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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 5888
Trade dates 41
Best stable plateau n/a
Best balanced range 0.2–0.5
Best 0.5 range -4.9–-4.4
Best 0.1 bin -7.1–-7.0
Best bucket < 0
Best threshold downOpp > 1
Best Top-N Top 3
Window 2026-08-10 → 2026-10-09

Study results

2026-10-09 · 60D window

5888 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: 0.2–0.5 · Best 0.5 range: -4.9–-4.4 (in-sample diagnostics only)

Baseline avg return +0.43%
Baseline win rate 57.6%
Baseline runup +2.73%
Baseline drawdown -2.44%

Median return curve (reliable Opp span, step 0.1)

-7.1–-7.0 · n=24 · median +1.65% -7.0–-6.9 · n=23 · median +0.18% -6.9–-6.8 · n=26 · median +0.05% -6.8–-6.7 · n=28 · median +0.81% -6.7–-6.6 · n=27 · median -0.69% -6.6–-6.5 · n=29 · median +0.21% -6.5–-6.4 · n=30 · median +1.28% -6.4–-6.3 · n=23 · median -0.06% -6.3–-6.2 · n=41 · median +0.79% -6.2–-6.1 · n=40 · median -0.16% -6.1–-6.0 · n=52 · median -0.17% -6.0–-5.9 · n=39 · median +0.12% -5.9–-5.8 · n=54 · median +0.8% -5.8–-5.7 · n=58 · median -0.02% -5.7–-5.6 · n=51 · median +0.85% -5.6–-5.5 · n=60 · median +0.97% -5.5–-5.4 · n=53 · median +0.44% -5.4–-5.3 · n=49 · median +0.56% -5.3–-5.2 · n=69 · median +0.45% -5.2–-5.1 · n=81 · median +0.86% -5.1–-5.0 · n=66 · median +0.51% -5.0–-4.9 · n=89 · median +0.52% -4.9–-4.8 · n=80 · median +1.53% -4.8–-4.7 · n=90 · median +1.1% -4.7–-4.6 · n=81 · median +0.23% -4.6–-4.5 · n=97 · median +0.88% -4.5–-4.4 · n=97 · median +0.73% -4.4–-4.3 · n=118 · median +1.09% -4.3–-4.2 · n=77 · median +0.09% -4.2–-4.1 · n=100 · median +0.84% -4.1–-4.0 · n=113 · median +0.23% -4.0–-3.9 · n=112 · median +0.36% -3.9–-3.8 · n=97 · median +1.14% -3.8–-3.7 · n=97 · median +0.74% -3.7–-3.6 · n=118 · median +0.89% -3.6–-3.5 · n=126 · median +0.62% -3.5–-3.4 · n=140 · median +0.36% -3.4–-3.3 · n=128 · median +0.99% -3.3–-3.2 · n=155 · median +0.61% -3.2–-3.1 · n=101 · median +0.86% -3.1–-3.0 · n=122 · median +0.92% -3.0–-2.9 · n=112 · median +0.66% -2.9–-2.8 · n=110 · median +1.3% -2.8–-2.7 · n=111 · median +0.61% -2.7–-2.6 · n=129 · median +0.89% -2.6–-2.5 · n=100 · median +0.94% -2.5–-2.4 · n=122 · median +0.17% -2.4–-2.3 · n=131 · median +0.13% -2.3–-2.2 · n=104 · median +0.82% -2.2–-2.1 · n=99 · median +0.63% -2.1–-2.0 · n=97 · median +0.6% -2.0–-1.9 · n=96 · median +1.23% -1.9–-1.8 · n=96 · median +0.62% -1.8–-1.7 · n=89 · median +0.24% -1.7–-1.6 · n=104 · median +0.02% -1.6–-1.5 · n=92 · median +0.75% -1.5–-1.4 · n=77 · median -0.16% -1.4–-1.3 · n=80 · median +0.8% -1.3–-1.2 · n=72 · median +0.85% -1.2–-1.1 · n=73 · median +0.53% -1.1–-1.0 · n=68 · median +0.45% -1.0–-0.9 · n=77 · median +0.2% -0.9–-0.8 · n=66 · median +0.05% -0.8–-0.7 · n=71 · median +0.08% -0.7–-0.6 · n=54 · median -0.66% -0.6–-0.5 · n=50 · median +0.3% -0.5–-0.4 · n=49 · median +0.43% -0.4–-0.3 · n=26 · median +0.74% -0.3–-0.2 · n=40 · median +0.35% -0.2–-0.1 · n=41 · median +0.07% -0.1–0.0 · n=25 · median -0.24% 0.0–0.1 · n=28 · median -1.4% 0.1–0.2 · n=25 · median -0.14% 0.2–0.3 · n=21 · median +0.28% -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=24) · Best balanced range: 0.2–0.5 (+0.12%, n=55) · Best 0.5 range: -4.9–-4.4 (+0.91%, n=445)

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 5650 +0.45% +0.60% 57.9% +2.73% -2.43%
0 - 1 162 -0.15% +0.08% 51.2% +2.50% -2.87%
1 - 2 62 +0.36% -0.06% 48.4% +3.02% -2.31%
2 - 2.5 6 +1.37% +1.03% 66.7% +3.26% -2.39%
2.5 - 3 5 -1.30% -1.90% 20% +3.96% -2.91%
3 - 3.5 2 -0.01% -0.01% 50% +3.89% -1.25%
3.5 - 4 1 -12.42% -12.42% 0% +1.47% -13.05%
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 5888 +0.57% +42.88% 57.6% -2.44% 5580 +1.12% +51.45% 62% -3.05% 5268 +1.58% +51.88% 63.9% -3.47% 4788 +2.57% +59.76% 68% -3.93% 3211 +5.81% +68.21% 77% -5.38%
< 0 20D 5650 +0.60% +45.40% 57.9% -2.43% 5364 +1.15% +52.96% 62.2% -3.03% 5089 +1.64% +54.04% 64.3% -3.45% 4657 +2.60% +60.52% 68.5% -3.89% 3152 +5.85% +68.71% 77.4% -5.28%
0 - 1 20D 162 +0.08% +1.72% 51.2% -2.87% 147 +0.25% +7.60% 54.4% -3.64% 126 +0.17% +1.12% 52.4% -4.03% 91 -0.69% -22.39% 46.2% -5.42% 38 +2.53% +26.88% 57.9% -10.76%
1 - 2 10D 62 -0.06% -10.04% 48.4% -2.31% 55 -0.15% -12.56% 49.1% -3.12% 40 +1.07% +33.52% 55% -3.74% 28 +3.21% +75.89% 64.3% -4.02% 12 +1.57% +14.78% 66.7% -7.84%
2 - 2.5 n/a 6 +1.03% +81.52% 66.7% -2.39% 6 +2.33% +112.43% 66.7% -3.39% 5 -2.77% -104.72% 40% -3.96% 4 +2.01% +45.65% 50% -13.19% 1 -2.76% -39.78% 0% -12.19%
2.5 - 3 n/a 5 -1.90% -164.60% 20% -2.91% 5 +3.34% +163.34% 100% -3.21% 5 -0.94% -38.84% 40% -3.78% 5 -2.18% -59.94% 20% -4.92% 5 -0.44% -10.54% 40% -14.38%
3 - 3.5 n/a 2 -0.01% -5.84% 50% -1.25% 2 +6.32% +313.53% 100% -1.42% 2 +5.32% +186.52% 100% -1.42% 2 +7.42% +181.98% 50% -1.98% 2 +0.71% +3.95% 50% -10.63%
3.5 - 4 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%
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 10D 76 -0.10% -13.40% 47.4% -2.47% 69 +0.69% +29.78% 55.1% -3.29% 53 +0.18% +1.48% 52.8% -3.91% 40 +1.83% +41.12% 55% -5.33% 21 +1.18% +9.87% 52.4% -10.41%
downOpp > 2 n/a 14 -0.15% -17.60% 42.9% -3.17% 14 +3.33% +162.83% 78.6% -3.97% 13 -0.94% -38.84% 46.2% -4.45% 12 -1.69% -47.59% 33.3% -8.39% 9 -2.76% -39.78% 33.3% -13.85%
downOpp > 3 n/a 3 -0.16% -18.44% 33.3% -5.18% 3 +5.00% +247.00% 66.7% -6.39% 3 +0.19% +1.84% 66.7% -6.39% 3 -0.48% -17.10% 33.3% -7.75% 3 -5.31% -71.91% 33.3% -13.51%
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 5888 +0.43% +0.57% 57.6% +2.73% -2.44%
Top 3 123 +0.84% +0.89% 62.6% +3.61% -2.96%
Top 5 205 +0.58% +0.72% 59% +3.31% -3.00%
Top 10 410 +0.38% +0.51% 57.1% +2.96% -2.83%
Top 20 820 +0.33% +0.56% 56.5% +2.79% -2.64%
Top 50 2050 +0.36% +0.57% 57.6% +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 5519 +2.00% 5% +0.32% +2.00% 66.5% 55.5% 10.5% +0.63%
0 - 1 140 +2.00% 5% -0.07% +1.04% 55.7% 47.9% 13.6% +0.04%
1 - 2 37 +3.00% 5% +0.50% +0.39% 51.4% 43.2% 5.4% -0.13%
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% 4258 38 < 0 +0.45% +0.57% 57.5% 8.7% 11.5% 79.8% 1.05 +0.45% -5.00% +0.60%
+7.00% -5.00% 4258 38 < 0 +0.45% +0.56% 57.4% 5.4% 11.6% 83% 1.06 +0.45% -5.00% +0.60%
+7.50% -4.50% 4258 38 < 0 +0.45% +0.54% 56.9% 4.2% 14.5% 81.3% 1.08 +0.45% -4.50% +0.60%
+7.50% -5.00% 4258 38 < 0 +0.45% +0.56% 57.4% 4.2% 11.6% 84.2% 1.06 +0.45% -5.00% +0.60%
+8.00% -5.00% 4258 38 < 0 +0.45% +0.56% 57.3% 3% 11.6% 85.4% 1.06 +0.45% -5.00% +0.60%
+8.50% -4.50% 4258 38 < 0 +0.45% +0.54% 56.9% 2.5% 14.5% 83% 1.08 +0.45% -4.50% +0.60%
+8.50% -5.00% 4258 38 < 0 +0.45% +0.56% 57.3% 2.5% 11.6% 85.9% 1.06 +0.45% -5.00% +0.60%
+9.00% -5.00% 4258 38 < 0 +0.45% +0.56% 57.3% 1.9% 11.6% 86.5% 1.06 +0.45% -5.00% +0.60%
+6.00% -4.50% 4258 38 < 0 +0.44% +0.56% 57.1% 8.6% 14.5% 76.9% 1.06 +0.44% -4.50% +0.60%
+6.50% -4.50% 4258 38 < 0 +0.44% +0.55% 57% 6.6% 14.5% 78.9% 1.07 +0.44% -4.50% +0.60%
+6.50% -5.00% 4258 38 < 0 +0.44% +0.56% 57.4% 6.6% 11.6% 81.8% 1.05 +0.44% -5.00% +0.60%
+7.00% -4.50% 4258 38 < 0 +0.44% +0.54% 56.9% 5.4% 14.5% 80% 1.07 +0.44% -4.50% +0.60%
+8.00% -4.50% 4258 38 < 0 +0.44% +0.54% 56.9% 3% 14.5% 82.5% 1.07 +0.44% -4.50% +0.60%
+9.00% -4.50% 4258 38 < 0 +0.44% +0.54% 56.9% 1.9% 14.5% 83.6% 1.07 +0.44% -4.50% +0.60%
+4.50% -5.00% 4258 38 < 0 +0.43% +0.62% 58.1% 18.4% 11.4% 70.2% 1.02 +0.43% -5.00% +0.60%
+5.50% -4.50% 4258 38 < 0 +0.43% +0.56% 57.1% 11% 14.5% 74.5% 1.06 +0.43% -4.50% +0.60%
+5.50% -5.00% 4258 38 < 0 +0.43% +0.57% 57.6% 11% 11.5% 77.5% 1.04 +0.43% -5.00% +0.60%
+4.50% -4.50% 4258 38 < 0 +0.42% +0.60% 57.7% 18.3% 14.3% 67.4% 1.03 +0.42% -4.50% +0.60%
+5.00% -4.50% 4258 38 < 0 +0.42% +0.57% 57.3% 13.9% 14.4% 71.7% 1.04 +0.42% -4.50% +0.60%
+5.00% -5.00% 4258 38 < 0 +0.42% +0.58% 57.7% 13.9% 11.5% 74.6% 1.03 +0.42% -5.00% +0.60%
+6.00% -4.00% 4258 38 < 0 +0.42% +0.52% 56.2% 8.5% 18.7% 72.8% 1.08 +0.42% -4.00% +0.60%
+7.00% -4.00% 4258 38 < 0 +0.42% +0.50% 56.1% 5.3% 18.7% 75.9% 1.09 +0.42% -4.00% +0.60%
+7.50% -4.00% 4258 38 < 0 +0.42% +0.50% 56.1% 4.1% 18.7% 77.2% 1.09 +0.42% -4.00% +0.60%
+8.00% -4.00% 4258 38 < 0 +0.42% +0.50% 56.1% 2.9% 18.7% 78.4% 1.09 +0.42% -4.00% +0.60%
+8.50% -4.00% 4258 38 < 0 +0.42% +0.50% 56.1% 2.4% 18.7% 78.9% 1.09 +0.42% -4.00% +0.60%
+5.50% -4.00% 4258 38 < 0 +0.41% +0.52% 56.3% 10.9% 18.7% 70.4% 1.07 +0.41% -4.00% +0.60%
+6.50% -4.00% 4258 38 < 0 +0.41% +0.51% 56.2% 6.5% 18.7% 74.8% 1.08 +0.41% -4.00% +0.60%
+9.00% -4.00% 4258 38 < 0 +0.41% +0.50% 56% 1.8% 18.8% 79.5% 1.09 +0.41% -4.00% +0.60%
+4.50% -4.00% 4258 38 < 0 +0.40% +0.57% 56.9% 18.2% 18.4% 63.5% 1.04 +0.40% -4.00% +0.60%
+3.50% -5.00% 4258 38 < 0 +0.39% +0.76% 59.3% 28.4% 11.2% 60.4% 0.95 +0.39% -5.00% +0.60%
+4.00% -4.50% 4258 38 < 0 +0.39% +0.62% 58% 22.3% 14.2% 63.5% 0.99 +0.39% -4.50% +0.60%
+4.00% -5.00% 4258 38 < 0 +0.39% +0.64% 58.5% 22.4% 11.3% 66.3% 0.98 +0.39% -5.00% +0.60%
+5.00% -4.00% 4258 38 < 0 +0.39% +0.53% 56.5% 13.7% 18.6% 67.7% 1.06 +0.39% -4.00% +0.60%
+3.50% -4.50% 4258 38 < 0 +0.38% +0.73% 58.9% 28.3% 13.9% 57.8% 0.96 +0.38% -4.50% +0.60%
+7.00% -3.50% 4258 38 < 0 +0.38% +0.41% 54.6% 5.2% 24.1% 70.7% 1.12 +0.38% -3.50% +0.60%
+7.50% -3.50% 4258 38 < 0 +0.38% +0.41% 54.6% 4% 24.1% 72% 1.13 +0.38% -3.50% +0.60%
+8.00% -3.50% 4258 38 < 0 +0.38% +0.41% 54.6% 2.8% 24.1% 73.1% 1.12 +0.38% -3.50% +0.60%
+8.50% -3.50% 4258 38 < 0 +0.38% +0.41% 54.6% 2.3% 24.1% 73.6% 1.13 +0.38% -3.50% +0.60%
+4.00% -4.00% 4258 38 < 0 +0.37% +0.60% 57.2% 22.1% 18.2% 59.6% 1.01 +0.37% -4.00% +0.60%
+6.00% -3.50% 4258 38 < 0 +0.37% +0.42% 54.7% 8.4% 24% 67.6% 1.11 +0.37% -3.50% +0.60%
+6.50% -3.50% 4258 38 < 0 +0.37% +0.41% 54.6% 6.4% 24% 69.5% 1.12 +0.37% -3.50% +0.60%
+9.00% -3.50% 4258 38 < 0 +0.37% +0.41% 54.5% 1.7% 24.1% 74.2% 1.12 +0.37% -3.50% +0.60%
+3.00% -5.00% 4258 38 < 0 +0.36% +0.90% 60.5% 36% 11.1% 52.9% 0.89 +0.36% -5.00% +0.60%
+3.50% -4.00% 4258 38 < 0 +0.36% +0.69% 58.1% 28.1% 17.9% 54% 0.98 +0.36% -4.00% +0.60%
+5.50% -3.50% 4258 38 < 0 +0.36% +0.42% 54.8% 10.7% 24% 65.3% 1.1 +0.36% -3.50% +0.60%
+3.00% -4.50% 4258 38 < 0 +0.35% +0.87% 60% 35.8% 13.8% 50.4% 0.9 +0.35% -4.50% +0.60%
+4.50% -3.50% 4258 38 < 0 +0.35% +0.48% 55.4% 17.8% 23.7% 58.5% 1.08 +0.35% -3.50% +0.60%
+5.00% -3.50% 4258 38 < 0 +0.35% +0.43% 54.9% 13.5% 23.9% 62.6% 1.09 +0.35% -3.50% +0.60%
+6.00% -3.00% 4258 38 < 0 +0.34% +0.26% 52.7% 8.2% 30.7% 61.1% 1.18 +0.34% -3.00% +0.60%
+7.00% -3.00% 4258 38 < 0 +0.34% +0.25% 52.6% 5% 30.8% 64.2% 1.18 +0.34% -3.00% +0.60%
+7.50% -3.00% 4258 38 < 0 +0.34% +0.25% 52.6% 3.9% 30.8% 65.4% 1.19 +0.34% -3.00% +0.60%
+8.00% -3.00% 4258 38 < 0 +0.34% +0.24% 52.6% 2.7% 30.8% 66.5% 1.18 +0.34% -3.00% +0.60%
+8.50% -3.00% 4258 38 < 0 +0.34% +0.24% 52.6% 2.2% 30.8% 67% 1.19 +0.34% -3.00% +0.60%
+9.00% -3.00% 4258 38 < 0 +0.34% +0.24% 52.5% 1.6% 30.8% 67.6% 1.18 +0.34% -3.00% +0.60%
+3.00% -4.00% 4258 38 < 0 +0.33% +0.83% 59.2% 35.6% 17.6% 46.8% 0.92 +0.33% -4.00% +0.60%
+5.50% -3.00% 4258 38 < 0 +0.33% +0.26% 52.8% 10.5% 30.7% 58.8% 1.16 +0.33% -3.00% +0.60%
+6.50% -3.00% 4258 38 < 0 +0.33% +0.25% 52.6% 6.2% 30.8% 63% 1.18 +0.33% -3.00% +0.60%
+3.50% -3.50% 4258 38 < 0 +0.32% +0.59% 56.5% 27.6% 23.1% 49.3% 1 +0.32% -3.50% +0.60%
+4.00% -3.50% 4258 38 < 0 +0.32% +0.51% 55.7% 21.7% 23.6% 54.8% 1.04 +0.32% -3.50% +0.60%
+4.50% -3.00% 4258 38 < 0 +0.32% +0.33% 53.4% 17.5% 30.4% 52.2% 1.13 +0.32% -3.00% +0.60%
+5.00% -3.00% 4258 38 < 0 +0.31% +0.27% 52.9% 13.2% 30.6% 56.2% 1.15 +0.31% -3.00% +0.60%
+3.00% -3.50% 4258 38 < 0 +0.29% +0.73% 57.7% 34.8% 22.7% 42.5% 0.95 +0.29% -3.50% +0.60%
+4.00% -3.00% 4258 38 < 0 +0.29% +0.37% 53.7% 21.3% 30.2% 48.5% 1.1 +0.29% -3.00% +0.60%
+3.50% -3.00% 4258 38 < 0 +0.28% +0.45% 54.6% 27.1% 29.7% 43.2% 1.06 +0.28% -3.00% +0.60%
+3.00% -3.00% 4258 38 < 0 +0.25% +0.57% 55.7% 34.1% 29.2% 36.6% 0.99 +0.25% -3.00% +0.60%

Threshold performance

Filter n Avg return Median return 歷史相似情境上漲比例 Avg runup Avg drawdown
all 5888 +0.43% +0.57% 57.6% +2.73% -2.44%
downOpp > 1 76 +0.15% -0.10% 47.4% +3.10% -2.47%
downOpp > 2 14 -0.76% -0.15% 42.9% +3.47% -3.17%
downOpp > 3 3 -4.14% -0.16% 33.3% +3.08% -5.18%
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 -5.765 +1.06% +65.04% +65.40% +64.20%
2026-08-12 US.AVB Real Estate -6.262 +1.47% +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 -3.673 +0.57% -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.