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 21
H-2026-07-31-001Surprise：Bond mattered less than expected despite 10Y=4.67%; AI/Semiconductor dominated more than typical day
Lesson：AI Expansion Regime 下，单日 SMH/NVDA 抛售可压过 Macro 利好，指数分化（Dow+ / QQQ-）比「大盘涨跌」更有信息量
{
"date": "2026-07-31",
"features": {
"dgs10": 4.67,
"dgs2": null,
"vix": 16.85,
"vix_chg": -1.4,
"qqq_chg": 3.91,
"smh_chg": 7.17,
"nvda_chg": 5.29,
"spy_chg": 0.0,
"oil_chg": 0.0,
"dxy_chg": 0.29,
"breadth_proxy": 0.7142857142857143,
"qqq_gap": 4.57,
"news_headline_count": 26,
"news_bearish_ratio": 0.3,
"news_ai_mentions": 34,
"news_macro_mentions": 7,
"news_oil_mentions": 2,
"news_risk_mentions": 0
},
"regime": {
"label": "AI Expansion",
"confidence": 0.82
},
"hypothesis": {
"id": "H-2026-07-31-001",
"statement": "弱 NFP 能否抵消 AI 抛售？（Macro 利率利好 vs 半导体风险）",
"evidence": [
"VIX=16.9 (low fear)",
"Breadth 71% (broad participation)"
],
"counter_evidence": [],
"confidence": 0.92,
"status": "待验证"
},
"morning": {
"bias": "Bull",
"total": 5,
"driver_type": "Political",
"daily_driver": "Geopolitical Risk",
"best_opportunity": {
"direction": "LONG",
"symbol": "ARM",
"instrument": "Stock",
"horizon": "Swing",
"confidence": 66,
"confidence_stars": "★★★☆☆",
"entry": "Above 256.1 (VWAP)",
"entry_source": "vwap",
"entry_price": 256.11,
"stop": "245.8 (ORB低点)",
"stop_source": "orb_low",
"stop_price": 245.75,
"target": "274.8 (预期收盘)",
"target_source": "expected_close",
"target_price": 274.81,
"target_action": "卖出/获利",
"targets": [
"274.8 (预期收盘)"
],
"duration": "Swing",
"why": [
"RS vs QQQ +2.50%",
"昨日强势 +14.7% 今日 gap 可控"
],
"why_chain": "RS vs QQQ +2.50% · 昨日强势 +14.7% 今日 gap 可控",
"why_vs_runner_up": "ARM RS +2.5% vs MU +0.2%；ER 6.3% vs 6.1%；Win% 66 vs 60；higher beta (1.6 vs 1.1)；relative strength",
"factor_breakdown": {
"relative_strength_vs_qqq": 2.5,
"relative_strength_vs_smh": -2.95,
"relative_weakness_score": -0.73,
"gap_pct": 3.78,
"beta_proxy": 1.56,
"volume_signal": false,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": -1.4,
"prior_day_change_pct": 14.71
},
"edge_type": "Sector Edge",
"score_formula_display": "final = win_prob(66%) × ER(6.3%) × rr_weight(0.5) / 100",
"win_prob": 66.0,
"win_prob_breakdown": {
"components": [
{
"factor": "Base",
"key": "base",
"points": 50.0
},
{
"factor": "RS",
"key": "rs",
"points": 6.0
},
{
"factor": "Trend",
"key": "trend",
"points": 10.0
}
],
"total": 66.0,
"raw_total": 66.0,
"was_clamped": false
},
"expected_return_pct": 7.3,
"expected_move": "+7.30%",
"return_calculation": "(274.81-256.11)/256.11=7.30%",
"trade_summary_cn": "做多 ARM：在 256.11 附近入场，目标 274.81，预期 +7.30%",
"risk_reward": 1.8,
"rr_display": {
"reward_risk_ratio": 1.81,
"risk_reward_ratio": 0.55,
"reward_per_share": 18.7,
"risk_per_share": 10.36,
"label_reward_risk": "Reward/Risk 1.81",
"label_risk_reward": "Risk:Reward 1:0.55",
"display": "Reward/Risk 1.81 · Risk:Reward 1:0.55",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"entry_zone": {
"low": 255.34,
"high": 256.88,
"mid": 256.11,
"anchors": [
{
"source": "vwap",
"label": "VWAP",
"price": 256.11
}
],
"display": "Entry Zone 255–257",
"entry_source": "vwap",
"tolerance_pct": 0.3
},
"rank_summary": "ARM ranked #1 because largest expected range + highest probability + best reward/risk",
"win_prob_source": "rules",
"calibration": {
"calibrated_win_prob": 66.0,
"sample_size": 0,
"confidence_interval": null,
"source": "rules_fallback",
"match_quality": "insufficient",
"win_prob_source": "rules",
"disclaimer": "No historical matches; using rules breakdown"
},
"similar_days": null,
"ev_distribution": {
"expected_value_usd": 79.38,
"win_scenario_usd": 168.3,
"loss_scenario_usd": 93.24,
"win_prob_pct": 66.0,
"display": "EV $+79 (win +$168 @ 66.0% · loss -$93)"
},
"final_score": 2.09,
"level_anchors": {
"vwap": 256.11,
"orb_high": 254.55,
"orb_low": 245.75,
"prev_high": null,
"prev_low": null,
"prior_close": 241.54,
"orb_from_minute": true
},
"level_reasons": {
"entry": {
"price": 256.11,
"source": "vwap",
"confidence": 77,
"reasons": [
{
"source": "vwap",
"label": "VWAP",
"price": 256.11,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
},
"stop": {
"price": 245.75,
"source": "orb_low",
"confidence": 77,
"reasons": [
{
"source": "orb_low",
"label": "ORB Low",
"price": 245.75,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
},
"target": {
"price": 274.81,
"source": "expected_close",
"confidence": 77,
"reasons": [
{
"source": "expected_close",
"label": "Expected Close",
"price": 274.81,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
}
},
"trade_economics": {
"account_size": 10000.0,
"risk_pct": 1.0,
"position_pct": 23.0,
"shares": 9,
"contracts": 1,
"max_loss_usd": 93.24,
"win_usd": 168.3,
"loss_usd": 93.24,
"expected_value_usd": 79.38,
"risk_per_share": 10.36,
"reward_per_share": 18.7,
"rr_display": {
"reward_risk_ratio": 1.81,
"risk_reward_ratio": 0.55,
"reward_per_share": 18.7,
"risk_per_share": 10.36,
"label_reward_risk": "Reward/Risk 1.81",
"label_risk_reward": "Risk:Reward 1:0.55",
"display": "Reward/Risk 1.81 · Risk:Reward 1:0.55",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"size_label": "Small",
"display": "$10,000 → Win +$168 / Loss -$93"
},
"position_sizing": {
"risk_pct": 1.0,
"position_pct": 23.0,
"contracts": 1,
"shares": 9,
"max_loss_usd": 93.24,
"size_label": "Small",
"display": "Risk 1.0% → Position 23.0% → 1 unit(s) → Max Loss $93.24"
},
"why_wins_today": [
{
"rank": 1,
"dimension": "expected_range",
"label": "Largest Expected Range",
"primary_value": 12.66,
"runner_up_value": 12.18,
"wins": true
},
{
"rank": 2,
"dimension": "win_prob",
"label": "Highest Probability",
"primary_value": 66.0,
"runner_up_value": 66.0,
"wins": true
},
{
"rank": 3,
"dimension": "risk_reward",
"label": "Best Risk Reward",
"primary_value": 1.8,
"runner_up_value": 1.0,
"wins": true
}
],
"why_not_alternatives": [
{
"symbol": "MU",
"rank": 2,
"reasons": [
"Win% 66 vs 60",
"ER 7.3% vs 6.1%",
"Score 2.09 vs 1.83",
"RS +2.5% vs +0.2%",
"R:R 1.8 vs 1.0"
],
"summary": "Why ARM over MU: Win% 66 vs 60 · ER 7.3% vs 6.1% · Score 2.09 vs 1.83 · RS +2.5% vs +0.2% · R:R 1.8 vs 1.0"
},
{
"symbol": "TQQQ",
"rank": 3,
"reasons": [
"ER 7.3% vs 2.9%",
"Score 2.09 vs 0.96",
"RS +2.5% vs +9.1%",
"R:R 1.8 vs 0.84"
],
"summary": "Why ARM over TQQQ: ER 7.3% vs 2.9% · Score 2.09 vs 0.96 · RS +2.5% vs +9.1% · R:R 1.8 vs 0.84"
},
{
"symbol": "SMH",
"rank": 4,
"reasons": [
"ER 7.3% vs 1.9%",
"Score 2.09 vs 0.63",
"RS +2.5% vs +5.5%",
"R:R 1.8 vs 0.68"
],
"summary": "Why ARM over SMH: ER 7.3% vs 1.9% · Score 2.09 vs 0.63 · RS +2.5% vs +5.5% · R:R 1.8 vs 0.68"
},
{
"symbol": "AVGO",
"rank": 5,
"reasons": [
"Win% 66 vs 49",
"ER 7.3% vs 0.9%",
"Score 2.09 vs 0.21",
"RS +2.5% vs -3.3%",
"R:R 1.8 vs 1.0",
"Tradeable (Small) vs Pass"
],
"summary": "Why ARM over AVGO: Win% 66 vs 49 · ER 7.3% vs 0.9% · Score 2.09 vs 0.21 · RS +2.5% vs -3.3% · R:R 1.8 vs 1.0 · Tradeable (Small) vs Pass"
},
{
"symbol": "AMD",
"rank": 6,
"reasons": [
"Win% 66 vs 49",
"ER 7.3% vs 0.7%",
"Score 2.09 vs 0.17",
"RS +2.5% vs -0.1%",
"R:R 1.8 vs 1.0",
"Tradeable (Small) vs Pass"
],
"summary": "Why ARM over AMD: Win% 66 vs 49 · ER 7.3% vs 0.7% · Score 2.09 vs 0.17 · RS +2.5% vs -0.1% · R:R 1.8 vs 1.0 · Tradeable (Small) vs Pass"
}
],
"avoid": [],
"one_liner": "做多 ARM：在 256.11 附近入场，目标 274.81，预期 +7.30%",
"p16_gate": "No Trade",
"advisory": true
},
"best_trades": {
"primary": {
"rank": 1,
"symbol": "ARM",
"direction": "LONG",
"instrument": "Stock",
"horizon": "Swing",
"confidence": 66,
"confidence_stars": "★★★☆☆",
"expected_move": "+7.30%",
"expected_return_pct": 7.3,
"win_prob": 66.0,
"win_prob_breakdown": {
"components": [
{
"factor": "Base",
"key": "base",
"points": 50.0
},
{
"factor": "RS",
"key": "rs",
"points": 6.0
},
{
"factor": "Trend",
"key": "trend",
"points": 10.0
}
],
"total": 66.0,
"raw_total": 66.0,
"was_clamped": false
},
"risk_reward": 1.8,
"final_score": 2.09,
"trade_action": "Small",
"relative_strength": 2.5,
"entry": "Above 256.1 (VWAP)",
"entry_source": "vwap",
"entry_price": 256.11,
"entry_zone": {
"low": 255.34,
"high": 256.88,
"mid": 256.11,
"anchors": [
{
"source": "vwap",
"label": "VWAP",
"price": 256.11
}
],
"display": "Entry Zone 255–257",
"entry_source": "vwap",
"tolerance_pct": 0.3
},
"stop": "245.8 (ORB低点)",
"stop_source": "orb_low",
"stop_price": 245.75,
"target": "274.8 (预期收盘)",
"target_source": "expected_close",
"target_price": 274.81,
"targets": [
"274.8 (预期收盘)"
],
"level_anchors": {
"vwap": 256.11,
"orb_high": 254.55,
"orb_low": 245.75,
"prev_high": null,
"prev_low": null,
"prior_close": 241.54,
"orb_from_minute": true
},
"levels_valid": true,
"why": [
"RS vs QQQ +2.50%",
"昨日强势 +14.7% 今日 gap 可控"
],
"why_chain": "RS vs QQQ +2.50% · 昨日强势 +14.7% 今日 gap 可控",
"why_vs_runner_up": "ARM RS +2.5% vs MU +0.2%；ER 6.3% vs 6.1%；Win% 66 vs 60；higher beta (1.6 vs 1.1)；relative strength",
"factor_breakdown": {
"relative_strength_vs_qqq": 2.5,
"relative_strength_vs_smh": -2.95,
"relative_weakness_score": -0.73,
"gap_pct": 3.78,
"beta_proxy": 1.56,
"volume_signal": false,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": -1.4,
"prior_day_change_pct": 14.71
},
"edge_type": "Sector Edge",
"score_formula_display": "final = win_prob(66%) × ER(6.3%) × rr_weight(0.5) / 100",
"expected_high": 274.81,
"expected_low": 242.09,
"expected_close": 274.81,
"current_price": 258.45,
"upside_pct": 6.33,
"downside_risk_pct": 6.33,
"why_factors": [
"RS vs QQQ +2.50%",
"昨日强势 +14.7% 今日 gap 可控"
],
"why_today": "RS vs QQQ +2.50% · 昨日强势 +14.7% 今日 gap 可控",
"gap_pct": 3.78,
"rr_display": {
"reward_risk_ratio": 1.81,
"risk_reward_ratio": 0.55,
"reward_per_share": 18.7,
"risk_per_share": 10.36,
"label_reward_risk": "Reward/Risk 1.81",
"label_risk_reward": "Risk:Reward 1:0.55",
"display": "Reward/Risk 1.81 · Risk:Reward 1:0.55",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"catalyst": "Geopolitical Risk · Geopolitical Risk",
"invalidation": "Close below stop $245.75 · Geopolitical escalation invalidates mean-reversion",
"advisory": true,
"level_reasons": {
"entry": {
"price": 256.11,
"source": "vwap",
"confidence": 77,
"reasons": [
{
"source": "vwap",
"label": "VWAP",
"price": 256.11,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
},
"stop": {
"price": 245.75,
"source": "orb_low",
"confidence": 77,
"reasons": [
{
"source": "orb_low",
"label": "ORB Low",
"price": 245.75,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
},
"target": {
"price": 274.81,
"source": "expected_close",
"confidence": 77,
"reasons": [
{
"source": "expected_close",
"label": "Expected Close",
"price": 274.81,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
}
},
"return_calculation": "(274.81-256.11)/256.11=7.30%",
"heuristic_expected_return_pct": 6.33,
"target_action": "卖出/获利",
"trade_summary_cn": "做多 ARM：在 256.11 附近入场，目标 274.81，预期 +7.30%",
"trade_economics": {
"account_size": 10000.0,
"risk_pct": 1.0,
"position_pct": 23.0,
"shares": 9,
"contracts": 1,
"max_loss_usd": 93.24,
"win_usd": 168.3,
"loss_usd": 93.24,
"expected_value_usd": 79.38,
"risk_per_share": 10.36,
"reward_per_share": 18.7,
"rr_display": {
"reward_risk_ratio": 1.81,
"risk_reward_ratio": 0.55,
"reward_per_share": 18.7,
"risk_per_share": 10.36,
"label_reward_risk": "Reward/Risk 1.81",
"label_risk_reward": "Risk:Reward 1:0.55",
"display": "Reward/Risk 1.81 · Risk:Reward 1:0.55",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"size_label": "Small",
"display": "$10,000 → Win +$168 / Loss -$93"
},
"position_sizing": {
"risk_pct": 1.0,
"position_pct": 23.0,
"contracts": 1,
"shares": 9,
"max_loss_usd": 93.24,
"size_label": "Small",
"display": "Risk 1.0% → Position 23.0% → 1 unit(s) → Max Loss $93.24"
},
"why_wins_today": [
{
"rank": 1,
"dimension": "expected_range",
"label": "Largest Expected Range",
"primary_value": 12.66,
"runner_up_value": 12.18,
"wins": true
},
{
"rank": 2,
"dimension": "win_prob",
"label": "Highest Probability",
"primary_value": 66.0,
"runner_up_value": 66.0,
"wins": true
},
{
"rank": 3,
"dimension": "risk_reward",
"label": "Best Risk Reward",
"primary_value": 1.8,
"runner_up_value": 1.0,
"wins": true
}
],
"why_not_alternatives": [
{
"symbol": "MU",
"rank": 2,
"reasons": [
"Win% 66 vs 60",
"ER 7.3% vs 6.1%",
"Score 2.09 vs 1.83",
"RS +2.5% vs +0.2%",
"R:R 1.8 vs 1.0"
],
"summary": "Why ARM over MU: Win% 66 vs 60 · ER 7.3% vs 6.1% · Score 2.09 vs 1.83 · RS +2.5% vs +0.2% · R:R 1.8 vs 1.0"
},
{
"symbol": "TQQQ",
"rank": 3,
"reasons": [
"ER 7.3% vs 2.9%",
"Score 2.09 vs 0.96",
"RS +2.5% vs +9.1%",
"R:R 1.8 vs 0.84"
],
"summary": "Why ARM over TQQQ: ER 7.3% vs 2.9% · Score 2.09 vs 0.96 · RS +2.5% vs +9.1% · R:R 1.8 vs 0.84"
},
{
"symbol": "SMH",
"rank": 4,
"reasons": [
"ER 7.3% vs 1.9%",
"Score 2.09 vs 0.63",
"RS +2.5% vs +5.5%",
"R:R 1.8 vs 0.68"
],
"summary": "Why ARM over SMH: ER 7.3% vs 1.9% · Score 2.09 vs 0.63 · RS +2.5% vs +5.5% · R:R 1.8 vs 0.68"
},
{
"symbol": "AVGO",
"rank": 5,
"reasons": [
"Win% 66 vs 49",
"ER 7.3% vs 0.9%",
"Score 2.09 vs 0.21",
"RS +2.5% vs -3.3%",
"R:R 1.8 vs 1.0",
"Tradeable (Small) vs Pass"
],
"summary": "Why ARM over AVGO: Win% 66 vs 49 · ER 7.3% vs 0.9% · Score 2.09 vs 0.21 · RS +2.5% vs -3.3% · R:R 1.8 vs 1.0 · Tradeable (Small) vs Pass"
},
{
"symbol": "AMD",
"rank": 6,
"reasons": [
"Win% 66 vs 49",
"ER 7.3% vs 0.7%",
"Score 2.09 vs 0.17",
"RS +2.5% vs -0.1%",
"R:R 1.8 vs 1.0",
"Tradeable (Small) vs Pass"
],
"summary": "Why ARM over AMD: Win% 66 vs 49 · ER 7.3% vs 0.7% · Score 2.09 vs 0.17 · RS +2.5% vs -0.1% · R:R 1.8 vs 1.0 · Tradeable (Small) vs Pass"
}
],
"rank_summary": "ARM ranked #1 because largest expected range + highest probability + best reward/risk",
"win_prob_source": "rules",
"calibration": {
"calibrated_win_prob": 66.0,
"sample_size": 0,
"confidence_interval": null,
"source": "rules_fallback",
"match_quality": "insufficient",
"win_prob_source": "rules",
"disclaimer": "No historical matches; using rules breakdown"
},
"ev_distribution": {
"expected_value_usd": 79.38,
"win_scenario_usd": 168.3,
"loss_scenario_usd": 93.24,
"win_prob_pct": 66.0,
"display": "EV $+79 (win +$168 @ 66.0% · loss -$93)"
},
"entry_status": {
"current_price": 258.45,
"ideal_entry": 256.11,
"distance_pct": 0.91,
"remaining_er_pct": 6.33,
"live_expected_return_pct": 6.33,
"new_plan": null,
"alternate_entry": null,
"advisory": true,
"advisory_tag": "ADVISORY — 不构成投资建议",
"zone_low": 255.34,
"zone_high": 256.88,
"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": "LONG",
"instrument": "Stock",
"horizon": "Swing",
"confidence": 60,
"confidence_stars": "★★★☆☆",
"expected_move": "+7.02%",
"expected_return_pct": 7.02,
"win_prob": 60.0,
"win_prob_breakdown": {
"components": [
{
"factor": "Base",
"key": "base",
"points": 50.0
},
{
"factor": "Trend",
"key": "trend",
"points": 10.0
}
],
"total": 60.0,
"raw_total": 60.0,
"was_clamped": false
},
"risk_reward": 1.91,
"final_score": 1.83,
"trade_action": "Small",
"relative_strength": 0.23,
"entry": "Above 908.0 (VWAP)",
"entry_source": "vwap",
"entry_price": 908.03,
"entry_zone": {
"low": 905.31,
"high": 910.75,
"mid": 908.03,
"anchors": [
{
"source": "vwap",
"label": "VWAP",
"price": 908.03
}
],
"display": "Entry Zone 905–911",
"entry_source": "vwap",
"tolerance_pct": 0.3
},
"stop": "874.7 (ORB低点)",
"stop_source": "orb_low",
"stop_price": 874.66,
"target": "971.8 (预期收盘)",
"target_source": "expected_close",
"target_price": 971.78,
"targets": [
"971.8 (预期收盘)"
],
"level_anchors": {
"vwap": 908.03,
"orb_high": 922.71,
"orb_low": 874.66,
"prev_high": null,
"prev_low": null,
"prior_close": 874.66,
"orb_from_minute": true
},
"levels_valid": true,
"why": [
"RS vs QQQ +0.23%",
"昨日强势 +23.6% 今日 gap 可控"
],
"why_chain": "RS vs QQQ +0.23% · 昨日强势 +23.6% 今日 gap 可控",
"why_vs_runner_up": "—",
"factor_breakdown": {
"relative_strength_vs_qqq": 0.23,
"relative_strength_vs_smh": -5.22,
"relative_weakness_score": 2.9,
"gap_pct": 3.17,
"beta_proxy": 1.05,
"volume_signal": false,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": -1.4,
"prior_day_change_pct": 23.6
},
"edge_type": "Sector Edge",
"score_formula_display": "final = win_prob(60%) × ER(6.1%) × rr_weight(0.5) / 100",
"expected_high": 971.78,
"expected_low": 860.22,
"expected_close": 971.78,
"current_price": 916.0,
"upside_pct": 6.09,
"downside_risk_pct": 6.09,
"why_factors": [
"RS vs QQQ +0.23%",
"昨日强势 +23.6% 今日 gap 可控"
],
"why_today": "RS vs QQQ +0.23% · 昨日强势 +23.6% 今日 gap 可控",
"gap_pct": 3.17,
"rr_display": {
"reward_risk_ratio": 1.91,
"risk_reward_ratio": 0.52,
"reward_per_share": 63.75,
"risk_per_share": 33.37,
"label_reward_risk": "Reward/Risk 1.91",
"label_risk_reward": "Risk:Reward 1:0.52",
"display": "Reward/Risk 1.91 · Risk:Reward 1:0.52",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"catalyst": "Geopolitical Risk · Geopolitical Risk",
"invalidation": "Close below stop $874.66 · Geopolitical escalation invalidates mean-reversion",
"advisory": true,
"level_reasons": {
"entry": {
"price": 908.03,
"source": "vwap",
"confidence": 77,
"reasons": [
{
"source": "vwap",
"label": "VWAP",
"price": 908.03,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
},
"stop": {
"price": 874.66,
"source": "orb_low",
"confidence": 77,
"reasons": [
{
"source": "orb_low",
"label": "ORB Low",
"price": 874.66,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
},
"target": {
"price": 971.78,
"source": "expected_close",
"confidence": 77,
"reasons": [
{
"source": "expected_close",
"label": "Expected Close",
"price": 971.78,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
}
},
"return_calculation": "(971.78-908.03)/908.03=7.02%",
"heuristic_expected_return_pct": 6.09,
"target_action": "卖出/获利",
"trade_summary_cn": "做多 MU：在 908.03 附近入场，目标 971.78，预期 +7.02%",
"trade_economics": {
"account_size": 10000.0,
"risk_pct": 1.0,
"position_pct": 18.2,
"shares": 2,
"contracts": 1,
"max_loss_usd": 66.74,
"win_usd": 127.5,
"loss_usd": 66.74,
"expected_value_usd": 49.8,
"risk_per_share": 33.37,
"reward_per_share": 63.75,
"rr_display": {
"reward_risk_ratio": 1.91,
"risk_reward_ratio": 0.52,
"reward_per_share": 63.75,
"risk_per_share": 33.37,
"label_reward_risk": "Reward/Risk 1.91",
"label_risk_reward": "Risk:Reward 1:0.52",
"display": "Reward/Risk 1.91 · Risk:Reward 1:0.52",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"size_label": "Small",
"display": "$10,000 → Win +$128 / Loss -$67"
},
"position_sizing": {
"risk_pct": 1.0,
"position_pct": 18.2,
"contracts": 1,
"shares": 2,
"max_loss_usd": 66.74,
"size_label": "Small",
"display": "Risk 1.0% → Position 18.2% → 1 unit(s) → Max Loss $66.74"
},
"why_wins_today": [
{
"rank": 1,
"dimension": "risk_reward",
"label": "Best Risk Reward",
"primary_value": 1.91,
"runner_up_value": 1.0,
"wins": true
}
],
"why_not_alternatives": [
{
"symbol": "ARM",
"rank": 1,
"reasons": [
"Win% 60 vs 66",
"ER 7.0% vs 6.3%",
"Score 1.83 vs 2.09",
"RS +0.2% vs +2.5%",
"R:R 1.91 vs 1.0"
],
"summary": "Why MU over ARM: Win% 60 vs 66 · ER 7.0% vs 6.3% · Score 1.83 vs 2.09 · RS +0.2% vs +2.5% · R:R 1.91 vs 1.0"
},
{
"symbol": "TQQQ",
"rank": 3,
"reasons": [
"Win% 60 vs 66",
"ER 7.0% vs 2.9%",
"Score 1.83 vs 0.96",
"RS +0.2% vs +9.1%",
"R:R 1.91 vs 0.84"
],
"summary": "Why MU over TQQQ: Win% 60 vs 66 · ER 7.0% vs 2.9% · Score 1.83 vs 0.96 · RS +0.2% vs +9.1% · R:R 1.91 vs 0.84"
},
{
"symbol": "SMH",
"rank": 4,
"reasons": [
"Win% 60 vs 66",
"ER 7.0% vs 1.9%",
"Score 1.83 vs 0.63",
"RS +0.2% vs +5.5%",
"R:R 1.91 vs 0.68"
],
"summary": "Why MU over SMH: Win% 60 vs 66 · ER 7.0% vs 1.9% · Score 1.83 vs 0.63 · RS +0.2% vs +5.5% · R:R 1.91 vs 0.68"
},
{
"symbol": "AVGO",
"rank": 5,
"reasons": [
"Win% 60 vs 49",
"ER 7.0% vs 0.9%",
"Score 1.83 vs 0.21",
"RS +0.2% vs -3.3%",
"R:R 1.91 vs 1.0",
"Tradeable (Small) vs Pass"
],
"summary": "Why MU over AVGO: Win% 60 vs 49 · ER 7.0% vs 0.9% · Score 1.83 vs 0.21 · RS +0.2% vs -3.3% · R:R 1.91 vs 1.0 · Tradeable (Small) vs Pass"
},
{
"symbol": "AMD",
"rank": 6,
"reasons": [
"Win% 60 vs 49",
"ER 7.0% vs 0.7%",
"Score 1.83 vs 0.17",
"RS +0.2% vs -0.1%",
"R:R 1.91 vs 1.0",
"Tradeable (Small) vs Pass"
],
"summary": "Why MU over AMD: Win% 60 vs 49 · ER 7.0% vs 0.7% · Score 1.83 vs 0.17 · RS +0.2% vs -0.1% · R:R 1.91 vs 1.0 · Tradeable (Small) vs Pass"
}
],
"win_prob_source": "rules",
"calibration": {
"calibrated_win_prob": 60.0,
"sample_size": 0,
"confidence_interval": null,
"source": "rules_fallback",
"match_quality": "insufficient",
"win_prob_source": "rules",
"disclaimer": "No historical matches; using rules breakdown"
},
"ev_distribution": {
"expected_value_usd": 49.8,
"win_scenario_usd": 127.5,
"loss_scenario_usd": 66.74,
"win_prob_pct": 60.0,
"display": "EV $+50 (win +$128 @ 60.0% · loss -$67)"
},
"entry_status": {
"current_price": 916.0,
"ideal_entry": 908.03,
"distance_pct": 0.88,
"remaining_er_pct": 6.09,
"live_expected_return_pct": 6.09,
"new_plan": null,
"alternate_entry": null,
"advisory": true,
"advisory_tag": "ADVISORY — 不构成投资建议",
"zone_low": 905.31,
"zone_high": 910.75,
"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": "ARM",
"direction": "LONG",
"confidence": 66,
"expected_move": "+7.30%",
"why": "RS vs QQQ +2.50% · 昨日强势 +14.7% 今日 gap 可控"
},
{
"rank": 2,
"symbol": "MU",
"direction": "LONG",
"confidence": 60,
"expected_move": "+7.02%",
"why": "RS vs QQQ +0.23% · 昨日强势 +23.6% 今日 gap 可控"
}
],
"top_trades": [
{
"rank": 1,
"symbol": "ARM",
"direction": "LONG",
"instrument": "Stock",
"horizon": "Swing",
"confidence": 66,
"confidence_stars": "★★★☆☆",
"expected_move": "+7.30%",
"expected_return_pct": 7.3,
"win_prob": 66.0,
"win_prob_breakdown": {
"components": [
{
"factor": "Base",
"key": "base",
"points": 50.0
},
{
"factor": "RS",
"key": "rs",
"points": 6.0
},
{
"factor": "Trend",
"key": "trend",
"points": 10.0
}
],
"total": 66.0,
"raw_total": 66.0,
"was_clamped": false
},
"risk_reward": 1.8,
"final_score": 2.09,
"trade_action": "Small",
"relative_strength": 2.5,
"entry": "Above 256.1 (VWAP)",
"entry_source": "vwap",
"entry_price": 256.11,
"entry_zone": {
"low": 255.34,
"high": 256.88,
"mid": 256.11,
"anchors": [
{
"source": "vwap",
"label": "VWAP",
"price": 256.11
}
],
"display": "Entry Zone 255–257",
"entry_source": "vwap",
"tolerance_pct": 0.3
},
"stop": "245.8 (ORB低点)",
"stop_source": "orb_low",
"stop_price": 245.75,
"target": "274.8 (预期收盘)",
"target_source": "expected_close",
"target_price": 274.81,
"targets": [
"274.8 (预期收盘)"
],
"level_anchors": {
"vwap": 256.11,
"orb_high": 254.55,
"orb_low": 245.75,
"prev_high": null,
"prev_low": null,
"prior_close": 241.54,
"orb_from_minute": true
},
"levels_valid": true,
"why": [
"RS vs QQQ +2.50%",
"昨日强势 +14.7% 今日 gap 可控"
],
"why_chain": "RS vs QQQ +2.50% · 昨日强势 +14.7% 今日 gap 可控",
"why_vs_runner_up": "ARM RS +2.5% vs MU +0.2%；ER 6.3% vs 6.1%；Win% 66 vs 60；higher beta (1.6 vs 1.1)；relative strength",
"factor_breakdown": {
"relative_strength_vs_qqq": 2.5,
"relative_strength_vs_smh": -2.95,
"relative_weakness_score": -0.73,
"gap_pct": 3.78,
"beta_proxy": 1.56,
"volume_signal": false,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": -1.4,
"prior_day_change_pct": 14.71
},
"edge_type": "Sector Edge",
"score_formula_display": "final = win_prob(66%) × ER(6.3%) × rr_weight(0.5) / 100",
"expected_high": 274.81,
"expected_low": 242.09,
"expected_close": 274.81,
"current_price": 258.45,
"upside_pct": 6.33,
"downside_risk_pct": 6.33,
"why_factors": [
"RS vs QQQ +2.50%",
"昨日强势 +14.7% 今日 gap 可控"
],
"why_today": "RS vs QQQ +2.50% · 昨日强势 +14.7% 今日 gap 可控",
"gap_pct": 3.78,
"rr_display": {
"reward_risk_ratio": 1.81,
"risk_reward_ratio": 0.55,
"reward_per_share": 18.7,
"risk_per_share": 10.36,
"label_reward_risk": "Reward/Risk 1.81",
"label_risk_reward": "Risk:Reward 1:0.55",
"display": "Reward/Risk 1.81 · Risk:Reward 1:0.55",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"catalyst": "Geopolitical Risk · Geopolitical Risk",
"invalidation": "Close below stop $245.75 · Geopolitical escalation invalidates mean-reversion",
"advisory": true,
"level_reasons": {
"entry": {
"price": 256.11,
"source": "vwap",
"confidence": 77,
"reasons": [
{
"source": "vwap",
"label": "VWAP",
"price": 256.11,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
},
"stop": {
"price": 245.75,
"source": "orb_low",
"confidence": 77,
"reasons": [
{
"source": "orb_low",
"label": "ORB Low",
"price": 245.75,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
},
"target": {
"price": 274.81,
"source": "expected_close",
"confidence": 77,
"reasons": [
{
"source": "expected_close",
"label": "Expected Close",
"price": 274.81,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
}
},
"return_calculation": "(274.81-256.11)/256.11=7.30%",
"heuristic_expected_return_pct": 6.33,
"target_action": "卖出/获利",
"trade_summary_cn": "做多 ARM：在 256.11 附近入场，目标 274.81，预期 +7.30%",
"trade_economics": {
"account_size": 10000.0,
"risk_pct": 1.0,
"position_pct": 23.0,
"shares": 9,
"contracts": 1,
"max_loss_usd": 93.24,
"win_usd": 168.3,
"loss_usd": 93.24,
"expected_value_usd": 79.38,
"risk_per_share": 10.36,
"reward_per_share": 18.7,
"rr_display": {
"reward_risk_ratio": 1.81,
"risk_reward_ratio": 0.55,
"reward_per_share": 18.7,
"risk_per_share": 10.36,
"label_reward_risk": "Reward/Risk 1.81",
"label_risk_reward": "Risk:Reward 1:0.55",
"display": "Reward/Risk 1.81 · Risk:Reward 1:0.55",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"size_label": "Small",
"display": "$10,000 → Win +$168 / Loss -$93"
},
"position_sizing": {
"risk_pct": 1.0,
"position_pct": 23.0,
"contracts": 1,
"shares": 9,
"max_loss_usd": 93.24,
"size_label": "Small",
"display": "Risk 1.0% → Position 23.0% → 1 unit(s) → Max Loss $93.24"
},
"why_wins_today": [
{
"rank": 1,
"dimension": "expected_range",
"label": "Largest Expected Range",
"primary_value": 12.66,
"runner_up_value": 12.18,
"wins": true
},
{
"rank": 2,
"dimension": "win_prob",
"label": "Highest Probability",
"primary_value": 66.0,
"runner_up_value": 66.0,
"wins": true
},
{
"rank": 3,
"dimension": "risk_reward",
"label": "Best Risk Reward",
"primary_value": 1.8,
"runner_up_value": 1.0,
"wins": true
}
],
"why_not_alternatives": [
{
"symbol": "MU",
"rank": 2,
"reasons": [
"Win% 66 vs 60",
"ER 7.3% vs 6.1%",
"Score 2.09 vs 1.83",
"RS +2.5% vs +0.2%",
"R:R 1.8 vs 1.0"
],
"summary": "Why ARM over MU: Win% 66 vs 60 · ER 7.3% vs 6.1% · Score 2.09 vs 1.83 · RS +2.5% vs +0.2% · R:R 1.8 vs 1.0"
},
{
"symbol": "TQQQ",
"rank": 3,
"reasons": [
"ER 7.3% vs 2.9%",
"Score 2.09 vs 0.96",
"RS +2.5% vs +9.1%",
"R:R 1.8 vs 0.84"
],
"summary": "Why ARM over TQQQ: ER 7.3% vs 2.9% · Score 2.09 vs 0.96 · RS +2.5% vs +9.1% · R:R 1.8 vs 0.84"
},
{
"symbol": "SMH",
"rank": 4,
"reasons": [
"ER 7.3% vs 1.9%",
"Score 2.09 vs 0.63",
"RS +2.5% vs +5.5%",
"R:R 1.8 vs 0.68"
],
"summary": "Why ARM over SMH: ER 7.3% vs 1.9% · Score 2.09 vs 0.63 · RS +2.5% vs +5.5% · R:R 1.8 vs 0.68"
},
{
"symbol": "AVGO",
"rank": 5,
"reasons": [
"Win% 66 vs 49",
"ER 7.3% vs 0.9%",
"Score 2.09 vs 0.21",
"RS +2.5% vs -3.3%",
"R:R 1.8 vs 1.0",
"Tradeable (Small) vs Pass"
],
"summary": "Why ARM over AVGO: Win% 66 vs 49 · ER 7.3% vs 0.9% · Score 2.09 vs 0.21 · RS +2.5% vs -3.3% · R:R 1.8 vs 1.0 · Tradeable (Small) vs Pass"
},
{
"symbol": "AMD",
"rank": 6,
"reasons": [
"Win% 66 vs 49",
"ER 7.3% vs 0.7%",
"Score 2.09 vs 0.17",
"RS +2.5% vs -0.1%",
"R:R 1.8 vs 1.0",
"Tradeable (Small) vs Pass"
],
"summary": "Why ARM over AMD: Win% 66 vs 49 · ER 7.3% vs 0.7% · Score 2.09 vs 0.17 · RS +2.5% vs -0.1% · R:R 1.8 vs 1.0 · Tradeable (Small) vs Pass"
}
],
"rank_summary": "ARM ranked #1 because largest expected range + highest probability + best reward/risk",
"win_prob_source": "rules",
"calibration": {
"calibrated_win_prob": 66.0,
"sample_size": 0,
"confidence_interval": null,
"source": "rules_fallback",
"match_quality": "insufficient",
"win_prob_source": "rules",
"disclaimer": "No historical matches; using rules breakdown"
},
"ev_distribution": {
"expected_value_usd": 79.38,
"win_scenario_usd": 168.3,
"loss_scenario_usd": 93.24,
"win_prob_pct": 66.0,
"display": "EV $+79 (win +$168 @ 66.0% · loss -$93)"
},
"entry_status": {
"current_price": 258.45,
"ideal_entry": 256.11,
"distance_pct": 0.91,
"remaining_er_pct": 6.33,
"live_expected_return_pct": 6.33,
"new_plan": null,
"alternate_entry": null,
"advisory": true,
"advisory_tag": "ADVISORY — 不构成投资建议",
"zone_low": 255.34,
"zone_high": 256.88,
"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": "LONG",
"instrument": "Stock",
"horizon": "Swing",
"confidence": 60,
"confidence_stars": "★★★☆☆",
"expected_move": "+7.02%",
"expected_return_pct": 7.02,
"win_prob": 60.0,
"win_prob_breakdown": {
"components": [
{
"factor": "Base",
"key": "base",
"points": 50.0
},
{
"factor": "Trend",
"key": "trend",
"points": 10.0
}
],
"total": 60.0,
"raw_total": 60.0,
"was_clamped": false
},
"risk_reward": 1.91,
"final_score": 1.83,
"trade_action": "Small",
"relative_strength": 0.23,
"entry": "Above 908.0 (VWAP)",
"entry_source": "vwap",
"entry_price": 908.03,
"entry_zone": {
"low": 905.31,
"high": 910.75,
"mid": 908.03,
"anchors": [
{
"source": "vwap",
"label": "VWAP",
"price": 908.03
}
],
"display": "Entry Zone 905–911",
"entry_source": "vwap",
"tolerance_pct": 0.3
},
"stop": "874.7 (ORB低点)",
"stop_source": "orb_low",
"stop_price": 874.66,
"target": "971.8 (预期收盘)",
"target_source": "expected_close",
"target_price": 971.78,
"targets": [
"971.8 (预期收盘)"
],
"level_anchors": {
"vwap": 908.03,
"orb_high": 922.71,
"orb_low": 874.66,
"prev_high": null,
"prev_low": null,
"prior_close": 874.66,
"orb_from_minute": true
},
"levels_valid": true,
"why": [
"RS vs QQQ +0.23%",
"昨日强势 +23.6% 今日 gap 可控"
],
"why_chain": "RS vs QQQ +0.23% · 昨日强势 +23.6% 今日 gap 可控",
"why_vs_runner_up": "—",
"factor_breakdown": {
"relative_strength_vs_qqq": 0.23,
"relative_strength_vs_smh": -5.22,
"relative_weakness_score": 2.9,
"gap_pct": 3.17,
"beta_proxy": 1.05,
"volume_signal": false,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": -1.4,
"prior_day_change_pct": 23.6
},
"edge_type": "Sector Edge",
"score_formula_display": "final = win_prob(60%) × ER(6.1%) × rr_weight(0.5) / 100",
"expected_high": 971.78,
"expected_low": 860.22,
"expected_close": 971.78,
"current_price": 916.0,
"upside_pct": 6.09,
"downside_risk_pct": 6.09,
"why_factors": [
"RS vs QQQ +0.23%",
"昨日强势 +23.6% 今日 gap 可控"
],
"why_today": "RS vs QQQ +0.23% · 昨日强势 +23.6% 今日 gap 可控",
"gap_pct": 3.17,
"rr_display": {
"reward_risk_ratio": 1.91,
"risk_reward_ratio": 0.52,
"reward_per_share": 63.75,
"risk_per_share": 33.37,
"label_reward_risk": "Reward/Risk 1.91",
"label_risk_reward": "Risk:Reward 1:0.52",
"display": "Reward/Risk 1.91 · Risk:Reward 1:0.52",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"catalyst": "Geopolitical Risk · Geopolitical Risk",
"invalidation": "Close below stop $874.66 · Geopolitical escalation invalidates mean-reversion",
"advisory": true,
"level_reasons": {
"entry": {
"price": 908.03,
"source": "vwap",
"confidence": 77,
"reasons": [
{
"source": "vwap",
"label": "VWAP",
"price": 908.03,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
},
"stop": {
"price": 874.66,
"source": "orb_low",
"confidence": 77,
"reasons": [
{
"source": "orb_low",
"label": "ORB Low",
"price": 874.66,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
},
"target": {
"price": 971.78,
"source": "expected_close",
"confidence": 77,
"reasons": [
{
"source": "expected_close",
"label": "Expected Close",
"price": 971.78,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
}
},
"return_calculation": "(971.78-908.03)/908.03=7.02%",
"heuristic_expected_return_pct": 6.09,
"target_action": "卖出/获利",
"trade_summary_cn": "做多 MU：在 908.03 附近入场，目标 971.78，预期 +7.02%",
"trade_economics": {
"account_size": 10000.0,
"risk_pct": 1.0,
"position_pct": 18.2,
"shares": 2,
"contracts": 1,
"max_loss_usd": 66.74,
"win_usd": 127.5,
"loss_usd": 66.74,
"expected_value_usd": 49.8,
"risk_per_share": 33.37,
"reward_per_share": 63.75,
"rr_display": {
"reward_risk_ratio": 1.91,
"risk_reward_ratio": 0.52,
"reward_per_share": 63.75,
"risk_per_share": 33.37,
"label_reward_risk": "Reward/Risk 1.91",
"label_risk_reward": "Risk:Reward 1:0.52",
"display": "Reward/Risk 1.91 · Risk:Reward 1:0.52",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"size_label": "Small",
"display": "$10,000 → Win +$128 / Loss -$67"
},
"position_sizing": {
"risk_pct": 1.0,
"position_pct": 18.2,
"contracts": 1,
"shares": 2,
"max_loss_usd": 66.74,
"size_label": "Small",
"display": "Risk 1.0% → Position 18.2% → 1 unit(s) → Max Loss $66.74"
},
"why_wins_today": [
{
"rank": 1,
"dimension": "risk_reward",
"label": "Best Risk Reward",
"primary_value": 1.91,
"runner_up_value": 1.0,
"wins": true
}
],
"why_not_alternatives": [
{
"symbol": "ARM",
"rank": 1,
"reasons": [
"Win% 60 vs 66",
"ER 7.0% vs 6.3%",
"Score 1.83 vs 2.09",
"RS +0.2% vs +2.5%",
"R:R 1.91 vs 1.0"
],
"summary": "Why MU over ARM: Win% 60 vs 66 · ER 7.0% vs 6.3% · Score 1.83 vs 2.09 · RS +0.2% vs +2.5% · R:R 1.91 vs 1.0"
},
{
"symbol": "TQQQ",
"rank": 3,
"reasons": [
"Win% 60 vs 66",
"ER 7.0% vs 2.9%",
"Score 1.83 vs 0.96",
"RS +0.2% vs +9.1%",
"R:R 1.91 vs 0.84"
],
"summary": "Why MU over TQQQ: Win% 60 vs 66 · ER 7.0% vs 2.9% · Score 1.83 vs 0.96 · RS +0.2% vs +9.1% · R:R 1.91 vs 0.84"
},
{
"symbol": "SMH",
"rank": 4,
"reasons": [
"Win% 60 vs 66",
"ER 7.0% vs 1.9%",
"Score 1.83 vs 0.63",
"RS +0.2% vs +5.5%",
"R:R 1.91 vs 0.68"
],
"summary": "Why MU over SMH: Win% 60 vs 66 · ER 7.0% vs 1.9% · Score 1.83 vs 0.63 · RS +0.2% vs +5.5% · R:R 1.91 vs 0.68"
},
{
"symbol": "AVGO",
"rank": 5,
"reasons": [
"Win% 60 vs 49",
"ER 7.0% vs 0.9%",
"Score 1.83 vs 0.21",
"RS +0.2% vs -3.3%",
"R:R 1.91 vs 1.0",
"Tradeable (Small) vs Pass"
],
"summary": "Why MU over AVGO: Win% 60 vs 49 · ER 7.0% vs 0.9% · Score 1.83 vs 0.21 · RS +0.2% vs -3.3% · R:R 1.91 vs 1.0 · Tradeable (Small) vs Pass"
},
{
"symbol": "AMD",
"rank": 6,
"reasons": [
"Win% 60 vs 49",
"ER 7.0% vs 0.7%",
"Score 1.83 vs 0.17",
"RS +0.2% vs -0.1%",
"R:R 1.91 vs 1.0",
"Tradeable (Small) vs Pass"
],
"summary": "Why MU over AMD: Win% 60 vs 49 · ER 7.0% vs 0.7% · Score 1.83 vs 0.17 · RS +0.2% vs -0.1% · R:R 1.91 vs 1.0 · Tradeable (Small) vs Pass"
}
],
"win_prob_source": "rules",
"calibration": {
"calibrated_win_prob": 60.0,
"sample_size": 0,
"confidence_interval": null,
"source": "rules_fallback",
"match_quality": "insufficient",
"win_prob_source": "rules",
"disclaimer": "No historical matches; using rules breakdown"
},
"ev_distribution": {
"expected_value_usd": 49.8,
"win_scenario_usd": 127.5,
"loss_scenario_usd": 66.74,
"win_prob_pct": 60.0,
"display": "EV $+50 (win +$128 @ 60.0% · loss -$67)"
},
"entry_status": {
"current_price": 916.0,
"ideal_entry": 908.03,
"distance_pct": 0.88,
"remaining_er_pct": 6.09,
"live_expected_return_pct": 6.09,
"new_plan": null,
"alternate_entry": null,
"advisory": true,
"advisory_tag": "ADVISORY — 不构成投资建议",
"zone_low": 905.31,
"zone_high": 910.75,
"miss_threshold_pct": 1.0,
"status": "PREMARKET",
"status_reason": "Premarket Ideal Entry — plan not yet live",
"action_hint": "Entry still valid"
}
},
{
"rank": 3,
"symbol": "TQQQ",
"direction": "LONG",
"instrument": "ETF",
"horizon": "Swing",
"confidence": 66,
"confidence_stars": "★★★☆☆",
"expected_move": "+2.74%",
"expected_return_pct": 2.74,
"win_prob": 66.0,
"win_prob_breakdown": {
"components": [
{
"factor": "Base",
"key": "base",
"points": 50.0
},
{
"factor": "RS",
"key": "rs",
"points": 12.0
},
{
"factor": "Volume",
"key": "volume",
"points": 4.0
}
],
"total": 66.0,
"raw_total": 66.0,
"was_clamped": false
},
"risk_reward": 1.86,
"final_score": 0.96,
"trade_action": "Small",
"relative_strength": 9.08,
"entry": "Above 65.7 (VWAP)",
"entry_source": "vwap",
"entry_price": 65.71,
"entry_zone": {
"low": 65.51,
"high": 65.91,
"mid": 65.71,
"anchors": [
{
"source": "vwap",
"label": "VWAP",
"price": 65.71
}
],
"display": "Entry Zone 65.51–65.91",
"entry_source": "vwap",
"tolerance_pct": 0.3
},
"stop": "64.7 (ORB低点)",
"stop_source": "orb_low",
"stop_price": 64.74,
"target": "67.5 (预期收盘)",
"target_source": "expected_close",
"target_price": 67.51,
"targets": [
"67.5 (预期收盘)"
],
"level_anchors": {
"vwap": 65.71,
"orb_high": 65.99,
"orb_low": 64.74,
"prev_high": 57.75,
"prev_low": 57.75,
"prior_close": 57.75,
"orb_from_minute": true
},
"levels_valid": true,
"why": [
"RS vs QQQ +9.08%",
"Volume 信号"
],
"why_chain": "RS vs QQQ +9.08% · Volume 信号",
"why_vs_runner_up": "—",
"factor_breakdown": {
"relative_strength_vs_qqq": 9.08,
"relative_strength_vs_smh": 3.63,
"relative_weakness_score": -11.26,
"gap_pct": 13.85,
"beta_proxy": 3.02,
"volume_signal": true,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": -1.4,
"prior_day_change_pct": 0.0
},
"edge_type": "Relative Strength",
"score_formula_display": "final = win_prob(66%) × ER(2.9%) × rr_weight(0.5) / 100",
"expected_high": 67.51,
"expected_low": 63.3,
"expected_close": 67.51,
"current_price": 65.59,
"upside_pct": 2.92,
"downside_risk_pct": 3.49,
"why_factors": [
"RS vs QQQ +9.08%",
"Volume 信号"
],
"why_today": "RS vs QQQ +9.08% · Volume 信号",
"gap_pct": 13.85,
"rr_display": {
"reward_risk_ratio": 1.86,
"risk_reward_ratio": 0.54,
"reward_per_share": 1.8,
"risk_per_share": 0.97,
"label_reward_risk": "Reward/Risk 1.86",
"label_risk_reward": "Risk:Reward 1:0.54",
"display": "Reward/Risk 1.86 · Risk:Reward 1:0.54",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"catalyst": "Geopolitical Risk · Geopolitical Risk",
"invalidation": "Close below stop $64.74 · Geopolitical escalation invalidates mean-reversion",
"advisory": true,
"level_reasons": {
"entry": {
"price": 65.71,
"source": "vwap",
"confidence": 89,
"reasons": [
{
"source": "vwap",
"label": "VWAP",
"price": 65.71,
"weight_pct": 70.0,
"matched": true,
"primary": true
},
{
"source": "orb_high",
"label": "ORB High",
"price": 65.99,
"weight_pct": 30.0,
"matched": true,
"primary": false
}
]
},
"stop": {
"price": 64.74,
"source": "orb_low",
"confidence": 77,
"reasons": [
{
"source": "orb_low",
"label": "ORB Low",
"price": 64.74,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
},
"target": {
"price": 67.51,
"source": "expected_close",
"confidence": 77,
"reasons": [
{
"source": "expected_close",
"label": "Expected Close",
"price": 67.51,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
}
},
"return_calculation": "(67.51-65.71)/65.71=2.74%",
"heuristic_expected_return_pct": 2.92,
"target_action": "卖出/获利",
"trade_summary_cn": "做多 TQQQ：在 65.71 附近入场，目标 67.51，预期 +2.74%",
"trade_economics": {
"account_size": 10000.0,
"risk_pct": 1.0,
"position_pct": 67.7,
"shares": 103,
"contracts": 1,
"max_loss_usd": 99.91,
"win_usd": 185.4,
"loss_usd": 99.91,
"expected_value_usd": 88.39,
"risk_per_share": 0.97,
"reward_per_share": 1.8,
"rr_display": {
"reward_risk_ratio": 1.86,
"risk_reward_ratio": 0.54,
"reward_per_share": 1.8,
"risk_per_share": 0.97,
"label_reward_risk": "Reward/Risk 1.86",
"label_risk_reward": "Risk:Reward 1:0.54",
"display": "Reward/Risk 1.86 · Risk:Reward 1:0.54",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"size_label": "Small",
"display": "$10,000 → Win +$185 / Loss -$100"
},
"position_sizing": {
"risk_pct": 1.0,
"position_pct": 67.7,
"contracts": 1,
"shares": 103,
"max_loss_usd": 99.91,
"size_label": "Small",
"display": "Risk 1.0% → Position 67.7% → 1 unit(s) → Max Loss $99.91"
},
"why_wins_today": [
{
"rank": 1,
"dimension": "relative_strength",
"label": "Highest Relative Strength",
"primary_value": 9.08,
"runner_up_value": 5.45,
"wins": true
},
{
"rank": 2,
"dimension": "liquidity",
"label": "Highest Liquidity",
"primary_value": 5.0,
"runner_up_value": 5.0,
"wins": true
},
{
"rank": 3,
"dimension": "win_prob",
"label": "Highest Probability",
"primary_value": 66.0,
"runner_up_value": 66.0,
"wins": true
},
{
"rank": 4,
"dimension": "risk_reward",
"label": "Best Risk Reward",
"primary_value": 1.86,
"runner_up_value": 1.0,
"wins": true
}
],
"why_not_alternatives": [
{
"symbol": "ARM",
"rank": 1,
"reasons": [
"ER 2.7% vs 6.3%",
"Score 0.96 vs 2.09",
"RS +9.1% vs +2.5%",
"R:R 1.86 vs 1.0"
],
"summary": "Why TQQQ over ARM: ER 2.7% vs 6.3% · Score 0.96 vs 2.09 · RS +9.1% vs +2.5% · R:R 1.86 vs 1.0"
},
{
"symbol": "MU",
"rank": 2,
"reasons": [
"Win% 66 vs 60",
"ER 2.7% vs 6.1%",
"Score 0.96 vs 1.83",
"RS +9.1% vs +0.2%",
"R:R 1.86 vs 1.0"
],
"summary": "Why TQQQ over MU: Win% 66 vs 60 · ER 2.7% vs 6.1% · Score 0.96 vs 1.83 · RS +9.1% vs +0.2% · R:R 1.86 vs 1.0"
},
{
"symbol": "SMH",
"rank": 4,
"reasons": [
"ER 2.7% vs 1.9%",
"Score 0.96 vs 0.63",
"RS +9.1% vs +5.5%",
"R:R 1.86 vs 0.68"
],
"summary": "Why TQQQ over SMH: ER 2.7% vs 1.9% · Score 0.96 vs 0.63 · RS +9.1% vs +5.5% · R:R 1.86 vs 0.68"
},
{
"symbol": "AVGO",
"rank": 5,
"reasons": [
"Win% 66 vs 49",
"ER 2.7% vs 0.9%",
"Score 0.96 vs 0.21",
"RS +9.1% vs -3.3%",
"R:R 1.86 vs 1.0",
"Tradeable (Small) vs Pass"
],
"summary": "Why TQQQ over AVGO: Win% 66 vs 49 · ER 2.7% vs 0.9% · Score 0.96 vs 0.21 · RS +9.1% vs -3.3% · R:R 1.86 vs 1.0 · Tradeable (Small) vs Pass"
},
{
"symbol": "AMD",
"rank": 6,
"reasons": [
"Win% 66 vs 49",
"ER 2.7% vs 0.7%",
"Score 0.96 vs 0.17",
"RS +9.1% vs -0.1%",
"R:R 1.86 vs 1.0",
"Tradeable (Small) vs Pass"
],
"summary": "Why TQQQ over AMD: Win% 66 vs 49 · ER 2.7% vs 0.7% · Score 0.96 vs 0.17 · RS +9.1% vs -0.1% · R:R 1.86 vs 1.0 · Tradeable (Small) vs Pass"
}
],
"win_prob_source": "rules",
"calibration": {
"calibrated_win_prob": 66.0,
"sample_size": 0,
"confidence_interval": null,
"source": "rules_fallback",
"match_quality": "insufficient",
"win_prob_source": "rules",
"disclaimer": "No historical matches; using rules breakdown"
},
"ev_distribution": {
"expected_value_usd": 88.39,
"win_scenario_usd": 185.4,
"loss_scenario_usd": 99.91,
"win_prob_pct": 66.0,
"display": "EV $+88 (win +$185 @ 66.0% · loss -$100)"
},
"entry_status": {
"current_price": 65.59,
"ideal_entry": 65.71,
"distance_pct": -0.18,
"remaining_er_pct": 2.93,
"live_expected_return_pct": 2.93,
"new_plan": null,
"alternate_entry": null,
"advisory": true,
"advisory_tag": "ADVISORY — 不构成投资建议",
"zone_low": 65.51,
"zone_high": 65.91,
"miss_threshold_pct": 1.0,
"status": "PREMARKET",
"status_reason": "Premarket Ideal Entry — plan not yet live",
"action_hint": "Entry still valid"
}
},
{
"rank": 4,
"symbol": "SMH",
"direction": "LONG",
"instrument": "ETF",
"horizon": "Swing",
"confidence": 66,
"confidence_stars": "★★★☆☆",
"expected_move": "+1.75%",
"expected_return_pct": 1.75,
"win_prob": 66.0,
"win_prob_breakdown": {
"components": [
{
"factor": "Base",
"key": "base",
"points": 50.0
},
{
"factor": "RS",
"key": "rs",
"points": 12.0
},
{
"factor": "Volume",
"key": "volume",
"points": 4.0
}
],
"total": 66.0,
"raw_total": 66.0,
"was_clamped": false
},
"risk_reward": 0.6,
"final_score": 0.63,
"trade_action": "Small",
"relative_strength": 5.45,
"entry": "Above 555.2 (VWAP)",
"entry_source": "vwap",
"entry_price": 555.19,
"entry_zone": {
"low": 553.52,
"high": 556.86,
"mid": 555.19,
"anchors": [
{
"source": "vwap",
"label": "VWAP",
"price": 555.19
}
],
"display": "Entry Zone 554–557",
"entry_source": "vwap",
"tolerance_pct": 0.3
},
"stop": "538.9 (ORB低点)",
"stop_source": "orb_low",
"stop_price": 538.9,
"target": "564.9 (预期收盘)",
"target_source": "expected_close",
"target_price": 564.93,
"targets": [
"564.9 (预期收盘)"
],
"level_anchors": {
"vwap": 555.19,
"orb_high": 559.0,
"orb_low": 538.9,
"prev_high": 504.22,
"prev_low": 504.22,
"prior_close": 504.22,
"orb_from_minute": true
},
"levels_valid": true,
"why": [
"RS vs QQQ +5.45%",
"Volume 信号"
],
"why_chain": "RS vs QQQ +5.45% · Volume 信号",
"why_vs_runner_up": "—",
"factor_breakdown": {
"relative_strength_vs_qqq": 5.45,
"relative_strength_vs_smh": 0.0,
"relative_weakness_score": -5.45,
"gap_pct": 10.12,
"beta_proxy": 2.21,
"volume_signal": true,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": -1.4,
"prior_day_change_pct": 0.0
},
"edge_type": "Sector Edge",
"score_formula_display": "final = win_prob(66%) × ER(1.9%) × rr_weight(0.5) / 100",
"expected_high": 564.93,
"expected_low": 538.9,
"expected_close": 564.93,
"current_price": 554.4,
"upside_pct": 1.9,
"downside_risk_pct": 2.8,
"why_factors": [
"RS vs QQQ +5.45%",
"Volume 信号"
],
"why_today": "RS vs QQQ +5.45% · Volume 信号",
"gap_pct": 10.12,
"rr_display": {
"reward_risk_ratio": 0.6,
"risk_reward_ratio": 1.67,
"reward_per_share": 9.74,
"risk_per_share": 16.29,
"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 · Geopolitical Risk",
"invalidation": "Close below stop $538.9 · Geopolitical escalation invalidates mean-reversion",
"advisory": true,
"level_reasons": {
"entry": {
"price": 555.19,
"source": "vwap",
"confidence": 77,
"reasons": [
{
"source": "vwap",
"label": "VWAP",
"price": 555.19,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
},
"stop": {
"price": 538.9,
"source": "orb_low",
"confidence": 77,
"reasons": [
{
"source": "orb_low",
"label": "ORB Low",
"price": 538.9,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
},
"target": {
"price": 564.93,
"source": "expected_close",
"confidence": 77,
"reasons": [
{
"source": "expected_close",
"label": "Expected Close",
"price": 564.93,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
}
},
"return_calculation": "(564.93-555.19)/555.19=1.75%",
"heuristic_expected_return_pct": 1.9,
"target_action": "卖出/获利",
"trade_summary_cn": "做多 SMH：在 555.19 附近入场，目标 564.93，预期 +1.75%",
"trade_economics": {
"account_size": 10000.0,
"risk_pct": 1.0,
"position_pct": 33.3,
"shares": 6,
"contracts": 1,
"max_loss_usd": 97.74,
"win_usd": 58.44,
"loss_usd": 97.74,
"expected_value_usd": 5.34,
"risk_per_share": 16.29,
"reward_per_share": 9.74,
"rr_display": {
"reward_risk_ratio": 0.6,
"risk_reward_ratio": 1.67,
"reward_per_share": 9.74,
"risk_per_share": 16.29,
"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": "Small",
"display": "$10,000 → Win +$58 / Loss -$98"
},
"position_sizing": {
"risk_pct": 1.0,
"position_pct": 33.3,
"contracts": 1,
"shares": 6,
"max_loss_usd": 97.74,
"size_label": "Small",
"display": "Risk 1.0% → Position 33.3% → 1 unit(s) → Max Loss $97.74"
},
"why_wins_today": [
{
"rank": 1,
"dimension": "win_prob",
"label": "Highest Probability",
"primary_value": 66.0,
"runner_up_value": 66.0,
"wins": true
}
],
"why_not_alternatives": [
{
"symbol": "ARM",
"rank": 1,
"reasons": [
"ER 1.8% vs 6.3%",
"Score 0.63 vs 2.09",
"RS +5.5% vs +2.5%"
],
"summary": "Why SMH over ARM: ER 1.8% vs 6.3% · Score 0.63 vs 2.09 · RS +5.5% vs +2.5%"
},
{
"symbol": "MU",
"rank": 2,
"reasons": [
"Win% 66 vs 60",
"ER 1.8% vs 6.1%",
"Score 0.63 vs 1.83",
"RS +5.5% vs +0.2%"
],
"summary": "Why SMH over MU: Win% 66 vs 60 · ER 1.8% vs 6.1% · Score 0.63 vs 1.83 · RS +5.5% vs +0.2%"
},
{
"symbol": "TQQQ",
"rank": 3,
"reasons": [
"ER 1.8% vs 2.9%",
"Score 0.63 vs 0.96",
"RS +5.5% vs +9.1%"
],
"summary": "Why SMH over TQQQ: ER 1.8% vs 2.9% · Score 0.63 vs 0.96 · RS +5.5% vs +9.1%"
},
{
"symbol": "AVGO",
"rank": 5,
"reasons": [
"Win% 66 vs 49",
"ER 1.8% vs 0.9%",
"Score 0.63 vs 0.21",
"RS +5.5% vs -3.3%",
"Tradeable (Small) vs Pass"
],
"summary": "Why SMH over AVGO: Win% 66 vs 49 · ER 1.8% vs 0.9% · Score 0.63 vs 0.21 · RS +5.5% vs -3.3% · Tradeable (Small) vs Pass"
},
{
"symbol": "AMD",
"rank": 6,
"reasons": [
"Win% 66 vs 49",
"ER 1.8% vs 0.7%",
"Score 0.63 vs 0.17",
"RS +5.5% vs -0.1%",
"Tradeable (Small) vs Pass"
],
"summary": "Why SMH over AMD: Win% 66 vs 49 · ER 1.8% vs 0.7% · Score 0.63 vs 0.17 · RS +5.5% vs -0.1% · Tradeable (Small) vs Pass"
}
],
"win_prob_source": "rules",
"calibration": {
"calibrated_win_prob": 66.0,
"sample_size": 0,
"confidence_interval": null,
"source": "rules_fallback",
"match_quality": "insufficient",
"win_prob_source": "rules",
"disclaimer": "No historical matches; using rules breakdown"
},
"ev_distribution": {
"expected_value_usd": 5.34,
"win_scenario_usd": 58.44,
"loss_scenario_usd": 97.74,
"win_prob_pct": 66.0,
"display": "EV $+5 (win +$58 @ 66.0% · loss -$98)"
},
"entry_status": {
"current_price": 554.4,
"ideal_entry": 555.19,
"distance_pct": -0.14,
"remaining_er_pct": 1.9,
"live_expected_return_pct": 1.9,
"new_plan": null,
"alternate_entry": null,
"advisory": true,
"advisory_tag": "ADVISORY — 不构成投资建议",
"zone_low": 553.52,
"zone_high": 556.86,
"miss_threshold_pct": 1.0,
"status": "PREMARKET",
"status_reason": "Premarket Ideal Entry — plan not yet live",
"action_hint": "Entry still valid"
}
}
],
"watchlist_items": [
{
"symbol": "AVGO",
"rank": 5,
"win_prob": 49.0,
"expected_return_pct": 0.87,
"trade_action": "Pass",
"why": "RS 弱于 QQQ -3.26% · 昨日强势 +6.0% 今日 gap 可控 · Gap 未过度延伸 · 上行空间 <1.0%",
"note": "Monitor — below trade threshold"
},
{
"symbol": "AMD",
"rank": 6,
"win_prob": 49.0,
"expected_return_pct": 0.71,
"trade_action": "Pass",
"why": "News 1 · 上行空间 <1.0%",
"note": "Monitor — below trade threshold"
},
{
"symbol": "TSLA",
"rank": 7,
"win_prob": 60.0,
"expected_return_pct": 0.54,
"trade_action": "Pass",
"why": "RS vs QQQ +0.36% · Volume 信号 · 上行空间 <1.0%",
"note": "Monitor — below trade threshold"
},
{
"symbol": "QQQ",
"rank": 8,
"win_prob": 54.0,
"expected_return_pct": 0.37,
"trade_action": "Pass",
"why": "Volume 信号 · 上行空间 <1.0%",
"note": "Monitor — below trade threshold"
},
{
"symbol": "SPY",
"rank": 9,
"win_prob": 44.0,
"expected_return_pct": -0.3,
"trade_action": "Pass",
"why": "RS 弱于 QQQ -2.41% · Volume 信号 · 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": 49,
"entry": "Near 545.4 (swing zone)",
"entry_source": "swing_zone",
"entry_price": 545.44,
"entry_zone": {
"low": 543.81,
"high": 557.62,
"mid": 545.44,
"display": "$543.81–$557.62",
"source": "swing_pullback"
},
"stop": "582.0 (1.75xATR)",
"stop_source": "1.75xATR",
"stop_price": 581.98,
"target": "496.7 (T1 ~8.9%)",
"target_source": "2xATR_or_5pct",
"target_price": 496.72,
"targets": [
{
"price": 496.72,
"label": "T1",
"pct": 8.93
},
{
"price": 472.36,
"label": "T2",
"pct": 13.4
}
],
"expected_return_pct": 8.93,
"expected_move": "+8.93%",
"risk_reward": 1.33,
"win_prob": 44.0,
"final_score": 0.0,
"swing_quality": 6.55,
"atr": 24.3586,
"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": 543.81,
"why": [
"高流动性波段标的 META",
"Prior day +0.0%",
"5D momentum -11.1%",
"RS vs QQQ -11.64%",
"Swing score 6.5"
],
"why_chain": "高流动性波段标的 META · Prior day +0.0% · 5D momentum -11.1% · RS vs QQQ -11.64%",
"invalidation": "Close beyond stop $581.98 or thesis broken (trend flip / catalyst fade)",
"trade_summary_cn": "波段做空 META：理想入场 $543.81–$557.62，止损 $581.98，目标 $496.72（约 +8.9%），持仓天数–数周",
"one_liner": "波段做空 META：理想入场 $543.81–$557.62，止损 $581.98，目标 $496.72（约 +8.9%），持仓天数–数周",
"edge_type": "Relative Weakness",
"advisory": true,
"label": "长线 · Swing Trade",
"separate_from_intraday": true
}
},
"edges": {
"macro_edge": {
"edge": "YES",
"why": "今日有重大催化剂（含地缘/突发）：Geopolitical Risk、Oil Selloff、Trade Policy",
"catalyst": "Geopolitical Risk、Oil Selloff、Trade Policy"
},
"index_edge": {
"edge": "YES",
"why": "QQQ 盘前/开盘 +4.51%"
},
"sector_edge": {
"edge": "YES",
"why": "SMH 领先 QQQ +5.47%",
"sector": "Semiconductor"
},
"stock_edge": {
"edge": "NO",
"why": "无单票 RS+新闻+量能共振"
},
"advisory": "ADVISORY — 不构成投资建议"
},
"trade_candidates": [
{
"symbol": "ARM",
"win_prob": 66.0,
"win_prob_breakdown": {
"components": [
{
"factor": "Base",
"key": "base",
"points": 50.0
},
{
"factor": "RS",
"key": "rs",
"points": 6.0
},
{
"factor": "Trend",
"key": "trend",
"points": 10.0
}
],
"total": 66.0,
"raw_total": 66.0,
"was_clamped": false
},
"expected_return_pct": 6.33,
"expected_high": 274.81,
"expected_low": 242.09,
"expected_close": 274.81,
"current_price": 258.45,
"upside_pct": 6.33,
"downside_risk_pct": 6.33,
"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": 2.09,
"trade_action": "Small",
"trade": "Small",
"gap_pct": 3.78,
"relative_strength": 2.5,
"relative_strength_vs_smh": -2.95,
"relative_weakness_score": -0.73,
"prior_day_change_pct": 14.71,
"why_factors": [
"RS vs QQQ +2.50%",
"昨日强势 +14.7% 今日 gap 可控"
],
"why": "RS vs QQQ +2.50% · 昨日强势 +14.7% 今日 gap 可控",
"score": 21,
"news_count": 0,
"factor_breakdown": {
"relative_strength_vs_qqq": 2.5,
"relative_strength_vs_smh": -2.95,
"relative_weakness_score": -0.73,
"gap_pct": 3.78,
"beta_proxy": 1.56,
"volume_signal": false,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": -1.4,
"prior_day_change_pct": 14.71
},
"edge_type": "Sector Edge",
"score_formula_display": "final = win_prob(66%) × ER(6.3%) × rr_weight(0.5) / 100",
"rr_weight": 0.5,
"why_vs_runner_up": "ARM RS +2.5% vs MU +0.2%；ER 6.3% vs 6.1%；Win% 66 vs 60；higher beta (1.6 vs 1.1)；relative strength",
"advisory": true,
"rank": 1,
"direction": "LONG"
},
{
"symbol": "MU",
"win_prob": 60.0,
"win_prob_breakdown": {
"components": [
{
"factor": "Base",
"key": "base",
"points": 50.0
},
{
"factor": "Trend",
"key": "trend",
"points": 10.0
}
],
"total": 60.0,
"raw_total": 60.0,
"was_clamped": false
},
"expected_return_pct": 6.09,
"expected_high": 971.78,
"expected_low": 860.22,
"expected_close": 971.78,
"current_price": 916.0,
"upside_pct": 6.09,
"downside_risk_pct": 6.09,
"risk_reward": 1.0,
"rr_display": {
"reward_risk_ratio": 1.0,
"risk_reward_ratio": 1.0,
"reward_per_share": null,
"risk_per_share": null,
"label_reward_risk": "Reward/Risk 1.00",
"label_risk_reward": "Risk:Reward 1:1.00",
"display": "Reward/Risk 1.00 · Risk:Reward 1:1.00",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"final_score": 1.83,
"trade_action": "Small",
"trade": "Small",
"gap_pct": 3.17,
"relative_strength": 0.23,
"relative_strength_vs_smh": -5.22,
"relative_weakness_score": 2.9,
"prior_day_change_pct": 23.6,
"why_factors": [
"RS vs QQQ +0.23%",
"昨日强势 +23.6% 今日 gap 可控"
],
"why": "RS vs QQQ +0.23% · 昨日强势 +23.6% 今日 gap 可控",
"score": 18,
"news_count": 0,
"factor_breakdown": {
"relative_strength_vs_qqq": 0.23,
"relative_strength_vs_smh": -5.22,
"relative_weakness_score": 2.9,
"gap_pct": 3.17,
"beta_proxy": 1.05,
"volume_signal": false,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": -1.4,
"prior_day_change_pct": 23.6
},
"edge_type": "Sector Edge",
"score_formula_display": "final = win_prob(60%) × ER(6.1%) × rr_weight(0.5) / 100",
"rr_weight": 0.5,
"why_vs_runner_up": "—",
"advisory": true,
"rank": 2,
"direction": "LONG"
},
{
"symbol": "TQQQ",
"win_prob": 66.0,
"win_prob_breakdown": {
"components": [
{
"factor": "Base",
"key": "base",
"points": 50.0
},
{
"factor": "RS",
"key": "rs",
"points": 12.0
},
{
"factor": "Volume",
"key": "volume",
"points": 4.0
}
],
"total": 66.0,
"raw_total": 66.0,
"was_clamped": false
},
"expected_return_pct": 2.92,
"expected_high": 67.51,
"expected_low": 63.3,
"expected_close": 67.51,
"current_price": 65.59,
"upside_pct": 2.92,
"downside_risk_pct": 3.49,
"risk_reward": 0.84,
"rr_display": {
"reward_risk_ratio": 0.84,
"risk_reward_ratio": 1.19,
"reward_per_share": null,
"risk_per_share": null,
"label_reward_risk": "Reward/Risk 0.84",
"label_risk_reward": "Risk:Reward 1:1.19",
"display": "Reward/Risk 0.84 · Risk:Reward 1:1.19",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"final_score": 0.96,
"trade_action": "Small",
"trade": "Small",
"gap_pct": 13.85,
"relative_strength": 9.08,
"relative_strength_vs_smh": 3.63,
"relative_weakness_score": -11.26,
"prior_day_change_pct": 0.0,
"why_factors": [
"RS vs QQQ +9.08%",
"Volume 信号"
],
"why": "RS vs QQQ +9.08% · Volume 信号",
"score": 10,
"news_count": 0,
"factor_breakdown": {
"relative_strength_vs_qqq": 9.08,
"relative_strength_vs_smh": 3.63,
"relative_weakness_score": -11.26,
"gap_pct": 13.85,
"beta_proxy": 3.02,
"volume_signal": true,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": -1.4,
"prior_day_change_pct": 0.0
},
"edge_type": "Relative Strength",
"score_formula_display": "final = win_prob(66%) × ER(2.9%) × rr_weight(0.5) / 100",
"rr_weight": 0.5,
"why_vs_runner_up": "—",
"advisory": true,
"rank": 3,
"direction": "LONG"
},
{
"symbol": "SMH",
"win_prob": 66.0,
"win_prob_breakdown": {
"components": [
{
"factor": "Base",
"key": "base",
"points": 50.0
},
{
"factor": "RS",
"key": "rs",
"points": 12.0
},
{
"factor": "Volume",
"key": "volume",
"points": 4.0
}
],
"total": 66.0,
"raw_total": 66.0,
"was_clamped": false
},
"expected_return_pct": 1.9,
"expected_high": 564.93,
"expected_low": 538.9,
"expected_close": 564.93,
"current_price": 554.4,
"upside_pct": 1.9,
"downside_risk_pct": 2.8,
"risk_reward": 0.68,
"rr_display": {
"reward_risk_ratio": 0.68,
"risk_reward_ratio": 1.47,
"reward_per_share": null,
"risk_per_share": null,
"label_reward_risk": "Reward/Risk 0.68",
"label_risk_reward": "Risk:Reward 1:1.47",
"display": "Reward/Risk 0.68 · Risk:Reward 1:1.47",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"final_score": 0.63,
"trade_action": "Small",
"trade": "Small",
"gap_pct": 10.12,
"relative_strength": 5.45,
"relative_strength_vs_smh": 0.0,
"relative_weakness_score": -5.45,
"prior_day_change_pct": 0.0,
"why_factors": [
"RS vs QQQ +5.45%",
"Volume 信号"
],
"why": "RS vs QQQ +5.45% · Volume 信号",
"score": 6,
"news_count": 0,
"factor_breakdown": {
"relative_strength_vs_qqq": 5.45,
"relative_strength_vs_smh": 0.0,
"relative_weakness_score": -5.45,
"gap_pct": 10.12,
"beta_proxy": 2.21,
"volume_signal": true,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": -1.4,
"prior_day_change_pct": 0.0
},
"edge_type": "Sector Edge",
"score_formula_display": "final = win_prob(66%) × ER(1.9%) × rr_weight(0.5) / 100",
"rr_weight": 0.5,
"why_vs_runner_up": "—",
"advisory": true,
"rank": 4,
"direction": "LONG"
},
{
"symbol": "AVGO",
"win_prob": 49.0,
"win_prob_breakdown": {
"components": [
{
"factor": "Base",
"key": "base",
"points": 50.0
},
{
"factor": "RS",
"key": "rs",
"points": -16.0
},
{
"factor": "Trend",
"key": "trend",
"points": 10.0
},
{
"factor": "Gap",
"key": "gap",
"points": 5.0
}
],
"total": 49.0,
"raw_total": 49.0,
"was_clamped": false
},
"expected_return_pct": 0.87,
"expected_high": 396.59,
"expected_low": 388.73,
"expected_close": 396.07,
"current_price": 392.66,
"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": 0.21,
"trade_action": "Pass",
"trade": "Pass",
"gap_pct": 1.37,
"relative_strength": -3.26,
"relative_strength_vs_smh": -8.71,
"relative_weakness_score": 8.49,
"prior_day_change_pct": 5.99,
"why_factors": [
"RS 弱于 QQQ -3.26%",
"昨日强势 +6.0% 今日 gap 可控",
"Gap 未过度延伸",
"上行空间 <1.0%"
],
"why": "RS 弱于 QQQ -3.26% · 昨日强势 +6.0% 今日 gap 可控 · Gap 未过度延伸 · 上行空间 <1.0%",
"score": 2,
"news_count": 0,
"factor_breakdown": {
"relative_strength_vs_qqq": -3.26,
"relative_strength_vs_smh": -8.71,
"relative_weakness_score": 8.49,
"gap_pct": 1.37,
"beta_proxy": 0.28,
"volume_signal": false,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": -1.4,
"prior_day_change_pct": 5.99
},
"edge_type": "Sector Edge",
"score_formula_display": "final = win_prob(49%) × ER(0.9%) × rr_weight(0.5) / 100",
"rr_weight": 0.5,
"why_vs_runner_up": "—",
"advisory": true,
"rank": 5,
"direction": "LONG"
},
{
"symbol": "AMD",
"win_prob": 49.0,
"win_prob_breakdown": {
"components": [
{
"factor": "Base",
"key": "base",
"points": 50.0
},
{
"factor": "RS",
"key": "rs",
"points": -6.0
},
{
"factor": "Catalyst",
"key": "catalyst",
"points": 5.0
}
],
"total": 49.0,
"raw_total": 49.0,
"was_clamped": false
},
"expected_return_pct": 0.71,
"expected_high": 511.84,
"expected_low": 501.7,
"expected_close": 510.38,
"current_price": 506.77,
"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": 0.17,
"trade_action": "Pass",
"trade": "Pass",
"gap_pct": 4.11,
"relative_strength": -0.1,
"relative_strength_vs_smh": -5.55,
"relative_weakness_score": 3.43,
"prior_day_change_pct": 17.81,
"why_factors": [
"News 1",
"上行空间 <1.0%"
],
"why": "News 1 · 上行空间 <1.0%",
"score": 2,
"news_count": 1,
"factor_breakdown": {
"relative_strength_vs_qqq": -0.1,
"relative_strength_vs_smh": -5.55,
"relative_weakness_score": 3.43,
"gap_pct": 4.11,
"beta_proxy": 0.98,
"volume_signal": false,
"news_count": 1,
"extended_gap_penalty": 0.0,
"vix_change_pct": -1.4,
"prior_day_change_pct": 17.81
},
"edge_type": "Sector Edge",
"score_formula_display": "final = win_prob(49%) × ER(0.7%) × rr_weight(0.5) / 100",
"rr_weight": 0.5,
"why_vs_runner_up": "—",
"advisory": true,
"rank": 6,
"direction": "LONG"
},
{
"symbol": "TSLA",
"win_prob": 60.0,
"win_prob_breakdown": {
"components": [
{
"factor": "Base",
"key": "base",
"points": 50.0
},
{
"factor": "RS",
"key": "rs",
"points": 6.0
},
{
"factor": "Volume",
"key": "volume",
"points": 4.0
}
],
"total": 60.0,
"raw_total": 60.0,
"was_clamped": false
},
"expected_return_pct": 0.54,
"expected_high": 314.52,
"expected_low": 308.85,
"expected_close": 314.52,
"current_price": 312.83,
"upside_pct": 0.54,
"downside_risk_pct": 1.27,
"risk_reward": 0.43,
"rr_display": {
"reward_risk_ratio": 0.43,
"risk_reward_ratio": 2.33,
"reward_per_share": null,
"risk_per_share": null,
"label_reward_risk": "Reward/Risk 0.43",
"label_risk_reward": "Risk:Reward 1:2.33",
"display": "Reward/Risk 0.43 · Risk:Reward 1:2.33",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"final_score": 0.16,
"trade_action": "Pass",
"trade": "Pass",
"gap_pct": 5.87,
"relative_strength": 0.36,
"relative_strength_vs_smh": -5.09,
"relative_weakness_score": 2.69,
"prior_day_change_pct": 0.0,
"why_factors": [
"RS vs QQQ +0.36%",
"Volume 信号",
"上行空间 <1.0%"
],
"why": "RS vs QQQ +0.36% · Volume 信号 · 上行空间 <1.0%",
"score": 2,
"news_count": 0,
"factor_breakdown": {
"relative_strength_vs_qqq": 0.36,
"relative_strength_vs_smh": -5.09,
"relative_weakness_score": 2.69,
"gap_pct": 5.87,
"beta_proxy": 1.08,
"volume_signal": true,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": -1.4,
"prior_day_change_pct": 0.0
},
"edge_type": "Range",
"score_formula_display": "final = win_prob(60%) × ER(0.5%) × rr_weight(0.5) / 100",
"rr_weight": 0.5,
"why_vs_runner_up": "—",
"advisory": true,
"rank": 7,
"direction": "LONG"
},
{
"symbol": "QQQ",
"win_prob": 54.0,
"win_prob_breakdown": {
"components": [
{
"factor": "Base",
"key": "base",
"points": 50.0
},
{
"factor": "Volume",
"key": "volume",
"points": 4.0
}
],
"total": 54.0,
"raw_total": 54.0,
"was_clamped": false
},
"expected_return_pct": 0.37,
"expected_high": 694.97,
"expected_low": 683.55,
"expected_close": 694.04,
"current_price": 691.51,
"upside_pct": 0.5,
"downside_risk_pct": 1.15,
"risk_reward": 0.43,
"rr_display": {
"reward_risk_ratio": 0.43,
"risk_reward_ratio": 2.33,
"reward_per_share": null,
"risk_per_share": null,
"label_reward_risk": "Reward/Risk 0.43",
"label_risk_reward": "Risk:Reward 1:2.33",
"display": "Reward/Risk 0.43 · Risk:Reward 1:2.33",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"final_score": 0.1,
"trade_action": "Pass",
"trade": "Pass",
"gap_pct": 4.57,
"relative_strength": 0.0,
"relative_strength_vs_smh": -5.45,
"relative_weakness_score": 3.27,
"prior_day_change_pct": 0.0,
"why_factors": [
"Volume 信号",
"上行空间 <1.0%"
],
"why": "Volume 信号 · 上行空间 <1.0%",
"score": 1,
"news_count": 0,
"factor_breakdown": {
"relative_strength_vs_qqq": 0.0,
"relative_strength_vs_smh": -5.45,
"relative_weakness_score": 3.27,
"gap_pct": 4.57,
"beta_proxy": 1.0,
"volume_signal": true,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": -1.4,
"prior_day_change_pct": 0.0
},
"edge_type": "Index Edge",
"score_formula_display": "final = win_prob(54%) × ER(0.4%) × rr_weight(0.5) / 100",
"rr_weight": 0.5,
"why_vs_runner_up": "—",
"advisory": true,
"rank": 8,
"direction": "LONG"
},
{
"symbol": "SPY",
"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": -0.3,
"expected_high": 748.43,
"expected_low": 738.75,
"expected_close": 742.47,
"current_price": 744.71,
"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": 0.0,
"trade_action": "Pass",
"trade": "Pass",
"gap_pct": 2.27,
"relative_strength": -2.41,
"relative_strength_vs_smh": -7.86,
"relative_weakness_score": 7.13,
"prior_day_change_pct": 0.0,
"why_factors": [
"RS 弱于 QQQ -2.41%",
"Volume 信号",
"上行空间 <1.0%"
],
"why": "RS 弱于 QQQ -2.41% · Volume 信号 · 上行空间 <1.0%",
"score": 0,
"news_count": 0,
"factor_breakdown": {
"relative_strength_vs_qqq": -2.41,
"relative_strength_vs_smh": -7.86,
"relative_weakness_score": 7.13,
"gap_pct": 2.27,
"beta_proxy": 0.46,
"volume_signal": true,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": -1.4,
"prior_day_change_pct": 0.0
},
"edge_type": "Relative Weakness",
"score_formula_display": "final = win_prob(44%) × ER(-0.3%) × rr_weight(0.5) / 100",
"rr_weight": 0.5,
"why_vs_runner_up": "—",
"advisory": true,
"rank": 9,
"direction": "LONG"
},
{
"symbol": "NVDA",
"win_prob": 43.0,
"win_prob_breakdown": {
"components": [
{
"factor": "Base",
"key": "base",
"points": 50.0
},
{
"factor": "RS",
"key": "rs",
"points": -16.0
},
{
"factor": "Catalyst",
"key": "catalyst",
"points": 5.0
},
{
"factor": "Volume",
"key": "volume",
"points": 4.0
}
],
"total": 43.0,
"raw_total": 43.0,
"was_clamped": false
},
"expected_return_pct": -0.47,
"expected_high": 198.52,
"expected_low": 195.04,
"expected_close": 196.6,
"current_price": 197.53,
"upside_pct": 0.5,
"downside_risk_pct": 1.26,
"risk_reward": 0.4,
"rr_display": {
"reward_risk_ratio": 0.4,
"risk_reward_ratio": 2.5,
"reward_per_share": null,
"risk_per_share": null,
"label_reward_risk": "Reward/Risk 0.40",
"label_risk_reward": "Risk:Reward 1:2.50",
"display": "Reward/Risk 0.40 · Risk:Reward 1:2.50",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"final_score": 0.0,
"trade_action": "Pass",
"trade": "Pass",
"gap_pct": 4.46,
"relative_strength": -0.54,
"relative_strength_vs_smh": -5.99,
"relative_weakness_score": 4.13,
"prior_day_change_pct": 0.0,
"why_factors": [
"RS 弱于 QQQ -0.54%",
"News 5",
"Volume 信号",
"上行空间 <1.0%"
],
"why": "RS 弱于 QQQ -0.54% · News 5 · Volume 信号 · 上行空间 <1.0%",
"score": 0,
"news_count": 5,
"factor_breakdown": {
"relative_strength_vs_qqq": -0.54,
"relative_strength_vs_smh": -5.99,
"relative_weakness_score": 4.13,
"gap_pct": 4.46,
"beta_proxy": 0.88,
"volume_signal": true,
"news_count": 5,
"extended_gap_penalty": 0.0,
"vix_change_pct": -1.4,
"prior_day_change_pct": 0.0
},
"edge_type": "Sector Edge",
"score_formula_display": "final = win_prob(43%) × ER(-0.5%) × rr_weight(0.5) / 100",
"rr_weight": 0.5,
"why_vs_runner_up": "—",
"advisory": true,
"rank": 10,
"direction": "LONG"
},
{
"symbol": "META",
"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": -2.84,
"expected_high": 546.53,
"expected_low": 528.39,
"expected_close": 528.39,
"current_price": 543.81,
"upside_pct": 0.5,
"downside_risk_pct": 2.84,
"risk_reward": 0.18,
"rr_display": {
"reward_risk_ratio": 0.18,
"risk_reward_ratio": 5.56,
"reward_per_share": null,
"risk_per_share": null,
"label_reward_risk": "Reward/Risk 0.18",
"label_risk_reward": "Risk:Reward 1:5.56",
"display": "Reward/Risk 0.18 · Risk:Reward 1:5.56",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"final_score": 0.0,
"trade_action": "Pass",
"trade": "Pass",
"gap_pct": -6.35,
"relative_strength": -11.64,
"relative_strength_vs_smh": -17.09,
"relative_weakness_score": 21.89,
"prior_day_change_pct": 0.0,
"why_factors": [
"RS 弱于 QQQ -11.64%",
"Volume 信号",
"上行空间 <1.0%"
],
"why": "RS 弱于 QQQ -11.64% · Volume 信号 · 上行空间 <1.0%",
"score": 0,
"news_count": 0,
"factor_breakdown": {
"relative_strength_vs_qqq": -11.64,
"relative_strength_vs_smh": -17.09,
"relative_weakness_score": 21.89,
"gap_pct": -6.35,
"beta_proxy": -1.59,
"volume_signal": true,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": -1.4,
"prior_day_change_pct": 0.0
},
"edge_type": "Relative Weakness",
"score_formula_display": "final = win_prob(44%) × ER(-2.8%) × 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": true,
"action": "Hold"
},
"s7": {
"actual_driver": "AI/Semiconductor",
"attribution": {
"ai": 0.876,
"bond": 0.049,
"oil": 0.0,
"macro": 0.026,
"other": 0.05,
"splits": {}
}
}
},
"trade_plan": {},
"actual": {},
"attribution": {
"ai": 0.876,
"bond": 0.049,
"oil": 0.0,
"macro": 0.026,
"other": 0.05,
"splits": {}
},
"labels": {
"actual_driver": "AI/Semiconductor",
"agent_driver": "Geopolitical Risk",
"agent_driver_type": "Political",
"corrected_driver_from_verify": null,
"driver_splits": {},
"hypothesis_correct": "部分对",
"scenario_primary": "A",
"scenario_actual": "A",
"scenario_correct": true,
"trade_recommendation": "ARM",
"trade_direction": "LONG",
"primary_symbol": "ARM",
"predicted_return_pct": 7.3,
"prediction_error_pct": null
},
"surprise": "Bond mattered less than expected despite 10Y=4.67%; AI/Semiconductor dominated more than typical day",
"lesson": "AI Expansion Regime 下，单日 SMH/NVDA 抛售可压过 Macro 利好，指数分化（Dow+ / QQQ-）比「大盘涨跌」更有信息量",
"playbook_refs": [
"Case-21"
],
"bayesian_drivers": {
"AI": 1.0,
"Bond": 0.0,
"Macro": 0.0,
"Oil": 0.0,
"Risk": 0.0
},
"data_gaps": []
}