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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 24951
Trade dates 81
Excluded downtrends 15671
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 -1.4–-1.3
Best bucket 4 - 4.5
Best threshold opp > 3
Best Top-N Top 3
Window 2026-06-03 → 2026-10-01

Study results

2026-10-01 · 120D window

24951 rows with outcomes 1507 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 +0.16%
OOS avg return +0.15%
OOS win rate 52.4%
Plateau score 0.348
Median lift +0.4%
Avg lift +0.34%
Win-rate lift +6.1pp
Fold stability 62%
OOS sample 935
OOS test dates 58
Width 0.5
95% lift LB 0.114
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 0.00%
Baseline win rate 48.7%
Baseline runup +2.80%
Baseline drawdown -2.63%

Median return curve (reliable Opp span, step 0.1)

-3.4–-3.3 · n=20 · median -0.52% -3.3–-3.2 · n=8 · median -0.32% -3.2–-3.1 · n=23 · median +0.43% -3.1–-3.0 · n=28 · median -0.51% -3.0–-2.9 · n=23 · median -1.51% -2.9–-2.8 · n=23 · median -1.62% -2.8–-2.7 · n=39 · median -0.55% -2.7–-2.6 · n=30 · median +0.02% -2.6–-2.5 · n=39 · median -0.23% -2.5–-2.4 · n=42 · median -0.84% -2.4–-2.3 · n=35 · median -0.71% -2.3–-2.2 · n=46 · median +0.05% -2.2–-2.1 · n=62 · median -0.04% -2.1–-2.0 · n=56 · median -0.04% -2.0–-1.9 · n=84 · median -0.92% -1.9–-1.8 · n=69 · median +0.18% -1.8–-1.7 · n=73 · median +0.04% -1.7–-1.6 · n=81 · median -0.29% -1.6–-1.5 · n=91 · median +0.05% -1.5–-1.4 · n=108 · median +0.05% -1.4–-1.3 · n=105 · median +0.64% -1.3–-1.2 · n=121 · median -0.87% -1.2–-1.1 · n=156 · median -0.3% -1.1–-1.0 · n=183 · median -0.27% -1.0–-0.9 · n=188 · median +0.27% -0.9–-0.8 · n=211 · median -0.1% -0.8–-0.7 · n=234 · median -0.16% -0.7–-0.6 · n=277 · median -0.56% -0.6–-0.5 · n=271 · median -0.37% -0.5–-0.4 · n=348 · median -0.09% -0.4–-0.3 · n=399 · median -0.31% -0.3–-0.2 · n=380 · median -0.11% -0.2–-0.1 · n=452 · median +0.01% -0.1–0.0 · n=513 · median -0.12% 0.0–0.1 · n=579 · median +0.21% 0.1–0.2 · n=583 · median -0.33% 0.2–0.3 · n=631 · median +0.18% 0.3–0.4 · n=739 · median +0.17% 0.4–0.5 · n=741 · median +0.13% 0.5–0.6 · n=757 · median +0.05% 0.6–0.7 · n=803 · median -0.2% 0.7–0.8 · n=741 · median +0.05% 0.8–0.9 · n=782 · median +0.05% 0.9–1.0 · n=774 · median -0.08% 1.0–1.1 · n=768 · median 0% 1.1–1.2 · n=778 · median +0.14% 1.2–1.3 · n=702 · median -0.11% 1.3–1.4 · n=651 · median -0.14% 1.4–1.5 · n=634 · median -0.13% 1.5–1.6 · n=581 · median -0.09% 1.6–1.7 · n=610 · median +0.11% 1.7–1.8 · n=547 · median +0.07% 1.8–1.9 · n=557 · median -0.24% 1.9–2.0 · n=461 · median -0.19% 2.0–2.1 · n=450 · median -0.37% 2.1–2.2 · n=421 · median +0.29% 2.2–2.3 · n=429 · median -0.33% 2.3–2.4 · n=395 · median -0.34% 2.4–2.5 · n=364 · median -0.16% 2.5–2.6 · n=374 · median +0.02% 2.6–2.7 · n=346 · median -0.39% 2.7–2.8 · n=340 · median -0.21% 2.8–2.9 · n=331 · median +0.1% 2.9–3.0 · n=304 · median -0.19% 3.0–3.1 · n=286 · median +0.05% 3.1–3.2 · n=200 · median -0.14% 3.2–3.3 · n=223 · median +0.27% 3.3–3.4 · n=178 · median +0.14% 3.4–3.5 · n=184 · median +0.35% 3.5–3.6 · n=163 · median -0.41% 3.6–3.7 · n=121 · median +0.3% 3.7–3.8 · n=146 · median -0.14% 3.8–3.9 · n=126 · median -0.08% 3.9–4.0 · n=122 · median -0.21% 4.0–4.1 · n=127 · median +0.1% 4.1–4.2 · n=97 · median +0.33% 4.2–4.3 · n=79 · median +0.41% 4.3–4.4 · n=87 · median -0.17% 4.4–4.5 · n=80 · median -0.14% 4.5–4.6 · n=63 · median +0.17% 4.6–4.7 · n=64 · median -0.23% 4.7–4.8 · n=51 · median -1.25% 4.8–4.9 · n=46 · median -0.49% 4.9–5.0 · n=45 · median -0.35% 5.0–5.1 · n=42 · median -0.26% 5.1–5.2 · n=38 · median -0.79% 5.2–5.3 · n=36 · median -0.75% 5.3–5.4 · n=30 · median -1.07% 5.4–5.5 · n=39 · median -0.97% 5.5–5.6 · n=29 · median -1.11% 5.6–5.7 · n=26 · median -0.88% 5.7–5.8 · n=23 · median -0.99% -3.5-3-2-10123456 -1.6%-0.8%0%+0.8%+1.6%

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: -1.4–-1.3 (+0.64%, n=105) · Best stable plateau: 3.0–3.5 (+0.16%, n=935) · Best balanced range: 3.2–3.5 (+0.22%, n=585) · Buy-band step (0.5 Opp): 4.0–4.5 (+0.24%, n=470)

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 4937 +0.06% -0.19% 46.8% +3.10% -2.84%
0 - 1 7130 +0.08% +0.03% 50.3% +2.88% -2.52%
1 - 2 6289 -0.02% -0.05% 49.2% +2.75% -2.58%
2 - 2.5 2059 -0.20% -0.19% 46.9% +2.51% -2.65%
2.5 - 3 1695 -0.05% -0.14% 47.7% +2.54% -2.43%
3 - 3.5 1071 +0.23% +0.16% 52.1% +2.66% -2.32%
3.5 - 4 678 +0.14% -0.11% 48.1% +2.65% -2.43%
4 - 4.5 470 +0.03% +0.24% 52.8% +2.28% -2.58%
4.5 - 5 269 -1.08% -0.50% 43.5% +2.24% -3.77%
5+ 353 -1.06% -0.85% 39.9% +2.35% -3.91%

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 24951 -0.08% -11.72% 48.7% -2.63% 24454 -0.09% -9.54% 48.9% -3.48% 23963 -0.15% -10.40% 48.5% -4.15% 23189 -0.27% -11.80% 47.9% -4.99% 20492 -0.37% -9.66% 48.1% -6.92%
< 0 20D 4937 -0.19% -20.96% 46.8% -2.84% 4695 -0.20% -15.08% 47.7% -3.80% 4457 -0.34% -17.24% 47% -4.54% 4147 -0.41% -15.33% 47.5% -5.43% 3559 -0.44% -10.54% 47.7% -7.39%
0 - 1 20D 7130 +0.03% -2.48% 50.3% -2.52% 7050 +0.05% -2.48% 50.5% -3.36% 6979 +0.11% -1.04% 50.9% -4.06% 6823 +0.16% -0.97% 51.3% -4.85% 6255 +0.77% +4.70% 54% -6.58%
1 - 2 20D 6289 -0.05% -9.20% 49.2% -2.58% 6205 -0.06% -8.02% 49.4% -3.43% 6133 -0.06% -7.16% 49.5% -4.06% 5985 -0.13% -8.28% 48.8% -4.89% 5374 +0.12% -3.49% 50.6% -6.80%
2 - 2.5 5D 2059 -0.19% -20.96% 46.9% -2.65% 2029 -0.20% -15.08% 47.4% -3.47% 2004 -0.33% -16.88% 46.8% -4.23% 1942 -0.61% -20.37% 44.8% -5.09% 1640 -1.15% -19.49% 44% -7.03%
2.5 - 3 5D 1695 -0.14% -16.76% 47.7% -2.43% 1673 -0.22% -16.09% 47.3% -3.23% 1645 -0.62% -27.32% 43.2% -3.99% 1600 -0.85% -26.42% 42.6% -5.00% 1359 -1.93% -29.32% 39.4% -6.97%
3 - 3.5 3D 1071 +0.16% +8.44% 52.1% -2.32% 1058 0.00% -5.00% 49.9% -2.98% 1043 -0.25% -14.00% 47.1% -3.63% 1022 -0.77% -24.40% 42.2% -4.50% 862 -1.94% -29.44% 38.9% -6.45%
3.5 - 4 5D 678 -0.11% -14.24% 48.1% -2.43% 667 -0.03% -6.51% 49.5% -3.23% 651 -0.19% -11.84% 48.2% -3.79% 639 -0.90% -27.68% 43.2% -4.49% 543 -2.27% -33.60% 38.1% -6.55%
4 - 4.5 3D 470 +0.24% +15.16% 52.8% -2.58% 463 -0.12% -11.05% 48.2% -3.26% 456 -0.43% -20.48% 46.1% -3.82% 450 -0.73% -23.40% 42.2% -4.62% 388 -3.11% -44.19% 27.8% -7.33%
4.5 - 5 7D 269 -0.50% -47.00% 43.5% -3.77% 266 -0.73% -41.79% 43.6% -4.63% 261 -0.19% -11.84% 47.9% -5.02% 254 -0.64% -21.13% 42.9% -5.68% 217 -3.14% -44.56% 31.8% -8.73%
5+ 10D 353 -0.85% -76.40% 39.9% -3.91% 348 -0.72% -41.29% 41.4% -4.93% 334 -0.32% -16.52% 44.6% -5.34% 327 -0.40% -15.08% 46.8% -5.96% 295 -3.02% -43.05% 28.8% -9.58%

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 18356 -0.06% -10.04% 49% -2.63% 17950 -0.06% -8.02% 49.4% -3.50% 17569 -0.06% -7.16% 49.4% -4.18% 16955 -0.05% -6.26% 49.5% -5.00% 15188 +0.26% -1.72% 51.3% -6.85%
opp > 1 5D 12872 -0.10% -13.40% 48.5% -2.61% 12697 -0.12% -11.05% 48.5% -3.42% 12515 -0.22% -12.92% 47.7% -4.07% 12208 -0.47% -16.84% 46.1% -4.92% 10668 -1.07% -18.48% 44.8% -6.95%
opp > 2 5D 6589 -0.14% -16.76% 48% -2.63% 6498 -0.18% -14.07% 47.6% -3.42% 6388 -0.37% -18.32% 45.9% -4.09% 6228 -0.72% -23.14% 43.5% -4.94% 5298 -1.99% -30.07% 38.9% -7.10%
opp > 3 3D 2838 -0.08% -11.72% 48.9% -2.73% 2799 -0.15% -12.56% 47.8% -3.49% 2742 -0.28% -15.08% 46.9% -4.04% 2689 -0.73% -23.40% 43% -4.80% 2303 -2.50% -36.50% 34.9% -7.23%
opp > 5 10D 352 -0.84% -75.56% 40.1% -3.92% 347 -0.70% -40.28% 41.5% -4.93% 333 -0.32% -16.52% 44.7% -5.34% 326 -0.41% -15.33% 46.9% -5.97% 294 -2.99% -42.67% 28.9% -9.59%

Top-N performance

Filter n Avg return Median return 歷史相似情境上漲比例 Avg runup Avg drawdown
all 24951 0.00% -0.08% 48.7% +2.80% -2.63%
Top 3 243 +0.32% +0.10% 50.6% +2.94% -2.65%
Top 5 405 +0.02% +0.04% 50.1% +2.72% -2.83%
Top 10 810 +0.07% +0.01% 50% +2.78% -2.70%
Top 20 1620 +0.02% +0.02% 50.1% +2.68% -2.76%
Top 50 4050 -0.10% -0.08% 49% +2.67% -2.84%

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 4859 +2.00% 5% -0.15% +0.63% 54.5% 46.3% 20.5% -0.21%
0 - 1 6969 +2.00% 4% +0.04% +1.84% 59.2% 49.8% 16.4% +0.01%
1 - 2 6213 +2.00% 2% -0.01% +0.22% 51.5% 44.7% 34.8% -0.06%
2 - 2.5 2033 +2.00% 5% -0.11% +0.74% 56.4% 45.9% 15.2% -0.19%
2.5 - 3 1671 +2.00% 5% -0.03% +0.78% 56.7% 45.1% 10.9% -0.14%
3 - 3.5 1050 +2.00% 5% +0.10% +0.90% 58.6% 46.2% 11.6% +0.15%
3.5 - 4 652 +2.00% 5% -0.22% +0.31% 53.2% 40.2% 14.7% -0.02%
4 - 4.5 448 +2.00% 5% +0.16% +0.53% 56.5% 43.5% 13.4% +0.36%
4.5 - 5 245 +2.00% 5% +0.04% +0.06% 51.4% 35.1% 23.7% -0.24%
5+ 320 +2.00% 5% -0.10% -0.75% 45.9% 35.6% 32.2% -0.47%

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.
+6.00% -5.00% 3557 77 3 - 3.5 +0.49% +0.48% 57% 10.7% 10.6% 78.7% 1.11 +0.49% -5.00% +0.47%
+6.50% -5.00% 3557 77 3 - 3.5 +0.49% +0.46% 56.8% 8.7% 10.7% 80.6% 1.12 +0.49% -5.00% +0.47%
+7.00% -5.00% 3557 77 3 - 3.5 +0.49% +0.46% 56.7% 7.1% 10.8% 82.1% 1.12 +0.49% -5.00% +0.47%
+7.50% -5.00% 3557 77 3 - 3.5 +0.49% +0.45% 56.6% 5.7% 11% 83.4% 1.12 +0.49% -5.00% +0.47%
+5.50% -5.00% 3557 77 3 - 3.5 +0.48% +0.50% 57.2% 13.3% 10.5% 76.2% 1.1 +0.48% -5.00% +0.47%
+6.00% -4.50% 3557 77 3 - 3.5 +0.48% +0.46% 56.7% 10.6% 13.6% 75.8% 1.12 +0.48% -4.50% +0.47%
+6.50% -4.50% 3557 77 3 - 3.5 +0.48% +0.45% 56.6% 8.6% 13.6% 77.8% 1.12 +0.48% -4.50% +0.47%
+7.00% -4.00% 3557 77 3 - 3.5 +0.48% +0.42% 55.9% 7% 17.3% 75.7% 1.14 +0.48% -4.00% +0.47%
+7.00% -4.50% 3557 77 3 - 3.5 +0.48% +0.44% 56.5% 7.1% 13.7% 79.2% 1.13 +0.48% -4.50% +0.47%
+7.50% -4.50% 3557 77 3 - 3.5 +0.48% +0.44% 56.3% 5.7% 13.9% 80.5% 1.13 +0.48% -4.50% +0.47%
+8.00% -5.00% 3557 77 3 - 3.5 +0.48% +0.45% 56.5% 4.4% 11% 84.6% 1.12 +0.48% -5.00% +0.47%
+8.50% -5.00% 3557 77 3 - 3.5 +0.48% +0.44% 56.5% 3.6% 11% 85.4% 1.12 +0.48% -5.00% +0.47%
+9.00% -5.00% 3557 77 3 - 3.5 +0.48% +0.44% 56.5% 3.1% 11% 85.9% 1.11 +0.48% -5.00% +0.47%
+5.00% -5.00% 3557 77 3 - 3.5 +0.47% +0.51% 57.4% 15.9% 10.4% 73.6% 1.09 +0.47% -5.00% +0.47%
+5.50% -4.50% 3557 77 3 - 3.5 +0.47% +0.48% 56.9% 13.2% 13.5% 73.4% 1.1 +0.47% -4.50% +0.47%
+6.00% -4.00% 3557 77 3 - 3.5 +0.47% +0.44% 56.2% 10.5% 17.1% 72.3% 1.13 +0.47% -4.00% +0.47%
+6.50% -4.00% 3557 77 3 - 3.5 +0.47% +0.43% 56.1% 8.5% 17.2% 74.3% 1.14 +0.47% -4.00% +0.47%
+7.00% -3.00% 3557 77 3 - 3.5 +0.47% +0.26% 53.7% 6.7% 27.1% 66.2% 1.26 +0.47% -3.00% +0.47%
+7.50% -3.00% 3557 77 3 - 3.5 +0.47% +0.26% 53.6% 5.4% 27.2% 67.4% 1.26 +0.47% -3.00% +0.47%
+7.50% -4.00% 3557 77 3 - 3.5 +0.47% +0.41% 55.8% 5.6% 17.5% 76.9% 1.15 +0.47% -4.00% +0.47%
+8.00% -4.00% 3557 77 3 - 3.5 +0.47% +0.41% 55.8% 4.4% 17.5% 78.2% 1.15 +0.47% -4.00% +0.47%
+8.00% -4.50% 3557 77 3 - 3.5 +0.47% +0.44% 56.3% 4.4% 13.9% 81.7% 1.12 +0.47% -4.50% +0.47%
+8.50% -4.50% 3557 77 3 - 3.5 +0.47% +0.43% 56.2% 3.6% 13.9% 82.5% 1.12 +0.47% -4.50% +0.47%
+9.00% -4.50% 3557 77 3 - 3.5 +0.47% +0.43% 56.2% 3.1% 14% 83% 1.12 +0.47% -4.50% +0.47%
+4.00% -5.00% 3557 77 3 - 3.5 +0.46% +0.60% 58.2% 24.8% 10.2% 65% 1.04 +0.46% -5.00% +0.47%
+4.50% -5.00% 3557 77 3 - 3.5 +0.46% +0.54% 57.7% 20% 10.4% 69.6% 1.07 +0.46% -5.00% +0.47%
+5.00% -4.50% 3557 77 3 - 3.5 +0.46% +0.50% 57% 15.8% 13.4% 70.9% 1.09 +0.46% -4.50% +0.47%
+5.50% -4.00% 3557 77 3 - 3.5 +0.46% +0.45% 56.4% 13.1% 17.1% 69.9% 1.12 +0.46% -4.00% +0.47%
+6.50% -3.00% 3557 77 3 - 3.5 +0.46% +0.27% 53.8% 8.2% 27% 64.8% 1.25 +0.46% -3.00% +0.47%
+6.50% -3.50% 3557 77 3 - 3.5 +0.46% +0.36% 55% 8.3% 21.8% 69.9% 1.18 +0.46% -3.50% +0.47%
+7.00% -3.50% 3557 77 3 - 3.5 +0.46% +0.36% 54.9% 6.8% 21.9% 71.3% 1.19 +0.46% -3.50% +0.47%
+7.50% -3.50% 3557 77 3 - 3.5 +0.46% +0.35% 54.7% 5.4% 22% 72.6% 1.19 +0.46% -3.50% +0.47%
+8.00% -3.00% 3557 77 3 - 3.5 +0.46% +0.26% 53.6% 4.2% 27.2% 68.6% 1.26 +0.46% -3.00% +0.47%
+8.50% -4.00% 3557 77 3 - 3.5 +0.46% +0.40% 55.7% 3.5% 17.5% 78.9% 1.14 +0.46% -4.00% +0.47%
+9.00% -3.00% 3557 77 3 - 3.5 +0.46% +0.25% 53.5% 2.9% 27.3% 69.8% 1.26 +0.46% -3.00% +0.47%
+9.00% -4.00% 3557 77 3 - 3.5 +0.46% +0.40% 55.7% 3% 17.6% 79.4% 1.15 +0.46% -4.00% +0.47%
+4.50% -4.50% 3557 77 3 - 3.5 +0.45% +0.52% 57.3% 19.8% 13.3% 66.8% 1.07 +0.45% -4.50% +0.47%
+5.00% -4.00% 3557 77 3 - 3.5 +0.45% +0.46% 56.5% 15.7% 17% 67.4% 1.1 +0.45% -4.00% +0.47%
+5.50% -3.00% 3557 77 3 - 3.5 +0.45% +0.30% 54.1% 12.6% 26.8% 60.6% 1.23 +0.45% -3.00% +0.47%
+6.00% -3.00% 3557 77 3 - 3.5 +0.45% +0.28% 53.9% 10.1% 26.9% 63% 1.24 +0.45% -3.00% +0.47%
+6.00% -3.50% 3557 77 3 - 3.5 +0.45% +0.37% 55.1% 10.3% 21.7% 68% 1.17 +0.45% -3.50% +0.47%
+8.00% -3.50% 3557 77 3 - 3.5 +0.45% +0.35% 54.7% 4.2% 22% 73.8% 1.19 +0.45% -3.50% +0.47%
+8.50% -3.00% 3557 77 3 - 3.5 +0.45% +0.25% 53.5% 3.4% 27.3% 69.4% 1.26 +0.45% -3.00% +0.47%
+8.50% -3.50% 3557 77 3 - 3.5 +0.45% +0.34% 54.7% 3.4% 22.1% 74.5% 1.18 +0.45% -3.50% +0.47%
+9.00% -3.50% 3557 77 3 - 3.5 +0.45% +0.33% 54.6% 3% 22.1% 75% 1.18 +0.45% -3.50% +0.47%
+4.00% -4.50% 3557 77 3 - 3.5 +0.44% +0.57% 57.9% 24.6% 13.1% 62.3% 1.05 +0.44% -4.50% +0.47%
+4.50% -4.00% 3557 77 3 - 3.5 +0.44% +0.49% 56.8% 19.7% 16.9% 63.4% 1.09 +0.44% -4.00% +0.47%
+5.00% -3.00% 3557 77 3 - 3.5 +0.44% +0.32% 54.3% 15.1% 26.7% 58.2% 1.21 +0.44% -3.00% +0.47%
+5.50% -3.50% 3557 77 3 - 3.5 +0.44% +0.40% 55.3% 12.8% 21.6% 65.6% 1.16 +0.44% -3.50% +0.47%
+3.50% -5.00% 3557 77 3 - 3.5 +0.43% +0.70% 58.9% 30.7% 10.1% 59.3% 1 +0.43% -5.00% +0.47%
+4.00% -4.00% 3557 77 3 - 3.5 +0.43% +0.54% 57.4% 24.4% 16.6% 59% 1.06 +0.43% -4.00% +0.47%
+4.50% -3.00% 3557 77 3 - 3.5 +0.43% +0.36% 54.5% 19.1% 26.6% 54.3% 1.19 +0.43% -3.00% +0.47%
+5.00% -3.50% 3557 77 3 - 3.5 +0.43% +0.41% 55.4% 15.4% 21.5% 63.1% 1.14 +0.43% -3.50% +0.47%
+3.50% -4.50% 3557 77 3 - 3.5 +0.42% +0.67% 58.6% 30.4% 13% 56.6% 1 +0.42% -4.50% +0.47%
+4.00% -3.00% 3557 77 3 - 3.5 +0.42% +0.41% 55.1% 23.6% 26.3% 50.1% 1.17 +0.42% -3.00% +0.47%
+4.50% -3.50% 3557 77 3 - 3.5 +0.42% +0.43% 55.7% 19.4% 21.4% 59.2% 1.13 +0.42% -3.50% +0.47%
+3.50% -4.00% 3557 77 3 - 3.5 +0.41% +0.64% 58.1% 30.2% 16.5% 53.3% 1.02 +0.41% -4.00% +0.47%
+4.00% -3.50% 3557 77 3 - 3.5 +0.41% +0.48% 56.3% 24% 21.1% 54.9% 1.1 +0.41% -3.50% +0.47%
+3.00% -5.00% 3557 77 3 - 3.5 +0.40% +0.87% 60.2% 37.8% 9.8% 52.3% 0.93 +0.40% -5.00% +0.47%
+3.50% -3.00% 3557 77 3 - 3.5 +0.39% +0.49% 55.8% 29.2% 25.9% 44.8% 1.11 +0.39% -3.00% +0.47%
+3.50% -3.50% 3557 77 3 - 3.5 +0.39% +0.57% 57% 29.7% 20.8% 49.5% 1.06 +0.39% -3.50% +0.47%
+3.00% -4.00% 3557 77 3 - 3.5 +0.38% +0.80% 59.3% 37.3% 16.1% 46.6% 0.95 +0.38% -4.00% +0.47%
+3.00% -4.50% 3557 77 3 - 3.5 +0.38% +0.84% 59.9% 37.6% 12.7% 49.7% 0.93 +0.38% -4.50% +0.47%
+3.00% -3.00% 3557 77 3 - 3.5 +0.37% +0.65% 57% 36.2% 25.4% 38.3% 1.04 +0.37% -3.00% +0.47%
+3.00% -3.50% 3557 77 3 - 3.5 +0.36% +0.74% 58.2% 36.8% 20.4% 42.8% 0.99 +0.36% -3.50% +0.47%

Threshold performance

Filter n Avg return Median return 歷史相似情境上漲比例 Avg runup Avg drawdown
all 24951 0.00% -0.08% 48.7% +2.80% -2.63%
opp > 1 12872 -0.07% -0.10% 48.5% +2.63% -2.61%
opp > 2 6589 -0.12% -0.14% 48% +2.52% -2.63%
opp > 3 2838 -0.11% -0.08% 48.9% +2.51% -2.73%
opp > 5 352 -1.05% -0.84% 40.1% +2.36% -3.92%
opp > 7 3 +3.25% +0.69% 66.7% +5.34% -1.03%
opp > 10 0 n/a n/a n/a n/a n/a

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 ≥20 日 · Opp 自峰值跌 ≥2 · 現值 ≤3 · 連續 3 日
Train dates 51
Test dates 22
Candidates 240

已選門檻：最少持有 20 交易日 · 峰值跌 ≥ 2 · 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 ≥20 日 · Opp 自峰值跌 ≥2 · 現值 ≤3 · 連續 3 日 1289 516 -0.92% 71.9% 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 0.283 -0.08% +130.51% +180.59% +81.80%
2026-09-28 US.CTVA Materials -3.171 -1.61% -83.83% +1.36% -84.77%
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%

Opp score study is observational and uses archived projection rows only. It helps evaluate ranking filters, not predict or recommend trades.