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 45
H-2026-09-03-001Surprise：AI/Semiconductor dominated more than typical day
Lesson：AI Expansion Regime 下，单日 SMH/NVDA 抛售可压过 Macro 利好，指数分化（Dow+ / QQQ-）比「大盘涨跌」更有信息量
{
"date": "2026-09-03",
"features": {
"dgs10": 4.79,
"dgs2": null,
"vix": 15.25,
"vix_chg": 0.33,
"qqq_chg": 1.37,
"smh_chg": 1.43,
"nvda_chg": 5.11,
"spy_chg": 0.0,
"oil_chg": 0.0,
"dxy_chg": -0.4,
"breadth_proxy": 1.0,
"qqq_gap": 0.34,
"news_headline_count": 23,
"news_bearish_ratio": 0.0,
"news_ai_mentions": 35,
"news_macro_mentions": 9,
"news_oil_mentions": 2,
"news_risk_mentions": 2
},
"regime": {
"label": "AI Expansion",
"confidence": 0.82
},
"hypothesis": {
"id": "H-2026-09-03-001",
"statement": "弱 NFP 能否抵消 AI 抛售？（Macro 利率利好 vs 半导体风险）",
"evidence": [
"VIX=15.2 (low fear)",
"DXY↓ -0.40% (dollar weakness tailwind)",
"Breadth 71% (broad participation)"
],
"counter_evidence": [
"10Y=4.79% (elevated rates)"
],
"confidence": 0.78,
"status": "待验证"
},
"morning": {
"bias": "Bullish Bias",
"total": 2,
"driver_type": "Fed",
"daily_driver": "Fed Headlines",
"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": "NVDA",
"direction": "LONG",
"instrument": "Stock",
"horizon": "Intraday",
"confidence": 77,
"confidence_stars": "★★★☆☆",
"expected_move": "+0.21%",
"expected_return_pct": 0.21,
"win_prob": 77.0,
"win_prob_breakdown": {
"components": [
{
"factor": "Base",
"key": "base",
"points": 50.0
},
{
"factor": "RS",
"key": "rs",
"points": 18.0
},
{
"factor": "Catalyst",
"key": "catalyst",
"points": 5.0
},
{
"factor": "Volume",
"key": "volume",
"points": 4.0
}
],
"total": 77.0,
"raw_total": 77.0,
"was_clamped": false
},
"risk_reward": 0.31,
"final_score": 0.47,
"trade_action": "Pass",
"relative_strength": 2.88,
"entry": "Above 226.4 (ORB高点)",
"entry_source": "orb_high",
"entry_price": 225.94,
"entry_zone": {
"low": 225.7,
"high": 226.18,
"mid": 225.94,
"anchors": [
{
"source": "orb_high",
"label": "ORB高点",
"price": 226.38
}
],
"display": "Entry Zone 225.70–226.18",
"entry_source": "orb_high",
"tolerance_pct": 0.3
},
"stop": "224.4 (ORB低点)",
"stop_source": "orb_low",
"stop_price": 224.41,
"target": "226.4 (预期收盘)",
"target_source": "expected_close",
"target_price": 226.41,
"targets": [
"226.4 (预期收盘)"
],
"level_anchors": {
"vwap": 224.9,
"orb_high": 226.38,
"orb_low": 224.41,
"prev_high": 217.44,
"prev_low": 217.44,
"prior_close": 217.44,
"orb_from_minute": true
},
"levels_valid": true,
"why": [
"RS vs QQQ +2.88%",
"RS vs SMH +2.97%",
"News 7",
"Volume 信号",
"几何上行 <1.5%（软门槛）"
],
"why_chain": "RS vs QQQ +2.88% · RS vs SMH +2.97% · News 7 · Volume 信号",
"why_vs_runner_up": "NVDA RS +2.9% vs META +3.1%；ER 1.2% vs 0.9%；Win% 77 vs 66；relative strength",
"factor_breakdown": {
"relative_strength_vs_qqq": 2.88,
"relative_strength_vs_smh": 2.97,
"relative_weakness_score": -4.66,
"gap_pct": 3.69,
"beta_proxy": null,
"volume_signal": true,
"news_count": 7,
"extended_gap_penalty": 0.0,
"vix_change_pct": 0.33,
"prior_day_change_pct": 0.0
},
"edge_type": "Stock Edge",
"score_formula_display": "final = win_prob(77%) × ER(1.2%) × rr_weight(0.5) / 100",
"expected_high": 226.41,
"expected_low": 220.91,
"expected_close": 226.41,
"current_price": 223.66,
"upside_pct": 1.23,
"downside_risk_pct": 1.23,
"why_factors": [
"RS vs QQQ +2.88%",
"RS vs SMH +2.97%",
"News 7",
"Volume 信号",
"几何上行 <1.5%（软门槛）"
],
"why_today": "RS vs QQQ +2.88% · RS vs SMH +2.97% · News 7 · Volume 信号",
"gap_pct": 3.69,
"rr_display": {
"reward_risk_ratio": 0.31,
"risk_reward_ratio": 3.23,
"reward_per_share": 0.47,
"risk_per_share": 1.53,
"label_reward_risk": "Reward/Risk 0.31",
"label_risk_reward": "Risk:Reward 1:3.23",
"display": "Reward/Risk 0.31 · Risk:Reward 1:3.23",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"catalyst": "Fed Headlines · Geopolitical Risk (Iran)",
"invalidation": "Close below stop $224.41 · Geopolitical escalation invalidates mean-reversion",
"advisory": true,
"level_reasons": {
"entry": {
"price": 225.94,
"source": "orb_high",
"confidence": 89,
"reasons": [
{
"source": "vwap",
"label": "VWAP",
"price": 224.9,
"weight_pct": 30.0,
"matched": true,
"primary": false
},
{
"source": "orb_high",
"label": "ORB High",
"price": 226.38,
"weight_pct": 70.0,
"matched": true,
"primary": true
}
]
},
"stop": {
"price": 224.41,
"source": "orb_low",
"confidence": 89,
"reasons": [
{
"source": "orb_low",
"label": "ORB Low",
"price": 224.41,
"weight_pct": 70.0,
"matched": true,
"primary": true
},
{
"source": "vwap",
"label": "VWAP",
"price": 224.9,
"weight_pct": 30.0,
"matched": true,
"primary": false
}
]
},
"target": {
"price": 226.41,
"source": "expected_close",
"confidence": 77,
"reasons": [
{
"source": "expected_close",
"label": "Expected Close",
"price": 226.41,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
}
},
"return_calculation": "(226.41-225.94)/225.94=0.21%",
"heuristic_expected_return_pct": 1.23,
"target_action": "卖出/获利",
"trade_summary_cn": "做多 NVDA：在 225.94 附近入场，目标 226.41，预期 +0.21%",
"expected_r": 0.0087,
"rr_below_hard_min": true,
"trade_economics": {
"account_size": 10000.0,
"risk_pct": 1.0,
"position_pct": 100.0,
"shares": 65,
"contracts": 0,
"max_loss_usd": 99.45,
"win_usd": 30.55,
"loss_usd": 99.45,
"expected_value_usd": 0.65,
"risk_per_share": 1.53,
"reward_per_share": 0.47,
"rr_display": {
"reward_risk_ratio": 0.31,
"risk_reward_ratio": 3.23,
"reward_per_share": 0.47,
"risk_per_share": 1.53,
"label_reward_risk": "Reward/Risk 0.31",
"label_risk_reward": "Risk:Reward 1:3.23",
"display": "Reward/Risk 0.31 · Risk:Reward 1:3.23",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"size_label": "None",
"display": "$10,000 → Win +$31 / Loss -$99"
},
"position_sizing": {
"risk_pct": 1.0,
"position_pct": 100.0,
"contracts": 0,
"shares": 65,
"max_loss_usd": 99.45,
"size_label": "None",
"display": "Risk 1.0% → Position 100.0% → 65 unit(s) → Max Loss $99.45"
},
"why_wins_today": [
{
"rank": 1,
"dimension": "win_prob",
"label": "Highest Probability",
"primary_value": 77.0,
"runner_up_value": 76.0,
"wins": true
},
{
"rank": 2,
"dimension": "catalyst",
"label": "Best Catalyst Alignment",
"primary_value": 8.0,
"runner_up_value": 2.0,
"wins": true
}
],
"why_not_alternatives": [
{
"symbol": "META",
"rank": 2,
"reasons": [
"Win% 77 vs 66",
"ER 0.2% vs 0.9%",
"Score 0.47 vs 0.3",
"RS +2.9% vs +3.1%"
],
"summary": "Why NVDA over META: Win% 77 vs 66 · ER 0.2% vs 0.9% · Score 0.47 vs 0.3 · RS +2.9% vs +3.1%"
},
{
"symbol": "MU",
"rank": 3,
"reasons": [
"Win% 77 vs 72",
"ER 0.2% vs 0.7%",
"Score 0.47 vs 0.26",
"RS +2.9% vs +1.6%"
],
"summary": "Why NVDA over MU: Win% 77 vs 72 · ER 0.2% vs 0.7% · Score 0.47 vs 0.26 · RS +2.9% vs +1.6%"
},
{
"symbol": "TSLA",
"rank": 4,
"reasons": [
"Win% 77 vs 71",
"ER 0.2% vs 0.4%",
"Score 0.47 vs 0.13",
"RS +2.9% vs +1.6%"
],
"summary": "Why NVDA over TSLA: Win% 77 vs 71 · ER 0.2% vs 0.4% · Score 0.47 vs 0.13 · RS +2.9% vs +1.6%"
},
{
"symbol": "GOOGL",
"rank": 5,
"reasons": [
"Win% 77 vs 76",
"ER 0.2% vs 0.3%",
"Score 0.47 vs 0.11",
"RS +2.9% vs +0.9%"
],
"summary": "Why NVDA over GOOGL: Win% 77 vs 76 · ER 0.2% vs 0.3% · Score 0.47 vs 0.11 · RS +2.9% vs +0.9%"
},
{
"symbol": "XLF",
"rank": 6,
"reasons": [
"Win% 77 vs 71",
"ER 0.2% vs 0.3%",
"Score 0.47 vs 0.1",
"RS +2.9% vs +1.0%"
],
"summary": "Why NVDA over XLF: Win% 77 vs 71 · ER 0.2% vs 0.3% · Score 0.47 vs 0.1 · RS +2.9% vs +1.0%"
}
],
"rank_summary": "NVDA ranked #1 because highest probability + best catalyst alignment",
"win_prob_source": "rules",
"calibration": {
"calibrated_win_prob": 77.0,
"sample_size": 0,
"confidence_interval": null,
"source": "rules_fallback",
"match_quality": "insufficient",
"win_prob_source": "rules",
"disclaimer": "No historical matches; using rules breakdown"
},
"similar_days": [
{
"date": "2026-08-28",
"outcome": "win",
"return_pct": 3.92,
"match_score": 5,
"direction": "LONG"
}
],
"ev_distribution": {
"expected_value_usd": 0.65,
"win_scenario_usd": 30.55,
"loss_scenario_usd": 99.45,
"win_prob_pct": 77.0,
"display": "EV $+1 (win +$31 @ 77.0% · loss -$99)"
},
"entry_status": {
"current_price": 223.66,
"ideal_entry": 225.94,
"distance_pct": -1.01,
"remaining_er_pct": 1.23,
"live_expected_return_pct": 1.23,
"new_plan": null,
"alternate_entry": null,
"advisory": true,
"advisory_tag": "ADVISORY — 不构成投资建议",
"zone_low": 225.7,
"zone_high": 226.18,
"miss_threshold_pct": 1.0,
"status": "PREMARKET",
"status_reason": "Premarket Ideal Entry — plan not yet live",
"action_hint": "Entry still valid"
}
},
{
"rank": 2,
"symbol": "META",
"direction": "LONG",
"instrument": "Stock",
"horizon": "Intraday",
"confidence": 66,
"confidence_stars": "★★★☆☆",
"expected_move": "+0.34%",
"expected_return_pct": 0.34,
"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": 0.29,
"final_score": 0.3,
"trade_action": "Pass",
"relative_strength": 3.13,
"entry": "Above 600.3 (ORB高点)",
"entry_source": "orb_high",
"entry_price": 599.96,
"entry_zone": {
"low": 598.53,
"high": 601.4,
"mid": 599.96,
"anchors": [
{
"source": "orb_high",
"label": "ORB高点",
"price": 600.33
}
],
"display": "Entry Zone 599–601",
"entry_source": "orb_high",
"tolerance_pct": 0.3
},
"stop": "592.9 (ORB低点)",
"stop_source": "orb_low",
"stop_price": 592.85,
"target": "602.0 (预期收盘)",
"target_source": "expected_close",
"target_price": 602.0,
"targets": [
"602.0 (预期收盘)"
],
"level_anchors": {
"vwap": 598.37,
"orb_high": 600.33,
"orb_low": 592.85,
"prev_high": 578.54,
"prev_low": 578.54,
"prior_close": 578.54,
"orb_from_minute": true
},
"levels_valid": true,
"why": [
"RS vs QQQ +3.13%",
"Volume 信号",
"几何上行 <1.5%（软门槛）"
],
"why_chain": "RS vs QQQ +3.13% · Volume 信号 · 几何上行 <1.5%（软门槛）",
"why_vs_runner_up": "—",
"factor_breakdown": {
"relative_strength_vs_qqq": 3.13,
"relative_strength_vs_smh": 3.22,
"relative_weakness_score": -5.06,
"gap_pct": 3.61,
"beta_proxy": null,
"volume_signal": true,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": 0.33,
"prior_day_change_pct": 0.0
},
"edge_type": "Stock Edge",
"score_formula_display": "final = win_prob(66%) × ER(0.9%) × rr_weight(0.5) / 100",
"expected_high": 602.0,
"expected_low": 591.09,
"expected_close": 602.0,
"current_price": 596.54,
"upside_pct": 0.91,
"downside_risk_pct": 0.91,
"why_factors": [
"RS vs QQQ +3.13%",
"Volume 信号",
"几何上行 <1.5%（软门槛）"
],
"why_today": "RS vs QQQ +3.13% · Volume 信号 · 几何上行 <1.5%（软门槛）",
"gap_pct": 3.61,
"rr_display": {
"reward_risk_ratio": 0.29,
"risk_reward_ratio": 3.45,
"reward_per_share": 2.04,
"risk_per_share": 7.11,
"label_reward_risk": "Reward/Risk 0.29",
"label_risk_reward": "Risk:Reward 1:3.45",
"display": "Reward/Risk 0.29 · Risk:Reward 1:3.45",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"catalyst": "Fed Headlines · Geopolitical Risk (Iran)",
"invalidation": "Close below stop $592.85 · Geopolitical escalation invalidates mean-reversion",
"advisory": true,
"level_reasons": {
"entry": {
"price": 599.96,
"source": "orb_high",
"confidence": 89,
"reasons": [
{
"source": "vwap",
"label": "VWAP",
"price": 598.37,
"weight_pct": 30.0,
"matched": true,
"primary": false
},
{
"source": "orb_high",
"label": "ORB High",
"price": 600.33,
"weight_pct": 70.0,
"matched": true,
"primary": true
}
]
},
"stop": {
"price": 592.85,
"source": "orb_low",
"confidence": 77,
"reasons": [
{
"source": "orb_low",
"label": "ORB Low",
"price": 592.85,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
},
"target": {
"price": 602.0,
"source": "expected_close",
"confidence": 77,
"reasons": [
{
"source": "expected_close",
"label": "Expected Close",
"price": 602.0,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
}
},
"return_calculation": "(602.0-599.96)/599.96=0.34%",
"heuristic_expected_return_pct": 0.91,
"target_action": "卖出/获利",
"trade_summary_cn": "做多 META：在 599.96 附近入场，目标 602.0，预期 +0.34%",
"expected_r": -0.1486,
"rr_below_hard_min": true,
"trade_economics": {
"account_size": 10000.0,
"risk_pct": 1.0,
"position_pct": 84.0,
"shares": 14,
"contracts": 0,
"max_loss_usd": 99.54,
"win_usd": 28.56,
"loss_usd": 99.54,
"expected_value_usd": -14.99,
"risk_per_share": 7.11,
"reward_per_share": 2.04,
"rr_display": {
"reward_risk_ratio": 0.29,
"risk_reward_ratio": 3.45,
"reward_per_share": 2.04,
"risk_per_share": 7.11,
"label_reward_risk": "Reward/Risk 0.29",
"label_risk_reward": "Risk:Reward 1:3.45",
"display": "Reward/Risk 0.29 · Risk:Reward 1:3.45",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"size_label": "None",
"display": "$10,000 → Win +$29 / Loss -$100"
},
"position_sizing": {
"risk_pct": 1.0,
"position_pct": 84.0,
"contracts": 0,
"shares": 14,
"max_loss_usd": 99.54,
"size_label": "None",
"display": "Risk 1.0% → Position 84.0% → 14 unit(s) → Max Loss $99.54"
},
"why_wins_today": [
{
"rank": 1,
"dimension": "relative_strength",
"label": "Highest Relative Strength",
"primary_value": 3.13,
"runner_up_value": 2.88,
"wins": true
}
],
"why_not_alternatives": [
{
"symbol": "NVDA",
"rank": 1,
"reasons": [
"Win% 66 vs 77",
"ER 0.3% vs 1.2%",
"Score 0.3 vs 0.47",
"RS +3.1% vs +2.9%"
],
"summary": "Why META over NVDA: Win% 66 vs 77 · ER 0.3% vs 1.2% · Score 0.3 vs 0.47 · RS +3.1% vs +2.9%"
},
{
"symbol": "MU",
"rank": 3,
"reasons": [
"Win% 66 vs 72",
"ER 0.3% vs 0.7%",
"Score 0.3 vs 0.26",
"RS +3.1% vs +1.6%"
],
"summary": "Why META over MU: Win% 66 vs 72 · ER 0.3% vs 0.7% · Score 0.3 vs 0.26 · RS +3.1% vs +1.6%"
},
{
"symbol": "TSLA",
"rank": 4,
"reasons": [
"Win% 66 vs 71",
"ER 0.3% vs 0.4%",
"Score 0.3 vs 0.13",
"RS +3.1% vs +1.6%"
],
"summary": "Why META over TSLA: Win% 66 vs 71 · ER 0.3% vs 0.4% · Score 0.3 vs 0.13 · RS +3.1% vs +1.6%"
},
{
"symbol": "GOOGL",
"rank": 5,
"reasons": [
"Win% 66 vs 76",
"ER 0.3% vs 0.3%",
"Score 0.3 vs 0.11",
"RS +3.1% vs +0.9%"
],
"summary": "Why META over GOOGL: Win% 66 vs 76 · ER 0.3% vs 0.3% · Score 0.3 vs 0.11 · RS +3.1% vs +0.9%"
},
{
"symbol": "XLF",
"rank": 6,
"reasons": [
"Win% 66 vs 71",
"ER 0.3% vs 0.3%",
"Score 0.3 vs 0.1",
"RS +3.1% vs +1.0%"
],
"summary": "Why META over XLF: Win% 66 vs 71 · ER 0.3% vs 0.3% · Score 0.3 vs 0.1 · RS +3.1% 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"
},
"similar_days": [
{
"date": "2026-08-28",
"outcome": "win",
"return_pct": 3.92,
"match_score": 5,
"direction": "LONG"
}
],
"ev_distribution": {
"expected_value_usd": -14.99,
"win_scenario_usd": 28.56,
"loss_scenario_usd": 99.54,
"win_prob_pct": 66.0,
"display": "EV $-15 (win +$29 @ 66.0% · loss -$100)"
},
"entry_status": {
"current_price": 596.54,
"ideal_entry": 599.96,
"distance_pct": -0.57,
"remaining_er_pct": 0.92,
"live_expected_return_pct": 0.92,
"new_plan": null,
"alternate_entry": null,
"advisory": true,
"advisory_tag": "ADVISORY — 不构成投资建议",
"zone_low": 598.53,
"zone_high": 601.4,
"miss_threshold_pct": 1.0,
"status": "PREMARKET",
"status_reason": "Premarket Ideal Entry — plan not yet live",
"action_hint": "Entry still valid"
}
},
{
"rank": 3,
"symbol": "MU",
"direction": "LONG",
"instrument": "Stock",
"horizon": "Intraday",
"confidence": 72,
"confidence_stars": "★★★☆☆",
"expected_move": "+0.55%",
"expected_return_pct": 0.55,
"win_prob": 72.0,
"win_prob_breakdown": {
"components": [
{
"factor": "Base",
"key": "base",
"points": 50.0
},
{
"factor": "RS",
"key": "rs",
"points": 18.0
},
{
"factor": "Volume",
"key": "volume",
"points": 4.0
}
],
"total": 72.0,
"raw_total": 72.0,
"was_clamped": false
},
"risk_reward": 0.92,
"final_score": 0.26,
"trade_action": "Pass",
"relative_strength": 1.62,
"entry": "Above 949.9 (VWAP)",
"entry_source": "vwap",
"entry_price": 949.89,
"entry_zone": {
"low": 947.04,
"high": 952.74,
"mid": 949.89,
"anchors": [
{
"source": "vwap",
"label": "VWAP",
"price": 949.89
}
],
"display": "Entry Zone 947–953",
"entry_source": "vwap",
"tolerance_pct": 0.3
},
"stop": "944.2 (ORB低点)",
"stop_source": "orb_low",
"stop_price": 944.23,
"target": "955.1 (预期收盘)",
"target_source": "expected_close",
"target_price": 955.11,
"targets": [
"955.1 (预期收盘)"
],
"level_anchors": {
"vwap": 949.89,
"orb_high": 958.86,
"orb_low": 944.23,
"prev_high": 933.44,
"prev_low": 933.44,
"prior_close": 933.44,
"orb_from_minute": true
},
"levels_valid": true,
"why": [
"RS vs QQQ +1.62%",
"RS vs SMH +1.71%",
"Volume 信号",
"几何上行 <1.5%（软门槛）"
],
"why_chain": "RS vs QQQ +1.62% · RS vs SMH +1.71% · 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": 1.71,
"relative_weakness_score": -2.65,
"gap_pct": 2.29,
"beta_proxy": null,
"volume_signal": true,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": 0.33,
"prior_day_change_pct": 0.0
},
"edge_type": "Stock Edge",
"score_formula_display": "final = win_prob(72%) × ER(0.7%) × rr_weight(0.51) / 100",
"expected_high": 956.08,
"expected_low": 940.76,
"expected_close": 955.11,
"current_price": 948.35,
"upside_pct": 0.82,
"downside_risk_pct": 0.8,
"why_factors": [
"RS vs QQQ +1.62%",
"RS vs SMH +1.71%",
"Volume 信号",
"几何上行 <1.5%（软门槛）"
],
"why_today": "RS vs QQQ +1.62% · RS vs SMH +1.71% · Volume 信号 · 几何上行 <1.5%（软门槛）",
"gap_pct": 2.29,
"rr_display": {
"reward_risk_ratio": 0.92,
"risk_reward_ratio": 1.09,
"reward_per_share": 5.22,
"risk_per_share": 5.66,
"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"
},
"catalyst": "Fed Headlines · Geopolitical Risk (Iran)",
"invalidation": "Close below stop $944.23 · Geopolitical escalation invalidates mean-reversion",
"advisory": true,
"level_reasons": {
"entry": {
"price": 949.89,
"source": "vwap",
"confidence": 77,
"reasons": [
{
"source": "vwap",
"label": "VWAP",
"price": 949.89,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
},
"stop": {
"price": 944.23,
"source": "orb_low",
"confidence": 89,
"reasons": [
{
"source": "orb_low",
"label": "ORB Low",
"price": 944.23,
"weight_pct": 70.0,
"matched": true,
"primary": true
},
{
"source": "vwap",
"label": "VWAP",
"price": 949.89,
"weight_pct": 30.0,
"matched": true,
"primary": false
}
]
},
"target": {
"price": 955.11,
"source": "expected_close",
"confidence": 77,
"reasons": [
{
"source": "expected_close",
"label": "Expected Close",
"price": 955.11,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
}
},
"return_calculation": "(955.11-949.89)/949.89=0.55%",
"heuristic_expected_return_pct": 0.71,
"target_action": "卖出/获利",
"trade_summary_cn": "做多 MU：在 949.89 附近入场，目标 955.11，预期 +0.55%",
"expected_r": 0.3824,
"rr_below_hard_min": true,
"trade_economics": {
"account_size": 10000.0,
"risk_pct": 1.0,
"position_pct": 100.0,
"shares": 17,
"contracts": 0,
"max_loss_usd": 96.22,
"win_usd": 88.74,
"loss_usd": 96.22,
"expected_value_usd": 36.95,
"risk_per_share": 5.66,
"reward_per_share": 5.22,
"rr_display": {
"reward_risk_ratio": 0.92,
"risk_reward_ratio": 1.09,
"reward_per_share": 5.22,
"risk_per_share": 5.66,
"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"
},
"size_label": "None",
"display": "$10,000 → Win +$89 / Loss -$96"
},
"position_sizing": {
"risk_pct": 1.0,
"position_pct": 100.0,
"contracts": 0,
"shares": 17,
"max_loss_usd": 96.22,
"size_label": "None",
"display": "Risk 1.0% → Position 100.0% → 17 unit(s) → Max Loss $96.22"
},
"why_wins_today": [],
"why_not_alternatives": [
{
"symbol": "NVDA",
"rank": 1,
"reasons": [
"Win% 72 vs 77",
"ER 0.6% vs 1.2%",
"Score 0.26 vs 0.47",
"RS +1.6% vs +2.9%"
],
"summary": "Why MU over NVDA: Win% 72 vs 77 · ER 0.6% vs 1.2% · Score 0.26 vs 0.47 · RS +1.6% vs +2.9%"
},
{
"symbol": "META",
"rank": 2,
"reasons": [
"Win% 72 vs 66",
"ER 0.6% vs 0.9%",
"Score 0.26 vs 0.3",
"RS +1.6% vs +3.1%"
],
"summary": "Why MU over META: Win% 72 vs 66 · ER 0.6% vs 0.9% · Score 0.26 vs 0.3 · RS +1.6% vs +3.1%"
},
{
"symbol": "TSLA",
"rank": 4,
"reasons": [
"Win% 72 vs 71",
"ER 0.6% vs 0.4%",
"Score 0.26 vs 0.13",
"R:R 0.92 vs 0.39"
],
"summary": "Why MU over TSLA: Win% 72 vs 71 · ER 0.6% vs 0.4% · Score 0.26 vs 0.13 · R:R 0.92 vs 0.39"
},
{
"symbol": "GOOGL",
"rank": 5,
"reasons": [
"Win% 72 vs 76",
"ER 0.6% vs 0.3%",
"Score 0.26 vs 0.11",
"RS +1.6% vs +0.9%",
"R:R 0.92 vs 0.62"
],
"summary": "Why MU over GOOGL: Win% 72 vs 76 · ER 0.6% vs 0.3% · Score 0.26 vs 0.11 · RS +1.6% vs +0.9% · R:R 0.92 vs 0.62"
},
{
"symbol": "XLF",
"rank": 6,
"reasons": [
"Win% 72 vs 71",
"ER 0.6% vs 0.3%",
"Score 0.26 vs 0.1",
"RS +1.6% vs +1.0%",
"R:R 0.92 vs 0.62"
],
"summary": "Why MU over XLF: Win% 72 vs 71 · ER 0.6% vs 0.3% · Score 0.26 vs 0.1 · RS +1.6% vs +1.0% · R:R 0.92 vs 0.62"
}
],
"win_prob_source": "rules",
"calibration": {
"calibrated_win_prob": 72.0,
"sample_size": 1,
"confidence_interval": null,
"source": "rules_fallback",
"match_quality": "insufficient",
"win_prob_source": "rules",
"disclaimer": "Historical sample n=1 < 20; using rules breakdown"
},
"similar_days": [
{
"date": "2026-08-28",
"outcome": "win",
"return_pct": 3.92,
"match_score": 4,
"direction": "LONG"
}
],
"ev_distribution": {
"expected_value_usd": 36.95,
"win_scenario_usd": 88.74,
"loss_scenario_usd": 96.22,
"win_prob_pct": 72.0,
"display": "EV $+37 (win +$89 @ 72.0% · loss -$96)"
},
"entry_status": {
"current_price": 948.35,
"ideal_entry": 949.89,
"distance_pct": -0.16,
"remaining_er_pct": 0.71,
"live_expected_return_pct": 0.71,
"new_plan": null,
"alternate_entry": null,
"advisory": true,
"advisory_tag": "ADVISORY — 不构成投资建议",
"zone_low": 947.04,
"zone_high": 952.74,
"miss_threshold_pct": 1.0,
"status": "PREMARKET",
"status_reason": "Premarket Ideal Entry — plan not yet live",
"action_hint": "Entry still valid"
}
},
{
"rank": 4,
"symbol": "TSLA",
"direction": "LONG",
"instrument": "Stock",
"horizon": "Intraday",
"confidence": 71,
"confidence_stars": "★★★☆☆",
"expected_move": "+0.53%",
"expected_return_pct": 0.53,
"win_prob": 71.0,
"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
}
],
"total": 71.0,
"raw_total": 71.0,
"was_clamped": false
},
"risk_reward": 0.46,
"final_score": 0.13,
"trade_action": "Pass",
"relative_strength": 1.58,
"entry": "Above 360.6 (VWAP)",
"entry_source": "vwap",
"entry_price": 361.08,
"entry_zone": {
"low": 360.6,
"high": 361.56,
"mid": 361.08,
"anchors": [
{
"source": "vwap",
"label": "VWAP",
"price": 360.6
},
{
"source": "orb_high",
"label": "ORB高点",
"price": 361.56
}
],
"display": "Entry Zone 360.60–361.56",
"entry_source": "vwap",
"tolerance_pct": 0.3
},
"stop": "356.9 (ORB低点)",
"stop_source": "orb_low",
"stop_price": 356.9,
"target": "363.0 (预期收盘)",
"target_source": "expected_close",
"target_price": 362.98,
"targets": [
"363.0 (预期收盘)"
],
"level_anchors": {
"vwap": 360.6,
"orb_high": 361.56,
"orb_low": 356.9,
"prev_high": 356.09,
"prev_low": 356.09,
"prior_close": 356.09,
"orb_from_minute": true
},
"levels_valid": true,
"why": [
"RS vs QQQ +1.58%",
"Gap 未过度延伸",
"Volume 信号",
"期望R -0.01 < 0.20（EV门禁）"
],
"why_chain": "RS vs QQQ +1.58% · Gap 未过度延伸 · Volume 信号 · 期望R -0.01 < 0.20（EV门禁）",
"why_vs_runner_up": "—",
"factor_breakdown": {
"relative_strength_vs_qqq": 1.58,
"relative_strength_vs_smh": 1.67,
"relative_weakness_score": -2.58,
"gap_pct": 0.73,
"beta_proxy": null,
"volume_signal": true,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": 0.33,
"prior_day_change_pct": 0.0
},
"edge_type": "Stock Edge",
"score_formula_display": "final = win_prob(71%) × ER(0.4%) × rr_weight(0.5) / 100",
"expected_high": 363.44,
"expected_low": 357.01,
"expected_close": 362.98,
"current_price": 361.63,
"upside_pct": 0.5,
"downside_risk_pct": 1.28,
"why_factors": [
"RS vs QQQ +1.58%",
"Gap 未过度延伸",
"Volume 信号",
"期望R -0.01 < 0.20（EV门禁）"
],
"why_today": "RS vs QQQ +1.58% · Gap 未过度延伸 · Volume 信号 · 期望R -0.01 < 0.20（EV门禁）",
"gap_pct": 0.73,
"rr_display": {
"reward_risk_ratio": 0.45,
"risk_reward_ratio": 2.22,
"reward_per_share": 1.9,
"risk_per_share": 4.18,
"label_reward_risk": "Reward/Risk 0.45",
"label_risk_reward": "Risk:Reward 1:2.22",
"display": "Reward/Risk 0.45 · Risk:Reward 1:2.22",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"catalyst": "Fed Headlines · Geopolitical Risk (Iran)",
"invalidation": "Close below stop $356.9 · Geopolitical escalation invalidates mean-reversion",
"advisory": true,
"level_reasons": {
"entry": {
"price": 361.08,
"source": "vwap",
"confidence": 98,
"reasons": [
{
"source": "vwap",
"label": "VWAP",
"price": 360.6,
"weight_pct": 54.0,
"matched": true,
"primary": true
},
{
"source": "orb_high",
"label": "ORB High",
"price": 361.56,
"weight_pct": 23.0,
"matched": true,
"primary": false
},
{
"source": "current",
"label": "Above Current",
"price": 361.63,
"weight_pct": 23.0,
"matched": true,
"primary": false
}
]
},
"stop": {
"price": 356.9,
"source": "orb_low",
"confidence": 89,
"reasons": [
{
"source": "orb_low",
"label": "ORB Low",
"price": 356.9,
"weight_pct": 70.0,
"matched": true,
"primary": true
},
{
"source": "prev_low",
"label": "Yesterday Low",
"price": 356.09,
"weight_pct": 30.0,
"matched": true,
"primary": false
}
]
},
"target": {
"price": 362.98,
"source": "expected_close",
"confidence": 77,
"reasons": [
{
"source": "expected_close",
"label": "Expected Close",
"price": 362.98,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
}
},
"return_calculation": "(362.98-361.08)/361.08=0.53%",
"heuristic_expected_return_pct": 0.37,
"target_action": "卖出/获利",
"trade_summary_cn": "做多 TSLA：在 361.08 附近入场，目标 362.98，预期 +0.53%",
"expected_r": 0.0366,
"rr_below_hard_min": true,
"trade_economics": {
"account_size": 10000.0,
"risk_pct": 1.0,
"position_pct": 83.0,
"shares": 23,
"contracts": 0,
"max_loss_usd": 96.14,
"win_usd": 43.7,
"loss_usd": 96.14,
"expected_value_usd": 3.15,
"risk_per_share": 4.18,
"reward_per_share": 1.9,
"rr_display": {
"reward_risk_ratio": 0.45,
"risk_reward_ratio": 2.22,
"reward_per_share": 1.9,
"risk_per_share": 4.18,
"label_reward_risk": "Reward/Risk 0.45",
"label_risk_reward": "Risk:Reward 1:2.22",
"display": "Reward/Risk 0.45 · Risk:Reward 1:2.22",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"size_label": "None",
"display": "$10,000 → Win +$44 / Loss -$96"
},
"position_sizing": {
"risk_pct": 1.0,
"position_pct": 83.0,
"contracts": 0,
"shares": 23,
"max_loss_usd": 96.14,
"size_label": "None",
"display": "Risk 1.0% → Position 83.0% → 23 unit(s) → Max Loss $96.14"
},
"why_wins_today": [],
"why_not_alternatives": [
{
"symbol": "NVDA",
"rank": 1,
"reasons": [
"Win% 71 vs 77",
"ER 0.5% vs 1.2%",
"Score 0.13 vs 0.47",
"RS +1.6% vs +2.9%"
],
"summary": "Why TSLA over NVDA: Win% 71 vs 77 · ER 0.5% vs 1.2% · Score 0.13 vs 0.47 · RS +1.6% vs +2.9%"
},
{
"symbol": "META",
"rank": 2,
"reasons": [
"Win% 71 vs 66",
"ER 0.5% vs 0.9%",
"Score 0.13 vs 0.3",
"RS +1.6% vs +3.1%"
],
"summary": "Why TSLA over META: Win% 71 vs 66 · ER 0.5% vs 0.9% · Score 0.13 vs 0.3 · RS +1.6% vs +3.1%"
},
{
"symbol": "MU",
"rank": 3,
"reasons": [
"Win% 71 vs 72",
"ER 0.5% vs 0.7%",
"Score 0.13 vs 0.26"
],
"summary": "Why TSLA over MU: Win% 71 vs 72 · ER 0.5% vs 0.7% · Score 0.13 vs 0.26"
},
{
"symbol": "GOOGL",
"rank": 5,
"reasons": [
"Win% 71 vs 76",
"ER 0.5% vs 0.3%",
"Score 0.13 vs 0.11",
"RS +1.6% vs +0.9%"
],
"summary": "Why TSLA over GOOGL: Win% 71 vs 76 · ER 0.5% vs 0.3% · Score 0.13 vs 0.11 · RS +1.6% vs +0.9%"
},
{
"symbol": "XLF",
"rank": 6,
"reasons": [
"ER 0.5% vs 0.3%",
"Score 0.13 vs 0.1",
"RS +1.6% vs +1.0%"
],
"summary": "Why TSLA over XLF: ER 0.5% vs 0.3% · Score 0.13 vs 0.1 · RS +1.6% vs +1.0%"
}
],
"win_prob_source": "rules",
"calibration": {
"calibrated_win_prob": 71.0,
"sample_size": 1,
"confidence_interval": null,
"source": "rules_fallback",
"match_quality": "insufficient",
"win_prob_source": "rules",
"disclaimer": "Historical sample n=1 < 20; using rules breakdown"
},
"similar_days": [
{
"date": "2026-08-28",
"outcome": "win",
"return_pct": 3.92,
"match_score": 4,
"direction": "LONG"
}
],
"ev_distribution": {
"expected_value_usd": 3.15,
"win_scenario_usd": 43.7,
"loss_scenario_usd": 96.14,
"win_prob_pct": 71.0,
"display": "EV $+3 (win +$44 @ 71.0% · loss -$96)"
},
"entry_status": {
"current_price": 361.63,
"ideal_entry": 361.08,
"distance_pct": 0.15,
"remaining_er_pct": 0.37,
"live_expected_return_pct": 0.37,
"new_plan": null,
"alternate_entry": null,
"advisory": true,
"advisory_tag": "ADVISORY — 不构成投资建议",
"zone_low": 360.6,
"zone_high": 361.56,
"miss_threshold_pct": 1.0,
"status": "PREMARKET",
"status_reason": "Premarket Ideal Entry — plan not yet live",
"action_hint": "Entry still valid"
}
},
{
"rank": 5,
"symbol": "GOOGL",
"direction": "LONG",
"instrument": "Stock",
"horizon": "Intraday",
"confidence": 76,
"confidence_stars": "★★★☆☆",
"expected_move": "+0.52%",
"expected_return_pct": 0.52,
"win_prob": 76.0,
"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": "Catalyst",
"key": "catalyst",
"points": 5.0
},
{
"factor": "Volume",
"key": "volume",
"points": 4.0
}
],
"total": 76.0,
"raw_total": 76.0,
"was_clamped": false
},
"risk_reward": 1.87,
"final_score": 0.11,
"trade_action": "Pass",
"relative_strength": 0.95,
"entry": "Above 338.1 (现价)",
"entry_source": "current",
"entry_price": 338.06,
"entry_zone": {
"low": 337.12,
"high": 339.01,
"mid": 338.06,
"anchors": [
{
"source": "vwap",
"label": "VWAP",
"price": 339.01
},
{
"source": "orb_low",
"label": "ORB低点",
"price": 337.12
}
],
"display": "Entry Zone 337–339",
"entry_source": "current",
"tolerance_pct": 0.3
},
"stop": "337.1 (ORB低点)",
"stop_source": "orb_low",
"stop_price": 337.12,
"target": "339.8 (预期高点)",
"target_source": "expected_high",
"target_price": 339.81,
"targets": [
"339.8 (预期高点)"
],
"level_anchors": {
"vwap": 339.01,
"orb_high": 339.84,
"orb_low": 337.12,
"prev_high": 335.02,
"prev_low": 335.02,
"prior_close": 335.02,
"orb_from_minute": true
},
"levels_valid": true,
"why": [
"RS vs QQQ +0.95%",
"Gap 未过度延伸",
"News 1",
"Volume 信号",
"几何上行 <1.5%（软门槛）"
],
"why_chain": "RS vs QQQ +0.95% · Gap 未过度延伸 · News 1 · Volume 信号",
"why_vs_runner_up": "—",
"factor_breakdown": {
"relative_strength_vs_qqq": 0.95,
"relative_strength_vs_smh": 1.04,
"relative_weakness_score": -1.57,
"gap_pct": 1.25,
"beta_proxy": null,
"volume_signal": true,
"news_count": 1,
"extended_gap_penalty": 0.0,
"vix_change_pct": 0.33,
"prior_day_change_pct": 0.0
},
"edge_type": "Stock Edge",
"score_formula_display": "final = win_prob(76%) × ER(0.3%) × rr_weight(0.5) / 100",
"expected_high": 339.81,
"expected_low": 335.42,
"expected_close": 339.1,
"current_price": 338.12,
"upside_pct": 0.5,
"downside_risk_pct": 0.8,
"why_factors": [
"RS vs QQQ +0.95%",
"Gap 未过度延伸",
"News 1",
"Volume 信号",
"几何上行 <1.5%（软门槛）"
],
"why_today": "RS vs QQQ +0.95% · Gap 未过度延伸 · News 1 · Volume 信号",
"gap_pct": 1.25,
"rr_display": {
"reward_risk_ratio": 1.86,
"risk_reward_ratio": 0.54,
"reward_per_share": 1.75,
"risk_per_share": 0.94,
"label_reward_risk": "Reward/Risk 1.86",
"label_risk_reward": "Risk:Reward 1:0.54",
"display": "Reward/Risk 1.86 · Risk:Reward 1:0.54",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"catalyst": "Fed Headlines · Geopolitical Risk (Iran)",
"invalidation": "Close below stop $337.12 · Geopolitical escalation invalidates mean-reversion",
"advisory": true,
"level_reasons": {
"entry": {
"price": 338.06,
"source": "current",
"confidence": 79,
"reasons": [
{
"source": "vwap",
"label": "VWAP",
"price": 339.01,
"weight_pct": 50.0,
"matched": true,
"primary": false
},
{
"source": "orb_high",
"label": "ORB High",
"price": 339.84,
"weight_pct": 50.0,
"matched": true,
"primary": false
}
]
},
"stop": {
"price": 337.12,
"source": "orb_low",
"confidence": 89,
"reasons": [
{
"source": "orb_low",
"label": "ORB Low",
"price": 337.12,
"weight_pct": 70.0,
"matched": true,
"primary": true
},
{
"source": "vwap",
"label": "VWAP",
"price": 339.01,
"weight_pct": 30.0,
"matched": true,
"primary": false
}
]
},
"target": {
"price": 339.81,
"source": "expected_high",
"confidence": 77,
"reasons": [
{
"source": "expected_high",
"label": "Expected High",
"price": 339.81,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
}
},
"return_calculation": "(339.81-338.06)/338.06=0.52%",
"heuristic_expected_return_pct": 0.29,
"target_action": "卖出/获利",
"trade_summary_cn": "做多 GOOGL：在 338.06 附近入场，目标 339.81，预期 +0.52%",
"expected_r": 1.1812,
"trade_economics": {
"account_size": 10000.0,
"risk_pct": 1.0,
"position_pct": 100.0,
"shares": 106,
"contracts": 0,
"max_loss_usd": 99.64,
"win_usd": 185.5,
"loss_usd": 99.64,
"expected_value_usd": 117.07,
"risk_per_share": 0.94,
"reward_per_share": 1.75,
"rr_display": {
"reward_risk_ratio": 1.86,
"risk_reward_ratio": 0.54,
"reward_per_share": 1.75,
"risk_per_share": 0.94,
"label_reward_risk": "Reward/Risk 1.86",
"label_risk_reward": "Risk:Reward 1:0.54",
"display": "Reward/Risk 1.86 · Risk:Reward 1:0.54",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"size_label": "None",
"display": "$10,000 → Win +$186 / Loss -$100"
},
"position_sizing": {
"risk_pct": 1.0,
"position_pct": 100.0,
"contracts": 0,
"shares": 106,
"max_loss_usd": 99.64,
"size_label": "None",
"display": "Risk 1.0% → Position 100.0% → 106 unit(s) → Max Loss $99.64"
},
"why_wins_today": [],
"why_not_alternatives": [
{
"symbol": "NVDA",
"rank": 1,
"reasons": [
"Win% 76 vs 77",
"ER 0.5% vs 1.2%",
"Score 0.11 vs 0.47",
"RS +0.9% vs +2.9%",
"R:R 1.87 vs 1.0"
],
"summary": "Why GOOGL over NVDA: Win% 76 vs 77 · ER 0.5% vs 1.2% · Score 0.11 vs 0.47 · RS +0.9% vs +2.9% · R:R 1.87 vs 1.0"
},
{
"symbol": "META",
"rank": 2,
"reasons": [
"Win% 76 vs 66",
"ER 0.5% vs 0.9%",
"Score 0.11 vs 0.3",
"RS +0.9% vs +3.1%",
"R:R 1.87 vs 1.0"
],
"summary": "Why GOOGL over META: Win% 76 vs 66 · ER 0.5% vs 0.9% · Score 0.11 vs 0.3 · RS +0.9% vs +3.1% · R:R 1.87 vs 1.0"
},
{
"symbol": "MU",
"rank": 3,
"reasons": [
"Win% 76 vs 72",
"ER 0.5% vs 0.7%",
"Score 0.11 vs 0.26",
"RS +0.9% vs +1.6%",
"R:R 1.87 vs 1.02"
],
"summary": "Why GOOGL over MU: Win% 76 vs 72 · ER 0.5% vs 0.7% · Score 0.11 vs 0.26 · RS +0.9% vs +1.6% · R:R 1.87 vs 1.02"
},
{
"symbol": "TSLA",
"rank": 4,
"reasons": [
"Win% 76 vs 71",
"ER 0.5% vs 0.4%",
"Score 0.11 vs 0.13",
"RS +0.9% vs +1.6%",
"R:R 1.87 vs 0.39"
],
"summary": "Why GOOGL over TSLA: Win% 76 vs 71 · ER 0.5% vs 0.4% · Score 0.11 vs 0.13 · RS +0.9% vs +1.6% · R:R 1.87 vs 0.39"
},
{
"symbol": "XLF",
"rank": 6,
"reasons": [
"Win% 76 vs 71",
"ER 0.5% vs 0.3%",
"Score 0.11 vs 0.1",
"R:R 1.87 vs 0.62"
],
"summary": "Why GOOGL over XLF: Win% 76 vs 71 · ER 0.5% vs 0.3% · Score 0.11 vs 0.1 · R:R 1.87 vs 0.62"
}
],
"win_prob_source": "rules",
"calibration": {
"calibrated_win_prob": 76.0,
"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": 117.07,
"win_scenario_usd": 185.5,
"loss_scenario_usd": 99.64,
"win_prob_pct": 76.0,
"display": "EV $+117 (win +$186 @ 76.0% · loss -$100)"
},
"entry_status": {
"current_price": 338.12,
"ideal_entry": 338.06,
"distance_pct": 0.02,
"remaining_er_pct": 0.5,
"live_expected_return_pct": 0.5,
"new_plan": null,
"alternate_entry": null,
"advisory": true,
"advisory_tag": "ADVISORY — 不构成投资建议",
"zone_low": 337.12,
"zone_high": 339.01,
"miss_threshold_pct": 1.0,
"status": "PREMARKET",
"status_reason": "Premarket Ideal Entry — plan not yet live",
"action_hint": "Entry still valid"
}
}
],
"watchlist_items": [
{
"symbol": "XLF",
"rank": 6,
"win_prob": 71.0,
"expected_return_pct": 0.28,
"trade_action": "Pass",
"why": "RS vs QQQ +1.02% · Gap 未过度延伸 · Volume 信号 · 期望R 0.15 < 0.20（EV门禁）",
"note": "Monitor — below trade threshold"
},
{
"symbol": "XLE",
"rank": 7,
"win_prob": 71.0,
"expected_return_pct": 0.28,
"trade_action": "Pass",
"why": "RS vs QQQ +1.22% · Gap 未过度延伸 · Volume 信号 · 期望R 0.15 < 0.20（EV门禁）",
"note": "Monitor — below trade threshold"
},
{
"symbol": "DIA",
"rank": 8,
"win_prob": 76.0,
"expected_return_pct": 0.2,
"trade_action": "Pass",
"why": "RS vs QQQ +0.74% · Gap 未过度延伸 · News 2 · Volume 信号",
"note": "Monitor — below trade threshold"
},
{
"symbol": "SPY",
"rank": 9,
"win_prob": 65.0,
"expected_return_pct": 0.13,
"trade_action": "Pass",
"why": "RS vs QQQ +0.44% · Gap 未过度延伸 · Volume 信号 · 期望R 0.05 < 0.20（EV门禁）",
"note": "Monitor — below trade threshold"
},
{
"symbol": "SMH",
"rank": 10,
"win_prob": 54.0,
"expected_return_pct": 0.11,
"trade_action": "Pass",
"why": "Volume 信号 · 几何上行 <1.5%（软门槛）",
"note": "Monitor — below trade threshold"
}
],
"advisory": true,
"swing": {
"symbol": "NVDA",
"direction": "LONG",
"instrument": "Stock",
"horizon": "Swing",
"duration": "Swing (days–weeks)",
"confidence": 82,
"entry": "Near 223.0 (swing zone)",
"entry_source": "swing_zone",
"entry_price": 222.99,
"entry_zone": {
"low": 219.4,
"high": 223.66,
"mid": 222.99,
"display": "$219.40–$223.66",
"source": "swing_pullback"
},
"stop": "212.2 (1.75xATR)",
"stop_source": "1.75xATR",
"stop_price": 212.23,
"target": "237.3 (T1 ~6.4%)",
"target_source": "2xATR_or_5pct",
"target_price": 237.34,
"targets": [
{
"price": 237.34,
"label": "T1",
"pct": 6.44
},
{
"price": 245.29,
"label": "T2",
"pct": 10.0
}
],
"expected_return_pct": 6.44,
"expected_move": "+6.44%",
"risk_reward": 1.33,
"win_prob": 77.0,
"final_score": 0.47,
"swing_quality": 7.374,
"atr": 7.1729,
"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": 223.66,
"why": [
"高流动性波段标的 NVDA",
"Prior day +0.0%",
"5D momentum +7.0%",
"RS vs QQQ +2.88%",
"News/7 catalyst hints",
"Swing score 7.4"
],
"why_chain": "高流动性波段标的 NVDA · Prior day +0.0% · 5D momentum +7.0% · RS vs QQQ +2.88%",
"invalidation": "Close beyond stop $212.23 or thesis broken (trend flip / catalyst fade)",
"trade_summary_cn": "波段做多 NVDA：理想入场 $219.40–$223.66，止损 $212.23，目标 $237.34（约 +6.4%），持仓天数–数周",
"one_liner": "波段做多 NVDA：理想入场 $219.40–$223.66，止损 $212.23，目标 $237.34（约 +6.4%），持仓天数–数周",
"edge_type": "Stock Edge",
"advisory": true,
"label": "长线 · Swing Trade",
"separate_from_intraday": true
}
},
"edges": {
"macro_edge": {
"edge": "YES",
"why": "今日有重大催化剂（含地缘/突发）：Fed Headlines、Geopolitical Risk (Iran)、Oil Selloff、Trade Policy",
"catalyst": "Fed Headlines、Geopolitical Risk (Iran)、Oil Selloff、Trade Policy"
},
"index_edge": {
"edge": "YES",
"why": "SPY 盘前/开盘 +0.40%"
},
"sector_edge": {
"edge": "NO",
"why": "板块相对强度不足"
},
"stock_edge": {
"edge": "YES",
"why": "NVDA RS+新闻+量能",
"symbol": "NVDA"
},
"advisory": "ADVISORY — 不构成投资建议"
},
"trade_candidates": [
{
"symbol": "NVDA",
"win_prob": 77.0,
"win_prob_breakdown": {
"components": [
{
"factor": "Base",
"key": "base",
"points": 50.0
},
{
"factor": "RS",
"key": "rs",
"points": 18.0
},
{
"factor": "Catalyst",
"key": "catalyst",
"points": 5.0
},
{
"factor": "Volume",
"key": "volume",
"points": 4.0
}
],
"total": 77.0,
"raw_total": 77.0,
"was_clamped": false
},
"expected_return_pct": 1.23,
"expected_high": 226.41,
"expected_low": 220.91,
"expected_close": 226.41,
"current_price": 223.66,
"upside_pct": 1.23,
"downside_risk_pct": 1.23,
"risk_reward": 1.0,
"rr_display": {
"reward_risk_ratio": 1.0,
"risk_reward_ratio": 1.0,
"reward_per_share": null,
"risk_per_share": null,
"label_reward_risk": "Reward/Risk 1.00",
"label_risk_reward": "Risk:Reward 1:1.00",
"display": "Reward/Risk 1.00 · Risk:Reward 1:1.00",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"expected_r": 0.54,
"final_score": 0.47,
"trade_action": "Pass",
"trade": "Pass",
"gap_pct": 3.69,
"relative_strength": 2.88,
"relative_strength_vs_smh": 2.97,
"relative_weakness_score": -4.66,
"prior_day_change_pct": 0.0,
"why_factors": [
"RS vs QQQ +2.88%",
"RS vs SMH +2.97%",
"News 7",
"Volume 信号",
"几何上行 <1.5%（软门槛）"
],
"why": "RS vs QQQ +2.88% · RS vs SMH +2.97% · News 7 · Volume 信号",
"score": 5,
"news_count": 7,
"factor_breakdown": {
"relative_strength_vs_qqq": 2.88,
"relative_strength_vs_smh": 2.97,
"relative_weakness_score": -4.66,
"gap_pct": 3.69,
"beta_proxy": null,
"volume_signal": true,
"news_count": 7,
"extended_gap_penalty": 0.0,
"vix_change_pct": 0.33,
"prior_day_change_pct": 0.0
},
"edge_type": "Stock Edge",
"score_formula_display": "final = win_prob(77%) × ER(1.2%) × rr_weight(0.5) / 100",
"rr_weight": 0.5,
"why_vs_runner_up": "NVDA RS +2.9% vs META +3.1%；ER 1.2% vs 0.9%；Win% 77 vs 66；relative strength",
"advisory": true,
"rank": 1,
"direction": "LONG"
},
{
"symbol": "META",
"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": 0.91,
"expected_high": 602.0,
"expected_low": 591.09,
"expected_close": 602.0,
"current_price": 596.54,
"upside_pct": 0.91,
"downside_risk_pct": 0.91,
"risk_reward": 1.0,
"rr_display": {
"reward_risk_ratio": 1.0,
"risk_reward_ratio": 1.0,
"reward_per_share": null,
"risk_per_share": null,
"label_reward_risk": "Reward/Risk 1.00",
"label_risk_reward": "Risk:Reward 1:1.00",
"display": "Reward/Risk 1.00 · Risk:Reward 1:1.00",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"expected_r": 0.32,
"final_score": 0.3,
"trade_action": "Pass",
"trade": "Pass",
"gap_pct": 3.61,
"relative_strength": 3.13,
"relative_strength_vs_smh": 3.22,
"relative_weakness_score": -5.06,
"prior_day_change_pct": 0.0,
"why_factors": [
"RS vs QQQ +3.13%",
"Volume 信号",
"几何上行 <1.5%（软门槛）"
],
"why": "RS vs QQQ +3.13% · Volume 信号 · 几何上行 <1.5%（软门槛）",
"score": 3,
"news_count": 0,
"factor_breakdown": {
"relative_strength_vs_qqq": 3.13,
"relative_strength_vs_smh": 3.22,
"relative_weakness_score": -5.06,
"gap_pct": 3.61,
"beta_proxy": null,
"volume_signal": true,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": 0.33,
"prior_day_change_pct": 0.0
},
"edge_type": "Stock Edge",
"score_formula_display": "final = win_prob(66%) × ER(0.9%) × rr_weight(0.5) / 100",
"rr_weight": 0.5,
"why_vs_runner_up": "—",
"advisory": true,
"rank": 2,
"direction": "LONG"
},
{
"symbol": "MU",
"win_prob": 72.0,
"win_prob_breakdown": {
"components": [
{
"factor": "Base",
"key": "base",
"points": 50.0
},
{
"factor": "RS",
"key": "rs",
"points": 18.0
},
{
"factor": "Volume",
"key": "volume",
"points": 4.0
}
],
"total": 72.0,
"raw_total": 72.0,
"was_clamped": false
},
"expected_return_pct": 0.71,
"expected_high": 956.08,
"expected_low": 940.76,
"expected_close": 955.11,
"current_price": 948.35,
"upside_pct": 0.82,
"downside_risk_pct": 0.8,
"risk_reward": 1.02,
"rr_display": {
"reward_risk_ratio": 1.02,
"risk_reward_ratio": 0.98,
"reward_per_share": null,
"risk_per_share": null,
"label_reward_risk": "Reward/Risk 1.02",
"label_risk_reward": "Risk:Reward 1:0.98",
"display": "Reward/Risk 1.02 · Risk:Reward 1:0.98",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"expected_r": 0.4544,
"final_score": 0.26,
"trade_action": "Pass",
"trade": "Pass",
"gap_pct": 2.29,
"relative_strength": 1.62,
"relative_strength_vs_smh": 1.71,
"relative_weakness_score": -2.65,
"prior_day_change_pct": 0.0,
"why_factors": [
"RS vs QQQ +1.62%",
"RS vs SMH +1.71%",
"Volume 信号",
"几何上行 <1.5%（软门槛）"
],
"why": "RS vs QQQ +1.62% · RS vs SMH +1.71% · Volume 信号 · 几何上行 <1.5%（软门槛）",
"score": 3,
"news_count": 0,
"factor_breakdown": {
"relative_strength_vs_qqq": 1.62,
"relative_strength_vs_smh": 1.71,
"relative_weakness_score": -2.65,
"gap_pct": 2.29,
"beta_proxy": null,
"volume_signal": true,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": 0.33,
"prior_day_change_pct": 0.0
},
"edge_type": "Stock Edge",
"score_formula_display": "final = win_prob(72%) × ER(0.7%) × rr_weight(0.51) / 100",
"rr_weight": 0.51,
"why_vs_runner_up": "—",
"advisory": true,
"rank": 3,
"direction": "LONG"
},
{
"symbol": "TSLA",
"win_prob": 71.0,
"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
}
],
"total": 71.0,
"raw_total": 71.0,
"was_clamped": false
},
"expected_return_pct": 0.37,
"expected_high": 363.44,
"expected_low": 357.01,
"expected_close": 362.98,
"current_price": 361.63,
"upside_pct": 0.5,
"downside_risk_pct": 1.28,
"risk_reward": 0.39,
"rr_display": {
"reward_risk_ratio": 0.39,
"risk_reward_ratio": 2.56,
"reward_per_share": null,
"risk_per_share": null,
"label_reward_risk": "Reward/Risk 0.39",
"label_risk_reward": "Risk:Reward 1:2.56",
"display": "Reward/Risk 0.39 · Risk:Reward 1:2.56",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"expected_r": -0.0131,
"final_score": 0.13,
"trade_action": "Pass",
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