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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 5549
Trade dates 39
Buy band (stable plateau) n/a
Best balanced range 0.2–0.5
Buy-band step (0.5 Opp) -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 2026-08-06 → 2026-10-05

Study results

2026-10-05 · 60D window

5549 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): -3.0–-2.5 (in-sample diagnostics only)

Baseline avg return +0.57%
Baseline win rate 59.7%
Baseline runup +2.78%
Baseline drawdown -2.39%

Median return curve (reliable Opp span, step 0.1)

-7.2–-7.1 · n=20 · median +0.68% -7.1–-7.0 · n=23 · median +1.99% -7.0–-6.9 · n=19 · median +0.29% -6.9–-6.8 · n=29 · median +0.25% -6.8–-6.7 · n=33 · median +0.21% -6.7–-6.6 · n=30 · median -0.08% -6.6–-6.5 · n=38 · median +0.31% -6.5–-6.4 · n=28 · median +1.28% -6.4–-6.3 · n=22 · median -0.25% -6.3–-6.2 · n=42 · median +0.23% -6.2–-6.1 · n=33 · median +0.45% -6.1–-6.0 · n=54 · median -0.11% -6.0–-5.9 · n=44 · median +0.87% -5.9–-5.8 · n=66 · median +0.13% -5.8–-5.7 · n=59 · median +0.5% -5.7–-5.6 · n=57 · median +0.85% -5.6–-5.5 · n=51 · median +0.63% -5.5–-5.4 · n=67 · median +0.54% -5.4–-5.3 · n=53 · median +0.07% -5.3–-5.2 · n=67 · median +0.37% -5.2–-5.1 · n=81 · median +1.09% -5.1–-5.0 · n=66 · median +0.62% -5.0–-4.9 · n=86 · median +0.95% -4.9–-4.8 · n=76 · median +1.54% -4.8–-4.7 · n=87 · median +0.69% -4.7–-4.6 · n=84 · median +0.3% -4.6–-4.5 · n=102 · median +0.78% -4.5–-4.4 · n=92 · median +1.08% -4.4–-4.3 · n=117 · median +1.26% -4.3–-4.2 · n=91 · median +0.57% -4.2–-4.1 · n=103 · median +0.73% -4.1–-4.0 · n=107 · median +0.33% -4.0–-3.9 · n=107 · median +0.23% -3.9–-3.8 · n=99 · median +1.21% -3.8–-3.7 · n=97 · median +1.27% -3.7–-3.6 · n=110 · median +0.75% -3.6–-3.5 · n=124 · median +0.61% -3.5–-3.4 · n=143 · median +0.57% -3.4–-3.3 · n=124 · median +1.15% -3.3–-3.2 · n=139 · median +0.79% -3.2–-3.1 · n=100 · median +0.32% -3.1–-3.0 · n=133 · median +0.77% -3.0–-2.9 · n=100 · median +0.82% -2.9–-2.8 · n=103 · median +1.38% -2.8–-2.7 · n=108 · median +1.08% -2.7–-2.6 · n=123 · median +1.12% -2.6–-2.5 · n=111 · median +1% -2.5–-2.4 · n=121 · median -0.12% -2.4–-2.3 · n=113 · median +0.39% -2.3–-2.2 · n=90 · median +1.04% -2.2–-2.1 · n=96 · median +0.68% -2.1–-2.0 · n=96 · median +0.83% -2.0–-1.9 · n=92 · median +1.39% -1.9–-1.8 · n=92 · median +0.5% -1.8–-1.7 · n=70 · median +0.25% -1.7–-1.6 · n=88 · median +0.23% -1.6–-1.5 · n=75 · median +1.05% -1.5–-1.4 · n=62 · median +0.23% -1.4–-1.3 · n=71 · median +1.48% -1.3–-1.2 · n=53 · median +0.77% -1.2–-1.1 · n=56 · median +0.52% -1.1–-1.0 · n=57 · median +0.9% -1.0–-0.9 · n=55 · median +0.72% -0.9–-0.8 · n=49 · median +0.72% -0.8–-0.7 · n=49 · median +0.62% -0.7–-0.6 · n=33 · median +0.27% -0.6–-0.5 · n=46 · median +1.13% -0.5–-0.4 · n=36 · median +0.2% -0.4–-0.3 · n=22 · median +1.05% -0.3–-0.2 · n=33 · median +1.25% -0.2–-0.1 · n=30 · median +0.39% -0.1–0.0 · n=21 · median +0.76% 0.0–0.1 · n=22 · median -1.4% -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=23) · Best balanced range: 0.2–0.5 (+0.52%, n=40) · Buy-band step (0.5 Opp): -3.0–-2.5 (+1.05%, n=545)

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 5363 +0.59% +0.73% 59.9% +2.79% -2.37%
0 - 1 127 +0.10% +0.18% 53.5% +2.62% -2.84%
1 - 2 47 +0.07% +0.39% 53.2% +3.04% -3.00%
2 - 2.5 8 -0.52% +0.81% 62.5% +3.14% -3.84%
2.5 - 3 3 -0.98% -0.92% 0% +2.63% -3.10%
3 - 3.5 1 -12.42% -12.42% 0% +1.47% -13.05%
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-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 20D 5549 +0.71% +54.64% 59.7% -2.39% 5241 +1.29% +60.02% 63.8% -2.98% 4906 +1.82% +60.52% 66.2% -3.44% 4411 +2.74% +64.05% 68.3% -4.08% 2859 +5.74% +67.32% 74.9% -5.67%
< 0 20D 5363 +0.73% +56.32% 59.9% -2.37% 5085 +1.29% +60.02% 64% -2.95% 4782 +1.87% +62.32% 66.5% -3.40% 4326 +2.79% +65.31% 68.9% -4.01% 2795 +5.79% +67.95% 75.5% -5.52%
0 - 1 5D 127 +0.18% +10.12% 53.5% -2.84% 107 +0.73% +31.79% 57.9% -3.83% 83 +0.47% +11.92% 55.4% -4.81% 57 -1.23% -36.00% 38.6% -8.02% 39 +1.24% +10.62% 53.8% -11.08%
1 - 2 10D 47 +0.39% +27.76% 53.2% -3.00% 38 +0.92% +41.37% 60.5% -4.02% 32 +0.65% +18.40% 56.3% -4.79% 20 +3.16% +74.63% 55% -6.81% 17 -5.31% -71.91% 47.1% -14.45%
2 - 2.5 n/a 8 +0.81% +63.04% 62.5% -3.84% 7 +2.92% +142.17% 85.7% -4.36% 5 -4.49% -166.64% 40% -6.85% 4 -3.94% -104.29% 25% -7.86% 4 -5.17% -70.14% 25% -13.48%
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 1 -12.42% -1048.28% 0% -13.05% 1 -14.39% -730.26% 0% -16.33% 1 -12.20% -444.20% 0% -16.33% 1 -9.03% -232.56% 0% -19.27% 1 -11.26% -146.88% 0% -19.27%
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 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 59 +0.15% +7.60% 50.8% -3.29% 49 +1.65% +78.16% 63.3% -4.30% 41 -0.10% -8.60% 48.8% -5.25% 28 -0.84% -26.17% 42.9% -7.33% 25 -5.31% -71.91% 40% -13.90%
downOpp > 2 n/a 12 -0.52% -48.68% 41.7% -4.43% 11 +2.92% +142.17% 72.7% -5.27% 9 -2.76% -104.36% 22.2% -6.88% 8 -5.66% -147.63% 12.5% -8.65% 8 -5.17% -70.14% 25% -12.72%
downOpp > 3 n/a 1 -12.42% -1048.28% 0% -13.05% 1 -14.39% -730.26% 0% -16.33% 1 -12.20% -444.20% 0% -16.33% 1 -9.03% -232.56% 0% -19.27% 1 -11.26% -146.88% 0% -19.27%
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 歷史相似情境上漲比例 Avg runup Avg drawdown
all 5549 +0.57% +0.71% 59.7% +2.78% -2.39%
Top 3 117 +0.49% +0.72% 59.8% +3.37% -3.35%
Top 5 195 +0.42% +0.89% 59.5% +3.22% -3.19%
Top 10 390 +0.37% +0.64% 58.5% +2.99% -2.95%
Top 20 780 +0.40% +0.63% 57.8% +2.83% -2.69%
Top 50 1950 +0.49% +0.67% 59.4% +2.80% -2.47%

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 5229 +2.00% 5% +0.41% +2.00% 68.2% 57.1% 10.4% +0.77%
0 - 1 107 +2.00% 5% +0.31% +2.00% 62.6% 52.3% 12.1% +0.42%
1 - 2 27 +2.00% 3% +0.36% +2.00% 55.6% 48.1% 25.9% +1.29%
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.
+8.50% -5.00% 5229 38 < 0 +0.61% +0.73% 59.7% 2.6% 11.1% 86.3% 1.09 +0.61% -5.00% +0.77%
+9.00% -5.00% 5229 38 < 0 +0.61% +0.72% 59.7% 2.1% 11.1% 86.8% 1.09 +0.61% -5.00% +0.77%
+7.00% -4.50% 5229 38 < 0 +0.60% +0.70% 59.3% 5.5% 13.6% 80.9% 1.1 +0.60% -4.50% +0.77%
+7.00% -5.00% 5229 38 < 0 +0.60% +0.73% 59.7% 5.5% 11.1% 83.4% 1.09 +0.60% -5.00% +0.77%
+7.50% -4.50% 5229 38 < 0 +0.60% +0.70% 59.3% 4.2% 13.6% 82.2% 1.1 +0.60% -4.50% +0.77%
+7.50% -5.00% 5229 38 < 0 +0.60% +0.73% 59.7% 4.2% 11.1% 84.7% 1.09 +0.60% -5.00% +0.77%
+8.00% -4.50% 5229 38 < 0 +0.60% +0.70% 59.3% 3.2% 13.6% 83.2% 1.1 +0.60% -4.50% +0.77%
+8.00% -5.00% 5229 38 < 0 +0.60% +0.73% 59.7% 3.3% 11.1% 85.7% 1.09 +0.60% -5.00% +0.77%
+8.50% -4.50% 5229 38 < 0 +0.60% +0.70% 59.3% 2.6% 13.6% 83.8% 1.1 +0.60% -4.50% +0.77%
+9.00% -4.50% 5229 38 < 0 +0.60% +0.70% 59.3% 2% 13.6% 84.4% 1.1 +0.60% -4.50% +0.77%
+5.50% -5.00% 5229 38 < 0 +0.59% +0.74% 60% 11.2% 11% 77.7% 1.07 +0.59% -5.00% +0.77%
+6.00% -4.50% 5229 38 < 0 +0.59% +0.71% 59.5% 8.6% 13.5% 77.9% 1.09 +0.59% -4.50% +0.77%
+6.00% -5.00% 5229 38 < 0 +0.59% +0.74% 59.9% 8.7% 11% 80.3% 1.07 +0.59% -5.00% +0.77%
+6.50% -4.50% 5229 38 < 0 +0.59% +0.71% 59.4% 6.7% 13.6% 79.7% 1.1 +0.59% -4.50% +0.77%
+6.50% -5.00% 5229 38 < 0 +0.59% +0.73% 59.8% 6.8% 11.1% 82.2% 1.08 +0.59% -5.00% +0.77%
+5.00% -5.00% 5229 38 < 0 +0.58% +0.77% 60.1% 14.3% 11% 74.7% 1.05 +0.58% -5.00% +0.77%
+5.50% -4.50% 5229 38 < 0 +0.58% +0.72% 59.6% 11.2% 13.5% 75.3% 1.08 +0.58% -4.50% +0.77%
+7.50% -4.00% 5229 38 < 0 +0.58% +0.66% 58.6% 4.1% 17.3% 78.5% 1.12 +0.58% -4.00% +0.77%
+8.00% -4.00% 5229 38 < 0 +0.58% +0.66% 58.6% 3.2% 17.3% 79.5% 1.12 +0.58% -4.00% +0.77%
+8.50% -4.00% 5229 38 < 0 +0.58% +0.66% 58.6% 2.5% 17.3% 80.1% 1.12 +0.58% -4.00% +0.77%
+9.00% -4.00% 5229 38 < 0 +0.58% +0.66% 58.5% 2% 17.3% 80.7% 1.12 +0.58% -4.00% +0.77%
+4.50% -4.50% 5229 38 < 0 +0.57% +0.78% 60% 18.6% 13.3% 68.2% 1.06 +0.57% -4.50% +0.77%
+4.50% -5.00% 5229 38 < 0 +0.57% +0.80% 60.4% 18.7% 10.9% 70.5% 1.04 +0.57% -5.00% +0.77%
+5.00% -4.50% 5229 38 < 0 +0.57% +0.74% 59.7% 14.2% 13.4% 72.3% 1.07 +0.57% -4.50% +0.77%
+6.00% -4.00% 5229 38 < 0 +0.57% +0.67% 58.7% 8.5% 17.3% 74.2% 1.1 +0.57% -4.00% +0.77%
+6.50% -4.00% 5229 38 < 0 +0.57% +0.67% 58.7% 6.7% 17.3% 76% 1.11 +0.57% -4.00% +0.77%
+7.00% -4.00% 5229 38 < 0 +0.57% +0.66% 58.6% 5.4% 17.3% 77.2% 1.12 +0.57% -4.00% +0.77%
+5.50% -4.00% 5229 38 < 0 +0.56% +0.68% 58.8% 11.1% 17.2% 71.7% 1.1 +0.56% -4.00% +0.77%
+5.00% -4.00% 5229 38 < 0 +0.55% +0.70% 59% 14.1% 17.1% 68.8% 1.09 +0.55% -4.00% +0.77%
+4.00% -4.50% 5229 38 < 0 +0.54% +0.82% 60.4% 22.8% 13.2% 64% 1.02 +0.54% -4.50% +0.77%
+4.00% -5.00% 5229 38 < 0 +0.54% +0.84% 60.8% 22.9% 10.8% 66.3% 1.01 +0.54% -5.00% +0.77%
+4.50% -4.00% 5229 38 < 0 +0.54% +0.74% 59.2% 18.4% 17% 64.6% 1.07 +0.54% -4.00% +0.77%
+8.50% -3.50% 5229 38 < 0 +0.54% +0.60% 57.2% 2.5% 22.3% 75.3% 1.15 +0.54% -3.50% +0.77%
+3.50% -4.50% 5229 38 < 0 +0.53% +0.92% 61.3% 29.2% 12.9% 57.9% 0.99 +0.53% -4.50% +0.77%
+3.50% -5.00% 5229 38 < 0 +0.53% +0.94% 61.7% 29.3% 10.7% 60% 0.97 +0.53% -5.00% +0.77%
+6.50% -3.50% 5229 38 < 0 +0.53% +0.60% 57.2% 6.6% 22.2% 71.2% 1.14 +0.53% -3.50% +0.77%
+7.00% -3.50% 5229 38 < 0 +0.53% +0.60% 57.2% 5.3% 22.3% 72.4% 1.14 +0.53% -3.50% +0.77%
+7.50% -3.50% 5229 38 < 0 +0.53% +0.60% 57.2% 4.1% 22.3% 73.7% 1.14 +0.53% -3.50% +0.77%
+8.00% -3.50% 5229 38 < 0 +0.53% +0.60% 57.2% 3.1% 22.3% 74.6% 1.14 +0.53% -3.50% +0.77%
+9.00% -3.50% 5229 38 < 0 +0.53% +0.60% 57.1% 1.9% 22.3% 75.8% 1.15 +0.53% -3.50% +0.77%
+5.50% -3.50% 5229 38 < 0 +0.52% +0.61% 57.4% 10.9% 22.2% 66.9% 1.12 +0.52% -3.50% +0.77%
+6.00% -3.50% 5229 38 < 0 +0.52% +0.60% 57.3% 8.4% 22.2% 69.4% 1.13 +0.52% -3.50% +0.77%
+3.50% -4.00% 5229 38 < 0 +0.51% +0.88% 60.6% 29% 16.4% 54.6% 1 +0.51% -4.00% +0.77%
+4.00% -4.00% 5229 38 < 0 +0.51% +0.78% 59.6% 22.7% 16.8% 60.5% 1.04 +0.51% -4.00% +0.77%
+5.00% -3.50% 5229 38 < 0 +0.51% +0.62% 57.5% 13.9% 22.1% 64% 1.11 +0.51% -3.50% +0.77%
+3.00% -4.50% 5229 38 < 0 +0.50% +1.08% 62.4% 37% 12.7% 50.2% 0.93 +0.50% -4.50% +0.77%
+3.00% -5.00% 5229 38 < 0 +0.50% +1.10% 62.9% 37.2% 10.5% 52.3% 0.91 +0.50% -5.00% +0.77%
+4.50% -3.50% 5229 38 < 0 +0.50% +0.66% 57.9% 18.1% 21.9% 60% 1.1 +0.50% -3.50% +0.77%
+8.50% -3.00% 5229 38 < 0 +0.50% +0.49% 55.2% 2.4% 28.4% 69.3% 1.21 +0.50% -3.00% +0.77%
+7.00% -3.00% 5229 38 < 0 +0.49% +0.49% 55.2% 5.1% 28.4% 66.5% 1.21 +0.49% -3.00% +0.77%
+7.50% -3.00% 5229 38 < 0 +0.49% +0.49% 55.2% 3.9% 28.4% 67.7% 1.21 +0.49% -3.00% +0.77%
+8.00% -3.00% 5229 38 < 0 +0.49% +0.49% 55.2% 2.9% 28.4% 68.7% 1.21 +0.49% -3.00% +0.77%
+9.00% -3.00% 5229 38 < 0 +0.49% +0.49% 55.1% 1.8% 28.4% 69.8% 1.21 +0.49% -3.00% +0.77%
+3.00% -4.00% 5229 38 < 0 +0.48% +1.04% 61.7% 36.8% 16.1% 47.1% 0.94 +0.48% -4.00% +0.77%
+5.50% -3.00% 5229 38 < 0 +0.48% +0.51% 55.4% 10.7% 28.2% 61.1% 1.19 +0.48% -3.00% +0.77%
+6.00% -3.00% 5229 38 < 0 +0.48% +0.50% 55.3% 8.1% 28.3% 63.5% 1.2 +0.48% -3.00% +0.77%
+6.50% -3.00% 5229 38 < 0 +0.48% +0.50% 55.2% 6.3% 28.3% 65.4% 1.2 +0.48% -3.00% +0.77%
+3.50% -3.50% 5229 38 < 0 +0.47% +0.83% 59.2% 28.6% 21.2% 50.2% 1.03 +0.47% -3.50% +0.77%
+4.00% -3.50% 5229 38 < 0 +0.47% +0.71% 58.3% 22.3% 21.7% 56% 1.06 +0.47% -3.50% +0.77%
+5.00% -3.00% 5229 38 < 0 +0.47% +0.52% 55.6% 13.6% 28.1% 58.2% 1.17 +0.47% -3.00% +0.77%
+4.50% -3.00% 5229 38 < 0 +0.46% +0.56% 55.9% 17.7% 27.9% 54.3% 1.16 +0.46% -3.00% +0.77%
+3.00% -3.50% 5229 38 < 0 +0.44% +0.95% 60.3% 36.1% 20.8% 43.1% 0.97 +0.44% -3.50% +0.77%
+4.00% -3.00% 5229 38 < 0 +0.44% +0.58% 56.3% 21.9% 27.7% 50.3% 1.12 +0.44% -3.00% +0.77%
+3.50% -3.00% 5229 38 < 0 +0.43% +0.69% 57.2% 28.1% 27.2% 44.7% 1.08 +0.43% -3.00% +0.77%
+3.00% -3.00% 5229 38 < 0 +0.40% +0.84% 58.3% 35.5% 26.7% 37.8% 1.02 +0.40% -3.00% +0.77%

Threshold performance

Filter n Avg return Median return 歷史相似情境上漲比例 Avg runup Avg drawdown
all 5549 +0.57% +0.71% 59.7% +2.78% -2.39%
downOpp > 1 59 -0.28% +0.15% 50.8% +3.00% -3.29%
downOpp > 2 12 -1.63% -0.52% 41.7% +2.87% -4.43%
downOpp > 3 1 -12.42% -12.42% 0% +1.47% -13.05%
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
2026-08-13 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%
2026-09-24 US.FICO Information Technology -1.755 -0.65% +27.86% +30.51% -1.58%
2026-09-30 US.PTC Information Technology -3.687 +0.75% -37.03% -2.22% -39.74%
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%
2026-09-16 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.