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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.

Buy band (買入帶) = Opp-score entry range from walk-forward research (half-open; not 60D drawdown band). Holding window (持倉窗口) = fixed-day hold study in secondary panels—not Dashboard 持倉.

Rows with outcomes 25657
Trade dates 81
Excluded downtrends 14971
Buy band (stable plateau) 3.5–4.0
Best balanced range 3.2–3.5
Buy-band step (0.5 Opp) 3.8–4.3
Best 0.1 bin -2.4–-2.3
Best bucket 4 - 4.5
Best threshold opp > 3
Best Top-N Top 5
Window 2026-05-27 → 2026-09-24

Study results

2026-09-24 · 120D window

25657 rows with outcomes 1506 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

Walk-forward OOS consensus over Opp ≥ 0 (width 0.5–2.0). Train folds only use outcomes completed before each test date. Half-open [start, end).

3.5–4.0
OOS median return -0.04%
OOS avg return 0%
OOS win rate 49%
Plateau score 0.137
Median lift +0.16%
Avg lift +0.15%
Win-rate lift +2pp
Fold stability 67%
OOS sample 594
OOS test dates 55
Width 0.5
95% lift LB 0.008
Search span -3–6
Minimum sample 20

Best balanced range: 3.2–3.5 · Buy-band step (0.5 Opp): 3.8–4.3 (in-sample diagnostics only)

Baseline avg return +0.06%
Baseline win rate 49.3%
Baseline runup +2.89%
Baseline drawdown -2.65%

Median return curve (reliable Opp span, step 0.1)

-2.9–-2.8 · n=29 · median -1.82% -2.8–-2.7 · n=24 · median -0.51% -2.7–-2.6 · n=22 · median -0.55% -2.6–-2.5 · n=27 · median -0.95% -2.5–-2.4 · n=35 · median -0.18% -2.4–-2.3 · n=28 · median +1.77% -2.3–-2.2 · n=35 · median +1.03% -2.2–-2.1 · n=50 · median -0.31% -2.1–-2.0 · n=45 · median -0.62% -2.0–-1.9 · n=67 · median -0.56% -1.9–-1.8 · n=59 · median +0.49% -1.8–-1.7 · n=62 · median +0.33% -1.7–-1.6 · n=88 · median -0.4% -1.6–-1.5 · n=77 · median -0.06% -1.5–-1.4 · n=99 · median +0.06% -1.4–-1.3 · n=102 · median +0.47% -1.3–-1.2 · n=117 · median -0.81% -1.2–-1.1 · n=146 · median +0.22% -1.1–-1.0 · n=175 · median -0.27% -1.0–-0.9 · n=185 · median +0.28% -0.9–-0.8 · n=213 · median -0.1% -0.8–-0.7 · n=237 · median -0.07% -0.7–-0.6 · n=273 · median -0.52% -0.6–-0.5 · n=259 · median -0.37% -0.5–-0.4 · n=343 · median +0.09% -0.4–-0.3 · n=382 · median -0.21% -0.3–-0.2 · n=408 · median +0.09% -0.2–-0.1 · n=444 · median +0.07% -0.1–0.0 · n=528 · median -0.05% 0.0–0.1 · n=589 · median +0.21% 0.1–0.2 · n=596 · median -0.28% 0.2–0.3 · n=649 · median +0.24% 0.3–0.4 · n=753 · median +0.27% 0.4–0.5 · n=772 · median +0.04% 0.5–0.6 · n=756 · median +0.05% 0.6–0.7 · n=828 · median -0.2% 0.7–0.8 · n=797 · median +0.01% 0.8–0.9 · n=808 · median +0.06% 0.9–1.0 · n=800 · median -0.21% 1.0–1.1 · n=803 · median +0.11% 1.1–1.2 · n=778 · median +0.07% 1.2–1.3 · n=730 · median -0.03% 1.3–1.4 · n=681 · median -0.21% 1.4–1.5 · n=628 · median -0.02% 1.5–1.6 · n=609 · median -0.2% 1.6–1.7 · n=647 · median -0.02% 1.7–1.8 · n=575 · median +0.11% 1.8–1.9 · n=588 · median -0.07% 1.9–2.0 · n=484 · median -0.19% 2.0–2.1 · n=463 · median -0.17% 2.1–2.2 · n=475 · median +0.04% 2.2–2.3 · n=448 · median -0.2% 2.3–2.4 · n=413 · median -0.52% 2.4–2.5 · n=365 · median -0.13% 2.5–2.6 · n=389 · median -0.06% 2.6–2.7 · n=355 · median -0.18% 2.7–2.8 · n=375 · median -0.07% 2.8–2.9 · n=351 · median +0.09% 2.9–3.0 · n=305 · median -0.28% 3.0–3.1 · n=290 · median +0.22% 3.1–3.2 · n=214 · median -0.29% 3.2–3.3 · n=230 · median +0.27% 3.3–3.4 · n=191 · median +0.16% 3.4–3.5 · n=174 · median +0.39% 3.5–3.6 · n=183 · median -0.07% 3.6–3.7 · n=133 · median +0.36% 3.7–3.8 · n=151 · median -0.01% 3.8–3.9 · n=140 · median +0.25% 3.9–4.0 · n=137 · median -0.22% 4.0–4.1 · n=116 · median +0.32% 4.1–4.2 · n=86 · median +0.45% 4.2–4.3 · n=87 · median +0.52% 4.3–4.4 · n=106 · median -0.33% 4.4–4.5 · n=82 · median -0.18% 4.5–4.6 · n=70 · median +0.1% 4.6–4.7 · n=69 · median -0.5% 4.7–4.8 · n=58 · median -0.92% 4.8–4.9 · n=61 · median +0.15% 4.9–5.0 · n=55 · median -0.68% 5.0–5.1 · n=43 · median +0.23% 5.1–5.2 · n=42 · median -1.36% 5.2–5.3 · n=39 · median -0.55% 5.3–5.4 · n=41 · median -0.7% 5.4–5.5 · n=39 · median -0.81% 5.5–5.6 · n=29 · median -1.1% 5.6–5.7 · n=29 · median -0.83% 5.7–5.8 · n=29 · median +0.13% 5.8–5.9 · n=29 · median +0.37% -3-2-10123456 -1.8%-0.9%0%+0.9%+1.8%

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: -2.4–-2.3 (+1.77%, n=28) · Best stable plateau: 3.5–4.0 (-0.04%, n=594) · Best balanced range: 3.2–3.5 (+0.26%, n=595) · Buy-band step (0.5 Opp): 3.8–4.3 (+0.27%, n=565)

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 4715 +0.19% -0.08% 48.5% +3.27% -2.83%
0 - 1 7348 +0.08% +0.03% 50.3% +2.88% -2.54%
1 - 2 6523 -0.01% -0.03% 49.4% +2.76% -2.60%
2 - 2.5 2164 -0.18% -0.18% 47.1% +2.54% -2.68%
2.5 - 3 1775 +0.01% -0.12% 48.1% +2.59% -2.47%
3 - 3.5 1099 +0.33% +0.16% 52.4% +2.90% -2.33%
3.5 - 4 744 +0.45% +0.08% 50.7% +2.91% -2.33%
4 - 4.5 477 +0.12% +0.22% 52.6% +2.58% -2.81%
4.5 - 5 313 -0.97% -0.24% 47.6% +2.43% -3.79%
5+ 499 -0.14% -0.65% 44.7% +4.21% -4.08%

Holding-window study

Holding window (持倉窗口): buy-and-hold at fixed calendar days in the Opp study—not your Dashboard positions. 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 25657 -0.04% -8.36% 49.3% -2.65% 25141 0.00% -5.00% 49.9% -3.51% 24637 -0.03% -6.08% 49.7% -4.20% 23832 +0.01% -4.75% 50% -5.00% 21020 +0.24% -1.98% 51.1% -6.86%
< 0 20D 4715 -0.08% -11.72% 48.5% -2.83% 4514 0.00% -5.00% 49.9% -3.84% 4357 -0.06% -7.16% 49.3% -4.57% 4168 +0.07% -3.24% 50.6% -5.35% 3663 +0.22% -2.23% 50.9% -7.10%
0 - 1 20D 7348 +0.03% -2.48% 50.3% -2.54% 7248 +0.08% -0.97% 50.9% -3.35% 7137 +0.22% +2.92% 51.8% -4.04% 6970 +0.36% +4.07% 53% -4.79% 6425 +1.24% +10.62% 56% -6.47%
1 - 2 20D 6523 -0.03% -7.52% 49.4% -2.60% 6419 +0.05% -2.48% 50.3% -3.44% 6335 +0.10% -1.40% 50.8% -4.05% 6139 +0.16% -0.97% 51.1% -4.84% 5514 +0.72% +4.07% 53.7% -6.65%
2 - 2.5 20D 2164 -0.18% -20.12% 47.1% -2.68% 2116 -0.14% -12.06% 48% -3.50% 2063 -0.13% -9.68% 48.5% -4.24% 1979 -0.24% -11.05% 48% -5.05% 1663 -0.37% -9.66% 48.2% -6.96%
2.5 - 3 5D 1775 -0.12% -15.08% 48.1% -2.47% 1738 -0.09% -9.54% 48.8% -3.25% 1694 -0.46% -21.56% 44.8% -4.01% 1627 -0.59% -19.87% 44.7% -5.04% 1353 -1.12% -19.11% 44.3% -6.91%
3 - 3.5 3D 1099 +0.16% +8.44% 52.4% -2.33% 1085 +0.11% +0.54% 51.2% -3.03% 1067 -0.13% -9.68% 48.2% -3.69% 1020 -0.66% -21.63% 43.9% -4.56% 804 -1.14% -19.36% 42.8% -6.47%
3.5 - 4 3D 744 +0.08% +1.72% 50.7% -2.33% 736 +0.12% +1.05% 51.8% -3.17% 719 -0.06% -7.16% 49.4% -3.77% 695 -0.41% -15.33% 46.9% -4.46% 543 -1.07% -18.48% 43.8% -6.20%
4 - 4.5 3D 477 +0.22% +13.48% 52.6% -2.81% 475 -0.18% -14.07% 46.9% -3.50% 468 -0.46% -21.56% 45.3% -4.13% 456 -0.71% -22.89% 42.8% -4.93% 368 -2.41% -35.37% 32.6% -7.63%
4.5 - 5 7D 313 -0.24% -25.16% 47.6% -3.79% 311 -0.57% -33.73% 46.3% -4.65% 307 -0.16% -10.76% 48.9% -5.17% 298 -0.40% -15.08% 45.6% -5.98% 241 -2.57% -37.38% 34.9% -9.09%
5+ 10D 499 -0.65% -59.60% 44.7% -4.08% 499 -0.78% -44.31% 42.1% -5.64% 490 -1.50% -59.00% 37.3% -6.95% 480 -1.20% -35.24% 42.7% -8.06% 446 -3.64% -50.86% 31.8% -12.17%

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 18586 -0.02% -6.68% 49.5% -2.64% 18181 +0.05% -2.48% 50.4% -3.50% 17829 +0.11% -1.04% 50.9% -4.17% 17277 +0.22% +0.54% 51.7% -4.94% 15602 +0.78% +4.83% 54% -6.68%
opp > 1 5D 13578 -0.06% -10.04% 49% -2.65% 13364 -0.05% -7.52% 49.4% -3.49% 13128 -0.13% -9.68% 48.6% -4.17% 12679 -0.22% -10.54% 48.2% -5.01% 10919 -0.30% -8.78% 48.4% -7.01%
opp > 2 5D 7067 -0.09% -12.56% 48.8% -2.69% 6956 -0.11% -10.54% 48.5% -3.53% 6804 -0.31% -16.16% 46.6% -4.28% 6551 -0.51% -17.85% 45.6% -5.16% 5415 -1.32% -21.63% 43% -7.37%
opp > 3 3D 3127 +0.03% -2.48% 50.3% -2.83% 3101 -0.09% -9.54% 48.7% -3.72% 3046 -0.33% -16.88% 46.3% -4.45% 2944 -0.65% -21.38% 44.4% -5.30% 2398 -2.02% -30.45% 38.6% -7.91%
opp > 5 10D 498 -0.64% -58.76% 44.8% -4.09% 498 -0.78% -44.31% 42.2% -5.65% 489 -1.50% -59.00% 37.2% -6.96% 479 -1.20% -35.24% 42.6% -8.07% 445 -3.70% -51.62% 31.7% -12.19%

Top-N performance

Filter n Avg return Median return 歷史相似情境上漲比例 Avg runup Avg drawdown
all 25657 +0.06% -0.04% 49.3% +2.89% -2.65%
Top 3 243 +0.63% +0.23% 51.9% +3.38% -2.71%
Top 5 405 +0.39% +0.23% 52.8% +3.29% -2.84%
Top 10 810 +0.33% +0.18% 52.2% +3.24% -2.76%
Top 20 1620 +0.20% +0.07% 51% +3.09% -2.85%
Top 50 4050 +0.06% +0.01% 50.1% +2.99% -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 4691 +2.00% 5% -0.06% +2.00% 58.8% 51.4% 16.2% -0.07%
0 - 1 7246 +2.00% 4% +0.06% +2.00% 60.6% 51.9% 14.6% +0.05%
1 - 2 6402 +2.00% 5% +0.01% +1.15% 56.1% 48.4% 26.1% -0.01%
2 - 2.5 2115 +2.00% 5% -0.08% +0.77% 56.6% 45.7% 14.6% -0.16%
2.5 - 3 1725 +2.00% 5% -0.02% +0.91% 57.3% 46.6% 9.8% -0.11%
3 - 3.5 1066 +2.00% 4% +0.16% +1.03% 59.8% 47.6% 14.9% +0.19%
3.5 - 4 723 +2.00% 5% -0.08% +0.38% 54.4% 39.7% 12.3% +0.04%
4 - 4.5 455 +2.00% 5% -0.09% +0.67% 57.8% 43.7% 12.7% +0.20%
4.5 - 5 281 +2.00% 5% -0.21% +0.04% 50.5% 35.6% 27% -0.30%
5+ 473 +2.00% 5% -0.43% -0.45% 47.4% 33.4% 30.9% -0.69%

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% 1841 73 3 - 3.5 +0.44% +0.29% 54.6% 4.9% 11.8% 83.3% 1.15 +0.44% -5.00% +0.34%
+8.00% -5.00% 1841 73 3 - 3.5 +0.42% +0.29% 54.7% 6.3% 11.7% 82% 1.14 +0.42% -5.00% +0.34%
+8.50% -5.00% 1841 73 3 - 3.5 +0.42% +0.29% 54.6% 5.4% 11.8% 82.8% 1.14 +0.42% -5.00% +0.34%
+9.00% -4.50% 1841 73 3 - 3.5 +0.42% +0.26% 54.2% 4.9% 14.6% 80.5% 1.16 +0.42% -4.50% +0.34%
+7.00% -5.00% 1841 73 3 - 3.5 +0.41% +0.30% 54.9% 8.4% 11.6% 80% 1.13 +0.41% -5.00% +0.34%
+7.50% -5.00% 1841 73 3 - 3.5 +0.41% +0.29% 54.8% 7.1% 11.7% 81.2% 1.13 +0.41% -5.00% +0.34%
+6.50% -5.00% 1841 73 3 - 3.5 +0.40% +0.31% 55% 9.9% 11.5% 78.6% 1.11 +0.40% -5.00% +0.34%
+8.00% -4.50% 1841 73 3 - 3.5 +0.40% +0.26% 54.2% 6.2% 14.6% 79.3% 1.14 +0.40% -4.50% +0.34%
+8.50% -4.50% 1841 73 3 - 3.5 +0.40% +0.26% 54.2% 5.3% 14.6% 80.1% 1.15 +0.40% -4.50% +0.34%
+9.00% -4.00% 1841 73 3 - 3.5 +0.40% +0.21% 53.4% 4.8% 18.4% 76.8% 1.19 +0.40% -4.00% +0.34%
+7.00% -4.50% 1841 73 3 - 3.5 +0.39% +0.28% 54.4% 8.3% 14.4% 77.3% 1.13 +0.39% -4.50% +0.34%
+7.50% -4.50% 1841 73 3 - 3.5 +0.39% +0.27% 54.3% 7% 14.6% 78.4% 1.13 +0.39% -4.50% +0.34%
+8.00% -4.00% 1841 73 3 - 3.5 +0.39% +0.21% 53.4% 6% 18.4% 75.6% 1.18 +0.39% -4.00% +0.34%
+8.50% -4.00% 1841 73 3 - 3.5 +0.39% +0.21% 53.4% 5.2% 18.4% 76.4% 1.18 +0.39% -4.00% +0.34%
+9.00% -3.00% 1841 73 3 - 3.5 +0.39% +0.08% 51.3% 4.5% 29% 66.5% 1.29 +0.39% -3.00% +0.34%
+9.00% -3.50% 1841 73 3 - 3.5 +0.39% +0.14% 52.4% 4.7% 23% 72.3% 1.23 +0.39% -3.50% +0.34%
+6.00% -5.00% 1841 73 3 - 3.5 +0.38% +0.32% 55.1% 11.5% 11.5% 77% 1.09 +0.38% -5.00% +0.34%
+7.00% -4.00% 1841 73 3 - 3.5 +0.38% +0.22% 53.7% 8.1% 18.2% 73.7% 1.15 +0.38% -4.00% +0.34%
+7.50% -4.00% 1841 73 3 - 3.5 +0.38% +0.21% 53.5% 6.8% 18.4% 74.8% 1.16 +0.38% -4.00% +0.34%
+8.00% -3.00% 1841 73 3 - 3.5 +0.38% +0.08% 51.3% 5.7% 29% 65.3% 1.28 +0.38% -3.00% +0.34%
+8.00% -3.50% 1841 73 3 - 3.5 +0.38% +0.15% 52.4% 5.9% 23% 71.1% 1.22 +0.38% -3.50% +0.34%
+8.50% -3.00% 1841 73 3 - 3.5 +0.38% +0.08% 51.3% 4.9% 29% 66.1% 1.28 +0.38% -3.00% +0.34%
+8.50% -3.50% 1841 73 3 - 3.5 +0.38% +0.14% 52.4% 5.1% 23% 71.9% 1.22 +0.38% -3.50% +0.34%
+5.50% -5.00% 1841 73 3 - 3.5 +0.37% +0.34% 55.3% 13.8% 11.4% 74.9% 1.08 +0.37% -5.00% +0.34%
+6.50% -4.50% 1841 73 3 - 3.5 +0.37% +0.29% 54.5% 9.8% 14.3% 75.9% 1.11 +0.37% -4.50% +0.34%
+7.00% -3.50% 1841 73 3 - 3.5 +0.37% +0.17% 52.6% 8% 22.8% 69.2% 1.2 +0.37% -3.50% +0.34%
+7.50% -3.00% 1841 73 3 - 3.5 +0.37% +0.09% 51.4% 6.5% 29% 64.5% 1.27 +0.37% -3.00% +0.34%
+7.50% -3.50% 1841 73 3 - 3.5 +0.37% +0.15% 52.5% 6.7% 23% 70.3% 1.21 +0.37% -3.50% +0.34%
+5.00% -5.00% 1841 73 3 - 3.5 +0.36% +0.36% 55.6% 16.1% 11.2% 72.7% 1.07 +0.36% -5.00% +0.34%
+6.00% -4.50% 1841 73 3 - 3.5 +0.36% +0.29% 54.6% 11.4% 14.3% 74.3% 1.1 +0.36% -4.50% +0.34%
+6.50% -4.00% 1841 73 3 - 3.5 +0.36% +0.23% 53.7% 9.6% 18.1% 72.2% 1.14 +0.36% -4.00% +0.34%
+7.00% -3.00% 1841 73 3 - 3.5 +0.36% +0.10% 51.5% 7.7% 28.8% 63.5% 1.26 +0.36% -3.00% +0.34%
+4.50% -5.00% 1841 73 3 - 3.5 +0.35% +0.39% 55.8% 20.3% 11.1% 68.5% 1.05 +0.35% -5.00% +0.34%
+6.50% -3.00% 1841 73 3 - 3.5 +0.35% +0.10% 51.6% 9.1% 28.7% 62.2% 1.25 +0.35% -3.00% +0.34%
+6.50% -3.50% 1841 73 3 - 3.5 +0.35% +0.18% 52.7% 9.5% 22.8% 67.8% 1.19 +0.35% -3.50% +0.34%
+5.50% -4.50% 1841 73 3 - 3.5 +0.34% +0.30% 54.8% 13.6% 14.2% 72.2% 1.08 +0.34% -4.50% +0.34%
+6.00% -3.50% 1841 73 3 - 3.5 +0.34% +0.19% 52.8% 11.1% 22.7% 66.3% 1.17 +0.34% -3.50% +0.34%
+6.00% -4.00% 1841 73 3 - 3.5 +0.34% +0.24% 53.8% 11.2% 18.1% 70.7% 1.13 +0.34% -4.00% +0.34%
+5.00% -4.50% 1841 73 3 - 3.5 +0.33% +0.32% 55% 15.8% 14.1% 70.2% 1.07 +0.33% -4.50% +0.34%
+5.50% -4.00% 1841 73 3 - 3.5 +0.33% +0.25% 54% 13.4% 18% 68.5% 1.11 +0.33% -4.00% +0.34%
+6.00% -3.00% 1841 73 3 - 3.5 +0.33% +0.10% 51.7% 10.6% 28.6% 60.7% 1.23 +0.33% -3.00% +0.34%
+4.00% -5.00% 1841 73 3 - 3.5 +0.32% +0.42% 56.1% 24.3% 11.1% 64.6% 1.01 +0.32% -5.00% +0.34%
+4.50% -4.50% 1841 73 3 - 3.5 +0.32% +0.35% 55.2% 19.8% 14% 66.2% 1.05 +0.32% -4.50% +0.34%
+5.00% -4.00% 1841 73 3 - 3.5 +0.32% +0.28% 54.2% 15.6% 17.9% 66.5% 1.09 +0.32% -4.00% +0.34%
+5.50% -3.00% 1841 73 3 - 3.5 +0.32% +0.12% 51.9% 12.8% 28.6% 58.7% 1.2 +0.32% -3.00% +0.34%
+5.50% -3.50% 1841 73 3 - 3.5 +0.32% +0.19% 53% 13.3% 22.6% 64.1% 1.15 +0.32% -3.50% +0.34%
+3.50% -5.00% 1841 73 3 - 3.5 +0.31% +0.50% 57% 30.3% 10.9% 58.8% 0.98 +0.31% -5.00% +0.34%
+4.50% -3.00% 1841 73 3 - 3.5 +0.31% +0.17% 52.5% 19% 28.1% 52.9% 1.17 +0.31% -3.00% +0.34%
+4.50% -4.00% 1841 73 3 - 3.5 +0.31% +0.30% 54.5% 19.7% 17.8% 62.5% 1.07 +0.31% -4.00% +0.34%
+5.00% -3.00% 1841 73 3 - 3.5 +0.31% +0.14% 52.2% 14.9% 28.2% 56.8% 1.19 +0.31% -3.00% +0.34%
+5.00% -3.50% 1841 73 3 - 3.5 +0.31% +0.21% 53.2% 15.4% 22.4% 62.1% 1.13 +0.31% -3.50% +0.34%
+4.50% -3.50% 1841 73 3 - 3.5 +0.30% +0.22% 53.4% 19.4% 22.3% 58.2% 1.12 +0.30% -3.50% +0.34%
+3.00% -5.00% 1841 73 3 - 3.5 +0.29% +0.73% 58.3% 37.1% 10.6% 52.3% 0.92 +0.29% -5.00% +0.34%
+3.50% -4.50% 1841 73 3 - 3.5 +0.29% +0.46% 56.4% 29.8% 13.7% 56.5% 0.98 +0.29% -4.50% +0.34%
+4.00% -4.50% 1841 73 3 - 3.5 +0.29% +0.39% 55.5% 23.8% 14% 62.2% 1.02 +0.29% -4.50% +0.34%
+4.00% -4.00% 1841 73 3 - 3.5 +0.28% +0.32% 54.8% 23.6% 17.8% 58.6% 1.04 +0.28% -4.00% +0.34%
+3.50% -3.00% 1841 73 3 - 3.5 +0.27% +0.24% 53.5% 28.5% 27.5% 44% 1.1 +0.27% -3.00% +0.34%
+3.50% -3.50% 1841 73 3 - 3.5 +0.27% +0.34% 54.5% 29.2% 21.8% 49% 1.04 +0.27% -3.50% +0.34%
+3.50% -4.00% 1841 73 3 - 3.5 +0.27% +0.42% 55.6% 29.5% 17.5% 53% 1 +0.27% -4.00% +0.34%
+4.00% -3.00% 1841 73 3 - 3.5 +0.27% +0.19% 52.7% 22.8% 28% 49.2% 1.13 +0.27% -3.00% +0.34%
+4.00% -3.50% 1841 73 3 - 3.5 +0.27% +0.24% 53.7% 23.4% 22.2% 54.4% 1.08 +0.27% -3.50% +0.34%
+3.00% -3.00% 1841 73 3 - 3.5 +0.26% +0.42% 55% 35.1% 27% 37.9% 1.03 +0.26% -3.00% +0.34%
+3.00% -4.50% 1841 73 3 - 3.5 +0.26% +0.68% 57.7% 36.6% 13.5% 50% 0.92 +0.26% -4.50% +0.34%
+3.00% -3.50% 1841 73 3 - 3.5 +0.25% +0.49% 55.9% 35.8% 21.3% 42.9% 0.98 +0.25% -3.50% +0.34%
+3.00% -4.00% 1841 73 3 - 3.5 +0.25% +0.58% 56.9% 36.2% 17.2% 46.7% 0.94 +0.25% -4.00% +0.34%

Threshold performance

Filter n Avg return Median return 歷史相似情境上漲比例 Avg runup Avg drawdown
all 25657 +0.06% -0.04% 49.3% +2.89% -2.65%
opp > 1 13578 -0.01% -0.06% 49% +2.76% -2.65%
opp > 2 7067 0.00% -0.09% 48.8% +2.76% -2.69%
opp > 3 3127 +0.12% +0.03% 50.3% +3.01% -2.83%
opp > 5 498 -0.14% -0.64% 44.8% +4.21% -4.09%
opp > 7 68 -0.96% -3.75% 36.8% +6.73% -5.82%
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 51
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 1671 1201 -1.5% 70.4% 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 6% / 3%
里程碑日 3/5/7
短期急升 2日 +7%

研究建議（通過：oppFloor, 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 0.477 -0.01% +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 2.81 +1.16% -71.89% -71.81% -75.19%
2026-07-30 US.MNST Consumer Staples 0.18 -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.