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 35
H-2026-08-20-001Surprise：—
Lesson：—
{
"date": "2026-08-20",
"features": {
"dgs10": 4.71,
"dgs2": null,
"vix": 15.3,
"vix_chg": 2.75,
"qqq_chg": -0.74,
"smh_chg": -2.12,
"nvda_chg": -1.03,
"spy_chg": 0.0,
"oil_chg": 0.0,
"dxy_chg": -0.12,
"breadth_proxy": 0.7142857142857143,
"qqq_gap": 0.07,
"news_headline_count": 25,
"news_bearish_ratio": 0.333,
"news_ai_mentions": 52,
"news_macro_mentions": 8,
"news_oil_mentions": 1,
"news_risk_mentions": 1
},
"regime": {
"label": "AI Expansion",
"confidence": 0.82
},
"hypothesis": {
"id": "H-2026-08-20-001",
"statement": "AI/Semiconductor leads index today; macro is secondary variable",
"evidence": [
"VIX=15.3 (low fear)",
"Breadth 71% (broad participation)"
],
"counter_evidence": [
"NVDA -1.0%",
"SMH -2.1%",
"10Y=4.71% (elevated rates)"
],
"confidence": 0.6,
"status": "待验证"
},
"morning": {
"bias": "Neutral",
"total": -1,
"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": "AVGO",
"direction": "SHORT",
"instrument": "Stock",
"horizon": "Intraday",
"confidence": 74,
"confidence_stars": "★★★☆☆",
"expected_move": "+2.04%",
"expected_return_pct": 2.04,
"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
},
"risk_reward": 2.02,
"final_score": 0.47,
"trade_action": "Pass",
"relative_strength": -3.8,
"entry": "Below 365.6 (VWAP)",
"entry_source": "vwap",
"entry_price": 365.58,
"entry_zone": {
"low": 364.48,
"high": 366.68,
"mid": 365.58,
"anchors": [
{
"source": "vwap",
"label": "VWAP",
"price": 365.58
}
],
"display": "Entry Zone 364–367",
"entry_source": "vwap",
"tolerance_pct": 0.3
},
"stop": "369.3 (ORB高点)",
"stop_source": "orb_high",
"stop_price": 369.28,
"target": "358.1 (预期收盘)",
"target_source": "expected_close",
"target_price": 358.12,
"targets": [
"358.1 (预期收盘)"
],
"level_anchors": {
"vwap": 365.58,
"orb_high": 369.28,
"orb_low": 362.48,
"prev_high": 380.0,
"prev_low": 380.0,
"prior_close": 380.0,
"orb_from_minute": true
},
"levels_valid": true,
"why": [
"RS弱于QQQ -3.80%",
"RS弱于SMH -2.34%",
"Volume 信号",
"几何上行 <1.5%（软门槛）"
],
"why_chain": "RS弱于QQQ -3.80% · RS弱于SMH -2.34% · Volume 信号 · 几何上行 <1.5%（软门槛）",
"why_vs_runner_up": "AVGO RS -3.8% vs AMD -3.7%；ER 1.3% vs 1.2%；higher beta (6.1 vs 6.0)；relative weakness play",
"factor_breakdown": {
"relative_strength_vs_qqq": -3.8,
"relative_strength_vs_smh": -2.34,
"relative_weakness_score": 5.2,
"gap_pct": -2.9,
"beta_proxy": 6.14,
"volume_signal": true,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": 2.75,
"prior_day_change_pct": 0.0
},
"edge_type": "Relative Weakness",
"score_formula_display": "final = win_prob(74%) × ER(1.3%) × rr_weight(0.5) / 100",
"expected_high": 367.36,
"expected_low": 358.12,
"expected_close": 358.12,
"current_price": 362.74,
"upside_pct": 1.27,
"downside_risk_pct": 1.27,
"why_factors": [
"RS弱于QQQ -3.80%",
"RS弱于SMH -2.34%",
"Volume 信号",
"几何上行 <1.5%（软门槛）"
],
"why_today": "RS弱于QQQ -3.80% · RS弱于SMH -2.34% · Volume 信号 · 几何上行 <1.5%（软门槛）",
"gap_pct": -2.9,
"rr_display": {
"reward_risk_ratio": 2.02,
"risk_reward_ratio": 0.5,
"reward_per_share": 7.46,
"risk_per_share": 3.7,
"label_reward_risk": "Reward/Risk 2.02",
"label_risk_reward": "Risk:Reward 1:0.50",
"display": "Reward/Risk 2.02 · Risk:Reward 1:0.50",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"catalyst": "Geopolitical Risk · Geopolitical Risk",
"invalidation": "Close above stop $369.28 · Geopolitical escalation invalidates mean-reversion",
"advisory": true,
"level_reasons": {
"entry": {
"price": 365.58,
"source": "vwap",
"confidence": 77,
"reasons": [
{
"source": "vwap",
"label": "VWAP",
"price": 365.58,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
},
"stop": {
"price": 369.28,
"source": "orb_high",
"confidence": 77,
"reasons": [
{
"source": "orb_high",
"label": "ORB High",
"price": 369.28,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
},
"target": {
"price": 358.12,
"source": "expected_close",
"confidence": 77,
"reasons": [
{
"source": "expected_close",
"label": "Expected Close",
"price": 358.12,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
}
},
"return_calculation": "(365.58-358.12)/365.58=2.04%",
"heuristic_expected_return_pct": 1.27,
"target_action": "买入/平空仓",
"trade_summary_cn": "做空 AVGO：在 365.58 附近入场，目标 358.12，预期 +2.04%",
"expected_r": 1.2348,
"trade_economics": {
"account_size": 10000.0,
"risk_pct": 1.0,
"position_pct": 98.7,
"shares": 27,
"contracts": 0,
"max_loss_usd": 99.9,
"win_usd": 201.42,
"loss_usd": 99.9,
"expected_value_usd": 123.08,
"risk_per_share": 3.7,
"reward_per_share": 7.46,
"rr_display": {
"reward_risk_ratio": 2.02,
"risk_reward_ratio": 0.5,
"reward_per_share": 7.46,
"risk_per_share": 3.7,
"label_reward_risk": "Reward/Risk 2.02",
"label_risk_reward": "Risk:Reward 1:0.50",
"display": "Reward/Risk 2.02 · Risk:Reward 1:0.50",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"size_label": "None",
"display": "$10,000 → Win +$201 / Loss -$100"
},
"position_sizing": {
"risk_pct": 1.0,
"position_pct": 98.7,
"contracts": 0,
"shares": 27,
"max_loss_usd": 99.9,
"size_label": "None",
"display": "Risk 1.0% → Position 98.7% → 27 unit(s) → Max Loss $99.9"
},
"why_wins_today": [
{
"rank": 1,
"dimension": "expected_range",
"label": "Largest Expected Range",
"primary_value": 2.54,
"runner_up_value": 2.48,
"wins": true
}
],
"why_not_alternatives": [
{
"symbol": "AMD",
"rank": 2,
"reasons": [
"ER 2.0% vs 1.2%",
"Score 0.47 vs 0.45",
"R:R 2.02 vs 1.0"
],
"summary": "Why AVGO over AMD: ER 2.0% vs 1.2% · Score 0.47 vs 0.45 · R:R 2.02 vs 1.0"
},
{
"symbol": "ARM",
"rank": 3,
"reasons": [
"Win% 74 vs 75",
"ER 2.0% vs 0.4%",
"Score 0.47 vs 0.15",
"RS -3.8% vs -1.8%",
"R:R 2.02 vs 0.84"
],
"summary": "Why AVGO over ARM: Win% 74 vs 75 · ER 2.0% vs 0.4% · Score 0.47 vs 0.15 · RS -3.8% vs -1.8% · R:R 2.02 vs 0.84"
},
{
"symbol": "SMH",
"rank": 4,
"reasons": [
"Win% 74 vs 53",
"ER 2.0% vs 0.3%",
"Score 0.47 vs 0.11",
"RS -3.8% vs -1.5%",
"R:R 2.02 vs 1.21"
],
"summary": "Why AVGO over SMH: Win% 74 vs 53 · ER 2.0% vs 0.3% · Score 0.47 vs 0.11 · RS -3.8% vs -1.5% · R:R 2.02 vs 1.21"
},
{
"symbol": "XLK",
"rank": 5,
"reasons": [
"Win% 74 vs 71",
"ER 2.0% vs 0.2%",
"Score 0.47 vs 0.1",
"RS -3.8% vs -0.8%",
"R:R 2.02 vs 1.6"
],
"summary": "Why AVGO over XLK: Win% 74 vs 71 · ER 2.0% vs 0.2% · Score 0.47 vs 0.1 · RS -3.8% vs -0.8% · R:R 2.02 vs 1.6"
},
{
"symbol": "TQQQ",
"rank": 6,
"reasons": [
"Win% 74 vs 53",
"ER 2.0% vs 0.3%",
"Score 0.47 vs 0.07",
"RS -3.8% vs -1.6%",
"R:R 2.02 vs 0.48"
],
"summary": "Why AVGO over TQQQ: Win% 74 vs 53 · ER 2.0% vs 0.3% · Score 0.47 vs 0.07 · RS -3.8% vs -1.6% · R:R 2.02 vs 0.48"
}
],
"rank_summary": "AVGO ranked #1 because largest expected range",
"win_prob_source": "rules",
"calibration": {
"calibrated_win_prob": 74.0,
"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": 123.08,
"win_scenario_usd": 201.42,
"loss_scenario_usd": 99.9,
"win_prob_pct": 74.0,
"display": "EV $+123 (win +$201 @ 74.0% · loss -$100)"
},
"entry_status": {
"current_price": 362.74,
"ideal_entry": 365.58,
"distance_pct": 0.78,
"remaining_er_pct": 1.27,
"live_expected_return_pct": 1.27,
"new_plan": null,
"alternate_entry": null,
"advisory": true,
"advisory_tag": "ADVISORY — 不构成投资建议",
"zone_low": 364.48,
"zone_high": 366.68,
"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": "SHORT",
"instrument": "Stock",
"horizon": "Intraday",
"confidence": 74,
"confidence_stars": "★★★☆☆",
"expected_move": "+2.16%",
"expected_return_pct": 2.16,
"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
},
"risk_reward": 1.38,
"final_score": 0.45,
"trade_action": "Pass",
"relative_strength": -3.7,
"entry": "Below 467.7 (VWAP)",
"entry_source": "vwap",
"entry_price": 467.38,
"entry_zone": {
"low": 467.03,
"high": 467.73,
"mid": 467.38,
"anchors": [
{
"source": "vwap",
"label": "VWAP",
"price": 467.73
},
{
"source": "orb_low",
"label": "ORB低点",
"price": 467.03
}
],
"display": "Entry Zone 467.03–467.73",
"entry_source": "vwap",
"tolerance_pct": 0.3
},
"stop": "474.7 (ORB高点)",
"stop_source": "orb_high",
"stop_price": 474.68,
"target": "457.3 (预期收盘)",
"target_source": "expected_close",
"target_price": 457.29,
"targets": [
"457.3 (预期收盘)"
],
"level_anchors": {
"vwap": 467.73,
"orb_high": 474.68,
"orb_low": 467.03,
"prev_high": 484.39,
"prev_low": 484.39,
"prior_close": 484.39,
"orb_from_minute": true
},
"levels_valid": true,
"why": [
"RS弱于QQQ -3.70%",
"RS弱于SMH -2.24%",
"Volume 信号",
"几何上行 <1.5%（软门槛）"
],
"why_chain": "RS弱于QQQ -3.70% · RS弱于SMH -2.24% · Volume 信号 · 几何上行 <1.5%（软门槛）",
"why_vs_runner_up": "—",
"factor_breakdown": {
"relative_strength_vs_qqq": -3.7,
"relative_strength_vs_smh": -2.24,
"relative_weakness_score": 5.04,
"gap_pct": -2.46,
"beta_proxy": 6.0,
"volume_signal": true,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": 2.75,
"prior_day_change_pct": 0.0
},
"edge_type": "Relative Weakness",
"score_formula_display": "final = win_prob(74%) × ER(1.2%) × rr_weight(0.5) / 100",
"expected_high": 468.45,
"expected_low": 457.29,
"expected_close": 457.29,
"current_price": 462.87,
"upside_pct": 1.21,
"downside_risk_pct": 1.21,
"why_factors": [
"RS弱于QQQ -3.70%",
"RS弱于SMH -2.24%",
"Volume 信号",
"几何上行 <1.5%（软门槛）"
],
"why_today": "RS弱于QQQ -3.70% · RS弱于SMH -2.24% · Volume 信号 · 几何上行 <1.5%（软门槛）",
"gap_pct": -2.46,
"rr_display": {
"reward_risk_ratio": 1.38,
"risk_reward_ratio": 0.72,
"reward_per_share": 10.09,
"risk_per_share": 7.3,
"label_reward_risk": "Reward/Risk 1.38",
"label_risk_reward": "Risk:Reward 1:0.72",
"display": "Reward/Risk 1.38 · Risk:Reward 1:0.72",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"catalyst": "Geopolitical Risk · Geopolitical Risk",
"invalidation": "Close above stop $474.68 · Geopolitical escalation invalidates mean-reversion",
"advisory": true,
"level_reasons": {
"entry": {
"price": 467.38,
"source": "vwap",
"confidence": 89,
"reasons": [
{
"source": "orb_low",
"label": "ORB Low",
"price": 467.03,
"weight_pct": 30.0,
"matched": true,
"primary": false
},
{
"source": "vwap",
"label": "VWAP",
"price": 467.73,
"weight_pct": 70.0,
"matched": true,
"primary": true
}
]
},
"stop": {
"price": 474.68,
"source": "orb_high",
"confidence": 77,
"reasons": [
{
"source": "orb_high",
"label": "ORB High",
"price": 474.68,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
},
"target": {
"price": 457.29,
"source": "expected_close",
"confidence": 77,
"reasons": [
{
"source": "expected_close",
"label": "Expected Close",
"price": 457.29,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
}
},
"return_calculation": "(467.38-457.29)/467.38=2.16%",
"heuristic_expected_return_pct": 1.21,
"target_action": "买入/平空仓",
"trade_summary_cn": "做空 AMD：在 467.38 附近入场，目标 457.29，预期 +2.16%",
"expected_r": 0.7612,
"rr_below_hard_min": true,
"trade_economics": {
"account_size": 10000.0,
"risk_pct": 1.0,
"position_pct": 60.8,
"shares": 13,
"contracts": 0,
"max_loss_usd": 94.9,
"win_usd": 131.17,
"loss_usd": 94.9,
"expected_value_usd": 72.39,
"risk_per_share": 7.3,
"reward_per_share": 10.09,
"rr_display": {
"reward_risk_ratio": 1.38,
"risk_reward_ratio": 0.72,
"reward_per_share": 10.09,
"risk_per_share": 7.3,
"label_reward_risk": "Reward/Risk 1.38",
"label_risk_reward": "Risk:Reward 1:0.72",
"display": "Reward/Risk 1.38 · Risk:Reward 1:0.72",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"size_label": "None",
"display": "$10,000 → Win +$131 / Loss -$95"
},
"position_sizing": {
"risk_pct": 1.0,
"position_pct": 60.8,
"contracts": 0,
"shares": 13,
"max_loss_usd": 94.9,
"size_label": "None",
"display": "Risk 1.0% → Position 60.8% → 13 unit(s) → Max Loss $94.9"
},
"why_wins_today": [],
"why_not_alternatives": [
{
"symbol": "AVGO",
"rank": 1,
"reasons": [
"ER 2.2% vs 1.3%",
"Score 0.45 vs 0.47",
"R:R 1.38 vs 1.0"
],
"summary": "Why AMD over AVGO: ER 2.2% vs 1.3% · Score 0.45 vs 0.47 · R:R 1.38 vs 1.0"
},
{
"symbol": "ARM",
"rank": 3,
"reasons": [
"Win% 74 vs 75",
"ER 2.2% vs 0.4%",
"Score 0.45 vs 0.15",
"RS -3.7% vs -1.8%",
"R:R 1.38 vs 0.84"
],
"summary": "Why AMD over ARM: Win% 74 vs 75 · ER 2.2% vs 0.4% · Score 0.45 vs 0.15 · RS -3.7% vs -1.8% · R:R 1.38 vs 0.84"
},
{
"symbol": "SMH",
"rank": 4,
"reasons": [
"Win% 74 vs 53",
"ER 2.2% vs 0.3%",
"Score 0.45 vs 0.11",
"RS -3.7% vs -1.5%",
"R:R 1.38 vs 1.21"
],
"summary": "Why AMD over SMH: Win% 74 vs 53 · ER 2.2% vs 0.3% · Score 0.45 vs 0.11 · RS -3.7% vs -1.5% · R:R 1.38 vs 1.21"
},
{
"symbol": "XLK",
"rank": 5,
"reasons": [
"Win% 74 vs 71",
"ER 2.2% vs 0.2%",
"Score 0.45 vs 0.1",
"RS -3.7% vs -0.8%"
],
"summary": "Why AMD over XLK: Win% 74 vs 71 · ER 2.2% vs 0.2% · Score 0.45 vs 0.1 · RS -3.7% vs -0.8%"
},
{
"symbol": "TQQQ",
"rank": 6,
"reasons": [
"Win% 74 vs 53",
"ER 2.2% vs 0.3%",
"Score 0.45 vs 0.07",
"RS -3.7% vs -1.6%",
"R:R 1.38 vs 0.48"
],
"summary": "Why AMD over TQQQ: Win% 74 vs 53 · ER 2.2% vs 0.3% · Score 0.45 vs 0.07 · RS -3.7% vs -1.6% · R:R 1.38 vs 0.48"
}
],
"win_prob_source": "rules",
"calibration": {
"calibrated_win_prob": 74.0,
"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": 72.39,
"win_scenario_usd": 131.17,
"loss_scenario_usd": 94.9,
"win_prob_pct": 74.0,
"display": "EV $+72 (win +$131 @ 74.0% · loss -$95)"
},
"entry_status": {
"current_price": 462.87,
"ideal_entry": 467.38,
"distance_pct": 0.96,
"remaining_er_pct": 1.21,
"live_expected_return_pct": 1.21,
"new_plan": null,
"alternate_entry": null,
"advisory": true,
"advisory_tag": "ADVISORY — 不构成投资建议",
"zone_low": 467.03,
"zone_high": 467.73,
"miss_threshold_pct": 1.0,
"status": "PREMARKET",
"status_reason": "Premarket Ideal Entry — plan not yet live",
"action_hint": "Entry still valid"
}
},
{
"rank": 3,
"symbol": "ARM",
"direction": "SHORT",
"instrument": "Stock",
"horizon": "Intraday",
"confidence": 75,
"confidence_stars": "★★★☆☆",
"expected_move": "+1.67%",
"expected_return_pct": 1.67,
"win_prob": 75.0,
"win_prob_breakdown": {
"components": [
{
"factor": "Base",
"key": "base",
"points": 50.0
},
{
"factor": "RS",
"key": "rs",
"points": 16.0
},
{
"factor": "Gap",
"key": "gap",
"points": 5.0
},
{
"factor": "Volume",
"key": "volume",
"points": 4.0
}
],
"total": 75.0,
"raw_total": 75.0,
"was_clamped": false
},
"risk_reward": 0.82,
"final_score": 0.15,
"trade_action": "Pass",
"relative_strength": -1.75,
"entry": "Below 249.2 (VWAP)",
"entry_source": "vwap",
"entry_price": 249.17,
"entry_zone": {
"low": 248.42,
"high": 249.92,
"mid": 249.17,
"anchors": [
{
"source": "vwap",
"label": "VWAP",
"price": 249.17
}
],
"display": "Entry Zone 248–250",
"entry_source": "vwap",
"tolerance_pct": 0.3
},
"stop": "254.2 (ORB高点)",
"stop_source": "orb_high",
"stop_price": 254.23,
"target": "245.0 (预期低点)",
"target_source": "expected_low",
"target_price": 245.02,
"targets": [
"245.0 (预期低点)"
],
"level_anchors": {
"vwap": 249.17,
"orb_high": 254.23,
"orb_low": 247.0,
"prev_high": 253.32,
"prev_low": 253.32,
"prior_close": 253.32,
"orb_from_minute": true
},
"levels_valid": true,
"why": [
"RS弱于QQQ -1.75%",
"Gap 未过度延伸",
"Volume 信号",
"几何上行 <1.5%（软门槛）"
],
"why_chain": "RS弱于QQQ -1.75% · Gap 未过度延伸 · Volume 信号 · 几何上行 <1.5%（软门槛）",
"why_vs_runner_up": "—",
"factor_breakdown": {
"relative_strength_vs_qqq": -1.75,
"relative_strength_vs_smh": -0.29,
"relative_weakness_score": 1.92,
"gap_pct": -0.18,
"beta_proxy": 3.36,
"volume_signal": true,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": 2.75,
"prior_day_change_pct": 0.0
},
"edge_type": "Relative Weakness",
"score_formula_display": "final = win_prob(75%) × ER(0.4%) × rr_weight(0.5) / 100",
"expected_high": 249.34,
"expected_low": 245.02,
"expected_close": 246.01,
"current_price": 247.0,
"upside_pct": 0.8,
"downside_risk_pct": 0.95,
"why_factors": [
"RS弱于QQQ -1.75%",
"Gap 未过度延伸",
"Volume 信号",
"几何上行 <1.5%（软门槛）"
],
"why_today": "RS弱于QQQ -1.75% · Gap 未过度延伸 · Volume 信号 · 几何上行 <1.5%（软门槛）",
"gap_pct": -0.18,
"rr_display": {
"reward_risk_ratio": 0.82,
"risk_reward_ratio": 1.22,
"reward_per_share": 4.15,
"risk_per_share": 5.06,
"label_reward_risk": "Reward/Risk 0.82",
"label_risk_reward": "Risk:Reward 1:1.22",
"display": "Reward/Risk 0.82 · Risk:Reward 1:1.22",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"catalyst": "Geopolitical Risk · Geopolitical Risk",
"invalidation": "Close above stop $254.23 · Geopolitical escalation invalidates mean-reversion",
"advisory": true,
"level_reasons": {
"entry": {
"price": 249.17,
"source": "vwap",
"confidence": 77,
"reasons": [
{
"source": "vwap",
"label": "VWAP",
"price": 249.17,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
},
"stop": {
"price": 254.23,
"source": "orb_high",
"confidence": 89,
"reasons": [
{
"source": "orb_high",
"label": "ORB High",
"price": 254.23,
"weight_pct": 70.0,
"matched": true,
"primary": true
},
{
"source": "prev_high",
"label": "Yesterday High",
"price": 253.32,
"weight_pct": 30.0,
"matched": true,
"primary": false
}
]
},
"target": {
"price": 245.02,
"source": "expected_low",
"confidence": 77,
"reasons": [
{
"source": "expected_low",
"label": "Expected Low",
"price": 245.02,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
}
},
"return_calculation": "(249.17-245.02)/249.17=1.67%",
"heuristic_expected_return_pct": 0.4,
"target_action": "买入/平空仓",
"trade_summary_cn": "做空 ARM：在 249.17 附近入场，目标 245.02，预期 +1.67%",
"expected_r": 0.365,
"rr_below_hard_min": true,
"trade_economics": {
"account_size": 10000.0,
"risk_pct": 1.0,
"position_pct": 47.3,
"shares": 19,
"contracts": 0,
"max_loss_usd": 96.14,
"win_usd": 78.85,
"loss_usd": 96.14,
"expected_value_usd": 35.1,
"risk_per_share": 5.06,
"reward_per_share": 4.15,
"rr_display": {
"reward_risk_ratio": 0.82,
"risk_reward_ratio": 1.22,
"reward_per_share": 4.15,
"risk_per_share": 5.06,
"label_reward_risk": "Reward/Risk 0.82",
"label_risk_reward": "Risk:Reward 1:1.22",
"display": "Reward/Risk 0.82 · Risk:Reward 1:1.22",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"size_label": "None",
"display": "$10,000 → Win +$79 / Loss -$96"
},
"position_sizing": {
"risk_pct": 1.0,
"position_pct": 47.3,
"contracts": 0,
"shares": 19,
"max_loss_usd": 96.14,
"size_label": "None",
"display": "Risk 1.0% → Position 47.3% → 19 unit(s) → Max Loss $96.14"
},
"why_wins_today": [
{
"rank": 1,
"dimension": "win_prob",
"label": "Highest Probability",
"primary_value": 75.0,
"runner_up_value": 74.0,
"wins": true
}
],
"why_not_alternatives": [
{
"symbol": "AVGO",
"rank": 1,
"reasons": [
"Win% 75 vs 74",
"ER 1.7% vs 1.3%",
"Score 0.15 vs 0.47",
"RS -1.8% vs -3.8%"
],
"summary": "Why ARM over AVGO: Win% 75 vs 74 · ER 1.7% vs 1.3% · Score 0.15 vs 0.47 · RS -1.8% vs -3.8%"
},
{
"symbol": "AMD",
"rank": 2,
"reasons": [
"Win% 75 vs 74",
"ER 1.7% vs 1.2%",
"Score 0.15 vs 0.45",
"RS -1.8% vs -3.7%"
],
"summary": "Why ARM over AMD: Win% 75 vs 74 · ER 1.7% vs 1.2% · Score 0.15 vs 0.45 · RS -1.8% vs -3.7%"
},
{
"symbol": "SMH",
"rank": 4,
"reasons": [
"Win% 75 vs 53",
"ER 1.7% vs 0.3%",
"Score 0.15 vs 0.11",
"RS -1.8% vs -1.5%"
],
"summary": "Why ARM over SMH: Win% 75 vs 53 · ER 1.7% vs 0.3% · Score 0.15 vs 0.11 · RS -1.8% vs -1.5%"
},
{
"symbol": "XLK",
"rank": 5,
"reasons": [
"Win% 75 vs 71",
"ER 1.7% vs 0.2%",
"Score 0.15 vs 0.1",
"RS -1.8% vs -0.8%"
],
"summary": "Why ARM over XLK: Win% 75 vs 71 · ER 1.7% vs 0.2% · Score 0.15 vs 0.1 · RS -1.8% vs -0.8%"
},
{
"symbol": "TQQQ",
"rank": 6,
"reasons": [
"Win% 75 vs 53",
"ER 1.7% vs 0.3%",
"Score 0.15 vs 0.07",
"RS -1.8% vs -1.6%",
"R:R 0.82 vs 0.48"
],
"summary": "Why ARM over TQQQ: Win% 75 vs 53 · ER 1.7% vs 0.3% · Score 0.15 vs 0.07 · RS -1.8% vs -1.6% · R:R 0.82 vs 0.48"
}
],
"win_prob_source": "rules",
"calibration": {
"calibrated_win_prob": 75.0,
"sample_size": 0,
"confidence_interval": null,
"source": "rules_fallback",
"match_quality": "insufficient",
"win_prob_source": "rules",
"disclaimer": "No historical matches; using rules breakdown"
},
"ev_distribution": {
"expected_value_usd": 35.1,
"win_scenario_usd": 78.85,
"loss_scenario_usd": 96.14,
"win_prob_pct": 75.0,
"display": "EV $+35 (win +$79 @ 75.0% · loss -$96)"
},
"entry_status": {
"current_price": 247.0,
"ideal_entry": 249.17,
"distance_pct": 0.87,
"remaining_er_pct": 0.8,
"live_expected_return_pct": 0.8,
"new_plan": null,
"alternate_entry": null,
"advisory": true,
"advisory_tag": "ADVISORY — 不构成投资建议",
"zone_low": 248.42,
"zone_high": 249.92,
"miss_threshold_pct": 1.0,
"status": "PREMARKET",
"status_reason": "Premarket Ideal Entry — plan not yet live",
"action_hint": "Entry still valid"
}
},
{
"rank": 4,
"symbol": "SMH",
"direction": "SHORT",
"instrument": "ETF",
"horizon": "Intraday",
"confidence": 53,
"confidence_stars": "★★☆☆☆",
"expected_move": "+1.56%",
"expected_return_pct": 1.56,
"win_prob": 53.0,
"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
},
{
"factor": "Macro",
"key": "macro",
"points": -18.0
}
],
"total": 53.0,
"raw_total": 53.0,
"was_clamped": false
},
"risk_reward": 1.18,
"final_score": 0.11,
"trade_action": "Pass",
"relative_strength": -1.46,
"entry": "Below 562.2 (VWAP)",
"entry_source": "vwap",
"entry_price": 561.57,
"entry_zone": {
"low": 560.92,
"high": 562.22,
"mid": 561.57,
"anchors": [
{
"source": "vwap",
"label": "VWAP",
"price": 562.22
},
{
"source": "orb_low",
"label": "ORB低点",
"price": 560.92
}
],
"display": "Entry Zone 561–562",
"entry_source": "vwap",
"tolerance_pct": 0.3
},
"stop": "569.0 (ORB高点)",
"stop_source": "orb_high",
"stop_price": 569.0,
"target": "552.8 (预期低点)",
"target_source": "expected_low",
"target_price": 552.79,
"targets": [
"552.8 (预期低点)"
],
"level_anchors": {
"vwap": 562.22,
"orb_high": 569.0,
"orb_low": 560.92,
"prev_high": 569.77,
"prev_low": 569.77,
"prior_close": 569.77,
"orb_from_minute": true
},
"levels_valid": true,
"why": [
"RS弱于QQQ -1.46%",
"Gap 未过度延伸",
"Volume 信号",
"Geo-risk day — avoid blind SMH short vs escalation",
"几何上行 <1.5%（软门槛）"
],
"why_chain": "RS弱于QQQ -1.46% · Gap 未过度延伸 · Volume 信号 · Geo-risk day — avoid blind SMH short vs escalation",
"why_vs_runner_up": "—",
"factor_breakdown": {
"relative_strength_vs_qqq": -1.46,
"relative_strength_vs_smh": 0.0,
"relative_weakness_score": 1.46,
"gap_pct": -0.67,
"beta_proxy": 2.97,
"volume_signal": true,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": 2.75,
"prior_day_change_pct": 0.0
},
"edge_type": "Relative Weakness",
"score_formula_display": "final = win_prob(53%) × ER(0.3%) × rr_weight(0.6) / 100",
"expected_high": 560.92,
"expected_low": 552.79,
"expected_close": 555.32,
"current_price": 557.25,
"upside_pct": 0.8,
"downside_risk_pct": 0.66,
"why_factors": [
"RS弱于QQQ -1.46%",
"Gap 未过度延伸",
"Volume 信号",
"Geo-risk day — avoid blind SMH short vs escalation",
"几何上行 <1.5%（软门槛）"
],
"why_today": "RS弱于QQQ -1.46% · Gap 未过度延伸 · Volume 信号 · Geo-risk day — avoid blind SMH short vs escalation",
"gap_pct": -0.67,
"rr_display": {
"reward_risk_ratio": 1.18,
"risk_reward_ratio": 0.85,
"reward_per_share": 8.78,
"risk_per_share": 7.43,
"label_reward_risk": "Reward/Risk 1.18",
"label_risk_reward": "Risk:Reward 1:0.85",
"display": "Reward/Risk 1.18 · Risk:Reward 1:0.85",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"catalyst": "Geopolitical Risk · Geopolitical Risk",
"invalidation": "Close above stop $569.0 · Geopolitical escalation invalidates mean-reversion",
"advisory": true,
"level_reasons": {
"entry": {
"price": 561.57,
"source": "vwap",
"confidence": 89,
"reasons": [
{
"source": "orb_low",
"label": "ORB Low",
"price": 560.92,
"weight_pct": 30.0,
"matched": true,
"primary": false
},
{
"source": "vwap",
"label": "VWAP",
"price": 562.22,
"weight_pct": 70.0,
"matched": true,
"primary": true
}
]
},
"stop": {
"price": 569.0,
"source": "orb_high",
"confidence": 89,
"reasons": [
{
"source": "orb_high",
"label": "ORB High",
"price": 569.0,
"weight_pct": 70.0,
"matched": true,
"primary": true
},
{
"source": "prev_high",
"label": "Yesterday High",
"price": 569.77,
"weight_pct": 30.0,
"matched": true,
"primary": false
}
]
},
"target": {
"price": 552.79,
"source": "expected_low",
"confidence": 77,
"reasons": [
{
"source": "expected_low",
"label": "Expected Low",
"price": 552.79,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
}
},
"return_calculation": "(561.57-552.79)/561.57=1.56%",
"heuristic_expected_return_pct": 0.35,
"target_action": "买入/平空仓",
"trade_summary_cn": "做空 SMH：在 561.57 附近入场，目标 552.79，预期 +1.56%",
"expected_r": 0.1554,
"rr_below_hard_min": true,
"trade_economics": {
"account_size": 10000.0,
"risk_pct": 1.0,
"position_pct": 73.0,
"shares": 13,
"contracts": 0,
"max_loss_usd": 96.59,
"win_usd": 114.14,
"loss_usd": 96.59,
"expected_value_usd": 15.1,
"risk_per_share": 7.43,
"reward_per_share": 8.78,
"rr_display": {
"reward_risk_ratio": 1.18,
"risk_reward_ratio": 0.85,
"reward_per_share": 8.78,
"risk_per_share": 7.43,
"label_reward_risk": "Reward/Risk 1.18",
"label_risk_reward": "Risk:Reward 1:0.85",
"display": "Reward/Risk 1.18 · Risk:Reward 1:0.85",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"size_label": "None",
"display": "$10,000 → Win +$114 / Loss -$97"
},
"position_sizing": {
"risk_pct": 1.0,
"position_pct": 73.0,
"contracts": 0,
"shares": 13,
"max_loss_usd": 96.59,
"size_label": "None",
"display": "Risk 1.0% → Position 73.0% → 13 unit(s) → Max Loss $96.59"
},
"why_wins_today": [],
"why_not_alternatives": [
{
"symbol": "AVGO",
"rank": 1,
"reasons": [
"Win% 53 vs 74",
"ER 1.6% vs 1.3%",
"Score 0.11 vs 0.47",
"RS -1.5% vs -3.8%",
"R:R 1.18 vs 1.0"
],
"summary": "Why SMH over AVGO: Win% 53 vs 74 · ER 1.6% vs 1.3% · Score 0.11 vs 0.47 · RS -1.5% vs -3.8% · R:R 1.18 vs 1.0"
},
{
"symbol": "AMD",
"rank": 2,
"reasons": [
"Win% 53 vs 74",
"ER 1.6% vs 1.2%",
"Score 0.11 vs 0.45",
"RS -1.5% vs -3.7%",
"R:R 1.18 vs 1.0"
],
"summary": "Why SMH over AMD: Win% 53 vs 74 · ER 1.6% vs 1.2% · Score 0.11 vs 0.45 · RS -1.5% vs -3.7% · R:R 1.18 vs 1.0"
},
{
"symbol": "ARM",
"rank": 3,
"reasons": [
"Win% 53 vs 75",
"ER 1.6% vs 0.4%",
"Score 0.11 vs 0.15",
"RS -1.5% vs -1.8%",
"R:R 1.18 vs 0.84"
],
"summary": "Why SMH over ARM: Win% 53 vs 75 · ER 1.6% vs 0.4% · Score 0.11 vs 0.15 · RS -1.5% vs -1.8% · R:R 1.18 vs 0.84"
},
{
"symbol": "XLK",
"rank": 5,
"reasons": [
"Win% 53 vs 71",
"ER 1.6% vs 0.2%",
"Score 0.11 vs 0.1",
"RS -1.5% vs -0.8%"
],
"summary": "Why SMH over XLK: Win% 53 vs 71 · ER 1.6% vs 0.2% · Score 0.11 vs 0.1 · RS -1.5% vs -0.8%"
},
{
"symbol": "TQQQ",
"rank": 6,
"reasons": [
"ER 1.6% vs 0.3%",
"Score 0.11 vs 0.07",
"R:R 1.18 vs 0.48"
],
"summary": "Why SMH over TQQQ: ER 1.6% vs 0.3% · Score 0.11 vs 0.07 · R:R 1.18 vs 0.48"
}
],
"win_prob_source": "rules",
"calibration": {
"calibrated_win_prob": 53.0,
"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": 15.1,
"win_scenario_usd": 114.14,
"loss_scenario_usd": 96.59,
"win_prob_pct": 53.0,
"display": "EV $+15 (win +$114 @ 53.0% · loss -$97)"
},
"entry_status": {
"current_price": 557.25,
"ideal_entry": 561.57,
"distance_pct": 0.77,
"remaining_er_pct": 0.8,
"live_expected_return_pct": 0.8,
"new_plan": null,
"alternate_entry": null,
"advisory": true,
"advisory_tag": "ADVISORY — 不构成投资建议",
"zone_low": 560.92,
"zone_high": 562.22,
"miss_threshold_pct": 1.0,
"status": "PREMARKET",
"status_reason": "Premarket Ideal Entry — plan not yet live",
"action_hint": "Entry still valid"
}
},
{
"rank": 5,
"symbol": "XLK",
"direction": "SHORT",
"instrument": "ETF",
"horizon": "Intraday",
"confidence": 71,
"confidence_stars": "★★★☆☆",
"expected_move": "+1.25%",
"expected_return_pct": 1.25,
"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": 1.64,
"final_score": 0.1,
"trade_action": "Pass",
"relative_strength": -0.77,
"entry": "Below 183.8 (VWAP)",
"entry_source": "vwap",
"entry_price": 183.66,
"entry_zone": {
"low": 183.5,
"high": 183.82,
"mid": 183.66,
"anchors": [
{
"source": "vwap",
"label": "VWAP",
"price": 183.82
},
{
"source": "orb_low",
"label": "ORB低点",
"price": 183.5
}
],
"display": "Entry Zone 183.50–183.82",
"entry_source": "vwap",
"tolerance_pct": 0.3
},
"stop": "185.1 (ORB高点)",
"stop_source": "orb_high",
"stop_price": 185.06,
"target": "181.4 (预期低点)",
"target_source": "expected_low",
"target_price": 181.36,
"targets": [
"181.4 (预期低点)"
],
"level_anchors": {
"vwap": 183.82,
"orb_high": 185.06,
"orb_low": 183.5,
"prev_high": 185.62,
"prev_low": 185.62,
"prior_close": 185.62,
"orb_from_minute": true
},
"levels_valid": true,
"why": [
"RS弱于QQQ -0.77%",
"Gap 未过度延伸",
"Volume 信号",
"几何上行 <1.5%（软门槛）"
],
"why_chain": "RS弱于QQQ -0.77% · Gap 未过度延伸 · Volume 信号 · 几何上行 <1.5%（软门槛）",
"why_vs_runner_up": "—",
"factor_breakdown": {
"relative_strength_vs_qqq": -0.77,
"relative_strength_vs_smh": 0.69,
"relative_weakness_score": 0.36,
"gap_pct": -0.35,
"beta_proxy": 2.04,
"volume_signal": true,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": 2.75,
"prior_day_change_pct": 0.0
},
"edge_type": "Relative Weakness",
"score_formula_display": "final = win_prob(71%) × ER(0.2%) × rr_weight(0.8) / 100",
"expected_high": 183.73,
"expected_low": 181.36,
"expected_close": 182.49,
"current_price": 182.82,
"upside_pct": 0.8,
"downside_risk_pct": 0.5,
"why_factors": [
"RS弱于QQQ -0.77%",
"Gap 未过度延伸",
"Volume 信号",
"几何上行 <1.5%（软门槛）"
],
"why_today": "RS弱于QQQ -0.77% · Gap 未过度延伸 · Volume 信号 · 几何上行 <1.5%（软门槛）",
"gap_pct": -0.35,
"rr_display": {
"reward_risk_ratio": 1.64,
"risk_reward_ratio": 0.61,
"reward_per_share": 2.3,
"risk_per_share": 1.4,
"label_reward_risk": "Reward/Risk 1.64",
"label_risk_reward": "Risk:Reward 1:0.61",
"display": "Reward/Risk 1.64 · Risk:Reward 1:0.61",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"catalyst": "Geopolitical Risk · Geopolitical Risk",
"invalidation": "Close above stop $185.06 · Geopolitical escalation invalidates mean-reversion",
"advisory": true,
"level_reasons": {
"entry": {
"price": 183.66,
"source": "vwap",
"confidence": 98,
"reasons": [
{
"source": "orb_low",
"label": "ORB Low",
"price": 183.5,
"weight_pct": 23.0,
"matched": true,
"primary": false
},
{
"source": "vwap",
"label": "VWAP",
"price": 183.82,
"weight_pct": 54.0,
"matched": true,
"primary": true
},
{
"source": "current",
"label": "Below Current",
"price": 182.82,
"weight_pct": 23.0,
"matched": true,
"primary": false
}
]
},
"stop": {
"price": 185.06,
"source": "orb_high",
"confidence": 89,
"reasons": [
{
"source": "orb_high",
"label": "ORB High",
"price": 185.06,
"weight_pct": 70.0,
"matched": true,
"primary": true
},
{
"source": "prev_high",
"label": "Yesterday High",
"price": 185.62,
"weight_pct": 30.0,
"matched": true,
"primary": false
}
]
},
"target": {
"price": 181.36,
"source": "expected_low",
"confidence": 77,
"reasons": [
{
"source": "expected_low",
"label": "Expected Low",
"price": 181.36,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
}
},
"return_calculation": "(183.66-181.36)/183.66=1.25%",
"heuristic_expected_return_pct": 0.18,
"target_action": "买入/平空仓",
"trade_summary_cn": "做空 XLK：在 183.66 附近入场，目标 181.36，预期 +1.25%",
"expected_r": 0.8744,
"trade_economics": {
"account_size": 10000.0,
"risk_pct": 1.0,
"position_pct": 100.0,
"shares": 71,
"contracts": 0,
"max_loss_usd": 99.4,
"win_usd": 163.3,
"loss_usd": 99.4,
"expected_value_usd": 87.12,
"risk_per_share": 1.4,
"reward_per_share": 2.3,
"rr_display": {
"reward_risk_ratio": 1.64,
"risk_reward_ratio": 0.61,
"reward_per_share": 2.3,
"risk_per_share": 1.4,
"label_reward_risk": "Reward/Risk 1.64",
"label_risk_reward": "Risk:Reward 1:0.61",
"display": "Reward/Risk 1.64 · Risk:Reward 1:0.61",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"size_label": "None",
"display": "$10,000 → Win +$163 / Loss -$99"
},
"position_sizing": {
"risk_pct": 1.0,
"position_pct": 100.0,
"contracts": 0,
"shares": 71,
"max_loss_usd": 99.4,
"size_label": "None",
"display": "Risk 1.0% → Position 100.0% → 71 unit(s) → Max Loss $99.4"
},
"why_wins_today": [],
"why_not_alternatives": [
{
"symbol": "AVGO",
"rank": 1,
"reasons": [
"Win% 71 vs 74",
"ER 1.2% vs 1.3%",
"Score 0.1 vs 0.47",
"RS -0.8% vs -3.8%",
"R:R 1.64 vs 1.0"
],
"summary": "Why XLK over AVGO: Win% 71 vs 74 · ER 1.2% vs 1.3% · Score 0.1 vs 0.47 · RS -0.8% vs -3.8% · R:R 1.64 vs 1.0"
},
{
"symbol": "AMD",
"rank": 2,
"reasons": [
"Win% 71 vs 74",
"ER 1.2% vs 1.2%",
"Score 0.1 vs 0.45",
"RS -0.8% vs -3.7%",
"R:R 1.64 vs 1.0"
],
"summary": "Why XLK over AMD: Win% 71 vs 74 · ER 1.2% vs 1.2% · Score 0.1 vs 0.45 · RS -0.8% vs -3.7% · R:R 1.64 vs 1.0"
},
{
"symbol": "ARM",
"rank": 3,
"reasons": [
"Win% 71 vs 75",
"ER 1.2% vs 0.4%",
"Score 0.1 vs 0.15",
"RS -0.8% vs -1.8%",
"R:R 1.64 vs 0.84"
],
"summary": "Why XLK over ARM: Win% 71 vs 75 · ER 1.2% vs 0.4% · Score 0.1 vs 0.15 · RS -0.8% vs -1.8% · R:R 1.64 vs 0.84"
},
{
"symbol": "SMH",
"rank": 4,
"reasons": [
"Win% 71 vs 53",
"ER 1.2% vs 0.3%",
"Score 0.1 vs 0.11",
"RS -0.8% vs -1.5%",
"R:R 1.64 vs 1.21"
],
"summary": "Why XLK over SMH: Win% 71 vs 53 · ER 1.2% vs 0.3% · Score 0.1 vs 0.11 · RS -0.8% vs -1.5% · R:R 1.64 vs 1.21"
},
{
"symbol": "TQQQ",
"rank": 6,
"reasons": [
"Win% 71 vs 53",
"ER 1.2% vs 0.3%",
"Score 0.1 vs 0.07",
"RS -0.8% vs -1.6%",
"R:R 1.64 vs 0.48"
],
"summary": "Why XLK over TQQQ: Win% 71 vs 53 · ER 1.2% vs 0.3% · Score 0.1 vs 0.07 · RS -0.8% vs -1.6% · R:R 1.64 vs 0.48"
}
],
"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": 87.12,
"win_scenario_usd": 163.3,
"loss_scenario_usd": 99.4,
"win_prob_pct": 71.0,
"display": "EV $+87 (win +$163 @ 71.0% · loss -$99)"
},
"entry_status": {
"current_price": 182.82,
"ideal_entry": 183.66,
"distance_pct": 0.46,
"remaining_er_pct": 0.8,
"live_expected_return_pct": 0.8,
"new_plan": null,
"alternate_entry": null,
"advisory": true,
"advisory_tag": "ADVISORY — 不构成投资建议",
"zone_low": 183.5,
"zone_high": 183.82,
"miss_threshold_pct": 1.0,
"status": "PREMARKET",
"status_reason": "Premarket Ideal Entry — plan not yet live",
"action_hint": "Entry still valid"
}
}
],
"watchlist_items": [
{
"symbol": "TQQQ",
"rank": 6,
"win_prob": 53.0,
"expected_return_pct": 0.28,
"trade_action": "Pass",
"why": "RS弱于QQQ -1.55% · Gap 未过度延伸 · Volume 信号 · Geo-risk day — avoid blind TQQQ short vs escalation",
"note": "Monitor — below trade threshold"
},
{
"symbol": "XLF",
"rank": 7,
"win_prob": 59.0,
"expected_return_pct": 0.04,
"trade_action": "Pass",
"why": "Gap 未过度延伸 · Volume 信号 · 几何上行 <1.5%（软门槛）",
"note": "Monitor — below trade threshold"
},
{
"symbol": "QQQ",
"rank": 8,
"win_prob": 59.0,
"expected_return_pct": -0.01,
"trade_action": "Pass",
"why": "Gap 未过度延伸 · Volume 信号 · 几何上行 <1.5%（软门槛）",
"note": "Monitor — below trade threshold"
},
{
"symbol": "NVDA",
"rank": 9,
"win_prob": 32.0,
"expected_return_pct": -0.04,
"trade_action": "Pass",
"why": "RS弱于QQQ -0.34% · 半导体内领涨 +1.12% · Gap 未过度延伸 · News 8 (利空做空)",
"note": "Monitor — below trade threshold"
},
{
"symbol": "DIA",
"rank": 10,
"win_prob": 48.0,
"expected_return_pct": -0.1,
"trade_action": "Pass",
"why": "Gap 未过度延伸 · News 5 (利空做空) · Volume 信号 · 几何上行 <1.5%（软门槛）",
"note": "Monitor — below trade threshold"
}
],
"advisory": true,
"swing": {
"symbol": "AAPL",
"direction": "LONG",
"instrument": "Stock",
"horizon": "Swing",
"duration": "Swing (days–weeks)",
"confidence": 45,
"entry": "Near 315.8 (swing zone)",
"entry_source": "swing_zone",
"entry_price": 315.78,
"entry_zone": {
"low": 311.6,
"high": 316.73,
"mid": 315.78,
"display": "$311.60–$316.73",
"source": "swing_pullback"
},
"stop": "303.2 (1.75xATR)",
"stop_source": "1.75xATR",
"stop_price": 303.24,
"target": "332.5 (T1 ~5.3%)",
"target_source": "2xATR_or_5pct",
"target_price": 332.5,
"targets": [
{
"price": 332.5,
"label": "T1",
"pct": 5.29
},
{
"price": 347.36,
"label": "T2",
"pct": 10.0
}
],
"expected_return_pct": 5.29,
"expected_move": "+5.29%",
"risk_reward": 1.33,
"win_prob": 37.0,
"final_score": 0.0,
"swing_quality": 6.205,
"atr": 8.36,
"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": 316.73,
"why": [
"高流动性波段标的 AAPL",
"Prior day +0.0%",
"5D momentum +4.8%",
"RS vs QQQ +2.90%",
"News/1 catalyst hints",
"Swing score 6.2"
],
"why_chain": "高流动性波段标的 AAPL · Prior day +0.0% · 5D momentum +4.8% · RS vs QQQ +2.90%",
"invalidation": "Close beyond stop $303.24 or thesis broken (trend flip / catalyst fade)",
"trade_summary_cn": "波段做多 AAPL：理想入场 $311.60–$316.73，止损 $303.24，目标 $332.5（约 +5.3%），持仓天数–数周",
"one_liner": "波段做多 AAPL：理想入场 $311.60–$316.73，止损 $303.24，目标 $332.5（约 +5.3%），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、Trade Policy",
"catalyst": "Geopolitical Risk、Trade Policy"
},
"index_edge": {
"edge": "YES",
"why": "QQQ 走弱 -0.74%（做空 edge）"
},
"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": "AVGO",
"win_prob": 74.0,
"win_prob_breakdown": {
"components": [
{
"factor": "Base",
"key": "base",
"points": 50.0
},
{
"factor": "RS",
"key": "rs",
"points": 20.0
},
{
"factor": "Volume",
"key": "volume",
"points": 4.0
}
],
"total": 74.0,
"raw_total": 74.0,
"was_clamped": false
},
"expected_return_pct": 1.27,
"expected_high": 367.36,
"expected_low": 358.12,
"expected_close": 358.12,
"current_price": 362.74,
"upside_pct": 1.27,
"downside_risk_pct": 1.27,
"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": 0.48,
"final_score": 0.47,
"trade_action": "Pass",
"trade": "Pass",
"gap_pct": -2.9,
"relative_strength": -3.8,
"relative_strength_vs_smh": -2.34,
"relative_weakness_score": 5.2,
"prior_day_change_pct": 0.0,
"why_factors": [
"RS弱于QQQ -3.80%",
"RS弱于SMH -2.34%",
"Volume 信号",
"几何上行 <1.5%（软门槛）"
],
"why": "RS弱于QQQ -3.80% · RS弱于SMH -2.34% · Volume 信号 · 几何上行 <1.5%（软门槛）",
"score": 5,
"news_count": 0,
"factor_breakdown": {
"relative_strength_vs_qqq": -3.8,
"relative_strength_vs_smh": -2.34,
"relative_weakness_score": 5.2,
"gap_pct": -2.9,
"beta_proxy": 6.14,
"volume_signal": true,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": 2.75,
"prior_day_change_pct": 0.0
},
"edge_type": "Relative Weakness",
"score_formula_display": "final = win_prob(74%) × ER(1.3%) × rr_weight(0.5) / 100",
"rr_weight": 0.5,
"why_vs_runner_up": "AVGO RS -3.8% vs AMD -3.7%；ER 1.3% vs 1.2%；higher beta (6.1 vs 6.0)；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": 1.21,
"expected_high": 468.45,
"expected_low": 457.29,
"expected_close": 457.29,
"current_price": 462.87,
"upside_pct": 1.21,
"downside_risk_pct": 1.21,
"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": 0.48,
"final_score": 0.45,
"trade_action": "Pass",
"trade": "Pass",
"gap_pct": -2.46,
"relative_strength": -3.7,
"relative_strength_vs_smh": -2.24,
"relative_weakness_score": 5.04,
"prior_day_change_pct": 0.0,
"why_factors": [
"RS弱于QQQ -3.70%",
"RS弱于SMH -2.24%",
"Volume 信号",
"几何上行 <1.5%（软门槛）"
],
"why": "RS弱于QQQ -3.70% · RS弱于SMH -2.24% · Volume 信号 · 几何上行 <1.5%（软门槛）",
"score": 4,
"news_count": 0,
"factor_breakdown": {
"relative_strength_vs_qqq": -3.7,
"relative_strength_vs_smh": -2.24,
"relative_weakness_score": 5.04,
"gap_pct": -2.46,
"beta_proxy": 6.0,
"volume_signal": true,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": 2.75,
"prior_day_change_pct": 0.0
},
"edge_type": "Relative Weakness",
"score_formula_display": "final = win_prob(74%) × ER(1.2%) × rr_weight(0.5) / 100",
"rr_weight": 0.5,
"why_vs_runner_up": "—",
"advisory": true,
"rank": 2,
"direction": "SHORT"
},
{
"symbol": "ARM",
"win_prob": 75.0,
"win_prob_breakdown": {
"components": [
{
"factor": "Base",
"key": "base",
"points": 50.0
},
{
"factor": "RS",
"key": "rs",
"points": 16.0
},
{
"factor": "Gap",
"key": "gap",
"points": 5.0
},
{
"factor": "Volume",
"key": "volume",
"points": 4.0
}
],
"total": 75.0,
"raw_total": 75.0,
"was_clamped": false
},
"expected_return_pct": 0.4,
"expected_high": 249.34,
"expected_low": 245.02,
"expected_close": 246.01,
"current_price": 247.0,
"upside_pct": 0.8,
"downside_risk_pct": 0.95,
"risk_reward": 0.84,
"rr_display": {
"reward_risk_ratio": 0.84,
"risk_reward_ratio": 1.19,
"reward_per_share": null,
"risk_per_share": null,
"label_reward_risk": "Reward/Risk 0.84",
"label_risk_reward": "Risk:Reward 1:1.19",
"display": "Reward/Risk 0.84 · Risk:Reward 1:1.19",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"expected_r": 0.38,
"final_score": 0.15,
"trade_action": "Pass",
"trade": "Pass",
"gap_pct": -0.18,
"relative_strength": -1.75,
"relative_strength_vs_smh": -0.29,
"relative_weakness_score": 1.92,
"prior_day_change_pct": 0.0,
"why_factors": [
"RS弱于QQQ -1.75%",
"Gap 未过度延伸",
"Volume 信号",
"几何上行 <1.5%（软门槛）"
],
"why": "RS弱于QQQ -1.75% · Gap 未过度延伸 · Volume 信号 · 几何上行 <1.5%（软门槛）",
"score": 2,
"news_count": 0,
"factor_breakdown": {
"relative_strength_vs_qqq": -1.75,
"relative_strength_vs_smh": -0.29,
"relative_weakness_score": 1.92,
"gap_pct": -0.18,
"beta_proxy": 3.36,
"volume_signal": true,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": 2.75,
"prior_day_change_pct": 0.0
},
"edge_type": "Relative Weakness",
"score_formula_display": "final = win_prob(75%) × ER(0.4%) × rr_weight(0.5) / 100",
"rr_weight": 0.5,
"why_vs_runner_up": "—",
"advisory": true,
"rank": 3,
"direction": "SHORT"
},
{
"symbol": "SMH",
"win_prob": 53.0,
"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
},
{
"factor": "Macro",
"key": "macro",
"points": -18.0
}
],
"total": 53.0,
"raw_total": 53.0,
"was_clamped": false
},
"expected_return_pct": 0.35,
"expected_high": 560.92,
"expected_low": 552.79,
"expected_close": 555.32,
"current_price": 557.25,
"upside_pct": 0.8,
"downside_risk_pct": 0.66,
"risk_reward": 1.21,
"rr_display": {
"reward_risk_ratio": 1.21,
"risk_reward_ratio": 0.83,
"reward_per_share": null,
"risk_per_share": null,
"label_reward_risk": "Reward/Risk 1.21",
"label_risk_reward": "Risk:Reward 1:0.83",
"display": "Reward/Risk 1.21 · Risk:Reward 1:0.83",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"expected_r": 0.1713,
"final_score": 0.11,
"trade_action": "Pass",
"trade": "Pass",
"gap_pct": -0.67,
"relative_strength": -1.46,
"relative_strength_vs_smh": 0.0,
"relative_weakness_score": 1.46,
"prior_day_change_pct": 0.0,
"why_factors": [
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