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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 5618
Trade dates 39
Best stable plateau n/a
Best balanced range 0.2–0.5
Best 0.5 range -4.8–-4.3
Best 0.1 bin -7.1–-7.0
Best bucket < 0
Best threshold downOpp > 1
Best Top-N Top 3
Window 2026-08-13 → 2026-10-12

Study results

2026-10-12 · 60D window

5618 rows with outcomes 1505 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: -4.8–-4.3 (in-sample diagnostics only)

Baseline avg return +0.43%
Baseline win rate 57.5%
Baseline runup +2.73%
Baseline drawdown -2.43%

Median return curve (reliable Opp span, step 0.1)

-7.1–-7.0 · n=21 · median +2.46% -7.0–-6.9 · n=20 · median +0.73% -6.9–-6.8 · n=23 · median -0.14% -6.8–-6.7 · n=25 · median +0.98% -6.7–-6.6 · n=23 · median -0.69% -6.6–-6.5 · n=26 · median +0.09% -6.5–-6.4 · n=26 · median +1.28% -6.4–-6.3 · n=23 · median -0.06% -6.3–-6.2 · n=34 · median +0.89% -6.2–-6.1 · n=37 · median +0.17% -6.1–-6.0 · n=46 · median -0.17% -6.0–-5.9 · n=38 · median +0.18% -5.9–-5.8 · n=51 · median +0.84% -5.8–-5.7 · n=53 · median +0.04% -5.7–-5.6 · n=47 · median +0.87% -5.6–-5.5 · n=54 · median +1.23% -5.5–-5.4 · n=50 · median +0.3% -5.4–-5.3 · n=45 · median +0.56% -5.3–-5.2 · n=63 · median +0.57% -5.2–-5.1 · n=77 · median +0.86% -5.1–-5.0 · n=64 · median +0.45% -5.0–-4.9 · n=84 · median +0.54% -4.9–-4.8 · n=78 · median +1.44% -4.8–-4.7 · n=84 · median +0.97% -4.7–-4.6 · n=72 · median +0.5% -4.6–-4.5 · n=95 · median +0.85% -4.5–-4.4 · n=93 · median +0.73% -4.4–-4.3 · n=110 · median +1.29% -4.3–-4.2 · n=75 · median -0.25% -4.2–-4.1 · n=92 · median +0.91% -4.1–-4.0 · n=108 · median +0.28% -4.0–-3.9 · n=106 · median +0.5% -3.9–-3.8 · n=90 · median +1.14% -3.8–-3.7 · n=92 · median +0.51% -3.7–-3.6 · n=111 · median +0.94% -3.6–-3.5 · n=112 · median +0.79% -3.5–-3.4 · n=125 · median +0.69% -3.4–-3.3 · n=128 · median +0.94% -3.3–-3.2 · n=142 · median +0.78% -3.2–-3.1 · n=98 · median +0.94% -3.1–-3.0 · n=122 · median +0.91% -3.0–-2.9 · n=103 · median +0.65% -2.9–-2.8 · n=100 · median +1.3% -2.8–-2.7 · n=101 · median +0.58% -2.7–-2.6 · n=124 · median +0.88% -2.6–-2.5 · n=90 · median +1.02% -2.5–-2.4 · n=118 · median +0.12% -2.4–-2.3 · n=119 · median +0.13% -2.3–-2.2 · n=103 · median +0.73% -2.2–-2.1 · n=97 · median +0.56% -2.1–-2.0 · n=96 · median +0.69% -2.0–-1.9 · n=97 · median +1.14% -1.9–-1.8 · n=93 · median +0.5% -1.8–-1.7 · n=88 · median +0.18% -1.7–-1.6 · n=104 · median -0.18% -1.6–-1.5 · n=91 · median +0.82% -1.5–-1.4 · n=77 · median -0.16% -1.4–-1.3 · n=83 · median +0.74% -1.3–-1.2 · n=71 · median +0.77% -1.2–-1.1 · n=76 · median +0.54% -1.1–-1.0 · n=65 · median +0.5% -1.0–-0.9 · n=76 · median +0.16% -0.9–-0.8 · n=70 · median 0% -0.8–-0.7 · n=72 · median +0.04% -0.7–-0.6 · n=56 · median -0.66% -0.6–-0.5 · n=52 · median -0.25% -0.5–-0.4 · n=54 · median +0.11% -0.4–-0.3 · n=26 · median +0.74% -0.3–-0.2 · n=41 · median +0.34% -0.2–-0.1 · n=44 · median +0.02% -0.1–0.0 · n=26 · median -0.15% 0.0–0.1 · n=28 · median -1.46% 0.1–0.2 · n=27 · median -0.14% 0.2–0.3 · n=21 · median +0.28% -7.5-7-6-5-4-3-2-100.5 -2.5%-1.2%0%+1.2%+2.5%

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 (+2.46%, n=21) · Best balanced range: 0.2–0.5 (+0.18%, n=53) · Best 0.5 range: -4.8–-4.3 (+0.9%, n=454)

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 5393 +0.45% +0.60% 57.8% +2.74% -2.42%
0 - 1 158 -0.14% +0.04% 50.6% +2.40% -2.66%
1 - 2 61 +0.51% -0.05% 49.2% +3.04% -2.15%
2 - 2.5 5 +1.98% +1.34% 80% +3.42% -2.35%
2.5 - 3 0 n/a n/a n/a n/a n/a
3 - 3.5 0 n/a n/a n/a n/a n/a
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 5618 +0.58% +43.72% 57.5% -2.43% 5311 +1.09% +49.94% 61.4% -3.03% 5002 +1.66% +54.76% 64.6% -3.41% 4540 +2.77% +64.80% 69.3% -3.81% 2938 +6.06% +71.36% 78.3% -5.01%
< 0 20D 5393 +0.60% +45.40% 57.8% -2.42% 5099 +1.12% +51.45% 61.8% -3.02% 4828 +1.72% +56.92% 65% -3.40% 4412 +2.80% +65.56% 69.9% -3.78% 2899 +6.08% +71.61% 78.4% -4.95%
0 - 1 20D 158 +0.04% -1.64% 50.6% -2.66% 148 +0.15% +2.56% 53.4% -3.41% 124 +0.51% +13.36% 54.8% -3.64% 95 -0.22% -10.54% 46.3% -4.77% 28 +5.82% +68.33% 64.3% -9.70%
1 - 2 10D 61 -0.05% -9.20% 49.2% -2.15% 58 -0.43% -26.67% 44.8% -3.05% 45 +0.06% -2.84% 51.1% -3.56% 29 +2.97% +69.84% 58.6% -4.17% 10 +1.57% +14.78% 70% -6.91%
2 - 2.5 n/a 5 +1.34% +107.56% 80% -2.35% 5 +1.74% +82.70% 60% -3.46% 4 +1.11% +34.96% 50% -3.57% 3 +10.68% +264.14% 66.7% -14.85% 0 n/a n/a n/a n/a
2.5 - 3 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
3 - 3.5 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
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 67 +0.09% +2.56% 50.7% -2.32% 64 -0.43% -26.67% 45.3% -3.29% 50 -0.02% -5.72% 50% -3.82% 33 +2.97% +69.84% 57.6% -5.60% 11 +1.39% +12.51% 63.6% -8.03%
downOpp > 2 n/a 6 +1.03% +81.52% 66.7% -4.14% 6 +0.41% +15.66% 50% -5.60% 5 -2.77% -104.72% 40% -6.12% 4 +0.83% +15.92% 50% -15.95% 1 -11.26% -146.88% 0% -19.27%
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 5618 +0.43% +0.58% 57.5% +2.73% -2.43%
Top 3 117 +0.93% +1.14% 63.2% +3.60% -2.72%
Top 5 195 +0.57% +0.72% 59% +3.26% -2.87%
Top 10 390 +0.42% +0.54% 57.4% +2.92% -2.72%
Top 20 780 +0.34% +0.55% 56.4% +2.76% -2.57%
Top 50 1950 +0.42% +0.59% 57.9% +2.77% -2.41%

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 5262 +2.00% 5% +0.26% +2.00% 64.1% 53.2% 12% +0.56%
0 - 1 138 +2.00% 5% -0.01% +1.04% 56.5% 47.8% 12.3% +0.04%
1 - 2 38 +2.00% 5% +0.46% +0.17% 50% 42.1% 5.3% -0.17%
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% 4570 38 < 0 +0.45% +0.56% 56.7% 2.7% 11.7% 85.6% 1.08 +0.45% -5.00% +0.58%
+7.00% -5.00% 4570 38 < 0 +0.44% +0.56% 56.7% 5.7% 11.7% 82.6% 1.07 +0.44% -5.00% +0.58%
+7.50% -5.00% 4570 38 < 0 +0.44% +0.56% 56.7% 4.4% 11.7% 83.9% 1.07 +0.44% -5.00% +0.58%
+8.00% -5.00% 4570 38 < 0 +0.44% +0.56% 56.7% 3.3% 11.7% 85% 1.07 +0.44% -5.00% +0.58%
+8.50% -4.50% 4570 38 < 0 +0.44% +0.53% 56.3% 2.7% 14.8% 82.5% 1.09 +0.44% -4.50% +0.58%
+9.00% -5.00% 4570 38 < 0 +0.44% +0.56% 56.7% 2.1% 11.7% 86.1% 1.07 +0.44% -5.00% +0.58%
+6.00% -5.00% 4570 38 < 0 +0.43% +0.56% 56.9% 8.8% 11.6% 79.5% 1.06 +0.43% -5.00% +0.58%
+6.50% -5.00% 4570 38 < 0 +0.43% +0.56% 56.8% 6.9% 11.7% 81.4% 1.06 +0.43% -5.00% +0.58%
+7.00% -4.50% 4570 38 < 0 +0.43% +0.53% 56.3% 5.6% 14.8% 79.6% 1.08 +0.43% -4.50% +0.58%
+7.50% -4.50% 4570 38 < 0 +0.43% +0.53% 56.3% 4.4% 14.8% 80.9% 1.08 +0.43% -4.50% +0.58%
+8.00% -4.50% 4570 38 < 0 +0.43% +0.53% 56.3% 3.2% 14.8% 82% 1.08 +0.43% -4.50% +0.58%
+9.00% -4.50% 4570 38 < 0 +0.43% +0.52% 56.2% 2.1% 14.8% 83.1% 1.09 +0.43% -4.50% +0.58%
+5.50% -5.00% 4570 38 < 0 +0.42% +0.57% 57% 11.4% 11.6% 77% 1.04 +0.42% -5.00% +0.58%
+6.00% -4.50% 4570 38 < 0 +0.42% +0.54% 56.4% 8.8% 14.7% 76.5% 1.07 +0.42% -4.50% +0.58%
+6.50% -4.50% 4570 38 < 0 +0.42% +0.53% 56.3% 6.9% 14.7% 78.4% 1.08 +0.42% -4.50% +0.58%
+5.50% -4.50% 4570 38 < 0 +0.41% +0.56% 56.5% 11.3% 14.7% 74% 1.06 +0.41% -4.50% +0.58%
+7.50% -4.00% 4570 38 < 0 +0.41% +0.48% 55.4% 4.3% 19.2% 76.5% 1.11 +0.41% -4.00% +0.58%
+8.50% -4.00% 4570 38 < 0 +0.41% +0.47% 55.4% 2.6% 19.2% 78.2% 1.11 +0.41% -4.00% +0.58%
+4.50% -5.00% 4570 38 < 0 +0.40% +0.61% 57.5% 18.6% 11.5% 69.9% 1.02 +0.40% -5.00% +0.58%
+5.00% -4.50% 4570 38 < 0 +0.40% +0.56% 56.6% 14.2% 14.7% 71.1% 1.04 +0.40% -4.50% +0.58%
+5.00% -5.00% 4570 38 < 0 +0.40% +0.57% 57.1% 14.4% 11.6% 74% 1.03 +0.40% -5.00% +0.58%
+6.00% -4.00% 4570 38 < 0 +0.40% +0.49% 55.6% 8.7% 19.1% 72.2% 1.09 +0.40% -4.00% +0.58%
+6.50% -4.00% 4570 38 < 0 +0.40% +0.48% 55.5% 6.8% 19.2% 74% 1.09 +0.40% -4.00% +0.58%
+7.00% -4.00% 4570 38 < 0 +0.40% +0.48% 55.4% 5.5% 19.2% 75.3% 1.1 +0.40% -4.00% +0.58%
+8.00% -4.00% 4570 38 < 0 +0.40% +0.47% 55.4% 3.2% 19.2% 77.7% 1.1 +0.40% -4.00% +0.58%
+9.00% -4.00% 4570 38 < 0 +0.40% +0.47% 55.4% 2% 19.2% 78.8% 1.11 +0.40% -4.00% +0.58%
+4.50% -4.50% 4570 38 < 0 +0.39% +0.60% 57.1% 18.4% 14.5% 67% 1.03 +0.39% -4.50% +0.58%
+5.50% -4.00% 4570 38 < 0 +0.38% +0.50% 55.6% 11.2% 19.1% 69.7% 1.08 +0.38% -4.00% +0.58%
+7.50% -3.50% 4570 38 < 0 +0.38% +0.38% 54.1% 4.2% 24.3% 71.5% 1.14 +0.38% -3.50% +0.58%
+8.50% -3.50% 4570 38 < 0 +0.38% +0.38% 54% 2.5% 24.3% 73.2% 1.14 +0.38% -3.50% +0.58%
+4.00% -5.00% 4570 38 < 0 +0.37% +0.64% 57.9% 22.4% 11.5% 66.2% 0.98 +0.37% -5.00% +0.58%
+4.50% -4.00% 4570 38 < 0 +0.37% +0.56% 56.2% 18.3% 18.8% 62.9% 1.04 +0.37% -4.00% +0.58%
+5.00% -4.00% 4570 38 < 0 +0.37% +0.51% 55.8% 14.1% 19% 66.9% 1.06 +0.37% -4.00% +0.58%
+6.50% -3.50% 4570 38 < 0 +0.37% +0.39% 54.1% 6.7% 24.3% 69% 1.13 +0.37% -3.50% +0.58%
+7.00% -3.50% 4570 38 < 0 +0.37% +0.38% 54.1% 5.4% 24.3% 70.3% 1.13 +0.37% -3.50% +0.58%
+8.00% -3.50% 4570 38 < 0 +0.37% +0.38% 54% 3% 24.3% 72.6% 1.14 +0.37% -3.50% +0.58%
+9.00% -3.50% 4570 38 < 0 +0.37% +0.38% 54% 1.9% 24.4% 73.7% 1.14 +0.37% -3.50% +0.58%
+3.50% -5.00% 4570 38 < 0 +0.36% +0.74% 58.7% 28.5% 11.4% 60.2% 0.94 +0.36% -5.00% +0.58%
+4.00% -4.50% 4570 38 < 0 +0.36% +0.62% 57.4% 22.2% 14.4% 63.3% 0.99 +0.36% -4.50% +0.58%
+6.00% -3.50% 4570 38 < 0 +0.36% +0.39% 54.2% 8.5% 24.3% 67.2% 1.13 +0.36% -3.50% +0.58%
+3.50% -4.50% 4570 38 < 0 +0.35% +0.72% 58.2% 28.3% 14.2% 57.5% 0.96 +0.35% -4.50% +0.58%
+5.50% -3.50% 4570 38 < 0 +0.35% +0.40% 54.3% 11% 24.2% 64.8% 1.11 +0.35% -3.50% +0.58%
+4.00% -4.00% 4570 38 < 0 +0.34% +0.58% 56.6% 22.1% 18.7% 59.3% 1 +0.34% -4.00% +0.58%
+5.00% -3.50% 4570 38 < 0 +0.34% +0.41% 54.4% 13.8% 24.2% 62% 1.09 +0.34% -3.50% +0.58%
+7.50% -3.00% 4570 38 < 0 +0.34% +0.22% 52.1% 4% 31.2% 64.8% 1.2 +0.34% -3.00% +0.58%
+8.50% -3.00% 4570 38 < 0 +0.34% +0.22% 52.1% 2.4% 31.2% 66.4% 1.2 +0.34% -3.00% +0.58%
+9.00% -3.00% 4570 38 < 0 +0.34% +0.22% 52% 1.8% 31.2% 66.9% 1.21 +0.34% -3.00% +0.58%
+3.50% -4.00% 4570 38 < 0 +0.33% +0.66% 57.4% 28.1% 18.4% 53.6% 0.97 +0.33% -4.00% +0.58%
+4.50% -3.50% 4570 38 < 0 +0.33% +0.46% 54.9% 17.9% 24% 58.2% 1.07 +0.33% -3.50% +0.58%
+6.00% -3.00% 4570 38 < 0 +0.33% +0.23% 52.2% 8.2% 31.1% 60.6% 1.18 +0.33% -3.00% +0.58%
+6.50% -3.00% 4570 38 < 0 +0.33% +0.23% 52.2% 6.4% 31.2% 62.4% 1.19 +0.33% -3.00% +0.58%
+7.00% -3.00% 4570 38 < 0 +0.33% +0.22% 52.1% 5.2% 31.2% 63.6% 1.2 +0.33% -3.00% +0.58%
+8.00% -3.00% 4570 38 < 0 +0.33% +0.22% 52.1% 2.9% 31.2% 65.9% 1.2 +0.33% -3.00% +0.58%
+3.00% -4.50% 4570 38 < 0 +0.32% +0.87% 59.4% 35.5% 14.1% 50.4% 0.9 +0.32% -4.50% +0.58%
+3.00% -5.00% 4570 38 < 0 +0.32% +0.90% 59.8% 35.7% 11.2% 53% 0.88 +0.32% -5.00% +0.58%
+5.50% -3.00% 4570 38 < 0 +0.32% +0.23% 52.3% 10.7% 31.1% 58.2% 1.17 +0.32% -3.00% +0.58%
+3.00% -4.00% 4570 38 < 0 +0.30% +0.83% 58.6% 35.2% 18.1% 46.7% 0.91 +0.30% -4.00% +0.58%
+4.00% -3.50% 4570 38 < 0 +0.30% +0.50% 55.2% 21.6% 23.8% 54.6% 1.04 +0.30% -3.50% +0.58%
+4.50% -3.00% 4570 38 < 0 +0.30% +0.29% 52.9% 17.5% 30.8% 51.8% 1.13 +0.30% -3.00% +0.58%
+5.00% -3.00% 4570 38 < 0 +0.30% +0.25% 52.4% 13.5% 31% 55.5% 1.16 +0.30% -3.00% +0.58%
+3.50% -3.50% 4570 38 < 0 +0.29% +0.57% 56% 27.5% 23.4% 49% 1 +0.29% -3.50% +0.58%
+4.00% -3.00% 4570 38 < 0 +0.27% +0.33% 53.2% 21.2% 30.6% 48.2% 1.1 +0.27% -3.00% +0.58%
+3.00% -3.50% 4570 38 < 0 +0.26% +0.72% 57.1% 34.6% 23% 42.4% 0.94 +0.26% -3.50% +0.58%
+3.50% -3.00% 4570 38 < 0 +0.26% +0.43% 54.1% 27% 30.1% 42.8% 1.06 +0.26% -3.00% +0.58%
+3.00% -3.00% 4570 38 < 0 +0.23% +0.56% 55.2% 33.9% 29.7% 36.4% 0.99 +0.23% -3.00% +0.58%

Threshold performance

Filter n Avg return Median return 歷史相似情境上漲比例 Avg runup Avg drawdown
all 5618 +0.43% +0.58% 57.5% +2.73% -2.43%
downOpp > 1 67 +0.43% +0.09% 50.7% +3.05% -2.32%
downOpp > 2 6 -0.42% +1.03% 66.7% +3.10% -4.14%
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 -5.765 +1.06% +65.04% +65.40% +64.20%
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%
2026-09-28 US.FICO Information Technology -7.776 +3.55% +21.30% +30.31% +18.54%
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%
2026-09-16 US.COIN Financials -6.13 +1.65% -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.