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 52
H-2026-09-15-001Surprise：AI/Semiconductor dominated more than typical day
Lesson：AI Expansion Regime 下，单日 SMH/NVDA 抛售可压过 Macro 利好，指数分化（Dow+ / QQQ-）比「大盘涨跌」更有信息量；SMH -4.6% + QQQ -1.4%：半导体拖累纳指
{
"date": "2026-09-15",
"features": {
"dgs10": 4.96,
"dgs2": null,
"vix": 17.07,
"vix_chg": -0.18,
"qqq_chg": -1.36,
"smh_chg": -4.6,
"nvda_chg": -2.77,
"spy_chg": 0.0,
"oil_chg": 0.0,
"dxy_chg": 0.13,
"breadth_proxy": 0.42857142857142855,
"qqq_gap": -1.21,
"news_headline_count": 25,
"news_bearish_ratio": 0.4,
"news_ai_mentions": 41,
"news_macro_mentions": 3,
"news_oil_mentions": 4,
"news_risk_mentions": 3
},
"regime": {
"label": "AI Expansion",
"confidence": 0.82
},
"hypothesis": {
"id": "H-2026-09-15-001",
"statement": "弱 NFP 能否抵消 AI 抛售？（Macro 利率利好 vs 半导体风险）",
"evidence": [
"VIX=17.1 (low fear)"
],
"counter_evidence": [
"10Y=4.96% (elevated rates)"
],
"confidence": 0.61,
"status": "待验证"
},
"morning": {
"bias": "Bear",
"total": -2,
"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": "ARM",
"direction": "SHORT",
"instrument": "Stock",
"horizon": "Intraday",
"confidence": 74,
"confidence_stars": "★★★☆☆",
"expected_move": "+0.82%",
"expected_return_pct": 0.82,
"win_prob": 74.0,
"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
}
],
"total": 74.0,
"raw_total": 74.0,
"was_clamped": false
},
"risk_reward": 0.48,
"final_score": 1.02,
"trade_action": "Pass",
"relative_strength": -7.45,
"entry": "Below 238.0 (ORB低点)",
"entry_source": "orb_low",
"entry_price": 238.0,
"entry_zone": {
"low": 237.29,
"high": 238.71,
"mid": 238.0,
"anchors": [
{
"source": "orb_low",
"label": "ORB低点",
"price": 238.0
}
],
"display": "Entry Zone 237–239",
"entry_source": "orb_low",
"tolerance_pct": 0.3
},
"stop": "242.1 (ORB高点)",
"stop_source": "orb_high",
"stop_price": 242.09,
"target": "236.0 (预期收盘)",
"target_source": "expected_close",
"target_price": 236.04,
"targets": [
"236.0 (预期收盘)"
],
"level_anchors": {
"vwap": 240.98,
"orb_high": 242.09,
"orb_low": 238.0,
"prev_high": 264.79,
"prev_low": 264.79,
"prior_close": 264.79,
"orb_from_minute": true
},
"levels_valid": true,
"why": [
"RS弱于QQQ -7.45%",
"RS弱于SMH -4.34%",
"Volume 信号",
"Expected R 0.10 < 0.20 (EV gate)"
],
"why_chain": "RS弱于QQQ -7.45% · RS弱于SMH -4.34% · Volume 信号",
"why_vs_runner_up": "ARM RS -7.5% vs AVGO -3.5%；ER 2.8% vs 1.1%；Win% 74 vs 70；higher beta (9.6 vs 5.1)；relative weakness play",
"factor_breakdown": {
"relative_strength_vs_qqq": -7.45,
"relative_strength_vs_smh": -4.34,
"relative_weakness_score": 10.05,
"gap_pct": -9.44,
"beta_proxy": 9.56,
"volume_signal": true,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": -0.18,
"prior_day_change_pct": 0.0
},
"edge_type": "Relative Weakness",
"score_formula_display": "final = win_prob(74%) × ER(2.8%) × rr_weight(0.5) / 100",
"expected_high": 249.46,
"expected_low": 236.04,
"expected_close": 236.04,
"current_price": 242.75,
"upside_pct": 2.77,
"downside_risk_pct": 2.77,
"why_factors": [
"RS弱于QQQ -7.45%",
"RS弱于SMH -4.34%",
"Volume 信号",
"Expected R 0.10 < 0.20 (EV gate)"
],
"why_today": "RS弱于QQQ -7.45% · RS弱于SMH -4.34% · Volume 信号",
"gap_pct": -9.44,
"rr_display": {
"reward_risk_ratio": 0.48,
"risk_reward_ratio": 2.08,
"reward_per_share": 1.96,
"risk_per_share": 4.09,
"label_reward_risk": "Reward/Risk 0.48",
"label_risk_reward": "Risk:Reward 1:2.08",
"display": "Reward/Risk 0.48 · Risk:Reward 1:2.08",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"catalyst": "Geopolitical Risk · Oil Selloff",
"invalidation": "Close above stop $242.09 · Geopolitical escalation invalidates mean-reversion",
"advisory": true,
"level_reasons": {
"entry": {
"price": 238.0,
"source": "orb_low",
"confidence": 77,
"reasons": [
{
"source": "orb_low",
"label": "ORB Low",
"price": 238.0,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
},
"stop": {
"price": 242.09,
"source": "orb_high",
"confidence": 89,
"reasons": [
{
"source": "orb_high",
"label": "ORB High",
"price": 242.09,
"weight_pct": 70.0,
"matched": true,
"primary": true
},
{
"source": "vwap",
"label": "VWAP",
"price": 240.98,
"weight_pct": 30.0,
"matched": true,
"primary": false
}
]
},
"target": {
"price": 236.04,
"source": "expected_close",
"confidence": 77,
"reasons": [
{
"source": "expected_close",
"label": "Expected Close",
"price": 236.04,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
}
},
"return_calculation": "(238.0-236.04)/238.0=0.82%",
"heuristic_expected_return_pct": 2.77,
"target_action": "买入/平空仓",
"trade_summary_cn": "做空 ARM：在 238.0 附近入场，目标 236.04，预期 +0.82%",
"expected_r": 0.0952,
"rr_below_hard_min": true,
"trade_economics": {
"account_size": 10000.0,
"risk_pct": 1.0,
"position_pct": 57.1,
"shares": 24,
"contracts": 0,
"max_loss_usd": 98.16,
"win_usd": 47.04,
"loss_usd": 98.16,
"expected_value_usd": 9.29,
"risk_per_share": 4.09,
"reward_per_share": 1.96,
"rr_display": {
"reward_risk_ratio": 0.48,
"risk_reward_ratio": 2.08,
"reward_per_share": 1.96,
"risk_per_share": 4.09,
"label_reward_risk": "Reward/Risk 0.48",
"label_risk_reward": "Risk:Reward 1:2.08",
"display": "Reward/Risk 0.48 · Risk:Reward 1:2.08",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"size_label": "None",
"display": "$10,000 → Win +$47 / Loss -$98"
},
"position_sizing": {
"risk_pct": 1.0,
"position_pct": 57.1,
"contracts": 0,
"shares": 24,
"max_loss_usd": 98.16,
"size_label": "None",
"display": "Risk 1.0% → Position 57.1% → 24 unit(s) → Max Loss $98.16"
},
"why_wins_today": [
{
"rank": 1,
"dimension": "relative_strength",
"label": "Highest Relative Strength",
"primary_value": -7.45,
"runner_up_value": 3.14,
"wins": true
},
{
"rank": 2,
"dimension": "expected_range",
"label": "Largest Expected Range",
"primary_value": 5.54,
"runner_up_value": 2.28,
"wins": true
},
{
"rank": 3,
"dimension": "win_prob",
"label": "Highest Probability",
"primary_value": 74.0,
"runner_up_value": 70.0,
"wins": true
}
],
"why_not_alternatives": [
{
"symbol": "AVGO",
"rank": 2,
"reasons": [
"Win% 74 vs 70",
"ER 0.8% vs 1.1%",
"Score 1.02 vs 0.4",
"RS -7.5% vs -3.5%"
],
"summary": "Why ARM over AVGO: Win% 74 vs 70 · ER 0.8% vs 1.1% · Score 1.02 vs 0.4 · RS -7.5% vs -3.5%"
},
{
"symbol": "MU",
"rank": 3,
"reasons": [
"Win% 74 vs 66",
"ER 0.8% vs 1.0%",
"Score 1.02 vs 0.4",
"RS -7.5% vs -3.2%"
],
"summary": "Why ARM over MU: Win% 74 vs 66 · ER 0.8% vs 1.0% · Score 1.02 vs 0.4 · RS -7.5% vs -3.2%"
},
{
"symbol": "AMD",
"rank": 4,
"reasons": [
"Win% 74 vs 61",
"ER 0.8% vs 0.9%",
"Score 1.02 vs 0.27",
"RS -7.5% vs -2.8%"
],
"summary": "Why ARM over AMD: Win% 74 vs 61 · ER 0.8% vs 0.9% · Score 1.02 vs 0.27 · RS -7.5% vs -2.8%"
},
{
"symbol": "SMH",
"rank": 5,
"reasons": [
"Win% 74 vs 48",
"ER 0.8% vs 1.0%",
"Score 1.02 vs 0.23",
"RS -7.5% vs -3.1%"
],
"summary": "Why ARM over SMH: Win% 74 vs 48 · ER 0.8% vs 1.0% · Score 1.02 vs 0.23 · RS -7.5% vs -3.1%"
},
{
"symbol": "TQQQ",
"rank": 6,
"reasons": [
"Win% 74 vs 48",
"ER 0.8% vs 0.7%",
"Score 1.02 vs 0.19",
"RS -7.5% vs -1.8%"
],
"summary": "Why ARM over TQQQ: Win% 74 vs 48 · ER 0.8% vs 0.7% · Score 1.02 vs 0.19 · RS -7.5% vs -1.8%"
}
],
"rank_summary": "ARM ranked #1 because weakest RS + largest expected range + highest probability",
"win_prob_source": "rules",
"calibration": {
"calibrated_win_prob": 74.0,
"sample_size": 0,
"confidence_interval": null,
"source": "rules_fallback",
"match_quality": "insufficient",
"win_prob_source": "rules",
"disclaimer": "No historical matches; using rules breakdown"
},
"similar_days": [
{
"date": "2026-08-28",
"outcome": "win",
"return_pct": 3.92,
"match_score": 3,
"direction": "LONG"
}
],
"ev_distribution": {
"expected_value_usd": 9.29,
"win_scenario_usd": 47.04,
"loss_scenario_usd": 98.16,
"win_prob_pct": 74.0,
"display": "EV $+9 (win +$47 @ 74.0% · loss -$98)"
},
"entry_status": {
"current_price": 242.75,
"ideal_entry": 238.0,
"distance_pct": -2.0,
"remaining_er_pct": 2.76,
"live_expected_return_pct": 2.76,
"new_plan": null,
"alternate_entry": null,
"advisory": true,
"advisory_tag": "ADVISORY — 不构成投资建议",
"zone_low": 237.29,
"zone_high": 238.71,
"miss_threshold_pct": 1.0,
"status": "PREMARKET",
"status_reason": "Premarket Ideal Entry — plan not yet live",
"action_hint": "Entry still valid"
}
}
],
"watchlist_items": [
{
"symbol": "AVGO",
"rank": 2,
"win_prob": 70.0,
"expected_return_pct": 1.14,
"trade_action": "Pass",
"why": "RS弱于QQQ -3.53% · Volume 信号 · 几何上行 <1.5%（软门槛）",
"note": "Monitor — below trade threshold"
},
{
"symbol": "MU",
"rank": 3,
"win_prob": 66.0,
"expected_return_pct": 1.02,
"trade_action": "Pass",
"why": "RS弱于QQQ -3.23% · Volume 信号 · 几何上行 <1.5%（软门槛）",
"note": "Monitor — below trade threshold"
},
{
"symbol": "AMD",
"rank": 4,
"win_prob": 61.0,
"expected_return_pct": 0.89,
"trade_action": "Pass",
"why": "RS弱于QQQ -2.76% · News 1 (利空做空) · Volume 信号 · 几何上行 <1.5%（软门槛）",
"note": "Monitor — below trade threshold"
},
{
"symbol": "SMH",
"rank": 5,
"win_prob": 48.0,
"expected_return_pct": 0.96,
"trade_action": "Pass",
"why": "RS弱于QQQ -3.11% · Volume 信号 · Geo-risk day — avoid blind SMH short vs escalation · 期望R -0.04 < 0.20（EV门禁）",
"note": "Monitor — below trade threshold"
},
{
"symbol": "TQQQ",
"rank": 6,
"win_prob": 48.0,
"expected_return_pct": 0.65,
"trade_action": "Pass",
"why": "RS弱于QQQ -1.79% · Volume 信号 · Geo-risk day — avoid blind TQQQ short vs escalation · 期望R 0.07 < 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": 45,
"entry": "Near 213.0 (swing zone)",
"entry_source": "swing_zone",
"entry_price": 212.97,
"entry_zone": {
"low": 212.33,
"high": 216.84,
"mid": 212.97,
"display": "$212.33–$216.84",
"source": "swing_pullback"
},
"stop": "224.6 (1.75xATR)",
"stop_source": "1.75xATR",
"stop_price": 224.58,
"target": "197.5 (T1 ~7.3%)",
"target_source": "2xATR_or_5pct",
"target_price": 197.49,
"targets": [
{
"price": 197.49,
"label": "T1",
"pct": 7.27
},
{
"price": 189.75,
"label": "T2",
"pct": 10.9
}
],
"expected_return_pct": 7.27,
"expected_move": "+7.27%",
"risk_reward": 1.33,
"win_prob": 33.0,
"final_score": 0.12,
"swing_quality": 7.188,
"atr": 7.7407,
"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": 212.33,
"why": [
"高流动性波段标的 NVDA",
"Prior day +0.0%",
"5D momentum -8.3%",
"RS vs QQQ -1.86%",
"News/6 catalyst hints",
"Swing score 7.2"
],
"why_chain": "高流动性波段标的 NVDA · Prior day +0.0% · 5D momentum -8.3% · RS vs QQQ -1.86%",
"invalidation": "Close beyond stop $224.58 or thesis broken (trend flip / catalyst fade)",
"trade_summary_cn": "波段做空 NVDA：理想入场 $212.33–$216.84，止损 $224.58，目标 $197.49（约 +7.3%），持仓天数–数周",
"one_liner": "波段做空 NVDA：理想入场 $212.33–$216.84，止损 $224.58，目标 $197.49（约 +7.3%），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 -0.88%（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": "ARM",
"win_prob": 74.0,
"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
}
],
"total": 74.0,
"raw_total": 74.0,
"was_clamped": false
},
"expected_return_pct": 2.77,
"expected_high": 249.46,
"expected_low": 236.04,
"expected_close": 236.04,
"current_price": 242.75,
"upside_pct": 2.77,
"downside_risk_pct": 2.77,
"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": 0.48,
"final_score": 1.02,
"trade_action": "Pass",
"trade": "Pass",
"gap_pct": -9.44,
"relative_strength": -7.45,
"relative_strength_vs_smh": -4.34,
"relative_weakness_score": 10.05,
"prior_day_change_pct": 0.0,
"why_factors": [
"RS弱于QQQ -7.45%",
"RS弱于SMH -4.34%",
"Volume 信号",
"Expected R 0.10 < 0.20 (EV gate)"
],
"why": "RS弱于QQQ -7.45% · RS弱于SMH -4.34% · Volume 信号",
"score": 10,
"news_count": 0,
"factor_breakdown": {
"relative_strength_vs_qqq": -7.45,
"relative_strength_vs_smh": -4.34,
"relative_weakness_score": 10.05,
"gap_pct": -9.44,
"beta_proxy": 9.56,
"volume_signal": true,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": -0.18,
"prior_day_change_pct": 0.0
},
"edge_type": "Relative Weakness",
"score_formula_display": "final = win_prob(74%) × ER(2.8%) × rr_weight(0.5) / 100",
"rr_weight": 0.5,
"why_vs_runner_up": "ARM RS -7.5% vs AVGO -3.5%；ER 2.8% vs 1.1%；Win% 74 vs 70；higher beta (9.6 vs 5.1)；relative weakness play",
"advisory": true,
"rank": 1,
"direction": "SHORT"
},
{
"symbol": "AVGO",
"win_prob": 70.0,
"win_prob_breakdown": {
"components": [
{
"factor": "Base",
"key": "base",
"points": 50.0
},
{
"factor": "RS",
"key": "rs",
"points": 16.0
},
{
"factor": "Volume",
"key": "volume",
"points": 4.0
}
],
"total": 70.0,
"raw_total": 70.0,
"was_clamped": false
},
"expected_return_pct": 1.14,
"expected_high": 349.98,
"expected_low": 342.11,
"expected_close": 342.11,
"current_price": 346.04,
"upside_pct": 1.14,
"downside_risk_pct": 1.14,
"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": 0.4,
"final_score": 0.4,
"trade_action": "Pass",
"trade": "Pass",
"gap_pct": -4.77,
"relative_strength": -3.53,
"relative_strength_vs_smh": -0.42,
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}
]
},
"intraday": {
"s5": {
"driver_still_valid": true,
"action": "Hold"
},
"s6": {
"trade_valid": false,
"action": "N/A"
},
"s7": {
"actual_driver": "AI Chip Selloff",
"attribution": {
"ai": 0.724,
"bond": 0.215,
"oil": 0.0,
"macro": 0.011,
"other": 0.05,
"splits": {
"AI Chip Selloff": 0.725
}
}
}
},
"trade_plan": {},
"actual": {},
"attribution": {
"ai": 0.724,
"bond": 0.215,
"oil": 0.0,
"macro": 0.011,
"other": 0.05,
"splits": {
"AI Chip Selloff": 0.725
}
},
"labels": {
"actual_driver": "AI Chip Selloff",
"agent_driver": "Geopolitical Risk",
"agent_driver_type": "Political",
"corrected_driver_from_verify": null,
"driver_splits": {
"AI Chip Selloff": 0.7253047542899318
},
"hypothesis_correct": "部分对",
"scenario_primary": "A",
"scenario_actual": "B",
"scenario_correct": false,
"trade_recommendation": "—",
"trade_direction": "NO TRADE",
"primary_symbol": "—",
"predicted_return_pct": null,
"prediction_error_pct": null
},
"surprise": "AI/Semiconductor dominated more than typical day",
"lesson": "AI Expansion Regime 下，单日 SMH/NVDA 抛售可压过 Macro 利好，指数分化（Dow+ / QQQ-）比「大盘涨跌」更有信息量；SMH -4.6% + QQQ -1.4%：半导体拖累纳指",
"playbook_refs": [
"Case-50"
],
"bayesian_drivers": {
"AI": 1.0,
"Bond": 0.0,
"Macro": 0.0,
"Oil": 0.0,
"Risk": 0.0
},
"data_gaps": []
}