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 40
H-2026-08-27-001Surprise：Bond mattered less than expected despite 10Y=4.64%; AI/Semiconductor dominated more than typical day
Lesson：AI Expansion Regime 下，单日 SMH/NVDA 抛售可压过 Macro 利好，指数分化（Dow+ / QQQ-）比「大盘涨跌」更有信息量
{
"date": "2026-08-27",
"features": {
"dgs10": 4.64,
"dgs2": null,
"vix": 14.95,
"vix_chg": -1.71,
"qqq_chg": 1.38,
"smh_chg": 2.98,
"nvda_chg": 6.71,
"spy_chg": 0.0,
"oil_chg": 0.0,
"dxy_chg": 0.05,
"breadth_proxy": 0.7142857142857143,
"qqq_gap": 0.94,
"news_headline_count": 24,
"news_bearish_ratio": 0.0,
"news_ai_mentions": 42,
"news_macro_mentions": 8,
"news_oil_mentions": 3,
"news_risk_mentions": 2
},
"regime": {
"label": "AI Expansion",
"confidence": 0.82
},
"hypothesis": {
"id": "H-2026-08-27-001",
"statement": "AI/Semiconductor leads index today; macro is secondary variable",
"evidence": [
"VIX=14.9 (low fear)",
"NVDA +4.4%",
"SMH +2.6%"
],
"counter_evidence": [],
"confidence": 0.89,
"status": "待验证"
},
"morning": {
"bias": "Bullish Bias",
"total": 3,
"driver_type": "Political",
"daily_driver": "Geopolitical Risk",
"best_opportunity": {
"direction": "NO TRADE",
"symbol": "—",
"instrument": "—",
"horizon": "—",
"confidence": 45,
"entry": "—",
"stop": "—",
"target": "—",
"targets": [],
"duration": "—",
"why": [
"今日无任何标的达到交易阈值"
],
"why_chain": "今日无任何标的达到交易阈值",
"avoid": [],
"one_liner": "今日无任何标的达到交易阈值",
"p16_gate": "No Trade",
"threshold_message": "今日无任何标的达到交易阈值",
"advisory": true
},
"best_trades": {
"primary": null,
"secondary": null,
"watchlist": null,
"index_trade": "NO TRADE",
"p16_gate": "No Trade",
"threshold_message": "今日无任何标的达到交易阈值",
"stock_trades": [],
"top_trades": [
{
"rank": 1,
"symbol": "ARM",
"direction": "LONG",
"instrument": "Stock",
"horizon": "Intraday",
"confidence": 72,
"confidence_stars": "★★★☆☆",
"expected_move": "+0.98%",
"expected_return_pct": 0.98,
"win_prob": 72.0,
"win_prob_breakdown": {
"components": [
{
"factor": "Base",
"key": "base",
"points": 50.0
},
{
"factor": "RS",
"key": "rs",
"points": 18.0
},
{
"factor": "Volume",
"key": "volume",
"points": 4.0
}
],
"total": 72.0,
"raw_total": 72.0,
"was_clamped": false
},
"risk_reward": 0.45,
"final_score": 0.92,
"trade_action": "Pass",
"relative_strength": 6.56,
"entry": "Above 263.8 (ORB高点)",
"entry_source": "orb_high",
"entry_price": 263.75,
"entry_zone": {
"low": 262.96,
"high": 264.54,
"mid": 263.75,
"anchors": [
{
"source": "orb_high",
"label": "ORB高点",
"price": 263.75
}
],
"display": "Entry Zone 263–265",
"entry_source": "orb_high",
"tolerance_pct": 0.3
},
"stop": "258.0 (ORB低点)",
"stop_source": "orb_low",
"stop_price": 258.0,
"target": "266.3 (预期收盘)",
"target_source": "expected_close",
"target_price": 266.34,
"targets": [
"266.3 (预期收盘)"
],
"level_anchors": {
"vwap": 261.12,
"orb_high": 263.75,
"orb_low": 258.0,
"prev_high": 241.56,
"prev_low": 241.56,
"prior_close": 241.56,
"orb_from_minute": true
},
"levels_valid": true,
"why": [
"RS vs QQQ +6.56%",
"RS vs SMH +4.82%",
"Volume 信号",
"Expected R 0.04 < 0.20 (EV gate)"
],
"why_chain": "RS vs QQQ +6.56% · RS vs SMH +4.82% · Volume 信号",
"why_vs_runner_up": "ARM RS +6.6% vs NVDA +3.5%；ER 2.5% vs 1.2%；higher beta (7.8 vs 4.6)；relative strength",
"factor_breakdown": {
"relative_strength_vs_qqq": 6.56,
"relative_strength_vs_smh": 4.82,
"relative_weakness_score": -9.45,
"gap_pct": 8.16,
"beta_proxy": 7.76,
"volume_signal": true,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": -1.71,
"prior_day_change_pct": 0.0
},
"edge_type": "Stock Edge",
"score_formula_display": "final = win_prob(72%) × ER(2.5%) × rr_weight(0.5) / 100",
"expected_high": 266.34,
"expected_low": 251.06,
"expected_close": 266.34,
"current_price": 259.74,
"upside_pct": 2.54,
"downside_risk_pct": 3.34,
"why_factors": [
"RS vs QQQ +6.56%",
"RS vs SMH +4.82%",
"Volume 信号",
"Expected R 0.04 < 0.20 (EV gate)"
],
"why_today": "RS vs QQQ +6.56% · RS vs SMH +4.82% · Volume 信号",
"gap_pct": 8.16,
"rr_display": {
"reward_risk_ratio": 0.45,
"risk_reward_ratio": 2.22,
"reward_per_share": 2.59,
"risk_per_share": 5.75,
"label_reward_risk": "Reward/Risk 0.45",
"label_risk_reward": "Risk:Reward 1:2.22",
"display": "Reward/Risk 0.45 · Risk:Reward 1:2.22",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"catalyst": "Geopolitical Risk · Macro Surprise",
"invalidation": "Close below stop $258.0 · Geopolitical escalation invalidates mean-reversion",
"advisory": true,
"level_reasons": {
"entry": {
"price": 263.75,
"source": "orb_high",
"confidence": 77,
"reasons": [
{
"source": "orb_high",
"label": "ORB High",
"price": 263.75,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
},
"stop": {
"price": 258.0,
"source": "orb_low",
"confidence": 77,
"reasons": [
{
"source": "orb_low",
"label": "ORB Low",
"price": 258.0,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
},
"target": {
"price": 266.34,
"source": "expected_close",
"confidence": 77,
"reasons": [
{
"source": "expected_close",
"label": "Expected Close",
"price": 266.34,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
}
},
"return_calculation": "(266.34-263.75)/263.75=0.98%",
"heuristic_expected_return_pct": 2.54,
"target_action": "卖出/获利",
"trade_summary_cn": "做多 ARM：在 263.75 附近入场，目标 266.34，预期 +0.98%",
"expected_r": 0.044,
"rr_below_hard_min": true,
"trade_economics": {
"account_size": 10000.0,
"risk_pct": 1.0,
"position_pct": 44.8,
"shares": 17,
"contracts": 0,
"max_loss_usd": 97.75,
"win_usd": 44.03,
"loss_usd": 97.75,
"expected_value_usd": 4.33,
"risk_per_share": 5.75,
"reward_per_share": 2.59,
"rr_display": {
"reward_risk_ratio": 0.45,
"risk_reward_ratio": 2.22,
"reward_per_share": 2.59,
"risk_per_share": 5.75,
"label_reward_risk": "Reward/Risk 0.45",
"label_risk_reward": "Risk:Reward 1:2.22",
"display": "Reward/Risk 0.45 · Risk:Reward 1:2.22",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"size_label": "None",
"display": "$10,000 → Win +$44 / Loss -$98"
},
"position_sizing": {
"risk_pct": 1.0,
"position_pct": 44.8,
"contracts": 0,
"shares": 17,
"max_loss_usd": 97.75,
"size_label": "None",
"display": "Risk 1.0% → Position 44.8% → 17 unit(s) → Max Loss $97.75"
},
"why_wins_today": [
{
"rank": 1,
"dimension": "relative_strength",
"label": "Highest Relative Strength",
"primary_value": 6.56,
"runner_up_value": 3.55,
"wins": true
}
],
"why_not_alternatives": [
{
"symbol": "NVDA",
"rank": 2,
"reasons": [
"Win% 72 vs 77",
"ER 1.0% vs 1.2%",
"Score 0.92 vs 0.48",
"RS +6.6% vs +3.5%",
"R:R 0.45 vs 0.21"
],
"summary": "Why ARM over NVDA: Win% 72 vs 77 · ER 1.0% vs 1.2% · Score 0.92 vs 0.48 · RS +6.6% vs +3.5% · R:R 0.45 vs 0.21"
},
{
"symbol": "MU",
"rank": 3,
"reasons": [
"ER 1.0% vs 1.2%",
"Score 0.92 vs 0.44",
"RS +6.6% vs +3.5%",
"R:R 0.45 vs 0.32"
],
"summary": "Why ARM over MU: ER 1.0% vs 1.2% · Score 0.92 vs 0.44 · RS +6.6% vs +3.5% · R:R 0.45 vs 0.32"
},
{
"symbol": "TQQQ",
"rank": 4,
"reasons": [
"Win% 72 vs 66",
"ER 1.0% vs 0.6%",
"Score 0.92 vs 0.2",
"RS +6.6% vs +1.9%",
"R:R 0.45 vs 0.24"
],
"summary": "Why ARM over TQQQ: Win% 72 vs 66 · ER 1.0% vs 0.6% · Score 0.92 vs 0.2 · RS +6.6% vs +1.9% · R:R 0.45 vs 0.24"
},
{
"symbol": "SMH",
"rank": 5,
"reasons": [
"Win% 72 vs 66",
"ER 1.0% vs 0.6%",
"Score 0.92 vs 0.18",
"RS +6.6% vs +1.7%",
"R:R 0.45 vs 0.21"
],
"summary": "Why ARM over SMH: Win% 72 vs 66 · ER 1.0% vs 0.6% · Score 0.92 vs 0.18 · RS +6.6% vs +1.7% · R:R 0.45 vs 0.21"
},
{
"symbol": "XLK",
"rank": 6,
"reasons": [
"Win% 72 vs 66",
"ER 1.0% vs 0.5%",
"Score 0.92 vs 0.17",
"RS +6.6% vs +1.5%",
"R:R 0.45 vs 0.27"
],
"summary": "Why ARM over XLK: Win% 72 vs 66 · ER 1.0% vs 0.5% · Score 0.92 vs 0.17 · RS +6.6% vs +1.5% · R:R 0.45 vs 0.27"
}
],
"rank_summary": "ARM ranked #1 because weakest RS",
"win_prob_source": "rules",
"calibration": {
"calibrated_win_prob": 72.0,
"sample_size": 0,
"confidence_interval": null,
"source": "rules_fallback",
"match_quality": "insufficient",
"win_prob_source": "rules",
"disclaimer": "No historical matches; using rules breakdown"
},
"ev_distribution": {
"expected_value_usd": 4.33,
"win_scenario_usd": 44.03,
"loss_scenario_usd": 97.75,
"win_prob_pct": 72.0,
"display": "EV $+4 (win +$44 @ 72.0% · loss -$98)"
},
"entry_status": {
"current_price": 259.74,
"ideal_entry": 263.75,
"distance_pct": -1.52,
"remaining_er_pct": 2.54,
"live_expected_return_pct": 2.54,
"new_plan": null,
"alternate_entry": null,
"advisory": true,
"advisory_tag": "ADVISORY — 不构成投资建议",
"zone_low": 262.96,
"zone_high": 264.54,
"miss_threshold_pct": 1.0,
"status": "PREMARKET",
"status_reason": "Premarket Ideal Entry — plan not yet live",
"action_hint": "Entry still valid"
}
}
],
"watchlist_items": [
{
"symbol": "NVDA",
"rank": 2,
"win_prob": 77.0,
"expected_return_pct": 1.23,
"trade_action": "Pass",
"why": "RS vs QQQ +3.46% · RS vs SMH +1.72% · News 5 · Volume 信号",
"note": "Monitor — below trade threshold"
},
{
"symbol": "MU",
"rank": 3,
"win_prob": 72.0,
"expected_return_pct": 1.22,
"trade_action": "Pass",
"why": "RS vs QQQ +3.55% · RS vs SMH +1.81% · Volume 信号 · 期望R -0.05 < 0.20（EV门禁）",
"note": "Monitor — below trade threshold"
},
{
"symbol": "TQQQ",
"rank": 4,
"win_prob": 66.0,
"expected_return_pct": 0.6,
"trade_action": "Pass",
"why": "RS vs QQQ +1.91% · Volume 信号 · 期望R -0.18 < 0.20（EV门禁）",
"note": "Monitor — below trade threshold"
},
{
"symbol": "SMH",
"rank": 5,
"win_prob": 66.0,
"expected_return_pct": 0.56,
"trade_action": "Pass",
"why": "RS vs QQQ +1.74% · Volume 信号 · 期望R -0.20 < 0.20（EV门禁）",
"note": "Monitor — below trade threshold"
},
{
"symbol": "XLK",
"rank": 6,
"win_prob": 66.0,
"expected_return_pct": 0.5,
"trade_action": "Pass",
"why": "RS vs QQQ +1.54% · Volume 信号 · 期望R -0.16 < 0.20（EV门禁）",
"note": "Monitor — below trade threshold"
}
],
"advisory": true,
"swing": {
"symbol": "NVDA",
"direction": "LONG",
"instrument": "Stock",
"horizon": "Swing",
"duration": "Swing (days–weeks)",
"confidence": 82,
"entry": "Near 221.8 (swing zone)",
"entry_source": "swing_zone",
"entry_price": 221.82,
"entry_zone": {
"low": 219.1,
"high": 222.49,
"mid": 221.82,
"display": "$219.10–$222.49",
"source": "swing_pullback"
},
"stop": "213.7 (1.75xATR)",
"stop_source": "1.75xATR",
"stop_price": 213.66,
"target": "232.9 (T1 ~5.0%)",
"target_source": "2xATR_or_5pct",
"target_price": 232.91,
"targets": [
{
"price": 232.91,
"label": "T1",
"pct": 5.0
},
{
"price": 244.0,
"label": "T2",
"pct": 10.0
}
],
"expected_return_pct": 5.0,
"expected_move": "+5.00%",
"risk_reward": 1.36,
"win_prob": 77.0,
"final_score": 0.48,
"swing_quality": 5.618,
"atr": 5.4386,
"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": 222.49,
"why": [
"高流动性波段标的 NVDA",
"Prior day +0.0%",
"5D momentum -3.6%",
"RS vs QQQ +3.46%",
"News/5 catalyst hints",
"Swing score 5.6"
],
"why_chain": "高流动性波段标的 NVDA · Prior day +0.0% · 5D momentum -3.6% · RS vs QQQ +3.46%",
"invalidation": "Close beyond stop $213.66 or thesis broken (trend flip / catalyst fade)",
"trade_summary_cn": "波段做多 NVDA：理想入场 $219.10–$222.49，止损 $213.66，目标 $232.91（约 +5.0%），持仓天数–数周",
"one_liner": "波段做多 NVDA：理想入场 $219.10–$222.49，止损 $213.66，目标 $232.91（约 +5.0%），持仓天数–数周",
"edge_type": "Stock Edge",
"advisory": true,
"label": "长线 · Swing Trade",
"separate_from_intraday": true
}
},
"edges": {
"macro_edge": {
"edge": "YES",
"why": "今日有重大催化剂（含地缘/突发）：Geopolitical Risk、Macro Surprise、Oil Selloff、Trade Policy",
"catalyst": "Geopolitical Risk、Macro Surprise、Oil Selloff、Trade Policy"
},
"index_edge": {
"edge": "YES",
"why": "QQQ 盘前/开盘 +0.94%"
},
"sector_edge": {
"edge": "YES",
"why": "SMH 领先 QQQ +1.70%",
"sector": "Semiconductor"
},
"stock_edge": {
"edge": "YES",
"why": "NVDA RS+新闻+量能",
"symbol": "NVDA"
},
"advisory": "ADVISORY — 不构成投资建议"
},
"trade_candidates": [
{
"symbol": "ARM",
"win_prob": 72.0,
"win_prob_breakdown": {
"components": [
{
"factor": "Base",
"key": "base",
"points": 50.0
},
{
"factor": "RS",
"key": "rs",
"points": 18.0
},
{
"factor": "Volume",
"key": "volume",
"points": 4.0
}
],
"total": 72.0,
"raw_total": 72.0,
"was_clamped": false
},
"expected_return_pct": 2.54,
"expected_high": 266.34,
"expected_low": 251.06,
"expected_close": 266.34,
"current_price": 259.74,
"upside_pct": 2.54,
"downside_risk_pct": 3.34,
"risk_reward": 0.76,
"rr_display": {
"reward_risk_ratio": 0.76,
"risk_reward_ratio": 1.32,
"reward_per_share": null,
"risk_per_share": null,
"label_reward_risk": "Reward/Risk 0.76",
"label_risk_reward": "Risk:Reward 1:1.32",
"display": "Reward/Risk 0.76 · Risk:Reward 1:1.32",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"expected_r": 0.2672,
"final_score": 0.92,
"trade_action": "Pass",
"trade": "Pass",
"gap_pct": 8.16,
"relative_strength": 6.56,
"relative_strength_vs_smh": 4.82,
"relative_weakness_score": -9.45,
"prior_day_change_pct": 0.0,
"why_factors": [
"RS vs QQQ +6.56%",
"RS vs SMH +4.82%",
"Volume 信号",
"Expected R 0.04 < 0.20 (EV gate)"
],
"why": "RS vs QQQ +6.56% · RS vs SMH +4.82% · Volume 信号",
"score": 9,
"news_count": 0,
"factor_breakdown": {
"relative_strength_vs_qqq": 6.56,
"relative_strength_vs_smh": 4.82,
"relative_weakness_score": -9.45,
"gap_pct": 8.16,
"beta_proxy": 7.76,
"volume_signal": true,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": -1.71,
"prior_day_change_pct": 0.0
},
"edge_type": "Stock Edge",
"score_formula_display": "final = win_prob(72%) × ER(2.5%) × rr_weight(0.5) / 100",
"rr_weight": 0.5,
"why_vs_runner_up": "ARM RS +6.6% vs NVDA +3.5%；ER 2.5% vs 1.2%；higher beta (7.8 vs 4.6)；relative strength",
"advisory": true,
"rank": 1,
"direction": "LONG"
},
{
"symbol": "NVDA",
"win_prob": 77.0,
"win_prob_breakdown": {
"components": [
{
"factor": "Base",
"key": "base",
"points": 50.0
},
{
"factor": "RS",
"key": "rs",
"points": 18.0
},
{
"factor": "Catalyst",
"key": "catalyst",
"points": 5.0
},
{
"factor": "Volume",
"key": "volume",
"points": 4.0
}
],
"total": 77.0,
"raw_total": 77.0,
"was_clamped": false
},
"expected_return_pct": 1.23,
"expected_high": 225.24,
"expected_low": 209.66,
"expected_close": 225.24,
"current_price": 222.49,
"upside_pct": 1.23,
"downside_risk_pct": 5.77,
"risk_reward": 0.21,
"rr_display": {
"reward_risk_ratio": 0.21,
"risk_reward_ratio": 4.76,
"reward_per_share": null,
"risk_per_share": null,
"label_reward_risk": "Reward/Risk 0.21",
"label_risk_reward": "Risk:Reward 1:4.76",
"display": "Reward/Risk 0.21 · Risk:Reward 1:4.76",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"expected_r": -0.0683,
"final_score": 0.48,
"trade_action": "Pass",
"trade": "Pass",
"gap_pct": 4.2,
"relative_strength": 3.46,
"relative_strength_vs_smh": 1.72,
"relative_weakness_score": -4.49,
"prior_day_change_pct": 0.0,
"why_factors": [
"RS vs QQQ +3.46%",
"RS vs SMH +1.72%",
"News 5",
"Volume 信号",
"期望R -0.07 < 0.20（EV门禁）"
],
"why": "RS vs QQQ +3.46% · RS vs SMH +1.72% · News 5 · Volume 信号",
"score": 5,
"news_count": 5,
"factor_breakdown": {
"relative_strength_vs_qqq": 3.46,
"relative_strength_vs_smh": 1.72,
"relative_weakness_score": -4.49,
"gap_pct": 4.2,
"beta_proxy": 4.57,
"volume_signal": true,
"news_count": 5,
"extended_gap_penalty": 0.0,
"vix_change_pct": -1.71,
"prior_day_change_pct": 0.0
},
"edge_type": "Stock Edge",
"score_formula_display": "final = win_prob(77%) × ER(1.2%) × rr_weight(0.5) / 100",
"rr_weight": 0.5,
"why_vs_runner_up": "—",
"advisory": true,
"rank": 2,
"direction": "LONG"
},
{
"symbol": "MU",
"win_prob": 72.0,
"win_prob_breakdown": {
"components": [
{
"factor": "Base",
"key": "base",
"points": 50.0
},
{
"factor": "RS",
"key": "rs",
"points": 18.0
},
{
"factor": "Volume",
"key": "volume",
"points": 4.0
}
],
"total": 72.0,
"raw_total": 72.0,
"was_clamped": false
},
"expected_return_pct": 1.22,
"expected_high": 986.99,
"expected_low": 938.4,
"expected_close": 986.99,
"current_price": 975.1,
"upside_pct": 1.22,
"downside_risk_pct": 3.76,
"risk_reward": 0.32,
"rr_display": {
"reward_risk_ratio": 0.32,
"risk_reward_ratio": 3.12,
"reward_per_share": null,
"risk_per_share": null,
"label_reward_risk": "Reward/Risk 0.32",
"label_risk_reward": "Risk:Reward 1:3.12",
"display": "Reward/Risk 0.32 · Risk:Reward 1:3.12",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"expected_r": -0.0496,
"final_score": 0.44,
"trade_action": "Pass",
"trade": "Pass",
"gap_pct": 3.65,
"relative_strength": 3.55,
"relative_strength_vs_smh": 1.81,
"relative_weakness_score": -4.64,
"prior_day_change_pct": 0.0,
"why_factors": [
"RS vs QQQ +3.55%",
"RS vs SMH +1.81%",
"Volume 信号",
"期望R -0.05 < 0.20（EV门禁）"
],
"why": "RS vs QQQ +3.55% · RS vs SMH +1.81% · Volume 信号 · 期望R -0.05 < 0.20（EV门禁）",
"score": 4,
"news_count": 0,
"factor_breakdown": {
"relative_strength_vs_qqq": 3.55,
"relative_strength_vs_smh": 1.81,
"relative_weakness_score": -4.64,
"gap_pct": 3.65,
"beta_proxy": 4.66,
"volume_signal": true,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": -1.71,
"prior_day_change_pct": 0.0
},
"edge_type": "Stock Edge",
"score_formula_display": "final = win_prob(72%) × ER(1.2%) × rr_weight(0.5) / 100",
"rr_weight": 0.5,
"why_vs_runner_up": "—",
"advisory": true,
"rank": 3,
"direction": "LONG"
},
{
"symbol": "TQQQ",
"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": 0.6,
"expected_high": 72.73,
"expected_low": 70.47,
"expected_close": 72.73,
"current_price": 72.29,
"upside_pct": 0.6,
"downside_risk_pct": 2.52,
"risk_reward": 0.24,
"rr_display": {
"reward_risk_ratio": 0.24,
"risk_reward_ratio": 4.17,
"reward_per_share": null,
"risk_per_share": null,
"label_reward_risk": "Reward/Risk 0.24",
"label_risk_reward": "Risk:Reward 1:4.17",
"display": "Reward/Risk 0.24 · Risk:Reward 1:4.17",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"expected_r": -0.1816,
"final_score": 0.2,
"trade_action": "Pass",
"trade": "Pass",
"gap_pct": 2.77,
"relative_strength": 1.91,
"relative_strength_vs_smh": 0.17,
"relative_weakness_score": -2.01,
"prior_day_change_pct": 0.0,
"why_factors": [
"RS vs QQQ +1.91%",
"Volume 信号",
"期望R -0.18 < 0.20（EV门禁）"
],
"why": "RS vs QQQ +1.91% · Volume 信号 · 期望R -0.18 < 0.20（EV门禁）",
"score": 2,
"news_count": 0,
"factor_breakdown": {
"relative_strength_vs_qqq": 1.91,
"relative_strength_vs_smh": 0.17,
"relative_weakness_score": -2.01,
"gap_pct": 2.77,
"beta_proxy": 2.97,
"volume_signal": true,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": -1.71,
"prior_day_change_pct": 0.0
},
"edge_type": "Relative Strength",
"score_formula_display": "final = win_prob(66%) × ER(0.6%) × rr_weight(0.5) / 100",
"rr_weight": 0.5,
"why_vs_runner_up": "—",
"advisory": true,
"rank": 4,
"direction": "LONG"
},
{
"symbol": "SMH",
"win_prob": 66.0,
"win_prob_breakdown": {
"components": [
{
"factor": "Base",
"key": "base",
"points": 50.0
},
{
"factor": "RS",
"key": "rs",
"points": 12.0
},
{
"factor": "Volume",
"key": "volume",
"points": 4.0
}
],
"total": 66.0,
"raw_total": 66.0,
"was_clamped": false
},
"expected_return_pct": 0.56,
"expected_high": 574.08,
"expected_low": 555.77,
"expected_close": 574.08,
"current_price": 570.9,
"upside_pct": 0.56,
"downside_risk_pct": 2.65,
"risk_reward": 0.21,
"rr_display": {
"reward_risk_ratio": 0.21,
"risk_reward_ratio": 4.76,
"reward_per_share": null,
"risk_per_share": null,
"label_reward_risk": "Reward/Risk 0.21",
"label_risk_reward": "Risk:Reward 1:4.76",
"display": "Reward/Risk 0.21 · Risk:Reward 1:4.76",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"expected_r": -0.2014,
"final_score": 0.18,
"trade_action": "Pass",
"trade": "Pass",
"gap_pct": 2.62,
"relative_strength": 1.74,
"relative_strength_vs_smh": 0.0,
"relative_weakness_score": -1.74,
"prior_day_change_pct": 0.0,
"why_factors": [
"RS vs QQQ +1.74%",
"Volume 信号",
"期望R -0.20 < 0.20（EV门禁）"
],
"why": "RS vs QQQ +1.74% · Volume 信号 · 期望R -0.20 < 0.20（EV门禁）",
"score": 2,
"news_count": 0,
"factor_breakdown": {
"relative_strength_vs_qqq": 1.74,
"relative_strength_vs_smh": 0.0,
"relative_weakness_score": -1.74,
"gap_pct": 2.62,
"beta_proxy": 2.79,
"volume_signal": true,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": -1.71,
"prior_day_change_pct": 0.0
},
"edge_type": "Sector Edge",
"score_formula_display": "final = win_prob(66%) × ER(0.6%) × rr_weight(0.5) / 100",
"rr_weight": 0.5,
"why_vs_runner_up": "—",
"advisory": true,
"rank": 5,
"direction": "LONG"
},
{
"symbol": "XLK",
"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": 0.5,
"expected_high": 187.24,
"expected_low": 182.84,
"expected_close": 187.24,
"current_price": 186.31,
"upside_pct": 0.5,
"downside_risk_pct": 1.86,
"risk_reward": 0.27,
"rr_display": {
"reward_risk_ratio": 0.27,
"risk_reward_ratio": 3.7,
"reward_per_share": null,
"risk_per_share": null,
"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"
},
"expected_r": -0.1618,
"final_score": 0.17,
"trade_action": "Pass",
"trade": "Pass",
"gap_pct": 2.42,
"relative_strength": 1.54,
"relative_strength_vs_smh": -0.2,
"relative_weakness_score": -1.42,
"prior_day_change_pct": 0.0,
"why_factors": [
"RS vs QQQ +1.54%",
"Volume 信号",
"期望R -0.16 < 0.20（EV门禁）"
],
"why": "RS vs QQQ +1.54% · Volume 信号 · 期望R -0.16 < 0.20（EV门禁）",
"score": 2,
"news_count": 0,
"factor_breakdown": {
"relative_strength_vs_qqq": 1.54,
"relative_strength_vs_smh": -0.2,
"relative_weakness_score": -1.42,
"gap_pct": 2.42,
"beta_proxy": 2.59,
"volume_signal": true,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": -1.71,
"prior_day_change_pct": 0.0
},
"edge_type": "Relative Strength",
"score_formula_display": "final = win_prob(66%) × ER(0.5%) × rr_weight(0.5) / 100",
"rr_weight": 0.5,
"why_vs_runner_up": "—",
"advisory": true,
"rank": 6,
"direction": "LONG"
},
{
"symbol": "QQQ",
"win_prob": 59.0,
"win_prob_breakdown": {
"components": [
{
"factor": "Base",
"key": "base",
"points": 50.0
},
{
"factor": "Gap",
"key": "gap",
"points": 5.0
},
{
"factor": "Volume",
"key": "volume",
"points": 4.0
}
],
"total": 59.0,
"raw_total": 59.0,
"was_clamped": false
},
"expected_return_pct": 0.08,
"expected_high": 721.2,
"expected_low": 711.37,
"expected_close": 718.15,
"current_price": 717.61,
"upside_pct": 0.5,
"downside_risk_pct": 0.87,
"risk_reward": 0.58,
"rr_display": {
"reward_risk_ratio": 0.58,
"risk_reward_ratio": 1.72,
"reward_per_share": null,
"risk_per_share": null,
"label_reward_risk": "Reward/Risk 0.58",
"label_risk_reward": "Risk:Reward 1:1.72",
"display": "Reward/Risk 0.58 · Risk:Reward 1:1.72",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"expected_r": -0.0678,
"final_score": 0.02,
"trade_action": "Pass",
"trade": "Pass",
"gap_pct": 0.94,
"relative_strength": 0.0,
"relative_strength_vs_smh": -1.74,
"relative_weakness_score": 1.04,
"prior_day_change_pct": 0.0,
"why_factors": [
"Gap 未过度延伸",
"Volume 信号",
"期望R -0.07 < 0.20（EV门禁）"
],
"why": "Gap 未过度延伸 · Volume 信号 · 期望R -0.07 < 0.20（EV门禁）",
"score": 0,
"news_count": 0,
"factor_breakdown": {
"relative_strength_vs_qqq": 0.0,
"relative_strength_vs_smh": -1.74,
"relative_weakness_score": 1.04,
"gap_pct": 0.94,
"beta_proxy": 1.0,
"volume_signal": true,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": -1.71,
"prior_day_change_pct": 0.0
},
"edge_type": "Index Edge",
"score_formula_display": "final = win_prob(59%) × ER(0.1%) × rr_weight(0.5) / 100",
"rr_weight": 0.5,
"why_vs_runner_up": "—",
"advisory": true,
"rank": 7,
"direction": "LONG"
},
{
"symbol": "AMD",
"win_prob": 59.0,
"win_prob_breakdown": {
"components": [
{
"factor": "Base",
"key": "base",
"points": 50.0
},
{
"factor": "Gap",
"key": "gap",
"points": 5.0
},
{
"factor": "Volume",
"key": "volume",
"points": 4.0
}
],
"total": 59.0,
"raw_total": 59.0,
"was_clamped": false
},
"expected_return_pct": 0.05,
"expected_high": 488.62,
"expected_low": 480.93,
"expected_close": 486.43,
"current_price": 486.19,
"upside_pct": 0.5,
"downside_risk_pct": 1.08,
"risk_reward": 0.46,
"rr_display": {
"reward_risk_ratio": 0.46,
"risk_reward_ratio": 2.17,
"reward_per_share": null,
"risk_per_share": null,
"label_reward_risk": "Reward/Risk 0.46",
"label_risk_reward": "Risk:Reward 1:2.17",
"display": "Reward/Risk 0.46 · Risk:Reward 1:2.17",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"expected_r": -0.1386,
"final_score": 0.01,
"trade_action": "Pass",
"trade": "Pass",
"gap_pct": 1.27,
"relative_strength": 0.49,
"relative_strength_vs_smh": -1.25,
"relative_weakness_score": 0.26,
"prior_day_change_pct": 0.0,
"why_factors": [
"RS vs QQQ +0.49%",
"Gap 未过度延伸",
"Volume 信号",
"期望R -0.14 < 0.20（EV门禁）"
],
"why": "RS vs QQQ +0.49% · Gap 未过度延伸 · Volume 信号 · 期望R -0.14 < 0.20（EV门禁）",
"score": 0,
"news_count": 0,
"factor_breakdown": {
"relative_strength_vs_qqq": 0.49,
"relative_strength_vs_smh": -1.25,
"relative_weakness_score": 0.26,
"gap_pct": 1.27,
"beta_proxy": 1.51,
"volume_signal": true,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": -1.71,
"prior_day_change_pct": 0.0
},
"edge_type": "Stock Edge",
"score_formula_display": "final = win_prob(59%) × ER(0.0%) × rr_weight(0.5) / 100",
"rr_weight": 0.5,
"why_vs_runner_up": "—",
"advisory": true,
"rank": 8,
"direction": "LONG"
},
{
"symbol": "META",
"win_prob": 59.0,
"win_prob_breakdown": {
"components": [
{
"factor": "Base",
"key": "base",
"points": 50.0
},
{
"factor": "Gap",
"key": "gap",
"points": 5.0
},
{
"factor": "Volume",
"key": "volume",
"points": 4.0
}
],
"total": 59.0,
"raw_total": 59.0,
"was_clamped": false
},
"expected_return_pct": 0.0,
"expected_high": 576.47,
"expected_low": 569.01,
"expected_close": 573.6,
"current_price": 573.6,
"upside_pct": 0.5,
"downside_risk_pct": 0.8,
"risk_reward": 0.62,
"rr_display": {
"reward_risk_ratio": 0.62,
"risk_reward_ratio": 1.61,
"reward_per_share": null,
"risk_per_share": null,
"label_reward_risk": "Reward/Risk 0.62",
"label_risk_reward": "Risk:Reward 1:1.61",
"display": "Reward/Risk 0.62 · Risk:Reward 1:1.61",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"expected_r": -0.0442,
"final_score": 0.0,
"trade_action": "Pass",
"trade": "Pass",
"gap_pct": 0.88,
"relative_strength": -0.35,
"relative_strength_vs_smh": -2.09,
"relative_weakness_score": 1.6,
"prior_day_change_pct": 0.0,
"why_factors": [
"Gap 未过度延伸",
"Volume 信号",
"期望R -0.04 < 0.20（EV门禁）"
],
"why": "Gap 未过度延伸 · Volume 信号 · 期望R -0.04 < 0.20（EV门禁）",
"score": 0,
"news_count": 0,
"factor_breakdown": {
"relative_strength_vs_qqq": -0.35,
"relative_strength_vs_smh": -2.09,
"relative_weakness_score": 1.6,
"gap_pct": 0.88,
"beta_proxy": 0.64,
"volume_signal": true,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": -1.71,
"prior_day_change_pct": 0.0
},
"edge_type": "Stock Edge",
"score_formula_display": "final = win_prob(59%) × ER(0.0%) × rr_weight(0.5) / 100",
"rr_weight": 0.5,
"why_vs_runner_up": "—",
"advisory": true,
"rank": 9,
"direction": "LONG"
},
{
"symbol": "SPY",
"win_prob": 49.0,
"win_prob_breakdown": {
"components": [
{
"factor": "Base",
"key": "base",
"points": 50.0
},
{
"factor": "RS",
"key": "rs",
"points": -10.0
},
{
"factor": "Gap",
"key": "gap",
"points": 5.0
},
{
"factor": "Volume",
"key": "volume",
"points": 4.0
}
],
"total": 49.0,
"raw_total": 49.0,
"was_clamped": false
},
"expected_return_pct": -0.08,
"expected_high": 772.79,
"expected_low": 762.8,
"expected_close": 768.33,
"current_price": 768.95,
"upside_pct": 0.5,
"downside_risk_pct": 0.8,
"risk_reward": 0.62,
"rr_display": {
"reward_risk_ratio": 0.62,
"risk_reward_ratio": 1.61,
"reward_per_share": null,
"risk_per_share": null,
"label_reward_risk": "Reward/Risk 0.62",
"label_risk_reward": "Risk:Reward 1:1.61",
"display": "Reward/Risk 0.62 · Risk:Reward 1:1.61",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"expected_r": -0.2062,
"final_score": 0.0,
"trade_action": "Pass",
"trade": "Pass",
"gap_pct": 0.42,
"relative_strength": -0.57,
"relative_strength_vs_smh": -2.31,
"relative_weakness_score": 1.96,
"prior_day_change_pct": 0.0,
"why_factors": [
"RS 弱于 QQQ -0.57%",
"Gap 未过度延伸",
"Volume 信号",
"期望R -0.21 < 0.20（EV门禁）"
],
"why": "RS 弱于 QQQ -0.57% · Gap 未过度延伸 · Volume 信号 · 期望R -0.21 < 0.20（EV门禁）",
"score": 0,
"news_count": 0,
"factor_breakdown": {
"relative_strength_vs_qqq": -0.57,
"relative_strength_vs_smh": -2.31,
"relative_weakness_score": 1.96,
"gap_pct": 0.42,
"beta_proxy": 0.41,
"volume_signal": true,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": -1.71,
"prior_day_change_pct": 0.0
},
"edge_type": "Relative Weakness",
"score_formula_display": "final = win_prob(49%) × ER(-0.1%) × rr_weight(0.5) / 100",
"rr_weight": 0.5,
"why_vs_runner_up": "—",
"advisory": true,
"rank": 10,
"direction": "LONG"
},
{
"symbol": "XLE",
"win_prob": 49.0,
"win_prob_breakdown": {
"components": [
{
"factor": "Base",
"key": "base",
"points": 50.0
},
{
"factor": "RS",
"key": "rs",
"points": -10.0
},
{
"factor": "Gap",
"key": "gap",
"points": 5.0
},
{
"factor": "Volume",
"key": "volume",
"points": 4.0
}
],
"total": 49.0,
"raw_total": 49.0,
"was_clamped": false
},
"expected_return_pct": -0.12,
"expected_high": 62.54,
"expected_low": 61.73,
"expected_close": 62.15,
"current_price": 62.23,
"upside_pct": 0.5,
"downside_risk_pct": 0.8,
"risk_reward": 0.62,
"rr_display": {
"reward_risk_ratio": 0.62,
"risk_reward_ratio": 1.61,
"reward_per_share": null,
"risk_per_share": null,
"label_reward_risk": "Reward/Risk 0.62",
"label_risk_reward": "Risk:Reward 1:1.61",
"display": "Reward/Risk 0.62 · Risk:Reward 1:1.61",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"expected_r": -0.2062,
"final_score": 0.0,
"trade_action": "Pass",
"trade": "Pass",
"gap_pct": 0.23,
"relative_strength": -0.7,
"relative_strength_vs_smh": -2.44,
"relative_weakness_score": 2.16,
"prior_day_change_pct": 0.0,
"why_factors": [
"RS 弱于 QQQ -0.70%",
"Gap 未过度延伸",
"Volume 信号",
"期望R -0.21 < 0.20（EV门禁）"
],
"why": "RS 弱于 QQQ -0.70% · Gap 未过度延伸 · Volume 信号 · 期望R -0.21 < 0.20（EV门禁）",
"score": 0,
"news_count": 0,
"factor_breakdown": {
"relative_strength_vs_qqq": -0.7,
"relative_strength_vs_smh": -2.44,
"relative_weakness_score": 2.16,
"gap_pct": 0.23,
"beta_proxy": 0.28,
"volume_signal": true,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": -1.71,
"prior_day_change_pct": 0.0
},
"edge_type": "Relative Weakness",
"score_formula_display": "final = win_prob(49%) × ER(-0.1%) × rr_weight(0.5) / 100",
"rr_weight": 0.5,
"why_vs_runner_up": "—",
"advisory": true,
"rank": 11,
"direction": "LONG"
},
{
"symbol": "AAPL",
"win_prob": 54.0,
"win_prob_breakdown": {
"components": [
{
"factor": "Base",
"key": "base",
"points": 50.0
},
{
"factor": "RS",
"key": "rs",
"points": -10.0
},
{
"factor": "Gap",
"key": "gap",
"points": 5.0
},
{
"factor": "Catalyst",
"key": "catalyst",
"points": 5.0
},
{
"factor": "Volume",
"key": "volume",
"points": 4.0
}
],
"total": 54.0,
"raw_total": 54.0,
"was_clamped": false
},
"expected_return_pct": -0.13,
"expected_high": 313.45,
"expected_low": 308.05,
"expected_close": 310.14,
"current_price": 310.53,
"upside_pct": 0.94,
"downside_risk_pct": 0.8,
"risk_reward": 1.18,
"rr_display": {
"reward_risk_ratio": 1.18,
"risk_reward_ratio": 0.85,
"reward_per_share": null,
"risk_per_share": null,
"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"
},
"expected_r": 0.1772,
"final_score": 0.0,
"trade_action": "Pass",
"trade": "Pass",
"gap_pct": 0.35,
"relative_strength": -0.77,
"relative_strength_vs_smh": -2.51,
"relative_weakness_score": 2.28,
"prior_day_change_pct": 0.0,
"why_factors": [
"RS 弱于 QQQ -0.77%",
"Gap 未过度延伸",
"News 1",
"Volume 信号",
"期望R 0.18 < 0.20（EV门禁）"
],
"why": "RS 弱于 QQQ -0.77% · Gap 未过度延伸 · News 1 · Volume 信号",
"score": 0,
"news_count": 1,
"factor_breakdown": {
"relative_strength_vs_qqq": -0.77,
"relative_strength_vs_smh": -2.51,
"relative_weakness_score": 2.28,
"gap_pct": 0.35,
"beta_proxy": 0.21,
"volume_signal": true,
"news_count": 1,
"extended_gap_penalty": 0.0,
"vix_change_pct": -1.71,
"prior_day_change_pct": 0.0
},
"edge_type": "Stock Edge",
"score_formula_display": "final = win_prob(54%) × ER(-0.1%) × rr_weight(0.59) / 100",
"rr_weight": 0.59,
"why_vs_runner_up": "—",
"advisory": true,
"rank": 12,
"direction": "LONG"
},
{
"symbol": "MSFT",
"win_prob": 54.0,
"win_prob_breakdown": {
"components": [
{
"factor": "Base",
"key": "base",
"points": 50.0
},
{
"factor": "RS",
"key": "rs",
"points": -10.0
},
{
"factor": "Gap",
"key": "gap",
"points": 5.0
},
{
"factor": "Catalyst",
"key": "catalyst",
"points": 5.0
},
{
"factor": "Volume",
"key": "volume",
"points": 4.0
}
],
"total": 54.0,
"raw_total": 54.0,
"was_clamped": false
},
"expected_return_pct": -0.17,
"expected_high": 496.37,
"expected_low": 488.23,
"expected_close": 491.35,
"current_price": 492.17,
"upside_pct": 0.85,
"downside_risk_pct": 0.8,
"risk_reward": 1.07,
"rr_display": {
"reward_risk_ratio": 1.07,
"risk_reward_ratio": 0.93,
"reward_per_share": null,
"risk_per_share": null,
"label_reward_risk": "Reward/Risk 1.07",
"label_risk_reward": "Risk:Reward 1:0.93",
"display": "Reward/Risk 1.07 · Risk:Reward 1:0.93",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"expected_r": 0.1178,
"final_score": 0.0,
"trade_action": "Pass",
"trade": "Pass",
"gap_pct": 0.11,
"relative_strength": -0.88,
"relative_strength_vs_smh": -2.62,
"relative_weakness_score": 2.45,
"prior_day_change_pct": 0.0,
"why_factors": [
"RS 弱于 QQQ -0.88%",
"Gap 未过度延伸",
"News 3",
"Volume 信号",
"期望R 0.12 < 0.20（EV门禁）"
],
"why": "RS 弱于 QQQ -0.88% · Gap 未过度延伸 · News 3 · Volume 信号",
"score": 0,
"news_count": 3,
"factor_breakdown": {
"relative_strength_vs_qqq": -0.88,
"relative_strength_vs_smh": -2.62,
"relative_weakness_score": 2.45,
"gap_pct": 0.11,
"beta_proxy": 0.09,
"volume_signal": true,
"news_count": 3,
"extended_gap_penalty": 0.0,
"vix_change_pct": -1.71,
"prior_day_change_pct": 0.0
},
"edge_type": "Stock Edge",
"score_formula_display": "final = win_prob(54%) × ER(-0.2%) × rr_weight(0.54) / 100",
"rr_weight": 0.54,
"why_vs_runner_up": "—",
"advisory": true,
"rank": 13,
"direction": "LONG"
},
{
"symbol": "AVGO",
"win_prob": 53.0,
"win_prob_breakdown": {
"components": [
{
"factor": "Base",
"key": "base",
"points": 50.0
},
{
"factor": "RS",
"key": "rs",
"points": -6.0
},
{
"factor": "Gap",
"key": "gap",
"points": 5.0
},
{
"factor": "Volume",
"key": "volume",
"points": 4.0
}
],
"total": 53.0,
"raw_total": 53.0,
"was_clamped": false
},
"expected_return_pct": -0.18,
"expected_high": 361.43,
"expected_low": 355.59,
"expected_close": 358.99,
"current_price": 359.63,
"upside_pct": 0.5,
"downside_risk_pct": 1.12,
"risk_reward": 0.45,
"rr_display": {
"reward_risk_ratio": 0.45,
"risk_reward_ratio": 2.22,
"reward_per_share": null,
"risk_per_share": null,
"label_reward_risk": "Reward/Risk 0.45",
"label_risk_reward": "Risk:Reward 1:2.22",
"display": "Reward/Risk 0.45 · Risk:Reward 1:2.22",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"expected_r": -0.2315,
"final_score": 0.0,
"trade_action": "Pass",
"trade": "Pass",
"gap_pct": 1.03,
"relative_strength": -0.16,
"relative_strength_vs_smh": -1.9,
"relative_weakness_score": 1.3,
"prior_day_change_pct": 0.0,
"why_factors": [
"Gap 未过度延伸",
"Volume 信号",
"期望R -0.23 < 0.20（EV门禁）"
],
"why": "Gap 未过度延伸 · Volume 信号 · 期望R -0.23 < 0.20（EV门禁）",
"score": 0,
"news_count": 0,
"factor_breakdown": {
"relative_strength_vs_qqq": -0.16,
"relative_strength_vs_smh": -1.9,
"relative_weakness_score": 1.3,
"gap_pct": 1.03,
"beta_proxy": 0.84,
"volume_signal": true,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": -1.71,
"prior_day_change_pct": 0.0
},
"edge_type": "Stock Edge",
"score_formula_display": "final = win_prob(53%) × ER(-0.2%) × rr_weight(0.5) / 100",
"rr_weight": 0.5,
"why_vs_runner_up": "—",
"advisory": true,
"rank": 14,
"direction": "LONG"
},
{
"symbol": "DIA",
"win_prob": 54.0,
"win_prob_breakdown": {
"components": [
{
"factor": "Base",
"key": "base",
"points": 50.0
},
{
"factor": "RS",
"key": "rs",
"points": -10.0
},
{
"factor": "Gap",
"key": "gap",
"points": 5.0
},
{
"factor": "Catalyst",
"key": "catalyst",
"points": 5.0
},
{
"factor": "Volume",
"key": "volume",
"points": 4.0
}
],
"total": 54.0,
"raw_total": 54.0,
"was_clamped": false
},
"expected_return_pct": -0.23,
"expected_high": 536.67,
"expected_low": 529.73,
"expected_close": 532.76,
"current_price": 534.0,
"upside_pct": 0.5,
"downside_risk_pct": 0.8,
"risk_reward": 0.62,
"rr_display": {
"reward_risk_ratio": 0.62,
"risk_reward_ratio": 1.61,
"reward_per_share": null,
"risk_per_share": null,
"label_reward_risk": "Reward/Risk 0.62",
"label_risk_reward": "Risk:Reward 1:1.61",
"display": "Reward/Risk 0.62 · Risk:Reward 1:1.61",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"expected_r": -0.1252,
"final_score": 0.0,
"trade_action": "Pass",
"trade": "Pass",
"gap_pct": 0.11,
"relative_strength": -1.2,
"relative_strength_vs_smh": -2.94,
"relative_weakness_score": 2.96,
"prior_day_change_pct": 0.0,
"why_factors": [
"RS 弱于 QQQ -1.20%",
"Gap 未过度延伸",
"News 4",
"Volume 信号",
"期望R -0.13 < 0.20（EV门禁）"
],
"why": "RS 弱于 QQQ -1.20% · Gap 未过度延伸 · News 4 · Volume 信号",
"score": 0,
"news_count": 4,
"factor_breakdown": {
"relative_strength_vs_qqq": -1.2,
"relative_strength_vs_smh": -2.94,
"relative_weakness_score": 2.96,
"gap_pct": 0.11,
"beta_proxy": -0.24,
"volume_signal": true,
"news_count": 4,
"extended_gap_penalty": 0.0,
"vix_change_pct": -1.71,
"prior_day_change_pct": 0.0
},
"edge_type": "Relative Weakness",
"score_formula_display": "final = win_prob(54%) × ER(-0.2%) × rr_weight(0.5) / 100",
"rr_weight": 0.5,
"why_vs_runner_up": "—",
"advisory": true,
"rank": 15,
"direction": "LONG"
},
{
"symbol": "XLF",
"win_prob": 49.0,
"win_prob_breakdown": {
"components": [
{
"factor": "Base",
"key": "base",
"points": 50.0
},
{
"factor": "RS",
"key": "rs",
"points": -10.0
},
{
"factor": "Gap",
"key": "gap",
"points": 5.0
},
{
"factor": "Volume",
"key": "volume",
"points": 4.0
}
],
"total": 49.0,
"raw_total": 49.0,
"was_clamped": false
},
"expected_return_pct": -0.33,
"expected_high": 58.26,
"expected_low": 57.46,
"expected_close": 57.73,
"current_price": 57.92,
"upside_pct": 0.58,
"downside_risk_pct": 0.8,
"risk_reward": 0.73,
"rr_display": {
"reward_risk_ratio": 0.73,
"risk_reward_ratio": 1.37,
"reward_per_share": null,
"risk_per_share": null,
"label_reward_risk": "Reward/Risk 0.73",
"label_risk_reward": "Risk:Reward 1:1.37",
"display": "Reward/Risk 0.73 · Risk:Reward 1:1.37",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"expected_r": -0.1523,
"final_score": 0.0,
"trade_action": "Pass",
"trade": "Pass",
"gap_pct": -0.07,
"relative_strength": -1.63,
"relative_strength_vs_smh": -3.37,
"relative_weakness_score": 3.65,
"prior_day_change_pct": 0.0,
"why_factors": [
"RS 弱于 QQQ -1.63%",
"Gap 未过度延伸",
"Volume 信号",
"期望R -0.15 < 0.20（EV门禁）"
],
"why": "RS 弱于 QQQ -1.63% · Gap 未过度延伸 · Volume 信号 · 期望R -0.15 < 0.20（EV门禁）",
"score": 0,
"news_count": 0,
"factor_breakdown": {
"relative_strength_vs_qqq": -1.63,
"relative_strength_vs_smh": -3.37,
"relative_weakness_score": 3.65,
"gap_pct": -0.07,
"beta_proxy": -0.68,
"volume_signal": true,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": -1.71,
"prior_day_change_pct": 0.0
},
"edge_type": "Relative Weakness",
"score_formula_display": "final = win_prob(49%) × ER(-0.3%) × rr_weight(0.5) / 100",
"rr_weight": 0.5,
"why_vs_runner_up": "—",
"advisory": true,
"rank": 16,
"direction": "LONG"
},
{
"symbol": "AMZN",
"win_prob": 49.0,
"win_prob_breakdown": {
"components": [
{
"factor": "Base",
"key": "base",
"points": 50.0
},
{
"factor": "RS",
"key": "rs",
"points": -10.0
},
{
"factor": "Gap",
"key": "gap",
"points": 5.0
},
{
"factor": "Volume",
"key": "volume",
"points": 4.0
}
],
"total": 49.0,
"raw_total": 49.0,
"was_clamped": false
},
"expected_return_pct": -0.38,
"expected_high": 260.75,
"expected_low": 257.37,
"expected_close": 258.47,
"current_price": 259.45,
"upside_pct": 0.5,
"downside_risk_pct": 0.8,
"risk_reward": 0.62,
"rr_display": {
"reward_risk_ratio": 0.62,
"risk_reward_ratio": 1.61,
"reward_per_share": null,
"risk_per_share": null,
"label_reward_risk": "Reward/Risk 0.62",
"label_risk_reward": "Risk:Reward 1:1.61",
"display": "Reward/Risk 0.62 · Risk:Reward 1:1.61",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"expected_r": -0.2062,
"final_score": 0.0,
"trade_action": "Pass",
"trade": "Pass",
"gap_pct": -0.73,
"relative_strength": -1.59,
"relative_strength_vs_smh": -3.33,
"relative_weakness_score": 3.59,
"prior_day_change_pct": 0.0,
"why_factors": [
"RS 弱于 QQQ -1.59%",
"Gap 未过度延伸",
"Volume 信号",
"期望R -0.21 < 0.20（EV门禁）"
],
"why": "RS 弱于 QQQ -1.59% · Gap 未过度延伸 · Volume 信号 · 期望R -0.21 < 0.20（EV门禁）",
"score": 0,
"news_count": 0,
"factor_breakdown": {
"relative_strength_vs_qqq": -1.59,
"relative_strength_vs_smh": -3.33,
"relative_weakness_score": 3.59,
"gap_pct": -0.73,
"beta_proxy": -0.64,
"volume_signal": true,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": -1.71,
"prior_day_change_pct": 0.0
},
"edge_type": "Stock Edge",
"score_formula_display": "final = win_prob(49%) × ER(-0.4%) × rr_weight(0.5) / 100",
"rr_weight": 0.5,
"why_vs_runner_up": "—",
"advisory": true,
"rank": 17,
"direction": "LONG"
},
{
"symbol": "TSLA",
"win_prob": 49.0,
"win_prob_breakdown": {
"components": [
{
"factor": "Base",
"key": "base",
"points": 50.0
},
{
"factor": "RS",
"key": "rs",
"points": -10.0
},
{
"factor": "Gap",
"key": "gap",
"points": 5.0
},
{
"factor": "Volume",
"key": "volume",
"points": 4.0
}
],
"total": 49.0,
"raw_total": 49.0,
"was_clamped": false
},
"expected_return_pct": -0.49,
"expected_high": 348.17,
"expected_low": 343.67,
"expected_close": 344.74,
"current_price": 346.44,
"upside_pct": 0.5,
"downside_risk_pct": 0.8,
"risk_reward": 0.62,
"rr_display": {
"reward_risk_ratio": 0.62,
"risk_reward_ratio": 1.61,
"reward_per_share": null,
"risk_per_share": null,
"label_reward_risk": "Reward/Risk 0.62",
"label_risk_reward": "Risk:Reward 1:1.61",
"display": "Reward/Risk 0.62 · Risk:Reward 1:1.61",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"expected_r": -0.2062,
"final_score": 0.0,
"trade_action": "Pass",
"trade": "Pass",
"gap_pct": -0.97,
"relative_strength": -2.06,
"relative_strength_vs_smh": -3.8,
"relative_weakness_score": 4.34,
"prior_day_change_pct": 0.0,
"why_factors": [
"RS 弱于 QQQ -2.06%",
"Gap 未过度延伸",
"Volume 信号",
"期望R -0.21 < 0.20（EV门禁）"
],
"why": "RS 弱于 QQQ -2.06% · Gap 未过度延伸 · Volume 信号 · 期望R -0.21 < 0.20（EV门禁）",
"score": 0,
"news_count": 0,
"factor_breakdown": {
"relative_strength_vs_qqq": -2.06,
"relative_strength_vs_smh": -3.8,
"relative_weakness_score": 4.34,
"gap_pct": -0.97,
"beta_proxy": -1.12,
"volume_signal": true,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": -1.71,
"prior_day_change_pct": 0.0
},
"edge_type": "Stock Edge",
"score_formula_display": "final = win_prob(49%) × ER(-0.5%) × rr_weight(0.5) / 100",
"rr_weight": 0.5,
"why_vs_runner_up": "—",
"advisory": true,
"rank": 18,
"direction": "LONG"
},
{
"symbol": "GOOGL",
"win_prob": 44.0,
"win_prob_breakdown": {
"components": [
{
"factor": "Base",
"key": "base",
"points": 50.0
},
{
"factor": "RS",
"key": "rs",
"points": -10.0
},
{
"factor": "Volume",
"key": "volume",
"points": 4.0
}
],
"total": 44.0,
"raw_total": 44.0,
"was_clamped": false
},
"expected_return_pct": -0.7,
"expected_high": 342.25,
"expected_low": 337.83,
"expected_close": 338.17,
"current_price": 340.55,
"upside_pct": 0.5,
"downside_risk_pct": 0.8,
"risk_reward": 0.62,
"rr_display": {
"reward_risk_ratio": 0.62,
"risk_reward_ratio": 1.61,
"reward_per_share": null,
"risk_per_share": null,
"label_reward_risk": "Reward/Risk 0.62",
"label_risk_reward": "Risk:Reward 1:1.61",
"display": "Reward/Risk 0.62 · Risk:Reward 1:1.61",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"expected_r": -0.2872,
"final_score": 0.0,
"trade_action": "Pass",
"trade": "Pass",
"gap_pct": -1.69,
"relative_strength": -2.82,
"relative_strength_vs_smh": -4.56,
"relative_weakness_score": 5.56,
"prior_day_change_pct": 0.0,
"why_factors": [
"RS 弱于 QQQ -2.82%",
"Volume 信号",
"期望R -0.29 < 0.20（EV门禁）"
],
"why": "RS 弱于 QQQ -2.82% · Volume 信号 · 期望R -0.29 < 0.20（EV门禁）",
"score": 0,
"news_count": 0,
"factor_breakdown": {
"relative_strength_vs_qqq": -2.82,
"relative_strength_vs_smh": -4.56,
"relative_weakness_score": 5.56,
"gap_pct": -1.69,
"beta_proxy": -1.91,
"volume_signal": true,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": -1.71,
"prior_day_change_pct": 0.0
},
"edge_type": "Stock Edge",
"score_formula_display": "final = win_prob(44%) × ER(-0.7%) × rr_weight(0.5) / 100",
"rr_weight": 0.5,
"why_vs_runner_up": "—",
"advisory": true,
"rank": 19,
"direction": "LONG"
}
]
},
"intraday": {
"s5": {
"driver_still_valid": true,
"action": "Hold"
},
"s6": {
"trade_valid": false,
"action": "N/A"
},
"s7": {
"actual_driver": "AI/Semiconductor",
"attribution": {
"ai": 0.862,
"bond": 0.059,
"oil": 0.0,
"macro": 0.03,
"other": 0.05,
"splits": {}
}
}
},
"trade_plan": {},
"actual": {},
"attribution": {
"ai": 0.862,
"bond": 0.059,
"oil": 0.0,
"macro": 0.03,
"other": 0.05,
"splits": {}
},
"labels": {
"actual_driver": "AI/Semiconductor",
"agent_driver": "Geopolitical Risk",
"agent_driver_type": "Political",
"corrected_driver_from_verify": null,
"driver_splits": {},
"hypothesis_correct": "部分对",
"scenario_primary": "A",
"scenario_actual": "A",
"scenario_correct": true,
"trade_recommendation": "—",
"trade_direction": "NO TRADE",
"primary_symbol": "—",
"predicted_return_pct": null,
"prediction_error_pct": null
},
"surprise": "Bond mattered less than expected despite 10Y=4.64%; AI/Semiconductor dominated more than typical day",
"lesson": "AI Expansion Regime 下，单日 SMH/NVDA 抛售可压过 Macro 利好，指数分化（Dow+ / QQQ-）比「大盘涨跌」更有信息量",
"playbook_refs": [
"Case-38"
],
"bayesian_drivers": {
"AI": 1.0,
"Bond": 0.0,
"Macro": 0.0,
"Oil": 0.0,
"Risk": 0.0
},
"data_gaps": []
}