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.

Rows with outcomes 5821
Trade dates 41
Best stable plateau n/a
Best balanced range 0.2–0.5
Best 0.5 range -3.0–-2.5
Best 0.1 bin -7.1–-7.0
Best bucket < 0
Best threshold downOpp > 1
Best Top-N Top 5
Window 2026-08-03 → 2026-10-02

Study results

2026-10-02 · 60D window

5821 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 · Best 0.5 range: -3.0–-2.5 (in-sample diagnostics only)

Baseline avg return +0.52%
Baseline win rate 58.7%
Baseline runup +2.81%
Baseline drawdown -2.43%

Median return curve (reliable Opp span, step 0.1)

-7.2–-7.1 · n=20 · median +0.68% -7.1–-7.0 · n=25 · median +1.99% -7.0–-6.9 · n=24 · median +0.37% -6.9–-6.8 · n=31 · median +0.25% -6.8–-6.7 · n=31 · median +0.48% -6.7–-6.6 · n=31 · median -0.1% -6.6–-6.5 · n=38 · median +0.31% -6.5–-6.4 · n=31 · median +1.01% -6.4–-6.3 · n=24 · median -0.26% -6.3–-6.2 · n=44 · median -0.07% -6.2–-6.1 · n=36 · median +0.44% -6.1–-6.0 · n=57 · median 0% -6.0–-5.9 · n=47 · median +0.6% -5.9–-5.8 · n=68 · median +0.13% -5.8–-5.7 · n=64 · median +0.62% -5.7–-5.6 · n=61 · median +0.84% -5.6–-5.5 · n=55 · median +0.63% -5.5–-5.4 · n=72 · median +0.52% -5.4–-5.3 · n=55 · median +0.01% -5.3–-5.2 · n=72 · median +0.18% -5.2–-5.1 · n=85 · median +1.09% -5.1–-5.0 · n=72 · median +0.62% -5.0–-4.9 · n=89 · median +0.91% -4.9–-4.8 · n=80 · median +1.54% -4.8–-4.7 · n=95 · median +0.69% -4.7–-4.6 · n=98 · median +0.03% -4.6–-4.5 · n=112 · median +0.66% -4.5–-4.4 · n=96 · median +1.1% -4.4–-4.3 · n=126 · median +1.03% -4.3–-4.2 · n=98 · median -0.18% -4.2–-4.1 · n=109 · median +0.62% -4.1–-4.0 · n=112 · median +0.38% -4.0–-3.9 · n=110 · median +0.07% -3.9–-3.8 · n=99 · median +1.14% -3.8–-3.7 · n=105 · median +0.96% -3.7–-3.6 · n=121 · median +0.56% -3.6–-3.5 · n=128 · median +0.62% -3.5–-3.4 · n=148 · median +0.58% -3.4–-3.3 · n=127 · median +1.04% -3.3–-3.2 · n=145 · median +0.6% -3.2–-3.1 · n=108 · median +0.35% -3.1–-3.0 · n=135 · median +0.72% -3.0–-2.9 · n=109 · median +0.76% -2.9–-2.8 · n=106 · median +1.36% -2.8–-2.7 · n=115 · median +0.86% -2.7–-2.6 · n=132 · median +0.88% -2.6–-2.5 · n=115 · median +1.04% -2.5–-2.4 · n=124 · median -0.1% -2.4–-2.3 · n=118 · median +0.41% -2.3–-2.2 · n=92 · median +1.04% -2.2–-2.1 · n=98 · median +0.38% -2.1–-2.0 · n=97 · median +0.78% -2.0–-1.9 · n=97 · median +0.88% -1.9–-1.8 · n=92 · median +0.62% -1.8–-1.7 · n=72 · median +0.52% -1.7–-1.6 · n=92 · median +0.23% -1.6–-1.5 · n=83 · median +0.91% -1.5–-1.4 · n=62 · median +0.12% -1.4–-1.3 · n=74 · median +1.49% -1.3–-1.2 · n=53 · median +0.77% -1.2–-1.1 · n=57 · median +0.53% -1.1–-1.0 · n=60 · median +0.95% -1.0–-0.9 · n=56 · median +0.54% -0.9–-0.8 · n=51 · median +0.08% -0.8–-0.7 · n=45 · median +0.62% -0.7–-0.6 · n=38 · median +0.22% -0.6–-0.5 · n=45 · median +1.06% -0.5–-0.4 · n=38 · median -0.06% -0.4–-0.3 · n=24 · median +1.05% -0.3–-0.2 · n=32 · median +1.65% -0.2–-0.1 · n=29 · median +0.43% -0.1–0.0 · n=19 · median +0.23% 0.0–0.1 · n=22 · median -1.46% -7.5-7-6-5-4-3-2-100.5 -2%-1%0%+1%+2%

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 (+1.99%, n=25) · Best balanced range: 0.2–0.5 (+0.66%, n=37) · Best 0.5 range: -3.0–-2.5 (+0.95%, n=577)

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 5626 +0.54% +0.66% 58.9% +2.81% -2.40%
0 - 1 124 +0.06% +0.23% 54% +2.82% -3.15%
1 - 2 51 -0.16% +0.28% 52.9% +2.95% -3.66%
2 - 2.5 9 -0.49% +0.72% 55.6% +3.00% -3.86%
2.5 - 3 3 -0.98% -0.92% 0% +2.63% -3.10%
3 - 3.5 2 -5.35% -5.35% 50% +1.93% -7.14%
3.5 - 4 3 -1.10% -1.14% 33.3% +1.34% -4.97%
4 - 5 1 -5.73% -5.73% 0% +2.11% -5.79%
5 - 6 1 -2.74% -2.74% 0% +5.93% -3.74%
6+ 1 +0.50% +0.50% 100% +4.03% -0.28%

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 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 20D 5821 +0.64% +48.76% 58.7% -2.43% 5496 +1.17% +53.97% 62.1% -3.08% 5167 +1.60% +52.60% 64.2% -3.58% 4677 +2.43% +56.24% 65.9% -4.28% 3144 +4.91% +56.87% 70.5% -6.16%
< 0 10D 5626 +0.66% +50.44% 58.9% -2.40% 5327 +1.18% +54.47% 62.4% -3.02% 5035 +1.66% +54.76% 64.7% -3.50% 4564 +2.49% +57.75% 66.7% -4.16% 3051 +4.98% +57.75% 71.3% -5.94%
0 - 1 3D 124 +0.23% +14.32% 54% -3.15% 106 +0.29% +9.62% 52.8% -4.51% 82 -0.31% -16.16% 48.8% -5.97% 68 -4.00% -105.80% 36.8% -9.02% 51 -0.41% -10.17% 49% -12.45%
1 - 2 3D 51 +0.28% +18.52% 52.9% -3.66% 44 +0.16% +3.06% 52.3% -5.05% 33 +0.12% -0.68% 51.5% -7.73% 29 -1.81% -50.61% 41.4% -9.96% 26 -7.61% -100.89% 42.3% -16.14%
2 - 2.5 n/a 9 +0.72% +55.48% 55.6% -3.86% 8 +2.92% +142.17% 75% -4.45% 6 -4.22% -156.92% 33.3% -6.79% 5 -4.89% -128.23% 20% -8.22% 5 -7.59% -100.63% 20% -15.81%
2.5 - 3 n/a 3 -0.92% -82.28% 0% -3.10% 3 +3.34% +163.34% 66.7% -3.71% 3 -0.94% -38.84% 0% -3.78% 3 -4.65% -122.18% 0% -6.16% 3 -0.44% -10.54% 33.3% -9.54%
3 - 3.5 n/a 2 -5.35% -454.40% 50% -7.14% 2 -6.32% -323.53% 50% -9.07% 2 -5.69% -209.84% 50% -9.07% 2 -1.20% -35.24% 50% -10.54% 2 -2.00% -30.20% 50% -10.54%
3.5 - 4 n/a 3 -1.14% -100.76% 33.3% -4.97% 3 -6.49% -332.10% 0% -7.19% 3 -8.06% -295.16% 33.3% -7.87% 3 -3.38% -90.18% 33.3% -8.99% 3 -5.13% -69.64% 33.3% -10.04%
4 - 5 n/a 1 -5.73% -486.32% 0% -5.79% 1 -2.31% -121.42% 0% -5.93% 1 -4.45% -165.20% 0% -5.93% 1 -0.96% -29.19% 0% -5.93% 1 -0.93% -16.72% 0% -5.93%
5 - 6 n/a 1 -2.74% -235.16% 0% -3.74% 1 -4.40% -226.76% 0% -5.52% 1 -5.63% -207.68% 0% -6.57% 1 -2.94% -79.09% 0% -7.06% 1 -12.93% -167.92% 0% -16.48%
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 71 -0.05% -9.20% 49.3% -3.80% 63 +0.28% +9.11% 52.4% -5.09% 50 -0.75% -32.00% 44% -7.30% 45 -2.88% -77.58% 35.6% -9.18% 42 -5.60% -75.56% 38.1% -14.40%
downOpp > 2 3D 20 -0.59% -54.56% 40% -4.15% 19 +1.74% +82.70% 52.6% -5.17% 17 -3.96% -147.56% 29.4% -6.47% 16 -3.16% -84.63% 25% -7.77% 16 -3.94% -54.64% 31.3% -11.56%
downOpp > 3 n/a 8 -1.76% -152.84% 37.5% -4.87% 8 -3.36% -174.34% 25% -6.43% 8 -5.04% -186.44% 37.5% -7.24% 8 -1.95% -54.14% 37.5% -8.09% 8 -3.03% -43.18% 37.5% -9.66%
downOpp > 4 n/a 3 -2.74% -235.16% 33.3% -3.27% 3 -2.31% -121.42% 33.3% -3.91% 3 -4.45% -165.20% 33.3% -5.39% 3 -0.96% -29.19% 33.3% -5.55% 3 -0.93% -16.72% 33.3% -8.69%
downOpp > 5 n/a 2 -1.12% -99.08% 50% -2.01% 2 -0.67% -38.77% 50% -2.90% 2 -0.91% -37.76% 50% -5.11% 2 +0.89% +17.43% 50% -5.36% 2 -5.74% -77.32% 50% -10.07%

Top-N performance

Filter n Avg return Median return 歷史相似情境上漲比例 Avg runup Avg drawdown
all 5821 +0.52% +0.64% 58.7% +2.81% -2.43%
Top 3 123 +0.44% +0.66% 59.3% +3.39% -3.37%
Top 5 205 +0.34% +0.72% 59% +3.24% -3.29%
Top 10 410 +0.33% +0.55% 57.6% +3.08% -3.07%
Top 20 820 +0.37% +0.57% 56.8% +2.94% -2.80%
Top 50 2050 +0.42% +0.60% 58% +2.87% -2.56%

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 5491 +2.00% 5% +0.37% +2.00% 67.6% 56.5% 10.1% +0.68%
0 - 1 103 +2.00% 4% +0.34% +2.00% 65% 55.3% 15.5% +0.67%
1 - 2 31 +2.00% 1.5% +0.66% +2.00% 67.7% 67.7% 25.8% +1.79%
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.
+6.50% -5.00% 5491 40 < 0 +0.53% +0.66% 58.8% 6.8% 11.5% 81.7% 1.06 +0.53% -5.00% +0.68%
+7.00% -4.50% 5491 40 < 0 +0.53% +0.63% 58.3% 5.6% 14.2% 80.2% 1.09 +0.53% -4.50% +0.68%
+7.00% -5.00% 5491 40 < 0 +0.53% +0.65% 58.7% 5.6% 11.5% 82.8% 1.07 +0.53% -5.00% +0.68%
+7.50% -4.50% 5491 40 < 0 +0.53% +0.62% 58.3% 4.3% 14.2% 81.5% 1.09 +0.53% -4.50% +0.68%
+7.50% -5.00% 5491 40 < 0 +0.53% +0.65% 58.7% 4.3% 11.5% 84.2% 1.07 +0.53% -5.00% +0.68%
+8.00% -5.00% 5491 40 < 0 +0.53% +0.64% 58.6% 3.3% 11.6% 85.2% 1.07 +0.53% -5.00% +0.68%
+8.50% -4.50% 5491 40 < 0 +0.53% +0.62% 58.2% 2.7% 14.2% 83.1% 1.09 +0.53% -4.50% +0.68%
+8.50% -5.00% 5491 40 < 0 +0.53% +0.64% 58.6% 2.7% 11.6% 85.7% 1.07 +0.53% -5.00% +0.68%
+9.00% -5.00% 5491 40 < 0 +0.53% +0.64% 58.6% 2.1% 11.6% 86.3% 1.07 +0.53% -5.00% +0.68%
+6.00% -4.50% 5491 40 < 0 +0.52% +0.63% 58.4% 8.6% 14.1% 77.3% 1.07 +0.52% -4.50% +0.68%
+6.00% -5.00% 5491 40 < 0 +0.52% +0.66% 58.9% 8.6% 11.5% 79.9% 1.06 +0.52% -5.00% +0.68%
+6.50% -4.50% 5491 40 < 0 +0.52% +0.63% 58.4% 6.8% 14.2% 79.1% 1.08 +0.52% -4.50% +0.68%
+8.00% -4.50% 5491 40 < 0 +0.52% +0.62% 58.2% 3.2% 14.2% 82.5% 1.08 +0.52% -4.50% +0.68%
+9.00% -4.50% 5491 40 < 0 +0.52% +0.62% 58.1% 2.1% 14.2% 83.7% 1.09 +0.52% -4.50% +0.68%
+4.50% -5.00% 5491 40 < 0 +0.51% +0.74% 59.5% 18.6% 11.3% 70.1% 1.02 +0.51% -5.00% +0.68%
+5.00% -5.00% 5491 40 < 0 +0.51% +0.69% 59.2% 14.3% 11.4% 74.3% 1.04 +0.51% -5.00% +0.68%
+5.50% -4.50% 5491 40 < 0 +0.51% +0.64% 58.5% 11.1% 14.1% 74.7% 1.06 +0.51% -4.50% +0.68%
+5.50% -5.00% 5491 40 < 0 +0.51% +0.67% 58.9% 11.2% 11.5% 77.3% 1.05 +0.51% -5.00% +0.68%
+7.00% -4.00% 5491 40 < 0 +0.51% +0.60% 57.6% 5.5% 18% 76.5% 1.1 +0.51% -4.00% +0.68%
+7.50% -4.00% 5491 40 < 0 +0.51% +0.60% 57.5% 4.2% 18% 77.8% 1.1 +0.51% -4.00% +0.68%
+8.50% -4.00% 5491 40 < 0 +0.51% +0.59% 57.5% 2.6% 18.1% 79.3% 1.1 +0.51% -4.00% +0.68%
+4.50% -4.50% 5491 40 < 0 +0.50% +0.71% 59% 18.4% 13.9% 67.7% 1.04 +0.50% -4.50% +0.68%
+5.00% -4.50% 5491 40 < 0 +0.50% +0.66% 58.7% 14.2% 14% 71.8% 1.05 +0.50% -4.50% +0.68%
+6.00% -4.00% 5491 40 < 0 +0.50% +0.60% 57.7% 8.5% 18% 73.5% 1.09 +0.50% -4.00% +0.68%
+6.50% -4.00% 5491 40 < 0 +0.50% +0.60% 57.6% 6.7% 18% 75.3% 1.1 +0.50% -4.00% +0.68%
+8.00% -4.00% 5491 40 < 0 +0.50% +0.59% 57.5% 3.2% 18.1% 78.8% 1.1 +0.50% -4.00% +0.68%
+9.00% -4.00% 5491 40 < 0 +0.50% +0.59% 57.4% 2% 18.1% 79.9% 1.1 +0.50% -4.00% +0.68%
+5.00% -4.00% 5491 40 < 0 +0.49% +0.63% 58% 14% 17.8% 68.1% 1.07 +0.49% -4.00% +0.68%
+5.50% -4.00% 5491 40 < 0 +0.49% +0.61% 57.8% 11% 18% 71% 1.08 +0.49% -4.00% +0.68%
+3.50% -5.00% 5491 40 < 0 +0.48% +0.88% 60.9% 29.1% 11.1% 59.8% 0.96 +0.48% -5.00% +0.68%
+4.00% -5.00% 5491 40 < 0 +0.48% +0.78% 59.9% 22.8% 11.3% 65.9% 0.99 +0.48% -5.00% +0.68%
+4.50% -4.00% 5491 40 < 0 +0.48% +0.67% 58.3% 18.2% 17.7% 64.1% 1.06 +0.48% -4.00% +0.68%
+3.50% -4.50% 5491 40 < 0 +0.47% +0.86% 60.5% 28.9% 13.5% 57.6% 0.97 +0.47% -4.50% +0.68%
+4.00% -4.50% 5491 40 < 0 +0.47% +0.76% 59.5% 22.7% 13.8% 63.6% 1 +0.47% -4.50% +0.68%
+7.00% -3.50% 5491 40 < 0 +0.47% +0.53% 56.2% 5.4% 23% 71.6% 1.14 +0.47% -3.50% +0.68%
+7.50% -3.50% 5491 40 < 0 +0.47% +0.53% 56.1% 4.1% 23% 72.8% 1.14 +0.47% -3.50% +0.68%
+8.00% -3.50% 5491 40 < 0 +0.47% +0.53% 56.1% 3.1% 23.1% 73.8% 1.14 +0.47% -3.50% +0.68%
+8.50% -3.50% 5491 40 < 0 +0.47% +0.53% 56.1% 2.5% 23.1% 74.4% 1.14 +0.47% -3.50% +0.68%
+9.00% -3.50% 5491 40 < 0 +0.47% +0.52% 56% 2% 23.1% 75% 1.14 +0.47% -3.50% +0.68%
+3.50% -4.00% 5491 40 < 0 +0.46% +0.84% 59.8% 28.7% 17.1% 54.2% 0.99 +0.46% -4.00% +0.68%
+4.00% -4.00% 5491 40 < 0 +0.46% +0.72% 58.8% 22.5% 17.5% 60% 1.02 +0.46% -4.00% +0.68%
+6.00% -3.50% 5491 40 < 0 +0.46% +0.54% 56.3% 8.4% 23% 68.6% 1.12 +0.46% -3.50% +0.68%
+6.50% -3.50% 5491 40 < 0 +0.46% +0.54% 56.2% 6.6% 23% 70.4% 1.13 +0.46% -3.50% +0.68%
+3.00% -4.50% 5491 40 < 0 +0.45% +1.01% 61.7% 36.6% 13.2% 50.2% 0.91 +0.45% -4.50% +0.68%
+3.00% -5.00% 5491 40 < 0 +0.45% +1.05% 62.2% 36.8% 10.8% 52.4% 0.9 +0.45% -5.00% +0.68%
+4.50% -3.50% 5491 40 < 0 +0.45% +0.60% 56.9% 18% 22.6% 59.4% 1.08 +0.45% -3.50% +0.68%
+5.00% -3.50% 5491 40 < 0 +0.45% +0.56% 56.6% 13.9% 22.8% 63.3% 1.1 +0.45% -3.50% +0.68%
+5.50% -3.50% 5491 40 < 0 +0.45% +0.55% 56.4% 10.9% 22.9% 66.2% 1.11 +0.45% -3.50% +0.68%
+3.00% -4.00% 5491 40 < 0 +0.43% +0.98% 61% 36.4% 16.7% 46.9% 0.93 +0.43% -4.00% +0.68%
+6.50% -3.00% 5491 40 < 0 +0.43% +0.41% 54.2% 6.4% 29.3% 64.4% 1.19 +0.43% -3.00% +0.68%
+7.00% -3.00% 5491 40 < 0 +0.43% +0.41% 54.2% 5.2% 29.3% 65.5% 1.2 +0.43% -3.00% +0.68%
+7.50% -3.00% 5491 40 < 0 +0.43% +0.41% 54.1% 4% 29.3% 66.7% 1.2 +0.43% -3.00% +0.68%
+8.00% -3.00% 5491 40 < 0 +0.43% +0.40% 54.1% 3% 29.3% 67.7% 1.2 +0.43% -3.00% +0.68%
+8.50% -3.00% 5491 40 < 0 +0.43% +0.40% 54.1% 2.4% 29.3% 68.2% 1.2 +0.43% -3.00% +0.68%
+9.00% -3.00% 5491 40 < 0 +0.43% +0.39% 54% 1.9% 29.4% 68.8% 1.2 +0.43% -3.00% +0.68%
+3.50% -3.50% 5491 40 < 0 +0.42% +0.77% 58.4% 28.3% 21.9% 49.8% 1.02 +0.42% -3.50% +0.68%
+4.00% -3.50% 5491 40 < 0 +0.42% +0.63% 57.4% 22.2% 22.4% 55.4% 1.05 +0.42% -3.50% +0.68%
+5.50% -3.00% 5491 40 < 0 +0.42% +0.42% 54.4% 10.6% 29.2% 60.2% 1.18 +0.42% -3.00% +0.68%
+6.00% -3.00% 5491 40 < 0 +0.42% +0.41% 54.3% 8.1% 29.2% 62.6% 1.19 +0.42% -3.00% +0.68%
+4.50% -3.00% 5491 40 < 0 +0.41% +0.48% 54.9% 17.6% 28.8% 53.6% 1.15 +0.41% -3.00% +0.68%
+5.00% -3.00% 5491 40 < 0 +0.41% +0.43% 54.6% 13.6% 29% 57.4% 1.16 +0.41% -3.00% +0.68%
+3.00% -3.50% 5491 40 < 0 +0.39% +0.89% 59.6% 35.7% 21.4% 42.9% 0.96 +0.39% -3.50% +0.68%
+3.50% -3.00% 5491 40 < 0 +0.39% +0.62% 56.4% 27.8% 28% 44.1% 1.07 +0.39% -3.00% +0.68%
+4.00% -3.00% 5491 40 < 0 +0.39% +0.52% 55.4% 21.8% 28.6% 49.6% 1.12 +0.39% -3.00% +0.68%
+3.00% -3.00% 5491 40 < 0 +0.36% +0.78% 57.7% 35.1% 27.4% 37.5% 1.01 +0.36% -3.00% +0.68%

Threshold performance

Filter n Avg return Median return 歷史相似情境上漲比例 Avg runup Avg drawdown
all 5821 +0.52% +0.64% 58.7% +2.81% -2.43%
downOpp > 1 71 -0.53% -0.05% 49.3% +2.89% -3.80%
downOpp > 2 20 -1.47% -0.59% 40% +2.74% -4.15%
downOpp > 3 8 -2.75% -1.76% 37.5% +2.49% -4.87%
downOpp > 4 3 -2.66% -2.74% 33.3% +4.02% -3.27%
downOpp > 5 2 -1.12% -1.12% 50% +4.98% -2.01%
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 -0.24 -1.27% +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 -1.918 -0.39% -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.