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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 25537
Trade dates 81
Excluded downtrends 15090
Buy band (stable plateau) 3.4–3.9
Best balanced range 4.0–4.3
Buy-band step (0.5 Opp) 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 3
Window 2026-05-28 → 2026-09-25

Study results

2026-09-25 · 120D window

25537 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

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).

3.4–3.9
OOS median return +0.01%
OOS avg return +0.07%
OOS win rate 50%
Plateau score 0.188
Median lift +0.2%
Avg lift +0.22%
Win-rate lift +2.9pp
Fold stability 62%
OOS sample 638
OOS test dates 56
Width 0.5
95% lift LB 0.031
Search span -3–6
Minimum sample 20

Best balanced range: 4.0–4.3 · Buy-band step (0.5 Opp): 4.0–4.5 (in-sample diagnostics only)

Baseline avg return +0.05%
Baseline win rate 49.5%
Baseline runup +2.87%
Baseline drawdown -2.64%

Median return curve (reliable Opp span, step 0.1)

-2.9–-2.8 · n=20 · median -1.02% -2.8–-2.7 · n=30 · median -0.14% -2.7–-2.6 · n=27 · median +0.15% -2.6–-2.5 · n=34 · median -0.94% -2.5–-2.4 · n=40 · median -0.68% -2.4–-2.3 · n=28 · median -0.32% -2.3–-2.2 · n=35 · median +1.88% -2.2–-2.1 · n=53 · median -0.42% -2.1–-2.0 · n=49 · median -0.09% -2.0–-1.9 · n=74 · median -0.58% -1.9–-1.8 · n=61 · median +0.49% -1.8–-1.7 · n=65 · median +0.06% -1.7–-1.6 · n=78 · median -0.15% -1.6–-1.5 · n=85 · median +0.04% -1.5–-1.4 · n=106 · median +0.13% -1.4–-1.3 · n=108 · median +0.5% -1.3–-1.2 · n=113 · median -0.87% -1.2–-1.1 · n=162 · median -0.07% -1.1–-1.0 · n=175 · median -0.27% -1.0–-0.9 · n=191 · median +0.27% -0.9–-0.8 · n=213 · median -0.1% -0.8–-0.7 · n=241 · median -0.1% -0.7–-0.6 · n=285 · median -0.35% -0.6–-0.5 · n=265 · median -0.23% -0.5–-0.4 · n=346 · median -0.01% -0.4–-0.3 · n=401 · median -0.24% -0.3–-0.2 · n=390 · median -0.05% -0.2–-0.1 · n=455 · median +0.07% -0.1–0.0 · n=511 · median -0.01% 0.0–0.1 · n=592 · median +0.27% 0.1–0.2 · n=595 · median -0.3% 0.2–0.3 · n=648 · median +0.24% 0.3–0.4 · n=752 · median +0.2% 0.4–0.5 · n=756 · median +0.1% 0.5–0.6 · n=775 · median +0.08% 0.6–0.7 · n=814 · median -0.2% 0.7–0.8 · n=761 · median +0.09% 0.8–0.9 · n=802 · median +0.05% 0.9–1.0 · n=797 · median -0.08% 1.0–1.1 · n=779 · median +0.02% 1.1–1.2 · n=795 · median +0.16% 1.2–1.3 · n=710 · median -0.06% 1.3–1.4 · n=668 · median -0.06% 1.4–1.5 · n=645 · median -0.12% 1.5–1.6 · n=600 · median -0.12% 1.6–1.7 · n=638 · median +0.07% 1.7–1.8 · n=563 · median +0.08% 1.8–1.9 · n=576 · median -0.18% 1.9–2.0 · n=482 · median -0.15% 2.0–2.1 · n=462 · median -0.32% 2.1–2.2 · n=446 · median +0.31% 2.2–2.3 · n=440 · median -0.08% 2.3–2.4 · n=409 · median -0.34% 2.4–2.5 · n=382 · median -0.14% 2.5–2.6 · n=383 · median +0.13% 2.6–2.7 · n=360 · median -0.33% 2.7–2.8 · n=359 · median -0.21% 2.8–2.9 · n=337 · median +0.1% 2.9–3.0 · n=310 · median -0.05% 3.0–3.1 · n=293 · median +0.13% 3.1–3.2 · n=206 · median -0.15% 3.2–3.3 · n=236 · median +0.27% 3.3–3.4 · n=183 · median +0.19% 3.4–3.5 · n=187 · median +0.44% 3.5–3.6 · n=175 · median -0.26% 3.6–3.7 · n=126 · median +0.29% 3.7–3.8 · n=153 · median -0.01% 3.8–3.9 · n=135 · median +0.04% 3.9–4.0 · n=123 · median -0.02% 4.0–4.1 · n=128 · median +0.2% 4.1–4.2 · n=105 · median +0.36% 4.2–4.3 · n=87 · median +0.63% 4.3–4.4 · n=91 · median -0.19% 4.4–4.5 · n=82 · median -0.14% 4.5–4.6 · n=64 · median +0.26% 4.6–4.7 · n=70 · median -0.23% 4.7–4.8 · n=56 · median -1.16% 4.8–4.9 · n=53 · median -0.43% 4.9–5.0 · n=51 · median -0.25% 5.0–5.1 · n=44 · median -0.09% 5.1–5.2 · n=43 · median -0.31% 5.2–5.3 · n=44 · median -0.67% 5.3–5.4 · n=38 · median -0.73% 5.4–5.5 · n=41 · median -0.98% 5.5–5.6 · n=31 · median -1.1% 5.6–5.7 · n=29 · median -0.66% 5.7–5.8 · n=29 · median -0.88% 5.8–5.9 · n=22 · median +0.45% -3-2-10123456 -1.9%-0.9%0%+0.9%+1.9%

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 (+1.88%, n=35) · Best stable plateau: 3.4–3.9 (+0.01%, n=638) · Best balanced range: 4.0–4.3 (+0.41%, n=319) · Buy-band step (0.5 Opp): 4.0–4.5 (+0.32%, n=493)

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 4809 +0.18% -0.09% 48.3% +3.23% -2.84%
0 - 1 7292 +0.10% +0.06% 50.8% +2.89% -2.53%
1 - 2 6456 0.00% -0.02% 49.5% +2.76% -2.58%
2 - 2.5 2139 -0.13% -0.16% 47.5% +2.56% -2.64%
2.5 - 3 1749 +0.04% -0.09% 48.4% +2.63% -2.44%
3 - 3.5 1105 +0.28% +0.21% 52.9% +2.80% -2.36%
3.5 - 4 712 +0.30% -0.01% 49.9% +2.82% -2.39%
4 - 4.5 493 +0.15% +0.32% 54.4% +2.54% -2.65%
4.5 - 5 294 -1.05% -0.32% 45.9% +2.36% -3.90%
5+ 488 -0.55% -0.64% 44.1% +3.76% -4.05%

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 25537 -0.02% -6.68% 49.5% -2.64% 25018 +0.01% -4.50% 50% -3.50% 24510 -0.04% -6.44% 49.6% -4.19% 23730 0.00% -5.00% 49.9% -5.01% 20932 +0.11% -3.61% 50.6% -6.88%
< 0 20D 4809 -0.09% -12.56% 48.3% -2.84% 4592 0.00% -5.00% 49.9% -3.80% 4403 -0.09% -8.24% 49% -4.54% 4221 +0.05% -3.74% 50.3% -5.36% 3689 +0.13% -3.36% 50.4% -7.15%
0 - 1 20D 7292 +0.06% +0.04% 50.8% -2.53% 7184 +0.12% +1.05% 51.2% -3.35% 7082 +0.25% +4.00% 52.1% -4.02% 6916 +0.40% +5.08% 53.1% -4.80% 6381 +1.17% +9.74% 55.8% -6.49%
1 - 2 20D 6456 -0.02% -6.68% 49.5% -2.58% 6361 +0.05% -2.48% 50.4% -3.42% 6266 +0.08% -2.12% 50.7% -4.04% 6081 +0.12% -1.98% 50.9% -4.83% 5467 +0.61% +2.69% 52.9% -6.67%
2 - 2.5 7D 2139 -0.16% -18.44% 47.5% -2.64% 2108 -0.11% -10.54% 48.8% -3.46% 2048 -0.14% -10.04% 48.3% -4.21% 1977 -0.37% -14.32% 46.9% -5.07% 1640 -0.55% -11.93% 47.1% -7.01%
2.5 - 3 5D 1749 -0.09% -12.56% 48.4% -2.44% 1723 -0.12% -11.05% 48.4% -3.25% 1689 -0.46% -21.56% 44.8% -4.00% 1614 -0.57% -19.36% 44.7% -5.04% 1352 -1.22% -20.37% 43.6% -6.94%
3 - 3.5 3D 1105 +0.21% +12.64% 52.9% -2.36% 1091 +0.09% -0.46% 51.1% -3.06% 1079 -0.18% -11.48% 47.7% -3.71% 1037 -0.55% -18.86% 44.8% -4.55% 826 -1.24% -20.62% 42.7% -6.50%
3.5 - 4 5D 712 -0.01% -5.84% 49.9% -2.39% 702 +0.11% +0.54% 51.6% -3.24% 693 -0.10% -8.60% 49.2% -3.85% 670 -0.53% -18.36% 46.4% -4.56% 536 -1.15% -19.49% 43.5% -6.33%
4 - 4.5 3D 493 +0.32% +21.88% 54.4% -2.65% 487 -0.12% -11.05% 48% -3.36% 484 -0.43% -20.48% 46.1% -3.94% 474 -0.67% -21.88% 43.5% -4.78% 380 -2.56% -37.26% 32.1% -7.33%
4.5 - 5 7D 294 -0.32% -31.88% 45.9% -3.90% 289 -0.76% -43.30% 43.9% -4.82% 287 -0.16% -10.76% 48.8% -5.26% 272 -0.56% -19.11% 44.5% -6.07% 229 -2.85% -40.91% 34.5% -9.25%
5+ 10D 488 -0.64% -58.76% 44.1% -4.05% 481 -1.00% -55.40% 39.3% -5.72% 479 -1.36% -53.96% 37.6% -6.94% 468 -0.77% -24.40% 43.4% -7.92% 432 -3.83% -53.26% 29.4% -12.13%

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 18557 -0.01% -5.84% 49.7% -2.63% 18137 +0.07% -1.47% 50.6% -3.49% 17751 +0.11% -1.04% 50.8% -4.16% 17218 +0.21% +0.29% 51.6% -4.95% 15537 +0.67% +3.44% 53.5% -6.71%
opp > 1 5D 13422 -0.05% -9.20% 49.2% -2.63% 13228 -0.06% -8.02% 49.4% -3.48% 13012 -0.14% -10.04% 48.5% -4.16% 12580 -0.24% -11.05% 48% -5.00% 10851 -0.47% -10.92% 47.6% -7.02%
opp > 2 3D 6974 -0.06% -10.04% 49% -2.67% 6875 -0.12% -11.05% 48.4% -3.53% 6753 -0.32% -16.52% 46.5% -4.26% 6506 -0.54% -18.61% 45.3% -5.15% 5389 -1.47% -23.52% 42.2% -7.38%
opp > 3 3D 3089 +0.03% -2.48% 50.3% -2.83% 3047 -0.13% -11.55% 48.1% -3.74% 3019 -0.33% -16.88% 46.3% -4.44% 2918 -0.62% -20.62% 44.7% -5.27% 2401 -2.16% -32.22% 38% -7.87%
opp > 5 10D 487 -0.64% -58.76% 44.1% -4.06% 480 -0.97% -53.89% 39.4% -5.72% 478 -1.38% -54.68% 37.7% -6.95% 467 -0.81% -25.41% 43.5% -7.92% 431 -3.79% -52.75% 29.5% -12.14%

Top-N performance

Filter n Avg return Median return 歷史相似情境上漲比例 Avg runup Avg drawdown
all 25537 +0.05% -0.02% 49.5% +2.87% -2.64%
Top 3 243 +0.61% +0.25% 52.3% +3.31% -2.64%
Top 5 405 +0.27% +0.18% 52.1% +3.15% -2.82%
Top 10 810 +0.26% +0.12% 51.6% +3.16% -2.74%
Top 20 1620 +0.10% +0.10% 51.3% +2.98% -2.83%
Top 50 4050 -0.02% +0.01% 50% +2.89% -2.91%

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 4721 +2.00% 5% -0.07% +2.00% 58.6% 50.8% 16% -0.08%
0 - 1 7217 +2.00% 4% +0.08% +2.00% 60.9% 52.2% 14.5% +0.07%
1 - 2 6379 +2.00% 5% +0.02% +1.47% 57.7% 49.2% 21.6% -0.01%
2 - 2.5 2102 +2.00% 5% -0.08% +0.90% 57.3% 46.9% 14.1% -0.15%
2.5 - 3 1713 +2.00% 5% 0.00% +0.99% 57.7% 46.4% 9.7% -0.09%
3 - 3.5 1070 +2.00% 5% +0.11% +0.91% 59.1% 46.2% 11.6% +0.21%
3.5 - 4 684 +2.00% 5% -0.17% +0.34% 53.5% 38.2% 15.8% -0.04%
4 - 4.5 470 +2.00% 5% +0.03% +1.01% 60.2% 46% 11.5% +0.32%
4.5 - 5 269 +2.00% 5% -0.24% -0.25% 48% 32.7% 27.9% -0.43%
5+ 459 +2.00% 5% -0.50% -0.18% 48.6% 36.8% 28.3% -0.76%

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% -5.00% 2631 77 3 - 3.5 +0.30% +0.21% 52.8% 7.5% 12.2% 80.3% 1.13 +0.30% -5.00% +0.24%
+7.50% -5.00% 2631 77 3 - 3.5 +0.30% +0.19% 52.7% 6.5% 12.3% 81.3% 1.13 +0.30% -5.00% +0.24%
+8.00% -5.00% 2631 77 3 - 3.5 +0.30% +0.19% 52.6% 5.4% 12.3% 82.3% 1.13 +0.30% -5.00% +0.24%
+9.00% -5.00% 2631 77 3 - 3.5 +0.30% +0.19% 52.6% 3.9% 12.3% 83.8% 1.13 +0.30% -5.00% +0.24%
+6.50% -5.00% 2631 77 3 - 3.5 +0.29% +0.21% 52.9% 8.9% 12.2% 78.9% 1.11 +0.29% -5.00% +0.24%
+7.00% -4.00% 2631 77 3 - 3.5 +0.29% +0.13% 52% 7.3% 18.9% 73.8% 1.16 +0.29% -4.00% +0.24%
+7.50% -3.00% 2631 77 3 - 3.5 +0.29% -0.02% 49.7% 5.9% 29% 65.1% 1.28 +0.29% -3.00% +0.24%
+7.50% -4.00% 2631 77 3 - 3.5 +0.29% +0.13% 51.9% 6.3% 19% 74.7% 1.17 +0.29% -4.00% +0.24%
+7.50% -4.50% 2631 77 3 - 3.5 +0.29% +0.16% 52.3% 6.4% 15.4% 78.3% 1.14 +0.29% -4.50% +0.24%
+8.00% -4.00% 2631 77 3 - 3.5 +0.29% +0.12% 51.8% 5.2% 19% 75.8% 1.17 +0.29% -4.00% +0.24%
+8.00% -4.50% 2631 77 3 - 3.5 +0.29% +0.15% 52.2% 5.3% 15.4% 79.3% 1.14 +0.29% -4.50% +0.24%
+8.50% -5.00% 2631 77 3 - 3.5 +0.29% +0.19% 52.6% 4.4% 12.3% 83.3% 1.13 +0.29% -5.00% +0.24%
+9.00% -4.00% 2631 77 3 - 3.5 +0.29% +0.12% 51.8% 3.8% 19% 77.2% 1.17 +0.29% -4.00% +0.24%
+7.00% -3.00% 2631 77 3 - 3.5 +0.28% -0.01% 49.8% 6.9% 28.9% 64.2% 1.27 +0.28% -3.00% +0.24%
+7.00% -4.50% 2631 77 3 - 3.5 +0.28% +0.16% 52.4% 7.4% 15.2% 77.3% 1.13 +0.28% -4.50% +0.24%
+8.00% -3.00% 2631 77 3 - 3.5 +0.28% -0.02% 49.6% 4.9% 29% 66.1% 1.28 +0.28% -3.00% +0.24%
+8.50% -3.00% 2631 77 3 - 3.5 +0.28% -0.03% 49.6% 4% 29% 67% 1.27 +0.28% -3.00% +0.24%
+8.50% -4.00% 2631 77 3 - 3.5 +0.28% +0.12% 51.8% 4.3% 19% 76.7% 1.16 +0.28% -4.00% +0.24%
+8.50% -4.50% 2631 77 3 - 3.5 +0.28% +0.15% 52.2% 4.4% 15.4% 80.2% 1.14 +0.28% -4.50% +0.24%
+9.00% -3.00% 2631 77 3 - 3.5 +0.28% -0.03% 49.6% 3.5% 29% 67.5% 1.28 +0.28% -3.00% +0.24%
+9.00% -4.50% 2631 77 3 - 3.5 +0.28% +0.15% 52.2% 3.8% 15.4% 80.8% 1.14 +0.28% -4.50% +0.24%
+5.50% -5.00% 2631 77 3 - 3.5 +0.27% +0.22% 53.1% 13.2% 12% 74.8% 1.09 +0.27% -5.00% +0.24%
+6.00% -5.00% 2631 77 3 - 3.5 +0.27% +0.21% 52.9% 10.8% 12.1% 77.1% 1.1 +0.27% -5.00% +0.24%
+6.50% -4.00% 2631 77 3 - 3.5 +0.27% +0.14% 52% 8.7% 18.8% 72.5% 1.14 +0.27% -4.00% +0.24%
+6.50% -4.50% 2631 77 3 - 3.5 +0.27% +0.18% 52.5% 8.8% 15.2% 76% 1.12 +0.27% -4.50% +0.24%
+7.00% -3.50% 2631 77 3 - 3.5 +0.27% +0.07% 50.9% 7.1% 23.5% 69.4% 1.2 +0.27% -3.50% +0.24%
+7.50% -3.50% 2631 77 3 - 3.5 +0.27% +0.06% 50.8% 6.1% 23.6% 70.3% 1.2 +0.27% -3.50% +0.24%
+8.00% -3.50% 2631 77 3 - 3.5 +0.27% +0.06% 50.7% 5% 23.6% 71.3% 1.2 +0.27% -3.50% +0.24%
+9.00% -3.50% 2631 77 3 - 3.5 +0.27% +0.06% 50.7% 3.6% 23.7% 72.7% 1.2 +0.27% -3.50% +0.24%
+6.00% -4.00% 2631 77 3 - 3.5 +0.26% +0.14% 52.1% 10.6% 18.8% 70.7% 1.13 +0.26% -4.00% +0.24%
+6.00% -4.50% 2631 77 3 - 3.5 +0.26% +0.18% 52.5% 10.6% 15.2% 74.2% 1.1 +0.26% -4.50% +0.24%
+6.50% -3.00% 2631 77 3 - 3.5 +0.26% 0.00% 49.9% 8.2% 28.8% 63% 1.25 +0.26% -3.00% +0.24%
+8.50% -3.50% 2631 77 3 - 3.5 +0.26% +0.06% 50.7% 4.1% 23.7% 72.2% 1.2 +0.26% -3.50% +0.24%
+5.00% -5.00% 2631 77 3 - 3.5 +0.25% +0.24% 53.3% 15.6% 11.9% 72.5% 1.07 +0.25% -5.00% +0.24%
+5.50% -4.00% 2631 77 3 - 3.5 +0.25% +0.16% 52.3% 12.9% 18.7% 68.3% 1.12 +0.25% -4.00% +0.24%
+5.50% -4.50% 2631 77 3 - 3.5 +0.25% +0.19% 52.7% 13% 15.1% 71.9% 1.09 +0.25% -4.50% +0.24%
+6.00% -3.00% 2631 77 3 - 3.5 +0.25% 0.00% 49.9% 9.8% 28.8% 61.3% 1.24 +0.25% -3.00% +0.24%
+6.50% -3.50% 2631 77 3 - 3.5 +0.25% +0.07% 50.9% 8.4% 23.5% 68.1% 1.18 +0.25% -3.50% +0.24%
+4.50% -5.00% 2631 77 3 - 3.5 +0.24% +0.26% 53.6% 19.3% 11.8% 68.9% 1.05 +0.24% -5.00% +0.24%
+5.00% -4.00% 2631 77 3 - 3.5 +0.24% +0.18% 52.5% 15.2% 18.5% 66.2% 1.1 +0.24% -4.00% +0.24%
+5.50% -3.00% 2631 77 3 - 3.5 +0.24% +0.01% 50.1% 12.1% 28.7% 59.1% 1.22 +0.24% -3.00% +0.24%
+6.00% -3.50% 2631 77 3 - 3.5 +0.24% +0.07% 51% 10.2% 23.5% 66.4% 1.17 +0.24% -3.50% +0.24%
+4.00% -5.00% 2631 77 3 - 3.5 +0.23% +0.30% 54% 23.3% 11.7% 65% 1.02 +0.23% -5.00% +0.24%
+4.50% -3.00% 2631 77 3 - 3.5 +0.23% +0.06% 50.6% 18% 28.3% 53.7% 1.18 +0.23% -3.00% +0.24%
+4.50% -4.00% 2631 77 3 - 3.5 +0.23% +0.21% 52.7% 18.9% 18.4% 62.7% 1.08 +0.23% -4.00% +0.24%
+4.50% -4.50% 2631 77 3 - 3.5 +0.23% +0.22% 53.1% 19% 14.8% 66.2% 1.06 +0.23% -4.50% +0.24%
+5.00% -3.00% 2631 77 3 - 3.5 +0.23% +0.03% 50.4% 14.4% 28.5% 57.1% 1.2 +0.23% -3.00% +0.24%
+5.00% -4.50% 2631 77 3 - 3.5 +0.23% +0.21% 52.9% 15.4% 14.9% 69.7% 1.07 +0.23% -4.50% +0.24%
+5.50% -3.50% 2631 77 3 - 3.5 +0.23% +0.08% 51.2% 12.5% 23.4% 64.1% 1.15 +0.23% -3.50% +0.24%
+3.50% -5.00% 2631 77 3 - 3.5 +0.22% +0.39% 54.8% 28.7% 11.4% 59.9% 0.98 +0.22% -5.00% +0.24%
+5.00% -3.50% 2631 77 3 - 3.5 +0.22% +0.09% 51.3% 14.8% 23.2% 62% 1.13 +0.22% -3.50% +0.24%
+4.00% -3.00% 2631 77 3 - 3.5 +0.21% +0.08% 51% 21.8% 28.1% 50.1% 1.15 +0.21% -3.00% +0.24%
+4.00% -4.00% 2631 77 3 - 3.5 +0.21% +0.23% 53.1% 22.8% 18.2% 58.9% 1.05 +0.21% -4.00% +0.24%
+4.00% -4.50% 2631 77 3 - 3.5 +0.21% +0.26% 53.6% 23% 14.7% 62.3% 1.03 +0.21% -4.50% +0.24%
+4.50% -3.50% 2631 77 3 - 3.5 +0.21% +0.12% 51.6% 18.4% 23% 58.5% 1.12 +0.21% -3.50% +0.24%
+3.50% -4.00% 2631 77 3 - 3.5 +0.20% +0.30% 53.9% 28.1% 18% 53.9% 1.01 +0.20% -4.00% +0.24%
+3.50% -4.50% 2631 77 3 - 3.5 +0.20% +0.35% 54.4% 28.4% 14.4% 57.2% 0.99 +0.20% -4.50% +0.24%
+4.00% -3.50% 2631 77 3 - 3.5 +0.20% +0.15% 52% 22.3% 22.8% 54.8% 1.09 +0.20% -3.50% +0.24%
+3.50% -3.00% 2631 77 3 - 3.5 +0.19% +0.13% 51.7% 26.8% 27.7% 45.5% 1.11 +0.19% -3.00% +0.24%
+3.50% -3.50% 2631 77 3 - 3.5 +0.19% +0.22% 52.8% 27.6% 22.4% 50% 1.05 +0.19% -3.50% +0.24%
+3.00% -5.00% 2631 77 3 - 3.5 +0.17% +0.50% 56% 34.9% 11.4% 53.8% 0.91 +0.17% -5.00% +0.24%
+3.00% -3.00% 2631 77 3 - 3.5 +0.16% +0.25% 52.9% 33% 27.4% 39.6% 1.03 +0.16% -3.00% +0.24%
+3.00% -4.00% 2631 77 3 - 3.5 +0.16% +0.42% 55.1% 34.2% 17.8% 47.9% 0.94 +0.16% -4.00% +0.24%
+3.00% -4.50% 2631 77 3 - 3.5 +0.16% +0.45% 55.5% 34.5% 14.3% 51.2% 0.91 +0.16% -4.50% +0.24%
+3.00% -3.50% 2631 77 3 - 3.5 +0.15% +0.35% 54% 33.7% 22.3% 44% 0.97 +0.15% -3.50% +0.24%

Threshold performance

Filter n Avg return Median return 歷史相似情境上漲比例 Avg runup Avg drawdown
all 25537 +0.05% -0.02% 49.5% +2.87% -2.64%
opp > 1 13422 -0.02% -0.05% 49.2% +2.74% -2.63%
opp > 2 6974 -0.03% -0.06% 49% +2.72% -2.67%
opp > 3 3089 0.00% +0.03% 50.3% +2.87% -2.83%
opp > 5 487 -0.54% -0.64% 44.1% +3.77% -4.06%
opp > 7 67 -1.08% -3.70% 37.3% +6.59% -5.79%
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 1172 -1.53% 69.4% 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 2.5
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 0.283 -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 2.81 +1.16% -71.89% -71.81% -75.19%
2026-07-30 US.MNST Consumer Staples 0.194 -0.20% -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.