Pass"
],
"summary": "Why MU over ARM: Win% 49 vs 44 · ER 1.3% vs 0.2% · Score 0.34 vs 0.04 · RS -4.7% vs -4.1% · Tradeable (Small) vs Pass"
}
],
"avoid": [],
"one_liner": "做多 MU：在 935.66 附近入场，目标 947.44，预期 +1.26%",
"p16_gate": "No Trade",
"advisory": true
},
"best_trades": {
"primary": {
"rank": 1,
"symbol": "MU",
"direction": "LONG",
"instrument": "Stock",
"horizon": "Intraday",
"confidence": 49,
"confidence_stars": "★★☆☆☆",
"expected_move": "+1.26%",
"expected_return_pct": 1.26,
"win_prob": 49.0,
"win_prob_breakdown": {
"components": [
{
"factor": "Base",
"key": "base",
"points": 50.0
},
{
"factor": "RS",
"key": "rs",
"points": -16.0
},
{
"factor": "Trend",
"key": "trend",
"points": 10.0
},
{
"factor": "Catalyst",
"key": "catalyst",
"points": 5.0
}
],
"total": 49.0,
"raw_total": 49.0,
"was_clamped": false
},
"risk_reward": 0.81,
"final_score": 0.34,
"trade_action": "Small",
"relative_strength": -4.72,
"entry": "Above 934.3 (现价)",
"entry_source": "current",
"entry_price": 935.66,
"entry_zone": {
"low": 934.31,
"high": 937.0,
"mid": 935.66,
"anchors": [
{
"source": "orb_low",
"label": "ORB低点",
"price": 937.0
}
],
"display": "Entry Zone 934–937",
"entry_source": "current",
"tolerance_pct": 0.3
},
"stop": "921.2 (预期低点)",
"stop_source": "expected_low",
"stop_price": 921.19,
"target": "947.4 (预期收盘)",
"target_source": "expected_close",
"target_price": 947.44,
"targets": [
"947.4 (预期收盘)"
],
"level_anchors": {
"vwap": 943.7,
"orb_high": 970.82,
"orb_low": 937.0,
"prev_high": null,
"prev_low": null,
"prior_close": 970.82,
"orb_from_minute": true
},
"levels_valid": true,
"why": [
"RS 弱于 QQQ -4.72%",
"昨日强势 +8.0% 今日 gap 可控",
"News 1"
],
"why_chain": "RS 弱于 QQQ -4.72% · 昨日强势 +8.0% 今日 gap 可控 · News 1",
"why_vs_runner_up": "—",
"factor_breakdown": {
"relative_strength_vs_qqq": -4.72,
"relative_strength_vs_smh": -5.91,
"relative_weakness_score": 8.27,
"gap_pct": -2.73,
"beta_proxy": -3.92,
"volume_signal": false,
"news_count": 1,
"extended_gap_penalty": 0.0,
"vix_change_pct": 2.46,
"prior_day_change_pct": 7.99
},
"edge_type": "Sector Edge",
"score_formula_display": "final = win_prob(49%) × ER(1.4%) × rr_weight(0.5) / 100",
"expected_high": 947.44,
"expected_low": 921.19,
"expected_close": 947.44,
"current_price": 934.31,
"upside_pct": 1.4,
"downside_risk_pct": 1.4,
"why_factors": [
"RS 弱于 QQQ -4.72%",
"昨日强势 +8.0% 今日 gap 可控",
"News 1"
],
"why_today": "RS 弱于 QQQ -4.72% · 昨日强势 +8.0% 今日 gap 可控 · News 1",
"gap_pct": -2.73,
"rr_display": {
"reward_risk_ratio": 0.81,
"risk_reward_ratio": 1.23,
"reward_per_share": 11.78,
"risk_per_share": 14.47,
"label_reward_risk": "Reward/Risk 0.81",
"label_risk_reward": "Risk:Reward 1:1.23",
"display": "Reward/Risk 0.81 · Risk:Reward 1:1.23",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"catalyst": "Geopolitical Risk · Geopolitical Risk (Iran)",
"invalidation": "Close below stop $921.19 · Geopolitical escalation invalidates mean-reversion",
"advisory": true,
"level_reasons": {
"entry": {
"price": 935.66,
"source": "current",
"confidence": 55,
"reasons": []
},
"stop": {
"price": 921.19,
"source": "expected_low",
"confidence": 55,
"reasons": []
},
"target": {
"price": 947.44,
"source": "expected_close",
"confidence": 77,
"reasons": [
{
"source": "expected_close",
"label": "Expected Close",
"price": 947.44,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
}
},
"return_calculation": "(947.44-935.66)/935.66=1.26%",
"heuristic_expected_return_pct": 1.4,
"target_action": "卖出/获利",
"trade_summary_cn": "做多 MU：在 935.66 附近入场，目标 947.44，预期 +1.26%",
"trade_economics": {
"account_size": 10000.0,
"risk_pct": 1.0,
"position_pct": 56.1,
"shares": 6,
"contracts": 1,
"max_loss_usd": 86.82,
"win_usd": 70.68,
"loss_usd": 86.82,
"expected_value_usd": -9.64,
"risk_per_share": 14.47,
"reward_per_share": 11.78,
"rr_display": {
"reward_risk_ratio": 0.81,
"risk_reward_ratio": 1.23,
"reward_per_share": 11.78,
"risk_per_share": 14.47,
"label_reward_risk": "Reward/Risk 0.81",
"label_risk_reward": "Risk:Reward 1:1.23",
"display": "Reward/Risk 0.81 · Risk:Reward 1:1.23",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"size_label": "Small",
"display": "$10,000 → Win +$71 / Loss -$87"
},
"position_sizing": {
"risk_pct": 1.0,
"position_pct": 56.1,
"contracts": 1,
"shares": 6,
"max_loss_usd": 86.82,
"size_label": "Small",
"display": "Risk 1.0% → Position 56.1% → 1 unit(s) → Max Loss $86.82"
},
"why_wins_today": [
{
"rank": 1,
"dimension": "relative_strength",
"label": "Highest Relative Strength",
"primary_value": -4.72,
"runner_up_value": 1.8,
"wins": true
}
],
"why_not_alternatives": [
{
"symbol": "TQQQ",
"rank": 1,
"reasons": [
"Win% 49 vs 66",
"ER 1.3% vs 0.6%",
"Score 0.34 vs 0.57",
"RS -4.7% vs +1.8%",
"Tradeable (Small) vs Pass"
],
"summary": "Why MU over TQQQ: Win% 49 vs 66 · ER 1.3% vs 0.6% · Score 0.34 vs 0.57 · RS -4.7% vs +1.8% · Tradeable (Small) vs Pass"
},
{
"symbol": "SMH",
"rank": 2,
"reasons": [
"Win% 49 vs 66",
"ER 1.3% vs 0.6%",
"Score 0.34 vs 0.52",
"RS -4.7% vs +1.2%",
"Tradeable (Small) vs Pass"
],
"summary": "Why MU over SMH: Win% 49 vs 66 · ER 1.3% vs 0.6% · Score 0.34 vs 0.52 · RS -4.7% vs +1.2% · Tradeable (Small) vs Pass"
},
{
"symbol": "AMD",
"rank": 4,
"reasons": [
"ER 1.3% vs 0.9%",
"Score 0.34 vs 0.23",
"RS -4.7% vs -3.3%",
"Tradeable (Small) vs Pass"
],
"summary": "Why MU over AMD: ER 1.3% vs 0.9% · Score 0.34 vs 0.23 · RS -4.7% vs -3.3% · Tradeable (Small) vs Pass"
},
{
"symbol": "TSLA",
"rank": 5,
"reasons": [
"Win% 49 vs 66",
"ER 1.3% vs 0.3%",
"Score 0.34 vs 0.11",
"RS -4.7% vs +0.9%",
"R:R 0.81 vs 0.77",
"Tradeable (Small) vs Pass"
],
"summary": "Why MU over TSLA: Win% 49 vs 66 · ER 1.3% vs 0.3% · Score 0.34 vs 0.11 · RS -4.7% vs +0.9% · R:R 0.81 vs 0.77 · Tradeable (Small) vs Pass"
},
{
"symbol": "ARM",
"rank": 6,
"reasons": [
"Win% 49 vs 44",
"ER 1.3% vs 0.2%",
"Score 0.34 vs 0.04",
"RS -4.7% vs -4.1%",
"Tradeable (Small) vs Pass"
],
"summary": "Why MU over ARM: Win% 49 vs 44 · ER 1.3% vs 0.2% · Score 0.34 vs 0.04 · RS -4.7% vs -4.1% · Tradeable (Small) vs Pass"
}
],
"rank_summary": "MU ranked #1 because weakest RS",
"win_prob_source": "rules",
"calibration": {
"calibrated_win_prob": 49.0,
"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": -9.64,
"win_scenario_usd": 70.68,
"loss_scenario_usd": 86.82,
"win_prob_pct": 49.0,
"display": "EV $-10 (win +$71 @ 49.0% · loss -$87)"
},
"entry_status": {
"current_price": 934.31,
"ideal_entry": 935.66,
"distance_pct": -0.14,
"remaining_er_pct": 1.41,
"live_expected_return_pct": 1.41,
"new_plan": null,
"alternate_entry": null,
"advisory": true,
"advisory_tag": "ADVISORY — 不构成投资建议",
"zone_low": 934.31,
"zone_high": 937.0,
"miss_threshold_pct": 1.0,
"status": "PREMARKET",
"status_reason": "Premarket Ideal Entry — plan not yet live",
"action_hint": "Entry still valid"
}
},
"secondary": null,
"watchlist": null,
"index_trade": "NO TRADE",
"p16_gate": "No Trade",
"threshold_message": null,
"stock_trades": [
{
"rank": 1,
"symbol": "MU",
"direction": "LONG",
"confidence": 49,
"expected_move": "+1.26%",
"why": "RS 弱于 QQQ -4.72% · 昨日强势 +8.0% 今日 gap 可控 · News 1"
}
],
"top_trades": [
{
"rank": 1,
"symbol": "MU",
"direction": "LONG",
"instrument": "Stock",
"horizon": "Intraday",
"confidence": 49,
"confidence_stars": "★★☆☆☆",
"expected_move": "+1.26%",
"expected_return_pct": 1.26,
"win_prob": 49.0,
"win_prob_breakdown": {
"components": [
{
"factor": "Base",
"key": "base",
"points": 50.0
},
{
"factor": "RS",
"key": "rs",
"points": -16.0
},
{
"factor": "Trend",
"key": "trend",
"points": 10.0
},
{
"factor": "Catalyst",
"key": "catalyst",
"points": 5.0
}
],
"total": 49.0,
"raw_total": 49.0,
"was_clamped": false
},
"risk_reward": 0.81,
"final_score": 0.34,
"trade_action": "Small",
"relative_strength": -4.72,
"entry": "Above 934.3 (现价)",
"entry_source": "current",
"entry_price": 935.66,
"entry_zone": {
"low": 934.31,
"high": 937.0,
"mid": 935.66,
"anchors": [
{
"source": "orb_low",
"label": "ORB低点",
"price": 937.0
}
],
"display": "Entry Zone 934–937",
"entry_source": "current",
"tolerance_pct": 0.3
},
"stop": "921.2 (预期低点)",
"stop_source": "expected_low",
"stop_price": 921.19,
"target": "947.4 (预期收盘)",
"target_source": "expected_close",
"target_price": 947.44,
"targets": [
"947.4 (预期收盘)"
],
"level_anchors": {
"vwap": 943.7,
"orb_high": 970.82,
"orb_low": 937.0,
"prev_high": null,
"prev_low": null,
"prior_close": 970.82,
"orb_from_minute": true
},
"levels_valid": true,
"why": [
"RS 弱于 QQQ -4.72%",
"昨日强势 +8.0% 今日 gap 可控",
"News 1"
],
"why_chain": "RS 弱于 QQQ -4.72% · 昨日强势 +8.0% 今日 gap 可控 · News 1",
"why_vs_runner_up": "—",
"factor_breakdown": {
"relative_strength_vs_qqq": -4.72,
"relative_strength_vs_smh": -5.91,
"relative_weakness_score": 8.27,
"gap_pct": -2.73,
"beta_proxy": -3.92,
"volume_signal": false,
"news_count": 1,
"extended_gap_penalty": 0.0,
"vix_change_pct": 2.46,
"prior_day_change_pct": 7.99
},
"edge_type": "Sector Edge",
"score_formula_display": "final = win_prob(49%) × ER(1.4%) × rr_weight(0.5) / 100",
"expected_high": 947.44,
"expected_low": 921.19,
"expected_close": 947.44,
"current_price": 934.31,
"upside_pct": 1.4,
"downside_risk_pct": 1.4,
"why_factors": [
"RS 弱于 QQQ -4.72%",
"昨日强势 +8.0% 今日 gap 可控",
"News 1"
],
"why_today": "RS 弱于 QQQ -4.72% · 昨日强势 +8.0% 今日 gap 可控 · News 1",
"gap_pct": -2.73,
"rr_display": {
"reward_risk_ratio": 0.81,
"risk_reward_ratio": 1.23,
"reward_per_share": 11.78,
"risk_per_share": 14.47,
"label_reward_risk": "Reward/Risk 0.81",
"label_risk_reward": "Risk:Reward 1:1.23",
"display": "Reward/Risk 0.81 · Risk:Reward 1:1.23",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"catalyst": "Geopolitical Risk · Geopolitical Risk (Iran)",
"invalidation": "Close below stop $921.19 · Geopolitical escalation invalidates mean-reversion",
"advisory": true,
"level_reasons": {
"entry": {
"price": 935.66,
"source": "current",
"confidence": 55,
"reasons": []
},
"stop": {
"price": 921.19,
"source": "expected_low",
"confidence": 55,
"reasons": []
},
"target": {
"price": 947.44,
"source": "expected_close",
"confidence": 77,
"reasons": [
{
"source": "expected_close",
"label": "Expected Close",
"price": 947.44,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
}
},
"return_calculation": "(947.44-935.66)/935.66=1.26%",
"heuristic_expected_return_pct": 1.4,
"target_action": "卖出/获利",
"trade_summary_cn": "做多 MU：在 935.66 附近入场，目标 947.44，预期 +1.26%",
"trade_economics": {
"account_size": 10000.0,
"risk_pct": 1.0,
"position_pct": 56.1,
"shares": 6,
"contracts": 1,
"max_loss_usd": 86.82,
"win_usd": 70.68,
"loss_usd": 86.82,
"expected_value_usd": -9.64,
"risk_per_share": 14.47,
"reward_per_share": 11.78,
"rr_display": {
"reward_risk_ratio": 0.81,
"risk_reward_ratio": 1.23,
"reward_per_share": 11.78,
"risk_per_share": 14.47,
"label_reward_risk": "Reward/Risk 0.81",
"label_risk_reward": "Risk:Reward 1:1.23",
"display": "Reward/Risk 0.81 · Risk:Reward 1:1.23",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"size_label": "Small",
"display": "$10,000 → Win +$71 / Loss -$87"
},
"position_sizing": {
"risk_pct": 1.0,
"position_pct": 56.1,
"contracts": 1,
"shares": 6,
"max_loss_usd": 86.82,
"size_label": "Small",
"display": "Risk 1.0% → Position 56.1% → 1 unit(s) → Max Loss $86.82"
},
"why_wins_today": [
{
"rank": 1,
"dimension": "relative_strength",
"label": "Highest Relative Strength",
"primary_value": -4.72,
"runner_up_value": 1.8,
"wins": true
}
],
"why_not_alternatives": [
{
"symbol": "TQQQ",
"rank": 1,
"reasons": [
"Win% 49 vs 66",
"ER 1.3% vs 0.6%",
"Score 0.34 vs 0.57",
"RS -4.7% vs +1.8%",
"Tradeable (Small) vs Pass"
],
"summary": "Why MU over TQQQ: Win% 49 vs 66 · ER 1.3% vs 0.6% · Score 0.34 vs 0.57 · RS -4.7% vs +1.8% · Tradeable (Small) vs Pass"
},
{
"symbol": "SMH",
"rank": 2,
"reasons": [
"Win% 49 vs 66",
"ER 1.3% vs 0.6%",
"Score 0.34 vs 0.52",
"RS -4.7% vs +1.2%",
"Tradeable (Small) vs Pass"
],
"summary": "Why MU over SMH: Win% 49 vs 66 · ER 1.3% vs 0.6% · Score 0.34 vs 0.52 · RS -4.7% vs +1.2% · Tradeable (Small) vs Pass"
},
{
"symbol": "AMD",
"rank": 4,
"reasons": [
"ER 1.3% vs 0.9%",
"Score 0.34 vs 0.23",
"RS -4.7% vs -3.3%",
"Tradeable (Small) vs Pass"
],
"summary": "Why MU over AMD: ER 1.3% vs 0.9% · Score 0.34 vs 0.23 · RS -4.7% vs -3.3% · Tradeable (Small) vs Pass"
},
{
"symbol": "TSLA",
"rank": 5,
"reasons": [
"Win% 49 vs 66",
"ER 1.3% vs 0.3%",
"Score 0.34 vs 0.11",
"RS -4.7% vs +0.9%",
"R:R 0.81 vs 0.77",
"Tradeable (Small) vs Pass"
],
"summary": "Why MU over TSLA: Win% 49 vs 66 · ER 1.3% vs 0.3% · Score 0.34 vs 0.11 · RS -4.7% vs +0.9% · R:R 0.81 vs 0.77 · Tradeable (Small) vs Pass"
},
{
"symbol": "ARM",
"rank": 6,
"reasons": [
"Win% 49 vs 44",
"ER 1.3% vs 0.2%",
"Score 0.34 vs 0.04",
"RS -4.7% vs -4.1%",
"Tradeable (Small) vs Pass"
],
"summary": "Why MU over ARM: Win% 49 vs 44 · ER 1.3% vs 0.2% · Score 0.34 vs 0.04 · RS -4.7% vs -4.1% · Tradeable (Small) vs Pass"
}
],
"rank_summary": "MU ranked #1 because weakest RS",
"win_prob_source": "rules",
"calibration": {
"calibrated_win_prob": 49.0,
"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": -9.64,
"win_scenario_usd": 70.68,
"loss_scenario_usd": 86.82,
"win_prob_pct": 49.0,
"display": "EV $-10 (win +$71 @ 49.0% · loss -$87)"
},
"entry_status": {
"current_price": 934.31,
"ideal_entry": 935.66,
"distance_pct": -0.14,
"remaining_er_pct": 1.41,
"live_expected_return_pct": 1.41,
"new_plan": null,
"alternate_entry": null,
"advisory": true,
"advisory_tag": "ADVISORY — 不构成投资建议",
"zone_low": 934.31,
"zone_high": 937.0,
"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": 1,
"win_prob": 66.0,
"expected_return_pct": 0.58,
"trade_action": "Pass",
"why": "RS vs QQQ +1.80% · Volume 信号 · 上行空间 <1.0%",
"note": "Monitor — below trade threshold"
},
{
"symbol": "SMH",
"rank": 2,
"win_prob": 66.0,
"expected_return_pct": 0.55,
"trade_action": "Pass",
"why": "RS vs QQQ +1.19% · Volume 信号 · 上行空间 <1.0%",
"note": "Monitor — below trade threshold"
},
{
"symbol": "AMD",
"rank": 4,
"win_prob": 49.0,
"expected_return_pct": 0.94,
"trade_action": "Pass",
"why": "RS 弱于 QQQ -3.28% · 昨日强势 +5.6% 今日 gap 可控 · News 1 · 上行空间 <1.0%",
"note": "Monitor — below trade threshold"
},
{
"symbol": "TSLA",
"rank": 5,
"win_prob": 66.0,
"expected_return_pct": 0.34,
"trade_action": "Pass",
"why": "RS vs QQQ +0.94% · Volume 信号 · 上行空间 <1.0%",
"note": "Monitor — below trade threshold"
},
{
"symbol": "ARM",
"rank": 6,
"win_prob": 44.0,
"expected_return_pct": 0.19,
"trade_action": "Pass",
"why": "RS 弱于 QQQ -4.06% · 昨日强势 +4.3% 今日 gap 可控 · 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": 59,
"entry": "Near 646.4 (swing zone)",
"entry_source": "swing_zone",
"entry_price": 646.43,
"entry_zone": {
"low": 644.5,
"high": 661.59,
"mid": 646.43,
"display": "$644.50–$661.59",
"source": "swing_pullback"
},
"stop": "686.1 (week_high)",
"stop_source": "week_high",
"stop_price": 686.08,
"target": "585.8 (T1 ~9.4%)",
"target_source": "2xATR_or_5pct",
"target_price": 585.79,
"targets": [
{
"price": 585.79,
"label": "T1",
"pct": 9.38
},
{
"price": 555.47,
"label": "T2",
"pct": 14.07
}
],
"expected_return_pct": 9.38,
"expected_move": "+9.38%",
"risk_reward": 1.53,
"win_prob": 54.0,
"final_score": 0.0,
"swing_quality": 4.704,
"atr": 30.3207,
"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": 644.5,
"why": [
"高流动性波段标的 META",
"Prior day +0.0%",
"5D momentum -2.6%",
"RS vs QQQ -1.17%",
"News/2 catalyst hints",
"Swing score 4.7"
],
"why_chain": "高流动性波段标的 META · Prior day +0.0% · 5D momentum -2.6% · RS vs QQQ -1.17%",
"invalidation": "Close beyond stop $686.08 or thesis broken (trend flip / catalyst fade)",
"trade_summary_cn": "波段做空 META：理想入场 $644.50–$661.59，止损 $686.08，目标 $585.79（约 +9.4%），持仓天数–数周",
"one_liner": "波段做空 META：理想入场 $644.50–$661.59，止损 $686.08，目标 $585.79（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）：Geopolitical Risk、Geopolitical Risk (Iran)、Macro Surprise、Trade Policy",
"catalyst": "Geopolitical Risk、Geopolitical Risk (Iran)、Macro Surprise、Trade Policy"
},
"index_edge": {
"edge": "YES",
"why": "QQQ 盘前/开盘 +0.95%"
},
"sector_edge": {
"edge": "YES",
"why": "SMH 领先 QQQ +1.17%",
"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": "TQQQ",
"win_prob": 66.0,
"win_prob_breakdown": {
"components": [
{
"factor": "Base",
"key": "base",
"points": 50.0
},
{
"factor": "RS",
"key": "rs",
"points": 12.0
},
{
"factor": "Volume",
"key": "volume",
"points": 4.0
}
],
"total": 66.0,
"raw_total": 66.0,
"was_clamped": false
},
"expected_return_pct": 0.58,
"expected_high": 71.37,
"expected_low": 68.96,
"expected_close": 69.92,
"current_price": 69.52,
"upside_pct": 2.66,
"downside_risk_pct": 0.8,
"risk_reward": 3.33,
"rr_display": {
"reward_risk_ratio": 3.33,
"risk_reward_ratio": 0.3,
"reward_per_share": null,
"risk_per_share": null,
"label_reward_risk": "Reward/Risk 3.33",
"label_risk_reward": "Risk:Reward 1:0.30",
"display": "Reward/Risk 3.33 · Risk:Reward 1:0.30",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"final_score": 0.57,
"trade_action": "Pass",
"trade": "Pass",
"gap_pct": 2.76,
"relative_strength": 1.8,
"relative_strength_vs_smh": 0.61,
"relative_weakness_score": -2.17,
"prior_day_change_pct": 0.0,
"why_factors": [
"RS vs QQQ +1.80%",
"Volume 信号",
"上行空间 <1.0%"
],
"why": "RS vs QQQ +1.80% · Volume 信号 · 上行空间 <1.0%",
"score": 6,
"news_count": 0,
"factor_breakdown": {
"relative_strength_vs_qqq": 1.8,
"relative_strength_vs_smh": 0.61,
"relative_weakness_score": -2.17,
"gap_pct": 2.76,
"beta_proxy": 2.88,
"volume_signal": true,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": 2.46,
"prior_day_change_pct": 0.0
},
"edge_type": "Relative Strength",
"score_formula_display": "final = win_prob(66%) × ER(0.6%) × rr_weight(1.5) / 100",
"rr_weight": 1.5,
"why_vs_runner_up": "TQQQ RS +1.8% vs SMH +1.2%；ER 0.6% vs 0.6%；higher beta (2.9 vs 2.2)；relative strength",
"advisory": true,
"rank": 1,
"direction": "LONG"
},
{
"symbol": "SMH",
"win_prob": 66.0,
"win_prob_breakdown": {
"components": [
{
"factor": "Base",
"key": "base",
"points": 50.0
},
{
"factor": "RS",
"key": "rs",
"points": 12.0
},
{
"factor": "Volume",
"key": "volume",
"points": 4.0
}
],
"total": 66.0,
"raw_total": 66.0,
"was_clamped": false
},
"expected_return_pct": 0.55,
"expected_high": 584.08,
"expected_low": 566.28,
"expected_close": 573.96,
"current_price": 570.84,
"upside_pct": 2.32,
"downside_risk_pct": 0.8,
"risk_reward": 2.9,
"rr_display": {
"reward_risk_ratio": 2.9,
"risk_reward_ratio": 0.34,
"reward_per_share": null,
"risk_per_share": null,
"label_reward_risk": "Reward/Risk 2.90",
"label_risk_reward": "Risk:Reward 1:0.34",
"display": "Reward/Risk 2.90 · Risk:Reward 1:0.34",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"final_score": 0.52,
"trade_action": "Pass",
"trade": "Pass",
"gap_pct": 3.86,
"relative_strength": 1.19,
"relative_strength_vs_smh": 0.0,
"relative_weakness_score": -1.19,
"prior_day_change_pct": 0.0,
"why_factors": [
"RS vs QQQ +1.19%",
"Volume 信号",
"上行空间 <1.0%"
],
"why": "RS vs QQQ +1.19% · Volume 信号 · 上行空间 <1.0%",
"score": 5,
"news_count": 0,
"factor_breakdown": {
"relative_strength_vs_qqq": 1.19,
"relative_strength_vs_smh": 0.0,
"relative_weakness_score": -1.19,
"gap_pct": 3.86,
"beta_proxy": 2.24,
"volume_signal": true,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": 2.46,
"prior_day_change_pct": 0.0
},
"edge_type": "Sector Edge",
"score_formula_display": "final = win_prob(66%) × ER(0.5%) × rr_weight(1.45) / 100",
"rr_weight": 1.45,
"why_vs_runner_up": "—",
"advisory": true,
"rank": 2,
"direction": "LONG"
},
{
"symbol": "MU",
"win_prob": 49.0,
"win_prob_breakdown": {
"components": [
{
"factor": "Base",
"key": "base",
"points": 50.0
},
{
"factor": "RS",
"key": "rs",
"points": -16.0
},
{
"factor": "Trend",
"key": "trend",
"points": 10.0
},
{
"factor": "Catalyst",
"key": "catalyst",
"points": 5.0
}
],
"total": 49.0,
"raw_total": 49.0,
"was_clamped": false
},
"expected_return_pct": 1.4,
"expected_high": 947.44,
"expected_low": 921.19,
"expected_close": 947.44,
"current_price": 934.31,
"upside_pct": 1.4,
"downside_risk_pct": 1.4,
"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": 0.34,
"trade_action": "Small",
"trade": "Small",
"gap_pct": -2.73,
"relative_strength": -4.72,
"relative_strength_vs_smh": -5.91,
"relative_weakness_score": 8.27,
"prior_day_change_pct": 7.99,
"why_factors": [
"RS 弱于 QQQ -4.72%",
"昨日强势 +8.0% 今日 gap 可控",
"News 1"
],
"why": "RS 弱于 QQQ -4.72% · 昨日强势 +8.0% 今日 gap 可控 · News 1",
"score": 3,
"news_count": 1,
"factor_breakdown": {
"relative_strength_vs_qqq": -4.72,
"relative_strength_vs_smh": -5.91,
"relative_weakness_score": 8.27,
"gap_pct": -2.73,
"beta_proxy": -3.92,
"volume_signal": false,
"news_count": 1,
"extended_gap_penalty": 0.0,
"vix_change_pct": 2.46,
"prior_day_change_pct": 7.99
},
"edge_type": "Sector Edge",
"score_formula_display": "final = win_prob(49%) × ER(1.4%) × rr_weight(0.5) / 100",
"rr_weight": 0.5,
"why_vs_runner_up": "—",
"advisory": true,
"rank": 3,
"direction": "LONG"
},
{
"symbol": "AMD",
"win_prob": 49.0,
"win_prob_breakdown": {
"components": [
{
"factor": "Base",
"key": "base",
"points": 50.0
},
{
"factor": "RS",
"key": "rs",
"points": -16.0
},
{
"factor": "Trend",
"key": "trend",
"points": 10.0
},
{
"factor": "Catalyst",
"key": "catalyst",
"points": 5.0
}
],
"total": 49.0,
"raw_total": 49.0,
"was_clamped": false
},
"expected_return_pct": 0.94,
"expected_high": 537.11,
"expected_low": 526.47,
"expected_close": 536.8,
"current_price": 531.79,
"upside_pct": 1.0,
"downside_risk_pct": 1.0,
"risk_reward": 1.0,
"rr_display": {
"reward_risk_ratio": 1.0,
"risk_reward_ratio": 1.0,
"reward_per_share": null,
"risk_per_share": null,
"label_reward_risk": "Reward/Risk 1.00",
"label_risk_reward": "Risk:Reward 1:1.00",
"display": "Reward/Risk 1.00 · Risk:Reward 1:1.00",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"final_score": 0.23,
"trade_action": "Pass",
"trade": "Pass",
"gap_pct": -2.06,
"relative_strength": -3.28,
"relative_strength_vs_smh": -4.47,
"relative_weakness_score": 5.96,
"prior_day_change_pct": 5.61,
"why_factors": [
"RS 弱于 QQQ -3.28%",
"昨日强势 +5.6% 今日 gap 可控",
"News 1",
"上行空间 <1.0%"
],
"why": "RS 弱于 QQQ -3.28% · 昨日强势 +5.6% 今日 gap 可控 · News 1 · 上行空间 <1.0%",
"score": 2,
"news_count": 1,
"factor_breakdown": {
"relative_strength_vs_qqq": -3.28,
"relative_strength_vs_smh": -4.47,
"relative_weakness_score": 5.96,
"gap_pct": -2.06,
"beta_proxy": -2.42,
"volume_signal": false,
"news_count": 1,
"extended_gap_penalty": 0.0,
"vix_change_pct": 2.46,
"prior_day_change_pct": 5.61
},
"edge_type": "Sector Edge",
"score_formula_display": "final = win_prob(49%) × ER(0.9%) × rr_weight(0.5) / 100",
"rr_weight": 0.5,
"why_vs_runner_up": "—",
"advisory": true,
"rank": 4,
"direction": "LONG"
},
{
"symbol": "TSLA",
"win_prob": 66.0,
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"lesson": "AI Expansion Regime 下，单日 SMH/NVDA 抛售可压过 Macro 利好，指数分化（Dow+ / QQQ-）比「大盘涨跌」更有信息量",
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"data_gaps": []
}