Solorank.ai
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.
Study results
2026-10-05 · 120D window
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: 5.7–6.0 · Buy-band step (0.5 Opp): 4.0–4.5 (in-sample diagnostics only)
Median return curve (reliable Opp span, step 0.1)
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: 4.4–4.5 (+0.49%, n=70) · Best balanced range: 5.7–6.0 (+0.41%, n=38) · Buy-band step (0.5 Opp): 4.0–4.5 (+0.32%, n=426)
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 | 4863 | +0.07% | -0.16% | 47.2% | +3.08% | -2.90% |
| 0 - 1 | 6741 | +0.06% | -0.01% | 49.8% | +2.88% | -2.56% |
| 1 - 2 | 6148 | -0.01% | -0.06% | 48.9% | +2.76% | -2.60% |
| 2 - 2.5 | 2058 | -0.21% | -0.20% | 46.3% | +2.49% | -2.64% |
| 2.5 - 3 | 1702 | +0.01% | -0.03% | 49.4% | +2.60% | -2.43% |
| 3 - 3.5 | 1076 | +0.24% | +0.07% | 51.2% | +2.65% | -2.32% |
| 3.5 - 4 | 663 | +0.33% | -0.02% | 49.8% | +2.63% | -2.21% |
| 4 - 4.5 | 426 | +0.41% | +0.32% | 54.2% | +2.41% | -2.13% |
| 4.5 - 5 | 251 | -0.52% | -0.14% | 49% | +2.04% | -2.95% |
| 5+ | 274 | +0.57% | +0.14% | 52.6% | +2.67% | -2.22% |
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 | 3D | 24202 | -0.07% | -10.88% | 48.9% | -2.61% | 23772 | -0.14% | -12.06% | 48.2% | -3.47% | 23275 | -0.25% | -14.00% | 47.5% | -4.15% | 22526 | -0.38% | -14.58% | 47.2% | -4.99% | 19874 | -0.71% | -13.95% | 46.4% | -6.97% |
| < 0 | 20D | 4863 | -0.16% | -18.44% | 47.2% | -2.90% | 4654 | -0.34% | -22.14% | 46.1% | -3.90% | 4413 | -0.51% | -23.36% | 45.5% | -4.62% | 4067 | -0.54% | -18.61% | 46.6% | -5.52% | 3348 | -0.95% | -16.97% | 45% | -7.65% |
| 0 - 1 | 20D | 6741 | -0.01% | -5.84% | 49.8% | -2.56% | 6673 | -0.07% | -8.53% | 49.4% | -3.42% | 6593 | -0.06% | -7.16% | 49.4% | -4.15% | 6466 | +0.03% | -4.24% | 50.2% | -4.93% | 5934 | +0.36% | -0.46% | 51.8% | -6.76% |
| 1 - 2 | 20D | 6148 | -0.06% | -10.04% | 48.9% | -2.60% | 6071 | -0.12% | -11.05% | 48.6% | -3.46% | 5985 | -0.18% | -11.48% | 48.4% | -4.09% | 5872 | -0.25% | -11.30% | 48.1% | -4.92% | 5329 | -0.12% | -6.51% | 49.4% | -6.89% |
| 2 - 2.5 | 5D | 2058 | -0.20% | -21.80% | 46.3% | -2.64% | 2033 | -0.22% | -16.09% | 47.2% | -3.48% | 2004 | -0.39% | -19.04% | 46.2% | -4.24% | 1965 | -0.69% | -22.39% | 44.6% | -5.09% | 1700 | -1.56% | -24.66% | 41.8% | -7.17% |
| 2.5 - 3 | 3D | 1702 | -0.03% | -7.52% | 49.4% | -2.43% | 1681 | -0.21% | -15.58% | 47.6% | -3.25% | 1659 | -0.63% | -27.68% | 43.2% | -3.99% | 1619 | -0.88% | -27.18% | 42.6% | -5.05% | 1397 | -2.05% | -30.83% | 38.2% | -7.02% |
| 3 - 3.5 | 3D | 1076 | +0.07% | +0.88% | 51.2% | -2.32% | 1065 | +0.02% | -3.99% | 50% | -2.98% | 1052 | -0.15% | -10.40% | 48.1% | -3.61% | 1029 | -0.72% | -23.14% | 42.7% | -4.50% | 886 | -2.02% | -30.45% | 38.8% | -6.55% |
| 3.5 - 4 | 5D | 663 | -0.02% | -6.68% | 49.8% | -2.21% | 657 | -0.03% | -6.51% | 49.8% | -3.01% | 646 | -0.19% | -11.84% | 47.7% | -3.52% | 626 | -0.90% | -27.68% | 42.5% | -4.24% | 532 | -2.28% | -33.73% | 36.7% | -6.17% |
| 4 - 4.5 | 3D | 426 | +0.32% | +21.88% | 54.2% | -2.13% | 420 | -0.11% | -10.54% | 49% | -2.79% | 412 | -0.41% | -19.76% | 46.4% | -3.42% | 400 | -0.73% | -23.40% | 41% | -4.14% | 339 | -3.06% | -43.56% | 27.4% | -6.81% |
| 4.5 - 5 | 7D | 251 | -0.14% | -16.76% | 49% | -2.95% | 250 | -0.42% | -26.17% | 44.4% | -3.57% | 247 | -0.15% | -10.40% | 49% | -3.98% | 239 | -0.59% | -19.87% | 43.5% | -4.60% | 200 | -2.63% | -38.14% | 32% | -7.22% |
| 5+ | 3D | 274 | +0.14% | +6.76% | 52.6% | -2.22% | 268 | +0.01% | -4.50% | 50% | -2.80% | 264 | 0.00% | -5.00% | 49.6% | -3.25% | 243 | +0.02% | -4.50% | 50.2% | -3.83% | 209 | -2.59% | -37.63% | 29.7% | -6.45% |
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 | 17752 | -0.08% | -11.72% | 48.8% | -2.67% | 17398 | -0.15% | -12.56% | 48.2% | -3.57% | 16991 | -0.22% | -12.92% | 48% | -4.25% | 16405 | -0.20% | -10.04% | 48.6% | -5.07% | 14611 | -0.13% | -6.64% | 49.4% | -7.01% |
| opp > 1 | 3D | 12582 | -0.05% | -9.20% | 49% | -2.52% | 12429 | -0.13% | -11.55% | 48.4% | -3.34% | 12253 | -0.26% | -14.36% | 47.2% | -3.99% | 11977 | -0.52% | -18.10% | 45.7% | -4.84% | 10579 | -1.25% | -20.75% | 43.7% | -6.88% |
| opp > 2 | 3D | 6448 | -0.05% | -9.20% | 49.2% | -2.45% | 6372 | -0.14% | -12.06% | 48.2% | -3.22% | 6282 | -0.34% | -17.24% | 46.1% | -3.89% | 6119 | -0.73% | -23.40% | 43.5% | -4.76% | 5261 | -2.08% | -31.21% | 38% | -6.87% |
| opp > 3 | 3D | 2686 | +0.08% | +1.72% | 51.2% | -2.31% | 2656 | -0.05% | -7.52% | 49.2% | -3.00% | 2617 | -0.16% | -10.76% | 48% | -3.56% | 2533 | -0.71% | -22.89% | 43.1% | -4.32% | 2163 | -2.40% | -35.24% | 35% | -6.55% |
| opp > 5 | 3D | 274 | +0.14% | +6.76% | 52.6% | -2.22% | 268 | +0.01% | -4.50% | 50% | -2.80% | 264 | 0.00% | -5.00% | 49.6% | -3.25% | 243 | +0.02% | -4.50% | 50.2% | -3.83% | 209 | -2.59% | -37.63% | 29.7% | -6.45% |
Top-N performance
| Filter | n | Avg return | Median return | 歷史相似情境上漲比例 | Avg runup | Avg drawdown |
|---|---|---|---|---|---|---|
| all | 24202 | +0.04% | -0.07% | 48.9% | +2.80% | -2.61% |
| Top 3 | 240 | +0.56% | +0.32% | 53.3% | +3.08% | -2.39% |
| Top 5 | 400 | +0.41% | +0.24% | 53.3% | +2.89% | -2.45% |
| Top 10 | 800 | +0.37% | +0.23% | 53.1% | +2.89% | -2.43% |
| Top 20 | 1600 | +0.21% | +0.11% | 51.8% | +2.70% | -2.53% |
| Top 50 | 4000 | +0.19% | +0.09% | 51.3% | +2.75% | -2.57% |
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 | 4769 | +2.00% | 5% | -0.18% | +0.33% | 53.1% | 43.7% | 20.1% | -0.20% |
| 0 - 1 | 6626 | +2.00% | 4% | +0.02% | +1.41% | 58.1% | 49% | 19.7% | -0.06% |
| 1 - 2 | 6047 | +2.00% | 2% | -0.02% | +0.23% | 51.6% | 44.4% | 33.5% | -0.11% |
| 2 - 2.5 | 2030 | +2.00% | 5% | -0.12% | +0.71% | 56% | 45.3% | 15% | -0.21% |
| 2.5 - 3 | 1678 | +2.00% | 5% | -0.02% | +0.76% | 56.8% | 45.1% | 12.2% | -0.04% |
| 3 - 3.5 | 1051 | +2.00% | 5% | +0.08% | +0.86% | 58% | 45.5% | 11.1% | +0.05% |
| 3.5 - 4 | 637 | +2.00% | 5% | -0.16% | +0.27% | 52.9% | 38% | 12.2% | -0.07% |
| 4 - 4.5 | 400 | +2.00% | 5% | +0.19% | +0.97% | 60% | 44.3% | 6.5% | +0.19% |
| 4.5 - 5 | 225 | +2.00% | 5% | +0.01% | +0.31% | 56% | 36.9% | 11.1% | +0.02% |
| 5+ | 252 | +2.00% | 4% | +0.12% | +0.30% | 54.4% | 40.9% | 17.9% | +0.14% |
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% | -4.50% | 514 | 61 | 4 - 4.5 | +0.25% | +0.29% | 53.7% | 2.7% | 10.7% | 86.6% | 1.09 | +0.25% | -4.50% | +0.39% |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| +9.00% | -5.00% | 514 | 61 | 4 - 4.5 | +0.25% | +0.31% | 54.3% | 2.7% | 9.1% | 88.1% | 1.06 | +0.25% | -5.00% | +0.39% |
| +8.50% | -4.50% | 514 | 61 | 4 - 4.5 | +0.24% | +0.29% | 53.7% | 2.7% | 10.7% | 86.6% | 1.07 | +0.24% | -4.50% | +0.39% |
| +8.50% | -5.00% | 514 | 61 | 4 - 4.5 | +0.24% | +0.31% | 54.3% | 2.7% | 9.1% | 88.1% | 1.05 | +0.24% | -5.00% | +0.39% |
| +8.00% | -5.00% | 514 | 61 | 4 - 4.5 | +0.23% | +0.31% | 54.3% | 3.1% | 9.1% | 87.7% | 1.04 | +0.23% | -5.00% | +0.39% |
| +6.50% | -5.00% | 514 | 61 | 4 - 4.5 | +0.22% | +0.31% | 54.3% | 5.1% | 9.1% | 85.8% | 1.03 | +0.22% | -5.00% | +0.39% |
| +8.00% | -4.50% | 514 | 61 | 4 - 4.5 | +0.22% | +0.29% | 53.7% | 2.9% | 10.7% | 86.4% | 1.06 | +0.22% | -4.50% | +0.39% |
| +4.00% | -4.50% | 514 | 61 | 4 - 4.5 | +0.21% | +0.37% | 55.1% | 16.3% | 10.3% | 73.3% | 1 | +0.21% | -4.50% | +0.39% |
| +4.00% | -5.00% | 514 | 61 | 4 - 4.5 | +0.21% | +0.40% | 55.6% | 16.5% | 8.8% | 74.7% | 0.97 | +0.21% | -5.00% | +0.39% |
| +6.50% | -4.50% | 514 | 61 | 4 - 4.5 | +0.21% | +0.29% | 53.7% | 4.9% | 10.7% | 84.4% | 1.05 | +0.21% | -4.50% | +0.39% |
| +7.50% | -4.50% | 514 | 61 | 4 - 4.5 | +0.21% | +0.29% | 53.7% | 3.1% | 10.7% | 86.2% | 1.05 | +0.21% | -4.50% | +0.39% |
| +7.50% | -5.00% | 514 | 61 | 4 - 4.5 | +0.21% | +0.31% | 54.3% | 3.3% | 9.1% | 87.5% | 1.03 | +0.21% | -5.00% | +0.39% |
| +5.00% | -5.00% | 514 | 61 | 4 - 4.5 | +0.20% | +0.33% | 54.7% | 9.3% | 8.9% | 81.7% | 1 | +0.20% | -5.00% | +0.39% |
| +5.50% | -4.50% | 514 | 61 | 4 - 4.5 | +0.20% | +0.30% | 53.9% | 6.8% | 10.5% | 82.7% | 1.04 | +0.20% | -4.50% | +0.39% |
| +5.50% | -5.00% | 514 | 61 | 4 - 4.5 | +0.20% | +0.32% | 54.5% | 7% | 8.9% | 84% | 1.01 | +0.20% | -5.00% | +0.39% |
| +7.00% | -5.00% | 514 | 61 | 4 - 4.5 | +0.20% | +0.31% | 54.3% | 3.3% | 9.1% | 87.5% | 1.01 | +0.20% | -5.00% | +0.39% |
| +9.00% | -4.00% | 514 | 61 | 4 - 4.5 | +0.20% | +0.16% | 52.9% | 2.5% | 14.6% | 82.9% | 1.07 | +0.20% | -4.00% | +0.39% |
| +4.50% | -4.50% | 514 | 61 | 4 - 4.5 | +0.19% | +0.31% | 54.3% | 11.9% | 10.5% | 77.6% | 1 | +0.19% | -4.50% | +0.39% |
| +4.50% | -5.00% | 514 | 61 | 4 - 4.5 | +0.19% | +0.34% | 54.9% | 12.1% | 8.9% | 79% | 0.98 | +0.19% | -5.00% | +0.39% |
| +5.00% | -4.50% | 514 | 61 | 4 - 4.5 | +0.19% | +0.31% | 54.1% | 9.1% | 10.5% | 80.4% | 1.02 | +0.19% | -4.50% | +0.39% |
| +6.00% | -4.50% | 514 | 61 | 4 - 4.5 | +0.19% | +0.29% | 53.7% | 5.3% | 10.7% | 84% | 1.03 | +0.19% | -4.50% | +0.39% |
| +6.00% | -5.00% | 514 | 61 | 4 - 4.5 | +0.19% | +0.31% | 54.3% | 5.4% | 9.1% | 85.4% | 1.01 | +0.19% | -5.00% | +0.39% |
| +7.00% | -4.50% | 514 | 61 | 4 - 4.5 | +0.19% | +0.29% | 53.7% | 3.1% | 10.7% | 86.2% | 1.03 | +0.19% | -4.50% | +0.39% |
| +8.50% | -4.00% | 514 | 61 | 4 - 4.5 | +0.19% | +0.16% | 52.9% | 2.5% | 14.6% | 82.9% | 1.06 | +0.19% | -4.00% | +0.39% |
| +9.00% | -3.50% | 514 | 61 | 4 - 4.5 | +0.19% | +0.11% | 51.9% | 2.5% | 18.9% | 78.6% | 1.1 | +0.19% | -3.50% | +0.39% |
| +8.00% | -4.00% | 514 | 61 | 4 - 4.5 | +0.18% | +0.16% | 52.9% | 2.7% | 14.6% | 82.7% | 1.05 | +0.18% | -4.00% | +0.39% |
| +8.50% | -3.50% | 514 | 61 | 4 - 4.5 | +0.18% | +0.11% | 51.9% | 2.5% | 18.9% | 78.6% | 1.09 | +0.18% | -3.50% | +0.39% |
| +4.00% | -4.00% | 514 | 61 | 4 - 4.5 | +0.17% | +0.33% | 54.3% | 16.1% | 14.2% | 69.6% | 1 | +0.17% | -4.00% | +0.39% |
| +6.50% | -4.00% | 514 | 61 | 4 - 4.5 | +0.17% | +0.19% | 52.9% | 4.7% | 14.6% | 80.7% | 1.04 | +0.17% | -4.00% | +0.39% |
| +3.50% | -4.50% | 514 | 61 | 4 - 4.5 | +0.16% | +0.38% | 55.3% | 18.1% | 10.3% | 71.6% | 0.94 | +0.16% | -4.50% | +0.39% |
| +3.50% | -5.00% | 514 | 61 | 4 - 4.5 | +0.16% | +0.41% | 55.8% | 18.3% | 8.8% | 73% | 0.92 | +0.16% | -5.00% | +0.39% |
| +5.50% | -4.00% | 514 | 61 | 4 - 4.5 | +0.16% | +0.24% | 53.1% | 6.6% | 14.4% | 79% | 1.03 | +0.16% | -4.00% | +0.39% |
| +6.50% | -3.50% | 514 | 61 | 4 - 4.5 | +0.16% | +0.12% | 51.9% | 4.7% | 18.9% | 76.5% | 1.07 | +0.16% | -3.50% | +0.39% |
| +7.50% | -4.00% | 514 | 61 | 4 - 4.5 | +0.16% | +0.16% | 52.9% | 2.9% | 14.6% | 82.5% | 1.04 | +0.16% | -4.00% | +0.39% |
| +8.00% | -3.50% | 514 | 61 | 4 - 4.5 | +0.16% | +0.11% | 51.9% | 2.7% | 18.9% | 78.4% | 1.08 | +0.16% | -3.50% | +0.39% |
| +4.50% | -4.00% | 514 | 61 | 4 - 4.5 | +0.15% | +0.29% | 53.5% | 11.7% | 14.4% | 73.9% | 1 | +0.15% | -4.00% | +0.39% |
| +5.00% | -4.00% | 514 | 61 | 4 - 4.5 | +0.15% | +0.28% | 53.3% | 8.9% | 14.4% | 76.7% | 1.01 | +0.15% | -4.00% | +0.39% |
| +6.00% | -4.00% | 514 | 61 | 4 - 4.5 | +0.15% | +0.19% | 52.9% | 5.1% | 14.6% | 80.4% | 1.02 | +0.15% | -4.00% | +0.39% |
| +7.00% | -4.00% | 514 | 61 | 4 - 4.5 | +0.15% | +0.16% | 52.9% | 2.9% | 14.6% | 82.5% | 1.02 | +0.15% | -4.00% | +0.39% |
| +7.50% | -3.50% | 514 | 61 | 4 - 4.5 | +0.15% | +0.11% | 51.9% | 2.9% | 18.9% | 78.2% | 1.07 | +0.15% | -3.50% | +0.39% |
| +3.00% | -4.50% | 514 | 61 | 4 - 4.5 | +0.14% | +0.44% | 55.8% | 24.3% | 10.3% | 65.4% | 0.91 | +0.14% | -4.50% | +0.39% |
| +3.00% | -5.00% | 514 | 61 | 4 - 4.5 | +0.14% | +0.46% | 56.4% | 24.5% | 8.8% | 66.7% | 0.88 | +0.14% | -5.00% | +0.39% |
| +4.00% | -3.50% | 514 | 61 | 4 - 4.5 | +0.14% | +0.29% | 53.1% | 16% | 18.7% | 65.4% | 1.01 | +0.14% | -3.50% | +0.39% |
| +6.00% | -3.50% | 514 | 61 | 4 - 4.5 | +0.14% | +0.12% | 51.9% | 5.1% | 18.9% | 76.1% | 1.05 | +0.14% | -3.50% | +0.39% |
| +7.00% | -3.50% | 514 | 61 | 4 - 4.5 | +0.14% | +0.11% | 51.9% | 2.9% | 18.9% | 78.2% | 1.05 | +0.14% | -3.50% | +0.39% |
| +9.00% | -3.00% | 514 | 61 | 4 - 4.5 | +0.14% | -0.02% | 49.8% | 2.5% | 25.1% | 72.4% | 1.15 | +0.14% | -3.00% | +0.39% |
| +5.50% | -3.50% | 514 | 61 | 4 - 4.5 | +0.13% | +0.12% | 51.9% | 6.4% | 18.9% | 74.7% | 1.04 | +0.13% | -3.50% | +0.39% |
| +8.50% | -3.00% | 514 | 61 | 4 - 4.5 | +0.13% | -0.02% | 49.8% | 2.5% | 25.1% | 72.4% | 1.14 | +0.13% | -3.00% | +0.39% |
| +3.50% | -4.00% | 514 | 61 | 4 - 4.5 | +0.12% | +0.34% | 54.5% | 17.9% | 14.2% | 67.9% | 0.94 | +0.12% | -4.00% | +0.39% |
| +4.50% | -3.50% | 514 | 61 | 4 - 4.5 | +0.12% | +0.14% | 52.3% | 11.5% | 18.9% | 69.6% | 1.02 | +0.12% | -3.50% | +0.39% |
| +5.00% | -3.50% | 514 | 61 | 4 - 4.5 | +0.12% | +0.13% | 52.1% | 8.8% | 18.9% | 72.4% | 1.03 | +0.12% | -3.50% | +0.39% |
| +8.00% | -3.00% | 514 | 61 | 4 - 4.5 | +0.11% | -0.02% | 49.8% | 2.7% | 25.1% | 72.2% | 1.13 | +0.11% | -3.00% | +0.39% |
| +3.00% | -4.00% | 514 | 61 | 4 - 4.5 | +0.10% | +0.39% | 55.1% | 24.1% | 14.2% | 61.7% | 0.9 | +0.10% | -4.00% | +0.39% |
| +6.50% | -3.00% | 514 | 61 | 4 - 4.5 | +0.10% | -0.02% | 49.8% | 4.5% | 25.1% | 70.4% | 1.11 | +0.10% | -3.00% | +0.39% |
| +7.50% | -3.00% | 514 | 61 | 4 - 4.5 | +0.10% | -0.02% | 49.8% | 2.9% | 25.1% | 72% | 1.11 | +0.10% | -3.00% | +0.39% |
| +3.50% | -3.50% | 514 | 61 | 4 - 4.5 | +0.09% | +0.29% | 53.3% | 17.7% | 18.7% | 63.6% | 0.96 | +0.09% | -3.50% | +0.39% |
| +7.00% | -3.00% | 514 | 61 | 4 - 4.5 | +0.09% | -0.02% | 49.8% | 2.9% | 25.1% | 72% | 1.1 | +0.09% | -3.00% | +0.39% |
| +4.00% | -3.00% | 514 | 61 | 4 - 4.5 | +0.08% | +0.09% | 51% | 15.4% | 24.9% | 59.7% | 1.04 | +0.08% | -3.00% | +0.39% |
| +6.00% | -3.00% | 514 | 61 | 4 - 4.5 | +0.08% | -0.02% | 49.8% | 4.9% | 25.1% | 70% | 1.09 | +0.08% | -3.00% | +0.39% |
| +3.00% | -3.50% | 514 | 61 | 4 - 4.5 | +0.07% | +0.32% | 53.9% | 23.3% | 18.7% | 58% | 0.91 | +0.07% | -3.50% | +0.39% |
| +5.50% | -3.00% | 514 | 61 | 4 - 4.5 | +0.07% | -0.02% | 49.8% | 6.2% | 25.1% | 68.7% | 1.08 | +0.07% | -3.00% | +0.39% |
| +4.50% | -3.00% | 514 | 61 | 4 - 4.5 | +0.06% | +0.03% | 50.2% | 11.1% | 25.1% | 63.8% | 1.05 | +0.06% | -3.00% | +0.39% |
| +5.00% | -3.00% | 514 | 61 | 4 - 4.5 | +0.06% | +0.01% | 50% | 8.4% | 25.1% | 66.5% | 1.06 | +0.06% | -3.00% | +0.39% |
| +3.50% | -3.00% | 514 | 61 | 4 - 4.5 | +0.02% | +0.09% | 51% | 16.7% | 24.9% | 58.4% | 0.99 | +0.02% | -3.00% | +0.39% |
| +3.00% | -3.00% | 514 | 61 | 4 - 4.5 | +0.01% | +0.13% | 51.8% | 22.4% | 24.7% | 52.9% | 0.95 | +0.01% | -3.00% | +0.39% |
Threshold performance
| Filter | n | Avg return | Median return | 歷史相似情境上漲比例 | Avg runup | Avg drawdown |
|---|---|---|---|---|---|---|
| all | 24202 | +0.04% | -0.07% | 48.9% | +2.80% | -2.61% |
| opp > 1 | 12582 | +0.01% | -0.05% | 49% | +2.65% | -2.52% |
| opp > 2 | 6448 | +0.04% | -0.05% | 49.2% | +2.54% | -2.45% |
| opp > 3 | 2686 | +0.25% | +0.08% | 51.2% | +2.54% | -2.31% |
| opp > 5 | 274 | +0.57% | +0.14% | 52.6% | +2.67% | -2.22% |
| 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.
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 | 1214 | 611 | -0.5% | 60.2% | 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。
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% |
| 2026-09-30 | US.CTVA | Materials | -1.79 | -1.00% | -84.04% | -81.40% | -84.88% |
| 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% |
Opp score study is observational and uses archived projection rows only. It helps evaluate ranking filters, not predict or recommend trades.