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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 5733
Trade dates 40
Best stable plateau n/a
Best balanced range 0.1–0.5
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 2026-08-09 → 2026-10-08

Study results

2026-10-08 · 60D window

5733 rows with outcomes 1501 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 +0.47%
Baseline win rate 58.3%
Baseline runup +2.73%
Baseline drawdown -2.44%

Median return curve (reliable Opp span, step 0.1)

-7.1–-7.0 · n=22 · median +1.65% -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=66 · median +0.13% -5.8–-5.7 · n=56 · median +0.49% -5.7–-5.6 · n=56 · 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=51 · median +0.07% -5.3–-5.2 · n=63 · median +0.45% -5.2–-5.1 · n=75 · median +1.05% -5.1–-5.0 · n=65 · median +0.46% -5.0–-4.9 · n=90 · median +0.8% -4.9–-4.8 · n=73 · median +1.55% -4.8–-4.7 · n=84 · median +0.86% -4.7–-4.6 · n=81 · median +0.45% -4.6–-4.5 · n=100 · median +0.84% -4.5–-4.4 · n=94 · median +0.88% -4.4–-4.3 · n=117 · median +1.26% -4.3–-4.2 · n=90 · median +0.34% -4.2–-4.1 · n=99 · median +0.73% -4.1–-4.0 · n=110 · median +0.22% -4.0–-3.9 · n=104 · median +0.63% -3.9–-3.8 · n=90 · median +1.26% -3.8–-3.7 · n=96 · median +1.25% -3.7–-3.6 · n=109 · median +0.77% -3.6–-3.5 · n=127 · median +0.56% -3.5–-3.4 · n=146 · median +0.4% -3.4–-3.3 · n=118 · median +1.3% -3.3–-3.2 · n=139 · median +0.71% -3.2–-3.1 · n=97 · median +0.33% -3.1–-3.0 · n=132 · median +0.82% -3.0–-2.9 · n=105 · median +0.74% -2.9–-2.8 · n=105 · median +1.38% -2.8–-2.7 · n=105 · median +1.16% -2.7–-2.6 · n=129 · median +0.95% -2.6–-2.5 · n=106 · median +1% -2.5–-2.4 · n=123 · median -0.03% -2.4–-2.3 · n=119 · median +0.3% -2.3–-2.2 · n=97 · median +0.92% -2.2–-2.1 · n=102 · median +0.4% -2.1–-2.0 · n=101 · median +0.78% -2.0–-1.9 · n=95 · median +1.46% -1.9–-1.8 · n=97 · median +0.27% -1.8–-1.7 · n=84 · median -0.03% -1.7–-1.6 · n=90 · median +0.21% -1.6–-1.5 · n=85 · median +0.94% -1.5–-1.4 · n=71 · median -0.06% -1.4–-1.3 · n=77 · median +1.18% -1.3–-1.2 · n=68 · median +0.5% -1.2–-1.1 · n=68 · median +0.19% -1.1–-1.0 · n=67 · median +0.6% -1.0–-0.9 · n=68 · median +0.3% -0.9–-0.8 · n=64 · median +0.08% -0.8–-0.7 · n=62 · median +0.18% -0.7–-0.6 · n=43 · median -0.2% -0.6–-0.5 · n=52 · median +0.79% -0.5–-0.4 · n=47 · median +0.18% -0.4–-0.3 · n=29 · median +0.54% -0.3–-0.2 · n=41 · median +0.36% -0.2–-0.1 · n=34 · median +0.39% -0.1–0.0 · n=25 · median +0.61% 0.0–0.1 · n=28 · median -1.46% 0.1–0.2 · n=23 · median +0.67% -7.5-7-6-5-4-3-2-100.5 -1.6%-0.8%0%+0.8%+1.7%

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 (+1.65%, n=22) · Best balanced range: 0.1–0.5 (+0.12%, n=75) · Best 0.5 range: -3.0–-2.5 (+1%, n=550)

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 5504 +0.49% +0.63% 58.6% +2.74% -2.42%
0 - 1 154 -0.10% +0.04% 50.6% +2.47% -2.76%
1 - 2 64 0.00% -0.06% 48.4% +2.87% -2.65%
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 5733 +0.61% +46.24% 58.3% -2.44% 5424 +1.20% +55.48% 63.1% -3.00% 5113 +1.71% +56.56% 65% -3.41% 4625 +2.69% +62.79% 68.7% -3.92% 3054 +5.93% +69.72% 77.5% -5.39%
< 0 20D 5504 +0.63% +47.92% 58.6% -2.42% 5233 +1.21% +55.98% 63.3% -2.98% 4958 +1.74% +57.64% 65.3% -3.40% 4512 +2.74% +64.05% 69.3% -3.87% 2996 +5.97% +70.22% 77.9% -5.29%
0 - 1 20D 154 +0.04% -1.64% 50.6% -2.76% 130 +0.58% +24.23% 58.5% -3.45% 107 +0.66% +18.76% 57.9% -3.66% 78 -0.19% -9.79% 47.4% -5.66% 36 +4.42% +50.69% 61.1% -9.93%
1 - 2 10D 64 -0.06% -10.04% 48.4% -2.65% 51 +0.69% +29.78% 56.9% -3.38% 38 +1.07% +33.52% 57.9% -4.23% 28 +1.83% +41.12% 57.1% -5.02% 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% 7 +0.18% +1.48% 57.1% -3.75% 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 75 -0.07% -10.88% 48% -2.79% 61 +0.97% +43.89% 60.7% -3.50% 48 +0.19% +1.84% 54.2% -4.39% 35 -0.47% -16.84% 48.6% -6.42% 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% 10 -1.85% -71.60% 40% -4.97% 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 5733 +0.47% +0.61% 58.3% +2.73% -2.44%
Top 3 120 +0.61% +0.72% 61.7% +3.46% -3.15%
Top 5 200 +0.55% +0.85% 60% +3.28% -3.00%
Top 10 400 +0.35% +0.57% 57.8% +2.92% -2.85%
Top 20 800 +0.34% +0.57% 56.9% +2.77% -2.67%
Top 50 2000 +0.40% +0.60% 58.2% +2.75% -2.49%

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 5373 +2.00% 5% +0.34% +2.00% 66.9% 55.8% 10.9% +0.67%
0 - 1 133 +2.00% 4% -0.10% +0.84% 54.9% 46.6% 13.5% +0.03%
1 - 2 44 +3.00% 3% +0.47% +0.54% 52.3% 43.2% 11.4% -0.06%
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.
+7.50% -5.00% 4674 37 < 0 +0.50% +0.61% 58.3% 4.1% 11.2% 84.7% 1.06 +0.50% -5.00% +0.64%
+6.00% -5.00% 4674 37 < 0 +0.49% +0.61% 58.5% 8.4% 11.1% 80.4% 1.05 +0.49% -5.00% +0.64%
+6.50% -5.00% 4674 37 < 0 +0.49% +0.61% 58.4% 6.4% 11.2% 82.4% 1.05 +0.49% -5.00% +0.64%
+7.00% -4.50% 4674 37 < 0 +0.49% +0.60% 57.9% 5.2% 14% 80.7% 1.07 +0.49% -4.50% +0.64%
+7.00% -5.00% 4674 37 < 0 +0.49% +0.61% 58.3% 5.3% 11.2% 83.5% 1.05 +0.49% -5.00% +0.64%
+7.50% -4.50% 4674 37 < 0 +0.49% +0.60% 57.9% 4% 14% 81.9% 1.07 +0.49% -4.50% +0.64%
+8.00% -5.00% 4674 37 < 0 +0.49% +0.61% 58.3% 2.9% 11.2% 85.8% 1.05 +0.49% -5.00% +0.64%
+8.50% -4.50% 4674 37 < 0 +0.49% +0.60% 57.9% 2.4% 14.1% 83.5% 1.07 +0.49% -4.50% +0.64%
+8.50% -5.00% 4674 37 < 0 +0.49% +0.61% 58.3% 2.4% 11.2% 86.3% 1.06 +0.49% -5.00% +0.64%
+9.00% -5.00% 4674 37 < 0 +0.49% +0.60% 58.2% 1.9% 11.2% 86.9% 1.05 +0.49% -5.00% +0.64%
+4.50% -5.00% 4674 37 < 0 +0.48% +0.67% 59% 18.3% 11% 70.7% 1.02 +0.48% -5.00% +0.64%
+5.00% -5.00% 4674 37 < 0 +0.48% +0.63% 58.7% 13.8% 11.1% 75% 1.03 +0.48% -5.00% +0.64%
+5.50% -4.50% 4674 37 < 0 +0.48% +0.61% 58.1% 10.8% 14% 75.2% 1.05 +0.48% -4.50% +0.64%
+5.50% -5.00% 4674 37 < 0 +0.48% +0.62% 58.5% 10.8% 11.1% 78% 1.04 +0.48% -5.00% +0.64%
+6.00% -4.50% 4674 37 < 0 +0.48% +0.60% 58.1% 8.4% 14% 77.6% 1.06 +0.48% -4.50% +0.64%
+6.50% -4.50% 4674 37 < 0 +0.48% +0.60% 58% 6.4% 14% 79.6% 1.07 +0.48% -4.50% +0.64%
+8.00% -4.50% 4674 37 < 0 +0.48% +0.60% 57.9% 2.9% 14.1% 83% 1.07 +0.48% -4.50% +0.64%
+9.00% -4.50% 4674 37 < 0 +0.48% +0.59% 57.9% 1.8% 14.1% 84.1% 1.07 +0.48% -4.50% +0.64%
+4.50% -4.50% 4674 37 < 0 +0.47% +0.65% 58.6% 18.2% 13.7% 68% 1.04 +0.47% -4.50% +0.64%
+5.00% -4.50% 4674 37 < 0 +0.47% +0.62% 58.3% 13.8% 13.9% 72.3% 1.04 +0.47% -4.50% +0.64%
+6.00% -4.00% 4674 37 < 0 +0.47% +0.57% 57.4% 8.3% 17.9% 73.8% 1.08 +0.47% -4.00% +0.64%
+7.00% -4.00% 4674 37 < 0 +0.47% +0.56% 57.2% 5.2% 18% 76.9% 1.09 +0.47% -4.00% +0.64%
+7.50% -4.00% 4674 37 < 0 +0.47% +0.56% 57.2% 4% 18% 78.1% 1.09 +0.47% -4.00% +0.64%
+8.00% -4.00% 4674 37 < 0 +0.47% +0.56% 57.2% 2.8% 18% 79.2% 1.09 +0.47% -4.00% +0.64%
+8.50% -4.00% 4674 37 < 0 +0.47% +0.56% 57.2% 2.4% 18% 79.7% 1.09 +0.47% -4.00% +0.64%
+5.50% -4.00% 4674 37 < 0 +0.46% +0.58% 57.4% 10.7% 17.9% 71.4% 1.07 +0.46% -4.00% +0.64%
+6.50% -4.00% 4674 37 < 0 +0.46% +0.57% 57.3% 6.3% 17.9% 75.7% 1.08 +0.46% -4.00% +0.64%
+9.00% -4.00% 4674 37 < 0 +0.46% +0.56% 57.1% 1.8% 18% 80.2% 1.09 +0.46% -4.00% +0.64%
+3.50% -5.00% 4674 37 < 0 +0.45% +0.83% 60.4% 28.7% 10.7% 60.6% 0.96 +0.45% -5.00% +0.64%
+4.50% -4.00% 4674 37 < 0 +0.45% +0.62% 57.9% 18.1% 17.6% 64.3% 1.05 +0.45% -4.00% +0.64%
+5.00% -4.00% 4674 37 < 0 +0.45% +0.60% 57.6% 13.7% 17.8% 68.5% 1.06 +0.45% -4.00% +0.64%
+3.50% -4.50% 4674 37 < 0 +0.44% +0.80% 60% 28.6% 13.3% 58.1% 0.97 +0.44% -4.50% +0.64%
+4.00% -4.50% 4674 37 < 0 +0.44% +0.68% 59% 22.4% 13.6% 64% 1 +0.44% -4.50% +0.64%
+4.00% -5.00% 4674 37 < 0 +0.44% +0.71% 59.3% 22.4% 11% 66.6% 0.99 +0.44% -5.00% +0.64%
+7.50% -3.50% 4674 37 < 0 +0.44% +0.49% 55.8% 3.9% 23% 73% 1.13 +0.44% -3.50% +0.64%
+3.50% -4.00% 4674 37 < 0 +0.43% +0.77% 59.3% 28.4% 17% 54.6% 0.98 +0.43% -4.00% +0.64%
+6.00% -3.50% 4674 37 < 0 +0.43% +0.50% 55.9% 8.2% 23% 68.8% 1.11 +0.43% -3.50% +0.64%
+6.50% -3.50% 4674 37 < 0 +0.43% +0.49% 55.8% 6.2% 23% 70.7% 1.11 +0.43% -3.50% +0.64%
+7.00% -3.50% 4674 37 < 0 +0.43% +0.49% 55.8% 5.1% 23% 71.9% 1.12 +0.43% -3.50% +0.64%
+8.00% -3.50% 4674 37 < 0 +0.43% +0.49% 55.7% 2.8% 23.1% 74.1% 1.12 +0.43% -3.50% +0.64%
+8.50% -3.50% 4674 37 < 0 +0.43% +0.49% 55.7% 2.3% 23.1% 74.6% 1.12 +0.43% -3.50% +0.64%
+9.00% -3.50% 4674 37 < 0 +0.43% +0.48% 55.7% 1.8% 23.1% 75.2% 1.12 +0.43% -3.50% +0.64%
+3.00% -5.00% 4674 37 < 0 +0.42% +0.95% 61.5% 36.2% 10.6% 53.2% 0.9 +0.42% -5.00% +0.64%
+4.00% -4.00% 4674 37 < 0 +0.42% +0.65% 58.3% 22.2% 17.5% 60.3% 1.02 +0.42% -4.00% +0.64%
+5.50% -3.50% 4674 37 < 0 +0.42% +0.50% 55.9% 10.5% 23% 66.5% 1.1 +0.42% -3.50% +0.64%
+3.00% -4.50% 4674 37 < 0 +0.41% +0.93% 61.1% 36.1% 13.2% 50.7% 0.91 +0.41% -4.50% +0.64%
+4.50% -3.50% 4674 37 < 0 +0.41% +0.56% 56.5% 17.8% 22.6% 59.5% 1.08 +0.41% -3.50% +0.64%
+5.00% -3.50% 4674 37 < 0 +0.41% +0.52% 56.1% 13.5% 22.9% 63.6% 1.09 +0.41% -3.50% +0.64%
+3.00% -4.00% 4674 37 < 0 +0.40% +0.89% 60.4% 35.9% 16.7% 47.4% 0.93 +0.40% -4.00% +0.64%
+7.00% -3.00% 4674 37 < 0 +0.40% +0.37% 53.9% 4.9% 29.4% 65.7% 1.18 +0.40% -3.00% +0.64%
+7.50% -3.00% 4674 37 < 0 +0.40% +0.37% 53.9% 3.8% 29.4% 66.8% 1.19 +0.40% -3.00% +0.64%
+8.00% -3.00% 4674 37 < 0 +0.40% +0.37% 53.8% 2.7% 29.4% 67.9% 1.18 +0.40% -3.00% +0.64%
+8.50% -3.00% 4674 37 < 0 +0.40% +0.37% 53.8% 2.2% 29.4% 68.4% 1.19 +0.40% -3.00% +0.64%
+3.50% -3.50% 4674 37 < 0 +0.39% +0.68% 57.8% 27.9% 22% 50.1% 1.01 +0.39% -3.50% +0.64%
+5.50% -3.00% 4674 37 < 0 +0.39% +0.39% 54% 10.4% 29.3% 60.3% 1.17 +0.39% -3.00% +0.64%
+6.00% -3.00% 4674 37 < 0 +0.39% +0.38% 54% 8% 29.3% 62.7% 1.18 +0.39% -3.00% +0.64%
+6.50% -3.00% 4674 37 < 0 +0.39% +0.37% 53.9% 6.1% 29.4% 64.6% 1.18 +0.39% -3.00% +0.64%
+9.00% -3.00% 4674 37 < 0 +0.39% +0.36% 53.8% 1.7% 29.4% 68.9% 1.18 +0.39% -3.00% +0.64%
+4.00% -3.50% 4674 37 < 0 +0.38% +0.58% 56.8% 21.9% 22.5% 55.6% 1.05 +0.38% -3.50% +0.64%
+4.50% -3.00% 4674 37 < 0 +0.38% +0.43% 54.6% 17.5% 28.9% 53.6% 1.14 +0.38% -3.00% +0.64%
+5.00% -3.00% 4674 37 < 0 +0.38% +0.40% 54.2% 13.3% 29.2% 57.5% 1.15 +0.38% -3.00% +0.64%
+3.00% -3.50% 4674 37 < 0 +0.36% +0.82% 58.9% 35.2% 21.5% 43.3% 0.95 +0.36% -3.50% +0.64%
+3.50% -3.00% 4674 37 < 0 +0.35% +0.56% 55.9% 27.5% 28.2% 44.3% 1.07 +0.35% -3.00% +0.64%
+4.00% -3.00% 4674 37 < 0 +0.35% +0.46% 54.9% 21.6% 28.8% 49.7% 1.11 +0.35% -3.00% +0.64%
+3.00% -3.00% 4674 37 < 0 +0.32% +0.68% 57% 34.6% 27.7% 37.7% 1 +0.32% -3.00% +0.64%

Threshold performance

Filter n Avg return Median return 歷史相似情境上漲比例 Avg runup Avg drawdown
all 5733 +0.47% +0.61% 58.3% +2.73% -2.44%
downOpp > 1 75 -0.12% -0.07% 48% +2.95% -2.79%
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.