Opp score study

Find which downside Opp thresholds actually identified falling stocks.

Replay completed projection rows and compare downside Opp buckets, thresholds, and Top-N picks against short PnL outcomes.

Completed rows 9259
Trade dates 38
Best threshold n/a
Best Top-N Top 3
Window 2026-05-28 → 2026-07-27

Study results

2026-07-27 · 60D window

9259 completed rows 1509 pending rows Outcome horizon follows each projection row

Baseline avg return -0.46%
Baseline win rate 45.4%
Baseline runup +2.61%
Baseline drawdown -3.39%

Opp score buckets

Filter n Avg return Median return Win rate Avg runup Avg drawdown
< 0 9238 -0.45% -0.41% 45.4% +2.62% -3.39%
0 - 1 15 -2.04% -1.26% 40% +1.18% -3.64%
1 - 2 5 -0.71% -1.25% 40% +2.78% -2.84%
2 - 2.5 1 +1.26% +1.26% 100% +1.74% -1.49%
2.5 - 3 0 n/a n/a n/a n/a n/a
3 - 3.5 0 n/a n/a n/a n/a n/a
3.5 - 4 0 n/a n/a n/a n/a n/a
4 - 5 0 n/a n/a n/a n/a n/a
5 - 6 0 n/a n/a n/a n/a n/a
6+ 0 n/a n/a n/a n/a n/a

Holding period study

Buy-and-hold at fixed holding days. Best hold = highest annualized net return (median × 252/H − 5% pa), assuming capital is continuously redeployed. Independent of the projection-horizon baseline and TP/SL filter.

Filter Best hold 3D 5D 7D 10D 20D
n Median return Ann. net Win rate Avg drawdown n Median return Ann. net Win rate Avg drawdown n Median return Ann. net Win rate Avg drawdown n Median return Ann. net Win rate Avg drawdown n Median return Ann. net Win rate Avg drawdown
all 3D 9259 -0.41% -39.44% 45.4% -3.39% 8913 -0.84% -47.34% 42.5% -4.53% 8592 -1.25% -50.00% 40.7% -5.53% 8109 -1.84% -51.37% 38.1% -6.81% 6118 -3.71% -51.75% 31.9% -10.31%
< 0 3D 9238 -0.41% -39.44% 45.4% -3.39% 8892 -0.84% -47.34% 42.5% -4.53% 8571 -1.24% -49.64% 40.7% -5.53% 8088 -1.84% -51.37% 38.1% -6.81% 6097 -3.71% -51.75% 31.9% -10.32%
0 - 1 n/a 15 -1.26% -110.84% 40% -3.64% 15 -1.01% -55.90% 20% -4.99% 15 -1.52% -59.72% 26.7% -5.81% 15 -3.38% -90.18% 13.3% -6.47% 15 -4.19% -57.79% 26.7% -8.38%
1 - 2 n/a 5 -1.25% -110.00% 40% -2.84% 5 +1.05% +47.92% 60% -3.50% 5 +0.15% +0.40% 60% -3.79% 5 +0.27% +1.80% 60% -4.02% 5 +1.25% +10.75% 60% -6.00%
2 - 2.5 n/a 1 +1.26% +100.84% 100% -1.49% 1 -1.51% -81.10% 0% -4.40% 1 -1.71% -66.56% 0% -4.40% 1 +1.01% +20.45% 100% -4.40% 1 -7.50% -99.50% 0% -8.55%
2.5 - 3 n/a 0 n/a n/a n/a n/a 0 n/a n/a n/a n/a 0 n/a n/a n/a n/a 0 n/a n/a n/a n/a 0 n/a n/a n/a n/a
3 - 3.5 n/a 0 n/a n/a n/a n/a 0 n/a n/a n/a n/a 0 n/a n/a n/a n/a 0 n/a n/a n/a n/a 0 n/a n/a n/a n/a
3.5 - 4 n/a 0 n/a n/a n/a n/a 0 n/a n/a n/a n/a 0 n/a n/a n/a n/a 0 n/a n/a n/a n/a 0 n/a n/a n/a n/a
4 - 5 n/a 0 n/a n/a n/a n/a 0 n/a n/a n/a n/a 0 n/a n/a n/a n/a 0 n/a n/a n/a n/a 0 n/a n/a n/a n/a
5 - 6 n/a 0 n/a n/a n/a n/a 0 n/a n/a n/a n/a 0 n/a n/a n/a n/a 0 n/a n/a n/a n/a 0 n/a n/a n/a n/a
6+ n/a 0 n/a n/a n/a n/a 0 n/a n/a n/a n/a 0 n/a n/a n/a n/a 0 n/a n/a n/a n/a 0 n/a n/a n/a n/a

Threshold holding periods

Same fixed holding-day grid for common Opp thresholds. Best hold ranks by annualized net return after 5% pa carry.

Filter Best hold 3D 5D 7D 10D 20D
n Median return Ann. net Win rate Avg drawdown n Median return Ann. net Win rate Avg drawdown n Median return Ann. net Win rate Avg drawdown n Median return Ann. net Win rate Avg drawdown n Median return Ann. net Win rate Avg drawdown
downOpp > 1 n/a 6 +0.01% -4.16% 50% -2.61% 6 -0.23% -16.59% 50% -3.65% 6 -0.78% -33.08% 50% -3.89% 6 +0.56% +9.11% 66.7% -4.08% 6 -0.37% -9.66% 50% -6.42%
downOpp > 2 n/a 1 +1.26% +100.84% 100% -1.49% 1 -1.51% -81.10% 0% -4.40% 1 -1.71% -66.56% 0% -4.40% 1 +1.01% +20.45% 100% -4.40% 1 -7.50% -99.50% 0% -8.55%
downOpp > 3 n/a 0 n/a n/a n/a n/a 0 n/a n/a n/a n/a 0 n/a n/a n/a n/a 0 n/a n/a n/a n/a 0 n/a n/a n/a n/a
downOpp > 4 n/a 0 n/a n/a n/a n/a 0 n/a n/a n/a n/a 0 n/a n/a n/a n/a 0 n/a n/a n/a n/a 0 n/a n/a n/a n/a
downOpp > 5 n/a 0 n/a n/a n/a n/a 0 n/a n/a n/a n/a 0 n/a n/a n/a n/a 0 n/a n/a n/a n/a 0 n/a n/a n/a n/a

Top-N performance

Filter n Avg return Median return Win rate Avg runup Avg drawdown
all 9259 -0.46% -0.41% 45.4% +2.61% -3.39%
Top 3 114 -0.58% +0.17% 51.8% +2.89% -3.78%
Top 5 190 -0.54% +0.09% 50.5% +2.88% -3.65%
Top 10 380 -0.66% -0.13% 48.4% +2.78% -3.66%
Top 20 760 -0.74% -0.13% 48.4% +2.87% -3.82%
Top 50 1900 -0.54% -0.15% 48.1% +2.86% -3.65%

TP/SL @ 3D

Walk-forward grid search by Opp bucket at the selected TP/SL horizon. Opp scores still come from each row's projection setting. Each test day uses only prior completed rows to pick TP/SL, then applies it to that day. Same-bar TP and SL assume stop-loss first.

Bucket n TP SL Avg return Median return Win rate TP hit SL hit Baseline median
< 0 8938 +2.00% 5% -0.37% +0.93% 54.4% 48.4% 25.1% -0.45%
0 - 1 0 n/a n/a n/a n/a n/a n/a n/a n/a
1 - 2 0 n/a n/a n/a n/a n/a n/a n/a n/a
2 - 2.5 0 n/a n/a n/a n/a n/a n/a n/a n/a
2.5 - 3 0 n/a n/a n/a n/a n/a n/a n/a n/a
3 - 3.5 0 n/a n/a n/a n/a n/a n/a n/a n/a
3.5 - 4 0 n/a n/a n/a n/a n/a n/a n/a n/a
4 - 5 0 n/a n/a n/a n/a n/a n/a n/a n/a
5 - 6 0 n/a n/a n/a n/a n/a n/a n/a n/a
6+ 0 n/a n/a n/a n/a n/a n/a n/a n/a

Rolling best bucket TP/SL @ 3D

Walk-forward Opp bucket filter at 3D. Each test day uses only prior completed rows to pick the best Opp bucket by median baseline return, then runs a fine TP/SL grid on that day's matching rows. Same-bar TP and SL assume stop-loss first.

+3.00% -3.00% 8938 37 < 0 -0.35% -0.95% 44.2% 32% 43.2% 24.8% 0.96 -0.35% -3.00% -0.45%
+3.50% -3.00% 8938 37 < 0 -0.35% -1.21% 42.2% 26.9% 44.2% 28.9% 1.05 -0.35% -3.00% -0.45%
+4.00% -3.00% 8938 37 < 0 -0.35% -1.34% 40.9% 22% 44.8% 33.3% 1.1 -0.35% -3.00% -0.45%
+4.50% -3.00% 8938 37 < 0 -0.36% -1.44% 40% 17.9% 45.2% 36.9% 1.14 -0.36% -3.00% -0.45%
+5.50% -3.00% 8938 37 < 0 -0.36% -1.56% 39.1% 12.1% 45.7% 42.3% 1.19 -0.36% -3.00% -0.45%
+6.00% -3.00% 8938 37 < 0 -0.36% -1.60% 38.9% 10% 45.8% 44.1% 1.2 -0.36% -3.00% -0.45%
+6.50% -3.00% 8938 37 < 0 -0.36% -1.62% 38.8% 8.3% 45.9% 45.7% 1.21 -0.36% -3.00% -0.45%
+8.00% -3.00% 8938 37 < 0 -0.36% -1.66% 38.4% 4.7% 46.1% 49.1% 1.23 -0.36% -3.00% -0.45%
+8.50% -3.00% 8938 37 < 0 -0.36% -1.66% 38.4% 4% 46.1% 49.9% 1.23 -0.36% -3.00% -0.45%
+9.00% -3.00% 8938 37 < 0 -0.36% -1.66% 38.4% 3.2% 46.1% 50.7% 1.23 -0.36% -3.00% -0.45%
+5.00% -3.00% 8938 37 < 0 -0.37% -1.52% 39.4% 14.7% 45.5% 39.8% 1.17 -0.37% -3.00% -0.45%
+7.00% -3.00% 8938 37 < 0 -0.37% -1.65% 38.6% 6.7% 46.1% 47.2% 1.21 -0.37% -3.00% -0.45%
+7.50% -3.00% 8938 37 < 0 -0.37% -1.65% 38.5% 5.8% 46.1% 48.1% 1.22 -0.37% -3.00% -0.45%
+3.00% -3.50% 8938 37 < 0 -0.38% -0.53% 46.2% 33% 36.6% 30.4% 0.87 -0.38% -3.50% -0.45%
+3.00% -4.00% 8938 37 < 0 -0.38% -0.27% 47.8% 33.8% 30.4% 35.8% 0.82 -0.38% -4.00% -0.45%
+3.00% -4.50% 8938 37 < 0 -0.39% -0.12% 48.8% 34.4% 25.4% 40.3% 0.79 -0.39% -4.50% -0.45%
+3.00% -5.00% 8938 37 < 0 -0.39% -0.05% 49.5% 34.7% 20.9% 44.4% 0.77 -0.39% -5.00% -0.45%
+3.50% -3.50% 8938 37 < 0 -0.39% -0.75% 44.1% 27.7% 37.5% 34.7% 0.95 -0.39% -3.50% -0.45%
+3.50% -4.00% 8938 37 < 0 -0.39% -0.50% 45.7% 28.3% 31.2% 40.5% 0.89 -0.39% -4.00% -0.45%
+3.50% -4.50% 8938 37 < 0 -0.39% -0.36% 46.8% 28.8% 25.9% 45.3% 0.86 -0.39% -4.50% -0.45%
+3.50% -5.00% 8938 37 < 0 -0.39% -0.26% 47.5% 29.1% 21.3% 49.6% 0.84 -0.39% -5.00% -0.45%
+4.00% -3.50% 8938 37 < 0 -0.39% -0.86% 42.9% 22.6% 38% 39.4% 1 -0.39% -3.50% -0.45%
+4.00% -4.00% 8938 37 < 0 -0.39% -0.61% 44.5% 23.1% 31.5% 45.4% 0.95 -0.39% -4.00% -0.45%
+4.00% -4.50% 8938 37 < 0 -0.39% -0.46% 45.5% 23.5% 26.1% 50.4% 0.91 -0.39% -4.50% -0.45%
+4.50% -3.50% 8938 37 < 0 -0.39% -0.93% 42% 18.3% 38.3% 43.4% 1.04 -0.39% -3.50% -0.45%
+6.00% -3.50% 8938 37 < 0 -0.39% -1.05% 40.9% 10.3% 38.8% 50.9% 1.09 -0.39% -3.50% -0.45%
+6.00% -4.00% 8938 37 < 0 -0.39% -0.76% 42.5% 10.5% 32.2% 57.3% 1.03 -0.39% -4.00% -0.45%
+6.50% -3.50% 8938 37 < 0 -0.39% -1.07% 40.7% 8.5% 38.9% 52.6% 1.1 -0.39% -3.50% -0.45%
+6.50% -4.00% 8938 37 < 0 -0.39% -0.78% 42.4% 8.7% 32.3% 59% 1.04 -0.39% -4.00% -0.45%
+8.50% -3.50% 8938 37 < 0 -0.39% -1.11% 40.4% 4% 39.1% 56.9% 1.12 -0.39% -3.50% -0.45%
+4.00% -5.00% 8938 37 < 0 -0.40% -0.38% 46.2% 23.7% 21.6% 54.7% 0.89 -0.40% -5.00% -0.45%
+4.50% -4.00% 8938 37 < 0 -0.40% -0.67% 43.6% 18.7% 31.8% 49.4% 0.98 -0.40% -4.00% -0.45%
+4.50% -4.50% 8938 37 < 0 -0.40% -0.53% 44.7% 19.1% 26.4% 54.5% 0.94 -0.40% -4.50% -0.45%
+4.50% -5.00% 8938 37 < 0 -0.40% -0.45% 45.3% 19.2% 21.8% 59% 0.92 -0.40% -5.00% -0.45%
+5.00% -3.50% 8938 37 < 0 -0.40% -1.00% 41.4% 15% 38.6% 46.4% 1.06 -0.40% -3.50% -0.45%
+5.00% -4.00% 8938 37 < 0 -0.40% -0.71% 43% 15.4% 32.1% 52.5% 1 -0.40% -4.00% -0.45%
+5.50% -3.50% 8938 37 < 0 -0.40% -1.03% 41.1% 12.3% 38.7% 49% 1.08 -0.40% -3.50% -0.45%
+5.50% -4.00% 8938 37 < 0 -0.40% -0.74% 42.7% 12.6% 32.2% 55.2% 1.02 -0.40% -4.00% -0.45%
+5.50% -4.50% 8938 37 < 0 -0.40% -0.61% 43.7% 12.8% 26.7% 60.5% 0.98 -0.40% -4.50% -0.45%
+6.00% -4.50% 8938 37 < 0 -0.40% -0.63% 43.6% 10.6% 26.8% 62.7% 0.99 -0.40% -4.50% -0.45%
+6.00% -5.00% 8938 37 < 0 -0.40% -0.55% 44.2% 10.7% 22.1% 67.3% 0.96 -0.40% -5.00% -0.45%
+6.50% -4.50% 8938 37 < 0 -0.40% -0.64% 43.4% 8.7% 26.8% 64.4% 1 -0.40% -4.50% -0.45%
+6.50% -5.00% 8938 37 < 0 -0.40% -0.56% 44% 8.8% 22.2% 69% 0.97 -0.40% -5.00% -0.45%
+7.00% -3.50% 8938 37 < 0 -0.40% -1.10% 40.5% 6.9% 39% 54.1% 1.1 -0.40% -3.50% -0.45%
+7.00% -4.00% 8938 37 < 0 -0.40% -0.80% 42.2% 7% 32.4% 60.6% 1.04 -0.40% -4.00% -0.45%
+7.50% -3.50% 8938 37 < 0 -0.40% -1.10% 40.4% 5.9% 39.1% 55.1% 1.11 -0.40% -3.50% -0.45%
+7.50% -4.00% 8938 37 < 0 -0.40% -0.81% 42.1% 5.9% 32.5% 61.6% 1.05 -0.40% -4.00% -0.45%
+8.00% -3.50% 8938 37 < 0 -0.40% -1.10% 40.4% 4.8% 39.1% 56.1% 1.12 -0.40% -3.50% -0.45%
+8.00% -4.00% 8938 37 < 0 -0.40% -0.82% 42% 4.9% 32.5% 62.7% 1.05 -0.40% -4.00% -0.45%
+8.50% -4.00% 8938 37 < 0 -0.40% -0.82% 42% 4.1% 32.5% 63.5% 1.05 -0.40% -4.00% -0.45%
+8.50% -4.50% 8938 37 < 0 -0.40% -0.68% 43% 4.1% 26.9% 69% 1.01 -0.40% -4.50% -0.45%
+9.00% -3.50% 8938 37 < 0 -0.40% -1.11% 40.3% 3.2% 39.1% 57.7% 1.12 -0.40% -3.50% -0.45%
+9.00% -4.00% 8938 37 < 0 -0.40% -0.82% 42% 3.3% 32.5% 64.3% 1.06 -0.40% -4.00% -0.45%
+5.00% -4.50% 8938 37 < 0 -0.41% -0.58% 44% 15.7% 26.6% 57.7% 0.96 -0.41% -4.50% -0.45%
+5.00% -5.00% 8938 37 < 0 -0.41% -0.50% 44.7% 15.8% 22% 62.2% 0.94 -0.41% -5.00% -0.45%
+5.50% -5.00% 8938 37 < 0 -0.41% -0.53% 44.4% 12.9% 22% 65.1% 0.95 -0.41% -5.00% -0.45%
+7.00% -4.50% 8938 37 < 0 -0.41% -0.66% 43.2% 7.1% 26.9% 66.1% 1 -0.41% -4.50% -0.45%
+7.00% -5.00% 8938 37 < 0 -0.41% -0.58% 43.8% 7.1% 22.2% 70.7% 0.97 -0.41% -5.00% -0.45%
+7.50% -4.50% 8938 37 < 0 -0.41% -0.67% 43.1% 6% 26.9% 67.1% 1 -0.41% -4.50% -0.45%
+7.50% -5.00% 8938 37 < 0 -0.41% -0.59% 43.7% 6% 22.2% 71.8% 0.98 -0.41% -5.00% -0.45%
+8.00% -4.50% 8938 37 < 0 -0.41% -0.67% 43% 4.9% 26.9% 68.2% 1 -0.41% -4.50% -0.45%
+8.00% -5.00% 8938 37 < 0 -0.41% -0.59% 43.7% 4.9% 22.2% 72.8% 0.98 -0.41% -5.00% -0.45%
+8.50% -5.00% 8938 37 < 0 -0.41% -0.59% 43.6% 4.1% 22.2% 73.6% 0.99 -0.41% -5.00% -0.45%
+9.00% -4.50% 8938 37 < 0 -0.41% -0.68% 43% 3.3% 26.9% 69.8% 1.01 -0.41% -4.50% -0.45%
+9.00% -5.00% 8938 37 < 0 -0.41% -0.59% 43.6% 3.3% 22.2% 74.4% 0.98 -0.41% -5.00% -0.45%

Threshold performance

Filter n Avg return Median return Win rate Avg runup Avg drawdown
all 9259 -0.46% -0.41% 45.4% +2.61% -3.39%
downOpp > 1 6 -0.38% +0.01% 50% +2.60% -2.61%
downOpp > 2 1 +1.26% +1.26% 100% +1.74% -1.49%
downOpp > 3 0 n/a n/a n/a n/a n/a
downOpp > 4 0 n/a n/a n/a n/a n/a
downOpp > 5 0 n/a n/a n/a n/a n/a
downOpp > 6 0 n/a n/a n/a n/a n/a

Example winners and losers

Completed projection rows in the selected window, sorted by actual forward return.

Date Symbol Sector Opp Median Actual Runup Drawdown
2026-07-10 US.IBM Information Technology -3.097 +0.29% +26.55% +26.61% -3.46%
2026-07-09 US.IBM Information Technology -2.876 +0.24% +26.49% +27.80% -1.18%
2026-06-16 US.ACN Information Technology -4.671 +1.09% +24.58% +28.62% -0.82%
2026-07-13 US.IBM Information Technology -3.059 +0.29% +24.53% +29.56% +20.78%
2026-06-15 US.ACN Information Technology -4.311 +0.98% +22.61% +24.04% -2.68%
2026-06-11 US.DD Materials -1.79 -0.46% -207.69% -0.62% -213.71%
2026-06-12 US.DD Materials -2.097 -0.38% -198.07% -0.56% -207.62%
2026-06-15 US.DD Materials -2.754 -0.11% -194.87% -192.95% -205.84%
2026-07-20 US.SMCI Information Technology -0.916 -0.86% -30.93% -2.10% -36.76%
2026-06-26 US.AXON Industrials -3.016 -0.01% -27.78% -4.56% -31.44%

Opp score study is observational and uses archived projection rows only. It helps evaluate ranking filters, not predict or recommend trades.