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 55
H-2026-09-18-001Surprise：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": "2026-09-18",
"features": {
"dgs10": 5.01,
"dgs2": null,
"vix": 15.42,
"vix_chg": -0.13,
"qqq_chg": 2.43,
"smh_chg": 4.94,
"nvda_chg": 3.74,
"spy_chg": 0.0,
"oil_chg": 0.0,
"dxy_chg": 0.25,
"breadth_proxy": 0.8571428571428571,
"qqq_gap": 2.38,
"news_headline_count": 26,
"news_bearish_ratio": 0.111,
"news_ai_mentions": 40,
"news_macro_mentions": 7,
"news_oil_mentions": 3,
"news_risk_mentions": 0
},
"regime": {
"label": "AI Expansion",
"confidence": 0.82
},
"hypothesis": {
"id": "H-2026-09-18-001",
"statement": "弱 NFP 能否抵消 AI 抛售？（Macro 利率利好 vs 半导体风险）",
"evidence": [
"VIX=15.4 (low fear)",
"Breadth 100% (broad participation)"
],
"counter_evidence": [
"10Y=5.01% (elevated rates)"
],
"confidence": 0.78,
"status": "待验证"
},
"morning": {
"bias": "Bullish Bias",
"total": 3,
"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": 72,
"confidence_stars": "★★★☆☆",
"expected_move": "+1.12%",
"expected_return_pct": 1.12,
"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": 0.37,
"final_score": 1.21,
"trade_action": "Pass",
"relative_strength": 8.15,
"entry": "Above 274.9 (ORB高点)",
"entry_source": "orb_high",
"entry_price": 274.85,
"entry_zone": {
"low": 274.03,
"high": 275.67,
"mid": 274.85,
"anchors": [
{
"source": "orb_high",
"label": "ORB高点",
"price": 274.85
}
],
"display": "Entry Zone 274–276",
"entry_source": "orb_high",
"tolerance_pct": 0.3
},
"stop": "266.6 (ORB低点)",
"stop_source": "orb_low",
"stop_price": 266.58,
"target": "277.9 (预期收盘)",
"target_source": "expected_close",
"target_price": 277.92,
"targets": [
"277.9 (预期收盘)"
],
"level_anchors": {
"vwap": 271.09,
"orb_high": 274.85,
"orb_low": 266.58,
"prev_high": 243.98,
"prev_low": 243.98,
"prior_close": 243.98,
"orb_from_minute": true
},
"levels_valid": true,
"why": [
"RS vs QQQ +8.15%",
"RS vs SMH +6.99%",
"Volume 信号",
"Expected R -0.01 < 0.20 (EV gate)"
],
"why_chain": "RS vs QQQ +8.15% · RS vs SMH +6.99% · Volume 信号",
"why_vs_runner_up": "ARM RS +8.2% vs AMD +4.7%；ER 3.4% vs 2.0%；higher beta (5.0 vs 3.3)；relative strength",
"factor_breakdown": {
"relative_strength_vs_qqq": 8.15,
"relative_strength_vs_smh": 6.99,
"relative_weakness_score": -12.34,
"gap_pct": 11.28,
"beta_proxy": 4.98,
"volume_signal": true,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": -0.13,
"prior_day_change_pct": 0.0
},
"edge_type": "Stock Edge",
"score_formula_display": "final = win_prob(72%) × ER(3.4%) × rr_weight(0.5) / 100",
"expected_high": 277.92,
"expected_low": 259.79,
"expected_close": 277.92,
"current_price": 268.86,
"upside_pct": 3.37,
"downside_risk_pct": 3.37,
"why_factors": [
"RS vs QQQ +8.15%",
"RS vs SMH +6.99%",
"Volume 信号",
"Expected R -0.01 < 0.20 (EV gate)"
],
"why_today": "RS vs QQQ +8.15% · RS vs SMH +6.99% · Volume 信号",
"gap_pct": 11.28,
"rr_display": {
"reward_risk_ratio": 0.37,
"risk_reward_ratio": 2.7,
"reward_per_share": 3.07,
"risk_per_share": 8.27,
"label_reward_risk": "Reward/Risk 0.37",
"label_risk_reward": "Risk:Reward 1:2.70",
"display": "Reward/Risk 0.37 · Risk:Reward 1:2.70",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"catalyst": "Fed Headlines · Fed Headlines",
"invalidation": "Close below stop $266.58",
"advisory": true,
"level_reasons": {
"entry": {
"price": 274.85,
"source": "orb_high",
"confidence": 77,
"reasons": [
{
"source": "orb_high",
"label": "ORB High",
"price": 274.85,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
},
"stop": {
"price": 266.58,
"source": "orb_low",
"confidence": 77,
"reasons": [
{
"source": "orb_low",
"label": "ORB Low",
"price": 266.58,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
},
"target": {
"price": 277.92,
"source": "expected_close",
"confidence": 77,
"reasons": [
{
"source": "expected_close",
"label": "Expected Close",
"price": 277.92,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
}
},
"return_calculation": "(277.92-274.85)/274.85=1.12%",
"heuristic_expected_return_pct": 3.37,
"target_action": "卖出/获利",
"trade_summary_cn": "做多 ARM：在 274.85 附近入场，目标 277.92，预期 +1.12%",
"expected_r": -0.0136,
"rr_below_hard_min": true,
"trade_economics": {
"account_size": 10000.0,
"risk_pct": 1.0,
"position_pct": 33.0,
"shares": 12,
"contracts": 0,
"max_loss_usd": 99.24,
"win_usd": 36.84,
"loss_usd": 99.24,
"expected_value_usd": -1.26,
"risk_per_share": 8.27,
"reward_per_share": 3.07,
"rr_display": {
"reward_risk_ratio": 0.37,
"risk_reward_ratio": 2.7,
"reward_per_share": 3.07,
"risk_per_share": 8.27,
"label_reward_risk": "Reward/Risk 0.37",
"label_risk_reward": "Risk:Reward 1:2.70",
"display": "Reward/Risk 0.37 · Risk:Reward 1:2.70",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"size_label": "None",
"display": "$10,000 → Win +$37 / Loss -$99"
},
"position_sizing": {
"risk_pct": 1.0,
"position_pct": 33.0,
"contracts": 0,
"shares": 12,
"max_loss_usd": 99.24,
"size_label": "None",
"display": "Risk 1.0% → Position 33.0% → 12 unit(s) → Max Loss $99.24"
},
"why_wins_today": [
{
"rank": 1,
"dimension": "relative_strength",
"label": "Highest Relative Strength",
"primary_value": 8.15,
"runner_up_value": 4.68,
"wins": true
},
{
"rank": 2,
"dimension": "expected_range",
"label": "Largest Expected Range",
"primary_value": 6.74,
"runner_up_value": 3.98,
"wins": true
}
],
"why_not_alternatives": [
{
"symbol": "AMD",
"rank": 2,
"reasons": [
"Win% 72 vs 77",
"ER 1.1% vs 2.0%",
"Score 1.21 vs 0.77",
"RS +8.2% vs +4.7%"
],
"summary": "Why ARM over AMD: Win% 72 vs 77 · ER 1.1% vs 2.0% · Score 1.21 vs 0.77 · RS +8.2% vs +4.7%"
},
{
"symbol": "MU",
"rank": 3,
"reasons": [
"ER 1.1% vs 1.8%",
"Score 1.21 vs 0.65",
"RS +8.2% vs +4.4%"
],
"summary": "Why ARM over MU: ER 1.1% vs 1.8% · Score 1.21 vs 0.65 · RS +8.2% vs +4.4%"
},
{
"symbol": "TQQQ",
"rank": 4,
"reasons": [
"Win% 72 vs 66",
"ER 1.1% vs 1.4%",
"Score 1.21 vs 0.45",
"RS +8.2% vs +4.0%"
],
"summary": "Why ARM over TQQQ: Win% 72 vs 66 · ER 1.1% vs 1.4% · Score 1.21 vs 0.45 · RS +8.2% vs +4.0%"
},
{
"symbol": "GOOGL",
"rank": 5,
"reasons": [
"Win% 72 vs 66",
"ER 1.1% vs 0.6%",
"Score 1.21 vs 0.19",
"RS +8.2% vs +1.5%",
"R:R 0.37 vs 0.26"
],
"summary": "Why ARM over GOOGL: Win% 72 vs 66 · ER 1.1% vs 0.6% · Score 1.21 vs 0.19 · RS +8.2% vs +1.5% · R:R 0.37 vs 0.26"
},
{
"symbol": "SMH",
"rank": 6,
"reasons": [
"Win% 72 vs 66",
"ER 1.1% vs 0.5%",
"Score 1.21 vs 0.17",
"RS +8.2% vs +1.2%"
],
"summary": "Why ARM over SMH: Win% 72 vs 66 · ER 1.1% vs 0.5% · Score 1.21 vs 0.17 · RS +8.2% vs +1.2%"
}
],
"rank_summary": "ARM 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": -1.26,
"win_scenario_usd": 36.84,
"loss_scenario_usd": 99.24,
"win_prob_pct": 72.0,
"display": "EV $-1 (win +$37 @ 72.0% · loss -$99)"
},
"entry_status": {
"current_price": 268.86,
"ideal_entry": 274.85,
"distance_pct": -2.18,
"remaining_er_pct": 3.37,
"live_expected_return_pct": 3.37,
"new_plan": null,
"alternate_entry": null,
"advisory": true,
"advisory_tag": "ADVISORY — 不构成投资建议",
"zone_low": 274.03,
"zone_high": 275.67,
"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": 77,
"confidence_stars": "★★★☆☆",
"expected_move": "+0.49%",
"expected_return_pct": 0.49,
"win_prob": 77.0,
"win_prob_breakdown": {
"components": [
{
"factor": "Base",
"key": "base",
"points": 50.0
},
{
"factor": "RS",
"key": "rs",
"points": 18.0
},
{
"factor": "Catalyst",
"key": "catalyst",
"points": 5.0
},
{
"factor": "Volume",
"key": "volume",
"points": 4.0
}
],
"total": 77.0,
"raw_total": 77.0,
"was_clamped": false
},
"risk_reward": 0.27,
"final_score": 0.77,
"trade_action": "Pass",
"relative_strength": 4.68,
"entry": "Above 555.1 (ORB高点)",
"entry_source": "orb_high",
"entry_price": 555.15,
"entry_zone": {
"low": 553.48,
"high": 556.82,
"mid": 555.15,
"anchors": [
{
"source": "orb_high",
"label": "ORB高点",
"price": 555.15
}
],
"display": "Entry Zone 553–557",
"entry_source": "orb_high",
"tolerance_pct": 0.3
},
"stop": "545.1 (ORB低点)",
"stop_source": "orb_low",
"stop_price": 545.09,
"target": "557.9 (预期收盘)",
"target_source": "expected_close",
"target_price": 557.89,
"targets": [
"557.9 (预期收盘)"
],
"level_anchors": {
"vwap": 550.51,
"orb_high": 555.15,
"orb_low": 545.09,
"prev_high": 512.5,
"prev_low": 512.5,
"prior_close": 512.5,
"orb_from_minute": true
},
"levels_valid": true,
"why": [
"RS vs QQQ +4.68%",
"RS vs SMH +3.52%",
"News 1",
"Volume 信号",
"Expected R -0.02 < 0.20 (EV gate)"
],
"why_chain": "RS vs QQQ +4.68% · RS vs SMH +3.52% · News 1 · Volume 信号",
"why_vs_runner_up": "—",
"factor_breakdown": {
"relative_strength_vs_qqq": 4.68,
"relative_strength_vs_smh": 3.52,
"relative_weakness_score": -6.79,
"gap_pct": 7.91,
"beta_proxy": 3.28,
"volume_signal": true,
"news_count": 1,
"extended_gap_penalty": 0.0,
"vix_change_pct": -0.13,
"prior_day_change_pct": 0.0
},
"edge_type": "Stock Edge",
"score_formula_display": "final = win_prob(77%) × ER(2.0%) × rr_weight(0.5) / 100",
"expected_high": 557.89,
"expected_low": 536.11,
"expected_close": 557.89,
"current_price": 547.0,
"upside_pct": 1.99,
"downside_risk_pct": 1.99,
"why_factors": [
"RS vs QQQ +4.68%",
"RS vs SMH +3.52%",
"News 1",
"Volume 信号",
"Expected R -0.02 < 0.20 (EV gate)"
],
"why_today": "RS vs QQQ +4.68% · RS vs SMH +3.52% · News 1 · Volume 信号",
"gap_pct": 7.91,
"rr_display": {
"reward_risk_ratio": 0.27,
"risk_reward_ratio": 3.7,
"reward_per_share": 2.74,
"risk_per_share": 10.06,
"label_reward_risk": "Reward/Risk 0.27",
"label_risk_reward": "Risk:Reward 1:3.70",
"display": "Reward/Risk 0.27 · Risk:Reward 1:3.70",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"catalyst": "Fed Headlines · Fed Headlines",
"invalidation": "Close below stop $545.09",
"advisory": true,
"level_reasons": {
"entry": {
"price": 555.15,
"source": "orb_high",
"confidence": 77,
"reasons": [
{
"source": "orb_high",
"label": "ORB High",
"price": 555.15,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
},
"stop": {
"price": 545.09,
"source": "orb_low",
"confidence": 77,
"reasons": [
{
"source": "orb_low",
"label": "ORB Low",
"price": 545.09,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
},
"target": {
"price": 557.89,
"source": "expected_close",
"confidence": 77,
"reasons": [
{
"source": "expected_close",
"label": "Expected Close",
"price": 557.89,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
}
},
"return_calculation": "(557.89-555.15)/555.15=0.49%",
"heuristic_expected_return_pct": 1.99,
"target_action": "卖出/获利",
"trade_summary_cn": "做多 AMD：在 555.15 附近入场，目标 557.89，预期 +0.49%",
"expected_r": -0.0221,
"rr_below_hard_min": true,
"trade_economics": {
"account_size": 10000.0,
"risk_pct": 1.0,
"position_pct": 50.0,
"shares": 9,
"contracts": 0,
"max_loss_usd": 90.54,
"win_usd": 24.66,
"loss_usd": 90.54,
"expected_value_usd": -1.84,
"risk_per_share": 10.06,
"reward_per_share": 2.74,
"rr_display": {
"reward_risk_ratio": 0.27,
"risk_reward_ratio": 3.7,
"reward_per_share": 2.74,
"risk_per_share": 10.06,
"label_reward_risk": "Reward/Risk 0.27",
"label_risk_reward": "Risk:Reward 1:3.70",
"display": "Reward/Risk 0.27 · Risk:Reward 1:3.70",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"size_label": "None",
"display": "$10,000 → Win +$25 / Loss -$91"
},
"position_sizing": {
"risk_pct": 1.0,
"position_pct": 50.0,
"contracts": 0,
"shares": 9,
"max_loss_usd": 90.54,
"size_label": "None",
"display": "Risk 1.0% → Position 50.0% → 9 unit(s) → Max Loss $90.54"
},
"why_wins_today": [
{
"rank": 1,
"dimension": "win_prob",
"label": "Highest Probability",
"primary_value": 77.0,
"runner_up_value": 72.0,
"wins": true
}
],
"why_not_alternatives": [
{
"symbol": "ARM",
"rank": 1,
"reasons": [
"Win% 77 vs 72",
"ER 0.5% vs 3.4%",
"Score 0.77 vs 1.21",
"RS +4.7% vs +8.2%"
],
"summary": "Why AMD over ARM: Win% 77 vs 72 · ER 0.5% vs 3.4% · Score 0.77 vs 1.21 · RS +4.7% vs +8.2%"
},
{
"symbol": "MU",
"rank": 3,
"reasons": [
"Win% 77 vs 72",
"ER 0.5% vs 1.8%",
"Score 0.77 vs 0.65",
"RS +4.7% vs +4.4%"
],
"summary": "Why AMD over MU: Win% 77 vs 72 · ER 0.5% vs 1.8% · Score 0.77 vs 0.65 · RS +4.7% vs +4.4%"
},
{
"symbol": "TQQQ",
"rank": 4,
"reasons": [
"Win% 77 vs 66",
"ER 0.5% vs 1.4%",
"Score 0.77 vs 0.45",
"RS +4.7% vs +4.0%"
],
"summary": "Why AMD over TQQQ: Win% 77 vs 66 · ER 0.5% vs 1.4% · Score 0.77 vs 0.45 · RS +4.7% vs +4.0%"
},
{
"symbol": "GOOGL",
"rank": 5,
"reasons": [
"Win% 77 vs 66",
"ER 0.5% vs 0.6%",
"Score 0.77 vs 0.19",
"RS +4.7% vs +1.5%",
"R:R 0.27 vs 0.26"
],
"summary": "Why AMD over GOOGL: Win% 77 vs 66 · ER 0.5% vs 0.6% · Score 0.77 vs 0.19 · RS +4.7% vs +1.5% · R:R 0.27 vs 0.26"
},
{
"symbol": "SMH",
"rank": 6,
"reasons": [
"Win% 77 vs 66",
"ER 0.5% vs 0.5%",
"Score 0.77 vs 0.17",
"RS +4.7% vs +1.2%"
],
"summary": "Why AMD over SMH: Win% 77 vs 66 · ER 0.5% vs 0.5% · Score 0.77 vs 0.17 · RS +4.7% vs +1.2%"
}
],
"win_prob_source": "rules",
"calibration": {
"calibrated_win_prob": 77.0,
"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": -1.84,
"win_scenario_usd": 24.66,
"loss_scenario_usd": 90.54,
"win_prob_pct": 77.0,
"display": "EV $-2 (win +$25 @ 77.0% · loss -$91)"
},
"entry_status": {
"current_price": 547.0,
"ideal_entry": 555.15,
"distance_pct": -1.47,
"remaining_er_pct": 1.99,
"live_expected_return_pct": 1.99,
"new_plan": null,
"alternate_entry": null,
"advisory": true,
"advisory_tag": "ADVISORY — 不构成投资建议",
"zone_low": 553.48,
"zone_high": 556.82,
"miss_threshold_pct": 1.0,
"status": "PREMARKET",
"status_reason": "Premarket Ideal Entry — plan not yet live",
"action_hint": "Entry still valid"
}
},
{
"rank": 3,
"symbol": "MU",
"direction": "LONG",
"instrument": "Stock",
"horizon": "Intraday",
"confidence": 72,
"confidence_stars": "★★★☆☆",
"expected_move": "+0.94%",
"expected_return_pct": 0.94,
"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": 0.55,
"final_score": 0.65,
"trade_action": "Pass",
"relative_strength": 4.38,
"entry": "Above 994.6 (ORB高点)",
"entry_source": "orb_high",
"entry_price": 994.59,
"entry_zone": {
"low": 991.61,
"high": 997.57,
"mid": 994.59,
"anchors": [
{
"source": "orb_high",
"label": "ORB高点",
"price": 994.59
}
],
"display": "Entry Zone 992–998",
"entry_source": "orb_high",
"tolerance_pct": 0.3
},
"stop": "977.5 (ORB低点)",
"stop_source": "orb_low",
"stop_price": 977.5,
"target": "1003.9 (预期收盘)",
"target_source": "expected_close",
"target_price": 1003.89,
"targets": [
"1003.9 (预期收盘)"
],
"level_anchors": {
"vwap": 988.99,
"orb_high": 994.59,
"orb_low": 977.5,
"prev_high": 926.55,
"prev_low": 926.55,
"prior_close": 926.55,
"orb_from_minute": true
},
"levels_valid": true,
"why": [
"RS vs QQQ +4.38%",
"RS vs SMH +3.22%",
"Volume 信号",
"Expected R 0.12 < 0.20 (EV gate)"
],
"why_chain": "RS vs QQQ +4.38% · RS vs SMH +3.22% · Volume 信号",
"why_vs_runner_up": "—",
"factor_breakdown": {
"relative_strength_vs_qqq": 4.38,
"relative_strength_vs_smh": 3.22,
"relative_weakness_score": -6.31,
"gap_pct": 6.73,
"beta_proxy": 3.14,
"volume_signal": true,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": -0.13,
"prior_day_change_pct": 0.0
},
"edge_type": "Stock Edge",
"score_formula_display": "final = win_prob(72%) × ER(1.8%) × rr_weight(0.5) / 100",
"expected_high": 1003.89,
"expected_low": 968.37,
"expected_close": 1003.89,
"current_price": 986.13,
"upside_pct": 1.8,
"downside_risk_pct": 1.8,
"why_factors": [
"RS vs QQQ +4.38%",
"RS vs SMH +3.22%",
"Volume 信号",
"Expected R 0.12 < 0.20 (EV gate)"
],
"why_today": "RS vs QQQ +4.38% · RS vs SMH +3.22% · Volume 信号",
"gap_pct": 6.73,
"rr_display": {
"reward_risk_ratio": 0.54,
"risk_reward_ratio": 1.85,
"reward_per_share": 9.3,
"risk_per_share": 17.09,
"label_reward_risk": "Reward/Risk 0.54",
"label_risk_reward": "Risk:Reward 1:1.85",
"display": "Reward/Risk 0.54 · Risk:Reward 1:1.85",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"catalyst": "Fed Headlines · Fed Headlines",
"invalidation": "Close below stop $977.5",
"advisory": true,
"level_reasons": {
"entry": {
"price": 994.59,
"source": "orb_high",
"confidence": 89,
"reasons": [
{
"source": "vwap",
"label": "VWAP",
"price": 988.99,
"weight_pct": 30.0,
"matched": true,
"primary": false
},
{
"source": "orb_high",
"label": "ORB High",
"price": 994.59,
"weight_pct": 70.0,
"matched": true,
"primary": true
}
]
},
"stop": {
"price": 977.5,
"source": "orb_low",
"confidence": 77,
"reasons": [
{
"source": "orb_low",
"label": "ORB Low",
"price": 977.5,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
},
"target": {
"price": 1003.89,
"source": "expected_close",
"confidence": 77,
"reasons": [
{
"source": "expected_close",
"label": "Expected Close",
"price": 1003.89,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
}
},
"return_calculation": "(1003.89-994.59)/994.59=0.94%",
"heuristic_expected_return_pct": 1.8,
"target_action": "卖出/获利",
"trade_summary_cn": "做多 MU：在 994.59 附近入场，目标 1003.89，预期 +0.94%",
"expected_r": 0.116,
"rr_below_hard_min": true,
"trade_economics": {
"account_size": 10000.0,
"risk_pct": 1.0,
"position_pct": 49.7,
"shares": 5,
"contracts": 0,
"max_loss_usd": 85.45,
"win_usd": 46.5,
"loss_usd": 85.45,
"expected_value_usd": 9.55,
"risk_per_share": 17.09,
"reward_per_share": 9.3,
"rr_display": {
"reward_risk_ratio": 0.54,
"risk_reward_ratio": 1.85,
"reward_per_share": 9.3,
"risk_per_share": 17.09,
"label_reward_risk": "Reward/Risk 0.54",
"label_risk_reward": "Risk:Reward 1:1.85",
"display": "Reward/Risk 0.54 · Risk:Reward 1:1.85",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"size_label": "None",
"display": "$10,000 → Win +$46 / Loss -$85"
},
"position_sizing": {
"risk_pct": 1.0,
"position_pct": 49.7,
"contracts": 0,
"shares": 5,
"max_loss_usd": 85.45,
"size_label": "None",
"display": "Risk 1.0% → Position 49.7% → 5 unit(s) → Max Loss $85.45"
},
"why_wins_today": [],
"why_not_alternatives": [
{
"symbol": "ARM",
"rank": 1,
"reasons": [
"ER 0.9% vs 3.4%",
"Score 0.65 vs 1.21",
"RS +4.4% vs +8.2%"
],
"summary": "Why MU over ARM: ER 0.9% vs 3.4% · Score 0.65 vs 1.21 · RS +4.4% vs +8.2%"
},
{
"symbol": "AMD",
"rank": 2,
"reasons": [
"Win% 72 vs 77",
"ER 0.9% vs 2.0%",
"Score 0.65 vs 0.77",
"RS +4.4% vs +4.7%"
],
"summary": "Why MU over AMD: Win% 72 vs 77 · ER 0.9% vs 2.0% · Score 0.65 vs 0.77 · RS +4.4% vs +4.7%"
},
{
"symbol": "TQQQ",
"rank": 4,
"reasons": [
"Win% 72 vs 66",
"ER 0.9% vs 1.4%",
"Score 0.65 vs 0.45",
"RS +4.4% vs +4.0%"
],
"summary": "Why MU over TQQQ: Win% 72 vs 66 · ER 0.9% vs 1.4% · Score 0.65 vs 0.45 · RS +4.4% vs +4.0%"
},
{
"symbol": "GOOGL",
"rank": 5,
"reasons": [
"Win% 72 vs 66",
"ER 0.9% vs 0.6%",
"Score 0.65 vs 0.19",
"RS +4.4% vs +1.5%",
"R:R 0.55 vs 0.26"
],
"summary": "Why MU over GOOGL: Win% 72 vs 66 · ER 0.9% vs 0.6% · Score 0.65 vs 0.19 · RS +4.4% vs +1.5% · R:R 0.55 vs 0.26"
},
{
"symbol": "SMH",
"rank": 6,
"reasons": [
"Win% 72 vs 66",
"ER 0.9% vs 0.5%",
"Score 0.65 vs 0.17",
"RS +4.4% vs +1.2%"
],
"summary": "Why MU over SMH: Win% 72 vs 66 · ER 0.9% vs 0.5% · Score 0.65 vs 0.17 · RS +4.4% vs +1.2%"
}
],
"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": 9.55,
"win_scenario_usd": 46.5,
"loss_scenario_usd": 85.45,
"win_prob_pct": 72.0,
"display": "EV $+10 (win +$46 @ 72.0% · loss -$85)"
},
"entry_status": {
"current_price": 986.13,
"ideal_entry": 994.59,
"distance_pct": -0.85,
"remaining_er_pct": 1.8,
"live_expected_return_pct": 1.8,
"new_plan": null,
"alternate_entry": null,
"advisory": true,
"advisory_tag": "ADVISORY — 不构成投资建议",
"zone_low": 991.61,
"zone_high": 997.57,
"miss_threshold_pct": 1.0,
"status": "PREMARKET",
"status_reason": "Premarket Ideal Entry — plan not yet live",
"action_hint": "Entry still valid"
}
}
],
"watchlist_items": [
{
"symbol": "TQQQ",
"rank": 4,
"win_prob": 66.0,
"expected_return_pct": 1.37,
"trade_action": "Pass",
"why": "RS vs QQQ +4.01% · Volume 信号 · 几何上行 <1.5%（软门槛）",
"note": "Monitor — below trade threshold"
},
{
"symbol": "GOOGL",
"rank": 5,
"win_prob": 66.0,
"expected_return_pct": 0.56,
"trade_action": "Pass",
"why": "RS vs QQQ +1.53% · Volume 信号 · 期望R -0.17 < 0.20（EV门禁）",
"note": "Monitor — below trade threshold"
},
{
"symbol": "SMH",
"rank": 6,
"win_prob": 66.0,
"expected_return_pct": 0.51,
"trade_action": "Pass",
"why": "RS vs QQQ +1.16% · Volume 信号 · 期望R 0.08 < 0.20（EV门禁）",
"note": "Monitor — below trade threshold"
},
{
"symbol": "TSLA",
"rank": 7,
"win_prob": 66.0,
"expected_return_pct": 0.42,
"trade_action": "Pass",
"why": "RS vs QQQ +0.78% · Volume 信号 · 期望R 0.07 < 0.20（EV门禁）",
"note": "Monitor — below trade threshold"
},
{
"symbol": "NVDA",
"rank": 8,
"win_prob": 71.0,
"expected_return_pct": 0.39,
"trade_action": "Pass",
"why": "RS vs QQQ +0.74% · News 7 · Volume 信号 · 期望R 0.15 < 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": 71,
"entry": "Near 690.2 (swing zone)",
"entry_source": "swing_zone",
"entry_price": 690.17,
"entry_zone": {
"low": 679.67,
"high": 692.25,
"mid": 690.17,
"display": "$679.67–$692.25",
"source": "swing_pullback"
},
"stop": "658.7 (1.75xATR)",
"stop_source": "1.75xATR",
"stop_price": 658.68,
"target": "732.1 (T1 ~6.1%)",
"target_source": "2xATR_or_5pct",
"target_price": 732.15,
"targets": [
{
"price": 732.15,
"label": "T1",
"pct": 6.08
},
{
"price": 759.19,
"label": "T2",
"pct": 10.0
}
],
"expected_return_pct": 6.08,
"expected_move": "+6.08%",
"risk_reward": 1.33,
"win_prob": 66.0,
"final_score": 0.1,
"swing_quality": 4.963,
"atr": 20.9914,
"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": 692.25,
"why": [
"高流动性波段标的 META",
"Prior day +0.0%",
"5D momentum +5.9%",
"RS vs QQQ +0.76%",
"Swing score 5.0"
],
"why_chain": "高流动性波段标的 META · Prior day +0.0% · 5D momentum +5.9% · RS vs QQQ +0.76%",
"invalidation": "Close beyond stop $658.68 or thesis broken (trend flip / catalyst fade)",
"trade_summary_cn": "波段做多 META：理想入场 $679.67–$692.25，止损 $658.68，目标 $732.15（约 +6.1%），持仓天数–数周",
"one_liner": "波段做多 META：理想入场 $679.67–$692.25，止损 $658.68，目标 $732.15（约 +6.1%），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、Oil Selloff、Trade Policy",
"catalyst": "Fed Headlines、Oil Selloff、Trade Policy"
},
"index_edge": {
"edge": "YES",
"why": "QQQ 盘前/开盘 +2.07%"
},
"sector_edge": {
"edge": "YES",
"why": "SMH 领先 QQQ +1.13%",
"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": 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": 3.37,
"expected_high": 277.92,
"expected_low": 259.79,
"expected_close": 277.92,
"current_price": 268.86,
"upside_pct": 3.37,
"downside_risk_pct": 3.37,
"risk_reward": 1.0,
"rr_display": {
"reward_risk_ratio": 1.0,
"risk_reward_ratio": 1.0,
"reward_per_share": null,
"risk_per_share": null,
"label_reward_risk": "Reward/Risk 1.00",
"label_risk_reward": "Risk:Reward 1:1.00",
"display": "Reward/Risk 1.00 · Risk:Reward 1:1.00",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"expected_r": 0.44,
"final_score": 1.21,
"trade_action": "Pass",
"trade": "Pass",
"gap_pct": 11.28,
"relative_strength": 8.15,
"relative_strength_vs_smh": 6.99,
"relative_weakness_score": -12.34,
"prior_day_change_pct": 0.0,
"why_factors": [
"RS vs QQQ +8.15%",
"RS vs SMH +6.99%",
"Volume 信号",
"Expected R -0.01 < 0.20 (EV gate)"
],
"why": "RS vs QQQ +8.15% · RS vs SMH +6.99% · Volume 信号",
"score": 12,
"news_count": 0,
"factor_breakdown": {
"relative_strength_vs_qqq": 8.15,
"relative_strength_vs_smh": 6.99,
"relative_weakness_score": -12.34,
"gap_pct": 11.28,
"beta_proxy": 4.98,
"volume_signal": true,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": -0.13,
"prior_day_change_pct": 0.0
},
"edge_type": "Stock Edge",
"score_formula_display": "final = win_prob(72%) × ER(3.4%) × rr_weight(0.5) / 100",
"rr_weight": 0.5,
"why_vs_runner_up": "ARM RS +8.2% vs AMD +4.7%；ER 3.4% vs 2.0%；higher beta (5.0 vs 3.3)；relative strength",
"advisory": true,
"rank": 1,
"direction": "LONG"
},
{
"symbol": "AMD",
"win_prob": 77.0,
"win_prob_breakdown": {
"components": [
{
"factor": "Base",
"key": "base",
"points": 50.0
},
{
"factor": "RS",
"key": "rs",
"points": 18.0
},
{
"factor": "Catalyst",
"key": "catalyst",
"points": 5.0
},
{
"factor": "Volume",
"key": "volume",
"points": 4.0
}
],
"total": 77.0,
"raw_total": 77.0,
"was_clamped": false
},
"expected_return_pct": 1.99,
"expected_high": 557.89,
"expected_low": 536.11,
"expected_close": 557.89,
"current_price": 547.0,
"upside_pct": 1.99,
"downside_risk_pct": 1.99,
"risk_reward": 1.0,
"rr_display": {
"reward_risk_ratio": 1.0,
"risk_reward_ratio": 1.0,
"reward_per_share": null,
"risk_per_share": null,
"label_reward_risk": "Reward/Risk 1.00",
"label_risk_reward": "Risk:Reward 1:1.00",
"display": "Reward/Risk 1.00 · Risk:Reward 1:1.00",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"expected_r": 0.54,
"final_score": 0.77,
"trade_action": "Pass",
"trade": "Pass",
"gap_pct": 7.91,
"relative_strength": 4.68,
"relative_strength_vs_smh": 3.52,
"relative_weakness_score": -6.79,
"prior_day_change_pct": 0.0,
"why_factors": [
"RS vs QQQ +4.68%",
"RS vs SMH +3.52%",
"News 1",
"Volume 信号",
"Expected R -0.02 < 0.20 (EV gate)"
],
"why": "RS vs QQQ +4.68% · RS vs SMH +3.52% · News 1 · Volume 信号",
"score": 8,
"news_count": 1,
"factor_breakdown": {
"relative_strength_vs_qqq": 4.68,
"relative_strength_vs_smh": 3.52,
"relative_weakness_score": -6.79,
"gap_pct": 7.91,
"beta_proxy": 3.28,
"volume_signal": true,
"news_count": 1,
"extended_gap_penalty": 0.0,
"vix_change_pct": -0.13,
"prior_day_change_pct": 0.0
},
"edge_type": "Stock Edge",
"score_formula_display": "final = win_prob(77%) × ER(2.0%) × rr_weight(0.5) / 100",
"rr_weight": 0.5,
"why_vs_runner_up": "—",
"advisory": true,
"rank": 2,
"direction": "LONG"
},
{
"symbol": "MU",
"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": 1.8,
"expected_high": 1003.89,
"expected_low": 968.37,
"expected_close": 1003.89,
"current_price": 986.13,
"upside_pct": 1.8,
"downside_risk_pct": 1.8,
"risk_reward": 1.0,
"rr_display": {
"reward_risk_ratio": 1.0,
"risk_reward_ratio": 1.0,
"reward_per_share": null,
"risk_per_share": null,
"label_reward_risk": "Reward/Risk 1.00",
"label_risk_reward": "Risk:Reward 1:1.00",
"display": "Reward/Risk 1.00 · Risk:Reward 1:1.00",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"expected_r": 0.44,
"final_score": 0.65,
"trade_action": "Pass",
"trade": "Pass",
"gap_pct": 6.73,
"relative_strength": 4.38,
"relative_strength_vs_smh": 3.22,
"relative_weakness_score": -6.31,
"prior_day_change_pct": 0.0,
"why_factors": [
"RS vs QQQ +4.38%",
"RS vs SMH +3.22%",
"Volume 信号",
"Expected R 0.12 < 0.20 (EV gate)"
],
"why": "RS vs QQQ +4.38% · RS vs SMH +3.22% · Volume 信号",
"score": 6,
"news_count": 0,
"factor_breakdown": {
"relative_strength_vs_qqq": 4.38,
"relative_strength_vs_smh": 3.22,
"relative_weakness_score": -6.31,
"gap_pct": 6.73,
"beta_proxy": 3.14,
"volume_signal": true,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": -0.13,
"prior_day_change_pct": 0.0
},
"edge_type": "Stock Edge",
"score_formula_display": "final = win_prob(72%) × ER(1.8%) × rr_weight(0.5) / 100",
"rr_weight": 0.5,
"why_vs_runner_up": "—",
"advisory": true,
"rank": 3,
"direction": "LONG"
},
{
"symbol": "TQQQ",
"win_prob": 66.0,
"win_prob_breakdown": {
"components": [
{
"factor": "Base",
"key": "base",
"points": 50.0
},
{
"factor": "RS",
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