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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 23534
Trade dates 81
Excluded downtrends 17068
Best stable plateau n/a
Best balanced range 5.7–6.0
Best 0.5 range 3.8–4.3
Best 0.1 bin 4.8–4.9
Best bucket 4 - 4.5
Best threshold opp > 3
Best Top-N Top 10
Window 2026-06-15 → 2026-10-13

Study results

2026-10-13 · 120D window

23534 rows with outcomes 1506 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 -0.03%
Baseline win rate 48.6%
Baseline runup +2.69%
Baseline drawdown -2.62%

Median return curve (reliable Opp span, step 0.1)

-3.4–-3.3 · n=22 · median -0.28% -3.3–-3.2 · n=17 · median +0.52% -3.2–-3.1 · n=32 · median -0.46% -3.1–-3.0 · n=34 · median -0.22% -3.0–-2.9 · n=34 · median +0.36% -2.9–-2.8 · n=42 · median -0.11% -2.8–-2.7 · n=48 · median -0.23% -2.7–-2.6 · n=43 · median -0.23% -2.6–-2.5 · n=49 · median +0.17% -2.5–-2.4 · n=53 · median +0.12% -2.4–-2.3 · n=56 · median +0.25% -2.3–-2.2 · n=65 · median -0.13% -2.2–-2.1 · n=75 · median +0.13% -2.1–-2.0 · n=70 · median -0.15% -2.0–-1.9 · n=111 · median -0.56% -1.9–-1.8 · n=100 · median +0.52% -1.8–-1.7 · n=89 · median +0.06% -1.7–-1.6 · n=103 · median +0.14% -1.6–-1.5 · n=98 · median -0.06% -1.5–-1.4 · n=132 · median +0.13% -1.4–-1.3 · n=130 · median +0.33% -1.3–-1.2 · n=137 · median -0.62% -1.2–-1.1 · n=155 · median +0.33% -1.1–-1.0 · n=209 · median -0.18% -1.0–-0.9 · n=192 · median +0.27% -0.9–-0.8 · n=227 · median 0% -0.8–-0.7 · n=223 · median -0.21% -0.7–-0.6 · n=253 · median -0.32% -0.6–-0.5 · n=258 · median -0.5% -0.5–-0.4 · n=305 · median -0.11% -0.4–-0.3 · n=363 · median -0.49% -0.3–-0.2 · n=336 · median -0.21% -0.2–-0.1 · n=372 · median -0.1% -0.1–0.0 · n=443 · median -0.16% 0.0–0.1 · n=503 · median -0.06% 0.1–0.2 · n=495 · median -0.27% 0.2–0.3 · n=561 · median +0.12% 0.3–0.4 · n=641 · median +0.18% 0.4–0.5 · n=632 · median -0.06% 0.5–0.6 · n=648 · median -0.2% 0.6–0.7 · n=695 · median -0.29% 0.7–0.8 · n=641 · median -0.03% 0.8–0.9 · n=697 · median 0% 0.9–1.0 · n=717 · median -0.02% 1.0–1.1 · n=684 · median -0.17% 1.1–1.2 · n=690 · median +0.04% 1.2–1.3 · n=635 · median -0.19% 1.3–1.4 · n=609 · median -0.05% 1.4–1.5 · n=607 · median -0.13% 1.5–1.6 · n=582 · median +0.09% 1.6–1.7 · n=593 · median -0.03% 1.7–1.8 · n=537 · median -0.03% 1.8–1.9 · n=508 · median -0.33% 1.9–2.0 · n=454 · median -0.13% 2.0–2.1 · n=459 · median -0.17% 2.1–2.2 · n=414 · median +0.21% 2.2–2.3 · n=437 · median -0.18% 2.3–2.4 · n=405 · median -0.17% 2.4–2.5 · n=367 · median -0.31% 2.5–2.6 · n=378 · median -0.02% 2.6–2.7 · n=319 · median -0.29% 2.7–2.8 · n=349 · median -0.21% 2.8–2.9 · n=333 · median +0.1% 2.9–3.0 · n=299 · median -0.01% 3.0–3.1 · n=278 · median +0.03% 3.1–3.2 · n=209 · median -0.18% 3.2–3.3 · n=211 · median +0.08% 3.3–3.4 · n=179 · median +0.04% 3.4–3.5 · n=177 · median +0.13% 3.5–3.6 · n=146 · median -0.28% 3.6–3.7 · n=124 · median -0.04% 3.7–3.8 · n=140 · median -0.14% 3.8–3.9 · n=121 · median +0.04% 3.9–4.0 · n=122 · median +0.24% 4.0–4.1 · n=110 · median +0.25% 4.1–4.2 · n=67 · median +0.44% 4.2–4.3 · n=75 · median +0.29% 4.3–4.4 · n=91 · median -0.19% 4.4–4.5 · n=73 · median -0.18% 4.5–4.6 · n=44 · median -0.12% 4.6–4.7 · n=49 · median -0.2% 4.7–4.8 · n=38 · median -0.5% 4.8–4.9 · n=40 · median +0.54% 4.9–5.0 · n=37 · median +0.13% 5.0–5.1 · n=29 · median +0.24% 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: 4.8–4.9 (+0.54%, n=40) · Best balanced range: 5.7–6.0 (+0.41%, n=34) · Best 0.5 range: 3.8–4.3 (+0.25%, n=494)

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 5051 -0.02% -0.13% 47.8% +2.85% -2.84%
0 - 1 6230 0.00% -0.08% 49% +2.85% -2.62%
1 - 2 5899 -0.05% -0.09% 48.6% +2.72% -2.64%
2 - 2.5 2082 -0.21% -0.16% 47.4% +2.45% -2.69%
2.5 - 3 1678 -0.05% -0.06% 48.6% +2.46% -2.41%
3 - 3.5 1054 +0.06% +0.04% 50.6% +2.39% -2.34%
3.5 - 4 653 -0.04% -0.05% 49% +2.27% -2.21%
4 - 4.5 416 0.00% +0.07% 51.9% +1.97% -2.11%
4.5 - 5 208 -0.17% +0.03% 51% +2.21% -2.23%
5+ 263 +0.37% -0.07% 49% +2.55% -1.85%

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 23534 -0.09% -12.56% 48.6% -2.62% 23091 -0.13% -11.55% 48.4% -3.48% 22638 -0.23% -13.28% 47.7% -4.15% 21989 -0.50% -17.60% 46% -5.00% 19503 -1.17% -19.74% 43.9% -7.07%
< 0 3D 5051 -0.13% -15.92% 47.8% -2.84% 4846 -0.22% -16.09% 47.5% -3.85% 4620 -0.34% -17.24% 47.1% -4.57% 4275 -0.70% -22.64% 45.3% -5.53% 3235 -1.55% -24.53% 41.8% -8.03%
0 - 1 5D 6230 -0.08% -11.72% 49% -2.62% 6147 -0.07% -8.53% 49.3% -3.49% 6060 -0.10% -8.60% 49% -4.23% 5931 -0.28% -12.06% 47.9% -5.08% 5474 -0.37% -9.66% 48.2% -7.07%
1 - 2 5D 5899 -0.09% -12.56% 48.6% -2.64% 5837 -0.12% -11.05% 48.6% -3.49% 5778 -0.18% -11.48% 48.4% -4.11% 5695 -0.32% -13.06% 47.4% -4.93% 5254 -0.66% -13.32% 46.9% -6.99%
2 - 2.5 5D 2082 -0.16% -18.44% 47.4% -2.69% 2050 -0.12% -11.05% 48.3% -3.44% 2018 -0.21% -12.56% 47.8% -4.17% 1977 -0.64% -21.13% 44.6% -5.01% 1790 -1.43% -23.02% 42.6% -6.98%
2.5 - 3 3D 1678 -0.06% -10.04% 48.6% -2.41% 1658 -0.22% -16.09% 47.2% -3.21% 1634 -0.58% -25.88% 43.2% -3.94% 1608 -0.85% -26.42% 42.5% -4.87% 1468 -1.93% -29.32% 38.5% -6.69%
3 - 3.5 3D 1054 +0.04% -1.64% 50.6% -2.34% 1039 -0.03% -6.51% 49.7% -3.00% 1027 -0.19% -11.84% 47.2% -3.56% 1016 -0.75% -23.90% 42.5% -4.37% 945 -2.22% -32.97% 36.8% -6.41%
3.5 - 4 3D 653 -0.05% -9.20% 49% -2.21% 642 -0.11% -10.54% 48.3% -3.00% 635 -0.29% -15.44% 47.1% -3.57% 630 -0.96% -29.19% 41% -4.30% 571 -2.45% -35.87% 36.1% -6.12%
4 - 4.5 3D 416 +0.07% +0.88% 51.9% -2.11% 411 -0.26% -18.10% 46% -2.86% 407 -0.43% -20.48% 45.5% -3.36% 404 -0.72% -23.14% 42.1% -4.09% 369 -3.40% -47.84% 24.7% -6.53%
4.5 - 5 7D 208 +0.03% -2.48% 51% -2.23% 203 -0.12% -11.05% 49.3% -2.74% 202 +0.08% -2.12% 51.5% -3.15% 202 -0.28% -12.06% 46% -3.76% 184 -2.36% -34.74% 34.8% -5.89%
5+ 10D 263 -0.07% -10.88% 49% -1.85% 258 -0.21% -15.58% 46.1% -2.47% 257 0.00% -5.00% 49.4% -2.89% 251 +0.17% -0.72% 51.4% -3.40% 213 -2.34% -34.48% 32.4% -5.38%

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 17180 -0.10% -13.40% 48.5% -2.69% 16830 -0.13% -11.55% 48.5% -3.60% 16458 -0.20% -12.20% 48.2% -4.28% 15901 -0.41% -15.33% 47% -5.15% 13963 -0.76% -14.58% 46.2% -7.26%
opp > 1 5D 12240 -0.08% -11.72% 48.7% -2.53% 12085 -0.13% -11.55% 48.3% -3.32% 11945 -0.24% -13.64% 47.4% -3.95% 11770 -0.55% -18.86% 45.4% -4.77% 10782 -1.46% -23.40% 42.3% -6.79%
opp > 2 3D 6352 -0.07% -10.88% 48.9% -2.42% 6259 -0.14% -12.06% 48% -3.16% 6178 -0.30% -15.80% 46.4% -3.81% 6086 -0.70% -22.64% 43.5% -4.62% 5538 -2.02% -30.45% 38% -6.59%
opp > 3 3D 2591 +0.02% -3.32% 50.3% -2.20% 2550 -0.11% -10.54% 48.3% -2.90% 2525 -0.19% -11.84% 47.5% -3.42% 2500 -0.68% -22.14% 43.2% -4.15% 2279 -2.52% -36.75% 34.1% -6.21%
opp > 5 10D 262 -0.06% -10.04% 49.2% -1.85% 257 -0.21% -15.58% 46.3% -2.48% 256 -0.02% -5.72% 49.2% -2.90% 250 +0.15% -1.22% 51.2% -3.41% 212 -2.34% -34.48% 32.1% -5.40%

Top-N performance

Filter n Avg return Median return 歷史相似情境上漲比例 Avg runup Avg drawdown
all 23534 -0.03% -0.09% 48.6% +2.69% -2.62%
Top 3 243 +0.23% -0.02% 49.8% +2.97% -2.47%
Top 5 405 +0.05% +0.10% 50.6% +2.75% -2.57%
Top 10 810 +0.15% +0.11% 51.2% +2.73% -2.45%
Top 20 1620 +0.07% +0.04% 50.4% +2.56% -2.46%
Top 50 4050 +0.03% +0.05% 50.7% +2.55% -2.52%

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 4959 +2.00% 5% -0.13% +0.52% 54.6% 44.5% 18.3% -0.10%
0 - 1 6036 +2.00% 4% +0.02% +1.92% 59.1% 50% 17.2% -0.03%
1 - 2 5833 +2.00% 5% -0.03% +0.27% 51.9% 44.2% 30.2% -0.08%
2 - 2.5 2045 +2.00% 5% -0.07% +0.98% 58% 46.7% 12.7% -0.16%
2.5 - 3 1655 +2.00% 5% +0.01% +0.87% 57.2% 45.4% 11.1% -0.04%
3 - 3.5 1034 +2.00% 5% +0.07% +0.85% 58.4% 45.3% 8.5% +0.06%
3.5 - 4 633 +2.00% 5% -0.15% +0.36% 54.5% 41.2% 10.1% -0.11%
4 - 4.5 390 +2.00% 5% +0.03% +0.53% 57.2% 42.1% 7.7% +0.05%
4.5 - 5 178 +2.00% 5% +0.20% +0.85% 62.4% 44.9% 3.4% +0.10%
5+ 239 +2.00% 5% +0.08% +0.37% 54.8% 41.8% 8.8% +0.10%

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.
+6.50% -3.00% 2980 78 3 - 3.5 +0.40% +0.14% 51.5% 8.3% 29% 62.8% 1.29 +0.40% -3.00% +0.34%
+7.00% -3.00% 2980 78 3 - 3.5 +0.40% +0.12% 51.4% 6.7% 29.1% 64.1% 1.29 +0.40% -3.00% +0.34%
+6.00% -3.00% 2980 78 3 - 3.5 +0.39% +0.16% 51.7% 9.9% 28.8% 61.2% 1.28 +0.39% -3.00% +0.34%
+6.00% -3.50% 2980 78 3 - 3.5 +0.39% +0.26% 53% 10.2% 23.6% 66.3% 1.2 +0.39% -3.50% +0.34%
+6.50% -3.50% 2980 78 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% -3.50% 2980 78 3 - 3.5 +0.39% +0.23% 52.7% 6.8% 23.9% 69.3% 1.21 +0.39% -3.50% +0.34%
+7.50% -3.00% 2980 78 3 - 3.5 +0.39% +0.09% 51.2% 5.5% 29.3% 65.2% 1.3 +0.39% -3.00% +0.34%
+8.00% -3.00% 2980 78 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% 2980 78 3 - 3.5 +0.39% +0.09% 51% 3.8% 29.4% 66.8% 1.3 +0.39% -3.00% +0.34%
+5.50% -3.00% 2980 78 3 - 3.5 +0.38% +0.18% 51.8% 12.4% 28.7% 58.9% 1.26 +0.38% -3.00% +0.34%
+6.00% -5.00% 2980 78 3 - 3.5 +0.38% +0.36% 54.6% 10.6% 12.1% 77.2% 1.11 +0.38% -5.00% +0.34%
+6.50% -5.00% 2980 78 3 - 3.5 +0.38% +0.33% 54.3% 8.7% 12.3% 79% 1.12 +0.38% -5.00% +0.34%
+7.50% -3.50% 2980 78 3 - 3.5 +0.38% +0.21% 52.4% 5.6% 24% 70.4% 1.22 +0.38% -3.50% +0.34%
+8.00% -3.50% 2980 78 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% 2980 78 3 - 3.5 +0.38% +0.21% 52.3% 3.9% 24.2% 71.9% 1.22 +0.38% -3.50% +0.34%
+9.00% -3.00% 2980 78 3 - 3.5 +0.38% +0.08% 50.9% 3.2% 29.5% 67.3% 1.3 +0.38% -3.00% +0.34%
+4.00% -5.00% 2980 78 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% 2980 78 3 - 3.5 +0.37% +0.21% 52.1% 15.4% 28.4% 56.2% 1.24 +0.37% -3.00% +0.34%
+5.00% -3.50% 2980 78 3 - 3.5 +0.37% +0.29% 53.4% 15.7% 23.3% 61% 1.17 +0.37% -3.50% +0.34%
+5.00% -5.00% 2980 78 3 - 3.5 +0.37% +0.40% 55% 16.3% 11.9% 71.8% 1.09 +0.37% -5.00% +0.34%
+5.50% -3.50% 2980 78 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% 2980 78 3 - 3.5 +0.37% +0.38% 54.7% 13.2% 12% 74.7% 1.1 +0.37% -5.00% +0.34%
+6.00% -4.00% 2980 78 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% 2980 78 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% 2980 78 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% 2980 78 3 - 3.5 +0.37% +0.20% 52.2% 3.3% 24.2% 72.5% 1.22 +0.37% -3.50% +0.34%
+3.50% -3.00% 2980 78 3 - 3.5 +0.36% +0.41% 54.3% 29.1% 27.3% 43.6% 1.14 +0.36% -3.00% +0.34%
+3.50% -5.00% 2980 78 3 - 3.5 +0.36% +0.65% 57.3% 30.7% 11.2% 58.1% 1 +0.36% -5.00% +0.34%
+4.00% -3.00% 2980 78 3 - 3.5 +0.36% +0.30% 53.2% 23.5% 27.8% 48.8% 1.19 +0.36% -3.00% +0.34%
+4.00% -3.50% 2980 78 3 - 3.5 +0.36% +0.40% 54.5% 24% 22.6% 53.4% 1.12 +0.36% -3.50% +0.34%
+4.50% -3.00% 2980 78 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% 2980 78 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% 2980 78 3 - 3.5 +0.36% +0.43% 55.5% 19.4% 11.6% 69% 1.06 +0.36% -5.00% +0.34%
+5.50% -4.00% 2980 78 3 - 3.5 +0.36% +0.31% 53.7% 12.9% 19.1% 68% 1.14 +0.36% -4.00% +0.34%
+5.50% -4.50% 2980 78 3 - 3.5 +0.36% +0.35% 54.3% 13.1% 15.4% 71.5% 1.1 +0.36% -4.50% +0.34%
+6.50% -4.00% 2980 78 3 - 3.5 +0.36% +0.28% 53.3% 8.5% 19.5% 72% 1.15 +0.36% -4.00% +0.34%
+6.50% -4.50% 2980 78 3 - 3.5 +0.36% +0.31% 53.9% 8.7% 15.7% 75.7% 1.12 +0.36% -4.50% +0.34%
+7.00% -4.00% 2980 78 3 - 3.5 +0.36% +0.26% 53.2% 6.9% 19.6% 73.5% 1.16 +0.36% -4.00% +0.34%
+7.00% -4.50% 2980 78 3 - 3.5 +0.36% +0.30% 53.7% 7% 15.8% 77.2% 1.13 +0.36% -4.50% +0.34%
+7.50% -5.00% 2980 78 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% 2980 78 3 - 3.5 +0.36% +0.30% 53.8% 4.7% 12.6% 82.7% 1.12 +0.36% -5.00% +0.34%
+8.50% -5.00% 2980 78 3 - 3.5 +0.36% +0.29% 53.8% 4.1% 12.7% 83.3% 1.13 +0.36% -5.00% +0.34%
+3.50% -3.50% 2980 78 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% 2980 78 3 - 3.5 +0.35% +0.47% 55.7% 24.5% 14.7% 60.8% 1.04 +0.35% -4.50% +0.34%
+5.00% -4.00% 2980 78 3 - 3.5 +0.35% +0.33% 54% 15.9% 19% 65.2% 1.12 +0.35% -4.00% +0.34%
+5.00% -4.50% 2980 78 3 - 3.5 +0.35% +0.38% 54.5% 16.1% 15.2% 68.7% 1.09 +0.35% -4.50% +0.34%
+7.50% -4.00% 2980 78 3 - 3.5 +0.35% +0.25% 53% 5.7% 19.7% 74.6% 1.16 +0.35% -4.00% +0.34%
+7.50% -4.50% 2980 78 3 - 3.5 +0.35% +0.28% 53.5% 5.8% 15.9% 78.3% 1.13 +0.35% -4.50% +0.34%
+8.00% -4.00% 2980 78 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% 2980 78 3 - 3.5 +0.35% +0.28% 53.4% 4.7% 16% 79.4% 1.13 +0.35% -4.50% +0.34%
+8.50% -4.00% 2980 78 3 - 3.5 +0.35% +0.23% 52.8% 4% 19.9% 76.2% 1.16 +0.35% -4.00% +0.34%
+8.50% -4.50% 2980 78 3 - 3.5 +0.35% +0.27% 53.3% 4% 16.1% 79.9% 1.13 +0.35% -4.50% +0.34%
+9.00% -5.00% 2980 78 3 - 3.5 +0.35% +0.28% 53.7% 3.4% 12.8% 83.8% 1.13 +0.35% -5.00% +0.34%
+3.00% -3.00% 2980 78 3 - 3.5 +0.34% +0.62% 55.7% 36.7% 26.8% 36.5% 1.07 +0.34% -3.00% +0.34%
+3.00% -5.00% 2980 78 3 - 3.5 +0.34% +0.86% 58.7% 38.4% 11% 50.6% 0.93 +0.34% -5.00% +0.34%
+3.50% -4.00% 2980 78 3 - 3.5 +0.34% +0.56% 56.2% 30% 18.2% 51.8% 1.02 +0.34% -4.00% +0.34%
+3.50% -4.50% 2980 78 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% 2980 78 3 - 3.5 +0.34% +0.42% 55.1% 24.2% 18.4% 57.4% 1.07 +0.34% -4.00% +0.34%
+4.50% -4.00% 2980 78 3 - 3.5 +0.34% +0.38% 54.5% 19% 18.7% 62.3% 1.09 +0.34% -4.00% +0.34%
+4.50% -4.50% 2980 78 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% 2980 78 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% 2980 78 3 - 3.5 +0.34% +0.26% 53.2% 3.4% 16.1% 80.5% 1.13 +0.34% -4.50% +0.34%
+3.00% -3.50% 2980 78 3 - 3.5 +0.33% +0.74% 56.9% 37.3% 21.8% 40.8% 1 +0.33% -3.50% +0.34%
+3.00% -4.50% 2980 78 3 - 3.5 +0.32% +0.83% 58.2% 38.2% 14.2% 47.7% 0.93 +0.32% -4.50% +0.34%
+3.00% -4.00% 2980 78 3 - 3.5 +0.31% +0.78% 57.6% 37.7% 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 23534 -0.03% -0.09% 48.6% +2.69% -2.62%
opp > 1 12240 -0.06% -0.08% 48.7% +2.55% -2.53%
opp > 2 6352 -0.07% -0.07% 48.9% +2.39% -2.42%
opp > 3 2591 +0.04% +0.02% 50.3% +2.29% -2.20%
opp > 5 262 +0.38% -0.06% 49.2% +2.55% -1.85%
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 ≥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 3 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 ≥3 日 · Opp 自峰值跌 ≥0.5 · 現值 ≤2 · 連續 2 日 1630 789 -0.76% 54.8% 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.