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 25
H-2026-08-06-001Surprise：No major surprises vs typical driver mix
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": "2026-08-06",
"features": {
"dgs10": 4.63,
"dgs2": null,
"vix": 15.95,
"vix_chg": 0.89,
"qqq_chg": -1.11,
"smh_chg": -0.7,
"nvda_chg": 3.15,
"spy_chg": 0.0,
"oil_chg": 0.0,
"dxy_chg": 0.05,
"breadth_proxy": 0.5714285714285714,
"qqq_gap": -1.22,
"news_headline_count": 22,
"news_bearish_ratio": 0.4,
"news_ai_mentions": 29,
"news_macro_mentions": 1,
"news_oil_mentions": 0,
"news_risk_mentions": 1
},
"regime": {
"label": "AI Expansion",
"confidence": 0.82
},
"hypothesis": {
"id": "H-2026-08-06-001",
"statement": "弱 NFP 能否抵消 AI 抛售？（Macro 利率利好 vs 半导体风险）",
"evidence": [
"VIX=15.9 (low fear)"
],
"counter_evidence": [],
"confidence": 0.78,
"status": "待验证"
},
"morning": {
"bias": "Neutral",
"total": -1,
"driver_type": "Political",
"daily_driver": "Trade Policy",
"best_opportunity": {
"direction": "SHORT",
"symbol": "AMD",
"instrument": "Stock",
"horizon": "Intraday",
"confidence": 69,
"confidence_stars": "★★★☆☆",
"entry": "Below 472.5 (ORB低点)",
"entry_source": "orb_low",
"entry_price": 472.47,
"stop": "480.0 (ORB高点)",
"stop_source": "orb_high",
"stop_price": 480.0,
"target": "465.1 (预期收盘)",
"target_source": "expected_close",
"target_price": 465.09,
"target_action": "买入/平空仓",
"targets": [
"465.1 (预期收盘)"
],
"duration": "Intraday",
"why": [
"RS弱于QQQ -6.41%",
"RS弱于SMH -6.97%",
"News 1 (利空做空)",
"Volume 信号"
],
"why_chain": "RS弱于QQQ -6.41% · RS弱于SMH -6.97% · News 1 (利空做空) · Volume 信号",
"why_vs_runner_up": "AMD RS -6.4% vs MU -2.7%；ER 2.7% vs 1.2%；higher beta (5.6 vs 3.0)；relative weakness play",
"factor_breakdown": {
"relative_strength_vs_qqq": -6.41,
"relative_strength_vs_smh": -6.97,
"relative_weakness_score": 10.59,
"gap_pct": -7.79,
"beta_proxy": 5.64,
"volume_signal": true,
"news_count": 1,
"extended_gap_penalty": 0.0,
"vix_change_pct": 0.89,
"prior_day_change_pct": 0.0
},
"edge_type": "Stock Edge",
"score_formula_display": "final = win_prob(69%) × ER(2.7%) × rr_weight(0.5) / 100",
"win_prob": 69.0,
"win_prob_breakdown": {
"components": [
{
"factor": "Base",
"key": "base",
"points": 50.0
},
{
"factor": "RS",
"key": "rs",
"points": 20.0
},
{
"factor": "Catalyst",
"key": "catalyst",
"points": -5.0
},
{
"factor": "Volume",
"key": "volume",
"points": 4.0
}
],
"total": 69.0,
"raw_total": 69.0,
"was_clamped": false
},
"expected_return_pct": 1.56,
"expected_move": "+1.56%",
"return_calculation": "(472.47-465.09)/472.47=1.56%",
"trade_summary_cn": "做空 AMD：在 472.47 附近入场，目标 465.09，预期 +1.56%",
"risk_reward": 0.98,
"rr_display": {
"reward_risk_ratio": 0.98,
"risk_reward_ratio": 1.02,
"reward_per_share": 7.38,
"risk_per_share": 7.53,
"label_reward_risk": "Reward/Risk 0.98",
"label_risk_reward": "Risk:Reward 1:1.02",
"display": "Reward/Risk 0.98 · Risk:Reward 1:1.02",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"entry_zone": {
"low": 471.05,
"high": 473.89,
"mid": 472.47,
"anchors": [
{
"source": "orb_low",
"label": "ORB低点",
"price": 472.47
}
],
"display": "Entry Zone 471–474",
"entry_source": "orb_low",
"tolerance_pct": 0.3
},
"rank_summary": "AMD ranked #1 because weakest RS",
"win_prob_source": "rules",
"calibration": {
"calibrated_win_prob": 69.0,
"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": 35.85,
"win_scenario_usd": 95.94,
"loss_scenario_usd": 97.89,
"win_prob_pct": 69.0,
"display": "EV $+36 (win +$96 @ 69.0% · loss -$98)"
},
"final_score": 0.95,
"level_anchors": {
"vwap": 476.69,
"orb_high": 480.0,
"orb_low": 472.47,
"prev_high": 518.58,
"prev_low": 518.58,
"prior_close": 518.58,
"orb_from_minute": true
},
"level_reasons": {
"entry": {
"price": 472.47,
"source": "orb_low",
"confidence": 77,
"reasons": [
{
"source": "orb_low",
"label": "ORB Low",
"price": 472.47,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
},
"stop": {
"price": 480.0,
"source": "orb_high",
"confidence": 77,
"reasons": [
{
"source": "orb_high",
"label": "ORB High",
"price": 480.0,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
},
"target": {
"price": 465.09,
"source": "expected_close",
"confidence": 77,
"reasons": [
{
"source": "expected_close",
"label": "Expected Close",
"price": 465.09,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
}
},
"trade_economics": {
"account_size": 10000.0,
"risk_pct": 1.0,
"position_pct": 61.4,
"shares": 13,
"contracts": 1,
"max_loss_usd": 97.89,
"win_usd": 95.94,
"loss_usd": 97.89,
"expected_value_usd": 35.85,
"risk_per_share": 7.53,
"reward_per_share": 7.38,
"rr_display": {
"reward_risk_ratio": 0.98,
"risk_reward_ratio": 1.02,
"reward_per_share": 7.38,
"risk_per_share": 7.53,
"label_reward_risk": "Reward/Risk 0.98",
"label_risk_reward": "Risk:Reward 1:1.02",
"display": "Reward/Risk 0.98 · Risk:Reward 1:1.02",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"size_label": "Small",
"display": "$10,000 → Win +$96 / Loss -$98"
},
"position_sizing": {
"risk_pct": 1.0,
"position_pct": 61.4,
"contracts": 1,
"shares": 13,
"max_loss_usd": 97.89,
"size_label": "Small",
"display": "Risk 1.0% → Position 61.4% → 1 unit(s) → Max Loss $97.89"
},
"why_wins_today": [
{
"rank": 1,
"dimension": "relative_strength",
"label": "Highest Relative Strength",
"primary_value": -6.41,
"runner_up_value": 6.07,
"wins": true
}
],
"why_not_alternatives": [
{
"symbol": "MU",
"rank": 2,
"reasons": [
"Win% 69 vs 74",
"ER 1.6% vs 1.2%",
"Score 0.95 vs 0.43",
"RS -6.4% vs -2.7%",
"R:R 0.98 vs 0.27",
"Tradeable (Small) vs Pass"
],
"summary": "Why AMD over MU: Win% 69 vs 74 · ER 1.6% vs 1.2% · Score 0.95 vs 0.43 · RS -6.4% vs -2.7% · R:R 0.98 vs 0.27 · Tradeable (Small) vs Pass"
},
{
"symbol": "ARM",
"rank": 3,
"reasons": [
"Win% 69 vs 74",
"ER 1.6% vs 0.7%",
"Score 0.95 vs 0.3",
"RS -6.4% vs -1.3%",
"Tradeable (Small) vs Pass"
],
"summary": "Why AMD over ARM: Win% 69 vs 74 · ER 1.6% vs 0.7% · Score 0.95 vs 0.3 · RS -6.4% vs -1.3% · Tradeable (Small) vs Pass"
},
{
"symbol": "GOOGL",
"rank": 4,
"reasons": [
"Win% 69 vs 66",
"ER 1.6% vs 0.9%",
"Score 0.95 vs 0.29",
"RS -6.4% vs -3.0%",
"Tradeable (Small) vs Pass"
],
"summary": "Why AMD over GOOGL: Win% 69 vs 66 · ER 1.6% vs 0.9% · Score 0.95 vs 0.29 · RS -6.4% vs -3.0% · Tradeable (Small) vs Pass"
},
{
"symbol": "TQQQ",
"rank": 5,
"reasons": [
"Win% 69 vs 48",
"ER 1.6% vs 0.8%",
"Score 0.95 vs 0.19",
"RS -6.4% vs -2.6%",
"R:R 0.98 vs 0.56",
"Tradeable (Small) vs Pass"
],
"summary": "Why AMD over TQQQ: Win% 69 vs 48 · ER 1.6% vs 0.8% · Score 0.95 vs 0.19 · RS -6.4% vs -2.6% · R:R 0.98 vs 0.56 · Tradeable (Small) vs Pass"
},
{
"symbol": "TSLA",
"rank": 6,
"reasons": [
"Win% 69 vs 60",
"ER 1.6% vs 0.2%",
"Score 0.95 vs 0.1",
"RS -6.4% vs -0.3%",
"Tradeable (Small) vs Pass"
],
"summary": "Why AMD over TSLA: Win% 69 vs 60 · ER 1.6% vs 0.2% · Score 0.95 vs 0.1 · RS -6.4% vs -0.3% · Tradeable (Small) vs Pass"
}
],
"avoid": [],
"one_liner": "做空 AMD：在 472.47 附近入场，目标 465.09，预期 +1.56%",
"p16_gate": "No Trade",
"advisory": true
},
"best_trades": {
"primary": {
"rank": 1,
"symbol": "AMD",
"direction": "SHORT",
"instrument": "Stock",
"horizon": "Intraday",
"confidence": 69,
"confidence_stars": "★★★☆☆",
"expected_move": "+1.56%",
"expected_return_pct": 1.56,
"win_prob": 69.0,
"win_prob_breakdown": {
"components": [
{
"factor": "Base",
"key": "base",
"points": 50.0
},
{
"factor": "RS",
"key": "rs",
"points": 20.0
},
{
"factor": "Catalyst",
"key": "catalyst",
"points": -5.0
},
{
"factor": "Volume",
"key": "volume",
"points": 4.0
}
],
"total": 69.0,
"raw_total": 69.0,
"was_clamped": false
},
"risk_reward": 0.98,
"final_score": 0.95,
"trade_action": "Small",
"relative_strength": -6.41,
"entry": "Below 472.5 (ORB低点)",
"entry_source": "orb_low",
"entry_price": 472.47,
"entry_zone": {
"low": 471.05,
"high": 473.89,
"mid": 472.47,
"anchors": [
{
"source": "orb_low",
"label": "ORB低点",
"price": 472.47
}
],
"display": "Entry Zone 471–474",
"entry_source": "orb_low",
"tolerance_pct": 0.3
},
"stop": "480.0 (ORB高点)",
"stop_source": "orb_high",
"stop_price": 480.0,
"target": "465.1 (预期收盘)",
"target_source": "expected_close",
"target_price": 465.09,
"targets": [
"465.1 (预期收盘)"
],
"level_anchors": {
"vwap": 476.69,
"orb_high": 480.0,
"orb_low": 472.47,
"prev_high": 518.58,
"prev_low": 518.58,
"prior_close": 518.58,
"orb_from_minute": true
},
"levels_valid": true,
"why": [
"RS弱于QQQ -6.41%",
"RS弱于SMH -6.97%",
"News 1 (利空做空)",
"Volume 信号"
],
"why_chain": "RS弱于QQQ -6.41% · RS弱于SMH -6.97% · News 1 (利空做空) · Volume 信号",
"why_vs_runner_up": "AMD RS -6.4% vs MU -2.7%；ER 2.7% vs 1.2%；higher beta (5.6 vs 3.0)；relative weakness play",
"factor_breakdown": {
"relative_strength_vs_qqq": -6.41,
"relative_strength_vs_smh": -6.97,
"relative_weakness_score": 10.59,
"gap_pct": -7.79,
"beta_proxy": 5.64,
"volume_signal": true,
"news_count": 1,
"extended_gap_penalty": 0.0,
"vix_change_pct": 0.89,
"prior_day_change_pct": 0.0
},
"edge_type": "Stock Edge",
"score_formula_display": "final = win_prob(69%) × ER(2.7%) × rr_weight(0.5) / 100",
"expected_high": 491.31,
"expected_low": 465.09,
"expected_close": 465.09,
"current_price": 478.2,
"upside_pct": 2.74,
"downside_risk_pct": 2.74,
"why_factors": [
"RS弱于QQQ -6.41%",
"RS弱于SMH -6.97%",
"News 1 (利空做空)",
"Volume 信号"
],
"why_today": "RS弱于QQQ -6.41% · RS弱于SMH -6.97% · News 1 (利空做空) · Volume 信号",
"gap_pct": -7.79,
"rr_display": {
"reward_risk_ratio": 0.98,
"risk_reward_ratio": 1.02,
"reward_per_share": 7.38,
"risk_per_share": 7.53,
"label_reward_risk": "Reward/Risk 0.98",
"label_risk_reward": "Risk:Reward 1:1.02",
"display": "Reward/Risk 0.98 · Risk:Reward 1:1.02",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"catalyst": "Trade Policy",
"invalidation": "Close above stop $480.0",
"advisory": true,
"level_reasons": {
"entry": {
"price": 472.47,
"source": "orb_low",
"confidence": 77,
"reasons": [
{
"source": "orb_low",
"label": "ORB Low",
"price": 472.47,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
},
"stop": {
"price": 480.0,
"source": "orb_high",
"confidence": 77,
"reasons": [
{
"source": "orb_high",
"label": "ORB High",
"price": 480.0,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
},
"target": {
"price": 465.09,
"source": "expected_close",
"confidence": 77,
"reasons": [
{
"source": "expected_close",
"label": "Expected Close",
"price": 465.09,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
}
},
"return_calculation": "(472.47-465.09)/472.47=1.56%",
"heuristic_expected_return_pct": 2.74,
"target_action": "买入/平空仓",
"trade_summary_cn": "做空 AMD：在 472.47 附近入场，目标 465.09，预期 +1.56%",
"expected_r": 0.3662,
"rr_below_hard_min": true,
"trade_economics": {
"account_size": 10000.0,
"risk_pct": 1.0,
"position_pct": 61.4,
"shares": 13,
"contracts": 1,
"max_loss_usd": 97.89,
"win_usd": 95.94,
"loss_usd": 97.89,
"expected_value_usd": 35.85,
"risk_per_share": 7.53,
"reward_per_share": 7.38,
"rr_display": {
"reward_risk_ratio": 0.98,
"risk_reward_ratio": 1.02,
"reward_per_share": 7.38,
"risk_per_share": 7.53,
"label_reward_risk": "Reward/Risk 0.98",
"label_risk_reward": "Risk:Reward 1:1.02",
"display": "Reward/Risk 0.98 · Risk:Reward 1:1.02",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"size_label": "Small",
"display": "$10,000 → Win +$96 / Loss -$98"
},
"position_sizing": {
"risk_pct": 1.0,
"position_pct": 61.4,
"contracts": 1,
"shares": 13,
"max_loss_usd": 97.89,
"size_label": "Small",
"display": "Risk 1.0% → Position 61.4% → 1 unit(s) → Max Loss $97.89"
},
"why_wins_today": [
{
"rank": 1,
"dimension": "relative_strength",
"label": "Highest Relative Strength",
"primary_value": -6.41,
"runner_up_value": 6.07,
"wins": true
}
],
"why_not_alternatives": [
{
"symbol": "MU",
"rank": 2,
"reasons": [
"Win% 69 vs 74",
"ER 1.6% vs 1.2%",
"Score 0.95 vs 0.43",
"RS -6.4% vs -2.7%",
"R:R 0.98 vs 0.27",
"Tradeable (Small) vs Pass"
],
"summary": "Why AMD over MU: Win% 69 vs 74 · ER 1.6% vs 1.2% · Score 0.95 vs 0.43 · RS -6.4% vs -2.7% · R:R 0.98 vs 0.27 · Tradeable (Small) vs Pass"
},
{
"symbol": "ARM",
"rank": 3,
"reasons": [
"Win% 69 vs 74",
"ER 1.6% vs 0.7%",
"Score 0.95 vs 0.3",
"RS -6.4% vs -1.3%",
"Tradeable (Small) vs Pass"
],
"summary": "Why AMD over ARM: Win% 69 vs 74 · ER 1.6% vs 0.7% · Score 0.95 vs 0.3 · RS -6.4% vs -1.3% · Tradeable (Small) vs Pass"
},
{
"symbol": "GOOGL",
"rank": 4,
"reasons": [
"Win% 69 vs 66",
"ER 1.6% vs 0.9%",
"Score 0.95 vs 0.29",
"RS -6.4% vs -3.0%",
"Tradeable (Small) vs Pass"
],
"summary": "Why AMD over GOOGL: Win% 69 vs 66 · ER 1.6% vs 0.9% · Score 0.95 vs 0.29 · RS -6.4% vs -3.0% · Tradeable (Small) vs Pass"
},
{
"symbol": "TQQQ",
"rank": 5,
"reasons": [
"Win% 69 vs 48",
"ER 1.6% vs 0.8%",
"Score 0.95 vs 0.19",
"RS -6.4% vs -2.6%",
"R:R 0.98 vs 0.56",
"Tradeable (Small) vs Pass"
],
"summary": "Why AMD over TQQQ: Win% 69 vs 48 · ER 1.6% vs 0.8% · Score 0.95 vs 0.19 · RS -6.4% vs -2.6% · R:R 0.98 vs 0.56 · Tradeable (Small) vs Pass"
},
{
"symbol": "TSLA",
"rank": 6,
"reasons": [
"Win% 69 vs 60",
"ER 1.6% vs 0.2%",
"Score 0.95 vs 0.1",
"RS -6.4% vs -0.3%",
"Tradeable (Small) vs Pass"
],
"summary": "Why AMD over TSLA: Win% 69 vs 60 · ER 1.6% vs 0.2% · Score 0.95 vs 0.1 · RS -6.4% vs -0.3% · Tradeable (Small) vs Pass"
}
],
"rank_summary": "AMD ranked #1 because weakest RS",
"win_prob_source": "rules",
"calibration": {
"calibrated_win_prob": 69.0,
"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": 35.85,
"win_scenario_usd": 95.94,
"loss_scenario_usd": 97.89,
"win_prob_pct": 69.0,
"display": "EV $+36 (win +$96 @ 69.0% · loss -$98)"
},
"entry_status": {
"current_price": 478.2,
"ideal_entry": 472.47,
"distance_pct": -1.21,
"remaining_er_pct": 2.74,
"live_expected_return_pct": 2.74,
"new_plan": null,
"alternate_entry": null,
"advisory": true,
"advisory_tag": "ADVISORY — 不构成投资建议",
"zone_low": 471.05,
"zone_high": 473.89,
"miss_threshold_pct": 1.0,
"status": "PREMARKET",
"status_reason": "Premarket Ideal Entry — plan not yet live",
"action_hint": "Entry still valid"
}
},
"secondary": null,
"watchlist": null,
"index_trade": "NO TRADE",
"p16_gate": "No Trade",
"threshold_message": null,
"stock_trades": [
{
"rank": 1,
"symbol": "AMD",
"direction": "SHORT",
"confidence": 69,
"expected_move": "+1.56%",
"why": "RS弱于QQQ -6.41% · RS弱于SMH -6.97% · News 1 (利空做空) · Volume 信号"
}
],
"top_trades": [
{
"rank": 1,
"symbol": "AMD",
"direction": "SHORT",
"instrument": "Stock",
"horizon": "Intraday",
"confidence": 69,
"confidence_stars": "★★★☆☆",
"expected_move": "+1.56%",
"expected_return_pct": 1.56,
"win_prob": 69.0,
"win_prob_breakdown": {
"components": [
{
"factor": "Base",
"key": "base",
"points": 50.0
},
{
"factor": "RS",
"key": "rs",
"points": 20.0
},
{
"factor": "Catalyst",
"key": "catalyst",
"points": -5.0
},
{
"factor": "Volume",
"key": "volume",
"points": 4.0
}
],
"total": 69.0,
"raw_total": 69.0,
"was_clamped": false
},
"risk_reward": 0.98,
"final_score": 0.95,
"trade_action": "Small",
"relative_strength": -6.41,
"entry": "Below 472.5 (ORB低点)",
"entry_source": "orb_low",
"entry_price": 472.47,
"entry_zone": {
"low": 471.05,
"high": 473.89,
"mid": 472.47,
"anchors": [
{
"source": "orb_low",
"label": "ORB低点",
"price": 472.47
}
],
"display": "Entry Zone 471–474",
"entry_source": "orb_low",
"tolerance_pct": 0.3
},
"stop": "480.0 (ORB高点)",
"stop_source": "orb_high",
"stop_price": 480.0,
"target": "465.1 (预期收盘)",
"target_source": "expected_close",
"target_price": 465.09,
"targets": [
"465.1 (预期收盘)"
],
"level_anchors": {
"vwap": 476.69,
"orb_high": 480.0,
"orb_low": 472.47,
"prev_high": 518.58,
"prev_low": 518.58,
"prior_close": 518.58,
"orb_from_minute": true
},
"levels_valid": true,
"why": [
"RS弱于QQQ -6.41%",
"RS弱于SMH -6.97%",
"News 1 (利空做空)",
"Volume 信号"
],
"why_chain": "RS弱于QQQ -6.41% · RS弱于SMH -6.97% · News 1 (利空做空) · Volume 信号",
"why_vs_runner_up": "AMD RS -6.4% vs MU -2.7%；ER 2.7% vs 1.2%；higher beta (5.6 vs 3.0)；relative weakness play",
"factor_breakdown": {
"relative_strength_vs_qqq": -6.41,
"relative_strength_vs_smh": -6.97,
"relative_weakness_score": 10.59,
"gap_pct": -7.79,
"beta_proxy": 5.64,
"volume_signal": true,
"news_count": 1,
"extended_gap_penalty": 0.0,
"vix_change_pct": 0.89,
"prior_day_change_pct": 0.0
},
"edge_type": "Stock Edge",
"score_formula_display": "final = win_prob(69%) × ER(2.7%) × rr_weight(0.5) / 100",
"expected_high": 491.31,
"expected_low": 465.09,
"expected_close": 465.09,
"current_price": 478.2,
"upside_pct": 2.74,
"downside_risk_pct": 2.74,
"why_factors": [
"RS弱于QQQ -6.41%",
"RS弱于SMH -6.97%",
"News 1 (利空做空)",
"Volume 信号"
],
"why_today": "RS弱于QQQ -6.41% · RS弱于SMH -6.97% · News 1 (利空做空) · Volume 信号",
"gap_pct": -7.79,
"rr_display": {
"reward_risk_ratio": 0.98,
"risk_reward_ratio": 1.02,
"reward_per_share": 7.38,
"risk_per_share": 7.53,
"label_reward_risk": "Reward/Risk 0.98",
"label_risk_reward": "Risk:Reward 1:1.02",
"display": "Reward/Risk 0.98 · Risk:Reward 1:1.02",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"catalyst": "Trade Policy",
"invalidation": "Close above stop $480.0",
"advisory": true,
"level_reasons": {
"entry": {
"price": 472.47,
"source": "orb_low",
"confidence": 77,
"reasons": [
{
"source": "orb_low",
"label": "ORB Low",
"price": 472.47,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
},
"stop": {
"price": 480.0,
"source": "orb_high",
"confidence": 77,
"reasons": [
{
"source": "orb_high",
"label": "ORB High",
"price": 480.0,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
},
"target": {
"price": 465.09,
"source": "expected_close",
"confidence": 77,
"reasons": [
{
"source": "expected_close",
"label": "Expected Close",
"price": 465.09,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
}
},
"return_calculation": "(472.47-465.09)/472.47=1.56%",
"heuristic_expected_return_pct": 2.74,
"target_action": "买入/平空仓",
"trade_summary_cn": "做空 AMD：在 472.47 附近入场，目标 465.09，预期 +1.56%",
"expected_r": 0.3662,
"rr_below_hard_min": true,
"trade_economics": {
"account_size": 10000.0,
"risk_pct": 1.0,
"position_pct": 61.4,
"shares": 13,
"contracts": 1,
"max_loss_usd": 97.89,
"win_usd": 95.94,
"loss_usd": 97.89,
"expected_value_usd": 35.85,
"risk_per_share": 7.53,
"reward_per_share": 7.38,
"rr_display": {
"reward_risk_ratio": 0.98,
"risk_reward_ratio": 1.02,
"reward_per_share": 7.38,
"risk_per_share": 7.53,
"label_reward_risk": "Reward/Risk 0.98",
"label_risk_reward": "Risk:Reward 1:1.02",
"display": "Reward/Risk 0.98 · Risk:Reward 1:1.02",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"size_label": "Small",
"display": "$10,000 → Win +$96 / Loss -$98"
},
"position_sizing": {
"risk_pct": 1.0,
"position_pct": 61.4,
"contracts": 1,
"shares": 13,
"max_loss_usd": 97.89,
"size_label": "Small",
"display": "Risk 1.0% → Position 61.4% → 1 unit(s) → Max Loss $97.89"
},
"why_wins_today": [
{
"rank": 1,
"dimension": "relative_strength",
"label": "Highest Relative Strength",
"primary_value": -6.41,
"runner_up_value": 6.07,
"wins": true
}
],
"why_not_alternatives": [
{
"symbol": "MU",
"rank": 2,
"reasons": [
"Win% 69 vs 74",
"ER 1.6% vs 1.2%",
"Score 0.95 vs 0.43",
"RS -6.4% vs -2.7%",
"R:R 0.98 vs 0.27",
"Tradeable (Small) vs Pass"
],
"summary": "Why AMD over MU: Win% 69 vs 74 · ER 1.6% vs 1.2% · Score 0.95 vs 0.43 · RS -6.4% vs -2.7% · R:R 0.98 vs 0.27 · Tradeable (Small) vs Pass"
},
{
"symbol": "ARM",
"rank": 3,
"reasons": [
"Win% 69 vs 74",
"ER 1.6% vs 0.7%",
"Score 0.95 vs 0.3",
"RS -6.4% vs -1.3%",
"Tradeable (Small) vs Pass"
],
"summary": "Why AMD over ARM: Win% 69 vs 74 · ER 1.6% vs 0.7% · Score 0.95 vs 0.3 · RS -6.4% vs -1.3% · Tradeable (Small) vs Pass"
},
{
"symbol": "GOOGL",
"rank": 4,
"reasons": [
"Win% 69 vs 66",
"ER 1.6% vs 0.9%",
"Score 0.95 vs 0.29",
"RS -6.4% vs -3.0%",
"Tradeable (Small) vs Pass"
],
"summary": "Why AMD over GOOGL: Win% 69 vs 66 · ER 1.6% vs 0.9% · Score 0.95 vs 0.29 · RS -6.4% vs -3.0% · Tradeable (Small) vs Pass"
},
{
"symbol": "TQQQ",
"rank": 5,
"reasons": [
"Win% 69 vs 48",
"ER 1.6% vs 0.8%",
"Score 0.95 vs 0.19",
"RS -6.4% vs -2.6%",
"R:R 0.98 vs 0.56",
"Tradeable (Small) vs Pass"
],
"summary": "Why AMD over TQQQ: Win% 69 vs 48 · ER 1.6% vs 0.8% · Score 0.95 vs 0.19 · RS -6.4% vs -2.6% · R:R 0.98 vs 0.56 · Tradeable (Small) vs Pass"
},
{
"symbol": "TSLA",
"rank": 6,
"reasons": [
"Win% 69 vs 60",
"ER 1.6% vs 0.2%",
"Score 0.95 vs 0.1",
"RS -6.4% vs -0.3%",
"Tradeable (Small) vs Pass"
],
"summary": "Why AMD over TSLA: Win% 69 vs 60 · ER 1.6% vs 0.2% · Score 0.95 vs 0.1 · RS -6.4% vs -0.3% · Tradeable (Small) vs Pass"
}
],
"rank_summary": "AMD ranked #1 because weakest RS",
"win_prob_source": "rules",
"calibration": {
"calibrated_win_prob": 69.0,
"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": 35.85,
"win_scenario_usd": 95.94,
"loss_scenario_usd": 97.89,
"win_prob_pct": 69.0,
"display": "EV $+36 (win +$96 @ 69.0% · loss -$98)"
},
"entry_status": {
"current_price": 478.2,
"ideal_entry": 472.47,
"distance_pct": -1.21,
"remaining_er_pct": 2.74,
"live_expected_return_pct": 2.74,
"new_plan": null,
"alternate_entry": null,
"advisory": true,
"advisory_tag": "ADVISORY — 不构成投资建议",
"zone_low": 471.05,
"zone_high": 473.89,
"miss_threshold_pct": 1.0,
"status": "PREMARKET",
"status_reason": "Premarket Ideal Entry — plan not yet live",
"action_hint": "Entry still valid"
}
}
],
"watchlist_items": [
{
"symbol": "MU",
"rank": 2,
"win_prob": 74.0,
"expected_return_pct": 1.16,
"trade_action": "Pass",
"why": "RS弱于QQQ -2.72% · RS弱于SMH -3.28% · Volume 信号 · 期望R -0.06 < 0.15（EV门禁）",
"note": "Monitor — below trade threshold"
},
{
"symbol": "ARM",
"rank": 3,
"win_prob": 74.0,
"expected_return_pct": 0.72,
"trade_action": "Pass",
"why": "RS弱于QQQ -1.33% · RS弱于SMH -1.89% · Volume 信号 · 几何上行 <1.5%（软门槛）",
"note": "Monitor — below trade threshold"
},
{
"symbol": "GOOGL",
"rank": 4,
"win_prob": 66.0,
"expected_return_pct": 0.87,
"trade_action": "Pass",
"why": "RS弱于QQQ -2.95% · Volume 信号 · 几何上行 <1.5%（软门槛）",
"note": "Monitor — below trade threshold"
},
{
"symbol": "TQQQ",
"rank": 5,
"win_prob": 48.0,
"expected_return_pct": 0.77,
"trade_action": "Pass",
"why": "RS弱于QQQ -2.64% · Volume 信号 · Geo-risk day — avoid blind TQQQ short vs escalation · 期望R -0.25 < 0.15（EV门禁）",
"note": "Monitor — below trade threshold"
},
{
"symbol": "TSLA",
"rank": 6,
"win_prob": 60.0,
"expected_return_pct": 0.2,
"trade_action": "Pass",
"why": "RS弱于QQQ -0.34% · Volume 信号 · 几何上行 <1.5%（软门槛）",
"note": "Monitor — below trade threshold"
}
],
"advisory": true,
"swing": {
"symbol": "NVDA",
"direction": "LONG",
"instrument": "Stock",
"horizon": "Swing",
"duration": "Swing (days–weeks)",
"confidence": 45,
"entry": "Near 221.2 (swing zone)",
"entry_source": "swing_zone",
"entry_price": 221.21,
"entry_zone": {
"low": 217.21,
"high": 221.87,
"mid": 221.21,
"display": "$217.21–$221.87",
"source": "swing_pullback"
},
"stop": "209.2 (1.75xATR)",
"stop_source": "1.75xATR",
"stop_price": 209.2,
"target": "237.2 (T1 ~7.2%)",
"target_source": "2xATR_or_5pct",
"target_price": 237.23,
"targets": [
{
"price": 237.23,
"label": "T1",
"pct": 7.24
},
{
"price": 245.23,
"label": "T2",
"pct": 10.86
}
],
"expected_return_pct": 7.24,
"expected_move": "+7.24%",
"risk_reward": 1.33,
"win_prob": 15.0,
"final_score": 0.0,
"swing_quality": 7.95,
"atr": 8.0079,
"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": 221.87,
"why": [
"高流动性波段标的 NVDA",
"Prior day +0.0%",
"5D momentum +15.4%",
"RS vs QQQ +6.07%",
"News/4 catalyst hints",
"Swing score 8.0"
],
"why_chain": "高流动性波段标的 NVDA · Prior day +0.0% · 5D momentum +15.4% · RS vs QQQ +6.07%",
"invalidation": "Close beyond stop $209.2 or thesis broken (trend flip / catalyst fade)",
"trade_summary_cn": "波段做多 NVDA：理想入场 $217.21–$221.87，止损 $209.2，目标 $237.23（约 +7.2%），持仓天数–数周",
"one_liner": "波段做多 NVDA：理想入场 $217.21–$221.87，止损 $209.2，目标 $237.23（约 +7.2%），持仓天数–数周",
"edge_type": "Stock Edge",
"advisory": true,
"label": "长线 · Swing Trade",
"separate_from_intraday": true
}
},
"edges": {
"macro_edge": {
"edge": "YES",
"why": "今日有重大催化剂（含地缘/突发）：Trade Policy",
"catalyst": "Trade Policy"
},
"index_edge": {
"edge": "YES",
"why": "QQQ 走弱 -1.36%（做空 edge）"
},
"sector_edge": {
"edge": "YES",
"why": "SMH 领先 QQQ +0.54%",
"sector": "Semiconductor"
},
"stock_edge": {
"edge": "YES",
"why": "NVDA RS+新闻+量能",
"symbol": "NVDA"
},
"advisory": "ADVISORY — 不构成投资建议"
},
"trade_candidates": [
{
"symbol": "AMD",
"win_prob": 69.0,
"win_prob_breakdown": {
"components": [
{
"factor": "Base",
"key": "base",
"points": 50.0
},
{
"factor": "RS",
"key": "rs",
"points": 20.0
},
{
"factor": "Catalyst",
"key": "catalyst",
"points": -5.0
},
{
"factor": "Volume",
"key": "volume",
"points": 4.0
}
],
"total": 69.0,
"raw_total": 69.0,
"was_clamped": false
},
"expected_return_pct": 2.74,
"expected_high": 491.31,
"expected_low": 465.09,
"expected_close": 465.09,
"current_price": 478.2,
"upside_pct": 2.74,
"downside_risk_pct": 2.74,
"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"
},
"expected_r": 0.38,
"final_score": 0.95,
"trade_action": "Small",
"trade": "Small",
"gap_pct": -7.79,
"relative_strength": -6.41,
"relative_strength_vs_smh": -6.97,
"relative_weakness_score": 10.59,
"prior_day_change_pct": 0.0,
"why_factors": [
"RS弱于QQQ -6.41%",
"RS弱于SMH -6.97%",
"News 1 (利空做空)",
"Volume 信号"
],
"why": "RS弱于QQQ -6.41% · RS弱于SMH -6.97% · News 1 (利空做空) · Volume 信号",
"score": 10,
"news_count": 1,
"factor_breakdown": {
"relative_strength_vs_qqq": -6.41,
"relative_strength_vs_smh": -6.97,
"relative_weakness_score": 10.59,
"gap_pct": -7.79,
"beta_proxy": 5.64,
"volume_signal": true,
"news_count": 1,
"extended_gap_penalty": 0.0,
"vix_change_pct": 0.89,
"prior_day_change_pct": 0.0
},
"edge_type": "Stock Edge",
"score_formula_display": "final = win_prob(69%) × ER(2.7%) × rr_weight(0.5) / 100",
"rr_weight": 0.5,
"why_vs_runner_up": "AMD RS -6.4% vs MU -2.7%；ER 2.7% vs 1.2%；higher beta (5.6 vs 3.0)；relative weakness play",
"advisory": true,
"rank": 1,
"direction": "SHORT"
},
{
"symbol": "MU",
"win_prob": 74.0,
"win_prob_breakdown": {
"components": [
{
"factor": "Base",
"key": "base",
"points": 50.0
},
{
"factor": "RS",
"key": "rs",
"points": 20.0
},
{
"factor": "Volume",
"key": "volume",
"points": 4.0
}
],
"total": 74.0,
"raw_total": 74.0,
"was_clamped": false
},
"expected_return_pct": 1.16,
"expected_high": 893.19,
"expected_low": 846.19,
"expected_close": 846.19,
"current_price": 856.1,
"upside_pct": 1.16,
"downside_risk_pct": 4.33,
"risk_reward": 0.27,
"rr_display": {
"reward_risk_ratio": 0.27,
"risk_reward_ratio": 3.7,
"reward_per_share": null,
"risk_per_share": null,
"label_reward_risk": "Reward/Risk 0.27",
"label_risk_reward": "Risk:Reward 1:3.70",
"display": "Reward/Risk 0.27 · Risk:Reward 1:3.70",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"expected_r": -0.0602,
"final_score": 0.43,
"trade_action": "Pass",
"trade": "Pass",
"gap_pct": -2.75,
"relative_strength": -2.72,
"relative_strength_vs_smh": -3.28,
"relative_weakness_score": 4.69,
"prior_day_change_pct": 0.0,
"why_factors": [
"RS弱于QQQ -2.72%",
"RS弱于SMH -3.28%",
"Volume 信号",
"期望R -0.06 < 0.15（EV门禁）"
],
"why": "RS弱于QQQ -2.72% · RS弱于SMH -3.28% · Volume 信号 · 期望R -0.06 < 0.15（EV门禁）",
"score": 4,
"news_count": 0,
"factor_breakdown": {
"relative_strength_vs_qqq": -2.72,
"relative_strength_vs_smh": -3.28,
"relative_weakness_score": 4.69,
"gap_pct": -2.75,
"beta_proxy": 2.97,
"volume_signal": true,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": 0.89,
"prior_day_change_pct": 0.0
},
"edge_type": "Stock Edge",
"score_formula_display": "final = win_prob(74%) × ER(1.2%) × rr_weight(0.5) / 100",
"rr_weight": 0.5,
"why_vs_runner_up": "—",
"advisory": true,
"rank": 2,
"direction": "SHORT"
},
{
"symbol": "ARM",
"win_prob": 74.0,
"win_prob_breakdown": {
"components": [
{
"factor": "Base",
"key": "base",
"points": 50.0
},
{
"factor": "RS",
"key": "rs",
"points": 20.0
},
{
"factor": "Volume",
"key": "volume",
"points": 4.0
}
],
"total": 74.0,
"raw_total": 74.0,
"was_clamped": false
},
"expected_return_pct": 0.72,
"expected_high": 274.94,
"expected_low": 270.78,
"expected_close": 270.99,
"current_price": 272.97,
"upside_pct": 0.8,
"downside_risk_pct": 0.72,
"risk_reward": 1.11,
"rr_display": {
"reward_risk_ratio": 1.11,
"risk_reward_ratio": 0.9,
"reward_per_share": null,
"risk_per_share": null,
"label_reward_risk": "Reward/Risk 1.11",
"label_risk_reward": "Risk:Reward 1:0.90",
"display": "Reward/Risk 1.11 · Risk:Reward 1:0.90",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"expected_r": 0.5614,
"final_score": 0.3,
"trade_action": "Pass",
"trade": "Pass",
"gap_pct": -2.87,
"relative_strength": -1.33,
"relative_strength_vs_smh": -1.89,
"relative_weakness_score": 2.46,
"prior_day_change_pct": 0.0,
"why_factors": [
"RS弱于QQQ -1.33%",
"RS弱于SMH -1.89%",
"Volume 信号",
"几何上行 <1.5%（软门槛）"
],
"why": "RS弱于QQQ -1.33% · RS弱于SMH -1.89% · Volume 信号 · 几何上行 <1.5%（软门槛）",
"score": 3,
"news_count": 0,
"factor_breakdown": {
"relative_strength_vs_qqq": -1.33,
"relative_strength_vs_smh": -1.89,
"relative_weakness_score": 2.46,
"gap_pct": -2.87,
"beta_proxy": 1.96,
"volume_signal": true,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": 0.89,
"prior_day_change_pct": 0.0
},
"edge_type": "Stock Edge",
"score_formula_display": "final = win_prob(74%) × ER(0.7%) × rr_weight(0.56) / 100",
"rr_weight": 0.56,
"why_vs_runner_up": "—",
"advisory": true,
"rank": 3,
"direction": "SHORT"
},
{
"symbol": "GOOGL",
"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": 0.87,
"expected_high": 364.46,
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{
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{
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},
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"action": "Hold"
},
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}
},
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},
"surprise": "No major surprises vs typical driver mix",
"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": [
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],
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"Risk": 0.0
},
"data_gaps": []
}