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 15
H-2026-07-23-001Surprise：No major surprises vs typical driver mix
Lesson：AI Expansion 背景下 Macro 主导；关注 Regime vs Driver 分离
{
"date": "2026-07-23",
"features": {
"dgs10": 4.63,
"dgs2": null,
"vix": 17.88,
"vix_chg": 7.45,
"qqq_chg": -2.05,
"smh_chg": 0.31,
"nvda_chg": 0.95,
"spy_chg": 0.0,
"oil_chg": 0.0,
"dxy_chg": 0.15,
"breadth_proxy": 0.14285714285714285,
"qqq_gap": -1.09,
"news_headline_count": 26,
"news_bearish_ratio": 0.333,
"news_ai_mentions": 29,
"news_macro_mentions": 2,
"news_oil_mentions": 4,
"news_risk_mentions": 1
},
"regime": {
"label": "AI Expansion",
"confidence": 0.82
},
"hypothesis": {
"id": "H-2026-07-23-001",
"statement": "AI/Semiconductor leads index today; macro is secondary variable",
"evidence": [
"VIX=17.9 (low fear)",
"NVDA +1.6%"
],
"counter_evidence": [
"VIX↑ 7.5% (risk-off pressure)",
"Breadth 14% (narrow market)"
],
"confidence": 0.64,
"status": "待验证"
},
"morning": {
"bias": "Neutral",
"total": -1,
"driver_type": "Political",
"daily_driver": "Geopolitical Risk",
"best_opportunity": {
"direction": "SHORT",
"symbol": "TSLA",
"instrument": "Stock",
"horizon": "Intraday",
"confidence": 72,
"confidence_stars": "★★★☆☆",
"entry": "Below 352.2 (VWAP)",
"entry_source": "vwap",
"entry_price": 352.42,
"stop": "374.0 (ORB高点)",
"stop_source": "orb_high",
"stop_price": 374.01,
"target": "340.8 (预期收盘)",
"target_source": "expected_close",
"target_price": 340.82,
"target_action": "买入/平空仓",
"targets": [
"340.8 (预期收盘)"
],
"duration": "Intraday",
"why": [
"RS弱于QQQ -7.15%",
"Volume 信号",
"VIX 走高"
],
"why_chain": "RS弱于QQQ -7.15% · Volume 信号 · VIX 走高",
"why_vs_runner_up": "TSLA RS -7.2% vs META -3.5%；ER 1.9% vs 1.0%；higher beta (7.1 vs 4.0)；relative weakness play",
"factor_breakdown": {
"relative_strength_vs_qqq": -7.15,
"relative_strength_vs_smh": -7.98,
"relative_weakness_score": 11.94,
"gap_pct": -5.76,
"beta_proxy": 7.11,
"volume_signal": true,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": 7.45,
"prior_day_change_pct": 0.0
},
"edge_type": "Stock Edge",
"score_formula_display": "final = win_prob(72%) × ER(1.9%) × rr_weight(0.5) / 100",
"win_prob": 72.0,
"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
},
{
"factor": "Macro",
"key": "macro",
"points": 6.0
}
],
"total": 72.0,
"raw_total": 72.0,
"was_clamped": false
},
"expected_return_pct": 3.29,
"expected_move": "+3.29%",
"return_calculation": "(352.42-340.82)/352.42=3.29%",
"trade_summary_cn": "做空 TSLA：在 352.42 附近入场，目标 340.82，预期 +3.29%",
"risk_reward": 0.54,
"rr_display": {
"reward_risk_ratio": 0.54,
"risk_reward_ratio": 1.85,
"reward_per_share": 11.6,
"risk_per_share": 21.59,
"label_reward_risk": "Reward/Risk 0.54",
"label_risk_reward": "Risk:Reward 1:1.85",
"display": "Reward/Risk 0.54 · Risk:Reward 1:1.85",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"entry_zone": {
"low": 352.24,
"high": 352.6,
"mid": 352.42,
"anchors": [
{
"source": "vwap",
"label": "VWAP",
"price": 352.24
},
{
"source": "orb_low",
"label": "ORB低点",
"price": 352.6
}
],
"display": "Entry Zone 352.24–352.60",
"entry_source": "vwap",
"tolerance_pct": 0.3
},
"rank_summary": "TSLA ranked #1 because weakest RS + largest expected range + highest probability",
"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"
},
"similar_days": null,
"ev_distribution": {
"expected_value_usd": 9.23,
"win_scenario_usd": 46.4,
"loss_scenario_usd": 86.36,
"win_prob_pct": 72.0,
"display": "EV $+9 (win +$46 @ 72.0% · loss -$86)"
},
"final_score": 0.68,
"level_anchors": {
"vwap": 352.24,
"orb_high": 374.01,
"orb_low": 352.6,
"prev_high": 378.93,
"prev_low": 378.93,
"prior_close": 378.93,
"orb_from_minute": true
},
"level_reasons": {
"entry": {
"price": 352.42,
"source": "vwap",
"confidence": 89,
"reasons": [
{
"source": "orb_low",
"label": "ORB Low",
"price": 352.6,
"weight_pct": 30.0,
"matched": true,
"primary": false
},
{
"source": "vwap",
"label": "VWAP",
"price": 352.24,
"weight_pct": 70.0,
"matched": true,
"primary": true
}
]
},
"stop": {
"price": 374.01,
"source": "orb_high",
"confidence": 77,
"reasons": [
{
"source": "orb_high",
"label": "ORB High",
"price": 374.01,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
},
"target": {
"price": 340.82,
"source": "expected_close",
"confidence": 77,
"reasons": [
{
"source": "expected_close",
"label": "Expected Close",
"price": 340.82,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
}
},
"trade_economics": {
"account_size": 10000.0,
"risk_pct": 1.0,
"position_pct": 14.1,
"shares": 4,
"contracts": 1,
"max_loss_usd": 86.36,
"win_usd": 46.4,
"loss_usd": 86.36,
"expected_value_usd": 9.23,
"risk_per_share": 21.59,
"reward_per_share": 11.6,
"rr_display": {
"reward_risk_ratio": 0.54,
"risk_reward_ratio": 1.85,
"reward_per_share": 11.6,
"risk_per_share": 21.59,
"label_reward_risk": "Reward/Risk 0.54",
"label_risk_reward": "Risk:Reward 1:1.85",
"display": "Reward/Risk 0.54 · Risk:Reward 1:1.85",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"size_label": "Small",
"display": "$10,000 → Win +$46 / Loss -$86"
},
"position_sizing": {
"risk_pct": 1.0,
"position_pct": 14.1,
"contracts": 1,
"shares": 4,
"max_loss_usd": 86.36,
"size_label": "Small",
"display": "Risk 1.0% → Position 14.1% → 1 unit(s) → Max Loss $86.36"
},
"why_wins_today": [
{
"rank": 1,
"dimension": "relative_strength",
"label": "Highest Relative Strength",
"primary_value": -7.15,
"runner_up_value": 3.1,
"wins": true
},
{
"rank": 2,
"dimension": "expected_range",
"label": "Largest Expected Range",
"primary_value": 9.55,
"runner_up_value": 3.26,
"wins": true
},
{
"rank": 3,
"dimension": "win_prob",
"label": "Highest Probability",
"primary_value": 72.0,
"runner_up_value": 72.0,
"wins": true
}
],
"why_not_alternatives": [
{
"symbol": "META",
"rank": 2,
"reasons": [
"ER 3.3% vs 1.0%",
"Score 0.68 vs 0.37",
"RS -7.2% vs -3.5%",
"R:R 0.54 vs 0.46",
"Tradeable (Small) vs Pass"
],
"summary": "Why TSLA over META: ER 3.3% vs 1.0% · Score 0.68 vs 0.37 · RS -7.2% vs -3.5% · R:R 0.54 vs 0.46 · Tradeable (Small) vs Pass"
},
{
"symbol": "TQQQ",
"rank": 3,
"reasons": [
"Win% 72 vs 54",
"ER 3.3% vs 0.7%",
"Score 0.68 vs 0.2",
"RS -7.2% vs -2.4%",
"R:R 0.54 vs 0.39",
"Tradeable (Small) vs Pass"
],
"summary": "Why TSLA over TQQQ: Win% 72 vs 54 · ER 3.3% vs 0.7% · Score 0.68 vs 0.2 · RS -7.2% vs -2.4% · R:R 0.54 vs 0.39 · Tradeable (Small) vs Pass"
},
{
"symbol": "QQQ",
"rank": 4,
"reasons": [
"Win% 72 vs 65",
"ER 3.3% vs 0.1%",
"Score 0.68 vs 0.03",
"RS -7.2% vs +0.0%",
"Tradeable (Small) vs Pass"
],
"summary": "Why TSLA over QQQ: Win% 72 vs 65 · ER 3.3% vs 0.1% · Score 0.68 vs 0.03 · RS -7.2% vs +0.0% · Tradeable (Small) vs Pass"
},
{
"symbol": "ARM",
"rank": 5,
"reasons": [
"Win% 72 vs 61",
"ER 3.3% vs 0.0%",
"Score 0.68 vs 0.0",
"RS -7.2% vs +0.7%",
"Tradeable (Small) vs Pass"
],
"summary": "Why TSLA over ARM: Win% 72 vs 61 · ER 3.3% vs 0.0% · Score 0.68 vs 0.0 · RS -7.2% vs +0.7% · Tradeable (Small) vs Pass"
},
{
"symbol": "SPY",
"rank": 6,
"reasons": [
"Win% 72 vs 48",
"ER 3.3% vs -0.1%",
"Score 0.68 vs 0.0",
"RS -7.2% vs +0.6%",
"Tradeable (Small) vs Pass"
],
"summary": "Why TSLA over SPY: Win% 72 vs 48 · ER 3.3% vs -0.1% · Score 0.68 vs 0.0 · RS -7.2% vs +0.6% · Tradeable (Small) vs Pass"
}
],
"avoid": [],
"one_liner": "做空 TSLA：在 352.42 附近入场，目标 340.82，预期 +3.29%",
"p16_gate": "No Trade",
"advisory": true
},
"best_trades": {
"primary": {
"rank": 1,
"symbol": "TSLA",
"direction": "SHORT",
"instrument": "Stock",
"horizon": "Intraday",
"confidence": 72,
"confidence_stars": "★★★☆☆",
"expected_move": "+3.29%",
"expected_return_pct": 3.29,
"win_prob": 72.0,
"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
},
{
"factor": "Macro",
"key": "macro",
"points": 6.0
}
],
"total": 72.0,
"raw_total": 72.0,
"was_clamped": false
},
"risk_reward": 0.54,
"final_score": 0.68,
"trade_action": "Small",
"relative_strength": -7.15,
"entry": "Below 352.2 (VWAP)",
"entry_source": "vwap",
"entry_price": 352.42,
"entry_zone": {
"low": 352.24,
"high": 352.6,
"mid": 352.42,
"anchors": [
{
"source": "vwap",
"label": "VWAP",
"price": 352.24
},
{
"source": "orb_low",
"label": "ORB低点",
"price": 352.6
}
],
"display": "Entry Zone 352.24–352.60",
"entry_source": "vwap",
"tolerance_pct": 0.3
},
"stop": "374.0 (ORB高点)",
"stop_source": "orb_high",
"stop_price": 374.01,
"target": "340.8 (预期收盘)",
"target_source": "expected_close",
"target_price": 340.82,
"targets": [
"340.8 (预期收盘)"
],
"level_anchors": {
"vwap": 352.24,
"orb_high": 374.01,
"orb_low": 352.6,
"prev_high": 378.93,
"prev_low": 378.93,
"prior_close": 378.93,
"orb_from_minute": true
},
"levels_valid": true,
"why": [
"RS弱于QQQ -7.15%",
"Volume 信号",
"VIX 走高"
],
"why_chain": "RS弱于QQQ -7.15% · Volume 信号 · VIX 走高",
"why_vs_runner_up": "TSLA RS -7.2% vs META -3.5%；ER 1.9% vs 1.0%；higher beta (7.1 vs 4.0)；relative weakness play",
"factor_breakdown": {
"relative_strength_vs_qqq": -7.15,
"relative_strength_vs_smh": -7.98,
"relative_weakness_score": 11.94,
"gap_pct": -5.76,
"beta_proxy": 7.11,
"volume_signal": true,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": 7.45,
"prior_day_change_pct": 0.0
},
"edge_type": "Stock Edge",
"score_formula_display": "final = win_prob(72%) × ER(1.9%) × rr_weight(0.5) / 100",
"expected_high": 374.01,
"expected_low": 340.82,
"expected_close": 340.82,
"current_price": 347.39,
"upside_pct": 1.89,
"downside_risk_pct": 7.66,
"why_factors": [
"RS弱于QQQ -7.15%",
"Volume 信号",
"VIX 走高"
],
"why_today": "RS弱于QQQ -7.15% · Volume 信号 · VIX 走高",
"gap_pct": -5.76,
"rr_display": {
"reward_risk_ratio": 0.54,
"risk_reward_ratio": 1.85,
"reward_per_share": 11.6,
"risk_per_share": 21.59,
"label_reward_risk": "Reward/Risk 0.54",
"label_risk_reward": "Risk:Reward 1:1.85",
"display": "Reward/Risk 0.54 · Risk:Reward 1:1.85",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"catalyst": "Geopolitical Risk · Geopolitical Risk",
"invalidation": "Close above stop $374.01 · Geopolitical escalation invalidates mean-reversion",
"advisory": true,
"level_reasons": {
"entry": {
"price": 352.42,
"source": "vwap",
"confidence": 89,
"reasons": [
{
"source": "orb_low",
"label": "ORB Low",
"price": 352.6,
"weight_pct": 30.0,
"matched": true,
"primary": false
},
{
"source": "vwap",
"label": "VWAP",
"price": 352.24,
"weight_pct": 70.0,
"matched": true,
"primary": true
}
]
},
"stop": {
"price": 374.01,
"source": "orb_high",
"confidence": 77,
"reasons": [
{
"source": "orb_high",
"label": "ORB High",
"price": 374.01,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
},
"target": {
"price": 340.82,
"source": "expected_close",
"confidence": 77,
"reasons": [
{
"source": "expected_close",
"label": "Expected Close",
"price": 340.82,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
}
},
"return_calculation": "(352.42-340.82)/352.42=3.29%",
"heuristic_expected_return_pct": 1.89,
"target_action": "买入/平空仓",
"trade_summary_cn": "做空 TSLA：在 352.42 附近入场，目标 340.82，预期 +3.29%",
"trade_economics": {
"account_size": 10000.0,
"risk_pct": 1.0,
"position_pct": 14.1,
"shares": 4,
"contracts": 1,
"max_loss_usd": 86.36,
"win_usd": 46.4,
"loss_usd": 86.36,
"expected_value_usd": 9.23,
"risk_per_share": 21.59,
"reward_per_share": 11.6,
"rr_display": {
"reward_risk_ratio": 0.54,
"risk_reward_ratio": 1.85,
"reward_per_share": 11.6,
"risk_per_share": 21.59,
"label_reward_risk": "Reward/Risk 0.54",
"label_risk_reward": "Risk:Reward 1:1.85",
"display": "Reward/Risk 0.54 · Risk:Reward 1:1.85",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"size_label": "Small",
"display": "$10,000 → Win +$46 / Loss -$86"
},
"position_sizing": {
"risk_pct": 1.0,
"position_pct": 14.1,
"contracts": 1,
"shares": 4,
"max_loss_usd": 86.36,
"size_label": "Small",
"display": "Risk 1.0% → Position 14.1% → 1 unit(s) → Max Loss $86.36"
},
"why_wins_today": [
{
"rank": 1,
"dimension": "relative_strength",
"label": "Highest Relative Strength",
"primary_value": -7.15,
"runner_up_value": 3.1,
"wins": true
},
{
"rank": 2,
"dimension": "expected_range",
"label": "Largest Expected Range",
"primary_value": 9.55,
"runner_up_value": 3.26,
"wins": true
},
{
"rank": 3,
"dimension": "win_prob",
"label": "Highest Probability",
"primary_value": 72.0,
"runner_up_value": 72.0,
"wins": true
}
],
"why_not_alternatives": [
{
"symbol": "META",
"rank": 2,
"reasons": [
"ER 3.3% vs 1.0%",
"Score 0.68 vs 0.37",
"RS -7.2% vs -3.5%",
"R:R 0.54 vs 0.46",
"Tradeable (Small) vs Pass"
],
"summary": "Why TSLA over META: ER 3.3% vs 1.0% · Score 0.68 vs 0.37 · RS -7.2% vs -3.5% · R:R 0.54 vs 0.46 · Tradeable (Small) vs Pass"
},
{
"symbol": "TQQQ",
"rank": 3,
"reasons": [
"Win% 72 vs 54",
"ER 3.3% vs 0.7%",
"Score 0.68 vs 0.2",
"RS -7.2% vs -2.4%",
"R:R 0.54 vs 0.39",
"Tradeable (Small) vs Pass"
],
"summary": "Why TSLA over TQQQ: Win% 72 vs 54 · ER 3.3% vs 0.7% · Score 0.68 vs 0.2 · RS -7.2% vs -2.4% · R:R 0.54 vs 0.39 · Tradeable (Small) vs Pass"
},
{
"symbol": "QQQ",
"rank": 4,
"reasons": [
"Win% 72 vs 65",
"ER 3.3% vs 0.1%",
"Score 0.68 vs 0.03",
"RS -7.2% vs +0.0%",
"Tradeable (Small) vs Pass"
],
"summary": "Why TSLA over QQQ: Win% 72 vs 65 · ER 3.3% vs 0.1% · Score 0.68 vs 0.03 · RS -7.2% vs +0.0% · Tradeable (Small) vs Pass"
},
{
"symbol": "ARM",
"rank": 5,
"reasons": [
"Win% 72 vs 61",
"ER 3.3% vs 0.0%",
"Score 0.68 vs 0.0",
"RS -7.2% vs +0.7%",
"Tradeable (Small) vs Pass"
],
"summary": "Why TSLA over ARM: Win% 72 vs 61 · ER 3.3% vs 0.0% · Score 0.68 vs 0.0 · RS -7.2% vs +0.7% · Tradeable (Small) vs Pass"
},
{
"symbol": "SPY",
"rank": 6,
"reasons": [
"Win% 72 vs 48",
"ER 3.3% vs -0.1%",
"Score 0.68 vs 0.0",
"RS -7.2% vs +0.6%",
"Tradeable (Small) vs Pass"
],
"summary": "Why TSLA over SPY: Win% 72 vs 48 · ER 3.3% vs -0.1% · Score 0.68 vs 0.0 · RS -7.2% vs +0.6% · Tradeable (Small) vs Pass"
}
],
"rank_summary": "TSLA ranked #1 because weakest RS + largest expected range + highest probability",
"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": 9.23,
"win_scenario_usd": 46.4,
"loss_scenario_usd": 86.36,
"win_prob_pct": 72.0,
"display": "EV $+9 (win +$46 @ 72.0% · loss -$86)"
},
"entry_status": {
"current_price": 347.39,
"ideal_entry": 352.42,
"distance_pct": 1.43,
"remaining_er_pct": 1.89,
"live_expected_return_pct": 1.89,
"new_plan": null,
"alternate_entry": null,
"advisory": true,
"advisory_tag": "ADVISORY — 不构成投资建议",
"zone_low": 352.24,
"zone_high": 352.6,
"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": "TSLA",
"direction": "SHORT",
"confidence": 72,
"expected_move": "+3.29%",
"why": "RS弱于QQQ -7.15% · Volume 信号 · VIX 走高"
}
],
"top_trades": [
{
"rank": 1,
"symbol": "TSLA",
"direction": "SHORT",
"instrument": "Stock",
"horizon": "Intraday",
"confidence": 72,
"confidence_stars": "★★★☆☆",
"expected_move": "+3.29%",
"expected_return_pct": 3.29,
"win_prob": 72.0,
"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
},
{
"factor": "Macro",
"key": "macro",
"points": 6.0
}
],
"total": 72.0,
"raw_total": 72.0,
"was_clamped": false
},
"risk_reward": 0.54,
"final_score": 0.68,
"trade_action": "Small",
"relative_strength": -7.15,
"entry": "Below 352.2 (VWAP)",
"entry_source": "vwap",
"entry_price": 352.42,
"entry_zone": {
"low": 352.24,
"high": 352.6,
"mid": 352.42,
"anchors": [
{
"source": "vwap",
"label": "VWAP",
"price": 352.24
},
{
"source": "orb_low",
"label": "ORB低点",
"price": 352.6
}
],
"display": "Entry Zone 352.24–352.60",
"entry_source": "vwap",
"tolerance_pct": 0.3
},
"stop": "374.0 (ORB高点)",
"stop_source": "orb_high",
"stop_price": 374.01,
"target": "340.8 (预期收盘)",
"target_source": "expected_close",
"target_price": 340.82,
"targets": [
"340.8 (预期收盘)"
],
"level_anchors": {
"vwap": 352.24,
"orb_high": 374.01,
"orb_low": 352.6,
"prev_high": 378.93,
"prev_low": 378.93,
"prior_close": 378.93,
"orb_from_minute": true
},
"levels_valid": true,
"why": [
"RS弱于QQQ -7.15%",
"Volume 信号",
"VIX 走高"
],
"why_chain": "RS弱于QQQ -7.15% · Volume 信号 · VIX 走高",
"why_vs_runner_up": "TSLA RS -7.2% vs META -3.5%；ER 1.9% vs 1.0%；higher beta (7.1 vs 4.0)；relative weakness play",
"factor_breakdown": {
"relative_strength_vs_qqq": -7.15,
"relative_strength_vs_smh": -7.98,
"relative_weakness_score": 11.94,
"gap_pct": -5.76,
"beta_proxy": 7.11,
"volume_signal": true,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": 7.45,
"prior_day_change_pct": 0.0
},
"edge_type": "Stock Edge",
"score_formula_display": "final = win_prob(72%) × ER(1.9%) × rr_weight(0.5) / 100",
"expected_high": 374.01,
"expected_low": 340.82,
"expected_close": 340.82,
"current_price": 347.39,
"upside_pct": 1.89,
"downside_risk_pct": 7.66,
"why_factors": [
"RS弱于QQQ -7.15%",
"Volume 信号",
"VIX 走高"
],
"why_today": "RS弱于QQQ -7.15% · Volume 信号 · VIX 走高",
"gap_pct": -5.76,
"rr_display": {
"reward_risk_ratio": 0.54,
"risk_reward_ratio": 1.85,
"reward_per_share": 11.6,
"risk_per_share": 21.59,
"label_reward_risk": "Reward/Risk 0.54",
"label_risk_reward": "Risk:Reward 1:1.85",
"display": "Reward/Risk 0.54 · Risk:Reward 1:1.85",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"catalyst": "Geopolitical Risk · Geopolitical Risk",
"invalidation": "Close above stop $374.01 · Geopolitical escalation invalidates mean-reversion",
"advisory": true,
"level_reasons": {
"entry": {
"price": 352.42,
"source": "vwap",
"confidence": 89,
"reasons": [
{
"source": "orb_low",
"label": "ORB Low",
"price": 352.6,
"weight_pct": 30.0,
"matched": true,
"primary": false
},
{
"source": "vwap",
"label": "VWAP",
"price": 352.24,
"weight_pct": 70.0,
"matched": true,
"primary": true
}
]
},
"stop": {
"price": 374.01,
"source": "orb_high",
"confidence": 77,
"reasons": [
{
"source": "orb_high",
"label": "ORB High",
"price": 374.01,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
},
"target": {
"price": 340.82,
"source": "expected_close",
"confidence": 77,
"reasons": [
{
"source": "expected_close",
"label": "Expected Close",
"price": 340.82,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
}
},
"return_calculation": "(352.42-340.82)/352.42=3.29%",
"heuristic_expected_return_pct": 1.89,
"target_action": "买入/平空仓",
"trade_summary_cn": "做空 TSLA：在 352.42 附近入场，目标 340.82，预期 +3.29%",
"trade_economics": {
"account_size": 10000.0,
"risk_pct": 1.0,
"position_pct": 14.1,
"shares": 4,
"contracts": 1,
"max_loss_usd": 86.36,
"win_usd": 46.4,
"loss_usd": 86.36,
"expected_value_usd": 9.23,
"risk_per_share": 21.59,
"reward_per_share": 11.6,
"rr_display": {
"reward_risk_ratio": 0.54,
"risk_reward_ratio": 1.85,
"reward_per_share": 11.6,
"risk_per_share": 21.59,
"label_reward_risk": "Reward/Risk 0.54",
"label_risk_reward": "Risk:Reward 1:1.85",
"display": "Reward/Risk 0.54 · Risk:Reward 1:1.85",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"size_label": "Small",
"display": "$10,000 → Win +$46 / Loss -$86"
},
"position_sizing": {
"risk_pct": 1.0,
"position_pct": 14.1,
"contracts": 1,
"shares": 4,
"max_loss_usd": 86.36,
"size_label": "Small",
"display": "Risk 1.0% → Position 14.1% → 1 unit(s) → Max Loss $86.36"
},
"why_wins_today": [
{
"rank": 1,
"dimension": "relative_strength",
"label": "Highest Relative Strength",
"primary_value": -7.15,
"runner_up_value": 3.1,
"wins": true
},
{
"rank": 2,
"dimension": "expected_range",
"label": "Largest Expected Range",
"primary_value": 9.55,
"runner_up_value": 3.26,
"wins": true
},
{
"rank": 3,
"dimension": "win_prob",
"label": "Highest Probability",
"primary_value": 72.0,
"runner_up_value": 72.0,
"wins": true
}
],
"why_not_alternatives": [
{
"symbol": "META",
"rank": 2,
"reasons": [
"ER 3.3% vs 1.0%",
"Score 0.68 vs 0.37",
"RS -7.2% vs -3.5%",
"R:R 0.54 vs 0.46",
"Tradeable (Small) vs Pass"
],
"summary": "Why TSLA over META: ER 3.3% vs 1.0% · Score 0.68 vs 0.37 · RS -7.2% vs -3.5% · R:R 0.54 vs 0.46 · Tradeable (Small) vs Pass"
},
{
"symbol": "TQQQ",
"rank": 3,
"reasons": [
"Win% 72 vs 54",
"ER 3.3% vs 0.7%",
"Score 0.68 vs 0.2",
"RS -7.2% vs -2.4%",
"R:R 0.54 vs 0.39",
"Tradeable (Small) vs Pass"
],
"summary": "Why TSLA over TQQQ: Win% 72 vs 54 · ER 3.3% vs 0.7% · Score 0.68 vs 0.2 · RS -7.2% vs -2.4% · R:R 0.54 vs 0.39 · Tradeable (Small) vs Pass"
},
{
"symbol": "QQQ",
"rank": 4,
"reasons": [
"Win% 72 vs 65",
"ER 3.3% vs 0.1%",
"Score 0.68 vs 0.03",
"RS -7.2% vs +0.0%",
"Tradeable (Small) vs Pass"
],
"summary": "Why TSLA over QQQ: Win% 72 vs 65 · ER 3.3% vs 0.1% · Score 0.68 vs 0.03 · RS -7.2% vs +0.0% · Tradeable (Small) vs Pass"
},
{
"symbol": "ARM",
"rank": 5,
"reasons": [
"Win% 72 vs 61",
"ER 3.3% vs 0.0%",
"Score 0.68 vs 0.0",
"RS -7.2% vs +0.7%",
"Tradeable (Small) vs Pass"
],
"summary": "Why TSLA over ARM: Win% 72 vs 61 · ER 3.3% vs 0.0% · Score 0.68 vs 0.0 · RS -7.2% vs +0.7% · Tradeable (Small) vs Pass"
},
{
"symbol": "SPY",
"rank": 6,
"reasons": [
"Win% 72 vs 48",
"ER 3.3% vs -0.1%",
"Score 0.68 vs 0.0",
"RS -7.2% vs +0.6%",
"Tradeable (Small) vs Pass"
],
"summary": "Why TSLA over SPY: Win% 72 vs 48 · ER 3.3% vs -0.1% · Score 0.68 vs 0.0 · RS -7.2% vs +0.6% · Tradeable (Small) vs Pass"
}
],
"rank_summary": "TSLA ranked #1 because weakest RS + largest expected range + highest probability",
"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": 9.23,
"win_scenario_usd": 46.4,
"loss_scenario_usd": 86.36,
"win_prob_pct": 72.0,
"display": "EV $+9 (win +$46 @ 72.0% · loss -$86)"
},
"entry_status": {
"current_price": 347.39,
"ideal_entry": 352.42,
"distance_pct": 1.43,
"remaining_er_pct": 1.89,
"live_expected_return_pct": 1.89,
"new_plan": null,
"alternate_entry": null,
"advisory": true,
"advisory_tag": "ADVISORY — 不构成投资建议",
"zone_low": 352.24,
"zone_high": 352.6,
"miss_threshold_pct": 1.0,
"status": "PREMARKET",
"status_reason": "Premarket Ideal Entry — plan not yet live",
"action_hint": "Entry still valid"
}
}
],
"watchlist_items": [
{
"symbol": "META",
"rank": 2,
"win_prob": 72.0,
"expected_return_pct": 1.03,
"trade_action": "Pass",
"why": "RS弱于QQQ -3.54% · Volume 信号 · VIX 走高",
"note": "Monitor — below trade threshold"
},
{
"symbol": "TQQQ",
"rank": 3,
"win_prob": 54.0,
"expected_return_pct": 0.73,
"trade_action": "Pass",
"why": "RS弱于QQQ -2.35% · Volume 信号 · VIX 走高 · Geo-risk day — avoid blind TQQQ short vs escalation",
"note": "Monitor — below trade threshold"
},
{
"symbol": "QQQ",
"rank": 4,
"win_prob": 65.0,
"expected_return_pct": 0.09,
"trade_action": "Pass",
"why": "Gap 未过度延伸 · Volume 信号 · VIX 走高 · 上行空间 <1.0%",
"note": "Monitor — below trade threshold"
},
{
"symbol": "ARM",
"rank": 5,
"win_prob": 61.0,
"expected_return_pct": 0.0,
"trade_action": "Pass",
"why": "板块内相对强势 +0.66% · 昨日弱势 -2.7% 延续下行 · Gap 未过度延伸 · VIX 走高",
"note": "Monitor — below trade threshold"
},
{
"symbol": "SPY",
"rank": 6,
"win_prob": 48.0,
"expected_return_pct": -0.08,
"trade_action": "Pass",
"why": "板块内相对强势 +0.58% · Gap 未过度延伸 · News 1 (利空做空) · Volume 信号",
"note": "Monitor — below trade threshold"
}
],
"advisory": true,
"swing": {
"symbol": "META",
"direction": "SHORT",
"instrument": "Stock",
"horizon": "Swing",
"duration": "Swing (days–weeks)",
"confidence": 77,
"entry": "Near 615.3 (swing zone)",
"entry_source": "swing_zone",
"entry_price": 615.33,
"entry_zone": {
"low": 613.49,
"high": 629.06,
"mid": 615.33,
"display": "$613.49–$629.06",
"source": "swing_pullback"
},
"stop": "656.5 (1.75xATR)",
"stop_source": "1.75xATR",
"stop_price": 656.53,
"target": "560.4 (T1 ~8.9%)",
"target_source": "2xATR_or_5pct",
"target_price": 560.4,
"targets": [
{
"price": 560.4,
"label": "T1",
"pct": 8.93
},
{
"price": 532.94,
"label": "T2",
"pct": 13.39
}
],
"expected_return_pct": 8.93,
"expected_move": "+8.93%",
"risk_reward": 1.33,
"win_prob": 72.0,
"final_score": 0.37,
"swing_quality": 6.167,
"atr": 27.4643,
"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": 613.49,
"why": [
"高流动性波段标的 META",
"Prior day +0.0%",
"5D momentum -8.0%",
"RS vs QQQ -3.54%",
"Swing score 6.2"
],
"why_chain": "高流动性波段标的 META · Prior day +0.0% · 5D momentum -8.0% · RS vs QQQ -3.54%",
"invalidation": "Close beyond stop $656.53 or thesis broken (trend flip / catalyst fade)",
"trade_summary_cn": "波段做空 META：理想入场 $613.49–$629.06，止损 $656.53，目标 $560.4（约 +8.9%），持仓天数–数周",
"one_liner": "波段做空 META：理想入场 $613.49–$629.06，止损 $656.53，目标 $560.4（约 +8.9%），持仓天数–数周",
"edge_type": "Stock Edge",
"advisory": true,
"label": "长线 · Swing Trade",
"separate_from_intraday": true
}
},
"edges": {
"macro_edge": {
"edge": "YES",
"why": "今日有重大催化剂（含地缘/突发）：Geopolitical Risk、Oil Selloff、Trade Policy",
"catalyst": "Geopolitical Risk、Oil Selloff、Trade Policy"
},
"index_edge": {
"edge": "YES",
"why": "QQQ 走弱 -1.19%（做空 edge）"
},
"sector_edge": {
"edge": "YES",
"why": "SMH 领先 QQQ +0.85%",
"sector": "Semiconductor"
},
"stock_edge": {
"edge": "YES",
"why": "NVDA RS+新闻+量能",
"symbol": "NVDA"
},
"advisory": "ADVISORY — 不构成投资建议"
},
"trade_candidates": [
{
"symbol": "TSLA",
"win_prob": 72.0,
"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
},
{
"factor": "Macro",
"key": "macro",
"points": 6.0
}
],
"total": 72.0,
"raw_total": 72.0,
"was_clamped": false
},
"expected_return_pct": 1.89,
"expected_high": 374.01,
"expected_low": 340.82,
"expected_close": 340.82,
"current_price": 347.39,
"upside_pct": 1.89,
"downside_risk_pct": 7.66,
"risk_reward": 0.25,
"rr_display": {
"reward_risk_ratio": 0.25,
"risk_reward_ratio": 4.0,
"reward_per_share": null,
"risk_per_share": null,
"label_reward_risk": "Reward/Risk 0.25",
"label_risk_reward": "Risk:Reward 1:4.00",
"display": "Reward/Risk 0.25 · Risk:Reward 1:4.00",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"final_score": 0.68,
"trade_action": "Small",
"trade": "Small",
"gap_pct": -5.76,
"relative_strength": -7.15,
"relative_strength_vs_smh": -7.98,
"relative_weakness_score": 11.94,
"prior_day_change_pct": 0.0,
"why_factors": [
"RS弱于QQQ -7.15%",
"Volume 信号",
"VIX 走高"
],
"why": "RS弱于QQQ -7.15% · Volume 信号 · VIX 走高",
"score": 7,
"news_count": 0,
"factor_breakdown": {
"relative_strength_vs_qqq": -7.15,
"relative_strength_vs_smh": -7.98,
"relative_weakness_score": 11.94,
"gap_pct": -5.76,
"beta_proxy": 7.11,
"volume_signal": true,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": 7.45,
"prior_day_change_pct": 0.0
},
"edge_type": "Stock Edge",
"score_formula_display": "final = win_prob(72%) × ER(1.9%) × rr_weight(0.5) / 100",
"rr_weight": 0.5,
"why_vs_runner_up": "TSLA RS -7.2% vs META -3.5%；ER 1.9% vs 1.0%；higher beta (7.1 vs 4.0)；relative weakness play",
"advisory": true,
"rank": 1,
"direction": "SHORT"
},
{
"symbol": "META",
"win_prob": 72.0,
"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
},
{
"factor": "Macro",
"key": "macro",
"points": 6.0
}
],
"total": 72.0,
"raw_total": 72.0,
"was_clamped": false
},
"expected_return_pct": 1.03,
"expected_high": 627.17,
"expected_low": 607.19,
"expected_close": 607.19,
"current_price": 613.49,
"upside_pct": 1.03,
"downside_risk_pct": 2.23,
"risk_reward": 0.46,
"rr_display": {
"reward_risk_ratio": 0.46,
"risk_reward_ratio": 2.17,
"reward_per_share": null,
"risk_per_share": null,
"label_reward_risk": "Reward/Risk 0.46",
"label_risk_reward": "Risk:Reward 1:2.17",
"display": "Reward/Risk 0.46 · Risk:Reward 1:2.17",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"final_score": 0.37,
"trade_action": "Pass",
"trade": "Pass",
"gap_pct": -3.98,
"relative_strength": -3.54,
"relative_strength_vs_smh": -4.37,
"relative_weakness_score": 6.16,
"prior_day_change_pct": 0.0,
"why_factors": [
"RS弱于QQQ -3.54%",
"Volume 信号",
"VIX 走高"
],
"why": "RS弱于QQQ -3.54% · Volume 信号 · VIX 走高",
"score": 4,
"news_count": 0,
"factor_breakdown": {
"relative_strength_vs_qqq": -3.54,
"relative_strength_vs_smh": -4.37,
"relative_weakness_score": 6.16,
"gap_pct": -3.98,
"beta_proxy": 4.03,
"volume_signal": true,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": 7.45,
"prior_day_change_pct": 0.0
},
"edge_type": "Stock Edge",
"score_formula_display": "final = win_prob(72%) × ER(1.0%) × rr_weight(0.5) / 100",
"rr_weight": 0.5,
"why_vs_runner_up": "—",
"advisory": true,
"rank": 2,
"direction": "SHORT"
},
{
"symbol": "TQQQ",
"win_prob": 54.0,
"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
},
{
"factor": "Macro",
"key": "macro",
"points": -12.0
}
],
"total": 54.0,
"raw_total": 54.0,
"was_clamped": false
},
"expected_return_pct": 0.73,
"expected_high": 70.28,
"expected_low": 68.31,
"expected_close": 68.36,
"current_price": 68.86,
"upside_pct": 0.8,
"downside_risk_pct": 2.06,
"risk_reward": 0.39,
"rr_display": {
"reward_risk_ratio": 0.39,
"risk_reward_ratio": 2.56,
"reward_per_share": null,
"risk_per_share": null,
"label_reward_risk": "Reward/Risk 0.39",
"label_risk_reward": "Risk:Reward 1:2.56",
"display": "Reward/Risk 0.39 · Risk:Reward 1:2.56",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"final_score": 0.2,
"trade_action": "Pass",
"trade": "Pass",
"gap_pct": -3.28,
"relative_strength": -2.35,
"relative_strength_vs_smh": -3.18,
"relative_weakness_score": 4.26,
"prior_day_change_pct": 0.0,
"why_factors": [
"RS弱于QQQ -2.35%",
"Volume 信号",
"VIX 走高",
"Geo-risk day — avoid blind TQQQ short vs escalation",
"上行空间 <1.0%"
],
"why": "RS弱于QQQ -2.35% · Volume 信号 · VIX 走高 · Geo-risk day — avoid blind TQQQ short vs escalation",
"score": 2,
"news_count": 0,
"factor_breakdown": {
"relative_strength_vs_qqq": -2.35,
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"attribution": {
"ai": 0.382,
"bond": 0.172,
"oil": 0.0,
"macro": 0.396,
"other": 0.05,
"splits": {}
},
"labels": {
"actual_driver": "Macro",
"agent_driver": "Geopolitical Risk",
"agent_driver_type": "Political",
"corrected_driver_from_verify": null,
"driver_splits": {},
"hypothesis_correct": "部分对",
"scenario_primary": "A",
"scenario_actual": "B",
"scenario_correct": false,
"trade_recommendation": "TSLA",
"trade_direction": "SHORT",
"primary_symbol": "TSLA",
"predicted_return_pct": 3.29,
"prediction_error_pct": null
},
"surprise": "No major surprises vs typical driver mix",
"lesson": "AI Expansion 背景下 Macro 主导；关注 Regime vs Driver 分离",
"playbook_refs": [
"Case-15"
],
"bayesian_drivers": {
"AI": 1.0,
"Bond": 0.0,
"Macro": 0.0,
"Oil": 0.0,
"Risk": 0.0
},
"data_gaps": []
}