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 28
H-2026-08-11-001Surprise：AI/Semiconductor dominated more than typical day
Lesson：AI Expansion Regime 下，单日 SMH/NVDA 抛售可压过 Macro 利好，指数分化（Dow+ / QQQ-）比「大盘涨跌」更有信息量
{
"date": "2026-08-11",
"features": {
"dgs10": 4.65,
"dgs2": null,
"vix": 15.49,
"vix_chg": 0.19,
"qqq_chg": -0.68,
"smh_chg": -1.56,
"nvda_chg": -2.79,
"spy_chg": 0.0,
"oil_chg": 0.0,
"dxy_chg": 0.03,
"breadth_proxy": 0.42857142857142855,
"qqq_gap": -0.17,
"news_headline_count": 22,
"news_bearish_ratio": 0.143,
"news_ai_mentions": 42,
"news_macro_mentions": 3,
"news_oil_mentions": 2,
"news_risk_mentions": 0
},
"regime": {
"label": "AI Expansion",
"confidence": 0.82
},
"hypothesis": {
"id": "H-2026-08-11-001",
"statement": "AI/Semiconductor leads index today; macro is secondary variable",
"evidence": [
"VIX=15.5 (low fear)",
"Breadth 71% (broad participation)"
],
"counter_evidence": [
"NVDA -1.8%",
"SMH -1.2%"
],
"confidence": 0.64,
"status": "待验证"
},
"morning": {
"bias": "Neutral",
"total": -1,
"driver_type": "Political",
"daily_driver": "Geopolitical Risk (Iran)",
"best_opportunity": {
"direction": "SHORT",
"symbol": "ARM",
"instrument": "Stock",
"horizon": "Intraday",
"confidence": 69,
"confidence_stars": "★★★☆☆",
"entry": "Below 270.6 (现价)",
"entry_source": "current",
"entry_price": 270.92,
"stop": "271.2 (ORB高点)",
"stop_source": "orb_high",
"stop_price": 271.24,
"target": "266.4 (预期收盘)",
"target_source": "expected_close",
"target_price": 266.45,
"target_action": "买入/平空仓",
"targets": [
"266.4 (预期收盘)"
],
"duration": "Intraday",
"why": [
"RS弱于QQQ -4.24%",
"RS弱于SMH -2.96%",
"News 1 (利空做空)",
"Volume 信号"
],
"why_chain": "RS弱于QQQ -4.24% · RS弱于SMH -2.96% · News 1 (利空做空) · Volume 信号",
"why_vs_runner_up": "ARM RS -4.2% vs AMD -2.2%；ER 1.5% vs 0.7%；relative weakness play",
"factor_breakdown": {
"relative_strength_vs_qqq": -4.24,
"relative_strength_vs_smh": -2.96,
"relative_weakness_score": 6.02,
"gap_pct": -4.13,
"beta_proxy": null,
"volume_signal": true,
"news_count": 1,
"extended_gap_penalty": 0.0,
"vix_change_pct": 0.19,
"prior_day_change_pct": 0.0
},
"edge_type": "Relative Weakness",
"score_formula_display": "final = win_prob(69%) × ER(1.5%) × 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": 1.65,
"expected_move": "+1.65%",
"return_calculation": "(270.92-266.45)/270.92=1.65%",
"trade_summary_cn": "做空 ARM：在 270.92 附近入场，目标 266.45，预期 +1.65%",
"risk_reward": 13.97,
"rr_display": {
"reward_risk_ratio": 13.97,
"risk_reward_ratio": 0.07,
"reward_per_share": 4.47,
"risk_per_share": 0.32,
"label_reward_risk": "Reward/Risk 13.97",
"label_risk_reward": "Risk:Reward 1:0.07",
"display": "Reward/Risk 13.97 · Risk:Reward 1:0.07",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"entry_zone": {
"low": 270.6,
"high": 271.24,
"mid": 270.92,
"anchors": [
{
"source": "orb_high",
"label": "ORB高点",
"price": 271.24
}
],
"display": "Entry Zone 270.60–271.24",
"entry_source": "current",
"tolerance_pct": 0.3
},
"rank_summary": "ARM ranked #1 because largest expected range + best reward/risk",
"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": 931.35,
"win_scenario_usd": 1394.64,
"loss_scenario_usd": 99.84,
"win_prob_pct": 69.0,
"display": "EV $+931 (win +$1395 @ 69.0% · loss -$100)"
},
"final_score": 0.53,
"level_anchors": {
"vwap": 269.24,
"orb_high": 271.24,
"orb_low": 266.25,
"prev_high": 282.57,
"prev_low": 282.57,
"prior_close": 282.57,
"orb_from_minute": true
},
"level_reasons": {
"entry": {
"price": 270.92,
"source": "current",
"confidence": 55,
"reasons": []
},
"stop": {
"price": 271.24,
"source": "orb_high",
"confidence": 77,
"reasons": [
{
"source": "orb_high",
"label": "ORB High",
"price": 271.24,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
},
"target": {
"price": 266.45,
"source": "expected_close",
"confidence": 77,
"reasons": [
{
"source": "expected_close",
"label": "Expected Close",
"price": 266.45,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
}
},
"trade_economics": {
"account_size": 10000.0,
"risk_pct": 1.0,
"position_pct": 100.0,
"shares": 312,
"contracts": 1,
"max_loss_usd": 99.84,
"win_usd": 1394.64,
"loss_usd": 99.84,
"expected_value_usd": 931.35,
"risk_per_share": 0.32,
"reward_per_share": 4.47,
"rr_display": {
"reward_risk_ratio": 13.97,
"risk_reward_ratio": 0.07,
"reward_per_share": 4.47,
"risk_per_share": 0.32,
"label_reward_risk": "Reward/Risk 13.97",
"label_risk_reward": "Risk:Reward 1:0.07",
"display": "Reward/Risk 13.97 · Risk:Reward 1:0.07",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"size_label": "Small",
"display": "$10,000 → Win +$1395 / Loss -$100"
},
"position_sizing": {
"risk_pct": 1.0,
"position_pct": 100.0,
"contracts": 1,
"shares": 312,
"max_loss_usd": 99.84,
"size_label": "Small",
"display": "Risk 1.0% → Position 100.0% → 1 unit(s) → Max Loss $99.84"
},
"why_wins_today": [
{
"rank": 1,
"dimension": "expected_range",
"label": "Largest Expected Range",
"primary_value": 3.06,
"runner_up_value": 2.07,
"wins": true
},
{
"rank": 2,
"dimension": "risk_reward",
"label": "Best Risk Reward",
"primary_value": 13.97,
"runner_up_value": 2.04,
"wins": true
}
],
"why_not_alternatives": [
{
"symbol": "AMD",
"rank": 2,
"reasons": [
"Win% 69 vs 74",
"ER 1.6% vs 0.7%",
"Score 0.53 vs 0.29",
"RS -4.2% vs -2.2%",
"R:R 13.97 vs 1.11",
"Tradeable (Small) vs Pass"
],
"summary": "Why ARM over AMD: Win% 69 vs 74 · ER 1.6% vs 0.7% · Score 0.53 vs 0.29 · RS -4.2% vs -2.2% · R:R 13.97 vs 1.11 · Tradeable (Small) vs Pass"
},
{
"symbol": "NVDA",
"rank": 3,
"reasons": [
"Win% 69 vs 51",
"ER 1.6% vs 0.6%",
"Score 0.53 vs 0.28",
"RS -4.2% vs -1.8%",
"R:R 13.97 vs 1.79",
"Tradeable (Small) vs Pass"
],
"summary": "Why ARM over NVDA: Win% 69 vs 51 · ER 1.6% vs 0.6% · Score 0.53 vs 0.28 · RS -4.2% vs -1.8% · R:R 13.97 vs 1.79 · Tradeable (Small) vs Pass"
},
{
"symbol": "SMH",
"rank": 4,
"reasons": [
"Win% 69 vs 53",
"ER 1.6% vs 0.4%",
"Score 0.53 vs 0.2",
"RS -4.2% vs -1.3%",
"R:R 13.97 vs 2.04",
"Tradeable (Small) vs Pass"
],
"summary": "Why ARM over SMH: Win% 69 vs 53 · ER 1.6% vs 0.4% · Score 0.53 vs 0.2 · RS -4.2% vs -1.3% · R:R 13.97 vs 2.04 · Tradeable (Small) vs Pass"
},
{
"symbol": "AAPL",
"rank": 5,
"reasons": [
"Win% 69 vs 61",
"ER 1.6% vs 0.4%",
"Score 0.53 vs 0.19",
"RS -4.2% vs -1.4%",
"R:R 13.97 vs 1.6",
"Tradeable (Small) vs Pass"
],
"summary": "Why ARM over AAPL: Win% 69 vs 61 · ER 1.6% vs 0.4% · Score 0.53 vs 0.19 · RS -4.2% vs -1.4% · R:R 13.97 vs 1.6 · Tradeable (Small) vs Pass"
},
{
"symbol": "MU",
"rank": 6,
"reasons": [
"Win% 69 vs 71",
"ER 1.6% vs 0.3%",
"Score 0.53 vs 0.16",
"RS -4.2% vs -1.1%",
"R:R 13.97 vs 1.6",
"Tradeable (Small) vs Pass"
],
"summary": "Why ARM over MU: Win% 69 vs 71 · ER 1.6% vs 0.3% · Score 0.53 vs 0.16 · RS -4.2% vs -1.1% · R:R 13.97 vs 1.6 · Tradeable (Small) vs Pass"
}
],
"avoid": [],
"one_liner": "做空 ARM：在 270.92 附近入场，目标 266.45，预期 +1.65%",
"p16_gate": "No Trade",
"advisory": true
},
"best_trades": {
"primary": {
"rank": 1,
"symbol": "ARM",
"direction": "SHORT",
"instrument": "Stock",
"horizon": "Intraday",
"confidence": 69,
"confidence_stars": "★★★☆☆",
"expected_move": "+1.65%",
"expected_return_pct": 1.65,
"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": 13.97,
"final_score": 0.53,
"trade_action": "Small",
"relative_strength": -4.24,
"entry": "Below 270.6 (现价)",
"entry_source": "current",
"entry_price": 270.92,
"entry_zone": {
"low": 270.6,
"high": 271.24,
"mid": 270.92,
"anchors": [
{
"source": "orb_high",
"label": "ORB高点",
"price": 271.24
}
],
"display": "Entry Zone 270.60–271.24",
"entry_source": "current",
"tolerance_pct": 0.3
},
"stop": "271.2 (ORB高点)",
"stop_source": "orb_high",
"stop_price": 271.24,
"target": "266.4 (预期收盘)",
"target_source": "expected_close",
"target_price": 266.45,
"targets": [
"266.4 (预期收盘)"
],
"level_anchors": {
"vwap": 269.24,
"orb_high": 271.24,
"orb_low": 266.25,
"prev_high": 282.57,
"prev_low": 282.57,
"prior_close": 282.57,
"orb_from_minute": true
},
"levels_valid": true,
"why": [
"RS弱于QQQ -4.24%",
"RS弱于SMH -2.96%",
"News 1 (利空做空)",
"Volume 信号"
],
"why_chain": "RS弱于QQQ -4.24% · RS弱于SMH -2.96% · News 1 (利空做空) · Volume 信号",
"why_vs_runner_up": "ARM RS -4.2% vs AMD -2.2%；ER 1.5% vs 0.7%；relative weakness play",
"factor_breakdown": {
"relative_strength_vs_qqq": -4.24,
"relative_strength_vs_smh": -2.96,
"relative_weakness_score": 6.02,
"gap_pct": -4.13,
"beta_proxy": null,
"volume_signal": true,
"news_count": 1,
"extended_gap_penalty": 0.0,
"vix_change_pct": 0.19,
"prior_day_change_pct": 0.0
},
"edge_type": "Relative Weakness",
"score_formula_display": "final = win_prob(69%) × ER(1.5%) × rr_weight(0.5) / 100",
"expected_high": 274.75,
"expected_low": 266.45,
"expected_close": 266.45,
"current_price": 270.6,
"upside_pct": 1.53,
"downside_risk_pct": 1.53,
"why_factors": [
"RS弱于QQQ -4.24%",
"RS弱于SMH -2.96%",
"News 1 (利空做空)",
"Volume 信号"
],
"why_today": "RS弱于QQQ -4.24% · RS弱于SMH -2.96% · News 1 (利空做空) · Volume 信号",
"gap_pct": -4.13,
"rr_display": {
"reward_risk_ratio": 13.97,
"risk_reward_ratio": 0.07,
"reward_per_share": 4.47,
"risk_per_share": 0.32,
"label_reward_risk": "Reward/Risk 13.97",
"label_risk_reward": "Risk:Reward 1:0.07",
"display": "Reward/Risk 13.97 · Risk:Reward 1:0.07",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"catalyst": "Geopolitical Risk (Iran) · Macro Surprise",
"invalidation": "Close above stop $271.24 · Geopolitical escalation invalidates mean-reversion",
"advisory": true,
"level_reasons": {
"entry": {
"price": 270.92,
"source": "current",
"confidence": 55,
"reasons": []
},
"stop": {
"price": 271.24,
"source": "orb_high",
"confidence": 77,
"reasons": [
{
"source": "orb_high",
"label": "ORB High",
"price": 271.24,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
},
"target": {
"price": 266.45,
"source": "expected_close",
"confidence": 77,
"reasons": [
{
"source": "expected_close",
"label": "Expected Close",
"price": 266.45,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
}
},
"return_calculation": "(270.92-266.45)/270.92=1.65%",
"heuristic_expected_return_pct": 1.53,
"target_action": "买入/平空仓",
"trade_summary_cn": "做空 ARM：在 270.92 附近入场，目标 266.45，预期 +1.65%",
"expected_r": 9.3293,
"trade_economics": {
"account_size": 10000.0,
"risk_pct": 1.0,
"position_pct": 100.0,
"shares": 312,
"contracts": 1,
"max_loss_usd": 99.84,
"win_usd": 1394.64,
"loss_usd": 99.84,
"expected_value_usd": 931.35,
"risk_per_share": 0.32,
"reward_per_share": 4.47,
"rr_display": {
"reward_risk_ratio": 13.97,
"risk_reward_ratio": 0.07,
"reward_per_share": 4.47,
"risk_per_share": 0.32,
"label_reward_risk": "Reward/Risk 13.97",
"label_risk_reward": "Risk:Reward 1:0.07",
"display": "Reward/Risk 13.97 · Risk:Reward 1:0.07",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"size_label": "Small",
"display": "$10,000 → Win +$1395 / Loss -$100"
},
"position_sizing": {
"risk_pct": 1.0,
"position_pct": 100.0,
"contracts": 1,
"shares": 312,
"max_loss_usd": 99.84,
"size_label": "Small",
"display": "Risk 1.0% → Position 100.0% → 1 unit(s) → Max Loss $99.84"
},
"why_wins_today": [
{
"rank": 1,
"dimension": "expected_range",
"label": "Largest Expected Range",
"primary_value": 3.06,
"runner_up_value": 2.07,
"wins": true
},
{
"rank": 2,
"dimension": "risk_reward",
"label": "Best Risk Reward",
"primary_value": 13.97,
"runner_up_value": 2.04,
"wins": true
}
],
"why_not_alternatives": [
{
"symbol": "AMD",
"rank": 2,
"reasons": [
"Win% 69 vs 74",
"ER 1.6% vs 0.7%",
"Score 0.53 vs 0.29",
"RS -4.2% vs -2.2%",
"R:R 13.97 vs 1.11",
"Tradeable (Small) vs Pass"
],
"summary": "Why ARM over AMD: Win% 69 vs 74 · ER 1.6% vs 0.7% · Score 0.53 vs 0.29 · RS -4.2% vs -2.2% · R:R 13.97 vs 1.11 · Tradeable (Small) vs Pass"
},
{
"symbol": "NVDA",
"rank": 3,
"reasons": [
"Win% 69 vs 51",
"ER 1.6% vs 0.6%",
"Score 0.53 vs 0.28",
"RS -4.2% vs -1.8%",
"R:R 13.97 vs 1.79",
"Tradeable (Small) vs Pass"
],
"summary": "Why ARM over NVDA: Win% 69 vs 51 · ER 1.6% vs 0.6% · Score 0.53 vs 0.28 · RS -4.2% vs -1.8% · R:R 13.97 vs 1.79 · Tradeable (Small) vs Pass"
},
{
"symbol": "SMH",
"rank": 4,
"reasons": [
"Win% 69 vs 53",
"ER 1.6% vs 0.4%",
"Score 0.53 vs 0.2",
"RS -4.2% vs -1.3%",
"R:R 13.97 vs 2.04",
"Tradeable (Small) vs Pass"
],
"summary": "Why ARM over SMH: Win% 69 vs 53 · ER 1.6% vs 0.4% · Score 0.53 vs 0.2 · RS -4.2% vs -1.3% · R:R 13.97 vs 2.04 · Tradeable (Small) vs Pass"
},
{
"symbol": "AAPL",
"rank": 5,
"reasons": [
"Win% 69 vs 61",
"ER 1.6% vs 0.4%",
"Score 0.53 vs 0.19",
"RS -4.2% vs -1.4%",
"R:R 13.97 vs 1.6",
"Tradeable (Small) vs Pass"
],
"summary": "Why ARM over AAPL: Win% 69 vs 61 · ER 1.6% vs 0.4% · Score 0.53 vs 0.19 · RS -4.2% vs -1.4% · R:R 13.97 vs 1.6 · Tradeable (Small) vs Pass"
},
{
"symbol": "MU",
"rank": 6,
"reasons": [
"Win% 69 vs 71",
"ER 1.6% vs 0.3%",
"Score 0.53 vs 0.16",
"RS -4.2% vs -1.1%",
"R:R 13.97 vs 1.6",
"Tradeable (Small) vs Pass"
],
"summary": "Why ARM over MU: Win% 69 vs 71 · ER 1.6% vs 0.3% · Score 0.53 vs 0.16 · RS -4.2% vs -1.1% · R:R 13.97 vs 1.6 · Tradeable (Small) vs Pass"
}
],
"rank_summary": "ARM ranked #1 because largest expected range + best reward/risk",
"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": 931.35,
"win_scenario_usd": 1394.64,
"loss_scenario_usd": 99.84,
"win_prob_pct": 69.0,
"display": "EV $+931 (win +$1395 @ 69.0% · loss -$100)"
},
"entry_status": {
"current_price": 270.6,
"ideal_entry": 270.92,
"distance_pct": 0.12,
"remaining_er_pct": 1.53,
"live_expected_return_pct": 1.53,
"new_plan": null,
"alternate_entry": null,
"advisory": true,
"advisory_tag": "ADVISORY — 不构成投资建议",
"zone_low": 270.6,
"zone_high": 271.24,
"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": "ARM",
"direction": "SHORT",
"confidence": 69,
"expected_move": "+1.65%",
"why": "RS弱于QQQ -4.24% · RS弱于SMH -2.96% · News 1 (利空做空) · Volume 信号"
}
],
"top_trades": [
{
"rank": 1,
"symbol": "ARM",
"direction": "SHORT",
"instrument": "Stock",
"horizon": "Intraday",
"confidence": 69,
"confidence_stars": "★★★☆☆",
"expected_move": "+1.65%",
"expected_return_pct": 1.65,
"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": 13.97,
"final_score": 0.53,
"trade_action": "Small",
"relative_strength": -4.24,
"entry": "Below 270.6 (现价)",
"entry_source": "current",
"entry_price": 270.92,
"entry_zone": {
"low": 270.6,
"high": 271.24,
"mid": 270.92,
"anchors": [
{
"source": "orb_high",
"label": "ORB高点",
"price": 271.24
}
],
"display": "Entry Zone 270.60–271.24",
"entry_source": "current",
"tolerance_pct": 0.3
},
"stop": "271.2 (ORB高点)",
"stop_source": "orb_high",
"stop_price": 271.24,
"target": "266.4 (预期收盘)",
"target_source": "expected_close",
"target_price": 266.45,
"targets": [
"266.4 (预期收盘)"
],
"level_anchors": {
"vwap": 269.24,
"orb_high": 271.24,
"orb_low": 266.25,
"prev_high": 282.57,
"prev_low": 282.57,
"prior_close": 282.57,
"orb_from_minute": true
},
"levels_valid": true,
"why": [
"RS弱于QQQ -4.24%",
"RS弱于SMH -2.96%",
"News 1 (利空做空)",
"Volume 信号"
],
"why_chain": "RS弱于QQQ -4.24% · RS弱于SMH -2.96% · News 1 (利空做空) · Volume 信号",
"why_vs_runner_up": "ARM RS -4.2% vs AMD -2.2%；ER 1.5% vs 0.7%；relative weakness play",
"factor_breakdown": {
"relative_strength_vs_qqq": -4.24,
"relative_strength_vs_smh": -2.96,
"relative_weakness_score": 6.02,
"gap_pct": -4.13,
"beta_proxy": null,
"volume_signal": true,
"news_count": 1,
"extended_gap_penalty": 0.0,
"vix_change_pct": 0.19,
"prior_day_change_pct": 0.0
},
"edge_type": "Relative Weakness",
"score_formula_display": "final = win_prob(69%) × ER(1.5%) × rr_weight(0.5) / 100",
"expected_high": 274.75,
"expected_low": 266.45,
"expected_close": 266.45,
"current_price": 270.6,
"upside_pct": 1.53,
"downside_risk_pct": 1.53,
"why_factors": [
"RS弱于QQQ -4.24%",
"RS弱于SMH -2.96%",
"News 1 (利空做空)",
"Volume 信号"
],
"why_today": "RS弱于QQQ -4.24% · RS弱于SMH -2.96% · News 1 (利空做空) · Volume 信号",
"gap_pct": -4.13,
"rr_display": {
"reward_risk_ratio": 13.97,
"risk_reward_ratio": 0.07,
"reward_per_share": 4.47,
"risk_per_share": 0.32,
"label_reward_risk": "Reward/Risk 13.97",
"label_risk_reward": "Risk:Reward 1:0.07",
"display": "Reward/Risk 13.97 · Risk:Reward 1:0.07",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"catalyst": "Geopolitical Risk (Iran) · Macro Surprise",
"invalidation": "Close above stop $271.24 · Geopolitical escalation invalidates mean-reversion",
"advisory": true,
"level_reasons": {
"entry": {
"price": 270.92,
"source": "current",
"confidence": 55,
"reasons": []
},
"stop": {
"price": 271.24,
"source": "orb_high",
"confidence": 77,
"reasons": [
{
"source": "orb_high",
"label": "ORB High",
"price": 271.24,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
},
"target": {
"price": 266.45,
"source": "expected_close",
"confidence": 77,
"reasons": [
{
"source": "expected_close",
"label": "Expected Close",
"price": 266.45,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
}
},
"return_calculation": "(270.92-266.45)/270.92=1.65%",
"heuristic_expected_return_pct": 1.53,
"target_action": "买入/平空仓",
"trade_summary_cn": "做空 ARM：在 270.92 附近入场，目标 266.45，预期 +1.65%",
"expected_r": 9.3293,
"trade_economics": {
"account_size": 10000.0,
"risk_pct": 1.0,
"position_pct": 100.0,
"shares": 312,
"contracts": 1,
"max_loss_usd": 99.84,
"win_usd": 1394.64,
"loss_usd": 99.84,
"expected_value_usd": 931.35,
"risk_per_share": 0.32,
"reward_per_share": 4.47,
"rr_display": {
"reward_risk_ratio": 13.97,
"risk_reward_ratio": 0.07,
"reward_per_share": 4.47,
"risk_per_share": 0.32,
"label_reward_risk": "Reward/Risk 13.97",
"label_risk_reward": "Risk:Reward 1:0.07",
"display": "Reward/Risk 13.97 · Risk:Reward 1:0.07",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"size_label": "Small",
"display": "$10,000 → Win +$1395 / Loss -$100"
},
"position_sizing": {
"risk_pct": 1.0,
"position_pct": 100.0,
"contracts": 1,
"shares": 312,
"max_loss_usd": 99.84,
"size_label": "Small",
"display": "Risk 1.0% → Position 100.0% → 1 unit(s) → Max Loss $99.84"
},
"why_wins_today": [
{
"rank": 1,
"dimension": "expected_range",
"label": "Largest Expected Range",
"primary_value": 3.06,
"runner_up_value": 2.07,
"wins": true
},
{
"rank": 2,
"dimension": "risk_reward",
"label": "Best Risk Reward",
"primary_value": 13.97,
"runner_up_value": 2.04,
"wins": true
}
],
"why_not_alternatives": [
{
"symbol": "AMD",
"rank": 2,
"reasons": [
"Win% 69 vs 74",
"ER 1.6% vs 0.7%",
"Score 0.53 vs 0.29",
"RS -4.2% vs -2.2%",
"R:R 13.97 vs 1.11",
"Tradeable (Small) vs Pass"
],
"summary": "Why ARM over AMD: Win% 69 vs 74 · ER 1.6% vs 0.7% · Score 0.53 vs 0.29 · RS -4.2% vs -2.2% · R:R 13.97 vs 1.11 · Tradeable (Small) vs Pass"
},
{
"symbol": "NVDA",
"rank": 3,
"reasons": [
"Win% 69 vs 51",
"ER 1.6% vs 0.6%",
"Score 0.53 vs 0.28",
"RS -4.2% vs -1.8%",
"R:R 13.97 vs 1.79",
"Tradeable (Small) vs Pass"
],
"summary": "Why ARM over NVDA: Win% 69 vs 51 · ER 1.6% vs 0.6% · Score 0.53 vs 0.28 · RS -4.2% vs -1.8% · R:R 13.97 vs 1.79 · Tradeable (Small) vs Pass"
},
{
"symbol": "SMH",
"rank": 4,
"reasons": [
"Win% 69 vs 53",
"ER 1.6% vs 0.4%",
"Score 0.53 vs 0.2",
"RS -4.2% vs -1.3%",
"R:R 13.97 vs 2.04",
"Tradeable (Small) vs Pass"
],
"summary": "Why ARM over SMH: Win% 69 vs 53 · ER 1.6% vs 0.4% · Score 0.53 vs 0.2 · RS -4.2% vs -1.3% · R:R 13.97 vs 2.04 · Tradeable (Small) vs Pass"
},
{
"symbol": "AAPL",
"rank": 5,
"reasons": [
"Win% 69 vs 61",
"ER 1.6% vs 0.4%",
"Score 0.53 vs 0.19",
"RS -4.2% vs -1.4%",
"R:R 13.97 vs 1.6",
"Tradeable (Small) vs Pass"
],
"summary": "Why ARM over AAPL: Win% 69 vs 61 · ER 1.6% vs 0.4% · Score 0.53 vs 0.19 · RS -4.2% vs -1.4% · R:R 13.97 vs 1.6 · Tradeable (Small) vs Pass"
},
{
"symbol": "MU",
"rank": 6,
"reasons": [
"Win% 69 vs 71",
"ER 1.6% vs 0.3%",
"Score 0.53 vs 0.16",
"RS -4.2% vs -1.1%",
"R:R 13.97 vs 1.6",
"Tradeable (Small) vs Pass"
],
"summary": "Why ARM over MU: Win% 69 vs 71 · ER 1.6% vs 0.3% · Score 0.53 vs 0.16 · RS -4.2% vs -1.1% · R:R 13.97 vs 1.6 · Tradeable (Small) vs Pass"
}
],
"rank_summary": "ARM ranked #1 because largest expected range + best reward/risk",
"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": 931.35,
"win_scenario_usd": 1394.64,
"loss_scenario_usd": 99.84,
"win_prob_pct": 69.0,
"display": "EV $+931 (win +$1395 @ 69.0% · loss -$100)"
},
"entry_status": {
"current_price": 270.6,
"ideal_entry": 270.92,
"distance_pct": 0.12,
"remaining_er_pct": 1.53,
"live_expected_return_pct": 1.53,
"new_plan": null,
"alternate_entry": null,
"advisory": true,
"advisory_tag": "ADVISORY — 不构成投资建议",
"zone_low": 270.6,
"zone_high": 271.24,
"miss_threshold_pct": 1.0,
"status": "PREMARKET",
"status_reason": "Premarket Ideal Entry — plan not yet live",
"action_hint": "Entry still valid"
}
}
],
"watchlist_items": [
{
"symbol": "AMD",
"rank": 2,
"win_prob": 74.0,
"expected_return_pct": 0.72,
"trade_action": "Pass",
"why": "RS弱于QQQ -2.18% · RS弱于SMH -0.90% · Volume 信号 · 几何上行 <1.5%（软门槛）",
"note": "Monitor — below trade threshold"
},
{
"symbol": "NVDA",
"rank": 3,
"win_prob": 51.0,
"expected_return_pct": 0.61,
"trade_action": "Pass",
"why": "RS弱于QQQ -1.79% · RS弱于SMH -0.51% · News 3 (利空做空) · Volume 信号",
"note": "Monitor — below trade threshold"
},
{
"symbol": "SMH",
"rank": 4,
"win_prob": 53.0,
"expected_return_pct": 0.37,
"trade_action": "Pass",
"why": "RS弱于QQQ -1.28% · Gap 未过度延伸 · Volume 信号 · Geo-risk day — avoid blind SMH short vs escalation",
"note": "Monitor — below trade threshold"
},
{
"symbol": "AAPL",
"rank": 5,
"win_prob": 61.0,
"expected_return_pct": 0.4,
"trade_action": "Pass",
"why": "RS弱于QQQ -1.35% · News 2 (利空做空) · Volume 信号 · 几何上行 <1.5%（软门槛）",
"note": "Monitor — below trade threshold"
},
{
"symbol": "MU",
"rank": 6,
"win_prob": 71.0,
"expected_return_pct": 0.28,
"trade_action": "Pass",
"why": "RS弱于QQQ -1.12% · Gap 未过度延伸 · 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": 56,
"entry": "Near 219.3 (swing zone)",
"entry_source": "swing_zone",
"entry_price": 219.29,
"entry_zone": {
"low": 215.3,
"high": 219.95,
"mid": 219.29,
"display": "$215.30–$219.95",
"source": "swing_pullback"
},
"stop": "209.1 (week_low)",
"stop_source": "week_low",
"stop_price": 209.05,
"target": "235.2 (T1 ~7.3%)",
"target_source": "2xATR_or_5pct",
"target_price": 235.24,
"targets": [
{
"price": 235.24,
"label": "T1",
"pct": 7.27
},
{
"price": 243.21,
"label": "T2",
"pct": 10.91
}
],
"expected_return_pct": 7.27,
"expected_move": "+7.27%",
"risk_reward": 1.56,
"win_prob": 51.0,
"final_score": 0.28,
"swing_quality": 5.368,
"atr": 7.9729,
"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": 219.95,
"why": [
"高流动性波段标的 NVDA",
"Prior day +0.0%",
"5D momentum +5.3%",
"RS vs QQQ -1.79%",
"News/3 catalyst hints",
"Swing score 5.4"
],
"why_chain": "高流动性波段标的 NVDA · Prior day +0.0% · 5D momentum +5.3% · RS vs QQQ -1.79%",
"invalidation": "Close beyond stop $209.05 or thesis broken (trend flip / catalyst fade)",
"trade_summary_cn": "波段做多 NVDA：理想入场 $215.30–$219.95，止损 $209.05，目标 $235.24（约 +7.3%），持仓天数–数周",
"one_liner": "波段做多 NVDA：理想入场 $215.30–$219.95，止损 $209.05，目标 $235.24（约 +7.3%），持仓天数–数周",
"edge_type": "Relative Weakness",
"advisory": true,
"label": "长线 · Swing Trade",
"separate_from_intraday": true
}
},
"edges": {
"macro_edge": {
"edge": "YES",
"why": "今日有重大催化剂（含地缘/突发）：Geopolitical Risk (Iran)、Macro Surprise、Oil Selloff、Trade Policy",
"catalyst": "Geopolitical Risk (Iran)、Macro Surprise、Oil Selloff、Trade Policy"
},
"index_edge": {
"edge": "YES",
"why": "SPY 盘前/开盘 +0.12%"
},
"sector_edge": {
"edge": "NO",
"why": "板块相对强度不足"
},
"stock_edge": {
"edge": "NO",
"why": "无单票 RS+新闻+量能共振"
},
"advisory": "ADVISORY — 不构成投资建议"
},
"trade_candidates": [
{
"symbol": "ARM",
"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": 1.53,
"expected_high": 274.75,
"expected_low": 266.45,
"expected_close": 266.45,
"current_price": 270.6,
"upside_pct": 1.53,
"downside_risk_pct": 1.53,
"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": 0.53,
"trade_action": "Small",
"trade": "Small",
"gap_pct": -4.13,
"relative_strength": -4.24,
"relative_strength_vs_smh": -2.96,
"relative_weakness_score": 6.02,
"prior_day_change_pct": 0.0,
"why_factors": [
"RS弱于QQQ -4.24%",
"RS弱于SMH -2.96%",
"News 1 (利空做空)",
"Volume 信号"
],
"why": "RS弱于QQQ -4.24% · RS弱于SMH -2.96% · News 1 (利空做空) · Volume 信号",
"score": 5,
"news_count": 1,
"factor_breakdown": {
"relative_strength_vs_qqq": -4.24,
"relative_strength_vs_smh": -2.96,
"relative_weakness_score": 6.02,
"gap_pct": -4.13,
"beta_proxy": null,
"volume_signal": true,
"news_count": 1,
"extended_gap_penalty": 0.0,
"vix_change_pct": 0.19,
"prior_day_change_pct": 0.0
},
"edge_type": "Relative Weakness",
"score_formula_display": "final = win_prob(69%) × ER(1.5%) × rr_weight(0.5) / 100",
"rr_weight": 0.5,
"why_vs_runner_up": "ARM RS -4.2% vs AMD -2.2%；ER 1.5% vs 0.7%；relative weakness play",
"advisory": true,
"rank": 1,
"direction": "SHORT"
},
{
"symbol": "AMD",
"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": 476.24,
"expected_low": 469.06,
"expected_close": 469.45,
"current_price": 472.85,
"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": 0.29,
"trade_action": "Pass",
"trade": "Pass",
"gap_pct": -2.17,
"relative_strength": -2.18,
"relative_strength_vs_smh": -0.9,
"relative_weakness_score": 2.72,
"prior_day_change_pct": 0.0,
"why_factors": [
"RS弱于QQQ -2.18%",
"RS弱于SMH -0.90%",
"Volume 信号",
"几何上行 <1.5%（软门槛）"
],
"why": "RS弱于QQQ -2.18% · RS弱于SMH -0.90% · Volume 信号 · 几何上行 <1.5%（软门槛）",
"score": 3,
"news_count": 0,
"factor_breakdown": {
"relative_strength_vs_qqq": -2.18,
"relative_strength_vs_smh": -0.9,
"relative_weakness_score": 2.72,
"gap_pct": -2.17,
"beta_proxy": null,
"volume_signal": true,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": 0.19,
"prior_day_change_pct": 0.0
},
"edge_type": "Relative Weakness",
"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": 2,
"direction": "SHORT"
},
{
"symbol": "NVDA",
"win_prob": 51.0,
"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
},
{
"factor": "Macro",
"key": "macro",
"points": -18.0
}
],
"total": 51.0,
"raw_total": 51.0,
"was_clamped": false
},
"expected_return_pct": 0.61,
"expected_high": 221.29,
"expected_low": 217.55,
"expected_close": 218.61,
"current_price": 219.95,
"upside_pct": 1.09,
"downside_risk_pct": 0.61,
"risk_reward": 1.79,
"rr_display": {
"reward_risk_ratio": 1.79,
"risk_reward_ratio": 0.56,
"reward_per_share": null,
"risk_per_share": null,
"label_reward_risk": "Reward/Risk 1.79",
"label_risk_reward": "Risk:Reward 1:0.56",
"display": "Reward/Risk 1.79 · Risk:Reward 1:0.56",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"expected_r": 0.4229,
"final_score": 0.28,
"trade_action": "Pass",
"trade": "Pass",
"gap_pct": -2.39,
"relative_strength": -1.79,
"relative_strength_vs_smh": -0.51,
"relative_weakness_score": 2.1,
"prior_day_change_pct": 0.0,
"why_factors": [
"RS弱于QQQ -1.79%",
"RS弱于SMH -0.51%",
"News 3 (利空做空)",
"Volume 信号",
"Geo-risk day — avoid blind NVDA short vs escalation",
"几何上行 <1.5%（软门槛）"
],
"why": "RS弱于QQQ -1.79% · RS弱于SMH -0.51% · News 3 (利空做空) · Volume 信号",
"score": 3,
"news_count": 3,
"factor_breakdown": {
"relative_strength_vs_qqq": -1.79,
"relative_strength_vs_smh": -0.51,
"relative_weakness_score": 2.1,
"gap_pct": -2.39,
"beta_proxy": null,
"volume_signal": true,
"news_count": 3,
"extended_gap_penalty": 0.0,
"vix_change_pct": 0.19,
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}