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 51
H-2026-09-14-001Surprise：No major surprises vs typical driver mix
Lesson：AI Expansion Regime 下，单日 SMH/NVDA 抛售可压过 Macro 利好，指数分化（Dow+ / QQQ-）比「大盘涨跌」更有信息量
{
"date": "2026-09-14",
"features": {
"dgs10": 4.95,
"dgs2": null,
"vix": 17.5,
"vix_chg": 10.48,
"qqq_chg": 0.1,
"smh_chg": -3.3,
"nvda_chg": -3.49,
"spy_chg": 0.0,
"oil_chg": 0.0,
"dxy_chg": 0.38,
"breadth_proxy": 0.7142857142857143,
"qqq_gap": -0.7,
"news_headline_count": 29,
"news_bearish_ratio": 0.0,
"news_ai_mentions": 39,
"news_macro_mentions": 12,
"news_oil_mentions": 2,
"news_risk_mentions": 2
},
"regime": {
"label": "AI Expansion",
"confidence": 0.82
},
"hypothesis": {
"id": "H-2026-09-14-001",
"statement": "AI Chip Selloff dominates today despite macro tailwinds?",
"evidence": [
"VIX=17.5 (low fear)",
"Breadth 71% (broad participation)"
],
"counter_evidence": [
"VIX↑ 10.5% (risk-off pressure)",
"10Y=4.95% (elevated rates)",
"DXY↑ 0.38% (dollar strength headwind)"
],
"confidence": 0.51,
"status": "待验证"
},
"morning": {
"bias": "Strong Bear",
"total": -5,
"driver_type": "Fed",
"daily_driver": "Fed Headlines",
"best_opportunity": {
"direction": "NO TRADE",
"symbol": "—",
"instrument": "—",
"horizon": "—",
"confidence": 45,
"entry": "—",
"stop": "—",
"target": "—",
"targets": [],
"duration": "—",
"why": [
"今日无任何标的达到交易阈值"
],
"why_chain": "今日无任何标的达到交易阈值",
"avoid": [],
"one_liner": "今日无任何标的达到交易阈值",
"p16_gate": "No Trade",
"threshold_message": "今日无任何标的达到交易阈值",
"advisory": true
},
"best_trades": {
"primary": null,
"secondary": null,
"watchlist": null,
"index_trade": "NO TRADE",
"p16_gate": "No Trade",
"threshold_message": "今日无任何标的达到交易阈值",
"stock_trades": [],
"top_trades": [
{
"rank": 1,
"symbol": "MU",
"direction": "SHORT",
"instrument": "Stock",
"horizon": "Swing",
"confidence": 80,
"confidence_stars": "★★★★☆",
"expected_move": "+2.38%",
"expected_return_pct": 2.38,
"win_prob": 80.0,
"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": 6.0
}
],
"total": 80.0,
"raw_total": 80.0,
"was_clamped": false
},
"risk_reward": 1.41,
"final_score": 0.7,
"trade_action": "Pass",
"relative_strength": -5.21,
"entry": "Below 925.9 (VWAP)",
"entry_source": "vwap",
"entry_price": 925.76,
"entry_zone": {
"low": 925.6,
"high": 925.92,
"mid": 925.76,
"anchors": [
{
"source": "vwap",
"label": "VWAP",
"price": 925.92
},
{
"source": "orb_low",
"label": "ORB低点",
"price": 925.6
}
],
"display": "Entry Zone 925.60–925.92",
"entry_source": "vwap",
"tolerance_pct": 0.3
},
"stop": "941.4 (ORB高点)",
"stop_source": "orb_high",
"stop_price": 941.44,
"target": "903.8 (预期收盘)",
"target_source": "expected_close",
"target_price": 903.75,
"targets": [
"903.8 (预期收盘)"
],
"level_anchors": {
"vwap": 925.92,
"orb_high": 941.44,
"orb_low": 925.6,
"prev_high": 977.41,
"prev_low": 977.41,
"prior_close": 977.41,
"orb_from_minute": true
},
"levels_valid": true,
"why": [
"RS弱于QQQ -5.21%",
"RS弱于SMH -2.76%",
"Volume 信号",
"VIX 走高",
"期望R 0.03 < 0.20（EV门禁）"
],
"why_chain": "RS弱于QQQ -5.21% · RS弱于SMH -2.76% · Volume 信号 · VIX 走高",
"why_vs_runner_up": "MU RS -5.2% vs ARM -2.7%；ER 1.7% vs 0.7%；higher beta (8.6 vs 4.9)；relative weakness play",
"factor_breakdown": {
"relative_strength_vs_qqq": -5.21,
"relative_strength_vs_smh": -2.76,
"relative_weakness_score": 6.87,
"gap_pct": -4.57,
"beta_proxy": 8.55,
"volume_signal": true,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": 10.48,
"prior_day_change_pct": 0.0
},
"edge_type": "Relative Weakness",
"score_formula_display": "final = win_prob(80%) × ER(1.7%) × rr_weight(0.5) / 100",
"expected_high": 975.26,
"expected_low": 903.75,
"expected_close": 903.75,
"current_price": 919.74,
"upside_pct": 1.74,
"downside_risk_pct": 6.04,
"why_factors": [
"RS弱于QQQ -5.21%",
"RS弱于SMH -2.76%",
"Volume 信号",
"VIX 走高",
"期望R 0.03 < 0.20（EV门禁）"
],
"why_today": "RS弱于QQQ -5.21% · RS弱于SMH -2.76% · Volume 信号 · VIX 走高",
"gap_pct": -4.57,
"rr_display": {
"reward_risk_ratio": 1.4,
"risk_reward_ratio": 0.71,
"reward_per_share": 22.01,
"risk_per_share": 15.68,
"label_reward_risk": "Reward/Risk 1.40",
"label_risk_reward": "Risk:Reward 1:0.71",
"display": "Reward/Risk 1.40 · Risk:Reward 1:0.71",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"catalyst": "Fed Headlines · Oil Selloff",
"invalidation": "Close above stop $941.44",
"advisory": true,
"level_reasons": {
"entry": {
"price": 925.76,
"source": "vwap",
"confidence": 89,
"reasons": [
{
"source": "orb_low",
"label": "ORB Low",
"price": 925.6,
"weight_pct": 30.0,
"matched": true,
"primary": false
},
{
"source": "vwap",
"label": "VWAP",
"price": 925.92,
"weight_pct": 70.0,
"matched": true,
"primary": true
}
]
},
"stop": {
"price": 941.44,
"source": "orb_high",
"confidence": 77,
"reasons": [
{
"source": "orb_high",
"label": "ORB High",
"price": 941.44,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
},
"target": {
"price": 903.75,
"source": "expected_close",
"confidence": 77,
"reasons": [
{
"source": "expected_close",
"label": "Expected Close",
"price": 903.75,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
}
},
"return_calculation": "(925.76-903.75)/925.76=2.38%",
"heuristic_expected_return_pct": 1.74,
"target_action": "买入/平空仓",
"trade_summary_cn": "做空 MU：在 925.76 附近入场，目标 903.75，预期 +2.38%",
"expected_r": 0.928,
"rr_below_hard_min": true,
"trade_economics": {
"account_size": 10000.0,
"risk_pct": 1.0,
"position_pct": 55.5,
"shares": 6,
"contracts": 0,
"max_loss_usd": 94.08,
"win_usd": 132.06,
"loss_usd": 94.08,
"expected_value_usd": 86.83,
"risk_per_share": 15.68,
"reward_per_share": 22.01,
"rr_display": {
"reward_risk_ratio": 1.4,
"risk_reward_ratio": 0.71,
"reward_per_share": 22.01,
"risk_per_share": 15.68,
"label_reward_risk": "Reward/Risk 1.40",
"label_risk_reward": "Risk:Reward 1:0.71",
"display": "Reward/Risk 1.40 · Risk:Reward 1:0.71",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"size_label": "None",
"display": "$10,000 → Win +$132 / Loss -$94"
},
"position_sizing": {
"risk_pct": 1.0,
"position_pct": 55.5,
"contracts": 0,
"shares": 6,
"max_loss_usd": 94.08,
"size_label": "None",
"display": "Risk 1.0% → Position 55.5% → 6 unit(s) → Max Loss $94.08"
},
"why_wins_today": [
{
"rank": 1,
"dimension": "relative_strength",
"label": "Highest Relative Strength",
"primary_value": -5.21,
"runner_up_value": 4.33,
"wins": true
}
],
"why_not_alternatives": [
{
"symbol": "ARM",
"rank": 2,
"reasons": [
"Win% 80 vs 81",
"ER 2.4% vs 0.7%",
"Score 0.7 vs 0.26",
"RS -5.2% vs -2.7%",
"R:R 1.41 vs 0.1"
],
"summary": "Why MU over ARM: Win% 80 vs 81 · ER 2.4% vs 0.7% · Score 0.7 vs 0.26 · RS -5.2% vs -2.7% · R:R 1.41 vs 0.1"
},
{
"symbol": "AVGO",
"rank": 3,
"reasons": [
"Win% 80 vs 72",
"ER 2.4% vs 0.7%",
"Score 0.7 vs 0.25",
"RS -5.2% vs -2.5%",
"R:R 1.41 vs 0.22"
],
"summary": "Why MU over AVGO: Win% 80 vs 72 · ER 2.4% vs 0.7% · Score 0.7 vs 0.25 · RS -5.2% vs -2.5% · R:R 1.41 vs 0.22"
},
{
"symbol": "AMD",
"rank": 4,
"reasons": [
"Win% 80 vs 72",
"ER 2.4% vs 0.7%",
"Score 0.7 vs 0.23",
"RS -5.2% vs -2.5%",
"R:R 1.41 vs 0.14"
],
"summary": "Why MU over AMD: Win% 80 vs 72 · ER 2.4% vs 0.7% · Score 0.7 vs 0.23 · RS -5.2% vs -2.5% · R:R 1.41 vs 0.14"
},
{
"symbol": "SMH",
"rank": 5,
"reasons": [
"Win% 80 vs 72",
"ER 2.4% vs 0.6%",
"Score 0.7 vs 0.22",
"RS -5.2% vs -2.5%",
"R:R 1.41 vs 0.17"
],
"summary": "Why MU over SMH: Win% 80 vs 72 · ER 2.4% vs 0.6% · Score 0.7 vs 0.22 · RS -5.2% vs -2.5% · R:R 1.41 vs 0.17"
},
{
"symbol": "TQQQ",
"rank": 6,
"reasons": [
"Win% 80 vs 72",
"ER 2.4% vs 0.5%",
"Score 0.7 vs 0.18",
"RS -5.2% vs -1.5%",
"R:R 1.41 vs 0.16"
],
"summary": "Why MU over TQQQ: Win% 80 vs 72 · ER 2.4% vs 0.5% · Score 0.7 vs 0.18 · RS -5.2% vs -1.5% · R:R 1.41 vs 0.16"
}
],
"rank_summary": "MU ranked #1 because weakest RS",
"win_prob_source": "rules",
"calibration": {
"calibrated_win_prob": 80.0,
"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": 86.83,
"win_scenario_usd": 132.06,
"loss_scenario_usd": 94.08,
"win_prob_pct": 80.0,
"display": "EV $+87 (win +$132 @ 80.0% · loss -$94)"
},
"entry_status": {
"current_price": 919.74,
"ideal_entry": 925.76,
"distance_pct": 0.65,
"remaining_er_pct": 1.74,
"live_expected_return_pct": 1.74,
"new_plan": null,
"alternate_entry": null,
"advisory": true,
"advisory_tag": "ADVISORY — 不构成投资建议",
"zone_low": 925.6,
"zone_high": 925.92,
"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": 81,
"confidence_stars": "★★★★☆",
"expected_move": "+1.34%",
"expected_return_pct": 1.34,
"win_prob": 81.0,
"win_prob_breakdown": {
"components": [
{
"factor": "Base",
"key": "base",
"points": 50.0
},
{
"factor": "RS",
"key": "rs",
"points": 16.0
},
{
"factor": "Gap",
"key": "gap",
"points": 5.0
},
{
"factor": "Volume",
"key": "volume",
"points": 4.0
},
{
"factor": "Macro",
"key": "macro",
"points": 6.0
}
],
"total": 81.0,
"raw_total": 81.0,
"was_clamped": false
},
"risk_reward": 0.38,
"final_score": 0.26,
"trade_action": "Pass",
"relative_strength": -2.68,
"entry": "Below 247.3 (VWAP)",
"entry_source": "vwap",
"entry_price": 247.33,
"entry_zone": {
"low": 246.59,
"high": 248.07,
"mid": 247.33,
"anchors": [
{
"source": "vwap",
"label": "VWAP",
"price": 247.33
}
],
"display": "Entry Zone 247–248",
"entry_source": "vwap",
"tolerance_pct": 0.3
},
"stop": "255.9 (ORB高点)",
"stop_source": "orb_high",
"stop_price": 255.95,
"target": "244.0 (预期收盘)",
"target_source": "expected_close",
"target_price": 244.01,
"targets": [
"244.0 (预期收盘)"
],
"level_anchors": {
"vwap": 247.33,
"orb_high": 255.95,
"orb_low": 245.5,
"prev_high": 254.18,
"prev_low": 254.18,
"prior_close": 254.18,
"orb_from_minute": true
},
"levels_valid": true,
"why": [
"RS弱于QQQ -2.68%",
"Gap 未过度延伸",
"Volume 信号",
"VIX 走高",
"期望R -0.11 < 0.20（EV门禁）"
],
"why_chain": "RS弱于QQQ -2.68% · Gap 未过度延伸 · Volume 信号 · VIX 走高",
"why_vs_runner_up": "—",
"factor_breakdown": {
"relative_strength_vs_qqq": -2.68,
"relative_strength_vs_smh": -0.23,
"relative_weakness_score": 2.82,
"gap_pct": -1.11,
"beta_proxy": 4.88,
"volume_signal": true,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": 10.48,
"prior_day_change_pct": 0.0
},
"edge_type": "Relative Weakness",
"score_formula_display": "final = win_prob(81%) × ER(0.7%) × rr_weight(0.5) / 100",
"expected_high": 264.79,
"expected_low": 243.65,
"expected_close": 244.01,
"current_price": 245.61,
"upside_pct": 0.8,
"downside_risk_pct": 7.81,
"why_factors": [
"RS弱于QQQ -2.68%",
"Gap 未过度延伸",
"Volume 信号",
"VIX 走高",
"期望R -0.11 < 0.20（EV门禁）"
],
"why_today": "RS弱于QQQ -2.68% · Gap 未过度延伸 · Volume 信号 · VIX 走高",
"gap_pct": -1.11,
"rr_display": {
"reward_risk_ratio": 0.39,
"risk_reward_ratio": 2.56,
"reward_per_share": 3.32,
"risk_per_share": 8.62,
"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": "Fed Headlines · Oil Selloff",
"invalidation": "Close above stop $255.95",
"advisory": true,
"level_reasons": {
"entry": {
"price": 247.33,
"source": "vwap",
"confidence": 77,
"reasons": [
{
"source": "vwap",
"label": "VWAP",
"price": 247.33,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
},
"stop": {
"price": 255.95,
"source": "orb_high",
"confidence": 77,
"reasons": [
{
"source": "orb_high",
"label": "ORB High",
"price": 255.95,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
},
"target": {
"price": 244.01,
"source": "expected_close",
"confidence": 77,
"reasons": [
{
"source": "expected_close",
"label": "Expected Close",
"price": 244.01,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
}
},
"return_calculation": "(247.33-244.01)/247.33=1.34%",
"heuristic_expected_return_pct": 0.65,
"target_action": "买入/平空仓",
"trade_summary_cn": "做空 ARM：在 247.33 附近入场，目标 244.01，预期 +1.34%",
"expected_r": 0.1178,
"rr_below_hard_min": true,
"trade_economics": {
"account_size": 10000.0,
"risk_pct": 1.0,
"position_pct": 27.2,
"shares": 11,
"contracts": 0,
"max_loss_usd": 94.82,
"win_usd": 36.52,
"loss_usd": 94.82,
"expected_value_usd": 11.57,
"risk_per_share": 8.62,
"reward_per_share": 3.32,
"rr_display": {
"reward_risk_ratio": 0.39,
"risk_reward_ratio": 2.56,
"reward_per_share": 3.32,
"risk_per_share": 8.62,
"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 +$37 / Loss -$95"
},
"position_sizing": {
"risk_pct": 1.0,
"position_pct": 27.2,
"contracts": 0,
"shares": 11,
"max_loss_usd": 94.82,
"size_label": "None",
"display": "Risk 1.0% → Position 27.2% → 11 unit(s) → Max Loss $94.82"
},
"why_wins_today": [
{
"rank": 1,
"dimension": "expected_range",
"label": "Largest Expected Range",
"primary_value": 8.61,
"runner_up_value": 7.78,
"wins": true
},
{
"rank": 2,
"dimension": "win_prob",
"label": "Highest Probability",
"primary_value": 81.0,
"runner_up_value": 80.0,
"wins": true
}
],
"why_not_alternatives": [
{
"symbol": "MU",
"rank": 1,
"reasons": [
"Win% 81 vs 80",
"ER 1.3% vs 1.7%",
"Score 0.26 vs 0.7",
"RS -2.7% vs -5.2%",
"R:R 0.38 vs 0.29"
],
"summary": "Why ARM over MU: Win% 81 vs 80 · ER 1.3% vs 1.7% · Score 0.26 vs 0.7 · RS -2.7% vs -5.2% · R:R 0.38 vs 0.29"
},
{
"symbol": "AVGO",
"rank": 3,
"reasons": [
"Win% 81 vs 72",
"ER 1.3% vs 0.7%",
"Score 0.26 vs 0.25",
"RS -2.7% vs -2.5%",
"R:R 0.38 vs 0.22"
],
"summary": "Why ARM over AVGO: Win% 81 vs 72 · ER 1.3% vs 0.7% · Score 0.26 vs 0.25 · RS -2.7% vs -2.5% · R:R 0.38 vs 0.22"
},
{
"symbol": "AMD",
"rank": 4,
"reasons": [
"Win% 81 vs 72",
"ER 1.3% vs 0.7%",
"Score 0.26 vs 0.23",
"RS -2.7% vs -2.5%",
"R:R 0.38 vs 0.14"
],
"summary": "Why ARM over AMD: Win% 81 vs 72 · ER 1.3% vs 0.7% · Score 0.26 vs 0.23 · RS -2.7% vs -2.5% · R:R 0.38 vs 0.14"
},
{
"symbol": "SMH",
"rank": 5,
"reasons": [
"Win% 81 vs 72",
"ER 1.3% vs 0.6%",
"Score 0.26 vs 0.22",
"RS -2.7% vs -2.5%",
"R:R 0.38 vs 0.17"
],
"summary": "Why ARM over SMH: Win% 81 vs 72 · ER 1.3% vs 0.6% · Score 0.26 vs 0.22 · RS -2.7% vs -2.5% · R:R 0.38 vs 0.17"
},
{
"symbol": "TQQQ",
"rank": 6,
"reasons": [
"Win% 81 vs 72",
"ER 1.3% vs 0.5%",
"Score 0.26 vs 0.18",
"RS -2.7% vs -1.5%",
"R:R 0.38 vs 0.16"
],
"summary": "Why ARM over TQQQ: Win% 81 vs 72 · ER 1.3% vs 0.5% · Score 0.26 vs 0.18 · RS -2.7% vs -1.5% · R:R 0.38 vs 0.16"
}
],
"win_prob_source": "rules",
"calibration": {
"calibrated_win_prob": 81.0,
"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": 11.57,
"win_scenario_usd": 36.52,
"loss_scenario_usd": 94.82,
"win_prob_pct": 81.0,
"display": "EV $+12 (win +$37 @ 81.0% · loss -$95)"
},
"entry_status": {
"current_price": 245.61,
"ideal_entry": 247.33,
"distance_pct": 0.7,
"remaining_er_pct": 0.65,
"live_expected_return_pct": 0.65,
"new_plan": null,
"alternate_entry": null,
"advisory": true,
"advisory_tag": "ADVISORY — 不构成投资建议",
"zone_low": 246.59,
"zone_high": 248.07,
"miss_threshold_pct": 1.0,
"status": "PREMARKET",
"status_reason": "Premarket Ideal Entry — plan not yet live",
"action_hint": "Entry still valid"
}
},
{
"rank": 3,
"symbol": "AVGO",
"direction": "SHORT",
"instrument": "Stock",
"horizon": "Swing",
"confidence": 72,
"confidence_stars": "★★★☆☆",
"expected_move": "+0.85%",
"expected_return_pct": 0.85,
"win_prob": 72.0,
"win_prob_breakdown": {
"components": [
{
"factor": "Base",
"key": "base",
"points": 50.0
},
{
"factor": "RS",
"key": "rs",
"points": 12.0
},
{
"factor": "Volume",
"key": "volume",
"points": 4.0
},
{
"factor": "Macro",
"key": "macro",
"points": 6.0
}
],
"total": 72.0,
"raw_total": 72.0,
"was_clamped": false
},
"risk_reward": 0.58,
"final_score": 0.25,
"trade_action": "Pass",
"relative_strength": -2.46,
"entry": "Below 350.5 (VWAP)",
"entry_source": "vwap",
"entry_price": 350.05,
"entry_zone": {
"low": 349.61,
"high": 350.48,
"mid": 350.05,
"anchors": [
{
"source": "vwap",
"label": "VWAP",
"price": 350.48
},
{
"source": "orb_low",
"label": "ORB低点",
"price": 349.61
}
],
"display": "Entry Zone 349.61–350.48",
"entry_source": "vwap",
"tolerance_pct": 0.3
},
"stop": "355.2 (ORB高点)",
"stop_source": "orb_high",
"stop_price": 355.18,
"target": "347.1 (预期收盘)",
"target_source": "expected_close",
"target_price": 347.08,
"targets": [
"347.1 (预期收盘)"
],
"level_anchors": {
"vwap": 350.48,
"orb_high": 355.18,
"orb_low": 349.61,
"prev_high": 360.83,
"prev_low": 360.83,
"prior_close": 360.83,
"orb_from_minute": true
},
"levels_valid": true,
"why": [
"RS弱于QQQ -2.46%",
"Volume 信号",
"VIX 走高",
"期望R -0.12 < 0.20（EV门禁）"
],
"why_chain": "RS弱于QQQ -2.46% · Volume 信号 · VIX 走高 · 期望R -0.12 < 0.20（EV门禁）",
"why_vs_runner_up": "—",
"factor_breakdown": {
"relative_strength_vs_qqq": -2.46,
"relative_strength_vs_smh": -0.01,
"relative_weakness_score": 2.47,
"gap_pct": -2.38,
"beta_proxy": 4.57,
"volume_signal": true,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": 10.48,
"prior_day_change_pct": 0.0
},
"edge_type": "Relative Weakness",
"score_formula_display": "final = win_prob(72%) × ER(0.7%) × rr_weight(0.5) / 100",
"expected_high": 361.99,
"expected_low": 346.67,
"expected_close": 347.08,
"current_price": 349.47,
"upside_pct": 0.8,
"downside_risk_pct": 3.58,
"why_factors": [
"RS弱于QQQ -2.46%",
"Volume 信号",
"VIX 走高",
"期望R -0.12 < 0.20（EV门禁）"
],
"why_today": "RS弱于QQQ -2.46% · Volume 信号 · VIX 走高 · 期望R -0.12 < 0.20（EV门禁）",
"gap_pct": -2.38,
"rr_display": {
"reward_risk_ratio": 0.58,
"risk_reward_ratio": 1.72,
"reward_per_share": 2.97,
"risk_per_share": 5.13,
"label_reward_risk": "Reward/Risk 0.58",
"label_risk_reward": "Risk:Reward 1:1.72",
"display": "Reward/Risk 0.58 · Risk:Reward 1:1.72",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"catalyst": "Fed Headlines · Oil Selloff",
"invalidation": "Close above stop $355.18",
"advisory": true,
"level_reasons": {
"entry": {
"price": 350.05,
"source": "vwap",
"confidence": 98,
"reasons": [
{
"source": "orb_low",
"label": "ORB Low",
"price": 349.61,
"weight_pct": 23.0,
"matched": true,
"primary": false
},
{
"source": "vwap",
"label": "VWAP",
"price": 350.48,
"weight_pct": 54.0,
"matched": true,
"primary": true
},
{
"source": "current",
"label": "Below Current",
"price": 349.47,
"weight_pct": 23.0,
"matched": true,
"primary": false
}
]
},
"stop": {
"price": 355.18,
"source": "orb_high",
"confidence": 77,
"reasons": [
{
"source": "orb_high",
"label": "ORB High",
"price": 355.18,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
},
"target": {
"price": 347.08,
"source": "expected_close",
"confidence": 77,
"reasons": [
{
"source": "expected_close",
"label": "Expected Close",
"price": 347.08,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
}
},
"return_calculation": "(350.05-347.08)/350.05=0.85%",
"heuristic_expected_return_pct": 0.68,
"target_action": "买入/平空仓",
"trade_summary_cn": "做空 AVGO：在 350.05 附近入场，目标 347.08，预期 +0.85%",
"expected_r": 0.1376,
"rr_below_hard_min": true,
"trade_economics": {
"account_size": 10000.0,
"risk_pct": 1.0,
"position_pct": 66.5,
"shares": 19,
"contracts": 0,
"max_loss_usd": 97.47,
"win_usd": 56.43,
"loss_usd": 97.47,
"expected_value_usd": 13.34,
"risk_per_share": 5.13,
"reward_per_share": 2.97,
"rr_display": {
"reward_risk_ratio": 0.58,
"risk_reward_ratio": 1.72,
"reward_per_share": 2.97,
"risk_per_share": 5.13,
"label_reward_risk": "Reward/Risk 0.58",
"label_risk_reward": "Risk:Reward 1:1.72",
"display": "Reward/Risk 0.58 · Risk:Reward 1:1.72",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"size_label": "None",
"display": "$10,000 → Win +$56 / Loss -$97"
},
"position_sizing": {
"risk_pct": 1.0,
"position_pct": 66.5,
"contracts": 0,
"shares": 19,
"max_loss_usd": 97.47,
"size_label": "None",
"display": "Risk 1.0% → Position 66.5% → 19 unit(s) → Max Loss $97.47"
},
"why_wins_today": [],
"why_not_alternatives": [
{
"symbol": "MU",
"rank": 1,
"reasons": [
"Win% 72 vs 80",
"ER 0.8% vs 1.7%",
"Score 0.25 vs 0.7",
"RS -2.5% vs -5.2%",
"R:R 0.58 vs 0.29"
],
"summary": "Why AVGO over MU: Win% 72 vs 80 · ER 0.8% vs 1.7% · Score 0.25 vs 0.7 · RS -2.5% vs -5.2% · R:R 0.58 vs 0.29"
},
{
"symbol": "ARM",
"rank": 2,
"reasons": [
"Win% 72 vs 81",
"ER 0.8% vs 0.7%",
"Score 0.25 vs 0.26",
"RS -2.5% vs -2.7%",
"R:R 0.58 vs 0.1"
],
"summary": "Why AVGO over ARM: Win% 72 vs 81 · ER 0.8% vs 0.7% · Score 0.25 vs 0.26 · RS -2.5% vs -2.7% · R:R 0.58 vs 0.1"
},
{
"symbol": "AMD",
"rank": 4,
"reasons": [
"ER 0.8% vs 0.7%",
"Score 0.25 vs 0.23",
"R:R 0.58 vs 0.14"
],
"summary": "Why AVGO over AMD: ER 0.8% vs 0.7% · Score 0.25 vs 0.23 · R:R 0.58 vs 0.14"
},
{
"symbol": "SMH",
"rank": 5,
"reasons": [
"ER 0.8% vs 0.6%",
"Score 0.25 vs 0.22",
"R:R 0.58 vs 0.17"
],
"summary": "Why AVGO over SMH: ER 0.8% vs 0.6% · Score 0.25 vs 0.22 · R:R 0.58 vs 0.17"
},
{
"symbol": "TQQQ",
"rank": 6,
"reasons": [
"ER 0.8% vs 0.5%",
"Score 0.25 vs 0.18",
"RS -2.5% vs -1.5%",
"R:R 0.58 vs 0.16"
],
"summary": "Why AVGO over TQQQ: ER 0.8% vs 0.5% · Score 0.25 vs 0.18 · RS -2.5% vs -1.5% · R:R 0.58 vs 0.16"
}
],
"win_prob_source": "rules",
"calibration": {
"calibrated_win_prob": 72.0,
"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": 13.34,
"win_scenario_usd": 56.43,
"loss_scenario_usd": 97.47,
"win_prob_pct": 72.0,
"display": "EV $+13 (win +$56 @ 72.0% · loss -$97)"
},
"entry_status": {
"current_price": 349.47,
"ideal_entry": 350.05,
"distance_pct": 0.17,
"remaining_er_pct": 0.68,
"live_expected_return_pct": 0.68,
"new_plan": null,
"alternate_entry": null,
"advisory": true,
"advisory_tag": "ADVISORY — 不构成投资建议",
"zone_low": 349.61,
"zone_high": 350.48,
"miss_threshold_pct": 1.0,
"status": "PREMARKET",
"status_reason": "Premarket Ideal Entry — plan not yet live",
"action_hint": "Entry still valid"
}
},
{
"rank": 4,
"symbol": "AMD",
"direction": "SHORT",
"instrument": "Stock",
"horizon": "Swing",
"confidence": 72,
"confidence_stars": "★★★☆☆",
"expected_move": "+0.92%",
"expected_return_pct": 0.92,
"win_prob": 72.0,
"win_prob_breakdown": {
"components": [
{
"factor": "Base",
"key": "base",
"points": 50.0
},
{
"factor": "RS",
"key": "rs",
"points": 12.0
},
{
"factor": "Volume",
"key": "volume",
"points": 4.0
},
{
"factor": "Macro",
"key": "macro",
"points": 6.0
}
],
"total": 72.0,
"raw_total": 72.0,
"was_clamped": false
},
"risk_reward": 0.41,
"final_score": 0.23,
"trade_action": "Pass",
"relative_strength": -2.48,
"entry": "Below 488.9 (VWAP)",
"entry_source": "vwap",
"entry_price": 488.97,
"entry_zone": {
"low": 488.92,
"high": 489.01,
"mid": 488.97,
"anchors": [
{
"source": "vwap",
"label": "VWAP",
"price": 488.92
},
{
"source": "orb_low",
"label": "ORB低点",
"price": 489.01
}
],
"display": "Entry Zone 488.92–489.01",
"entry_source": "vwap",
"tolerance_pct": 0.3
},
"stop": "500.0 (ORB高点)",
"stop_source": "orb_high",
"stop_price": 499.98,
"target": "484.5 (预期收盘)",
"target_source": "expected_close",
"target_price": 484.46,
"targets": [
"484.5 (预期收盘)"
],
"level_anchors": {
"vwap": 488.92,
"orb_high": 499.98,
"orb_low": 489.01,
"prev_high": 503.6,
"prev_low": 503.6,
"prior_close": 503.6,
"orb_from_minute": true
},
"levels_valid": true,
"why": [
"RS弱于QQQ -2.48%",
"Volume 信号",
"VIX 走高",
"期望R -0.18 < 0.20（EV门禁）"
],
"why_chain": "RS弱于QQQ -2.48% · Volume 信号 · VIX 走高 · 期望R -0.18 < 0.20（EV门禁）",
"why_vs_runner_up": "—",
"factor_breakdown": {
"relative_strength_vs_qqq": -2.48,
"relative_strength_vs_smh": -0.03,
"relative_weakness_score": 2.5,
"gap_pct": -1.91,
"beta_proxy": 4.59,
"volume_signal": true,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": 10.48,
"prior_day_change_pct": 0.0
},
"edge_type": "Relative Weakness",
"score_formula_display": "final = win_prob(72%) × ER(0.7%) × rr_weight(0.5) / 100",
"expected_high": 516.13,
"expected_low": 483.74,
"expected_close": 484.46,
"current_price": 487.64,
"upside_pct": 0.8,
"downside_risk_pct": 5.84,
"why_factors": [
"RS弱于QQQ -2.48%",
"Volume 信号",
"VIX 走高",
"期望R -0.18 < 0.20（EV门禁）"
],
"why_today": "RS弱于QQQ -2.48% · Volume 信号 · VIX 走高 · 期望R -0.18 < 0.20（EV门禁）",
"gap_pct": -1.91,
"rr_display": {
"reward_risk_ratio": 0.41,
"risk_reward_ratio": 2.44,
"reward_per_share": 4.51,
"risk_per_share": 11.01,
"label_reward_risk": "Reward/Risk 0.41",
"label_risk_reward": "Risk:Reward 1:2.44",
"display": "Reward/Risk 0.41 · Risk:Reward 1:2.44",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"catalyst": "Fed Headlines · Oil Selloff",
"invalidation": "Close above stop $499.98",
"advisory": true,
"level_reasons": {
"entry": {
"price": 488.97,
"source": "vwap",
"confidence": 98,
"reasons": [
{
"source": "orb_low",
"label": "ORB Low",
"price": 489.01,
"weight_pct": 23.0,
"matched": true,
"primary": false
},
{
"source": "vwap",
"label": "VWAP",
"price": 488.92,
"weight_pct": 54.0,
"matched": true,
"primary": true
},
{
"source": "current",
"label": "Below Current",
"price": 487.64,
"weight_pct": 23.0,
"matched": true,
"primary": false
}
]
},
"stop": {
"price": 499.98,
"source": "orb_high",
"confidence": 77,
"reasons": [
{
"source": "orb_high",
"label": "ORB High",
"price": 499.98,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
},
"target": {
"price": 484.46,
"source": "expected_close",
"confidence": 77,
"reasons": [
{
"source": "expected_close",
"label": "Expected Close",
"price": 484.46,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
}
},
"return_calculation": "(488.97-484.46)/488.97=0.92%",
"heuristic_expected_return_pct": 0.65,
"target_action": "买入/平空仓",
"trade_summary_cn": "做空 AMD：在 488.97 附近入场，目标 484.46，预期 +0.92%",
"expected_r": 0.0152,
"rr_below_hard_min": true,
"trade_economics": {
"account_size": 10000.0,
"risk_pct": 1.0,
"position_pct": 44.0,
"shares": 9,
"contracts": 0,
"max_loss_usd": 99.09,
"win_usd": 40.59,
"loss_usd": 99.09,
"expected_value_usd": 1.48,
"risk_per_share": 11.01,
"reward_per_share": 4.51,
"rr_display": {
"reward_risk_ratio": 0.41,
"risk_reward_ratio": 2.44,
"reward_per_share": 4.51,
"risk_per_share": 11.01,
"label_reward_risk": "Reward/Risk 0.41",
"label_risk_reward": "Risk:Reward 1:2.44",
"display": "Reward/Risk 0.41 · Risk:Reward 1:2.44",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"size_label": "None",
"display": "$10,000 → Win +$41 / Loss -$99"
},
"position_sizing": {
"risk_pct": 1.0,
"position_pct": 44.0,
"contracts": 0,
"shares": 9,
"max_loss_usd": 99.09,
"size_label": "None",
"display": "Risk 1.0% → Position 44.0% → 9 unit(s) → Max Loss $99.09"
},
"why_wins_today": [],
"why_not_alternatives": [
{
"symbol": "MU",
"rank": 1,
"reasons": [
"Win% 72 vs 80",
"ER 0.9% vs 1.7%",
"Score 0.23 vs 0.7",
"RS -2.5% vs -5.2%",
"R:R 0.41 vs 0.29"
],
"summary": "Why AMD over MU: Win% 72 vs 80 · ER 0.9% vs 1.7% · Score 0.23 vs 0.7 · RS -2.5% vs -5.2% · R:R 0.41 vs 0.29"
},
{
"symbol": "ARM",
"rank": 2,
"reasons": [
"Win% 72 vs 81",
"ER 0.9% vs 0.7%",
"Score 0.23 vs 0.26",
"RS -2.5% vs -2.7%",
"R:R 0.41 vs 0.1"
],
"summary": "Why AMD over ARM: Win% 72 vs 81 · ER 0.9% vs 0.7% · Score 0.23 vs 0.26 · RS -2.5% vs -2.7% · R:R 0.41 vs 0.1"
},
{
"symbol": "AVGO",
"rank": 3,
"reasons": [
"ER 0.9% vs 0.7%",
"Score 0.23 vs 0.25",
"R:R 0.41 vs 0.22"
],
"summary": "Why AMD over AVGO: ER 0.9% vs 0.7% · Score 0.23 vs 0.25 · R:R 0.41 vs 0.22"
},
{
"symbol": "SMH",
"rank": 5,
"reasons": [
"ER 0.9% vs 0.6%",
"Score 0.23 vs 0.22",
"R:R 0.41 vs 0.17"
],
"summary": "Why AMD over SMH: ER 0.9% vs 0.6% · Score 0.23 vs 0.22 · R:R 0.41 vs 0.17"
},
{
"symbol": "TQQQ",
"rank": 6,
"reasons": [
"ER 0.9% vs 0.5%",
"Score 0.23 vs 0.18",
"RS -2.5% vs -1.5%",
"R:R 0.41 vs 0.16"
],
"summary": "Why AMD over TQQQ: ER 0.9% vs 0.5% · Score 0.23 vs 0.18 · RS -2.5% vs -1.5% · R:R 0.41 vs 0.16"
}
],
"win_prob_source": "rules",
"calibration": {
"calibrated_win_prob": 72.0,
"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": 1.48,
"win_scenario_usd": 40.59,
"loss_scenario_usd": 99.09,
"win_prob_pct": 72.0,
"display": "EV $+1 (win +$41 @ 72.0% · loss -$99)"
},
"entry_status": {
"current_price": 487.64,
"ideal_entry": 488.97,
"distance_pct": 0.27,
"remaining_er_pct": 0.65,
"live_expected_return_pct": 0.65,
"new_plan": null,
"alternate_entry": null,
"advisory": true,
"advisory_tag": "ADVISORY — 不构成投资建议",
"zone_low": 488.92,
"zone_high": 489.01,
"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": 72,
"confidence_stars": "★★★☆☆",
"expected_move": "+1.09%",
"expected_return_pct": 1.09,
"win_prob": 72.0,
"win_prob_breakdown": {
"components": [
{
"factor": "Base",
"key": "base",
"points": 50.0
},
{
"factor": "RS",
"key": "rs",
"points": 12.0
},
{
"factor": "Volume",
"key": "volume",
"points": 4.0
},
{
"factor": "Macro",
"key": "macro",
"points": 6.0
}
],
"total": 72.0,
"raw_total": 72.0,
"was_clamped": false
},
"risk_reward": 0.58,
"final_score": 0.22,
"trade_action": "Pass",
"relative_strength": -2.45,
"entry": "Below 545.4 (VWAP)",
"entry_source": "vwap",
"entry_price": 545.28,
"entry_zone": {
"low": 545.16,
"high": 545.4,
"mid": 545.28,
"anchors": [
{
"source": "vwap",
"label": "VWAP",
"price": 545.4
},
{
"source": "orb_low",
"label": "ORB低点",
"price": 545.16
}
],
"display": "Entry Zone 545.16–545.40",
"entry_source": "vwap",
"tolerance_pct": 0.3
},
"stop": "555.5 (ORB高点)",
"stop_source": "orb_high",
"stop_price": 555.45,
"target": "539.3 (预期收盘)",
"target_source": "expected_close",
"target_price": 539.32,
"targets": [
"539.3 (预期收盘)"
],
"level_anchors": {
"vwap": 545.4,
"orb_high": 555.45,
"orb_low": 545.16,
"prev_high": 560.28,
"prev_low": 560.28,
"prior_close": 560.28,
"orb_from_minute": true
},
"levels_valid": true,
"why": [
"RS弱于QQQ -2.45%",
"Volume 信号",
"VIX 走高",
"期望R -0.16 < 0.20（EV门禁）"
],
"why_chain": "RS弱于QQQ -2.45% · Volume 信号 · VIX 走高 · 期望R -0.16 < 0.20（EV门禁）",
"why_vs_runner_up": "—",
"factor_breakdown": {
"relative_strength_vs_qqq": -2.45,
"relative_strength_vs_smh": 0.0,
"relative_weakness_score": 2.45,
"gap_pct": -1.62,
"beta_proxy": 4.55,
"volume_signal": true,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": 10.48,
"prior_day_change_pct": 0.0
},
"edge_type": "Relative Weakness",
"score_formula_display": "final = win_prob(72%) × ER(0.6%) × rr_weight(0.5) / 100",
"expected_high": 568.53,
"expected_low": 538.34,
"expected_close": 539.32,
"current_price": 542.68,
"upside_pct": 0.8,
"downside_risk_pct": 4.76,
"why_factors": [
"RS弱于QQQ -2.45%",
"Volume 信号",
"VIX 走高",
"期望R -0.16 < 0.20（EV门禁）"
],
"why_today": "RS弱于QQQ -2.45% · Volume 信号 · VIX 走高 · 期望R -0.16 < 0.20（EV门禁）",
"gap_pct": -1.62,
"rr_display": {
"reward_risk_ratio": 0.59,
"risk_reward_ratio": 1.69,
"reward_per_share": 5.96,
"risk_per_share": 10.17,
"label_reward_risk": "Reward/Risk 0.59",
"label_risk_reward": "Risk:Reward 1:1.69",
"display": "Reward/Risk 0.59 · Risk:Reward 1:1.69",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"catalyst": "Fed Headlines · Oil Selloff",
"invalidation": "Close above stop $555.45",
"advisory": true,
"level_reasons": {
"entry": {
"price": 545.28,
"source": "vwap",
"confidence": 98,
"reasons": [
{
"source": "orb_low",
"label": "ORB Low",
"price": 545.16,
"weight_pct": 23.0,
"matched": true,
"primary": false
},
{
"source": "vwap",
"label": "VWAP",
"price": 545.4,
"weight_pct": 54.0,
"matched": true,
"primary": true
},
{
"source": "current",
"label": "Below Current",
"price": 542.68,
"weight_pct": 23.0,
"matched": true,
"primary": false
}
]
},
"stop": {
"price": 555.45,
"source": "orb_high",
"confidence": 77,
"reasons": [
{
"source": "orb_high",
"label": "ORB High",
"price": 555.45,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
},
"target": {
"price": 539.32,
"source": "expected_close",
"confidence": 77,
"reasons": [
{
"source": "expected_close",
"label": "Expected Close",
"price": 539.32,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
}
},
"return_calculation": "(545.28-539.32)/545.28=1.09%",
"heuristic_expected_return_pct": 0.62,
"target_action": "买入/平空仓",
"trade_summary_cn": "做空 SMH：在 545.28 附近入场，目标 539.32，预期 +1.09%",
"expected_r": 0.1376,
"rr_below_hard_min": true,
"trade_economics": {
"account_size": 10000.0,
"risk_pct": 1.0,
"position_pct": 49.1,
"shares": 9,
"contracts": 0,
"max_loss_usd": 91.53,
"win_usd": 53.64,
"loss_usd": 91.53,
"expected_value_usd": 12.99,
"risk_per_share": 10.17,
"reward_per_share": 5.96,
"rr_display": {
"reward_risk_ratio": 0.59,
"risk_reward_ratio": 1.69,
"reward_per_share": 5.96,
"risk_per_share": 10.17,
"label_reward_risk": "Reward/Risk 0.59",
"label_risk_reward": "Risk:Reward 1:1.69",
"display": "Reward/Risk 0.59 · Risk:Reward 1:1.69",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"size_label": "None",
"display": "$10,000 → Win +$54 / Loss -$92"
},
"position_sizing": {
"risk_pct": 1.0,
"position_pct": 49.1,
"contracts": 0,
"shares": 9,
"max_loss_usd": 91.53,
"size_label": "None",
"display": "Risk 1.0% → Position 49.1% → 9 unit(s) → Max Loss $91.53"
},
"why_wins_today": [],
"why_not_alternatives": [
{
"symbol": "MU",
"rank": 1,
"reasons": [
"Win% 72 vs 80",
"ER 1.1% vs 1.7%",
"Score 0.22 vs 0.7",
"RS -2.5% vs -5.2%",
"R:R 0.58 vs 0.29"
],
"summary": "Why SMH over MU: Win% 72 vs 80 · ER 1.1% vs 1.7% · Score 0.22 vs 0.7 · RS -2.5% vs -5.2% · R:R 0.58 vs 0.29"
},
{
"symbol": "ARM",
"rank": 2,
"reasons": [
"Win% 72 vs 81",
"ER 1.1% vs 0.7%",
"Score 0.22 vs 0.26",
"RS -2.5% vs -2.7%",
"R:R 0.58 vs 0.1"
],
"summary": "Why SMH over ARM: Win% 72 vs 81 · ER 1.1% vs 0.7% · Score 0.22 vs 0.26 · RS -2.5% vs -2.7% · R:R 0.58 vs 0.1"
},
{
"symbol": "AVGO",
"rank": 3,
"reasons": [
"ER 1.1% vs 0.7%",
"Score 0.22 vs 0.25",
"R:R 0.58 vs 0.22"
],
"summary": "Why SMH over AVGO: ER 1.1% vs 0.7% · Score 0.22 vs 0.25 · R:R 0.58 vs 0.22"
},
{
"symbol": "AMD",
"rank": 4,
"reasons": [
"ER 1.1% vs 0.7%",
"Score 0.22 vs 0.23",
"R:R 0.58 vs 0.14"
],
"summary": "Why SMH over AMD: ER 1.1% vs 0.7% · Score 0.22 vs 0.23 · R:R 0.58 vs 0.14"
},
{
"symbol": "TQQQ",
"rank": 6,
"reasons": [
"ER 1.1% vs 0.5%",
"Score 0.22 vs 0.18",
"RS -2.5% vs -1.5%",
"R:R 0.58 vs 0.16"
],
"summary": "Why SMH over TQQQ: ER 1.1% vs 0.5% · Score 0.22 vs 0.18 · RS -2.5% vs -1.5% · R:R 0.58 vs 0.16"
}
],
"win_prob_source": "rules",
"calibration": {
"calibrated_win_prob": 72.0,
"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": 12.99,
"win_scenario_usd": 53.64,
"loss_scenario_usd": 91.53,
"win_prob_pct": 72.0,
"display": "EV $+13 (win +$54 @ 72.0% · loss -$92)"
},
"entry_status": {
"current_price": 542.68,
"ideal_entry": 545.28,
"distance_pct": 0.48,
"remaining_er_pct": 0.62,
"live_expected_return_pct": 0.62,
"new_plan": null,
"alternate_entry": null,
"advisory": true,
"advisory_tag": "ADVISORY — 不构成投资建议",
"zone_low": 545.16,
"zone_high": 545.4,
"miss_threshold_pct": 1.0,
"status": "PREMARKET",
"status_reason": "Premarket Ideal Entry — plan not yet live",
"action_hint": "Entry still valid"
}
}
],
"watchlist_items": [
{
"symbol": "TQQQ",
"rank": 6,
"win_prob": 72.0,
"expected_return_pct": 0.49,
"trade_action": "Pass",
"why": "RS弱于QQQ -1.51% · Volume 信号 · VIX 走高 · 期望R -0.16 < 0.20（EV门禁）",
"note": "Monitor — below trade threshold"
},
{
"symbol": "NVDA",
"rank": 7,
"win_prob": 57.0,
"expected_return_pct": 0.45,
"trade_action": "Pass",
"why": "RS弱于QQQ -1.83% · 半导体内领涨 +0.62% · News 8 (利空做空) · Volume 信号",
"note": "Monitor — below trade threshold"
},
{
"symbol": "TSLA",
"rank": 8,
"win_prob": 71.0,
"expected_return_pct": 0.17,
"trade_action": "Pass",
"why": "RS弱于QQQ -0.50% · Gap 未过度延伸 · Volume 信号 · VIX 走高",
"note": "Monitor — below trade threshold"
},
{
"symbol": "XLK",
"rank": 9,
"win_prob": 66.0,
"expected_return_pct": 0.12,
"trade_action": "Pass",
"why": "RS弱于QQQ -0.31% · Gap 未过度延伸 · News 1 (利空做空) · Volume 信号",
"note": "Monitor — below trade threshold"
},
{
"symbol": "QQQ",
"rank": 10,
"win_prob": 65.0,
"expected_return_pct": 0.06,
"trade_action": "Pass",
"why": "Gap 未过度延伸 · Volume 信号 · VIX 走高 · 期望R -0.02 < 0.20（EV门禁）",
"note": "Monitor — below trade threshold"
}
],
"advisory": true,
"swing": {
"symbol": "NVDA",
"direction": "SHORT",
"instrument": "Stock",
"horizon": "Swing",
"duration": "Swing (days–weeks)",
"confidence": 62,
"entry": "Near 213.5 (swing zone)",
"entry_source": "swing_zone",
"entry_price": 213.51,
"entry_zone": {
"low": 212.87,
"high": 217.34,
"mid": 213.51,
"display": "$212.87–$217.34",
"source": "swing_pullback"
},
"stop": "225.0 (1.75xATR)",
"stop_source": "1.75xATR",
"stop_price": 225.01,
"target": "198.2 (T1 ~7.2%)",
"target_source": "2xATR_or_5pct",
"target_price": 198.18,
"targets": [
{
"price": 198.18,
"label": "T1",
"pct": 7.18
},
{
"price": 190.51,
"label": "T2",
"pct": 10.77
}
],
"expected_return_pct": 7.18,
"expected_move": "+7.18%",
"risk_reward": 1.33,
"win_prob": 57.0,
"final_score": 0.13,
"swing_quality": 6.178,
"atr": 7.6672,
"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": 212.87,
"why": [
"高流动性波段标的 NVDA",
"Prior day +0.0%",
"5D momentum -4.3%",
"RS vs QQQ -1.83%",
"News/8 catalyst hints",
"Swing score 6.2"
],
"why_chain": "高流动性波段标的 NVDA · Prior day +0.0% · 5D momentum -4.3% · RS vs QQQ -1.83%",
"invalidation": "Close beyond stop $225.01 or thesis broken (trend flip / catalyst fade)",
"trade_summary_cn": "波段做空 NVDA：理想入场 $212.87–$217.34，止损 $225.01，目标 $198.18（约 +7.2%），持仓天数–数周",
"one_liner": "波段做空 NVDA：理想入场 $212.87–$217.34，止损 $225.01，目标 $198.18（约 +7.2%），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）：Fed Headlines、Oil Selloff、Trade Policy",
"catalyst": "Fed Headlines、Oil Selloff、Trade Policy"
},
"index_edge": {
"edge": "YES",
"why": "SPY 盘前/开盘 +0.22%"
},
"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": 80.0,
"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": 6.0
}
],
"total": 80.0,
"raw_total": 80.0,
"was_clamped": false
},
"expected_return_pct": 1.74,
"expected_high": 975.26,
"expected_low": 903.75,
"expected_close": 903.75,
"current_price": 919.74,
"upside_pct": 1.74,
"downside_risk_pct": 6.04,
"risk_reward": 0.29,
"rr_display": {
"reward_risk_ratio": 0.29,
"risk_reward_ratio": 3.45,
"reward_per_share": null,
"risk_per_share": null,
"label_reward_risk": "Reward/Risk 0.29",
"label_risk_reward": "Risk:Reward 1:3.45",
"display": "Reward/Risk 0.29 · Risk:Reward 1:3.45",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"expected_r": 0.032,
"final_score": 0.7,
"trade_action": "Pass",
"trade": "Pass",
"gap_pct": -4.57,
"relative_strength": -5.21,
"relative_strength_vs_smh": -2.76,
"relative_weakness_score": 6.87,
"prior_day_change_pct": 0.0,
"why_factors": [
"RS弱于QQQ -5.21%",
"RS弱于SMH -2.76%",
"Volume 信号",
"VIX 走高",
"期望R 0.03 < 0.20（EV门禁）"
],
"why": "RS弱于QQQ -5.21% · RS弱于SMH -2.76% · Volume 信号 · VIX 走高",
"score": 7,
"news_count": 0,
"factor_breakdown": {
"relative_strength_vs_qqq": -5.21,
"relative_strength_vs_smh": -2.76,
"relative_weakness_score": 6.87,
"gap_pct": -4.57,
"beta_proxy": 8.55,
"volume_signal": true,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": 10.48,
"prior_day_change_pct": 0.0
},
"edge_type": "Relative Weakness",
"score_formula_display": "final = win_prob(80%) × ER(1.7%) × rr_weight(0.5) / 100",
"rr_weight": 0.5,
"why_vs_runner_up": "MU RS -5.2% vs ARM -2.7%；ER 1.7% vs 0.7%；higher beta (8.6 vs 4.9)；relative weakness play",
"advisory": true,
"rank": 1,
"direction": "SHORT"
},
{
"symbol": "ARM",
"win_prob": 81.0,
"win_prob_breakdown": {
"components": [
{
"factor": "Base",
"key": "base",
"points": 50.0
},
{
"factor": "RS",
"key": "rs",
"points": 16.0
},
{
"factor": "Gap",
"key": "gap",
"points": 5.0
},
{
"factor": "Volume",
"key": "volume",
"points": 4.0
},
{
"factor": "Macro",
"key": "macro",
"points": 6.0
}
],
"total": 81.0,
"raw_total": 81.0,
"was_clamped": false
},
"expected_return_pct": 0.65,
"expected_high": 264.79,
"expected_low": 243.65,
"expected_close": 244.01,
"current_price": 245.61,
"upside_pct": 0.8,
"downside_risk_pct": 7.81,
"risk_reward": 0.1,
"rr_display": {
"reward_risk_ratio": 0.1,
"risk_reward_ratio": 10.0,
"reward_per_share": null,
"risk_per_share": null,
"label_reward_risk": "Reward/Risk 0.10",
"label_risk_reward": "Risk:Reward 1:10.00",
"display": "Reward/Risk 0.10 · Risk:Reward 1:10.00",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"expected_r": -0.109,
"final_score": 0.26,
"trade_action": "Pass",
"trade": "Pass",
"gap_pct": -1.11,
"relative_strength": -2.68,
"relative_strength_vs_smh": -0.23,
"relative_weakness_score": 2.82,
"prior_day_change_pct": 0.0,
"why_factors": [
"RS弱于QQQ -2.68%",
"Gap 未过度延伸",
"Volume 信号",
"VIX 走高",
"期望R -0.11 < 0.20（EV门禁）"
],
"why": "RS弱于QQQ -2.68% · Gap 未过度延伸 · Volume 信号 · VIX 走高",
"score": 3,
"news_count": 0,
"factor_breakdown": {
"relative_strength_vs_qqq": -2.68,
"relative_strength_vs_smh": -0.23,
"relative_weakness_score": 2.82,
"gap_pct": -1.11,
"beta_proxy": 4.88,
"volume_signal": true,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": 10.48,
"prior_day_change_pct": 0.0
},
"edge_type": "Relative Weakness",
"score_formula_display": "final = win_prob(81%) × ER(0.7%) × rr_weight(0.5) / 100",
"rr_weight": 0.5,
"why_vs_runner_up": "—",
"advisory": true,
"rank": 2,
"direction": "SHORT"
},
{
"symbol": "AVGO",
"win_prob": 72.0,
"win_prob_breakdown": {
"components": [
{
"factor": "Base",
"key": "base",
"points": 50.0
},
{
"factor": "RS",
"key": "rs",
"points": 12.0
},
{
"factor": "Volume",
"key": "volume",
"points": 4.0
},
{
"factor": "Macro",
"key": "macro",
"points": 6.0
}
],
"total": 72.0,
"raw_total": 72.0,
"was_clamped": false
},
"expected_return_pct": 0.68,
"expected_high": 361.99,
"expected_low": 346.67,
"expected_close": 347.08,
"current_price": 349.47,
"upside_pct": 0.8,
"downside_risk_pct": 3.58,
"risk_reward": 0.22,
"rr_display": {
"reward_risk_ratio": 0.22,
"risk_reward_ratio": 4.55,
"reward_per_share": null,
"risk_per_share": null,
"label_reward_risk": "Reward/Risk 0.22",
"label_risk_reward": "Risk:Reward 1:4.55",
"display": "Reward/Risk 0.22 · Risk:Reward 1:4.55",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"expected_r": -0.1216,
"final_score": 0.25,
"trade_action": "Pass",
"trade": "Pass",
"gap_pct": -2.38,
"relative_strength": -2.46,
"relative_strength_vs_smh": -0.01,
"relative_weakness_score": 2.47,
"prior_day_change_pct": 0.0,
"why_factors": [
"RS弱于QQQ -2.46%",
"Volume 信号",
"VIX 走高",
"期望R -0.12 < 0.20（EV门禁）"
],
"why": "RS弱于QQQ -2.46% · Volume 信号 · VIX 走高 · 期望R -0.12 < 0.20（EV门禁）",
"score": 2,
"news_count": 0,
"factor_breakdown": {
"relative_strength_vs_qqq": -2.46,
"relative_strength_vs_smh": -0.01,
"relative_weakness_score": 2.47,
"gap_pct": -2.38,
"beta_proxy": 4.57,
"volume_signal": true,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": 10.48,
"prior_day_change_pct": 0.0
},
"edge_type": "Relative Weakness",
"score_formula_display": "final = win_prob(72%) × ER(0.7%) × rr_weight(0.5) / 100",
"rr_weight": 0.5,
"why_vs_runner_up": "—",
"advisory": true,
"rank": 3,
"direction": "SHORT"
},
{
"symbol": "AMD",
"win_prob": 72.0,
"win_prob_breakdown": {
"components": [
{
"factor": "Base",
"key": "base",
"points": 50.0
},
{
"factor": "RS",
"key": "rs",
"points": 12.0
},
{
"factor": "Volume",
"key": "volume",
"points": 4.0
},
{
"factor": "Macro",
"key": "macro",
"points": 6.0
}
],
"total": 72.0,
"raw_total": 72.0,
"was_clamped": false
},
"expected_return_pct": 0.65,
"expected_high": 516.13,
"expected_low": 483.74,
"expected_close": 484.46,
"current_price": 487.64,
"upside_pct": 0.8,
"downside_risk_pct": 5.84,
"risk_reward": 0.14,
"rr_display": {
"reward_risk_ratio": 0.14,
"risk_reward_ratio": 7.14,
"reward_per_share": null,
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},
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"lesson": "AI Expansion Regime 下，单日 SMH/NVDA 抛售可压过 Macro 利好，指数分化（Dow+ / QQQ-）比「大盘涨跌」更有信息量",
"playbook_refs": [
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}