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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 5634
Trade dates 39
Best stable plateau n/a
Best balanced range 0.2–0.5
Best 0.5 range -3.5–-3.0
Best 0.1 bin -7.1–-7.0
Best bucket < 0
Best threshold downOpp > 1
Best Top-N Top 3
Window 2026-08-14 → 2026-10-13

Study results

2026-10-13 · 60D window

5634 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: 0.2–0.5 · Best 0.5 range: -3.5–-3.0 (in-sample diagnostics only)

Baseline avg return +0.35%
Baseline win rate 56.5%
Baseline runup +2.68%
Baseline drawdown -2.46%

Median return curve (reliable Opp span, step 0.1)

-7.1–-7.0 · n=20 · median +2.53% -7.0–-6.9 · n=20 · median +0.73% -6.9–-6.8 · n=23 · median -0.14% -6.8–-6.7 · n=24 · median +0.81% -6.7–-6.6 · n=22 · median -0.55% -6.6–-6.5 · n=24 · median -0.3% -6.5–-6.4 · n=24 · median +1.26% -6.4–-6.3 · n=22 · median -0.31% -6.3–-6.2 · n=32 · median +0.51% -6.2–-6.1 · n=36 · median -0.08% -6.1–-6.0 · n=46 · median -0.17% -6.0–-5.9 · n=38 · median +0.18% -5.9–-5.8 · n=50 · median +0.8% -5.8–-5.7 · n=50 · median -0.02% -5.7–-5.6 · n=47 · median +0.85% -5.6–-5.5 · n=50 · median +1.09% -5.5–-5.4 · n=46 · median +0.07% -5.4–-5.3 · n=44 · median +0.64% -5.3–-5.2 · n=61 · median +0.57% -5.2–-5.1 · n=77 · median +0.86% -5.1–-5.0 · n=66 · median +0.42% -5.0–-4.9 · n=84 · median +0.47% -4.9–-4.8 · n=76 · median +1.44% -4.8–-4.7 · n=80 · median +0.87% -4.7–-4.6 · n=71 · median +0.62% -4.6–-4.5 · n=95 · median +0.85% -4.5–-4.4 · n=93 · median +0.69% -4.4–-4.3 · n=107 · median +1.12% -4.3–-4.2 · n=74 · median -0.33% -4.2–-4.1 · n=90 · median +0.85% -4.1–-4.0 · n=108 · median +0.28% -4.0–-3.9 · n=108 · median +0.07% -3.9–-3.8 · n=89 · median +0.94% -3.8–-3.7 · n=93 · median +0.45% -3.7–-3.6 · n=109 · median +0.91% -3.6–-3.5 · n=110 · median +0.6% -3.5–-3.4 · n=124 · median +0.63% -3.4–-3.3 · n=127 · median +0.92% -3.3–-3.2 · n=143 · median +0.86% -3.2–-3.1 · n=99 · median +0.86% -3.1–-3.0 · n=121 · median +0.92% -3.0–-2.9 · n=102 · median +0.44% -2.9–-2.8 · n=100 · median +1.17% -2.8–-2.7 · n=101 · median +0.52% -2.7–-2.6 · n=125 · median +0.86% -2.6–-2.5 · n=87 · median +0.86% -2.5–-2.4 · n=115 · median -0.03% -2.4–-2.3 · n=117 · median -0.08% -2.3–-2.2 · n=105 · median +0.73% -2.2–-2.1 · n=102 · median +0.6% -2.1–-2.0 · n=93 · median +0.59% -2.0–-1.9 · n=102 · median +1.12% -1.9–-1.8 · n=97 · median +0.39% -1.8–-1.7 · n=89 · median +0.27% -1.7–-1.6 · n=105 · median -0.22% -1.6–-1.5 · n=94 · median +0.39% -1.5–-1.4 · n=78 · median -0.11% -1.4–-1.3 · n=88 · median +0.47% -1.3–-1.2 · n=77 · median +0.5% -1.2–-1.1 · n=80 · median +0.53% -1.1–-1.0 · n=64 · median +0.24% -1.0–-0.9 · n=79 · median +0.02% -0.9–-0.8 · n=73 · median +0.02% -0.8–-0.7 · n=75 · median +0.04% -0.7–-0.6 · n=61 · median -0.42% -0.6–-0.5 · n=54 · median -0.25% -0.5–-0.4 · n=56 · median -0.06% -0.4–-0.3 · n=29 · median +0.54% -0.3–-0.2 · n=40 · median +0.16% -0.2–-0.1 · n=45 · median +0.07% -0.1–0.0 · n=29 · median -0.32% 0.0–0.1 · n=29 · median -1.41% 0.1–0.2 · n=27 · median -0.14% 0.2–0.3 · n=24 · median -0.05% -7.5-7-6-5-4-3-2-100.5 -2.5%-1.3%0%+1.3%+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 (+2.53%, n=20) · Best balanced range: 0.2–0.5 (+0.08%, n=58) · Best 0.5 range: -3.5–-3.0 (+0.87%, n=614)

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 5400 +0.37% +0.53% 56.8% +2.69% -2.45%
0 - 1 166 -0.20% -0.03% 49.4% +2.34% -2.66%
1 - 2 62 +0.48% -0.06% 48.4% +3.00% -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 5634 +0.51% +37.84% 56.5% -2.46% 5334 +1.02% +46.41% 60.7% -3.06% 5026 +1.58% +51.88% 63.8% -3.47% 4562 +2.67% +62.28% 68.5% -3.85% 2954 +5.96% +70.10% 77.8% -4.94%
< 0 20D 5400 +0.53% +39.52% 56.8% -2.45% 5116 +1.06% +48.42% 61.1% -3.04% 4830 +1.66% +54.76% 64.4% -3.46% 4424 +2.70% +63.04% 69.1% -3.82% 2913 +5.97% +70.22% 78% -4.88%
0 - 1 20D 166 -0.03% -7.52% 49.4% -2.66% 152 +0.12% +1.05% 52.6% -3.44% 137 +0.04% -3.56% 50.4% -3.82% 101 -0.19% -9.79% 47.5% -4.71% 30 +5.82% +68.33% 63.3% -9.83%
1 - 2 10D 62 -0.06% -10.04% 48.4% -2.15% 60 -0.43% -26.67% 45% -3.02% 53 -0.10% -8.60% 49.1% -3.78% 32 +1.88% +42.38% 59.4% -3.92% 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% 5 -2.77% -104.72% 40% -4.46% 4 +4.21% +101.09% 50% -12.03% 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 68 +0.02% -3.32% 50% -2.33% 66 -0.43% -26.67% 45.5% -3.25% 59 -0.21% -12.56% 47.5% -4.05% 37 +0.78% +14.66% 56.8% -5.21% 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% 6 -3.69% -137.84% 33.3% -6.43% 5 -2.26% -61.95% 40% -13.48% 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 5634 +0.35% +0.51% 56.5% +2.68% -2.46%
Top 3 117 +0.89% +0.92% 62.4% +3.51% -2.64%
Top 5 195 +0.49% +0.65% 57.9% +3.18% -2.85%
Top 10 390 +0.31% +0.41% 55.9% +2.82% -2.74%
Top 20 780 +0.26% +0.43% 55.3% +2.69% -2.59%
Top 50 1950 +0.36% +0.53% 56.9% +2.72% -2.42%

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 5270 +2.00% 5% +0.23% +2.00% 63.7% 53.4% 12.6% +0.56%
0 - 1 146 +2.00% 5% -0.05% +0.76% 55.5% 46.6% 12.3% -0.03%
1 - 2 39 +2.00% 5% +0.40% -0.05% 48.7% 41% 5.1% -0.22%
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% 4578 38 < 0 +0.44% +0.53% 56.6% 2.7% 11.8% 85.5% 1.08 +0.44% -5.00% +0.57%
+7.00% -5.00% 4578 38 < 0 +0.43% +0.54% 56.6% 5.7% 11.8% 82.6% 1.07 +0.43% -5.00% +0.57%
+7.50% -4.50% 4578 38 < 0 +0.43% +0.51% 56.1% 4.3% 14.8% 80.9% 1.09 +0.43% -4.50% +0.57%
+7.50% -5.00% 4578 38 < 0 +0.43% +0.54% 56.6% 4.4% 11.8% 83.8% 1.07 +0.43% -5.00% +0.57%
+8.00% -5.00% 4578 38 < 0 +0.43% +0.53% 56.6% 3.2% 11.8% 85% 1.07 +0.43% -5.00% +0.57%
+8.50% -4.50% 4578 38 < 0 +0.43% +0.51% 56.1% 2.6% 14.8% 82.6% 1.09 +0.43% -4.50% +0.57%
+9.00% -5.00% 4578 38 < 0 +0.43% +0.53% 56.5% 2.1% 11.8% 86.1% 1.07 +0.43% -5.00% +0.57%
+6.00% -5.00% 4578 38 < 0 +0.42% +0.56% 56.7% 8.7% 11.7% 79.6% 1.06 +0.42% -5.00% +0.57%
+6.50% -5.00% 4578 38 < 0 +0.42% +0.54% 56.6% 6.8% 11.8% 81.4% 1.06 +0.42% -5.00% +0.57%
+7.00% -4.50% 4578 38 < 0 +0.42% +0.51% 56.1% 5.6% 14.8% 79.6% 1.08 +0.42% -4.50% +0.57%
+8.00% -4.50% 4578 38 < 0 +0.42% +0.51% 56.1% 3.2% 14.8% 82% 1.08 +0.42% -4.50% +0.57%
+9.00% -4.50% 4578 38 < 0 +0.42% +0.50% 56.1% 2.1% 14.8% 83.1% 1.09 +0.42% -4.50% +0.57%
+5.50% -5.00% 4578 38 < 0 +0.41% +0.56% 56.8% 11.3% 11.7% 77% 1.05 +0.41% -5.00% +0.57%
+6.00% -4.50% 4578 38 < 0 +0.41% +0.52% 56.3% 8.7% 14.7% 76.6% 1.07 +0.41% -4.50% +0.57%
+6.50% -4.50% 4578 38 < 0 +0.41% +0.51% 56.2% 6.8% 14.8% 78.5% 1.08 +0.41% -4.50% +0.57%
+5.00% -5.00% 4578 38 < 0 +0.40% +0.56% 56.9% 14.2% 11.7% 74.1% 1.03 +0.40% -5.00% +0.57%
+5.50% -4.50% 4578 38 < 0 +0.40% +0.53% 56.3% 11.2% 14.7% 74.1% 1.06 +0.40% -4.50% +0.57%
+7.00% -4.00% 4578 38 < 0 +0.40% +0.46% 55.3% 5.5% 19% 75.4% 1.1 +0.40% -4.00% +0.57%
+7.50% -4.00% 4578 38 < 0 +0.40% +0.46% 55.3% 4.3% 19% 76.7% 1.11 +0.40% -4.00% +0.57%
+8.00% -4.00% 4578 38 < 0 +0.40% +0.45% 55.2% 3.1% 19% 77.9% 1.1 +0.40% -4.00% +0.57%
+8.50% -4.00% 4578 38 < 0 +0.40% +0.45% 55.2% 2.6% 19% 78.4% 1.11 +0.40% -4.00% +0.57%
+9.00% -4.00% 4578 38 < 0 +0.40% +0.45% 55.2% 2% 19.1% 78.9% 1.11 +0.40% -4.00% +0.57%
+4.50% -5.00% 4578 38 < 0 +0.39% +0.60% 57.3% 18.4% 11.6% 70% 1.02 +0.39% -5.00% +0.57%
+5.00% -4.50% 4578 38 < 0 +0.39% +0.54% 56.5% 14.1% 14.7% 71.3% 1.05 +0.39% -4.50% +0.57%
+6.00% -4.00% 4578 38 < 0 +0.39% +0.47% 55.4% 8.6% 19% 72.4% 1.09 +0.39% -4.00% +0.57%
+6.50% -4.00% 4578 38 < 0 +0.39% +0.46% 55.3% 6.7% 19% 74.3% 1.09 +0.39% -4.00% +0.57%
+4.50% -4.50% 4578 38 < 0 +0.38% +0.57% 56.8% 18.2% 14.5% 67.2% 1.03 +0.38% -4.50% +0.57%
+5.50% -4.00% 4578 38 < 0 +0.38% +0.48% 55.5% 11.1% 18.9% 70% 1.08 +0.38% -4.00% +0.57%
+5.00% -4.00% 4578 38 < 0 +0.37% +0.50% 55.6% 14% 18.9% 67.2% 1.07 +0.37% -4.00% +0.57%
+7.50% -3.50% 4578 38 < 0 +0.37% +0.37% 53.9% 4.1% 24.2% 71.7% 1.14 +0.37% -3.50% +0.57%
+8.50% -3.50% 4578 38 < 0 +0.37% +0.36% 53.8% 2.4% 24.2% 73.4% 1.15 +0.37% -3.50% +0.57%
+4.50% -4.00% 4578 38 < 0 +0.36% +0.54% 56% 18.1% 18.7% 63.2% 1.04 +0.36% -4.00% +0.57%
+6.00% -3.50% 4578 38 < 0 +0.36% +0.37% 54% 8.4% 24.1% 67.5% 1.13 +0.36% -3.50% +0.57%
+7.00% -3.50% 4578 38 < 0 +0.36% +0.37% 53.9% 5.4% 24.2% 70.4% 1.14 +0.36% -3.50% +0.57%
+8.00% -3.50% 4578 38 < 0 +0.36% +0.36% 53.8% 3% 24.2% 72.8% 1.14 +0.36% -3.50% +0.57%
+9.00% -3.50% 4578 38 < 0 +0.36% +0.36% 53.8% 1.9% 24.2% 73.9% 1.14 +0.36% -3.50% +0.57%
+4.00% -5.00% 4578 38 < 0 +0.35% +0.61% 57.6% 22% 11.6% 66.4% 0.98 +0.35% -5.00% +0.57%
+6.50% -3.50% 4578 38 < 0 +0.35% +0.37% 53.9% 6.5% 24.2% 69.3% 1.13 +0.35% -3.50% +0.57%
+4.00% -4.50% 4578 38 < 0 +0.34% +0.60% 57.1% 21.9% 14.5% 63.6% 0.99 +0.34% -4.50% +0.57%
+5.50% -3.50% 4578 38 < 0 +0.34% +0.38% 54.1% 10.9% 24.1% 65.1% 1.12 +0.34% -3.50% +0.57%
+5.00% -3.50% 4578 38 < 0 +0.33% +0.39% 54.2% 13.7% 24% 62.3% 1.1 +0.33% -3.50% +0.57%
+7.50% -3.00% 4578 38 < 0 +0.33% +0.20% 51.9% 4% 31.2% 64.8% 1.2 +0.33% -3.00% +0.57%
+8.50% -3.00% 4578 38 < 0 +0.33% +0.20% 51.9% 2.4% 31.2% 66.4% 1.21 +0.33% -3.00% +0.57%
+3.50% -4.50% 4578 38 < 0 +0.32% +0.66% 57.8% 27.7% 14.4% 58% 0.95 +0.32% -4.50% +0.57%
+3.50% -5.00% 4578 38 < 0 +0.32% +0.69% 58.2% 27.9% 11.5% 60.6% 0.94 +0.32% -5.00% +0.57%
+4.00% -4.00% 4578 38 < 0 +0.32% +0.56% 56.3% 21.7% 18.6% 59.6% 1 +0.32% -4.00% +0.57%
+4.50% -3.50% 4578 38 < 0 +0.32% +0.43% 54.6% 17.7% 23.9% 58.5% 1.08 +0.32% -3.50% +0.57%
+7.00% -3.00% 4578 38 < 0 +0.32% +0.20% 51.9% 5.2% 31.2% 63.7% 1.2 +0.32% -3.00% +0.57%
+8.00% -3.00% 4578 38 < 0 +0.32% +0.20% 51.9% 2.9% 31.2% 65.9% 1.2 +0.32% -3.00% +0.57%
+9.00% -3.00% 4578 38 < 0 +0.32% +0.19% 51.8% 1.8% 31.2% 67% 1.2 +0.32% -3.00% +0.57%
+6.00% -3.00% 4578 38 < 0 +0.31% +0.22% 52% 8.1% 31.1% 60.7% 1.19 +0.31% -3.00% +0.57%
+6.50% -3.00% 4578 38 < 0 +0.31% +0.20% 51.9% 6.3% 31.2% 62.5% 1.19 +0.31% -3.00% +0.57%
+3.50% -4.00% 4578 38 < 0 +0.30% +0.61% 56.9% 27.5% 18.5% 54.1% 0.97 +0.30% -4.00% +0.57%
+5.50% -3.00% 4578 38 < 0 +0.30% +0.22% 52.1% 10.6% 31.1% 58.4% 1.17 +0.30% -3.00% +0.57%
+5.00% -3.00% 4578 38 < 0 +0.29% +0.23% 52.2% 13.3% 31% 55.7% 1.16 +0.29% -3.00% +0.57%
+3.00% -4.50% 4578 38 < 0 +0.28% +0.80% 58.7% 34.6% 14.3% 51.1% 0.89 +0.28% -4.50% +0.57%
+3.00% -5.00% 4578 38 < 0 +0.28% +0.83% 59.2% 34.8% 11.4% 53.7% 0.88 +0.28% -5.00% +0.57%
+4.00% -3.50% 4578 38 < 0 +0.28% +0.46% 54.8% 21.3% 23.7% 55% 1.04 +0.28% -3.50% +0.57%
+4.50% -3.00% 4578 38 < 0 +0.28% +0.26% 52.6% 17.2% 30.8% 51.9% 1.14 +0.28% -3.00% +0.57%
+3.00% -4.00% 4578 38 < 0 +0.26% +0.75% 57.9% 34.4% 18.3% 47.4% 0.91 +0.26% -4.00% +0.57%
+3.50% -3.50% 4578 38 < 0 +0.26% +0.53% 55.5% 27% 23.5% 49.5% 1 +0.26% -3.50% +0.57%
+4.00% -3.00% 4578 38 < 0 +0.25% +0.28% 52.9% 20.8% 30.7% 48.5% 1.1 +0.25% -3.00% +0.57%
+3.50% -3.00% 4578 38 < 0 +0.23% +0.38% 53.5% 26.4% 30.4% 43.2% 1.06 +0.23% -3.00% +0.57%
+3.00% -3.50% 4578 38 < 0 +0.22% +0.62% 56.4% 33.7% 23.2% 43.1% 0.94 +0.22% -3.50% +0.57%
+3.00% -3.00% 4578 38 < 0 +0.19% +0.48% 54.4% 33% 30.1% 37% 0.99 +0.19% -3.00% +0.57%

Threshold performance

Filter n Avg return Median return 歷史相似情境上漲比例 Avg runup Avg drawdown
all 5634 +0.35% +0.51% 56.5% +2.68% -2.46%
downOpp > 1 68 +0.40% +0.02% 50% +3.01% -2.33%
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
2026-08-14 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%
2026-09-03 US.LULU Consumer Discretionary -2.648 -0.11% +18.11% +19.89% +14.80%
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.