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 27
H-2026-08-10-001Surprise：No major surprises vs typical driver mix
Lesson：Morning Hypothesis 被 Chip/Macro 冲突推翻——复盘 P10/P15 权重
{
"date": "2026-08-10",
"features": {
"dgs10": 4.69,
"dgs2": null,
"vix": 15.45,
"vix_chg": 3.69,
"qqq_chg": 0.88,
"smh_chg": -0.22,
"nvda_chg": -0.53,
"spy_chg": 0.0,
"oil_chg": 0.0,
"dxy_chg": 0.13,
"breadth_proxy": 0.5714285714285714,
"qqq_gap": 1.59,
"news_headline_count": 34,
"news_bearish_ratio": 0.067,
"news_ai_mentions": 44,
"news_macro_mentions": 8,
"news_oil_mentions": 4,
"news_risk_mentions": 3
},
"regime": {
"label": "AI Expansion",
"confidence": 0.82
},
"hypothesis": {
"id": "H-2026-08-10-001",
"statement": "弱 NFP 能否抵消 AI 抛售？（Macro 利率利好 vs 半导体风险）",
"evidence": [
"VIX=15.4 (low fear)"
],
"counter_evidence": [],
"confidence": 0.91,
"status": "待验证"
},
"morning": {
"bias": "Bullish Bias",
"total": 4,
"driver_type": "Political",
"daily_driver": "Geopolitical Risk (Iran)",
"best_opportunity": {
"direction": "NO TRADE",
"symbol": "—",
"instrument": "—",
"horizon": "—",
"confidence": 45,
"entry": "—",
"stop": "—",
"target": "—",
"targets": [],
"duration": "—",
"why": [
"今日无任何标的达到交易阈值"
],
"why_chain": "今日无任何标的达到交易阈值",
"avoid": [],
"one_liner": "今日无任何标的达到交易阈值",
"p16_gate": "No Trade",
"threshold_message": "今日无任何标的达到交易阈值",
"advisory": true
},
"best_trades": {
"primary": null,
"secondary": null,
"watchlist": null,
"index_trade": "NO TRADE",
"p16_gate": "No Trade",
"threshold_message": "今日无任何标的达到交易阈值",
"stock_trades": [],
"top_trades": [
{
"rank": 1,
"symbol": "TQQQ",
"direction": "LONG",
"instrument": "ETF",
"horizon": "Swing",
"confidence": 66,
"confidence_stars": "★★★☆☆",
"expected_move": "+0.87%",
"expected_return_pct": 0.87,
"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": 65.04,
"final_score": 0.29,
"trade_action": "Pass",
"relative_strength": 2.49,
"entry": "Above 74.8 (现价)",
"entry_source": "current",
"entry_price": 74.76,
"entry_zone": {
"low": 74.76,
"high": 74.76,
"mid": 74.76,
"anchors": [],
"display": "Entry Zone 74.76–74.76",
"entry_source": "current",
"tolerance_pct": 0.3
},
"stop": "74.8 (ORB低点)",
"stop_source": "orb_low",
"stop_price": 74.75,
"target": "75.4 (预期收盘)",
"target_source": "expected_close",
"target_price": 75.41,
"targets": [
"75.4 (预期收盘)"
],
"level_anchors": {
"vwap": 75.23,
"orb_high": 75.6,
"orb_low": 74.75,
"prev_high": 72.03,
"prev_low": 72.03,
"prior_close": 72.03,
"orb_from_minute": true
},
"levels_valid": true,
"why": [
"RS vs QQQ +2.49%",
"Volume 信号",
"几何上行 <1.5%（软门槛）"
],
"why_chain": "RS vs QQQ +2.49% · Volume 信号 · 几何上行 <1.5%（软门槛）",
"why_vs_runner_up": "TQQQ RS +2.5% vs TSLA +2.1%；ER 0.9% vs 0.7%；higher beta (2.9 vs 2.6)；relative strength",
"factor_breakdown": {
"relative_strength_vs_qqq": 2.49,
"relative_strength_vs_smh": 1.19,
"relative_weakness_score": -3.2,
"gap_pct": 4.65,
"beta_proxy": 2.92,
"volume_signal": true,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": 3.69,
"prior_day_change_pct": 0.0
},
"edge_type": "Relative Strength",
"score_formula_display": "final = win_prob(66%) × ER(0.9%) × rr_weight(0.5) / 100",
"expected_high": 75.41,
"expected_low": 74.11,
"expected_close": 75.41,
"current_price": 74.76,
"upside_pct": 0.87,
"downside_risk_pct": 0.87,
"why_factors": [
"RS vs QQQ +2.49%",
"Volume 信号",
"几何上行 <1.5%（软门槛）"
],
"why_today": "RS vs QQQ +2.49% · Volume 信号 · 几何上行 <1.5%（软门槛）",
"gap_pct": 4.65,
"rr_display": {
"reward_risk_ratio": 65.0,
"risk_reward_ratio": 0.02,
"reward_per_share": 0.65,
"risk_per_share": 0.01,
"label_reward_risk": "Reward/Risk 65.00",
"label_risk_reward": "Risk:Reward 1:0.02",
"display": "Reward/Risk 65.00 · Risk:Reward 1:0.02",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"catalyst": "Geopolitical Risk (Iran) · Oil Selloff",
"invalidation": "Close below stop $74.75 · Geopolitical escalation invalidates mean-reversion",
"advisory": true,
"level_reasons": {
"entry": {
"price": 74.76,
"source": "current",
"confidence": 55,
"reasons": []
},
"stop": {
"price": 74.75,
"source": "orb_low",
"confidence": 77,
"reasons": [
{
"source": "orb_low",
"label": "ORB Low",
"price": 74.75,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
},
"target": {
"price": 75.41,
"source": "expected_close",
"confidence": 77,
"reasons": [
{
"source": "expected_close",
"label": "Expected Close",
"price": 75.41,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
}
},
"return_calculation": "(75.41-74.76)/74.76=0.87%",
"heuristic_expected_return_pct": 0.87,
"target_action": "卖出/获利",
"trade_summary_cn": "做多 TQQQ：在 74.76 附近入场，目标 75.41，预期 +0.87%",
"expected_r": 42.5864,
"trade_economics": {
"account_size": 10000.0,
"risk_pct": 1.0,
"position_pct": 100.0,
"shares": 9999,
"contracts": 0,
"max_loss_usd": 99.99,
"win_usd": 6499.35,
"loss_usd": 99.99,
"expected_value_usd": 4255.57,
"risk_per_share": 0.01,
"reward_per_share": 0.65,
"rr_display": {
"reward_risk_ratio": 65.0,
"risk_reward_ratio": 0.02,
"reward_per_share": 0.65,
"risk_per_share": 0.01,
"label_reward_risk": "Reward/Risk 65.00",
"label_risk_reward": "Risk:Reward 1:0.02",
"display": "Reward/Risk 65.00 · Risk:Reward 1:0.02",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"size_label": "None",
"display": "$10,000 → Win +$6499 / Loss -$100"
},
"position_sizing": {
"risk_pct": 1.0,
"position_pct": 100.0,
"contracts": 0,
"shares": 9999,
"max_loss_usd": 99.99,
"size_label": "None",
"display": "Risk 1.0% → Position 100.0% → 9999 unit(s) → Max Loss $99.99"
},
"why_wins_today": [
{
"rank": 1,
"dimension": "relative_strength",
"label": "Highest Relative Strength",
"primary_value": 2.49,
"runner_up_value": 2.07,
"wins": true
},
{
"rank": 2,
"dimension": "liquidity",
"label": "Highest Liquidity",
"primary_value": 5.0,
"runner_up_value": 5.0,
"wins": true
},
{
"rank": 3,
"dimension": "risk_reward",
"label": "Best Risk Reward",
"primary_value": 65.04,
"runner_up_value": 1.45,
"wins": true
}
],
"why_not_alternatives": [
{
"symbol": "TSLA",
"rank": 2,
"reasons": [
"ER 0.9% vs 0.7%",
"Score 0.29 vs 0.24",
"RS +2.5% vs +2.1%",
"R:R 65.04 vs 0.9"
],
"summary": "Why TQQQ over TSLA: ER 0.9% vs 0.7% · Score 0.29 vs 0.24 · RS +2.5% vs +2.1% · R:R 65.04 vs 0.9"
},
{
"symbol": "SMH",
"rank": 3,
"reasons": [
"ER 0.9% vs 0.5%",
"Score 0.29 vs 0.17",
"RS +2.5% vs +1.3%",
"R:R 65.04 vs 0.63"
],
"summary": "Why TQQQ over SMH: ER 0.9% vs 0.5% · Score 0.29 vs 0.17 · RS +2.5% vs +1.3% · R:R 65.04 vs 0.63"
},
{
"symbol": "NVDA",
"rank": 4,
"reasons": [
"Win% 66 vs 71",
"ER 0.9% vs 0.4%",
"Score 0.29 vs 0.14",
"RS +2.5% vs +1.1%",
"R:R 65.04 vs 0.62"
],
"summary": "Why TQQQ over NVDA: Win% 66 vs 71 · ER 0.9% vs 0.4% · Score 0.29 vs 0.14 · RS +2.5% vs +1.1% · R:R 65.04 vs 0.62"
},
{
"symbol": "META",
"rank": 5,
"reasons": [
"Win% 66 vs 76",
"ER 0.9% vs 0.2%",
"Score 0.29 vs 0.09",
"RS +2.5% vs +0.9%",
"R:R 65.04 vs 0.28"
],
"summary": "Why TQQQ over META: Win% 66 vs 76 · ER 0.9% vs 0.2% · Score 0.29 vs 0.09 · RS +2.5% vs +0.9% · R:R 65.04 vs 0.28"
},
{
"symbol": "AVGO",
"rank": 6,
"reasons": [
"ER 0.9% vs 0.3%",
"Score 0.29 vs 0.09",
"RS +2.5% vs +0.8%",
"R:R 65.04 vs 0.62"
],
"summary": "Why TQQQ over AVGO: ER 0.9% vs 0.3% · Score 0.29 vs 0.09 · RS +2.5% vs +0.8% · R:R 65.04 vs 0.62"
}
],
"rank_summary": "TQQQ ranked #1 because weakest RS + acceptable liquidity + 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": 4255.57,
"win_scenario_usd": 6499.35,
"loss_scenario_usd": 99.99,
"win_prob_pct": 66.0,
"display": "EV $+4256 (win +$6499 @ 66.0% · loss -$100)"
},
"entry_status": {
"current_price": 74.76,
"ideal_entry": 74.76,
"distance_pct": 0.0,
"remaining_er_pct": 0.87,
"live_expected_return_pct": 0.87,
"new_plan": null,
"alternate_entry": null,
"advisory": true,
"advisory_tag": "ADVISORY — 不构成投资建议",
"zone_low": 74.76,
"zone_high": 74.76,
"miss_threshold_pct": 1.0,
"status": "PREMARKET",
"status_reason": "Premarket Ideal Entry — plan not yet live",
"action_hint": "Entry still valid"
}
},
{
"rank": 2,
"symbol": "TSLA",
"direction": "LONG",
"instrument": "Stock",
"horizon": "Swing",
"confidence": 66,
"confidence_stars": "★★★☆☆",
"expected_move": "+0.69%",
"expected_return_pct": 0.69,
"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": 0.21,
"final_score": 0.24,
"trade_action": "Pass",
"relative_strength": 2.07,
"entry": "Above 330.3 (现价)",
"entry_source": "current",
"entry_price": 330.39,
"entry_zone": {
"low": 330.3,
"high": 330.49,
"mid": 330.39,
"anchors": [
{
"source": "orb_low",
"label": "ORB低点",
"price": 330.49
}
],
"display": "Entry Zone 330.30–330.49",
"entry_source": "current",
"tolerance_pct": 0.3
},
"stop": "319.5 (昨日低点)",
"stop_source": "prev_low",
"stop_price": 319.53,
"target": "332.7 (预期收盘)",
"target_source": "expected_close",
"target_price": 332.68,
"targets": [
"332.7 (预期收盘)"
],
"level_anchors": {
"vwap": 331.54,
"orb_high": 332.76,
"orb_low": 330.49,
"prev_high": 319.53,
"prev_low": 319.53,
"prior_close": 319.53,
"orb_from_minute": true
},
"levels_valid": true,
"why": [
"RS vs QQQ +2.07%",
"Volume 信号",
"几何上行 <1.5%（软门槛）"
],
"why_chain": "RS vs QQQ +2.07% · Volume 信号 · 几何上行 <1.5%（软门槛）",
"why_vs_runner_up": "—",
"factor_breakdown": {
"relative_strength_vs_qqq": 2.07,
"relative_strength_vs_smh": 0.77,
"relative_weakness_score": -2.53,
"gap_pct": 3.83,
"beta_proxy": 2.59,
"volume_signal": true,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": 3.69,
"prior_day_change_pct": 0.0
},
"edge_type": "Stock Edge",
"score_formula_display": "final = win_prob(66%) × ER(0.7%) × rr_weight(0.5) / 100",
"expected_high": 332.68,
"expected_low": 327.66,
"expected_close": 332.68,
"current_price": 330.3,
"upside_pct": 0.72,
"downside_risk_pct": 0.8,
"why_factors": [
"RS vs QQQ +2.07%",
"Volume 信号",
"几何上行 <1.5%（软门槛）"
],
"why_today": "RS vs QQQ +2.07% · Volume 信号 · 几何上行 <1.5%（软门槛）",
"gap_pct": 3.83,
"rr_display": {
"reward_risk_ratio": 0.21,
"risk_reward_ratio": 4.76,
"reward_per_share": 2.29,
"risk_per_share": 10.86,
"label_reward_risk": "Reward/Risk 0.21",
"label_risk_reward": "Risk:Reward 1:4.76",
"display": "Reward/Risk 0.21 · Risk:Reward 1:4.76",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"catalyst": "Geopolitical Risk (Iran) · Oil Selloff",
"invalidation": "Close below stop $319.53 · Geopolitical escalation invalidates mean-reversion",
"advisory": true,
"level_reasons": {
"entry": {
"price": 330.39,
"source": "current",
"confidence": 67,
"reasons": [
{
"source": "vwap",
"label": "VWAP",
"price": 331.54,
"weight_pct": 100.0,
"matched": true,
"primary": false
}
]
},
"stop": {
"price": 319.53,
"source": "prev_low",
"confidence": 77,
"reasons": [
{
"source": "prev_low",
"label": "Yesterday Low",
"price": 319.53,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
},
"target": {
"price": 332.68,
"source": "expected_close",
"confidence": 77,
"reasons": [
{
"source": "expected_close",
"label": "Expected Close",
"price": 332.68,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
}
},
"return_calculation": "(332.68-330.39)/330.39=0.69%",
"heuristic_expected_return_pct": 0.72,
"target_action": "卖出/获利",
"trade_summary_cn": "做多 TSLA：在 330.39 附近入场，目标 332.68，预期 +0.69%",
"expected_r": -0.2014,
"rr_below_hard_min": true,
"trade_economics": {
"account_size": 10000.0,
"risk_pct": 1.0,
"position_pct": 29.7,
"shares": 9,
"contracts": 0,
"max_loss_usd": 97.74,
"win_usd": 20.61,
"loss_usd": 97.74,
"expected_value_usd": -19.63,
"risk_per_share": 10.86,
"reward_per_share": 2.29,
"rr_display": {
"reward_risk_ratio": 0.21,
"risk_reward_ratio": 4.76,
"reward_per_share": 2.29,
"risk_per_share": 10.86,
"label_reward_risk": "Reward/Risk 0.21",
"label_risk_reward": "Risk:Reward 1:4.76",
"display": "Reward/Risk 0.21 · Risk:Reward 1:4.76",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"size_label": "None",
"display": "$10,000 → Win +$21 / Loss -$98"
},
"position_sizing": {
"risk_pct": 1.0,
"position_pct": 29.7,
"contracts": 0,
"shares": 9,
"max_loss_usd": 97.74,
"size_label": "None",
"display": "Risk 1.0% → Position 29.7% → 9 unit(s) → Max Loss $97.74"
},
"why_wins_today": [],
"why_not_alternatives": [
{
"symbol": "TQQQ",
"rank": 1,
"reasons": [
"ER 0.7% vs 0.9%",
"Score 0.24 vs 0.29",
"RS +2.1% vs +2.5%"
],
"summary": "Why TSLA over TQQQ: ER 0.7% vs 0.9% · Score 0.24 vs 0.29 · RS +2.1% vs +2.5%"
},
{
"symbol": "SMH",
"rank": 3,
"reasons": [
"ER 0.7% vs 0.5%",
"Score 0.24 vs 0.17",
"RS +2.1% vs +1.3%"
],
"summary": "Why TSLA over SMH: ER 0.7% vs 0.5% · Score 0.24 vs 0.17 · RS +2.1% vs +1.3%"
},
{
"symbol": "NVDA",
"rank": 4,
"reasons": [
"Win% 66 vs 71",
"ER 0.7% vs 0.4%",
"Score 0.24 vs 0.14",
"RS +2.1% vs +1.1%"
],
"summary": "Why TSLA over NVDA: Win% 66 vs 71 · ER 0.7% vs 0.4% · Score 0.24 vs 0.14 · RS +2.1% vs +1.1%"
},
{
"symbol": "META",
"rank": 5,
"reasons": [
"Win% 66 vs 76",
"ER 0.7% vs 0.2%",
"Score 0.24 vs 0.09",
"RS +2.1% vs +0.9%"
],
"summary": "Why TSLA over META: Win% 66 vs 76 · ER 0.7% vs 0.2% · Score 0.24 vs 0.09 · RS +2.1% vs +0.9%"
},
{
"symbol": "AVGO",
"rank": 6,
"reasons": [
"ER 0.7% vs 0.3%",
"Score 0.24 vs 0.09",
"RS +2.1% vs +0.8%"
],
"summary": "Why TSLA over AVGO: ER 0.7% vs 0.3% · Score 0.24 vs 0.09 · RS +2.1% vs +0.8%"
}
],
"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": -19.63,
"win_scenario_usd": 20.61,
"loss_scenario_usd": 97.74,
"win_prob_pct": 66.0,
"display": "EV $-20 (win +$21 @ 66.0% · loss -$98)"
},
"entry_status": {
"current_price": 330.3,
"ideal_entry": 330.39,
"distance_pct": -0.03,
"remaining_er_pct": 0.72,
"live_expected_return_pct": 0.72,
"new_plan": null,
"alternate_entry": null,
"advisory": true,
"advisory_tag": "ADVISORY — 不构成投资建议",
"zone_low": 330.3,
"zone_high": 330.49,
"miss_threshold_pct": 1.0,
"status": "PREMARKET",
"status_reason": "Premarket Ideal Entry — plan not yet live",
"action_hint": "Entry still valid"
}
},
{
"rank": 3,
"symbol": "SMH",
"direction": "LONG",
"instrument": "ETF",
"horizon": "Swing",
"confidence": 66,
"confidence_stars": "★★★☆☆",
"expected_move": "+0.49%",
"expected_return_pct": 0.49,
"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": 2.04,
"final_score": 0.17,
"trade_action": "Pass",
"relative_strength": 1.3,
"entry": "Above 586.3 (现价)",
"entry_source": "current",
"entry_price": 586.4,
"entry_zone": {
"low": 584.99,
"high": 587.81,
"mid": 586.4,
"anchors": [
{
"source": "vwap",
"label": "VWAP",
"price": 587.81
},
{
"source": "orb_low",
"label": "ORB低点",
"price": 584.99
}
],
"display": "Entry Zone 585–588",
"entry_source": "current",
"tolerance_pct": 0.3
},
"stop": "585.0 (ORB低点)",
"stop_source": "orb_low",
"stop_price": 584.99,
"target": "589.3 (预期收盘)",
"target_source": "expected_close",
"target_price": 589.29,
"targets": [
"589.3 (预期收盘)"
],
"level_anchors": {
"vwap": 587.81,
"orb_high": 591.0,
"orb_low": 584.99,
"prev_high": 571.48,
"prev_low": 571.48,
"prior_close": 571.48,
"orb_from_minute": true
},
"levels_valid": true,
"why": [
"RS vs QQQ +1.30%",
"Volume 信号",
"期望R 0.08 < 0.15（EV门禁）"
],
"why_chain": "RS vs QQQ +1.30% · Volume 信号 · 期望R 0.08 < 0.15（EV门禁）",
"why_vs_runner_up": "—",
"factor_breakdown": {
"relative_strength_vs_qqq": 1.3,
"relative_strength_vs_smh": 0.0,
"relative_weakness_score": -1.3,
"gap_pct": 3.04,
"beta_proxy": 2.0,
"volume_signal": true,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": 3.69,
"prior_day_change_pct": 0.0
},
"edge_type": "Sector Edge",
"score_formula_display": "final = win_prob(66%) × ER(0.5%) × rr_weight(0.5) / 100",
"expected_high": 589.29,
"expected_low": 581.65,
"expected_close": 589.29,
"current_price": 586.34,
"upside_pct": 0.5,
"downside_risk_pct": 0.8,
"why_factors": [
"RS vs QQQ +1.30%",
"Volume 信号",
"期望R 0.08 < 0.15（EV门禁）"
],
"why_today": "RS vs QQQ +1.30% · Volume 信号 · 期望R 0.08 < 0.15（EV门禁）",
"gap_pct": 3.04,
"rr_display": {
"reward_risk_ratio": 2.05,
"risk_reward_ratio": 0.49,
"reward_per_share": 2.89,
"risk_per_share": 1.41,
"label_reward_risk": "Reward/Risk 2.05",
"label_risk_reward": "Risk:Reward 1:0.49",
"display": "Reward/Risk 2.05 · Risk:Reward 1:0.49",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"catalyst": "Geopolitical Risk (Iran) · Oil Selloff",
"invalidation": "Close below stop $584.99 · Geopolitical escalation invalidates mean-reversion",
"advisory": true,
"level_reasons": {
"entry": {
"price": 586.4,
"source": "current",
"confidence": 67,
"reasons": [
{
"source": "vwap",
"label": "VWAP",
"price": 587.81,
"weight_pct": 100.0,
"matched": true,
"primary": false
}
]
},
"stop": {
"price": 584.99,
"source": "orb_low",
"confidence": 89,
"reasons": [
{
"source": "orb_low",
"label": "ORB Low",
"price": 584.99,
"weight_pct": 70.0,
"matched": true,
"primary": true
},
{
"source": "vwap",
"label": "VWAP",
"price": 587.81,
"weight_pct": 30.0,
"matched": true,
"primary": false
}
]
},
"target": {
"price": 589.29,
"source": "expected_close",
"confidence": 77,
"reasons": [
{
"source": "expected_close",
"label": "Expected Close",
"price": 589.29,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
}
},
"return_calculation": "(589.29-586.4)/586.4=0.49%",
"heuristic_expected_return_pct": 0.5,
"target_action": "卖出/获利",
"trade_summary_cn": "做多 SMH：在 586.4 附近入场，目标 589.29，预期 +0.49%",
"expected_r": 1.0064,
"trade_economics": {
"account_size": 10000.0,
"risk_pct": 1.0,
"position_pct": 100.0,
"shares": 70,
"contracts": 0,
"max_loss_usd": 98.7,
"win_usd": 202.3,
"loss_usd": 98.7,
"expected_value_usd": 99.96,
"risk_per_share": 1.41,
"reward_per_share": 2.89,
"rr_display": {
"reward_risk_ratio": 2.05,
"risk_reward_ratio": 0.49,
"reward_per_share": 2.89,
"risk_per_share": 1.41,
"label_reward_risk": "Reward/Risk 2.05",
"label_risk_reward": "Risk:Reward 1:0.49",
"display": "Reward/Risk 2.05 · Risk:Reward 1:0.49",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"size_label": "None",
"display": "$10,000 → Win +$202 / Loss -$99"
},
"position_sizing": {
"risk_pct": 1.0,
"position_pct": 100.0,
"contracts": 0,
"shares": 70,
"max_loss_usd": 98.7,
"size_label": "None",
"display": "Risk 1.0% → Position 100.0% → 70 unit(s) → Max Loss $98.7"
},
"why_wins_today": [
{
"rank": 1,
"dimension": "risk_reward",
"label": "Best Risk Reward",
"primary_value": 2.04,
"runner_up_value": 1.45,
"wins": true
}
],
"why_not_alternatives": [
{
"symbol": "TQQQ",
"rank": 1,
"reasons": [
"ER 0.5% vs 0.9%",
"Score 0.17 vs 0.29",
"RS +1.3% vs +2.5%",
"R:R 2.04 vs 1.0"
],
"summary": "Why SMH over TQQQ: ER 0.5% vs 0.9% · Score 0.17 vs 0.29 · RS +1.3% vs +2.5% · R:R 2.04 vs 1.0"
},
{
"symbol": "TSLA",
"rank": 2,
"reasons": [
"ER 0.5% vs 0.7%",
"Score 0.17 vs 0.24",
"RS +1.3% vs +2.1%",
"R:R 2.04 vs 0.9"
],
"summary": "Why SMH over TSLA: ER 0.5% vs 0.7% · Score 0.17 vs 0.24 · RS +1.3% vs +2.1% · R:R 2.04 vs 0.9"
},
{
"symbol": "NVDA",
"rank": 4,
"reasons": [
"Win% 66 vs 71",
"ER 0.5% vs 0.4%",
"Score 0.17 vs 0.14",
"RS +1.3% vs +1.1%",
"R:R 2.04 vs 0.62"
],
"summary": "Why SMH over NVDA: Win% 66 vs 71 · ER 0.5% vs 0.4% · Score 0.17 vs 0.14 · RS +1.3% vs +1.1% · R:R 2.04 vs 0.62"
},
{
"symbol": "META",
"rank": 5,
"reasons": [
"Win% 66 vs 76",
"ER 0.5% vs 0.2%",
"Score 0.17 vs 0.09",
"RS +1.3% vs +0.9%",
"R:R 2.04 vs 0.28"
],
"summary": "Why SMH over META: Win% 66 vs 76 · ER 0.5% vs 0.2% · Score 0.17 vs 0.09 · RS +1.3% vs +0.9% · R:R 2.04 vs 0.28"
},
{
"symbol": "AVGO",
"rank": 6,
"reasons": [
"ER 0.5% vs 0.3%",
"Score 0.17 vs 0.09",
"RS +1.3% vs +0.8%",
"R:R 2.04 vs 0.62"
],
"summary": "Why SMH over AVGO: ER 0.5% vs 0.3% · Score 0.17 vs 0.09 · RS +1.3% vs +0.8% · R:R 2.04 vs 0.62"
}
],
"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": 99.96,
"win_scenario_usd": 202.3,
"loss_scenario_usd": 98.7,
"win_prob_pct": 66.0,
"display": "EV $+100 (win +$202 @ 66.0% · loss -$99)"
},
"entry_status": {
"current_price": 586.34,
"ideal_entry": 586.4,
"distance_pct": -0.01,
"remaining_er_pct": 0.5,
"live_expected_return_pct": 0.5,
"new_plan": null,
"alternate_entry": null,
"advisory": true,
"advisory_tag": "ADVISORY — 不构成投资建议",
"zone_low": 584.99,
"zone_high": 587.81,
"miss_threshold_pct": 1.0,
"status": "PREMARKET",
"status_reason": "Premarket Ideal Entry — plan not yet live",
"action_hint": "Entry still valid"
}
},
{
"rank": 4,
"symbol": "NVDA",
"direction": "LONG",
"instrument": "Stock",
"horizon": "Swing",
"confidence": 71,
"confidence_stars": "★★★☆☆",
"expected_move": "+0.27%",
"expected_return_pct": 0.27,
"win_prob": 71.0,
"win_prob_breakdown": {
"components": [
{
"factor": "Base",
"key": "base",
"points": 50.0
},
{
"factor": "RS",
"key": "rs",
"points": 12.0
},
{
"factor": "Catalyst",
"key": "catalyst",
"points": 5.0
},
{
"factor": "Volume",
"key": "volume",
"points": 4.0
}
],
"total": 71.0,
"raw_total": 71.0,
"was_clamped": false
},
"risk_reward": 0.11,
"final_score": 0.14,
"trade_action": "Pass",
"relative_strength": 1.08,
"entry": "Above 224.2 (现价)",
"entry_source": "current",
"entry_price": 224.5,
"entry_zone": {
"low": 224.2,
"high": 224.79,
"mid": 224.5,
"anchors": [
{
"source": "vwap",
"label": "VWAP",
"price": 224.79
},
{
"source": "orb_low",
"label": "ORB低点",
"price": 224.43
}
],
"display": "Entry Zone 224.20–224.79",
"entry_source": "current",
"tolerance_pct": 0.3
},
"stop": "219.0 (昨日低点)",
"stop_source": "prev_low",
"stop_price": 218.99,
"target": "225.1 (预期收盘)",
"target_source": "expected_close",
"target_price": 225.11,
"targets": [
"225.1 (预期收盘)"
],
"level_anchors": {
"vwap": 224.79,
"orb_high": 225.58,
"orb_low": 224.43,
"prev_high": 218.99,
"prev_low": 218.99,
"prior_close": 218.99,
"orb_from_minute": true
},
"levels_valid": true,
"why": [
"RS vs QQQ +1.08%",
"News 8",
"Volume 信号",
"几何上行 <1.5%（软门槛）"
],
"why_chain": "RS vs QQQ +1.08% · News 8 · Volume 信号 · 几何上行 <1.5%（软门槛）",
"why_vs_runner_up": "—",
"factor_breakdown": {
"relative_strength_vs_qqq": 1.08,
"relative_strength_vs_smh": -0.22,
"relative_weakness_score": -0.95,
"gap_pct": 2.68,
"beta_proxy": 1.83,
"volume_signal": true,
"news_count": 8,
"extended_gap_penalty": 0.0,
"vix_change_pct": 3.69,
"prior_day_change_pct": 0.0
},
"edge_type": "Stock Edge",
"score_formula_display": "final = win_prob(71%) × ER(0.4%) × rr_weight(0.5) / 100",
"expected_high": 225.32,
"expected_low": 222.41,
"expected_close": 225.11,
"current_price": 224.2,
"upside_pct": 0.5,
"downside_risk_pct": 0.8,
"why_factors": [
"RS vs QQQ +1.08%",
"News 8",
"Volume 信号",
"几何上行 <1.5%（软门槛）"
],
"why_today": "RS vs QQQ +1.08% · News 8 · Volume 信号 · 几何上行 <1.5%（软门槛）",
"gap_pct": 2.68,
"rr_display": {
"reward_risk_ratio": 0.11,
"risk_reward_ratio": 9.09,
"reward_per_share": 0.61,
"risk_per_share": 5.51,
"label_reward_risk": "Reward/Risk 0.11",
"label_risk_reward": "Risk:Reward 1:9.09",
"display": "Reward/Risk 0.11 · Risk:Reward 1:9.09",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"catalyst": "Geopolitical Risk (Iran) · Oil Selloff",
"invalidation": "Close below stop $218.99 · Geopolitical escalation invalidates mean-reversion",
"advisory": true,
"level_reasons": {
"entry": {
"price": 224.5,
"source": "current",
"confidence": 79,
"reasons": [
{
"source": "vwap",
"label": "VWAP",
"price": 224.79,
"weight_pct": 50.0,
"matched": true,
"primary": false
},
{
"source": "orb_high",
"label": "ORB High",
"price": 225.58,
"weight_pct": 50.0,
"matched": true,
"primary": false
}
]
},
"stop": {
"price": 218.99,
"source": "prev_low",
"confidence": 77,
"reasons": [
{
"source": "prev_low",
"label": "Yesterday Low",
"price": 218.99,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
},
"target": {
"price": 225.11,
"source": "expected_close",
"confidence": 77,
"reasons": [
{
"source": "expected_close",
"label": "Expected Close",
"price": 225.11,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
}
},
"return_calculation": "(225.11-224.5)/224.5=0.27%",
"heuristic_expected_return_pct": 0.4,
"target_action": "卖出/获利",
"trade_summary_cn": "做多 NVDA：在 224.5 附近入场，目标 225.11，预期 +0.27%",
"expected_r": -0.2119,
"rr_below_hard_min": true,
"trade_economics": {
"account_size": 10000.0,
"risk_pct": 1.0,
"position_pct": 40.4,
"shares": 18,
"contracts": 0,
"max_loss_usd": 99.18,
"win_usd": 10.98,
"loss_usd": 99.18,
"expected_value_usd": -20.97,
"risk_per_share": 5.51,
"reward_per_share": 0.61,
"rr_display": {
"reward_risk_ratio": 0.11,
"risk_reward_ratio": 9.09,
"reward_per_share": 0.61,
"risk_per_share": 5.51,
"label_reward_risk": "Reward/Risk 0.11",
"label_risk_reward": "Risk:Reward 1:9.09",
"display": "Reward/Risk 0.11 · Risk:Reward 1:9.09",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"size_label": "None",
"display": "$10,000 → Win +$11 / Loss -$99"
},
"position_sizing": {
"risk_pct": 1.0,
"position_pct": 40.4,
"contracts": 0,
"shares": 18,
"max_loss_usd": 99.18,
"size_label": "None",
"display": "Risk 1.0% → Position 40.4% → 18 unit(s) → Max Loss $99.18"
},
"why_wins_today": [
{
"rank": 1,
"dimension": "catalyst",
"label": "Best Catalyst Alignment",
"primary_value": 9.0,
"runner_up_value": 7.0,
"wins": true
}
],
"why_not_alternatives": [
{
"symbol": "TQQQ",
"rank": 1,
"reasons": [
"Win% 71 vs 66",
"ER 0.3% vs 0.9%",
"Score 0.14 vs 0.29",
"RS +1.1% vs +2.5%"
],
"summary": "Why NVDA over TQQQ: Win% 71 vs 66 · ER 0.3% vs 0.9% · Score 0.14 vs 0.29 · RS +1.1% vs +2.5%"
},
{
"symbol": "TSLA",
"rank": 2,
"reasons": [
"Win% 71 vs 66",
"ER 0.3% vs 0.7%",
"Score 0.14 vs 0.24",
"RS +1.1% vs +2.1%"
],
"summary": "Why NVDA over TSLA: Win% 71 vs 66 · ER 0.3% vs 0.7% · Score 0.14 vs 0.24 · RS +1.1% vs +2.1%"
},
{
"symbol": "SMH",
"rank": 3,
"reasons": [
"Win% 71 vs 66",
"ER 0.3% vs 0.5%",
"Score 0.14 vs 0.17",
"RS +1.1% vs +1.3%"
],
"summary": "Why NVDA over SMH: Win% 71 vs 66 · ER 0.3% vs 0.5% · Score 0.14 vs 0.17 · RS +1.1% vs +1.3%"
},
{
"symbol": "META",
"rank": 5,
"reasons": [
"Win% 71 vs 76",
"ER 0.3% vs 0.2%",
"Score 0.14 vs 0.09",
"RS +1.1% vs +0.9%"
],
"summary": "Why NVDA over META: Win% 71 vs 76 · ER 0.3% vs 0.2% · Score 0.14 vs 0.09 · RS +1.1% vs +0.9%"
},
{
"symbol": "AVGO",
"rank": 6,
"reasons": [
"Win% 71 vs 66",
"ER 0.3% vs 0.3%",
"Score 0.14 vs 0.09",
"RS +1.1% vs +0.8%"
],
"summary": "Why NVDA over AVGO: Win% 71 vs 66 · ER 0.3% vs 0.3% · Score 0.14 vs 0.09 · RS +1.1% vs +0.8%"
}
],
"win_prob_source": "rules",
"calibration": {
"calibrated_win_prob": 71.0,
"sample_size": 0,
"confidence_interval": null,
"source": "rules_fallback",
"match_quality": "insufficient",
"win_prob_source": "rules",
"disclaimer": "No historical matches; using rules breakdown"
},
"ev_distribution": {
"expected_value_usd": -20.97,
"win_scenario_usd": 10.98,
"loss_scenario_usd": 99.18,
"win_prob_pct": 71.0,
"display": "EV $-21 (win +$11 @ 71.0% · loss -$99)"
},
"entry_status": {
"current_price": 224.2,
"ideal_entry": 224.5,
"distance_pct": -0.13,
"remaining_er_pct": 0.41,
"live_expected_return_pct": 0.41,
"new_plan": null,
"alternate_entry": null,
"advisory": true,
"advisory_tag": "ADVISORY — 不构成投资建议",
"zone_low": 224.2,
"zone_high": 224.79,
"miss_threshold_pct": 1.0,
"status": "PREMARKET",
"status_reason": "Premarket Ideal Entry — plan not yet live",
"action_hint": "Entry still valid"
}
},
{
"rank": 5,
"symbol": "META",
"direction": "LONG",
"instrument": "Stock",
"horizon": "Swing",
"confidence": 76,
"confidence_stars": "★★★☆☆",
"expected_move": "+1.53%",
"expected_return_pct": 1.53,
"win_prob": 76.0,
"win_prob_breakdown": {
"components": [
{
"factor": "Base",
"key": "base",
"points": 50.0
},
{
"factor": "RS",
"key": "rs",
"points": 12.0
},
{
"factor": "Gap",
"key": "gap",
"points": 5.0
},
{
"factor": "Catalyst",
"key": "catalyst",
"points": 5.0
},
{
"factor": "Volume",
"key": "volume",
"points": 4.0
}
],
"total": 76.0,
"raw_total": 76.0,
"was_clamped": false
},
"risk_reward": 2.42,
"final_score": 0.09,
"trade_action": "Pass",
"relative_strength": 0.9,
"entry": "Above 596.8 (VWAP)",
"entry_source": "vwap",
"entry_price": 596.78,
"entry_zone": {
"low": 594.99,
"high": 598.57,
"mid": 596.78,
"anchors": [
{
"source": "vwap",
"label": "VWAP",
"price": 596.78
}
],
"display": "Entry Zone 595–599",
"entry_source": "vwap",
"tolerance_pct": 0.3
},
"stop": "593.0 (ORB低点)",
"stop_source": "orb_low",
"stop_price": 593.0,
"target": "605.9 (预期高点)",
"target_source": "expected_high",
"target_price": 605.89,
"targets": [
"605.9 (预期高点)"
],
"level_anchors": {
"vwap": 596.78,
"orb_high": 594.73,
"orb_low": 593.0,
"prev_high": 589.9,
"prev_low": 589.9,
"prior_close": 589.9,
"orb_from_minute": true
},
"levels_valid": true,
"why": [
"RS vs QQQ +0.90%",
"Gap 未过度延伸",
"News 1",
"Volume 信号",
"期望R -0.03 < 0.15（EV门禁）"
],
"why_chain": "RS vs QQQ +0.90% · Gap 未过度延伸 · News 1 · Volume 信号",
"why_vs_runner_up": "—",
"factor_breakdown": {
"relative_strength_vs_qqq": 0.9,
"relative_strength_vs_smh": -0.4,
"relative_weakness_score": -0.66,
"gap_pct": 0.74,
"beta_proxy": 1.69,
"volume_signal": true,
"news_count": 1,
"extended_gap_penalty": 0.0,
"vix_change_pct": 3.69,
"prior_day_change_pct": 0.0
},
"edge_type": "Stock Edge",
"score_formula_display": "final = win_prob(76%) × ER(0.2%) × rr_weight(0.5) / 100",
"expected_high": 605.89,
"expected_low": 592.1,
"expected_close": 604.32,
"current_price": 602.88,
"upside_pct": 0.5,
"downside_risk_pct": 1.79,
"why_factors": [
"RS vs QQQ +0.90%",
"Gap 未过度延伸",
"News 1",
"Volume 信号",
"期望R -0.03 < 0.15（EV门禁）"
],
"why_today": "RS vs QQQ +0.90% · Gap 未过度延伸 · News 1 · Volume 信号",
"gap_pct": 0.74,
"rr_display": {
"reward_risk_ratio": 2.41,
"risk_reward_ratio": 0.41,
"reward_per_share": 9.11,
"risk_per_share": 3.78,
"label_reward_risk": "Reward/Risk 2.41",
"label_risk_reward": "Risk:Reward 1:0.41",
"display": "Reward/Risk 2.41 · Risk:Reward 1:0.41",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"catalyst": "Geopolitical Risk (Iran) · Oil Selloff",
"invalidation": "Close below stop $593.0 · Geopolitical escalation invalidates mean-reversion",
"advisory": true,
"level_reasons": {
"entry": {
"price": 596.78,
"source": "vwap",
"confidence": 89,
"reasons": [
{
"source": "vwap",
"label": "VWAP",
"price": 596.78,
"weight_pct": 70.0,
"matched": true,
"primary": true
},
{
"source": "orb_high",
"label": "ORB High",
"price": 594.73,
"weight_pct": 30.0,
"matched": true,
"primary": false
}
]
},
"stop": {
"price": 593.0,
"source": "orb_low",
"confidence": 89,
"reasons": [
{
"source": "orb_low",
"label": "ORB Low",
"price": 593.0,
"weight_pct": 70.0,
"matched": true,
"primary": true
},
{
"source": "prev_low",
"label": "Yesterday Low",
"price": 589.9,
"weight_pct": 30.0,
"matched": true,
"primary": false
}
]
},
"target": {
"price": 605.89,
"source": "expected_high",
"confidence": 77,
"reasons": [
{
"source": "expected_high",
"label": "Expected High",
"price": 605.89,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
}
},
"return_calculation": "(605.89-596.78)/596.78=1.53%",
"heuristic_expected_return_pct": 0.24,
"target_action": "卖出/获利",
"trade_summary_cn": "做多 META：在 596.78 附近入场，目标 605.89，预期 +1.53%",
"expected_r": 1.5992,
"trade_economics": {
"account_size": 10000.0,
"risk_pct": 1.0,
"position_pct": 100.0,
"shares": 26,
"contracts": 0,
"max_loss_usd": 98.28,
"win_usd": 236.86,
"loss_usd": 98.28,
"expected_value_usd": 156.43,
"risk_per_share": 3.78,
"reward_per_share": 9.11,
"rr_display": {
"reward_risk_ratio": 2.41,
"risk_reward_ratio": 0.41,
"reward_per_share": 9.11,
"risk_per_share": 3.78,
"label_reward_risk": "Reward/Risk 2.41",
"label_risk_reward": "Risk:Reward 1:0.41",
"display": "Reward/Risk 2.41 · Risk:Reward 1:0.41",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"size_label": "None",
"display": "$10,000 → Win +$237 / Loss -$98"
},
"position_sizing": {
"risk_pct": 1.0,
"position_pct": 100.0,
"contracts": 0,
"shares": 26,
"max_loss_usd": 98.28,
"size_label": "None",
"display": "Risk 1.0% → Position 100.0% → 26 unit(s) → Max Loss $98.28"
},
"why_wins_today": [
{
"rank": 1,
"dimension": "expected_range",
"label": "Largest Expected Range",
"primary_value": 2.29,
"runner_up_value": 1.96,
"wins": true
},
{
"rank": 2,
"dimension": "win_prob",
"label": "Highest Probability",
"primary_value": 76.0,
"runner_up_value": 71.0,
"wins": true
},
{
"rank": 3,
"dimension": "risk_reward",
"label": "Best Risk Reward",
"primary_value": 2.42,
"runner_up_value": 1.45,
"wins": true
}
],
"why_not_alternatives": [
{
"symbol": "TQQQ",
"rank": 1,
"reasons": [
"Win% 76 vs 66",
"ER 1.5% vs 0.9%",
"Score 0.09 vs 0.29",
"RS +0.9% vs +2.5%",
"R:R 2.42 vs 1.0"
],
"summary": "Why META over TQQQ: Win% 76 vs 66 · ER 1.5% vs 0.9% · Score 0.09 vs 0.29 · RS +0.9% vs +2.5% · R:R 2.42 vs 1.0"
},
{
"symbol": "TSLA",
"rank": 2,
"reasons": [
"Win% 76 vs 66",
"ER 1.5% vs 0.7%",
"Score 0.09 vs 0.24",
"RS +0.9% vs +2.1%",
"R:R 2.42 vs 0.9"
],
"summary": "Why META over TSLA: Win% 76 vs 66 · ER 1.5% vs 0.7% · Score 0.09 vs 0.24 · RS +0.9% vs +2.1% · R:R 2.42 vs 0.9"
},
{
"symbol": "SMH",
"rank": 3,
"reasons": [
"Win% 76 vs 66",
"ER 1.5% vs 0.5%",
"Score 0.09 vs 0.17",
"RS +0.9% vs +1.3%",
"R:R 2.42 vs 0.63"
],
"summary": "Why META over SMH: Win% 76 vs 66 · ER 1.5% vs 0.5% · Score 0.09 vs 0.17 · RS +0.9% vs +1.3% · R:R 2.42 vs 0.63"
},
{
"symbol": "NVDA",
"rank": 4,
"reasons": [
"Win% 76 vs 71",
"ER 1.5% vs 0.4%",
"Score 0.09 vs 0.14",
"RS +0.9% vs +1.1%",
"R:R 2.42 vs 0.62"
],
"summary": "Why META over NVDA: Win% 76 vs 71 · ER 1.5% vs 0.4% · Score 0.09 vs 0.14 · RS +0.9% vs +1.1% · R:R 2.42 vs 0.62"
},
{
"symbol": "AVGO",
"rank": 6,
"reasons": [
"Win% 76 vs 66",
"ER 1.5% vs 0.3%",
"R:R 2.42 vs 0.62"
],
"summary": "Why META over AVGO: Win% 76 vs 66 · ER 1.5% vs 0.3% · R:R 2.42 vs 0.62"
}
],
"win_prob_source": "rules",
"calibration": {
"calibrated_win_prob": 76.0,
"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": 156.43,
"win_scenario_usd": 236.86,
"loss_scenario_usd": 98.28,
"win_prob_pct": 76.0,
"display": "EV $+156 (win +$237 @ 76.0% · loss -$98)"
},
"entry_status": {
"current_price": 602.88,
"ideal_entry": 596.78,
"distance_pct": 1.02,
"remaining_er_pct": 0.5,
"live_expected_return_pct": 0.5,
"new_plan": null,
"alternate_entry": null,
"advisory": true,
"advisory_tag": "ADVISORY — 不构成投资建议",
"zone_low": 594.99,
"zone_high": 598.57,
"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": 6,
"win_prob": 66.0,
"expected_return_pct": 0.26,
"trade_action": "Pass",
"why": "RS vs QQQ +0.80% · Volume 信号 · 期望R 0.07 < 0.15（EV门禁）",
"note": "Monitor — below trade threshold"
},
{
"symbol": "XLK",
"rank": 7,
"win_prob": 60.0,
"expected_return_pct": 0.17,
"trade_action": "Pass",
"why": "RS vs QQQ +0.19% · Volume 信号 · 期望R -0.03 < 0.15（EV门禁）",
"note": "Monitor — below trade threshold"
},
{
"symbol": "QQQ",
"rank": 8,
"win_prob": 54.0,
"expected_return_pct": 0.13,
"trade_action": "Pass",
"why": "Volume 信号 · 期望R -0.13 < 0.15（EV门禁）",
"note": "Monitor — below trade threshold"
},
{
"symbol": "AMZN",
"rank": 9,
"win_prob": 59.0,
"expected_return_pct": 0.05,
"trade_action": "Pass",
"why": "Gap 未过度延伸 · Volume 信号 · 期望R -0.04 < 0.15（EV门禁）",
"note": "Monitor — below trade threshold"
},
{
"symbol": "SPY",
"rank": 10,
"win_prob": 54.0,
"expected_return_pct": -0.07,
"trade_action": "Pass",
"why": "RS 弱于 QQQ -0.65% · Gap 未过度延伸 · News 1 · Volume 信号",
"note": "Monitor — below trade threshold"
}
],
"advisory": true,
"swing": {
"symbol": "NVDA",
"direction": "LONG",
"instrument": "Stock",
"horizon": "Swing",
"duration": "Swing (days–weeks)",
"confidence": 76,
"entry": "Near 223.5 (swing zone)",
"entry_source": "swing_zone",
"entry_price": 223.53,
"entry_zone": {
"low": 219.62,
"high": 224.2,
"mid": 223.53,
"display": "$219.62–$224.20",
"source": "swing_pullback"
},
"stop": "211.8 (1.75xATR)",
"stop_source": "1.75xATR",
"stop_price": 211.79,
"target": "239.2 (T1 ~7.0%)",
"target_source": "2xATR_or_5pct",
"target_price": 239.19,
"targets": [
{
"price": 239.19,
"label": "T1",
"pct": 7.01
},
{
"price": 247.02,
"label": "T2",
"pct": 10.51
}
],
"expected_return_pct": 7.01,
"expected_move": "+7.01%",
"risk_reward": 1.33,
"win_prob": 71.0,
"final_score": 0.14,
"swing_quality": 7.147,
"atr": 7.83,
"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": 224.2,
"why": [
"高流动性波段标的 NVDA",
"Prior day +0.0%",
"5D momentum +11.6%",
"RS vs QQQ +1.08%",
"News/8 catalyst hints",
"Swing score 7.1"
],
"why_chain": "高流动性波段标的 NVDA · Prior day +0.0% · 5D momentum +11.6% · RS vs QQQ +1.08%",
"invalidation": "Close beyond stop $211.79 or thesis broken (trend flip / catalyst fade)",
"trade_summary_cn": "波段做多 NVDA：理想入场 $219.62–$224.20，止损 $211.79，目标 $239.19（约 +7.0%），持仓天数–数周",
"one_liner": "波段做多 NVDA：理想入场 $219.62–$224.20，止损 $211.79，目标 $239.19（约 +7.0%），持仓天数–数周",
"edge_type": "Stock Edge",
"advisory": true,
"label": "长线 · Swing Trade",
"separate_from_intraday": true
}
},
"edges": {
"macro_edge": {
"edge": "YES",
"why": "今日有重大催化剂（含地缘/突发）：Geopolitical Risk (Iran)、Oil Selloff、Trade Policy",
"catalyst": "Geopolitical Risk (Iran)、Oil Selloff、Trade Policy"
},
"index_edge": {
"edge": "YES",
"why": "QQQ 盘前/开盘 +1.30%"
},
"sector_edge": {
"edge": "YES",
"why": "SMH 领先 QQQ +1.32%",
"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": "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": 0.87,
"expected_high": 75.41,
"expected_low": 74.11,
"expected_close": 75.41,
"current_price": 74.76,
"upside_pct": 0.87,
"downside_risk_pct": 0.87,
"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": 0.32,
"final_score": 0.29,
"trade_action": "Pass",
"trade": "Pass",
"gap_pct": 4.65,
"relative_strength": 2.49,
"relative_strength_vs_smh": 1.19,
"relative_weakness_score": -3.2,
"prior_day_change_pct": 0.0,
"why_factors": [
"RS vs QQQ +2.49%",
"Volume 信号",
"几何上行 <1.5%（软门槛）"
],
"why": "RS vs QQQ +2.49% · Volume 信号 · 几何上行 <1.5%（软门槛）",
"score": 3,
"news_count": 0,
"factor_breakdown": {
"relative_strength_vs_qqq": 2.49,
"relative_strength_vs_smh": 1.19,
"relative_weakness_score": -3.2,
"gap_pct": 4.65,
"beta_proxy": 2.92,
"volume_signal": true,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": 3.69,
"prior_day_change_pct": 0.0
},
"edge_type": "Relative Strength",
"score_formula_display": "final = win_prob(66%) × ER(0.9%) × rr_weight(0.5) / 100",
"rr_weight": 0.5,
"why_vs_runner_up": "TQQQ RS +2.5% vs TSLA +2.1%；ER 0.9% vs 0.7%；higher beta (2.9 vs 2.6)；relative strength",
"advisory": true,
"rank": 1,
"direction": "LONG"
},
{
"symbol": "TSLA",
"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": 0.72,
"expected_high": 332.68,
"expected_low": 327.66,
"expected_close": 332.68,
"current_price": 330.3,
"upside_pct": 0.72,
"downside_risk_pct": 0.8,
"risk_reward": 0.9,
"rr_display": {
"reward_risk_ratio": 0.9,
"risk_reward_ratio": 1.11,
"reward_per_share": null,
"risk_per_share": null,
"label_reward_risk": "Reward/Risk 0.90",
"label_risk_reward": "Risk:Reward 1:1.11",
"display": "Reward/Risk 0.90 · Risk:Reward 1:1.11",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"expected_r": 0.254,
"final_score": 0.24,
"trade_action": "Pass",
"trade": "Pass",
"gap_pct": 3.83,
"relative_strength": 2.07,
"relative_strength_vs_smh": 0.77,
"relative_weakness_score": -2.53,
"prior_day_change_pct": 0.0,
"why_factors": [
"RS vs QQQ +2.07%",
"Volume 信号",
"几何上行 <1.5%（软门槛）"
],
"why": "RS vs QQQ +2.07% · Volume 信号 · 几何上行 <1.5%（软门槛）",
"score": 2,
"news_count": 0,
"factor_breakdown": {
"relative_strength_vs_qqq": 2.07,
"relative_strength_vs_smh": 0.77,
"relative_weakness_score": -2.53,
"gap_pct": 3.83,
"beta_proxy": 2.59,
"volume_signal": true,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": 3.69,
"prior_day_change_pct": 0.0
},
"edge_type": "Stock Edge",
"score_formula_display": "final = win_prob(66%) × ER(0.7%) × rr_weight(0.5) / 100",
"rr_weight": 0.5,
"why_vs_runner_up": "—",
"advisory": true,
"rank": 2,
"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": 0.5,
"expected_high": 589.29,
"expected_low": 581.65,
"expected_close": 589.29,
"current_price": 586.34,
"upside_pct": 0.5,
"downside_risk_pct": 0.8,
"risk_reward": 0.63,
"rr_display": {
"reward_risk_ratio": 0.63,
"risk_reward_ratio": 1.59,
"reward_per_share": null,
"risk_per_share": null,
"label_reward_risk": "Reward/Risk 0.63",
"label_risk_reward": "Risk:Reward 1:1.59",
"display": "Reward/Risk 0.63 · Risk:Reward 1:1.59",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"expected_r": 0.0758,
"final_score": 0.17,
"trade_action": "Pass",
"trade": "Pass",
"gap_pct": 3.04,
"relative_strength": 1.3,
"relative_strength_vs_smh": 0.0,
"relative_weakness_score": -1.3,
"prior_day_change_pct": 0.0,
"why_factors": [
"RS vs QQQ +1.30%",
"Volume 信号",
"期望R 0.08 < 0.15（EV门禁）"
],
"why": "RS vs QQQ +1.30% · Volume 信号 · 期望R 0.08 < 0.15（EV门禁）",
"score": 2,
"news_count": 0,
"factor_breakdown": {
"relative_strength_vs_qqq": 1.3,
"relative_strength_vs_smh": 0.0,
"relative_weakness_score": -1.3,
"gap_pct": 3.04,
"beta_proxy": 2.0,
"volume_signal": true,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": 3.69,
"prior_day_change_pct": 0.0
},
"edge_type": "Sector Edge",
"score_formula_display": "final = win_prob(66%) × ER(0.5%) × rr_weight(0.5) / 100",
"rr_weight": 0.5,
"why_vs_runner_up": "—",
"advisory": true,
"rank": 3,
"direction": "LONG"
},
{
"symbol": "NVDA",
"win_prob": 71.0,
"win_prob_breakdown": {
"components": [
{
"factor": "Base",
"key": "base",
"points": 50.0
},
{
"factor": "RS",
"key": "rs",
"points": 12.0
},
{
"factor": "Catalyst",
"key": "catalyst",
"points": 5.0
},
{
"factor": "Volume",
"key": "volume",
"points": 4.0
}
],
"total": 71.0,
"raw_total": 71.0,
"was_clamped": false
},
"expected_return_pct": 0.4,
"expected_high": 225.32,
"expected_low": 222.41,
"expected_close": 225.11,
"current_price": 224.2,
"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"
},
"expected_r": 0.1502,
"final_score": 0.14,
"trade_action": "Pass",
"trade": "Pass",
"gap_pct": 2.68,
"relative_strength": 1.08,
"relative_strength_vs_smh": -0.22,
"relative_weakness_score": -0.95,
"prior_day_change_pct": 0.0,
"why_factors": [
"RS vs QQQ +1.08%",
"News 8",
"Volume 信号",
"几何上行 <1.5%（软门槛）"
],
"why": "RS vs QQQ +1.08% · News 8 · Volume 信号 · 几何上行 <1.5%（软门槛）",
"score": 1,
"news_count": 8,
"factor_breakdown": {
"relative_strength_vs_qqq": 1.08,
"relative_strength_vs_smh": -0.22,
"relative_weakness_score": -0.95,
"gap_pct": 2.68,
"beta_proxy": 1.83,
"volume_signal": true,
"news_count": 8,
"extended_gap_penalty": 0.0,
"vix_change_pct": 3.69,
"prior_day_change_pct": 0.0
},
"edge_type": "Stock Edge",
"score_formula_display": "final = win_prob(71%) × ER(0.4%) × rr_weight(0.5) / 100",
"rr_weight": 0.5,
"why_vs_runner_up": "—",
"advisory": true,
"rank": 4,
"direction": "LONG"
},
{
"symbol": "META",
"win_prob": 76.0,
"win_prob_breakdown": {
"components": [
{
"factor": "Base",
"key": "base",
"points": 50.0
},
{
"factor": "RS",
"key": "rs",
"points": 12.0
},
{
"factor": "Gap",
"key": "gap",
"points": 5.0
},
{
"factor": "Catalyst",
"key": "catalyst",
"points": 5.0
},
{
"factor": "Volume",
"key": "volume",
"points": 4.0
}
],
"total": 76.0,
"raw_total": 76.0,
"was_clamped": false
},
"expected_return_pct": 0.24,
"expected_high": 605.89,
"expected_low": 592.1,
"expected_close": 604.32,
"current_price": 602.88,
"upside_pct": 0.5,
"downside_risk_pct": 1.79,
"risk_reward": 0.28,
"rr_display": {
"reward_risk_ratio": 0.28,
"risk_reward_ratio": 3.57,
"reward_per_share": null,
"risk_per_share": null,
"label_reward_risk": "Reward/Risk 0.28",
"label_risk_reward": "Risk:Reward 1:3.57",
"display": "Reward/Risk 0.28 · Risk:Reward 1:3.57",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"expected_r": -0.0272,
"final_score": 0.09,
"trade_action": "Pass",
"trade": "Pass",
"gap_pct": 0.74,
"relative_strength": 0.9,
"relative_strength_vs_smh": -0.4,
"relative_weakness_score": -0.66,
"prior_day_change_pct": 0.0,
"why_factors": [
"RS vs QQQ +0.90%",
"Gap 未过度延伸",
"News 1",
"Volume 信号",
"期望R -0.03 < 0.15（EV门禁）"
],
"why": "RS vs QQQ +0.90% · Gap 未过度延伸 · News 1 · Volume 信号",
"score": 1,
"news_count": 1,
"factor_breakdown": {
"relative_strength_vs_qqq": 0.9,
"relative_strength_vs_smh": -0.4,
"relative_weakness_score": -0.66,
"gap_pct": 0.74,
"beta_proxy": 1.69,
"volume_signal": true,
"news_count": 1,
"extended_gap_penalty": 0.0,
"vix_change_pct": 3.69,
"prior_day_change_pct": 0.0
},
"edge_type": "Stock Edge",
"score_formula_display": "final = win_prob(76%) × ER(0.2%) × rr_weight(0.5) / 100",
"rr_weight": 0.5,
"why_vs_runner_up": "—",
"advisory": true,
"rank": 5,
"direction": "LONG"
},
{
"symbol": "AVGO",
"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": 0.26,
"expected_high": 431.54,
"expected_low": 425.96,
"expected_close": 430.5,
"current_price": 429.39,
"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"
},
"expected_r": 0.0692,
"final_score": 0.09,
"trade_action": "Pass",
"trade": "Pass",
"gap_pct": 1.97,
"relative_strength": 0.8,
"relative_strength_vs_smh": -0.5,
"relative_weakness_score": -0.5,
"prior_day_change_pct": 0.0,
"why_factors": [
"RS vs QQQ +0.80%",
"Volume 信号",
"期望R 0.07 < 0.15（EV门禁）"
],
"why": "RS vs QQQ +0.80% · Volume 信号 · 期望R 0.07 < 0.15（EV门禁）",
"score": 1,
"news_count": 0,
"factor_breakdown": {
"relative_strength_vs_qqq": 0.8,
"relative_strength_vs_smh": -0.5,
"relative_weakness_score": -0.5,
"gap_pct": 1.97,
"beta_proxy": 1.62,
"volume_signal": true,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": 3.69,
"prior_day_change_pct": 0.0
},
"edge_type": "Stock Edge",
"score_formula_display": "final = win_prob(66%) × ER(0.3%) × rr_weight(0.5) / 100",
"rr_weight": 0.5,
"why_vs_runner_up": "—",
"advisory": true,
"rank": 6,
"direction": "LONG"
},
{
"symbol": "XLK",
"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": 0.17,
"expected_high": 189.03,
"expected_low": 186.59,
"expected_close": 188.41,
"current_price": 188.09,
"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"
},
"expected_r": -0.028,
"final_score": 0.05,
"trade_action": "Pass",
"trade": "Pass",
"gap_pct": 1.68,
"relative_strength": 0.19,
"relative_strength_vs_smh": -1.11,
"relative_weakness_score": 0.48,
"prior_day_change_pct": 0.0,
"why_factors": [
"RS vs QQQ +0.19%",
"Volume 信号",
"期望R -0.03 < 0.15（EV门禁）"
],
"why": "RS vs QQQ +0.19% · Volume 信号 · 期望R -0.03 < 0.15（EV门禁）",
"score": 0,
"news_count": 0,
"factor_breakdown": {
"relative_strength_vs_qqq": 0.19,
"relative_strength_vs_smh": -1.11,
"relative_weakness_score": 0.48,
"gap_pct": 1.68,
"beta_proxy": 1.15,
"volume_signal": true,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": 3.69,
"prior_day_change_pct": 0.0
},
"edge_type": "Range",
"score_formula_display": "final = win_prob(60%) × ER(0.2%) × 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": 0.13,
"expected_high": 727.57,
"expected_low": 718.16,
"expected_close": 724.87,
"current_price": 723.95,
"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"
},
"expected_r": -0.1252,
"final_score": 0.03,
"trade_action": "Pass",
"trade": "Pass",
"gap_pct": 1.59,
"relative_strength": 0.0,
"relative_strength_vs_smh": -1.3,
"relative_weakness_score": 0.78,
"prior_day_change_pct": 0.0,
"why_factors": [
"Volume 信号",
"期望R -0.13 < 0.15（EV门禁）"
],
"why": "Volume 信号 · 期望R -0.13 < 0.15（EV门禁）",
"score": 0,
"news_count": 0,
"factor_breakdown": {
"relative_strength_vs_qqq": 0.0,
"relative_strength_vs_smh": -1.3,
"relative_weakness_score": 0.78,
"gap_pct": 1.59,
"beta_proxy": 1.0,
"volume_signal": true,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": 3.69,
"prior_day_change_pct": 0.0
},
"edge_type": "Index Edge",
"score_formula_display": "final = win_prob(54%) × ER(0.1%) × rr_weight(0.5) / 100",
"rr_weight": 0.5,
"why_vs_runner_up": "—",
"advisory": true,
"rank": 8,
"direction": "LONG"
},
{
"symbol": "AMZN",
"win_prob": 59.0,
"win_prob_breakdown": {
"components": [
{
"factor": "Base",
"key": "base",
"points": 50.0
},
{
"factor": "Gap",
"key": "gap",
"points": 5.0
},
{
"factor": "Volume",
"key": "volume",
"points": 4.0
}
],
"total": 59.0,
"raw_total": 59.0,
"was_clamped": false
},
"expected_return_pct": 0.05,
"expected_high": 277.14,
"expected_low": 273.55,
"expected_close": 275.9,
"current_price": 275.76,
"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"
},
"expected_r": -0.0442,
"final_score": 0.02,
"trade_action": "Pass",
"trade": "Pass",
"gap_pct": 0.7,
"relative_strength": -0.02,
"relative_strength_vs_smh": -1.32,
"relative_weakness_score": 0.81,
"prior_day_change_pct": 0.0,
"why_factors": [
"Gap 未过度延伸",
"Volume 信号",
"期望R -0.04 < 0.15（EV门禁）"
],
"why": "Gap 未过度延伸 · Volume 信号 · 期望R -0.04 < 0.15（EV门禁）",
"score": 0,
"news_count": 0,
"factor_breakdown": {
"relative_strength_vs_qqq": -0.02,
"relative_strength_vs_smh": -1.32,
"relative_weakness_score": 0.81,
"gap_pct": 0.7,
"beta_proxy": 0.98,
"volume_signal": true,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": 3.69,
"prior_day_change_pct": 0.0
},
"edge_type": "Stock Edge",
"score_formula_display": "final = win_prob(59%) × ER(0.1%) × rr_weight(0.5) / 100",
"rr_weight": 0.5,
"why_vs_runner_up": "—",
"advisory": true,
"rank": 9,
"direction": "LONG"
},
{
"symbol": "SPY",
"win_prob": 54.0,
"win_prob_breakdown": {
"components": [
{
"factor": "Base",
"key": "base",
"points": 50.0
},
{
"factor": "RS",
"key": "rs",
"points": -10.0
},
{
"factor": "Gap",
"key": "gap",
"points": 5.0
},
{
"factor": "Catalyst",
"key": "catalyst",
"points": 5.0
},
{
"factor": "Volume",
"key": "volume",
"points": 4.0
}
],
"total": 54.0,
"raw_total": 54.0,
"was_clamped": false
},
"expected_return_pct": -0.07,
"expected_high": 777.42,
"expected_low": 767.36,
"expected_close": 772.99,
"current_price": 773.55,
"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"
},
"expected_r": -0.1252,
"final_score": 0.0,
"trade_action": "Pass",
"trade": "Pass",
"gap_pct": 0.71,
"relative_strength": -0.65,
"relative_strength_vs_smh": -1.95,
"relative_weakness_score": 1.82,
"prior_day_change_pct": 0.0,
"why_factors": [
"RS 弱于 QQQ -0.65%",
"Gap 未过度延伸",
"News 1",
"Volume 信号",
"期望R -0.13 < 0.15（EV门禁）"
],
"why": "RS 弱于 QQQ -0.65% · Gap 未过度延伸 · News 1 · Volume 信号",
"score": 0,
"news_count": 1,
"factor_breakdown": {
"relative_strength_vs_qqq": -0.65,
"relative_strength_vs_smh": -1.95,
"relative_weakness_score": 1.82,
"gap_pct": 0.71,
"beta_proxy": 0.5,
"volume_signal": true,
"news_count": 1,
"extended_gap_penalty": 0.0,
"vix_change_pct": 3.69,
"prior_day_change_pct": 0.0
},
"edge_type": "Relative Weakness",
"score_formula_display": "final = win_prob(54%) × ER(-0.1%) × rr_weight(0.5) / 100",
"rr_weight": 0.5,
"why_vs_runner_up": "—",
"advisory": true,
"rank": 10,
"direction": "LONG"
},
{
"symbol": "DIA",
"win_prob": 54.0,
"win_prob_breakdown": {
"components": [
{
"factor": "Base",
"key": "base",
"points": 50.0
},
{
"factor": "RS",
"key": "rs",
"points": -10.0
},
{
"factor": "Gap",
"key": "gap",
"points": 5.0
},
{
"factor": "Catalyst",
"key": "catalyst",
"points": 5.0
},
{
"factor": "Volume",
"key": "volume",
"points": 4.0
}
],
"total": 54.0,
"raw_total": 54.0,
"was_clamped": false
},
"expected_return_pct": -0.22,
"expected_high": 541.76,
"expected_low": 534.76,
"expected_close": 537.89,
"current_price": 539.07,
"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"
},
"expected_r": -0.1252,
"final_score": 0.0,
"trade_action": "Pass",
"trade": "Pass",
"gap_pct": 0.13,
"relative_strength": -1.14,
"relative_strength_vs_smh": -2.44,
"relative_weakness_score": 2.6,
"prior_day_change_pct": 0.0,
"why_factors": [
"RS 弱于 QQQ -1.14%",
"Gap 未过度延伸",
"News 1",
"Volume 信号",
"期望R -0.13 < 0.15（EV门禁）"
],
"why": "RS 弱于 QQQ -1.14% · Gap 未过度延伸 · News 1 · Volume 信号",
"score": 0,
"news_count": 1,
"factor_breakdown": {
"relative_strength_vs_qqq": -1.14,
"relative_strength_vs_smh": -2.44,
"relative_weakness_score": 2.6,
"gap_pct": 0.13,
"beta_proxy": 0.12,
"volume_signal": true,
"news_count": 1,
"extended_gap_penalty": 0.0,
"vix_change_pct": 3.69,
"prior_day_change_pct": 0.0
},
"edge_type": "Relative Weakness",
"score_formula_display": "final = win_prob(54%) × ER(-0.2%) × rr_weight(0.5) / 100",
"rr_weight": 0.5,
"why_vs_runner_up": "—",
"advisory": true,
"rank": 11,
"direction": "LONG"
},
{
"symbol": "GOOGL",
"win_prob": 49.0,
"win_prob_breakdown": {
"components": [
{
"factor": "Base",
"key": "base",
"points": 50.0
},
{
"factor": "RS",
"key": "rs",
"points": -10.0
},
{
"factor": "Gap",
"key": "gap",
"points": 5.0
},
{
"factor": "Volume",
"key": "volume",
"points": 4.0
}
],
"total": 49.0,
"raw_total": 49.0,
"was_clamped": false
},
"expected_return_pct": -0.33,
"expected_high": 358.87,
"expected_low": 354.22,
"expected_close": 355.9,
"current_price": 357.08,
"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"
},
"expected_r": -0.2062,
"final_score": 0.0,
"trade_action": "Pass",
"trade": "Pass",
"gap_pct": -0.39,
"relative_strength": -1.49,
"relative_strength_vs_smh": -2.79,
"relative_weakness_score": 3.16,
"prior_day_change_pct": 0.0,
"why_factors": [
"RS 弱于 QQQ -1.49%",
"Gap 未过度延伸",
"Volume 信号",
"期望R -0.21 < 0.15（EV门禁）"
],
"why": "RS 弱于 QQQ -1.49% · Gap 未过度延伸 · Volume 信号 · 期望R -0.21 < 0.15（EV门禁）",
"score": 0,
"news_count": 0,
"factor_breakdown": {
"relative_strength_vs_qqq": -1.49,
"relative_strength_vs_smh": -2.79,
"relative_weakness_score": 3.16,
"gap_pct": -0.39,
"beta_proxy": -0.15,
"volume_signal": true,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": 3.69,
"prior_day_change_pct": 0.0
},
"edge_type": "Stock Edge",
"score_formula_display": "final = win_prob(49%) × ER(-0.3%) × rr_weight(0.5) / 100",
"rr_weight": 0.5,
"why_vs_runner_up": "—",
"advisory": true,
"rank": 12,
"direction": "LONG"
},
{
"symbol": "MSFT",
"win_prob": 54.0,
"win_prob_breakdown": {
"components": [
{
"factor": "Base",
"key": "base",
"points": 50.0
},
{
"factor": "RS",
"key": "rs",
"points": -10.0
},
{
"factor": "Gap",
"key": "gap",
"points": 5.0
},
{
"factor": "Catalyst",
"key": "catalyst",
"points": 5.0
},
{
"factor": "Volume",
"key": "volume",
"points": 4.0
}
],
"total": 54.0,
"raw_total": 54.0,
"was_clamped": false
},
"expected_return_pct": -0.32,
"expected_high": 500.96,
"expected_low": 494.48,
"expected_close": 496.86,
"current_price": 498.47,
"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"
},
"expected_r": -0.1252,
"final_score": 0.0,
"trade_action": "Pass",
"trade": "Pass",
"gap_pct": -0.07,
"relative_strength": -1.58,
"relative_strength_vs_smh": -2.88,
"relative_weakness_score": 3.31,
"prior_day_change_pct": 0.0,
"why_factors": [
"RS 弱于 QQQ -1.58%",
"Gap 未过度延伸",
"News 6",
"Volume 信号",
"期望R -0.13 < 0.15（EV门禁）"
],
"why": "RS 弱于 QQQ -1.58% · Gap 未过度延伸 · News 6 · Volume 信号",
"score": 0,
"news_count": 6,
"factor_breakdown": {
"relative_strength_vs_qqq": -1.58,
"relative_strength_vs_smh": -2.88,
"relative_weakness_score": 3.31,
"gap_pct": -0.07,
"beta_proxy": -0.22,
"volume_signal": true,
"news_count": 6,
"extended_gap_penalty": 0.0,
"vix_change_pct": 3.69,
"prior_day_change_pct": 0.0
},
"edge_type": "Stock Edge",
"score_formula_display": "final = win_prob(54%) × ER(-0.3%) × rr_weight(0.5) / 100",
"rr_weight": 0.5,
"why_vs_runner_up": "—",
"advisory": true,
"rank": 13,
"direction": "LONG"
},
{
"symbol": "XLF",
"win_prob": 54.0,
"win_prob_breakdown": {
"components": [
{
"factor": "Base",
"key": "base",
"points": 50.0
},
{
"factor": "RS",
"key": "rs",
"points": -10.0
},
{
"factor": "Gap",
"key": "gap",
"points": 5.0
},
{
"factor": "Catalyst",
"key": "catalyst",
"points": 5.0
},
{
"factor": "Volume",
"key": "volume",
"points": 4.0
}
],
"total": 54.0,
"raw_total": 54.0,
"was_clamped": false
},
"expected_return_pct": -0.32,
"expected_high": 57.94,
"expected_low": 57.19,
"expected_close": 57.46,
"current_price": 57.65,
"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"
},
"expected_r": -0.1252,
"final_score": 0.0,
"trade_action": "Pass",
"trade": "Pass",
"gap_pct": -0.07,
"relative_strength": -1.58,
"relative_strength_vs_smh": -2.88,
"relative_weakness_score": 3.31,
"prior_day_change_pct": 0.0,
"why_factors": [
"RS 弱于 QQQ -1.58%",
"Gap 未过度延伸",
"News 1",
"Volume 信号",
"期望R -0.13 < 0.15（EV门禁）"
],
"why": "RS 弱于 QQQ -1.58% · Gap 未过度延伸 · News 1 · Volume 信号",
"score": 0,
"news_count": 1,
"factor_breakdown": {
"relative_strength_vs_qqq": -1.58,
"relative_strength_vs_smh": -2.88,
"relative_weakness_score": 3.31,
"gap_pct": -0.07,
"beta_proxy": -0.22,
"volume_signal": true,
"news_count": 1,
"extended_gap_penalty": 0.0,
"vix_change_pct": 3.69,
"prior_day_change_pct": 0.0
},
"edge_type": "Relative Weakness",
"score_formula_display": "final = win_prob(54%) × ER(-0.3%) × rr_weight(0.5) / 100",
"rr_weight": 0.5,
"why_vs_runner_up": "—",
"advisory": true,
"rank": 14,
"direction": "LONG"
},
{
"symbol": "XLE",
"win_prob": 49.0,
"win_prob_breakdown": {
"components": [
{
"factor": "Base",
"key": "base",
"points": 50.0
},
{
"factor": "RS",
"key": "rs",
"points": -10.0
},
{
"factor": "Gap",
"key": "gap",
"points": 5.0
},
{
"factor": "Volume",
"key": "volume",
"points": 4.0
}
],
"total": 49.0,
"raw_total": 49.0,
"was_clamped": false
},
"expected_return_pct": -0.41,
"expected_high": 58.24,
"expected_low": 57.49,
"expected_close": 57.71,
"current_price": 57.95,
"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"
},
"expected_r": -0.2062,
"final_score": 0.0,
"trade_action": "Pass",
"trade": "Pass",
"gap_pct": -0.96,
"relative_strength": -1.66,
"relative_strength_vs_smh": -2.96,
"relative_weakness_score": 3.44,
"prior_day_change_pct": 0.0,
"why_factors": [
"RS 弱于 QQQ -1.66%",
"Gap 未过度延伸",
"Volume 信号",
"期望R -0.21 < 0.15（EV门禁）"
],
"why": "RS 弱于 QQQ -1.66% · Gap 未过度延伸 · Volume 信号 · 期望R -0.21 < 0.15（EV门禁）",
"score": 0,
"news_count": 0,
"factor_breakdown": {
"relative_strength_vs_qqq": -1.66,
"relative_strength_vs_smh": -2.96,
"relative_weakness_score": 3.44,
"gap_pct": -0.96,
"beta_proxy": -0.28,
"volume_signal": true,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": 3.69,
"prior_day_change_pct": 0.0
},
"edge_type": "Relative Weakness",
"score_formula_display": "final = win_prob(49%) × ER(-0.4%) × rr_weight(0.5) / 100",
"rr_weight": 0.5,
"why_vs_runner_up": "—",
"advisory": true,
"rank": 15,
"direction": "LONG"
},
{
"symbol": "AAPL",
"win_prob": 54.0,
"win_prob_breakdown": {
"components": [
{
"factor": "Base",
"key": "base",
"points": 50.0
},
{
"factor": "RS",
"key": "rs",
"points": -10.0
},
{
"factor": "Gap",
"key": "gap",
"points": 5.0
},
{
"factor": "Catalyst",
"key": "catalyst",
"points": 5.0
},
{
"factor": "Volume",
"key": "volume",
"points": 4.0
}
],
"total": 54.0,
"raw_total": 54.0,
"was_clamped": false
},
"expected_return_pct": -0.41,
"expected_high": 313.33,
"expected_low": 307.27,
"expected_close": 308.47,
"current_price": 309.75,
"upside_pct": 1.16,
"downside_risk_pct": 0.8,
"risk_reward": 1.45,
"rr_display": {
"reward_risk_ratio": 1.45,
"risk_reward_ratio": 0.69,
"reward_per_share": null,
"risk_per_share": null,
"label_reward_risk": "Reward/Risk 1.45",
"label_risk_reward": "Risk:Reward 1:0.69",
"display": "Reward/Risk 1.45 · Risk:Reward 1:0.69",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"expected_r": 0.323,
"final_score": 0.0,
"trade_action": "Pass",
"trade": "Pass",
"gap_pct": 0.2,
"relative_strength": -2.15,
"relative_strength_vs_smh": -3.45,
"relative_weakness_score": 4.22,
"prior_day_change_pct": 0.0,
"why_factors": [
"RS 弱于 QQQ -2.15%",
"Gap 未过度延伸",
"News 4",
"Volume 信号",
"几何上行 <1.5%（软门槛）"
],
"why": "RS 弱于 QQQ -2.15% · Gap 未过度延伸 · News 4 · Volume 信号",
"score": 0,
"news_count": 4,
"factor_breakdown": {
"relative_strength_vs_qqq": -2.15,
"relative_strength_vs_smh": -3.45,
"relative_weakness_score": 4.22,
"gap_pct": 0.2,
"beta_proxy": -0.65,
"volume_signal": true,
"news_count": 4,
"extended_gap_penalty": 0.0,
"vix_change_pct": 3.69,
"prior_day_change_pct": 0.0
},
"edge_type": "Stock Edge",
"score_formula_display": "final = win_prob(54%) × ER(-0.4%) × rr_weight(0.72) / 100",
"rr_weight": 0.72,
"why_vs_runner_up": "—",
"advisory": true,
"rank": 16,
"direction": "LONG"
},
{
"symbol": "ARM",
"win_prob": 43.0,
"win_prob_breakdown": {
"components": [
{
"factor": "Base",
"key": "base",
"points": 50.0
},
{
"factor": "RS",
"key": "rs",
"points": -16.0
},
{
"factor": "Gap",
"key": "gap",
"points": 5.0
},
{
"factor": "Volume",
"key": "volume",
"points": 4.0
}
],
"total": 43.0,
"raw_total": 43.0,
"was_clamped": false
},
"expected_return_pct": -1.0,
"expected_high": 284.96,
"expected_low": 280.71,
"expected_close": 280.71,
"current_price": 283.54,
"upside_pct": 0.5,
"downside_risk_pct": 1.0,
"risk_reward": 0.5,
"rr_display": {
"reward_risk_ratio": 0.5,
"risk_reward_ratio": 2.0,
"reward_per_share": null,
"risk_per_share": null,
"label_reward_risk": "Reward/Risk 0.50",
"label_risk_reward": "Risk:Reward 1:2.00",
"display": "Reward/Risk 0.50 · Risk:Reward 1:2.00",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"expected_r": -0.355,
"final_score": 0.0,
"trade_action": "Pass",
"trade": "Pass",
"gap_pct": -0.91,
"relative_strength": -2.4,
"relative_strength_vs_smh": -3.7,
"relative_weakness_score": 4.62,
"prior_day_change_pct": 0.0,
"why_factors": [
"RS 弱于 QQQ -2.40%",
"Gap 未过度延伸",
"Volume 信号",
"期望R -0.35 < 0.15（EV门禁）"
],
"why": "RS 弱于 QQQ -2.40% · Gap 未过度延伸 · Volume 信号 · 期望R -0.35 < 0.15（EV门禁）",
"score": 0,
"news_count": 0,
"factor_breakdown": {
"relative_strength_vs_qqq": -2.4,
"relative_strength_vs_smh": -3.7,
"relative_weakness_score": 4.62,
"gap_pct": -0.91,
"beta_proxy": -0.85,
"volume_signal": true,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": 3.69,
"prior_day_change_pct": 0.0
},
"edge_type": "Stock Edge",
"score_formula_display": "final = win_prob(43%) × ER(-1.0%) × rr_weight(0.5) / 100",
"rr_weight": 0.5,
"why_vs_runner_up": "—",
"advisory": true,
"rank": 17,
"direction": "LONG"
},
{
"symbol": "MU",
"win_prob": 48.0,
"win_prob_breakdown": {
"components": [
{
"factor": "Base",
"key": "base",
"points": 50.0
},
{
"factor": "RS",
"key": "rs",
"points": -16.0
},
{
"factor": "Gap",
"key": "gap",
"points": 5.0
},
{
"factor": "Catalyst",
"key": "catalyst",
"points": 5.0
},
{
"factor": "Volume",
"key": "volume",
"points": 4.0
}
],
"total": 48.0,
"raw_total": 48.0,
"was_clamped": false
},
"expected_return_pct": -0.9,
"expected_high": 877.57,
"expected_low": 863.87,
"expected_close": 863.87,
"current_price": 871.68,
"upside_pct": 0.68,
"downside_risk_pct": 0.9,
"risk_reward": 0.75,
"rr_display": {
"reward_risk_ratio": 0.75,
"risk_reward_ratio": 1.33,
"reward_per_share": null,
"risk_per_share": null,
"label_reward_risk": "Reward/Risk 0.75",
"label_risk_reward": "Risk:Reward 1:1.33",
"display": "Reward/Risk 0.75 · Risk:Reward 1:1.33",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"expected_r": -0.16,
"final_score": 0.0,
"trade_action": "Pass",
"trade": "Pass",
"gap_pct": 0.39,
"relative_strength": -2.41,
"relative_strength_vs_smh": -3.71,
"relative_weakness_score": 4.64,
"prior_day_change_pct": 0.0,
"why_factors": [
"RS 弱于 QQQ -2.41%",
"Gap 未过度延伸",
"News 4",
"Volume 信号",
"期望R -0.16 < 0.15（EV门禁）"
],
"why": "RS 弱于 QQQ -2.41% · Gap 未过度延伸 · News 4 · Volume 信号",
"score": 0,
"news_count": 4,
"factor_breakdown": {
"relative_strength_vs_qqq": -2.41,
"relative_strength_vs_smh": -3.71,
"relative_weakness_score": 4.64,
"gap_pct": 0.39,
"beta_proxy": -0.85,
"volume_signal": true,
"news_count": 4,
"extended_gap_penalty": 0.0,
"vix_change_pct": 3.69,
"prior_day_change_pct": 0.0
},
"edge_type": "Stock Edge",
"score_formula_display": "final = win_prob(48%) × ER(-0.9%) × rr_weight(0.5) / 100",
"rr_weight": 0.5,
"why_vs_runner_up": "—",
"advisory": true,
"rank": 18,
"direction": "LONG"
},
{
"symbol": "AMD",
"win_prob": 43.0,
"win_prob_breakdown": {
"components": [
{
"factor": "Base",
"key": "base",
"points": 50.0
},
{
"factor": "RS",
"key": "rs",
"points": -16.0
},
{
"factor": "Gap",
"key": "gap",
"points": 5.0
},
{
"factor": "Volume",
"key": "volume",
"points": 4.0
}
],
"total": 43.0,
"raw_total": 43.0,
"was_clamped": false
},
"expected_return_pct": -1.07,
"expected_high": 484.51,
"expected_low": 476.93,
"expected_close": 476.93,
"current_price": 482.1,
"upside_pct": 0.5,
"downside_risk_pct": 1.07,
"risk_reward": 0.47,
"rr_display": {
"reward_risk_ratio": 0.47,
"risk_reward_ratio": 2.13,
"reward_per_share": null,
"risk_per_share": null,
"label_reward_risk": "Reward/Risk 0.47",
"label_risk_reward": "Risk:Reward 1:2.13",
"display": "Reward/Risk 0.47 · Risk:Reward 1:2.13",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"expected_r": -0.3679,
"final_score": 0.0,
"trade_action": "Pass",
"trade": "Pass",
"gap_pct": -0.38,
"relative_strength": -2.77,
"relative_strength_vs_smh": -4.07,
"relative_weakness_score": 5.21,
"prior_day_change_pct": 0.0,
"why_factors": [
"RS 弱于 QQQ -2.77%",
"Gap 未过度延伸",
"Volume 信号",
"期望R -0.37 < 0.15（EV门禁）"
],
"why": "RS 弱于 QQQ -2.77% · Gap 未过度延伸 · Volume 信号 · 期望R -0.37 < 0.15（EV门禁）",
"score": 0,
"news_count": 0,
"factor_breakdown": {
"relative_strength_vs_qqq": -2.77,
"relative_strength_vs_smh": -4.07,
"relative_weakness_score": 5.21,
"gap_pct": -0.38,
"beta_proxy": -1.13,
"volume_signal": true,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": 3.69,
"prior_day_change_pct": 0.0
},
"edge_type": "Stock Edge",
"score_formula_display": "final = win_prob(43%) × ER(-1.1%) × rr_weight(0.5) / 100",
"rr_weight": 0.5,
"why_vs_runner_up": "—",
"advisory": true,
"rank": 19,
"direction": "LONG"
}
]
},
"intraday": {
"s5": {
"driver_still_valid": true,
"action": "Hold"
},
"s6": {
"trade_valid": false,
"action": "N/A"
},
"s7": {
"actual_driver": "Bond/Rates",
"attribution": {
"ai": 0.193,
"bond": 0.418,
"oil": 0.0,
"macro": 0.34,
"other": 0.05,
"splits": {}
}
}
},
"trade_plan": {},
"actual": {},
"attribution": {
"ai": 0.193,
"bond": 0.418,
"oil": 0.0,
"macro": 0.34,
"other": 0.05,
"splits": {}
},
"labels": {
"actual_driver": "Bond/Rates",
"agent_driver": "Geopolitical Risk (Iran)",
"agent_driver_type": "Political",
"corrected_driver_from_verify": null,
"driver_splits": {},
"hypothesis_correct": "错",
"scenario_primary": "A",
"scenario_actual": "A",
"scenario_correct": true,
"trade_recommendation": "—",
"trade_direction": "NO TRADE",
"primary_symbol": "—",
"predicted_return_pct": null,
"prediction_error_pct": null
},
"surprise": "No major surprises vs typical driver mix",
"lesson": "Morning Hypothesis 被 Chip/Macro 冲突推翻——复盘 P10/P15 权重",
"playbook_refs": [
"Case-26"
],
"bayesian_drivers": {
"AI": 1.0,
"Bond": 0.0,
"Macro": 0.0,
"Oil": 0.0,
"Risk": 0.0
},
"data_gaps": []
}