Solorank.ai
Login

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 5638
Trade dates 39
Best stable plateau n/a
Best balanced range 0.1–0.5
Best 0.5 range -6.7–-6.2
Best 0.1 bin -6.6–-6.5
Best bucket < 0
Best threshold downOpp > 1
Best Top-N Top 3
Window 2026-08-22 → 2026-10-21

Study results

2026-10-21 · 60D window

5638 rows with outcomes 1504 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: -6.7–-6.2 (in-sample diagnostics only)

Baseline avg return +0.28%
Baseline win rate 54.9%
Baseline runup +2.68%
Baseline drawdown -2.50%

Median return curve (reliable Opp span, step 0.1)

-6.9–-6.8 · n=20 · median -1.14% -6.8–-6.7 · n=18 · median +0.94% -6.7–-6.6 · n=14 · median +0.54% -6.6–-6.5 · n=24 · median +1.72% -6.5–-6.4 · n=21 · median +1.01% -6.4–-6.3 · n=18 · median +1.72% -6.3–-6.2 · n=23 · median +1.7% -6.2–-6.1 · n=29 · median +0.98% -6.1–-6.0 · n=29 · median -0.03% -6.0–-5.9 · n=34 · median +0.61% -5.9–-5.8 · n=39 · median +0.79% -5.8–-5.7 · n=36 · median +0.88% -5.7–-5.6 · n=39 · median +1.29% -5.6–-5.5 · n=42 · median +0.9% -5.5–-5.4 · n=50 · median +0.34% -5.4–-5.3 · n=46 · median -0.17% -5.3–-5.2 · n=55 · median +0.95% -5.2–-5.1 · n=59 · median +1.47% -5.1–-5.0 · n=60 · median +0.42% -5.0–-4.9 · n=67 · median +0.42% -4.9–-4.8 · n=68 · median +1.45% -4.8–-4.7 · n=80 · median +0.64% -4.7–-4.6 · n=67 · median +0.62% -4.6–-4.5 · n=93 · median +0.51% -4.5–-4.4 · n=83 · median +0.95% -4.4–-4.3 · n=93 · median +1.69% -4.3–-4.2 · n=70 · median +0.16% -4.2–-4.1 · n=90 · median +0.32% -4.1–-4.0 · n=100 · median -0.39% -4.0–-3.9 · n=101 · median +0.63% -3.9–-3.8 · n=88 · median +0.72% -3.8–-3.7 · n=100 · median +0.44% -3.7–-3.6 · n=110 · median +0.38% -3.6–-3.5 · n=106 · median +0.59% -3.5–-3.4 · n=117 · median +0.85% -3.4–-3.3 · n=120 · median +1.23% -3.3–-3.2 · n=127 · median +0.61% -3.2–-3.1 · n=102 · median +0.74% -3.1–-3.0 · n=123 · median +0.77% -3.0–-2.9 · n=100 · median +0.56% -2.9–-2.8 · n=116 · median +0.6% -2.8–-2.7 · n=93 · median +0.13% -2.7–-2.6 · n=122 · median +0.87% -2.6–-2.5 · n=91 · median +0.27% -2.5–-2.4 · n=120 · median -0.01% -2.4–-2.3 · n=107 · median -0.19% -2.3–-2.2 · n=104 · median +0.56% -2.2–-2.1 · n=114 · median +0.18% -2.1–-2.0 · n=101 · median +0.52% -2.0–-1.9 · n=119 · median +0.78% -1.9–-1.8 · n=111 · median +0.06% -1.8–-1.7 · n=104 · median +0.05% -1.7–-1.6 · n=101 · median -0.22% -1.6–-1.5 · n=103 · median +0.31% -1.5–-1.4 · n=102 · median -0.3% -1.4–-1.3 · n=101 · median +0.28% -1.3–-1.2 · n=90 · median +0.03% -1.2–-1.1 · n=92 · median 0% -1.1–-1.0 · n=80 · median +0.08% -1.0–-0.9 · n=82 · median +0.08% -0.9–-0.8 · n=78 · median +0.05% -0.8–-0.7 · n=84 · median +0.08% -0.7–-0.6 · n=70 · median -0.07% -0.6–-0.5 · n=66 · median -0.73% -0.5–-0.4 · n=63 · median -0.24% -0.4–-0.3 · n=38 · median +0.31% -0.3–-0.2 · n=43 · median +0.14% -0.2–-0.1 · n=41 · median -0.21% -0.1–0.0 · n=34 · median -0.4% 0.0–0.1 · n=36 · median -1.59% 0.1–0.2 · n=33 · median +0.23% 0.2–0.3 · n=23 · median +0.18% 0.3–0.4 · n=22 · median -0.59% 0.4–0.5 · n=25 · median +0.04% -7-6-5-4-3-2-100.5 -1.7%-0.9%0%+0.9%+1.7%

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: -6.6–-6.5 (+1.72%, n=24) · Best balanced range: 0.1–0.5 (-0.18%, n=103) · Best 0.5 range: -6.7–-6.2 (+1.34%, n=100)

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 5357 +0.31% +0.43% 55.4% +2.69% -2.49%
0 - 1 206 -0.46% -0.29% 45.6% +2.28% -2.83%
1 - 2 67 +0.34% -0.22% 44.8% +2.80% -2.13%
2 - 2.5 6 +1.94% +1.53% 83.3% +3.16% -2.33%
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 2 -8.04% -8.04% 0% +0.81% -8.88%
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 10D 5638 +0.41% +29.44% 54.9% -2.50% 5367 +0.74% +32.30% 57.2% -3.25% 5094 +1.19% +37.84% 59.6% -3.75% 4666 +2.00% +45.40% 62% -4.39% 3095 +3.99% +45.27% 67.1% -5.00%
< 0 10D 5357 +0.43% +31.12% 55.4% -2.49% 5103 +0.80% +35.32% 57.8% -3.23% 4842 +1.30% +41.80% 60.4% -3.72% 4451 +2.11% +48.17% 63.1% -4.32% 3032 +4.06% +46.16% 67.5% -4.92%
0 - 1 5D 206 -0.29% -29.36% 45.6% -2.83% 196 -0.39% -24.66% 47.4% -3.83% 184 -0.62% -27.32% 44.6% -4.32% 151 -2.36% -64.47% 37.1% -5.83% 50 -1.77% -27.30% 44% -9.58%
1 - 2 3D 67 -0.22% -23.48% 44.8% -2.13% 62 -0.64% -37.26% 41.9% -2.97% 62 -0.56% -25.16% 43.5% -3.76% 58 -0.74% -23.65% 44.8% -4.72% 11 +5.70% +66.82% 90.9% -2.25%
2 - 2.5 n/a 6 +1.53% +123.52% 83.3% -2.33% 5 +1.74% +82.70% 60% -3.46% 5 -2.77% -104.72% 40% -4.46% 5 -2.26% -61.95% 40% -12.37% 1 -38.11% -485.19% 0% -40.04%
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 2 -8.04% -680.36% 0% -8.88% 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 75 -0.13% -15.92% 46.7% -2.33% 68 -0.64% -37.26% 42.6% -3.20% 68 -0.79% -33.44% 42.6% -3.99% 64 -0.85% -26.42% 43.8% -5.54% 13 +1.74% +16.92% 76.9% -6.47%
downOpp > 2 n/a 8 +1.03% +81.52% 62.5% -3.97% 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% 2 -24.68% -315.97% 0% -29.65%
downOpp > 3 n/a 2 -8.04% -680.36% 0% -8.88% 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 5638 +0.28% +0.41% 54.9% +2.68% -2.50%
Top 3 117 +0.80% +0.72% 59.8% +3.22% -2.63%
Top 5 195 +0.35% +0.50% 54.9% +2.98% -2.83%
Top 10 390 +0.35% +0.38% 55.4% +2.81% -2.67%
Top 20 780 +0.30% +0.39% 54.7% +2.72% -2.57%
Top 50 1950 +0.29% +0.41% 55.7% +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 5249 +2.00% 5% +0.11% +2.00% 62.4% 51.8% 13.1% +0.42%
0 - 1 186 +2.00% 5% -0.19% +0.76% 54.8% 46.2% 14% -0.34%
1 - 2 45 +2.00% 5% -0.23% -0.65% 35.6% 26.7% 6.7% -0.65%
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% 4698 38 < 0 +0.35% +0.42% 54.9% 4.7% 12.5% 82.8% 1.07 +0.35% -5.00% +0.47%
+8.50% -5.00% 4698 38 < 0 +0.35% +0.42% 54.9% 2.9% 12.5% 84.6% 1.07 +0.35% -5.00% +0.47%
+7.00% -5.00% 4698 38 < 0 +0.34% +0.42% 54.9% 6% 12.5% 81.5% 1.06 +0.34% -5.00% +0.47%
+7.50% -4.50% 4698 38 < 0 +0.34% +0.39% 54.5% 4.7% 15.9% 79.4% 1.08 +0.34% -4.50% +0.47%
+8.00% -4.50% 4698 38 < 0 +0.34% +0.39% 54.5% 3.4% 15.9% 80.6% 1.07 +0.34% -4.50% +0.47%
+8.00% -5.00% 4698 38 < 0 +0.34% +0.42% 54.9% 3.5% 12.5% 84% 1.06 +0.34% -5.00% +0.47%
+8.50% -4.50% 4698 38 < 0 +0.34% +0.39% 54.5% 2.9% 15.9% 81.2% 1.08 +0.34% -4.50% +0.47%
+9.00% -5.00% 4698 38 < 0 +0.34% +0.42% 54.9% 2.2% 12.5% 85.3% 1.06 +0.34% -5.00% +0.47%
+6.00% -4.50% 4698 38 < 0 +0.33% +0.41% 54.6% 9.2% 15.9% 74.9% 1.06 +0.33% -4.50% +0.47%
+6.00% -5.00% 4698 38 < 0 +0.33% +0.43% 55% 9.3% 12.5% 78.2% 1.05 +0.33% -5.00% +0.47%
+6.50% -5.00% 4698 38 < 0 +0.33% +0.42% 54.9% 7.3% 12.5% 80.2% 1.05 +0.33% -5.00% +0.47%
+7.00% -4.50% 4698 38 < 0 +0.33% +0.39% 54.5% 5.9% 15.9% 78.1% 1.07 +0.33% -4.50% +0.47%
+7.50% -4.00% 4698 38 < 0 +0.33% +0.35% 53.8% 4.6% 20.4% 75.1% 1.1 +0.33% -4.00% +0.47%
+8.50% -4.00% 4698 38 < 0 +0.33% +0.35% 53.8% 2.8% 20.4% 76.9% 1.1 +0.33% -4.00% +0.47%
+9.00% -4.50% 4698 38 < 0 +0.33% +0.39% 54.5% 2.1% 15.9% 81.9% 1.07 +0.33% -4.50% +0.47%
+5.50% -5.00% 4698 38 < 0 +0.32% +0.43% 55.1% 11.6% 12.5% 75.9% 1.03 +0.32% -5.00% +0.47%
+6.50% -4.50% 4698 38 < 0 +0.32% +0.40% 54.5% 7.2% 15.9% 76.9% 1.07 +0.32% -4.50% +0.47%
+7.00% -4.00% 4698 38 < 0 +0.32% +0.35% 53.8% 5.9% 20.4% 73.8% 1.1 +0.32% -4.00% +0.47%
+7.50% -3.50% 4698 38 < 0 +0.32% +0.25% 52.7% 4.4% 25.3% 70.3% 1.15 +0.32% -3.50% +0.47%
+8.00% -4.00% 4698 38 < 0 +0.32% +0.35% 53.8% 3.4% 20.4% 76.3% 1.1 +0.32% -4.00% +0.47%
+9.00% -4.00% 4698 38 < 0 +0.32% +0.34% 53.8% 2.1% 20.4% 77.5% 1.09 +0.32% -4.00% +0.47%
+5.50% -4.50% 4698 38 < 0 +0.31% +0.41% 54.7% 11.6% 15.9% 72.6% 1.05 +0.31% -4.50% +0.47%
+6.00% -4.00% 4698 38 < 0 +0.31% +0.37% 53.9% 9.2% 20.3% 70.5% 1.08 +0.31% -4.00% +0.47%
+6.50% -4.00% 4698 38 < 0 +0.31% +0.35% 53.8% 7.1% 20.4% 72.5% 1.09 +0.31% -4.00% +0.47%
+7.00% -3.50% 4698 38 < 0 +0.31% +0.25% 52.7% 5.7% 25.3% 69% 1.14 +0.31% -3.50% +0.47%
+8.00% -3.50% 4698 38 < 0 +0.31% +0.25% 52.7% 3.3% 25.3% 71.5% 1.14 +0.31% -3.50% +0.47%
+8.50% -3.50% 4698 38 < 0 +0.31% +0.25% 52.7% 2.7% 25.3% 72.1% 1.14 +0.31% -3.50% +0.47%
+9.00% -3.50% 4698 38 < 0 +0.31% +0.25% 52.6% 2% 25.3% 72.7% 1.14 +0.31% -3.50% +0.47%
+5.00% -4.50% 4698 38 < 0 +0.30% +0.43% 54.9% 14.4% 15.8% 69.8% 1.03 +0.30% -4.50% +0.47%
+5.00% -5.00% 4698 38 < 0 +0.30% +0.47% 55.3% 14.6% 12.5% 73% 1.02 +0.30% -5.00% +0.47%
+5.50% -4.00% 4698 38 < 0 +0.30% +0.37% 54% 11.4% 20.3% 68.3% 1.07 +0.30% -4.00% +0.47%
+6.00% -3.50% 4698 38 < 0 +0.30% +0.26% 52.8% 9% 25.2% 65.8% 1.13 +0.30% -3.50% +0.47%
+6.50% -3.50% 4698 38 < 0 +0.30% +0.25% 52.7% 6.9% 25.3% 67.8% 1.13 +0.30% -3.50% +0.47%
+4.50% -5.00% 4698 38 < 0 +0.29% +0.51% 55.7% 18.5% 12.4% 69.1% 1 +0.29% -5.00% +0.47%
+4.50% -4.50% 4698 38 < 0 +0.28% +0.48% 55.3% 18.3% 15.8% 65.9% 1.01 +0.28% -4.50% +0.47%
+5.00% -4.00% 4698 38 < 0 +0.28% +0.39% 54.2% 14.3% 20.2% 65.5% 1.05 +0.28% -4.00% +0.47%
+5.50% -3.50% 4698 38 < 0 +0.28% +0.27% 52.9% 11.2% 25.2% 63.6% 1.12 +0.28% -3.50% +0.47%
+7.50% -3.00% 4698 38 < 0 +0.28% +0.08% 50.8% 4.3% 32.3% 63.4% 1.21 +0.28% -3.00% +0.47%
+8.00% -3.00% 4698 38 < 0 +0.28% +0.08% 50.8% 3.1% 32.3% 64.6% 1.2 +0.28% -3.00% +0.47%
+8.50% -3.00% 4698 38 < 0 +0.28% +0.08% 50.8% 2.6% 32.3% 65.1% 1.21 +0.28% -3.00% +0.47%
+4.50% -4.00% 4698 38 < 0 +0.27% +0.42% 54.6% 18.2% 20.1% 61.7% 1.03 +0.27% -4.00% +0.47%
+5.00% -3.50% 4698 38 < 0 +0.27% +0.29% 53% 14% 25.1% 60.9% 1.09 +0.27% -3.50% +0.47%
+6.00% -3.00% 4698 38 < 0 +0.27% +0.09% 50.9% 8.6% 32.2% 59.1% 1.19 +0.27% -3.00% +0.47%
+6.50% -3.00% 4698 38 < 0 +0.27% +0.08% 50.8% 6.7% 32.3% 61% 1.19 +0.27% -3.00% +0.47%
+7.00% -3.00% 4698 38 < 0 +0.27% +0.08% 50.8% 5.4% 32.3% 62.2% 1.2 +0.27% -3.00% +0.47%
+9.00% -3.00% 4698 38 < 0 +0.27% +0.08% 50.7% 1.9% 32.3% 65.8% 1.2 +0.27% -3.00% +0.47%
+4.00% -4.50% 4698 38 < 0 +0.26% +0.52% 55.7% 22.1% 15.6% 62.2% 0.98 +0.26% -4.50% +0.47%
+4.00% -5.00% 4698 38 < 0 +0.26% +0.56% 56.1% 22.3% 12.4% 65.3% 0.97 +0.26% -5.00% +0.47%
+4.50% -3.50% 4698 38 < 0 +0.26% +0.34% 53.4% 17.8% 25% 57.2% 1.07 +0.26% -3.50% +0.47%
+3.50% -5.00% 4698 38 < 0 +0.25% +0.62% 56.8% 28.3% 12.3% 59.4% 0.93 +0.25% -5.00% +0.47%
+4.00% -4.00% 4698 38 < 0 +0.25% +0.47% 55% 22% 19.9% 58.1% 1 +0.25% -4.00% +0.47%
+5.50% -3.00% 4698 38 < 0 +0.25% +0.10% 51% 10.9% 32.2% 57% 1.18 +0.25% -3.00% +0.47%
+3.50% -4.50% 4698 38 < 0 +0.24% +0.60% 56.4% 28.1% 15.5% 56.4% 0.94 +0.24% -4.50% +0.47%
+5.00% -3.00% 4698 38 < 0 +0.24% +0.13% 51.1% 13.6% 32.1% 54.3% 1.16 +0.24% -3.00% +0.47%
+3.50% -4.00% 4698 38 < 0 +0.23% +0.56% 55.7% 27.9% 19.7% 52.4% 0.96 +0.23% -4.00% +0.47%
+4.00% -3.50% 4698 38 < 0 +0.23% +0.39% 53.8% 21.6% 24.8% 53.6% 1.03 +0.23% -3.50% +0.47%
+4.50% -3.00% 4698 38 < 0 +0.23% +0.17% 51.5% 17.3% 32% 50.7% 1.13 +0.23% -3.00% +0.47%
+3.00% -4.50% 4698 38 < 0 +0.22% +0.76% 57.7% 35.2% 15.3% 49.5% 0.88 +0.22% -4.50% +0.47%
+3.00% -5.00% 4698 38 < 0 +0.22% +0.79% 58.1% 35.4% 12.2% 52.4% 0.86 +0.22% -5.00% +0.47%
+3.50% -3.50% 4698 38 < 0 +0.22% +0.46% 54.6% 27.4% 24.5% 48.1% 1 +0.22% -3.50% +0.47%
+3.00% -4.00% 4698 38 < 0 +0.21% +0.71% 57% 34.9% 19.4% 45.7% 0.89 +0.21% -4.00% +0.47%
+3.00% -3.50% 4698 38 < 0 +0.20% +0.61% 55.8% 34.3% 24.1% 41.6% 0.93 +0.20% -3.50% +0.47%
+3.50% -3.00% 4698 38 < 0 +0.20% +0.29% 52.7% 26.8% 31.3% 41.8% 1.06 +0.20% -3.00% +0.47%
+4.00% -3.00% 4698 38 < 0 +0.20% +0.22% 51.9% 21.1% 31.7% 47.2% 1.09 +0.20% -3.00% +0.47%
+3.00% -3.00% 4698 38 < 0 +0.17% +0.43% 53.9% 33.6% 30.8% 35.6% 0.99 +0.17% -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 5638 +0.28% +0.41% 54.9% +2.68% -2.50%
downOpp > 1 75 +0.24% -0.13% 46.7% +2.77% -2.33%
downOpp > 2 8 -0.56% +1.03% 62.5% +2.57% -3.97%
downOpp > 3 2 -8.04% -8.04% 0% +0.81% -8.88%
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.