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 18
H-2026-07-28-001Surprise：Bond mattered less than expected despite 10Y=4.69%; 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 -6.1% + QQQ -1.3%：半导体拖累纳指
{
"date": "2026-07-28",
"features": {
"dgs10": 4.69,
"dgs2": null,
"vix": 19.05,
"vix_chg": 2.04,
"qqq_chg": -1.28,
"smh_chg": -6.06,
"nvda_chg": -5.05,
"spy_chg": 0.0,
"oil_chg": 0.0,
"dxy_chg": 0.24575116953869366,
"breadth_proxy": 0.42857142857142855,
"qqq_gap": -1.2,
"news_headline_count": 57,
"news_bearish_ratio": 0.235,
"news_ai_mentions": 64,
"news_macro_mentions": 19,
"news_oil_mentions": 5,
"news_risk_mentions": 1
},
"regime": {
"label": "AI Expansion",
"confidence": 0.82
},
"hypothesis": {
"id": "H-2026-07-28-001",
"statement": "弱 NFP 能否抵消 AI 抛售？（Macro 利率利好 vs 半导体风险）",
"evidence": [
"Breadth 71% (broad participation)"
],
"counter_evidence": [],
"confidence": 0.68,
"status": "待验证"
},
"morning": {
"bias": "Strong Bear",
"total": -5,
"driver_type": "Political",
"daily_driver": "Geopolitical Risk",
"best_opportunity": {
"direction": "SHORT",
"symbol": "AMD",
"instrument": "Stock",
"horizon": "Swing",
"confidence": 60,
"confidence_stars": "★★★☆☆",
"entry": "Below 475.9 (VWAP)",
"entry_source": "vwap",
"entry_price": 475.93,
"stop": "494.9 (ORB高点)",
"stop_source": "orb_high",
"stop_price": 494.95,
"target": "452.1 (预期收盘)",
"target_source": "expected_close",
"target_price": 452.14,
"target_action": "买入/平空仓",
"targets": [
"452.1 (预期收盘)"
],
"duration": "Swing",
"why": [
"RS弱于QQQ -3.16%",
"半导体内领涨 +0.92%",
"昨日弱势 -9.2% 延续下行"
],
"why_chain": "RS弱于QQQ -3.16% · 半导体内领涨 +0.92% · 昨日弱势 -9.2% 延续下行",
"why_vs_runner_up": "AMD RS -3.2% vs MU -5.6%；ER 4.6% vs 2.1%；relative weakness play",
"factor_breakdown": {
"relative_strength_vs_qqq": -3.16,
"relative_strength_vs_smh": 0.92,
"relative_weakness_score": 2.61,
"gap_pct": -3.42,
"beta_proxy": 3.85,
"volume_signal": false,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": 2.04,
"prior_day_change_pct": -9.22
},
"edge_type": "Relative Weakness",
"score_formula_display": "final = win_prob(60%) × ER(4.6%) × rr_weight(0.5) / 100",
"win_prob": 60.0,
"win_prob_breakdown": {
"components": [
{
"factor": "Base",
"key": "base",
"points": 50.0
},
{
"factor": "RS",
"key": "rs",
"points": 2.0
},
{
"factor": "Trend",
"key": "trend",
"points": 8.0
}
],
"total": 60.0,
"raw_total": 60.0,
"was_clamped": false
},
"expected_return_pct": 5.0,
"expected_move": "+5.00%",
"return_calculation": "(475.93-452.14)/475.93=5.00%",
"trade_summary_cn": "做空 AMD：在 475.93 附近入场，目标 452.14，预期 +5.00%",
"risk_reward": 1.25,
"rr_display": {
"reward_risk_ratio": 1.25,
"risk_reward_ratio": 0.8,
"reward_per_share": 23.79,
"risk_per_share": 19.02,
"label_reward_risk": "Reward/Risk 1.25",
"label_risk_reward": "Risk:Reward 1:0.80",
"display": "Reward/Risk 1.25 · Risk:Reward 1:0.80",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"entry_zone": {
"low": 474.5,
"high": 477.36,
"mid": 475.93,
"anchors": [
{
"source": "vwap",
"label": "VWAP",
"price": 475.93
}
],
"display": "Entry Zone 474–477",
"entry_source": "vwap",
"tolerance_pct": 0.3
},
"rank_summary": "AMD ranked #1 because weakest RS + largest expected range",
"win_prob_source": "rules",
"calibration": {
"calibrated_win_prob": 60.0,
"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": 33.33,
"win_scenario_usd": 118.95,
"loss_scenario_usd": 95.1,
"win_prob_pct": 60.0,
"display": "EV $+33 (win +$119 @ 60.0% · loss -$95)"
},
"final_score": 1.37,
"level_anchors": {
"vwap": 475.93,
"orb_high": 494.95,
"orb_low": 473.0,
"prev_high": null,
"prev_low": null,
"prior_close": 494.95,
"orb_from_minute": true
},
"level_reasons": {
"entry": {
"price": 475.93,
"source": "vwap",
"confidence": 89,
"reasons": [
{
"source": "vwap",
"label": "VWAP",
"price": 475.93,
"weight_pct": 70.0,
"matched": true,
"primary": true
},
{
"source": "current",
"label": "Below Current",
"price": 473.82,
"weight_pct": 30.0,
"matched": true,
"primary": false
}
]
},
"stop": {
"price": 494.95,
"source": "orb_high",
"confidence": 77,
"reasons": [
{
"source": "orb_high",
"label": "ORB High",
"price": 494.95,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
},
"target": {
"price": 452.14,
"source": "expected_close",
"confidence": 77,
"reasons": [
{
"source": "expected_close",
"label": "Expected Close",
"price": 452.14,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
}
},
"trade_economics": {
"account_size": 10000.0,
"risk_pct": 1.0,
"position_pct": 23.8,
"shares": 5,
"contracts": 1,
"max_loss_usd": 95.1,
"win_usd": 118.95,
"loss_usd": 95.1,
"expected_value_usd": 33.33,
"risk_per_share": 19.02,
"reward_per_share": 23.79,
"rr_display": {
"reward_risk_ratio": 1.25,
"risk_reward_ratio": 0.8,
"reward_per_share": 23.79,
"risk_per_share": 19.02,
"label_reward_risk": "Reward/Risk 1.25",
"label_risk_reward": "Risk:Reward 1:0.80",
"display": "Reward/Risk 1.25 · Risk:Reward 1:0.80",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"size_label": "Small",
"display": "$10,000 → Win +$119 / Loss -$95"
},
"position_sizing": {
"risk_pct": 1.0,
"position_pct": 23.8,
"contracts": 1,
"shares": 5,
"max_loss_usd": 95.1,
"size_label": "Small",
"display": "Risk 1.0% → Position 23.8% → 1 unit(s) → Max Loss $95.1"
},
"why_wins_today": [
{
"rank": 1,
"dimension": "relative_strength",
"label": "Highest Relative Strength",
"primary_value": -3.16,
"runner_up_value": 1.52,
"wins": true
},
{
"rank": 2,
"dimension": "expected_range",
"label": "Largest Expected Range",
"primary_value": 9.16,
"runner_up_value": 4.3,
"wins": true
}
],
"why_not_alternatives": [
{
"symbol": "MU",
"rank": 2,
"reasons": [
"Win% 60 vs 65",
"ER 5.0% vs 2.1%",
"Score 1.37 vs 0.7",
"RS -3.2% vs -5.6%",
"R:R 1.25 vs 1.0"
],
"summary": "Why AMD over MU: Win% 60 vs 65 · ER 5.0% vs 2.1% · Score 1.37 vs 0.7 · RS -3.2% vs -5.6% · R:R 1.25 vs 1.0"
},
{
"symbol": "NVDA",
"rank": 3,
"reasons": [
"Win% 60 vs 47",
"ER 5.0% vs 1.4%",
"Score 1.37 vs 0.32",
"RS -3.2% vs -4.3%",
"R:R 1.25 vs 1.0"
],
"summary": "Why AMD over NVDA: Win% 60 vs 47 · ER 5.0% vs 1.4% · Score 1.37 vs 0.32 · RS -3.2% vs -4.3% · R:R 1.25 vs 1.0"
},
{
"symbol": "SMH",
"rank": 4,
"reasons": [
"Win% 60 vs 48",
"ER 5.0% vs 1.2%",
"Score 1.37 vs 0.28",
"RS -3.2% vs -4.1%",
"R:R 1.25 vs 0.38",
"Tradeable (Small) vs Pass"
],
"summary": "Why AMD over SMH: Win% 60 vs 48 · ER 5.0% vs 1.2% · Score 1.37 vs 0.28 · RS -3.2% vs -4.1% · R:R 1.25 vs 0.38 · Tradeable (Small) vs Pass"
},
{
"symbol": "ARM",
"rank": 5,
"reasons": [
"Win% 60 vs 55",
"ER 5.0% vs 0.9%",
"Score 1.37 vs 0.25",
"RS -3.2% vs -3.3%",
"R:R 1.25 vs 1.0",
"Tradeable (Small) vs Pass"
],
"summary": "Why AMD over ARM: Win% 60 vs 55 · ER 5.0% vs 0.9% · Score 1.37 vs 0.25 · RS -3.2% vs -3.3% · R:R 1.25 vs 1.0 · Tradeable (Small) vs Pass"
},
{
"symbol": "TQQQ",
"rank": 6,
"reasons": [
"Win% 60 vs 48",
"ER 5.0% vs 0.8%",
"Score 1.37 vs 0.18",
"RS -3.2% vs -2.3%",
"R:R 1.25 vs 0.32",
"Tradeable (Small) vs Pass"
],
"summary": "Why AMD over TQQQ: Win% 60 vs 48 · ER 5.0% vs 0.8% · Score 1.37 vs 0.18 · RS -3.2% vs -2.3% · R:R 1.25 vs 0.32 · Tradeable (Small) vs Pass"
}
],
"avoid": [],
"one_liner": "做空 AMD：在 475.93 附近入场，目标 452.14，预期 +5.00%",
"p16_gate": "No Trade",
"advisory": true
},
"best_trades": {
"primary": {
"rank": 1,
"symbol": "AMD",
"direction": "SHORT",
"instrument": "Stock",
"horizon": "Swing",
"confidence": 60,
"confidence_stars": "★★★☆☆",
"expected_move": "+5.00%",
"expected_return_pct": 5.0,
"win_prob": 60.0,
"win_prob_breakdown": {
"components": [
{
"factor": "Base",
"key": "base",
"points": 50.0
},
{
"factor": "RS",
"key": "rs",
"points": 2.0
},
{
"factor": "Trend",
"key": "trend",
"points": 8.0
}
],
"total": 60.0,
"raw_total": 60.0,
"was_clamped": false
},
"risk_reward": 1.25,
"final_score": 1.37,
"trade_action": "Small",
"relative_strength": -3.16,
"entry": "Below 475.9 (VWAP)",
"entry_source": "vwap",
"entry_price": 475.93,
"entry_zone": {
"low": 474.5,
"high": 477.36,
"mid": 475.93,
"anchors": [
{
"source": "vwap",
"label": "VWAP",
"price": 475.93
}
],
"display": "Entry Zone 474–477",
"entry_source": "vwap",
"tolerance_pct": 0.3
},
"stop": "494.9 (ORB高点)",
"stop_source": "orb_high",
"stop_price": 494.95,
"target": "452.1 (预期收盘)",
"target_source": "expected_close",
"target_price": 452.14,
"targets": [
"452.1 (预期收盘)"
],
"level_anchors": {
"vwap": 475.93,
"orb_high": 494.95,
"orb_low": 473.0,
"prev_high": null,
"prev_low": null,
"prior_close": 494.95,
"orb_from_minute": true
},
"levels_valid": true,
"why": [
"RS弱于QQQ -3.16%",
"半导体内领涨 +0.92%",
"昨日弱势 -9.2% 延续下行"
],
"why_chain": "RS弱于QQQ -3.16% · 半导体内领涨 +0.92% · 昨日弱势 -9.2% 延续下行",
"why_vs_runner_up": "AMD RS -3.2% vs MU -5.6%；ER 4.6% vs 2.1%；relative weakness play",
"factor_breakdown": {
"relative_strength_vs_qqq": -3.16,
"relative_strength_vs_smh": 0.92,
"relative_weakness_score": 2.61,
"gap_pct": -3.42,
"beta_proxy": 3.85,
"volume_signal": false,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": 2.04,
"prior_day_change_pct": -9.22
},
"edge_type": "Relative Weakness",
"score_formula_display": "final = win_prob(60%) × ER(4.6%) × rr_weight(0.5) / 100",
"expected_high": 495.5,
"expected_low": 452.14,
"expected_close": 452.14,
"current_price": 473.82,
"upside_pct": 4.58,
"downside_risk_pct": 4.58,
"why_factors": [
"RS弱于QQQ -3.16%",
"半导体内领涨 +0.92%",
"昨日弱势 -9.2% 延续下行"
],
"why_today": "RS弱于QQQ -3.16% · 半导体内领涨 +0.92% · 昨日弱势 -9.2% 延续下行",
"gap_pct": -3.42,
"rr_display": {
"reward_risk_ratio": 1.25,
"risk_reward_ratio": 0.8,
"reward_per_share": 23.79,
"risk_per_share": 19.02,
"label_reward_risk": "Reward/Risk 1.25",
"label_risk_reward": "Risk:Reward 1:0.80",
"display": "Reward/Risk 1.25 · Risk:Reward 1:0.80",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"catalyst": "Geopolitical Risk · Geopolitical Risk",
"invalidation": "Close above stop $494.95 · Geopolitical escalation invalidates mean-reversion",
"advisory": true,
"level_reasons": {
"entry": {
"price": 475.93,
"source": "vwap",
"confidence": 89,
"reasons": [
{
"source": "vwap",
"label": "VWAP",
"price": 475.93,
"weight_pct": 70.0,
"matched": true,
"primary": true
},
{
"source": "current",
"label": "Below Current",
"price": 473.82,
"weight_pct": 30.0,
"matched": true,
"primary": false
}
]
},
"stop": {
"price": 494.95,
"source": "orb_high",
"confidence": 77,
"reasons": [
{
"source": "orb_high",
"label": "ORB High",
"price": 494.95,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
},
"target": {
"price": 452.14,
"source": "expected_close",
"confidence": 77,
"reasons": [
{
"source": "expected_close",
"label": "Expected Close",
"price": 452.14,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
}
},
"return_calculation": "(475.93-452.14)/475.93=5.00%",
"heuristic_expected_return_pct": 4.58,
"target_action": "买入/平空仓",
"trade_summary_cn": "做空 AMD：在 475.93 附近入场，目标 452.14，预期 +5.00%",
"trade_economics": {
"account_size": 10000.0,
"risk_pct": 1.0,
"position_pct": 23.8,
"shares": 5,
"contracts": 1,
"max_loss_usd": 95.1,
"win_usd": 118.95,
"loss_usd": 95.1,
"expected_value_usd": 33.33,
"risk_per_share": 19.02,
"reward_per_share": 23.79,
"rr_display": {
"reward_risk_ratio": 1.25,
"risk_reward_ratio": 0.8,
"reward_per_share": 23.79,
"risk_per_share": 19.02,
"label_reward_risk": "Reward/Risk 1.25",
"label_risk_reward": "Risk:Reward 1:0.80",
"display": "Reward/Risk 1.25 · Risk:Reward 1:0.80",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"size_label": "Small",
"display": "$10,000 → Win +$119 / Loss -$95"
},
"position_sizing": {
"risk_pct": 1.0,
"position_pct": 23.8,
"contracts": 1,
"shares": 5,
"max_loss_usd": 95.1,
"size_label": "Small",
"display": "Risk 1.0% → Position 23.8% → 1 unit(s) → Max Loss $95.1"
},
"why_wins_today": [
{
"rank": 1,
"dimension": "relative_strength",
"label": "Highest Relative Strength",
"primary_value": -3.16,
"runner_up_value": 1.52,
"wins": true
},
{
"rank": 2,
"dimension": "expected_range",
"label": "Largest Expected Range",
"primary_value": 9.16,
"runner_up_value": 4.3,
"wins": true
}
],
"why_not_alternatives": [
{
"symbol": "MU",
"rank": 2,
"reasons": [
"Win% 60 vs 65",
"ER 5.0% vs 2.1%",
"Score 1.37 vs 0.7",
"RS -3.2% vs -5.6%",
"R:R 1.25 vs 1.0"
],
"summary": "Why AMD over MU: Win% 60 vs 65 · ER 5.0% vs 2.1% · Score 1.37 vs 0.7 · RS -3.2% vs -5.6% · R:R 1.25 vs 1.0"
},
{
"symbol": "NVDA",
"rank": 3,
"reasons": [
"Win% 60 vs 47",
"ER 5.0% vs 1.4%",
"Score 1.37 vs 0.32",
"RS -3.2% vs -4.3%",
"R:R 1.25 vs 1.0"
],
"summary": "Why AMD over NVDA: Win% 60 vs 47 · ER 5.0% vs 1.4% · Score 1.37 vs 0.32 · RS -3.2% vs -4.3% · R:R 1.25 vs 1.0"
},
{
"symbol": "SMH",
"rank": 4,
"reasons": [
"Win% 60 vs 48",
"ER 5.0% vs 1.2%",
"Score 1.37 vs 0.28",
"RS -3.2% vs -4.1%",
"R:R 1.25 vs 0.38",
"Tradeable (Small) vs Pass"
],
"summary": "Why AMD over SMH: Win% 60 vs 48 · ER 5.0% vs 1.2% · Score 1.37 vs 0.28 · RS -3.2% vs -4.1% · R:R 1.25 vs 0.38 · Tradeable (Small) vs Pass"
},
{
"symbol": "ARM",
"rank": 5,
"reasons": [
"Win% 60 vs 55",
"ER 5.0% vs 0.9%",
"Score 1.37 vs 0.25",
"RS -3.2% vs -3.3%",
"R:R 1.25 vs 1.0",
"Tradeable (Small) vs Pass"
],
"summary": "Why AMD over ARM: Win% 60 vs 55 · ER 5.0% vs 0.9% · Score 1.37 vs 0.25 · RS -3.2% vs -3.3% · R:R 1.25 vs 1.0 · Tradeable (Small) vs Pass"
},
{
"symbol": "TQQQ",
"rank": 6,
"reasons": [
"Win% 60 vs 48",
"ER 5.0% vs 0.8%",
"Score 1.37 vs 0.18",
"RS -3.2% vs -2.3%",
"R:R 1.25 vs 0.32",
"Tradeable (Small) vs Pass"
],
"summary": "Why AMD over TQQQ: Win% 60 vs 48 · ER 5.0% vs 0.8% · Score 1.37 vs 0.18 · RS -3.2% vs -2.3% · R:R 1.25 vs 0.32 · Tradeable (Small) vs Pass"
}
],
"rank_summary": "AMD ranked #1 because weakest RS + largest expected range",
"win_prob_source": "rules",
"calibration": {
"calibrated_win_prob": 60.0,
"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": 33.33,
"win_scenario_usd": 118.95,
"loss_scenario_usd": 95.1,
"win_prob_pct": 60.0,
"display": "EV $+33 (win +$119 @ 60.0% · loss -$95)"
},
"entry_status": {
"current_price": 473.82,
"ideal_entry": 475.93,
"distance_pct": 0.44,
"remaining_er_pct": 4.58,
"live_expected_return_pct": 4.58,
"new_plan": null,
"alternate_entry": null,
"advisory": true,
"advisory_tag": "ADVISORY — 不构成投资建议",
"zone_low": 474.5,
"zone_high": 477.36,
"miss_threshold_pct": 1.0,
"status": "PREMARKET",
"status_reason": "Premarket Ideal Entry — plan not yet live",
"action_hint": "Entry still valid"
}
},
"secondary": {
"rank": 2,
"symbol": "MU",
"direction": "SHORT",
"instrument": "Stock",
"horizon": "Swing",
"confidence": 65,
"confidence_stars": "★★★☆☆",
"expected_move": "+3.43%",
"expected_return_pct": 3.43,
"win_prob": 65.0,
"win_prob_breakdown": {
"components": [
{
"factor": "Base",
"key": "base",
"points": 50.0
},
{
"factor": "RS",
"key": "rs",
"points": 20.0
},
{
"factor": "Catalyst",
"key": "catalyst",
"points": -5.0
}
],
"total": 65.0,
"raw_total": 65.0,
"was_clamped": false
},
"risk_reward": 0.59,
"final_score": 0.7,
"trade_action": "Small",
"relative_strength": -5.59,
"entry": "Below 851.0 (VWAP)",
"entry_source": "vwap",
"entry_price": 851.05,
"entry_zone": {
"low": 848.5,
"high": 853.6,
"mid": 851.05,
"anchors": [
{
"source": "vwap",
"label": "VWAP",
"price": 851.05
}
],
"display": "Entry Zone 848–854",
"entry_source": "vwap",
"tolerance_pct": 0.3
},
"stop": "900.2 (ORB高点)",
"stop_source": "orb_high",
"stop_price": 900.2,
"target": "821.8 (预期收盘)",
"target_source": "expected_close",
"target_price": 821.84,
"targets": [
"821.8 (预期收盘)"
],
"level_anchors": {
"vwap": 851.05,
"orb_high": 900.2,
"orb_low": 845.44,
"prev_high": null,
"prev_low": null,
"prior_close": 900.2,
"orb_from_minute": true
},
"levels_valid": true,
"why": [
"RS弱于QQQ -5.59%",
"RS弱于SMH -1.51%",
"News 3 (利空做空)"
],
"why_chain": "RS弱于QQQ -5.59% · RS弱于SMH -1.51% · News 3 (利空做空)",
"why_vs_runner_up": "—",
"factor_breakdown": {
"relative_strength_vs_qqq": -5.59,
"relative_strength_vs_smh": -1.51,
"relative_weakness_score": 6.5,
"gap_pct": -4.01,
"beta_proxy": 6.04,
"volume_signal": false,
"news_count": 3,
"extended_gap_penalty": 0.0,
"vix_change_pct": 2.04,
"prior_day_change_pct": -8.8
},
"edge_type": "Relative Weakness",
"score_formula_display": "final = win_prob(65%) × ER(2.1%) × rr_weight(0.5) / 100",
"expected_high": 857.92,
"expected_low": 821.84,
"expected_close": 821.84,
"current_price": 839.88,
"upside_pct": 2.15,
"downside_risk_pct": 2.15,
"why_factors": [
"RS弱于QQQ -5.59%",
"RS弱于SMH -1.51%",
"News 3 (利空做空)"
],
"why_today": "RS弱于QQQ -5.59% · RS弱于SMH -1.51% · News 3 (利空做空)",
"gap_pct": -4.01,
"rr_display": {
"reward_risk_ratio": 0.59,
"risk_reward_ratio": 1.69,
"reward_per_share": 29.21,
"risk_per_share": 49.15,
"label_reward_risk": "Reward/Risk 0.59",
"label_risk_reward": "Risk:Reward 1:1.69",
"display": "Reward/Risk 0.59 · Risk:Reward 1:1.69",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"catalyst": "Geopolitical Risk · Geopolitical Risk",
"invalidation": "Close above stop $900.2 · Geopolitical escalation invalidates mean-reversion",
"advisory": true,
"level_reasons": {
"entry": {
"price": 851.05,
"source": "vwap",
"confidence": 77,
"reasons": [
{
"source": "vwap",
"label": "VWAP",
"price": 851.05,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
},
"stop": {
"price": 900.2,
"source": "orb_high",
"confidence": 77,
"reasons": [
{
"source": "orb_high",
"label": "ORB High",
"price": 900.2,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
},
"target": {
"price": 821.84,
"source": "expected_close",
"confidence": 77,
"reasons": [
{
"source": "expected_close",
"label": "Expected Close",
"price": 821.84,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
}
},
"return_calculation": "(851.05-821.84)/851.05=3.43%",
"heuristic_expected_return_pct": 2.15,
"target_action": "买入/平空仓",
"trade_summary_cn": "做空 MU：在 851.05 附近入场，目标 821.84，预期 +3.43%",
"trade_economics": {
"account_size": 10000.0,
"risk_pct": 1.0,
"position_pct": 17.0,
"shares": 2,
"contracts": 1,
"max_loss_usd": 98.3,
"win_usd": 58.42,
"loss_usd": 98.3,
"expected_value_usd": 3.57,
"risk_per_share": 49.15,
"reward_per_share": 29.21,
"rr_display": {
"reward_risk_ratio": 0.59,
"risk_reward_ratio": 1.69,
"reward_per_share": 29.21,
"risk_per_share": 49.15,
"label_reward_risk": "Reward/Risk 0.59",
"label_risk_reward": "Risk:Reward 1:1.69",
"display": "Reward/Risk 0.59 · Risk:Reward 1:1.69",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"size_label": "Small",
"display": "$10,000 → Win +$58 / Loss -$98"
},
"position_sizing": {
"risk_pct": 1.0,
"position_pct": 17.0,
"contracts": 1,
"shares": 2,
"max_loss_usd": 98.3,
"size_label": "Small",
"display": "Risk 1.0% → Position 17.0% → 1 unit(s) → Max Loss $98.3"
},
"why_wins_today": [
{
"rank": 1,
"dimension": "relative_strength",
"label": "Highest Relative Strength",
"primary_value": -5.59,
"runner_up_value": 1.52,
"wins": true
},
{
"rank": 2,
"dimension": "win_prob",
"label": "Highest Probability",
"primary_value": 65.0,
"runner_up_value": 61.0,
"wins": true
}
],
"why_not_alternatives": [
{
"symbol": "AMD",
"rank": 1,
"reasons": [
"Win% 65 vs 60",
"ER 3.4% vs 4.6%",
"Score 0.7 vs 1.37",
"RS -5.6% vs -3.2%"
],
"summary": "Why MU over AMD: Win% 65 vs 60 · ER 3.4% vs 4.6% · Score 0.7 vs 1.37 · RS -5.6% vs -3.2%"
},
{
"symbol": "NVDA",
"rank": 3,
"reasons": [
"Win% 65 vs 47",
"ER 3.4% vs 1.4%",
"Score 0.7 vs 0.32",
"RS -5.6% vs -4.3%"
],
"summary": "Why MU over NVDA: Win% 65 vs 47 · ER 3.4% vs 1.4% · Score 0.7 vs 0.32 · RS -5.6% vs -4.3%"
},
{
"symbol": "SMH",
"rank": 4,
"reasons": [
"Win% 65 vs 48",
"ER 3.4% vs 1.2%",
"Score 0.7 vs 0.28",
"RS -5.6% vs -4.1%",
"R:R 0.59 vs 0.38",
"Tradeable (Small) vs Pass"
],
"summary": "Why MU over SMH: Win% 65 vs 48 · ER 3.4% vs 1.2% · Score 0.7 vs 0.28 · RS -5.6% vs -4.1% · R:R 0.59 vs 0.38 · Tradeable (Small) vs Pass"
},
{
"symbol": "ARM",
"rank": 5,
"reasons": [
"Win% 65 vs 55",
"ER 3.4% vs 0.9%",
"Score 0.7 vs 0.25",
"RS -5.6% vs -3.3%",
"Tradeable (Small) vs Pass"
],
"summary": "Why MU over ARM: Win% 65 vs 55 · ER 3.4% vs 0.9% · Score 0.7 vs 0.25 · RS -5.6% vs -3.3% · Tradeable (Small) vs Pass"
},
{
"symbol": "TQQQ",
"rank": 6,
"reasons": [
"Win% 65 vs 48",
"ER 3.4% vs 0.8%",
"Score 0.7 vs 0.18",
"RS -5.6% vs -2.3%",
"R:R 0.59 vs 0.32",
"Tradeable (Small) vs Pass"
],
"summary": "Why MU over TQQQ: Win% 65 vs 48 · ER 3.4% vs 0.8% · Score 0.7 vs 0.18 · RS -5.6% vs -2.3% · R:R 0.59 vs 0.32 · Tradeable (Small) vs Pass"
}
],
"win_prob_source": "rules",
"calibration": {
"calibrated_win_prob": 65.0,
"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": 3.57,
"win_scenario_usd": 58.42,
"loss_scenario_usd": 98.3,
"win_prob_pct": 65.0,
"display": "EV $+4 (win +$58 @ 65.0% · loss -$98)"
},
"entry_status": {
"current_price": 839.88,
"ideal_entry": 851.05,
"distance_pct": 1.31,
"remaining_er_pct": 2.15,
"live_expected_return_pct": 2.15,
"new_plan": null,
"alternate_entry": null,
"advisory": true,
"advisory_tag": "ADVISORY — 不构成投资建议",
"zone_low": 848.5,
"zone_high": 853.6,
"miss_threshold_pct": 1.0,
"status": "PREMARKET",
"status_reason": "Premarket Ideal Entry — plan not yet live",
"action_hint": "Entry still valid"
}
},
"watchlist": {
"rank": 3,
"symbol": "NVDA",
"direction": "SHORT",
"instrument": "Stock",
"horizon": "Swing",
"confidence": 47,
"confidence_stars": "★★☆☆☆",
"expected_move": "+1.37%",
"expected_return_pct": 1.37,
"win_prob": 47.0,
"win_prob_breakdown": {
"components": [
{
"factor": "Base",
"key": "base",
"points": 50.0
},
{
"factor": "RS",
"key": "rs",
"points": 16.0
},
{
"factor": "Catalyst",
"key": "catalyst",
"points": -5.0
},
{
"factor": "Volume",
"key": "volume",
"points": 4.0
},
{
"factor": "Macro",
"key": "macro",
"points": -18.0
}
],
"total": 47.0,
"raw_total": 47.0,
"was_clamped": false
},
"risk_reward": 3.31,
"final_score": 0.32,
"trade_action": "Small",
"relative_strength": -4.28,
"entry": "Below 195.7 (现价)",
"entry_source": "current",
"entry_price": 195.7,
"entry_zone": {
"low": 195.11,
"high": 196.29,
"mid": 195.7,
"anchors": [],
"display": "Entry Zone 195–196",
"entry_source": "current",
"tolerance_pct": 0.3
},
"stop": "196.5 (ORB高点)",
"stop_source": "orb_high",
"stop_price": 196.51,
"target": "193.0 (预期收盘)",
"target_source": "expected_close",
"target_price": 193.02,
"targets": [
"193.0 (预期收盘)"
],
"level_anchors": {
"vwap": 194.44,
"orb_high": 196.51,
"orb_low": 193.0,
"prev_high": 206.84,
"prev_low": 206.84,
"prior_close": 206.84,
"orb_from_minute": true
},
"levels_valid": true,
"why": [
"RS弱于QQQ -4.28%",
"News 5 (利空做空)",
"Volume 信号",
"Geo-risk day — avoid blind NVDA short vs escalation"
],
"why_chain": "RS弱于QQQ -4.28% · News 5 (利空做空) · Volume 信号 · Geo-risk day — avoid blind NVDA short vs escalation",
"why_vs_runner_up": "—",
"factor_breakdown": {
"relative_strength_vs_qqq": -4.28,
"relative_strength_vs_smh": -0.2,
"relative_weakness_score": 4.4,
"gap_pct": -6.11,
"beta_proxy": 4.86,
"volume_signal": true,
"news_count": 5,
"extended_gap_penalty": 0.0,
"vix_change_pct": 2.04,
"prior_day_change_pct": 0.0
},
"edge_type": "Relative Weakness",
"score_formula_display": "final = win_prob(47%) × ER(1.4%) × rr_weight(0.5) / 100",
"expected_high": 198.38,
"expected_low": 193.02,
"expected_close": 193.02,
"current_price": 195.7,
"upside_pct": 1.37,
"downside_risk_pct": 1.37,
"why_factors": [
"RS弱于QQQ -4.28%",
"News 5 (利空做空)",
"Volume 信号",
"Geo-risk day — avoid blind NVDA short vs escalation"
],
"why_today": "RS弱于QQQ -4.28% · News 5 (利空做空) · Volume 信号 · Geo-risk day — avoid blind NVDA short vs escalation",
"gap_pct": -6.11,
"rr_display": {
"reward_risk_ratio": 3.31,
"risk_reward_ratio": 0.3,
"reward_per_share": 2.68,
"risk_per_share": 0.81,
"label_reward_risk": "Reward/Risk 3.31",
"label_risk_reward": "Risk:Reward 1:0.30",
"display": "Reward/Risk 3.31 · Risk:Reward 1:0.30",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"catalyst": "Geopolitical Risk · Geopolitical Risk",
"invalidation": "Close above stop $196.51 · Geopolitical escalation invalidates mean-reversion",
"advisory": true,
"level_reasons": {
"entry": {
"price": 195.7,
"source": "current",
"confidence": 55,
"reasons": []
},
"stop": {
"price": 196.51,
"source": "orb_high",
"confidence": 77,
"reasons": [
{
"source": "orb_high",
"label": "ORB High",
"price": 196.51,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
},
"target": {
"price": 193.02,
"source": "expected_close",
"confidence": 77,
"reasons": [
{
"source": "expected_close",
"label": "Expected Close",
"price": 193.02,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
}
},
"return_calculation": "(195.7-193.02)/195.7=1.37%",
"heuristic_expected_return_pct": 1.37,
"target_action": "买入/平空仓",
"trade_summary_cn": "做空 NVDA：在 195.7 附近入场，目标 193.02，预期 +1.37%",
"trade_economics": {
"account_size": 10000.0,
"risk_pct": 1.0,
"position_pct": 100.0,
"shares": 123,
"contracts": 1,
"max_loss_usd": 99.63,
"win_usd": 329.64,
"loss_usd": 99.63,
"expected_value_usd": 102.13,
"risk_per_share": 0.81,
"reward_per_share": 2.68,
"rr_display": {
"reward_risk_ratio": 3.31,
"risk_reward_ratio": 0.3,
"reward_per_share": 2.68,
"risk_per_share": 0.81,
"label_reward_risk": "Reward/Risk 3.31",
"label_risk_reward": "Risk:Reward 1:0.30",
"display": "Reward/Risk 3.31 · Risk:Reward 1:0.30",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"size_label": "Small",
"display": "$10,000 → Win +$330 / Loss -$100"
},
"position_sizing": {
"risk_pct": 1.0,
"position_pct": 100.0,
"contracts": 1,
"shares": 123,
"max_loss_usd": 99.63,
"size_label": "Small",
"display": "Risk 1.0% → Position 100.0% → 1 unit(s) → Max Loss $99.63"
},
"why_wins_today": [
{
"rank": 1,
"dimension": "relative_strength",
"label": "Highest Relative Strength",
"primary_value": -4.28,
"runner_up_value": 1.52,
"wins": true
},
{
"rank": 2,
"dimension": "risk_reward",
"label": "Best Risk Reward",
"primary_value": 3.31,
"runner_up_value": 1.6,
"wins": true
},
{
"rank": 3,
"dimension": "catalyst",
"label": "Best Catalyst Alignment",
"primary_value": 5.0,
"runner_up_value": 3.0,
"wins": true
}
],
"why_not_alternatives": [
{
"symbol": "AMD",
"rank": 1,
"reasons": [
"Win% 47 vs 60",
"ER 1.4% vs 4.6%",
"Score 0.32 vs 1.37",
"RS -4.3% vs -3.2%",
"R:R 3.31 vs 1.0"
],
"summary": "Why NVDA over AMD: Win% 47 vs 60 · ER 1.4% vs 4.6% · Score 0.32 vs 1.37 · RS -4.3% vs -3.2% · R:R 3.31 vs 1.0"
},
{
"symbol": "MU",
"rank": 2,
"reasons": [
"Win% 47 vs 65",
"ER 1.4% vs 2.1%",
"Score 0.32 vs 0.7",
"RS -4.3% vs -5.6%",
"R:R 3.31 vs 1.0"
],
"summary": "Why NVDA over MU: Win% 47 vs 65 · ER 1.4% vs 2.1% · Score 0.32 vs 0.7 · RS -4.3% vs -5.6% · R:R 3.31 vs 1.0"
},
{
"symbol": "SMH",
"rank": 4,
"reasons": [
"Win% 47 vs 48",
"ER 1.4% vs 1.2%",
"Score 0.32 vs 0.28",
"RS -4.3% vs -4.1%",
"R:R 3.31 vs 0.38",
"Tradeable (Small) vs Pass"
],
"summary": "Why NVDA over SMH: Win% 47 vs 48 · ER 1.4% vs 1.2% · Score 0.32 vs 0.28 · RS -4.3% vs -4.1% · R:R 3.31 vs 0.38 · Tradeable (Small) vs Pass"
},
{
"symbol": "ARM",
"rank": 5,
"reasons": [
"Win% 47 vs 55",
"ER 1.4% vs 0.9%",
"Score 0.32 vs 0.25",
"RS -4.3% vs -3.3%",
"R:R 3.31 vs 1.0",
"Tradeable (Small) vs Pass"
],
"summary": "Why NVDA over ARM: Win% 47 vs 55 · ER 1.4% vs 0.9% · Score 0.32 vs 0.25 · RS -4.3% vs -3.3% · R:R 3.31 vs 1.0 · Tradeable (Small) vs Pass"
},
{
"symbol": "TQQQ",
"rank": 6,
"reasons": [
"Win% 47 vs 48",
"ER 1.4% vs 0.8%",
"Score 0.32 vs 0.18",
"RS -4.3% vs -2.3%",
"R:R 3.31 vs 0.32",
"Tradeable (Small) vs Pass"
],
"summary": "Why NVDA over TQQQ: Win% 47 vs 48 · ER 1.4% vs 0.8% · Score 0.32 vs 0.18 · RS -4.3% vs -2.3% · R:R 3.31 vs 0.32 · Tradeable (Small) vs Pass"
}
],
"win_prob_source": "rules",
"calibration": {
"calibrated_win_prob": 47.0,
"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": 102.13,
"win_scenario_usd": 329.64,
"loss_scenario_usd": 99.63,
"win_prob_pct": 47.0,
"display": "EV $+102 (win +$330 @ 47.0% · loss -$100)"
},
"entry_status": {
"current_price": 195.7,
"ideal_entry": 195.7,
"distance_pct": -0.0,
"remaining_er_pct": 1.37,
"live_expected_return_pct": 1.37,
"new_plan": null,
"alternate_entry": null,
"advisory": true,
"advisory_tag": "ADVISORY — 不构成投资建议",
"zone_low": 195.11,
"zone_high": 196.29,
"miss_threshold_pct": 1.0,
"status": "PREMARKET",
"status_reason": "Premarket Ideal Entry — plan not yet live",
"action_hint": "Entry still valid"
}
},
"index_trade": "NO TRADE",
"p16_gate": "No Trade",
"threshold_message": null,
"stock_trades": [
{
"rank": 1,
"symbol": "AMD",
"direction": "SHORT",
"confidence": 60,
"expected_move": "+5.00%",
"why": "RS弱于QQQ -3.16% · 半导体内领涨 +0.92% · 昨日弱势 -9.2% 延续下行"
},
{
"rank": 2,
"symbol": "MU",
"direction": "SHORT",
"confidence": 65,
"expected_move": "+3.43%",
"why": "RS弱于QQQ -5.59% · RS弱于SMH -1.51% · News 3 (利空做空)"
},
{
"rank": 3,
"symbol": "NVDA",
"direction": "SHORT",
"confidence": 47,
"expected_move": "+1.37%",
"why": "RS弱于QQQ -4.28% · News 5 (利空做空) · Volume 信号 · Geo-risk day — avoid blind NVDA short vs escalation"
}
],
"top_trades": [
{
"rank": 1,
"symbol": "AMD",
"direction": "SHORT",
"instrument": "Stock",
"horizon": "Swing",
"confidence": 60,
"confidence_stars": "★★★☆☆",
"expected_move": "+5.00%",
"expected_return_pct": 5.0,
"win_prob": 60.0,
"win_prob_breakdown": {
"components": [
{
"factor": "Base",
"key": "base",
"points": 50.0
},
{
"factor": "RS",
"key": "rs",
"points": 2.0
},
{
"factor": "Trend",
"key": "trend",
"points": 8.0
}
],
"total": 60.0,
"raw_total": 60.0,
"was_clamped": false
},
"risk_reward": 1.25,
"final_score": 1.37,
"trade_action": "Small",
"relative_strength": -3.16,
"entry": "Below 475.9 (VWAP)",
"entry_source": "vwap",
"entry_price": 475.93,
"entry_zone": {
"low": 474.5,
"high": 477.36,
"mid": 475.93,
"anchors": [
{
"source": "vwap",
"label": "VWAP",
"price": 475.93
}
],
"display": "Entry Zone 474–477",
"entry_source": "vwap",
"tolerance_pct": 0.3
},
"stop": "494.9 (ORB高点)",
"stop_source": "orb_high",
"stop_price": 494.95,
"target": "452.1 (预期收盘)",
"target_source": "expected_close",
"target_price": 452.14,
"targets": [
"452.1 (预期收盘)"
],
"level_anchors": {
"vwap": 475.93,
"orb_high": 494.95,
"orb_low": 473.0,
"prev_high": null,
"prev_low": null,
"prior_close": 494.95,
"orb_from_minute": true
},
"levels_valid": true,
"why": [
"RS弱于QQQ -3.16%",
"半导体内领涨 +0.92%",
"昨日弱势 -9.2% 延续下行"
],
"why_chain": "RS弱于QQQ -3.16% · 半导体内领涨 +0.92% · 昨日弱势 -9.2% 延续下行",
"why_vs_runner_up": "AMD RS -3.2% vs MU -5.6%；ER 4.6% vs 2.1%；relative weakness play",
"factor_breakdown": {
"relative_strength_vs_qqq": -3.16,
"relative_strength_vs_smh": 0.92,
"relative_weakness_score": 2.61,
"gap_pct": -3.42,
"beta_proxy": 3.85,
"volume_signal": false,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": 2.04,
"prior_day_change_pct": -9.22
},
"edge_type": "Relative Weakness",
"score_formula_display": "final = win_prob(60%) × ER(4.6%) × rr_weight(0.5) / 100",
"expected_high": 495.5,
"expected_low": 452.14,
"expected_close": 452.14,
"current_price": 473.82,
"upside_pct": 4.58,
"downside_risk_pct": 4.58,
"why_factors": [
"RS弱于QQQ -3.16%",
"半导体内领涨 +0.92%",
"昨日弱势 -9.2% 延续下行"
],
"why_today": "RS弱于QQQ -3.16% · 半导体内领涨 +0.92% · 昨日弱势 -9.2% 延续下行",
"gap_pct": -3.42,
"rr_display": {
"reward_risk_ratio": 1.25,
"risk_reward_ratio": 0.8,
"reward_per_share": 23.79,
"risk_per_share": 19.02,
"label_reward_risk": "Reward/Risk 1.25",
"label_risk_reward": "Risk:Reward 1:0.80",
"display": "Reward/Risk 1.25 · Risk:Reward 1:0.80",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"catalyst": "Geopolitical Risk · Geopolitical Risk",
"invalidation": "Close above stop $494.95 · Geopolitical escalation invalidates mean-reversion",
"advisory": true,
"level_reasons": {
"entry": {
"price": 475.93,
"source": "vwap",
"confidence": 89,
"reasons": [
{
"source": "vwap",
"label": "VWAP",
"price": 475.93,
"weight_pct": 70.0,
"matched": true,
"primary": true
},
{
"source": "current",
"label": "Below Current",
"price": 473.82,
"weight_pct": 30.0,
"matched": true,
"primary": false
}
]
},
"stop": {
"price": 494.95,
"source": "orb_high",
"confidence": 77,
"reasons": [
{
"source": "orb_high",
"label": "ORB High",
"price": 494.95,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
},
"target": {
"price": 452.14,
"source": "expected_close",
"confidence": 77,
"reasons": [
{
"source": "expected_close",
"label": "Expected Close",
"price": 452.14,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
}
},
"return_calculation": "(475.93-452.14)/475.93=5.00%",
"heuristic_expected_return_pct": 4.58,
"target_action": "买入/平空仓",
"trade_summary_cn": "做空 AMD：在 475.93 附近入场，目标 452.14，预期 +5.00%",
"trade_economics": {
"account_size": 10000.0,
"risk_pct": 1.0,
"position_pct": 23.8,
"shares": 5,
"contracts": 1,
"max_loss_usd": 95.1,
"win_usd": 118.95,
"loss_usd": 95.1,
"expected_value_usd": 33.33,
"risk_per_share": 19.02,
"reward_per_share": 23.79,
"rr_display": {
"reward_risk_ratio": 1.25,
"risk_reward_ratio": 0.8,
"reward_per_share": 23.79,
"risk_per_share": 19.02,
"label_reward_risk": "Reward/Risk 1.25",
"label_risk_reward": "Risk:Reward 1:0.80",
"display": "Reward/Risk 1.25 · Risk:Reward 1:0.80",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"size_label": "Small",
"display": "$10,000 → Win +$119 / Loss -$95"
},
"position_sizing": {
"risk_pct": 1.0,
"position_pct": 23.8,
"contracts": 1,
"shares": 5,
"max_loss_usd": 95.1,
"size_label": "Small",
"display": "Risk 1.0% → Position 23.8% → 1 unit(s) → Max Loss $95.1"
},
"why_wins_today": [
{
"rank": 1,
"dimension": "relative_strength",
"label": "Highest Relative Strength",
"primary_value": -3.16,
"runner_up_value": 1.52,
"wins": true
},
{
"rank": 2,
"dimension": "expected_range",
"label": "Largest Expected Range",
"primary_value": 9.16,
"runner_up_value": 4.3,
"wins": true
}
],
"why_not_alternatives": [
{
"symbol": "MU",
"rank": 2,
"reasons": [
"Win% 60 vs 65",
"ER 5.0% vs 2.1%",
"Score 1.37 vs 0.7",
"RS -3.2% vs -5.6%",
"R:R 1.25 vs 1.0"
],
"summary": "Why AMD over MU: Win% 60 vs 65 · ER 5.0% vs 2.1% · Score 1.37 vs 0.7 · RS -3.2% vs -5.6% · R:R 1.25 vs 1.0"
},
{
"symbol": "NVDA",
"rank": 3,
"reasons": [
"Win% 60 vs 47",
"ER 5.0% vs 1.4%",
"Score 1.37 vs 0.32",
"RS -3.2% vs -4.3%",
"R:R 1.25 vs 1.0"
],
"summary": "Why AMD over NVDA: Win% 60 vs 47 · ER 5.0% vs 1.4% · Score 1.37 vs 0.32 · RS -3.2% vs -4.3% · R:R 1.25 vs 1.0"
},
{
"symbol": "SMH",
"rank": 4,
"reasons": [
"Win% 60 vs 48",
"ER 5.0% vs 1.2%",
"Score 1.37 vs 0.28",
"RS -3.2% vs -4.1%",
"R:R 1.25 vs 0.38",
"Tradeable (Small) vs Pass"
],
"summary": "Why AMD over SMH: Win% 60 vs 48 · ER 5.0% vs 1.2% · Score 1.37 vs 0.28 · RS -3.2% vs -4.1% · R:R 1.25 vs 0.38 · Tradeable (Small) vs Pass"
},
{
"symbol": "ARM",
"rank": 5,
"reasons": [
"Win% 60 vs 55",
"ER 5.0% vs 0.9%",
"Score 1.37 vs 0.25",
"RS -3.2% vs -3.3%",
"R:R 1.25 vs 1.0",
"Tradeable (Small) vs Pass"
],
"summary": "Why AMD over ARM: Win% 60 vs 55 · ER 5.0% vs 0.9% · Score 1.37 vs 0.25 · RS -3.2% vs -3.3% · R:R 1.25 vs 1.0 · Tradeable (Small) vs Pass"
},
{
"symbol": "TQQQ",
"rank": 6,
"reasons": [
"Win% 60 vs 48",
"ER 5.0% vs 0.8%",
"Score 1.37 vs 0.18",
"RS -3.2% vs -2.3%",
"R:R 1.25 vs 0.32",
"Tradeable (Small) vs Pass"
],
"summary": "Why AMD over TQQQ: Win% 60 vs 48 · ER 5.0% vs 0.8% · Score 1.37 vs 0.18 · RS -3.2% vs -2.3% · R:R 1.25 vs 0.32 · Tradeable (Small) vs Pass"
}
],
"rank_summary": "AMD ranked #1 because weakest RS + largest expected range",
"win_prob_source": "rules",
"calibration": {
"calibrated_win_prob": 60.0,
"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": 33.33,
"win_scenario_usd": 118.95,
"loss_scenario_usd": 95.1,
"win_prob_pct": 60.0,
"display": "EV $+33 (win +$119 @ 60.0% · loss -$95)"
},
"entry_status": {
"current_price": 473.82,
"ideal_entry": 475.93,
"distance_pct": 0.44,
"remaining_er_pct": 4.58,
"live_expected_return_pct": 4.58,
"new_plan": null,
"alternate_entry": null,
"advisory": true,
"advisory_tag": "ADVISORY — 不构成投资建议",
"zone_low": 474.5,
"zone_high": 477.36,
"miss_threshold_pct": 1.0,
"status": "PREMARKET",
"status_reason": "Premarket Ideal Entry — plan not yet live",
"action_hint": "Entry still valid"
}
},
{
"rank": 2,
"symbol": "MU",
"direction": "SHORT",
"instrument": "Stock",
"horizon": "Swing",
"confidence": 65,
"confidence_stars": "★★★☆☆",
"expected_move": "+3.43%",
"expected_return_pct": 3.43,
"win_prob": 65.0,
"win_prob_breakdown": {
"components": [
{
"factor": "Base",
"key": "base",
"points": 50.0
},
{
"factor": "RS",
"key": "rs",
"points": 20.0
},
{
"factor": "Catalyst",
"key": "catalyst",
"points": -5.0
}
],
"total": 65.0,
"raw_total": 65.0,
"was_clamped": false
},
"risk_reward": 0.59,
"final_score": 0.7,
"trade_action": "Small",
"relative_strength": -5.59,
"entry": "Below 851.0 (VWAP)",
"entry_source": "vwap",
"entry_price": 851.05,
"entry_zone": {
"low": 848.5,
"high": 853.6,
"mid": 851.05,
"anchors": [
{
"source": "vwap",
"label": "VWAP",
"price": 851.05
}
],
"display": "Entry Zone 848–854",
"entry_source": "vwap",
"tolerance_pct": 0.3
},
"stop": "900.2 (ORB高点)",
"stop_source": "orb_high",
"stop_price": 900.2,
"target": "821.8 (预期收盘)",
"target_source": "expected_close",
"target_price": 821.84,
"targets": [
"821.8 (预期收盘)"
],
"level_anchors": {
"vwap": 851.05,
"orb_high": 900.2,
"orb_low": 845.44,
"prev_high": null,
"prev_low": null,
"prior_close": 900.2,
"orb_from_minute": true
},
"levels_valid": true,
"why": [
"RS弱于QQQ -5.59%",
"RS弱于SMH -1.51%",
"News 3 (利空做空)"
],
"why_chain": "RS弱于QQQ -5.59% · RS弱于SMH -1.51% · News 3 (利空做空)",
"why_vs_runner_up": "—",
"factor_breakdown": {
"relative_strength_vs_qqq": -5.59,
"relative_strength_vs_smh": -1.51,
"relative_weakness_score": 6.5,
"gap_pct": -4.01,
"beta_proxy": 6.04,
"volume_signal": false,
"news_count": 3,
"extended_gap_penalty": 0.0,
"vix_change_pct": 2.04,
"prior_day_change_pct": -8.8
},
"edge_type": "Relative Weakness",
"score_formula_display": "final = win_prob(65%) × ER(2.1%) × rr_weight(0.5) / 100",
"expected_high": 857.92,
"expected_low": 821.84,
"expected_close": 821.84,
"current_price": 839.88,
"upside_pct": 2.15,
"downside_risk_pct": 2.15,
"why_factors": [
"RS弱于QQQ -5.59%",
"RS弱于SMH -1.51%",
"News 3 (利空做空)"
],
"why_today": "RS弱于QQQ -5.59% · RS弱于SMH -1.51% · News 3 (利空做空)",
"gap_pct": -4.01,
"rr_display": {
"reward_risk_ratio": 0.59,
"risk_reward_ratio": 1.69,
"reward_per_share": 29.21,
"risk_per_share": 49.15,
"label_reward_risk": "Reward/Risk 0.59",
"label_risk_reward": "Risk:Reward 1:1.69",
"display": "Reward/Risk 0.59 · Risk:Reward 1:1.69",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"catalyst": "Geopolitical Risk · Geopolitical Risk",
"invalidation": "Close above stop $900.2 · Geopolitical escalation invalidates mean-reversion",
"advisory": true,
"level_reasons": {
"entry": {
"price": 851.05,
"source": "vwap",
"confidence": 77,
"reasons": [
{
"source": "vwap",
"label": "VWAP",
"price": 851.05,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
},
"stop": {
"price": 900.2,
"source": "orb_high",
"confidence": 77,
"reasons": [
{
"source": "orb_high",
"label": "ORB High",
"price": 900.2,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
},
"target": {
"price": 821.84,
"source": "expected_close",
"confidence": 77,
"reasons": [
{
"source": "expected_close",
"label": "Expected Close",
"price": 821.84,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
}
},
"return_calculation": "(851.05-821.84)/851.05=3.43%",
"heuristic_expected_return_pct": 2.15,
"target_action": "买入/平空仓",
"trade_summary_cn": "做空 MU：在 851.05 附近入场，目标 821.84，预期 +3.43%",
"trade_economics": {
"account_size": 10000.0,
"risk_pct": 1.0,
"position_pct": 17.0,
"shares": 2,
"contracts": 1,
"max_loss_usd": 98.3,
"win_usd": 58.42,
"loss_usd": 98.3,
"expected_value_usd": 3.57,
"risk_per_share": 49.15,
"reward_per_share": 29.21,
"rr_display": {
"reward_risk_ratio": 0.59,
"risk_reward_ratio": 1.69,
"reward_per_share": 29.21,
"risk_per_share": 49.15,
"label_reward_risk": "Reward/Risk 0.59",
"label_risk_reward": "Risk:Reward 1:1.69",
"display": "Reward/Risk 0.59 · Risk:Reward 1:1.69",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"size_label": "Small",
"display": "$10,000 → Win +$58 / Loss -$98"
},
"position_sizing": {
"risk_pct": 1.0,
"position_pct": 17.0,
"contracts": 1,
"shares": 2,
"max_loss_usd": 98.3,
"size_label": "Small",
"display": "Risk 1.0% → Position 17.0% → 1 unit(s) → Max Loss $98.3"
},
"why_wins_today": [
{
"rank": 1,
"dimension": "relative_strength",
"label": "Highest Relative Strength",
"primary_value": -5.59,
"runner_up_value": 1.52,
"wins": true
},
{
"rank": 2,
"dimension": "win_prob",
"label": "Highest Probability",
"primary_value": 65.0,
"runner_up_value": 61.0,
"wins": true
}
],
"why_not_alternatives": [
{
"symbol": "AMD",
"rank": 1,
"reasons": [
"Win% 65 vs 60",
"ER 3.4% vs 4.6%",
"Score 0.7 vs 1.37",
"RS -5.6% vs -3.2%"
],
"summary": "Why MU over AMD: Win% 65 vs 60 · ER 3.4% vs 4.6% · Score 0.7 vs 1.37 · RS -5.6% vs -3.2%"
},
{
"symbol": "NVDA",
"rank": 3,
"reasons": [
"Win% 65 vs 47",
"ER 3.4% vs 1.4%",
"Score 0.7 vs 0.32",
"RS -5.6% vs -4.3%"
],
"summary": "Why MU over NVDA: Win% 65 vs 47 · ER 3.4% vs 1.4% · Score 0.7 vs 0.32 · RS -5.6% vs -4.3%"
},
{
"symbol": "SMH",
"rank": 4,
"reasons": [
"Win% 65 vs 48",
"ER 3.4% vs 1.2%",
"Score 0.7 vs 0.28",
"RS -5.6% vs -4.1%",
"R:R 0.59 vs 0.38",
"Tradeable (Small) vs Pass"
],
"summary": "Why MU over SMH: Win% 65 vs 48 · ER 3.4% vs 1.2% · Score 0.7 vs 0.28 · RS -5.6% vs -4.1% · R:R 0.59 vs 0.38 · Tradeable (Small) vs Pass"
},
{
"symbol": "ARM",
"rank": 5,
"reasons": [
"Win% 65 vs 55",
"ER 3.4% vs 0.9%",
"Score 0.7 vs 0.25",
"RS -5.6% vs -3.3%",
"Tradeable (Small) vs Pass"
],
"summary": "Why MU over ARM: Win% 65 vs 55 · ER 3.4% vs 0.9% · Score 0.7 vs 0.25 · RS -5.6% vs -3.3% · Tradeable (Small) vs Pass"
},
{
"symbol": "TQQQ",
"rank": 6,
"reasons": [
"Win% 65 vs 48",
"ER 3.4% vs 0.8%",
"Score 0.7 vs 0.18",
"RS -5.6% vs -2.3%",
"R:R 0.59 vs 0.32",
"Tradeable (Small) vs Pass"
],
"summary": "Why MU over TQQQ: Win% 65 vs 48 · ER 3.4% vs 0.8% · Score 0.7 vs 0.18 · RS -5.6% vs -2.3% · R:R 0.59 vs 0.32 · Tradeable (Small) vs Pass"
}
],
"win_prob_source": "rules",
"calibration": {
"calibrated_win_prob": 65.0,
"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": 3.57,
"win_scenario_usd": 58.42,
"loss_scenario_usd": 98.3,
"win_prob_pct": 65.0,
"display": "EV $+4 (win +$58 @ 65.0% · loss -$98)"
},
"entry_status": {
"current_price": 839.88,
"ideal_entry": 851.05,
"distance_pct": 1.31,
"remaining_er_pct": 2.15,
"live_expected_return_pct": 2.15,
"new_plan": null,
"alternate_entry": null,
"advisory": true,
"advisory_tag": "ADVISORY — 不构成投资建议",
"zone_low": 848.5,
"zone_high": 853.6,
"miss_threshold_pct": 1.0,
"status": "PREMARKET",
"status_reason": "Premarket Ideal Entry — plan not yet live",
"action_hint": "Entry still valid"
}
},
{
"rank": 3,
"symbol": "NVDA",
"direction": "SHORT",
"instrument": "Stock",
"horizon": "Swing",
"confidence": 47,
"confidence_stars": "★★☆☆☆",
"expected_move": "+1.37%",
"expected_return_pct": 1.37,
"win_prob": 47.0,
"win_prob_breakdown": {
"components": [
{
"factor": "Base",
"key": "base",
"points": 50.0
},
{
"factor": "RS",
"key": "rs",
"points": 16.0
},
{
"factor": "Catalyst",
"key": "catalyst",
"points": -5.0
},
{
"factor": "Volume",
"key": "volume",
"points": 4.0
},
{
"factor": "Macro",
"key": "macro",
"points": -18.0
}
],
"total": 47.0,
"raw_total": 47.0,
"was_clamped": false
},
"risk_reward": 3.31,
"final_score": 0.32,
"trade_action": "Small",
"relative_strength": -4.28,
"entry": "Below 195.7 (现价)",
"entry_source": "current",
"entry_price": 195.7,
"entry_zone": {
"low": 195.11,
"high": 196.29,
"mid": 195.7,
"anchors": [],
"display": "Entry Zone 195–196",
"entry_source": "current",
"tolerance_pct": 0.3
},
"stop": "196.5 (ORB高点)",
"stop_source": "orb_high",
"stop_price": 196.51,
"target": "193.0 (预期收盘)",
"target_source": "expected_close",
"target_price": 193.02,
"targets": [
"193.0 (预期收盘)"
],
"level_anchors": {
"vwap": 194.44,
"orb_high": 196.51,
"orb_low": 193.0,
"prev_high": 206.84,
"prev_low": 206.84,
"prior_close": 206.84,
"orb_from_minute": true
},
"levels_valid": true,
"why": [
"RS弱于QQQ -4.28%",
"News 5 (利空做空)",
"Volume 信号",
"Geo-risk day — avoid blind NVDA short vs escalation"
],
"why_chain": "RS弱于QQQ -4.28% · News 5 (利空做空) · Volume 信号 · Geo-risk day — avoid blind NVDA short vs escalation",
"why_vs_runner_up": "—",
"factor_breakdown": {
"relative_strength_vs_qqq": -4.28,
"relative_strength_vs_smh": -0.2,
"relative_weakness_score": 4.4,
"gap_pct": -6.11,
"beta_proxy": 4.86,
"volume_signal": true,
"news_count": 5,
"extended_gap_penalty": 0.0,
"vix_change_pct": 2.04,
"prior_day_change_pct": 0.0
},
"edge_type": "Relative Weakness",
"score_formula_display": "final = win_prob(47%) × ER(1.4%) × rr_weight(0.5) / 100",
"expected_high": 198.38,
"expected_low": 193.02,
"expected_close": 193.02,
"current_price": 195.7,
"upside_pct": 1.37,
"downside_risk_pct": 1.37,
"why_factors": [
"RS弱于QQQ -4.28%",
"News 5 (利空做空)",
"Volume 信号",
"Geo-risk day — avoid blind NVDA short vs escalation"
],
"why_today": "RS弱于QQQ -4.28% · News 5 (利空做空) · Volume 信号 · Geo-risk day — avoid blind NVDA short vs escalation",
"gap_pct": -6.11,
"rr_display": {
"reward_risk_ratio": 3.31,
"risk_reward_ratio": 0.3,
"reward_per_share": 2.68,
"risk_per_share": 0.81,
"label_reward_risk": "Reward/Risk 3.31",
"label_risk_reward": "Risk:Reward 1:0.30",
"display": "Reward/Risk 3.31 · Risk:Reward 1:0.30",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"catalyst": "Geopolitical Risk · Geopolitical Risk",
"invalidation": "Close above stop $196.51 · Geopolitical escalation invalidates mean-reversion",
"advisory": true,
"level_reasons": {
"entry": {
"price": 195.7,
"source": "current",
"confidence": 55,
"reasons": []
},
"stop": {
"price": 196.51,
"source": "orb_high",
"confidence": 77,
"reasons": [
{
"source": "orb_high",
"label": "ORB High",
"price": 196.51,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
},
"target": {
"price": 193.02,
"source": "expected_close",
"confidence": 77,
"reasons": [
{
"source": "expected_close",
"label": "Expected Close",
"price": 193.02,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
}
},
"return_calculation": "(195.7-193.02)/195.7=1.37%",
"heuristic_expected_return_pct": 1.37,
"target_action": "买入/平空仓",
"trade_summary_cn": "做空 NVDA：在 195.7 附近入场，目标 193.02，预期 +1.37%",
"trade_economics": {
"account_size": 10000.0,
"risk_pct": 1.0,
"position_pct": 100.0,
"shares": 123,
"contracts": 1,
"max_loss_usd": 99.63,
"win_usd": 329.64,
"loss_usd": 99.63,
"expected_value_usd": 102.13,
"risk_per_share": 0.81,
"reward_per_share": 2.68,
"rr_display": {
"reward_risk_ratio": 3.31,
"risk_reward_ratio": 0.3,
"reward_per_share": 2.68,
"risk_per_share": 0.81,
"label_reward_risk": "Reward/Risk 3.31",
"label_risk_reward": "Risk:Reward 1:0.30",
"display": "Reward/Risk 3.31 · Risk:Reward 1:0.30",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"size_label": "Small",
"display": "$10,000 → Win +$330 / Loss -$100"
},
"position_sizing": {
"risk_pct": 1.0,
"position_pct": 100.0,
"contracts": 1,
"shares": 123,
"max_loss_usd": 99.63,
"size_label": "Small",
"display": "Risk 1.0% → Position 100.0% → 1 unit(s) → Max Loss $99.63"
},
"why_wins_today": [
{
"rank": 1,
"dimension": "relative_strength",
"label": "Highest Relative Strength",
"primary_value": -4.28,
"runner_up_value": 1.52,
"wins": true
},
{
"rank": 2,
"dimension": "risk_reward",
"label": "Best Risk Reward",
"primary_value": 3.31,
"runner_up_value": 1.6,
"wins": true
},
{
"rank": 3,
"dimension": "catalyst",
"label": "Best Catalyst Alignment",
"primary_value": 5.0,
"runner_up_value": 3.0,
"wins": true
}
],
"why_not_alternatives": [
{
"symbol": "AMD",
"rank": 1,
"reasons": [
"Win% 47 vs 60",
"ER 1.4% vs 4.6%",
"Score 0.32 vs 1.37",
"RS -4.3% vs -3.2%",
"R:R 3.31 vs 1.0"
],
"summary": "Why NVDA over AMD: Win% 47 vs 60 · ER 1.4% vs 4.6% · Score 0.32 vs 1.37 · RS -4.3% vs -3.2% · R:R 3.31 vs 1.0"
},
{
"symbol": "MU",
"rank": 2,
"reasons": [
"Win% 47 vs 65",
"ER 1.4% vs 2.1%",
"Score 0.32 vs 0.7",
"RS -4.3% vs -5.6%",
"R:R 3.31 vs 1.0"
],
"summary": "Why NVDA over MU: Win% 47 vs 65 · ER 1.4% vs 2.1% · Score 0.32 vs 0.7 · RS -4.3% vs -5.6% · R:R 3.31 vs 1.0"
},
{
"symbol": "SMH",
"rank": 4,
"reasons": [
"Win% 47 vs 48",
"ER 1.4% vs 1.2%",
"Score 0.32 vs 0.28",
"RS -4.3% vs -4.1%",
"R:R 3.31 vs 0.38",
"Tradeable (Small) vs Pass"
],
"summary": "Why NVDA over SMH: Win% 47 vs 48 · ER 1.4% vs 1.2% · Score 0.32 vs 0.28 · RS -4.3% vs -4.1% · R:R 3.31 vs 0.38 · Tradeable (Small) vs Pass"
},
{
"symbol": "ARM",
"rank": 5,
"reasons": [
"Win% 47 vs 55",
"ER 1.4% vs 0.9%",
"Score 0.32 vs 0.25",
"RS -4.3% vs -3.3%",
"R:R 3.31 vs 1.0",
"Tradeable (Small) vs Pass"
],
"summary": "Why NVDA over ARM: Win% 47 vs 55 · ER 1.4% vs 0.9% · Score 0.32 vs 0.25 · RS -4.3% vs -3.3% · R:R 3.31 vs 1.0 · Tradeable (Small) vs Pass"
},
{
"symbol": "TQQQ",
"rank": 6,
"reasons": [
"Win% 47 vs 48",
"ER 1.4% vs 0.8%",
"Score 0.32 vs 0.18",
"RS -4.3% vs -2.3%",
"R:R 3.31 vs 0.32",
"Tradeable (Small) vs Pass"
],
"summary": "Why NVDA over TQQQ: Win% 47 vs 48 · ER 1.4% vs 0.8% · Score 0.32 vs 0.18 · RS -4.3% vs -2.3% · R:R 3.31 vs 0.32 · Tradeable (Small) vs Pass"
}
],
"win_prob_source": "rules",
"calibration": {
"calibrated_win_prob": 47.0,
"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": 102.13,
"win_scenario_usd": 329.64,
"loss_scenario_usd": 99.63,
"win_prob_pct": 47.0,
"display": "EV $+102 (win +$330 @ 47.0% · loss -$100)"
},
"entry_status": {
"current_price": 195.7,
"ideal_entry": 195.7,
"distance_pct": -0.0,
"remaining_er_pct": 1.37,
"live_expected_return_pct": 1.37,
"new_plan": null,
"alternate_entry": null,
"advisory": true,
"advisory_tag": "ADVISORY — 不构成投资建议",
"zone_low": 195.11,
"zone_high": 196.29,
"miss_threshold_pct": 1.0,
"status": "PREMARKET",
"status_reason": "Premarket Ideal Entry — plan not yet live",
"action_hint": "Entry still valid"
}
}
],
"watchlist_items": [
{
"symbol": "SMH",
"rank": 4,
"win_prob": 48.0,
"expected_return_pct": 1.18,
"trade_action": "Pass",
"why": "RS弱于QQQ -4.08% · Volume 信号 · Geo-risk day — avoid blind SMH short vs escalation",
"note": "Monitor — below trade threshold"
},
{
"symbol": "ARM",
"rank": 5,
"win_prob": 55.0,
"expected_return_pct": 0.92,
"trade_action": "Pass",
"why": "RS弱于QQQ -3.31% · 半导体内领涨 +0.77% · 昨日弱势 -2.1% 延续下行 · News 2 (利空做空)",
"note": "Monitor — below trade threshold"
},
{
"symbol": "TQQQ",
"rank": 6,
"win_prob": 48.0,
"expected_return_pct": 0.75,
"trade_action": "Pass",
"why": "RS弱于QQQ -2.26% · Volume 信号 · Geo-risk day — avoid blind TQQQ short vs escalation · 上行空间 <1.0%",
"note": "Monitor — below trade threshold"
},
{
"symbol": "TSLA",
"rank": 7,
"win_prob": 61.0,
"expected_return_pct": 0.52,
"trade_action": "Pass",
"why": "RS弱于QQQ -1.55% · News 2 (利空做空) · Volume 信号 · 上行空间 <1.0%",
"note": "Monitor — below trade threshold"
},
{
"symbol": "QQQ",
"rank": 8,
"win_prob": 59.0,
"expected_return_pct": 0.1,
"trade_action": "Pass",
"why": "Gap 未过度延伸 · Volume 信号 · 上行空间 <1.0%",
"note": "Monitor — below trade threshold"
}
],
"advisory": true,
"swing": {
"symbol": "AMD",
"direction": "SHORT",
"instrument": "Stock",
"horizon": "Swing",
"duration": "Swing (days–weeks)",
"confidence": 65,
"entry": "Near 475.2 (swing zone)",
"entry_source": "swing_zone",
"entry_price": 475.24,
"entry_zone": {
"low": 473.82,
"high": 493.45,
"mid": 475.24,
"display": "$473.82–$493.45",
"source": "swing_pullback"
},
"stop": "529.9 (1.75xATR)",
"stop_source": "1.75xATR",
"stop_price": 529.87,
"target": "402.4 (T1 ~15.3%)",
"target_source": "2xATR_or_5pct",
"target_price": 402.4,
"targets": [
{
"price": 402.4,
"label": "T1",
"pct": 15.33
},
{
"price": 386.3,
"label": "T2",
"pct": 18.71
}
],
"expected_return_pct": 15.33,
"expected_move": "+15.33%",
"risk_reward": 1.33,
"win_prob": 60.0,
"final_score": 1.37,
"swing_quality": 6.907,
"atr": 36.4221,
"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": 473.82,
"why": [
"高流动性波段标的 AMD",
"Prior day -9.2%",
"5D momentum -1.7%",
"RS vs QQQ -3.16%",
"Swing score 6.9"
],
"why_chain": "高流动性波段标的 AMD · Prior day -9.2% · 5D momentum -1.7% · RS vs QQQ -3.16%",
"invalidation": "Close beyond stop $529.87 or thesis broken (trend flip / catalyst fade)",
"trade_summary_cn": "波段做空 AMD：理想入场 $473.82–$493.45，止损 $529.87，目标 $402.4（约 +15.3%），持仓天数–数周",
"one_liner": "波段做空 AMD：理想入场 $473.82–$493.45，止损 $529.87，目标 $402.4（约 +15.3%），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 走弱 -1.15%（做空 edge）"
},
"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": 60.0,
"win_prob_breakdown": {
"components": [
{
"factor": "Base",
"key": "base",
"points": 50.0
},
{
"factor": "RS",
"key": "rs",
"points": 2.0
},
{
"factor": "Trend",
"key": "trend",
"points": 8.0
}
],
"total": 60.0,
"raw_total": 60.0,
"was_clamped": false
},
"expected_return_pct": 4.58,
"expected_high": 495.5,
"expected_low": 452.14,
"expected_close": 452.14,
"current_price": 473.82,
"upside_pct": 4.58,
"downside_risk_pct": 4.58,
"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": 1.37,
"trade_action": "Small",
"trade": "Small",
"gap_pct": -3.42,
"relative_strength": -3.16,
"relative_strength_vs_smh": 0.92,
"relative_weakness_score": 2.61,
"prior_day_change_pct": -9.22,
"why_factors": [
"RS弱于QQQ -3.16%",
"半导体内领涨 +0.92%",
"昨日弱势 -9.2% 延续下行"
],
"why": "RS弱于QQQ -3.16% · 半导体内领涨 +0.92% · 昨日弱势 -9.2% 延续下行",
"score": 14,
"news_count": 0,
"factor_breakdown": {
"relative_strength_vs_qqq": -3.16,
"relative_strength_vs_smh": 0.92,
"relative_weakness_score": 2.61,
"gap_pct": -3.42,
"beta_proxy": 3.85,
"volume_signal": false,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": 2.04,
"prior_day_change_pct": -9.22
},
"edge_type": "Relative Weakness",
"score_formula_display": "final = win_prob(60%) × ER(4.6%) × rr_weight(0.5) / 100",
"rr_weight": 0.5,
"why_vs_runner_up": "AMD RS -3.2% vs MU -5.6%；ER 4.6% vs 2.1%；relative weakness play",
"advisory": true,
"rank": 1,
"direction": "SHORT"
},
{
"symbol": "MU",
"win_prob": 65.0,
"win_prob_breakdown": {
"components": [
{
"factor": "Base",
"key": "base",
"points": 50.0
},
{
"factor": "RS",
"key": "rs",
"points": 20.0
},
{
"factor": "Catalyst",
"key": "catalyst",
"points": -5.0
}
],
"total": 65.0,
"raw_total": 65.0,
"was_clamped": false
},
"expected_return_pct": 2.15,
"expected_high": 857.92,
"expected_low": 821.84,
"expected_close": 821.84,
"current_price": 839.88,
"upside_pct": 2.15,
"downside_risk_pct": 2.15,
"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": 0.7,
"trade_action": "Small",
"trade": "Small",
"gap_pct": -4.01,
"relative_strength": -5.59,
"relative_strength_vs_smh": -1.51,
"relative_weakness_score": 6.5,
"prior_day_change_pct": -8.8,
"why_factors": [
"RS弱于QQQ -5.59%",
"RS弱于SMH -1.51%",
"News 3 (利空做空)"
],
"why": "RS弱于QQQ -5.59% · RS弱于SMH -1.51% · News 3 (利空做空)",
"score": 7,
"news_count": 3,
"factor_breakdown": {
"relative_strength_vs_qqq": -5.59,
"relative_strength_vs_smh": -1.51,
"relative_weakness_score": 6.5,
"gap_pct": -4.01,
"beta_proxy": 6.04,
"volume_signal": false,
"news_count": 3,
"extended_gap_penalty": 0.0,
"vix_change_pct": 2.04,
"prior_day_change_pct": -8.8
},
"edge_type": "Relative Weakness",
"score_formula_display": "final = win_prob(65%) × ER(2.1%) × rr_weight(0.5) / 100",
"rr_weight": 0.5,
"why_vs_runner_up": "—",
"advisory": true,
"rank": 2,
"direction": "SHORT"
},
{
"symbol": "NVDA",
"win_prob": 47.0,
"win_prob_breakdown": {
"components": [
{
"factor": "Base",
"key": "base",
"points": 50.0
},
{
"factor": "RS",
"key": "rs",
"points": 16.0
},
{
"factor": "Catalyst",
"key": "catalyst",
"points": -5.0
},
{
"factor": "Volume",
"key": "volume",
"points": 4.0
},
{
"factor": "Macro",
"key": "macro",
"points": -18.0
}
],
"total": 47.0,
"raw_total": 47.0,
"was_clamped": false
},
"expected_return_pct": 1.37,
"expected_high": 198.38,
"expected_low": 193.02,
"expected_close": 193.02,
"current_price": 195.7,
"upside_pct": 1.37,
"downside_risk_pct": 1.37,
"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": 0.32,
"trade_action": "Small",
"trade": "Small",
"gap_pct": -6.11,
"relative_strength": -4.28,
"relative_strength_vs_smh": -0.2,
"relative_weakness_score": 4.4,
"prior_day_change_pct": 0.0,
"why_factors": [
"RS弱于QQQ -4.28%",
"News 5 (利空做空)",
"Volume 信号",
"Geo-risk day — avoid blind NVDA short vs escalation"
],
"why": "RS弱于QQQ -4.28% · News 5 (利空做空) · Volume 信号 · Geo-risk day — avoid blind NVDA short vs escalation",
"score": 3,
"news_count": 5,
"factor_breakdown": {
"relative_strength_vs_qqq": -4.28,
"relative_strength_vs_smh": -0.2,
"relative_weakness_score": 4.4,
"gap_pct": -6.11,
"beta_proxy": 4.86,
"volume_signal": true,
"news_count": 5,
"extended_gap_penalty": 0.0,
"vix_change_pct": 2.04,
"prior_day_change_pct": 0.0
},
"edge_type": "Relative Weakness",
"score_formula_display": "final = win_prob(47%) × ER(1.4%) × rr_weight(0.5) / 100",
"rr_weight": 0.5,
"why_vs_runner_up": "—",
"advisory": true,
"rank": 3,
"direction": "SHORT"
},
{
"symbol": "SMH",
"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": 1.18,
"expected_high": 548.55,
"expected_low": 525.81,
"expected_close": 525.81,
"current_price": 532.06,
"upside_pct": 1.18,
"downside_risk_pct": 3.1,
"risk_reward": 0.38,
"rr_display": {
"reward_risk_ratio": 0.38,
"risk_reward_ratio": 2.63,
"reward_per_share": null,
"risk_per_share": null,
"label_reward_risk": "Reward/Risk 0.38",
"label_risk_reward": "Risk:Reward 1:2.63",
"display": "Reward/Risk 0.38 · Risk:Reward 1:2.63",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"final_score": 0.28,
"trade_action": "Pass",
"trade": "Pass",
"gap_pct": -4.49,
"relative_strength": -4.08,
"relative_strength_vs_smh": 0.0,
"relative_weakness_score": 4.08,
"prior_day_change_pct": 0.0,
"why_factors": [
"RS弱于QQQ -4.08%",
"Volume 信号",
"Geo-risk day — avoid blind SMH short vs escalation"
],
"why": "RS弱于QQQ -4.08% · Volume 信号 · Geo-risk day — avoid blind SMH short vs escalation",
"score": 3,
"news_count": 0,
"factor_breakdown": {
"relative_strength_vs_qqq": -4.08,
"relative_strength_vs_smh": 0.0,
"relative_weakness_score": 4.08,
"gap_pct": -4.49,
"beta_proxy": 4.68,
"volume_signal": true,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": 2.04,
"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": 4,
"direction": "SHORT"
},
{
"symbol": "ARM",
"win_prob": 55.0,
"win_prob_breakdown": {
"components": [
{
"factor": "Base",
"key": "base",
"points": 50.0
},
{
"factor": "RS",
"key": "rs",
"points": 2.0
},
{
"factor": "Trend",
"key": "trend",
"points": 8.0
},
{
"factor": "Catalyst",
"key": "catalyst",
"points": -5.0
}
],
"total": 55.0,
"raw_total": 55.0,
"was_clamped": false
},
"expected_return_pct": 0.92,
"expected_high": 257.1,
"expected_low": 252.01,
"expected_close": 252.2,
"current_price": 254.55,
"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",
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"News 2 (利空做空)",
"上行空间 <1.0%"
],
"why": "RS弱于QQQ -3.31% · 半导体内领涨 +0.77% · 昨日弱势 -2.1% 延续下行 · News 2 (利空做空)",
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},
{
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{
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{
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{
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},
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"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
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"Volume 信号",
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],
"why": "RS弱于QQQ -2.26% · Volume 信号 · Geo-risk day — avoid blind TQQQ short vs escalation · 上行空间 <1.0%",
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},
{
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{
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{
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{
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"display": "Reward/Risk 0.54 · Risk:Reward 1:1.85",
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},
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"why": "RS弱于QQQ -1.55% · News 2 (利空做空) · Volume 信号 · 上行空间 <1.0%",
"score": 2,
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},
{
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{
"factor": "Gap",
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{
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"label_risk_reward": "Risk:Reward 1:1.01",
"display": "Reward/Risk 0.99 · Risk:Reward 1:1.01",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
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"trade_action": "Pass",
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"Volume 信号",
"上行空间 <1.0%"
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"why": "Gap 未过度延伸 · Volume 信号 · 上行空间 <1.0%",
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"advisory": true,
"rank": 8,
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},
{
"symbol": "AVGO",
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{
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"points": 2.0
}
],
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"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"
},
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],
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},
{
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{
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},
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"label_reward_risk": "Reward/Risk 1.60",
"label_risk_reward": "Risk:Reward 1:0.62",
"display": "Reward/Risk 1.60 · Risk:Reward 1:0.62",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
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"trade_action": "Pass",
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],
"why": "板块内相对强势 +1.17% · Gap 未过度延伸 · Volume 信号 · 上行空间 <1.0%",
"score": 0,
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"why_vs_runner_up": "—",
"advisory": true,
"rank": 10,
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},
{
"symbol": "META",
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"key": "base",
"points": 50.0
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{
"factor": "RS",
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{
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{
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}
],
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},
"expected_return_pct": -0.31,
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"label_reward_risk": "Reward/Risk 1.60",
"label_risk_reward": "Risk:Reward 1:0.62",
"display": "Reward/Risk 1.60 · Risk:Reward 1:0.62",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"final_score": 0.0,
"trade_action": "Pass",
"trade": "Pass",
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"why_factors": [
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"Gap 未过度延伸",
"Volume 信号",
"上行空间 <1.0%"
],
"why": "板块内相对强势 +1.52% · Gap 未过度延伸 · Volume 信号 · 上行空间 <1.0%",
"score": 0,
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"factor_breakdown": {
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},
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"score_formula_display": "final = win_prob(47%) × ER(-0.3%) × rr_weight(0.8) / 100",
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"why_vs_runner_up": "—",
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}
]
},
"intraday": {
"s5": {
"driver_still_valid": true,
"action": "Hold"
},
"s6": {
"trade_valid": true,
"action": "Hold"
},
"s7": {
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"attribution": {
"ai": 0.836,
"bond": 0.073,
"oil": 0.0,
"macro": 0.041,
"other": 0.05,
"splits": {
"AI Chip Selloff": 0.84
}
}
}
},
"trade_plan": {},
"actual": {},
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"bond": 0.073,
"oil": 0.0,
"macro": 0.041,
"other": 0.05,
"splits": {
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}
},
"labels": {
"actual_driver": "AI Chip Selloff",
"agent_driver": "Geopolitical Risk",
"agent_driver_type": "Political",
"corrected_driver_from_verify": null,
"driver_splits": {
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},
"hypothesis_correct": "部分对",
"scenario_primary": "A",
"scenario_actual": "B",
"scenario_correct": false,
"trade_recommendation": "AMD",
"trade_direction": "SHORT",
"primary_symbol": "AMD",
"predicted_return_pct": 5.0,
"prediction_error_pct": null
},
"surprise": "Bond mattered less than expected despite 10Y=4.69%; 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 -6.1% + QQQ -1.3%：半导体拖累纳指",
"playbook_refs": [
"Case-18"
],
"bayesian_drivers": {
"AI": 1.0,
"Bond": 0.0,
"Macro": 0.0,
"Oil": 0.0,
"Risk": 0.0
},
"data_gaps": []
}