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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 5685
Trade dates 39
Buy band (stable plateau) n/a
Best balanced range 0.1–0.4
Buy-band step (0.5 Opp) -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 2026-08-28 → 2026-10-27

Study results

2026-10-27 · 60D window

5685 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 · Buy-band step (0.5 Opp): -6.7–-6.2 (in-sample diagnostics only)

Baseline avg return +0.11%
Baseline win rate 52.7%
Baseline runup +2.66%
Baseline drawdown -2.65%

Median return curve (reliable Opp span, step 0.1)

-6.8–-6.7 · n=21 · median +1.87% -6.7–-6.6 · n=13 · median +2.48% -6.6–-6.5 · n=21 · median +0.71% -6.5–-6.4 · n=18 · median +0.38% -6.4–-6.3 · n=14 · median +0.47% -6.3–-6.2 · n=29 · median +1.79% -6.2–-6.1 · n=26 · median -0.56% -6.1–-6.0 · n=26 · median +0.37% -6.0–-5.9 · n=30 · median +1.28% -5.9–-5.8 · n=35 · median +1.02% -5.8–-5.7 · n=41 · median +0.77% -5.7–-5.6 · n=36 · median +0.95% -5.6–-5.5 · n=44 · median +0.49% -5.5–-5.4 · n=45 · median +0.15% -5.4–-5.3 · n=43 · median +0.51% -5.3–-5.2 · n=52 · median +0.39% -5.2–-5.1 · n=53 · median +1.12% -5.1–-5.0 · n=58 · median +0.42% -5.0–-4.9 · n=68 · median +0.43% -4.9–-4.8 · n=69 · median +0.37% -4.8–-4.7 · n=75 · median +0.45% -4.7–-4.6 · n=75 · median +0.59% -4.6–-4.5 · n=75 · median +0.24% -4.5–-4.4 · n=84 · median +0.48% -4.4–-4.3 · n=88 · median +1.35% -4.3–-4.2 · n=69 · median -0.89% -4.2–-4.1 · n=84 · median -0.27% -4.1–-4.0 · n=101 · median -0.4% -4.0–-3.9 · n=112 · median +0.04% -3.9–-3.8 · n=103 · median +0.47% -3.8–-3.7 · n=99 · median -0.15% -3.7–-3.6 · n=121 · median +0.56% -3.6–-3.5 · n=117 · median +0.07% -3.5–-3.4 · n=113 · median +1.07% -3.4–-3.3 · n=119 · median +1.19% -3.3–-3.2 · n=123 · median +0.48% -3.2–-3.1 · n=104 · 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=104 · median +0.09% -2.8–-2.7 · n=90 · median +0.3% -2.7–-2.6 · n=123 · median +0.67% -2.6–-2.5 · n=94 · median +0.37% -2.5–-2.4 · n=126 · median -0.16% -2.4–-2.3 · n=114 · median -0.21% -2.3–-2.2 · n=98 · median +0.53% -2.2–-2.1 · n=116 · median +0.09% -2.1–-2.0 · n=108 · median +0.19% -2.0–-1.9 · n=117 · median +0.61% -1.9–-1.8 · n=113 · median -0.13% -1.8–-1.7 · n=111 · median -0.42% -1.7–-1.6 · n=102 · median -0.23% -1.6–-1.5 · n=108 · median +0.3% -1.5–-1.4 · n=103 · median -0.52% -1.4–-1.3 · n=109 · median -0.04% -1.3–-1.2 · n=89 · median +0.06% -1.2–-1.1 · n=97 · median +0.03% -1.1–-1.0 · n=81 · median +0.07% -1.0–-0.9 · n=88 · median +0.02% -0.9–-0.8 · n=82 · median -0.04% -0.8–-0.7 · n=79 · median +0.06% -0.7–-0.6 · n=72 · median -1% -0.6–-0.5 · n=70 · median -0.76% -0.5–-0.4 · n=69 · median -0.21% -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=35 · median -0.48% 0.0–0.1 · n=36 · median -1.49% 0.1–0.2 · n=32 · median +0.17% 0.2–0.3 · n=29 · 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 (-0.26%, n=86) · Buy-band step (0.5 Opp): -6.7–-6.2 (+1.27%, n=95)

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 5399 +0.13% +0.26% 53.1% +2.67% -2.64%
0 - 1 212 -0.58% -0.58% 43.4% +2.33% -2.95%
1 - 2 67 +0.38% -0.07% 46.3% +2.92% -2.26%
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-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 7D 5685 +0.23% +14.32% 52.7% -2.65% 5439 +0.38% +14.15% 53.9% -3.48% 5166 +0.69% +19.84% 55.2% -4.12% 4757 +0.90% +17.68% 55.3% -4.98% 3272 +1.39% +12.51% 55.5% -6.28%
< 0 7D 5399 +0.26% +16.84% 53.1% -2.64% 5160 +0.44% +17.18% 54.4% -3.46% 4901 +0.79% +23.44% 56% -4.09% 4518 +1.12% +23.22% 56.4% -4.91% 3161 +1.55% +14.53% 56.2% -6.16%
0 - 1 7D 212 -0.58% -53.72% 43.4% -2.95% 206 -0.84% -47.34% 45.1% -4.08% 196 -1.07% -43.52% 41.3% -4.88% 177 -3.19% -85.39% 31.6% -6.55% 83 -6.41% -85.77% 27.7% -10.01%
1 - 2 20D 67 -0.07% -10.88% 46.3% -2.26% 66 -0.50% -30.20% 45.5% -3.04% 63 -1.13% -45.68% 41.3% -3.92% 58 -1.26% -36.75% 41.4% -5.51% 25 +0.53% +1.68% 52% -7.88%
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% 3 +3.92% +44.39% 66.7% -8.09%
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 74 -0.04% -8.36% 48.6% -2.35% 73 -0.55% -32.72% 45.2% -3.19% 69 -1.13% -45.68% 40.6% -3.97% 62 -1.26% -36.75% 41.9% -5.51% 28 +0.71% +3.95% 53.6% -7.91%
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% 3 +3.92% +44.39% 66.7% -8.09%
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 5685 +0.11% +0.23% 52.7% +2.66% -2.65%
Top 3 117 +0.56% +0.39% 54.7% +3.25% -2.85%
Top 5 195 +0.47% +0.30% 53.3% +3.12% -2.85%
Top 10 390 +0.29% +0.28% 53.6% +2.92% -2.78%
Top 20 780 +0.21% +0.23% 52.1% +2.77% -2.69%
Top 50 1950 +0.21% +0.30% 53.7% +2.75% -2.59%

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 5286 +2.00% 5% -0.03% +1.67% 59.9% 49.4% 15.9% +0.23%
0 - 1 191 +2.00% 5% -0.20% +0.66% 53.4% 45.5% 19.9% -0.66%
1 - 2 47 +2.00% 5% -0.40% -0.65% 36.2% 27.7% 10.6% -0.49%
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% 4612 38 < 0 +0.18% +0.23% 52.6% 5% 14.9% 80.1% 1.03 +0.18% -5.00% +0.29%
+8.50% -5.00% 4612 38 < 0 +0.18% +0.23% 52.6% 3.1% 14.9% 81.9% 1.03 +0.18% -5.00% +0.29%
+6.00% -3.50% 4612 38 < 0 +0.17% +0.06% 50.4% 9.6% 28.3% 62.1% 1.12 +0.17% -3.50% +0.29%
+6.00% -5.00% 4612 38 < 0 +0.17% +0.25% 52.8% 10% 14.9% 75.2% 1.01 +0.17% -5.00% +0.29%
+7.00% -3.50% 4612 38 < 0 +0.17% +0.05% 50.3% 6% 28.3% 65.6% 1.12 +0.17% -3.50% +0.29%
+7.00% -4.50% 4612 38 < 0 +0.17% +0.20% 52.1% 6.3% 18.6% 75% 1.04 +0.17% -4.50% +0.29%
+7.00% -5.00% 4612 38 < 0 +0.17% +0.23% 52.6% 6.4% 14.9% 78.7% 1.02 +0.17% -5.00% +0.29%
+7.50% -3.50% 4612 38 < 0 +0.17% +0.03% 50.2% 4.7% 28.3% 67% 1.13 +0.17% -3.50% +0.29%
+7.50% -4.00% 4612 38 < 0 +0.17% +0.13% 51.3% 4.8% 23.5% 71.7% 1.08 +0.17% -4.00% +0.29%
+7.50% -4.50% 4612 38 < 0 +0.17% +0.20% 52.1% 4.9% 18.6% 76.4% 1.04 +0.17% -4.50% +0.29%
+8.00% -3.50% 4612 38 < 0 +0.17% +0.03% 50.2% 3.5% 28.3% 68.1% 1.13 +0.17% -3.50% +0.29%
+8.00% -4.50% 4612 38 < 0 +0.17% +0.20% 52.1% 3.7% 18.6% 77.6% 1.04 +0.17% -4.50% +0.29%
+8.00% -5.00% 4612 38 < 0 +0.17% +0.23% 52.6% 3.8% 14.9% 81.3% 1.02 +0.17% -5.00% +0.29%
+8.50% -3.50% 4612 38 < 0 +0.17% +0.03% 50.2% 2.9% 28.3% 68.8% 1.13 +0.17% -3.50% +0.29%
+8.50% -4.00% 4612 38 < 0 +0.17% +0.13% 51.3% 3% 23.5% 73.5% 1.07 +0.17% -4.00% +0.29%
+8.50% -4.50% 4612 38 < 0 +0.17% +0.20% 52.1% 3.1% 18.6% 78.3% 1.04 +0.17% -4.50% +0.29%
+9.00% -5.00% 4612 38 < 0 +0.17% +0.23% 52.5% 2.4% 14.9% 82.7% 1.02 +0.17% -5.00% +0.29%
+6.00% -4.00% 4612 38 < 0 +0.16% +0.15% 51.5% 9.8% 23.4% 66.8% 1.06 +0.16% -4.00% +0.29%
+6.00% -4.50% 4612 38 < 0 +0.16% +0.22% 52.3% 9.9% 18.6% 71.5% 1.03 +0.16% -4.50% +0.29%
+6.50% -3.50% 4612 38 < 0 +0.16% +0.05% 50.3% 7.4% 28.3% 64.2% 1.12 +0.16% -3.50% +0.29%
+6.50% -4.50% 4612 38 < 0 +0.16% +0.20% 52.1% 7.7% 18.6% 73.7% 1.03 +0.16% -4.50% +0.29%
+6.50% -5.00% 4612 38 < 0 +0.16% +0.23% 52.6% 7.7% 14.9% 77.3% 1.01 +0.16% -5.00% +0.29%
+7.00% -3.00% 4612 38 < 0 +0.16% -0.15% 48.5% 5.9% 35.3% 58.8% 1.2 +0.16% -3.00% +0.29%
+7.00% -4.00% 4612 38 < 0 +0.16% +0.13% 51.4% 6.2% 23.5% 70.3% 1.07 +0.16% -4.00% +0.29%
+7.50% -3.00% 4612 38 < 0 +0.16% -0.15% 48.4% 4.6% 35.3% 60.1% 1.21 +0.16% -3.00% +0.29%
+8.00% -3.00% 4612 38 < 0 +0.16% -0.15% 48.4% 3.4% 35.3% 61.3% 1.21 +0.16% -3.00% +0.29%
+8.00% -4.00% 4612 38 < 0 +0.16% +0.13% 51.3% 3.6% 23.5% 72.9% 1.07 +0.16% -4.00% +0.29%
+8.50% -3.00% 4612 38 < 0 +0.16% -0.15% 48.4% 2.8% 35.3% 61.9% 1.21 +0.16% -3.00% +0.29%
+9.00% -3.50% 4612 38 < 0 +0.16% +0.02% 50.1% 2.1% 28.4% 69.5% 1.12 +0.16% -3.50% +0.29%
+9.00% -4.00% 4612 38 < 0 +0.16% +0.11% 51.2% 2.2% 23.5% 74.3% 1.07 +0.16% -4.00% +0.29%
+9.00% -4.50% 4612 38 < 0 +0.16% +0.19% 52% 2.3% 18.7% 79% 1.04 +0.16% -4.50% +0.29%
+5.50% -3.50% 4612 38 < 0 +0.15% +0.06% 50.5% 11.7% 28.3% 60.1% 1.1 +0.15% -3.50% +0.29%
+5.50% -4.50% 4612 38 < 0 +0.15% +0.23% 52.4% 12.1% 18.6% 69.4% 1.01 +0.15% -4.50% +0.29%
+5.50% -5.00% 4612 38 < 0 +0.15% +0.26% 52.9% 12.1% 14.8% 73% 0.99 +0.15% -5.00% +0.29%
+6.00% -3.00% 4612 38 < 0 +0.15% -0.14% 48.6% 9.3% 35.2% 55.5% 1.19 +0.15% -3.00% +0.29%
+6.50% -3.00% 4612 38 < 0 +0.15% -0.15% 48.5% 7.2% 35.3% 57.5% 1.19 +0.15% -3.00% +0.29%
+6.50% -4.00% 4612 38 < 0 +0.15% +0.13% 51.4% 7.6% 23.5% 69% 1.06 +0.15% -4.00% +0.29%
+9.00% -3.00% 4612 38 < 0 +0.15% -0.15% 48.3% 2.1% 35.3% 62.6% 1.2 +0.15% -3.00% +0.29%
+5.00% -5.00% 4612 38 < 0 +0.14% +0.28% 53.1% 15% 14.8% 70.2% 0.97 +0.14% -5.00% +0.29%
+5.50% -3.00% 4612 38 < 0 +0.14% -0.13% 48.7% 11.3% 35.2% 53.5% 1.17 +0.14% -3.00% +0.29%
+5.50% -4.00% 4612 38 < 0 +0.14% +0.16% 51.6% 11.9% 23.4% 64.7% 1.05 +0.14% -4.00% +0.29%
+4.50% -4.50% 4612 38 < 0 +0.13% +0.29% 53% 18.9% 18.4% 62.7% 0.97 +0.13% -4.50% +0.29%
+4.50% -5.00% 4612 38 < 0 +0.13% +0.35% 53.5% 19.1% 14.8% 66.1% 0.96 +0.13% -5.00% +0.29%
+5.00% -3.50% 4612 38 < 0 +0.13% +0.08% 50.7% 14.4% 28.2% 57.5% 1.08 +0.13% -3.50% +0.29%
+5.00% -4.00% 4612 38 < 0 +0.13% +0.19% 51.8% 14.7% 23.3% 62% 1.02 +0.13% -4.00% +0.29%
+5.00% -4.50% 4612 38 < 0 +0.13% +0.24% 52.6% 14.9% 18.5% 66.7% 1 +0.13% -4.50% +0.29%
+4.50% -3.50% 4612 38 < 0 +0.12% +0.12% 51.1% 18.3% 28% 53.7% 1.05 +0.12% -3.50% +0.29%
+4.50% -4.00% 4612 38 < 0 +0.12% +0.23% 52.3% 18.7% 23.2% 58.1% 1 +0.12% -4.00% +0.29%
+5.00% -3.00% 4612 38 < 0 +0.12% -0.11% 48.9% 14% 35% 51% 1.15 +0.12% -3.00% +0.29%
+4.50% -3.00% 4612 38 < 0 +0.11% -0.06% 49.3% 17.8% 34.9% 47.3% 1.13 +0.11% -3.00% +0.29%
+4.00% -5.00% 4612 38 < 0 +0.10% +0.39% 53.9% 22.8% 14.7% 62.5% 0.92 +0.10% -5.00% +0.29%
+4.00% -3.00% 4612 38 < 0 +0.09% -0.03% 49.7% 21.4% 34.7% 43.9% 1.09 +0.09% -3.00% +0.29%
+4.00% -3.50% 4612 38 < 0 +0.09% +0.17% 51.5% 21.9% 27.8% 50.3% 1.02 +0.09% -3.50% +0.29%
+4.00% -4.00% 4612 38 < 0 +0.09% +0.27% 52.7% 22.4% 23% 54.6% 0.96 +0.09% -4.00% +0.29%
+4.00% -4.50% 4612 38 < 0 +0.09% +0.35% 53.4% 22.6% 18.3% 59.1% 0.93 +0.09% -4.50% +0.29%
+3.50% -3.50% 4612 38 < 0 +0.08% +0.26% 52.3% 27.3% 27.5% 45.2% 0.97 +0.08% -3.50% +0.29%
+3.50% -4.00% 4612 38 < 0 +0.08% +0.38% 53.5% 27.9% 22.7% 49.3% 0.92 +0.08% -4.00% +0.29%
+3.50% -4.50% 4612 38 < 0 +0.08% +0.42% 54.3% 28.2% 18.2% 53.6% 0.9 +0.08% -4.50% +0.29%
+3.50% -5.00% 4612 38 < 0 +0.08% +0.45% 54.7% 28.4% 14.6% 57% 0.88 +0.08% -5.00% +0.29%
+3.50% -3.00% 4612 38 < 0 +0.07% +0.07% 50.5% 26.8% 34.3% 38.9% 1.04 +0.07% -3.00% +0.29%
+3.00% -3.50% 4612 38 < 0 +0.06% +0.41% 53.6% 33.9% 27% 39.1% 0.91 +0.06% -3.50% +0.29%
+3.00% -4.00% 4612 38 < 0 +0.06% +0.53% 54.8% 34.6% 22.3% 43% 0.86 +0.06% -4.00% +0.29%
+3.00% -4.50% 4612 38 < 0 +0.06% +0.57% 55.6% 35% 17.9% 47.1% 0.84 +0.06% -4.50% +0.29%
+3.00% -3.00% 4612 38 < 0 +0.05% +0.22% 51.7% 33.2% 33.7% 33.1% 0.98 +0.05% -3.00% +0.29%
+3.00% -5.00% 4612 38 < 0 +0.05% +0.60% 56% 35.2% 14.5% 50.3% 0.82 +0.05% -5.00% +0.29%

Threshold performance

Filter n Avg return Median return 歷史相似情境上漲比例 Avg runup Avg drawdown
all 5685 +0.11% +0.23% 52.7% +2.66% -2.65%
downOpp > 1 74 +0.51% -0.04% 48.6% +2.97% -2.35%
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.