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 25934
Trade dates 80
Excluded downtrends 14201
Best stable plateau n/a
Best balanced range 4.0–4.3
Best 0.5 range 3.8–4.3
Best 0.1 bin -2.3–-2.2
Best bucket 4 - 4.5
Best threshold opp > 3
Best Top-N Top 10
Window 2026-05-19 → 2026-09-16

Study results

2026-09-16 · 120D window

25934 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: 3.8–4.3 (in-sample diagnostics only)

Baseline avg return +0.13%
Baseline win rate 50.2%
Baseline runup +2.95%
Baseline drawdown -2.63%

Median return curve (reliable Opp span, step 0.1)

-2.8–-2.7 · n=21 · median -0.31% -2.7–-2.6 · n=27 · median -0.41% -2.6–-2.5 · n=22 · median -1.08% -2.5–-2.4 · n=35 · median -0.18% -2.4–-2.3 · n=21 · median -0.7% -2.3–-2.2 · n=28 · median +1.16% -2.2–-2.1 · n=38 · median -0.46% -2.1–-2.0 · n=39 · median -0.69% -2.0–-1.9 · n=53 · median -0.92% -1.9–-1.8 · n=54 · median +0.68% -1.8–-1.7 · n=51 · median +0.04% -1.7–-1.6 · n=66 · median -0.41% -1.6–-1.5 · n=60 · median -0.08% -1.5–-1.4 · n=88 · median +0.03% -1.4–-1.3 · n=92 · median +0.16% -1.3–-1.2 · n=99 · median -0.81% -1.2–-1.1 · n=136 · median +0.35% -1.1–-1.0 · n=161 · median -0.36% -1.0–-0.9 · n=165 · median +0.2% -0.9–-0.8 · n=186 · median -0.09% -0.8–-0.7 · n=224 · median -0.11% -0.7–-0.6 · n=257 · median -0.09% -0.6–-0.5 · n=257 · median -0.04% -0.5–-0.4 · n=311 · median +0.13% -0.4–-0.3 · n=374 · median -0.05% -0.3–-0.2 · n=361 · median +0.05% -0.2–-0.1 · n=451 · median +0.17% -0.1–0.0 · n=518 · median -0.02% 0.0–0.1 · n=571 · median +0.36% 0.1–0.2 · n=599 · median -0.21% 0.2–0.3 · n=660 · median +0.25% 0.3–0.4 · n=780 · median +0.24% 0.4–0.5 · n=800 · median +0.21% 0.5–0.6 · n=796 · median +0.05% 0.6–0.7 · n=857 · median 0% 0.7–0.8 · n=817 · median +0.06% 0.8–0.9 · n=817 · median -0.02% 0.9–1.0 · n=813 · median -0.08% 1.0–1.1 · n=830 · median 0% 1.1–1.2 · n=838 · median +0.17% 1.2–1.3 · n=737 · median -0.13% 1.3–1.4 · n=707 · median +0.06% 1.4–1.5 · n=681 · median +0.1% 1.5–1.6 · n=619 · median -0.32% 1.6–1.7 · n=683 · median -0.17% 1.7–1.8 · n=598 · median +0.24% 1.8–1.9 · n=606 · median +0.08% 1.9–2.0 · n=521 · median -0.21% 2.0–2.1 · n=493 · median -0.13% 2.1–2.2 · n=495 · median +0.25% 2.2–2.3 · n=481 · median -0.42% 2.3–2.4 · n=423 · median -0.21% 2.4–2.5 · n=393 · median -0.14% 2.5–2.6 · n=360 · median +0.07% 2.6–2.7 · n=338 · median -0.32% 2.7–2.8 · n=374 · median +0.05% 2.8–2.9 · n=318 · median +0.16% 2.9–3.0 · n=285 · median +0.24% 3.0–3.1 · n=307 · median +0.04% 3.1–3.2 · n=222 · median +0.25% 3.2–3.3 · n=247 · median +0.43% 3.3–3.4 · n=195 · median +0.58% 3.4–3.5 · n=181 · median +0.45% 3.5–3.6 · n=176 · median +0.12% 3.6–3.7 · n=139 · median +0.17% 3.7–3.8 · n=158 · median +0.12% 3.8–3.9 · n=130 · median +0.28% 3.9–4.0 · n=136 · median +0.01% 4.0–4.1 · n=126 · median +0.49% 4.1–4.2 · n=109 · median +0.96% 4.2–4.3 · n=101 · median +0.82% 4.3–4.4 · n=109 · median -0.23% 4.4–4.5 · n=86 · median -0.2% 4.5–4.6 · n=61 · median +0.3% 4.6–4.7 · n=77 · median +0.05% 4.7–4.8 · n=66 · median -1.23% 4.8–4.9 · n=60 · median +0.01% 4.9–5.0 · n=64 · median -0.82% 5.0–5.1 · n=48 · median +0.21% 5.1–5.2 · n=45 · median -0.66% 5.2–5.3 · n=42 · median -0.41% 5.3–5.4 · n=47 · median +0.23% 5.4–5.5 · n=44 · median -0.81% 5.5–5.6 · n=34 · median +0.18% 5.6–5.7 · n=33 · median -0.83% 5.7–5.8 · n=28 · median -0.93% 5.8–5.9 · n=24 · median -0.22% -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 (+0.72%, n=335) · Best 0.5 range: 3.8–4.3 (+0.44%, n=602)

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 4363 +0.23% -0.03% 49.3% +3.35% -2.89%
0 - 1 7510 +0.12% +0.09% 51.1% +2.90% -2.52%
1 - 2 6820 -0.01% -0.01% 49.7% +2.74% -2.57%
2 - 2.5 2285 -0.11% -0.12% 48.2% +2.52% -2.57%
2.5 - 3 1675 +0.14% +0.02% 50.3% +2.73% -2.42%
3 - 3.5 1152 +0.68% +0.32% 54.3% +3.19% -2.31%
3.5 - 4 739 +0.66% +0.14% 52.1% +3.15% -2.31%
4 - 4.5 531 +0.75% +0.44% 55.7% +3.35% -2.57%
4.5 - 5 328 -1.01% -0.30% 46.6% +2.53% -3.98%
5+ 531 +0.18% -0.31% 47.3% +4.51% -4.03%

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 25934 +0.02% -3.32% 50.2% -2.63% 25391 +0.06% -1.98% 50.6% -3.49% 24831 +0.04% -3.56% 50.4% -4.16% 23987 +0.21% +0.29% 51.6% -4.93% 21110 +0.75% +4.45% 54% -6.70%
< 0 20D 4363 -0.03% -7.52% 49.3% -2.89% 4241 +0.11% +0.54% 51% -3.87% 4120 +0.04% -3.56% 50.2% -4.55% 4000 +0.27% +1.80% 51.8% -5.31% 3347 +0.75% +4.45% 54.3% -6.87%
0 - 1 20D 7510 +0.09% +2.56% 51.1% -2.52% 7407 +0.12% +1.05% 51.2% -3.34% 7304 +0.25% +4.00% 52.1% -4.01% 7122 +0.51% +7.85% 53.7% -4.73% 6649 +1.43% +13.02% 57% -6.35%
1 - 2 20D 6820 -0.01% -5.84% 49.7% -2.57% 6709 -0.01% -5.50% 49.8% -3.43% 6611 +0.10% -1.40% 51% -4.03% 6375 +0.32% +3.06% 52.4% -4.79% 5803 +1.17% +9.74% 56% -6.50%
2 - 2.5 20D 2285 -0.12% -15.08% 48.2% -2.57% 2219 -0.09% -9.54% 48.9% -3.39% 2156 -0.17% -11.12% 48.1% -4.15% 2048 +0.06% -3.49% 50.3% -4.93% 1774 +0.51% +1.43% 52% -6.62%
2.5 - 3 3D 1675 +0.02% -3.32% 50.3% -2.42% 1632 0.00% -5.00% 49.8% -3.24% 1588 -0.41% -19.76% 45.2% -4.01% 1500 -0.19% -9.79% 48.1% -4.93% 1241 -0.38% -9.79% 47.6% -6.71%
3 - 3.5 3D 1152 +0.32% +21.88% 54.3% -2.31% 1112 +0.33% +11.63% 53.6% -2.96% 1063 +0.10% -1.40% 51.3% -3.55% 1003 -0.11% -7.77% 48.7% -4.29% 802 -0.40% -10.04% 47.9% -6.27%
3.5 - 4 3D 739 +0.14% +6.76% 52.1% -2.31% 717 +0.21% +5.58% 54% -3.17% 685 +0.09% -1.76% 51.4% -3.72% 655 -0.13% -8.28% 48.9% -4.25% 481 -0.09% -6.13% 49.5% -6.31%
4 - 4.5 3D 531 +0.44% +31.96% 55.7% -2.57% 511 +0.34% +12.14% 53.2% -3.21% 488 +0.06% -2.84% 50.6% -3.81% 480 -0.27% -11.80% 47.3% -4.65% 356 -1.23% -20.50% 42.1% -7.45%
4.5 - 5 7D 328 -0.30% -30.20% 46.6% -3.98% 319 -0.29% -19.62% 48.6% -4.92% 303 +0.11% -1.04% 51.5% -5.45% 296 -0.35% -13.82% 47.3% -6.40% 225 -2.02% -30.45% 38.7% -9.94%
5+ 5D 531 -0.31% -31.04% 47.3% -4.03% 524 -0.45% -27.68% 43.9% -5.59% 513 -1.14% -46.04% 41.3% -6.81% 508 -0.91% -27.93% 43.3% -7.98% 432 -2.94% -42.04% 37.3% -12.53%

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 18693 +0.02% -3.32% 50.1% -2.62% 18357 +0.07% -1.47% 50.7% -3.50% 18035 +0.15% +0.40% 51.2% -4.14% 17497 +0.38% +4.58% 52.8% -4.89% 15799 +1.19% +9.99% 56% -6.52%
opp > 1 20D 14047 +0.01% -4.16% 50.1% -2.61% 13729 +0.02% -3.99% 50.1% -3.46% 13395 -0.05% -6.80% 49.5% -4.13% 12853 +0.05% -3.74% 50.4% -4.92% 11103 +0.40% +0.04% 52% -6.85%
opp > 2 3D 7237 +0.04% -1.64% 50.5% -2.64% 7030 +0.03% -3.49% 50.3% -3.49% 6792 -0.16% -10.76% 48% -4.21% 6486 -0.15% -8.78% 48.5% -5.05% 5307 -0.39% -9.91% 47.7% -7.24%
opp > 3 3D 3277 +0.17% +9.28% 52.1% -2.80% 3179 +0.14% +2.06% 51.5% -3.68% 3049 -0.04% -6.44% 49.6% -4.36% 2939 -0.29% -12.31% 47.4% -5.19% 2293 -0.99% -17.47% 44.4% -8.00%
opp > 5 5D 529 -0.30% -30.20% 47.4% -4.04% 522 -0.45% -27.68% 44.1% -5.60% 511 -1.18% -47.48% 41.3% -6.82% 506 -0.97% -29.44% 43.3% -8.00% 430 -2.94% -42.04% 37.2% -12.57%

Top-N performance

Filter n Avg return Median return 歷史相似情境上漲比例 Avg runup Avg drawdown
all 25934 +0.13% +0.02% 50.2% +2.95% -2.63%
Top 3 240 +0.78% +0.36% 54.2% +3.55% -2.69%
Top 5 400 +0.59% +0.32% 54% +3.57% -2.72%
Top 10 800 +0.57% +0.37% 54.1% +3.55% -2.75%
Top 20 1600 +0.42% +0.24% 53.1% +3.37% -2.86%
Top 50 4000 +0.35% +0.16% 52.2% +3.32% -2.90%

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 4306 +2.00% 5% -0.05% +2.00% 59.4% 52% 17.1% -0.05%
0 - 1 7413 +2.00% 4% +0.07% +2.00% 60.3% 51.9% 17.6% +0.08%
1 - 2 6744 +2.00% 2.5% 0.00% +1.04% 56% 47.7% 24.3% -0.03%
2 - 2.5 2243 +2.00% 5% -0.07% +0.93% 57.3% 46.4% 12.2% -0.16%
2.5 - 3 1646 +2.00% 5% +0.04% +1.13% 58.9% 47.3% 9.8% -0.01%
3 - 3.5 1105 +3.00% 5% +0.24% +0.90% 58.5% 43.3% 9.8% +0.21%
3.5 - 4 706 +3.00% 5% -0.09% +0.29% 53.4% 37.1% 15.3% +0.05%
4 - 4.5 500 +2.00% 5% +0.14% +0.50% 55.2% 38.2% 17.8% +0.32%
4.5 - 5 304 +2.00% 5% -0.58% +0.03% 50.7% 38.8% 22.4% -0.41%
5+ 507 +2.00% 5% -0.31% -0.13% 49.1% 36.3% 31% -0.46%

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% 810 70 3 - 3.5 +0.41% -0.13% 48% 8.3% 30.7% 61% 1.48 +0.41% -3.00% +0.13%
+9.00% -3.50% 810 70 3 - 3.5 +0.40% -0.10% 48.9% 8.6% 25.9% 65.4% 1.39 +0.40% -3.50% +0.13%
+8.50% -3.00% 810 70 3 - 3.5 +0.38% -0.13% 48% 8.5% 30.7% 60.7% 1.45 +0.38% -3.00% +0.13%
+8.50% -3.50% 810 70 3 - 3.5 +0.37% -0.10% 48.9% 8.9% 25.9% 65.2% 1.37 +0.37% -3.50% +0.13%
+9.00% -4.00% 810 70 3 - 3.5 +0.36% 0.00% 49.9% 8.8% 22.7% 68.5% 1.29 +0.36% -4.00% +0.13%
+8.00% -3.00% 810 70 3 - 3.5 +0.35% -0.13% 48% 9.1% 30.7% 60.1% 1.42 +0.35% -3.00% +0.13%
+9.00% -5.00% 810 70 3 - 3.5 +0.34% +0.09% 51% 9% 17% 74% 1.21 +0.34% -5.00% +0.13%
+7.50% -3.00% 810 70 3 - 3.5 +0.33% -0.12% 48.1% 9.8% 30.7% 59.5% 1.39 +0.33% -3.00% +0.13%
+8.00% -3.50% 810 70 3 - 3.5 +0.33% -0.10% 48.9% 9.5% 25.9% 64.6% 1.34 +0.33% -3.50% +0.13%
+8.50% -4.00% 810 70 3 - 3.5 +0.33% 0.00% 49.9% 9% 22.7% 68.3% 1.27 +0.33% -4.00% +0.13%
+7.00% -3.00% 810 70 3 - 3.5 +0.32% -0.12% 48.3% 10.6% 30.6% 58.8% 1.37 +0.32% -3.00% +0.13%
+9.00% -4.50% 810 70 3 - 3.5 +0.32% +0.01% 50.1% 8.9% 19.6% 71.5% 1.24 +0.32% -4.50% +0.13%
+7.50% -3.50% 810 70 3 - 3.5 +0.31% -0.08% 49% 10.1% 25.9% 64% 1.31 +0.31% -3.50% +0.13%
+8.50% -5.00% 810 70 3 - 3.5 +0.31% +0.09% 51% 9.3% 17% 73.7% 1.18 +0.31% -5.00% +0.13%
+7.00% -3.50% 810 70 3 - 3.5 +0.29% -0.06% 49.1% 11% 25.8% 63.2% 1.29 +0.29% -3.50% +0.13%
+8.00% -4.00% 810 70 3 - 3.5 +0.29% 0.00% 49.9% 9.6% 22.7% 67.7% 1.24 +0.29% -4.00% +0.13%
+8.50% -4.50% 810 70 3 - 3.5 +0.29% +0.01% 50.1% 9.1% 19.6% 71.2% 1.21 +0.29% -4.50% +0.13%
+8.00% -5.00% 810 70 3 - 3.5 +0.28% +0.09% 51% 10.1% 17% 72.8% 1.16 +0.28% -5.00% +0.13%
+6.50% -3.00% 810 70 3 - 3.5 +0.27% -0.12% 48.3% 11.2% 30.6% 58.1% 1.32 +0.27% -3.00% +0.13%
+7.50% -4.00% 810 70 3 - 3.5 +0.27% +0.01% 50% 10.2% 22.7% 67% 1.21 +0.27% -4.00% +0.13%
+7.00% -4.00% 810 70 3 - 3.5 +0.26% +0.01% 50.1% 11.1% 22.6% 66.3% 1.19 +0.26% -4.00% +0.13%
+8.00% -4.50% 810 70 3 - 3.5 +0.26% +0.01% 50.1% 9.8% 19.6% 70.6% 1.18 +0.26% -4.50% +0.13%
+6.00% -3.00% 810 70 3 - 3.5 +0.25% -0.11% 48.4% 12.8% 30.5% 56.7% 1.31 +0.25% -3.00% +0.13%
+6.50% -3.50% 810 70 3 - 3.5 +0.25% -0.06% 49.1% 11.7% 25.8% 62.5% 1.25 +0.25% -3.50% +0.13%
+7.50% -5.00% 810 70 3 - 3.5 +0.25% +0.10% 51.1% 10.7% 17% 72.2% 1.14 +0.25% -5.00% +0.13%
+7.00% -5.00% 810 70 3 - 3.5 +0.24% +0.12% 51.2% 11.6% 16.9% 71.5% 1.12 +0.24% -5.00% +0.13%
+6.00% -3.50% 810 70 3 - 3.5 +0.23% -0.06% 49.3% 13.5% 25.7% 60.9% 1.23 +0.23% -3.50% +0.13%
+7.50% -4.50% 810 70 3 - 3.5 +0.23% +0.02% 50.2% 10.4% 19.6% 70% 1.16 +0.23% -4.50% +0.13%
+7.00% -4.50% 810 70 3 - 3.5 +0.22% +0.02% 50.4% 11.2% 19.5% 69.3% 1.15 +0.22% -4.50% +0.13%
+5.50% -3.00% 810 70 3 - 3.5 +0.21% -0.11% 48.6% 14% 30.4% 55.7% 1.26 +0.21% -3.00% +0.13%
+6.50% -4.00% 810 70 3 - 3.5 +0.21% +0.01% 50.1% 11.9% 22.6% 65.6% 1.16 +0.21% -4.00% +0.13%
+3.50% -3.50% 810 70 3 - 3.5 +0.20% +0.31% 53.2% 27.2% 23% 49.9% 1.04 +0.20% -3.50% +0.13%
+4.00% -3.00% 810 70 3 - 3.5 +0.20% +0.08% 50.7% 21.9% 29% 49.1% 1.15 +0.20% -3.00% +0.13%
+5.50% -3.50% 810 70 3 - 3.5 +0.20% -0.03% 49.6% 14.7% 25.4% 59.9% 1.18 +0.20% -3.50% +0.13%
+6.00% -4.00% 810 70 3 - 3.5 +0.19% +0.02% 50.2% 13.7% 22.5% 63.8% 1.14 +0.19% -4.00% +0.13%
+6.50% -5.00% 810 70 3 - 3.5 +0.19% +0.12% 51.2% 12.5% 16.9% 70.6% 1.09 +0.19% -5.00% +0.13%
+3.50% -3.00% 810 70 3 - 3.5 +0.18% +0.20% 51.7% 25.8% 28.1% 46% 1.1 +0.18% -3.00% +0.13%
+4.00% -3.50% 810 70 3 - 3.5 +0.18% +0.21% 51.9% 22.7% 24% 53.3% 1.08 +0.18% -3.50% +0.13%
+4.50% -3.00% 810 70 3 - 3.5 +0.18% -0.06% 49.4% 18.8% 29.8% 51.5% 1.19 +0.18% -3.00% +0.13%
+5.00% -3.00% 810 70 3 - 3.5 +0.18% -0.11% 48.9% 15.9% 30.2% 53.8% 1.21 +0.18% -3.00% +0.13%
+6.50% -4.50% 810 70 3 - 3.5 +0.17% +0.02% 50.4% 12.1% 19.5% 68.4% 1.11 +0.17% -4.50% +0.13%
+3.50% -4.00% 810 70 3 - 3.5 +0.16% +0.38% 54.1% 27.5% 20% 52.5% 0.97 +0.16% -4.00% +0.13%
+4.50% -3.50% 810 70 3 - 3.5 +0.16% +0.04% 50.5% 19.6% 24.7% 55.7% 1.12 +0.16% -3.50% +0.13%
+5.00% -3.50% 810 70 3 - 3.5 +0.16% 0.00% 49.9% 16.7% 25.3% 58% 1.14 +0.16% -3.50% +0.13%
+5.50% -4.00% 810 70 3 - 3.5 +0.16% +0.06% 50.6% 14.9% 22.2% 62.8% 1.1 +0.16% -4.00% +0.13%
+6.00% -5.00% 810 70 3 - 3.5 +0.16% +0.13% 51.4% 14.3% 16.9% 68.8% 1.06 +0.16% -5.00% +0.13%
+3.00% -3.50% 810 70 3 - 3.5 +0.15% +0.41% 54.2% 33.2% 22.7% 44.1% 0.97 +0.15% -3.50% +0.13%
+6.00% -4.50% 810 70 3 - 3.5 +0.15% +0.04% 50.5% 14% 19.4% 66.7% 1.09 +0.15% -4.50% +0.13%
+3.00% -3.00% 810 70 3 - 3.5 +0.14% +0.29% 52.7% 31.9% 27.9% 40.2% 1.02 +0.14% -3.00% +0.13%
+3.50% -5.00% 810 70 3 - 3.5 +0.14% +0.46% 55.2% 28.5% 14.6% 56.9% 0.9 +0.14% -5.00% +0.13%
+5.50% -5.00% 810 70 3 - 3.5 +0.14% +0.19% 51.7% 15.7% 16.7% 67.7% 1.03 +0.14% -5.00% +0.13%
+4.00% -4.00% 810 70 3 - 3.5 +0.13% +0.23% 52.6% 23% 21% 56% 1 +0.13% -4.00% +0.13%
+3.50% -4.50% 810 70 3 - 3.5 +0.12% +0.39% 54.3% 27.8% 17% 55.2% 0.92 +0.12% -4.50% +0.13%
+4.00% -5.00% 810 70 3 - 3.5 +0.12% +0.32% 53.7% 24% 15.4% 60.6% 0.94 +0.12% -5.00% +0.13%
+5.00% -4.00% 810 70 3 - 3.5 +0.12% +0.08% 50.9% 16.9% 22.1% 61% 1.06 +0.12% -4.00% +0.13%
+5.50% -4.50% 810 70 3 - 3.5 +0.12% +0.08% 50.9% 15.2% 19.1% 65.7% 1.06 +0.12% -4.50% +0.13%
+3.00% -4.00% 810 70 3 - 3.5 +0.11% +0.47% 55.1% 33.6% 19.9% 46.5% 0.9 +0.11% -4.00% +0.13%
+4.50% -4.00% 810 70 3 - 3.5 +0.11% +0.12% 51.2% 19.9% 21.7% 58.4% 1.04 +0.11% -4.00% +0.13%
+3.00% -5.00% 810 70 3 - 3.5 +0.10% +0.53% 56.3% 34.7% 14.3% 51% 0.84 +0.10% -5.00% +0.13%
+4.00% -4.50% 810 70 3 - 3.5 +0.10% +0.27% 52.8% 23.2% 17.9% 58.9% 0.97 +0.10% -4.50% +0.13%
+5.00% -5.00% 810 70 3 - 3.5 +0.10% +0.21% 52% 17.7% 16.5% 65.8% 0.99 +0.10% -5.00% +0.13%
+4.50% -5.00% 810 70 3 - 3.5 +0.09% +0.21% 52.3% 20.9% 16.2% 63% 0.97 +0.09% -5.00% +0.13%
+3.00% -4.50% 810 70 3 - 3.5 +0.08% +0.49% 55.4% 34% 16.8% 49.3% 0.86 +0.08% -4.50% +0.13%
+5.00% -4.50% 810 70 3 - 3.5 +0.08% +0.10% 51.1% 17.2% 19% 63.8% 1.02 +0.08% -4.50% +0.13%
+4.50% -4.50% 810 70 3 - 3.5 +0.07% +0.16% 51.5% 20.1% 18.6% 61.2% 1 +0.07% -4.50% +0.13%

Threshold performance

Filter n Avg return Median return 歷史相似情境上漲比例 Avg runup Avg drawdown
all 25934 +0.13% +0.02% 50.2% +2.95% -2.63%
opp > 1 14047 +0.10% +0.01% 50.1% +2.85% -2.61%
opp > 2 7237 +0.20% +0.04% 50.5% +2.95% -2.64%
opp > 3 3277 +0.44% +0.17% 52.1% +3.35% -2.80%
opp > 5 529 +0.19% -0.30% 47.4% +4.53% -4.04%
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 50
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 1572 1196 -1.27% 68.6% 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 1
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.