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 50
H-2026-09-11-001Surprise：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；Morning Hypothesis 被 Chip/Macro 冲突推翻——复盘 P10/P15 权重
{
"date": "2026-09-11",
"features": {
"dgs10": 4.83,
"dgs2": null,
"vix": 17.08,
"vix_chg": -4.26,
"qqq_chg": -0.19,
"smh_chg": -1.0,
"nvda_chg": -2.38,
"spy_chg": 0.0,
"oil_chg": 0.0,
"dxy_chg": 0.07,
"breadth_proxy": 0.5714285714285714,
"qqq_gap": -0.73,
"news_headline_count": 19,
"news_bearish_ratio": 0.0,
"news_ai_mentions": 10,
"news_macro_mentions": 2,
"news_oil_mentions": 4,
"news_risk_mentions": 0
},
"regime": {
"label": "AI Expansion",
"confidence": 0.82
},
"hypothesis": {
"id": "H-2026-09-11-001",
"statement": "Inflation is today's primary market driver",
"evidence": [
"VIX=17.1 (low fear)",
"VIX↓ -4.3% (risk-on)"
],
"counter_evidence": [
"10Y=4.83% (elevated rates)"
],
"confidence": 0.58,
"status": "待验证"
},
"morning": {
"bias": "Strong Bear",
"total": -5,
"driver_type": "Political",
"daily_driver": "Geopolitical Risk",
"best_opportunity": {
"direction": "NO TRADE",
"symbol": "—",
"instrument": "—",
"horizon": "—",
"confidence": 45,
"entry": "—",
"stop": "—",
"target": "—",
"targets": [],
"duration": "—",
"why": [
"今日无任何标的达到交易阈值"
],
"why_chain": "今日无任何标的达到交易阈值",
"avoid": [],
"one_liner": "今日无任何标的达到交易阈值",
"p16_gate": "No Trade",
"threshold_message": "今日无任何标的达到交易阈值",
"advisory": true
},
"best_trades": {
"primary": null,
"secondary": null,
"watchlist": null,
"index_trade": "NO TRADE",
"p16_gate": "No Trade",
"threshold_message": "今日无任何标的达到交易阈值",
"stock_trades": [],
"top_trades": [
{
"rank": 1,
"symbol": "MU",
"direction": "SHORT",
"instrument": "Stock",
"horizon": "Swing",
"confidence": 71,
"confidence_stars": "★★★☆☆",
"expected_move": "+1.28%",
"expected_return_pct": 1.28,
"win_prob": 71.0,
"win_prob_breakdown": {
"components": [
{
"factor": "Base",
"key": "base",
"points": 50.0
},
{
"factor": "RS",
"key": "rs",
"points": 20.0
},
{
"factor": "Volume",
"key": "volume",
"points": 4.0
},
{
"factor": "Macro",
"key": "macro",
"points": -3.0
}
],
"total": 71.0,
"raw_total": 71.0,
"was_clamped": false
},
"risk_reward": 16.0,
"final_score": 0.46,
"trade_action": "Pass",
"relative_strength": -3.47,
"entry": "Below 986.9 (VWAP)",
"entry_source": "vwap",
"entry_price": 987.71,
"entry_zone": {
"low": 986.93,
"high": 988.5,
"mid": 987.71,
"anchors": [
{
"source": "vwap",
"label": "VWAP",
"price": 986.93
},
{
"source": "orb_high",
"label": "ORB高点",
"price": 988.5
}
],
"display": "Entry Zone 987–988",
"entry_source": "vwap",
"tolerance_pct": 0.3
},
"stop": "988.5 (ORB高点)",
"stop_source": "orb_high",
"stop_price": 988.5,
"target": "975.1 (预期收盘)",
"target_source": "expected_close",
"target_price": 975.07,
"targets": [
"975.1 (预期收盘)"
],
"level_anchors": {
"vwap": 986.93,
"orb_high": 988.5,
"orb_low": 970.6,
"prev_high": 1027.77,
"prev_low": 1027.77,
"prior_close": 1027.77,
"orb_from_minute": true
},
"levels_valid": true,
"why": [
"RS弱于QQQ -3.47%",
"RS弱于SMH -2.40%",
"Volume 信号",
"VIX 回落 (做空逆风)",
"几何上行 <1.5%（软门槛）"
],
"why_chain": "RS弱于QQQ -3.47% · RS弱于SMH -2.40% · Volume 信号 · VIX 回落 (做空逆风)",
"why_vs_runner_up": "MU RS -3.5% vs ARM -2.3%；ER 1.3% vs 0.9%；higher beta (9.7 vs 6.8)；relative weakness play",
"factor_breakdown": {
"relative_strength_vs_qqq": -3.47,
"relative_strength_vs_smh": -2.4,
"relative_weakness_score": 4.91,
"gap_pct": -4.09,
"beta_proxy": 9.67,
"volume_signal": true,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": -4.26,
"prior_day_change_pct": 0.0
},
"edge_type": "Relative Weakness",
"score_formula_display": "final = win_prob(71%) × ER(1.3%) × rr_weight(0.5) / 100",
"expected_high": 1000.93,
"expected_low": 975.07,
"expected_close": 975.07,
"current_price": 988.0,
"upside_pct": 1.31,
"downside_risk_pct": 1.31,
"why_factors": [
"RS弱于QQQ -3.47%",
"RS弱于SMH -2.40%",
"Volume 信号",
"VIX 回落 (做空逆风)",
"几何上行 <1.5%（软门槛）"
],
"why_today": "RS弱于QQQ -3.47% · RS弱于SMH -2.40% · Volume 信号 · VIX 回落 (做空逆风)",
"gap_pct": -4.09,
"rr_display": {
"reward_risk_ratio": 16.0,
"risk_reward_ratio": 0.06,
"reward_per_share": 12.64,
"risk_per_share": 0.79,
"label_reward_risk": "Reward/Risk 16.00",
"label_risk_reward": "Risk:Reward 1:0.06",
"display": "Reward/Risk 16.00 · Risk:Reward 1:0.06",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"catalyst": "Geopolitical Risk · Geopolitical Risk",
"invalidation": "Close above stop $988.5 · Geopolitical escalation invalidates mean-reversion",
"advisory": true,
"level_reasons": {
"entry": {
"price": 987.71,
"source": "vwap",
"confidence": 77,
"reasons": [
{
"source": "vwap",
"label": "VWAP",
"price": 986.93,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
},
"stop": {
"price": 988.5,
"source": "orb_high",
"confidence": 89,
"reasons": [
{
"source": "orb_high",
"label": "ORB High",
"price": 988.5,
"weight_pct": 70.0,
"matched": true,
"primary": true
},
{
"source": "vwap",
"label": "VWAP",
"price": 986.93,
"weight_pct": 30.0,
"matched": true,
"primary": false
}
]
},
"target": {
"price": 975.07,
"source": "expected_close",
"confidence": 77,
"reasons": [
{
"source": "expected_close",
"label": "Expected Close",
"price": 975.07,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
}
},
"return_calculation": "(987.71-975.07)/987.71=1.28%",
"heuristic_expected_return_pct": 1.31,
"target_action": "买入/平空仓",
"trade_summary_cn": "做空 MU：在 987.71 附近入场，目标 975.07，预期 +1.28%",
"expected_r": 11.07,
"trade_economics": {
"account_size": 10000.0,
"risk_pct": 1.0,
"position_pct": 100.0,
"shares": 126,
"contracts": 0,
"max_loss_usd": 99.54,
"win_usd": 1592.64,
"loss_usd": 99.54,
"expected_value_usd": 1101.91,
"risk_per_share": 0.79,
"reward_per_share": 12.64,
"rr_display": {
"reward_risk_ratio": 16.0,
"risk_reward_ratio": 0.06,
"reward_per_share": 12.64,
"risk_per_share": 0.79,
"label_reward_risk": "Reward/Risk 16.00",
"label_risk_reward": "Risk:Reward 1:0.06",
"display": "Reward/Risk 16.00 · Risk:Reward 1:0.06",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"size_label": "None",
"display": "$10,000 → Win +$1593 / Loss -$100"
},
"position_sizing": {
"risk_pct": 1.0,
"position_pct": 100.0,
"contracts": 0,
"shares": 126,
"max_loss_usd": 99.54,
"size_label": "None",
"display": "Risk 1.0% → Position 100.0% → 126 unit(s) → Max Loss $99.54"
},
"why_wins_today": [
{
"rank": 1,
"dimension": "expected_range",
"label": "Largest Expected Range",
"primary_value": 2.62,
"runner_up_value": 2.39,
"wins": true
},
{
"rank": 2,
"dimension": "win_prob",
"label": "Highest Probability",
"primary_value": 71.0,
"runner_up_value": 71.0,
"wins": true
},
{
"rank": 3,
"dimension": "risk_reward",
"label": "Best Risk Reward",
"primary_value": 16.0,
"runner_up_value": 3.77,
"wins": true
}
],
"why_not_alternatives": [
{
"symbol": "ARM",
"rank": 2,
"reasons": [
"ER 1.3% vs 0.9%",
"Score 0.46 vs 0.4",
"RS -3.5% vs -2.3%",
"R:R 16.0 vs 1.3"
],
"summary": "Why MU over ARM: ER 1.3% vs 0.9% · Score 0.46 vs 0.4 · RS -3.5% vs -2.3% · R:R 16.0 vs 1.3"
},
{
"symbol": "AMD",
"rank": 3,
"reasons": [
"ER 1.3% vs 0.7%",
"Score 0.46 vs 0.37",
"RS -3.5% vs -1.9%",
"R:R 16.0 vs 1.45"
],
"summary": "Why MU over AMD: ER 1.3% vs 0.7% · Score 0.46 vs 0.37 · RS -3.5% vs -1.9% · R:R 16.0 vs 1.45"
},
{
"symbol": "TQQQ",
"rank": 4,
"reasons": [
"Win% 71 vs 45",
"ER 1.3% vs 0.4%",
"Score 0.46 vs 0.25",
"RS -3.5% vs -1.0%",
"R:R 16.0 vs 3.77"
],
"summary": "Why MU over TQQQ: Win% 71 vs 45 · ER 1.3% vs 0.4% · Score 0.46 vs 0.25 · RS -3.5% vs -1.0% · R:R 16.0 vs 3.77"
},
{
"symbol": "SMH",
"rank": 5,
"reasons": [
"Win% 71 vs 45",
"ER 1.3% vs 0.5%",
"Score 0.46 vs 0.2",
"RS -3.5% vs -1.1%",
"R:R 16.0 vs 1.97"
],
"summary": "Why MU over SMH: Win% 71 vs 45 · ER 1.3% vs 0.5% · Score 0.46 vs 0.2 · RS -3.5% vs -1.1% · R:R 16.0 vs 1.97"
},
{
"symbol": "NVDA",
"rank": 6,
"reasons": [
"Win% 71 vs 44",
"ER 1.3% vs 0.5%",
"Score 0.46 vs 0.18",
"RS -3.5% vs -1.3%",
"R:R 16.0 vs 1.6"
],
"summary": "Why MU over NVDA: Win% 71 vs 44 · ER 1.3% vs 0.5% · Score 0.46 vs 0.18 · RS -3.5% vs -1.3% · R:R 16.0 vs 1.6"
}
],
"rank_summary": "MU ranked #1 because largest expected range + highest probability + best reward/risk",
"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": 1101.91,
"win_scenario_usd": 1592.64,
"loss_scenario_usd": 99.54,
"win_prob_pct": 71.0,
"display": "EV $+1102 (win +$1593 @ 71.0% · loss -$100)"
},
"entry_status": {
"current_price": 988.0,
"ideal_entry": 987.71,
"distance_pct": -0.03,
"remaining_er_pct": 1.31,
"live_expected_return_pct": 1.31,
"new_plan": null,
"alternate_entry": null,
"advisory": true,
"advisory_tag": "ADVISORY — 不构成投资建议",
"zone_low": 986.93,
"zone_high": 988.5,
"miss_threshold_pct": 1.0,
"status": "PREMARKET",
"status_reason": "Premarket Ideal Entry — plan not yet live",
"action_hint": "Entry still valid"
}
},
{
"rank": 2,
"symbol": "ARM",
"direction": "SHORT",
"instrument": "Stock",
"horizon": "Swing",
"confidence": 71,
"confidence_stars": "★★★☆☆",
"expected_move": "+1.18%",
"expected_return_pct": 1.18,
"win_prob": 71.0,
"win_prob_breakdown": {
"components": [
{
"factor": "Base",
"key": "base",
"points": 50.0
},
{
"factor": "RS",
"key": "rs",
"points": 20.0
},
{
"factor": "Volume",
"key": "volume",
"points": 4.0
},
{
"factor": "Macro",
"key": "macro",
"points": -3.0
}
],
"total": 71.0,
"raw_total": 71.0,
"was_clamped": false
},
"risk_reward": 23.35,
"final_score": 0.4,
"trade_action": "Pass",
"relative_strength": -2.3,
"entry": "Below 257.1 (现价)",
"entry_source": "current",
"entry_price": 257.21,
"entry_zone": {
"low": 257.09,
"high": 257.34,
"mid": 257.21,
"anchors": [
{
"source": "orb_high",
"label": "ORB高点",
"price": 257.34
}
],
"display": "Entry Zone 257.09–257.34",
"entry_source": "current",
"tolerance_pct": 0.3
},
"stop": "257.3 (ORB高点)",
"stop_source": "orb_high",
"stop_price": 257.34,
"target": "254.2 (预期低点)",
"target_source": "expected_low",
"target_price": 254.18,
"targets": [
"254.2 (预期低点)"
],
"level_anchors": {
"vwap": 256.18,
"orb_high": 257.34,
"orb_low": 251.49,
"prev_high": 264.23,
"prev_low": 264.23,
"prior_close": 264.23,
"orb_from_minute": true
},
"levels_valid": true,
"why": [
"RS弱于QQQ -2.30%",
"RS弱于SMH -1.23%",
"Volume 信号",
"VIX 回落 (做空逆风)",
"几何上行 <1.5%（软门槛）"
],
"why_chain": "RS弱于QQQ -2.30% · RS弱于SMH -1.23% · Volume 信号 · VIX 回落 (做空逆风)",
"why_vs_runner_up": "—",
"factor_breakdown": {
"relative_strength_vs_qqq": -2.3,
"relative_strength_vs_smh": -1.23,
"relative_weakness_score": 3.04,
"gap_pct": -3.3,
"beta_proxy": 6.75,
"volume_signal": true,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": -4.26,
"prior_day_change_pct": 0.0
},
"edge_type": "Relative Weakness",
"score_formula_display": "final = win_prob(71%) × ER(0.9%) × rr_weight(0.65) / 100",
"expected_high": 259.33,
"expected_low": 254.18,
"expected_close": 254.85,
"current_price": 257.09,
"upside_pct": 1.13,
"downside_risk_pct": 0.87,
"why_factors": [
"RS弱于QQQ -2.30%",
"RS弱于SMH -1.23%",
"Volume 信号",
"VIX 回落 (做空逆风)",
"几何上行 <1.5%（软门槛）"
],
"why_today": "RS弱于QQQ -2.30% · RS弱于SMH -1.23% · Volume 信号 · VIX 回落 (做空逆风)",
"gap_pct": -3.3,
"rr_display": {
"reward_risk_ratio": 23.31,
"risk_reward_ratio": 0.04,
"reward_per_share": 3.03,
"risk_per_share": 0.13,
"label_reward_risk": "Reward/Risk 23.31",
"label_risk_reward": "Risk:Reward 1:0.04",
"display": "Reward/Risk 23.31 · Risk:Reward 1:0.04",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"catalyst": "Geopolitical Risk · Geopolitical Risk",
"invalidation": "Close above stop $257.34 · Geopolitical escalation invalidates mean-reversion",
"advisory": true,
"level_reasons": {
"entry": {
"price": 257.21,
"source": "current",
"confidence": 67,
"reasons": [
{
"source": "vwap",
"label": "VWAP",
"price": 256.18,
"weight_pct": 100.0,
"matched": true,
"primary": false
}
]
},
"stop": {
"price": 257.34,
"source": "orb_high",
"confidence": 89,
"reasons": [
{
"source": "orb_high",
"label": "ORB High",
"price": 257.34,
"weight_pct": 70.0,
"matched": true,
"primary": true
},
{
"source": "vwap",
"label": "VWAP",
"price": 256.18,
"weight_pct": 30.0,
"matched": true,
"primary": false
}
]
},
"target": {
"price": 254.18,
"source": "expected_low",
"confidence": 77,
"reasons": [
{
"source": "expected_low",
"label": "Expected Low",
"price": 254.18,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
}
},
"return_calculation": "(257.21-254.18)/257.21=1.18%",
"heuristic_expected_return_pct": 0.87,
"target_action": "买入/平空仓",
"trade_summary_cn": "做空 ARM：在 257.21 附近入场，目标 254.18，预期 +1.18%",
"expected_r": 16.2885,
"trade_economics": {
"account_size": 10000.0,
"risk_pct": 1.0,
"position_pct": 100.0,
"shares": 769,
"contracts": 0,
"max_loss_usd": 99.97,
"win_usd": 2330.07,
"loss_usd": 99.97,
"expected_value_usd": 1625.36,
"risk_per_share": 0.13,
"reward_per_share": 3.03,
"rr_display": {
"reward_risk_ratio": 23.31,
"risk_reward_ratio": 0.04,
"reward_per_share": 3.03,
"risk_per_share": 0.13,
"label_reward_risk": "Reward/Risk 23.31",
"label_risk_reward": "Risk:Reward 1:0.04",
"display": "Reward/Risk 23.31 · Risk:Reward 1:0.04",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"size_label": "None",
"display": "$10,000 → Win +$2330 / Loss -$100"
},
"position_sizing": {
"risk_pct": 1.0,
"position_pct": 100.0,
"contracts": 0,
"shares": 769,
"max_loss_usd": 99.97,
"size_label": "None",
"display": "Risk 1.0% → Position 100.0% → 769 unit(s) → Max Loss $99.97"
},
"why_wins_today": [
{
"rank": 1,
"dimension": "win_prob",
"label": "Highest Probability",
"primary_value": 71.0,
"runner_up_value": 71.0,
"wins": true
},
{
"rank": 2,
"dimension": "risk_reward",
"label": "Best Risk Reward",
"primary_value": 23.35,
"runner_up_value": 3.77,
"wins": true
}
],
"why_not_alternatives": [
{
"symbol": "MU",
"rank": 1,
"reasons": [
"ER 1.2% vs 1.3%",
"Score 0.4 vs 0.46",
"RS -2.3% vs -3.5%",
"R:R 23.35 vs 1.0"
],
"summary": "Why ARM over MU: ER 1.2% vs 1.3% · Score 0.4 vs 0.46 · RS -2.3% vs -3.5% · R:R 23.35 vs 1.0"
},
{
"symbol": "AMD",
"rank": 3,
"reasons": [
"ER 1.2% vs 0.7%",
"Score 0.4 vs 0.37",
"RS -2.3% vs -1.9%",
"R:R 23.35 vs 1.45"
],
"summary": "Why ARM over AMD: ER 1.2% vs 0.7% · Score 0.4 vs 0.37 · RS -2.3% vs -1.9% · R:R 23.35 vs 1.45"
},
{
"symbol": "TQQQ",
"rank": 4,
"reasons": [
"Win% 71 vs 45",
"ER 1.2% vs 0.4%",
"Score 0.4 vs 0.25",
"RS -2.3% vs -1.0%",
"R:R 23.35 vs 3.77"
],
"summary": "Why ARM over TQQQ: Win% 71 vs 45 · ER 1.2% vs 0.4% · Score 0.4 vs 0.25 · RS -2.3% vs -1.0% · R:R 23.35 vs 3.77"
},
{
"symbol": "SMH",
"rank": 5,
"reasons": [
"Win% 71 vs 45",
"ER 1.2% vs 0.5%",
"Score 0.4 vs 0.2",
"RS -2.3% vs -1.1%",
"R:R 23.35 vs 1.97"
],
"summary": "Why ARM over SMH: Win% 71 vs 45 · ER 1.2% vs 0.5% · Score 0.4 vs 0.2 · RS -2.3% vs -1.1% · R:R 23.35 vs 1.97"
},
{
"symbol": "NVDA",
"rank": 6,
"reasons": [
"Win% 71 vs 44",
"ER 1.2% vs 0.5%",
"Score 0.4 vs 0.18",
"RS -2.3% vs -1.3%",
"R:R 23.35 vs 1.6"
],
"summary": "Why ARM over NVDA: Win% 71 vs 44 · ER 1.2% vs 0.5% · Score 0.4 vs 0.18 · RS -2.3% vs -1.3% · R:R 23.35 vs 1.6"
}
],
"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": 1625.36,
"win_scenario_usd": 2330.07,
"loss_scenario_usd": 99.97,
"win_prob_pct": 71.0,
"display": "EV $+1625 (win +$2330 @ 71.0% · loss -$100)"
},
"entry_status": {
"current_price": 257.09,
"ideal_entry": 257.21,
"distance_pct": 0.05,
"remaining_er_pct": 1.13,
"live_expected_return_pct": 1.13,
"new_plan": null,
"alternate_entry": null,
"advisory": true,
"advisory_tag": "ADVISORY — 不构成投资建议",
"zone_low": 257.09,
"zone_high": 257.34,
"miss_threshold_pct": 1.0,
"status": "PREMARKET",
"status_reason": "Premarket Ideal Entry — plan not yet live",
"action_hint": "Entry still valid"
}
},
{
"rank": 3,
"symbol": "AMD",
"direction": "SHORT",
"instrument": "Stock",
"horizon": "Swing",
"confidence": 71,
"confidence_stars": "★★★☆☆",
"expected_move": "+0.96%",
"expected_return_pct": 0.96,
"win_prob": 71.0,
"win_prob_breakdown": {
"components": [
{
"factor": "Base",
"key": "base",
"points": 50.0
},
{
"factor": "RS",
"key": "rs",
"points": 20.0
},
{
"factor": "Volume",
"key": "volume",
"points": 4.0
},
{
"factor": "Macro",
"key": "macro",
"points": -3.0
}
],
"total": 71.0,
"raw_total": 71.0,
"was_clamped": false
},
"risk_reward": 0.39,
"final_score": 0.37,
"trade_action": "Pass",
"relative_strength": -1.94,
"entry": "Below 508.5 (VWAP)",
"entry_source": "vwap",
"entry_price": 508.5,
"entry_zone": {
"low": 508.45,
"high": 508.54,
"mid": 508.5,
"anchors": [
{
"source": "vwap",
"label": "VWAP",
"price": 508.54
},
{
"source": "orb_high",
"label": "ORB高点",
"price": 508.45
}
],
"display": "Entry Zone 508.45–508.54",
"entry_source": "vwap",
"tolerance_pct": 0.3
},
"stop": "521.1 (昨日高点)",
"stop_source": "prev_high",
"stop_price": 521.1,
"target": "503.6 (预期低点)",
"target_source": "expected_low",
"target_price": 503.6,
"targets": [
"503.6 (预期低点)"
],
"level_anchors": {
"vwap": 508.54,
"orb_high": 508.45,
"orb_low": 499.25,
"prev_high": 521.1,
"prev_low": 521.1,
"prior_close": 521.1,
"orb_from_minute": true
},
"levels_valid": true,
"why": [
"RS弱于QQQ -1.94%",
"RS弱于SMH -0.87%",
"Volume 信号",
"VIX 回落 (做空逆风)",
"几何上行 <1.5%（软门槛）"
],
"why_chain": "RS弱于QQQ -1.94% · RS弱于SMH -0.87% · Volume 信号 · VIX 回落 (做空逆风)",
"why_vs_runner_up": "—",
"factor_breakdown": {
"relative_strength_vs_qqq": -1.94,
"relative_strength_vs_smh": -0.87,
"relative_weakness_score": 2.46,
"gap_pct": -2.83,
"beta_proxy": 5.85,
"volume_signal": true,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": -4.26,
"prior_day_change_pct": 0.0
},
"edge_type": "Relative Weakness",
"score_formula_display": "final = win_prob(71%) × ER(0.7%) × rr_weight(0.72) / 100",
"expected_high": 512.57,
"expected_low": 503.6,
"expected_close": 505.25,
"current_price": 508.91,
"upside_pct": 1.04,
"downside_risk_pct": 0.72,
"why_factors": [
"RS弱于QQQ -1.94%",
"RS弱于SMH -0.87%",
"Volume 信号",
"VIX 回落 (做空逆风)",
"几何上行 <1.5%（软门槛）"
],
"why_today": "RS弱于QQQ -1.94% · RS弱于SMH -0.87% · Volume 信号 · VIX 回落 (做空逆风)",
"gap_pct": -2.83,
"rr_display": {
"reward_risk_ratio": 0.39,
"risk_reward_ratio": 2.56,
"reward_per_share": 4.9,
"risk_per_share": 12.6,
"label_reward_risk": "Reward/Risk 0.39",
"label_risk_reward": "Risk:Reward 1:2.56",
"display": "Reward/Risk 0.39 · Risk:Reward 1:2.56",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"catalyst": "Geopolitical Risk · Geopolitical Risk",
"invalidation": "Close above stop $521.1 · Geopolitical escalation invalidates mean-reversion",
"advisory": true,
"level_reasons": {
"entry": {
"price": 508.5,
"source": "vwap",
"confidence": 77,
"reasons": [
{
"source": "vwap",
"label": "VWAP",
"price": 508.54,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
},
"stop": {
"price": 521.1,
"source": "prev_high",
"confidence": 77,
"reasons": [
{
"source": "prev_high",
"label": "Yesterday High",
"price": 521.1,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
},
"target": {
"price": 503.6,
"source": "expected_low",
"confidence": 77,
"reasons": [
{
"source": "expected_low",
"label": "Expected Low",
"price": 503.6,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
}
},
"return_calculation": "(508.5-503.6)/508.5=0.96%",
"heuristic_expected_return_pct": 0.72,
"target_action": "买入/平空仓",
"trade_summary_cn": "做空 AMD：在 508.5 附近入场，目标 503.6，预期 +0.96%",
"expected_r": -0.0131,
"rr_below_hard_min": true,
"trade_economics": {
"account_size": 10000.0,
"risk_pct": 1.0,
"position_pct": 35.6,
"shares": 7,
"contracts": 0,
"max_loss_usd": 88.2,
"win_usd": 34.3,
"loss_usd": 88.2,
"expected_value_usd": -1.23,
"risk_per_share": 12.6,
"reward_per_share": 4.9,
"rr_display": {
"reward_risk_ratio": 0.39,
"risk_reward_ratio": 2.56,
"reward_per_share": 4.9,
"risk_per_share": 12.6,
"label_reward_risk": "Reward/Risk 0.39",
"label_risk_reward": "Risk:Reward 1:2.56",
"display": "Reward/Risk 0.39 · Risk:Reward 1:2.56",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"size_label": "None",
"display": "$10,000 → Win +$34 / Loss -$88"
},
"position_sizing": {
"risk_pct": 1.0,
"position_pct": 35.6,
"contracts": 0,
"shares": 7,
"max_loss_usd": 88.2,
"size_label": "None",
"display": "Risk 1.0% → Position 35.6% → 7 unit(s) → Max Loss $88.2"
},
"why_wins_today": [
{
"rank": 1,
"dimension": "win_prob",
"label": "Highest Probability",
"primary_value": 71.0,
"runner_up_value": 71.0,
"wins": true
}
],
"why_not_alternatives": [
{
"symbol": "MU",
"rank": 1,
"reasons": [
"ER 1.0% vs 1.3%",
"Score 0.37 vs 0.46",
"RS -1.9% vs -3.5%"
],
"summary": "Why AMD over MU: ER 1.0% vs 1.3% · Score 0.37 vs 0.46 · RS -1.9% vs -3.5%"
},
{
"symbol": "ARM",
"rank": 2,
"reasons": [
"ER 1.0% vs 0.9%",
"Score 0.37 vs 0.4",
"RS -1.9% vs -2.3%"
],
"summary": "Why AMD over ARM: ER 1.0% vs 0.9% · Score 0.37 vs 0.4 · RS -1.9% vs -2.3%"
},
{
"symbol": "TQQQ",
"rank": 4,
"reasons": [
"Win% 71 vs 45",
"ER 1.0% vs 0.4%",
"Score 0.37 vs 0.25",
"RS -1.9% vs -1.0%"
],
"summary": "Why AMD over TQQQ: Win% 71 vs 45 · ER 1.0% vs 0.4% · Score 0.37 vs 0.25 · RS -1.9% vs -1.0%"
},
{
"symbol": "SMH",
"rank": 5,
"reasons": [
"Win% 71 vs 45",
"ER 1.0% vs 0.5%",
"Score 0.37 vs 0.2",
"RS -1.9% vs -1.1%"
],
"summary": "Why AMD over SMH: Win% 71 vs 45 · ER 1.0% vs 0.5% · Score 0.37 vs 0.2 · RS -1.9% vs -1.1%"
},
{
"symbol": "NVDA",
"rank": 6,
"reasons": [
"Win% 71 vs 44",
"ER 1.0% vs 0.5%",
"Score 0.37 vs 0.18",
"RS -1.9% vs -1.3%"
],
"summary": "Why AMD over NVDA: Win% 71 vs 44 · ER 1.0% vs 0.5% · Score 0.37 vs 0.18 · RS -1.9% vs -1.3%"
}
],
"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": -1.23,
"win_scenario_usd": 34.3,
"loss_scenario_usd": 88.2,
"win_prob_pct": 71.0,
"display": "EV $-1 (win +$34 @ 71.0% · loss -$88)"
},
"entry_status": {
"current_price": 508.91,
"ideal_entry": 508.5,
"distance_pct": -0.08,
"remaining_er_pct": 1.04,
"live_expected_return_pct": 1.04,
"new_plan": null,
"alternate_entry": null,
"advisory": true,
"advisory_tag": "ADVISORY — 不构成投资建议",
"zone_low": 508.45,
"zone_high": 508.54,
"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": 45,
"confidence_stars": "★★☆☆☆",
"expected_move": "+1.79%",
"expected_return_pct": 1.79,
"win_prob": 45.0,
"win_prob_breakdown": {
"components": [
{
"factor": "Base",
"key": "base",
"points": 50.0
},
{
"factor": "RS",
"key": "rs",
"points": 12.0
},
{
"factor": "Volume",
"key": "volume",
"points": 4.0
},
{
"factor": "Macro",
"key": "macro",
"points": -21.0
}
],
"total": 45.0,
"raw_total": 45.0,
"was_clamped": false
},
"risk_reward": 1.17,
"final_score": 0.25,
"trade_action": "Pass",
"relative_strength": -1.01,
"entry": "Below 70.5 (现价)",
"entry_source": "current",
"entry_price": 70.47,
"entry_zone": {
"low": 70.39,
"high": 70.54,
"mid": 70.47,
"anchors": [
{
"source": "vwap",
"label": "VWAP",
"price": 70.39
},
{
"source": "orb_high",
"label": "ORB高点",
"price": 70.47
}
],
"display": "Entry Zone 70.39–70.54",
"entry_source": "current",
"tolerance_pct": 0.3
},
"stop": "71.5 (昨日高点)",
"stop_source": "prev_high",
"stop_price": 71.55,
"target": "69.2 (预期低点)",
"target_source": "expected_low",
"target_price": 69.21,
"targets": [
"69.2 (预期低点)"
],
"level_anchors": {
"vwap": 70.39,
"orb_high": 70.47,
"orb_low": 68.54,
"prev_high": 71.55,
"prev_low": 71.55,
"prior_close": 71.55,
"orb_from_minute": true
},
"levels_valid": true,
"why": [
"RS弱于QQQ -1.01%",
"Volume 信号",
"VIX 回落 (做空逆风)",
"Geo-risk day — avoid blind TQQQ short vs escalation",
"几何上行 <1.5%（软门槛）"
],
"why_chain": "RS弱于QQQ -1.01% · Volume 信号 · VIX 回落 (做空逆风) · Geo-risk day — avoid blind TQQQ short vs escalation",
"why_vs_runner_up": "—",
"factor_breakdown": {
"relative_strength_vs_qqq": -1.01,
"relative_strength_vs_smh": 0.06,
"relative_weakness_score": 0.97,
"gap_pct": -2.19,
"beta_proxy": 3.52,
"volume_signal": true,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": -4.26,
"prior_day_change_pct": 0.0
},
"edge_type": "Relative Weakness",
"score_formula_display": "final = win_prob(45%) × ER(0.4%) × rr_weight(1.5) / 100",
"expected_high": 70.89,
"expected_low": 69.21,
"expected_close": 70.27,
"current_price": 70.54,
"upside_pct": 1.89,
"downside_risk_pct": 0.5,
"why_factors": [
"RS弱于QQQ -1.01%",
"Volume 信号",
"VIX 回落 (做空逆风)",
"Geo-risk day — avoid blind TQQQ short vs escalation",
"几何上行 <1.5%（软门槛）"
],
"why_today": "RS弱于QQQ -1.01% · Volume 信号 · VIX 回落 (做空逆风) · Geo-risk day — avoid blind TQQQ short vs escalation",
"gap_pct": -2.19,
"rr_display": {
"reward_risk_ratio": 1.17,
"risk_reward_ratio": 0.85,
"reward_per_share": 1.26,
"risk_per_share": 1.08,
"label_reward_risk": "Reward/Risk 1.17",
"label_risk_reward": "Risk:Reward 1:0.85",
"display": "Reward/Risk 1.17 · Risk:Reward 1:0.85",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"catalyst": "Geopolitical Risk · Geopolitical Risk",
"invalidation": "Close above stop $71.55 · Geopolitical escalation invalidates mean-reversion",
"advisory": true,
"level_reasons": {
"entry": {
"price": 70.47,
"source": "current",
"confidence": 67,
"reasons": [
{
"source": "vwap",
"label": "VWAP",
"price": 70.39,
"weight_pct": 100.0,
"matched": true,
"primary": false
}
]
},
"stop": {
"price": 71.55,
"source": "prev_high",
"confidence": 77,
"reasons": [
{
"source": "prev_high",
"label": "Yesterday High",
"price": 71.55,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
},
"target": {
"price": 69.21,
"source": "expected_low",
"confidence": 77,
"reasons": [
{
"source": "expected_low",
"label": "Expected Low",
"price": 69.21,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
}
},
"return_calculation": "(70.47-69.21)/70.47=1.79%",
"heuristic_expected_return_pct": 0.38,
"target_action": "买入/平空仓",
"trade_summary_cn": "做空 TQQQ：在 70.47 附近入场，目标 69.21，预期 +1.79%",
"expected_r": -0.0235,
"rr_below_hard_min": true,
"trade_economics": {
"account_size": 10000.0,
"risk_pct": 1.0,
"position_pct": 64.8,
"shares": 92,
"contracts": 0,
"max_loss_usd": 99.36,
"win_usd": 115.92,
"loss_usd": 99.36,
"expected_value_usd": -2.48,
"risk_per_share": 1.08,
"reward_per_share": 1.26,
"rr_display": {
"reward_risk_ratio": 1.17,
"risk_reward_ratio": 0.85,
"reward_per_share": 1.26,
"risk_per_share": 1.08,
"label_reward_risk": "Reward/Risk 1.17",
"label_risk_reward": "Risk:Reward 1:0.85",
"display": "Reward/Risk 1.17 · Risk:Reward 1:0.85",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"size_label": "None",
"display": "$10,000 → Win +$116 / Loss -$99"
},
"position_sizing": {
"risk_pct": 1.0,
"position_pct": 64.8,
"contracts": 0,
"shares": 92,
"max_loss_usd": 99.36,
"size_label": "None",
"display": "Risk 1.0% → Position 64.8% → 92 unit(s) → Max Loss $99.36"
},
"why_wins_today": [
{
"rank": 1,
"dimension": "liquidity",
"label": "Highest Liquidity",
"primary_value": 5.0,
"runner_up_value": 5.0,
"wins": true
}
],
"why_not_alternatives": [
{
"symbol": "MU",
"rank": 1,
"reasons": [
"Win% 45 vs 71",
"ER 1.8% vs 1.3%",
"Score 0.25 vs 0.46",
"RS -1.0% vs -3.5%",
"R:R 1.17 vs 1.0"
],
"summary": "Why TQQQ over MU: Win% 45 vs 71 · ER 1.8% vs 1.3% · Score 0.25 vs 0.46 · RS -1.0% vs -3.5% · R:R 1.17 vs 1.0"
},
{
"symbol": "ARM",
"rank": 2,
"reasons": [
"Win% 45 vs 71",
"ER 1.8% vs 0.9%",
"Score 0.25 vs 0.4",
"RS -1.0% vs -2.3%"
],
"summary": "Why TQQQ over ARM: Win% 45 vs 71 · ER 1.8% vs 0.9% · Score 0.25 vs 0.4 · RS -1.0% vs -2.3%"
},
{
"symbol": "AMD",
"rank": 3,
"reasons": [
"Win% 45 vs 71",
"ER 1.8% vs 0.7%",
"Score 0.25 vs 0.37",
"RS -1.0% vs -1.9%"
],
"summary": "Why TQQQ over AMD: Win% 45 vs 71 · ER 1.8% vs 0.7% · Score 0.25 vs 0.37 · RS -1.0% vs -1.9%"
},
{
"symbol": "SMH",
"rank": 5,
"reasons": [
"ER 1.8% vs 0.5%",
"Score 0.25 vs 0.2"
],
"summary": "Why TQQQ over SMH: ER 1.8% vs 0.5% · Score 0.25 vs 0.2"
},
{
"symbol": "NVDA",
"rank": 6,
"reasons": [
"Win% 45 vs 44",
"ER 1.8% vs 0.5%",
"Score 0.25 vs 0.18",
"RS -1.0% vs -1.3%"
],
"summary": "Why TQQQ over NVDA: Win% 45 vs 44 · ER 1.8% vs 0.5% · Score 0.25 vs 0.18 · RS -1.0% vs -1.3%"
}
],
"win_prob_source": "rules",
"calibration": {
"calibrated_win_prob": 45.0,
"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": -2.48,
"win_scenario_usd": 115.92,
"loss_scenario_usd": 99.36,
"win_prob_pct": 45.0,
"display": "EV $-2 (win +$116 @ 45.0% · loss -$99)"
},
"entry_status": {
"current_price": 70.54,
"ideal_entry": 70.47,
"distance_pct": -0.1,
"remaining_er_pct": 1.89,
"live_expected_return_pct": 1.89,
"new_plan": null,
"alternate_entry": null,
"advisory": true,
"advisory_tag": "ADVISORY — 不构成投资建议",
"zone_low": 70.39,
"zone_high": 70.54,
"miss_threshold_pct": 1.0,
"status": "PREMARKET",
"status_reason": "Premarket Ideal Entry — plan not yet live",
"action_hint": "Entry still valid"
}
},
{
"rank": 5,
"symbol": "SMH",
"direction": "SHORT",
"instrument": "ETF",
"horizon": "Swing",
"confidence": 45,
"confidence_stars": "★★☆☆☆",
"expected_move": "+0.88%",
"expected_return_pct": 0.88,
"win_prob": 45.0,
"win_prob_breakdown": {
"components": [
{
"factor": "Base",
"key": "base",
"points": 50.0
},
{
"factor": "RS",
"key": "rs",
"points": 12.0
},
{
"factor": "Volume",
"key": "volume",
"points": 4.0
},
{
"factor": "Macro",
"key": "macro",
"points": -21.0
}
],
"total": 45.0,
"raw_total": 45.0,
"was_clamped": false
},
"risk_reward": 19.9,
"final_score": 0.2,
"trade_action": "Pass",
"relative_strength": -1.07,
"entry": "Below 565.0 (VWAP)",
"entry_source": "vwap",
"entry_price": 565.25,
"entry_zone": {
"low": 565.01,
"high": 565.5,
"mid": 565.25,
"anchors": [
{
"source": "vwap",
"label": "VWAP",
"price": 565.01
},
{
"source": "orb_high",
"label": "ORB高点",
"price": 565.5
}
],
"display": "Entry Zone 565.01–565.50",
"entry_source": "vwap",
"tolerance_pct": 0.3
},
"stop": "565.5 (ORB高点)",
"stop_source": "orb_high",
"stop_price": 565.5,
"target": "560.3 (预期低点)",
"target_source": "expected_low",
"target_price": 560.28,
"targets": [
"560.3 (预期低点)"
],
"level_anchors": {
"vwap": 565.01,
"orb_high": 565.5,
"orb_low": 557.0,
"prev_high": 574.29,
"prev_low": 574.29,
"prior_close": 574.29,
"orb_from_minute": true
},
"levels_valid": true,
"why": [
"RS弱于QQQ -1.07%",
"Volume 信号",
"VIX 回落 (做空逆风)",
"Geo-risk day — avoid blind SMH short vs escalation",
"几何上行 <1.5%（软门槛）"
],
"why_chain": "RS弱于QQQ -1.07% · Volume 信号 · VIX 回落 (做空逆风) · Geo-risk day — avoid blind SMH short vs escalation",
"why_vs_runner_up": "—",
"factor_breakdown": {
"relative_strength_vs_qqq": -1.07,
"relative_strength_vs_smh": 0.0,
"relative_weakness_score": 1.07,
"gap_pct": -2.92,
"beta_proxy": 3.67,
"volume_signal": true,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": -4.26,
"prior_day_change_pct": 0.0
},
"edge_type": "Relative Weakness",
"score_formula_display": "final = win_prob(45%) × ER(0.4%) × rr_weight(0.98) / 100",
"expected_high": 568.68,
"expected_low": 560.28,
"expected_close": 563.32,
"current_price": 565.85,
"upside_pct": 0.98,
"downside_risk_pct": 0.5,
"why_factors": [
"RS弱于QQQ -1.07%",
"Volume 信号",
"VIX 回落 (做空逆风)",
"Geo-risk day — avoid blind SMH short vs escalation",
"几何上行 <1.5%（软门槛）"
],
"why_today": "RS弱于QQQ -1.07% · Volume 信号 · VIX 回落 (做空逆风) · Geo-risk day — avoid blind SMH short vs escalation",
"gap_pct": -2.92,
"rr_display": {
"reward_risk_ratio": 19.88,
"risk_reward_ratio": 0.05,
"reward_per_share": 4.97,
"risk_per_share": 0.25,
"label_reward_risk": "Reward/Risk 19.88",
"label_risk_reward": "Risk:Reward 1:0.05",
"display": "Reward/Risk 19.88 · Risk:Reward 1:0.05",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"catalyst": "Geopolitical Risk · Geopolitical Risk",
"invalidation": "Close above stop $565.5 · Geopolitical escalation invalidates mean-reversion",
"advisory": true,
"level_reasons": {
"entry": {
"price": 565.25,
"source": "vwap",
"confidence": 77,
"reasons": [
{
"source": "vwap",
"label": "VWAP",
"price": 565.01,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
},
"stop": {
"price": 565.5,
"source": "orb_high",
"confidence": 89,
"reasons": [
{
"source": "orb_high",
"label": "ORB High",
"price": 565.5,
"weight_pct": 70.0,
"matched": true,
"primary": true
},
{
"source": "vwap",
"label": "VWAP",
"price": 565.01,
"weight_pct": 30.0,
"matched": true,
"primary": false
}
]
},
"target": {
"price": 560.28,
"source": "expected_low",
"confidence": 77,
"reasons": [
{
"source": "expected_low",
"label": "Expected Low",
"price": 560.28,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
}
},
"return_calculation": "(565.25-560.28)/565.25=0.88%",
"heuristic_expected_return_pct": 0.45,
"target_action": "买入/平空仓",
"trade_summary_cn": "做空 SMH：在 565.25 附近入场，目标 560.28，预期 +0.88%",
"expected_r": 8.405,
"trade_economics": {
"account_size": 10000.0,
"risk_pct": 1.0,
"position_pct": 100.0,
"shares": 400,
"contracts": 0,
"max_loss_usd": 100.0,
"win_usd": 1988.0,
"loss_usd": 100.0,
"expected_value_usd": 839.6,
"risk_per_share": 0.25,
"reward_per_share": 4.97,
"rr_display": {
"reward_risk_ratio": 19.88,
"risk_reward_ratio": 0.05,
"reward_per_share": 4.97,
"risk_per_share": 0.25,
"label_reward_risk": "Reward/Risk 19.88",
"label_risk_reward": "Risk:Reward 1:0.05",
"display": "Reward/Risk 19.88 · Risk:Reward 1:0.05",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"size_label": "None",
"display": "$10,000 → Win +$1988 / Loss -$100"
},
"position_sizing": {
"risk_pct": 1.0,
"position_pct": 100.0,
"contracts": 0,
"shares": 400,
"max_loss_usd": 100.0,
"size_label": "None",
"display": "Risk 1.0% → Position 100.0% → 400 unit(s) → Max Loss $100.0"
},
"why_wins_today": [
{
"rank": 1,
"dimension": "risk_reward",
"label": "Best Risk Reward",
"primary_value": 19.9,
"runner_up_value": 3.77,
"wins": true
}
],
"why_not_alternatives": [
{
"symbol": "MU",
"rank": 1,
"reasons": [
"Win% 45 vs 71",
"ER 0.9% vs 1.3%",
"Score 0.2 vs 0.46",
"RS -1.1% vs -3.5%",
"R:R 19.9 vs 1.0"
],
"summary": "Why SMH over MU: Win% 45 vs 71 · ER 0.9% vs 1.3% · Score 0.2 vs 0.46 · RS -1.1% vs -3.5% · R:R 19.9 vs 1.0"
},
{
"symbol": "ARM",
"rank": 2,
"reasons": [
"Win% 45 vs 71",
"ER 0.9% vs 0.9%",
"Score 0.2 vs 0.4",
"RS -1.1% vs -2.3%",
"R:R 19.9 vs 1.3"
],
"summary": "Why SMH over ARM: Win% 45 vs 71 · ER 0.9% vs 0.9% · Score 0.2 vs 0.4 · RS -1.1% vs -2.3% · R:R 19.9 vs 1.3"
},
{
"symbol": "AMD",
"rank": 3,
"reasons": [
"Win% 45 vs 71",
"ER 0.9% vs 0.7%",
"Score 0.2 vs 0.37",
"RS -1.1% vs -1.9%",
"R:R 19.9 vs 1.45"
],
"summary": "Why SMH over AMD: Win% 45 vs 71 · ER 0.9% vs 0.7% · Score 0.2 vs 0.37 · RS -1.1% vs -1.9% · R:R 19.9 vs 1.45"
},
{
"symbol": "TQQQ",
"rank": 4,
"reasons": [
"ER 0.9% vs 0.4%",
"Score 0.2 vs 0.25",
"R:R 19.9 vs 3.77"
],
"summary": "Why SMH over TQQQ: ER 0.9% vs 0.4% · Score 0.2 vs 0.25 · R:R 19.9 vs 3.77"
},
{
"symbol": "NVDA",
"rank": 6,
"reasons": [
"Win% 45 vs 44",
"ER 0.9% vs 0.5%",
"Score 0.2 vs 0.18",
"RS -1.1% vs -1.3%",
"R:R 19.9 vs 1.6"
],
"summary": "Why SMH over NVDA: Win% 45 vs 44 · ER 0.9% vs 0.5% · Score 0.2 vs 0.18 · RS -1.1% vs -1.3% · R:R 19.9 vs 1.6"
}
],
"win_prob_source": "rules",
"calibration": {
"calibrated_win_prob": 45.0,
"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": 839.6,
"win_scenario_usd": 1988.0,
"loss_scenario_usd": 100.0,
"win_prob_pct": 45.0,
"display": "EV $+840 (win +$1988 @ 45.0% · loss -$100)"
},
"entry_status": {
"current_price": 565.85,
"ideal_entry": 565.25,
"distance_pct": -0.11,
"remaining_er_pct": 0.98,
"live_expected_return_pct": 0.98,
"new_plan": null,
"alternate_entry": null,
"advisory": true,
"advisory_tag": "ADVISORY — 不构成投资建议",
"zone_low": 565.01,
"zone_high": 565.5,
"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": 44.0,
"expected_return_pct": 0.5,
"trade_action": "Pass",
"why": "RS弱于QQQ -1.34% · News 2 (利空做空) · Volume 信号 · VIX 回落 (做空逆风)",
"note": "Monitor — below trade threshold"
},
{
"symbol": "TSLA",
"rank": 7,
"win_prob": 68.0,
"expected_return_pct": 0.34,
"trade_action": "Pass",
"why": "RS弱于QQQ -1.32% · Gap 未过度延伸 · Volume 信号 · VIX 回落 (做空逆风)",
"note": "Monitor — below trade threshold"
},
{
"symbol": "XLE",
"rank": 8,
"win_prob": 68.0,
"expected_return_pct": 0.28,
"trade_action": "Pass",
"why": "RS弱于QQQ -0.96% · Gap 未过度延伸 · Volume 信号 · VIX 回落 (做空逆风)",
"note": "Monitor — below trade threshold"
},
{
"symbol": "XLK",
"rank": 9,
"win_prob": 62.0,
"expected_return_pct": 0.14,
"trade_action": "Pass",
"why": "RS弱于QQQ -0.19% · Gap 未过度延伸 · Volume 信号 · VIX 回落 (做空逆风)",
"note": "Monitor — below trade threshold"
},
{
"symbol": "META",
"rank": 10,
"win_prob": 56.0,
"expected_return_pct": 0.1,
"trade_action": "Pass",
"why": "Gap 未过度延伸 · Volume 信号 · VIX 回落 (做空逆风) · 几何上行 <1.5%（软门槛）",
"note": "Monitor — below trade threshold"
}
],
"advisory": true,
"swing": {
"symbol": "NVDA",
"direction": "SHORT",
"instrument": "Stock",
"horizon": "Swing",
"duration": "Swing (days–weeks)",
"confidence": 49,
"entry": "Near 220.4 (swing zone)",
"entry_source": "swing_zone",
"entry_price": 220.44,
"entry_zone": {
"low": 219.78,
"high": 224.29,
"mid": 220.44,
"display": "$219.78–$224.29",
"source": "swing_pullback"
},
"stop": "232.0 (1.75xATR)",
"stop_source": "1.75xATR",
"stop_price": 231.98,
"target": "205.1 (T1 ~7.0%)",
"target_source": "2xATR_or_5pct",
"target_price": 205.05,
"targets": [
{
"price": 205.05,
"label": "T1",
"pct": 6.98
},
{
"price": 197.36,
"label": "T2",
"pct": 10.47
}
],
"expected_return_pct": 6.98,
"expected_move": "+6.98%",
"risk_reward": 1.33,
"win_prob": 44.0,
"final_score": 0.18,
"swing_quality": 5.465,
"atr": 7.6947,
"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": 219.78,
"why": [
"高流动性波段标的 NVDA",
"Prior day +0.0%",
"5D momentum -2.6%",
"RS vs QQQ -1.34%",
"News/2 catalyst hints",
"Swing score 5.5"
],
"why_chain": "高流动性波段标的 NVDA · Prior day +0.0% · 5D momentum -2.6% · RS vs QQQ -1.34%",
"invalidation": "Close beyond stop $231.98 or thesis broken (trend flip / catalyst fade)",
"trade_summary_cn": "波段做空 NVDA：理想入场 $219.78–$224.29，止损 $231.98，目标 $205.05（约 +7.0%），持仓天数–数周",
"one_liner": "波段做空 NVDA：理想入场 $219.78–$224.29，止损 $231.98，目标 $205.05（约 +7.0%），持仓天数–数周",
"edge_type": "Relative Weakness",
"advisory": true,
"label": "长线 · Swing Trade",
"separate_from_intraday": true
}
},
"edges": {
"macro_edge": {
"edge": "YES",
"why": "今日有重大催化剂（含地缘/突发）：Geopolitical Risk、Oil Selloff、Trade Policy",
"catalyst": "Geopolitical Risk、Oil Selloff、Trade Policy"
},
"index_edge": {
"edge": "YES",
"why": "QQQ 走弱 -0.40%（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": "MU",
"win_prob": 71.0,
"win_prob_breakdown": {
"components": [
{
"factor": "Base",
"key": "base",
"points": 50.0
},
{
"factor": "RS",
"key": "rs",
"points": 20.0
},
{
"factor": "Volume",
"key": "volume",
"points": 4.0
},
{
"factor": "Macro",
"key": "macro",
"points": -3.0
}
],
"total": 71.0,
"raw_total": 71.0,
"was_clamped": false
},
"expected_return_pct": 1.31,
"expected_high": 1000.93,
"expected_low": 975.07,
"expected_close": 975.07,
"current_price": 988.0,
"upside_pct": 1.31,
"downside_risk_pct": 1.31,
"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": 0.42,
"final_score": 0.46,
"trade_action": "Pass",
"trade": "Pass",
"gap_pct": -4.09,
"relative_strength": -3.47,
"relative_strength_vs_smh": -2.4,
"relative_weakness_score": 4.91,
"prior_day_change_pct": 0.0,
"why_factors": [
"RS弱于QQQ -3.47%",
"RS弱于SMH -2.40%",
"Volume 信号",
"VIX 回落 (做空逆风)",
"几何上行 <1.5%（软门槛）"
],
"why": "RS弱于QQQ -3.47% · RS弱于SMH -2.40% · Volume 信号 · VIX 回落 (做空逆风)",
"score": 5,
"news_count": 0,
"factor_breakdown": {
"relative_strength_vs_qqq": -3.47,
"relative_strength_vs_smh": -2.4,
"relative_weakness_score": 4.91,
"gap_pct": -4.09,
"beta_proxy": 9.67,
"volume_signal": true,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": -4.26,
"prior_day_change_pct": 0.0
},
"edge_type": "Relative Weakness",
"score_formula_display": "final = win_prob(71%) × ER(1.3%) × rr_weight(0.5) / 100",
"rr_weight": 0.5,
"why_vs_runner_up": "MU RS -3.5% vs ARM -2.3%；ER 1.3% vs 0.9%；higher beta (9.7 vs 6.8)；relative weakness play",
"advisory": true,
"rank": 1,
"direction": "SHORT"
},
{
"symbol": "ARM",
"win_prob": 71.0,
"win_prob_breakdown": {
"components": [
{
"factor": "Base",
"key": "base",
"points": 50.0
},
{
"factor": "RS",
"key": "rs",
"points": 20.0
},
{
"factor": "Volume",
"key": "volume",
"points": 4.0
},
{
"factor": "Macro",
"key": "macro",
"points": -3.0
}
],
"total": 71.0,
"raw_total": 71.0,
"was_clamped": false
},
"expected_return_pct": 0.87,
"expected_high": 259.33,
"expected_low": 254.18,
"expected_close": 254.85,
"current_price": 257.09,
"upside_pct": 1.13,
"downside_risk_pct": 0.87,
"risk_reward": 1.3,
"rr_display": {
"reward_risk_ratio": 1.3,
"risk_reward_ratio": 0.77,
"reward_per_share": null,
"risk_per_share": null,
"label_reward_risk": "Reward/Risk 1.30",
"label_risk_reward": "Risk:Reward 1:0.77",
"display": "Reward/Risk 1.30 · Risk:Reward 1:0.77",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"expected_r": 0.633,
"final_score": 0.4,
"trade_action": "Pass",
"trade": "Pass",
"gap_pct": -3.3,
"relative_strength": -2.3,
"relative_strength_vs_smh": -1.23,
"relative_weakness_score": 3.04,
"prior_day_change_pct": 0.0,
"why_factors": [
"RS弱于QQQ -2.30%",
"RS弱于SMH -1.23%",
"Volume 信号",
"VIX 回落 (做空逆风)",
"几何上行 <1.5%（软门槛）"
],
"why": "RS弱于QQQ -2.30% · RS弱于SMH -1.23% · Volume 信号 · VIX 回落 (做空逆风)",
"score": 4,
"news_count": 0,
"factor_breakdown": {
"relative_strength_vs_qqq": -2.3,
"relative_strength_vs_smh": -1.23,
"relative_weakness_score": 3.04,
"gap_pct": -3.3,
"beta_proxy": 6.75,
"volume_signal": true,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": -4.26,
"prior_day_change_pct": 0.0
},
"edge_type": "Relative Weakness",
"score_formula_display": "final = win_prob(71%) × ER(0.9%) × rr_weight(0.65) / 100",
"rr_weight": 0.65,
"why_vs_runner_up": "—",
"advisory": true,
"rank": 2,
"direction": "SHORT"
},
{
"symbol": "AMD",
"win_prob": 71.0,
"win_prob_breakdown": {
"components": [
{
"factor": "Base",
"key": "base",
"points": 50.0
},
{
"factor": "RS",
"key": "rs",
"points": 20.0
},
{
"factor": "Volume",
"key": "volume",
"points": 4.0
},
{
"factor": "Macro",
"key": "macro",
"points": -3.0
}
],
"total": 71.0,
"raw_total": 71.0,
"was_clamped": false
},
"expected_return_pct": 0.72,
"expected_high": 512.57,
"expected_low": 503.6,
"expected_close": 505.25,
"current_price": 508.91,
"upside_pct": 1.04,
"downside_risk_pct": 0.72,
"risk_reward": 1.45,
"rr_display": {
"reward_risk_ratio": 1.45,
"risk_reward_ratio": 0.69,
"reward_per_share": null,
"risk_per_share": null,
"label_reward_risk": "Reward/Risk 1.45",
"label_risk_reward": "Risk:Reward 1:0.69",
"display": "Reward/Risk 1.45 · Risk:Reward 1:0.69",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"expected_r": 0.7395,
"final_score": 0.37,
"trade_action": "Pass",
"trade": "Pass",
"gap_pct": -2.83,
"relative_strength": -1.94,
"relative_strength_vs_smh": -0.87,
"relative_weakness_score": 2.46,
"prior_day_change_pct": 0.0,
"why_factors": [
"RS弱于QQQ -1.94%",
"RS弱于SMH -0.87%",
"Volume 信号",
"VIX 回落 (做空逆风)",
"几何上行 <1.5%（软门槛）"
],
"why": "RS弱于QQQ -1.94% · RS弱于SMH -0.87% · Volume 信号 · VIX 回落 (做空逆风)",
"score": 4,
"news_count": 0,
"factor_breakdown": {
"relative_strength_vs_qqq": -1.94,
"relative_strength_vs_smh": -0.87,
"relative_weakness_score": 2.46,
"gap_pct": -2.83,
"beta_proxy": 5.85,
"volume_signal": true,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": -4.26,
"prior_day_change_pct": 0.0
},
"edge_type": "Relative Weakness",
"score_formula_display": "final = win_prob(71%) × ER(0.7%) × rr_weight(0.72) / 100",
"rr_weight": 0.72,
"why_vs_runner_up": "—",
"advisory": true,
"rank": 3,
"direction": "SHORT"
},
{
"symbol": "TQQQ",
"win_prob": 45.0,
"win_prob_breakdown": {
"components": [
{
"factor": "Base",
"key": "base",
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"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；Morning Hypothesis 被 Chip/Macro 冲突推翻——复盘 P10/P15 权重",
"playbook_refs": [
"Case-48"
],
"bayesian_drivers": {
"AI": 1.0,
"Bond": 0.0,
"Macro": 0.0,
"Oil": 0.0,
"Risk": 0.0
},
"data_gaps": []
}