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 41
H-2026-08-28-001Surprise：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": "2026-08-28",
"features": {
"dgs10": 4.66,
"dgs2": null,
"vix": 14.45,
"vix_chg": -0.41,
"qqq_chg": 0.67,
"smh_chg": -0.51,
"nvda_chg": 3.92,
"spy_chg": 0.0,
"oil_chg": 0.0,
"dxy_chg": 0.03,
"breadth_proxy": 1.0,
"qqq_gap": 1.1,
"news_headline_count": 26,
"news_bearish_ratio": 0.111,
"news_ai_mentions": 68,
"news_macro_mentions": 6,
"news_oil_mentions": 1,
"news_risk_mentions": 0
},
"regime": {
"label": "AI Expansion",
"confidence": 0.82
},
"hypothesis": {
"id": "H-2026-08-28-001",
"statement": "弱 NFP 能否抵消 AI 抛售？（Macro 利率利好 vs 半导体风险）",
"evidence": [
"VIX=14.4 (low fear)"
],
"counter_evidence": [],
"confidence": 0.91,
"status": "待验证"
},
"morning": {
"bias": "Bullish Bias",
"total": 4,
"driver_type": "Political",
"daily_driver": "Geopolitical Risk",
"best_opportunity": {
"direction": "LONG",
"symbol": "NVDA",
"instrument": "Stock",
"horizon": "Swing",
"confidence": 77,
"confidence_stars": "★★★☆☆",
"entry": "Above 226.2 (VWAP)",
"entry_source": "vwap",
"entry_price": 226.21,
"stop": "225.3 (ORB低点)",
"stop_source": "orb_low",
"stop_price": 225.28,
"target": "233.2 (预期收盘)",
"target_source": "expected_close",
"target_price": 233.23,
"target_action": "卖出/获利",
"targets": [
"233.2 (预期收盘)"
],
"duration": "Swing",
"why": [
"RS vs QQQ +7.10%",
"RS vs SMH +6.28%",
"News 7",
"Volume 信号"
],
"why_chain": "RS vs QQQ +7.10% · RS vs SMH +6.28% · News 7 · Volume 信号",
"why_vs_runner_up": "NVDA RS +7.1% vs AVGO +3.5%；ER 2.8% vs 1.4%；Win% 77 vs 72；higher beta (7.5 vs 4.2)；relative strength",
"factor_breakdown": {
"relative_strength_vs_qqq": 7.1,
"relative_strength_vs_smh": 6.28,
"relative_weakness_score": -10.87,
"gap_pct": 8.08,
"beta_proxy": 7.51,
"volume_signal": true,
"news_count": 7,
"extended_gap_penalty": 0.0,
"vix_change_pct": -0.41,
"prior_day_change_pct": 0.0
},
"edge_type": "Stock Edge",
"score_formula_display": "final = win_prob(77%) × ER(2.8%) × rr_weight(0.5) / 100",
"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": 3.1,
"expected_move": "+3.10%",
"return_calculation": "(233.23-226.21)/226.21=3.10%",
"trade_summary_cn": "做多 NVDA：在 226.21 附近入场，目标 233.23，预期 +3.10%",
"risk_reward": 7.54,
"rr_display": {
"reward_risk_ratio": 7.55,
"risk_reward_ratio": 0.13,
"reward_per_share": 7.02,
"risk_per_share": 0.93,
"label_reward_risk": "Reward/Risk 7.55",
"label_risk_reward": "Risk:Reward 1:0.13",
"display": "Reward/Risk 7.55 · Risk:Reward 1:0.13",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"entry_zone": {
"low": 225.53,
"high": 226.89,
"mid": 226.21,
"anchors": [
{
"source": "vwap",
"label": "VWAP",
"price": 226.21
}
],
"display": "Entry Zone 226–227",
"entry_source": "vwap",
"tolerance_pct": 0.3
},
"rank_summary": "NVDA ranked #1 because weakest RS + largest expected range + highest probability",
"win_prob_source": "rules",
"calibration": {
"calibrated_win_prob": 77.0,
"sample_size": 0,
"confidence_interval": null,
"source": "rules_fallback",
"match_quality": "insufficient",
"win_prob_source": "rules",
"disclaimer": "No historical matches; using rules breakdown"
},
"similar_days": null,
"ev_distribution": {
"expected_value_usd": 555.49,
"win_scenario_usd": 751.14,
"loss_scenario_usd": 99.51,
"win_prob_pct": 77.0,
"display": "EV $+555 (win +$751 @ 77.0% · loss -$100)"
},
"final_score": 1.09,
"level_anchors": {
"vwap": 226.21,
"orb_high": 227.98,
"orb_low": 225.28,
"prev_high": 209.66,
"prev_low": 209.66,
"prior_close": 209.66,
"orb_from_minute": true
},
"level_reasons": {
"entry": {
"price": 226.21,
"source": "vwap",
"confidence": 89,
"reasons": [
{
"source": "vwap",
"label": "VWAP",
"price": 226.21,
"weight_pct": 70.0,
"matched": true,
"primary": true
},
{
"source": "current",
"label": "Above Current",
"price": 226.83,
"weight_pct": 30.0,
"matched": true,
"primary": false
}
]
},
"stop": {
"price": 225.28,
"source": "orb_low",
"confidence": 89,
"reasons": [
{
"source": "orb_low",
"label": "ORB Low",
"price": 225.28,
"weight_pct": 70.0,
"matched": true,
"primary": true
},
{
"source": "vwap",
"label": "VWAP",
"price": 226.21,
"weight_pct": 30.0,
"matched": true,
"primary": false
}
]
},
"target": {
"price": 233.23,
"source": "expected_close",
"confidence": 77,
"reasons": [
{
"source": "expected_close",
"label": "Expected Close",
"price": 233.23,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
}
},
"trade_economics": {
"account_size": 10000.0,
"risk_pct": 1.0,
"position_pct": 100.0,
"shares": 107,
"contracts": 1,
"max_loss_usd": 99.51,
"win_usd": 751.14,
"loss_usd": 99.51,
"expected_value_usd": 555.49,
"risk_per_share": 0.93,
"reward_per_share": 7.02,
"rr_display": {
"reward_risk_ratio": 7.55,
"risk_reward_ratio": 0.13,
"reward_per_share": 7.02,
"risk_per_share": 0.93,
"label_reward_risk": "Reward/Risk 7.55",
"label_risk_reward": "Risk:Reward 1:0.13",
"display": "Reward/Risk 7.55 · Risk:Reward 1:0.13",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"size_label": "Small",
"display": "$10,000 → Win +$751 / Loss -$100"
},
"position_sizing": {
"risk_pct": 1.0,
"position_pct": 100.0,
"contracts": 1,
"shares": 107,
"max_loss_usd": 99.51,
"size_label": "Small",
"display": "Risk 1.0% → Position 100.0% → 1 unit(s) → Max Loss $99.51"
},
"why_wins_today": [
{
"rank": 1,
"dimension": "relative_strength",
"label": "Highest Relative Strength",
"primary_value": 7.1,
"runner_up_value": 3.53,
"wins": true
},
{
"rank": 2,
"dimension": "expected_range",
"label": "Largest Expected Range",
"primary_value": 5.64,
"runner_up_value": 3.31,
"wins": true
},
{
"rank": 3,
"dimension": "win_prob",
"label": "Highest Probability",
"primary_value": 77.0,
"runner_up_value": 72.0,
"wins": true
},
{
"rank": 4,
"dimension": "risk_reward",
"label": "Best Risk Reward",
"primary_value": 7.54,
"runner_up_value": 1.49,
"wins": true
},
{
"rank": 5,
"dimension": "catalyst",
"label": "Best Catalyst Alignment",
"primary_value": 8.0,
"runner_up_value": 5.0,
"wins": true
}
],
"why_not_alternatives": [
{
"symbol": "AVGO",
"rank": 2,
"reasons": [
"Win% 77 vs 72",
"ER 3.1% vs 1.4%",
"Score 1.09 vs 0.51",
"RS +7.1% vs +3.5%",
"R:R 7.54 vs 1.0",
"Tradeable (Small) vs Pass"
],
"summary": "Why NVDA over AVGO: Win% 77 vs 72 · ER 3.1% vs 1.4% · Score 1.09 vs 0.51 · RS +7.1% vs +3.5% · R:R 7.54 vs 1.0 · Tradeable (Small) vs Pass"
},
{
"symbol": "TQQQ",
"rank": 3,
"reasons": [
"Win% 77 vs 66",
"ER 3.1% vs 0.7%",
"Score 1.09 vs 0.24",
"RS +7.1% vs +2.0%",
"R:R 7.54 vs 1.12",
"Tradeable (Small) vs Pass"
],
"summary": "Why NVDA over TQQQ: Win% 77 vs 66 · ER 3.1% vs 0.7% · Score 1.09 vs 0.24 · RS +7.1% vs +2.0% · R:R 7.54 vs 1.12 · Tradeable (Small) vs Pass"
},
{
"symbol": "TSLA",
"rank": 4,
"reasons": [
"Win% 77 vs 66",
"ER 3.1% vs 0.6%",
"Score 1.09 vs 0.18",
"RS +7.1% vs +1.7%",
"R:R 7.54 vs 0.69",
"Tradeable (Small) vs Pass"
],
"summary": "Why NVDA over TSLA: Win% 77 vs 66 · ER 3.1% vs 0.6% · Score 1.09 vs 0.18 · RS +7.1% vs +1.7% · R:R 7.54 vs 0.69 · Tradeable (Small) vs Pass"
},
{
"symbol": "XLK",
"rank": 5,
"reasons": [
"Win% 77 vs 66",
"ER 3.1% vs 0.5%",
"Score 1.09 vs 0.16",
"RS +7.1% vs +1.5%",
"R:R 7.54 vs 0.67",
"Tradeable (Small) vs Pass"
],
"summary": "Why NVDA over XLK: Win% 77 vs 66 · ER 3.1% vs 0.5% · Score 1.09 vs 0.16 · RS +7.1% vs +1.5% · R:R 7.54 vs 0.67 · Tradeable (Small) vs Pass"
},
{
"symbol": "SMH",
"rank": 6,
"reasons": [
"Win% 77 vs 71",
"ER 3.1% vs 0.2%",
"Score 1.09 vs 0.13",
"RS +7.1% vs +0.8%",
"R:R 7.54 vs 1.46",
"Tradeable (Small) vs Pass"
],
"summary": "Why NVDA over SMH: Win% 77 vs 71 · ER 3.1% vs 0.2% · Score 1.09 vs 0.13 · RS +7.1% vs +0.8% · R:R 7.54 vs 1.46 · Tradeable (Small) vs Pass"
}
],
"avoid": [],
"one_liner": "做多 NVDA：在 226.21 附近入场，目标 233.23，预期 +3.10%",
"p16_gate": "No Trade",
"advisory": true
},
"best_trades": {
"primary": {
"rank": 1,
"symbol": "NVDA",
"direction": "LONG",
"instrument": "Stock",
"horizon": "Swing",
"confidence": 77,
"confidence_stars": "★★★☆☆",
"expected_move": "+3.10%",
"expected_return_pct": 3.1,
"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
},
"risk_reward": 7.54,
"final_score": 1.09,
"trade_action": "Small",
"relative_strength": 7.1,
"entry": "Above 226.2 (VWAP)",
"entry_source": "vwap",
"entry_price": 226.21,
"entry_zone": {
"low": 225.53,
"high": 226.89,
"mid": 226.21,
"anchors": [
{
"source": "vwap",
"label": "VWAP",
"price": 226.21
}
],
"display": "Entry Zone 226–227",
"entry_source": "vwap",
"tolerance_pct": 0.3
},
"stop": "225.3 (ORB低点)",
"stop_source": "orb_low",
"stop_price": 225.28,
"target": "233.2 (预期收盘)",
"target_source": "expected_close",
"target_price": 233.23,
"targets": [
"233.2 (预期收盘)"
],
"level_anchors": {
"vwap": 226.21,
"orb_high": 227.98,
"orb_low": 225.28,
"prev_high": 209.66,
"prev_low": 209.66,
"prior_close": 209.66,
"orb_from_minute": true
},
"levels_valid": true,
"why": [
"RS vs QQQ +7.10%",
"RS vs SMH +6.28%",
"News 7",
"Volume 信号"
],
"why_chain": "RS vs QQQ +7.10% · RS vs SMH +6.28% · News 7 · Volume 信号",
"why_vs_runner_up": "NVDA RS +7.1% vs AVGO +3.5%；ER 2.8% vs 1.4%；Win% 77 vs 72；higher beta (7.5 vs 4.2)；relative strength",
"factor_breakdown": {
"relative_strength_vs_qqq": 7.1,
"relative_strength_vs_smh": 6.28,
"relative_weakness_score": -10.87,
"gap_pct": 8.08,
"beta_proxy": 7.51,
"volume_signal": true,
"news_count": 7,
"extended_gap_penalty": 0.0,
"vix_change_pct": -0.41,
"prior_day_change_pct": 0.0
},
"edge_type": "Stock Edge",
"score_formula_display": "final = win_prob(77%) × ER(2.8%) × rr_weight(0.5) / 100",
"expected_high": 233.23,
"expected_low": 220.43,
"expected_close": 233.23,
"current_price": 226.83,
"upside_pct": 2.82,
"downside_risk_pct": 2.82,
"why_factors": [
"RS vs QQQ +7.10%",
"RS vs SMH +6.28%",
"News 7",
"Volume 信号"
],
"why_today": "RS vs QQQ +7.10% · RS vs SMH +6.28% · News 7 · Volume 信号",
"gap_pct": 8.08,
"rr_display": {
"reward_risk_ratio": 7.55,
"risk_reward_ratio": 0.13,
"reward_per_share": 7.02,
"risk_per_share": 0.93,
"label_reward_risk": "Reward/Risk 7.55",
"label_risk_reward": "Risk:Reward 1:0.13",
"display": "Reward/Risk 7.55 · Risk:Reward 1:0.13",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"catalyst": "Geopolitical Risk · Geopolitical Risk (Iran)",
"invalidation": "Close below stop $225.28 · Geopolitical escalation invalidates mean-reversion",
"advisory": true,
"level_reasons": {
"entry": {
"price": 226.21,
"source": "vwap",
"confidence": 89,
"reasons": [
{
"source": "vwap",
"label": "VWAP",
"price": 226.21,
"weight_pct": 70.0,
"matched": true,
"primary": true
},
{
"source": "current",
"label": "Above Current",
"price": 226.83,
"weight_pct": 30.0,
"matched": true,
"primary": false
}
]
},
"stop": {
"price": 225.28,
"source": "orb_low",
"confidence": 89,
"reasons": [
{
"source": "orb_low",
"label": "ORB Low",
"price": 225.28,
"weight_pct": 70.0,
"matched": true,
"primary": true
},
{
"source": "vwap",
"label": "VWAP",
"price": 226.21,
"weight_pct": 30.0,
"matched": true,
"primary": false
}
]
},
"target": {
"price": 233.23,
"source": "expected_close",
"confidence": 77,
"reasons": [
{
"source": "expected_close",
"label": "Expected Close",
"price": 233.23,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
}
},
"return_calculation": "(233.23-226.21)/226.21=3.10%",
"heuristic_expected_return_pct": 2.82,
"target_action": "卖出/获利",
"trade_summary_cn": "做多 NVDA：在 226.21 附近入场，目标 233.23，预期 +3.10%",
"expected_r": 5.5758,
"trade_economics": {
"account_size": 10000.0,
"risk_pct": 1.0,
"position_pct": 100.0,
"shares": 107,
"contracts": 1,
"max_loss_usd": 99.51,
"win_usd": 751.14,
"loss_usd": 99.51,
"expected_value_usd": 555.49,
"risk_per_share": 0.93,
"reward_per_share": 7.02,
"rr_display": {
"reward_risk_ratio": 7.55,
"risk_reward_ratio": 0.13,
"reward_per_share": 7.02,
"risk_per_share": 0.93,
"label_reward_risk": "Reward/Risk 7.55",
"label_risk_reward": "Risk:Reward 1:0.13",
"display": "Reward/Risk 7.55 · Risk:Reward 1:0.13",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"size_label": "Small",
"display": "$10,000 → Win +$751 / Loss -$100"
},
"position_sizing": {
"risk_pct": 1.0,
"position_pct": 100.0,
"contracts": 1,
"shares": 107,
"max_loss_usd": 99.51,
"size_label": "Small",
"display": "Risk 1.0% → Position 100.0% → 1 unit(s) → Max Loss $99.51"
},
"why_wins_today": [
{
"rank": 1,
"dimension": "relative_strength",
"label": "Highest Relative Strength",
"primary_value": 7.1,
"runner_up_value": 3.53,
"wins": true
},
{
"rank": 2,
"dimension": "expected_range",
"label": "Largest Expected Range",
"primary_value": 5.64,
"runner_up_value": 3.31,
"wins": true
},
{
"rank": 3,
"dimension": "win_prob",
"label": "Highest Probability",
"primary_value": 77.0,
"runner_up_value": 72.0,
"wins": true
},
{
"rank": 4,
"dimension": "risk_reward",
"label": "Best Risk Reward",
"primary_value": 7.54,
"runner_up_value": 1.49,
"wins": true
},
{
"rank": 5,
"dimension": "catalyst",
"label": "Best Catalyst Alignment",
"primary_value": 8.0,
"runner_up_value": 5.0,
"wins": true
}
],
"why_not_alternatives": [
{
"symbol": "AVGO",
"rank": 2,
"reasons": [
"Win% 77 vs 72",
"ER 3.1% vs 1.4%",
"Score 1.09 vs 0.51",
"RS +7.1% vs +3.5%",
"R:R 7.54 vs 1.0",
"Tradeable (Small) vs Pass"
],
"summary": "Why NVDA over AVGO: Win% 77 vs 72 · ER 3.1% vs 1.4% · Score 1.09 vs 0.51 · RS +7.1% vs +3.5% · R:R 7.54 vs 1.0 · Tradeable (Small) vs Pass"
},
{
"symbol": "TQQQ",
"rank": 3,
"reasons": [
"Win% 77 vs 66",
"ER 3.1% vs 0.7%",
"Score 1.09 vs 0.24",
"RS +7.1% vs +2.0%",
"R:R 7.54 vs 1.12",
"Tradeable (Small) vs Pass"
],
"summary": "Why NVDA over TQQQ: Win% 77 vs 66 · ER 3.1% vs 0.7% · Score 1.09 vs 0.24 · RS +7.1% vs +2.0% · R:R 7.54 vs 1.12 · Tradeable (Small) vs Pass"
},
{
"symbol": "TSLA",
"rank": 4,
"reasons": [
"Win% 77 vs 66",
"ER 3.1% vs 0.6%",
"Score 1.09 vs 0.18",
"RS +7.1% vs +1.7%",
"R:R 7.54 vs 0.69",
"Tradeable (Small) vs Pass"
],
"summary": "Why NVDA over TSLA: Win% 77 vs 66 · ER 3.1% vs 0.6% · Score 1.09 vs 0.18 · RS +7.1% vs +1.7% · R:R 7.54 vs 0.69 · Tradeable (Small) vs Pass"
},
{
"symbol": "XLK",
"rank": 5,
"reasons": [
"Win% 77 vs 66",
"ER 3.1% vs 0.5%",
"Score 1.09 vs 0.16",
"RS +7.1% vs +1.5%",
"R:R 7.54 vs 0.67",
"Tradeable (Small) vs Pass"
],
"summary": "Why NVDA over XLK: Win% 77 vs 66 · ER 3.1% vs 0.5% · Score 1.09 vs 0.16 · RS +7.1% vs +1.5% · R:R 7.54 vs 0.67 · Tradeable (Small) vs Pass"
},
{
"symbol": "SMH",
"rank": 6,
"reasons": [
"Win% 77 vs 71",
"ER 3.1% vs 0.2%",
"Score 1.09 vs 0.13",
"RS +7.1% vs +0.8%",
"R:R 7.54 vs 1.46",
"Tradeable (Small) vs Pass"
],
"summary": "Why NVDA over SMH: Win% 77 vs 71 · ER 3.1% vs 0.2% · Score 1.09 vs 0.13 · RS +7.1% vs +0.8% · R:R 7.54 vs 1.46 · Tradeable (Small) vs Pass"
}
],
"rank_summary": "NVDA ranked #1 because weakest RS + largest expected range + highest probability",
"win_prob_source": "rules",
"calibration": {
"calibrated_win_prob": 77.0,
"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": 555.49,
"win_scenario_usd": 751.14,
"loss_scenario_usd": 99.51,
"win_prob_pct": 77.0,
"display": "EV $+555 (win +$751 @ 77.0% · loss -$100)"
},
"entry_status": {
"current_price": 226.83,
"ideal_entry": 226.21,
"distance_pct": 0.27,
"remaining_er_pct": 2.82,
"live_expected_return_pct": 2.82,
"new_plan": null,
"alternate_entry": null,
"advisory": true,
"advisory_tag": "ADVISORY — 不构成投资建议",
"zone_low": 225.53,
"zone_high": 226.89,
"miss_threshold_pct": 1.0,
"status": "PREMARKET",
"status_reason": "Premarket Ideal Entry — plan not yet live",
"action_hint": "Entry still valid"
}
},
"secondary": null,
"watchlist": null,
"index_trade": "NO TRADE",
"p16_gate": "No Trade",
"threshold_message": null,
"stock_trades": [
{
"rank": 1,
"symbol": "NVDA",
"direction": "LONG",
"confidence": 77,
"expected_move": "+3.10%",
"why": "RS vs QQQ +7.10% · RS vs SMH +6.28% · News 7 · Volume 信号"
}
],
"top_trades": [
{
"rank": 1,
"symbol": "NVDA",
"direction": "LONG",
"instrument": "Stock",
"horizon": "Swing",
"confidence": 77,
"confidence_stars": "★★★☆☆",
"expected_move": "+3.10%",
"expected_return_pct": 3.1,
"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
},
"risk_reward": 7.54,
"final_score": 1.09,
"trade_action": "Small",
"relative_strength": 7.1,
"entry": "Above 226.2 (VWAP)",
"entry_source": "vwap",
"entry_price": 226.21,
"entry_zone": {
"low": 225.53,
"high": 226.89,
"mid": 226.21,
"anchors": [
{
"source": "vwap",
"label": "VWAP",
"price": 226.21
}
],
"display": "Entry Zone 226–227",
"entry_source": "vwap",
"tolerance_pct": 0.3
},
"stop": "225.3 (ORB低点)",
"stop_source": "orb_low",
"stop_price": 225.28,
"target": "233.2 (预期收盘)",
"target_source": "expected_close",
"target_price": 233.23,
"targets": [
"233.2 (预期收盘)"
],
"level_anchors": {
"vwap": 226.21,
"orb_high": 227.98,
"orb_low": 225.28,
"prev_high": 209.66,
"prev_low": 209.66,
"prior_close": 209.66,
"orb_from_minute": true
},
"levels_valid": true,
"why": [
"RS vs QQQ +7.10%",
"RS vs SMH +6.28%",
"News 7",
"Volume 信号"
],
"why_chain": "RS vs QQQ +7.10% · RS vs SMH +6.28% · News 7 · Volume 信号",
"why_vs_runner_up": "NVDA RS +7.1% vs AVGO +3.5%；ER 2.8% vs 1.4%；Win% 77 vs 72；higher beta (7.5 vs 4.2)；relative strength",
"factor_breakdown": {
"relative_strength_vs_qqq": 7.1,
"relative_strength_vs_smh": 6.28,
"relative_weakness_score": -10.87,
"gap_pct": 8.08,
"beta_proxy": 7.51,
"volume_signal": true,
"news_count": 7,
"extended_gap_penalty": 0.0,
"vix_change_pct": -0.41,
"prior_day_change_pct": 0.0
},
"edge_type": "Stock Edge",
"score_formula_display": "final = win_prob(77%) × ER(2.8%) × rr_weight(0.5) / 100",
"expected_high": 233.23,
"expected_low": 220.43,
"expected_close": 233.23,
"current_price": 226.83,
"upside_pct": 2.82,
"downside_risk_pct": 2.82,
"why_factors": [
"RS vs QQQ +7.10%",
"RS vs SMH +6.28%",
"News 7",
"Volume 信号"
],
"why_today": "RS vs QQQ +7.10% · RS vs SMH +6.28% · News 7 · Volume 信号",
"gap_pct": 8.08,
"rr_display": {
"reward_risk_ratio": 7.55,
"risk_reward_ratio": 0.13,
"reward_per_share": 7.02,
"risk_per_share": 0.93,
"label_reward_risk": "Reward/Risk 7.55",
"label_risk_reward": "Risk:Reward 1:0.13",
"display": "Reward/Risk 7.55 · Risk:Reward 1:0.13",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"catalyst": "Geopolitical Risk · Geopolitical Risk (Iran)",
"invalidation": "Close below stop $225.28 · Geopolitical escalation invalidates mean-reversion",
"advisory": true,
"level_reasons": {
"entry": {
"price": 226.21,
"source": "vwap",
"confidence": 89,
"reasons": [
{
"source": "vwap",
"label": "VWAP",
"price": 226.21,
"weight_pct": 70.0,
"matched": true,
"primary": true
},
{
"source": "current",
"label": "Above Current",
"price": 226.83,
"weight_pct": 30.0,
"matched": true,
"primary": false
}
]
},
"stop": {
"price": 225.28,
"source": "orb_low",
"confidence": 89,
"reasons": [
{
"source": "orb_low",
"label": "ORB Low",
"price": 225.28,
"weight_pct": 70.0,
"matched": true,
"primary": true
},
{
"source": "vwap",
"label": "VWAP",
"price": 226.21,
"weight_pct": 30.0,
"matched": true,
"primary": false
}
]
},
"target": {
"price": 233.23,
"source": "expected_close",
"confidence": 77,
"reasons": [
{
"source": "expected_close",
"label": "Expected Close",
"price": 233.23,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
}
},
"return_calculation": "(233.23-226.21)/226.21=3.10%",
"heuristic_expected_return_pct": 2.82,
"target_action": "卖出/获利",
"trade_summary_cn": "做多 NVDA：在 226.21 附近入场，目标 233.23，预期 +3.10%",
"expected_r": 5.5758,
"trade_economics": {
"account_size": 10000.0,
"risk_pct": 1.0,
"position_pct": 100.0,
"shares": 107,
"contracts": 1,
"max_loss_usd": 99.51,
"win_usd": 751.14,
"loss_usd": 99.51,
"expected_value_usd": 555.49,
"risk_per_share": 0.93,
"reward_per_share": 7.02,
"rr_display": {
"reward_risk_ratio": 7.55,
"risk_reward_ratio": 0.13,
"reward_per_share": 7.02,
"risk_per_share": 0.93,
"label_reward_risk": "Reward/Risk 7.55",
"label_risk_reward": "Risk:Reward 1:0.13",
"display": "Reward/Risk 7.55 · Risk:Reward 1:0.13",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"size_label": "Small",
"display": "$10,000 → Win +$751 / Loss -$100"
},
"position_sizing": {
"risk_pct": 1.0,
"position_pct": 100.0,
"contracts": 1,
"shares": 107,
"max_loss_usd": 99.51,
"size_label": "Small",
"display": "Risk 1.0% → Position 100.0% → 1 unit(s) → Max Loss $99.51"
},
"why_wins_today": [
{
"rank": 1,
"dimension": "relative_strength",
"label": "Highest Relative Strength",
"primary_value": 7.1,
"runner_up_value": 3.53,
"wins": true
},
{
"rank": 2,
"dimension": "expected_range",
"label": "Largest Expected Range",
"primary_value": 5.64,
"runner_up_value": 3.31,
"wins": true
},
{
"rank": 3,
"dimension": "win_prob",
"label": "Highest Probability",
"primary_value": 77.0,
"runner_up_value": 72.0,
"wins": true
},
{
"rank": 4,
"dimension": "risk_reward",
"label": "Best Risk Reward",
"primary_value": 7.54,
"runner_up_value": 1.49,
"wins": true
},
{
"rank": 5,
"dimension": "catalyst",
"label": "Best Catalyst Alignment",
"primary_value": 8.0,
"runner_up_value": 5.0,
"wins": true
}
],
"why_not_alternatives": [
{
"symbol": "AVGO",
"rank": 2,
"reasons": [
"Win% 77 vs 72",
"ER 3.1% vs 1.4%",
"Score 1.09 vs 0.51",
"RS +7.1% vs +3.5%",
"R:R 7.54 vs 1.0",
"Tradeable (Small) vs Pass"
],
"summary": "Why NVDA over AVGO: Win% 77 vs 72 · ER 3.1% vs 1.4% · Score 1.09 vs 0.51 · RS +7.1% vs +3.5% · R:R 7.54 vs 1.0 · Tradeable (Small) vs Pass"
},
{
"symbol": "TQQQ",
"rank": 3,
"reasons": [
"Win% 77 vs 66",
"ER 3.1% vs 0.7%",
"Score 1.09 vs 0.24",
"RS +7.1% vs +2.0%",
"R:R 7.54 vs 1.12",
"Tradeable (Small) vs Pass"
],
"summary": "Why NVDA over TQQQ: Win% 77 vs 66 · ER 3.1% vs 0.7% · Score 1.09 vs 0.24 · RS +7.1% vs +2.0% · R:R 7.54 vs 1.12 · Tradeable (Small) vs Pass"
},
{
"symbol": "TSLA",
"rank": 4,
"reasons": [
"Win% 77 vs 66",
"ER 3.1% vs 0.6%",
"Score 1.09 vs 0.18",
"RS +7.1% vs +1.7%",
"R:R 7.54 vs 0.69",
"Tradeable (Small) vs Pass"
],
"summary": "Why NVDA over TSLA: Win% 77 vs 66 · ER 3.1% vs 0.6% · Score 1.09 vs 0.18 · RS +7.1% vs +1.7% · R:R 7.54 vs 0.69 · Tradeable (Small) vs Pass"
},
{
"symbol": "XLK",
"rank": 5,
"reasons": [
"Win% 77 vs 66",
"ER 3.1% vs 0.5%",
"Score 1.09 vs 0.16",
"RS +7.1% vs +1.5%",
"R:R 7.54 vs 0.67",
"Tradeable (Small) vs Pass"
],
"summary": "Why NVDA over XLK: Win% 77 vs 66 · ER 3.1% vs 0.5% · Score 1.09 vs 0.16 · RS +7.1% vs +1.5% · R:R 7.54 vs 0.67 · Tradeable (Small) vs Pass"
},
{
"symbol": "SMH",
"rank": 6,
"reasons": [
"Win% 77 vs 71",
"ER 3.1% vs 0.2%",
"Score 1.09 vs 0.13",
"RS +7.1% vs +0.8%",
"R:R 7.54 vs 1.46",
"Tradeable (Small) vs Pass"
],
"summary": "Why NVDA over SMH: Win% 77 vs 71 · ER 3.1% vs 0.2% · Score 1.09 vs 0.13 · RS +7.1% vs +0.8% · R:R 7.54 vs 1.46 · Tradeable (Small) vs Pass"
}
],
"rank_summary": "NVDA ranked #1 because weakest RS + largest expected range + highest probability",
"win_prob_source": "rules",
"calibration": {
"calibrated_win_prob": 77.0,
"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": 555.49,
"win_scenario_usd": 751.14,
"loss_scenario_usd": 99.51,
"win_prob_pct": 77.0,
"display": "EV $+555 (win +$751 @ 77.0% · loss -$100)"
},
"entry_status": {
"current_price": 226.83,
"ideal_entry": 226.21,
"distance_pct": 0.27,
"remaining_er_pct": 2.82,
"live_expected_return_pct": 2.82,
"new_plan": null,
"alternate_entry": null,
"advisory": true,
"advisory_tag": "ADVISORY — 不构成投资建议",
"zone_low": 225.53,
"zone_high": 226.89,
"miss_threshold_pct": 1.0,
"status": "PREMARKET",
"status_reason": "Premarket Ideal Entry — plan not yet live",
"action_hint": "Entry still valid"
}
}
],
"watchlist_items": [
{
"symbol": "AVGO",
"rank": 2,
"win_prob": 72.0,
"expected_return_pct": 1.42,
"trade_action": "Pass",
"why": "RS vs QQQ +3.53% · RS vs SMH +2.71% · Volume 信号 · 几何上行 <1.5%（软门槛）",
"note": "Monitor — below trade threshold"
},
{
"symbol": "TQQQ",
"rank": 3,
"win_prob": 66.0,
"expected_return_pct": 0.66,
"trade_action": "Pass",
"why": "RS vs QQQ +2.00% · Volume 信号 · 几何上行 <1.5%（软门槛）",
"note": "Monitor — below trade threshold"
},
{
"symbol": "TSLA",
"rank": 4,
"win_prob": 66.0,
"expected_return_pct": 0.55,
"trade_action": "Pass",
"why": "RS vs QQQ +1.69% · Volume 信号 · 期望R 0.12 < 0.20（EV门禁）",
"note": "Monitor — below trade threshold"
},
{
"symbol": "XLK",
"rank": 5,
"win_prob": 66.0,
"expected_return_pct": 0.49,
"trade_action": "Pass",
"why": "RS vs QQQ +1.52% · Volume 信号 · 期望R 0.10 < 0.20（EV门禁）",
"note": "Monitor — below trade threshold"
},
{
"symbol": "SMH",
"rank": 6,
"win_prob": 71.0,
"expected_return_pct": 0.25,
"trade_action": "Pass",
"why": "RS vs QQQ +0.82% · 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": "LONG",
"instrument": "Stock",
"horizon": "Swing",
"duration": "Swing (days–weeks)",
"confidence": 82,
"entry": "Near 226.2 (swing zone)",
"entry_source": "swing_zone",
"entry_price": 226.15,
"entry_zone": {
"low": 222.89,
"high": 226.83,
"mid": 226.15,
"display": "$222.89–$226.83",
"source": "swing_pullback"
},
"stop": "216.4 (1.75xATR)",
"stop_source": "1.75xATR",
"stop_price": 216.38,
"target": "239.2 (T1 ~5.8%)",
"target_source": "2xATR_or_5pct",
"target_price": 239.18,
"targets": [
{
"price": 239.18,
"label": "T1",
"pct": 5.76
},
{
"price": 248.77,
"label": "T2",
"pct": 10.0
}
],
"expected_return_pct": 5.76,
"expected_move": "+5.76%",
"risk_reward": 1.33,
"win_prob": 77.0,
"final_score": 1.09,
"swing_quality": 7.514,
"atr": 6.5129,
"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": 226.83,
"why": [
"高流动性波段标的 NVDA",
"Prior day +0.0%",
"5D momentum +5.1%",
"RS vs QQQ +7.10%",
"News/7 catalyst hints",
"Swing score 7.5"
],
"why_chain": "高流动性波段标的 NVDA · Prior day +0.0% · 5D momentum +5.1% · RS vs QQQ +7.10%",
"invalidation": "Close beyond stop $216.38 or thesis broken (trend flip / catalyst fade)",
"trade_summary_cn": "波段做多 NVDA：理想入场 $222.89–$226.83，止损 $216.38，目标 $239.18（约 +5.8%），持仓天数–数周",
"one_liner": "波段做多 NVDA：理想入场 $222.89–$226.83，止损 $216.38，目标 $239.18（约 +5.8%），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、Geopolitical Risk (Iran)、Trade Policy",
"catalyst": "Geopolitical Risk、Geopolitical Risk (Iran)、Trade Policy"
},
"index_edge": {
"edge": "YES",
"why": "QQQ 盘前/开盘 +1.09%"
},
"sector_edge": {
"edge": "YES",
"why": "SMH 领先 QQQ +0.97%",
"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": "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": 2.82,
"expected_high": 233.23,
"expected_low": 220.43,
"expected_close": 233.23,
"current_price": 226.83,
"upside_pct": 2.82,
"downside_risk_pct": 2.82,
"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": 0.54,
"final_score": 1.09,
"trade_action": "Small",
"trade": "Small",
"gap_pct": 8.08,
"relative_strength": 7.1,
"relative_strength_vs_smh": 6.28,
"relative_weakness_score": -10.87,
"prior_day_change_pct": 0.0,
"why_factors": [
"RS vs QQQ +7.10%",
"RS vs SMH +6.28%",
"News 7",
"Volume 信号"
],
"why": "RS vs QQQ +7.10% · RS vs SMH +6.28% · News 7 · Volume 信号",
"score": 11,
"news_count": 7,
"factor_breakdown": {
"relative_strength_vs_qqq": 7.1,
"relative_strength_vs_smh": 6.28,
"relative_weakness_score": -10.87,
"gap_pct": 8.08,
"beta_proxy": 7.51,
"volume_signal": true,
"news_count": 7,
"extended_gap_penalty": 0.0,
"vix_change_pct": -0.41,
"prior_day_change_pct": 0.0
},
"edge_type": "Stock Edge",
"score_formula_display": "final = win_prob(77%) × ER(2.8%) × rr_weight(0.5) / 100",
"rr_weight": 0.5,
"why_vs_runner_up": "NVDA RS +7.1% vs AVGO +3.5%；ER 2.8% vs 1.4%；Win% 77 vs 72；higher beta (7.5 vs 4.2)；relative strength",
"advisory": true,
"rank": 1,
"direction": "LONG"
},
{
"symbol": "AVGO",
"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": 1.42,
"expected_high": 377.32,
"expected_low": 366.73,
"expected_close": 377.32,
"current_price": 372.03,
"upside_pct": 1.42,
"downside_risk_pct": 1.42,
"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": 0.44,
"final_score": 0.51,
"trade_action": "Pass",
"trade": "Pass",
"gap_pct": 4.9,
"relative_strength": 3.53,
"relative_strength_vs_smh": 2.71,
"relative_weakness_score": -5.16,
"prior_day_change_pct": 0.0,
"why_factors": [
"RS vs QQQ +3.53%",
"RS vs SMH +2.71%",
"Volume 信号",
"几何上行 <1.5%（软门槛）"
],
"why": "RS vs QQQ +3.53% · RS vs SMH +2.71% · Volume 信号 · 几何上行 <1.5%（软门槛）",
"score": 5,
"news_count": 0,
"factor_breakdown": {
"relative_strength_vs_qqq": 3.53,
"relative_strength_vs_smh": 2.71,
"relative_weakness_score": -5.16,
"gap_pct": 4.9,
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"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": "NVDA",
"trade_direction": "LONG",
"primary_symbol": "NVDA",
"predicted_return_pct": 3.1,
"prediction_error_pct": -0.82
},
"surprise": "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-39"
],
"bayesian_drivers": {
"AI": 1.0,
"Bond": 0.0,
"Macro": 0.0,
"Oil": 0.0,
"Risk": 0.0
},
"data_gaps": []
}