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Opp score study

Find which Opp score range actually worked.

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 27186
Trade dates 80
Excluded downtrends 12983
Best stable plateau n/a
Best balanced range 6.2–6.5
Best 0.5 range 6.0–6.5
Best 0.1 bin 4.1–4.2
Best bucket 3 - 3.5
Best threshold opp > 5
Best Top-N Top 3
Window 2026-04-26 → 2026-08-24

Study results

2026-08-24 · 120D window

27186 rows with outcomes 1508 awaiting horizon Outcome horizon follows each projection row

Uses the same long-term downtrend exclusion as projection picks (200D MA down, deep drawdown below long MA, or 120D decline below long MA).

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.

Block-bootstrap 95% lower bound of combined lift is not positive.

Best balanced range: 6.2–6.5 · Best 0.5 range: 6.0–6.5 (in-sample diagnostics only)

Baseline avg return +0.29%
Baseline win rate 51.8%
Baseline runup +3.09%
Baseline drawdown -2.63%

Median return curve (reliable Opp span, step 0.1)

-2.5–-2.4 · n=26 · median -0.38% -2.4–-2.3 · n=24 · median -0.9% -2.3–-2.2 · n=21 · median +0.77% -2.2–-2.1 · n=32 · median -1.12% -2.1–-2.0 · n=38 · median -0.65% -2.0–-1.9 · n=50 · median -0.54% -1.9–-1.8 · n=39 · median +0.58% -1.8–-1.7 · n=46 · median +0.07% -1.7–-1.6 · n=62 · median -0.82% -1.6–-1.5 · n=62 · median +0.35% -1.5–-1.4 · n=92 · median +0.9% -1.4–-1.3 · n=83 · median +0.45% -1.3–-1.2 · n=104 · median -0.01% -1.2–-1.1 · n=141 · median +0.68% -1.1–-1.0 · n=142 · median +0.06% -1.0–-0.9 · n=178 · median +0.48% -0.9–-0.8 · n=205 · median 0% -0.8–-0.7 · n=228 · median +0.41% -0.7–-0.6 · n=255 · median +0.16% -0.6–-0.5 · n=268 · median +0.55% -0.5–-0.4 · n=354 · median +0.1% -0.4–-0.3 · n=398 · median +0.13% -0.3–-0.2 · n=408 · median +0.3% -0.2–-0.1 · n=424 · median +0.22% -0.1–0.0 · n=571 · median +0.16% 0.0–0.1 · n=605 · median +0.33% 0.1–0.2 · n=610 · median -0.16% 0.2–0.3 · n=740 · median +0.17% 0.3–0.4 · n=824 · median +0.17% 0.4–0.5 · n=844 · median +0.31% 0.5–0.6 · n=891 · median +0.13% 0.6–0.7 · n=910 · median +0.08% 0.7–0.8 · n=884 · median +0.16% 0.8–0.9 · n=892 · median +0.14% 0.9–1.0 · n=898 · median +0.02% 1.0–1.1 · n=894 · median +0.07% 1.1–1.2 · n=864 · median +0.16% 1.2–1.3 · n=807 · median -0.06% 1.3–1.4 · n=822 · median +0.14% 1.4–1.5 · n=755 · median +0.09% 1.5–1.6 · n=705 · median -0.1% 1.6–1.7 · n=741 · median +0.08% 1.7–1.8 · n=627 · median +0.35% 1.8–1.9 · n=646 · median +0.11% 1.9–2.0 · n=550 · median -0.01% 2.0–2.1 · n=516 · median -0.13% 2.1–2.2 · n=493 · median +0.43% 2.2–2.3 · n=489 · median -0.24% 2.3–2.4 · n=418 · median -0.04% 2.4–2.5 · n=435 · median +0.07% 2.5–2.6 · n=417 · median +0.34% 2.6–2.7 · n=330 · median -0.09% 2.7–2.8 · n=343 · median +0.09% 2.8–2.9 · n=312 · median +0.35% 2.9–3.0 · n=285 · median +0.26% 3.0–3.1 · n=283 · median +0.48% 3.1–3.2 · n=226 · median +0.3% 3.2–3.3 · n=205 · median +0.54% 3.3–3.4 · n=192 · median +0.73% 3.4–3.5 · n=178 · median +0.36% 3.5–3.6 · n=161 · median +0.27% 3.6–3.7 · n=140 · median -0.12% 3.7–3.8 · n=123 · median +0.33% 3.8–3.9 · n=123 · median +0.63% 3.9–4.0 · n=131 · median +0.23% 4.0–4.1 · n=95 · median +0.53% 4.1–4.2 · n=110 · median +1.13% 4.2–4.3 · n=111 · median +0.58% 4.3–4.4 · n=83 · median -0.5% 4.4–4.5 · n=83 · median -0.31% 4.5–4.6 · n=66 · median +0.12% 4.6–4.7 · n=62 · median -0.45% 4.7–4.8 · n=63 · median -0.98% 4.8–4.9 · n=52 · median -1.41% 4.9–5.0 · n=68 · median -0.74% 5.0–5.1 · n=51 · median +0.53% 5.1–5.2 · n=44 · median -0.48% 5.2–5.3 · n=60 · median +1.09% 5.3–5.4 · n=53 · median +0.69% 5.4–5.5 · n=39 · median -0.33% 5.5–5.6 · n=50 · median -0.98% 5.6–5.7 · n=40 · median -1.37% 5.7–5.8 · n=40 · median -0.53% 5.8–5.9 · n=31 · median -0.88% 5.9–6.0 · n=23 · median -0.23% 6.0–6.1 · n=19 · median +5.22% 6.1–6.2 · n=24 · median -0.08% -2.5-2-101234566.5 -1.4%-0.7%0%+0.7%+1.4%

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 -2.5–6.5 · step 0.1 · min sample 20 · Best 0.1 bin: 4.1–4.2 (+1.13%, n=110) · Best balanced range: 6.2–6.5 (+1.23%, n=41) · Best 0.5 range: 6.0–6.5 (+0.94%, n=84)

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 4422 +0.41% +0.18% 52.4% +3.47% -2.78%
0 - 1 8098 +0.23% +0.15% 52% +2.95% -2.49%
1 - 2 7411 +0.12% +0.07% 50.9% +2.80% -2.52%
2 - 2.5 2351 +0.10% +0.02% 50.3% +2.64% -2.50%
2.5 - 3 1687 +0.31% +0.19% 53.1% +2.83% -2.50%
3 - 3.5 1084 +0.98% +0.47% 56.5% +3.61% -2.41%
3.5 - 4 678 +0.88% +0.32% 53.2% +3.58% -2.57%
4 - 4.5 482 +0.84% +0.25% 53.5% +3.90% -3.30%
4.5 - 5 311 -0.71% -0.40% 45% +3.24% -4.55%
5+ 662 +0.99% +0.28% 51.4% +5.73% -4.51%

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 20D 27186 +0.14% +6.76% 51.8% -2.63% 26599 +0.26% +8.10% 52.6% -3.46% 26002 +0.37% +8.32% 53.3% -4.09% 25133 +0.62% +10.62% 54.8% -4.83% 22276 +1.50% +13.90% 58% -6.54%
< 0 10D 4422 +0.18% +10.12% 52.4% -2.78% 4302 +0.43% +16.67% 53.6% -3.66% 4200 +0.55% +14.80% 54% -4.23% 4037 +0.93% +18.44% 56.1% -4.86% 3417 +1.28% +11.13% 57.2% -6.22%
0 - 1 20D 8098 +0.15% +7.60% 52% -2.49% 8008 +0.26% +8.10% 52.6% -3.29% 7888 +0.46% +11.56% 54.2% -3.91% 7727 +0.65% +11.38% 54.9% -4.64% 7191 +1.72% +16.67% 59% -6.17%
1 - 2 20D 7411 +0.07% +0.88% 50.9% -2.52% 7273 +0.16% +3.06% 51.7% -3.33% 7106 +0.29% +5.44% 52.6% -3.90% 6891 +0.53% +8.36% 54.4% -4.64% 6214 +1.67% +16.04% 59% -6.33%
2 - 2.5 20D 2351 +0.02% -3.32% 50.3% -2.50% 2292 +0.17% +3.57% 52.1% -3.27% 2221 +0.29% +5.44% 53.2% -3.99% 2138 +0.53% +8.36% 54.9% -4.74% 1883 +1.50% +13.90% 58.4% -6.36%
2.5 - 3 3D 1687 +0.19% +10.96% 53.1% -2.50% 1629 +0.27% +8.61% 53.3% -3.26% 1595 +0.07% -2.48% 51% -3.98% 1513 +0.36% +4.07% 53.7% -4.92% 1297 +0.91% +6.47% 56% -6.65%
3 - 3.5 3D 1084 +0.47% +34.48% 56.5% -2.41% 1043 +0.51% +20.70% 55.7% -3.09% 1007 +0.44% +10.84% 54.9% -3.74% 948 +0.51% +7.85% 53.7% -4.51% 768 +1.18% +9.87% 55.9% -6.70%
3.5 - 4 3D 678 +0.32% +21.88% 53.2% -2.57% 641 +0.49% +19.70% 56.3% -3.43% 607 +0.73% +21.28% 55% -3.97% 565 +0.99% +19.95% 58.8% -4.65% 429 +0.90% +6.34% 55% -7.33%
4 - 4.5 3D 482 +0.25% +16.00% 53.5% -3.30% 459 +0.26% +8.10% 51.6% -4.09% 446 +0.27% +4.72% 51.8% -4.76% 414 +0.74% +13.65% 54.8% -5.62% 316 +0.38% -0.21% 52.8% -8.81%
4.5 - 5 20D 311 -0.40% -38.60% 45% -4.55% 299 -0.29% -19.62% 48.5% -5.60% 289 +0.40% +9.40% 52.2% -6.10% 270 -0.10% -7.52% 49.6% -7.33% 204 +1.26% +10.88% 52.9% -11.06%
5+ 3D 662 +0.28% +18.52% 51.4% -4.51% 653 0.00% -5.00% 49.9% -5.99% 643 -0.39% -19.04% 47.4% -7.19% 630 +0.58% +9.62% 52.9% -8.35% 557 +1.50% +13.90% 53.3% -11.95%

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
opp < 2 20D 19931 +0.13% +5.92% 51.7% -2.56% 19583 +0.25% +7.60% 52.5% -3.38% 19194 +0.42% +10.12% 53.6% -3.98% 18655 +0.66% +11.63% 54.9% -4.69% 16822 +1.59% +15.03% 58.6% -6.24%
opp > 1 20D 14661 +0.12% +5.08% 51.5% -2.67% 14284 +0.21% +5.58% 52.3% -3.49% 13909 +0.27% +4.72% 52.5% -4.14% 13364 +0.53% +8.36% 54.4% -4.94% 11663 +1.46% +13.40% 57.7% -6.85%
opp > 2 20D 7249 +0.16% +8.44% 52.2% -2.82% 7010 +0.27% +8.61% 52.9% -3.66% 6803 +0.24% +3.64% 52.4% -4.39% 6473 +0.51% +7.85% 54.3% -5.26% 5449 +1.18% +9.87% 56.2% -7.44%
opp > 3 3D 3215 +0.29% +19.36% 53.2% -3.22% 3093 +0.35% +12.64% 53.3% -4.17% 2990 +0.32% +6.52% 52.6% -4.91% 2825 +0.62% +10.62% 54.3% -5.83% 2272 +1.02% +7.85% 54.4% -8.79%
opp > 5 3D 661 +0.32% +21.88% 51.4% -4.51% 652 +0.02% -3.99% 50% -6.00% 642 -0.39% -19.04% 47.5% -7.20% 629 +0.59% +9.87% 52.9% -8.36% 557 +1.50% +13.90% 53.3% -11.95%

Top-N performance

Filter n Avg return Median return 歷史相似情境上漲比例 Avg runup Avg drawdown
all 27186 +0.29% +0.14% 51.8% +3.09% -2.63%
Top 3 240 +1.19% +0.83% 58.3% +4.24% -3.07%
Top 5 400 +0.94% +0.74% 57% +4.15% -3.25%
Top 10 800 +1.11% +0.62% 56.8% +4.44% -3.22%
Top 20 1600 +0.88% +0.53% 55.8% +4.20% -3.27%
Top 50 4000 +0.65% +0.33% 53.9% +3.88% -3.21%

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 4298 +2.00% 5% +0.09% +2.00% 63.1% 55.9% 13.2% +0.16%
0 - 1 8022 +2.00% 5% +0.10% +2.00% 61.9% 53.1% 11.8% +0.14%
1 - 2 7333 +2.00% 5% +0.08% +2.00% 59.9% 50.7% 15% +0.07%
2 - 2.5 2327 +2.00% 5% +0.02% +1.06% 59% 47% 10.7% 0.00%
2.5 - 3 1661 +2.00% 5% +0.11% +2.00% 61.2% 50.2% 11.4% +0.18%
3 - 3.5 1048 +2.00% 5% +0.20% +2.00% 63.9% 52.8% 10.6% +0.41%
3.5 - 4 656 +2.00% 5% +0.01% +2.00% 59.9% 50.3% 15.4% +0.28%
4 - 4.5 460 +2.00% 5% -0.31% +1.07% 57.2% 47.2% 22% +0.18%
4.5 - 5 288 +2.00% 5% -0.91% -0.29% 47.6% 39.2% 28.8% -0.63%
5+ 638 +4.00% 5% -0.19% +0.45% 51.4% 40.1% 35.6% +0.11%

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.
+9.00% -3.00% 861 45 5+ +0.34% -1.53% 40.1% 12.8% 45.9% 41.3% 1.83 +0.34% -3.00% -0.02%
+8.50% -3.00% 861 45 5+ +0.32% -1.42% 40.2% 13.7% 45.8% 40.5% 1.8 +0.32% -3.00% -0.02%
+9.00% -3.50% 861 45 5+ +0.30% -0.97% 41.9% 13.4% 42% 44.6% 1.63 +0.30% -3.50% -0.02%
+8.00% -3.00% 861 45 5+ +0.29% -1.41% 40.3% 15.4% 45.6% 38.9% 1.76 +0.29% -3.00% -0.02%
+7.50% -3.00% 861 45 5+ +0.27% -1.41% 40.5% 17.4% 45.5% 37% 1.73 +0.27% -3.00% -0.02%
+8.50% -3.50% 861 45 5+ +0.27% -0.97% 42% 14.3% 41.9% 43.8% 1.6 +0.27% -3.50% -0.02%
+7.00% -3.00% 861 45 5+ +0.26% -1.29% 41% 18.9% 45.1% 36% 1.69 +0.26% -3.00% -0.02%
+8.00% -3.50% 861 45 5+ +0.24% -0.96% 42.2% 16% 41.8% 42.2% 1.57 +0.24% -3.50% -0.02%
+6.00% -3.00% 861 45 5+ +0.22% -1.13% 42.3% 22% 43.9% 34.1% 1.57 +0.22% -3.00% -0.02%
+7.50% -3.50% 861 45 5+ +0.22% -0.94% 42.4% 18.1% 41.7% 40.2% 1.54 +0.22% -3.50% -0.02%
+9.00% -4.00% 861 45 5+ +0.22% -0.79% 43.3% 13.8% 39.6% 46.6% 1.47 +0.22% -4.00% -0.02%
+7.00% -3.50% 861 45 5+ +0.21% -0.88% 42.9% 19.6% 41.2% 39.1% 1.51 +0.21% -3.50% -0.02%
+6.50% -3.00% 861 45 5+ +0.20% -1.28% 41.2% 19.9% 44.8% 35.3% 1.62 +0.20% -3.00% -0.02%
+8.50% -4.00% 861 45 5+ +0.19% -0.79% 43.4% 14.8% 39.5% 45.8% 1.44 +0.19% -4.00% -0.02%
+6.00% -3.50% 861 45 5+ +0.17% -0.75% 44.1% 23% 40.2% 36.8% 1.4 +0.17% -3.50% -0.02%
+8.00% -4.00% 861 45 5+ +0.17% -0.76% 43.7% 16.6% 39.3% 44.1% 1.42 +0.17% -4.00% -0.02%
+9.00% -4.50% 861 45 5+ +0.17% -0.66% 44.5% 14.3% 35.8% 49.9% 1.36 +0.17% -4.50% -0.02%
+7.50% -4.00% 861 45 5+ +0.16% -0.75% 43.9% 18.8% 39.1% 42% 1.39 +0.16% -4.00% -0.02%
+9.00% -5.00% 861 45 5+ +0.16% -0.46% 45.9% 14.6% 32.3% 53.1% 1.28 +0.16% -5.00% -0.02%
+5.50% -3.00% 861 45 5+ +0.15% -0.97% 42.6% 23.2% 43.7% 33.1% 1.49 +0.15% -3.00% -0.02%
+6.50% -3.50% 861 45 5+ +0.15% -0.84% 43.1% 20.8% 41.1% 38.1% 1.45 +0.15% -3.50% -0.02%
+7.00% -4.00% 861 45 5+ +0.15% -0.70% 44.4% 20.3% 38.7% 41% 1.36 +0.15% -4.00% -0.02%
+8.50% -4.50% 861 45 5+ +0.14% -0.66% 44.6% 15.2% 35.7% 49.1% 1.33 +0.14% -4.50% -0.02%
+8.50% -5.00% 861 45 5+ +0.13% -0.45% 46% 15.6% 32.2% 52.3% 1.25 +0.13% -5.00% -0.02%
+8.00% -4.50% 861 45 5+ +0.12% -0.60% 44.8% 17.1% 35.4% 47.5% 1.31 +0.12% -4.50% -0.02%
+8.00% -5.00% 861 45 5+ +0.12% -0.44% 46.2% 17.5% 31.9% 50.5% 1.23 +0.12% -5.00% -0.02%
+5.50% -3.50% 861 45 5+ +0.11% -0.70% 44.6% 24.4% 39.8% 35.8% 1.33 +0.11% -3.50% -0.02%
+6.00% -4.00% 861 45 5+ +0.10% -0.55% 45.6% 23.7% 37.6% 38.7% 1.26 +0.10% -4.00% -0.02%
+7.50% -4.50% 861 45 5+ +0.10% -0.59% 45.1% 19.4% 35.3% 45.3% 1.28 +0.10% -4.50% -0.02%
+7.50% -5.00% 861 45 5+ +0.10% -0.43% 46.5% 19.9% 31.8% 48.3% 1.21 +0.10% -5.00% -0.02%
+6.50% -4.00% 861 45 5+ +0.09% -0.69% 44.6% 21.5% 38.6% 40% 1.3 +0.09% -4.00% -0.02%
+7.00% -4.50% 861 45 5+ +0.09% -0.55% 45.5% 20.9% 34.8% 44.3% 1.25 +0.09% -4.50% -0.02%
+7.00% -5.00% 861 45 5+ +0.09% -0.39% 46.9% 21.4% 31.4% 47.3% 1.18 +0.09% -5.00% -0.02%
+5.00% -3.00% 861 45 5+ +0.08% -0.94% 43% 24.9% 43.4% 31.7% 1.41 +0.08% -3.00% -0.02%
+4.50% -3.00% 861 45 5+ +0.06% -0.80% 44.1% 27.2% 42.5% 30.3% 1.32 +0.06% -3.00% -0.02%
+5.50% -4.00% 861 45 5+ +0.05% -0.46% 46.2% 25.2% 37.3% 37.5% 1.2 +0.05% -4.00% -0.02%
+6.00% -4.50% 861 45 5+ +0.05% -0.39% 46.8% 24.3% 33.8% 41.9% 1.17 +0.05% -4.50% -0.02%
+6.00% -5.00% 861 45 5+ +0.05% -0.24% 48.3% 24.9% 30.3% 44.8% 1.1 +0.05% -5.00% -0.02%
+5.00% -3.50% 861 45 5+ +0.04% -0.66% 44.9% 26.1% 39.7% 34.1% 1.26 +0.04% -3.50% -0.02%
+6.50% -4.50% 861 45 5+ +0.03% -0.51% 45.8% 22.1% 34.7% 43.2% 1.2 +0.03% -4.50% -0.02%
+4.00% -3.00% 861 45 5+ +0.02% -0.69% 45.3% 29.8% 41.6% 28.6% 1.22 +0.02% -3.00% -0.02%
+4.50% -3.50% 861 45 5+ +0.02% -0.51% 46.1% 28.7% 38.8% 32.5% 1.19 +0.02% -3.50% -0.02%
+6.50% -5.00% 861 45 5+ +0.02% -0.37% 47.2% 22.5% 31.2% 46.2% 1.14 +0.02% -5.00% -0.02%
+5.50% -4.50% 861 45 5+ 0.00% -0.37% 47.4% 25.9% 33.4% 40.7% 1.11 0.00% -4.50% -0.02%
+5.50% -5.00% 861 45 5+ 0.00% -0.18% 48.9% 26.6% 30% 43.4% 1.05 0.00% -5.00% -0.02%
+4.00% -3.50% 861 45 5+ -0.02% -0.38% 47.4% 31.6% 37.7% 30.7% 1.09 -0.02% -3.50% -0.02%
+3.50% -3.00% 861 45 5+ -0.03% -0.44% 46.6% 32.9% 40.5% 26.6% 1.13 -0.03% -3.00% -0.02%
+3.50% -3.50% 861 45 5+ -0.03% -0.13% 49.1% 35.2% 36.4% 28.5% 1.01 -0.03% -3.50% -0.02%
+5.00% -4.00% 861 45 5+ -0.03% -0.44% 46.6% 26.9% 37.2% 35.9% 1.13 -0.03% -4.00% -0.02%
+4.50% -4.00% 861 45 5+ -0.05% -0.37% 47.5% 29.5% 36.5% 34% 1.07 -0.05% -4.00% -0.02%
+5.00% -4.50% 861 45 5+ -0.08% -0.31% 47.7% 27.6% 33.3% 39% 1.04 -0.08% -4.50% -0.02%
+5.00% -5.00% 861 45 5+ -0.08% -0.13% 49.2% 28.3% 29.8% 41.8% 0.99 -0.08% -5.00% -0.02%
+3.00% -3.00% 861 45 5+ -0.09% -0.36% 48% 37.2% 39.6% 23.2% 1.01 -0.09% -3.00% -0.02%
+3.00% -3.50% 861 45 5+ -0.10% +0.05% 50.5% 39.6% 35.4% 25% 0.91 -0.10% -3.50% -0.02%
+4.00% -4.00% 861 45 5+ -0.10% -0.24% 48.7% 32.4% 35.5% 32.1% 0.99 -0.10% -4.00% -0.02%
+4.50% -5.00% 861 45 5+ -0.10% +0.03% 50.2% 31.2% 29.3% 39.5% 0.94 -0.10% -5.00% -0.02%
+3.50% -4.00% 861 45 5+ -0.11% +0.04% 50.3% 36% 34.3% 29.7% 0.91 -0.11% -4.00% -0.02%
+4.50% -4.50% 861 45 5+ -0.11% -0.24% 48.7% 30.2% 32.6% 37.2% 0.99 -0.11% -4.50% -0.02%
+4.00% -5.00% 861 45 5+ -0.13% +0.15% 51.5% 34.3% 28.2% 37.5% 0.87 -0.13% -5.00% -0.02%
+3.50% -5.00% 861 45 5+ -0.15% +0.49% 53.1% 37.9% 27.1% 35.1% 0.8 -0.15% -5.00% -0.02%
+4.00% -4.50% 861 45 5+ -0.15% -0.06% 49.8% 33.1% 31.7% 35.2% 0.92 -0.15% -4.50% -0.02%
+3.50% -4.50% 861 45 5+ -0.17% +0.15% 51.5% 36.7% 30.5% 32.8% 0.85 -0.17% -4.50% -0.02%
+3.00% -4.00% 861 45 5+ -0.18% +0.21% 51.7% 40.5% 33.3% 26.1% 0.83 -0.18% -4.00% -0.02%
+3.00% -4.50% 861 45 5+ -0.21% +0.56% 53.2% 41.7% 29.4% 28.9% 0.76 -0.21% -4.50% -0.02%
+3.00% -5.00% 861 45 5+ -0.21% +0.81% 54.7% 42.7% 26.1% 31.1% 0.72 -0.21% -5.00% -0.02%

Threshold performance

Filter n Avg return Median return 歷史相似情境上漲比例 Avg runup Avg drawdown
all 27186 +0.29% +0.14% 51.8% +3.09% -2.63%
opp > 1 14661 +0.28% +0.12% 51.5% +3.05% -2.67%
opp > 2 7249 +0.45% +0.16% 52.2% +3.31% -2.82%
opp > 3 3215 +0.78% +0.29% 53.2% +4.05% -3.22%
opp > 5 661 +0.99% +0.32% 51.4% +5.74% -4.51%
opp > 7 96 +0.29% -0.45% 46.9% +7.26% -5.10%
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.

Selected rule 持有 ≥10 日 · Opp 自峰值跌 ≥0.5 · 現值 ≤3 · 連續 3 日
Train dates 51
Test dates 22
Candidates 240

已選門檻：最少持有 10 交易日 · 峰值跌 ≥ 0.5 · 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 1885 405 0.1% 48.4% out-of-sample remaining return not weak enough
持有 ≥10 日 · Opp 自峰值跌 ≥2 · 現值 ≤3 · 連續 3 日 1867 363 0.26% 45.7% out-of-sample remaining return not weak enough
持有 ≥10 日 · Opp 自峰值跌 ≥0.5 · 現值 ≤3 · 連續 3 日 1893 428 -0.2% 52.3% 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。

賣出提醒版本 sell-alert-rec-v1
發布狀態 部分／全部通過
Opp floor 2.5
止賺／止蝕 3% / 6%
里程碑日 3/5/7
短期急升 2日 +7%

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 -0.412 -0.44% +198.07% +207.62% +0.56%
2026-06-15 US.DD Materials 0.358 -0.11% +194.87% +205.84% +192.95%
2026-08-14 US.MRNA Health Care 1.456 +0.19% +175.39% +179.00% -1.88%
2026-08-18 US.MRNA Health Care 0.477 -0.01% +130.51% +180.59% +81.80%
2026-06-23 US.CRWD Information Technology 2.035 +0.75% -74.26% +1.74% -75.27%
2026-06-24 US.CRWD Information Technology 2.217 +0.86% -72.40% +2.93% -74.98%
2026-06-25 US.CRWD Information Technology 2.81 +1.16% -71.89% -71.81% -75.19%
2026-07-30 US.MNST Consumer Staples 0.156 -0.21% -51.78% -0.26% -52.67%
2026-08-06 US.MNST Consumer Staples 0.306 -0.35% -51.65% -0.28% -52.13%

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