Solorank
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 5563
Trade dates 39
Buy band (stable plateau) n/a
Best balanced range 0.1–0.5
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 2026-08-07 → 2026-10-06

Study results

2026-10-06 · 60D window

5563 rows with outcomes 1506 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: 0.1–0.5 · Buy-band step (0.5 Opp): -3.0–-2.5 (in-sample diagnostics only)

Baseline avg return +0.57%
Baseline win rate 59.5%
Baseline runup +2.79%
Baseline drawdown -2.38%

Median return curve (reliable Opp span, step 0.1)

-7.1–-7.0 · n=23 · median +1.99% -7.0–-6.9 · n=17 · median -0.04% -6.9–-6.8 · n=29 · median +0.25% -6.8–-6.7 · n=32 · median +0.35% -6.7–-6.6 · n=29 · median -0.06% -6.6–-6.5 · n=37 · median +0.41% -6.5–-6.4 · n=27 · median +1.29% -6.4–-6.3 · n=22 · median -0.25% -6.3–-6.2 · n=41 · median +0.42% -6.2–-6.1 · n=34 · median +0.48% -6.1–-6.0 · n=53 · median -0.28% -6.0–-5.9 · n=42 · median +0.64% -5.9–-5.8 · n=67 · median +0.12% -5.8–-5.7 · n=58 · median +0.4% -5.7–-5.6 · n=56 · median +0.86% -5.6–-5.5 · n=49 · median +0.63% -5.5–-5.4 · n=67 · median +0.54% -5.4–-5.3 · n=50 · median +0.11% -5.3–-5.2 · n=65 · median +0.45% -5.2–-5.1 · n=78 · median +1.07% -5.1–-5.0 · n=63 · median +0.56% -5.0–-4.9 · n=85 · median +0.91% -4.9–-4.8 · n=74 · median +1.55% -4.8–-4.7 · n=83 · median +0.8% -4.7–-4.6 · n=83 · median +0.37% -4.6–-4.5 · n=102 · median +0.78% -4.5–-4.4 · n=92 · median +0.98% -4.4–-4.3 · n=115 · median +1.27% -4.3–-4.2 · n=91 · median +0.57% -4.2–-4.1 · n=99 · median +0.73% -4.1–-4.0 · n=107 · median +0.33% -4.0–-3.9 · n=106 · median +0.43% -3.9–-3.8 · n=93 · median +1.31% -3.8–-3.7 · n=96 · median +1.42% -3.7–-3.6 · n=110 · median +0.82% -3.6–-3.5 · n=123 · median +0.6% -3.5–-3.4 · n=143 · median +0.57% -3.4–-3.3 · n=122 · median +1.17% -3.3–-3.2 · n=137 · median +0.86% -3.2–-3.1 · n=95 · median +0.61% -3.1–-3.0 · n=130 · median +0.87% -3.0–-2.9 · n=104 · median +0.82% -2.9–-2.8 · n=103 · median +1.37% -2.8–-2.7 · n=105 · median +1.16% -2.7–-2.6 · n=125 · median +1.12% -2.6–-2.5 · n=110 · median +0.99% -2.5–-2.4 · n=121 · median -0.12% -2.4–-2.3 · n=113 · median +0.39% -2.3–-2.2 · n=94 · median +0.96% -2.2–-2.1 · n=101 · median +0.41% -2.1–-2.0 · n=96 · median +0.83% -2.0–-1.9 · n=93 · median +1.52% -1.9–-1.8 · n=94 · median +0.33% -1.8–-1.7 · n=78 · median -0.03% -1.7–-1.6 · n=85 · median +0.39% -1.6–-1.5 · n=78 · median +1.05% -1.5–-1.4 · n=63 · median +0.04% -1.4–-1.3 · n=76 · median +1.35% -1.3–-1.2 · n=57 · median +0.77% -1.2–-1.1 · n=60 · median +0.52% -1.1–-1.0 · n=60 · median +0.86% -1.0–-0.9 · n=58 · median +0.63% -0.9–-0.8 · n=52 · median +0.45% -0.8–-0.7 · n=51 · median +0.49% -0.7–-0.6 · n=33 · median +0.3% -0.6–-0.5 · n=47 · median +1.06% -0.5–-0.4 · n=40 · median +0.11% -0.4–-0.3 · n=25 · median +0.76% -0.3–-0.2 · n=39 · median +0.8% -0.2–-0.1 · n=31 · median +0.4% -0.1–0.0 · n=24 · median +0.42% 0.0–0.1 · n=22 · median -1.4% 0.1–0.2 · n=21 · median +0.67% -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: 0.1–0.5 (+0.38%, n=63) · Buy-band step (0.5 Opp): -3.0–-2.5 (+1.05%, n=547)

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 5368 +0.58% +0.70% 59.7% +2.79% -2.37%
0 - 1 131 +0.21% +0.28% 55% +2.70% -2.72%
1 - 2 53 +0.14% +0.39% 52.8% +3.09% -2.77%
2 - 2.5 7 +1.15% +0.90% 71.4% +3.96% -2.22%
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 5563 +0.69% +52.96% 59.5% -2.38% 5252 +1.30% +60.52% 64.3% -2.95% 4927 +1.81% +60.16% 66.3% -3.38% 4430 +2.81% +65.81% 69.2% -3.97% 2873 +5.96% +70.10% 76.7% -5.46%
< 0 20D 5368 +0.70% +53.80% 59.7% -2.37% 5093 +1.30% +60.52% 64.4% -2.93% 4793 +1.84% +61.24% 66.5% -3.36% 4343 +2.83% +66.32% 69.7% -3.91% 2815 +6.01% +70.73% 77.2% -5.34%
0 - 1 20D 131 +0.28% +18.52% 55% -2.72% 108 +1.13% +51.95% 59.3% -3.32% 90 +0.75% +22.00% 58.9% -3.93% 57 -0.69% -22.39% 42.1% -6.68% 35 +4.93% +57.12% 60% -9.61%
1 - 2 10D 53 +0.39% +27.76% 52.8% -2.77% 40 +0.92% +41.37% 65% -3.62% 34 +1.81% +60.16% 58.8% -4.36% 22 +3.21% +75.89% 59.1% -5.85% 16 -5.60% -75.56% 43.8% -14.73%
2 - 2.5 n/a 7 +0.90% +70.60% 71.4% -2.22% 7 +2.92% +142.17% 85.7% -2.57% 6 +2.49% +84.64% 66.7% -3.86% 4 -3.94% -104.29% 25% -13.98% 3 -2.76% -39.78% 33.3% -11.03%
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 64 +0.27% +17.68% 51.6% -2.89% 51 +1.65% +78.16% 66.7% -3.73% 44 +0.19% +1.84% 54.5% -4.53% 30 -0.47% -16.84% 46.7% -7.41% 23 -5.31% -71.91% 39.1% -13.77%
downOpp > 2 n/a 11 -0.13% -15.92% 45.5% -3.45% 11 +2.92% +142.17% 72.7% -4.13% 10 -0.56% -25.16% 40% -5.08% 8 -5.66% -147.63% 12.5% -11.71% 7 -2.76% -39.78% 28.6% -11.57%
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 5563 +0.57% +0.69% 59.5% +2.79% -2.38%
Top 3 117 +0.63% +0.72% 60.7% +3.46% -3.19%
Top 5 195 +0.58% +0.90% 60.5% +3.31% -3.02%
Top 10 390 +0.39% +0.66% 59% +2.97% -2.88%
Top 20 780 +0.42% +0.64% 58.2% +2.83% -2.66%
Top 50 1950 +0.51% +0.67% 59.5% +2.81% -2.44%

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 5235 +2.00% 5% +0.39% +2.00% 67.7% 56.5% 10.7% +0.71%
0 - 1 109 +2.00% 4% +0.23% +2.00% 61.5% 53.2% 13.8% +0.42%
1 - 2 31 +2.00% 5% +0.43% +2.00% 58.1% 51.6% 16.1% +0.71%
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% 4896 37 < 0 +0.53% +0.62% 58.6% 5.4% 11.2% 83.4% 1.07 +0.53% -5.00% +0.66%
+7.50% -5.00% 4896 37 < 0 +0.53% +0.62% 58.6% 4.1% 11.2% 84.7% 1.08 +0.53% -5.00% +0.66%
+8.00% -5.00% 4896 37 < 0 +0.53% +0.62% 58.5% 3.1% 11.2% 85.6% 1.08 +0.53% -5.00% +0.66%
+8.50% -5.00% 4896 37 < 0 +0.53% +0.62% 58.5% 2.6% 11.2% 86.2% 1.08 +0.53% -5.00% +0.66%
+9.00% -5.00% 4896 37 < 0 +0.53% +0.62% 58.5% 2% 11.2% 86.7% 1.08 +0.53% -5.00% +0.66%
+6.00% -5.00% 4896 37 < 0 +0.52% +0.63% 58.7% 8.5% 11.2% 80.4% 1.07 +0.52% -5.00% +0.66%
+6.50% -5.00% 4896 37 < 0 +0.52% +0.63% 58.6% 6.6% 11.2% 82.2% 1.07 +0.52% -5.00% +0.66%
+7.00% -4.50% 4896 37 < 0 +0.52% +0.61% 58.1% 5.3% 13.9% 80.8% 1.09 +0.52% -4.50% +0.66%
+7.50% -4.50% 4896 37 < 0 +0.52% +0.61% 58.1% 4.1% 13.9% 82% 1.09 +0.52% -4.50% +0.66%
+8.00% -4.50% 4896 37 < 0 +0.52% +0.61% 58.1% 3.1% 13.9% 83% 1.09 +0.52% -4.50% +0.66%
+8.50% -4.50% 4896 37 < 0 +0.52% +0.61% 58.1% 2.6% 13.9% 83.5% 1.1 +0.52% -4.50% +0.66%
+9.00% -4.50% 4896 37 < 0 +0.52% +0.60% 58% 2% 13.9% 84.1% 1.09 +0.52% -4.50% +0.66%
+4.50% -5.00% 4896 37 < 0 +0.51% +0.69% 59.2% 18.3% 11% 70.7% 1.04 +0.51% -5.00% +0.66%
+5.00% -5.00% 4896 37 < 0 +0.51% +0.65% 58.9% 14% 11.1% 74.9% 1.05 +0.51% -5.00% +0.66%
+5.50% -5.00% 4896 37 < 0 +0.51% +0.64% 58.7% 11% 11.1% 77.9% 1.06 +0.51% -5.00% +0.66%
+6.00% -4.50% 4896 37 < 0 +0.51% +0.61% 58.3% 8.5% 13.8% 77.7% 1.08 +0.51% -4.50% +0.66%
+6.50% -4.50% 4896 37 < 0 +0.51% +0.61% 58.2% 6.5% 13.9% 79.6% 1.08 +0.51% -4.50% +0.66%
+5.00% -4.50% 4896 37 < 0 +0.50% +0.63% 58.5% 13.9% 13.7% 72.4% 1.06 +0.50% -4.50% +0.66%
+5.50% -4.50% 4896 37 < 0 +0.50% +0.62% 58.3% 10.9% 13.8% 75.2% 1.07 +0.50% -4.50% +0.66%
+7.00% -4.00% 4896 37 < 0 +0.50% +0.58% 57.4% 5.2% 17.7% 77.1% 1.1 +0.50% -4.00% +0.66%
+7.50% -4.00% 4896 37 < 0 +0.50% +0.58% 57.4% 4% 17.7% 78.3% 1.11 +0.50% -4.00% +0.66%
+8.00% -4.00% 4896 37 < 0 +0.50% +0.57% 57.4% 3% 17.7% 79.3% 1.11 +0.50% -4.00% +0.66%
+8.50% -4.00% 4896 37 < 0 +0.50% +0.57% 57.4% 2.5% 17.7% 79.8% 1.11 +0.50% -4.00% +0.66%
+9.00% -4.00% 4896 37 < 0 +0.50% +0.57% 57.3% 1.9% 17.7% 80.3% 1.11 +0.50% -4.00% +0.66%
+4.50% -4.50% 4896 37 < 0 +0.49% +0.66% 58.8% 18.2% 13.6% 68.2% 1.05 +0.49% -4.50% +0.66%
+5.50% -4.00% 4896 37 < 0 +0.49% +0.60% 57.6% 10.8% 17.6% 71.5% 1.09 +0.49% -4.00% +0.66%
+6.00% -4.00% 4896 37 < 0 +0.49% +0.59% 57.5% 8.4% 17.6% 74% 1.1 +0.49% -4.00% +0.66%
+6.50% -4.00% 4896 37 < 0 +0.49% +0.58% 57.4% 6.5% 17.7% 75.9% 1.1 +0.49% -4.00% +0.66%
+3.50% -5.00% 4896 37 < 0 +0.48% +0.85% 60.6% 28.8% 10.7% 60.5% 0.97 +0.48% -5.00% +0.66%
+4.00% -5.00% 4896 37 < 0 +0.48% +0.74% 59.6% 22.5% 10.9% 66.5% 1 +0.48% -5.00% +0.66%
+4.50% -4.00% 4896 37 < 0 +0.48% +0.63% 58% 18% 17.3% 64.6% 1.07 +0.48% -4.00% +0.66%
+5.00% -4.00% 4896 37 < 0 +0.48% +0.60% 57.7% 13.8% 17.5% 68.7% 1.08 +0.48% -4.00% +0.66%
+3.50% -4.50% 4896 37 < 0 +0.47% +0.83% 60.2% 28.6% 13.2% 58.2% 0.98 +0.47% -4.50% +0.66%
+4.00% -4.50% 4896 37 < 0 +0.47% +0.71% 59.2% 22.4% 13.5% 64.1% 1.02 +0.47% -4.50% +0.66%
+7.00% -3.50% 4896 37 < 0 +0.46% +0.51% 55.9% 5.1% 22.7% 72.2% 1.14 +0.46% -3.50% +0.66%
+7.50% -3.50% 4896 37 < 0 +0.46% +0.51% 55.9% 3.9% 22.7% 73.4% 1.14 +0.46% -3.50% +0.66%
+8.00% -3.50% 4896 37 < 0 +0.46% +0.51% 55.9% 3% 22.7% 74.3% 1.14 +0.46% -3.50% +0.66%
+8.50% -3.50% 4896 37 < 0 +0.46% +0.51% 55.9% 2.5% 22.7% 74.9% 1.14 +0.46% -3.50% +0.66%
+9.00% -3.50% 4896 37 < 0 +0.46% +0.51% 55.9% 1.9% 22.7% 75.4% 1.14 +0.46% -3.50% +0.66%
+3.00% -5.00% 4896 37 < 0 +0.45% +0.99% 61.8% 36.5% 10.5% 52.9% 0.91 +0.45% -5.00% +0.66%
+3.50% -4.00% 4896 37 < 0 +0.45% +0.79% 59.5% 28.4% 16.7% 54.9% 1 +0.45% -4.00% +0.66%
+4.00% -4.00% 4896 37 < 0 +0.45% +0.67% 58.4% 22.3% 17.2% 60.5% 1.03 +0.45% -4.00% +0.66%
+6.00% -3.50% 4896 37 < 0 +0.45% +0.52% 56.1% 8.3% 22.6% 69.1% 1.13 +0.45% -3.50% +0.66%
+6.50% -3.50% 4896 37 < 0 +0.45% +0.52% 56% 6.4% 22.7% 71% 1.13 +0.45% -3.50% +0.66%
+3.00% -4.50% 4896 37 < 0 +0.44% +0.97% 61.4% 36.3% 13% 50.7% 0.93 +0.44% -4.50% +0.66%
+5.00% -3.50% 4896 37 < 0 +0.44% +0.54% 56.3% 13.6% 22.5% 63.9% 1.11 +0.44% -3.50% +0.66%
+5.50% -3.50% 4896 37 < 0 +0.44% +0.53% 56.1% 10.7% 22.6% 66.7% 1.12 +0.44% -3.50% +0.66%
+3.00% -4.00% 4896 37 < 0 +0.43% +0.94% 60.7% 36.1% 16.4% 47.5% 0.94 +0.43% -4.00% +0.66%
+4.50% -3.50% 4896 37 < 0 +0.43% +0.57% 56.6% 17.7% 22.3% 60% 1.09 +0.43% -3.50% +0.66%
+7.00% -3.00% 4896 37 < 0 +0.42% +0.38% 54% 5% 28.8% 66.2% 1.2 +0.42% -3.00% +0.66%
+7.50% -3.00% 4896 37 < 0 +0.42% +0.38% 54% 3.8% 28.8% 67.4% 1.2 +0.42% -3.00% +0.66%
+8.00% -3.00% 4896 37 < 0 +0.42% +0.38% 53.9% 2.8% 28.8% 68.3% 1.2 +0.42% -3.00% +0.66%
+8.50% -3.00% 4896 37 < 0 +0.42% +0.38% 53.9% 2.3% 28.8% 68.8% 1.21 +0.42% -3.00% +0.66%
+9.00% -3.00% 4896 37 < 0 +0.42% +0.38% 53.9% 1.8% 28.9% 69.4% 1.2 +0.42% -3.00% +0.66%
+3.50% -3.50% 4896 37 < 0 +0.41% +0.71% 58% 28% 21.5% 50.4% 1.03 +0.41% -3.50% +0.66%
+4.00% -3.50% 4896 37 < 0 +0.41% +0.60% 57% 22% 22.1% 56% 1.06 +0.41% -3.50% +0.66%
+5.50% -3.00% 4896 37 < 0 +0.41% +0.40% 54.1% 10.4% 28.7% 60.8% 1.18 +0.41% -3.00% +0.66%
+6.00% -3.00% 4896 37 < 0 +0.41% +0.39% 54.1% 8% 28.8% 63.2% 1.19 +0.41% -3.00% +0.66%
+6.50% -3.00% 4896 37 < 0 +0.41% +0.39% 54% 6.1% 28.8% 65.1% 1.19 +0.41% -3.00% +0.66%
+4.50% -3.00% 4896 37 < 0 +0.40% +0.43% 54.6% 17.4% 28.4% 54.2% 1.16 +0.40% -3.00% +0.66%
+5.00% -3.00% 4896 37 < 0 +0.40% +0.41% 54.3% 13.4% 28.6% 58% 1.17 +0.40% -3.00% +0.66%
+3.00% -3.50% 4896 37 < 0 +0.38% +0.86% 59.2% 35.4% 21.1% 43.5% 0.97 +0.38% -3.50% +0.66%
+4.00% -3.00% 4896 37 < 0 +0.38% +0.49% 55% 21.6% 28.2% 50.2% 1.12 +0.38% -3.00% +0.66%
+3.50% -3.00% 4896 37 < 0 +0.37% +0.57% 56.1% 27.6% 27.6% 44.9% 1.08 +0.37% -3.00% +0.66%
+3.00% -3.00% 4896 37 < 0 +0.35% +0.72% 57.2% 34.8% 27.1% 38.1% 1.02 +0.35% -3.00% +0.66%

Threshold performance

Filter n Avg return Median return 歷史相似情境上漲比例 Avg runup Avg drawdown
all 5563 +0.57% +0.69% 59.5% +2.79% -2.38%
downOpp > 1 64 0.00% +0.27% 51.6% +3.14% -2.89%
downOpp > 2 11 -0.67% -0.13% 45.5% +3.37% -3.45%
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%
2026-10-01 US.PTC Information Technology -4.081 +0.52% -31.77% +2.02% -33.85%
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%

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