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 49
H-2026-09-10-001Surprise：AI/Semiconductor dominated more than typical day
Lesson：AI Expansion Regime 下，单日 SMH/NVDA 抛售可压过 Macro 利好，指数分化（Dow+ / QQQ-）比「大盘涨跌」更有信息量
{
"date": "2026-09-10",
"features": {
"dgs10": 4.8,
"dgs2": null,
"vix": 16.68,
"vix_chg": 1.34,
"qqq_chg": -1.35,
"smh_chg": -2.28,
"nvda_chg": -3.3,
"spy_chg": 0.0,
"oil_chg": 0.0,
"dxy_chg": 0.15,
"breadth_proxy": 0.2857142857142857,
"qqq_gap": -0.3,
"news_headline_count": 17,
"news_bearish_ratio": 0.0,
"news_ai_mentions": 5,
"news_macro_mentions": 4,
"news_oil_mentions": 2,
"news_risk_mentions": 0
},
"regime": {
"label": "AI Expansion",
"confidence": 0.82
},
"hypothesis": {
"id": "H-2026-09-10-001",
"statement": "AI/Semiconductor leads index today; macro is secondary variable",
"evidence": [
"VIX=16.7 (low fear)"
],
"counter_evidence": [
"NVDA -1.6%",
"SMH -1.2%",
"10Y=4.80% (elevated rates)",
"Breadth 29% (narrow market)"
],
"confidence": 0.44,
"status": "待验证"
},
"morning": {
"bias": "Strong Bear",
"total": -5,
"driver_type": "Macro",
"daily_driver": "Macro Surprise",
"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": "AVGO",
"direction": "SHORT",
"instrument": "Stock",
"horizon": "Swing",
"confidence": 70,
"confidence_stars": "★★★☆☆",
"expected_move": "+0.91%",
"expected_return_pct": 0.91,
"win_prob": 70.0,
"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": 70.0,
"raw_total": 70.0,
"was_clamped": false
},
"risk_reward": 1.82,
"final_score": 0.22,
"trade_action": "Pass",
"relative_strength": -0.89,
"entry": "Below 362.6 (VWAP)",
"entry_source": "vwap",
"entry_price": 362.57,
"entry_zone": {
"low": 361.48,
"high": 363.66,
"mid": 362.57,
"anchors": [
{
"source": "vwap",
"label": "VWAP",
"price": 362.57
}
],
"display": "Entry Zone 361–364",
"entry_source": "vwap",
"tolerance_pct": 0.3
},
"stop": "364.4 (ORB高点)",
"stop_source": "orb_high",
"stop_price": 364.38,
"target": "359.3 (预期低点)",
"target_source": "expected_low",
"target_price": 359.27,
"targets": [
"359.3 (预期低点)"
],
"level_anchors": {
"vwap": 362.57,
"orb_high": 364.38,
"orb_low": 357.1,
"prev_high": 368.56,
"prev_low": 368.56,
"prior_close": 368.56,
"orb_from_minute": true
},
"levels_valid": true,
"why": [
"RS弱于QQQ -0.89%",
"Volume 信号",
"几何上行 <1.5%（软门槛）"
],
"why_chain": "RS弱于QQQ -0.89% · Volume 信号 · 几何上行 <1.5%（软门槛）",
"why_vs_runner_up": "AVGO RS -0.9% vs GOOGL -1.3%；ER 0.5% vs 0.4%；Win% 70 vs 61；relative weakness play",
"factor_breakdown": {
"relative_strength_vs_qqq": -0.89,
"relative_strength_vs_smh": -0.46,
"relative_weakness_score": 1.17,
"gap_pct": -3.11,
"beta_proxy": 2.06,
"volume_signal": true,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": 1.34,
"prior_day_change_pct": 0.0
},
"edge_type": "Relative Weakness",
"score_formula_display": "final = win_prob(70%) × ER(0.5%) × rr_weight(0.66) / 100",
"expected_high": 364.38,
"expected_low": 359.27,
"expected_close": 360.42,
"current_price": 362.17,
"upside_pct": 0.8,
"downside_risk_pct": 0.61,
"why_factors": [
"RS弱于QQQ -0.89%",
"Volume 信号",
"几何上行 <1.5%（软门槛）"
],
"why_today": "RS弱于QQQ -0.89% · Volume 信号 · 几何上行 <1.5%（软门槛）",
"gap_pct": -3.11,
"rr_display": {
"reward_risk_ratio": 1.82,
"risk_reward_ratio": 0.55,
"reward_per_share": 3.3,
"risk_per_share": 1.81,
"label_reward_risk": "Reward/Risk 1.82",
"label_risk_reward": "Risk:Reward 1:0.55",
"display": "Reward/Risk 1.82 · Risk:Reward 1:0.55",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"catalyst": "Macro Surprise · Oil Selloff",
"invalidation": "Close above stop $364.38",
"advisory": true,
"level_reasons": {
"entry": {
"price": 362.57,
"source": "vwap",
"confidence": 89,
"reasons": [
{
"source": "vwap",
"label": "VWAP",
"price": 362.57,
"weight_pct": 70.0,
"matched": true,
"primary": true
},
{
"source": "current",
"label": "Below Current",
"price": 362.17,
"weight_pct": 30.0,
"matched": true,
"primary": false
}
]
},
"stop": {
"price": 364.38,
"source": "orb_high",
"confidence": 89,
"reasons": [
{
"source": "orb_high",
"label": "ORB High",
"price": 364.38,
"weight_pct": 70.0,
"matched": true,
"primary": true
},
{
"source": "vwap",
"label": "VWAP",
"price": 362.57,
"weight_pct": 30.0,
"matched": true,
"primary": false
}
]
},
"target": {
"price": 359.27,
"source": "expected_low",
"confidence": 77,
"reasons": [
{
"source": "expected_low",
"label": "Expected Low",
"price": 359.27,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
}
},
"return_calculation": "(362.57-359.27)/362.57=0.91%",
"heuristic_expected_return_pct": 0.48,
"target_action": "买入/平空仓",
"trade_summary_cn": "做空 AVGO：在 362.57 附近入场，目标 359.27，预期 +0.91%",
"expected_r": 0.974,
"trade_economics": {
"account_size": 10000.0,
"risk_pct": 1.0,
"position_pct": 100.0,
"shares": 55,
"contracts": 0,
"max_loss_usd": 99.55,
"win_usd": 181.5,
"loss_usd": 99.55,
"expected_value_usd": 97.19,
"risk_per_share": 1.81,
"reward_per_share": 3.3,
"rr_display": {
"reward_risk_ratio": 1.82,
"risk_reward_ratio": 0.55,
"reward_per_share": 3.3,
"risk_per_share": 1.81,
"label_reward_risk": "Reward/Risk 1.82",
"label_risk_reward": "Risk:Reward 1:0.55",
"display": "Reward/Risk 1.82 · Risk:Reward 1:0.55",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"size_label": "None",
"display": "$10,000 → Win +$182 / Loss -$100"
},
"position_sizing": {
"risk_pct": 1.0,
"position_pct": 100.0,
"contracts": 0,
"shares": 55,
"max_loss_usd": 99.55,
"size_label": "None",
"display": "Risk 1.0% → Position 100.0% → 55 unit(s) → Max Loss $99.55"
},
"why_wins_today": [
{
"rank": 1,
"dimension": "risk_reward",
"label": "Best Risk Reward",
"primary_value": 1.82,
"runner_up_value": 1.6,
"wins": true
}
],
"why_not_alternatives": [
{
"symbol": "GOOGL",
"rank": 2,
"reasons": [
"Win% 70 vs 61",
"ER 0.9% vs 0.4%",
"Score 0.22 vs 0.21",
"RS -0.9% vs -1.3%",
"R:R 1.82 vs 1.6"
],
"summary": "Why AVGO over GOOGL: Win% 70 vs 61 · ER 0.9% vs 0.4% · Score 0.22 vs 0.21 · RS -0.9% vs -1.3% · R:R 1.82 vs 1.6"
},
{
"symbol": "AMZN",
"rank": 3,
"reasons": [
"Win% 70 vs 66",
"ER 0.9% vs 0.3%",
"Score 0.22 vs 0.18",
"R:R 1.82 vs 1.6"
],
"summary": "Why AVGO over AMZN: Win% 70 vs 66 · ER 0.9% vs 0.3% · Score 0.22 vs 0.18 · R:R 1.82 vs 1.6"
},
{
"symbol": "TQQQ",
"rank": 4,
"reasons": [
"Win% 70 vs 71",
"ER 0.9% vs 0.4%",
"Score 0.22 vs 0.15",
"RS -0.9% vs -1.7%",
"R:R 1.82 vs 0.46"
],
"summary": "Why AVGO over TQQQ: Win% 70 vs 71 · ER 0.9% vs 0.4% · Score 0.22 vs 0.15 · RS -0.9% vs -1.7% · R:R 1.82 vs 0.46"
},
{
"symbol": "ARM",
"rank": 5,
"reasons": [
"Win% 70 vs 79",
"ER 0.9% vs 0.3%",
"Score 0.22 vs 0.12",
"RS -0.9% vs -1.1%",
"R:R 1.82 vs 0.26"
],
"summary": "Why AVGO over ARM: Win% 70 vs 79 · ER 0.9% vs 0.3% · Score 0.22 vs 0.12 · RS -0.9% vs -1.1% · R:R 1.82 vs 0.26"
},
{
"symbol": "NVDA",
"rank": 6,
"reasons": [
"ER 0.9% vs 0.3%",
"Score 0.22 vs 0.12",
"RS -0.9% vs -0.7%",
"R:R 1.82 vs 1.32"
],
"summary": "Why AVGO over NVDA: ER 0.9% vs 0.3% · Score 0.22 vs 0.12 · RS -0.9% vs -0.7% · R:R 1.82 vs 1.32"
}
],
"rank_summary": "AVGO ranked #1 because best reward/risk",
"win_prob_source": "rules",
"calibration": {
"calibrated_win_prob": 70.0,
"sample_size": 0,
"confidence_interval": null,
"source": "rules_fallback",
"match_quality": "insufficient",
"win_prob_source": "rules",
"disclaimer": "No historical matches; using rules breakdown"
},
"similar_days": [
{
"date": "2026-08-28",
"outcome": "win",
"return_pct": 3.92,
"match_score": 3,
"direction": "LONG"
}
],
"ev_distribution": {
"expected_value_usd": 97.19,
"win_scenario_usd": 181.5,
"loss_scenario_usd": 99.55,
"win_prob_pct": 70.0,
"display": "EV $+97 (win +$182 @ 70.0% · loss -$100)"
},
"entry_status": {
"current_price": 362.17,
"ideal_entry": 362.57,
"distance_pct": 0.11,
"remaining_er_pct": 0.8,
"live_expected_return_pct": 0.8,
"new_plan": null,
"alternate_entry": null,
"advisory": true,
"advisory_tag": "ADVISORY — 不构成投资建议",
"zone_low": 361.48,
"zone_high": 363.66,
"miss_threshold_pct": 1.0,
"status": "PREMARKET",
"status_reason": "Premarket Ideal Entry — plan not yet live",
"action_hint": "Entry still valid"
}
},
{
"rank": 2,
"symbol": "GOOGL",
"direction": "SHORT",
"instrument": "Stock",
"horizon": "Swing",
"confidence": 61,
"confidence_stars": "★★★☆☆",
"expected_move": "+0.87%",
"expected_return_pct": 0.87,
"win_prob": 61.0,
"win_prob_breakdown": {
"components": [
{
"factor": "Base",
"key": "base",
"points": 50.0
},
{
"factor": "RS",
"key": "rs",
"points": 12.0
},
{
"factor": "Catalyst",
"key": "catalyst",
"points": -5.0
},
{
"factor": "Volume",
"key": "volume",
"points": 4.0
}
],
"total": 61.0,
"raw_total": 61.0,
"was_clamped": false
},
"risk_reward": 5.06,
"final_score": 0.21,
"trade_action": "Pass",
"relative_strength": -1.34,
"entry": "Below 331.3 (VWAP)",
"entry_source": "vwap",
"entry_price": 331.23,
"entry_zone": {
"low": 330.65,
"high": 331.8,
"mid": 331.23,
"anchors": [
{
"source": "vwap",
"label": "VWAP",
"price": 331.29
},
{
"source": "orb_high",
"label": "ORB高点",
"price": 331.8
},
{
"source": "orb_low",
"label": "ORB低点",
"price": 330.65
}
],
"display": "Entry Zone 331–332",
"entry_source": "vwap",
"tolerance_pct": 0.3
},
"stop": "331.8 (ORB高点)",
"stop_source": "orb_high",
"stop_price": 331.8,
"target": "328.3 (预期低点)",
"target_source": "expected_low",
"target_price": 328.34,
"targets": [
"328.3 (预期低点)"
],
"level_anchors": {
"vwap": 331.29,
"orb_high": 331.8,
"orb_low": 330.65,
"prev_high": 338.36,
"prev_low": 338.36,
"prior_close": 338.36,
"orb_from_minute": true
},
"levels_valid": true,
"why": [
"RS弱于QQQ -1.34%",
"News 1 (利空做空)",
"Volume 信号",
"几何上行 <1.5%（软门槛）"
],
"why_chain": "RS弱于QQQ -1.34% · News 1 (利空做空) · Volume 信号 · 几何上行 <1.5%（软门槛）",
"why_vs_runner_up": "—",
"factor_breakdown": {
"relative_strength_vs_qqq": -1.34,
"relative_strength_vs_smh": -0.91,
"relative_weakness_score": 1.89,
"gap_pct": -2.09,
"beta_proxy": 2.6,
"volume_signal": true,
"news_count": 1,
"extended_gap_penalty": 0.0,
"vix_change_pct": 1.34,
"prior_day_change_pct": 0.0
},
"edge_type": "Relative Weakness",
"score_formula_display": "final = win_prob(61%) × ER(0.4%) × rr_weight(0.8) / 100",
"expected_high": 332.64,
"expected_low": 328.34,
"expected_close": 329.55,
"current_price": 330.99,
"upside_pct": 0.8,
"downside_risk_pct": 0.5,
"why_factors": [
"RS弱于QQQ -1.34%",
"News 1 (利空做空)",
"Volume 信号",
"几何上行 <1.5%（软门槛）"
],
"why_today": "RS弱于QQQ -1.34% · News 1 (利空做空) · Volume 信号 · 几何上行 <1.5%（软门槛）",
"gap_pct": -2.09,
"rr_display": {
"reward_risk_ratio": 5.07,
"risk_reward_ratio": 0.2,
"reward_per_share": 2.89,
"risk_per_share": 0.57,
"label_reward_risk": "Reward/Risk 5.07",
"label_risk_reward": "Risk:Reward 1:0.20",
"display": "Reward/Risk 5.07 · Risk:Reward 1:0.20",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"catalyst": "Macro Surprise · Oil Selloff",
"invalidation": "Close above stop $331.8",
"advisory": true,
"level_reasons": {
"entry": {
"price": 331.23,
"source": "vwap",
"confidence": 98,
"reasons": [
{
"source": "orb_low",
"label": "ORB Low",
"price": 330.65,
"weight_pct": 23.0,
"matched": true,
"primary": false
},
{
"source": "vwap",
"label": "VWAP",
"price": 331.29,
"weight_pct": 54.0,
"matched": true,
"primary": true
},
{
"source": "current",
"label": "Below Current",
"price": 330.99,
"weight_pct": 23.0,
"matched": true,
"primary": false
}
]
},
"stop": {
"price": 331.8,
"source": "orb_high",
"confidence": 89,
"reasons": [
{
"source": "orb_high",
"label": "ORB High",
"price": 331.8,
"weight_pct": 70.0,
"matched": true,
"primary": true
},
{
"source": "vwap",
"label": "VWAP",
"price": 331.29,
"weight_pct": 30.0,
"matched": true,
"primary": false
}
]
},
"target": {
"price": 328.34,
"source": "expected_low",
"confidence": 77,
"reasons": [
{
"source": "expected_low",
"label": "Expected Low",
"price": 328.34,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
}
},
"return_calculation": "(331.23-328.34)/331.23=0.87%",
"heuristic_expected_return_pct": 0.44,
"target_action": "买入/平空仓",
"trade_summary_cn": "做空 GOOGL：在 331.23 附近入场，目标 328.34，预期 +0.87%",
"expected_r": 2.6966,
"trade_economics": {
"account_size": 10000.0,
"risk_pct": 1.0,
"position_pct": 100.0,
"shares": 175,
"contracts": 0,
"max_loss_usd": 99.75,
"win_usd": 505.75,
"loss_usd": 99.75,
"expected_value_usd": 269.61,
"risk_per_share": 0.57,
"reward_per_share": 2.89,
"rr_display": {
"reward_risk_ratio": 5.07,
"risk_reward_ratio": 0.2,
"reward_per_share": 2.89,
"risk_per_share": 0.57,
"label_reward_risk": "Reward/Risk 5.07",
"label_risk_reward": "Risk:Reward 1:0.20",
"display": "Reward/Risk 5.07 · Risk:Reward 1:0.20",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"size_label": "None",
"display": "$10,000 → Win +$506 / Loss -$100"
},
"position_sizing": {
"risk_pct": 1.0,
"position_pct": 100.0,
"contracts": 0,
"shares": 175,
"max_loss_usd": 99.75,
"size_label": "None",
"display": "Risk 1.0% → Position 100.0% → 175 unit(s) → Max Loss $99.75"
},
"why_wins_today": [
{
"rank": 1,
"dimension": "risk_reward",
"label": "Best Risk Reward",
"primary_value": 5.06,
"runner_up_value": 1.6,
"wins": true
}
],
"why_not_alternatives": [
{
"symbol": "AVGO",
"rank": 1,
"reasons": [
"Win% 61 vs 70",
"ER 0.9% vs 0.5%",
"Score 0.21 vs 0.22",
"RS -1.3% vs -0.9%",
"R:R 5.06 vs 1.31"
],
"summary": "Why GOOGL over AVGO: Win% 61 vs 70 · ER 0.9% vs 0.5% · Score 0.21 vs 0.22 · RS -1.3% vs -0.9% · R:R 5.06 vs 1.31"
},
{
"symbol": "AMZN",
"rank": 3,
"reasons": [
"Win% 61 vs 66",
"ER 0.9% vs 0.3%",
"Score 0.21 vs 0.18",
"RS -1.3% vs -0.9%",
"R:R 5.06 vs 1.6"
],
"summary": "Why GOOGL over AMZN: Win% 61 vs 66 · ER 0.9% vs 0.3% · Score 0.21 vs 0.18 · RS -1.3% vs -0.9% · R:R 5.06 vs 1.6"
},
{
"symbol": "TQQQ",
"rank": 4,
"reasons": [
"Win% 61 vs 71",
"ER 0.9% vs 0.4%",
"Score 0.21 vs 0.15",
"RS -1.3% vs -1.7%",
"R:R 5.06 vs 0.46"
],
"summary": "Why GOOGL over TQQQ: Win% 61 vs 71 · ER 0.9% vs 0.4% · Score 0.21 vs 0.15 · RS -1.3% vs -1.7% · R:R 5.06 vs 0.46"
},
{
"symbol": "ARM",
"rank": 5,
"reasons": [
"Win% 61 vs 79",
"ER 0.9% vs 0.3%",
"Score 0.21 vs 0.12",
"RS -1.3% vs -1.1%",
"R:R 5.06 vs 0.26"
],
"summary": "Why GOOGL over ARM: Win% 61 vs 79 · ER 0.9% vs 0.3% · Score 0.21 vs 0.12 · RS -1.3% vs -1.1% · R:R 5.06 vs 0.26"
},
{
"symbol": "NVDA",
"rank": 6,
"reasons": [
"Win% 61 vs 70",
"ER 0.9% vs 0.3%",
"Score 0.21 vs 0.12",
"RS -1.3% vs -0.7%",
"R:R 5.06 vs 1.32"
],
"summary": "Why GOOGL over NVDA: Win% 61 vs 70 · ER 0.9% vs 0.3% · Score 0.21 vs 0.12 · RS -1.3% vs -0.7% · R:R 5.06 vs 1.32"
}
],
"win_prob_source": "rules",
"calibration": {
"calibrated_win_prob": 61.0,
"sample_size": 0,
"confidence_interval": null,
"source": "rules_fallback",
"match_quality": "insufficient",
"win_prob_source": "rules",
"disclaimer": "No historical matches; using rules breakdown"
},
"ev_distribution": {
"expected_value_usd": 269.61,
"win_scenario_usd": 505.75,
"loss_scenario_usd": 99.75,
"win_prob_pct": 61.0,
"display": "EV $+270 (win +$506 @ 61.0% · loss -$100)"
},
"entry_status": {
"current_price": 330.99,
"ideal_entry": 331.23,
"distance_pct": 0.07,
"remaining_er_pct": 0.8,
"live_expected_return_pct": 0.8,
"new_plan": null,
"alternate_entry": null,
"advisory": true,
"advisory_tag": "ADVISORY — 不构成投资建议",
"zone_low": 330.65,
"zone_high": 331.8,
"miss_threshold_pct": 1.0,
"status": "PREMARKET",
"status_reason": "Premarket Ideal Entry — plan not yet live",
"action_hint": "Entry still valid"
}
},
{
"rank": 3,
"symbol": "AMZN",
"direction": "SHORT",
"instrument": "Stock",
"horizon": "Swing",
"confidence": 66,
"confidence_stars": "★★★☆☆",
"expected_move": "+0.86%",
"expected_return_pct": 0.86,
"win_prob": 66.0,
"win_prob_breakdown": {
"components": [
{
"factor": "Base",
"key": "base",
"points": 50.0
},
{
"factor": "RS",
"key": "rs",
"points": 12.0
},
{
"factor": "Volume",
"key": "volume",
"points": 4.0
}
],
"total": 66.0,
"raw_total": 66.0,
"was_clamped": false
},
"risk_reward": 3.62,
"final_score": 0.18,
"trade_action": "Pass",
"relative_strength": -0.92,
"entry": "Below 252.7 (VWAP)",
"entry_source": "vwap",
"entry_price": 252.6,
"entry_zone": {
"low": 252.0,
"high": 253.2,
"mid": 252.6,
"anchors": [
{
"source": "vwap",
"label": "VWAP",
"price": 252.69
},
{
"source": "orb_high",
"label": "ORB高点",
"price": 253.2
},
{
"source": "orb_low",
"label": "ORB低点",
"price": 252.0
}
],
"display": "Entry Zone 252–253",
"entry_source": "vwap",
"tolerance_pct": 0.3
},
"stop": "253.2 (ORB高点)",
"stop_source": "orb_high",
"stop_price": 253.2,
"target": "250.4 (预期低点)",
"target_source": "expected_low",
"target_price": 250.43,
"targets": [
"250.4 (预期低点)"
],
"level_anchors": {
"vwap": 252.69,
"orb_high": 253.2,
"orb_low": 252.0,
"prev_high": 256.97,
"prev_low": 256.97,
"prior_close": 256.97,
"orb_from_minute": true
},
"levels_valid": true,
"why": [
"RS弱于QQQ -0.92%",
"Volume 信号",
"几何上行 <1.5%（软门槛）"
],
"why_chain": "RS弱于QQQ -0.92% · Volume 信号 · 几何上行 <1.5%（软门槛）",
"why_vs_runner_up": "—",
"factor_breakdown": {
"relative_strength_vs_qqq": -0.92,
"relative_strength_vs_smh": -0.49,
"relative_weakness_score": 1.21,
"gap_pct": -1.93,
"beta_proxy": 2.1,
"volume_signal": true,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": 1.34,
"prior_day_change_pct": 0.0
},
"edge_type": "Relative Weakness",
"score_formula_display": "final = win_prob(66%) × ER(0.3%) × rr_weight(0.8) / 100",
"expected_high": 253.71,
"expected_low": 250.43,
"expected_close": 251.6,
"current_price": 252.45,
"upside_pct": 0.8,
"downside_risk_pct": 0.5,
"why_factors": [
"RS弱于QQQ -0.92%",
"Volume 信号",
"几何上行 <1.5%（软门槛）"
],
"why_today": "RS弱于QQQ -0.92% · Volume 信号 · 几何上行 <1.5%（软门槛）",
"gap_pct": -1.93,
"rr_display": {
"reward_risk_ratio": 3.62,
"risk_reward_ratio": 0.28,
"reward_per_share": 2.17,
"risk_per_share": 0.6,
"label_reward_risk": "Reward/Risk 3.62",
"label_risk_reward": "Risk:Reward 1:0.28",
"display": "Reward/Risk 3.62 · Risk:Reward 1:0.28",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"catalyst": "Macro Surprise · Oil Selloff",
"invalidation": "Close above stop $253.2",
"advisory": true,
"level_reasons": {
"entry": {
"price": 252.6,
"source": "vwap",
"confidence": 98,
"reasons": [
{
"source": "orb_low",
"label": "ORB Low",
"price": 252.0,
"weight_pct": 23.0,
"matched": true,
"primary": false
},
{
"source": "vwap",
"label": "VWAP",
"price": 252.69,
"weight_pct": 54.0,
"matched": true,
"primary": true
},
{
"source": "current",
"label": "Below Current",
"price": 252.45,
"weight_pct": 23.0,
"matched": true,
"primary": false
}
]
},
"stop": {
"price": 253.2,
"source": "orb_high",
"confidence": 89,
"reasons": [
{
"source": "orb_high",
"label": "ORB High",
"price": 253.2,
"weight_pct": 70.0,
"matched": true,
"primary": true
},
{
"source": "vwap",
"label": "VWAP",
"price": 252.69,
"weight_pct": 30.0,
"matched": true,
"primary": false
}
]
},
"target": {
"price": 250.43,
"source": "expected_low",
"confidence": 77,
"reasons": [
{
"source": "expected_low",
"label": "Expected Low",
"price": 250.43,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
}
},
"return_calculation": "(252.6-250.43)/252.6=0.86%",
"heuristic_expected_return_pct": 0.34,
"target_action": "买入/平空仓",
"trade_summary_cn": "做空 AMZN：在 252.6 附近入场，目标 250.43，预期 +0.86%",
"expected_r": 2.0492,
"trade_economics": {
"account_size": 10000.0,
"risk_pct": 1.0,
"position_pct": 100.0,
"shares": 166,
"contracts": 0,
"max_loss_usd": 99.6,
"win_usd": 360.22,
"loss_usd": 99.6,
"expected_value_usd": 203.88,
"risk_per_share": 0.6,
"reward_per_share": 2.17,
"rr_display": {
"reward_risk_ratio": 3.62,
"risk_reward_ratio": 0.28,
"reward_per_share": 2.17,
"risk_per_share": 0.6,
"label_reward_risk": "Reward/Risk 3.62",
"label_risk_reward": "Risk:Reward 1:0.28",
"display": "Reward/Risk 3.62 · Risk:Reward 1:0.28",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"size_label": "None",
"display": "$10,000 → Win +$360 / Loss -$100"
},
"position_sizing": {
"risk_pct": 1.0,
"position_pct": 100.0,
"contracts": 0,
"shares": 166,
"max_loss_usd": 99.6,
"size_label": "None",
"display": "Risk 1.0% → Position 100.0% → 166 unit(s) → Max Loss $99.6"
},
"why_wins_today": [
{
"rank": 1,
"dimension": "risk_reward",
"label": "Best Risk Reward",
"primary_value": 3.62,
"runner_up_value": 1.6,
"wins": true
}
],
"why_not_alternatives": [
{
"symbol": "AVGO",
"rank": 1,
"reasons": [
"Win% 66 vs 70",
"ER 0.9% vs 0.5%",
"Score 0.18 vs 0.22",
"R:R 3.62 vs 1.31"
],
"summary": "Why AMZN over AVGO: Win% 66 vs 70 · ER 0.9% vs 0.5% · Score 0.18 vs 0.22 · R:R 3.62 vs 1.31"
},
{
"symbol": "GOOGL",
"rank": 2,
"reasons": [
"Win% 66 vs 61",
"ER 0.9% vs 0.4%",
"Score 0.18 vs 0.21",
"RS -0.9% vs -1.3%",
"R:R 3.62 vs 1.6"
],
"summary": "Why AMZN over GOOGL: Win% 66 vs 61 · ER 0.9% vs 0.4% · Score 0.18 vs 0.21 · RS -0.9% vs -1.3% · R:R 3.62 vs 1.6"
},
{
"symbol": "TQQQ",
"rank": 4,
"reasons": [
"Win% 66 vs 71",
"ER 0.9% vs 0.4%",
"Score 0.18 vs 0.15",
"RS -0.9% vs -1.7%",
"R:R 3.62 vs 0.46"
],
"summary": "Why AMZN over TQQQ: Win% 66 vs 71 · ER 0.9% vs 0.4% · Score 0.18 vs 0.15 · RS -0.9% vs -1.7% · R:R 3.62 vs 0.46"
},
{
"symbol": "ARM",
"rank": 5,
"reasons": [
"Win% 66 vs 79",
"ER 0.9% vs 0.3%",
"Score 0.18 vs 0.12",
"RS -0.9% vs -1.1%",
"R:R 3.62 vs 0.26"
],
"summary": "Why AMZN over ARM: Win% 66 vs 79 · ER 0.9% vs 0.3% · Score 0.18 vs 0.12 · RS -0.9% vs -1.1% · R:R 3.62 vs 0.26"
},
{
"symbol": "NVDA",
"rank": 6,
"reasons": [
"Win% 66 vs 70",
"ER 0.9% vs 0.3%",
"Score 0.18 vs 0.12",
"RS -0.9% vs -0.7%",
"R:R 3.62 vs 1.32"
],
"summary": "Why AMZN over NVDA: Win% 66 vs 70 · ER 0.9% vs 0.3% · Score 0.18 vs 0.12 · RS -0.9% vs -0.7% · R:R 3.62 vs 1.32"
}
],
"win_prob_source": "rules",
"calibration": {
"calibrated_win_prob": 66.0,
"sample_size": 0,
"confidence_interval": null,
"source": "rules_fallback",
"match_quality": "insufficient",
"win_prob_source": "rules",
"disclaimer": "No historical matches; using rules breakdown"
},
"ev_distribution": {
"expected_value_usd": 203.88,
"win_scenario_usd": 360.22,
"loss_scenario_usd": 99.6,
"win_prob_pct": 66.0,
"display": "EV $+204 (win +$360 @ 66.0% · loss -$100)"
},
"entry_status": {
"current_price": 252.45,
"ideal_entry": 252.6,
"distance_pct": 0.06,
"remaining_er_pct": 0.8,
"live_expected_return_pct": 0.8,
"new_plan": null,
"alternate_entry": null,
"advisory": true,
"advisory_tag": "ADVISORY — 不构成投资建议",
"zone_low": 252.0,
"zone_high": 253.2,
"miss_threshold_pct": 1.0,
"status": "PREMARKET",
"status_reason": "Premarket Ideal Entry — plan not yet live",
"action_hint": "Entry still valid"
}
},
{
"rank": 4,
"symbol": "TQQQ",
"direction": "SHORT",
"instrument": "ETF",
"horizon": "Swing",
"confidence": 71,
"confidence_stars": "★★★☆☆",
"expected_move": "+1.97%",
"expected_return_pct": 1.97,
"win_prob": 71.0,
"win_prob_breakdown": {
"components": [
{
"factor": "Base",
"key": "base",
"points": 50.0
},
{
"factor": "RS",
"key": "rs",
"points": 12.0
},
{
"factor": "Gap",
"key": "gap",
"points": 5.0
},
{
"factor": "Volume",
"key": "volume",
"points": 4.0
}
],
"total": 71.0,
"raw_total": 71.0,
"was_clamped": false
},
"risk_reward": 1.92,
"final_score": 0.15,
"trade_action": "Pass",
"relative_strength": -1.7,
"entry": "Below 71.1 (VWAP)",
"entry_source": "vwap",
"entry_price": 71.17,
"entry_zone": {
"low": 71.08,
"high": 71.27,
"mid": 71.17,
"anchors": [
{
"source": "vwap",
"label": "VWAP",
"price": 71.08
},
{
"source": "orb_low",
"label": "ORB低点",
"price": 71.27
}
],
"display": "Entry Zone 71.08–71.27",
"entry_source": "vwap",
"tolerance_pct": 0.3
},
"stop": "71.9 (ORB高点)",
"stop_source": "orb_high",
"stop_price": 71.9,
"target": "69.8 (预期低点)",
"target_source": "expected_low",
"target_price": 69.77,
"targets": [
"69.8 (预期低点)"
],
"level_anchors": {
"vwap": 71.08,
"orb_high": 71.9,
"orb_low": 71.27,
"prev_high": 72.16,
"prev_low": 72.16,
"prior_close": 72.16,
"orb_from_minute": true
},
"levels_valid": true,
"why": [
"RS弱于QQQ -1.70%",
"Gap 未过度延伸",
"Volume 信号",
"期望R 0.04 < 0.20（EV门禁）"
],
"why_chain": "RS弱于QQQ -1.70% · Gap 未过度延伸 · Volume 信号 · 期望R 0.04 < 0.20（EV门禁）",
"why_vs_runner_up": "—",
"factor_breakdown": {
"relative_strength_vs_qqq": -1.7,
"relative_strength_vs_smh": -1.27,
"relative_weakness_score": 2.46,
"gap_pct": -1.12,
"beta_proxy": 3.02,
"volume_signal": true,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": 1.34,
"prior_day_change_pct": 0.0
},
"edge_type": "Relative Weakness",
"score_formula_display": "final = win_prob(71%) × ER(0.4%) × rr_weight(0.5) / 100",
"expected_high": 71.55,
"expected_low": 69.77,
"expected_close": 70.03,
"current_price": 70.33,
"upside_pct": 0.8,
"downside_risk_pct": 1.73,
"why_factors": [
"RS弱于QQQ -1.70%",
"Gap 未过度延伸",
"Volume 信号",
"期望R 0.04 < 0.20（EV门禁）"
],
"why_today": "RS弱于QQQ -1.70% · Gap 未过度延伸 · Volume 信号 · 期望R 0.04 < 0.20（EV门禁）",
"gap_pct": -1.12,
"rr_display": {
"reward_risk_ratio": 1.92,
"risk_reward_ratio": 0.52,
"reward_per_share": 1.4,
"risk_per_share": 0.73,
"label_reward_risk": "Reward/Risk 1.92",
"label_risk_reward": "Risk:Reward 1:0.52",
"display": "Reward/Risk 1.92 · Risk:Reward 1:0.52",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"catalyst": "Macro Surprise · Oil Selloff",
"invalidation": "Close above stop $71.9",
"advisory": true,
"level_reasons": {
"entry": {
"price": 71.17,
"source": "vwap",
"confidence": 89,
"reasons": [
{
"source": "orb_low",
"label": "ORB Low",
"price": 71.27,
"weight_pct": 30.0,
"matched": true,
"primary": false
},
{
"source": "vwap",
"label": "VWAP",
"price": 71.08,
"weight_pct": 70.0,
"matched": true,
"primary": true
}
]
},
"stop": {
"price": 71.9,
"source": "orb_high",
"confidence": 89,
"reasons": [
{
"source": "orb_high",
"label": "ORB High",
"price": 71.9,
"weight_pct": 70.0,
"matched": true,
"primary": true
},
{
"source": "prev_high",
"label": "Yesterday High",
"price": 72.16,
"weight_pct": 30.0,
"matched": true,
"primary": false
}
]
},
"target": {
"price": 69.77,
"source": "expected_low",
"confidence": 77,
"reasons": [
{
"source": "expected_low",
"label": "Expected Low",
"price": 69.77,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
}
},
"return_calculation": "(71.17-69.77)/71.17=1.97%",
"heuristic_expected_return_pct": 0.43,
"target_action": "买入/平空仓",
"trade_summary_cn": "做空 TQQQ：在 71.17 附近入场，目标 69.77，预期 +1.97%",
"expected_r": 1.0732,
"trade_economics": {
"account_size": 10000.0,
"risk_pct": 1.0,
"position_pct": 96.8,
"shares": 136,
"contracts": 0,
"max_loss_usd": 99.28,
"win_usd": 190.4,
"loss_usd": 99.28,
"expected_value_usd": 106.39,
"risk_per_share": 0.73,
"reward_per_share": 1.4,
"rr_display": {
"reward_risk_ratio": 1.92,
"risk_reward_ratio": 0.52,
"reward_per_share": 1.4,
"risk_per_share": 0.73,
"label_reward_risk": "Reward/Risk 1.92",
"label_risk_reward": "Risk:Reward 1:0.52",
"display": "Reward/Risk 1.92 · Risk:Reward 1:0.52",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"size_label": "None",
"display": "$10,000 → Win +$190 / Loss -$99"
},
"position_sizing": {
"risk_pct": 1.0,
"position_pct": 96.8,
"contracts": 0,
"shares": 136,
"max_loss_usd": 99.28,
"size_label": "None",
"display": "Risk 1.0% → Position 96.8% → 136 unit(s) → Max Loss $99.28"
},
"why_wins_today": [
{
"rank": 1,
"dimension": "liquidity",
"label": "Highest Liquidity",
"primary_value": 5.0,
"runner_up_value": 5.0,
"wins": true
},
{
"rank": 2,
"dimension": "risk_reward",
"label": "Best Risk Reward",
"primary_value": 1.92,
"runner_up_value": 1.6,
"wins": true
}
],
"why_not_alternatives": [
{
"symbol": "AVGO",
"rank": 1,
"reasons": [
"Win% 71 vs 70",
"ER 2.0% vs 0.5%",
"Score 0.15 vs 0.22",
"RS -1.7% vs -0.9%",
"R:R 1.92 vs 1.31"
],
"summary": "Why TQQQ over AVGO: Win% 71 vs 70 · ER 2.0% vs 0.5% · Score 0.15 vs 0.22 · RS -1.7% vs -0.9% · R:R 1.92 vs 1.31"
},
{
"symbol": "GOOGL",
"rank": 2,
"reasons": [
"Win% 71 vs 61",
"ER 2.0% vs 0.4%",
"Score 0.15 vs 0.21",
"RS -1.7% vs -1.3%",
"R:R 1.92 vs 1.6"
],
"summary": "Why TQQQ over GOOGL: Win% 71 vs 61 · ER 2.0% vs 0.4% · Score 0.15 vs 0.21 · RS -1.7% vs -1.3% · R:R 1.92 vs 1.6"
},
{
"symbol": "AMZN",
"rank": 3,
"reasons": [
"Win% 71 vs 66",
"ER 2.0% vs 0.3%",
"Score 0.15 vs 0.18",
"RS -1.7% vs -0.9%",
"R:R 1.92 vs 1.6"
],
"summary": "Why TQQQ over AMZN: Win% 71 vs 66 · ER 2.0% vs 0.3% · Score 0.15 vs 0.18 · RS -1.7% vs -0.9% · R:R 1.92 vs 1.6"
},
{
"symbol": "ARM",
"rank": 5,
"reasons": [
"Win% 71 vs 79",
"ER 2.0% vs 0.3%",
"Score 0.15 vs 0.12",
"RS -1.7% vs -1.1%",
"R:R 1.92 vs 0.26"
],
"summary": "Why TQQQ over ARM: Win% 71 vs 79 · ER 2.0% vs 0.3% · Score 0.15 vs 0.12 · RS -1.7% vs -1.1% · R:R 1.92 vs 0.26"
},
{
"symbol": "NVDA",
"rank": 6,
"reasons": [
"Win% 71 vs 70",
"ER 2.0% vs 0.3%",
"Score 0.15 vs 0.12",
"RS -1.7% vs -0.7%",
"R:R 1.92 vs 1.32"
],
"summary": "Why TQQQ over NVDA: Win% 71 vs 70 · ER 2.0% vs 0.3% · Score 0.15 vs 0.12 · RS -1.7% vs -0.7% · R:R 1.92 vs 1.32"
}
],
"win_prob_source": "rules",
"calibration": {
"calibrated_win_prob": 71.0,
"sample_size": 0,
"confidence_interval": null,
"source": "rules_fallback",
"match_quality": "insufficient",
"win_prob_source": "rules",
"disclaimer": "No historical matches; using rules breakdown"
},
"ev_distribution": {
"expected_value_usd": 106.39,
"win_scenario_usd": 190.4,
"loss_scenario_usd": 99.28,
"win_prob_pct": 71.0,
"display": "EV $+106 (win +$190 @ 71.0% · loss -$99)"
},
"entry_status": {
"current_price": 70.33,
"ideal_entry": 71.17,
"distance_pct": 1.18,
"remaining_er_pct": 0.8,
"live_expected_return_pct": 0.8,
"new_plan": null,
"alternate_entry": null,
"advisory": true,
"advisory_tag": "ADVISORY — 不构成投资建议",
"zone_low": 71.08,
"zone_high": 71.27,
"miss_threshold_pct": 1.0,
"status": "PREMARKET",
"status_reason": "Premarket Ideal Entry — plan not yet live",
"action_hint": "Entry still valid"
}
},
{
"rank": 5,
"symbol": "ARM",
"direction": "SHORT",
"instrument": "Stock",
"horizon": "Swing",
"confidence": 79,
"confidence_stars": "★★★☆☆",
"expected_move": "+2.63%",
"expected_return_pct": 2.63,
"win_prob": 79.0,
"win_prob_breakdown": {
"components": [
{
"factor": "Base",
"key": "base",
"points": 50.0
},
{
"factor": "RS",
"key": "rs",
"points": 20.0
},
{
"factor": "Gap",
"key": "gap",
"points": 5.0
},
{
"factor": "Volume",
"key": "volume",
"points": 4.0
}
],
"total": 79.0,
"raw_total": 79.0,
"was_clamped": false
},
"risk_reward": 1.67,
"final_score": 0.12,
"trade_action": "Pass",
"relative_strength": -1.09,
"entry": "Below 261.2 (VWAP)",
"entry_source": "vwap",
"entry_price": 261.28,
"entry_zone": {
"low": 261.04,
"high": 261.53,
"mid": 261.28,
"anchors": [
{
"source": "vwap",
"label": "VWAP",
"price": 261.22
},
{
"source": "orb_low",
"label": "ORB低点",
"price": 261.04
},
{
"source": "prev_high",
"label": "昨日高点",
"price": 261.53
},
{
"source": "prev_low",
"label": "昨日低点",
"price": 261.53
},
{
"source": "prior_close",
"label": "昨收",
"price": 261.53
}
],
"display": "Entry Zone 261.04–261.53",
"entry_source": "vwap",
"tolerance_pct": 0.3
},
"stop": "265.4 (ORB高点)",
"stop_source": "orb_high",
"stop_price": 265.4,
"target": "254.4 (预期低点)",
"target_source": "expected_low",
"target_price": 254.42,
"targets": [
"254.4 (预期低点)"
],
"level_anchors": {
"vwap": 261.22,
"orb_high": 265.4,
"orb_low": 261.04,
"prev_high": 261.53,
"prev_low": 261.53,
"prior_close": 261.53,
"orb_from_minute": true
},
"levels_valid": true,
"why": [
"RS弱于QQQ -1.09%",
"RS弱于SMH -0.66%",
"Gap 未过度延伸",
"Volume 信号",
"期望R -0.00 < 0.20（EV门禁）"
],
"why_chain": "RS弱于QQQ -1.09% · RS弱于SMH -0.66% · Gap 未过度延伸 · Volume 信号",
"why_vs_runner_up": "—",
"factor_breakdown": {
"relative_strength_vs_qqq": -1.09,
"relative_strength_vs_smh": -0.66,
"relative_weakness_score": 1.49,
"gap_pct": -0.19,
"beta_proxy": 2.3,
"volume_signal": true,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": 1.34,
"prior_day_change_pct": 0.0
},
"edge_type": "Relative Weakness",
"score_formula_display": "final = win_prob(79%) × ER(0.3%) × rr_weight(0.5) / 100",
"expected_high": 264.23,
"expected_low": 254.42,
"expected_close": 255.67,
"current_price": 256.47,
"upside_pct": 0.8,
"downside_risk_pct": 3.03,
"why_factors": [
"RS弱于QQQ -1.09%",
"RS弱于SMH -0.66%",
"Gap 未过度延伸",
"Volume 信号",
"期望R -0.00 < 0.20（EV门禁）"
],
"why_today": "RS弱于QQQ -1.09% · RS弱于SMH -0.66% · Gap 未过度延伸 · Volume 信号",
"gap_pct": -0.19,
"rr_display": {
"reward_risk_ratio": 1.67,
"risk_reward_ratio": 0.6,
"reward_per_share": 6.86,
"risk_per_share": 4.12,
"label_reward_risk": "Reward/Risk 1.67",
"label_risk_reward": "Risk:Reward 1:0.60",
"display": "Reward/Risk 1.67 · Risk:Reward 1:0.60",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"catalyst": "Macro Surprise · Oil Selloff",
"invalidation": "Close above stop $265.4",
"advisory": true,
"level_reasons": {
"entry": {
"price": 261.28,
"source": "vwap",
"confidence": 98,
"reasons": [
{
"source": "orb_low",
"label": "ORB Low",
"price": 261.04,
"weight_pct": 19.0,
"matched": true,
"primary": false
},
{
"source": "vwap",
"label": "VWAP",
"price": 261.22,
"weight_pct": 44.0,
"matched": true,
"primary": true
},
{
"source": "prev_low",
"label": "Yesterday Low",
"price": 261.53,
"weight_pct": 19.0,
"matched": true,
"primary": false
},
{
"source": "prior_close",
"label": "Prior Close",
"price": 261.53,
"weight_pct": 19.0,
"matched": true,
"primary": false
}
]
},
"stop": {
"price": 265.4,
"source": "orb_high",
"confidence": 77,
"reasons": [
{
"source": "orb_high",
"label": "ORB High",
"price": 265.4,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
},
"target": {
"price": 254.42,
"source": "expected_low",
"confidence": 77,
"reasons": [
{
"source": "expected_low",
"label": "Expected Low",
"price": 254.42,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
}
},
"return_calculation": "(261.28-254.42)/261.28=2.63%",
"heuristic_expected_return_pct": 0.31,
"target_action": "买入/平空仓",
"trade_summary_cn": "做空 ARM：在 261.28 附近入场，目标 254.42，预期 +2.63%",
"expected_r": 1.1093,
"trade_economics": {
"account_size": 10000.0,
"risk_pct": 1.0,
"position_pct": 62.7,
"shares": 24,
"contracts": 0,
"max_loss_usd": 98.88,
"win_usd": 164.64,
"loss_usd": 98.88,
"expected_value_usd": 109.3,
"risk_per_share": 4.12,
"reward_per_share": 6.86,
"rr_display": {
"reward_risk_ratio": 1.67,
"risk_reward_ratio": 0.6,
"reward_per_share": 6.86,
"risk_per_share": 4.12,
"label_reward_risk": "Reward/Risk 1.67",
"label_risk_reward": "Risk:Reward 1:0.60",
"display": "Reward/Risk 1.67 · Risk:Reward 1:0.60",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"size_label": "None",
"display": "$10,000 → Win +$165 / Loss -$99"
},
"position_sizing": {
"risk_pct": 1.0,
"position_pct": 62.7,
"contracts": 0,
"shares": 24,
"max_loss_usd": 98.88,
"size_label": "None",
"display": "Risk 1.0% → Position 62.7% → 24 unit(s) → Max Loss $98.88"
},
"why_wins_today": [
{
"rank": 1,
"dimension": "expected_range",
"label": "Largest Expected Range",
"primary_value": 3.83,
"runner_up_value": 2.99,
"wins": true
},
{
"rank": 2,
"dimension": "win_prob",
"label": "Highest Probability",
"primary_value": 79.0,
"runner_up_value": 71.0,
"wins": true
},
{
"rank": 3,
"dimension": "risk_reward",
"label": "Best Risk Reward",
"primary_value": 1.67,
"runner_up_value": 1.6,
"wins": true
}
],
"why_not_alternatives": [
{
"symbol": "AVGO",
"rank": 1,
"reasons": [
"Win% 79 vs 70",
"ER 2.6% vs 0.5%",
"Score 0.12 vs 0.22",
"RS -1.1% vs -0.9%",
"R:R 1.67 vs 1.31"
],
"summary": "Why ARM over AVGO: Win% 79 vs 70 · ER 2.6% vs 0.5% · Score 0.12 vs 0.22 · RS -1.1% vs -0.9% · R:R 1.67 vs 1.31"
},
{
"symbol": "GOOGL",
"rank": 2,
"reasons": [
"Win% 79 vs 61",
"ER 2.6% vs 0.4%",
"Score 0.12 vs 0.21",
"RS -1.1% vs -1.3%",
"R:R 1.67 vs 1.6"
],
"summary": "Why ARM over GOOGL: Win% 79 vs 61 · ER 2.6% vs 0.4% · Score 0.12 vs 0.21 · RS -1.1% vs -1.3% · R:R 1.67 vs 1.6"
},
{
"symbol": "AMZN",
"rank": 3,
"reasons": [
"Win% 79 vs 66",
"ER 2.6% vs 0.3%",
"Score 0.12 vs 0.18",
"RS -1.1% vs -0.9%",
"R:R 1.67 vs 1.6"
],
"summary": "Why ARM over AMZN: Win% 79 vs 66 · ER 2.6% vs 0.3% · Score 0.12 vs 0.18 · RS -1.1% vs -0.9% · R:R 1.67 vs 1.6"
},
{
"symbol": "TQQQ",
"rank": 4,
"reasons": [
"Win% 79 vs 71",
"ER 2.6% vs 0.4%",
"Score 0.12 vs 0.15",
"RS -1.1% vs -1.7%",
"R:R 1.67 vs 0.46"
],
"summary": "Why ARM over TQQQ: Win% 79 vs 71 · ER 2.6% vs 0.4% · Score 0.12 vs 0.15 · RS -1.1% vs -1.7% · R:R 1.67 vs 0.46"
},
{
"symbol": "NVDA",
"rank": 6,
"reasons": [
"Win% 79 vs 70",
"ER 2.6% vs 0.3%",
"RS -1.1% vs -0.7%",
"R:R 1.67 vs 1.32"
],
"summary": "Why ARM over NVDA: Win% 79 vs 70 · ER 2.6% vs 0.3% · RS -1.1% vs -0.7% · R:R 1.67 vs 1.32"
}
],
"win_prob_source": "rules",
"calibration": {
"calibrated_win_prob": 79.0,
"sample_size": 0,
"confidence_interval": null,
"source": "rules_fallback",
"match_quality": "insufficient",
"win_prob_source": "rules",
"disclaimer": "No historical matches; using rules breakdown"
},
"ev_distribution": {
"expected_value_usd": 109.3,
"win_scenario_usd": 164.64,
"loss_scenario_usd": 98.88,
"win_prob_pct": 79.0,
"display": "EV $+109 (win +$165 @ 79.0% · loss -$99)"
},
"entry_status": {
"current_price": 256.47,
"ideal_entry": 261.28,
"distance_pct": 1.84,
"remaining_er_pct": 0.8,
"live_expected_return_pct": 0.8,
"new_plan": null,
"alternate_entry": null,
"advisory": true,
"advisory_tag": "ADVISORY — 不构成投资建议",
"zone_low": 261.04,
"zone_high": 261.53,
"miss_threshold_pct": 1.0,
"status": "PREMARKET",
"status_reason": "Premarket Ideal Entry — plan not yet live",
"action_hint": "Entry still valid"
}
}
],
"watchlist_items": [
{
"symbol": "NVDA",
"rank": 6,
"win_prob": 70.0,
"expected_return_pct": 0.27,
"trade_action": "Pass",
"why": "RS弱于QQQ -0.67% · Gap 未过度延伸 · News 1 (利空做空) · Volume 信号",
"note": "Monitor — below trade threshold"
},
{
"symbol": "TSLA",
"rank": 7,
"win_prob": 71.0,
"expected_return_pct": 0.13,
"trade_action": "Pass",
"why": "RS弱于QQQ -0.52% · Gap 未过度延伸 · Volume 信号 · 期望R 0.15 < 0.20（EV门禁）",
"note": "Monitor — below trade threshold"
},
{
"symbol": "SMH",
"rank": 8,
"win_prob": 65.0,
"expected_return_pct": 0.09,
"trade_action": "Pass",
"why": "RS弱于QQQ -0.43% · Gap 未过度延伸 · Volume 信号 · 期望R 0.03 < 0.20（EV门禁）",
"note": "Monitor — below trade threshold"
},
{
"symbol": "QQQ",
"rank": 9,
"win_prob": 59.0,
"expected_return_pct": 0.02,
"trade_action": "Pass",
"why": "Gap 未过度延伸 · Volume 信号 · 几何上行 <1.5%（软门槛）",
"note": "Monitor — below trade threshold"
},
{
"symbol": "MSFT",
"rank": 10,
"win_prob": 48.0,
"expected_return_pct": -0.02,
"trade_action": "Pass",
"why": "Gap 未过度延伸 · News 1 (利空做空) · 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": 47,
"entry": "Near 656.5 (swing zone)",
"entry_source": "swing_zone",
"entry_price": 656.48,
"entry_zone": {
"low": 646.53,
"high": 658.45,
"mid": 656.48,
"display": "$646.53–$658.45",
"source": "swing_pullback"
},
"stop": "626.6 (1.75xATR)",
"stop_source": "1.75xATR",
"stop_price": 626.62,
"target": "696.3 (T1 ~6.1%)",
"target_source": "2xATR_or_5pct",
"target_price": 696.29,
"targets": [
{
"price": 696.29,
"label": "T1",
"pct": 6.06
},
{
"price": 722.13,
"label": "T2",
"pct": 10.0
}
],
"expected_return_pct": 6.06,
"expected_move": "+6.06%",
"risk_reward": 1.33,
"win_prob": 42.0,
"final_score": 0.0,
"swing_quality": 7.0,
"atr": 19.9036,
"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": 658.45,
"why": [
"高流动性波段标的 META",
"Prior day +0.0%",
"5D momentum +13.0%",
"RS vs QQQ +8.17%",
"Swing score 7.0"
],
"why_chain": "高流动性波段标的 META · Prior day +0.0% · 5D momentum +13.0% · RS vs QQQ +8.17%",
"invalidation": "Close beyond stop $626.62 or thesis broken (trend flip / catalyst fade)",
"trade_summary_cn": "波段做多 META：理想入场 $646.53–$658.45，止损 $626.62，目标 $696.29（约 +6.1%），持仓天数–数周",
"one_liner": "波段做多 META：理想入场 $646.53–$658.45，止损 $626.62，目标 $696.29（约 +6.1%），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）：Macro Surprise、Oil Selloff、Trade Policy",
"catalyst": "Macro Surprise、Oil Selloff、Trade Policy"
},
"index_edge": {
"edge": "YES",
"why": "QQQ 走弱 -0.89%（做空 edge）"
},
"sector_edge": {
"edge": "NO",
"why": "板块相对强度不足"
},
"stock_edge": {
"edge": "NO",
"why": "无单票 RS+新闻+量能共振"
},
"advisory": "ADVISORY — 不构成投资建议"
},
"trade_candidates": [
{
"symbol": "AVGO",
"win_prob": 70.0,
"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": 70.0,
"raw_total": 70.0,
"was_clamped": false
},
"expected_return_pct": 0.48,
"expected_high": 364.38,
"expected_low": 359.27,
"expected_close": 360.42,
"current_price": 362.17,
"upside_pct": 0.8,
"downside_risk_pct": 0.61,
"risk_reward": 1.31,
"rr_display": {
"reward_risk_ratio": 1.31,
"risk_reward_ratio": 0.76,
"reward_per_share": null,
"risk_per_share": null,
"label_reward_risk": "Reward/Risk 1.31",
"label_risk_reward": "Risk:Reward 1:0.76",
"display": "Reward/Risk 1.31 · Risk:Reward 1:0.76",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"expected_r": 0.617,
"final_score": 0.22,
"trade_action": "Pass",
"trade": "Pass",
"gap_pct": -3.11,
"relative_strength": -0.89,
"relative_strength_vs_smh": -0.46,
"relative_weakness_score": 1.17,
"prior_day_change_pct": 0.0,
"why_factors": [
"RS弱于QQQ -0.89%",
"Volume 信号",
"几何上行 <1.5%（软门槛）"
],
"why": "RS弱于QQQ -0.89% · Volume 信号 · 几何上行 <1.5%（软门槛）",
"score": 2,
"news_count": 0,
"factor_breakdown": {
"relative_strength_vs_qqq": -0.89,
"relative_strength_vs_smh": -0.46,
"relative_weakness_score": 1.17,
"gap_pct": -3.11,
"beta_proxy": 2.06,
"volume_signal": true,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": 1.34,
"prior_day_change_pct": 0.0
},
"edge_type": "Relative Weakness",
"score_formula_display": "final = win_prob(70%) × ER(0.5%) × rr_weight(0.66) / 100",
"rr_weight": 0.66,
"why_vs_runner_up": "AVGO RS -0.9% vs GOOGL -1.3%；ER 0.5% vs 0.4%；Win% 70 vs 61；relative weakness play",
"advisory": true,
"rank": 1,
"direction": "SHORT"
},
{
"symbol": "GOOGL",
"win_prob": 61.0,
"win_prob_breakdown": {
"components": [
{
"factor": "Base",
"key": "base",
"points": 50.0
},
{
"factor": "RS",
"key": "rs",
"points": 12.0
},
{
"factor": "Catalyst",
"key": "catalyst",
"points": -5.0
},
{
"factor": "Volume",
"key": "volume",
"points": 4.0
}
],
"total": 61.0,
"raw_total": 61.0,
"was_clamped": false
},
"expected_return_pct": 0.44,
"expected_high": 332.64,
"expected_low": 328.34,
"expected_close": 329.55,
"current_price": 330.99,
"upside_pct": 0.8,
"downside_risk_pct": 0.5,
"risk_reward": 1.6,
"rr_display": {
"reward_risk_ratio": 1.6,
"risk_reward_ratio": 0.62,
"reward_per_share": null,
"risk_per_share": null,
"label_reward_risk": "Reward/Risk 1.60",
"label_risk_reward": "Risk:Reward 1:0.62",
"display": "Reward/Risk 1.60 · Risk:Reward 1:0.62",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"expected_r": 0.586,
"final_score": 0.21,
"trade_action": "Pass",
"trade": "Pass",
"gap_pct": -2.09,
"relative_strength": -1.34,
"relative_strength_vs_smh": -0.91,
"relative_weakness_score": 1.89,
"prior_day_change_pct": 0.0,
"why_factors": [
"RS弱于QQQ -1.34%",
"News 1 (利空做空)",
"Volume 信号",
"几何上行 <1.5%（软门槛）"
],
"why": "RS弱于QQQ -1.34% · News 1 (利空做空) · Volume 信号 · 几何上行 <1.5%（软门槛）",
"score": 2,
"news_count": 1,
"factor_breakdown": {
"relative_strength_vs_qqq": -1.34,
"relative_strength_vs_smh": -0.91,
"relative_weakness_score": 1.89,
"gap_pct": -2.09,
"beta_proxy": 2.6,
"volume_signal": true,
"news_count": 1,
"extended_gap_penalty": 0.0,
"vix_change_pct": 1.34,
"prior_day_change_pct": 0.0
},
"edge_type": "Relative Weakness",
"score_formula_display": "final = win_prob(61%) × ER(0.4%) × rr_weight(0.8) / 100",
"rr_weight": 0.8,
"why_vs_runner_up": "—",
"advisory": true,
"rank": 2,
"direction": "SHORT"
},
{
"symbol": "AMZN",
"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": 0.34,
"expected_high": 253.71,
"expected_low": 250.43,
"expected_close": 251.6,
"current_price": 252.45,
"upside_pct": 0.8,
"downside_risk_pct": 0.5,
"risk_reward": 1.6,
"rr_display": {
"reward_risk_ratio": 1.6,
"risk_reward_ratio": 0.62,
"reward_per_share": null,
"risk_per_share": null,
"label_reward_risk": "Reward/Risk 1.60",
"label_risk_reward": "Risk:Reward 1:0.62",
"display": "Reward/Risk 1.60 · Risk:Reward 1:0.62",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
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