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 60
H-2026-09-25-001Surprise：No major surprises vs typical driver mix
Lesson：Morning Hypothesis 被 Chip/Macro 冲突推翻——复盘 P10/P15 权重
{
"date": "2026-09-25",
"features": {
"dgs10": 5.11,
"dgs2": null,
"vix": 15.08,
"vix_chg": -3.77,
"qqq_chg": 0.46,
"smh_chg": 0.87,
"nvda_chg": -0.23,
"spy_chg": 0.0,
"oil_chg": 0.0,
"dxy_chg": -0.32,
"breadth_proxy": 0.7142857142857143,
"qqq_gap": 0.38,
"news_headline_count": 20,
"news_bearish_ratio": 0.0,
"news_ai_mentions": 17,
"news_macro_mentions": 3,
"news_oil_mentions": 4,
"news_risk_mentions": 2
},
"regime": {
"label": "AI Expansion",
"confidence": 0.82
},
"hypothesis": {
"id": "H-2026-09-25-001",
"statement": "AI/Semiconductor leads index today; macro is secondary variable",
"evidence": [
"VIX=15.1 (low fear)",
"VIX↓ -3.8% (risk-on)",
"SMH +1.3%",
"DXY↓ -0.32% (dollar weakness tailwind)",
"Breadth 71% (broad participation)"
],
"counter_evidence": [
"10Y=5.11% (elevated rates)"
],
"confidence": 0.88,
"status": "待验证"
},
"morning": {
"bias": "Bull",
"total": 5,
"driver_type": "Political",
"daily_driver": "Geopolitical Risk (Iran)",
"best_opportunity": {
"direction": "LONG",
"symbol": "AMD",
"instrument": "Stock",
"horizon": "Swing",
"confidence": 87,
"confidence_stars": "★★★★☆",
"entry": "Above 642.3 (VWAP)",
"entry_source": "vwap",
"entry_price": 642.29,
"stop": "629.3 (ORB低点)",
"stop_source": "orb_low",
"stop_price": 629.26,
"target": "656.1 (预期收盘)",
"target_source": "expected_close",
"target_price": 656.06,
"target_action": "卖出/获利",
"targets": [
"656.1 (预期收盘)"
],
"duration": "Swing",
"why": [
"RS vs QQQ +1.28%",
"RS vs SMH +0.66%",
"昨日强势 +4.4% 今日 gap 可控",
"Gap 未过度延伸",
"VIX 回落"
],
"why_chain": "RS vs QQQ +1.28% · RS vs SMH +0.66% · 昨日强势 +4.4% 今日 gap 可控 · Gap 未过度延伸",
"why_vs_runner_up": "AMD RS +1.3% vs ARM +3.9%；ER 2.2% vs 1.1%；Win% 87 vs 77；relative strength",
"factor_breakdown": {
"relative_strength_vs_qqq": 1.28,
"relative_strength_vs_smh": 0.66,
"relative_weakness_score": -1.68,
"gap_pct": 1.04,
"beta_proxy": 2.83,
"volume_signal": false,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": -3.77,
"prior_day_change_pct": 4.42
},
"edge_type": "Sector Edge",
"score_formula_display": "final = win_prob(87%) × ER(2.2%) × rr_weight(0.5) / 100",
"win_prob": 87.0,
"win_prob_breakdown": {
"components": [
{
"factor": "Base",
"key": "base",
"points": 50.0
},
{
"factor": "RS",
"key": "rs",
"points": 18.0
},
{
"factor": "Trend",
"key": "trend",
"points": 10.0
},
{
"factor": "Gap",
"key": "gap",
"points": 5.0
},
{
"factor": "Macro",
"key": "macro",
"points": 4.0
}
],
"total": 87.0,
"raw_total": 87.0,
"was_clamped": false
},
"expected_return_pct": 2.14,
"expected_move": "+2.14%",
"return_calculation": "(656.06-642.29)/642.29=2.14%",
"trade_summary_cn": "做多 AMD：在 642.29 附近入场，目标 656.06，预期 +2.14%",
"risk_reward": 1.05,
"rr_display": {
"reward_risk_ratio": 1.06,
"risk_reward_ratio": 0.94,
"reward_per_share": 13.77,
"risk_per_share": 13.03,
"label_reward_risk": "Reward/Risk 1.06",
"label_risk_reward": "Risk:Reward 1:0.94",
"display": "Reward/Risk 1.06 · Risk:Reward 1:0.94",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"entry_zone": {
"low": 640.36,
"high": 644.22,
"mid": 642.29,
"anchors": [
{
"source": "vwap",
"label": "VWAP",
"price": 642.29
}
],
"display": "Entry Zone 640–644",
"entry_source": "vwap",
"tolerance_pct": 0.3
},
"rank_summary": "AMD ranked #1 because largest expected range + highest probability + best reward/risk",
"win_prob_source": "rules",
"calibration": {
"calibrated_win_prob": 87.0,
"sample_size": 0,
"confidence_interval": null,
"source": "rules_fallback",
"match_quality": "insufficient",
"win_prob_source": "rules",
"disclaimer": "No historical matches; using rules breakdown"
},
"similar_days": [
{
"date": "2026-08-28",
"outcome": "win",
"return_pct": 3.92,
"match_score": 3,
"direction": "LONG"
}
],
"ev_distribution": {
"expected_value_usd": 72.0,
"win_scenario_usd": 96.39,
"loss_scenario_usd": 91.21,
"win_prob_pct": 87.0,
"display": "EV $+72 (win +$96 @ 87.0% · loss -$91)"
},
"final_score": 0.97,
"level_anchors": {
"vwap": 642.29,
"orb_high": 644.75,
"orb_low": 629.26,
"prev_high": null,
"prev_low": null,
"prior_close": 629.26,
"orb_from_minute": true
},
"level_reasons": {
"entry": {
"price": 642.29,
"source": "vwap",
"confidence": 89,
"reasons": [
{
"source": "vwap",
"label": "VWAP",
"price": 642.29,
"weight_pct": 70.0,
"matched": true,
"primary": true
},
{
"source": "orb_high",
"label": "ORB High",
"price": 644.75,
"weight_pct": 30.0,
"matched": true,
"primary": false
}
]
},
"stop": {
"price": 629.26,
"source": "orb_low",
"confidence": 77,
"reasons": [
{
"source": "orb_low",
"label": "ORB Low",
"price": 629.26,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
},
"target": {
"price": 656.06,
"source": "expected_close",
"confidence": 77,
"reasons": [
{
"source": "expected_close",
"label": "Expected Close",
"price": 656.06,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
}
},
"trade_economics": {
"account_size": 10000.0,
"risk_pct": 1.0,
"position_pct": 45.0,
"shares": 7,
"contracts": 1,
"max_loss_usd": 91.21,
"win_usd": 96.39,
"loss_usd": 91.21,
"expected_value_usd": 72.0,
"risk_per_share": 13.03,
"reward_per_share": 13.77,
"rr_display": {
"reward_risk_ratio": 1.06,
"risk_reward_ratio": 0.94,
"reward_per_share": 13.77,
"risk_per_share": 13.03,
"label_reward_risk": "Reward/Risk 1.06",
"label_risk_reward": "Risk:Reward 1:0.94",
"display": "Reward/Risk 1.06 · Risk:Reward 1:0.94",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"size_label": "Small",
"display": "$10,000 → Win +$96 / Loss -$91"
},
"position_sizing": {
"risk_pct": 1.0,
"position_pct": 45.0,
"contracts": 1,
"shares": 7,
"max_loss_usd": 91.21,
"size_label": "Small",
"display": "Risk 1.0% → Position 45.0% → 1 unit(s) → Max Loss $91.21"
},
"why_wins_today": [
{
"rank": 1,
"dimension": "expected_range",
"label": "Largest Expected Range",
"primary_value": 4.46,
"runner_up_value": 2.57,
"wins": true
},
{
"rank": 2,
"dimension": "win_prob",
"label": "Highest Probability",
"primary_value": 87.0,
"runner_up_value": 86.0,
"wins": true
},
{
"rank": 3,
"dimension": "risk_reward",
"label": "Best Risk Reward",
"primary_value": 1.05,
"runner_up_value": 1.0,
"wins": true
}
],
"why_not_alternatives": [
{
"symbol": "ARM",
"rank": 2,
"reasons": [
"Win% 87 vs 77",
"ER 2.1% vs 1.1%",
"Score 0.97 vs 0.42",
"RS +1.3% vs +3.9%",
"R:R 1.05 vs 1.0",
"Tradeable (Small) vs Pass"
],
"summary": "Why AMD over ARM: Win% 87 vs 77 · ER 2.1% vs 1.1% · Score 0.97 vs 0.42 · RS +1.3% vs +3.9% · R:R 1.05 vs 1.0 · Tradeable (Small) vs Pass"
},
{
"symbol": "META",
"rank": 3,
"reasons": [
"Win% 87 vs 70",
"ER 2.1% vs 1.0%",
"Score 0.97 vs 0.34",
"RS +1.3% vs +3.0%",
"R:R 1.05 vs 1.0",
"Tradeable (Small) vs Pass"
],
"summary": "Why AMD over META: Win% 87 vs 70 · ER 2.1% vs 1.0% · Score 0.97 vs 0.34 · RS +1.3% vs +3.0% · R:R 1.05 vs 1.0 · Tradeable (Small) vs Pass"
},
{
"symbol": "TQQQ",
"rank": 4,
"reasons": [
"Win% 87 vs 75",
"ER 2.1% vs 0.3%",
"Score 0.97 vs 0.13",
"R:R 1.05 vs 0.24",
"Tradeable (Small) vs Pass"
],
"summary": "Why AMD over TQQQ: Win% 87 vs 75 · ER 2.1% vs 0.3% · Score 0.97 vs 0.13 · R:R 1.05 vs 0.24 · Tradeable (Small) vs Pass"
},
{
"symbol": "MU",
"rank": 5,
"reasons": [
"Win% 87 vs 86",
"ER 2.1% vs 0.3%",
"Score 0.97 vs 0.12",
"RS +1.3% vs +0.5%",
"R:R 1.05 vs 1.0",
"Tradeable (Small) vs Pass"
],
"summary": "Why AMD over MU: Win% 87 vs 86 · ER 2.1% vs 0.3% · Score 0.97 vs 0.12 · RS +1.3% vs +0.5% · R:R 1.05 vs 1.0 · Tradeable (Small) vs Pass"
},
{
"symbol": "AVGO",
"rank": 6,
"reasons": [
"Win% 87 vs 71",
"ER 2.1% vs 0.3%",
"Score 0.97 vs 0.11",
"RS +1.3% vs +0.8%",
"R:R 1.05 vs 1.0",
"Tradeable (Small) vs Pass"
],
"summary": "Why AMD over AVGO: Win% 87 vs 71 · ER 2.1% vs 0.3% · Score 0.97 vs 0.11 · RS +1.3% vs +0.8% · R:R 1.05 vs 1.0 · Tradeable (Small) vs Pass"
}
],
"avoid": [],
"one_liner": "做多 AMD：在 642.29 附近入场，目标 656.06，预期 +2.14%",
"p16_gate": "No Trade",
"advisory": true
},
"best_trades": {
"primary": {
"rank": 1,
"symbol": "AMD",
"direction": "LONG",
"instrument": "Stock",
"horizon": "Swing",
"confidence": 87,
"confidence_stars": "★★★★☆",
"expected_move": "+2.14%",
"expected_return_pct": 2.14,
"win_prob": 87.0,
"win_prob_breakdown": {
"components": [
{
"factor": "Base",
"key": "base",
"points": 50.0
},
{
"factor": "RS",
"key": "rs",
"points": 18.0
},
{
"factor": "Trend",
"key": "trend",
"points": 10.0
},
{
"factor": "Gap",
"key": "gap",
"points": 5.0
},
{
"factor": "Macro",
"key": "macro",
"points": 4.0
}
],
"total": 87.0,
"raw_total": 87.0,
"was_clamped": false
},
"risk_reward": 1.05,
"final_score": 0.97,
"trade_action": "Small",
"relative_strength": 1.28,
"entry": "Above 642.3 (VWAP)",
"entry_source": "vwap",
"entry_price": 642.29,
"entry_zone": {
"low": 640.36,
"high": 644.22,
"mid": 642.29,
"anchors": [
{
"source": "vwap",
"label": "VWAP",
"price": 642.29
}
],
"display": "Entry Zone 640–644",
"entry_source": "vwap",
"tolerance_pct": 0.3
},
"stop": "629.3 (ORB低点)",
"stop_source": "orb_low",
"stop_price": 629.26,
"target": "656.1 (预期收盘)",
"target_source": "expected_close",
"target_price": 656.06,
"targets": [
"656.1 (预期收盘)"
],
"level_anchors": {
"vwap": 642.29,
"orb_high": 644.75,
"orb_low": 629.26,
"prev_high": null,
"prev_low": null,
"prior_close": 629.26,
"orb_from_minute": true
},
"levels_valid": true,
"why": [
"RS vs QQQ +1.28%",
"RS vs SMH +0.66%",
"昨日强势 +4.4% 今日 gap 可控",
"Gap 未过度延伸",
"VIX 回落"
],
"why_chain": "RS vs QQQ +1.28% · RS vs SMH +0.66% · 昨日强势 +4.4% 今日 gap 可控 · Gap 未过度延伸",
"why_vs_runner_up": "AMD RS +1.3% vs ARM +3.9%；ER 2.2% vs 1.1%；Win% 87 vs 77；relative strength",
"factor_breakdown": {
"relative_strength_vs_qqq": 1.28,
"relative_strength_vs_smh": 0.66,
"relative_weakness_score": -1.68,
"gap_pct": 1.04,
"beta_proxy": 2.83,
"volume_signal": false,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": -3.77,
"prior_day_change_pct": 4.42
},
"edge_type": "Sector Edge",
"score_formula_display": "final = win_prob(87%) × ER(2.2%) × rr_weight(0.5) / 100",
"expected_high": 656.06,
"expected_low": 627.44,
"expected_close": 656.06,
"current_price": 641.75,
"upside_pct": 2.23,
"downside_risk_pct": 2.23,
"why_factors": [
"RS vs QQQ +1.28%",
"RS vs SMH +0.66%",
"昨日强势 +4.4% 今日 gap 可控",
"Gap 未过度延伸",
"VIX 回落"
],
"why_today": "RS vs QQQ +1.28% · RS vs SMH +0.66% · 昨日强势 +4.4% 今日 gap 可控 · Gap 未过度延伸",
"gap_pct": 1.04,
"rr_display": {
"reward_risk_ratio": 1.06,
"risk_reward_ratio": 0.94,
"reward_per_share": 13.77,
"risk_per_share": 13.03,
"label_reward_risk": "Reward/Risk 1.06",
"label_risk_reward": "Risk:Reward 1:0.94",
"display": "Reward/Risk 1.06 · Risk:Reward 1:0.94",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"catalyst": "Geopolitical Risk (Iran) · Geopolitical Risk (Iran)",
"invalidation": "Close below stop $629.26 · Geopolitical escalation invalidates mean-reversion",
"advisory": true,
"level_reasons": {
"entry": {
"price": 642.29,
"source": "vwap",
"confidence": 89,
"reasons": [
{
"source": "vwap",
"label": "VWAP",
"price": 642.29,
"weight_pct": 70.0,
"matched": true,
"primary": true
},
{
"source": "orb_high",
"label": "ORB High",
"price": 644.75,
"weight_pct": 30.0,
"matched": true,
"primary": false
}
]
},
"stop": {
"price": 629.26,
"source": "orb_low",
"confidence": 77,
"reasons": [
{
"source": "orb_low",
"label": "ORB Low",
"price": 629.26,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
},
"target": {
"price": 656.06,
"source": "expected_close",
"confidence": 77,
"reasons": [
{
"source": "expected_close",
"label": "Expected Close",
"price": 656.06,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
}
},
"return_calculation": "(656.06-642.29)/642.29=2.14%",
"heuristic_expected_return_pct": 2.23,
"target_action": "卖出/获利",
"trade_summary_cn": "做多 AMD：在 642.29 附近入场，目标 656.06，预期 +2.14%",
"trade_economics": {
"account_size": 10000.0,
"risk_pct": 1.0,
"position_pct": 45.0,
"shares": 7,
"contracts": 1,
"max_loss_usd": 91.21,
"win_usd": 96.39,
"loss_usd": 91.21,
"expected_value_usd": 72.0,
"risk_per_share": 13.03,
"reward_per_share": 13.77,
"rr_display": {
"reward_risk_ratio": 1.06,
"risk_reward_ratio": 0.94,
"reward_per_share": 13.77,
"risk_per_share": 13.03,
"label_reward_risk": "Reward/Risk 1.06",
"label_risk_reward": "Risk:Reward 1:0.94",
"display": "Reward/Risk 1.06 · Risk:Reward 1:0.94",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"size_label": "Small",
"display": "$10,000 → Win +$96 / Loss -$91"
},
"position_sizing": {
"risk_pct": 1.0,
"position_pct": 45.0,
"contracts": 1,
"shares": 7,
"max_loss_usd": 91.21,
"size_label": "Small",
"display": "Risk 1.0% → Position 45.0% → 1 unit(s) → Max Loss $91.21"
},
"why_wins_today": [
{
"rank": 1,
"dimension": "expected_range",
"label": "Largest Expected Range",
"primary_value": 4.46,
"runner_up_value": 2.57,
"wins": true
},
{
"rank": 2,
"dimension": "win_prob",
"label": "Highest Probability",
"primary_value": 87.0,
"runner_up_value": 86.0,
"wins": true
},
{
"rank": 3,
"dimension": "risk_reward",
"label": "Best Risk Reward",
"primary_value": 1.05,
"runner_up_value": 1.0,
"wins": true
}
],
"why_not_alternatives": [
{
"symbol": "ARM",
"rank": 2,
"reasons": [
"Win% 87 vs 77",
"ER 2.1% vs 1.1%",
"Score 0.97 vs 0.42",
"RS +1.3% vs +3.9%",
"R:R 1.05 vs 1.0",
"Tradeable (Small) vs Pass"
],
"summary": "Why AMD over ARM: Win% 87 vs 77 · ER 2.1% vs 1.1% · Score 0.97 vs 0.42 · RS +1.3% vs +3.9% · R:R 1.05 vs 1.0 · Tradeable (Small) vs Pass"
},
{
"symbol": "META",
"rank": 3,
"reasons": [
"Win% 87 vs 70",
"ER 2.1% vs 1.0%",
"Score 0.97 vs 0.34",
"RS +1.3% vs +3.0%",
"R:R 1.05 vs 1.0",
"Tradeable (Small) vs Pass"
],
"summary": "Why AMD over META: Win% 87 vs 70 · ER 2.1% vs 1.0% · Score 0.97 vs 0.34 · RS +1.3% vs +3.0% · R:R 1.05 vs 1.0 · Tradeable (Small) vs Pass"
},
{
"symbol": "TQQQ",
"rank": 4,
"reasons": [
"Win% 87 vs 75",
"ER 2.1% vs 0.3%",
"Score 0.97 vs 0.13",
"R:R 1.05 vs 0.24",
"Tradeable (Small) vs Pass"
],
"summary": "Why AMD over TQQQ: Win% 87 vs 75 · ER 2.1% vs 0.3% · Score 0.97 vs 0.13 · R:R 1.05 vs 0.24 · Tradeable (Small) vs Pass"
},
{
"symbol": "MU",
"rank": 5,
"reasons": [
"Win% 87 vs 86",
"ER 2.1% vs 0.3%",
"Score 0.97 vs 0.12",
"RS +1.3% vs +0.5%",
"R:R 1.05 vs 1.0",
"Tradeable (Small) vs Pass"
],
"summary": "Why AMD over MU: Win% 87 vs 86 · ER 2.1% vs 0.3% · Score 0.97 vs 0.12 · RS +1.3% vs +0.5% · R:R 1.05 vs 1.0 · Tradeable (Small) vs Pass"
},
{
"symbol": "AVGO",
"rank": 6,
"reasons": [
"Win% 87 vs 71",
"ER 2.1% vs 0.3%",
"Score 0.97 vs 0.11",
"RS +1.3% vs +0.8%",
"R:R 1.05 vs 1.0",
"Tradeable (Small) vs Pass"
],
"summary": "Why AMD over AVGO: Win% 87 vs 71 · ER 2.1% vs 0.3% · Score 0.97 vs 0.11 · RS +1.3% vs +0.8% · R:R 1.05 vs 1.0 · Tradeable (Small) vs Pass"
}
],
"rank_summary": "AMD ranked #1 because largest expected range + highest probability + best reward/risk",
"win_prob_source": "rules",
"calibration": {
"calibrated_win_prob": 87.0,
"sample_size": 0,
"confidence_interval": null,
"source": "rules_fallback",
"match_quality": "insufficient",
"win_prob_source": "rules",
"disclaimer": "No historical matches; using rules breakdown"
},
"similar_days": [
{
"date": "2026-08-28",
"outcome": "win",
"return_pct": 3.92,
"match_score": 3,
"direction": "LONG"
}
],
"ev_distribution": {
"expected_value_usd": 72.0,
"win_scenario_usd": 96.39,
"loss_scenario_usd": 91.21,
"win_prob_pct": 87.0,
"display": "EV $+72 (win +$96 @ 87.0% · loss -$91)"
},
"entry_status": {
"current_price": 641.75,
"ideal_entry": 642.29,
"distance_pct": -0.08,
"remaining_er_pct": 2.23,
"live_expected_return_pct": 2.23,
"new_plan": null,
"alternate_entry": null,
"advisory": true,
"advisory_tag": "ADVISORY — 不构成投资建议",
"zone_low": 640.36,
"zone_high": 644.22,
"miss_threshold_pct": 1.0,
"status": "PREMARKET",
"status_reason": "Premarket Ideal Entry — plan not yet live",
"action_hint": "Entry still valid"
}
},
"secondary": null,
"watchlist": null,
"index_trade": "NO TRADE",
"p16_gate": "No Trade",
"threshold_message": null,
"stock_trades": [
{
"rank": 1,
"symbol": "AMD",
"direction": "LONG",
"confidence": 87,
"expected_move": "+2.14%",
"why": "RS vs QQQ +1.28% · RS vs SMH +0.66% · 昨日强势 +4.4% 今日 gap 可控 · Gap 未过度延伸"
}
],
"top_trades": [
{
"rank": 1,
"symbol": "AMD",
"direction": "LONG",
"instrument": "Stock",
"horizon": "Swing",
"confidence": 87,
"confidence_stars": "★★★★☆",
"expected_move": "+2.14%",
"expected_return_pct": 2.14,
"win_prob": 87.0,
"win_prob_breakdown": {
"components": [
{
"factor": "Base",
"key": "base",
"points": 50.0
},
{
"factor": "RS",
"key": "rs",
"points": 18.0
},
{
"factor": "Trend",
"key": "trend",
"points": 10.0
},
{
"factor": "Gap",
"key": "gap",
"points": 5.0
},
{
"factor": "Macro",
"key": "macro",
"points": 4.0
}
],
"total": 87.0,
"raw_total": 87.0,
"was_clamped": false
},
"risk_reward": 1.05,
"final_score": 0.97,
"trade_action": "Small",
"relative_strength": 1.28,
"entry": "Above 642.3 (VWAP)",
"entry_source": "vwap",
"entry_price": 642.29,
"entry_zone": {
"low": 640.36,
"high": 644.22,
"mid": 642.29,
"anchors": [
{
"source": "vwap",
"label": "VWAP",
"price": 642.29
}
],
"display": "Entry Zone 640–644",
"entry_source": "vwap",
"tolerance_pct": 0.3
},
"stop": "629.3 (ORB低点)",
"stop_source": "orb_low",
"stop_price": 629.26,
"target": "656.1 (预期收盘)",
"target_source": "expected_close",
"target_price": 656.06,
"targets": [
"656.1 (预期收盘)"
],
"level_anchors": {
"vwap": 642.29,
"orb_high": 644.75,
"orb_low": 629.26,
"prev_high": null,
"prev_low": null,
"prior_close": 629.26,
"orb_from_minute": true
},
"levels_valid": true,
"why": [
"RS vs QQQ +1.28%",
"RS vs SMH +0.66%",
"昨日强势 +4.4% 今日 gap 可控",
"Gap 未过度延伸",
"VIX 回落"
],
"why_chain": "RS vs QQQ +1.28% · RS vs SMH +0.66% · 昨日强势 +4.4% 今日 gap 可控 · Gap 未过度延伸",
"why_vs_runner_up": "AMD RS +1.3% vs ARM +3.9%；ER 2.2% vs 1.1%；Win% 87 vs 77；relative strength",
"factor_breakdown": {
"relative_strength_vs_qqq": 1.28,
"relative_strength_vs_smh": 0.66,
"relative_weakness_score": -1.68,
"gap_pct": 1.04,
"beta_proxy": 2.83,
"volume_signal": false,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": -3.77,
"prior_day_change_pct": 4.42
},
"edge_type": "Sector Edge",
"score_formula_display": "final = win_prob(87%) × ER(2.2%) × rr_weight(0.5) / 100",
"expected_high": 656.06,
"expected_low": 627.44,
"expected_close": 656.06,
"current_price": 641.75,
"upside_pct": 2.23,
"downside_risk_pct": 2.23,
"why_factors": [
"RS vs QQQ +1.28%",
"RS vs SMH +0.66%",
"昨日强势 +4.4% 今日 gap 可控",
"Gap 未过度延伸",
"VIX 回落"
],
"why_today": "RS vs QQQ +1.28% · RS vs SMH +0.66% · 昨日强势 +4.4% 今日 gap 可控 · Gap 未过度延伸",
"gap_pct": 1.04,
"rr_display": {
"reward_risk_ratio": 1.06,
"risk_reward_ratio": 0.94,
"reward_per_share": 13.77,
"risk_per_share": 13.03,
"label_reward_risk": "Reward/Risk 1.06",
"label_risk_reward": "Risk:Reward 1:0.94",
"display": "Reward/Risk 1.06 · Risk:Reward 1:0.94",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"catalyst": "Geopolitical Risk (Iran) · Geopolitical Risk (Iran)",
"invalidation": "Close below stop $629.26 · Geopolitical escalation invalidates mean-reversion",
"advisory": true,
"level_reasons": {
"entry": {
"price": 642.29,
"source": "vwap",
"confidence": 89,
"reasons": [
{
"source": "vwap",
"label": "VWAP",
"price": 642.29,
"weight_pct": 70.0,
"matched": true,
"primary": true
},
{
"source": "orb_high",
"label": "ORB High",
"price": 644.75,
"weight_pct": 30.0,
"matched": true,
"primary": false
}
]
},
"stop": {
"price": 629.26,
"source": "orb_low",
"confidence": 77,
"reasons": [
{
"source": "orb_low",
"label": "ORB Low",
"price": 629.26,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
},
"target": {
"price": 656.06,
"source": "expected_close",
"confidence": 77,
"reasons": [
{
"source": "expected_close",
"label": "Expected Close",
"price": 656.06,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
}
},
"return_calculation": "(656.06-642.29)/642.29=2.14%",
"heuristic_expected_return_pct": 2.23,
"target_action": "卖出/获利",
"trade_summary_cn": "做多 AMD：在 642.29 附近入场，目标 656.06，预期 +2.14%",
"trade_economics": {
"account_size": 10000.0,
"risk_pct": 1.0,
"position_pct": 45.0,
"shares": 7,
"contracts": 1,
"max_loss_usd": 91.21,
"win_usd": 96.39,
"loss_usd": 91.21,
"expected_value_usd": 72.0,
"risk_per_share": 13.03,
"reward_per_share": 13.77,
"rr_display": {
"reward_risk_ratio": 1.06,
"risk_reward_ratio": 0.94,
"reward_per_share": 13.77,
"risk_per_share": 13.03,
"label_reward_risk": "Reward/Risk 1.06",
"label_risk_reward": "Risk:Reward 1:0.94",
"display": "Reward/Risk 1.06 · Risk:Reward 1:0.94",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"size_label": "Small",
"display": "$10,000 → Win +$96 / Loss -$91"
},
"position_sizing": {
"risk_pct": 1.0,
"position_pct": 45.0,
"contracts": 1,
"shares": 7,
"max_loss_usd": 91.21,
"size_label": "Small",
"display": "Risk 1.0% → Position 45.0% → 1 unit(s) → Max Loss $91.21"
},
"why_wins_today": [
{
"rank": 1,
"dimension": "expected_range",
"label": "Largest Expected Range",
"primary_value": 4.46,
"runner_up_value": 2.57,
"wins": true
},
{
"rank": 2,
"dimension": "win_prob",
"label": "Highest Probability",
"primary_value": 87.0,
"runner_up_value": 86.0,
"wins": true
},
{
"rank": 3,
"dimension": "risk_reward",
"label": "Best Risk Reward",
"primary_value": 1.05,
"runner_up_value": 1.0,
"wins": true
}
],
"why_not_alternatives": [
{
"symbol": "ARM",
"rank": 2,
"reasons": [
"Win% 87 vs 77",
"ER 2.1% vs 1.1%",
"Score 0.97 vs 0.42",
"RS +1.3% vs +3.9%",
"R:R 1.05 vs 1.0",
"Tradeable (Small) vs Pass"
],
"summary": "Why AMD over ARM: Win% 87 vs 77 · ER 2.1% vs 1.1% · Score 0.97 vs 0.42 · RS +1.3% vs +3.9% · R:R 1.05 vs 1.0 · Tradeable (Small) vs Pass"
},
{
"symbol": "META",
"rank": 3,
"reasons": [
"Win% 87 vs 70",
"ER 2.1% vs 1.0%",
"Score 0.97 vs 0.34",
"RS +1.3% vs +3.0%",
"R:R 1.05 vs 1.0",
"Tradeable (Small) vs Pass"
],
"summary": "Why AMD over META: Win% 87 vs 70 · ER 2.1% vs 1.0% · Score 0.97 vs 0.34 · RS +1.3% vs +3.0% · R:R 1.05 vs 1.0 · Tradeable (Small) vs Pass"
},
{
"symbol": "TQQQ",
"rank": 4,
"reasons": [
"Win% 87 vs 75",
"ER 2.1% vs 0.3%",
"Score 0.97 vs 0.13",
"R:R 1.05 vs 0.24",
"Tradeable (Small) vs Pass"
],
"summary": "Why AMD over TQQQ: Win% 87 vs 75 · ER 2.1% vs 0.3% · Score 0.97 vs 0.13 · R:R 1.05 vs 0.24 · Tradeable (Small) vs Pass"
},
{
"symbol": "MU",
"rank": 5,
"reasons": [
"Win% 87 vs 86",
"ER 2.1% vs 0.3%",
"Score 0.97 vs 0.12",
"RS +1.3% vs +0.5%",
"R:R 1.05 vs 1.0",
"Tradeable (Small) vs Pass"
],
"summary": "Why AMD over MU: Win% 87 vs 86 · ER 2.1% vs 0.3% · Score 0.97 vs 0.12 · RS +1.3% vs +0.5% · R:R 1.05 vs 1.0 · Tradeable (Small) vs Pass"
},
{
"symbol": "AVGO",
"rank": 6,
"reasons": [
"Win% 87 vs 71",
"ER 2.1% vs 0.3%",
"Score 0.97 vs 0.11",
"RS +1.3% vs +0.8%",
"R:R 1.05 vs 1.0",
"Tradeable (Small) vs Pass"
],
"summary": "Why AMD over AVGO: Win% 87 vs 71 · ER 2.1% vs 0.3% · Score 0.97 vs 0.11 · RS +1.3% vs +0.8% · R:R 1.05 vs 1.0 · Tradeable (Small) vs Pass"
}
],
"rank_summary": "AMD ranked #1 because largest expected range + highest probability + best reward/risk",
"win_prob_source": "rules",
"calibration": {
"calibrated_win_prob": 87.0,
"sample_size": 0,
"confidence_interval": null,
"source": "rules_fallback",
"match_quality": "insufficient",
"win_prob_source": "rules",
"disclaimer": "No historical matches; using rules breakdown"
},
"similar_days": [
{
"date": "2026-08-28",
"outcome": "win",
"return_pct": 3.92,
"match_score": 3,
"direction": "LONG"
}
],
"ev_distribution": {
"expected_value_usd": 72.0,
"win_scenario_usd": 96.39,
"loss_scenario_usd": 91.21,
"win_prob_pct": 87.0,
"display": "EV $+72 (win +$96 @ 87.0% · loss -$91)"
},
"entry_status": {
"current_price": 641.75,
"ideal_entry": 642.29,
"distance_pct": -0.08,
"remaining_er_pct": 2.23,
"live_expected_return_pct": 2.23,
"new_plan": null,
"alternate_entry": null,
"advisory": true,
"advisory_tag": "ADVISORY — 不构成投资建议",
"zone_low": 640.36,
"zone_high": 644.22,
"miss_threshold_pct": 1.0,
"status": "PREMARKET",
"status_reason": "Premarket Ideal Entry — plan not yet live",
"action_hint": "Entry still valid"
}
}
],
"watchlist_items": [
{
"symbol": "ARM",
"rank": 2,
"win_prob": 77.0,
"expected_return_pct": 1.08,
"trade_action": "Pass",
"why": "RS vs QQQ +3.91% · RS vs SMH +3.29% · Gap 未过度延伸 · VIX 回落",
"note": "Monitor — below trade threshold"
},
{
"symbol": "META",
"rank": 3,
"win_prob": 70.0,
"expected_return_pct": 0.96,
"trade_action": "Pass",
"why": "RS vs QQQ +3.04% · Volume 信号 · VIX 回落 · 上行空间 <1.0%",
"note": "Monitor — below trade threshold"
},
{
"symbol": "TQQQ",
"rank": 4,
"win_prob": 75.0,
"expected_return_pct": 0.34,
"trade_action": "Pass",
"why": "RS vs QQQ +1.31% · Gap 未过度延伸 · Volume 信号 · VIX 回落",
"note": "Monitor — below trade threshold"
},
{
"symbol": "MU",
"rank": 5,
"win_prob": 86.0,
"expected_return_pct": 0.29,
"trade_action": "Pass",
"why": "RS vs QQQ +0.53% · 昨日强势 +2.0% 今日 gap 可控 · Gap 未过度延伸 · News 2",
"note": "Monitor — below trade threshold"
},
{
"symbol": "AVGO",
"rank": 6,
"win_prob": 71.0,
"expected_return_pct": 0.3,
"trade_action": "Pass",
"why": "RS vs QQQ +0.82% · Gap 未过度延伸 · VIX 回落 · 上行空间 <1.0%",
"note": "Monitor — below trade threshold"
}
],
"advisory": true,
"swing": {
"symbol": "AMD",
"direction": "LONG",
"instrument": "Stock",
"horizon": "Swing",
"duration": "Swing (days–weeks)",
"confidence": 90,
"entry": "Near 639.8 (swing zone)",
"entry_source": "swing_zone",
"entry_price": 639.82,
"entry_zone": {
"low": 626.39,
"high": 641.75,
"mid": 639.82,
"display": "$626.39–$641.75",
"source": "swing_pullback"
},
"stop": "599.5 (1.75xATR)",
"stop_source": "1.75xATR",
"stop_price": 599.52,
"target": "693.6 (T1 ~8.4%)",
"target_source": "2xATR_or_5pct",
"target_price": 693.56,
"targets": [
{
"price": 693.56,
"label": "T1",
"pct": 8.4
},
{
"price": 720.43,
"label": "T2",
"pct": 12.6
}
],
"expected_return_pct": 8.4,
"expected_move": "+8.40%",
"risk_reward": 1.33,
"win_prob": 87.0,
"final_score": 0.97,
"swing_quality": 7.655,
"atr": 26.8693,
"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": 641.75,
"why": [
"高流动性波段标的 AMD",
"Prior day +4.4%",
"5D momentum +15.4%",
"RS vs QQQ +1.28%",
"Swing score 7.7"
],
"why_chain": "高流动性波段标的 AMD · Prior day +4.4% · 5D momentum +15.4% · RS vs QQQ +1.28%",
"invalidation": "Close beyond stop $599.52 or thesis broken (trend flip / catalyst fade)",
"trade_summary_cn": "波段做多 AMD：理想入场 $626.39–$641.75，止损 $599.52，目标 $693.56（约 +8.4%），持仓天数–数周",
"one_liner": "波段做多 AMD：理想入场 $626.39–$641.75，止损 $599.52，目标 $693.56（约 +8.4%），持仓天数–数周",
"edge_type": "Sector 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）：Geopolitical Risk (Iran)、Oil Selloff、Trade Policy",
"catalyst": "Geopolitical Risk (Iran)、Oil Selloff、Trade Policy"
},
"index_edge": {
"edge": "YES",
"why": "QQQ 盘前/开盘 +0.71%"
},
"sector_edge": {
"edge": "YES",
"why": "SMH 领先 QQQ +0.61%",
"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": "AMD",
"win_prob": 87.0,
"win_prob_breakdown": {
"components": [
{
"factor": "Base",
"key": "base",
"points": 50.0
},
{
"factor": "RS",
"key": "rs",
"points": 18.0
},
{
"factor": "Trend",
"key": "trend",
"points": 10.0
},
{
"factor": "Gap",
"key": "gap",
"points": 5.0
},
{
"factor": "Macro",
"key": "macro",
"points": 4.0
}
],
"total": 87.0,
"raw_total": 87.0,
"was_clamped": false
},
"expected_return_pct": 2.23,
"expected_high": 656.06,
"expected_low": 627.44,
"expected_close": 656.06,
"current_price": 641.75,
"upside_pct": 2.23,
"downside_risk_pct": 2.23,
"risk_reward": 1.0,
"rr_display": {
"reward_risk_ratio": 1.0,
"risk_reward_ratio": 1.0,
"reward_per_share": null,
"risk_per_share": null,
"label_reward_risk": "Reward/Risk 1.00",
"label_risk_reward": "Risk:Reward 1:1.00",
"display": "Reward/Risk 1.00 · Risk:Reward 1:1.00",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"final_score": 0.97,
"trade_action": "Small",
"trade": "Small",
"gap_pct": 1.04,
"relative_strength": 1.28,
"relative_strength_vs_smh": 0.66,
"relative_weakness_score": -1.68,
"prior_day_change_pct": 4.42,
"why_factors": [
"RS vs QQQ +1.28%",
"RS vs SMH +0.66%",
"昨日强势 +4.4% 今日 gap 可控",
"Gap 未过度延伸",
"VIX 回落"
],
"why": "RS vs QQQ +1.28% · RS vs SMH +0.66% · 昨日强势 +4.4% 今日 gap 可控 · Gap 未过度延伸",
"score": 10,
"news_count": 0,
"factor_breakdown": {
"relative_strength_vs_qqq": 1.28,
"relative_strength_vs_smh": 0.66,
"relative_weakness_score": -1.68,
"gap_pct": 1.04,
"beta_proxy": 2.83,
"volume_signal": false,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": -3.77,
"prior_day_change_pct": 4.42
},
"edge_type": "Sector Edge",
"score_formula_display": "final = win_prob(87%) × ER(2.2%) × rr_weight(0.5) / 100",
"rr_weight": 0.5,
"why_vs_runner_up": "AMD RS +1.3% vs ARM +3.9%；ER 2.2% vs 1.1%；Win% 87 vs 77；relative strength",
"advisory": true,
"rank": 1,
"direction": "LONG"
},
{
"symbol": "ARM",
"win_prob": 77.0,
"win_prob_breakdown": {
"components": [
{
"factor": "Base",
"key": "base",
"points": 50.0
},
{
"factor": "RS",
"key": "rs",
"points": 18.0
},
{
"factor": "Gap",
"key": "gap",
"points": 5.0
},
{
"factor": "Macro",
"key": "macro",
"points": 4.0
}
],
"total": 77.0,
"raw_total": 77.0,
"was_clamped": false
},
"expected_return_pct": 1.08,
"expected_high": 323.93,
"expected_low": 317.02,
"expected_close": 323.93,
"current_price": 320.48,
"upside_pct": 1.08,
"downside_risk_pct": 1.08,
"risk_reward": 1.0,
"rr_display": {
"reward_risk_ratio": 1.0,
"risk_reward_ratio": 1.0,
"reward_per_share": null,
"risk_per_share": null,
"label_reward_risk": "Reward/Risk 1.00",
"label_risk_reward": "Risk:Reward 1:1.00",
"display": "Reward/Risk 1.00 · Risk:Reward 1:1.00",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"final_score": 0.42,
"trade_action": "Pass",
"trade": "Pass",
"gap_pct": 1.49,
"relative_strength": 3.91,
"relative_strength_vs_smh": 3.29,
"relative_weakness_score": -5.88,
"prior_day_change_pct": -3.63,
"why_factors": [
"RS vs QQQ +3.91%",
"RS vs SMH +3.29%",
"Gap 未过度延伸",
"VIX 回落"
],
"why": "RS vs QQQ +3.91% · RS vs SMH +3.29% · Gap 未过度延伸 · VIX 回落",
"score": 4,
"news_count": 0,
"factor_breakdown": {
"relative_strength_vs_qqq": 3.91,
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"label_reward_risk": "Reward/Risk 0.62",
"label_risk_reward": "Risk:Reward 1:1.61",
"display": "Reward/Risk 0.62 · Risk:Reward 1:1.61",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"final_score": 0.0,
"trade_action": "Pass",
"trade": "Pass",
"gap_pct": -0.43,
"relative_strength": -0.48,
"relative_strength_vs_smh": -1.1,
"relative_weakness_score": 1.14,
"prior_day_change_pct": 0.0,
"why_factors": [
"Gap 未过度延伸",
"News 1",
"Volume 信号",
"VIX 回落",
"上行空间 <1.0%"
],
"why": "Gap 未过度延伸 · News 1 · Volume 信号 · VIX 回落",
"score": 0,
"news_count": 1,
"factor_breakdown": {
"relative_strength_vs_qqq": -0.48,
"relative_strength_vs_smh": -1.1,
"relative_weakness_score": 1.14,
"gap_pct": -0.43,
"beta_proxy": 0.31,
"volume_signal": true,
"news_count": 1,
"extended_gap_penalty": 0.0,
"vix_change_pct": -3.77,
"prior_day_change_pct": 0.0
},
"edge_type": "Sector Edge",
"score_formula_display": "final = win_prob(62%) × ER(-0.3%) × rr_weight(0.5) / 100",
"rr_weight": 0.5,
"why_vs_runner_up": "—",
"advisory": true,
"rank": 11,
"direction": "LONG"
}
]
},
"intraday": {
"s5": {
"driver_still_valid": true,
"action": "Hold"
},
"s6": {
"trade_valid": true,
"action": "Hold"
},
"s7": {
"actual_driver": "Bond/Rates",
"attribution": {
"ai": 0.193,
"bond": 0.583,
"oil": 0.0,
"macro": 0.173,
"other": 0.05,
"splits": {}
}
}
},
"trade_plan": {},
"actual": {},
"attribution": {
"ai": 0.193,
"bond": 0.583,
"oil": 0.0,
"macro": 0.173,
"other": 0.05,
"splits": {}
},
"labels": {
"actual_driver": "Bond/Rates",
"agent_driver": "Geopolitical Risk (Iran)",
"agent_driver_type": "Political",
"corrected_driver_from_verify": null,
"driver_splits": {},
"hypothesis_correct": "错",
"scenario_primary": "A",
"scenario_actual": "C",
"scenario_correct": false,
"trade_recommendation": "AMD",
"trade_direction": "LONG",
"primary_symbol": "AMD",
"predicted_return_pct": 2.14,
"prediction_error_pct": null
},
"surprise": "No major surprises vs typical driver mix",
"lesson": "Morning Hypothesis 被 Chip/Macro 冲突推翻——复盘 P10/P15 权重",
"playbook_refs": [
"Case-57"
],
"bayesian_drivers": {
"AI": 1.0,
"Bond": 0.0,
"Macro": 0.0,
"Oil": 0.0,
"Risk": 0.0
},
"data_gaps": []
}