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 42
H-2026-08-31-001Surprise：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": "2026-08-31",
"features": {
"dgs10": 4.67,
"dgs2": null,
"vix": 15.19,
"vix_chg": 5.27,
"qqq_chg": -0.55,
"smh_chg": -2.86,
"nvda_chg": -3.24,
"spy_chg": 0.0,
"oil_chg": 0.0,
"dxy_chg": -0.18,
"breadth_proxy": 0.7142857142857143,
"qqq_gap": -0.59,
"news_headline_count": 33,
"news_bearish_ratio": 0.133,
"news_ai_mentions": 55,
"news_macro_mentions": 10,
"news_oil_mentions": 5,
"news_risk_mentions": 0
},
"regime": {
"label": "AI Expansion",
"confidence": 0.82
},
"hypothesis": {
"id": "H-2026-08-31-001",
"statement": "弱 NFP 能否抵消 AI 抛售？（Macro 利率利好 vs 半导体风险）",
"evidence": [
"VIX=15.2 (low fear)",
"Breadth 71% (broad participation)"
],
"counter_evidence": [
"VIX↑ 5.3% (risk-off pressure)"
],
"confidence": 0.58,
"status": "待验证"
},
"morning": {
"bias": "Strong Bear",
"total": -5,
"driver_type": "Political",
"daily_driver": "Geopolitical Risk",
"best_opportunity": {
"direction": "SHORT",
"symbol": "ARM",
"instrument": "Stock",
"horizon": "Swing",
"confidence": 80,
"confidence_stars": "★★★★☆",
"entry": "Below 239.7 (VWAP)",
"entry_source": "vwap",
"entry_price": 239.67,
"stop": "242.9 (ORB高点)",
"stop_source": "orb_high",
"stop_price": 242.88,
"target": "233.9 (预期收盘)",
"target_source": "expected_close",
"target_price": 233.94,
"target_action": "买入/平空仓",
"targets": [
"233.9 (预期收盘)"
],
"duration": "Swing",
"why": [
"RS弱于QQQ -5.61%",
"RS弱于SMH -3.23%",
"Volume 信号",
"VIX 走高"
],
"why_chain": "RS弱于QQQ -5.61% · RS弱于SMH -3.23% · Volume 信号 · VIX 走高",
"why_vs_runner_up": "ARM RS -5.6% vs NVDA -3.2%；ER 2.0% vs 1.1%；Win% 80 vs 57；higher beta (7.5 vs 4.7)；relative weakness play",
"factor_breakdown": {
"relative_strength_vs_qqq": -5.61,
"relative_strength_vs_smh": -3.23,
"relative_weakness_score": 7.55,
"gap_pct": -6.05,
"beta_proxy": 7.52,
"volume_signal": true,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": 5.27,
"prior_day_change_pct": 0.0
},
"edge_type": "Relative Weakness",
"score_formula_display": "final = win_prob(80%) × ER(2.0%) × rr_weight(0.5) / 100",
"win_prob": 80.0,
"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
},
{
"factor": "Macro",
"key": "macro",
"points": 6.0
}
],
"total": 80.0,
"raw_total": 80.0,
"was_clamped": false
},
"expected_return_pct": 2.39,
"expected_move": "+2.39%",
"return_calculation": "(239.67-233.94)/239.67=2.39%",
"trade_summary_cn": "做空 ARM：在 239.67 附近入场，目标 233.94，预期 +2.39%",
"risk_reward": 1.78,
"rr_display": {
"reward_risk_ratio": 1.79,
"risk_reward_ratio": 0.56,
"reward_per_share": 5.73,
"risk_per_share": 3.21,
"label_reward_risk": "Reward/Risk 1.79",
"label_risk_reward": "Risk:Reward 1:0.56",
"display": "Reward/Risk 1.79 · Risk:Reward 1:0.56",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"entry_zone": {
"low": 238.95,
"high": 240.39,
"mid": 239.67,
"anchors": [
{
"source": "vwap",
"label": "VWAP",
"price": 239.67
}
],
"display": "Entry Zone 239–240",
"entry_source": "vwap",
"tolerance_pct": 0.3
},
"rank_summary": "ARM ranked #1 because weakest RS + largest expected range + highest probability",
"win_prob_source": "rules",
"calibration": {
"calibrated_win_prob": 80.0,
"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": 122.2,
"win_scenario_usd": 177.63,
"loss_scenario_usd": 99.51,
"win_prob_pct": 80.0,
"display": "EV $+122 (win +$178 @ 80.0% · loss -$100)"
},
"final_score": 0.8,
"level_anchors": {
"vwap": 239.67,
"orb_high": 242.88,
"orb_low": 236.89,
"prev_high": 255.21,
"prev_low": 255.21,
"prior_close": 255.21,
"orb_from_minute": true
},
"level_reasons": {
"entry": {
"price": 239.67,
"source": "vwap",
"confidence": 89,
"reasons": [
{
"source": "vwap",
"label": "VWAP",
"price": 239.67,
"weight_pct": 70.0,
"matched": true,
"primary": true
},
{
"source": "current",
"label": "Below Current",
"price": 238.7,
"weight_pct": 30.0,
"matched": true,
"primary": false
}
]
},
"stop": {
"price": 242.88,
"source": "orb_high",
"confidence": 77,
"reasons": [
{
"source": "orb_high",
"label": "ORB High",
"price": 242.88,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
},
"target": {
"price": 233.94,
"source": "expected_close",
"confidence": 77,
"reasons": [
{
"source": "expected_close",
"label": "Expected Close",
"price": 233.94,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
}
},
"trade_economics": {
"account_size": 10000.0,
"risk_pct": 1.0,
"position_pct": 74.3,
"shares": 31,
"contracts": 1,
"max_loss_usd": 99.51,
"win_usd": 177.63,
"loss_usd": 99.51,
"expected_value_usd": 122.2,
"risk_per_share": 3.21,
"reward_per_share": 5.73,
"rr_display": {
"reward_risk_ratio": 1.79,
"risk_reward_ratio": 0.56,
"reward_per_share": 5.73,
"risk_per_share": 3.21,
"label_reward_risk": "Reward/Risk 1.79",
"label_risk_reward": "Risk:Reward 1:0.56",
"display": "Reward/Risk 1.79 · Risk:Reward 1:0.56",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"size_label": "Small",
"display": "$10,000 → Win +$178 / Loss -$100"
},
"position_sizing": {
"risk_pct": 1.0,
"position_pct": 74.3,
"contracts": 1,
"shares": 31,
"max_loss_usd": 99.51,
"size_label": "Small",
"display": "Risk 1.0% → Position 74.3% → 1 unit(s) → Max Loss $99.51"
},
"why_wins_today": [
{
"rank": 1,
"dimension": "relative_strength",
"label": "Highest Relative Strength",
"primary_value": -5.61,
"runner_up_value": 4.23,
"wins": true
},
{
"rank": 2,
"dimension": "expected_range",
"label": "Largest Expected Range",
"primary_value": 3.98,
"runner_up_value": 2.35,
"wins": true
},
{
"rank": 3,
"dimension": "win_prob",
"label": "Highest Probability",
"primary_value": 80.0,
"runner_up_value": 72.0,
"wins": true
}
],
"why_not_alternatives": [
{
"symbol": "NVDA",
"rank": 2,
"reasons": [
"Win% 80 vs 57",
"ER 2.4% vs 1.1%",
"Score 0.8 vs 0.3",
"RS -5.6% vs -3.2%",
"R:R 1.78 vs 1.0",
"Tradeable (Small) vs Pass"
],
"summary": "Why ARM over NVDA: Win% 80 vs 57 · ER 2.4% vs 1.1% · Score 0.8 vs 0.3 · RS -5.6% vs -3.2% · R:R 1.78 vs 1.0 · Tradeable (Small) vs Pass"
},
{
"symbol": "SMH",
"rank": 3,
"reasons": [
"Win% 80 vs 54",
"ER 2.4% vs 0.7%",
"Score 0.8 vs 0.22",
"RS -5.6% vs -2.4%",
"R:R 1.78 vs 1.12",
"Tradeable (Small) vs Pass"
],
"summary": "Why ARM over SMH: Win% 80 vs 54 · ER 2.4% vs 0.7% · Score 0.8 vs 0.22 · RS -5.6% vs -2.4% · R:R 1.78 vs 1.12 · Tradeable (Small) vs Pass"
},
{
"symbol": "TSLA",
"rank": 4,
"reasons": [
"Win% 80 vs 72",
"ER 2.4% vs 0.4%",
"Score 0.8 vs 0.22",
"RS -5.6% vs -1.4%",
"R:R 1.78 vs 1.5",
"Tradeable (Small) vs Pass"
],
"summary": "Why ARM over TSLA: Win% 80 vs 72 · ER 2.4% vs 0.4% · Score 0.8 vs 0.22 · RS -5.6% vs -1.4% · R:R 1.78 vs 1.5 · Tradeable (Small) vs Pass"
},
{
"symbol": "XLK",
"rank": 5,
"reasons": [
"Win% 80 vs 72",
"ER 2.4% vs 0.3%",
"Score 0.8 vs 0.17",
"RS -5.6% vs -0.9%",
"R:R 1.78 vs 1.6",
"Tradeable (Small) vs Pass"
],
"summary": "Why ARM over XLK: Win% 80 vs 72 · ER 2.4% vs 0.3% · Score 0.8 vs 0.17 · RS -5.6% vs -0.9% · R:R 1.78 vs 1.6 · Tradeable (Small) vs Pass"
},
{
"symbol": "TQQQ",
"rank": 6,
"reasons": [
"Win% 80 vs 54",
"ER 2.4% vs 0.5%",
"Score 0.8 vs 0.16",
"RS -5.6% vs -1.8%",
"R:R 1.78 vs 1.14",
"Tradeable (Small) vs Pass"
],
"summary": "Why ARM over TQQQ: Win% 80 vs 54 · ER 2.4% vs 0.5% · Score 0.8 vs 0.16 · RS -5.6% vs -1.8% · R:R 1.78 vs 1.14 · Tradeable (Small) vs Pass"
}
],
"avoid": [],
"one_liner": "做空 ARM：在 239.67 附近入场，目标 233.94，预期 +2.39%",
"p16_gate": "No Trade",
"advisory": true
},
"best_trades": {
"primary": {
"rank": 1,
"symbol": "ARM",
"direction": "SHORT",
"instrument": "Stock",
"horizon": "Swing",
"confidence": 80,
"confidence_stars": "★★★★☆",
"expected_move": "+2.39%",
"expected_return_pct": 2.39,
"win_prob": 80.0,
"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
},
{
"factor": "Macro",
"key": "macro",
"points": 6.0
}
],
"total": 80.0,
"raw_total": 80.0,
"was_clamped": false
},
"risk_reward": 1.78,
"final_score": 0.8,
"trade_action": "Small",
"relative_strength": -5.61,
"entry": "Below 239.7 (VWAP)",
"entry_source": "vwap",
"entry_price": 239.67,
"entry_zone": {
"low": 238.95,
"high": 240.39,
"mid": 239.67,
"anchors": [
{
"source": "vwap",
"label": "VWAP",
"price": 239.67
}
],
"display": "Entry Zone 239–240",
"entry_source": "vwap",
"tolerance_pct": 0.3
},
"stop": "242.9 (ORB高点)",
"stop_source": "orb_high",
"stop_price": 242.88,
"target": "233.9 (预期收盘)",
"target_source": "expected_close",
"target_price": 233.94,
"targets": [
"233.9 (预期收盘)"
],
"level_anchors": {
"vwap": 239.67,
"orb_high": 242.88,
"orb_low": 236.89,
"prev_high": 255.21,
"prev_low": 255.21,
"prior_close": 255.21,
"orb_from_minute": true
},
"levels_valid": true,
"why": [
"RS弱于QQQ -5.61%",
"RS弱于SMH -3.23%",
"Volume 信号",
"VIX 走高"
],
"why_chain": "RS弱于QQQ -5.61% · RS弱于SMH -3.23% · Volume 信号 · VIX 走高",
"why_vs_runner_up": "ARM RS -5.6% vs NVDA -3.2%；ER 2.0% vs 1.1%；Win% 80 vs 57；higher beta (7.5 vs 4.7)；relative weakness play",
"factor_breakdown": {
"relative_strength_vs_qqq": -5.61,
"relative_strength_vs_smh": -3.23,
"relative_weakness_score": 7.55,
"gap_pct": -6.05,
"beta_proxy": 7.52,
"volume_signal": true,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": 5.27,
"prior_day_change_pct": 0.0
},
"edge_type": "Relative Weakness",
"score_formula_display": "final = win_prob(80%) × ER(2.0%) × rr_weight(0.5) / 100",
"expected_high": 243.46,
"expected_low": 233.94,
"expected_close": 233.94,
"current_price": 238.7,
"upside_pct": 1.99,
"downside_risk_pct": 1.99,
"why_factors": [
"RS弱于QQQ -5.61%",
"RS弱于SMH -3.23%",
"Volume 信号",
"VIX 走高"
],
"why_today": "RS弱于QQQ -5.61% · RS弱于SMH -3.23% · Volume 信号 · VIX 走高",
"gap_pct": -6.05,
"rr_display": {
"reward_risk_ratio": 1.79,
"risk_reward_ratio": 0.56,
"reward_per_share": 5.73,
"risk_per_share": 3.21,
"label_reward_risk": "Reward/Risk 1.79",
"label_risk_reward": "Risk:Reward 1:0.56",
"display": "Reward/Risk 1.79 · Risk:Reward 1:0.56",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"catalyst": "Geopolitical Risk · Geopolitical Risk (Iran)",
"invalidation": "Close above stop $242.88 · Geopolitical escalation invalidates mean-reversion",
"advisory": true,
"level_reasons": {
"entry": {
"price": 239.67,
"source": "vwap",
"confidence": 89,
"reasons": [
{
"source": "vwap",
"label": "VWAP",
"price": 239.67,
"weight_pct": 70.0,
"matched": true,
"primary": true
},
{
"source": "current",
"label": "Below Current",
"price": 238.7,
"weight_pct": 30.0,
"matched": true,
"primary": false
}
]
},
"stop": {
"price": 242.88,
"source": "orb_high",
"confidence": 77,
"reasons": [
{
"source": "orb_high",
"label": "ORB High",
"price": 242.88,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
},
"target": {
"price": 233.94,
"source": "expected_close",
"confidence": 77,
"reasons": [
{
"source": "expected_close",
"label": "Expected Close",
"price": 233.94,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
}
},
"return_calculation": "(239.67-233.94)/239.67=2.39%",
"heuristic_expected_return_pct": 1.99,
"target_action": "买入/平空仓",
"trade_summary_cn": "做空 ARM：在 239.67 附近入场，目标 233.94，预期 +2.39%",
"expected_r": 1.224,
"trade_economics": {
"account_size": 10000.0,
"risk_pct": 1.0,
"position_pct": 74.3,
"shares": 31,
"contracts": 1,
"max_loss_usd": 99.51,
"win_usd": 177.63,
"loss_usd": 99.51,
"expected_value_usd": 122.2,
"risk_per_share": 3.21,
"reward_per_share": 5.73,
"rr_display": {
"reward_risk_ratio": 1.79,
"risk_reward_ratio": 0.56,
"reward_per_share": 5.73,
"risk_per_share": 3.21,
"label_reward_risk": "Reward/Risk 1.79",
"label_risk_reward": "Risk:Reward 1:0.56",
"display": "Reward/Risk 1.79 · Risk:Reward 1:0.56",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"size_label": "Small",
"display": "$10,000 → Win +$178 / Loss -$100"
},
"position_sizing": {
"risk_pct": 1.0,
"position_pct": 74.3,
"contracts": 1,
"shares": 31,
"max_loss_usd": 99.51,
"size_label": "Small",
"display": "Risk 1.0% → Position 74.3% → 1 unit(s) → Max Loss $99.51"
},
"why_wins_today": [
{
"rank": 1,
"dimension": "relative_strength",
"label": "Highest Relative Strength",
"primary_value": -5.61,
"runner_up_value": 4.23,
"wins": true
},
{
"rank": 2,
"dimension": "expected_range",
"label": "Largest Expected Range",
"primary_value": 3.98,
"runner_up_value": 2.35,
"wins": true
},
{
"rank": 3,
"dimension": "win_prob",
"label": "Highest Probability",
"primary_value": 80.0,
"runner_up_value": 72.0,
"wins": true
}
],
"why_not_alternatives": [
{
"symbol": "NVDA",
"rank": 2,
"reasons": [
"Win% 80 vs 57",
"ER 2.4% vs 1.1%",
"Score 0.8 vs 0.3",
"RS -5.6% vs -3.2%",
"R:R 1.78 vs 1.0",
"Tradeable (Small) vs Pass"
],
"summary": "Why ARM over NVDA: Win% 80 vs 57 · ER 2.4% vs 1.1% · Score 0.8 vs 0.3 · RS -5.6% vs -3.2% · R:R 1.78 vs 1.0 · Tradeable (Small) vs Pass"
},
{
"symbol": "SMH",
"rank": 3,
"reasons": [
"Win% 80 vs 54",
"ER 2.4% vs 0.7%",
"Score 0.8 vs 0.22",
"RS -5.6% vs -2.4%",
"R:R 1.78 vs 1.12",
"Tradeable (Small) vs Pass"
],
"summary": "Why ARM over SMH: Win% 80 vs 54 · ER 2.4% vs 0.7% · Score 0.8 vs 0.22 · RS -5.6% vs -2.4% · R:R 1.78 vs 1.12 · Tradeable (Small) vs Pass"
},
{
"symbol": "TSLA",
"rank": 4,
"reasons": [
"Win% 80 vs 72",
"ER 2.4% vs 0.4%",
"Score 0.8 vs 0.22",
"RS -5.6% vs -1.4%",
"R:R 1.78 vs 1.5",
"Tradeable (Small) vs Pass"
],
"summary": "Why ARM over TSLA: Win% 80 vs 72 · ER 2.4% vs 0.4% · Score 0.8 vs 0.22 · RS -5.6% vs -1.4% · R:R 1.78 vs 1.5 · Tradeable (Small) vs Pass"
},
{
"symbol": "XLK",
"rank": 5,
"reasons": [
"Win% 80 vs 72",
"ER 2.4% vs 0.3%",
"Score 0.8 vs 0.17",
"RS -5.6% vs -0.9%",
"R:R 1.78 vs 1.6",
"Tradeable (Small) vs Pass"
],
"summary": "Why ARM over XLK: Win% 80 vs 72 · ER 2.4% vs 0.3% · Score 0.8 vs 0.17 · RS -5.6% vs -0.9% · R:R 1.78 vs 1.6 · Tradeable (Small) vs Pass"
},
{
"symbol": "TQQQ",
"rank": 6,
"reasons": [
"Win% 80 vs 54",
"ER 2.4% vs 0.5%",
"Score 0.8 vs 0.16",
"RS -5.6% vs -1.8%",
"R:R 1.78 vs 1.14",
"Tradeable (Small) vs Pass"
],
"summary": "Why ARM over TQQQ: Win% 80 vs 54 · ER 2.4% vs 0.5% · Score 0.8 vs 0.16 · RS -5.6% vs -1.8% · R:R 1.78 vs 1.14 · Tradeable (Small) vs Pass"
}
],
"rank_summary": "ARM ranked #1 because weakest RS + largest expected range + highest probability",
"win_prob_source": "rules",
"calibration": {
"calibrated_win_prob": 80.0,
"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": 122.2,
"win_scenario_usd": 177.63,
"loss_scenario_usd": 99.51,
"win_prob_pct": 80.0,
"display": "EV $+122 (win +$178 @ 80.0% · loss -$100)"
},
"entry_status": {
"current_price": 238.7,
"ideal_entry": 239.67,
"distance_pct": 0.4,
"remaining_er_pct": 1.99,
"live_expected_return_pct": 1.99,
"new_plan": null,
"alternate_entry": null,
"advisory": true,
"advisory_tag": "ADVISORY — 不构成投资建议",
"zone_low": 238.95,
"zone_high": 240.39,
"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": "ARM",
"direction": "SHORT",
"confidence": 80,
"expected_move": "+2.39%",
"why": "RS弱于QQQ -5.61% · RS弱于SMH -3.23% · Volume 信号 · VIX 走高"
}
],
"top_trades": [
{
"rank": 1,
"symbol": "ARM",
"direction": "SHORT",
"instrument": "Stock",
"horizon": "Swing",
"confidence": 80,
"confidence_stars": "★★★★☆",
"expected_move": "+2.39%",
"expected_return_pct": 2.39,
"win_prob": 80.0,
"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
},
{
"factor": "Macro",
"key": "macro",
"points": 6.0
}
],
"total": 80.0,
"raw_total": 80.0,
"was_clamped": false
},
"risk_reward": 1.78,
"final_score": 0.8,
"trade_action": "Small",
"relative_strength": -5.61,
"entry": "Below 239.7 (VWAP)",
"entry_source": "vwap",
"entry_price": 239.67,
"entry_zone": {
"low": 238.95,
"high": 240.39,
"mid": 239.67,
"anchors": [
{
"source": "vwap",
"label": "VWAP",
"price": 239.67
}
],
"display": "Entry Zone 239–240",
"entry_source": "vwap",
"tolerance_pct": 0.3
},
"stop": "242.9 (ORB高点)",
"stop_source": "orb_high",
"stop_price": 242.88,
"target": "233.9 (预期收盘)",
"target_source": "expected_close",
"target_price": 233.94,
"targets": [
"233.9 (预期收盘)"
],
"level_anchors": {
"vwap": 239.67,
"orb_high": 242.88,
"orb_low": 236.89,
"prev_high": 255.21,
"prev_low": 255.21,
"prior_close": 255.21,
"orb_from_minute": true
},
"levels_valid": true,
"why": [
"RS弱于QQQ -5.61%",
"RS弱于SMH -3.23%",
"Volume 信号",
"VIX 走高"
],
"why_chain": "RS弱于QQQ -5.61% · RS弱于SMH -3.23% · Volume 信号 · VIX 走高",
"why_vs_runner_up": "ARM RS -5.6% vs NVDA -3.2%；ER 2.0% vs 1.1%；Win% 80 vs 57；higher beta (7.5 vs 4.7)；relative weakness play",
"factor_breakdown": {
"relative_strength_vs_qqq": -5.61,
"relative_strength_vs_smh": -3.23,
"relative_weakness_score": 7.55,
"gap_pct": -6.05,
"beta_proxy": 7.52,
"volume_signal": true,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": 5.27,
"prior_day_change_pct": 0.0
},
"edge_type": "Relative Weakness",
"score_formula_display": "final = win_prob(80%) × ER(2.0%) × rr_weight(0.5) / 100",
"expected_high": 243.46,
"expected_low": 233.94,
"expected_close": 233.94,
"current_price": 238.7,
"upside_pct": 1.99,
"downside_risk_pct": 1.99,
"why_factors": [
"RS弱于QQQ -5.61%",
"RS弱于SMH -3.23%",
"Volume 信号",
"VIX 走高"
],
"why_today": "RS弱于QQQ -5.61% · RS弱于SMH -3.23% · Volume 信号 · VIX 走高",
"gap_pct": -6.05,
"rr_display": {
"reward_risk_ratio": 1.79,
"risk_reward_ratio": 0.56,
"reward_per_share": 5.73,
"risk_per_share": 3.21,
"label_reward_risk": "Reward/Risk 1.79",
"label_risk_reward": "Risk:Reward 1:0.56",
"display": "Reward/Risk 1.79 · Risk:Reward 1:0.56",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"catalyst": "Geopolitical Risk · Geopolitical Risk (Iran)",
"invalidation": "Close above stop $242.88 · Geopolitical escalation invalidates mean-reversion",
"advisory": true,
"level_reasons": {
"entry": {
"price": 239.67,
"source": "vwap",
"confidence": 89,
"reasons": [
{
"source": "vwap",
"label": "VWAP",
"price": 239.67,
"weight_pct": 70.0,
"matched": true,
"primary": true
},
{
"source": "current",
"label": "Below Current",
"price": 238.7,
"weight_pct": 30.0,
"matched": true,
"primary": false
}
]
},
"stop": {
"price": 242.88,
"source": "orb_high",
"confidence": 77,
"reasons": [
{
"source": "orb_high",
"label": "ORB High",
"price": 242.88,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
},
"target": {
"price": 233.94,
"source": "expected_close",
"confidence": 77,
"reasons": [
{
"source": "expected_close",
"label": "Expected Close",
"price": 233.94,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
}
},
"return_calculation": "(239.67-233.94)/239.67=2.39%",
"heuristic_expected_return_pct": 1.99,
"target_action": "买入/平空仓",
"trade_summary_cn": "做空 ARM：在 239.67 附近入场，目标 233.94，预期 +2.39%",
"expected_r": 1.224,
"trade_economics": {
"account_size": 10000.0,
"risk_pct": 1.0,
"position_pct": 74.3,
"shares": 31,
"contracts": 1,
"max_loss_usd": 99.51,
"win_usd": 177.63,
"loss_usd": 99.51,
"expected_value_usd": 122.2,
"risk_per_share": 3.21,
"reward_per_share": 5.73,
"rr_display": {
"reward_risk_ratio": 1.79,
"risk_reward_ratio": 0.56,
"reward_per_share": 5.73,
"risk_per_share": 3.21,
"label_reward_risk": "Reward/Risk 1.79",
"label_risk_reward": "Risk:Reward 1:0.56",
"display": "Reward/Risk 1.79 · Risk:Reward 1:0.56",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"size_label": "Small",
"display": "$10,000 → Win +$178 / Loss -$100"
},
"position_sizing": {
"risk_pct": 1.0,
"position_pct": 74.3,
"contracts": 1,
"shares": 31,
"max_loss_usd": 99.51,
"size_label": "Small",
"display": "Risk 1.0% → Position 74.3% → 1 unit(s) → Max Loss $99.51"
},
"why_wins_today": [
{
"rank": 1,
"dimension": "relative_strength",
"label": "Highest Relative Strength",
"primary_value": -5.61,
"runner_up_value": 4.23,
"wins": true
},
{
"rank": 2,
"dimension": "expected_range",
"label": "Largest Expected Range",
"primary_value": 3.98,
"runner_up_value": 2.35,
"wins": true
},
{
"rank": 3,
"dimension": "win_prob",
"label": "Highest Probability",
"primary_value": 80.0,
"runner_up_value": 72.0,
"wins": true
}
],
"why_not_alternatives": [
{
"symbol": "NVDA",
"rank": 2,
"reasons": [
"Win% 80 vs 57",
"ER 2.4% vs 1.1%",
"Score 0.8 vs 0.3",
"RS -5.6% vs -3.2%",
"R:R 1.78 vs 1.0",
"Tradeable (Small) vs Pass"
],
"summary": "Why ARM over NVDA: Win% 80 vs 57 · ER 2.4% vs 1.1% · Score 0.8 vs 0.3 · RS -5.6% vs -3.2% · R:R 1.78 vs 1.0 · Tradeable (Small) vs Pass"
},
{
"symbol": "SMH",
"rank": 3,
"reasons": [
"Win% 80 vs 54",
"ER 2.4% vs 0.7%",
"Score 0.8 vs 0.22",
"RS -5.6% vs -2.4%",
"R:R 1.78 vs 1.12",
"Tradeable (Small) vs Pass"
],
"summary": "Why ARM over SMH: Win% 80 vs 54 · ER 2.4% vs 0.7% · Score 0.8 vs 0.22 · RS -5.6% vs -2.4% · R:R 1.78 vs 1.12 · Tradeable (Small) vs Pass"
},
{
"symbol": "TSLA",
"rank": 4,
"reasons": [
"Win% 80 vs 72",
"ER 2.4% vs 0.4%",
"Score 0.8 vs 0.22",
"RS -5.6% vs -1.4%",
"R:R 1.78 vs 1.5",
"Tradeable (Small) vs Pass"
],
"summary": "Why ARM over TSLA: Win% 80 vs 72 · ER 2.4% vs 0.4% · Score 0.8 vs 0.22 · RS -5.6% vs -1.4% · R:R 1.78 vs 1.5 · Tradeable (Small) vs Pass"
},
{
"symbol": "XLK",
"rank": 5,
"reasons": [
"Win% 80 vs 72",
"ER 2.4% vs 0.3%",
"Score 0.8 vs 0.17",
"RS -5.6% vs -0.9%",
"R:R 1.78 vs 1.6",
"Tradeable (Small) vs Pass"
],
"summary": "Why ARM over XLK: Win% 80 vs 72 · ER 2.4% vs 0.3% · Score 0.8 vs 0.17 · RS -5.6% vs -0.9% · R:R 1.78 vs 1.6 · Tradeable (Small) vs Pass"
},
{
"symbol": "TQQQ",
"rank": 6,
"reasons": [
"Win% 80 vs 54",
"ER 2.4% vs 0.5%",
"Score 0.8 vs 0.16",
"RS -5.6% vs -1.8%",
"R:R 1.78 vs 1.14",
"Tradeable (Small) vs Pass"
],
"summary": "Why ARM over TQQQ: Win% 80 vs 54 · ER 2.4% vs 0.5% · Score 0.8 vs 0.16 · RS -5.6% vs -1.8% · R:R 1.78 vs 1.14 · Tradeable (Small) vs Pass"
}
],
"rank_summary": "ARM ranked #1 because weakest RS + largest expected range + highest probability",
"win_prob_source": "rules",
"calibration": {
"calibrated_win_prob": 80.0,
"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": 122.2,
"win_scenario_usd": 177.63,
"loss_scenario_usd": 99.51,
"win_prob_pct": 80.0,
"display": "EV $+122 (win +$178 @ 80.0% · loss -$100)"
},
"entry_status": {
"current_price": 238.7,
"ideal_entry": 239.67,
"distance_pct": 0.4,
"remaining_er_pct": 1.99,
"live_expected_return_pct": 1.99,
"new_plan": null,
"alternate_entry": null,
"advisory": true,
"advisory_tag": "ADVISORY — 不构成投资建议",
"zone_low": 238.95,
"zone_high": 240.39,
"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": 57.0,
"expected_return_pct": 1.05,
"trade_action": "Pass",
"why": "RS弱于QQQ -3.19% · RS弱于SMH -0.81% · News 8 (利空做空) · Volume 信号",
"note": "Monitor — below trade threshold"
},
{
"symbol": "SMH",
"rank": 3,
"win_prob": 54.0,
"expected_return_pct": 0.71,
"trade_action": "Pass",
"why": "RS弱于QQQ -2.38% · Volume 信号 · VIX 走高 · Geo-risk day — avoid blind SMH short vs escalation",
"note": "Monitor — below trade threshold"
},
{
"symbol": "TSLA",
"rank": 4,
"win_prob": 72.0,
"expected_return_pct": 0.41,
"trade_action": "Pass",
"why": "RS弱于QQQ -1.37% · Volume 信号 · VIX 走高 · 几何上行 <1.5%（软门槛）",
"note": "Monitor — below trade threshold"
},
{
"symbol": "XLK",
"rank": 5,
"win_prob": 72.0,
"expected_return_pct": 0.3,
"trade_action": "Pass",
"why": "RS弱于QQQ -0.86% · Volume 信号 · VIX 走高 · 几何上行 <1.5%（软门槛）",
"note": "Monitor — below trade threshold"
},
{
"symbol": "TQQQ",
"rank": 6,
"win_prob": 54.0,
"expected_return_pct": 0.51,
"trade_action": "Pass",
"why": "RS弱于QQQ -1.80% · Volume 信号 · VIX 走高 · Geo-risk day — avoid blind TQQQ short vs escalation",
"note": "Monitor — below trade threshold"
}
],
"advisory": true,
"swing": {
"symbol": "MSFT",
"direction": "LONG",
"instrument": "Stock",
"horizon": "Swing",
"duration": "Swing (days–weeks)",
"confidence": 53,
"entry": "Near 507.3 (swing zone)",
"entry_source": "swing_zone",
"entry_price": 507.26,
"entry_zone": {
"low": 502.38,
"high": 508.79,
"mid": 507.26,
"display": "$502.38–$508.79",
"source": "swing_pullback"
},
"stop": "492.6 (1.75xATR)",
"stop_source": "1.75xATR",
"stop_price": 492.63,
"target": "532.6 (T1 ~5.0%)",
"target_source": "2xATR_or_5pct",
"target_price": 532.62,
"targets": [
{
"price": 532.62,
"label": "T1",
"pct": 5.0
},
{
"price": 557.99,
"label": "T2",
"pct": 10.0
}
],
"expected_return_pct": 5.0,
"expected_move": "+5.00%",
"risk_reward": 1.73,
"win_prob": 48.0,
"final_score": 0.0,
"swing_quality": 6.177,
"atr": 9.7502,
"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": 508.79,
"why": [
"高流动性波段标的 MSFT",
"Prior day +0.0%",
"5D momentum +6.3%",
"RS vs QQQ +1.60%",
"News/6 catalyst hints",
"Swing score 6.2"
],
"why_chain": "高流动性波段标的 MSFT · Prior day +0.0% · 5D momentum +6.3% · RS vs QQQ +1.60%",
"invalidation": "Close beyond stop $492.63 or thesis broken (trend flip / catalyst fade)",
"trade_summary_cn": "波段做多 MSFT：理想入场 $502.38–$508.79，止损 $492.63，目标 $532.62（约 +5.0%），持仓天数–数周",
"one_liner": "波段做多 MSFT：理想入场 $502.38–$508.79，止损 $492.63，目标 $532.62（约 +5.0%），持仓天数–数周",
"edge_type": "Relative Strength",
"advisory": true,
"label": "长线 · Swing Trade",
"separate_from_intraday": true
}
},
"edges": {
"macro_edge": {
"edge": "YES",
"why": "今日有重大催化剂（含地缘/突发）：Geopolitical Risk、Geopolitical Risk (Iran)、Oil Selloff、Trade Policy",
"catalyst": "Geopolitical Risk、Geopolitical Risk (Iran)、Oil Selloff、Trade Policy"
},
"index_edge": {
"edge": "YES",
"why": "QQQ 走弱 -0.85%（做空 edge）"
},
"sector_edge": {
"edge": "NO",
"why": "板块相对强度不足"
},
"stock_edge": {
"edge": "NO",
"why": "无单票 RS+新闻+量能共振"
},
"advisory": "ADVISORY — 不构成投资建议"
},
"trade_candidates": [
{
"symbol": "ARM",
"win_prob": 80.0,
"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
},
{
"factor": "Macro",
"key": "macro",
"points": 6.0
}
],
"total": 80.0,
"raw_total": 80.0,
"was_clamped": false
},
"expected_return_pct": 1.99,
"expected_high": 243.46,
"expected_low": 233.94,
"expected_close": 233.94,
"current_price": 238.7,
"upside_pct": 1.99,
"downside_risk_pct": 1.99,
"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": 0.6,
"final_score": 0.8,
"trade_action": "Small",
"trade": "Small",
"gap_pct": -6.05,
"relative_strength": -5.61,
"relative_strength_vs_smh": -3.23,
"relative_weakness_score": 7.55,
"prior_day_change_pct": 0.0,
"why_factors": [
"RS弱于QQQ -5.61%",
"RS弱于SMH -3.23%",
"Volume 信号",
"VIX 走高"
],
"why": "RS弱于QQQ -5.61% · RS弱于SMH -3.23% · Volume 信号 · VIX 走高",
"score": 8,
"news_count": 0,
"factor_breakdown": {
"relative_strength_vs_qqq": -5.61,
"relative_strength_vs_smh": -3.23,
"relative_weakness_score": 7.55,
"gap_pct": -6.05,
"beta_proxy": 7.52,
"volume_signal": true,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": 5.27,
"prior_day_change_pct": 0.0
},
"edge_type": "Relative Weakness",
"score_formula_display": "final = win_prob(80%) × ER(2.0%) × rr_weight(0.5) / 100",
"rr_weight": 0.5,
"why_vs_runner_up": "ARM RS -5.6% vs NVDA -3.2%；ER 2.0% vs 1.1%；Win% 80 vs 57；higher beta (7.5 vs 4.7)；relative weakness play",
"advisory": true,
"rank": 1,
"direction": "SHORT"
},
{
"symbol": "NVDA",
"win_prob": 57.0,
"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": -12.0
}
],
"total": 57.0,
"raw_total": 57.0,
"was_clamped": false
},
"expected_return_pct": 1.05,
"expected_high": 221.04,
"expected_low": 216.44,
"expected_close": 216.44,
"current_price": 218.74,
"upside_pct": 1.05,
"downside_risk_pct": 1.05,
"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": 0.14,
"final_score": 0.3,
"trade_action": "Pass",
"trade": "Pass",
"gap_pct": -3.94,
"relative_strength": -3.19,
"relative_strength_vs_smh": -0.81,
"relative_weakness_score": 3.68,
"prior_day_change_pct": 0.0,
"why_factors": [
"RS弱于QQQ -3.19%",
"RS弱于SMH -0.81%",
"News 8 (利空做空)",
"Volume 信号",
"VIX 走高",
"Geo-risk day — avoid blind NVDA short vs escalation"
],
"why": "RS弱于QQQ -3.19% · RS弱于SMH -0.81% · News 8 (利空做空) · Volume 信号",
"score": 3,
"news_count": 8,
"factor_breakdown": {
"relative_strength_vs_qqq": -3.19,
"relative_strength_vs_smh": -0.81,
"relative_weakness_score": 3.68,
"gap_pct": -3.94,
"beta_proxy": 4.71,
"volume_signal": true,
"news_count": 8,
"extended_gap_penalty": 0.0,
"vix_change_pct": 5.27,
"prior_day_change_pct": 0.0
},
"edge_type": "Relative Weakness",
"score_formula_display": "final = win_prob(57%) × ER(1.1%) × rr_weight(0.5) / 100",
"rr_weight": 0.5,
"why_vs_runner_up": "—",
"advisory": true,
"rank": 2,
"direction": "SHORT"
},
{
"symbol": "SMH",
"win_prob": 54.0,
"win_prob_breakdown": {
"components": [
{
"factor": "Base",
"key": "base",
"points": 50.0
},
{
"factor": "RS",
"key": "rs",
"points": 12.0
},
{
"factor": "Volume",
"key": "volume",
"points": 4.0
},
{
"factor": "Macro",
"key": "macro",
"points": -12.0
}
],
"total": 54.0,
"raw_total": 54.0,
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"relative_strength_vs_smh": 6.61,
"relative_weakness_score": -8.2,
"gap_pct": 0.69,
"beta_proxy": -3.92,
"volume_signal": true,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": 5.27,
"prior_day_change_pct": 0.0
},
"edge_type": "Relative Strength",
"score_formula_display": "final = win_prob(53%) × ER(-0.9%) × rr_weight(0.5) / 100",
"rr_weight": 0.5,
"why_vs_runner_up": "—",
"advisory": true,
"rank": 19,
"direction": "SHORT"
}
]
},
"intraday": {
"s5": {
"driver_still_valid": true,
"action": "Hold"
},
"s6": {
"trade_valid": true,
"action": "Hold"
},
"s7": {
"actual_driver": "AI Chip Selloff",
"attribution": {
"ai": 0.713,
"bond": 0.103,
"oil": 0.0,
"macro": 0.134,
"other": 0.05,
"splits": {
"AI Chip Selloff": 0.726
}
}
}
},
"trade_plan": {},
"actual": {},
"attribution": {
"ai": 0.713,
"bond": 0.103,
"oil": 0.0,
"macro": 0.134,
"other": 0.05,
"splits": {
"AI Chip Selloff": 0.726
}
},
"labels": {
"actual_driver": "AI Chip Selloff",
"agent_driver": "Geopolitical Risk",
"agent_driver_type": "Political",
"corrected_driver_from_verify": null,
"driver_splits": {
"AI Chip Selloff": 0.7264201230720051
},
"hypothesis_correct": "部分对",
"scenario_primary": "A",
"scenario_actual": "B",
"scenario_correct": false,
"trade_recommendation": "ARM",
"trade_direction": "SHORT",
"primary_symbol": "ARM",
"predicted_return_pct": 2.39,
"prediction_error_pct": null
},
"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-40"
],
"bayesian_drivers": {
"AI": 1.0,
"Bond": 0.0,
"Macro": 0.0,
"Oil": 0.0,
"Risk": 0.0
},
"data_gaps": []
}