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 5909
Trade dates 41
Best stable plateau n/a
Best balanced range 0.1–0.4
Best 0.5 range -6.7–-6.2
Best 0.1 bin -6.8–-6.7
Best bucket < 0
Best threshold downOpp > 1
Best Top-N Top 3
Window 2026-08-24 → 2026-10-23

Study results

2026-10-23 · 60D window

5909 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: -6.7–-6.2 (in-sample diagnostics only)

Baseline avg return +0.16%
Baseline win rate 53.6%
Baseline runup +2.65%
Baseline drawdown -2.60%

Median return curve (reliable Opp span, step 0.1)

-6.8–-6.7 · n=22 · median +1.84% -6.7–-6.6 · n=18 · median +1.77% -6.6–-6.5 · n=23 · median +0.71% -6.5–-6.4 · n=19 · median +0.66% -6.4–-6.3 · n=17 · median +2.07% -6.3–-6.2 · n=29 · median +1.79% -6.2–-6.1 · n=30 · median -0.04% -6.1–-6.0 · n=30 · median +0.37% -6.0–-5.9 · n=33 · median +1.17% -5.9–-5.8 · n=38 · median +0.94% -5.8–-5.7 · n=43 · median +0.94% -5.7–-5.6 · n=39 · median +0.85% -5.6–-5.5 · n=48 · median +0.42% -5.5–-5.4 · n=50 · median +0.16% -5.4–-5.3 · n=47 · median +0.51% -5.3–-5.2 · n=54 · median +0.49% -5.2–-5.1 · n=61 · median +1.12% -5.1–-5.0 · n=60 · median +0.48% -5.0–-4.9 · n=74 · median +0.52% -4.9–-4.8 · n=71 · median +0.71% -4.8–-4.7 · n=83 · median +0.21% -4.7–-4.6 · n=78 · median +0.63% -4.6–-4.5 · n=87 · median +1% -4.5–-4.4 · n=90 · median +0.63% -4.4–-4.3 · n=95 · median +1.4% -4.3–-4.2 · n=74 · median -0.82% -4.2–-4.1 · n=90 · median +0.32% -4.1–-4.0 · n=103 · median -0.38% -4.0–-3.9 · n=119 · median +0.02% -3.9–-3.8 · n=101 · median +0.58% -3.8–-3.7 · n=96 · median -0.05% -3.7–-3.6 · n=122 · median +0.57% -3.6–-3.5 · n=114 · median +0.47% -3.5–-3.4 · n=117 · median +1.07% -3.4–-3.3 · n=123 · median +1.15% -3.3–-3.2 · n=128 · median +0.59% -3.2–-3.1 · n=105 · median +0.34% -3.1–-3.0 · n=134 · median +0.72% -3.0–-2.9 · n=106 · median +0.55% -2.9–-2.8 · n=110 · median +0.19% -2.8–-2.7 · n=96 · median +0.45% -2.7–-2.6 · n=126 · median +0.7% -2.6–-2.5 · n=91 · median +0.27% -2.5–-2.4 · n=136 · median -0.15% -2.4–-2.3 · n=120 · median -0.14% -2.3–-2.2 · n=99 · median +0.49% -2.2–-2.1 · n=121 · median +0.2% -2.1–-2.0 · n=112 · median +0.46% -2.0–-1.9 · n=122 · median +0.69% -1.9–-1.8 · n=122 · median -0.02% -1.8–-1.7 · n=113 · median -0.36% -1.7–-1.6 · n=106 · median -0.23% -1.6–-1.5 · n=110 · median +0.37% -1.5–-1.4 · n=103 · median -0.47% -1.4–-1.3 · n=107 · median -0.04% -1.3–-1.2 · n=94 · median +0.18% -1.2–-1.1 · n=99 · median +0.03% -1.1–-1.0 · n=79 · median +0.07% -1.0–-0.9 · n=92 · median +0.22% -0.9–-0.8 · n=84 · median +0.08% -0.8–-0.7 · n=82 · median +0.13% -0.7–-0.6 · n=72 · median -0.82% -0.6–-0.5 · n=72 · median -0.73% -0.5–-0.4 · n=68 · median -0.22% -0.4–-0.3 · n=39 · median -0.21% -0.3–-0.2 · n=41 · median +0.36% -0.2–-0.1 · n=42 · median -0.29% -0.1–0.0 · n=34 · median -0.4% 0.0–0.1 · n=39 · median -1.51% 0.1–0.2 · n=33 · median +0.23% 0.2–0.3 · n=27 · median -0.4% 0.3–0.4 · n=26 · median -0.32% 0.4–0.5 · n=24 · median -0.89% -7-6-5-4-3-2-100.5 -1.8%-0.9%0%+0.9%+1.8%

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: -6.8–-6.7 (+1.84%, n=22) · Best balanced range: 0.1–0.4 (-0.21%, n=86) · Best 0.5 range: -6.7–-6.2 (+1.3%, n=106)

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 5612 +0.19% +0.35% 54% +2.67% -2.59%
0 - 1 218 -0.57% -0.45% 44.5% +2.27% -2.95%
1 - 2 71 +0.22% -0.07% 46.5% +2.82% -2.44%
2 - 2.5 6 +2.70% +2.69% 83.3% +3.91% -3.00%
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 5909 +0.29% +19.36% 53.6% -2.60% 5637 +0.63% +26.75% 55.7% -3.34% 5365 +0.95% +29.20% 57.5% -3.97% 4953 +1.67% +37.08% 59.6% -4.65% 3420 +3.13% +34.44% 62.8% -5.54%
< 0 10D 5612 +0.35% +24.40% 54% -2.59% 5353 +0.68% +29.27% 56.3% -3.31% 5099 +1.06% +33.16% 58.3% -3.93% 4717 +1.82% +40.86% 60.7% -4.58% 3319 +3.26% +36.08% 63.3% -5.45%
0 - 1 7D 218 -0.45% -42.80% 44.5% -2.95% 209 -0.82% -46.33% 45% -3.96% 198 -1.01% -41.36% 41.9% -4.74% 169 -2.66% -72.03% 34.9% -6.14% 74 -4.68% -63.97% 37.8% -8.88%
1 - 2 20D 71 -0.07% -10.88% 46.5% -2.44% 68 -0.50% -30.20% 44.1% -3.26% 63 -0.54% -24.44% 44.4% -3.89% 62 -0.74% -23.65% 45.2% -5.53% 24 +1.23% +10.50% 62.5% -7.65%
2 - 2.5 n/a 6 +2.69% +220.96% 83.3% -3.00% 5 -0.92% -51.37% 40% -3.50% 4 +1.11% +34.96% 50% -3.89% 4 +4.21% +101.09% 50% -5.46% 2 +10.09% +122.13% 100% -2.25%
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 -0.05% -9.20% 48.1% -2.64% 75 -0.73% -41.79% 42.7% -3.51% 68 -0.56% -25.16% 44.1% -4.07% 67 -0.82% -25.66% 44.8% -5.73% 27 +1.27% +11.00% 63% -7.68%
downOpp > 2 n/a 8 +1.22% +97.48% 62.5% -4.47% 7 -1.52% -81.61% 28.6% -6.03% 5 -2.77% -104.72% 40% -6.38% 5 -2.26% -61.95% 40% -8.22% 3 +3.92% +44.39% 66.7% -7.92%
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 5909 +0.16% +0.29% 53.6% +2.65% -2.60%
Top 3 123 +0.52% +0.58% 56.1% +3.22% -2.99%
Top 5 205 +0.41% +0.50% 54.6% +3.02% -2.92%
Top 10 410 +0.34% +0.35% 55.6% +2.84% -2.75%
Top 20 820 +0.25% +0.33% 54.1% +2.74% -2.65%
Top 50 2050 +0.23% +0.38% 54.7% +2.73% -2.56%

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 5504 +2.00% 5% +0.03% +2.00% 61.1% 50.9% 14.9% +0.31%
0 - 1 198 +2.00% 5% -0.24% +0.58% 53.5% 44.9% 16.7% -0.55%
1 - 2 49 +2.00% 5% -0.10% -0.38% 40.8% 32.7% 8.2% -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% -4.50% 4688 40 < 0 +0.22% +0.23% 52.6% 4.8% 17.7% 77.5% 1.06 +0.22% -4.50% +0.32%
+8.50% -4.50% 4688 40 < 0 +0.22% +0.23% 52.6% 3% 17.7% 79.3% 1.06 +0.22% -4.50% +0.32%
+6.00% -3.50% 4688 40 < 0 +0.21% +0.10% 51% 9.4% 27.3% 63.3% 1.12 +0.21% -3.50% +0.32%
+6.00% -4.50% 4688 40 < 0 +0.21% +0.25% 52.8% 9.6% 17.7% 72.7% 1.04 +0.21% -4.50% +0.32%
+7.00% -3.50% 4688 40 < 0 +0.21% +0.09% 50.9% 6% 27.3% 66.7% 1.13 +0.21% -3.50% +0.32%
+7.00% -4.00% 4688 40 < 0 +0.21% +0.19% 51.9% 6.1% 22.5% 71.4% 1.08 +0.21% -4.00% +0.32%
+7.00% -4.50% 4688 40 < 0 +0.21% +0.24% 52.6% 6.2% 17.7% 76.1% 1.05 +0.21% -4.50% +0.32%
+7.00% -5.00% 4688 40 < 0 +0.21% +0.26% 53.1% 6.3% 14.4% 79.4% 1.03 +0.21% -5.00% +0.32%
+7.50% -3.50% 4688 40 < 0 +0.21% +0.08% 50.9% 4.6% 27.3% 68.1% 1.13 +0.21% -3.50% +0.32%
+7.50% -4.00% 4688 40 < 0 +0.21% +0.19% 51.9% 4.7% 22.5% 72.8% 1.08 +0.21% -4.00% +0.32%
+7.50% -5.00% 4688 40 < 0 +0.21% +0.26% 53.1% 4.8% 14.4% 80.8% 1.03 +0.21% -5.00% +0.32%
+8.00% -3.50% 4688 40 < 0 +0.21% +0.08% 50.8% 3.4% 27.3% 69.2% 1.13 +0.21% -3.50% +0.32%
+8.00% -4.00% 4688 40 < 0 +0.21% +0.19% 51.9% 3.5% 22.5% 74% 1.08 +0.21% -4.00% +0.32%
+8.00% -4.50% 4688 40 < 0 +0.21% +0.23% 52.6% 3.6% 17.7% 78.6% 1.05 +0.21% -4.50% +0.32%
+8.00% -5.00% 4688 40 < 0 +0.21% +0.26% 53% 3.6% 14.4% 82% 1.03 +0.21% -5.00% +0.32%
+8.50% -3.50% 4688 40 < 0 +0.21% +0.08% 50.8% 2.8% 27.3% 69.9% 1.13 +0.21% -3.50% +0.32%
+8.50% -4.00% 4688 40 < 0 +0.21% +0.19% 51.9% 2.9% 22.5% 74.6% 1.08 +0.21% -4.00% +0.32%
+8.50% -5.00% 4688 40 < 0 +0.21% +0.26% 53% 3% 14.4% 82.6% 1.04 +0.21% -5.00% +0.32%
+9.00% -4.50% 4688 40 < 0 +0.21% +0.23% 52.5% 2.2% 17.8% 80% 1.05 +0.21% -4.50% +0.32%
+6.00% -4.00% 4688 40 < 0 +0.20% +0.20% 52.1% 9.5% 22.4% 68% 1.07 +0.20% -4.00% +0.32%
+6.00% -5.00% 4688 40 < 0 +0.20% +0.28% 53.2% 9.7% 14.3% 76% 1.02 +0.20% -5.00% +0.32%
+6.50% -3.50% 4688 40 < 0 +0.20% +0.09% 50.9% 7.3% 27.3% 65.4% 1.12 +0.20% -3.50% +0.32%
+6.50% -4.00% 4688 40 < 0 +0.20% +0.19% 51.9% 7.4% 22.5% 70.1% 1.07 +0.20% -4.00% +0.32%
+6.50% -4.50% 4688 40 < 0 +0.20% +0.24% 52.7% 7.5% 17.7% 74.8% 1.04 +0.20% -4.50% +0.32%
+6.50% -5.00% 4688 40 < 0 +0.20% +0.26% 53.1% 7.6% 14.4% 78.1% 1.02 +0.20% -5.00% +0.32%
+9.00% -3.50% 4688 40 < 0 +0.20% +0.08% 50.8% 2.1% 27.4% 70.5% 1.13 +0.20% -3.50% +0.32%
+9.00% -4.00% 4688 40 < 0 +0.20% +0.18% 51.8% 2.2% 22.5% 75.3% 1.08 +0.20% -4.00% +0.32%
+9.00% -5.00% 4688 40 < 0 +0.20% +0.26% 53% 2.3% 14.4% 83.3% 1.03 +0.20% -5.00% +0.32%
+5.50% -3.50% 4688 40 < 0 +0.19% +0.11% 51.1% 11.6% 27.2% 61.2% 1.1 +0.19% -3.50% +0.32%
+5.50% -4.00% 4688 40 < 0 +0.19% +0.21% 52.2% 11.8% 22.4% 65.8% 1.05 +0.19% -4.00% +0.32%
+5.50% -4.50% 4688 40 < 0 +0.19% +0.26% 52.9% 11.9% 17.7% 70.4% 1.03 +0.19% -4.50% +0.32%
+5.50% -5.00% 4688 40 < 0 +0.19% +0.29% 53.3% 12% 14.3% 73.7% 1.01 +0.19% -5.00% +0.32%
+7.50% -3.00% 4688 40 < 0 +0.19% -0.09% 48.9% 4.4% 34.5% 61.1% 1.21 +0.19% -3.00% +0.32%
+8.50% -3.00% 4688 40 < 0 +0.19% -0.09% 48.9% 2.7% 34.5% 62.8% 1.21 +0.19% -3.00% +0.32%
+6.00% -3.00% 4688 40 < 0 +0.18% -0.07% 49.1% 9% 34.4% 56.6% 1.2 +0.18% -3.00% +0.32%
+7.00% -3.00% 4688 40 < 0 +0.18% -0.08% 49% 5.7% 34.5% 59.8% 1.2 +0.18% -3.00% +0.32%
+8.00% -3.00% 4688 40 < 0 +0.18% -0.09% 48.9% 3.3% 34.5% 62.2% 1.2 +0.18% -3.00% +0.32%
+9.00% -3.00% 4688 40 < 0 +0.18% -0.09% 48.8% 2% 34.5% 63.5% 1.2 +0.18% -3.00% +0.32%
+4.50% -4.50% 4688 40 < 0 +0.17% +0.33% 53.5% 18.6% 17.6% 63.8% 0.99 +0.17% -4.50% +0.32%
+5.00% -3.50% 4688 40 < 0 +0.17% +0.13% 51.3% 14.3% 27.2% 58.5% 1.08 +0.17% -3.50% +0.32%
+5.00% -4.00% 4688 40 < 0 +0.17% +0.23% 52.4% 14.6% 22.3% 63.1% 1.03 +0.17% -4.00% +0.32%
+5.00% -4.50% 4688 40 < 0 +0.17% +0.28% 53.1% 14.8% 17.6% 67.6% 1.01 +0.17% -4.50% +0.32%
+5.00% -5.00% 4688 40 < 0 +0.17% +0.31% 53.5% 14.9% 14.3% 70.8% 0.99 +0.17% -5.00% +0.32%
+6.50% -3.00% 4688 40 < 0 +0.17% -0.08% 49% 7% 34.5% 58.6% 1.19 +0.17% -3.00% +0.32%
+4.50% -3.50% 4688 40 < 0 +0.16% +0.19% 51.7% 18.1% 27% 54.9% 1.06 +0.16% -3.50% +0.32%
+4.50% -4.00% 4688 40 < 0 +0.16% +0.26% 52.8% 18.5% 22.2% 59.3% 1.01 +0.16% -4.00% +0.32%
+4.50% -5.00% 4688 40 < 0 +0.16% +0.37% 54% 18.8% 14.2% 66.9% 0.96 +0.16% -5.00% +0.32%
+5.50% -3.00% 4688 40 < 0 +0.16% -0.06% 49.2% 11.2% 34.3% 54.5% 1.17 +0.16% -3.00% +0.32%
+5.00% -3.00% 4688 40 < 0 +0.15% -0.05% 49.4% 13.9% 34.2% 51.9% 1.15 +0.15% -3.00% +0.32%
+4.00% -3.50% 4688 40 < 0 +0.13% +0.22% 52.1% 21.7% 26.9% 51.5% 1.02 +0.13% -3.50% +0.32%
+4.00% -4.00% 4688 40 < 0 +0.13% +0.31% 53.2% 22.1% 22% 55.9% 0.97 +0.13% -4.00% +0.32%
+4.00% -4.50% 4688 40 < 0 +0.13% +0.38% 53.9% 22.2% 17.5% 60.3% 0.94 +0.13% -4.50% +0.32%
+4.00% -5.00% 4688 40 < 0 +0.13% +0.41% 54.4% 22.4% 14.2% 63.4% 0.93 +0.13% -5.00% +0.32%
+4.50% -3.00% 4688 40 < 0 +0.13% -0.02% 49.7% 17.5% 34.1% 48.3% 1.13 +0.13% -3.00% +0.32%
+3.50% -3.50% 4688 40 < 0 +0.12% +0.30% 52.9% 27.3% 26.5% 46.2% 0.98 +0.12% -3.50% +0.32%
+3.50% -4.00% 4688 40 < 0 +0.12% +0.41% 54.1% 27.8% 21.7% 50.4% 0.94 +0.12% -4.00% +0.32%
+3.50% -4.50% 4688 40 < 0 +0.12% +0.46% 54.8% 28% 17.3% 54.7% 0.91 +0.12% -4.50% +0.32%
+3.50% -5.00% 4688 40 < 0 +0.12% +0.49% 55.2% 28.2% 14.1% 57.7% 0.89 +0.12% -5.00% +0.32%
+4.00% -3.00% 4688 40 < 0 +0.11% +0.03% 50.2% 21.1% 33.9% 45% 1.08 +0.11% -3.00% +0.32%
+3.00% -3.50% 4688 40 < 0 +0.10% +0.45% 54.2% 33.9% 26% 40.1% 0.91 +0.10% -3.50% +0.32%
+3.00% -4.00% 4688 40 < 0 +0.10% +0.56% 55.4% 34.6% 21.4% 44% 0.88 +0.10% -4.00% +0.32%
+3.00% -4.50% 4688 40 < 0 +0.10% +0.61% 56.1% 34.8% 17.1% 48.1% 0.85 +0.10% -4.50% +0.32%
+3.50% -3.00% 4688 40 < 0 +0.10% +0.11% 51% 26.7% 33.5% 39.9% 1.05 +0.10% -3.00% +0.32%
+3.00% -5.00% 4688 40 < 0 +0.09% +0.64% 56.5% 35% 14% 51% 0.83 +0.09% -5.00% +0.32%
+3.00% -3.00% 4688 40 < 0 +0.08% +0.25% 52.2% 33.1% 32.9% 33.9% 0.97 +0.08% -3.00% +0.32%

Threshold performance

Filter n Avg return Median return 歷史相似情境上漲比例 Avg runup Avg drawdown
all 5909 +0.16% +0.29% 53.6% +2.65% -2.60%
downOpp > 1 79 +0.20% -0.05% 48.1% +2.85% -2.64%
downOpp > 2 8 +0.02% +1.22% 62.5% +3.14% -4.47%
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 -8.086 +3.86% +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 -4.012 +0.68% -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 -5.553 +1.32% -22.21% -0.74% -26.64%
2026-08-26 US.CRWD Information Technology 1.84 -2.42% -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.