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 48
H-2026-09-09-001Surprise：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": "2026-09-09",
"features": {
"dgs10": 4.78,
"dgs2": null,
"vix": 16.3,
"vix_chg": 3.69,
"qqq_chg": -0.41,
"smh_chg": 1.24,
"nvda_chg": -2.85,
"spy_chg": 0.0,
"oil_chg": 0.0,
"dxy_chg": -0.18,
"breadth_proxy": 0.2857142857142857,
"qqq_gap": 0.09,
"news_headline_count": 15,
"news_bearish_ratio": null,
"news_ai_mentions": 3,
"news_macro_mentions": 1,
"news_oil_mentions": 0,
"news_risk_mentions": 0
},
"regime": {
"label": "AI Expansion",
"confidence": 0.82
},
"hypothesis": {
"id": "H-2026-09-09-001",
"statement": "弱 NFP 能否抵消 AI 抛售？（Macro 利率利好 vs 半导体风险）",
"evidence": [
"VIX=16.3 (low fear)"
],
"counter_evidence": [
"10Y=4.78% (elevated rates)",
"Breadth 29% (narrow market)"
],
"confidence": 0.61,
"status": "待验证"
},
"morning": {
"bias": "Neutral",
"total": 0,
"driver_type": "Political",
"daily_driver": "Trade Policy",
"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": "AMD",
"direction": "LONG",
"instrument": "Stock",
"horizon": "Intraday",
"confidence": 72,
"confidence_stars": "★★★☆☆",
"expected_move": "+0.81%",
"expected_return_pct": 0.81,
"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": 1.35,
"final_score": 0.79,
"trade_action": "Pass",
"relative_strength": 5.71,
"entry": "Above 509.2 (ORB高点)",
"entry_source": "orb_high",
"entry_price": 509.17,
"entry_zone": {
"low": 507.64,
"high": 510.7,
"mid": 509.17,
"anchors": [
{
"source": "orb_high",
"label": "ORB高点",
"price": 509.17
}
],
"display": "Entry Zone 508–511",
"entry_source": "orb_high",
"tolerance_pct": 0.3
},
"stop": "506.1 (ORB低点)",
"stop_source": "orb_low",
"stop_price": 506.12,
"target": "513.3 (预期收盘)",
"target_source": "expected_close",
"target_price": 513.3,
"targets": [
"513.3 (预期收盘)"
],
"level_anchors": {
"vwap": 502.79,
"orb_high": 509.17,
"orb_low": 506.12,
"prev_high": 477.57,
"prev_low": 477.57,
"prior_close": 477.57,
"orb_from_minute": true
},
"levels_valid": true,
"why": [
"RS vs QQQ +5.71%",
"RS vs SMH +4.71%",
"Volume 信号",
"Geometric upside 0.81% < soft 1.5%"
],
"why_chain": "RS vs QQQ +5.71% · RS vs SMH +4.71% · Volume 信号",
"why_vs_runner_up": "AMD RS +5.7% vs ARM +3.6%；ER 2.2% vs 1.4%；relative strength",
"factor_breakdown": {
"relative_strength_vs_qqq": 5.71,
"relative_strength_vs_smh": 4.71,
"relative_weakness_score": -8.54,
"gap_pct": 6.15,
"beta_proxy": -9.57,
"volume_signal": true,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": 3.69,
"prior_day_change_pct": 0.0
},
"edge_type": "Sector Edge",
"score_formula_display": "final = win_prob(72%) × ER(2.2%) × rr_weight(0.5) / 100",
"expected_high": 513.3,
"expected_low": 491.2,
"expected_close": 513.3,
"current_price": 502.25,
"upside_pct": 2.2,
"downside_risk_pct": 2.2,
"why_factors": [
"RS vs QQQ +5.71%",
"RS vs SMH +4.71%",
"Volume 信号",
"Geometric upside 0.81% < soft 1.5%"
],
"why_today": "RS vs QQQ +5.71% · RS vs SMH +4.71% · Volume 信号",
"gap_pct": 6.15,
"rr_display": {
"reward_risk_ratio": 1.35,
"risk_reward_ratio": 0.74,
"reward_per_share": 4.13,
"risk_per_share": 3.05,
"label_reward_risk": "Reward/Risk 1.35",
"label_risk_reward": "Risk:Reward 1:0.74",
"display": "Reward/Risk 1.35 · Risk:Reward 1:0.74",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"catalyst": "Trade Policy",
"invalidation": "Close below stop $506.12",
"advisory": true,
"level_reasons": {
"entry": {
"price": 509.17,
"source": "orb_high",
"confidence": 77,
"reasons": [
{
"source": "orb_high",
"label": "ORB High",
"price": 509.17,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
},
"stop": {
"price": 506.12,
"source": "orb_low",
"confidence": 77,
"reasons": [
{
"source": "orb_low",
"label": "ORB Low",
"price": 506.12,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
},
"target": {
"price": 513.3,
"source": "expected_close",
"confidence": 77,
"reasons": [
{
"source": "expected_close",
"label": "Expected Close",
"price": 513.3,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
}
},
"return_calculation": "(513.3-509.17)/509.17=0.81%",
"heuristic_expected_return_pct": 2.2,
"target_action": "卖出/获利",
"trade_summary_cn": "做多 AMD：在 509.17 附近入场，目标 513.3，预期 +0.81%",
"expected_r": 0.692,
"rr_below_hard_min": true,
"trade_economics": {
"account_size": 10000.0,
"risk_pct": 1.0,
"position_pct": 100.0,
"shares": 32,
"contracts": 0,
"max_loss_usd": 97.6,
"win_usd": 132.16,
"loss_usd": 97.6,
"expected_value_usd": 67.83,
"risk_per_share": 3.05,
"reward_per_share": 4.13,
"rr_display": {
"reward_risk_ratio": 1.35,
"risk_reward_ratio": 0.74,
"reward_per_share": 4.13,
"risk_per_share": 3.05,
"label_reward_risk": "Reward/Risk 1.35",
"label_risk_reward": "Risk:Reward 1:0.74",
"display": "Reward/Risk 1.35 · Risk:Reward 1:0.74",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"size_label": "None",
"display": "$10,000 → Win +$132 / Loss -$98"
},
"position_sizing": {
"risk_pct": 1.0,
"position_pct": 100.0,
"contracts": 0,
"shares": 32,
"max_loss_usd": 97.6,
"size_label": "None",
"display": "Risk 1.0% → Position 100.0% → 32 unit(s) → Max Loss $97.6"
},
"why_wins_today": [
{
"rank": 1,
"dimension": "relative_strength",
"label": "Highest Relative Strength",
"primary_value": 5.71,
"runner_up_value": 5.12,
"wins": true
}
],
"why_not_alternatives": [
{
"symbol": "ARM",
"rank": 2,
"reasons": [
"Win% 72 vs 77",
"ER 0.8% vs 1.4%",
"Score 0.79 vs 0.55",
"RS +5.7% vs +3.6%",
"R:R 1.35 vs 1.0"
],
"summary": "Why AMD over ARM: Win% 72 vs 77 · ER 0.8% vs 1.4% · Score 0.79 vs 0.55 · RS +5.7% vs +3.6% · R:R 1.35 vs 1.0"
},
{
"symbol": "AVGO",
"rank": 3,
"reasons": [
"ER 0.8% vs 1.1%",
"Score 0.79 vs 0.38",
"RS +5.7% vs +2.9%",
"R:R 1.35 vs 1.0"
],
"summary": "Why AMD over AVGO: ER 0.8% vs 1.1% · Score 0.79 vs 0.38 · RS +5.7% vs +2.9% · R:R 1.35 vs 1.0"
},
{
"symbol": "META",
"rank": 4,
"reasons": [
"Win% 72 vs 71",
"ER 0.8% vs 1.1%",
"Score 0.79 vs 0.37",
"RS +5.7% vs +5.1%",
"R:R 1.35 vs 0.21"
],
"summary": "Why AMD over META: Win% 72 vs 71 · ER 0.8% vs 1.1% · Score 0.79 vs 0.37 · RS +5.7% vs +5.1% · R:R 1.35 vs 0.21"
},
{
"symbol": "TSLA",
"rank": 5,
"reasons": [
"Win% 72 vs 66",
"ER 0.8% vs 1.0%",
"Score 0.79 vs 0.34",
"RS +5.7% vs +3.5%",
"R:R 1.35 vs 1.0"
],
"summary": "Why AMD over TSLA: Win% 72 vs 66 · ER 0.8% vs 1.0% · Score 0.79 vs 0.34 · RS +5.7% vs +3.5% · R:R 1.35 vs 1.0"
},
{
"symbol": "XLE",
"rank": 6,
"reasons": [
"Win% 72 vs 71",
"ER 0.8% vs 0.6%",
"Score 0.79 vs 0.2",
"RS +5.7% vs +2.3%",
"R:R 1.35 vs 0.71"
],
"summary": "Why AMD over XLE: Win% 72 vs 71 · ER 0.8% vs 0.6% · Score 0.79 vs 0.2 · RS +5.7% vs +2.3% · R:R 1.35 vs 0.71"
}
],
"rank_summary": "AMD ranked #1 because weakest RS",
"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": 67.83,
"win_scenario_usd": 132.16,
"loss_scenario_usd": 97.6,
"win_prob_pct": 72.0,
"display": "EV $+68 (win +$132 @ 72.0% · loss -$98)"
},
"entry_status": {
"current_price": 502.25,
"ideal_entry": 509.17,
"distance_pct": -1.36,
"remaining_er_pct": 2.2,
"live_expected_return_pct": 2.2,
"new_plan": null,
"alternate_entry": null,
"advisory": true,
"advisory_tag": "ADVISORY — 不构成投资建议",
"zone_low": 507.64,
"zone_high": 510.7,
"miss_threshold_pct": 1.0,
"status": "PREMARKET",
"status_reason": "Premarket Ideal Entry — plan not yet live",
"action_hint": "Entry still valid"
}
}
],
"watchlist_items": [
{
"symbol": "ARM",
"rank": 2,
"win_prob": 77.0,
"expected_return_pct": 1.42,
"trade_action": "Pass",
"why": "RS vs QQQ +3.63% · RS vs SMH +2.63% · News 1 · Volume 信号",
"note": "Monitor — below trade threshold"
},
{
"symbol": "AVGO",
"rank": 3,
"win_prob": 72.0,
"expected_return_pct": 1.07,
"trade_action": "Pass",
"why": "RS vs QQQ +2.91% · RS vs SMH +1.91% · Volume 信号 · 几何上行 <1.5%（软门槛）",
"note": "Monitor — below trade threshold"
},
{
"symbol": "META",
"rank": 4,
"win_prob": 71.0,
"expected_return_pct": 1.05,
"trade_action": "Pass",
"why": "RS vs QQQ +5.12% · Gap 未过度延伸 · Volume 信号 · 期望R -0.14 < 0.20（EV门禁）",
"note": "Monitor — below trade threshold"
},
{
"symbol": "TSLA",
"rank": 5,
"win_prob": 66.0,
"expected_return_pct": 1.02,
"trade_action": "Pass",
"why": "RS vs QQQ +3.54% · Volume 信号 · 几何上行 <1.5%（软门槛）",
"note": "Monitor — below trade threshold"
},
{
"symbol": "XLE",
"rank": 6,
"win_prob": 71.0,
"expected_return_pct": 0.57,
"trade_action": "Pass",
"why": "RS vs QQQ +2.30% · Gap 未过度延伸 · Volume 信号 · 几何上行 <1.5%（软门槛）",
"note": "Monitor — below trade threshold"
}
],
"advisory": true,
"swing": {
"symbol": "META",
"direction": "LONG",
"instrument": "Stock",
"horizon": "Swing",
"duration": "Swing (days–weeks)",
"confidence": 76,
"entry": "Near 643.1 (swing zone)",
"entry_source": "swing_zone",
"entry_price": 643.07,
"entry_zone": {
"low": 634.1,
"high": 645.0,
"mid": 643.07,
"display": "$634.10–$645.00",
"source": "swing_pullback"
},
"stop": "616.2 (1.75xATR)",
"stop_source": "1.75xATR",
"stop_price": 616.17,
"target": "678.9 (T1 ~5.6%)",
"target_source": "2xATR_or_5pct",
"target_price": 678.94,
"targets": [
{
"price": 678.94,
"label": "T1",
"pct": 5.58
},
{
"price": 707.38,
"label": "T2",
"pct": 10.0
}
],
"expected_return_pct": 5.58,
"expected_move": "+5.58%",
"risk_reward": 1.33,
"win_prob": 71.0,
"final_score": 0.37,
"swing_quality": 6.427,
"atr": 17.9336,
"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": 645.0,
"why": [
"高流动性波段标的 META",
"Prior day +0.0%",
"5D momentum +7.2%",
"RS vs QQQ +5.12%",
"Swing score 6.4"
],
"why_chain": "高流动性波段标的 META · Prior day +0.0% · 5D momentum +7.2% · RS vs QQQ +5.12%",
"invalidation": "Close beyond stop $616.17 or thesis broken (trend flip / catalyst fade)",
"trade_summary_cn": "波段做多 META：理想入场 $634.10–$645.00，止损 $616.17，目标 $678.94（约 +5.6%），持仓天数–数周",
"one_liner": "波段做多 META：理想入场 $634.10–$645.00，止损 $616.17，目标 $678.94（约 +5.6%），持仓天数–数周",
"edge_type": "Relative Strength",
"advisory": true,
"label": "长线 · Swing Trade",
"separate_from_intraday": true
}
},
"edges": {
"macro_edge": {
"edge": "YES",
"why": "今日有重大催化剂（含地缘/突发）：Trade Policy",
"catalyst": "Trade Policy"
},
"index_edge": {
"edge": "YES",
"why": "QQQ 走弱 -0.51%（做空 edge）"
},
"sector_edge": {
"edge": "YES",
"why": "SMH 领先 QQQ +0.85%",
"sector": "Semiconductor"
},
"stock_edge": {
"edge": "NO",
"why": "无单票 RS+新闻+量能共振"
},
"advisory": "ADVISORY — 不构成投资建议"
},
"trade_candidates": [
{
"symbol": "AMD",
"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": 2.2,
"expected_high": 513.3,
"expected_low": 491.2,
"expected_close": 513.3,
"current_price": 502.25,
"upside_pct": 2.2,
"downside_risk_pct": 2.2,
"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": 0.44,
"final_score": 0.79,
"trade_action": "Pass",
"trade": "Pass",
"gap_pct": 6.15,
"relative_strength": 5.71,
"relative_strength_vs_smh": 4.71,
"relative_weakness_score": -8.54,
"prior_day_change_pct": 0.0,
"why_factors": [
"RS vs QQQ +5.71%",
"RS vs SMH +4.71%",
"Volume 信号",
"Geometric upside 0.81% < soft 1.5%"
],
"why": "RS vs QQQ +5.71% · RS vs SMH +4.71% · Volume 信号",
"score": 8,
"news_count": 0,
"factor_breakdown": {
"relative_strength_vs_qqq": 5.71,
"relative_strength_vs_smh": 4.71,
"relative_weakness_score": -8.54,
"gap_pct": 6.15,
"beta_proxy": -9.57,
"volume_signal": true,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": 3.69,
"prior_day_change_pct": 0.0
},
"edge_type": "Sector Edge",
"score_formula_display": "final = win_prob(72%) × ER(2.2%) × rr_weight(0.5) / 100",
"rr_weight": 0.5,
"why_vs_runner_up": "AMD RS +5.7% vs ARM +3.6%；ER 2.2% vs 1.4%；relative strength",
"advisory": true,
"rank": 1,
"direction": "LONG"
},
{
"symbol": "ARM",
"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": 1.42,
"expected_high": 263.55,
"expected_low": 256.19,
"expected_close": 263.55,
"current_price": 259.87,
"upside_pct": 1.42,
"downside_risk_pct": 1.42,
"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": 0.55,
"trade_action": "Pass",
"trade": "Pass",
"gap_pct": 4.68,
"relative_strength": 3.63,
"relative_strength_vs_smh": 2.63,
"relative_weakness_score": -5.21,
"prior_day_change_pct": 0.0,
"why_factors": [
"RS vs QQQ +3.63%",
"RS vs SMH +2.63%",
"News 1",
"Volume 信号",
"几何上行 <1.5%（软门槛）"
],
"why": "RS vs QQQ +3.63% · RS vs SMH +2.63% · News 1 · Volume 信号",
"score": 6,
"news_count": 1,
"factor_breakdown": {
"relative_strength_vs_qqq": 3.63,
"relative_strength_vs_smh": 2.63,
"relative_weakness_score": -5.21,
"gap_pct": 4.68,
"beta_proxy": -5.72,
"volume_signal": true,
"news_count": 1,
"extended_gap_penalty": 0.0,
"vix_change_pct": 3.69,
"prior_day_change_pct": 0.0
},
"edge_type": "Sector Edge",
"score_formula_display": "final = win_prob(77%) × ER(1.4%) × rr_weight(0.5) / 100",
"rr_weight": 0.5,
"why_vs_runner_up": "—",
"advisory": true,
"rank": 2,
"direction": "LONG"
},
{
"symbol": "AVGO",
"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": 1.07,
"expected_high": 370.29,
"expected_low": 362.46,
"expected_close": 370.29,
"current_price": 366.37,
"upside_pct": 1.07,
"downside_risk_pct": 1.07,
"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": 0.44,
"final_score": 0.38,
"trade_action": "Pass",
"trade": "Pass",
"gap_pct": 3.21,
"relative_strength": 2.91,
"relative_strength_vs_smh": 1.91,
"relative_weakness_score": -4.06,
"prior_day_change_pct": 0.0,
"why_factors": [
"RS vs QQQ +2.91%",
"RS vs SMH +1.91%",
"Volume 信号",
"几何上行 <1.5%（软门槛）"
],
"why": "RS vs QQQ +2.91% · RS vs SMH +1.91% · Volume 信号 · 几何上行 <1.5%（软门槛）",
"score": 4,
"news_count": 0,
"factor_breakdown": {
"relative_strength_vs_qqq": 2.91,
"relative_strength_vs_smh": 1.91,
"relative_weakness_score": -4.06,
"gap_pct": 3.21,
"beta_proxy": -4.39,
"volume_signal": true,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": 3.69,
"prior_day_change_pct": 0.0
},
"edge_type": "Sector Edge",
"score_formula_display": "final = win_prob(72%) × ER(1.1%) × rr_weight(0.5) / 100",
"rr_weight": 0.5,
"why_vs_runner_up": "—",
"advisory": true,
"rank": 3,
"direction": "LONG"
},
{
"symbol": "META",
"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": 1.05,
"expected_high": 651.74,
"expected_low": 613.48,
"expected_close": 651.74,
"current_price": 645.0,
"upside_pct": 1.05,
"downside_risk_pct": 4.89,
"risk_reward": 0.21,
"rr_display": {
"reward_risk_ratio": 0.21,
"risk_reward_ratio": 4.76,
"reward_per_share": null,
"risk_per_share": null,
"label_reward_risk": "Reward/Risk 0.21",
"label_risk_reward": "Risk:Reward 1:4.76",
"display": "Reward/Risk 0.21 · Risk:Reward 1:4.76",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"expected_r": -0.1409,
"final_score": 0.37,
"trade_action": "Pass",
"trade": "Pass",
"gap_pct": 0.27,
"relative_strength": 5.12,
"relative_strength_vs_smh": 4.12,
"relative_weakness_score": -7.59,
"prior_day_change_pct": 0.0,
"why_factors": [
"RS vs QQQ +5.12%",
"Gap 未过度延伸",
"Volume 信号",
"期望R -0.14 < 0.20（EV门禁）"
],
"why": "RS vs QQQ +5.12% · Gap 未过度延伸 · Volume 信号 · 期望R -0.14 < 0.20（EV门禁）",
"score": 4,
"news_count": 0,
"factor_breakdown": {
"relative_strength_vs_qqq": 5.12,
"relative_strength_vs_smh": 4.12,
"relative_weakness_score": -7.59,
"gap_pct": 0.27,
"beta_proxy": -8.48,
"volume_signal": true,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": 3.69,
"prior_day_change_pct": 0.0
},
"edge_type": "Relative Strength",
"score_formula_display": "final = win_prob(71%) × ER(1.0%) × rr_weight(0.5) / 100",
"rr_weight": 0.5,
"why_vs_runner_up": "—",
"advisory": true,
"rank": 4,
"direction": "LONG"
},
{
"symbol": "TSLA",
"win_prob": 66.0,
"win_prob_breakdown": {
"components": [
{
"factor": "Base",
"key": "base",
"points": 50.0
},
{
"factor": "RS",
"key": "rs",
"points": 12.0
},
{
"factor": "Volume",
"key": "volume",
"points": 4.0
}
],
"total": 66.0,
"raw_total": 66.0,
"was_clamped": false
},
"expected_return_pct": 1.02,
"expected_high": 368.42,
"expected_low": 360.99,
"expected_close": 368.42,
"current_price": 364.7,
"upside_pct": 1.02,
"downside_risk_pct": 1.02,
"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": 0.34,
"trade_action": "Pass",
"trade": "Pass",
"gap_pct": 3.87,
"relative_strength": 3.54,
"relative_strength_vs_smh": 2.54,
"relative_weakness_score": -5.06,
"prior_day_change_pct": 0.0,
"why_factors": [
"RS vs QQQ +3.54%",
"Volume 信号",
"几何上行 <1.5%（软门槛）"
],
"why": "RS vs QQQ +3.54% · Volume 信号 · 几何上行 <1.5%（软门槛）",
"score": 3,
"news_count": 0,
"factor_breakdown": {
"relative_strength_vs_qqq": 3.54,
"relative_strength_vs_smh": 2.54,
"relative_weakness_score": -5.06,
"gap_pct": 3.87,
"beta_proxy": -5.56,
"volume_signal": true,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": 3.69,
"prior_day_change_pct": 0.0
},
"edge_type": "Relative Strength",
"score_formula_display": "final = win_prob(66%) × ER(1.0%) × rr_weight(0.5) / 100",
"rr_weight": 0.5,
"why_vs_runner_up": "—",
"advisory": true,
"rank": 5,
"direction": "LONG"
},
{
"symbol": "XLE",
"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": 0.57,
"expected_high": 65.56,
"expected_low": 64.67,
"expected_close": 65.56,
"current_price": 65.19,
"upside_pct": 0.57,
"downside_risk_pct": 0.8,
"risk_reward": 0.71,
"rr_display": {
"reward_risk_ratio": 0.71,
"risk_reward_ratio": 1.41,
"reward_per_share": null,
"risk_per_share": null,
"label_reward_risk": "Reward/Risk 0.71",
"label_risk_reward": "Risk:Reward 1:1.41",
"display": "Reward/Risk 0.71 · Risk:Reward 1:1.41",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"expected_r": 0.2141,
"final_score": 0.2,
"trade_action": "Pass",
"trade": "Pass",
"gap_pct": 1.39,
"relative_strength": 2.3,
"relative_strength_vs_smh": 1.3,
"relative_weakness_score": -3.08,
"prior_day_change_pct": 0.0,
"why_factors": [
"RS vs QQQ +2.30%",
"Gap 未过度延伸",
"Volume 信号",
"几何上行 <1.5%（软门槛）"
],
"why": "RS vs QQQ +2.30% · Gap 未过度延伸 · Volume 信号 · 几何上行 <1.5%（软门槛）",
"score": 2,
"news_count": 0,
"factor_breakdown": {
"relative_strength_vs_qqq": 2.3,
"relative_strength_vs_smh": 1.3,
"relative_weakness_score": -3.08,
"gap_pct": 1.39,
"beta_proxy": -3.26,
"volume_signal": true,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": 3.69,
"prior_day_change_pct": 0.0
},
"edge_type": "Relative Strength",
"score_formula_display": "final = win_prob(71%) × ER(0.6%) × rr_weight(0.5) / 100",
"rr_weight": 0.5,
"why_vs_runner_up": "—",
"advisory": true,
"rank": 6,
"direction": "LONG"
},
{
"symbol": "SMH",
"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": 0.33,
"expected_high": 573.73,
"expected_low": 565.06,
"expected_close": 571.48,
"current_price": 569.62,
"upside_pct": 0.72,
"downside_risk_pct": 0.8,
"risk_reward": 0.9,
"rr_display": {
"reward_risk_ratio": 0.9,
"risk_reward_ratio": 1.11,
"reward_per_share": null,
"risk_per_share": null,
"label_reward_risk": "Reward/Risk 0.90",
"label_risk_reward": "Risk:Reward 1:1.11",
"display": "Reward/Risk 0.90 · Risk:Reward 1:1.11",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"expected_r": 0.254,
"final_score": 0.11,
"trade_action": "Pass",
"trade": "Pass",
"gap_pct": 1.58,
"relative_strength": 1.0,
"relative_strength_vs_smh": 0.0,
"relative_weakness_score": -1.0,
"prior_day_change_pct": 0.0,
"why_factors": [
"RS vs QQQ +1.00%",
"Volume 信号",
"几何上行 <1.5%（软门槛）"
],
"why": "RS vs QQQ +1.00% · Volume 信号 · 几何上行 <1.5%（软门槛）",
"score": 1,
"news_count": 0,
"factor_breakdown": {
"relative_strength_vs_qqq": 1.0,
"relative_strength_vs_smh": 0.0,
"relative_weakness_score": -1.0,
"gap_pct": 1.58,
"beta_proxy": -0.85,
"volume_signal": true,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": 3.69,
"prior_day_change_pct": 0.0
},
"edge_type": "Sector Edge",
"score_formula_display": "final = win_prob(66%) × ER(0.3%) × rr_weight(0.5) / 100",
"rr_weight": 0.5,
"why_vs_runner_up": "—",
"advisory": true,
"rank": 7,
"direction": "LONG"
},
{
"symbol": "XLK",
"win_prob": 65.0,
"win_prob_breakdown": {
"components": [
{
"factor": "Base",
"key": "base",
"points": 50.0
},
{
"factor": "RS",
"key": "rs",
"points": 6.0
},
{
"factor": "Gap",
"key": "gap",
"points": 5.0
},
{
"factor": "Volume",
"key": "volume",
"points": 4.0
}
],
"total": 65.0,
"raw_total": 65.0,
"was_clamped": false
},
"expected_return_pct": 0.12,
"expected_high": 187.93,
"expected_low": 185.5,
"expected_close": 187.22,
"current_price": 187.0,
"upside_pct": 0.5,
"downside_risk_pct": 0.8,
"risk_reward": 0.62,
"rr_display": {
"reward_risk_ratio": 0.62,
"risk_reward_ratio": 1.61,
"reward_per_share": null,
"risk_per_share": null,
"label_reward_risk": "Reward/Risk 0.62",
"label_risk_reward": "Risk:Reward 1:1.61",
"display": "Reward/Risk 0.62 · Risk:Reward 1:1.61",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"expected_r": 0.053,
"final_score": 0.04,
"trade_action": "Pass",
"trade": "Pass",
"gap_pct": 0.51,
"relative_strength": 0.39,
"relative_strength_vs_smh": -0.61,
"relative_weakness_score": -0.02,
"prior_day_change_pct": 0.0,
"why_factors": [
"RS vs QQQ +0.39%",
"Gap 未过度延伸",
"Volume 信号",
"期望R 0.05 < 0.20（EV门禁）"
],
"why": "RS vs QQQ +0.39% · Gap 未过度延伸 · Volume 信号 · 期望R 0.05 < 0.20（EV门禁）",
"score": 0,
"news_count": 0,
"factor_breakdown": {
"relative_strength_vs_qqq": 0.39,
"relative_strength_vs_smh": -0.61,
"relative_weakness_score": -0.02,
"gap_pct": 0.51,
"beta_proxy": 0.28,
"volume_signal": true,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": 3.69,
"prior_day_change_pct": 0.0
},
"edge_type": "Range",
"score_formula_display": "final = win_prob(65%) × ER(0.1%) × rr_weight(0.5) / 100",
"rr_weight": 0.5,
"why_vs_runner_up": "—",
"advisory": true,
"rank": 8,
"direction": "LONG"
},
{
"symbol": "QQQ",
"win_prob": 59.0,
"win_prob_breakdown": {
"components": [
{
"factor": "Base",
"key": "base",
"points": 50.0
},
{
"factor": "Gap",
"key": "gap",
"points": 5.0
},
{
"factor": "Volume",
"key": "volume",
"points": 4.0
}
],
"total": 59.0,
"raw_total": 59.0,
"was_clamped": false
},
"expected_return_pct": 0.01,
"expected_high": 718.65,
"expected_low": 709.35,
"expected_close": 715.12,
"current_price": 715.07,
"upside_pct": 0.5,
"downside_risk_pct": 0.8,
"risk_reward": 0.62,
"rr_display": {
"reward_risk_ratio": 0.62,
"risk_reward_ratio": 1.61,
"reward_per_share": null,
"risk_per_share": null,
"label_reward_risk": "Reward/Risk 0.62",
"label_risk_reward": "Risk:Reward 1:1.61",
"display": "Reward/Risk 0.62 · Risk:Reward 1:1.61",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"expected_r": -0.0442,
"final_score": 0.0,
"trade_action": "Pass",
"trade": "Pass",
"gap_pct": 0.09,
"relative_strength": 0.0,
"relative_strength_vs_smh": -1.0,
"relative_weakness_score": 0.6,
"prior_day_change_pct": 0.0,
"why_factors": [
"Gap 未过度延伸",
"Volume 信号",
"期望R -0.04 < 0.20（EV门禁）"
],
"why": "Gap 未过度延伸 · Volume 信号 · 期望R -0.04 < 0.20（EV门禁）",
"score": 0,
"news_count": 0,
"factor_breakdown": {
"relative_strength_vs_qqq": 0.0,
"relative_strength_vs_smh": -1.0,
"relative_weakness_score": 0.6,
"gap_pct": 0.09,
"beta_proxy": 1.0,
"volume_signal": true,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": 3.69,
"prior_day_change_pct": 0.0
},
"edge_type": "Index Edge",
"score_formula_display": "final = win_prob(59%) × ER(0.0%) × rr_weight(0.5) / 100",
"rr_weight": 0.5,
"why_vs_runner_up": "—",
"advisory": true,
"rank": 9,
"direction": "LONG"
},
{
"symbol": "SPY",
"win_prob": 59.0,
"win_prob_breakdown": {
"components": [
{
"factor": "Base",
"key": "base",
"points": 50.0
},
{
"factor": "Gap",
"key": "gap",
"points": 5.0
},
{
"factor": "Volume",
"key": "volume",
"points": 4.0
}
],
"total": 59.0,
"raw_total": 59.0,
"was_clamped": false
},
"expected_return_pct": -0.1,
"expected_high": 767.21,
"expected_low": 757.28,
"expected_close": 762.6,
"current_price": 763.39,
"upside_pct": 0.5,
"downside_risk_pct": 0.8,
"risk_reward": 0.62,
"rr_display": {
"reward_risk_ratio": 0.62,
"risk_reward_ratio": 1.61,
"reward_per_share": null,
"risk_per_share": null,
"label_reward_risk": "Reward/Risk 0.62",
"label_risk_reward": "Risk:Reward 1:1.61",
"display": "Reward/Risk 0.62 · Risk:Reward 1:1.61",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"expected_r": -0.0442,
"final_score": 0.0,
"trade_action": "Pass",
"trade": "Pass",
"gap_pct": -0.44,
"relative_strength": -0.34,
"relative_strength_vs_smh": -1.34,
"relative_weakness_score": 1.14,
"prior_day_change_pct": 0.0,
"why_factors": [
"Gap 未过度延伸",
"Volume 信号",
"期望R -0.04 < 0.20（EV门禁）"
],
"why": "Gap 未过度延伸 · Volume 信号 · 期望R -0.04 < 0.20（EV门禁）",
"score": 0,
"news_count": 0,
"factor_breakdown": {
"relative_strength_vs_qqq": -0.34,
"relative_strength_vs_smh": -1.34,
"relative_weakness_score": 1.14,
"gap_pct": -0.44,
"beta_proxy": 1.63,
"volume_signal": true,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": 3.69,
"prior_day_change_pct": 0.0
},
"edge_type": "Relative Weakness",
"score_formula_display": "final = win_prob(59%) × ER(-0.1%) × rr_weight(0.5) / 100",
"rr_weight": 0.5,
"why_vs_runner_up": "—",
"advisory": true,
"rank": 10,
"direction": "LONG"
},
{
"symbol": "TQQQ",
"win_prob": 49.0,
"win_prob_breakdown": {
"components": [
{
"factor": "Base",
"key": "base",
"points": 50.0
},
{
"factor": "RS",
"key": "rs",
"points": -10.0
},
{
"factor": "Gap",
"key": "gap",
"points": 5.0
},
{
"factor": "Volume",
"key": "volume",
"points": 4.0
}
],
"total": 49.0,
"raw_total": 49.0,
"was_clamped": false
},
"expected_return_pct": -0.22,
"expected_high": 72.16,
"expected_low": 70.57,
"expected_close": 70.99,
"current_price": 71.14,
"upside_pct": 1.43,
"downside_risk_pct": 0.8,
"risk_reward": 1.79,
"rr_display": {
"reward_risk_ratio": 1.79,
"risk_reward_ratio": 0.56,
"reward_per_share": null,
"risk_per_share": null,
"label_reward_risk": "Reward/Risk 1.79",
"label_risk_reward": "Risk:Reward 1:0.56",
"display": "Reward/Risk 1.79 · Risk:Reward 1:0.56",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"expected_r": 0.3671,
"final_score": 0.0,
"trade_action": "Pass",
"trade": "Pass",
"gap_pct": 0.19,
"relative_strength": -1.16,
"relative_strength_vs_smh": -2.16,
"relative_weakness_score": 2.46,
"prior_day_change_pct": 0.0,
"why_factors": [
"RS 弱于 QQQ -1.16%",
"Gap 未过度延伸",
"Volume 信号",
"几何上行 <1.5%（软门槛）"
],
"why": "RS 弱于 QQQ -1.16% · Gap 未过度延伸 · Volume 信号 · 几何上行 <1.5%（软门槛）",
"score": 0,
"news_count": 0,
"factor_breakdown": {
"relative_strength_vs_qqq": -1.16,
"relative_strength_vs_smh": -2.16,
"relative_weakness_score": 2.46,
"gap_pct": 0.19,
"beta_proxy": 3.15,
"volume_signal": true,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": 3.69,
"prior_day_change_pct": 0.0
},
"edge_type": "Relative Weakness",
"score_formula_display": "final = win_prob(49%) × ER(-0.2%) × rr_weight(0.9) / 100",
"rr_weight": 0.9,
"why_vs_runner_up": "—",
"advisory": true,
"rank": 11,
"direction": "LONG"
},
{
"symbol": "MSFT",
"win_prob": 49.0,
"win_prob_breakdown": {
"components": [
{
"factor": "Base",
"key": "base",
"points": 50.0
},
{
"factor": "RS",
"key": "rs",
"points": -10.0
},
{
"factor": "Gap",
"key": "gap",
"points": 5.0
},
{
"factor": "Volume",
"key": "volume",
"points": 4.0
}
],
"total": 49.0,
"raw_total": 49.0,
"was_clamped": false
},
"expected_return_pct": -0.23,
"expected_high": 495.8,
"expected_low": 489.38,
"expected_close": 492.18,
"current_price": 493.33,
"upside_pct": 0.5,
"downside_risk_pct": 0.8,
"risk_reward": 0.62,
"rr_display": {
"reward_risk_ratio": 0.62,
"risk_reward_ratio": 1.61,
"reward_per_share": null,
"risk_per_share": null,
"label_reward_risk": "Reward/Risk 0.62",
"label_risk_reward": "Risk:Reward 1:1.61",
"display": "Reward/Risk 0.62 · Risk:Reward 1:1.61",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"expected_r": -0.2062,
"final_score": 0.0,
"trade_action": "Pass",
"trade": "Pass",
"gap_pct": -1.1,
"relative_strength": -0.73,
"relative_strength_vs_smh": -1.73,
"relative_weakness_score": 1.77,
"prior_day_change_pct": 0.0,
"why_factors": [
"RS 弱于 QQQ -0.73%",
"Gap 未过度延伸",
"Volume 信号",
"期望R -0.21 < 0.20（EV门禁）"
],
"why": "RS 弱于 QQQ -0.73% · Gap 未过度延伸 · Volume 信号 · 期望R -0.21 < 0.20（EV门禁）",
"score": 0,
"news_count": 0,
"factor_breakdown": {
"relative_strength_vs_qqq": -0.73,
"relative_strength_vs_smh": -1.73,
"relative_weakness_score": 1.77,
"gap_pct": -1.1,
"beta_proxy": 2.35,
"volume_signal": true,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": 3.69,
"prior_day_change_pct": 0.0
},
"edge_type": "Relative Weakness",
"score_formula_display": "final = win_prob(49%) × ER(-0.2%) × rr_weight(0.5) / 100",
"rr_weight": 0.5,
"why_vs_runner_up": "—",
"advisory": true,
"rank": 12,
"direction": "LONG"
},
{
"symbol": "AAPL",
"win_prob": 49.0,
"win_prob_breakdown": {
"components": [
{
"factor": "Base",
"key": "base",
"points": 50.0
},
{
"factor": "RS",
"key": "rs",
"points": -10.0
},
{
"factor": "Gap",
"key": "gap",
"points": 5.0
},
{
"factor": "Volume",
"key": "volume",
"points": 4.0
}
],
"total": 49.0,
"raw_total": 49.0,
"was_clamped": false
},
"expected_return_pct": -0.27,
"expected_high": 316.72,
"expected_low": 312.62,
"expected_close": 314.29,
"current_price": 315.14,
"upside_pct": 0.5,
"downside_risk_pct": 0.8,
"risk_reward": 0.62,
"rr_display": {
"reward_risk_ratio": 0.62,
"risk_reward_ratio": 1.61,
"reward_per_share": null,
"risk_per_share": null,
"label_reward_risk": "Reward/Risk 0.62",
"label_risk_reward": "Risk:Reward 1:1.61",
"display": "Reward/Risk 0.62 · Risk:Reward 1:1.61",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"expected_r": -0.2062,
"final_score": 0.0,
"trade_action": "Pass",
"trade": "Pass",
"gap_pct": -0.96,
"relative_strength": -0.97,
"relative_strength_vs_smh": -1.97,
"relative_weakness_score": 2.15,
"prior_day_change_pct": 0.0,
"why_factors": [
"RS 弱于 QQQ -0.97%",
"Gap 未过度延伸",
"Volume 信号",
"期望R -0.21 < 0.20（EV门禁）"
],
"why": "RS 弱于 QQQ -0.97% · Gap 未过度延伸 · Volume 信号 · 期望R -0.21 < 0.20（EV门禁）",
"score": 0,
"news_count": 0,
"factor_breakdown": {
"relative_strength_vs_qqq": -0.97,
"relative_strength_vs_smh": -1.97,
"relative_weakness_score": 2.15,
"gap_pct": -0.96,
"beta_proxy": 2.8,
"volume_signal": true,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": 3.69,
"prior_day_change_pct": 0.0
},
"edge_type": "Relative Weakness",
"score_formula_display": "final = win_prob(49%) × ER(-0.3%) × rr_weight(0.5) / 100",
"rr_weight": 0.5,
"why_vs_runner_up": "—",
"advisory": true,
"rank": 13,
"direction": "LONG"
},
{
"symbol": "AMZN",
"win_prob": 49.0,
"win_prob_breakdown": {
"components": [
{
"factor": "Base",
"key": "base",
"points": 50.0
},
{
"factor": "RS",
"key": "rs",
"points": -10.0
},
{
"factor": "Gap",
"key": "gap",
"points": 5.0
},
{
"factor": "Volume",
"key": "volume",
"points": 4.0
}
],
"total": 49.0,
"raw_total": 49.0,
"was_clamped": false
},
"expected_return_pct": -0.32,
"expected_high": 256.97,
"expected_low": 251.33,
"expected_close": 252.56,
"current_price": 253.36,
"upside_pct": 1.42,
"downside_risk_pct": 0.8,
"risk_reward": 1.78,
"rr_display": {
"reward_risk_ratio": 1.78,
"risk_reward_ratio": 0.56,
"reward_per_share": null,
"risk_per_share": null,
"label_reward_risk": "Reward/Risk 1.78",
"label_risk_reward": "Risk:Reward 1:0.56",
"display": "Reward/Risk 1.78 · Risk:Reward 1:0.56",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"expected_r": 0.3622,
"final_score": 0.0,
"trade_action": "Pass",
"trade": "Pass",
"gap_pct": -0.32,
"relative_strength": -1.45,
"relative_strength_vs_smh": -2.45,
"relative_weakness_score": 2.92,
"prior_day_change_pct": 0.0,
"why_factors": [
"RS 弱于 QQQ -1.45%",
"Gap 未过度延伸",
"Volume 信号",
"几何上行 <1.5%（软门槛）"
],
"why": "RS 弱于 QQQ -1.45% · Gap 未过度延伸 · Volume 信号 · 几何上行 <1.5%（软门槛）",
"score": 0,
"news_count": 0,
"factor_breakdown": {
"relative_strength_vs_qqq": -1.45,
"relative_strength_vs_smh": -2.45,
"relative_weakness_score": 2.92,
"gap_pct": -0.32,
"beta_proxy": 3.69,
"volume_signal": true,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": 3.69,
"prior_day_change_pct": 0.0
},
"edge_type": "Relative Weakness",
"score_formula_display": "final = win_prob(49%) × ER(-0.3%) × rr_weight(0.89) / 100",
"rr_weight": 0.89,
"why_vs_runner_up": "—",
"advisory": true,
"rank": 14,
"direction": "LONG"
},
{
"symbol": "GOOGL",
"win_prob": 49.0,
"win_prob_breakdown": {
"components": [
{
"factor": "Base",
"key": "base",
"points": 50.0
},
{
"factor": "RS",
"key": "rs",
"points": -10.0
},
{
"factor": "Gap",
"key": "gap",
"points": 5.0
},
{
"factor": "Volume",
"key": "volume",
"points": 4.0
}
],
"total": 49.0,
"raw_total": 49.0,
"was_clamped": false
},
"expected_return_pct": -0.32,
"expected_high": 338.36,
"expected_low": 328.16,
"expected_close": 329.74,
"current_price": 330.81,
"upside_pct": 2.28,
"downside_risk_pct": 0.8,
"risk_reward": 2.85,
"rr_display": {
"reward_risk_ratio": 2.85,
"risk_reward_ratio": 0.35,
"reward_per_share": null,
"risk_per_share": null,
"label_reward_risk": "Reward/Risk 2.85",
"label_risk_reward": "Risk:Reward 1:0.35",
"display": "Reward/Risk 2.85 · Risk:Reward 1:0.35",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"expected_r": 0.8865,
"final_score": 0.0,
"trade_action": "Pass",
"trade": "Pass",
"gap_pct": 0.26,
"relative_strength": -1.72,
"relative_strength_vs_smh": -2.72,
"relative_weakness_score": 3.35,
"prior_day_change_pct": 0.0,
"why_factors": [
"RS 弱于 QQQ -1.72%",
"Gap 未过度延伸",
"Volume 信号",
"几何上行 <1.5%（软门槛）"
],
"why": "RS 弱于 QQQ -1.72% · Gap 未过度延伸 · Volume 信号 · 几何上行 <1.5%（软门槛）",
"score": 0,
"news_count": 0,
"factor_breakdown": {
"relative_strength_vs_qqq": -1.72,
"relative_strength_vs_smh": -2.72,
"relative_weakness_score": 3.35,
"gap_pct": 0.26,
"beta_proxy": 4.19,
"volume_signal": true,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": 3.69,
"prior_day_change_pct": 0.0
},
"edge_type": "Relative Weakness",
"score_formula_display": "final = win_prob(49%) × ER(-0.3%) × rr_weight(1.43) / 100",
"rr_weight": 1.43,
"why_vs_runner_up": "—",
"advisory": true,
"rank": 15,
"direction": "LONG"
},
{
"symbol": "XLF",
"win_prob": 49.0,
"win_prob_breakdown": {
"components": [
{
"factor": "Base",
"key": "base",
"points": 50.0
},
{
"factor": "RS",
"key": "rs",
"points": -10.0
},
{
"factor": "Gap",
"key": "gap",
"points": 5.0
},
{
"factor": "Volume",
"key": "volume",
"points": 4.0
}
],
"total": 49.0,
"raw_total": 49.0,
"was_clamped": false
},
"expected_return_pct": -0.34,
"expected_high": 57.42,
"expected_low": 56.67,
"expected_close": 56.94,
"current_price": 57.13,
"upside_pct": 0.5,
"downside_risk_pct": 0.8,
"risk_reward": 0.62,
"rr_display": {
"reward_risk_ratio": 0.62,
"risk_reward_ratio": 1.61,
"reward_per_share": null,
"risk_per_share": null,
"label_reward_risk": "Reward/Risk 0.62",
"label_risk_reward": "Risk:Reward 1:1.61",
"display": "Reward/Risk 0.62 · Risk:Reward 1:1.61",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"expected_r": -0.2062,
"final_score": 0.0,
"trade_action": "Pass",
"trade": "Pass",
"gap_pct": -1.38,
"relative_strength": -1.13,
"relative_strength_vs_smh": -2.13,
"relative_weakness_score": 2.41,
"prior_day_change_pct": 0.0,
"why_factors": [
"RS 弱于 QQQ -1.13%",
"Gap 未过度延伸",
"Volume 信号",
"期望R -0.21 < 0.20（EV门禁）"
],
"why": "RS 弱于 QQQ -1.13% · Gap 未过度延伸 · Volume 信号 · 期望R -0.21 < 0.20（EV门禁）",
"score": 0,
"news_count": 0,
"factor_breakdown": {
"relative_strength_vs_qqq": -1.13,
"relative_strength_vs_smh": -2.13,
"relative_weakness_score": 2.41,
"gap_pct": -1.38,
"beta_proxy": 3.09,
"volume_signal": true,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": 3.69,
"prior_day_change_pct": 0.0
},
"edge_type": "Relative Weakness",
"score_formula_display": "final = win_prob(49%) × ER(-0.3%) × rr_weight(0.5) / 100",
"rr_weight": 0.5,
"why_vs_runner_up": "—",
"advisory": true,
"rank": 16,
"direction": "LONG"
},
{
"symbol": "DIA",
"win_prob": 54.0,
"win_prob_breakdown": {
"components": [
{
"factor": "Base",
"key": "base",
"points": 50.0
},
{
"factor": "RS",
"key": "rs",
"points": -10.0
},
{
"factor": "Gap",
"key": "gap",
"points": 5.0
},
{
"factor": "Catalyst",
"key": "catalyst",
"points": 5.0
},
{
"factor": "Volume",
"key": "volume",
"points": 4.0
}
],
"total": 54.0,
"raw_total": 54.0,
"was_clamped": false
},
"expected_return_pct": -0.33,
"expected_high": 528.03,
"expected_low": 520.52,
"expected_close": 522.97,
"current_price": 524.72,
"upside_pct": 0.63,
"downside_risk_pct": 0.8,
"risk_reward": 0.79,
"rr_display": {
"reward_risk_ratio": 0.79,
"risk_reward_ratio": 1.27,
"reward_per_share": null,
"risk_per_share": null,
"label_reward_risk": "Reward/Risk 0.79",
"label_risk_reward": "Risk:Reward 1:1.27",
"display": "Reward/Risk 0.79 · Risk:Reward 1:1.27",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"expected_r": -0.0334,
"final_score": 0.0,
"trade_action": "Pass",
"trade": "Pass",
"gap_pct": -1.14,
"relative_strength": -1.21,
"relative_strength_vs_smh": -2.21,
"relative_weakness_score": 2.54,
"prior_day_change_pct": 0.0,
"why_factors": [
"RS 弱于 QQQ -1.21%",
"Gap 未过度延伸",
"News 1",
"Volume 信号",
"期望R -0.03 < 0.20（EV门禁）"
],
"why": "RS 弱于 QQQ -1.21% · Gap 未过度延伸 · News 1 · Volume 信号",
"score": 0,
"news_count": 1,
"factor_breakdown": {
"relative_strength_vs_qqq": -1.21,
"relative_strength_vs_smh": -2.21,
"relative_weakness_score": 2.54,
"gap_pct": -1.14,
"beta_proxy": 3.24,
"volume_signal": true,
"news_count": 1,
"extended_gap_penalty": 0.0,
"vix_change_pct": 3.69,
"prior_day_change_pct": 0.0
},
"edge_type": "Relative Weakness",
"score_formula_display": "final = win_prob(54%) × ER(-0.3%) × rr_weight(0.5) / 100",
"rr_weight": 0.5,
"why_vs_runner_up": "—",
"advisory": true,
"rank": 17,
"direction": "LONG"
},
{
"symbol": "MU",
"win_prob": 48.0,
"win_prob_breakdown": {
"components": [
{
"factor": "Base",
"key": "base",
"points": 50.0
},
{
"factor": "RS",
"key": "rs",
"points": -16.0
},
{
"factor": "Gap",
"key": "gap",
"points": 5.0
},
{
"factor": "Catalyst",
"key": "catalyst",
"points": 5.0
},
{
"factor": "Volume",
"key": "volume",
"points": 4.0
}
],
"total": 48.0,
"raw_total": 48.0,
"was_clamped": false
},
"expected_return_pct": -0.62,
"expected_high": 1002.36,
"expected_low": 989.39,
"expected_close": 991.15,
"current_price": 997.37,
"upside_pct": 0.5,
"downside_risk_pct": 0.8,
"risk_reward": 0.62,
"rr_display": {
"reward_risk_ratio": 0.62,
"risk_reward_ratio": 1.61,
"reward_per_share": null,
"risk_per_share": null,
"label_reward_risk": "Reward/Risk 0.62",
"label_risk_reward": "Risk:Reward 1:1.61",
"display": "Reward/Risk 0.62 · Risk:Reward 1:1.61",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"expected_r": -0.2224,
"final_score": 0.0,
"trade_action": "Pass",
"trade": "Pass",
"gap_pct": -0.9,
"relative_strength": -1.35,
"relative_strength_vs_smh": -2.35,
"relative_weakness_score": 2.76,
"prior_day_change_pct": 0.0,
"why_factors": [
"RS 弱于 QQQ -1.35%",
"Gap 未过度延伸",
"News 1",
"Volume 信号",
"期望R -0.22 < 0.20（EV门禁）"
],
"why": "RS 弱于 QQQ -1.35% · Gap 未过度延伸 · News 1 · Volume 信号",
"score": 0,
"news_count": 1,
"factor_breakdown": {
"relative_strength_vs_qqq": -1.35,
"relative_strength_vs_smh": -2.35,
"relative_weakness_score": 2.76,
"gap_pct": -0.9,
"beta_proxy": 3.5,
"volume_signal": true,
"news_count": 1,
"extended_gap_penalty": 0.0,
"vix_change_pct": 3.69,
"prior_day_change_pct": 0.0
},
"edge_type": "Sector Edge",
"score_formula_display": "final = win_prob(48%) × ER(-0.6%) × rr_weight(0.5) / 100",
"rr_weight": 0.5,
"why_vs_runner_up": "—",
"advisory": true,
"rank": 18,
"direction": "LONG"
},
{
"symbol": "NVDA",
"win_prob": 38.0,
"win_prob_breakdown": {
"components": [
{
"factor": "Base",
"key": "base",
"points": 50.0
},
{
"factor": "RS",
"key": "rs",
"points": -16.0
},
{
"factor": "Volume",
"key": "volume",
"points": 4.0
}
],
"total": 38.0,
"raw_total": 38.0,
"was_clamped": false
},
"expected_return_pct": -0.85,
"expected_high": 226.04,
"expected_low": 223.0,
"expected_close": 223.0,
"current_price": 224.92,
"upside_pct": 0.5,
"downside_risk_pct": 0.85,
"risk_reward": 0.59,
"rr_display": {
"reward_risk_ratio": 0.59,
"risk_reward_ratio": 1.69,
"reward_per_share": null,
"risk_per_share": null,
"label_reward_risk": "Reward/Risk 0.59",
"label_risk_reward": "Risk:Reward 1:1.69",
"display": "Reward/Risk 0.59 · Risk:Reward 1:1.69",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"expected_r": -0.3958,
"final_score": 0.0,
"trade_action": "Pass",
"trade": "Pass",
"gap_pct": -1.9,
"relative_strength": -1.82,
"relative_strength_vs_smh": -2.82,
"relative_weakness_score": 3.51,
"prior_day_change_pct": 0.0,
"why_factors": [
"RS 弱于 QQQ -1.82%",
"Volume 信号",
"期望R -0.40 < 0.20（EV门禁）"
],
"why": "RS 弱于 QQQ -1.82% · Volume 信号 · 期望R -0.40 < 0.20（EV门禁）",
"score": 0,
"news_count": 0,
"factor_breakdown": {
"relative_strength_vs_qqq": -1.82,
"relative_strength_vs_smh": -2.82,
"relative_weakness_score": 3.51,
"gap_pct": -1.9,
"beta_proxy": 4.37,
"volume_signal": true,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": 3.69,
"prior_day_change_pct": 0.0
},
"edge_type": "Sector Edge",
"score_formula_display": "final = win_prob(38%) × ER(-0.9%) × rr_weight(0.5) / 100",
"rr_weight": 0.5,
"why_vs_runner_up": "—",
"advisory": true,
"rank": 19,
"direction": "LONG"
}
]
},
"intraday": {
"s5": {
"driver_still_valid": true,
"action": "Hold"
},
"s6": {
"trade_valid": false,
"action": "N/A"
},
"s7": {
"actual_driver": "AI Chip Selloff",
"attribution": {
"ai": 0.48,
"bond": 0.298,
"oil": 0.0,
"macro": 0.171,
"other": 0.05,
"splits": {
"AI Chip Selloff": 0.497
}
}
}
},
"trade_plan": {},
"actual": {},
"attribution": {
"ai": 0.48,
"bond": 0.298,
"oil": 0.0,
"macro": 0.171,
"other": 0.05,
"splits": {
"AI Chip Selloff": 0.497
}
},
"labels": {
"actual_driver": "AI Chip Selloff",
"agent_driver": "Trade Policy",
"agent_driver_type": "Political",
"corrected_driver_from_verify": null,
"driver_splits": {
"AI Chip Selloff": 0.49746495654611705
},
"hypothesis_correct": "部分对",
"scenario_primary": "A",
"scenario_actual": "B",
"scenario_correct": false,
"trade_recommendation": "—",
"trade_direction": "NO TRADE",
"primary_symbol": "—",
"predicted_return_pct": null,
"prediction_error_pct": null
},
"surprise": "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",
"playbook_refs": [
"Case-46"
],
"bayesian_drivers": {
"AI": 1.0,
"Bond": 0.0,
"Macro": 0.0,
"Oil": 0.0,
"Risk": 0.0
},
"data_gaps": []
}