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 47
H-2026-09-08-001Surprise：No major surprises vs typical driver mix
Lesson：AI Expansion Regime 下，单日 SMH/NVDA 抛售可压过 Macro 利好，指数分化（Dow+ / QQQ-）比「大盘涨跌」更有信息量
{
"date": "2026-09-08",
"features": {
"dgs10": 4.77,
"dgs2": null,
"vix": 15.74,
"vix_chg": 8.33,
"qqq_chg": 0.03,
"smh_chg": 3.83,
"nvda_chg": -1.12,
"spy_chg": 0.0,
"oil_chg": 0.0,
"dxy_chg": -0.21,
"breadth_proxy": 0.14285714285714285,
"qqq_gap": 0.08,
"news_headline_count": 38,
"news_bearish_ratio": 0.1,
"news_ai_mentions": 63,
"news_macro_mentions": 13,
"news_oil_mentions": 6,
"news_risk_mentions": 9
},
"regime": {
"label": "AI Expansion",
"confidence": 0.82
},
"hypothesis": {
"id": "H-2026-09-08-001",
"statement": "AI/Semiconductor leads index today; macro is secondary variable",
"evidence": [
"VIX=15.7 (low fear)",
"NVDA +1.4%",
"SMH +4.0%"
],
"counter_evidence": [
"VIX↑ 8.3% (risk-off pressure)",
"10Y=4.77% (elevated rates)",
"Breadth 29% (narrow market)"
],
"confidence": 0.71,
"status": "待验证"
},
"morning": {
"bias": "Bullish Bias",
"total": 2,
"driver_type": "Fed",
"daily_driver": "Fed Headlines",
"best_opportunity": {
"direction": "LONG",
"symbol": "ARM",
"instrument": "Stock",
"horizon": "Intraday",
"confidence": 71,
"confidence_stars": "★★★☆☆",
"entry": "Above 256.9 (VWAP)",
"entry_source": "vwap",
"entry_price": 256.86,
"stop": "253.0 (ORB低点)",
"stop_source": "orb_low",
"stop_price": 252.98,
"target": "265.4 (预期收盘)",
"target_source": "expected_close",
"target_price": 265.42,
"target_action": "卖出/获利",
"targets": [
"265.4 (预期收盘)"
],
"duration": "Intraday",
"why": [
"RS vs QQQ +6.79%",
"RS vs SMH +3.14%",
"News 1",
"Volume 信号",
"VIX 走高"
],
"why_chain": "RS vs QQQ +6.79% · RS vs SMH +3.14% · News 1 · Volume 信号",
"why_vs_runner_up": "ARM RS +6.8% vs MU +6.6%；Win% 71 vs 66；higher beta (24.4 vs 23.8)；relative strength",
"factor_breakdown": {
"relative_strength_vs_qqq": 6.79,
"relative_strength_vs_smh": 3.14,
"relative_weakness_score": -8.67,
"gap_pct": 5.53,
"beta_proxy": 24.41,
"volume_signal": true,
"news_count": 1,
"extended_gap_penalty": 0.0,
"vix_change_pct": 8.33,
"prior_day_change_pct": 0.0
},
"edge_type": "Stock Edge",
"score_formula_display": "final = win_prob(71%) × ER(2.2%) × rr_weight(0.5) / 100",
"win_prob": 71.0,
"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
},
{
"factor": "Macro",
"key": "macro",
"points": -6.0
}
],
"total": 71.0,
"raw_total": 71.0,
"was_clamped": false
},
"expected_return_pct": 3.33,
"expected_move": "+3.33%",
"return_calculation": "(265.42-256.86)/256.86=3.33%",
"trade_summary_cn": "做多 ARM：在 256.86 附近入场，目标 265.42，预期 +3.33%",
"risk_reward": 2.2,
"rr_display": {
"reward_risk_ratio": 2.21,
"risk_reward_ratio": 0.45,
"reward_per_share": 8.56,
"risk_per_share": 3.88,
"label_reward_risk": "Reward/Risk 2.21",
"label_risk_reward": "Risk:Reward 1:0.45",
"display": "Reward/Risk 2.21 · Risk:Reward 1:0.45",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"entry_zone": {
"low": 256.09,
"high": 257.63,
"mid": 256.86,
"anchors": [
{
"source": "vwap",
"label": "VWAP",
"price": 256.86
}
],
"display": "Entry Zone 256–258",
"entry_source": "vwap",
"tolerance_pct": 0.3
},
"rank_summary": "ARM ranked #1 because weakest RS + largest expected range + highest probability",
"win_prob_source": "rules",
"calibration": {
"calibrated_win_prob": 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": 123.81,
"win_scenario_usd": 214.0,
"loss_scenario_usd": 97.0,
"win_prob_pct": 71.0,
"display": "EV $+124 (win +$214 @ 71.0% · loss -$97)"
},
"final_score": 0.77,
"level_anchors": {
"vwap": 256.86,
"orb_high": 261.67,
"orb_low": 252.98,
"prev_high": 242.59,
"prev_low": 242.59,
"prior_close": 242.59,
"orb_from_minute": true
},
"level_reasons": {
"entry": {
"price": 256.86,
"source": "vwap",
"confidence": 77,
"reasons": [
{
"source": "vwap",
"label": "VWAP",
"price": 256.86,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
},
"stop": {
"price": 252.98,
"source": "orb_low",
"confidence": 77,
"reasons": [
{
"source": "orb_low",
"label": "ORB Low",
"price": 252.98,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
},
"target": {
"price": 265.42,
"source": "expected_close",
"confidence": 77,
"reasons": [
{
"source": "expected_close",
"label": "Expected Close",
"price": 265.42,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
}
},
"trade_economics": {
"account_size": 10000.0,
"risk_pct": 1.0,
"position_pct": 64.2,
"shares": 25,
"contracts": 1,
"max_loss_usd": 97.0,
"win_usd": 214.0,
"loss_usd": 97.0,
"expected_value_usd": 123.81,
"risk_per_share": 3.88,
"reward_per_share": 8.56,
"rr_display": {
"reward_risk_ratio": 2.21,
"risk_reward_ratio": 0.45,
"reward_per_share": 8.56,
"risk_per_share": 3.88,
"label_reward_risk": "Reward/Risk 2.21",
"label_risk_reward": "Risk:Reward 1:0.45",
"display": "Reward/Risk 2.21 · Risk:Reward 1:0.45",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"size_label": "Small",
"display": "$10,000 → Win +$214 / Loss -$97"
},
"position_sizing": {
"risk_pct": 1.0,
"position_pct": 64.2,
"contracts": 1,
"shares": 25,
"max_loss_usd": 97.0,
"size_label": "Small",
"display": "Risk 1.0% → Position 64.2% → 1 unit(s) → Max Loss $97.0"
},
"why_wins_today": [
{
"rank": 1,
"dimension": "relative_strength",
"label": "Highest Relative Strength",
"primary_value": 6.79,
"runner_up_value": 6.62,
"wins": true
},
{
"rank": 2,
"dimension": "expected_range",
"label": "Largest Expected Range",
"primary_value": 5.13,
"runner_up_value": 4.56,
"wins": true
},
{
"rank": 3,
"dimension": "win_prob",
"label": "Highest Probability",
"primary_value": 71.0,
"runner_up_value": 66.0,
"wins": true
},
{
"rank": 4,
"dimension": "risk_reward",
"label": "Best Risk Reward",
"primary_value": 2.2,
"runner_up_value": 1.0,
"wins": true
}
],
"why_not_alternatives": [
{
"symbol": "MU",
"rank": 2,
"reasons": [
"Win% 71 vs 66",
"ER 3.3% vs 2.3%",
"Score 0.77 vs 0.75",
"RS +6.8% vs +6.6%",
"R:R 2.2 vs 1.0"
],
"summary": "Why ARM over MU: Win% 71 vs 66 · ER 3.3% vs 2.3% · Score 0.77 vs 0.75 · RS +6.8% vs +6.6% · R:R 2.2 vs 1.0"
},
{
"symbol": "AMD",
"rank": 3,
"reasons": [
"Win% 71 vs 66",
"ER 3.3% vs 2.0%",
"Score 0.77 vs 0.65",
"RS +6.8% vs +5.8%",
"R:R 2.2 vs 1.0"
],
"summary": "Why ARM over AMD: Win% 71 vs 66 · ER 3.3% vs 2.0% · Score 0.77 vs 0.65 · RS +6.8% vs +5.8% · R:R 2.2 vs 1.0"
},
{
"symbol": "SMH",
"rank": 4,
"reasons": [
"Win% 71 vs 60",
"ER 3.3% vs 0.9%",
"Score 0.77 vs 0.29",
"RS +6.8% vs +3.6%",
"R:R 2.2 vs 0.74",
"Tradeable (Small) vs Pass"
],
"summary": "Why ARM over SMH: Win% 71 vs 60 · ER 3.3% vs 0.9% · Score 0.77 vs 0.29 · RS +6.8% vs +3.6% · R:R 2.2 vs 0.74 · Tradeable (Small) vs Pass"
},
{
"symbol": "XLK",
"rank": 5,
"reasons": [
"Win% 71 vs 65",
"ER 3.3% vs 0.2%",
"Score 0.77 vs 0.07",
"RS +6.8% vs +0.7%",
"R:R 2.2 vs 0.62",
"Tradeable (Small) vs Pass"
],
"summary": "Why ARM over XLK: Win% 71 vs 65 · ER 3.3% vs 0.2% · Score 0.77 vs 0.07 · RS +6.8% vs +0.7% · R:R 2.2 vs 0.62 · Tradeable (Small) vs Pass"
},
{
"symbol": "TQQQ",
"rank": 6,
"reasons": [
"Win% 71 vs 59",
"ER 3.3% vs 0.1%",
"Score 0.77 vs 0.03",
"RS +6.8% vs +0.5%",
"R:R 2.2 vs 0.62",
"Tradeable (Small) vs Pass"
],
"summary": "Why ARM over TQQQ: Win% 71 vs 59 · ER 3.3% vs 0.1% · Score 0.77 vs 0.03 · RS +6.8% vs +0.5% · R:R 2.2 vs 0.62 · Tradeable (Small) vs Pass"
}
],
"avoid": [],
"one_liner": "做多 ARM：在 256.86 附近入场，目标 265.42，预期 +3.33%",
"p16_gate": "No Trade",
"advisory": true
},
"best_trades": {
"primary": {
"rank": 1,
"symbol": "ARM",
"direction": "LONG",
"instrument": "Stock",
"horizon": "Intraday",
"confidence": 71,
"confidence_stars": "★★★☆☆",
"expected_move": "+3.33%",
"expected_return_pct": 3.33,
"win_prob": 71.0,
"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
},
{
"factor": "Macro",
"key": "macro",
"points": -6.0
}
],
"total": 71.0,
"raw_total": 71.0,
"was_clamped": false
},
"risk_reward": 2.2,
"final_score": 0.77,
"trade_action": "Small",
"relative_strength": 6.79,
"entry": "Above 256.9 (VWAP)",
"entry_source": "vwap",
"entry_price": 256.86,
"entry_zone": {
"low": 256.09,
"high": 257.63,
"mid": 256.86,
"anchors": [
{
"source": "vwap",
"label": "VWAP",
"price": 256.86
}
],
"display": "Entry Zone 256–258",
"entry_source": "vwap",
"tolerance_pct": 0.3
},
"stop": "253.0 (ORB低点)",
"stop_source": "orb_low",
"stop_price": 252.98,
"target": "265.4 (预期收盘)",
"target_source": "expected_close",
"target_price": 265.42,
"targets": [
"265.4 (预期收盘)"
],
"level_anchors": {
"vwap": 256.86,
"orb_high": 261.67,
"orb_low": 252.98,
"prev_high": 242.59,
"prev_low": 242.59,
"prior_close": 242.59,
"orb_from_minute": true
},
"levels_valid": true,
"why": [
"RS vs QQQ +6.79%",
"RS vs SMH +3.14%",
"News 1",
"Volume 信号",
"VIX 走高"
],
"why_chain": "RS vs QQQ +6.79% · RS vs SMH +3.14% · News 1 · Volume 信号",
"why_vs_runner_up": "ARM RS +6.8% vs MU +6.6%；Win% 71 vs 66；higher beta (24.4 vs 23.8)；relative strength",
"factor_breakdown": {
"relative_strength_vs_qqq": 6.79,
"relative_strength_vs_smh": 3.14,
"relative_weakness_score": -8.67,
"gap_pct": 5.53,
"beta_proxy": 24.41,
"volume_signal": true,
"news_count": 1,
"extended_gap_penalty": 0.0,
"vix_change_pct": 8.33,
"prior_day_change_pct": 0.0
},
"edge_type": "Stock Edge",
"score_formula_display": "final = win_prob(71%) × ER(2.2%) × rr_weight(0.5) / 100",
"expected_high": 265.42,
"expected_low": 252.09,
"expected_close": 265.42,
"current_price": 259.76,
"upside_pct": 2.18,
"downside_risk_pct": 2.95,
"why_factors": [
"RS vs QQQ +6.79%",
"RS vs SMH +3.14%",
"News 1",
"Volume 信号",
"VIX 走高"
],
"why_today": "RS vs QQQ +6.79% · RS vs SMH +3.14% · News 1 · Volume 信号",
"gap_pct": 5.53,
"rr_display": {
"reward_risk_ratio": 2.21,
"risk_reward_ratio": 0.45,
"reward_per_share": 8.56,
"risk_per_share": 3.88,
"label_reward_risk": "Reward/Risk 2.21",
"label_risk_reward": "Risk:Reward 1:0.45",
"display": "Reward/Risk 2.21 · Risk:Reward 1:0.45",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"catalyst": "Fed Headlines · Geopolitical Risk",
"invalidation": "Close below stop $252.98 · Geopolitical escalation invalidates mean-reversion",
"advisory": true,
"level_reasons": {
"entry": {
"price": 256.86,
"source": "vwap",
"confidence": 77,
"reasons": [
{
"source": "vwap",
"label": "VWAP",
"price": 256.86,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
},
"stop": {
"price": 252.98,
"source": "orb_low",
"confidence": 77,
"reasons": [
{
"source": "orb_low",
"label": "ORB Low",
"price": 252.98,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
},
"target": {
"price": 265.42,
"source": "expected_close",
"confidence": 77,
"reasons": [
{
"source": "expected_close",
"label": "Expected Close",
"price": 265.42,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
}
},
"return_calculation": "(265.42-256.86)/256.86=3.33%",
"heuristic_expected_return_pct": 2.18,
"target_action": "卖出/获利",
"trade_summary_cn": "做多 ARM：在 256.86 附近入场，目标 265.42，预期 +3.33%",
"expected_r": 1.272,
"trade_economics": {
"account_size": 10000.0,
"risk_pct": 1.0,
"position_pct": 64.2,
"shares": 25,
"contracts": 1,
"max_loss_usd": 97.0,
"win_usd": 214.0,
"loss_usd": 97.0,
"expected_value_usd": 123.81,
"risk_per_share": 3.88,
"reward_per_share": 8.56,
"rr_display": {
"reward_risk_ratio": 2.21,
"risk_reward_ratio": 0.45,
"reward_per_share": 8.56,
"risk_per_share": 3.88,
"label_reward_risk": "Reward/Risk 2.21",
"label_risk_reward": "Risk:Reward 1:0.45",
"display": "Reward/Risk 2.21 · Risk:Reward 1:0.45",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"size_label": "Small",
"display": "$10,000 → Win +$214 / Loss -$97"
},
"position_sizing": {
"risk_pct": 1.0,
"position_pct": 64.2,
"contracts": 1,
"shares": 25,
"max_loss_usd": 97.0,
"size_label": "Small",
"display": "Risk 1.0% → Position 64.2% → 1 unit(s) → Max Loss $97.0"
},
"why_wins_today": [
{
"rank": 1,
"dimension": "relative_strength",
"label": "Highest Relative Strength",
"primary_value": 6.79,
"runner_up_value": 6.62,
"wins": true
},
{
"rank": 2,
"dimension": "expected_range",
"label": "Largest Expected Range",
"primary_value": 5.13,
"runner_up_value": 4.56,
"wins": true
},
{
"rank": 3,
"dimension": "win_prob",
"label": "Highest Probability",
"primary_value": 71.0,
"runner_up_value": 66.0,
"wins": true
},
{
"rank": 4,
"dimension": "risk_reward",
"label": "Best Risk Reward",
"primary_value": 2.2,
"runner_up_value": 1.0,
"wins": true
}
],
"why_not_alternatives": [
{
"symbol": "MU",
"rank": 2,
"reasons": [
"Win% 71 vs 66",
"ER 3.3% vs 2.3%",
"Score 0.77 vs 0.75",
"RS +6.8% vs +6.6%",
"R:R 2.2 vs 1.0"
],
"summary": "Why ARM over MU: Win% 71 vs 66 · ER 3.3% vs 2.3% · Score 0.77 vs 0.75 · RS +6.8% vs +6.6% · R:R 2.2 vs 1.0"
},
{
"symbol": "AMD",
"rank": 3,
"reasons": [
"Win% 71 vs 66",
"ER 3.3% vs 2.0%",
"Score 0.77 vs 0.65",
"RS +6.8% vs +5.8%",
"R:R 2.2 vs 1.0"
],
"summary": "Why ARM over AMD: Win% 71 vs 66 · ER 3.3% vs 2.0% · Score 0.77 vs 0.65 · RS +6.8% vs +5.8% · R:R 2.2 vs 1.0"
},
{
"symbol": "SMH",
"rank": 4,
"reasons": [
"Win% 71 vs 60",
"ER 3.3% vs 0.9%",
"Score 0.77 vs 0.29",
"RS +6.8% vs +3.6%",
"R:R 2.2 vs 0.74",
"Tradeable (Small) vs Pass"
],
"summary": "Why ARM over SMH: Win% 71 vs 60 · ER 3.3% vs 0.9% · Score 0.77 vs 0.29 · RS +6.8% vs +3.6% · R:R 2.2 vs 0.74 · Tradeable (Small) vs Pass"
},
{
"symbol": "XLK",
"rank": 5,
"reasons": [
"Win% 71 vs 65",
"ER 3.3% vs 0.2%",
"Score 0.77 vs 0.07",
"RS +6.8% vs +0.7%",
"R:R 2.2 vs 0.62",
"Tradeable (Small) vs Pass"
],
"summary": "Why ARM over XLK: Win% 71 vs 65 · ER 3.3% vs 0.2% · Score 0.77 vs 0.07 · RS +6.8% vs +0.7% · R:R 2.2 vs 0.62 · Tradeable (Small) vs Pass"
},
{
"symbol": "TQQQ",
"rank": 6,
"reasons": [
"Win% 71 vs 59",
"ER 3.3% vs 0.1%",
"Score 0.77 vs 0.03",
"RS +6.8% vs +0.5%",
"R:R 2.2 vs 0.62",
"Tradeable (Small) vs Pass"
],
"summary": "Why ARM over TQQQ: Win% 71 vs 59 · ER 3.3% vs 0.1% · Score 0.77 vs 0.03 · RS +6.8% vs +0.5% · R:R 2.2 vs 0.62 · Tradeable (Small) vs Pass"
}
],
"rank_summary": "ARM ranked #1 because weakest RS + largest expected range + highest probability",
"win_prob_source": "rules",
"calibration": {
"calibrated_win_prob": 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": 123.81,
"win_scenario_usd": 214.0,
"loss_scenario_usd": 97.0,
"win_prob_pct": 71.0,
"display": "EV $+124 (win +$214 @ 71.0% · loss -$97)"
},
"entry_status": {
"current_price": 259.76,
"ideal_entry": 256.86,
"distance_pct": 1.13,
"remaining_er_pct": 2.18,
"live_expected_return_pct": 2.18,
"new_plan": null,
"alternate_entry": null,
"advisory": true,
"advisory_tag": "ADVISORY — 不构成投资建议",
"zone_low": 256.09,
"zone_high": 257.63,
"miss_threshold_pct": 1.0,
"status": "PREMARKET",
"status_reason": "Premarket Ideal Entry — plan not yet live",
"action_hint": "Entry still valid"
}
},
"secondary": {
"rank": 2,
"symbol": "MU",
"direction": "LONG",
"instrument": "Stock",
"horizon": "Intraday",
"confidence": 66,
"confidence_stars": "★★★☆☆",
"expected_move": "+2.28%",
"expected_return_pct": 2.28,
"win_prob": 66.0,
"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
},
{
"factor": "Macro",
"key": "macro",
"points": -6.0
}
],
"total": 66.0,
"raw_total": 66.0,
"was_clamped": false
},
"risk_reward": 2.78,
"final_score": 0.75,
"trade_action": "Small",
"relative_strength": 6.62,
"entry": "Above 1024.4 (现价)",
"entry_source": "current",
"entry_price": 1024.4,
"entry_zone": {
"low": 1021.33,
"high": 1027.47,
"mid": 1024.4,
"anchors": [],
"display": "Entry Zone 1021–1027",
"entry_source": "current",
"tolerance_pct": 0.3
},
"stop": "1016.0 (ORB低点)",
"stop_source": "orb_low",
"stop_price": 1016.0,
"target": "1047.8 (预期收盘)",
"target_source": "expected_close",
"target_price": 1047.75,
"targets": [
"1047.8 (预期收盘)"
],
"level_anchors": {
"vwap": 1029.88,
"orb_high": 1056.62,
"orb_low": 1016.0,
"prev_high": 958.16,
"prev_low": 958.16,
"prior_close": 958.16,
"orb_from_minute": true
},
"levels_valid": true,
"why": [
"RS vs QQQ +6.62%",
"RS vs SMH +2.97%",
"Volume 信号",
"VIX 走高"
],
"why_chain": "RS vs QQQ +6.62% · RS vs SMH +2.97% · Volume 信号 · VIX 走高",
"why_vs_runner_up": "—",
"factor_breakdown": {
"relative_strength_vs_qqq": 6.62,
"relative_strength_vs_smh": 2.97,
"relative_weakness_score": -8.4,
"gap_pct": 7.49,
"beta_proxy": 23.83,
"volume_signal": true,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": 8.33,
"prior_day_change_pct": 0.0
},
"edge_type": "Stock Edge",
"score_formula_display": "final = win_prob(66%) × ER(2.3%) × rr_weight(0.5) / 100",
"expected_high": 1047.75,
"expected_low": 1001.05,
"expected_close": 1047.75,
"current_price": 1024.4,
"upside_pct": 2.28,
"downside_risk_pct": 2.28,
"why_factors": [
"RS vs QQQ +6.62%",
"RS vs SMH +2.97%",
"Volume 信号",
"VIX 走高"
],
"why_today": "RS vs QQQ +6.62% · RS vs SMH +2.97% · Volume 信号 · VIX 走高",
"gap_pct": 7.49,
"rr_display": {
"reward_risk_ratio": 2.78,
"risk_reward_ratio": 0.36,
"reward_per_share": 23.35,
"risk_per_share": 8.4,
"label_reward_risk": "Reward/Risk 2.78",
"label_risk_reward": "Risk:Reward 1:0.36",
"display": "Reward/Risk 2.78 · Risk:Reward 1:0.36",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"catalyst": "Fed Headlines · Geopolitical Risk",
"invalidation": "Close below stop $1016.0 · Geopolitical escalation invalidates mean-reversion",
"advisory": true,
"level_reasons": {
"entry": {
"price": 1024.4,
"source": "current",
"confidence": 67,
"reasons": [
{
"source": "vwap",
"label": "VWAP",
"price": 1029.88,
"weight_pct": 100.0,
"matched": true,
"primary": false
}
]
},
"stop": {
"price": 1016.0,
"source": "orb_low",
"confidence": 77,
"reasons": [
{
"source": "orb_low",
"label": "ORB Low",
"price": 1016.0,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
},
"target": {
"price": 1047.75,
"source": "expected_close",
"confidence": 77,
"reasons": [
{
"source": "expected_close",
"label": "Expected Close",
"price": 1047.75,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
}
},
"return_calculation": "(1047.75-1024.4)/1024.4=2.28%",
"heuristic_expected_return_pct": 2.28,
"target_action": "卖出/获利",
"trade_summary_cn": "做多 MU：在 1024.4 附近入场，目标 1047.75，预期 +2.28%",
"expected_r": 1.4948,
"trade_economics": {
"account_size": 10000.0,
"risk_pct": 1.0,
"position_pct": 100.0,
"shares": 11,
"contracts": 1,
"max_loss_usd": 92.4,
"win_usd": 256.85,
"loss_usd": 92.4,
"expected_value_usd": 138.11,
"risk_per_share": 8.4,
"reward_per_share": 23.35,
"rr_display": {
"reward_risk_ratio": 2.78,
"risk_reward_ratio": 0.36,
"reward_per_share": 23.35,
"risk_per_share": 8.4,
"label_reward_risk": "Reward/Risk 2.78",
"label_risk_reward": "Risk:Reward 1:0.36",
"display": "Reward/Risk 2.78 · Risk:Reward 1:0.36",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"size_label": "Small",
"display": "$10,000 → Win +$257 / Loss -$92"
},
"position_sizing": {
"risk_pct": 1.0,
"position_pct": 100.0,
"contracts": 1,
"shares": 11,
"max_loss_usd": 92.4,
"size_label": "Small",
"display": "Risk 1.0% → Position 100.0% → 1 unit(s) → Max Loss $92.4"
},
"why_wins_today": [
{
"rank": 1,
"dimension": "risk_reward",
"label": "Best Risk Reward",
"primary_value": 2.78,
"runner_up_value": 1.0,
"wins": true
}
],
"why_not_alternatives": [
{
"symbol": "ARM",
"rank": 1,
"reasons": [
"Win% 66 vs 71",
"ER 2.3% vs 2.2%",
"Score 0.75 vs 0.77",
"RS +6.6% vs +6.8%",
"R:R 2.78 vs 0.74"
],
"summary": "Why MU over ARM: Win% 66 vs 71 · ER 2.3% vs 2.2% · Score 0.75 vs 0.77 · RS +6.6% vs +6.8% · R:R 2.78 vs 0.74"
},
{
"symbol": "AMD",
"rank": 3,
"reasons": [
"ER 2.3% vs 2.0%",
"Score 0.75 vs 0.65",
"RS +6.6% vs +5.8%",
"R:R 2.78 vs 1.0"
],
"summary": "Why MU over AMD: ER 2.3% vs 2.0% · Score 0.75 vs 0.65 · RS +6.6% vs +5.8% · R:R 2.78 vs 1.0"
},
{
"symbol": "SMH",
"rank": 4,
"reasons": [
"Win% 66 vs 60",
"ER 2.3% vs 0.9%",
"Score 0.75 vs 0.29",
"RS +6.6% vs +3.6%",
"R:R 2.78 vs 0.74",
"Tradeable (Small) vs Pass"
],
"summary": "Why MU over SMH: Win% 66 vs 60 · ER 2.3% vs 0.9% · Score 0.75 vs 0.29 · RS +6.6% vs +3.6% · R:R 2.78 vs 0.74 · Tradeable (Small) vs Pass"
},
{
"symbol": "XLK",
"rank": 5,
"reasons": [
"Win% 66 vs 65",
"ER 2.3% vs 0.2%",
"Score 0.75 vs 0.07",
"RS +6.6% vs +0.7%",
"R:R 2.78 vs 0.62",
"Tradeable (Small) vs Pass"
],
"summary": "Why MU over XLK: Win% 66 vs 65 · ER 2.3% vs 0.2% · Score 0.75 vs 0.07 · RS +6.6% vs +0.7% · R:R 2.78 vs 0.62 · Tradeable (Small) vs Pass"
},
{
"symbol": "TQQQ",
"rank": 6,
"reasons": [
"Win% 66 vs 59",
"ER 2.3% vs 0.1%",
"Score 0.75 vs 0.03",
"RS +6.6% vs +0.5%",
"R:R 2.78 vs 0.62",
"Tradeable (Small) vs Pass"
],
"summary": "Why MU over TQQQ: Win% 66 vs 59 · ER 2.3% vs 0.1% · Score 0.75 vs 0.03 · RS +6.6% vs +0.5% · R:R 2.78 vs 0.62 · Tradeable (Small) vs Pass"
}
],
"win_prob_source": "rules",
"calibration": {
"calibrated_win_prob": 66.0,
"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": 138.11,
"win_scenario_usd": 256.85,
"loss_scenario_usd": 92.4,
"win_prob_pct": 66.0,
"display": "EV $+138 (win +$257 @ 66.0% · loss -$92)"
},
"entry_status": {
"current_price": 1024.4,
"ideal_entry": 1024.4,
"distance_pct": 0.0,
"remaining_er_pct": 2.28,
"live_expected_return_pct": 2.28,
"new_plan": null,
"alternate_entry": null,
"advisory": true,
"advisory_tag": "ADVISORY — 不构成投资建议",
"zone_low": 1021.33,
"zone_high": 1027.47,
"miss_threshold_pct": 1.0,
"status": "PREMARKET",
"status_reason": "Premarket Ideal Entry — plan not yet live",
"action_hint": "Entry still valid"
}
},
"watchlist": {
"rank": 3,
"symbol": "AMD",
"direction": "LONG",
"instrument": "Stock",
"horizon": "Intraday",
"confidence": 66,
"confidence_stars": "★★★☆☆",
"expected_move": "+1.98%",
"expected_return_pct": 1.98,
"win_prob": 66.0,
"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
},
{
"factor": "Macro",
"key": "macro",
"points": -6.0
}
],
"total": 66.0,
"raw_total": 66.0,
"was_clamped": false
},
"risk_reward": 2.54,
"final_score": 0.65,
"trade_action": "Small",
"relative_strength": 5.79,
"entry": "Above 483.8 (VWAP)",
"entry_source": "vwap",
"entry_price": 483.78,
"entry_zone": {
"low": 482.33,
"high": 485.23,
"mid": 483.78,
"anchors": [
{
"source": "vwap",
"label": "VWAP",
"price": 483.78
}
],
"display": "Entry Zone 482–485",
"entry_source": "vwap",
"tolerance_pct": 0.3
},
"stop": "480.0 (ORB低点)",
"stop_source": "orb_low",
"stop_price": 480.01,
"target": "493.4 (预期收盘)",
"target_source": "expected_close",
"target_price": 493.37,
"targets": [
"493.4 (预期收盘)"
],
"level_anchors": {
"vwap": 483.78,
"orb_high": 488.59,
"orb_low": 480.01,
"prev_high": 456.16,
"prev_low": 456.16,
"prior_close": 456.16,
"orb_from_minute": true
},
"levels_valid": true,
"why": [
"RS vs QQQ +5.79%",
"RS vs SMH +2.14%",
"Volume 信号",
"VIX 走高"
],
"why_chain": "RS vs QQQ +5.79% · RS vs SMH +2.14% · Volume 信号 · VIX 走高",
"why_vs_runner_up": "—",
"factor_breakdown": {
"relative_strength_vs_qqq": 5.79,
"relative_strength_vs_smh": 2.14,
"relative_weakness_score": -7.07,
"gap_pct": 6.79,
"beta_proxy": 20.97,
"volume_signal": true,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": 8.33,
"prior_day_change_pct": 0.0
},
"edge_type": "Stock Edge",
"score_formula_display": "final = win_prob(66%) × ER(2.0%) × rr_weight(0.5) / 100",
"expected_high": 493.37,
"expected_low": 474.43,
"expected_close": 493.37,
"current_price": 483.9,
"upside_pct": 1.96,
"downside_risk_pct": 1.96,
"why_factors": [
"RS vs QQQ +5.79%",
"RS vs SMH +2.14%",
"Volume 信号",
"VIX 走高"
],
"why_today": "RS vs QQQ +5.79% · RS vs SMH +2.14% · Volume 信号 · VIX 走高",
"gap_pct": 6.79,
"rr_display": {
"reward_risk_ratio": 2.54,
"risk_reward_ratio": 0.39,
"reward_per_share": 9.59,
"risk_per_share": 3.77,
"label_reward_risk": "Reward/Risk 2.54",
"label_risk_reward": "Risk:Reward 1:0.39",
"display": "Reward/Risk 2.54 · Risk:Reward 1:0.39",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"catalyst": "Fed Headlines · Geopolitical Risk",
"invalidation": "Close below stop $480.01 · Geopolitical escalation invalidates mean-reversion",
"advisory": true,
"level_reasons": {
"entry": {
"price": 483.78,
"source": "vwap",
"confidence": 89,
"reasons": [
{
"source": "vwap",
"label": "VWAP",
"price": 483.78,
"weight_pct": 70.0,
"matched": true,
"primary": true
},
{
"source": "current",
"label": "Above Current",
"price": 483.9,
"weight_pct": 30.0,
"matched": true,
"primary": false
}
]
},
"stop": {
"price": 480.01,
"source": "orb_low",
"confidence": 77,
"reasons": [
{
"source": "orb_low",
"label": "ORB Low",
"price": 480.01,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
},
"target": {
"price": 493.37,
"source": "expected_close",
"confidence": 77,
"reasons": [
{
"source": "expected_close",
"label": "Expected Close",
"price": 493.37,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
}
},
"return_calculation": "(493.37-483.78)/483.78=1.98%",
"heuristic_expected_return_pct": 1.96,
"target_action": "卖出/获利",
"trade_summary_cn": "做多 AMD：在 483.78 附近入场，目标 493.37，预期 +1.98%",
"expected_r": 1.3364,
"trade_economics": {
"account_size": 10000.0,
"risk_pct": 1.0,
"position_pct": 100.0,
"shares": 26,
"contracts": 1,
"max_loss_usd": 98.02,
"win_usd": 249.34,
"loss_usd": 98.02,
"expected_value_usd": 131.24,
"risk_per_share": 3.77,
"reward_per_share": 9.59,
"rr_display": {
"reward_risk_ratio": 2.54,
"risk_reward_ratio": 0.39,
"reward_per_share": 9.59,
"risk_per_share": 3.77,
"label_reward_risk": "Reward/Risk 2.54",
"label_risk_reward": "Risk:Reward 1:0.39",
"display": "Reward/Risk 2.54 · Risk:Reward 1:0.39",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"size_label": "Small",
"display": "$10,000 → Win +$249 / Loss -$98"
},
"position_sizing": {
"risk_pct": 1.0,
"position_pct": 100.0,
"contracts": 1,
"shares": 26,
"max_loss_usd": 98.02,
"size_label": "Small",
"display": "Risk 1.0% → Position 100.0% → 1 unit(s) → Max Loss $98.02"
},
"why_wins_today": [
{
"rank": 1,
"dimension": "risk_reward",
"label": "Best Risk Reward",
"primary_value": 2.54,
"runner_up_value": 1.0,
"wins": true
}
],
"why_not_alternatives": [
{
"symbol": "ARM",
"rank": 1,
"reasons": [
"Win% 66 vs 71",
"ER 2.0% vs 2.2%",
"Score 0.65 vs 0.77",
"RS +5.8% vs +6.8%",
"R:R 2.54 vs 0.74"
],
"summary": "Why AMD over ARM: Win% 66 vs 71 · ER 2.0% vs 2.2% · Score 0.65 vs 0.77 · RS +5.8% vs +6.8% · R:R 2.54 vs 0.74"
},
{
"symbol": "MU",
"rank": 2,
"reasons": [
"ER 2.0% vs 2.3%",
"Score 0.65 vs 0.75",
"RS +5.8% vs +6.6%",
"R:R 2.54 vs 1.0"
],
"summary": "Why AMD over MU: ER 2.0% vs 2.3% · Score 0.65 vs 0.75 · RS +5.8% vs +6.6% · R:R 2.54 vs 1.0"
},
{
"symbol": "SMH",
"rank": 4,
"reasons": [
"Win% 66 vs 60",
"ER 2.0% vs 0.9%",
"Score 0.65 vs 0.29",
"RS +5.8% vs +3.6%",
"R:R 2.54 vs 0.74",
"Tradeable (Small) vs Pass"
],
"summary": "Why AMD over SMH: Win% 66 vs 60 · ER 2.0% vs 0.9% · Score 0.65 vs 0.29 · RS +5.8% vs +3.6% · R:R 2.54 vs 0.74 · Tradeable (Small) vs Pass"
},
{
"symbol": "XLK",
"rank": 5,
"reasons": [
"Win% 66 vs 65",
"ER 2.0% vs 0.2%",
"Score 0.65 vs 0.07",
"RS +5.8% vs +0.7%",
"R:R 2.54 vs 0.62",
"Tradeable (Small) vs Pass"
],
"summary": "Why AMD over XLK: Win% 66 vs 65 · ER 2.0% vs 0.2% · Score 0.65 vs 0.07 · RS +5.8% vs +0.7% · R:R 2.54 vs 0.62 · Tradeable (Small) vs Pass"
},
{
"symbol": "TQQQ",
"rank": 6,
"reasons": [
"Win% 66 vs 59",
"ER 2.0% vs 0.1%",
"Score 0.65 vs 0.03",
"RS +5.8% vs +0.5%",
"R:R 2.54 vs 0.62",
"Tradeable (Small) vs Pass"
],
"summary": "Why AMD over TQQQ: Win% 66 vs 59 · ER 2.0% vs 0.1% · Score 0.65 vs 0.03 · RS +5.8% vs +0.5% · R:R 2.54 vs 0.62 · Tradeable (Small) vs Pass"
}
],
"win_prob_source": "rules",
"calibration": {
"calibrated_win_prob": 66.0,
"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": 131.24,
"win_scenario_usd": 249.34,
"loss_scenario_usd": 98.02,
"win_prob_pct": 66.0,
"display": "EV $+131 (win +$249 @ 66.0% · loss -$98)"
},
"entry_status": {
"current_price": 483.9,
"ideal_entry": 483.78,
"distance_pct": 0.02,
"remaining_er_pct": 1.96,
"live_expected_return_pct": 1.96,
"new_plan": null,
"alternate_entry": null,
"advisory": true,
"advisory_tag": "ADVISORY — 不构成投资建议",
"zone_low": 482.33,
"zone_high": 485.23,
"miss_threshold_pct": 1.0,
"status": "PREMARKET",
"status_reason": "Premarket Ideal Entry — plan not yet live",
"action_hint": "Entry still valid"
}
},
"index_trade": "NO TRADE",
"p16_gate": "No Trade",
"threshold_message": null,
"stock_trades": [
{
"rank": 1,
"symbol": "ARM",
"direction": "LONG",
"confidence": 71,
"expected_move": "+3.33%",
"why": "RS vs QQQ +6.79% · RS vs SMH +3.14% · News 1 · Volume 信号"
},
{
"rank": 2,
"symbol": "MU",
"direction": "LONG",
"confidence": 66,
"expected_move": "+2.28%",
"why": "RS vs QQQ +6.62% · RS vs SMH +2.97% · Volume 信号 · VIX 走高"
},
{
"rank": 3,
"symbol": "AMD",
"direction": "LONG",
"confidence": 66,
"expected_move": "+1.98%",
"why": "RS vs QQQ +5.79% · RS vs SMH +2.14% · Volume 信号 · VIX 走高"
}
],
"top_trades": [
{
"rank": 1,
"symbol": "ARM",
"direction": "LONG",
"instrument": "Stock",
"horizon": "Intraday",
"confidence": 71,
"confidence_stars": "★★★☆☆",
"expected_move": "+3.33%",
"expected_return_pct": 3.33,
"win_prob": 71.0,
"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
},
{
"factor": "Macro",
"key": "macro",
"points": -6.0
}
],
"total": 71.0,
"raw_total": 71.0,
"was_clamped": false
},
"risk_reward": 2.2,
"final_score": 0.77,
"trade_action": "Small",
"relative_strength": 6.79,
"entry": "Above 256.9 (VWAP)",
"entry_source": "vwap",
"entry_price": 256.86,
"entry_zone": {
"low": 256.09,
"high": 257.63,
"mid": 256.86,
"anchors": [
{
"source": "vwap",
"label": "VWAP",
"price": 256.86
}
],
"display": "Entry Zone 256–258",
"entry_source": "vwap",
"tolerance_pct": 0.3
},
"stop": "253.0 (ORB低点)",
"stop_source": "orb_low",
"stop_price": 252.98,
"target": "265.4 (预期收盘)",
"target_source": "expected_close",
"target_price": 265.42,
"targets": [
"265.4 (预期收盘)"
],
"level_anchors": {
"vwap": 256.86,
"orb_high": 261.67,
"orb_low": 252.98,
"prev_high": 242.59,
"prev_low": 242.59,
"prior_close": 242.59,
"orb_from_minute": true
},
"levels_valid": true,
"why": [
"RS vs QQQ +6.79%",
"RS vs SMH +3.14%",
"News 1",
"Volume 信号",
"VIX 走高"
],
"why_chain": "RS vs QQQ +6.79% · RS vs SMH +3.14% · News 1 · Volume 信号",
"why_vs_runner_up": "ARM RS +6.8% vs MU +6.6%；Win% 71 vs 66；higher beta (24.4 vs 23.8)；relative strength",
"factor_breakdown": {
"relative_strength_vs_qqq": 6.79,
"relative_strength_vs_smh": 3.14,
"relative_weakness_score": -8.67,
"gap_pct": 5.53,
"beta_proxy": 24.41,
"volume_signal": true,
"news_count": 1,
"extended_gap_penalty": 0.0,
"vix_change_pct": 8.33,
"prior_day_change_pct": 0.0
},
"edge_type": "Stock Edge",
"score_formula_display": "final = win_prob(71%) × ER(2.2%) × rr_weight(0.5) / 100",
"expected_high": 265.42,
"expected_low": 252.09,
"expected_close": 265.42,
"current_price": 259.76,
"upside_pct": 2.18,
"downside_risk_pct": 2.95,
"why_factors": [
"RS vs QQQ +6.79%",
"RS vs SMH +3.14%",
"News 1",
"Volume 信号",
"VIX 走高"
],
"why_today": "RS vs QQQ +6.79% · RS vs SMH +3.14% · News 1 · Volume 信号",
"gap_pct": 5.53,
"rr_display": {
"reward_risk_ratio": 2.21,
"risk_reward_ratio": 0.45,
"reward_per_share": 8.56,
"risk_per_share": 3.88,
"label_reward_risk": "Reward/Risk 2.21",
"label_risk_reward": "Risk:Reward 1:0.45",
"display": "Reward/Risk 2.21 · Risk:Reward 1:0.45",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"catalyst": "Fed Headlines · Geopolitical Risk",
"invalidation": "Close below stop $252.98 · Geopolitical escalation invalidates mean-reversion",
"advisory": true,
"level_reasons": {
"entry": {
"price": 256.86,
"source": "vwap",
"confidence": 77,
"reasons": [
{
"source": "vwap",
"label": "VWAP",
"price": 256.86,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
},
"stop": {
"price": 252.98,
"source": "orb_low",
"confidence": 77,
"reasons": [
{
"source": "orb_low",
"label": "ORB Low",
"price": 252.98,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
},
"target": {
"price": 265.42,
"source": "expected_close",
"confidence": 77,
"reasons": [
{
"source": "expected_close",
"label": "Expected Close",
"price": 265.42,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
}
},
"return_calculation": "(265.42-256.86)/256.86=3.33%",
"heuristic_expected_return_pct": 2.18,
"target_action": "卖出/获利",
"trade_summary_cn": "做多 ARM：在 256.86 附近入场，目标 265.42，预期 +3.33%",
"expected_r": 1.272,
"trade_economics": {
"account_size": 10000.0,
"risk_pct": 1.0,
"position_pct": 64.2,
"shares": 25,
"contracts": 1,
"max_loss_usd": 97.0,
"win_usd": 214.0,
"loss_usd": 97.0,
"expected_value_usd": 123.81,
"risk_per_share": 3.88,
"reward_per_share": 8.56,
"rr_display": {
"reward_risk_ratio": 2.21,
"risk_reward_ratio": 0.45,
"reward_per_share": 8.56,
"risk_per_share": 3.88,
"label_reward_risk": "Reward/Risk 2.21",
"label_risk_reward": "Risk:Reward 1:0.45",
"display": "Reward/Risk 2.21 · Risk:Reward 1:0.45",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"size_label": "Small",
"display": "$10,000 → Win +$214 / Loss -$97"
},
"position_sizing": {
"risk_pct": 1.0,
"position_pct": 64.2,
"contracts": 1,
"shares": 25,
"max_loss_usd": 97.0,
"size_label": "Small",
"display": "Risk 1.0% → Position 64.2% → 1 unit(s) → Max Loss $97.0"
},
"why_wins_today": [
{
"rank": 1,
"dimension": "relative_strength",
"label": "Highest Relative Strength",
"primary_value": 6.79,
"runner_up_value": 6.62,
"wins": true
},
{
"rank": 2,
"dimension": "expected_range",
"label": "Largest Expected Range",
"primary_value": 5.13,
"runner_up_value": 4.56,
"wins": true
},
{
"rank": 3,
"dimension": "win_prob",
"label": "Highest Probability",
"primary_value": 71.0,
"runner_up_value": 66.0,
"wins": true
},
{
"rank": 4,
"dimension": "risk_reward",
"label": "Best Risk Reward",
"primary_value": 2.2,
"runner_up_value": 1.0,
"wins": true
}
],
"why_not_alternatives": [
{
"symbol": "MU",
"rank": 2,
"reasons": [
"Win% 71 vs 66",
"ER 3.3% vs 2.3%",
"Score 0.77 vs 0.75",
"RS +6.8% vs +6.6%",
"R:R 2.2 vs 1.0"
],
"summary": "Why ARM over MU: Win% 71 vs 66 · ER 3.3% vs 2.3% · Score 0.77 vs 0.75 · RS +6.8% vs +6.6% · R:R 2.2 vs 1.0"
},
{
"symbol": "AMD",
"rank": 3,
"reasons": [
"Win% 71 vs 66",
"ER 3.3% vs 2.0%",
"Score 0.77 vs 0.65",
"RS +6.8% vs +5.8%",
"R:R 2.2 vs 1.0"
],
"summary": "Why ARM over AMD: Win% 71 vs 66 · ER 3.3% vs 2.0% · Score 0.77 vs 0.65 · RS +6.8% vs +5.8% · R:R 2.2 vs 1.0"
},
{
"symbol": "SMH",
"rank": 4,
"reasons": [
"Win% 71 vs 60",
"ER 3.3% vs 0.9%",
"Score 0.77 vs 0.29",
"RS +6.8% vs +3.6%",
"R:R 2.2 vs 0.74",
"Tradeable (Small) vs Pass"
],
"summary": "Why ARM over SMH: Win% 71 vs 60 · ER 3.3% vs 0.9% · Score 0.77 vs 0.29 · RS +6.8% vs +3.6% · R:R 2.2 vs 0.74 · Tradeable (Small) vs Pass"
},
{
"symbol": "XLK",
"rank": 5,
"reasons": [
"Win% 71 vs 65",
"ER 3.3% vs 0.2%",
"Score 0.77 vs 0.07",
"RS +6.8% vs +0.7%",
"R:R 2.2 vs 0.62",
"Tradeable (Small) vs Pass"
],
"summary": "Why ARM over XLK: Win% 71 vs 65 · ER 3.3% vs 0.2% · Score 0.77 vs 0.07 · RS +6.8% vs +0.7% · R:R 2.2 vs 0.62 · Tradeable (Small) vs Pass"
},
{
"symbol": "TQQQ",
"rank": 6,
"reasons": [
"Win% 71 vs 59",
"ER 3.3% vs 0.1%",
"Score 0.77 vs 0.03",
"RS +6.8% vs +0.5%",
"R:R 2.2 vs 0.62",
"Tradeable (Small) vs Pass"
],
"summary": "Why ARM over TQQQ: Win% 71 vs 59 · ER 3.3% vs 0.1% · Score 0.77 vs 0.03 · RS +6.8% vs +0.5% · R:R 2.2 vs 0.62 · Tradeable (Small) vs Pass"
}
],
"rank_summary": "ARM ranked #1 because weakest RS + largest expected range + highest probability",
"win_prob_source": "rules",
"calibration": {
"calibrated_win_prob": 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": 123.81,
"win_scenario_usd": 214.0,
"loss_scenario_usd": 97.0,
"win_prob_pct": 71.0,
"display": "EV $+124 (win +$214 @ 71.0% · loss -$97)"
},
"entry_status": {
"current_price": 259.76,
"ideal_entry": 256.86,
"distance_pct": 1.13,
"remaining_er_pct": 2.18,
"live_expected_return_pct": 2.18,
"new_plan": null,
"alternate_entry": null,
"advisory": true,
"advisory_tag": "ADVISORY — 不构成投资建议",
"zone_low": 256.09,
"zone_high": 257.63,
"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": "LONG",
"instrument": "Stock",
"horizon": "Intraday",
"confidence": 66,
"confidence_stars": "★★★☆☆",
"expected_move": "+2.28%",
"expected_return_pct": 2.28,
"win_prob": 66.0,
"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
},
{
"factor": "Macro",
"key": "macro",
"points": -6.0
}
],
"total": 66.0,
"raw_total": 66.0,
"was_clamped": false
},
"risk_reward": 2.78,
"final_score": 0.75,
"trade_action": "Small",
"relative_strength": 6.62,
"entry": "Above 1024.4 (现价)",
"entry_source": "current",
"entry_price": 1024.4,
"entry_zone": {
"low": 1021.33,
"high": 1027.47,
"mid": 1024.4,
"anchors": [],
"display": "Entry Zone 1021–1027",
"entry_source": "current",
"tolerance_pct": 0.3
},
"stop": "1016.0 (ORB低点)",
"stop_source": "orb_low",
"stop_price": 1016.0,
"target": "1047.8 (预期收盘)",
"target_source": "expected_close",
"target_price": 1047.75,
"targets": [
"1047.8 (预期收盘)"
],
"level_anchors": {
"vwap": 1029.88,
"orb_high": 1056.62,
"orb_low": 1016.0,
"prev_high": 958.16,
"prev_low": 958.16,
"prior_close": 958.16,
"orb_from_minute": true
},
"levels_valid": true,
"why": [
"RS vs QQQ +6.62%",
"RS vs SMH +2.97%",
"Volume 信号",
"VIX 走高"
],
"why_chain": "RS vs QQQ +6.62% · RS vs SMH +2.97% · Volume 信号 · VIX 走高",
"why_vs_runner_up": "—",
"factor_breakdown": {
"relative_strength_vs_qqq": 6.62,
"relative_strength_vs_smh": 2.97,
"relative_weakness_score": -8.4,
"gap_pct": 7.49,
"beta_proxy": 23.83,
"volume_signal": true,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": 8.33,
"prior_day_change_pct": 0.0
},
"edge_type": "Stock Edge",
"score_formula_display": "final = win_prob(66%) × ER(2.3%) × rr_weight(0.5) / 100",
"expected_high": 1047.75,
"expected_low": 1001.05,
"expected_close": 1047.75,
"current_price": 1024.4,
"upside_pct": 2.28,
"downside_risk_pct": 2.28,
"why_factors": [
"RS vs QQQ +6.62%",
"RS vs SMH +2.97%",
"Volume 信号",
"VIX 走高"
],
"why_today": "RS vs QQQ +6.62% · RS vs SMH +2.97% · Volume 信号 · VIX 走高",
"gap_pct": 7.49,
"rr_display": {
"reward_risk_ratio": 2.78,
"risk_reward_ratio": 0.36,
"reward_per_share": 23.35,
"risk_per_share": 8.4,
"label_reward_risk": "Reward/Risk 2.78",
"label_risk_reward": "Risk:Reward 1:0.36",
"display": "Reward/Risk 2.78 · Risk:Reward 1:0.36",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"catalyst": "Fed Headlines · Geopolitical Risk",
"invalidation": "Close below stop $1016.0 · Geopolitical escalation invalidates mean-reversion",
"advisory": true,
"level_reasons": {
"entry": {
"price": 1024.4,
"source": "current",
"confidence": 67,
"reasons": [
{
"source": "vwap",
"label": "VWAP",
"price": 1029.88,
"weight_pct": 100.0,
"matched": true,
"primary": false
}
]
},
"stop": {
"price": 1016.0,
"source": "orb_low",
"confidence": 77,
"reasons": [
{
"source": "orb_low",
"label": "ORB Low",
"price": 1016.0,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
},
"target": {
"price": 1047.75,
"source": "expected_close",
"confidence": 77,
"reasons": [
{
"source": "expected_close",
"label": "Expected Close",
"price": 1047.75,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
}
},
"return_calculation": "(1047.75-1024.4)/1024.4=2.28%",
"heuristic_expected_return_pct": 2.28,
"target_action": "卖出/获利",
"trade_summary_cn": "做多 MU：在 1024.4 附近入场，目标 1047.75，预期 +2.28%",
"expected_r": 1.4948,
"trade_economics": {
"account_size": 10000.0,
"risk_pct": 1.0,
"position_pct": 100.0,
"shares": 11,
"contracts": 1,
"max_loss_usd": 92.4,
"win_usd": 256.85,
"loss_usd": 92.4,
"expected_value_usd": 138.11,
"risk_per_share": 8.4,
"reward_per_share": 23.35,
"rr_display": {
"reward_risk_ratio": 2.78,
"risk_reward_ratio": 0.36,
"reward_per_share": 23.35,
"risk_per_share": 8.4,
"label_reward_risk": "Reward/Risk 2.78",
"label_risk_reward": "Risk:Reward 1:0.36",
"display": "Reward/Risk 2.78 · Risk:Reward 1:0.36",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"size_label": "Small",
"display": "$10,000 → Win +$257 / Loss -$92"
},
"position_sizing": {
"risk_pct": 1.0,
"position_pct": 100.0,
"contracts": 1,
"shares": 11,
"max_loss_usd": 92.4,
"size_label": "Small",
"display": "Risk 1.0% → Position 100.0% → 1 unit(s) → Max Loss $92.4"
},
"why_wins_today": [
{
"rank": 1,
"dimension": "risk_reward",
"label": "Best Risk Reward",
"primary_value": 2.78,
"runner_up_value": 1.0,
"wins": true
}
],
"why_not_alternatives": [
{
"symbol": "ARM",
"rank": 1,
"reasons": [
"Win% 66 vs 71",
"ER 2.3% vs 2.2%",
"Score 0.75 vs 0.77",
"RS +6.6% vs +6.8%",
"R:R 2.78 vs 0.74"
],
"summary": "Why MU over ARM: Win% 66 vs 71 · ER 2.3% vs 2.2% · Score 0.75 vs 0.77 · RS +6.6% vs +6.8% · R:R 2.78 vs 0.74"
},
{
"symbol": "AMD",
"rank": 3,
"reasons": [
"ER 2.3% vs 2.0%",
"Score 0.75 vs 0.65",
"RS +6.6% vs +5.8%",
"R:R 2.78 vs 1.0"
],
"summary": "Why MU over AMD: ER 2.3% vs 2.0% · Score 0.75 vs 0.65 · RS +6.6% vs +5.8% · R:R 2.78 vs 1.0"
},
{
"symbol": "SMH",
"rank": 4,
"reasons": [
"Win% 66 vs 60",
"ER 2.3% vs 0.9%",
"Score 0.75 vs 0.29",
"RS +6.6% vs +3.6%",
"R:R 2.78 vs 0.74",
"Tradeable (Small) vs Pass"
],
"summary": "Why MU over SMH: Win% 66 vs 60 · ER 2.3% vs 0.9% · Score 0.75 vs 0.29 · RS +6.6% vs +3.6% · R:R 2.78 vs 0.74 · Tradeable (Small) vs Pass"
},
{
"symbol": "XLK",
"rank": 5,
"reasons": [
"Win% 66 vs 65",
"ER 2.3% vs 0.2%",
"Score 0.75 vs 0.07",
"RS +6.6% vs +0.7%",
"R:R 2.78 vs 0.62",
"Tradeable (Small) vs Pass"
],
"summary": "Why MU over XLK: Win% 66 vs 65 · ER 2.3% vs 0.2% · Score 0.75 vs 0.07 · RS +6.6% vs +0.7% · R:R 2.78 vs 0.62 · Tradeable (Small) vs Pass"
},
{
"symbol": "TQQQ",
"rank": 6,
"reasons": [
"Win% 66 vs 59",
"ER 2.3% vs 0.1%",
"Score 0.75 vs 0.03",
"RS +6.6% vs +0.5%",
"R:R 2.78 vs 0.62",
"Tradeable (Small) vs Pass"
],
"summary": "Why MU over TQQQ: Win% 66 vs 59 · ER 2.3% vs 0.1% · Score 0.75 vs 0.03 · RS +6.6% vs +0.5% · R:R 2.78 vs 0.62 · Tradeable (Small) vs Pass"
}
],
"win_prob_source": "rules",
"calibration": {
"calibrated_win_prob": 66.0,
"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": 138.11,
"win_scenario_usd": 256.85,
"loss_scenario_usd": 92.4,
"win_prob_pct": 66.0,
"display": "EV $+138 (win +$257 @ 66.0% · loss -$92)"
},
"entry_status": {
"current_price": 1024.4,
"ideal_entry": 1024.4,
"distance_pct": 0.0,
"remaining_er_pct": 2.28,
"live_expected_return_pct": 2.28,
"new_plan": null,
"alternate_entry": null,
"advisory": true,
"advisory_tag": "ADVISORY — 不构成投资建议",
"zone_low": 1021.33,
"zone_high": 1027.47,
"miss_threshold_pct": 1.0,
"status": "PREMARKET",
"status_reason": "Premarket Ideal Entry — plan not yet live",
"action_hint": "Entry still valid"
}
},
{
"rank": 3,
"symbol": "AMD",
"direction": "LONG",
"instrument": "Stock",
"horizon": "Intraday",
"confidence": 66,
"confidence_stars": "★★★☆☆",
"expected_move": "+1.98%",
"expected_return_pct": 1.98,
"win_prob": 66.0,
"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
},
{
"factor": "Macro",
"key": "macro",
"points": -6.0
}
],
"total": 66.0,
"raw_total": 66.0,
"was_clamped": false
},
"risk_reward": 2.54,
"final_score": 0.65,
"trade_action": "Small",
"relative_strength": 5.79,
"entry": "Above 483.8 (VWAP)",
"entry_source": "vwap",
"entry_price": 483.78,
"entry_zone": {
"low": 482.33,
"high": 485.23,
"mid": 483.78,
"anchors": [
{
"source": "vwap",
"label": "VWAP",
"price": 483.78
}
],
"display": "Entry Zone 482–485",
"entry_source": "vwap",
"tolerance_pct": 0.3
},
"stop": "480.0 (ORB低点)",
"stop_source": "orb_low",
"stop_price": 480.01,
"target": "493.4 (预期收盘)",
"target_source": "expected_close",
"target_price": 493.37,
"targets": [
"493.4 (预期收盘)"
],
"level_anchors": {
"vwap": 483.78,
"orb_high": 488.59,
"orb_low": 480.01,
"prev_high": 456.16,
"prev_low": 456.16,
"prior_close": 456.16,
"orb_from_minute": true
},
"levels_valid": true,
"why": [
"RS vs QQQ +5.79%",
"RS vs SMH +2.14%",
"Volume 信号",
"VIX 走高"
],
"why_chain": "RS vs QQQ +5.79% · RS vs SMH +2.14% · Volume 信号 · VIX 走高",
"why_vs_runner_up": "—",
"factor_breakdown": {
"relative_strength_vs_qqq": 5.79,
"relative_strength_vs_smh": 2.14,
"relative_weakness_score": -7.07,
"gap_pct": 6.79,
"beta_proxy": 20.97,
"volume_signal": true,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": 8.33,
"prior_day_change_pct": 0.0
},
"edge_type": "Stock Edge",
"score_formula_display": "final = win_prob(66%) × ER(2.0%) × rr_weight(0.5) / 100",
"expected_high": 493.37,
"expected_low": 474.43,
"expected_close": 493.37,
"current_price": 483.9,
"upside_pct": 1.96,
"downside_risk_pct": 1.96,
"why_factors": [
"RS vs QQQ +5.79%",
"RS vs SMH +2.14%",
"Volume 信号",
"VIX 走高"
],
"why_today": "RS vs QQQ +5.79% · RS vs SMH +2.14% · Volume 信号 · VIX 走高",
"gap_pct": 6.79,
"rr_display": {
"reward_risk_ratio": 2.54,
"risk_reward_ratio": 0.39,
"reward_per_share": 9.59,
"risk_per_share": 3.77,
"label_reward_risk": "Reward/Risk 2.54",
"label_risk_reward": "Risk:Reward 1:0.39",
"display": "Reward/Risk 2.54 · Risk:Reward 1:0.39",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"catalyst": "Fed Headlines · Geopolitical Risk",
"invalidation": "Close below stop $480.01 · Geopolitical escalation invalidates mean-reversion",
"advisory": true,
"level_reasons": {
"entry": {
"price": 483.78,
"source": "vwap",
"confidence": 89,
"reasons": [
{
"source": "vwap",
"label": "VWAP",
"price": 483.78,
"weight_pct": 70.0,
"matched": true,
"primary": true
},
{
"source": "current",
"label": "Above Current",
"price": 483.9,
"weight_pct": 30.0,
"matched": true,
"primary": false
}
]
},
"stop": {
"price": 480.01,
"source": "orb_low",
"confidence": 77,
"reasons": [
{
"source": "orb_low",
"label": "ORB Low",
"price": 480.01,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
},
"target": {
"price": 493.37,
"source": "expected_close",
"confidence": 77,
"reasons": [
{
"source": "expected_close",
"label": "Expected Close",
"price": 493.37,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
}
},
"return_calculation": "(493.37-483.78)/483.78=1.98%",
"heuristic_expected_return_pct": 1.96,
"target_action": "卖出/获利",
"trade_summary_cn": "做多 AMD：在 483.78 附近入场，目标 493.37，预期 +1.98%",
"expected_r": 1.3364,
"trade_economics": {
"account_size": 10000.0,
"risk_pct": 1.0,
"position_pct": 100.0,
"shares": 26,
"contracts": 1,
"max_loss_usd": 98.02,
"win_usd": 249.34,
"loss_usd": 98.02,
"expected_value_usd": 131.24,
"risk_per_share": 3.77,
"reward_per_share": 9.59,
"rr_display": {
"reward_risk_ratio": 2.54,
"risk_reward_ratio": 0.39,
"reward_per_share": 9.59,
"risk_per_share": 3.77,
"label_reward_risk": "Reward/Risk 2.54",
"label_risk_reward": "Risk:Reward 1:0.39",
"display": "Reward/Risk 2.54 · Risk:Reward 1:0.39",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"size_label": "Small",
"display": "$10,000 → Win +$249 / Loss -$98"
},
"position_sizing": {
"risk_pct": 1.0,
"position_pct": 100.0,
"contracts": 1,
"shares": 26,
"max_loss_usd": 98.02,
"size_label": "Small",
"display": "Risk 1.0% → Position 100.0% → 1 unit(s) → Max Loss $98.02"
},
"why_wins_today": [
{
"rank": 1,
"dimension": "risk_reward",
"label": "Best Risk Reward",
"primary_value": 2.54,
"runner_up_value": 1.0,
"wins": true
}
],
"why_not_alternatives": [
{
"symbol": "ARM",
"rank": 1,
"reasons": [
"Win% 66 vs 71",
"ER 2.0% vs 2.2%",
"Score 0.65 vs 0.77",
"RS +5.8% vs +6.8%",
"R:R 2.54 vs 0.74"
],
"summary": "Why AMD over ARM: Win% 66 vs 71 · ER 2.0% vs 2.2% · Score 0.65 vs 0.77 · RS +5.8% vs +6.8% · R:R 2.54 vs 0.74"
},
{
"symbol": "MU",
"rank": 2,
"reasons": [
"ER 2.0% vs 2.3%",
"Score 0.65 vs 0.75",
"RS +5.8% vs +6.6%",
"R:R 2.54 vs 1.0"
],
"summary": "Why AMD over MU: ER 2.0% vs 2.3% · Score 0.65 vs 0.75 · RS +5.8% vs +6.6% · R:R 2.54 vs 1.0"
},
{
"symbol": "SMH",
"rank": 4,
"reasons": [
"Win% 66 vs 60",
"ER 2.0% vs 0.9%",
"Score 0.65 vs 0.29",
"RS +5.8% vs +3.6%",
"R:R 2.54 vs 0.74",
"Tradeable (Small) vs Pass"
],
"summary": "Why AMD over SMH: Win% 66 vs 60 · ER 2.0% vs 0.9% · Score 0.65 vs 0.29 · RS +5.8% vs +3.6% · R:R 2.54 vs 0.74 · Tradeable (Small) vs Pass"
},
{
"symbol": "XLK",
"rank": 5,
"reasons": [
"Win% 66 vs 65",
"ER 2.0% vs 0.2%",
"Score 0.65 vs 0.07",
"RS +5.8% vs +0.7%",
"R:R 2.54 vs 0.62",
"Tradeable (Small) vs Pass"
],
"summary": "Why AMD over XLK: Win% 66 vs 65 · ER 2.0% vs 0.2% · Score 0.65 vs 0.07 · RS +5.8% vs +0.7% · R:R 2.54 vs 0.62 · Tradeable (Small) vs Pass"
},
{
"symbol": "TQQQ",
"rank": 6,
"reasons": [
"Win% 66 vs 59",
"ER 2.0% vs 0.1%",
"Score 0.65 vs 0.03",
"RS +5.8% vs +0.5%",
"R:R 2.54 vs 0.62",
"Tradeable (Small) vs Pass"
],
"summary": "Why AMD over TQQQ: Win% 66 vs 59 · ER 2.0% vs 0.1% · Score 0.65 vs 0.03 · RS +5.8% vs +0.5% · R:R 2.54 vs 0.62 · Tradeable (Small) vs Pass"
}
],
"win_prob_source": "rules",
"calibration": {
"calibrated_win_prob": 66.0,
"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": 131.24,
"win_scenario_usd": 249.34,
"loss_scenario_usd": 98.02,
"win_prob_pct": 66.0,
"display": "EV $+131 (win +$249 @ 66.0% · loss -$98)"
},
"entry_status": {
"current_price": 483.9,
"ideal_entry": 483.78,
"distance_pct": 0.02,
"remaining_er_pct": 1.96,
"live_expected_return_pct": 1.96,
"new_plan": null,
"alternate_entry": null,
"advisory": true,
"advisory_tag": "ADVISORY — 不构成投资建议",
"zone_low": 482.33,
"zone_high": 485.23,
"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": 4,
"win_prob": 60.0,
"expected_return_pct": 0.95,
"trade_action": "Pass",
"why": "RS vs QQQ +3.65% · Volume 信号 · VIX 走高 · 期望R 0.04 < 0.20（EV门禁）",
"note": "Monitor — below trade threshold"
},
{
"symbol": "XLK",
"rank": 5,
"win_prob": 65.0,
"expected_return_pct": 0.22,
"trade_action": "Pass",
"why": "RS vs QQQ +0.70% · Gap 未过度延伸 · Volume 信号 · VIX 走高",
"note": "Monitor — below trade threshold"
},
{
"symbol": "TQQQ",
"rank": 6,
"win_prob": 59.0,
"expected_return_pct": 0.11,
"trade_action": "Pass",
"why": "RS vs QQQ +0.47% · Gap 未过度延伸 · Volume 信号 · VIX 走高",
"note": "Monitor — below trade threshold"
},
{
"symbol": "META",
"rank": 7,
"win_prob": 64.0,
"expected_return_pct": 0.09,
"trade_action": "Pass",
"why": "RS vs QQQ +0.43% · Gap 未过度延伸 · News 1 · Volume 信号",
"note": "Monitor — below trade threshold"
},
{
"symbol": "QQQ",
"rank": 8,
"win_prob": 58.0,
"expected_return_pct": 0.01,
"trade_action": "Pass",
"why": "Gap 未过度延伸 · News 1 · Volume 信号 · VIX 走高",
"note": "Monitor — below trade threshold"
}
],
"advisory": true,
"swing": {
"symbol": "NVDA",
"direction": "LONG",
"instrument": "Stock",
"horizon": "Swing",
"duration": "Swing (days–weeks)",
"confidence": 69,
"entry": "Near 230.9 (swing zone)",
"entry_source": "swing_zone",
"entry_price": 230.9,
"entry_zone": {
"low": 227.09,
"high": 231.59,
"mid": 230.9,
"display": "$227.09–$231.59",
"source": "swing_pullback"
},
"stop": "219.5 (1.75xATR)",
"stop_source": "1.75xATR",
"stop_price": 219.47,
"target": "246.1 (T1 ~6.6%)",
"target_source": "2xATR_or_5pct",
"target_price": 246.14,
"targets": [
{
"price": 246.14,
"label": "T1",
"pct": 6.6
},
{
"price": 253.99,
"label": "T2",
"pct": 10.0
}
],
"expected_return_pct": 6.6,
"expected_move": "+6.60%",
"risk_reward": 1.33,
"win_prob": 64.0,
"final_score": 0.0,
"swing_quality": 6.071,
"atr": 7.6193,
"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": 231.59,
"why": [
"高流动性波段标的 NVDA",
"Prior day +0.0%",
"5D momentum +5.9%",
"RS vs QQQ +1.08%",
"News/8 catalyst hints",
"Swing score 6.1"
],
"why_chain": "高流动性波段标的 NVDA · Prior day +0.0% · 5D momentum +5.9% · RS vs QQQ +1.08%",
"invalidation": "Close beyond stop $219.47 or thesis broken (trend flip / catalyst fade)",
"trade_summary_cn": "波段做多 NVDA：理想入场 $227.09–$231.59，止损 $219.47，目标 $246.14（约 +6.6%），持仓天数–数周",
"one_liner": "波段做多 NVDA：理想入场 $227.09–$231.59，止损 $219.47，目标 $246.14（约 +6.6%），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、Oil Selloff、Trade Policy",
"catalyst": "Fed Headlines、Geopolitical Risk、Oil Selloff、Trade Policy"
},
"index_edge": {
"edge": "YES",
"why": "QQQ 盘前/开盘 +0.28%"
},
"sector_edge": {
"edge": "YES",
"why": "SMH 领先 QQQ +3.68%",
"sector": "Semiconductor"
},
"stock_edge": {
"edge": "YES",
"why": "NVDA RS+新闻+量能",
"symbol": "NVDA"
},
"advisory": "ADVISORY — 不构成投资建议"
},
"trade_candidates": [
{
"symbol": "ARM",
"win_prob": 71.0,
"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
},
{
"factor": "Macro",
"key": "macro",
"points": -6.0
}
],
"total": 71.0,
"raw_total": 71.0,
"was_clamped": false
},
"expected_return_pct": 2.18,
"expected_high": 265.42,
"expected_low": 252.09,
"expected_close": 265.42,
"current_price": 259.76,
"upside_pct": 2.18,
"downside_risk_pct": 2.95,
"risk_reward": 0.74,
"rr_display": {
"reward_risk_ratio": 0.74,
"risk_reward_ratio": 1.35,
"reward_per_share": null,
"risk_per_share": null,
"label_reward_risk": "Reward/Risk 0.74",
"label_risk_reward": "Risk:Reward 1:1.35",
"display": "Reward/Risk 0.74 · Risk:Reward 1:1.35",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"expected_r": 0.2354,
"final_score": 0.77,
"trade_action": "Small",
"trade": "Small",
"gap_pct": 5.53,
"relative_strength": 6.79,
"relative_strength_vs_smh": 3.14,
"relative_weakness_score": -8.67,
"prior_day_change_pct": 0.0,
"why_factors": [
"RS vs QQQ +6.79%",
"RS vs SMH +3.14%",
"News 1",
"Volume 信号",
"VIX 走高"
],
"why": "RS vs QQQ +6.79% · RS vs SMH +3.14% · News 1 · Volume 信号",
"score": 8,
"news_count": 1,
"factor_breakdown": {
"relative_strength_vs_qqq": 6.79,
"relative_strength_vs_smh": 3.14,
"relative_weakness_score": -8.67,
"gap_pct": 5.53,
"beta_proxy": 24.41,
"volume_signal": true,
"news_count": 1,
"extended_gap_penalty": 0.0,
"vix_change_pct": 8.33,
"prior_day_change_pct": 0.0
},
"edge_type": "Stock Edge",
"score_formula_display": "final = win_prob(71%) × ER(2.2%) × rr_weight(0.5) / 100",
"rr_weight": 0.5,
"why_vs_runner_up": "ARM RS +6.8% vs MU +6.6%；Win% 71 vs 66；higher beta (24.4 vs 23.8)；relative strength",
"advisory": true,
"rank": 1,
"direction": "LONG"
},
{
"symbol": "MU",
"win_prob": 66.0,
"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
},
{
"factor": "Macro",
"key": "macro",
"points": -6.0
}
],
"total": 66.0,
"raw_total": 66.0,
"was_clamped": false
},
"expected_return_pct": 2.28,
"expected_high": 1047.75,
"expected_low": 1001.05,
"expected_close": 1047.75,
"current_price": 1024.4,
"upside_pct": 2.28,
"downside_risk_pct": 2.28,
"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": 0.75,
"trade_action": "Small",
"trade": "Small",
"gap_pct": 7.49,
"relative_strength": 6.62,
"relative_strength_vs_smh": 2.97,
"relative_weakness_score": -8.4,
"prior_day_change_pct": 0.0,
"why_factors": [
"RS vs QQQ +6.62%",
"RS vs SMH +2.97%",
"Volume 信号",
"VIX 走高"
],
"why": "RS vs QQQ +6.62% · RS vs SMH +2.97% · Volume 信号 · VIX 走高",
"score": 8,
"news_count": 0,
"factor_breakdown": {
"relative_strength_vs_qqq": 6.62,
"relative_strength_vs_smh": 2.97,
"relative_weakness_score": -8.4,
"gap_pct": 7.49,
"beta_proxy": 23.83,
"volume_signal": true,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": 8.33,
"prior_day_change_pct": 0.0
},
"edge_type": "Stock Edge",
"score_formula_display": "final = win_prob(66%) × ER(2.3%) × rr_weight(0.5) / 100",
"rr_weight": 0.5,
"why_vs_runner_up": "—",
"advisory": true,
"rank": 2,
"direction": "LONG"
},
{
"symbol": "AMD",
"win_prob": 66.0,
"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
},
{
"factor": "Macro",
"key": "macro",
"points": -6.0
}
],
"total": 66.0,
"raw_total": 66.0,
"was_clamped": false
},
"expected_return_pct": 1.96,
"expected_high": 493.37,
"expected_low": 474.43,
"expected_close": 493.37,
"current_price": 483.9,
"upside_pct": 1.96,
"downside_risk_pct": 1.96,
"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": 0.65,
"trade_action": "Small",
"trade": "Small",
"gap_pct": 6.79,
"relative_strength": 5.79,
"relative_strength_vs_smh": 2.14,
"relative_weakness_score": -7.07,
"prior_day_change_pct": 0.0,
"why_factors": [
"RS vs QQQ +5.79%",
"RS vs SMH +2.14%",
"Volume 信号",
"VIX 走高"
],
"why": "RS vs QQQ +5.79% · RS vs SMH +2.14% · Volume 信号 · VIX 走高",
"score": 6,
"news_count": 0,
"factor_breakdown": {
"relative_strength_vs_qqq": 5.79,
"relative_strength_vs_smh": 2.14,
"relative_weakness_score": -7.07,
"gap_pct": 6.79,
"beta_proxy": 20.97,
"volume_signal": true,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": 8.33,
"prior_day_change_pct": 0.0
},
"edge_type": "Stock Edge",
"score_formula_display": "final = win_prob(66%) × ER(2.0%) × rr_weight(0.5) / 100",
"rr_weight": 0.5,
"why_vs_runner_up": "—",
"advisory": true,
"rank": 3,
"direction": "LONG"
},
{
"symbol": "SMH",
"win_prob": 60.0,
"win_prob_breakdown": {
"components": [
{
"factor": "Base",
"key": "base",
"points": 50.0
},
{
"factor": "RS",
"key": "rs",
"points": 12.0
},
{
"factor": "Volume",
"key": "volume",
"points": 4.0
},
{
"factor": "Macro",
"key": "macro",
"points": -6.0
}
],
"total": 60.0,
"raw_total": 60.0,
"was_clamped": false
},
"expected_return_pct": 0.95,
"expected_high": 579.85,
"expected_low": 567.01,
"expected_close": 579.85,
"current_price": 574.38,
"upside_pct": 0.95,
"downside_risk_pct": 1.28,
"risk_reward": 0.74,
"rr_display": {
"reward_risk_ratio": 0.74,
"risk_reward_ratio": 1.35,
"reward_per_share": null,
"risk_per_share": null,
"label_reward_risk": "Reward/Risk 0.74",
"label_risk_reward": "Risk:Reward 1:1.35",
"display": "Reward/Risk 0.74 · Risk:Reward 1:1.35",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"expected_r": 0.044,
"final_score": 0.29,
"trade_action": "Pass",
"trade": "Pass",
"gap_pct": 2.79,
"relative_strength": 3.65,
"relative_strength_vs_smh": 0.0,
"relative_weakness_score": -3.65,
"prior_day_change_pct": 0.0,
"why_factors": [
"RS vs QQQ +3.65%",
"Volume 信号",
"VIX 走高",
"期望R 0.04 < 0.20（EV门禁）"
],
"why": "RS vs QQQ +3.65% · Volume 信号 · VIX 走高 · 期望R 0.04 < 0.20（EV门禁）",
"score": 3,
"news_count": 0,
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"action": "Hold"
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"oil": 0.0,
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}
},
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},
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"lesson": "AI Expansion Regime 下，单日 SMH/NVDA 抛售可压过 Macro 利好，指数分化（Dow+ / QQQ-）比「大盘涨跌」更有信息量",
"playbook_refs": [
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],
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"Risk": 0.0
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"data_gaps": []
}