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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 5688
Trade dates 39
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 5
Window 2026-08-27 → 2026-10-26

Study results

2026-10-26 · 60D window

5688 rows with outcomes 1503 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 +0.11%
Baseline win rate 52.5%
Baseline runup +2.64%
Baseline drawdown -2.66%

Median return curve (reliable Opp span, step 0.1)

-6.8–-6.7 · n=21 · median +1.87% -6.7–-6.6 · n=15 · median +1.83% -6.6–-6.5 · n=21 · median +1.7% -6.5–-6.4 · n=19 · median +0.66% -6.4–-6.3 · n=13 · median +0.78% -6.3–-6.2 · n=29 · median +1.79% -6.2–-6.1 · n=26 · median +0.18% -6.1–-6.0 · n=28 · median +0.37% -6.0–-5.9 · n=29 · median +1.17% -5.9–-5.8 · n=35 · median +1.02% -5.8–-5.7 · n=42 · median +0.62% -5.7–-5.6 · n=38 · median +0.86% -5.6–-5.5 · n=43 · median +0.34% -5.5–-5.4 · n=47 · median +0.17% -5.4–-5.3 · n=41 · median -0.07% -5.3–-5.2 · n=52 · median +0.49% -5.2–-5.1 · n=57 · median +1.05% -5.1–-5.0 · n=58 · median +0.42% -5.0–-4.9 · n=69 · median +0.25% -4.9–-4.8 · n=67 · median +0.29% -4.8–-4.7 · n=72 · median +0.2% -4.7–-4.6 · n=76 · median +0.61% -4.6–-4.5 · n=77 · median +0.66% -4.5–-4.4 · n=87 · median +0.56% -4.4–-4.3 · n=89 · median +1.3% -4.3–-4.2 · n=70 · median -0.82% -4.2–-4.1 · n=85 · median -0.09% -4.1–-4.0 · n=102 · median -0.4% -4.0–-3.9 · n=114 · median -0.01% -3.9–-3.8 · n=102 · median +0.35% -3.8–-3.7 · n=99 · median -0.08% -3.7–-3.6 · n=122 · median +0.63% -3.6–-3.5 · n=114 · median +0.03% -3.5–-3.4 · n=108 · median +0.9% -3.4–-3.3 · n=121 · median +1.11% -3.3–-3.2 · n=125 · median +0.24% -3.2–-3.1 · n=102 · median +0.25% -3.1–-3.0 · n=128 · median +0.66% -3.0–-2.9 · n=110 · median +0.42% -2.9–-2.8 · n=106 · median +0.09% -2.8–-2.7 · n=89 · median +0.23% -2.7–-2.6 · n=124 · median +0.68% -2.6–-2.5 · n=92 · median +0.16% -2.5–-2.4 · n=127 · median -0.18% -2.4–-2.3 · n=113 · median -0.21% -2.3–-2.2 · n=96 · median +0.53% -2.2–-2.1 · n=115 · median 0% -2.1–-2.0 · n=106 · median +0.17% -2.0–-1.9 · n=117 · median +0.76% -1.9–-1.8 · n=113 · median -0.13% -1.8–-1.7 · n=113 · median -0.36% -1.7–-1.6 · n=103 · median -0.24% -1.6–-1.5 · n=109 · median +0.31% -1.5–-1.4 · n=103 · median -0.52% -1.4–-1.3 · n=109 · median -0.04% -1.3–-1.2 · n=88 · median +0.03% -1.2–-1.1 · n=96 · median +0.06% -1.1–-1.0 · n=79 · median +0.07% -1.0–-0.9 · n=89 · median +0.14% -0.9–-0.8 · n=83 · median +0.08% -0.8–-0.7 · n=79 · median +0.06% -0.7–-0.6 · n=72 · median -1% -0.6–-0.5 · n=71 · median -0.76% -0.5–-0.4 · n=68 · median -0.22% -0.4–-0.3 · n=38 · median -0.29% -0.3–-0.2 · n=43 · median +0.68% -0.2–-0.1 · n=43 · median -0.21% -0.1–0.0 · n=34 · median -0.59% 0.0–0.1 · n=36 · median -1.49% 0.1–0.2 · n=31 · median +0.23% 0.2–0.3 · n=27 · median -0.4% 0.3–0.4 · n=25 · median -0.41% 0.4–0.5 · n=24 · median -0.89% -7-6-5-4-3-2-100.5 -1.9%-0.9%0%+0.9%+1.9%

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 (+1.87%, n=21) · Best balanced range: 0.1–0.4 (-0.24%, n=83) · Best 0.5 range: -6.7–-6.2 (+1.27%, n=97)

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 5407 +0.13% +0.24% 52.8% +2.65% -2.66%
0 - 1 208 -0.58% -0.53% 43.8% +2.30% -2.96%
1 - 2 66 +0.52% -0.06% 47% +2.95% -2.15%
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 1 -3.66% -3.66% 0% +0.15% -4.72%
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 5688 +0.21% +12.64% 52.5% -2.66% 5427 +0.39% +14.66% 54.1% -3.45% 5151 +0.80% +23.80% 56.2% -4.06% 4742 +1.21% +25.49% 56.9% -4.84% 3241 +2.05% +20.83% 58.3% -5.94%
< 0 10D 5407 +0.24% +15.16% 52.8% -2.66% 5153 +0.46% +18.18% 54.5% -3.43% 4892 +0.92% +28.12% 57% -4.03% 4507 +1.38% +29.78% 58.1% -4.77% 3140 +2.23% +23.10% 59% -5.83%
0 - 1 7D 208 -0.53% -49.52% 43.8% -2.96% 201 -0.82% -46.33% 45.3% -4.04% 192 -1.04% -42.44% 41.7% -4.81% 173 -3.09% -82.87% 31.8% -6.40% 77 -6.41% -85.77% 28.6% -10.06%
1 - 2 20D 66 -0.06% -10.04% 47% -2.15% 66 -0.50% -30.20% 45.5% -3.04% 61 -1.00% -41.00% 42.6% -3.86% 58 -1.26% -36.75% 41.4% -5.51% 22 +0.71% +3.95% 54.5% -8.08%
2 - 2.5 n/a 6 +2.69% +220.96% 83.3% -3.00% 6 +2.01% +96.30% 50% -3.92% 5 -0.16% -10.76% 40% -3.56% 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 1 -3.66% -312.44% 0% -4.72% 1 -8.35% -425.84% 0% -8.36% 1 -6.67% -245.12% 0% -9.08% 0 n/a n/a n/a n/a 0 n/a n/a n/a n/a
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 73 -0.02% -6.68% 49.3% -2.26% 73 -0.55% -32.72% 45.2% -3.19% 67 -1.00% -41.00% 41.8% -3.92% 62 -1.26% -36.75% 41.9% -5.51% 24 +1.03% +7.98% 58.3% -7.59%
downOpp > 2 n/a 7 +1.72% +139.48% 71.4% -3.25% 7 -0.92% -51.37% 42.9% -4.56% 6 -1.46% -57.56% 33.3% -4.48% 4 +4.21% +101.09% 50% -5.46% 2 +10.09% +122.13% 100% -2.25%
downOpp > 3 n/a 1 -3.66% -312.44% 0% -4.72% 1 -8.35% -425.84% 0% -8.36% 1 -6.67% -245.12% 0% -9.08% 0 n/a n/a n/a n/a 0 n/a n/a n/a n/a
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 5688 +0.11% +0.21% 52.5% +2.64% -2.66%
Top 3 117 +0.79% +0.58% 56.4% +3.35% -2.78%
Top 5 195 +0.64% +0.58% 55.4% +3.18% -2.81%
Top 10 390 +0.40% +0.32% 54.9% +2.94% -2.73%
Top 20 780 +0.27% +0.28% 52.8% +2.77% -2.67%
Top 50 1950 +0.23% +0.29% 53.6% +2.74% -2.60%

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 5287 +2.00% 5% -0.03% +2.00% 60% 49.9% 16% +0.22%
0 - 1 187 +2.00% 5% -0.25% +0.44% 52.4% 44.4% 20.3% -0.61%
1 - 2 46 +2.00% 5% -0.30% -0.57% 37% 28.3% 8.7% -0.43%
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% 4613 38 < 0 +0.16% +0.22% 52.5% 6.2% 14.9% 78.8% 1.01 +0.16% -5.00% +0.27%
+7.50% -3.50% 4613 38 < 0 +0.16% +0.01% 50.1% 4.6% 28.4% 67% 1.12 +0.16% -3.50% +0.27%
+7.50% -4.50% 4613 38 < 0 +0.16% +0.19% 52% 4.8% 18.6% 76.5% 1.04 +0.16% -4.50% +0.27%
+7.50% -5.00% 4613 38 < 0 +0.16% +0.22% 52.4% 4.9% 14.9% 80.2% 1.02 +0.16% -5.00% +0.27%
+8.00% -5.00% 4613 38 < 0 +0.16% +0.22% 52.4% 3.6% 14.9% 81.4% 1.01 +0.16% -5.00% +0.27%
+8.50% -3.50% 4613 38 < 0 +0.16% +0.01% 50.1% 2.8% 28.4% 68.8% 1.12 +0.16% -3.50% +0.27%
+8.50% -4.50% 4613 38 < 0 +0.16% +0.19% 51.9% 3% 18.6% 78.3% 1.04 +0.16% -4.50% +0.27%
+8.50% -5.00% 4613 38 < 0 +0.16% +0.22% 52.4% 3.1% 14.9% 82% 1.02 +0.16% -5.00% +0.27%
+6.00% -3.50% 4613 38 < 0 +0.15% +0.03% 50.2% 9.3% 28.3% 62.3% 1.11 +0.15% -3.50% +0.27%
+6.00% -4.00% 4613 38 < 0 +0.15% +0.13% 51.4% 9.5% 23.4% 67% 1.06 +0.15% -4.00% +0.27%
+6.00% -4.50% 4613 38 < 0 +0.15% +0.20% 52.1% 9.6% 18.6% 71.8% 1.03 +0.15% -4.50% +0.27%
+6.00% -5.00% 4613 38 < 0 +0.15% +0.23% 52.6% 9.7% 14.9% 75.4% 1.01 +0.15% -5.00% +0.27%
+6.50% -5.00% 4613 38 < 0 +0.15% +0.22% 52.5% 7.5% 14.9% 77.5% 1.01 +0.15% -5.00% +0.27%
+7.00% -3.50% 4613 38 < 0 +0.15% +0.02% 50.1% 5.9% 28.4% 65.7% 1.12 +0.15% -3.50% +0.27%
+7.00% -4.00% 4613 38 < 0 +0.15% +0.11% 51.2% 6% 23.5% 70.5% 1.06 +0.15% -4.00% +0.27%
+7.00% -4.50% 4613 38 < 0 +0.15% +0.19% 52% 6.2% 18.6% 75.2% 1.03 +0.15% -4.50% +0.27%
+7.50% -3.00% 4613 38 < 0 +0.15% -0.17% 48.3% 4.4% 35.4% 60.2% 1.2 +0.15% -3.00% +0.27%
+7.50% -4.00% 4613 38 < 0 +0.15% +0.10% 51.2% 4.7% 23.5% 71.8% 1.07 +0.15% -4.00% +0.27%
+8.00% -3.50% 4613 38 < 0 +0.15% +0.01% 50.1% 3.4% 28.4% 68.2% 1.12 +0.15% -3.50% +0.27%
+8.00% -4.00% 4613 38 < 0 +0.15% +0.10% 51.2% 3.5% 23.5% 73% 1.06 +0.15% -4.00% +0.27%
+8.00% -4.50% 4613 38 < 0 +0.15% +0.19% 51.9% 3.6% 18.6% 77.8% 1.03 +0.15% -4.50% +0.27%
+8.50% -3.00% 4613 38 < 0 +0.15% -0.17% 48.2% 2.7% 35.4% 61.9% 1.2 +0.15% -3.00% +0.27%
+8.50% -4.00% 4613 38 < 0 +0.15% +0.10% 51.2% 2.9% 23.5% 73.6% 1.06 +0.15% -4.00% +0.27%
+9.00% -5.00% 4613 38 < 0 +0.15% +0.21% 52.4% 2.3% 14.9% 82.8% 1.01 +0.15% -5.00% +0.27%
+5.50% -4.50% 4613 38 < 0 +0.14% +0.21% 52.2% 11.9% 18.6% 69.6% 1.01 +0.14% -4.50% +0.27%
+5.50% -5.00% 4613 38 < 0 +0.14% +0.24% 52.7% 12% 14.8% 73.2% 0.99 +0.14% -5.00% +0.27%
+6.00% -3.00% 4613 38 < 0 +0.14% -0.15% 48.4% 9% 35.3% 55.7% 1.19 +0.14% -3.00% +0.27%
+6.50% -3.50% 4613 38 < 0 +0.14% +0.02% 50.1% 7.2% 28.4% 64.4% 1.11 +0.14% -3.50% +0.27%
+6.50% -4.00% 4613 38 < 0 +0.14% +0.11% 51.2% 7.3% 23.5% 69.2% 1.06 +0.14% -4.00% +0.27%
+6.50% -4.50% 4613 38 < 0 +0.14% +0.19% 52% 7.5% 18.6% 73.9% 1.02 +0.14% -4.50% +0.27%
+7.00% -3.00% 4613 38 < 0 +0.14% -0.17% 48.3% 5.7% 35.4% 58.9% 1.19 +0.14% -3.00% +0.27%
+8.00% -3.00% 4613 38 < 0 +0.14% -0.17% 48.2% 3.3% 35.4% 61.3% 1.2 +0.14% -3.00% +0.27%
+9.00% -3.50% 4613 38 < 0 +0.14% 0.00% 50% 2.1% 28.4% 69.5% 1.12 +0.14% -3.50% +0.27%
+9.00% -4.00% 4613 38 < 0 +0.14% +0.10% 51.1% 2.1% 23.5% 74.3% 1.06 +0.14% -4.00% +0.27%
+9.00% -4.50% 4613 38 < 0 +0.14% +0.19% 51.9% 2.3% 18.7% 79.1% 1.03 +0.14% -4.50% +0.27%
+5.00% -5.00% 4613 38 < 0 +0.13% +0.26% 52.9% 14.9% 14.8% 70.3% 0.97 +0.13% -5.00% +0.27%
+5.50% -3.00% 4613 38 < 0 +0.13% -0.15% 48.5% 11.2% 35.2% 53.6% 1.17 +0.13% -3.00% +0.27%
+5.50% -3.50% 4613 38 < 0 +0.13% +0.05% 50.3% 11.5% 28.3% 60.2% 1.09 +0.13% -3.50% +0.27%
+5.50% -4.00% 4613 38 < 0 +0.13% +0.14% 51.5% 11.7% 23.4% 64.9% 1.04 +0.13% -4.00% +0.27%
+6.50% -3.00% 4613 38 < 0 +0.13% -0.16% 48.3% 7% 35.4% 57.7% 1.19 +0.13% -3.00% +0.27%
+9.00% -3.00% 4613 38 < 0 +0.13% -0.17% 48.2% 2% 35.4% 62.6% 1.19 +0.13% -3.00% +0.27%
+4.50% -4.50% 4613 38 < 0 +0.12% +0.27% 52.9% 18.7% 18.4% 62.9% 0.97 +0.12% -4.50% +0.27%
+4.50% -5.00% 4613 38 < 0 +0.12% +0.32% 53.4% 18.9% 14.8% 66.3% 0.96 +0.12% -5.00% +0.27%
+5.00% -3.50% 4613 38 < 0 +0.12% +0.07% 50.5% 14.3% 28.2% 57.6% 1.07 +0.12% -3.50% +0.27%
+5.00% -4.00% 4613 38 < 0 +0.12% +0.17% 51.7% 14.6% 23.3% 62.1% 1.02 +0.12% -4.00% +0.27%
+5.00% -4.50% 4613 38 < 0 +0.12% +0.23% 52.4% 14.7% 18.5% 66.8% 0.99 +0.12% -4.50% +0.27%
+4.50% -3.50% 4613 38 < 0 +0.11% +0.09% 50.9% 18.1% 28.1% 53.9% 1.05 +0.11% -3.50% +0.27%
+4.50% -4.00% 4613 38 < 0 +0.11% +0.22% 52.1% 18.5% 23.2% 58.3% 1 +0.11% -4.00% +0.27%
+5.00% -3.00% 4613 38 < 0 +0.11% -0.12% 48.7% 13.9% 35.1% 51% 1.15 +0.11% -3.00% +0.27%
+4.50% -3.00% 4613 38 < 0 +0.10% -0.08% 49.1% 17.6% 35% 47.4% 1.13 +0.10% -3.00% +0.27%
+4.00% -3.50% 4613 38 < 0 +0.08% +0.15% 51.3% 21.6% 27.9% 50.5% 1.01 +0.08% -3.50% +0.27%
+4.00% -4.00% 4613 38 < 0 +0.08% +0.25% 52.5% 22.1% 23% 54.9% 0.97 +0.08% -4.00% +0.27%
+4.00% -4.50% 4613 38 < 0 +0.08% +0.31% 53.3% 22.3% 18.3% 59.4% 0.94 +0.08% -4.50% +0.27%
+4.00% -5.00% 4613 38 < 0 +0.08% +0.37% 53.7% 22.5% 14.8% 62.8% 0.92 +0.08% -5.00% +0.27%
+3.50% -3.50% 4613 38 < 0 +0.07% +0.24% 52.2% 27.2% 27.5% 45.3% 0.97 +0.07% -3.50% +0.27%
+3.50% -4.00% 4613 38 < 0 +0.07% +0.37% 53.4% 27.8% 22.7% 49.5% 0.92 +0.07% -4.00% +0.27%
+3.50% -4.50% 4613 38 < 0 +0.07% +0.41% 54.2% 28% 18.2% 53.8% 0.89 +0.07% -4.50% +0.27%
+3.50% -5.00% 4613 38 < 0 +0.07% +0.44% 54.6% 28.2% 14.7% 57.1% 0.88 +0.07% -5.00% +0.27%
+4.00% -3.00% 4613 38 < 0 +0.07% -0.04% 49.5% 21.1% 34.8% 44.1% 1.08 +0.07% -3.00% +0.27%
+3.50% -3.00% 4613 38 < 0 +0.06% +0.06% 50.3% 26.6% 34.4% 39% 1.04 +0.06% -3.00% +0.27%
+3.00% -3.50% 4613 38 < 0 +0.05% +0.39% 53.4% 33.8% 27% 39.2% 0.91 +0.05% -3.50% +0.27%
+3.00% -4.00% 4613 38 < 0 +0.05% +0.51% 54.7% 34.5% 22.3% 43.2% 0.86 +0.05% -4.00% +0.27%
+3.00% -4.50% 4613 38 < 0 +0.05% +0.56% 55.4% 34.8% 17.9% 47.3% 0.84 +0.05% -4.50% +0.27%
+3.00% -5.00% 4613 38 < 0 +0.05% +0.60% 55.9% 35% 14.5% 50.5% 0.82 +0.05% -5.00% +0.27%
+3.00% -3.00% 4613 38 < 0 +0.04% +0.19% 51.5% 33% 33.8% 33.2% 0.98 +0.04% -3.00% +0.27%

Threshold performance

Filter n Avg return Median return 歷史相似情境上漲比例 Avg runup Avg drawdown
all 5688 +0.11% +0.21% 52.5% +2.64% -2.66%
downOpp > 1 73 +0.64% -0.02% 49.3% +2.99% -2.26%
downOpp > 2 7 +1.79% +1.72% 71.4% +3.37% -3.25%
downOpp > 3 1 -3.66% -3.66% 0% +0.15% -4.72%
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%
2026-09-28 US.ACN Information Technology -4.716 +1.25% -21.68% +1.35% -30.47%

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