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 53
H-2026-09-16-001Surprise：No major surprises vs typical driver mix
Lesson：Morning Hypothesis 被 Chip/Macro 冲突推翻——复盘 P10/P15 权重
{
"date": "2026-09-16",
"features": {
"dgs10": 4.97,
"dgs2": null,
"vix": 16.89,
"vix_chg": -1.8,
"qqq_chg": -0.58,
"smh_chg": 0.74,
"nvda_chg": 1.62,
"spy_chg": 0.0,
"oil_chg": 0.0,
"dxy_chg": 0.01,
"breadth_proxy": 0.2857142857142857,
"qqq_gap": -0.42,
"news_headline_count": 31,
"news_bearish_ratio": 0.25,
"news_ai_mentions": 48,
"news_macro_mentions": 13,
"news_oil_mentions": 1,
"news_risk_mentions": 0
},
"regime": {
"label": "AI Expansion",
"confidence": 0.82
},
"hypothesis": {
"id": "H-2026-09-16-001",
"statement": "AI/Semiconductor leads index today; macro is secondary variable",
"evidence": [
"VIX=16.9 (low fear)",
"NVDA +1.3%",
"SMH +1.4%"
],
"counter_evidence": [
"10Y=4.97% (elevated rates)",
"Breadth 29% (narrow market)"
],
"confidence": 0.71,
"status": "待验证"
},
"morning": {
"bias": "Neutral",
"total": 1,
"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": "AMD",
"direction": "LONG",
"instrument": "Stock",
"horizon": "Intraday",
"confidence": 72,
"confidence_stars": "★★★☆☆",
"expected_move": "+1.54%",
"expected_return_pct": 1.54,
"win_prob": 72.0,
"win_prob_breakdown": {
"components": [
{
"factor": "Base",
"key": "base",
"points": 50.0
},
{
"factor": "RS",
"key": "rs",
"points": 18.0
},
{
"factor": "Volume",
"key": "volume",
"points": 4.0
}
],
"total": 72.0,
"raw_total": 72.0,
"was_clamped": false
},
"risk_reward": 1.1,
"final_score": 0.49,
"trade_action": "Pass",
"relative_strength": 3.93,
"entry": "Above 511.4 (VWAP)",
"entry_source": "vwap",
"entry_price": 511.37,
"entry_zone": {
"low": 509.84,
"high": 512.9,
"mid": 511.37,
"anchors": [
{
"source": "vwap",
"label": "VWAP",
"price": 511.37
}
],
"display": "Entry Zone 510–513",
"entry_source": "vwap",
"tolerance_pct": 0.3
},
"stop": "504.2 (ORB低点)",
"stop_source": "orb_low",
"stop_price": 504.2,
"target": "519.3 (预期收盘)",
"target_source": "expected_close",
"target_price": 519.27,
"targets": [
"519.3 (预期收盘)"
],
"level_anchors": {
"vwap": 511.37,
"orb_high": 513.52,
"orb_low": 504.2,
"prev_high": 493.41,
"prev_low": 493.41,
"prior_close": 493.41,
"orb_from_minute": true
},
"levels_valid": true,
"why": [
"RS vs QQQ +3.93%",
"RS vs SMH +2.54%",
"Volume 信号",
"几何上行 <1.5%（软门槛）"
],
"why_chain": "RS vs QQQ +3.93% · RS vs SMH +2.54% · Volume 信号 · 几何上行 <1.5%（软门槛）",
"why_vs_runner_up": "AMD RS +3.9% vs ARM +3.0%；ER 1.4% vs 1.0%；relative strength",
"factor_breakdown": {
"relative_strength_vs_qqq": 3.93,
"relative_strength_vs_smh": 2.54,
"relative_weakness_score": -5.45,
"gap_pct": 3.45,
"beta_proxy": -34.73,
"volume_signal": true,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": -1.8,
"prior_day_change_pct": 0.0
},
"edge_type": "Stock Edge",
"score_formula_display": "final = win_prob(72%) × ER(1.4%) × rr_weight(0.5) / 100",
"expected_high": 519.27,
"expected_low": 504.2,
"expected_close": 519.27,
"current_price": 512.27,
"upside_pct": 1.37,
"downside_risk_pct": 1.58,
"why_factors": [
"RS vs QQQ +3.93%",
"RS vs SMH +2.54%",
"Volume 信号",
"几何上行 <1.5%（软门槛）"
],
"why_today": "RS vs QQQ +3.93% · RS vs SMH +2.54% · Volume 信号 · 几何上行 <1.5%（软门槛）",
"gap_pct": 3.45,
"rr_display": {
"reward_risk_ratio": 1.1,
"risk_reward_ratio": 0.91,
"reward_per_share": 7.9,
"risk_per_share": 7.17,
"label_reward_risk": "Reward/Risk 1.10",
"label_risk_reward": "Risk:Reward 1:0.91",
"display": "Reward/Risk 1.10 · Risk:Reward 1:0.91",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"catalyst": "Fed Headlines · Trade Policy",
"invalidation": "Close below stop $504.2",
"advisory": true,
"level_reasons": {
"entry": {
"price": 511.37,
"source": "vwap",
"confidence": 98,
"reasons": [
{
"source": "vwap",
"label": "VWAP",
"price": 511.37,
"weight_pct": 54.0,
"matched": true,
"primary": true
},
{
"source": "orb_high",
"label": "ORB High",
"price": 513.52,
"weight_pct": 23.0,
"matched": true,
"primary": false
},
{
"source": "current",
"label": "Above Current",
"price": 512.27,
"weight_pct": 23.0,
"matched": true,
"primary": false
}
]
},
"stop": {
"price": 504.2,
"source": "orb_low",
"confidence": 77,
"reasons": [
{
"source": "orb_low",
"label": "ORB Low",
"price": 504.2,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
},
"target": {
"price": 519.27,
"source": "expected_close",
"confidence": 77,
"reasons": [
{
"source": "expected_close",
"label": "Expected Close",
"price": 519.27,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
}
},
"return_calculation": "(519.27-511.37)/511.37=1.54%",
"heuristic_expected_return_pct": 1.37,
"target_action": "卖出/获利",
"trade_summary_cn": "做多 AMD：在 511.37 附近入场，目标 519.27，预期 +1.54%",
"expected_r": 0.512,
"rr_below_hard_min": true,
"trade_economics": {
"account_size": 10000.0,
"risk_pct": 1.0,
"position_pct": 66.5,
"shares": 13,
"contracts": 0,
"max_loss_usd": 93.21,
"win_usd": 102.7,
"loss_usd": 93.21,
"expected_value_usd": 47.85,
"risk_per_share": 7.17,
"reward_per_share": 7.9,
"rr_display": {
"reward_risk_ratio": 1.1,
"risk_reward_ratio": 0.91,
"reward_per_share": 7.9,
"risk_per_share": 7.17,
"label_reward_risk": "Reward/Risk 1.10",
"label_risk_reward": "Risk:Reward 1:0.91",
"display": "Reward/Risk 1.10 · Risk:Reward 1:0.91",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"size_label": "None",
"display": "$10,000 → Win +$103 / Loss -$93"
},
"position_sizing": {
"risk_pct": 1.0,
"position_pct": 66.5,
"contracts": 0,
"shares": 13,
"max_loss_usd": 93.21,
"size_label": "None",
"display": "Risk 1.0% → Position 66.5% → 13 unit(s) → Max Loss $93.21"
},
"why_wins_today": [
{
"rank": 1,
"dimension": "relative_strength",
"label": "Highest Relative Strength",
"primary_value": 3.93,
"runner_up_value": 3.04,
"wins": true
},
{
"rank": 2,
"dimension": "expected_range",
"label": "Largest Expected Range",
"primary_value": 2.95,
"runner_up_value": 2.68,
"wins": true
}
],
"why_not_alternatives": [
{
"symbol": "ARM",
"rank": 2,
"reasons": [
"ER 1.5% vs 1.0%",
"Score 0.49 vs 0.35",
"RS +3.9% vs +3.0%",
"R:R 1.1 vs 0.58"
],
"summary": "Why AMD over ARM: ER 1.5% vs 1.0% · Score 0.49 vs 0.35 · RS +3.9% vs +3.0% · R:R 1.1 vs 0.58"
},
{
"symbol": "XLE",
"rank": 3,
"reasons": [
"Win% 72 vs 71",
"ER 1.5% vs 0.4%",
"Score 0.49 vs 0.16",
"RS +3.9% vs +1.3%"
],
"summary": "Why AMD over XLE: Win% 72 vs 71 · ER 1.5% vs 0.4% · Score 0.49 vs 0.16 · RS +3.9% vs +1.3%"
},
{
"symbol": "META",
"rank": 4,
"reasons": [
"Win% 72 vs 71",
"ER 1.5% vs 0.4%",
"Score 0.49 vs 0.15",
"RS +3.9% vs +1.7%",
"R:R 1.1 vs 0.56"
],
"summary": "Why AMD over META: Win% 72 vs 71 · ER 1.5% vs 0.4% · Score 0.49 vs 0.15 · RS +3.9% vs +1.7% · R:R 1.1 vs 0.56"
},
{
"symbol": "MU",
"rank": 5,
"reasons": [
"Win% 72 vs 71",
"ER 1.5% vs 0.4%",
"Score 0.49 vs 0.15",
"RS +3.9% vs +1.5%",
"R:R 1.1 vs 0.51"
],
"summary": "Why AMD over MU: Win% 72 vs 71 · ER 1.5% vs 0.4% · Score 0.49 vs 0.15 · RS +3.9% vs +1.5% · R:R 1.1 vs 0.51"
},
{
"symbol": "NVDA",
"rank": 6,
"reasons": [
"Win% 72 vs 76",
"ER 1.5% vs 0.4%",
"Score 0.49 vs 0.15",
"RS +3.9% vs +1.4%",
"R:R 1.1 vs 0.62"
],
"summary": "Why AMD over NVDA: Win% 72 vs 76 · ER 1.5% vs 0.4% · Score 0.49 vs 0.15 · RS +3.9% vs +1.4% · R:R 1.1 vs 0.62"
}
],
"rank_summary": "AMD ranked #1 because weakest RS + largest expected range",
"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"
},
"similar_days": [
{
"date": "2026-08-28",
"outcome": "win",
"return_pct": 3.92,
"match_score": 5,
"direction": "LONG"
}
],
"ev_distribution": {
"expected_value_usd": 47.85,
"win_scenario_usd": 102.7,
"loss_scenario_usd": 93.21,
"win_prob_pct": 72.0,
"display": "EV $+48 (win +$103 @ 72.0% · loss -$93)"
},
"entry_status": {
"current_price": 512.27,
"ideal_entry": 511.37,
"distance_pct": 0.18,
"remaining_er_pct": 1.37,
"live_expected_return_pct": 1.37,
"new_plan": null,
"alternate_entry": null,
"advisory": true,
"advisory_tag": "ADVISORY — 不构成投资建议",
"zone_low": 509.84,
"zone_high": 512.9,
"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": "LONG",
"instrument": "Stock",
"horizon": "Intraday",
"confidence": 72,
"confidence_stars": "★★★☆☆",
"expected_move": "+1.30%",
"expected_return_pct": 1.3,
"win_prob": 72.0,
"win_prob_breakdown": {
"components": [
{
"factor": "Base",
"key": "base",
"points": 50.0
},
{
"factor": "RS",
"key": "rs",
"points": 18.0
},
{
"factor": "Volume",
"key": "volume",
"points": 4.0
}
],
"total": 72.0,
"raw_total": 72.0,
"was_clamped": false
},
"risk_reward": 1.31,
"final_score": 0.35,
"trade_action": "Pass",
"relative_strength": 3.04,
"entry": "Above 245.2 (VWAP)",
"entry_source": "vwap",
"entry_price": 245.25,
"entry_zone": {
"low": 244.51,
"high": 245.99,
"mid": 245.25,
"anchors": [
{
"source": "vwap",
"label": "VWAP",
"price": 245.25
}
],
"display": "Entry Zone 245–246",
"entry_source": "vwap",
"tolerance_pct": 0.3
},
"stop": "242.8 (ORB低点)",
"stop_source": "orb_low",
"stop_price": 242.82,
"target": "248.4 (预期收盘)",
"target_source": "expected_close",
"target_price": 248.43,
"targets": [
"248.4 (预期收盘)"
],
"level_anchors": {
"vwap": 245.25,
"orb_high": 247.4,
"orb_low": 242.82,
"prev_high": 239.01,
"prev_low": 239.01,
"prior_close": 239.01,
"orb_from_minute": true
},
"levels_valid": true,
"why": [
"RS vs QQQ +3.04%",
"RS vs SMH +1.65%",
"Volume 信号",
"期望R 0.14 < 0.20（EV门禁）"
],
"why_chain": "RS vs QQQ +3.04% · RS vs SMH +1.65% · Volume 信号 · 期望R 0.14 < 0.20（EV门禁）",
"why_vs_runner_up": "—",
"factor_breakdown": {
"relative_strength_vs_qqq": 3.04,
"relative_strength_vs_smh": 1.65,
"relative_weakness_score": -4.03,
"gap_pct": 2.17,
"beta_proxy": -26.64,
"volume_signal": true,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": -1.8,
"prior_day_change_pct": 0.0
},
"edge_type": "Stock Edge",
"score_formula_display": "final = win_prob(72%) × ER(1.0%) × rr_weight(0.5) / 100",
"expected_high": 248.43,
"expected_low": 241.83,
"expected_close": 248.43,
"current_price": 246.02,
"upside_pct": 0.98,
"downside_risk_pct": 1.7,
"why_factors": [
"RS vs QQQ +3.04%",
"RS vs SMH +1.65%",
"Volume 信号",
"期望R 0.14 < 0.20（EV门禁）"
],
"why_today": "RS vs QQQ +3.04% · RS vs SMH +1.65% · Volume 信号 · 期望R 0.14 < 0.20（EV门禁）",
"gap_pct": 2.17,
"rr_display": {
"reward_risk_ratio": 1.31,
"risk_reward_ratio": 0.76,
"reward_per_share": 3.18,
"risk_per_share": 2.43,
"label_reward_risk": "Reward/Risk 1.31",
"label_risk_reward": "Risk:Reward 1:0.76",
"display": "Reward/Risk 1.31 · Risk:Reward 1:0.76",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"catalyst": "Fed Headlines · Trade Policy",
"invalidation": "Close below stop $242.82",
"advisory": true,
"level_reasons": {
"entry": {
"price": 245.25,
"source": "vwap",
"confidence": 89,
"reasons": [
{
"source": "vwap",
"label": "VWAP",
"price": 245.25,
"weight_pct": 70.0,
"matched": true,
"primary": true
},
{
"source": "current",
"label": "Above Current",
"price": 246.02,
"weight_pct": 30.0,
"matched": true,
"primary": false
}
]
},
"stop": {
"price": 242.82,
"source": "orb_low",
"confidence": 77,
"reasons": [
{
"source": "orb_low",
"label": "ORB Low",
"price": 242.82,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
},
"target": {
"price": 248.43,
"source": "expected_close",
"confidence": 77,
"reasons": [
{
"source": "expected_close",
"label": "Expected Close",
"price": 248.43,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
}
},
"return_calculation": "(248.43-245.25)/245.25=1.30%",
"heuristic_expected_return_pct": 0.98,
"target_action": "卖出/获利",
"trade_summary_cn": "做多 ARM：在 245.25 附近入场，目标 248.43，预期 +1.30%",
"expected_r": 0.6632,
"rr_below_hard_min": true,
"trade_economics": {
"account_size": 10000.0,
"risk_pct": 1.0,
"position_pct": 100.0,
"shares": 41,
"contracts": 0,
"max_loss_usd": 99.63,
"win_usd": 130.38,
"loss_usd": 99.63,
"expected_value_usd": 65.98,
"risk_per_share": 2.43,
"reward_per_share": 3.18,
"rr_display": {
"reward_risk_ratio": 1.31,
"risk_reward_ratio": 0.76,
"reward_per_share": 3.18,
"risk_per_share": 2.43,
"label_reward_risk": "Reward/Risk 1.31",
"label_risk_reward": "Risk:Reward 1:0.76",
"display": "Reward/Risk 1.31 · Risk:Reward 1:0.76",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"size_label": "None",
"display": "$10,000 → Win +$130 / Loss -$100"
},
"position_sizing": {
"risk_pct": 1.0,
"position_pct": 100.0,
"contracts": 0,
"shares": 41,
"max_loss_usd": 99.63,
"size_label": "None",
"display": "Risk 1.0% → Position 100.0% → 41 unit(s) → Max Loss $99.63"
},
"why_wins_today": [
{
"rank": 1,
"dimension": "risk_reward",
"label": "Best Risk Reward",
"primary_value": 1.31,
"runner_up_value": 1.19,
"wins": true
}
],
"why_not_alternatives": [
{
"symbol": "AMD",
"rank": 1,
"reasons": [
"ER 1.3% vs 1.4%",
"Score 0.35 vs 0.49",
"RS +3.0% vs +3.9%",
"R:R 1.31 vs 0.87"
],
"summary": "Why ARM over AMD: ER 1.3% vs 1.4% · Score 0.35 vs 0.49 · RS +3.0% vs +3.9% · R:R 1.31 vs 0.87"
},
{
"symbol": "XLE",
"rank": 3,
"reasons": [
"Win% 72 vs 71",
"ER 1.3% vs 0.4%",
"Score 0.35 vs 0.16",
"RS +3.0% vs +1.3%",
"R:R 1.31 vs 1.19"
],
"summary": "Why ARM over XLE: Win% 72 vs 71 · ER 1.3% vs 0.4% · Score 0.35 vs 0.16 · RS +3.0% vs +1.3% · R:R 1.31 vs 1.19"
},
{
"symbol": "META",
"rank": 4,
"reasons": [
"Win% 72 vs 71",
"ER 1.3% vs 0.4%",
"Score 0.35 vs 0.15",
"RS +3.0% vs +1.7%",
"R:R 1.31 vs 0.56"
],
"summary": "Why ARM over META: Win% 72 vs 71 · ER 1.3% vs 0.4% · Score 0.35 vs 0.15 · RS +3.0% vs +1.7% · R:R 1.31 vs 0.56"
},
{
"symbol": "MU",
"rank": 5,
"reasons": [
"Win% 72 vs 71",
"ER 1.3% vs 0.4%",
"Score 0.35 vs 0.15",
"RS +3.0% vs +1.5%",
"R:R 1.31 vs 0.51"
],
"summary": "Why ARM over MU: Win% 72 vs 71 · ER 1.3% vs 0.4% · Score 0.35 vs 0.15 · RS +3.0% vs +1.5% · R:R 1.31 vs 0.51"
},
{
"symbol": "NVDA",
"rank": 6,
"reasons": [
"Win% 72 vs 76",
"ER 1.3% vs 0.4%",
"Score 0.35 vs 0.15",
"RS +3.0% vs +1.4%",
"R:R 1.31 vs 0.62"
],
"summary": "Why ARM over NVDA: Win% 72 vs 76 · ER 1.3% vs 0.4% · Score 0.35 vs 0.15 · RS +3.0% vs +1.4% · R:R 1.31 vs 0.62"
}
],
"win_prob_source": "rules",
"calibration": {
"calibrated_win_prob": 72.0,
"sample_size": 1,
"confidence_interval": null,
"source": "rules_fallback",
"match_quality": "insufficient",
"win_prob_source": "rules",
"disclaimer": "Historical sample n=1 < 20; using rules breakdown"
},
"similar_days": [
{
"date": "2026-08-28",
"outcome": "win",
"return_pct": 3.92,
"match_score": 4,
"direction": "LONG"
}
],
"ev_distribution": {
"expected_value_usd": 65.98,
"win_scenario_usd": 130.38,
"loss_scenario_usd": 99.63,
"win_prob_pct": 72.0,
"display": "EV $+66 (win +$130 @ 72.0% · loss -$100)"
},
"entry_status": {
"current_price": 246.02,
"ideal_entry": 245.25,
"distance_pct": 0.31,
"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": 244.51,
"zone_high": 245.99,
"miss_threshold_pct": 1.0,
"status": "PREMARKET",
"status_reason": "Premarket Ideal Entry — plan not yet live",
"action_hint": "Entry still valid"
}
},
{
"rank": 3,
"symbol": "XLE",
"direction": "LONG",
"instrument": "ETF",
"horizon": "Intraday",
"confidence": 71,
"confidence_stars": "★★★☆☆",
"expected_move": "+0.23%",
"expected_return_pct": 0.23,
"win_prob": 71.0,
"win_prob_breakdown": {
"components": [
{
"factor": "Base",
"key": "base",
"points": 50.0
},
{
"factor": "RS",
"key": "rs",
"points": 12.0
},
{
"factor": "Gap",
"key": "gap",
"points": 5.0
},
{
"factor": "Volume",
"key": "volume",
"points": 4.0
}
],
"total": 71.0,
"raw_total": 71.0,
"was_clamped": false
},
"risk_reward": 0.52,
"final_score": 0.16,
"trade_action": "Pass",
"relative_strength": 1.32,
"entry": "Above 65.9 (ORB高点)",
"entry_source": "orb_high",
"entry_price": 65.78,
"entry_zone": {
"low": 65.69,
"high": 65.86,
"mid": 65.78,
"anchors": [
{
"source": "orb_high",
"label": "ORB高点",
"price": 65.89
}
],
"display": "Entry Zone 65.69–65.86",
"entry_source": "orb_high",
"tolerance_pct": 0.3
},
"stop": "65.5 (ORB低点)",
"stop_source": "orb_low",
"stop_price": 65.49,
"target": "65.9 (预期高点)",
"target_source": "expected_high",
"target_price": 65.93,
"targets": [
"65.9 (预期高点)"
],
"level_anchors": {
"vwap": 65.59,
"orb_high": 65.89,
"orb_low": 65.49,
"prev_high": 64.53,
"prev_low": 64.53,
"prior_close": 64.53,
"orb_from_minute": true
},
"levels_valid": true,
"why": [
"RS vs QQQ +1.32%",
"Gap 未过度延伸",
"Volume 信号",
"几何上行 <1.5%（软门槛）"
],
"why_chain": "RS vs QQQ +1.32% · Gap 未过度延伸 · Volume 信号 · 几何上行 <1.5%（软门槛）",
"why_vs_runner_up": "—",
"factor_breakdown": {
"relative_strength_vs_qqq": 1.32,
"relative_strength_vs_smh": -0.07,
"relative_weakness_score": -1.28,
"gap_pct": 1.49,
"beta_proxy": -11.0,
"volume_signal": true,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": -1.8,
"prior_day_change_pct": 0.0
},
"edge_type": "Relative Strength",
"score_formula_display": "final = win_prob(71%) × ER(0.4%) × rr_weight(0.59) / 100",
"expected_high": 65.93,
"expected_low": 64.79,
"expected_close": 65.56,
"current_price": 65.31,
"upside_pct": 0.95,
"downside_risk_pct": 0.8,
"why_factors": [
"RS vs QQQ +1.32%",
"Gap 未过度延伸",
"Volume 信号",
"几何上行 <1.5%（软门槛）"
],
"why_today": "RS vs QQQ +1.32% · Gap 未过度延伸 · Volume 信号 · 几何上行 <1.5%（软门槛）",
"gap_pct": 1.49,
"rr_display": {
"reward_risk_ratio": 0.52,
"risk_reward_ratio": 1.92,
"reward_per_share": 0.15,
"risk_per_share": 0.29,
"label_reward_risk": "Reward/Risk 0.52",
"label_risk_reward": "Risk:Reward 1:1.92",
"display": "Reward/Risk 0.52 · Risk:Reward 1:1.92",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"catalyst": "Fed Headlines · Trade Policy",
"invalidation": "Close below stop $65.49",
"advisory": true,
"level_reasons": {
"entry": {
"price": 65.78,
"source": "orb_high",
"confidence": 89,
"reasons": [
{
"source": "vwap",
"label": "VWAP",
"price": 65.59,
"weight_pct": 30.0,
"matched": true,
"primary": false
},
{
"source": "orb_high",
"label": "ORB High",
"price": 65.89,
"weight_pct": 70.0,
"matched": true,
"primary": true
}
]
},
"stop": {
"price": 65.49,
"source": "orb_low",
"confidence": 89,
"reasons": [
{
"source": "orb_low",
"label": "ORB Low",
"price": 65.49,
"weight_pct": 70.0,
"matched": true,
"primary": true
},
{
"source": "vwap",
"label": "VWAP",
"price": 65.59,
"weight_pct": 30.0,
"matched": true,
"primary": false
}
]
},
"target": {
"price": 65.93,
"source": "expected_high",
"confidence": 77,
"reasons": [
{
"source": "expected_high",
"label": "Expected High",
"price": 65.93,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
}
},
"return_calculation": "(65.93-65.78)/65.78=0.23%",
"heuristic_expected_return_pct": 0.38,
"target_action": "卖出/获利",
"trade_summary_cn": "做多 XLE：在 65.78 附近入场，目标 65.93，预期 +0.23%",
"expected_r": 0.0792,
"rr_below_hard_min": true,
"trade_economics": {
"account_size": 10000.0,
"risk_pct": 1.0,
"position_pct": 100.0,
"shares": 344,
"contracts": 0,
"max_loss_usd": 99.76,
"win_usd": 51.6,
"loss_usd": 99.76,
"expected_value_usd": 7.71,
"risk_per_share": 0.29,
"reward_per_share": 0.15,
"rr_display": {
"reward_risk_ratio": 0.52,
"risk_reward_ratio": 1.92,
"reward_per_share": 0.15,
"risk_per_share": 0.29,
"label_reward_risk": "Reward/Risk 0.52",
"label_risk_reward": "Risk:Reward 1:1.92",
"display": "Reward/Risk 0.52 · Risk:Reward 1:1.92",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"size_label": "None",
"display": "$10,000 → Win +$52 / Loss -$100"
},
"position_sizing": {
"risk_pct": 1.0,
"position_pct": 100.0,
"contracts": 0,
"shares": 344,
"max_loss_usd": 99.76,
"size_label": "None",
"display": "Risk 1.0% → Position 100.0% → 344 unit(s) → Max Loss $99.76"
},
"why_wins_today": [],
"why_not_alternatives": [
{
"symbol": "AMD",
"rank": 1,
"reasons": [
"Win% 71 vs 72",
"ER 0.2% vs 1.4%",
"Score 0.16 vs 0.49",
"RS +1.3% vs +3.9%"
],
"summary": "Why XLE over AMD: Win% 71 vs 72 · ER 0.2% vs 1.4% · Score 0.16 vs 0.49 · RS +1.3% vs +3.9%"
},
{
"symbol": "ARM",
"rank": 2,
"reasons": [
"Win% 71 vs 72",
"ER 0.2% vs 1.0%",
"Score 0.16 vs 0.35",
"RS +1.3% vs +3.0%"
],
"summary": "Why XLE over ARM: Win% 71 vs 72 · ER 0.2% vs 1.0% · Score 0.16 vs 0.35 · RS +1.3% vs +3.0%"
},
{
"symbol": "META",
"rank": 4,
"reasons": [
"ER 0.2% vs 0.4%",
"Score 0.16 vs 0.15",
"RS +1.3% vs +1.7%"
],
"summary": "Why XLE over META: ER 0.2% vs 0.4% · Score 0.16 vs 0.15 · RS +1.3% vs +1.7%"
},
{
"symbol": "MU",
"rank": 5,
"reasons": [
"ER 0.2% vs 0.4%",
"Score 0.16 vs 0.15",
"RS +1.3% vs +1.5%",
"R:R 0.52 vs 0.51"
],
"summary": "Why XLE over MU: ER 0.2% vs 0.4% · Score 0.16 vs 0.15 · RS +1.3% vs +1.5% · R:R 0.52 vs 0.51"
},
{
"symbol": "NVDA",
"rank": 6,
"reasons": [
"Win% 71 vs 76",
"ER 0.2% vs 0.4%",
"Score 0.16 vs 0.15"
],
"summary": "Why XLE over NVDA: Win% 71 vs 76 · ER 0.2% vs 0.4% · Score 0.16 vs 0.15"
}
],
"win_prob_source": "rules",
"calibration": {
"calibrated_win_prob": 71.0,
"sample_size": 1,
"confidence_interval": null,
"source": "rules_fallback",
"match_quality": "insufficient",
"win_prob_source": "rules",
"disclaimer": "Historical sample n=1 < 20; using rules breakdown"
},
"similar_days": [
{
"date": "2026-08-28",
"outcome": "win",
"return_pct": 3.92,
"match_score": 4,
"direction": "LONG"
}
],
"ev_distribution": {
"expected_value_usd": 7.71,
"win_scenario_usd": 51.6,
"loss_scenario_usd": 99.76,
"win_prob_pct": 71.0,
"display": "EV $+8 (win +$52 @ 71.0% · loss -$100)"
},
"entry_status": {
"current_price": 65.31,
"ideal_entry": 65.78,
"distance_pct": -0.71,
"remaining_er_pct": 0.95,
"live_expected_return_pct": 0.95,
"new_plan": null,
"alternate_entry": null,
"advisory": true,
"advisory_tag": "ADVISORY — 不构成投资建议",
"zone_low": 65.69,
"zone_high": 65.86,
"miss_threshold_pct": 1.0,
"status": "PREMARKET",
"status_reason": "Premarket Ideal Entry — plan not yet live",
"action_hint": "Entry still valid"
}
},
{
"rank": 4,
"symbol": "META",
"direction": "LONG",
"instrument": "Stock",
"horizon": "Intraday",
"confidence": 71,
"confidence_stars": "★★★☆☆",
"expected_move": "+1.43%",
"expected_return_pct": 1.43,
"win_prob": 71.0,
"win_prob_breakdown": {
"components": [
{
"factor": "Base",
"key": "base",
"points": 50.0
},
{
"factor": "RS",
"key": "rs",
"points": 12.0
},
{
"factor": "Gap",
"key": "gap",
"points": 5.0
},
{
"factor": "Volume",
"key": "volume",
"points": 4.0
}
],
"total": 71.0,
"raw_total": 71.0,
"was_clamped": false
},
"risk_reward": 14.73,
"final_score": 0.15,
"trade_action": "Pass",
"relative_strength": 1.72,
"entry": "Above 670.3 (VWAP)",
"entry_source": "vwap",
"entry_price": 669.64,
"entry_zone": {
"low": 668.99,
"high": 670.3,
"mid": 669.64,
"anchors": [
{
"source": "vwap",
"label": "VWAP",
"price": 670.3
},
{
"source": "orb_low",
"label": "ORB低点",
"price": 668.99
}
],
"display": "Entry Zone 669–670",
"entry_source": "vwap",
"tolerance_pct": 0.3
},
"stop": "669.0 (ORB低点)",
"stop_source": "orb_low",
"stop_price": 668.99,
"target": "679.2 (预期收盘)",
"target_source": "expected_close",
"target_price": 679.21,
"targets": [
"679.2 (预期收盘)"
],
"level_anchors": {
"vwap": 670.3,
"orb_high": 674.2,
"orb_low": 668.99,
"prev_high": 665.6,
"prev_low": 665.6,
"prior_close": 665.6,
"orb_from_minute": true
},
"levels_valid": true,
"why": [
"RS vs QQQ +1.72%",
"Gap 未过度延伸",
"Volume 信号",
"期望R 0.11 < 0.20（EV门禁）"
],
"why_chain": "RS vs QQQ +1.72% · Gap 未过度延伸 · Volume 信号 · 期望R 0.11 < 0.20（EV门禁）",
"why_vs_runner_up": "—",
"factor_breakdown": {
"relative_strength_vs_qqq": 1.72,
"relative_strength_vs_smh": 0.33,
"relative_weakness_score": -1.92,
"gap_pct": 1.04,
"beta_proxy": -14.64,
"volume_signal": true,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": -1.8,
"prior_day_change_pct": 0.0
},
"edge_type": "Stock Edge",
"score_formula_display": "final = win_prob(71%) × ER(0.4%) × rr_weight(0.5) / 100",
"expected_high": 679.7,
"expected_low": 670.24,
"expected_close": 679.21,
"current_price": 676.32,
"upside_pct": 0.5,
"downside_risk_pct": 0.9,
"why_factors": [
"RS vs QQQ +1.72%",
"Gap 未过度延伸",
"Volume 信号",
"期望R 0.11 < 0.20（EV门禁）"
],
"why_today": "RS vs QQQ +1.72% · Gap 未过度延伸 · Volume 信号 · 期望R 0.11 < 0.20（EV门禁）",
"gap_pct": 1.04,
"rr_display": {
"reward_risk_ratio": 14.72,
"risk_reward_ratio": 0.07,
"reward_per_share": 9.57,
"risk_per_share": 0.65,
"label_reward_risk": "Reward/Risk 14.72",
"label_risk_reward": "Risk:Reward 1:0.07",
"display": "Reward/Risk 14.72 · Risk:Reward 1:0.07",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"catalyst": "Fed Headlines · Trade Policy",
"invalidation": "Close below stop $668.99",
"advisory": true,
"level_reasons": {
"entry": {
"price": 669.64,
"source": "vwap",
"confidence": 77,
"reasons": [
{
"source": "vwap",
"label": "VWAP",
"price": 670.3,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
},
"stop": {
"price": 668.99,
"source": "orb_low",
"confidence": 98,
"reasons": [
{
"source": "orb_low",
"label": "ORB Low",
"price": 668.99,
"weight_pct": 54.0,
"matched": true,
"primary": true
},
{
"source": "prev_low",
"label": "Yesterday Low",
"price": 665.6,
"weight_pct": 23.0,
"matched": true,
"primary": false
},
{
"source": "vwap",
"label": "VWAP",
"price": 670.3,
"weight_pct": 23.0,
"matched": true,
"primary": false
}
]
},
"target": {
"price": 679.21,
"source": "expected_close",
"confidence": 77,
"reasons": [
{
"source": "expected_close",
"label": "Expected Close",
"price": 679.21,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
}
},
"return_calculation": "(679.21-669.64)/669.64=1.43%",
"heuristic_expected_return_pct": 0.43,
"target_action": "卖出/获利",
"trade_summary_cn": "做多 META：在 669.64 附近入场，目标 679.21，预期 +1.43%",
"expected_r": 10.1683,
"trade_economics": {
"account_size": 10000.0,
"risk_pct": 1.0,
"position_pct": 100.0,
"shares": 153,
"contracts": 0,
"max_loss_usd": 99.45,
"win_usd": 1464.21,
"loss_usd": 99.45,
"expected_value_usd": 1010.75,
"risk_per_share": 0.65,
"reward_per_share": 9.57,
"rr_display": {
"reward_risk_ratio": 14.72,
"risk_reward_ratio": 0.07,
"reward_per_share": 9.57,
"risk_per_share": 0.65,
"label_reward_risk": "Reward/Risk 14.72",
"label_risk_reward": "Risk:Reward 1:0.07",
"display": "Reward/Risk 14.72 · Risk:Reward 1:0.07",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"size_label": "None",
"display": "$10,000 → Win +$1464 / Loss -$99"
},
"position_sizing": {
"risk_pct": 1.0,
"position_pct": 100.0,
"contracts": 0,
"shares": 153,
"max_loss_usd": 99.45,
"size_label": "None",
"display": "Risk 1.0% → Position 100.0% → 153 unit(s) → Max Loss $99.45"
},
"why_wins_today": [
{
"rank": 1,
"dimension": "risk_reward",
"label": "Best Risk Reward",
"primary_value": 14.73,
"runner_up_value": 1.19,
"wins": true
}
],
"why_not_alternatives": [
{
"symbol": "AMD",
"rank": 1,
"reasons": [
"Win% 71 vs 72",
"ER 1.4% vs 1.4%",
"Score 0.15 vs 0.49",
"RS +1.7% vs +3.9%",
"R:R 14.73 vs 0.87"
],
"summary": "Why META over AMD: Win% 71 vs 72 · ER 1.4% vs 1.4% · Score 0.15 vs 0.49 · RS +1.7% vs +3.9% · R:R 14.73 vs 0.87"
},
{
"symbol": "ARM",
"rank": 2,
"reasons": [
"Win% 71 vs 72",
"ER 1.4% vs 1.0%",
"Score 0.15 vs 0.35",
"RS +1.7% vs +3.0%",
"R:R 14.73 vs 0.58"
],
"summary": "Why META over ARM: Win% 71 vs 72 · ER 1.4% vs 1.0% · Score 0.15 vs 0.35 · RS +1.7% vs +3.0% · R:R 14.73 vs 0.58"
},
{
"symbol": "XLE",
"rank": 3,
"reasons": [
"ER 1.4% vs 0.4%",
"Score 0.15 vs 0.16",
"RS +1.7% vs +1.3%",
"R:R 14.73 vs 1.19"
],
"summary": "Why META over XLE: ER 1.4% vs 0.4% · Score 0.15 vs 0.16 · RS +1.7% vs +1.3% · R:R 14.73 vs 1.19"
},
{
"symbol": "MU",
"rank": 5,
"reasons": [
"ER 1.4% vs 0.4%",
"RS +1.7% vs +1.5%",
"R:R 14.73 vs 0.51"
],
"summary": "Why META over MU: ER 1.4% vs 0.4% · RS +1.7% vs +1.5% · R:R 14.73 vs 0.51"
},
{
"symbol": "NVDA",
"rank": 6,
"reasons": [
"Win% 71 vs 76",
"ER 1.4% vs 0.4%",
"RS +1.7% vs +1.4%",
"R:R 14.73 vs 0.62"
],
"summary": "Why META over NVDA: Win% 71 vs 76 · ER 1.4% vs 0.4% · RS +1.7% vs +1.4% · R:R 14.73 vs 0.62"
}
],
"win_prob_source": "rules",
"calibration": {
"calibrated_win_prob": 71.0,
"sample_size": 1,
"confidence_interval": null,
"source": "rules_fallback",
"match_quality": "insufficient",
"win_prob_source": "rules",
"disclaimer": "Historical sample n=1 < 20; using rules breakdown"
},
"similar_days": [
{
"date": "2026-08-28",
"outcome": "win",
"return_pct": 3.92,
"match_score": 4,
"direction": "LONG"
}
],
"ev_distribution": {
"expected_value_usd": 1010.75,
"win_scenario_usd": 1464.21,
"loss_scenario_usd": 99.45,
"win_prob_pct": 71.0,
"display": "EV $+1011 (win +$1464 @ 71.0% · loss -$99)"
},
"entry_status": {
"current_price": 676.32,
"ideal_entry": 669.64,
"distance_pct": 1.0,
"remaining_er_pct": 0.43,
"live_expected_return_pct": 0.43,
"new_plan": null,
"alternate_entry": null,
"advisory": true,
"advisory_tag": "ADVISORY — 不构成投资建议",
"zone_low": 668.99,
"zone_high": 670.3,
"miss_threshold_pct": 1.0,
"status": "PREMARKET",
"status_reason": "Premarket Ideal Entry — plan not yet live",
"action_hint": "Entry still valid"
}
},
{
"rank": 5,
"symbol": "MU",
"direction": "LONG",
"instrument": "Stock",
"horizon": "Intraday",
"confidence": 71,
"confidence_stars": "★★★☆☆",
"expected_move": "+0.71%",
"expected_return_pct": 0.71,
"win_prob": 71.0,
"win_prob_breakdown": {
"components": [
{
"factor": "Base",
"key": "base",
"points": 50.0
},
{
"factor": "RS",
"key": "rs",
"points": 12.0
},
{
"factor": "Catalyst",
"key": "catalyst",
"points": 5.0
},
{
"factor": "Volume",
"key": "volume",
"points": 4.0
}
],
"total": 71.0,
"raw_total": 71.0,
"was_clamped": false
},
"risk_reward": 1.02,
"final_score": 0.15,
"trade_action": "Pass",
"relative_strength": 1.48,
"entry": "Above 934.1 (VWAP)",
"entry_source": "vwap",
"entry_price": 934.1,
"entry_zone": {
"low": 931.3,
"high": 936.9,
"mid": 934.1,
"anchors": [
{
"source": "vwap",
"label": "VWAP",
"price": 934.1
}
],
"display": "Entry Zone 931–937",
"entry_source": "vwap",
"tolerance_pct": 0.3
},
"stop": "927.6 (ORB低点)",
"stop_source": "orb_low",
"stop_price": 927.6,
"target": "940.7 (预期收盘)",
"target_source": "expected_close",
"target_price": 940.72,
"targets": [
"940.7 (预期收盘)"
],
"level_anchors": {
"vwap": 934.1,
"orb_high": 938.97,
"orb_low": 927.6,
"prev_high": 924.03,
"prev_low": 924.03,
"prior_close": 924.03,
"orb_from_minute": true
},
"levels_valid": true,
"why": [
"RS vs QQQ +1.48%",
"News 1",
"Volume 信号",
"期望R 0.07 < 0.20（EV门禁）"
],
"why_chain": "RS vs QQQ +1.48% · News 1 · Volume 信号 · 期望R 0.07 < 0.20（EV门禁）",
"why_vs_runner_up": "—",
"factor_breakdown": {
"relative_strength_vs_qqq": 1.48,
"relative_strength_vs_smh": 0.09,
"relative_weakness_score": -1.53,
"gap_pct": 1.53,
"beta_proxy": -12.45,
"volume_signal": true,
"news_count": 1,
"extended_gap_penalty": 0.0,
"vix_change_pct": -1.8,
"prior_day_change_pct": 0.0
},
"edge_type": "Stock Edge",
"score_formula_display": "final = win_prob(71%) × ER(0.4%) × rr_weight(0.5) / 100",
"expected_high": 941.38,
"expected_low": 927.6,
"expected_close": 940.72,
"current_price": 936.7,
"upside_pct": 0.5,
"downside_risk_pct": 0.97,
"why_factors": [
"RS vs QQQ +1.48%",
"News 1",
"Volume 信号",
"期望R 0.07 < 0.20（EV门禁）"
],
"why_today": "RS vs QQQ +1.48% · News 1 · Volume 信号 · 期望R 0.07 < 0.20（EV门禁）",
"gap_pct": 1.53,
"rr_display": {
"reward_risk_ratio": 1.02,
"risk_reward_ratio": 0.98,
"reward_per_share": 6.62,
"risk_per_share": 6.5,
"label_reward_risk": "Reward/Risk 1.02",
"label_risk_reward": "Risk:Reward 1:0.98",
"display": "Reward/Risk 1.02 · Risk:Reward 1:0.98",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"catalyst": "Fed Headlines · Trade Policy",
"invalidation": "Close below stop $927.6",
"advisory": true,
"level_reasons": {
"entry": {
"price": 934.1,
"source": "vwap",
"confidence": 98,
"reasons": [
{
"source": "vwap",
"label": "VWAP",
"price": 934.1,
"weight_pct": 54.0,
"matched": true,
"primary": true
},
{
"source": "orb_high",
"label": "ORB High",
"price": 938.97,
"weight_pct": 23.0,
"matched": true,
"primary": false
},
{
"source": "current",
"label": "Above Current",
"price": 936.7,
"weight_pct": 23.0,
"matched": true,
"primary": false
}
]
},
"stop": {
"price": 927.6,
"source": "orb_low",
"confidence": 89,
"reasons": [
{
"source": "orb_low",
"label": "ORB Low",
"price": 927.6,
"weight_pct": 70.0,
"matched": true,
"primary": true
},
{
"source": "prev_low",
"label": "Yesterday Low",
"price": 924.03,
"weight_pct": 30.0,
"matched": true,
"primary": false
}
]
},
"target": {
"price": 940.72,
"source": "expected_close",
"confidence": 77,
"reasons": [
{
"source": "expected_close",
"label": "Expected Close",
"price": 940.72,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
}
},
"return_calculation": "(940.72-934.1)/934.1=0.71%",
"heuristic_expected_return_pct": 0.43,
"target_action": "卖出/获利",
"trade_summary_cn": "做多 MU：在 934.1 附近入场，目标 940.72，预期 +0.71%",
"expected_r": 0.4342,
"rr_below_hard_min": true,
"trade_economics": {
"account_size": 10000.0,
"risk_pct": 1.0,
"position_pct": 100.0,
"shares": 15,
"contracts": 0,
"max_loss_usd": 97.5,
"win_usd": 99.3,
"loss_usd": 97.5,
"expected_value_usd": 42.23,
"risk_per_share": 6.5,
"reward_per_share": 6.62,
"rr_display": {
"reward_risk_ratio": 1.02,
"risk_reward_ratio": 0.98,
"reward_per_share": 6.62,
"risk_per_share": 6.5,
"label_reward_risk": "Reward/Risk 1.02",
"label_risk_reward": "Risk:Reward 1:0.98",
"display": "Reward/Risk 1.02 · Risk:Reward 1:0.98",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"size_label": "None",
"display": "$10,000 → Win +$99 / Loss -$98"
},
"position_sizing": {
"risk_pct": 1.0,
"position_pct": 100.0,
"contracts": 0,
"shares": 15,
"max_loss_usd": 97.5,
"size_label": "None",
"display": "Risk 1.0% → Position 100.0% → 15 unit(s) → Max Loss $97.5"
},
"why_wins_today": [],
"why_not_alternatives": [
{
"symbol": "AMD",
"rank": 1,
"reasons": [
"Win% 71 vs 72",
"ER 0.7% vs 1.4%",
"Score 0.15 vs 0.49",
"RS +1.5% vs +3.9%",
"R:R 1.02 vs 0.87"
],
"summary": "Why MU over AMD: Win% 71 vs 72 · ER 0.7% vs 1.4% · Score 0.15 vs 0.49 · RS +1.5% vs +3.9% · R:R 1.02 vs 0.87"
},
{
"symbol": "ARM",
"rank": 2,
"reasons": [
"Win% 71 vs 72",
"ER 0.7% vs 1.0%",
"Score 0.15 vs 0.35",
"RS +1.5% vs +3.0%",
"R:R 1.02 vs 0.58"
],
"summary": "Why MU over ARM: Win% 71 vs 72 · ER 0.7% vs 1.0% · Score 0.15 vs 0.35 · RS +1.5% vs +3.0% · R:R 1.02 vs 0.58"
},
{
"symbol": "XLE",
"rank": 3,
"reasons": [
"ER 0.7% vs 0.4%",
"Score 0.15 vs 0.16",
"RS +1.5% vs +1.3%"
],
"summary": "Why MU over XLE: ER 0.7% vs 0.4% · Score 0.15 vs 0.16 · RS +1.5% vs +1.3%"
},
{
"symbol": "META",
"rank": 4,
"reasons": [
"ER 0.7% vs 0.4%",
"RS +1.5% vs +1.7%",
"R:R 1.02 vs 0.56"
],
"summary": "Why MU over META: ER 0.7% vs 0.4% · RS +1.5% vs +1.7% · R:R 1.02 vs 0.56"
},
{
"symbol": "NVDA",
"rank": 6,
"reasons": [
"Win% 71 vs 76",
"ER 0.7% vs 0.4%",
"R:R 1.02 vs 0.62"
],
"summary": "Why MU over NVDA: Win% 71 vs 76 · ER 0.7% vs 0.4% · R:R 1.02 vs 0.62"
}
],
"win_prob_source": "rules",
"calibration": {
"calibrated_win_prob": 71.0,
"sample_size": 1,
"confidence_interval": null,
"source": "rules_fallback",
"match_quality": "insufficient",
"win_prob_source": "rules",
"disclaimer": "Historical sample n=1 < 20; using rules breakdown"
},
"similar_days": [
{
"date": "2026-08-28",
"outcome": "win",
"return_pct": 3.92,
"match_score": 4,
"direction": "LONG"
}
],
"ev_distribution": {
"expected_value_usd": 42.23,
"win_scenario_usd": 99.3,
"loss_scenario_usd": 97.5,
"win_prob_pct": 71.0,
"display": "EV $+42 (win +$99 @ 71.0% · loss -$98)"
},
"entry_status": {
"current_price": 936.7,
"ideal_entry": 934.1,
"distance_pct": 0.28,
"remaining_er_pct": 0.43,
"live_expected_return_pct": 0.43,
"new_plan": null,
"alternate_entry": null,
"advisory": true,
"advisory_tag": "ADVISORY — 不构成投资建议",
"zone_low": 931.3,
"zone_high": 936.9,
"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": 76.0,
"expected_return_pct": 0.39,
"trade_action": "Pass",
"why": "RS vs QQQ +1.41% · Gap 未过度延伸 · News 7 · Volume 信号",
"note": "Monitor — below trade threshold"
},
{
"symbol": "SMH",
"rank": 7,
"win_prob": 66.0,
"expected_return_pct": 0.41,
"trade_action": "Pass",
"why": "RS vs QQQ +1.39% · Volume 信号 · 期望R -0.06 < 0.20（EV门禁）",
"note": "Monitor — below trade threshold"
},
{
"symbol": "XLK",
"rank": 8,
"win_prob": 65.0,
"expected_return_pct": 0.13,
"trade_action": "Pass",
"why": "RS vs QQQ +0.50% · Gap 未过度延伸 · Volume 信号 · 期望R 0.05 < 0.20（EV门禁）",
"note": "Monitor — below trade threshold"
},
{
"symbol": "SPY",
"rank": 9,
"win_prob": 59.0,
"expected_return_pct": -0.02,
"trade_action": "Pass",
"why": "Gap 未过度延伸 · Volume 信号 · 期望R -0.04 < 0.20（EV门禁）",
"note": "Monitor — below trade threshold"
},
{
"symbol": "QQQ",
"rank": 10,
"win_prob": 59.0,
"expected_return_pct": -0.03,
"trade_action": "Pass",
"why": "Gap 未过度延伸 · Volume 信号 · 期望R -0.04 < 0.20（EV门禁）",
"note": "Monitor — below trade threshold"
}
],
"advisory": true,
"swing": {
"symbol": "META",
"direction": "LONG",
"instrument": "Stock",
"horizon": "Swing",
"duration": "Swing (days–weeks)",
"confidence": 76,
"entry": "Near 674.3 (swing zone)",
"entry_source": "swing_zone",
"entry_price": 674.29,
"entry_zone": {
"low": 663.04,
"high": 676.32,
"mid": 674.29,
"display": "$663.04–$676.32",
"source": "swing_pullback"
},
"stop": "640.6 (1.75xATR)",
"stop_source": "1.75xATR",
"stop_price": 640.55,
"target": "719.3 (T1 ~6.7%)",
"target_source": "2xATR_or_5pct",
"target_price": 719.27,
"targets": [
{
"price": 719.27,
"label": "T1",
"pct": 6.67
},
{
"price": 741.77,
"label": "T2",
"pct": 10.01
}
],
"expected_return_pct": 6.67,
"expected_move": "+6.67%",
"risk_reward": 1.33,
"win_prob": 71.0,
"final_score": 0.15,
"swing_quality": 6.397,
"atr": 22.4921,
"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": 676.32,
"why": [
"高流动性波段标的 META",
"Prior day +0.0%",
"5D momentum +9.2%",
"RS vs QQQ +1.72%",
"Swing score 6.4"
],
"why_chain": "高流动性波段标的 META · Prior day +0.0% · 5D momentum +9.2% · RS vs QQQ +1.72%",
"invalidation": "Close beyond stop $640.55 or thesis broken (trend flip / catalyst fade)",
"trade_summary_cn": "波段做多 META：理想入场 $663.04–$676.32，止损 $640.55，目标 $719.27（约 +6.7%），持仓天数–数周",
"one_liner": "波段做多 META：理想入场 $663.04–$676.32，止损 $640.55，目标 $719.27（约 +6.7%），持仓天数–数周",
"edge_type": "Stock Edge",
"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、Trade Policy",
"catalyst": "Fed Headlines、Trade Policy"
},
"index_edge": {
"edge": "NO",
"why": "指数方向不明或幅度不足"
},
"sector_edge": {
"edge": "YES",
"why": "SMH 领先 QQQ +1.45%",
"sector": "Semiconductor"
},
"stock_edge": {
"edge": "YES",
"why": "NVDA RS+新闻+量能",
"symbol": "NVDA"
},
"advisory": "ADVISORY — 不构成投资建议"
},
"trade_candidates": [
{
"symbol": "AMD",
"win_prob": 72.0,
"win_prob_breakdown": {
"components": [
{
"factor": "Base",
"key": "base",
"points": 50.0
},
{
"factor": "RS",
"key": "rs",
"points": 18.0
},
{
"factor": "Volume",
"key": "volume",
"points": 4.0
}
],
"total": 72.0,
"raw_total": 72.0,
"was_clamped": false
},
"expected_return_pct": 1.37,
"expected_high": 519.27,
"expected_low": 504.2,
"expected_close": 519.27,
"current_price": 512.27,
"upside_pct": 1.37,
"downside_risk_pct": 1.58,
"risk_reward": 0.87,
"rr_display": {
"reward_risk_ratio": 0.87,
"risk_reward_ratio": 1.15,
"reward_per_share": null,
"risk_per_share": null,
"label_reward_risk": "Reward/Risk 0.87",
"label_risk_reward": "Risk:Reward 1:1.15",
"display": "Reward/Risk 0.87 · Risk:Reward 1:1.15",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"expected_r": 0.3464,
"final_score": 0.49,
"trade_action": "Pass",
"trade": "Pass",
"gap_pct": 3.45,
"relative_strength": 3.93,
"relative_strength_vs_smh": 2.54,
"relative_weakness_score": -5.45,
"prior_day_change_pct": 0.0,
"why_factors": [
"RS vs QQQ +3.93%",
"RS vs SMH +2.54%",
"Volume 信号",
"几何上行 <1.5%（软门槛）"
],
"why": "RS vs QQQ +3.93% · RS vs SMH +2.54% · Volume 信号 · 几何上行 <1.5%（软门槛）",
"score": 5,
"news_count": 0,
"factor_breakdown": {
"relative_strength_vs_qqq": 3.93,
"relative_strength_vs_smh": 2.54,
"relative_weakness_score": -5.45,
"gap_pct": 3.45,
"beta_proxy": -34.73,
"volume_signal": true,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": -1.8,
"prior_day_change_pct": 0.0
},
"edge_type": "Stock Edge",
"score_formula_display": "final = win_prob(72%) × ER(1.4%) × rr_weight(0.5) / 100",
"rr_weight": 0.5,
"why_vs_runner_up": "AMD RS +3.9% vs ARM +3.0%；ER 1.4% vs 1.0%；relative strength",
"advisory": true,
"rank": 1,
"direction": "LONG"
},
{
"symbol": "ARM",
"win_prob": 72.0,
"win_prob_breakdown": {
"components": [
{
"factor": "Base",
"key": "base",
"points": 50.0
},
{
"factor": "RS",
"key": "rs",
"points": 18.0
},
{
"factor": "Volume",
"key": "volume",
"points": 4.0
}
],
"total": 72.0,
"raw_total": 72.0,
"was_clamped": false
},
"expected_return_pct": 0.98,
"expected_high": 248.43,
"expected_low": 241.83,
"expected_close": 248.43,
"current_price": 246.02,
"upside_pct": 0.98,
"downside_risk_pct": 1.7,
"risk_reward": 0.58,
"rr_display": {
"reward_risk_ratio": 0.58,
"risk_reward_ratio": 1.72,
"reward_per_share": null,
"risk_per_share": null,
"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"
},
"expected_r": 0.1376,
"final_score": 0.35,
"trade_action": "Pass",
"trade": "Pass",
"gap_pct": 2.17,
"relative_strength": 3.04,
"relative_strength_vs_smh": 1.65,
"relative_weakness_score": -4.03,
"prior_day_change_pct": 0.0,
"why_factors": [
"RS vs QQQ +3.04%",
"RS vs SMH +1.65%",
"Volume 信号",
"期望R 0.14 < 0.20（EV门禁）"
],
"why": "RS vs QQQ +3.04% · RS vs SMH +1.65% · Volume 信号 · 期望R 0.14 < 0.20（EV门禁）",
"score": 4,
"news_count": 0,
"factor_breakdown": {
"relative_strength_vs_qqq": 3.04,
"relative_strength_vs_smh": 1.65,
"relative_weakness_score": -4.03,
"gap_pct": 2.17,
"beta_proxy": -26.64,
"volume_signal": true,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": -1.8,
"prior_day_change_pct": 0.0
},
"edge_type": "Stock Edge",
"score_formula_display": "final = win_prob(72%) × ER(1.0%) × rr_weight(0.5) / 100",
"rr_weight": 0.5,
"why_vs_runner_up": "—",
"advisory": true,
"rank": 2,
"direction": "LONG"
},
{
"symbol": "XLE",
"win_prob": 71.0,
"win_prob_breakdown": {
"components": [
{
"factor": "Base",
"key": "base",
"points": 50.0
},
{
"factor": "RS",
"key": "rs",
"points": 12.0
},
{
"factor": "Gap",
"key": "gap",
"points": 5.0
},
{
"factor": "Volume",
"key": "volume",
"points": 4.0
}
],
"total": 71.0,
"raw_total": 71.0,
"was_clamped": false
},
"expected_return_pct": 0.38,
"expected_high": 65.93,
"expected_low": 64.79,
"expected_close": 65.56,
"current_price": 65.31,
"upside_pct": 0.95,
"downside_risk_pct": 0.8,
"risk_reward": 1.19,
"rr_display": {
"reward_risk_ratio": 1.19,
"risk_reward_ratio": 0.84,
"reward_per_share": null,
"risk_per_share": null,
"label_reward_risk": "Reward/Risk 1.19",
"label_risk_reward": "Risk:Reward 1:0.84",
"display": "Reward/Risk 1.19 · Risk:Reward 1:0.84",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"expected_r": 0.5549,
"final_score": 0.16,
"trade_action": "Pass",
"trade": "Pass",
"gap_pct": 1.49,
"relative_strength": 1.32,
"relative_strength_vs_smh": -0.07,
"relative_weakness_score": -1.28,
"prior_day_change_pct": 0.0,
"why_factors": [
"RS vs QQQ +1.32%",
"Gap 未过度延伸",
"Volume 信号",
"几何上行 <1.5%（软门槛）"
],
"why": "RS vs QQQ +1.32% · Gap 未过度延伸 · Volume 信号 · 几何上行 <1.5%（软门槛）",
"score": 2,
"news_count": 0,
"factor_breakdown": {
"relative_strength_vs_qqq": 1.32,
"relative_strength_vs_smh": -0.07,
"relative_weakness_score": -1.28,
"gap_pct": 1.49,
"beta_proxy": -11.0,
"volume_signal": true,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": -1.8,
"prior_day_change_pct": 0.0
},
"edge_type": "Relative Strength",
"score_formula_display": "final = win_prob(71%) × ER(0.4%) × rr_weight(0.59) / 100",
"rr_weight": 0.59,
"why_vs_runner_up": "—",
"advisory": true,
"rank": 3,
"direction": "LONG"
},
{
"symbol": "META",
"win_prob": 71.0,
"win_prob_breakdown": {
"components": [
{
"factor": "Base",
"key": "base",
"points": 50.0
},
{
"factor": "RS",
"key": "rs",
"points": 12.0
},
{
"factor": "Gap",
"key": "gap",
"points": 5.0
},
{
"factor": "Volume",
"key": "volume",
"points": 4.0
}
],
"total": 71.0,
"raw_total": 71.0,
"was_clamped": false
},
"expected_return_pct": 0.43,
"expected_high": 679.7,
"expected_low": 670.24,
"expected_close": 679.21,
"current_price": 676.32,
"upside_pct": 0.5,
"downside_risk_pct": 0.9,
"risk_reward": 0.56,
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}