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 61
H-2026-09-28-001Surprise：No major surprises vs typical driver mix
Lesson：Morning Hypothesis 被 Chip/Macro 冲突推翻——复盘 P10/P15 权重
{
"date": "2026-09-28",
"features": {
"dgs10": 5.18,
"dgs2": null,
"vix": 16.25,
"vix_chg": 9.28,
"qqq_chg": -0.59,
"smh_chg": -0.09,
"nvda_chg": 1.95,
"spy_chg": 0.0,
"oil_chg": 0.0,
"dxy_chg": 0.13,
"breadth_proxy": 0.5714285714285714,
"qqq_gap": -0.53,
"news_headline_count": 33,
"news_bearish_ratio": 0.125,
"news_ai_mentions": 54,
"news_macro_mentions": 8,
"news_oil_mentions": 5,
"news_risk_mentions": 3
},
"regime": {
"label": "AI Expansion",
"confidence": 0.82
},
"hypothesis": {
"id": "H-2026-09-28-001",
"statement": "弱 NFP 能否抵消 AI 抛售？（Macro 利率利好 vs 半导体风险）",
"evidence": [
"VIX=16.2 (low fear)"
],
"counter_evidence": [
"VIX↑ 9.3% (risk-off pressure)",
"10Y=5.18% (elevated rates)"
],
"confidence": 0.58,
"status": "待验证"
},
"morning": {
"bias": "Neutral",
"total": -1,
"driver_type": "Political",
"daily_driver": "Geopolitical Risk",
"best_opportunity": {
"direction": "SHORT",
"symbol": "META",
"instrument": "Stock",
"horizon": "Intraday",
"confidence": 67,
"confidence_stars": "★★★☆☆",
"entry": "Below 730.5 (VWAP)",
"entry_source": "vwap",
"entry_price": 730.36,
"stop": "736.0 (ORB高点)",
"stop_source": "orb_high",
"stop_price": 736.0,
"target": "719.2 (预期收盘)",
"target_source": "expected_close",
"target_price": 719.23,
"target_action": "买入/平空仓",
"targets": [
"719.2 (预期收盘)"
],
"duration": "Intraday",
"why": [
"RS弱于QQQ -5.66%",
"News 1 (利空做空)",
"Volume 信号",
"VIX 走高"
],
"why_chain": "RS弱于QQQ -5.66% · News 1 (利空做空) · Volume 信号 · VIX 走高",
"why_vs_runner_up": "META RS -5.7% vs ARM -2.4%；ER 1.6% vs 1.1%；higher beta (16.7 vs 7.6)；relative weakness play",
"factor_breakdown": {
"relative_strength_vs_qqq": -5.66,
"relative_strength_vs_smh": -5.79,
"relative_weakness_score": 9.13,
"gap_pct": -5.57,
"beta_proxy": 16.72,
"volume_signal": true,
"news_count": 1,
"extended_gap_penalty": 0.0,
"vix_change_pct": 9.28,
"prior_day_change_pct": 0.0
},
"edge_type": "Stock Edge",
"score_formula_display": "final = win_prob(67%) × ER(1.6%) × rr_weight(0.5) / 100",
"win_prob": 67.0,
"win_prob_breakdown": {
"components": [
{
"factor": "Base",
"key": "base",
"points": 50.0
},
{
"factor": "RS",
"key": "rs",
"points": 12.0
},
{
"factor": "Catalyst",
"key": "catalyst",
"points": -5.0
},
{
"factor": "Volume",
"key": "volume",
"points": 4.0
},
{
"factor": "Macro",
"key": "macro",
"points": 6.0
}
],
"total": 67.0,
"raw_total": 67.0,
"was_clamped": false
},
"expected_return_pct": 1.52,
"expected_move": "+1.52%",
"return_calculation": "(730.36-719.23)/730.36=1.52%",
"trade_summary_cn": "做空 META：在 730.36 附近入场，目标 719.23，预期 +1.52%",
"risk_reward": 1.97,
"rr_display": {
"reward_risk_ratio": 1.97,
"risk_reward_ratio": 0.51,
"reward_per_share": 11.13,
"risk_per_share": 5.64,
"label_reward_risk": "Reward/Risk 1.97",
"label_risk_reward": "Risk:Reward 1:0.51",
"display": "Reward/Risk 1.97 · Risk:Reward 1:0.51",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"entry_zone": {
"low": 730.18,
"high": 730.54,
"mid": 730.36,
"anchors": [
{
"source": "vwap",
"label": "VWAP",
"price": 730.54
},
{
"source": "orb_low",
"label": "ORB低点",
"price": 730.18
}
],
"display": "Entry Zone 730.18–730.54",
"entry_source": "vwap",
"tolerance_pct": 0.3
},
"rank_summary": "META ranked #1 because weakest RS + largest expected range",
"win_prob_source": "rules",
"calibration": {
"calibrated_win_prob": 67.0,
"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": null,
"ev_distribution": {
"expected_value_usd": 95.13,
"win_scenario_usd": 189.21,
"loss_scenario_usd": 95.88,
"win_prob_pct": 67.0,
"display": "EV $+95 (win +$189 @ 67.0% · loss -$96)"
},
"final_score": 0.53,
"level_anchors": {
"vwap": 730.54,
"orb_high": 736.0,
"orb_low": 730.18,
"prev_high": 777.59,
"prev_low": 777.59,
"prior_close": 777.59,
"orb_from_minute": true
},
"level_reasons": {
"entry": {
"price": 730.36,
"source": "vwap",
"confidence": 89,
"reasons": [
{
"source": "orb_low",
"label": "ORB Low",
"price": 730.18,
"weight_pct": 30.0,
"matched": true,
"primary": false
},
{
"source": "vwap",
"label": "VWAP",
"price": 730.54,
"weight_pct": 70.0,
"matched": true,
"primary": true
}
]
},
"stop": {
"price": 736.0,
"source": "orb_high",
"confidence": 77,
"reasons": [
{
"source": "orb_high",
"label": "ORB High",
"price": 736.0,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
},
"target": {
"price": 719.23,
"source": "expected_close",
"confidence": 77,
"reasons": [
{
"source": "expected_close",
"label": "Expected Close",
"price": 719.23,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
}
},
"trade_economics": {
"account_size": 10000.0,
"risk_pct": 1.0,
"position_pct": 100.0,
"shares": 17,
"contracts": 1,
"max_loss_usd": 95.88,
"win_usd": 189.21,
"loss_usd": 95.88,
"expected_value_usd": 95.13,
"risk_per_share": 5.64,
"reward_per_share": 11.13,
"rr_display": {
"reward_risk_ratio": 1.97,
"risk_reward_ratio": 0.51,
"reward_per_share": 11.13,
"risk_per_share": 5.64,
"label_reward_risk": "Reward/Risk 1.97",
"label_risk_reward": "Risk:Reward 1:0.51",
"display": "Reward/Risk 1.97 · Risk:Reward 1:0.51",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"size_label": "Small",
"display": "$10,000 → Win +$189 / Loss -$96"
},
"position_sizing": {
"risk_pct": 1.0,
"position_pct": 100.0,
"contracts": 1,
"shares": 17,
"max_loss_usd": 95.88,
"size_label": "Small",
"display": "Risk 1.0% → Position 100.0% → 1 unit(s) → Max Loss $95.88"
},
"why_wins_today": [
{
"rank": 1,
"dimension": "relative_strength",
"label": "Highest Relative Strength",
"primary_value": -5.66,
"runner_up_value": 1.8,
"wins": true
},
{
"rank": 2,
"dimension": "expected_range",
"label": "Largest Expected Range",
"primary_value": 4.44,
"runner_up_value": 3.32,
"wins": true
}
],
"why_not_alternatives": [
{
"symbol": "ARM",
"rank": 2,
"reasons": [
"Win% 67 vs 76",
"ER 1.5% vs 1.1%",
"Score 0.53 vs 0.43",
"RS -5.7% vs -2.4%",
"R:R 1.97 vs 1.0",
"Tradeable (Small) vs Pass"
],
"summary": "Why META over ARM: Win% 67 vs 76 · ER 1.5% vs 1.1% · Score 0.53 vs 0.43 · RS -5.7% vs -2.4% · R:R 1.97 vs 1.0 · Tradeable (Small) vs Pass"
},
{
"symbol": "AMD",
"rank": 3,
"reasons": [
"Win% 67 vs 76",
"ER 1.5% vs 0.8%",
"Score 0.53 vs 0.3",
"RS -5.7% vs -1.5%",
"R:R 1.97 vs 1.0",
"Tradeable (Small) vs Pass"
],
"summary": "Why META over AMD: Win% 67 vs 76 · ER 1.5% vs 0.8% · Score 0.53 vs 0.3 · RS -5.7% vs -1.5% · R:R 1.97 vs 1.0 · Tradeable (Small) vs Pass"
},
{
"symbol": "TSLA",
"rank": 4,
"reasons": [
"Win% 67 vs 72",
"ER 1.5% vs 0.5%",
"Score 0.53 vs 0.29",
"RS -5.7% vs -1.7%",
"R:R 1.97 vs 1.55",
"Tradeable (Small) vs Pass"
],
"summary": "Why META over TSLA: Win% 67 vs 72 · ER 1.5% vs 0.5% · Score 0.53 vs 0.29 · RS -5.7% vs -1.7% · R:R 1.97 vs 1.55 · Tradeable (Small) vs Pass"
},
{
"symbol": "MU",
"rank": 5,
"reasons": [
"Win% 67 vs 71",
"ER 1.5% vs 0.7%",
"Score 0.53 vs 0.24",
"RS -5.7% vs -1.2%",
"R:R 1.97 vs 1.0",
"Tradeable (Small) vs Pass"
],
"summary": "Why META over MU: Win% 67 vs 71 · ER 1.5% vs 0.7% · Score 0.53 vs 0.24 · RS -5.7% vs -1.2% · R:R 1.97 vs 1.0 · Tradeable (Small) vs Pass"
},
{
"symbol": "AVGO",
"rank": 6,
"reasons": [
"Win% 67 vs 81",
"ER 1.5% vs 0.3%",
"Score 0.53 vs 0.11",
"RS -5.7% vs -0.5%",
"R:R 1.97 vs 1.0",
"Tradeable (Small) vs Pass"
],
"summary": "Why META over AVGO: Win% 67 vs 81 · ER 1.5% vs 0.3% · Score 0.53 vs 0.11 · RS -5.7% vs -0.5% · R:R 1.97 vs 1.0 · Tradeable (Small) vs Pass"
}
],
"avoid": [],
"one_liner": "做空 META：在 730.36 附近入场，目标 719.23，预期 +1.52%",
"p16_gate": "No Trade",
"advisory": true
},
"best_trades": {
"primary": {
"rank": 1,
"symbol": "META",
"direction": "SHORT",
"instrument": "Stock",
"horizon": "Intraday",
"confidence": 67,
"confidence_stars": "★★★☆☆",
"expected_move": "+1.52%",
"expected_return_pct": 1.52,
"win_prob": 67.0,
"win_prob_breakdown": {
"components": [
{
"factor": "Base",
"key": "base",
"points": 50.0
},
{
"factor": "RS",
"key": "rs",
"points": 12.0
},
{
"factor": "Catalyst",
"key": "catalyst",
"points": -5.0
},
{
"factor": "Volume",
"key": "volume",
"points": 4.0
},
{
"factor": "Macro",
"key": "macro",
"points": 6.0
}
],
"total": 67.0,
"raw_total": 67.0,
"was_clamped": false
},
"risk_reward": 1.97,
"final_score": 0.53,
"trade_action": "Small",
"relative_strength": -5.66,
"entry": "Below 730.5 (VWAP)",
"entry_source": "vwap",
"entry_price": 730.36,
"entry_zone": {
"low": 730.18,
"high": 730.54,
"mid": 730.36,
"anchors": [
{
"source": "vwap",
"label": "VWAP",
"price": 730.54
},
{
"source": "orb_low",
"label": "ORB低点",
"price": 730.18
}
],
"display": "Entry Zone 730.18–730.54",
"entry_source": "vwap",
"tolerance_pct": 0.3
},
"stop": "736.0 (ORB高点)",
"stop_source": "orb_high",
"stop_price": 736.0,
"target": "719.2 (预期收盘)",
"target_source": "expected_close",
"target_price": 719.23,
"targets": [
"719.2 (预期收盘)"
],
"level_anchors": {
"vwap": 730.54,
"orb_high": 736.0,
"orb_low": 730.18,
"prev_high": 777.59,
"prev_low": 777.59,
"prior_close": 777.59,
"orb_from_minute": true
},
"levels_valid": true,
"why": [
"RS弱于QQQ -5.66%",
"News 1 (利空做空)",
"Volume 信号",
"VIX 走高"
],
"why_chain": "RS弱于QQQ -5.66% · News 1 (利空做空) · Volume 信号 · VIX 走高",
"why_vs_runner_up": "META RS -5.7% vs ARM -2.4%；ER 1.6% vs 1.1%；higher beta (16.7 vs 7.6)；relative weakness play",
"factor_breakdown": {
"relative_strength_vs_qqq": -5.66,
"relative_strength_vs_smh": -5.79,
"relative_weakness_score": 9.13,
"gap_pct": -5.57,
"beta_proxy": 16.72,
"volume_signal": true,
"news_count": 1,
"extended_gap_penalty": 0.0,
"vix_change_pct": 9.28,
"prior_day_change_pct": 0.0
},
"edge_type": "Stock Edge",
"score_formula_display": "final = win_prob(67%) × ER(1.6%) × rr_weight(0.5) / 100",
"expected_high": 751.66,
"expected_low": 719.23,
"expected_close": 719.23,
"current_price": 730.76,
"upside_pct": 1.58,
"downside_risk_pct": 2.86,
"why_factors": [
"RS弱于QQQ -5.66%",
"News 1 (利空做空)",
"Volume 信号",
"VIX 走高"
],
"why_today": "RS弱于QQQ -5.66% · News 1 (利空做空) · Volume 信号 · VIX 走高",
"gap_pct": -5.57,
"rr_display": {
"reward_risk_ratio": 1.97,
"risk_reward_ratio": 0.51,
"reward_per_share": 11.13,
"risk_per_share": 5.64,
"label_reward_risk": "Reward/Risk 1.97",
"label_risk_reward": "Risk:Reward 1:0.51",
"display": "Reward/Risk 1.97 · Risk:Reward 1:0.51",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"catalyst": "Geopolitical Risk · Oil Selloff",
"invalidation": "Close above stop $736.0 · Geopolitical escalation invalidates mean-reversion",
"advisory": true,
"level_reasons": {
"entry": {
"price": 730.36,
"source": "vwap",
"confidence": 89,
"reasons": [
{
"source": "orb_low",
"label": "ORB Low",
"price": 730.18,
"weight_pct": 30.0,
"matched": true,
"primary": false
},
{
"source": "vwap",
"label": "VWAP",
"price": 730.54,
"weight_pct": 70.0,
"matched": true,
"primary": true
}
]
},
"stop": {
"price": 736.0,
"source": "orb_high",
"confidence": 77,
"reasons": [
{
"source": "orb_high",
"label": "ORB High",
"price": 736.0,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
},
"target": {
"price": 719.23,
"source": "expected_close",
"confidence": 77,
"reasons": [
{
"source": "expected_close",
"label": "Expected Close",
"price": 719.23,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
}
},
"return_calculation": "(730.36-719.23)/730.36=1.52%",
"heuristic_expected_return_pct": 1.58,
"target_action": "买入/平空仓",
"trade_summary_cn": "做空 META：在 730.36 附近入场，目标 719.23，预期 +1.52%",
"trade_economics": {
"account_size": 10000.0,
"risk_pct": 1.0,
"position_pct": 100.0,
"shares": 17,
"contracts": 1,
"max_loss_usd": 95.88,
"win_usd": 189.21,
"loss_usd": 95.88,
"expected_value_usd": 95.13,
"risk_per_share": 5.64,
"reward_per_share": 11.13,
"rr_display": {
"reward_risk_ratio": 1.97,
"risk_reward_ratio": 0.51,
"reward_per_share": 11.13,
"risk_per_share": 5.64,
"label_reward_risk": "Reward/Risk 1.97",
"label_risk_reward": "Risk:Reward 1:0.51",
"display": "Reward/Risk 1.97 · Risk:Reward 1:0.51",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"size_label": "Small",
"display": "$10,000 → Win +$189 / Loss -$96"
},
"position_sizing": {
"risk_pct": 1.0,
"position_pct": 100.0,
"contracts": 1,
"shares": 17,
"max_loss_usd": 95.88,
"size_label": "Small",
"display": "Risk 1.0% → Position 100.0% → 1 unit(s) → Max Loss $95.88"
},
"why_wins_today": [
{
"rank": 1,
"dimension": "relative_strength",
"label": "Highest Relative Strength",
"primary_value": -5.66,
"runner_up_value": 1.8,
"wins": true
},
{
"rank": 2,
"dimension": "expected_range",
"label": "Largest Expected Range",
"primary_value": 4.44,
"runner_up_value": 3.32,
"wins": true
}
],
"why_not_alternatives": [
{
"symbol": "ARM",
"rank": 2,
"reasons": [
"Win% 67 vs 76",
"ER 1.5% vs 1.1%",
"Score 0.53 vs 0.43",
"RS -5.7% vs -2.4%",
"R:R 1.97 vs 1.0",
"Tradeable (Small) vs Pass"
],
"summary": "Why META over ARM: Win% 67 vs 76 · ER 1.5% vs 1.1% · Score 0.53 vs 0.43 · RS -5.7% vs -2.4% · R:R 1.97 vs 1.0 · Tradeable (Small) vs Pass"
},
{
"symbol": "AMD",
"rank": 3,
"reasons": [
"Win% 67 vs 76",
"ER 1.5% vs 0.8%",
"Score 0.53 vs 0.3",
"RS -5.7% vs -1.5%",
"R:R 1.97 vs 1.0",
"Tradeable (Small) vs Pass"
],
"summary": "Why META over AMD: Win% 67 vs 76 · ER 1.5% vs 0.8% · Score 0.53 vs 0.3 · RS -5.7% vs -1.5% · R:R 1.97 vs 1.0 · Tradeable (Small) vs Pass"
},
{
"symbol": "TSLA",
"rank": 4,
"reasons": [
"Win% 67 vs 72",
"ER 1.5% vs 0.5%",
"Score 0.53 vs 0.29",
"RS -5.7% vs -1.7%",
"R:R 1.97 vs 1.55",
"Tradeable (Small) vs Pass"
],
"summary": "Why META over TSLA: Win% 67 vs 72 · ER 1.5% vs 0.5% · Score 0.53 vs 0.29 · RS -5.7% vs -1.7% · R:R 1.97 vs 1.55 · Tradeable (Small) vs Pass"
},
{
"symbol": "MU",
"rank": 5,
"reasons": [
"Win% 67 vs 71",
"ER 1.5% vs 0.7%",
"Score 0.53 vs 0.24",
"RS -5.7% vs -1.2%",
"R:R 1.97 vs 1.0",
"Tradeable (Small) vs Pass"
],
"summary": "Why META over MU: Win% 67 vs 71 · ER 1.5% vs 0.7% · Score 0.53 vs 0.24 · RS -5.7% vs -1.2% · R:R 1.97 vs 1.0 · Tradeable (Small) vs Pass"
},
{
"symbol": "AVGO",
"rank": 6,
"reasons": [
"Win% 67 vs 81",
"ER 1.5% vs 0.3%",
"Score 0.53 vs 0.11",
"RS -5.7% vs -0.5%",
"R:R 1.97 vs 1.0",
"Tradeable (Small) vs Pass"
],
"summary": "Why META over AVGO: Win% 67 vs 81 · ER 1.5% vs 0.3% · Score 0.53 vs 0.11 · RS -5.7% vs -0.5% · R:R 1.97 vs 1.0 · Tradeable (Small) vs Pass"
}
],
"rank_summary": "META ranked #1 because weakest RS + largest expected range",
"win_prob_source": "rules",
"calibration": {
"calibrated_win_prob": 67.0,
"sample_size": 0,
"confidence_interval": null,
"source": "rules_fallback",
"match_quality": "insufficient",
"win_prob_source": "rules",
"disclaimer": "No historical matches; using rules breakdown"
},
"ev_distribution": {
"expected_value_usd": 95.13,
"win_scenario_usd": 189.21,
"loss_scenario_usd": 95.88,
"win_prob_pct": 67.0,
"display": "EV $+95 (win +$189 @ 67.0% · loss -$96)"
},
"entry_status": {
"current_price": 730.76,
"ideal_entry": 730.36,
"distance_pct": -0.05,
"remaining_er_pct": 1.58,
"live_expected_return_pct": 1.58,
"new_plan": null,
"alternate_entry": null,
"advisory": true,
"advisory_tag": "ADVISORY — 不构成投资建议",
"zone_low": 730.18,
"zone_high": 730.54,
"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": "META",
"direction": "SHORT",
"confidence": 67,
"expected_move": "+1.52%",
"why": "RS弱于QQQ -5.66% · News 1 (利空做空) · Volume 信号 · VIX 走高"
}
],
"top_trades": [
{
"rank": 1,
"symbol": "META",
"direction": "SHORT",
"instrument": "Stock",
"horizon": "Intraday",
"confidence": 67,
"confidence_stars": "★★★☆☆",
"expected_move": "+1.52%",
"expected_return_pct": 1.52,
"win_prob": 67.0,
"win_prob_breakdown": {
"components": [
{
"factor": "Base",
"key": "base",
"points": 50.0
},
{
"factor": "RS",
"key": "rs",
"points": 12.0
},
{
"factor": "Catalyst",
"key": "catalyst",
"points": -5.0
},
{
"factor": "Volume",
"key": "volume",
"points": 4.0
},
{
"factor": "Macro",
"key": "macro",
"points": 6.0
}
],
"total": 67.0,
"raw_total": 67.0,
"was_clamped": false
},
"risk_reward": 1.97,
"final_score": 0.53,
"trade_action": "Small",
"relative_strength": -5.66,
"entry": "Below 730.5 (VWAP)",
"entry_source": "vwap",
"entry_price": 730.36,
"entry_zone": {
"low": 730.18,
"high": 730.54,
"mid": 730.36,
"anchors": [
{
"source": "vwap",
"label": "VWAP",
"price": 730.54
},
{
"source": "orb_low",
"label": "ORB低点",
"price": 730.18
}
],
"display": "Entry Zone 730.18–730.54",
"entry_source": "vwap",
"tolerance_pct": 0.3
},
"stop": "736.0 (ORB高点)",
"stop_source": "orb_high",
"stop_price": 736.0,
"target": "719.2 (预期收盘)",
"target_source": "expected_close",
"target_price": 719.23,
"targets": [
"719.2 (预期收盘)"
],
"level_anchors": {
"vwap": 730.54,
"orb_high": 736.0,
"orb_low": 730.18,
"prev_high": 777.59,
"prev_low": 777.59,
"prior_close": 777.59,
"orb_from_minute": true
},
"levels_valid": true,
"why": [
"RS弱于QQQ -5.66%",
"News 1 (利空做空)",
"Volume 信号",
"VIX 走高"
],
"why_chain": "RS弱于QQQ -5.66% · News 1 (利空做空) · Volume 信号 · VIX 走高",
"why_vs_runner_up": "META RS -5.7% vs ARM -2.4%；ER 1.6% vs 1.1%；higher beta (16.7 vs 7.6)；relative weakness play",
"factor_breakdown": {
"relative_strength_vs_qqq": -5.66,
"relative_strength_vs_smh": -5.79,
"relative_weakness_score": 9.13,
"gap_pct": -5.57,
"beta_proxy": 16.72,
"volume_signal": true,
"news_count": 1,
"extended_gap_penalty": 0.0,
"vix_change_pct": 9.28,
"prior_day_change_pct": 0.0
},
"edge_type": "Stock Edge",
"score_formula_display": "final = win_prob(67%) × ER(1.6%) × rr_weight(0.5) / 100",
"expected_high": 751.66,
"expected_low": 719.23,
"expected_close": 719.23,
"current_price": 730.76,
"upside_pct": 1.58,
"downside_risk_pct": 2.86,
"why_factors": [
"RS弱于QQQ -5.66%",
"News 1 (利空做空)",
"Volume 信号",
"VIX 走高"
],
"why_today": "RS弱于QQQ -5.66% · News 1 (利空做空) · Volume 信号 · VIX 走高",
"gap_pct": -5.57,
"rr_display": {
"reward_risk_ratio": 1.97,
"risk_reward_ratio": 0.51,
"reward_per_share": 11.13,
"risk_per_share": 5.64,
"label_reward_risk": "Reward/Risk 1.97",
"label_risk_reward": "Risk:Reward 1:0.51",
"display": "Reward/Risk 1.97 · Risk:Reward 1:0.51",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"catalyst": "Geopolitical Risk · Oil Selloff",
"invalidation": "Close above stop $736.0 · Geopolitical escalation invalidates mean-reversion",
"advisory": true,
"level_reasons": {
"entry": {
"price": 730.36,
"source": "vwap",
"confidence": 89,
"reasons": [
{
"source": "orb_low",
"label": "ORB Low",
"price": 730.18,
"weight_pct": 30.0,
"matched": true,
"primary": false
},
{
"source": "vwap",
"label": "VWAP",
"price": 730.54,
"weight_pct": 70.0,
"matched": true,
"primary": true
}
]
},
"stop": {
"price": 736.0,
"source": "orb_high",
"confidence": 77,
"reasons": [
{
"source": "orb_high",
"label": "ORB High",
"price": 736.0,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
},
"target": {
"price": 719.23,
"source": "expected_close",
"confidence": 77,
"reasons": [
{
"source": "expected_close",
"label": "Expected Close",
"price": 719.23,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
}
},
"return_calculation": "(730.36-719.23)/730.36=1.52%",
"heuristic_expected_return_pct": 1.58,
"target_action": "买入/平空仓",
"trade_summary_cn": "做空 META：在 730.36 附近入场，目标 719.23，预期 +1.52%",
"trade_economics": {
"account_size": 10000.0,
"risk_pct": 1.0,
"position_pct": 100.0,
"shares": 17,
"contracts": 1,
"max_loss_usd": 95.88,
"win_usd": 189.21,
"loss_usd": 95.88,
"expected_value_usd": 95.13,
"risk_per_share": 5.64,
"reward_per_share": 11.13,
"rr_display": {
"reward_risk_ratio": 1.97,
"risk_reward_ratio": 0.51,
"reward_per_share": 11.13,
"risk_per_share": 5.64,
"label_reward_risk": "Reward/Risk 1.97",
"label_risk_reward": "Risk:Reward 1:0.51",
"display": "Reward/Risk 1.97 · Risk:Reward 1:0.51",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"size_label": "Small",
"display": "$10,000 → Win +$189 / Loss -$96"
},
"position_sizing": {
"risk_pct": 1.0,
"position_pct": 100.0,
"contracts": 1,
"shares": 17,
"max_loss_usd": 95.88,
"size_label": "Small",
"display": "Risk 1.0% → Position 100.0% → 1 unit(s) → Max Loss $95.88"
},
"why_wins_today": [
{
"rank": 1,
"dimension": "relative_strength",
"label": "Highest Relative Strength",
"primary_value": -5.66,
"runner_up_value": 1.8,
"wins": true
},
{
"rank": 2,
"dimension": "expected_range",
"label": "Largest Expected Range",
"primary_value": 4.44,
"runner_up_value": 3.32,
"wins": true
}
],
"why_not_alternatives": [
{
"symbol": "ARM",
"rank": 2,
"reasons": [
"Win% 67 vs 76",
"ER 1.5% vs 1.1%",
"Score 0.53 vs 0.43",
"RS -5.7% vs -2.4%",
"R:R 1.97 vs 1.0",
"Tradeable (Small) vs Pass"
],
"summary": "Why META over ARM: Win% 67 vs 76 · ER 1.5% vs 1.1% · Score 0.53 vs 0.43 · RS -5.7% vs -2.4% · R:R 1.97 vs 1.0 · Tradeable (Small) vs Pass"
},
{
"symbol": "AMD",
"rank": 3,
"reasons": [
"Win% 67 vs 76",
"ER 1.5% vs 0.8%",
"Score 0.53 vs 0.3",
"RS -5.7% vs -1.5%",
"R:R 1.97 vs 1.0",
"Tradeable (Small) vs Pass"
],
"summary": "Why META over AMD: Win% 67 vs 76 · ER 1.5% vs 0.8% · Score 0.53 vs 0.3 · RS -5.7% vs -1.5% · R:R 1.97 vs 1.0 · Tradeable (Small) vs Pass"
},
{
"symbol": "TSLA",
"rank": 4,
"reasons": [
"Win% 67 vs 72",
"ER 1.5% vs 0.5%",
"Score 0.53 vs 0.29",
"RS -5.7% vs -1.7%",
"R:R 1.97 vs 1.55",
"Tradeable (Small) vs Pass"
],
"summary": "Why META over TSLA: Win% 67 vs 72 · ER 1.5% vs 0.5% · Score 0.53 vs 0.29 · RS -5.7% vs -1.7% · R:R 1.97 vs 1.55 · Tradeable (Small) vs Pass"
},
{
"symbol": "MU",
"rank": 5,
"reasons": [
"Win% 67 vs 71",
"ER 1.5% vs 0.7%",
"Score 0.53 vs 0.24",
"RS -5.7% vs -1.2%",
"R:R 1.97 vs 1.0",
"Tradeable (Small) vs Pass"
],
"summary": "Why META over MU: Win% 67 vs 71 · ER 1.5% vs 0.7% · Score 0.53 vs 0.24 · RS -5.7% vs -1.2% · R:R 1.97 vs 1.0 · Tradeable (Small) vs Pass"
},
{
"symbol": "AVGO",
"rank": 6,
"reasons": [
"Win% 67 vs 81",
"ER 1.5% vs 0.3%",
"Score 0.53 vs 0.11",
"RS -5.7% vs -0.5%",
"R:R 1.97 vs 1.0",
"Tradeable (Small) vs Pass"
],
"summary": "Why META over AVGO: Win% 67 vs 81 · ER 1.5% vs 0.3% · Score 0.53 vs 0.11 · RS -5.7% vs -0.5% · R:R 1.97 vs 1.0 · Tradeable (Small) vs Pass"
}
],
"rank_summary": "META ranked #1 because weakest RS + largest expected range",
"win_prob_source": "rules",
"calibration": {
"calibrated_win_prob": 67.0,
"sample_size": 0,
"confidence_interval": null,
"source": "rules_fallback",
"match_quality": "insufficient",
"win_prob_source": "rules",
"disclaimer": "No historical matches; using rules breakdown"
},
"ev_distribution": {
"expected_value_usd": 95.13,
"win_scenario_usd": 189.21,
"loss_scenario_usd": 95.88,
"win_prob_pct": 67.0,
"display": "EV $+95 (win +$189 @ 67.0% · loss -$96)"
},
"entry_status": {
"current_price": 730.76,
"ideal_entry": 730.36,
"distance_pct": -0.05,
"remaining_er_pct": 1.58,
"live_expected_return_pct": 1.58,
"new_plan": null,
"alternate_entry": null,
"advisory": true,
"advisory_tag": "ADVISORY — 不构成投资建议",
"zone_low": 730.18,
"zone_high": 730.54,
"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": 76.0,
"expected_return_pct": 1.13,
"trade_action": "Pass",
"why": "RS弱于QQQ -2.37% · RS弱于SMH -2.50% · VIX 走高",
"note": "Monitor — below trade threshold"
},
{
"symbol": "AMD",
"rank": 3,
"win_prob": 76.0,
"expected_return_pct": 0.8,
"trade_action": "Pass",
"why": "RS弱于QQQ -1.53% · RS弱于SMH -1.66% · VIX 走高 · 上行空间 <1.0%",
"note": "Monitor — below trade threshold"
},
{
"symbol": "TSLA",
"rank": 4,
"win_prob": 72.0,
"expected_return_pct": 0.52,
"trade_action": "Pass",
"why": "RS弱于QQQ -1.66% · Volume 信号 · VIX 走高 · 上行空间 <1.0%",
"note": "Monitor — below trade threshold"
},
{
"symbol": "MU",
"rank": 5,
"win_prob": 71.0,
"expected_return_pct": 0.68,
"trade_action": "Pass",
"why": "RS弱于QQQ -1.25% · RS弱于SMH -1.38% · News 1 (利空做空) · VIX 走高",
"note": "Monitor — below trade threshold"
},
{
"symbol": "AVGO",
"rank": 6,
"win_prob": 81.0,
"expected_return_pct": 0.28,
"trade_action": "Pass",
"why": "RS弱于QQQ -0.51% · RS弱于SMH -0.64% · Gap 未过度延伸 · VIX 走高",
"note": "Monitor — below trade threshold"
}
],
"advisory": true,
"swing": {
"symbol": "META",
"direction": "LONG",
"instrument": "Stock",
"horizon": "Swing",
"duration": "Swing (days–weeks)",
"confidence": 72,
"entry": "Near 728.6 (swing zone)",
"entry_source": "swing_zone",
"entry_price": 728.57,
"entry_zone": {
"low": 713.77,
"high": 730.76,
"mid": 728.57,
"display": "$713.77–$730.76",
"source": "swing_pullback"
},
"stop": "684.2 (1.75xATR)",
"stop_source": "1.75xATR",
"stop_price": 684.16,
"target": "787.8 (T1 ~8.1%)",
"target_source": "2xATR_or_5pct",
"target_price": 787.79,
"targets": [
{
"price": 787.79,
"label": "T1",
"pct": 8.13
},
{
"price": 817.39,
"label": "T2",
"pct": 12.19
}
],
"expected_return_pct": 8.13,
"expected_move": "+8.13%",
"risk_reward": 1.33,
"win_prob": 67.0,
"final_score": 0.53,
"swing_quality": 6.436,
"atr": 29.6081,
"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": 730.76,
"why": [
"高流动性波段标的 META",
"Prior day +0.0%",
"5D momentum +13.0%",
"RS vs QQQ -5.66%",
"News/1 catalyst hints",
"Swing score 6.4"
],
"why_chain": "高流动性波段标的 META · Prior day +0.0% · 5D momentum +13.0% · RS vs QQQ -5.66%",
"invalidation": "Close beyond stop $684.16 or thesis broken (trend flip / catalyst fade)",
"trade_summary_cn": "波段做多 META：理想入场 $713.77–$730.76，止损 $684.16，目标 $787.79（约 +8.1%），持仓天数–数周",
"one_liner": "波段做多 META：理想入场 $713.77–$730.76，止损 $684.16，目标 $787.79（约 +8.1%），持仓天数–数周",
"edge_type": "Stock Edge",
"advisory": true,
"label": "长线 · Swing Trade",
"separate_from_intraday": true
}
},
"edges": {
"macro_edge": {
"edge": "YES",
"why": "今日有重大催化剂（含地缘/突发）：Geopolitical Risk、Oil Selloff、Trade Policy",
"catalyst": "Geopolitical Risk、Oil Selloff、Trade Policy"
},
"index_edge": {
"edge": "YES",
"why": "QQQ 走弱 -0.34%（做空 edge）"
},
"sector_edge": {
"edge": "NO",
"why": "板块相对强度不足"
},
"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": "META",
"win_prob": 67.0,
"win_prob_breakdown": {
"components": [
{
"factor": "Base",
"key": "base",
"points": 50.0
},
{
"factor": "RS",
"key": "rs",
"points": 12.0
},
{
"factor": "Catalyst",
"key": "catalyst",
"points": -5.0
},
{
"factor": "Volume",
"key": "volume",
"points": 4.0
},
{
"factor": "Macro",
"key": "macro",
"points": 6.0
}
],
"total": 67.0,
"raw_total": 67.0,
"was_clamped": false
},
"expected_return_pct": 1.58,
"expected_high": 751.66,
"expected_low": 719.23,
"expected_close": 719.23,
"current_price": 730.76,
"upside_pct": 1.58,
"downside_risk_pct": 2.86,
"risk_reward": 0.55,
"rr_display": {
"reward_risk_ratio": 0.55,
"risk_reward_ratio": 1.82,
"reward_per_share": null,
"risk_per_share": null,
"label_reward_risk": "Reward/Risk 0.55",
"label_risk_reward": "Risk:Reward 1:1.82",
"display": "Reward/Risk 0.55 · Risk:Reward 1:1.82",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"final_score": 0.53,
"trade_action": "Small",
"trade": "Small",
"gap_pct": -5.57,
"relative_strength": -5.66,
"relative_strength_vs_smh": -5.79,
"relative_weakness_score": 9.13,
"prior_day_change_pct": 0.0,
"why_factors": [
"RS弱于QQQ -5.66%",
"News 1 (利空做空)",
"Volume 信号",
"VIX 走高"
],
"why": "RS弱于QQQ -5.66% · News 1 (利空做空) · Volume 信号 · VIX 走高",
"score": 5,
"news_count": 1,
"factor_breakdown": {
"relative_strength_vs_qqq": -5.66,
"relative_strength_vs_smh": -5.79,
"relative_weakness_score": 9.13,
"gap_pct": -5.57,
"beta_proxy": 16.72,
"volume_signal": true,
"news_count": 1,
"extended_gap_penalty": 0.0,
"vix_change_pct": 9.28,
"prior_day_change_pct": 0.0
},
"edge_type": "Stock Edge",
"score_formula_display": "final = win_prob(67%) × ER(1.6%) × rr_weight(0.5) / 100",
"rr_weight": 0.5,
"why_vs_runner_up": "META RS -5.7% vs ARM -2.4%；ER 1.6% vs 1.1%；higher beta (16.7 vs 7.6)；relative weakness play",
"advisory": true,
"rank": 1,
"direction": "SHORT"
},
{
"symbol": "ARM",
"win_prob": 76.0,
"win_prob_breakdown": {
"components": [
{
"factor": "Base",
"key": "base",
"points": 50.0
},
{
"factor": "RS",
"key": "rs",
"points": 20.0
},
{
"factor": "Macro",
"key": "macro",
"points": 6.0
}
],
"total": 76.0,
"raw_total": 76.0,
"was_clamped": false
},
"expected_return_pct": 1.13,
"expected_high": 305.25,
"expected_low": 298.44,
"expected_close": 298.44,
"current_price": 301.85,
"upside_pct": 1.13,
"downside_risk_pct": 1.13,
"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": 0.43,
"trade_action": "Pass",
"trade": "Pass",
"gap_pct": -3.33,
"relative_strength": -2.37,
"relative_strength_vs_smh": -2.5,
"relative_weakness_score": 3.87,
"prior_day_change_pct": -1.47,
"why_factors": [
"RS弱于QQQ -2.37%",
"RS弱于SMH -2.50%",
"VIX 走高"
],
"why": "RS弱于QQQ -2.37% · RS弱于SMH -2.50% · VIX 走高",
"score": 4,
"news_count": 0,
"factor_breakdown": {
"relative_strength_vs_qqq": -2.37,
"relative_strength_vs_smh": -2.5,
"relative_weakness_score": 3.87,
"gap_pct": -3.33,
"beta_proxy": 7.58,
"volume_signal": false,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": 9.28,
"prior_day_change_pct": -1.47
},
"edge_type": "Stock Edge",
"score_formula_display": "final = win_prob(76%) × ER(1.1%) × rr_weight(0.5) / 100",
"rr_weight": 0.5,
"why_vs_runner_up": "—",
"advisory": true,
"rank": 2,
"direction": "SHORT"
},
{
"symbol": "AMD",
"win_prob": 76.0,
"win_prob_breakdown": {
"components": [
{
"factor": "Base",
"key": "base",
"points": 50.0
},
{
"factor": "RS",
"key": "rs",
"points": 20.0
},
{
"factor": "Macro",
"key": "macro",
"points": 6.0
}
],
"total": 76.0,
"raw_total": 76.0,
"was_clamped": false
},
"expected_return_pct": 0.8,
"expected_high": 624.89,
"expected_low": 612.51,
"expected_close": 613.74,
"current_price": 618.7,
"upside_pct": 1.0,
"downside_risk_pct": 1.0,
"risk_reward": 1.0,
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"prior_day_change_pct": 0.0
},
"edge_type": "Stock Edge",
"score_formula_display": "final = win_prob(20%) × ER(-0.5%) × rr_weight(1.1) / 100",
"rr_weight": 1.1,
"why_vs_runner_up": "—",
"advisory": true,
"rank": 11,
"direction": "SHORT"
}
]
},
"intraday": {
"s5": {
"driver_still_valid": true,
"action": "Hold"
},
"s6": {
"trade_valid": true,
"action": "Hold"
},
"s7": {
"actual_driver": "Bond/Rates",
"attribution": {
"ai": 0.156,
"bond": 0.517,
"oil": 0.0,
"macro": 0.277,
"other": 0.05,
"splits": {}
}
}
},
"trade_plan": {},
"actual": {},
"attribution": {
"ai": 0.156,
"bond": 0.517,
"oil": 0.0,
"macro": 0.277,
"other": 0.05,
"splits": {}
},
"labels": {
"actual_driver": "Bond/Rates",
"agent_driver": "Geopolitical Risk",
"agent_driver_type": "Political",
"corrected_driver_from_verify": null,
"driver_splits": {},
"hypothesis_correct": "错",
"scenario_primary": "A",
"scenario_actual": "B",
"scenario_correct": false,
"trade_recommendation": "META",
"trade_direction": "SHORT",
"primary_symbol": "META",
"predicted_return_pct": 1.52,
"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-58"
],
"bayesian_drivers": {
"AI": 1.0,
"Bond": 0.0,
"Macro": 0.0,
"Oil": 0.0,
"Risk": 0.0
},
"data_gaps": []
}