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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 23905
Trade dates 81
Excluded downtrends 16704
Best stable plateau n/a
Best balanced range 5.7–6.0
Best 0.5 range 4.8–5.3
Best 0.1 bin -1.9–-1.8
Best bucket 4.5 - 5
Best threshold opp > 5
Best Top-N Top 10
Window 2026-06-11 → 2026-10-09

Study results

2026-10-09 · 120D window

23905 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 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 · Best 0.5 range: 4.8–5.3 (in-sample diagnostics only)

Baseline avg return -0.04%
Baseline win rate 48.2%
Baseline runup +2.73%
Baseline drawdown -2.61%

Median return curve (reliable Opp span, step 0.1)

-3.2–-3.1 · n=30 · median -0.46% -3.1–-3.0 · n=33 · median -0.16% -3.0–-2.9 · n=33 · median +0.29% -2.9–-2.8 · n=41 · median -0.05% -2.8–-2.7 · n=46 · median -0.46% -2.7–-2.6 · n=40 · median -0.69% -2.6–-2.5 · n=45 · median +0.07% -2.5–-2.4 · n=46 · median -0.19% -2.4–-2.3 · n=50 · median -0.17% -2.3–-2.2 · n=60 · median -0.33% -2.2–-2.1 · n=72 · median +0.01% -2.1–-2.0 · n=68 · median -0.31% -2.0–-1.9 · n=108 · median -0.67% -1.9–-1.8 · n=89 · median +0.64% -1.8–-1.7 · n=87 · median +0.06% -1.7–-1.6 · n=97 · median -0.01% -1.6–-1.5 · n=93 · median -0.17% -1.5–-1.4 · n=124 · median +0.18% -1.4–-1.3 · n=127 · median +0.38% -1.3–-1.2 · n=131 · median -0.73% -1.2–-1.1 · n=154 · median +0.06% -1.1–-1.0 · n=211 · median -0.2% -1.0–-0.9 · n=187 · median +0.19% -0.9–-0.8 · n=224 · median 0% -0.8–-0.7 · n=219 · median -0.28% -0.7–-0.6 · n=260 · median -0.47% -0.6–-0.5 · n=272 · median -0.59% -0.5–-0.4 · n=306 · median -0.17% -0.4–-0.3 · n=377 · median -0.41% -0.3–-0.2 · n=345 · median -0.23% -0.2–-0.1 · n=397 · median -0.18% -0.1–0.0 · n=468 · median -0.15% 0.0–0.1 · n=532 · median -0.17% 0.1–0.2 · n=524 · median -0.3% 0.2–0.3 · n=575 · median +0.13% 0.3–0.4 · n=652 · median +0.17% 0.4–0.5 · n=664 · median -0.11% 0.5–0.6 · n=680 · median -0.18% 0.6–0.7 · n=729 · median -0.29% 0.7–0.8 · n=674 · median -0.1% 0.8–0.9 · n=721 · median +0.03% 0.9–1.0 · n=741 · median -0.05% 1.0–1.1 · n=700 · median -0.19% 1.1–1.2 · n=706 · median +0.03% 1.2–1.3 · n=649 · median -0.2% 1.3–1.4 · n=617 · median -0.06% 1.4–1.5 · n=613 · median -0.14% 1.5–1.6 · n=594 · median +0.07% 1.6–1.7 · n=592 · median -0.08% 1.7–1.8 · n=543 · median -0.01% 1.8–1.9 · n=514 · median -0.34% 1.9–2.0 · n=462 · median -0.18% 2.0–2.1 · n=463 · median -0.19% 2.1–2.2 · n=416 · median +0.14% 2.2–2.3 · n=439 · median -0.19% 2.3–2.4 · n=415 · median -0.26% 2.4–2.5 · n=367 · median -0.28% 2.5–2.6 · n=385 · median -0.04% 2.6–2.7 · n=321 · median -0.21% 2.7–2.8 · n=355 · median -0.25% 2.8–2.9 · n=338 · median +0.1% 2.9–3.0 · n=300 · median -0.05% 3.0–3.1 · n=284 · median 0% 3.1–3.2 · n=212 · median -0.19% 3.2–3.3 · n=214 · median +0.16% 3.3–3.4 · n=181 · median +0.05% 3.4–3.5 · n=175 · median +0.1% 3.5–3.6 · n=149 · median -0.26% 3.6–3.7 · n=122 · median +0.08% 3.7–3.8 · n=137 · median -0.11% 3.8–3.9 · n=120 · median -0.02% 3.9–4.0 · n=119 · median +0.16% 4.0–4.1 · n=110 · median +0.25% 4.1–4.2 · n=64 · median +0.34% 4.2–4.3 · n=75 · median +0.29% 4.3–4.4 · n=90 · median -0.21% 4.4–4.5 · n=73 · median -0.18% 4.5–4.6 · n=43 · median -0.11% 4.6–4.7 · n=48 · median -0.07% 4.7–4.8 · n=37 · median -0.14% 4.8–4.9 · n=40 · median +0.54% 4.9–5.0 · n=35 · median +0.18% 5.0–5.1 · n=28 · median +0.31% 5.1–5.2 · n=32 · median +0.01% 5.2–5.3 · n=19 · median -0.55% 5.3–5.4 · n=30 · median +0.12% 5.4–5.5 · n=20 · median -0.69% 5.5–5.6 · n=24 · median -1.18% -3.5-3-2-10123456 -1.2%-0.6%0%+0.6%+1.2%

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: -1.9–-1.8 (+0.64%, n=89) · Best balanced range: 5.7–6.0 (+0.44%, n=33) · Best 0.5 range: 4.8–5.3 (+0.23%, n=153)

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 5038 0.00% -0.20% 46.7% +2.96% -2.87%
0 - 1 6492 -0.01% -0.11% 48.7% +2.86% -2.60%
1 - 2 5990 -0.06% -0.12% 48.4% +2.73% -2.62%
2 - 2.5 2100 -0.22% -0.18% 46.8% +2.48% -2.68%
2.5 - 3 1699 -0.06% -0.09% 48.3% +2.52% -2.42%
3 - 3.5 1066 +0.06% +0.04% 50.7% +2.46% -2.34%
3.5 - 4 647 0.00% -0.06% 48.8% +2.32% -2.19%
4 - 4.5 412 -0.05% +0.06% 51.5% +1.92% -2.11%
4.5 - 5 203 -0.05% +0.07% 52.2% +2.20% -2.11%
5+ 258 +0.48% +0.05% 50% +2.58% -1.75%

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 23905 -0.12% -15.08% 48.2% -2.61% 23452 -0.16% -13.06% 48% -3.47% 23013 -0.26% -14.36% 47.5% -4.17% 22339 -0.47% -16.84% 46.4% -5.01% 19788 -1.07% -18.48% 44.7% -7.06%
< 0 5D 5038 -0.20% -21.80% 46.7% -2.87% 4811 -0.30% -20.12% 46.6% -3.87% 4572 -0.47% -21.92% 45.8% -4.65% 4255 -0.70% -22.64% 45.2% -5.55% 3312 -1.46% -23.40% 42.6% -7.96%
0 - 1 20D 6492 -0.11% -14.24% 48.7% -2.60% 6405 -0.10% -10.04% 48.7% -3.47% 6318 -0.06% -7.16% 49.3% -4.20% 6199 -0.12% -8.02% 49% -5.03% 5704 -0.06% -5.76% 49.7% -6.94%
1 - 2 20D 5990 -0.12% -15.08% 48.4% -2.62% 5931 -0.15% -12.56% 48.2% -3.49% 5881 -0.19% -11.84% 48.3% -4.10% 5760 -0.27% -11.80% 47.8% -4.93% 5266 -0.47% -10.92% 47.6% -6.99%
2 - 2.5 5D 2100 -0.18% -20.12% 46.8% -2.68% 2068 -0.14% -12.06% 48.1% -3.46% 2039 -0.26% -14.36% 47.2% -4.20% 1995 -0.69% -22.39% 44.2% -5.07% 1790 -1.44% -23.14% 42.7% -7.08%
2.5 - 3 3D 1699 -0.09% -12.56% 48.3% -2.42% 1676 -0.19% -14.58% 47.5% -3.21% 1657 -0.63% -27.68% 42.8% -3.99% 1630 -0.91% -27.93% 42.3% -5.04% 1465 -2.01% -30.33% 38.1% -6.93%
3 - 3.5 3D 1066 +0.04% -1.64% 50.7% -2.34% 1054 +0.02% -3.99% 50% -2.98% 1048 -0.20% -12.20% 47% -3.59% 1028 -0.78% -24.66% 42.2% -4.45% 942 -2.21% -32.85% 37% -6.54%
3.5 - 4 3D 647 -0.06% -10.04% 48.8% -2.19% 640 -0.11% -10.54% 48.4% -2.99% 637 -0.37% -18.32% 46.9% -3.58% 629 -0.94% -28.69% 41.3% -4.26% 562 -2.45% -35.87% 35.8% -6.14%
4 - 4.5 3D 412 +0.06% +0.04% 51.5% -2.11% 408 -0.21% -15.58% 46.3% -2.80% 405 -0.44% -20.84% 45.2% -3.35% 396 -0.75% -23.90% 41.4% -4.10% 363 -3.40% -47.84% 24.5% -6.52%
4.5 - 5 3D 203 +0.07% +0.88% 52.2% -2.11% 202 -0.14% -12.06% 49% -2.74% 202 +0.08% -2.12% 51.5% -3.15% 201 -0.31% -12.81% 45.8% -3.75% 176 -2.43% -35.62% 34.1% -5.82%
5+ 3D 258 +0.05% -0.80% 50% -1.75% 257 -0.21% -15.58% 46.3% -2.43% 254 +0.02% -4.28% 50% -2.82% 246 +0.15% -1.22% 51.2% -3.40% 208 -2.34% -34.48% 31.7% -5.33%

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 17520 -0.13% -15.92% 48% -2.68% 17147 -0.17% -13.57% 47.9% -3.59% 16771 -0.22% -12.92% 48% -4.29% 16214 -0.33% -13.32% 47.6% -5.13% 14282 -0.55% -11.93% 47.3% -7.19%
opp > 1 5D 12362 -0.10% -13.40% 48.5% -2.52% 12223 -0.14% -12.06% 48.2% -3.32% 12110 -0.26% -14.36% 47.2% -3.97% 11872 -0.55% -18.86% 45.4% -4.81% 10760 -1.43% -23.02% 42.6% -6.84%
opp > 2 5D 6382 -0.09% -12.56% 48.7% -2.41% 6302 -0.13% -11.55% 48.1% -3.16% 6239 -0.33% -16.88% 46.1% -3.83% 6122 -0.73% -23.40% 43.2% -4.70% 5503 -2.05% -30.83% 37.9% -6.71%
opp > 3 3D 2583 +0.03% -2.48% 50.4% -2.18% 2558 -0.10% -10.04% 48.6% -2.87% 2543 -0.20% -12.20% 47.4% -3.43% 2497 -0.69% -22.39% 43.1% -4.18% 2248 -2.51% -36.63% 34% -6.26%
opp > 5 3D 257 +0.10% +3.40% 50.2% -1.75% 256 -0.21% -15.58% 46.5% -2.44% 253 0.00% -5.00% 49.8% -2.82% 245 +0.13% -1.72% 51% -3.41% 207 -2.35% -34.61% 31.4% -5.34%

Top-N performance

Filter n Avg return Median return 歷史相似情境上漲比例 Avg runup Avg drawdown
all 23905 -0.04% -0.12% 48.2% +2.73% -2.61%
Top 3 243 +0.41% +0.11% 51% +3.07% -2.36%
Top 5 405 +0.18% +0.11% 51.4% +2.82% -2.48%
Top 10 810 +0.19% +0.11% 51.4% +2.77% -2.42%
Top 20 1620 +0.09% +0.05% 50.6% +2.61% -2.44%
Top 50 4050 +0.04% +0.04% 50.4% +2.60% -2.50%

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 4951 +2.00% 3% -0.17% +0.20% 52% 42.7% 23.1% -0.21%
0 - 1 6321 +2.00% 4% -0.03% +1.10% 56.2% 48.3% 24.3% -0.13%
1 - 2 5917 +2.00% 5% -0.02% +0.19% 51.2% 44.2% 33.6% -0.12%
2 - 2.5 2079 +2.00% 5% -0.09% +0.87% 57% 46.2% 14.5% -0.18%
2.5 - 3 1673 +2.00% 5% -0.02% +0.77% 56.6% 45.5% 12% -0.09%
3 - 3.5 1040 +2.00% 5% +0.03% +0.77% 57.7% 44.2% 10.1% +0.04%
3.5 - 4 623 +2.00% 5% -0.15% +0.36% 54.3% 41.1% 10% -0.11%
4 - 4.5 385 +2.00% 5% +0.02% +0.51% 56.9% 41.6% 7.5% +0.01%
4.5 - 5 173 +2.00% 5% +0.24% +0.93% 63% 45.1% 2.9% +0.17%
5+ 234 +2.00% 3% +0.15% +0.42% 55.6% 42.3% 7.7% +0.12%

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.
+3.50% -3.00% 3141 77 3 - 3.5 +0.32% +0.31% 53.5% 28.7% 27.3% 43.9% 1.14 +0.32% -3.00% +0.21%
+3.50% -3.50% 3141 77 3 - 3.5 +0.32% +0.41% 54.8% 29.3% 21.8% 48.9% 1.07 +0.32% -3.50% +0.21%
+4.00% -3.00% 3141 77 3 - 3.5 +0.32% +0.19% 52.3% 22.9% 27.8% 49.3% 1.19 +0.32% -3.00% +0.21%
+4.00% -3.50% 3141 77 3 - 3.5 +0.32% +0.28% 53.5% 23.4% 22.1% 54.5% 1.13 +0.32% -3.50% +0.21%
+6.00% -3.00% 3141 77 3 - 3.5 +0.32% +0.05% 50.6% 9.7% 28.7% 61.5% 1.26 +0.32% -3.00% +0.21%
+6.50% -3.00% 3141 77 3 - 3.5 +0.32% +0.04% 50.4% 8.1% 28.9% 63% 1.28 +0.32% -3.00% +0.21%
+6.50% -3.50% 3141 77 3 - 3.5 +0.32% +0.11% 51.6% 8.2% 23.2% 68.6% 1.21 +0.32% -3.50% +0.21%
+7.00% -3.00% 3141 77 3 - 3.5 +0.32% +0.03% 50.3% 6.6% 29% 64.3% 1.29 +0.32% -3.00% +0.21%
+7.00% -3.50% 3141 77 3 - 3.5 +0.32% +0.10% 51.5% 6.7% 23.3% 70% 1.21 +0.32% -3.50% +0.21%
+7.50% -3.00% 3141 77 3 - 3.5 +0.32% +0.01% 50% 5.3% 29.2% 65.5% 1.29 +0.32% -3.00% +0.21%
+4.50% -3.00% 3141 77 3 - 3.5 +0.31% +0.13% 51.7% 18.1% 28.1% 53.8% 1.21 +0.31% -3.00% +0.21%
+4.50% -3.50% 3141 77 3 - 3.5 +0.31% +0.22% 52.9% 18.5% 22.4% 59.1% 1.15 +0.31% -3.50% +0.21%
+5.00% -3.00% 3141 77 3 - 3.5 +0.31% +0.08% 51.1% 15% 28.4% 56.7% 1.24 +0.31% -3.00% +0.21%
+5.00% -3.50% 3141 77 3 - 3.5 +0.31% +0.18% 52.2% 15.2% 22.7% 62.1% 1.17 +0.31% -3.50% +0.21%
+5.50% -3.00% 3141 77 3 - 3.5 +0.31% +0.06% 50.7% 12.1% 28.6% 59.3% 1.25 +0.31% -3.00% +0.21%
+5.50% -3.50% 3141 77 3 - 3.5 +0.31% +0.16% 52% 12.3% 22.9% 64.8% 1.18 +0.31% -3.50% +0.21%
+6.00% -3.50% 3141 77 3 - 3.5 +0.31% +0.14% 51.8% 9.9% 23% 67.1% 1.19 +0.31% -3.50% +0.21%
+7.50% -3.50% 3141 77 3 - 3.5 +0.31% +0.09% 51.3% 5.4% 23.5% 71.1% 1.21 +0.31% -3.50% +0.21%
+8.00% -3.00% 3141 77 3 - 3.5 +0.31% 0.00% 50% 4.3% 29.3% 66.4% 1.29 +0.31% -3.00% +0.21%
+8.00% -3.50% 3141 77 3 - 3.5 +0.31% +0.08% 51.2% 4.4% 23.5% 72% 1.21 +0.31% -3.50% +0.21%
+8.50% -3.00% 3141 77 3 - 3.5 +0.31% 0.00% 49.9% 3.6% 29.4% 67.1% 1.29 +0.31% -3.00% +0.21%
+3.00% -3.00% 3141 77 3 - 3.5 +0.30% +0.49% 55% 36.3% 26.7% 37% 1.07 +0.30% -3.00% +0.21%
+3.00% -3.50% 3141 77 3 - 3.5 +0.30% +0.62% 56.2% 36.8% 21.3% 41.8% 1.01 +0.30% -3.50% +0.21%
+3.50% -4.50% 3141 77 3 - 3.5 +0.30% +0.48% 55.8% 29.8% 13.9% 56.3% 1.01 +0.30% -4.50% +0.21%
+3.50% -5.00% 3141 77 3 - 3.5 +0.30% +0.49% 56.1% 29.9% 10.8% 59.3% 1 +0.30% -5.00% +0.21%
+4.00% -4.50% 3141 77 3 - 3.5 +0.30% +0.36% 54.6% 23.8% 14.1% 62.1% 1.05 +0.30% -4.50% +0.21%
+4.00% -5.00% 3141 77 3 - 3.5 +0.30% +0.39% 54.9% 23.9% 11% 65.1% 1.05 +0.30% -5.00% +0.21%
+4.50% -5.00% 3141 77 3 - 3.5 +0.30% +0.31% 54.2% 18.8% 11.2% 70% 1.07 +0.30% -5.00% +0.21%
+8.50% -3.50% 3141 77 3 - 3.5 +0.30% +0.08% 51.1% 3.7% 23.6% 72.7% 1.21 +0.30% -3.50% +0.21%
+9.00% -3.00% 3141 77 3 - 3.5 +0.30% -0.01% 49.8% 2.9% 29.4% 67.7% 1.28 +0.30% -3.00% +0.21%
+3.00% -5.00% 3141 77 3 - 3.5 +0.29% +0.73% 57.6% 37.6% 10.6% 51.9% 0.94 +0.29% -5.00% +0.21%
+3.50% -4.00% 3141 77 3 - 3.5 +0.29% +0.44% 55.3% 29.5% 17.7% 52.8% 1.03 +0.29% -4.00% +0.21%
+4.00% -4.00% 3141 77 3 - 3.5 +0.29% +0.32% 54% 23.6% 18% 58.5% 1.08 +0.29% -4.00% +0.21%
+4.50% -4.00% 3141 77 3 - 3.5 +0.29% +0.26% 53.4% 18.6% 18.2% 63.2% 1.1 +0.29% -4.00% +0.21%
+4.50% -4.50% 3141 77 3 - 3.5 +0.29% +0.30% 53.9% 18.8% 14.3% 66.9% 1.08 +0.29% -4.50% +0.21%
+5.00% -4.50% 3141 77 3 - 3.5 +0.29% +0.24% 53.3% 15.5% 14.5% 70% 1.1 +0.29% -4.50% +0.21%
+5.00% -5.00% 3141 77 3 - 3.5 +0.29% +0.26% 53.6% 15.6% 11.4% 73.1% 1.09 +0.29% -5.00% +0.21%
+5.50% -5.00% 3141 77 3 - 3.5 +0.29% +0.24% 53.3% 12.6% 11.5% 75.9% 1.1 +0.29% -5.00% +0.21%
+6.00% -4.00% 3141 77 3 - 3.5 +0.29% +0.18% 52.3% 10% 18.7% 71.3% 1.14 +0.29% -4.00% +0.21%
+6.00% -4.50% 3141 77 3 - 3.5 +0.29% +0.21% 52.8% 10.1% 14.8% 75.1% 1.11 +0.29% -4.50% +0.21%
+6.00% -5.00% 3141 77 3 - 3.5 +0.29% +0.22% 53.1% 10.1% 11.6% 78.3% 1.11 +0.29% -5.00% +0.21%
+6.50% -4.00% 3141 77 3 - 3.5 +0.29% +0.17% 52.1% 8.3% 18.9% 72.8% 1.15 +0.29% -4.00% +0.21%
+6.50% -4.50% 3141 77 3 - 3.5 +0.29% +0.20% 52.6% 8.4% 14.9% 76.7% 1.13 +0.29% -4.50% +0.21%
+6.50% -5.00% 3141 77 3 - 3.5 +0.29% +0.21% 52.9% 8.4% 11.7% 79.8% 1.12 +0.29% -5.00% +0.21%
+7.00% -4.00% 3141 77 3 - 3.5 +0.29% +0.15% 52% 6.8% 19% 74.2% 1.16 +0.29% -4.00% +0.21%
+7.00% -4.50% 3141 77 3 - 3.5 +0.29% +0.19% 52.5% 6.9% 15% 78.1% 1.13 +0.29% -4.50% +0.21%
+7.00% -5.00% 3141 77 3 - 3.5 +0.29% +0.21% 52.8% 6.9% 11.8% 81.3% 1.12 +0.29% -5.00% +0.21%
+9.00% -3.50% 3141 77 3 - 3.5 +0.29% +0.07% 51% 3% 23.7% 73.3% 1.21 +0.29% -3.50% +0.21%
+3.00% -4.00% 3141 77 3 - 3.5 +0.28% +0.65% 56.7% 37.1% 17.4% 45.6% 0.96 +0.28% -4.00% +0.21%
+3.00% -4.50% 3141 77 3 - 3.5 +0.28% +0.72% 57.3% 37.4% 13.7% 48.9% 0.94 +0.28% -4.50% +0.21%
+5.00% -4.00% 3141 77 3 - 3.5 +0.28% +0.21% 52.8% 15.3% 18.4% 66.2% 1.12 +0.28% -4.00% +0.21%
+5.50% -4.00% 3141 77 3 - 3.5 +0.28% +0.19% 52.5% 12.4% 18.6% 69% 1.13 +0.28% -4.00% +0.21%
+5.50% -4.50% 3141 77 3 - 3.5 +0.28% +0.22% 53% 12.5% 14.7% 72.8% 1.11 +0.28% -4.50% +0.21%
+7.50% -4.00% 3141 77 3 - 3.5 +0.28% +0.12% 51.7% 5.5% 19.2% 75.4% 1.16 +0.28% -4.00% +0.21%
+7.50% -4.50% 3141 77 3 - 3.5 +0.28% +0.18% 52.2% 5.6% 15.2% 79.2% 1.13 +0.28% -4.50% +0.21%
+7.50% -5.00% 3141 77 3 - 3.5 +0.28% +0.19% 52.5% 5.6% 12% 82.4% 1.13 +0.28% -5.00% +0.21%
+8.00% -4.00% 3141 77 3 - 3.5 +0.28% +0.12% 51.7% 4.5% 19.2% 76.3% 1.16 +0.28% -4.00% +0.21%
+8.00% -4.50% 3141 77 3 - 3.5 +0.28% +0.17% 52.2% 4.6% 15.2% 80.2% 1.14 +0.28% -4.50% +0.21%
+8.00% -5.00% 3141 77 3 - 3.5 +0.28% +0.18% 52.5% 4.6% 12% 83.4% 1.13 +0.28% -5.00% +0.21%
+8.50% -4.50% 3141 77 3 - 3.5 +0.28% +0.16% 52.1% 3.8% 15.3% 80.9% 1.13 +0.28% -4.50% +0.21%
+8.50% -5.00% 3141 77 3 - 3.5 +0.28% +0.18% 52.4% 3.8% 12.1% 84.1% 1.13 +0.28% -5.00% +0.21%
+8.50% -4.00% 3141 77 3 - 3.5 +0.27% +0.11% 51.6% 3.7% 19.3% 77% 1.16 +0.27% -4.00% +0.21%
+9.00% -4.00% 3141 77 3 - 3.5 +0.27% +0.10% 51.5% 3.1% 19.4% 77.6% 1.16 +0.27% -4.00% +0.21%
+9.00% -5.00% 3141 77 3 - 3.5 +0.27% +0.18% 52.3% 3.2% 12.1% 84.7% 1.12 +0.27% -5.00% +0.21%
+9.00% -4.50% 3141 77 3 - 3.5 +0.26% +0.15% 52% 3.1% 15.4% 81.5% 1.13 +0.26% -4.50% +0.21%

Threshold performance

Filter n Avg return Median return 歷史相似情境上漲比例 Avg runup Avg drawdown
all 23905 -0.04% -0.12% 48.2% +2.73% -2.61%
opp > 1 12362 -0.07% -0.10% 48.5% +2.58% -2.52%
opp > 2 6382 -0.06% -0.09% 48.7% +2.43% -2.41%
opp > 3 2583 +0.06% +0.03% 50.4% +2.33% -2.18%
opp > 5 257 +0.49% +0.10% 50.2% +2.59% -1.75%
opp > 7 4 +2.47% +0.39% 75% +4.76% -1.00%
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 ≥10 日 · Opp 自峰值跌 ≥0.5 · 現值 ≤2.5 · 連續 2 日
Train dates 51
Test dates 22
Candidates 240

已選門檻：最少持有 10 交易日 · 峰值跌 ≥ 0.5 · Opp ≤ 2.5 · 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 ≥10 日 · Opp 自峰值跌 ≥0.5 · 現值 ≤2.5 · 連續 2 日 1561 831 -0.89% 61.6% 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 2.5
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 0.477 -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.