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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 24416
Trade dates 81
Excluded downtrends 16200
Buy band (stable plateau) 3.7–4.3
Best balanced range 5.7–6.0
Buy-band step (0.5 Opp) 4.0–4.5
Best 0.1 bin 4.4–4.5
Best bucket 4 - 4.5
Best threshold opp > 5
Best Top-N Top 3
Window 2026-06-08 → 2026-10-06

Study results

2026-10-06 · 120D window

24416 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).

3.7–4.3
OOS median return +0.06%
OOS avg return +0.04%
OOS win rate 50.8%
Plateau score 0.273
Median lift +0.33%
Avg lift +0.24%
Win-rate lift +5pp
Fold stability 44%
OOS sample 597
OOS test dates 55
Width 0.6
95% lift LB 0.034
Search span -3.5–6
Minimum sample 20

Best balanced range: 5.7–6.0 · Buy-band step (0.5 Opp): 4.0–4.5 (in-sample diagnostics only)

Baseline avg return +0.05%
Baseline win rate 49.1%
Baseline runup +2.80%
Baseline drawdown -2.60%

Median return curve (reliable Opp span, step 0.1)

-3.2–-3.1 · n=29 · median -0.48% -3.1–-3.0 · n=32 · median -0.37% -3.0–-2.9 · n=31 · median +0.29% -2.9–-2.8 · n=31 · median -0.95% -2.8–-2.7 · n=42 · median +0.04% -2.7–-2.6 · n=32 · median -0.69% -2.6–-2.5 · n=40 · median +0.06% -2.5–-2.4 · n=45 · median -0.86% -2.4–-2.3 · n=53 · median +0.3% -2.3–-2.2 · n=48 · median +0.36% -2.2–-2.1 · n=61 · median -0.15% -2.1–-2.0 · n=64 · median -0.04% -2.0–-1.9 · n=88 · median -0.58% -1.9–-1.8 · n=79 · median +0.43% -1.8–-1.7 · n=76 · median 0% -1.7–-1.6 · n=86 · median -0.14% -1.6–-1.5 · n=93 · median +0.2% -1.5–-1.4 · n=109 · median +0.01% -1.4–-1.3 · n=108 · median +0.14% -1.3–-1.2 · n=126 · median -0.79% -1.2–-1.1 · n=154 · median +0.03% -1.1–-1.0 · n=204 · median -0.05% -1.0–-0.9 · n=195 · median +0.27% -0.9–-0.8 · n=214 · median -0.06% -0.8–-0.7 · n=239 · median -0.07% -0.7–-0.6 · n=263 · median -0.32% -0.6–-0.5 · n=266 · median -0.56% -0.5–-0.4 · n=319 · median 0% -0.4–-0.3 · n=379 · median -0.52% -0.3–-0.2 · n=373 · median +0.07% -0.2–-0.1 · n=438 · median 0% -0.1–0.0 · n=491 · median -0.1% 0.0–0.1 · n=558 · median +0.1% 0.1–0.2 · n=542 · median -0.19% 0.2–0.3 · n=606 · median +0.05% 0.3–0.4 · n=701 · median +0.2% 0.4–0.5 · n=692 · median -0.01% 0.5–0.6 · n=709 · median +0.07% 0.6–0.7 · n=742 · median -0.24% 0.7–0.8 · n=731 · median -0.05% 0.8–0.9 · n=761 · median +0.14% 0.9–1.0 · n=740 · median -0.09% 1.0–1.1 · n=752 · median -0.07% 1.1–1.2 · n=722 · median +0.13% 1.2–1.3 · n=708 · median -0.19% 1.3–1.4 · n=616 · median -0.06% 1.4–1.5 · n=615 · median -0.12% 1.5–1.6 · n=601 · median +0.06% 1.6–1.7 · n=588 · median +0.01% 1.7–1.8 · n=555 · median +0.11% 1.8–1.9 · n=554 · median -0.25% 1.9–2.0 · n=461 · median -0.28% 2.0–2.1 · n=439 · median -0.27% 2.1–2.2 · n=432 · median +0.22% 2.2–2.3 · n=421 · median -0.28% 2.3–2.4 · n=424 · median -0.33% 2.4–2.5 · n=360 · median -0.31% 2.5–2.6 · n=384 · median -0.01% 2.6–2.7 · n=329 · median -0.1% 2.7–2.8 · n=369 · median -0.03% 2.8–2.9 · n=333 · median +0.1% 2.9–3.0 · n=292 · median -0.04% 3.0–3.1 · n=281 · median +0.01% 3.1–3.2 · n=211 · median -0.14% 3.2–3.3 · n=233 · median +0.39% 3.3–3.4 · n=183 · median +0.03% 3.4–3.5 · n=172 · median +0.22% 3.5–3.6 · n=155 · median -0.15% 3.6–3.7 · n=126 · median +0.26% 3.7–3.8 · n=138 · median -0.05% 3.8–3.9 · n=119 · median +0.04% 3.9–4.0 · n=127 · median +0.04% 4.0–4.1 · n=113 · median +0.4% 4.1–4.2 · n=79 · median +0.36% 4.2–4.3 · n=83 · median +0.29% 4.3–4.4 · n=84 · median -0.08% 4.4–4.5 · n=70 · median +0.49% 4.5–4.6 · n=55 · median +0.17% 4.6–4.7 · n=58 · median -0.22% 4.7–4.8 · n=47 · median -0.9% 4.8–4.9 · n=50 · median +0.45% 4.9–5.0 · n=42 · median -0.69% 5.0–5.1 · n=38 · median +0.32% 5.1–5.2 · n=31 · median +0.28% 5.2–5.3 · n=25 · median -0.27% 5.3–5.4 · n=31 · median -0.65% 5.4–5.5 · n=27 · median +0.26% 5.5–5.6 · n=25 · median -0.22% -3.5-3-2-10123456 -0.9%-0.5%0%+0.5%+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 stable plateau: 3.7–4.3 (+0.06%, n=597) · Best balanced range: 5.7–6.0 (+0.41%, n=38) · Buy-band step (0.5 Opp): 4.0–4.5 (+0.32%, n=429)

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 4977 +0.10% -0.11% 47.9% +3.08% -2.85%
0 - 1 6782 +0.07% 0.00% 50% +2.88% -2.55%
1 - 2 6172 0.00% -0.05% 49% +2.76% -2.59%
2 - 2.5 2076 -0.21% -0.19% 46.4% +2.50% -2.64%
2.5 - 3 1707 +0.03% -0.02% 49.5% +2.61% -2.42%
3 - 3.5 1080 +0.25% +0.08% 51.3% +2.65% -2.31%
3.5 - 4 665 +0.33% -0.02% 49.8% +2.63% -2.21%
4 - 4.5 429 +0.40% +0.32% 54.3% +2.40% -2.15%
4.5 - 5 252 -0.52% -0.14% 48.8% +2.05% -2.95%
5+ 276 +0.57% +0.14% 52.5% +2.68% -2.23%

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 24416 -0.05% -9.20% 49.1% -2.60% 23990 -0.14% -12.06% 48.3% -3.47% 23526 -0.25% -14.00% 47.6% -4.16% 22782 -0.38% -14.58% 47.1% -4.99% 20156 -0.74% -14.32% 46.2% -6.99%
< 0 3D 4977 -0.11% -14.24% 47.9% -2.85% 4752 -0.30% -20.12% 46.4% -3.90% 4539 -0.49% -22.64% 45.7% -4.62% 4179 -0.54% -18.61% 46.7% -5.50% 3414 -0.99% -17.47% 44.9% -7.66%
0 - 1 20D 6782 0.00% -5.00% 50% -2.55% 6705 -0.06% -8.02% 49.4% -3.42% 6632 -0.06% -7.16% 49.4% -4.15% 6517 +0.02% -4.50% 50.1% -4.94% 5977 +0.34% -0.72% 51.7% -6.77%
1 - 2 20D 6172 -0.05% -9.20% 49% -2.59% 6115 -0.12% -11.05% 48.7% -3.46% 6025 -0.18% -11.48% 48.4% -4.09% 5914 -0.25% -11.30% 48.1% -4.92% 5377 -0.14% -6.76% 49.3% -6.89%
2 - 2.5 5D 2076 -0.19% -20.96% 46.4% -2.64% 2047 -0.20% -15.08% 47.3% -3.47% 2020 -0.39% -19.04% 46.1% -4.25% 1977 -0.69% -22.39% 44.4% -5.08% 1728 -1.63% -25.54% 41.4% -7.18%
2.5 - 3 3D 1707 -0.02% -6.68% 49.5% -2.42% 1693 -0.19% -14.58% 47.8% -3.24% 1671 -0.62% -27.32% 43.2% -4.00% 1631 -0.86% -26.67% 42.6% -5.03% 1422 -2.07% -31.08% 38.2% -7.03%
3 - 3.5 3D 1080 +0.08% +1.72% 51.3% -2.31% 1070 +0.03% -3.49% 50.1% -2.98% 1056 -0.15% -10.40% 48.1% -3.61% 1037 -0.72% -23.14% 42.9% -4.49% 910 -2.02% -30.45% 38.7% -6.60%
3.5 - 4 5D 665 -0.02% -6.68% 49.8% -2.21% 660 -0.03% -6.51% 49.7% -3.01% 650 -0.19% -11.84% 47.7% -3.52% 630 -0.89% -27.43% 42.7% -4.23% 550 -2.35% -34.61% 36% -6.23%
4 - 4.5 3D 429 +0.32% +21.88% 54.3% -2.15% 426 -0.04% -7.02% 49.5% -2.79% 417 -0.37% -18.32% 46.8% -3.42% 404 -0.76% -24.15% 40.8% -4.15% 352 -2.89% -41.41% 27.3% -6.79%
4.5 - 5 7D 252 -0.14% -16.76% 48.8% -2.95% 251 -0.41% -25.66% 44.6% -3.57% 250 -0.08% -7.88% 49.6% -3.97% 243 -0.48% -17.10% 43.6% -4.57% 211 -2.60% -37.76% 32.7% -7.16%
5+ 3D 276 +0.14% +6.76% 52.5% -2.23% 271 +0.02% -3.99% 50.2% -2.80% 266 0.00% -5.00% 49.6% -3.25% 250 +0.08% -2.98% 50.8% -3.82% 215 -2.55% -37.13% 30.7% -6.43%

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 17931 -0.05% -9.20% 49.1% -2.65% 17572 -0.14% -12.06% 48.3% -3.56% 17196 -0.21% -12.56% 48.1% -4.25% 16610 -0.21% -10.29% 48.5% -5.07% 14768 -0.15% -6.89% 49.3% -7.02%
opp > 1 3D 12641 -0.05% -9.20% 49.1% -2.52% 12517 -0.12% -11.05% 48.5% -3.33% 12339 -0.26% -14.36% 47.3% -3.99% 12070 -0.52% -18.10% 45.7% -4.83% 10750 -1.27% -21.00% 43.5% -6.89%
opp > 2 3D 6483 -0.04% -8.36% 49.3% -2.44% 6416 -0.12% -11.05% 48.3% -3.21% 6328 -0.33% -16.88% 46.2% -3.89% 6170 -0.72% -23.14% 43.5% -4.75% 5386 -2.09% -31.33% 37.8% -6.89%
opp > 3 3D 2698 +0.08% +1.72% 51.2% -2.31% 2674 -0.04% -7.02% 49.3% -3.00% 2635 -0.16% -10.76% 48.1% -3.56% 2560 -0.69% -22.39% 43.3% -4.32% 2235 -2.41% -35.37% 34.9% -6.58%
opp > 5 3D 276 +0.14% +6.76% 52.5% -2.23% 271 +0.02% -3.99% 50.2% -2.80% 266 0.00% -5.00% 49.6% -3.25% 250 +0.08% -2.98% 50.8% -3.82% 215 -2.55% -37.13% 30.7% -6.43%

Top-N performance

Filter n Avg return Median return 歷史相似情境上漲比例 Avg runup Avg drawdown
all 24416 +0.05% -0.05% 49.1% +2.80% -2.60%
Top 3 243 +0.56% +0.31% 53.1% +3.09% -2.39%
Top 5 405 +0.39% +0.23% 53.1% +2.89% -2.47%
Top 10 810 +0.37% +0.24% 53.2% +2.89% -2.44%
Top 20 1620 +0.22% +0.12% 51.9% +2.72% -2.52%
Top 50 4050 +0.21% +0.10% 51.5% +2.76% -2.55%

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 4883 +2.00% 5% -0.15% +0.45% 53.8% 44.2% 19.6% -0.15%
0 - 1 6667 +2.00% 4% +0.03% +1.47% 58.3% 49.2% 19.6% -0.04%
1 - 2 6071 +2.00% 5% -0.01% +0.25% 51.7% 44.5% 33.4% -0.09%
2 - 2.5 2048 +2.00% 5% -0.11% +0.73% 56.2% 45.6% 14.9% -0.20%
2.5 - 3 1683 +2.00% 5% -0.02% +0.77% 56.9% 45.2% 12.1% -0.03%
3 - 3.5 1055 +2.00% 5% +0.08% +0.88% 58.1% 45.6% 11.1% +0.05%
3.5 - 4 639 +2.00% 5% -0.16% +0.27% 52.9% 38% 12.2% -0.07%
4 - 4.5 403 +2.00% 5% +0.18% +0.95% 60% 44.2% 6.7% +0.20%
4.5 - 5 226 +2.00% 5% +0.02% +0.34% 56.2% 37.2% 11.1% +0.02%
5+ 254 +2.00% 4% +0.11% +0.30% 54.3% 40.9% 18.1% +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% -5.00% 517 62 4 - 4.5 +0.26% +0.31% 54.4% 2.7% 9.3% 88% 1.06 +0.26% -5.00% +0.39%
+9.00% -4.50% 517 62 4 - 4.5 +0.25% +0.29% 53.8% 2.7% 10.8% 86.5% 1.09 +0.25% -4.50% +0.39%
+8.50% -4.50% 517 62 4 - 4.5 +0.24% +0.29% 53.8% 2.7% 10.8% 86.5% 1.07 +0.24% -4.50% +0.39%
+8.50% -5.00% 517 62 4 - 4.5 +0.24% +0.31% 54.4% 2.7% 9.3% 88% 1.05 +0.24% -5.00% +0.39%
+8.00% -4.50% 517 62 4 - 4.5 +0.23% +0.29% 53.8% 2.9% 10.8% 86.3% 1.06 +0.23% -4.50% +0.39%
+8.00% -5.00% 517 62 4 - 4.5 +0.23% +0.31% 54.4% 3.1% 9.3% 87.6% 1.04 +0.23% -5.00% +0.39%
+6.50% -4.50% 517 62 4 - 4.5 +0.22% +0.29% 53.8% 5% 10.8% 84.1% 1.05 +0.22% -4.50% +0.39%
+6.50% -5.00% 517 62 4 - 4.5 +0.22% +0.31% 54.4% 5.2% 9.3% 85.5% 1.03 +0.22% -5.00% +0.39%
+7.50% -5.00% 517 62 4 - 4.5 +0.22% +0.31% 54.4% 3.5% 9.3% 87.2% 1.03 +0.22% -5.00% +0.39%
+4.00% -4.50% 517 62 4 - 4.5 +0.21% +0.37% 55.1% 16.4% 10.4% 73.1% 1 +0.21% -4.50% +0.39%
+4.00% -5.00% 517 62 4 - 4.5 +0.21% +0.40% 55.7% 16.6% 8.9% 74.5% 0.97 +0.21% -5.00% +0.39%
+5.50% -5.00% 517 62 4 - 4.5 +0.21% +0.32% 54.5% 7.2% 9.1% 83.8% 1.01 +0.21% -5.00% +0.39%
+7.50% -4.50% 517 62 4 - 4.5 +0.21% +0.29% 53.8% 3.3% 10.8% 85.9% 1.05 +0.21% -4.50% +0.39%
+9.00% -4.00% 517 62 4 - 4.5 +0.21% +0.18% 53% 2.5% 14.7% 82.8% 1.07 +0.21% -4.00% +0.39%
+5.00% -4.50% 517 62 4 - 4.5 +0.20% +0.31% 54.2% 9.3% 10.6% 80.1% 1.02 +0.20% -4.50% +0.39%
+5.00% -5.00% 517 62 4 - 4.5 +0.20% +0.33% 54.7% 9.5% 9.1% 81.4% 1 +0.20% -5.00% +0.39%
+5.50% -4.50% 517 62 4 - 4.5 +0.20% +0.30% 54% 7% 10.6% 82.4% 1.03 +0.20% -4.50% +0.39%
+6.00% -5.00% 517 62 4 - 4.5 +0.20% +0.31% 54.4% 5.6% 9.3% 85.1% 1.01 +0.20% -5.00% +0.39%
+7.00% -4.50% 517 62 4 - 4.5 +0.20% +0.29% 53.8% 3.3% 10.8% 85.9% 1.03 +0.20% -4.50% +0.39%
+7.00% -5.00% 517 62 4 - 4.5 +0.20% +0.31% 54.4% 3.5% 9.3% 87.2% 1.01 +0.20% -5.00% +0.39%
+8.50% -4.00% 517 62 4 - 4.5 +0.20% +0.18% 53% 2.5% 14.7% 82.8% 1.06 +0.20% -4.00% +0.39%
+9.00% -3.50% 517 62 4 - 4.5 +0.20% +0.11% 52% 2.5% 19% 78.5% 1.11 +0.20% -3.50% +0.39%
+4.50% -4.50% 517 62 4 - 4.5 +0.19% +0.31% 54.4% 12% 10.6% 77.4% 1 +0.19% -4.50% +0.39%
+4.50% -5.00% 517 62 4 - 4.5 +0.19% +0.34% 54.9% 12.2% 9.1% 78.7% 0.98 +0.19% -5.00% +0.39%
+6.00% -4.50% 517 62 4 - 4.5 +0.19% +0.29% 53.8% 5.4% 10.8% 83.8% 1.03 +0.19% -4.50% +0.39%
+6.50% -4.00% 517 62 4 - 4.5 +0.18% +0.20% 53% 4.8% 14.7% 80.5% 1.04 +0.18% -4.00% +0.39%
+8.00% -4.00% 517 62 4 - 4.5 +0.18% +0.18% 53% 2.7% 14.7% 82.6% 1.05 +0.18% -4.00% +0.39%
+8.50% -3.50% 517 62 4 - 4.5 +0.18% +0.11% 52% 2.5% 19% 78.5% 1.1 +0.18% -3.50% +0.39%
+4.00% -4.00% 517 62 4 - 4.5 +0.17% +0.33% 54.4% 16.2% 14.3% 69.4% 0.99 +0.17% -4.00% +0.39%
+7.50% -4.00% 517 62 4 - 4.5 +0.17% +0.18% 53% 3.1% 14.7% 82.2% 1.04 +0.17% -4.00% +0.39%
+8.00% -3.50% 517 62 4 - 4.5 +0.17% +0.11% 52% 2.7% 19% 78.3% 1.08 +0.17% -3.50% +0.39%
+3.50% -4.50% 517 62 4 - 4.5 +0.16% +0.39% 55.3% 18.2% 10.4% 71.4% 0.94 +0.16% -4.50% +0.39%
+3.50% -5.00% 517 62 4 - 4.5 +0.16% +0.41% 55.9% 18.4% 8.9% 72.7% 0.91 +0.16% -5.00% +0.39%
+5.00% -4.00% 517 62 4 - 4.5 +0.16% +0.28% 53.4% 9.1% 14.5% 76.4% 1.01 +0.16% -4.00% +0.39%
+5.50% -4.00% 517 62 4 - 4.5 +0.16% +0.28% 53.2% 6.8% 14.5% 78.7% 1.03 +0.16% -4.00% +0.39%
+6.50% -3.50% 517 62 4 - 4.5 +0.16% +0.13% 52% 4.8% 19% 76.2% 1.08 +0.16% -3.50% +0.39%
+7.00% -4.00% 517 62 4 - 4.5 +0.16% +0.18% 53% 3.1% 14.7% 82.2% 1.02 +0.16% -4.00% +0.39%
+7.50% -3.50% 517 62 4 - 4.5 +0.16% +0.11% 52% 3.1% 19% 77.9% 1.07 +0.16% -3.50% +0.39%
+4.50% -4.00% 517 62 4 - 4.5 +0.15% +0.29% 53.6% 11.8% 14.5% 73.7% 1 +0.15% -4.00% +0.39%
+6.00% -4.00% 517 62 4 - 4.5 +0.15% +0.20% 53% 5.2% 14.7% 80.1% 1.02 +0.15% -4.00% +0.39%
+9.00% -3.00% 517 62 4 - 4.5 +0.15% 0.00% 49.9% 2.5% 25.1% 72.3% 1.16 +0.15% -3.00% +0.39%
+4.00% -3.50% 517 62 4 - 4.5 +0.14% +0.29% 53.2% 16.1% 18.8% 65.2% 1.01 +0.14% -3.50% +0.39%
+6.00% -3.50% 517 62 4 - 4.5 +0.14% +0.13% 52% 5.2% 19% 75.8% 1.06 +0.14% -3.50% +0.39%
+7.00% -3.50% 517 62 4 - 4.5 +0.14% +0.11% 52% 3.1% 19% 77.9% 1.06 +0.14% -3.50% +0.39%
+3.00% -4.50% 517 62 4 - 4.5 +0.13% +0.44% 55.9% 24.4% 10.4% 65.2% 0.9 +0.13% -4.50% +0.39%
+3.00% -5.00% 517 62 4 - 4.5 +0.13% +0.47% 56.5% 24.6% 8.9% 66.5% 0.88 +0.13% -5.00% +0.39%
+5.00% -3.50% 517 62 4 - 4.5 +0.13% +0.13% 52.2% 8.9% 19% 72.1% 1.03 +0.13% -3.50% +0.39%
+5.50% -3.50% 517 62 4 - 4.5 +0.13% +0.13% 52% 6.6% 19% 74.5% 1.05 +0.13% -3.50% +0.39%
+8.50% -3.00% 517 62 4 - 4.5 +0.13% 0.00% 49.9% 2.5% 25.1% 72.3% 1.14 +0.13% -3.00% +0.39%
+3.50% -4.00% 517 62 4 - 4.5 +0.12% +0.34% 54.5% 18% 14.3% 67.7% 0.93 +0.12% -4.00% +0.39%
+4.50% -3.50% 517 62 4 - 4.5 +0.12% +0.14% 52.4% 11.6% 19% 69.4% 1.02 +0.12% -3.50% +0.39%
+8.00% -3.00% 517 62 4 - 4.5 +0.12% 0.00% 49.9% 2.7% 25.1% 72.1% 1.13 +0.12% -3.00% +0.39%
+7.50% -3.00% 517 62 4 - 4.5 +0.11% 0.00% 49.9% 3.1% 25.1% 71.8% 1.12 +0.11% -3.00% +0.39%
+3.00% -4.00% 517 62 4 - 4.5 +0.10% +0.39% 55.1% 24.2% 14.3% 61.5% 0.89 +0.10% -4.00% +0.39%
+6.50% -3.00% 517 62 4 - 4.5 +0.10% 0.00% 49.9% 4.6% 25.1% 70.2% 1.11 +0.10% -3.00% +0.39%
+7.00% -3.00% 517 62 4 - 4.5 +0.10% 0.00% 49.9% 3.1% 25.1% 71.8% 1.1 +0.10% -3.00% +0.39%
+3.50% -3.50% 517 62 4 - 4.5 +0.09% +0.29% 53.4% 17.8% 18.8% 63.4% 0.96 +0.09% -3.50% +0.39%
+4.00% -3.00% 517 62 4 - 4.5 +0.09% +0.10% 51.1% 15.5% 25% 59.6% 1.04 +0.09% -3.00% +0.39%
+6.00% -3.00% 517 62 4 - 4.5 +0.08% 0.00% 49.9% 5% 25.1% 69.8% 1.09 +0.08% -3.00% +0.39%
+3.00% -3.50% 517 62 4 - 4.5 +0.07% +0.32% 54% 23.4% 18.8% 57.8% 0.91 +0.07% -3.50% +0.39%
+5.00% -3.00% 517 62 4 - 4.5 +0.07% +0.02% 50.1% 8.5% 25.1% 66.3% 1.06 +0.07% -3.00% +0.39%
+5.50% -3.00% 517 62 4 - 4.5 +0.07% 0.00% 49.9% 6.4% 25.1% 68.5% 1.08 +0.07% -3.00% +0.39%
+4.50% -3.00% 517 62 4 - 4.5 +0.06% +0.04% 50.3% 11.2% 25.1% 63.6% 1.05 +0.06% -3.00% +0.39%
+3.50% -3.00% 517 62 4 - 4.5 +0.03% +0.10% 51.1% 16.8% 25% 58.2% 0.99 +0.03% -3.00% +0.39%
+3.00% -3.00% 517 62 4 - 4.5 +0.01% +0.13% 51.8% 22.4% 24.8% 52.8% 0.94 +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 24416 +0.05% -0.05% 49.1% +2.80% -2.60%
opp > 1 12641 +0.02% -0.05% 49.1% +2.65% -2.52%
opp > 2 6483 +0.05% -0.04% 49.3% +2.55% -2.44%
opp > 3 2698 +0.25% +0.08% 51.2% +2.55% -2.31%
opp > 5 276 +0.57% +0.14% 52.5% +2.68% -2.23%
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 1285 569 -0.23% 55% 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%
2026-09-30 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.