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 56
H-2026-09-21-001Surprise：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": "2026-09-21",
"features": {
"dgs10": 4.94,
"dgs2": null,
"vix": 14.88,
"vix_chg": 0.47,
"qqq_chg": 3.4,
"smh_chg": 6.27,
"nvda_chg": 3.63,
"spy_chg": 0.0,
"oil_chg": 0.0,
"dxy_chg": 0.05,
"breadth_proxy": 1.0,
"qqq_gap": 1.38,
"news_headline_count": 36,
"news_bearish_ratio": 0.062,
"news_ai_mentions": 42,
"news_macro_mentions": 15,
"news_oil_mentions": 3,
"news_risk_mentions": 5
},
"regime": {
"label": "AI Expansion",
"confidence": 0.82
},
"hypothesis": {
"id": "H-2026-09-21-001",
"statement": "AI/Semiconductor leads index today; macro is secondary variable",
"evidence": [
"VIX=14.9 (low fear)",
"NVDA +2.4%",
"SMH +4.0%"
],
"counter_evidence": [
"10Y=4.94% (elevated rates)"
],
"confidence": 0.86,
"status": "待验证"
},
"morning": {
"bias": "Bull",
"total": 5,
"driver_type": "Fed",
"daily_driver": "Fed Headlines",
"best_opportunity": {
"direction": "NO TRADE",
"symbol": "—",
"instrument": "—",
"horizon": "—",
"confidence": 45,
"entry": "—",
"stop": "—",
"target": "—",
"targets": [],
"duration": "—",
"why": [
"今日无任何标的达到交易阈值"
],
"why_chain": "今日无任何标的达到交易阈值",
"avoid": [],
"one_liner": "今日无任何标的达到交易阈值",
"p16_gate": "No Trade",
"threshold_message": "今日无任何标的达到交易阈值",
"advisory": true
},
"best_trades": {
"primary": null,
"secondary": null,
"watchlist": null,
"index_trade": "NO TRADE",
"p16_gate": "No Trade",
"threshold_message": "今日无任何标的达到交易阈值",
"stock_trades": [],
"top_trades": [
{
"rank": 1,
"symbol": "ARM",
"direction": "LONG",
"instrument": "Stock",
"horizon": "Swing",
"confidence": 72,
"confidence_stars": "★★★☆☆",
"expected_move": "+2.41%",
"expected_return_pct": 2.41,
"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": 1.28,
"final_score": 0.93,
"trade_action": "Pass",
"relative_strength": 7.1,
"entry": "Above 288.5 (VWAP)",
"entry_source": "vwap",
"entry_price": 288.49,
"entry_zone": {
"low": 287.62,
"high": 289.36,
"mid": 288.49,
"anchors": [
{
"source": "vwap",
"label": "VWAP",
"price": 288.49
}
],
"display": "Entry Zone 288–289",
"entry_source": "vwap",
"tolerance_pct": 0.3
},
"stop": "283.1 (ORB低点)",
"stop_source": "orb_low",
"stop_price": 283.07,
"target": "295.4 (预期收盘)",
"target_source": "expected_close",
"target_price": 295.45,
"targets": [
"295.4 (预期收盘)"
],
"level_anchors": {
"vwap": 288.49,
"orb_high": 289.79,
"orb_low": 283.07,
"prev_high": 264.9,
"prev_low": 264.9,
"prior_close": 264.9,
"orb_from_minute": true
},
"levels_valid": true,
"why": [
"RS vs QQQ +7.10%",
"RS vs SMH +4.55%",
"Volume 信号",
"期望R 0.15 < 0.20（EV门禁）"
],
"why_chain": "RS vs QQQ +7.10% · RS vs SMH +4.55% · Volume 信号 · 期望R 0.15 < 0.20（EV门禁）",
"why_vs_runner_up": "ARM RS +7.1% vs MU +4.0%；ER 2.6% vs 1.4%；higher beta (5.4 vs 3.5)；relative strength",
"factor_breakdown": {
"relative_strength_vs_qqq": 7.1,
"relative_strength_vs_smh": 4.55,
"relative_weakness_score": -9.83,
"gap_pct": 7.72,
"beta_proxy": 5.38,
"volume_signal": true,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": 0.47,
"prior_day_change_pct": 0.0
},
"edge_type": "Stock Edge",
"score_formula_display": "final = win_prob(72%) × ER(2.6%) × rr_weight(0.5) / 100",
"expected_high": 295.45,
"expected_low": 275.61,
"expected_close": 295.45,
"current_price": 288.01,
"upside_pct": 2.58,
"downside_risk_pct": 4.31,
"why_factors": [
"RS vs QQQ +7.10%",
"RS vs SMH +4.55%",
"Volume 信号",
"期望R 0.15 < 0.20（EV门禁）"
],
"why_today": "RS vs QQQ +7.10% · RS vs SMH +4.55% · Volume 信号 · 期望R 0.15 < 0.20（EV门禁）",
"gap_pct": 7.72,
"rr_display": {
"reward_risk_ratio": 1.28,
"risk_reward_ratio": 0.78,
"reward_per_share": 6.96,
"risk_per_share": 5.42,
"label_reward_risk": "Reward/Risk 1.28",
"label_risk_reward": "Risk:Reward 1:0.78",
"display": "Reward/Risk 1.28 · Risk:Reward 1:0.78",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"catalyst": "Fed Headlines · Geopolitical Risk (Iran)",
"invalidation": "Close below stop $283.07 · Geopolitical escalation invalidates mean-reversion",
"advisory": true,
"level_reasons": {
"entry": {
"price": 288.49,
"source": "vwap",
"confidence": 89,
"reasons": [
{
"source": "vwap",
"label": "VWAP",
"price": 288.49,
"weight_pct": 70.0,
"matched": true,
"primary": true
},
{
"source": "orb_high",
"label": "ORB High",
"price": 289.79,
"weight_pct": 30.0,
"matched": true,
"primary": false
}
]
},
"stop": {
"price": 283.07,
"source": "orb_low",
"confidence": 77,
"reasons": [
{
"source": "orb_low",
"label": "ORB Low",
"price": 283.07,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
},
"target": {
"price": 295.45,
"source": "expected_close",
"confidence": 77,
"reasons": [
{
"source": "expected_close",
"label": "Expected Close",
"price": 295.45,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
}
},
"return_calculation": "(295.45-288.49)/288.49=2.41%",
"heuristic_expected_return_pct": 2.58,
"target_action": "卖出/获利",
"trade_summary_cn": "做多 ARM：在 288.49 附近入场，目标 295.45，预期 +2.41%",
"expected_r": 0.6416,
"rr_below_hard_min": true,
"trade_economics": {
"account_size": 10000.0,
"risk_pct": 1.0,
"position_pct": 51.9,
"shares": 18,
"contracts": 0,
"max_loss_usd": 97.56,
"win_usd": 125.28,
"loss_usd": 97.56,
"expected_value_usd": 62.88,
"risk_per_share": 5.42,
"reward_per_share": 6.96,
"rr_display": {
"reward_risk_ratio": 1.28,
"risk_reward_ratio": 0.78,
"reward_per_share": 6.96,
"risk_per_share": 5.42,
"label_reward_risk": "Reward/Risk 1.28",
"label_risk_reward": "Risk:Reward 1:0.78",
"display": "Reward/Risk 1.28 · Risk:Reward 1:0.78",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"size_label": "None",
"display": "$10,000 → Win +$125 / Loss -$98"
},
"position_sizing": {
"risk_pct": 1.0,
"position_pct": 51.9,
"contracts": 0,
"shares": 18,
"max_loss_usd": 97.56,
"size_label": "None",
"display": "Risk 1.0% → Position 51.9% → 18 unit(s) → Max Loss $97.56"
},
"why_wins_today": [
{
"rank": 1,
"dimension": "relative_strength",
"label": "Highest Relative Strength",
"primary_value": 7.1,
"runner_up_value": 4.04,
"wins": true
},
{
"rank": 2,
"dimension": "expected_range",
"label": "Largest Expected Range",
"primary_value": 6.89,
"runner_up_value": 4.21,
"wins": true
}
],
"why_not_alternatives": [
{
"symbol": "MU",
"rank": 2,
"reasons": [
"Win% 72 vs 77",
"ER 2.4% vs 1.4%",
"Score 0.93 vs 0.54",
"RS +7.1% vs +4.0%",
"R:R 1.28 vs 0.86"
],
"summary": "Why ARM over MU: Win% 72 vs 77 · ER 2.4% vs 1.4% · Score 0.93 vs 0.54 · RS +7.1% vs +4.0% · R:R 1.28 vs 0.86"
},
{
"symbol": "AMD",
"rank": 3,
"reasons": [
"ER 2.4% vs 1.3%",
"Score 0.93 vs 0.48",
"RS +7.1% vs +3.9%",
"R:R 1.28 vs 0.5"
],
"summary": "Why ARM over AMD: ER 2.4% vs 1.3% · Score 0.93 vs 0.48 · RS +7.1% vs +3.9% · R:R 1.28 vs 0.5"
},
{
"symbol": "TQQQ",
"rank": 4,
"reasons": [
"Win% 72 vs 66",
"ER 2.4% vs 1.1%",
"Score 0.93 vs 0.35",
"RS +7.1% vs +3.5%",
"R:R 1.28 vs 0.33"
],
"summary": "Why ARM over TQQQ: Win% 72 vs 66 · ER 2.4% vs 1.1% · Score 0.93 vs 0.35 · RS +7.1% vs +3.5% · R:R 1.28 vs 0.33"
},
{
"symbol": "AVGO",
"rank": 5,
"reasons": [
"Win% 72 vs 66",
"ER 2.4% vs 1.0%",
"Score 0.93 vs 0.32",
"RS +7.1% vs +3.0%",
"R:R 1.28 vs 0.62"
],
"summary": "Why ARM over AVGO: Win% 72 vs 66 · ER 2.4% vs 1.0% · Score 0.93 vs 0.32 · RS +7.1% vs +3.0% · R:R 1.28 vs 0.62"
},
{
"symbol": "SMH",
"rank": 6,
"reasons": [
"Win% 72 vs 66",
"ER 2.4% vs 0.8%",
"Score 0.93 vs 0.25",
"RS +7.1% vs +2.5%",
"R:R 1.28 vs 0.41"
],
"summary": "Why ARM over SMH: Win% 72 vs 66 · ER 2.4% vs 0.8% · Score 0.93 vs 0.25 · RS +7.1% vs +2.5% · R:R 1.28 vs 0.41"
}
],
"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": 62.88,
"win_scenario_usd": 125.28,
"loss_scenario_usd": 97.56,
"win_prob_pct": 72.0,
"display": "EV $+63 (win +$125 @ 72.0% · loss -$98)"
},
"entry_status": {
"current_price": 288.01,
"ideal_entry": 288.49,
"distance_pct": -0.17,
"remaining_er_pct": 2.58,
"live_expected_return_pct": 2.58,
"new_plan": null,
"alternate_entry": null,
"advisory": true,
"advisory_tag": "ADVISORY — 不构成投资建议",
"zone_low": 287.62,
"zone_high": 289.36,
"miss_threshold_pct": 1.0,
"status": "PREMARKET",
"status_reason": "Premarket Ideal Entry — plan not yet live",
"action_hint": "Entry still valid"
}
},
{
"rank": 2,
"symbol": "MU",
"direction": "LONG",
"instrument": "Stock",
"horizon": "Swing",
"confidence": 77,
"confidence_stars": "★★★☆☆",
"expected_move": "+1.11%",
"expected_return_pct": 1.11,
"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": 0.73,
"final_score": 0.54,
"trade_action": "Pass",
"relative_strength": 4.04,
"entry": "Above 1035.4 (ORB高点)",
"entry_source": "orb_high",
"entry_price": 1035.88,
"entry_zone": {
"low": 1035.42,
"high": 1036.35,
"mid": 1035.88,
"anchors": [
{
"source": "vwap",
"label": "VWAP",
"price": 1036.35
},
{
"source": "orb_high",
"label": "ORB高点",
"price": 1035.42
}
],
"display": "Entry Zone 1035.42–1036.35",
"entry_source": "orb_high",
"tolerance_pct": 0.3
},
"stop": "1020.1 (ORB低点)",
"stop_source": "orb_low",
"stop_price": 1020.07,
"target": "1047.4 (预期收盘)",
"target_source": "expected_close",
"target_price": 1047.42,
"targets": [
"1047.4 (预期收盘)"
],
"level_anchors": {
"vwap": 1036.35,
"orb_high": 1035.42,
"orb_low": 1020.07,
"prev_high": 977.5,
"prev_low": 977.5,
"prior_close": 977.5,
"orb_from_minute": true
},
"levels_valid": true,
"why": [
"RS vs QQQ +4.04%",
"RS vs SMH +1.49%",
"News 1",
"Volume 信号",
"几何上行 <1.5%（软门槛）"
],
"why_chain": "RS vs QQQ +4.04% · RS vs SMH +1.49% · News 1 · Volume 信号",
"why_vs_runner_up": "—",
"factor_breakdown": {
"relative_strength_vs_qqq": 4.04,
"relative_strength_vs_smh": 1.49,
"relative_weakness_score": -4.93,
"gap_pct": 5.32,
"beta_proxy": 3.49,
"volume_signal": true,
"news_count": 1,
"extended_gap_penalty": 0.0,
"vix_change_pct": 0.47,
"prior_day_change_pct": 0.0
},
"edge_type": "Stock Edge",
"score_formula_display": "final = win_prob(77%) × ER(1.4%) × rr_weight(0.5) / 100",
"expected_high": 1047.42,
"expected_low": 1015.8,
"expected_close": 1047.42,
"current_price": 1032.83,
"upside_pct": 1.41,
"downside_risk_pct": 1.65,
"why_factors": [
"RS vs QQQ +4.04%",
"RS vs SMH +1.49%",
"News 1",
"Volume 信号",
"几何上行 <1.5%（软门槛）"
],
"why_today": "RS vs QQQ +4.04% · RS vs SMH +1.49% · News 1 · Volume 信号",
"gap_pct": 5.32,
"rr_display": {
"reward_risk_ratio": 0.73,
"risk_reward_ratio": 1.37,
"reward_per_share": 11.54,
"risk_per_share": 15.81,
"label_reward_risk": "Reward/Risk 0.73",
"label_risk_reward": "Risk:Reward 1:1.37",
"display": "Reward/Risk 0.73 · Risk:Reward 1:1.37",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"catalyst": "Fed Headlines · Geopolitical Risk (Iran)",
"invalidation": "Close below stop $1020.07 · Geopolitical escalation invalidates mean-reversion",
"advisory": true,
"level_reasons": {
"entry": {
"price": 1035.88,
"source": "orb_high",
"confidence": 89,
"reasons": [
{
"source": "vwap",
"label": "VWAP",
"price": 1036.35,
"weight_pct": 30.0,
"matched": true,
"primary": false
},
{
"source": "orb_high",
"label": "ORB High",
"price": 1035.42,
"weight_pct": 70.0,
"matched": true,
"primary": true
}
]
},
"stop": {
"price": 1020.07,
"source": "orb_low",
"confidence": 77,
"reasons": [
{
"source": "orb_low",
"label": "ORB Low",
"price": 1020.07,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
},
"target": {
"price": 1047.42,
"source": "expected_close",
"confidence": 77,
"reasons": [
{
"source": "expected_close",
"label": "Expected Close",
"price": 1047.42,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
}
},
"return_calculation": "(1047.42-1035.88)/1035.88=1.11%",
"heuristic_expected_return_pct": 1.41,
"target_action": "卖出/获利",
"trade_summary_cn": "做多 MU：在 1035.88 附近入场，目标 1047.42，预期 +1.11%",
"expected_r": 0.3321,
"rr_below_hard_min": true,
"trade_economics": {
"account_size": 10000.0,
"risk_pct": 1.0,
"position_pct": 62.2,
"shares": 6,
"contracts": 0,
"max_loss_usd": 94.86,
"win_usd": 69.24,
"loss_usd": 94.86,
"expected_value_usd": 31.5,
"risk_per_share": 15.81,
"reward_per_share": 11.54,
"rr_display": {
"reward_risk_ratio": 0.73,
"risk_reward_ratio": 1.37,
"reward_per_share": 11.54,
"risk_per_share": 15.81,
"label_reward_risk": "Reward/Risk 0.73",
"label_risk_reward": "Risk:Reward 1:1.37",
"display": "Reward/Risk 0.73 · Risk:Reward 1:1.37",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"size_label": "None",
"display": "$10,000 → Win +$69 / Loss -$95"
},
"position_sizing": {
"risk_pct": 1.0,
"position_pct": 62.2,
"contracts": 0,
"shares": 6,
"max_loss_usd": 94.86,
"size_label": "None",
"display": "Risk 1.0% → Position 62.2% → 6 unit(s) → Max Loss $94.86"
},
"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 1.1% vs 2.6%",
"Score 0.54 vs 0.93",
"RS +4.0% vs +7.1%",
"R:R 0.73 vs 0.6"
],
"summary": "Why MU over ARM: Win% 77 vs 72 · ER 1.1% vs 2.6% · Score 0.54 vs 0.93 · RS +4.0% vs +7.1% · R:R 0.73 vs 0.6"
},
{
"symbol": "AMD",
"rank": 3,
"reasons": [
"Win% 77 vs 72",
"ER 1.1% vs 1.3%",
"Score 0.54 vs 0.48",
"RS +4.0% vs +3.9%",
"R:R 0.73 vs 0.5"
],
"summary": "Why MU over AMD: Win% 77 vs 72 · ER 1.1% vs 1.3% · Score 0.54 vs 0.48 · RS +4.0% vs +3.9% · R:R 0.73 vs 0.5"
},
{
"symbol": "TQQQ",
"rank": 4,
"reasons": [
"Win% 77 vs 66",
"ER 1.1% vs 1.1%",
"Score 0.54 vs 0.35",
"RS +4.0% vs +3.5%",
"R:R 0.73 vs 0.33"
],
"summary": "Why MU over TQQQ: Win% 77 vs 66 · ER 1.1% vs 1.1% · Score 0.54 vs 0.35 · RS +4.0% vs +3.5% · R:R 0.73 vs 0.33"
},
{
"symbol": "AVGO",
"rank": 5,
"reasons": [
"Win% 77 vs 66",
"ER 1.1% vs 1.0%",
"Score 0.54 vs 0.32",
"RS +4.0% vs +3.0%",
"R:R 0.73 vs 0.62"
],
"summary": "Why MU over AVGO: Win% 77 vs 66 · ER 1.1% vs 1.0% · Score 0.54 vs 0.32 · RS +4.0% vs +3.0% · R:R 0.73 vs 0.62"
},
{
"symbol": "SMH",
"rank": 6,
"reasons": [
"Win% 77 vs 66",
"ER 1.1% vs 0.8%",
"Score 0.54 vs 0.25",
"RS +4.0% vs +2.5%",
"R:R 0.73 vs 0.41"
],
"summary": "Why MU over SMH: Win% 77 vs 66 · ER 1.1% vs 0.8% · Score 0.54 vs 0.25 · RS +4.0% vs +2.5% · R:R 0.73 vs 0.41"
}
],
"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": 31.5,
"win_scenario_usd": 69.24,
"loss_scenario_usd": 94.86,
"win_prob_pct": 77.0,
"display": "EV $+32 (win +$69 @ 77.0% · loss -$95)"
},
"entry_status": {
"current_price": 1032.83,
"ideal_entry": 1035.88,
"distance_pct": -0.29,
"remaining_er_pct": 1.41,
"live_expected_return_pct": 1.41,
"new_plan": null,
"alternate_entry": null,
"advisory": true,
"advisory_tag": "ADVISORY — 不构成投资建议",
"zone_low": 1035.42,
"zone_high": 1036.35,
"miss_threshold_pct": 1.0,
"status": "PREMARKET",
"status_reason": "Premarket Ideal Entry — plan not yet live",
"action_hint": "Entry still valid"
}
},
{
"rank": 3,
"symbol": "AMD",
"direction": "LONG",
"instrument": "Stock",
"horizon": "Swing",
"confidence": 72,
"confidence_stars": "★★★☆☆",
"expected_move": "+1.41%",
"expected_return_pct": 1.41,
"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": 1.05,
"final_score": 0.48,
"trade_action": "Pass",
"relative_strength": 3.9,
"entry": "Above 574.9 (VWAP)",
"entry_source": "vwap",
"entry_price": 574.71,
"entry_zone": {
"low": 574.47,
"high": 574.94,
"mid": 574.71,
"anchors": [
{
"source": "vwap",
"label": "VWAP",
"price": 574.94
},
{
"source": "orb_high",
"label": "ORB高点",
"price": 574.47
}
],
"display": "Entry Zone 574.47–574.94",
"entry_source": "vwap",
"tolerance_pct": 0.3
},
"stop": "567.0 (ORB低点)",
"stop_source": "orb_low",
"stop_price": 567.0,
"target": "582.8 (预期收盘)",
"target_source": "expected_close",
"target_price": 582.81,
"targets": [
"582.8 (预期收盘)"
],
"level_anchors": {
"vwap": 574.94,
"orb_high": 574.47,
"orb_low": 567.0,
"prev_high": 545.09,
"prev_low": 545.09,
"prior_close": 545.09,
"orb_from_minute": true
},
"levels_valid": true,
"why": [
"RS vs QQQ +3.90%",
"RS vs SMH +1.35%",
"Volume 信号",
"期望R 0.08 < 0.20（EV门禁）"
],
"why_chain": "RS vs QQQ +3.90% · RS vs SMH +1.35% · Volume 信号 · 期望R 0.08 < 0.20（EV门禁）",
"why_vs_runner_up": "—",
"factor_breakdown": {
"relative_strength_vs_qqq": 3.9,
"relative_strength_vs_smh": 1.35,
"relative_weakness_score": -4.71,
"gap_pct": 4.79,
"beta_proxy": 3.41,
"volume_signal": true,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": 0.47,
"prior_day_change_pct": 0.0
},
"edge_type": "Stock Edge",
"score_formula_display": "final = win_prob(72%) × ER(1.3%) × rr_weight(0.5) / 100",
"expected_high": 582.81,
"expected_low": 559.82,
"expected_close": 582.81,
"current_price": 575.18,
"upside_pct": 1.33,
"downside_risk_pct": 2.67,
"why_factors": [
"RS vs QQQ +3.90%",
"RS vs SMH +1.35%",
"Volume 信号",
"期望R 0.08 < 0.20（EV门禁）"
],
"why_today": "RS vs QQQ +3.90% · RS vs SMH +1.35% · Volume 信号 · 期望R 0.08 < 0.20（EV门禁）",
"gap_pct": 4.79,
"rr_display": {
"reward_risk_ratio": 1.05,
"risk_reward_ratio": 0.95,
"reward_per_share": 8.1,
"risk_per_share": 7.71,
"label_reward_risk": "Reward/Risk 1.05",
"label_risk_reward": "Risk:Reward 1:0.95",
"display": "Reward/Risk 1.05 · Risk:Reward 1:0.95",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"catalyst": "Fed Headlines · Geopolitical Risk (Iran)",
"invalidation": "Close below stop $567.0 · Geopolitical escalation invalidates mean-reversion",
"advisory": true,
"level_reasons": {
"entry": {
"price": 574.71,
"source": "vwap",
"confidence": 98,
"reasons": [
{
"source": "vwap",
"label": "VWAP",
"price": 574.94,
"weight_pct": 54.0,
"matched": true,
"primary": true
},
{
"source": "orb_high",
"label": "ORB High",
"price": 574.47,
"weight_pct": 23.0,
"matched": true,
"primary": false
},
{
"source": "current",
"label": "Above Current",
"price": 575.18,
"weight_pct": 23.0,
"matched": true,
"primary": false
}
]
},
"stop": {
"price": 567.0,
"source": "orb_low",
"confidence": 77,
"reasons": [
{
"source": "orb_low",
"label": "ORB Low",
"price": 567.0,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
},
"target": {
"price": 582.81,
"source": "expected_close",
"confidence": 77,
"reasons": [
{
"source": "expected_close",
"label": "Expected Close",
"price": 582.81,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
}
},
"return_calculation": "(582.81-574.71)/574.71=1.41%",
"heuristic_expected_return_pct": 1.33,
"target_action": "卖出/获利",
"trade_summary_cn": "做多 AMD：在 574.71 附近入场，目标 582.81，预期 +1.41%",
"expected_r": 0.476,
"rr_below_hard_min": true,
"trade_economics": {
"account_size": 10000.0,
"risk_pct": 1.0,
"position_pct": 69.0,
"shares": 12,
"contracts": 0,
"max_loss_usd": 92.52,
"win_usd": 97.2,
"loss_usd": 92.52,
"expected_value_usd": 44.08,
"risk_per_share": 7.71,
"reward_per_share": 8.1,
"rr_display": {
"reward_risk_ratio": 1.05,
"risk_reward_ratio": 0.95,
"reward_per_share": 8.1,
"risk_per_share": 7.71,
"label_reward_risk": "Reward/Risk 1.05",
"label_risk_reward": "Risk:Reward 1:0.95",
"display": "Reward/Risk 1.05 · Risk:Reward 1:0.95",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"size_label": "None",
"display": "$10,000 → Win +$97 / Loss -$93"
},
"position_sizing": {
"risk_pct": 1.0,
"position_pct": 69.0,
"contracts": 0,
"shares": 12,
"max_loss_usd": 92.52,
"size_label": "None",
"display": "Risk 1.0% → Position 69.0% → 12 unit(s) → Max Loss $92.52"
},
"why_wins_today": [],
"why_not_alternatives": [
{
"symbol": "ARM",
"rank": 1,
"reasons": [
"ER 1.4% vs 2.6%",
"Score 0.48 vs 0.93",
"RS +3.9% vs +7.1%",
"R:R 1.05 vs 0.6"
],
"summary": "Why AMD over ARM: ER 1.4% vs 2.6% · Score 0.48 vs 0.93 · RS +3.9% vs +7.1% · R:R 1.05 vs 0.6"
},
{
"symbol": "MU",
"rank": 2,
"reasons": [
"Win% 72 vs 77",
"Score 0.48 vs 0.54",
"RS +3.9% vs +4.0%",
"R:R 1.05 vs 0.86"
],
"summary": "Why AMD over MU: Win% 72 vs 77 · Score 0.48 vs 0.54 · RS +3.9% vs +4.0% · R:R 1.05 vs 0.86"
},
{
"symbol": "TQQQ",
"rank": 4,
"reasons": [
"Win% 72 vs 66",
"ER 1.4% vs 1.1%",
"Score 0.48 vs 0.35",
"RS +3.9% vs +3.5%",
"R:R 1.05 vs 0.33"
],
"summary": "Why AMD over TQQQ: Win% 72 vs 66 · ER 1.4% vs 1.1% · Score 0.48 vs 0.35 · RS +3.9% vs +3.5% · R:R 1.05 vs 0.33"
},
{
"symbol": "AVGO",
"rank": 5,
"reasons": [
"Win% 72 vs 66",
"ER 1.4% vs 1.0%",
"Score 0.48 vs 0.32",
"RS +3.9% vs +3.0%",
"R:R 1.05 vs 0.62"
],
"summary": "Why AMD over AVGO: Win% 72 vs 66 · ER 1.4% vs 1.0% · Score 0.48 vs 0.32 · RS +3.9% vs +3.0% · R:R 1.05 vs 0.62"
},
{
"symbol": "SMH",
"rank": 6,
"reasons": [
"Win% 72 vs 66",
"ER 1.4% vs 0.8%",
"Score 0.48 vs 0.25",
"RS +3.9% vs +2.5%",
"R:R 1.05 vs 0.41"
],
"summary": "Why AMD over SMH: Win% 72 vs 66 · ER 1.4% vs 0.8% · Score 0.48 vs 0.25 · RS +3.9% vs +2.5% · R:R 1.05 vs 0.41"
}
],
"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": 44.08,
"win_scenario_usd": 97.2,
"loss_scenario_usd": 92.52,
"win_prob_pct": 72.0,
"display": "EV $+44 (win +$97 @ 72.0% · loss -$93)"
},
"entry_status": {
"current_price": 575.18,
"ideal_entry": 574.71,
"distance_pct": 0.08,
"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": 574.47,
"zone_high": 574.94,
"miss_threshold_pct": 1.0,
"status": "PREMARKET",
"status_reason": "Premarket Ideal Entry — plan not yet live",
"action_hint": "Entry still valid"
}
},
{
"rank": 4,
"symbol": "TQQQ",
"direction": "LONG",
"instrument": "ETF",
"horizon": "Swing",
"confidence": 66,
"confidence_stars": "★★★☆☆",
"expected_move": "+1.27%",
"expected_return_pct": 1.27,
"win_prob": 66.0,
"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
}
],
"total": 66.0,
"raw_total": 66.0,
"was_clamped": false
},
"risk_reward": 0.86,
"final_score": 0.35,
"trade_action": "Pass",
"relative_strength": 3.47,
"entry": "Above 74.9 (VWAP)",
"entry_source": "vwap",
"entry_price": 74.85,
"entry_zone": {
"low": 74.77,
"high": 74.94,
"mid": 74.85,
"anchors": [
{
"source": "vwap",
"label": "VWAP",
"price": 74.94
},
{
"source": "orb_high",
"label": "ORB高点",
"price": 74.77
}
],
"display": "Entry Zone 74.77–74.94",
"entry_source": "vwap",
"tolerance_pct": 0.3
},
"stop": "73.7 (ORB低点)",
"stop_source": "orb_low",
"stop_price": 73.74,
"target": "75.8 (预期收盘)",
"target_source": "expected_close",
"target_price": 75.8,
"targets": [
"75.8 (预期收盘)"
],
"level_anchors": {
"vwap": 74.94,
"orb_high": 74.77,
"orb_low": 73.74,
"prev_high": 71.38,
"prev_low": 71.38,
"prior_close": 71.38,
"orb_from_minute": true
},
"levels_valid": true,
"why": [
"RS vs QQQ +3.47%",
"Volume 信号",
"期望R -0.12 < 0.20（EV门禁）"
],
"why_chain": "RS vs QQQ +3.47% · Volume 信号 · 期望R -0.12 < 0.20（EV门禁）",
"why_vs_runner_up": "—",
"factor_breakdown": {
"relative_strength_vs_qqq": 3.47,
"relative_strength_vs_smh": 0.92,
"relative_weakness_score": -4.02,
"gap_pct": 4.43,
"beta_proxy": 3.14,
"volume_signal": true,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": 0.47,
"prior_day_change_pct": 0.0
},
"edge_type": "Relative Strength",
"score_formula_display": "final = win_prob(66%) × ER(1.0%) × rr_weight(0.5) / 100",
"expected_high": 75.8,
"expected_low": 72.64,
"expected_close": 75.8,
"current_price": 75.01,
"upside_pct": 1.05,
"downside_risk_pct": 3.16,
"why_factors": [
"RS vs QQQ +3.47%",
"Volume 信号",
"期望R -0.12 < 0.20（EV门禁）"
],
"why_today": "RS vs QQQ +3.47% · Volume 信号 · 期望R -0.12 < 0.20（EV门禁）",
"gap_pct": 4.43,
"rr_display": {
"reward_risk_ratio": 0.86,
"risk_reward_ratio": 1.16,
"reward_per_share": 0.95,
"risk_per_share": 1.11,
"label_reward_risk": "Reward/Risk 0.86",
"label_risk_reward": "Risk:Reward 1:1.16",
"display": "Reward/Risk 0.86 · Risk:Reward 1:1.16",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"catalyst": "Fed Headlines · Geopolitical Risk (Iran)",
"invalidation": "Close below stop $73.74 · Geopolitical escalation invalidates mean-reversion",
"advisory": true,
"level_reasons": {
"entry": {
"price": 74.85,
"source": "vwap",
"confidence": 98,
"reasons": [
{
"source": "vwap",
"label": "VWAP",
"price": 74.94,
"weight_pct": 54.0,
"matched": true,
"primary": true
},
{
"source": "orb_high",
"label": "ORB High",
"price": 74.77,
"weight_pct": 23.0,
"matched": true,
"primary": false
},
{
"source": "current",
"label": "Above Current",
"price": 75.01,
"weight_pct": 23.0,
"matched": true,
"primary": false
}
]
},
"stop": {
"price": 73.74,
"source": "orb_low",
"confidence": 77,
"reasons": [
{
"source": "orb_low",
"label": "ORB Low",
"price": 73.74,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
},
"target": {
"price": 75.8,
"source": "expected_close",
"confidence": 77,
"reasons": [
{
"source": "expected_close",
"label": "Expected Close",
"price": 75.8,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
}
},
"return_calculation": "(75.8-74.85)/74.85=1.27%",
"heuristic_expected_return_pct": 1.05,
"target_action": "卖出/获利",
"trade_summary_cn": "做多 TQQQ：在 74.85 附近入场，目标 75.8，预期 +1.27%",
"expected_r": 0.2276,
"rr_below_hard_min": true,
"trade_economics": {
"account_size": 10000.0,
"risk_pct": 1.0,
"position_pct": 67.4,
"shares": 90,
"contracts": 0,
"max_loss_usd": 99.9,
"win_usd": 85.5,
"loss_usd": 99.9,
"expected_value_usd": 22.46,
"risk_per_share": 1.11,
"reward_per_share": 0.95,
"rr_display": {
"reward_risk_ratio": 0.86,
"risk_reward_ratio": 1.16,
"reward_per_share": 0.95,
"risk_per_share": 1.11,
"label_reward_risk": "Reward/Risk 0.86",
"label_risk_reward": "Risk:Reward 1:1.16",
"display": "Reward/Risk 0.86 · Risk:Reward 1:1.16",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"size_label": "None",
"display": "$10,000 → Win +$86 / Loss -$100"
},
"position_sizing": {
"risk_pct": 1.0,
"position_pct": 67.4,
"contracts": 0,
"shares": 90,
"max_loss_usd": 99.9,
"size_label": "None",
"display": "Risk 1.0% → Position 67.4% → 90 unit(s) → Max Loss $99.9"
},
"why_wins_today": [
{
"rank": 1,
"dimension": "liquidity",
"label": "Highest Liquidity",
"primary_value": 5.0,
"runner_up_value": 5.0,
"wins": true
}
],
"why_not_alternatives": [
{
"symbol": "ARM",
"rank": 1,
"reasons": [
"Win% 66 vs 72",
"ER 1.3% vs 2.6%",
"Score 0.35 vs 0.93",
"RS +3.5% vs +7.1%",
"R:R 0.86 vs 0.6"
],
"summary": "Why TQQQ over ARM: Win% 66 vs 72 · ER 1.3% vs 2.6% · Score 0.35 vs 0.93 · RS +3.5% vs +7.1% · R:R 0.86 vs 0.6"
},
{
"symbol": "MU",
"rank": 2,
"reasons": [
"Win% 66 vs 77",
"ER 1.3% vs 1.4%",
"Score 0.35 vs 0.54",
"RS +3.5% vs +4.0%"
],
"summary": "Why TQQQ over MU: Win% 66 vs 77 · ER 1.3% vs 1.4% · Score 0.35 vs 0.54 · RS +3.5% vs +4.0%"
},
{
"symbol": "AMD",
"rank": 3,
"reasons": [
"Win% 66 vs 72",
"ER 1.3% vs 1.3%",
"Score 0.35 vs 0.48",
"RS +3.5% vs +3.9%",
"R:R 0.86 vs 0.5"
],
"summary": "Why TQQQ over AMD: Win% 66 vs 72 · ER 1.3% vs 1.3% · Score 0.35 vs 0.48 · RS +3.5% vs +3.9% · R:R 0.86 vs 0.5"
},
{
"symbol": "AVGO",
"rank": 5,
"reasons": [
"ER 1.3% vs 1.0%",
"Score 0.35 vs 0.32",
"RS +3.5% vs +3.0%",
"R:R 0.86 vs 0.62"
],
"summary": "Why TQQQ over AVGO: ER 1.3% vs 1.0% · Score 0.35 vs 0.32 · RS +3.5% vs +3.0% · R:R 0.86 vs 0.62"
},
{
"symbol": "SMH",
"rank": 6,
"reasons": [
"ER 1.3% vs 0.8%",
"Score 0.35 vs 0.25",
"RS +3.5% vs +2.5%",
"R:R 0.86 vs 0.41"
],
"summary": "Why TQQQ over SMH: ER 1.3% vs 0.8% · Score 0.35 vs 0.25 · RS +3.5% vs +2.5% · R:R 0.86 vs 0.41"
}
],
"win_prob_source": "rules",
"calibration": {
"calibrated_win_prob": 66.0,
"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": 22.46,
"win_scenario_usd": 85.5,
"loss_scenario_usd": 99.9,
"win_prob_pct": 66.0,
"display": "EV $+22 (win +$86 @ 66.0% · loss -$100)"
},
"entry_status": {
"current_price": 75.01,
"ideal_entry": 74.85,
"distance_pct": 0.21,
"remaining_er_pct": 1.05,
"live_expected_return_pct": 1.05,
"new_plan": null,
"alternate_entry": null,
"advisory": true,
"advisory_tag": "ADVISORY — 不构成投资建议",
"zone_low": 74.77,
"zone_high": 74.94,
"miss_threshold_pct": 1.0,
"status": "PREMARKET",
"status_reason": "Premarket Ideal Entry — plan not yet live",
"action_hint": "Entry still valid"
}
},
{
"rank": 5,
"symbol": "AVGO",
"direction": "LONG",
"instrument": "Stock",
"horizon": "Swing",
"confidence": 66,
"confidence_stars": "★★★☆☆",
"expected_move": "+1.05%",
"expected_return_pct": 1.05,
"win_prob": 66.0,
"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
}
],
"total": 66.0,
"raw_total": 66.0,
"was_clamped": false
},
"risk_reward": 1.13,
"final_score": 0.32,
"trade_action": "Pass",
"relative_strength": 2.96,
"entry": "Above 362.9 (VWAP)",
"entry_source": "vwap",
"entry_price": 362.88,
"entry_zone": {
"low": 362.8,
"high": 362.95,
"mid": 362.88,
"anchors": [
{
"source": "vwap",
"label": "VWAP",
"price": 362.95
},
{
"source": "orb_high",
"label": "ORB高点",
"price": 362.8
}
],
"display": "Entry Zone 362.80–362.95",
"entry_source": "vwap",
"tolerance_pct": 0.3
},
"stop": "359.5 (ORB低点)",
"stop_source": "orb_low",
"stop_price": 359.52,
"target": "366.7 (预期收盘)",
"target_source": "expected_close",
"target_price": 366.69,
"targets": [
"366.7 (预期收盘)"
],
"level_anchors": {
"vwap": 362.95,
"orb_high": 362.8,
"orb_low": 359.52,
"prev_high": 347.3,
"prev_low": 347.3,
"prior_close": 347.3,
"orb_from_minute": true
},
"levels_valid": true,
"why": [
"RS vs QQQ +2.96%",
"Volume 信号",
"期望R 0.07 < 0.20（EV门禁）"
],
"why_chain": "RS vs QQQ +2.96% · Volume 信号 · 期望R 0.07 < 0.20（EV门禁）",
"why_vs_runner_up": "—",
"factor_breakdown": {
"relative_strength_vs_qqq": 2.96,
"relative_strength_vs_smh": 0.41,
"relative_weakness_score": -3.21,
"gap_pct": 3.96,
"beta_proxy": 2.83,
"volume_signal": true,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": 0.47,
"prior_day_change_pct": 0.0
},
"edge_type": "Stock Edge",
"score_formula_display": "final = win_prob(66%) × ER(1.0%) × rr_weight(0.5) / 100",
"expected_high": 366.69,
"expected_low": 357.61,
"expected_close": 366.69,
"current_price": 363.21,
"upside_pct": 0.96,
"downside_risk_pct": 1.54,
"why_factors": [
"RS vs QQQ +2.96%",
"Volume 信号",
"期望R 0.07 < 0.20（EV门禁）"
],
"why_today": "RS vs QQQ +2.96% · Volume 信号 · 期望R 0.07 < 0.20（EV门禁）",
"gap_pct": 3.96,
"rr_display": {
"reward_risk_ratio": 1.13,
"risk_reward_ratio": 0.88,
"reward_per_share": 3.81,
"risk_per_share": 3.36,
"label_reward_risk": "Reward/Risk 1.13",
"label_risk_reward": "Risk:Reward 1:0.88",
"display": "Reward/Risk 1.13 · Risk:Reward 1:0.88",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"catalyst": "Fed Headlines · Geopolitical Risk (Iran)",
"invalidation": "Close below stop $359.52 · Geopolitical escalation invalidates mean-reversion",
"advisory": true,
"level_reasons": {
"entry": {
"price": 362.88,
"source": "vwap",
"confidence": 98,
"reasons": [
{
"source": "vwap",
"label": "VWAP",
"price": 362.95,
"weight_pct": 54.0,
"matched": true,
"primary": true
},
{
"source": "orb_high",
"label": "ORB High",
"price": 362.8,
"weight_pct": 23.0,
"matched": true,
"primary": false
},
{
"source": "current",
"label": "Above Current",
"price": 363.21,
"weight_pct": 23.0,
"matched": true,
"primary": false
}
]
},
"stop": {
"price": 359.52,
"source": "orb_low",
"confidence": 77,
"reasons": [
{
"source": "orb_low",
"label": "ORB Low",
"price": 359.52,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
},
"target": {
"price": 366.69,
"source": "expected_close",
"confidence": 77,
"reasons": [
{
"source": "expected_close",
"label": "Expected Close",
"price": 366.69,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
}
},
"return_calculation": "(366.69-362.88)/362.88=1.05%",
"heuristic_expected_return_pct": 0.96,
"target_action": "卖出/获利",
"trade_summary_cn": "做多 AVGO：在 362.88 附近入场，目标 366.69，预期 +1.05%",
"expected_r": 0.4058,
"rr_below_hard_min": true,
"trade_economics": {
"account_size": 10000.0,
"risk_pct": 1.0,
"position_pct": 100.0,
"shares": 29,
"contracts": 0,
"max_loss_usd": 97.44,
"win_usd": 110.49,
"loss_usd": 97.44,
"expected_value_usd": 39.79,
"risk_per_share": 3.36,
"reward_per_share": 3.81,
"rr_display": {
"reward_risk_ratio": 1.13,
"risk_reward_ratio": 0.88,
"reward_per_share": 3.81,
"risk_per_share": 3.36,
"label_reward_risk": "Reward/Risk 1.13",
"label_risk_reward": "Risk:Reward 1:0.88",
"display": "Reward/Risk 1.13 · Risk:Reward 1:0.88",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"size_label": "None",
"display": "$10,000 → Win +$110 / Loss -$97"
},
"position_sizing": {
"risk_pct": 1.0,
"position_pct": 100.0,
"contracts": 0,
"shares": 29,
"max_loss_usd": 97.44,
"size_label": "None",
"display": "Risk 1.0% → Position 100.0% → 29 unit(s) → Max Loss $97.44"
},
"why_wins_today": [],
"why_not_alternatives": [
{
"symbol": "ARM",
"rank": 1,
"reasons": [
"Win% 66 vs 72",
"ER 1.1% vs 2.6%",
"Score 0.32 vs 0.93",
"RS +3.0% vs +7.1%",
"R:R 1.13 vs 0.6"
],
"summary": "Why AVGO over ARM: Win% 66 vs 72 · ER 1.1% vs 2.6% · Score 0.32 vs 0.93 · RS +3.0% vs +7.1% · R:R 1.13 vs 0.6"
},
{
"symbol": "MU",
"rank": 2,
"reasons": [
"Win% 66 vs 77",
"ER 1.1% vs 1.4%",
"Score 0.32 vs 0.54",
"RS +3.0% vs +4.0%",
"R:R 1.13 vs 0.86"
],
"summary": "Why AVGO over MU: Win% 66 vs 77 · ER 1.1% vs 1.4% · Score 0.32 vs 0.54 · RS +3.0% vs +4.0% · R:R 1.13 vs 0.86"
},
{
"symbol": "AMD",
"rank": 3,
"reasons": [
"Win% 66 vs 72",
"ER 1.1% vs 1.3%",
"Score 0.32 vs 0.48",
"RS +3.0% vs +3.9%",
"R:R 1.13 vs 0.5"
],
"summary": "Why AVGO over AMD: Win% 66 vs 72 · ER 1.1% vs 1.3% · Score 0.32 vs 0.48 · RS +3.0% vs +3.9% · R:R 1.13 vs 0.5"
},
{
"symbol": "TQQQ",
"rank": 4,
"reasons": [
"Score 0.32 vs 0.35",
"RS +3.0% vs +3.5%",
"R:R 1.13 vs 0.33"
],
"summary": "Why AVGO over TQQQ: Score 0.32 vs 0.35 · RS +3.0% vs +3.5% · R:R 1.13 vs 0.33"
},
{
"symbol": "SMH",
"rank": 6,
"reasons": [
"ER 1.1% vs 0.8%",
"Score 0.32 vs 0.25",
"RS +3.0% vs +2.5%",
"R:R 1.13 vs 0.41"
],
"summary": "Why AVGO over SMH: ER 1.1% vs 0.8% · Score 0.32 vs 0.25 · RS +3.0% vs +2.5% · R:R 1.13 vs 0.41"
}
],
"win_prob_source": "rules",
"calibration": {
"calibrated_win_prob": 66.0,
"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": 39.79,
"win_scenario_usd": 110.49,
"loss_scenario_usd": 97.44,
"win_prob_pct": 66.0,
"display": "EV $+40 (win +$110 @ 66.0% · loss -$97)"
},
"entry_status": {
"current_price": 363.21,
"ideal_entry": 362.88,
"distance_pct": 0.09,
"remaining_er_pct": 0.96,
"live_expected_return_pct": 0.96,
"new_plan": null,
"alternate_entry": null,
"advisory": true,
"advisory_tag": "ADVISORY — 不构成投资建议",
"zone_low": 362.8,
"zone_high": 362.95,
"miss_threshold_pct": 1.0,
"status": "PREMARKET",
"status_reason": "Premarket Ideal Entry — plan not yet live",
"action_hint": "Entry still valid"
}
}
],
"watchlist_items": [
{
"symbol": "SMH",
"rank": 6,
"win_prob": 66.0,
"expected_return_pct": 0.77,
"trade_action": "Pass",
"why": "RS vs QQQ +2.55% · Volume 信号 · 期望R -0.07 < 0.20（EV门禁）",
"note": "Monitor — below trade threshold"
},
{
"symbol": "XLK",
"rank": 7,
"win_prob": 60.0,
"expected_return_pct": 0.21,
"trade_action": "Pass",
"why": "RS vs QQQ +0.43% · Volume 信号 · 期望R -0.15 < 0.20（EV门禁）",
"note": "Monitor — below trade threshold"
},
{
"symbol": "AMZN",
"rank": 8,
"win_prob": 54.0,
"expected_return_pct": 0.14,
"trade_action": "Pass",
"why": "Volume 信号 · 期望R -0.13 < 0.20（EV门禁）",
"note": "Monitor — below trade threshold"
},
{
"symbol": "QQQ",
"rank": 9,
"win_prob": 59.0,
"expected_return_pct": 0.11,
"trade_action": "Pass",
"why": "Gap 未过度延伸 · Volume 信号 · 期望R -0.10 < 0.20（EV门禁）",
"note": "Monitor — below trade threshold"
},
{
"symbol": "NVDA",
"rank": 10,
"win_prob": 65.0,
"expected_return_pct": 0.07,
"trade_action": "Pass",
"why": "RS vs QQQ +0.74% · News 8 · Volume 信号 · 期望R -0.03 < 0.20（EV门禁）",
"note": "Monitor — below trade threshold"
}
],
"advisory": true,
"swing": {
"symbol": "MSFT",
"direction": "SHORT",
"instrument": "Stock",
"horizon": "Swing",
"duration": "Swing (days–weeks)",
"confidence": 59,
"entry": "Near 497.0 (swing zone)",
"entry_source": "swing_zone",
"entry_price": 497.01,
"entry_zone": {
"low": 495.52,
"high": 501.94,
"mid": 497.01,
"display": "$495.52–$501.94",
"source": "swing_pullback"
},
"stop": "509.9 (week_high)",
"stop_source": "week_high",
"stop_price": 509.95,
"target": "472.2 (T1 ~5.0%)",
"target_source": "2xATR_or_5pct",
"target_price": 472.16,
"targets": [
{
"price": 472.16,
"label": "T1",
"pct": 5.0
},
{
"price": 447.31,
"label": "T2",
"pct": 10.0
}
],
"expected_return_pct": 5.0,
"expected_move": "+5.00%",
"risk_reward": 1.92,
"win_prob": 54.0,
"final_score": 0.0,
"swing_quality": 4.984,
"atr": 9.8643,
"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": 495.52,
"why": [
"高流动性波段标的 MSFT",
"Prior day +0.0%",
"5D momentum -0.4%",
"RS vs QQQ -2.07%",
"News/6 catalyst hints",
"Swing score 5.0"
],
"why_chain": "高流动性波段标的 MSFT · Prior day +0.0% · 5D momentum -0.4% · RS vs QQQ -2.07%",
"invalidation": "Close beyond stop $509.95 or thesis broken (trend flip / catalyst fade)",
"trade_summary_cn": "波段做空 MSFT：理想入场 $495.52–$501.94，止损 $509.95，目标 $472.16（约 +5.0%），持仓天数–数周",
"one_liner": "波段做空 MSFT：理想入场 $495.52–$501.94，止损 $509.95，目标 $472.16（约 +5.0%），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 (Iran)、Oil Selloff、Trade Policy",
"catalyst": "Fed Headlines、Geopolitical Risk (Iran)、Oil Selloff、Trade Policy"
},
"index_edge": {
"edge": "YES",
"why": "QQQ 盘前/开盘 +1.63%"
},
"sector_edge": {
"edge": "YES",
"why": "SMH 领先 QQQ +2.40%",
"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": 2.58,
"expected_high": 295.45,
"expected_low": 275.61,
"expected_close": 295.45,
"current_price": 288.01,
"upside_pct": 2.58,
"downside_risk_pct": 4.31,
"risk_reward": 0.6,
"rr_display": {
"reward_risk_ratio": 0.6,
"risk_reward_ratio": 1.67,
"reward_per_share": null,
"risk_per_share": null,
"label_reward_risk": "Reward/Risk 0.60",
"label_risk_reward": "Risk:Reward 1:1.67",
"display": "Reward/Risk 0.60 · Risk:Reward 1:1.67",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"expected_r": 0.152,
"final_score": 0.93,
"trade_action": "Pass",
"trade": "Pass",
"gap_pct": 7.72,
"relative_strength": 7.1,
"relative_strength_vs_smh": 4.55,
"relative_weakness_score": -9.83,
"prior_day_change_pct": 0.0,
"why_factors": [
"RS vs QQQ +7.10%",
"RS vs SMH +4.55%",
"Volume 信号",
"期望R 0.15 < 0.20（EV门禁）"
],
"why": "RS vs QQQ +7.10% · RS vs SMH +4.55% · Volume 信号 · 期望R 0.15 < 0.20（EV门禁）",
"score": 9,
"news_count": 0,
"factor_breakdown": {
"relative_strength_vs_qqq": 7.1,
"relative_strength_vs_smh": 4.55,
"relative_weakness_score": -9.83,
"gap_pct": 7.72,
"beta_proxy": 5.38,
"volume_signal": true,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": 0.47,
"prior_day_change_pct": 0.0
},
"edge_type": "Stock Edge",
"score_formula_display": "final = win_prob(72%) × ER(2.6%) × rr_weight(0.5) / 100",
"rr_weight": 0.5,
"why_vs_runner_up": "ARM RS +7.1% vs MU +4.0%；ER 2.6% vs 1.4%；higher beta (5.4 vs 3.5)；relative strength",
"advisory": true,
"rank": 1,
"direction": "LONG"
},
{
"symbol": "MU",
"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": 1.41,
"expected_high": 1047.42,
"expected_low": 1015.8,
"expected_close": 1047.42,
"current_price": 1032.83,
"upside_pct": 1.41,
"downside_risk_pct": 1.65,
"risk_reward": 0.86,
"rr_display": {
"reward_risk_ratio": 0.86,
"risk_reward_ratio": 1.16,
"reward_per_share": null,
"risk_per_share": null,
"label_reward_risk": "Reward/Risk 0.86",
"label_risk_reward": "Risk:Reward 1:1.16",
"display": "Reward/Risk 0.86 · Risk:Reward 1:1.16",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"expected_r": 0.4322,
"final_score": 0.54,
"trade_action": "Pass",
"trade": "Pass",
"gap_pct": 5.32,
"relative_strength": 4.04,
"relative_strength_vs_smh": 1.49,
"relative_weakness_score": -4.93,
"prior_day_change_pct": 0.0,
"why_factors": [
"RS vs QQQ +4.04%",
"RS vs SMH +1.49%",
"News 1",
"Volume 信号",
"几何上行 <1.5%（软门槛）"
],
"why": "RS vs QQQ +4.04% · RS vs SMH +1.49% · News 1 · Volume 信号",
"score": 5,
"news_count": 1,
"factor_breakdown": {
"relative_strength_vs_qqq": 4.04,
"relative_strength_vs_smh": 1.49,
"relative_weakness_score": -4.93,
"gap_pct": 5.32,
"beta_proxy": 3.49,
"volume_signal": true,
"news_count": 1,
"extended_gap_penalty": 0.0,
"vix_change_pct": 0.47,
"prior_day_change_pct": 0.0
},
"edge_type": "Stock Edge",
"score_formula_display": "final = win_prob(77%) × ER(1.4%) × rr_weight(0.5) / 100",
"rr_weight": 0.5,
"why_vs_runner_up": "—",
"advisory": true,
"rank": 2,
"direction": "LONG"
},
{
"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": 1.33,
"expected_high": 582.81,
"expected_low": 559.82,
"expected_close": 582.81,
"current_price": 575.18,
"upside_pct": 1.33,
"downside_risk_pct": 2.67,
"risk_reward": 0.5,
"rr_display": {
"reward_risk_ratio": 0.5,
"risk_reward_ratio": 2.0,
"reward_per_share": null,
"risk_per_share": null,
"label_reward_risk": "Reward/Risk 0.50",
"label_risk_reward": "Risk:Reward 1:2.00",
"display": "Reward/Risk 0.50 · Risk:Reward 1:2.00",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"expected_r": 0.08,
"final_score": 0.48,
"trade_action": "Pass",
"trade": "Pass",
"gap_pct": 4.79,
"relative_strength": 3.9,
"relative_strength_vs_smh": 1.35,
"relative_weakness_score": -4.71,
"prior_day_change_pct": 0.0,
"why_factors": [
"RS vs QQQ +3.90%",
"RS vs SMH +1.35%",
"Volume 信号",
"期望R 0.08 < 0.20（EV门禁）"
],
"why": "RS vs QQQ +3.90% · RS vs SMH +1.35% · Volume 信号 · 期望R 0.08 < 0.20（EV门禁）",
"score": 5,
"news_count": 0,
"factor_breakdown": {
"relative_strength_vs_qqq": 3.9,
"relative_strength_vs_smh": 1.35,
"relative_weakness_score": -4.71,
"gap_pct": 4.79,
"beta_proxy": 3.41,
"volume_signal": true,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": 0.47,
"prior_day_change_pct": 0.0
},
"edge_type": "Stock Edge",
"score_formula_display": "final = win_prob(72%) × ER(1.3%) × 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",
"key": "rs",
"points": 12.0
},
{
"factor": "Volume",
"key": "volume",
"points": 4.0
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