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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 5777
Trade dates 40
Best stable plateau n/a
Best balanced range 0.1–0.4
Best 0.5 range -7.0–-6.5
Best 0.1 bin -6.6–-6.5
Best bucket < 0
Best threshold downOpp > 1
Best Top-N Top 3
Window 2026-08-23 → 2026-10-22

Study results

2026-10-22 · 60D window

5777 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: 0.1–0.4 · Best 0.5 range: -7.0–-6.5 (in-sample diagnostics only)

Baseline avg return +0.19%
Baseline win rate 54.1%
Baseline runup +2.65%
Baseline drawdown -2.57%

Median return curve (reliable Opp span, step 0.1)

-6.9–-6.8 · n=20 · median -1.14% -6.8–-6.7 · n=19 · median +0.98% -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=19 · median +0.78% -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=40 · median +1.16% -5.6–-5.5 · n=43 · median +0.84% -5.5–-5.4 · n=50 · median +0.34% -5.4–-5.3 · n=46 · median -0.17% -5.3–-5.2 · n=58 · median +0.83% -5.2–-5.1 · n=61 · median +1.47% -5.1–-5.0 · n=63 · median +0.26% -5.0–-4.9 · n=68 · median +0.34% -4.9–-4.8 · n=73 · median +1.27% -4.8–-4.7 · n=85 · median +0.37% -4.7–-4.6 · n=68 · median +0.63% -4.6–-4.5 · n=93 · median +0.51% -4.5–-4.4 · n=83 · median +0.95% -4.4–-4.3 · n=94 · median +1.69% -4.3–-4.2 · n=75 · median -0.24% -4.2–-4.1 · n=92 · median +0.09% -4.1–-4.0 · n=102 · median -0.39% -4.0–-3.9 · n=103 · median +0.53% -3.9–-3.8 · n=91 · median +0.61% -3.8–-3.7 · n=104 · median +0.31% -3.7–-3.6 · n=116 · median +0.23% -3.6–-3.5 · n=108 · median +0.47% -3.5–-3.4 · n=117 · median +0.85% -3.4–-3.3 · n=123 · median +1.15% -3.3–-3.2 · n=129 · median +0.56% -3.2–-3.1 · n=103 · median +0.61% -3.1–-3.0 · n=126 · median +0.75% -3.0–-2.9 · n=102 · median +0.46% -2.9–-2.8 · n=119 · median +0.47% -2.8–-2.7 · n=93 · median +0.13% -2.7–-2.6 · n=123 · median +0.86% -2.6–-2.5 · n=93 · median +0.24% -2.5–-2.4 · n=122 · median -0.07% -2.4–-2.3 · n=111 · median -0.21% -2.3–-2.2 · n=105 · median +0.56% -2.2–-2.1 · n=116 · median +0.18% -2.1–-2.0 · n=106 · median +0.54% -2.0–-1.9 · n=123 · median +0.76% -1.9–-1.8 · n=116 · median -0.05% -1.8–-1.7 · n=109 · median -0.23% -1.7–-1.6 · n=105 · median -0.23% -1.6–-1.5 · n=109 · median +0.28% -1.5–-1.4 · n=105 · median -0.34% -1.4–-1.3 · n=103 · median +0.28% -1.3–-1.2 · n=92 · median -0.06% -1.2–-1.1 · n=93 · median -0.03% -1.1–-1.0 · n=81 · median +0.07% -1.0–-0.9 · n=83 · median +0.02% -0.9–-0.8 · n=79 · median +0.02% -0.8–-0.7 · n=84 · median +0.08% -0.7–-0.6 · n=72 · median -0.47% -0.6–-0.5 · n=68 · median -0.74% -0.5–-0.4 · n=66 · median -0.22% -0.4–-0.3 · n=39 · median +0.07% -0.3–-0.2 · n=43 · median +0.14% -0.2–-0.1 · n=41 · median -0.21% -0.1–0.0 · n=37 · median -0.71% 0.0–0.1 · n=36 · median -1.59% 0.1–0.2 · n=33 · median +0.23% 0.2–0.3 · n=24 · median +0.25% 0.3–0.4 · n=23 · median -0.78% 0.4–0.5 · n=26 · median -0.32% -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: 0.1–0.4 (-0.21%, n=80) · Best 0.5 range: -7.0–-6.5 (+1.35%, n=91)

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 5488 +0.21% +0.39% 54.5% +2.66% -2.56%
0 - 1 210 -0.50% -0.29% 45.7% +2.29% -2.89%
1 - 2 70 +0.34% -0.17% 44.3% +2.79% -2.20%
2 - 2.5 7 +2.51% +1.72% 85.7% +3.72% -2.86%
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 5777 +0.34% +23.56% 54.1% -2.57% 5502 +0.68% +29.27% 56.4% -3.29% 5229 +1.06% +33.16% 58.4% -3.86% 4812 +1.82% +40.86% 60.7% -4.52% 3259 +3.61% +40.49% 64.8% -5.29%
< 0 10D 5488 +0.39% +27.76% 54.5% -2.56% 5227 +0.73% +31.79% 56.9% -3.27% 4973 +1.15% +36.40% 59.2% -3.83% 4587 +1.95% +44.14% 61.7% -4.46% 3175 +3.69% +41.49% 65.3% -5.20%
0 - 1 3D 210 -0.29% -29.36% 45.7% -2.89% 202 -0.68% -39.27% 46.5% -3.88% 188 -0.82% -34.52% 44.1% -4.47% 159 -2.40% -65.48% 36.5% -5.87% 64 -3.39% -47.71% 40.6% -9.31%
1 - 2 3D 70 -0.17% -19.28% 44.3% -2.20% 65 -0.55% -32.72% 43.1% -3.05% 62 -0.56% -25.16% 43.5% -3.76% 60 -0.74% -23.65% 45% -4.87% 18 +1.32% +11.63% 72.2% -4.54%
2 - 2.5 n/a 7 +1.72% +139.48% 85.7% -2.86% 6 +0.41% +15.66% 50% -3.25% 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% 2 -11.37% -578.05% 0% -12.34% 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 20D 79 -0.07% -10.88% 46.8% -2.43% 73 -0.73% -41.79% 42.5% -3.32% 68 -0.79% -33.44% 42.6% -3.99% 66 -0.85% -26.42% 43.9% -5.66% 20 +1.23% +10.50% 65% -7.05%
downOpp > 2 n/a 9 +1.34% +107.56% 66.7% -4.20% 8 -1.22% -66.49% 37.5% -5.52% 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% 2 -11.37% -578.05% 0% -12.34% 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 5777 +0.19% +0.34% 54.1% +2.65% -2.57%
Top 3 120 +0.87% +0.81% 60% +3.26% -2.68%
Top 5 200 +0.41% +0.53% 55% +3.01% -2.86%
Top 10 400 +0.31% +0.33% 55% +2.81% -2.73%
Top 20 800 +0.24% +0.33% 54.1% +2.70% -2.63%
Top 50 2000 +0.20% +0.38% 54.9% +2.69% -2.57%

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 5380 +2.00% 5% +0.05% +2.00% 61.5% 51.2% 14.3% +0.36%
0 - 1 190 +2.00% 5% -0.19% +0.76% 55.3% 46.3% 14.2% -0.34%
1 - 2 48 +2.00% 5% -0.35% -0.65% 35.4% 27.1% 8.3% -0.57%
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% -4.50% 4829 39 < 0 +0.26% +0.31% 53.5% 4.6% 17% 78.3% 1.05 +0.26% -4.50% +0.40%
+7.50% -5.00% 4829 39 < 0 +0.26% +0.35% 53.9% 4.7% 13.6% 81.7% 1.03 +0.26% -5.00% +0.40%
+8.50% -4.50% 4829 39 < 0 +0.26% +0.31% 53.5% 2.8% 17% 80.1% 1.05 +0.26% -4.50% +0.40%
+8.50% -5.00% 4829 39 < 0 +0.26% +0.35% 53.9% 2.9% 13.6% 83.5% 1.03 +0.26% -5.00% +0.40%
+6.00% -4.50% 4829 39 < 0 +0.25% +0.33% 53.6% 9.2% 17% 73.8% 1.04 +0.25% -4.50% +0.40%
+6.00% -5.00% 4829 39 < 0 +0.25% +0.37% 54% 9.3% 13.6% 77.2% 1.02 +0.25% -5.00% +0.40%
+7.00% -4.00% 4829 39 < 0 +0.25% +0.25% 52.8% 5.8% 21.6% 72.6% 1.07 +0.25% -4.00% +0.40%
+7.00% -4.50% 4829 39 < 0 +0.25% +0.31% 53.5% 5.9% 17% 77.1% 1.05 +0.25% -4.50% +0.40%
+7.00% -5.00% 4829 39 < 0 +0.25% +0.35% 53.9% 6% 13.6% 80.4% 1.03 +0.25% -5.00% +0.40%
+7.50% -3.50% 4829 39 < 0 +0.25% +0.17% 51.7% 4.4% 26.5% 69.1% 1.13 +0.25% -3.50% +0.40%
+7.50% -4.00% 4829 39 < 0 +0.25% +0.25% 52.8% 4.6% 21.6% 73.9% 1.08 +0.25% -4.00% +0.40%
+8.00% -4.00% 4829 39 < 0 +0.25% +0.25% 52.8% 3.3% 21.6% 75.1% 1.07 +0.25% -4.00% +0.40%
+8.00% -4.50% 4829 39 < 0 +0.25% +0.31% 53.5% 3.4% 17% 79.5% 1.05 +0.25% -4.50% +0.40%
+8.00% -5.00% 4829 39 < 0 +0.25% +0.35% 53.9% 3.5% 13.6% 82.9% 1.03 +0.25% -5.00% +0.40%
+8.50% -4.00% 4829 39 < 0 +0.25% +0.25% 52.8% 2.7% 21.6% 75.7% 1.08 +0.25% -4.00% +0.40%
+9.00% -4.50% 4829 39 < 0 +0.25% +0.30% 53.4% 2.1% 17% 80.8% 1.05 +0.25% -4.50% +0.40%
+9.00% -5.00% 4829 39 < 0 +0.25% +0.35% 53.8% 2.2% 13.6% 84.2% 1.03 +0.25% -5.00% +0.40%
+6.00% -3.50% 4829 39 < 0 +0.24% +0.19% 51.8% 8.9% 26.4% 64.6% 1.12 +0.24% -3.50% +0.40%
+6.00% -4.00% 4829 39 < 0 +0.24% +0.26% 53% 9.1% 21.5% 69.4% 1.07 +0.24% -4.00% +0.40%
+6.50% -4.00% 4829 39 < 0 +0.24% +0.26% 52.8% 7% 21.6% 71.4% 1.07 +0.24% -4.00% +0.40%
+6.50% -4.50% 4829 39 < 0 +0.24% +0.31% 53.5% 7.1% 17% 75.8% 1.04 +0.24% -4.50% +0.40%
+6.50% -5.00% 4829 39 < 0 +0.24% +0.35% 53.9% 7.2% 13.6% 79.2% 1.02 +0.24% -5.00% +0.40%
+7.00% -3.50% 4829 39 < 0 +0.24% +0.17% 51.7% 5.7% 26.5% 67.9% 1.13 +0.24% -3.50% +0.40%
+8.00% -3.50% 4829 39 < 0 +0.24% +0.17% 51.6% 3.2% 26.5% 70.3% 1.13 +0.24% -3.50% +0.40%
+8.50% -3.50% 4829 39 < 0 +0.24% +0.17% 51.6% 2.6% 26.5% 70.9% 1.13 +0.24% -3.50% +0.40%
+9.00% -4.00% 4829 39 < 0 +0.24% +0.25% 52.8% 2.1% 21.6% 76.4% 1.07 +0.24% -4.00% +0.40%
+5.50% -4.50% 4829 39 < 0 +0.23% +0.34% 53.7% 11.5% 17% 71.5% 1.02 +0.23% -4.50% +0.40%
+5.50% -5.00% 4829 39 < 0 +0.23% +0.37% 54.1% 11.5% 13.6% 74.9% 1.01 +0.23% -5.00% +0.40%
+6.50% -3.50% 4829 39 < 0 +0.23% +0.18% 51.7% 6.9% 26.5% 66.6% 1.12 +0.23% -3.50% +0.40%
+9.00% -3.50% 4829 39 < 0 +0.23% +0.17% 51.6% 2% 26.5% 71.5% 1.12 +0.23% -3.50% +0.40%
+5.00% -4.50% 4829 39 < 0 +0.22% +0.37% 53.9% 14.3% 16.9% 68.8% 1.01 +0.22% -4.50% +0.40%
+5.00% -5.00% 4829 39 < 0 +0.22% +0.39% 54.3% 14.5% 13.6% 72% 0.99 +0.22% -5.00% +0.40%
+5.50% -3.50% 4829 39 < 0 +0.22% +0.19% 51.9% 11.1% 26.4% 62.5% 1.1 +0.22% -3.50% +0.40%
+5.50% -4.00% 4829 39 < 0 +0.22% +0.27% 53% 11.3% 21.5% 67.2% 1.05 +0.22% -4.00% +0.40%
+7.00% -3.00% 4829 39 < 0 +0.22% -0.01% 49.8% 5.4% 33.5% 61% 1.19 +0.22% -3.00% +0.40%
+7.50% -3.00% 4829 39 < 0 +0.22% -0.01% 49.8% 4.3% 33.5% 62.2% 1.2 +0.22% -3.00% +0.40%
+8.00% -3.00% 4829 39 < 0 +0.22% -0.01% 49.8% 3.1% 33.5% 63.4% 1.2 +0.22% -3.00% +0.40%
+8.50% -3.00% 4829 39 < 0 +0.22% -0.01% 49.8% 2.5% 33.5% 63.9% 1.2 +0.22% -3.00% +0.40%
+4.50% -4.50% 4829 39 < 0 +0.21% +0.41% 54.3% 18.2% 16.9% 65% 0.98 +0.21% -4.50% +0.40%
+4.50% -5.00% 4829 39 < 0 +0.21% +0.42% 54.7% 18.3% 13.5% 68.2% 0.97 +0.21% -5.00% +0.40%
+5.00% -4.00% 4829 39 < 0 +0.21% +0.30% 53.2% 14.2% 21.4% 64.4% 1.04 +0.21% -4.00% +0.40%
+6.00% -3.00% 4829 39 < 0 +0.21% 0.00% 49.9% 8.6% 33.4% 57.9% 1.18 +0.21% -3.00% +0.40%
+6.50% -3.00% 4829 39 < 0 +0.21% 0.00% 49.9% 6.6% 33.5% 59.9% 1.18 +0.21% -3.00% +0.40%
+9.00% -3.00% 4829 39 < 0 +0.21% -0.02% 49.8% 1.9% 33.5% 64.6% 1.19 +0.21% -3.00% +0.40%
+4.50% -4.00% 4829 39 < 0 +0.20% +0.37% 53.6% 18% 21.3% 60.7% 1.01 +0.20% -4.00% +0.40%
+5.00% -3.50% 4829 39 < 0 +0.20% +0.21% 52% 13.9% 26.3% 59.8% 1.08 +0.20% -3.50% +0.40%
+5.50% -3.00% 4829 39 < 0 +0.20% +0.01% 50% 10.8% 33.4% 55.8% 1.17 +0.20% -3.00% +0.40%
+4.50% -3.50% 4829 39 < 0 +0.19% +0.25% 52.4% 17.6% 26.2% 56.2% 1.06 +0.19% -3.50% +0.40%
+4.00% -4.50% 4829 39 < 0 +0.18% +0.43% 54.7% 21.8% 16.8% 61.4% 0.95 +0.18% -4.50% +0.40%
+5.00% -3.00% 4829 39 < 0 +0.18% +0.03% 50.2% 13.5% 33.3% 53.2% 1.15 +0.18% -3.00% +0.40%
+3.50% -4.50% 4829 39 < 0 +0.17% +0.53% 55.4% 27.7% 16.6% 55.6% 0.92 +0.17% -4.50% +0.40%
+4.00% -4.00% 4829 39 < 0 +0.17% +0.39% 54% 21.7% 21.2% 57.1% 0.98 +0.17% -4.00% +0.40%
+4.00% -5.00% 4829 39 < 0 +0.17% +0.47% 55.1% 22% 13.5% 64.5% 0.93 +0.17% -5.00% +0.40%
+4.50% -3.00% 4829 39 < 0 +0.17% +0.06% 50.5% 17.1% 33.2% 49.7% 1.12 +0.17% -3.00% +0.40%
+3.50% -4.00% 4829 39 < 0 +0.16% +0.48% 54.8% 27.6% 20.9% 51.6% 0.94 +0.16% -4.00% +0.40%
+3.50% -5.00% 4829 39 < 0 +0.16% +0.56% 55.8% 27.9% 13.4% 58.7% 0.9 +0.16% -5.00% +0.40%
+4.00% -3.50% 4829 39 < 0 +0.16% +0.28% 52.8% 21.2% 26.1% 52.7% 1.02 +0.16% -3.50% +0.40%
+3.50% -3.50% 4829 39 < 0 +0.15% +0.38% 53.6% 27% 25.7% 47.3% 0.98 +0.15% -3.50% +0.40%
+4.00% -3.00% 4829 39 < 0 +0.15% +0.10% 50.9% 20.7% 33% 46.3% 1.09 +0.15% -3.00% +0.40%
+3.00% -4.00% 4829 39 < 0 +0.14% +0.62% 56% 34.5% 20.6% 44.9% 0.88 +0.14% -4.00% +0.40%
+3.00% -4.50% 4829 39 < 0 +0.14% +0.67% 56.7% 34.7% 16.4% 48.9% 0.85 +0.14% -4.50% +0.40%
+3.50% -3.00% 4829 39 < 0 +0.14% +0.20% 51.7% 26.4% 32.6% 41% 1.05 +0.14% -3.00% +0.40%
+3.00% -3.50% 4829 39 < 0 +0.13% +0.53% 54.8% 33.8% 25.3% 40.9% 0.92 +0.13% -3.50% +0.40%
+3.00% -5.00% 4829 39 < 0 +0.13% +0.70% 57.1% 34.9% 13.3% 51.8% 0.84 +0.13% -5.00% +0.40%
+3.00% -3.00% 4829 39 < 0 +0.11% +0.34% 52.9% 33.1% 32.1% 34.8% 0.98 +0.11% -3.00% +0.40%

Threshold performance

Filter n Avg return Median return 歷史相似情境上漲比例 Avg runup Avg drawdown
all 5777 +0.19% +0.34% 54.1% +2.65% -2.57%
downOpp > 1 79 +0.32% -0.07% 46.8% +2.82% -2.43%
downOpp > 2 9 +0.16% +1.34% 66.7% +3.07% -4.20%
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.