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 17
H-2026-07-27-001Surprise：Bond mattered less than expected despite 10Y=4.71%; 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 -5.5% + QQQ -1.4%：半导体拖累纳指
{
"date": "2026-07-27",
"features": {
"dgs10": 4.71,
"dgs2": null,
"vix": 17.7,
"vix_chg": -4.74,
"qqq_chg": -1.41,
"smh_chg": -5.5,
"nvda_chg": -5.81,
"spy_chg": 0.0,
"oil_chg": 0.0,
"dxy_chg": -0.15,
"breadth_proxy": 0.42857142857142855,
"qqq_gap": 0.22,
"news_headline_count": 32,
"news_bearish_ratio": 0.059,
"news_ai_mentions": 74,
"news_macro_mentions": 11,
"news_oil_mentions": 3,
"news_risk_mentions": 4
},
"regime": {
"label": "AI Expansion",
"confidence": 0.82
},
"hypothesis": {
"id": "H-2026-07-27-001",
"statement": "AI/Semiconductor leads index today; macro is secondary variable",
"evidence": [
"VIX=17.7 (low fear)",
"VIX↓ -4.7% (risk-on)"
],
"counter_evidence": [
"SMH -1.5%",
"10Y=4.71% (elevated rates)"
],
"confidence": 0.66,
"status": "待验证"
},
"morning": {
"bias": "Neutral",
"total": 0,
"driver_type": "Political",
"daily_driver": "Geopolitical Risk",
"best_opportunity": {
"direction": "NO TRADE",
"symbol": "—",
"instrument": "—",
"horizon": "—",
"confidence": 45,
"entry": "—",
"stop": "—",
"target": "—",
"targets": [],
"duration": "—",
"why": [
"今日无任何标的达到交易阈值"
],
"why_chain": "今日无任何标的达到交易阈值",
"avoid": [],
"one_liner": "今日无任何标的达到交易阈值",
"p16_gate": "No Trade",
"threshold_message": "今日无任何标的达到交易阈值",
"advisory": true
},
"best_trades": {
"primary": null,
"secondary": null,
"watchlist": null,
"index_trade": "NO TRADE",
"p16_gate": "No Trade",
"threshold_message": "今日无任何标的达到交易阈值",
"stock_trades": [],
"top_trades": [
{
"rank": 1,
"symbol": "AMD",
"direction": "LONG",
"instrument": "Stock",
"horizon": "Intraday",
"confidence": 77,
"confidence_stars": "★★★☆☆",
"expected_move": "+1.11%",
"expected_return_pct": 1.11,
"win_prob": 77.0,
"win_prob_breakdown": {
"components": [
{
"factor": "Base",
"key": "base",
"points": 50.0
},
{
"factor": "RS",
"key": "rs",
"points": 18.0
},
{
"factor": "Catalyst",
"key": "catalyst",
"points": 5.0
},
{
"factor": "Macro",
"key": "macro",
"points": 4.0
}
],
"total": 77.0,
"raw_total": 77.0,
"was_clamped": false
},
"risk_reward": 17.4,
"final_score": 0.4,
"trade_action": "Pass",
"relative_strength": 1.94,
"entry": "Above 533.4 (现价)",
"entry_source": "current",
"entry_price": 533.03,
"entry_zone": {
"low": 532.69,
"high": 533.38,
"mid": 533.03,
"anchors": [
{
"source": "orb_low",
"label": "ORB低点",
"price": 532.69
}
],
"display": "Entry Zone 532.69–533.38",
"entry_source": "current",
"tolerance_pct": 0.3
},
"stop": "532.7 (ORB低点)",
"stop_source": "orb_low",
"stop_price": 532.69,
"target": "538.9 (预期收盘)",
"target_source": "expected_close",
"target_price": 538.92,
"targets": [
"538.9 (预期收盘)"
],
"level_anchors": {
"vwap": 536.78,
"orb_high": 540.59,
"orb_low": 532.69,
"prev_high": null,
"prev_low": null,
"prior_close": 521.95,
"orb_from_minute": true
},
"levels_valid": true,
"why": [
"RS vs QQQ +1.94%",
"RS vs SMH +3.62%",
"News 1",
"VIX 回落"
],
"why_chain": "RS vs QQQ +1.94% · RS vs SMH +3.62% · News 1 · VIX 回落",
"why_vs_runner_up": "AMD RS +1.9% vs AVGO +1.9%；ER 1.0% vs 0.9%；relative strength",
"factor_breakdown": {
"relative_strength_vs_qqq": 1.94,
"relative_strength_vs_smh": 3.62,
"relative_weakness_score": -4.11,
"gap_pct": 3.57,
"beta_proxy": 8.76,
"volume_signal": false,
"news_count": 1,
"extended_gap_penalty": 0.0,
"vix_change_pct": -4.74,
"prior_day_change_pct": -1.15
},
"edge_type": "Relative Strength",
"score_formula_display": "final = win_prob(77%) × ER(1.0%) × rr_weight(0.5) / 100",
"expected_high": 538.92,
"expected_low": 527.84,
"expected_close": 538.92,
"current_price": 533.38,
"upside_pct": 1.04,
"downside_risk_pct": 1.04,
"why_factors": [
"RS vs QQQ +1.94%",
"RS vs SMH +3.62%",
"News 1",
"VIX 回落"
],
"why_today": "RS vs QQQ +1.94% · RS vs SMH +3.62% · News 1 · VIX 回落",
"gap_pct": 3.57,
"rr_display": {
"reward_risk_ratio": 17.32,
"risk_reward_ratio": 0.06,
"reward_per_share": 5.89,
"risk_per_share": 0.34,
"label_reward_risk": "Reward/Risk 17.32",
"label_risk_reward": "Risk:Reward 1:0.06",
"display": "Reward/Risk 17.32 · Risk:Reward 1:0.06",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"catalyst": "Geopolitical Risk · Geopolitical Risk (Iran)",
"invalidation": "Close below stop $532.69 · Geopolitical escalation invalidates mean-reversion",
"advisory": true,
"level_reasons": {
"entry": {
"price": 533.03,
"source": "current",
"confidence": 55,
"reasons": []
},
"stop": {
"price": 532.69,
"source": "orb_low",
"confidence": 77,
"reasons": [
{
"source": "orb_low",
"label": "ORB Low",
"price": 532.69,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
},
"target": {
"price": 538.92,
"source": "expected_close",
"confidence": 77,
"reasons": [
{
"source": "expected_close",
"label": "Expected Close",
"price": 538.92,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
}
},
"return_calculation": "(538.92-533.03)/533.03=1.11%",
"heuristic_expected_return_pct": 1.04,
"target_action": "卖出/获利",
"trade_summary_cn": "做多 AMD：在 533.03 附近入场，目标 538.92，预期 +1.11%",
"trade_economics": {
"account_size": 10000.0,
"risk_pct": 1.0,
"position_pct": 100.0,
"shares": 294,
"contracts": 0,
"max_loss_usd": 99.96,
"win_usd": 1731.66,
"loss_usd": 99.96,
"expected_value_usd": 1310.39,
"risk_per_share": 0.34,
"reward_per_share": 5.89,
"rr_display": {
"reward_risk_ratio": 17.32,
"risk_reward_ratio": 0.06,
"reward_per_share": 5.89,
"risk_per_share": 0.34,
"label_reward_risk": "Reward/Risk 17.32",
"label_risk_reward": "Risk:Reward 1:0.06",
"display": "Reward/Risk 17.32 · Risk:Reward 1:0.06",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"size_label": "None",
"display": "$10,000 → Win +$1732 / Loss -$100"
},
"position_sizing": {
"risk_pct": 1.0,
"position_pct": 100.0,
"contracts": 0,
"shares": 294,
"max_loss_usd": 99.96,
"size_label": "None",
"display": "Risk 1.0% → Position 100.0% → 294 unit(s) → Max Loss $99.96"
},
"why_wins_today": [
{
"rank": 1,
"dimension": "win_prob",
"label": "Highest Probability",
"primary_value": 77.0,
"runner_up_value": 77.0,
"wins": true
},
{
"rank": 2,
"dimension": "risk_reward",
"label": "Best Risk Reward",
"primary_value": 17.4,
"runner_up_value": 1.0,
"wins": true
}
],
"why_not_alternatives": [
{
"symbol": "AVGO",
"rank": 2,
"reasons": [
"ER 1.1% vs 0.9%",
"Score 0.4 vs 0.34",
"R:R 17.4 vs 1.0"
],
"summary": "Why AMD over AVGO: ER 1.1% vs 0.9% · Score 0.4 vs 0.34 · R:R 17.4 vs 1.0"
},
{
"symbol": "ARM",
"rank": 3,
"reasons": [
"Win% 77 vs 72",
"ER 1.1% vs 0.8%",
"Score 0.4 vs 0.3",
"RS +1.9% vs +2.4%",
"R:R 17.4 vs 1.0"
],
"summary": "Why AMD over ARM: Win% 77 vs 72 · ER 1.1% vs 0.8% · Score 0.4 vs 0.3 · RS +1.9% vs +2.4% · R:R 17.4 vs 1.0"
},
{
"symbol": "MU",
"rank": 4,
"reasons": [
"ER 1.1% vs 0.7%",
"Score 0.4 vs 0.25",
"RS +1.9% vs +1.8%",
"R:R 17.4 vs 1.0"
],
"summary": "Why AMD over MU: ER 1.1% vs 0.7% · Score 0.4 vs 0.25 · RS +1.9% vs +1.8% · R:R 17.4 vs 1.0"
},
{
"symbol": "SPY",
"rank": 5,
"reasons": [
"Win% 77 vs 75",
"ER 1.1% vs 0.2%",
"Score 0.4 vs 0.08",
"RS +1.9% vs +0.7%",
"R:R 17.4 vs 0.58"
],
"summary": "Why AMD over SPY: Win% 77 vs 75 · ER 1.1% vs 0.2% · Score 0.4 vs 0.08 · RS +1.9% vs +0.7% · R:R 17.4 vs 0.58"
},
{
"symbol": "TQQQ",
"rank": 6,
"reasons": [
"Win% 77 vs 69",
"ER 1.1% vs 0.1%",
"Score 0.4 vs 0.03",
"RS +1.9% vs +0.2%",
"R:R 17.4 vs 0.13"
],
"summary": "Why AMD over TQQQ: Win% 77 vs 69 · ER 1.1% vs 0.1% · Score 0.4 vs 0.03 · RS +1.9% vs +0.2% · R:R 17.4 vs 0.13"
}
],
"rank_summary": "AMD ranked #1 because highest probability + best reward/risk",
"win_prob_source": "rules",
"calibration": {
"calibrated_win_prob": 77.0,
"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": 1310.39,
"win_scenario_usd": 1731.66,
"loss_scenario_usd": 99.96,
"win_prob_pct": 77.0,
"display": "EV $+1310 (win +$1732 @ 77.0% · loss -$100)"
},
"entry_status": {
"current_price": 533.38,
"ideal_entry": 533.03,
"distance_pct": 0.07,
"remaining_er_pct": 1.04,
"live_expected_return_pct": 1.04,
"new_plan": null,
"alternate_entry": null,
"advisory": true,
"advisory_tag": "ADVISORY — 不构成投资建议",
"zone_low": 532.69,
"zone_high": 533.38,
"miss_threshold_pct": 1.0,
"status": "PREMARKET",
"status_reason": "Premarket Ideal Entry — plan not yet live",
"action_hint": "Entry still valid"
}
},
{
"rank": 2,
"symbol": "AVGO",
"direction": "LONG",
"instrument": "Stock",
"horizon": "Intraday",
"confidence": 77,
"confidence_stars": "★★★☆☆",
"expected_move": "+0.23%",
"expected_return_pct": 0.23,
"win_prob": 77.0,
"win_prob_breakdown": {
"components": [
{
"factor": "Base",
"key": "base",
"points": 50.0
},
{
"factor": "RS",
"key": "rs",
"points": 18.0
},
{
"factor": "Gap",
"key": "gap",
"points": 5.0
},
{
"factor": "Macro",
"key": "macro",
"points": 4.0
}
],
"total": 77.0,
"raw_total": 77.0,
"was_clamped": false
},
"risk_reward": 0.14,
"final_score": 0.34,
"trade_action": "Pass",
"relative_strength": 1.95,
"entry": "Above 393.5 (ORB高点)",
"entry_source": "orb_high",
"entry_price": 392.84,
"entry_zone": {
"low": 392.31,
"high": 393.37,
"mid": 392.84,
"anchors": [
{
"source": "orb_high",
"label": "ORB高点",
"price": 393.49
}
],
"display": "Entry Zone 392–393",
"entry_source": "orb_high",
"tolerance_pct": 0.3
},
"stop": "386.3 (ORB低点)",
"stop_source": "orb_low",
"stop_price": 386.27,
"target": "393.8 (预期收盘)",
"target_source": "expected_close",
"target_price": 393.76,
"targets": [
"393.8 (预期收盘)"
],
"level_anchors": {
"vwap": 391.21,
"orb_high": 393.49,
"orb_low": 386.27,
"prev_high": null,
"prev_low": null,
"prior_close": 381.92,
"orb_from_minute": true
},
"levels_valid": true,
"why": [
"RS vs QQQ +1.95%",
"RS vs SMH +3.63%",
"Gap 未过度延伸",
"VIX 回落",
"上行空间 <1.0%"
],
"why_chain": "RS vs QQQ +1.95% · RS vs SMH +3.63% · Gap 未过度延伸 · VIX 回落",
"why_vs_runner_up": "—",
"factor_breakdown": {
"relative_strength_vs_qqq": 1.95,
"relative_strength_vs_smh": 3.63,
"relative_weakness_score": -4.13,
"gap_pct": 1.14,
"beta_proxy": 8.8,
"volume_signal": false,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": -4.74,
"prior_day_change_pct": -0.55
},
"edge_type": "Relative Strength",
"score_formula_display": "final = win_prob(77%) × ER(0.9%) × rr_weight(0.5) / 100",
"expected_high": 394.21,
"expected_low": 386.41,
"expected_close": 393.76,
"current_price": 390.31,
"upside_pct": 1.0,
"downside_risk_pct": 1.0,
"why_factors": [
"RS vs QQQ +1.95%",
"RS vs SMH +3.63%",
"Gap 未过度延伸",
"VIX 回落",
"上行空间 <1.0%"
],
"why_today": "RS vs QQQ +1.95% · RS vs SMH +3.63% · Gap 未过度延伸 · VIX 回落",
"gap_pct": 1.14,
"rr_display": {
"reward_risk_ratio": 0.14,
"risk_reward_ratio": 7.14,
"reward_per_share": 0.92,
"risk_per_share": 6.57,
"label_reward_risk": "Reward/Risk 0.14",
"label_risk_reward": "Risk:Reward 1:7.14",
"display": "Reward/Risk 0.14 · Risk:Reward 1:7.14",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"catalyst": "Geopolitical Risk · Geopolitical Risk (Iran)",
"invalidation": "Close below stop $386.27 · Geopolitical escalation invalidates mean-reversion",
"advisory": true,
"level_reasons": {
"entry": {
"price": 392.84,
"source": "orb_high",
"confidence": 89,
"reasons": [
{
"source": "vwap",
"label": "VWAP",
"price": 391.21,
"weight_pct": 30.0,
"matched": true,
"primary": false
},
{
"source": "orb_high",
"label": "ORB High",
"price": 393.49,
"weight_pct": 70.0,
"matched": true,
"primary": true
}
]
},
"stop": {
"price": 386.27,
"source": "orb_low",
"confidence": 77,
"reasons": [
{
"source": "orb_low",
"label": "ORB Low",
"price": 386.27,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
},
"target": {
"price": 393.76,
"source": "expected_close",
"confidence": 77,
"reasons": [
{
"source": "expected_close",
"label": "Expected Close",
"price": 393.76,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
}
},
"return_calculation": "(393.76-392.84)/392.84=0.23%",
"heuristic_expected_return_pct": 0.88,
"target_action": "卖出/获利",
"trade_summary_cn": "做多 AVGO：在 392.84 附近入场，目标 393.76，预期 +0.23%",
"trade_economics": {
"account_size": 10000.0,
"risk_pct": 1.0,
"position_pct": 58.9,
"shares": 15,
"contracts": 0,
"max_loss_usd": 98.55,
"win_usd": 13.8,
"loss_usd": 98.55,
"expected_value_usd": -12.04,
"risk_per_share": 6.57,
"reward_per_share": 0.92,
"rr_display": {
"reward_risk_ratio": 0.14,
"risk_reward_ratio": 7.14,
"reward_per_share": 0.92,
"risk_per_share": 6.57,
"label_reward_risk": "Reward/Risk 0.14",
"label_risk_reward": "Risk:Reward 1:7.14",
"display": "Reward/Risk 0.14 · Risk:Reward 1:7.14",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"size_label": "None",
"display": "$10,000 → Win +$14 / Loss -$99"
},
"position_sizing": {
"risk_pct": 1.0,
"position_pct": 58.9,
"contracts": 0,
"shares": 15,
"max_loss_usd": 98.55,
"size_label": "None",
"display": "Risk 1.0% → Position 58.9% → 15 unit(s) → Max Loss $98.55"
},
"why_wins_today": [
{
"rank": 1,
"dimension": "win_prob",
"label": "Highest Probability",
"primary_value": 77.0,
"runner_up_value": 77.0,
"wins": true
}
],
"why_not_alternatives": [
{
"symbol": "AMD",
"rank": 1,
"reasons": [
"ER 0.2% vs 1.0%",
"Score 0.34 vs 0.4"
],
"summary": "Why AVGO over AMD: ER 0.2% vs 1.0% · Score 0.34 vs 0.4"
},
{
"symbol": "ARM",
"rank": 3,
"reasons": [
"Win% 77 vs 72",
"ER 0.2% vs 0.8%",
"Score 0.34 vs 0.3",
"RS +1.9% vs +2.4%"
],
"summary": "Why AVGO over ARM: Win% 77 vs 72 · ER 0.2% vs 0.8% · Score 0.34 vs 0.3 · RS +1.9% vs +2.4%"
},
{
"symbol": "MU",
"rank": 4,
"reasons": [
"ER 0.2% vs 0.7%",
"Score 0.34 vs 0.25",
"RS +1.9% vs +1.8%"
],
"summary": "Why AVGO over MU: ER 0.2% vs 0.7% · Score 0.34 vs 0.25 · RS +1.9% vs +1.8%"
},
{
"symbol": "SPY",
"rank": 5,
"reasons": [
"Win% 77 vs 75",
"ER 0.2% vs 0.2%",
"Score 0.34 vs 0.08",
"RS +1.9% vs +0.7%"
],
"summary": "Why AVGO over SPY: Win% 77 vs 75 · ER 0.2% vs 0.2% · Score 0.34 vs 0.08 · RS +1.9% vs +0.7%"
},
{
"symbol": "TQQQ",
"rank": 6,
"reasons": [
"Win% 77 vs 69",
"ER 0.2% vs 0.1%",
"Score 0.34 vs 0.03",
"RS +1.9% vs +0.2%",
"R:R 0.14 vs 0.13"
],
"summary": "Why AVGO over TQQQ: Win% 77 vs 69 · ER 0.2% vs 0.1% · Score 0.34 vs 0.03 · RS +1.9% vs +0.2% · R:R 0.14 vs 0.13"
}
],
"win_prob_source": "rules",
"calibration": {
"calibrated_win_prob": 77.0,
"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": -12.04,
"win_scenario_usd": 13.8,
"loss_scenario_usd": 98.55,
"win_prob_pct": 77.0,
"display": "EV $-12 (win +$14 @ 77.0% · loss -$99)"
},
"entry_status": {
"current_price": 390.31,
"ideal_entry": 392.84,
"distance_pct": -0.64,
"remaining_er_pct": 0.88,
"live_expected_return_pct": 0.88,
"new_plan": null,
"alternate_entry": null,
"advisory": true,
"advisory_tag": "ADVISORY — 不构成投资建议",
"zone_low": 392.31,
"zone_high": 393.37,
"miss_threshold_pct": 1.0,
"status": "PREMARKET",
"status_reason": "Premarket Ideal Entry — plan not yet live",
"action_hint": "Entry still valid"
}
},
{
"rank": 3,
"symbol": "ARM",
"direction": "LONG",
"instrument": "Stock",
"horizon": "Intraday",
"confidence": 72,
"confidence_stars": "★★★☆☆",
"expected_move": "+0.82%",
"expected_return_pct": 0.82,
"win_prob": 72.0,
"win_prob_breakdown": {
"components": [
{
"factor": "Base",
"key": "base",
"points": 50.0
},
{
"factor": "RS",
"key": "rs",
"points": 18.0
},
{
"factor": "Macro",
"key": "macro",
"points": 4.0
}
],
"total": 72.0,
"raw_total": 72.0,
"was_clamped": false
},
"risk_reward": 2.43,
"final_score": 0.3,
"trade_action": "Pass",
"relative_strength": 2.38,
"entry": "Above 266.9 (现价)",
"entry_source": "current",
"entry_price": 266.85,
"entry_zone": {
"low": 266.05,
"high": 267.65,
"mid": 266.85,
"anchors": [],
"display": "Entry Zone 266–268",
"entry_source": "current",
"tolerance_pct": 0.3
},
"stop": "265.9 (ORB低点)",
"stop_source": "orb_low",
"stop_price": 265.95,
"target": "269.0 (预期收盘)",
"target_source": "expected_close",
"target_price": 269.04,
"targets": [
"269.0 (预期收盘)"
],
"level_anchors": {
"vwap": 268.12,
"orb_high": 269.6,
"orb_low": 265.95,
"prev_high": null,
"prev_low": null,
"prior_close": 260.01,
"orb_from_minute": true
},
"levels_valid": true,
"why": [
"RS vs QQQ +2.38%",
"RS vs SMH +4.06%",
"VIX 回落",
"上行空间 <1.0%"
],
"why_chain": "RS vs QQQ +2.38% · RS vs SMH +4.06% · VIX 回落 · 上行空间 <1.0%",
"why_vs_runner_up": "—",
"factor_breakdown": {
"relative_strength_vs_qqq": 2.38,
"relative_strength_vs_smh": 4.06,
"relative_weakness_score": -4.82,
"gap_pct": 2.46,
"beta_proxy": 10.52,
"volume_signal": false,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": -4.74,
"prior_day_change_pct": -5.67
},
"edge_type": "Relative Strength",
"score_formula_display": "final = win_prob(72%) × ER(0.8%) × rr_weight(0.5) / 100",
"expected_high": 269.52,
"expected_low": 264.18,
"expected_close": 269.04,
"current_price": 266.85,
"upside_pct": 1.0,
"downside_risk_pct": 1.0,
"why_factors": [
"RS vs QQQ +2.38%",
"RS vs SMH +4.06%",
"VIX 回落",
"上行空间 <1.0%"
],
"why_today": "RS vs QQQ +2.38% · RS vs SMH +4.06% · VIX 回落 · 上行空间 <1.0%",
"gap_pct": 2.46,
"rr_display": {
"reward_risk_ratio": 2.43,
"risk_reward_ratio": 0.41,
"reward_per_share": 2.19,
"risk_per_share": 0.9,
"label_reward_risk": "Reward/Risk 2.43",
"label_risk_reward": "Risk:Reward 1:0.41",
"display": "Reward/Risk 2.43 · Risk:Reward 1:0.41",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"catalyst": "Geopolitical Risk · Geopolitical Risk (Iran)",
"invalidation": "Close below stop $265.95 · Geopolitical escalation invalidates mean-reversion",
"advisory": true,
"level_reasons": {
"entry": {
"price": 266.85,
"source": "current",
"confidence": 67,
"reasons": [
{
"source": "vwap",
"label": "VWAP",
"price": 268.12,
"weight_pct": 100.0,
"matched": true,
"primary": false
}
]
},
"stop": {
"price": 265.95,
"source": "orb_low",
"confidence": 77,
"reasons": [
{
"source": "orb_low",
"label": "ORB Low",
"price": 265.95,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
},
"target": {
"price": 269.04,
"source": "expected_close",
"confidence": 77,
"reasons": [
{
"source": "expected_close",
"label": "Expected Close",
"price": 269.04,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
}
},
"return_calculation": "(269.04-266.85)/266.85=0.82%",
"heuristic_expected_return_pct": 0.82,
"target_action": "卖出/获利",
"trade_summary_cn": "做多 ARM：在 266.85 附近入场，目标 269.04，预期 +0.82%",
"trade_economics": {
"account_size": 10000.0,
"risk_pct": 1.0,
"position_pct": 100.0,
"shares": 111,
"contracts": 0,
"max_loss_usd": 99.9,
"win_usd": 243.09,
"loss_usd": 99.9,
"expected_value_usd": 147.05,
"risk_per_share": 0.9,
"reward_per_share": 2.19,
"rr_display": {
"reward_risk_ratio": 2.43,
"risk_reward_ratio": 0.41,
"reward_per_share": 2.19,
"risk_per_share": 0.9,
"label_reward_risk": "Reward/Risk 2.43",
"label_risk_reward": "Risk:Reward 1:0.41",
"display": "Reward/Risk 2.43 · Risk:Reward 1:0.41",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"size_label": "None",
"display": "$10,000 → Win +$243 / Loss -$100"
},
"position_sizing": {
"risk_pct": 1.0,
"position_pct": 100.0,
"contracts": 0,
"shares": 111,
"max_loss_usd": 99.9,
"size_label": "None",
"display": "Risk 1.0% → Position 100.0% → 111 unit(s) → Max Loss $99.9"
},
"why_wins_today": [
{
"rank": 1,
"dimension": "relative_strength",
"label": "Highest Relative Strength",
"primary_value": 2.38,
"runner_up_value": 1.95,
"wins": true
},
{
"rank": 2,
"dimension": "risk_reward",
"label": "Best Risk Reward",
"primary_value": 2.43,
"runner_up_value": 1.0,
"wins": true
}
],
"why_not_alternatives": [
{
"symbol": "AMD",
"rank": 1,
"reasons": [
"Win% 72 vs 77",
"ER 0.8% vs 1.0%",
"Score 0.3 vs 0.4",
"RS +2.4% vs +1.9%",
"R:R 2.43 vs 1.0"
],
"summary": "Why ARM over AMD: Win% 72 vs 77 · ER 0.8% vs 1.0% · Score 0.3 vs 0.4 · RS +2.4% vs +1.9% · R:R 2.43 vs 1.0"
},
{
"symbol": "AVGO",
"rank": 2,
"reasons": [
"Win% 72 vs 77",
"ER 0.8% vs 0.9%",
"Score 0.3 vs 0.34",
"RS +2.4% vs +1.9%",
"R:R 2.43 vs 1.0"
],
"summary": "Why ARM over AVGO: Win% 72 vs 77 · ER 0.8% vs 0.9% · Score 0.3 vs 0.34 · RS +2.4% vs +1.9% · R:R 2.43 vs 1.0"
},
{
"symbol": "MU",
"rank": 4,
"reasons": [
"Win% 72 vs 77",
"ER 0.8% vs 0.7%",
"Score 0.3 vs 0.25",
"RS +2.4% vs +1.8%",
"R:R 2.43 vs 1.0"
],
"summary": "Why ARM over MU: Win% 72 vs 77 · ER 0.8% vs 0.7% · Score 0.3 vs 0.25 · RS +2.4% vs +1.8% · R:R 2.43 vs 1.0"
},
{
"symbol": "SPY",
"rank": 5,
"reasons": [
"Win% 72 vs 75",
"ER 0.8% vs 0.2%",
"Score 0.3 vs 0.08",
"RS +2.4% vs +0.7%",
"R:R 2.43 vs 0.58"
],
"summary": "Why ARM over SPY: Win% 72 vs 75 · ER 0.8% vs 0.2% · Score 0.3 vs 0.08 · RS +2.4% vs +0.7% · R:R 2.43 vs 0.58"
},
{
"symbol": "TQQQ",
"rank": 6,
"reasons": [
"Win% 72 vs 69",
"ER 0.8% vs 0.1%",
"Score 0.3 vs 0.03",
"RS +2.4% vs +0.2%",
"R:R 2.43 vs 0.13"
],
"summary": "Why ARM over TQQQ: Win% 72 vs 69 · ER 0.8% vs 0.1% · Score 0.3 vs 0.03 · RS +2.4% vs +0.2% · R:R 2.43 vs 0.13"
}
],
"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": 147.05,
"win_scenario_usd": 243.09,
"loss_scenario_usd": 99.9,
"win_prob_pct": 72.0,
"display": "EV $+147 (win +$243 @ 72.0% · loss -$100)"
},
"entry_status": {
"current_price": 266.85,
"ideal_entry": 266.85,
"distance_pct": 0.0,
"remaining_er_pct": 0.82,
"live_expected_return_pct": 0.82,
"new_plan": null,
"alternate_entry": null,
"advisory": true,
"advisory_tag": "ADVISORY — 不构成投资建议",
"zone_low": 266.05,
"zone_high": 267.65,
"miss_threshold_pct": 1.0,
"status": "PREMARKET",
"status_reason": "Premarket Ideal Entry — plan not yet live",
"action_hint": "Entry still valid"
}
},
{
"rank": 4,
"symbol": "MU",
"direction": "LONG",
"instrument": "Stock",
"horizon": "Intraday",
"confidence": 77,
"confidence_stars": "★★★☆☆",
"expected_move": "+0.92%",
"expected_return_pct": 0.92,
"win_prob": 77.0,
"win_prob_breakdown": {
"components": [
{
"factor": "Base",
"key": "base",
"points": 50.0
},
{
"factor": "RS",
"key": "rs",
"points": 18.0
},
{
"factor": "Catalyst",
"key": "catalyst",
"points": 5.0
},
{
"factor": "Macro",
"key": "macro",
"points": 4.0
}
],
"total": 77.0,
"raw_total": 77.0,
"was_clamped": false
},
"risk_reward": 0.85,
"final_score": 0.25,
"trade_action": "Pass",
"relative_strength": 1.77,
"entry": "Above 939.6 (现价)",
"entry_source": "current",
"entry_price": 940.34,
"entry_zone": {
"low": 939.58,
"high": 941.1,
"mid": 940.34,
"anchors": [
{
"source": "orb_low",
"label": "ORB低点",
"price": 941.1
}
],
"display": "Entry Zone 940–941",
"entry_source": "current",
"tolerance_pct": 0.3
},
"stop": "930.2 (预期低点)",
"stop_source": "expected_low",
"stop_price": 930.19,
"target": "949.0 (预期高点)",
"target_source": "expected_high",
"target_price": 948.98,
"targets": [
"949.0 (预期高点)"
],
"level_anchors": {
"vwap": 948.5,
"orb_high": 961.0,
"orb_low": 941.1,
"prev_high": null,
"prev_low": null,
"prior_close": 920.95,
"orb_from_minute": true
},
"levels_valid": true,
"why": [
"RS vs QQQ +1.77%",
"RS vs SMH +3.45%",
"News 1",
"VIX 回落",
"上行空间 <1.0%"
],
"why_chain": "RS vs QQQ +1.77% · RS vs SMH +3.45% · News 1 · VIX 回落",
"why_vs_runner_up": "—",
"factor_breakdown": {
"relative_strength_vs_qqq": 1.77,
"relative_strength_vs_smh": 3.45,
"relative_weakness_score": -3.84,
"gap_pct": 2.43,
"beta_proxy": 8.08,
"volume_signal": false,
"news_count": 1,
"extended_gap_penalty": 0.0,
"vix_change_pct": -4.74,
"prior_day_change_pct": -5.07
},
"edge_type": "Relative Strength",
"score_formula_display": "final = win_prob(77%) × ER(0.7%) × rr_weight(0.5) / 100",
"expected_high": 948.98,
"expected_low": 930.19,
"expected_close": 945.77,
"current_price": 939.58,
"upside_pct": 1.0,
"downside_risk_pct": 1.0,
"why_factors": [
"RS vs QQQ +1.77%",
"RS vs SMH +3.45%",
"News 1",
"VIX 回落",
"上行空间 <1.0%"
],
"why_today": "RS vs QQQ +1.77% · RS vs SMH +3.45% · News 1 · VIX 回落",
"gap_pct": 2.43,
"rr_display": {
"reward_risk_ratio": 0.85,
"risk_reward_ratio": 1.18,
"reward_per_share": 8.64,
"risk_per_share": 10.15,
"label_reward_risk": "Reward/Risk 0.85",
"label_risk_reward": "Risk:Reward 1:1.18",
"display": "Reward/Risk 0.85 · Risk:Reward 1:1.18",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"catalyst": "Geopolitical Risk · Geopolitical Risk (Iran)",
"invalidation": "Close below stop $930.19 · Geopolitical escalation invalidates mean-reversion",
"advisory": true,
"level_reasons": {
"entry": {
"price": 940.34,
"source": "current",
"confidence": 55,
"reasons": []
},
"stop": {
"price": 930.19,
"source": "expected_low",
"confidence": 55,
"reasons": []
},
"target": {
"price": 948.98,
"source": "expected_high",
"confidence": 77,
"reasons": [
{
"source": "expected_high",
"label": "Expected High",
"price": 948.98,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
}
},
"return_calculation": "(948.98-940.34)/940.34=0.92%",
"heuristic_expected_return_pct": 0.66,
"target_action": "卖出/获利",
"trade_summary_cn": "做多 MU：在 940.34 附近入场，目标 948.98，预期 +0.92%",
"trade_economics": {
"account_size": 10000.0,
"risk_pct": 1.0,
"position_pct": 84.6,
"shares": 9,
"contracts": 0,
"max_loss_usd": 91.35,
"win_usd": 77.76,
"loss_usd": 91.35,
"expected_value_usd": 38.86,
"risk_per_share": 10.15,
"reward_per_share": 8.64,
"rr_display": {
"reward_risk_ratio": 0.85,
"risk_reward_ratio": 1.18,
"reward_per_share": 8.64,
"risk_per_share": 10.15,
"label_reward_risk": "Reward/Risk 0.85",
"label_risk_reward": "Risk:Reward 1:1.18",
"display": "Reward/Risk 0.85 · Risk:Reward 1:1.18",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"size_label": "None",
"display": "$10,000 → Win +$78 / Loss -$91"
},
"position_sizing": {
"risk_pct": 1.0,
"position_pct": 84.6,
"contracts": 0,
"shares": 9,
"max_loss_usd": 91.35,
"size_label": "None",
"display": "Risk 1.0% → Position 84.6% → 9 unit(s) → Max Loss $91.35"
},
"why_wins_today": [
{
"rank": 1,
"dimension": "win_prob",
"label": "Highest Probability",
"primary_value": 77.0,
"runner_up_value": 77.0,
"wins": true
}
],
"why_not_alternatives": [
{
"symbol": "AMD",
"rank": 1,
"reasons": [
"ER 0.9% vs 1.0%",
"Score 0.25 vs 0.4",
"RS +1.8% vs +1.9%"
],
"summary": "Why MU over AMD: ER 0.9% vs 1.0% · Score 0.25 vs 0.4 · RS +1.8% vs +1.9%"
},
{
"symbol": "AVGO",
"rank": 2,
"reasons": [
"ER 0.9% vs 0.9%",
"Score 0.25 vs 0.34",
"RS +1.8% vs +1.9%"
],
"summary": "Why MU over AVGO: ER 0.9% vs 0.9% · Score 0.25 vs 0.34 · RS +1.8% vs +1.9%"
},
{
"symbol": "ARM",
"rank": 3,
"reasons": [
"Win% 77 vs 72",
"ER 0.9% vs 0.8%",
"Score 0.25 vs 0.3",
"RS +1.8% vs +2.4%"
],
"summary": "Why MU over ARM: Win% 77 vs 72 · ER 0.9% vs 0.8% · Score 0.25 vs 0.3 · RS +1.8% vs +2.4%"
},
{
"symbol": "SPY",
"rank": 5,
"reasons": [
"Win% 77 vs 75",
"ER 0.9% vs 0.2%",
"Score 0.25 vs 0.08",
"RS +1.8% vs +0.7%",
"R:R 0.85 vs 0.58"
],
"summary": "Why MU over SPY: Win% 77 vs 75 · ER 0.9% vs 0.2% · Score 0.25 vs 0.08 · RS +1.8% vs +0.7% · R:R 0.85 vs 0.58"
},
{
"symbol": "TQQQ",
"rank": 6,
"reasons": [
"Win% 77 vs 69",
"ER 0.9% vs 0.1%",
"Score 0.25 vs 0.03",
"RS +1.8% vs +0.2%",
"R:R 0.85 vs 0.13"
],
"summary": "Why MU over TQQQ: Win% 77 vs 69 · ER 0.9% vs 0.1% · Score 0.25 vs 0.03 · RS +1.8% vs +0.2% · R:R 0.85 vs 0.13"
}
],
"win_prob_source": "rules",
"calibration": {
"calibrated_win_prob": 77.0,
"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": 38.86,
"win_scenario_usd": 77.76,
"loss_scenario_usd": 91.35,
"win_prob_pct": 77.0,
"display": "EV $+39 (win +$78 @ 77.0% · loss -$91)"
},
"entry_status": {
"current_price": 939.58,
"ideal_entry": 940.34,
"distance_pct": -0.08,
"remaining_er_pct": 1.0,
"live_expected_return_pct": 1.0,
"new_plan": null,
"alternate_entry": null,
"advisory": true,
"advisory_tag": "ADVISORY — 不构成投资建议",
"zone_low": 939.58,
"zone_high": 941.1,
"miss_threshold_pct": 1.0,
"status": "PREMARKET",
"status_reason": "Premarket Ideal Entry — plan not yet live",
"action_hint": "Entry still valid"
}
},
{
"rank": 5,
"symbol": "SPY",
"direction": "LONG",
"instrument": "ETF",
"horizon": "Intraday",
"confidence": 75,
"confidence_stars": "★★★☆☆",
"expected_move": "+0.53%",
"expected_return_pct": 0.53,
"win_prob": 75.0,
"win_prob_breakdown": {
"components": [
{
"factor": "Base",
"key": "base",
"points": 50.0
},
{
"factor": "RS",
"key": "rs",
"points": 12.0
},
{
"factor": "Gap",
"key": "gap",
"points": 5.0
},
{
"factor": "Volume",
"key": "volume",
"points": 4.0
},
{
"factor": "Macro",
"key": "macro",
"points": 4.0
}
],
"total": 75.0,
"raw_total": 75.0,
"was_clamped": false
},
"risk_reward": 3.95,
"final_score": 0.08,
"trade_action": "Pass",
"relative_strength": 0.72,
"entry": "Above 745.9 (VWAP)",
"entry_source": "vwap",
"entry_price": 745.07,
"entry_zone": {
"low": 744.07,
"high": 746.06,
"mid": 745.07,
"anchors": [
{
"source": "vwap",
"label": "VWAP",
"price": 745.87
},
{
"source": "orb_high",
"label": "ORB高点",
"price": 746.06
},
{
"source": "orb_low",
"label": "ORB低点",
"price": 744.07
}
],
"display": "Entry Zone 744–746",
"entry_source": "vwap",
"tolerance_pct": 0.3
},
"stop": "744.1 (ORB低点)",
"stop_source": "orb_low",
"stop_price": 744.07,
"target": "749.0 (预期高点)",
"target_source": "expected_high",
"target_price": 749.04,
"targets": [
"749.0 (预期高点)"
],
"level_anchors": {
"vwap": 745.87,
"orb_high": 746.06,
"orb_low": 744.07,
"prev_high": 738.18,
"prev_low": 738.18,
"prior_close": 738.18,
"orb_from_minute": true
},
"levels_valid": true,
"why": [
"RS vs QQQ +0.72%",
"Gap 未过度延伸",
"Volume 信号",
"VIX 回落",
"上行空间 <1.0%"
],
"why_chain": "RS vs QQQ +0.72% · Gap 未过度延伸 · Volume 信号 · VIX 回落",
"why_vs_runner_up": "—",
"factor_breakdown": {
"relative_strength_vs_qqq": 0.72,
"relative_strength_vs_smh": 2.4,
"relative_weakness_score": -2.16,
"gap_pct": 0.82,
"beta_proxy": 3.88,
"volume_signal": true,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": -4.74,
"prior_day_change_pct": 0.0
},
"edge_type": "Relative Strength",
"score_formula_display": "final = win_prob(75%) × ER(0.2%) × rr_weight(0.5) / 100",
"expected_high": 749.04,
"expected_low": 738.93,
"expected_close": 746.87,
"current_price": 745.31,
"upside_pct": 0.5,
"downside_risk_pct": 0.86,
"why_factors": [
"RS vs QQQ +0.72%",
"Gap 未过度延伸",
"Volume 信号",
"VIX 回落",
"上行空间 <1.0%"
],
"why_today": "RS vs QQQ +0.72% · Gap 未过度延伸 · Volume 信号 · VIX 回落",
"gap_pct": 0.82,
"rr_display": {
"reward_risk_ratio": 3.97,
"risk_reward_ratio": 0.25,
"reward_per_share": 3.97,
"risk_per_share": 1.0,
"label_reward_risk": "Reward/Risk 3.97",
"label_risk_reward": "Risk:Reward 1:0.25",
"display": "Reward/Risk 3.97 · Risk:Reward 1:0.25",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"catalyst": "Geopolitical Risk · Geopolitical Risk (Iran)",
"invalidation": "Close below stop $744.07 · Geopolitical escalation invalidates mean-reversion",
"advisory": true,
"level_reasons": {
"entry": {
"price": 745.07,
"source": "vwap",
"confidence": 89,
"reasons": [
{
"source": "vwap",
"label": "VWAP",
"price": 745.87,
"weight_pct": 70.0,
"matched": true,
"primary": true
},
{
"source": "orb_high",
"label": "ORB High",
"price": 746.06,
"weight_pct": 30.0,
"matched": true,
"primary": false
}
]
},
"stop": {
"price": 744.07,
"source": "orb_low",
"confidence": 89,
"reasons": [
{
"source": "orb_low",
"label": "ORB Low",
"price": 744.07,
"weight_pct": 70.0,
"matched": true,
"primary": true
},
{
"source": "vwap",
"label": "VWAP",
"price": 745.87,
"weight_pct": 30.0,
"matched": true,
"primary": false
}
]
},
"target": {
"price": 749.04,
"source": "expected_high",
"confidence": 77,
"reasons": [
{
"source": "expected_high",
"label": "Expected High",
"price": 749.04,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
}
},
"return_calculation": "(749.04-745.07)/745.07=0.53%",
"heuristic_expected_return_pct": 0.21,
"target_action": "卖出/获利",
"trade_summary_cn": "做多 SPY：在 745.07 附近入场，目标 749.04，预期 +0.53%",
"trade_economics": {
"account_size": 10000.0,
"risk_pct": 1.0,
"position_pct": 100.0,
"shares": 100,
"contracts": 0,
"max_loss_usd": 100.0,
"win_usd": 397.0,
"loss_usd": 100.0,
"expected_value_usd": 272.75,
"risk_per_share": 1.0,
"reward_per_share": 3.97,
"rr_display": {
"reward_risk_ratio": 3.97,
"risk_reward_ratio": 0.25,
"reward_per_share": 3.97,
"risk_per_share": 1.0,
"label_reward_risk": "Reward/Risk 3.97",
"label_risk_reward": "Risk:Reward 1:0.25",
"display": "Reward/Risk 3.97 · Risk:Reward 1:0.25",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"size_label": "None",
"display": "$10,000 → Win +$397 / Loss -$100"
},
"position_sizing": {
"risk_pct": 1.0,
"position_pct": 100.0,
"contracts": 0,
"shares": 100,
"max_loss_usd": 100.0,
"size_label": "None",
"display": "Risk 1.0% → Position 100.0% → 100 unit(s) → Max Loss $100.0"
},
"why_wins_today": [
{
"rank": 1,
"dimension": "liquidity",
"label": "Highest Liquidity",
"primary_value": 5.0,
"runner_up_value": 5.0,
"wins": true
},
{
"rank": 2,
"dimension": "risk_reward",
"label": "Best Risk Reward",
"primary_value": 3.95,
"runner_up_value": 1.0,
"wins": true
}
],
"why_not_alternatives": [
{
"symbol": "AMD",
"rank": 1,
"reasons": [
"Win% 75 vs 77",
"ER 0.5% vs 1.0%",
"Score 0.08 vs 0.4",
"RS +0.7% vs +1.9%",
"R:R 3.95 vs 1.0"
],
"summary": "Why SPY over AMD: Win% 75 vs 77 · ER 0.5% vs 1.0% · Score 0.08 vs 0.4 · RS +0.7% vs +1.9% · R:R 3.95 vs 1.0"
},
{
"symbol": "AVGO",
"rank": 2,
"reasons": [
"Win% 75 vs 77",
"ER 0.5% vs 0.9%",
"Score 0.08 vs 0.34",
"RS +0.7% vs +1.9%",
"R:R 3.95 vs 1.0"
],
"summary": "Why SPY over AVGO: Win% 75 vs 77 · ER 0.5% vs 0.9% · Score 0.08 vs 0.34 · RS +0.7% vs +1.9% · R:R 3.95 vs 1.0"
},
{
"symbol": "ARM",
"rank": 3,
"reasons": [
"Win% 75 vs 72",
"ER 0.5% vs 0.8%",
"Score 0.08 vs 0.3",
"RS +0.7% vs +2.4%",
"R:R 3.95 vs 1.0"
],
"summary": "Why SPY over ARM: Win% 75 vs 72 · ER 0.5% vs 0.8% · Score 0.08 vs 0.3 · RS +0.7% vs +2.4% · R:R 3.95 vs 1.0"
},
{
"symbol": "MU",
"rank": 4,
"reasons": [
"Win% 75 vs 77",
"ER 0.5% vs 0.7%",
"Score 0.08 vs 0.25",
"RS +0.7% vs +1.8%",
"R:R 3.95 vs 1.0"
],
"summary": "Why SPY over MU: Win% 75 vs 77 · ER 0.5% vs 0.7% · Score 0.08 vs 0.25 · RS +0.7% vs +1.8% · R:R 3.95 vs 1.0"
},
{
"symbol": "TQQQ",
"rank": 6,
"reasons": [
"Win% 75 vs 69",
"ER 0.5% vs 0.1%",
"Score 0.08 vs 0.03",
"RS +0.7% vs +0.2%",
"R:R 3.95 vs 0.13"
],
"summary": "Why SPY over TQQQ: Win% 75 vs 69 · ER 0.5% vs 0.1% · Score 0.08 vs 0.03 · RS +0.7% vs +0.2% · R:R 3.95 vs 0.13"
}
],
"win_prob_source": "rules",
"calibration": {
"calibrated_win_prob": 75.0,
"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": 272.75,
"win_scenario_usd": 397.0,
"loss_scenario_usd": 100.0,
"win_prob_pct": 75.0,
"display": "EV $+273 (win +$397 @ 75.0% · loss -$100)"
},
"entry_status": {
"current_price": 745.31,
"ideal_entry": 745.07,
"distance_pct": 0.03,
"remaining_er_pct": 0.5,
"live_expected_return_pct": 0.5,
"new_plan": null,
"alternate_entry": null,
"advisory": true,
"advisory_tag": "ADVISORY — 不构成投资建议",
"zone_low": 744.07,
"zone_high": 746.06,
"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": 6,
"win_prob": 69.0,
"expected_return_pct": 0.08,
"trade_action": "Pass",
"why": "RS vs QQQ +0.23% · Gap 未过度延伸 · Volume 信号 · VIX 回落",
"note": "Monitor — below trade threshold"
},
{
"symbol": "NVDA",
"rank": 7,
"win_prob": 64.0,
"expected_return_pct": 0.04,
"trade_action": "Pass",
"why": "RS 弱于 QQQ -0.51% · RS vs SMH +1.17% · Gap 未过度延伸 · News 8",
"note": "Monitor — below trade threshold"
},
{
"symbol": "QQQ",
"rank": 8,
"win_prob": 63.0,
"expected_return_pct": 0.02,
"trade_action": "Pass",
"why": "Gap 未过度延伸 · Volume 信号 · VIX 回落 · 上行空间 <1.0%",
"note": "Monitor — below trade threshold"
},
{
"symbol": "META",
"rank": 9,
"win_prob": 68.0,
"expected_return_pct": -0.16,
"trade_action": "Pass",
"why": "Gap 未过度延伸 · News 1 · Volume 信号 · VIX 回落",
"note": "Monitor — below trade threshold"
},
{
"symbol": "TSLA",
"rank": 10,
"win_prob": 53.0,
"expected_return_pct": -0.42,
"trade_action": "Pass",
"why": "RS 弱于 QQQ -1.55% · Gap 未过度延伸 · Volume 信号 · VIX 回落",
"note": "Monitor — below trade threshold"
}
],
"advisory": true,
"swing": {
"symbol": "META",
"direction": "SHORT",
"instrument": "Stock",
"horizon": "Swing",
"duration": "Swing (days–weeks)",
"confidence": 73,
"entry": "Near 606.5 (swing zone)",
"entry_source": "swing_zone",
"entry_price": 606.52,
"entry_zone": {
"low": 604.71,
"high": 619.94,
"mid": 606.52,
"display": "$604.71–$619.94",
"source": "swing_pullback"
},
"stop": "646.8 (1.75xATR)",
"stop_source": "1.75xATR",
"stop_price": 646.77,
"target": "552.9 (T1 ~8.8%)",
"target_source": "2xATR_or_5pct",
"target_price": 552.85,
"targets": [
{
"price": 552.85,
"label": "T1",
"pct": 8.85
},
{
"price": 526.02,
"label": "T2",
"pct": 13.27
}
],
"expected_return_pct": 8.85,
"expected_move": "+8.85%",
"risk_reward": 1.33,
"win_prob": 68.0,
"final_score": 0.0,
"swing_quality": 5.605,
"atr": 26.8336,
"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": 604.71,
"why": [
"高流动性波段标的 META",
"Prior day +0.0%",
"5D momentum -7.9%",
"RS vs QQQ -0.48%",
"News/1 catalyst hints",
"Swing score 5.6"
],
"why_chain": "高流动性波段标的 META · Prior day +0.0% · 5D momentum -7.9% · RS vs QQQ -0.48%",
"invalidation": "Close beyond stop $646.77 or thesis broken (trend flip / catalyst fade)",
"trade_summary_cn": "波段做空 META：理想入场 $604.71–$619.94，止损 $646.77，目标 $552.85（约 +8.8%），持仓天数–数周",
"one_liner": "波段做空 META：理想入场 $604.71–$619.94，止损 $646.77，目标 $552.85（约 +8.8%），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)、Oil Selloff、Trade Policy",
"catalyst": "Geopolitical Risk、Geopolitical Risk (Iran)、Oil Selloff、Trade Policy"
},
"index_edge": {
"edge": "YES",
"why": "QQQ 盘前/开盘 +0.23%"
},
"sector_edge": {
"edge": "NO",
"why": "板块相对强度不足"
},
"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": "AMD",
"win_prob": 77.0,
"win_prob_breakdown": {
"components": [
{
"factor": "Base",
"key": "base",
"points": 50.0
},
{
"factor": "RS",
"key": "rs",
"points": 18.0
},
{
"factor": "Catalyst",
"key": "catalyst",
"points": 5.0
},
{
"factor": "Macro",
"key": "macro",
"points": 4.0
}
],
"total": 77.0,
"raw_total": 77.0,
"was_clamped": false
},
"expected_return_pct": 1.04,
"expected_high": 538.92,
"expected_low": 527.84,
"expected_close": 538.92,
"current_price": 533.38,
"upside_pct": 1.04,
"downside_risk_pct": 1.04,
"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": 0.4,
"trade_action": "Pass",
"trade": "Pass",
"gap_pct": 3.57,
"relative_strength": 1.94,
"relative_strength_vs_smh": 3.62,
"relative_weakness_score": -4.11,
"prior_day_change_pct": -1.15,
"why_factors": [
"RS vs QQQ +1.94%",
"RS vs SMH +3.62%",
"News 1",
"VIX 回落"
],
"why": "RS vs QQQ +1.94% · RS vs SMH +3.62% · News 1 · VIX 回落",
"score": 4,
"news_count": 1,
"factor_breakdown": {
"relative_strength_vs_qqq": 1.94,
"relative_strength_vs_smh": 3.62,
"relative_weakness_score": -4.11,
"gap_pct": 3.57,
"beta_proxy": 8.76,
"volume_signal": false,
"news_count": 1,
"extended_gap_penalty": 0.0,
"vix_change_pct": -4.74,
"prior_day_change_pct": -1.15
},
"edge_type": "Relative Strength",
"score_formula_display": "final = win_prob(77%) × ER(1.0%) × rr_weight(0.5) / 100",
"rr_weight": 0.5,
"why_vs_runner_up": "AMD RS +1.9% vs AVGO +1.9%；ER 1.0% vs 0.9%；relative strength",
"advisory": true,
"rank": 1,
"direction": "LONG"
},
{
"symbol": "AVGO",
"win_prob": 77.0,
"win_prob_breakdown": {
"components": [
{
"factor": "Base",
"key": "base",
"points": 50.0
},
{
"factor": "RS",
"key": "rs",
"points": 18.0
},
{
"factor": "Gap",
"key": "gap",
"points": 5.0
},
{
"factor": "Macro",
"key": "macro",
"points": 4.0
}
],
"total": 77.0,
"raw_total": 77.0,
"was_clamped": false
},
"expected_return_pct": 0.88,
"expected_high": 394.21,
"expected_low": 386.41,
"expected_close": 393.76,
"current_price": 390.31,
"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": 0.34,
"trade_action": "Pass",
"trade": "Pass",
"gap_pct": 1.14,
"relative_strength": 1.95,
"relative_strength_vs_smh": 3.63,
"relative_weakness_score": -4.13,
"prior_day_change_pct": -0.55,
"why_factors": [
"RS vs QQQ +1.95%",
"RS vs SMH +3.63%",
"Gap 未过度延伸",
"VIX 回落",
"上行空间 <1.0%"
],
"why": "RS vs QQQ +1.95% · RS vs SMH +3.63% · Gap 未过度延伸 · VIX 回落",
"score": 3,
"news_count": 0,
"factor_breakdown": {
"relative_strength_vs_qqq": 1.95,
"relative_strength_vs_smh": 3.63,
"relative_weakness_score": -4.13,
"gap_pct": 1.14,
"beta_proxy": 8.8,
"volume_signal": false,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": -4.74,
"prior_day_change_pct": -0.55
},
"edge_type": "Relative Strength",
"score_formula_display": "final = win_prob(77%) × ER(0.9%) × rr_weight(0.5) / 100",
"rr_weight": 0.5,
"why_vs_runner_up": "—",
"advisory": true,
"rank": 2,
"direction": "LONG"
},
{
"symbol": "ARM",
"win_prob": 72.0,
"win_prob_breakdown": {
"components": [
{
"factor": "Base",
"key": "base",
"points": 50.0
},
{
"factor": "RS",
"key": "rs",
"points": 18.0
},
{
"factor": "Macro",
"key": "macro",
"points": 4.0
}
],
"total": 72.0,
"raw_total": 72.0,
"was_clamped": false
},
"expected_return_pct": 0.82,
"expected_high": 269.52,
"expected_low": 264.18,
"expected_close": 269.04,
"current_price": 266.85,
"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": 0.3,
"trade_action": "Pass",
"trade": "Pass",
"gap_pct": 2.46,
"relative_strength": 2.38,
"relative_strength_vs_smh": 4.06,
"relative_weakness_score": -4.82,
"prior_day_change_pct": -5.67,
"why_factors": [
"RS vs QQQ +2.38%",
"RS vs SMH +4.06%",
"VIX 回落",
"上行空间 <1.0%"
],
"why": "RS vs QQQ +2.38% · RS vs SMH +4.06% · VIX 回落 · 上行空间 <1.0%",
"score": 3,
"news_count": 0,
"factor_breakdown": {
"relative_strength_vs_qqq": 2.38,
"relative_strength_vs_smh": 4.06,
"relative_weakness_score": -4.82,
"gap_pct": 2.46,
"beta_proxy": 10.52,
"volume_signal": false,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": -4.74,
"prior_day_change_pct": -5.67
},
"edge_type": "Relative Strength",
"score_formula_display": "final = win_prob(72%) × ER(0.8%) × rr_weight(0.5) / 100",
"rr_weight": 0.5,
"why_vs_runner_up": "—",
"advisory": true,
"rank": 3,
"direction": "LONG"
},
{
"symbol": "MU",
"win_prob": 77.0,
"win_prob_breakdown": {
"components": [
{
"factor": "Base",
"key": "base",
"points": 50.0
},
{
"factor": "RS",
"key": "rs",
"points": 18.0
},
{
"factor": "Catalyst",
"key": "catalyst",
"points": 5.0
},
{
"factor": "Macro",
"key": "macro",
"points": 4.0
}
],
"total": 77.0,
"raw_total": 77.0,
"was_clamped": false
},
"expected_return_pct": 0.66,
"expected_high": 948.98,
"expected_low": 930.19,
"expected_close": 945.77,
"current_price": 939.58,
"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": 0.25,
"trade_action": "Pass",
"trade": "Pass",
"gap_pct": 2.43,
"relative_strength": 1.77,
"relative_strength_vs_smh": 3.45,
"relative_weakness_score": -3.84,
"prior_day_change_pct": -5.07,
"why_factors": [
"RS vs QQQ +1.77%",
"RS vs SMH +3.45%",
"News 1",
"VIX 回落",
"上行空间 <1.0%"
],
"why": "RS vs QQQ +1.77% · RS vs SMH +3.45% · News 1 · VIX 回落",
"score": 2,
"news_count": 1,
"factor_breakdown": {
"relative_strength_vs_qqq": 1.77,
"relative_strength_vs_smh": 3.45,
"relative_weakness_score": -3.84,
"gap_pct": 2.43,
"beta_proxy": 8.08,
"volume_signal": false,
"news_count": 1,
"extended_gap_penalty": 0.0,
"vix_change_pct": -4.74,
"prior_day_change_pct": -5.07
},
"edge_type": "Relative Strength",
"score_formula_display": "final = win_prob(77%) × ER(0.7%) × rr_weight(0.5) / 100",
"rr_weight": 0.5,
"why_vs_runner_up": "—",
"advisory": true,
"rank": 4,
"direction": "LONG"
},
{
"symbol": "SPY",
"win_prob": 75.0,
"win_prob_breakdown": {
"components": [
{
"factor": "Base",
"key": "base",
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},
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},
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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；SMH -5.5% + QQQ -1.4%：半导体拖累纳指",
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],
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},
"data_gaps": []
}