Solorank.ai
Login

Opp score study

Find which downside Opp thresholds actually identified falling stocks.

Replay completed projection rows and search continuous Opp score ranges against actual forward outcomes. Primary result is a walk-forward OOS stable Opp plateau; balanced and 0.5 ranges remain secondary diagnostics.

Buy band (買入帶) = Opp-score entry range from walk-forward research (half-open; not 60D drawdown band). Holding window (持倉窗口) = fixed-day hold study in secondary panels—not Dashboard 持倉.

Rows with outcomes 5669
Trade dates 40
Buy band (stable plateau) n/a
Best balanced range 0.2–0.5
Buy-band step (0.5 Opp) -5.2–-4.7
Best 0.1 bin -7.1–-7.0
Best bucket < 0
Best threshold downOpp > 1
Best Top-N Top 5
Window 2026-08-02 → 2026-10-01

Study results

2026-10-01 · 60D window

5669 rows with outcomes 1507 awaiting horizon Outcome horizon follows each projection row

Primary finding

Best stable Opp plateau not ready

Walk-forward OOS must find a consensus Opp ≥ 0 plateau with positive lifts and bootstrap confidence. Until then projections will not auto-filter Opp.

OOS sample below minimum gate.

Best balanced range: 0.2–0.5 · Buy-band step (0.5 Opp): -5.2–-4.7 (in-sample diagnostics only)

Baseline avg return +0.51%
Baseline win rate 58.4%
Baseline runup +2.80%
Baseline drawdown -2.44%

Median return curve (reliable Opp span, step 0.1)

-7.1–-7.0 · n=25 · median +2.33% -7.0–-6.9 · n=29 · median -0.04% -6.9–-6.8 · n=34 · median -0.08% -6.8–-6.7 · n=25 · median +0.64% -6.7–-6.6 · n=31 · median +0.22% -6.6–-6.5 · n=27 · median +0.1% -6.5–-6.4 · n=26 · median +1.28% -6.4–-6.3 · n=28 · median -0.04% -6.3–-6.2 · n=46 · median +0.09% -6.2–-6.1 · n=44 · median +0.12% -6.1–-6.0 · n=47 · median -0.59% -6.0–-5.9 · n=50 · median +0.06% -5.9–-5.8 · n=67 · median +0.43% -5.8–-5.7 · n=55 · median +0.98% -5.7–-5.6 · n=51 · median +1.03% -5.6–-5.5 · n=62 · median +0.66% -5.5–-5.4 · n=68 · median +0.56% -5.4–-5.3 · n=61 · median +0.15% -5.3–-5.2 · n=78 · median +0.56% -5.2–-5.1 · n=89 · median +0.54% -5.1–-5.0 · n=73 · median +0.78% -5.0–-4.9 · n=82 · median +0.83% -4.9–-4.8 · n=77 · median +1.55% -4.8–-4.7 · n=100 · median +0.97% -4.7–-4.6 · n=93 · median -0.4% -4.6–-4.5 · n=109 · median +0.56% -4.5–-4.4 · n=100 · median +0.99% -4.4–-4.3 · n=121 · median +1.05% -4.3–-4.2 · n=86 · median +0.32% -4.2–-4.1 · n=110 · median +0.52% -4.1–-4.0 · n=113 · median +0.53% -4.0–-3.9 · n=111 · median +0.37% -3.9–-3.8 · n=97 · median +1.32% -3.8–-3.7 · n=106 · median +0.73% -3.7–-3.6 · n=116 · median +0.62% -3.6–-3.5 · n=115 · median +0.56% -3.5–-3.4 · n=145 · median +0.69% -3.4–-3.3 · n=136 · median +0.85% -3.3–-3.2 · n=143 · median +0.6% -3.2–-3.1 · n=109 · median +1.14% -3.1–-3.0 · n=123 · median +0.77% -3.0–-2.9 · n=107 · median +0.74% -2.9–-2.8 · n=102 · median +1.37% -2.8–-2.7 · n=120 · median +0.68% -2.7–-2.6 · n=130 · median +0.69% -2.6–-2.5 · n=107 · median +0.67% -2.5–-2.4 · n=116 · median +0.42% -2.4–-2.3 · n=120 · median +0.48% -2.3–-2.2 · n=86 · median +0.56% -2.2–-2.1 · n=95 · median +0.73% -2.1–-2.0 · n=87 · median +0.78% -2.0–-1.9 · n=104 · median +0.87% -1.9–-1.8 · n=88 · median +0.66% -1.8–-1.7 · n=73 · median +0.74% -1.7–-1.6 · n=91 · median +0.1% -1.6–-1.5 · n=81 · median +1.04% -1.5–-1.4 · n=68 · median +0.23% -1.4–-1.3 · n=63 · median +1.18% -1.3–-1.2 · n=52 · median +1.17% -1.2–-1.1 · n=52 · median +0.52% -1.1–-1.0 · n=53 · median +0.94% -1.0–-0.9 · n=50 · median +0.5% -0.9–-0.8 · n=51 · median +0.08% -0.8–-0.7 · n=51 · median +0.49% -0.7–-0.6 · n=35 · median +0.3% -0.6–-0.5 · n=40 · median +1.13% -0.5–-0.4 · n=28 · median +0.53% -0.4–-0.3 · n=18 · median +0.74% -0.3–-0.2 · n=29 · median +0.57% -0.2–-0.1 · n=27 · median +0.37% -0.1–0.0 · n=17 · median -0.24% 0.0–0.1 · n=22 · median -1.46% -7.5-7-6-5-4-3-2-100.5 -2.3%-1.2%0%+1.2%+2.3%

Curve uses Opp bins of width 0.1. Leading/trailing bins below min sample are trimmed. Main line connects n ≥ min sample only. Shaded band is the walk-forward OOS stable Opp plateau when qualified. · edges trimmed (n < min sample) · balanced width 0.3–2 · range -7.5–0.5 · step 0.1 · min sample 20 · Best 0.1 bin: -7.1–-7.0 (+2.33%, n=25) · Best balanced range: 0.2–0.5 (+0.66%, n=34) · Buy-band step (0.5 Opp): -5.2–-4.7 (+0.87%, n=421)

Secondary analyses (buckets, hold, TP/SL)

Opp score buckets

Filter n Avg return Median return 歷史相似情境上漲比例 Avg runup Avg drawdown
< 0 5480 +0.54% +0.63% 58.6% +2.80% -2.40%
0 - 1 125 +0.02% +0.28% 55.2% +2.73% -3.22%
1 - 2 42 -0.10% +0.43% 52.4% +2.85% -3.81%
2 - 2.5 6 -0.40% +0.65% 50% +2.57% -4.34%
2.5 - 3 5 -1.30% -1.90% 20% +3.96% -2.91%
3 - 3.5 4 -2.68% -0.01% 50% +2.91% -4.19%
3.5 - 4 3 -1.03% -0.92% 33.3% +1.35% -4.26%
4 - 5 3 -3.20% -2.74% 0% +3.42% -4.79%
5 - 6 0 n/a n/a n/a n/a n/a
6+ 1 +0.50% +0.50% 100% +4.03% -0.28%

Holding-window study

Holding window (持倉窗口): buy-and-hold at fixed calendar days in the Opp study—not your Dashboard positions. 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 歷史相似情境上漲比例 Avg drawdown n Median return Ann. net 歷史相似情境上漲比例 Avg drawdown n Median return Ann. net 歷史相似情境上漲比例 Avg drawdown n Median return Ann. net 歷史相似情境上漲比例 Avg drawdown n Median return Ann. net 歷史相似情境上漲比例 Avg drawdown
all 10D 5669 +0.62% +47.08% 58.4% -2.44% 5334 +1.13% +51.95% 61.7% -3.11% 5000 +1.55% +50.80% 63.7% -3.62% 4516 +2.38% +54.98% 65.4% -4.31% 3022 +4.70% +54.22% 69.7% -6.30%
< 0 10D 5480 +0.63% +47.92% 58.6% -2.40% 5179 +1.16% +53.46% 62% -3.05% 4876 +1.60% +52.60% 64.2% -3.54% 4405 +2.45% +56.74% 66.2% -4.18% 2926 +4.77% +55.10% 70.6% -6.07%
0 - 1 3D 125 +0.28% +18.52% 55.2% -3.22% 99 +0.14% +2.06% 50.5% -4.91% 77 -0.72% -30.92% 45.5% -6.85% 69 -4.63% -121.68% 33.3% -9.97% 56 -1.12% -19.11% 46.4% -12.96%
1 - 2 3D 42 +0.43% +31.12% 52.4% -3.81% 36 -0.28% -19.11% 47.2% -5.17% 27 -0.10% -8.60% 48.1% -7.30% 23 -1.81% -50.61% 43.5% -9.23% 21 -4.96% -67.50% 47.6% -14.54%
2 - 2.5 n/a 6 +0.65% +49.60% 50% -4.34% 4 +1.22% +56.49% 75% -6.09% 4 -4.55% -168.80% 25% -7.91% 3 -6.67% -173.08% 0% -9.61% 3 -13.12% -170.31% 0% -17.60%
2.5 - 3 n/a 5 -1.90% -164.60% 20% -2.91% 5 +3.34% +163.34% 100% -3.21% 5 -0.94% -38.84% 40% -3.78% 5 -2.18% -59.94% 20% -4.92% 5 -0.44% -10.54% 40% -14.38%
3 - 3.5 n/a 4 -0.01% -5.84% 50% -4.19% 4 +3.38% +165.35% 75% -5.25% 4 +0.51% +13.36% 75% -5.25% 4 +3.08% +72.62% 50% -6.26% 4 +0.71% +3.95% 50% -10.59%
3.5 - 4 n/a 3 -0.92% -82.28% 33.3% -4.26% 3 -1.94% -102.78% 0% -6.20% 3 -0.19% -11.84% 33.3% -6.20% 3 -5.61% -146.37% 33.3% -8.04% 3 -8.05% -106.43% 33.3% -10.43%
4 - 5 n/a 3 -2.74% -235.16% 0% -4.79% 3 -4.40% -226.76% 0% -6.20% 3 -5.63% -207.68% 0% -7.23% 3 -2.94% -79.09% 0% -8.42% 3 -5.13% -69.64% 0% -11.56%
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 1 +0.50% +37.00% 100% -0.28% 1 +3.06% +149.22% 100% -0.28% 1 +3.80% +131.80% 100% -3.66% 1 +4.71% +113.69% 100% -3.66% 1 +1.45% +13.27% 100% -3.66%

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 歷史相似情境上漲比例 Avg drawdown n Median return Ann. net 歷史相似情境上漲比例 Avg drawdown n Median return Ann. net 歷史相似情境上漲比例 Avg drawdown n Median return Ann. net 歷史相似情境上漲比例 Avg drawdown n Median return Ann. net 歷史相似情境上漲比例 Avg drawdown
downOpp > 1 5D 64 -0.09% -12.56% 46.9% -3.82% 56 +0.16% +3.06% 51.8% -5.09% 47 -0.56% -25.16% 44.7% -6.65% 42 -2.53% -68.76% 35.7% -8.19% 40 -5.04% -68.50% 40% -13.55%
downOpp > 2 5D 22 -0.54% -50.36% 36.4% -3.85% 20 +1.75% +83.20% 60% -4.94% 20 -1.85% -71.60% 40% -5.78% 19 -2.88% -77.58% 26.3% -6.92% 19 -5.13% -69.64% 31.6% -12.46%
downOpp > 3 n/a 11 -0.92% -82.28% 36.4% -4.02% 11 -1.94% -102.78% 36.4% -5.32% 11 -0.19% -11.84% 45.5% -5.91% 11 -0.96% -29.19% 36.4% -7.10% 11 -5.13% -69.64% 36.4% -10.18%
downOpp > 4 n/a 4 -1.94% -167.96% 25% -3.66% 4 -3.36% -174.34% 25% -4.72% 4 -5.04% -186.44% 25% -6.34% 4 -1.95% -54.14% 25% -7.23% 4 -3.03% -43.18% 25% -9.59%
downOpp > 5 n/a 1 +0.50% +37.00% 100% -0.28% 1 +3.06% +149.22% 100% -0.28% 1 +3.80% +131.80% 100% -3.66% 1 +4.71% +113.69% 100% -3.66% 1 +1.45% +13.27% 100% -3.66%

Top-N performance

Filter n Avg return Median return 歷史相似情境上漲比例 Avg runup Avg drawdown
all 5669 +0.51% +0.62% 58.4% +2.80% -2.44%
Top 3 120 +0.36% +0.66% 60% +3.25% -3.40%
Top 5 200 +0.51% +0.66% 58% +3.37% -3.29%
Top 10 400 +0.28% +0.44% 56.8% +3.06% -3.09%
Top 20 800 +0.31% +0.57% 56.8% +2.88% -2.85%
Top 50 2000 +0.38% +0.57% 57.3% +2.85% -2.60%

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 歷史相似情境上漲比例 TP hit SL hit Baseline median
< 0 5345 +2.00% 5% +0.36% +2.00% 67.4% 56.4% 10.1% +0.67%
0 - 1 105 +2.00% 4% +0.24% +2.00% 62.9% 52.4% 18.1% +0.66%
1 - 2 21 +2.00% 5% +0.31% +2.00% 66.7% 66.7% 23.8% +1.87%
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.
+7.00% -5.00% 5345 39 < 0 +0.53% +0.64% 58.5% 5.7% 11.5% 82.8% 1.07 +0.53% -5.00% +0.67%
+7.50% -5.00% 5345 39 < 0 +0.53% +0.63% 58.5% 4.3% 11.5% 84.2% 1.08 +0.53% -5.00% +0.67%
+8.50% -5.00% 5345 39 < 0 +0.53% +0.63% 58.4% 2.7% 11.6% 85.8% 1.08 +0.53% -5.00% +0.67%
+9.00% -5.00% 5345 39 < 0 +0.53% +0.63% 58.4% 2.1% 11.6% 86.3% 1.08 +0.53% -5.00% +0.67%
+6.00% -5.00% 5345 39 < 0 +0.52% +0.64% 58.6% 8.7% 11.5% 79.8% 1.06 +0.52% -5.00% +0.67%
+6.50% -4.50% 5345 39 < 0 +0.52% +0.62% 58.1% 6.8% 14.2% 79% 1.09 +0.52% -4.50% +0.67%
+6.50% -5.00% 5345 39 < 0 +0.52% +0.64% 58.6% 6.8% 11.5% 81.6% 1.06 +0.52% -5.00% +0.67%
+7.00% -4.50% 5345 39 < 0 +0.52% +0.61% 58.1% 5.6% 14.2% 80.2% 1.09 +0.52% -4.50% +0.67%
+7.50% -4.50% 5345 39 < 0 +0.52% +0.61% 58% 4.3% 14.2% 81.5% 1.09 +0.52% -4.50% +0.67%
+8.00% -4.50% 5345 39 < 0 +0.52% +0.61% 57.9% 3.2% 14.3% 82.5% 1.09 +0.52% -4.50% +0.67%
+8.00% -5.00% 5345 39 < 0 +0.52% +0.63% 58.4% 3.3% 11.6% 85.2% 1.07 +0.52% -5.00% +0.67%
+8.50% -4.50% 5345 39 < 0 +0.52% +0.61% 57.9% 2.6% 14.3% 83.1% 1.09 +0.52% -4.50% +0.67%
+9.00% -4.50% 5345 39 < 0 +0.52% +0.61% 57.9% 2.1% 14.3% 83.7% 1.09 +0.52% -4.50% +0.67%
+5.50% -5.00% 5345 39 < 0 +0.51% +0.66% 58.7% 11.2% 11.5% 77.3% 1.05 +0.51% -5.00% +0.67%
+6.00% -4.50% 5345 39 < 0 +0.51% +0.62% 58.2% 8.7% 14.2% 77.2% 1.08 +0.51% -4.50% +0.67%
+4.50% -5.00% 5345 39 < 0 +0.50% +0.72% 59.3% 18.6% 11.3% 70.1% 1.03 +0.50% -5.00% +0.67%
+5.00% -4.50% 5345 39 < 0 +0.50% +0.65% 58.5% 14.2% 14.1% 71.8% 1.06 +0.50% -4.50% +0.67%
+5.00% -5.00% 5345 39 < 0 +0.50% +0.67% 58.9% 14.3% 11.4% 74.3% 1.04 +0.50% -5.00% +0.67%
+5.50% -4.50% 5345 39 < 0 +0.50% +0.63% 58.3% 11.2% 14.2% 74.6% 1.07 +0.50% -4.50% +0.67%
+6.50% -4.00% 5345 39 < 0 +0.50% +0.59% 57.4% 6.7% 18.1% 75.2% 1.1 +0.50% -4.00% +0.67%
+7.00% -4.00% 5345 39 < 0 +0.50% +0.58% 57.3% 5.5% 18.1% 76.4% 1.11 +0.50% -4.00% +0.67%
+7.50% -4.00% 5345 39 < 0 +0.50% +0.58% 57.3% 4.2% 18.1% 77.7% 1.11 +0.50% -4.00% +0.67%
+8.00% -4.00% 5345 39 < 0 +0.50% +0.57% 57.2% 3.2% 18.1% 78.7% 1.11 +0.50% -4.00% +0.67%
+8.50% -4.00% 5345 39 < 0 +0.50% +0.57% 57.2% 2.6% 18.1% 79.3% 1.11 +0.50% -4.00% +0.67%
+9.00% -4.00% 5345 39 < 0 +0.50% +0.57% 57.2% 2% 18.2% 79.8% 1.11 +0.50% -4.00% +0.67%
+4.50% -4.50% 5345 39 < 0 +0.49% +0.69% 58.8% 18.4% 13.9% 67.6% 1.04 +0.49% -4.50% +0.67%
+6.00% -4.00% 5345 39 < 0 +0.49% +0.60% 57.4% 8.6% 18.1% 73.4% 1.1 +0.49% -4.00% +0.67%
+5.00% -4.00% 5345 39 < 0 +0.48% +0.61% 57.7% 14% 17.9% 68% 1.07 +0.48% -4.00% +0.67%
+5.50% -4.00% 5345 39 < 0 +0.48% +0.60% 57.5% 11.1% 18% 70.9% 1.09 +0.48% -4.00% +0.67%
+3.50% -4.50% 5345 39 < 0 +0.47% +0.86% 60.2% 28.8% 13.5% 57.6% 0.98 +0.47% -4.50% +0.67%
+3.50% -5.00% 5345 39 < 0 +0.47% +0.87% 60.7% 29% 11.1% 59.9% 0.96 +0.47% -5.00% +0.67%
+4.00% -4.50% 5345 39 < 0 +0.47% +0.74% 59.3% 22.6% 13.8% 63.6% 1 +0.47% -4.50% +0.67%
+4.00% -5.00% 5345 39 < 0 +0.47% +0.77% 59.7% 22.7% 11.3% 66% 0.99 +0.47% -5.00% +0.67%
+4.50% -4.00% 5345 39 < 0 +0.47% +0.65% 58.1% 18.3% 17.7% 64% 1.06 +0.47% -4.00% +0.67%
+6.50% -3.50% 5345 39 < 0 +0.46% +0.52% 56% 6.6% 23.1% 70.2% 1.13 +0.46% -3.50% +0.67%
+7.00% -3.50% 5345 39 < 0 +0.46% +0.52% 55.9% 5.4% 23.2% 71.4% 1.14 +0.46% -3.50% +0.67%
+7.50% -3.50% 5345 39 < 0 +0.46% +0.52% 55.9% 4.1% 23.2% 72.7% 1.14 +0.46% -3.50% +0.67%
+8.00% -3.50% 5345 39 < 0 +0.46% +0.51% 55.8% 3.1% 23.2% 73.7% 1.14 +0.46% -3.50% +0.67%
+8.50% -3.50% 5345 39 < 0 +0.46% +0.51% 55.8% 2.5% 23.2% 74.3% 1.14 +0.46% -3.50% +0.67%
+9.00% -3.50% 5345 39 < 0 +0.46% +0.51% 55.8% 1.9% 23.2% 74.8% 1.14 +0.46% -3.50% +0.67%
+3.00% -5.00% 5345 39 < 0 +0.45% +1.04% 61.9% 36.8% 10.8% 52.4% 0.9 +0.45% -5.00% +0.67%
+3.50% -4.00% 5345 39 < 0 +0.45% +0.83% 59.5% 28.7% 17.2% 54.2% 0.99 +0.45% -4.00% +0.67%
+4.00% -4.00% 5345 39 < 0 +0.45% +0.70% 58.5% 22.5% 17.6% 60% 1.02 +0.45% -4.00% +0.67%
+6.00% -3.50% 5345 39 < 0 +0.45% +0.53% 56% 8.5% 23.1% 68.4% 1.13 +0.45% -3.50% +0.67%
+3.00% -4.50% 5345 39 < 0 +0.44% +1.01% 61.5% 36.6% 13.2% 50.2% 0.92 +0.44% -4.50% +0.67%
+4.50% -3.50% 5345 39 < 0 +0.44% +0.57% 56.7% 18% 22.8% 59.2% 1.09 +0.44% -3.50% +0.67%
+5.00% -3.50% 5345 39 < 0 +0.44% +0.55% 56.3% 13.8% 23% 63.2% 1.11 +0.44% -3.50% +0.67%
+5.50% -3.50% 5345 39 < 0 +0.44% +0.53% 56.1% 10.9% 23.1% 66% 1.12 +0.44% -3.50% +0.67%
+3.00% -4.00% 5345 39 < 0 +0.43% +0.97% 60.8% 36.3% 16.8% 46.9% 0.93 +0.43% -4.00% +0.67%
+7.00% -3.00% 5345 39 < 0 +0.43% +0.39% 53.9% 5.2% 29.5% 65.2% 1.21 +0.43% -3.00% +0.67%
+7.50% -3.00% 5345 39 < 0 +0.43% +0.38% 53.9% 4% 29.6% 66.5% 1.21 +0.43% -3.00% +0.67%
+6.50% -3.00% 5345 39 < 0 +0.42% +0.39% 54% 6.4% 29.5% 64.1% 1.2 +0.42% -3.00% +0.67%
+8.00% -3.00% 5345 39 < 0 +0.42% +0.37% 53.8% 3% 29.6% 67.4% 1.2 +0.42% -3.00% +0.67%
+8.50% -3.00% 5345 39 < 0 +0.42% +0.37% 53.8% 2.4% 29.6% 68% 1.21 +0.42% -3.00% +0.67%
+9.00% -3.00% 5345 39 < 0 +0.42% +0.37% 53.8% 1.9% 29.6% 68.6% 1.21 +0.42% -3.00% +0.67%
+3.50% -3.50% 5345 39 < 0 +0.41% +0.74% 58.1% 28.2% 22.1% 49.7% 1.02 +0.41% -3.50% +0.67%
+4.00% -3.50% 5345 39 < 0 +0.41% +0.61% 57.1% 22.1% 22.5% 55.3% 1.05 +0.41% -3.50% +0.67%
+5.50% -3.00% 5345 39 < 0 +0.41% +0.41% 54.1% 10.7% 29.4% 59.9% 1.18 +0.41% -3.00% +0.67%
+6.00% -3.00% 5345 39 < 0 +0.41% +0.39% 54% 8.2% 29.5% 62.3% 1.19 +0.41% -3.00% +0.67%
+4.50% -3.00% 5345 39 < 0 +0.40% +0.46% 54.7% 17.6% 29.1% 53.3% 1.15 +0.40% -3.00% +0.67%
+5.00% -3.00% 5345 39 < 0 +0.40% +0.42% 54.3% 13.6% 29.3% 57.2% 1.17 +0.40% -3.00% +0.67%
+3.00% -3.50% 5345 39 < 0 +0.38% +0.88% 59.3% 35.6% 21.5% 42.9% 0.95 +0.38% -3.50% +0.67%
+3.50% -3.00% 5345 39 < 0 +0.37% +0.60% 56.1% 27.8% 28.2% 44% 1.07 +0.37% -3.00% +0.67%
+4.00% -3.00% 5345 39 < 0 +0.37% +0.50% 55.1% 21.7% 28.8% 49.4% 1.11 +0.37% -3.00% +0.67%
+3.00% -3.00% 5345 39 < 0 +0.35% +0.77% 57.4% 35% 27.6% 37.4% 1.01 +0.35% -3.00% +0.67%

Threshold performance

Filter n Avg return Median return 歷史相似情境上漲比例 Avg runup Avg drawdown
all 5669 +0.51% +0.62% 58.4% +2.80% -2.44%
downOpp > 1 64 -0.56% -0.09% 46.9% +2.89% -3.82%
downOpp > 2 22 -1.45% -0.54% 36.4% +2.96% -3.85%
downOpp > 3 11 -2.08% -0.92% 36.4% +2.72% -4.02%
downOpp > 4 4 -2.28% -1.94% 25% +3.57% -3.66%
downOpp > 5 1 +0.50% +0.50% 100% +4.03% -0.28%
downOpp > 6 1 +0.50% +0.50% 100% +4.03% -0.28%

Example winners and losers

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

Date Symbol Sector Opp Median Actual Runup Drawdown
2026-08-13 US.AVB Real Estate -5.461 +1.06% +65.18% +65.37% -0.93%
2026-08-14 US.AVB Real Estate -5.624 +1.02% +65.04% +65.40% +64.20%
2026-08-12 US.AVB Real Estate -6.123 +1.46% +63.35% +63.35% -3.45%
2026-09-25 US.FICO Information Technology -3.057 +0.15% +31.35% +32.10% +1.11%
2026-08-05 US.TTD Communication Services -0.048 -1.33% +29.38% +32.33% -0.18%
2026-08-18 US.COIN Financials -5.987 +1.78% -27.53% -0.87% -30.86%
2026-08-11 US.SMCI Information Technology -2.38 -0.05% -26.08% -7.41% -33.89%
2026-08-10 US.SMCI Information Technology -2.344 -0.18% -24.48% +1.72% -34.49%
2026-08-03 US.PLTR Information Technology -2.758 +0.19% -24.09% -14.03% -32.18%
2026-09-16 US.COIN Financials -5.433 +1.20% -22.21% -0.74% -26.64%

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