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 62
H-2026-09-29-001Surprise：No major surprises vs typical driver mix
Lesson：Morning Hypothesis 被 Chip/Macro 冲突推翻——复盘 P10/P15 权重
{
"date": "2026-09-29",
"features": {
"dgs10": 5.17,
"dgs2": null,
"vix": 15.84,
"vix_chg": -1.43,
"qqq_chg": -0.84,
"smh_chg": 0.08,
"nvda_chg": 1.05,
"spy_chg": 0.0,
"oil_chg": 0.0,
"dxy_chg": 0.14,
"breadth_proxy": 0.14285714285714285,
"qqq_gap": -0.99,
"news_headline_count": 27,
"news_bearish_ratio": 0.2,
"news_ai_mentions": 60,
"news_macro_mentions": 1,
"news_oil_mentions": 2,
"news_risk_mentions": 0
},
"regime": {
"label": "AI Expansion",
"confidence": 0.82
},
"hypothesis": {
"id": "H-2026-09-29-001",
"statement": "弱 NFP 能否抵消 AI 抛售？（Macro 利率利好 vs 半导体风险）",
"evidence": [
"VIX=15.8 (low fear)"
],
"counter_evidence": [
"10Y=5.17% (elevated rates)",
"Breadth 14% (narrow market)"
],
"confidence": 0.58,
"status": "待验证"
},
"morning": {
"bias": "Neutral",
"total": -1,
"driver_type": "Political",
"daily_driver": "Trade Policy",
"best_opportunity": {
"direction": "SHORT",
"symbol": "ARM",
"instrument": "Stock",
"horizon": "Intraday",
"confidence": 40,
"confidence_stars": "★★☆☆☆",
"entry": "Below 289.0 (现价)",
"entry_source": "current",
"entry_price": 289.15,
"stop": "289.3 (ORB高点)",
"stop_source": "orb_high",
"stop_price": 289.32,
"target": "282.9 (预期收盘)",
"target_source": "expected_close",
"target_price": 282.93,
"target_action": "买入/平空仓",
"targets": [
"282.9 (预期收盘)"
],
"duration": "Intraday",
"why": [
"板块内相对强势 +2.67%",
"半导体内领涨 +1.99%",
"昨日弱势 -6.9% 延续下行",
"Gap 未过度延伸",
"News 1 (利空做空)"
],
"why_chain": "板块内相对强势 +2.67% · 半导体内领涨 +1.99% · 昨日弱势 -6.9% 延续下行 · Gap 未过度延伸",
"why_vs_runner_up": "ARM RS +2.7% vs META -3.0%；ER 2.1% vs 1.0%；relative strength",
"factor_breakdown": {
"relative_strength_vs_qqq": 2.67,
"relative_strength_vs_smh": 1.99,
"relative_weakness_score": -3.86,
"gap_pct": -0.66,
"beta_proxy": -2.99,
"volume_signal": false,
"news_count": 1,
"extended_gap_penalty": 0.0,
"vix_change_pct": -1.43,
"prior_day_change_pct": -6.87
},
"edge_type": "Stock Edge",
"score_formula_display": "final = win_prob(36%) × ER(2.1%) × rr_weight(0.5) / 100",
"win_prob": 36.0,
"win_prob_breakdown": {
"components": [
{
"factor": "Base",
"key": "base",
"points": 50.0
},
{
"factor": "RS",
"key": "rs",
"points": -22.0
},
{
"factor": "Trend",
"key": "trend",
"points": 8.0
},
{
"factor": "Gap",
"key": "gap",
"points": 5.0
},
{
"factor": "Catalyst",
"key": "catalyst",
"points": -5.0
}
],
"total": 36.0,
"raw_total": 36.0,
"was_clamped": false
},
"expected_return_pct": 2.15,
"expected_move": "+2.15%",
"return_calculation": "(289.15-282.93)/289.15=2.15%",
"trade_summary_cn": "做空 ARM：在 289.15 附近入场，目标 282.93，预期 +2.15%",
"risk_reward": 36.57,
"rr_display": {
"reward_risk_ratio": 36.59,
"risk_reward_ratio": 0.03,
"reward_per_share": 6.22,
"risk_per_share": 0.17,
"label_reward_risk": "Reward/Risk 36.59",
"label_risk_reward": "Risk:Reward 1:0.03",
"display": "Reward/Risk 36.59 · Risk:Reward 1:0.03",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"entry_zone": {
"low": 288.99,
"high": 289.32,
"mid": 289.15,
"anchors": [
{
"source": "orb_high",
"label": "ORB高点",
"price": 289.32
}
],
"display": "Entry Zone 288.99–289.32",
"entry_source": "current",
"tolerance_pct": 0.3
},
"rank_summary": "ARM ranked #1 because largest expected range + best reward/risk",
"win_prob_source": "rules",
"calibration": {
"calibrated_win_prob": 36.0,
"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": 1252.68,
"win_scenario_usd": 3657.36,
"loss_scenario_usd": 99.96,
"win_prob_pct": 36.0,
"display": "EV $+1253 (win +$3657 @ 36.0% · loss -$100)"
},
"final_score": 0.38,
"level_anchors": {
"vwap": 287.76,
"orb_high": 289.32,
"orb_low": 280.4,
"prev_high": null,
"prev_low": null,
"prior_close": 283.33,
"orb_from_minute": true
},
"level_reasons": {
"entry": {
"price": 289.15,
"source": "current",
"confidence": 67,
"reasons": [
{
"source": "vwap",
"label": "VWAP",
"price": 287.76,
"weight_pct": 100.0,
"matched": true,
"primary": false
}
]
},
"stop": {
"price": 289.32,
"source": "orb_high",
"confidence": 89,
"reasons": [
{
"source": "orb_high",
"label": "ORB High",
"price": 289.32,
"weight_pct": 70.0,
"matched": true,
"primary": true
},
{
"source": "vwap",
"label": "VWAP",
"price": 287.76,
"weight_pct": 30.0,
"matched": true,
"primary": false
}
]
},
"target": {
"price": 282.93,
"source": "expected_close",
"confidence": 77,
"reasons": [
{
"source": "expected_close",
"label": "Expected Close",
"price": 282.93,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
}
},
"trade_economics": {
"account_size": 10000.0,
"risk_pct": 1.0,
"position_pct": 100.0,
"shares": 588,
"contracts": 1,
"max_loss_usd": 99.96,
"win_usd": 3657.36,
"loss_usd": 99.96,
"expected_value_usd": 1252.68,
"risk_per_share": 0.17,
"reward_per_share": 6.22,
"rr_display": {
"reward_risk_ratio": 36.59,
"risk_reward_ratio": 0.03,
"reward_per_share": 6.22,
"risk_per_share": 0.17,
"label_reward_risk": "Reward/Risk 36.59",
"label_risk_reward": "Risk:Reward 1:0.03",
"display": "Reward/Risk 36.59 · 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 +$3657 / Loss -$100"
},
"position_sizing": {
"risk_pct": 1.0,
"position_pct": 100.0,
"contracts": 1,
"shares": 588,
"max_loss_usd": 99.96,
"size_label": "Small",
"display": "Risk 1.0% → Position 100.0% → 1 unit(s) → Max Loss $99.96"
},
"why_wins_today": [
{
"rank": 1,
"dimension": "expected_range",
"label": "Largest Expected Range",
"primary_value": 4.2,
"runner_up_value": 2.14,
"wins": true
},
{
"rank": 2,
"dimension": "risk_reward",
"label": "Best Risk Reward",
"primary_value": 36.57,
"runner_up_value": 2.2,
"wins": true
}
],
"why_not_alternatives": [
{
"symbol": "META",
"rank": 2,
"reasons": [
"Win% 36 vs 61",
"ER 2.1% vs 1.0%",
"Score 0.38 vs 0.36",
"RS +2.7% vs -3.0%",
"R:R 36.57 vs 1.2",
"Tradeable (Small) vs Pass"
],
"summary": "Why ARM over META: Win% 36 vs 61 · ER 2.1% vs 1.0% · Score 0.38 vs 0.36 · RS +2.7% vs -3.0% · R:R 36.57 vs 1.2 · Tradeable (Small) vs Pass"
},
{
"symbol": "TSLA",
"rank": 3,
"reasons": [
"Win% 36 vs 66",
"ER 2.1% vs 0.8%",
"Score 0.38 vs 0.28",
"RS +2.7% vs -2.8%",
"R:R 36.57 vs 1.0",
"Tradeable (Small) vs Pass"
],
"summary": "Why ARM over TSLA: Win% 36 vs 66 · ER 2.1% vs 0.8% · Score 0.38 vs 0.28 · RS +2.7% vs -2.8% · R:R 36.57 vs 1.0 · Tradeable (Small) vs Pass"
},
{
"symbol": "TQQQ",
"rank": 4,
"reasons": [
"Win% 36 vs 48",
"ER 2.1% vs 0.5%",
"Score 0.38 vs 0.28",
"RS +2.7% vs -1.4%",
"R:R 36.57 vs 2.2",
"Tradeable (Small) vs Pass"
],
"summary": "Why ARM over TQQQ: Win% 36 vs 48 · ER 2.1% vs 0.5% · Score 0.38 vs 0.28 · RS +2.7% vs -1.4% · R:R 36.57 vs 2.2 · Tradeable (Small) vs Pass"
},
{
"symbol": "QQQ",
"rank": 5,
"reasons": [
"Win% 36 vs 59",
"ER 2.1% vs 0.1%",
"Score 0.38 vs 0.04",
"RS +2.7% vs +0.0%",
"R:R 36.57 vs 1.6",
"Tradeable (Small) vs Pass"
],
"summary": "Why ARM over QQQ: Win% 36 vs 59 · ER 2.1% vs 0.1% · Score 0.38 vs 0.04 · RS +2.7% vs +0.0% · R:R 36.57 vs 1.6 · Tradeable (Small) vs Pass"
},
{
"symbol": "SPY",
"rank": 6,
"reasons": [
"Win% 36 vs 53",
"ER 2.1% vs 0.0%",
"Score 0.38 vs 0.01",
"RS +2.7% vs +0.1%",
"R:R 36.57 vs 1.6",
"Tradeable (Small) vs Pass"
],
"summary": "Why ARM over SPY: Win% 36 vs 53 · ER 2.1% vs 0.0% · Score 0.38 vs 0.01 · RS +2.7% vs +0.1% · R:R 36.57 vs 1.6 · Tradeable (Small) vs Pass"
}
],
"avoid": [],
"one_liner": "做空 ARM：在 289.15 附近入场，目标 282.93，预期 +2.15%",
"p16_gate": "No Trade",
"advisory": true
},
"best_trades": {
"primary": {
"rank": 1,
"symbol": "ARM",
"direction": "SHORT",
"instrument": "Stock",
"horizon": "Intraday",
"confidence": 40,
"confidence_stars": "★★☆☆☆",
"expected_move": "+2.15%",
"expected_return_pct": 2.15,
"win_prob": 36.0,
"win_prob_breakdown": {
"components": [
{
"factor": "Base",
"key": "base",
"points": 50.0
},
{
"factor": "RS",
"key": "rs",
"points": -22.0
},
{
"factor": "Trend",
"key": "trend",
"points": 8.0
},
{
"factor": "Gap",
"key": "gap",
"points": 5.0
},
{
"factor": "Catalyst",
"key": "catalyst",
"points": -5.0
}
],
"total": 36.0,
"raw_total": 36.0,
"was_clamped": false
},
"risk_reward": 36.57,
"final_score": 0.38,
"trade_action": "Small",
"relative_strength": 2.67,
"entry": "Below 289.0 (现价)",
"entry_source": "current",
"entry_price": 289.15,
"entry_zone": {
"low": 288.99,
"high": 289.32,
"mid": 289.15,
"anchors": [
{
"source": "orb_high",
"label": "ORB高点",
"price": 289.32
}
],
"display": "Entry Zone 288.99–289.32",
"entry_source": "current",
"tolerance_pct": 0.3
},
"stop": "289.3 (ORB高点)",
"stop_source": "orb_high",
"stop_price": 289.32,
"target": "282.9 (预期收盘)",
"target_source": "expected_close",
"target_price": 282.93,
"targets": [
"282.9 (预期收盘)"
],
"level_anchors": {
"vwap": 287.76,
"orb_high": 289.32,
"orb_low": 280.4,
"prev_high": null,
"prev_low": null,
"prior_close": 283.33,
"orb_from_minute": true
},
"levels_valid": true,
"why": [
"板块内相对强势 +2.67%",
"半导体内领涨 +1.99%",
"昨日弱势 -6.9% 延续下行",
"Gap 未过度延伸",
"News 1 (利空做空)"
],
"why_chain": "板块内相对强势 +2.67% · 半导体内领涨 +1.99% · 昨日弱势 -6.9% 延续下行 · Gap 未过度延伸",
"why_vs_runner_up": "ARM RS +2.7% vs META -3.0%；ER 2.1% vs 1.0%；relative strength",
"factor_breakdown": {
"relative_strength_vs_qqq": 2.67,
"relative_strength_vs_smh": 1.99,
"relative_weakness_score": -3.86,
"gap_pct": -0.66,
"beta_proxy": -2.99,
"volume_signal": false,
"news_count": 1,
"extended_gap_penalty": 0.0,
"vix_change_pct": -1.43,
"prior_day_change_pct": -6.87
},
"edge_type": "Stock Edge",
"score_formula_display": "final = win_prob(36%) × ER(2.1%) × rr_weight(0.5) / 100",
"expected_high": 295.05,
"expected_low": 282.93,
"expected_close": 282.93,
"current_price": 288.99,
"upside_pct": 2.1,
"downside_risk_pct": 2.1,
"why_factors": [
"板块内相对强势 +2.67%",
"半导体内领涨 +1.99%",
"昨日弱势 -6.9% 延续下行",
"Gap 未过度延伸",
"News 1 (利空做空)"
],
"why_today": "板块内相对强势 +2.67% · 半导体内领涨 +1.99% · 昨日弱势 -6.9% 延续下行 · Gap 未过度延伸",
"gap_pct": -0.66,
"rr_display": {
"reward_risk_ratio": 36.59,
"risk_reward_ratio": 0.03,
"reward_per_share": 6.22,
"risk_per_share": 0.17,
"label_reward_risk": "Reward/Risk 36.59",
"label_risk_reward": "Risk:Reward 1:0.03",
"display": "Reward/Risk 36.59 · Risk:Reward 1:0.03",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"catalyst": "Oil Selloff · Trade Policy",
"invalidation": "Close above stop $289.32",
"advisory": true,
"level_reasons": {
"entry": {
"price": 289.15,
"source": "current",
"confidence": 67,
"reasons": [
{
"source": "vwap",
"label": "VWAP",
"price": 287.76,
"weight_pct": 100.0,
"matched": true,
"primary": false
}
]
},
"stop": {
"price": 289.32,
"source": "orb_high",
"confidence": 89,
"reasons": [
{
"source": "orb_high",
"label": "ORB High",
"price": 289.32,
"weight_pct": 70.0,
"matched": true,
"primary": true
},
{
"source": "vwap",
"label": "VWAP",
"price": 287.76,
"weight_pct": 30.0,
"matched": true,
"primary": false
}
]
},
"target": {
"price": 282.93,
"source": "expected_close",
"confidence": 77,
"reasons": [
{
"source": "expected_close",
"label": "Expected Close",
"price": 282.93,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
}
},
"return_calculation": "(289.15-282.93)/289.15=2.15%",
"heuristic_expected_return_pct": 2.1,
"target_action": "买入/平空仓",
"trade_summary_cn": "做空 ARM：在 289.15 附近入场，目标 282.93，预期 +2.15%",
"trade_economics": {
"account_size": 10000.0,
"risk_pct": 1.0,
"position_pct": 100.0,
"shares": 588,
"contracts": 1,
"max_loss_usd": 99.96,
"win_usd": 3657.36,
"loss_usd": 99.96,
"expected_value_usd": 1252.68,
"risk_per_share": 0.17,
"reward_per_share": 6.22,
"rr_display": {
"reward_risk_ratio": 36.59,
"risk_reward_ratio": 0.03,
"reward_per_share": 6.22,
"risk_per_share": 0.17,
"label_reward_risk": "Reward/Risk 36.59",
"label_risk_reward": "Risk:Reward 1:0.03",
"display": "Reward/Risk 36.59 · 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 +$3657 / Loss -$100"
},
"position_sizing": {
"risk_pct": 1.0,
"position_pct": 100.0,
"contracts": 1,
"shares": 588,
"max_loss_usd": 99.96,
"size_label": "Small",
"display": "Risk 1.0% → Position 100.0% → 1 unit(s) → Max Loss $99.96"
},
"why_wins_today": [
{
"rank": 1,
"dimension": "expected_range",
"label": "Largest Expected Range",
"primary_value": 4.2,
"runner_up_value": 2.14,
"wins": true
},
{
"rank": 2,
"dimension": "risk_reward",
"label": "Best Risk Reward",
"primary_value": 36.57,
"runner_up_value": 2.2,
"wins": true
}
],
"why_not_alternatives": [
{
"symbol": "META",
"rank": 2,
"reasons": [
"Win% 36 vs 61",
"ER 2.1% vs 1.0%",
"Score 0.38 vs 0.36",
"RS +2.7% vs -3.0%",
"R:R 36.57 vs 1.2",
"Tradeable (Small) vs Pass"
],
"summary": "Why ARM over META: Win% 36 vs 61 · ER 2.1% vs 1.0% · Score 0.38 vs 0.36 · RS +2.7% vs -3.0% · R:R 36.57 vs 1.2 · Tradeable (Small) vs Pass"
},
{
"symbol": "TSLA",
"rank": 3,
"reasons": [
"Win% 36 vs 66",
"ER 2.1% vs 0.8%",
"Score 0.38 vs 0.28",
"RS +2.7% vs -2.8%",
"R:R 36.57 vs 1.0",
"Tradeable (Small) vs Pass"
],
"summary": "Why ARM over TSLA: Win% 36 vs 66 · ER 2.1% vs 0.8% · Score 0.38 vs 0.28 · RS +2.7% vs -2.8% · R:R 36.57 vs 1.0 · Tradeable (Small) vs Pass"
},
{
"symbol": "TQQQ",
"rank": 4,
"reasons": [
"Win% 36 vs 48",
"ER 2.1% vs 0.5%",
"Score 0.38 vs 0.28",
"RS +2.7% vs -1.4%",
"R:R 36.57 vs 2.2",
"Tradeable (Small) vs Pass"
],
"summary": "Why ARM over TQQQ: Win% 36 vs 48 · ER 2.1% vs 0.5% · Score 0.38 vs 0.28 · RS +2.7% vs -1.4% · R:R 36.57 vs 2.2 · Tradeable (Small) vs Pass"
},
{
"symbol": "QQQ",
"rank": 5,
"reasons": [
"Win% 36 vs 59",
"ER 2.1% vs 0.1%",
"Score 0.38 vs 0.04",
"RS +2.7% vs +0.0%",
"R:R 36.57 vs 1.6",
"Tradeable (Small) vs Pass"
],
"summary": "Why ARM over QQQ: Win% 36 vs 59 · ER 2.1% vs 0.1% · Score 0.38 vs 0.04 · RS +2.7% vs +0.0% · R:R 36.57 vs 1.6 · Tradeable (Small) vs Pass"
},
{
"symbol": "SPY",
"rank": 6,
"reasons": [
"Win% 36 vs 53",
"ER 2.1% vs 0.0%",
"Score 0.38 vs 0.01",
"RS +2.7% vs +0.1%",
"R:R 36.57 vs 1.6",
"Tradeable (Small) vs Pass"
],
"summary": "Why ARM over SPY: Win% 36 vs 53 · ER 2.1% vs 0.0% · Score 0.38 vs 0.01 · RS +2.7% vs +0.1% · R:R 36.57 vs 1.6 · Tradeable (Small) vs Pass"
}
],
"rank_summary": "ARM ranked #1 because largest expected range + best reward/risk",
"win_prob_source": "rules",
"calibration": {
"calibrated_win_prob": 36.0,
"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": 1252.68,
"win_scenario_usd": 3657.36,
"loss_scenario_usd": 99.96,
"win_prob_pct": 36.0,
"display": "EV $+1253 (win +$3657 @ 36.0% · loss -$100)"
},
"entry_status": {
"current_price": 288.99,
"ideal_entry": 289.15,
"distance_pct": 0.06,
"remaining_er_pct": 2.1,
"live_expected_return_pct": 2.1,
"new_plan": null,
"alternate_entry": null,
"advisory": true,
"advisory_tag": "ADVISORY — 不构成投资建议",
"zone_low": 288.99,
"zone_high": 289.32,
"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": "ARM",
"direction": "SHORT",
"confidence": 40,
"expected_move": "+2.15%",
"why": "板块内相对强势 +2.67% · 半导体内领涨 +1.99% · 昨日弱势 -6.9% 延续下行 · Gap 未过度延伸"
}
],
"top_trades": [
{
"rank": 1,
"symbol": "ARM",
"direction": "SHORT",
"instrument": "Stock",
"horizon": "Intraday",
"confidence": 40,
"confidence_stars": "★★☆☆☆",
"expected_move": "+2.15%",
"expected_return_pct": 2.15,
"win_prob": 36.0,
"win_prob_breakdown": {
"components": [
{
"factor": "Base",
"key": "base",
"points": 50.0
},
{
"factor": "RS",
"key": "rs",
"points": -22.0
},
{
"factor": "Trend",
"key": "trend",
"points": 8.0
},
{
"factor": "Gap",
"key": "gap",
"points": 5.0
},
{
"factor": "Catalyst",
"key": "catalyst",
"points": -5.0
}
],
"total": 36.0,
"raw_total": 36.0,
"was_clamped": false
},
"risk_reward": 36.57,
"final_score": 0.38,
"trade_action": "Small",
"relative_strength": 2.67,
"entry": "Below 289.0 (现价)",
"entry_source": "current",
"entry_price": 289.15,
"entry_zone": {
"low": 288.99,
"high": 289.32,
"mid": 289.15,
"anchors": [
{
"source": "orb_high",
"label": "ORB高点",
"price": 289.32
}
],
"display": "Entry Zone 288.99–289.32",
"entry_source": "current",
"tolerance_pct": 0.3
},
"stop": "289.3 (ORB高点)",
"stop_source": "orb_high",
"stop_price": 289.32,
"target": "282.9 (预期收盘)",
"target_source": "expected_close",
"target_price": 282.93,
"targets": [
"282.9 (预期收盘)"
],
"level_anchors": {
"vwap": 287.76,
"orb_high": 289.32,
"orb_low": 280.4,
"prev_high": null,
"prev_low": null,
"prior_close": 283.33,
"orb_from_minute": true
},
"levels_valid": true,
"why": [
"板块内相对强势 +2.67%",
"半导体内领涨 +1.99%",
"昨日弱势 -6.9% 延续下行",
"Gap 未过度延伸",
"News 1 (利空做空)"
],
"why_chain": "板块内相对强势 +2.67% · 半导体内领涨 +1.99% · 昨日弱势 -6.9% 延续下行 · Gap 未过度延伸",
"why_vs_runner_up": "ARM RS +2.7% vs META -3.0%；ER 2.1% vs 1.0%；relative strength",
"factor_breakdown": {
"relative_strength_vs_qqq": 2.67,
"relative_strength_vs_smh": 1.99,
"relative_weakness_score": -3.86,
"gap_pct": -0.66,
"beta_proxy": -2.99,
"volume_signal": false,
"news_count": 1,
"extended_gap_penalty": 0.0,
"vix_change_pct": -1.43,
"prior_day_change_pct": -6.87
},
"edge_type": "Stock Edge",
"score_formula_display": "final = win_prob(36%) × ER(2.1%) × rr_weight(0.5) / 100",
"expected_high": 295.05,
"expected_low": 282.93,
"expected_close": 282.93,
"current_price": 288.99,
"upside_pct": 2.1,
"downside_risk_pct": 2.1,
"why_factors": [
"板块内相对强势 +2.67%",
"半导体内领涨 +1.99%",
"昨日弱势 -6.9% 延续下行",
"Gap 未过度延伸",
"News 1 (利空做空)"
],
"why_today": "板块内相对强势 +2.67% · 半导体内领涨 +1.99% · 昨日弱势 -6.9% 延续下行 · Gap 未过度延伸",
"gap_pct": -0.66,
"rr_display": {
"reward_risk_ratio": 36.59,
"risk_reward_ratio": 0.03,
"reward_per_share": 6.22,
"risk_per_share": 0.17,
"label_reward_risk": "Reward/Risk 36.59",
"label_risk_reward": "Risk:Reward 1:0.03",
"display": "Reward/Risk 36.59 · Risk:Reward 1:0.03",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"catalyst": "Oil Selloff · Trade Policy",
"invalidation": "Close above stop $289.32",
"advisory": true,
"level_reasons": {
"entry": {
"price": 289.15,
"source": "current",
"confidence": 67,
"reasons": [
{
"source": "vwap",
"label": "VWAP",
"price": 287.76,
"weight_pct": 100.0,
"matched": true,
"primary": false
}
]
},
"stop": {
"price": 289.32,
"source": "orb_high",
"confidence": 89,
"reasons": [
{
"source": "orb_high",
"label": "ORB High",
"price": 289.32,
"weight_pct": 70.0,
"matched": true,
"primary": true
},
{
"source": "vwap",
"label": "VWAP",
"price": 287.76,
"weight_pct": 30.0,
"matched": true,
"primary": false
}
]
},
"target": {
"price": 282.93,
"source": "expected_close",
"confidence": 77,
"reasons": [
{
"source": "expected_close",
"label": "Expected Close",
"price": 282.93,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
}
},
"return_calculation": "(289.15-282.93)/289.15=2.15%",
"heuristic_expected_return_pct": 2.1,
"target_action": "买入/平空仓",
"trade_summary_cn": "做空 ARM：在 289.15 附近入场，目标 282.93，预期 +2.15%",
"trade_economics": {
"account_size": 10000.0,
"risk_pct": 1.0,
"position_pct": 100.0,
"shares": 588,
"contracts": 1,
"max_loss_usd": 99.96,
"win_usd": 3657.36,
"loss_usd": 99.96,
"expected_value_usd": 1252.68,
"risk_per_share": 0.17,
"reward_per_share": 6.22,
"rr_display": {
"reward_risk_ratio": 36.59,
"risk_reward_ratio": 0.03,
"reward_per_share": 6.22,
"risk_per_share": 0.17,
"label_reward_risk": "Reward/Risk 36.59",
"label_risk_reward": "Risk:Reward 1:0.03",
"display": "Reward/Risk 36.59 · 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 +$3657 / Loss -$100"
},
"position_sizing": {
"risk_pct": 1.0,
"position_pct": 100.0,
"contracts": 1,
"shares": 588,
"max_loss_usd": 99.96,
"size_label": "Small",
"display": "Risk 1.0% → Position 100.0% → 1 unit(s) → Max Loss $99.96"
},
"why_wins_today": [
{
"rank": 1,
"dimension": "expected_range",
"label": "Largest Expected Range",
"primary_value": 4.2,
"runner_up_value": 2.14,
"wins": true
},
{
"rank": 2,
"dimension": "risk_reward",
"label": "Best Risk Reward",
"primary_value": 36.57,
"runner_up_value": 2.2,
"wins": true
}
],
"why_not_alternatives": [
{
"symbol": "META",
"rank": 2,
"reasons": [
"Win% 36 vs 61",
"ER 2.1% vs 1.0%",
"Score 0.38 vs 0.36",
"RS +2.7% vs -3.0%",
"R:R 36.57 vs 1.2",
"Tradeable (Small) vs Pass"
],
"summary": "Why ARM over META: Win% 36 vs 61 · ER 2.1% vs 1.0% · Score 0.38 vs 0.36 · RS +2.7% vs -3.0% · R:R 36.57 vs 1.2 · Tradeable (Small) vs Pass"
},
{
"symbol": "TSLA",
"rank": 3,
"reasons": [
"Win% 36 vs 66",
"ER 2.1% vs 0.8%",
"Score 0.38 vs 0.28",
"RS +2.7% vs -2.8%",
"R:R 36.57 vs 1.0",
"Tradeable (Small) vs Pass"
],
"summary": "Why ARM over TSLA: Win% 36 vs 66 · ER 2.1% vs 0.8% · Score 0.38 vs 0.28 · RS +2.7% vs -2.8% · R:R 36.57 vs 1.0 · Tradeable (Small) vs Pass"
},
{
"symbol": "TQQQ",
"rank": 4,
"reasons": [
"Win% 36 vs 48",
"ER 2.1% vs 0.5%",
"Score 0.38 vs 0.28",
"RS +2.7% vs -1.4%",
"R:R 36.57 vs 2.2",
"Tradeable (Small) vs Pass"
],
"summary": "Why ARM over TQQQ: Win% 36 vs 48 · ER 2.1% vs 0.5% · Score 0.38 vs 0.28 · RS +2.7% vs -1.4% · R:R 36.57 vs 2.2 · Tradeable (Small) vs Pass"
},
{
"symbol": "QQQ",
"rank": 5,
"reasons": [
"Win% 36 vs 59",
"ER 2.1% vs 0.1%",
"Score 0.38 vs 0.04",
"RS +2.7% vs +0.0%",
"R:R 36.57 vs 1.6",
"Tradeable (Small) vs Pass"
],
"summary": "Why ARM over QQQ: Win% 36 vs 59 · ER 2.1% vs 0.1% · Score 0.38 vs 0.04 · RS +2.7% vs +0.0% · R:R 36.57 vs 1.6 · Tradeable (Small) vs Pass"
},
{
"symbol": "SPY",
"rank": 6,
"reasons": [
"Win% 36 vs 53",
"ER 2.1% vs 0.0%",
"Score 0.38 vs 0.01",
"RS +2.7% vs +0.1%",
"R:R 36.57 vs 1.6",
"Tradeable (Small) vs Pass"
],
"summary": "Why ARM over SPY: Win% 36 vs 53 · ER 2.1% vs 0.0% · Score 0.38 vs 0.01 · RS +2.7% vs +0.1% · R:R 36.57 vs 1.6 · Tradeable (Small) vs Pass"
}
],
"rank_summary": "ARM ranked #1 because largest expected range + best reward/risk",
"win_prob_source": "rules",
"calibration": {
"calibrated_win_prob": 36.0,
"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": 1252.68,
"win_scenario_usd": 3657.36,
"loss_scenario_usd": 99.96,
"win_prob_pct": 36.0,
"display": "EV $+1253 (win +$3657 @ 36.0% · loss -$100)"
},
"entry_status": {
"current_price": 288.99,
"ideal_entry": 289.15,
"distance_pct": 0.06,
"remaining_er_pct": 2.1,
"live_expected_return_pct": 2.1,
"new_plan": null,
"alternate_entry": null,
"advisory": true,
"advisory_tag": "ADVISORY — 不构成投资建议",
"zone_low": 288.99,
"zone_high": 289.32,
"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": 2,
"win_prob": 61.0,
"expected_return_pct": 0.97,
"trade_action": "Pass",
"why": "RS弱于QQQ -3.00% · News 1 (利空做空) · Volume 信号 · 上行空间 <1.0%",
"note": "Monitor — below trade threshold"
},
{
"symbol": "TSLA",
"rank": 3,
"win_prob": 66.0,
"expected_return_pct": 0.85,
"trade_action": "Pass",
"why": "RS弱于QQQ -2.78% · Volume 信号 · 上行空间 <1.0%",
"note": "Monitor — below trade threshold"
},
{
"symbol": "TQQQ",
"rank": 4,
"win_prob": 48.0,
"expected_return_pct": 0.53,
"trade_action": "Pass",
"why": "RS弱于QQQ -1.42% · Volume 信号 · Geo-risk day — avoid blind TQQQ short vs escalation · 上行空间 <1.0%",
"note": "Monitor — below trade threshold"
},
{
"symbol": "QQQ",
"rank": 5,
"win_prob": 59.0,
"expected_return_pct": 0.08,
"trade_action": "Pass",
"why": "Gap 未过度延伸 · Volume 信号 · 上行空间 <1.0%",
"note": "Monitor — below trade threshold"
},
{
"symbol": "SPY",
"rank": 6,
"win_prob": 53.0,
"expected_return_pct": 0.03,
"trade_action": "Pass",
"why": "Gap 未过度延伸 · Volume 信号 · 上行空间 <1.0%",
"note": "Monitor — below trade threshold"
}
],
"advisory": true,
"swing": {
"symbol": "META",
"direction": "SHORT",
"instrument": "Stock",
"horizon": "Swing",
"duration": "Swing (days–weeks)",
"confidence": 66,
"entry": "Near 726.3 (swing zone)",
"entry_source": "swing_zone",
"entry_price": 726.28,
"entry_zone": {
"low": 724.11,
"high": 741.92,
"mid": 726.28,
"display": "$724.11–$741.92",
"source": "swing_pullback"
},
"stop": "773.2 (1.75xATR)",
"stop_source": "1.75xATR",
"stop_price": 773.2,
"target": "663.7 (T1 ~8.6%)",
"target_source": "2xATR_or_5pct",
"target_price": 663.72,
"targets": [
{
"price": 663.72,
"label": "T1",
"pct": 8.61
},
{
"price": 632.44,
"label": "T2",
"pct": 12.92
}
],
"expected_return_pct": 8.61,
"expected_move": "+8.61%",
"risk_reward": 1.33,
"win_prob": 61.0,
"final_score": 0.36,
"swing_quality": 5.841,
"atr": 31.2811,
"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": 724.11,
"why": [
"高流动性波段标的 META",
"Prior day +0.0%",
"5D momentum -3.5%",
"RS vs QQQ -3.00%",
"News/1 catalyst hints",
"Swing score 5.8"
],
"why_chain": "高流动性波段标的 META · Prior day +0.0% · 5D momentum -3.5% · RS vs QQQ -3.00%",
"invalidation": "Close beyond stop $773.2 or thesis broken (trend flip / catalyst fade)",
"trade_summary_cn": "波段做空 META：理想入场 $724.11–$741.92，止损 $773.2，目标 $663.72（约 +8.6%），持仓天数–数周",
"one_liner": "波段做空 META：理想入场 $724.11–$741.92，止损 $773.2，目标 $663.72（约 +8.6%），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）：Oil Selloff、Trade Policy",
"catalyst": "Oil Selloff、Trade Policy"
},
"index_edge": {
"edge": "YES",
"why": "QQQ 走弱 -0.65%（做空 edge）"
},
"sector_edge": {
"edge": "YES",
"why": "SMH 领先 QQQ +0.66%",
"sector": "Semiconductor"
},
"stock_edge": {
"edge": "YES",
"why": "NVDA RS+新闻+量能",
"symbol": "NVDA"
},
"advisory": "ADVISORY — 不构成投资建议"
},
"trade_candidates": [
{
"symbol": "ARM",
"win_prob": 36.0,
"win_prob_breakdown": {
"components": [
{
"factor": "Base",
"key": "base",
"points": 50.0
},
{
"factor": "RS",
"key": "rs",
"points": -22.0
},
{
"factor": "Trend",
"key": "trend",
"points": 8.0
},
{
"factor": "Gap",
"key": "gap",
"points": 5.0
},
{
"factor": "Catalyst",
"key": "catalyst",
"points": -5.0
}
],
"total": 36.0,
"raw_total": 36.0,
"was_clamped": false
},
"expected_return_pct": 2.1,
"expected_high": 295.05,
"expected_low": 282.93,
"expected_close": 282.93,
"current_price": 288.99,
"upside_pct": 2.1,
"downside_risk_pct": 2.1,
"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": 0.38,
"trade_action": "Small",
"trade": "Small",
"gap_pct": -0.66,
"relative_strength": 2.67,
"relative_strength_vs_smh": 1.99,
"relative_weakness_score": -3.86,
"prior_day_change_pct": -6.87,
"why_factors": [
"板块内相对强势 +2.67%",
"半导体内领涨 +1.99%",
"昨日弱势 -6.9% 延续下行",
"Gap 未过度延伸",
"News 1 (利空做空)"
],
"why": "板块内相对强势 +2.67% · 半导体内领涨 +1.99% · 昨日弱势 -6.9% 延续下行 · Gap 未过度延伸",
"score": 4,
"news_count": 1,
"factor_breakdown": {
"relative_strength_vs_qqq": 2.67,
"relative_strength_vs_smh": 1.99,
"relative_weakness_score": -3.86,
"gap_pct": -0.66,
"beta_proxy": -2.99,
"volume_signal": false,
"news_count": 1,
"extended_gap_penalty": 0.0,
"vix_change_pct": -1.43,
"prior_day_change_pct": -6.87
},
"edge_type": "Stock Edge",
"score_formula_display": "final = win_prob(36%) × ER(2.1%) × rr_weight(0.5) / 100",
"rr_weight": 0.5,
"why_vs_runner_up": "ARM RS +2.7% vs META -3.0%；ER 2.1% vs 1.0%；relative strength",
"advisory": true,
"rank": 1,
"direction": "SHORT"
},
{
"symbol": "META",
"win_prob": 61.0,
"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
}
],
"total": 61.0,
"raw_total": 61.0,
"was_clamped": false
},
"expected_return_pct": 0.97,
"expected_high": 731.16,
"expected_low": 715.62,
"expected_close": 717.06,
"current_price": 724.11,
"upside_pct": 1.17,
"downside_risk_pct": 0.97,
"risk_reward": 1.2,
"rr_display": {
"reward_risk_ratio": 1.2,
"risk_reward_ratio": 0.83,
"reward_per_share": null,
"risk_per_share": null,
"label_reward_risk": "Reward/Risk 1.20",
"label_risk_reward": "Risk:Reward 1:0.83",
"display": "Reward/Risk 1.20 · Risk:Reward 1:0.83",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"final_score": 0.36,
"trade_action": "Pass",
"trade": "Pass",
"gap_pct": -4.67,
"relative_strength": -3.0,
"relative_strength_vs_smh": -3.68,
"relative_weakness_score": 5.21,
"prior_day_change_pct": 0.0,
"why_factors": [
"RS弱于QQQ -3.00%",
"News 1 (利空做空)",
"Volume 信号",
"上行空间 <1.0%"
],
"why": "RS弱于QQQ -3.00% · News 1 (利空做空) · Volume 信号 · 上行空间 <1.0%",
"score": 4,
"news_count": 1,
"factor_breakdown": {
"relative_strength_vs_qqq": -3.0,
"relative_strength_vs_smh": -3.68,
"relative_weakness_score": 5.21,
"gap_pct": -4.67,
"beta_proxy": 5.48,
"volume_signal": true,
"news_count": 1,
"extended_gap_penalty": 0.0,
"vix_change_pct": -1.43,
"prior_day_change_pct": 0.0
},
"edge_type": "Stock Edge",
"score_formula_display": "final = win_prob(61%) × ER(1.0%) × rr_weight(0.6) / 100",
"rr_weight": 0.6,
"why_vs_runner_up": "—",
"advisory": true,
"rank": 2,
"direction": "SHORT"
},
{
"symbol": "TSLA",
"win_prob": 66.0,
"win_prob_breakdown": {
"components": [
{
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"volume_signal": false,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": -1.43,
"prior_day_change_pct": -0.96
},
"edge_type": "Stock Edge",
"score_formula_display": "final = win_prob(28%) × ER(-0.7%) × rr_weight(0.5) / 100",
"rr_weight": 0.5,
"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": 0.001,
"bond": 0.858,
"oil": 0.0,
"macro": 0.091,
"other": 0.05,
"splits": {}
}
}
},
"trade_plan": {},
"actual": {},
"attribution": {
"ai": 0.001,
"bond": 0.858,
"oil": 0.0,
"macro": 0.091,
"other": 0.05,
"splits": {}
},
"labels": {
"actual_driver": "Bond/Rates",
"agent_driver": "Trade Policy",
"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": "ARM",
"trade_direction": "SHORT",
"primary_symbol": "ARM",
"predicted_return_pct": 2.15,
"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-59"
],
"bayesian_drivers": {
"AI": 1.0,
"Bond": 0.0,
"Macro": 0.0,
"Oil": 0.0,
"Risk": 0.0
},
"data_gaps": []
}