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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.

Rows with outcomes 24785
Trade dates 81
Excluded downtrends 15836
Best stable plateau n/a
Best balanced range 3.2–3.5
Best 0.5 range 3.2–3.7
Best 0.1 bin 3.2–3.3
Best bucket 4 - 4.5
Best threshold opp > 3
Best Top-N Top 3
Window 2026-06-04 → 2026-10-02

Study results

2026-10-02 · 120D window

24785 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 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.

Fold consensus below threshold; no stable plateau.

Best balanced range: 3.2–3.5 · Best 0.5 range: 3.2–3.7 (in-sample diagnostics only)

Baseline avg return +0.01%
Baseline win rate 48.7%
Baseline runup +2.79%
Baseline drawdown -2.63%

Median return curve (reliable Opp span, step 0.1)

-3.2–-3.1 · n=25 · median -0.51% -3.1–-3.0 · n=30 · median -0.3% -3.0–-2.9 · n=27 · median -0.36% -2.9–-2.8 · n=27 · median -1.62% -2.8–-2.7 · n=35 · median -0.31% -2.7–-2.6 · n=29 · median -1.07% -2.6–-2.5 · n=37 · median +0.05% -2.5–-2.4 · n=43 · median -0.99% -2.4–-2.3 · n=48 · median -0.17% -2.3–-2.2 · n=41 · median -0.15% -2.2–-2.1 · n=61 · median -0.32% -2.1–-2.0 · n=62 · median -0.04% -2.0–-1.9 · n=86 · median -0.61% -1.9–-1.8 · n=73 · median +0.32% -1.8–-1.7 · n=71 · median +0.02% -1.7–-1.6 · n=82 · median -0.16% -1.6–-1.5 · n=89 · median +0.16% -1.5–-1.4 · n=101 · median -0.25% -1.4–-1.3 · n=103 · median +0.13% -1.3–-1.2 · n=124 · median -0.84% -1.2–-1.1 · n=148 · median -0.15% -1.1–-1.0 · n=200 · median -0.24% -1.0–-0.9 · n=194 · median +0.26% -0.9–-0.8 · n=216 · median -0.13% -0.8–-0.7 · n=232 · median -0.18% -0.7–-0.6 · n=270 · median -0.39% -0.6–-0.5 · n=276 · median -0.5% -0.5–-0.4 · n=332 · median 0% -0.4–-0.3 · n=400 · median -0.42% -0.3–-0.2 · n=387 · median +0.07% -0.2–-0.1 · n=451 · median -0.05% -0.1–0.0 · n=502 · median -0.14% 0.0–0.1 · n=570 · median +0.11% 0.1–0.2 · n=556 · median -0.26% 0.2–0.3 · n=630 · median +0.13% 0.3–0.4 · n=732 · median +0.21% 0.4–0.5 · n=723 · median +0.04% 0.5–0.6 · n=732 · median +0.12% 0.6–0.7 · n=773 · median -0.2% 0.7–0.8 · n=754 · median -0.04% 0.8–0.9 · n=772 · median +0.1% 0.9–1.0 · n=748 · median -0.12% 1.0–1.1 · n=771 · median -0.01% 1.1–1.2 · n=744 · median +0.15% 1.2–1.3 · n=733 · median -0.18% 1.3–1.4 · n=626 · median -0.11% 1.4–1.5 · n=625 · median -0.13% 1.5–1.6 · n=604 · median +0.01% 1.6–1.7 · n=592 · median +0.04% 1.7–1.8 · n=559 · median +0.08% 1.8–1.9 · n=557 · median -0.25% 1.9–2.0 · n=459 · median -0.36% 2.0–2.1 · n=438 · median -0.33% 2.1–2.2 · n=432 · median +0.18% 2.2–2.3 · n=418 · median -0.27% 2.3–2.4 · n=415 · median -0.34% 2.4–2.5 · n=361 · median -0.31% 2.5–2.6 · n=384 · median -0.02% 2.6–2.7 · n=329 · median -0.1% 2.7–2.8 · n=368 · median -0.03% 2.8–2.9 · n=329 · median +0.09% 2.9–3.0 · n=294 · median -0.04% 3.0–3.1 · n=284 · median 0% 3.1–3.2 · n=207 · median -0.07% 3.2–3.3 · n=236 · median +0.41% 3.3–3.4 · n=182 · median 0% 3.4–3.5 · n=175 · median +0.26% 3.5–3.6 · n=160 · median -0.13% 3.6–3.7 · n=127 · median +0.26% 3.7–3.8 · n=141 · median -0.11% 3.8–3.9 · n=122 · median +0.01% 3.9–4.0 · n=129 · median -0.17% 4.0–4.1 · n=119 · median +0.34% 4.1–4.2 · n=84 · median +0.12% 4.2–4.3 · n=86 · median +0.27% 4.3–4.4 · n=88 · median -0.21% 4.4–4.5 · n=76 · median -0.03% 4.5–4.6 · n=62 · median -0.11% 4.6–4.7 · n=59 · median -0.25% 4.7–4.8 · n=51 · median -0.97% 4.8–4.9 · n=54 · median -0.04% 4.9–5.0 · n=45 · median -0.7% 5.0–5.1 · n=42 · median +0.2% 5.1–5.2 · n=35 · median -0.37% 5.2–5.3 · n=26 · median -0.41% 5.3–5.4 · n=32 · median -0.93% 5.4–5.5 · n=31 · median +0.18% 5.5–5.6 · n=27 · median -0.22% 5.6–5.7 · n=20 · median -0.93% -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: 3.2–3.3 (+0.41%, n=236) · Best balanced range: 3.2–3.5 (+0.18%, n=593) · Best 0.5 range: 3.2–3.7 (+0.15%, n=880)

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 4952 +0.05% -0.20% 46.7% +3.08% -2.88%
0 - 1 6990 +0.07% +0.02% 50.2% +2.86% -2.55%
1 - 2 6270 -0.02% -0.06% 48.9% +2.75% -2.60%
2 - 2.5 2064 -0.23% -0.22% 46.1% +2.47% -2.65%
2.5 - 3 1704 0.00% -0.04% 49.1% +2.58% -2.44%
3 - 3.5 1084 +0.24% +0.09% 51.4% +2.66% -2.30%
3.5 - 4 679 +0.23% -0.05% 49.2% +2.67% -2.34%
4 - 4.5 453 +0.08% +0.10% 51.9% +2.35% -2.54%
4.5 - 5 271 -1.01% -0.30% 46.1% +2.09% -3.55%
5+ 318 -0.28% -0.29% 45.9% +2.65% -3.24%

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 5D 24785 -0.08% -11.72% 48.7% -2.63% 24321 -0.11% -10.54% 48.7% -3.48% 23826 -0.19% -11.84% 48.1% -4.16% 23058 -0.32% -13.06% 47.5% -4.99% 20385 -0.50% -11.30% 47.4% -6.94%
< 0 20D 4952 -0.20% -21.80% 46.7% -2.88% 4740 -0.26% -18.10% 47.1% -3.85% 4489 -0.42% -20.12% 46.4% -4.59% 4160 -0.49% -17.35% 46.9% -5.47% 3516 -0.56% -12.06% 47% -7.48%
0 - 1 20D 6990 +0.02% -3.32% 50.2% -2.55% 6917 +0.02% -3.99% 50.2% -3.39% 6843 +0.06% -2.84% 50.4% -4.09% 6698 +0.09% -2.73% 50.7% -4.88% 6153 +0.54% +1.80% 53% -6.66%
1 - 2 20D 6270 -0.06% -10.04% 48.9% -2.60% 6180 -0.10% -10.04% 49.1% -3.45% 6104 -0.13% -9.68% 49% -4.08% 5973 -0.16% -9.03% 48.7% -4.91% 5396 +0.04% -4.50% 50.2% -6.83%
2 - 2.5 5D 2064 -0.22% -23.48% 46.1% -2.65% 2037 -0.22% -16.09% 47.1% -3.48% 2010 -0.37% -18.32% 46.3% -4.24% 1964 -0.67% -21.88% 44.5% -5.08% 1672 -1.41% -22.77% 42.9% -7.10%
2.5 - 3 3D 1704 -0.04% -8.36% 49.1% -2.44% 1682 -0.23% -16.59% 47.4% -3.25% 1656 -0.66% -28.76% 42.9% -4.00% 1614 -0.90% -27.68% 42.4% -5.02% 1379 -1.98% -29.95% 38.5% -7.01%
3 - 3.5 3D 1084 +0.09% +2.56% 51.4% -2.30% 1069 0.00% -5.00% 50% -2.97% 1062 -0.16% -10.76% 47.8% -3.62% 1038 -0.76% -24.15% 42.4% -4.52% 886 -1.97% -29.82% 39.2% -6.55%
3.5 - 4 5D 679 -0.05% -9.20% 49.2% -2.34% 669 -0.03% -6.51% 49.6% -3.12% 661 -0.19% -11.84% 47.8% -3.64% 638 -0.90% -27.68% 42.6% -4.35% 541 -2.35% -34.61% 36.4% -6.42%
4 - 4.5 3D 453 +0.10% +3.40% 51.9% -2.54% 444 -0.16% -13.06% 48.2% -3.18% 434 -0.46% -21.56% 46.1% -3.80% 425 -0.73% -23.40% 41.6% -4.56% 366 -2.89% -41.41% 29% -7.31%
4.5 - 5 7D 271 -0.30% -30.20% 46.1% -3.55% 270 -0.58% -34.23% 43.7% -4.25% 265 -0.16% -10.76% 48.3% -4.63% 258 -0.50% -17.60% 44.2% -5.28% 220 -2.88% -41.29% 31.4% -8.10%
5+ 10D 318 -0.29% -29.36% 45.9% -3.24% 313 -0.18% -14.07% 47.6% -3.85% 302 -0.06% -7.16% 48.7% -4.22% 290 +0.02% -4.50% 50.3% -4.87% 256 -2.73% -39.40% 30.5% -8.21%

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 18212 -0.08% -11.72% 48.8% -2.66% 17837 -0.09% -9.54% 49% -3.53% 17436 -0.12% -9.32% 48.9% -4.22% 16831 -0.11% -7.77% 49.1% -5.04% 15065 +0.12% -3.49% 50.6% -6.91%
opp > 1 5D 12827 -0.09% -12.56% 48.7% -2.58% 12648 -0.12% -11.05% 48.5% -3.39% 12478 -0.24% -13.64% 47.4% -4.04% 12184 -0.48% -17.10% 46% -4.88% 10703 -1.12% -19.11% 44.4% -6.93%
opp > 2 5D 6571 -0.10% -13.40% 48.5% -2.56% 6482 -0.16% -13.06% 47.9% -3.33% 6388 -0.36% -17.96% 46% -4.00% 6225 -0.72% -23.14% 43.5% -4.86% 5318 -2.03% -30.58% 38.4% -7.03%
opp > 3 3D 2801 -0.02% -6.68% 49.7% -2.58% 2761 -0.09% -9.54% 48.6% -3.27% 2720 -0.18% -11.48% 47.7% -3.82% 2645 -0.70% -22.64% 43.3% -4.60% 2266 -2.43% -35.62% 35.1% -6.98%
opp > 5 10D 318 -0.29% -29.36% 45.9% -3.24% 313 -0.18% -14.07% 47.6% -3.85% 302 -0.06% -7.16% 48.7% -4.22% 290 +0.02% -4.50% 50.3% -4.87% 256 -2.73% -39.40% 30.5% -8.21%

Top-N performance

Filter n Avg return Median return 歷史相似情境上漲比例 Avg runup Avg drawdown
all 24785 +0.01% -0.08% 48.7% +2.79% -2.63%
Top 3 243 +0.45% +0.18% 51.9% +2.99% -2.54%
Top 5 405 +0.24% +0.12% 51.9% +2.81% -2.63%
Top 10 810 +0.22% +0.13% 51.9% +2.85% -2.59%
Top 20 1620 +0.06% +0.04% 50.5% +2.67% -2.69%
Top 50 4050 +0.03% 0.00% 50% +2.72% -2.73%

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 4873 +2.00% 5% -0.17% +0.58% 54.4% 45.9% 18.8% -0.22%
0 - 1 6827 +2.00% 4% +0.03% +2.00% 59.6% 50.8% 15.6% -0.02%
1 - 2 6187 +2.00% 2% -0.02% +0.53% 53.3% 46.1% 31% -0.08%
2 - 2.5 2031 +2.00% 5% -0.12% +0.72% 56.1% 45.4% 14.6% -0.23%
2.5 - 3 1683 +2.00% 5% -0.02% +0.80% 57.2% 45.4% 11.8% -0.04%
3 - 3.5 1064 +2.00% 5% +0.12% +0.91% 58.6% 46.4% 10.4% +0.07%
3.5 - 4 655 +2.00% 5% -0.15% +0.34% 53.3% 39.7% 16.8% -0.02%
4 - 4.5 426 +2.00% 5% +0.06% +0.48% 55.4% 41.5% 13.8% +0.32%
4.5 - 5 251 +2.00% 5% -0.07% +0.06% 51% 34.3% 19.5% -0.14%
5+ 296 +2.00% 5% +0.07% +0.18% 51.4% 39.9% 22.6% -0.06%

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% 2494 75 3 - 3.5 +0.38% +0.29% 54.6% 7% 11.3% 81.8% 1.12 +0.38% -5.00% +0.29%
+6.00% -5.00% 2494 75 3 - 3.5 +0.37% +0.30% 54.9% 10.3% 11.1% 78.6% 1.1 +0.37% -5.00% +0.29%
+6.50% -5.00% 2494 75 3 - 3.5 +0.37% +0.29% 54.7% 8.5% 11.2% 80.3% 1.11 +0.37% -5.00% +0.29%
+7.00% -3.00% 2494 75 3 - 3.5 +0.37% +0.12% 51.9% 6.5% 27.5% 66% 1.25 +0.37% -3.00% +0.29%
+7.00% -4.50% 2494 75 3 - 3.5 +0.37% +0.27% 54.3% 6.9% 14.1% 78.9% 1.12 +0.37% -4.50% +0.29%
+5.50% -5.00% 2494 75 3 - 3.5 +0.36% +0.31% 55% 12.6% 10.9% 76.5% 1.09 +0.36% -5.00% +0.29%
+6.00% -3.00% 2494 75 3 - 3.5 +0.36% +0.13% 52.1% 9.7% 27.3% 62.9% 1.24 +0.36% -3.00% +0.29%
+6.00% -4.50% 2494 75 3 - 3.5 +0.36% +0.29% 54.5% 10.3% 14% 75.8% 1.11 +0.36% -4.50% +0.29%
+6.50% -3.00% 2494 75 3 - 3.5 +0.36% +0.12% 51.9% 7.9% 27.5% 64.6% 1.25 +0.36% -3.00% +0.29%
+6.50% -4.50% 2494 75 3 - 3.5 +0.36% +0.28% 54.4% 8.4% 14.1% 77.5% 1.12 +0.36% -4.50% +0.29%
+7.00% -3.50% 2494 75 3 - 3.5 +0.36% +0.20% 52.9% 6.7% 22.4% 70.9% 1.19 +0.36% -3.50% +0.29%
+7.00% -4.00% 2494 75 3 - 3.5 +0.36% +0.24% 53.8% 6.9% 18.2% 74.9% 1.14 +0.36% -4.00% +0.29%
+7.50% -3.00% 2494 75 3 - 3.5 +0.36% +0.10% 51.7% 5% 27.6% 67.4% 1.25 +0.36% -3.00% +0.29%
+7.50% -4.50% 2494 75 3 - 3.5 +0.36% +0.26% 54.1% 5.3% 14.3% 80.4% 1.12 +0.36% -4.50% +0.29%
+7.50% -5.00% 2494 75 3 - 3.5 +0.36% +0.27% 54.4% 5.4% 11.4% 83.2% 1.12 +0.36% -5.00% +0.29%
+8.00% -3.00% 2494 75 3 - 3.5 +0.36% +0.10% 51.7% 4% 27.6% 68.4% 1.25 +0.36% -3.00% +0.29%
+8.00% -5.00% 2494 75 3 - 3.5 +0.36% +0.27% 54.4% 4.3% 11.4% 84.3% 1.11 +0.36% -5.00% +0.29%
+8.50% -3.00% 2494 75 3 - 3.5 +0.36% +0.10% 51.6% 3.4% 27.7% 68.8% 1.26 +0.36% -3.00% +0.29%
+8.50% -5.00% 2494 75 3 - 3.5 +0.36% +0.27% 54.3% 3.7% 11.5% 84.8% 1.11 +0.36% -5.00% +0.29%
+9.00% -3.00% 2494 75 3 - 3.5 +0.36% +0.10% 51.6% 2.9% 27.7% 69.4% 1.26 +0.36% -3.00% +0.29%
+9.00% -5.00% 2494 75 3 - 3.5 +0.36% +0.27% 54.3% 3.2% 11.5% 85.3% 1.11 +0.36% -5.00% +0.29%
+5.00% -5.00% 2494 75 3 - 3.5 +0.35% +0.32% 55.2% 14.9% 10.8% 74.3% 1.08 +0.35% -5.00% +0.29%
+6.00% -3.50% 2494 75 3 - 3.5 +0.35% +0.21% 53.1% 10% 22.3% 67.8% 1.17 +0.35% -3.50% +0.29%
+6.50% -3.50% 2494 75 3 - 3.5 +0.35% +0.20% 53% 8.2% 22.4% 69.4% 1.18 +0.35% -3.50% +0.29%
+6.50% -4.00% 2494 75 3 - 3.5 +0.35% +0.25% 53.8% 8.3% 18.2% 73.5% 1.13 +0.35% -4.00% +0.29%
+8.00% -4.50% 2494 75 3 - 3.5 +0.35% +0.26% 54.1% 4.2% 14.3% 81.5% 1.12 +0.35% -4.50% +0.29%
+8.50% -4.50% 2494 75 3 - 3.5 +0.35% +0.25% 54% 3.6% 14.4% 82% 1.12 +0.35% -4.50% +0.29%
+9.00% -4.50% 2494 75 3 - 3.5 +0.35% +0.25% 54% 3.1% 14.4% 82.5% 1.12 +0.35% -4.50% +0.29%
+3.50% -5.00% 2494 75 3 - 3.5 +0.34% +0.50% 57% 29.3% 10.5% 60.3% 1 +0.34% -5.00% +0.29%
+4.00% -5.00% 2494 75 3 - 3.5 +0.34% +0.41% 56.1% 23.7% 10.6% 65.7% 1.04 +0.34% -5.00% +0.29%
+4.50% -5.00% 2494 75 3 - 3.5 +0.34% +0.35% 55.5% 18.8% 10.8% 70.4% 1.06 +0.34% -5.00% +0.29%
+5.50% -3.00% 2494 75 3 - 3.5 +0.34% +0.14% 52.2% 11.9% 27.3% 60.8% 1.22 +0.34% -3.00% +0.29%
+5.50% -4.50% 2494 75 3 - 3.5 +0.34% +0.29% 54.7% 12.5% 13.9% 73.7% 1.09 +0.34% -4.50% +0.29%
+6.00% -4.00% 2494 75 3 - 3.5 +0.34% +0.26% 54% 10.2% 18% 71.8% 1.13 +0.34% -4.00% +0.29%
+7.50% -3.50% 2494 75 3 - 3.5 +0.34% +0.18% 52.7% 5.1% 22.6% 72.3% 1.18 +0.34% -3.50% +0.29%
+7.50% -4.00% 2494 75 3 - 3.5 +0.34% +0.22% 53.6% 5.3% 18.4% 76.4% 1.14 +0.34% -4.00% +0.29%
+8.00% -3.50% 2494 75 3 - 3.5 +0.34% +0.18% 52.7% 4.1% 22.6% 73.3% 1.18 +0.34% -3.50% +0.29%
+8.00% -4.00% 2494 75 3 - 3.5 +0.34% +0.22% 53.6% 4.2% 18.4% 77.5% 1.14 +0.34% -4.00% +0.29%
+8.50% -3.50% 2494 75 3 - 3.5 +0.34% +0.17% 52.6% 3.6% 22.7% 73.8% 1.18 +0.34% -3.50% +0.29%
+8.50% -4.00% 2494 75 3 - 3.5 +0.34% +0.21% 53.5% 3.6% 18.4% 77.9% 1.13 +0.34% -4.00% +0.29%
+9.00% -3.50% 2494 75 3 - 3.5 +0.34% +0.17% 52.6% 3% 22.7% 74.3% 1.18 +0.34% -3.50% +0.29%
+9.00% -4.00% 2494 75 3 - 3.5 +0.34% +0.21% 53.5% 3.1% 18.4% 78.4% 1.14 +0.34% -4.00% +0.29%
+5.00% -3.00% 2494 75 3 - 3.5 +0.33% +0.15% 52.4% 14.1% 27.1% 58.8% 1.2 +0.33% -3.00% +0.29%
+5.00% -4.50% 2494 75 3 - 3.5 +0.33% +0.30% 54.8% 14.7% 13.7% 71.6% 1.08 +0.33% -4.50% +0.29%
+5.50% -3.50% 2494 75 3 - 3.5 +0.33% +0.21% 53.2% 12.2% 22.2% 65.6% 1.15 +0.33% -3.50% +0.29%
+5.50% -4.00% 2494 75 3 - 3.5 +0.33% +0.26% 54.1% 12.4% 18% 69.6% 1.11 +0.33% -4.00% +0.29%
+3.50% -4.50% 2494 75 3 - 3.5 +0.32% +0.47% 56.6% 29% 13.4% 57.7% 1 +0.32% -4.50% +0.29%
+4.00% -3.00% 2494 75 3 - 3.5 +0.32% +0.22% 53.2% 22.6% 26.8% 50.6% 1.16 +0.32% -3.00% +0.29%
+4.00% -4.50% 2494 75 3 - 3.5 +0.32% +0.39% 55.7% 23.4% 13.5% 63.1% 1.04 +0.32% -4.50% +0.29%
+4.50% -3.00% 2494 75 3 - 3.5 +0.32% +0.18% 52.6% 17.9% 27% 55.1% 1.19 +0.32% -3.00% +0.29%
+4.50% -4.50% 2494 75 3 - 3.5 +0.32% +0.32% 55.1% 18.5% 13.7% 67.8% 1.06 +0.32% -4.50% +0.29%
+5.00% -3.50% 2494 75 3 - 3.5 +0.32% +0.22% 53.4% 14.4% 22% 63.6% 1.13 +0.32% -3.50% +0.29%
+3.00% -5.00% 2494 75 3 - 3.5 +0.31% +0.71% 58.2% 36.5% 10.3% 53.2% 0.94 +0.31% -5.00% +0.29%
+3.50% -3.00% 2494 75 3 - 3.5 +0.31% +0.30% 54% 27.9% 26.3% 45.8% 1.12 +0.31% -3.00% +0.29%
+4.00% -3.50% 2494 75 3 - 3.5 +0.31% +0.29% 54.2% 22.9% 21.7% 55.3% 1.1 +0.31% -3.50% +0.29%
+4.00% -4.00% 2494 75 3 - 3.5 +0.31% +0.35% 55.1% 23.2% 17.6% 59.2% 1.06 +0.31% -4.00% +0.29%
+4.50% -3.50% 2494 75 3 - 3.5 +0.31% +0.24% 53.6% 18.2% 22% 59.9% 1.12 +0.31% -3.50% +0.29%
+4.50% -4.00% 2494 75 3 - 3.5 +0.31% +0.29% 54.5% 18.4% 17.8% 63.8% 1.08 +0.31% -4.00% +0.29%
+5.00% -4.00% 2494 75 3 - 3.5 +0.31% +0.28% 54.3% 14.6% 17.8% 67.6% 1.09 +0.31% -4.00% +0.29%
+3.50% -3.50% 2494 75 3 - 3.5 +0.30% +0.39% 55.1% 28.3% 21.4% 50.3% 1.05 +0.30% -3.50% +0.29%
+3.50% -4.00% 2494 75 3 - 3.5 +0.30% +0.42% 56% 28.7% 17.4% 53.9% 1.01 +0.30% -4.00% +0.29%
+3.00% -3.00% 2494 75 3 - 3.5 +0.29% +0.44% 55.3% 35% 25.9% 39.1% 1.05 +0.29% -3.00% +0.29%
+3.00% -4.50% 2494 75 3 - 3.5 +0.29% +0.68% 57.8% 36.2% 13.2% 50.7% 0.94 +0.29% -4.50% +0.29%
+3.00% -3.50% 2494 75 3 - 3.5 +0.28% +0.51% 56.3% 35.4% 21.1% 43.5% 0.99 +0.28% -3.50% +0.29%
+3.00% -4.00% 2494 75 3 - 3.5 +0.28% +0.62% 57.2% 35.8% 17.1% 47.1% 0.95 +0.28% -4.00% +0.29%

Threshold performance

Filter n Avg return Median return 歷史相似情境上漲比例 Avg runup Avg drawdown
all 24785 +0.01% -0.08% 48.7% +2.79% -2.63%
opp > 1 12827 -0.04% -0.09% 48.7% +2.64% -2.58%
opp > 2 6571 -0.06% -0.10% 48.5% +2.54% -2.56%
opp > 3 2801 +0.03% -0.02% 49.7% +2.55% -2.58%
opp > 5 318 -0.28% -0.29% 45.9% +2.65% -3.24%
opp > 7 5 +1.92% +0.10% 60% +4.18% -1.18%
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 ≥0.5 · 現值 ≤2 · 連續 2 日
Train dates 51
Test dates 22
Candidates 240

已選門檻：最少持有 20 交易日 · 峰值跌 ≥ 0.5 · Opp ≤ 2 · 連續 2 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 ≥0.5 · 現值 ≤2 · 連續 2 日 1272 608 -0.87% 67.6% 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 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 1.534 +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%
2026-09-29 US.CTVA Materials -0.634 -0.55% -84.69% +1.19% -84.80%
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%

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