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 54
H-2026-09-17-001Surprise：AI/Semiconductor dominated more than typical day
Lesson：AI Expansion Regime 下，单日 SMH/NVDA 抛售可压过 Macro 利好，指数分化（Dow+ / QQQ-）比「大盘涨跌」更有信息量
{
"date": "2026-09-17",
"features": {
"dgs10": 5.0,
"dgs2": null,
"vix": 15.94,
"vix_chg": -9.99,
"qqq_chg": 1.73,
"smh_chg": 3.41,
"nvda_chg": 3.3,
"spy_chg": 0.0,
"oil_chg": 0.0,
"dxy_chg": -0.06,
"breadth_proxy": 1.0,
"qqq_gap": 0.55,
"news_headline_count": 22,
"news_bearish_ratio": 0.4,
"news_ai_mentions": 40,
"news_macro_mentions": 9,
"news_oil_mentions": 2,
"news_risk_mentions": 2
},
"regime": {
"label": "AI Expansion",
"confidence": 0.82
},
"hypothesis": {
"id": "H-2026-09-17-001",
"statement": "AI/Semiconductor leads index today; macro is secondary variable",
"evidence": [
"VIX=15.9 (low fear)",
"VIX↓ -10.0% (risk-on)",
"NVDA +2.1%",
"SMH +2.5%",
"Breadth 86% (broad participation)"
],
"counter_evidence": [
"10Y=5.00% (elevated rates)"
],
"confidence": 0.79,
"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": "ARM",
"direction": "LONG",
"instrument": "Stock",
"horizon": "Intraday",
"confidence": 76,
"confidence_stars": "★★★☆☆",
"expected_move": "+2.23%",
"expected_return_pct": 2.23,
"win_prob": 76.0,
"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
},
{
"factor": "Macro",
"key": "macro",
"points": 4.0
}
],
"total": 76.0,
"raw_total": 76.0,
"was_clamped": false
},
"risk_reward": 1.02,
"final_score": 0.51,
"trade_action": "Pass",
"relative_strength": 3.92,
"entry": "Above 252.1 (VWAP)",
"entry_source": "vwap",
"entry_price": 252.12,
"entry_zone": {
"low": 251.36,
"high": 252.88,
"mid": 252.12,
"anchors": [
{
"source": "vwap",
"label": "VWAP",
"price": 252.12
}
],
"display": "Entry Zone 251–253",
"entry_source": "vwap",
"tolerance_pct": 0.3
},
"stop": "246.6 (ORB低点)",
"stop_source": "orb_low",
"stop_price": 246.6,
"target": "257.7 (预期收盘)",
"target_source": "expected_close",
"target_price": 257.73,
"targets": [
"257.7 (预期收盘)"
],
"level_anchors": {
"vwap": 252.12,
"orb_high": 250.77,
"orb_low": 246.6,
"prev_high": 241.83,
"prev_low": 241.83,
"prior_close": 241.83,
"orb_from_minute": true
},
"levels_valid": true,
"why": [
"RS vs QQQ +3.92%",
"RS vs SMH +2.52%",
"Volume 信号",
"VIX 回落",
"期望R 0.01 < 0.20（EV门禁）"
],
"why_chain": "RS vs QQQ +3.92% · RS vs SMH +2.52% · Volume 信号 · VIX 回落",
"why_vs_runner_up": "ARM RS +3.9% vs AMD +3.2%；ER 1.3% vs 1.1%；higher beta (4.1 vs 3.6)；relative strength",
"factor_breakdown": {
"relative_strength_vs_qqq": 3.92,
"relative_strength_vs_smh": 2.52,
"relative_weakness_score": -5.43,
"gap_pct": 3.06,
"beta_proxy": 4.14,
"volume_signal": true,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": -9.99,
"prior_day_change_pct": 0.0
},
"edge_type": "Stock Edge",
"score_formula_display": "final = win_prob(76%) × ER(1.3%) × rr_weight(0.5) / 100",
"expected_high": 257.73,
"expected_low": 243.98,
"expected_close": 257.73,
"current_price": 254.34,
"upside_pct": 1.33,
"downside_risk_pct": 4.07,
"why_factors": [
"RS vs QQQ +3.92%",
"RS vs SMH +2.52%",
"Volume 信号",
"VIX 回落",
"期望R 0.01 < 0.20（EV门禁）"
],
"why_today": "RS vs QQQ +3.92% · RS vs SMH +2.52% · Volume 信号 · VIX 回落",
"gap_pct": 3.06,
"rr_display": {
"reward_risk_ratio": 1.02,
"risk_reward_ratio": 0.98,
"reward_per_share": 5.61,
"risk_per_share": 5.52,
"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 · Fed Headlines",
"invalidation": "Close below stop $246.6 · Geopolitical escalation invalidates mean-reversion",
"advisory": true,
"level_reasons": {
"entry": {
"price": 252.12,
"source": "vwap",
"confidence": 89,
"reasons": [
{
"source": "vwap",
"label": "VWAP",
"price": 252.12,
"weight_pct": 70.0,
"matched": true,
"primary": true
},
{
"source": "orb_high",
"label": "ORB High",
"price": 250.77,
"weight_pct": 30.0,
"matched": true,
"primary": false
}
]
},
"stop": {
"price": 246.6,
"source": "orb_low",
"confidence": 77,
"reasons": [
{
"source": "orb_low",
"label": "ORB Low",
"price": 246.6,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
},
"target": {
"price": 257.73,
"source": "expected_close",
"confidence": 77,
"reasons": [
{
"source": "expected_close",
"label": "Expected Close",
"price": 257.73,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
}
},
"return_calculation": "(257.73-252.12)/252.12=2.23%",
"heuristic_expected_return_pct": 1.33,
"target_action": "卖出/获利",
"trade_summary_cn": "做多 ARM：在 252.12 附近入场，目标 257.73，预期 +2.23%",
"expected_r": 0.5352,
"rr_below_hard_min": true,
"trade_economics": {
"account_size": 10000.0,
"risk_pct": 1.0,
"position_pct": 45.4,
"shares": 18,
"contracts": 0,
"max_loss_usd": 99.36,
"win_usd": 100.98,
"loss_usd": 99.36,
"expected_value_usd": 52.9,
"risk_per_share": 5.52,
"reward_per_share": 5.61,
"rr_display": {
"reward_risk_ratio": 1.02,
"risk_reward_ratio": 0.98,
"reward_per_share": 5.61,
"risk_per_share": 5.52,
"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 +$101 / Loss -$99"
},
"position_sizing": {
"risk_pct": 1.0,
"position_pct": 45.4,
"contracts": 0,
"shares": 18,
"max_loss_usd": 99.36,
"size_label": "None",
"display": "Risk 1.0% → Position 45.4% → 18 unit(s) → Max Loss $99.36"
},
"why_wins_today": [
{
"rank": 1,
"dimension": "relative_strength",
"label": "Highest Relative Strength",
"primary_value": 3.92,
"runner_up_value": 3.21,
"wins": true
},
{
"rank": 2,
"dimension": "expected_range",
"label": "Largest Expected Range",
"primary_value": 5.4,
"runner_up_value": 4.21,
"wins": true
},
{
"rank": 3,
"dimension": "win_prob",
"label": "Highest Probability",
"primary_value": 76.0,
"runner_up_value": 76.0,
"wins": true
},
{
"rank": 4,
"dimension": "risk_reward",
"label": "Best Risk Reward",
"primary_value": 1.02,
"runner_up_value": 0.62,
"wins": true
}
],
"why_not_alternatives": [
{
"symbol": "AMD",
"rank": 2,
"reasons": [
"ER 2.2% vs 1.1%",
"Score 0.51 vs 0.42",
"RS +3.9% vs +3.2%",
"R:R 1.02 vs 0.42"
],
"summary": "Why ARM over AMD: ER 2.2% vs 1.1% · Score 0.51 vs 0.42 · RS +3.9% vs +3.2% · R:R 1.02 vs 0.42"
},
{
"symbol": "TQQQ",
"rank": 3,
"reasons": [
"Win% 76 vs 70",
"ER 2.2% vs 0.7%",
"Score 0.51 vs 0.25",
"RS +3.9% vs +2.4%",
"R:R 1.02 vs 0.2"
],
"summary": "Why ARM over TQQQ: Win% 76 vs 70 · ER 2.2% vs 0.7% · Score 0.51 vs 0.25 · RS +3.9% vs +2.4% · R:R 1.02 vs 0.2"
},
{
"symbol": "SMH",
"rank": 4,
"reasons": [
"Win% 76 vs 75",
"ER 2.2% vs 0.4%",
"Score 0.51 vs 0.15",
"RS +3.9% vs +1.4%",
"R:R 1.02 vs 0.25"
],
"summary": "Why ARM over SMH: Win% 76 vs 75 · ER 2.2% vs 0.4% · Score 0.51 vs 0.15 · RS +3.9% vs +1.4% · R:R 1.02 vs 0.25"
},
{
"symbol": "NVDA",
"rank": 5,
"reasons": [
"Win% 76 vs 75",
"ER 2.2% vs 0.3%",
"Score 0.51 vs 0.12",
"RS +3.9% vs +1.1%",
"R:R 1.02 vs 0.34"
],
"summary": "Why ARM over NVDA: Win% 76 vs 75 · ER 2.2% vs 0.3% · Score 0.51 vs 0.12 · RS +3.9% vs +1.1% · R:R 1.02 vs 0.34"
},
{
"symbol": "TSLA",
"rank": 6,
"reasons": [
"Win% 76 vs 70",
"ER 2.2% vs 0.3%",
"Score 0.51 vs 0.1",
"RS +3.9% vs +0.7%",
"R:R 1.02 vs 0.33"
],
"summary": "Why ARM over TSLA: Win% 76 vs 70 · ER 2.2% vs 0.3% · Score 0.51 vs 0.1 · RS +3.9% vs +0.7% · R:R 1.02 vs 0.33"
}
],
"rank_summary": "ARM ranked #1 because weakest RS + largest expected range + highest probability",
"win_prob_source": "rules",
"calibration": {
"calibrated_win_prob": 76.0,
"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": 52.9,
"win_scenario_usd": 100.98,
"loss_scenario_usd": 99.36,
"win_prob_pct": 76.0,
"display": "EV $+53 (win +$101 @ 76.0% · loss -$99)"
},
"entry_status": {
"current_price": 254.34,
"ideal_entry": 252.12,
"distance_pct": 0.88,
"remaining_er_pct": 1.33,
"live_expected_return_pct": 1.33,
"new_plan": null,
"alternate_entry": null,
"advisory": true,
"advisory_tag": "ADVISORY — 不构成投资建议",
"zone_low": 251.36,
"zone_high": 252.88,
"miss_threshold_pct": 1.0,
"status": "PREMARKET",
"status_reason": "Premarket Ideal Entry — plan not yet live",
"action_hint": "Entry still valid"
}
},
{
"rank": 2,
"symbol": "AMD",
"direction": "LONG",
"instrument": "Stock",
"horizon": "Intraday",
"confidence": 76,
"confidence_stars": "★★★☆☆",
"expected_move": "+1.90%",
"expected_return_pct": 1.9,
"win_prob": 76.0,
"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
},
{
"factor": "Macro",
"key": "macro",
"points": 4.0
}
],
"total": 76.0,
"raw_total": 76.0,
"was_clamped": false
},
"risk_reward": 0.98,
"final_score": 0.42,
"trade_action": "Pass",
"relative_strength": 3.21,
"entry": "Above 523.3 (VWAP)",
"entry_source": "vwap",
"entry_price": 522.63,
"entry_zone": {
"low": 522.0,
"high": 523.26,
"mid": 522.63,
"anchors": [
{
"source": "vwap",
"label": "VWAP",
"price": 523.26
},
{
"source": "orb_high",
"label": "ORB高点",
"price": 522.0
}
],
"display": "Entry Zone 522–523",
"entry_source": "vwap",
"tolerance_pct": 0.3
},
"stop": "512.5 (ORB低点)",
"stop_source": "orb_low",
"stop_price": 512.5,
"target": "532.6 (预期收盘)",
"target_source": "expected_close",
"target_price": 532.57,
"targets": [
"532.6 (预期收盘)"
],
"level_anchors": {
"vwap": 523.26,
"orb_high": 522.0,
"orb_low": 512.5,
"prev_high": 504.2,
"prev_low": 504.2,
"prior_close": 504.2,
"orb_from_minute": true
},
"levels_valid": true,
"why": [
"RS vs QQQ +3.21%",
"RS vs SMH +1.81%",
"Volume 信号",
"VIX 回落",
"期望R 0.08 < 0.20（EV门禁）"
],
"why_chain": "RS vs QQQ +3.21% · RS vs SMH +1.81% · Volume 信号 · VIX 回落",
"why_vs_runner_up": "—",
"factor_breakdown": {
"relative_strength_vs_qqq": 3.21,
"relative_strength_vs_smh": 1.81,
"relative_weakness_score": -4.3,
"gap_pct": 3.23,
"beta_proxy": 3.57,
"volume_signal": true,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": -9.99,
"prior_day_change_pct": 0.0
},
"edge_type": "Stock Edge",
"score_formula_display": "final = win_prob(76%) × ER(1.1%) × rr_weight(0.5) / 100",
"expected_high": 532.57,
"expected_low": 512.5,
"expected_close": 532.57,
"current_price": 526.68,
"upside_pct": 1.12,
"downside_risk_pct": 2.69,
"why_factors": [
"RS vs QQQ +3.21%",
"RS vs SMH +1.81%",
"Volume 信号",
"VIX 回落",
"期望R 0.08 < 0.20（EV门禁）"
],
"why_today": "RS vs QQQ +3.21% · RS vs SMH +1.81% · Volume 信号 · VIX 回落",
"gap_pct": 3.23,
"rr_display": {
"reward_risk_ratio": 0.98,
"risk_reward_ratio": 1.02,
"reward_per_share": 9.94,
"risk_per_share": 10.13,
"label_reward_risk": "Reward/Risk 0.98",
"label_risk_reward": "Risk:Reward 1:1.02",
"display": "Reward/Risk 0.98 · Risk:Reward 1:1.02",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"catalyst": "Fed Headlines · Fed Headlines",
"invalidation": "Close below stop $512.5 · Geopolitical escalation invalidates mean-reversion",
"advisory": true,
"level_reasons": {
"entry": {
"price": 522.63,
"source": "vwap",
"confidence": 89,
"reasons": [
{
"source": "vwap",
"label": "VWAP",
"price": 523.26,
"weight_pct": 70.0,
"matched": true,
"primary": true
},
{
"source": "orb_high",
"label": "ORB High",
"price": 522.0,
"weight_pct": 30.0,
"matched": true,
"primary": false
}
]
},
"stop": {
"price": 512.5,
"source": "orb_low",
"confidence": 77,
"reasons": [
{
"source": "orb_low",
"label": "ORB Low",
"price": 512.5,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
},
"target": {
"price": 532.57,
"source": "expected_close",
"confidence": 77,
"reasons": [
{
"source": "expected_close",
"label": "Expected Close",
"price": 532.57,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
}
},
"return_calculation": "(532.57-522.63)/522.63=1.90%",
"heuristic_expected_return_pct": 1.12,
"target_action": "卖出/获利",
"trade_summary_cn": "做多 AMD：在 522.63 附近入场，目标 532.57，预期 +1.90%",
"expected_r": 0.5048,
"rr_below_hard_min": true,
"trade_economics": {
"account_size": 10000.0,
"risk_pct": 1.0,
"position_pct": 47.0,
"shares": 9,
"contracts": 0,
"max_loss_usd": 91.17,
"win_usd": 89.46,
"loss_usd": 91.17,
"expected_value_usd": 46.11,
"risk_per_share": 10.13,
"reward_per_share": 9.94,
"rr_display": {
"reward_risk_ratio": 0.98,
"risk_reward_ratio": 1.02,
"reward_per_share": 9.94,
"risk_per_share": 10.13,
"label_reward_risk": "Reward/Risk 0.98",
"label_risk_reward": "Risk:Reward 1:1.02",
"display": "Reward/Risk 0.98 · Risk:Reward 1:1.02",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"size_label": "None",
"display": "$10,000 → Win +$89 / Loss -$91"
},
"position_sizing": {
"risk_pct": 1.0,
"position_pct": 47.0,
"contracts": 0,
"shares": 9,
"max_loss_usd": 91.17,
"size_label": "None",
"display": "Risk 1.0% → Position 47.0% → 9 unit(s) → Max Loss $91.17"
},
"why_wins_today": [
{
"rank": 1,
"dimension": "win_prob",
"label": "Highest Probability",
"primary_value": 76.0,
"runner_up_value": 76.0,
"wins": true
},
{
"rank": 2,
"dimension": "risk_reward",
"label": "Best Risk Reward",
"primary_value": 0.98,
"runner_up_value": 0.62,
"wins": true
}
],
"why_not_alternatives": [
{
"symbol": "ARM",
"rank": 1,
"reasons": [
"ER 1.9% vs 1.3%",
"Score 0.42 vs 0.51",
"RS +3.2% vs +3.9%",
"R:R 0.98 vs 0.33"
],
"summary": "Why AMD over ARM: ER 1.9% vs 1.3% · Score 0.42 vs 0.51 · RS +3.2% vs +3.9% · R:R 0.98 vs 0.33"
},
{
"symbol": "TQQQ",
"rank": 3,
"reasons": [
"Win% 76 vs 70",
"ER 1.9% vs 0.7%",
"Score 0.42 vs 0.25",
"RS +3.2% vs +2.4%",
"R:R 0.98 vs 0.2"
],
"summary": "Why AMD over TQQQ: Win% 76 vs 70 · ER 1.9% vs 0.7% · Score 0.42 vs 0.25 · RS +3.2% vs +2.4% · R:R 0.98 vs 0.2"
},
{
"symbol": "SMH",
"rank": 4,
"reasons": [
"Win% 76 vs 75",
"ER 1.9% vs 0.4%",
"Score 0.42 vs 0.15",
"RS +3.2% vs +1.4%",
"R:R 0.98 vs 0.25"
],
"summary": "Why AMD over SMH: Win% 76 vs 75 · ER 1.9% vs 0.4% · Score 0.42 vs 0.15 · RS +3.2% vs +1.4% · R:R 0.98 vs 0.25"
},
{
"symbol": "NVDA",
"rank": 5,
"reasons": [
"Win% 76 vs 75",
"ER 1.9% vs 0.3%",
"Score 0.42 vs 0.12",
"RS +3.2% vs +1.1%",
"R:R 0.98 vs 0.34"
],
"summary": "Why AMD over NVDA: Win% 76 vs 75 · ER 1.9% vs 0.3% · Score 0.42 vs 0.12 · RS +3.2% vs +1.1% · R:R 0.98 vs 0.34"
},
{
"symbol": "TSLA",
"rank": 6,
"reasons": [
"Win% 76 vs 70",
"ER 1.9% vs 0.3%",
"Score 0.42 vs 0.1",
"RS +3.2% vs +0.7%",
"R:R 0.98 vs 0.33"
],
"summary": "Why AMD over TSLA: Win% 76 vs 70 · ER 1.9% vs 0.3% · Score 0.42 vs 0.1 · RS +3.2% vs +0.7% · R:R 0.98 vs 0.33"
}
],
"win_prob_source": "rules",
"calibration": {
"calibrated_win_prob": 76.0,
"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": 46.11,
"win_scenario_usd": 89.46,
"loss_scenario_usd": 91.17,
"win_prob_pct": 76.0,
"display": "EV $+46 (win +$89 @ 76.0% · loss -$91)"
},
"entry_status": {
"current_price": 526.68,
"ideal_entry": 522.63,
"distance_pct": 0.77,
"remaining_er_pct": 1.12,
"live_expected_return_pct": 1.12,
"new_plan": null,
"alternate_entry": null,
"advisory": true,
"advisory_tag": "ADVISORY — 不构成投资建议",
"zone_low": 522.0,
"zone_high": 523.26,
"miss_threshold_pct": 1.0,
"status": "PREMARKET",
"status_reason": "Premarket Ideal Entry — plan not yet live",
"action_hint": "Entry still valid"
}
},
{
"rank": 3,
"symbol": "TQQQ",
"direction": "LONG",
"instrument": "ETF",
"horizon": "Intraday",
"confidence": 70,
"confidence_stars": "★★★☆☆",
"expected_move": "+1.23%",
"expected_return_pct": 1.23,
"win_prob": 70.0,
"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": 4.0
}
],
"total": 70.0,
"raw_total": 70.0,
"was_clamped": false
},
"risk_reward": 0.65,
"final_score": 0.25,
"trade_action": "Pass",
"relative_strength": 2.43,
"entry": "Above 70.0 (VWAP)",
"entry_source": "vwap",
"entry_price": 70.03,
"entry_zone": {
"low": 70.02,
"high": 70.05,
"mid": 70.03,
"anchors": [
{
"source": "vwap",
"label": "VWAP",
"price": 70.02
},
{
"source": "orb_high",
"label": "ORB高点",
"price": 70.05
}
],
"display": "Entry Zone 70.02–70.05",
"entry_source": "vwap",
"tolerance_pct": 0.3
},
"stop": "68.7 (ORB低点)",
"stop_source": "orb_low",
"stop_price": 68.71,
"target": "70.9 (预期收盘)",
"target_source": "expected_close",
"target_price": 70.89,
"targets": [
"70.9 (预期收盘)"
],
"level_anchors": {
"vwap": 70.02,
"orb_high": 70.05,
"orb_low": 68.71,
"prev_high": 67.9,
"prev_low": 67.9,
"prior_close": 67.9,
"orb_from_minute": true
},
"levels_valid": true,
"why": [
"RS vs QQQ +2.43%",
"Volume 信号",
"VIX 回落",
"期望R -0.16 < 0.20（EV门禁）"
],
"why_chain": "RS vs QQQ +2.43% · Volume 信号 · VIX 回落 · 期望R -0.16 < 0.20（EV门禁）",
"why_vs_runner_up": "—",
"factor_breakdown": {
"relative_strength_vs_qqq": 2.43,
"relative_strength_vs_smh": 1.03,
"relative_weakness_score": -3.05,
"gap_pct": 2.71,
"beta_proxy": 2.94,
"volume_signal": true,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": -9.99,
"prior_day_change_pct": 0.0
},
"edge_type": "Relative Strength",
"score_formula_display": "final = win_prob(70%) × ER(0.7%) × rr_weight(0.5) / 100",
"expected_high": 70.89,
"expected_low": 67.93,
"expected_close": 70.89,
"current_price": 70.4,
"upside_pct": 0.7,
"downside_risk_pct": 3.51,
"why_factors": [
"RS vs QQQ +2.43%",
"Volume 信号",
"VIX 回落",
"期望R -0.16 < 0.20（EV门禁）"
],
"why_today": "RS vs QQQ +2.43% · Volume 信号 · VIX 回落 · 期望R -0.16 < 0.20（EV门禁）",
"gap_pct": 2.71,
"rr_display": {
"reward_risk_ratio": 0.65,
"risk_reward_ratio": 1.54,
"reward_per_share": 0.86,
"risk_per_share": 1.32,
"label_reward_risk": "Reward/Risk 0.65",
"label_risk_reward": "Risk:Reward 1:1.54",
"display": "Reward/Risk 0.65 · Risk:Reward 1:1.54",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"catalyst": "Fed Headlines · Fed Headlines",
"invalidation": "Close below stop $68.71 · Geopolitical escalation invalidates mean-reversion",
"advisory": true,
"level_reasons": {
"entry": {
"price": 70.03,
"source": "vwap",
"confidence": 98,
"reasons": [
{
"source": "vwap",
"label": "VWAP",
"price": 70.02,
"weight_pct": 54.0,
"matched": true,
"primary": true
},
{
"source": "orb_high",
"label": "ORB High",
"price": 70.05,
"weight_pct": 23.0,
"matched": true,
"primary": false
},
{
"source": "current",
"label": "Above Current",
"price": 70.4,
"weight_pct": 23.0,
"matched": true,
"primary": false
}
]
},
"stop": {
"price": 68.71,
"source": "orb_low",
"confidence": 77,
"reasons": [
{
"source": "orb_low",
"label": "ORB Low",
"price": 68.71,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
},
"target": {
"price": 70.89,
"source": "expected_close",
"confidence": 77,
"reasons": [
{
"source": "expected_close",
"label": "Expected Close",
"price": 70.89,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
}
},
"return_calculation": "(70.89-70.03)/70.03=1.23%",
"heuristic_expected_return_pct": 0.7,
"target_action": "卖出/获利",
"trade_summary_cn": "做多 TQQQ：在 70.03 附近入场，目标 70.89，预期 +1.23%",
"expected_r": 0.155,
"rr_below_hard_min": true,
"trade_economics": {
"account_size": 10000.0,
"risk_pct": 1.0,
"position_pct": 52.5,
"shares": 75,
"contracts": 0,
"max_loss_usd": 99.0,
"win_usd": 64.5,
"loss_usd": 99.0,
"expected_value_usd": 15.45,
"risk_per_share": 1.32,
"reward_per_share": 0.86,
"rr_display": {
"reward_risk_ratio": 0.65,
"risk_reward_ratio": 1.54,
"reward_per_share": 0.86,
"risk_per_share": 1.32,
"label_reward_risk": "Reward/Risk 0.65",
"label_risk_reward": "Risk:Reward 1:1.54",
"display": "Reward/Risk 0.65 · Risk:Reward 1:1.54",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"size_label": "None",
"display": "$10,000 → Win +$64 / Loss -$99"
},
"position_sizing": {
"risk_pct": 1.0,
"position_pct": 52.5,
"contracts": 0,
"shares": 75,
"max_loss_usd": 99.0,
"size_label": "None",
"display": "Risk 1.0% → Position 52.5% → 75 unit(s) → Max Loss $99.0"
},
"why_wins_today": [
{
"rank": 1,
"dimension": "liquidity",
"label": "Highest Liquidity",
"primary_value": 5.0,
"runner_up_value": 5.0,
"wins": true
},
{
"rank": 2,
"dimension": "risk_reward",
"label": "Best Risk Reward",
"primary_value": 0.65,
"runner_up_value": 0.62,
"wins": true
}
],
"why_not_alternatives": [
{
"symbol": "ARM",
"rank": 1,
"reasons": [
"Win% 70 vs 76",
"ER 1.2% vs 1.3%",
"Score 0.25 vs 0.51",
"RS +2.4% vs +3.9%",
"R:R 0.65 vs 0.33"
],
"summary": "Why TQQQ over ARM: Win% 70 vs 76 · ER 1.2% vs 1.3% · Score 0.25 vs 0.51 · RS +2.4% vs +3.9% · R:R 0.65 vs 0.33"
},
{
"symbol": "AMD",
"rank": 2,
"reasons": [
"Win% 70 vs 76",
"ER 1.2% vs 1.1%",
"Score 0.25 vs 0.42",
"RS +2.4% vs +3.2%",
"R:R 0.65 vs 0.42"
],
"summary": "Why TQQQ over AMD: Win% 70 vs 76 · ER 1.2% vs 1.1% · Score 0.25 vs 0.42 · RS +2.4% vs +3.2% · R:R 0.65 vs 0.42"
},
{
"symbol": "SMH",
"rank": 4,
"reasons": [
"Win% 70 vs 75",
"ER 1.2% vs 0.4%",
"Score 0.25 vs 0.15",
"RS +2.4% vs +1.4%",
"R:R 0.65 vs 0.25"
],
"summary": "Why TQQQ over SMH: Win% 70 vs 75 · ER 1.2% vs 0.4% · Score 0.25 vs 0.15 · RS +2.4% vs +1.4% · R:R 0.65 vs 0.25"
},
{
"symbol": "NVDA",
"rank": 5,
"reasons": [
"Win% 70 vs 75",
"ER 1.2% vs 0.3%",
"Score 0.25 vs 0.12",
"RS +2.4% vs +1.1%",
"R:R 0.65 vs 0.34"
],
"summary": "Why TQQQ over NVDA: Win% 70 vs 75 · ER 1.2% vs 0.3% · Score 0.25 vs 0.12 · RS +2.4% vs +1.1% · R:R 0.65 vs 0.34"
},
{
"symbol": "TSLA",
"rank": 6,
"reasons": [
"ER 1.2% vs 0.3%",
"Score 0.25 vs 0.1",
"RS +2.4% vs +0.7%",
"R:R 0.65 vs 0.33"
],
"summary": "Why TQQQ over TSLA: ER 1.2% vs 0.3% · Score 0.25 vs 0.1 · RS +2.4% vs +0.7% · R:R 0.65 vs 0.33"
}
],
"win_prob_source": "rules",
"calibration": {
"calibrated_win_prob": 70.0,
"sample_size": 0,
"confidence_interval": null,
"source": "rules_fallback",
"match_quality": "insufficient",
"win_prob_source": "rules",
"disclaimer": "No historical matches; using rules breakdown"
},
"similar_days": [
{
"date": "2026-08-28",
"outcome": "win",
"return_pct": 3.92,
"match_score": 3,
"direction": "LONG"
}
],
"ev_distribution": {
"expected_value_usd": 15.45,
"win_scenario_usd": 64.5,
"loss_scenario_usd": 99.0,
"win_prob_pct": 70.0,
"display": "EV $+15 (win +$64 @ 70.0% · loss -$99)"
},
"entry_status": {
"current_price": 70.4,
"ideal_entry": 70.03,
"distance_pct": 0.53,
"remaining_er_pct": 0.7,
"live_expected_return_pct": 0.7,
"new_plan": null,
"alternate_entry": null,
"advisory": true,
"advisory_tag": "ADVISORY — 不构成投资建议",
"zone_low": 70.02,
"zone_high": 70.05,
"miss_threshold_pct": 1.0,
"status": "PREMARKET",
"status_reason": "Premarket Ideal Entry — plan not yet live",
"action_hint": "Entry still valid"
}
},
{
"rank": 4,
"symbol": "SMH",
"direction": "LONG",
"instrument": "ETF",
"horizon": "Intraday",
"confidence": 75,
"confidence_stars": "★★★☆☆",
"expected_move": "+0.84%",
"expected_return_pct": 0.84,
"win_prob": 75.0,
"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
},
{
"factor": "Macro",
"key": "macro",
"points": 4.0
}
],
"total": 75.0,
"raw_total": 75.0,
"was_clamped": false
},
"risk_reward": 0.55,
"final_score": 0.15,
"trade_action": "Pass",
"relative_strength": 1.4,
"entry": "Above 554.5 (VWAP)",
"entry_source": "vwap",
"entry_price": 554.05,
"entry_zone": {
"low": 553.56,
"high": 554.55,
"mid": 554.05,
"anchors": [
{
"source": "vwap",
"label": "VWAP",
"price": 554.55
},
{
"source": "orb_high",
"label": "ORB高点",
"price": 553.56
}
],
"display": "Entry Zone 553.56–554.55",
"entry_source": "vwap",
"tolerance_pct": 0.3
},
"stop": "545.6 (ORB低点)",
"stop_source": "orb_low",
"stop_price": 545.56,
"target": "558.7 (预期收盘)",
"target_source": "expected_close",
"target_price": 558.72,
"targets": [
"558.7 (预期收盘)"
],
"level_anchors": {
"vwap": 554.55,
"orb_high": 553.56,
"orb_low": 545.56,
"prev_high": 542.11,
"prev_low": 542.11,
"prior_close": 542.11,
"orb_from_minute": true
},
"levels_valid": true,
"why": [
"RS vs QQQ +1.40%",
"Gap 未过度延伸",
"Volume 信号",
"VIX 回落",
"期望R -0.06 < 0.20（EV门禁）"
],
"why_chain": "RS vs QQQ +1.40% · Gap 未过度延伸 · Volume 信号 · VIX 回落",
"why_vs_runner_up": "—",
"factor_breakdown": {
"relative_strength_vs_qqq": 1.4,
"relative_strength_vs_smh": 0.0,
"relative_weakness_score": -1.4,
"gap_pct": 1.49,
"beta_proxy": 2.12,
"volume_signal": true,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": -9.99,
"prior_day_change_pct": 0.0
},
"edge_type": "Sector Edge",
"score_formula_display": "final = win_prob(75%) × ER(0.4%) × rr_weight(0.5) / 100",
"expected_high": 559.28,
"expected_low": 545.56,
"expected_close": 558.72,
"current_price": 556.5,
"upside_pct": 0.5,
"downside_risk_pct": 1.97,
"why_factors": [
"RS vs QQQ +1.40%",
"Gap 未过度延伸",
"Volume 信号",
"VIX 回落",
"期望R -0.06 < 0.20（EV门禁）"
],
"why_today": "RS vs QQQ +1.40% · Gap 未过度延伸 · Volume 信号 · VIX 回落",
"gap_pct": 1.49,
"rr_display": {
"reward_risk_ratio": 0.55,
"risk_reward_ratio": 1.82,
"reward_per_share": 4.67,
"risk_per_share": 8.49,
"label_reward_risk": "Reward/Risk 0.55",
"label_risk_reward": "Risk:Reward 1:1.82",
"display": "Reward/Risk 0.55 · Risk:Reward 1:1.82",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"catalyst": "Fed Headlines · Fed Headlines",
"invalidation": "Close below stop $545.56 · Geopolitical escalation invalidates mean-reversion",
"advisory": true,
"level_reasons": {
"entry": {
"price": 554.05,
"source": "vwap",
"confidence": 98,
"reasons": [
{
"source": "vwap",
"label": "VWAP",
"price": 554.55,
"weight_pct": 54.0,
"matched": true,
"primary": true
},
{
"source": "orb_high",
"label": "ORB High",
"price": 553.56,
"weight_pct": 23.0,
"matched": true,
"primary": false
},
{
"source": "current",
"label": "Above Current",
"price": 556.5,
"weight_pct": 23.0,
"matched": true,
"primary": false
}
]
},
"stop": {
"price": 545.56,
"source": "orb_low",
"confidence": 77,
"reasons": [
{
"source": "orb_low",
"label": "ORB Low",
"price": 545.56,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
},
"target": {
"price": 558.72,
"source": "expected_close",
"confidence": 77,
"reasons": [
{
"source": "expected_close",
"label": "Expected Close",
"price": 558.72,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
}
},
"return_calculation": "(558.72-554.05)/554.05=0.84%",
"heuristic_expected_return_pct": 0.4,
"target_action": "卖出/获利",
"trade_summary_cn": "做多 SMH：在 554.05 附近入场，目标 558.72，预期 +0.84%",
"expected_r": 0.1625,
"rr_below_hard_min": true,
"trade_economics": {
"account_size": 10000.0,
"risk_pct": 1.0,
"position_pct": 60.9,
"shares": 11,
"contracts": 0,
"max_loss_usd": 93.39,
"win_usd": 51.37,
"loss_usd": 93.39,
"expected_value_usd": 15.18,
"risk_per_share": 8.49,
"reward_per_share": 4.67,
"rr_display": {
"reward_risk_ratio": 0.55,
"risk_reward_ratio": 1.82,
"reward_per_share": 4.67,
"risk_per_share": 8.49,
"label_reward_risk": "Reward/Risk 0.55",
"label_risk_reward": "Risk:Reward 1:1.82",
"display": "Reward/Risk 0.55 · Risk:Reward 1:1.82",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"size_label": "None",
"display": "$10,000 → Win +$51 / Loss -$93"
},
"position_sizing": {
"risk_pct": 1.0,
"position_pct": 60.9,
"contracts": 0,
"shares": 11,
"max_loss_usd": 93.39,
"size_label": "None",
"display": "Risk 1.0% → Position 60.9% → 11 unit(s) → Max Loss $93.39"
},
"why_wins_today": [],
"why_not_alternatives": [
{
"symbol": "ARM",
"rank": 1,
"reasons": [
"Win% 75 vs 76",
"ER 0.8% vs 1.3%",
"Score 0.15 vs 0.51",
"RS +1.4% vs +3.9%",
"R:R 0.55 vs 0.33"
],
"summary": "Why SMH over ARM: Win% 75 vs 76 · ER 0.8% vs 1.3% · Score 0.15 vs 0.51 · RS +1.4% vs +3.9% · R:R 0.55 vs 0.33"
},
{
"symbol": "AMD",
"rank": 2,
"reasons": [
"Win% 75 vs 76",
"ER 0.8% vs 1.1%",
"Score 0.15 vs 0.42",
"RS +1.4% vs +3.2%",
"R:R 0.55 vs 0.42"
],
"summary": "Why SMH over AMD: Win% 75 vs 76 · ER 0.8% vs 1.1% · Score 0.15 vs 0.42 · RS +1.4% vs +3.2% · R:R 0.55 vs 0.42"
},
{
"symbol": "TQQQ",
"rank": 3,
"reasons": [
"Win% 75 vs 70",
"ER 0.8% vs 0.7%",
"Score 0.15 vs 0.25",
"RS +1.4% vs +2.4%",
"R:R 0.55 vs 0.2"
],
"summary": "Why SMH over TQQQ: Win% 75 vs 70 · ER 0.8% vs 0.7% · Score 0.15 vs 0.25 · RS +1.4% vs +2.4% · R:R 0.55 vs 0.2"
},
{
"symbol": "NVDA",
"rank": 5,
"reasons": [
"ER 0.8% vs 0.3%",
"Score 0.15 vs 0.12",
"RS +1.4% vs +1.1%",
"R:R 0.55 vs 0.34"
],
"summary": "Why SMH over NVDA: ER 0.8% vs 0.3% · Score 0.15 vs 0.12 · RS +1.4% vs +1.1% · R:R 0.55 vs 0.34"
},
{
"symbol": "TSLA",
"rank": 6,
"reasons": [
"Win% 75 vs 70",
"ER 0.8% vs 0.3%",
"Score 0.15 vs 0.1",
"RS +1.4% vs +0.7%",
"R:R 0.55 vs 0.33"
],
"summary": "Why SMH over TSLA: Win% 75 vs 70 · ER 0.8% vs 0.3% · Score 0.15 vs 0.1 · RS +1.4% vs +0.7% · R:R 0.55 vs 0.33"
}
],
"win_prob_source": "rules",
"calibration": {
"calibrated_win_prob": 75.0,
"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": 15.18,
"win_scenario_usd": 51.37,
"loss_scenario_usd": 93.39,
"win_prob_pct": 75.0,
"display": "EV $+15 (win +$51 @ 75.0% · loss -$93)"
},
"entry_status": {
"current_price": 556.5,
"ideal_entry": 554.05,
"distance_pct": 0.44,
"remaining_er_pct": 0.4,
"live_expected_return_pct": 0.4,
"new_plan": null,
"alternate_entry": null,
"advisory": true,
"advisory_tag": "ADVISORY — 不构成投资建议",
"zone_low": 553.56,
"zone_high": 554.55,
"miss_threshold_pct": 1.0,
"status": "PREMARKET",
"status_reason": "Premarket Ideal Entry — plan not yet live",
"action_hint": "Entry still valid"
}
},
{
"rank": 5,
"symbol": "NVDA",
"direction": "LONG",
"instrument": "Stock",
"horizon": "Intraday",
"confidence": 75,
"confidence_stars": "★★★☆☆",
"expected_move": "+0.42%",
"expected_return_pct": 0.42,
"win_prob": 75.0,
"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
},
{
"factor": "Macro",
"key": "macro",
"points": 4.0
}
],
"total": 75.0,
"raw_total": 75.0,
"was_clamped": false
},
"risk_reward": 0.31,
"final_score": 0.12,
"trade_action": "Pass",
"relative_strength": 1.05,
"entry": "Above 216.9 (VWAP)",
"entry_source": "vwap",
"entry_price": 216.83,
"entry_zone": {
"low": 216.76,
"high": 216.9,
"mid": 216.83,
"anchors": [
{
"source": "vwap",
"label": "VWAP",
"price": 216.9
},
{
"source": "orb_high",
"label": "ORB高点",
"price": 216.76
}
],
"display": "Entry Zone 216.76–216.90",
"entry_source": "vwap",
"tolerance_pct": 0.3
},
"stop": "213.9 (ORB低点)",
"stop_source": "orb_low",
"stop_price": 213.9,
"target": "217.8 (预期收盘)",
"target_source": "expected_close",
"target_price": 217.75,
"targets": [
"217.8 (预期收盘)"
],
"level_anchors": {
"vwap": 216.9,
"orb_high": 216.76,
"orb_low": 213.9,
"prev_high": 212.17,
"prev_low": 212.17,
"prior_close": 212.17,
"orb_from_minute": true
},
"levels_valid": true,
"why": [
"RS vs QQQ +1.05%",
"News 6",
"Volume 信号",
"VIX 回落",
"期望R 0.01 < 0.20（EV门禁）"
],
"why_chain": "RS vs QQQ +1.05% · News 6 · Volume 信号 · VIX 回落",
"why_vs_runner_up": "—",
"factor_breakdown": {
"relative_strength_vs_qqq": 1.05,
"relative_strength_vs_smh": -0.35,
"relative_weakness_score": -0.84,
"gap_pct": 1.94,
"beta_proxy": 1.84,
"volume_signal": true,
"news_count": 6,
"extended_gap_penalty": 0.0,
"vix_change_pct": -9.99,
"prior_day_change_pct": 0.0
},
"edge_type": "Stock Edge",
"score_formula_display": "final = win_prob(75%) × ER(0.3%) × rr_weight(0.5) / 100",
"expected_high": 218.13,
"expected_low": 213.9,
"expected_close": 217.75,
"current_price": 217.05,
"upside_pct": 0.5,
"downside_risk_pct": 1.45,
"why_factors": [
"RS vs QQQ +1.05%",
"News 6",
"Volume 信号",
"VIX 回落",
"期望R 0.01 < 0.20（EV门禁）"
],
"why_today": "RS vs QQQ +1.05% · News 6 · Volume 信号 · VIX 回落",
"gap_pct": 1.94,
"rr_display": {
"reward_risk_ratio": 0.31,
"risk_reward_ratio": 3.23,
"reward_per_share": 0.92,
"risk_per_share": 2.93,
"label_reward_risk": "Reward/Risk 0.31",
"label_risk_reward": "Risk:Reward 1:3.23",
"display": "Reward/Risk 0.31 · Risk:Reward 1:3.23",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"catalyst": "Fed Headlines · Fed Headlines",
"invalidation": "Close below stop $213.9 · Geopolitical escalation invalidates mean-reversion",
"advisory": true,
"level_reasons": {
"entry": {
"price": 216.83,
"source": "vwap",
"confidence": 98,
"reasons": [
{
"source": "vwap",
"label": "VWAP",
"price": 216.9,
"weight_pct": 54.0,
"matched": true,
"primary": true
},
{
"source": "orb_high",
"label": "ORB High",
"price": 216.76,
"weight_pct": 23.0,
"matched": true,
"primary": false
},
{
"source": "current",
"label": "Above Current",
"price": 217.05,
"weight_pct": 23.0,
"matched": true,
"primary": false
}
]
},
"stop": {
"price": 213.9,
"source": "orb_low",
"confidence": 77,
"reasons": [
{
"source": "orb_low",
"label": "ORB Low",
"price": 213.9,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
},
"target": {
"price": 217.75,
"source": "expected_close",
"confidence": 77,
"reasons": [
{
"source": "expected_close",
"label": "Expected Close",
"price": 217.75,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
}
},
"return_calculation": "(217.75-216.83)/216.83=0.42%",
"heuristic_expected_return_pct": 0.32,
"target_action": "卖出/获利",
"trade_summary_cn": "做多 NVDA：在 216.83 附近入场，目标 217.75，预期 +0.42%",
"expected_r": -0.0175,
"rr_below_hard_min": true,
"trade_economics": {
"account_size": 10000.0,
"risk_pct": 1.0,
"position_pct": 73.7,
"shares": 34,
"contracts": 0,
"max_loss_usd": 99.62,
"win_usd": 31.28,
"loss_usd": 99.62,
"expected_value_usd": -1.45,
"risk_per_share": 2.93,
"reward_per_share": 0.92,
"rr_display": {
"reward_risk_ratio": 0.31,
"risk_reward_ratio": 3.23,
"reward_per_share": 0.92,
"risk_per_share": 2.93,
"label_reward_risk": "Reward/Risk 0.31",
"label_risk_reward": "Risk:Reward 1:3.23",
"display": "Reward/Risk 0.31 · Risk:Reward 1:3.23",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"size_label": "None",
"display": "$10,000 → Win +$31 / Loss -$100"
},
"position_sizing": {
"risk_pct": 1.0,
"position_pct": 73.7,
"contracts": 0,
"shares": 34,
"max_loss_usd": 99.62,
"size_label": "None",
"display": "Risk 1.0% → Position 73.7% → 34 unit(s) → Max Loss $99.62"
},
"why_wins_today": [
{
"rank": 1,
"dimension": "catalyst",
"label": "Best Catalyst Alignment",
"primary_value": 7.0,
"runner_up_value": 5.0,
"wins": true
}
],
"why_not_alternatives": [
{
"symbol": "ARM",
"rank": 1,
"reasons": [
"Win% 75 vs 76",
"ER 0.4% vs 1.3%",
"Score 0.12 vs 0.51",
"RS +1.1% vs +3.9%"
],
"summary": "Why NVDA over ARM: Win% 75 vs 76 · ER 0.4% vs 1.3% · Score 0.12 vs 0.51 · RS +1.1% vs +3.9%"
},
{
"symbol": "AMD",
"rank": 2,
"reasons": [
"Win% 75 vs 76",
"ER 0.4% vs 1.1%",
"Score 0.12 vs 0.42",
"RS +1.1% vs +3.2%"
],
"summary": "Why NVDA over AMD: Win% 75 vs 76 · ER 0.4% vs 1.1% · Score 0.12 vs 0.42 · RS +1.1% vs +3.2%"
},
{
"symbol": "TQQQ",
"rank": 3,
"reasons": [
"Win% 75 vs 70",
"ER 0.4% vs 0.7%",
"Score 0.12 vs 0.25",
"RS +1.1% vs +2.4%",
"R:R 0.31 vs 0.2"
],
"summary": "Why NVDA over TQQQ: Win% 75 vs 70 · ER 0.4% vs 0.7% · Score 0.12 vs 0.25 · RS +1.1% vs +2.4% · R:R 0.31 vs 0.2"
},
{
"symbol": "SMH",
"rank": 4,
"reasons": [
"ER 0.4% vs 0.4%",
"Score 0.12 vs 0.15",
"RS +1.1% vs +1.4%",
"R:R 0.31 vs 0.25"
],
"summary": "Why NVDA over SMH: ER 0.4% vs 0.4% · Score 0.12 vs 0.15 · RS +1.1% vs +1.4% · R:R 0.31 vs 0.25"
},
{
"symbol": "TSLA",
"rank": 6,
"reasons": [
"Win% 75 vs 70",
"ER 0.4% vs 0.3%",
"Score 0.12 vs 0.1",
"RS +1.1% vs +0.7%"
],
"summary": "Why NVDA over TSLA: Win% 75 vs 70 · ER 0.4% vs 0.3% · Score 0.12 vs 0.1 · RS +1.1% vs +0.7%"
}
],
"win_prob_source": "rules",
"calibration": {
"calibrated_win_prob": 75.0,
"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": -1.45,
"win_scenario_usd": 31.28,
"loss_scenario_usd": 99.62,
"win_prob_pct": 75.0,
"display": "EV $-1 (win +$31 @ 75.0% · loss -$100)"
},
"entry_status": {
"current_price": 217.05,
"ideal_entry": 216.83,
"distance_pct": 0.1,
"remaining_er_pct": 0.32,
"live_expected_return_pct": 0.32,
"new_plan": null,
"alternate_entry": null,
"advisory": true,
"advisory_tag": "ADVISORY — 不构成投资建议",
"zone_low": 216.76,
"zone_high": 216.9,
"miss_threshold_pct": 1.0,
"status": "PREMARKET",
"status_reason": "Premarket Ideal Entry — plan not yet live",
"action_hint": "Entry still valid"
}
}
],
"watchlist_items": [
{
"symbol": "TSLA",
"rank": 6,
"win_prob": 70.0,
"expected_return_pct": 0.27,
"trade_action": "Pass",
"why": "RS vs QQQ +0.71% · Volume 信号 · VIX 回落 · 期望R -0.07 < 0.20（EV门禁）",
"note": "Monitor — below trade threshold"
},
{
"symbol": "XLK",
"rank": 7,
"win_prob": 69.0,
"expected_return_pct": 0.14,
"trade_action": "Pass",
"why": "RS vs QQQ +0.21% · Gap 未过度延伸 · Volume 信号 · VIX 回落",
"note": "Monitor — below trade threshold"
},
{
"symbol": "META",
"rank": 8,
"win_prob": 63.0,
"expected_return_pct": 0.14,
"trade_action": "Pass",
"why": "Gap 未过度延伸 · Volume 信号 · VIX 回落 · 期望R -0.03 < 0.20（EV门禁）",
"note": "Monitor — below trade threshold"
},
{
"symbol": "MU",
"rank": 9,
"win_prob": 69.0,
"expected_return_pct": 0.09,
"trade_action": "Pass",
"why": "RS vs QQQ +0.60% · Gap 未过度延伸 · Volume 信号 · VIX 回落",
"note": "Monitor — below trade threshold"
},
{
"symbol": "AVGO",
"rank": 10,
"win_prob": 63.0,
"expected_return_pct": 0.06,
"trade_action": "Pass",
"why": "RS vs QQQ +0.47% · Gap 未过度延伸 · Volume 信号 · VIX 回落",
"note": "Monitor — below trade threshold"
}
],
"advisory": true,
"swing": {
"symbol": "NVDA",
"direction": "SHORT",
"instrument": "Stock",
"horizon": "Swing",
"duration": "Swing (days–weeks)",
"confidence": 80,
"entry": "Near 217.7 (swing zone)",
"entry_source": "swing_zone",
"entry_price": 217.7,
"entry_zone": {
"low": 217.05,
"high": 221.46,
"mid": 217.7,
"display": "$217.05–$221.46",
"source": "swing_pullback"
},
"stop": "229.0 (1.75xATR)",
"stop_source": "1.75xATR",
"stop_price": 228.99,
"target": "202.7 (T1 ~6.9%)",
"target_source": "2xATR_or_5pct",
"target_price": 202.65,
"targets": [
{
"price": 202.65,
"label": "T1",
"pct": 6.91
},
{
"price": 195.13,
"label": "T2",
"pct": 10.37
}
],
"expected_return_pct": 6.91,
"expected_move": "+6.91%",
"risk_reward": 1.33,
"win_prob": 75.0,
"final_score": 0.12,
"swing_quality": 5.057,
"atr": 7.5237,
"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": 217.05,
"why": [
"高流动性波段标的 NVDA",
"Prior day +0.0%",
"5D momentum -4.3%",
"RS vs QQQ +1.05%",
"News/6 catalyst hints",
"Swing score 5.1"
],
"why_chain": "高流动性波段标的 NVDA · Prior day +0.0% · 5D momentum -4.3% · RS vs QQQ +1.05%",
"invalidation": "Close beyond stop $228.99 or thesis broken (trend flip / catalyst fade)",
"trade_summary_cn": "波段做空 NVDA：理想入场 $217.05–$221.46，止损 $228.99，目标 $202.65（约 +6.9%），持仓天数–数周",
"one_liner": "波段做空 NVDA：理想入场 $217.05–$221.46，止损 $228.99，目标 $202.65（约 +6.9%），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、Geopolitical Risk、Oil Selloff、Trade Policy",
"catalyst": "Fed Headlines、Geopolitical Risk、Oil Selloff、Trade Policy"
},
"index_edge": {
"edge": "YES",
"why": "QQQ 盘前/开盘 +1.15%"
},
"sector_edge": {
"edge": "YES",
"why": "SMH 领先 QQQ +1.31%",
"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": "ARM",
"win_prob": 76.0,
"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
},
{
"factor": "Macro",
"key": "macro",
"points": 4.0
}
],
"total": 76.0,
"raw_total": 76.0,
"was_clamped": false
},
"expected_return_pct": 1.33,
"expected_high": 257.73,
"expected_low": 243.98,
"expected_close": 257.73,
"current_price": 254.34,
"upside_pct": 1.33,
"downside_risk_pct": 4.07,
"risk_reward": 0.33,
"rr_display": {
"reward_risk_ratio": 0.33,
"risk_reward_ratio": 3.03,
"reward_per_share": null,
"risk_per_share": null,
"label_reward_risk": "Reward/Risk 0.33",
"label_risk_reward": "Risk:Reward 1:3.03",
"display": "Reward/Risk 0.33 · Risk:Reward 1:3.03",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"expected_r": 0.0108,
"final_score": 0.51,
"trade_action": "Pass",
"trade": "Pass",
"gap_pct": 3.06,
"relative_strength": 3.92,
"relative_strength_vs_smh": 2.52,
"relative_weakness_score": -5.43,
"prior_day_change_pct": 0.0,
"why_factors": [
"RS vs QQQ +3.92%",
"RS vs SMH +2.52%",
"Volume 信号",
"VIX 回落",
"期望R 0.01 < 0.20（EV门禁）"
],
"why": "RS vs QQQ +3.92% · RS vs SMH +2.52% · Volume 信号 · VIX 回落",
"score": 5,
"news_count": 0,
"factor_breakdown": {
"relative_strength_vs_qqq": 3.92,
"relative_strength_vs_smh": 2.52,
"relative_weakness_score": -5.43,
"gap_pct": 3.06,
"beta_proxy": 4.14,
"volume_signal": true,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": -9.99,
"prior_day_change_pct": 0.0
},
"edge_type": "Stock Edge",
"score_formula_display": "final = win_prob(76%) × ER(1.3%) × rr_weight(0.5) / 100",
"rr_weight": 0.5,
"why_vs_runner_up": "ARM RS +3.9% vs AMD +3.2%；ER 1.3% vs 1.1%；higher beta (4.1 vs 3.6)；relative strength",
"advisory": true,
"rank": 1,
"direction": "LONG"
},
{
"symbol": "AMD",
"win_prob": 76.0,
"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
},
{
"factor": "Macro",
"key": "macro",
"points": 4.0
}
],
"total": 76.0,
"raw_total": 76.0,
"was_clamped": false
},
"expected_return_pct": 1.12,
"expected_high": 532.57,
"expected_low": 512.5,
"expected_close": 532.57,
"current_price": 526.68,
"upside_pct": 1.12,
"downside_risk_pct": 2.69,
"risk_reward": 0.42,
"rr_display": {
"reward_risk_ratio": 0.42,
"risk_reward_ratio": 2.38,
"reward_per_share": null,
"risk_per_share": null,
"label_reward_risk": "Reward/Risk 0.42",
"label_risk_reward": "Risk:Reward 1:2.38",
"display": "Reward/Risk 0.42 · Risk:Reward 1:2.38",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"expected_r": 0.0792,
"final_score": 0.42,
"trade_action": "Pass",
"trade": "Pass",
"gap_pct": 3.23,
"relative_strength": 3.21,
"relative_strength_vs_smh": 1.81,
"relative_weakness_score": -4.3,
"prior_day_change_pct": 0.0,
"why_factors": [
"RS vs QQQ +3.21%",
"RS vs SMH +1.81%",
"Volume 信号",
"VIX 回落",
"期望R 0.08 < 0.20（EV门禁）"
],
"why": "RS vs QQQ +3.21% · RS vs SMH +1.81% · Volume 信号 · VIX 回落",
"score": 4,
"news_count": 0,
"factor_breakdown": {
"relative_strength_vs_qqq": 3.21,
"relative_strength_vs_smh": 1.81,
"relative_weakness_score": -4.3,
"gap_pct": 3.23,
"beta_proxy": 3.57,
"volume_signal": true,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": -9.99,
"prior_day_change_pct": 0.0
},
"edge_type": "Stock Edge",
"score_formula_display": "final = win_prob(76%) × ER(1.1%) × rr_weight(0.5) / 100",
"rr_weight": 0.5,
"why_vs_runner_up": "—",
"advisory": true,
"rank": 2,
"direction": "LONG"
},
{
"symbol": "TQQQ",
"win_prob": 70.0,
"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": 4.0
}
],
"total": 70.0,
"raw_total": 70.0,
"was_clamped": false
},
"expected_return_pct": 0.7,
"expected_high": 70.89,
"expected_low": 67.93,
"expected_close": 70.89,
"current_price": 70.4,
"upside_pct": 0.7,
"downside_risk_pct": 3.51,
"risk_reward": 0.2,
"rr_display": {
"reward_risk_ratio": 0.2,
"risk_reward_ratio": 5.0,
"reward_per_share": null,
"risk_per_share": null,
"label_reward_risk": "Reward/Risk 0.20",
"label_risk_reward": "Risk:Reward 1:5.00",
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"oil": 0.0,
"macro": 0.148,
"other": 0.05,
"splits": {}
},
"labels": {
"actual_driver": "AI/Semiconductor",
"agent_driver": "Fed Headlines",
"agent_driver_type": "Fed",
"corrected_driver_from_verify": null,
"driver_splits": {},
"hypothesis_correct": "部分对",
"scenario_primary": "A",
"scenario_actual": "A",
"scenario_correct": true,
"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",
"playbook_refs": [
"Case-52"
],
"bayesian_drivers": {
"AI": 1.0,
"Bond": 0.0,
"Macro": 0.0,
"Oil": 0.0,
"Risk": 0.0
},
"data_gaps": []
}