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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.

Buy band (買入帶) = Opp-score entry range from walk-forward research (half-open; not 60D drawdown band). Holding window (持倉窗口) = fixed-day hold study in secondary panels—not Dashboard 持倉.

Rows with outcomes 5613
Trade dates 39
Buy band (stable plateau) n/a
Best balanced range 0.1–0.5
Buy-band step (0.5 Opp) -6.6–-6.1
Best 0.1 bin -6.3–-6.2
Best bucket < 0
Best threshold downOpp > 1
Best Top-N Top 3
Window 2026-08-20 → 2026-10-19

Study results

2026-10-19 · 60D window

5613 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 · Buy-band step (0.5 Opp): -6.6–-6.1 (in-sample diagnostics only)

Baseline avg return +0.30%
Baseline win rate 55.4%
Baseline runup +2.65%
Baseline drawdown -2.50%

Median return curve (reliable Opp span, step 0.1)

-6.9–-6.8 · n=23 · median -0.14% -6.8–-6.7 · n=19 · median +0.89% -6.7–-6.6 · n=15 · median +0.44% -6.6–-6.5 · n=27 · median +1.5% -6.5–-6.4 · n=23 · median +0.89% -6.4–-6.3 · n=19 · median +0.78% -6.3–-6.2 · n=24 · median +1.52% -6.2–-6.1 · n=29 · median +0.98% -6.1–-6.0 · n=31 · median 0% -6.0–-5.9 · n=37 · median +0.25% -5.9–-5.8 · n=43 · median +0.56% -5.8–-5.7 · n=38 · median +0.62% -5.7–-5.6 · n=41 · median +1.47% -5.6–-5.5 · n=41 · median +0.98% -5.5–-5.4 · n=51 · median +0.41% -5.4–-5.3 · n=47 · median +0.01% -5.3–-5.2 · n=56 · median +0.95% -5.2–-5.1 · n=64 · median +0.99% -5.1–-5.0 · n=65 · median +0.4% -5.0–-4.9 · n=72 · median +0.47% -4.9–-4.8 · n=69 · median +1.35% -4.8–-4.7 · n=81 · median +0.66% -4.7–-4.6 · n=68 · median +0.63% -4.6–-4.5 · n=96 · median +0.48% -4.5–-4.4 · n=84 · median +0.93% -4.4–-4.3 · n=97 · median +1.4% -4.3–-4.2 · n=73 · median +0.09% -4.2–-4.1 · n=93 · median +0.45% -4.1–-4.0 · n=102 · median -0.39% -4.0–-3.9 · n=102 · median +0.07% -3.9–-3.8 · n=85 · median +1.06% -3.8–-3.7 · n=98 · median +0.6% -3.7–-3.6 · n=108 · median +0.32% -3.6–-3.5 · n=106 · median +0.68% -3.5–-3.4 · n=124 · median +0.78% -3.4–-3.3 · n=123 · median +1.19% -3.3–-3.2 · n=129 · median +0.61% -3.2–-3.1 · n=100 · median +0.49% -3.1–-3.0 · n=116 · median +0.88% -3.0–-2.9 · n=101 · median +0.65% -2.9–-2.8 · n=114 · median +0.79% -2.8–-2.7 · n=94 · median +0.18% -2.7–-2.6 · n=119 · median +0.95% -2.6–-2.5 · n=91 · median +0.24% -2.5–-2.4 · n=117 · median -0.03% -2.4–-2.3 · n=111 · median +0.13% -2.3–-2.2 · n=101 · median +0.57% -2.2–-2.1 · n=113 · median +0.25% -2.1–-2.0 · n=94 · median +0.58% -2.0–-1.9 · n=111 · median +0.87% -1.9–-1.8 · n=105 · median +0.18% -1.8–-1.7 · n=99 · median +0.11% -1.7–-1.6 · n=100 · median +0.02% -1.6–-1.5 · n=98 · median +0.39% -1.5–-1.4 · n=100 · median -0.2% -1.4–-1.3 · n=100 · median +0.16% -1.3–-1.2 · n=86 · median -0.17% -1.2–-1.1 · n=84 · median +0.06% -1.1–-1.0 · n=77 · median +0.05% -1.0–-0.9 · n=81 · median +0.02% -0.9–-0.8 · n=76 · median 0% -0.8–-0.7 · n=82 · median +0.08% -0.7–-0.6 · n=63 · median -0.2% -0.6–-0.5 · n=65 · median -0.56% -0.5–-0.4 · n=63 · median -0.24% -0.4–-0.3 · n=37 · median +0.07% -0.3–-0.2 · n=42 · median +0.1% -0.2–-0.1 · n=38 · median -0.12% -0.1–0.0 · n=31 · median -0.32% 0.0–0.1 · n=37 · median -1.56% 0.1–0.2 · n=34 · median +0.05% 0.2–0.3 · n=22 · median -0.05% 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: -6.3–-6.2 (+1.52%, n=24) · Best balanced range: 0.1–0.5 (-0.14%, n=99) · Buy-band step (0.5 Opp): -6.6–-6.1 (+1.03%, n=122)

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 5344 +0.33% +0.48% 55.9% +2.67% -2.50%
0 - 1 200 -0.45% -0.29% 46.5% +2.25% -2.82%
1 - 2 63 +0.37% -0.13% 46% +2.87% -2.12%
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-window study

Holding window (持倉窗口): buy-and-hold at fixed calendar days in the Opp study—not your Dashboard positions. 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 5613 +0.43% +31.12% 55.4% -2.50% 5341 +0.89% +39.86% 59.2% -3.14% 5060 +1.43% +46.48% 61.7% -3.62% 4608 +2.25% +51.70% 64.7% -4.16% 3015 +4.91% +56.87% 72.1% -4.80%
< 0 20D 5344 +0.48% +35.32% 55.9% -2.50% 5084 +0.95% +42.88% 59.8% -3.12% 4829 +1.53% +50.08% 62.5% -3.60% 4401 +2.35% +54.22% 65.8% -4.08% 2965 +4.92% +56.99% 72.4% -4.73%
0 - 1 20D 200 -0.29% -29.36% 46.5% -2.82% 188 -0.14% -12.06% 49.5% -3.60% 164 -0.31% -16.16% 47% -4.11% 146 -2.00% -55.40% 38.4% -5.60% 41 +3.38% +37.59% 53.7% -9.68%
1 - 2 3D 63 -0.13% -15.92% 46% -2.12% 63 -0.73% -41.79% 41.3% -3.12% 61 -0.54% -24.44% 44.3% -3.84% 55 -0.66% -21.63% 45.5% -4.96% 8 +5.99% +70.47% 87.5% -4.75%
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 69 -0.07% -10.88% 47.8% -2.30% 69 -0.73% -41.79% 42% -3.33% 67 -0.58% -25.88% 43.3% -4.07% 61 -0.82% -25.66% 44.3% -5.80% 9 +1.74% +16.92% 77.8% -6.36%
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 5613 +0.30% +0.43% 55.4% +2.65% -2.50%
Top 3 117 +0.83% +0.89% 60.7% +3.30% -2.62%
Top 5 195 +0.38% +0.57% 55.9% +3.02% -2.84%
Top 10 390 +0.34% +0.40% 56.2% +2.83% -2.70%
Top 20 780 +0.31% +0.41% 55.3% +2.73% -2.59%
Top 50 1950 +0.31% +0.44% 56.1% +2.71% -2.49%

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 5220 +2.00% 5% +0.17% +2.00% 63.9% 53.8% 12.1% +0.51%
0 - 1 180 +2.00% 5% -0.18% +0.76% 55% 46.1% 13.3% -0.29%
1 - 2 43 +2.00% 5% +0.12% -0.27% 41.9% 32.6% 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.
+7.00% -5.00% 4527 38 < 0 +0.38% +0.49% 55.6% 6% 12.8% 81.2% 1.06 +0.38% -5.00% +0.54%
+7.50% -4.50% 4527 38 < 0 +0.38% +0.45% 55.2% 4.7% 16.2% 79.1% 1.07 +0.38% -4.50% +0.54%
+7.50% -5.00% 4527 38 < 0 +0.38% +0.49% 55.6% 4.7% 12.8% 82.5% 1.06 +0.38% -5.00% +0.54%
+8.00% -5.00% 4527 38 < 0 +0.38% +0.49% 55.6% 3.6% 12.8% 83.6% 1.06 +0.38% -5.00% +0.54%
+8.50% -4.50% 4527 38 < 0 +0.38% +0.45% 55.2% 2.9% 16.2% 80.9% 1.07 +0.38% -4.50% +0.54%
+8.50% -5.00% 4527 38 < 0 +0.38% +0.49% 55.6% 3% 12.8% 84.2% 1.06 +0.38% -5.00% +0.54%
+9.00% -5.00% 4527 38 < 0 +0.38% +0.49% 55.6% 2.3% 12.8% 84.9% 1.06 +0.38% -5.00% +0.54%
+6.00% -5.00% 4527 38 < 0 +0.37% +0.50% 55.8% 9.3% 12.7% 77.9% 1.05 +0.37% -5.00% +0.54%
+6.50% -5.00% 4527 38 < 0 +0.37% +0.49% 55.7% 7.3% 12.8% 79.9% 1.05 +0.37% -5.00% +0.54%
+7.00% -4.50% 4527 38 < 0 +0.37% +0.45% 55.2% 6% 16.2% 77.9% 1.07 +0.37% -4.50% +0.54%
+8.00% -4.50% 4527 38 < 0 +0.37% +0.45% 55.2% 3.5% 16.2% 80.3% 1.07 +0.37% -4.50% +0.54%
+8.50% -4.00% 4527 38 < 0 +0.37% +0.41% 54.5% 2.8% 20.4% 76.8% 1.1 +0.37% -4.00% +0.54%
+9.00% -4.50% 4527 38 < 0 +0.37% +0.45% 55.2% 2.2% 16.2% 81.6% 1.07 +0.37% -4.50% +0.54%
+6.00% -4.50% 4527 38 < 0 +0.36% +0.47% 55.3% 9.3% 16.1% 74.6% 1.06 +0.36% -4.50% +0.54%
+6.50% -4.50% 4527 38 < 0 +0.36% +0.45% 55.2% 7.2% 16.2% 76.6% 1.06 +0.36% -4.50% +0.54%
+7.00% -4.00% 4527 38 < 0 +0.36% +0.41% 54.5% 5.9% 20.4% 73.7% 1.09 +0.36% -4.00% +0.54%
+7.50% -4.00% 4527 38 < 0 +0.36% +0.41% 54.5% 4.6% 20.4% 75% 1.1 +0.36% -4.00% +0.54%
+8.00% -4.00% 4527 38 < 0 +0.36% +0.41% 54.5% 3.4% 20.4% 76.2% 1.09 +0.36% -4.00% +0.54%
+9.00% -4.00% 4527 38 < 0 +0.36% +0.40% 54.4% 2.1% 20.4% 77.5% 1.09 +0.36% -4.00% +0.54%
+5.50% -4.50% 4527 38 < 0 +0.35% +0.48% 55.4% 11.7% 16.1% 72.2% 1.05 +0.35% -4.50% +0.54%
+5.50% -5.00% 4527 38 < 0 +0.35% +0.51% 55.8% 11.8% 12.7% 75.5% 1.03 +0.35% -5.00% +0.54%
+6.00% -4.00% 4527 38 < 0 +0.35% +0.41% 54.6% 9.2% 20.3% 70.5% 1.08 +0.35% -4.00% +0.54%
+6.50% -4.00% 4527 38 < 0 +0.35% +0.41% 54.5% 7.1% 20.4% 72.5% 1.09 +0.35% -4.00% +0.54%
+7.50% -3.50% 4527 38 < 0 +0.35% +0.30% 53.3% 4.4% 25.3% 70.3% 1.15 +0.35% -3.50% +0.54%
+8.50% -3.50% 4527 38 < 0 +0.35% +0.30% 53.3% 2.7% 25.3% 72% 1.15 +0.35% -3.50% +0.54%
+5.00% -5.00% 4527 38 < 0 +0.34% +0.53% 56% 14.7% 12.7% 72.5% 1.02 +0.34% -5.00% +0.54%
+7.00% -3.50% 4527 38 < 0 +0.34% +0.30% 53.3% 5.7% 25.3% 69% 1.14 +0.34% -3.50% +0.54%
+8.00% -3.50% 4527 38 < 0 +0.34% +0.30% 53.3% 3.3% 25.3% 71.4% 1.14 +0.34% -3.50% +0.54%
+9.00% -3.50% 4527 38 < 0 +0.34% +0.29% 53.3% 2% 25.3% 72.7% 1.14 +0.34% -3.50% +0.54%
+4.50% -5.00% 4527 38 < 0 +0.33% +0.57% 56.5% 18.9% 12.7% 68.4% 0.99 +0.33% -5.00% +0.54%
+5.00% -4.50% 4527 38 < 0 +0.33% +0.50% 55.6% 14.6% 16.1% 69.3% 1.03 +0.33% -4.50% +0.54%
+5.50% -4.00% 4527 38 < 0 +0.33% +0.42% 54.7% 11.6% 20.3% 68.1% 1.07 +0.33% -4.00% +0.54%
+6.00% -3.50% 4527 38 < 0 +0.33% +0.31% 53.4% 9% 25.2% 65.8% 1.13 +0.33% -3.50% +0.54%
+6.50% -3.50% 4527 38 < 0 +0.33% +0.30% 53.3% 6.9% 25.3% 67.8% 1.13 +0.33% -3.50% +0.54%
+4.50% -4.00% 4527 38 < 0 +0.32% +0.50% 55.3% 18.6% 20.1% 61.4% 1.04 +0.32% -4.00% +0.54%
+4.50% -4.50% 4527 38 < 0 +0.32% +0.55% 56% 18.7% 15.9% 65.3% 1.01 +0.32% -4.50% +0.54%
+5.00% -4.00% 4527 38 < 0 +0.32% +0.44% 54.8% 14.5% 20.2% 65.3% 1.05 +0.32% -4.00% +0.54%
+5.50% -3.50% 4527 38 < 0 +0.32% +0.32% 53.5% 11.3% 25.2% 63.5% 1.11 +0.32% -3.50% +0.54%
+7.00% -3.00% 4527 38 < 0 +0.31% +0.15% 51.3% 5.5% 32.3% 62.2% 1.2 +0.31% -3.00% +0.54%
+7.50% -3.00% 4527 38 < 0 +0.31% +0.15% 51.3% 4.3% 32.3% 63.4% 1.21 +0.31% -3.00% +0.54%
+8.00% -3.00% 4527 38 < 0 +0.31% +0.15% 51.3% 3.2% 32.3% 64.5% 1.21 +0.31% -3.00% +0.54%
+8.50% -3.00% 4527 38 < 0 +0.31% +0.15% 51.3% 2.6% 32.3% 65.1% 1.21 +0.31% -3.00% +0.54%
+9.00% -3.00% 4527 38 < 0 +0.31% +0.14% 51.3% 1.9% 32.3% 65.7% 1.21 +0.31% -3.00% +0.54%
+4.50% -3.50% 4527 38 < 0 +0.30% +0.40% 54.1% 18.2% 25% 56.9% 1.07 +0.30% -3.50% +0.54%
+5.00% -3.50% 4527 38 < 0 +0.30% +0.35% 53.6% 14.1% 25.1% 60.7% 1.09 +0.30% -3.50% +0.54%
+6.00% -3.00% 4527 38 < 0 +0.30% +0.16% 51.4% 8.7% 32.2% 59.1% 1.2 +0.30% -3.00% +0.54%
+6.50% -3.00% 4527 38 < 0 +0.30% +0.16% 51.4% 6.7% 32.3% 61.1% 1.19 +0.30% -3.00% +0.54%
+4.00% -4.50% 4527 38 < 0 +0.29% +0.57% 56.3% 22.4% 15.9% 61.8% 0.97 +0.29% -4.50% +0.54%
+4.00% -5.00% 4527 38 < 0 +0.29% +0.59% 56.7% 22.5% 12.6% 64.9% 0.96 +0.29% -5.00% +0.54%
+5.50% -3.00% 4527 38 < 0 +0.29% +0.17% 51.5% 11% 32.2% 56.8% 1.18 +0.29% -3.00% +0.54%
+4.00% -4.00% 4527 38 < 0 +0.28% +0.53% 55.6% 22.2% 20% 57.8% 0.99 +0.28% -4.00% +0.54%
+3.50% -4.50% 4527 38 < 0 +0.27% +0.64% 57.1% 28.2% 15.7% 56.1% 0.93 +0.27% -4.50% +0.54%
+3.50% -5.00% 4527 38 < 0 +0.27% +0.68% 57.5% 28.4% 12.5% 59.1% 0.92 +0.27% -5.00% +0.54%
+5.00% -3.00% 4527 38 < 0 +0.27% +0.19% 51.7% 13.8% 32.1% 54.2% 1.16 +0.27% -3.00% +0.54%
+3.50% -4.00% 4527 38 < 0 +0.26% +0.60% 56.4% 28% 19.7% 52.3% 0.96 +0.26% -4.00% +0.54%
+4.00% -3.50% 4527 38 < 0 +0.26% +0.42% 54.4% 21.8% 24.9% 53.4% 1.03 +0.26% -3.50% +0.54%
+4.50% -3.00% 4527 38 < 0 +0.26% +0.23% 52.1% 17.7% 31.9% 50.4% 1.14 +0.26% -3.00% +0.54%
+3.00% -5.00% 4527 38 < 0 +0.24% +0.83% 58.6% 35.5% 12.5% 52.1% 0.86 +0.24% -5.00% +0.54%
+3.50% -3.50% 4527 38 < 0 +0.24% +0.52% 55.1% 27.5% 24.5% 48% 1 +0.24% -3.50% +0.54%
+3.00% -4.00% 4527 38 < 0 +0.23% +0.75% 57.5% 35% 19.4% 45.5% 0.89 +0.23% -4.00% +0.54%
+3.00% -4.50% 4527 38 < 0 +0.23% +0.80% 58.2% 35.3% 15.6% 49.2% 0.87 +0.23% -4.50% +0.54%
+4.00% -3.00% 4527 38 < 0 +0.23% +0.25% 52.4% 21.3% 31.7% 47% 1.09 +0.23% -3.00% +0.54%
+3.50% -3.00% 4527 38 < 0 +0.22% +0.34% 53.2% 26.9% 31.3% 41.8% 1.05 +0.22% -3.00% +0.54%
+3.00% -3.50% 4527 38 < 0 +0.21% +0.64% 56.2% 34.3% 24.1% 41.6% 0.93 +0.21% -3.50% +0.54%
+3.00% -3.00% 4527 38 < 0 +0.18% +0.48% 54.3% 33.6% 30.9% 35.5% 0.98 +0.18% -3.00% +0.54%

Threshold performance

Filter n Avg return Median return 歷史相似情境上漲比例 Avg runup Avg drawdown
all 5613 +0.30% +0.43% 55.4% +2.65% -2.50%
downOpp > 1 69 +0.31% -0.07% 47.8% +2.89% -2.30%
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%
2026-09-16 US.COIN Financials -5.433 +1.20% -22.21% -0.74% -26.64%
2026-08-26 US.CRWD Information Technology 0.761 -1.54% -22.11% -8.94% -23.63%

Opp score study is observational and uses archived projection rows only. It helps evaluate ranking filters, not predict or recommend trades.