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 44
H-2026-09-02-001Surprise：No major surprises vs typical driver mix
Lesson：Morning Hypothesis 被 Chip/Macro 冲突推翻——复盘 P10/P15 权重
{
"date": "2026-09-02",
"features": {
"dgs10": 4.75,
"dgs2": null,
"vix": 16.44,
"vix_chg": 0.61,
"qqq_chg": -0.99,
"smh_chg": -1.22,
"nvda_chg": 1.72,
"spy_chg": 0.0,
"oil_chg": 0.0,
"dxy_chg": 0.13,
"breadth_proxy": 0.42857142857142855,
"qqq_gap": -1.49,
"news_headline_count": 28,
"news_bearish_ratio": 0.222,
"news_ai_mentions": 51,
"news_macro_mentions": 5,
"news_oil_mentions": 4,
"news_risk_mentions": 5
},
"regime": {
"label": "AI Expansion",
"confidence": 0.82
},
"hypothesis": {
"id": "H-2026-09-02-001",
"statement": "弱 NFP 能否抵消 AI 抛售？（Macro 利率利好 vs 半导体风险）",
"evidence": [
"VIX=16.4 (low fear)"
],
"counter_evidence": [
"10Y=4.75% (elevated rates)",
"Breadth 29% (narrow market)"
],
"confidence": 0.48,
"status": "待验证"
},
"morning": {
"bias": "Strong Bear",
"total": -5,
"driver_type": "Political",
"daily_driver": "Geopolitical Risk",
"best_opportunity": {
"direction": "NO TRADE",
"symbol": "—",
"instrument": "—",
"horizon": "—",
"confidence": 45,
"entry": "—",
"stop": "—",
"target": "—",
"targets": [],
"duration": "—",
"why": [
"今日无任何标的达到交易阈值"
],
"why_chain": "今日无任何标的达到交易阈值",
"avoid": [],
"one_liner": "今日无任何标的达到交易阈值",
"p16_gate": "No Trade",
"threshold_message": "今日无任何标的达到交易阈值",
"advisory": true
},
"best_trades": {
"primary": null,
"secondary": null,
"watchlist": null,
"index_trade": "NO TRADE",
"p16_gate": "No Trade",
"threshold_message": "今日无任何标的达到交易阈值",
"stock_trades": [],
"top_trades": [
{
"rank": 1,
"symbol": "ARM",
"direction": "SHORT",
"instrument": "Stock",
"horizon": "Swing",
"confidence": 74,
"confidence_stars": "★★★☆☆",
"expected_move": "+0.61%",
"expected_return_pct": 0.61,
"win_prob": 74.0,
"win_prob_breakdown": {
"components": [
{
"factor": "Base",
"key": "base",
"points": 50.0
},
{
"factor": "RS",
"key": "rs",
"points": 20.0
},
{
"factor": "Volume",
"key": "volume",
"points": 4.0
}
],
"total": 74.0,
"raw_total": 74.0,
"was_clamped": false
},
"risk_reward": 0.48,
"final_score": 0.39,
"trade_action": "Pass",
"relative_strength": -2.67,
"entry": "Below 230.6 (ORB低点)",
"entry_source": "orb_low",
"entry_price": 230.85,
"entry_zone": {
"low": 230.64,
"high": 231.06,
"mid": 230.85,
"anchors": [
{
"source": "vwap",
"label": "VWAP",
"price": 231.06
},
{
"source": "orb_low",
"label": "ORB低点",
"price": 230.64
}
],
"display": "Entry Zone 230.64–231.06",
"entry_source": "orb_low",
"tolerance_pct": 0.3
},
"stop": "233.8 (ORB高点)",
"stop_source": "orb_high",
"stop_price": 233.77,
"target": "229.4 (预期收盘)",
"target_source": "expected_close",
"target_price": 229.45,
"targets": [
"229.4 (预期收盘)"
],
"level_anchors": {
"vwap": 231.06,
"orb_high": 233.77,
"orb_low": 230.64,
"prev_high": 241.91,
"prev_low": 241.91,
"prior_close": 241.91,
"orb_from_minute": true
},
"levels_valid": true,
"why": [
"RS弱于QQQ -2.67%",
"RS弱于SMH -1.68%",
"Volume 信号",
"几何上行 <1.5%（软门槛）"
],
"why_chain": "RS弱于QQQ -2.67% · RS弱于SMH -1.68% · Volume 信号 · 几何上行 <1.5%（软门槛）",
"why_vs_runner_up": "ARM RS -2.7% vs MU -1.7%；ER 1.1% vs 0.7%；Win% 74 vs 69；higher beta (2.8 vs 2.2)；relative weakness play",
"factor_breakdown": {
"relative_strength_vs_qqq": -2.67,
"relative_strength_vs_smh": -1.68,
"relative_weakness_score": 3.68,
"gap_pct": -4.09,
"beta_proxy": 2.83,
"volume_signal": true,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": 0.61,
"prior_day_change_pct": 0.0
},
"edge_type": "Relative Weakness",
"score_formula_display": "final = win_prob(74%) × ER(1.1%) × rr_weight(0.5) / 100",
"expected_high": 234.82,
"expected_low": 229.45,
"expected_close": 229.45,
"current_price": 231.91,
"upside_pct": 1.06,
"downside_risk_pct": 1.25,
"why_factors": [
"RS弱于QQQ -2.67%",
"RS弱于SMH -1.68%",
"Volume 信号",
"几何上行 <1.5%（软门槛）"
],
"why_today": "RS弱于QQQ -2.67% · RS弱于SMH -1.68% · Volume 信号 · 几何上行 <1.5%（软门槛）",
"gap_pct": -4.09,
"rr_display": {
"reward_risk_ratio": 0.48,
"risk_reward_ratio": 2.08,
"reward_per_share": 1.4,
"risk_per_share": 2.92,
"label_reward_risk": "Reward/Risk 0.48",
"label_risk_reward": "Risk:Reward 1:2.08",
"display": "Reward/Risk 0.48 · Risk:Reward 1:2.08",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"catalyst": "Geopolitical Risk · Geopolitical Risk (Iran)",
"invalidation": "Close above stop $233.77 · Geopolitical escalation invalidates mean-reversion",
"advisory": true,
"level_reasons": {
"entry": {
"price": 230.85,
"source": "orb_low",
"confidence": 89,
"reasons": [
{
"source": "orb_low",
"label": "ORB Low",
"price": 230.64,
"weight_pct": 70.0,
"matched": true,
"primary": true
},
{
"source": "vwap",
"label": "VWAP",
"price": 231.06,
"weight_pct": 30.0,
"matched": true,
"primary": false
}
]
},
"stop": {
"price": 233.77,
"source": "orb_high",
"confidence": 77,
"reasons": [
{
"source": "orb_high",
"label": "ORB High",
"price": 233.77,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
},
"target": {
"price": 229.45,
"source": "expected_close",
"confidence": 77,
"reasons": [
{
"source": "expected_close",
"label": "Expected Close",
"price": 229.45,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
}
},
"return_calculation": "(230.85-229.45)/230.85=0.61%",
"heuristic_expected_return_pct": 1.06,
"target_action": "买入/平空仓",
"trade_summary_cn": "做空 ARM：在 230.85 附近入场，目标 229.45，预期 +0.61%",
"expected_r": 0.0952,
"rr_below_hard_min": true,
"trade_economics": {
"account_size": 10000.0,
"risk_pct": 1.0,
"position_pct": 78.5,
"shares": 34,
"contracts": 0,
"max_loss_usd": 99.28,
"win_usd": 47.6,
"loss_usd": 99.28,
"expected_value_usd": 9.41,
"risk_per_share": 2.92,
"reward_per_share": 1.4,
"rr_display": {
"reward_risk_ratio": 0.48,
"risk_reward_ratio": 2.08,
"reward_per_share": 1.4,
"risk_per_share": 2.92,
"label_reward_risk": "Reward/Risk 0.48",
"label_risk_reward": "Risk:Reward 1:2.08",
"display": "Reward/Risk 0.48 · Risk:Reward 1:2.08",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"size_label": "None",
"display": "$10,000 → Win +$48 / Loss -$99"
},
"position_sizing": {
"risk_pct": 1.0,
"position_pct": 78.5,
"contracts": 0,
"shares": 34,
"max_loss_usd": 99.28,
"size_label": "None",
"display": "Risk 1.0% → Position 78.5% → 34 unit(s) → Max Loss $99.28"
},
"why_wins_today": [
{
"rank": 1,
"dimension": "expected_range",
"label": "Largest Expected Range",
"primary_value": 2.31,
"runner_up_value": 1.9,
"wins": true
},
{
"rank": 2,
"dimension": "win_prob",
"label": "Highest Probability",
"primary_value": 74.0,
"runner_up_value": 74.0,
"wins": true
}
],
"why_not_alternatives": [
{
"symbol": "MU",
"rank": 2,
"reasons": [
"Win% 74 vs 69",
"ER 0.6% vs 0.7%",
"Score 0.39 vs 0.28",
"RS -2.7% vs -1.7%"
],
"summary": "Why ARM over MU: Win% 74 vs 69 · ER 0.6% vs 0.7% · Score 0.39 vs 0.28 · RS -2.7% vs -1.7%"
},
{
"symbol": "TSLA",
"rank": 3,
"reasons": [
"Win% 74 vs 66",
"ER 0.6% vs 0.5%",
"Score 0.39 vs 0.26",
"RS -2.7% vs -1.6%"
],
"summary": "Why ARM over TSLA: Win% 74 vs 66 · ER 0.6% vs 0.5% · Score 0.39 vs 0.26 · RS -2.7% vs -1.6%"
},
{
"symbol": "AMD",
"rank": 4,
"reasons": [
"Score 0.39 vs 0.24",
"RS -2.7% vs -1.6%"
],
"summary": "Why ARM over AMD: Score 0.39 vs 0.24 · RS -2.7% vs -1.6%"
},
{
"symbol": "TQQQ",
"rank": 5,
"reasons": [
"Win% 74 vs 48",
"ER 0.6% vs 0.9%",
"Score 0.39 vs 0.23",
"RS -2.7% vs -3.0%"
],
"summary": "Why ARM over TQQQ: Win% 74 vs 48 · ER 0.6% vs 0.9% · Score 0.39 vs 0.23 · RS -2.7% vs -3.0%"
},
{
"symbol": "SMH",
"rank": 6,
"reasons": [
"Win% 74 vs 48",
"ER 0.6% vs 0.4%",
"Score 0.39 vs 0.17",
"RS -2.7% vs -1.0%"
],
"summary": "Why ARM over SMH: Win% 74 vs 48 · ER 0.6% vs 0.4% · Score 0.39 vs 0.17 · RS -2.7% vs -1.0%"
}
],
"rank_summary": "ARM ranked #1 because largest expected range + highest probability",
"win_prob_source": "rules",
"calibration": {
"calibrated_win_prob": 74.0,
"sample_size": 0,
"confidence_interval": null,
"source": "rules_fallback",
"match_quality": "insufficient",
"win_prob_source": "rules",
"disclaimer": "No historical matches; using rules breakdown"
},
"similar_days": [
{
"date": "2026-08-28",
"outcome": "win",
"return_pct": 3.92,
"match_score": 3,
"direction": "LONG"
}
],
"ev_distribution": {
"expected_value_usd": 9.41,
"win_scenario_usd": 47.6,
"loss_scenario_usd": 99.28,
"win_prob_pct": 74.0,
"display": "EV $+9 (win +$48 @ 74.0% · loss -$99)"
},
"entry_status": {
"current_price": 231.91,
"ideal_entry": 230.85,
"distance_pct": -0.46,
"remaining_er_pct": 1.06,
"live_expected_return_pct": 1.06,
"new_plan": null,
"alternate_entry": null,
"advisory": true,
"advisory_tag": "ADVISORY — 不构成投资建议",
"zone_low": 230.64,
"zone_high": 231.06,
"miss_threshold_pct": 1.0,
"status": "PREMARKET",
"status_reason": "Premarket Ideal Entry — plan not yet live",
"action_hint": "Entry still valid"
}
},
{
"rank": 2,
"symbol": "MU",
"direction": "SHORT",
"instrument": "Stock",
"horizon": "Swing",
"confidence": 69,
"confidence_stars": "★★★☆☆",
"expected_move": "+0.16%",
"expected_return_pct": 0.16,
"win_prob": 69.0,
"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
}
],
"total": 69.0,
"raw_total": 69.0,
"was_clamped": false
},
"risk_reward": 0.15,
"final_score": 0.28,
"trade_action": "Pass",
"relative_strength": -1.71,
"entry": "Below 924.0 (ORB低点)",
"entry_source": "orb_low",
"entry_price": 923.44,
"entry_zone": {
"low": 922.88,
"high": 924.0,
"mid": 923.44,
"anchors": [
{
"source": "vwap",
"label": "VWAP",
"price": 922.88
},
{
"source": "orb_low",
"label": "ORB低点",
"price": 924.0
}
],
"display": "Entry Zone 923–924",
"entry_source": "orb_low",
"tolerance_pct": 0.3
},
"stop": "933.4 (ORB高点)",
"stop_source": "orb_high",
"stop_price": 933.44,
"target": "922.0 (预期收盘)",
"target_source": "expected_close",
"target_price": 921.99,
"targets": [
"922.0 (预期收盘)"
],
"level_anchors": {
"vwap": 922.88,
"orb_high": 933.44,
"orb_low": 924.0,
"prev_high": 958.73,
"prev_low": 958.73,
"prior_close": 958.73,
"orb_from_minute": true
},
"levels_valid": true,
"why": [
"RS弱于QQQ -1.71%",
"RS弱于SMH -0.72%",
"News 1 (利空做空)",
"Volume 信号",
"几何上行 <1.5%（软门槛）"
],
"why_chain": "RS弱于QQQ -1.71% · RS弱于SMH -0.72% · News 1 (利空做空) · Volume 信号",
"why_vs_runner_up": "—",
"factor_breakdown": {
"relative_strength_vs_qqq": -1.71,
"relative_strength_vs_smh": -0.72,
"relative_weakness_score": 2.14,
"gap_pct": -3.14,
"beta_proxy": 2.17,
"volume_signal": true,
"news_count": 1,
"extended_gap_penalty": 0.0,
"vix_change_pct": 0.61,
"prior_day_change_pct": 0.0
},
"edge_type": "Relative Weakness",
"score_formula_display": "final = win_prob(69%) × ER(0.7%) × rr_weight(0.59) / 100",
"expected_high": 934.61,
"expected_low": 920.87,
"expected_close": 921.99,
"current_price": 928.3,
"upside_pct": 0.8,
"downside_risk_pct": 0.68,
"why_factors": [
"RS弱于QQQ -1.71%",
"RS弱于SMH -0.72%",
"News 1 (利空做空)",
"Volume 信号",
"几何上行 <1.5%（软门槛）"
],
"why_today": "RS弱于QQQ -1.71% · RS弱于SMH -0.72% · News 1 (利空做空) · Volume 信号",
"gap_pct": -3.14,
"rr_display": {
"reward_risk_ratio": 0.14,
"risk_reward_ratio": 7.14,
"reward_per_share": 1.45,
"risk_per_share": 10.0,
"label_reward_risk": "Reward/Risk 0.14",
"label_risk_reward": "Risk:Reward 1:7.14",
"display": "Reward/Risk 0.14 · Risk:Reward 1:7.14",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"catalyst": "Geopolitical Risk · Geopolitical Risk (Iran)",
"invalidation": "Close above stop $933.44 · Geopolitical escalation invalidates mean-reversion",
"advisory": true,
"level_reasons": {
"entry": {
"price": 923.44,
"source": "orb_low",
"confidence": 89,
"reasons": [
{
"source": "orb_low",
"label": "ORB Low",
"price": 924.0,
"weight_pct": 70.0,
"matched": true,
"primary": true
},
{
"source": "vwap",
"label": "VWAP",
"price": 922.88,
"weight_pct": 30.0,
"matched": true,
"primary": false
}
]
},
"stop": {
"price": 933.44,
"source": "orb_high",
"confidence": 77,
"reasons": [
{
"source": "orb_high",
"label": "ORB High",
"price": 933.44,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
},
"target": {
"price": 921.99,
"source": "expected_close",
"confidence": 77,
"reasons": [
{
"source": "expected_close",
"label": "Expected Close",
"price": 921.99,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
}
},
"return_calculation": "(923.44-921.99)/923.44=0.16%",
"heuristic_expected_return_pct": 0.68,
"target_action": "买入/平空仓",
"trade_summary_cn": "做空 MU：在 923.44 附近入场，目标 921.99，预期 +0.16%",
"expected_r": -0.2065,
"rr_below_hard_min": true,
"trade_economics": {
"account_size": 10000.0,
"risk_pct": 1.0,
"position_pct": 92.3,
"shares": 10,
"contracts": 0,
"max_loss_usd": 100.0,
"win_usd": 14.5,
"loss_usd": 100.0,
"expected_value_usd": -21.0,
"risk_per_share": 10.0,
"reward_per_share": 1.45,
"rr_display": {
"reward_risk_ratio": 0.14,
"risk_reward_ratio": 7.14,
"reward_per_share": 1.45,
"risk_per_share": 10.0,
"label_reward_risk": "Reward/Risk 0.14",
"label_risk_reward": "Risk:Reward 1:7.14",
"display": "Reward/Risk 0.14 · Risk:Reward 1:7.14",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"size_label": "None",
"display": "$10,000 → Win +$14 / Loss -$100"
},
"position_sizing": {
"risk_pct": 1.0,
"position_pct": 92.3,
"contracts": 0,
"shares": 10,
"max_loss_usd": 100.0,
"size_label": "None",
"display": "Risk 1.0% → Position 92.3% → 10 unit(s) → Max Loss $100.0"
},
"why_wins_today": [],
"why_not_alternatives": [
{
"symbol": "ARM",
"rank": 1,
"reasons": [
"Win% 69 vs 74",
"ER 0.2% vs 1.1%",
"Score 0.28 vs 0.39",
"RS -1.7% vs -2.7%"
],
"summary": "Why MU over ARM: Win% 69 vs 74 · ER 0.2% vs 1.1% · Score 0.28 vs 0.39 · RS -1.7% vs -2.7%"
},
{
"symbol": "TSLA",
"rank": 3,
"reasons": [
"Win% 69 vs 66",
"ER 0.2% vs 0.5%",
"Score 0.28 vs 0.26",
"RS -1.7% vs -1.6%"
],
"summary": "Why MU over TSLA: Win% 69 vs 66 · ER 0.2% vs 0.5% · Score 0.28 vs 0.26 · RS -1.7% vs -1.6%"
},
{
"symbol": "AMD",
"rank": 4,
"reasons": [
"Win% 69 vs 74",
"ER 0.2% vs 0.6%",
"Score 0.28 vs 0.24"
],
"summary": "Why MU over AMD: Win% 69 vs 74 · ER 0.2% vs 0.6% · Score 0.28 vs 0.24"
},
{
"symbol": "TQQQ",
"rank": 5,
"reasons": [
"Win% 69 vs 48",
"ER 0.2% vs 0.9%",
"Score 0.28 vs 0.23",
"RS -1.7% vs -3.0%"
],
"summary": "Why MU over TQQQ: Win% 69 vs 48 · ER 0.2% vs 0.9% · Score 0.28 vs 0.23 · RS -1.7% vs -3.0%"
},
{
"symbol": "SMH",
"rank": 6,
"reasons": [
"Win% 69 vs 48",
"ER 0.2% vs 0.4%",
"Score 0.28 vs 0.17",
"RS -1.7% vs -1.0%"
],
"summary": "Why MU over SMH: Win% 69 vs 48 · ER 0.2% vs 0.4% · Score 0.28 vs 0.17 · RS -1.7% vs -1.0%"
}
],
"win_prob_source": "rules",
"calibration": {
"calibrated_win_prob": 69.0,
"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": [
{
"date": "2026-08-28",
"outcome": "win",
"return_pct": 3.92,
"match_score": 3,
"direction": "LONG"
}
],
"ev_distribution": {
"expected_value_usd": -21.0,
"win_scenario_usd": 14.5,
"loss_scenario_usd": 100.0,
"win_prob_pct": 69.0,
"display": "EV $-21 (win +$14 @ 69.0% · loss -$100)"
},
"entry_status": {
"current_price": 928.3,
"ideal_entry": 923.44,
"distance_pct": -0.53,
"remaining_er_pct": 0.68,
"live_expected_return_pct": 0.68,
"new_plan": null,
"alternate_entry": null,
"advisory": true,
"advisory_tag": "ADVISORY — 不构成投资建议",
"zone_low": 922.88,
"zone_high": 924.0,
"miss_threshold_pct": 1.0,
"status": "PREMARKET",
"status_reason": "Premarket Ideal Entry — plan not yet live",
"action_hint": "Entry still valid"
}
},
{
"rank": 3,
"symbol": "TSLA",
"direction": "SHORT",
"instrument": "Stock",
"horizon": "Swing",
"confidence": 66,
"confidence_stars": "★★★☆☆",
"expected_move": "+0.44%",
"expected_return_pct": 0.44,
"win_prob": 66.0,
"win_prob_breakdown": {
"components": [
{
"factor": "Base",
"key": "base",
"points": 50.0
},
{
"factor": "RS",
"key": "rs",
"points": 12.0
},
{
"factor": "Volume",
"key": "volume",
"points": 4.0
}
],
"total": 66.0,
"raw_total": 66.0,
"was_clamped": false
},
"risk_reward": 0.49,
"final_score": 0.26,
"trade_action": "Pass",
"relative_strength": -1.55,
"entry": "Below 355.3 (ORB低点)",
"entry_source": "orb_low",
"entry_price": 355.58,
"entry_zone": {
"low": 355.3,
"high": 355.86,
"mid": 355.58,
"anchors": [
{
"source": "vwap",
"label": "VWAP",
"price": 355.86
},
{
"source": "orb_low",
"label": "ORB低点",
"price": 355.3
}
],
"display": "Entry Zone 355.30–355.86",
"entry_source": "orb_low",
"tolerance_pct": 0.3
},
"stop": "358.8 (ORB高点)",
"stop_source": "orb_high",
"stop_price": 358.79,
"target": "354.0 (预期低点)",
"target_source": "expected_low",
"target_price": 354.01,
"targets": [
"354.0 (预期低点)"
],
"level_anchors": {
"vwap": 355.86,
"orb_high": 358.79,
"orb_low": 355.3,
"prev_high": 367.95,
"prev_low": 367.95,
"prior_close": 367.95,
"orb_from_minute": true
},
"levels_valid": true,
"why": [
"RS弱于QQQ -1.55%",
"Volume 信号",
"几何上行 <1.5%（软门槛）"
],
"why_chain": "RS弱于QQQ -1.55% · Volume 信号 · 几何上行 <1.5%（软门槛）",
"why_vs_runner_up": "—",
"factor_breakdown": {
"relative_strength_vs_qqq": -1.55,
"relative_strength_vs_smh": -0.56,
"relative_weakness_score": 1.89,
"gap_pct": -2.84,
"beta_proxy": 2.06,
"volume_signal": true,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": 0.61,
"prior_day_change_pct": 0.0
},
"edge_type": "Relative Weakness",
"score_formula_display": "final = win_prob(66%) × ER(0.5%) × rr_weight(0.74) / 100",
"expected_high": 358.78,
"expected_low": 354.01,
"expected_close": 354.94,
"current_price": 356.86,
"upside_pct": 0.8,
"downside_risk_pct": 0.54,
"why_factors": [
"RS弱于QQQ -1.55%",
"Volume 信号",
"几何上行 <1.5%（软门槛）"
],
"why_today": "RS弱于QQQ -1.55% · Volume 信号 · 几何上行 <1.5%（软门槛）",
"gap_pct": -2.84,
"rr_display": {
"reward_risk_ratio": 0.49,
"risk_reward_ratio": 2.04,
"reward_per_share": 1.57,
"risk_per_share": 3.21,
"label_reward_risk": "Reward/Risk 0.49",
"label_risk_reward": "Risk:Reward 1:2.04",
"display": "Reward/Risk 0.49 · Risk:Reward 1:2.04",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"catalyst": "Geopolitical Risk · Geopolitical Risk (Iran)",
"invalidation": "Close above stop $358.79 · Geopolitical escalation invalidates mean-reversion",
"advisory": true,
"level_reasons": {
"entry": {
"price": 355.58,
"source": "orb_low",
"confidence": 89,
"reasons": [
{
"source": "orb_low",
"label": "ORB Low",
"price": 355.3,
"weight_pct": 70.0,
"matched": true,
"primary": true
},
{
"source": "vwap",
"label": "VWAP",
"price": 355.86,
"weight_pct": 30.0,
"matched": true,
"primary": false
}
]
},
"stop": {
"price": 358.79,
"source": "orb_high",
"confidence": 77,
"reasons": [
{
"source": "orb_high",
"label": "ORB High",
"price": 358.79,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
},
"target": {
"price": 354.01,
"source": "expected_low",
"confidence": 77,
"reasons": [
{
"source": "expected_low",
"label": "Expected Low",
"price": 354.01,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
}
},
"return_calculation": "(355.58-354.01)/355.58=0.44%",
"heuristic_expected_return_pct": 0.54,
"target_action": "买入/平空仓",
"trade_summary_cn": "做空 TSLA：在 355.58 附近入场，目标 354.01，预期 +0.44%",
"expected_r": -0.0166,
"rr_below_hard_min": true,
"trade_economics": {
"account_size": 10000.0,
"risk_pct": 1.0,
"position_pct": 100.0,
"shares": 31,
"contracts": 0,
"max_loss_usd": 99.51,
"win_usd": 48.67,
"loss_usd": 99.51,
"expected_value_usd": -1.71,
"risk_per_share": 3.21,
"reward_per_share": 1.57,
"rr_display": {
"reward_risk_ratio": 0.49,
"risk_reward_ratio": 2.04,
"reward_per_share": 1.57,
"risk_per_share": 3.21,
"label_reward_risk": "Reward/Risk 0.49",
"label_risk_reward": "Risk:Reward 1:2.04",
"display": "Reward/Risk 0.49 · Risk:Reward 1:2.04",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"size_label": "None",
"display": "$10,000 → Win +$49 / Loss -$100"
},
"position_sizing": {
"risk_pct": 1.0,
"position_pct": 100.0,
"contracts": 0,
"shares": 31,
"max_loss_usd": 99.51,
"size_label": "None",
"display": "Risk 1.0% → Position 100.0% → 31 unit(s) → Max Loss $99.51"
},
"why_wins_today": [],
"why_not_alternatives": [
{
"symbol": "ARM",
"rank": 1,
"reasons": [
"Win% 66 vs 74",
"ER 0.4% vs 1.1%",
"Score 0.26 vs 0.39",
"RS -1.6% vs -2.7%"
],
"summary": "Why TSLA over ARM: Win% 66 vs 74 · ER 0.4% vs 1.1% · Score 0.26 vs 0.39 · RS -1.6% vs -2.7%"
},
{
"symbol": "MU",
"rank": 2,
"reasons": [
"Win% 66 vs 69",
"ER 0.4% vs 0.7%",
"Score 0.26 vs 0.28",
"RS -1.6% vs -1.7%"
],
"summary": "Why TSLA over MU: Win% 66 vs 69 · ER 0.4% vs 0.7% · Score 0.26 vs 0.28 · RS -1.6% vs -1.7%"
},
{
"symbol": "AMD",
"rank": 4,
"reasons": [
"Win% 66 vs 74",
"ER 0.4% vs 0.6%",
"Score 0.26 vs 0.24"
],
"summary": "Why TSLA over AMD: Win% 66 vs 74 · ER 0.4% vs 0.6% · Score 0.26 vs 0.24"
},
{
"symbol": "TQQQ",
"rank": 5,
"reasons": [
"Win% 66 vs 48",
"ER 0.4% vs 0.9%",
"Score 0.26 vs 0.23",
"RS -1.6% vs -3.0%"
],
"summary": "Why TSLA over TQQQ: Win% 66 vs 48 · ER 0.4% vs 0.9% · Score 0.26 vs 0.23 · RS -1.6% vs -3.0%"
},
{
"symbol": "SMH",
"rank": 6,
"reasons": [
"Win% 66 vs 48",
"ER 0.4% vs 0.4%",
"Score 0.26 vs 0.17",
"RS -1.6% vs -1.0%"
],
"summary": "Why TSLA over SMH: Win% 66 vs 48 · ER 0.4% vs 0.4% · Score 0.26 vs 0.17 · RS -1.6% vs -1.0%"
}
],
"win_prob_source": "rules",
"calibration": {
"calibrated_win_prob": 66.0,
"sample_size": 0,
"confidence_interval": null,
"source": "rules_fallback",
"match_quality": "insufficient",
"win_prob_source": "rules",
"disclaimer": "No historical matches; using rules breakdown"
},
"ev_distribution": {
"expected_value_usd": -1.71,
"win_scenario_usd": 48.67,
"loss_scenario_usd": 99.51,
"win_prob_pct": 66.0,
"display": "EV $-2 (win +$49 @ 66.0% · loss -$100)"
},
"entry_status": {
"current_price": 356.86,
"ideal_entry": 355.58,
"distance_pct": -0.36,
"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": 355.3,
"zone_high": 355.86,
"miss_threshold_pct": 1.0,
"status": "PREMARKET",
"status_reason": "Premarket Ideal Entry — plan not yet live",
"action_hint": "Entry still valid"
}
},
{
"rank": 4,
"symbol": "AMD",
"direction": "SHORT",
"instrument": "Stock",
"horizon": "Swing",
"confidence": 74,
"confidence_stars": "★★★☆☆",
"expected_move": "+0.46%",
"expected_return_pct": 0.46,
"win_prob": 74.0,
"win_prob_breakdown": {
"components": [
{
"factor": "Base",
"key": "base",
"points": 50.0
},
{
"factor": "RS",
"key": "rs",
"points": 20.0
},
{
"factor": "Volume",
"key": "volume",
"points": 4.0
}
],
"total": 74.0,
"raw_total": 74.0,
"was_clamped": false
},
"risk_reward": 0.47,
"final_score": 0.24,
"trade_action": "Pass",
"relative_strength": -1.62,
"entry": "Below 455.8 (ORB低点)",
"entry_source": "orb_low",
"entry_price": 455.52,
"entry_zone": {
"low": 455.22,
"high": 455.83,
"mid": 455.52,
"anchors": [
{
"source": "vwap",
"label": "VWAP",
"price": 455.22
},
{
"source": "orb_low",
"label": "ORB低点",
"price": 455.83
}
],
"display": "Entry Zone 455.22–455.83",
"entry_source": "orb_low",
"tolerance_pct": 0.3
},
"stop": "460.0 (ORB高点)",
"stop_source": "orb_high",
"stop_price": 460.0,
"target": "453.4 (预期收盘)",
"target_source": "expected_close",
"target_price": 453.42,
"targets": [
"453.4 (预期收盘)"
],
"level_anchors": {
"vwap": 455.22,
"orb_high": 460.0,
"orb_low": 455.83,
"prev_high": 470.72,
"prev_low": 470.72,
"prior_close": 470.72,
"orb_from_minute": true
},
"levels_valid": true,
"why": [
"RS弱于QQQ -1.62%",
"RS弱于SMH -0.63%",
"Volume 信号",
"几何上行 <1.5%（软门槛）"
],
"why_chain": "RS弱于QQQ -1.62% · RS弱于SMH -0.63% · Volume 信号 · 几何上行 <1.5%（软门槛）",
"why_vs_runner_up": "—",
"factor_breakdown": {
"relative_strength_vs_qqq": -1.62,
"relative_strength_vs_smh": -0.63,
"relative_weakness_score": 2.0,
"gap_pct": -2.63,
"beta_proxy": 2.11,
"volume_signal": true,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": 0.61,
"prior_day_change_pct": 0.0
},
"edge_type": "Relative Weakness",
"score_formula_display": "final = win_prob(74%) × ER(0.6%) × rr_weight(0.54) / 100",
"expected_high": 459.61,
"expected_low": 452.55,
"expected_close": 453.42,
"current_price": 456.2,
"upside_pct": 0.8,
"downside_risk_pct": 0.75,
"why_factors": [
"RS弱于QQQ -1.62%",
"RS弱于SMH -0.63%",
"Volume 信号",
"几何上行 <1.5%（软门槛）"
],
"why_today": "RS弱于QQQ -1.62% · RS弱于SMH -0.63% · Volume 信号 · 几何上行 <1.5%（软门槛）",
"gap_pct": -2.63,
"rr_display": {
"reward_risk_ratio": 0.47,
"risk_reward_ratio": 2.13,
"reward_per_share": 2.1,
"risk_per_share": 4.48,
"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"
},
"catalyst": "Geopolitical Risk · Geopolitical Risk (Iran)",
"invalidation": "Close above stop $460.0 · Geopolitical escalation invalidates mean-reversion",
"advisory": true,
"level_reasons": {
"entry": {
"price": 455.52,
"source": "orb_low",
"confidence": 89,
"reasons": [
{
"source": "orb_low",
"label": "ORB Low",
"price": 455.83,
"weight_pct": 70.0,
"matched": true,
"primary": true
},
{
"source": "vwap",
"label": "VWAP",
"price": 455.22,
"weight_pct": 30.0,
"matched": true,
"primary": false
}
]
},
"stop": {
"price": 460.0,
"source": "orb_high",
"confidence": 77,
"reasons": [
{
"source": "orb_high",
"label": "ORB High",
"price": 460.0,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
},
"target": {
"price": 453.42,
"source": "expected_close",
"confidence": 77,
"reasons": [
{
"source": "expected_close",
"label": "Expected Close",
"price": 453.42,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
}
},
"return_calculation": "(455.52-453.42)/455.52=0.46%",
"heuristic_expected_return_pct": 0.61,
"target_action": "买入/平空仓",
"trade_summary_cn": "做空 AMD：在 455.52 附近入场，目标 453.42，预期 +0.46%",
"expected_r": 0.0878,
"rr_below_hard_min": true,
"trade_economics": {
"account_size": 10000.0,
"risk_pct": 1.0,
"position_pct": 100.0,
"shares": 22,
"contracts": 0,
"max_loss_usd": 98.56,
"win_usd": 46.2,
"loss_usd": 98.56,
"expected_value_usd": 8.56,
"risk_per_share": 4.48,
"reward_per_share": 2.1,
"rr_display": {
"reward_risk_ratio": 0.47,
"risk_reward_ratio": 2.13,
"reward_per_share": 2.1,
"risk_per_share": 4.48,
"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"
},
"size_label": "None",
"display": "$10,000 → Win +$46 / Loss -$99"
},
"position_sizing": {
"risk_pct": 1.0,
"position_pct": 100.0,
"contracts": 0,
"shares": 22,
"max_loss_usd": 98.56,
"size_label": "None",
"display": "Risk 1.0% → Position 100.0% → 22 unit(s) → Max Loss $98.56"
},
"why_wins_today": [
{
"rank": 1,
"dimension": "win_prob",
"label": "Highest Probability",
"primary_value": 74.0,
"runner_up_value": 74.0,
"wins": true
}
],
"why_not_alternatives": [
{
"symbol": "ARM",
"rank": 1,
"reasons": [
"ER 0.5% vs 1.1%",
"Score 0.24 vs 0.39",
"RS -1.6% vs -2.7%"
],
"summary": "Why AMD over ARM: ER 0.5% vs 1.1% · Score 0.24 vs 0.39 · RS -1.6% vs -2.7%"
},
{
"symbol": "MU",
"rank": 2,
"reasons": [
"Win% 74 vs 69",
"ER 0.5% vs 0.7%",
"Score 0.24 vs 0.28"
],
"summary": "Why AMD over MU: Win% 74 vs 69 · ER 0.5% vs 0.7% · Score 0.24 vs 0.28"
},
{
"symbol": "TSLA",
"rank": 3,
"reasons": [
"Win% 74 vs 66",
"ER 0.5% vs 0.5%",
"Score 0.24 vs 0.26"
],
"summary": "Why AMD over TSLA: Win% 74 vs 66 · ER 0.5% vs 0.5% · Score 0.24 vs 0.26"
},
{
"symbol": "TQQQ",
"rank": 5,
"reasons": [
"Win% 74 vs 48",
"ER 0.5% vs 0.9%",
"Score 0.24 vs 0.23",
"RS -1.6% vs -3.0%"
],
"summary": "Why AMD over TQQQ: Win% 74 vs 48 · ER 0.5% vs 0.9% · Score 0.24 vs 0.23 · RS -1.6% vs -3.0%"
},
{
"symbol": "SMH",
"rank": 6,
"reasons": [
"Win% 74 vs 48",
"ER 0.5% vs 0.4%",
"Score 0.24 vs 0.17",
"RS -1.6% vs -1.0%"
],
"summary": "Why AMD over SMH: Win% 74 vs 48 · ER 0.5% vs 0.4% · Score 0.24 vs 0.17 · RS -1.6% vs -1.0%"
}
],
"win_prob_source": "rules",
"calibration": {
"calibrated_win_prob": 74.0,
"sample_size": 0,
"confidence_interval": null,
"source": "rules_fallback",
"match_quality": "insufficient",
"win_prob_source": "rules",
"disclaimer": "No historical matches; using rules breakdown"
},
"ev_distribution": {
"expected_value_usd": 8.56,
"win_scenario_usd": 46.2,
"loss_scenario_usd": 98.56,
"win_prob_pct": 74.0,
"display": "EV $+9 (win +$46 @ 74.0% · loss -$99)"
},
"entry_status": {
"current_price": 456.2,
"ideal_entry": 455.52,
"distance_pct": -0.15,
"remaining_er_pct": 0.61,
"live_expected_return_pct": 0.61,
"new_plan": null,
"alternate_entry": null,
"advisory": true,
"advisory_tag": "ADVISORY — 不构成投资建议",
"zone_low": 455.22,
"zone_high": 455.83,
"miss_threshold_pct": 1.0,
"status": "PREMARKET",
"status_reason": "Premarket Ideal Entry — plan not yet live",
"action_hint": "Entry still valid"
}
},
{
"rank": 5,
"symbol": "TQQQ",
"direction": "SHORT",
"instrument": "ETF",
"horizon": "Swing",
"confidence": 48,
"confidence_stars": "★★☆☆☆",
"expected_move": "+0.31%",
"expected_return_pct": 0.31,
"win_prob": 48.0,
"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": -18.0
}
],
"total": 48.0,
"raw_total": 48.0,
"was_clamped": false
},
"risk_reward": 0.25,
"final_score": 0.23,
"trade_action": "Pass",
"relative_strength": -2.95,
"entry": "Below 68.4 (ORB低点)",
"entry_source": "orb_low",
"entry_price": 68.31,
"entry_zone": {
"low": 68.26,
"high": 68.37,
"mid": 68.31,
"anchors": [
{
"source": "vwap",
"label": "VWAP",
"price": 68.26
},
{
"source": "orb_low",
"label": "ORB低点",
"price": 68.37
}
],
"display": "Entry Zone 68.26–68.37",
"entry_source": "orb_low",
"tolerance_pct": 0.3
},
"stop": "69.2 (ORB高点)",
"stop_source": "orb_high",
"stop_price": 69.15,
"target": "68.1 (预期收盘)",
"target_source": "expected_close",
"target_price": 68.1,
"targets": [
"68.1 (预期收盘)"
],
"level_anchors": {
"vwap": 68.26,
"orb_high": 69.15,
"orb_low": 68.37,
"prev_high": 71.92,
"prev_low": 71.92,
"prior_close": 71.92,
"orb_from_minute": true
},
"levels_valid": true,
"why": [
"RS弱于QQQ -2.95%",
"Volume 信号",
"Geo-risk day — avoid blind TQQQ short vs escalation",
"期望R -0.04 < 0.20（EV门禁）"
],
"why_chain": "RS弱于QQQ -2.95% · Volume 信号 · Geo-risk day — avoid blind TQQQ short vs escalation · 期望R -0.04 < 0.20（EV门禁）",
"why_vs_runner_up": "—",
"factor_breakdown": {
"relative_strength_vs_qqq": -2.95,
"relative_strength_vs_smh": -1.96,
"relative_weakness_score": 4.13,
"gap_pct": -4.48,
"beta_proxy": 3.02,
"volume_signal": true,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": 0.61,
"prior_day_change_pct": 0.0
},
"edge_type": "Relative Weakness",
"score_formula_display": "final = win_prob(48%) × ER(0.9%) × rr_weight(0.5) / 100",
"expected_high": 69.4,
"expected_low": 68.1,
"expected_close": 68.1,
"current_price": 68.75,
"upside_pct": 0.95,
"downside_risk_pct": 0.95,
"why_factors": [
"RS弱于QQQ -2.95%",
"Volume 信号",
"Geo-risk day — avoid blind TQQQ short vs escalation",
"期望R -0.04 < 0.20（EV门禁）"
],
"why_today": "RS弱于QQQ -2.95% · Volume 信号 · Geo-risk day — avoid blind TQQQ short vs escalation · 期望R -0.04 < 0.20（EV门禁）",
"gap_pct": -4.48,
"rr_display": {
"reward_risk_ratio": 0.25,
"risk_reward_ratio": 4.0,
"reward_per_share": 0.21,
"risk_per_share": 0.84,
"label_reward_risk": "Reward/Risk 0.25",
"label_risk_reward": "Risk:Reward 1:4.00",
"display": "Reward/Risk 0.25 · Risk:Reward 1:4.00",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"catalyst": "Geopolitical Risk · Geopolitical Risk (Iran)",
"invalidation": "Close above stop $69.15 · Geopolitical escalation invalidates mean-reversion",
"advisory": true,
"level_reasons": {
"entry": {
"price": 68.31,
"source": "orb_low",
"confidence": 89,
"reasons": [
{
"source": "orb_low",
"label": "ORB Low",
"price": 68.37,
"weight_pct": 70.0,
"matched": true,
"primary": true
},
{
"source": "vwap",
"label": "VWAP",
"price": 68.26,
"weight_pct": 30.0,
"matched": true,
"primary": false
}
]
},
"stop": {
"price": 69.15,
"source": "orb_high",
"confidence": 77,
"reasons": [
{
"source": "orb_high",
"label": "ORB High",
"price": 69.15,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
},
"target": {
"price": 68.1,
"source": "expected_close",
"confidence": 77,
"reasons": [
{
"source": "expected_close",
"label": "Expected Close",
"price": 68.1,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
}
},
"return_calculation": "(68.31-68.1)/68.31=0.31%",
"heuristic_expected_return_pct": 0.95,
"target_action": "买入/平空仓",
"trade_summary_cn": "做空 TQQQ：在 68.31 附近入场，目标 68.1，预期 +0.31%",
"expected_r": -0.4,
"rr_below_hard_min": true,
"trade_economics": {
"account_size": 10000.0,
"risk_pct": 1.0,
"position_pct": 81.3,
"shares": 119,
"contracts": 0,
"max_loss_usd": 99.96,
"win_usd": 24.99,
"loss_usd": 99.96,
"expected_value_usd": -39.98,
"risk_per_share": 0.84,
"reward_per_share": 0.21,
"rr_display": {
"reward_risk_ratio": 0.25,
"risk_reward_ratio": 4.0,
"reward_per_share": 0.21,
"risk_per_share": 0.84,
"label_reward_risk": "Reward/Risk 0.25",
"label_risk_reward": "Risk:Reward 1:4.00",
"display": "Reward/Risk 0.25 · Risk:Reward 1:4.00",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"size_label": "None",
"display": "$10,000 → Win +$25 / Loss -$100"
},
"position_sizing": {
"risk_pct": 1.0,
"position_pct": 81.3,
"contracts": 0,
"shares": 119,
"max_loss_usd": 99.96,
"size_label": "None",
"display": "Risk 1.0% → Position 81.3% → 119 unit(s) → Max Loss $99.96"
},
"why_wins_today": [
{
"rank": 1,
"dimension": "liquidity",
"label": "Highest Liquidity",
"primary_value": 5.0,
"runner_up_value": 5.0,
"wins": true
}
],
"why_not_alternatives": [
{
"symbol": "ARM",
"rank": 1,
"reasons": [
"Win% 48 vs 74",
"ER 0.3% vs 1.1%",
"Score 0.23 vs 0.39",
"RS -3.0% vs -2.7%"
],
"summary": "Why TQQQ over ARM: Win% 48 vs 74 · ER 0.3% vs 1.1% · Score 0.23 vs 0.39 · RS -3.0% vs -2.7%"
},
{
"symbol": "MU",
"rank": 2,
"reasons": [
"Win% 48 vs 69",
"ER 0.3% vs 0.7%",
"Score 0.23 vs 0.28",
"RS -3.0% vs -1.7%"
],
"summary": "Why TQQQ over MU: Win% 48 vs 69 · ER 0.3% vs 0.7% · Score 0.23 vs 0.28 · RS -3.0% vs -1.7%"
},
{
"symbol": "TSLA",
"rank": 3,
"reasons": [
"Win% 48 vs 66",
"ER 0.3% vs 0.5%",
"Score 0.23 vs 0.26",
"RS -3.0% vs -1.6%"
],
"summary": "Why TQQQ over TSLA: Win% 48 vs 66 · ER 0.3% vs 0.5% · Score 0.23 vs 0.26 · RS -3.0% vs -1.6%"
},
{
"symbol": "AMD",
"rank": 4,
"reasons": [
"Win% 48 vs 74",
"ER 0.3% vs 0.6%",
"Score 0.23 vs 0.24",
"RS -3.0% vs -1.6%"
],
"summary": "Why TQQQ over AMD: Win% 48 vs 74 · ER 0.3% vs 0.6% · Score 0.23 vs 0.24 · RS -3.0% vs -1.6%"
},
{
"symbol": "SMH",
"rank": 6,
"reasons": [
"ER 0.3% vs 0.4%",
"Score 0.23 vs 0.17",
"RS -3.0% vs -1.0%"
],
"summary": "Why TQQQ over SMH: ER 0.3% vs 0.4% · Score 0.23 vs 0.17 · RS -3.0% vs -1.0%"
}
],
"win_prob_source": "rules",
"calibration": {
"calibrated_win_prob": 48.0,
"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": [
{
"date": "2026-08-28",
"outcome": "win",
"return_pct": 3.92,
"match_score": 3,
"direction": "LONG"
}
],
"ev_distribution": {
"expected_value_usd": -39.98,
"win_scenario_usd": 24.99,
"loss_scenario_usd": 99.96,
"win_prob_pct": 48.0,
"display": "EV $-40 (win +$25 @ 48.0% · loss -$100)"
},
"entry_status": {
"current_price": 68.75,
"ideal_entry": 68.31,
"distance_pct": -0.64,
"remaining_er_pct": 0.95,
"live_expected_return_pct": 0.95,
"new_plan": null,
"alternate_entry": null,
"advisory": true,
"advisory_tag": "ADVISORY — 不构成投资建议",
"zone_low": 68.26,
"zone_high": 68.37,
"miss_threshold_pct": 1.0,
"status": "PREMARKET",
"status_reason": "Premarket Ideal Entry — plan not yet live",
"action_hint": "Entry still valid"
}
}
],
"watchlist_items": [
{
"symbol": "SMH",
"rank": 6,
"win_prob": 48.0,
"expected_return_pct": 0.43,
"trade_action": "Pass",
"why": "RS弱于QQQ -0.99% · Volume 信号 · Geo-risk day — avoid blind SMH short vs escalation · 几何上行 <1.5%（软门槛）",
"note": "Monitor — below trade threshold"
},
{
"symbol": "AMZN",
"rank": 7,
"win_prob": 66.0,
"expected_return_pct": 0.29,
"trade_action": "Pass",
"why": "RS弱于QQQ -0.62% · Volume 信号 · 几何上行 <1.5%（软门槛）",
"note": "Monitor — below trade threshold"
},
{
"symbol": "XLK",
"rank": 8,
"win_prob": 60.0,
"expected_return_pct": 0.21,
"trade_action": "Pass",
"why": "RS弱于QQQ -0.40% · Volume 信号 · 几何上行 <1.5%（软门槛）",
"note": "Monitor — below trade threshold"
},
{
"symbol": "MSFT",
"rank": 9,
"win_prob": 55.0,
"expected_return_pct": 0.17,
"trade_action": "Pass",
"why": "RS弱于QQQ -0.18% · News 3 (利空做空) · Volume 信号 · 几何上行 <1.5%（软门槛）",
"note": "Monitor — below trade threshold"
},
{
"symbol": "QQQ",
"rank": 10,
"win_prob": 59.0,
"expected_return_pct": 0.12,
"trade_action": "Pass",
"why": "Gap 未过度延伸 · Volume 信号 · 几何上行 <1.5%（软门槛）",
"note": "Monitor — below trade threshold"
}
],
"advisory": true,
"swing": {
"symbol": "AAPL",
"direction": "LONG",
"instrument": "Stock",
"horizon": "Swing",
"duration": "Swing (days–weeks)",
"confidence": 45,
"entry": "Near 325.4 (swing zone)",
"entry_source": "swing_zone",
"entry_price": 325.42,
"entry_zone": {
"low": 322.09,
"high": 326.4,
"mid": 325.42,
"display": "$322.09–$326.40",
"source": "swing_pullback"
},
"stop": "315.4 (1.75xATR)",
"stop_source": "1.75xATR",
"stop_price": 315.43,
"target": "341.7 (T1 ~5.0%)",
"target_source": "2xATR_or_5pct",
"target_price": 341.69,
"targets": [
{
"price": 341.69,
"label": "T1",
"pct": 5.0
},
{
"price": 357.96,
"label": "T2",
"pct": 10.0
}
],
"expected_return_pct": 5.0,
"expected_move": "+5.00%",
"risk_reward": 1.63,
"win_prob": 37.0,
"final_score": 0.0,
"swing_quality": 6.228,
"atr": 6.6614,
"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": 326.4,
"why": [
"高流动性波段标的 AAPL",
"Prior day +0.0%",
"5D momentum +4.9%",
"RS vs QQQ +4.47%",
"News/1 catalyst hints",
"Swing score 6.2"
],
"why_chain": "高流动性波段标的 AAPL · Prior day +0.0% · 5D momentum +4.9% · RS vs QQQ +4.47%",
"invalidation": "Close beyond stop $315.43 or thesis broken (trend flip / catalyst fade)",
"trade_summary_cn": "波段做多 AAPL：理想入场 $322.09–$326.40，止损 $315.43，目标 $341.69（约 +5.0%），持仓天数–数周",
"one_liner": "波段做多 AAPL：理想入场 $322.09–$326.40，止损 $315.43，目标 $341.69（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 -1.51%（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": 74.0,
"win_prob_breakdown": {
"components": [
{
"factor": "Base",
"key": "base",
"points": 50.0
},
{
"factor": "RS",
"key": "rs",
"points": 20.0
},
{
"factor": "Volume",
"key": "volume",
"points": 4.0
}
],
"total": 74.0,
"raw_total": 74.0,
"was_clamped": false
},
"expected_return_pct": 1.06,
"expected_high": 234.82,
"expected_low": 229.45,
"expected_close": 229.45,
"current_price": 231.91,
"upside_pct": 1.06,
"downside_risk_pct": 1.25,
"risk_reward": 0.85,
"rr_display": {
"reward_risk_ratio": 0.85,
"risk_reward_ratio": 1.18,
"reward_per_share": null,
"risk_per_share": null,
"label_reward_risk": "Reward/Risk 0.85",
"label_risk_reward": "Risk:Reward 1:1.18",
"display": "Reward/Risk 0.85 · Risk:Reward 1:1.18",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"expected_r": 0.369,
"final_score": 0.39,
"trade_action": "Pass",
"trade": "Pass",
"gap_pct": -4.09,
"relative_strength": -2.67,
"relative_strength_vs_smh": -1.68,
"relative_weakness_score": 3.68,
"prior_day_change_pct": 0.0,
"why_factors": [
"RS弱于QQQ -2.67%",
"RS弱于SMH -1.68%",
"Volume 信号",
"几何上行 <1.5%（软门槛）"
],
"why": "RS弱于QQQ -2.67% · RS弱于SMH -1.68% · Volume 信号 · 几何上行 <1.5%（软门槛）",
"score": 4,
"news_count": 0,
"factor_breakdown": {
"relative_strength_vs_qqq": -2.67,
"relative_strength_vs_smh": -1.68,
"relative_weakness_score": 3.68,
"gap_pct": -4.09,
"beta_proxy": 2.83,
"volume_signal": true,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": 0.61,
"prior_day_change_pct": 0.0
},
"edge_type": "Relative Weakness",
"score_formula_display": "final = win_prob(74%) × ER(1.1%) × rr_weight(0.5) / 100",
"rr_weight": 0.5,
"why_vs_runner_up": "ARM RS -2.7% vs MU -1.7%；ER 1.1% vs 0.7%；Win% 74 vs 69；higher beta (2.8 vs 2.2)；relative weakness play",
"advisory": true,
"rank": 1,
"direction": "SHORT"
},
{
"symbol": "MU",
"win_prob": 69.0,
"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
}
],
"total": 69.0,
"raw_total": 69.0,
"was_clamped": false
},
"expected_return_pct": 0.68,
"expected_high": 934.61,
"expected_low": 920.87,
"expected_close": 921.99,
"current_price": 928.3,
"upside_pct": 0.8,
"downside_risk_pct": 0.68,
"risk_reward": 1.18,
"rr_display": {
"reward_risk_ratio": 1.18,
"risk_reward_ratio": 0.85,
"reward_per_share": null,
"risk_per_share": null,
"label_reward_risk": "Reward/Risk 1.18",
"label_risk_reward": "Risk:Reward 1:0.85",
"display": "Reward/Risk 1.18 · Risk:Reward 1:0.85",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"expected_r": 0.5042,
"final_score": 0.28,
"trade_action": "Pass",
"trade": "Pass",
"gap_pct": -3.14,
"relative_strength": -1.71,
"relative_strength_vs_smh": -0.72,
"relative_weakness_score": 2.14,
"prior_day_change_pct": 0.0,
"why_factors": [
"RS弱于QQQ -1.71%",
"RS弱于SMH -0.72%",
"News 1 (利空做空)",
"Volume 信号",
"几何上行 <1.5%（软门槛）"
],
"why": "RS弱于QQQ -1.71% · RS弱于SMH -0.72% · News 1 (利空做空) · Volume 信号",
"score": 3,
"news_count": 1,
"factor_breakdown": {
"relative_strength_vs_qqq": -1.71,
"relative_strength_vs_smh": -0.72,
"relative_weakness_score": 2.14,
"gap_pct": -3.14,
"beta_proxy": 2.17,
"volume_signal": true,
"news_count": 1,
"extended_gap_penalty": 0.0,
"vix_change_pct": 0.61,
"prior_day_change_pct": 0.0
},
"edge_type": "Relative Weakness",
"score_formula_display": "final = win_prob(69%) × ER(0.7%) × rr_weight(0.59) / 100",
"rr_weight": 0.59,
"why_vs_runner_up": "—",
"advisory": true,
"rank": 2,
"direction": "SHORT"
},
{
"symbol": "TSLA",
"win_prob": 66.0,
"win_prob_breakdown": {
"components": [
{
"factor": "Base",
"key": "base",
"points": 50.0
},
{
"factor": "RS",
"key": "rs",
"points": 12.0
},
{
"factor": "Volume",
"key": "volume",
"points": 4.0
}
],
"total": 66.0,
"raw_total": 66.0,
"was_clamped": false
},
"expected_return_pct": 0.54,
"expected_high": 358.78,
"expected_low": 354.01,
"expected_close": 354.94,
"current_price": 356.86,
"upside_pct": 0.8,
"downside_risk_pct": 0.54,
"risk_reward": 1.49,
"rr_display": {
"reward_risk_ratio": 1.49,
"risk_reward_ratio": 0.67,
"reward_per_share": null,
"risk_per_share": null,
"label_reward_risk": "Reward/Risk 1.49",
"label_risk_reward": "Risk:Reward 1:0.67",
"display": "Reward/Risk 1.49 · Risk:Reward 1:0.67",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"expected_r": 0.6434,
"final_score": 0.26,
"trade_action": "Pass",
"trade": "Pass",
"gap_pct": -2.84,
"relative_strength": -1.55,
"relative_strength_vs_smh": -0.56,
"relative_weakness_score": 1.89,
"prior_day_change_pct": 0.0,
"why_factors": [
"RS弱于QQQ -1.55%",
"Volume 信号",
"几何上行 <1.5%（软门槛）"
],
"why": "RS弱于QQQ -1.55% · Volume 信号 · 几何上行 <1.5%（软门槛）",
"score": 3,
"news_count": 0,
"factor_breakdown": {
"relative_strength_vs_qqq": -1.55,
"relative_strength_vs_smh": -0.56,
"relative_weakness_score": 1.89,
"gap_pct": -2.84,
"beta_proxy": 2.06,
"volume_signal": true,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": 0.61,
"prior_day_change_pct": 0.0
},
"edge_type": "Relative Weakness",
"score_formula_display": "final = win_prob(66%) × ER(0.5%) × rr_weight(0.74) / 100",
"rr_weight": 0.74,
"why_vs_runner_up": "—",
"advisory": true,
"rank": 3,
"direction": "SHORT"
},
{
"symbol": "AMD",
"win_prob": 74.0,
"win_prob_breakdown": {
"components": [
{
"factor": "Base",
"key": "base",
"points": 50.0
},
{
"factor": "RS",
"key": "rs",
"points": 20.0
},
{
"factor": "Volume",
"key": "volume",
"points": 4.0
}
],
"total": 74.0,
"raw_total": 74.0,
"was_clamped": false
},
"expected_return_pct": 0.61,
"expected_high": 459.61,
"expected_low": 452.55,
"expected_close": 453.42,
"current_price": 456.2,
"upside_pct": 0.8,
"downside_risk_pct": 0.75,
"risk_reward": 1.07,
"rr_display": {
"reward_risk_ratio": 1.07,
"risk_reward_ratio": 0.93,
"reward_per_share": null,
"risk_per_share": null,
"label_reward_risk": "Reward/Risk 1.07",
"label_risk_reward": "Risk:Reward 1:0.93",
"display": "Reward/Risk 1.07 · Risk:Reward 1:0.93",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"expected_r": 0.5318,
"final_score": 0.24,
"trade_action": "Pass",
"trade": "Pass",
"gap_pct": -2.63,
"relative_strength": -1.62,
"relative_strength_vs_smh": -0.63,
"relative_weakness_score": 2.0,
"prior_day_change_pct": 0.0,
"why_factors": [
"RS弱于QQQ -1.62%",
"RS弱于SMH -0.63%",
"Volume 信号",
"几何上行 <1.5%（软门槛）"
],
"why": "RS弱于QQQ -1.62% · RS弱于SMH -0.63% · Volume 信号 · 几何上行 <1.5%（软门槛）",
"score": 2,
"news_count": 0,
"factor_breakdown": {
"relative_strength_vs_qqq": -1.62,
"relative_strength_vs_smh": -0.63,
"relative_weakness_score": 2.0,
"gap_pct": -2.63,
"beta_proxy": 2.11,
"volume_signal": true,
"news_count": 0,
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{
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{
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{
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{
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{
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{
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{
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{
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},
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},
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},
"surprise": "No major surprises vs typical driver mix",
"lesson": "Morning Hypothesis 被 Chip/Macro 冲突推翻——复盘 P10/P15 权重",
"playbook_refs": [
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],
"bayesian_drivers": {
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},
"data_gaps": []
}