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
2026-07-28 · 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 | 2047 | +0.50% | +0.38% | 54.8% | +3.38% | -2.49% |
| 0 - 1 | 4981 | +0.36% | +0.33% | 54.7% | +3.11% | -2.46% |
| 1 - 2 | 3714 | +0.23% | +0.36% | 54.6% | +3.07% | -2.59% |
| 2 - 2.5 | 956 | +0.09% | +0.06% | 51.6% | +3.06% | -2.83% |
| 2.5 - 3 | 728 | +0.52% | +0.61% | 59.2% | +3.15% | -2.60% |
| 3 - 3.5 | 352 | +0.89% | +0.64% | 56% | +4.01% | -2.73% |
| 3.5 - 4 | 177 | +1.07% | +0.33% | 54.8% | +4.38% | -3.11% |
| 4 - 4.5 | 113 | -0.01% | +0.10% | 51.3% | +4.22% | -5.29% |
| 4.5 - 5 | 88 | -3.21% | -2.24% | 36.4% | +2.67% | -7.82% |
| 5+ | 227 | -2.83% | -3.53% | 29.1% | +4.01% | -6.95% |
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 | 13383 | +0.31% | +21.04% | 54.2% | -2.69% | 12824 | +0.59% | +24.74% | 55.8% | -3.50% | 12261 | +0.78% | +23.08% | 56.7% | -4.14% | 11425 | +1.22% | +25.74% | 58.8% | -4.86% | 8310 | +2.64% | +28.26% | 63.4% | -6.37% |
| < 0 | 5D | 2047 | +0.38% | +26.92% | 54.8% | -2.49% | 1965 | +0.71% | +30.78% | 57.8% | -3.09% | 1898 | +0.88% | +26.68% | 57.9% | -3.48% | 1838 | +1.27% | +27.00% | 60.5% | -4.01% | 1627 | +2.11% | +21.59% | 62.7% | -5.00% |
| 0 - 1 | 20D | 4981 | +0.33% | +22.72% | 54.7% | -2.46% | 4795 | +0.61% | +25.74% | 55.9% | -3.20% | 4666 | +0.89% | +27.04% | 57.3% | -3.82% | 4393 | +1.27% | +27.00% | 59.3% | -4.43% | 3299 | +3.33% | +36.96% | 68.2% | -5.03% |
| 1 - 2 | 20D | 3714 | +0.36% | +25.24% | 54.6% | -2.59% | 3554 | +0.65% | +27.76% | 56.3% | -3.40% | 3409 | +0.88% | +26.68% | 58.2% | -3.94% | 3197 | +1.42% | +30.78% | 59.8% | -4.70% | 1977 | +3.37% | +37.46% | 67% | -6.15% |
| 2 - 2.5 | 5D | 956 | +0.06% | +0.04% | 51.6% | -2.83% | 895 | +0.63% | +26.75% | 57% | -3.69% | 805 | +0.61% | +16.96% | 57.1% | -4.67% | 700 | +1.23% | +26.00% | 57.6% | -5.73% | 399 | +1.56% | +14.66% | 56.6% | -9.38% |
| 2.5 - 3 | 3D | 728 | +0.61% | +46.24% | 59.2% | -2.60% | 691 | +0.70% | +30.28% | 57.5% | -3.50% | 611 | +0.37% | +8.32% | 54.5% | -4.50% | 493 | +1.20% | +25.24% | 58.6% | -5.78% | 297 | +0.01% | -4.87% | 50.5% | -9.81% |
| 3 - 3.5 | 3D | 352 | +0.64% | +48.76% | 56% | -2.73% | 323 | +0.95% | +42.88% | 57.9% | -3.52% | 281 | +0.39% | +9.04% | 54.1% | -4.60% | 227 | +0.64% | +11.13% | 54.6% | -6.05% | 162 | -1.41% | -22.77% | 43.2% | -10.88% |
| 3.5 - 4 | 7D | 177 | +0.33% | +22.72% | 54.8% | -3.11% | 173 | +0.53% | +21.71% | 57.2% | -4.43% | 163 | +0.94% | +28.84% | 57.1% | -5.34% | 152 | +1.06% | +21.71% | 61.8% | -6.22% | 126 | +1.93% | +19.32% | 56.3% | -9.17% |
| 4 - 4.5 | 10D | 113 | +0.10% | +3.40% | 51.3% | -5.29% | 113 | -0.01% | -5.50% | 49.6% | -5.98% | 113 | +0.57% | +15.52% | 52.2% | -6.61% | 110 | +1.06% | +21.71% | 51.8% | -7.47% | 108 | +0.31% | -1.09% | 50.9% | -10.79% |
| 4.5 - 5 | 10D | 88 | -2.24% | -193.16% | 36.4% | -7.82% | 88 | -2.42% | -126.97% | 38.6% | -9.47% | 88 | -2.29% | -87.44% | 43.2% | -10.03% | 88 | -2.37% | -64.72% | 38.6% | -11.03% | 88 | -5.11% | -69.39% | 35.2% | -14.99% |
| 5+ | 20D | 227 | -3.53% | -301.52% | 29.1% | -6.95% | 227 | -5.18% | -266.07% | 26% | -9.71% | 227 | -3.87% | -144.32% | 24.7% | -11.47% | 227 | -3.18% | -85.14% | 38.3% | -12.06% | 227 | -6.19% | -82.99% | 30.4% | -17.32% |
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 | 10742 | +0.35% | +24.40% | 54.7% | -2.51% | 10314 | +0.64% | +27.26% | 56.4% | -3.25% | 9973 | +0.89% | +27.04% | 57.7% | -3.80% | 9428 | +1.32% | +28.26% | 59.7% | -4.44% | 6903 | +3.04% | +33.30% | 66.6% | -5.35% |
| opp > 1 | 10D | 6350 | +0.28% | +18.52% | 53.5% | -2.93% | 6060 | +0.53% | +21.71% | 55.1% | -3.87% | 5693 | +0.64% | +18.04% | 55.8% | -4.62% | 5190 | +1.16% | +24.23% | 57.8% | -5.53% | 3382 | +2.17% | +22.34% | 59% | -8.32% |
| opp > 2 | 10D | 2638 | +0.16% | +8.44% | 52% | -3.40% | 2508 | +0.30% | +10.12% | 53.5% | -4.52% | 2286 | +0.18% | +1.48% | 52.1% | -5.64% | 1995 | +0.74% | +13.65% | 54.4% | -6.87% | 1406 | -0.65% | -13.19% | 47.7% | -11.37% |
| opp > 3 | 10D | 957 | -0.36% | -35.24% | 47% | -4.57% | 924 | -0.32% | -21.13% | 47.1% | -6.08% | 872 | -0.88% | -36.68% | 45.6% | -7.33% | 804 | -0.14% | -8.53% | 49.3% | -8.52% | 711 | -2.31% | -34.11% | 41.6% | -13.13% |
| opp > 5 | 20D | 227 | -3.53% | -301.52% | 29.1% | -6.95% | 227 | -5.18% | -266.07% | 26% | -9.71% | 227 | -3.87% | -144.32% | 24.7% | -11.47% | 227 | -3.18% | -85.14% | 38.3% | -12.06% | 227 | -6.19% | -82.99% | 30.4% | -17.32% |
Top-N performance
| Filter | n | Avg return | Median return | Win rate | Avg runup | Avg drawdown |
|---|---|---|---|---|---|---|
| all | 13383 | +0.28% | +0.31% | 54.2% | +3.20% | -2.69% |
| Top 3 | 114 | +0.03% | -0.06% | 49.1% | +3.45% | -3.65% |
| Top 5 | 190 | +0.04% | +0.09% | 51.1% | +3.71% | -3.59% |
| Top 10 | 380 | -0.23% | +0.06% | 50.3% | +3.44% | -3.78% |
| Top 20 | 760 | -0.14% | +0.11% | 51.6% | +3.55% | -3.75% |
| Top 50 | 1900 | -0.09% | +0.11% | 51.8% | +3.58% | -3.75% |
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 | 1964 | +2.00% | 5% | +0.39% | +2.00% | 68.9% | 61.8% | 10.3% | +0.44% |
| 0 - 1 | 4912 | +2.00% | 5% | +0.27% | +2.00% | 65.9% | 57% | 11.4% | +0.35% |
| 1 - 2 | 3629 | +2.00% | 5% | +0.22% | +2.00% | 59.8% | 53.7% | 27.6% | +0.39% |
| 2 - 2.5 | 920 | +2.00% | 4% | +0.18% | +2.00% | 62.8% | 52.5% | 17.8% | +0.06% |
| 2.5 - 3 | 693 | +2.00% | 5% | +0.33% | +2.00% | 68.4% | 57.6% | 12.4% | +0.64% |
| 3 - 3.5 | 325 | +3.00% | 5% | +0.26% | +2.00% | 63.4% | 51.7% | 20% | +0.58% |
| 3.5 - 4 | 142 | +2.00% | 3% | -0.16% | +0.87% | 54.2% | 44.4% | 33.1% | +0.08% |
| 4 - 4.5 | 85 | +2.00% | 5% | -1.57% | -2.29% | 43.5% | 37.6% | 48.2% | -0.35% |
| 4.5 - 5 | 62 | +6.00% | 1.5% | -1.82% | -1.50% | 8.1% | 8.1% | 88.7% | -3.28% |
| 5+ | 188 | +2.00% | 5% | -2.03% | -5.00% | 33% | 28.7% | 60.1% | -4.80% |
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% | -3.00% | 2302 | 36 | 3 - 3.5 | +0.33% | +0.04% | 50.5% | 7.3% | 30.5% | 62.2% | 1.28 | +0.33% | -3.00% | +0.35% |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| +7.00% | -5.00% | 2302 | 36 | 3 - 3.5 | +0.33% | +0.29% | 53.6% | 7.9% | 13.6% | 78.5% | 1.1 | +0.33% | -5.00% | +0.35% |
| +7.50% | -3.00% | 2302 | 36 | 3 - 3.5 | +0.33% | +0.03% | 50.3% | 6.2% | 30.6% | 63.2% | 1.28 | +0.33% | -3.00% | +0.35% |
| +8.00% | -3.00% | 2302 | 36 | 3 - 3.5 | +0.33% | +0.02% | 50.3% | 5% | 30.6% | 64.4% | 1.28 | +0.33% | -3.00% | +0.35% |
| +8.50% | -3.00% | 2302 | 36 | 3 - 3.5 | +0.33% | +0.02% | 50.3% | 4.3% | 30.7% | 65% | 1.28 | +0.33% | -3.00% | +0.35% |
| +9.00% | -3.00% | 2302 | 36 | 3 - 3.5 | +0.33% | +0.02% | 50.3% | 3.6% | 30.7% | 65.7% | 1.28 | +0.33% | -3.00% | +0.35% |
| +6.50% | -3.00% | 2302 | 36 | 3 - 3.5 | +0.32% | +0.05% | 50.6% | 9% | 30.4% | 60.6% | 1.26 | +0.32% | -3.00% | +0.35% |
| +6.50% | -5.00% | 2302 | 36 | 3 - 3.5 | +0.32% | +0.30% | 53.8% | 9.7% | 13.5% | 76.8% | 1.09 | +0.32% | -5.00% | +0.35% |
| +7.00% | -4.00% | 2302 | 36 | 3 - 3.5 | +0.32% | +0.21% | 52.7% | 7.7% | 20.4% | 71.9% | 1.14 | +0.32% | -4.00% | +0.35% |
| +7.00% | -4.50% | 2302 | 36 | 3 - 3.5 | +0.32% | +0.27% | 53.3% | 7.9% | 16.7% | 75.4% | 1.11 | +0.32% | -4.50% | +0.35% |
| +7.50% | -4.00% | 2302 | 36 | 3 - 3.5 | +0.32% | +0.18% | 52.6% | 6.5% | 20.5% | 72.9% | 1.14 | +0.32% | -4.00% | +0.35% |
| +7.50% | -4.50% | 2302 | 36 | 3 - 3.5 | +0.32% | +0.26% | 53.2% | 6.6% | 16.9% | 76.5% | 1.12 | +0.32% | -4.50% | +0.35% |
| +7.50% | -5.00% | 2302 | 36 | 3 - 3.5 | +0.32% | +0.28% | 53.5% | 6.7% | 13.7% | 79.6% | 1.1 | +0.32% | -5.00% | +0.35% |
| +8.00% | -4.00% | 2302 | 36 | 3 - 3.5 | +0.32% | +0.18% | 52.5% | 5.3% | 20.5% | 74.2% | 1.14 | +0.32% | -4.00% | +0.35% |
| +8.00% | -4.50% | 2302 | 36 | 3 - 3.5 | +0.32% | +0.26% | 53.1% | 5.4% | 16.9% | 77.7% | 1.12 | +0.32% | -4.50% | +0.35% |
| +8.00% | -5.00% | 2302 | 36 | 3 - 3.5 | +0.32% | +0.28% | 53.4% | 5.5% | 13.7% | 80.8% | 1.1 | +0.32% | -5.00% | +0.35% |
| +8.50% | -4.00% | 2302 | 36 | 3 - 3.5 | +0.32% | +0.17% | 52.5% | 4.6% | 20.6% | 74.8% | 1.14 | +0.32% | -4.00% | +0.35% |
| +8.50% | -4.50% | 2302 | 36 | 3 - 3.5 | +0.32% | +0.26% | 53.1% | 4.7% | 16.9% | 78.3% | 1.12 | +0.32% | -4.50% | +0.35% |
| +8.50% | -5.00% | 2302 | 36 | 3 - 3.5 | +0.32% | +0.27% | 53.4% | 4.7% | 13.8% | 81.5% | 1.1 | +0.32% | -5.00% | +0.35% |
| +9.00% | -4.00% | 2302 | 36 | 3 - 3.5 | +0.32% | +0.17% | 52.5% | 4% | 20.6% | 75.5% | 1.15 | +0.32% | -4.00% | +0.35% |
| +9.00% | -4.50% | 2302 | 36 | 3 - 3.5 | +0.32% | +0.26% | 53.1% | 4% | 16.9% | 79% | 1.12 | +0.32% | -4.50% | +0.35% |
| +9.00% | -5.00% | 2302 | 36 | 3 - 3.5 | +0.32% | +0.27% | 53.4% | 4% | 13.8% | 82.2% | 1.1 | +0.32% | -5.00% | +0.35% |
| +4.50% | -3.00% | 2302 | 36 | 3 - 3.5 | +0.31% | +0.11% | 51.6% | 20.5% | 29.9% | 49.6% | 1.2 | +0.31% | -3.00% | +0.35% |
| +4.50% | -5.00% | 2302 | 36 | 3 - 3.5 | +0.31% | +0.41% | 54.8% | 21.8% | 13.2% | 64.9% | 1.04 | +0.31% | -5.00% | +0.35% |
| +5.00% | -3.00% | 2302 | 36 | 3 - 3.5 | +0.31% | +0.09% | 51.2% | 16.4% | 30% | 53.6% | 1.22 | +0.31% | -3.00% | +0.35% |
| +5.00% | -5.00% | 2302 | 36 | 3 - 3.5 | +0.31% | +0.37% | 54.5% | 17.5% | 13.2% | 69.2% | 1.06 | +0.31% | -5.00% | +0.35% |
| +5.50% | -3.00% | 2302 | 36 | 3 - 3.5 | +0.31% | +0.07% | 50.9% | 13.6% | 30.3% | 56.2% | 1.23 | +0.31% | -3.00% | +0.35% |
| +5.50% | -5.00% | 2302 | 36 | 3 - 3.5 | +0.31% | +0.34% | 54.2% | 14.6% | 13.4% | 72.1% | 1.07 | +0.31% | -5.00% | +0.35% |
| +6.00% | -3.00% | 2302 | 36 | 3 - 3.5 | +0.31% | +0.06% | 50.7% | 11% | 30.4% | 58.6% | 1.25 | +0.31% | -3.00% | +0.35% |
| +6.00% | -4.00% | 2302 | 36 | 3 - 3.5 | +0.31% | +0.24% | 53% | 11.6% | 20.3% | 68.1% | 1.12 | +0.31% | -4.00% | +0.35% |
| +6.00% | -4.50% | 2302 | 36 | 3 - 3.5 | +0.31% | +0.29% | 53.6% | 11.8% | 16.6% | 71.6% | 1.09 | +0.31% | -4.50% | +0.35% |
| +6.00% | -5.00% | 2302 | 36 | 3 - 3.5 | +0.31% | +0.30% | 53.9% | 11.9% | 13.5% | 74.6% | 1.08 | +0.31% | -5.00% | +0.35% |
| +6.50% | -4.00% | 2302 | 36 | 3 - 3.5 | +0.31% | +0.22% | 52.8% | 9.5% | 20.3% | 70.2% | 1.13 | +0.31% | -4.00% | +0.35% |
| +6.50% | -4.50% | 2302 | 36 | 3 - 3.5 | +0.31% | +0.28% | 53.4% | 9.6% | 16.6% | 73.8% | 1.1 | +0.31% | -4.50% | +0.35% |
| +7.00% | -3.50% | 2302 | 36 | 3 - 3.5 | +0.31% | +0.11% | 51.6% | 7.5% | 25.3% | 67.2% | 1.19 | +0.31% | -3.50% | +0.35% |
| +7.50% | -3.50% | 2302 | 36 | 3 - 3.5 | +0.31% | +0.10% | 51.4% | 6.3% | 25.5% | 68.2% | 1.2 | +0.31% | -3.50% | +0.35% |
| +8.00% | -3.50% | 2302 | 36 | 3 - 3.5 | +0.31% | +0.10% | 51.3% | 5.1% | 25.5% | 69.5% | 1.2 | +0.31% | -3.50% | +0.35% |
| +9.00% | -3.50% | 2302 | 36 | 3 - 3.5 | +0.31% | +0.10% | 51.3% | 3.8% | 25.5% | 70.7% | 1.2 | +0.31% | -3.50% | +0.35% |
| +3.50% | -5.00% | 2302 | 36 | 3 - 3.5 | +0.30% | +0.56% | 56.4% | 32.6% | 12.6% | 54.7% | 0.97 | +0.30% | -5.00% | +0.35% |
| +4.00% | -3.00% | 2302 | 36 | 3 - 3.5 | +0.30% | +0.17% | 52.2% | 24.9% | 29.4% | 45.7% | 1.17 | +0.30% | -3.00% | +0.35% |
| +4.00% | -4.50% | 2302 | 36 | 3 - 3.5 | +0.30% | +0.44% | 55.1% | 26.2% | 16% | 57.7% | 1.02 | +0.30% | -4.50% | +0.35% |
| +4.00% | -5.00% | 2302 | 36 | 3 - 3.5 | +0.30% | +0.45% | 55.5% | 26.5% | 12.9% | 60.6% | 1.01 | +0.30% | -5.00% | +0.35% |
| +4.50% | -4.00% | 2302 | 36 | 3 - 3.5 | +0.30% | +0.32% | 53.8% | 21.4% | 20% | 58.6% | 1.08 | +0.30% | -4.00% | +0.35% |
| +4.50% | -4.50% | 2302 | 36 | 3 - 3.5 | +0.30% | +0.38% | 54.4% | 21.6% | 16.4% | 62% | 1.05 | +0.30% | -4.50% | +0.35% |
| +5.00% | -4.00% | 2302 | 36 | 3 - 3.5 | +0.30% | +0.29% | 53.5% | 17.2% | 20.1% | 62.8% | 1.1 | +0.30% | -4.00% | +0.35% |
| +5.00% | -4.50% | 2302 | 36 | 3 - 3.5 | +0.30% | +0.34% | 54.1% | 17.3% | 16.4% | 66.2% | 1.07 | +0.30% | -4.50% | +0.35% |
| +5.50% | -4.00% | 2302 | 36 | 3 - 3.5 | +0.30% | +0.26% | 53.2% | 14.2% | 20.2% | 65.5% | 1.1 | +0.30% | -4.00% | +0.35% |
| +5.50% | -4.50% | 2302 | 36 | 3 - 3.5 | +0.30% | +0.30% | 53.8% | 14.4% | 16.6% | 69% | 1.07 | +0.30% | -4.50% | +0.35% |
| +6.50% | -3.50% | 2302 | 36 | 3 - 3.5 | +0.30% | +0.12% | 51.7% | 9.2% | 25.2% | 65.6% | 1.18 | +0.30% | -3.50% | +0.35% |
| +8.50% | -3.50% | 2302 | 36 | 3 - 3.5 | +0.30% | +0.10% | 51.3% | 4.4% | 25.5% | 70.1% | 1.2 | +0.30% | -3.50% | +0.35% |
| +3.50% | -4.50% | 2302 | 36 | 3 - 3.5 | +0.29% | +0.53% | 56% | 32.4% | 15.8% | 51.9% | 0.98 | +0.29% | -4.50% | +0.35% |
| +4.00% | -3.50% | 2302 | 36 | 3 - 3.5 | +0.29% | +0.30% | 53.3% | 25.5% | 24.2% | 50.3% | 1.1 | +0.29% | -3.50% | +0.35% |
| +4.00% | -4.00% | 2302 | 36 | 3 - 3.5 | +0.29% | +0.40% | 54.5% | 26% | 19.5% | 54.5% | 1.05 | +0.29% | -4.00% | +0.35% |
| +4.50% | -3.50% | 2302 | 36 | 3 - 3.5 | +0.29% | +0.23% | 52.7% | 20.9% | 24.7% | 54.3% | 1.13 | +0.29% | -3.50% | +0.35% |
| +5.00% | -3.50% | 2302 | 36 | 3 - 3.5 | +0.29% | +0.16% | 52.3% | 16.8% | 24.9% | 58.3% | 1.15 | +0.29% | -3.50% | +0.35% |
| +5.50% | -3.50% | 2302 | 36 | 3 - 3.5 | +0.29% | +0.14% | 52% | 13.9% | 25.1% | 61% | 1.15 | +0.29% | -3.50% | +0.35% |
| +6.00% | -3.50% | 2302 | 36 | 3 - 3.5 | +0.29% | +0.12% | 51.7% | 11.3% | 25.2% | 63.6% | 1.17 | +0.29% | -3.50% | +0.35% |
| +3.00% | -5.00% | 2302 | 36 | 3 - 3.5 | +0.28% | +0.79% | 58.3% | 39.3% | 12.4% | 48.3% | 0.89 | +0.28% | -5.00% | +0.35% |
| +3.50% | -3.00% | 2302 | 36 | 3 - 3.5 | +0.28% | +0.29% | 53% | 30.7% | 29% | 40.3% | 1.12 | +0.28% | -3.00% | +0.35% |
| +3.50% | -3.50% | 2302 | 36 | 3 - 3.5 | +0.28% | +0.41% | 54.3% | 31.5% | 23.8% | 44.7% | 1.06 | +0.28% | -3.50% | +0.35% |
| +3.50% | -4.00% | 2302 | 36 | 3 - 3.5 | +0.28% | +0.47% | 55.4% | 32.1% | 19.2% | 48.7% | 1.01 | +0.28% | -4.00% | +0.35% |
| +3.00% | -3.00% | 2302 | 36 | 3 - 3.5 | +0.27% | +0.51% | 54.9% | 37.2% | 28.3% | 34.5% | 1.03 | +0.27% | -3.00% | +0.35% |
| +3.00% | -4.00% | 2302 | 36 | 3 - 3.5 | +0.27% | +0.71% | 57.3% | 38.6% | 18.8% | 42.6% | 0.93 | +0.27% | -4.00% | +0.35% |
| +3.00% | -4.50% | 2302 | 36 | 3 - 3.5 | +0.27% | +0.75% | 57.9% | 39% | 15.4% | 45.6% | 0.9 | +0.27% | -4.50% | +0.35% |
| +3.00% | -3.50% | 2302 | 36 | 3 - 3.5 | +0.26% | +0.63% | 56.1% | 38.1% | 23.3% | 38.7% | 0.98 | +0.26% | -3.50% | +0.35% |
Threshold performance
| Filter | n | Avg return | Median return | Win rate | Avg runup | Avg drawdown |
|---|---|---|---|---|---|---|
| all | 13383 | +0.28% | +0.31% | 54.2% | +3.20% | -2.69% |
| opp > 1 | 6350 | +0.15% | +0.28% | 53.5% | +3.22% | -2.93% |
| opp > 2 | 2638 | +0.02% | +0.16% | 52% | +3.42% | -3.40% |
| opp > 3 | 957 | -0.44% | -0.36% | 47% | +3.98% | -4.57% |
| opp > 5 | 227 | -2.83% | -3.53% | 29.1% | +4.01% | -6.95% |
| opp > 7 | 55 | -4.04% | -4.97% | 23.6% | +4.73% | -7.44% |
| 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.
已選門檻：最少持有 10 交易日 · 峰值跌 ≥ 1.5 · Opp ≤ 3 · 連續 3 日確認。版本 opp-exit-risk-v1。
| 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 |
|---|---|---|---|---|---|
| 持有 ≥10 日 · Opp 自峰值跌 ≥1.5 · 現值 ≤3 · 連續 3 日 | 2005 | 99 | -0.16% | 51.5% | 通過 |
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。
研究建議（通過：oppFloor, tpSl, milestones）。可逐項覆寫；僅作風險提示，非買賣建議。
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 | -0.487 | -0.46% | +207.69% | +213.71% | +0.62% |
| 2026-06-12 | US.DD | Materials | -0.438 | -0.45% | +198.07% | +207.62% | +0.56% |
| 2026-06-15 | US.DD | Materials | 0.384 | -0.10% | +194.87% | +205.84% | +192.95% |
| 2026-06-16 | US.HON | Industrials | 0.392 | -0.15% | +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 | 2.305 | +0.92% | -72.40% | +2.93% | -74.98% |
| 2026-06-25 | US.CRWD | Information Technology | 2.647 | +1.06% | -71.89% | -71.81% | -75.19% |
| 2026-06-22 | US.HON | Industrials | 0.992 | +0.09% | -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.