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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.

Rows with outcomes 5581
Trade dates 39
Best stable plateau n/a
Best balanced range 0.1–0.5
Best 0.5 range -3.0–-2.5
Best 0.1 bin -4.9–-4.8
Best bucket < 0
Best threshold downOpp > 1
Best Top-N Top 5
Window 2026-08-08 → 2026-10-07

Study results

2026-10-07 · 60D window

5581 rows with outcomes 1503 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 · Best 0.5 range: -3.0–-2.5 (in-sample diagnostics only)

Baseline avg return +0.53%
Baseline win rate 59%
Baseline runup +2.76%
Baseline drawdown -2.42%

Median return curve (reliable Opp span, step 0.1)

-7.1–-7.0 · n=21 · median +0.97% -7.0–-6.9 · n=17 · median -0.04% -6.9–-6.8 · n=28 · median +0.12% -6.8–-6.7 · n=31 · median +0.48% -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=21 · median +0.07% -6.3–-6.2 · n=40 · median +0.43% -6.2–-6.1 · n=33 · median +0.45% -6.1–-6.0 · n=51 · median -0.35% -6.0–-5.9 · n=43 · median +0.6% -5.9–-5.8 · n=65 · median +0.12% -5.8–-5.7 · n=54 · median +0.49% -5.7–-5.6 · n=55 · median +0.85% -5.6–-5.5 · n=46 · median +0.43% -5.5–-5.4 · n=65 · median +0.56% -5.4–-5.3 · n=50 · median +0.11% -5.3–-5.2 · n=63 · median +0.45% -5.2–-5.1 · n=75 · median +1.05% -5.1–-5.0 · n=62 · median +0.56% -5.0–-4.9 · n=87 · median +0.87% -4.9–-4.8 · n=73 · median +1.55% -4.8–-4.7 · n=83 · median +0.8% -4.7–-4.6 · n=81 · median +0.45% -4.6–-4.5 · n=100 · median +0.84% -4.5–-4.4 · n=92 · median +0.88% -4.4–-4.3 · n=116 · median +1.23% -4.3–-4.2 · n=90 · median +0.34% -4.2–-4.1 · n=98 · median +0.79% -4.1–-4.0 · n=108 · median +0.28% -4.0–-3.9 · n=102 · median +0.64% -3.9–-3.8 · n=89 · median +1.31% -3.8–-3.7 · n=93 · median +1.27% -3.7–-3.6 · n=108 · median +0.82% -3.6–-3.5 · n=125 · median +0.58% -3.5–-3.4 · n=142 · median +0.4% -3.4–-3.3 · n=116 · median +1.3% -3.3–-3.2 · n=135 · median +0.86% -3.2–-3.1 · n=95 · median +0.37% -3.1–-3.0 · n=129 · median +0.86% -3.0–-2.9 · n=101 · median +0.76% -2.9–-2.8 · n=103 · median +1.38% -2.8–-2.7 · n=102 · median +1.17% -2.7–-2.6 · n=127 · median +0.95% -2.6–-2.5 · n=106 · median +1% -2.5–-2.4 · n=122 · median -0.07% -2.4–-2.3 · n=117 · median +0.39% -2.3–-2.2 · n=94 · median +0.96% -2.2–-2.1 · n=102 · median +0.4% -2.1–-2.0 · n=99 · median +0.82% -2.0–-1.9 · n=91 · median +1.53% -1.9–-1.8 · n=94 · median +0.5% -1.8–-1.7 · n=78 · median -0.03% -1.7–-1.6 · n=89 · median +0.31% -1.6–-1.5 · n=80 · median +1.05% -1.5–-1.4 · n=67 · median -0.03% -1.4–-1.3 · n=75 · median +1.37% -1.3–-1.2 · n=63 · median +0.68% -1.2–-1.1 · n=63 · median +0.51% -1.1–-1.0 · n=62 · median +0.72% -1.0–-0.9 · n=61 · median +0.49% -0.9–-0.8 · n=57 · median +0.28% -0.8–-0.7 · n=56 · median +0.45% -0.7–-0.6 · n=39 · median +0.27% -0.6–-0.5 · n=51 · median +0.95% -0.5–-0.4 · n=45 · median +0.03% -0.4–-0.3 · n=26 · median +0.72% -0.3–-0.2 · n=39 · median +0.66% -0.2–-0.1 · n=33 · median +0.37% -0.1–0.0 · n=25 · median +0.61% 0.0–0.1 · n=23 · median -1.41% 0.1–0.2 · n=22 · median +0.27% -7.5-7-6-5-4-3-2-100.5 -1.5%-0.8%0%+0.8%+1.6%

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: -4.9–-4.8 (+1.55%, n=73) · Best balanced range: 0.1–0.5 (+0.17%, n=70) · Best 0.5 range: -3.0–-2.5 (+1.04%, n=539)

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 +0.54% +0.68% 59.3% +2.76% -2.40%
0 - 1 143 +0.08% +0.16% 53.1% +2.57% -2.71%
1 - 2 59 +0.13% +0.15% 50.8% +2.97% -2.70%
2 - 2.5 8 +0.71% +0.81% 62.5% +3.82% -2.44%
2.5 - 3 2 -1.01% -1.01% 0% +2.82% -3.30%
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 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 5581 +0.66% +50.44% 59% -2.42% 5269 +1.29% +60.02% 64.3% -2.97% 4961 +1.78% +59.08% 65.9% -3.38% 4460 +2.85% +66.82% 69.7% -3.90% 2893 +6.16% +72.62% 77.9% -5.36%
< 0 20D 5368 +0.68% +52.12% 59.3% -2.40% 5093 +1.29% +60.02% 64.4% -2.95% 4815 +1.80% +59.80% 66.2% -3.37% 4367 +2.87% +67.32% 70.2% -3.85% 2836 +6.22% +73.37% 78.3% -5.26%
0 - 1 20D 143 +0.16% +8.44% 53.1% -2.71% 122 +0.68% +29.27% 59% -3.46% 102 +0.75% +22.00% 58.8% -3.70% 65 -0.69% -22.39% 44.6% -6.30% 35 +4.93% +57.12% 62.9% -9.39%
1 - 2 10D 59 +0.15% +7.60% 50.8% -2.70% 44 +0.92% +41.37% 63.6% -3.40% 35 +1.11% +34.96% 60% -4.51% 21 +3.44% +81.69% 66.7% -5.31% 16 +1.29% +11.25% 56.3% -11.91%
2 - 2.5 n/a 8 +0.81% +63.04% 62.5% -2.44% 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 2 -1.01% -89.84% 0% -3.30% 2 +3.99% +196.10% 100% -3.47% 2 -1.85% -71.60% 0% -3.57% 2 -3.41% -90.93% 0% -4.52% 2 +5.66% +66.32% 50% -7.58%
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 70 +0.05% -0.80% 50% -2.83% 54 +1.69% +80.18% 66.7% -3.53% 44 +0.61% +16.96% 56.8% -4.64% 28 +1.74% +38.85% 53.6% -6.99% 22 +0.37% -0.34% 50% -11.74%
downOpp > 2 n/a 11 -0.13% -15.92% 45.5% -3.56% 10 +3.13% +152.75% 80% -4.12% 9 -0.94% -38.84% 44.4% -5.18% 7 -4.65% -122.18% 14.3% -12.03% 6 -1.60% -25.16% 33.3% -11.26%
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 5581 +0.53% +0.66% 59% +2.76% -2.42%
Top 3 117 +0.68% +0.89% 62.4% +3.50% -3.16%
Top 5 195 +0.61% +0.90% 61% +3.32% -3.02%
Top 10 390 +0.43% +0.65% 59% +2.96% -2.84%
Top 20 780 +0.41% +0.62% 57.8% +2.80% -2.66%
Top 50 1950 +0.47% +0.65% 59.1% +2.79% -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 5237 +2.00% 5% +0.38% +2.00% 67.6% 56.3% 10.8% +0.74%
0 - 1 122 +2.00% 4% +0.08% +1.49% 58.2% 49.2% 13.1% +0.21%
1 - 2 39 +3.00% 3% +0.49% +0.39% 51.3% 41% 12.8% +0.39%
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.
+6.00% -5.00% 4538 36 < 0 +0.55% +0.67% 59.3% 8.5% 11.1% 80.4% 1.07 +0.55% -5.00% +0.70%
+7.00% -5.00% 4538 36 < 0 +0.55% +0.66% 59.1% 5.3% 11.1% 83.5% 1.07 +0.55% -5.00% +0.70%
+7.50% -4.50% 4538 36 < 0 +0.55% +0.64% 58.7% 4.1% 13.9% 82.1% 1.09 +0.55% -4.50% +0.70%
+7.50% -5.00% 4538 36 < 0 +0.55% +0.66% 59.1% 4.1% 11.1% 84.8% 1.07 +0.55% -5.00% +0.70%
+8.00% -5.00% 4538 36 < 0 +0.55% +0.66% 59.1% 3% 11.2% 85.9% 1.07 +0.55% -5.00% +0.70%
+8.50% -5.00% 4538 36 < 0 +0.55% +0.66% 59.1% 2.5% 11.2% 86.4% 1.07 +0.55% -5.00% +0.70%
+9.00% -5.00% 4538 36 < 0 +0.55% +0.66% 59% 1.9% 11.2% 86.9% 1.07 +0.55% -5.00% +0.70%
+5.50% -5.00% 4538 36 < 0 +0.54% +0.67% 59.3% 11% 11.1% 77.9% 1.06 +0.54% -5.00% +0.70%
+6.00% -4.50% 4538 36 < 0 +0.54% +0.65% 58.9% 8.5% 13.8% 77.7% 1.07 +0.54% -4.50% +0.70%
+6.50% -4.50% 4538 36 < 0 +0.54% +0.64% 58.8% 6.5% 13.8% 79.7% 1.08 +0.54% -4.50% +0.70%
+6.50% -5.00% 4538 36 < 0 +0.54% +0.66% 59.2% 6.5% 11.1% 82.4% 1.07 +0.54% -5.00% +0.70%
+7.00% -4.50% 4538 36 < 0 +0.54% +0.64% 58.7% 5.3% 13.9% 80.8% 1.08 +0.54% -4.50% +0.70%
+8.00% -4.50% 4538 36 < 0 +0.54% +0.64% 58.7% 3% 13.9% 83.2% 1.08 +0.54% -4.50% +0.70%
+8.50% -4.50% 4538 36 < 0 +0.54% +0.64% 58.7% 2.4% 13.9% 83.7% 1.09 +0.54% -4.50% +0.70%
+9.00% -4.50% 4538 36 < 0 +0.54% +0.64% 58.6% 1.9% 13.9% 84.2% 1.08 +0.54% -4.50% +0.70%
+4.50% -5.00% 4538 36 < 0 +0.53% +0.74% 59.8% 18.5% 10.9% 70.6% 1.03 +0.53% -5.00% +0.70%
+5.00% -5.00% 4538 36 < 0 +0.53% +0.69% 59.5% 14.1% 11% 74.9% 1.04 +0.53% -5.00% +0.70%
+5.50% -4.50% 4538 36 < 0 +0.53% +0.66% 58.9% 11% 13.8% 75.2% 1.07 +0.53% -4.50% +0.70%
+7.50% -4.00% 4538 36 < 0 +0.53% +0.61% 58% 4% 17.7% 78.3% 1.1 +0.53% -4.00% +0.70%
+4.50% -4.50% 4538 36 < 0 +0.52% +0.71% 59.4% 18.4% 13.6% 68% 1.05 +0.52% -4.50% +0.70%
+5.00% -4.50% 4538 36 < 0 +0.52% +0.67% 59.1% 14% 13.7% 72.3% 1.06 +0.52% -4.50% +0.70%
+6.00% -4.00% 4538 36 < 0 +0.52% +0.62% 58.1% 8.4% 17.7% 73.9% 1.09 +0.52% -4.00% +0.70%
+6.50% -4.00% 4538 36 < 0 +0.52% +0.62% 58% 6.4% 17.7% 75.8% 1.1 +0.52% -4.00% +0.70%
+7.00% -4.00% 4538 36 < 0 +0.52% +0.61% 58% 5.2% 17.7% 77% 1.1 +0.52% -4.00% +0.70%
+8.00% -4.00% 4538 36 < 0 +0.52% +0.61% 58% 2.9% 17.8% 79.4% 1.1 +0.52% -4.00% +0.70%
+8.50% -4.00% 4538 36 < 0 +0.52% +0.61% 58% 2.4% 17.8% 79.9% 1.1 +0.52% -4.00% +0.70%
+9.00% -4.00% 4538 36 < 0 +0.52% +0.61% 57.9% 1.8% 17.8% 80.4% 1.1 +0.52% -4.00% +0.70%
+5.50% -4.00% 4538 36 < 0 +0.51% +0.62% 58.2% 10.9% 17.7% 71.4% 1.08 +0.51% -4.00% +0.70%
+3.50% -5.00% 4538 36 < 0 +0.50% +0.87% 61.2% 29% 10.6% 60.4% 0.97 +0.50% -5.00% +0.70%
+4.00% -5.00% 4538 36 < 0 +0.50% +0.78% 60.1% 22.7% 10.9% 66.4% 1 +0.50% -5.00% +0.70%
+4.50% -4.00% 4538 36 < 0 +0.50% +0.67% 58.6% 18.3% 17.4% 64.3% 1.06 +0.50% -4.00% +0.70%
+5.00% -4.00% 4538 36 < 0 +0.50% +0.64% 58.3% 13.9% 17.6% 68.5% 1.08 +0.50% -4.00% +0.70%
+3.50% -4.50% 4538 36 < 0 +0.49% +0.86% 60.8% 28.9% 13.1% 58% 0.98 +0.49% -4.50% +0.70%
+4.00% -4.50% 4538 36 < 0 +0.49% +0.76% 59.7% 22.6% 13.5% 63.9% 1.01 +0.49% -4.50% +0.70%
+7.50% -3.50% 4538 36 < 0 +0.49% +0.56% 56.5% 4% 22.7% 73.3% 1.14 +0.49% -3.50% +0.70%
+6.00% -3.50% 4538 36 < 0 +0.48% +0.56% 56.7% 8.4% 22.7% 69% 1.12 +0.48% -3.50% +0.70%
+6.50% -3.50% 4538 36 < 0 +0.48% +0.56% 56.6% 6.4% 22.7% 70.9% 1.13 +0.48% -3.50% +0.70%
+7.00% -3.50% 4538 36 < 0 +0.48% +0.56% 56.5% 5.2% 22.7% 72.1% 1.13 +0.48% -3.50% +0.70%
+8.00% -3.50% 4538 36 < 0 +0.48% +0.55% 56.5% 2.9% 22.8% 74.4% 1.14 +0.48% -3.50% +0.70%
+8.50% -3.50% 4538 36 < 0 +0.48% +0.55% 56.5% 2.4% 22.8% 74.9% 1.14 +0.48% -3.50% +0.70%
+9.00% -3.50% 4538 36 < 0 +0.48% +0.54% 56.4% 1.8% 22.8% 75.4% 1.14 +0.48% -3.50% +0.70%
+3.00% -5.00% 4538 36 < 0 +0.47% +1.01% 62.3% 36.7% 10.5% 52.8% 0.91 +0.47% -5.00% +0.70%
+3.50% -4.00% 4538 36 < 0 +0.47% +0.83% 60% 28.7% 16.7% 54.5% 1 +0.47% -4.00% +0.70%
+4.00% -4.00% 4538 36 < 0 +0.47% +0.72% 59% 22.5% 17.2% 60.3% 1.03 +0.47% -4.00% +0.70%
+5.50% -3.50% 4538 36 < 0 +0.47% +0.56% 56.7% 10.8% 22.7% 66.6% 1.12 +0.47% -3.50% +0.70%
+3.00% -4.50% 4538 36 < 0 +0.46% +0.99% 61.9% 36.6% 13% 50.5% 0.92 +0.46% -4.50% +0.70%
+4.50% -3.50% 4538 36 < 0 +0.46% +0.61% 57.2% 18.1% 22.3% 59.6% 1.09 +0.46% -3.50% +0.70%
+5.00% -3.50% 4538 36 < 0 +0.46% +0.57% 56.9% 13.8% 22.6% 63.7% 1.11 +0.46% -3.50% +0.70%
+7.00% -3.00% 4538 36 < 0 +0.45% +0.43% 54.6% 5% 28.9% 66.1% 1.2 +0.45% -3.00% +0.70%
+7.50% -3.00% 4538 36 < 0 +0.45% +0.43% 54.6% 3.9% 28.9% 67.3% 1.2 +0.45% -3.00% +0.70%
+8.00% -3.00% 4538 36 < 0 +0.45% +0.42% 54.5% 2.8% 28.9% 68.3% 1.2 +0.45% -3.00% +0.70%
+8.50% -3.00% 4538 36 < 0 +0.45% +0.42% 54.5% 2.3% 28.9% 68.8% 1.2 +0.45% -3.00% +0.70%
+3.00% -4.00% 4538 36 < 0 +0.44% +0.95% 61.2% 36.3% 16.5% 47.2% 0.93 +0.44% -4.00% +0.70%
+5.50% -3.00% 4538 36 < 0 +0.44% +0.43% 54.8% 10.6% 28.8% 60.6% 1.18 +0.44% -3.00% +0.70%
+6.00% -3.00% 4538 36 < 0 +0.44% +0.43% 54.7% 8.2% 28.8% 63% 1.19 +0.44% -3.00% +0.70%
+6.50% -3.00% 4538 36 < 0 +0.44% +0.43% 54.6% 6.2% 28.9% 64.9% 1.19 +0.44% -3.00% +0.70%
+9.00% -3.00% 4538 36 < 0 +0.44% +0.42% 54.5% 1.7% 28.9% 69.3% 1.2 +0.44% -3.00% +0.70%
+3.50% -3.50% 4538 36 < 0 +0.43% +0.76% 58.6% 28.3% 21.6% 50.1% 1.02 +0.43% -3.50% +0.70%
+4.00% -3.50% 4538 36 < 0 +0.43% +0.64% 57.6% 22.2% 22.2% 55.7% 1.06 +0.43% -3.50% +0.70%
+4.50% -3.00% 4538 36 < 0 +0.43% +0.50% 55.3% 17.8% 28.4% 53.8% 1.15 +0.43% -3.00% +0.70%
+5.00% -3.00% 4538 36 < 0 +0.43% +0.45% 54.9% 13.6% 28.7% 57.8% 1.17 +0.43% -3.00% +0.70%
+3.00% -3.50% 4538 36 < 0 +0.40% +0.87% 59.6% 35.6% 21.2% 43.2% 0.96 +0.40% -3.50% +0.70%
+3.50% -3.00% 4538 36 < 0 +0.40% +0.63% 56.7% 27.9% 27.7% 44.5% 1.07 +0.40% -3.00% +0.70%
+4.00% -3.00% 4538 36 < 0 +0.40% +0.53% 55.6% 21.9% 28.3% 49.9% 1.12 +0.40% -3.00% +0.70%
+3.00% -3.00% 4538 36 < 0 +0.36% +0.77% 57.7% 35% 27.2% 37.7% 1.01 +0.36% -3.00% +0.70%

Threshold performance

Filter n Avg return Median return 歷史相似情境上漲比例 Avg runup Avg drawdown
all 5581 +0.53% +0.66% 59% +2.76% -2.42%
downOpp > 1 70 -0.02% +0.05% 50% +3.04% -2.83%
downOpp > 2 11 -0.80% -0.13% 45.5% +3.43% -3.56%
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%
2026-10-02 US.PTC Information Technology -4.062 +0.73% -34.42% -33.25% -36.12%
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%

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