Solorank.ai
Login

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 25749
Trade dates 79
Excluded downtrends 13888
Best stable plateau n/a
Best balanced range 4.0–4.3
Best 0.5 range 4.0–4.5
Best 0.1 bin -2.3–-2.2
Best bucket 4 - 4.5
Best threshold opp > 3
Best Top-N Top 10
Window 2026-05-17 → 2026-09-14

Study results

2026-09-14 · 120D window

25749 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: 4.0–4.3 · Best 0.5 range: 4.0–4.5 (in-sample diagnostics only)

Baseline avg return +0.15%
Baseline win rate 50.5%
Baseline runup +2.95%
Baseline drawdown -2.63%

Median return curve (reliable Opp span, step 0.1)

-2.8–-2.7 · n=20 · median -0.1% -2.7–-2.6 · n=25 · median -0.41% -2.6–-2.5 · n=21 · median -1.03% -2.5–-2.4 · n=34 · median -0.1% -2.4–-2.3 · n=20 · median +0.02% -2.3–-2.2 · n=28 · median +1.16% -2.2–-2.1 · n=37 · median -0.48% -2.1–-2.0 · n=37 · median -0.63% -2.0–-1.9 · n=52 · median -0.76% -1.9–-1.8 · n=51 · median +0.96% -1.8–-1.7 · n=48 · median +0.24% -1.7–-1.6 · n=65 · median -0.37% -1.6–-1.5 · n=59 · median +0.02% -1.5–-1.4 · n=85 · median +0.01% -1.4–-1.3 · n=90 · median +0.16% -1.3–-1.2 · n=98 · median -0.74% -1.2–-1.1 · n=129 · median +0.45% -1.1–-1.0 · n=154 · median -0.35% -1.0–-0.9 · n=162 · median +0.23% -0.9–-0.8 · n=179 · median 0% -0.8–-0.7 · n=219 · median -0.07% -0.7–-0.6 · n=248 · median -0.04% -0.6–-0.5 · n=248 · median +0.21% -0.5–-0.4 · n=307 · median +0.24% -0.4–-0.3 · n=365 · median -0.01% -0.3–-0.2 · n=356 · median +0.1% -0.2–-0.1 · n=444 · median +0.23% -0.1–0.0 · n=521 · median -0.01% 0.0–0.1 · n=570 · median +0.4% 0.1–0.2 · n=590 · median -0.19% 0.2–0.3 · n=653 · median +0.26% 0.3–0.4 · n=776 · median +0.24% 0.4–0.5 · n=795 · median +0.22% 0.5–0.6 · n=798 · median +0.07% 0.6–0.7 · n=861 · median 0% 0.7–0.8 · n=818 · median +0.03% 0.8–0.9 · n=821 · median -0.06% 0.9–1.0 · n=817 · median -0.12% 1.0–1.1 · n=829 · median -0.01% 1.1–1.2 · n=834 · median +0.2% 1.2–1.3 · n=740 · median -0.17% 1.3–1.4 · n=711 · median +0.05% 1.4–1.5 · n=682 · median +0.11% 1.5–1.6 · n=616 · median -0.32% 1.6–1.7 · n=690 · median -0.11% 1.7–1.8 · n=601 · median +0.22% 1.8–1.9 · n=605 · median +0.08% 1.9–2.0 · n=520 · median -0.22% 2.0–2.1 · n=491 · median -0.13% 2.1–2.2 · n=496 · median +0.27% 2.2–2.3 · n=470 · median -0.43% 2.3–2.4 · n=422 · median -0.12% 2.4–2.5 · n=401 · median 0% 2.5–2.6 · n=362 · median +0.09% 2.6–2.7 · n=333 · median -0.31% 2.7–2.8 · n=365 · median +0.07% 2.8–2.9 · n=312 · median +0.16% 2.9–3.0 · n=286 · median +0.26% 3.0–3.1 · n=300 · median +0.2% 3.1–3.2 · n=225 · median +0.29% 3.2–3.3 · n=241 · median +0.47% 3.3–3.4 · n=188 · median +0.66% 3.4–3.5 · n=178 · median +0.48% 3.5–3.6 · n=174 · median +0.07% 3.6–3.7 · n=136 · median +0.24% 3.7–3.8 · n=153 · median +0.14% 3.8–3.9 · n=125 · median +0.35% 3.9–4.0 · n=135 · median -0.02% 4.0–4.1 · n=122 · median +0.5% 4.1–4.2 · n=105 · median +1.09% 4.2–4.3 · n=96 · median +0.85% 4.3–4.4 · n=106 · median -0.21% 4.4–4.5 · n=83 · median -0.18% 4.5–4.6 · n=59 · median +0.3% 4.6–4.7 · n=76 · median +0.06% 4.7–4.8 · n=63 · median -1.2% 4.8–4.9 · n=58 · median +0.26% 4.9–5.0 · n=64 · median -0.82% 5.0–5.1 · n=51 · median +0.39% 5.1–5.2 · n=46 · median -0.68% 5.2–5.3 · n=41 · median -0.27% 5.3–5.4 · n=44 · median +0.33% 5.4–5.5 · n=44 · median -0.81% 5.5–5.6 · n=34 · median +0.18% 5.6–5.7 · n=34 · median -0.79% 5.7–5.8 · n=28 · median -0.93% 5.8–5.9 · n=23 · median -0.88% -3-2-10123456 -1.2%-0.6%0%+0.6%+1.2%

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 -3–6 · step 0.1 · min sample 20 · Best 0.1 bin: -2.3–-2.2 (+1.16%, n=28) · Best balanced range: 4.0–4.3 (+0.81%, n=322) · Best 0.5 range: 4.0–4.5 (+0.5%, n=512)

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 4268 +0.28% +0.02% 50.1% +3.40% -2.88%
0 - 1 7499 +0.13% +0.08% 51% +2.90% -2.52%
1 - 2 6828 +0.01% -0.01% 49.8% +2.73% -2.57%
2 - 2.5 2280 -0.06% -0.08% 48.8% +2.52% -2.56%
2.5 - 3 1658 +0.18% +0.06% 50.7% +2.75% -2.44%
3 - 3.5 1132 +0.77% +0.39% 54.9% +3.26% -2.33%
3.5 - 4 723 +0.68% +0.14% 52.1% +3.18% -2.33%
4 - 4.5 512 +0.81% +0.50% 56.8% +3.40% -2.58%
4.5 - 5 320 -0.97% -0.24% 47.5% +2.54% -4.00%
5+ 529 +0.15% -0.30% 47.4% +4.48% -4.05%

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 25749 +0.05% -0.80% 50.5% -2.63% 25189 +0.11% +0.54% 51.2% -3.48% 24628 +0.13% -0.32% 51.2% -4.13% 23783 +0.29% +2.31% 52.1% -4.93% 20875 +0.96% +7.10% 55% -6.65%
< 0 20D 4268 +0.02% -3.32% 50.1% -2.88% 4147 +0.20% +5.08% 52% -3.84% 4077 +0.10% -1.40% 50.7% -4.53% 3924 +0.37% +4.32% 52.5% -5.32% 3264 +1.07% +8.48% 55.4% -6.75%
0 - 1 20D 7499 +0.08% +1.72% 51% -2.52% 7396 +0.15% +2.56% 51.7% -3.34% 7261 +0.31% +6.16% 52.7% -3.99% 7130 +0.53% +8.36% 53.9% -4.74% 6637 +1.52% +14.15% 57.5% -6.34%
1 - 2 20D 6828 -0.01% -5.84% 49.8% -2.57% 6730 +0.02% -3.99% 50.1% -3.42% 6552 +0.17% +1.12% 51.7% -4.01% 6373 +0.36% +4.07% 52.8% -4.79% 5765 +1.33% +11.76% 57% -6.46%
2 - 2.5 20D 2280 -0.08% -11.72% 48.8% -2.56% 2216 +0.04% -2.98% 50.2% -3.35% 2143 -0.04% -6.44% 49.6% -4.07% 2045 +0.11% -2.23% 50.9% -4.91% 1760 +0.89% +6.21% 54.4% -6.49%
2.5 - 3 3D 1658 +0.06% +0.04% 50.7% -2.44% 1614 +0.04% -2.98% 50.3% -3.25% 1555 -0.29% -15.44% 46.6% -3.95% 1466 -0.06% -6.51% 49.4% -4.92% 1221 -0.18% -7.27% 48.9% -6.65%
3 - 3.5 3D 1132 +0.39% +27.76% 54.9% -2.33% 1083 +0.40% +15.16% 54.9% -2.93% 1053 +0.19% +1.84% 52.9% -3.53% 977 -0.01% -5.25% 49.7% -4.32% 793 -0.11% -6.39% 49.6% -6.28%
3.5 - 4 5D 723 +0.14% +6.76% 52.1% -2.33% 693 +0.25% +7.60% 54.4% -3.19% 677 +0.13% -0.32% 51.8% -3.62% 623 +0.08% -2.98% 50.4% -4.18% 456 +0.32% -0.97% 51.5% -6.31%
4 - 4.5 3D 512 +0.50% +37.00% 56.8% -2.58% 488 +0.34% +12.14% 53.5% -3.22% 488 +0.06% -2.84% 50.6% -3.81% 454 -0.25% -11.30% 47.6% -4.63% 332 -0.94% -16.84% 44% -7.49%
4.5 - 5 7D 320 -0.24% -25.16% 47.5% -4.00% 304 -0.21% -15.58% 49% -4.97% 304 +0.12% -0.68% 51.6% -5.43% 285 -0.31% -12.81% 47.4% -6.51% 221 -2.01% -30.33% 38.9% -10.00%
5+ 5D 529 -0.30% -30.20% 47.4% -4.05% 518 -0.42% -26.17% 44.2% -5.63% 518 -1.06% -43.16% 41.7% -6.79% 506 -0.91% -27.93% 43.3% -8.00% 426 -2.97% -42.42% 37.6% -12.71%

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 18595 +0.04% -1.64% 50.4% -2.62% 18273 +0.12% +1.05% 51.2% -3.48% 17890 +0.22% +2.92% 51.9% -4.12% 17427 +0.43% +5.84% 53.2% -4.89% 15666 +1.37% +12.26% 56.9% -6.47%
opp > 1 20D 13968 +0.04% -1.64% 50.4% -2.61% 13634 +0.06% -1.98% 50.6% -3.45% 13278 +0.04% -3.56% 50.4% -4.09% 12718 +0.14% -1.47% 51.1% -4.92% 10963 +0.64% +3.06% 53.4% -6.81%
opp > 2 3D 7150 +0.06% +0.04% 51% -2.65% 6912 +0.10% +0.04% 51.1% -3.48% 6734 -0.07% -7.52% 49.2% -4.17% 6352 -0.06% -6.51% 49.3% -5.05% 5206 -0.08% -6.01% 49.4% -7.20%
opp > 3 3D 3212 +0.21% +12.64% 52.6% -2.82% 3083 +0.20% +5.08% 52.2% -3.69% 3037 +0.02% -4.28% 50.3% -4.34% 2842 -0.22% -10.54% 48.2% -5.21% 2225 -0.75% -14.45% 45.8% -8.06%
opp > 5 5D 527 -0.27% -27.68% 47.6% -4.06% 516 -0.42% -26.17% 44.4% -5.64% 516 -1.12% -45.32% 41.7% -6.80% 504 -0.97% -29.44% 43.3% -8.02% 424 -2.97% -42.42% 37.5% -12.74%

Top-N performance

Filter n Avg return Median return 歷史相似情境上漲比例 Avg runup Avg drawdown
all 25749 +0.15% +0.05% 50.5% +2.95% -2.63%
Top 3 237 +0.69% +0.33% 54% +3.45% -2.74%
Top 5 395 +0.56% +0.32% 54.4% +3.51% -2.76%
Top 10 790 +0.61% +0.44% 55.2% +3.55% -2.75%
Top 20 1580 +0.46% +0.31% 53.9% +3.39% -2.87%
Top 50 3950 +0.39% +0.19% 52.6% +3.35% -2.92%

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 4243 +2.00% 5% -0.02% +2.00% 60.3% 52.8% 16.3% +0.01%
0 - 1 7407 +2.00% 4% +0.07% +2.00% 60.9% 52.3% 14.4% +0.09%
1 - 2 6709 +2.00% 5% +0.02% +1.64% 58.3% 49.7% 18.5% 0.00%
2 - 2.5 2220 +2.00% 5% -0.06% +0.94% 57.4% 46.4% 10.9% -0.14%
2.5 - 3 1632 +2.00% 5% +0.06% +1.15% 59.3% 47.1% 9.6% +0.06%
3 - 3.5 1112 +3.00% 5% +0.30% +1.05% 59.8% 45.4% 8.8% +0.36%
3.5 - 4 699 +3.00% 5% -0.01% +0.36% 54.5% 37.2% 13.7% +0.09%
4 - 4.5 481 +2.00% 5% +0.16% +0.50% 55.5% 38% 17.7% +0.39%
4.5 - 5 295 +2.00% 5% -0.60% +0.01% 50.2% 38% 23.1% -0.33%
5+ 500 +2.00% 4% -0.37% -0.22% 48.8% 36% 31.2% -0.50%

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% -5.00% 826 71 3 - 3.5 +0.76% +0.39% 54.5% 10.5% 13.1% 76.4% 1.38 +0.76% -5.00% +0.42%
+9.00% -4.00% 826 71 3 - 3.5 +0.75% +0.31% 53.4% 10.3% 18.9% 70.8% 1.45 +0.75% -4.00% +0.42%
+9.00% -4.50% 826 71 3 - 3.5 +0.73% +0.32% 53.6% 10.3% 15.3% 74.5% 1.41 +0.73% -4.50% +0.42%
+8.50% -5.00% 826 71 3 - 3.5 +0.72% +0.39% 54.5% 10.9% 13.1% 76% 1.35 +0.72% -5.00% +0.42%
+8.00% -5.00% 826 71 3 - 3.5 +0.71% +0.39% 54.6% 12.3% 13% 74.7% 1.33 +0.71% -5.00% +0.42%
+8.50% -4.00% 826 71 3 - 3.5 +0.71% +0.31% 53.4% 10.7% 18.9% 70.5% 1.42 +0.71% -4.00% +0.42%
+9.00% -3.00% 826 71 3 - 3.5 +0.71% +0.09% 50.6% 9.8% 28.3% 61.9% 1.62 +0.71% -3.00% +0.42%
+9.00% -3.50% 826 71 3 - 3.5 +0.71% +0.21% 51.7% 10% 23.6% 66.3% 1.52 +0.71% -3.50% +0.42%
+8.50% -4.50% 826 71 3 - 3.5 +0.70% +0.32% 53.6% 10.7% 15.3% 74.1% 1.38 +0.70% -4.50% +0.42%
+8.00% -4.00% 826 71 3 - 3.5 +0.69% +0.31% 53.5% 11.9% 18.8% 69.4% 1.4 +0.69% -4.00% +0.42%
+7.50% -5.00% 826 71 3 - 3.5 +0.67% +0.39% 54.6% 13.6% 13% 73.5% 1.31 +0.67% -5.00% +0.42%
+8.00% -4.50% 826 71 3 - 3.5 +0.67% +0.33% 53.8% 11.9% 15.1% 73% 1.36 +0.67% -4.50% +0.42%
+8.50% -3.00% 826 71 3 - 3.5 +0.67% +0.09% 50.6% 10.2% 28.3% 61.5% 1.59 +0.67% -3.00% +0.42%
+8.50% -3.50% 826 71 3 - 3.5 +0.67% +0.21% 51.7% 10.4% 23.6% 66% 1.49 +0.67% -3.50% +0.42%
+7.50% -4.00% 826 71 3 - 3.5 +0.66% +0.31% 53.5% 13.1% 18.8% 68.2% 1.38 +0.66% -4.00% +0.42%
+8.00% -3.00% 826 71 3 - 3.5 +0.65% +0.10% 50.7% 11.3% 28.2% 60.5% 1.56 +0.65% -3.00% +0.42%
+8.00% -3.50% 826 71 3 - 3.5 +0.65% +0.21% 51.8% 11.6% 23.5% 64.9% 1.47 +0.65% -3.50% +0.42%
+7.50% -4.50% 826 71 3 - 3.5 +0.64% +0.33% 53.8% 13.1% 15.1% 71.8% 1.34 +0.64% -4.50% +0.42%
+7.00% -5.00% 826 71 3 - 3.5 +0.62% +0.40% 54.7% 13.9% 12.8% 73.2% 1.27 +0.62% -5.00% +0.42%
+7.50% -3.00% 826 71 3 - 3.5 +0.62% +0.10% 50.7% 12.5% 28.2% 59.3% 1.53 +0.62% -3.00% +0.42%
+7.00% -4.00% 826 71 3 - 3.5 +0.61% +0.32% 53.6% 13.4% 18.6% 67.9% 1.33 +0.61% -4.00% +0.42%
+7.50% -3.50% 826 71 3 - 3.5 +0.61% +0.21% 51.8% 12.8% 23.5% 63.7% 1.44 +0.61% -3.50% +0.42%
+7.00% -4.50% 826 71 3 - 3.5 +0.59% +0.34% 53.9% 13.4% 15% 71.5% 1.3 +0.59% -4.50% +0.42%
+6.50% -5.00% 826 71 3 - 3.5 +0.57% +0.40% 54.7% 14.9% 12.8% 72.3% 1.23 +0.57% -5.00% +0.42%
+7.00% -3.00% 826 71 3 - 3.5 +0.57% +0.12% 50.8% 12.7% 28.1% 59.2% 1.48 +0.57% -3.00% +0.42%
+7.00% -3.50% 826 71 3 - 3.5 +0.57% +0.22% 51.9% 13.2% 23.4% 63.4% 1.4 +0.57% -3.50% +0.42%
+6.00% -5.00% 826 71 3 - 3.5 +0.56% +0.43% 55.1% 17.3% 12.7% 70% 1.22 +0.56% -5.00% +0.42%
+6.50% -4.00% 826 71 3 - 3.5 +0.56% +0.32% 53.6% 14.3% 18.6% 67.1% 1.29 +0.56% -4.00% +0.42%
+6.00% -4.00% 826 71 3 - 3.5 +0.55% +0.35% 54% 16.6% 18.4% 65% 1.27 +0.55% -4.00% +0.42%
+6.00% -4.50% 826 71 3 - 3.5 +0.54% +0.36% 54.2% 16.8% 14.8% 68.4% 1.24 +0.54% -4.50% +0.42%
+6.50% -4.50% 826 71 3 - 3.5 +0.54% +0.34% 53.9% 14.4% 15% 70.6% 1.26 +0.54% -4.50% +0.42%
+6.50% -3.00% 826 71 3 - 3.5 +0.52% +0.12% 50.8% 13.3% 28.1% 58.6% 1.43 +0.52% -3.00% +0.42%
+5.50% -5.00% 826 71 3 - 3.5 +0.51% +0.47% 55.3% 18.6% 12.6% 68.8% 1.17 +0.51% -5.00% +0.42%
+6.00% -3.00% 826 71 3 - 3.5 +0.51% +0.19% 51.2% 15.5% 27.7% 56.8% 1.42 +0.51% -3.00% +0.42%
+6.00% -3.50% 826 71 3 - 3.5 +0.51% +0.23% 52.3% 16.1% 23% 60.9% 1.33 +0.51% -3.50% +0.42%
+6.50% -3.50% 826 71 3 - 3.5 +0.51% +0.22% 51.9% 13.9% 23.4% 62.7% 1.35 +0.51% -3.50% +0.42%
+5.50% -4.00% 826 71 3 - 3.5 +0.50% +0.37% 54.2% 17.8% 18.3% 63.9% 1.23 +0.50% -4.00% +0.42%
+5.50% -4.50% 826 71 3 - 3.5 +0.49% +0.39% 54.5% 18% 14.6% 67.3% 1.2 +0.49% -4.50% +0.42%
+5.00% -5.00% 826 71 3 - 3.5 +0.47% +0.48% 55.7% 20.9% 12.3% 66.7% 1.13 +0.47% -5.00% +0.42%
+5.00% -4.00% 826 71 3 - 3.5 +0.46% +0.40% 54.6% 20.1% 18% 61.9% 1.18 +0.46% -4.00% +0.42%
+5.50% -3.00% 826 71 3 - 3.5 +0.46% +0.21% 51.5% 16.5% 27.6% 55.9% 1.36 +0.46% -3.00% +0.42%
+5.50% -3.50% 826 71 3 - 3.5 +0.46% +0.24% 52.5% 17.2% 22.9% 59.9% 1.29 +0.46% -3.50% +0.42%
+5.00% -4.50% 826 71 3 - 3.5 +0.45% +0.42% 54.8% 20.3% 14.4% 65.3% 1.15 +0.45% -4.50% +0.42%
+4.50% -4.00% 826 71 3 - 3.5 +0.44% +0.43% 55% 23.1% 17.8% 59.1% 1.15 +0.44% -4.00% +0.42%
+4.50% -5.00% 826 71 3 - 3.5 +0.44% +0.50% 56.1% 24% 12.2% 63.8% 1.09 +0.44% -5.00% +0.42%
+4.00% -5.00% 826 71 3 - 3.5 +0.43% +0.63% 57.1% 27.2% 11.6% 61.1% 1.05 +0.43% -5.00% +0.42%
+5.00% -3.00% 826 71 3 - 3.5 +0.43% +0.21% 51.8% 18.6% 27.4% 54% 1.31 +0.43% -3.00% +0.42%
+4.00% -4.00% 826 71 3 - 3.5 +0.42% +0.55% 56.1% 26.4% 17.2% 56.4% 1.09 +0.42% -4.00% +0.42%
+4.50% -4.50% 826 71 3 - 3.5 +0.42% +0.47% 55.2% 23.4% 14.2% 62.5% 1.12 +0.42% -4.50% +0.42%
+5.00% -3.50% 826 71 3 - 3.5 +0.42% +0.28% 52.9% 19.4% 22.6% 58% 1.24 +0.42% -3.50% +0.42%
+3.50% -4.00% 826 71 3 - 3.5 +0.41% +0.66% 57.1% 30.9% 16.6% 52.5% 1.05 +0.41% -4.00% +0.42%
+3.50% -5.00% 826 71 3 - 3.5 +0.41% +0.71% 58.2% 31.7% 11.1% 57.1% 1 +0.41% -5.00% +0.42%
+4.00% -4.50% 826 71 3 - 3.5 +0.41% +0.57% 56.3% 26.6% 13.6% 59.8% 1.07 +0.41% -4.50% +0.42%
+4.50% -3.50% 826 71 3 - 3.5 +0.41% +0.32% 53.5% 22.4% 22% 55.6% 1.2 +0.41% -3.50% +0.42%
+4.50% -3.00% 826 71 3 - 3.5 +0.40% +0.23% 52.3% 21.5% 26.9% 51.6% 1.27 +0.40% -3.00% +0.42%
+3.50% -4.50% 826 71 3 - 3.5 +0.39% +0.69% 57.4% 31.1% 13.1% 55.8% 1.02 +0.39% -4.50% +0.42%
+4.00% -3.00% 826 71 3 - 3.5 +0.39% +0.31% 53.4% 24.8% 26.3% 48.9% 1.21 +0.39% -3.00% +0.42%
+4.00% -3.50% 826 71 3 - 3.5 +0.39% +0.42% 54.6% 25.7% 21.4% 52.9% 1.14 +0.39% -3.50% +0.42%
+3.50% -3.50% 826 71 3 - 3.5 +0.37% +0.53% 55.6% 30% 20.8% 49.2% 1.09 +0.37% -3.50% +0.42%
+3.50% -3.00% 826 71 3 - 3.5 +0.35% +0.39% 54% 28.7% 25.8% 45.5% 1.15 +0.35% -3.00% +0.42%
+3.00% -4.00% 826 71 3 - 3.5 +0.33% +0.74% 57.9% 37% 16.5% 46.5% 0.96 +0.33% -4.00% +0.42%
+3.00% -5.00% 826 71 3 - 3.5 +0.33% +0.82% 59% 37.9% 11% 51.1% 0.91 +0.33% -5.00% +0.42%
+3.00% -4.50% 826 71 3 - 3.5 +0.31% +0.76% 58.1% 37.3% 13% 49.8% 0.94 +0.31% -4.50% +0.42%
+3.00% -3.50% 826 71 3 - 3.5 +0.30% +0.64% 56.3% 36.2% 20.7% 43.1% 1.01 +0.30% -3.50% +0.42%
+3.00% -3.00% 826 71 3 - 3.5 +0.28% +0.47% 54.7% 34.9% 25.7% 39.5% 1.07 +0.28% -3.00% +0.42%

Threshold performance

Filter n Avg return Median return 歷史相似情境上漲比例 Avg runup Avg drawdown
all 25749 +0.15% +0.05% 50.5% +2.95% -2.63%
opp > 1 13968 +0.13% +0.04% 50.4% +2.85% -2.61%
opp > 2 7150 +0.24% +0.06% 51% +2.97% -2.65%
opp > 3 3212 +0.48% +0.21% 52.6% +3.39% -2.82%
opp > 5 527 +0.16% -0.27% 47.6% +4.49% -4.06%
opp > 7 69 -0.88% -3.70% 37.7% +6.71% -5.77%
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 ≥5 日 · Opp 自峰值跌 ≥0.5 · 現值 ≤3 · 連續 3 日
Train dates 49
Test dates 22
Candidates 240

已選門檻：最少持有 5 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 ≥5 日 · Opp 自峰值跌 ≥0.5 · 現值 ≤3 · 連續 3 日 1508 1136 -0.93% 64.4% 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
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 -0.503 -0.46% +207.69% +213.71% +0.62%
2026-06-12 US.DD Materials -0.395 -0.44% +198.07% +207.62% +0.56%
2026-06-15 US.DD Materials 0.396 -0.10% +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 0.283 -0.08% +130.51% +180.59% +81.80%
2026-06-23 US.CRWD Information Technology 2.023 +0.75% -74.26% +1.74% -75.27%
2026-06-24 US.CRWD Information Technology 2.341 +0.94% -72.40% +2.93% -74.98%
2026-06-25 US.CRWD Information Technology 2.647 +1.06% -71.89% -71.81% -75.19%
2026-07-30 US.MNST Consumer Staples 0.22 -0.19% -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.