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 64
H-2026-10-01-001Surprise：No major surprises vs typical driver mix
Lesson：Morning Hypothesis 被 Chip/Macro 冲突推翻——复盘 P10/P15 权重
{
"date": "2026-10-01",
"features": {
"dgs10": 5.26,
"dgs2": null,
"vix": 16.51,
"vix_chg": 1.04,
"qqq_chg": 0.61,
"smh_chg": 1.74,
"nvda_chg": 1.56,
"spy_chg": 0.0,
"oil_chg": 0.0,
"dxy_chg": 0.39,
"breadth_proxy": 0.7142857142857143,
"qqq_gap": 0.8,
"news_headline_count": 25,
"news_bearish_ratio": 0.0,
"news_ai_mentions": 41,
"news_macro_mentions": 4,
"news_oil_mentions": 2,
"news_risk_mentions": 2
},
"regime": {
"label": "Liquidity Driven",
"confidence": 0.7
},
"hypothesis": {
"id": "H-2026-10-01-001",
"statement": "弱 NFP 能否抵消 AI 抛售？（Macro 利率利好 vs 半导体风险）",
"evidence": [
"VIX=16.5 (low fear)",
"Breadth 86% (broad participation)"
],
"counter_evidence": [
"10Y=5.26% (elevated rates)",
"DXY↑ 0.39% (dollar strength headwind)"
],
"confidence": 0.65,
"status": "待验证"
},
"morning": {
"bias": "Bullish Bias",
"total": 2,
"driver_type": "Fed",
"daily_driver": "Fed Headlines",
"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": "TQQQ",
"direction": "LONG",
"instrument": "ETF",
"horizon": "Intraday",
"confidence": 66,
"confidence_stars": "★★★☆☆",
"expected_move": "+0.88%",
"expected_return_pct": 0.88,
"win_prob": 66.0,
"win_prob_breakdown": {
"components": [
{
"factor": "Base",
"key": "base",
"points": 50.0
},
{
"factor": "RS",
"key": "rs",
"points": 12.0
},
{
"factor": "Volume",
"key": "volume",
"points": 4.0
}
],
"total": 66.0,
"raw_total": 66.0,
"was_clamped": false
},
"risk_reward": 0.53,
"final_score": 0.18,
"trade_action": "Pass",
"relative_strength": 1.81,
"entry": "Above 79.3 (VWAP)",
"entry_source": "vwap",
"entry_price": 79.34,
"entry_zone": {
"low": 79.1,
"high": 79.58,
"mid": 79.34,
"anchors": [
{
"source": "vwap",
"label": "VWAP",
"price": 79.34
}
],
"display": "Entry Zone 79.10–79.58",
"entry_source": "vwap",
"tolerance_pct": 0.3
},
"stop": "78.0 (ORB低点)",
"stop_source": "orb_low",
"stop_price": 78.03,
"target": "80.0 (预期收盘)",
"target_source": "expected_close",
"target_price": 80.04,
"targets": [
"80.0 (预期收盘)"
],
"level_anchors": {
"vwap": 79.34,
"orb_high": 81.51,
"orb_low": 78.03,
"prev_high": 77.46,
"prev_low": 77.46,
"prior_close": 77.46,
"orb_from_minute": true
},
"levels_valid": true,
"why": [
"RS vs QQQ +1.81%",
"Volume 信号",
"上行空间 <1.0%"
],
"why_chain": "RS vs QQQ +1.81% · Volume 信号 · 上行空间 <1.0%",
"why_vs_runner_up": "TQQQ RS +1.8% vs ARM +0.6%；ER 0.6% vs 0.4%；Win% 66 vs 62；higher beta (2.9 vs 1.6)；relative strength",
"factor_breakdown": {
"relative_strength_vs_qqq": 1.81,
"relative_strength_vs_smh": 1.7,
"relative_weakness_score": -2.83,
"gap_pct": 2.31,
"beta_proxy": 2.91,
"volume_signal": true,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": 1.04,
"prior_day_change_pct": 0.0
},
"edge_type": "Relative Strength",
"score_formula_display": "final = win_prob(66%) × ER(0.5%) × rr_weight(0.5) / 100",
"expected_high": 80.04,
"expected_low": 78.03,
"expected_close": 80.04,
"current_price": 79.6,
"upside_pct": 0.55,
"downside_risk_pct": 1.97,
"why_factors": [
"RS vs QQQ +1.81%",
"Volume 信号",
"上行空间 <1.0%"
],
"why_today": "RS vs QQQ +1.81% · Volume 信号 · 上行空间 <1.0%",
"gap_pct": 2.31,
"rr_display": {
"reward_risk_ratio": 0.53,
"risk_reward_ratio": 1.89,
"reward_per_share": 0.7,
"risk_per_share": 1.31,
"label_reward_risk": "Reward/Risk 0.53",
"label_risk_reward": "Risk:Reward 1:1.89",
"display": "Reward/Risk 0.53 · Risk:Reward 1:1.89",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"catalyst": "Fed Headlines · Oil Selloff",
"invalidation": "Close below stop $78.03",
"advisory": true,
"level_reasons": {
"entry": {
"price": 79.34,
"source": "vwap",
"confidence": 89,
"reasons": [
{
"source": "vwap",
"label": "VWAP",
"price": 79.34,
"weight_pct": 70.0,
"matched": true,
"primary": true
},
{
"source": "current",
"label": "Above Current",
"price": 79.6,
"weight_pct": 30.0,
"matched": true,
"primary": false
}
]
},
"stop": {
"price": 78.03,
"source": "orb_low",
"confidence": 77,
"reasons": [
{
"source": "orb_low",
"label": "ORB Low",
"price": 78.03,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
},
"target": {
"price": 80.04,
"source": "expected_close",
"confidence": 77,
"reasons": [
{
"source": "expected_close",
"label": "Expected Close",
"price": 80.04,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
}
},
"return_calculation": "(80.04-79.34)/79.34=0.88%",
"heuristic_expected_return_pct": 0.55,
"target_action": "卖出/获利",
"trade_summary_cn": "做多 TQQQ：在 79.34 附近入场，目标 80.04，预期 +0.88%",
"trade_economics": {
"account_size": 10000.0,
"risk_pct": 1.0,
"position_pct": 60.3,
"shares": 76,
"contracts": 0,
"max_loss_usd": 99.56,
"win_usd": 53.2,
"loss_usd": 99.56,
"expected_value_usd": 1.26,
"risk_per_share": 1.31,
"reward_per_share": 0.7,
"rr_display": {
"reward_risk_ratio": 0.53,
"risk_reward_ratio": 1.89,
"reward_per_share": 0.7,
"risk_per_share": 1.31,
"label_reward_risk": "Reward/Risk 0.53",
"label_risk_reward": "Risk:Reward 1:1.89",
"display": "Reward/Risk 0.53 · Risk:Reward 1:1.89",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"size_label": "None",
"display": "$10,000 → Win +$53 / Loss -$100"
},
"position_sizing": {
"risk_pct": 1.0,
"position_pct": 60.3,
"contracts": 0,
"shares": 76,
"max_loss_usd": 99.56,
"size_label": "None",
"display": "Risk 1.0% → Position 60.3% → 76 unit(s) → Max Loss $99.56"
},
"why_wins_today": [
{
"rank": 1,
"dimension": "relative_strength",
"label": "Highest Relative Strength",
"primary_value": 1.81,
"runner_up_value": 0.55,
"wins": true
},
{
"rank": 2,
"dimension": "expected_range",
"label": "Largest Expected Range",
"primary_value": 2.52,
"runner_up_value": 2.0,
"wins": true
},
{
"rank": 3,
"dimension": "liquidity",
"label": "Highest Liquidity",
"primary_value": 5.0,
"runner_up_value": 5.0,
"wins": true
}
],
"why_not_alternatives": [
{
"symbol": "ARM",
"rank": 2,
"reasons": [
"Win% 66 vs 62",
"ER 0.9% vs 0.4%",
"Score 0.18 vs 0.12",
"RS +1.8% vs +0.6%"
],
"summary": "Why TQQQ over ARM: Win% 66 vs 62 · ER 0.9% vs 0.4% · Score 0.18 vs 0.12 · RS +1.8% vs +0.6%"
},
{
"symbol": "NVDA",
"rank": 3,
"reasons": [
"Win% 66 vs 70",
"ER 0.9% vs 0.2%",
"Score 0.18 vs 0.08",
"RS +1.8% vs +0.4%"
],
"summary": "Why TQQQ over NVDA: Win% 66 vs 70 · ER 0.9% vs 0.2% · Score 0.18 vs 0.08 · RS +1.8% vs +0.4%"
},
{
"symbol": "SMH",
"rank": 4,
"reasons": [
"Win% 66 vs 54",
"ER 0.9% vs 0.2%",
"Score 0.18 vs 0.05",
"RS +1.8% vs +0.1%"
],
"summary": "Why TQQQ over SMH: Win% 66 vs 54 · ER 0.9% vs 0.2% · Score 0.18 vs 0.05 · RS +1.8% vs +0.1%"
},
{
"symbol": "TSLA",
"rank": 5,
"reasons": [
"Win% 66 vs 59",
"ER 0.9% vs 0.1%",
"Score 0.18 vs 0.02",
"RS +1.8% vs +0.1%"
],
"summary": "Why TQQQ over TSLA: Win% 66 vs 59 · ER 0.9% vs 0.1% · Score 0.18 vs 0.02 · RS +1.8% vs +0.1%"
},
{
"symbol": "AMD",
"rank": 6,
"reasons": [
"Win% 66 vs 50",
"ER 0.9% vs 0.1%",
"Score 0.18 vs 0.02",
"RS +1.8% vs -0.3%"
],
"summary": "Why TQQQ over AMD: Win% 66 vs 50 · ER 0.9% vs 0.1% · Score 0.18 vs 0.02 · RS +1.8% vs -0.3%"
}
],
"rank_summary": "TQQQ ranked #1 because weakest RS + largest expected range + acceptable liquidity",
"win_prob_source": "rules",
"calibration": {
"calibrated_win_prob": 66.0,
"sample_size": 1,
"confidence_interval": null,
"source": "rules_fallback",
"match_quality": "insufficient",
"win_prob_source": "rules",
"disclaimer": "Historical sample n=1 < 20; using rules breakdown"
},
"similar_days": [
{
"date": "2026-08-28",
"outcome": "win",
"return_pct": 3.92,
"match_score": 4,
"direction": "LONG"
}
],
"ev_distribution": {
"expected_value_usd": 1.26,
"win_scenario_usd": 53.2,
"loss_scenario_usd": 99.56,
"win_prob_pct": 66.0,
"display": "EV $+1 (win +$53 @ 66.0% · loss -$100)"
},
"entry_status": {
"current_price": 79.6,
"ideal_entry": 79.34,
"distance_pct": 0.33,
"remaining_er_pct": 0.55,
"live_expected_return_pct": 0.55,
"new_plan": null,
"alternate_entry": null,
"advisory": true,
"advisory_tag": "ADVISORY — 不构成投资建议",
"zone_low": 79.1,
"zone_high": 79.58,
"miss_threshold_pct": 1.0,
"status": "PREMARKET",
"status_reason": "Premarket Ideal Entry — plan not yet live",
"action_hint": "Entry still valid"
}
},
{
"rank": 2,
"symbol": "ARM",
"direction": "LONG",
"instrument": "Stock",
"horizon": "Intraday",
"confidence": 62,
"confidence_stars": "★★★☆☆",
"expected_move": "+0.93%",
"expected_return_pct": 0.93,
"win_prob": 62.0,
"win_prob_breakdown": {
"components": [
{
"factor": "Base",
"key": "base",
"points": 50.0
},
{
"factor": "RS",
"key": "rs",
"points": 12.0
}
],
"total": 62.0,
"raw_total": 62.0,
"was_clamped": false
},
"risk_reward": 0.87,
"final_score": 0.12,
"trade_action": "Pass",
"relative_strength": 0.55,
"entry": "Above 294.0 (现价)",
"entry_source": "current",
"entry_price": 294.19,
"entry_zone": {
"low": 294.0,
"high": 294.39,
"mid": 294.19,
"anchors": [
{
"source": "orb_low",
"label": "ORB低点",
"price": 294.39
}
],
"display": "Entry Zone 294.00–294.39",
"entry_source": "current",
"tolerance_pct": 0.3
},
"stop": "291.1 (预期低点)",
"stop_source": "expected_low",
"stop_price": 291.06,
"target": "296.9 (预期高点)",
"target_source": "expected_high",
"target_price": 296.94,
"targets": [
"296.9 (预期高点)"
],
"level_anchors": {
"vwap": 295.81,
"orb_high": 302.95,
"orb_low": 294.39,
"prev_high": null,
"prev_low": null,
"prior_close": 289.66,
"orb_from_minute": true
},
"levels_valid": true,
"why": [
"RS vs QQQ +0.55%",
"上行空间 <1.0%"
],
"why_chain": "RS vs QQQ +0.55% · 上行空间 <1.0%",
"why_vs_runner_up": "—",
"factor_breakdown": {
"relative_strength_vs_qqq": 0.55,
"relative_strength_vs_smh": 0.44,
"relative_weakness_score": -0.81,
"gap_pct": 2.88,
"beta_proxy": 1.58,
"volume_signal": false,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": 1.04,
"prior_day_change_pct": 0.11
},
"edge_type": "Stock Edge",
"score_formula_display": "final = win_prob(62%) × ER(0.4%) × rr_weight(0.5) / 100",
"expected_high": 296.94,
"expected_low": 291.06,
"expected_close": 295.18,
"current_price": 294.0,
"upside_pct": 1.0,
"downside_risk_pct": 1.0,
"why_factors": [
"RS vs QQQ +0.55%",
"上行空间 <1.0%"
],
"why_today": "RS vs QQQ +0.55% · 上行空间 <1.0%",
"gap_pct": 2.88,
"rr_display": {
"reward_risk_ratio": 0.88,
"risk_reward_ratio": 1.14,
"reward_per_share": 2.75,
"risk_per_share": 3.13,
"label_reward_risk": "Reward/Risk 0.88",
"label_risk_reward": "Risk:Reward 1:1.14",
"display": "Reward/Risk 0.88 · Risk:Reward 1:1.14",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"catalyst": "Fed Headlines · Oil Selloff",
"invalidation": "Close below stop $291.06",
"advisory": true,
"level_reasons": {
"entry": {
"price": 294.19,
"source": "current",
"confidence": 67,
"reasons": [
{
"source": "vwap",
"label": "VWAP",
"price": 295.81,
"weight_pct": 100.0,
"matched": true,
"primary": false
}
]
},
"stop": {
"price": 291.06,
"source": "expected_low",
"confidence": 55,
"reasons": []
},
"target": {
"price": 296.94,
"source": "expected_high",
"confidence": 77,
"reasons": [
{
"source": "expected_high",
"label": "Expected High",
"price": 296.94,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
}
},
"return_calculation": "(296.94-294.19)/294.19=0.93%",
"heuristic_expected_return_pct": 0.4,
"target_action": "卖出/获利",
"trade_summary_cn": "做多 ARM：在 294.19 附近入场，目标 296.94，预期 +0.93%",
"trade_economics": {
"account_size": 10000.0,
"risk_pct": 1.0,
"position_pct": 91.2,
"shares": 31,
"contracts": 0,
"max_loss_usd": 97.03,
"win_usd": 85.25,
"loss_usd": 97.03,
"expected_value_usd": 15.98,
"risk_per_share": 3.13,
"reward_per_share": 2.75,
"rr_display": {
"reward_risk_ratio": 0.88,
"risk_reward_ratio": 1.14,
"reward_per_share": 2.75,
"risk_per_share": 3.13,
"label_reward_risk": "Reward/Risk 0.88",
"label_risk_reward": "Risk:Reward 1:1.14",
"display": "Reward/Risk 0.88 · Risk:Reward 1:1.14",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"size_label": "None",
"display": "$10,000 → Win +$85 / Loss -$97"
},
"position_sizing": {
"risk_pct": 1.0,
"position_pct": 91.2,
"contracts": 0,
"shares": 31,
"max_loss_usd": 97.03,
"size_label": "None",
"display": "Risk 1.0% → Position 91.2% → 31 unit(s) → Max Loss $97.03"
},
"why_wins_today": [],
"why_not_alternatives": [
{
"symbol": "TQQQ",
"rank": 1,
"reasons": [
"Win% 62 vs 66",
"ER 0.9% vs 0.6%",
"Score 0.12 vs 0.18",
"RS +0.6% vs +1.8%",
"R:R 0.87 vs 0.28"
],
"summary": "Why ARM over TQQQ: Win% 62 vs 66 · ER 0.9% vs 0.6% · Score 0.12 vs 0.18 · RS +0.6% vs +1.8% · R:R 0.87 vs 0.28"
},
{
"symbol": "NVDA",
"rank": 3,
"reasons": [
"Win% 62 vs 70",
"ER 0.9% vs 0.2%",
"Score 0.12 vs 0.08",
"RS +0.6% vs +0.4%",
"R:R 0.87 vs 0.59"
],
"summary": "Why ARM over NVDA: Win% 62 vs 70 · ER 0.9% vs 0.2% · Score 0.12 vs 0.08 · RS +0.6% vs +0.4% · R:R 0.87 vs 0.59"
},
{
"symbol": "SMH",
"rank": 4,
"reasons": [
"Win% 62 vs 54",
"ER 0.9% vs 0.2%",
"Score 0.12 vs 0.05",
"RS +0.6% vs +0.1%",
"R:R 0.87 vs 0.62"
],
"summary": "Why ARM over SMH: Win% 62 vs 54 · ER 0.9% vs 0.2% · Score 0.12 vs 0.05 · RS +0.6% vs +0.1% · R:R 0.87 vs 0.62"
},
{
"symbol": "TSLA",
"rank": 5,
"reasons": [
"Win% 62 vs 59",
"ER 0.9% vs 0.1%",
"Score 0.12 vs 0.02",
"RS +0.6% vs +0.1%",
"R:R 0.87 vs 0.62"
],
"summary": "Why ARM over TSLA: Win% 62 vs 59 · ER 0.9% vs 0.1% · Score 0.12 vs 0.02 · RS +0.6% vs +0.1% · R:R 0.87 vs 0.62"
},
{
"symbol": "AMD",
"rank": 6,
"reasons": [
"Win% 62 vs 50",
"ER 0.9% vs 0.1%",
"Score 0.12 vs 0.02",
"RS +0.6% vs -0.3%"
],
"summary": "Why ARM over AMD: Win% 62 vs 50 · ER 0.9% vs 0.1% · Score 0.12 vs 0.02 · RS +0.6% vs -0.3%"
}
],
"win_prob_source": "rules",
"calibration": {
"calibrated_win_prob": 62.0,
"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": 15.98,
"win_scenario_usd": 85.25,
"loss_scenario_usd": 97.03,
"win_prob_pct": 62.0,
"display": "EV $+16 (win +$85 @ 62.0% · loss -$97)"
},
"entry_status": {
"current_price": 294.0,
"ideal_entry": 294.19,
"distance_pct": -0.06,
"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": 294.0,
"zone_high": 294.39,
"miss_threshold_pct": 1.0,
"status": "PREMARKET",
"status_reason": "Premarket Ideal Entry — plan not yet live",
"action_hint": "Entry still valid"
}
},
{
"rank": 3,
"symbol": "NVDA",
"direction": "LONG",
"instrument": "Stock",
"horizon": "Intraday",
"confidence": 70,
"confidence_stars": "★★★☆☆",
"expected_move": "+0.45%",
"expected_return_pct": 0.45,
"win_prob": 70.0,
"win_prob_breakdown": {
"components": [
{
"factor": "Base",
"key": "base",
"points": 50.0
},
{
"factor": "RS",
"key": "rs",
"points": 6.0
},
{
"factor": "Gap",
"key": "gap",
"points": 5.0
},
{
"factor": "Catalyst",
"key": "catalyst",
"points": 5.0
},
{
"factor": "Volume",
"key": "volume",
"points": 4.0
}
],
"total": 70.0,
"raw_total": 70.0,
"was_clamped": false
},
"risk_reward": 0.5,
"final_score": 0.08,
"trade_action": "Pass",
"relative_strength": 0.42,
"entry": "Above 230.4 (VWAP)",
"entry_source": "vwap",
"entry_price": 230.45,
"entry_zone": {
"low": 229.76,
"high": 231.14,
"mid": 230.45,
"anchors": [
{
"source": "vwap",
"label": "VWAP",
"price": 230.45
}
],
"display": "Entry Zone 230–231",
"entry_source": "vwap",
"tolerance_pct": 0.3
},
"stop": "228.4 (ORB低点)",
"stop_source": "orb_low",
"stop_price": 228.38,
"target": "231.5 (预期高点)",
"target_source": "expected_high",
"target_price": 231.48,
"targets": [
"231.5 (预期高点)"
],
"level_anchors": {
"vwap": 230.45,
"orb_high": 232.22,
"orb_low": 228.38,
"prev_high": 227.21,
"prev_low": 227.21,
"prior_close": 227.21,
"orb_from_minute": true
},
"levels_valid": true,
"why": [
"RS vs QQQ +0.42%",
"Gap 未过度延伸",
"News 6",
"Volume 信号",
"上行空间 <1.0%"
],
"why_chain": "RS vs QQQ +0.42% · Gap 未过度延伸 · News 6 · Volume 信号",
"why_vs_runner_up": "—",
"factor_breakdown": {
"relative_strength_vs_qqq": 0.42,
"relative_strength_vs_smh": 0.31,
"relative_weakness_score": -0.61,
"gap_pct": 1.37,
"beta_proxy": 1.44,
"volume_signal": true,
"news_count": 6,
"extended_gap_penalty": 0.0,
"vix_change_pct": 1.04,
"prior_day_change_pct": 0.0
},
"edge_type": "Stock Edge",
"score_formula_display": "final = win_prob(70%) × ER(0.2%) × rr_weight(0.5) / 100",
"expected_high": 231.48,
"expected_low": 228.38,
"expected_close": 230.86,
"current_price": 230.33,
"upside_pct": 0.5,
"downside_risk_pct": 0.85,
"why_factors": [
"RS vs QQQ +0.42%",
"Gap 未过度延伸",
"News 6",
"Volume 信号",
"上行空间 <1.0%"
],
"why_today": "RS vs QQQ +0.42% · Gap 未过度延伸 · News 6 · Volume 信号",
"gap_pct": 1.37,
"rr_display": {
"reward_risk_ratio": 0.5,
"risk_reward_ratio": 2.0,
"reward_per_share": 1.03,
"risk_per_share": 2.07,
"label_reward_risk": "Reward/Risk 0.50",
"label_risk_reward": "Risk:Reward 1:2.00",
"display": "Reward/Risk 0.50 · Risk:Reward 1:2.00",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"catalyst": "Fed Headlines · Oil Selloff",
"invalidation": "Close below stop $228.38",
"advisory": true,
"level_reasons": {
"entry": {
"price": 230.45,
"source": "vwap",
"confidence": 77,
"reasons": [
{
"source": "vwap",
"label": "VWAP",
"price": 230.45,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
},
"stop": {
"price": 228.38,
"source": "orb_low",
"confidence": 89,
"reasons": [
{
"source": "orb_low",
"label": "ORB Low",
"price": 228.38,
"weight_pct": 70.0,
"matched": true,
"primary": true
},
{
"source": "prev_low",
"label": "Yesterday Low",
"price": 227.21,
"weight_pct": 30.0,
"matched": true,
"primary": false
}
]
},
"target": {
"price": 231.48,
"source": "expected_high",
"confidence": 77,
"reasons": [
{
"source": "expected_high",
"label": "Expected High",
"price": 231.48,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
}
},
"return_calculation": "(231.48-230.45)/230.45=0.45%",
"heuristic_expected_return_pct": 0.23,
"target_action": "卖出/获利",
"trade_summary_cn": "做多 NVDA：在 230.45 附近入场，目标 231.48，预期 +0.45%",
"trade_economics": {
"account_size": 10000.0,
"risk_pct": 1.0,
"position_pct": 100.0,
"shares": 48,
"contracts": 0,
"max_loss_usd": 99.36,
"win_usd": 49.44,
"loss_usd": 99.36,
"expected_value_usd": 4.8,
"risk_per_share": 2.07,
"reward_per_share": 1.03,
"rr_display": {
"reward_risk_ratio": 0.5,
"risk_reward_ratio": 2.0,
"reward_per_share": 1.03,
"risk_per_share": 2.07,
"label_reward_risk": "Reward/Risk 0.50",
"label_risk_reward": "Risk:Reward 1:2.00",
"display": "Reward/Risk 0.50 · Risk:Reward 1:2.00",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"size_label": "None",
"display": "$10,000 → Win +$49 / Loss -$99"
},
"position_sizing": {
"risk_pct": 1.0,
"position_pct": 100.0,
"contracts": 0,
"shares": 48,
"max_loss_usd": 99.36,
"size_label": "None",
"display": "Risk 1.0% → Position 100.0% → 48 unit(s) → Max Loss $99.36"
},
"why_wins_today": [
{
"rank": 1,
"dimension": "win_prob",
"label": "Highest Probability",
"primary_value": 70.0,
"runner_up_value": 66.0,
"wins": true
},
{
"rank": 2,
"dimension": "catalyst",
"label": "Best Catalyst Alignment",
"primary_value": 7.0,
"runner_up_value": 1.0,
"wins": true
}
],
"why_not_alternatives": [
{
"symbol": "TQQQ",
"rank": 1,
"reasons": [
"Win% 70 vs 66",
"ER 0.5% vs 0.6%",
"Score 0.08 vs 0.18",
"RS +0.4% vs +1.8%",
"R:R 0.5 vs 0.28"
],
"summary": "Why NVDA over TQQQ: Win% 70 vs 66 · ER 0.5% vs 0.6% · Score 0.08 vs 0.18 · RS +0.4% vs +1.8% · R:R 0.5 vs 0.28"
},
{
"symbol": "ARM",
"rank": 2,
"reasons": [
"Win% 70 vs 62",
"ER 0.5% vs 0.4%",
"Score 0.08 vs 0.12",
"RS +0.4% vs +0.6%"
],
"summary": "Why NVDA over ARM: Win% 70 vs 62 · ER 0.5% vs 0.4% · Score 0.08 vs 0.12 · RS +0.4% vs +0.6%"
},
{
"symbol": "SMH",
"rank": 4,
"reasons": [
"Win% 70 vs 54",
"ER 0.5% vs 0.2%",
"Score 0.08 vs 0.05",
"RS +0.4% vs +0.1%"
],
"summary": "Why NVDA over SMH: Win% 70 vs 54 · ER 0.5% vs 0.2% · Score 0.08 vs 0.05 · RS +0.4% vs +0.1%"
},
{
"symbol": "TSLA",
"rank": 5,
"reasons": [
"Win% 70 vs 59",
"ER 0.5% vs 0.1%",
"Score 0.08 vs 0.02",
"RS +0.4% vs +0.1%"
],
"summary": "Why NVDA over TSLA: Win% 70 vs 59 · ER 0.5% vs 0.1% · Score 0.08 vs 0.02 · RS +0.4% vs +0.1%"
},
{
"symbol": "AMD",
"rank": 6,
"reasons": [
"Win% 70 vs 50",
"ER 0.5% vs 0.1%",
"Score 0.08 vs 0.02",
"RS +0.4% vs -0.3%"
],
"summary": "Why NVDA over AMD: Win% 70 vs 50 · ER 0.5% vs 0.1% · Score 0.08 vs 0.02 · RS +0.4% vs -0.3%"
}
],
"win_prob_source": "rules",
"calibration": {
"calibrated_win_prob": 70.0,
"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": 4.8,
"win_scenario_usd": 49.44,
"loss_scenario_usd": 99.36,
"win_prob_pct": 70.0,
"display": "EV $+5 (win +$49 @ 70.0% · loss -$99)"
},
"entry_status": {
"current_price": 230.33,
"ideal_entry": 230.45,
"distance_pct": -0.05,
"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": 229.76,
"zone_high": 231.14,
"miss_threshold_pct": 1.0,
"status": "PREMARKET",
"status_reason": "Premarket Ideal Entry — plan not yet live",
"action_hint": "Entry still valid"
}
},
{
"rank": 4,
"symbol": "SMH",
"direction": "LONG",
"instrument": "ETF",
"horizon": "Intraday",
"confidence": 54,
"confidence_stars": "★★☆☆☆",
"expected_move": "+0.37%",
"expected_return_pct": 0.37,
"win_prob": 54.0,
"win_prob_breakdown": {
"components": [
{
"factor": "Base",
"key": "base",
"points": 50.0
},
{
"factor": "Volume",
"key": "volume",
"points": 4.0
}
],
"total": 54.0,
"raw_total": 54.0,
"was_clamped": false
},
"risk_reward": 0.44,
"final_score": 0.05,
"trade_action": "Pass",
"relative_strength": 0.11,
"entry": "Above 613.4 (现价)",
"entry_source": "current",
"entry_price": 614.13,
"entry_zone": {
"low": 613.36,
"high": 614.91,
"mid": 614.13,
"anchors": [
{
"source": "vwap",
"label": "VWAP",
"price": 614.91
}
],
"display": "Entry Zone 613–615",
"entry_source": "current",
"tolerance_pct": 0.3
},
"stop": "609.0 (ORB低点)",
"stop_source": "orb_low",
"stop_price": 609.0,
"target": "616.4 (预期高点)",
"target_source": "expected_high",
"target_price": 616.43,
"targets": [
"616.4 (预期高点)"
],
"level_anchors": {
"vwap": 614.91,
"orb_high": 624.42,
"orb_low": 609.0,
"prev_high": 606.9,
"prev_low": 606.9,
"prior_close": 606.9,
"orb_from_minute": true
},
"levels_valid": true,
"why": [
"Volume 信号",
"上行空间 <1.0%"
],
"why_chain": "Volume 信号 · 上行空间 <1.0%",
"why_vs_runner_up": "—",
"factor_breakdown": {
"relative_strength_vs_qqq": 0.11,
"relative_strength_vs_smh": 0.0,
"relative_weakness_score": -0.11,
"gap_pct": 1.88,
"beta_proxy": 1.12,
"volume_signal": true,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": 1.04,
"prior_day_change_pct": 0.0
},
"edge_type": "Range",
"score_formula_display": "final = win_prob(54%) × ER(0.2%) × rr_weight(0.5) / 100",
"expected_high": 616.43,
"expected_low": 608.45,
"expected_close": 614.42,
"current_price": 613.36,
"upside_pct": 0.5,
"downside_risk_pct": 0.8,
"why_factors": [
"Volume 信号",
"上行空间 <1.0%"
],
"why_today": "Volume 信号 · 上行空间 <1.0%",
"gap_pct": 1.88,
"rr_display": {
"reward_risk_ratio": 0.45,
"risk_reward_ratio": 2.22,
"reward_per_share": 2.3,
"risk_per_share": 5.13,
"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": "Fed Headlines · Oil Selloff",
"invalidation": "Close below stop $609.0",
"advisory": true,
"level_reasons": {
"entry": {
"price": 614.13,
"source": "current",
"confidence": 67,
"reasons": [
{
"source": "vwap",
"label": "VWAP",
"price": 614.91,
"weight_pct": 100.0,
"matched": true,
"primary": false
}
]
},
"stop": {
"price": 609.0,
"source": "orb_low",
"confidence": 89,
"reasons": [
{
"source": "orb_low",
"label": "ORB Low",
"price": 609.0,
"weight_pct": 70.0,
"matched": true,
"primary": true
},
{
"source": "prev_low",
"label": "Yesterday Low",
"price": 606.9,
"weight_pct": 30.0,
"matched": true,
"primary": false
}
]
},
"target": {
"price": 616.43,
"source": "expected_high",
"confidence": 77,
"reasons": [
{
"source": "expected_high",
"label": "Expected High",
"price": 616.43,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
}
},
"return_calculation": "(616.43-614.13)/614.13=0.37%",
"heuristic_expected_return_pct": 0.17,
"target_action": "卖出/获利",
"trade_summary_cn": "做多 SMH：在 614.13 附近入场，目标 616.43，预期 +0.37%",
"trade_economics": {
"account_size": 10000.0,
"risk_pct": 1.0,
"position_pct": 100.0,
"shares": 19,
"contracts": 0,
"max_loss_usd": 97.47,
"win_usd": 43.7,
"loss_usd": 97.47,
"expected_value_usd": -21.24,
"risk_per_share": 5.13,
"reward_per_share": 2.3,
"rr_display": {
"reward_risk_ratio": 0.45,
"risk_reward_ratio": 2.22,
"reward_per_share": 2.3,
"risk_per_share": 5.13,
"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 +$44 / Loss -$97"
},
"position_sizing": {
"risk_pct": 1.0,
"position_pct": 100.0,
"contracts": 0,
"shares": 19,
"max_loss_usd": 97.47,
"size_label": "None",
"display": "Risk 1.0% → Position 100.0% → 19 unit(s) → Max Loss $97.47"
},
"why_wins_today": [],
"why_not_alternatives": [
{
"symbol": "TQQQ",
"rank": 1,
"reasons": [
"Win% 54 vs 66",
"ER 0.4% vs 0.6%",
"Score 0.05 vs 0.18",
"RS +0.1% vs +1.8%",
"R:R 0.44 vs 0.28"
],
"summary": "Why SMH over TQQQ: Win% 54 vs 66 · ER 0.4% vs 0.6% · Score 0.05 vs 0.18 · RS +0.1% vs +1.8% · R:R 0.44 vs 0.28"
},
{
"symbol": "ARM",
"rank": 2,
"reasons": [
"Win% 54 vs 62",
"ER 0.4% vs 0.4%",
"Score 0.05 vs 0.12",
"RS +0.1% vs +0.6%"
],
"summary": "Why SMH over ARM: Win% 54 vs 62 · ER 0.4% vs 0.4% · Score 0.05 vs 0.12 · RS +0.1% vs +0.6%"
},
{
"symbol": "NVDA",
"rank": 3,
"reasons": [
"Win% 54 vs 70",
"ER 0.4% vs 0.2%",
"Score 0.05 vs 0.08",
"RS +0.1% vs +0.4%"
],
"summary": "Why SMH over NVDA: Win% 54 vs 70 · ER 0.4% vs 0.2% · Score 0.05 vs 0.08 · RS +0.1% vs +0.4%"
},
{
"symbol": "TSLA",
"rank": 5,
"reasons": [
"Win% 54 vs 59",
"ER 0.4% vs 0.1%",
"Score 0.05 vs 0.02"
],
"summary": "Why SMH over TSLA: Win% 54 vs 59 · ER 0.4% vs 0.1% · Score 0.05 vs 0.02"
},
{
"symbol": "AMD",
"rank": 6,
"reasons": [
"Win% 54 vs 50",
"ER 0.4% vs 0.1%",
"Score 0.05 vs 0.02",
"RS +0.1% vs -0.3%"
],
"summary": "Why SMH over AMD: Win% 54 vs 50 · ER 0.4% vs 0.1% · Score 0.05 vs 0.02 · RS +0.1% vs -0.3%"
}
],
"win_prob_source": "rules",
"calibration": {
"calibrated_win_prob": 54.0,
"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": -21.24,
"win_scenario_usd": 43.7,
"loss_scenario_usd": 97.47,
"win_prob_pct": 54.0,
"display": "EV $-21 (win +$44 @ 54.0% · loss -$97)"
},
"entry_status": {
"current_price": 613.36,
"ideal_entry": 614.13,
"distance_pct": -0.13,
"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": 613.36,
"zone_high": 614.91,
"miss_threshold_pct": 1.0,
"status": "PREMARKET",
"status_reason": "Premarket Ideal Entry — plan not yet live",
"action_hint": "Entry still valid"
}
},
{
"rank": 5,
"symbol": "TSLA",
"direction": "LONG",
"instrument": "Stock",
"horizon": "Intraday",
"confidence": 59,
"confidence_stars": "★★☆☆☆",
"expected_move": "+0.60%",
"expected_return_pct": 0.6,
"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": 0.88,
"final_score": 0.02,
"trade_action": "Pass",
"relative_strength": 0.12,
"entry": "Above 356.3 (VWAP)",
"entry_source": "vwap",
"entry_price": 356.27,
"entry_zone": {
"low": 355.2,
"high": 357.34,
"mid": 356.27,
"anchors": [
{
"source": "vwap",
"label": "VWAP",
"price": 356.27
}
],
"display": "Entry Zone 355–357",
"entry_source": "vwap",
"tolerance_pct": 0.3
},
"stop": "353.8 (ORB低点)",
"stop_source": "orb_low",
"stop_price": 353.83,
"target": "358.4 (预期高点)",
"target_source": "expected_high",
"target_price": 358.39,
"targets": [
"358.4 (预期高点)"
],
"level_anchors": {
"vwap": 356.27,
"orb_high": 358.76,
"orb_low": 353.83,
"prev_high": 352.84,
"prev_low": 352.84,
"prior_close": 352.84,
"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": 0.12,
"relative_strength_vs_smh": 0.01,
"relative_weakness_score": -0.13,
"gap_pct": 0.61,
"beta_proxy": 1.13,
"volume_signal": true,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": 1.04,
"prior_day_change_pct": 0.0
},
"edge_type": "Stock Edge",
"score_formula_display": "final = win_prob(59%) × ER(0.1%) × rr_weight(0.5) / 100",
"expected_high": 358.39,
"expected_low": 353.76,
"expected_close": 356.87,
"current_price": 356.61,
"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": 0.61,
"rr_display": {
"reward_risk_ratio": 0.87,
"risk_reward_ratio": 1.15,
"reward_per_share": 2.12,
"risk_per_share": 2.44,
"label_reward_risk": "Reward/Risk 0.87",
"label_risk_reward": "Risk:Reward 1:1.15",
"display": "Reward/Risk 0.87 · Risk:Reward 1:1.15",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"catalyst": "Fed Headlines · Oil Selloff",
"invalidation": "Close below stop $353.83",
"advisory": true,
"level_reasons": {
"entry": {
"price": 356.27,
"source": "vwap",
"confidence": 89,
"reasons": [
{
"source": "vwap",
"label": "VWAP",
"price": 356.27,
"weight_pct": 70.0,
"matched": true,
"primary": true
},
{
"source": "current",
"label": "Above Current",
"price": 356.61,
"weight_pct": 30.0,
"matched": true,
"primary": false
}
]
},
"stop": {
"price": 353.83,
"source": "orb_low",
"confidence": 89,
"reasons": [
{
"source": "orb_low",
"label": "ORB Low",
"price": 353.83,
"weight_pct": 70.0,
"matched": true,
"primary": true
},
{
"source": "prev_low",
"label": "Yesterday Low",
"price": 352.84,
"weight_pct": 30.0,
"matched": true,
"primary": false
}
]
},
"target": {
"price": 358.39,
"source": "expected_high",
"confidence": 77,
"reasons": [
{
"source": "expected_high",
"label": "Expected High",
"price": 358.39,
"weight_pct": 100.0,
"matched": true,
"primary": true
}
]
}
},
"return_calculation": "(358.39-356.27)/356.27=0.60%",
"heuristic_expected_return_pct": 0.07,
"target_action": "卖出/获利",
"trade_summary_cn": "做多 TSLA：在 356.27 附近入场，目标 358.39，预期 +0.60%",
"trade_economics": {
"account_size": 10000.0,
"risk_pct": 1.0,
"position_pct": 100.0,
"shares": 40,
"contracts": 0,
"max_loss_usd": 97.6,
"win_usd": 84.8,
"loss_usd": 97.6,
"expected_value_usd": 10.02,
"risk_per_share": 2.44,
"reward_per_share": 2.12,
"rr_display": {
"reward_risk_ratio": 0.87,
"risk_reward_ratio": 1.15,
"reward_per_share": 2.12,
"risk_per_share": 2.44,
"label_reward_risk": "Reward/Risk 0.87",
"label_risk_reward": "Risk:Reward 1:1.15",
"display": "Reward/Risk 0.87 · Risk:Reward 1:1.15",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"size_label": "None",
"display": "$10,000 → Win +$85 / Loss -$98"
},
"position_sizing": {
"risk_pct": 1.0,
"position_pct": 100.0,
"contracts": 0,
"shares": 40,
"max_loss_usd": 97.6,
"size_label": "None",
"display": "Risk 1.0% → Position 100.0% → 40 unit(s) → Max Loss $97.6"
},
"why_wins_today": [],
"why_not_alternatives": [
{
"symbol": "TQQQ",
"rank": 1,
"reasons": [
"Win% 59 vs 66",
"ER 0.6% vs 0.6%",
"Score 0.02 vs 0.18",
"RS +0.1% vs +1.8%",
"R:R 0.88 vs 0.28"
],
"summary": "Why TSLA over TQQQ: Win% 59 vs 66 · ER 0.6% vs 0.6% · Score 0.02 vs 0.18 · RS +0.1% vs +1.8% · R:R 0.88 vs 0.28"
},
{
"symbol": "ARM",
"rank": 2,
"reasons": [
"Win% 59 vs 62",
"ER 0.6% vs 0.4%",
"Score 0.02 vs 0.12",
"RS +0.1% vs +0.6%"
],
"summary": "Why TSLA over ARM: Win% 59 vs 62 · ER 0.6% vs 0.4% · Score 0.02 vs 0.12 · RS +0.1% vs +0.6%"
},
{
"symbol": "NVDA",
"rank": 3,
"reasons": [
"Win% 59 vs 70",
"ER 0.6% vs 0.2%",
"Score 0.02 vs 0.08",
"RS +0.1% vs +0.4%",
"R:R 0.88 vs 0.59"
],
"summary": "Why TSLA over NVDA: Win% 59 vs 70 · ER 0.6% vs 0.2% · Score 0.02 vs 0.08 · RS +0.1% vs +0.4% · R:R 0.88 vs 0.59"
},
{
"symbol": "SMH",
"rank": 4,
"reasons": [
"Win% 59 vs 54",
"ER 0.6% vs 0.2%",
"Score 0.02 vs 0.05",
"R:R 0.88 vs 0.62"
],
"summary": "Why TSLA over SMH: Win% 59 vs 54 · ER 0.6% vs 0.2% · Score 0.02 vs 0.05 · R:R 0.88 vs 0.62"
},
{
"symbol": "AMD",
"rank": 6,
"reasons": [
"Win% 59 vs 50",
"ER 0.6% vs 0.1%",
"RS +0.1% vs -0.3%"
],
"summary": "Why TSLA over AMD: Win% 59 vs 50 · ER 0.6% vs 0.1% · RS +0.1% vs -0.3%"
}
],
"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": 10.02,
"win_scenario_usd": 84.8,
"loss_scenario_usd": 97.6,
"win_prob_pct": 59.0,
"display": "EV $+10 (win +$85 @ 59.0% · loss -$98)"
},
"entry_status": {
"current_price": 356.61,
"ideal_entry": 356.27,
"distance_pct": 0.1,
"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": 355.2,
"zone_high": 357.34,
"miss_threshold_pct": 1.0,
"status": "PREMARKET",
"status_reason": "Premarket Ideal Entry — plan not yet live",
"action_hint": "Entry still valid"
}
}
],
"watchlist_items": [
{
"symbol": "AMD",
"rank": 6,
"win_prob": 50.0,
"expected_return_pct": 0.08,
"trade_action": "Pass",
"why": "上行空间 <1.0%",
"note": "Monitor — below trade threshold"
},
{
"symbol": "QQQ",
"rank": 7,
"win_prob": 64.0,
"expected_return_pct": 0.06,
"trade_action": "Pass",
"why": "Gap 未过度延伸 · News 1 · Volume 信号 · 上行空间 <1.0%",
"note": "Monitor — below trade threshold"
},
{
"symbol": "SPY",
"rank": 8,
"win_prob": 49.0,
"expected_return_pct": -0.15,
"trade_action": "Pass",
"why": "RS 弱于 QQQ -0.76% · Gap 未过度延伸 · Volume 信号 · 上行空间 <1.0%",
"note": "Monitor — below trade threshold"
},
{
"symbol": "AVGO",
"rank": 9,
"win_prob": 39.0,
"expected_return_pct": -0.19,
"trade_action": "Pass",
"why": "RS 弱于 QQQ -0.65% · Gap 未过度延伸 · 上行空间 <1.0%",
"note": "Monitor — below trade threshold"
},
{
"symbol": "MU",
"rank": 10,
"win_prob": 39.0,
"expected_return_pct": -0.46,
"trade_action": "Pass",
"why": "RS 弱于 QQQ -1.48% · Gap 未过度延伸 · 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": 49,
"entry": "Near 728.7 (swing zone)",
"entry_source": "swing_zone",
"entry_price": 728.68,
"entry_zone": {
"low": 726.5,
"high": 743.5,
"mid": 728.68,
"display": "$726.50–$743.50",
"source": "swing_pullback"
},
"stop": "773.2 (1.75xATR)",
"stop_source": "1.75xATR",
"stop_price": 773.15,
"target": "669.4 (T1 ~8.1%)",
"target_source": "2xATR_or_5pct",
"target_price": 669.38,
"targets": [
{
"price": 669.38,
"label": "T1",
"pct": 8.14
},
{
"price": 639.73,
"label": "T2",
"pct": 12.21
}
],
"expected_return_pct": 8.14,
"expected_move": "+8.14%",
"risk_reward": 1.33,
"win_prob": 44.0,
"final_score": 0.0,
"swing_quality": 4.685,
"atr": 29.6491,
"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": 726.5,
"why": [
"高流动性波段标的 META",
"Prior day +0.0%",
"5D momentum -2.5%",
"RS vs QQQ -2.61%",
"Swing score 4.7"
],
"why_chain": "高流动性波段标的 META · Prior day +0.0% · 5D momentum -2.5% · RS vs QQQ -2.61%",
"invalidation": "Close beyond stop $773.15 or thesis broken (trend flip / catalyst fade)",
"trade_summary_cn": "波段做空 META：理想入场 $726.50–$743.50，止损 $773.15，目标 $669.38（约 +8.1%），持仓天数–数周",
"one_liner": "波段做空 META：理想入场 $726.50–$743.50，止损 $773.15，目标 $669.38（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）：Fed Headlines、Oil Selloff、Trade Policy",
"catalyst": "Fed Headlines、Oil Selloff、Trade Policy"
},
"index_edge": {
"edge": "YES",
"why": "QQQ 盘前/开盘 +0.96%"
},
"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": "TQQQ",
"win_prob": 66.0,
"win_prob_breakdown": {
"components": [
{
"factor": "Base",
"key": "base",
"points": 50.0
},
{
"factor": "RS",
"key": "rs",
"points": 12.0
},
{
"factor": "Volume",
"key": "volume",
"points": 4.0
}
],
"total": 66.0,
"raw_total": 66.0,
"was_clamped": false
},
"expected_return_pct": 0.55,
"expected_high": 80.04,
"expected_low": 78.03,
"expected_close": 80.04,
"current_price": 79.6,
"upside_pct": 0.55,
"downside_risk_pct": 1.97,
"risk_reward": 0.28,
"rr_display": {
"reward_risk_ratio": 0.28,
"risk_reward_ratio": 3.57,
"reward_per_share": null,
"risk_per_share": null,
"label_reward_risk": "Reward/Risk 0.28",
"label_risk_reward": "Risk:Reward 1:3.57",
"display": "Reward/Risk 0.28 · Risk:Reward 1:3.57",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"final_score": 0.18,
"trade_action": "Pass",
"trade": "Pass",
"gap_pct": 2.31,
"relative_strength": 1.81,
"relative_strength_vs_smh": 1.7,
"relative_weakness_score": -2.83,
"prior_day_change_pct": 0.0,
"why_factors": [
"RS vs QQQ +1.81%",
"Volume 信号",
"上行空间 <1.0%"
],
"why": "RS vs QQQ +1.81% · Volume 信号 · 上行空间 <1.0%",
"score": 2,
"news_count": 0,
"factor_breakdown": {
"relative_strength_vs_qqq": 1.81,
"relative_strength_vs_smh": 1.7,
"relative_weakness_score": -2.83,
"gap_pct": 2.31,
"beta_proxy": 2.91,
"volume_signal": true,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": 1.04,
"prior_day_change_pct": 0.0
},
"edge_type": "Relative Strength",
"score_formula_display": "final = win_prob(66%) × ER(0.5%) × rr_weight(0.5) / 100",
"rr_weight": 0.5,
"why_vs_runner_up": "TQQQ RS +1.8% vs ARM +0.6%；ER 0.6% vs 0.4%；Win% 66 vs 62；higher beta (2.9 vs 1.6)；relative strength",
"advisory": true,
"rank": 1,
"direction": "LONG"
},
{
"symbol": "ARM",
"win_prob": 62.0,
"win_prob_breakdown": {
"components": [
{
"factor": "Base",
"key": "base",
"points": 50.0
},
{
"factor": "RS",
"key": "rs",
"points": 12.0
}
],
"total": 62.0,
"raw_total": 62.0,
"was_clamped": false
},
"expected_return_pct": 0.4,
"expected_high": 296.94,
"expected_low": 291.06,
"expected_close": 295.18,
"current_price": 294.0,
"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": 0.12,
"trade_action": "Pass",
"trade": "Pass",
"gap_pct": 2.88,
"relative_strength": 0.55,
"relative_strength_vs_smh": 0.44,
"relative_weakness_score": -0.81,
"prior_day_change_pct": 0.11,
"why_factors": [
"RS vs QQQ +0.55%",
"上行空间 <1.0%"
],
"why": "RS vs QQQ +0.55% · 上行空间 <1.0%",
"score": 1,
"news_count": 0,
"factor_breakdown": {
"relative_strength_vs_qqq": 0.55,
"relative_strength_vs_smh": 0.44,
"relative_weakness_score": -0.81,
"gap_pct": 2.88,
"beta_proxy": 1.58,
"volume_signal": false,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": 1.04,
"prior_day_change_pct": 0.11
},
"edge_type": "Stock Edge",
"score_formula_display": "final = win_prob(62%) × ER(0.4%) × rr_weight(0.5) / 100",
"rr_weight": 0.5,
"why_vs_runner_up": "—",
"advisory": true,
"rank": 2,
"direction": "LONG"
},
{
"symbol": "NVDA",
"win_prob": 70.0,
"win_prob_breakdown": {
"components": [
{
"factor": "Base",
"key": "base",
"points": 50.0
},
{
"factor": "RS",
"key": "rs",
"points": 6.0
},
{
"factor": "Gap",
"key": "gap",
"points": 5.0
},
{
"factor": "Catalyst",
"key": "catalyst",
"points": 5.0
},
{
"factor": "Volume",
"key": "volume",
"points": 4.0
}
],
"total": 70.0,
"raw_total": 70.0,
"was_clamped": false
},
"expected_return_pct": 0.23,
"expected_high": 231.48,
"expected_low": 228.38,
"expected_close": 230.86,
"current_price": 230.33,
"upside_pct": 0.5,
"downside_risk_pct": 0.85,
"risk_reward": 0.59,
"rr_display": {
"reward_risk_ratio": 0.59,
"risk_reward_ratio": 1.69,
"reward_per_share": null,
"risk_per_share": null,
"label_reward_risk": "Reward/Risk 0.59",
"label_risk_reward": "Risk:Reward 1:1.69",
"display": "Reward/Risk 0.59 · Risk:Reward 1:1.69",
"convention": "reward_risk_ratio = reward ÷ risk; Risk:Reward shows risk per unit reward"
},
"final_score": 0.08,
"trade_action": "Pass",
"trade": "Pass",
"gap_pct": 1.37,
"relative_strength": 0.42,
"relative_strength_vs_smh": 0.31,
"relative_weakness_score": -0.61,
"prior_day_change_pct": 0.0,
"why_factors": [
"RS vs QQQ +0.42%",
"Gap 未过度延伸",
"News 6",
"Volume 信号",
"上行空间 <1.0%"
],
"why": "RS vs QQQ +0.42% · Gap 未过度延伸 · News 6 · Volume 信号",
"score": 1,
"news_count": 6,
"factor_breakdown": {
"relative_strength_vs_qqq": 0.42,
"relative_strength_vs_smh": 0.31,
"relative_weakness_score": -0.61,
"gap_pct": 1.37,
"beta_proxy": 1.44,
"volume_signal": true,
"news_count": 6,
"extended_gap_penalty": 0.0,
"vix_change_pct": 1.04,
"prior_day_change_pct": 0.0
},
"edge_type": "Stock Edge",
"score_formula_display": "final = win_prob(70%) × ER(0.2%) × rr_weight(0.5) / 100",
"rr_weight": 0.5,
"why_vs_runner_up": "—",
"advisory": true,
"rank": 3,
"direction": "LONG"
},
{
"symbol": "SMH",
"win_prob": 54.0,
"win_prob_breakdown": {
"components": [
{
"factor": "Base",
"key": "base",
"points": 50.0
},
{
"factor": "Volume",
"key": "volume",
"points": 4.0
}
],
"total": 54.0,
"raw_total": 54.0,
"was_clamped": false
},
"expected_return_pct": 0.17,
"expected_high": 616.43,
"expected_low": 608.45,
"expected_close": 614.42,
"current_price": 613.36,
"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": 0.05,
"trade_action": "Pass",
"trade": "Pass",
"gap_pct": 1.88,
"relative_strength": 0.11,
"relative_strength_vs_smh": 0.0,
"relative_weakness_score": -0.11,
"prior_day_change_pct": 0.0,
"why_factors": [
"Volume 信号",
"上行空间 <1.0%"
],
"why": "Volume 信号 · 上行空间 <1.0%",
"score": 0,
"news_count": 0,
"factor_breakdown": {
"relative_strength_vs_qqq": 0.11,
"relative_strength_vs_smh": 0.0,
"relative_weakness_score": -0.11,
"gap_pct": 1.88,
"beta_proxy": 1.12,
"volume_signal": true,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": 1.04,
"prior_day_change_pct": 0.0
},
"edge_type": "Range",
"score_formula_display": "final = win_prob(54%) × ER(0.2%) × rr_weight(0.5) / 100",
"rr_weight": 0.5,
"why_vs_runner_up": "—",
"advisory": true,
"rank": 4,
"direction": "LONG"
},
{
"symbol": "TSLA",
"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
},
"expected_return_pct": 0.07,
"expected_high": 358.39,
"expected_low": 353.76,
"expected_close": 356.87,
"current_price": 356.61,
"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": 0.02,
"trade_action": "Pass",
"trade": "Pass",
"gap_pct": 0.61,
"relative_strength": 0.12,
"relative_strength_vs_smh": 0.01,
"relative_weakness_score": -0.13,
"prior_day_change_pct": 0.0,
"why_factors": [
"Gap 未过度延伸",
"Volume 信号",
"上行空间 <1.0%"
],
"why": "Gap 未过度延伸 · Volume 信号 · 上行空间 <1.0%",
"score": 0,
"news_count": 0,
"factor_breakdown": {
"relative_strength_vs_qqq": 0.12,
"relative_strength_vs_smh": 0.01,
"relative_weakness_score": -0.13,
"gap_pct": 0.61,
"beta_proxy": 1.13,
"volume_signal": true,
"news_count": 0,
"extended_gap_penalty": 0.0,
"vix_change_pct": 1.04,
"prior_day_change_pct": 0.0
},
"edge_type": "Stock Edge",
"score_formula_display": "final = win_prob(59%) × ER(0.1%) × rr_weight(0.5) / 100",
"rr_weight": 0.5,
"why_vs_runner_up": "—",
"advisory": true,
"rank": 5,
"direction": "LONG"
},
{
"symbol": "AMD",
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{
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"key": "base",
"points": 50.0
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"total": 50.0,
"raw_total": 50.0,
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},
"expected_return_pct": 0.08,
"expected_high": 621.68,
"expected_low": 609.37,
"expected_close": 616.0,
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"risk_reward_ratio": 1.0,
"reward_per_share": null,
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"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": 0.02,
"trade_action": "Pass",
"trade": "Pass",
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"relative_strength": -0.34,
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"relative_weakness_score": 0.61,
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"why_factors": [
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"why": "上行空间 <1.0%",
"score": 0,
"news_count": 0,
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"relative_weakness_score": 0.61,
"gap_pct": 1.51,
"beta_proxy": 0.64,
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"news_count": 0,
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"vix_change_pct": 1.04,
"prior_day_change_pct": 1.31
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"edge_type": "Stock Edge",
"score_formula_display": "final = win_prob(50%) × ER(0.1%) × rr_weight(0.5) / 100",
"rr_weight": 0.5,
"why_vs_runner_up": "—",
"advisory": true,
"rank": 6,
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},
{
"symbol": "QQQ",
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"win_prob_breakdown": {
"components": [
{
"factor": "Base",
"key": "base",
"points": 50.0
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{
"factor": "Gap",
"key": "gap",
"points": 5.0
},
{
"factor": "Catalyst",
"key": "catalyst",
"points": 5.0
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{
"factor": "Volume",
"key": "volume",
"points": 4.0
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],
"total": 64.0,
"raw_total": 64.0,
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},
"expected_return_pct": 0.06,
"expected_high": 748.68,
"expected_low": 738.99,
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"risk_reward_ratio": 1.61,
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"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"
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"trade_action": "Pass",
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"why_factors": [
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"News 1",
"Volume 信号",
"上行空间 <1.0%"
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"why": "Gap 未过度延伸 · News 1 · Volume 信号 · 上行空间 <1.0%",
"score": 0,
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"factor_breakdown": {
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"vix_change_pct": 1.04,
"prior_day_change_pct": 0.0
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"edge_type": "Index Edge",
"score_formula_display": "final = win_prob(64%) × ER(0.1%) × rr_weight(0.5) / 100",
"rr_weight": 0.5,
"why_vs_runner_up": "—",
"advisory": true,
"rank": 7,
"direction": "LONG"
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{
"symbol": "SPY",
"win_prob": 49.0,
"win_prob_breakdown": {
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{
"factor": "Base",
"key": "base",
"points": 50.0
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{
"factor": "RS",
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"points": -10.0
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{
"factor": "Gap",
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"points": 5.0
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{
"factor": "Volume",
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"points": 4.0
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],
"total": 49.0,
"raw_total": 49.0,
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},
"expected_return_pct": -0.15,
"expected_high": 769.52,
"expected_low": 759.56,
"expected_close": 764.56,
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"downside_risk_pct": 0.8,
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"risk_reward_ratio": 1.61,
"reward_per_share": null,
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"label_risk_reward": "Risk:Reward 1:1.61",
"display": "Reward/Risk 0.62 · Risk:Reward 1:1.61",
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"final_score": 0.0,
"trade_action": "Pass",
"trade": "Pass",
"gap_pct": 0.05,
"relative_strength": -0.76,
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"relative_weakness_score": 1.28,
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"why_factors": [
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"Volume 信号",
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"why": "RS 弱于 QQQ -0.76% · Gap 未过度延伸 · Volume 信号 · 上行空间 <1.0%",
"score": 0,
"news_count": 0,
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"edge_type": "Relative Weakness",
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"why_vs_runner_up": "—",
"advisory": true,
"rank": 8,
"direction": "LONG"
},
{
"symbol": "AVGO",
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"win_prob_breakdown": {
"components": [
{
"factor": "Base",
"key": "base",
"points": 50.0
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{
"factor": "RS",
"key": "rs",
"points": -16.0
},
{
"factor": "Gap",
"key": "gap",
"points": 5.0
}
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"total": 39.0,
"raw_total": 39.0,
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},
"expected_return_pct": -0.19,
"expected_high": 355.77,
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"trade_action": "Pass",
"trade": "Pass",
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"relative_weakness_score": 1.11,
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"上行空间 <1.0%"
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"why": "RS 弱于 QQQ -0.65% · Gap 未过度延伸 · 上行空间 <1.0%",
"score": 0,
"news_count": 0,
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"why_vs_runner_up": "—",
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"rank": 9,
"direction": "LONG"
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{
"symbol": "MU",
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{
"factor": "RS",
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{
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"why": "RS 弱于 QQQ -1.48% · Gap 未过度延伸 · 上行空间 <1.0%",
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{
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{
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{
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"why": "RS 弱于 QQQ -2.61% · Volume 信号 · 上行空间 <1.0%",
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]
},
"intraday": {
"s5": {
"driver_still_valid": true,
"action": "Hold"
},
"s6": {
"trade_valid": false,
"action": "N/A"
},
"s7": {
"actual_driver": "Bond/Rates",
"attribution": {
"ai": 0.432,
"bond": 0.465,
"oil": 0.0,
"macro": 0.054,
"other": 0.05,
"splits": {}
}
}
},
"trade_plan": {},
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"bond": 0.465,
"oil": 0.0,
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"other": 0.05,
"splits": {}
},
"labels": {
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"agent_driver": "Fed Headlines",
"agent_driver_type": "Fed",
"corrected_driver_from_verify": null,
"driver_splits": {},
"hypothesis_correct": "错",
"scenario_primary": "A",
"scenario_actual": "A",
"scenario_correct": true,
"trade_recommendation": "—",
"trade_direction": "NO TRADE",
"primary_symbol": "—",
"predicted_return_pct": null,
"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-61"
],
"bayesian_drivers": {
"AI": 1.0,
"Bond": 0.0,
"Macro": 0.0,
"Oil": 0.0,
"Risk": 0.0
},
"data_gaps": []
}