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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 24999
Trade dates 80
Excluded downtrends 15124
Buy band (stable plateau) 3.0–3.5
Best balanced range 3.2–3.5
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 > 1
Best Top-N Top 3
Window 2026-05-31 → 2026-09-28

Study results

2026-09-28 · 120D window

24999 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).

3.0–3.5
OOS median return +0.18%
OOS avg return +0.16%
OOS win rate 52.8%
Plateau score 0.347
Median lift +0.4%
Avg lift +0.33%
Win-rate lift +6.2pp
Fold stability 56%
OOS sample 927
OOS test dates 57
Width 0.5
95% lift LB 0.135
Search span -3.5–6
Minimum sample 20

Best balanced range: 3.2–3.5 · Buy-band step (0.5 Opp): 4.0–4.5 (in-sample diagnostics only)

Baseline avg return +0.04%
Baseline win rate 49.6%
Baseline runup +2.85%
Baseline drawdown -2.63%

Median return curve (reliable Opp span, step 0.1)

-3.1–-3.0 · n=20 · median -0.06% -3.0–-2.9 · n=19 · median -2.62% -2.9–-2.8 · n=22 · median -1.02% -2.8–-2.7 · n=33 · median -0.06% -2.7–-2.6 · n=27 · median +0.15% -2.6–-2.5 · n=33 · median -0.93% -2.5–-2.4 · n=40 · median -0.68% -2.4–-2.3 · n=28 · median -0.54% -2.3–-2.2 · n=38 · median +1.47% -2.2–-2.1 · n=54 · median -0.02% -2.1–-2.0 · n=49 · median -0.09% -2.0–-1.9 · n=73 · median -0.56% -1.9–-1.8 · n=61 · median +0.43% -1.8–-1.7 · n=67 · median +0.1% -1.7–-1.6 · n=73 · median -0.16% -1.6–-1.5 · n=84 · median +0.11% -1.5–-1.4 · n=105 · median +0.33% -1.4–-1.3 · n=103 · median +0.87% -1.3–-1.2 · n=113 · median -0.87% -1.2–-1.1 · n=154 · median -0.26% -1.1–-1.0 · n=173 · median -0.05% -1.0–-0.9 · n=191 · median +0.27% -0.9–-0.8 · n=210 · median -0.08% -0.8–-0.7 · n=238 · median -0.02% -0.7–-0.6 · n=273 · median -0.34% -0.6–-0.5 · n=264 · median -0.23% -0.5–-0.4 · n=343 · median -0.01% -0.4–-0.3 · n=391 · median -0.22% -0.3–-0.2 · n=377 · median -0.04% -0.2–-0.1 · n=450 · median +0.02% -0.1–0.0 · n=509 · median -0.06% 0.0–0.1 · n=587 · median +0.27% 0.1–0.2 · n=583 · median -0.25% 0.2–0.3 · n=638 · median +0.25% 0.3–0.4 · n=740 · median +0.22% 0.4–0.5 · n=748 · median +0.19% 0.5–0.6 · n=762 · median +0.13% 0.6–0.7 · n=814 · median -0.18% 0.7–0.8 · n=752 · median +0.1% 0.8–0.9 · n=787 · median +0.07% 0.9–1.0 · n=778 · median -0.05% 1.0–1.1 · n=768 · median +0.02% 1.1–1.2 · n=783 · median +0.16% 1.2–1.3 · n=702 · median -0.01% 1.3–1.4 · n=661 · median -0.05% 1.4–1.5 · n=633 · median -0.11% 1.5–1.6 · n=585 · median -0.09% 1.6–1.7 · n=618 · median +0.14% 1.7–1.8 · n=552 · median +0.08% 1.8–1.9 · n=559 · median -0.19% 1.9–2.0 · n=467 · median -0.1% 2.0–2.1 · n=452 · median -0.29% 2.1–2.2 · n=429 · median +0.29% 2.2–2.3 · n=430 · median -0.16% 2.3–2.4 · n=400 · median -0.3% 2.4–2.5 · n=368 · median -0.14% 2.5–2.6 · n=370 · median +0.07% 2.6–2.7 · n=347 · median -0.33% 2.7–2.8 · n=344 · median -0.15% 2.8–2.9 · n=329 · median +0.1% 2.9–3.0 · n=303 · median -0.13% 3.0–3.1 · n=287 · median +0.13% 3.1–3.2 · n=208 · median -0.14% 3.2–3.3 · n=226 · median +0.31% 3.3–3.4 · n=178 · median +0.14% 3.4–3.5 · n=183 · median +0.41% 3.5–3.6 · n=171 · median -0.3% 3.6–3.7 · n=125 · median +0.28% 3.7–3.8 · n=146 · median -0.04% 3.8–3.9 · n=128 · median -0.02% 3.9–4.0 · n=125 · median -0.21% 4.0–4.1 · n=125 · median +0.18% 4.1–4.2 · n=99 · median +0.35% 4.2–4.3 · n=85 · median +0.51% 4.3–4.4 · n=87 · median 0% 4.4–4.5 · n=78 · median -0.03% 4.5–4.6 · n=64 · median +0.21% 4.6–4.7 · n=70 · median -0.23% 4.7–4.8 · n=52 · median -1.16% 4.8–4.9 · n=48 · median -0.49% 4.9–5.0 · n=51 · median -0.25% 5.0–5.1 · n=40 · median -0.26% 5.1–5.2 · n=41 · median -0.31% 5.2–5.3 · n=41 · median -0.7% 5.3–5.4 · n=33 · median -0.89% 5.4–5.5 · n=39 · median -1.25% 5.5–5.6 · n=31 · median -1.11% 5.6–5.7 · n=27 · median -0.83% 5.7–5.8 · n=25 · median -2.06% 5.8–5.9 · n=21 · median +0.44% -3.5-3-2-10123456 -2.1%-1%0%+1%+2.1%

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 -3.5–6 · step 0.1 · min sample 20 · Best 0.1 bin: -2.3–-2.2 (+1.47%, n=38) · Best stable plateau: 3.0–3.5 (+0.18%, n=927) · Best balanced range: 3.2–3.5 (+0.28%, n=587) · Buy-band step (0.5 Opp): 4.0–4.5 (+0.32%, n=474)

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 4749 +0.19% -0.07% 48.6% +3.24% -2.82%
0 - 1 7189 +0.12% +0.08% 51.1% +2.91% -2.51%
1 - 2 6328 +0.01% 0.00% 49.8% +2.77% -2.57%
2 - 2.5 2079 -0.16% -0.16% 47.5% +2.54% -2.63%
2.5 - 3 1693 -0.01% -0.09% 48.4% +2.57% -2.42%
3 - 3.5 1082 +0.25% +0.21% 52.8% +2.75% -2.34%
3.5 - 4 695 +0.18% -0.05% 49.1% +2.74% -2.42%
4 - 4.5 474 +0.05% +0.32% 54% +2.35% -2.60%
4.5 - 5 285 -1.10% -0.35% 45.3% +2.30% -3.83%
5+ 425 -1.51% -0.93% 38.8% +2.79% -4.40%

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 5D 24999 -0.02% -6.68% 49.6% -2.63% 24492 -0.02% -6.01% 49.8% -3.49% 23976 -0.06% -7.16% 49.4% -4.18% 23211 -0.09% -7.27% 49.2% -5.00% 20434 -0.08% -6.01% 49.6% -6.90%
< 0 5D 4749 -0.07% -10.88% 48.6% -2.82% 4523 -0.02% -6.01% 49.7% -3.79% 4323 -0.13% -9.68% 48.8% -4.54% 4126 -0.11% -7.77% 49.3% -5.38% 3583 -0.12% -6.51% 49.3% -7.23%
0 - 1 20D 7189 +0.08% +1.72% 51.1% -2.51% 7100 +0.11% +0.54% 51.2% -3.34% 6998 +0.22% +2.92% 51.8% -4.03% 6824 +0.33% +3.32% 52.6% -4.82% 6298 +0.98% +7.35% 55% -6.53%
1 - 2 20D 6328 0.00% -5.00% 49.8% -2.57% 6250 +0.04% -2.98% 50.2% -3.42% 6145 +0.05% -3.20% 50.4% -4.04% 5977 +0.03% -4.24% 50.2% -4.86% 5357 +0.40% +0.04% 52% -6.73%
2 - 2.5 5D 2079 -0.16% -18.44% 47.5% -2.63% 2052 -0.14% -12.06% 48.2% -3.46% 2002 -0.23% -13.28% 47.6% -4.23% 1934 -0.46% -16.59% 46% -5.09% 1600 -0.70% -13.82% 46.1% -7.04%
2.5 - 3 3D 1693 -0.09% -12.56% 48.4% -2.42% 1667 -0.20% -15.08% 47.5% -3.24% 1634 -0.52% -23.72% 44.1% -4.00% 1568 -0.66% -21.63% 43.5% -5.02% 1305 -1.60% -25.16% 41.6% -6.92%
3 - 3.5 3D 1082 +0.21% +12.64% 52.8% -2.34% 1062 +0.05% -2.48% 50.6% -3.04% 1049 -0.20% -12.20% 47.5% -3.69% 1012 -0.66% -21.63% 43.7% -4.52% 815 -1.46% -23.40% 41.1% -6.51%
3.5 - 4 5D 695 -0.05% -9.20% 49.1% -2.42% 681 +0.02% -3.99% 50.4% -3.25% 672 -0.08% -7.88% 49.3% -3.83% 650 -0.66% -21.63% 45.5% -4.55% 521 -1.69% -26.29% 41.7% -6.33%
4 - 4.5 3D 474 +0.32% +21.88% 54% -2.60% 465 -0.12% -11.05% 48.6% -3.32% 464 -0.38% -18.68% 46.6% -3.87% 453 -0.65% -21.38% 43.7% -4.67% 367 -2.74% -39.52% 30% -7.22%
4.5 - 5 7D 285 -0.35% -34.40% 45.3% -3.83% 279 -0.70% -40.28% 44.1% -4.78% 276 -0.15% -10.40% 49.3% -5.20% 265 -0.60% -20.12% 44.2% -5.94% 220 -2.88% -41.29% 33.2% -9.16%
5+ 10D 425 -0.93% -83.12% 38.8% -4.40% 413 -1.06% -58.42% 37.8% -6.05% 413 -1.18% -47.48% 38.3% -6.97% 402 -0.82% -25.66% 43.5% -7.65% 368 -3.71% -51.75% 27.7% -11.68%

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 18266 0.00% -5.00% 50% -2.61% 17873 +0.05% -2.48% 50.5% -3.48% 17466 +0.08% -2.12% 50.6% -4.16% 16927 +0.12% -1.98% 50.9% -4.97% 15238 +0.49% +1.17% 52.6% -6.76%
opp > 1 3D 13049 -0.05% -9.20% 49.1% -2.62% 12857 -0.09% -9.54% 49% -3.47% 12644 -0.17% -11.12% 48.3% -4.14% 12250 -0.33% -13.32% 47.3% -4.98% 10544 -0.70% -13.82% 46.5% -7.00%
opp > 2 5D 6727 -0.10% -13.40% 48.6% -2.67% 6613 -0.16% -13.06% 47.8% -3.52% 6504 -0.34% -17.24% 46.3% -4.23% 6278 -0.61% -20.37% 44.5% -5.09% 5190 -1.70% -26.42% 40.8% -7.29%
opp > 3 3D 2958 -0.06% -10.04% 49.3% -2.84% 2897 -0.15% -12.56% 47.7% -3.73% 2871 -0.30% -15.80% 46.6% -4.37% 2779 -0.66% -21.63% 44.1% -5.14% 2289 -2.31% -34.11% 36.5% -7.67%
opp > 5 10D 424 -0.92% -82.28% 38.9% -4.40% 412 -1.06% -58.42% 37.9% -6.06% 412 -1.21% -48.56% 38.3% -6.97% 401 -0.83% -25.92% 43.6% -7.66% 367 -3.70% -51.62% 27.8% -11.69%

Top-N performance

Filter n Avg return Median return 歷史相似情境上漲比例 Avg runup Avg drawdown
all 24999 +0.04% -0.02% 49.6% +2.85% -2.63%
Top 3 240 +0.45% +0.11% 50.8% +3.16% -2.63%
Top 5 400 +0.06% +0.10% 50.5% +2.88% -2.85%
Top 10 800 +0.04% +0.05% 50.2% +2.88% -2.77%
Top 20 1600 -0.07% +0.03% 50.4% +2.76% -2.88%
Top 50 4000 -0.13% -0.04% 49.4% +2.75% -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 4679 +2.00% 5% -0.07% +1.48% 57.4% 49.3% 18.5% -0.09%
0 - 1 7092 +2.00% 4% +0.08% +2.00% 60.6% 51% 14.4% +0.06%
1 - 2 6239 +2.00% 5% +0.02% +1.21% 56.3% 48.7% 25.9% -0.02%
2 - 2.5 2049 +2.00% 5% -0.08% +0.71% 55.9% 45.3% 16.4% -0.17%
2.5 - 3 1659 +2.00% 5% -0.04% +0.70% 55.9% 44.5% 12.6% -0.12%
3 - 3.5 1055 +2.00% 5% +0.11% +0.82% 57.8% 44.5% 12% +0.19%
3.5 - 4 662 +2.00% 5% -0.18% +0.36% 53.8% 40.6% 17.1% -0.06%
4 - 4.5 438 +2.00% 5% +0.18% +1.04% 60.3% 46.3% 9.6% +0.39%
4.5 - 5 263 +2.00% 5% -0.27% -0.31% 46.8% 31.2% 28.5% -0.43%
5+ 382 +2.00% 5% -0.75% -1.38% 38.7% 27.7% 40.8% -0.96%

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.
+6.50% -5.00% 3705 76 3 - 3.5 +0.56% +0.54% 57.6% 8.9% 10.5% 80.6% 1.14 +0.56% -5.00% +0.54%
+7.00% -5.00% 3705 76 3 - 3.5 +0.56% +0.53% 57.5% 7.3% 10.6% 82.1% 1.14 +0.56% -5.00% +0.54%
+5.50% -5.00% 3705 76 3 - 3.5 +0.55% +0.57% 57.9% 13.7% 10.3% 76% 1.12 +0.55% -5.00% +0.54%
+6.00% -5.00% 3705 76 3 - 3.5 +0.55% +0.56% 57.7% 11% 10.4% 78.6% 1.12 +0.55% -5.00% +0.54%
+6.50% -4.50% 3705 76 3 - 3.5 +0.55% +0.53% 57.4% 8.9% 13.4% 77.8% 1.14 +0.55% -4.50% +0.54%
+7.00% -4.50% 3705 76 3 - 3.5 +0.55% +0.52% 57.3% 7.2% 13.5% 79.3% 1.14 +0.55% -4.50% +0.54%
+7.50% -5.00% 3705 76 3 - 3.5 +0.55% +0.52% 57.3% 5.7% 10.7% 83.5% 1.14 +0.55% -5.00% +0.54%
+5.00% -5.00% 3705 76 3 - 3.5 +0.54% +0.59% 58.1% 16.7% 10.2% 73.1% 1.1 +0.54% -5.00% +0.54%
+6.00% -4.50% 3705 76 3 - 3.5 +0.54% +0.53% 57.5% 10.9% 13.3% 75.8% 1.13 +0.54% -4.50% +0.54%
+6.50% -4.00% 3705 76 3 - 3.5 +0.54% +0.50% 56.9% 8.8% 16.8% 74.4% 1.16 +0.54% -4.00% +0.54%
+7.00% -3.00% 3705 76 3 - 3.5 +0.54% +0.38% 54.7% 6.9% 26.4% 66.7% 1.29 +0.54% -3.00% +0.54%
+7.00% -4.00% 3705 76 3 - 3.5 +0.54% +0.49% 56.8% 7.2% 16.9% 76% 1.16 +0.54% -4.00% +0.54%
+7.50% -3.00% 3705 76 3 - 3.5 +0.54% +0.36% 54.6% 5.5% 26.5% 68% 1.28 +0.54% -3.00% +0.54%
+7.50% -4.00% 3705 76 3 - 3.5 +0.54% +0.48% 56.6% 5.6% 17% 77.3% 1.16 +0.54% -4.00% +0.54%
+7.50% -4.50% 3705 76 3 - 3.5 +0.54% +0.51% 57.1% 5.7% 13.6% 80.7% 1.14 +0.54% -4.50% +0.54%
+8.00% -4.50% 3705 76 3 - 3.5 +0.54% +0.51% 57.1% 4.5% 13.6% 81.9% 1.14 +0.54% -4.50% +0.54%
+8.00% -5.00% 3705 76 3 - 3.5 +0.54% +0.52% 57.3% 4.5% 10.7% 84.7% 1.14 +0.54% -5.00% +0.54%
+8.50% -5.00% 3705 76 3 - 3.5 +0.54% +0.51% 57.2% 3.8% 10.8% 85.4% 1.13 +0.54% -5.00% +0.54%
+9.00% -5.00% 3705 76 3 - 3.5 +0.54% +0.51% 57.2% 3.3% 10.8% 85.9% 1.14 +0.54% -5.00% +0.54%
+4.00% -5.00% 3705 76 3 - 3.5 +0.53% +0.70% 59% 26.4% 10% 63.6% 1.07 +0.53% -5.00% +0.54%
+4.50% -5.00% 3705 76 3 - 3.5 +0.53% +0.63% 58.4% 21.2% 10.2% 68.6% 1.09 +0.53% -5.00% +0.54%
+5.50% -4.00% 3705 76 3 - 3.5 +0.53% +0.53% 57.2% 13.5% 16.6% 69.9% 1.14 +0.53% -4.00% +0.54%
+5.50% -4.50% 3705 76 3 - 3.5 +0.53% +0.56% 57.7% 13.6% 13.2% 73.2% 1.12 +0.53% -4.50% +0.54%
+6.00% -3.00% 3705 76 3 - 3.5 +0.53% +0.39% 54.9% 10.4% 26.2% 63.3% 1.26 +0.53% -3.00% +0.54%
+6.00% -4.00% 3705 76 3 - 3.5 +0.53% +0.51% 57% 10.9% 16.7% 72.4% 1.15 +0.53% -4.00% +0.54%
+6.50% -3.00% 3705 76 3 - 3.5 +0.53% +0.39% 54.8% 8.5% 26.3% 65.2% 1.28 +0.53% -3.00% +0.54%
+6.50% -3.50% 3705 76 3 - 3.5 +0.53% +0.44% 55.9% 8.6% 21.2% 70.1% 1.2 +0.53% -3.50% +0.54%
+7.00% -3.50% 3705 76 3 - 3.5 +0.53% +0.44% 55.8% 7% 21.3% 71.7% 1.21 +0.53% -3.50% +0.54%
+8.00% -3.00% 3705 76 3 - 3.5 +0.53% +0.36% 54.5% 4.3% 26.5% 69.2% 1.28 +0.53% -3.00% +0.54%
+8.00% -4.00% 3705 76 3 - 3.5 +0.53% +0.48% 56.6% 4.5% 17% 78.5% 1.16 +0.53% -4.00% +0.54%
+8.50% -3.00% 3705 76 3 - 3.5 +0.53% +0.36% 54.5% 3.6% 26.5% 69.9% 1.28 +0.53% -3.00% +0.54%
+8.50% -4.00% 3705 76 3 - 3.5 +0.53% +0.47% 56.5% 3.8% 17.1% 79.2% 1.16 +0.53% -4.00% +0.54%
+8.50% -4.50% 3705 76 3 - 3.5 +0.53% +0.50% 57% 3.8% 13.7% 82.6% 1.14 +0.53% -4.50% +0.54%
+9.00% -3.00% 3705 76 3 - 3.5 +0.53% +0.36% 54.5% 3.1% 26.6% 70.4% 1.28 +0.53% -3.00% +0.54%
+9.00% -4.00% 3705 76 3 - 3.5 +0.53% +0.46% 56.5% 3.2% 17.1% 79.7% 1.16 +0.53% -4.00% +0.54%
+9.00% -4.50% 3705 76 3 - 3.5 +0.53% +0.50% 57% 3.2% 13.7% 83.1% 1.14 +0.53% -4.50% +0.54%
+4.50% -4.50% 3705 76 3 - 3.5 +0.52% +0.62% 58.1% 21% 13.1% 65.9% 1.09 +0.52% -4.50% +0.54%
+5.00% -4.00% 3705 76 3 - 3.5 +0.52% +0.54% 57.3% 16.4% 16.5% 67.1% 1.12 +0.52% -4.00% +0.54%
+5.00% -4.50% 3705 76 3 - 3.5 +0.52% +0.57% 57.8% 16.5% 13.1% 70.4% 1.11 +0.52% -4.50% +0.54%
+5.50% -3.00% 3705 76 3 - 3.5 +0.52% +0.41% 55.1% 13.1% 26.1% 60.8% 1.25 +0.52% -3.00% +0.54%
+5.50% -3.50% 3705 76 3 - 3.5 +0.52% +0.46% 56.2% 13.3% 21.1% 65.6% 1.18 +0.52% -3.50% +0.54%
+6.00% -3.50% 3705 76 3 - 3.5 +0.52% +0.45% 56% 10.7% 21.1% 68.2% 1.19 +0.52% -3.50% +0.54%
+7.50% -3.50% 3705 76 3 - 3.5 +0.52% +0.43% 55.6% 5.5% 21.5% 73% 1.2 +0.52% -3.50% +0.54%
+8.00% -3.50% 3705 76 3 - 3.5 +0.52% +0.43% 55.6% 4.3% 21.5% 74.2% 1.2 +0.52% -3.50% +0.54%
+9.00% -3.50% 3705 76 3 - 3.5 +0.52% +0.42% 55.5% 3.1% 21.5% 75.3% 1.2 +0.52% -3.50% +0.54%
+3.50% -5.00% 3705 76 3 - 3.5 +0.51% +0.82% 59.8% 32.5% 9.8% 57.7% 1.02 +0.51% -5.00% +0.54%
+4.00% -4.00% 3705 76 3 - 3.5 +0.51% +0.65% 58.2% 26% 16.2% 57.8% 1.08 +0.51% -4.00% +0.54%
+4.00% -4.50% 3705 76 3 - 3.5 +0.51% +0.68% 58.7% 26.2% 12.8% 60.9% 1.07 +0.51% -4.50% +0.54%
+4.50% -3.00% 3705 76 3 - 3.5 +0.51% +0.45% 55.6% 20.4% 25.9% 53.8% 1.22 +0.51% -3.00% +0.54%
+4.50% -4.00% 3705 76 3 - 3.5 +0.51% +0.58% 57.7% 20.9% 16.5% 62.6% 1.11 +0.51% -4.00% +0.54%
+5.00% -3.00% 3705 76 3 - 3.5 +0.51% +0.43% 55.3% 15.9% 25.9% 58.1% 1.24 +0.51% -3.00% +0.54%
+5.00% -3.50% 3705 76 3 - 3.5 +0.51% +0.49% 56.3% 16.2% 20.9% 62.9% 1.17 +0.51% -3.50% +0.54%
+8.50% -3.50% 3705 76 3 - 3.5 +0.51% +0.42% 55.5% 3.6% 21.5% 74.8% 1.2 +0.51% -3.50% +0.54%
+4.00% -3.00% 3705 76 3 - 3.5 +0.50% +0.51% 56.2% 25.4% 25.5% 49.1% 1.19 +0.50% -3.00% +0.54%
+4.00% -3.50% 3705 76 3 - 3.5 +0.50% +0.59% 57.2% 25.7% 20.5% 53.7% 1.12 +0.50% -3.50% +0.54%
+4.50% -3.50% 3705 76 3 - 3.5 +0.50% +0.52% 56.7% 20.6% 20.8% 58.5% 1.15 +0.50% -3.50% +0.54%
+3.50% -4.50% 3705 76 3 - 3.5 +0.49% +0.79% 59.5% 32.3% 12.7% 55% 1.02 +0.49% -4.50% +0.54%
+3.50% -3.00% 3705 76 3 - 3.5 +0.48% +0.63% 56.9% 31.2% 25.2% 43.7% 1.14 +0.48% -3.00% +0.54%
+3.50% -4.00% 3705 76 3 - 3.5 +0.48% +0.76% 59% 32.1% 16% 51.9% 1.04 +0.48% -4.00% +0.54%
+3.00% -5.00% 3705 76 3 - 3.5 +0.47% +0.99% 61.1% 39.9% 9.6% 50.5% 0.95 +0.47% -5.00% +0.54%
+3.50% -3.50% 3705 76 3 - 3.5 +0.47% +0.70% 58% 31.7% 20.2% 48.1% 1.08 +0.47% -3.50% +0.54%
+3.00% -4.50% 3705 76 3 - 3.5 +0.46% +0.97% 60.8% 39.7% 12.4% 47.9% 0.95 +0.46% -4.50% +0.54%
+3.00% -3.00% 3705 76 3 - 3.5 +0.45% +0.82% 58.2% 38.5% 24.7% 36.9% 1.06 +0.45% -3.00% +0.54%
+3.00% -4.00% 3705 76 3 - 3.5 +0.45% +0.93% 60.3% 39.4% 15.7% 44.9% 0.97 +0.45% -4.00% +0.54%
+3.00% -3.50% 3705 76 3 - 3.5 +0.44% +0.88% 59.3% 39% 19.8% 41.2% 1.01 +0.44% -3.50% +0.54%

Threshold performance

Filter n Avg return Median return 歷史相似情境上漲比例 Avg runup Avg drawdown
all 24999 +0.04% -0.02% 49.6% +2.85% -2.63%
opp > 1 13049 -0.06% -0.05% 49.1% +2.68% -2.62%
opp > 2 6727 -0.13% -0.10% 48.6% +2.60% -2.67%
opp > 3 2958 -0.18% -0.06% 49.3% +2.64% -2.84%
opp > 5 424 -1.50% -0.92% 38.9% +2.80% -4.40%
opp > 7 42 -6.17% -6.45% 11.9% +2.97% -8.52%
opp > 10 2 -3.76% -3.76% 0% +2.74% -5.01%

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 1556 1143 -1.62% 69.3% 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 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.