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 31
| 事件 | 预定 | 状态 | 实际值 | Consensus | Surprise | 典型影响（参考） | 实测反应 |
|---|---|---|---|---|---|---|---|
| GDP QoQ (Advance/2nd/Final) | 08:30 | ⏳ | 32,475 | 29,500 | +10.1% ⬆️ | GDP 意外强 → 收益率+ 美元+；弱则相反 | — |
H-2026-08-14-001Surprise：No major surprises vs typical driver mix
Lesson：NFP 日优先看 Macro Driver 链条：数据 → 利率 → 成长/价值轮动
{
"date": "2026-08-14",
"features": {
"dgs10": 4.68,
"dgs2": null,
"vix": 14.53,
"vix_chg": -0.68,
"qqq_chg": 0.98,
"smh_chg": 0.42,
"nvda_chg": 0.39,
"spy_chg": 0.0,
"oil_chg": 0.0,
"dxy_chg": -0.3,
"breadth_proxy": 0.8571428571428571,
"qqq_gap": 1.17,
"news_headline_count": 16,
"news_bearish_ratio": 0.0,
"news_ai_mentions": 7,
"news_macro_mentions": 0,
"news_oil_mentions": 1,
"news_risk_mentions": 0
},
"regime": {
"label": "AI Expansion",
"confidence": 0.82
},
"hypothesis": {
"id": "H-2026-08-14-001",
"statement": "弱 NFP 能否抵消 AI 抛售？（Macro 利率利好 vs 半导体风险）",
"evidence": [
"VIX=14.5 (low fear)",
"Breadth 86% (broad participation)"
],
"counter_evidence": [],
"confidence": 0.91,
"status": "待验证"
},
"morning": {
"bias": "Bullish Bias",
"total": 4,
"driver_type": "Political",
"daily_driver": "Geopolitical Risk",
"best_opportunity": {
"direction": "LONG",
"symbol": "MU",
"instrument": "Stock",
"horizon": "Swing",
"confidence": 72,
"confidence_stars": "★★★☆☆",
"entry": "Above 971.8 (VWAP)",
"entry_source": "vwap",
"entry_price": 971.77,
"stop": "949.8 (ORB低点)",
"stop_source": "orb_low",
"stop_price": 949.83,
"target": "1001.8 (预期收盘)",
"target_source": "expected_close",
"target_price": 1001.82,
"target_action": "卖出/获利",
"targets": [
"1001.8 (预期收盘)"
],
"duration": "Swing",
"why": [
"RS vs QQQ +5.94%",
"RS vs SMH +6.44%",
"Volume 信号"
],
"why_chain": "RS vs QQQ +5.94% · RS vs SMH +6.44% · Volume 信号",
"why_vs_runner_up": "MU RS +5.9% vs ARM +2.6%；ER 2.4% vs 1.1%；higher beta (5.2 vs 2.9)；relative strength",
"factor_breakdown": {
"relative_strength_vs_qqq": 5.94,
"relative_strength_vs_smh": 6.44,
"relative_weakness_score": -9.8,
"gap_pct": 5.57,
"beta_proxy": 5.21,
"volume_signal": true,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": -0.68,
"prior_day_change_pct": 0.0
},
"edge_type": "Relative Strength",
"score_formula_display": "final = win_prob(72%) × ER(2.4%) × rr_weight(0.5) / 100",
"win_prob": 72.0,
"win_prob_breakdown": {
"components": [
{
"factor": "Base",
"key": "base",
"points": 50.0
},
{
"factor": "RS",
"key": "rs",
"points": 18.0
},
{
"factor": "Volume",
"key": "volume",
"points": 4.0
}
],
"total": 72.0,
"raw_total": 72.0,
"was_clamped": false
},
"expected_return_pct": 3.09,
"expected_move": "+3.09%",
"return_calculation": "(1001.82-971.77)/971.77=3.09%",
"trade_summary_cn": "做多 MU：在 971.77 附近入场，目标 1001.82，预期 +3.09%",
"risk_reward": 1.37,
"rr_display": {
"reward_risk_ratio": 1.37,
"risk_reward_ratio": 0.73,
"reward_per_share": 30.05,
"risk_per_share": 21.94,
"label_reward_risk": "Reward/Risk 1.37",
"label_risk_reward": "Risk:Reward 1:0.73",
"display": "Reward/Risk 1.37 · Risk:Reward 1:0.73",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"entry_zone": {
"low": 968.85,
"high": 974.69,
"mid": 971.77,
"anchors": [
{
"source": "vwap",
"label": "VWAP",
"price": 971.77
}
],
"display": "Entry Zone 969–975",
"entry_source": "vwap",
"tolerance_pct": 0.3
},
"rank_summary": "MU ranked #1 because weakest RS + largest expected range + highest probability",
"win_prob_source": "rules",
"calibration": {
"calibrated_win_prob": 72.0,
"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": 61.97,
"win_scenario_usd": 120.2,
"loss_scenario_usd": 87.76,
"win_prob_pct": 72.0,
"display": "EV $+62 (win +$120 @ 72.0% · loss -$88)"
},
"final_score": 0.87,
"level_anchors": {
"vwap": 971.77,
"orb_high": 968.28,
"orb_low": 949.83,
"prev_high": 911.29,
"prev_low": 911.29,
"prior_close": 911.29,
"orb_from_minute": true
},
"level_reasons": {
"entry": {
"price": 971.77,
"source": "vwap",
"confidence": 89,
"reasons": [
{
"source": "vwap",
"label": "VWAP",
"price": 971.77,
"weight_pct": 70.0,
"matched": true,
"primary": true
},
{
"source": "orb_high",
"label": "ORB High",
"price": 968.28,
"weight_pct": 30.0,
"matched": true,
"primary": false
}
]
},
"stop": {
"price": 949.83,
"source": "orb_low",
"confidence": 77,
"reasons": [
{
"source": "orb_low",
"label": "ORB Low",
"price": 949.83,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
},
"target": {
"price": 1001.82,
"source": "expected_close",
"confidence": 77,
"reasons": [
{
"source": "expected_close",
"label": "Expected Close",
"price": 1001.82,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
}
},
"trade_economics": {
"account_size": 10000.0,
"risk_pct": 1.0,
"position_pct": 38.9,
"shares": 4,
"contracts": 1,
"max_loss_usd": 87.76,
"win_usd": 120.2,
"loss_usd": 87.76,
"expected_value_usd": 61.97,
"risk_per_share": 21.94,
"reward_per_share": 30.05,
"rr_display": {
"reward_risk_ratio": 1.37,
"risk_reward_ratio": 0.73,
"reward_per_share": 30.05,
"risk_per_share": 21.94,
"label_reward_risk": "Reward/Risk 1.37",
"label_risk_reward": "Risk:Reward 1:0.73",
"display": "Reward/Risk 1.37 · Risk:Reward 1:0.73",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"size_label": "Small",
"display": "$10,000 → Win +$120 / Loss -$88"
},
"position_sizing": {
"risk_pct": 1.0,
"position_pct": 38.9,
"contracts": 1,
"shares": 4,
"max_loss_usd": 87.76,
"size_label": "Small",
"display": "Risk 1.0% → Position 38.9% → 1 unit(s) → Max Loss $87.76"
},
"why_wins_today": [
{
"rank": 1,
"dimension": "relative_strength",
"label": "Highest Relative Strength",
"primary_value": 5.94,
"runner_up_value": 3.12,
"wins": true
},
{
"rank": 2,
"dimension": "expected_range",
"label": "Largest Expected Range",
"primary_value": 5.32,
"runner_up_value": 2.62,
"wins": true
},
{
"rank": 3,
"dimension": "win_prob",
"label": "Highest Probability",
"primary_value": 72.0,
"runner_up_value": 72.0,
"wins": true
},
{
"rank": 4,
"dimension": "risk_reward",
"label": "Best Risk Reward",
"primary_value": 1.37,
"runner_up_value": 1.0,
"wins": true
}
],
"why_not_alternatives": [
{
"symbol": "ARM",
"rank": 2,
"reasons": [
"ER 3.1% vs 1.1%",
"Score 0.87 vs 0.42",
"RS +5.9% vs +2.6%",
"R:R 1.37 vs 0.79",
"Tradeable (Small) vs Pass"
],
"summary": "Why MU over ARM: ER 3.1% vs 1.1% · Score 0.87 vs 0.42 · RS +5.9% vs +2.6% · R:R 1.37 vs 0.79 · Tradeable (Small) vs Pass"
},
{
"symbol": "TSLA",
"rank": 3,
"reasons": [
"Win% 72 vs 66",
"ER 3.1% vs 0.9%",
"Score 0.87 vs 0.31",
"RS +5.9% vs +3.1%",
"R:R 1.37 vs 1.0",
"Tradeable (Small) vs Pass"
],
"summary": "Why MU over TSLA: Win% 72 vs 66 · ER 3.1% vs 0.9% · Score 0.87 vs 0.31 · RS +5.9% vs +3.1% · R:R 1.37 vs 1.0 · Tradeable (Small) vs Pass"
},
{
"symbol": "TQQQ",
"rank": 4,
"reasons": [
"Win% 72 vs 66",
"ER 3.1% vs 0.8%",
"Score 0.87 vs 0.26",
"RS +5.9% vs +2.8%",
"R:R 1.37 vs 0.99",
"Tradeable (Small) vs Pass"
],
"summary": "Why MU over TQQQ: Win% 72 vs 66 · ER 3.1% vs 0.8% · Score 0.87 vs 0.26 · RS +5.9% vs +2.8% · R:R 1.37 vs 0.99 · Tradeable (Small) vs Pass"
},
{
"symbol": "META",
"rank": 5,
"reasons": [
"Win% 72 vs 66",
"ER 3.1% vs 0.5%",
"Score 0.87 vs 0.17",
"RS +5.9% vs +1.5%",
"R:R 1.37 vs 0.63",
"Tradeable (Small) vs Pass"
],
"summary": "Why MU over META: Win% 72 vs 66 · ER 3.1% vs 0.5% · Score 0.87 vs 0.17 · RS +5.9% vs +1.5% · R:R 1.37 vs 0.63 · Tradeable (Small) vs Pass"
},
{
"symbol": "QQQ",
"rank": 6,
"reasons": [
"Win% 72 vs 59",
"ER 3.1% vs 0.1%",
"Score 0.87 vs 0.03",
"RS +5.9% vs +0.0%",
"R:R 1.37 vs 0.62",
"Tradeable (Small) vs Pass"
],
"summary": "Why MU over QQQ: Win% 72 vs 59 · ER 3.1% vs 0.1% · Score 0.87 vs 0.03 · RS +5.9% vs +0.0% · R:R 1.37 vs 0.62 · Tradeable (Small) vs Pass"
}
],
"avoid": [],
"one_liner": "做多 MU：在 971.77 附近入场，目标 1001.82，预期 +3.09%",
"p16_gate": "No Trade",
"advisory": true
},
"best_trades": {
"primary": {
"rank": 1,
"symbol": "MU",
"direction": "LONG",
"instrument": "Stock",
"horizon": "Swing",
"confidence": 72,
"confidence_stars": "★★★☆☆",
"expected_move": "+3.09%",
"expected_return_pct": 3.09,
"win_prob": 72.0,
"win_prob_breakdown": {
"components": [
{
"factor": "Base",
"key": "base",
"points": 50.0
},
{
"factor": "RS",
"key": "rs",
"points": 18.0
},
{
"factor": "Volume",
"key": "volume",
"points": 4.0
}
],
"total": 72.0,
"raw_total": 72.0,
"was_clamped": false
},
"risk_reward": 1.37,
"final_score": 0.87,
"trade_action": "Small",
"relative_strength": 5.94,
"entry": "Above 971.8 (VWAP)",
"entry_source": "vwap",
"entry_price": 971.77,
"entry_zone": {
"low": 968.85,
"high": 974.69,
"mid": 971.77,
"anchors": [
{
"source": "vwap",
"label": "VWAP",
"price": 971.77
}
],
"display": "Entry Zone 969–975",
"entry_source": "vwap",
"tolerance_pct": 0.3
},
"stop": "949.8 (ORB低点)",
"stop_source": "orb_low",
"stop_price": 949.83,
"target": "1001.8 (预期收盘)",
"target_source": "expected_close",
"target_price": 1001.82,
"targets": [
"1001.8 (预期收盘)"
],
"level_anchors": {
"vwap": 971.77,
"orb_high": 968.28,
"orb_low": 949.83,
"prev_high": 911.29,
"prev_low": 911.29,
"prior_close": 911.29,
"orb_from_minute": true
},
"levels_valid": true,
"why": [
"RS vs QQQ +5.94%",
"RS vs SMH +6.44%",
"Volume 信号"
],
"why_chain": "RS vs QQQ +5.94% · RS vs SMH +6.44% · Volume 信号",
"why_vs_runner_up": "MU RS +5.9% vs ARM +2.6%；ER 2.4% vs 1.1%；higher beta (5.2 vs 2.9)；relative strength",
"factor_breakdown": {
"relative_strength_vs_qqq": 5.94,
"relative_strength_vs_smh": 6.44,
"relative_weakness_score": -9.8,
"gap_pct": 5.57,
"beta_proxy": 5.21,
"volume_signal": true,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": -0.68,
"prior_day_change_pct": 0.0
},
"edge_type": "Relative Strength",
"score_formula_display": "final = win_prob(72%) × ER(2.4%) × rr_weight(0.5) / 100",
"expected_high": 1001.82,
"expected_low": 949.83,
"expected_close": 1001.82,
"current_price": 978.28,
"upside_pct": 2.41,
"downside_risk_pct": 2.91,
"why_factors": [
"RS vs QQQ +5.94%",
"RS vs SMH +6.44%",
"Volume 信号"
],
"why_today": "RS vs QQQ +5.94% · RS vs SMH +6.44% · Volume 信号",
"gap_pct": 5.57,
"rr_display": {
"reward_risk_ratio": 1.37,
"risk_reward_ratio": 0.73,
"reward_per_share": 30.05,
"risk_per_share": 21.94,
"label_reward_risk": "Reward/Risk 1.37",
"label_risk_reward": "Risk:Reward 1:0.73",
"display": "Reward/Risk 1.37 · Risk:Reward 1:0.73",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"catalyst": "Geopolitical Risk · GDP",
"invalidation": "Close below stop $949.83 · Geopolitical escalation invalidates mean-reversion",
"advisory": true,
"level_reasons": {
"entry": {
"price": 971.77,
"source": "vwap",
"confidence": 89,
"reasons": [
{
"source": "vwap",
"label": "VWAP",
"price": 971.77,
"weight_pct": 70.0,
"matched": true,
"primary": true
},
{
"source": "orb_high",
"label": "ORB High",
"price": 968.28,
"weight_pct": 30.0,
"matched": true,
"primary": false
}
]
},
"stop": {
"price": 949.83,
"source": "orb_low",
"confidence": 77,
"reasons": [
{
"source": "orb_low",
"label": "ORB Low",
"price": 949.83,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
},
"target": {
"price": 1001.82,
"source": "expected_close",
"confidence": 77,
"reasons": [
{
"source": "expected_close",
"label": "Expected Close",
"price": 1001.82,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
}
},
"return_calculation": "(1001.82-971.77)/971.77=3.09%",
"heuristic_expected_return_pct": 2.41,
"target_action": "卖出/获利",
"trade_summary_cn": "做多 MU：在 971.77 附近入场，目标 1001.82，预期 +3.09%",
"expected_r": 0.7064,
"rr_below_hard_min": true,
"trade_economics": {
"account_size": 10000.0,
"risk_pct": 1.0,
"position_pct": 38.9,
"shares": 4,
"contracts": 1,
"max_loss_usd": 87.76,
"win_usd": 120.2,
"loss_usd": 87.76,
"expected_value_usd": 61.97,
"risk_per_share": 21.94,
"reward_per_share": 30.05,
"rr_display": {
"reward_risk_ratio": 1.37,
"risk_reward_ratio": 0.73,
"reward_per_share": 30.05,
"risk_per_share": 21.94,
"label_reward_risk": "Reward/Risk 1.37",
"label_risk_reward": "Risk:Reward 1:0.73",
"display": "Reward/Risk 1.37 · Risk:Reward 1:0.73",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"size_label": "Small",
"display": "$10,000 → Win +$120 / Loss -$88"
},
"position_sizing": {
"risk_pct": 1.0,
"position_pct": 38.9,
"contracts": 1,
"shares": 4,
"max_loss_usd": 87.76,
"size_label": "Small",
"display": "Risk 1.0% → Position 38.9% → 1 unit(s) → Max Loss $87.76"
},
"why_wins_today": [
{
"rank": 1,
"dimension": "relative_strength",
"label": "Highest Relative Strength",
"primary_value": 5.94,
"runner_up_value": 3.12,
"wins": true
},
{
"rank": 2,
"dimension": "expected_range",
"label": "Largest Expected Range",
"primary_value": 5.32,
"runner_up_value": 2.62,
"wins": true
},
{
"rank": 3,
"dimension": "win_prob",
"label": "Highest Probability",
"primary_value": 72.0,
"runner_up_value": 72.0,
"wins": true
},
{
"rank": 4,
"dimension": "risk_reward",
"label": "Best Risk Reward",
"primary_value": 1.37,
"runner_up_value": 1.0,
"wins": true
}
],
"why_not_alternatives": [
{
"symbol": "ARM",
"rank": 2,
"reasons": [
"ER 3.1% vs 1.1%",
"Score 0.87 vs 0.42",
"RS +5.9% vs +2.6%",
"R:R 1.37 vs 0.79",
"Tradeable (Small) vs Pass"
],
"summary": "Why MU over ARM: ER 3.1% vs 1.1% · Score 0.87 vs 0.42 · RS +5.9% vs +2.6% · R:R 1.37 vs 0.79 · Tradeable (Small) vs Pass"
},
{
"symbol": "TSLA",
"rank": 3,
"reasons": [
"Win% 72 vs 66",
"ER 3.1% vs 0.9%",
"Score 0.87 vs 0.31",
"RS +5.9% vs +3.1%",
"R:R 1.37 vs 1.0",
"Tradeable (Small) vs Pass"
],
"summary": "Why MU over TSLA: Win% 72 vs 66 · ER 3.1% vs 0.9% · Score 0.87 vs 0.31 · RS +5.9% vs +3.1% · R:R 1.37 vs 1.0 · Tradeable (Small) vs Pass"
},
{
"symbol": "TQQQ",
"rank": 4,
"reasons": [
"Win% 72 vs 66",
"ER 3.1% vs 0.8%",
"Score 0.87 vs 0.26",
"RS +5.9% vs +2.8%",
"R:R 1.37 vs 0.99",
"Tradeable (Small) vs Pass"
],
"summary": "Why MU over TQQQ: Win% 72 vs 66 · ER 3.1% vs 0.8% · Score 0.87 vs 0.26 · RS +5.9% vs +2.8% · R:R 1.37 vs 0.99 · Tradeable (Small) vs Pass"
},
{
"symbol": "META",
"rank": 5,
"reasons": [
"Win% 72 vs 66",
"ER 3.1% vs 0.5%",
"Score 0.87 vs 0.17",
"RS +5.9% vs +1.5%",
"R:R 1.37 vs 0.63",
"Tradeable (Small) vs Pass"
],
"summary": "Why MU over META: Win% 72 vs 66 · ER 3.1% vs 0.5% · Score 0.87 vs 0.17 · RS +5.9% vs +1.5% · R:R 1.37 vs 0.63 · Tradeable (Small) vs Pass"
},
{
"symbol": "QQQ",
"rank": 6,
"reasons": [
"Win% 72 vs 59",
"ER 3.1% vs 0.1%",
"Score 0.87 vs 0.03",
"RS +5.9% vs +0.0%",
"R:R 1.37 vs 0.62",
"Tradeable (Small) vs Pass"
],
"summary": "Why MU over QQQ: Win% 72 vs 59 · ER 3.1% vs 0.1% · Score 0.87 vs 0.03 · RS +5.9% vs +0.0% · R:R 1.37 vs 0.62 · Tradeable (Small) vs Pass"
}
],
"rank_summary": "MU ranked #1 because weakest RS + largest expected range + highest probability",
"win_prob_source": "rules",
"calibration": {
"calibrated_win_prob": 72.0,
"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": 61.97,
"win_scenario_usd": 120.2,
"loss_scenario_usd": 87.76,
"win_prob_pct": 72.0,
"display": "EV $+62 (win +$120 @ 72.0% · loss -$88)"
},
"entry_status": {
"current_price": 978.28,
"ideal_entry": 971.77,
"distance_pct": 0.67,
"remaining_er_pct": 2.41,
"live_expected_return_pct": 2.41,
"new_plan": null,
"alternate_entry": null,
"advisory": true,
"advisory_tag": "ADVISORY — 不构成投资建议",
"zone_low": 968.85,
"zone_high": 974.69,
"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": "MU",
"direction": "LONG",
"confidence": 72,
"expected_move": "+3.09%",
"why": "RS vs QQQ +5.94% · RS vs SMH +6.44% · Volume 信号"
}
],
"top_trades": [
{
"rank": 1,
"symbol": "MU",
"direction": "LONG",
"instrument": "Stock",
"horizon": "Swing",
"confidence": 72,
"confidence_stars": "★★★☆☆",
"expected_move": "+3.09%",
"expected_return_pct": 3.09,
"win_prob": 72.0,
"win_prob_breakdown": {
"components": [
{
"factor": "Base",
"key": "base",
"points": 50.0
},
{
"factor": "RS",
"key": "rs",
"points": 18.0
},
{
"factor": "Volume",
"key": "volume",
"points": 4.0
}
],
"total": 72.0,
"raw_total": 72.0,
"was_clamped": false
},
"risk_reward": 1.37,
"final_score": 0.87,
"trade_action": "Small",
"relative_strength": 5.94,
"entry": "Above 971.8 (VWAP)",
"entry_source": "vwap",
"entry_price": 971.77,
"entry_zone": {
"low": 968.85,
"high": 974.69,
"mid": 971.77,
"anchors": [
{
"source": "vwap",
"label": "VWAP",
"price": 971.77
}
],
"display": "Entry Zone 969–975",
"entry_source": "vwap",
"tolerance_pct": 0.3
},
"stop": "949.8 (ORB低点)",
"stop_source": "orb_low",
"stop_price": 949.83,
"target": "1001.8 (预期收盘)",
"target_source": "expected_close",
"target_price": 1001.82,
"targets": [
"1001.8 (预期收盘)"
],
"level_anchors": {
"vwap": 971.77,
"orb_high": 968.28,
"orb_low": 949.83,
"prev_high": 911.29,
"prev_low": 911.29,
"prior_close": 911.29,
"orb_from_minute": true
},
"levels_valid": true,
"why": [
"RS vs QQQ +5.94%",
"RS vs SMH +6.44%",
"Volume 信号"
],
"why_chain": "RS vs QQQ +5.94% · RS vs SMH +6.44% · Volume 信号",
"why_vs_runner_up": "MU RS +5.9% vs ARM +2.6%；ER 2.4% vs 1.1%；higher beta (5.2 vs 2.9)；relative strength",
"factor_breakdown": {
"relative_strength_vs_qqq": 5.94,
"relative_strength_vs_smh": 6.44,
"relative_weakness_score": -9.8,
"gap_pct": 5.57,
"beta_proxy": 5.21,
"volume_signal": true,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": -0.68,
"prior_day_change_pct": 0.0
},
"edge_type": "Relative Strength",
"score_formula_display": "final = win_prob(72%) × ER(2.4%) × rr_weight(0.5) / 100",
"expected_high": 1001.82,
"expected_low": 949.83,
"expected_close": 1001.82,
"current_price": 978.28,
"upside_pct": 2.41,
"downside_risk_pct": 2.91,
"why_factors": [
"RS vs QQQ +5.94%",
"RS vs SMH +6.44%",
"Volume 信号"
],
"why_today": "RS vs QQQ +5.94% · RS vs SMH +6.44% · Volume 信号",
"gap_pct": 5.57,
"rr_display": {
"reward_risk_ratio": 1.37,
"risk_reward_ratio": 0.73,
"reward_per_share": 30.05,
"risk_per_share": 21.94,
"label_reward_risk": "Reward/Risk 1.37",
"label_risk_reward": "Risk:Reward 1:0.73",
"display": "Reward/Risk 1.37 · Risk:Reward 1:0.73",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"catalyst": "Geopolitical Risk · GDP",
"invalidation": "Close below stop $949.83 · Geopolitical escalation invalidates mean-reversion",
"advisory": true,
"level_reasons": {
"entry": {
"price": 971.77,
"source": "vwap",
"confidence": 89,
"reasons": [
{
"source": "vwap",
"label": "VWAP",
"price": 971.77,
"weight_pct": 70.0,
"matched": true,
"primary": true
},
{
"source": "orb_high",
"label": "ORB High",
"price": 968.28,
"weight_pct": 30.0,
"matched": true,
"primary": false
}
]
},
"stop": {
"price": 949.83,
"source": "orb_low",
"confidence": 77,
"reasons": [
{
"source": "orb_low",
"label": "ORB Low",
"price": 949.83,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
},
"target": {
"price": 1001.82,
"source": "expected_close",
"confidence": 77,
"reasons": [
{
"source": "expected_close",
"label": "Expected Close",
"price": 1001.82,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
}
},
"return_calculation": "(1001.82-971.77)/971.77=3.09%",
"heuristic_expected_return_pct": 2.41,
"target_action": "卖出/获利",
"trade_summary_cn": "做多 MU：在 971.77 附近入场，目标 1001.82，预期 +3.09%",
"expected_r": 0.7064,
"rr_below_hard_min": true,
"trade_economics": {
"account_size": 10000.0,
"risk_pct": 1.0,
"position_pct": 38.9,
"shares": 4,
"contracts": 1,
"max_loss_usd": 87.76,
"win_usd": 120.2,
"loss_usd": 87.76,
"expected_value_usd": 61.97,
"risk_per_share": 21.94,
"reward_per_share": 30.05,
"rr_display": {
"reward_risk_ratio": 1.37,
"risk_reward_ratio": 0.73,
"reward_per_share": 30.05,
"risk_per_share": 21.94,
"label_reward_risk": "Reward/Risk 1.37",
"label_risk_reward": "Risk:Reward 1:0.73",
"display": "Reward/Risk 1.37 · Risk:Reward 1:0.73",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"size_label": "Small",
"display": "$10,000 → Win +$120 / Loss -$88"
},
"position_sizing": {
"risk_pct": 1.0,
"position_pct": 38.9,
"contracts": 1,
"shares": 4,
"max_loss_usd": 87.76,
"size_label": "Small",
"display": "Risk 1.0% → Position 38.9% → 1 unit(s) → Max Loss $87.76"
},
"why_wins_today": [
{
"rank": 1,
"dimension": "relative_strength",
"label": "Highest Relative Strength",
"primary_value": 5.94,
"runner_up_value": 3.12,
"wins": true
},
{
"rank": 2,
"dimension": "expected_range",
"label": "Largest Expected Range",
"primary_value": 5.32,
"runner_up_value": 2.62,
"wins": true
},
{
"rank": 3,
"dimension": "win_prob",
"label": "Highest Probability",
"primary_value": 72.0,
"runner_up_value": 72.0,
"wins": true
},
{
"rank": 4,
"dimension": "risk_reward",
"label": "Best Risk Reward",
"primary_value": 1.37,
"runner_up_value": 1.0,
"wins": true
}
],
"why_not_alternatives": [
{
"symbol": "ARM",
"rank": 2,
"reasons": [
"ER 3.1% vs 1.1%",
"Score 0.87 vs 0.42",
"RS +5.9% vs +2.6%",
"R:R 1.37 vs 0.79",
"Tradeable (Small) vs Pass"
],
"summary": "Why MU over ARM: ER 3.1% vs 1.1% · Score 0.87 vs 0.42 · RS +5.9% vs +2.6% · R:R 1.37 vs 0.79 · Tradeable (Small) vs Pass"
},
{
"symbol": "TSLA",
"rank": 3,
"reasons": [
"Win% 72 vs 66",
"ER 3.1% vs 0.9%",
"Score 0.87 vs 0.31",
"RS +5.9% vs +3.1%",
"R:R 1.37 vs 1.0",
"Tradeable (Small) vs Pass"
],
"summary": "Why MU over TSLA: Win% 72 vs 66 · ER 3.1% vs 0.9% · Score 0.87 vs 0.31 · RS +5.9% vs +3.1% · R:R 1.37 vs 1.0 · Tradeable (Small) vs Pass"
},
{
"symbol": "TQQQ",
"rank": 4,
"reasons": [
"Win% 72 vs 66",
"ER 3.1% vs 0.8%",
"Score 0.87 vs 0.26",
"RS +5.9% vs +2.8%",
"R:R 1.37 vs 0.99",
"Tradeable (Small) vs Pass"
],
"summary": "Why MU over TQQQ: Win% 72 vs 66 · ER 3.1% vs 0.8% · Score 0.87 vs 0.26 · RS +5.9% vs +2.8% · R:R 1.37 vs 0.99 · Tradeable (Small) vs Pass"
},
{
"symbol": "META",
"rank": 5,
"reasons": [
"Win% 72 vs 66",
"ER 3.1% vs 0.5%",
"Score 0.87 vs 0.17",
"RS +5.9% vs +1.5%",
"R:R 1.37 vs 0.63",
"Tradeable (Small) vs Pass"
],
"summary": "Why MU over META: Win% 72 vs 66 · ER 3.1% vs 0.5% · Score 0.87 vs 0.17 · RS +5.9% vs +1.5% · R:R 1.37 vs 0.63 · Tradeable (Small) vs Pass"
},
{
"symbol": "QQQ",
"rank": 6,
"reasons": [
"Win% 72 vs 59",
"ER 3.1% vs 0.1%",
"Score 0.87 vs 0.03",
"RS +5.9% vs +0.0%",
"R:R 1.37 vs 0.62",
"Tradeable (Small) vs Pass"
],
"summary": "Why MU over QQQ: Win% 72 vs 59 · ER 3.1% vs 0.1% · Score 0.87 vs 0.03 · RS +5.9% vs +0.0% · R:R 1.37 vs 0.62 · Tradeable (Small) vs Pass"
}
],
"rank_summary": "MU ranked #1 because weakest RS + largest expected range + highest probability",
"win_prob_source": "rules",
"calibration": {
"calibrated_win_prob": 72.0,
"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": 61.97,
"win_scenario_usd": 120.2,
"loss_scenario_usd": 87.76,
"win_prob_pct": 72.0,
"display": "EV $+62 (win +$120 @ 72.0% · loss -$88)"
},
"entry_status": {
"current_price": 978.28,
"ideal_entry": 971.77,
"distance_pct": 0.67,
"remaining_er_pct": 2.41,
"live_expected_return_pct": 2.41,
"new_plan": null,
"alternate_entry": null,
"advisory": true,
"advisory_tag": "ADVISORY — 不构成投资建议",
"zone_low": 968.85,
"zone_high": 974.69,
"miss_threshold_pct": 1.0,
"status": "PREMARKET",
"status_reason": "Premarket Ideal Entry — plan not yet live",
"action_hint": "Entry still valid"
}
}
],
"watchlist_items": [
{
"symbol": "ARM",
"rank": 2,
"win_prob": 72.0,
"expected_return_pct": 1.15,
"trade_action": "Pass",
"why": "RS vs QQQ +2.61% · RS vs SMH +3.11% · Volume 信号 · 几何上行 <1.5%（软门槛）",
"note": "Monitor — below trade threshold"
},
{
"symbol": "TSLA",
"rank": 3,
"win_prob": 66.0,
"expected_return_pct": 0.93,
"trade_action": "Pass",
"why": "RS vs QQQ +3.12% · Volume 信号 · 几何上行 <1.5%（软门槛）",
"note": "Monitor — below trade threshold"
},
{
"symbol": "TQQQ",
"rank": 4,
"win_prob": 66.0,
"expected_return_pct": 0.79,
"trade_action": "Pass",
"why": "RS vs QQQ +2.76% · Volume 信号 · 几何上行 <1.5%（软门槛）",
"note": "Monitor — below trade threshold"
},
{
"symbol": "META",
"rank": 5,
"win_prob": 66.0,
"expected_return_pct": 0.51,
"trade_action": "Pass",
"why": "RS vs QQQ +1.49% · Volume 信号 · 期望R 0.08 < 0.15（EV门禁）",
"note": "Monitor — below trade threshold"
},
{
"symbol": "QQQ",
"rank": 6,
"win_prob": 59.0,
"expected_return_pct": 0.09,
"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": "TSLA",
"direction": "LONG",
"instrument": "Stock",
"horizon": "Swing",
"duration": "Swing (days–weeks)",
"confidence": 71,
"entry": "Near 341.3 (swing zone)",
"entry_source": "swing_zone",
"entry_price": 341.31,
"entry_zone": {
"low": 335.83,
"high": 342.34,
"mid": 341.31,
"display": "$335.83–$342.34",
"source": "swing_pullback"
},
"stop": "324.9 (1.75xATR)",
"stop_source": "1.75xATR",
"stop_price": 324.86,
"target": "363.2 (T1 ~6.4%)",
"target_source": "2xATR_or_5pct",
"target_price": 363.24,
"targets": [
{
"price": 363.24,
"label": "T1",
"pct": 6.43
},
{
"price": 375.44,
"label": "T2",
"pct": 10.0
}
],
"expected_return_pct": 6.43,
"expected_move": "+6.43%",
"risk_reward": 1.33,
"win_prob": 66.0,
"final_score": 0.31,
"swing_quality": 5.456,
"atr": 10.9664,
"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": 342.34,
"why": [
"高流动性波段标的 TSLA",
"Prior day +0.0%",
"5D momentum +6.4%",
"RS vs QQQ +3.12%",
"Swing score 5.5"
],
"why_chain": "高流动性波段标的 TSLA · Prior day +0.0% · 5D momentum +6.4% · RS vs QQQ +3.12%",
"invalidation": "Close beyond stop $324.86 or thesis broken (trend flip / catalyst fade)",
"trade_summary_cn": "波段做多 TSLA：理想入场 $335.83–$342.34，止损 $324.86，目标 $363.24（约 +6.4%），持仓天数–数周",
"one_liner": "波段做多 TSLA：理想入场 $335.83–$342.34，止损 $324.86，目标 $363.24（约 +6.4%），持仓天数–数周",
"edge_type": "Relative Strength",
"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、GDP、Trade Policy",
"catalyst": "Geopolitical Risk、GDP、Trade Policy"
},
"index_edge": {
"edge": "YES",
"why": "QQQ 盘前/开盘 +1.42%"
},
"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": "MU",
"win_prob": 72.0,
"win_prob_breakdown": {
"components": [
{
"factor": "Base",
"key": "base",
"points": 50.0
},
{
"factor": "RS",
"key": "rs",
"points": 18.0
},
{
"factor": "Volume",
"key": "volume",
"points": 4.0
}
],
"total": 72.0,
"raw_total": 72.0,
"was_clamped": false
},
"expected_return_pct": 2.41,
"expected_high": 1001.82,
"expected_low": 949.83,
"expected_close": 1001.82,
"current_price": 978.28,
"upside_pct": 2.41,
"downside_risk_pct": 2.91,
"risk_reward": 0.83,
"rr_display": {
"reward_risk_ratio": 0.83,
"risk_reward_ratio": 1.2,
"reward_per_share": null,
"risk_per_share": null,
"label_reward_risk": "Reward/Risk 0.83",
"label_risk_reward": "Risk:Reward 1:1.20",
"display": "Reward/Risk 0.83 · Risk:Reward 1:1.20",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"expected_r": 0.3176,
"final_score": 0.87,
"trade_action": "Small",
"trade": "Small",
"gap_pct": 5.57,
"relative_strength": 5.94,
"relative_strength_vs_smh": 6.44,
"relative_weakness_score": -9.8,
"prior_day_change_pct": 0.0,
"why_factors": [
"RS vs QQQ +5.94%",
"RS vs SMH +6.44%",
"Volume 信号"
],
"why": "RS vs QQQ +5.94% · RS vs SMH +6.44% · Volume 信号",
"score": 9,
"news_count": 0,
"factor_breakdown": {
"relative_strength_vs_qqq": 5.94,
"relative_strength_vs_smh": 6.44,
"relative_weakness_score": -9.8,
"gap_pct": 5.57,
"beta_proxy": 5.21,
"volume_signal": true,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": -0.68,
"prior_day_change_pct": 0.0
},
"edge_type": "Relative Strength",
"score_formula_display": "final = win_prob(72%) × ER(2.4%) × rr_weight(0.5) / 100",
"rr_weight": 0.5,
"why_vs_runner_up": "MU RS +5.9% vs ARM +2.6%；ER 2.4% vs 1.1%；higher beta (5.2 vs 2.9)；relative strength",
"advisory": true,
"rank": 1,
"direction": "LONG"
},
{
"symbol": "ARM",
"win_prob": 72.0,
"win_prob_breakdown": {
"components": [
{
"factor": "Base",
"key": "base",
"points": 50.0
},
{
"factor": "RS",
"key": "rs",
"points": 18.0
},
{
"factor": "Volume",
"key": "volume",
"points": 4.0
}
],
"total": 72.0,
"raw_total": 72.0,
"was_clamped": false
},
"expected_return_pct": 1.15,
"expected_high": 286.06,
"expected_low": 278.65,
"expected_close": 286.06,
"current_price": 282.8,
"upside_pct": 1.15,
"downside_risk_pct": 1.47,
"risk_reward": 0.79,
"rr_display": {
"reward_risk_ratio": 0.79,
"risk_reward_ratio": 1.27,
"reward_per_share": null,
"risk_per_share": null,
"label_reward_risk": "Reward/Risk 0.79",
"label_risk_reward": "Risk:Reward 1:1.27",
"display": "Reward/Risk 0.79 · Risk:Reward 1:1.27",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"expected_r": 0.2888,
"final_score": 0.42,
"trade_action": "Pass",
"trade": "Pass",
"gap_pct": 3.23,
"relative_strength": 2.61,
"relative_strength_vs_smh": 3.11,
"relative_weakness_score": -4.48,
"prior_day_change_pct": 0.0,
"why_factors": [
"RS vs QQQ +2.61%",
"RS vs SMH +3.11%",
"Volume 信号",
"几何上行 <1.5%（软门槛）"
],
"why": "RS vs QQQ +2.61% · RS vs SMH +3.11% · Volume 信号 · 几何上行 <1.5%（软门槛）",
"score": 4,
"news_count": 0,
"factor_breakdown": {
"relative_strength_vs_qqq": 2.61,
"relative_strength_vs_smh": 3.11,
"relative_weakness_score": -4.48,
"gap_pct": 3.23,
"beta_proxy": 2.85,
"volume_signal": true,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": -0.68,
"prior_day_change_pct": 0.0
},
"edge_type": "Relative Strength",
"score_formula_display": "final = win_prob(72%) × ER(1.2%) × rr_weight(0.5) / 100",
"rr_weight": 0.5,
"why_vs_runner_up": "—",
"advisory": true,
"rank": 2,
"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": 0.93,
"expected_high": 345.51,
"expected_low": 339.17,
"expected_close": 345.51,
"current_price": 342.34,
"upside_pct": 0.93,
"downside_risk_pct": 0.93,
"risk_reward": 1.0,
"rr_display": {
"reward_risk_ratio": 1.0,
"risk_reward_ratio": 1.0,
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{
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{
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{
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{
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},
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},
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},
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},
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},
"surprise": "No major surprises vs typical driver mix",
"lesson": "NFP 日优先看 Macro Driver 链条：数据 → 利率 → 成长/价值轮动",
"playbook_refs": [
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],
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},
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}