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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 22992
Trade dates 81
Excluded downtrends 17600
Best stable plateau n/a
Best balanced range 5.7–6.0
Best 0.5 range -1.9–-1.4
Best 0.1 bin 4.8–4.9
Best bucket 4 - 4.5
Best threshold opp > 3
Best Top-N Top 10
Window 2026-06-18 → 2026-10-16

Study results

2026-10-16 · 120D window

22992 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: -1.9–-1.4 (in-sample diagnostics only)

Baseline avg return -0.04%
Baseline win rate 49.3%
Baseline runup +2.67%
Baseline drawdown -2.64%

Median return curve (reliable Opp span, step 0.1)

-3.5–-3.4 · n=22 · median -0.23% -3.4–-3.3 · n=24 · median +0.25% -3.3–-3.2 · n=22 · median +0.29% -3.2–-3.1 · n=34 · median -0.17% -3.1–-3.0 · n=35 · median -0.29% -3.0–-2.9 · n=35 · median +0.77% -2.9–-2.8 · n=43 · median -0.18% -2.8–-2.7 · n=56 · median +0.17% -2.7–-2.6 · n=52 · median +0.02% -2.6–-2.5 · n=54 · median +0.24% -2.5–-2.4 · n=60 · median +0.04% -2.4–-2.3 · n=54 · median 0% -2.3–-2.2 · n=65 · median -0.11% -2.2–-2.1 · n=86 · median +0.26% -2.1–-2.0 · n=81 · median +0.17% -2.0–-1.9 · n=102 · median -0.77% -1.9–-1.8 · n=105 · median +0.43% -1.8–-1.7 · n=91 · median +0.17% -1.7–-1.6 · n=111 · median +0.14% -1.6–-1.5 · n=114 · median +0.28% -1.5–-1.4 · n=147 · median +0.23% -1.4–-1.3 · n=138 · median +0.12% -1.3–-1.2 · n=159 · median -0.49% -1.2–-1.1 · n=176 · median +0.25% -1.1–-1.0 · n=200 · median -0.01% -1.0–-0.9 · n=191 · median +0.62% -0.9–-0.8 · n=205 · median +0.32% -0.8–-0.7 · n=229 · median -0.21% -0.7–-0.6 · n=243 · median -0.27% -0.6–-0.5 · n=244 · median -0.35% -0.5–-0.4 · n=297 · median -0.15% -0.4–-0.3 · n=359 · median -0.43% -0.3–-0.2 · n=325 · median -0.04% -0.2–-0.1 · n=366 · median 0% -0.1–0.0 · n=426 · median -0.04% 0.0–0.1 · n=443 · median +0.18% 0.1–0.2 · n=472 · median -0.34% 0.2–0.3 · n=520 · median +0.16% 0.3–0.4 · n=592 · median +0.28% 0.4–0.5 · n=555 · median -0.13% 0.5–0.6 · n=581 · median -0.09% 0.6–0.7 · n=664 · median -0.2% 0.7–0.8 · n=623 · median 0% 0.8–0.9 · n=661 · median 0% 0.9–1.0 · n=659 · median -0.06% 1.0–1.1 · n=671 · median -0.08% 1.1–1.2 · n=672 · median +0.18% 1.2–1.3 · n=605 · median -0.3% 1.3–1.4 · n=604 · median -0.14% 1.4–1.5 · n=598 · median -0.1% 1.5–1.6 · n=554 · median +0.07% 1.6–1.7 · n=565 · median +0.07% 1.7–1.8 · n=512 · median +0.12% 1.8–1.9 · n=525 · median -0.33% 1.9–2.0 · n=451 · median -0.16% 2.0–2.1 · n=454 · median -0.22% 2.1–2.2 · n=425 · median +0.23% 2.2–2.3 · n=413 · median -0.36% 2.3–2.4 · n=399 · median -0.12% 2.4–2.5 · n=346 · median -0.35% 2.5–2.6 · n=377 · median +0.12% 2.6–2.7 · n=333 · median -0.29% 2.7–2.8 · n=355 · median -0.04% 2.8–2.9 · n=323 · median +0.22% 2.9–3.0 · n=290 · median -0.09% 3.0–3.1 · n=280 · median -0.07% 3.1–3.2 · n=208 · median -0.03% 3.2–3.3 · n=217 · median +0.18% 3.3–3.4 · n=179 · median +0.05% 3.4–3.5 · n=178 · median -0.04% 3.5–3.6 · n=152 · median -0.3% 3.6–3.7 · n=118 · median +0.26% 3.7–3.8 · n=141 · median -0.18% 3.8–3.9 · n=124 · median -0.05% 3.9–4.0 · n=124 · median +0.13% 4.0–4.1 · n=103 · median +0.18% 4.1–4.2 · n=77 · median +0.33% 4.2–4.3 · n=83 · median +0.39% 4.3–4.4 · n=78 · median +0.04% 4.4–4.5 · n=57 · median -0.11% 4.5–4.6 · n=54 · median -0.3% 4.6–4.7 · n=60 · median -0.21% 4.7–4.8 · n=40 · median -0.58% 4.8–4.9 · n=43 · median +0.81% 4.9–5.0 · n=42 · median -0.24% 5.0–5.1 · n=33 · median -0.18% 5.1–5.2 · n=34 · median -0.27% 5.2–5.3 · n=22 · median -0.13% 5.3–5.4 · n=33 · median +0.32% 5.4–5.5 · n=23 · median -0.33% 5.5–5.6 · n=22 · median -0.91% -3.5-3-2-10123456 -0.9%-0.5%0%+0.5%+0.9%

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 (+0.81%, n=43) · Best balanced range: 5.7–6.0 (+0.44%, n=29) · Best 0.5 range: -1.9–-1.4 (+0.24%, n=568)

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 5119 +0.08% -0.01% 49.7% +2.88% -2.80%
0 - 1 5770 -0.07% -0.01% 49.7% +2.78% -2.69%
1 - 2 5757 -0.04% -0.06% 48.9% +2.71% -2.63%
2 - 2.5 2037 -0.27% -0.17% 47.2% +2.43% -2.69%
2.5 - 3 1678 -0.05% -0.03% 49.4% +2.43% -2.42%
3 - 3.5 1062 +0.03% +0.02% 50.2% +2.40% -2.35%
3.5 - 4 659 -0.14% -0.11% 48.6% +2.21% -2.31%
4 - 4.5 398 -0.05% +0.24% 53.5% +1.97% -2.18%
4.5 - 5 239 -0.41% -0.14% 49% +2.21% -2.43%
5+ 273 +0.09% -0.18% 48% +2.42% -2.14%

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 22992 -0.04% -8.36% 49.3% -2.64% 22539 -0.12% -11.05% 48.6% -3.50% 22089 -0.27% -14.72% 47.3% -4.17% 21418 -0.55% -18.86% 45.7% -4.99% 19042 -1.30% -21.38% 43.1% -7.09%
< 0 3D 5119 -0.01% -5.84% 49.7% -2.80% 4929 -0.11% -10.54% 48.8% -3.78% 4730 -0.28% -15.08% 47.4% -4.55% 4396 -0.56% -19.11% 46.4% -5.46% 3260 -1.46% -23.40% 42.3% -8.04%
0 - 1 3D 5770 -0.01% -5.84% 49.7% -2.69% 5691 -0.12% -11.05% 48.6% -3.58% 5601 -0.27% -14.72% 47.5% -4.32% 5476 -0.53% -18.36% 46% -5.18% 5046 -0.75% -14.45% 46% -7.30%
1 - 2 3D 5757 -0.06% -10.04% 48.9% -2.63% 5683 -0.11% -10.54% 48.9% -3.48% 5621 -0.19% -11.84% 48.2% -4.10% 5531 -0.35% -13.82% 47.1% -4.91% 5156 -0.72% -14.07% 46.5% -6.94%
2 - 2.5 5D 2037 -0.17% -19.28% 47.2% -2.69% 2011 -0.18% -14.07% 47.8% -3.50% 1974 -0.29% -15.44% 46.9% -4.13% 1935 -0.62% -20.62% 44.7% -4.91% 1796 -1.56% -24.66% 41.6% -6.81%
2.5 - 3 3D 1678 -0.03% -7.52% 49.4% -2.42% 1655 -0.09% -9.54% 48.6% -3.17% 1630 -0.50% -23.00% 43.9% -3.92% 1595 -0.87% -26.92% 42.3% -4.79% 1477 -1.82% -27.93% 39.4% -6.61%
3 - 3.5 3D 1062 +0.02% -3.32% 50.2% -2.35% 1038 -0.05% -7.52% 49% -2.98% 1027 -0.20% -12.20% 47.1% -3.64% 1007 -0.76% -24.15% 42.4% -4.35% 951 -2.30% -33.98% 35.9% -6.35%
3.5 - 4 5D 659 -0.11% -14.24% 48.6% -2.31% 647 -0.04% -7.02% 49% -3.12% 633 -0.25% -14.00% 46.9% -3.61% 620 -0.79% -24.91% 42.6% -4.18% 577 -2.19% -32.59% 36.7% -5.99%
4 - 4.5 3D 398 +0.24% +15.16% 53.5% -2.18% 390 -0.12% -11.05% 48.5% -2.83% 385 -0.34% -17.24% 47% -3.39% 378 -0.69% -22.39% 43.4% -4.08% 347 -3.26% -46.08% 26.2% -6.55%
4.5 - 5 7D 239 -0.14% -16.76% 49% -2.43% 230 -0.46% -28.18% 45.2% -3.12% 226 -0.12% -9.32% 49.1% -3.25% 224 -0.35% -13.82% 45.1% -3.71% 212 -2.18% -32.47% 34.4% -5.78%
5+ 10D 273 -0.18% -20.12% 48% -2.14% 265 -0.32% -21.13% 44.5% -2.80% 262 -0.15% -10.40% 47.3% -3.24% 256 -0.09% -7.27% 49.2% -3.72% 220 -2.44% -35.74% 32.7% -5.60%

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 16646 -0.03% -7.52% 49.4% -2.70% 16303 -0.11% -10.54% 48.8% -3.61% 15952 -0.25% -14.00% 47.7% -4.31% 15403 -0.47% -16.84% 46.5% -5.16% 13462 -0.92% -16.59% 45.3% -7.34%
opp > 1 3D 12089 -0.07% -10.88% 48.9% -2.54% 11905 -0.12% -11.05% 48.5% -3.34% 11744 -0.26% -14.36% 47.2% -3.95% 11532 -0.55% -18.86% 45.2% -4.73% 10722 -1.51% -24.03% 42% -6.71%
opp > 2 3D 6346 -0.07% -10.88% 48.9% -2.46% 6236 -0.13% -11.55% 48.1% -3.20% 6137 -0.32% -16.52% 46.2% -3.82% 6015 -0.69% -22.39% 43.6% -4.56% 5580 -2.02% -30.45% 38% -6.49%
opp > 3 3D 2627 0.00% -5.00% 49.9% -2.30% 2566 -0.12% -11.05% 48.1% -2.98% 2529 -0.20% -12.20% 47.3% -3.51% 2481 -0.66% -21.63% 43.6% -4.13% 2303 -2.45% -35.87% 34.2% -6.16%
opp > 5 10D 271 -0.14% -16.76% 48.3% -2.14% 263 -0.32% -21.13% 44.9% -2.80% 260 -0.15% -10.40% 47.3% -3.24% 254 -0.09% -7.27% 49.2% -3.73% 218 -2.44% -35.74% 32.6% -5.61%

Top-N performance

Filter n Avg return Median return 歷史相似情境上漲比例 Avg runup Avg drawdown
all 22992 -0.04% -0.04% 49.3% +2.67% -2.64%
Top 3 243 +0.01% -0.06% 49.4% +2.82% -2.67%
Top 5 405 -0.10% -0.02% 49.4% +2.63% -2.69%
Top 10 810 -0.02% +0.09% 50.4% +2.65% -2.57%
Top 20 1620 -0.07% +0.02% 50.1% +2.52% -2.58%
Top 50 4050 -0.04% +0.06% 50.9% +2.52% -2.58%

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 5026 +2.00% 5% -0.12% +0.42% 54.1% 42.8% 18.9% -0.02%
0 - 1 5615 +2.00% 4% +0.02% +1.07% 57.7% 47.1% 18.1% -0.05%
1 - 2 5631 +2.00% 5% -0.02% +0.34% 52.7% 42.4% 27.1% -0.07%
2 - 2.5 2004 +2.00% 5% -0.11% +0.72% 56.1% 45.1% 15.4% -0.18%
2.5 - 3 1651 +2.00% 5% +0.04% +0.89% 58% 45.1% 9.4% -0.03%
3 - 3.5 1041 +2.00% 5% +0.03% +0.77% 57.4% 44.7% 9% +0.02%
3.5 - 4 637 +2.00% 5% -0.21% +0.34% 53.5% 40.2% 13.3% -0.11%
4 - 4.5 374 +2.00% 5% +0.12% +0.72% 58.8% 41.4% 8.6% +0.12%
4.5 - 5 218 +2.00% 5% -0.04% +0.44% 57.8% 41.7% 8.7% -0.12%
5+ 246 +2.00% 5% -0.07% +0.30% 54.1% 40.2% 11.8% +0.05%

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% 1727 75 4 - 4.5 +0.66% +0.18% 51.8% 6% 29.8% 64.2% 1.5 +0.66% -3.00% +0.51%
+9.00% -3.50% 1727 75 4 - 4.5 +0.65% +0.35% 53.3% 6.1% 24.8% 69.1% 1.39 +0.65% -3.50% +0.51%
+6.50% -3.00% 1727 75 4 - 4.5 +0.64% +0.26% 52.5% 12.7% 29.3% 58% 1.45 +0.64% -3.00% +0.51%
+6.50% -3.50% 1727 75 4 - 4.5 +0.64% +0.42% 54% 12.9% 24.3% 62.8% 1.34 +0.64% -3.50% +0.51%
+8.00% -3.00% 1727 75 4 - 4.5 +0.64% +0.21% 52.1% 7.3% 29.6% 63.1% 1.47 +0.64% -3.00% +0.51%
+8.50% -3.00% 1727 75 4 - 4.5 +0.64% +0.19% 51.9% 6.6% 29.8% 63.6% 1.48 +0.64% -3.00% +0.51%
+8.50% -3.50% 1727 75 4 - 4.5 +0.64% +0.36% 53.3% 6.7% 24.8% 68.5% 1.38 +0.64% -3.50% +0.51%
+6.00% -3.00% 1727 75 4 - 4.5 +0.63% +0.29% 52.8% 14.8% 29.2% 56% 1.43 +0.63% -3.00% +0.51%
+6.00% -3.50% 1727 75 4 - 4.5 +0.63% +0.44% 54.3% 15.1% 24.2% 60.7% 1.33 +0.63% -3.50% +0.51%
+7.00% -3.00% 1727 75 4 - 4.5 +0.63% +0.24% 52.2% 10.2% 29.5% 60.3% 1.45 +0.63% -3.00% +0.51%
+7.50% -3.00% 1727 75 4 - 4.5 +0.63% +0.23% 52.1% 8.6% 29.6% 61.8% 1.46 +0.63% -3.00% +0.51%
+8.00% -3.50% 1727 75 4 - 4.5 +0.63% +0.39% 53.5% 7.5% 24.6% 67.9% 1.36 +0.63% -3.50% +0.51%
+7.00% -3.50% 1727 75 4 - 4.5 +0.62% +0.40% 53.7% 10.4% 24.6% 65% 1.35 +0.62% -3.50% +0.51%
+7.50% -3.50% 1727 75 4 - 4.5 +0.62% +0.39% 53.6% 8.8% 24.6% 66.6% 1.35 +0.62% -3.50% +0.51%
+9.00% -4.00% 1727 75 4 - 4.5 +0.62% +0.41% 54.2% 6.2% 21.3% 72.5% 1.29 +0.62% -4.00% +0.51%
+9.00% -4.50% 1727 75 4 - 4.5 +0.62% +0.44% 54.7% 6.3% 17.7% 76% 1.25 +0.62% -4.50% +0.51%
+6.50% -4.00% 1727 75 4 - 4.5 +0.61% +0.46% 54.9% 13.1% 20.8% 66.1% 1.25 +0.61% -4.00% +0.51%
+8.00% -4.00% 1727 75 4 - 4.5 +0.61% +0.43% 54.4% 7.6% 21.1% 71.3% 1.27 +0.61% -4.00% +0.51%
+8.50% -4.00% 1727 75 4 - 4.5 +0.61% +0.42% 54.3% 6.8% 21.3% 71.9% 1.28 +0.61% -4.00% +0.51%
+4.00% -3.00% 1727 75 4 - 4.5 +0.60% +0.57% 55.1% 31.2% 27.9% 40.9% 1.3 +0.60% -3.00% +0.51%
+5.50% -3.00% 1727 75 4 - 4.5 +0.60% +0.34% 52.9% 17.4% 29.1% 53.5% 1.39 +0.60% -3.00% +0.51%
+6.00% -4.00% 1727 75 4 - 4.5 +0.60% +0.48% 55.2% 15.3% 20.7% 64% 1.24 +0.60% -4.00% +0.51%
+6.50% -4.50% 1727 75 4 - 4.5 +0.60% +0.50% 55.4% 13.2% 17.3% 69.5% 1.22 +0.60% -4.50% +0.51%
+8.00% -4.50% 1727 75 4 - 4.5 +0.60% +0.45% 55% 7.6% 17.5% 74.8% 1.24 +0.60% -4.50% +0.51%
+8.50% -4.50% 1727 75 4 - 4.5 +0.60% +0.45% 54.8% 6.9% 17.7% 75.4% 1.24 +0.60% -4.50% +0.51%
+4.00% -3.50% 1727 75 4 - 4.5 +0.59% +0.70% 56.6% 31.6% 23% 45.4% 1.2 +0.59% -3.50% +0.51%
+4.50% -3.00% 1727 75 4 - 4.5 +0.59% +0.45% 53.9% 25.4% 28.7% 45.9% 1.34 +0.59% -3.00% +0.51%
+5.50% -3.50% 1727 75 4 - 4.5 +0.59% +0.45% 54.4% 17.7% 24.1% 58.2% 1.29 +0.59% -3.50% +0.51%
+6.00% -4.50% 1727 75 4 - 4.5 +0.59% +0.53% 55.7% 15.3% 17.2% 67.5% 1.2 +0.59% -4.50% +0.51%
+7.00% -4.00% 1727 75 4 - 4.5 +0.59% +0.45% 54.6% 10.6% 21% 68.4% 1.26 +0.59% -4.00% +0.51%
+7.00% -4.50% 1727 75 4 - 4.5 +0.59% +0.47% 55.1% 10.7% 17.5% 71.9% 1.22 +0.59% -4.50% +0.51%
+7.50% -4.00% 1727 75 4 - 4.5 +0.59% +0.43% 54.5% 8.9% 21.1% 70% 1.26 +0.59% -4.00% +0.51%
+9.00% -5.00% 1727 75 4 - 4.5 +0.59% +0.45% 55% 6.3% 15.3% 78.3% 1.22 +0.59% -5.00% +0.51%
+4.50% -3.50% 1727 75 4 - 4.5 +0.58% +0.56% 55.4% 25.8% 23.7% 50.6% 1.24 +0.58% -3.50% +0.51%
+6.50% -5.00% 1727 75 4 - 4.5 +0.58% +0.51% 55.7% 13.3% 14.9% 71.9% 1.18 +0.58% -5.00% +0.51%
+7.50% -4.50% 1727 75 4 - 4.5 +0.58% +0.46% 55% 9% 17.5% 73.5% 1.22 +0.58% -4.50% +0.51%
+8.50% -5.00% 1727 75 4 - 4.5 +0.58% +0.45% 55.1% 6.9% 15.3% 77.8% 1.21 +0.58% -5.00% +0.51%
+4.00% -4.00% 1727 75 4 - 4.5 +0.57% +0.76% 57.5% 32% 19.5% 48.5% 1.13 +0.57% -4.00% +0.51%
+5.00% -3.00% 1727 75 4 - 4.5 +0.57% +0.39% 53.2% 20.2% 29% 50.8% 1.36 +0.57% -3.00% +0.51%
+5.00% -3.50% 1727 75 4 - 4.5 +0.57% +0.47% 54.7% 20.5% 24% 55.5% 1.26 +0.57% -3.50% +0.51%
+5.50% -4.00% 1727 75 4 - 4.5 +0.57% +0.51% 55.4% 18% 20.6% 61.5% 1.21 +0.57% -4.00% +0.51%
+6.00% -5.00% 1727 75 4 - 4.5 +0.57% +0.54% 56% 15.4% 14.8% 69.8% 1.16 +0.57% -5.00% +0.51%
+8.00% -5.00% 1727 75 4 - 4.5 +0.57% +0.46% 55.2% 7.6% 15.2% 77.1% 1.19 +0.57% -5.00% +0.51%
+4.00% -4.50% 1727 75 4 - 4.5 +0.56% +0.83% 58% 32.1% 16.2% 51.7% 1.1 +0.56% -4.50% +0.51%
+4.50% -4.00% 1727 75 4 - 4.5 +0.56% +0.61% 56.3% 26.1% 20.2% 53.8% 1.16 +0.56% -4.00% +0.51%
+5.50% -4.50% 1727 75 4 - 4.5 +0.56% +0.54% 55.9% 18% 17.1% 64.9% 1.17 +0.56% -4.50% +0.51%
+7.00% -5.00% 1727 75 4 - 4.5 +0.56% +0.48% 55.4% 10.7% 15.2% 74.2% 1.18 +0.56% -5.00% +0.51%
+7.50% -5.00% 1727 75 4 - 4.5 +0.56% +0.46% 55.2% 9% 15.2% 75.8% 1.18 +0.56% -5.00% +0.51%
+4.00% -5.00% 1727 75 4 - 4.5 +0.55% +0.86% 58.4% 32.2% 13.8% 54% 1.06 +0.55% -5.00% +0.51%
+4.50% -4.50% 1727 75 4 - 4.5 +0.55% +0.64% 56.9% 26.2% 16.7% 57.1% 1.13 +0.55% -4.50% +0.51%
+5.00% -4.00% 1727 75 4 - 4.5 +0.55% +0.54% 55.7% 20.8% 20.4% 58.8% 1.18 +0.55% -4.00% +0.51%
+4.50% -5.00% 1727 75 4 - 4.5 +0.54% +0.67% 57.2% 26.3% 14.4% 59.4% 1.09 +0.54% -5.00% +0.51%
+5.00% -4.50% 1727 75 4 - 4.5 +0.54% +0.56% 56.2% 20.8% 17% 62.1% 1.15 +0.54% -4.50% +0.51%
+5.50% -5.00% 1727 75 4 - 4.5 +0.54% +0.56% 56.2% 18.1% 14.8% 67.2% 1.14 +0.54% -5.00% +0.51%
+3.50% -3.00% 1727 75 4 - 4.5 +0.53% +0.69% 55.8% 36% 27.5% 36.5% 1.21 +0.53% -3.00% +0.51%
+3.50% -3.50% 1727 75 4 - 4.5 +0.53% +0.84% 57.3% 36.5% 22.5% 40.9% 1.13 +0.53% -3.50% +0.51%
+5.00% -5.00% 1727 75 4 - 4.5 +0.52% +0.58% 56.6% 21% 14.6% 64.4% 1.11 +0.52% -5.00% +0.51%
+3.50% -4.00% 1727 75 4 - 4.5 +0.50% +0.94% 58.3% 36.9% 19.1% 44.1% 1.06 +0.50% -4.00% +0.51%
+3.50% -4.50% 1727 75 4 - 4.5 +0.50% +0.98% 58.8% 37.1% 15.9% 47.1% 1.03 +0.50% -4.50% +0.51%
+3.50% -5.00% 1727 75 4 - 4.5 +0.49% +1.01% 59.1% 37.2% 13.5% 49.2% 1 +0.49% -5.00% +0.51%
+3.00% -3.50% 1727 75 4 - 4.5 +0.48% +1.14% 59% 43% 21.9% 35.1% 1.03 +0.48% -3.50% +0.51%
+3.00% -3.00% 1727 75 4 - 4.5 +0.47% +1.01% 57.4% 42.1% 26.7% 31.2% 1.11 +0.47% -3.00% +0.51%
+3.00% -4.00% 1727 75 4 - 4.5 +0.46% +1.26% 60% 43.4% 18.4% 38.2% 0.96 +0.46% -4.00% +0.51%
+3.00% -4.50% 1727 75 4 - 4.5 +0.46% +1.30% 60.5% 43.6% 15.2% 41.2% 0.94 +0.46% -4.50% +0.51%
+3.00% -5.00% 1727 75 4 - 4.5 +0.45% +1.31% 60.9% 43.8% 12.9% 43.3% 0.91 +0.45% -5.00% +0.51%

Threshold performance

Filter n Avg return Median return 歷史相似情境上漲比例 Avg runup Avg drawdown
all 22992 -0.04% -0.04% 49.3% +2.67% -2.64%
opp > 1 12089 -0.09% -0.07% 48.9% +2.53% -2.54%
opp > 2 6346 -0.12% -0.07% 48.9% +2.37% -2.46%
opp > 3 2627 -0.06% 0.00% 49.9% +2.27% -2.30%
opp > 5 271 +0.10% -0.14% 48.3% +2.43% -2.14%
opp > 7 6 -2.85% -4.24% 33.3% +2.14% -5.37%
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 ≤1 · 連續 1 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 ≤ 1 · 連續 1 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 ≤1 · 連續 1 日 1730 604 -0.33% 54.1% 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%
2026-08-12 US.SNDK Information Technology -1.213 -0.63% +32.92% +35.98% -0.95%
2026-07-29 US.LITE Information Technology -0.546 -0.29% +29.47% +30.38% +7.91%
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.