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 29
H-2026-08-12-001Surprise：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": "2026-08-12",
"features": {
"dgs10": 4.72,
"dgs2": null,
"vix": 15.39,
"vix_chg": 0.72,
"qqq_chg": 0.42,
"smh_chg": 2.77,
"nvda_chg": 2.93,
"spy_chg": 0.0,
"oil_chg": 0.0,
"dxy_chg": -0.0,
"breadth_proxy": 0.14285714285714285,
"qqq_gap": 0.04,
"news_headline_count": 26,
"news_bearish_ratio": 0.125,
"news_ai_mentions": 56,
"news_macro_mentions": 6,
"news_oil_mentions": 3,
"news_risk_mentions": 1
},
"regime": {
"label": "AI Expansion",
"confidence": 0.82
},
"hypothesis": {
"id": "H-2026-08-12-001",
"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": [
"10Y=4.72% (elevated rates)"
],
"confidence": 0.73,
"status": "待验证"
},
"morning": {
"bias": "Bullish Bias",
"total": 3,
"driver_type": "Political",
"daily_driver": "Geopolitical Risk",
"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": "MU",
"direction": "LONG",
"instrument": "Stock",
"horizon": "Intraday",
"confidence": 77,
"confidence_stars": "★★★☆☆",
"expected_move": "+1.13%",
"expected_return_pct": 1.13,
"win_prob": 77.0,
"win_prob_breakdown": {
"components": [
{
"factor": "Base",
"key": "base",
"points": 50.0
},
{
"factor": "RS",
"key": "rs",
"points": 18.0
},
{
"factor": "Catalyst",
"key": "catalyst",
"points": 5.0
},
{
"factor": "Volume",
"key": "volume",
"points": 4.0
}
],
"total": 77.0,
"raw_total": 77.0,
"was_clamped": false
},
"risk_reward": 0.41,
"final_score": 0.41,
"trade_action": "Pass",
"relative_strength": 3.41,
"entry": "Above 892.9 (VWAP)",
"entry_source": "vwap",
"entry_price": 892.88,
"entry_zone": {
"low": 890.2,
"high": 895.56,
"mid": 892.88,
"anchors": [
{
"source": "vwap",
"label": "VWAP",
"price": 892.88
}
],
"display": "Entry Zone 890–896",
"entry_source": "vwap",
"tolerance_pct": 0.3
},
"stop": "868.5 (ORB低点)",
"stop_source": "orb_low",
"stop_price": 868.52,
"target": "903.0 (预期收盘)",
"target_source": "expected_close",
"target_price": 902.98,
"targets": [
"903.0 (预期收盘)"
],
"level_anchors": {
"vwap": 892.88,
"orb_high": 898.64,
"orb_low": 868.52,
"prev_high": 861.0,
"prev_low": 861.0,
"prior_close": 861.0,
"orb_from_minute": true
},
"levels_valid": true,
"why": [
"RS vs QQQ +3.41%",
"RS vs SMH +1.44%",
"News 1",
"Volume 信号",
"期望R 0.06 < 0.15（EV门禁）"
],
"why_chain": "RS vs QQQ +3.41% · RS vs SMH +1.44% · News 1 · Volume 信号",
"why_vs_runner_up": "MU RS +3.4% vs AMD +1.9%；ER 1.1% vs 0.5%；Win% 77 vs 71；higher beta (10.5 vs 6.2)；relative strength",
"factor_breakdown": {
"relative_strength_vs_qqq": 3.41,
"relative_strength_vs_smh": 1.44,
"relative_weakness_score": -4.27,
"gap_pct": 2.58,
"beta_proxy": 10.47,
"volume_signal": true,
"news_count": 1,
"extended_gap_penalty": 0.0,
"vix_change_pct": 0.72,
"prior_day_change_pct": 0.0
},
"edge_type": "Stock Edge",
"score_formula_display": "final = win_prob(77%) × ER(1.1%) × rr_weight(0.5) / 100",
"expected_high": 902.98,
"expected_low": 868.52,
"expected_close": 902.98,
"current_price": 893.5,
"upside_pct": 1.06,
"downside_risk_pct": 2.8,
"why_factors": [
"RS vs QQQ +3.41%",
"RS vs SMH +1.44%",
"News 1",
"Volume 信号",
"期望R 0.06 < 0.15（EV门禁）"
],
"why_today": "RS vs QQQ +3.41% · RS vs SMH +1.44% · News 1 · Volume 信号",
"gap_pct": 2.58,
"rr_display": {
"reward_risk_ratio": 0.41,
"risk_reward_ratio": 2.44,
"reward_per_share": 10.1,
"risk_per_share": 24.36,
"label_reward_risk": "Reward/Risk 0.41",
"label_risk_reward": "Risk:Reward 1:2.44",
"display": "Reward/Risk 0.41 · Risk:Reward 1:2.44",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"catalyst": "Geopolitical Risk · Macro Surprise",
"invalidation": "Close below stop $868.52 · Geopolitical escalation invalidates mean-reversion",
"advisory": true,
"level_reasons": {
"entry": {
"price": 892.88,
"source": "vwap",
"confidence": 89,
"reasons": [
{
"source": "vwap",
"label": "VWAP",
"price": 892.88,
"weight_pct": 70.0,
"matched": true,
"primary": true
},
{
"source": "current",
"label": "Above Current",
"price": 893.5,
"weight_pct": 30.0,
"matched": true,
"primary": false
}
]
},
"stop": {
"price": 868.52,
"source": "orb_low",
"confidence": 77,
"reasons": [
{
"source": "orb_low",
"label": "ORB Low",
"price": 868.52,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
},
"target": {
"price": 902.98,
"source": "expected_close",
"confidence": 77,
"reasons": [
{
"source": "expected_close",
"label": "Expected Close",
"price": 902.98,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
}
},
"return_calculation": "(902.98-892.88)/892.88=1.13%",
"heuristic_expected_return_pct": 1.06,
"target_action": "卖出/获利",
"trade_summary_cn": "做多 MU：在 892.88 附近入场，目标 902.98，预期 +1.13%",
"expected_r": 0.0857,
"rr_below_hard_min": true,
"trade_economics": {
"account_size": 10000.0,
"risk_pct": 1.0,
"position_pct": 35.7,
"shares": 4,
"contracts": 0,
"max_loss_usd": 97.44,
"win_usd": 40.4,
"loss_usd": 97.44,
"expected_value_usd": 8.7,
"risk_per_share": 24.36,
"reward_per_share": 10.1,
"rr_display": {
"reward_risk_ratio": 0.41,
"risk_reward_ratio": 2.44,
"reward_per_share": 10.1,
"risk_per_share": 24.36,
"label_reward_risk": "Reward/Risk 0.41",
"label_risk_reward": "Risk:Reward 1:2.44",
"display": "Reward/Risk 0.41 · Risk:Reward 1:2.44",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"size_label": "None",
"display": "$10,000 → Win +$40 / Loss -$97"
},
"position_sizing": {
"risk_pct": 1.0,
"position_pct": 35.7,
"contracts": 0,
"shares": 4,
"max_loss_usd": 97.44,
"size_label": "None",
"display": "Risk 1.0% → Position 35.7% → 4 unit(s) → Max Loss $97.44"
},
"why_wins_today": [
{
"rank": 1,
"dimension": "relative_strength",
"label": "Highest Relative Strength",
"primary_value": 3.41,
"runner_up_value": 1.97,
"wins": true
},
{
"rank": 2,
"dimension": "expected_range",
"label": "Largest Expected Range",
"primary_value": 3.86,
"runner_up_value": 2.5,
"wins": true
},
{
"rank": 3,
"dimension": "win_prob",
"label": "Highest Probability",
"primary_value": 77.0,
"runner_up_value": 76.0,
"wins": true
}
],
"why_not_alternatives": [
{
"symbol": "AMD",
"rank": 2,
"reasons": [
"Win% 77 vs 71",
"ER 1.1% vs 0.5%",
"Score 0.41 vs 0.18",
"RS +3.4% vs +1.9%"
],
"summary": "Why MU over AMD: Win% 77 vs 71 · ER 1.1% vs 0.5% · Score 0.41 vs 0.18 · RS +3.4% vs +1.9%"
},
{
"symbol": "SMH",
"rank": 3,
"reasons": [
"Win% 77 vs 66",
"ER 1.1% vs 0.5%",
"Score 0.41 vs 0.17",
"RS +3.4% vs +2.0%",
"R:R 0.41 vs 0.32"
],
"summary": "Why MU over SMH: Win% 77 vs 66 · ER 1.1% vs 0.5% · Score 0.41 vs 0.17 · RS +3.4% vs +2.0% · R:R 0.41 vs 0.32"
},
{
"symbol": "ARM",
"rank": 4,
"reasons": [
"Win% 77 vs 71",
"ER 1.1% vs 0.5%",
"Score 0.41 vs 0.17",
"RS +3.4% vs +1.9%",
"R:R 0.41 vs 0.28"
],
"summary": "Why MU over ARM: Win% 77 vs 71 · ER 1.1% vs 0.5% · Score 0.41 vs 0.17 · RS +3.4% vs +1.9% · R:R 0.41 vs 0.28"
},
{
"symbol": "META",
"rank": 5,
"reasons": [
"Win% 77 vs 76",
"ER 1.1% vs 0.2%",
"Score 0.41 vs 0.07",
"RS +3.4% vs +0.6%"
],
"summary": "Why MU over META: Win% 77 vs 76 · ER 1.1% vs 0.2% · Score 0.41 vs 0.07 · RS +3.4% vs +0.6%"
},
{
"symbol": "XLE",
"rank": 6,
"reasons": [
"Win% 77 vs 65",
"ER 1.1% vs 0.2%",
"Score 0.41 vs 0.06",
"RS +3.4% vs +0.5%"
],
"summary": "Why MU over XLE: Win% 77 vs 65 · ER 1.1% vs 0.2% · Score 0.41 vs 0.06 · RS +3.4% vs +0.5%"
}
],
"rank_summary": "MU ranked #1 because weakest RS + largest expected range + highest probability",
"win_prob_source": "rules",
"calibration": {
"calibrated_win_prob": 77.0,
"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": 8.7,
"win_scenario_usd": 40.4,
"loss_scenario_usd": 97.44,
"win_prob_pct": 77.0,
"display": "EV $+9 (win +$40 @ 77.0% · loss -$97)"
},
"entry_status": {
"current_price": 893.5,
"ideal_entry": 892.88,
"distance_pct": 0.07,
"remaining_er_pct": 1.06,
"live_expected_return_pct": 1.06,
"new_plan": null,
"alternate_entry": null,
"advisory": true,
"advisory_tag": "ADVISORY — 不构成投资建议",
"zone_low": 890.2,
"zone_high": 895.56,
"miss_threshold_pct": 1.0,
"status": "PREMARKET",
"status_reason": "Premarket Ideal Entry — plan not yet live",
"action_hint": "Entry still valid"
}
},
{
"rank": 2,
"symbol": "AMD",
"direction": "LONG",
"instrument": "Stock",
"horizon": "Intraday",
"confidence": 71,
"confidence_stars": "★★★☆☆",
"expected_move": "+0.32%",
"expected_return_pct": 0.32,
"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": 0.3,
"final_score": 0.18,
"trade_action": "Pass",
"relative_strength": 1.86,
"entry": "Above 480.2 (VWAP)",
"entry_source": "vwap",
"entry_price": 480.81,
"entry_zone": {
"low": 480.23,
"high": 481.4,
"mid": 480.81,
"anchors": [
{
"source": "vwap",
"label": "VWAP",
"price": 480.23
},
{
"source": "orb_high",
"label": "ORB高点",
"price": 481.4
}
],
"display": "Entry Zone 480–481",
"entry_source": "vwap",
"tolerance_pct": 0.3
},
"stop": "475.7 (ORB低点)",
"stop_source": "orb_low",
"stop_price": 475.66,
"target": "482.4 (预期收盘)",
"target_source": "expected_close",
"target_price": 482.35,
"targets": [
"482.4 (预期收盘)"
],
"level_anchors": {
"vwap": 480.23,
"orb_high": 481.4,
"orb_low": 475.66,
"prev_high": 469.56,
"prev_low": 469.56,
"prior_close": 469.56,
"orb_from_minute": true
},
"levels_valid": true,
"why": [
"RS vs QQQ +1.86%",
"News 1",
"Volume 信号",
"期望R 0.01 < 0.15（EV门禁）"
],
"why_chain": "RS vs QQQ +1.86% · News 1 · Volume 信号 · 期望R 0.01 < 0.15（EV门禁）",
"why_vs_runner_up": "—",
"factor_breakdown": {
"relative_strength_vs_qqq": 1.86,
"relative_strength_vs_smh": -0.11,
"relative_weakness_score": -1.79,
"gap_pct": 1.71,
"beta_proxy": 6.17,
"volume_signal": true,
"news_count": 1,
"extended_gap_penalty": 0.0,
"vix_change_pct": 0.72,
"prior_day_change_pct": 0.0
},
"edge_type": "Stock Edge",
"score_formula_display": "final = win_prob(71%) × ER(0.5%) × rr_weight(0.5) / 100",
"expected_high": 482.37,
"expected_low": 474.32,
"expected_close": 482.35,
"current_price": 479.97,
"upside_pct": 0.5,
"downside_risk_pct": 1.18,
"why_factors": [
"RS vs QQQ +1.86%",
"News 1",
"Volume 信号",
"期望R 0.01 < 0.15（EV门禁）"
],
"why_today": "RS vs QQQ +1.86% · News 1 · Volume 信号 · 期望R 0.01 < 0.15（EV门禁）",
"gap_pct": 1.71,
"rr_display": {
"reward_risk_ratio": 0.3,
"risk_reward_ratio": 3.33,
"reward_per_share": 1.54,
"risk_per_share": 5.15,
"label_reward_risk": "Reward/Risk 0.30",
"label_risk_reward": "Risk:Reward 1:3.33",
"display": "Reward/Risk 0.30 · Risk:Reward 1:3.33",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"catalyst": "Geopolitical Risk · Macro Surprise",
"invalidation": "Close below stop $475.66 · Geopolitical escalation invalidates mean-reversion",
"advisory": true,
"level_reasons": {
"entry": {
"price": 480.81,
"source": "vwap",
"confidence": 89,
"reasons": [
{
"source": "vwap",
"label": "VWAP",
"price": 480.23,
"weight_pct": 70.0,
"matched": true,
"primary": true
},
{
"source": "orb_high",
"label": "ORB High",
"price": 481.4,
"weight_pct": 30.0,
"matched": true,
"primary": false
}
]
},
"stop": {
"price": 475.66,
"source": "orb_low",
"confidence": 77,
"reasons": [
{
"source": "orb_low",
"label": "ORB Low",
"price": 475.66,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
},
"target": {
"price": 482.35,
"source": "expected_close",
"confidence": 77,
"reasons": [
{
"source": "expected_close",
"label": "Expected Close",
"price": 482.35,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
}
},
"return_calculation": "(482.35-480.81)/480.81=0.32%",
"heuristic_expected_return_pct": 0.5,
"target_action": "卖出/获利",
"trade_summary_cn": "做多 AMD：在 480.81 附近入场，目标 482.35，预期 +0.32%",
"expected_r": -0.077,
"rr_below_hard_min": true,
"trade_economics": {
"account_size": 10000.0,
"risk_pct": 1.0,
"position_pct": 91.4,
"shares": 19,
"contracts": 0,
"max_loss_usd": 97.85,
"win_usd": 29.26,
"loss_usd": 97.85,
"expected_value_usd": -7.6,
"risk_per_share": 5.15,
"reward_per_share": 1.54,
"rr_display": {
"reward_risk_ratio": 0.3,
"risk_reward_ratio": 3.33,
"reward_per_share": 1.54,
"risk_per_share": 5.15,
"label_reward_risk": "Reward/Risk 0.30",
"label_risk_reward": "Risk:Reward 1:3.33",
"display": "Reward/Risk 0.30 · Risk:Reward 1:3.33",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"size_label": "None",
"display": "$10,000 → Win +$29 / Loss -$98"
},
"position_sizing": {
"risk_pct": 1.0,
"position_pct": 91.4,
"contracts": 0,
"shares": 19,
"max_loss_usd": 97.85,
"size_label": "None",
"display": "Risk 1.0% → Position 91.4% → 19 unit(s) → Max Loss $97.85"
},
"why_wins_today": [],
"why_not_alternatives": [
{
"symbol": "MU",
"rank": 1,
"reasons": [
"Win% 71 vs 77",
"ER 0.3% vs 1.1%",
"Score 0.18 vs 0.41",
"RS +1.9% vs +3.4%"
],
"summary": "Why AMD over MU: Win% 71 vs 77 · ER 0.3% vs 1.1% · Score 0.18 vs 0.41 · RS +1.9% vs +3.4%"
},
{
"symbol": "SMH",
"rank": 3,
"reasons": [
"Win% 71 vs 66",
"ER 0.3% vs 0.5%",
"Score 0.18 vs 0.17",
"RS +1.9% vs +2.0%"
],
"summary": "Why AMD over SMH: Win% 71 vs 66 · ER 0.3% vs 0.5% · Score 0.18 vs 0.17 · RS +1.9% vs +2.0%"
},
{
"symbol": "ARM",
"rank": 4,
"reasons": [
"ER 0.3% vs 0.5%",
"Score 0.18 vs 0.17",
"R:R 0.3 vs 0.28"
],
"summary": "Why AMD over ARM: ER 0.3% vs 0.5% · Score 0.18 vs 0.17 · R:R 0.3 vs 0.28"
},
{
"symbol": "META",
"rank": 5,
"reasons": [
"Win% 71 vs 76",
"ER 0.3% vs 0.2%",
"Score 0.18 vs 0.07",
"RS +1.9% vs +0.6%"
],
"summary": "Why AMD over META: Win% 71 vs 76 · ER 0.3% vs 0.2% · Score 0.18 vs 0.07 · RS +1.9% vs +0.6%"
},
{
"symbol": "XLE",
"rank": 6,
"reasons": [
"Win% 71 vs 65",
"ER 0.3% vs 0.2%",
"Score 0.18 vs 0.06",
"RS +1.9% vs +0.5%"
],
"summary": "Why AMD over XLE: Win% 71 vs 65 · ER 0.3% vs 0.2% · Score 0.18 vs 0.06 · RS +1.9% vs +0.5%"
}
],
"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": -7.6,
"win_scenario_usd": 29.26,
"loss_scenario_usd": 97.85,
"win_prob_pct": 71.0,
"display": "EV $-8 (win +$29 @ 71.0% · loss -$98)"
},
"entry_status": {
"current_price": 479.97,
"ideal_entry": 480.81,
"distance_pct": -0.17,
"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": 480.23,
"zone_high": 481.4,
"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": "Intraday",
"confidence": 66,
"confidence_stars": "★★★☆☆",
"expected_move": "+0.78%",
"expected_return_pct": 0.78,
"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": 0.54,
"final_score": 0.17,
"trade_action": "Pass",
"relative_strength": 1.97,
"entry": "Above 581.5 (VWAP)",
"entry_source": "vwap",
"entry_price": 581.27,
"entry_zone": {
"low": 581.0,
"high": 581.54,
"mid": 581.27,
"anchors": [
{
"source": "vwap",
"label": "VWAP",
"price": 581.54
},
{
"source": "orb_high",
"label": "ORB高点",
"price": 581.0
}
],
"display": "Entry Zone 581.00–581.54",
"entry_source": "vwap",
"tolerance_pct": 0.3
},
"stop": "572.9 (ORB低点)",
"stop_source": "orb_low",
"stop_price": 572.93,
"target": "585.8 (预期收盘)",
"target_source": "expected_close",
"target_price": 585.78,
"targets": [
"585.8 (预期收盘)"
],
"level_anchors": {
"vwap": 581.54,
"orb_high": 581.0,
"orb_low": 572.93,
"prev_high": 569.41,
"prev_low": 569.41,
"prior_close": 569.41,
"orb_from_minute": true
},
"levels_valid": true,
"why": [
"RS vs QQQ +1.97%",
"Volume 信号",
"期望R -0.13 < 0.15（EV门禁）"
],
"why_chain": "RS vs QQQ +1.97% · Volume 信号 · 期望R -0.13 < 0.15（EV门禁）",
"why_vs_runner_up": "—",
"factor_breakdown": {
"relative_strength_vs_qqq": 1.97,
"relative_strength_vs_smh": 0.0,
"relative_weakness_score": -1.97,
"gap_pct": 1.69,
"beta_proxy": 6.47,
"volume_signal": true,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": 0.72,
"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": 585.78,
"expected_low": 572.93,
"expected_close": 585.78,
"current_price": 582.7,
"upside_pct": 0.53,
"downside_risk_pct": 1.68,
"why_factors": [
"RS vs QQQ +1.97%",
"Volume 信号",
"期望R -0.13 < 0.15（EV门禁）"
],
"why_today": "RS vs QQQ +1.97% · Volume 信号 · 期望R -0.13 < 0.15（EV门禁）",
"gap_pct": 1.69,
"rr_display": {
"reward_risk_ratio": 0.54,
"risk_reward_ratio": 1.85,
"reward_per_share": 4.51,
"risk_per_share": 8.34,
"label_reward_risk": "Reward/Risk 0.54",
"label_risk_reward": "Risk:Reward 1:1.85",
"display": "Reward/Risk 0.54 · Risk:Reward 1:1.85",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"catalyst": "Geopolitical Risk · Macro Surprise",
"invalidation": "Close below stop $572.93 · Geopolitical escalation invalidates mean-reversion",
"advisory": true,
"level_reasons": {
"entry": {
"price": 581.27,
"source": "vwap",
"confidence": 98,
"reasons": [
{
"source": "vwap",
"label": "VWAP",
"price": 581.54,
"weight_pct": 54.0,
"matched": true,
"primary": true
},
{
"source": "orb_high",
"label": "ORB High",
"price": 581.0,
"weight_pct": 23.0,
"matched": true,
"primary": false
},
{
"source": "current",
"label": "Above Current",
"price": 582.7,
"weight_pct": 23.0,
"matched": true,
"primary": false
}
]
},
"stop": {
"price": 572.93,
"source": "orb_low",
"confidence": 77,
"reasons": [
{
"source": "orb_low",
"label": "ORB Low",
"price": 572.93,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
},
"target": {
"price": 585.78,
"source": "expected_close",
"confidence": 77,
"reasons": [
{
"source": "expected_close",
"label": "Expected Close",
"price": 585.78,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
}
},
"return_calculation": "(585.78-581.27)/581.27=0.78%",
"heuristic_expected_return_pct": 0.53,
"target_action": "卖出/获利",
"trade_summary_cn": "做多 SMH：在 581.27 附近入场，目标 585.78，预期 +0.78%",
"expected_r": 0.0164,
"rr_below_hard_min": true,
"trade_economics": {
"account_size": 10000.0,
"risk_pct": 1.0,
"position_pct": 63.9,
"shares": 11,
"contracts": 0,
"max_loss_usd": 91.74,
"win_usd": 49.61,
"loss_usd": 91.74,
"expected_value_usd": 1.55,
"risk_per_share": 8.34,
"reward_per_share": 4.51,
"rr_display": {
"reward_risk_ratio": 0.54,
"risk_reward_ratio": 1.85,
"reward_per_share": 4.51,
"risk_per_share": 8.34,
"label_reward_risk": "Reward/Risk 0.54",
"label_risk_reward": "Risk:Reward 1:1.85",
"display": "Reward/Risk 0.54 · Risk:Reward 1:1.85",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"size_label": "None",
"display": "$10,000 → Win +$50 / Loss -$92"
},
"position_sizing": {
"risk_pct": 1.0,
"position_pct": 63.9,
"contracts": 0,
"shares": 11,
"max_loss_usd": 91.74,
"size_label": "None",
"display": "Risk 1.0% → Position 63.9% → 11 unit(s) → Max Loss $91.74"
},
"why_wins_today": [],
"why_not_alternatives": [
{
"symbol": "MU",
"rank": 1,
"reasons": [
"Win% 66 vs 77",
"ER 0.8% vs 1.1%",
"Score 0.17 vs 0.41",
"RS +2.0% vs +3.4%",
"R:R 0.54 vs 0.38"
],
"summary": "Why SMH over MU: Win% 66 vs 77 · ER 0.8% vs 1.1% · Score 0.17 vs 0.41 · RS +2.0% vs +3.4% · R:R 0.54 vs 0.38"
},
{
"symbol": "AMD",
"rank": 2,
"reasons": [
"Win% 66 vs 71",
"ER 0.8% vs 0.5%",
"Score 0.17 vs 0.18",
"RS +2.0% vs +1.9%",
"R:R 0.54 vs 0.42"
],
"summary": "Why SMH over AMD: Win% 66 vs 71 · ER 0.8% vs 0.5% · Score 0.17 vs 0.18 · RS +2.0% vs +1.9% · R:R 0.54 vs 0.42"
},
{
"symbol": "ARM",
"rank": 4,
"reasons": [
"Win% 66 vs 71",
"ER 0.8% vs 0.5%",
"R:R 0.54 vs 0.28"
],
"summary": "Why SMH over ARM: Win% 66 vs 71 · ER 0.8% vs 0.5% · R:R 0.54 vs 0.28"
},
{
"symbol": "META",
"rank": 5,
"reasons": [
"Win% 66 vs 76",
"ER 0.8% vs 0.2%",
"Score 0.17 vs 0.07",
"RS +2.0% vs +0.6%"
],
"summary": "Why SMH over META: Win% 66 vs 76 · ER 0.8% vs 0.2% · Score 0.17 vs 0.07 · RS +2.0% vs +0.6%"
},
{
"symbol": "XLE",
"rank": 6,
"reasons": [
"Win% 66 vs 65",
"ER 0.8% vs 0.2%",
"Score 0.17 vs 0.06",
"RS +2.0% vs +0.5%"
],
"summary": "Why SMH over XLE: Win% 66 vs 65 · ER 0.8% vs 0.2% · Score 0.17 vs 0.06 · RS +2.0% vs +0.5%"
}
],
"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": 1.55,
"win_scenario_usd": 49.61,
"loss_scenario_usd": 91.74,
"win_prob_pct": 66.0,
"display": "EV $+2 (win +$50 @ 66.0% · loss -$92)"
},
"entry_status": {
"current_price": 582.7,
"ideal_entry": 581.27,
"distance_pct": 0.25,
"remaining_er_pct": 0.53,
"live_expected_return_pct": 0.53,
"new_plan": null,
"alternate_entry": null,
"advisory": true,
"advisory_tag": "ADVISORY — 不构成投资建议",
"zone_low": 581.0,
"zone_high": 581.54,
"miss_threshold_pct": 1.0,
"status": "PREMARKET",
"status_reason": "Premarket Ideal Entry — plan not yet live",
"action_hint": "Entry still valid"
}
},
{
"rank": 4,
"symbol": "ARM",
"direction": "LONG",
"instrument": "Stock",
"horizon": "Intraday",
"confidence": 71,
"confidence_stars": "★★★☆☆",
"expected_move": "+0.76%",
"expected_return_pct": 0.76,
"win_prob": 71.0,
"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": "Volume",
"key": "volume",
"points": 4.0
}
],
"total": 71.0,
"raw_total": 71.0,
"was_clamped": false
},
"risk_reward": 0.59,
"final_score": 0.17,
"trade_action": "Pass",
"relative_strength": 1.9,
"entry": "Above 273.2 (VWAP)",
"entry_source": "vwap",
"entry_price": 273.12,
"entry_zone": {
"low": 272.99,
"high": 273.24,
"mid": 273.12,
"anchors": [
{
"source": "vwap",
"label": "VWAP",
"price": 273.24
},
{
"source": "orb_high",
"label": "ORB高点",
"price": 272.99
}
],
"display": "Entry Zone 272.99–273.24",
"entry_source": "vwap",
"tolerance_pct": 0.3
},
"stop": "269.6 (ORB低点)",
"stop_source": "orb_low",
"stop_price": 269.61,
"target": "275.2 (预期收盘)",
"target_source": "expected_close",
"target_price": 275.2,
"targets": [
"275.2 (预期收盘)"
],
"level_anchors": {
"vwap": 273.24,
"orb_high": 272.99,
"orb_low": 269.61,
"prev_high": 267.85,
"prev_low": 267.85,
"prior_close": 267.85,
"orb_from_minute": true
},
"levels_valid": true,
"why": [
"RS vs QQQ +1.90%",
"Gap 未过度延伸",
"Volume 信号",
"期望R -0.09 < 0.15（EV门禁）"
],
"why_chain": "RS vs QQQ +1.90% · Gap 未过度延伸 · Volume 信号 · 期望R -0.09 < 0.15（EV门禁）",
"why_vs_runner_up": "—",
"factor_breakdown": {
"relative_strength_vs_qqq": 1.9,
"relative_strength_vs_smh": -0.07,
"relative_weakness_score": -1.86,
"gap_pct": 1.25,
"beta_proxy": 6.28,
"volume_signal": true,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": 0.72,
"prior_day_change_pct": 0.0
},
"edge_type": "Stock Edge",
"score_formula_display": "final = win_prob(71%) × ER(0.5%) × rr_weight(0.5) / 100",
"expected_high": 275.28,
"expected_low": 268.93,
"expected_close": 275.2,
"current_price": 273.91,
"upside_pct": 0.5,
"downside_risk_pct": 1.82,
"why_factors": [
"RS vs QQQ +1.90%",
"Gap 未过度延伸",
"Volume 信号",
"期望R -0.09 < 0.15（EV门禁）"
],
"why_today": "RS vs QQQ +1.90% · Gap 未过度延伸 · Volume 信号 · 期望R -0.09 < 0.15（EV门禁）",
"gap_pct": 1.25,
"rr_display": {
"reward_risk_ratio": 0.59,
"risk_reward_ratio": 1.69,
"reward_per_share": 2.08,
"risk_per_share": 3.51,
"label_reward_risk": "Reward/Risk 0.59",
"label_risk_reward": "Risk:Reward 1:1.69",
"display": "Reward/Risk 0.59 · Risk:Reward 1:1.69",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"catalyst": "Geopolitical Risk · Macro Surprise",
"invalidation": "Close below stop $269.61 · Geopolitical escalation invalidates mean-reversion",
"advisory": true,
"level_reasons": {
"entry": {
"price": 273.12,
"source": "vwap",
"confidence": 98,
"reasons": [
{
"source": "vwap",
"label": "VWAP",
"price": 273.24,
"weight_pct": 54.0,
"matched": true,
"primary": true
},
{
"source": "orb_high",
"label": "ORB High",
"price": 272.99,
"weight_pct": 23.0,
"matched": true,
"primary": false
},
{
"source": "current",
"label": "Above Current",
"price": 273.91,
"weight_pct": 23.0,
"matched": true,
"primary": false
}
]
},
"stop": {
"price": 269.61,
"source": "orb_low",
"confidence": 77,
"reasons": [
{
"source": "orb_low",
"label": "ORB Low",
"price": 269.61,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
},
"target": {
"price": 275.2,
"source": "expected_close",
"confidence": 77,
"reasons": [
{
"source": "expected_close",
"label": "Expected Close",
"price": 275.2,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
}
},
"return_calculation": "(275.2-273.12)/273.12=0.76%",
"heuristic_expected_return_pct": 0.47,
"target_action": "卖出/获利",
"trade_summary_cn": "做多 ARM：在 273.12 附近入场，目标 275.2，预期 +0.76%",
"expected_r": 0.1289,
"rr_below_hard_min": true,
"trade_economics": {
"account_size": 10000.0,
"risk_pct": 1.0,
"position_pct": 76.5,
"shares": 28,
"contracts": 0,
"max_loss_usd": 98.28,
"win_usd": 58.24,
"loss_usd": 98.28,
"expected_value_usd": 12.85,
"risk_per_share": 3.51,
"reward_per_share": 2.08,
"rr_display": {
"reward_risk_ratio": 0.59,
"risk_reward_ratio": 1.69,
"reward_per_share": 2.08,
"risk_per_share": 3.51,
"label_reward_risk": "Reward/Risk 0.59",
"label_risk_reward": "Risk:Reward 1:1.69",
"display": "Reward/Risk 0.59 · Risk:Reward 1:1.69",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"size_label": "None",
"display": "$10,000 → Win +$58 / Loss -$98"
},
"position_sizing": {
"risk_pct": 1.0,
"position_pct": 76.5,
"contracts": 0,
"shares": 28,
"max_loss_usd": 98.28,
"size_label": "None",
"display": "Risk 1.0% → Position 76.5% → 28 unit(s) → Max Loss $98.28"
},
"why_wins_today": [],
"why_not_alternatives": [
{
"symbol": "MU",
"rank": 1,
"reasons": [
"Win% 71 vs 77",
"ER 0.8% vs 1.1%",
"Score 0.17 vs 0.41",
"RS +1.9% vs +3.4%",
"R:R 0.59 vs 0.38"
],
"summary": "Why ARM over MU: Win% 71 vs 77 · ER 0.8% vs 1.1% · Score 0.17 vs 0.41 · RS +1.9% vs +3.4% · R:R 0.59 vs 0.38"
},
{
"symbol": "AMD",
"rank": 2,
"reasons": [
"ER 0.8% vs 0.5%",
"Score 0.17 vs 0.18",
"R:R 0.59 vs 0.42"
],
"summary": "Why ARM over AMD: ER 0.8% vs 0.5% · Score 0.17 vs 0.18 · R:R 0.59 vs 0.42"
},
{
"symbol": "SMH",
"rank": 3,
"reasons": [
"Win% 71 vs 66",
"ER 0.8% vs 0.5%",
"R:R 0.59 vs 0.32"
],
"summary": "Why ARM over SMH: Win% 71 vs 66 · ER 0.8% vs 0.5% · R:R 0.59 vs 0.32"
},
{
"symbol": "META",
"rank": 5,
"reasons": [
"Win% 71 vs 76",
"ER 0.8% vs 0.2%",
"Score 0.17 vs 0.07",
"RS +1.9% vs +0.6%"
],
"summary": "Why ARM over META: Win% 71 vs 76 · ER 0.8% vs 0.2% · Score 0.17 vs 0.07 · RS +1.9% vs +0.6%"
},
{
"symbol": "XLE",
"rank": 6,
"reasons": [
"Win% 71 vs 65",
"ER 0.8% vs 0.2%",
"Score 0.17 vs 0.06",
"RS +1.9% vs +0.5%"
],
"summary": "Why ARM over XLE: Win% 71 vs 65 · ER 0.8% vs 0.2% · Score 0.17 vs 0.06 · RS +1.9% vs +0.5%"
}
],
"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": 12.85,
"win_scenario_usd": 58.24,
"loss_scenario_usd": 98.28,
"win_prob_pct": 71.0,
"display": "EV $+13 (win +$58 @ 71.0% · loss -$98)"
},
"entry_status": {
"current_price": 273.91,
"ideal_entry": 273.12,
"distance_pct": 0.29,
"remaining_er_pct": 0.47,
"live_expected_return_pct": 0.47,
"new_plan": null,
"alternate_entry": null,
"advisory": true,
"advisory_tag": "ADVISORY — 不构成投资建议",
"zone_low": 272.99,
"zone_high": 273.24,
"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": "Intraday",
"confidence": 76,
"confidence_stars": "★★★☆☆",
"expected_move": "+0.43%",
"expected_return_pct": 0.43,
"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": 0.67,
"final_score": 0.07,
"trade_action": "Pass",
"relative_strength": 0.57,
"entry": "Above 601.2 (VWAP)",
"entry_source": "vwap",
"entry_price": 600.84,
"entry_zone": {
"low": 600.46,
"high": 601.21,
"mid": 600.84,
"anchors": [
{
"source": "vwap",
"label": "VWAP",
"price": 601.21
},
{
"source": "orb_high",
"label": "ORB高点",
"price": 600.46
}
],
"display": "Entry Zone 600.46–601.21",
"entry_source": "vwap",
"tolerance_pct": 0.3
},
"stop": "597.0 (ORB低点)",
"stop_source": "orb_low",
"stop_price": 597.01,
"target": "603.5 (预期高点)",
"target_source": "expected_high",
"target_price": 603.45,
"targets": [
"603.5 (预期高点)"
],
"level_anchors": {
"vwap": 601.21,
"orb_high": 600.46,
"orb_low": 597.01,
"prev_high": 594.92,
"prev_low": 594.92,
"prior_close": 594.92,
"orb_from_minute": true
},
"levels_valid": true,
"why": [
"RS vs QQQ +0.57%",
"Gap 未过度延伸",
"News 1",
"Volume 信号",
"几何上行 <1.5%（软门槛）"
],
"why_chain": "RS vs QQQ +0.57% · Gap 未过度延伸 · News 1 · Volume 信号",
"why_vs_runner_up": "—",
"factor_breakdown": {
"relative_strength_vs_qqq": 0.57,
"relative_strength_vs_smh": -1.4,
"relative_weakness_score": 0.27,
"gap_pct": 0.76,
"beta_proxy": 2.58,
"volume_signal": true,
"news_count": 1,
"extended_gap_penalty": 0.0,
"vix_change_pct": 0.72,
"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": 603.45,
"expected_low": 595.65,
"expected_close": 601.5,
"current_price": 600.45,
"upside_pct": 0.5,
"downside_risk_pct": 0.8,
"why_factors": [
"RS vs QQQ +0.57%",
"Gap 未过度延伸",
"News 1",
"Volume 信号",
"几何上行 <1.5%（软门槛）"
],
"why_today": "RS vs QQQ +0.57% · Gap 未过度延伸 · News 1 · Volume 信号",
"gap_pct": 0.76,
"rr_display": {
"reward_risk_ratio": 0.68,
"risk_reward_ratio": 1.47,
"reward_per_share": 2.61,
"risk_per_share": 3.83,
"label_reward_risk": "Reward/Risk 0.68",
"label_risk_reward": "Risk:Reward 1:1.47",
"display": "Reward/Risk 0.68 · Risk:Reward 1:1.47",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"catalyst": "Geopolitical Risk · Macro Surprise",
"invalidation": "Close below stop $597.01 · Geopolitical escalation invalidates mean-reversion",
"advisory": true,
"level_reasons": {
"entry": {
"price": 600.84,
"source": "vwap",
"confidence": 89,
"reasons": [
{
"source": "vwap",
"label": "VWAP",
"price": 601.21,
"weight_pct": 70.0,
"matched": true,
"primary": true
},
{
"source": "orb_high",
"label": "ORB High",
"price": 600.46,
"weight_pct": 30.0,
"matched": true,
"primary": false
}
]
},
"stop": {
"price": 597.01,
"source": "orb_low",
"confidence": 89,
"reasons": [
{
"source": "orb_low",
"label": "ORB Low",
"price": 597.01,
"weight_pct": 70.0,
"matched": true,
"primary": true
},
{
"source": "prev_low",
"label": "Yesterday Low",
"price": 594.92,
"weight_pct": 30.0,
"matched": true,
"primary": false
}
]
},
"target": {
"price": 603.45,
"source": "expected_high",
"confidence": 77,
"reasons": [
{
"source": "expected_high",
"label": "Expected High",
"price": 603.45,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
}
},
"return_calculation": "(603.45-600.84)/600.84=0.43%",
"heuristic_expected_return_pct": 0.17,
"target_action": "卖出/获利",
"trade_summary_cn": "做多 META：在 600.84 附近入场，目标 603.45，预期 +0.43%",
"expected_r": 0.2692,
"rr_below_hard_min": true,
"trade_economics": {
"account_size": 10000.0,
"risk_pct": 1.0,
"position_pct": 100.0,
"shares": 26,
"contracts": 0,
"max_loss_usd": 99.58,
"win_usd": 67.86,
"loss_usd": 99.58,
"expected_value_usd": 27.67,
"risk_per_share": 3.83,
"reward_per_share": 2.61,
"rr_display": {
"reward_risk_ratio": 0.68,
"risk_reward_ratio": 1.47,
"reward_per_share": 2.61,
"risk_per_share": 3.83,
"label_reward_risk": "Reward/Risk 0.68",
"label_risk_reward": "Risk:Reward 1:1.47",
"display": "Reward/Risk 0.68 · Risk:Reward 1:1.47",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"size_label": "None",
"display": "$10,000 → Win +$68 / Loss -$100"
},
"position_sizing": {
"risk_pct": 1.0,
"position_pct": 100.0,
"contracts": 0,
"shares": 26,
"max_loss_usd": 99.58,
"size_label": "None",
"display": "Risk 1.0% → Position 100.0% → 26 unit(s) → Max Loss $99.58"
},
"why_wins_today": [],
"why_not_alternatives": [
{
"symbol": "MU",
"rank": 1,
"reasons": [
"Win% 76 vs 77",
"ER 0.4% vs 1.1%",
"Score 0.07 vs 0.41",
"RS +0.6% vs +3.4%",
"R:R 0.67 vs 0.38"
],
"summary": "Why META over MU: Win% 76 vs 77 · ER 0.4% vs 1.1% · Score 0.07 vs 0.41 · RS +0.6% vs +3.4% · R:R 0.67 vs 0.38"
},
{
"symbol": "AMD",
"rank": 2,
"reasons": [
"Win% 76 vs 71",
"ER 0.4% vs 0.5%",
"Score 0.07 vs 0.18",
"RS +0.6% vs +1.9%",
"R:R 0.67 vs 0.42"
],
"summary": "Why META over AMD: Win% 76 vs 71 · ER 0.4% vs 0.5% · Score 0.07 vs 0.18 · RS +0.6% vs +1.9% · R:R 0.67 vs 0.42"
},
{
"symbol": "SMH",
"rank": 3,
"reasons": [
"Win% 76 vs 66",
"ER 0.4% vs 0.5%",
"Score 0.07 vs 0.17",
"RS +0.6% vs +2.0%",
"R:R 0.67 vs 0.32"
],
"summary": "Why META over SMH: Win% 76 vs 66 · ER 0.4% vs 0.5% · Score 0.07 vs 0.17 · RS +0.6% vs +2.0% · R:R 0.67 vs 0.32"
},
{
"symbol": "ARM",
"rank": 4,
"reasons": [
"Win% 76 vs 71",
"ER 0.4% vs 0.5%",
"Score 0.07 vs 0.17",
"RS +0.6% vs +1.9%",
"R:R 0.67 vs 0.28"
],
"summary": "Why META over ARM: Win% 76 vs 71 · ER 0.4% vs 0.5% · Score 0.07 vs 0.17 · RS +0.6% vs +1.9% · R:R 0.67 vs 0.28"
},
{
"symbol": "XLE",
"rank": 6,
"reasons": [
"Win% 76 vs 65",
"ER 0.4% vs 0.2%",
"Score 0.07 vs 0.06",
"R:R 0.67 vs 0.62"
],
"summary": "Why META over XLE: Win% 76 vs 65 · ER 0.4% vs 0.2% · Score 0.07 vs 0.06 · R:R 0.67 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": 27.67,
"win_scenario_usd": 67.86,
"loss_scenario_usd": 99.58,
"win_prob_pct": 76.0,
"display": "EV $+28 (win +$68 @ 76.0% · loss -$100)"
},
"entry_status": {
"current_price": 600.45,
"ideal_entry": 600.84,
"distance_pct": -0.06,
"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": 600.46,
"zone_high": 601.21,
"miss_threshold_pct": 1.0,
"status": "PREMARKET",
"status_reason": "Premarket Ideal Entry — plan not yet live",
"action_hint": "Entry still valid"
}
}
],
"watchlist_items": [
{
"symbol": "XLE",
"rank": 6,
"win_prob": 65.0,
"expected_return_pct": 0.2,
"trade_action": "Pass",
"why": "RS vs QQQ +0.49% · Gap 未过度延伸 · Volume 信号 · 期望R 0.05 < 0.15（EV门禁）",
"note": "Monitor — below trade threshold"
},
{
"symbol": "TSLA",
"rank": 7,
"win_prob": 71.0,
"expected_return_pct": 0.15,
"trade_action": "Pass",
"why": "RS vs QQQ +0.51% · Gap 未过度延伸 · Volume 信号 · 几何上行 <1.5%（软门槛）",
"note": "Monitor — below trade threshold"
},
{
"symbol": "TQQQ",
"rank": 8,
"win_prob": 71.0,
"expected_return_pct": 0.14,
"trade_action": "Pass",
"why": "RS vs QQQ +0.66% · Gap 未过度延伸 · Volume 信号 · 期望R -0.11 < 0.15（EV门禁）",
"note": "Monitor — below trade threshold"
},
{
"symbol": "XLK",
"rank": 9,
"win_prob": 65.0,
"expected_return_pct": 0.11,
"trade_action": "Pass",
"why": "RS vs QQQ +0.44% · Gap 未过度延伸 · Volume 信号 · 期望R 0.00 < 0.15（EV门禁）",
"note": "Monitor — below trade threshold"
},
{
"symbol": "QQQ",
"rank": 10,
"win_prob": 59.0,
"expected_return_pct": 0.0,
"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"
}
],
"advisory": true,
"swing": {
"symbol": "GOOGL",
"direction": "SHORT",
"instrument": "Stock",
"horizon": "Swing",
"duration": "Swing (days–weeks)",
"confidence": 49,
"entry": "Near 346.7 (swing zone)",
"entry_source": "swing_zone",
"entry_price": 346.69,
"entry_zone": {
"low": 345.65,
"high": 353.51,
"mid": 346.69,
"display": "$345.65–$353.51",
"source": "swing_pullback"
},
"stop": "367.2 (1.75xATR)",
"stop_source": "1.75xATR",
"stop_price": 367.16,
"target": "319.4 (T1 ~7.9%)",
"target_source": "2xATR_or_5pct",
"target_price": 319.4,
"targets": [
{
"price": 319.4,
"label": "T1",
"pct": 7.87
},
{
"price": 305.76,
"label": "T2",
"pct": 11.81
}
],
"expected_return_pct": 7.87,
"expected_move": "+7.87%",
"risk_reward": 1.33,
"win_prob": 44.0,
"final_score": 0.0,
"swing_quality": 6.14,
"atr": 13.645,
"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": 345.65,
"why": [
"高流动性波段标的 GOOGL",
"Prior day +0.0%",
"5D momentum -9.0%",
"RS vs QQQ -3.68%",
"Swing score 6.1"
],
"why_chain": "高流动性波段标的 GOOGL · Prior day +0.0% · 5D momentum -9.0% · RS vs QQQ -3.68%",
"invalidation": "Close beyond stop $367.16 or thesis broken (trend flip / catalyst fade)",
"trade_summary_cn": "波段做空 GOOGL：理想入场 $345.65–$353.51，止损 $367.16，目标 $319.4（约 +7.9%），持仓天数–数周",
"one_liner": "波段做空 GOOGL：理想入场 $345.65–$353.51，止损 $367.16，目标 $319.4（约 +7.9%），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、Macro Surprise、Oil Selloff、Trade Policy",
"catalyst": "Geopolitical Risk、Macro Surprise、Oil Selloff、Trade Policy"
},
"index_edge": {
"edge": "YES",
"why": "QQQ 盘前/开盘 +0.36%"
},
"sector_edge": {
"edge": "YES",
"why": "SMH 领先 QQQ +1.97%",
"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": "MU",
"win_prob": 77.0,
"win_prob_breakdown": {
"components": [
{
"factor": "Base",
"key": "base",
"points": 50.0
},
{
"factor": "RS",
"key": "rs",
"points": 18.0
},
{
"factor": "Catalyst",
"key": "catalyst",
"points": 5.0
},
{
"factor": "Volume",
"key": "volume",
"points": 4.0
}
],
"total": 77.0,
"raw_total": 77.0,
"was_clamped": false
},
"expected_return_pct": 1.06,
"expected_high": 902.98,
"expected_low": 868.52,
"expected_close": 902.98,
"current_price": 893.5,
"upside_pct": 1.06,
"downside_risk_pct": 2.8,
"risk_reward": 0.38,
"rr_display": {
"reward_risk_ratio": 0.38,
"risk_reward_ratio": 2.63,
"reward_per_share": null,
"risk_per_share": null,
"label_reward_risk": "Reward/Risk 0.38",
"label_risk_reward": "Risk:Reward 1:2.63",
"display": "Reward/Risk 0.38 · Risk:Reward 1:2.63",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"expected_r": 0.0626,
"final_score": 0.41,
"trade_action": "Pass",
"trade": "Pass",
"gap_pct": 2.58,
"relative_strength": 3.41,
"relative_strength_vs_smh": 1.44,
"relative_weakness_score": -4.27,
"prior_day_change_pct": 0.0,
"why_factors": [
"RS vs QQQ +3.41%",
"RS vs SMH +1.44%",
"News 1",
"Volume 信号",
"期望R 0.06 < 0.15（EV门禁）"
],
"why": "RS vs QQQ +3.41% · RS vs SMH +1.44% · News 1 · Volume 信号",
"score": 4,
"news_count": 1,
"factor_breakdown": {
"relative_strength_vs_qqq": 3.41,
"relative_strength_vs_smh": 1.44,
"relative_weakness_score": -4.27,
"gap_pct": 2.58,
"beta_proxy": 10.47,
"volume_signal": true,
"news_count": 1,
"extended_gap_penalty": 0.0,
"vix_change_pct": 0.72,
"prior_day_change_pct": 0.0
},
"edge_type": "Stock Edge",
"score_formula_display": "final = win_prob(77%) × ER(1.1%) × rr_weight(0.5) / 100",
"rr_weight": 0.5,
"why_vs_runner_up": "MU RS +3.4% vs AMD +1.9%；ER 1.1% vs 0.5%；Win% 77 vs 71；higher beta (10.5 vs 6.2)；relative strength",
"advisory": true,
"rank": 1,
"direction": "LONG"
},
{
"symbol": "AMD",
"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": 0.5,
"expected_high": 482.37,
"expected_low": 474.32,
"expected_close": 482.35,
"current_price": 479.97,
"upside_pct": 0.5,
"downside_risk_pct": 1.18,
"risk_reward": 0.42,
"rr_display": {
"reward_risk_ratio": 0.42,
"risk_reward_ratio": 2.38,
"reward_per_share": null,
"risk_per_share": null,
"label_reward_risk": "Reward/Risk 0.42",
"label_risk_reward": "Risk:Reward 1:2.38",
"display": "Reward/Risk 0.42 · Risk:Reward 1:2.38",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"expected_r": 0.0082,
"final_score": 0.18,
"trade_action": "Pass",
"trade": "Pass",
"gap_pct": 1.71,
"relative_strength": 1.86,
"relative_strength_vs_smh": -0.11,
"relative_weakness_score": -1.79,
"prior_day_change_pct": 0.0,
"why_factors": [
"RS vs QQQ +1.86%",
"News 1",
"Volume 信号",
"期望R 0.01 < 0.15（EV门禁）"
],
"why": "RS vs QQQ +1.86% · News 1 · Volume 信号 · 期望R 0.01 < 0.15（EV门禁）",
"score": 2,
"news_count": 1,
"factor_breakdown": {
"relative_strength_vs_qqq": 1.86,
"relative_strength_vs_smh": -0.11,
"relative_weakness_score": -1.79,
"gap_pct": 1.71,
"beta_proxy": 6.17,
"volume_signal": true,
"news_count": 1,
"extended_gap_penalty": 0.0,
"vix_change_pct": 0.72,
"prior_day_change_pct": 0.0
},
"edge_type": "Stock Edge",
"score_formula_display": "final = win_prob(71%) × ER(0.5%) × 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": 0.53,
"expected_high": 585.78,
"expected_low": 572.93,
"expected_close": 585.78,
"current_price": 582.7,
"upside_pct": 0.53,
"downside_risk_pct": 1.68,
"risk_reward": 0.32,
"rr_display": {
"reward_risk_ratio": 0.32,
"risk_reward_ratio": 3.12,
"reward_per_share": null,
"risk_per_share": null,
"label_reward_risk": "Reward/Risk 0.32",
"label_risk_reward": "Risk:Reward 1:3.12",
"display": "Reward/Risk 0.32 · Risk:Reward 1:3.12",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"expected_r": -0.1288,
"final_score": 0.17,
"trade_action": "Pass",
"trade": "Pass",
"gap_pct": 1.69,
"relative_strength": 1.97,
"relative_strength_vs_smh": 0.0,
"relative_weakness_score": -1.97,
"prior_day_change_pct": 0.0,
"why_factors": [
"RS vs QQQ +1.97%",
"Volume 信号",
"期望R -0.13 < 0.15（EV门禁）"
],
"why": "RS vs QQQ +1.97% · Volume 信号 · 期望R -0.13 < 0.15（EV门禁）",
"score": 2,
"news_count": 0,
"factor_breakdown": {
"relative_strength_vs_qqq": 1.97,
"relative_strength_vs_smh": 0.0,
"relative_weakness_score": -1.97,
"gap_pct": 1.69,
"beta_proxy": 6.47,
"volume_signal": true,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": 0.72,
"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": "ARM",
"win_prob": 71.0,
"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": "Volume",
"key": "volume",
"points": 4.0
}
],
"total": 71.0,
"raw_total": 71.0,
"was_clamped": false
},
"expected_return_pct": 0.47,
"expected_high": 275.28,
"expected_low": 268.93,
"expected_close": 275.2,
"current_price": 273.91,
"upside_pct": 0.5,
"downside_risk_pct": 1.82,
"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": -0.0912,
"final_score": 0.17,
"trade_action": "Pass",
"trade": "Pass",
"gap_pct": 1.25,
"relative_strength": 1.9,
"relative_strength_vs_smh": -0.07,
"relative_weakness_score": -1.86,
"prior_day_change_pct": 0.0,
"why_factors": [
"RS vs QQQ +1.90%",
"Gap 未过度延伸",
"Volume 信号",
"期望R -0.09 < 0.15（EV门禁）"
],
"why": "RS vs QQQ +1.90% · Gap 未过度延伸 · Volume 信号 · 期望R -0.09 < 0.15（EV门禁）",
"score": 2,
"news_count": 0,
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}