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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 23348
Trade dates 81
Excluded downtrends 17252
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 3 - 3.5
Best threshold opp > 3
Best Top-N Top 10
Window 2026-06-16 → 2026-10-14

Study results

2026-10-14 · 120D window

23348 rows with outcomes 1505 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 -0.03%
Baseline win rate 49%
Baseline runup +2.69%
Baseline drawdown -2.62%

Median return curve (reliable Opp span, step 0.1)

-3.5–-3.4 · n=20 · median +0.32% -3.4–-3.3 · n=22 · median -0.28% -3.3–-3.2 · n=19 · median +0.52% -3.2–-3.1 · n=33 · median -0.48% -3.1–-3.0 · n=34 · median -0.22% -3.0–-2.9 · n=34 · median +0.36% -2.9–-2.8 · n=44 · median +0.05% -2.8–-2.7 · n=50 · median -0.08% -2.7–-2.6 · n=45 · median -0.2% -2.6–-2.5 · n=50 · median +0.18% -2.5–-2.4 · n=55 · median +0.12% -2.4–-2.3 · n=59 · median +0.2% -2.3–-2.2 · n=67 · median -0.13% -2.2–-2.1 · n=79 · median +0.13% -2.1–-2.0 · n=71 · median -0.09% -2.0–-1.9 · n=112 · median -0.53% -1.9–-1.8 · n=103 · median +0.58% -1.8–-1.7 · n=89 · median +0.06% -1.7–-1.6 · n=105 · median +0.14% -1.6–-1.5 · n=99 · median -0.06% -1.5–-1.4 · n=135 · median +0.09% -1.4–-1.3 · n=132 · median +0.27% -1.3–-1.2 · n=136 · median -0.62% -1.2–-1.1 · n=160 · median +0.31% -1.1–-1.0 · n=211 · median -0.05% -1.0–-0.9 · n=194 · median +0.27% -0.9–-0.8 · n=224 · median +0.16% -0.8–-0.7 · n=219 · median -0.21% -0.7–-0.6 · n=250 · median -0.33% -0.6–-0.5 · n=254 · median -0.42% -0.5–-0.4 · n=303 · median -0.11% -0.4–-0.3 · n=358 · median -0.41% -0.3–-0.2 · n=331 · median -0.16% -0.2–-0.1 · n=367 · median -0.12% -0.1–0.0 · n=433 · median -0.1% 0.0–0.1 · n=480 · median +0.04% 0.1–0.2 · n=490 · median -0.19% 0.2–0.3 · n=552 · median +0.16% 0.3–0.4 · n=619 · median +0.25% 0.4–0.5 · n=603 · median -0.04% 0.5–0.6 · n=628 · median -0.14% 0.6–0.7 · n=679 · median -0.28% 0.7–0.8 · n=633 · median -0.01% 0.8–0.9 · n=686 · median +0.03% 0.9–1.0 · n=712 · median -0.04% 1.0–1.1 · n=681 · median -0.16% 1.1–1.2 · n=681 · median +0.12% 1.2–1.3 · n=628 · median -0.22% 1.3–1.4 · n=609 · median -0.04% 1.4–1.5 · n=602 · median -0.08% 1.5–1.6 · n=580 · median +0.09% 1.6–1.7 · n=590 · median +0.01% 1.7–1.8 · n=534 · median -0.04% 1.8–1.9 · n=503 · median -0.33% 1.9–2.0 · n=454 · median -0.15% 2.0–2.1 · n=457 · median -0.16% 2.1–2.2 · n=415 · median +0.25% 2.2–2.3 · n=435 · median -0.18% 2.3–2.4 · n=405 · median -0.17% 2.4–2.5 · n=366 · median -0.3% 2.5–2.6 · n=379 · median -0.02% 2.6–2.7 · n=319 · median -0.21% 2.7–2.8 · n=346 · median -0.18% 2.8–2.9 · n=330 · median +0.1% 2.9–3.0 · n=297 · median 0% 3.0–3.1 · n=273 · median +0.06% 3.1–3.2 · n=207 · median -0.15% 3.2–3.3 · n=212 · median +0.09% 3.3–3.4 · n=179 · median +0.05% 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 -0.11% 3.7–3.8 · n=141 · median -0.11% 3.8–3.9 · n=124 · median -0.02% 3.9–4.0 · n=122 · median +0.24% 4.0–4.1 · n=111 · median +0.18% 4.1–4.2 · n=69 · median +0.36% 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=45 · median -0.14% 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=21 · median -0.81% 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=103) · Best balanced range: 5.7–6.0 (+0.41%, n=34) · Best 0.5 range: 4.8–5.3 (+0.21%, n=157)

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 5057 0.00% -0.08% 48.5% +2.85% -2.82%
0 - 1 6082 -0.01% -0.02% 49.6% +2.83% -2.66%
1 - 2 5862 -0.05% -0.08% 48.7% +2.72% -2.62%
2 - 2.5 2078 -0.20% -0.15% 47.7% +2.46% -2.68%
2.5 - 3 1671 -0.03% -0.05% 48.8% +2.46% -2.37%
3 - 3.5 1048 +0.09% +0.06% 51% +2.40% -2.31%
3.5 - 4 657 -0.10% -0.11% 48.7% +2.23% -2.26%
4 - 4.5 419 -0.04% +0.06% 51.6% +1.95% -2.14%
4.5 - 5 209 -0.24% +0.02% 50.7% +2.20% -2.29%
5+ 265 +0.30% -0.12% 48.7% +2.51% -1.90%

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 3D 23348 -0.06% -10.04% 49% -2.62% 22898 -0.11% -10.54% 48.6% -3.48% 22448 -0.24% -13.64% 47.6% -4.15% 21788 -0.52% -18.10% 45.9% -4.99% 19343 -1.21% -20.25% 43.7% -7.07%
< 0 3D 5057 -0.08% -11.72% 48.5% -2.82% 4857 -0.18% -14.07% 48.1% -3.83% 4642 -0.33% -16.88% 47.1% -4.54% 4289 -0.68% -22.14% 45.5% -5.50% 3207 -1.56% -24.66% 41.8% -8.06%
0 - 1 3D 6082 -0.02% -6.68% 49.6% -2.66% 5993 -0.07% -8.53% 49.3% -3.53% 5908 -0.17% -11.12% 48.5% -4.27% 5775 -0.34% -13.57% 47.4% -5.12% 5332 -0.49% -11.17% 47.5% -7.15%
1 - 2 5D 5862 -0.08% -11.72% 48.7% -2.62% 5799 -0.11% -10.54% 48.8% -3.48% 5740 -0.19% -11.84% 48.3% -4.09% 5662 -0.31% -12.81% 47.4% -4.89% 5233 -0.64% -13.06% 46.9% -6.94%
2 - 2.5 5D 2078 -0.15% -17.60% 47.7% -2.68% 2043 -0.12% -11.05% 48.5% -3.45% 2014 -0.23% -13.28% 47.5% -4.17% 1971 -0.64% -21.13% 44.5% -5.01% 1793 -1.46% -23.40% 42.5% -6.96%
2.5 - 3 3D 1671 -0.05% -9.20% 48.8% -2.37% 1646 -0.18% -14.07% 47.6% -3.17% 1620 -0.56% -25.16% 43.3% -3.91% 1593 -0.86% -26.67% 42.4% -4.81% 1471 -1.86% -28.44% 39% -6.59%
3 - 3.5 3D 1048 +0.06% +0.04% 51% -2.31% 1038 +0.02% -3.99% 50% -2.98% 1023 -0.17% -11.12% 47.7% -3.55% 1013 -0.74% -23.65% 42.6% -4.35% 951 -2.27% -33.60% 36.7% -6.35%
3.5 - 4 5D 657 -0.11% -14.24% 48.7% -2.26% 642 -0.11% -10.54% 48.3% -3.00% 633 -0.27% -14.72% 47.2% -3.53% 626 -0.94% -28.69% 41.1% -4.23% 575 -2.43% -35.62% 36.2% -6.06%
4 - 4.5 3D 419 +0.06% +0.04% 51.6% -2.14% 413 -0.22% -16.09% 46.2% -2.85% 409 -0.44% -20.84% 45.2% -3.42% 403 -0.72% -23.14% 42.2% -4.08% 374 -3.33% -46.96% 25.1% -6.50%
4.5 - 5 7D 209 +0.02% -3.32% 50.7% -2.29% 205 -0.16% -13.06% 48.8% -2.79% 202 +0.08% -2.12% 51.5% -3.15% 202 -0.28% -12.06% 46% -3.76% 188 -2.36% -34.74% 34.6% -5.96%
5+ 10D 265 -0.12% -15.08% 48.7% -1.90% 262 -0.24% -17.10% 45.4% -2.61% 257 0.00% -5.00% 49.4% -2.89% 254 +0.15% -1.22% 51.2% -3.47% 219 -2.34% -34.48% 32.4% -5.43%

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 3D 17001 -0.06% -10.04% 49% -2.69% 16649 -0.11% -10.54% 48.8% -3.60% 16290 -0.22% -12.92% 48% -4.29% 15726 -0.43% -15.84% 46.9% -5.14% 13772 -0.81% -15.21% 46% -7.28%
opp > 1 3D 12196 -0.07% -10.88% 48.9% -2.52% 12035 -0.12% -11.05% 48.5% -3.31% 11885 -0.25% -14.00% 47.3% -3.94% 11711 -0.54% -18.61% 45.4% -4.74% 10792 -1.45% -23.27% 42.4% -6.74%
opp > 2 3D 6345 -0.06% -10.04% 49% -2.41% 6247 -0.13% -11.55% 48.2% -3.16% 6156 -0.29% -15.44% 46.5% -3.80% 6060 -0.70% -22.64% 43.5% -4.60% 5569 -2.02% -30.45% 38.1% -6.54%
opp > 3 3D 2595 +0.02% -3.32% 50.2% -2.22% 2557 -0.10% -10.04% 48.4% -2.91% 2521 -0.18% -11.48% 47.7% -3.42% 2495 -0.67% -21.88% 43.3% -4.13% 2304 -2.51% -36.63% 34.1% -6.17%
opp > 5 10D 264 -0.09% -12.56% 48.9% -1.90% 261 -0.27% -18.61% 45.6% -2.61% 256 -0.02% -5.72% 49.2% -2.90% 253 +0.13% -1.72% 51% -3.48% 218 -2.34% -34.48% 32.1% -5.44%

Top-N performance

Filter n Avg return Median return 歷史相似情境上漲比例 Avg runup Avg drawdown
all 23348 -0.03% -0.06% 49% +2.69% -2.62%
Top 3 243 +0.15% -0.02% 49.8% +2.92% -2.53%
Top 5 405 0.00% +0.10% 50.4% +2.71% -2.61%
Top 10 810 +0.10% +0.11% 51.1% +2.70% -2.49%
Top 20 1620 +0.04% +0.04% 50.5% +2.55% -2.47%
Top 50 4050 +0.03% +0.06% 50.9% +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 4989 +2.00% 5% -0.11% +0.56% 54.9% 44.5% 18.6% -0.06%
0 - 1 5880 +2.00% 4% +0.03% +1.98% 59.4% 49.9% 17.4% 0.00%
1 - 2 5775 +2.00% 5% -0.01% +0.45% 53.4% 43.5% 27.1% -0.07%
2 - 2.5 2029 +2.00% 5% -0.08% +0.92% 57.6% 46.6% 13% -0.16%
2.5 - 3 1632 +2.00% 5% 0.00% +0.86% 57.3% 45.3% 10.4% -0.05%
3 - 3.5 1025 +2.00% 5% +0.08% +0.84% 58.4% 45.2% 8.4% +0.06%
3.5 - 4 636 +2.00% 5% -0.18% +0.29% 53.5% 40.4% 11.6% -0.11%
4 - 4.5 394 +2.00% 5% 0.00% +0.51% 56.6% 41.4% 8.4% +0.02%
4.5 - 5 179 +2.00% 5% +0.17% +0.77% 62% 44.7% 3.9% +0.07%
5+ 241 +2.00% 5% +0.04% +0.32% 54.4% 41.5% 9.5% 0.00%

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% 1658 78 2.5 - 3 +0.33% +0.08% 50.7% 10.4% 28.3% 61.3% 1.28 +0.33% -3.00% +0.18%
+6.50% -3.00% 1658 78 2.5 - 3 +0.33% +0.06% 50.4% 8.7% 28.4% 62.8% 1.29 +0.33% -3.00% +0.18%
+6.00% -3.50% 1658 78 2.5 - 3 +0.32% +0.15% 51.8% 10.6% 22.4% 66.9% 1.2 +0.32% -3.50% +0.18%
+6.50% -3.50% 1658 78 2.5 - 3 +0.32% +0.13% 51.6% 8.9% 22.6% 68.6% 1.21 +0.32% -3.50% +0.18%
+7.00% -3.00% 1658 78 2.5 - 3 +0.32% +0.01% 50.2% 7.5% 28.6% 63.9% 1.29 +0.32% -3.00% +0.18%
+7.00% -3.50% 1658 78 2.5 - 3 +0.32% +0.11% 51.3% 7.6% 22.8% 69.6% 1.22 +0.32% -3.50% +0.18%
+5.50% -3.00% 1658 78 2.5 - 3 +0.31% +0.09% 50.8% 12.4% 28.1% 59.5% 1.25 +0.31% -3.00% +0.18%
+5.50% -3.50% 1658 78 2.5 - 3 +0.31% +0.16% 52% 12.6% 22.3% 65.1% 1.19 +0.31% -3.50% +0.18%
+6.00% -4.00% 1658 78 2.5 - 3 +0.31% +0.20% 52.5% 10.8% 18.7% 70.5% 1.15 +0.31% -4.00% +0.18%
+6.50% -4.00% 1658 78 2.5 - 3 +0.31% +0.18% 52.2% 9% 18.8% 72.1% 1.16 +0.31% -4.00% +0.18%
+7.50% -3.00% 1658 78 2.5 - 3 +0.31% 0.00% 49.9% 6.2% 28.8% 65% 1.29 +0.31% -3.00% +0.18%
+8.00% -3.00% 1658 78 2.5 - 3 +0.31% 0.00% 49.9% 5.3% 28.8% 65.9% 1.3 +0.31% -3.00% +0.18%
+8.00% -3.50% 1658 78 2.5 - 3 +0.31% +0.09% 51% 5.4% 22.9% 71.7% 1.23 +0.31% -3.50% +0.18%
+8.50% -3.00% 1658 78 2.5 - 3 +0.31% -0.02% 49.7% 4.6% 29% 66.3% 1.31 +0.31% -3.00% +0.18%
+8.50% -3.50% 1658 78 2.5 - 3 +0.31% +0.09% 50.8% 4.8% 23.1% 72.1% 1.23 +0.31% -3.50% +0.18%
+9.00% -3.00% 1658 78 2.5 - 3 +0.31% -0.04% 49.6% 4% 29% 66.9% 1.31 +0.31% -3.00% +0.18%
+9.00% -3.50% 1658 78 2.5 - 3 +0.31% +0.08% 50.8% 4.2% 23.1% 72.7% 1.23 +0.31% -3.50% +0.18%
+5.00% -3.00% 1658 78 2.5 - 3 +0.30% +0.10% 51.2% 14.7% 27.9% 57.4% 1.23 +0.30% -3.00% +0.18%
+5.00% -3.50% 1658 78 2.5 - 3 +0.30% +0.19% 52.3% 15% 22.3% 62.8% 1.16 +0.30% -3.50% +0.18%
+7.00% -4.00% 1658 78 2.5 - 3 +0.30% +0.16% 52% 7.7% 19% 73.3% 1.17 +0.30% -4.00% +0.18%
+7.50% -3.50% 1658 78 2.5 - 3 +0.30% +0.09% 51.1% 6.3% 22.9% 70.8% 1.22 +0.30% -3.50% +0.18%
+4.00% -3.00% 1658 78 2.5 - 3 +0.29% +0.21% 52.2% 21.4% 27.3% 51.3% 1.17 +0.29% -3.00% +0.18%
+5.50% -4.00% 1658 78 2.5 - 3 +0.29% +0.21% 52.7% 12.8% 18.6% 68.6% 1.14 +0.29% -4.00% +0.18%
+8.00% -4.00% 1658 78 2.5 - 3 +0.29% +0.14% 51.7% 5.5% 19.1% 75.4% 1.17 +0.29% -4.00% +0.18%
+8.50% -4.00% 1658 78 2.5 - 3 +0.29% +0.13% 51.5% 4.8% 19.3% 75.9% 1.18 +0.29% -4.00% +0.18%
+9.00% -4.00% 1658 78 2.5 - 3 +0.29% +0.12% 51.4% 4.2% 19.3% 76.5% 1.18 +0.29% -4.00% +0.18%
+4.00% -3.50% 1658 78 2.5 - 3 +0.28% +0.27% 53.3% 21.7% 21.7% 56.6% 1.11 +0.28% -3.50% +0.18%
+4.50% -3.00% 1658 78 2.5 - 3 +0.28% +0.14% 51.5% 17.3% 27.7% 54.9% 1.2 +0.28% -3.00% +0.18%
+4.50% -3.50% 1658 78 2.5 - 3 +0.28% +0.21% 52.6% 17.6% 22.1% 60.3% 1.13 +0.28% -3.50% +0.18%
+5.00% -4.00% 1658 78 2.5 - 3 +0.28% +0.23% 53% 15.1% 18.5% 66.3% 1.11 +0.28% -4.00% +0.18%
+6.00% -4.50% 1658 78 2.5 - 3 +0.28% +0.21% 52.8% 10.8% 15.3% 73.9% 1.11 +0.28% -4.50% +0.18%
+6.50% -4.50% 1658 78 2.5 - 3 +0.28% +0.20% 52.5% 9% 15.3% 75.6% 1.12 +0.28% -4.50% +0.18%
+7.50% -4.00% 1658 78 2.5 - 3 +0.28% +0.14% 51.7% 6.3% 19.1% 74.5% 1.17 +0.28% -4.00% +0.18%
+6.00% -5.00% 1658 78 2.5 - 3 +0.27% +0.21% 53% 10.9% 12.6% 76.5% 1.09 +0.27% -5.00% +0.18%
+6.50% -5.00% 1658 78 2.5 - 3 +0.27% +0.21% 52.8% 9.1% 12.7% 78.2% 1.11 +0.27% -5.00% +0.18%
+7.00% -4.50% 1658 78 2.5 - 3 +0.27% +0.17% 52.3% 7.7% 15.5% 76.8% 1.12 +0.27% -4.50% +0.18%
+4.00% -4.00% 1658 78 2.5 - 3 +0.26% +0.33% 54% 22% 18% 60.1% 1.06 +0.26% -4.00% +0.18%
+4.50% -4.00% 1658 78 2.5 - 3 +0.26% +0.25% 53.3% 17.8% 18.3% 63.9% 1.08 +0.26% -4.00% +0.18%
+5.50% -4.50% 1658 78 2.5 - 3 +0.26% +0.22% 53% 12.8% 15.3% 72% 1.09 +0.26% -4.50% +0.18%
+5.50% -5.00% 1658 78 2.5 - 3 +0.26% +0.24% 53.2% 12.8% 12.6% 74.5% 1.08 +0.26% -5.00% +0.18%
+7.00% -5.00% 1658 78 2.5 - 3 +0.26% +0.19% 52.5% 7.7% 12.9% 79.4% 1.1 +0.26% -5.00% +0.18%
+7.50% -4.50% 1658 78 2.5 - 3 +0.26% +0.16% 52.1% 6.3% 15.6% 78% 1.12 +0.26% -4.50% +0.18%
+8.00% -4.50% 1658 78 2.5 - 3 +0.26% +0.15% 52% 5.5% 15.6% 78.9% 1.13 +0.26% -4.50% +0.18%
+8.50% -4.50% 1658 78 2.5 - 3 +0.26% +0.14% 51.8% 4.8% 15.7% 79.4% 1.14 +0.26% -4.50% +0.18%
+9.00% -4.50% 1658 78 2.5 - 3 +0.26% +0.14% 51.7% 4.2% 15.7% 80% 1.14 +0.26% -4.50% +0.18%
+3.00% -3.00% 1658 78 2.5 - 3 +0.25% +0.41% 54.3% 33.3% 26.4% 40.3% 1.06 +0.25% -3.00% +0.18%
+3.50% -3.00% 1658 78 2.5 - 3 +0.25% +0.26% 53% 26.1% 27% 46.9% 1.11 +0.25% -3.00% +0.18%
+3.50% -3.50% 1658 78 2.5 - 3 +0.25% +0.36% 54.2% 26.6% 21.5% 51.9% 1.05 +0.25% -3.50% +0.18%
+5.00% -4.50% 1658 78 2.5 - 3 +0.25% +0.25% 53.3% 15.1% 15.2% 69.7% 1.07 +0.25% -4.50% +0.18%
+8.00% -5.00% 1658 78 2.5 - 3 +0.25% +0.17% 52.2% 5.5% 13% 81.5% 1.1 +0.25% -5.00% +0.18%
+8.50% -5.00% 1658 78 2.5 - 3 +0.25% +0.16% 52.1% 4.9% 13% 82.1% 1.12 +0.25% -5.00% +0.18%
+9.00% -5.00% 1658 78 2.5 - 3 +0.25% +0.15% 52% 4.3% 13% 82.7% 1.12 +0.25% -5.00% +0.18%
+3.00% -3.50% 1658 78 2.5 - 3 +0.24% +0.48% 55.5% 33.8% 21% 45.2% 1 +0.24% -3.50% +0.18%
+4.00% -4.50% 1658 78 2.5 - 3 +0.24% +0.35% 54.3% 22% 14.7% 63.4% 1.02 +0.24% -4.50% +0.18%
+5.00% -5.00% 1658 78 2.5 - 3 +0.24% +0.25% 53.5% 15.2% 12.6% 72.2% 1.05 +0.24% -5.00% +0.18%
+7.50% -5.00% 1658 78 2.5 - 3 +0.24% +0.17% 52.2% 6.3% 13% 80.6% 1.1 +0.24% -5.00% +0.18%
+3.00% -4.00% 1658 78 2.5 - 3 +0.23% +0.55% 56.2% 34.1% 17.3% 48.6% 0.95 +0.23% -4.00% +0.18%
+3.50% -4.00% 1658 78 2.5 - 3 +0.23% +0.41% 54.8% 26.8% 17.8% 55.4% 1 +0.23% -4.00% +0.18%
+4.00% -5.00% 1658 78 2.5 - 3 +0.23% +0.36% 54.5% 22% 12.1% 65.9% 1 +0.23% -5.00% +0.18%
+4.50% -4.50% 1658 78 2.5 - 3 +0.23% +0.26% 53.6% 17.8% 15% 67.2% 1.05 +0.23% -4.50% +0.18%
+4.50% -5.00% 1658 78 2.5 - 3 +0.22% +0.29% 53.8% 17.9% 12.4% 69.7% 1.03 +0.22% -5.00% +0.18%
+3.00% -4.50% 1658 78 2.5 - 3 +0.21% +0.57% 56.5% 34.2% 14.1% 51.7% 0.92 +0.21% -4.50% +0.18%
+3.00% -5.00% 1658 78 2.5 - 3 +0.21% +0.59% 56.8% 34.4% 11.5% 54.1% 0.91 +0.21% -5.00% +0.18%
+3.50% -4.50% 1658 78 2.5 - 3 +0.21% +0.41% 55.1% 26.9% 14.5% 58.6% 0.97 +0.21% -4.50% +0.18%
+3.50% -5.00% 1658 78 2.5 - 3 +0.20% +0.42% 55.4% 27% 12% 61% 0.95 +0.20% -5.00% +0.18%

Threshold performance

Filter n Avg return Median return 歷史相似情境上漲比例 Avg runup Avg drawdown
all 23348 -0.03% -0.06% 49% +2.69% -2.62%
opp > 1 12196 -0.06% -0.07% 48.9% +2.55% -2.52%
opp > 2 6345 -0.07% -0.06% 49% +2.39% -2.41%
opp > 3 2595 +0.02% +0.02% 50.2% +2.28% -2.22%
opp > 5 264 +0.31% -0.09% 48.9% +2.52% -1.90%
opp > 7 6 -0.74% -1.05% 50% +2.88% -3.31%
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 1691 709 -0.37% 53.6% 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
2026-08-14 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%
2026-06-17 US.HON Industrials 0.253 -0.13% +94.54% +102.44% -0.75%
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.