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 19
H-2026-07-29-001Surprise：Bond mattered less than expected despite 10Y=4.65%; 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 -8.4% + QQQ -3.1%：半导体拖累纳指
{
"date": "2026-07-29",
"features": {
"dgs10": 4.65,
"dgs2": null,
"vix": 18.26,
"vix_chg": 0.27,
"qqq_chg": -3.14,
"smh_chg": -8.39,
"nvda_chg": -3.55,
"spy_chg": 0.0,
"oil_chg": 0.0,
"dxy_chg": 0.01,
"breadth_proxy": 0.42857142857142855,
"qqq_gap": -0.99,
"news_headline_count": 25,
"news_bearish_ratio": 0.222,
"news_ai_mentions": 45,
"news_macro_mentions": 5,
"news_oil_mentions": 3,
"news_risk_mentions": 1
},
"regime": {
"label": "AI Expansion",
"confidence": 0.82
},
"hypothesis": {
"id": "H-2026-07-29-001",
"statement": "AI Chip Selloff dominates today despite macro tailwinds?",
"evidence": [
"Breadth 71% (broad participation)"
],
"counter_evidence": [],
"confidence": 0.81,
"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": "NVDA",
"direction": "LONG",
"instrument": "Stock",
"horizon": "Intraday",
"confidence": 82,
"confidence_stars": "★★★★☆",
"expected_move": "+0.93%",
"expected_return_pct": 0.93,
"win_prob": 82.0,
"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": "Catalyst",
"key": "catalyst",
"points": 5.0
},
{
"factor": "Volume",
"key": "volume",
"points": 4.0
}
],
"total": 82.0,
"raw_total": 82.0,
"was_clamped": false
},
"risk_reward": 0.6,
"final_score": 0.29,
"trade_action": "Pass",
"relative_strength": 1.16,
"entry": "Above 197.1 (VWAP)",
"entry_source": "vwap",
"entry_price": 197.07,
"entry_zone": {
"low": 197.01,
"high": 197.13,
"mid": 197.07,
"anchors": [
{
"source": "vwap",
"label": "VWAP",
"price": 197.13
},
{
"source": "orb_high",
"label": "ORB高点",
"price": 197.01
}
],
"display": "Entry Zone 197.01–197.13",
"entry_source": "vwap",
"tolerance_pct": 0.3
},
"stop": "194.0 (ORB低点)",
"stop_source": "orb_low",
"stop_price": 194.04,
"target": "198.9 (预期收盘)",
"target_source": "expected_close",
"target_price": 198.9,
"targets": [
"198.9 (预期收盘)"
],
"level_anchors": {
"vwap": 197.13,
"orb_high": 197.01,
"orb_low": 194.04,
"prev_high": 196.51,
"prev_low": 196.51,
"prior_close": 196.51,
"orb_from_minute": true
},
"levels_valid": true,
"why": [
"RS vs QQQ +1.16%",
"RS vs SMH +4.12%",
"Gap 未过度延伸",
"News 4",
"Volume 信号",
"上行空间 <1.0%"
],
"why_chain": "RS vs QQQ +1.16% · RS vs SMH +4.12% · Gap 未过度延伸 · News 4",
"why_vs_runner_up": "NVDA RS +1.2% vs AVGO +1.1%；ER 0.7% vs 0.7%；Win% 82 vs 73；relative strength",
"factor_breakdown": {
"relative_strength_vs_qqq": 1.16,
"relative_strength_vs_smh": 4.12,
"relative_weakness_score": -3.63,
"gap_pct": -0.19,
"beta_proxy": -0.76,
"volume_signal": true,
"news_count": 4,
"extended_gap_penalty": 0.0,
"vix_change_pct": 0.27,
"prior_day_change_pct": 0.0
},
"edge_type": "Stock Edge",
"score_formula_display": "final = win_prob(82%) × ER(0.7%) × rr_weight(0.5) / 100",
"expected_high": 198.9,
"expected_low": 195.92,
"expected_close": 198.9,
"current_price": 197.5,
"upside_pct": 0.71,
"downside_risk_pct": 0.8,
"why_factors": [
"RS vs QQQ +1.16%",
"RS vs SMH +4.12%",
"Gap 未过度延伸",
"News 4",
"Volume 信号",
"上行空间 <1.0%"
],
"why_today": "RS vs QQQ +1.16% · RS vs SMH +4.12% · Gap 未过度延伸 · News 4",
"gap_pct": -0.19,
"rr_display": {
"reward_risk_ratio": 0.6,
"risk_reward_ratio": 1.67,
"reward_per_share": 1.83,
"risk_per_share": 3.03,
"label_reward_risk": "Reward/Risk 0.60",
"label_risk_reward": "Risk:Reward 1:1.67",
"display": "Reward/Risk 0.60 · Risk:Reward 1:1.67",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"catalyst": "Geopolitical Risk · Oil Selloff",
"invalidation": "Close below stop $194.04 · Geopolitical escalation invalidates mean-reversion",
"advisory": true,
"level_reasons": {
"entry": {
"price": 197.07,
"source": "vwap",
"confidence": 98,
"reasons": [
{
"source": "vwap",
"label": "VWAP",
"price": 197.13,
"weight_pct": 37.0,
"matched": true,
"primary": true
},
{
"source": "orb_high",
"label": "ORB High",
"price": 197.01,
"weight_pct": 16.0,
"matched": true,
"primary": false
},
{
"source": "prev_high",
"label": "Yesterday High",
"price": 196.51,
"weight_pct": 16.0,
"matched": true,
"primary": false
},
{
"source": "prior_close",
"label": "Prior Close",
"price": 196.51,
"weight_pct": 16.0,
"matched": true,
"primary": false
},
{
"source": "current",
"label": "Above Current",
"price": 197.5,
"weight_pct": 16.0,
"matched": true,
"primary": false
}
]
},
"stop": {
"price": 194.04,
"source": "orb_low",
"confidence": 77,
"reasons": [
{
"source": "orb_low",
"label": "ORB Low",
"price": 194.04,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
},
"target": {
"price": 198.9,
"source": "expected_close",
"confidence": 77,
"reasons": [
{
"source": "expected_close",
"label": "Expected Close",
"price": 198.9,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
}
},
"return_calculation": "(198.9-197.07)/197.07=0.93%",
"heuristic_expected_return_pct": 0.71,
"target_action": "卖出/获利",
"trade_summary_cn": "做多 NVDA：在 197.07 附近入场，目标 198.9，预期 +0.93%",
"trade_economics": {
"account_size": 10000.0,
"risk_pct": 1.0,
"position_pct": 65.0,
"shares": 33,
"contracts": 0,
"max_loss_usd": 99.99,
"win_usd": 60.39,
"loss_usd": 99.99,
"expected_value_usd": 31.52,
"risk_per_share": 3.03,
"reward_per_share": 1.83,
"rr_display": {
"reward_risk_ratio": 0.6,
"risk_reward_ratio": 1.67,
"reward_per_share": 1.83,
"risk_per_share": 3.03,
"label_reward_risk": "Reward/Risk 0.60",
"label_risk_reward": "Risk:Reward 1:1.67",
"display": "Reward/Risk 0.60 · Risk:Reward 1:1.67",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"size_label": "None",
"display": "$10,000 → Win +$60 / Loss -$100"
},
"position_sizing": {
"risk_pct": 1.0,
"position_pct": 65.0,
"contracts": 0,
"shares": 33,
"max_loss_usd": 99.99,
"size_label": "None",
"display": "Risk 1.0% → Position 65.0% → 33 unit(s) → Max Loss $99.99"
},
"why_wins_today": [
{
"rank": 1,
"dimension": "win_prob",
"label": "Highest Probability",
"primary_value": 82.0,
"runner_up_value": 73.0,
"wins": true
},
{
"rank": 2,
"dimension": "catalyst",
"label": "Best Catalyst Alignment",
"primary_value": 5.0,
"runner_up_value": 3.0,
"wins": true
}
],
"why_not_alternatives": [
{
"symbol": "AVGO",
"rank": 2,
"reasons": [
"Win% 82 vs 73",
"ER 0.9% vs 0.7%",
"Score 0.29 vs 0.24"
],
"summary": "Why NVDA over AVGO: Win% 82 vs 73 · ER 0.9% vs 0.7% · Score 0.29 vs 0.24"
},
{
"symbol": "META",
"rank": 3,
"reasons": [
"Win% 82 vs 71",
"ER 0.9% vs 0.3%",
"Score 0.29 vs 0.09",
"RS +1.2% vs +1.0%"
],
"summary": "Why NVDA over META: Win% 82 vs 71 · ER 0.9% vs 0.3% · Score 0.29 vs 0.09 · RS +1.2% vs +1.0%"
},
{
"symbol": "SPY",
"rank": 4,
"reasons": [
"Win% 82 vs 71",
"ER 0.9% vs 0.3%",
"Score 0.29 vs 0.09"
],
"summary": "Why NVDA over SPY: Win% 82 vs 71 · ER 0.9% vs 0.3% · Score 0.29 vs 0.09"
},
{
"symbol": "MU",
"rank": 5,
"reasons": [
"Win% 82 vs 73",
"ER 0.9% vs 0.2%",
"Score 0.29 vs 0.09",
"RS +1.2% vs +1.6%"
],
"summary": "Why NVDA over MU: Win% 82 vs 73 · ER 0.9% vs 0.2% · Score 0.29 vs 0.09 · RS +1.2% vs +1.6%"
},
{
"symbol": "AMD",
"rank": 6,
"reasons": [
"Win% 82 vs 73",
"ER 0.9% vs 0.1%",
"Score 0.29 vs 0.04"
],
"summary": "Why NVDA over AMD: Win% 82 vs 73 · ER 0.9% vs 0.1% · Score 0.29 vs 0.04"
}
],
"rank_summary": "NVDA ranked #1 because highest probability + best catalyst alignment",
"win_prob_source": "rules",
"calibration": {
"calibrated_win_prob": 82.0,
"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": 31.52,
"win_scenario_usd": 60.39,
"loss_scenario_usd": 99.99,
"win_prob_pct": 82.0,
"display": "EV $+32 (win +$60 @ 82.0% · loss -$100)"
},
"entry_status": {
"current_price": 197.5,
"ideal_entry": 197.07,
"distance_pct": 0.22,
"remaining_er_pct": 0.71,
"live_expected_return_pct": 0.71,
"new_plan": null,
"alternate_entry": null,
"advisory": true,
"advisory_tag": "ADVISORY — 不构成投资建议",
"zone_low": 197.01,
"zone_high": 197.13,
"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": 73,
"confidence_stars": "★★★☆☆",
"expected_move": "+1.40%",
"expected_return_pct": 1.4,
"win_prob": 73.0,
"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
}
],
"total": 73.0,
"raw_total": 73.0,
"was_clamped": false
},
"risk_reward": 0.77,
"final_score": 0.24,
"trade_action": "Pass",
"relative_strength": 1.08,
"entry": "Above 381.0 (VWAP)",
"entry_source": "vwap",
"entry_price": 380.97,
"entry_zone": {
"low": 380.91,
"high": 381.03,
"mid": 380.97,
"anchors": [
{
"source": "vwap",
"label": "VWAP",
"price": 381.03
},
{
"source": "orb_high",
"label": "ORB高点",
"price": 381.0
},
{
"source": "prior_close",
"label": "昨收",
"price": 380.91
}
],
"display": "Entry Zone 380.91–381.03",
"entry_source": "vwap",
"tolerance_pct": 0.3
},
"stop": "374.0 (ORB低点)",
"stop_source": "orb_low",
"stop_price": 374.0,
"target": "386.3 (预期高点)",
"target_source": "expected_high",
"target_price": 386.32,
"targets": [
"386.3 (预期高点)"
],
"level_anchors": {
"vwap": 381.03,
"orb_high": 381.0,
"orb_low": 374.0,
"prev_high": null,
"prev_low": null,
"prior_close": 380.91,
"orb_from_minute": true
},
"levels_valid": true,
"why": [
"RS vs QQQ +1.08%",
"RS vs SMH +4.04%",
"Gap 未过度延伸",
"上行空间 <1.0%"
],
"why_chain": "RS vs QQQ +1.08% · RS vs SMH +4.04% · Gap 未过度延伸 · 上行空间 <1.0%",
"why_vs_runner_up": "—",
"factor_breakdown": {
"relative_strength_vs_qqq": 1.08,
"relative_strength_vs_smh": 4.04,
"relative_weakness_score": -3.5,
"gap_pct": -0.25,
"beta_proxy": -0.64,
"volume_signal": false,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": 0.27,
"prior_day_change_pct": -0.19
},
"edge_type": "Stock Edge",
"score_formula_display": "final = win_prob(73%) × ER(0.7%) × rr_weight(0.5) / 100",
"expected_high": 386.32,
"expected_low": 378.68,
"expected_close": 385.06,
"current_price": 382.5,
"upside_pct": 1.0,
"downside_risk_pct": 1.0,
"why_factors": [
"RS vs QQQ +1.08%",
"RS vs SMH +4.04%",
"Gap 未过度延伸",
"上行空间 <1.0%"
],
"why_today": "RS vs QQQ +1.08% · RS vs SMH +4.04% · Gap 未过度延伸 · 上行空间 <1.0%",
"gap_pct": -0.25,
"rr_display": {
"reward_risk_ratio": 0.77,
"risk_reward_ratio": 1.3,
"reward_per_share": 5.35,
"risk_per_share": 6.97,
"label_reward_risk": "Reward/Risk 0.77",
"label_risk_reward": "Risk:Reward 1:1.30",
"display": "Reward/Risk 0.77 · Risk:Reward 1:1.30",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"catalyst": "Geopolitical Risk · Oil Selloff",
"invalidation": "Close below stop $374.0 · Geopolitical escalation invalidates mean-reversion",
"advisory": true,
"level_reasons": {
"entry": {
"price": 380.97,
"source": "vwap",
"confidence": 98,
"reasons": [
{
"source": "vwap",
"label": "VWAP",
"price": 381.03,
"weight_pct": 44.0,
"matched": true,
"primary": true
},
{
"source": "orb_high",
"label": "ORB High",
"price": 381.0,
"weight_pct": 19.0,
"matched": true,
"primary": false
},
{
"source": "prior_close",
"label": "Prior Close",
"price": 380.91,
"weight_pct": 19.0,
"matched": true,
"primary": false
},
{
"source": "current",
"label": "Above Current",
"price": 382.5,
"weight_pct": 19.0,
"matched": true,
"primary": false
}
]
},
"stop": {
"price": 374.0,
"source": "orb_low",
"confidence": 77,
"reasons": [
{
"source": "orb_low",
"label": "ORB Low",
"price": 374.0,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
},
"target": {
"price": 386.32,
"source": "expected_high",
"confidence": 77,
"reasons": [
{
"source": "expected_high",
"label": "Expected High",
"price": 386.32,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
}
},
"return_calculation": "(386.32-380.97)/380.97=1.40%",
"heuristic_expected_return_pct": 0.67,
"target_action": "卖出/获利",
"trade_summary_cn": "做多 AVGO：在 380.97 附近入场，目标 386.32，预期 +1.40%",
"trade_economics": {
"account_size": 10000.0,
"risk_pct": 1.0,
"position_pct": 53.3,
"shares": 14,
"contracts": 0,
"max_loss_usd": 97.58,
"win_usd": 74.9,
"loss_usd": 97.58,
"expected_value_usd": 28.33,
"risk_per_share": 6.97,
"reward_per_share": 5.35,
"rr_display": {
"reward_risk_ratio": 0.77,
"risk_reward_ratio": 1.3,
"reward_per_share": 5.35,
"risk_per_share": 6.97,
"label_reward_risk": "Reward/Risk 0.77",
"label_risk_reward": "Risk:Reward 1:1.30",
"display": "Reward/Risk 0.77 · Risk:Reward 1:1.30",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"size_label": "None",
"display": "$10,000 → Win +$75 / Loss -$98"
},
"position_sizing": {
"risk_pct": 1.0,
"position_pct": 53.3,
"contracts": 0,
"shares": 14,
"max_loss_usd": 97.58,
"size_label": "None",
"display": "Risk 1.0% → Position 53.3% → 14 unit(s) → Max Loss $97.58"
},
"why_wins_today": [
{
"rank": 1,
"dimension": "expected_range",
"label": "Largest Expected Range",
"primary_value": 2.0,
"runner_up_value": 2.0,
"wins": true
}
],
"why_not_alternatives": [
{
"symbol": "NVDA",
"rank": 1,
"reasons": [
"Win% 73 vs 82",
"ER 1.4% vs 0.7%",
"Score 0.24 vs 0.29"
],
"summary": "Why AVGO over NVDA: Win% 73 vs 82 · ER 1.4% vs 0.7% · Score 0.24 vs 0.29"
},
{
"symbol": "META",
"rank": 3,
"reasons": [
"Win% 73 vs 71",
"ER 1.4% vs 0.3%",
"Score 0.24 vs 0.09",
"R:R 0.77 vs 0.62"
],
"summary": "Why AVGO over META: Win% 73 vs 71 · ER 1.4% vs 0.3% · Score 0.24 vs 0.09 · R:R 0.77 vs 0.62"
},
{
"symbol": "SPY",
"rank": 4,
"reasons": [
"Win% 73 vs 71",
"ER 1.4% vs 0.3%",
"Score 0.24 vs 0.09",
"R:R 0.77 vs 0.62"
],
"summary": "Why AVGO over SPY: Win% 73 vs 71 · ER 1.4% vs 0.3% · Score 0.24 vs 0.09 · R:R 0.77 vs 0.62"
},
{
"symbol": "MU",
"rank": 5,
"reasons": [
"ER 1.4% vs 0.2%",
"Score 0.24 vs 0.09",
"RS +1.1% vs +1.6%"
],
"summary": "Why AVGO over MU: ER 1.4% vs 0.2% · Score 0.24 vs 0.09 · RS +1.1% vs +1.6%"
},
{
"symbol": "AMD",
"rank": 6,
"reasons": [
"ER 1.4% vs 0.1%",
"Score 0.24 vs 0.04"
],
"summary": "Why AVGO over AMD: ER 1.4% vs 0.1% · Score 0.24 vs 0.04"
}
],
"win_prob_source": "rules",
"calibration": {
"calibrated_win_prob": 73.0,
"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": 28.33,
"win_scenario_usd": 74.9,
"loss_scenario_usd": 97.58,
"win_prob_pct": 73.0,
"display": "EV $+28 (win +$75 @ 73.0% · loss -$98)"
},
"entry_status": {
"current_price": 382.5,
"ideal_entry": 380.97,
"distance_pct": 0.4,
"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": 380.91,
"zone_high": 381.03,
"miss_threshold_pct": 1.0,
"status": "PREMARKET",
"status_reason": "Premarket Ideal Entry — plan not yet live",
"action_hint": "Entry still valid"
}
},
{
"rank": 3,
"symbol": "META",
"direction": "LONG",
"instrument": "Stock",
"horizon": "Intraday",
"confidence": 71,
"confidence_stars": "★★★☆☆",
"expected_move": "+0.43%",
"expected_return_pct": 0.43,
"win_prob": 71.0,
"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
}
],
"total": 71.0,
"raw_total": 71.0,
"was_clamped": false
},
"risk_reward": 0.85,
"final_score": 0.09,
"trade_action": "Pass",
"relative_strength": 1.02,
"entry": "Above 596.4 (VWAP)",
"entry_source": "vwap",
"entry_price": 596.41,
"entry_zone": {
"low": 594.62,
"high": 598.2,
"mid": 596.41,
"anchors": [
{
"source": "vwap",
"label": "VWAP",
"price": 596.41
}
],
"display": "Entry Zone 595–598",
"entry_source": "vwap",
"tolerance_pct": 0.3
},
"stop": "593.4 (ORB低点)",
"stop_source": "orb_low",
"stop_price": 593.41,
"target": "599.0 (预期高点)",
"target_source": "expected_high",
"target_price": 598.98,
"targets": [
"599.0 (预期高点)"
],
"level_anchors": {
"vwap": 596.41,
"orb_high": 599.0,
"orb_low": 593.41,
"prev_high": 593.87,
"prev_low": 593.87,
"prior_close": 593.87,
"orb_from_minute": true
},
"levels_valid": true,
"why": [
"RS vs QQQ +1.02%",
"Gap 未过度延伸",
"Volume 信号",
"上行空间 <1.0%"
],
"why_chain": "RS vs QQQ +1.02% · Gap 未过度延伸 · Volume 信号 · 上行空间 <1.0%",
"why_vs_runner_up": "—",
"factor_breakdown": {
"relative_strength_vs_qqq": 1.02,
"relative_strength_vs_smh": 3.98,
"relative_weakness_score": -3.41,
"gap_pct": 0.78,
"beta_proxy": -0.55,
"volume_signal": true,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": 0.27,
"prior_day_change_pct": 0.0
},
"edge_type": "Stock Edge",
"score_formula_display": "final = win_prob(71%) × ER(0.3%) × rr_weight(0.5) / 100",
"expected_high": 598.98,
"expected_low": 591.23,
"expected_close": 597.59,
"current_price": 596.0,
"upside_pct": 0.5,
"downside_risk_pct": 0.8,
"why_factors": [
"RS vs QQQ +1.02%",
"Gap 未过度延伸",
"Volume 信号",
"上行空间 <1.0%"
],
"why_today": "RS vs QQQ +1.02% · Gap 未过度延伸 · Volume 信号 · 上行空间 <1.0%",
"gap_pct": 0.78,
"rr_display": {
"reward_risk_ratio": 0.86,
"risk_reward_ratio": 1.16,
"reward_per_share": 2.57,
"risk_per_share": 3.0,
"label_reward_risk": "Reward/Risk 0.86",
"label_risk_reward": "Risk:Reward 1:1.16",
"display": "Reward/Risk 0.86 · Risk:Reward 1:1.16",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"catalyst": "Geopolitical Risk · Oil Selloff",
"invalidation": "Close below stop $593.41 · Geopolitical escalation invalidates mean-reversion",
"advisory": true,
"level_reasons": {
"entry": {
"price": 596.41,
"source": "vwap",
"confidence": 98,
"reasons": [
{
"source": "vwap",
"label": "VWAP",
"price": 596.41,
"weight_pct": 44.0,
"matched": true,
"primary": true
},
{
"source": "orb_high",
"label": "ORB High",
"price": 599.0,
"weight_pct": 19.0,
"matched": true,
"primary": false
},
{
"source": "prev_high",
"label": "Yesterday High",
"price": 593.87,
"weight_pct": 19.0,
"matched": true,
"primary": false
},
{
"source": "prior_close",
"label": "Prior Close",
"price": 593.87,
"weight_pct": 19.0,
"matched": true,
"primary": false
}
]
},
"stop": {
"price": 593.41,
"source": "orb_low",
"confidence": 98,
"reasons": [
{
"source": "orb_low",
"label": "ORB Low",
"price": 593.41,
"weight_pct": 54.0,
"matched": true,
"primary": true
},
{
"source": "prev_low",
"label": "Yesterday Low",
"price": 593.87,
"weight_pct": 23.0,
"matched": true,
"primary": false
},
{
"source": "vwap",
"label": "VWAP",
"price": 596.41,
"weight_pct": 23.0,
"matched": true,
"primary": false
}
]
},
"target": {
"price": 598.98,
"source": "expected_high",
"confidence": 77,
"reasons": [
{
"source": "expected_high",
"label": "Expected High",
"price": 598.98,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
}
},
"return_calculation": "(598.98-596.41)/596.41=0.43%",
"heuristic_expected_return_pct": 0.27,
"target_action": "卖出/获利",
"trade_summary_cn": "做多 META：在 596.41 附近入场，目标 598.98，预期 +0.43%",
"trade_economics": {
"account_size": 10000.0,
"risk_pct": 1.0,
"position_pct": 100.0,
"shares": 33,
"contracts": 0,
"max_loss_usd": 99.0,
"win_usd": 84.81,
"loss_usd": 99.0,
"expected_value_usd": 31.51,
"risk_per_share": 3.0,
"reward_per_share": 2.57,
"rr_display": {
"reward_risk_ratio": 0.86,
"risk_reward_ratio": 1.16,
"reward_per_share": 2.57,
"risk_per_share": 3.0,
"label_reward_risk": "Reward/Risk 0.86",
"label_risk_reward": "Risk:Reward 1:1.16",
"display": "Reward/Risk 0.86 · Risk:Reward 1:1.16",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"size_label": "None",
"display": "$10,000 → Win +$85 / Loss -$99"
},
"position_sizing": {
"risk_pct": 1.0,
"position_pct": 100.0,
"contracts": 0,
"shares": 33,
"max_loss_usd": 99.0,
"size_label": "None",
"display": "Risk 1.0% → Position 100.0% → 33 unit(s) → Max Loss $99.0"
},
"why_wins_today": [],
"why_not_alternatives": [
{
"symbol": "NVDA",
"rank": 1,
"reasons": [
"Win% 71 vs 82",
"ER 0.4% vs 0.7%",
"Score 0.09 vs 0.29",
"RS +1.0% vs +1.2%"
],
"summary": "Why META over NVDA: Win% 71 vs 82 · ER 0.4% vs 0.7% · Score 0.09 vs 0.29 · RS +1.0% vs +1.2%"
},
{
"symbol": "AVGO",
"rank": 2,
"reasons": [
"Win% 71 vs 73",
"ER 0.4% vs 0.7%",
"Score 0.09 vs 0.24"
],
"summary": "Why META over AVGO: Win% 71 vs 73 · ER 0.4% vs 0.7% · Score 0.09 vs 0.24"
},
{
"symbol": "SPY",
"rank": 4,
"reasons": [
"ER 0.4% vs 0.3%",
"R:R 0.85 vs 0.62"
],
"summary": "Why META over SPY: ER 0.4% vs 0.3% · R:R 0.85 vs 0.62"
},
{
"symbol": "MU",
"rank": 5,
"reasons": [
"Win% 71 vs 73",
"ER 0.4% vs 0.2%",
"RS +1.0% vs +1.6%"
],
"summary": "Why META over MU: Win% 71 vs 73 · ER 0.4% vs 0.2% · RS +1.0% vs +1.6%"
},
{
"symbol": "AMD",
"rank": 6,
"reasons": [
"Win% 71 vs 73",
"ER 0.4% vs 0.1%",
"Score 0.09 vs 0.04",
"RS +1.0% vs +1.2%"
],
"summary": "Why META over AMD: Win% 71 vs 73 · ER 0.4% vs 0.1% · Score 0.09 vs 0.04 · RS +1.0% vs +1.2%"
}
],
"win_prob_source": "rules",
"calibration": {
"calibrated_win_prob": 71.0,
"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": 31.51,
"win_scenario_usd": 84.81,
"loss_scenario_usd": 99.0,
"win_prob_pct": 71.0,
"display": "EV $+32 (win +$85 @ 71.0% · loss -$99)"
},
"entry_status": {
"current_price": 596.0,
"ideal_entry": 596.41,
"distance_pct": -0.07,
"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": 594.62,
"zone_high": 598.2,
"miss_threshold_pct": 1.0,
"status": "PREMARKET",
"status_reason": "Premarket Ideal Entry — plan not yet live",
"action_hint": "Entry still valid"
}
},
{
"rank": 4,
"symbol": "SPY",
"direction": "LONG",
"instrument": "ETF",
"horizon": "Intraday",
"confidence": 71,
"confidence_stars": "★★★☆☆",
"expected_move": "+0.42%",
"expected_return_pct": 0.42,
"win_prob": 71.0,
"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
}
],
"total": 71.0,
"raw_total": 71.0,
"was_clamped": false
},
"risk_reward": 0.66,
"final_score": 0.09,
"trade_action": "Pass",
"relative_strength": 1.1,
"entry": "Above 742.3 (VWAP)",
"entry_source": "vwap",
"entry_price": 742.9,
"entry_zone": {
"low": 742.32,
"high": 743.48,
"mid": 742.9,
"anchors": [
{
"source": "vwap",
"label": "VWAP",
"price": 742.32
},
{
"source": "orb_high",
"label": "ORB高点",
"price": 743.48
}
],
"display": "Entry Zone 742–743",
"entry_source": "vwap",
"tolerance_pct": 0.3
},
"stop": "738.2 (ORB低点)",
"stop_source": "orb_low",
"stop_price": 738.2,
"target": "746.0 (预期高点)",
"target_source": "expected_high",
"target_price": 746.02,
"targets": [
"746.0 (预期高点)"
],
"level_anchors": {
"vwap": 742.32,
"orb_high": 743.48,
"orb_low": 738.2,
"prev_high": 739.09,
"prev_low": 739.09,
"prior_close": 739.09,
"orb_from_minute": true
},
"levels_valid": true,
"why": [
"RS vs QQQ +1.10%",
"Gap 未过度延伸",
"Volume 信号",
"上行空间 <1.0%"
],
"why_chain": "RS vs QQQ +1.10% · Gap 未过度延伸 · Volume 信号 · 上行空间 <1.0%",
"why_vs_runner_up": "—",
"factor_breakdown": {
"relative_strength_vs_qqq": 1.1,
"relative_strength_vs_smh": 4.06,
"relative_weakness_score": -3.54,
"gap_pct": 0.45,
"beta_proxy": -0.67,
"volume_signal": true,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": 0.27,
"prior_day_change_pct": 0.0
},
"edge_type": "Relative Strength",
"score_formula_display": "final = win_prob(71%) × ER(0.3%) × rr_weight(0.5) / 100",
"expected_high": 746.02,
"expected_low": 736.37,
"expected_close": 744.21,
"current_price": 742.31,
"upside_pct": 0.5,
"downside_risk_pct": 0.8,
"why_factors": [
"RS vs QQQ +1.10%",
"Gap 未过度延伸",
"Volume 信号",
"上行空间 <1.0%"
],
"why_today": "RS vs QQQ +1.10% · Gap 未过度延伸 · Volume 信号 · 上行空间 <1.0%",
"gap_pct": 0.45,
"rr_display": {
"reward_risk_ratio": 0.66,
"risk_reward_ratio": 1.52,
"reward_per_share": 3.12,
"risk_per_share": 4.7,
"label_reward_risk": "Reward/Risk 0.66",
"label_risk_reward": "Risk:Reward 1:1.52",
"display": "Reward/Risk 0.66 · Risk:Reward 1:1.52",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"catalyst": "Geopolitical Risk · Oil Selloff",
"invalidation": "Close below stop $738.2 · Geopolitical escalation invalidates mean-reversion",
"advisory": true,
"level_reasons": {
"entry": {
"price": 742.9,
"source": "vwap",
"confidence": 98,
"reasons": [
{
"source": "vwap",
"label": "VWAP",
"price": 742.32,
"weight_pct": 44.0,
"matched": true,
"primary": true
},
{
"source": "orb_high",
"label": "ORB High",
"price": 743.48,
"weight_pct": 19.0,
"matched": true,
"primary": false
},
{
"source": "prev_high",
"label": "Yesterday High",
"price": 739.09,
"weight_pct": 19.0,
"matched": true,
"primary": false
},
{
"source": "prior_close",
"label": "Prior Close",
"price": 739.09,
"weight_pct": 19.0,
"matched": true,
"primary": false
}
]
},
"stop": {
"price": 738.2,
"source": "orb_low",
"confidence": 98,
"reasons": [
{
"source": "orb_low",
"label": "ORB Low",
"price": 738.2,
"weight_pct": 54.0,
"matched": true,
"primary": true
},
{
"source": "prev_low",
"label": "Yesterday Low",
"price": 739.09,
"weight_pct": 23.0,
"matched": true,
"primary": false
},
{
"source": "vwap",
"label": "VWAP",
"price": 742.32,
"weight_pct": 23.0,
"matched": true,
"primary": false
}
]
},
"target": {
"price": 746.02,
"source": "expected_high",
"confidence": 77,
"reasons": [
{
"source": "expected_high",
"label": "Expected High",
"price": 746.02,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
}
},
"return_calculation": "(746.02-742.9)/742.9=0.42%",
"heuristic_expected_return_pct": 0.26,
"target_action": "卖出/获利",
"trade_summary_cn": "做多 SPY：在 742.9 附近入场，目标 746.02，预期 +0.42%",
"trade_economics": {
"account_size": 10000.0,
"risk_pct": 1.0,
"position_pct": 100.0,
"shares": 21,
"contracts": 0,
"max_loss_usd": 98.7,
"win_usd": 65.52,
"loss_usd": 98.7,
"expected_value_usd": 17.9,
"risk_per_share": 4.7,
"reward_per_share": 3.12,
"rr_display": {
"reward_risk_ratio": 0.66,
"risk_reward_ratio": 1.52,
"reward_per_share": 3.12,
"risk_per_share": 4.7,
"label_reward_risk": "Reward/Risk 0.66",
"label_risk_reward": "Risk:Reward 1:1.52",
"display": "Reward/Risk 0.66 · Risk:Reward 1:1.52",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"size_label": "None",
"display": "$10,000 → Win +$66 / Loss -$99"
},
"position_sizing": {
"risk_pct": 1.0,
"position_pct": 100.0,
"contracts": 0,
"shares": 21,
"max_loss_usd": 98.7,
"size_label": "None",
"display": "Risk 1.0% → Position 100.0% → 21 unit(s) → Max Loss $98.7"
},
"why_wins_today": [
{
"rank": 1,
"dimension": "liquidity",
"label": "Highest Liquidity",
"primary_value": 5.0,
"runner_up_value": 5.0,
"wins": true
}
],
"why_not_alternatives": [
{
"symbol": "NVDA",
"rank": 1,
"reasons": [
"Win% 71 vs 82",
"ER 0.4% vs 0.7%",
"Score 0.09 vs 0.29"
],
"summary": "Why SPY over NVDA: Win% 71 vs 82 · ER 0.4% vs 0.7% · Score 0.09 vs 0.29"
},
{
"symbol": "AVGO",
"rank": 2,
"reasons": [
"Win% 71 vs 73",
"ER 0.4% vs 0.7%",
"Score 0.09 vs 0.24"
],
"summary": "Why SPY over AVGO: Win% 71 vs 73 · ER 0.4% vs 0.7% · Score 0.09 vs 0.24"
},
{
"symbol": "META",
"rank": 3,
"reasons": [
"ER 0.4% vs 0.3%",
"R:R 0.66 vs 0.62"
],
"summary": "Why SPY over META: ER 0.4% vs 0.3% · R:R 0.66 vs 0.62"
},
{
"symbol": "MU",
"rank": 5,
"reasons": [
"Win% 71 vs 73",
"ER 0.4% vs 0.2%",
"RS +1.1% vs +1.6%"
],
"summary": "Why SPY over MU: Win% 71 vs 73 · ER 0.4% vs 0.2% · RS +1.1% vs +1.6%"
},
{
"symbol": "AMD",
"rank": 6,
"reasons": [
"Win% 71 vs 73",
"ER 0.4% vs 0.1%",
"Score 0.09 vs 0.04"
],
"summary": "Why SPY over AMD: Win% 71 vs 73 · ER 0.4% vs 0.1% · Score 0.09 vs 0.04"
}
],
"win_prob_source": "rules",
"calibration": {
"calibrated_win_prob": 71.0,
"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": 17.9,
"win_scenario_usd": 65.52,
"loss_scenario_usd": 98.7,
"win_prob_pct": 71.0,
"display": "EV $+18 (win +$66 @ 71.0% · loss -$99)"
},
"entry_status": {
"current_price": 742.31,
"ideal_entry": 742.9,
"distance_pct": -0.08,
"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": 742.32,
"zone_high": 743.48,
"miss_threshold_pct": 1.0,
"status": "PREMARKET",
"status_reason": "Premarket Ideal Entry — plan not yet live",
"action_hint": "Entry still valid"
}
},
{
"rank": 5,
"symbol": "MU",
"direction": "LONG",
"instrument": "Stock",
"horizon": "Intraday",
"confidence": 73,
"confidence_stars": "★★★☆☆",
"expected_move": "+1.96%",
"expected_return_pct": 1.96,
"win_prob": 73.0,
"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
}
],
"total": 73.0,
"raw_total": 73.0,
"was_clamped": false
},
"risk_reward": 0.25,
"final_score": 0.09,
"trade_action": "Pass",
"relative_strength": 1.57,
"entry": "Above 819.9 (VWAP)",
"entry_source": "vwap",
"entry_price": 820.22,
"entry_zone": {
"low": 819.92,
"high": 820.53,
"mid": 820.22,
"anchors": [
{
"source": "vwap",
"label": "VWAP",
"price": 819.92
},
{
"source": "orb_high",
"label": "ORB高点",
"price": 820.53
},
{
"source": "prior_close",
"label": "昨收",
"price": 820.53
}
],
"display": "Entry Zone 819.92–820.53",
"entry_source": "vwap",
"tolerance_pct": 0.3
},
"stop": "755.1 (ORB低点)",
"stop_source": "orb_low",
"stop_price": 755.15,
"target": "836.3 (预期高点)",
"target_source": "expected_high",
"target_price": 836.29,
"targets": [
"836.3 (预期高点)"
],
"level_anchors": {
"vwap": 819.92,
"orb_high": 820.53,
"orb_low": 755.15,
"prev_high": null,
"prev_low": null,
"prior_close": 820.53,
"orb_from_minute": true
},
"levels_valid": true,
"why": [
"RS vs QQQ +1.57%",
"RS vs SMH +4.53%",
"News 2",
"上行空间 <1.0%"
],
"why_chain": "RS vs QQQ +1.57% · RS vs SMH +4.53% · News 2 · 上行空间 <1.0%",
"why_vs_runner_up": "—",
"factor_breakdown": {
"relative_strength_vs_qqq": 1.57,
"relative_strength_vs_smh": 4.53,
"relative_weakness_score": -4.29,
"gap_pct": -1.61,
"beta_proxy": -1.38,
"volume_signal": false,
"news_count": 2,
"extended_gap_penalty": 0.0,
"vix_change_pct": 0.27,
"prior_day_change_pct": -7.99
},
"edge_type": "Stock Edge",
"score_formula_display": "final = win_prob(73%) × ER(0.2%) × rr_weight(0.5) / 100",
"expected_high": 836.29,
"expected_low": 819.73,
"expected_close": 830.08,
"current_price": 828.01,
"upside_pct": 1.0,
"downside_risk_pct": 1.0,
"why_factors": [
"RS vs QQQ +1.57%",
"RS vs SMH +4.53%",
"News 2",
"上行空间 <1.0%"
],
"why_today": "RS vs QQQ +1.57% · RS vs SMH +4.53% · News 2 · 上行空间 <1.0%",
"gap_pct": -1.61,
"rr_display": {
"reward_risk_ratio": 0.25,
"risk_reward_ratio": 4.0,
"reward_per_share": 16.07,
"risk_per_share": 65.07,
"label_reward_risk": "Reward/Risk 0.25",
"label_risk_reward": "Risk:Reward 1:4.00",
"display": "Reward/Risk 0.25 · Risk:Reward 1:4.00",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"catalyst": "Geopolitical Risk · Oil Selloff",
"invalidation": "Close below stop $755.15 · Geopolitical escalation invalidates mean-reversion",
"advisory": true,
"level_reasons": {
"entry": {
"price": 820.22,
"source": "vwap",
"confidence": 98,
"reasons": [
{
"source": "vwap",
"label": "VWAP",
"price": 819.92,
"weight_pct": 54.0,
"matched": true,
"primary": true
},
{
"source": "orb_high",
"label": "ORB High",
"price": 820.53,
"weight_pct": 23.0,
"matched": true,
"primary": false
},
{
"source": "prior_close",
"label": "Prior Close",
"price": 820.53,
"weight_pct": 23.0,
"matched": true,
"primary": false
}
]
},
"stop": {
"price": 755.15,
"source": "orb_low",
"confidence": 77,
"reasons": [
{
"source": "orb_low",
"label": "ORB Low",
"price": 755.15,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
},
"target": {
"price": 836.29,
"source": "expected_high",
"confidence": 77,
"reasons": [
{
"source": "expected_high",
"label": "Expected High",
"price": 836.29,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
}
},
"return_calculation": "(836.29-820.22)/820.22=1.96%",
"heuristic_expected_return_pct": 0.25,
"target_action": "卖出/获利",
"trade_summary_cn": "做多 MU：在 820.22 附近入场，目标 836.29，预期 +1.96%",
"trade_economics": {
"account_size": 10000.0,
"risk_pct": 1.0,
"position_pct": 8.2,
"shares": 1,
"contracts": 0,
"max_loss_usd": 65.07,
"win_usd": 16.07,
"loss_usd": 65.07,
"expected_value_usd": -5.84,
"risk_per_share": 65.07,
"reward_per_share": 16.07,
"rr_display": {
"reward_risk_ratio": 0.25,
"risk_reward_ratio": 4.0,
"reward_per_share": 16.07,
"risk_per_share": 65.07,
"label_reward_risk": "Reward/Risk 0.25",
"label_risk_reward": "Risk:Reward 1:4.00",
"display": "Reward/Risk 0.25 · Risk:Reward 1:4.00",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"size_label": "None",
"display": "$10,000 → Win +$16 / Loss -$65"
},
"position_sizing": {
"risk_pct": 1.0,
"position_pct": 8.2,
"contracts": 0,
"shares": 1,
"max_loss_usd": 65.07,
"size_label": "None",
"display": "Risk 1.0% → Position 8.2% → 1 unit(s) → Max Loss $65.07"
},
"why_wins_today": [
{
"rank": 1,
"dimension": "relative_strength",
"label": "Highest Relative Strength",
"primary_value": 1.57,
"runner_up_value": 1.17,
"wins": true
},
{
"rank": 2,
"dimension": "expected_range",
"label": "Largest Expected Range",
"primary_value": 2.0,
"runner_up_value": 2.0,
"wins": true
}
],
"why_not_alternatives": [
{
"symbol": "NVDA",
"rank": 1,
"reasons": [
"Win% 73 vs 82",
"ER 2.0% vs 0.7%",
"Score 0.09 vs 0.29",
"RS +1.6% vs +1.2%"
],
"summary": "Why MU over NVDA: Win% 73 vs 82 · ER 2.0% vs 0.7% · Score 0.09 vs 0.29 · RS +1.6% vs +1.2%"
},
{
"symbol": "AVGO",
"rank": 2,
"reasons": [
"ER 2.0% vs 0.7%",
"Score 0.09 vs 0.24",
"RS +1.6% vs +1.1%"
],
"summary": "Why MU over AVGO: ER 2.0% vs 0.7% · Score 0.09 vs 0.24 · RS +1.6% vs +1.1%"
},
{
"symbol": "META",
"rank": 3,
"reasons": [
"Win% 73 vs 71",
"ER 2.0% vs 0.3%",
"RS +1.6% vs +1.0%"
],
"summary": "Why MU over META: Win% 73 vs 71 · ER 2.0% vs 0.3% · RS +1.6% vs +1.0%"
},
{
"symbol": "SPY",
"rank": 4,
"reasons": [
"Win% 73 vs 71",
"ER 2.0% vs 0.3%",
"RS +1.6% vs +1.1%"
],
"summary": "Why MU over SPY: Win% 73 vs 71 · ER 2.0% vs 0.3% · RS +1.6% vs +1.1%"
},
{
"symbol": "AMD",
"rank": 6,
"reasons": [
"ER 2.0% vs 0.1%",
"Score 0.09 vs 0.04",
"RS +1.6% vs +1.2%"
],
"summary": "Why MU over AMD: ER 2.0% vs 0.1% · Score 0.09 vs 0.04 · RS +1.6% vs +1.2%"
}
],
"win_prob_source": "rules",
"calibration": {
"calibrated_win_prob": 73.0,
"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": -5.84,
"win_scenario_usd": 16.07,
"loss_scenario_usd": 65.07,
"win_prob_pct": 73.0,
"display": "EV $-6 (win +$16 @ 73.0% · loss -$65)"
},
"entry_status": {
"current_price": 828.01,
"ideal_entry": 820.22,
"distance_pct": 0.95,
"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": 819.92,
"zone_high": 820.53,
"miss_threshold_pct": 1.0,
"status": "PREMARKET",
"status_reason": "Premarket Ideal Entry — plan not yet live",
"action_hint": "Entry still valid"
}
}
],
"watchlist_items": [
{
"symbol": "AMD",
"rank": 6,
"win_prob": 73.0,
"expected_return_pct": 0.11,
"trade_action": "Pass",
"why": "RS vs QQQ +1.17% · RS vs SMH +4.13% · News 1 · 上行空间 <1.0%",
"note": "Monitor — below trade threshold"
},
{
"symbol": "TSLA",
"rank": 7,
"win_prob": 65.0,
"expected_return_pct": 0.04,
"trade_action": "Pass",
"why": "RS vs QQQ +0.50% · Gap 未过度延伸 · Volume 信号 · 上行空间 <1.0%",
"note": "Monitor — below trade threshold"
},
{
"symbol": "ARM",
"rank": 8,
"win_prob": 73.0,
"expected_return_pct": -0.01,
"trade_action": "Pass",
"why": "RS vs QQQ +0.71% · RS vs SMH +3.67% · Gap 未过度延伸 · 上行空间 <1.0%",
"note": "Monitor — below trade threshold"
},
{
"symbol": "QQQ",
"rank": 9,
"win_prob": 59.0,
"expected_return_pct": -0.08,
"trade_action": "Pass",
"why": "Gap 未过度延伸 · Volume 信号 · 上行空间 <1.0%",
"note": "Monitor — below trade threshold"
},
{
"symbol": "TQQQ",
"rank": 10,
"win_prob": 44.0,
"expected_return_pct": -0.52,
"trade_action": "Pass",
"why": "RS 弱于 QQQ -1.42% · 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": 78,
"entry": "Near 458.3 (swing zone)",
"entry_source": "swing_zone",
"entry_price": 458.31,
"entry_zone": {
"low": 456.93,
"high": 477.52,
"mid": 458.31,
"display": "$456.93–$477.52",
"source": "swing_pullback"
},
"stop": "515.9 (1.75xATR)",
"stop_source": "1.75xATR",
"stop_price": 515.93,
"target": "381.5 (T1 ~16.8%)",
"target_source": "2xATR_or_5pct",
"target_price": 381.49,
"targets": [
{
"price": 381.49,
"label": "T1",
"pct": 16.76
},
{
"price": 366.23,
"label": "T2",
"pct": 20.09
}
],
"expected_return_pct": 16.76,
"expected_move": "+16.76%",
"risk_reward": 1.33,
"win_prob": 73.0,
"final_score": 0.04,
"swing_quality": 7.414,
"atr": 38.4114,
"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": 456.93,
"why": [
"高流动性波段标的 AMD",
"Prior day -7.6%",
"5D momentum -16.5%",
"RS vs QQQ +1.17%",
"News/1 catalyst hints",
"Swing score 7.4"
],
"why_chain": "高流动性波段标的 AMD · Prior day -7.6% · 5D momentum -16.5% · RS vs QQQ +1.17%",
"invalidation": "Close beyond stop $515.93 or thesis broken (trend flip / catalyst fade)",
"trade_summary_cn": "波段做空 AMD：理想入场 $456.93–$477.52，止损 $515.93，目标 $381.49（约 +16.8%），持仓天数–数周",
"one_liner": "波段做空 AMD：理想入场 $456.93–$477.52，止损 $515.93，目标 $381.49（约 +16.8%），持仓天数–数周",
"edge_type": "Stock Edge",
"advisory": true,
"label": "长线 · Swing Trade",
"separate_from_intraday": true
}
},
"edges": {
"macro_edge": {
"edge": "YES",
"why": "今日有重大催化剂（含地缘/突发）：Geopolitical Risk、Oil Selloff、Trade Policy",
"catalyst": "Geopolitical Risk、Oil Selloff、Trade Policy"
},
"index_edge": {
"edge": "YES",
"why": "SPY 盘前/开盘 +0.42%"
},
"sector_edge": {
"edge": "NO",
"why": "板块相对强度不足"
},
"stock_edge": {
"edge": "YES",
"why": "NVDA RS+新闻+量能",
"symbol": "NVDA"
},
"advisory": "ADVISORY — 不构成投资建议"
},
"trade_candidates": [
{
"symbol": "NVDA",
"win_prob": 82.0,
"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": "Catalyst",
"key": "catalyst",
"points": 5.0
},
{
"factor": "Volume",
"key": "volume",
"points": 4.0
}
],
"total": 82.0,
"raw_total": 82.0,
"was_clamped": false
},
"expected_return_pct": 0.71,
"expected_high": 198.9,
"expected_low": 195.92,
"expected_close": 198.9,
"current_price": 197.5,
"upside_pct": 0.71,
"downside_risk_pct": 0.8,
"risk_reward": 0.89,
"rr_display": {
"reward_risk_ratio": 0.89,
"risk_reward_ratio": 1.12,
"reward_per_share": null,
"risk_per_share": null,
"label_reward_risk": "Reward/Risk 0.89",
"label_risk_reward": "Risk:Reward 1:1.12",
"display": "Reward/Risk 0.89 · Risk:Reward 1:1.12",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"final_score": 0.29,
"trade_action": "Pass",
"trade": "Pass",
"gap_pct": -0.19,
"relative_strength": 1.16,
"relative_strength_vs_smh": 4.12,
"relative_weakness_score": -3.63,
"prior_day_change_pct": 0.0,
"why_factors": [
"RS vs QQQ +1.16%",
"RS vs SMH +4.12%",
"Gap 未过度延伸",
"News 4",
"Volume 信号",
"上行空间 <1.0%"
],
"why": "RS vs QQQ +1.16% · RS vs SMH +4.12% · Gap 未过度延伸 · News 4",
"score": 3,
"news_count": 4,
"factor_breakdown": {
"relative_strength_vs_qqq": 1.16,
"relative_strength_vs_smh": 4.12,
"relative_weakness_score": -3.63,
"gap_pct": -0.19,
"beta_proxy": -0.76,
"volume_signal": true,
"news_count": 4,
"extended_gap_penalty": 0.0,
"vix_change_pct": 0.27,
"prior_day_change_pct": 0.0
},
"edge_type": "Stock Edge",
"score_formula_display": "final = win_prob(82%) × ER(0.7%) × rr_weight(0.5) / 100",
"rr_weight": 0.5,
"why_vs_runner_up": "NVDA RS +1.2% vs AVGO +1.1%；ER 0.7% vs 0.7%；Win% 82 vs 73；relative strength",
"advisory": true,
"rank": 1,
"direction": "LONG"
},
{
"symbol": "AVGO",
"win_prob": 73.0,
"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
}
],
"total": 73.0,
"raw_total": 73.0,
"was_clamped": false
},
"expected_return_pct": 0.67,
"expected_high": 386.32,
"expected_low": 378.68,
"expected_close": 385.06,
"current_price": 382.5,
"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": 0.24,
"trade_action": "Pass",
"trade": "Pass",
"gap_pct": -0.25,
"relative_strength": 1.08,
"relative_strength_vs_smh": 4.04,
"relative_weakness_score": -3.5,
"prior_day_change_pct": -0.19,
"why_factors": [
"RS vs QQQ +1.08%",
"RS vs SMH +4.04%",
"Gap 未过度延伸",
"上行空间 <1.0%"
],
"why": "RS vs QQQ +1.08% · RS vs SMH +4.04% · Gap 未过度延伸 · 上行空间 <1.0%",
"score": 2,
"news_count": 0,
"factor_breakdown": {
"relative_strength_vs_qqq": 1.08,
"relative_strength_vs_smh": 4.04,
"relative_weakness_score": -3.5,
"gap_pct": -0.25,
"beta_proxy": -0.64,
"volume_signal": false,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": 0.27,
"prior_day_change_pct": -0.19
},
"edge_type": "Stock Edge",
"score_formula_display": "final = win_prob(73%) × ER(0.7%) × rr_weight(0.5) / 100",
"rr_weight": 0.5,
"why_vs_runner_up": "—",
"advisory": true,
"rank": 2,
"direction": "LONG"
},
{
"symbol": "META",
"win_prob": 71.0,
"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
}
],
"total": 71.0,
"raw_total": 71.0,
"was_clamped": false
},
"expected_return_pct": 0.27,
"expected_high": 598.98,
"expected_low": 591.23,
"expected_close": 597.59,
"current_price": 596.0,
"upside_pct": 0.5,
"downside_risk_pct": 0.8,
"risk_reward": 0.62,
"rr_display": {
"reward_risk_ratio": 0.62,
"risk_reward_ratio": 1.61,
"reward_per_share": null,
"risk_per_share": null,
"label_reward_risk": "Reward/Risk 0.62",
"label_risk_reward": "Risk:Reward 1:1.61",
"display": "Reward/Risk 0.62 · Risk:Reward 1:1.61",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"final_score": 0.09,
"trade_action": "Pass",
"trade": "Pass",
"gap_pct": 0.78,
"relative_strength": 1.02,
"relative_strength_vs_smh": 3.98,
"relative_weakness_score": -3.41,
"prior_day_change_pct": 0.0,
"why_factors": [
"RS vs QQQ +1.02%",
"Gap 未过度延伸",
"Volume 信号",
"上行空间 <1.0%"
],
"why": "RS vs QQQ +1.02% · Gap 未过度延伸 · Volume 信号 · 上行空间 <1.0%",
"score": 1,
"news_count": 0,
"factor_breakdown": {
"relative_strength_vs_qqq": 1.02,
"relative_strength_vs_smh": 3.98,
"relative_weakness_score": -3.41,
"gap_pct": 0.78,
"beta_proxy": -0.55,
"volume_signal": true,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": 0.27,
"prior_day_change_pct": 0.0
},
"edge_type": "Stock Edge",
"score_formula_display": "final = win_prob(71%) × ER(0.3%) × rr_weight(0.5) / 100",
"rr_weight": 0.5,
"why_vs_runner_up": "—",
"advisory": true,
"rank": 3,
"direction": "LONG"
},
{
"symbol": "SPY",
"win_prob": 71.0,
"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
}
],
"total": 71.0,
"raw_total": 71.0,
"was_clamped": false
},
"expected_return_pct": 0.26,
"expected_high": 746.02,
"expected_low": 736.37,
"expected_close": 744.21,
"current_price": 742.31,
"upside_pct": 0.5,
"downside_risk_pct": 0.8,
"risk_reward": 0.62,
"rr_display": {
"reward_risk_ratio": 0.62,
"risk_reward_ratio": 1.61,
"reward_per_share": null,
"risk_per_share": null,
"label_reward_risk": "Reward/Risk 0.62",
"label_risk_reward": "Risk:Reward 1:1.61",
"display": "Reward/Risk 0.62 · Risk:Reward 1:1.61",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"final_score": 0.09,
"trade_action": "Pass",
"trade": "Pass",
"gap_pct": 0.45,
"relative_strength": 1.1,
"relative_strength_vs_smh": 4.06,
"relative_weakness_score": -3.54,
"prior_day_change_pct": 0.0,
"why_factors": [
"RS vs QQQ +1.10%",
"Gap 未过度延伸",
"Volume 信号",
"上行空间 <1.0%"
],
"why": "RS vs QQQ +1.10% · Gap 未过度延伸 · Volume 信号 · 上行空间 <1.0%",
"score": 1,
"news_count": 0,
"factor_breakdown": {
"relative_strength_vs_qqq": 1.1,
"relative_strength_vs_smh": 4.06,
"relative_weakness_score": -3.54,
"gap_pct": 0.45,
"beta_proxy": -0.67,
"volume_signal": true,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": 0.27,
"prior_day_change_pct": 0.0
},
"edge_type": "Relative Strength",
"score_formula_display": "final = win_prob(71%) × ER(0.3%) × rr_weight(0.5) / 100",
"rr_weight": 0.5,
"why_vs_runner_up": "—",
"advisory": true,
"rank": 4,
"direction": "LONG"
},
{
"symbol": "MU",
"win_prob": 73.0,
"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
}
],
"total": 73.0,
"raw_total": 73.0,
"was_clamped": false
},
"expected_return_pct": 0.25,
"expected_high": 836.29,
"expected_low": 819.73,
"expected_close": 830.08,
"current_price": 828.01,
"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": 0.09,
"trade_action": "Pass",
"trade": "Pass",
"gap_pct": -1.61,
"relative_strength": 1.57,
"relative_strength_vs_smh": 4.53,
"relative_weakness_score": -4.29,
"prior_day_change_pct": -7.99,
"why_factors": [
"RS vs QQQ +1.57%",
"RS vs SMH +4.53%",
"News 2",
"上行空间 <1.0%"
],
"why": "RS vs QQQ +1.57% · RS vs SMH +4.53% · News 2 · 上行空间 <1.0%",
"score": 1,
"news_count": 2,
"factor_breakdown": {
"relative_strength_vs_qqq": 1.57,
"relative_strength_vs_smh": 4.53,
"relative_weakness_score": -4.29,
"gap_pct": -1.61,
"beta_proxy": -1.38,
"volume_signal": false,
"news_count": 2,
"extended_gap_penalty": 0.0,
"vix_change_pct": 0.27,
"prior_day_change_pct": -7.99
},
"edge_type": "Stock Edge",
"score_formula_display": "final = win_prob(73%) × ER(0.2%) × rr_weight(0.5) / 100",
"rr_weight": 0.5,
"why_vs_runner_up": "—",
"advisory": true,
"rank": 5,
"direction": "LONG"
},
{
"symbol": "AMD",
"win_prob": 73.0,
"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
}
],
"total": 73.0,
"raw_total": 73.0,
"was_clamped": false
},
"expected_return_pct": 0.11,
"expected_high": 461.5,
"expected_low": 452.37,
"expected_close": 457.45,
"current_price": 456.93,
"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": 0.04,
"trade_action": "Pass",
"trade": "Pass",
"gap_pct": -2.0,
"relative_strength": 1.17,
"relative_strength_vs_smh": 4.13,
"relative_weakness_score": -3.65,
"prior_day_change_pct": -7.62,
"why_factors": [
"RS vs QQQ +1.17%",
"RS vs SMH +4.13%",
"News 1",
"上行空间 <1.0%"
],
"why": "RS vs QQQ +1.17% · RS vs SMH +4.13% · News 1 · 上行空间 <1.0%",
"score": 0,
"news_count": 1,
"factor_breakdown": {
"relative_strength_vs_qqq": 1.17,
"relative_strength_vs_smh": 4.13,
"relative_weakness_score": -3.65,
"gap_pct": -2.0,
"beta_proxy": -0.77,
"volume_signal": false,
"news_count": 1,
"extended_gap_penalty": 0.0,
"vix_change_pct": 0.27,
"prior_day_change_pct": -7.62
},
"edge_type": "Stock Edge",
"score_formula_display": "final = win_prob(73%) × ER(0.1%) × rr_weight(0.5) / 100",
"rr_weight": 0.5,
"why_vs_runner_up": "—",
"advisory": true,
"rank": 6,
"direction": "LONG"
},
{
"symbol": "TSLA",
"win_prob": 65.0,
"win_prob_breakdown": {
"components": [
{
"factor": "Base",
"key": "base",
"points": 50.0
},
{
"factor": "RS",
"key": "rs",
"points": 6.0
},
{
"factor": "Gap",
"key": "gap",
"points": 5.0
},
{
"factor": "Volume",
"key": "volume",
"points": 4.0
}
],
"total": 65.0,
"raw_total": 65.0,
"was_clamped": false
},
"expected_return_pct": 0.04,
"expected_high": 310.25,
"expected_low": 306.24,
"expected_close": 308.83,
"current_price": 308.71,
"upside_pct": 0.5,
"downside_risk_pct": 0.8,
"risk_reward": 0.62,
"rr_display": {
"reward_risk_ratio": 0.62,
"risk_reward_ratio": 1.61,
"reward_per_share": null,
"risk_per_share": null,
"label_reward_risk": "Reward/Risk 0.62",
"label_risk_reward": "Risk:Reward 1:1.61",
"display": "Reward/Risk 0.62 · Risk:Reward 1:1.61",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"final_score": 0.01,
"trade_action": "Pass",
"trade": "Pass",
"gap_pct": -0.75,
"relative_strength": 0.5,
"relative_strength_vs_smh": 3.46,
"relative_weakness_score": -2.58,
"prior_day_change_pct": 0.0,
"why_factors": [
"RS vs QQQ +0.50%",
"Gap 未过度延伸",
"Volume 信号",
"上行空间 <1.0%"
],
"why": "RS vs QQQ +0.50% · Gap 未过度延伸 · Volume 信号 · 上行空间 <1.0%",
"score": 0,
"news_count": 0,
"factor_breakdown": {
"relative_strength_vs_qqq": 0.5,
"relative_strength_vs_smh": 3.46,
"relative_weakness_score": -2.58,
"gap_pct": -0.75,
"beta_proxy": 0.24,
"volume_signal": true,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": 0.27,
"prior_day_change_pct": 0.0
},
"edge_type": "Stock Edge",
"score_formula_display": "final = win_prob(65%) × ER(0.0%) × rr_weight(0.5) / 100",
"rr_weight": 0.5,
"why_vs_runner_up": "—",
"advisory": true,
"rank": 7,
"direction": "LONG"
},
{
"symbol": "ARM",
"win_prob": 73.0,
"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
}
],
"total": 73.0,
"raw_total": 73.0,
"was_clamped": false
},
"expected_return_pct": -0.01,
"expected_high": 247.32,
"expected_low": 242.42,
"expected_close": 244.84,
"current_price": 244.87,
"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": 0.0,
"trade_action": "Pass",
"trade": "Pass",
"gap_pct": -1.41,
"relative_strength": 0.71,
"relative_strength_vs_smh": 3.67,
"relative_weakness_score": -2.91,
"prior_day_change_pct": -8.06,
"why_factors": [
"RS vs QQQ +0.71%",
"RS vs SMH +3.67%",
"Gap 未过度延伸",
"上行空间 <1.0%"
],
"why": "RS vs QQQ +0.71% · RS vs SMH +3.67% · Gap 未过度延伸 · 上行空间 <1.0%",
"score": 0,
"news_count": 0,
"factor_breakdown": {
"relative_strength_vs_qqq": 0.71,
"relative_strength_vs_smh": 3.67,
"relative_weakness_score": -2.91,
"gap_pct": -1.41,
"beta_proxy": -0.08,
"volume_signal": false,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": 0.27,
"prior_day_change_pct": -8.06
},
"edge_type": "Stock Edge",
"score_formula_display": "final = win_prob(73%) × ER(-0.0%) × rr_weight(0.5) / 100",
"rr_weight": 0.5,
"why_vs_runner_up": "—",
"advisory": true,
"rank": 8,
"direction": "LONG"
},
{
"symbol": "QQQ",
"win_prob": 59.0,
"win_prob_breakdown": {
"components": [
{
"factor": "Base",
"key": "base",
"points": 50.0
},
{
"factor": "Gap",
"key": "gap",
"points": 5.0
},
{
"factor": "Volume",
"key": "volume",
"points": 4.0
}
],
"total": 59.0,
"raw_total": 59.0,
"was_clamped": false
},
"expected_return_pct": -0.08,
"expected_high": 680.99,
"expected_low": 672.18,
"expected_close": 677.06,
"current_price": 677.6,
"upside_pct": 0.5,
"downside_risk_pct": 0.8,
"risk_reward": 0.62,
"rr_display": {
"reward_risk_ratio": 0.62,
"risk_reward_ratio": 1.61,
"reward_per_share": null,
"risk_per_share": null,
"label_reward_risk": "Reward/Risk 0.62",
"label_risk_reward": "Risk:Reward 1:1.61",
"display": "Reward/Risk 0.62 · Risk:Reward 1:1.61",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"final_score": 0.0,
"trade_action": "Pass",
"trade": "Pass",
"gap_pct": -0.99,
"relative_strength": 0.0,
"relative_strength_vs_smh": 2.96,
"relative_weakness_score": -1.78,
"prior_day_change_pct": 0.0,
"why_factors": [
"Gap 未过度延伸",
"Volume 信号",
"上行空间 <1.0%"
],
"why": "Gap 未过度延伸 · Volume 信号 · 上行空间 <1.0%",
"score": 0,
"news_count": 0,
"factor_breakdown": {
"relative_strength_vs_qqq": 0.0,
"relative_strength_vs_smh": 2.96,
"relative_weakness_score": -1.78,
"gap_pct": -0.99,
"beta_proxy": 1.0,
"volume_signal": true,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": 0.27,
"prior_day_change_pct": 0.0
},
"edge_type": "Index Edge",
"score_formula_display": "final = win_prob(59%) × ER(-0.1%) × rr_weight(0.5) / 100",
"rr_weight": 0.5,
"why_vs_runner_up": "—",
"advisory": true,
"rank": 9,
"direction": "LONG"
},
{
"symbol": "TQQQ",
"win_prob": 44.0,
"win_prob_breakdown": {
"components": [
{
"factor": "Base",
"key": "base",
"points": 50.0
},
{
"factor": "RS",
"key": "rs",
"points": -10.0
},
{
"factor": "Volume",
"key": "volume",
"points": 4.0
}
],
"total": 44.0,
"raw_total": 44.0,
"was_clamped": false
},
"expected_return_pct": -0.52,
"expected_high": 62.39,
"expected_low": 61.56,
"expected_close": 61.75,
"current_price": 62.08,
"upside_pct": 0.5,
"downside_risk_pct": 0.84,
"risk_reward": 0.6,
"rr_display": {
"reward_risk_ratio": 0.6,
"risk_reward_ratio": 1.67,
"reward_per_share": null,
"risk_per_share": null,
"label_reward_risk": "Reward/Risk 0.60",
"label_risk_reward": "Risk:Reward 1:1.67",
"display": "Reward/Risk 0.60 · Risk:Reward 1:1.67",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"final_score": 0.0,
"trade_action": "Pass",
"trade": "Pass",
"gap_pct": -3.01,
"relative_strength": -1.42,
"relative_strength_vs_smh": 1.54,
"relative_weakness_score": 0.5,
"prior_day_change_pct": 0.0,
"why_factors": [
"RS 弱于 QQQ -1.42%",
"Volume 信号",
"上行空间 <1.0%"
],
"why": "RS 弱于 QQQ -1.42% · Volume 信号 · 上行空间 <1.0%",
"score": 0,
"news_count": 0,
"factor_breakdown": {
"relative_strength_vs_qqq": -1.42,
"relative_strength_vs_smh": 1.54,
"relative_weakness_score": 0.5,
"gap_pct": -3.01,
"beta_proxy": 3.15,
"volume_signal": true,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": 0.27,
"prior_day_change_pct": 0.0
},
"edge_type": "Relative Weakness",
"score_formula_display": "final = win_prob(44%) × ER(-0.5%) × rr_weight(0.5) / 100",
"rr_weight": 0.5,
"why_vs_runner_up": "—",
"advisory": true,
"rank": 10,
"direction": "LONG"
},
{
"symbol": "SMH",
"win_prob": 44.0,
"win_prob_breakdown": {
"components": [
{
"factor": "Base",
"key": "base",
"points": 50.0
},
{
"factor": "RS",
"key": "rs",
"points": -10.0
},
{
"factor": "Volume",
"key": "volume",
"points": 4.0
}
],
"total": 44.0,
"raw_total": 44.0,
"was_clamped": false
},
"expected_return_pct": -0.98,
"expected_high": 531.35,
"expected_low": 523.52,
"expected_close": 523.52,
"current_price": 528.71,
"upside_pct": 0.5,
"downside_risk_pct": 0.98,
"risk_reward": 0.51,
"rr_display": {
"reward_risk_ratio": 0.51,
"risk_reward_ratio": 1.96,
"reward_per_share": null,
"risk_per_share": null,
"label_reward_risk": "Reward/Risk 0.51",
"label_risk_reward": "Risk:Reward 1:1.96",
"display": "Reward/Risk 0.51 · Risk:Reward 1:1.96",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"final_score": 0.0,
"trade_action": "Pass",
"trade": "Pass",
"gap_pct": -4.87,
"relative_strength": -2.96,
"relative_strength_vs_smh": 0.0,
"relative_weakness_score": 2.96,
"prior_day_change_pct": 0.0,
"why_factors": [
"RS 弱于 QQQ -2.96%",
"Volume 信号",
"上行空间 <1.0%"
],
"why": "RS 弱于 QQQ -2.96% · Volume 信号 · 上行空间 <1.0%",
"score": 0,
"news_count": 0,
"factor_breakdown": {
"relative_strength_vs_qqq": -2.96,
"relative_strength_vs_smh": 0.0,
"relative_weakness_score": 2.96,
"gap_pct": -4.87,
"beta_proxy": 5.48,
"volume_signal": true,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": 0.27,
"prior_day_change_pct": 0.0
},
"edge_type": "Relative Weakness",
"score_formula_display": "final = win_prob(44%) × ER(-1.0%) × rr_weight(0.5) / 100",
"rr_weight": 0.5,
"why_vs_runner_up": "—",
"advisory": true,
"rank": 11,
"direction": "LONG"
}
]
},
"intraday": {
"s5": {
"driver_still_valid": true,
"action": "Hold"
},
"s6": {
"trade_valid": false,
"action": "N/A"
},
"s7": {
"actual_driver": "AI Chip Selloff",
"attribution": {
"ai": 0.897,
"bond": 0.05,
"oil": 0.0,
"macro": 0.004,
"other": 0.05,
"splits": {
"AI Chip Selloff": 0.897
}
}
}
},
"trade_plan": {},
"actual": {},
"attribution": {
"ai": 0.897,
"bond": 0.05,
"oil": 0.0,
"macro": 0.004,
"other": 0.05,
"splits": {
"AI Chip Selloff": 0.897
}
},
"labels": {
"actual_driver": "AI Chip Selloff",
"agent_driver": "Geopolitical Risk",
"agent_driver_type": "Political",
"corrected_driver_from_verify": null,
"driver_splits": {
"AI Chip Selloff": 0.8969689514021945
},
"hypothesis_correct": "部分对",
"scenario_primary": "A",
"scenario_actual": "B",
"scenario_correct": false,
"trade_recommendation": "—",
"trade_direction": "NO TRADE",
"primary_symbol": "—",
"predicted_return_pct": null,
"prediction_error_pct": null
},
"surprise": "Bond mattered less than expected despite 10Y=4.65%; 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 -8.4% + QQQ -3.1%：半导体拖累纳指",
"playbook_refs": [
"Case-19"
],
"bayesian_drivers": {
"AI": 1.0,
"Bond": 0.0,
"Macro": 0.0,
"Oil": 0.0,
"Risk": 0.0
},
"data_gaps": []
}