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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 5918
Trade dates 41
Best stable plateau n/a
Best balanced range 0.1–0.5
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 2026-08-17 → 2026-10-16

Study results

2026-10-16 · 60D window

5918 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: 0.1–0.5 · Best 0.5 range: -3.5–-3.0 (in-sample diagnostics only)

Baseline avg return +0.22%
Baseline win rate 54.8%
Baseline runup +2.64%
Baseline drawdown -2.56%

Median return curve (reliable Opp span, step 0.1)

-6.9–-6.8 · n=26 · median -0.58% -6.8–-6.7 · n=23 · median +0.21% -6.7–-6.6 · n=19 · median -0.1% -6.6–-6.5 · n=31 · median +0.98% -6.5–-6.4 · n=23 · median +0.89% -6.4–-6.3 · n=25 · median -0.45% -6.3–-6.2 · n=32 · median -0.02% -6.2–-6.1 · n=38 · median +0.35% -6.1–-6.0 · n=37 · median -1.02% -6.0–-5.9 · n=46 · median +0.09% -5.9–-5.8 · n=50 · median +0.28% -5.8–-5.7 · n=44 · median +0.14% -5.7–-5.6 · n=47 · median +1.03% -5.6–-5.5 · n=45 · median +0.98% -5.5–-5.4 · n=56 · median +0.43% -5.4–-5.3 · n=51 · median -0.27% -5.3–-5.2 · n=65 · median +0.78% -5.2–-5.1 · n=70 · median +0.76% -5.1–-5.0 · n=69 · median +0.43% -5.0–-4.9 · n=84 · median +0.56% -4.9–-4.8 · n=71 · median +1.54% -4.8–-4.7 · n=84 · median +0.64% -4.7–-4.6 · n=79 · median +0.45% -4.6–-4.5 · n=102 · median +0.35% -4.5–-4.4 · n=90 · median +0.88% -4.4–-4.3 · n=104 · median +1.2% -4.3–-4.2 · n=82 · median -0.01% -4.2–-4.1 · n=97 · median +0.62% -4.1–-4.0 · n=109 · median -0.4% -4.0–-3.9 · n=106 · median +0.07% -3.9–-3.8 · n=90 · median +0.84% -3.8–-3.7 · n=101 · median +0.51% -3.7–-3.6 · n=113 · median +0.37% -3.6–-3.5 · n=110 · median +0.68% -3.5–-3.4 · n=132 · median +0.78% -3.4–-3.3 · n=133 · median +1.19% -3.3–-3.2 · n=135 · median +0.61% -3.2–-3.1 · n=107 · median +0.31% -3.1–-3.0 · n=127 · median +0.77% -3.0–-2.9 · n=110 · median +0.39% -2.9–-2.8 · n=117 · median +0.81% -2.8–-2.7 · n=96 · median +0.38% -2.7–-2.6 · n=125 · median +0.89% -2.6–-2.5 · n=93 · median +0.48% -2.5–-2.4 · n=126 · median -0.12% -2.4–-2.3 · n=122 · median -0.14% -2.3–-2.2 · n=110 · median +0.62% -2.2–-2.1 · n=111 · median +0.29% -2.1–-2.0 · n=96 · median +0.58% -2.0–-1.9 · n=107 · median +0.91% -1.9–-1.8 · n=111 · median +0.06% -1.8–-1.7 · n=104 · median -0.24% -1.7–-1.6 · n=102 · median -0.22% -1.6–-1.5 · n=96 · median +0.39% -1.5–-1.4 · n=100 · median -0.11% -1.4–-1.3 · n=100 · median +0.16% -1.3–-1.2 · n=86 · median +0.03% -1.2–-1.1 · n=82 · median +0.19% -1.1–-1.0 · n=79 · median +0.05% -1.0–-0.9 · n=82 · median -0.04% -0.9–-0.8 · n=77 · median +0.02% -0.8–-0.7 · n=84 · median +0.08% -0.7–-0.6 · n=64 · median -0.52% -0.6–-0.5 · n=64 · median -0.25% -0.5–-0.4 · n=63 · median -0.21% -0.4–-0.3 · n=35 · median +0.54% -0.3–-0.2 · n=41 · median +0.05% -0.2–-0.1 · n=40 · median -0.12% -0.1–0.0 · n=31 · median -0.32% 0.0–0.1 · n=36 · median -1.59% 0.1–0.2 · n=34 · median +0.05% 0.2–0.3 · n=22 · median -0.63% 0.3–0.4 · n=20 · median -0.32% 0.4–0.5 · n=23 · median +0.24% -7-6-5-4-3-2-100.5 -1.6%-0.8%0%+0.8%+1.6%

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 (+1.54%, n=71) · Best balanced range: 0.1–0.5 (-0.18%, n=99) · Best 0.5 range: -3.5–-3.0 (+0.85%, n=634)

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 5651 +0.25% +0.42% 55.2% +2.64% -2.55%
0 - 1 195 -0.42% -0.24% 47.7% +2.33% -2.76%
1 - 2 66 +0.29% -0.17% 45.5% +2.84% -2.23%
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 5918 +0.40% +28.60% 54.8% -2.56% 5642 +0.80% +35.32% 58.2% -3.21% 5352 +1.25% +40.00% 60.9% -3.70% 4895 +2.21% +50.69% 64.7% -4.20% 3294 +5.19% +60.39% 73.6% -5.02%
< 0 20D 5651 +0.42% +30.28% 55.2% -2.55% 5395 +0.86% +38.34% 58.6% -3.20% 5125 +1.34% +43.24% 61.6% -3.68% 4698 +2.30% +52.96% 65.7% -4.13% 3239 +5.22% +60.77% 73.8% -4.94%
0 - 1 20D 195 -0.24% -25.16% 47.7% -2.76% 176 +0.03% -3.49% 50.6% -3.58% 159 -0.36% -17.96% 47.2% -4.13% 138 -1.52% -43.30% 39.9% -5.61% 43 +3.38% +37.59% 53.5% -10.26%
1 - 2 10D 66 -0.17% -19.28% 45.5% -2.23% 65 -0.73% -41.79% 41.5% -3.17% 62 -0.56% -25.16% 43.5% -3.94% 53 -0.39% -14.83% 49.1% -4.82% 11 +1.74% +16.92% 72.7% -6.52%
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% 5 -2.26% -61.95% 40% -12.37% 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 72 -0.10% -13.40% 47.2% -2.39% 71 -0.73% -41.79% 42.3% -3.38% 68 -0.79% -33.44% 42.6% -4.16% 59 -0.47% -16.84% 47.5% -5.71% 12 +1.57% +14.78% 66.7% -7.58%
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% 6 -5.64% -147.13% 33.3% -13.52% 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 5918 +0.22% +0.40% 54.8% +2.64% -2.56%
Top 3 123 +0.73% +0.89% 61% +3.27% -2.66%
Top 5 205 +0.28% +0.58% 56.1% +3.03% -2.90%
Top 10 410 +0.25% +0.37% 55.6% +2.82% -2.74%
Top 20 820 +0.18% +0.31% 54.1% +2.69% -2.66%
Top 50 2050 +0.22% +0.40% 55.3% +2.69% -2.55%

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 5494 +2.00% 5% +0.16% +2.00% 63% 52.2% 12% +0.45%
0 - 1 172 +2.00% 5% -0.05% +1.14% 57% 47.7% 12.2% -0.26%
1 - 2 43 +2.00% 5% +0.14% -0.13% 44.2% 37.2% 7% -0.38%
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% 4801 40 < 0 +0.34% +0.42% 54.9% 4.5% 12.5% 83% 1.06 +0.34% -5.00% +0.47%
+8.50% -5.00% 4801 40 < 0 +0.34% +0.42% 54.9% 2.8% 12.5% 84.7% 1.06 +0.34% -5.00% +0.47%
+7.00% -5.00% 4801 40 < 0 +0.33% +0.42% 54.9% 5.8% 12.5% 81.7% 1.05 +0.33% -5.00% +0.47%
+7.50% -4.50% 4801 40 < 0 +0.33% +0.39% 54.5% 4.5% 15.7% 79.8% 1.07 +0.33% -4.50% +0.47%
+8.00% -4.50% 4801 40 < 0 +0.33% +0.39% 54.5% 3.3% 15.7% 80.9% 1.07 +0.33% -4.50% +0.47%
+8.00% -5.00% 4801 40 < 0 +0.33% +0.42% 54.9% 3.4% 12.5% 84.1% 1.05 +0.33% -5.00% +0.47%
+8.50% -4.50% 4801 40 < 0 +0.33% +0.39% 54.5% 2.7% 15.7% 81.5% 1.07 +0.33% -4.50% +0.47%
+9.00% -5.00% 4801 40 < 0 +0.33% +0.42% 54.9% 2.1% 12.5% 85.4% 1.05 +0.33% -5.00% +0.47%
+6.00% -4.50% 4801 40 < 0 +0.32% +0.41% 54.6% 8.9% 15.7% 75.4% 1.06 +0.32% -4.50% +0.47%
+6.00% -5.00% 4801 40 < 0 +0.32% +0.43% 55.1% 9% 12.4% 78.6% 1.05 +0.32% -5.00% +0.47%
+6.50% -4.50% 4801 40 < 0 +0.32% +0.39% 54.5% 6.9% 15.7% 77.3% 1.06 +0.32% -4.50% +0.47%
+6.50% -5.00% 4801 40 < 0 +0.32% +0.42% 55% 7% 12.5% 80.5% 1.05 +0.32% -5.00% +0.47%
+7.00% -4.50% 4801 40 < 0 +0.32% +0.39% 54.5% 5.7% 15.7% 78.5% 1.07 +0.32% -4.50% +0.47%
+7.50% -4.00% 4801 40 < 0 +0.32% +0.33% 53.7% 4.4% 20.1% 75.5% 1.1 +0.32% -4.00% +0.47%
+8.50% -4.00% 4801 40 < 0 +0.32% +0.33% 53.7% 2.7% 20.1% 77.3% 1.1 +0.32% -4.00% +0.47%
+9.00% -4.50% 4801 40 < 0 +0.32% +0.39% 54.4% 2.1% 15.7% 82.2% 1.07 +0.32% -4.50% +0.47%
+5.50% -4.50% 4801 40 < 0 +0.31% +0.41% 54.7% 11.4% 15.7% 72.9% 1.05 +0.31% -4.50% +0.47%
+5.50% -5.00% 4801 40 < 0 +0.31% +0.43% 55.1% 11.5% 12.4% 76.1% 1.03 +0.31% -5.00% +0.47%
+6.00% -4.00% 4801 40 < 0 +0.31% +0.35% 53.8% 8.8% 20% 71.2% 1.08 +0.31% -4.00% +0.47%
+7.00% -4.00% 4801 40 < 0 +0.31% +0.33% 53.7% 5.6% 20.1% 74.3% 1.1 +0.31% -4.00% +0.47%
+8.00% -4.00% 4801 40 < 0 +0.31% +0.33% 53.7% 3.2% 20.1% 76.7% 1.1 +0.31% -4.00% +0.47%
+9.00% -4.00% 4801 40 < 0 +0.31% +0.32% 53.6% 2% 20.1% 77.9% 1.1 +0.31% -4.00% +0.47%
+5.00% -5.00% 4801 40 < 0 +0.30% +0.46% 55.3% 14.3% 12.4% 73.3% 1.02 +0.30% -5.00% +0.47%
+6.50% -4.00% 4801 40 < 0 +0.30% +0.34% 53.7% 6.9% 20% 73.1% 1.09 +0.30% -4.00% +0.47%
+7.50% -3.50% 4801 40 < 0 +0.30% +0.24% 52.5% 4.3% 25.2% 70.6% 1.14 +0.30% -3.50% +0.47%
+8.50% -3.50% 4801 40 < 0 +0.30% +0.24% 52.5% 2.6% 25.2% 72.3% 1.14 +0.30% -3.50% +0.47%
+4.50% -4.50% 4801 40 < 0 +0.29% +0.47% 55.2% 18.2% 15.5% 66.3% 1.01 +0.29% -4.50% +0.47%
+4.50% -5.00% 4801 40 < 0 +0.29% +0.50% 55.7% 18.4% 12.4% 69.3% 1 +0.29% -5.00% +0.47%
+5.00% -4.50% 4801 40 < 0 +0.29% +0.43% 54.8% 14.2% 15.6% 70.2% 1.03 +0.29% -4.50% +0.47%
+5.50% -4.00% 4801 40 < 0 +0.29% +0.37% 53.9% 11.3% 20% 68.8% 1.07 +0.29% -4.00% +0.47%
+6.00% -3.50% 4801 40 < 0 +0.29% +0.25% 52.6% 8.7% 25.1% 66.3% 1.12 +0.29% -3.50% +0.47%
+6.50% -3.50% 4801 40 < 0 +0.29% +0.24% 52.5% 6.7% 25.1% 68.2% 1.13 +0.29% -3.50% +0.47%
+7.00% -3.50% 4801 40 < 0 +0.29% +0.24% 52.5% 5.5% 25.2% 69.3% 1.14 +0.29% -3.50% +0.47%
+8.00% -3.50% 4801 40 < 0 +0.29% +0.24% 52.5% 3.1% 25.2% 71.7% 1.14 +0.29% -3.50% +0.47%
+9.00% -3.50% 4801 40 < 0 +0.29% +0.24% 52.4% 1.9% 25.2% 72.9% 1.14 +0.29% -3.50% +0.47%
+5.00% -4.00% 4801 40 < 0 +0.28% +0.38% 54.1% 14% 19.9% 66.1% 1.06 +0.28% -4.00% +0.47%
+4.50% -4.00% 4801 40 < 0 +0.27% +0.42% 54.5% 18% 19.7% 62.2% 1.04 +0.27% -4.00% +0.47%
+5.50% -3.50% 4801 40 < 0 +0.27% +0.26% 52.7% 11% 25.1% 63.9% 1.11 +0.27% -3.50% +0.47%
+5.00% -3.50% 4801 40 < 0 +0.26% +0.27% 52.8% 13.7% 25% 61.3% 1.1 +0.26% -3.50% +0.47%
+7.00% -3.00% 4801 40 < 0 +0.26% +0.06% 50.5% 5.3% 32.3% 62.4% 1.2 +0.26% -3.00% +0.47%
+7.50% -3.00% 4801 40 < 0 +0.26% +0.06% 50.5% 4.1% 32.3% 63.5% 1.21 +0.26% -3.00% +0.47%
+8.00% -3.00% 4801 40 < 0 +0.26% +0.06% 50.5% 3% 32.3% 64.7% 1.2 +0.26% -3.00% +0.47%
+8.50% -3.00% 4801 40 < 0 +0.26% +0.06% 50.5% 2.5% 32.3% 65.2% 1.21 +0.26% -3.00% +0.47%
+9.00% -3.00% 4801 40 < 0 +0.26% +0.06% 50.5% 1.8% 32.3% 65.8% 1.2 +0.26% -3.00% +0.47%
+4.00% -4.50% 4801 40 < 0 +0.25% +0.50% 55.5% 21.9% 15.4% 62.7% 0.98 +0.25% -4.50% +0.47%
+4.00% -5.00% 4801 40 < 0 +0.25% +0.53% 56% 22% 12.3% 65.7% 0.96 +0.25% -5.00% +0.47%
+4.50% -3.50% 4801 40 < 0 +0.25% +0.32% 53.2% 17.7% 24.8% 57.5% 1.07 +0.25% -3.50% +0.47%
+6.00% -3.00% 4801 40 < 0 +0.25% +0.07% 50.6% 8.4% 32.2% 59.4% 1.19 +0.25% -3.00% +0.47%
+6.50% -3.00% 4801 40 < 0 +0.25% +0.07% 50.6% 6.4% 32.3% 61.3% 1.2 +0.25% -3.00% +0.47%
+3.50% -4.50% 4801 40 < 0 +0.24% +0.57% 56.3% 27.6% 15.3% 57.1% 0.94 +0.24% -4.50% +0.47%
+3.50% -5.00% 4801 40 < 0 +0.24% +0.60% 56.8% 27.8% 12.2% 59.9% 0.92 +0.24% -5.00% +0.47%
+4.00% -4.00% 4801 40 < 0 +0.24% +0.45% 54.7% 21.7% 19.6% 58.7% 1 +0.24% -4.00% +0.47%
+5.50% -3.00% 4801 40 < 0 +0.24% +0.08% 50.7% 10.7% 32.2% 57.1% 1.17 +0.24% -3.00% +0.47%
+3.50% -4.00% 4801 40 < 0 +0.23% +0.54% 55.6% 27.4% 19.4% 53.2% 0.96 +0.23% -4.00% +0.47%
+5.00% -3.00% 4801 40 < 0 +0.23% +0.09% 50.9% 13.4% 32.1% 54.5% 1.16 +0.23% -3.00% +0.47%
+4.00% -3.50% 4801 40 < 0 +0.22% +0.36% 53.5% 21.3% 24.7% 54% 1.04 +0.22% -3.50% +0.47%
+4.50% -3.00% 4801 40 < 0 +0.22% +0.15% 51.3% 17.2% 31.9% 50.9% 1.13 +0.22% -3.00% +0.47%
+3.00% -4.50% 4801 40 < 0 +0.21% +0.71% 57.4% 34.6% 15.1% 50.2% 0.88 +0.21% -4.50% +0.47%
+3.00% -5.00% 4801 40 < 0 +0.21% +0.75% 57.9% 34.8% 12.1% 53.1% 0.86 +0.21% -5.00% +0.47%
+3.50% -3.50% 4801 40 < 0 +0.21% +0.43% 54.3% 27% 24.3% 48.7% 1 +0.21% -3.50% +0.47%
+3.00% -4.00% 4801 40 < 0 +0.20% +0.66% 56.7% 34.3% 19.1% 46.5% 0.9 +0.20% -4.00% +0.47%
+4.00% -3.00% 4801 40 < 0 +0.19% +0.19% 51.6% 20.8% 31.8% 47.4% 1.1 +0.19% -3.00% +0.47%
+3.00% -3.50% 4801 40 < 0 +0.18% +0.56% 55.4% 33.7% 24% 42.3% 0.93 +0.18% -3.50% +0.47%
+3.50% -3.00% 4801 40 < 0 +0.18% +0.26% 52.4% 26.4% 31.3% 42.3% 1.06 +0.18% -3.00% +0.47%
+3.00% -3.00% 4801 40 < 0 +0.15% +0.39% 53.4% 33% 30.9% 36.1% 0.99 +0.15% -3.00% +0.47%

Threshold performance

Filter n Avg return Median return 歷史相似情境上漲比例 Avg runup Avg drawdown
all 5918 +0.22% +0.40% 54.8% +2.64% -2.56%
downOpp > 1 72 +0.23% -0.10% 47.2% +2.86% -2.39%
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%
2026-10-12 US.PSKY Communication Services -0.776 -0.76% +20.74% +27.62% -2.62%
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 -5.433 +1.20% -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.