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 20
| 事件 | 预定 | 状态 | 实际值 | Consensus | Surprise | 典型影响（参考） | 实测反应 |
|---|---|---|---|---|---|---|---|
| GDP QoQ (Advance/2nd/Final) | 08:30 | ⏳ | 31,866 | 29,500 | +8.0% ⬆️ | GDP 意外强 → 收益率+ 美元+；弱则相反 | — |
H-2026-07-30-001Surprise：No major surprises vs typical driver mix
Lesson：NFP 日优先看 Macro Driver 链条：数据 → 利率 → 成长/价值轮动；Morning Hypothesis 被 Chip/Macro 冲突推翻——复盘 P10/P15 权重
{
"date": "2026-07-30",
"features": {
"dgs10": 4.61,
"dgs2": null,
"vix": 19.21,
"vix_chg": -7.02,
"qqq_chg": 1.53,
"smh_chg": 2.13,
"nvda_chg": -0.88,
"spy_chg": 0.0,
"oil_chg": 0.0,
"dxy_chg": -0.05,
"breadth_proxy": 0.42857142857142855,
"qqq_gap": -1.85,
"news_headline_count": 20,
"news_bearish_ratio": 0.0,
"news_ai_mentions": 12,
"news_macro_mentions": 6,
"news_oil_mentions": 3,
"news_risk_mentions": 0
},
"regime": {
"label": "AI Expansion",
"confidence": 0.82
},
"hypothesis": {
"id": "H-2026-07-30-001",
"statement": "AI/Semiconductor leads index today; macro is secondary variable",
"evidence": [
"VIX↓ -7.0% (risk-on)"
],
"counter_evidence": [
"NVDA -1.8%",
"SMH -2.1%"
],
"confidence": 0.53,
"status": "待验证"
},
"morning": {
"bias": "Bear",
"total": -3,
"driver_type": "Fed",
"daily_driver": "Fed Headlines",
"best_opportunity": {
"direction": "SHORT",
"symbol": "META",
"instrument": "Stock",
"horizon": "Intraday",
"confidence": 58,
"confidence_stars": "★★☆☆☆",
"entry": "Below 534.6 (VWAP)",
"entry_source": "vwap",
"entry_price": 534.39,
"stop": "585.6 (ORB高点)",
"stop_source": "orb_high",
"stop_price": 585.61,
"target": "514.7 (预期收盘)",
"target_source": "expected_close",
"target_price": 514.73,
"target_action": "买入/平空仓",
"targets": [
"514.7 (预期收盘)"
],
"duration": "Intraday",
"why": [
"RS弱于QQQ -10.21%",
"News 1 (利空做空)",
"Volume 信号",
"VIX 回落 (做空逆风)"
],
"why_chain": "RS弱于QQQ -10.21% · News 1 (利空做空) · Volume 信号 · VIX 回落 (做空逆风)",
"why_vs_runner_up": "META RS -10.2% vs TQQQ -1.6%；ER 2.7% vs 0.8%；Win% 58 vs 45；higher beta (16.9 vs 3.5)；relative weakness play",
"factor_breakdown": {
"relative_strength_vs_qqq": -10.21,
"relative_strength_vs_smh": -8.66,
"relative_weakness_score": 15.41,
"gap_pct": -8.2,
"beta_proxy": 16.95,
"volume_signal": true,
"news_count": 1,
"extended_gap_penalty": 0.0,
"vix_change_pct": -7.02,
"prior_day_change_pct": 0.0
},
"edge_type": "Relative Weakness",
"score_formula_display": "final = win_prob(58%) × ER(2.7%) × rr_weight(0.5) / 100",
"win_prob": 58.0,
"win_prob_breakdown": {
"components": [
{
"factor": "Base",
"key": "base",
"points": 50.0
},
{
"factor": "RS",
"key": "rs",
"points": 12.0
},
{
"factor": "Catalyst",
"key": "catalyst",
"points": -5.0
},
{
"factor": "Volume",
"key": "volume",
"points": 4.0
},
{
"factor": "Macro",
"key": "macro",
"points": -3.0
}
],
"total": 58.0,
"raw_total": 58.0,
"was_clamped": false
},
"expected_return_pct": 3.68,
"expected_move": "+3.68%",
"return_calculation": "(534.39-514.73)/534.39=3.68%",
"trade_summary_cn": "做空 META：在 534.39 附近入场，目标 514.73，预期 +3.68%",
"risk_reward": 0.38,
"rr_display": {
"reward_risk_ratio": 0.38,
"risk_reward_ratio": 2.63,
"reward_per_share": 19.66,
"risk_per_share": 51.22,
"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"
},
"entry_zone": {
"low": 534.15,
"high": 534.63,
"mid": 534.39,
"anchors": [
{
"source": "vwap",
"label": "VWAP",
"price": 534.63
},
{
"source": "orb_low",
"label": "ORB低点",
"price": 534.15
}
],
"display": "Entry Zone 534.15–534.63",
"entry_source": "vwap",
"tolerance_pct": 0.3
},
"rank_summary": "META ranked #1 because weakest RS + largest expected range + best catalyst alignment",
"win_prob_source": "rules",
"calibration": {
"calibrated_win_prob": 58.0,
"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": -10.11,
"win_scenario_usd": 19.66,
"loss_scenario_usd": 51.22,
"win_prob_pct": 58.0,
"display": "EV $-10 (win +$20 @ 58.0% · loss -$51)"
},
"final_score": 0.78,
"level_anchors": {
"vwap": 534.63,
"orb_high": 585.61,
"orb_low": 534.15,
"prev_high": 593.41,
"prev_low": 593.41,
"prior_close": 593.41,
"orb_from_minute": true
},
"level_reasons": {
"entry": {
"price": 534.39,
"source": "vwap",
"confidence": 89,
"reasons": [
{
"source": "orb_low",
"label": "ORB Low",
"price": 534.15,
"weight_pct": 30.0,
"matched": true,
"primary": false
},
{
"source": "vwap",
"label": "VWAP",
"price": 534.63,
"weight_pct": 70.0,
"matched": true,
"primary": true
}
]
},
"stop": {
"price": 585.61,
"source": "orb_high",
"confidence": 77,
"reasons": [
{
"source": "orb_high",
"label": "ORB High",
"price": 585.61,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
},
"target": {
"price": 514.73,
"source": "expected_close",
"confidence": 77,
"reasons": [
{
"source": "expected_close",
"label": "Expected Close",
"price": 514.73,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
}
},
"trade_economics": {
"account_size": 10000.0,
"risk_pct": 1.0,
"position_pct": 5.3,
"shares": 1,
"contracts": 1,
"max_loss_usd": 51.22,
"win_usd": 19.66,
"loss_usd": 51.22,
"expected_value_usd": -10.11,
"risk_per_share": 51.22,
"reward_per_share": 19.66,
"rr_display": {
"reward_risk_ratio": 0.38,
"risk_reward_ratio": 2.63,
"reward_per_share": 19.66,
"risk_per_share": 51.22,
"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"
},
"size_label": "Small",
"display": "$10,000 → Win +$20 / Loss -$51"
},
"position_sizing": {
"risk_pct": 1.0,
"position_pct": 5.3,
"contracts": 1,
"shares": 1,
"max_loss_usd": 51.22,
"size_label": "Small",
"display": "Risk 1.0% → Position 5.3% → 1 unit(s) → Max Loss $51.22"
},
"why_wins_today": [
{
"rank": 1,
"dimension": "relative_strength",
"label": "Highest Relative Strength",
"primary_value": -10.21,
"runner_up_value": 4.83,
"wins": true
},
{
"rank": 2,
"dimension": "expected_range",
"label": "Largest Expected Range",
"primary_value": 13.4,
"runner_up_value": 4.81,
"wins": true
},
{
"rank": 3,
"dimension": "catalyst",
"label": "Best Catalyst Alignment",
"primary_value": 1.0,
"runner_up_value": 1.0,
"wins": true
}
],
"why_not_alternatives": [
{
"symbol": "TQQQ",
"rank": 2,
"reasons": [
"Win% 58 vs 45",
"ER 3.7% vs 0.8%",
"Score 0.78 vs 0.52",
"RS -10.2% vs -1.6%",
"Tradeable (Small) vs Pass"
],
"summary": "Why META over TQQQ: Win% 58 vs 45 · ER 3.7% vs 0.8% · Score 0.78 vs 0.52 · RS -10.2% vs -1.6% · Tradeable (Small) vs Pass"
},
{
"symbol": "SMH",
"rank": 3,
"reasons": [
"Win% 58 vs 45",
"ER 3.7% vs 0.7%",
"Score 0.78 vs 0.46",
"RS -10.2% vs -1.6%",
"Tradeable (Small) vs Pass"
],
"summary": "Why META over SMH: Win% 58 vs 45 · ER 3.7% vs 0.7% · Score 0.78 vs 0.46 · RS -10.2% vs -1.6% · Tradeable (Small) vs Pass"
},
{
"symbol": "TSLA",
"rank": 4,
"reasons": [
"Win% 58 vs 63",
"ER 3.7% vs 0.4%",
"Score 0.78 vs 0.34",
"RS -10.2% vs -0.7%",
"Tradeable (Small) vs Pass"
],
"summary": "Why META over TSLA: Win% 58 vs 63 · ER 3.7% vs 0.4% · Score 0.78 vs 0.34 · RS -10.2% vs -0.7% · Tradeable (Small) vs Pass"
},
{
"symbol": "NVDA",
"rank": 5,
"reasons": [
"Win% 58 vs 40",
"ER 3.7% vs 0.4%",
"Score 0.78 vs 0.27",
"RS -10.2% vs -1.2%",
"Tradeable (Small) vs Pass"
],
"summary": "Why META over NVDA: Win% 58 vs 40 · ER 3.7% vs 0.4% · Score 0.78 vs 0.27 · RS -10.2% vs -1.2% · Tradeable (Small) vs Pass"
},
{
"symbol": "MU",
"rank": 6,
"reasons": [
"Win% 58 vs 33",
"ER 3.7% vs 1.4%",
"Score 0.78 vs 0.24",
"RS -10.2% vs +4.2%"
],
"summary": "Why META over MU: Win% 58 vs 33 · ER 3.7% vs 1.4% · Score 0.78 vs 0.24 · RS -10.2% vs +4.2%"
}
],
"avoid": [],
"one_liner": "做空 META：在 534.39 附近入场，目标 514.73，预期 +3.68%",
"p16_gate": "No Trade",
"advisory": true
},
"best_trades": {
"primary": {
"rank": 1,
"symbol": "META",
"direction": "SHORT",
"instrument": "Stock",
"horizon": "Intraday",
"confidence": 58,
"confidence_stars": "★★☆☆☆",
"expected_move": "+3.68%",
"expected_return_pct": 3.68,
"win_prob": 58.0,
"win_prob_breakdown": {
"components": [
{
"factor": "Base",
"key": "base",
"points": 50.0
},
{
"factor": "RS",
"key": "rs",
"points": 12.0
},
{
"factor": "Catalyst",
"key": "catalyst",
"points": -5.0
},
{
"factor": "Volume",
"key": "volume",
"points": 4.0
},
{
"factor": "Macro",
"key": "macro",
"points": -3.0
}
],
"total": 58.0,
"raw_total": 58.0,
"was_clamped": false
},
"risk_reward": 0.38,
"final_score": 0.78,
"trade_action": "Small",
"relative_strength": -10.21,
"entry": "Below 534.6 (VWAP)",
"entry_source": "vwap",
"entry_price": 534.39,
"entry_zone": {
"low": 534.15,
"high": 534.63,
"mid": 534.39,
"anchors": [
{
"source": "vwap",
"label": "VWAP",
"price": 534.63
},
{
"source": "orb_low",
"label": "ORB低点",
"price": 534.15
}
],
"display": "Entry Zone 534.15–534.63",
"entry_source": "vwap",
"tolerance_pct": 0.3
},
"stop": "585.6 (ORB高点)",
"stop_source": "orb_high",
"stop_price": 585.61,
"target": "514.7 (预期收盘)",
"target_source": "expected_close",
"target_price": 514.73,
"targets": [
"514.7 (预期收盘)"
],
"level_anchors": {
"vwap": 534.63,
"orb_high": 585.61,
"orb_low": 534.15,
"prev_high": 593.41,
"prev_low": 593.41,
"prior_close": 593.41,
"orb_from_minute": true
},
"levels_valid": true,
"why": [
"RS弱于QQQ -10.21%",
"News 1 (利空做空)",
"Volume 信号",
"VIX 回落 (做空逆风)"
],
"why_chain": "RS弱于QQQ -10.21% · News 1 (利空做空) · Volume 信号 · VIX 回落 (做空逆风)",
"why_vs_runner_up": "META RS -10.2% vs TQQQ -1.6%；ER 2.7% vs 0.8%；Win% 58 vs 45；higher beta (16.9 vs 3.5)；relative weakness play",
"factor_breakdown": {
"relative_strength_vs_qqq": -10.21,
"relative_strength_vs_smh": -8.66,
"relative_weakness_score": 15.41,
"gap_pct": -8.2,
"beta_proxy": 16.95,
"volume_signal": true,
"news_count": 1,
"extended_gap_penalty": 0.0,
"vix_change_pct": -7.02,
"prior_day_change_pct": 0.0
},
"edge_type": "Relative Weakness",
"score_formula_display": "final = win_prob(58%) × ER(2.7%) × rr_weight(0.5) / 100",
"expected_high": 585.61,
"expected_low": 514.73,
"expected_close": 514.73,
"current_price": 529.0,
"upside_pct": 2.7,
"downside_risk_pct": 10.7,
"why_factors": [
"RS弱于QQQ -10.21%",
"News 1 (利空做空)",
"Volume 信号",
"VIX 回落 (做空逆风)"
],
"why_today": "RS弱于QQQ -10.21% · News 1 (利空做空) · Volume 信号 · VIX 回落 (做空逆风)",
"gap_pct": -8.2,
"rr_display": {
"reward_risk_ratio": 0.38,
"risk_reward_ratio": 2.63,
"reward_per_share": 19.66,
"risk_per_share": 51.22,
"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"
},
"catalyst": "Fed Headlines · Geopolitical Risk (Iran)",
"invalidation": "Close above stop $585.61 · Geopolitical escalation invalidates mean-reversion",
"advisory": true,
"level_reasons": {
"entry": {
"price": 534.39,
"source": "vwap",
"confidence": 89,
"reasons": [
{
"source": "orb_low",
"label": "ORB Low",
"price": 534.15,
"weight_pct": 30.0,
"matched": true,
"primary": false
},
{
"source": "vwap",
"label": "VWAP",
"price": 534.63,
"weight_pct": 70.0,
"matched": true,
"primary": true
}
]
},
"stop": {
"price": 585.61,
"source": "orb_high",
"confidence": 77,
"reasons": [
{
"source": "orb_high",
"label": "ORB High",
"price": 585.61,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
},
"target": {
"price": 514.73,
"source": "expected_close",
"confidence": 77,
"reasons": [
{
"source": "expected_close",
"label": "Expected Close",
"price": 514.73,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
}
},
"return_calculation": "(534.39-514.73)/534.39=3.68%",
"heuristic_expected_return_pct": 2.7,
"target_action": "买入/平空仓",
"trade_summary_cn": "做空 META：在 534.39 附近入场，目标 514.73，预期 +3.68%",
"trade_economics": {
"account_size": 10000.0,
"risk_pct": 1.0,
"position_pct": 5.3,
"shares": 1,
"contracts": 1,
"max_loss_usd": 51.22,
"win_usd": 19.66,
"loss_usd": 51.22,
"expected_value_usd": -10.11,
"risk_per_share": 51.22,
"reward_per_share": 19.66,
"rr_display": {
"reward_risk_ratio": 0.38,
"risk_reward_ratio": 2.63,
"reward_per_share": 19.66,
"risk_per_share": 51.22,
"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"
},
"size_label": "Small",
"display": "$10,000 → Win +$20 / Loss -$51"
},
"position_sizing": {
"risk_pct": 1.0,
"position_pct": 5.3,
"contracts": 1,
"shares": 1,
"max_loss_usd": 51.22,
"size_label": "Small",
"display": "Risk 1.0% → Position 5.3% → 1 unit(s) → Max Loss $51.22"
},
"why_wins_today": [
{
"rank": 1,
"dimension": "relative_strength",
"label": "Highest Relative Strength",
"primary_value": -10.21,
"runner_up_value": 4.83,
"wins": true
},
{
"rank": 2,
"dimension": "expected_range",
"label": "Largest Expected Range",
"primary_value": 13.4,
"runner_up_value": 4.81,
"wins": true
},
{
"rank": 3,
"dimension": "catalyst",
"label": "Best Catalyst Alignment",
"primary_value": 1.0,
"runner_up_value": 1.0,
"wins": true
}
],
"why_not_alternatives": [
{
"symbol": "TQQQ",
"rank": 2,
"reasons": [
"Win% 58 vs 45",
"ER 3.7% vs 0.8%",
"Score 0.78 vs 0.52",
"RS -10.2% vs -1.6%",
"Tradeable (Small) vs Pass"
],
"summary": "Why META over TQQQ: Win% 58 vs 45 · ER 3.7% vs 0.8% · Score 0.78 vs 0.52 · RS -10.2% vs -1.6% · Tradeable (Small) vs Pass"
},
{
"symbol": "SMH",
"rank": 3,
"reasons": [
"Win% 58 vs 45",
"ER 3.7% vs 0.7%",
"Score 0.78 vs 0.46",
"RS -10.2% vs -1.6%",
"Tradeable (Small) vs Pass"
],
"summary": "Why META over SMH: Win% 58 vs 45 · ER 3.7% vs 0.7% · Score 0.78 vs 0.46 · RS -10.2% vs -1.6% · Tradeable (Small) vs Pass"
},
{
"symbol": "TSLA",
"rank": 4,
"reasons": [
"Win% 58 vs 63",
"ER 3.7% vs 0.4%",
"Score 0.78 vs 0.34",
"RS -10.2% vs -0.7%",
"Tradeable (Small) vs Pass"
],
"summary": "Why META over TSLA: Win% 58 vs 63 · ER 3.7% vs 0.4% · Score 0.78 vs 0.34 · RS -10.2% vs -0.7% · Tradeable (Small) vs Pass"
},
{
"symbol": "NVDA",
"rank": 5,
"reasons": [
"Win% 58 vs 40",
"ER 3.7% vs 0.4%",
"Score 0.78 vs 0.27",
"RS -10.2% vs -1.2%",
"Tradeable (Small) vs Pass"
],
"summary": "Why META over NVDA: Win% 58 vs 40 · ER 3.7% vs 0.4% · Score 0.78 vs 0.27 · RS -10.2% vs -1.2% · Tradeable (Small) vs Pass"
},
{
"symbol": "MU",
"rank": 6,
"reasons": [
"Win% 58 vs 33",
"ER 3.7% vs 1.4%",
"Score 0.78 vs 0.24",
"RS -10.2% vs +4.2%"
],
"summary": "Why META over MU: Win% 58 vs 33 · ER 3.7% vs 1.4% · Score 0.78 vs 0.24 · RS -10.2% vs +4.2%"
}
],
"rank_summary": "META ranked #1 because weakest RS + largest expected range + best catalyst alignment",
"win_prob_source": "rules",
"calibration": {
"calibrated_win_prob": 58.0,
"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": -10.11,
"win_scenario_usd": 19.66,
"loss_scenario_usd": 51.22,
"win_prob_pct": 58.0,
"display": "EV $-10 (win +$20 @ 58.0% · loss -$51)"
},
"entry_status": {
"current_price": 529.0,
"ideal_entry": 534.39,
"distance_pct": 1.01,
"remaining_er_pct": 2.7,
"live_expected_return_pct": 2.7,
"new_plan": null,
"alternate_entry": null,
"advisory": true,
"advisory_tag": "ADVISORY — 不构成投资建议",
"zone_low": 534.15,
"zone_high": 534.63,
"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": "Intraday",
"confidence": 40,
"confidence_stars": "★★☆☆☆",
"expected_move": "+1.43%",
"expected_return_pct": 1.43,
"win_prob": 33.0,
"win_prob_breakdown": {
"components": [
{
"factor": "Base",
"key": "base",
"points": 50.0
},
{
"factor": "RS",
"key": "rs",
"points": -22.0
},
{
"factor": "Trend",
"key": "trend",
"points": 8.0
},
{
"factor": "Macro",
"key": "macro",
"points": -3.0
}
],
"total": 33.0,
"raw_total": 33.0,
"was_clamped": false
},
"risk_reward": 1.0,
"final_score": 0.24,
"trade_action": "Small",
"relative_strength": 4.19,
"entry": "Below 765.2 (现价)",
"entry_source": "current",
"entry_price": 765.21,
"entry_zone": {
"low": 762.92,
"high": 767.51,
"mid": 765.21,
"anchors": [],
"display": "Entry Zone 763–768",
"entry_source": "current",
"tolerance_pct": 0.3
},
"stop": "776.1 (预期高点)",
"stop_source": "expected_high",
"stop_price": 776.12,
"target": "754.3 (预期收盘)",
"target_source": "expected_close",
"target_price": 754.3,
"targets": [
"754.3 (预期收盘)"
],
"level_anchors": {
"vwap": 739.68,
"orb_high": 739.0,
"orb_low": 714.55,
"prev_high": null,
"prev_low": null,
"prior_close": 739.0,
"orb_from_minute": true
},
"levels_valid": true,
"why": [
"板块内相对强势 +4.19%",
"半导体内领涨 +5.74%",
"昨日弱势 -6.7% 延续下行",
"VIX 回落 (做空逆风)"
],
"why_chain": "板块内相对强势 +4.19% · 半导体内领涨 +5.74% · 昨日弱势 -6.7% 延续下行 · VIX 回落 (做空逆风)",
"why_vs_runner_up": "—",
"factor_breakdown": {
"relative_strength_vs_qqq": 4.19,
"relative_strength_vs_smh": 5.74,
"relative_weakness_score": -7.63,
"gap_pct": -2.42,
"beta_proxy": -5.55,
"volume_signal": false,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": -7.02,
"prior_day_change_pct": -6.73
},
"edge_type": "Relative Strength",
"score_formula_display": "final = win_prob(33%) × ER(1.4%) × rr_weight(0.5) / 100",
"expected_high": 776.12,
"expected_low": 754.3,
"expected_close": 754.3,
"current_price": 765.21,
"upside_pct": 1.43,
"downside_risk_pct": 1.43,
"why_factors": [
"板块内相对强势 +4.19%",
"半导体内领涨 +5.74%",
"昨日弱势 -6.7% 延续下行",
"VIX 回落 (做空逆风)"
],
"why_today": "板块内相对强势 +4.19% · 半导体内领涨 +5.74% · 昨日弱势 -6.7% 延续下行 · VIX 回落 (做空逆风)",
"gap_pct": -2.42,
"rr_display": {
"reward_risk_ratio": 1.0,
"risk_reward_ratio": 1.0,
"reward_per_share": 10.91,
"risk_per_share": 10.91,
"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"
},
"catalyst": "Fed Headlines · Geopolitical Risk (Iran)",
"invalidation": "Close above stop $776.12 · Geopolitical escalation invalidates mean-reversion",
"advisory": true,
"level_reasons": {
"entry": {
"price": 765.21,
"source": "current",
"confidence": 55,
"reasons": []
},
"stop": {
"price": 776.12,
"source": "expected_high",
"confidence": 55,
"reasons": []
},
"target": {
"price": 754.3,
"source": "expected_close",
"confidence": 77,
"reasons": [
{
"source": "expected_close",
"label": "Expected Close",
"price": 754.3,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
}
},
"return_calculation": "(765.21-754.3)/765.21=1.43%",
"heuristic_expected_return_pct": 1.43,
"target_action": "买入/平空仓",
"trade_summary_cn": "做空 MU：在 765.21 附近入场，目标 754.3，预期 +1.43%",
"trade_economics": {
"account_size": 10000.0,
"risk_pct": 1.0,
"position_pct": 68.9,
"shares": 9,
"contracts": 1,
"max_loss_usd": 98.19,
"win_usd": 98.19,
"loss_usd": 98.19,
"expected_value_usd": -33.38,
"risk_per_share": 10.91,
"reward_per_share": 10.91,
"rr_display": {
"reward_risk_ratio": 1.0,
"risk_reward_ratio": 1.0,
"reward_per_share": 10.91,
"risk_per_share": 10.91,
"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"
},
"size_label": "Small",
"display": "$10,000 → Win +$98 / Loss -$98"
},
"position_sizing": {
"risk_pct": 1.0,
"position_pct": 68.9,
"contracts": 1,
"shares": 9,
"max_loss_usd": 98.19,
"size_label": "Small",
"display": "Risk 1.0% → Position 68.9% → 1 unit(s) → Max Loss $98.19"
},
"why_wins_today": [],
"why_not_alternatives": [
{
"symbol": "META",
"rank": 1,
"reasons": [
"Win% 33 vs 58",
"ER 1.4% vs 2.7%",
"Score 0.24 vs 0.78",
"RS +4.2% vs -10.2%",
"R:R 1.0 vs 0.25"
],
"summary": "Why MU over META: Win% 33 vs 58 · ER 1.4% vs 2.7% · Score 0.24 vs 0.78 · RS +4.2% vs -10.2% · R:R 1.0 vs 0.25"
},
{
"symbol": "TQQQ",
"rank": 2,
"reasons": [
"Win% 33 vs 45",
"ER 1.4% vs 0.8%",
"Score 0.24 vs 0.52",
"RS +4.2% vs -1.6%",
"Tradeable (Small) vs Pass"
],
"summary": "Why MU over TQQQ: Win% 33 vs 45 · ER 1.4% vs 0.8% · Score 0.24 vs 0.52 · RS +4.2% vs -1.6% · Tradeable (Small) vs Pass"
},
{
"symbol": "SMH",
"rank": 3,
"reasons": [
"Win% 33 vs 45",
"ER 1.4% vs 0.7%",
"Score 0.24 vs 0.46",
"RS +4.2% vs -1.6%",
"Tradeable (Small) vs Pass"
],
"summary": "Why MU over SMH: Win% 33 vs 45 · ER 1.4% vs 0.7% · Score 0.24 vs 0.46 · RS +4.2% vs -1.6% · Tradeable (Small) vs Pass"
},
{
"symbol": "TSLA",
"rank": 4,
"reasons": [
"Win% 33 vs 63",
"ER 1.4% vs 0.4%",
"Score 0.24 vs 0.34",
"RS +4.2% vs -0.7%",
"Tradeable (Small) vs Pass"
],
"summary": "Why MU over TSLA: Win% 33 vs 63 · ER 1.4% vs 0.4% · Score 0.24 vs 0.34 · RS +4.2% vs -0.7% · Tradeable (Small) vs Pass"
},
{
"symbol": "NVDA",
"rank": 5,
"reasons": [
"Win% 33 vs 40",
"ER 1.4% vs 0.4%",
"Score 0.24 vs 0.27",
"RS +4.2% vs -1.2%",
"Tradeable (Small) vs Pass"
],
"summary": "Why MU over NVDA: Win% 33 vs 40 · ER 1.4% vs 0.4% · Score 0.24 vs 0.27 · RS +4.2% vs -1.2% · Tradeable (Small) vs Pass"
}
],
"win_prob_source": "rules",
"calibration": {
"calibrated_win_prob": 33.0,
"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": -33.38,
"win_scenario_usd": 98.19,
"loss_scenario_usd": 98.19,
"win_prob_pct": 33.0,
"display": "EV $-33 (win +$98 @ 33.0% · loss -$98)"
},
"entry_status": {
"current_price": 765.21,
"ideal_entry": 765.21,
"distance_pct": -0.0,
"remaining_er_pct": 1.43,
"live_expected_return_pct": 1.43,
"new_plan": null,
"alternate_entry": null,
"advisory": true,
"advisory_tag": "ADVISORY — 不构成投资建议",
"zone_low": 762.92,
"zone_high": 767.51,
"miss_threshold_pct": 1.0,
"status": "PREMARKET",
"status_reason": "Premarket Ideal Entry — plan not yet live",
"action_hint": "Entry still valid"
}
},
"watchlist": null,
"index_trade": "NO TRADE",
"p16_gate": "No Trade",
"threshold_message": null,
"stock_trades": [
{
"rank": 1,
"symbol": "META",
"direction": "SHORT",
"confidence": 58,
"expected_move": "+3.68%",
"why": "RS弱于QQQ -10.21% · News 1 (利空做空) · Volume 信号 · VIX 回落 (做空逆风)"
},
{
"rank": 2,
"symbol": "MU",
"direction": "SHORT",
"confidence": 40,
"expected_move": "+1.43%",
"why": "板块内相对强势 +4.19% · 半导体内领涨 +5.74% · 昨日弱势 -6.7% 延续下行 · VIX 回落 (做空逆风)"
}
],
"top_trades": [
{
"rank": 1,
"symbol": "META",
"direction": "SHORT",
"instrument": "Stock",
"horizon": "Intraday",
"confidence": 58,
"confidence_stars": "★★☆☆☆",
"expected_move": "+3.68%",
"expected_return_pct": 3.68,
"win_prob": 58.0,
"win_prob_breakdown": {
"components": [
{
"factor": "Base",
"key": "base",
"points": 50.0
},
{
"factor": "RS",
"key": "rs",
"points": 12.0
},
{
"factor": "Catalyst",
"key": "catalyst",
"points": -5.0
},
{
"factor": "Volume",
"key": "volume",
"points": 4.0
},
{
"factor": "Macro",
"key": "macro",
"points": -3.0
}
],
"total": 58.0,
"raw_total": 58.0,
"was_clamped": false
},
"risk_reward": 0.38,
"final_score": 0.78,
"trade_action": "Small",
"relative_strength": -10.21,
"entry": "Below 534.6 (VWAP)",
"entry_source": "vwap",
"entry_price": 534.39,
"entry_zone": {
"low": 534.15,
"high": 534.63,
"mid": 534.39,
"anchors": [
{
"source": "vwap",
"label": "VWAP",
"price": 534.63
},
{
"source": "orb_low",
"label": "ORB低点",
"price": 534.15
}
],
"display": "Entry Zone 534.15–534.63",
"entry_source": "vwap",
"tolerance_pct": 0.3
},
"stop": "585.6 (ORB高点)",
"stop_source": "orb_high",
"stop_price": 585.61,
"target": "514.7 (预期收盘)",
"target_source": "expected_close",
"target_price": 514.73,
"targets": [
"514.7 (预期收盘)"
],
"level_anchors": {
"vwap": 534.63,
"orb_high": 585.61,
"orb_low": 534.15,
"prev_high": 593.41,
"prev_low": 593.41,
"prior_close": 593.41,
"orb_from_minute": true
},
"levels_valid": true,
"why": [
"RS弱于QQQ -10.21%",
"News 1 (利空做空)",
"Volume 信号",
"VIX 回落 (做空逆风)"
],
"why_chain": "RS弱于QQQ -10.21% · News 1 (利空做空) · Volume 信号 · VIX 回落 (做空逆风)",
"why_vs_runner_up": "META RS -10.2% vs TQQQ -1.6%；ER 2.7% vs 0.8%；Win% 58 vs 45；higher beta (16.9 vs 3.5)；relative weakness play",
"factor_breakdown": {
"relative_strength_vs_qqq": -10.21,
"relative_strength_vs_smh": -8.66,
"relative_weakness_score": 15.41,
"gap_pct": -8.2,
"beta_proxy": 16.95,
"volume_signal": true,
"news_count": 1,
"extended_gap_penalty": 0.0,
"vix_change_pct": -7.02,
"prior_day_change_pct": 0.0
},
"edge_type": "Relative Weakness",
"score_formula_display": "final = win_prob(58%) × ER(2.7%) × rr_weight(0.5) / 100",
"expected_high": 585.61,
"expected_low": 514.73,
"expected_close": 514.73,
"current_price": 529.0,
"upside_pct": 2.7,
"downside_risk_pct": 10.7,
"why_factors": [
"RS弱于QQQ -10.21%",
"News 1 (利空做空)",
"Volume 信号",
"VIX 回落 (做空逆风)"
],
"why_today": "RS弱于QQQ -10.21% · News 1 (利空做空) · Volume 信号 · VIX 回落 (做空逆风)",
"gap_pct": -8.2,
"rr_display": {
"reward_risk_ratio": 0.38,
"risk_reward_ratio": 2.63,
"reward_per_share": 19.66,
"risk_per_share": 51.22,
"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"
},
"catalyst": "Fed Headlines · Geopolitical Risk (Iran)",
"invalidation": "Close above stop $585.61 · Geopolitical escalation invalidates mean-reversion",
"advisory": true,
"level_reasons": {
"entry": {
"price": 534.39,
"source": "vwap",
"confidence": 89,
"reasons": [
{
"source": "orb_low",
"label": "ORB Low",
"price": 534.15,
"weight_pct": 30.0,
"matched": true,
"primary": false
},
{
"source": "vwap",
"label": "VWAP",
"price": 534.63,
"weight_pct": 70.0,
"matched": true,
"primary": true
}
]
},
"stop": {
"price": 585.61,
"source": "orb_high",
"confidence": 77,
"reasons": [
{
"source": "orb_high",
"label": "ORB High",
"price": 585.61,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
},
"target": {
"price": 514.73,
"source": "expected_close",
"confidence": 77,
"reasons": [
{
"source": "expected_close",
"label": "Expected Close",
"price": 514.73,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
}
},
"return_calculation": "(534.39-514.73)/534.39=3.68%",
"heuristic_expected_return_pct": 2.7,
"target_action": "买入/平空仓",
"trade_summary_cn": "做空 META：在 534.39 附近入场，目标 514.73，预期 +3.68%",
"trade_economics": {
"account_size": 10000.0,
"risk_pct": 1.0,
"position_pct": 5.3,
"shares": 1,
"contracts": 1,
"max_loss_usd": 51.22,
"win_usd": 19.66,
"loss_usd": 51.22,
"expected_value_usd": -10.11,
"risk_per_share": 51.22,
"reward_per_share": 19.66,
"rr_display": {
"reward_risk_ratio": 0.38,
"risk_reward_ratio": 2.63,
"reward_per_share": 19.66,
"risk_per_share": 51.22,
"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"
},
"size_label": "Small",
"display": "$10,000 → Win +$20 / Loss -$51"
},
"position_sizing": {
"risk_pct": 1.0,
"position_pct": 5.3,
"contracts": 1,
"shares": 1,
"max_loss_usd": 51.22,
"size_label": "Small",
"display": "Risk 1.0% → Position 5.3% → 1 unit(s) → Max Loss $51.22"
},
"why_wins_today": [
{
"rank": 1,
"dimension": "relative_strength",
"label": "Highest Relative Strength",
"primary_value": -10.21,
"runner_up_value": 4.83,
"wins": true
},
{
"rank": 2,
"dimension": "expected_range",
"label": "Largest Expected Range",
"primary_value": 13.4,
"runner_up_value": 4.81,
"wins": true
},
{
"rank": 3,
"dimension": "catalyst",
"label": "Best Catalyst Alignment",
"primary_value": 1.0,
"runner_up_value": 1.0,
"wins": true
}
],
"why_not_alternatives": [
{
"symbol": "TQQQ",
"rank": 2,
"reasons": [
"Win% 58 vs 45",
"ER 3.7% vs 0.8%",
"Score 0.78 vs 0.52",
"RS -10.2% vs -1.6%",
"Tradeable (Small) vs Pass"
],
"summary": "Why META over TQQQ: Win% 58 vs 45 · ER 3.7% vs 0.8% · Score 0.78 vs 0.52 · RS -10.2% vs -1.6% · Tradeable (Small) vs Pass"
},
{
"symbol": "SMH",
"rank": 3,
"reasons": [
"Win% 58 vs 45",
"ER 3.7% vs 0.7%",
"Score 0.78 vs 0.46",
"RS -10.2% vs -1.6%",
"Tradeable (Small) vs Pass"
],
"summary": "Why META over SMH: Win% 58 vs 45 · ER 3.7% vs 0.7% · Score 0.78 vs 0.46 · RS -10.2% vs -1.6% · Tradeable (Small) vs Pass"
},
{
"symbol": "TSLA",
"rank": 4,
"reasons": [
"Win% 58 vs 63",
"ER 3.7% vs 0.4%",
"Score 0.78 vs 0.34",
"RS -10.2% vs -0.7%",
"Tradeable (Small) vs Pass"
],
"summary": "Why META over TSLA: Win% 58 vs 63 · ER 3.7% vs 0.4% · Score 0.78 vs 0.34 · RS -10.2% vs -0.7% · Tradeable (Small) vs Pass"
},
{
"symbol": "NVDA",
"rank": 5,
"reasons": [
"Win% 58 vs 40",
"ER 3.7% vs 0.4%",
"Score 0.78 vs 0.27",
"RS -10.2% vs -1.2%",
"Tradeable (Small) vs Pass"
],
"summary": "Why META over NVDA: Win% 58 vs 40 · ER 3.7% vs 0.4% · Score 0.78 vs 0.27 · RS -10.2% vs -1.2% · Tradeable (Small) vs Pass"
},
{
"symbol": "MU",
"rank": 6,
"reasons": [
"Win% 58 vs 33",
"ER 3.7% vs 1.4%",
"Score 0.78 vs 0.24",
"RS -10.2% vs +4.2%"
],
"summary": "Why META over MU: Win% 58 vs 33 · ER 3.7% vs 1.4% · Score 0.78 vs 0.24 · RS -10.2% vs +4.2%"
}
],
"rank_summary": "META ranked #1 because weakest RS + largest expected range + best catalyst alignment",
"win_prob_source": "rules",
"calibration": {
"calibrated_win_prob": 58.0,
"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": -10.11,
"win_scenario_usd": 19.66,
"loss_scenario_usd": 51.22,
"win_prob_pct": 58.0,
"display": "EV $-10 (win +$20 @ 58.0% · loss -$51)"
},
"entry_status": {
"current_price": 529.0,
"ideal_entry": 534.39,
"distance_pct": 1.01,
"remaining_er_pct": 2.7,
"live_expected_return_pct": 2.7,
"new_plan": null,
"alternate_entry": null,
"advisory": true,
"advisory_tag": "ADVISORY — 不构成投资建议",
"zone_low": 534.15,
"zone_high": 534.63,
"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": "Intraday",
"confidence": 40,
"confidence_stars": "★★☆☆☆",
"expected_move": "+1.43%",
"expected_return_pct": 1.43,
"win_prob": 33.0,
"win_prob_breakdown": {
"components": [
{
"factor": "Base",
"key": "base",
"points": 50.0
},
{
"factor": "RS",
"key": "rs",
"points": -22.0
},
{
"factor": "Trend",
"key": "trend",
"points": 8.0
},
{
"factor": "Macro",
"key": "macro",
"points": -3.0
}
],
"total": 33.0,
"raw_total": 33.0,
"was_clamped": false
},
"risk_reward": 1.0,
"final_score": 0.24,
"trade_action": "Small",
"relative_strength": 4.19,
"entry": "Below 765.2 (现价)",
"entry_source": "current",
"entry_price": 765.21,
"entry_zone": {
"low": 762.92,
"high": 767.51,
"mid": 765.21,
"anchors": [],
"display": "Entry Zone 763–768",
"entry_source": "current",
"tolerance_pct": 0.3
},
"stop": "776.1 (预期高点)",
"stop_source": "expected_high",
"stop_price": 776.12,
"target": "754.3 (预期收盘)",
"target_source": "expected_close",
"target_price": 754.3,
"targets": [
"754.3 (预期收盘)"
],
"level_anchors": {
"vwap": 739.68,
"orb_high": 739.0,
"orb_low": 714.55,
"prev_high": null,
"prev_low": null,
"prior_close": 739.0,
"orb_from_minute": true
},
"levels_valid": true,
"why": [
"板块内相对强势 +4.19%",
"半导体内领涨 +5.74%",
"昨日弱势 -6.7% 延续下行",
"VIX 回落 (做空逆风)"
],
"why_chain": "板块内相对强势 +4.19% · 半导体内领涨 +5.74% · 昨日弱势 -6.7% 延续下行 · VIX 回落 (做空逆风)",
"why_vs_runner_up": "—",
"factor_breakdown": {
"relative_strength_vs_qqq": 4.19,
"relative_strength_vs_smh": 5.74,
"relative_weakness_score": -7.63,
"gap_pct": -2.42,
"beta_proxy": -5.55,
"volume_signal": false,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": -7.02,
"prior_day_change_pct": -6.73
},
"edge_type": "Relative Strength",
"score_formula_display": "final = win_prob(33%) × ER(1.4%) × rr_weight(0.5) / 100",
"expected_high": 776.12,
"expected_low": 754.3,
"expected_close": 754.3,
"current_price": 765.21,
"upside_pct": 1.43,
"downside_risk_pct": 1.43,
"why_factors": [
"板块内相对强势 +4.19%",
"半导体内领涨 +5.74%",
"昨日弱势 -6.7% 延续下行",
"VIX 回落 (做空逆风)"
],
"why_today": "板块内相对强势 +4.19% · 半导体内领涨 +5.74% · 昨日弱势 -6.7% 延续下行 · VIX 回落 (做空逆风)",
"gap_pct": -2.42,
"rr_display": {
"reward_risk_ratio": 1.0,
"risk_reward_ratio": 1.0,
"reward_per_share": 10.91,
"risk_per_share": 10.91,
"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"
},
"catalyst": "Fed Headlines · Geopolitical Risk (Iran)",
"invalidation": "Close above stop $776.12 · Geopolitical escalation invalidates mean-reversion",
"advisory": true,
"level_reasons": {
"entry": {
"price": 765.21,
"source": "current",
"confidence": 55,
"reasons": []
},
"stop": {
"price": 776.12,
"source": "expected_high",
"confidence": 55,
"reasons": []
},
"target": {
"price": 754.3,
"source": "expected_close",
"confidence": 77,
"reasons": [
{
"source": "expected_close",
"label": "Expected Close",
"price": 754.3,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
}
},
"return_calculation": "(765.21-754.3)/765.21=1.43%",
"heuristic_expected_return_pct": 1.43,
"target_action": "买入/平空仓",
"trade_summary_cn": "做空 MU：在 765.21 附近入场，目标 754.3，预期 +1.43%",
"trade_economics": {
"account_size": 10000.0,
"risk_pct": 1.0,
"position_pct": 68.9,
"shares": 9,
"contracts": 1,
"max_loss_usd": 98.19,
"win_usd": 98.19,
"loss_usd": 98.19,
"expected_value_usd": -33.38,
"risk_per_share": 10.91,
"reward_per_share": 10.91,
"rr_display": {
"reward_risk_ratio": 1.0,
"risk_reward_ratio": 1.0,
"reward_per_share": 10.91,
"risk_per_share": 10.91,
"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"
},
"size_label": "Small",
"display": "$10,000 → Win +$98 / Loss -$98"
},
"position_sizing": {
"risk_pct": 1.0,
"position_pct": 68.9,
"contracts": 1,
"shares": 9,
"max_loss_usd": 98.19,
"size_label": "Small",
"display": "Risk 1.0% → Position 68.9% → 1 unit(s) → Max Loss $98.19"
},
"why_wins_today": [],
"why_not_alternatives": [
{
"symbol": "META",
"rank": 1,
"reasons": [
"Win% 33 vs 58",
"ER 1.4% vs 2.7%",
"Score 0.24 vs 0.78",
"RS +4.2% vs -10.2%",
"R:R 1.0 vs 0.25"
],
"summary": "Why MU over META: Win% 33 vs 58 · ER 1.4% vs 2.7% · Score 0.24 vs 0.78 · RS +4.2% vs -10.2% · R:R 1.0 vs 0.25"
},
{
"symbol": "TQQQ",
"rank": 2,
"reasons": [
"Win% 33 vs 45",
"ER 1.4% vs 0.8%",
"Score 0.24 vs 0.52",
"RS +4.2% vs -1.6%",
"Tradeable (Small) vs Pass"
],
"summary": "Why MU over TQQQ: Win% 33 vs 45 · ER 1.4% vs 0.8% · Score 0.24 vs 0.52 · RS +4.2% vs -1.6% · Tradeable (Small) vs Pass"
},
{
"symbol": "SMH",
"rank": 3,
"reasons": [
"Win% 33 vs 45",
"ER 1.4% vs 0.7%",
"Score 0.24 vs 0.46",
"RS +4.2% vs -1.6%",
"Tradeable (Small) vs Pass"
],
"summary": "Why MU over SMH: Win% 33 vs 45 · ER 1.4% vs 0.7% · Score 0.24 vs 0.46 · RS +4.2% vs -1.6% · Tradeable (Small) vs Pass"
},
{
"symbol": "TSLA",
"rank": 4,
"reasons": [
"Win% 33 vs 63",
"ER 1.4% vs 0.4%",
"Score 0.24 vs 0.34",
"RS +4.2% vs -0.7%",
"Tradeable (Small) vs Pass"
],
"summary": "Why MU over TSLA: Win% 33 vs 63 · ER 1.4% vs 0.4% · Score 0.24 vs 0.34 · RS +4.2% vs -0.7% · Tradeable (Small) vs Pass"
},
{
"symbol": "NVDA",
"rank": 5,
"reasons": [
"Win% 33 vs 40",
"ER 1.4% vs 0.4%",
"Score 0.24 vs 0.27",
"RS +4.2% vs -1.2%",
"Tradeable (Small) vs Pass"
],
"summary": "Why MU over NVDA: Win% 33 vs 40 · ER 1.4% vs 0.4% · Score 0.24 vs 0.27 · RS +4.2% vs -1.2% · Tradeable (Small) vs Pass"
}
],
"win_prob_source": "rules",
"calibration": {
"calibrated_win_prob": 33.0,
"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": -33.38,
"win_scenario_usd": 98.19,
"loss_scenario_usd": 98.19,
"win_prob_pct": 33.0,
"display": "EV $-33 (win +$98 @ 33.0% · loss -$98)"
},
"entry_status": {
"current_price": 765.21,
"ideal_entry": 765.21,
"distance_pct": -0.0,
"remaining_er_pct": 1.43,
"live_expected_return_pct": 1.43,
"new_plan": null,
"alternate_entry": null,
"advisory": true,
"advisory_tag": "ADVISORY — 不构成投资建议",
"zone_low": 762.92,
"zone_high": 767.51,
"miss_threshold_pct": 1.0,
"status": "PREMARKET",
"status_reason": "Premarket Ideal Entry — plan not yet live",
"action_hint": "Entry still valid"
}
}
],
"watchlist_items": [
{
"symbol": "TQQQ",
"rank": 2,
"win_prob": 45.0,
"expected_return_pct": 0.77,
"trade_action": "Pass",
"why": "RS弱于QQQ -1.60% · Volume 信号 · VIX 回落 (做空逆风) · Geo-risk day — avoid blind TQQQ short vs escalation",
"note": "Monitor — below trade threshold"
},
{
"symbol": "SMH",
"rank": 3,
"win_prob": 45.0,
"expected_return_pct": 0.68,
"trade_action": "Pass",
"why": "RS弱于QQQ -1.55% · Volume 信号 · VIX 回落 (做空逆风) · Geo-risk day — avoid blind SMH short vs escalation",
"note": "Monitor — below trade threshold"
},
{
"symbol": "TSLA",
"rank": 4,
"win_prob": 63.0,
"expected_return_pct": 0.36,
"trade_action": "Pass",
"why": "RS弱于QQQ -0.71% · Volume 信号 · VIX 回落 (做空逆风) · 上行空间 <1.0%",
"note": "Monitor — below trade threshold"
},
{
"symbol": "NVDA",
"rank": 5,
"win_prob": 40.0,
"expected_return_pct": 0.44,
"trade_action": "Pass",
"why": "RS弱于QQQ -1.24% · News 1 (利空做空) · Volume 信号 · VIX 回落 (做空逆风)",
"note": "Monitor — below trade threshold"
},
{
"symbol": "QQQ",
"rank": 7,
"win_prob": 51.0,
"expected_return_pct": 0.15,
"trade_action": "Pass",
"why": "Volume 信号 · VIX 回落 (做空逆风) · 上行空间 <1.0%",
"note": "Monitor — below trade threshold"
}
],
"advisory": true,
"swing": {
"symbol": "META",
"direction": "SHORT",
"instrument": "Stock",
"horizon": "Swing",
"duration": "Swing (days–weeks)",
"confidence": 63,
"entry": "Near 530.6 (swing zone)",
"entry_source": "swing_zone",
"entry_price": 530.59,
"entry_zone": {
"low": 529.0,
"high": 542.24,
"mid": 530.59,
"display": "$529.00–$542.24",
"source": "swing_pullback"
},
"stop": "565.5 (1.75xATR)",
"stop_source": "1.75xATR",
"stop_price": 565.55,
"target": "484.0 (T1 ~8.8%)",
"target_source": "2xATR_or_5pct",
"target_price": 483.98,
"targets": [
{
"price": 483.98,
"label": "T1",
"pct": 8.78
},
{
"price": 460.67,
"label": "T2",
"pct": 13.18
}
],
"expected_return_pct": 8.78,
"expected_move": "+8.78%",
"risk_reward": 1.33,
"win_prob": 58.0,
"final_score": 0.78,
"swing_quality": 7.181,
"atr": 23.3057,
"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": 529.0,
"why": [
"高流动性波段标的 META",
"Prior day +0.0%",
"5D momentum -6.6%",
"RS vs QQQ -10.21%",
"News/1 catalyst hints",
"Swing score 7.2"
],
"why_chain": "高流动性波段标的 META · Prior day +0.0% · 5D momentum -6.6% · RS vs QQQ -10.21%",
"invalidation": "Close beyond stop $565.55 or thesis broken (trend flip / catalyst fade)",
"trade_summary_cn": "波段做空 META：理想入场 $529.00–$542.24，止损 $565.55，目标 $483.98（约 +8.8%），持仓天数–数周",
"one_liner": "波段做空 META：理想入场 $529.00–$542.24，止损 $565.55，目标 $483.98（约 +8.8%），持仓天数–数周",
"edge_type": "Relative Weakness",
"advisory": true,
"label": "长线 · Swing Trade",
"separate_from_intraday": true
}
},
"edges": {
"macro_edge": {
"edge": "YES",
"why": "今日有重大催化剂（含地缘/突发）：Fed Headlines、Geopolitical Risk (Iran)、GDP、Oil Selloff",
"catalyst": "Fed Headlines、Geopolitical Risk (Iran)、GDP、Oil Selloff"
},
"index_edge": {
"edge": "YES",
"why": "QQQ 走弱 -0.63%（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": "META",
"win_prob": 58.0,
"win_prob_breakdown": {
"components": [
{
"factor": "Base",
"key": "base",
"points": 50.0
},
{
"factor": "RS",
"key": "rs",
"points": 12.0
},
{
"factor": "Catalyst",
"key": "catalyst",
"points": -5.0
},
{
"factor": "Volume",
"key": "volume",
"points": 4.0
},
{
"factor": "Macro",
"key": "macro",
"points": -3.0
}
],
"total": 58.0,
"raw_total": 58.0,
"was_clamped": false
},
"expected_return_pct": 2.7,
"expected_high": 585.61,
"expected_low": 514.73,
"expected_close": 514.73,
"current_price": 529.0,
"upside_pct": 2.7,
"downside_risk_pct": 10.7,
"risk_reward": 0.25,
"rr_display": {
"reward_risk_ratio": 0.25,
"risk_reward_ratio": 4.0,
"reward_per_share": null,
"risk_per_share": null,
"label_reward_risk": "Reward/Risk 0.25",
"label_risk_reward": "Risk:Reward 1:4.00",
"display": "Reward/Risk 0.25 · Risk:Reward 1:4.00",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"final_score": 0.78,
"trade_action": "Small",
"trade": "Small",
"gap_pct": -8.2,
"relative_strength": -10.21,
"relative_strength_vs_smh": -8.66,
"relative_weakness_score": 15.41,
"prior_day_change_pct": 0.0,
"why_factors": [
"RS弱于QQQ -10.21%",
"News 1 (利空做空)",
"Volume 信号",
"VIX 回落 (做空逆风)"
],
"why": "RS弱于QQQ -10.21% · News 1 (利空做空) · Volume 信号 · VIX 回落 (做空逆风)",
"score": 8,
"news_count": 1,
"factor_breakdown": {
"relative_strength_vs_qqq": -10.21,
"relative_strength_vs_smh": -8.66,
"relative_weakness_score": 15.41,
"gap_pct": -8.2,
"beta_proxy": 16.95,
"volume_signal": true,
"news_count": 1,
"extended_gap_penalty": 0.0,
"vix_change_pct": -7.02,
"prior_day_change_pct": 0.0
},
"edge_type": "Relative Weakness",
"score_formula_display": "final = win_prob(58%) × ER(2.7%) × rr_weight(0.5) / 100",
"rr_weight": 0.5,
"why_vs_runner_up": "META RS -10.2% vs TQQQ -1.6%；ER 2.7% vs 0.8%；Win% 58 vs 45；higher beta (16.9 vs 3.5)；relative weakness play",
"advisory": true,
"rank": 1,
"direction": "SHORT"
},
{
"symbol": "TQQQ",
"win_prob": 45.0,
"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": -21.0
}
],
"total": 45.0,
"raw_total": 45.0,
"was_clamped": false
},
"expected_return_pct": 0.77,
"expected_high": 60.65,
"expected_low": 57.75,
"expected_close": 59.72,
"current_price": 60.18,
"upside_pct": 4.04,
"downside_risk_pct": 0.77,
"risk_reward": 5.24,
"rr_display": {
"reward_risk_ratio": 5.24,
"risk_reward_ratio": 0.19,
"reward_per_share": null,
"risk_per_share": null,
"label_reward_risk": "Reward/Risk 5.24",
"label_risk_reward": "Risk:Reward 1:0.19",
"display": "Reward/Risk 5.24 · Risk:Reward 1:0.19",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"final_score": 0.52,
"trade_action": "Pass",
"trade": "Pass",
"gap_pct": -5.64,
"relative_strength": -1.6,
"relative_strength_vs_smh": -0.05,
"relative_weakness_score": 1.63,
"prior_day_change_pct": 0.0,
"why_factors": [
"RS弱于QQQ -1.60%",
"Volume 信号",
"VIX 回落 (做空逆风)",
"Geo-risk day — avoid blind TQQQ short vs escalation",
"上行空间 <1.0%"
],
"why": "RS弱于QQQ -1.60% · Volume 信号 · VIX 回落 (做空逆风) · Geo-risk day — avoid blind TQQQ short vs escalation",
"score": 5,
"news_count": 0,
"factor_breakdown": {
"relative_strength_vs_qqq": -1.6,
"relative_strength_vs_smh": -0.05,
"relative_weakness_score": 1.63,
"gap_pct": -5.64,
"beta_proxy": 3.5,
"volume_signal": true,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": -7.02,
"prior_day_change_pct": 0.0
},
"edge_type": "Relative Weakness",
"score_formula_display": "final = win_prob(45%) × ER(0.8%) × rr_weight(1.5) / 100",
"rr_weight": 1.5,
"why_vs_runner_up": "—",
"advisory": true,
"rank": 2,
"direction": "SHORT"
},
{
"symbol": "SMH",
"win_prob": 45.0,
"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": -21.0
}
],
"total": 45.0,
"raw_total": 45.0,
"was_clamped": false
},
"expected_return_pct": 0.68,
"expected_high": 521.54,
"expected_low": 504.22,
"expected_close": 514.48,
"current_price": 518.01,
"upside_pct": 2.66,
"downside_risk_pct": 0.68,
"risk_reward": 3.91,
"rr_display": {
"reward_risk_ratio": 3.91,
"risk_reward_ratio": 0.26,
"reward_per_share": null,
"risk_per_share": null,
"label_reward_risk": "Reward/Risk 3.91",
"label_risk_reward": "Risk:Reward 1:0.26",
"display": "Reward/Risk 3.91 · Risk:Reward 1:0.26",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"final_score": 0.46,
"trade_action": "Pass",
"trade": "Pass",
"gap_pct": -4.64,
"relative_strength": -1.55,
"relative_strength_vs_smh": 0.0,
"relative_weakness_score": 1.55,
"prior_day_change_pct": 0.0,
"why_factors": [
"RS弱于QQQ -1.55%",
"Volume 信号",
"VIX 回落 (做空逆风)",
"Geo-risk day — avoid blind SMH short vs escalation",
"上行空间 <1.0%"
],
"why": "RS弱于QQQ -1.55% · Volume 信号 · VIX 回落 (做空逆风) · Geo-risk day — avoid blind SMH short vs escalation",
"score": 5,
"news_count": 0,
"factor_breakdown": {
"relative_strength_vs_qqq": -1.55,
"relative_strength_vs_smh": 0.0,
"relative_weakness_score": 1.55,
"gap_pct": -4.64,
"beta_proxy": 3.42,
"volume_signal": true,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": -7.02,
"prior_day_change_pct": 0.0
},
"edge_type": "Relative Weakness",
"score_formula_display": "final = win_prob(45%) × ER(0.7%) × rr_weight(1.5) / 100",
"rr_weight": 1.5,
"why_vs_runner_up": "—",
"advisory": true,
"rank": 3,
"direction": "SHORT"
},
{
"symbol": "TSLA",
"win_prob": 63.0,
"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": -3.0
}
],
"total": 63.0,
"raw_total": 63.0,
"was_clamped": false
},
"expected_return_pct": 0.36,
"expected_high": 304.81,
"expected_low": 298.32,
"expected_close": 302.21,
"current_price": 303.29,
"upside_pct": 1.64,
"downside_risk_pct": 0.5,
"risk_reward": 3.28,
"rr_display": {
"reward_risk_ratio": 3.28,
"risk_reward_ratio": 0.3,
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{
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{
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"why": "RS弱于QQQ -1.24% · News 1 (利空做空) · Volume 信号 · VIX 回落 (做空逆风)",
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"advisory": true,
"rank": 5,
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{
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"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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{
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{
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{
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{
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{
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{
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{
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},
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}
}
},
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},
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},
"surprise": "No major surprises vs typical driver mix",
"lesson": "NFP 日优先看 Macro Driver 链条：数据 → 利率 → 成长/价值轮动；Morning Hypothesis 被 Chip/Macro 冲突推翻——复盘 P10/P15 权重",
"playbook_refs": [
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],
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"Risk": 0.0
},
"data_gaps": []
}