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 63
H-2026-09-30-001Surprise：No major surprises vs typical driver mix
Lesson：Morning Hypothesis 被 Chip/Macro 冲突推翻——复盘 P10/P15 权重
{
"date": "2026-09-30",
"features": {
"dgs10": 5.24,
"dgs2": null,
"vix": 16.16,
"vix_chg": 0.75,
"qqq_chg": 0.47,
"smh_chg": 1.58,
"nvda_chg": -0.17,
"spy_chg": 0.0,
"oil_chg": 0.0,
"dxy_chg": -0.17,
"breadth_proxy": 0.5714285714285714,
"qqq_gap": 0.45,
"news_headline_count": 29,
"news_bearish_ratio": 0.0,
"news_ai_mentions": 46,
"news_macro_mentions": 5,
"news_oil_mentions": 3,
"news_risk_mentions": 1
},
"regime": {
"label": "Range",
"confidence": 0.5
},
"hypothesis": {
"id": "H-2026-09-30-001",
"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": [
"10Y=5.24% (elevated rates)",
"Breadth 29% (narrow market)"
],
"confidence": 0.5,
"status": "待验证"
},
"morning": {
"bias": "Bullish Bias",
"total": 2,
"driver_type": "Political",
"daily_driver": "Geopolitical Risk",
"best_opportunity": {
"direction": "NO TRADE",
"symbol": "—",
"instrument": "—",
"horizon": "—",
"confidence": 45,
"entry": "—",
"stop": "—",
"target": "—",
"targets": [],
"duration": "—",
"why": [
"今日无任何标的达到交易阈值"
],
"why_chain": "今日无任何标的达到交易阈值",
"avoid": [],
"one_liner": "今日无任何标的达到交易阈值",
"p16_gate": "No Trade",
"threshold_message": "今日无任何标的达到交易阈值",
"advisory": true
},
"best_trades": {
"primary": null,
"secondary": null,
"watchlist": null,
"index_trade": "NO TRADE",
"p16_gate": "No Trade",
"threshold_message": "今日无任何标的达到交易阈值",
"stock_trades": [],
"top_trades": [
{
"rank": 1,
"symbol": "ARM",
"direction": "LONG",
"instrument": "Stock",
"horizon": "Intraday",
"confidence": 59,
"confidence_stars": "★★☆☆☆",
"expected_move": "+1.04%",
"expected_return_pct": 1.04,
"win_prob": 59.0,
"win_prob_breakdown": {
"components": [
{
"factor": "Base",
"key": "base",
"points": 50.0
},
{
"factor": "RS",
"key": "rs",
"points": -6.0
},
{
"factor": "Trend",
"key": "trend",
"points": 10.0
},
{
"factor": "Gap",
"key": "gap",
"points": 5.0
}
],
"total": 59.0,
"raw_total": 59.0,
"was_clamped": false
},
"risk_reward": 2.6,
"final_score": 0.33,
"trade_action": "Pass",
"relative_strength": -0.47,
"entry": "Above 292.7 (VWAP)",
"entry_source": "vwap",
"entry_price": 292.69,
"entry_zone": {
"low": 291.81,
"high": 293.57,
"mid": 292.69,
"anchors": [
{
"source": "vwap",
"label": "VWAP",
"price": 292.69
}
],
"display": "Entry Zone 292–294",
"entry_source": "vwap",
"tolerance_pct": 0.3
},
"stop": "291.5 (ORB低点)",
"stop_source": "orb_low",
"stop_price": 291.52,
"target": "295.7 (预期收盘)",
"target_source": "expected_close",
"target_price": 295.74,
"targets": [
"295.7 (预期收盘)"
],
"level_anchors": {
"vwap": 292.69,
"orb_high": 296.17,
"orb_low": 291.52,
"prev_high": null,
"prev_low": null,
"prior_close": 293.67,
"orb_from_minute": true
},
"levels_valid": true,
"why": [
"昨日强势 +3.2% 今日 gap 可控",
"Gap 未过度延伸"
],
"why_chain": "昨日强势 +3.2% 今日 gap 可控 · Gap 未过度延伸",
"why_vs_runner_up": "ARM RS -0.5% vs META +2.2%；ER 1.1% vs 0.7%；relative weakness play",
"factor_breakdown": {
"relative_strength_vs_qqq": -0.47,
"relative_strength_vs_smh": -1.24,
"relative_weakness_score": 1.21,
"gap_pct": 0.41,
"beta_proxy": -6.83,
"volume_signal": false,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": 0.75,
"prior_day_change_pct": 3.23
},
"edge_type": "Sector Edge",
"score_formula_display": "final = win_prob(59%) × ER(1.1%) × rr_weight(0.5) / 100",
"expected_high": 295.74,
"expected_low": 289.22,
"expected_close": 295.74,
"current_price": 292.48,
"upside_pct": 1.11,
"downside_risk_pct": 1.11,
"why_factors": [
"昨日强势 +3.2% 今日 gap 可控",
"Gap 未过度延伸"
],
"why_today": "昨日强势 +3.2% 今日 gap 可控 · Gap 未过度延伸",
"gap_pct": 0.41,
"rr_display": {
"reward_risk_ratio": 2.61,
"risk_reward_ratio": 0.38,
"reward_per_share": 3.05,
"risk_per_share": 1.17,
"label_reward_risk": "Reward/Risk 2.61",
"label_risk_reward": "Risk:Reward 1:0.38",
"display": "Reward/Risk 2.61 · Risk:Reward 1:0.38",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"catalyst": "Geopolitical Risk · Oil Selloff",
"invalidation": "Close below stop $291.52 · Geopolitical escalation invalidates mean-reversion",
"advisory": true,
"level_reasons": {
"entry": {
"price": 292.69,
"source": "vwap",
"confidence": 89,
"reasons": [
{
"source": "vwap",
"label": "VWAP",
"price": 292.69,
"weight_pct": 70.0,
"matched": true,
"primary": true
},
{
"source": "prior_close",
"label": "Prior Close",
"price": 293.67,
"weight_pct": 30.0,
"matched": true,
"primary": false
}
]
},
"stop": {
"price": 291.52,
"source": "orb_low",
"confidence": 89,
"reasons": [
{
"source": "orb_low",
"label": "ORB Low",
"price": 291.52,
"weight_pct": 70.0,
"matched": true,
"primary": true
},
{
"source": "vwap",
"label": "VWAP",
"price": 292.69,
"weight_pct": 30.0,
"matched": true,
"primary": false
}
]
},
"target": {
"price": 295.74,
"source": "expected_close",
"confidence": 77,
"reasons": [
{
"source": "expected_close",
"label": "Expected Close",
"price": 295.74,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
}
},
"return_calculation": "(295.74-292.69)/292.69=1.04%",
"heuristic_expected_return_pct": 1.11,
"target_action": "卖出/获利",
"trade_summary_cn": "做多 ARM：在 292.69 附近入场，目标 295.74，预期 +1.04%",
"trade_economics": {
"account_size": 10000.0,
"risk_pct": 1.0,
"position_pct": 100.0,
"shares": 85,
"contracts": 0,
"max_loss_usd": 99.45,
"win_usd": 259.25,
"loss_usd": 99.45,
"expected_value_usd": 112.18,
"risk_per_share": 1.17,
"reward_per_share": 3.05,
"rr_display": {
"reward_risk_ratio": 2.61,
"risk_reward_ratio": 0.38,
"reward_per_share": 3.05,
"risk_per_share": 1.17,
"label_reward_risk": "Reward/Risk 2.61",
"label_risk_reward": "Risk:Reward 1:0.38",
"display": "Reward/Risk 2.61 · Risk:Reward 1:0.38",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"size_label": "None",
"display": "$10,000 → Win +$259 / Loss -$99"
},
"position_sizing": {
"risk_pct": 1.0,
"position_pct": 100.0,
"contracts": 0,
"shares": 85,
"max_loss_usd": 99.45,
"size_label": "None",
"display": "Risk 1.0% → Position 100.0% → 85 unit(s) → Max Loss $99.45"
},
"why_wins_today": [
{
"rank": 1,
"dimension": "expected_range",
"label": "Largest Expected Range",
"primary_value": 2.22,
"runner_up_value": 2.0,
"wins": true
},
{
"rank": 2,
"dimension": "risk_reward",
"label": "Best Risk Reward",
"primary_value": 2.6,
"runner_up_value": 1.23,
"wins": true
}
],
"why_not_alternatives": [
{
"symbol": "META",
"rank": 2,
"reasons": [
"Win% 59 vs 71",
"ER 1.0% vs 0.7%",
"Score 0.33 vs 0.3",
"RS -0.5% vs +2.2%",
"R:R 2.6 vs 1.23"
],
"summary": "Why ARM over META: Win% 59 vs 71 · ER 1.0% vs 0.7% · Score 0.33 vs 0.3 · RS -0.5% vs +2.2% · R:R 2.6 vs 1.23"
},
{
"symbol": "SMH",
"rank": 3,
"reasons": [
"Win% 59 vs 71",
"ER 1.0% vs 0.2%",
"Score 0.33 vs 0.06",
"RS -0.5% vs +0.8%",
"R:R 2.6 vs 0.62"
],
"summary": "Why ARM over SMH: Win% 59 vs 71 · ER 1.0% vs 0.2% · Score 0.33 vs 0.06 · RS -0.5% vs +0.8% · R:R 2.6 vs 0.62"
},
{
"symbol": "MU",
"rank": 4,
"reasons": [
"Win% 59 vs 60",
"ER 1.0% vs 0.1%",
"Score 0.33 vs 0.03",
"RS -0.5% vs +0.2%",
"R:R 2.6 vs 1.0"
],
"summary": "Why ARM over MU: Win% 59 vs 60 · ER 1.0% vs 0.1% · Score 0.33 vs 0.03 · RS -0.5% vs +0.2% · R:R 2.6 vs 1.0"
},
{
"symbol": "TQQQ",
"rank": 5,
"reasons": [
"ER 1.0% vs 0.1%",
"Score 0.33 vs 0.03",
"RS -0.5% vs +0.1%",
"R:R 2.6 vs 0.62"
],
"summary": "Why ARM over TQQQ: ER 1.0% vs 0.1% · Score 0.33 vs 0.03 · RS -0.5% vs +0.1% · R:R 2.6 vs 0.62"
},
{
"symbol": "QQQ",
"rank": 6,
"reasons": [
"ER 1.0% vs 0.0%",
"Score 0.33 vs 0.01",
"RS -0.5% vs +0.0%",
"R:R 2.6 vs 0.62"
],
"summary": "Why ARM over QQQ: ER 1.0% vs 0.0% · Score 0.33 vs 0.01 · RS -0.5% vs +0.0% · R:R 2.6 vs 0.62"
}
],
"rank_summary": "ARM ranked #1 because largest expected range + best reward/risk",
"win_prob_source": "rules",
"calibration": {
"calibrated_win_prob": 59.0,
"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": 112.18,
"win_scenario_usd": 259.25,
"loss_scenario_usd": 99.45,
"win_prob_pct": 59.0,
"display": "EV $+112 (win +$259 @ 59.0% · loss -$99)"
},
"entry_status": {
"current_price": 292.48,
"ideal_entry": 292.69,
"distance_pct": -0.07,
"remaining_er_pct": 1.11,
"live_expected_return_pct": 1.11,
"new_plan": null,
"alternate_entry": null,
"advisory": true,
"advisory_tag": "ADVISORY — 不构成投资建议",
"zone_low": 291.81,
"zone_high": 293.57,
"miss_threshold_pct": 1.0,
"status": "PREMARKET",
"status_reason": "Premarket Ideal Entry — plan not yet live",
"action_hint": "Entry still valid"
}
},
{
"rank": 2,
"symbol": "META",
"direction": "LONG",
"instrument": "Stock",
"horizon": "Intraday",
"confidence": 71,
"confidence_stars": "★★★☆☆",
"expected_move": "+0.99%",
"expected_return_pct": 0.99,
"win_prob": 71.0,
"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": 71.0,
"raw_total": 71.0,
"was_clamped": false
},
"risk_reward": 0.45,
"final_score": 0.3,
"trade_action": "Pass",
"relative_strength": 2.17,
"entry": "Above 731.6 (现价)",
"entry_source": "current",
"entry_price": 731.58,
"entry_zone": {
"low": 729.39,
"high": 733.77,
"mid": 731.58,
"anchors": [],
"display": "Entry Zone 729–734",
"entry_source": "current",
"tolerance_pct": 0.3
},
"stop": "715.6 (昨日低点)",
"stop_source": "prev_low",
"stop_price": 715.62,
"target": "738.8 (预期高点)",
"target_source": "expected_high",
"target_price": 738.79,
"targets": [
"738.8 (预期高点)"
],
"level_anchors": {
"vwap": 736.04,
"orb_high": 740.27,
"orb_low": 735.4,
"prev_high": 715.62,
"prev_low": 715.62,
"prior_close": 715.62,
"orb_from_minute": true
},
"levels_valid": true,
"why": [
"RS vs QQQ +2.17%",
"News 1",
"Volume 信号",
"上行空间 <1.0%"
],
"why_chain": "RS vs QQQ +2.17% · News 1 · Volume 信号 · 上行空间 <1.0%",
"why_vs_runner_up": "—",
"factor_breakdown": {
"relative_strength_vs_qqq": 2.17,
"relative_strength_vs_smh": 1.4,
"relative_weakness_score": -3.01,
"gap_pct": 3.24,
"beta_proxy": 37.17,
"volume_signal": true,
"news_count": 1,
"extended_gap_penalty": 0.0,
"vix_change_pct": 0.75,
"prior_day_change_pct": 0.0
},
"edge_type": "Relative Strength",
"score_formula_display": "final = win_prob(71%) × ER(0.7%) × rr_weight(0.61) / 100",
"expected_high": 738.79,
"expected_low": 725.73,
"expected_close": 736.65,
"current_price": 731.58,
"upside_pct": 0.99,
"downside_risk_pct": 0.8,
"why_factors": [
"RS vs QQQ +2.17%",
"News 1",
"Volume 信号",
"上行空间 <1.0%"
],
"why_today": "RS vs QQQ +2.17% · News 1 · Volume 信号 · 上行空间 <1.0%",
"gap_pct": 3.24,
"rr_display": {
"reward_risk_ratio": 0.45,
"risk_reward_ratio": 2.22,
"reward_per_share": 7.21,
"risk_per_share": 15.96,
"label_reward_risk": "Reward/Risk 0.45",
"label_risk_reward": "Risk:Reward 1:2.22",
"display": "Reward/Risk 0.45 · Risk:Reward 1:2.22",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"catalyst": "Geopolitical Risk · Oil Selloff",
"invalidation": "Close below stop $715.62 · Geopolitical escalation invalidates mean-reversion",
"advisory": true,
"level_reasons": {
"entry": {
"price": 731.58,
"source": "current",
"confidence": 55,
"reasons": []
},
"stop": {
"price": 715.62,
"source": "prev_low",
"confidence": 77,
"reasons": [
{
"source": "prev_low",
"label": "Yesterday Low",
"price": 715.62,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
},
"target": {
"price": 738.79,
"source": "expected_high",
"confidence": 77,
"reasons": [
{
"source": "expected_high",
"label": "Expected High",
"price": 738.79,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
}
},
"return_calculation": "(738.79-731.58)/731.58=0.99%",
"heuristic_expected_return_pct": 0.69,
"target_action": "卖出/获利",
"trade_summary_cn": "做多 META：在 731.58 附近入场，目标 738.79，预期 +0.99%",
"trade_economics": {
"account_size": 10000.0,
"risk_pct": 1.0,
"position_pct": 43.9,
"shares": 6,
"contracts": 0,
"max_loss_usd": 95.76,
"win_usd": 43.26,
"loss_usd": 95.76,
"expected_value_usd": 2.94,
"risk_per_share": 15.96,
"reward_per_share": 7.21,
"rr_display": {
"reward_risk_ratio": 0.45,
"risk_reward_ratio": 2.22,
"reward_per_share": 7.21,
"risk_per_share": 15.96,
"label_reward_risk": "Reward/Risk 0.45",
"label_risk_reward": "Risk:Reward 1:2.22",
"display": "Reward/Risk 0.45 · Risk:Reward 1:2.22",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"size_label": "None",
"display": "$10,000 → Win +$43 / Loss -$96"
},
"position_sizing": {
"risk_pct": 1.0,
"position_pct": 43.9,
"contracts": 0,
"shares": 6,
"max_loss_usd": 95.76,
"size_label": "None",
"display": "Risk 1.0% → Position 43.9% → 6 unit(s) → Max Loss $95.76"
},
"why_wins_today": [
{
"rank": 1,
"dimension": "relative_strength",
"label": "Highest Relative Strength",
"primary_value": 2.17,
"runner_up_value": 0.77,
"wins": true
},
{
"rank": 2,
"dimension": "win_prob",
"label": "Highest Probability",
"primary_value": 71.0,
"runner_up_value": 71.0,
"wins": true
}
],
"why_not_alternatives": [
{
"symbol": "ARM",
"rank": 1,
"reasons": [
"Win% 71 vs 59",
"ER 1.0% vs 1.1%",
"Score 0.3 vs 0.33",
"RS +2.2% vs -0.5%"
],
"summary": "Why META over ARM: Win% 71 vs 59 · ER 1.0% vs 1.1% · Score 0.3 vs 0.33 · RS +2.2% vs -0.5%"
},
{
"symbol": "SMH",
"rank": 3,
"reasons": [
"ER 1.0% vs 0.2%",
"Score 0.3 vs 0.06",
"RS +2.2% vs +0.8%"
],
"summary": "Why META over SMH: ER 1.0% vs 0.2% · Score 0.3 vs 0.06 · RS +2.2% vs +0.8%"
},
{
"symbol": "MU",
"rank": 4,
"reasons": [
"Win% 71 vs 60",
"ER 1.0% vs 0.1%",
"Score 0.3 vs 0.03",
"RS +2.2% vs +0.2%"
],
"summary": "Why META over MU: Win% 71 vs 60 · ER 1.0% vs 0.1% · Score 0.3 vs 0.03 · RS +2.2% vs +0.2%"
},
{
"symbol": "TQQQ",
"rank": 5,
"reasons": [
"Win% 71 vs 59",
"ER 1.0% vs 0.1%",
"Score 0.3 vs 0.03",
"RS +2.2% vs +0.1%"
],
"summary": "Why META over TQQQ: Win% 71 vs 59 · ER 1.0% vs 0.1% · Score 0.3 vs 0.03 · RS +2.2% vs +0.1%"
},
{
"symbol": "QQQ",
"rank": 6,
"reasons": [
"Win% 71 vs 59",
"ER 1.0% vs 0.0%",
"Score 0.3 vs 0.01",
"RS +2.2% vs +0.0%"
],
"summary": "Why META over QQQ: Win% 71 vs 59 · ER 1.0% vs 0.0% · Score 0.3 vs 0.01 · RS +2.2% vs +0.0%"
}
],
"win_prob_source": "rules",
"calibration": {
"calibrated_win_prob": 71.0,
"sample_size": 0,
"confidence_interval": null,
"source": "rules_fallback",
"match_quality": "insufficient",
"win_prob_source": "rules",
"disclaimer": "No historical matches; using rules breakdown"
},
"similar_days": [
{
"date": "2026-08-28",
"outcome": "win",
"return_pct": 3.92,
"match_score": 5,
"direction": "LONG"
}
],
"ev_distribution": {
"expected_value_usd": 2.94,
"win_scenario_usd": 43.26,
"loss_scenario_usd": 95.76,
"win_prob_pct": 71.0,
"display": "EV $+3 (win +$43 @ 71.0% · loss -$96)"
},
"entry_status": {
"current_price": 731.58,
"ideal_entry": 731.58,
"distance_pct": 0.0,
"remaining_er_pct": 0.99,
"live_expected_return_pct": 0.99,
"new_plan": null,
"alternate_entry": null,
"advisory": true,
"advisory_tag": "ADVISORY — 不构成投资建议",
"zone_low": 729.39,
"zone_high": 733.77,
"miss_threshold_pct": 1.0,
"status": "PREMARKET",
"status_reason": "Premarket Ideal Entry — plan not yet live",
"action_hint": "Entry still valid"
}
},
{
"rank": 3,
"symbol": "SMH",
"direction": "LONG",
"instrument": "ETF",
"horizon": "Intraday",
"confidence": 71,
"confidence_stars": "★★★☆☆",
"expected_move": "+0.36%",
"expected_return_pct": 0.36,
"win_prob": 71.0,
"win_prob_breakdown": {
"components": [
{
"factor": "Base",
"key": "base",
"points": 50.0
},
{
"factor": "RS",
"key": "rs",
"points": 12.0
},
{
"factor": "Gap",
"key": "gap",
"points": 5.0
},
{
"factor": "Volume",
"key": "volume",
"points": 4.0
}
],
"total": 71.0,
"raw_total": 71.0,
"was_clamped": false
},
"risk_reward": 0.42,
"final_score": 0.06,
"trade_action": "Pass",
"relative_strength": 0.77,
"entry": "Above 606.1 (VWAP)",
"entry_source": "vwap",
"entry_price": 605.83,
"entry_zone": {
"low": 604.24,
"high": 607.41,
"mid": 605.83,
"anchors": [
{
"source": "vwap",
"label": "VWAP",
"price": 606.06
}
],
"display": "Entry Zone 604–607",
"entry_source": "vwap",
"tolerance_pct": 0.3
},
"stop": "600.6 (ORB低点)",
"stop_source": "orb_low",
"stop_price": 600.64,
"target": "608.0 (预期高点)",
"target_source": "expected_high",
"target_price": 608.02,
"targets": [
"608.0 (预期高点)"
],
"level_anchors": {
"vwap": 606.06,
"orb_high": 610.75,
"orb_low": 600.64,
"prev_high": 600.01,
"prev_low": 600.01,
"prior_close": 600.01,
"orb_from_minute": true
},
"levels_valid": true,
"why": [
"RS vs QQQ +0.77%",
"Gap 未过度延伸",
"Volume 信号",
"上行空间 <1.0%"
],
"why_chain": "RS vs QQQ +0.77% · Gap 未过度延伸 · Volume 信号 · 上行空间 <1.0%",
"why_vs_runner_up": "—",
"factor_breakdown": {
"relative_strength_vs_qqq": 0.77,
"relative_strength_vs_smh": 0.0,
"relative_weakness_score": -0.77,
"gap_pct": 0.11,
"beta_proxy": 13.83,
"volume_signal": true,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": 0.75,
"prior_day_change_pct": 0.0
},
"edge_type": "Sector Edge",
"score_formula_display": "final = win_prob(71%) × ER(0.2%) × rr_weight(0.5) / 100",
"expected_high": 608.02,
"expected_low": 600.16,
"expected_close": 605.98,
"current_price": 605.0,
"upside_pct": 0.5,
"downside_risk_pct": 0.8,
"why_factors": [
"RS vs QQQ +0.77%",
"Gap 未过度延伸",
"Volume 信号",
"上行空间 <1.0%"
],
"why_today": "RS vs QQQ +0.77% · Gap 未过度延伸 · Volume 信号 · 上行空间 <1.0%",
"gap_pct": 0.11,
"rr_display": {
"reward_risk_ratio": 0.42,
"risk_reward_ratio": 2.38,
"reward_per_share": 2.19,
"risk_per_share": 5.19,
"label_reward_risk": "Reward/Risk 0.42",
"label_risk_reward": "Risk:Reward 1:2.38",
"display": "Reward/Risk 0.42 · Risk:Reward 1:2.38",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"catalyst": "Geopolitical Risk · Oil Selloff",
"invalidation": "Close below stop $600.64 · Geopolitical escalation invalidates mean-reversion",
"advisory": true,
"level_reasons": {
"entry": {
"price": 605.83,
"source": "vwap",
"confidence": 77,
"reasons": [
{
"source": "vwap",
"label": "VWAP",
"price": 606.06,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
},
"stop": {
"price": 600.64,
"source": "orb_low",
"confidence": 89,
"reasons": [
{
"source": "orb_low",
"label": "ORB Low",
"price": 600.64,
"weight_pct": 70.0,
"matched": true,
"primary": true
},
{
"source": "prev_low",
"label": "Yesterday Low",
"price": 600.01,
"weight_pct": 30.0,
"matched": true,
"primary": false
}
]
},
"target": {
"price": 608.02,
"source": "expected_high",
"confidence": 77,
"reasons": [
{
"source": "expected_high",
"label": "Expected High",
"price": 608.02,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
}
},
"return_calculation": "(608.02-605.83)/605.83=0.36%",
"heuristic_expected_return_pct": 0.16,
"target_action": "卖出/获利",
"trade_summary_cn": "做多 SMH：在 605.83 附近入场，目标 608.02，预期 +0.36%",
"trade_economics": {
"account_size": 10000.0,
"risk_pct": 1.0,
"position_pct": 100.0,
"shares": 19,
"contracts": 0,
"max_loss_usd": 98.61,
"win_usd": 41.61,
"loss_usd": 98.61,
"expected_value_usd": 0.95,
"risk_per_share": 5.19,
"reward_per_share": 2.19,
"rr_display": {
"reward_risk_ratio": 0.42,
"risk_reward_ratio": 2.38,
"reward_per_share": 2.19,
"risk_per_share": 5.19,
"label_reward_risk": "Reward/Risk 0.42",
"label_risk_reward": "Risk:Reward 1:2.38",
"display": "Reward/Risk 0.42 · Risk:Reward 1:2.38",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"size_label": "None",
"display": "$10,000 → Win +$42 / Loss -$99"
},
"position_sizing": {
"risk_pct": 1.0,
"position_pct": 100.0,
"contracts": 0,
"shares": 19,
"max_loss_usd": 98.61,
"size_label": "None",
"display": "Risk 1.0% → Position 100.0% → 19 unit(s) → Max Loss $98.61"
},
"why_wins_today": [
{
"rank": 1,
"dimension": "win_prob",
"label": "Highest Probability",
"primary_value": 71.0,
"runner_up_value": 71.0,
"wins": true
}
],
"why_not_alternatives": [
{
"symbol": "ARM",
"rank": 1,
"reasons": [
"Win% 71 vs 59",
"ER 0.4% vs 1.1%",
"Score 0.06 vs 0.33",
"RS +0.8% vs -0.5%"
],
"summary": "Why SMH over ARM: Win% 71 vs 59 · ER 0.4% vs 1.1% · Score 0.06 vs 0.33 · RS +0.8% vs -0.5%"
},
{
"symbol": "META",
"rank": 2,
"reasons": [
"ER 0.4% vs 0.7%",
"Score 0.06 vs 0.3",
"RS +0.8% vs +2.2%"
],
"summary": "Why SMH over META: ER 0.4% vs 0.7% · Score 0.06 vs 0.3 · RS +0.8% vs +2.2%"
},
{
"symbol": "MU",
"rank": 4,
"reasons": [
"Win% 71 vs 60",
"ER 0.4% vs 0.1%",
"Score 0.06 vs 0.03",
"RS +0.8% vs +0.2%"
],
"summary": "Why SMH over MU: Win% 71 vs 60 · ER 0.4% vs 0.1% · Score 0.06 vs 0.03 · RS +0.8% vs +0.2%"
},
{
"symbol": "TQQQ",
"rank": 5,
"reasons": [
"Win% 71 vs 59",
"ER 0.4% vs 0.1%",
"Score 0.06 vs 0.03",
"RS +0.8% vs +0.1%"
],
"summary": "Why SMH over TQQQ: Win% 71 vs 59 · ER 0.4% vs 0.1% · Score 0.06 vs 0.03 · RS +0.8% vs +0.1%"
},
{
"symbol": "QQQ",
"rank": 6,
"reasons": [
"Win% 71 vs 59",
"ER 0.4% vs 0.0%",
"Score 0.06 vs 0.01",
"RS +0.8% vs +0.0%"
],
"summary": "Why SMH over QQQ: Win% 71 vs 59 · ER 0.4% vs 0.0% · Score 0.06 vs 0.01 · RS +0.8% vs +0.0%"
}
],
"win_prob_source": "rules",
"calibration": {
"calibrated_win_prob": 71.0,
"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": 0.95,
"win_scenario_usd": 41.61,
"loss_scenario_usd": 98.61,
"win_prob_pct": 71.0,
"display": "EV $+1 (win +$42 @ 71.0% · loss -$99)"
},
"entry_status": {
"current_price": 605.0,
"ideal_entry": 605.83,
"distance_pct": -0.14,
"remaining_er_pct": 0.5,
"live_expected_return_pct": 0.5,
"new_plan": null,
"alternate_entry": null,
"advisory": true,
"advisory_tag": "ADVISORY — 不构成投资建议",
"zone_low": 604.24,
"zone_high": 607.41,
"miss_threshold_pct": 1.0,
"status": "PREMARKET",
"status_reason": "Premarket Ideal Entry — plan not yet live",
"action_hint": "Entry still valid"
}
},
{
"rank": 4,
"symbol": "MU",
"direction": "LONG",
"instrument": "Stock",
"horizon": "Intraday",
"confidence": 60,
"confidence_stars": "★★★☆☆",
"expected_move": "+0.90%",
"expected_return_pct": 0.9,
"win_prob": 60.0,
"win_prob_breakdown": {
"components": [
{
"factor": "Base",
"key": "base",
"points": 50.0
},
{
"factor": "Gap",
"key": "gap",
"points": 5.0
},
{
"factor": "Catalyst",
"key": "catalyst",
"points": 5.0
}
],
"total": 60.0,
"raw_total": 60.0,
"was_clamped": false
},
"risk_reward": 2.39,
"final_score": 0.03,
"trade_action": "Pass",
"relative_strength": 0.21,
"entry": "Above 1069.1 (VWAP)",
"entry_source": "vwap",
"entry_price": 1069.11,
"entry_zone": {
"low": 1065.9,
"high": 1072.32,
"mid": 1069.11,
"anchors": [
{
"source": "vwap",
"label": "VWAP",
"price": 1069.11
}
],
"display": "Entry Zone 1066–1072",
"entry_source": "vwap",
"tolerance_pct": 0.3
},
"stop": "1065.1 (ORB低点)",
"stop_source": "orb_low",
"stop_price": 1065.08,
"target": "1078.7 (预期高点)",
"target_source": "expected_high",
"target_price": 1078.68,
"targets": [
"1078.7 (预期高点)"
],
"level_anchors": {
"vwap": 1069.11,
"orb_high": 1081.31,
"orb_low": 1065.08,
"prev_high": null,
"prev_low": null,
"prior_close": 1065.08,
"orb_from_minute": true
},
"levels_valid": true,
"why": [
"RS vs QQQ +0.21%",
"Gap 未过度延伸",
"News 1",
"上行空间 <1.0%"
],
"why_chain": "RS vs QQQ +0.21% · Gap 未过度延伸 · News 1 · 上行空间 <1.0%",
"why_vs_runner_up": "—",
"factor_breakdown": {
"relative_strength_vs_qqq": 0.21,
"relative_strength_vs_smh": -0.56,
"relative_weakness_score": 0.13,
"gap_pct": 0.67,
"beta_proxy": 4.5,
"volume_signal": false,
"news_count": 1,
"extended_gap_penalty": 0.0,
"vix_change_pct": 0.75,
"prior_day_change_pct": 1.33
},
"edge_type": "Sector Edge",
"score_formula_display": "final = win_prob(60%) × ER(0.1%) × rr_weight(0.5) / 100",
"expected_high": 1078.68,
"expected_low": 1057.32,
"expected_close": 1069.16,
"current_price": 1068.0,
"upside_pct": 1.0,
"downside_risk_pct": 1.0,
"why_factors": [
"RS vs QQQ +0.21%",
"Gap 未过度延伸",
"News 1",
"上行空间 <1.0%"
],
"why_today": "RS vs QQQ +0.21% · Gap 未过度延伸 · News 1 · 上行空间 <1.0%",
"gap_pct": 0.67,
"rr_display": {
"reward_risk_ratio": 2.37,
"risk_reward_ratio": 0.42,
"reward_per_share": 9.57,
"risk_per_share": 4.03,
"label_reward_risk": "Reward/Risk 2.37",
"label_risk_reward": "Risk:Reward 1:0.42",
"display": "Reward/Risk 2.37 · Risk:Reward 1:0.42",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"catalyst": "Geopolitical Risk · Oil Selloff",
"invalidation": "Close below stop $1065.08 · Geopolitical escalation invalidates mean-reversion",
"advisory": true,
"level_reasons": {
"entry": {
"price": 1069.11,
"source": "vwap",
"confidence": 89,
"reasons": [
{
"source": "vwap",
"label": "VWAP",
"price": 1069.11,
"weight_pct": 70.0,
"matched": true,
"primary": true
},
{
"source": "prior_close",
"label": "Prior Close",
"price": 1065.08,
"weight_pct": 30.0,
"matched": true,
"primary": false
}
]
},
"stop": {
"price": 1065.08,
"source": "orb_low",
"confidence": 89,
"reasons": [
{
"source": "orb_low",
"label": "ORB Low",
"price": 1065.08,
"weight_pct": 70.0,
"matched": true,
"primary": true
},
{
"source": "vwap",
"label": "VWAP",
"price": 1069.11,
"weight_pct": 30.0,
"matched": true,
"primary": false
}
]
},
"target": {
"price": 1078.68,
"source": "expected_high",
"confidence": 77,
"reasons": [
{
"source": "expected_high",
"label": "Expected High",
"price": 1078.68,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
}
},
"return_calculation": "(1078.68-1069.11)/1069.11=0.90%",
"heuristic_expected_return_pct": 0.11,
"target_action": "卖出/获利",
"trade_summary_cn": "做多 MU：在 1069.11 附近入场，目标 1078.68，预期 +0.90%",
"trade_economics": {
"account_size": 10000.0,
"risk_pct": 1.0,
"position_pct": 100.0,
"shares": 24,
"contracts": 0,
"max_loss_usd": 96.72,
"win_usd": 229.68,
"loss_usd": 96.72,
"expected_value_usd": 99.12,
"risk_per_share": 4.03,
"reward_per_share": 9.57,
"rr_display": {
"reward_risk_ratio": 2.37,
"risk_reward_ratio": 0.42,
"reward_per_share": 9.57,
"risk_per_share": 4.03,
"label_reward_risk": "Reward/Risk 2.37",
"label_risk_reward": "Risk:Reward 1:0.42",
"display": "Reward/Risk 2.37 · Risk:Reward 1:0.42",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"size_label": "None",
"display": "$10,000 → Win +$230 / Loss -$97"
},
"position_sizing": {
"risk_pct": 1.0,
"position_pct": 100.0,
"contracts": 0,
"shares": 24,
"max_loss_usd": 96.72,
"size_label": "None",
"display": "Risk 1.0% → Position 100.0% → 24 unit(s) → Max Loss $96.72"
},
"why_wins_today": [
{
"rank": 1,
"dimension": "risk_reward",
"label": "Best Risk Reward",
"primary_value": 2.39,
"runner_up_value": 1.23,
"wins": true
}
],
"why_not_alternatives": [
{
"symbol": "ARM",
"rank": 1,
"reasons": [
"Win% 60 vs 59",
"ER 0.9% vs 1.1%",
"Score 0.03 vs 0.33",
"RS +0.2% vs -0.5%",
"R:R 2.39 vs 1.0"
],
"summary": "Why MU over ARM: Win% 60 vs 59 · ER 0.9% vs 1.1% · Score 0.03 vs 0.33 · RS +0.2% vs -0.5% · R:R 2.39 vs 1.0"
},
{
"symbol": "META",
"rank": 2,
"reasons": [
"Win% 60 vs 71",
"ER 0.9% vs 0.7%",
"Score 0.03 vs 0.3",
"RS +0.2% vs +2.2%",
"R:R 2.39 vs 1.23"
],
"summary": "Why MU over META: Win% 60 vs 71 · ER 0.9% vs 0.7% · Score 0.03 vs 0.3 · RS +0.2% vs +2.2% · R:R 2.39 vs 1.23"
},
{
"symbol": "SMH",
"rank": 3,
"reasons": [
"Win% 60 vs 71",
"ER 0.9% vs 0.2%",
"Score 0.03 vs 0.06",
"RS +0.2% vs +0.8%",
"R:R 2.39 vs 0.62"
],
"summary": "Why MU over SMH: Win% 60 vs 71 · ER 0.9% vs 0.2% · Score 0.03 vs 0.06 · RS +0.2% vs +0.8% · R:R 2.39 vs 0.62"
},
{
"symbol": "TQQQ",
"rank": 5,
"reasons": [
"Win% 60 vs 59",
"ER 0.9% vs 0.1%",
"RS +0.2% vs +0.1%",
"R:R 2.39 vs 0.62"
],
"summary": "Why MU over TQQQ: Win% 60 vs 59 · ER 0.9% vs 0.1% · RS +0.2% vs +0.1% · R:R 2.39 vs 0.62"
},
{
"symbol": "QQQ",
"rank": 6,
"reasons": [
"Win% 60 vs 59",
"ER 0.9% vs 0.0%",
"Score 0.03 vs 0.01",
"RS +0.2% vs +0.0%",
"R:R 2.39 vs 0.62"
],
"summary": "Why MU over QQQ: Win% 60 vs 59 · ER 0.9% vs 0.0% · Score 0.03 vs 0.01 · RS +0.2% vs +0.0% · R:R 2.39 vs 0.62"
}
],
"win_prob_source": "rules",
"calibration": {
"calibrated_win_prob": 60.0,
"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": 99.12,
"win_scenario_usd": 229.68,
"loss_scenario_usd": 96.72,
"win_prob_pct": 60.0,
"display": "EV $+99 (win +$230 @ 60.0% · loss -$97)"
},
"entry_status": {
"current_price": 1068.0,
"ideal_entry": 1069.11,
"distance_pct": -0.1,
"remaining_er_pct": 1.0,
"live_expected_return_pct": 1.0,
"new_plan": null,
"alternate_entry": null,
"advisory": true,
"advisory_tag": "ADVISORY — 不构成投资建议",
"zone_low": 1065.9,
"zone_high": 1072.32,
"miss_threshold_pct": 1.0,
"status": "PREMARKET",
"status_reason": "Premarket Ideal Entry — plan not yet live",
"action_hint": "Entry still valid"
}
},
{
"rank": 5,
"symbol": "TQQQ",
"direction": "LONG",
"instrument": "ETF",
"horizon": "Intraday",
"confidence": 59,
"confidence_stars": "★★☆☆☆",
"expected_move": "+0.65%",
"expected_return_pct": 0.65,
"win_prob": 59.0,
"win_prob_breakdown": {
"components": [
{
"factor": "Base",
"key": "base",
"points": 50.0
},
{
"factor": "Gap",
"key": "gap",
"points": 5.0
},
{
"factor": "Volume",
"key": "volume",
"points": 4.0
}
],
"total": 59.0,
"raw_total": 59.0,
"was_clamped": false
},
"risk_reward": 4.55,
"final_score": 0.03,
"trade_action": "Pass",
"relative_strength": 0.06,
"entry": "Above 77.1 (现价)",
"entry_source": "current",
"entry_price": 77.02,
"entry_zone": {
"low": 76.91,
"high": 77.13,
"mid": 77.02,
"anchors": [
{
"source": "orb_low",
"label": "ORB低点",
"price": 76.91
},
{
"source": "prev_high",
"label": "昨日高点",
"price": 77.04
},
{
"source": "prev_low",
"label": "昨日低点",
"price": 77.04
},
{
"source": "prior_close",
"label": "昨收",
"price": 77.04
}
],
"display": "Entry Zone 76.91–77.13",
"entry_source": "current",
"tolerance_pct": 0.3
},
"stop": "76.9 (ORB低点)",
"stop_source": "orb_low",
"stop_price": 76.91,
"target": "77.5 (预期高点)",
"target_source": "expected_high",
"target_price": 77.52,
"targets": [
"77.5 (预期高点)"
],
"level_anchors": {
"vwap": 77.42,
"orb_high": 78.15,
"orb_low": 76.91,
"prev_high": 77.04,
"prev_low": 77.04,
"prior_close": 77.04,
"orb_from_minute": true
},
"levels_valid": true,
"why": [
"Gap 未过度延伸",
"Volume 信号",
"上行空间 <1.0%"
],
"why_chain": "Gap 未过度延伸 · Volume 信号 · 上行空间 <1.0%",
"why_vs_runner_up": "—",
"factor_breakdown": {
"relative_strength_vs_qqq": 0.06,
"relative_strength_vs_smh": -0.71,
"relative_weakness_score": 0.37,
"gap_pct": 1.26,
"beta_proxy": 2.0,
"volume_signal": true,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": 0.75,
"prior_day_change_pct": 0.0
},
"edge_type": "Index Edge",
"score_formula_display": "final = win_prob(59%) × ER(0.1%) × rr_weight(0.5) / 100",
"expected_high": 77.52,
"expected_low": 76.51,
"expected_close": 77.22,
"current_price": 77.13,
"upside_pct": 0.5,
"downside_risk_pct": 0.8,
"why_factors": [
"Gap 未过度延伸",
"Volume 信号",
"上行空间 <1.0%"
],
"why_today": "Gap 未过度延伸 · Volume 信号 · 上行空间 <1.0%",
"gap_pct": 1.26,
"rr_display": {
"reward_risk_ratio": 4.55,
"risk_reward_ratio": 0.22,
"reward_per_share": 0.5,
"risk_per_share": 0.11,
"label_reward_risk": "Reward/Risk 4.55",
"label_risk_reward": "Risk:Reward 1:0.22",
"display": "Reward/Risk 4.55 · Risk:Reward 1:0.22",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"catalyst": "Geopolitical Risk · Oil Selloff",
"invalidation": "Close below stop $76.91 · Geopolitical escalation invalidates mean-reversion",
"advisory": true,
"level_reasons": {
"entry": {
"price": 77.02,
"source": "current",
"confidence": 91,
"reasons": [
{
"source": "vwap",
"label": "VWAP",
"price": 77.42,
"weight_pct": 33.0,
"matched": true,
"primary": false
},
{
"source": "prev_high",
"label": "Yesterday High",
"price": 77.04,
"weight_pct": 33.0,
"matched": true,
"primary": false
},
{
"source": "prior_close",
"label": "Prior Close",
"price": 77.04,
"weight_pct": 33.0,
"matched": true,
"primary": false
}
]
},
"stop": {
"price": 76.91,
"source": "orb_low",
"confidence": 89,
"reasons": [
{
"source": "orb_low",
"label": "ORB Low",
"price": 76.91,
"weight_pct": 70.0,
"matched": true,
"primary": true
},
{
"source": "prev_low",
"label": "Yesterday Low",
"price": 77.04,
"weight_pct": 30.0,
"matched": true,
"primary": false
}
]
},
"target": {
"price": 77.52,
"source": "expected_high",
"confidence": 77,
"reasons": [
{
"source": "expected_high",
"label": "Expected High",
"price": 77.52,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
}
},
"return_calculation": "(77.52-77.02)/77.02=0.65%",
"heuristic_expected_return_pct": 0.11,
"target_action": "卖出/获利",
"trade_summary_cn": "做多 TQQQ：在 77.02 附近入场，目标 77.52，预期 +0.65%",
"trade_economics": {
"account_size": 10000.0,
"risk_pct": 1.0,
"position_pct": 100.0,
"shares": 909,
"contracts": 0,
"max_loss_usd": 99.99,
"win_usd": 454.5,
"loss_usd": 99.99,
"expected_value_usd": 227.16,
"risk_per_share": 0.11,
"reward_per_share": 0.5,
"rr_display": {
"reward_risk_ratio": 4.55,
"risk_reward_ratio": 0.22,
"reward_per_share": 0.5,
"risk_per_share": 0.11,
"label_reward_risk": "Reward/Risk 4.55",
"label_risk_reward": "Risk:Reward 1:0.22",
"display": "Reward/Risk 4.55 · Risk:Reward 1:0.22",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"size_label": "None",
"display": "$10,000 → Win +$454 / Loss -$100"
},
"position_sizing": {
"risk_pct": 1.0,
"position_pct": 100.0,
"contracts": 0,
"shares": 909,
"max_loss_usd": 99.99,
"size_label": "None",
"display": "Risk 1.0% → Position 100.0% → 909 unit(s) → Max Loss $99.99"
},
"why_wins_today": [
{
"rank": 1,
"dimension": "liquidity",
"label": "Highest Liquidity",
"primary_value": 5.0,
"runner_up_value": 5.0,
"wins": true
},
{
"rank": 2,
"dimension": "risk_reward",
"label": "Best Risk Reward",
"primary_value": 4.55,
"runner_up_value": 1.23,
"wins": true
}
],
"why_not_alternatives": [
{
"symbol": "ARM",
"rank": 1,
"reasons": [
"ER 0.7% vs 1.1%",
"Score 0.03 vs 0.33",
"RS +0.1% vs -0.5%",
"R:R 4.55 vs 1.0"
],
"summary": "Why TQQQ over ARM: ER 0.7% vs 1.1% · Score 0.03 vs 0.33 · RS +0.1% vs -0.5% · R:R 4.55 vs 1.0"
},
{
"symbol": "META",
"rank": 2,
"reasons": [
"Win% 59 vs 71",
"ER 0.7% vs 0.7%",
"Score 0.03 vs 0.3",
"RS +0.1% vs +2.2%",
"R:R 4.55 vs 1.23"
],
"summary": "Why TQQQ over META: Win% 59 vs 71 · ER 0.7% vs 0.7% · Score 0.03 vs 0.3 · RS +0.1% vs +2.2% · R:R 4.55 vs 1.23"
},
{
"symbol": "SMH",
"rank": 3,
"reasons": [
"Win% 59 vs 71",
"ER 0.7% vs 0.2%",
"Score 0.03 vs 0.06",
"RS +0.1% vs +0.8%",
"R:R 4.55 vs 0.62"
],
"summary": "Why TQQQ over SMH: Win% 59 vs 71 · ER 0.7% vs 0.2% · Score 0.03 vs 0.06 · RS +0.1% vs +0.8% · R:R 4.55 vs 0.62"
},
{
"symbol": "MU",
"rank": 4,
"reasons": [
"Win% 59 vs 60",
"ER 0.7% vs 0.1%",
"RS +0.1% vs +0.2%",
"R:R 4.55 vs 1.0"
],
"summary": "Why TQQQ over MU: Win% 59 vs 60 · ER 0.7% vs 0.1% · RS +0.1% vs +0.2% · R:R 4.55 vs 1.0"
},
{
"symbol": "QQQ",
"rank": 6,
"reasons": [
"ER 0.7% vs 0.0%",
"Score 0.03 vs 0.01",
"RS +0.1% vs +0.0%",
"R:R 4.55 vs 0.62"
],
"summary": "Why TQQQ over QQQ: ER 0.7% vs 0.0% · Score 0.03 vs 0.01 · RS +0.1% vs +0.0% · R:R 4.55 vs 0.62"
}
],
"win_prob_source": "rules",
"calibration": {
"calibrated_win_prob": 59.0,
"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": 227.16,
"win_scenario_usd": 454.5,
"loss_scenario_usd": 99.99,
"win_prob_pct": 59.0,
"display": "EV $+227 (win +$454 @ 59.0% · loss -$100)"
},
"entry_status": {
"current_price": 77.13,
"ideal_entry": 77.02,
"distance_pct": 0.14,
"remaining_er_pct": 0.51,
"live_expected_return_pct": 0.51,
"new_plan": null,
"alternate_entry": null,
"advisory": true,
"advisory_tag": "ADVISORY — 不构成投资建议",
"zone_low": 76.91,
"zone_high": 77.13,
"miss_threshold_pct": 1.0,
"status": "PREMARKET",
"status_reason": "Premarket Ideal Entry — plan not yet live",
"action_hint": "Entry still valid"
}
}
],
"watchlist_items": [
{
"symbol": "QQQ",
"rank": 6,
"win_prob": 59.0,
"expected_return_pct": 0.04,
"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": "AVGO",
"rank": 7,
"win_prob": 49.0,
"expected_return_pct": 0.04,
"trade_action": "Pass",
"why": "Gap 未过度延伸 · 上行空间 <1.0%",
"note": "Monitor — below trade threshold"
},
{
"symbol": "SPY",
"rank": 8,
"win_prob": 59.0,
"expected_return_pct": -0.04,
"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": "NVDA",
"rank": 9,
"win_prob": 48.0,
"expected_return_pct": -0.28,
"trade_action": "Pass",
"why": "RS 弱于 QQQ -0.52% · Gap 未过度延伸 · News 8 · Volume 信号",
"note": "Monitor — below trade threshold"
},
{
"symbol": "AMD",
"rank": 10,
"win_prob": 39.0,
"expected_return_pct": -0.35,
"trade_action": "Pass",
"why": "RS 弱于 QQQ -0.76% · Gap 未过度延伸 · 上行空间 <1.0%",
"note": "Monitor — below trade threshold"
}
],
"advisory": true,
"swing": {
"symbol": "TSLA",
"direction": "SHORT",
"instrument": "Stock",
"horizon": "Swing",
"duration": "Swing (days–weeks)",
"confidence": 54,
"entry": "Near 351.2 (swing zone)",
"entry_source": "swing_zone",
"entry_price": 351.19,
"entry_zone": {
"low": 350.14,
"high": 356.69,
"mid": 351.19,
"display": "$350.14–$356.69",
"source": "swing_pullback"
},
"stop": "367.7 (1.75xATR)",
"stop_source": "1.75xATR",
"stop_price": 367.68,
"target": "329.2 (T1 ~6.3%)",
"target_source": "2xATR_or_5pct",
"target_price": 329.2,
"targets": [
{
"price": 329.2,
"label": "T1",
"pct": 6.26
},
{
"price": 316.07,
"label": "T2",
"pct": 10.0
}
],
"expected_return_pct": 6.26,
"expected_move": "+6.26%",
"risk_reward": 1.33,
"win_prob": 49.0,
"final_score": 0.0,
"swing_quality": 4.936,
"atr": 10.9957,
"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": 350.14,
"why": [
"高流动性波段标的 TSLA",
"Prior day +0.0%",
"5D momentum -6.9%",
"RS vs QQQ -2.11%",
"Swing score 4.9"
],
"why_chain": "高流动性波段标的 TSLA · Prior day +0.0% · 5D momentum -6.9% · RS vs QQQ -2.11%",
"invalidation": "Close beyond stop $367.68 or thesis broken (trend flip / catalyst fade)",
"trade_summary_cn": "波段做空 TSLA：理想入场 $350.14–$356.69，止损 $367.68，目标 $329.2（约 +6.3%），持仓天数–数周",
"one_liner": "波段做空 TSLA：理想入场 $350.14–$356.69，止损 $367.68，目标 $329.2（约 +6.3%），持仓天数–数周",
"edge_type": "Relative Weakness",
"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": "NO",
"why": "指数方向不明或幅度不足"
},
"sector_edge": {
"edge": "YES",
"why": "SMH 领先 QQQ +0.87%",
"sector": "Semiconductor"
},
"stock_edge": {
"edge": "NO",
"why": "无单票 RS+新闻+量能共振"
},
"advisory": "ADVISORY — 不构成投资建议"
},
"trade_candidates": [
{
"symbol": "ARM",
"win_prob": 59.0,
"win_prob_breakdown": {
"components": [
{
"factor": "Base",
"key": "base",
"points": 50.0
},
{
"factor": "RS",
"key": "rs",
"points": -6.0
},
{
"factor": "Trend",
"key": "trend",
"points": 10.0
},
{
"factor": "Gap",
"key": "gap",
"points": 5.0
}
],
"total": 59.0,
"raw_total": 59.0,
"was_clamped": false
},
"expected_return_pct": 1.11,
"expected_high": 295.74,
"expected_low": 289.22,
"expected_close": 295.74,
"current_price": 292.48,
"upside_pct": 1.11,
"downside_risk_pct": 1.11,
"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": 0.33,
"trade_action": "Pass",
"trade": "Pass",
"gap_pct": 0.41,
"relative_strength": -0.47,
"relative_strength_vs_smh": -1.24,
"relative_weakness_score": 1.21,
"prior_day_change_pct": 3.23,
"why_factors": [
"昨日强势 +3.2% 今日 gap 可控",
"Gap 未过度延伸"
],
"why": "昨日强势 +3.2% 今日 gap 可控 · Gap 未过度延伸",
"score": 3,
"news_count": 0,
"factor_breakdown": {
"relative_strength_vs_qqq": -0.47,
"relative_strength_vs_smh": -1.24,
"relative_weakness_score": 1.21,
"gap_pct": 0.41,
"beta_proxy": -6.83,
"volume_signal": false,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": 0.75,
"prior_day_change_pct": 3.23
},
"edge_type": "Sector Edge",
"score_formula_display": "final = win_prob(59%) × ER(1.1%) × rr_weight(0.5) / 100",
"rr_weight": 0.5,
"why_vs_runner_up": "ARM RS -0.5% vs META +2.2%；ER 1.1% vs 0.7%；relative weakness play",
"advisory": true,
"rank": 1,
"direction": "LONG"
},
{
"symbol": "META",
"win_prob": 71.0,
"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": 71.0,
"raw_total": 71.0,
"was_clamped": false
},
"expected_return_pct": 0.69,
"expected_high": 738.79,
"expected_low": 725.73,
"expected_close": 736.65,
"current_price": 731.58,
"upside_pct": 0.99,
"downside_risk_pct": 0.8,
"risk_reward": 1.23,
"rr_display": {
"reward_risk_ratio": 1.23,
"risk_reward_ratio": 0.81,
"reward_per_share": null,
"risk_per_share": null,
"label_reward_risk": "Reward/Risk 1.23",
"label_risk_reward": "Risk:Reward 1:0.81",
"display": "Reward/Risk 1.23 · Risk:Reward 1:0.81",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"final_score": 0.3,
"trade_action": "Pass",
"trade": "Pass",
"gap_pct": 3.24,
"relative_strength": 2.17,
"relative_strength_vs_smh": 1.4,
"relative_weakness_score": -3.01,
"prior_day_change_pct": 0.0,
"why_factors": [
"RS vs QQQ +2.17%",
"News 1",
"Volume 信号",
"上行空间 <1.0%"
],
"why": "RS vs QQQ +2.17% · News 1 · Volume 信号 · 上行空间 <1.0%",
"score": 3,
"news_count": 1,
"factor_breakdown": {
"relative_strength_vs_qqq": 2.17,
"relative_strength_vs_smh": 1.4,
"relative_weakness_score": -3.01,
"gap_pct": 3.24,
"beta_proxy": 37.17,
"volume_signal": true,
"news_count": 1,
"extended_gap_penalty": 0.0,
"vix_change_pct": 0.75,
"prior_day_change_pct": 0.0
},
"edge_type": "Relative Strength",
"score_formula_display": "final = win_prob(71%) × ER(0.7%) × rr_weight(0.61) / 100",
"rr_weight": 0.61,
"why_vs_runner_up": "—",
"advisory": true,
"rank": 2,
"direction": "LONG"
},
{
"symbol": "SMH",
"win_prob": 71.0,
"win_prob_breakdown": {
"components": [
{
"factor": "Base",
"key": "base",
"points": 50.0
},
{
"factor": "RS",
"key": "rs",
"points": 12.0
},
{
"factor": "Gap",
"key": "gap",
"points": 5.0
},
{
"factor": "Volume",
"key": "volume",
"points": 4.0
}
],
"total": 71.0,
"raw_total": 71.0,
"was_clamped": false
},
"expected_return_pct": 0.16,
"expected_high": 608.02,
"expected_low": 600.16,
"expected_close": 605.98,
"current_price": 605.0,
"upside_pct": 0.5,
"downside_risk_pct": 0.8,
"risk_reward": 0.62,
"rr_display": {
"reward_risk_ratio": 0.62,
"risk_reward_ratio": 1.61,
"reward_per_share": null,
"risk_per_share": null,
"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": 0.06,
"trade_action": "Pass",
"trade": "Pass",
"gap_pct": 0.11,
"relative_strength": 0.77,
"relative_strength_vs_smh": 0.0,
"relative_weakness_score": -0.77,
"prior_day_change_pct": 0.0,
"why_factors": [
"RS vs QQQ +0.77%",
"Gap 未过度延伸",
"Volume 信号",
"上行空间 <1.0%"
],
"why": "RS vs QQQ +0.77% · Gap 未过度延伸 · Volume 信号 · 上行空间 <1.0%",
"score": 1,
"news_count": 0,
"factor_breakdown": {
"relative_strength_vs_qqq": 0.77,
"relative_strength_vs_smh": 0.0,
"relative_weakness_score": -0.77,
"gap_pct": 0.11,
"beta_proxy": 13.83,
"volume_signal": true,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": 0.75,
"prior_day_change_pct": 0.0
},
"edge_type": "Sector Edge",
"score_formula_display": "final = win_prob(71%) × ER(0.2%) × rr_weight(0.5) / 100",
"rr_weight": 0.5,
"why_vs_runner_up": "—",
"advisory": true,
"rank": 3,
"direction": "LONG"
},
{
"symbol": "MU",
"win_prob": 60.0,
"win_prob_breakdown": {
"components": [
{
"factor": "Base",
"key": "base",
"points": 50.0
},
{
"factor": "Gap",
"key": "gap",
"points": 5.0
},
{
"factor": "Catalyst",
"key": "catalyst",
"points": 5.0
}
],
"total": 60.0,
"raw_total": 60.0,
"was_clamped": false
},
"expected_return_pct": 0.11,
"expected_high": 1078.68,
"expected_low": 1057.32,
"expected_close": 1069.16,
"current_price": 1068.0,
"upside_pct": 1.0,
"downside_risk_pct": 1.0,
"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": 0.03,
"trade_action": "Pass",
"trade": "Pass",
"gap_pct": 0.67,
"relative_strength": 0.21,
"relative_strength_vs_smh": -0.56,
"relative_weakness_score": 0.13,
"prior_day_change_pct": 1.33,
"why_factors": [
"RS vs QQQ +0.21%",
"Gap 未过度延伸",
"News 1",
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{
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},
"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": [
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"data_gaps": []
}