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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 9133
Trade dates 38
Best threshold n/a
Best Top-N Top 5
Window 2026-05-29 → 2026-07-28

Study results

2026-07-28 · 60D window

9133 completed rows 1509 pending rows Outcome horizon follows each projection row

Baseline avg return -0.61%
Baseline win rate 44.1%
Baseline runup +2.56%
Baseline drawdown -3.51%

Opp score buckets

Filter n Avg return Median return Win rate Avg runup Avg drawdown
< 0 9116 -0.61% -0.53% 44.1% +2.57% -3.51%
0 - 1 13 -2.46% -1.83% 30.8% +0.94% -4.08%
1 - 2 4 -1.25% -2.11% 25% +2.08% -3.23%
2 - 2.5 0 n/a n/a n/a n/a n/a
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 9133 -0.53% -49.52% 44.1% -3.51% 8780 -0.96% -53.38% 41.5% -4.63% 8447 -1.40% -55.40% 39.6% -5.60% 7971 -1.96% -54.39% 37.4% -6.92% 6071 -3.76% -52.38% 31.3% -10.41%
< 0 3D 9116 -0.53% -49.52% 44.1% -3.51% 8763 -0.96% -53.38% 41.6% -4.62% 8430 -1.40% -55.40% 39.6% -5.60% 7954 -1.95% -54.14% 37.4% -6.92% 6054 -3.75% -52.25% 31.3% -10.42%
0 - 1 n/a 13 -1.83% -158.72% 30.8% -4.08% 13 -1.01% -55.90% 15.4% -5.57% 13 -1.84% -71.24% 15.4% -6.34% 13 -4.19% -110.59% 7.7% -6.97% 13 -4.19% -57.79% 23.1% -8.86%
1 - 2 n/a 4 -2.11% -182.24% 25% -3.23% 4 -1.80% -95.72% 50% -4.06% 4 -2.15% -82.40% 50% -4.43% 4 -0.55% -18.86% 50% -4.71% 4 +3.85% +43.51% 75% -5.77%
2 - 2.5 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
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 4 -2.11% -182.24% 25% -3.23% 4 -1.80% -95.72% 50% -4.06% 4 -2.15% -82.40% 50% -4.43% 4 -0.55% -18.86% 50% -4.71% 4 +3.85% +43.51% 75% -5.77%
downOpp > 2 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 > 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 9133 -0.61% -0.53% 44.1% +2.56% -3.51%
Top 3 114 -1.02% -0.21% 48.2% +2.81% -4.23%
Top 5 190 -0.92% -0.03% 48.9% +2.77% -4.09%
Top 10 380 -1.02% -0.27% 46.6% +2.69% -4.03%
Top 20 760 -1.08% -0.39% 46.1% +2.74% -4.13%
Top 50 1900 -0.82% -0.35% 45.8% +2.79% -3.91%

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 8807 +2.00% 5% -0.48% +0.72% 53.5% 47.5% 25.3% -0.61%
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% 8807 37 < 0 -0.43% -1.24% 42.8% 31.2% 44.7% 24.1% 0.95 -0.43% -3.00% -0.61%
+3.50% -3.00% 8807 37 < 0 -0.43% -1.49% 40.9% 26.4% 45.7% 27.9% 1.04 -0.43% -3.00% -0.61%
+4.00% -3.00% 8807 37 < 0 -0.43% -1.64% 39.6% 21.6% 46.3% 32.1% 1.1 -0.43% -3.00% -0.61%
+4.50% -3.00% 8807 37 < 0 -0.44% -1.72% 38.8% 17.5% 46.7% 35.8% 1.14 -0.44% -3.00% -0.61%
+5.50% -3.00% 8807 37 < 0 -0.44% -1.89% 37.8% 11.8% 47.2% 40.9% 1.19 -0.44% -3.00% -0.61%
+6.00% -3.00% 8807 37 < 0 -0.44% -1.92% 37.6% 9.9% 47.4% 42.7% 1.2 -0.44% -3.00% -0.61%
+6.50% -3.00% 8807 37 < 0 -0.44% -1.97% 37.4% 8.2% 47.5% 44.3% 1.21 -0.44% -3.00% -0.61%
+8.50% -3.00% 8807 37 < 0 -0.44% -2.00% 37.1% 3.9% 47.7% 48.4% 1.23 -0.44% -3.00% -0.61%
+9.00% -3.00% 8807 37 < 0 -0.44% -2.00% 37% 3.1% 47.7% 49.2% 1.23 -0.44% -3.00% -0.61%
+5.00% -3.00% 8807 37 < 0 -0.45% -1.85% 38.1% 14.4% 47.1% 38.5% 1.17 -0.45% -3.00% -0.61%
+7.00% -3.00% 8807 37 < 0 -0.45% -1.98% 37.2% 6.7% 47.6% 45.7% 1.21 -0.45% -3.00% -0.61%
+7.50% -3.00% 8807 37 < 0 -0.45% -2.00% 37.1% 5.7% 47.7% 46.6% 1.22 -0.45% -3.00% -0.61%
+8.00% -3.00% 8807 37 < 0 -0.45% -2.00% 37.1% 4.7% 47.7% 47.6% 1.22 -0.45% -3.00% -0.61%
+3.00% -3.50% 8807 37 < 0 -0.46% -0.74% 44.8% 32.2% 38.1% 29.7% 0.86 -0.46% -3.50% -0.61%
+3.50% -3.50% 8807 37 < 0 -0.47% -0.96% 42.8% 27.1% 39% 33.8% 0.95 -0.47% -3.50% -0.61%
+4.00% -3.50% 8807 37 < 0 -0.47% -1.07% 41.6% 22.2% 39.5% 38.4% 1 -0.47% -3.50% -0.61%
+3.00% -4.00% 8807 37 < 0 -0.48% -0.47% 46.4% 33% 31.9% 35.1% 0.81 -0.48% -4.00% -0.61%
+3.50% -4.00% 8807 37 < 0 -0.48% -0.67% 44.4% 27.7% 32.7% 39.6% 0.89 -0.48% -4.00% -0.61%
+4.00% -4.00% 8807 37 < 0 -0.48% -0.77% 43.1% 22.7% 33% 44.3% 0.94 -0.48% -4.00% -0.61%
+4.50% -3.50% 8807 37 < 0 -0.48% -1.16% 40.7% 18% 39.8% 42.3% 1.04 -0.48% -3.50% -0.61%
+5.50% -3.50% 8807 37 < 0 -0.48% -1.23% 39.8% 12.1% 40.2% 47.7% 1.07 -0.48% -3.50% -0.61%
+6.00% -3.50% 8807 37 < 0 -0.48% -1.25% 39.6% 10.1% 40.3% 49.5% 1.09 -0.48% -3.50% -0.61%
+6.50% -3.50% 8807 37 < 0 -0.48% -1.27% 39.4% 8.4% 40.4% 51.1% 1.1 -0.48% -3.50% -0.61%
+8.50% -3.50% 8807 37 < 0 -0.48% -1.31% 39% 4% 40.6% 55.4% 1.11 -0.48% -3.50% -0.61%
+3.00% -4.50% 8807 37 < 0 -0.49% -0.32% 47.5% 33.5% 26.8% 39.7% 0.78 -0.49% -4.50% -0.61%
+3.50% -4.50% 8807 37 < 0 -0.49% -0.51% 45.4% 28.2% 27.3% 44.5% 0.85 -0.49% -4.50% -0.61%
+4.00% -4.50% 8807 37 < 0 -0.49% -0.62% 44.2% 23.1% 27.6% 49.3% 0.9 -0.49% -4.50% -0.61%
+4.50% -4.00% 8807 37 < 0 -0.49% -0.85% 42.2% 18.4% 33.3% 48.3% 0.97 -0.49% -4.00% -0.61%
+5.00% -3.50% 8807 37 < 0 -0.49% -1.20% 40.1% 14.7% 40.1% 45.2% 1.05 -0.49% -3.50% -0.61%
+6.00% -4.00% 8807 37 < 0 -0.49% -0.93% 41.2% 10.4% 33.8% 55.9% 1.02 -0.49% -4.00% -0.61%
+6.50% -4.00% 8807 37 < 0 -0.49% -0.95% 41% 8.6% 33.9% 57.6% 1.03 -0.49% -4.00% -0.61%
+7.00% -3.50% 8807 37 < 0 -0.49% -1.30% 39.2% 6.8% 40.5% 52.6% 1.1 -0.49% -3.50% -0.61%
+7.50% -3.50% 8807 37 < 0 -0.49% -1.31% 39.1% 5.8% 40.6% 53.6% 1.11 -0.49% -3.50% -0.61%
+8.00% -3.50% 8807 37 < 0 -0.49% -1.31% 39.1% 4.7% 40.6% 54.7% 1.11 -0.49% -3.50% -0.61%
+9.00% -3.50% 8807 37 < 0 -0.49% -1.31% 39% 3.2% 40.6% 56.2% 1.11 -0.49% -3.50% -0.61%
+3.00% -5.00% 8807 37 < 0 -0.50% -0.22% 48.1% 33.8% 22.4% 43.8% 0.75 -0.50% -5.00% -0.61%
+3.50% -5.00% 8807 37 < 0 -0.50% -0.42% 46.1% 28.5% 22.8% 48.8% 0.83 -0.50% -5.00% -0.61%
+4.00% -5.00% 8807 37 < 0 -0.50% -0.53% 44.8% 23.2% 23% 53.8% 0.87 -0.50% -5.00% -0.61%
+4.50% -4.50% 8807 37 < 0 -0.50% -0.69% 43.3% 18.7% 27.9% 53.4% 0.93 -0.50% -4.50% -0.61%
+5.00% -4.00% 8807 37 < 0 -0.50% -0.88% 41.7% 15.1% 33.6% 51.3% 0.99 -0.50% -4.00% -0.61%
+5.50% -4.00% 8807 37 < 0 -0.50% -0.91% 41.3% 12.4% 33.7% 53.9% 1.01 -0.50% -4.00% -0.61%
+7.00% -4.00% 8807 37 < 0 -0.50% -0.97% 40.8% 6.9% 33.9% 59.1% 1.03 -0.50% -4.00% -0.61%
+7.50% -4.00% 8807 37 < 0 -0.50% -0.98% 40.7% 5.8% 34% 60.2% 1.03 -0.50% -4.00% -0.61%
+8.00% -4.00% 8807 37 < 0 -0.50% -0.99% 40.6% 4.8% 34% 61.2% 1.04 -0.50% -4.00% -0.61%
+8.50% -4.00% 8807 37 < 0 -0.50% -0.99% 40.6% 4% 34% 62% 1.04 -0.50% -4.00% -0.61%
+9.00% -4.00% 8807 37 < 0 -0.50% -0.99% 40.6% 3.2% 34% 62.8% 1.04 -0.50% -4.00% -0.61%
+4.50% -5.00% 8807 37 < 0 -0.51% -0.61% 43.9% 18.8% 23.3% 57.9% 0.9 -0.51% -5.00% -0.61%
+5.00% -4.50% 8807 37 < 0 -0.51% -0.74% 42.7% 15.3% 28.1% 56.6% 0.95 -0.51% -4.50% -0.61%
+5.50% -4.50% 8807 37 < 0 -0.51% -0.76% 42.4% 12.5% 28.2% 59.3% 0.97 -0.51% -4.50% -0.61%
+6.00% -4.50% 8807 37 < 0 -0.51% -0.79% 42.2% 10.4% 28.2% 61.3% 0.98 -0.51% -4.50% -0.61%
+6.50% -4.50% 8807 37 < 0 -0.51% -0.80% 42% 8.7% 28.3% 63% 0.98 -0.51% -4.50% -0.61%
+7.00% -4.50% 8807 37 < 0 -0.51% -0.82% 41.8% 7% 28.3% 64.6% 0.99 -0.51% -4.50% -0.61%
+7.50% -4.50% 8807 37 < 0 -0.51% -0.83% 41.7% 5.9% 28.4% 65.7% 0.99 -0.51% -4.50% -0.61%
+8.50% -4.50% 8807 37 < 0 -0.51% -0.84% 41.6% 4% 28.4% 67.6% 1 -0.51% -4.50% -0.61%
+9.00% -4.50% 8807 37 < 0 -0.51% -0.84% 41.6% 3.2% 28.4% 68.4% 1 -0.51% -4.50% -0.61%
+5.00% -5.00% 8807 37 < 0 -0.52% -0.65% 43.3% 15.4% 23.4% 61.1% 0.92 -0.52% -5.00% -0.61%
+5.50% -5.00% 8807 37 < 0 -0.52% -0.68% 43% 12.6% 23.5% 63.9% 0.94 -0.52% -5.00% -0.61%
+6.00% -5.00% 8807 37 < 0 -0.52% -0.69% 42.8% 10.5% 23.5% 65.9% 0.95 -0.52% -5.00% -0.61%
+6.50% -5.00% 8807 37 < 0 -0.52% -0.70% 42.6% 8.7% 23.6% 67.7% 0.95 -0.52% -5.00% -0.61%
+8.00% -4.50% 8807 37 < 0 -0.52% -0.84% 41.6% 4.8% 28.4% 66.8% 0.99 -0.52% -4.50% -0.61%
+8.50% -5.00% 8807 37 < 0 -0.52% -0.74% 42.2% 4.1% 23.7% 72.2% 0.97 -0.52% -5.00% -0.61%
+9.00% -5.00% 8807 37 < 0 -0.52% -0.74% 42.2% 3.3% 23.7% 73% 0.97 -0.52% -5.00% -0.61%
+7.00% -5.00% 8807 37 < 0 -0.53% -0.72% 42.4% 7.1% 23.7% 69.3% 0.96 -0.53% -5.00% -0.61%
+7.50% -5.00% 8807 37 < 0 -0.53% -0.74% 42.3% 5.9% 23.7% 70.4% 0.96 -0.53% -5.00% -0.61%
+8.00% -5.00% 8807 37 < 0 -0.53% -0.74% 42.3% 4.8% 23.7% 71.5% 0.96 -0.53% -5.00% -0.61%

Threshold performance

Filter n Avg return Median return Win rate Avg runup Avg drawdown
all 9133 -0.61% -0.53% 44.1% +2.56% -3.51%
downOpp > 1 4 -1.25% -2.11% 25% +2.08% -3.23%
downOpp > 2 0 n/a n/a n/a n/a n/a
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 -3.117 +0.29% +26.55% +26.61% -3.46%
2026-07-09 US.IBM Information Technology -2.866 +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 -3.09 +0.30% +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 -1.771 -0.46% -207.69% -0.62% -213.71%
2026-06-12 US.DD Materials -1.973 -0.45% -198.07% -0.56% -207.62%
2026-06-15 US.DD Materials -2.78 -0.10% -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.