Market Case · 2026-09-24

Day 59

9/9 Steps

流程 Case 核对 Learning 起始日 2026-07-02（Day 1）

Regime · Hypothesis

R0 Regime: AI Expansion (82.0%)
Hypothesis: AI/Semiconductor leads index today; macro is secondary variable
ID: H-2026-09-24-001

Labels · Attribution

真正 Driver: AI/Semiconductor
Hypothesis 结果: 部分对
Scenario 预测: A
Scenario 实际: B
Scenario 命中: ✗
AI 贡献: 51%
Bond: 29%

Surprise · Lesson

Surprise：No major surprises vs typical driver mix

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

Evidence / Counter

Evidence

VIX=16.1 (low fear)

Counter

VIX↑ 5.9% (risk-off pressure)
NVDA -2.6%
SMH -2.8%
10Y=4.96% (elevated rates)
Breadth 0% (narrow market)

Step 快捷入口

S0 S1 S2 S3 S4 S5 S6 S7 S8

原始 JSON

{
  "date": "2026-09-24",
  "features": {
    "dgs10": 4.96,
    "dgs2": null,
    "vix": 16.07,
    "vix_chg": 5.86,
    "qqq_chg": -0.96,
    "smh_chg": -1.27,
    "nvda_chg": -1.95,
    "spy_chg": 0.0,
    "oil_chg": 0.0,
    "dxy_chg": 0.12,
    "breadth_proxy": 0.14285714285714285,
    "qqq_gap": -1.5,
    "news_headline_count": 20,
    "news_bearish_ratio": 0.0,
    "news_ai_mentions": 20,
    "news_macro_mentions": 2,
    "news_oil_mentions": 2,
    "news_risk_mentions": 0
  },
  "regime": {
    "label": "AI Expansion",
    "confidence": 0.82
  },
  "hypothesis": {
    "id": "H-2026-09-24-001",
    "statement": "AI/Semiconductor leads index today; macro is secondary variable",
    "evidence": [
      "VIX=16.1 (low fear)"
    ],
    "counter_evidence": [
      "VIX↑ 5.9% (risk-off pressure)",
      "NVDA -2.6%",
      "SMH -2.8%",
      "10Y=4.96% (elevated rates)",
      "Breadth 0% (narrow market)"
    ],
    "confidence": 0.43,
    "status": "待验证"
  },
  "morning": {
    "bias": "Strong Bear",
    "total": -5,
    "driver_type": "Political",
    "daily_driver": "Geopolitical Risk (Iran)",
    "best_opportunity": {},
    "best_trades": {},
    "edges": {},
    "trade_candidates": []
  },
  "intraday": {
    "s5": {
      "driver_still_valid": true,
      "action": "Hold"
    },
    "s6": {
      "trade_valid": false,
      "action": "N/A"
    },
    "s7": {
      "actual_driver": "AI/Semiconductor",
      "attribution": {
        "ai": 0.507,
        "bond": 0.293,
        "oil": 0.0,
        "macro": 0.15,
        "other": 0.05,
        "splits": {}
      }
    }
  },
  "trade_plan": {},
  "actual": {},
  "attribution": {
    "ai": 0.507,
    "bond": 0.293,
    "oil": 0.0,
    "macro": 0.15,
    "other": 0.05,
    "splits": {}
  },
  "labels": {
    "actual_driver": "AI/Semiconductor",
    "agent_driver": "Geopolitical Risk (Iran)",
    "agent_driver_type": "Political",
    "corrected_driver_from_verify": null,
    "driver_splits": {},
    "hypothesis_correct": "部分对",
    "scenario_primary": "A",
    "scenario_actual": "B",
    "scenario_correct": false,
    "trade_recommendation": null,
    "trade_direction": null,
    "primary_symbol": null,
    "predicted_return_pct": null,
    "prediction_error_pct": null
  },
  "surprise": "No major surprises vs typical driver mix",
  "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-56"
  ],
  "bayesian_drivers": {
    "AI": 1.0,
    "Bond": 0.0,
    "Macro": 0.0,
    "Oil": 0.0,
    "Risk": 0.0
  },
  "data_gaps": []
}