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 16
H-2026-07-24-001Surprise：Bond mattered less than expected despite 10Y=4.67%; 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；SMH -4.4% + QQQ -3.0%：半导体拖累纳指
{
"date": "2026-07-24",
"features": {
"dgs10": 4.67,
"dgs2": null,
"vix": 18.79,
"vix_chg": 0.48,
"qqq_chg": -3.05,
"smh_chg": -4.37,
"nvda_chg": -2.42,
"spy_chg": 0.0,
"oil_chg": 0.0,
"dxy_chg": -0.04,
"breadth_proxy": 0.14285714285714285,
"qqq_gap": -1.84,
"news_headline_count": 25,
"news_bearish_ratio": 0.167,
"news_ai_mentions": 58,
"news_macro_mentions": 12,
"news_oil_mentions": 3,
"news_risk_mentions": 2
},
"regime": {
"label": "AI Expansion",
"confidence": 0.82
},
"hypothesis": {
"id": "H-2026-07-24-001",
"statement": "弱 NFP 能否抵消 AI 抛售？（Macro 利率利好 vs 半导体风险）",
"evidence": [
"Regime=AI Expansion (conf=82%)"
],
"counter_evidence": [
"Breadth 0% (narrow market)"
],
"confidence": 0.56,
"status": "待验证"
},
"morning": {
"bias": "Bear",
"total": -4,
"driver_type": "Fed",
"daily_driver": "Fed Headlines",
"best_opportunity": {
"direction": "SHORT",
"symbol": "TSLA",
"instrument": "Stock",
"horizon": "Swing",
"confidence": 66,
"confidence_stars": "★★★☆☆",
"entry": "Below 323.4 (VWAP)",
"entry_source": "vwap",
"entry_price": 323.36,
"stop": "325.3 (ORB高点)",
"stop_source": "orb_high",
"stop_price": 325.29,
"target": "311.4 (预期收盘)",
"target_source": "expected_close",
"target_price": 311.36,
"target_action": "买入/平空仓",
"targets": [
"311.4 (预期收盘)"
],
"duration": "Swing",
"why": [
"RS弱于QQQ -12.05%",
"Volume 信号"
],
"why_chain": "RS弱于QQQ -12.05% · Volume 信号",
"why_vs_runner_up": "TSLA RS -12.1% vs TQQQ -3.4%；ER 3.6% vs 1.2%；Win% 66 vs 48；higher beta (8.4 vs 3.1)；relative weakness play",
"factor_breakdown": {
"relative_strength_vs_qqq": -12.05,
"relative_strength_vs_smh": -12.75,
"relative_weakness_score": 19.7,
"gap_pct": -14.41,
"beta_proxy": 8.44,
"volume_signal": true,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": 0.48,
"prior_day_change_pct": 0.0
},
"edge_type": "Relative Weakness",
"score_formula_display": "final = win_prob(66%) × ER(3.6%) × rr_weight(0.5) / 100",
"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": 3.71,
"expected_move": "+3.71%",
"return_calculation": "(323.36-311.36)/323.36=3.71%",
"trade_summary_cn": "做空 TSLA：在 323.36 附近入场，目标 311.36，预期 +3.71%",
"risk_reward": 6.22,
"rr_display": {
"reward_risk_ratio": 6.22,
"risk_reward_ratio": 0.16,
"reward_per_share": 12.0,
"risk_per_share": 1.93,
"label_reward_risk": "Reward/Risk 6.22",
"label_risk_reward": "Risk:Reward 1:0.16",
"display": "Reward/Risk 6.22 · Risk:Reward 1:0.16",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"entry_zone": {
"low": 322.39,
"high": 324.33,
"mid": 323.36,
"anchors": [
{
"source": "vwap",
"label": "VWAP",
"price": 323.36
}
],
"display": "Entry Zone 322–324",
"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": 66.0,
"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": 370.45,
"win_scenario_usd": 612.0,
"loss_scenario_usd": 98.43,
"win_prob_pct": 66.0,
"display": "EV $+370 (win +$612 @ 66.0% · loss -$98)"
},
"final_score": 1.18,
"level_anchors": {
"vwap": 323.36,
"orb_high": 325.29,
"orb_low": 319.69,
"prev_high": 374.01,
"prev_low": 374.01,
"prior_close": 374.01,
"orb_from_minute": true
},
"level_reasons": {
"entry": {
"price": 323.36,
"source": "vwap",
"confidence": 89,
"reasons": [
{
"source": "vwap",
"label": "VWAP",
"price": 323.36,
"weight_pct": 70.0,
"matched": true,
"primary": true
},
{
"source": "current",
"label": "Below Current",
"price": 322.86,
"weight_pct": 30.0,
"matched": true,
"primary": false
}
]
},
"stop": {
"price": 325.29,
"source": "orb_high",
"confidence": 89,
"reasons": [
{
"source": "orb_high",
"label": "ORB High",
"price": 325.29,
"weight_pct": 70.0,
"matched": true,
"primary": true
},
{
"source": "vwap",
"label": "VWAP",
"price": 323.36,
"weight_pct": 30.0,
"matched": true,
"primary": false
}
]
},
"target": {
"price": 311.36,
"source": "expected_close",
"confidence": 77,
"reasons": [
{
"source": "expected_close",
"label": "Expected Close",
"price": 311.36,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
}
},
"trade_economics": {
"account_size": 10000.0,
"risk_pct": 1.0,
"position_pct": 100.0,
"shares": 51,
"contracts": 1,
"max_loss_usd": 98.43,
"win_usd": 612.0,
"loss_usd": 98.43,
"expected_value_usd": 370.45,
"risk_per_share": 1.93,
"reward_per_share": 12.0,
"rr_display": {
"reward_risk_ratio": 6.22,
"risk_reward_ratio": 0.16,
"reward_per_share": 12.0,
"risk_per_share": 1.93,
"label_reward_risk": "Reward/Risk 6.22",
"label_risk_reward": "Risk:Reward 1:0.16",
"display": "Reward/Risk 6.22 · Risk:Reward 1:0.16",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"size_label": "Small",
"display": "$10,000 → Win +$612 / Loss -$98"
},
"position_sizing": {
"risk_pct": 1.0,
"position_pct": 100.0,
"contracts": 1,
"shares": 51,
"max_loss_usd": 98.43,
"size_label": "Small",
"display": "Risk 1.0% → Position 100.0% → 1 unit(s) → Max Loss $98.43"
},
"why_wins_today": [
{
"rank": 1,
"dimension": "relative_strength",
"label": "Highest Relative Strength",
"primary_value": -12.05,
"runner_up_value": 3.27,
"wins": true
},
{
"rank": 2,
"dimension": "expected_range",
"label": "Largest Expected Range",
"primary_value": 7.12,
"runner_up_value": 2.4,
"wins": true
},
{
"rank": 3,
"dimension": "win_prob",
"label": "Highest Probability",
"primary_value": 66.0,
"runner_up_value": 66.0,
"wins": true
},
{
"rank": 4,
"dimension": "risk_reward",
"label": "Best Risk Reward",
"primary_value": 6.22,
"runner_up_value": 1.6,
"wins": true
}
],
"why_not_alternatives": [
{
"symbol": "TQQQ",
"rank": 2,
"reasons": [
"Win% 66 vs 48",
"ER 3.7% vs 1.2%",
"Score 1.18 vs 0.29",
"RS -12.1% vs -3.4%",
"R:R 6.22 vs 1.0",
"Tradeable (Small) vs Pass"
],
"summary": "Why TSLA over TQQQ: Win% 66 vs 48 · ER 3.7% vs 1.2% · Score 1.18 vs 0.29 · RS -12.1% vs -3.4% · R:R 6.22 vs 1.0 · Tradeable (Small) vs Pass"
},
{
"symbol": "META",
"rank": 3,
"reasons": [
"ER 3.7% vs 0.6%",
"Score 1.18 vs 0.26",
"RS -12.1% vs -1.8%",
"R:R 6.22 vs 1.31",
"Tradeable (Small) vs Pass"
],
"summary": "Why TSLA over META: ER 3.7% vs 0.6% · Score 1.18 vs 0.26 · RS -12.1% vs -1.8% · R:R 6.22 vs 1.31 · Tradeable (Small) vs Pass"
},
{
"symbol": "NVDA",
"rank": 4,
"reasons": [
"Win% 66 vs 39",
"ER 3.7% vs 0.3%",
"Score 1.18 vs 0.09",
"RS -12.1% vs +0.0%",
"R:R 6.22 vs 1.6",
"Tradeable (Small) vs Pass"
],
"summary": "Why TSLA over NVDA: Win% 66 vs 39 · ER 3.7% vs 0.3% · Score 1.18 vs 0.09 · RS -12.1% vs +0.0% · R:R 6.22 vs 1.6 · Tradeable (Small) vs Pass"
},
{
"symbol": "MU",
"rank": 5,
"reasons": [
"Win% 66 vs 58",
"ER 3.7% vs 0.2%",
"Score 1.18 vs 0.06",
"RS -12.1% vs +0.1%",
"R:R 6.22 vs 1.0",
"Tradeable (Small) vs Pass"
],
"summary": "Why TSLA over MU: Win% 66 vs 58 · ER 3.7% vs 0.2% · Score 1.18 vs 0.06 · RS -12.1% vs +0.1% · R:R 6.22 vs 1.0 · Tradeable (Small) vs Pass"
},
{
"symbol": "QQQ",
"rank": 6,
"reasons": [
"Win% 66 vs 54",
"ER 3.7% vs 0.1%",
"Score 1.18 vs 0.06",
"RS -12.1% vs +0.0%",
"R:R 6.22 vs 1.6",
"Tradeable (Small) vs Pass"
],
"summary": "Why TSLA over QQQ: Win% 66 vs 54 · ER 3.7% vs 0.1% · Score 1.18 vs 0.06 · RS -12.1% vs +0.0% · R:R 6.22 vs 1.6 · Tradeable (Small) vs Pass"
}
],
"avoid": [],
"one_liner": "做空 TSLA：在 323.36 附近入场，目标 311.36，预期 +3.71%",
"p16_gate": "No Trade",
"advisory": true
},
"best_trades": {
"primary": {
"rank": 1,
"symbol": "TSLA",
"direction": "SHORT",
"instrument": "Stock",
"horizon": "Swing",
"confidence": 66,
"confidence_stars": "★★★☆☆",
"expected_move": "+3.71%",
"expected_return_pct": 3.71,
"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
},
"risk_reward": 6.22,
"final_score": 1.18,
"trade_action": "Small",
"relative_strength": -12.05,
"entry": "Below 323.4 (VWAP)",
"entry_source": "vwap",
"entry_price": 323.36,
"entry_zone": {
"low": 322.39,
"high": 324.33,
"mid": 323.36,
"anchors": [
{
"source": "vwap",
"label": "VWAP",
"price": 323.36
}
],
"display": "Entry Zone 322–324",
"entry_source": "vwap",
"tolerance_pct": 0.3
},
"stop": "325.3 (ORB高点)",
"stop_source": "orb_high",
"stop_price": 325.29,
"target": "311.4 (预期收盘)",
"target_source": "expected_close",
"target_price": 311.36,
"targets": [
"311.4 (预期收盘)"
],
"level_anchors": {
"vwap": 323.36,
"orb_high": 325.29,
"orb_low": 319.69,
"prev_high": 374.01,
"prev_low": 374.01,
"prior_close": 374.01,
"orb_from_minute": true
},
"levels_valid": true,
"why": [
"RS弱于QQQ -12.05%",
"Volume 信号"
],
"why_chain": "RS弱于QQQ -12.05% · Volume 信号",
"why_vs_runner_up": "TSLA RS -12.1% vs TQQQ -3.4%；ER 3.6% vs 1.2%；Win% 66 vs 48；higher beta (8.4 vs 3.1)；relative weakness play",
"factor_breakdown": {
"relative_strength_vs_qqq": -12.05,
"relative_strength_vs_smh": -12.75,
"relative_weakness_score": 19.7,
"gap_pct": -14.41,
"beta_proxy": 8.44,
"volume_signal": true,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": 0.48,
"prior_day_change_pct": 0.0
},
"edge_type": "Relative Weakness",
"score_formula_display": "final = win_prob(66%) × ER(3.6%) × rr_weight(0.5) / 100",
"expected_high": 334.37,
"expected_low": 311.36,
"expected_close": 311.36,
"current_price": 322.86,
"upside_pct": 3.56,
"downside_risk_pct": 3.56,
"why_factors": [
"RS弱于QQQ -12.05%",
"Volume 信号"
],
"why_today": "RS弱于QQQ -12.05% · Volume 信号",
"gap_pct": -14.41,
"rr_display": {
"reward_risk_ratio": 6.22,
"risk_reward_ratio": 0.16,
"reward_per_share": 12.0,
"risk_per_share": 1.93,
"label_reward_risk": "Reward/Risk 6.22",
"label_risk_reward": "Risk:Reward 1:0.16",
"display": "Reward/Risk 6.22 · Risk:Reward 1:0.16",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"catalyst": "Fed Headlines · Geopolitical Risk",
"invalidation": "Close above stop $325.29 · Geopolitical escalation invalidates mean-reversion",
"advisory": true,
"level_reasons": {
"entry": {
"price": 323.36,
"source": "vwap",
"confidence": 89,
"reasons": [
{
"source": "vwap",
"label": "VWAP",
"price": 323.36,
"weight_pct": 70.0,
"matched": true,
"primary": true
},
{
"source": "current",
"label": "Below Current",
"price": 322.86,
"weight_pct": 30.0,
"matched": true,
"primary": false
}
]
},
"stop": {
"price": 325.29,
"source": "orb_high",
"confidence": 89,
"reasons": [
{
"source": "orb_high",
"label": "ORB High",
"price": 325.29,
"weight_pct": 70.0,
"matched": true,
"primary": true
},
{
"source": "vwap",
"label": "VWAP",
"price": 323.36,
"weight_pct": 30.0,
"matched": true,
"primary": false
}
]
},
"target": {
"price": 311.36,
"source": "expected_close",
"confidence": 77,
"reasons": [
{
"source": "expected_close",
"label": "Expected Close",
"price": 311.36,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
}
},
"return_calculation": "(323.36-311.36)/323.36=3.71%",
"heuristic_expected_return_pct": 3.56,
"target_action": "买入/平空仓",
"trade_summary_cn": "做空 TSLA：在 323.36 附近入场，目标 311.36，预期 +3.71%",
"trade_economics": {
"account_size": 10000.0,
"risk_pct": 1.0,
"position_pct": 100.0,
"shares": 51,
"contracts": 1,
"max_loss_usd": 98.43,
"win_usd": 612.0,
"loss_usd": 98.43,
"expected_value_usd": 370.45,
"risk_per_share": 1.93,
"reward_per_share": 12.0,
"rr_display": {
"reward_risk_ratio": 6.22,
"risk_reward_ratio": 0.16,
"reward_per_share": 12.0,
"risk_per_share": 1.93,
"label_reward_risk": "Reward/Risk 6.22",
"label_risk_reward": "Risk:Reward 1:0.16",
"display": "Reward/Risk 6.22 · Risk:Reward 1:0.16",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"size_label": "Small",
"display": "$10,000 → Win +$612 / Loss -$98"
},
"position_sizing": {
"risk_pct": 1.0,
"position_pct": 100.0,
"contracts": 1,
"shares": 51,
"max_loss_usd": 98.43,
"size_label": "Small",
"display": "Risk 1.0% → Position 100.0% → 1 unit(s) → Max Loss $98.43"
},
"why_wins_today": [
{
"rank": 1,
"dimension": "relative_strength",
"label": "Highest Relative Strength",
"primary_value": -12.05,
"runner_up_value": 3.27,
"wins": true
},
{
"rank": 2,
"dimension": "expected_range",
"label": "Largest Expected Range",
"primary_value": 7.12,
"runner_up_value": 2.4,
"wins": true
},
{
"rank": 3,
"dimension": "win_prob",
"label": "Highest Probability",
"primary_value": 66.0,
"runner_up_value": 66.0,
"wins": true
},
{
"rank": 4,
"dimension": "risk_reward",
"label": "Best Risk Reward",
"primary_value": 6.22,
"runner_up_value": 1.6,
"wins": true
}
],
"why_not_alternatives": [
{
"symbol": "TQQQ",
"rank": 2,
"reasons": [
"Win% 66 vs 48",
"ER 3.7% vs 1.2%",
"Score 1.18 vs 0.29",
"RS -12.1% vs -3.4%",
"R:R 6.22 vs 1.0",
"Tradeable (Small) vs Pass"
],
"summary": "Why TSLA over TQQQ: Win% 66 vs 48 · ER 3.7% vs 1.2% · Score 1.18 vs 0.29 · RS -12.1% vs -3.4% · R:R 6.22 vs 1.0 · Tradeable (Small) vs Pass"
},
{
"symbol": "META",
"rank": 3,
"reasons": [
"ER 3.7% vs 0.6%",
"Score 1.18 vs 0.26",
"RS -12.1% vs -1.8%",
"R:R 6.22 vs 1.31",
"Tradeable (Small) vs Pass"
],
"summary": "Why TSLA over META: ER 3.7% vs 0.6% · Score 1.18 vs 0.26 · RS -12.1% vs -1.8% · R:R 6.22 vs 1.31 · Tradeable (Small) vs Pass"
},
{
"symbol": "NVDA",
"rank": 4,
"reasons": [
"Win% 66 vs 39",
"ER 3.7% vs 0.3%",
"Score 1.18 vs 0.09",
"RS -12.1% vs +0.0%",
"R:R 6.22 vs 1.6",
"Tradeable (Small) vs Pass"
],
"summary": "Why TSLA over NVDA: Win% 66 vs 39 · ER 3.7% vs 0.3% · Score 1.18 vs 0.09 · RS -12.1% vs +0.0% · R:R 6.22 vs 1.6 · Tradeable (Small) vs Pass"
},
{
"symbol": "MU",
"rank": 5,
"reasons": [
"Win% 66 vs 58",
"ER 3.7% vs 0.2%",
"Score 1.18 vs 0.06",
"RS -12.1% vs +0.1%",
"R:R 6.22 vs 1.0",
"Tradeable (Small) vs Pass"
],
"summary": "Why TSLA over MU: Win% 66 vs 58 · ER 3.7% vs 0.2% · Score 1.18 vs 0.06 · RS -12.1% vs +0.1% · R:R 6.22 vs 1.0 · Tradeable (Small) vs Pass"
},
{
"symbol": "QQQ",
"rank": 6,
"reasons": [
"Win% 66 vs 54",
"ER 3.7% vs 0.1%",
"Score 1.18 vs 0.06",
"RS -12.1% vs +0.0%",
"R:R 6.22 vs 1.6",
"Tradeable (Small) vs Pass"
],
"summary": "Why TSLA over QQQ: Win% 66 vs 54 · ER 3.7% vs 0.1% · Score 1.18 vs 0.06 · RS -12.1% vs +0.0% · R:R 6.22 vs 1.6 · 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": 66.0,
"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": 370.45,
"win_scenario_usd": 612.0,
"loss_scenario_usd": 98.43,
"win_prob_pct": 66.0,
"display": "EV $+370 (win +$612 @ 66.0% · loss -$98)"
},
"entry_status": {
"current_price": 322.86,
"ideal_entry": 323.36,
"distance_pct": 0.15,
"remaining_er_pct": 3.56,
"live_expected_return_pct": 3.56,
"new_plan": null,
"alternate_entry": null,
"advisory": true,
"advisory_tag": "ADVISORY — 不构成投资建议",
"zone_low": 322.39,
"zone_high": 324.33,
"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": 66,
"expected_move": "+3.71%",
"why": "RS弱于QQQ -12.05% · Volume 信号"
}
],
"top_trades": [
{
"rank": 1,
"symbol": "TSLA",
"direction": "SHORT",
"instrument": "Stock",
"horizon": "Swing",
"confidence": 66,
"confidence_stars": "★★★☆☆",
"expected_move": "+3.71%",
"expected_return_pct": 3.71,
"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
},
"risk_reward": 6.22,
"final_score": 1.18,
"trade_action": "Small",
"relative_strength": -12.05,
"entry": "Below 323.4 (VWAP)",
"entry_source": "vwap",
"entry_price": 323.36,
"entry_zone": {
"low": 322.39,
"high": 324.33,
"mid": 323.36,
"anchors": [
{
"source": "vwap",
"label": "VWAP",
"price": 323.36
}
],
"display": "Entry Zone 322–324",
"entry_source": "vwap",
"tolerance_pct": 0.3
},
"stop": "325.3 (ORB高点)",
"stop_source": "orb_high",
"stop_price": 325.29,
"target": "311.4 (预期收盘)",
"target_source": "expected_close",
"target_price": 311.36,
"targets": [
"311.4 (预期收盘)"
],
"level_anchors": {
"vwap": 323.36,
"orb_high": 325.29,
"orb_low": 319.69,
"prev_high": 374.01,
"prev_low": 374.01,
"prior_close": 374.01,
"orb_from_minute": true
},
"levels_valid": true,
"why": [
"RS弱于QQQ -12.05%",
"Volume 信号"
],
"why_chain": "RS弱于QQQ -12.05% · Volume 信号",
"why_vs_runner_up": "TSLA RS -12.1% vs TQQQ -3.4%；ER 3.6% vs 1.2%；Win% 66 vs 48；higher beta (8.4 vs 3.1)；relative weakness play",
"factor_breakdown": {
"relative_strength_vs_qqq": -12.05,
"relative_strength_vs_smh": -12.75,
"relative_weakness_score": 19.7,
"gap_pct": -14.41,
"beta_proxy": 8.44,
"volume_signal": true,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": 0.48,
"prior_day_change_pct": 0.0
},
"edge_type": "Relative Weakness",
"score_formula_display": "final = win_prob(66%) × ER(3.6%) × rr_weight(0.5) / 100",
"expected_high": 334.37,
"expected_low": 311.36,
"expected_close": 311.36,
"current_price": 322.86,
"upside_pct": 3.56,
"downside_risk_pct": 3.56,
"why_factors": [
"RS弱于QQQ -12.05%",
"Volume 信号"
],
"why_today": "RS弱于QQQ -12.05% · Volume 信号",
"gap_pct": -14.41,
"rr_display": {
"reward_risk_ratio": 6.22,
"risk_reward_ratio": 0.16,
"reward_per_share": 12.0,
"risk_per_share": 1.93,
"label_reward_risk": "Reward/Risk 6.22",
"label_risk_reward": "Risk:Reward 1:0.16",
"display": "Reward/Risk 6.22 · Risk:Reward 1:0.16",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"catalyst": "Fed Headlines · Geopolitical Risk",
"invalidation": "Close above stop $325.29 · Geopolitical escalation invalidates mean-reversion",
"advisory": true,
"level_reasons": {
"entry": {
"price": 323.36,
"source": "vwap",
"confidence": 89,
"reasons": [
{
"source": "vwap",
"label": "VWAP",
"price": 323.36,
"weight_pct": 70.0,
"matched": true,
"primary": true
},
{
"source": "current",
"label": "Below Current",
"price": 322.86,
"weight_pct": 30.0,
"matched": true,
"primary": false
}
]
},
"stop": {
"price": 325.29,
"source": "orb_high",
"confidence": 89,
"reasons": [
{
"source": "orb_high",
"label": "ORB High",
"price": 325.29,
"weight_pct": 70.0,
"matched": true,
"primary": true
},
{
"source": "vwap",
"label": "VWAP",
"price": 323.36,
"weight_pct": 30.0,
"matched": true,
"primary": false
}
]
},
"target": {
"price": 311.36,
"source": "expected_close",
"confidence": 77,
"reasons": [
{
"source": "expected_close",
"label": "Expected Close",
"price": 311.36,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
}
},
"return_calculation": "(323.36-311.36)/323.36=3.71%",
"heuristic_expected_return_pct": 3.56,
"target_action": "买入/平空仓",
"trade_summary_cn": "做空 TSLA：在 323.36 附近入场，目标 311.36，预期 +3.71%",
"trade_economics": {
"account_size": 10000.0,
"risk_pct": 1.0,
"position_pct": 100.0,
"shares": 51,
"contracts": 1,
"max_loss_usd": 98.43,
"win_usd": 612.0,
"loss_usd": 98.43,
"expected_value_usd": 370.45,
"risk_per_share": 1.93,
"reward_per_share": 12.0,
"rr_display": {
"reward_risk_ratio": 6.22,
"risk_reward_ratio": 0.16,
"reward_per_share": 12.0,
"risk_per_share": 1.93,
"label_reward_risk": "Reward/Risk 6.22",
"label_risk_reward": "Risk:Reward 1:0.16",
"display": "Reward/Risk 6.22 · Risk:Reward 1:0.16",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"size_label": "Small",
"display": "$10,000 → Win +$612 / Loss -$98"
},
"position_sizing": {
"risk_pct": 1.0,
"position_pct": 100.0,
"contracts": 1,
"shares": 51,
"max_loss_usd": 98.43,
"size_label": "Small",
"display": "Risk 1.0% → Position 100.0% → 1 unit(s) → Max Loss $98.43"
},
"why_wins_today": [
{
"rank": 1,
"dimension": "relative_strength",
"label": "Highest Relative Strength",
"primary_value": -12.05,
"runner_up_value": 3.27,
"wins": true
},
{
"rank": 2,
"dimension": "expected_range",
"label": "Largest Expected Range",
"primary_value": 7.12,
"runner_up_value": 2.4,
"wins": true
},
{
"rank": 3,
"dimension": "win_prob",
"label": "Highest Probability",
"primary_value": 66.0,
"runner_up_value": 66.0,
"wins": true
},
{
"rank": 4,
"dimension": "risk_reward",
"label": "Best Risk Reward",
"primary_value": 6.22,
"runner_up_value": 1.6,
"wins": true
}
],
"why_not_alternatives": [
{
"symbol": "TQQQ",
"rank": 2,
"reasons": [
"Win% 66 vs 48",
"ER 3.7% vs 1.2%",
"Score 1.18 vs 0.29",
"RS -12.1% vs -3.4%",
"R:R 6.22 vs 1.0",
"Tradeable (Small) vs Pass"
],
"summary": "Why TSLA over TQQQ: Win% 66 vs 48 · ER 3.7% vs 1.2% · Score 1.18 vs 0.29 · RS -12.1% vs -3.4% · R:R 6.22 vs 1.0 · Tradeable (Small) vs Pass"
},
{
"symbol": "META",
"rank": 3,
"reasons": [
"ER 3.7% vs 0.6%",
"Score 1.18 vs 0.26",
"RS -12.1% vs -1.8%",
"R:R 6.22 vs 1.31",
"Tradeable (Small) vs Pass"
],
"summary": "Why TSLA over META: ER 3.7% vs 0.6% · Score 1.18 vs 0.26 · RS -12.1% vs -1.8% · R:R 6.22 vs 1.31 · Tradeable (Small) vs Pass"
},
{
"symbol": "NVDA",
"rank": 4,
"reasons": [
"Win% 66 vs 39",
"ER 3.7% vs 0.3%",
"Score 1.18 vs 0.09",
"RS -12.1% vs +0.0%",
"R:R 6.22 vs 1.6",
"Tradeable (Small) vs Pass"
],
"summary": "Why TSLA over NVDA: Win% 66 vs 39 · ER 3.7% vs 0.3% · Score 1.18 vs 0.09 · RS -12.1% vs +0.0% · R:R 6.22 vs 1.6 · Tradeable (Small) vs Pass"
},
{
"symbol": "MU",
"rank": 5,
"reasons": [
"Win% 66 vs 58",
"ER 3.7% vs 0.2%",
"Score 1.18 vs 0.06",
"RS -12.1% vs +0.1%",
"R:R 6.22 vs 1.0",
"Tradeable (Small) vs Pass"
],
"summary": "Why TSLA over MU: Win% 66 vs 58 · ER 3.7% vs 0.2% · Score 1.18 vs 0.06 · RS -12.1% vs +0.1% · R:R 6.22 vs 1.0 · Tradeable (Small) vs Pass"
},
{
"symbol": "QQQ",
"rank": 6,
"reasons": [
"Win% 66 vs 54",
"ER 3.7% vs 0.1%",
"Score 1.18 vs 0.06",
"RS -12.1% vs +0.0%",
"R:R 6.22 vs 1.6",
"Tradeable (Small) vs Pass"
],
"summary": "Why TSLA over QQQ: Win% 66 vs 54 · ER 3.7% vs 0.1% · Score 1.18 vs 0.06 · RS -12.1% vs +0.0% · R:R 6.22 vs 1.6 · 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": 66.0,
"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": 370.45,
"win_scenario_usd": 612.0,
"loss_scenario_usd": 98.43,
"win_prob_pct": 66.0,
"display": "EV $+370 (win +$612 @ 66.0% · loss -$98)"
},
"entry_status": {
"current_price": 322.86,
"ideal_entry": 323.36,
"distance_pct": 0.15,
"remaining_er_pct": 3.56,
"live_expected_return_pct": 3.56,
"new_plan": null,
"alternate_entry": null,
"advisory": true,
"advisory_tag": "ADVISORY — 不构成投资建议",
"zone_low": 322.39,
"zone_high": 324.33,
"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": 2,
"win_prob": 48.0,
"expected_return_pct": 1.2,
"trade_action": "Pass",
"why": "RS弱于QQQ -3.39% · Volume 信号 · Geo-risk day — avoid blind TQQQ short vs escalation",
"note": "Monitor — below trade threshold"
},
{
"symbol": "META",
"rank": 3,
"win_prob": 66.0,
"expected_return_pct": 0.61,
"trade_action": "Pass",
"why": "RS弱于QQQ -1.82% · Volume 信号 · 上行空间 <1.0%",
"note": "Monitor — below trade threshold"
},
{
"symbol": "NVDA",
"rank": 4,
"win_prob": 39.0,
"expected_return_pct": 0.28,
"trade_action": "Pass",
"why": "RS弱于SMH -0.68% · News 8 (利空做空) · Volume 信号 · Geo-risk day — avoid blind NVDA short vs escalation",
"note": "Monitor — below trade threshold"
},
{
"symbol": "MU",
"rank": 5,
"win_prob": 58.0,
"expected_return_pct": 0.21,
"trade_action": "Pass",
"why": "RS弱于SMH -0.62% · 上行空间 <1.0%",
"note": "Monitor — below trade threshold"
},
{
"symbol": "QQQ",
"rank": 6,
"win_prob": 54.0,
"expected_return_pct": 0.15,
"trade_action": "Pass",
"why": "Volume 信号 · 上行空间 <1.0%",
"note": "Monitor — below trade threshold"
}
],
"advisory": true,
"swing": {
"symbol": "TSLA",
"direction": "SHORT",
"instrument": "Stock",
"horizon": "Swing",
"duration": "Swing (days–weeks)",
"confidence": 71,
"entry": "Near 323.8 (swing zone)",
"entry_source": "swing_zone",
"entry_price": 323.83,
"entry_zone": {
"low": 322.86,
"high": 332.69,
"mid": 323.83,
"display": "$322.86–$332.69",
"source": "swing_pullback"
},
"stop": "350.4 (1.75xATR)",
"stop_source": "1.75xATR",
"stop_price": 350.4,
"target": "288.4 (T1 ~10.9%)",
"target_source": "2xATR_or_5pct",
"target_price": 288.41,
"targets": [
{
"price": 288.41,
"label": "T1",
"pct": 10.94
},
{
"price": 275.26,
"label": "T2",
"pct": 15.0
}
],
"expected_return_pct": 10.94,
"expected_move": "+10.94%",
"risk_reward": 1.33,
"win_prob": 66.0,
"final_score": 1.18,
"swing_quality": 6.763,
"atr": 17.7114,
"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": 322.86,
"why": [
"高流动性波段标的 TSLA",
"Prior day +0.0%",
"5D momentum -18.2%",
"RS vs QQQ -12.05%",
"Swing score 6.8"
],
"why_chain": "高流动性波段标的 TSLA · Prior day +0.0% · 5D momentum -18.2% · RS vs QQQ -12.05%",
"invalidation": "Close beyond stop $350.4 or thesis broken (trend flip / catalyst fade)",
"trade_summary_cn": "波段做空 TSLA：理想入场 $322.86–$332.69，止损 $350.4，目标 $288.41（约 +10.9%），持仓天数–数周",
"one_liner": "波段做空 TSLA：理想入场 $322.86–$332.69，止损 $350.4，目标 $288.41（约 +10.9%），持仓天数–数周",
"edge_type": "Relative Weakness",
"advisory": true,
"label": "长线 · Swing Trade",
"separate_from_intraday": true
}
},
"edges": {
"macro_edge": {
"edge": "YES",
"why": "今日有重大催化剂（含地缘/突发）：Fed Headlines、Geopolitical Risk、Geopolitical Risk (Iran)、Oil Selloff",
"catalyst": "Fed Headlines、Geopolitical Risk、Geopolitical Risk (Iran)、Oil Selloff"
},
"index_edge": {
"edge": "YES",
"why": "QQQ 走弱 -1.67%（做空 edge）"
},
"sector_edge": {
"edge": "YES",
"why": "SMH 领先 QQQ +0.49%",
"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": "TSLA",
"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": 3.56,
"expected_high": 334.37,
"expected_low": 311.36,
"expected_close": 311.36,
"current_price": 322.86,
"upside_pct": 3.56,
"downside_risk_pct": 3.56,
"risk_reward": 1.0,
"rr_display": {
"reward_risk_ratio": 1.0,
"risk_reward_ratio": 1.0,
"reward_per_share": null,
"risk_per_share": null,
"label_reward_risk": "Reward/Risk 1.00",
"label_risk_reward": "Risk:Reward 1:1.00",
"display": "Reward/Risk 1.00 · Risk:Reward 1:1.00",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"final_score": 1.18,
"trade_action": "Small",
"trade": "Small",
"gap_pct": -14.41,
"relative_strength": -12.05,
"relative_strength_vs_smh": -12.75,
"relative_weakness_score": 19.7,
"prior_day_change_pct": 0.0,
"why_factors": [
"RS弱于QQQ -12.05%",
"Volume 信号"
],
"why": "RS弱于QQQ -12.05% · Volume 信号",
"score": 12,
"news_count": 0,
"factor_breakdown": {
"relative_strength_vs_qqq": -12.05,
"relative_strength_vs_smh": -12.75,
"relative_weakness_score": 19.7,
"gap_pct": -14.41,
"beta_proxy": 8.44,
"volume_signal": true,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": 0.48,
"prior_day_change_pct": 0.0
},
"edge_type": "Relative Weakness",
"score_formula_display": "final = win_prob(66%) × ER(3.6%) × rr_weight(0.5) / 100",
"rr_weight": 0.5,
"why_vs_runner_up": "TSLA RS -12.1% vs TQQQ -3.4%；ER 3.6% vs 1.2%；Win% 66 vs 48；higher beta (8.4 vs 3.1)；relative weakness play",
"advisory": true,
"rank": 1,
"direction": "SHORT"
},
{
"symbol": "TQQQ",
"win_prob": 48.0,
"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": -18.0
}
],
"total": 48.0,
"raw_total": 48.0,
"was_clamped": false
},
"expected_return_pct": 1.2,
"expected_high": 67.56,
"expected_low": 65.96,
"expected_close": 65.96,
"current_price": 66.76,
"upside_pct": 1.2,
"downside_risk_pct": 1.2,
"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": 0.29,
"trade_action": "Pass",
"trade": "Pass",
"gap_pct": -6.47,
"relative_strength": -3.39,
"relative_strength_vs_smh": -4.09,
"relative_weakness_score": 5.84,
"prior_day_change_pct": 0.0,
"why_factors": [
"RS弱于QQQ -3.39%",
"Volume 信号",
"Geo-risk day — avoid blind TQQQ short vs escalation"
],
"why": "RS弱于QQQ -3.39% · Volume 信号 · Geo-risk day — avoid blind TQQQ short vs escalation",
"score": 3,
"news_count": 0,
"factor_breakdown": {
"relative_strength_vs_qqq": -3.39,
"relative_strength_vs_smh": -4.09,
"relative_weakness_score": 5.84,
"gap_pct": -6.47,
"beta_proxy": 3.09,
"volume_signal": true,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": 0.48,
"prior_day_change_pct": 0.0
},
"edge_type": "Relative Weakness",
"score_formula_display": "final = win_prob(48%) × ER(1.2%) × rr_weight(0.5) / 100",
"rr_weight": 0.5,
"why_vs_runner_up": "—",
"advisory": true,
"rank": 2,
"direction": "SHORT"
},
{
"symbol": "META",
"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": 0.61,
"expected_high": 609.3,
"expected_low": 600.76,
"expected_close": 601.92,
"current_price": 605.61,
"upside_pct": 0.8,
"downside_risk_pct": 0.61,
"risk_reward": 1.31,
"rr_display": {
"reward_risk_ratio": 1.31,
"risk_reward_ratio": 0.76,
"reward_per_share": null,
"risk_per_share": null,
"label_reward_risk": "Reward/Risk 1.31",
"label_risk_reward": "Risk:Reward 1:0.76",
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{
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]
},
"intraday": {
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},
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"trade_valid": true,
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},
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}
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},
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},
"labels": {
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},
"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": 3.71,
"prediction_error_pct": null
},
"surprise": "Bond mattered less than expected despite 10Y=4.67%; 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；SMH -4.4% + QQQ -3.0%：半导体拖累纳指",
"playbook_refs": [
"Case-16"
],
"bayesian_drivers": {
"AI": 1.0,
"Bond": 0.0,
"Macro": 0.0,
"Oil": 0.0,
"Risk": 0.0
},
"data_gaps": []
}