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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 5782
Trade dates 40
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 2026-08-16 → 2026-10-15

Study results

2026-10-15 · 60D window

5782 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 +0.29%
Baseline win rate 55.6%
Baseline runup +2.64%
Baseline drawdown -2.51%

Median return curve (reliable Opp span, step 0.1)

-6.9–-6.8 · n=21 · median -0.14% -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=49 · median +0.66% -5.6–-5.5 · n=48 · median +0.97% -5.5–-5.4 · n=47 · median +0.08% -5.4–-5.3 · n=44 · median +0.22% -5.3–-5.2 · n=60 · median +0.72% -5.2–-5.1 · n=76 · median +0.85% -5.1–-5.0 · n=69 · median +0.4% -5.0–-4.9 · n=88 · median +0.47% -4.9–-4.8 · n=75 · median +1.35% -4.8–-4.7 · n=80 · median +0.82% -4.7–-4.6 · n=75 · median +0.64% -4.6–-4.5 · n=94 · median +0.8% -4.5–-4.4 · n=92 · median +0.58% -4.4–-4.3 · n=103 · median +1.2% -4.3–-4.2 · n=76 · median -0.44% -4.2–-4.1 · n=92 · median +0.78% -4.1–-4.0 · n=109 · median +0.2% -4.0–-3.9 · n=111 · median -0.08% -3.9–-3.8 · n=92 · median +0.66% -3.8–-3.7 · n=89 · median +0.5% -3.7–-3.6 · n=111 · median +0.87% -3.6–-3.5 · n=107 · median +0.62% -3.5–-3.4 · n=130 · median +0.63% -3.4–-3.3 · n=128 · median +0.99% -3.3–-3.2 · n=143 · median +0.71% -3.2–-3.1 · n=102 · median +0.49% -3.1–-3.0 · n=126 · median +0.88% -3.0–-2.9 · n=105 · median +0.36% -2.9–-2.8 · n=109 · median +0.86% -2.8–-2.7 · n=103 · median +0.36% -2.7–-2.6 · n=130 · median +0.87% -2.6–-2.5 · n=88 · median +0.78% -2.5–-2.4 · n=120 · median -0.07% -2.4–-2.3 · n=114 · median +0.03% -2.3–-2.2 · n=108 · median +0.7% -2.2–-2.1 · n=102 · median +0.38% -2.1–-2.0 · n=97 · median +0.57% -2.0–-1.9 · n=104 · median +1.09% -1.9–-1.8 · n=100 · median +0.29% -1.8–-1.7 · n=94 · median +0.18% -1.7–-1.6 · n=111 · median -0.23% -1.6–-1.5 · n=94 · median +0.39% -1.5–-1.4 · n=89 · median -0.16% -1.4–-1.3 · n=92 · median +0.28% -1.3–-1.2 · n=83 · median +0.49% -1.2–-1.1 · n=82 · median +0.52% -1.1–-1.0 · n=72 · median +0.06% -1.0–-0.9 · n=85 · median +0.01% -0.9–-0.8 · n=79 · median +0.02% -0.8–-0.7 · n=78 · median +0.05% -0.7–-0.6 · n=65 · median -0.42% -0.6–-0.5 · n=58 · median -0.57% -0.5–-0.4 · n=65 · median -0.21% -0.4–-0.3 · n=31 · median +0.67% -0.3–-0.2 · n=41 · median +0.18% -0.2–-0.1 · n=47 · median +0.11% -0.1–0.0 · n=31 · median -0.32% 0.0–0.1 · n=33 · median -1.51% 0.1–0.2 · n=31 · median -0.28% 0.2–0.3 · n=24 · median -0.05% 0.3–0.4 · n=18 · median -0.32% 0.4–0.5 · n=22 · median +0.45% -7-6-5-4-3-2-100.5 -1.5%-0.8%0%+0.8%+1.5%

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 -7–0.5 · step 0.1 · min sample 20 · Best 0.1 bin: -4.9–-4.8 (+1.35%, n=75) · Best balanced range: 0.2–0.5 (-0.07%, n=64) · Best 0.5 range: -3.5–-3.0 (+0.86%, n=629)

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 5525 +0.31% +0.48% 56% +2.65% -2.50%
0 - 1 187 -0.36% -0.24% 47.6% +2.31% -2.72%
1 - 2 64 +0.34% -0.10% 46.9% +2.93% -2.22%
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 5782 +0.44% +31.96% 55.6% -2.51% 5499 +0.89% +39.86% 59.1% -3.16% 5200 +1.40% +45.40% 62.1% -3.59% 4739 +2.37% +54.72% 66.3% -4.04% 3132 +5.50% +64.30% 75.5% -4.92%
< 0 20D 5525 +0.48% +35.32% 56% -2.50% 5268 +0.93% +41.87% 59.6% -3.14% 4985 +1.48% +48.28% 62.7% -3.57% 4568 +2.45% +56.74% 67.1% -4.00% 3085 +5.54% +64.80% 75.8% -4.85%
0 - 1 20D 187 -0.24% -25.16% 47.6% -2.72% 163 +0.03% -3.49% 50.9% -3.56% 149 -0.27% -14.72% 49% -3.94% 121 -0.69% -22.39% 44.6% -5.05% 36 +5.11% +59.39% 55.6% -10.12%
1 - 2 3D 64 -0.10% -13.40% 46.9% -2.22% 62 -0.50% -30.20% 43.5% -3.00% 60 -0.49% -22.64% 45% -3.88% 45 -0.39% -14.83% 48.9% -4.52% 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 3D 70 -0.06% -10.04% 48.6% -2.38% 68 -0.50% -30.20% 44.1% -3.23% 66 -0.56% -25.16% 43.9% -4.12% 50 -0.43% -15.84% 48% -5.42% 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 5782 +0.29% +0.44% 55.6% +2.64% -2.51%
Top 3 120 +0.80% +0.89% 61.7% +3.38% -2.63%
Top 5 200 +0.48% +0.61% 58% +3.10% -2.83%
Top 10 400 +0.31% +0.36% 56% +2.78% -2.72%
Top 20 800 +0.25% +0.38% 55.1% +2.68% -2.60%
Top 50 2000 +0.32% +0.50% 56.3% +2.70% -2.44%

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 5368 +2.00% 5% +0.20% +2.00% 63.6% 52.6% 11.4% +0.51%
0 - 1 166 +2.00% 5% -0.11% +0.76% 55.4% 46.4% 12% -0.26%
1 - 2 41 +2.00% 5% +0.21% -0.07% 46.3% 39% 7.3% -0.27%
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% 4676 39 < 0 +0.41% +0.49% 55.9% 4.6% 11.6% 83.9% 1.08 +0.41% -5.00% +0.53%
+8.50% -5.00% 4676 39 < 0 +0.41% +0.49% 55.9% 2.8% 11.6% 85.7% 1.08 +0.41% -5.00% +0.53%
+6.00% -5.00% 4676 39 < 0 +0.40% +0.50% 56% 9% 11.5% 79.5% 1.07 +0.40% -5.00% +0.53%
+7.00% -5.00% 4676 39 < 0 +0.40% +0.49% 55.9% 5.8% 11.6% 82.6% 1.08 +0.40% -5.00% +0.53%
+7.50% -4.50% 4676 39 < 0 +0.40% +0.46% 55.4% 4.5% 14.8% 80.7% 1.1 +0.40% -4.50% +0.53%
+8.00% -5.00% 4676 39 < 0 +0.40% +0.49% 55.9% 3.4% 11.6% 85.1% 1.08 +0.40% -5.00% +0.53%
+8.50% -4.50% 4676 39 < 0 +0.40% +0.46% 55.4% 2.7% 14.8% 82.5% 1.09 +0.40% -4.50% +0.53%
+9.00% -5.00% 4676 39 < 0 +0.40% +0.49% 55.8% 2.1% 11.6% 86.3% 1.08 +0.40% -5.00% +0.53%
+5.50% -5.00% 4676 39 < 0 +0.39% +0.51% 56.1% 11.5% 11.5% 76.9% 1.06 +0.39% -5.00% +0.53%
+6.00% -4.50% 4676 39 < 0 +0.39% +0.47% 55.6% 9% 14.7% 76.3% 1.08 +0.39% -4.50% +0.53%
+6.50% -5.00% 4676 39 < 0 +0.39% +0.49% 55.9% 7% 11.6% 81.4% 1.07 +0.39% -5.00% +0.53%
+7.00% -4.50% 4676 39 < 0 +0.39% +0.46% 55.4% 5.8% 14.8% 79.4% 1.09 +0.39% -4.50% +0.53%
+8.00% -4.50% 4676 39 < 0 +0.39% +0.46% 55.4% 3.3% 14.8% 81.9% 1.09 +0.39% -4.50% +0.53%
+9.00% -4.50% 4676 39 < 0 +0.39% +0.45% 55.4% 2.1% 14.8% 83.1% 1.09 +0.39% -4.50% +0.53%
+5.50% -4.50% 4676 39 < 0 +0.38% +0.48% 55.6% 11.5% 14.7% 73.8% 1.07 +0.38% -4.50% +0.53%
+6.50% -4.50% 4676 39 < 0 +0.38% +0.46% 55.5% 7% 14.8% 78.3% 1.08 +0.38% -4.50% +0.53%
+7.00% -4.00% 4676 39 < 0 +0.38% +0.41% 54.6% 5.7% 19% 75.4% 1.11 +0.38% -4.00% +0.53%
+7.50% -4.00% 4676 39 < 0 +0.38% +0.41% 54.6% 4.4% 19% 76.6% 1.12 +0.38% -4.00% +0.53%
+8.00% -4.00% 4676 39 < 0 +0.38% +0.41% 54.6% 3.2% 19% 77.8% 1.11 +0.38% -4.00% +0.53%
+8.50% -4.00% 4676 39 < 0 +0.38% +0.41% 54.6% 2.6% 19% 78.4% 1.12 +0.38% -4.00% +0.53%
+4.50% -5.00% 4676 39 < 0 +0.37% +0.56% 56.7% 18.6% 11.4% 70% 1.02 +0.37% -5.00% +0.53%
+5.00% -5.00% 4676 39 < 0 +0.37% +0.53% 56.3% 14.4% 11.5% 74.1% 1.04 +0.37% -5.00% +0.53%
+6.00% -4.00% 4676 39 < 0 +0.37% +0.42% 54.7% 8.9% 18.9% 72.2% 1.1 +0.37% -4.00% +0.53%
+6.50% -4.00% 4676 39 < 0 +0.37% +0.41% 54.6% 6.9% 18.9% 74.2% 1.11 +0.37% -4.00% +0.53%
+9.00% -4.00% 4676 39 < 0 +0.37% +0.41% 54.6% 2% 19% 79% 1.11 +0.37% -4.00% +0.53%
+4.50% -4.50% 4676 39 < 0 +0.36% +0.54% 56.2% 18.4% 14.6% 67% 1.03 +0.36% -4.50% +0.53%
+5.00% -4.50% 4676 39 < 0 +0.36% +0.50% 55.8% 14.3% 14.7% 71% 1.05 +0.36% -4.50% +0.53%
+5.50% -4.00% 4676 39 < 0 +0.36% +0.43% 54.8% 11.4% 18.9% 69.8% 1.09 +0.36% -4.00% +0.53%
+7.50% -3.50% 4676 39 < 0 +0.36% +0.31% 53.4% 4.3% 24% 71.7% 1.16 +0.36% -3.50% +0.53%
+8.50% -3.50% 4676 39 < 0 +0.36% +0.31% 53.4% 2.5% 24% 73.5% 1.16 +0.36% -3.50% +0.53%
+5.00% -4.00% 4676 39 < 0 +0.35% +0.45% 55% 14.2% 18.8% 67% 1.08 +0.35% -4.00% +0.53%
+6.00% -3.50% 4676 39 < 0 +0.35% +0.33% 53.5% 8.7% 23.9% 67.4% 1.14 +0.35% -3.50% +0.53%
+7.00% -3.50% 4676 39 < 0 +0.35% +0.31% 53.4% 5.5% 24% 70.5% 1.15 +0.35% -3.50% +0.53%
+8.00% -3.50% 4676 39 < 0 +0.35% +0.31% 53.4% 3.1% 24% 72.9% 1.15 +0.35% -3.50% +0.53%
+9.00% -3.50% 4676 39 < 0 +0.35% +0.31% 53.3% 1.9% 24% 74.1% 1.15 +0.35% -3.50% +0.53%
+4.50% -4.00% 4676 39 < 0 +0.34% +0.50% 55.4% 18.2% 18.6% 63.1% 1.05 +0.34% -4.00% +0.53%
+6.50% -3.50% 4676 39 < 0 +0.34% +0.31% 53.4% 6.7% 24% 69.3% 1.14 +0.34% -3.50% +0.53%
+4.00% -5.00% 4676 39 < 0 +0.33% +0.58% 57% 22.2% 11.4% 66.4% 0.98 +0.33% -5.00% +0.53%
+5.50% -3.50% 4676 39 < 0 +0.33% +0.34% 53.6% 11.1% 23.9% 65% 1.13 +0.33% -3.50% +0.53%
+4.00% -4.50% 4676 39 < 0 +0.32% +0.56% 56.5% 22% 14.5% 63.5% 1 +0.32% -4.50% +0.53%
+5.00% -3.50% 4676 39 < 0 +0.32% +0.37% 53.7% 13.9% 23.8% 62.3% 1.11 +0.32% -3.50% +0.53%
+7.50% -3.00% 4676 39 < 0 +0.32% +0.16% 51.4% 4.1% 31.1% 64.7% 1.21 +0.32% -3.00% +0.53%
+3.50% -5.00% 4676 39 < 0 +0.31% +0.66% 57.7% 28% 11.4% 60.6% 0.94 +0.31% -5.00% +0.53%
+4.50% -3.50% 4676 39 < 0 +0.31% +0.41% 54.2% 17.9% 23.6% 58.5% 1.09 +0.31% -3.50% +0.53%
+7.00% -3.00% 4676 39 < 0 +0.31% +0.16% 51.4% 5.3% 31.1% 63.6% 1.21 +0.31% -3.00% +0.53%
+8.00% -3.00% 4676 39 < 0 +0.31% +0.16% 51.4% 3% 31.1% 65.9% 1.21 +0.31% -3.00% +0.53%
+8.50% -3.00% 4676 39 < 0 +0.31% +0.16% 51.4% 2.4% 31.1% 66.4% 1.21 +0.31% -3.00% +0.53%
+9.00% -3.00% 4676 39 < 0 +0.31% +0.16% 51.4% 1.8% 31.2% 67% 1.21 +0.31% -3.00% +0.53%
+3.50% -4.50% 4676 39 < 0 +0.30% +0.62% 57.2% 27.8% 14.4% 57.8% 0.96 +0.30% -4.50% +0.53%
+4.00% -4.00% 4676 39 < 0 +0.30% +0.52% 55.7% 21.9% 18.6% 59.6% 1.02 +0.30% -4.00% +0.53%
+6.00% -3.00% 4676 39 < 0 +0.30% +0.17% 51.5% 8.4% 31.1% 60.5% 1.2 +0.30% -3.00% +0.53%
+6.50% -3.00% 4676 39 < 0 +0.30% +0.16% 51.4% 6.4% 31.1% 62.4% 1.2 +0.30% -3.00% +0.53%
+5.50% -3.00% 4676 39 < 0 +0.29% +0.19% 51.6% 10.8% 31% 58.2% 1.19 +0.29% -3.00% +0.53%
+3.50% -4.00% 4676 39 < 0 +0.28% +0.59% 56.4% 27.6% 18.4% 54% 0.98 +0.28% -4.00% +0.53%
+4.00% -3.50% 4676 39 < 0 +0.28% +0.43% 54.4% 21.4% 23.5% 55% 1.05 +0.28% -3.50% +0.53%
+5.00% -3.00% 4676 39 < 0 +0.28% +0.19% 51.8% 13.5% 30.9% 55.6% 1.17 +0.28% -3.00% +0.53%
+3.00% -5.00% 4676 39 < 0 +0.27% +0.80% 58.7% 35% 11.3% 53.7% 0.88 +0.27% -5.00% +0.53%
+4.50% -3.00% 4676 39 < 0 +0.27% +0.23% 52.2% 17.4% 30.8% 51.9% 1.15 +0.27% -3.00% +0.53%
+3.00% -4.50% 4676 39 < 0 +0.26% +0.77% 58.3% 34.8% 14.3% 50.9% 0.89 +0.26% -4.50% +0.53%
+3.50% -3.50% 4676 39 < 0 +0.26% +0.51% 55.2% 27.1% 23.3% 49.6% 1.01 +0.26% -3.50% +0.53%
+3.00% -4.00% 4676 39 < 0 +0.25% +0.72% 57.5% 34.5% 18.2% 47.3% 0.91 +0.25% -4.00% +0.53%
+4.00% -3.00% 4676 39 < 0 +0.24% +0.26% 52.4% 21% 30.6% 48.4% 1.1 +0.24% -3.00% +0.53%
+3.00% -3.50% 4676 39 < 0 +0.22% +0.61% 56.2% 33.9% 23% 43.2% 0.94 +0.22% -3.50% +0.53%
+3.50% -3.00% 4676 39 < 0 +0.22% +0.34% 53.2% 26.6% 30.3% 43.2% 1.06 +0.22% -3.00% +0.53%
+3.00% -3.00% 4676 39 < 0 +0.18% +0.45% 54.1% 33.1% 29.9% 37% 1 +0.18% -3.00% +0.53%

Threshold performance

Filter n Avg return Median return 歷史相似情境上漲比例 Avg runup Avg drawdown
all 5782 +0.29% +0.44% 55.6% +2.64% -2.51%
downOpp > 1 70 +0.28% -0.06% 48.6% +2.94% -2.38%
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%
2026-10-09 US.PSKY Communication Services -0.052 -1.23% +22.93% +27.62% -2.62%
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.