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 57
H-2026-09-22-001Surprise：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": "2026-09-22",
"features": {
"dgs10": 5.01,
"dgs2": null,
"vix": 14.73,
"vix_chg": -0.94,
"qqq_chg": 3.59,
"smh_chg": 5.88,
"nvda_chg": 2.75,
"spy_chg": 0.0,
"oil_chg": 0.0,
"dxy_chg": -0.02,
"breadth_proxy": 1.0,
"qqq_gap": 2.73,
"news_headline_count": 24,
"news_bearish_ratio": 0.125,
"news_ai_mentions": 26,
"news_macro_mentions": 7,
"news_oil_mentions": 7,
"news_risk_mentions": 2
},
"regime": {
"label": "AI Expansion",
"confidence": 0.82
},
"hypothesis": {
"id": "H-2026-09-22-001",
"statement": "弱 NFP 能否抵消 AI 抛售？（Macro 利率利好 vs 半导体风险）",
"evidence": [
"VIX=14.7 (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": "LONG",
"symbol": "ARM",
"instrument": "Stock",
"horizon": "Intraday",
"confidence": 72,
"confidence_stars": "★★★☆☆",
"entry": "Above 326.2 (ORB高点)",
"entry_source": "orb_high",
"entry_price": 326.19,
"stop": "315.7 (ORB低点)",
"stop_source": "orb_low",
"stop_price": 315.67,
"target": "335.8 (预期收盘)",
"target_source": "expected_close",
"target_price": 335.79,
"target_action": "卖出/获利",
"targets": [
"335.8 (预期收盘)"
],
"duration": "Intraday",
"why": [
"RS vs QQQ +12.88%",
"RS vs SMH +12.37%",
"Volume 信号"
],
"why_chain": "RS vs QQQ +12.88% · RS vs SMH +12.37% · Volume 信号",
"why_vs_runner_up": "ARM RS +12.9% vs AMD +5.3%；ER 5.4% vs 2.4%；higher beta (5.7 vs 2.9)；relative strength",
"factor_breakdown": {
"relative_strength_vs_qqq": 12.88,
"relative_strength_vs_smh": 12.37,
"relative_weakness_score": -20.3,
"gap_pct": 16.35,
"beta_proxy": 5.68,
"volume_signal": true,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": -0.94,
"prior_day_change_pct": 0.0
},
"edge_type": "Sector Edge",
"score_formula_display": "final = win_prob(72%) × ER(5.4%) × rr_weight(0.5) / 100",
"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": 2.94,
"expected_move": "+2.94%",
"return_calculation": "(335.79-326.19)/326.19=2.94%",
"trade_summary_cn": "做多 ARM：在 326.19 附近入场，目标 335.79，预期 +2.94%",
"risk_reward": 0.91,
"rr_display": {
"reward_risk_ratio": 0.91,
"risk_reward_ratio": 1.1,
"reward_per_share": 9.6,
"risk_per_share": 10.52,
"label_reward_risk": "Reward/Risk 0.91",
"label_risk_reward": "Risk:Reward 1:1.10",
"display": "Reward/Risk 0.91 · Risk:Reward 1:1.10",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"entry_zone": {
"low": 325.21,
"high": 327.17,
"mid": 326.19,
"anchors": [
{
"source": "orb_high",
"label": "ORB高点",
"price": 326.19
}
],
"display": "Entry Zone 325–327",
"entry_source": "orb_high",
"tolerance_pct": 0.3
},
"rank_summary": "ARM ranked #1 because weakest RS + largest expected range + highest probability",
"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": 35.7,
"win_scenario_usd": 86.4,
"loss_scenario_usd": 94.68,
"win_prob_pct": 72.0,
"display": "EV $+36 (win +$86 @ 72.0% · loss -$95)"
},
"final_score": 1.93,
"level_anchors": {
"vwap": 320.38,
"orb_high": 326.19,
"orb_low": 315.67,
"prev_high": 275.61,
"prev_low": 275.61,
"prior_close": 275.61,
"orb_from_minute": true
},
"level_reasons": {
"entry": {
"price": 326.19,
"source": "orb_high",
"confidence": 77,
"reasons": [
{
"source": "orb_high",
"label": "ORB High",
"price": 326.19,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
},
"stop": {
"price": 315.67,
"source": "orb_low",
"confidence": 77,
"reasons": [
{
"source": "orb_low",
"label": "ORB Low",
"price": 315.67,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
},
"target": {
"price": 335.79,
"source": "expected_close",
"confidence": 77,
"reasons": [
{
"source": "expected_close",
"label": "Expected Close",
"price": 335.79,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
}
},
"trade_economics": {
"account_size": 10000.0,
"risk_pct": 1.0,
"position_pct": 29.4,
"shares": 9,
"contracts": 1,
"max_loss_usd": 94.68,
"win_usd": 86.4,
"loss_usd": 94.68,
"expected_value_usd": 35.7,
"risk_per_share": 10.52,
"reward_per_share": 9.6,
"rr_display": {
"reward_risk_ratio": 0.91,
"risk_reward_ratio": 1.1,
"reward_per_share": 9.6,
"risk_per_share": 10.52,
"label_reward_risk": "Reward/Risk 0.91",
"label_risk_reward": "Risk:Reward 1:1.10",
"display": "Reward/Risk 0.91 · Risk:Reward 1:1.10",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"size_label": "Small",
"display": "$10,000 → Win +$86 / Loss -$95"
},
"position_sizing": {
"risk_pct": 1.0,
"position_pct": 29.4,
"contracts": 1,
"shares": 9,
"max_loss_usd": 94.68,
"size_label": "Small",
"display": "Risk 1.0% → Position 29.4% → 1 unit(s) → Max Loss $94.68"
},
"why_wins_today": [
{
"rank": 1,
"dimension": "relative_strength",
"label": "Highest Relative Strength",
"primary_value": 12.88,
"runner_up_value": 7.87,
"wins": true
},
{
"rank": 2,
"dimension": "expected_range",
"label": "Largest Expected Range",
"primary_value": 10.74,
"runner_up_value": 5.06,
"wins": true
},
{
"rank": 3,
"dimension": "win_prob",
"label": "Highest Probability",
"primary_value": 72.0,
"runner_up_value": 72.0,
"wins": true
}
],
"why_not_alternatives": [
{
"symbol": "AMD",
"rank": 2,
"reasons": [
"ER 2.9% vs 2.4%",
"Score 1.93 vs 0.86",
"RS +12.9% vs +5.3%"
],
"summary": "Why ARM over AMD: ER 2.9% vs 2.4% · Score 1.93 vs 0.86 · RS +12.9% vs +5.3%"
},
{
"symbol": "META",
"rank": 3,
"reasons": [
"Win% 72 vs 66",
"ER 2.9% vs 2.5%",
"Score 1.93 vs 0.83",
"RS +12.9% vs +7.9%"
],
"summary": "Why ARM over META: Win% 72 vs 66 · ER 2.9% vs 2.5% · Score 1.93 vs 0.83 · RS +12.9% vs +7.9%"
},
{
"symbol": "TQQQ",
"rank": 4,
"reasons": [
"Win% 72 vs 66",
"ER 2.9% vs 1.9%",
"Score 1.93 vs 0.61",
"RS +12.9% vs +5.8%"
],
"summary": "Why ARM over TQQQ: Win% 72 vs 66 · ER 2.9% vs 1.9% · Score 1.93 vs 0.61 · RS +12.9% vs +5.8%"
},
{
"symbol": "TSLA",
"rank": 5,
"reasons": [
"Win% 72 vs 66",
"ER 2.9% vs 0.5%",
"Score 1.93 vs 0.15",
"RS +12.9% vs +1.0%",
"R:R 0.91 vs 0.62",
"Tradeable (Small) vs Pass"
],
"summary": "Why ARM over TSLA: Win% 72 vs 66 · ER 2.9% vs 0.5% · Score 1.93 vs 0.15 · RS +12.9% vs +1.0% · R:R 0.91 vs 0.62 · Tradeable (Small) vs Pass"
},
{
"symbol": "SMH",
"rank": 6,
"reasons": [
"Win% 72 vs 66",
"ER 2.9% vs 0.4%",
"Score 1.93 vs 0.12",
"RS +12.9% vs +0.5%",
"Tradeable (Small) vs Pass"
],
"summary": "Why ARM over SMH: Win% 72 vs 66 · ER 2.9% vs 0.4% · Score 1.93 vs 0.12 · RS +12.9% vs +0.5% · Tradeable (Small) vs Pass"
}
],
"avoid": [],
"one_liner": "做多 ARM：在 326.19 附近入场，目标 335.79，预期 +2.94%",
"p16_gate": "No Trade",
"advisory": true
},
"best_trades": {
"primary": {
"rank": 1,
"symbol": "ARM",
"direction": "LONG",
"instrument": "Stock",
"horizon": "Intraday",
"confidence": 72,
"confidence_stars": "★★★☆☆",
"expected_move": "+2.94%",
"expected_return_pct": 2.94,
"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": 0.91,
"final_score": 1.93,
"trade_action": "Small",
"relative_strength": 12.88,
"entry": "Above 326.2 (ORB高点)",
"entry_source": "orb_high",
"entry_price": 326.19,
"entry_zone": {
"low": 325.21,
"high": 327.17,
"mid": 326.19,
"anchors": [
{
"source": "orb_high",
"label": "ORB高点",
"price": 326.19
}
],
"display": "Entry Zone 325–327",
"entry_source": "orb_high",
"tolerance_pct": 0.3
},
"stop": "315.7 (ORB低点)",
"stop_source": "orb_low",
"stop_price": 315.67,
"target": "335.8 (预期收盘)",
"target_source": "expected_close",
"target_price": 335.79,
"targets": [
"335.8 (预期收盘)"
],
"level_anchors": {
"vwap": 320.38,
"orb_high": 326.19,
"orb_low": 315.67,
"prev_high": 275.61,
"prev_low": 275.61,
"prior_close": 275.61,
"orb_from_minute": true
},
"levels_valid": true,
"why": [
"RS vs QQQ +12.88%",
"RS vs SMH +12.37%",
"Volume 信号"
],
"why_chain": "RS vs QQQ +12.88% · RS vs SMH +12.37% · Volume 信号",
"why_vs_runner_up": "ARM RS +12.9% vs AMD +5.3%；ER 5.4% vs 2.4%；higher beta (5.7 vs 2.9)；relative strength",
"factor_breakdown": {
"relative_strength_vs_qqq": 12.88,
"relative_strength_vs_smh": 12.37,
"relative_weakness_score": -20.3,
"gap_pct": 16.35,
"beta_proxy": 5.68,
"volume_signal": true,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": -0.94,
"prior_day_change_pct": 0.0
},
"edge_type": "Sector Edge",
"score_formula_display": "final = win_prob(72%) × ER(5.4%) × rr_weight(0.5) / 100",
"expected_high": 335.79,
"expected_low": 301.57,
"expected_close": 335.79,
"current_price": 318.68,
"upside_pct": 5.37,
"downside_risk_pct": 5.37,
"why_factors": [
"RS vs QQQ +12.88%",
"RS vs SMH +12.37%",
"Volume 信号"
],
"why_today": "RS vs QQQ +12.88% · RS vs SMH +12.37% · Volume 信号",
"gap_pct": 16.35,
"rr_display": {
"reward_risk_ratio": 0.91,
"risk_reward_ratio": 1.1,
"reward_per_share": 9.6,
"risk_per_share": 10.52,
"label_reward_risk": "Reward/Risk 0.91",
"label_risk_reward": "Risk:Reward 1:1.10",
"display": "Reward/Risk 0.91 · Risk:Reward 1:1.10",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"catalyst": "Fed Headlines · Geopolitical Risk",
"invalidation": "Close below stop $315.67 · Geopolitical escalation invalidates mean-reversion",
"advisory": true,
"level_reasons": {
"entry": {
"price": 326.19,
"source": "orb_high",
"confidence": 77,
"reasons": [
{
"source": "orb_high",
"label": "ORB High",
"price": 326.19,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
},
"stop": {
"price": 315.67,
"source": "orb_low",
"confidence": 77,
"reasons": [
{
"source": "orb_low",
"label": "ORB Low",
"price": 315.67,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
},
"target": {
"price": 335.79,
"source": "expected_close",
"confidence": 77,
"reasons": [
{
"source": "expected_close",
"label": "Expected Close",
"price": 335.79,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
}
},
"return_calculation": "(335.79-326.19)/326.19=2.94%",
"heuristic_expected_return_pct": 5.37,
"target_action": "卖出/获利",
"trade_summary_cn": "做多 ARM：在 326.19 附近入场，目标 335.79，预期 +2.94%",
"expected_r": 0.3752,
"rr_below_hard_min": true,
"trade_economics": {
"account_size": 10000.0,
"risk_pct": 1.0,
"position_pct": 29.4,
"shares": 9,
"contracts": 1,
"max_loss_usd": 94.68,
"win_usd": 86.4,
"loss_usd": 94.68,
"expected_value_usd": 35.7,
"risk_per_share": 10.52,
"reward_per_share": 9.6,
"rr_display": {
"reward_risk_ratio": 0.91,
"risk_reward_ratio": 1.1,
"reward_per_share": 9.6,
"risk_per_share": 10.52,
"label_reward_risk": "Reward/Risk 0.91",
"label_risk_reward": "Risk:Reward 1:1.10",
"display": "Reward/Risk 0.91 · Risk:Reward 1:1.10",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"size_label": "Small",
"display": "$10,000 → Win +$86 / Loss -$95"
},
"position_sizing": {
"risk_pct": 1.0,
"position_pct": 29.4,
"contracts": 1,
"shares": 9,
"max_loss_usd": 94.68,
"size_label": "Small",
"display": "Risk 1.0% → Position 29.4% → 1 unit(s) → Max Loss $94.68"
},
"why_wins_today": [
{
"rank": 1,
"dimension": "relative_strength",
"label": "Highest Relative Strength",
"primary_value": 12.88,
"runner_up_value": 7.87,
"wins": true
},
{
"rank": 2,
"dimension": "expected_range",
"label": "Largest Expected Range",
"primary_value": 10.74,
"runner_up_value": 5.06,
"wins": true
},
{
"rank": 3,
"dimension": "win_prob",
"label": "Highest Probability",
"primary_value": 72.0,
"runner_up_value": 72.0,
"wins": true
}
],
"why_not_alternatives": [
{
"symbol": "AMD",
"rank": 2,
"reasons": [
"ER 2.9% vs 2.4%",
"Score 1.93 vs 0.86",
"RS +12.9% vs +5.3%"
],
"summary": "Why ARM over AMD: ER 2.9% vs 2.4% · Score 1.93 vs 0.86 · RS +12.9% vs +5.3%"
},
{
"symbol": "META",
"rank": 3,
"reasons": [
"Win% 72 vs 66",
"ER 2.9% vs 2.5%",
"Score 1.93 vs 0.83",
"RS +12.9% vs +7.9%"
],
"summary": "Why ARM over META: Win% 72 vs 66 · ER 2.9% vs 2.5% · Score 1.93 vs 0.83 · RS +12.9% vs +7.9%"
},
{
"symbol": "TQQQ",
"rank": 4,
"reasons": [
"Win% 72 vs 66",
"ER 2.9% vs 1.9%",
"Score 1.93 vs 0.61",
"RS +12.9% vs +5.8%"
],
"summary": "Why ARM over TQQQ: Win% 72 vs 66 · ER 2.9% vs 1.9% · Score 1.93 vs 0.61 · RS +12.9% vs +5.8%"
},
{
"symbol": "TSLA",
"rank": 5,
"reasons": [
"Win% 72 vs 66",
"ER 2.9% vs 0.5%",
"Score 1.93 vs 0.15",
"RS +12.9% vs +1.0%",
"R:R 0.91 vs 0.62",
"Tradeable (Small) vs Pass"
],
"summary": "Why ARM over TSLA: Win% 72 vs 66 · ER 2.9% vs 0.5% · Score 1.93 vs 0.15 · RS +12.9% vs +1.0% · R:R 0.91 vs 0.62 · Tradeable (Small) vs Pass"
},
{
"symbol": "SMH",
"rank": 6,
"reasons": [
"Win% 72 vs 66",
"ER 2.9% vs 0.4%",
"Score 1.93 vs 0.12",
"RS +12.9% vs +0.5%",
"Tradeable (Small) vs Pass"
],
"summary": "Why ARM over SMH: Win% 72 vs 66 · ER 2.9% vs 0.4% · Score 1.93 vs 0.12 · RS +12.9% vs +0.5% · Tradeable (Small) vs Pass"
}
],
"rank_summary": "ARM ranked #1 because weakest RS + largest expected range + highest probability",
"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": 35.7,
"win_scenario_usd": 86.4,
"loss_scenario_usd": 94.68,
"win_prob_pct": 72.0,
"display": "EV $+36 (win +$86 @ 72.0% · loss -$95)"
},
"entry_status": {
"current_price": 318.68,
"ideal_entry": 326.19,
"distance_pct": -2.3,
"remaining_er_pct": 5.37,
"live_expected_return_pct": 5.37,
"new_plan": null,
"alternate_entry": null,
"advisory": true,
"advisory_tag": "ADVISORY — 不构成投资建议",
"zone_low": 325.21,
"zone_high": 327.17,
"miss_threshold_pct": 1.0,
"status": "PREMARKET",
"status_reason": "Premarket Ideal Entry — plan not yet live",
"action_hint": "Entry still valid"
}
},
"secondary": {
"rank": 2,
"symbol": "AMD",
"direction": "LONG",
"instrument": "Stock",
"horizon": "Intraday",
"confidence": 72,
"confidence_stars": "★★★☆☆",
"expected_move": "+2.48%",
"expected_return_pct": 2.48,
"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": 33.32,
"final_score": 0.86,
"trade_action": "Small",
"relative_strength": 5.32,
"entry": "Above 605.0 (现价)",
"entry_source": "current",
"entry_price": 604.55,
"entry_zone": {
"low": 604.1,
"high": 605.0,
"mid": 604.55,
"anchors": [
{
"source": "orb_low",
"label": "ORB低点",
"price": 604.1
}
],
"display": "Entry Zone 604.10–605.00",
"entry_source": "current",
"tolerance_pct": 0.3
},
"stop": "604.1 (ORB低点)",
"stop_source": "orb_low",
"stop_price": 604.1,
"target": "619.5 (预期收盘)",
"target_source": "expected_close",
"target_price": 619.53,
"targets": [
"619.5 (预期收盘)"
],
"level_anchors": {
"vwap": 609.63,
"orb_high": 621.99,
"orb_low": 604.1,
"prev_high": 559.82,
"prev_low": 559.82,
"prior_close": 559.82,
"orb_from_minute": true
},
"levels_valid": true,
"why": [
"RS vs QQQ +5.32%",
"RS vs SMH +4.81%",
"Volume 信号"
],
"why_chain": "RS vs QQQ +5.32% · RS vs SMH +4.81% · Volume 信号",
"why_vs_runner_up": "—",
"factor_breakdown": {
"relative_strength_vs_qqq": 5.32,
"relative_strength_vs_smh": 4.81,
"relative_weakness_score": -8.21,
"gap_pct": 9.5,
"beta_proxy": 2.93,
"volume_signal": true,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": -0.94,
"prior_day_change_pct": 0.0
},
"edge_type": "Sector Edge",
"score_formula_display": "final = win_prob(72%) × ER(2.4%) × rr_weight(0.5) / 100",
"expected_high": 619.53,
"expected_low": 590.47,
"expected_close": 619.53,
"current_price": 605.0,
"upside_pct": 2.4,
"downside_risk_pct": 2.4,
"why_factors": [
"RS vs QQQ +5.32%",
"RS vs SMH +4.81%",
"Volume 信号"
],
"why_today": "RS vs QQQ +5.32% · RS vs SMH +4.81% · Volume 信号",
"gap_pct": 9.5,
"rr_display": {
"reward_risk_ratio": 33.29,
"risk_reward_ratio": 0.03,
"reward_per_share": 14.98,
"risk_per_share": 0.45,
"label_reward_risk": "Reward/Risk 33.29",
"label_risk_reward": "Risk:Reward 1:0.03",
"display": "Reward/Risk 33.29 · Risk:Reward 1:0.03",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"catalyst": "Fed Headlines · Geopolitical Risk",
"invalidation": "Close below stop $604.1 · Geopolitical escalation invalidates mean-reversion",
"advisory": true,
"level_reasons": {
"entry": {
"price": 604.55,
"source": "current",
"confidence": 55,
"reasons": []
},
"stop": {
"price": 604.1,
"source": "orb_low",
"confidence": 77,
"reasons": [
{
"source": "orb_low",
"label": "ORB Low",
"price": 604.1,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
},
"target": {
"price": 619.53,
"source": "expected_close",
"confidence": 77,
"reasons": [
{
"source": "expected_close",
"label": "Expected Close",
"price": 619.53,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
}
},
"return_calculation": "(619.53-604.55)/604.55=2.48%",
"heuristic_expected_return_pct": 2.4,
"target_action": "卖出/获利",
"trade_summary_cn": "做多 AMD：在 604.55 附近入场，目标 619.53，预期 +2.48%",
"expected_r": 23.7104,
"trade_economics": {
"account_size": 10000.0,
"risk_pct": 1.0,
"position_pct": 100.0,
"shares": 222,
"contracts": 1,
"max_loss_usd": 99.9,
"win_usd": 3325.56,
"loss_usd": 99.9,
"expected_value_usd": 2366.43,
"risk_per_share": 0.45,
"reward_per_share": 14.98,
"rr_display": {
"reward_risk_ratio": 33.29,
"risk_reward_ratio": 0.03,
"reward_per_share": 14.98,
"risk_per_share": 0.45,
"label_reward_risk": "Reward/Risk 33.29",
"label_risk_reward": "Risk:Reward 1:0.03",
"display": "Reward/Risk 33.29 · Risk:Reward 1:0.03",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"size_label": "Small",
"display": "$10,000 → Win +$3326 / Loss -$100"
},
"position_sizing": {
"risk_pct": 1.0,
"position_pct": 100.0,
"contracts": 1,
"shares": 222,
"max_loss_usd": 99.9,
"size_label": "Small",
"display": "Risk 1.0% → Position 100.0% → 1 unit(s) → Max Loss $99.9"
},
"why_wins_today": [
{
"rank": 1,
"dimension": "win_prob",
"label": "Highest Probability",
"primary_value": 72.0,
"runner_up_value": 72.0,
"wins": true
},
{
"rank": 2,
"dimension": "risk_reward",
"label": "Best Risk Reward",
"primary_value": 33.32,
"runner_up_value": 1.51,
"wins": true
}
],
"why_not_alternatives": [
{
"symbol": "ARM",
"rank": 1,
"reasons": [
"ER 2.5% vs 5.4%",
"Score 0.86 vs 1.93",
"RS +5.3% vs +12.9%",
"R:R 33.32 vs 1.0"
],
"summary": "Why AMD over ARM: ER 2.5% vs 5.4% · Score 0.86 vs 1.93 · RS +5.3% vs +12.9% · R:R 33.32 vs 1.0"
},
{
"symbol": "META",
"rank": 3,
"reasons": [
"Win% 72 vs 66",
"ER 2.5% vs 2.5%",
"Score 0.86 vs 0.83",
"RS +5.3% vs +7.9%",
"R:R 33.32 vs 1.0"
],
"summary": "Why AMD over META: Win% 72 vs 66 · ER 2.5% vs 2.5% · Score 0.86 vs 0.83 · RS +5.3% vs +7.9% · R:R 33.32 vs 1.0"
},
{
"symbol": "TQQQ",
"rank": 4,
"reasons": [
"Win% 72 vs 66",
"ER 2.5% vs 1.9%",
"Score 0.86 vs 0.61",
"RS +5.3% vs +5.8%",
"R:R 33.32 vs 1.0"
],
"summary": "Why AMD over TQQQ: Win% 72 vs 66 · ER 2.5% vs 1.9% · Score 0.86 vs 0.61 · RS +5.3% vs +5.8% · R:R 33.32 vs 1.0"
},
{
"symbol": "TSLA",
"rank": 5,
"reasons": [
"Win% 72 vs 66",
"ER 2.5% vs 0.5%",
"Score 0.86 vs 0.15",
"RS +5.3% vs +1.0%",
"R:R 33.32 vs 0.62",
"Tradeable (Small) vs Pass"
],
"summary": "Why AMD over TSLA: Win% 72 vs 66 · ER 2.5% vs 0.5% · Score 0.86 vs 0.15 · RS +5.3% vs +1.0% · R:R 33.32 vs 0.62 · Tradeable (Small) vs Pass"
},
{
"symbol": "SMH",
"rank": 6,
"reasons": [
"Win% 72 vs 66",
"ER 2.5% vs 0.4%",
"Score 0.86 vs 0.12",
"RS +5.3% vs +0.5%",
"R:R 33.32 vs 0.91",
"Tradeable (Small) vs Pass"
],
"summary": "Why AMD over SMH: Win% 72 vs 66 · ER 2.5% vs 0.4% · Score 0.86 vs 0.12 · RS +5.3% vs +0.5% · R:R 33.32 vs 0.91 · Tradeable (Small) vs Pass"
}
],
"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": 2366.43,
"win_scenario_usd": 3325.56,
"loss_scenario_usd": 99.9,
"win_prob_pct": 72.0,
"display": "EV $+2366 (win +$3326 @ 72.0% · loss -$100)"
},
"entry_status": {
"current_price": 605.0,
"ideal_entry": 604.55,
"distance_pct": 0.07,
"remaining_er_pct": 2.4,
"live_expected_return_pct": 2.4,
"new_plan": null,
"alternate_entry": null,
"advisory": true,
"advisory_tag": "ADVISORY — 不构成投资建议",
"zone_low": 604.1,
"zone_high": 605.0,
"miss_threshold_pct": 1.0,
"status": "PREMARKET",
"status_reason": "Premarket Ideal Entry — plan not yet live",
"action_hint": "Entry still valid"
}
},
"watchlist": null,
"index_trade": "NO TRADE",
"p16_gate": "No Trade",
"threshold_message": null,
"stock_trades": [
{
"rank": 1,
"symbol": "ARM",
"direction": "LONG",
"confidence": 72,
"expected_move": "+2.94%",
"why": "RS vs QQQ +12.88% · RS vs SMH +12.37% · Volume 信号"
},
{
"rank": 2,
"symbol": "AMD",
"direction": "LONG",
"confidence": 72,
"expected_move": "+2.48%",
"why": "RS vs QQQ +5.32% · RS vs SMH +4.81% · Volume 信号"
}
],
"top_trades": [
{
"rank": 1,
"symbol": "ARM",
"direction": "LONG",
"instrument": "Stock",
"horizon": "Intraday",
"confidence": 72,
"confidence_stars": "★★★☆☆",
"expected_move": "+2.94%",
"expected_return_pct": 2.94,
"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": 0.91,
"final_score": 1.93,
"trade_action": "Small",
"relative_strength": 12.88,
"entry": "Above 326.2 (ORB高点)",
"entry_source": "orb_high",
"entry_price": 326.19,
"entry_zone": {
"low": 325.21,
"high": 327.17,
"mid": 326.19,
"anchors": [
{
"source": "orb_high",
"label": "ORB高点",
"price": 326.19
}
],
"display": "Entry Zone 325–327",
"entry_source": "orb_high",
"tolerance_pct": 0.3
},
"stop": "315.7 (ORB低点)",
"stop_source": "orb_low",
"stop_price": 315.67,
"target": "335.8 (预期收盘)",
"target_source": "expected_close",
"target_price": 335.79,
"targets": [
"335.8 (预期收盘)"
],
"level_anchors": {
"vwap": 320.38,
"orb_high": 326.19,
"orb_low": 315.67,
"prev_high": 275.61,
"prev_low": 275.61,
"prior_close": 275.61,
"orb_from_minute": true
},
"levels_valid": true,
"why": [
"RS vs QQQ +12.88%",
"RS vs SMH +12.37%",
"Volume 信号"
],
"why_chain": "RS vs QQQ +12.88% · RS vs SMH +12.37% · Volume 信号",
"why_vs_runner_up": "ARM RS +12.9% vs AMD +5.3%；ER 5.4% vs 2.4%；higher beta (5.7 vs 2.9)；relative strength",
"factor_breakdown": {
"relative_strength_vs_qqq": 12.88,
"relative_strength_vs_smh": 12.37,
"relative_weakness_score": -20.3,
"gap_pct": 16.35,
"beta_proxy": 5.68,
"volume_signal": true,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": -0.94,
"prior_day_change_pct": 0.0
},
"edge_type": "Sector Edge",
"score_formula_display": "final = win_prob(72%) × ER(5.4%) × rr_weight(0.5) / 100",
"expected_high": 335.79,
"expected_low": 301.57,
"expected_close": 335.79,
"current_price": 318.68,
"upside_pct": 5.37,
"downside_risk_pct": 5.37,
"why_factors": [
"RS vs QQQ +12.88%",
"RS vs SMH +12.37%",
"Volume 信号"
],
"why_today": "RS vs QQQ +12.88% · RS vs SMH +12.37% · Volume 信号",
"gap_pct": 16.35,
"rr_display": {
"reward_risk_ratio": 0.91,
"risk_reward_ratio": 1.1,
"reward_per_share": 9.6,
"risk_per_share": 10.52,
"label_reward_risk": "Reward/Risk 0.91",
"label_risk_reward": "Risk:Reward 1:1.10",
"display": "Reward/Risk 0.91 · Risk:Reward 1:1.10",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"catalyst": "Fed Headlines · Geopolitical Risk",
"invalidation": "Close below stop $315.67 · Geopolitical escalation invalidates mean-reversion",
"advisory": true,
"level_reasons": {
"entry": {
"price": 326.19,
"source": "orb_high",
"confidence": 77,
"reasons": [
{
"source": "orb_high",
"label": "ORB High",
"price": 326.19,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
},
"stop": {
"price": 315.67,
"source": "orb_low",
"confidence": 77,
"reasons": [
{
"source": "orb_low",
"label": "ORB Low",
"price": 315.67,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
},
"target": {
"price": 335.79,
"source": "expected_close",
"confidence": 77,
"reasons": [
{
"source": "expected_close",
"label": "Expected Close",
"price": 335.79,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
}
},
"return_calculation": "(335.79-326.19)/326.19=2.94%",
"heuristic_expected_return_pct": 5.37,
"target_action": "卖出/获利",
"trade_summary_cn": "做多 ARM：在 326.19 附近入场，目标 335.79，预期 +2.94%",
"expected_r": 0.3752,
"rr_below_hard_min": true,
"trade_economics": {
"account_size": 10000.0,
"risk_pct": 1.0,
"position_pct": 29.4,
"shares": 9,
"contracts": 1,
"max_loss_usd": 94.68,
"win_usd": 86.4,
"loss_usd": 94.68,
"expected_value_usd": 35.7,
"risk_per_share": 10.52,
"reward_per_share": 9.6,
"rr_display": {
"reward_risk_ratio": 0.91,
"risk_reward_ratio": 1.1,
"reward_per_share": 9.6,
"risk_per_share": 10.52,
"label_reward_risk": "Reward/Risk 0.91",
"label_risk_reward": "Risk:Reward 1:1.10",
"display": "Reward/Risk 0.91 · Risk:Reward 1:1.10",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"size_label": "Small",
"display": "$10,000 → Win +$86 / Loss -$95"
},
"position_sizing": {
"risk_pct": 1.0,
"position_pct": 29.4,
"contracts": 1,
"shares": 9,
"max_loss_usd": 94.68,
"size_label": "Small",
"display": "Risk 1.0% → Position 29.4% → 1 unit(s) → Max Loss $94.68"
},
"why_wins_today": [
{
"rank": 1,
"dimension": "relative_strength",
"label": "Highest Relative Strength",
"primary_value": 12.88,
"runner_up_value": 7.87,
"wins": true
},
{
"rank": 2,
"dimension": "expected_range",
"label": "Largest Expected Range",
"primary_value": 10.74,
"runner_up_value": 5.06,
"wins": true
},
{
"rank": 3,
"dimension": "win_prob",
"label": "Highest Probability",
"primary_value": 72.0,
"runner_up_value": 72.0,
"wins": true
}
],
"why_not_alternatives": [
{
"symbol": "AMD",
"rank": 2,
"reasons": [
"ER 2.9% vs 2.4%",
"Score 1.93 vs 0.86",
"RS +12.9% vs +5.3%"
],
"summary": "Why ARM over AMD: ER 2.9% vs 2.4% · Score 1.93 vs 0.86 · RS +12.9% vs +5.3%"
},
{
"symbol": "META",
"rank": 3,
"reasons": [
"Win% 72 vs 66",
"ER 2.9% vs 2.5%",
"Score 1.93 vs 0.83",
"RS +12.9% vs +7.9%"
],
"summary": "Why ARM over META: Win% 72 vs 66 · ER 2.9% vs 2.5% · Score 1.93 vs 0.83 · RS +12.9% vs +7.9%"
},
{
"symbol": "TQQQ",
"rank": 4,
"reasons": [
"Win% 72 vs 66",
"ER 2.9% vs 1.9%",
"Score 1.93 vs 0.61",
"RS +12.9% vs +5.8%"
],
"summary": "Why ARM over TQQQ: Win% 72 vs 66 · ER 2.9% vs 1.9% · Score 1.93 vs 0.61 · RS +12.9% vs +5.8%"
},
{
"symbol": "TSLA",
"rank": 5,
"reasons": [
"Win% 72 vs 66",
"ER 2.9% vs 0.5%",
"Score 1.93 vs 0.15",
"RS +12.9% vs +1.0%",
"R:R 0.91 vs 0.62",
"Tradeable (Small) vs Pass"
],
"summary": "Why ARM over TSLA: Win% 72 vs 66 · ER 2.9% vs 0.5% · Score 1.93 vs 0.15 · RS +12.9% vs +1.0% · R:R 0.91 vs 0.62 · Tradeable (Small) vs Pass"
},
{
"symbol": "SMH",
"rank": 6,
"reasons": [
"Win% 72 vs 66",
"ER 2.9% vs 0.4%",
"Score 1.93 vs 0.12",
"RS +12.9% vs +0.5%",
"Tradeable (Small) vs Pass"
],
"summary": "Why ARM over SMH: Win% 72 vs 66 · ER 2.9% vs 0.4% · Score 1.93 vs 0.12 · RS +12.9% vs +0.5% · Tradeable (Small) vs Pass"
}
],
"rank_summary": "ARM ranked #1 because weakest RS + largest expected range + highest probability",
"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": 35.7,
"win_scenario_usd": 86.4,
"loss_scenario_usd": 94.68,
"win_prob_pct": 72.0,
"display": "EV $+36 (win +$86 @ 72.0% · loss -$95)"
},
"entry_status": {
"current_price": 318.68,
"ideal_entry": 326.19,
"distance_pct": -2.3,
"remaining_er_pct": 5.37,
"live_expected_return_pct": 5.37,
"new_plan": null,
"alternate_entry": null,
"advisory": true,
"advisory_tag": "ADVISORY — 不构成投资建议",
"zone_low": 325.21,
"zone_high": 327.17,
"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": 72,
"confidence_stars": "★★★☆☆",
"expected_move": "+2.48%",
"expected_return_pct": 2.48,
"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": 33.32,
"final_score": 0.86,
"trade_action": "Small",
"relative_strength": 5.32,
"entry": "Above 605.0 (现价)",
"entry_source": "current",
"entry_price": 604.55,
"entry_zone": {
"low": 604.1,
"high": 605.0,
"mid": 604.55,
"anchors": [
{
"source": "orb_low",
"label": "ORB低点",
"price": 604.1
}
],
"display": "Entry Zone 604.10–605.00",
"entry_source": "current",
"tolerance_pct": 0.3
},
"stop": "604.1 (ORB低点)",
"stop_source": "orb_low",
"stop_price": 604.1,
"target": "619.5 (预期收盘)",
"target_source": "expected_close",
"target_price": 619.53,
"targets": [
"619.5 (预期收盘)"
],
"level_anchors": {
"vwap": 609.63,
"orb_high": 621.99,
"orb_low": 604.1,
"prev_high": 559.82,
"prev_low": 559.82,
"prior_close": 559.82,
"orb_from_minute": true
},
"levels_valid": true,
"why": [
"RS vs QQQ +5.32%",
"RS vs SMH +4.81%",
"Volume 信号"
],
"why_chain": "RS vs QQQ +5.32% · RS vs SMH +4.81% · Volume 信号",
"why_vs_runner_up": "—",
"factor_breakdown": {
"relative_strength_vs_qqq": 5.32,
"relative_strength_vs_smh": 4.81,
"relative_weakness_score": -8.21,
"gap_pct": 9.5,
"beta_proxy": 2.93,
"volume_signal": true,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": -0.94,
"prior_day_change_pct": 0.0
},
"edge_type": "Sector Edge",
"score_formula_display": "final = win_prob(72%) × ER(2.4%) × rr_weight(0.5) / 100",
"expected_high": 619.53,
"expected_low": 590.47,
"expected_close": 619.53,
"current_price": 605.0,
"upside_pct": 2.4,
"downside_risk_pct": 2.4,
"why_factors": [
"RS vs QQQ +5.32%",
"RS vs SMH +4.81%",
"Volume 信号"
],
"why_today": "RS vs QQQ +5.32% · RS vs SMH +4.81% · Volume 信号",
"gap_pct": 9.5,
"rr_display": {
"reward_risk_ratio": 33.29,
"risk_reward_ratio": 0.03,
"reward_per_share": 14.98,
"risk_per_share": 0.45,
"label_reward_risk": "Reward/Risk 33.29",
"label_risk_reward": "Risk:Reward 1:0.03",
"display": "Reward/Risk 33.29 · Risk:Reward 1:0.03",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"catalyst": "Fed Headlines · Geopolitical Risk",
"invalidation": "Close below stop $604.1 · Geopolitical escalation invalidates mean-reversion",
"advisory": true,
"level_reasons": {
"entry": {
"price": 604.55,
"source": "current",
"confidence": 55,
"reasons": []
},
"stop": {
"price": 604.1,
"source": "orb_low",
"confidence": 77,
"reasons": [
{
"source": "orb_low",
"label": "ORB Low",
"price": 604.1,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
},
"target": {
"price": 619.53,
"source": "expected_close",
"confidence": 77,
"reasons": [
{
"source": "expected_close",
"label": "Expected Close",
"price": 619.53,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
}
},
"return_calculation": "(619.53-604.55)/604.55=2.48%",
"heuristic_expected_return_pct": 2.4,
"target_action": "卖出/获利",
"trade_summary_cn": "做多 AMD：在 604.55 附近入场，目标 619.53，预期 +2.48%",
"expected_r": 23.7104,
"trade_economics": {
"account_size": 10000.0,
"risk_pct": 1.0,
"position_pct": 100.0,
"shares": 222,
"contracts": 1,
"max_loss_usd": 99.9,
"win_usd": 3325.56,
"loss_usd": 99.9,
"expected_value_usd": 2366.43,
"risk_per_share": 0.45,
"reward_per_share": 14.98,
"rr_display": {
"reward_risk_ratio": 33.29,
"risk_reward_ratio": 0.03,
"reward_per_share": 14.98,
"risk_per_share": 0.45,
"label_reward_risk": "Reward/Risk 33.29",
"label_risk_reward": "Risk:Reward 1:0.03",
"display": "Reward/Risk 33.29 · Risk:Reward 1:0.03",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"size_label": "Small",
"display": "$10,000 → Win +$3326 / Loss -$100"
},
"position_sizing": {
"risk_pct": 1.0,
"position_pct": 100.0,
"contracts": 1,
"shares": 222,
"max_loss_usd": 99.9,
"size_label": "Small",
"display": "Risk 1.0% → Position 100.0% → 1 unit(s) → Max Loss $99.9"
},
"why_wins_today": [
{
"rank": 1,
"dimension": "win_prob",
"label": "Highest Probability",
"primary_value": 72.0,
"runner_up_value": 72.0,
"wins": true
},
{
"rank": 2,
"dimension": "risk_reward",
"label": "Best Risk Reward",
"primary_value": 33.32,
"runner_up_value": 1.51,
"wins": true
}
],
"why_not_alternatives": [
{
"symbol": "ARM",
"rank": 1,
"reasons": [
"ER 2.5% vs 5.4%",
"Score 0.86 vs 1.93",
"RS +5.3% vs +12.9%",
"R:R 33.32 vs 1.0"
],
"summary": "Why AMD over ARM: ER 2.5% vs 5.4% · Score 0.86 vs 1.93 · RS +5.3% vs +12.9% · R:R 33.32 vs 1.0"
},
{
"symbol": "META",
"rank": 3,
"reasons": [
"Win% 72 vs 66",
"ER 2.5% vs 2.5%",
"Score 0.86 vs 0.83",
"RS +5.3% vs +7.9%",
"R:R 33.32 vs 1.0"
],
"summary": "Why AMD over META: Win% 72 vs 66 · ER 2.5% vs 2.5% · Score 0.86 vs 0.83 · RS +5.3% vs +7.9% · R:R 33.32 vs 1.0"
},
{
"symbol": "TQQQ",
"rank": 4,
"reasons": [
"Win% 72 vs 66",
"ER 2.5% vs 1.9%",
"Score 0.86 vs 0.61",
"RS +5.3% vs +5.8%",
"R:R 33.32 vs 1.0"
],
"summary": "Why AMD over TQQQ: Win% 72 vs 66 · ER 2.5% vs 1.9% · Score 0.86 vs 0.61 · RS +5.3% vs +5.8% · R:R 33.32 vs 1.0"
},
{
"symbol": "TSLA",
"rank": 5,
"reasons": [
"Win% 72 vs 66",
"ER 2.5% vs 0.5%",
"Score 0.86 vs 0.15",
"RS +5.3% vs +1.0%",
"R:R 33.32 vs 0.62",
"Tradeable (Small) vs Pass"
],
"summary": "Why AMD over TSLA: Win% 72 vs 66 · ER 2.5% vs 0.5% · Score 0.86 vs 0.15 · RS +5.3% vs +1.0% · R:R 33.32 vs 0.62 · Tradeable (Small) vs Pass"
},
{
"symbol": "SMH",
"rank": 6,
"reasons": [
"Win% 72 vs 66",
"ER 2.5% vs 0.4%",
"Score 0.86 vs 0.12",
"RS +5.3% vs +0.5%",
"R:R 33.32 vs 0.91",
"Tradeable (Small) vs Pass"
],
"summary": "Why AMD over SMH: Win% 72 vs 66 · ER 2.5% vs 0.4% · Score 0.86 vs 0.12 · RS +5.3% vs +0.5% · R:R 33.32 vs 0.91 · Tradeable (Small) vs Pass"
}
],
"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": 2366.43,
"win_scenario_usd": 3325.56,
"loss_scenario_usd": 99.9,
"win_prob_pct": 72.0,
"display": "EV $+2366 (win +$3326 @ 72.0% · loss -$100)"
},
"entry_status": {
"current_price": 605.0,
"ideal_entry": 604.55,
"distance_pct": 0.07,
"remaining_er_pct": 2.4,
"live_expected_return_pct": 2.4,
"new_plan": null,
"alternate_entry": null,
"advisory": true,
"advisory_tag": "ADVISORY — 不构成投资建议",
"zone_low": 604.1,
"zone_high": 605.0,
"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": 66,
"confidence_stars": "★★★☆☆",
"expected_move": "+1.81%",
"expected_return_pct": 1.81,
"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": 1.85,
"final_score": 0.61,
"trade_action": "Small",
"relative_strength": 5.84,
"entry": "Above 78.9 (VWAP)",
"entry_source": "vwap",
"entry_price": 78.91,
"entry_zone": {
"low": 78.67,
"high": 79.15,
"mid": 78.91,
"anchors": [
{
"source": "vwap",
"label": "VWAP",
"price": 78.91
}
],
"display": "Entry Zone 78.67–79.15",
"entry_source": "vwap",
"tolerance_pct": 0.3
},
"stop": "78.1 (ORB低点)",
"stop_source": "orb_low",
"stop_price": 78.14,
"target": "80.3 (预期收盘)",
"target_source": "expected_close",
"target_price": 80.34,
"targets": [
"80.3 (预期收盘)"
],
"level_anchors": {
"vwap": 78.91,
"orb_high": 79.61,
"orb_low": 78.14,
"prev_high": 72.64,
"prev_low": 72.64,
"prior_close": 72.64,
"orb_from_minute": true
},
"levels_valid": true,
"why": [
"RS vs QQQ +5.84%",
"Volume 信号"
],
"why_chain": "RS vs QQQ +5.84% · Volume 信号",
"why_vs_runner_up": "—",
"factor_breakdown": {
"relative_strength_vs_qqq": 5.84,
"relative_strength_vs_smh": 5.33,
"relative_weakness_score": -9.04,
"gap_pct": 8.52,
"beta_proxy": 3.12,
"volume_signal": true,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": -0.94,
"prior_day_change_pct": 0.0
},
"edge_type": "Relative Strength",
"score_formula_display": "final = win_prob(66%) × ER(1.8%) × rr_weight(0.5) / 100",
"expected_high": 80.34,
"expected_low": 77.42,
"expected_close": 80.34,
"current_price": 78.88,
"upside_pct": 1.85,
"downside_risk_pct": 1.85,
"why_factors": [
"RS vs QQQ +5.84%",
"Volume 信号"
],
"why_today": "RS vs QQQ +5.84% · Volume 信号",
"gap_pct": 8.52,
"rr_display": {
"reward_risk_ratio": 1.86,
"risk_reward_ratio": 0.54,
"reward_per_share": 1.43,
"risk_per_share": 0.77,
"label_reward_risk": "Reward/Risk 1.86",
"label_risk_reward": "Risk:Reward 1:0.54",
"display": "Reward/Risk 1.86 · Risk:Reward 1:0.54",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"catalyst": "Fed Headlines · Geopolitical Risk",
"invalidation": "Close below stop $78.14 · Geopolitical escalation invalidates mean-reversion",
"advisory": true,
"level_reasons": {
"entry": {
"price": 78.91,
"source": "vwap",
"confidence": 77,
"reasons": [
{
"source": "vwap",
"label": "VWAP",
"price": 78.91,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
},
"stop": {
"price": 78.14,
"source": "orb_low",
"confidence": 77,
"reasons": [
{
"source": "orb_low",
"label": "ORB Low",
"price": 78.14,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
},
"target": {
"price": 80.34,
"source": "expected_close",
"confidence": 77,
"reasons": [
{
"source": "expected_close",
"label": "Expected Close",
"price": 80.34,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
}
},
"return_calculation": "(80.34-78.91)/78.91=1.81%",
"heuristic_expected_return_pct": 1.85,
"target_action": "卖出/获利",
"trade_summary_cn": "做多 TQQQ：在 78.91 附近入场，目标 80.34，预期 +1.81%",
"expected_r": 0.881,
"trade_economics": {
"account_size": 10000.0,
"risk_pct": 1.0,
"position_pct": 100.0,
"shares": 129,
"contracts": 1,
"max_loss_usd": 99.33,
"win_usd": 184.47,
"loss_usd": 99.33,
"expected_value_usd": 87.98,
"risk_per_share": 0.77,
"reward_per_share": 1.43,
"rr_display": {
"reward_risk_ratio": 1.86,
"risk_reward_ratio": 0.54,
"reward_per_share": 1.43,
"risk_per_share": 0.77,
"label_reward_risk": "Reward/Risk 1.86",
"label_risk_reward": "Risk:Reward 1:0.54",
"display": "Reward/Risk 1.86 · Risk:Reward 1:0.54",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"size_label": "Small",
"display": "$10,000 → Win +$184 / Loss -$99"
},
"position_sizing": {
"risk_pct": 1.0,
"position_pct": 100.0,
"contracts": 1,
"shares": 129,
"max_loss_usd": 99.33,
"size_label": "Small",
"display": "Risk 1.0% → Position 100.0% → 1 unit(s) → Max Loss $99.33"
},
"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": 1.85,
"runner_up_value": 1.51,
"wins": true
}
],
"why_not_alternatives": [
{
"symbol": "ARM",
"rank": 1,
"reasons": [
"Win% 66 vs 72",
"ER 1.8% vs 5.4%",
"Score 0.61 vs 1.93",
"RS +5.8% vs +12.9%",
"R:R 1.85 vs 1.0"
],
"summary": "Why TQQQ over ARM: Win% 66 vs 72 · ER 1.8% vs 5.4% · Score 0.61 vs 1.93 · RS +5.8% vs +12.9% · R:R 1.85 vs 1.0"
},
{
"symbol": "AMD",
"rank": 2,
"reasons": [
"Win% 66 vs 72",
"ER 1.8% vs 2.4%",
"Score 0.61 vs 0.86",
"RS +5.8% vs +5.3%",
"R:R 1.85 vs 1.0"
],
"summary": "Why TQQQ over AMD: Win% 66 vs 72 · ER 1.8% vs 2.4% · Score 0.61 vs 0.86 · RS +5.8% vs +5.3% · R:R 1.85 vs 1.0"
},
{
"symbol": "META",
"rank": 3,
"reasons": [
"ER 1.8% vs 2.5%",
"Score 0.61 vs 0.83",
"RS +5.8% vs +7.9%",
"R:R 1.85 vs 1.0",
"Tradeable (Small) vs Pass"
],
"summary": "Why TQQQ over META: ER 1.8% vs 2.5% · Score 0.61 vs 0.83 · RS +5.8% vs +7.9% · R:R 1.85 vs 1.0 · Tradeable (Small) vs Pass"
},
{
"symbol": "TSLA",
"rank": 5,
"reasons": [
"ER 1.8% vs 0.5%",
"Score 0.61 vs 0.15",
"RS +5.8% vs +1.0%",
"R:R 1.85 vs 0.62",
"Tradeable (Small) vs Pass"
],
"summary": "Why TQQQ over TSLA: ER 1.8% vs 0.5% · Score 0.61 vs 0.15 · RS +5.8% vs +1.0% · R:R 1.85 vs 0.62 · Tradeable (Small) vs Pass"
},
{
"symbol": "SMH",
"rank": 6,
"reasons": [
"ER 1.8% vs 0.4%",
"Score 0.61 vs 0.12",
"RS +5.8% vs +0.5%",
"R:R 1.85 vs 0.91",
"Tradeable (Small) vs Pass"
],
"summary": "Why TQQQ over SMH: ER 1.8% vs 0.4% · Score 0.61 vs 0.12 · RS +5.8% vs +0.5% · R:R 1.85 vs 0.91 · Tradeable (Small) vs Pass"
}
],
"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": 87.98,
"win_scenario_usd": 184.47,
"loss_scenario_usd": 99.33,
"win_prob_pct": 66.0,
"display": "EV $+88 (win +$184 @ 66.0% · loss -$99)"
},
"entry_status": {
"current_price": 78.88,
"ideal_entry": 78.91,
"distance_pct": -0.04,
"remaining_er_pct": 1.85,
"live_expected_return_pct": 1.85,
"new_plan": null,
"alternate_entry": null,
"advisory": true,
"advisory_tag": "ADVISORY — 不构成投资建议",
"zone_low": 78.67,
"zone_high": 79.15,
"miss_threshold_pct": 1.0,
"status": "PREMARKET",
"status_reason": "Premarket Ideal Entry — plan not yet live",
"action_hint": "Entry still valid"
}
}
],
"watchlist_items": [
{
"symbol": "META",
"rank": 3,
"win_prob": 66.0,
"expected_return_pct": 2.53,
"trade_action": "Pass",
"why": "RS vs QQQ +7.87% · Volume 信号",
"note": "Monitor — below trade threshold"
},
{
"symbol": "TSLA",
"rank": 5,
"win_prob": 66.0,
"expected_return_pct": 0.47,
"trade_action": "Pass",
"why": "RS vs QQQ +1.03% · Volume 信号 · 期望R 0.07 < 0.20（EV门禁）",
"note": "Monitor — below trade threshold"
},
{
"symbol": "SMH",
"rank": 6,
"win_prob": 66.0,
"expected_return_pct": 0.38,
"trade_action": "Pass",
"why": "RS vs QQQ +0.51% · Volume 信号 · 几何上行 <1.5%（软门槛）",
"note": "Monitor — below trade threshold"
},
{
"symbol": "QQQ",
"rank": 7,
"win_prob": 59.0,
"expected_return_pct": 0.22,
"trade_action": "Pass",
"why": "News 1 · Volume 信号 · 期望R -0.04 < 0.20（EV门禁）",
"note": "Monitor — below trade threshold"
},
{
"symbol": "XLK",
"rank": 8,
"win_prob": 54.0,
"expected_return_pct": 0.21,
"trade_action": "Pass",
"why": "Volume 信号 · 期望R -0.13 < 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 734.2 (swing zone)",
"entry_source": "swing_zone",
"entry_price": 734.24,
"entry_zone": {
"low": 720.56,
"high": 736.45,
"mid": 734.24,
"display": "$720.56–$736.45",
"source": "swing_pullback"
},
"stop": "693.2 (1.75xATR)",
"stop_source": "1.75xATR",
"stop_price": 693.2,
"target": "789.0 (T1 ~7.5%)",
"target_source": "2xATR_or_5pct",
"target_price": 788.96,
"targets": [
{
"price": 788.96,
"label": "T1",
"pct": 7.45
},
{
"price": 816.32,
"label": "T2",
"pct": 11.18
}
],
"expected_return_pct": 7.45,
"expected_move": "+7.45%",
"risk_reward": 1.33,
"win_prob": 66.0,
"final_score": 0.83,
"swing_quality": 7.29,
"atr": 27.3601,
"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": 736.45,
"why": [
"高流动性波段标的 META",
"Prior day +0.0%",
"5D momentum +11.4%",
"RS vs QQQ +7.87%",
"Swing score 7.3"
],
"why_chain": "高流动性波段标的 META · Prior day +0.0% · 5D momentum +11.4% · RS vs QQQ +7.87%",
"invalidation": "Close beyond stop $693.2 or thesis broken (trend flip / catalyst fade)",
"trade_summary_cn": "波段做多 META：理想入场 $720.56–$736.45，止损 $693.2，目标 $788.96（约 +7.5%），持仓天数–数周",
"one_liner": "波段做多 META：理想入场 $720.56–$736.45，止损 $693.2，目标 $788.96（约 +7.5%），持仓天数–数周",
"edge_type": "Relative Strength",
"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 +2.75%"
},
"sector_edge": {
"edge": "YES",
"why": "SMH 领先 QQQ +0.48%",
"sector": "Semiconductor"
},
"stock_edge": {
"edge": "NO",
"why": "无单票 RS+新闻+量能共振"
},
"advisory": "ADVISORY — 不构成投资建议"
},
"trade_candidates": [
{
"symbol": "ARM",
"win_prob": 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": 5.37,
"expected_high": 335.79,
"expected_low": 301.57,
"expected_close": 335.79,
"current_price": 318.68,
"upside_pct": 5.37,
"downside_risk_pct": 5.37,
"risk_reward": 1.0,
"rr_display": {
"reward_risk_ratio": 1.0,
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"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"expected_r": -0.1904,
"final_score": 0.0,
"trade_action": "Pass",
"trade": "Pass",
"gap_pct": -2.81,
"relative_strength": -6.93,
"relative_strength_vs_smh": -7.44,
"relative_weakness_score": 11.39,
"prior_day_change_pct": 0.0,
"why_factors": [
"RS 弱于 QQQ -6.93%",
"Volume 信号",
"期望R -0.19 < 0.20（EV门禁）"
],
"why": "RS 弱于 QQQ -6.93% · Volume 信号 · 期望R -0.19 < 0.20（EV门禁）",
"score": 0,
"news_count": 0,
"factor_breakdown": {
"relative_strength_vs_qqq": -6.93,
"relative_strength_vs_smh": -7.44,
"relative_weakness_score": 11.39,
"gap_pct": -2.81,
"beta_proxy": -1.52,
"volume_signal": true,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": -0.94,
"prior_day_change_pct": 0.0
},
"edge_type": "Relative Weakness",
"score_formula_display": "final = win_prob(44%) × ER(-1.6%) × rr_weight(0.5) / 100",
"rr_weight": 0.5,
"why_vs_runner_up": "—",
"advisory": true,
"rank": 19,
"direction": "LONG"
}
]
},
"intraday": {
"s5": {
"driver_still_valid": true,
"action": "Hold"
},
"s6": {
"trade_valid": true,
"action": "Hold"
},
"s7": {
"actual_driver": "AI/Semiconductor",
"attribution": {
"ai": 0.767,
"bond": 0.17,
"oil": 0.0,
"macro": 0.013,
"other": 0.05,
"splits": {}
}
}
},
"trade_plan": {},
"actual": {},
"attribution": {
"ai": 0.767,
"bond": 0.17,
"oil": 0.0,
"macro": 0.013,
"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": "ARM",
"trade_direction": "LONG",
"primary_symbol": "ARM",
"predicted_return_pct": 2.94,
"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-55"
],
"bayesian_drivers": {
"AI": 1.0,
"Bond": 0.0,
"Macro": 0.0,
"Oil": 0.0,
"Risk": 0.0
},
"data_gaps": []
}