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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 23310
Trade dates 80
Excluded downtrends 16791
Best stable plateau n/a
Best balanced range 5.7–6.0
Best 0.5 range 3.8–4.3
Best 0.1 bin -1.9–-1.8
Best bucket 4 - 4.5
Best threshold opp > 3
Best Top-N Top 10
Window 2026-06-14 → 2026-10-12

Study results

2026-10-12 · 120D window

23310 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: 3.8–4.3 (in-sample diagnostics only)

Baseline avg return -0.04%
Baseline win rate 48.5%
Baseline runup +2.69%
Baseline drawdown -2.62%

Median return curve (reliable Opp span, step 0.1)

-3.4–-3.3 · n=20 · median -0.73% -3.3–-3.2 · n=15 · median +0.43% -3.2–-3.1 · n=32 · median -0.46% -3.1–-3.0 · n=34 · median -0.22% -3.0–-2.9 · n=33 · median +0.29% -2.9–-2.8 · n=42 · median -0.11% -2.8–-2.7 · n=48 · median -0.23% -2.7–-2.6 · n=42 · median -0.32% -2.6–-2.5 · n=46 · median +0.09% -2.5–-2.4 · n=49 · median -0.2% -2.4–-2.3 · n=52 · median +0.11% -2.3–-2.2 · n=62 · median -0.19% -2.2–-2.1 · n=73 · median -0.12% -2.1–-2.0 · n=70 · median -0.15% -2.0–-1.9 · n=109 · median -0.61% -1.9–-1.8 · n=95 · median +0.58% -1.8–-1.7 · n=88 · median +0.09% -1.7–-1.6 · n=101 · median -0.01% -1.6–-1.5 · n=94 · median -0.15% -1.5–-1.4 · n=128 · median +0.21% -1.4–-1.3 · n=127 · median +0.38% -1.3–-1.2 · n=136 · median -0.64% -1.2–-1.1 · n=153 · median +0.33% -1.1–-1.0 · n=208 · median -0.19% -1.0–-0.9 · n=187 · median +0.26% -0.9–-0.8 · n=223 · median 0% -0.8–-0.7 · n=218 · median -0.23% -0.7–-0.6 · n=248 · median -0.34% -0.6–-0.5 · n=254 · median -0.49% -0.5–-0.4 · n=299 · median -0.13% -0.4–-0.3 · n=362 · median -0.49% -0.3–-0.2 · n=329 · median -0.23% -0.2–-0.1 · n=366 · median -0.13% -0.1–0.0 · n=439 · median -0.22% 0.0–0.1 · n=498 · median -0.06% 0.1–0.2 · n=492 · median -0.28% 0.2–0.3 · n=554 · median +0.13% 0.3–0.4 · n=635 · median +0.18% 0.4–0.5 · n=626 · median -0.1% 0.5–0.6 · n=646 · median -0.2% 0.6–0.7 · n=693 · median -0.3% 0.7–0.8 · n=633 · median -0.08% 0.8–0.9 · n=696 · median +0.01% 0.9–1.0 · n=714 · median -0.05% 1.0–1.1 · n=679 · median -0.19% 1.1–1.2 · n=687 · median +0.03% 1.2–1.3 · n=631 · median -0.19% 1.3–1.4 · n=606 · median -0.04% 1.4–1.5 · n=605 · median -0.13% 1.5–1.6 · n=579 · median +0.09% 1.6–1.7 · n=587 · median -0.03% 1.7–1.8 · n=534 · median -0.02% 1.8–1.9 · n=505 · median -0.34% 1.9–2.0 · n=452 · median -0.13% 2.0–2.1 · n=453 · median -0.18% 2.1–2.2 · n=411 · median +0.19% 2.2–2.3 · n=432 · median -0.18% 2.3–2.4 · n=402 · median -0.16% 2.4–2.5 · n=363 · median -0.28% 2.5–2.6 · n=376 · median -0.03% 2.6–2.7 · n=318 · median -0.25% 2.7–2.8 · n=347 · median -0.21% 2.8–2.9 · n=333 · median +0.1% 2.9–3.0 · n=294 · median -0.01% 3.0–3.1 · n=277 · median +0.01% 3.1–3.2 · n=208 · median -0.19% 3.2–3.3 · n=211 · median +0.08% 3.3–3.4 · n=177 · median +0.05% 3.4–3.5 · n=175 · median +0.1% 3.5–3.6 · n=146 · median -0.28% 3.6–3.7 · n=123 · median -0.11% 3.7–3.8 · n=138 · median -0.14% 3.8–3.9 · n=121 · median +0.04% 3.9–4.0 · n=120 · median +0.19% 4.0–4.1 · n=110 · median +0.25% 4.1–4.2 · n=66 · median +0.4% 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=37 · median +0.13% 5.0–5.1 · n=28 · median +0.31% 5.1–5.2 · n=33 · median -0.18% 5.2–5.3 · n=19 · median -0.55% 5.3–5.4 · n=31 · median 0% 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 (+0.58%, n=95) · Best balanced range: 5.7–6.0 (+0.41%, n=34) · Best 0.5 range: 3.8–4.3 (+0.22%, n=491)

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 -0.04% -0.16% 47.3% +2.86% -2.87%
0 - 1 6187 -0.01% -0.09% 48.9% +2.85% -2.63%
1 - 2 5865 -0.05% -0.09% 48.6% +2.72% -2.64%
2 - 2.5 2061 -0.20% -0.17% 47.3% +2.45% -2.68%
2.5 - 3 1668 -0.05% -0.07% 48.5% +2.46% -2.41%
3 - 3.5 1048 +0.05% +0.03% 50.5% +2.37% -2.34%
3.5 - 4 648 -0.05% -0.08% 48.8% +2.26% -2.22%
4 - 4.5 414 -0.01% +0.06% 51.7% +1.96% -2.11%
4.5 - 5 205 -0.08% +0.06% 51.7% +2.18% -2.13%
5+ 262 +0.38% -0.06% 49.2% +2.55% -1.84%

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 23310 -0.11% -14.24% 48.5% -2.62% 22861 -0.14% -12.06% 48.3% -3.47% 22417 -0.24% -13.64% 47.6% -4.16% 21771 -0.53% -18.36% 45.9% -5.01% 19244 -1.19% -19.99% 43.9% -7.08%
< 0 5D 4952 -0.16% -18.44% 47.3% -2.87% 4736 -0.23% -16.59% 47.3% -3.85% 4497 -0.40% -19.40% 46.5% -4.61% 4177 -0.75% -23.90% 44.9% -5.55% 3196 -1.58% -24.91% 41.7% -8.04%
0 - 1 7D 6187 -0.09% -12.56% 48.9% -2.63% 6102 -0.08% -9.03% 49.1% -3.50% 6013 -0.11% -8.96% 48.9% -4.24% 5896 -0.27% -11.80% 47.9% -5.08% 5411 -0.37% -9.66% 48.2% -7.08%
1 - 2 7D 5865 -0.09% -12.56% 48.6% -2.64% 5806 -0.13% -11.55% 48.5% -3.49% 5752 -0.18% -11.48% 48.4% -4.11% 5653 -0.34% -13.57% 47.3% -4.93% 5174 -0.66% -13.32% 46.8% -7.01%
2 - 2.5 5D 2061 -0.17% -19.28% 47.3% -2.68% 2032 -0.13% -11.55% 48.3% -3.43% 2008 -0.22% -12.92% 47.7% -4.17% 1964 -0.66% -21.63% 44.3% -5.02% 1773 -1.44% -23.14% 42.5% -7.00%
2.5 - 3 3D 1668 -0.07% -10.88% 48.5% -2.41% 1644 -0.19% -14.58% 47.4% -3.18% 1621 -0.59% -26.24% 43.1% -3.94% 1595 -0.86% -26.67% 42.4% -4.88% 1445 -1.93% -29.32% 38.5% -6.70%
3 - 3.5 3D 1048 +0.03% -2.48% 50.5% -2.34% 1033 -0.03% -6.51% 49.8% -2.98% 1026 -0.19% -11.84% 47.2% -3.56% 1011 -0.76% -24.15% 42.4% -4.37% 926 -2.21% -32.85% 37.1% -6.38%
3.5 - 4 5D 648 -0.08% -11.72% 48.8% -2.22% 639 -0.10% -10.04% 48.4% -2.99% 634 -0.33% -16.88% 47% -3.57% 628 -0.95% -28.94% 41.1% -4.26% 566 -2.49% -36.37% 35.7% -6.13%
4 - 4.5 3D 414 +0.06% +0.04% 51.7% -2.11% 410 -0.24% -17.10% 46.1% -2.83% 407 -0.43% -20.48% 45.5% -3.36% 398 -0.73% -23.40% 41.7% -4.10% 365 -3.41% -47.97% 24.4% -6.53%
4.5 - 5 3D 205 +0.06% +0.04% 51.7% -2.13% 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% 178 -2.36% -34.74% 34.8% -5.81%
5+ 10D 262 -0.06% -10.04% 49.2% -1.84% 257 -0.21% -15.58% 46.3% -2.43% 257 0.00% -5.00% 49.4% -2.89% 248 +0.15% -1.22% 51.2% -3.40% 210 -2.33% -34.36% 32.4% -5.34%

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 5D 17004 -0.12% -15.08% 48.3% -2.70% 16644 -0.14% -12.06% 48.4% -3.60% 16262 -0.21% -12.56% 48.1% -4.29% 15726 -0.43% -15.84% 46.9% -5.15% 13781 -0.78% -14.83% 46.2% -7.27%
opp > 1 5D 12158 -0.09% -12.56% 48.7% -2.52% 12010 -0.13% -11.55% 48.3% -3.31% 11894 -0.25% -14.00% 47.3% -3.95% 11685 -0.56% -19.11% 45.2% -4.78% 10625 -1.46% -23.40% 42.3% -6.80%
opp > 2 5D 6304 -0.08% -11.72% 48.8% -2.42% 6215 -0.13% -11.55% 48.1% -3.14% 6153 -0.31% -16.16% 46.4% -3.81% 6043 -0.72% -23.14% 43.3% -4.62% 5461 -2.03% -30.58% 38% -6.59%
opp > 3 3D 2574 +0.02% -3.32% 50.2% -2.20% 2538 -0.10% -10.04% 48.4% -2.88% 2523 -0.19% -11.84% 47.4% -3.42% 2483 -0.69% -22.39% 43.1% -4.14% 2242 -2.51% -36.63% 34.1% -6.19%
opp > 5 10D 261 -0.06% -10.04% 49.4% -1.84% 256 -0.21% -15.58% 46.5% -2.44% 256 -0.02% -5.72% 49.2% -2.90% 247 +0.13% -1.72% 51% -3.40% 209 -2.34% -34.48% 32.1% -5.36%

Top-N performance

Filter n Avg return Median return 歷史相似情境上漲比例 Avg runup Avg drawdown
all 23310 -0.04% -0.11% 48.5% +2.69% -2.62%
Top 3 240 +0.30% +0.10% 50.4% +2.98% -2.40%
Top 5 400 +0.10% +0.11% 51% +2.74% -2.52%
Top 10 800 +0.17% +0.11% 51.3% +2.72% -2.43%
Top 20 1600 +0.07% +0.02% 50.3% +2.55% -2.45%
Top 50 4000 +0.03% +0.05% 50.6% +2.54% -2.51%

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 4860 +2.00% 5% -0.15% +0.49% 54.2% 44.3% 18.6% -0.14%
0 - 1 5993 +2.00% 4% +0.01% +1.76% 58.9% 49.9% 17.3% -0.05%
1 - 2 5799 +2.00% 5% -0.04% +0.25% 51.8% 44% 30.3% -0.09%
2 - 2.5 2024 +2.00% 5% -0.08% +0.95% 57.8% 46.6% 12.6% -0.16%
2.5 - 3 1645 +2.00% 5% +0.01% +0.84% 57.1% 45.3% 11.2% -0.05%
3 - 3.5 1028 +2.00% 5% +0.07% +0.85% 58.4% 45.2% 8.5% +0.05%
3.5 - 4 628 +2.00% 5% -0.16% +0.35% 54.1% 40.8% 10.2% -0.11%
4 - 4.5 388 +2.00% 5% +0.02% +0.52% 57% 41.8% 7.7% +0.03%
4.5 - 5 175 +2.00% 5% +0.21% +0.77% 62.3% 44.6% 2.9% +0.17%
5+ 238 +2.00% 3% +0.09% +0.38% 55% 42% 8.8% +0.11%

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% -3.00% 2978 77 3 - 3.5 +0.39% +0.15% 51.6% 9.9% 28.8% 61.2% 1.28 +0.39% -3.00% +0.34%
+6.50% -3.00% 2978 77 3 - 3.5 +0.39% +0.13% 51.5% 8.3% 29% 62.7% 1.29 +0.39% -3.00% +0.34%
+6.50% -3.50% 2978 77 3 - 3.5 +0.39% +0.24% 52.8% 8.4% 23.8% 67.8% 1.21 +0.39% -3.50% +0.34%
+7.00% -3.00% 2978 77 3 - 3.5 +0.39% +0.11% 51.3% 6.7% 29.1% 64.1% 1.29 +0.39% -3.00% +0.34%
+7.00% -3.50% 2978 77 3 - 3.5 +0.39% +0.22% 52.6% 6.9% 23.9% 69.3% 1.21 +0.39% -3.50% +0.34%
+7.50% -3.00% 2978 77 3 - 3.5 +0.39% +0.09% 51.1% 5.5% 29.3% 65.2% 1.3 +0.39% -3.00% +0.34%
+8.00% -3.00% 2978 77 3 - 3.5 +0.39% +0.09% 51.1% 4.4% 29.3% 66.2% 1.3 +0.39% -3.00% +0.34%
+8.50% -3.00% 2978 77 3 - 3.5 +0.39% +0.08% 51% 3.8% 29.4% 66.8% 1.3 +0.39% -3.00% +0.34%
+5.50% -3.00% 2978 77 3 - 3.5 +0.38% +0.17% 51.8% 12.4% 28.7% 58.9% 1.26 +0.38% -3.00% +0.34%
+6.00% -3.50% 2978 77 3 - 3.5 +0.38% +0.25% 53% 10.2% 23.6% 66.3% 1.2 +0.38% -3.50% +0.34%
+6.00% -5.00% 2978 77 3 - 3.5 +0.38% +0.36% 54.5% 10.6% 12.2% 77.2% 1.11 +0.38% -5.00% +0.34%
+6.50% -5.00% 2978 77 3 - 3.5 +0.38% +0.33% 54.3% 8.7% 12.3% 78.9% 1.12 +0.38% -5.00% +0.34%
+7.50% -3.50% 2978 77 3 - 3.5 +0.38% +0.21% 52.4% 5.6% 24% 70.3% 1.22 +0.38% -3.50% +0.34%
+8.00% -3.50% 2978 77 3 - 3.5 +0.38% +0.21% 52.4% 4.5% 24.1% 71.4% 1.22 +0.38% -3.50% +0.34%
+8.50% -3.50% 2978 77 3 - 3.5 +0.38% +0.21% 52.2% 3.9% 24.2% 71.9% 1.22 +0.38% -3.50% +0.34%
+9.00% -3.00% 2978 77 3 - 3.5 +0.38% +0.07% 50.9% 3.2% 29.5% 67.3% 1.3 +0.38% -3.00% +0.34%
+4.00% -5.00% 2978 77 3 - 3.5 +0.37% +0.49% 56.2% 24.7% 11.3% 64% 1.04 +0.37% -5.00% +0.34%
+5.00% -3.00% 2978 77 3 - 3.5 +0.37% +0.20% 52.1% 15.4% 28.4% 56.2% 1.25 +0.37% -3.00% +0.34%
+5.00% -3.50% 2978 77 3 - 3.5 +0.37% +0.29% 53.3% 15.7% 23.3% 61% 1.17 +0.37% -3.50% +0.34%
+5.00% -5.00% 2978 77 3 - 3.5 +0.37% +0.39% 55% 16.3% 11.9% 71.8% 1.09 +0.37% -5.00% +0.34%
+5.50% -3.50% 2978 77 3 - 3.5 +0.37% +0.27% 53.1% 12.7% 23.4% 63.9% 1.18 +0.37% -3.50% +0.34%
+5.50% -5.00% 2978 77 3 - 3.5 +0.37% +0.38% 54.7% 13.2% 12.1% 74.7% 1.1 +0.37% -5.00% +0.34%
+6.00% -4.00% 2978 77 3 - 3.5 +0.37% +0.29% 53.6% 10.3% 19.3% 70.4% 1.15 +0.37% -4.00% +0.34%
+6.00% -4.50% 2978 77 3 - 3.5 +0.37% +0.33% 54.1% 10.5% 15.5% 74% 1.12 +0.37% -4.50% +0.34%
+7.00% -5.00% 2978 77 3 - 3.5 +0.37% +0.31% 54.1% 7.1% 12.4% 80.5% 1.12 +0.37% -5.00% +0.34%
+9.00% -3.50% 2978 77 3 - 3.5 +0.37% +0.20% 52.1% 3.3% 24.2% 72.5% 1.22 +0.37% -3.50% +0.34%
+3.50% -5.00% 2978 77 3 - 3.5 +0.36% +0.65% 57.3% 30.6% 11.2% 58.2% 1 +0.36% -5.00% +0.34%
+4.00% -3.00% 2978 77 3 - 3.5 +0.36% +0.30% 53.2% 23.4% 27.8% 48.8% 1.19 +0.36% -3.00% +0.34%
+4.00% -3.50% 2978 77 3 - 3.5 +0.36% +0.40% 54.5% 23.9% 22.6% 53.4% 1.12 +0.36% -3.50% +0.34%
+4.50% -3.00% 2978 77 3 - 3.5 +0.36% +0.24% 52.6% 18.4% 28.1% 53.5% 1.21 +0.36% -3.00% +0.34%
+4.50% -3.50% 2978 77 3 - 3.5 +0.36% +0.33% 53.8% 18.8% 23% 58.3% 1.14 +0.36% -3.50% +0.34%
+4.50% -5.00% 2978 77 3 - 3.5 +0.36% +0.42% 55.5% 19.4% 11.7% 68.9% 1.06 +0.36% -5.00% +0.34%
+5.50% -4.00% 2978 77 3 - 3.5 +0.36% +0.30% 53.7% 12.9% 19.1% 68% 1.14 +0.36% -4.00% +0.34%
+5.50% -4.50% 2978 77 3 - 3.5 +0.36% +0.35% 54.2% 13.1% 15.4% 71.5% 1.1 +0.36% -4.50% +0.34%
+6.50% -4.00% 2978 77 3 - 3.5 +0.36% +0.27% 53.3% 8.5% 19.5% 72% 1.15 +0.36% -4.00% +0.34%
+6.50% -4.50% 2978 77 3 - 3.5 +0.36% +0.30% 53.8% 8.7% 15.7% 75.7% 1.12 +0.36% -4.50% +0.34%
+7.00% -4.00% 2978 77 3 - 3.5 +0.36% +0.26% 53.1% 6.9% 19.6% 73.5% 1.16 +0.36% -4.00% +0.34%
+7.00% -4.50% 2978 77 3 - 3.5 +0.36% +0.29% 53.7% 7.1% 15.8% 77.2% 1.13 +0.36% -4.50% +0.34%
+7.50% -5.00% 2978 77 3 - 3.5 +0.36% +0.30% 53.9% 5.8% 12.6% 81.6% 1.12 +0.36% -5.00% +0.34%
+8.00% -5.00% 2978 77 3 - 3.5 +0.36% +0.29% 53.8% 4.7% 12.6% 82.7% 1.12 +0.36% -5.00% +0.34%
+8.50% -5.00% 2978 77 3 - 3.5 +0.36% +0.29% 53.7% 4.1% 12.7% 83.2% 1.13 +0.36% -5.00% +0.34%
+3.50% -3.00% 2978 77 3 - 3.5 +0.35% +0.41% 54.3% 29.1% 27.3% 43.6% 1.14 +0.35% -3.00% +0.34%
+3.50% -3.50% 2978 77 3 - 3.5 +0.35% +0.49% 55.6% 29.7% 22.3% 48% 1.07 +0.35% -3.50% +0.34%
+4.00% -4.50% 2978 77 3 - 3.5 +0.35% +0.46% 55.7% 24.5% 14.7% 60.8% 1.05 +0.35% -4.50% +0.34%
+5.00% -4.00% 2978 77 3 - 3.5 +0.35% +0.33% 53.9% 15.9% 19% 65.1% 1.12 +0.35% -4.00% +0.34%
+5.00% -4.50% 2978 77 3 - 3.5 +0.35% +0.38% 54.5% 16.2% 15.2% 68.6% 1.09 +0.35% -4.50% +0.34%
+7.50% -4.00% 2978 77 3 - 3.5 +0.35% +0.24% 52.9% 5.7% 19.7% 74.6% 1.16 +0.35% -4.00% +0.34%
+7.50% -4.50% 2978 77 3 - 3.5 +0.35% +0.28% 53.5% 5.8% 16% 78.2% 1.13 +0.35% -4.50% +0.34%
+8.00% -4.00% 2978 77 3 - 3.5 +0.35% +0.24% 52.9% 4.6% 19.8% 75.6% 1.16 +0.35% -4.00% +0.34%
+8.00% -4.50% 2978 77 3 - 3.5 +0.35% +0.27% 53.4% 4.7% 16% 79.3% 1.13 +0.35% -4.50% +0.34%
+8.50% -4.00% 2978 77 3 - 3.5 +0.35% +0.22% 52.8% 4% 19.9% 76.2% 1.16 +0.35% -4.00% +0.34%
+8.50% -4.50% 2978 77 3 - 3.5 +0.35% +0.26% 53.3% 4% 16.1% 79.9% 1.13 +0.35% -4.50% +0.34%
+9.00% -5.00% 2978 77 3 - 3.5 +0.35% +0.28% 53.6% 3.4% 12.8% 83.8% 1.13 +0.35% -5.00% +0.34%
+3.50% -4.50% 2978 77 3 - 3.5 +0.34% +0.63% 56.8% 30.4% 14.5% 55.1% 1 +0.34% -4.50% +0.34%
+4.00% -4.00% 2978 77 3 - 3.5 +0.34% +0.42% 55.1% 24.1% 18.4% 57.4% 1.07 +0.34% -4.00% +0.34%
+4.50% -4.00% 2978 77 3 - 3.5 +0.34% +0.38% 54.4% 19% 18.7% 62.3% 1.09 +0.34% -4.00% +0.34%
+4.50% -4.50% 2978 77 3 - 3.5 +0.34% +0.41% 55% 19.2% 15% 65.8% 1.07 +0.34% -4.50% +0.34%
+9.00% -4.00% 2978 77 3 - 3.5 +0.34% +0.22% 52.7% 3.4% 19.9% 76.7% 1.16 +0.34% -4.00% +0.34%
+9.00% -4.50% 2978 77 3 - 3.5 +0.34% +0.26% 53.2% 3.4% 16.2% 80.5% 1.13 +0.34% -4.50% +0.34%
+3.00% -3.00% 2978 77 3 - 3.5 +0.33% +0.61% 55.6% 36.7% 26.8% 36.5% 1.06 +0.33% -3.00% +0.34%
+3.00% -3.50% 2978 77 3 - 3.5 +0.33% +0.74% 56.9% 37.3% 21.9% 40.8% 1 +0.33% -3.50% +0.34%
+3.00% -5.00% 2978 77 3 - 3.5 +0.33% +0.86% 58.6% 38.4% 11% 50.6% 0.93 +0.33% -5.00% +0.34%
+3.50% -4.00% 2978 77 3 - 3.5 +0.33% +0.56% 56.2% 30% 18.2% 51.8% 1.02 +0.33% -4.00% +0.34%
+3.00% -4.50% 2978 77 3 - 3.5 +0.32% +0.83% 58.2% 38.1% 14.2% 47.7% 0.93 +0.32% -4.50% +0.34%
+3.00% -4.00% 2978 77 3 - 3.5 +0.31% +0.78% 57.5% 37.6% 17.8% 44.5% 0.96 +0.31% -4.00% +0.34%

Threshold performance

Filter n Avg return Median return 歷史相似情境上漲比例 Avg runup Avg drawdown
all 23310 -0.04% -0.11% 48.5% +2.69% -2.62%
opp > 1 12158 -0.06% -0.09% 48.7% +2.55% -2.52%
opp > 2 6304 -0.07% -0.08% 48.8% +2.38% -2.42%
opp > 3 2574 +0.04% +0.02% 50.2% +2.28% -2.20%
opp > 5 261 +0.39% -0.06% 49.4% +2.56% -1.84%
opp > 7 5 +0.37% +0.10% 60% +3.74% -2.64%
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 ≥3 日 · Opp 自峰值跌 ≥1.5 · 現值 ≤2 · 連續 2 日
Train dates 50
Test dates 22
Candidates 240

已選門檻：最少持有 3 交易日 · 峰值跌 ≥ 1.5 · 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 ≥3 日 · Opp 自峰值跌 ≥1.5 · 現值 ≤2 · 連續 2 日 1566 835 -0.89% 56.8% 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
2026-06-15 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%
2026-08-17 US.MRNA Health Care 1.467 +0.21% +106.83% +174.06% -3.62%
2026-06-16 US.HON Industrials 0.392 -0.15% +98.80% +101.66% -1.13%
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.