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 36
H-2026-08-21-001Surprise：No major surprises vs typical driver mix
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": "2026-08-21",
"features": {
"dgs10": 4.65,
"dgs2": null,
"vix": 15.5,
"vix_chg": -3.19,
"qqq_chg": -0.41,
"smh_chg": -0.2,
"nvda_chg": -1.27,
"spy_chg": 0.0,
"oil_chg": 0.0,
"dxy_chg": -0.24,
"breadth_proxy": 0.2857142857142857,
"qqq_gap": -0.21,
"news_headline_count": 15,
"news_bearish_ratio": null,
"news_ai_mentions": 4,
"news_macro_mentions": 0,
"news_oil_mentions": 0,
"news_risk_mentions": 1
},
"regime": {
"label": "AI Expansion",
"confidence": 0.82
},
"hypothesis": {
"id": "H-2026-08-21-001",
"statement": "AI/Semiconductor leads index today; macro is secondary variable",
"evidence": [
"VIX=15.5 (low fear)",
"VIX↓ -3.2% (risk-on)",
"SMH +1.4%"
],
"counter_evidence": [
"Breadth 29% (narrow market)"
],
"confidence": 0.76,
"status": "待验证"
},
"morning": {
"bias": "Neutral",
"total": 1,
"driver_type": "Political",
"daily_driver": "Geopolitical Risk",
"best_opportunity": {
"direction": "LONG",
"symbol": "MU",
"instrument": "Stock",
"horizon": "Intraday",
"confidence": 76,
"confidence_stars": "★★★☆☆",
"entry": "Above 979.9 (VWAP)",
"entry_source": "vwap",
"entry_price": 979.94,
"stop": "969.3 (ORB低点)",
"stop_source": "orb_low",
"stop_price": 969.26,
"target": "1002.5 (预期收盘)",
"target_source": "expected_close",
"target_price": 1002.5,
"target_action": "卖出/获利",
"targets": [
"1002.5 (预期收盘)"
],
"duration": "Intraday",
"why": [
"RS vs QQQ +5.08%",
"RS vs SMH +3.49%",
"Volume 信号",
"VIX 回落"
],
"why_chain": "RS vs QQQ +5.08% · RS vs SMH +3.49% · Volume 信号 · VIX 回落",
"why_vs_runner_up": "MU RS +5.1% vs ARM +2.1%；ER 1.8% vs 0.7%；relative strength",
"factor_breakdown": {
"relative_strength_vs_qqq": 5.08,
"relative_strength_vs_smh": 3.49,
"relative_weakness_score": -7.17,
"gap_pct": 4.9,
"beta_proxy": null,
"volume_signal": true,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": -3.19,
"prior_day_change_pct": 0.0
},
"edge_type": "Sector Edge",
"score_formula_display": "final = win_prob(76%) × ER(1.8%) × rr_weight(0.5) / 100",
"win_prob": 76.0,
"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
},
{
"factor": "Macro",
"key": "macro",
"points": 4.0
}
],
"total": 76.0,
"raw_total": 76.0,
"was_clamped": false
},
"expected_return_pct": 2.3,
"expected_move": "+2.30%",
"return_calculation": "(1002.5-979.94)/979.94=2.30%",
"trade_summary_cn": "做多 MU：在 979.94 附近入场，目标 1002.5，预期 +2.30%",
"risk_reward": 2.11,
"rr_display": {
"reward_risk_ratio": 2.11,
"risk_reward_ratio": 0.47,
"reward_per_share": 22.56,
"risk_per_share": 10.68,
"label_reward_risk": "Reward/Risk 2.11",
"label_risk_reward": "Risk:Reward 1:0.47",
"display": "Reward/Risk 2.11 · Risk:Reward 1:0.47",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"entry_zone": {
"low": 977.0,
"high": 982.88,
"mid": 979.94,
"anchors": [
{
"source": "vwap",
"label": "VWAP",
"price": 979.94
}
],
"display": "Entry Zone 977–983",
"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": 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"
},
"similar_days": null,
"ev_distribution": {
"expected_value_usd": 131.24,
"win_scenario_usd": 203.04,
"loss_scenario_usd": 96.12,
"win_prob_pct": 76.0,
"display": "EV $+131 (win +$203 @ 76.0% · loss -$96)"
},
"final_score": 0.69,
"level_anchors": {
"vwap": 979.94,
"orb_high": 986.82,
"orb_low": 969.26,
"prev_high": 937.11,
"prev_low": 937.11,
"prior_close": 937.11,
"orb_from_minute": true
},
"level_reasons": {
"entry": {
"price": 979.94,
"source": "vwap",
"confidence": 89,
"reasons": [
{
"source": "vwap",
"label": "VWAP",
"price": 979.94,
"weight_pct": 70.0,
"matched": true,
"primary": true
},
{
"source": "current",
"label": "Above Current",
"price": 984.51,
"weight_pct": 30.0,
"matched": true,
"primary": false
}
]
},
"stop": {
"price": 969.26,
"source": "orb_low",
"confidence": 77,
"reasons": [
{
"source": "orb_low",
"label": "ORB Low",
"price": 969.26,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
},
"target": {
"price": 1002.5,
"source": "expected_close",
"confidence": 77,
"reasons": [
{
"source": "expected_close",
"label": "Expected Close",
"price": 1002.5,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
}
},
"trade_economics": {
"account_size": 10000.0,
"risk_pct": 1.0,
"position_pct": 88.2,
"shares": 9,
"contracts": 1,
"max_loss_usd": 96.12,
"win_usd": 203.04,
"loss_usd": 96.12,
"expected_value_usd": 131.24,
"risk_per_share": 10.68,
"reward_per_share": 22.56,
"rr_display": {
"reward_risk_ratio": 2.11,
"risk_reward_ratio": 0.47,
"reward_per_share": 22.56,
"risk_per_share": 10.68,
"label_reward_risk": "Reward/Risk 2.11",
"label_risk_reward": "Risk:Reward 1:0.47",
"display": "Reward/Risk 2.11 · Risk:Reward 1:0.47",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"size_label": "Small",
"display": "$10,000 → Win +$203 / Loss -$96"
},
"position_sizing": {
"risk_pct": 1.0,
"position_pct": 88.2,
"contracts": 1,
"shares": 9,
"max_loss_usd": 96.12,
"size_label": "Small",
"display": "Risk 1.0% → Position 88.2% → 1 unit(s) → Max Loss $96.12"
},
"why_wins_today": [
{
"rank": 1,
"dimension": "relative_strength",
"label": "Highest Relative Strength",
"primary_value": 5.08,
"runner_up_value": 2.15,
"wins": true
},
{
"rank": 2,
"dimension": "expected_range",
"label": "Largest Expected Range",
"primary_value": 3.66,
"runner_up_value": 2.5,
"wins": true
},
{
"rank": 3,
"dimension": "win_prob",
"label": "Highest Probability",
"primary_value": 76.0,
"runner_up_value": 76.0,
"wins": true
},
{
"rank": 4,
"dimension": "risk_reward",
"label": "Best Risk Reward",
"primary_value": 2.11,
"runner_up_value": 0.62,
"wins": true
}
],
"why_not_alternatives": [
{
"symbol": "ARM",
"rank": 2,
"reasons": [
"ER 2.3% vs 0.7%",
"Score 0.69 vs 0.26",
"RS +5.1% vs +2.1%",
"R:R 2.11 vs 0.44",
"Tradeable (Small) vs Pass"
],
"summary": "Why MU over ARM: ER 2.3% vs 0.7% · Score 0.69 vs 0.26 · RS +5.1% vs +2.1% · R:R 2.11 vs 0.44 · Tradeable (Small) vs Pass"
},
{
"symbol": "AMD",
"rank": 3,
"reasons": [
"Win% 76 vs 70",
"ER 2.3% vs 0.5%",
"Score 0.69 vs 0.18",
"RS +5.1% vs +1.8%",
"R:R 2.11 vs 0.48",
"Tradeable (Small) vs Pass"
],
"summary": "Why MU over AMD: Win% 76 vs 70 · ER 2.3% vs 0.5% · Score 0.69 vs 0.18 · RS +5.1% vs +1.8% · R:R 2.11 vs 0.48 · Tradeable (Small) vs Pass"
},
{
"symbol": "AVGO",
"rank": 4,
"reasons": [
"Win% 76 vs 70",
"ER 2.3% vs 0.5%",
"Score 0.69 vs 0.17",
"RS +5.1% vs +1.7%",
"R:R 2.11 vs 0.4",
"Tradeable (Small) vs Pass"
],
"summary": "Why MU over AVGO: Win% 76 vs 70 · ER 2.3% vs 0.5% · Score 0.69 vs 0.17 · RS +5.1% vs +1.7% · R:R 2.11 vs 0.4 · Tradeable (Small) vs Pass"
},
{
"symbol": "SMH",
"rank": 5,
"reasons": [
"Win% 76 vs 75",
"ER 2.3% vs 0.4%",
"Score 0.69 vs 0.16",
"RS +5.1% vs +1.6%",
"R:R 2.11 vs 0.4",
"Tradeable (Small) vs Pass"
],
"summary": "Why MU over SMH: Win% 76 vs 75 · ER 2.3% vs 0.4% · Score 0.69 vs 0.16 · RS +5.1% vs +1.6% · R:R 2.11 vs 0.4 · Tradeable (Small) vs Pass"
},
{
"symbol": "META",
"rank": 6,
"reasons": [
"Win% 76 vs 75",
"ER 2.3% vs 0.2%",
"Score 0.69 vs 0.07",
"RS +5.1% vs +0.7%",
"R:R 2.11 vs 0.62",
"Tradeable (Small) vs Pass"
],
"summary": "Why MU over META: Win% 76 vs 75 · ER 2.3% vs 0.2% · Score 0.69 vs 0.07 · RS +5.1% vs +0.7% · R:R 2.11 vs 0.62 · Tradeable (Small) vs Pass"
}
],
"avoid": [],
"one_liner": "做多 MU：在 979.94 附近入场，目标 1002.5，预期 +2.30%",
"p16_gate": "No Trade",
"advisory": true
},
"best_trades": {
"primary": {
"rank": 1,
"symbol": "MU",
"direction": "LONG",
"instrument": "Stock",
"horizon": "Intraday",
"confidence": 76,
"confidence_stars": "★★★☆☆",
"expected_move": "+2.30%",
"expected_return_pct": 2.3,
"win_prob": 76.0,
"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
},
{
"factor": "Macro",
"key": "macro",
"points": 4.0
}
],
"total": 76.0,
"raw_total": 76.0,
"was_clamped": false
},
"risk_reward": 2.11,
"final_score": 0.69,
"trade_action": "Small",
"relative_strength": 5.08,
"entry": "Above 979.9 (VWAP)",
"entry_source": "vwap",
"entry_price": 979.94,
"entry_zone": {
"low": 977.0,
"high": 982.88,
"mid": 979.94,
"anchors": [
{
"source": "vwap",
"label": "VWAP",
"price": 979.94
}
],
"display": "Entry Zone 977–983",
"entry_source": "vwap",
"tolerance_pct": 0.3
},
"stop": "969.3 (ORB低点)",
"stop_source": "orb_low",
"stop_price": 969.26,
"target": "1002.5 (预期收盘)",
"target_source": "expected_close",
"target_price": 1002.5,
"targets": [
"1002.5 (预期收盘)"
],
"level_anchors": {
"vwap": 979.94,
"orb_high": 986.82,
"orb_low": 969.26,
"prev_high": 937.11,
"prev_low": 937.11,
"prior_close": 937.11,
"orb_from_minute": true
},
"levels_valid": true,
"why": [
"RS vs QQQ +5.08%",
"RS vs SMH +3.49%",
"Volume 信号",
"VIX 回落"
],
"why_chain": "RS vs QQQ +5.08% · RS vs SMH +3.49% · Volume 信号 · VIX 回落",
"why_vs_runner_up": "MU RS +5.1% vs ARM +2.1%；ER 1.8% vs 0.7%；relative strength",
"factor_breakdown": {
"relative_strength_vs_qqq": 5.08,
"relative_strength_vs_smh": 3.49,
"relative_weakness_score": -7.17,
"gap_pct": 4.9,
"beta_proxy": null,
"volume_signal": true,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": -3.19,
"prior_day_change_pct": 0.0
},
"edge_type": "Sector Edge",
"score_formula_display": "final = win_prob(76%) × ER(1.8%) × rr_weight(0.5) / 100",
"expected_high": 1002.5,
"expected_low": 966.52,
"expected_close": 1002.5,
"current_price": 984.51,
"upside_pct": 1.83,
"downside_risk_pct": 1.83,
"why_factors": [
"RS vs QQQ +5.08%",
"RS vs SMH +3.49%",
"Volume 信号",
"VIX 回落"
],
"why_today": "RS vs QQQ +5.08% · RS vs SMH +3.49% · Volume 信号 · VIX 回落",
"gap_pct": 4.9,
"rr_display": {
"reward_risk_ratio": 2.11,
"risk_reward_ratio": 0.47,
"reward_per_share": 22.56,
"risk_per_share": 10.68,
"label_reward_risk": "Reward/Risk 2.11",
"label_risk_reward": "Risk:Reward 1:0.47",
"display": "Reward/Risk 2.11 · Risk:Reward 1:0.47",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"catalyst": "Geopolitical Risk · Trade Policy",
"invalidation": "Close below stop $969.26 · Geopolitical escalation invalidates mean-reversion",
"advisory": true,
"level_reasons": {
"entry": {
"price": 979.94,
"source": "vwap",
"confidence": 89,
"reasons": [
{
"source": "vwap",
"label": "VWAP",
"price": 979.94,
"weight_pct": 70.0,
"matched": true,
"primary": true
},
{
"source": "current",
"label": "Above Current",
"price": 984.51,
"weight_pct": 30.0,
"matched": true,
"primary": false
}
]
},
"stop": {
"price": 969.26,
"source": "orb_low",
"confidence": 77,
"reasons": [
{
"source": "orb_low",
"label": "ORB Low",
"price": 969.26,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
},
"target": {
"price": 1002.5,
"source": "expected_close",
"confidence": 77,
"reasons": [
{
"source": "expected_close",
"label": "Expected Close",
"price": 1002.5,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
}
},
"return_calculation": "(1002.5-979.94)/979.94=2.30%",
"heuristic_expected_return_pct": 1.83,
"target_action": "卖出/获利",
"trade_summary_cn": "做多 MU：在 979.94 附近入场，目标 1002.5，预期 +2.30%",
"expected_r": 1.3636,
"trade_economics": {
"account_size": 10000.0,
"risk_pct": 1.0,
"position_pct": 88.2,
"shares": 9,
"contracts": 1,
"max_loss_usd": 96.12,
"win_usd": 203.04,
"loss_usd": 96.12,
"expected_value_usd": 131.24,
"risk_per_share": 10.68,
"reward_per_share": 22.56,
"rr_display": {
"reward_risk_ratio": 2.11,
"risk_reward_ratio": 0.47,
"reward_per_share": 22.56,
"risk_per_share": 10.68,
"label_reward_risk": "Reward/Risk 2.11",
"label_risk_reward": "Risk:Reward 1:0.47",
"display": "Reward/Risk 2.11 · Risk:Reward 1:0.47",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"size_label": "Small",
"display": "$10,000 → Win +$203 / Loss -$96"
},
"position_sizing": {
"risk_pct": 1.0,
"position_pct": 88.2,
"contracts": 1,
"shares": 9,
"max_loss_usd": 96.12,
"size_label": "Small",
"display": "Risk 1.0% → Position 88.2% → 1 unit(s) → Max Loss $96.12"
},
"why_wins_today": [
{
"rank": 1,
"dimension": "relative_strength",
"label": "Highest Relative Strength",
"primary_value": 5.08,
"runner_up_value": 2.15,
"wins": true
},
{
"rank": 2,
"dimension": "expected_range",
"label": "Largest Expected Range",
"primary_value": 3.66,
"runner_up_value": 2.5,
"wins": true
},
{
"rank": 3,
"dimension": "win_prob",
"label": "Highest Probability",
"primary_value": 76.0,
"runner_up_value": 76.0,
"wins": true
},
{
"rank": 4,
"dimension": "risk_reward",
"label": "Best Risk Reward",
"primary_value": 2.11,
"runner_up_value": 0.62,
"wins": true
}
],
"why_not_alternatives": [
{
"symbol": "ARM",
"rank": 2,
"reasons": [
"ER 2.3% vs 0.7%",
"Score 0.69 vs 0.26",
"RS +5.1% vs +2.1%",
"R:R 2.11 vs 0.44",
"Tradeable (Small) vs Pass"
],
"summary": "Why MU over ARM: ER 2.3% vs 0.7% · Score 0.69 vs 0.26 · RS +5.1% vs +2.1% · R:R 2.11 vs 0.44 · Tradeable (Small) vs Pass"
},
{
"symbol": "AMD",
"rank": 3,
"reasons": [
"Win% 76 vs 70",
"ER 2.3% vs 0.5%",
"Score 0.69 vs 0.18",
"RS +5.1% vs +1.8%",
"R:R 2.11 vs 0.48",
"Tradeable (Small) vs Pass"
],
"summary": "Why MU over AMD: Win% 76 vs 70 · ER 2.3% vs 0.5% · Score 0.69 vs 0.18 · RS +5.1% vs +1.8% · R:R 2.11 vs 0.48 · Tradeable (Small) vs Pass"
},
{
"symbol": "AVGO",
"rank": 4,
"reasons": [
"Win% 76 vs 70",
"ER 2.3% vs 0.5%",
"Score 0.69 vs 0.17",
"RS +5.1% vs +1.7%",
"R:R 2.11 vs 0.4",
"Tradeable (Small) vs Pass"
],
"summary": "Why MU over AVGO: Win% 76 vs 70 · ER 2.3% vs 0.5% · Score 0.69 vs 0.17 · RS +5.1% vs +1.7% · R:R 2.11 vs 0.4 · Tradeable (Small) vs Pass"
},
{
"symbol": "SMH",
"rank": 5,
"reasons": [
"Win% 76 vs 75",
"ER 2.3% vs 0.4%",
"Score 0.69 vs 0.16",
"RS +5.1% vs +1.6%",
"R:R 2.11 vs 0.4",
"Tradeable (Small) vs Pass"
],
"summary": "Why MU over SMH: Win% 76 vs 75 · ER 2.3% vs 0.4% · Score 0.69 vs 0.16 · RS +5.1% vs +1.6% · R:R 2.11 vs 0.4 · Tradeable (Small) vs Pass"
},
{
"symbol": "META",
"rank": 6,
"reasons": [
"Win% 76 vs 75",
"ER 2.3% vs 0.2%",
"Score 0.69 vs 0.07",
"RS +5.1% vs +0.7%",
"R:R 2.11 vs 0.62",
"Tradeable (Small) vs Pass"
],
"summary": "Why MU over META: Win% 76 vs 75 · ER 2.3% vs 0.2% · Score 0.69 vs 0.07 · RS +5.1% vs +0.7% · R:R 2.11 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": 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": 131.24,
"win_scenario_usd": 203.04,
"loss_scenario_usd": 96.12,
"win_prob_pct": 76.0,
"display": "EV $+131 (win +$203 @ 76.0% · loss -$96)"
},
"entry_status": {
"current_price": 984.51,
"ideal_entry": 979.94,
"distance_pct": 0.47,
"remaining_er_pct": 1.83,
"live_expected_return_pct": 1.83,
"new_plan": null,
"alternate_entry": null,
"advisory": true,
"advisory_tag": "ADVISORY — 不构成投资建议",
"zone_low": 977.0,
"zone_high": 982.88,
"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": 76,
"expected_move": "+2.30%",
"why": "RS vs QQQ +5.08% · RS vs SMH +3.49% · Volume 信号 · VIX 回落"
}
],
"top_trades": [
{
"rank": 1,
"symbol": "MU",
"direction": "LONG",
"instrument": "Stock",
"horizon": "Intraday",
"confidence": 76,
"confidence_stars": "★★★☆☆",
"expected_move": "+2.30%",
"expected_return_pct": 2.3,
"win_prob": 76.0,
"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
},
{
"factor": "Macro",
"key": "macro",
"points": 4.0
}
],
"total": 76.0,
"raw_total": 76.0,
"was_clamped": false
},
"risk_reward": 2.11,
"final_score": 0.69,
"trade_action": "Small",
"relative_strength": 5.08,
"entry": "Above 979.9 (VWAP)",
"entry_source": "vwap",
"entry_price": 979.94,
"entry_zone": {
"low": 977.0,
"high": 982.88,
"mid": 979.94,
"anchors": [
{
"source": "vwap",
"label": "VWAP",
"price": 979.94
}
],
"display": "Entry Zone 977–983",
"entry_source": "vwap",
"tolerance_pct": 0.3
},
"stop": "969.3 (ORB低点)",
"stop_source": "orb_low",
"stop_price": 969.26,
"target": "1002.5 (预期收盘)",
"target_source": "expected_close",
"target_price": 1002.5,
"targets": [
"1002.5 (预期收盘)"
],
"level_anchors": {
"vwap": 979.94,
"orb_high": 986.82,
"orb_low": 969.26,
"prev_high": 937.11,
"prev_low": 937.11,
"prior_close": 937.11,
"orb_from_minute": true
},
"levels_valid": true,
"why": [
"RS vs QQQ +5.08%",
"RS vs SMH +3.49%",
"Volume 信号",
"VIX 回落"
],
"why_chain": "RS vs QQQ +5.08% · RS vs SMH +3.49% · Volume 信号 · VIX 回落",
"why_vs_runner_up": "MU RS +5.1% vs ARM +2.1%；ER 1.8% vs 0.7%；relative strength",
"factor_breakdown": {
"relative_strength_vs_qqq": 5.08,
"relative_strength_vs_smh": 3.49,
"relative_weakness_score": -7.17,
"gap_pct": 4.9,
"beta_proxy": null,
"volume_signal": true,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": -3.19,
"prior_day_change_pct": 0.0
},
"edge_type": "Sector Edge",
"score_formula_display": "final = win_prob(76%) × ER(1.8%) × rr_weight(0.5) / 100",
"expected_high": 1002.5,
"expected_low": 966.52,
"expected_close": 1002.5,
"current_price": 984.51,
"upside_pct": 1.83,
"downside_risk_pct": 1.83,
"why_factors": [
"RS vs QQQ +5.08%",
"RS vs SMH +3.49%",
"Volume 信号",
"VIX 回落"
],
"why_today": "RS vs QQQ +5.08% · RS vs SMH +3.49% · Volume 信号 · VIX 回落",
"gap_pct": 4.9,
"rr_display": {
"reward_risk_ratio": 2.11,
"risk_reward_ratio": 0.47,
"reward_per_share": 22.56,
"risk_per_share": 10.68,
"label_reward_risk": "Reward/Risk 2.11",
"label_risk_reward": "Risk:Reward 1:0.47",
"display": "Reward/Risk 2.11 · Risk:Reward 1:0.47",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"catalyst": "Geopolitical Risk · Trade Policy",
"invalidation": "Close below stop $969.26 · Geopolitical escalation invalidates mean-reversion",
"advisory": true,
"level_reasons": {
"entry": {
"price": 979.94,
"source": "vwap",
"confidence": 89,
"reasons": [
{
"source": "vwap",
"label": "VWAP",
"price": 979.94,
"weight_pct": 70.0,
"matched": true,
"primary": true
},
{
"source": "current",
"label": "Above Current",
"price": 984.51,
"weight_pct": 30.0,
"matched": true,
"primary": false
}
]
},
"stop": {
"price": 969.26,
"source": "orb_low",
"confidence": 77,
"reasons": [
{
"source": "orb_low",
"label": "ORB Low",
"price": 969.26,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
},
"target": {
"price": 1002.5,
"source": "expected_close",
"confidence": 77,
"reasons": [
{
"source": "expected_close",
"label": "Expected Close",
"price": 1002.5,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
}
},
"return_calculation": "(1002.5-979.94)/979.94=2.30%",
"heuristic_expected_return_pct": 1.83,
"target_action": "卖出/获利",
"trade_summary_cn": "做多 MU：在 979.94 附近入场，目标 1002.5，预期 +2.30%",
"expected_r": 1.3636,
"trade_economics": {
"account_size": 10000.0,
"risk_pct": 1.0,
"position_pct": 88.2,
"shares": 9,
"contracts": 1,
"max_loss_usd": 96.12,
"win_usd": 203.04,
"loss_usd": 96.12,
"expected_value_usd": 131.24,
"risk_per_share": 10.68,
"reward_per_share": 22.56,
"rr_display": {
"reward_risk_ratio": 2.11,
"risk_reward_ratio": 0.47,
"reward_per_share": 22.56,
"risk_per_share": 10.68,
"label_reward_risk": "Reward/Risk 2.11",
"label_risk_reward": "Risk:Reward 1:0.47",
"display": "Reward/Risk 2.11 · Risk:Reward 1:0.47",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"size_label": "Small",
"display": "$10,000 → Win +$203 / Loss -$96"
},
"position_sizing": {
"risk_pct": 1.0,
"position_pct": 88.2,
"contracts": 1,
"shares": 9,
"max_loss_usd": 96.12,
"size_label": "Small",
"display": "Risk 1.0% → Position 88.2% → 1 unit(s) → Max Loss $96.12"
},
"why_wins_today": [
{
"rank": 1,
"dimension": "relative_strength",
"label": "Highest Relative Strength",
"primary_value": 5.08,
"runner_up_value": 2.15,
"wins": true
},
{
"rank": 2,
"dimension": "expected_range",
"label": "Largest Expected Range",
"primary_value": 3.66,
"runner_up_value": 2.5,
"wins": true
},
{
"rank": 3,
"dimension": "win_prob",
"label": "Highest Probability",
"primary_value": 76.0,
"runner_up_value": 76.0,
"wins": true
},
{
"rank": 4,
"dimension": "risk_reward",
"label": "Best Risk Reward",
"primary_value": 2.11,
"runner_up_value": 0.62,
"wins": true
}
],
"why_not_alternatives": [
{
"symbol": "ARM",
"rank": 2,
"reasons": [
"ER 2.3% vs 0.7%",
"Score 0.69 vs 0.26",
"RS +5.1% vs +2.1%",
"R:R 2.11 vs 0.44",
"Tradeable (Small) vs Pass"
],
"summary": "Why MU over ARM: ER 2.3% vs 0.7% · Score 0.69 vs 0.26 · RS +5.1% vs +2.1% · R:R 2.11 vs 0.44 · Tradeable (Small) vs Pass"
},
{
"symbol": "AMD",
"rank": 3,
"reasons": [
"Win% 76 vs 70",
"ER 2.3% vs 0.5%",
"Score 0.69 vs 0.18",
"RS +5.1% vs +1.8%",
"R:R 2.11 vs 0.48",
"Tradeable (Small) vs Pass"
],
"summary": "Why MU over AMD: Win% 76 vs 70 · ER 2.3% vs 0.5% · Score 0.69 vs 0.18 · RS +5.1% vs +1.8% · R:R 2.11 vs 0.48 · Tradeable (Small) vs Pass"
},
{
"symbol": "AVGO",
"rank": 4,
"reasons": [
"Win% 76 vs 70",
"ER 2.3% vs 0.5%",
"Score 0.69 vs 0.17",
"RS +5.1% vs +1.7%",
"R:R 2.11 vs 0.4",
"Tradeable (Small) vs Pass"
],
"summary": "Why MU over AVGO: Win% 76 vs 70 · ER 2.3% vs 0.5% · Score 0.69 vs 0.17 · RS +5.1% vs +1.7% · R:R 2.11 vs 0.4 · Tradeable (Small) vs Pass"
},
{
"symbol": "SMH",
"rank": 5,
"reasons": [
"Win% 76 vs 75",
"ER 2.3% vs 0.4%",
"Score 0.69 vs 0.16",
"RS +5.1% vs +1.6%",
"R:R 2.11 vs 0.4",
"Tradeable (Small) vs Pass"
],
"summary": "Why MU over SMH: Win% 76 vs 75 · ER 2.3% vs 0.4% · Score 0.69 vs 0.16 · RS +5.1% vs +1.6% · R:R 2.11 vs 0.4 · Tradeable (Small) vs Pass"
},
{
"symbol": "META",
"rank": 6,
"reasons": [
"Win% 76 vs 75",
"ER 2.3% vs 0.2%",
"Score 0.69 vs 0.07",
"RS +5.1% vs +0.7%",
"R:R 2.11 vs 0.62",
"Tradeable (Small) vs Pass"
],
"summary": "Why MU over META: Win% 76 vs 75 · ER 2.3% vs 0.2% · Score 0.69 vs 0.07 · RS +5.1% vs +0.7% · R:R 2.11 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": 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": 131.24,
"win_scenario_usd": 203.04,
"loss_scenario_usd": 96.12,
"win_prob_pct": 76.0,
"display": "EV $+131 (win +$203 @ 76.0% · loss -$96)"
},
"entry_status": {
"current_price": 984.51,
"ideal_entry": 979.94,
"distance_pct": 0.47,
"remaining_er_pct": 1.83,
"live_expected_return_pct": 1.83,
"new_plan": null,
"alternate_entry": null,
"advisory": true,
"advisory_tag": "ADVISORY — 不构成投资建议",
"zone_low": 977.0,
"zone_high": 982.88,
"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": 76.0,
"expected_return_pct": 0.68,
"trade_action": "Pass",
"why": "RS vs QQQ +2.15% · RS vs SMH +0.56% · Volume 信号 · VIX 回落",
"note": "Monitor — below trade threshold"
},
{
"symbol": "AMD",
"rank": 3,
"win_prob": 70.0,
"expected_return_pct": 0.51,
"trade_action": "Pass",
"why": "RS vs QQQ +1.75% · Volume 信号 · VIX 回落 · 期望R 0.04 < 0.15（EV门禁）",
"note": "Monitor — below trade threshold"
},
{
"symbol": "AVGO",
"rank": 4,
"win_prob": 70.0,
"expected_return_pct": 0.49,
"trade_action": "Pass",
"why": "RS vs QQQ +1.72% · Volume 信号 · VIX 回落 · 期望R -0.02 < 0.15（EV门禁）",
"note": "Monitor — below trade threshold"
},
{
"symbol": "SMH",
"rank": 5,
"win_prob": 75.0,
"expected_return_pct": 0.43,
"trade_action": "Pass",
"why": "RS vs QQQ +1.59% · Gap 未过度延伸 · Volume 信号 · VIX 回落",
"note": "Monitor — below trade threshold"
},
{
"symbol": "META",
"rank": 6,
"win_prob": 75.0,
"expected_return_pct": 0.18,
"trade_action": "Pass",
"why": "RS vs QQQ +0.72% · Gap 未过度延伸 · Volume 信号 · VIX 回落",
"note": "Monitor — below trade threshold"
}
],
"advisory": true,
"swing": {
"symbol": "META",
"direction": "SHORT",
"instrument": "Stock",
"horizon": "Swing",
"duration": "Swing (days–weeks)",
"confidence": 80,
"entry": "Near 551.5 (swing zone)",
"entry_source": "swing_zone",
"entry_price": 551.5,
"entry_zone": {
"low": 549.85,
"high": 561.09,
"mid": 551.5,
"display": "$549.85–$561.09",
"source": "swing_pullback"
},
"stop": "580.3 (1.75xATR)",
"stop_source": "1.75xATR",
"stop_price": 580.26,
"target": "513.1 (T1 ~7.0%)",
"target_source": "2xATR_or_5pct",
"target_price": 513.15,
"targets": [
{
"price": 513.15,
"label": "T1",
"pct": 6.95
},
{
"price": 493.97,
"label": "T2",
"pct": 10.43
}
],
"expected_return_pct": 6.95,
"expected_move": "+6.95%",
"risk_reward": 1.33,
"win_prob": 75.0,
"final_score": 0.07,
"swing_quality": 5.09,
"atr": 19.1757,
"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": 549.85,
"why": [
"高流动性波段标的 META",
"Prior day +0.0%",
"5D momentum -8.3%",
"RS vs QQQ +0.72%",
"Swing score 5.1"
],
"why_chain": "高流动性波段标的 META · Prior day +0.0% · 5D momentum -8.3% · RS vs QQQ +0.72%",
"invalidation": "Close beyond stop $580.26 or thesis broken (trend flip / catalyst fade)",
"trade_summary_cn": "波段做空 META：理想入场 $549.85–$561.09，止损 $580.26，目标 $513.15（约 +7.0%），持仓天数–数周",
"one_liner": "波段做空 META：理想入场 $549.85–$561.09，止损 $580.26，目标 $513.15（约 +7.0%），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": "NO",
"why": "指数方向不明或幅度不足"
},
"sector_edge": {
"edge": "YES",
"why": "SMH 领先 QQQ +1.45%",
"sector": "Semiconductor"
},
"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": 76.0,
"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
},
{
"factor": "Macro",
"key": "macro",
"points": 4.0
}
],
"total": 76.0,
"raw_total": 76.0,
"was_clamped": false
},
"expected_return_pct": 1.83,
"expected_high": 1002.5,
"expected_low": 966.52,
"expected_close": 1002.5,
"current_price": 984.51,
"upside_pct": 1.83,
"downside_risk_pct": 1.83,
"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": 0.52,
"final_score": 0.69,
"trade_action": "Small",
"trade": "Small",
"gap_pct": 4.9,
"relative_strength": 5.08,
"relative_strength_vs_smh": 3.49,
"relative_weakness_score": -7.17,
"prior_day_change_pct": 0.0,
"why_factors": [
"RS vs QQQ +5.08%",
"RS vs SMH +3.49%",
"Volume 信号",
"VIX 回落"
],
"why": "RS vs QQQ +5.08% · RS vs SMH +3.49% · Volume 信号 · VIX 回落",
"score": 7,
"news_count": 0,
"factor_breakdown": {
"relative_strength_vs_qqq": 5.08,
"relative_strength_vs_smh": 3.49,
"relative_weakness_score": -7.17,
"gap_pct": 4.9,
"beta_proxy": null,
"volume_signal": true,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": -3.19,
"prior_day_change_pct": 0.0
},
"edge_type": "Sector Edge",
"score_formula_display": "final = win_prob(76%) × ER(1.8%) × rr_weight(0.5) / 100",
"rr_weight": 0.5,
"why_vs_runner_up": "MU RS +5.1% vs ARM +2.1%；ER 1.8% vs 0.7%；relative strength",
"advisory": true,
"rank": 1,
"direction": "LONG"
},
{
"symbol": "ARM",
"win_prob": 76.0,
"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
},
{
"factor": "Macro",
"key": "macro",
"points": 4.0
}
],
"total": 76.0,
"raw_total": 76.0,
"was_clamped": false
},
"expected_return_pct": 0.68,
"expected_high": 256.38,
"expected_low": 250.72,
"expected_close": 256.38,
"current_price": 254.65,
"upside_pct": 0.68,
"downside_risk_pct": 1.54,
"risk_reward": 0.44,
"rr_display": {
"reward_risk_ratio": 0.44,
"risk_reward_ratio": 2.27,
"reward_per_share": null,
"risk_per_share": null,
"label_reward_risk": "Reward/Risk 0.44",
"label_risk_reward": "Risk:Reward 1:2.27",
"display": "Reward/Risk 0.44 · Risk:Reward 1:2.27",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"expected_r": 0.0944,
"final_score": 0.26,
"trade_action": "Pass",
"trade": "Pass",
"gap_pct": 2.27,
"relative_strength": 2.15,
"relative_strength_vs_smh": 0.56,
"relative_weakness_score": -2.49,
"prior_day_change_pct": 0.0,
"why_factors": [
"RS vs QQQ +2.15%",
"RS vs SMH +0.56%",
"Volume 信号",
"VIX 回落",
"期望R 0.09 < 0.15（EV门禁）"
],
"why": "RS vs QQQ +2.15% · RS vs SMH +0.56% · Volume 信号 · VIX 回落",
"score": 3,
"news_count": 0,
"factor_breakdown": {
"relative_strength_vs_qqq": 2.15,
"relative_strength_vs_smh": 0.56,
"relative_weakness_score": -2.49,
"gap_pct": 2.27,
"beta_proxy": null,
"volume_signal": true,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": -3.19,
"prior_day_change_pct": 0.0
},
"edge_type": "Sector Edge",
"score_formula_display": "final = win_prob(76%) × ER(0.7%) × rr_weight(0.5) / 100",
"rr_weight": 0.5,
"why_vs_runner_up": "—",
"advisory": true,
"rank": 2,
"direction": "LONG"
},
{
"symbol": "AMD",
"win_prob": 70.0,
"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
},
{
"factor": "Macro",
"key": "macro",
"points": 4.0
}
],
"total": 70.0,
"raw_total": 70.0,
"was_clamped": false
},
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"expected_high": 476.92,
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"scenario_actual": "B",
"scenario_correct": false,
"trade_recommendation": "MU",
"trade_direction": "LONG",
"primary_symbol": "MU",
"predicted_return_pct": 2.3,
"prediction_error_pct": null
},
"surprise": "No major surprises vs typical driver mix",
"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",
"playbook_refs": [
"Case-34"
],
"bayesian_drivers": {
"AI": 1.0,
"Bond": 0.0,
"Macro": 0.0,
"Oil": 0.0,
"Risk": 0.0
},
"data_gaps": []
}