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 43
H-2026-09-01-001Surprise：No major surprises vs typical driver mix
Lesson：AI Expansion Regime 下，单日 SMH/NVDA 抛售可压过 Macro 利好，指数分化（Dow+ / QQQ-）比「大盘涨跌」更有信息量
{
"date": "2026-09-01",
"features": {
"dgs10": 4.73,
"dgs2": null,
"vix": 15.81,
"vix_chg": 5.97,
"qqq_chg": -1.19,
"smh_chg": -1.46,
"nvda_chg": 0.01,
"spy_chg": 0.0,
"oil_chg": 0.0,
"dxy_chg": 0.16,
"breadth_proxy": 0.5714285714285714,
"qqq_gap": -0.18,
"news_headline_count": 26,
"news_bearish_ratio": 0.1,
"news_ai_mentions": 46,
"news_macro_mentions": 3,
"news_oil_mentions": 4,
"news_risk_mentions": 1
},
"regime": {
"label": "AI Expansion",
"confidence": 0.82
},
"hypothesis": {
"id": "H-2026-09-01-001",
"statement": "弱 NFP 能否抵消 AI 抛售？（Macro 利率利好 vs 半导体风险）",
"evidence": [
"VIX=15.8 (low fear)"
],
"counter_evidence": [
"VIX↑ 6.0% (risk-off pressure)",
"10Y=4.73% (elevated rates)",
"Breadth 14% (narrow market)"
],
"confidence": 0.53,
"status": "待验证"
},
"morning": {
"bias": "Bear",
"total": -2,
"driver_type": "Political",
"daily_driver": "Geopolitical Risk (Iran)",
"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": "AMZN",
"direction": "SHORT",
"instrument": "Stock",
"horizon": "Intraday",
"confidence": 72,
"confidence_stars": "★★★☆☆",
"expected_move": "+1.79%",
"expected_return_pct": 1.79,
"win_prob": 72.0,
"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": 6.0
}
],
"total": 72.0,
"raw_total": 72.0,
"was_clamped": false
},
"risk_reward": 1.69,
"final_score": 0.29,
"trade_action": "Pass",
"relative_strength": -3.07,
"entry": "Below 257.6 (VWAP)",
"entry_source": "vwap",
"entry_price": 257.99,
"entry_zone": {
"low": 257.61,
"high": 258.37,
"mid": 257.99,
"anchors": [
{
"source": "vwap",
"label": "VWAP",
"price": 257.61
},
{
"source": "orb_low",
"label": "ORB低点",
"price": 258.37
}
],
"display": "Entry Zone 257.61–258.37",
"entry_source": "vwap",
"tolerance_pct": 0.3
},
"stop": "260.7 (ORB高点)",
"stop_source": "orb_high",
"stop_price": 260.72,
"target": "253.4 (预期收盘)",
"target_source": "expected_close",
"target_price": 253.38,
"targets": [
"253.4 (预期收盘)"
],
"level_anchors": {
"vwap": 257.61,
"orb_high": 260.72,
"orb_low": 258.37,
"prev_high": 266.43,
"prev_low": 266.43,
"prior_close": 266.43,
"orb_from_minute": true
},
"levels_valid": true,
"why": [
"RS弱于QQQ -3.07%",
"Volume 信号",
"VIX 走高",
"期望R 0.06 < 0.20（EV门禁）"
],
"why_chain": "RS弱于QQQ -3.07% · Volume 信号 · VIX 走高 · 期望R 0.06 < 0.20（EV门禁）",
"why_vs_runner_up": "AMZN RS -3.1% vs GOOGL -1.9%；ER 0.8% vs 0.6%；higher beta (3.9 vs 2.8)；relative weakness play",
"factor_breakdown": {
"relative_strength_vs_qqq": -3.07,
"relative_strength_vs_smh": -3.08,
"relative_weakness_score": 4.92,
"gap_pct": -2.33,
"beta_proxy": 3.9,
"volume_signal": true,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": 5.97,
"prior_day_change_pct": 0.0
},
"edge_type": "Relative Weakness",
"score_formula_display": "final = win_prob(72%) × ER(0.8%) × rr_weight(0.5) / 100",
"expected_high": 259.77,
"expected_low": 253.38,
"expected_close": 253.38,
"current_price": 255.42,
"upside_pct": 0.8,
"downside_risk_pct": 1.7,
"why_factors": [
"RS弱于QQQ -3.07%",
"Volume 信号",
"VIX 走高",
"期望R 0.06 < 0.20（EV门禁）"
],
"why_today": "RS弱于QQQ -3.07% · Volume 信号 · VIX 走高 · 期望R 0.06 < 0.20（EV门禁）",
"gap_pct": -2.33,
"rr_display": {
"reward_risk_ratio": 1.69,
"risk_reward_ratio": 0.59,
"reward_per_share": 4.61,
"risk_per_share": 2.73,
"label_reward_risk": "Reward/Risk 1.69",
"label_risk_reward": "Risk:Reward 1:0.59",
"display": "Reward/Risk 1.69 · Risk:Reward 1:0.59",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"catalyst": "Geopolitical Risk (Iran) · Macro Surprise",
"invalidation": "Close above stop $260.72 · Geopolitical escalation invalidates mean-reversion",
"advisory": true,
"level_reasons": {
"entry": {
"price": 257.99,
"source": "vwap",
"confidence": 89,
"reasons": [
{
"source": "orb_low",
"label": "ORB Low",
"price": 258.37,
"weight_pct": 30.0,
"matched": true,
"primary": false
},
{
"source": "vwap",
"label": "VWAP",
"price": 257.61,
"weight_pct": 70.0,
"matched": true,
"primary": true
}
]
},
"stop": {
"price": 260.72,
"source": "orb_high",
"confidence": 77,
"reasons": [
{
"source": "orb_high",
"label": "ORB High",
"price": 260.72,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
},
"target": {
"price": 253.38,
"source": "expected_close",
"confidence": 77,
"reasons": [
{
"source": "expected_close",
"label": "Expected Close",
"price": 253.38,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
}
},
"return_calculation": "(257.99-253.38)/257.99=1.79%",
"heuristic_expected_return_pct": 0.8,
"target_action": "买入/平空仓",
"trade_summary_cn": "做空 AMZN：在 257.99 附近入场，目标 253.38，预期 +1.79%",
"expected_r": 0.9368,
"trade_economics": {
"account_size": 10000.0,
"risk_pct": 1.0,
"position_pct": 92.9,
"shares": 36,
"contracts": 0,
"max_loss_usd": 98.28,
"win_usd": 165.96,
"loss_usd": 98.28,
"expected_value_usd": 91.97,
"risk_per_share": 2.73,
"reward_per_share": 4.61,
"rr_display": {
"reward_risk_ratio": 1.69,
"risk_reward_ratio": 0.59,
"reward_per_share": 4.61,
"risk_per_share": 2.73,
"label_reward_risk": "Reward/Risk 1.69",
"label_risk_reward": "Risk:Reward 1:0.59",
"display": "Reward/Risk 1.69 · Risk:Reward 1:0.59",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"size_label": "None",
"display": "$10,000 → Win +$166 / Loss -$98"
},
"position_sizing": {
"risk_pct": 1.0,
"position_pct": 92.9,
"contracts": 0,
"shares": 36,
"max_loss_usd": 98.28,
"size_label": "None",
"display": "Risk 1.0% → Position 92.9% → 36 unit(s) → Max Loss $98.28"
},
"why_wins_today": [
{
"rank": 1,
"dimension": "risk_reward",
"label": "Best Risk Reward",
"primary_value": 1.69,
"runner_up_value": 1.6,
"wins": true
}
],
"why_not_alternatives": [
{
"symbol": "GOOGL",
"rank": 2,
"reasons": [
"ER 1.8% vs 0.6%",
"Score 0.29 vs 0.2",
"RS -3.1% vs -1.9%",
"R:R 1.69 vs 0.92"
],
"summary": "Why AMZN over GOOGL: ER 1.8% vs 0.6% · Score 0.29 vs 0.2 · RS -3.1% vs -1.9% · R:R 1.69 vs 0.92"
},
{
"symbol": "TQQQ",
"rank": 3,
"reasons": [
"Win% 72 vs 59",
"ER 1.8% vs 0.5%",
"Score 0.29 vs 0.14",
"RS -3.1% vs -2.2%",
"R:R 1.69 vs 0.23"
],
"summary": "Why AMZN over TQQQ: Win% 72 vs 59 · ER 1.8% vs 0.5% · Score 0.29 vs 0.14 · RS -3.1% vs -2.2% · R:R 1.69 vs 0.23"
},
{
"symbol": "MSFT",
"rank": 4,
"reasons": [
"Win% 72 vs 67",
"ER 1.8% vs 0.4%",
"Score 0.29 vs 0.12",
"RS -3.1% vs -1.2%",
"R:R 1.69 vs 0.77"
],
"summary": "Why AMZN over MSFT: Win% 72 vs 67 · ER 1.8% vs 0.4% · Score 0.29 vs 0.12 · RS -3.1% vs -1.2% · R:R 1.69 vs 0.77"
},
{
"symbol": "META",
"rank": 5,
"reasons": [
"Win% 72 vs 77",
"ER 1.8% vs 0.3%",
"Score 0.29 vs 0.12",
"RS -3.1% vs -1.2%",
"R:R 1.69 vs 0.63"
],
"summary": "Why AMZN over META: Win% 72 vs 77 · ER 1.8% vs 0.3% · Score 0.29 vs 0.12 · RS -3.1% vs -1.2% · R:R 1.69 vs 0.63"
},
{
"symbol": "DIA",
"rank": 6,
"reasons": [
"Win% 72 vs 66",
"ER 1.8% vs 0.1%",
"Score 0.29 vs 0.04",
"RS -3.1% vs -0.2%",
"R:R 1.69 vs 1.37"
],
"summary": "Why AMZN over DIA: Win% 72 vs 66 · ER 1.8% vs 0.1% · Score 0.29 vs 0.04 · RS -3.1% vs -0.2% · R:R 1.69 vs 1.37"
}
],
"rank_summary": "AMZN ranked #1 because best reward/risk",
"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": 91.97,
"win_scenario_usd": 165.96,
"loss_scenario_usd": 98.28,
"win_prob_pct": 72.0,
"display": "EV $+92 (win +$166 @ 72.0% · loss -$98)"
},
"entry_status": {
"current_price": 255.42,
"ideal_entry": 257.99,
"distance_pct": 1.0,
"remaining_er_pct": 0.8,
"live_expected_return_pct": 0.8,
"new_plan": null,
"alternate_entry": null,
"advisory": true,
"advisory_tag": "ADVISORY — 不构成投资建议",
"zone_low": 257.61,
"zone_high": 258.37,
"miss_threshold_pct": 1.0,
"status": "PREMARKET",
"status_reason": "Premarket Ideal Entry — plan not yet live",
"action_hint": "Entry still valid"
}
},
{
"rank": 2,
"symbol": "GOOGL",
"direction": "SHORT",
"instrument": "Stock",
"horizon": "Intraday",
"confidence": 72,
"confidence_stars": "★★★☆☆",
"expected_move": "+1.05%",
"expected_return_pct": 1.05,
"win_prob": 72.0,
"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": 6.0
}
],
"total": 72.0,
"raw_total": 72.0,
"was_clamped": false
},
"risk_reward": 1.34,
"final_score": 0.2,
"trade_action": "Pass",
"relative_strength": -1.88,
"entry": "Below 337.2 (VWAP)",
"entry_source": "vwap",
"entry_price": 337.27,
"entry_zone": {
"low": 337.23,
"high": 337.31,
"mid": 337.27,
"anchors": [
{
"source": "vwap",
"label": "VWAP",
"price": 337.23
},
{
"source": "orb_low",
"label": "ORB低点",
"price": 337.31
}
],
"display": "Entry Zone 337.23–337.31",
"entry_source": "vwap",
"tolerance_pct": 0.3
},
"stop": "339.9 (ORB高点)",
"stop_source": "orb_high",
"stop_price": 339.92,
"target": "333.7 (预期低点)",
"target_source": "expected_low",
"target_price": 333.72,
"targets": [
"333.7 (预期低点)"
],
"level_anchors": {
"vwap": 337.23,
"orb_high": 339.92,
"orb_low": 337.31,
"prev_high": 346.59,
"prev_low": 346.59,
"prior_close": 346.59,
"orb_from_minute": true
},
"levels_valid": true,
"why": [
"RS弱于QQQ -1.88%",
"Volume 信号",
"VIX 走高",
"几何上行 <1.5%（软门槛）"
],
"why_chain": "RS弱于QQQ -1.88% · Volume 信号 · VIX 走高 · 几何上行 <1.5%（软门槛）",
"why_vs_runner_up": "—",
"factor_breakdown": {
"relative_strength_vs_qqq": -1.88,
"relative_strength_vs_smh": -1.89,
"relative_weakness_score": 3.01,
"gap_pct": -2.13,
"beta_proxy": 2.77,
"volume_signal": true,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": 5.97,
"prior_day_change_pct": 0.0
},
"edge_type": "Relative Weakness",
"score_formula_display": "final = win_prob(72%) × ER(0.5%) × rr_weight(0.5) / 100",
"expected_high": 339.35,
"expected_low": 333.72,
"expected_close": 334.57,
"current_price": 336.41,
"upside_pct": 0.8,
"downside_risk_pct": 0.87,
"why_factors": [
"RS弱于QQQ -1.88%",
"Volume 信号",
"VIX 走高",
"几何上行 <1.5%（软门槛）"
],
"why_today": "RS弱于QQQ -1.88% · Volume 信号 · VIX 走高 · 几何上行 <1.5%（软门槛）",
"gap_pct": -2.13,
"rr_display": {
"reward_risk_ratio": 1.34,
"risk_reward_ratio": 0.75,
"reward_per_share": 3.55,
"risk_per_share": 2.65,
"label_reward_risk": "Reward/Risk 1.34",
"label_risk_reward": "Risk:Reward 1:0.75",
"display": "Reward/Risk 1.34 · Risk:Reward 1:0.75",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"catalyst": "Geopolitical Risk (Iran) · Macro Surprise",
"invalidation": "Close above stop $339.92 · Geopolitical escalation invalidates mean-reversion",
"advisory": true,
"level_reasons": {
"entry": {
"price": 337.27,
"source": "vwap",
"confidence": 98,
"reasons": [
{
"source": "orb_low",
"label": "ORB Low",
"price": 337.31,
"weight_pct": 23.0,
"matched": true,
"primary": false
},
{
"source": "vwap",
"label": "VWAP",
"price": 337.23,
"weight_pct": 54.0,
"matched": true,
"primary": true
},
{
"source": "current",
"label": "Below Current",
"price": 336.41,
"weight_pct": 23.0,
"matched": true,
"primary": false
}
]
},
"stop": {
"price": 339.92,
"source": "orb_high",
"confidence": 77,
"reasons": [
{
"source": "orb_high",
"label": "ORB High",
"price": 339.92,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
},
"target": {
"price": 333.72,
"source": "expected_low",
"confidence": 77,
"reasons": [
{
"source": "expected_low",
"label": "Expected Low",
"price": 333.72,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
}
},
"return_calculation": "(337.27-333.72)/337.27=1.05%",
"heuristic_expected_return_pct": 0.55,
"target_action": "买入/平空仓",
"trade_summary_cn": "做空 GOOGL：在 337.27 附近入场，目标 333.72，预期 +1.05%",
"expected_r": 0.6848,
"rr_below_hard_min": true,
"trade_economics": {
"account_size": 10000.0,
"risk_pct": 1.0,
"position_pct": 100.0,
"shares": 37,
"contracts": 0,
"max_loss_usd": 98.05,
"win_usd": 131.35,
"loss_usd": 98.05,
"expected_value_usd": 67.12,
"risk_per_share": 2.65,
"reward_per_share": 3.55,
"rr_display": {
"reward_risk_ratio": 1.34,
"risk_reward_ratio": 0.75,
"reward_per_share": 3.55,
"risk_per_share": 2.65,
"label_reward_risk": "Reward/Risk 1.34",
"label_risk_reward": "Risk:Reward 1:0.75",
"display": "Reward/Risk 1.34 · Risk:Reward 1:0.75",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"size_label": "None",
"display": "$10,000 → Win +$131 / Loss -$98"
},
"position_sizing": {
"risk_pct": 1.0,
"position_pct": 100.0,
"contracts": 0,
"shares": 37,
"max_loss_usd": 98.05,
"size_label": "None",
"display": "Risk 1.0% → Position 100.0% → 37 unit(s) → Max Loss $98.05"
},
"why_wins_today": [],
"why_not_alternatives": [
{
"symbol": "AMZN",
"rank": 1,
"reasons": [
"ER 1.1% vs 0.8%",
"Score 0.2 vs 0.29",
"RS -1.9% vs -3.1%",
"R:R 1.34 vs 0.47"
],
"summary": "Why GOOGL over AMZN: ER 1.1% vs 0.8% · Score 0.2 vs 0.29 · RS -1.9% vs -3.1% · R:R 1.34 vs 0.47"
},
{
"symbol": "TQQQ",
"rank": 3,
"reasons": [
"Win% 72 vs 59",
"ER 1.1% vs 0.5%",
"Score 0.2 vs 0.14",
"RS -1.9% vs -2.2%",
"R:R 1.34 vs 0.23"
],
"summary": "Why GOOGL over TQQQ: Win% 72 vs 59 · ER 1.1% vs 0.5% · Score 0.2 vs 0.14 · RS -1.9% vs -2.2% · R:R 1.34 vs 0.23"
},
{
"symbol": "MSFT",
"rank": 4,
"reasons": [
"Win% 72 vs 67",
"ER 1.1% vs 0.4%",
"Score 0.2 vs 0.12",
"RS -1.9% vs -1.2%",
"R:R 1.34 vs 0.77"
],
"summary": "Why GOOGL over MSFT: Win% 72 vs 67 · ER 1.1% vs 0.4% · Score 0.2 vs 0.12 · RS -1.9% vs -1.2% · R:R 1.34 vs 0.77"
},
{
"symbol": "META",
"rank": 5,
"reasons": [
"Win% 72 vs 77",
"ER 1.1% vs 0.3%",
"Score 0.2 vs 0.12",
"RS -1.9% vs -1.2%",
"R:R 1.34 vs 0.63"
],
"summary": "Why GOOGL over META: Win% 72 vs 77 · ER 1.1% vs 0.3% · Score 0.2 vs 0.12 · RS -1.9% vs -1.2% · R:R 1.34 vs 0.63"
},
{
"symbol": "DIA",
"rank": 6,
"reasons": [
"Win% 72 vs 66",
"ER 1.1% vs 0.1%",
"Score 0.2 vs 0.04",
"RS -1.9% vs -0.2%"
],
"summary": "Why GOOGL over DIA: Win% 72 vs 66 · ER 1.1% vs 0.1% · Score 0.2 vs 0.04 · RS -1.9% vs -0.2%"
}
],
"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": 67.12,
"win_scenario_usd": 131.35,
"loss_scenario_usd": 98.05,
"win_prob_pct": 72.0,
"display": "EV $+67 (win +$131 @ 72.0% · loss -$98)"
},
"entry_status": {
"current_price": 336.41,
"ideal_entry": 337.27,
"distance_pct": 0.25,
"remaining_er_pct": 0.8,
"live_expected_return_pct": 0.8,
"new_plan": null,
"alternate_entry": null,
"advisory": true,
"advisory_tag": "ADVISORY — 不构成投资建议",
"zone_low": 337.23,
"zone_high": 337.31,
"miss_threshold_pct": 1.0,
"status": "PREMARKET",
"status_reason": "Premarket Ideal Entry — plan not yet live",
"action_hint": "Entry still valid"
}
},
{
"rank": 3,
"symbol": "TQQQ",
"direction": "SHORT",
"instrument": "ETF",
"horizon": "Intraday",
"confidence": 59,
"confidence_stars": "★★☆☆☆",
"expected_move": "+1.47%",
"expected_return_pct": 1.47,
"win_prob": 59.0,
"win_prob_breakdown": {
"components": [
{
"factor": "Base",
"key": "base",
"points": 50.0
},
{
"factor": "RS",
"key": "rs",
"points": 12.0
},
{
"factor": "Gap",
"key": "gap",
"points": 5.0
},
{
"factor": "Volume",
"key": "volume",
"points": 4.0
},
{
"factor": "Macro",
"key": "macro",
"points": -12.0
}
],
"total": 59.0,
"raw_total": 59.0,
"was_clamped": false
},
"risk_reward": 0.43,
"final_score": 0.14,
"trade_action": "Pass",
"relative_strength": -2.18,
"entry": "Below 70.0 (VWAP)",
"entry_source": "vwap",
"entry_price": 69.99,
"entry_zone": {
"low": 69.78,
"high": 70.2,
"mid": 69.99,
"anchors": [
{
"source": "vwap",
"label": "VWAP",
"price": 69.99
}
],
"display": "Entry Zone 69.78–70.20",
"entry_source": "vwap",
"tolerance_pct": 0.3
},
"stop": "72.4 (ORB高点)",
"stop_source": "orb_high",
"stop_price": 72.38,
"target": "69.0 (预期低点)",
"target_source": "expected_low",
"target_price": 68.96,
"targets": [
"69.0 (预期低点)"
],
"level_anchors": {
"vwap": 69.99,
"orb_high": 72.38,
"orb_low": 70.28,
"prev_high": 71.85,
"prev_low": 71.85,
"prior_close": 71.85,
"orb_from_minute": true
},
"levels_valid": true,
"why": [
"RS弱于QQQ -2.18%",
"Gap 未过度延伸",
"Volume 信号",
"VIX 走高",
"Geo-risk day — avoid blind TQQQ short vs escalation",
"期望R -0.27 < 0.20（EV门禁）"
],
"why_chain": "RS弱于QQQ -2.18% · Gap 未过度延伸 · Volume 信号 · VIX 走高",
"why_vs_runner_up": "—",
"factor_breakdown": {
"relative_strength_vs_qqq": -2.18,
"relative_strength_vs_smh": -2.19,
"relative_weakness_score": 3.49,
"gap_pct": -0.58,
"beta_proxy": 3.06,
"volume_signal": true,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": 5.97,
"prior_day_change_pct": 0.0
},
"edge_type": "Relative Weakness",
"score_formula_display": "final = win_prob(59%) × ER(0.5%) × rr_weight(0.5) / 100",
"expected_high": 71.92,
"expected_low": 68.96,
"expected_close": 69.18,
"current_price": 69.52,
"upside_pct": 0.8,
"downside_risk_pct": 3.45,
"why_factors": [
"RS弱于QQQ -2.18%",
"Gap 未过度延伸",
"Volume 信号",
"VIX 走高",
"Geo-risk day — avoid blind TQQQ short vs escalation",
"期望R -0.27 < 0.20（EV门禁）"
],
"why_today": "RS弱于QQQ -2.18% · Gap 未过度延伸 · Volume 信号 · VIX 走高",
"gap_pct": -0.58,
"rr_display": {
"reward_risk_ratio": 0.43,
"risk_reward_ratio": 2.33,
"reward_per_share": 1.03,
"risk_per_share": 2.39,
"label_reward_risk": "Reward/Risk 0.43",
"label_risk_reward": "Risk:Reward 1:2.33",
"display": "Reward/Risk 0.43 · Risk:Reward 1:2.33",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"catalyst": "Geopolitical Risk (Iran) · Macro Surprise",
"invalidation": "Close above stop $72.38 · Geopolitical escalation invalidates mean-reversion",
"advisory": true,
"level_reasons": {
"entry": {
"price": 69.99,
"source": "vwap",
"confidence": 89,
"reasons": [
{
"source": "orb_low",
"label": "ORB Low",
"price": 70.28,
"weight_pct": 30.0,
"matched": true,
"primary": false
},
{
"source": "vwap",
"label": "VWAP",
"price": 69.99,
"weight_pct": 70.0,
"matched": true,
"primary": true
}
]
},
"stop": {
"price": 72.38,
"source": "orb_high",
"confidence": 77,
"reasons": [
{
"source": "orb_high",
"label": "ORB High",
"price": 72.38,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
},
"target": {
"price": 68.96,
"source": "expected_low",
"confidence": 77,
"reasons": [
{
"source": "expected_low",
"label": "Expected Low",
"price": 68.96,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
}
},
"return_calculation": "(69.99-68.96)/69.99=1.47%",
"heuristic_expected_return_pct": 0.48,
"target_action": "买入/平空仓",
"trade_summary_cn": "做空 TQQQ：在 69.99 附近入场，目标 68.96，预期 +1.47%",
"expected_r": -0.1563,
"rr_below_hard_min": true,
"trade_economics": {
"account_size": 10000.0,
"risk_pct": 1.0,
"position_pct": 28.7,
"shares": 41,
"contracts": 0,
"max_loss_usd": 97.99,
"win_usd": 42.23,
"loss_usd": 97.99,
"expected_value_usd": -15.26,
"risk_per_share": 2.39,
"reward_per_share": 1.03,
"rr_display": {
"reward_risk_ratio": 0.43,
"risk_reward_ratio": 2.33,
"reward_per_share": 1.03,
"risk_per_share": 2.39,
"label_reward_risk": "Reward/Risk 0.43",
"label_risk_reward": "Risk:Reward 1:2.33",
"display": "Reward/Risk 0.43 · Risk:Reward 1:2.33",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"size_label": "None",
"display": "$10,000 → Win +$42 / Loss -$98"
},
"position_sizing": {
"risk_pct": 1.0,
"position_pct": 28.7,
"contracts": 0,
"shares": 41,
"max_loss_usd": 97.99,
"size_label": "None",
"display": "Risk 1.0% → Position 28.7% → 41 unit(s) → Max Loss $97.99"
},
"why_wins_today": [
{
"rank": 1,
"dimension": "expected_range",
"label": "Largest Expected Range",
"primary_value": 4.25,
"runner_up_value": 3.44,
"wins": true
},
{
"rank": 2,
"dimension": "liquidity",
"label": "Highest Liquidity",
"primary_value": 5.0,
"runner_up_value": 5.0,
"wins": true
}
],
"why_not_alternatives": [
{
"symbol": "AMZN",
"rank": 1,
"reasons": [
"Win% 59 vs 72",
"ER 1.5% vs 0.8%",
"Score 0.14 vs 0.29",
"RS -2.2% vs -3.1%"
],
"summary": "Why TQQQ over AMZN: Win% 59 vs 72 · ER 1.5% vs 0.8% · Score 0.14 vs 0.29 · RS -2.2% vs -3.1%"
},
{
"symbol": "GOOGL",
"rank": 2,
"reasons": [
"Win% 59 vs 72",
"ER 1.5% vs 0.6%",
"Score 0.14 vs 0.2",
"RS -2.2% vs -1.9%"
],
"summary": "Why TQQQ over GOOGL: Win% 59 vs 72 · ER 1.5% vs 0.6% · Score 0.14 vs 0.2 · RS -2.2% vs -1.9%"
},
{
"symbol": "MSFT",
"rank": 4,
"reasons": [
"Win% 59 vs 67",
"ER 1.5% vs 0.4%",
"Score 0.14 vs 0.12",
"RS -2.2% vs -1.2%"
],
"summary": "Why TQQQ over MSFT: Win% 59 vs 67 · ER 1.5% vs 0.4% · Score 0.14 vs 0.12 · RS -2.2% vs -1.2%"
},
{
"symbol": "META",
"rank": 5,
"reasons": [
"Win% 59 vs 77",
"ER 1.5% vs 0.3%",
"Score 0.14 vs 0.12",
"RS -2.2% vs -1.2%"
],
"summary": "Why TQQQ over META: Win% 59 vs 77 · ER 1.5% vs 0.3% · Score 0.14 vs 0.12 · RS -2.2% vs -1.2%"
},
{
"symbol": "DIA",
"rank": 6,
"reasons": [
"Win% 59 vs 66",
"ER 1.5% vs 0.1%",
"Score 0.14 vs 0.04",
"RS -2.2% vs -0.2%"
],
"summary": "Why TQQQ over DIA: Win% 59 vs 66 · ER 1.5% vs 0.1% · Score 0.14 vs 0.04 · RS -2.2% vs -0.2%"
}
],
"win_prob_source": "rules",
"calibration": {
"calibrated_win_prob": 59.0,
"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": -15.26,
"win_scenario_usd": 42.23,
"loss_scenario_usd": 97.99,
"win_prob_pct": 59.0,
"display": "EV $-15 (win +$42 @ 59.0% · loss -$98)"
},
"entry_status": {
"current_price": 69.52,
"ideal_entry": 69.99,
"distance_pct": 0.67,
"remaining_er_pct": 0.81,
"live_expected_return_pct": 0.81,
"new_plan": null,
"alternate_entry": null,
"advisory": true,
"advisory_tag": "ADVISORY — 不构成投资建议",
"zone_low": 69.78,
"zone_high": 70.2,
"miss_threshold_pct": 1.0,
"status": "PREMARKET",
"status_reason": "Premarket Ideal Entry — plan not yet live",
"action_hint": "Entry still valid"
}
},
{
"rank": 4,
"symbol": "MSFT",
"direction": "SHORT",
"instrument": "Stock",
"horizon": "Intraday",
"confidence": 67,
"confidence_stars": "★★★☆☆",
"expected_move": "+0.90%",
"expected_return_pct": 0.9,
"win_prob": 67.0,
"win_prob_breakdown": {
"components": [
{
"factor": "Base",
"key": "base",
"points": 50.0
},
{
"factor": "RS",
"key": "rs",
"points": 12.0
},
{
"factor": "Catalyst",
"key": "catalyst",
"points": -5.0
},
{
"factor": "Volume",
"key": "volume",
"points": 4.0
},
{
"factor": "Macro",
"key": "macro",
"points": 6.0
}
],
"total": 67.0,
"raw_total": 67.0,
"was_clamped": false
},
"risk_reward": 0.97,
"final_score": 0.12,
"trade_action": "Pass",
"relative_strength": -1.17,
"entry": "Below 502.2 (VWAP)",
"entry_source": "vwap",
"entry_price": 502.62,
"entry_zone": {
"low": 502.23,
"high": 503.0,
"mid": 502.62,
"anchors": [
{
"source": "vwap",
"label": "VWAP",
"price": 502.23
},
{
"source": "orb_low",
"label": "ORB低点",
"price": 503.0
}
],
"display": "Entry Zone 502.23–503.00",
"entry_source": "vwap",
"tolerance_pct": 0.3
},
"stop": "507.3 (ORB高点)",
"stop_source": "orb_high",
"stop_price": 507.29,
"target": "498.1 (预期低点)",
"target_source": "expected_low",
"target_price": 498.08,
"targets": [
"498.1 (预期低点)"
],
"level_anchors": {
"vwap": 502.23,
"orb_high": 507.29,
"orb_low": 503.0,
"prev_high": 513.53,
"prev_low": 513.53,
"prior_close": 513.53,
"orb_from_minute": true
},
"levels_valid": true,
"why": [
"RS弱于QQQ -1.17%",
"News 1 (利空做空)",
"Volume 信号",
"VIX 走高",
"期望R 0.19 < 0.20（EV门禁）"
],
"why_chain": "RS弱于QQQ -1.17% · News 1 (利空做空) · Volume 信号 · VIX 走高",
"why_vs_runner_up": "—",
"factor_breakdown": {
"relative_strength_vs_qqq": -1.17,
"relative_strength_vs_smh": -1.18,
"relative_weakness_score": 1.88,
"gap_pct": -1.66,
"beta_proxy": 2.1,
"volume_signal": true,
"news_count": 1,
"extended_gap_penalty": 0.0,
"vix_change_pct": 5.97,
"prior_day_change_pct": 0.0
},
"edge_type": "Relative Weakness",
"score_formula_display": "final = win_prob(67%) × ER(0.4%) × rr_weight(0.5) / 100",
"expected_high": 507.29,
"expected_low": 498.08,
"expected_close": 500.26,
"current_price": 502.1,
"upside_pct": 0.8,
"downside_risk_pct": 1.03,
"why_factors": [
"RS弱于QQQ -1.17%",
"News 1 (利空做空)",
"Volume 信号",
"VIX 走高",
"期望R 0.19 < 0.20（EV门禁）"
],
"why_today": "RS弱于QQQ -1.17% · News 1 (利空做空) · Volume 信号 · VIX 走高",
"gap_pct": -1.66,
"rr_display": {
"reward_risk_ratio": 0.97,
"risk_reward_ratio": 1.03,
"reward_per_share": 4.54,
"risk_per_share": 4.67,
"label_reward_risk": "Reward/Risk 0.97",
"label_risk_reward": "Risk:Reward 1:1.03",
"display": "Reward/Risk 0.97 · Risk:Reward 1:1.03",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"catalyst": "Geopolitical Risk (Iran) · Macro Surprise",
"invalidation": "Close above stop $507.29 · Geopolitical escalation invalidates mean-reversion",
"advisory": true,
"level_reasons": {
"entry": {
"price": 502.62,
"source": "vwap",
"confidence": 98,
"reasons": [
{
"source": "orb_low",
"label": "ORB Low",
"price": 503.0,
"weight_pct": 23.0,
"matched": true,
"primary": false
},
{
"source": "vwap",
"label": "VWAP",
"price": 502.23,
"weight_pct": 54.0,
"matched": true,
"primary": true
},
{
"source": "current",
"label": "Below Current",
"price": 502.1,
"weight_pct": 23.0,
"matched": true,
"primary": false
}
]
},
"stop": {
"price": 507.29,
"source": "orb_high",
"confidence": 77,
"reasons": [
{
"source": "orb_high",
"label": "ORB High",
"price": 507.29,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
},
"target": {
"price": 498.08,
"source": "expected_low",
"confidence": 77,
"reasons": [
{
"source": "expected_low",
"label": "Expected Low",
"price": 498.08,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
}
},
"return_calculation": "(502.62-498.08)/502.62=0.90%",
"heuristic_expected_return_pct": 0.37,
"target_action": "买入/平空仓",
"trade_summary_cn": "做空 MSFT：在 502.62 附近入场，目标 498.08，预期 +0.90%",
"expected_r": 0.3199,
"rr_below_hard_min": true,
"trade_economics": {
"account_size": 10000.0,
"risk_pct": 1.0,
"position_pct": 100.0,
"shares": 21,
"contracts": 0,
"max_loss_usd": 98.07,
"win_usd": 95.34,
"loss_usd": 98.07,
"expected_value_usd": 31.51,
"risk_per_share": 4.67,
"reward_per_share": 4.54,
"rr_display": {
"reward_risk_ratio": 0.97,
"risk_reward_ratio": 1.03,
"reward_per_share": 4.54,
"risk_per_share": 4.67,
"label_reward_risk": "Reward/Risk 0.97",
"label_risk_reward": "Risk:Reward 1:1.03",
"display": "Reward/Risk 0.97 · Risk:Reward 1:1.03",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"size_label": "None",
"display": "$10,000 → Win +$95 / Loss -$98"
},
"position_sizing": {
"risk_pct": 1.0,
"position_pct": 100.0,
"contracts": 0,
"shares": 21,
"max_loss_usd": 98.07,
"size_label": "None",
"display": "Risk 1.0% → Position 100.0% → 21 unit(s) → Max Loss $98.07"
},
"why_wins_today": [],
"why_not_alternatives": [
{
"symbol": "AMZN",
"rank": 1,
"reasons": [
"Win% 67 vs 72",
"ER 0.9% vs 0.8%",
"Score 0.12 vs 0.29",
"RS -1.2% vs -3.1%",
"R:R 0.97 vs 0.47"
],
"summary": "Why MSFT over AMZN: Win% 67 vs 72 · ER 0.9% vs 0.8% · Score 0.12 vs 0.29 · RS -1.2% vs -3.1% · R:R 0.97 vs 0.47"
},
{
"symbol": "GOOGL",
"rank": 2,
"reasons": [
"Win% 67 vs 72",
"ER 0.9% vs 0.6%",
"Score 0.12 vs 0.2",
"RS -1.2% vs -1.9%",
"R:R 0.97 vs 0.92"
],
"summary": "Why MSFT over GOOGL: Win% 67 vs 72 · ER 0.9% vs 0.6% · Score 0.12 vs 0.2 · RS -1.2% vs -1.9% · R:R 0.97 vs 0.92"
},
{
"symbol": "TQQQ",
"rank": 3,
"reasons": [
"Win% 67 vs 59",
"ER 0.9% vs 0.5%",
"Score 0.12 vs 0.14",
"RS -1.2% vs -2.2%",
"R:R 0.97 vs 0.23"
],
"summary": "Why MSFT over TQQQ: Win% 67 vs 59 · ER 0.9% vs 0.5% · Score 0.12 vs 0.14 · RS -1.2% vs -2.2% · R:R 0.97 vs 0.23"
},
{
"symbol": "META",
"rank": 5,
"reasons": [
"Win% 67 vs 77",
"ER 0.9% vs 0.3%",
"R:R 0.97 vs 0.63"
],
"summary": "Why MSFT over META: Win% 67 vs 77 · ER 0.9% vs 0.3% · R:R 0.97 vs 0.63"
},
{
"symbol": "DIA",
"rank": 6,
"reasons": [
"Win% 67 vs 66",
"ER 0.9% vs 0.1%",
"Score 0.12 vs 0.04",
"RS -1.2% vs -0.2%"
],
"summary": "Why MSFT over DIA: Win% 67 vs 66 · ER 0.9% vs 0.1% · Score 0.12 vs 0.04 · RS -1.2% vs -0.2%"
}
],
"win_prob_source": "rules",
"calibration": {
"calibrated_win_prob": 67.0,
"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": 31.51,
"win_scenario_usd": 95.34,
"loss_scenario_usd": 98.07,
"win_prob_pct": 67.0,
"display": "EV $+32 (win +$95 @ 67.0% · loss -$98)"
},
"entry_status": {
"current_price": 502.1,
"ideal_entry": 502.62,
"distance_pct": 0.1,
"remaining_er_pct": 0.8,
"live_expected_return_pct": 0.8,
"new_plan": null,
"alternate_entry": null,
"advisory": true,
"advisory_tag": "ADVISORY — 不构成投资建议",
"zone_low": 502.23,
"zone_high": 503.0,
"miss_threshold_pct": 1.0,
"status": "PREMARKET",
"status_reason": "Premarket Ideal Entry — plan not yet live",
"action_hint": "Entry still valid"
}
},
{
"rank": 5,
"symbol": "META",
"direction": "SHORT",
"instrument": "Stock",
"horizon": "Intraday",
"confidence": 77,
"confidence_stars": "★★★☆☆",
"expected_move": "+1.10%",
"expected_return_pct": 1.1,
"win_prob": 77.0,
"win_prob_breakdown": {
"components": [
{
"factor": "Base",
"key": "base",
"points": 50.0
},
{
"factor": "RS",
"key": "rs",
"points": 12.0
},
{
"factor": "Gap",
"key": "gap",
"points": 5.0
},
{
"factor": "Volume",
"key": "volume",
"points": 4.0
},
{
"factor": "Macro",
"key": "macro",
"points": 6.0
}
],
"total": 77.0,
"raw_total": 77.0,
"was_clamped": false
},
"risk_reward": 0.98,
"final_score": 0.12,
"trade_action": "Pass",
"relative_strength": -1.16,
"entry": "Below 567.2 (VWAP)",
"entry_source": "vwap",
"entry_price": 566.93,
"entry_zone": {
"low": 566.67,
"high": 567.2,
"mid": 566.93,
"anchors": [
{
"source": "vwap",
"label": "VWAP",
"price": 567.2
},
{
"source": "orb_low",
"label": "ORB低点",
"price": 566.67
}
],
"display": "Entry Zone 566.67–567.20",
"entry_source": "vwap",
"tolerance_pct": 0.3
},
"stop": "573.3 (ORB高点)",
"stop_source": "orb_high",
"stop_price": 573.3,
"target": "560.7 (预期低点)",
"target_source": "expected_low",
"target_price": 560.68,
"targets": [
"560.7 (预期低点)"
],
"level_anchors": {
"vwap": 567.2,
"orb_high": 573.3,
"orb_low": 566.67,
"prev_high": 578.02,
"prev_low": 578.02,
"prior_close": 578.02,
"orb_from_minute": true
},
"levels_valid": true,
"why": [
"RS弱于QQQ -1.16%",
"Gap 未过度延伸",
"Volume 信号",
"VIX 走高",
"几何上行 <1.5%（软门槛）"
],
"why_chain": "RS弱于QQQ -1.16% · Gap 未过度延伸 · Volume 信号 · VIX 走高",
"why_vs_runner_up": "—",
"factor_breakdown": {
"relative_strength_vs_qqq": -1.16,
"relative_strength_vs_smh": -1.17,
"relative_weakness_score": 1.86,
"gap_pct": -1.06,
"beta_proxy": 2.09,
"volume_signal": true,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": 5.97,
"prior_day_change_pct": 0.0
},
"edge_type": "Relative Weakness",
"score_formula_display": "final = win_prob(77%) × ER(0.3%) × rr_weight(0.5) / 100",
"expected_high": 572.34,
"expected_low": 560.68,
"expected_close": 563.41,
"current_price": 565.2,
"upside_pct": 0.8,
"downside_risk_pct": 1.26,
"why_factors": [
"RS弱于QQQ -1.16%",
"Gap 未过度延伸",
"Volume 信号",
"VIX 走高",
"几何上行 <1.5%（软门槛）"
],
"why_today": "RS弱于QQQ -1.16% · Gap 未过度延伸 · Volume 信号 · VIX 走高",
"gap_pct": -1.06,
"rr_display": {
"reward_risk_ratio": 0.98,
"risk_reward_ratio": 1.02,
"reward_per_share": 6.25,
"risk_per_share": 6.37,
"label_reward_risk": "Reward/Risk 0.98",
"label_risk_reward": "Risk:Reward 1:1.02",
"display": "Reward/Risk 0.98 · Risk:Reward 1:1.02",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"catalyst": "Geopolitical Risk (Iran) · Macro Surprise",
"invalidation": "Close above stop $573.3 · Geopolitical escalation invalidates mean-reversion",
"advisory": true,
"level_reasons": {
"entry": {
"price": 566.93,
"source": "vwap",
"confidence": 98,
"reasons": [
{
"source": "orb_low",
"label": "ORB Low",
"price": 566.67,
"weight_pct": 23.0,
"matched": true,
"primary": false
},
{
"source": "vwap",
"label": "VWAP",
"price": 567.2,
"weight_pct": 54.0,
"matched": true,
"primary": true
},
{
"source": "current",
"label": "Below Current",
"price": 565.2,
"weight_pct": 23.0,
"matched": true,
"primary": false
}
]
},
"stop": {
"price": 573.3,
"source": "orb_high",
"confidence": 77,
"reasons": [
{
"source": "orb_high",
"label": "ORB High",
"price": 573.3,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
},
"target": {
"price": 560.68,
"source": "expected_low",
"confidence": 77,
"reasons": [
{
"source": "expected_low",
"label": "Expected Low",
"price": 560.68,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
}
},
"return_calculation": "(566.93-560.68)/566.93=1.10%",
"heuristic_expected_return_pct": 0.32,
"target_action": "买入/平空仓",
"trade_summary_cn": "做空 META：在 566.93 附近入场，目标 560.68，预期 +1.10%",
"expected_r": 0.5246,
"rr_below_hard_min": true,
"trade_economics": {
"account_size": 10000.0,
"risk_pct": 1.0,
"position_pct": 85.0,
"shares": 15,
"contracts": 0,
"max_loss_usd": 95.55,
"win_usd": 93.75,
"loss_usd": 95.55,
"expected_value_usd": 50.21,
"risk_per_share": 6.37,
"reward_per_share": 6.25,
"rr_display": {
"reward_risk_ratio": 0.98,
"risk_reward_ratio": 1.02,
"reward_per_share": 6.25,
"risk_per_share": 6.37,
"label_reward_risk": "Reward/Risk 0.98",
"label_risk_reward": "Risk:Reward 1:1.02",
"display": "Reward/Risk 0.98 · Risk:Reward 1:1.02",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"size_label": "None",
"display": "$10,000 → Win +$94 / Loss -$96"
},
"position_sizing": {
"risk_pct": 1.0,
"position_pct": 85.0,
"contracts": 0,
"shares": 15,
"max_loss_usd": 95.55,
"size_label": "None",
"display": "Risk 1.0% → Position 85.0% → 15 unit(s) → Max Loss $95.55"
},
"why_wins_today": [
{
"rank": 1,
"dimension": "win_prob",
"label": "Highest Probability",
"primary_value": 77.0,
"runner_up_value": 72.0,
"wins": true
}
],
"why_not_alternatives": [
{
"symbol": "AMZN",
"rank": 1,
"reasons": [
"Win% 77 vs 72",
"ER 1.1% vs 0.8%",
"Score 0.12 vs 0.29",
"RS -1.2% vs -3.1%",
"R:R 0.98 vs 0.47"
],
"summary": "Why META over AMZN: Win% 77 vs 72 · ER 1.1% vs 0.8% · Score 0.12 vs 0.29 · RS -1.2% vs -3.1% · R:R 0.98 vs 0.47"
},
{
"symbol": "GOOGL",
"rank": 2,
"reasons": [
"Win% 77 vs 72",
"ER 1.1% vs 0.6%",
"Score 0.12 vs 0.2",
"RS -1.2% vs -1.9%",
"R:R 0.98 vs 0.92"
],
"summary": "Why META over GOOGL: Win% 77 vs 72 · ER 1.1% vs 0.6% · Score 0.12 vs 0.2 · RS -1.2% vs -1.9% · R:R 0.98 vs 0.92"
},
{
"symbol": "TQQQ",
"rank": 3,
"reasons": [
"Win% 77 vs 59",
"ER 1.1% vs 0.5%",
"Score 0.12 vs 0.14",
"RS -1.2% vs -2.2%",
"R:R 0.98 vs 0.23"
],
"summary": "Why META over TQQQ: Win% 77 vs 59 · ER 1.1% vs 0.5% · Score 0.12 vs 0.14 · RS -1.2% vs -2.2% · R:R 0.98 vs 0.23"
},
{
"symbol": "MSFT",
"rank": 4,
"reasons": [
"Win% 77 vs 67",
"ER 1.1% vs 0.4%",
"R:R 0.98 vs 0.77"
],
"summary": "Why META over MSFT: Win% 77 vs 67 · ER 1.1% vs 0.4% · R:R 0.98 vs 0.77"
},
{
"symbol": "DIA",
"rank": 6,
"reasons": [
"Win% 77 vs 66",
"ER 1.1% vs 0.1%",
"Score 0.12 vs 0.04",
"RS -1.2% vs -0.2%"
],
"summary": "Why META over DIA: Win% 77 vs 66 · ER 1.1% vs 0.1% · Score 0.12 vs 0.04 · RS -1.2% vs -0.2%"
}
],
"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": 50.21,
"win_scenario_usd": 93.75,
"loss_scenario_usd": 95.55,
"win_prob_pct": 77.0,
"display": "EV $+50 (win +$94 @ 77.0% · loss -$96)"
},
"entry_status": {
"current_price": 565.2,
"ideal_entry": 566.93,
"distance_pct": 0.31,
"remaining_er_pct": 0.8,
"live_expected_return_pct": 0.8,
"new_plan": null,
"alternate_entry": null,
"advisory": true,
"advisory_tag": "ADVISORY — 不构成投资建议",
"zone_low": 566.67,
"zone_high": 567.2,
"miss_threshold_pct": 1.0,
"status": "PREMARKET",
"status_reason": "Premarket Ideal Entry — plan not yet live",
"action_hint": "Entry still valid"
}
}
],
"watchlist_items": [
{
"symbol": "DIA",
"rank": 6,
"win_prob": 66.0,
"expected_return_pct": 0.09,
"trade_action": "Pass",
"why": "RS弱于QQQ -0.17% · Gap 未过度延伸 · News 5 (利空做空) · Volume 信号",
"note": "Monitor — below trade threshold"
},
{
"symbol": "AAPL",
"rank": 7,
"win_prob": 60.0,
"expected_return_pct": 0.05,
"trade_action": "Pass",
"why": "Gap 未过度延伸 · News 3 (利空做空) · Volume 信号 · VIX 走高",
"note": "Monitor — below trade threshold"
},
{
"symbol": "XLF",
"rank": 8,
"win_prob": 59.0,
"expected_return_pct": 0.01,
"trade_action": "Pass",
"why": "Gap 未过度延伸 · Volume 信号 · VIX 走高 · 几何上行 <1.5%（软门槛）",
"note": "Monitor — below trade threshold"
},
{
"symbol": "QQQ",
"rank": 9,
"win_prob": 65.0,
"expected_return_pct": 0.01,
"trade_action": "Pass",
"why": "Gap 未过度延伸 · Volume 信号 · VIX 走高 · 期望R 0.12 < 0.20（EV门禁）",
"note": "Monitor — below trade threshold"
},
{
"symbol": "SPY",
"rank": 10,
"win_prob": 59.0,
"expected_return_pct": -0.0,
"trade_action": "Pass",
"why": "Gap 未过度延伸 · Volume 信号 · VIX 走高 · 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": 45,
"entry": "Near 216.8 (swing zone)",
"entry_source": "swing_zone",
"entry_price": 216.75,
"entry_zone": {
"low": 213.34,
"high": 217.4,
"mid": 216.75,
"display": "$213.34–$217.40",
"source": "swing_pullback"
},
"stop": "206.5 (1.75xATR)",
"stop_source": "1.75xATR",
"stop_price": 206.53,
"target": "230.4 (T1 ~6.3%)",
"target_source": "2xATR_or_5pct",
"target_price": 230.37,
"targets": [
{
"price": 230.37,
"label": "T1",
"pct": 6.28
},
{
"price": 238.43,
"label": "T2",
"pct": 10.0
}
],
"expected_return_pct": 6.28,
"expected_move": "+6.28%",
"risk_reward": 1.33,
"win_prob": 20.0,
"final_score": 0.0,
"swing_quality": 6.019,
"atr": 6.8107,
"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": 217.4,
"why": [
"高流动性波段标的 NVDA",
"Prior day +0.0%",
"5D momentum +5.9%",
"RS vs QQQ +0.99%",
"News/7 catalyst hints",
"Swing score 6.0"
],
"why_chain": "高流动性波段标的 NVDA · Prior day +0.0% · 5D momentum +5.9% · RS vs QQQ +0.99%",
"invalidation": "Close beyond stop $206.53 or thesis broken (trend flip / catalyst fade)",
"trade_summary_cn": "波段做多 NVDA：理想入场 $213.34–$217.40，止损 $206.53，目标 $230.37（约 +6.3%），持仓天数–数周",
"one_liner": "波段做多 NVDA：理想入场 $213.34–$217.40，止损 $206.53，目标 $230.37（约 +6.3%），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 (Iran)、Macro Surprise、Oil Selloff、Trade Policy",
"catalyst": "Geopolitical Risk (Iran)、Macro Surprise、Oil Selloff、Trade Policy"
},
"index_edge": {
"edge": "YES",
"why": "QQQ 走弱 -1.07%（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": "AMZN",
"win_prob": 72.0,
"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": 6.0
}
],
"total": 72.0,
"raw_total": 72.0,
"was_clamped": false
},
"expected_return_pct": 0.8,
"expected_high": 259.77,
"expected_low": 253.38,
"expected_close": 253.38,
"current_price": 255.42,
"upside_pct": 0.8,
"downside_risk_pct": 1.7,
"risk_reward": 0.47,
"rr_display": {
"reward_risk_ratio": 0.47,
"risk_reward_ratio": 2.13,
"reward_per_share": null,
"risk_per_share": null,
"label_reward_risk": "Reward/Risk 0.47",
"label_risk_reward": "Risk:Reward 1:2.13",
"display": "Reward/Risk 0.47 · Risk:Reward 1:2.13",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"expected_r": 0.0584,
"final_score": 0.29,
"trade_action": "Pass",
"trade": "Pass",
"gap_pct": -2.33,
"relative_strength": -3.07,
"relative_strength_vs_smh": -3.08,
"relative_weakness_score": 4.92,
"prior_day_change_pct": 0.0,
"why_factors": [
"RS弱于QQQ -3.07%",
"Volume 信号",
"VIX 走高",
"期望R 0.06 < 0.20（EV门禁）"
],
"why": "RS弱于QQQ -3.07% · Volume 信号 · VIX 走高 · 期望R 0.06 < 0.20（EV门禁）",
"score": 3,
"news_count": 0,
"factor_breakdown": {
"relative_strength_vs_qqq": -3.07,
"relative_strength_vs_smh": -3.08,
"relative_weakness_score": 4.92,
"gap_pct": -2.33,
"beta_proxy": 3.9,
"volume_signal": true,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": 5.97,
"prior_day_change_pct": 0.0
},
"edge_type": "Relative Weakness",
"score_formula_display": "final = win_prob(72%) × ER(0.8%) × rr_weight(0.5) / 100",
"rr_weight": 0.5,
"why_vs_runner_up": "AMZN RS -3.1% vs GOOGL -1.9%；ER 0.8% vs 0.6%；higher beta (3.9 vs 2.8)；relative weakness play",
"advisory": true,
"rank": 1,
"direction": "SHORT"
},
{
"symbol": "GOOGL",
"win_prob": 72.0,
"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": 6.0
}
],
"total": 72.0,
"raw_total": 72.0,
"was_clamped": false
},
"expected_return_pct": 0.55,
"expected_high": 339.35,
"expected_low": 333.72,
"expected_close": 334.57,
"current_price": 336.41,
"upside_pct": 0.8,
"downside_risk_pct": 0.87,
"risk_reward": 0.92,
"rr_display": {
"reward_risk_ratio": 0.92,
"risk_reward_ratio": 1.09,
"reward_per_share": null,
"risk_per_share": null,
"label_reward_risk": "Reward/Risk 0.92",
"label_risk_reward": "Risk:Reward 1:1.09",
"display": "Reward/Risk 0.92 · Risk:Reward 1:1.09",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"expected_r": 0.3824,
"final_score": 0.2,
"trade_action": "Pass",
"trade": "Pass",
"gap_pct": -2.13,
"relative_strength": -1.88,
"relative_strength_vs_smh": -1.89,
"relative_weakness_score": 3.01,
"prior_day_change_pct": 0.0,
"why_factors": [
"RS弱于QQQ -1.88%",
"Volume 信号",
"VIX 走高",
"几何上行 <1.5%（软门槛）"
],
"why": "RS弱于QQQ -1.88% · Volume 信号 · VIX 走高 · 几何上行 <1.5%（软门槛）",
"score": 2,
"news_count": 0,
"factor_breakdown": {
"relative_strength_vs_qqq": -1.88,
"relative_strength_vs_smh": -1.89,
"relative_weakness_score": 3.01,
"gap_pct": -2.13,
"beta_proxy": 2.77,
"volume_signal": true,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": 5.97,
"prior_day_change_pct": 0.0
},
"edge_type": "Relative Weakness",
"score_formula_display": "final = win_prob(72%) × ER(0.5%) × rr_weight(0.5) / 100",
"rr_weight": 0.5,
"why_vs_runner_up": "—",
"advisory": true,
"rank": 2,
"direction": "SHORT"
},
{
"symbol": "TQQQ",
"win_prob": 59.0,
"win_prob_breakdown": {
"components": [
{
"factor": "Base",
"key": "base",
"points": 50.0
},
{
"factor": "RS",
"key": "rs",
"points": 12.0
},
{
"factor": "Gap",
"key": "gap",
"points": 5.0
},
{
"factor": "Volume",
"key": "volume",
"points": 4.0
},
{
"factor": "Macro",
"key": "macro",
"points": -12.0
}
],
"total": 59.0,
"raw_total": 59.0,
"was_clamped": false
},
"expected_return_pct": 0.48,
"expected_high": 71.92,
"expected_low": 68.96,
"expected_close": 69.18,
"current_price": 69.52,
"upside_pct": 0.8,
"downside_risk_pct": 3.45,
"risk_reward": 0.23,
"rr_display": {
"reward_risk_ratio": 0.23,
"risk_reward_ratio": 4.35,
"reward_per_share": null,
"risk_per_share": null,
"label_reward_risk": "Reward/Risk 0.23",
"label_risk_reward": "Risk:Reward 1:4.35",
"display": "Reward/Risk 0.23 · Risk:Reward 1:4.35",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"expected_r": -0.2743,
"final_score": 0.14,
"trade_action": "Pass",
"trade": "Pass",
"gap_pct": -0.58,
"relative_strength": -2.18,
"relative_strength_vs_smh": -2.19,
"relative_weakness_score": 3.49,
"prior_day_change_pct": 0.0,
"why_factors": [
"RS弱于QQQ -2.18%",
"Gap 未过度延伸",
"Volume 信号",
"VIX 走高",
"Geo-risk day — avoid blind TQQQ short vs escalation",
"期望R -0.27 < 0.20（EV门禁）"
],
"why": "RS弱于QQQ -2.18% · Gap 未过度延伸 · Volume 信号 · VIX 走高",
"score": 1,
"news_count": 0,
"factor_breakdown": {
"relative_strength_vs_qqq": -2.18,
"relative_strength_vs_smh": -2.19,
"relative_weakness_score": 3.49,
"gap_pct": -0.58,
"beta_proxy": 3.06,
"volume_signal": true,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": 5.97,
"prior_day_change_pct": 0.0
},
"edge_type": "Relative Weakness",
"score_formula_display": "final = win_prob(59%) × ER(0.5%) × rr_weight(0.5) / 100",
"rr_weight": 0.5,
"why_vs_runner_up": "—",
"advisory": true,
"rank": 3,
"direction": "SHORT"
},
{
"symbol": "MSFT",
"win_prob": 67.0,
"win_prob_breakdown": {
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