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 38
H-2026-08-25-001Surprise：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；Morning Hypothesis 被 Chip/Macro 冲突推翻——复盘 P10/P15 权重
{
"date": "2026-08-25",
"features": {
"dgs10": 4.74,
"dgs2": null,
"vix": 15.79,
"vix_chg": -0.38,
"qqq_chg": -0.37,
"smh_chg": -0.76,
"nvda_chg": -0.75,
"spy_chg": 0.0,
"oil_chg": 0.0,
"dxy_chg": 0.02,
"breadth_proxy": 0.7142857142857143,
"qqq_gap": -0.53,
"news_headline_count": 21,
"news_bearish_ratio": 0.5,
"news_ai_mentions": 36,
"news_macro_mentions": 2,
"news_oil_mentions": 1,
"news_risk_mentions": 0
},
"regime": {
"label": "Range",
"confidence": 0.5
},
"hypothesis": {
"id": "H-2026-08-25-001",
"statement": "Macro is today's primary market driver",
"evidence": [
"VIX=15.8 (low fear)",
"Breadth 71% (broad participation)"
],
"counter_evidence": [
"10Y=4.74% (elevated rates)"
],
"confidence": 0.47,
"status": "待验证"
},
"morning": {
"bias": "Bear",
"total": -3,
"driver_type": "Political",
"daily_driver": "Geopolitical Risk",
"best_opportunity": {
"direction": "NO TRADE",
"symbol": "—",
"instrument": "—",
"horizon": "—",
"confidence": 45,
"entry": "—",
"stop": "—",
"target": "—",
"targets": [],
"duration": "—",
"why": [
"今日无任何标的达到交易阈值"
],
"why_chain": "今日无任何标的达到交易阈值",
"avoid": [],
"one_liner": "今日无任何标的达到交易阈值",
"p16_gate": "No Trade",
"threshold_message": "今日无任何标的达到交易阈值",
"advisory": true
},
"best_trades": {
"primary": null,
"secondary": null,
"watchlist": null,
"index_trade": "NO TRADE",
"p16_gate": "No Trade",
"threshold_message": "今日无任何标的达到交易阈值",
"stock_trades": [],
"top_trades": [
{
"rank": 1,
"symbol": "MU",
"direction": "SHORT",
"instrument": "Stock",
"horizon": "Intraday",
"confidence": 74,
"confidence_stars": "★★★☆☆",
"expected_move": "+0.45%",
"expected_return_pct": 0.45,
"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": 0.27,
"final_score": 0.91,
"trade_action": "Pass",
"relative_strength": -3.37,
"entry": "Below 914.6 (ORB低点)",
"entry_source": "orb_low",
"entry_price": 914.58,
"entry_zone": {
"low": 911.84,
"high": 917.32,
"mid": 914.58,
"anchors": [
{
"source": "orb_low",
"label": "ORB低点",
"price": 914.58
}
],
"display": "Entry Zone 912–917",
"entry_source": "orb_low",
"tolerance_pct": 0.3
},
"stop": "930.0 (ORB高点)",
"stop_source": "orb_high",
"stop_price": 930.0,
"target": "910.4 (预期低点)",
"target_source": "expected_low",
"target_price": 910.43,
"targets": [
"910.4 (预期低点)"
],
"level_anchors": {
"vwap": 930.65,
"orb_high": 930.0,
"orb_low": 914.58,
"prev_high": 966.78,
"prev_low": 966.78,
"prior_close": 966.78,
"orb_from_minute": true
},
"levels_valid": true,
"why": [
"RS弱于QQQ -3.37%",
"RS弱于SMH -2.86%",
"Volume 信号",
"几何上行 <1.5%（软门槛）"
],
"why_chain": "RS弱于QQQ -3.37% · RS弱于SMH -2.86% · Volume 信号 · 几何上行 <1.5%（软门槛）",
"why_vs_runner_up": "MU RS -3.4% vs AVGO -1.4%；ER 1.4% vs 0.6%；higher beta (49.1 vs 21.7)；relative weakness play",
"factor_breakdown": {
"relative_strength_vs_qqq": -3.37,
"relative_strength_vs_smh": -2.86,
"relative_weakness_score": 5.09,
"gap_pct": -4.63,
"beta_proxy": 49.14,
"volume_signal": true,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": -0.38,
"prior_day_change_pct": 0.0
},
"edge_type": "Relative Weakness",
"score_formula_display": "final = win_prob(74%) × ER(1.4%) × rr_weight(0.89) / 100",
"expected_high": 946.5,
"expected_low": 910.43,
"expected_close": 920.6,
"current_price": 933.55,
"upside_pct": 2.48,
"downside_risk_pct": 1.39,
"why_factors": [
"RS弱于QQQ -3.37%",
"RS弱于SMH -2.86%",
"Volume 信号",
"几何上行 <1.5%（软门槛）"
],
"why_today": "RS弱于QQQ -3.37% · RS弱于SMH -2.86% · Volume 信号 · 几何上行 <1.5%（软门槛）",
"gap_pct": -4.63,
"rr_display": {
"reward_risk_ratio": 0.27,
"risk_reward_ratio": 3.7,
"reward_per_share": 4.15,
"risk_per_share": 15.42,
"label_reward_risk": "Reward/Risk 0.27",
"label_risk_reward": "Risk:Reward 1:3.70",
"display": "Reward/Risk 0.27 · Risk:Reward 1:3.70",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"catalyst": "Geopolitical Risk · Geopolitical Risk",
"invalidation": "Close above stop $930.0 · Geopolitical escalation invalidates mean-reversion",
"advisory": true,
"level_reasons": {
"entry": {
"price": 914.58,
"source": "orb_low",
"confidence": 77,
"reasons": [
{
"source": "orb_low",
"label": "ORB Low",
"price": 914.58,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
},
"stop": {
"price": 930.0,
"source": "orb_high",
"confidence": 89,
"reasons": [
{
"source": "orb_high",
"label": "ORB High",
"price": 930.0,
"weight_pct": 70.0,
"matched": true,
"primary": true
},
{
"source": "vwap",
"label": "VWAP",
"price": 930.65,
"weight_pct": 30.0,
"matched": true,
"primary": false
}
]
},
"target": {
"price": 910.43,
"source": "expected_low",
"confidence": 77,
"reasons": [
{
"source": "expected_low",
"label": "Expected Low",
"price": 910.43,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
}
},
"return_calculation": "(914.58-910.43)/914.58=0.45%",
"heuristic_expected_return_pct": 1.39,
"target_action": "买入/平空仓",
"trade_summary_cn": "做空 MU：在 914.58 附近入场，目标 910.43，预期 +0.45%",
"expected_r": -0.0602,
"rr_below_hard_min": true,
"trade_economics": {
"account_size": 10000.0,
"risk_pct": 1.0,
"position_pct": 54.9,
"shares": 6,
"contracts": 0,
"max_loss_usd": 92.52,
"win_usd": 24.9,
"loss_usd": 92.52,
"expected_value_usd": -5.63,
"risk_per_share": 15.42,
"reward_per_share": 4.15,
"rr_display": {
"reward_risk_ratio": 0.27,
"risk_reward_ratio": 3.7,
"reward_per_share": 4.15,
"risk_per_share": 15.42,
"label_reward_risk": "Reward/Risk 0.27",
"label_risk_reward": "Risk:Reward 1:3.70",
"display": "Reward/Risk 0.27 · Risk:Reward 1:3.70",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"size_label": "None",
"display": "$10,000 → Win +$25 / Loss -$93"
},
"position_sizing": {
"risk_pct": 1.0,
"position_pct": 54.9,
"contracts": 0,
"shares": 6,
"max_loss_usd": 92.52,
"size_label": "None",
"display": "Risk 1.0% → Position 54.9% → 6 unit(s) → Max Loss $92.52"
},
"why_wins_today": [
{
"rank": 1,
"dimension": "relative_strength",
"label": "Highest Relative Strength",
"primary_value": -3.37,
"runner_up_value": 2.68,
"wins": true
},
{
"rank": 2,
"dimension": "expected_range",
"label": "Largest Expected Range",
"primary_value": 3.87,
"runner_up_value": 3.21,
"wins": true
},
{
"rank": 3,
"dimension": "win_prob",
"label": "Highest Probability",
"primary_value": 74.0,
"runner_up_value": 74.0,
"wins": true
}
],
"why_not_alternatives": [
{
"symbol": "AVGO",
"rank": 2,
"reasons": [
"ER 0.5% vs 0.6%",
"Score 0.91 vs 0.42",
"RS -3.4% vs -1.4%"
],
"summary": "Why MU over AVGO: ER 0.5% vs 0.6% · Score 0.91 vs 0.42 · RS -3.4% vs -1.4%"
},
{
"symbol": "AMD",
"rank": 3,
"reasons": [
"Win% 74 vs 70",
"ER 0.5% vs 0.3%",
"Score 0.91 vs 0.33",
"RS -3.4% vs -0.8%"
],
"summary": "Why MU over AMD: Win% 74 vs 70 · ER 0.5% vs 0.3% · Score 0.91 vs 0.33 · RS -3.4% vs -0.8%"
},
{
"symbol": "TSLA",
"rank": 4,
"reasons": [
"Win% 74 vs 66",
"ER 0.5% vs 0.9%",
"Score 0.91 vs 0.3",
"RS -3.4% vs -3.2%"
],
"summary": "Why MU over TSLA: Win% 74 vs 66 · ER 0.5% vs 0.9% · Score 0.91 vs 0.3 · RS -3.4% vs -3.2%"
},
{
"symbol": "NVDA",
"rank": 5,
"reasons": [
"Win% 74 vs 51",
"ER 0.5% vs 0.6%",
"Score 0.91 vs 0.3",
"RS -3.4% vs -1.7%"
],
"summary": "Why MU over NVDA: Win% 74 vs 51 · ER 0.5% vs 0.6% · Score 0.91 vs 0.3 · RS -3.4% vs -1.7%"
},
{
"symbol": "XLE",
"rank": 6,
"reasons": [
"Win% 74 vs 71",
"ER 0.5% vs 0.5%",
"Score 0.91 vs 0.16",
"RS -3.4% vs -1.7%"
],
"summary": "Why MU over XLE: Win% 74 vs 71 · ER 0.5% vs 0.5% · Score 0.91 vs 0.16 · RS -3.4% vs -1.7%"
}
],
"rank_summary": "MU ranked #1 because weakest RS + largest expected range + highest probability",
"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": -5.63,
"win_scenario_usd": 24.9,
"loss_scenario_usd": 92.52,
"win_prob_pct": 74.0,
"display": "EV $-6 (win +$25 @ 74.0% · loss -$93)"
},
"entry_status": {
"current_price": 933.55,
"ideal_entry": 914.58,
"distance_pct": -2.07,
"remaining_er_pct": 2.48,
"live_expected_return_pct": 2.48,
"new_plan": null,
"alternate_entry": null,
"advisory": true,
"advisory_tag": "ADVISORY — 不构成投资建议",
"zone_low": 911.84,
"zone_high": 917.32,
"miss_threshold_pct": 1.0,
"status": "PREMARKET",
"status_reason": "Premarket Ideal Entry — plan not yet live",
"action_hint": "Entry still valid"
}
},
{
"rank": 2,
"symbol": "AVGO",
"direction": "SHORT",
"instrument": "Stock",
"horizon": "Intraday",
"confidence": 74,
"confidence_stars": "★★★☆☆",
"expected_move": "+0.00%",
"expected_return_pct": 0.0,
"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": 0.0,
"final_score": 0.42,
"trade_action": "Pass",
"relative_strength": -1.45,
"entry": "Below 358.8 (ORB低点)",
"entry_source": "orb_low",
"entry_price": 358.76,
"entry_zone": {
"low": 358.76,
"high": 358.76,
"mid": 358.76,
"anchors": [],
"display": "Entry Zone 358.76–358.76",
"entry_source": "orb_low",
"tolerance_pct": 0.3
},
"stop": "362.0 (ORB高点)",
"stop_source": "orb_high",
"stop_price": 362.0,
"target": "358.8 (预期低点)",
"target_source": "expected_low",
"target_price": 358.76,
"targets": [
"358.8 (预期低点)"
],
"level_anchors": {
"vwap": 362.13,
"orb_high": 362.0,
"orb_low": 358.76,
"prev_high": 368.45,
"prev_low": 368.45,
"prior_close": 368.45,
"orb_from_minute": true
},
"levels_valid": true,
"why": [
"RS弱于QQQ -1.45%",
"RS弱于SMH -0.94%",
"Volume 信号",
"几何上行 <1.5%（软门槛）"
],
"why_chain": "RS弱于QQQ -1.45% · RS弱于SMH -0.94% · Volume 信号 · 几何上行 <1.5%（软门槛）",
"why_vs_runner_up": "—",
"factor_breakdown": {
"relative_strength_vs_qqq": -1.45,
"relative_strength_vs_smh": -0.94,
"relative_weakness_score": 2.01,
"gap_pct": -1.91,
"beta_proxy": 21.71,
"volume_signal": true,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": -0.38,
"prior_day_change_pct": 0.0
},
"edge_type": "Relative Weakness",
"score_formula_display": "final = win_prob(74%) × ER(0.6%) × rr_weight(1.01) / 100",
"expected_high": 364.88,
"expected_low": 358.76,
"expected_close": 360.84,
"current_price": 362.86,
"upside_pct": 1.13,
"downside_risk_pct": 0.56,
"why_factors": [
"RS弱于QQQ -1.45%",
"RS弱于SMH -0.94%",
"Volume 信号",
"几何上行 <1.5%（软门槛）"
],
"why_today": "RS弱于QQQ -1.45% · RS弱于SMH -0.94% · Volume 信号 · 几何上行 <1.5%（软门槛）",
"gap_pct": -1.91,
"rr_display": {},
"catalyst": "Geopolitical Risk · Geopolitical Risk",
"invalidation": "Close above stop $362.0 · Geopolitical escalation invalidates mean-reversion",
"advisory": true,
"level_reasons": {
"entry": {
"price": 358.76,
"source": "orb_low",
"confidence": 77,
"reasons": [
{
"source": "orb_low",
"label": "ORB Low",
"price": 358.76,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
},
"stop": {
"price": 362.0,
"source": "orb_high",
"confidence": 89,
"reasons": [
{
"source": "orb_high",
"label": "ORB High",
"price": 362.0,
"weight_pct": 70.0,
"matched": true,
"primary": true
},
{
"source": "vwap",
"label": "VWAP",
"price": 362.13,
"weight_pct": 30.0,
"matched": true,
"primary": false
}
]
},
"target": {
"price": 358.76,
"source": "expected_low",
"confidence": 77,
"reasons": [
{
"source": "expected_low",
"label": "Expected Low",
"price": 358.76,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
}
},
"return_calculation": "(358.76-358.76)/358.76=0.00%",
"heuristic_expected_return_pct": 0.56,
"target_action": "买入/平空仓",
"trade_summary_cn": "做空 AVGO：在 358.76 附近入场，目标 358.76，预期 +0.00%",
"expected_r": null,
"rr_below_hard_min": true,
"trade_economics": {
"account_size": 10000.0,
"risk_pct": 1.0,
"position_pct": 100.0,
"shares": 30,
"contracts": 0,
"max_loss_usd": 97.2,
"win_usd": 0.0,
"loss_usd": 97.2,
"expected_value_usd": -25.27,
"risk_per_share": 3.24,
"reward_per_share": 0.0,
"rr_display": {},
"size_label": "None",
"display": "$10,000 → Win +$0 / Loss -$97"
},
"position_sizing": {
"risk_pct": 1.0,
"position_pct": 100.0,
"contracts": 0,
"shares": 30,
"max_loss_usd": 97.2,
"size_label": "None",
"display": "Risk 1.0% → Position 100.0% → 30 unit(s) → Max Loss $97.2"
},
"why_wins_today": [
{
"rank": 1,
"dimension": "win_prob",
"label": "Highest Probability",
"primary_value": 74.0,
"runner_up_value": 74.0,
"wins": true
}
],
"why_not_alternatives": [
{
"symbol": "MU",
"rank": 1,
"reasons": [
"ER 0.0% vs 1.4%",
"Score 0.42 vs 0.91",
"RS -1.4% vs -3.4%"
],
"summary": "Why AVGO over MU: ER 0.0% vs 1.4% · Score 0.42 vs 0.91 · RS -1.4% vs -3.4%"
},
{
"symbol": "AMD",
"rank": 3,
"reasons": [
"Win% 74 vs 70",
"ER 0.0% vs 0.3%",
"Score 0.42 vs 0.33",
"RS -1.4% vs -0.8%"
],
"summary": "Why AVGO over AMD: Win% 74 vs 70 · ER 0.0% vs 0.3% · Score 0.42 vs 0.33 · RS -1.4% vs -0.8%"
},
{
"symbol": "TSLA",
"rank": 4,
"reasons": [
"Win% 74 vs 66",
"ER 0.0% vs 0.9%",
"Score 0.42 vs 0.3",
"RS -1.4% vs -3.2%"
],
"summary": "Why AVGO over TSLA: Win% 74 vs 66 · ER 0.0% vs 0.9% · Score 0.42 vs 0.3 · RS -1.4% vs -3.2%"
},
{
"symbol": "NVDA",
"rank": 5,
"reasons": [
"Win% 74 vs 51",
"ER 0.0% vs 0.6%",
"Score 0.42 vs 0.3",
"RS -1.4% vs -1.7%"
],
"summary": "Why AVGO over NVDA: Win% 74 vs 51 · ER 0.0% vs 0.6% · Score 0.42 vs 0.3 · RS -1.4% vs -1.7%"
},
{
"symbol": "XLE",
"rank": 6,
"reasons": [
"Win% 74 vs 71",
"ER 0.0% vs 0.5%",
"Score 0.42 vs 0.16",
"RS -1.4% vs -1.7%"
],
"summary": "Why AVGO over XLE: Win% 74 vs 71 · ER 0.0% vs 0.5% · Score 0.42 vs 0.16 · RS -1.4% vs -1.7%"
}
],
"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": -25.27,
"win_scenario_usd": 0.0,
"loss_scenario_usd": 97.2,
"win_prob_pct": 74.0,
"display": "EV $-25 (win +$0 @ 74.0% · loss -$97)"
},
"entry_status": {
"current_price": 362.86,
"ideal_entry": 358.76,
"distance_pct": -1.14,
"remaining_er_pct": 1.13,
"live_expected_return_pct": 1.13,
"new_plan": null,
"alternate_entry": null,
"advisory": true,
"advisory_tag": "ADVISORY — 不构成投资建议",
"zone_low": 358.76,
"zone_high": 358.76,
"miss_threshold_pct": 1.0,
"status": "PREMARKET",
"status_reason": "Premarket Ideal Entry — plan not yet live",
"action_hint": "Entry still valid"
}
},
{
"rank": 3,
"symbol": "AMD",
"direction": "SHORT",
"instrument": "Stock",
"horizon": "Intraday",
"confidence": 70,
"confidence_stars": "★★★☆☆",
"expected_move": "+0.32%",
"expected_return_pct": 0.32,
"win_prob": 70.0,
"win_prob_breakdown": {
"components": [
{
"factor": "Base",
"key": "base",
"points": 50.0
},
{
"factor": "RS",
"key": "rs",
"points": 16.0
},
{
"factor": "Volume",
"key": "volume",
"points": 4.0
}
],
"total": 70.0,
"raw_total": 70.0,
"was_clamped": false
},
"risk_reward": 0.16,
"final_score": 0.33,
"trade_action": "Pass",
"relative_strength": -0.76,
"entry": "Below 457.9 (ORB低点)",
"entry_source": "orb_low",
"entry_price": 458.23,
"entry_zone": {
"low": 457.21,
"high": 459.25,
"mid": 458.23,
"anchors": [
{
"source": "orb_low",
"label": "ORB低点",
"price": 457.88
}
],
"display": "Entry Zone 457–459",
"entry_source": "orb_low",
"tolerance_pct": 0.3
},
"stop": "467.6 (ORB高点)",
"stop_source": "orb_high",
"stop_price": 467.61,
"target": "456.8 (预期低点)",
"target_source": "expected_low",
"target_price": 456.75,
"targets": [
"456.8 (预期低点)"
],
"level_anchors": {
"vwap": 467.92,
"orb_high": 467.61,
"orb_low": 457.88,
"prev_high": 473.25,
"prev_low": 473.25,
"prior_close": 473.25,
"orb_from_minute": true
},
"levels_valid": true,
"why": [
"RS弱于QQQ -0.76%",
"Volume 信号",
"几何上行 <1.5%（软门槛）"
],
"why_chain": "RS弱于QQQ -0.76% · Volume 信号 · 几何上行 <1.5%（软门槛）",
"why_vs_runner_up": "—",
"factor_breakdown": {
"relative_strength_vs_qqq": -0.76,
"relative_strength_vs_smh": -0.25,
"relative_weakness_score": 0.91,
"gap_pct": -1.64,
"beta_proxy": 11.86,
"volume_signal": true,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": -0.38,
"prior_day_change_pct": 0.0
},
"edge_type": "Relative Weakness",
"score_formula_display": "final = win_prob(70%) × ER(0.3%) × rr_weight(1.5) / 100",
"expected_high": 471.65,
"expected_low": 456.75,
"expected_close": 467.83,
"current_price": 469.3,
"upside_pct": 2.67,
"downside_risk_pct": 0.5,
"why_factors": [
"RS弱于QQQ -0.76%",
"Volume 信号",
"几何上行 <1.5%（软门槛）"
],
"why_today": "RS弱于QQQ -0.76% · Volume 信号 · 几何上行 <1.5%（软门槛）",
"gap_pct": -1.64,
"rr_display": {
"reward_risk_ratio": 0.16,
"risk_reward_ratio": 6.25,
"reward_per_share": 1.48,
"risk_per_share": 9.38,
"label_reward_risk": "Reward/Risk 0.16",
"label_risk_reward": "Risk:Reward 1:6.25",
"display": "Reward/Risk 0.16 · Risk:Reward 1:6.25",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"catalyst": "Geopolitical Risk · Geopolitical Risk",
"invalidation": "Close above stop $467.61 · Geopolitical escalation invalidates mean-reversion",
"advisory": true,
"level_reasons": {
"entry": {
"price": 458.23,
"source": "orb_low",
"confidence": 77,
"reasons": [
{
"source": "orb_low",
"label": "ORB Low",
"price": 457.88,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
},
"stop": {
"price": 467.61,
"source": "orb_high",
"confidence": 89,
"reasons": [
{
"source": "orb_high",
"label": "ORB High",
"price": 467.61,
"weight_pct": 70.0,
"matched": true,
"primary": true
},
{
"source": "vwap",
"label": "VWAP",
"price": 467.92,
"weight_pct": 30.0,
"matched": true,
"primary": false
}
]
},
"target": {
"price": 456.75,
"source": "expected_low",
"confidence": 77,
"reasons": [
{
"source": "expected_low",
"label": "Expected Low",
"price": 456.75,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
}
},
"return_calculation": "(458.23-456.75)/458.23=0.32%",
"heuristic_expected_return_pct": 0.31,
"target_action": "买入/平空仓",
"trade_summary_cn": "做空 AMD：在 458.23 附近入场，目标 456.75，预期 +0.32%",
"expected_r": -0.188,
"rr_below_hard_min": true,
"trade_economics": {
"account_size": 10000.0,
"risk_pct": 1.0,
"position_pct": 45.8,
"shares": 10,
"contracts": 0,
"max_loss_usd": 93.8,
"win_usd": 14.8,
"loss_usd": 93.8,
"expected_value_usd": -17.78,
"risk_per_share": 9.38,
"reward_per_share": 1.48,
"rr_display": {
"reward_risk_ratio": 0.16,
"risk_reward_ratio": 6.25,
"reward_per_share": 1.48,
"risk_per_share": 9.38,
"label_reward_risk": "Reward/Risk 0.16",
"label_risk_reward": "Risk:Reward 1:6.25",
"display": "Reward/Risk 0.16 · Risk:Reward 1:6.25",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"size_label": "None",
"display": "$10,000 → Win +$15 / Loss -$94"
},
"position_sizing": {
"risk_pct": 1.0,
"position_pct": 45.8,
"contracts": 0,
"shares": 10,
"max_loss_usd": 93.8,
"size_label": "None",
"display": "Risk 1.0% → Position 45.8% → 10 unit(s) → Max Loss $93.8"
},
"why_wins_today": [],
"why_not_alternatives": [
{
"symbol": "MU",
"rank": 1,
"reasons": [
"Win% 70 vs 74",
"ER 0.3% vs 1.4%",
"Score 0.33 vs 0.91",
"RS -0.8% vs -3.4%"
],
"summary": "Why AMD over MU: Win% 70 vs 74 · ER 0.3% vs 1.4% · Score 0.33 vs 0.91 · RS -0.8% vs -3.4%"
},
{
"symbol": "AVGO",
"rank": 2,
"reasons": [
"Win% 70 vs 74",
"ER 0.3% vs 0.6%",
"Score 0.33 vs 0.42",
"RS -0.8% vs -1.4%"
],
"summary": "Why AMD over AVGO: Win% 70 vs 74 · ER 0.3% vs 0.6% · Score 0.33 vs 0.42 · RS -0.8% vs -1.4%"
},
{
"symbol": "TSLA",
"rank": 4,
"reasons": [
"Win% 70 vs 66",
"ER 0.3% vs 0.9%",
"Score 0.33 vs 0.3",
"RS -0.8% vs -3.2%"
],
"summary": "Why AMD over TSLA: Win% 70 vs 66 · ER 0.3% vs 0.9% · Score 0.33 vs 0.3 · RS -0.8% vs -3.2%"
},
{
"symbol": "NVDA",
"rank": 5,
"reasons": [
"Win% 70 vs 51",
"ER 0.3% vs 0.6%",
"Score 0.33 vs 0.3",
"RS -0.8% vs -1.7%"
],
"summary": "Why AMD over NVDA: Win% 70 vs 51 · ER 0.3% vs 0.6% · Score 0.33 vs 0.3 · RS -0.8% vs -1.7%"
},
{
"symbol": "XLE",
"rank": 6,
"reasons": [
"Win% 70 vs 71",
"ER 0.3% vs 0.5%",
"Score 0.33 vs 0.16",
"RS -0.8% vs -1.7%"
],
"summary": "Why AMD over XLE: Win% 70 vs 71 · ER 0.3% vs 0.5% · Score 0.33 vs 0.16 · RS -0.8% vs -1.7%"
}
],
"win_prob_source": "rules",
"calibration": {
"calibrated_win_prob": 70.0,
"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": -17.78,
"win_scenario_usd": 14.8,
"loss_scenario_usd": 93.8,
"win_prob_pct": 70.0,
"display": "EV $-18 (win +$15 @ 70.0% · loss -$94)"
},
"entry_status": {
"current_price": 469.3,
"ideal_entry": 458.23,
"distance_pct": -2.42,
"remaining_er_pct": 2.67,
"live_expected_return_pct": 2.67,
"new_plan": null,
"alternate_entry": null,
"advisory": true,
"advisory_tag": "ADVISORY — 不构成投资建议",
"zone_low": 457.21,
"zone_high": 459.25,
"miss_threshold_pct": 1.0,
"status": "PREMARKET",
"status_reason": "Premarket Ideal Entry — plan not yet live",
"action_hint": "Entry still valid"
}
},
{
"rank": 4,
"symbol": "TSLA",
"direction": "SHORT",
"instrument": "Stock",
"horizon": "Intraday",
"confidence": 66,
"confidence_stars": "★★★☆☆",
"expected_move": "+1.02%",
"expected_return_pct": 1.02,
"win_prob": 66.0,
"win_prob_breakdown": {
"components": [
{
"factor": "Base",
"key": "base",
"points": 50.0
},
{
"factor": "RS",
"key": "rs",
"points": 12.0
},
{
"factor": "Volume",
"key": "volume",
"points": 4.0
}
],
"total": 66.0,
"raw_total": 66.0,
"was_clamped": false
},
"risk_reward": 3.94,
"final_score": 0.3,
"trade_action": "Pass",
"relative_strength": -3.18,
"entry": "Below 351.5 (VWAP)",
"entry_source": "vwap",
"entry_price": 351.52,
"entry_zone": {
"low": 350.62,
"high": 352.43,
"mid": 351.52,
"anchors": [
{
"source": "vwap",
"label": "VWAP",
"price": 351.46
},
{
"source": "orb_high",
"label": "ORB高点",
"price": 352.43
},
{
"source": "orb_low",
"label": "ORB低点",
"price": 350.62
}
],
"display": "Entry Zone 351–352",
"entry_source": "vwap",
"tolerance_pct": 0.3
},
"stop": "352.4 (ORB高点)",
"stop_source": "orb_high",
"stop_price": 352.43,
"target": "347.9 (预期收盘)",
"target_source": "expected_close",
"target_price": 347.92,
"targets": [
"347.9 (预期收盘)"
],
"level_anchors": {
"vwap": 351.46,
"orb_high": 352.43,
"orb_low": 350.62,
"prev_high": 362.86,
"prev_low": 362.86,
"prior_close": 362.86,
"orb_from_minute": true
},
"levels_valid": true,
"why": [
"RS弱于QQQ -3.18%",
"Volume 信号",
"几何上行 <1.5%（软门槛）"
],
"why_chain": "RS弱于QQQ -3.18% · Volume 信号 · 几何上行 <1.5%（软门槛）",
"why_vs_runner_up": "—",
"factor_breakdown": {
"relative_strength_vs_qqq": -3.18,
"relative_strength_vs_smh": -2.67,
"relative_weakness_score": 4.78,
"gap_pct": -3.27,
"beta_proxy": 46.43,
"volume_signal": true,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": -0.38,
"prior_day_change_pct": 0.0
},
"edge_type": "Relative Weakness",
"score_formula_display": "final = win_prob(66%) × ER(0.9%) × rr_weight(0.5) / 100",
"expected_high": 354.22,
"expected_low": 347.92,
"expected_close": 347.92,
"current_price": 351.07,
"upside_pct": 0.9,
"downside_risk_pct": 0.9,
"why_factors": [
"RS弱于QQQ -3.18%",
"Volume 信号",
"几何上行 <1.5%（软门槛）"
],
"why_today": "RS弱于QQQ -3.18% · Volume 信号 · 几何上行 <1.5%（软门槛）",
"gap_pct": -3.27,
"rr_display": {
"reward_risk_ratio": 3.96,
"risk_reward_ratio": 0.25,
"reward_per_share": 3.6,
"risk_per_share": 0.91,
"label_reward_risk": "Reward/Risk 3.96",
"label_risk_reward": "Risk:Reward 1:0.25",
"display": "Reward/Risk 3.96 · Risk:Reward 1:0.25",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"catalyst": "Geopolitical Risk · Geopolitical Risk",
"invalidation": "Close above stop $352.43 · Geopolitical escalation invalidates mean-reversion",
"advisory": true,
"level_reasons": {
"entry": {
"price": 351.52,
"source": "vwap",
"confidence": 98,
"reasons": [
{
"source": "orb_low",
"label": "ORB Low",
"price": 350.62,
"weight_pct": 23.0,
"matched": true,
"primary": false
},
{
"source": "vwap",
"label": "VWAP",
"price": 351.46,
"weight_pct": 54.0,
"matched": true,
"primary": true
},
{
"source": "current",
"label": "Below Current",
"price": 351.07,
"weight_pct": 23.0,
"matched": true,
"primary": false
}
]
},
"stop": {
"price": 352.43,
"source": "orb_high",
"confidence": 89,
"reasons": [
{
"source": "orb_high",
"label": "ORB High",
"price": 352.43,
"weight_pct": 70.0,
"matched": true,
"primary": true
},
{
"source": "vwap",
"label": "VWAP",
"price": 351.46,
"weight_pct": 30.0,
"matched": true,
"primary": false
}
]
},
"target": {
"price": 347.92,
"source": "expected_close",
"confidence": 77,
"reasons": [
{
"source": "expected_close",
"label": "Expected Close",
"price": 347.92,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
}
},
"return_calculation": "(351.52-347.92)/351.52=1.02%",
"heuristic_expected_return_pct": 0.9,
"target_action": "买入/平空仓",
"trade_summary_cn": "做空 TSLA：在 351.52 附近入场，目标 347.92，预期 +1.02%",
"expected_r": 2.2604,
"trade_economics": {
"account_size": 10000.0,
"risk_pct": 1.0,
"position_pct": 100.0,
"shares": 109,
"contracts": 0,
"max_loss_usd": 99.19,
"win_usd": 392.4,
"loss_usd": 99.19,
"expected_value_usd": 225.26,
"risk_per_share": 0.91,
"reward_per_share": 3.6,
"rr_display": {
"reward_risk_ratio": 3.96,
"risk_reward_ratio": 0.25,
"reward_per_share": 3.6,
"risk_per_share": 0.91,
"label_reward_risk": "Reward/Risk 3.96",
"label_risk_reward": "Risk:Reward 1:0.25",
"display": "Reward/Risk 3.96 · Risk:Reward 1:0.25",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"size_label": "None",
"display": "$10,000 → Win +$392 / Loss -$99"
},
"position_sizing": {
"risk_pct": 1.0,
"position_pct": 100.0,
"contracts": 0,
"shares": 109,
"max_loss_usd": 99.19,
"size_label": "None",
"display": "Risk 1.0% → Position 100.0% → 109 unit(s) → Max Loss $99.19"
},
"why_wins_today": [
{
"rank": 1,
"dimension": "relative_strength",
"label": "Highest Relative Strength",
"primary_value": -3.18,
"runner_up_value": 2.68,
"wins": true
}
],
"why_not_alternatives": [
{
"symbol": "MU",
"rank": 1,
"reasons": [
"Win% 66 vs 74",
"ER 1.0% vs 1.4%",
"Score 0.3 vs 0.91",
"RS -3.2% vs -3.4%",
"R:R 3.94 vs 1.78"
],
"summary": "Why TSLA over MU: Win% 66 vs 74 · ER 1.0% vs 1.4% · Score 0.3 vs 0.91 · RS -3.2% vs -3.4% · R:R 3.94 vs 1.78"
},
{
"symbol": "AVGO",
"rank": 2,
"reasons": [
"Win% 66 vs 74",
"ER 1.0% vs 0.6%",
"Score 0.3 vs 0.42",
"RS -3.2% vs -1.4%",
"R:R 3.94 vs 2.03"
],
"summary": "Why TSLA over AVGO: Win% 66 vs 74 · ER 1.0% vs 0.6% · Score 0.3 vs 0.42 · RS -3.2% vs -1.4% · R:R 3.94 vs 2.03"
},
{
"symbol": "AMD",
"rank": 3,
"reasons": [
"Win% 66 vs 70",
"ER 1.0% vs 0.3%",
"Score 0.3 vs 0.33",
"RS -3.2% vs -0.8%"
],
"summary": "Why TSLA over AMD: Win% 66 vs 70 · ER 1.0% vs 0.3% · Score 0.3 vs 0.33 · RS -3.2% vs -0.8%"
},
{
"symbol": "NVDA",
"rank": 5,
"reasons": [
"Win% 66 vs 51",
"ER 1.0% vs 0.6%",
"RS -3.2% vs -1.7%",
"R:R 3.94 vs 1.84"
],
"summary": "Why TSLA over NVDA: Win% 66 vs 51 · ER 1.0% vs 0.6% · RS -3.2% vs -1.7% · R:R 3.94 vs 1.84"
},
{
"symbol": "XLE",
"rank": 6,
"reasons": [
"Win% 66 vs 71",
"ER 1.0% vs 0.5%",
"Score 0.3 vs 0.16",
"RS -3.2% vs -1.7%",
"R:R 3.94 vs 0.81"
],
"summary": "Why TSLA over XLE: Win% 66 vs 71 · ER 1.0% vs 0.5% · Score 0.3 vs 0.16 · RS -3.2% vs -1.7% · R:R 3.94 vs 0.81"
}
],
"win_prob_source": "rules",
"calibration": {
"calibrated_win_prob": 66.0,
"sample_size": 0,
"confidence_interval": null,
"source": "rules_fallback",
"match_quality": "insufficient",
"win_prob_source": "rules",
"disclaimer": "No historical matches; using rules breakdown"
},
"ev_distribution": {
"expected_value_usd": 225.26,
"win_scenario_usd": 392.4,
"loss_scenario_usd": 99.19,
"win_prob_pct": 66.0,
"display": "EV $+225 (win +$392 @ 66.0% · loss -$99)"
},
"entry_status": {
"current_price": 351.07,
"ideal_entry": 351.52,
"distance_pct": 0.13,
"remaining_er_pct": 0.9,
"live_expected_return_pct": 0.9,
"new_plan": null,
"alternate_entry": null,
"advisory": true,
"advisory_tag": "ADVISORY — 不构成投资建议",
"zone_low": 350.62,
"zone_high": 352.43,
"miss_threshold_pct": 1.0,
"status": "PREMARKET",
"status_reason": "Premarket Ideal Entry — plan not yet live",
"action_hint": "Entry still valid"
}
},
{
"rank": 5,
"symbol": "NVDA",
"direction": "SHORT",
"instrument": "Stock",
"horizon": "Intraday",
"confidence": 51,
"confidence_stars": "★★☆☆☆",
"expected_move": "+1.15%",
"expected_return_pct": 1.15,
"win_prob": 51.0,
"win_prob_breakdown": {
"components": [
{
"factor": "Base",
"key": "base",
"points": 50.0
},
{
"factor": "RS",
"key": "rs",
"points": 20.0
},
{
"factor": "Catalyst",
"key": "catalyst",
"points": -5.0
},
{
"factor": "Volume",
"key": "volume",
"points": 4.0
},
{
"factor": "Macro",
"key": "macro",
"points": -18.0
}
],
"total": 51.0,
"raw_total": 51.0,
"was_clamped": false
},
"risk_reward": 80.84,
"final_score": 0.3,
"trade_action": "Pass",
"relative_strength": -1.69,
"entry": "Below 210.9 (VWAP)",
"entry_source": "vwap",
"entry_price": 210.9,
"entry_zone": {
"low": 210.86,
"high": 210.93,
"mid": 210.9,
"anchors": [
{
"source": "vwap",
"label": "VWAP",
"price": 210.86
},
{
"source": "orb_high",
"label": "ORB高点",
"price": 210.93
}
],
"display": "Entry Zone 210.86–210.93",
"entry_source": "vwap",
"tolerance_pct": 0.3
},
"stop": "210.9 (ORB高点)",
"stop_source": "orb_high",
"stop_price": 210.93,
"target": "208.5 (预期低点)",
"target_source": "expected_low",
"target_price": 208.48,
"targets": [
"208.5 (预期低点)"
],
"level_anchors": {
"vwap": 210.86,
"orb_high": 210.93,
"orb_low": 208.48,
"prev_high": 214.72,
"prev_low": 214.72,
"prior_close": 214.72,
"orb_from_minute": true
},
"levels_valid": true,
"why": [
"RS弱于QQQ -1.69%",
"RS弱于SMH -1.18%",
"News 5 (利空做空)",
"Volume 信号",
"Geo-risk day — avoid blind NVDA short vs escalation",
"几何上行 <1.5%（软门槛）"
],
"why_chain": "RS弱于QQQ -1.69% · RS弱于SMH -1.18% · News 5 (利空做空) · Volume 信号",
"why_vs_runner_up": "—",
"factor_breakdown": {
"relative_strength_vs_qqq": -1.69,
"relative_strength_vs_smh": -1.18,
"relative_weakness_score": 2.4,
"gap_pct": -1.96,
"beta_proxy": 25.14,
"volume_signal": true,
"news_count": 5,
"extended_gap_penalty": 0.0,
"vix_change_pct": -0.38,
"prior_day_change_pct": 0.0
},
"edge_type": "Relative Weakness",
"score_formula_display": "final = win_prob(51%) × ER(0.6%) × rr_weight(0.92) / 100",
"expected_high": 212.29,
"expected_low": 208.48,
"expected_close": 209.61,
"current_price": 210.95,
"upside_pct": 1.17,
"downside_risk_pct": 0.64,
"why_factors": [
"RS弱于QQQ -1.69%",
"RS弱于SMH -1.18%",
"News 5 (利空做空)",
"Volume 信号",
"Geo-risk day — avoid blind NVDA short vs escalation",
"几何上行 <1.5%（软门槛）"
],
"why_today": "RS弱于QQQ -1.69% · RS弱于SMH -1.18% · News 5 (利空做空) · Volume 信号",
"gap_pct": -1.96,
"rr_display": {
"reward_risk_ratio": 80.67,
"risk_reward_ratio": 0.01,
"reward_per_share": 2.42,
"risk_per_share": 0.03,
"label_reward_risk": "Reward/Risk 80.67",
"label_risk_reward": "Risk:Reward 1:0.01",
"display": "Reward/Risk 80.67 · Risk:Reward 1:0.01",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"catalyst": "Geopolitical Risk · Geopolitical Risk",
"invalidation": "Close above stop $210.93 · Geopolitical escalation invalidates mean-reversion",
"advisory": true,
"level_reasons": {
"entry": {
"price": 210.9,
"source": "vwap",
"confidence": 77,
"reasons": [
{
"source": "vwap",
"label": "VWAP",
"price": 210.86,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
},
"stop": {
"price": 210.93,
"source": "orb_high",
"confidence": 89,
"reasons": [
{
"source": "orb_high",
"label": "ORB High",
"price": 210.93,
"weight_pct": 70.0,
"matched": true,
"primary": true
},
{
"source": "vwap",
"label": "VWAP",
"price": 210.86,
"weight_pct": 30.0,
"matched": true,
"primary": false
}
]
},
"target": {
"price": 208.48,
"source": "expected_low",
"confidence": 77,
"reasons": [
{
"source": "expected_low",
"label": "Expected Low",
"price": 208.48,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
}
},
"return_calculation": "(210.9-208.48)/210.9=1.15%",
"heuristic_expected_return_pct": 0.64,
"target_action": "买入/平空仓",
"trade_summary_cn": "做空 NVDA：在 210.9 附近入场，目标 208.48，预期 +1.15%",
"expected_r": 40.7384,
"trade_economics": {
"account_size": 10000.0,
"risk_pct": 1.0,
"position_pct": 100.0,
"shares": 3333,
"contracts": 0,
"max_loss_usd": 99.99,
"win_usd": 8065.86,
"loss_usd": 99.99,
"expected_value_usd": 4064.59,
"risk_per_share": 0.03,
"reward_per_share": 2.42,
"rr_display": {
"reward_risk_ratio": 80.67,
"risk_reward_ratio": 0.01,
"reward_per_share": 2.42,
"risk_per_share": 0.03,
"label_reward_risk": "Reward/Risk 80.67",
"label_risk_reward": "Risk:Reward 1:0.01",
"display": "Reward/Risk 80.67 · Risk:Reward 1:0.01",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"size_label": "None",
"display": "$10,000 → Win +$8066 / Loss -$100"
},
"position_sizing": {
"risk_pct": 1.0,
"position_pct": 100.0,
"contracts": 0,
"shares": 3333,
"max_loss_usd": 99.99,
"size_label": "None",
"display": "Risk 1.0% → Position 100.0% → 3333 unit(s) → Max Loss $99.99"
},
"why_wins_today": [
{
"rank": 1,
"dimension": "risk_reward",
"label": "Best Risk Reward",
"primary_value": 80.84,
"runner_up_value": 5.41,
"wins": true
},
{
"rank": 2,
"dimension": "catalyst",
"label": "Best Catalyst Alignment",
"primary_value": 5.0,
"runner_up_value": 2.0,
"wins": true
}
],
"why_not_alternatives": [
{
"symbol": "MU",
"rank": 1,
"reasons": [
"Win% 51 vs 74",
"ER 1.1% vs 1.4%",
"Score 0.3 vs 0.91",
"RS -1.7% vs -3.4%",
"R:R 80.84 vs 1.78"
],
"summary": "Why NVDA over MU: Win% 51 vs 74 · ER 1.1% vs 1.4% · Score 0.3 vs 0.91 · RS -1.7% vs -3.4% · R:R 80.84 vs 1.78"
},
{
"symbol": "AVGO",
"rank": 2,
"reasons": [
"Win% 51 vs 74",
"ER 1.1% vs 0.6%",
"Score 0.3 vs 0.42",
"RS -1.7% vs -1.4%",
"R:R 80.84 vs 2.03"
],
"summary": "Why NVDA over AVGO: Win% 51 vs 74 · ER 1.1% vs 0.6% · Score 0.3 vs 0.42 · RS -1.7% vs -1.4% · R:R 80.84 vs 2.03"
},
{
"symbol": "AMD",
"rank": 3,
"reasons": [
"Win% 51 vs 70",
"ER 1.1% vs 0.3%",
"Score 0.3 vs 0.33",
"RS -1.7% vs -0.8%",
"R:R 80.84 vs 5.35"
],
"summary": "Why NVDA over AMD: Win% 51 vs 70 · ER 1.1% vs 0.3% · Score 0.3 vs 0.33 · RS -1.7% vs -0.8% · R:R 80.84 vs 5.35"
},
{
"symbol": "TSLA",
"rank": 4,
"reasons": [
"Win% 51 vs 66",
"ER 1.1% vs 0.9%",
"RS -1.7% vs -3.2%",
"R:R 80.84 vs 1.0"
],
"summary": "Why NVDA over TSLA: Win% 51 vs 66 · ER 1.1% vs 0.9% · RS -1.7% vs -3.2% · R:R 80.84 vs 1.0"
},
{
"symbol": "XLE",
"rank": 6,
"reasons": [
"Win% 51 vs 71",
"ER 1.1% vs 0.5%",
"Score 0.3 vs 0.16",
"R:R 80.84 vs 0.81"
],
"summary": "Why NVDA over XLE: Win% 51 vs 71 · ER 1.1% vs 0.5% · Score 0.3 vs 0.16 · R:R 80.84 vs 0.81"
}
],
"win_prob_source": "rules",
"calibration": {
"calibrated_win_prob": 51.0,
"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": 4064.59,
"win_scenario_usd": 8065.86,
"loss_scenario_usd": 99.99,
"win_prob_pct": 51.0,
"display": "EV $+4065 (win +$8066 @ 51.0% · loss -$100)"
},
"entry_status": {
"current_price": 210.95,
"ideal_entry": 210.9,
"distance_pct": -0.02,
"remaining_er_pct": 1.17,
"live_expected_return_pct": 1.17,
"new_plan": null,
"alternate_entry": null,
"advisory": true,
"advisory_tag": "ADVISORY — 不构成投资建议",
"zone_low": 210.86,
"zone_high": 210.93,
"miss_threshold_pct": 1.0,
"status": "PREMARKET",
"status_reason": "Premarket Ideal Entry — plan not yet live",
"action_hint": "Entry still valid"
}
}
],
"watchlist_items": [
{
"symbol": "XLE",
"rank": 6,
"win_prob": 71.0,
"expected_return_pct": 0.46,
"trade_action": "Pass",
"why": "RS弱于QQQ -1.74% · Gap 未过度延伸 · Volume 信号 · 几何上行 <1.5%（软门槛）",
"note": "Monitor — below trade threshold"
},
{
"symbol": "XLK",
"rank": 7,
"win_prob": 65.0,
"expected_return_pct": 0.2,
"trade_action": "Pass",
"why": "RS弱于QQQ -0.50% · Gap 未过度延伸 · Volume 信号 · 几何上行 <1.5%（软门槛）",
"note": "Monitor — below trade threshold"
},
{
"symbol": "SMH",
"rank": 8,
"win_prob": 48.0,
"expected_return_pct": 0.22,
"trade_action": "Pass",
"why": "RS弱于QQQ -0.51% · Volume 信号 · Geo-risk day — avoid blind SMH short vs escalation · 几何上行 <1.5%（软门槛）",
"note": "Monitor — below trade threshold"
},
{
"symbol": "TQQQ",
"rank": 9,
"win_prob": 42.0,
"expected_return_pct": 0.19,
"trade_action": "Pass",
"why": "RS弱于QQQ -0.27% · Volume 信号 · Geo-risk day — avoid blind TQQQ short vs escalation · 几何上行 <1.5%（软门槛）",
"note": "Monitor — below trade threshold"
},
{
"symbol": "QQQ",
"rank": 10,
"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"
}
],
"advisory": true,
"swing": {
"symbol": "NVDA",
"direction": "SHORT",
"instrument": "Stock",
"horizon": "Swing",
"duration": "Swing (days–weeks)",
"confidence": 56,
"entry": "Near 211.6 (swing zone)",
"entry_source": "swing_zone",
"entry_price": 211.58,
"entry_zone": {
"low": 210.95,
"high": 214.52,
"mid": 211.58,
"display": "$210.95–$214.52",
"source": "swing_pullback"
},
"stop": "220.4 (1.75xATR)",
"stop_source": "1.75xATR",
"stop_price": 220.41,
"target": "199.8 (T1 ~5.6%)",
"target_source": "2xATR_or_5pct",
"target_price": 199.8,
"targets": [
{
"price": 199.8,
"label": "T1",
"pct": 5.57
},
{
"price": 190.42,
"label": "T2",
"pct": 10.0
}
],
"expected_return_pct": 5.57,
"expected_move": "+5.57%",
"risk_reward": 1.33,
"win_prob": 51.0,
"final_score": 0.3,
"swing_quality": 6.907,
"atr": 5.8879,
"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": 210.95,
"why": [
"高流动性波段标的 NVDA",
"Prior day +0.0%",
"5D momentum -7.3%",
"RS vs QQQ -1.69%",
"News/5 catalyst hints",
"Swing score 6.9"
],
"why_chain": "高流动性波段标的 NVDA · Prior day +0.0% · 5D momentum -7.3% · RS vs QQQ -1.69%",
"invalidation": "Close beyond stop $220.41 or thesis broken (trend flip / catalyst fade)",
"trade_summary_cn": "波段做空 NVDA：理想入场 $210.95–$214.52，止损 $220.41，目标 $199.8（约 +5.6%），持仓天数–数周",
"one_liner": "波段做空 NVDA：理想入场 $210.95–$214.52，止损 $220.41，目标 $199.8（约 +5.6%），持仓天数–数周",
"edge_type": "Relative Weakness",
"advisory": true,
"label": "长线 · Swing Trade",
"separate_from_intraday": true
}
},
"edges": {
"macro_edge": {
"edge": "YES",
"why": "今日有重大催化剂（含地缘/突发）：Geopolitical Risk、Geopolitical Risk (Iran)、Macro Surprise、Trade Policy",
"catalyst": "Geopolitical Risk、Geopolitical Risk (Iran)、Macro Surprise、Trade Policy"
},
"index_edge": {
"edge": "YES",
"why": "SPY 盘前/开盘 +0.17%"
},
"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": 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": 1.39,
"expected_high": 946.5,
"expected_low": 910.43,
"expected_close": 920.6,
"current_price": 933.55,
"upside_pct": 2.48,
"downside_risk_pct": 1.39,
"risk_reward": 1.78,
"rr_display": {
"reward_risk_ratio": 1.78,
"risk_reward_ratio": 0.56,
"reward_per_share": null,
"risk_per_share": null,
"label_reward_risk": "Reward/Risk 1.78",
"label_risk_reward": "Risk:Reward 1:0.56",
"display": "Reward/Risk 1.78 · Risk:Reward 1:0.56",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"expected_r": 1.0572,
"final_score": 0.91,
"trade_action": "Pass",
"trade": "Pass",
"gap_pct": -4.63,
"relative_strength": -3.37,
"relative_strength_vs_smh": -2.86,
"relative_weakness_score": 5.09,
"prior_day_change_pct": 0.0,
"why_factors": [
"RS弱于QQQ -3.37%",
"RS弱于SMH -2.86%",
"Volume 信号",
"几何上行 <1.5%（软门槛）"
],
"why": "RS弱于QQQ -3.37% · RS弱于SMH -2.86% · Volume 信号 · 几何上行 <1.5%（软门槛）",
"score": 9,
"news_count": 0,
"factor_breakdown": {
"relative_strength_vs_qqq": -3.37,
"relative_strength_vs_smh": -2.86,
"relative_weakness_score": 5.09,
"gap_pct": -4.63,
"beta_proxy": 49.14,
"volume_signal": true,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": -0.38,
"prior_day_change_pct": 0.0
},
"edge_type": "Relative Weakness",
"score_formula_display": "final = win_prob(74%) × ER(1.4%) × rr_weight(0.89) / 100",
"rr_weight": 0.89,
"why_vs_runner_up": "MU RS -3.4% vs AVGO -1.4%；ER 1.4% vs 0.6%；higher beta (49.1 vs 21.7)；relative weakness play",
"advisory": true,
"rank": 1,
"direction": "SHORT"
},
{
"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": 0.56,
"expected_high": 364.88,
"expected_low": 358.76,
"expected_close": 360.84,
"current_price": 362.86,
"upside_pct": 1.13,
"downside_risk_pct": 0.56,
"risk_reward": 2.03,
"rr_display": {
"reward_risk_ratio": 2.03,
"risk_reward_ratio": 0.49,
"reward_per_share": null,
"risk_per_share": null,
"label_reward_risk": "Reward/Risk 2.03",
"label_risk_reward": "Risk:Reward 1:0.49",
"display": "Reward/Risk 2.03 · Risk:Reward 1:0.49",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"expected_r": 1.2422,
"final_score": 0.42,
"trade_action": "Pass",
"trade": "Pass",
"gap_pct": -1.91,
"relative_strength": -1.45,
"relative_strength_vs_smh": -0.94,
"relative_weakness_score": 2.01,
"prior_day_change_pct": 0.0,
"why_factors": [
"RS弱于QQQ -1.45%",
"RS弱于SMH -0.94%",
"Volume 信号",
"几何上行 <1.5%（软门槛）"
],
"why": "RS弱于QQQ -1.45% · RS弱于SMH -0.94% · Volume 信号 · 几何上行 <1.5%（软门槛）",
"score": 4,
"news_count": 0,
"factor_breakdown": {
"relative_strength_vs_qqq": -1.45,
"relative_strength_vs_smh": -0.94,
"relative_weakness_score": 2.01,
"gap_pct": -1.91,
"beta_proxy": 21.71,
"volume_signal": true,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": -0.38,
"prior_day_change_pct": 0.0
},
"edge_type": "Relative Weakness",
"score_formula_display": "final = win_prob(74%) × ER(0.6%) × rr_weight(1.01) / 100",
"rr_weight": 1.01,
"why_vs_runner_up": "—",
"advisory": true,
"rank": 2,
"direction": "SHORT"
},
{
"symbol": "AMD",
"win_prob": 70.0,
"win_prob_breakdown": {
"components": [
{
"factor": "Base",
"key": "base",
"points": 50.0
},
{
"factor": "RS",
"key": "rs",
"points": 16.0
},
{
"factor": "Volume",
"key": "volume",
"points": 4.0
}
],
"total": 70.0,
"raw_total": 70.0,
"was_clamped": false
},
"expected_return_pct": 0.31,
"expected_high": 471.65,
"expected_low": 456.75,
"expected_close": 467.83,
"current_price": 469.3,
"upside_pct": 2.67,
"downside_risk_pct": 0.5,
"risk_reward": 5.35,
"rr_display": {
"reward_risk_ratio": 5.35,
"risk_reward_ratio": 0.19,
"reward_per_share": null,
"risk_per_share": null,
"label_reward_risk": "Reward/Risk 5.35",
"label_risk_reward": "Risk:Reward 1:0.19",
"display": "Reward/Risk 5.35 · Risk:Reward 1:0.19",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"expected_r": 3.445,
"final_score": 0.33,
"trade_action": "Pass",
"trade": "Pass",
"gap_pct": -1.64,
"relative_strength": -0.76,
"relative_strength_vs_smh": -0.25,
"relative_weakness_score": 0.91,
"prior_day_change_pct": 0.0,
"why_factors": [
"RS弱于QQQ -0.76%",
"Volume 信号",
"几何上行 <1.5%（软门槛）"
],
"why": "RS弱于QQQ -0.76% · Volume 信号 · 几何上行 <1.5%（软门槛）",
"score": 3,
"news_count": 0,
"factor_breakdown": {
"relative_strength_vs_qqq": -0.76,
"relative_strength_vs_smh": -0.25,
"relative_weakness_score": 0.91,
"gap_pct": -1.64,
"beta_proxy": 11.86,
"volume_signal": true,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": -0.38,
"prior_day_change_pct": 0.0
},
"edge_type": "Relative Weakness",
"score_formula_display": "final = win_prob(70%) × ER(0.3%) × rr_weight(1.5) / 100",
"rr_weight": 1.5,
"why_vs_runner_up": "—",
"advisory": true,
"rank": 3,
"direction": "SHORT"
},
{
"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": 0.9,
"expected_high": 354.22,
"expected_low": 347.92,
"expected_close": 347.92,
"current_price": 351.07,
"upside_pct": 0.9,
"downside_risk_pct": 0.9,
"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": 0.32,
"final_score": 0.3,
"trade_action": "Pass",
"trade": "Pass",
"gap_pct": -3.27,
"relative_strength": -3.18,
"relative_strength_vs_smh": -2.67,
"relative_weakness_score": 4.78,
"prior_day_change_pct": 0.0,
"why_factors": [
"RS弱于QQQ -3.18%",
"Volume 信号",
"几何上行 <1.5%（软门槛）"
],
"why": "RS弱于QQQ -3.18% · Volume 信号 · 几何上行 <1.5%（软门槛）",
"score": 3,
"news_count": 0,
"factor_breakdown": {
"relative_strength_vs_qqq": -3.18,
"relative_strength_vs_smh": -2.67,
"relative_weakness_score": 4.78,
"gap_pct": -3.27,
"beta_proxy": 46.43,
"volume_signal": true,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": -0.38,
"prior_day_change_pct": 0.0
},
"edge_type": "Relative Weakness",
"score_formula_display": "final = win_prob(66%) × ER(0.9%) × rr_weight(0.5) / 100",
"rr_weight": 0.5,
"why_vs_runner_up": "—",
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"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；Morning Hypothesis 被 Chip/Macro 冲突推翻——复盘 P10/P15 权重",
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}