Solorank.ai
Opp score study
Find which Opp score thresholds actually worked.
Replay completed projection rows and compare Opp score buckets, thresholds, and Top-N picks against actual forward outcomes.
Study results
2026-07-27 · 60D window
Uses the same long-term downtrend exclusion as projection picks (200D MA down, deep drawdown below long MA, or 120D decline below long MA).
Opp score buckets
| Filter | n | Avg return | Median return | Win rate | Avg runup | Avg drawdown |
|---|---|---|---|---|---|---|
| < 0 | 2078 | +0.58% | +0.37% | 54.5% | +3.35% | -2.39% |
| 0 - 1 | 4969 | +0.35% | +0.30% | 54.3% | +3.07% | -2.44% |
| 1 - 2 | 3713 | +0.20% | +0.33% | 54.2% | +3.02% | -2.61% |
| 2 - 2.5 | 964 | +0.01% | +0.03% | 50.7% | +2.98% | -2.91% |
| 2.5 - 3 | 757 | +0.59% | +0.59% | 58.5% | +3.26% | -2.58% |
| 3 - 3.5 | 369 | +0.93% | +0.58% | 55.3% | +4.17% | -2.84% |
| 3.5 - 4 | 180 | +1.28% | +0.33% | 53.9% | +4.48% | -3.18% |
| 4 - 4.5 | 119 | +0.21% | +0.24% | 52.9% | +4.51% | -5.12% |
| 4.5 - 5 | 95 | -3.10% | -2.35% | 34.7% | +2.67% | -7.43% |
| 5+ | 254 | -1.63% | -2.92% | 35.8% | +4.82% | -6.26% |
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 | Win rate | Avg drawdown | n | Median return | Ann. net | Win rate | Avg drawdown | n | Median return | Ann. net | Win rate | Avg drawdown | n | Median return | Ann. net | Win rate | Avg drawdown | n | Median return | Ann. net | Win rate | Avg drawdown | ||
| all | 20D | 13498 | +0.29% | +19.36% | 53.8% | -2.67% | 12935 | +0.57% | +23.73% | 55.8% | -3.48% | 12375 | +0.75% | +22.00% | 56.4% | -4.13% | 11542 | +1.24% | +26.25% | 59% | -4.84% | 8309 | +2.73% | +29.40% | 63.6% | -6.36% |
| < 0 | 5D | 2078 | +0.37% | +26.08% | 54.5% | -2.39% | 2010 | +0.73% | +31.79% | 57.9% | -3.01% | 1949 | +0.83% | +24.88% | 57.4% | -3.52% | 1890 | +1.25% | +26.50% | 60.3% | -4.06% | 1681 | +2.08% | +21.21% | 62.3% | -5.13% |
| 0 - 1 | 20D | 4969 | +0.30% | +20.20% | 54.3% | -2.44% | 4792 | +0.59% | +24.74% | 55.9% | -3.16% | 4663 | +0.93% | +28.48% | 57.8% | -3.76% | 4402 | +1.37% | +29.52% | 60.1% | -4.32% | 3192 | +3.58% | +40.11% | 69.2% | -4.87% |
| 1 - 2 | 20D | 3713 | +0.33% | +22.72% | 54.2% | -2.61% | 3565 | +0.61% | +25.74% | 56.1% | -3.42% | 3425 | +0.85% | +25.60% | 57.5% | -3.97% | 3189 | +1.37% | +29.52% | 60% | -4.69% | 1892 | +3.48% | +38.85% | 67.7% | -6.04% |
| 2 - 2.5 | 10D | 964 | +0.03% | -2.48% | 50.7% | -2.91% | 884 | +0.54% | +22.22% | 56.6% | -3.77% | 810 | +0.49% | +12.64% | 55.7% | -4.75% | 709 | +1.13% | +23.48% | 57.1% | -5.73% | 423 | +1.55% | +14.53% | 56% | -9.11% |
| 2.5 - 3 | 3D | 757 | +0.59% | +44.56% | 58.5% | -2.58% | 701 | +0.70% | +30.28% | 57.3% | -3.54% | 604 | +0.47% | +11.92% | 54.8% | -4.45% | 501 | +1.41% | +30.53% | 59.1% | -5.86% | 337 | +0.47% | +0.92% | 52.5% | -9.76% |
| 3 - 3.5 | 3D | 369 | +0.58% | +43.72% | 55.3% | -2.84% | 344 | +0.84% | +37.34% | 57% | -3.59% | 296 | +0.13% | -0.32% | 51.4% | -4.59% | 240 | +0.37% | +4.32% | 53.3% | -6.23% | 190 | -1.14% | -19.36% | 45.8% | -10.51% |
| 3.5 - 4 | 3D | 180 | +0.33% | +22.72% | 53.9% | -3.18% | 171 | +0.47% | +18.69% | 57.3% | -4.61% | 162 | +0.37% | +8.32% | 54.3% | -5.43% | 147 | +0.99% | +19.95% | 59.2% | -6.35% | 130 | +1.93% | +19.32% | 56.2% | -9.44% |
| 4 - 4.5 | 3D | 119 | +0.24% | +15.16% | 52.9% | -5.12% | 119 | -0.09% | -9.54% | 48.7% | -5.83% | 117 | +0.24% | +3.64% | 50.4% | -6.55% | 115 | -0.25% | -11.30% | 48.7% | -7.51% | 115 | +0.45% | +0.67% | 51.3% | -11.20% |
| 4.5 - 5 | 10D | 95 | -2.35% | -202.40% | 34.7% | -7.43% | 95 | -2.27% | -119.41% | 37.9% | -8.91% | 95 | -1.71% | -66.56% | 42.1% | -9.47% | 95 | -1.80% | -50.36% | 41.1% | -10.46% | 95 | -4.14% | -57.16% | 37.9% | -13.64% |
| 5+ | 10D | 254 | -2.92% | -250.28% | 35.8% | -6.26% | 254 | -4.25% | -219.20% | 32.3% | -8.76% | 254 | -3.41% | -127.76% | 28% | -10.62% | 254 | -2.82% | -76.06% | 39% | -11.70% | 254 | -6.18% | -82.87% | 31.1% | -16.83% |
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 | Win rate | Avg drawdown | n | Median return | Ann. net | Win rate | Avg drawdown | n | Median return | Ann. net | Win rate | Avg drawdown | n | Median return | Ann. net | Win rate | Avg drawdown | n | Median return | Ann. net | Win rate | Avg drawdown | ||
| opp < 2 | 20D | 10760 | +0.32% | +21.88% | 54.3% | -2.49% | 10367 | +0.63% | +26.75% | 56.3% | -3.22% | 10037 | +0.87% | +26.32% | 57.6% | -3.78% | 9481 | +1.35% | +29.02% | 60.1% | -4.39% | 6765 | +3.17% | +34.94% | 67.1% | -5.26% |
| opp > 1 | 20D | 6446 | +0.26% | +16.84% | 53.2% | -2.94% | 6128 | +0.49% | +19.70% | 55% | -3.88% | 5758 | +0.55% | +14.80% | 54.9% | -4.64% | 5247 | +1.08% | +22.22% | 57.6% | -5.57% | 3434 | +2.21% | +22.85% | 59% | -8.34% |
| opp > 2 | 10D | 2732 | +0.14% | +6.76% | 51.8% | -3.40% | 2562 | +0.29% | +9.62% | 53.4% | -4.53% | 2332 | +0.09% | -1.76% | 50.9% | -5.63% | 2056 | +0.65% | +11.38% | 53.7% | -6.93% | 1540 | -0.41% | -10.17% | 48.3% | -11.18% |
| opp > 3 | 10D | 1016 | -0.26% | -26.84% | 47.9% | -4.45% | 982 | -0.26% | -18.10% | 47.8% | -5.89% | 924 | -0.98% | -40.28% | 44.4% | -7.15% | 851 | -0.29% | -12.31% | 48.1% | -8.53% | 784 | -2.04% | -30.70% | 42.6% | -12.86% |
| opp > 5 | 10D | 254 | -2.92% | -250.28% | 35.8% | -6.26% | 254 | -4.25% | -219.20% | 32.3% | -8.76% | 254 | -3.41% | -127.76% | 28% | -10.62% | 254 | -2.82% | -76.06% | 39% | -11.70% | 254 | -6.18% | -82.87% | 31.1% | -16.83% |
Top-N performance
| Filter | n | Avg return | Median return | Win rate | Avg runup | Avg drawdown |
|---|---|---|---|---|---|---|
| all | 13498 | +0.30% | +0.29% | 53.8% | +3.20% | -2.67% |
| Top 3 | 114 | +0.25% | +0.21% | 50.9% | +3.58% | -3.62% |
| Top 5 | 190 | +0.19% | +0.09% | 50.5% | +3.99% | -3.58% |
| Top 10 | 380 | +0.19% | +0.32% | 52.9% | +3.90% | -3.66% |
| Top 20 | 760 | +0.04% | +0.13% | 51.8% | +3.78% | -3.71% |
| Top 50 | 1900 | -0.07% | +0.08% | 51.1% | +3.69% | -3.77% |
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 | Win rate | TP hit | SL hit | Baseline median |
|---|---|---|---|---|---|---|---|---|---|
| < 0 | 1989 | +2.00% | 5% | +0.40% | +2.00% | 68.7% | 61.2% | 9.8% | +0.42% |
| 0 - 1 | 4895 | +2.00% | 5% | +0.26% | +2.00% | 65.6% | 57.3% | 11.2% | +0.32% |
| 1 - 2 | 3635 | +2.00% | 5% | +0.25% | +2.00% | 64.2% | 56.3% | 17% | +0.37% |
| 2 - 2.5 | 929 | +2.00% | 3% | +0.12% | +2.00% | 60.9% | 52.1% | 22.6% | +0.04% |
| 2.5 - 3 | 720 | +2.00% | 5% | +0.36% | +2.00% | 68.3% | 57.6% | 11.4% | +0.59% |
| 3 - 3.5 | 349 | +3.00% | 5% | +0.11% | +2.00% | 61% | 53% | 22.6% | +0.53% |
| 3.5 - 4 | 152 | +2.00% | 3% | -0.12% | +1.21% | 53.9% | 47.4% | 31.6% | +0.11% |
| 4 - 4.5 | 96 | +2.00% | 5% | -0.94% | +0.73% | 56.3% | 44.8% | 35.4% | +0.17% |
| 4.5 - 5 | 72 | +2.00% | 4% | -2.03% | -4.00% | 15.3% | 13.9% | 77.8% | -3.21% |
| 5+ | 226 | +2.00% | 5% | -1.30% | -5.00% | 38.9% | 30.5% | 53.5% | -3.66% |
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.
| +4.50% | -5.00% | 1707 | 35 | 3 - 3.5 | +0.23% | +0.27% | 53.5% | 20.8% | 13.8% | 65.4% | 1.04 | +0.23% | -5.00% | +0.26% |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| +9.00% | -5.00% | 1707 | 35 | 3 - 3.5 | +0.23% | +0.17% | 52.1% | 4.5% | 14.5% | 81% | 1.09 | +0.23% | -5.00% | +0.26% |
| +3.50% | -5.00% | 1707 | 35 | 3 - 3.5 | +0.22% | +0.41% | 55.2% | 30.9% | 13.2% | 55.9% | 0.96 | +0.22% | -5.00% | +0.26% |
| +4.00% | -5.00% | 1707 | 35 | 3 - 3.5 | +0.22% | +0.32% | 54% | 24.9% | 13.5% | 61.6% | 1.01 | +0.22% | -5.00% | +0.26% |
| +7.50% | -5.00% | 1707 | 35 | 3 - 3.5 | +0.22% | +0.18% | 52.3% | 6.4% | 14.4% | 79.1% | 1.07 | +0.22% | -5.00% | +0.26% |
| +8.00% | -5.00% | 1707 | 35 | 3 - 3.5 | +0.22% | +0.18% | 52.2% | 5.5% | 14.4% | 80.1% | 1.08 | +0.22% | -5.00% | +0.26% |
| +5.00% | -5.00% | 1707 | 35 | 3 - 3.5 | +0.21% | +0.24% | 53% | 16.3% | 14% | 69.7% | 1.04 | +0.21% | -5.00% | +0.26% |
| +7.00% | -5.00% | 1707 | 35 | 3 - 3.5 | +0.21% | +0.19% | 52.3% | 7.8% | 14.4% | 77.9% | 1.07 | +0.21% | -5.00% | +0.26% |
| +8.50% | -5.00% | 1707 | 35 | 3 - 3.5 | +0.21% | +0.17% | 52.1% | 4.9% | 14.5% | 80.6% | 1.08 | +0.21% | -5.00% | +0.26% |
| +9.00% | -3.00% | 1707 | 35 | 3 - 3.5 | +0.21% | -0.11% | 48.7% | 4% | 32% | 63.9% | 1.24 | +0.21% | -3.00% | +0.26% |
| +4.50% | -3.00% | 1707 | 35 | 3 - 3.5 | +0.20% | 0.00% | 50% | 19.3% | 31.2% | 49.4% | 1.18 | +0.20% | -3.00% | +0.26% |
| +5.50% | -5.00% | 1707 | 35 | 3 - 3.5 | +0.20% | +0.21% | 52.7% | 13.6% | 14.2% | 72.1% | 1.05 | +0.20% | -5.00% | +0.26% |
| +6.50% | -5.00% | 1707 | 35 | 3 - 3.5 | +0.20% | +0.19% | 52.4% | 9.2% | 14.4% | 76.4% | 1.06 | +0.20% | -5.00% | +0.26% |
| +7.50% | -3.00% | 1707 | 35 | 3 - 3.5 | +0.20% | -0.09% | 48.9% | 5.9% | 32% | 62.2% | 1.23 | +0.20% | -3.00% | +0.26% |
| +8.50% | -3.00% | 1707 | 35 | 3 - 3.5 | +0.20% | -0.11% | 48.7% | 4.5% | 32% | 63.5% | 1.23 | +0.20% | -3.00% | +0.26% |
| +3.00% | -5.00% | 1707 | 35 | 3 - 3.5 | +0.19% | +0.59% | 56.6% | 37.1% | 13.1% | 49.8% | 0.89 | +0.19% | -5.00% | +0.26% |
| +3.50% | -3.00% | 1707 | 35 | 3 - 3.5 | +0.19% | +0.15% | 51.6% | 28.8% | 30.2% | 41% | 1.1 | +0.19% | -3.00% | +0.26% |
| +4.00% | -3.00% | 1707 | 35 | 3 - 3.5 | +0.19% | +0.06% | 50.6% | 23.2% | 30.7% | 46.1% | 1.15 | +0.19% | -3.00% | +0.26% |
| +6.00% | -5.00% | 1707 | 35 | 3 - 3.5 | +0.19% | +0.21% | 52.4% | 11% | 14.4% | 74.7% | 1.05 | +0.19% | -5.00% | +0.26% |
| +7.00% | -3.00% | 1707 | 35 | 3 - 3.5 | +0.19% | -0.09% | 48.9% | 7.1% | 31.9% | 60.9% | 1.22 | +0.19% | -3.00% | +0.26% |
| +8.00% | -3.00% | 1707 | 35 | 3 - 3.5 | +0.19% | -0.10% | 48.8% | 4.9% | 32% | 63.1% | 1.23 | +0.19% | -3.00% | +0.26% |
| +9.00% | -4.00% | 1707 | 35 | 3 - 3.5 | +0.19% | +0.07% | 50.9% | 4.4% | 22.6% | 73% | 1.11 | +0.19% | -4.00% | +0.26% |
| +9.00% | -4.50% | 1707 | 35 | 3 - 3.5 | +0.19% | +0.11% | 51.5% | 4.5% | 18.6% | 76.9% | 1.08 | +0.19% | -4.50% | +0.26% |
| +3.50% | -4.00% | 1707 | 35 | 3 - 3.5 | +0.18% | +0.35% | 54% | 30.1% | 21% | 48.9% | 0.98 | +0.18% | -4.00% | +0.26% |
| +3.50% | -4.50% | 1707 | 35 | 3 - 3.5 | +0.18% | +0.39% | 54.5% | 30.4% | 17.2% | 52.4% | 0.96 | +0.18% | -4.50% | +0.26% |
| +4.50% | -4.00% | 1707 | 35 | 3 - 3.5 | +0.18% | +0.18% | 52.2% | 20.2% | 21.8% | 58% | 1.05 | +0.18% | -4.00% | +0.26% |
| +4.50% | -4.50% | 1707 | 35 | 3 - 3.5 | +0.18% | +0.22% | 52.8% | 20.4% | 17.9% | 61.7% | 1.03 | +0.18% | -4.50% | +0.26% |
| +5.00% | -3.00% | 1707 | 35 | 3 - 3.5 | +0.18% | -0.04% | 49.5% | 15.1% | 31.5% | 53.4% | 1.18 | +0.18% | -3.00% | +0.26% |
| +6.50% | -3.00% | 1707 | 35 | 3 - 3.5 | +0.18% | -0.09% | 49% | 8.5% | 31.9% | 59.6% | 1.21 | +0.18% | -3.00% | +0.26% |
| +7.50% | -4.50% | 1707 | 35 | 3 - 3.5 | +0.18% | +0.12% | 51.6% | 6.3% | 18.6% | 75.1% | 1.07 | +0.18% | -4.50% | +0.26% |
| +8.00% | -4.50% | 1707 | 35 | 3 - 3.5 | +0.18% | +0.11% | 51.6% | 5.4% | 18.6% | 76% | 1.07 | +0.18% | -4.50% | +0.26% |
| +8.50% | -4.00% | 1707 | 35 | 3 - 3.5 | +0.18% | +0.07% | 50.9% | 4.8% | 22.6% | 72.6% | 1.1 | +0.18% | -4.00% | +0.26% |
| +8.50% | -4.50% | 1707 | 35 | 3 - 3.5 | +0.18% | +0.11% | 51.5% | 4.9% | 18.6% | 76.5% | 1.07 | +0.18% | -4.50% | +0.26% |
| +3.50% | -3.50% | 1707 | 35 | 3 - 3.5 | +0.17% | +0.26% | 52.7% | 29.5% | 25% | 45.5% | 1.03 | +0.17% | -3.50% | +0.26% |
| +4.00% | -4.00% | 1707 | 35 | 3 - 3.5 | +0.17% | +0.22% | 52.7% | 24.3% | 21.4% | 54.4% | 1.02 | +0.17% | -4.00% | +0.26% |
| +4.00% | -4.50% | 1707 | 35 | 3 - 3.5 | +0.17% | +0.26% | 53.3% | 24.5% | 17.5% | 58% | 1 | +0.17% | -4.50% | +0.26% |
| +4.50% | -3.50% | 1707 | 35 | 3 - 3.5 | +0.17% | +0.07% | 50.9% | 19.7% | 26.1% | 54.2% | 1.1 | +0.17% | -3.50% | +0.26% |
| +5.50% | -3.00% | 1707 | 35 | 3 - 3.5 | +0.17% | -0.06% | 49.2% | 12.5% | 31.8% | 55.7% | 1.19 | +0.17% | -3.00% | +0.26% |
| +6.00% | -3.00% | 1707 | 35 | 3 - 3.5 | +0.17% | -0.09% | 49% | 10.1% | 31.9% | 58.1% | 1.19 | +0.17% | -3.00% | +0.26% |
| +7.00% | -4.00% | 1707 | 35 | 3 - 3.5 | +0.17% | +0.09% | 51.1% | 7.6% | 22.5% | 69.9% | 1.09 | +0.17% | -4.00% | +0.26% |
| +7.00% | -4.50% | 1707 | 35 | 3 - 3.5 | +0.17% | +0.13% | 51.7% | 7.7% | 18.5% | 73.8% | 1.07 | +0.17% | -4.50% | +0.26% |
| +7.50% | -4.00% | 1707 | 35 | 3 - 3.5 | +0.17% | +0.08% | 51% | 6.2% | 22.6% | 71.2% | 1.09 | +0.17% | -4.00% | +0.26% |
| +8.00% | -4.00% | 1707 | 35 | 3 - 3.5 | +0.17% | +0.08% | 51% | 5.3% | 22.6% | 72.2% | 1.09 | +0.17% | -4.00% | +0.26% |
| +9.00% | -3.50% | 1707 | 35 | 3 - 3.5 | +0.17% | -0.03% | 49.6% | 4.2% | 27% | 68.8% | 1.16 | +0.17% | -3.50% | +0.26% |
| +3.00% | -3.00% | 1707 | 35 | 3 - 3.5 | +0.16% | +0.27% | 53% | 34.9% | 29.9% | 35.3% | 1.02 | +0.16% | -3.00% | +0.26% |
| +4.00% | -3.50% | 1707 | 35 | 3 - 3.5 | +0.16% | +0.12% | 51.5% | 23.7% | 25.5% | 50.8% | 1.08 | +0.16% | -3.50% | +0.26% |
| +5.00% | -4.00% | 1707 | 35 | 3 - 3.5 | +0.16% | +0.13% | 51.7% | 15.8% | 22% | 62.2% | 1.06 | +0.16% | -4.00% | +0.26% |
| +5.00% | -4.50% | 1707 | 35 | 3 - 3.5 | +0.16% | +0.19% | 52.3% | 16% | 18.1% | 65.9% | 1.03 | +0.16% | -4.50% | +0.26% |
| +5.50% | -4.00% | 1707 | 35 | 3 - 3.5 | +0.16% | +0.11% | 51.4% | 13.3% | 22.3% | 64.4% | 1.06 | +0.16% | -4.00% | +0.26% |
| +5.50% | -4.50% | 1707 | 35 | 3 - 3.5 | +0.16% | +0.15% | 52% | 13.4% | 18.4% | 68.2% | 1.04 | +0.16% | -4.50% | +0.26% |
| +6.50% | -4.00% | 1707 | 35 | 3 - 3.5 | +0.16% | +0.09% | 51.1% | 9% | 22.4% | 68.6% | 1.08 | +0.16% | -4.00% | +0.26% |
| +6.50% | -4.50% | 1707 | 35 | 3 - 3.5 | +0.16% | +0.13% | 51.7% | 9.1% | 18.5% | 72.5% | 1.05 | +0.16% | -4.50% | +0.26% |
| +7.00% | -3.50% | 1707 | 35 | 3 - 3.5 | +0.16% | -0.02% | 49.7% | 7.3% | 26.9% | 65.8% | 1.14 | +0.16% | -3.50% | +0.26% |
| +7.50% | -3.50% | 1707 | 35 | 3 - 3.5 | +0.16% | -0.02% | 49.7% | 6% | 26.9% | 67.1% | 1.15 | +0.16% | -3.50% | +0.26% |
| +8.00% | -3.50% | 1707 | 35 | 3 - 3.5 | +0.16% | -0.02% | 49.6% | 5% | 26.9% | 68% | 1.15 | +0.16% | -3.50% | +0.26% |
| +8.50% | -3.50% | 1707 | 35 | 3 - 3.5 | +0.16% | -0.03% | 49.6% | 4.6% | 27% | 68.4% | 1.15 | +0.16% | -3.50% | +0.26% |
| +3.00% | -4.50% | 1707 | 35 | 3 - 3.5 | +0.15% | +0.52% | 55.9% | 36.6% | 17% | 46.3% | 0.89 | +0.15% | -4.50% | +0.26% |
| +5.00% | -3.50% | 1707 | 35 | 3 - 3.5 | +0.15% | +0.05% | 50.4% | 15.3% | 26.4% | 58.2% | 1.1 | +0.15% | -3.50% | +0.26% |
| +6.00% | -4.00% | 1707 | 35 | 3 - 3.5 | +0.15% | +0.09% | 51.2% | 10.7% | 22.4% | 66.9% | 1.07 | +0.15% | -4.00% | +0.26% |
| +6.00% | -4.50% | 1707 | 35 | 3 - 3.5 | +0.15% | +0.13% | 51.8% | 10.8% | 18.5% | 70.7% | 1.05 | +0.15% | -4.50% | +0.26% |
| +3.00% | -3.50% | 1707 | 35 | 3 - 3.5 | +0.14% | +0.38% | 54.1% | 35.6% | 24.8% | 39.7% | 0.95 | +0.14% | -3.50% | +0.26% |
| +3.00% | -4.00% | 1707 | 35 | 3 - 3.5 | +0.14% | +0.45% | 55.3% | 36.3% | 20.8% | 42.9% | 0.91 | +0.14% | -4.00% | +0.26% |
| +5.50% | -3.50% | 1707 | 35 | 3 - 3.5 | +0.14% | +0.01% | 50.1% | 12.8% | 26.7% | 60.5% | 1.12 | +0.14% | -3.50% | +0.26% |
| +6.00% | -3.50% | 1707 | 35 | 3 - 3.5 | +0.14% | 0.00% | 49.9% | 10.3% | 26.8% | 62.9% | 1.12 | +0.14% | -3.50% | +0.26% |
| +6.50% | -3.50% | 1707 | 35 | 3 - 3.5 | +0.14% | -0.01% | 49.8% | 8.6% | 26.8% | 64.6% | 1.13 | +0.14% | -3.50% | +0.26% |
Threshold performance
| Filter | n | Avg return | Median return | Win rate | Avg runup | Avg drawdown |
|---|---|---|---|---|---|---|
| all | 13498 | +0.30% | +0.29% | 53.8% | +3.20% | -2.67% |
| opp > 1 | 6446 | +0.17% | +0.26% | 53.2% | +3.24% | -2.94% |
| opp > 2 | 2732 | +0.12% | +0.14% | 51.8% | +3.54% | -3.40% |
| opp > 3 | 1016 | -0.11% | -0.26% | 47.9% | +4.28% | -4.45% |
| opp > 5 | 254 | -1.63% | -2.92% | 35.8% | +4.82% | -6.26% |
| opp > 7 | 65 | -1.42% | -4.54% | 35.4% | +6.56% | -6.11% |
| opp > 10 | 3 | -4.80% | -4.71% | 0% | +2.31% | -5.95% |
Owned-position Opp exit-risk study
Walk-forward search over min hold days, Opp peak drop, Opp floor, and confirm days. Alerts publish only when a rule passes out-of-sample gates; otherwise selectedRule stays null.
missing FROM-clause entry for table "entry"
| 規則 | 訓練 n | 驗證 n | 驗證剩餘報酬中位 | 驗證負報酬命中 | 結果 |
|---|---|---|---|---|---|
| 尚無候選規則結果。 | |||||
賣出提醒研究建議
涵蓋 Opp 低位、止賺止蝕、3／5／7 交易日里程碑與短期急升。僅通過 OOS gate 的片段會標為研究建議；其餘為可覆寫預設值。系統只提醒「請檢視持倉」，不會自動賣出。
Example winners and losers
Completed projection rows in the selected window, sorted by actual forward return.
| Date | Symbol | Sector | Opp | Median | Actual | Runup | Drawdown |
|---|---|---|---|---|---|---|---|
| 2026-06-11 | US.DD | Materials | -0.459 | -0.46% | +207.69% | +213.71% | +0.62% |
| 2026-06-12 | US.DD | Materials | -0.317 | -0.38% | +198.07% | +207.62% | +0.56% |
| 2026-06-15 | US.DD | Materials | 0.358 | -0.11% | +194.87% | +205.84% | +192.95% |
| 2026-06-16 | US.HON | Industrials | 0.402 | -0.14% | +98.80% | +101.66% | -1.13% |
| 2026-06-17 | US.HON | Industrials | 0.352 | -0.07% | +94.54% | +102.44% | -0.75% |
| 2026-06-23 | US.CRWD | Information Technology | 2.005 | +0.75% | -74.26% | +1.74% | -75.27% |
| 2026-06-24 | US.CRWD | Information Technology | 2.333 | +0.92% | -72.40% | +2.93% | -74.98% |
| 2026-06-25 | US.CRWD | Information Technology | 2.716 | +1.12% | -71.89% | -71.81% | -75.19% |
| 2026-06-22 | US.HON | Industrials | 1.107 | +0.14% | -49.31% | -1.02% | -50.07% |
| 2026-06-23 | US.HON | Industrials | 0.682 | +0.05% | -45.24% | -44.90% | -48.79% |
Opp score study is observational and uses archived projection rows only. It helps evaluate ranking filters, not predict or recommend trades.