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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 5644
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 -4.9–-4.8
Best bucket < 0
Best threshold downOpp > 1
Best Top-N Top 3
Window 2026-08-15 → 2026-10-14

Study results

2026-10-14 · 60D window

5644 rows with outcomes 1502 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 +2.64%
Baseline drawdown -2.47%

Median return curve (reliable Opp span, step 0.1)

-6.9–-6.8 · n=20 · median +0.05% -6.8–-6.7 · n=24 · median +0.81% -6.7–-6.6 · n=23 · median -0.42% -6.6–-6.5 · n=25 · median -0.16% -6.5–-6.4 · n=23 · median +1.25% -6.4–-6.3 · n=21 · median -0.57% -6.3–-6.2 · n=34 · median +0.47% -6.2–-6.1 · n=36 · median -0.08% -6.1–-6.0 · n=45 · median -0.35% -6.0–-5.9 · n=36 · median +0.18% -5.9–-5.8 · n=48 · median +0.8% -5.8–-5.7 · n=48 · median -0.02% -5.7–-5.6 · n=48 · median +0.76% -5.6–-5.5 · n=47 · median +0.96% -5.5–-5.4 · n=46 · median +0.07% -5.4–-5.3 · n=43 · median +0.51% -5.3–-5.2 · n=59 · median +0.78% -5.2–-5.1 · n=75 · median +0.86% -5.1–-5.0 · n=67 · median +0.43% -5.0–-4.9 · n=85 · median +0.52% -4.9–-4.8 · n=74 · median +1.44% -4.8–-4.7 · n=79 · median +0.83% -4.7–-4.6 · n=72 · median +0.63% -4.6–-4.5 · n=92 · median +0.85% -4.5–-4.4 · n=88 · median +0.65% -4.4–-4.3 · n=103 · median +1.2% -4.3–-4.2 · n=74 · median -0.44% -4.2–-4.1 · n=91 · median +0.83% -4.1–-4.0 · n=108 · median +0.22% -4.0–-3.9 · n=109 · median -0.06% -3.9–-3.8 · n=87 · median +0.94% -3.8–-3.7 · n=88 · median +0.51% -3.7–-3.6 · n=110 · median +0.87% -3.6–-3.5 · n=105 · median +0.74% -3.5–-3.4 · n=126 · median +0.73% -3.4–-3.3 · n=128 · median +0.99% -3.3–-3.2 · n=140 · median +0.91% -3.2–-3.1 · n=100 · median +0.74% -3.1–-3.0 · n=125 · median +0.89% -3.0–-2.9 · n=102 · median +0.42% -2.9–-2.8 · n=105 · median +0.86% -2.8–-2.7 · n=100 · median +0.51% -2.7–-2.6 · n=127 · median +0.87% -2.6–-2.5 · n=87 · median +0.86% -2.5–-2.4 · n=117 · median -0.03% -2.4–-2.3 · n=114 · median +0.03% -2.3–-2.2 · n=106 · median +0.82% -2.2–-2.1 · n=102 · median +0.38% -2.1–-2.0 · n=95 · median +0.57% -2.0–-1.9 · n=101 · median +1.14% -1.9–-1.8 · n=96 · median +0.47% -1.8–-1.7 · n=90 · median +0.26% -1.7–-1.6 · n=108 · median -0.18% -1.6–-1.5 · n=92 · median +0.44% -1.5–-1.4 · n=86 · median -0.04% -1.4–-1.3 · n=88 · median +0.34% -1.3–-1.2 · n=78 · median +0.5% -1.2–-1.1 · n=82 · median +0.52% -1.1–-1.0 · n=67 · median +0.08% -1.0–-0.9 · n=83 · median +0.01% -0.9–-0.8 · n=78 · median +0.05% -0.8–-0.7 · n=74 · median +0.07% -0.7–-0.6 · n=64 · median -0.31% -0.6–-0.5 · n=56 · median -0.25% -0.5–-0.4 · n=61 · median -0.18% -0.4–-0.3 · n=31 · median +0.67% -0.3–-0.2 · n=38 · median +0.26% -0.2–-0.1 · n=46 · median +0.09% -0.1–0.0 · n=30 · median -0.4% 0.0–0.1 · n=30 · median -1.44% 0.1–0.2 · n=29 · median -0.14% 0.2–0.3 · n=24 · median -0.05% 0.3–0.4 · n=16 · median -0.32% 0.4–0.5 · n=20 · median +0.77% -7-6-5-4-3-2-100.5 -1.4%-0.7%0%+0.7%+1.4%

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 -7–0.5 · step 0.1 · min sample 20 · Best 0.1 bin: -4.9–-4.8 (+1.44%, n=74) · Best balanced range: 0.2–0.5 (-0.07%, n=60) · Best 0.5 range: -3.5–-3.0 (+0.87%, n=619)

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 5403 +0.36% +0.53% 56.8% +2.65% -2.47%
0 - 1 172 -0.17% -0.03% 49.4% +2.30% -2.61%
1 - 2 63 +0.44% -0.07% 47.6% +2.97% -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 5644 +0.50% +37.00% 56.5% -2.47% 5353 +0.98% +44.39% 60.1% -3.11% 5047 +1.53% +50.08% 63.3% -3.51% 4585 +2.59% +60.27% 68% -3.91% 2978 +5.86% +68.84% 77.1% -4.89%
< 0 20D 5403 +0.53% +39.52% 56.8% -2.47% 5131 +1.01% +45.90% 60.6% -3.10% 4837 +1.61% +52.96% 64% -3.49% 4429 +2.66% +62.03% 68.7% -3.88% 2936 +5.87% +68.96% 77.3% -4.83%
0 - 1 20D 172 -0.03% -7.52% 49.4% -2.61% 155 +0.10% +0.04% 52.3% -3.43% 146 -0.21% -12.56% 49.3% -3.86% 113 -0.25% -11.30% 46% -4.98% 31 +5.48% +64.05% 61.3% -10.28%
1 - 2 10D 63 -0.07% -10.88% 47.6% -2.15% 61 -0.45% -27.68% 44.3% -3.01% 58 -0.49% -22.64% 44.8% -3.91% 38 +0.70% +12.64% 55.3% -3.93% 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 69 -0.05% -9.20% 49.3% -2.33% 67 -0.45% -27.68% 44.8% -3.24% 64 -0.56% -25.16% 43.8% -4.14% 43 +0.61% +10.37% 53.5% -5.04% 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 5644 +0.35% +0.50% 56.5% +2.64% -2.47%
Top 3 117 +0.92% +0.92% 62.4% +3.43% -2.59%
Top 5 195 +0.58% +0.69% 58.5% +3.14% -2.79%
Top 10 390 +0.38% +0.42% 56.4% +2.79% -2.69%
Top 20 780 +0.29% +0.44% 55.6% +2.66% -2.57%
Top 50 1950 +0.37% +0.53% 57.1% +2.70% -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 5246 +2.00% 5% +0.24% +2.00% 64% 52.8% 11% +0.56%
0 - 1 151 +2.00% 5% -0.04% +0.84% 55.6% 46.4% 11.3% -0.01%
1 - 2 40 +2.00% 5% +0.34% -0.06% 47.5% 40% 5% -0.24%
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% 4554 38 < 0 +0.47% +0.56% 56.9% 4.5% 11% 84.5% 1.09 +0.47% -5.00% +0.58%
+8.00% -5.00% 4554 38 < 0 +0.47% +0.56% 56.9% 3.3% 11% 85.6% 1.09 +0.47% -5.00% +0.58%
+8.50% -5.00% 4554 38 < 0 +0.47% +0.56% 56.9% 2.7% 11% 86.2% 1.09 +0.47% -5.00% +0.58%
+9.00% -5.00% 4554 38 < 0 +0.47% +0.56% 56.8% 2.1% 11% 86.8% 1.09 +0.47% -5.00% +0.58%
+6.00% -5.00% 4554 38 < 0 +0.46% +0.56% 57% 8.9% 11% 80.1% 1.08 +0.46% -5.00% +0.58%
+7.00% -5.00% 4554 38 < 0 +0.46% +0.56% 56.9% 5.7% 11% 83.2% 1.09 +0.46% -5.00% +0.58%
+7.50% -4.50% 4554 38 < 0 +0.46% +0.53% 56.4% 4.4% 14.1% 81.5% 1.1 +0.46% -4.50% +0.58%
+8.00% -4.50% 4554 38 < 0 +0.46% +0.53% 56.4% 3.3% 14.1% 82.6% 1.1 +0.46% -4.50% +0.58%
+8.50% -4.50% 4554 38 < 0 +0.46% +0.53% 56.4% 2.7% 14.1% 83.2% 1.11 +0.46% -4.50% +0.58%
+9.00% -4.50% 4554 38 < 0 +0.46% +0.52% 56.3% 2.1% 14.1% 83.8% 1.11 +0.46% -4.50% +0.58%
+5.50% -5.00% 4554 38 < 0 +0.45% +0.56% 57.1% 11.5% 11% 77.6% 1.07 +0.45% -5.00% +0.58%
+6.00% -4.50% 4554 38 < 0 +0.45% +0.54% 56.5% 8.8% 14% 77.1% 1.09 +0.45% -4.50% +0.58%
+6.50% -5.00% 4554 38 < 0 +0.45% +0.56% 56.9% 6.9% 11% 82.1% 1.08 +0.45% -5.00% +0.58%
+7.00% -4.50% 4554 38 < 0 +0.45% +0.53% 56.4% 5.7% 14.1% 80.2% 1.1 +0.45% -4.50% +0.58%
+6.50% -4.50% 4554 38 < 0 +0.44% +0.53% 56.4% 6.9% 14.1% 79.1% 1.09 +0.44% -4.50% +0.58%
+7.50% -4.00% 4554 38 < 0 +0.44% +0.48% 55.6% 4.3% 18.2% 77.5% 1.12 +0.44% -4.00% +0.58%
+8.00% -4.00% 4554 38 < 0 +0.44% +0.48% 55.6% 3.2% 18.2% 78.6% 1.12 +0.44% -4.00% +0.58%
+8.50% -4.00% 4554 38 < 0 +0.44% +0.48% 55.6% 2.6% 18.2% 79.2% 1.13 +0.44% -4.00% +0.58%
+5.00% -5.00% 4554 38 < 0 +0.43% +0.57% 57.2% 14.4% 11% 74.6% 1.06 +0.43% -5.00% +0.58%
+5.50% -4.50% 4554 38 < 0 +0.43% +0.55% 56.6% 11.4% 14% 74.6% 1.08 +0.43% -4.50% +0.58%
+6.00% -4.00% 4554 38 < 0 +0.43% +0.49% 55.7% 8.8% 18.1% 73.1% 1.11 +0.43% -4.00% +0.58%
+7.00% -4.00% 4554 38 < 0 +0.43% +0.48% 55.6% 5.6% 18.2% 76.2% 1.12 +0.43% -4.00% +0.58%
+9.00% -4.00% 4554 38 < 0 +0.43% +0.47% 55.5% 2% 18.2% 79.8% 1.12 +0.43% -4.00% +0.58%
+4.50% -5.00% 4554 38 < 0 +0.42% +0.61% 57.6% 18.6% 10.9% 70.6% 1.03 +0.42% -5.00% +0.58%
+5.00% -4.50% 4554 38 < 0 +0.42% +0.56% 56.7% 14.3% 14% 71.7% 1.07 +0.42% -4.50% +0.58%
+6.50% -4.00% 4554 38 < 0 +0.42% +0.48% 55.6% 6.8% 18.2% 75.1% 1.11 +0.42% -4.00% +0.58%
+4.50% -4.50% 4554 38 < 0 +0.41% +0.58% 57.1% 18.4% 13.9% 67.7% 1.04 +0.41% -4.50% +0.58%
+5.50% -4.00% 4554 38 < 0 +0.41% +0.50% 55.8% 11.3% 18.1% 70.6% 1.1 +0.41% -4.00% +0.58%
+7.50% -3.50% 4554 38 < 0 +0.41% +0.39% 54.3% 4.2% 23.1% 72.7% 1.16 +0.41% -3.50% +0.58%
+8.00% -3.50% 4554 38 < 0 +0.41% +0.39% 54.3% 3.1% 23.1% 73.8% 1.16 +0.41% -3.50% +0.58%
+8.50% -3.50% 4554 38 < 0 +0.41% +0.39% 54.3% 2.5% 23.1% 74.4% 1.16 +0.41% -3.50% +0.58%
+5.00% -4.00% 4554 38 < 0 +0.40% +0.52% 55.9% 14.2% 18% 67.9% 1.08 +0.40% -4.00% +0.58%
+6.00% -3.50% 4554 38 < 0 +0.40% +0.41% 54.4% 8.6% 23.1% 68.4% 1.15 +0.40% -3.50% +0.58%
+7.00% -3.50% 4554 38 < 0 +0.40% +0.39% 54.3% 5.4% 23.1% 71.4% 1.15 +0.40% -3.50% +0.58%
+9.00% -3.50% 4554 38 < 0 +0.40% +0.39% 54.2% 1.9% 23.2% 74.9% 1.16 +0.40% -3.50% +0.58%
+4.50% -4.00% 4554 38 < 0 +0.39% +0.56% 56.3% 18.2% 17.9% 63.9% 1.07 +0.39% -4.00% +0.58%
+6.50% -3.50% 4554 38 < 0 +0.39% +0.40% 54.3% 6.6% 23.1% 70.2% 1.15 +0.39% -3.50% +0.58%
+4.00% -5.00% 4554 38 < 0 +0.38% +0.63% 57.8% 22.2% 10.8% 67% 1 +0.38% -5.00% +0.58%
+5.50% -3.50% 4554 38 < 0 +0.38% +0.41% 54.5% 11% 23% 65.9% 1.14 +0.38% -3.50% +0.58%
+4.00% -4.50% 4554 38 < 0 +0.37% +0.61% 57.4% 22.1% 13.8% 64.1% 1 +0.37% -4.50% +0.58%
+5.00% -3.50% 4554 38 < 0 +0.37% +0.42% 54.6% 13.8% 23% 63.2% 1.11 +0.37% -3.50% +0.58%
+3.50% -5.00% 4554 38 < 0 +0.36% +0.71% 58.5% 28.1% 10.8% 61.1% 0.96 +0.36% -5.00% +0.58%
+4.50% -3.50% 4554 38 < 0 +0.36% +0.46% 55% 17.9% 22.8% 59.3% 1.09 +0.36% -3.50% +0.58%
+7.00% -3.00% 4554 38 < 0 +0.36% +0.23% 52.3% 5.2% 30.2% 64.6% 1.21 +0.36% -3.00% +0.58%
+7.50% -3.00% 4554 38 < 0 +0.36% +0.23% 52.3% 4.1% 30.2% 65.7% 1.22 +0.36% -3.00% +0.58%
+8.00% -3.00% 4554 38 < 0 +0.36% +0.23% 52.3% 2.9% 30.2% 66.8% 1.22 +0.36% -3.00% +0.58%
+8.50% -3.00% 4554 38 < 0 +0.36% +0.23% 52.3% 2.4% 30.2% 67.4% 1.22 +0.36% -3.00% +0.58%
+9.00% -3.00% 4554 38 < 0 +0.36% +0.23% 52.3% 1.8% 30.2% 67.9% 1.22 +0.36% -3.00% +0.58%
+3.50% -4.50% 4554 38 < 0 +0.35% +0.68% 58% 27.9% 13.7% 58.4% 0.97 +0.35% -4.50% +0.58%
+4.00% -4.00% 4554 38 < 0 +0.35% +0.57% 56.5% 21.9% 17.8% 60.3% 1.03 +0.35% -4.00% +0.58%
+6.00% -3.00% 4554 38 < 0 +0.35% +0.25% 52.4% 8.3% 30.1% 61.6% 1.2 +0.35% -3.00% +0.58%
+6.50% -3.00% 4554 38 < 0 +0.35% +0.24% 52.3% 6.4% 30.2% 63.4% 1.2 +0.35% -3.00% +0.58%
+5.50% -3.00% 4554 38 < 0 +0.34% +0.25% 52.5% 10.7% 30.1% 59.2% 1.19 +0.34% -3.00% +0.58%
+3.50% -4.00% 4554 38 < 0 +0.33% +0.63% 57.2% 27.7% 17.6% 54.7% 0.99 +0.33% -4.00% +0.58%
+3.00% -5.00% 4554 38 < 0 +0.32% +0.85% 59.4% 35.1% 10.7% 54.2% 0.9 +0.32% -5.00% +0.58%
+4.00% -3.50% 4554 38 < 0 +0.32% +0.49% 55.2% 21.5% 22.7% 55.8% 1.06 +0.32% -3.50% +0.58%
+5.00% -3.00% 4554 38 < 0 +0.32% +0.26% 52.6% 13.5% 30% 56.5% 1.17 +0.32% -3.00% +0.58%
+3.00% -4.50% 4554 38 < 0 +0.31% +0.83% 58.9% 34.9% 13.6% 51.5% 0.91 +0.31% -4.50% +0.58%
+4.50% -3.00% 4554 38 < 0 +0.31% +0.29% 53% 17.4% 29.9% 52.7% 1.15 +0.31% -3.00% +0.58%
+3.50% -3.50% 4554 38 < 0 +0.30% +0.56% 55.9% 27.2% 22.5% 50.3% 1.02 +0.30% -3.50% +0.58%
+3.00% -4.00% 4554 38 < 0 +0.29% +0.77% 58.1% 34.7% 17.4% 47.9% 0.92 +0.29% -4.00% +0.58%
+4.00% -3.00% 4554 38 < 0 +0.28% +0.32% 53.2% 21% 29.7% 49.3% 1.11 +0.28% -3.00% +0.58%
+3.00% -3.50% 4554 38 < 0 +0.26% +0.66% 56.8% 34% 22.2% 43.8% 0.95 +0.26% -3.50% +0.58%
+3.50% -3.00% 4554 38 < 0 +0.26% +0.41% 53.9% 26.7% 29.4% 43.9% 1.07 +0.26% -3.00% +0.58%
+3.00% -3.00% 4554 38 < 0 +0.22% +0.51% 54.8% 33.2% 29.1% 37.6% 1 +0.22% -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 5644 +0.35% +0.50% 56.5% +2.64% -2.47%
downOpp > 1 69 +0.36% -0.05% 49.3% +2.98% -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
2026-09-25 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%
2026-08-28 US.AXON Industrials -2.681 +0.23% +15.61% +16.93% +0.54%
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.