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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 23163
Trade dates 81
Excluded downtrends 17432
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 2026-06-17 → 2026-10-15

Study results

2026-10-15 · 120D window

23163 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 49.4%
Baseline runup +2.69%
Baseline drawdown -2.62%

Median return curve (reliable Opp span, step 0.1)

-3.5–-3.4 · n=21 · median +0.54% -3.4–-3.3 · n=23 · median -0.1% -3.3–-3.2 · n=19 · median +0.52% -3.2–-3.1 · n=34 · median -0.5% -3.1–-3.0 · n=35 · median -0.16% -3.0–-2.9 · n=35 · median +0.29% -2.9–-2.8 · n=45 · median -0.05% -2.8–-2.7 · n=52 · median -0.04% -2.7–-2.6 · n=49 · median -0.2% -2.6–-2.5 · n=51 · median +0.18% -2.5–-2.4 · n=57 · median +0.2% -2.4–-2.3 · n=59 · median +0.2% -2.3–-2.2 · n=67 · median -0.13% -2.2–-2.1 · n=83 · median +0.24% -2.1–-2.0 · n=74 · median +0.03% -2.0–-1.9 · n=114 · median -0.53% -1.9–-1.8 · n=103 · median +0.58% -1.8–-1.7 · n=93 · median +0.11% -1.7–-1.6 · n=109 · median +0.2% -1.6–-1.5 · n=102 · median -0.02% -1.5–-1.4 · n=139 · median +0.09% -1.4–-1.3 · n=136 · median +0.43% -1.3–-1.2 · n=140 · median -0.56% -1.2–-1.1 · n=164 · median +0.25% -1.1–-1.0 · n=213 · median -0.05% -1.0–-0.9 · n=190 · median +0.32% -0.9–-0.8 · n=217 · median +0.29% -0.8–-0.7 · n=219 · median -0.21% -0.7–-0.6 · n=252 · median -0.27% -0.6–-0.5 · n=256 · median -0.34% -0.5–-0.4 · n=300 · median -0.05% -0.4–-0.3 · n=353 · median -0.28% -0.3–-0.2 · n=330 · median -0.06% -0.2–-0.1 · n=363 · median -0.05% -0.1–0.0 · n=433 · median -0.04% 0.0–0.1 · n=466 · median +0.12% 0.1–0.2 · n=478 · median -0.19% 0.2–0.3 · n=538 · median +0.16% 0.3–0.4 · n=602 · median +0.27% 0.4–0.5 · n=578 · median +0.09% 0.5–0.6 · n=600 · median -0.13% 0.6–0.7 · n=659 · median -0.27% 0.7–0.8 · n=620 · median +0.02% 0.8–0.9 · n=670 · median +0.05% 0.9–1.0 · n=699 · median 0% 1.0–1.1 · n=674 · median -0.11% 1.1–1.2 · n=674 · median +0.15% 1.2–1.3 · n=623 · median -0.27% 1.3–1.4 · n=609 · median 0% 1.4–1.5 · n=595 · median -0.06% 1.5–1.6 · n=578 · median +0.09% 1.6–1.7 · n=578 · median +0.06% 1.7–1.8 · n=529 · median -0.01% 1.8–1.9 · n=505 · median -0.33% 1.9–2.0 · n=450 · median -0.13% 2.0–2.1 · n=458 · median -0.16% 2.1–2.2 · n=415 · median +0.25% 2.2–2.3 · n=438 · median -0.18% 2.3–2.4 · n=402 · median -0.17% 2.4–2.5 · n=361 · median -0.28% 2.5–2.6 · n=382 · median -0.01% 2.6–2.7 · n=315 · median -0.2% 2.7–2.8 · n=344 · median -0.2% 2.8–2.9 · n=330 · median +0.1% 2.9–3.0 · n=296 · median +0.04% 3.0–3.1 · n=271 · median +0.08% 3.1–3.2 · n=205 · median -0.15% 3.2–3.3 · n=212 · median +0.07% 3.3–3.4 · n=178 · median +0.05% 3.4–3.5 · n=178 · median +0.19% 3.5–3.6 · n=147 · median -0.26% 3.6–3.7 · n=122 · median -0.12% 3.7–3.8 · n=142 · median -0.14% 3.8–3.9 · n=124 · median -0.02% 3.9–4.0 · n=123 · median +0.21% 4.0–4.1 · n=112 · median +0.12% 4.1–4.2 · n=69 · median +0.44% 4.2–4.3 · n=78 · median +0.15% 4.3–4.4 · n=92 · median -0.21% 4.4–4.5 · n=74 · median -0.21% 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=41 · median +0.58% 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 (+0.22%, n=158)

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 5094 +0.05% -0.03% 49.3% +2.88% -2.81%
0 - 1 5910 -0.02% +0.01% 50% +2.83% -2.66%
1 - 2 5815 -0.04% -0.05% 49% +2.72% -2.61%
2 - 2.5 2074 -0.21% -0.16% 47.7% +2.46% -2.69%
2.5 - 3 1667 -0.05% -0.04% 49% +2.45% -2.39%
3 - 3.5 1044 +0.08% +0.06% 51.1% +2.40% -2.31%
3.5 - 4 658 -0.11% -0.11% 48.5% +2.22% -2.27%
4 - 4.5 425 -0.13% +0.05% 51.3% +1.94% -2.25%
4.5 - 5 210 -0.23% +0.03% 51% +2.20% -2.29%
5+ 266 +0.28% -0.13% 48.5% +2.51% -1.94%

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 23163 -0.03% -7.52% 49.4% -2.62% 22710 -0.10% -10.04% 48.8% -3.47% 22266 -0.25% -14.00% 47.5% -4.15% 21591 -0.52% -18.10% 45.9% -4.98% 19183 -1.25% -20.75% 43.4% -7.07%
< 0 3D 5094 -0.03% -7.52% 49.3% -2.81% 4888 -0.13% -11.55% 48.5% -3.80% 4683 -0.30% -15.80% 47.3% -4.56% 4335 -0.59% -19.87% 46.2% -5.45% 3232 -1.52% -24.15% 42.2% -8.04%
0 - 1 3D 5910 +0.01% -4.16% 50% -2.66% 5834 -0.07% -8.53% 49.2% -3.53% 5751 -0.21% -12.56% 48.1% -4.28% 5613 -0.41% -15.33% 47% -5.14% 5183 -0.64% -13.06% 46.6% -7.21%
1 - 2 3D 5815 -0.05% -9.20% 49% -2.61% 5746 -0.10% -10.04% 49% -3.47% 5684 -0.20% -12.20% 48.1% -4.08% 5599 -0.34% -13.57% 47.3% -4.88% 5194 -0.64% -13.06% 46.8% -6.92%
2 - 2.5 5D 2074 -0.16% -18.44% 47.7% -2.69% 2045 -0.09% -9.54% 48.7% -3.48% 2013 -0.21% -12.56% 47.8% -4.14% 1971 -0.61% -20.37% 44.8% -4.97% 1801 -1.46% -23.40% 42.4% -6.94%
2.5 - 3 3D 1667 -0.04% -8.36% 49% -2.39% 1637 -0.16% -13.06% 47.9% -3.16% 1616 -0.59% -26.24% 43.1% -3.95% 1580 -0.91% -27.93% 42.2% -4.81% 1466 -1.92% -29.19% 38.7% -6.58%
3 - 3.5 3D 1044 +0.06% +0.04% 51.1% -2.31% 1033 +0.03% -3.49% 50.1% -2.97% 1018 -0.16% -10.76% 47.8% -3.56% 1006 -0.73% -23.40% 42.6% -4.32% 942 -2.28% -33.73% 36.5% -6.32%
3.5 - 4 5D 658 -0.11% -14.24% 48.5% -2.27% 642 -0.11% -10.54% 48.4% -3.00% 631 -0.21% -12.56% 47.5% -3.50% 623 -0.90% -27.68% 41.4% -4.17% 579 -2.35% -34.61% 36.6% -6.02%
4 - 4.5 3D 425 +0.05% -0.80% 51.3% -2.25% 414 -0.21% -15.58% 46.4% -2.85% 409 -0.44% -20.84% 45.2% -3.45% 405 -0.72% -23.14% 42.5% -4.11% 376 -3.37% -47.46% 25.3% -6.50%
4.5 - 5 3D 210 +0.03% -2.48% 51% -2.29% 208 -0.17% -13.57% 48.1% -3.02% 203 +0.06% -2.84% 51.2% -3.17% 202 -0.28% -12.06% 46% -3.76% 189 -2.42% -35.49% 34.4% -5.97%
5+ 10D 266 -0.13% -15.92% 48.5% -1.94% 263 -0.27% -18.61% 45.2% -2.63% 258 -0.02% -5.72% 49.2% -2.95% 257 +0.02% -4.50% 50.6% -3.62% 221 -2.32% -34.23% 32.6% -5.42%

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 16819 -0.03% -7.52% 49.5% -2.69% 16468 -0.09% -9.54% 48.9% -3.59% 16118 -0.23% -13.28% 47.9% -4.29% 15547 -0.43% -15.84% 46.9% -5.13% 13609 -0.86% -15.84% 45.7% -7.30%
opp > 1 3D 12146 -0.06% -10.04% 49% -2.52% 11975 -0.11% -10.54% 48.7% -3.31% 11819 -0.25% -14.00% 47.3% -3.94% 11630 -0.54% -18.61% 45.3% -4.73% 10756 -1.46% -23.40% 42.3% -6.71%
opp > 2 3D 6342 -0.06% -10.04% 49% -2.43% 6240 -0.12% -11.05% 48.4% -3.17% 6146 -0.29% -15.44% 46.6% -3.80% 6042 -0.69% -22.39% 43.5% -4.58% 5572 -2.02% -30.45% 38% -6.52%
opp > 3 3D 2600 +0.02% -3.32% 50.2% -2.25% 2557 -0.10% -10.04% 48.4% -2.92% 2516 -0.18% -11.48% 47.8% -3.43% 2490 -0.66% -21.63% 43.4% -4.12% 2304 -2.49% -36.37% 34.2% -6.15%
opp > 5 10D 265 -0.12% -15.08% 48.7% -1.94% 262 -0.28% -19.11% 45.4% -2.63% 257 -0.05% -6.80% 49% -2.96% 256 +0.02% -4.50% 50.4% -3.62% 220 -2.33% -34.36% 32.3% -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 23163 -0.03% -0.03% 49.4% +2.69% -2.62%
Top 3 243 +0.15% -0.02% 49.8% +2.90% -2.57%
Top 5 405 -0.07% 0.00% 49.9% +2.66% -2.68%
Top 10 810 +0.04% +0.10% 50.7% +2.67% -2.56%
Top 20 1620 +0.01% +0.05% 50.5% +2.54% -2.51%
Top 50 4050 0.00% +0.06% 50.9% +2.53% -2.54%

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 5018 +2.00% 5% -0.11% +0.41% 54.1% 42.5% 19.5% -0.04%
0 - 1 5737 +2.00% 4% +0.05% +1.19% 58% 47.6% 18.9% 0.00%
1 - 2 5726 +2.00% 5% -0.01% +0.50% 53.7% 43.3% 25.6% -0.08%
2 - 2.5 2044 +2.00% 5% -0.09% +0.84% 57% 46.1% 13.6% -0.16%
2.5 - 3 1646 +2.00% 5% +0.02% +0.78% 57.2% 44.3% 10.1% -0.05%
3 - 3.5 1018 +2.00% 5% +0.06% +0.80% 58.1% 44.3% 8.4% +0.06%
3.5 - 4 636 +2.00% 5% -0.17% +0.33% 53.8% 40.9% 11.6% -0.11%
4 - 4.5 401 +2.00% 5% -0.03% +0.48% 55.9% 38.7% 9.7% 0.00%
4.5 - 5 180 +2.00% 5% +0.18% +0.85% 62.2% 45% 3.9% +0.10%
5+ 242 +2.00% 5% +0.02% +0.32% 54.1% 41.3% 9.9% -0.03%

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% -3.00% 1701 78 2.5 - 3 +0.44% -0.13% 48.6% 6.1% 33.2% 60.8% 1.45 +0.44% -3.00% +0.15%
+8.00% -3.00% 1701 78 2.5 - 3 +0.43% -0.12% 48.9% 7.5% 32.9% 59.7% 1.43 +0.43% -3.00% +0.15%
+8.50% -3.00% 1701 78 2.5 - 3 +0.43% -0.13% 48.6% 6.6% 33.1% 60.3% 1.43 +0.43% -3.00% +0.15%
+7.00% -3.00% 1701 78 2.5 - 3 +0.42% -0.10% 49% 10.4% 32.7% 56.8% 1.41 +0.42% -3.00% +0.15%
+6.50% -3.00% 1701 78 2.5 - 3 +0.41% -0.09% 49.1% 12.1% 32.6% 55.3% 1.4 +0.41% -3.00% +0.15%
+7.50% -3.00% 1701 78 2.5 - 3 +0.41% -0.10% 48.9% 8.8% 32.9% 58.4% 1.41 +0.41% -3.00% +0.15%
+9.00% -3.50% 1701 78 2.5 - 3 +0.41% -0.02% 49.7% 6.2% 27.2% 66.5% 1.35 +0.41% -3.50% +0.15%
+6.00% -3.00% 1701 78 2.5 - 3 +0.40% -0.05% 49.4% 14.2% 32.5% 53.3% 1.38 +0.40% -3.00% +0.15%
+8.00% -3.50% 1701 78 2.5 - 3 +0.40% 0.00% 50% 7.6% 26.9% 65.4% 1.33 +0.40% -3.50% +0.15%
+8.50% -3.50% 1701 78 2.5 - 3 +0.40% -0.02% 49.7% 6.8% 27.2% 66% 1.33 +0.40% -3.50% +0.15%
+6.50% -3.50% 1701 78 2.5 - 3 +0.39% +0.06% 50.3% 12.3% 26.7% 61% 1.3 +0.39% -3.50% +0.15%
+7.00% -3.50% 1701 78 2.5 - 3 +0.39% +0.01% 50.1% 10.6% 26.9% 62.6% 1.31 +0.39% -3.50% +0.15%
+9.00% -4.00% 1701 78 2.5 - 3 +0.39% +0.06% 50.6% 6.3% 22.6% 71.1% 1.27 +0.39% -4.00% +0.15%
+7.50% -3.50% 1701 78 2.5 - 3 +0.38% +0.01% 50% 8.9% 26.9% 64.1% 1.31 +0.38% -3.50% +0.15%
+8.00% -4.00% 1701 78 2.5 - 3 +0.38% +0.09% 50.9% 7.7% 22.3% 70% 1.25 +0.38% -4.00% +0.15%
+8.50% -4.00% 1701 78 2.5 - 3 +0.38% +0.07% 50.7% 6.9% 22.5% 70.6% 1.26 +0.38% -4.00% +0.15%
+5.50% -3.00% 1701 78 2.5 - 3 +0.37% -0.04% 49.6% 16.3% 32.3% 51.4% 1.34 +0.37% -3.00% +0.15%
+6.00% -3.50% 1701 78 2.5 - 3 +0.37% +0.06% 50.6% 14.4% 26.6% 59% 1.28 +0.37% -3.50% +0.15%
+6.50% -4.00% 1701 78 2.5 - 3 +0.37% +0.12% 51.3% 12.5% 22% 65.5% 1.23 +0.37% -4.00% +0.15%
+7.00% -4.00% 1701 78 2.5 - 3 +0.37% +0.11% 51.1% 10.7% 22.2% 67.1% 1.24 +0.37% -4.00% +0.15%
+9.00% -4.50% 1701 78 2.5 - 3 +0.37% +0.10% 51.1% 6.3% 18.5% 75.2% 1.23 +0.37% -4.50% +0.15%
+6.00% -4.00% 1701 78 2.5 - 3 +0.36% +0.14% 51.5% 14.6% 21.9% 63.5% 1.21 +0.36% -4.00% +0.15%
+6.50% -4.50% 1701 78 2.5 - 3 +0.36% +0.15% 51.8% 12.6% 17.9% 69.5% 1.19 +0.36% -4.50% +0.15%
+7.50% -4.00% 1701 78 2.5 - 3 +0.36% +0.10% 51% 9% 22.3% 68.7% 1.24 +0.36% -4.00% +0.15%
+8.00% -4.50% 1701 78 2.5 - 3 +0.36% +0.12% 51.4% 7.8% 18.2% 74% 1.21 +0.36% -4.50% +0.15%
+8.50% -4.50% 1701 78 2.5 - 3 +0.36% +0.11% 51.1% 6.9% 18.4% 74.7% 1.22 +0.36% -4.50% +0.15%
+6.00% -4.50% 1701 78 2.5 - 3 +0.35% +0.18% 52% 14.7% 17.9% 67.4% 1.17 +0.35% -4.50% +0.15%
+7.00% -4.50% 1701 78 2.5 - 3 +0.35% +0.13% 51.6% 10.8% 18.2% 71.1% 1.2 +0.35% -4.50% +0.15%
+7.50% -4.50% 1701 78 2.5 - 3 +0.35% +0.13% 51.4% 9.1% 18.2% 72.7% 1.2 +0.35% -4.50% +0.15%
+9.00% -5.00% 1701 78 2.5 - 3 +0.35% +0.11% 51.3% 6.3% 15.5% 78.1% 1.2 +0.35% -5.00% +0.15%
+5.00% -3.00% 1701 78 2.5 - 3 +0.34% 0.00% 49.9% 18.5% 32.1% 49.4% 1.3 +0.34% -3.00% +0.15%
+5.50% -3.50% 1701 78 2.5 - 3 +0.34% +0.08% 50.7% 16.6% 26.4% 57% 1.24 +0.34% -3.50% +0.15%
+6.50% -5.00% 1701 78 2.5 - 3 +0.34% +0.18% 52% 12.6% 15% 72.3% 1.16 +0.34% -5.00% +0.15%
+8.00% -5.00% 1701 78 2.5 - 3 +0.34% +0.13% 51.6% 7.8% 15.4% 76.8% 1.18 +0.34% -5.00% +0.15%
+8.50% -5.00% 1701 78 2.5 - 3 +0.34% +0.12% 51.4% 7% 15.5% 77.5% 1.19 +0.34% -5.00% +0.15%
+4.50% -3.00% 1701 78 2.5 - 3 +0.33% +0.06% 50.4% 22.8% 31.7% 45.5% 1.27 +0.33% -3.00% +0.15%
+6.00% -5.00% 1701 78 2.5 - 3 +0.33% +0.19% 52.3% 14.8% 15% 70.3% 1.14 +0.33% -5.00% +0.15%
+7.00% -5.00% 1701 78 2.5 - 3 +0.33% +0.15% 51.7% 10.8% 15.3% 73.9% 1.16 +0.33% -5.00% +0.15%
+5.50% -4.00% 1701 78 2.5 - 3 +0.32% +0.15% 51.7% 16.8% 21.8% 61.5% 1.18 +0.32% -4.00% +0.15%
+7.50% -5.00% 1701 78 2.5 - 3 +0.32% +0.14% 51.6% 9.1% 15.4% 75.5% 1.16 +0.32% -5.00% +0.15%
+4.00% -3.00% 1701 78 2.5 - 3 +0.31% +0.13% 51.1% 27.1% 31.2% 41.7% 1.22 +0.31% -3.00% +0.15%
+5.00% -3.50% 1701 78 2.5 - 3 +0.31% +0.11% 51% 18.8% 26.2% 55% 1.21 +0.31% -3.50% +0.15%
+5.50% -4.50% 1701 78 2.5 - 3 +0.31% +0.19% 52.2% 16.9% 17.8% 65.4% 1.14 +0.31% -4.50% +0.15%
+4.50% -3.50% 1701 78 2.5 - 3 +0.30% +0.15% 51.5% 23.1% 25.9% 51% 1.18 +0.30% -3.50% +0.15%
+5.00% -4.00% 1701 78 2.5 - 3 +0.29% +0.19% 52% 18.9% 21.6% 59.5% 1.14 +0.29% -4.00% +0.15%
+5.50% -5.00% 1701 78 2.5 - 3 +0.29% +0.20% 52.4% 16.9% 14.9% 68.1% 1.11 +0.29% -5.00% +0.15%
+4.00% -3.50% 1701 78 2.5 - 3 +0.28% +0.22% 52.2% 27.5% 25.4% 47.1% 1.14 +0.28% -3.50% +0.15%
+4.50% -4.00% 1701 78 2.5 - 3 +0.28% +0.21% 52.4% 23.3% 21.3% 55.4% 1.12 +0.28% -4.00% +0.15%
+5.00% -4.50% 1701 78 2.5 - 3 +0.28% +0.21% 52.4% 19% 17.6% 63.3% 1.11 +0.28% -4.50% +0.15%
+4.50% -4.50% 1701 78 2.5 - 3 +0.27% +0.25% 52.9% 23.4% 17.3% 59.3% 1.08 +0.27% -4.50% +0.15%
+4.00% -4.00% 1701 78 2.5 - 3 +0.26% +0.30% 53.1% 27.7% 20.8% 51.5% 1.08 +0.26% -4.00% +0.15%
+5.00% -5.00% 1701 78 2.5 - 3 +0.26% +0.21% 52.7% 19.2% 14.8% 66% 1.08 +0.26% -5.00% +0.15%
+3.50% -3.00% 1701 78 2.5 - 3 +0.25% +0.21% 51.9% 30.6% 30.7% 38.7% 1.14 +0.25% -3.00% +0.15%
+4.00% -4.50% 1701 78 2.5 - 3 +0.25% +0.35% 53.6% 27.8% 16.9% 55.3% 1.05 +0.25% -4.50% +0.15%
+4.50% -5.00% 1701 78 2.5 - 3 +0.25% +0.26% 53.1% 23.5% 14.5% 62% 1.06 +0.25% -5.00% +0.15%
+4.00% -5.00% 1701 78 2.5 - 3 +0.24% +0.36% 53.8% 27.9% 14.1% 58% 1.02 +0.24% -5.00% +0.15%
+3.50% -3.50% 1701 78 2.5 - 3 +0.22% +0.34% 53% 31% 24.9% 44% 1.06 +0.22% -3.50% +0.15%
+3.00% -3.00% 1701 78 2.5 - 3 +0.21% +0.39% 53% 37.1% 30.1% 32.8% 1.06 +0.21% -3.00% +0.15%
+3.50% -4.00% 1701 78 2.5 - 3 +0.21% +0.40% 53.9% 31.3% 20.4% 48.3% 1 +0.21% -4.00% +0.15%
+3.00% -3.50% 1701 78 2.5 - 3 +0.19% +0.48% 54.2% 37.7% 24.5% 37.8% 0.98 +0.19% -3.50% +0.15%
+3.50% -4.50% 1701 78 2.5 - 3 +0.19% +0.43% 54.4% 31.5% 16.6% 52% 0.97 +0.19% -4.50% +0.15%
+3.50% -5.00% 1701 78 2.5 - 3 +0.18% +0.44% 54.6% 31.6% 13.8% 54.6% 0.95 +0.18% -5.00% +0.15%
+3.00% -4.00% 1701 78 2.5 - 3 +0.17% +0.58% 55.1% 38.1% 19.9% 42% 0.94 +0.17% -4.00% +0.15%
+3.00% -4.50% 1701 78 2.5 - 3 +0.16% +0.63% 55.6% 38.3% 16% 45.7% 0.91 +0.16% -4.50% +0.15%
+3.00% -5.00% 1701 78 2.5 - 3 +0.15% +0.66% 55.9% 38.5% 13.3% 48.2% 0.89 +0.15% -5.00% +0.15%

Threshold performance

Filter n Avg return Median return 歷史相似情境上漲比例 Avg runup Avg drawdown
all 23163 -0.03% -0.03% 49.4% +2.69% -2.62%
opp > 1 12146 -0.06% -0.06% 49% +2.54% -2.52%
opp > 2 6342 -0.08% -0.06% 49% +2.38% -2.43%
opp > 3 2600 0.00% +0.02% 50.2% +2.28% -2.25%
opp > 5 265 +0.28% -0.12% 48.7% +2.51% -1.94%
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 ≥5 日 · Opp 自峰值跌 ≥1.5 · 現值 ≤2 · 連續 2 日
Train dates 51
Test dates 22
Candidates 240

已選門檻：最少持有 5 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 ≥5 日 · Opp 自峰值跌 ≥1.5 · 現值 ≤2 · 連續 2 日 1699 687 -0.26% 53% 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%
2026-06-17 US.HON Industrials 0.253 -0.13% +94.54% +102.44% -0.75%
2026-08-12 US.SNDK Information Technology -1.639 -0.85% +32.92% +35.98% -0.95%
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.