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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.

Buy band (買入帶) = Opp-score entry range from walk-forward research (half-open; not 60D drawdown band). Holding window (持倉窗口) = fixed-day hold study in secondary panels—not Dashboard 持倉.

Rows with outcomes 22810
Trade dates 81
Excluded downtrends 17778
Buy band (stable plateau) n/a
Best balanced range 5.7–6.0
Buy-band step (0.5 Opp) -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 50
Window 2026-06-21 → 2026-10-19

Study results

2026-10-19 · 120D window

22810 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 · Buy-band step (0.5 Opp): -1.9–-1.4 (in-sample diagnostics only)

Baseline avg return -0.05%
Baseline win rate 49.1%
Baseline runup +2.66%
Baseline drawdown -2.63%

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=36 · median -0.37% -3.0–-2.9 · n=36 · median +0.77% -2.9–-2.8 · n=45 · median -0.05% -2.8–-2.7 · n=57 · median +0.13% -2.7–-2.6 · n=53 · median +0.1% -2.6–-2.5 · n=56 · 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=67 · median +0.13% -2.2–-2.1 · n=87 · median +0.24% -2.1–-2.0 · n=84 · median +0.19% -2.0–-1.9 · n=104 · median -0.75% -1.9–-1.8 · n=107 · median +0.43% -1.8–-1.7 · n=94 · median +0.3% -1.7–-1.6 · n=114 · median +0.04% -1.6–-1.5 · n=117 · median +0.35% -1.5–-1.4 · n=151 · median +0.33% -1.4–-1.3 · n=140 · median +0.07% -1.3–-1.2 · n=161 · median -0.43% -1.2–-1.1 · n=176 · median +0.19% -1.1–-1.0 · n=195 · median +0.03% -1.0–-0.9 · n=190 · median +0.58% -0.9–-0.8 · n=206 · median +0.35% -0.8–-0.7 · n=234 · median -0.18% -0.7–-0.6 · n=242 · median -0.27% -0.6–-0.5 · n=244 · median -0.39% -0.5–-0.4 · n=295 · median -0.22% -0.4–-0.3 · n=353 · median -0.38% -0.3–-0.2 · n=324 · median -0.05% -0.2–-0.1 · n=361 · median 0% -0.1–0.0 · n=409 · median -0.04% 0.0–0.1 · n=431 · median +0.18% 0.1–0.2 · n=463 · median -0.37% 0.2–0.3 · n=496 · median +0.1% 0.3–0.4 · n=578 · median +0.26% 0.4–0.5 · n=543 · median -0.13% 0.5–0.6 · n=574 · median -0.13% 0.6–0.7 · n=652 · median -0.26% 0.7–0.8 · n=616 · median -0.02% 0.8–0.9 · n=645 · median -0.01% 0.9–1.0 · n=648 · median -0.09% 1.0–1.1 · n=649 · median -0.12% 1.1–1.2 · n=662 · median +0.19% 1.2–1.3 · n=600 · median -0.29% 1.3–1.4 · n=595 · median -0.16% 1.4–1.5 · n=580 · median -0.1% 1.5–1.6 · n=544 · median +0.04% 1.6–1.7 · n=556 · median +0.07% 1.7–1.8 · n=507 · median +0.12% 1.8–1.9 · n=519 · median -0.34% 1.9–2.0 · n=451 · median -0.12% 2.0–2.1 · n=453 · median -0.23% 2.1–2.2 · n=427 · median +0.17% 2.2–2.3 · n=418 · median -0.33% 2.3–2.4 · n=399 · median -0.13% 2.4–2.5 · n=349 · median -0.31% 2.5–2.6 · n=377 · median +0.12% 2.6–2.7 · n=328 · median -0.3% 2.7–2.8 · n=353 · median -0.04% 2.8–2.9 · n=324 · median +0.24% 2.9–3.0 · n=290 · median -0.09% 3.0–3.1 · n=283 · median -0.1% 3.1–3.2 · n=209 · median -0.04% 3.2–3.3 · n=218 · median +0.19% 3.3–3.4 · n=181 · median +0.05% 3.4–3.5 · n=179 · median -0.07% 3.5–3.6 · n=156 · median -0.3% 3.6–3.7 · n=120 · median +0.24% 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=78 · median +0.31% 4.2–4.3 · n=84 · median +0.35% 4.3–4.4 · n=78 · median +0.04% 4.4–4.5 · n=59 · median -0.11% 4.5–4.6 · n=56 · median -0.25% 4.6–4.7 · n=60 · median -0.21% 4.7–4.8 · n=40 · median -0.58% 4.8–4.9 · n=44 · median +0.87% 4.9–5.0 · n=42 · median -0.24% 5.0–5.1 · n=34 · median -0.26% 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=23 · median -1.1% -3.5-3-2-10123456 -1.1%-0.5%0%+0.6%+1.1%

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 (+0.87%, n=44) · Best balanced range: 5.7–6.0 (+0.44%, n=29) · Buy-band step (0.5 Opp): -1.9–-1.4 (+0.29%, n=583)

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 5126 +0.08% -0.01% 49.7% +2.88% -2.78%
0 - 1 5646 -0.10% -0.05% 49.2% +2.75% -2.69%
1 - 2 5663 -0.04% -0.07% 48.9% +2.69% -2.63%
2 - 2.5 2046 -0.28% -0.17% 47.2% +2.42% -2.69%
2.5 - 3 1672 -0.06% -0.04% 49.3% +2.43% -2.42%
3 - 3.5 1070 +0.01% +0.01% 50% +2.40% -2.36%
3.5 - 4 665 -0.15% -0.11% 48.4% +2.22% -2.34%
4 - 4.5 402 -0.08% +0.19% 53.2% +1.96% -2.23%
4.5 - 5 242 -0.39% -0.12% 49.2% +2.21% -2.42%
5+ 278 +0.03% -0.22% 47.1% +2.38% -2.20%

Holding-window study

Holding window (持倉窗口): buy-and-hold at fixed calendar days in the Opp study—not your Dashboard positions. 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 22810 -0.05% -9.20% 49.1% -2.63% 22371 -0.13% -11.55% 48.4% -3.50% 21918 -0.28% -15.08% 47.1% -4.18% 21243 -0.58% -19.62% 45.4% -5.01% 18907 -1.35% -22.01% 42.9% -7.11%
< 0 3D 5126 -0.01% -5.84% 49.7% -2.78% 4940 -0.11% -10.54% 48.8% -3.78% 4736 -0.28% -15.08% 47.4% -4.54% 4417 -0.57% -19.36% 46.4% -5.46% 3268 -1.46% -23.40% 42.2% -8.12%
0 - 1 3D 5646 -0.05% -9.20% 49.2% -2.69% 5569 -0.17% -13.57% 48% -3.59% 5489 -0.34% -17.24% 47.1% -4.34% 5363 -0.61% -20.37% 45.4% -5.21% 4949 -0.86% -15.84% 45.7% -7.34%
1 - 2 5D 5663 -0.07% -10.88% 48.9% -2.63% 5594 -0.11% -10.54% 48.8% -3.46% 5530 -0.21% -12.56% 48% -4.07% 5433 -0.37% -14.32% 46.8% -4.89% 5082 -0.78% -14.83% 46.1% -6.89%
2 - 2.5 5D 2046 -0.17% -19.28% 47.2% -2.69% 2015 -0.21% -15.58% 47.5% -3.52% 1984 -0.33% -16.88% 46.7% -4.17% 1937 -0.64% -21.13% 44.5% -4.94% 1803 -1.59% -25.03% 41.5% -6.82%
2.5 - 3 3D 1672 -0.04% -8.36% 49.3% -2.42% 1660 -0.11% -10.54% 48.4% -3.22% 1629 -0.51% -23.36% 43.8% -3.92% 1596 -0.93% -28.44% 42% -4.85% 1483 -1.82% -27.93% 39.3% -6.68%
3 - 3.5 3D 1070 +0.01% -4.16% 50% -2.36% 1046 -0.05% -7.52% 49.1% -3.00% 1033 -0.20% -12.20% 47.1% -3.65% 1013 -0.76% -24.15% 42.4% -4.39% 959 -2.27% -33.60% 36.1% -6.36%
3.5 - 4 5D 665 -0.11% -14.24% 48.4% -2.34% 653 -0.07% -8.53% 48.9% -3.15% 638 -0.27% -14.72% 46.9% -3.64% 623 -0.79% -24.91% 42.5% -4.19% 581 -2.24% -33.22% 36.7% -6.01%
4 - 4.5 3D 402 +0.19% +10.96% 53.2% -2.23% 397 -0.15% -12.56% 48.1% -2.97% 387 -0.34% -17.24% 47% -3.40% 381 -0.71% -22.89% 43% -4.20% 349 -3.27% -46.20% 26.1% -6.57%
4.5 - 5 7D 242 -0.12% -15.08% 49.2% -2.42% 231 -0.45% -27.68% 45.5% -3.11% 229 -0.16% -10.76% 48.5% -3.45% 224 -0.35% -13.82% 45.1% -3.71% 213 -2.18% -32.47% 34.7% -5.77%
5+ 10D 278 -0.22% -23.48% 47.1% -2.20% 266 -0.33% -21.63% 44.4% -2.83% 263 -0.19% -11.84% 47.1% -3.25% 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 16435 -0.04% -8.36% 49.2% -2.69% 16103 -0.13% -11.55% 48.5% -3.60% 15755 -0.27% -14.72% 47.5% -4.31% 15213 -0.51% -17.85% 46.2% -5.17% 13299 -0.98% -17.35% 45% -7.36%
opp > 1 3D 12025 -0.07% -10.88% 48.8% -2.54% 11849 -0.13% -11.55% 48.4% -3.34% 11680 -0.28% -15.08% 47% -3.96% 11450 -0.57% -19.36% 45% -4.74% 10677 -1.54% -24.40% 41.8% -6.70%
opp > 2 3D 6375 -0.07% -10.88% 48.8% -2.47% 6268 -0.14% -12.06% 48% -3.24% 6163 -0.33% -16.88% 46.1% -3.85% 6030 -0.71% -22.89% 43.4% -4.60% 5608 -2.02% -30.45% 37.9% -6.52%
opp > 3 3D 2653 -0.02% -6.68% 49.7% -2.32% 2589 -0.12% -11.05% 48% -3.02% 2546 -0.21% -12.56% 47.2% -3.54% 2493 -0.66% -21.63% 43.5% -4.17% 2318 -2.45% -35.87% 34.3% -6.17%
opp > 5 10D 276 -0.20% -21.80% 47.5% -2.19% 264 -0.33% -21.63% 44.7% -2.83% 261 -0.19% -11.84% 47.1% -3.26% 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 22810 -0.05% -0.05% 49.1% +2.66% -2.63%
Top 3 243 -0.06% -0.14% 48.1% +2.78% -2.73%
Top 5 405 -0.17% -0.07% 48.1% +2.60% -2.75%
Top 10 810 -0.06% 0.00% 49.6% +2.62% -2.61%
Top 20 1620 -0.12% -0.02% 49.5% +2.49% -2.61%
Top 50 4050 -0.06% +0.05% 50.7% +2.50% -2.59%

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 5014 +2.00% 5% -0.12% +0.43% 54.1% 43.1% 18.6% -0.04%
0 - 1 5521 +2.00% 4% 0.00% +0.97% 57.1% 46.2% 19.1% -0.09%
1 - 2 5573 +2.00% 5% -0.03% +0.38% 52.8% 43.2% 27.1% -0.09%
2 - 2.5 2024 +2.00% 5% -0.09% +0.74% 56.5% 45.2% 14.4% -0.17%
2.5 - 3 1632 +2.00% 5% +0.02% +0.89% 57.7% 45.2% 9.8% -0.03%
3 - 3.5 1049 +2.00% 5% +0.03% +0.77% 57.5% 44.8% 9.1% +0.01%
3.5 - 4 643 +2.00% 5% -0.21% +0.34% 53.5% 40.3% 13.5% -0.11%
4 - 4.5 378 +2.00% 5% +0.11% +0.72% 58.7% 41.5% 9% +0.09%
4.5 - 5 221 +2.00% 5% -0.02% +0.47% 58.4% 42.5% 8.6% -0.11%
5+ 251 +2.00% 5% -0.12% +0.24% 53.4% 39.8% 12.7% -0.06%

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.
+4.00% -3.00% 1504 75 4 - 4.5 +0.46% +0.43% 54.2% 26.6% 27% 46.4% 1.23 +0.46% -3.00% +0.35%
+9.00% -3.00% 1504 75 4 - 4.5 +0.45% +0.08% 50.8% 5% 29.2% 65.8% 1.37 +0.45% -3.00% +0.35%
+6.00% -3.00% 1504 75 4 - 4.5 +0.44% +0.14% 51.8% 12.4% 28.5% 59.1% 1.33 +0.44% -3.00% +0.35%
+6.50% -3.00% 1504 75 4 - 4.5 +0.44% +0.13% 51.5% 10.6% 28.6% 60.8% 1.33 +0.44% -3.00% +0.35%
+4.00% -3.50% 1504 75 4 - 4.5 +0.43% +0.47% 55.2% 26.8% 22.4% 50.8% 1.15 +0.43% -3.50% +0.35%
+7.00% -3.00% 1504 75 4 - 4.5 +0.43% +0.11% 51.2% 8.9% 28.9% 62.2% 1.34 +0.43% -3.00% +0.35%
+7.50% -3.00% 1504 75 4 - 4.5 +0.43% +0.10% 51.1% 7.4% 29% 63.6% 1.34 +0.43% -3.00% +0.35%
+8.00% -3.00% 1504 75 4 - 4.5 +0.43% +0.10% 51% 6.2% 29% 64.8% 1.35 +0.43% -3.00% +0.35%
+8.50% -3.00% 1504 75 4 - 4.5 +0.43% +0.08% 50.8% 5.5% 29.2% 65.3% 1.36 +0.43% -3.00% +0.35%
+3.00% -3.00% 1504 75 4 - 4.5 +0.42% +0.73% 57.2% 38.4% 25.5% 36.2% 1.08 +0.42% -3.00% +0.35%
+3.50% -3.00% 1504 75 4 - 4.5 +0.42% +0.50% 55.1% 31.6% 26.5% 41.9% 1.16 +0.42% -3.00% +0.35%
+4.50% -3.00% 1504 75 4 - 4.5 +0.42% +0.26% 52.9% 21.1% 27.9% 51% 1.26 +0.42% -3.00% +0.35%
+5.50% -3.00% 1504 75 4 - 4.5 +0.42% +0.16% 52% 14.4% 28.3% 57.2% 1.29 +0.42% -3.00% +0.35%
+9.00% -3.50% 1504 75 4 - 4.5 +0.42% +0.14% 51.8% 5.1% 24.4% 70.5% 1.27 +0.42% -3.50% +0.35%
+4.00% -4.00% 1504 75 4 - 4.5 +0.41% +0.53% 56.1% 27.1% 18.9% 54% 1.08 +0.41% -4.00% +0.35%
+5.00% -3.00% 1504 75 4 - 4.5 +0.41% +0.19% 52.3% 16.8% 28.2% 55% 1.27 +0.41% -3.00% +0.35%
+6.00% -3.50% 1504 75 4 - 4.5 +0.41% +0.22% 52.8% 12.6% 23.7% 63.7% 1.23 +0.41% -3.50% +0.35%
+6.50% -3.50% 1504 75 4 - 4.5 +0.41% +0.19% 52.5% 10.8% 23.9% 65.4% 1.24 +0.41% -3.50% +0.35%
+3.50% -3.50% 1504 75 4 - 4.5 +0.40% +0.56% 56.2% 32% 21.8% 46.2% 1.09 +0.40% -3.50% +0.35%
+4.00% -4.50% 1504 75 4 - 4.5 +0.40% +0.56% 56.6% 27.3% 15.8% 56.9% 1.04 +0.40% -4.50% +0.35%
+7.00% -3.50% 1504 75 4 - 4.5 +0.40% +0.17% 52.2% 9% 24.1% 66.8% 1.24 +0.40% -3.50% +0.35%
+7.50% -3.50% 1504 75 4 - 4.5 +0.40% +0.16% 52.1% 7.5% 24.2% 68.3% 1.25 +0.40% -3.50% +0.35%
+8.00% -3.50% 1504 75 4 - 4.5 +0.40% +0.15% 52% 6.3% 24.2% 69.5% 1.25 +0.40% -3.50% +0.35%
+8.50% -3.50% 1504 75 4 - 4.5 +0.40% +0.14% 51.8% 5.7% 24.4% 69.9% 1.26 +0.40% -3.50% +0.35%
+3.00% -3.50% 1504 75 4 - 4.5 +0.39% +0.84% 58.2% 38.8% 21% 40.2% 1 +0.39% -3.50% +0.35%
+4.00% -5.00% 1504 75 4 - 4.5 +0.39% +0.56% 56.9% 27.4% 13.4% 59.2% 1.02 +0.39% -5.00% +0.35%
+4.50% -3.50% 1504 75 4 - 4.5 +0.39% +0.39% 53.9% 21.3% 23.3% 55.5% 1.16 +0.39% -3.50% +0.35%
+5.50% -3.50% 1504 75 4 - 4.5 +0.39% +0.26% 53% 14.6% 23.7% 61.8% 1.2 +0.39% -3.50% +0.35%
+6.00% -4.00% 1504 75 4 - 4.5 +0.39% +0.30% 53.7% 12.8% 20.2% 67% 1.15 +0.39% -4.00% +0.35%
+9.00% -4.00% 1504 75 4 - 4.5 +0.39% +0.20% 52.7% 5.3% 20.9% 73.9% 1.19 +0.39% -4.00% +0.35%
+3.00% -4.00% 1504 75 4 - 4.5 +0.38% +0.91% 59.2% 39.3% 17.6% 43.1% 0.95 +0.38% -4.00% +0.35%
+3.00% -4.50% 1504 75 4 - 4.5 +0.38% +0.97% 59.8% 39.5% 14.6% 45.9% 0.92 +0.38% -4.50% +0.35%
+3.50% -4.00% 1504 75 4 - 4.5 +0.38% +0.63% 57.1% 32.3% 18.4% 49.3% 1.02 +0.38% -4.00% +0.35%
+5.00% -3.50% 1504 75 4 - 4.5 +0.38% +0.28% 53.3% 17% 23.5% 59.5% 1.17 +0.38% -3.50% +0.35%
+6.50% -4.00% 1504 75 4 - 4.5 +0.38% +0.26% 53.4% 11% 20.3% 68.7% 1.17 +0.38% -4.00% +0.35%
+7.00% -4.00% 1504 75 4 - 4.5 +0.38% +0.25% 53.1% 9.2% 20.6% 70.2% 1.17 +0.38% -4.00% +0.35%
+8.00% -4.00% 1504 75 4 - 4.5 +0.38% +0.21% 52.9% 6.4% 20.7% 72.9% 1.18 +0.38% -4.00% +0.35%
+8.50% -4.00% 1504 75 4 - 4.5 +0.38% +0.20% 52.7% 5.8% 20.9% 73.3% 1.18 +0.38% -4.00% +0.35%
+9.00% -4.50% 1504 75 4 - 4.5 +0.38% +0.25% 53.3% 5.3% 17.4% 77.3% 1.16 +0.38% -4.50% +0.35%
+3.00% -5.00% 1504 75 4 - 4.5 +0.37% +1.01% 60.1% 39.8% 12.3% 47.9% 0.9 +0.37% -5.00% +0.35%
+3.50% -4.50% 1504 75 4 - 4.5 +0.37% +0.65% 57.6% 32.5% 15.4% 52.1% 0.98 +0.37% -4.50% +0.35%
+4.50% -4.00% 1504 75 4 - 4.5 +0.37% +0.43% 54.9% 21.5% 19.7% 58.7% 1.09 +0.37% -4.00% +0.35%
+5.50% -4.00% 1504 75 4 - 4.5 +0.37% +0.35% 54% 14.8% 20.1% 65.1% 1.13 +0.37% -4.00% +0.35%
+6.00% -4.50% 1504 75 4 - 4.5 +0.37% +0.36% 54.3% 12.8% 16.9% 70.3% 1.11 +0.37% -4.50% +0.35%
+6.50% -4.50% 1504 75 4 - 4.5 +0.37% +0.31% 53.9% 11% 17% 72% 1.13 +0.37% -4.50% +0.35%
+7.00% -4.50% 1504 75 4 - 4.5 +0.37% +0.28% 53.7% 9.2% 17.2% 73.5% 1.13 +0.37% -4.50% +0.35%
+7.50% -4.00% 1504 75 4 - 4.5 +0.37% +0.22% 53% 7.6% 20.7% 71.7% 1.17 +0.37% -4.00% +0.35%
+8.00% -4.50% 1504 75 4 - 4.5 +0.37% +0.26% 53.5% 6.5% 17.3% 76.2% 1.14 +0.37% -4.50% +0.35%
+8.50% -4.50% 1504 75 4 - 4.5 +0.37% +0.25% 53.3% 5.9% 17.4% 76.7% 1.15 +0.37% -4.50% +0.35%
+3.50% -5.00% 1504 75 4 - 4.5 +0.36% +0.67% 57.9% 32.7% 13% 54.3% 0.96 +0.36% -5.00% +0.35%
+4.50% -4.50% 1504 75 4 - 4.5 +0.36% +0.45% 55.4% 21.7% 16.5% 61.8% 1.05 +0.36% -4.50% +0.35%
+5.00% -4.00% 1504 75 4 - 4.5 +0.36% +0.39% 54.3% 17.2% 19.9% 62.8% 1.11 +0.36% -4.00% +0.35%
+5.50% -4.50% 1504 75 4 - 4.5 +0.36% +0.39% 54.5% 14.9% 16.8% 68.3% 1.09 +0.36% -4.50% +0.35%
+7.50% -4.50% 1504 75 4 - 4.5 +0.36% +0.26% 53.5% 7.7% 17.3% 75% 1.13 +0.36% -4.50% +0.35%
+9.00% -5.00% 1504 75 4 - 4.5 +0.36% +0.26% 53.5% 5.4% 14.9% 79.7% 1.13 +0.36% -5.00% +0.35%
+6.00% -5.00% 1504 75 4 - 4.5 +0.35% +0.37% 54.5% 12.9% 14.4% 72.7% 1.08 +0.35% -5.00% +0.35%
+6.50% -5.00% 1504 75 4 - 4.5 +0.35% +0.33% 54.1% 11.1% 14.5% 74.4% 1.1 +0.35% -5.00% +0.35%
+8.50% -5.00% 1504 75 4 - 4.5 +0.35% +0.26% 53.5% 5.9% 14.9% 79.2% 1.12 +0.35% -5.00% +0.35%
+4.50% -5.00% 1504 75 4 - 4.5 +0.34% +0.46% 55.7% 21.8% 14% 64.2% 1.03 +0.34% -5.00% +0.35%
+5.00% -4.50% 1504 75 4 - 4.5 +0.34% +0.41% 54.8% 17.3% 16.7% 66% 1.07 +0.34% -4.50% +0.35%
+5.50% -5.00% 1504 75 4 - 4.5 +0.34% +0.40% 54.7% 15% 14.4% 70.7% 1.06 +0.34% -5.00% +0.35%
+7.00% -5.00% 1504 75 4 - 4.5 +0.34% +0.29% 53.8% 9.2% 14.8% 76% 1.1 +0.34% -5.00% +0.35%
+8.00% -5.00% 1504 75 4 - 4.5 +0.34% +0.26% 53.6% 6.5% 14.8% 78.7% 1.11 +0.34% -5.00% +0.35%
+5.00% -5.00% 1504 75 4 - 4.5 +0.33% +0.42% 55.1% 17.4% 14.2% 68.4% 1.04 +0.33% -5.00% +0.35%
+7.50% -5.00% 1504 75 4 - 4.5 +0.33% +0.27% 53.7% 7.7% 14.8% 77.5% 1.1 +0.33% -5.00% +0.35%

Threshold performance

Filter n Avg return Median return 歷史相似情境上漲比例 Avg runup Avg drawdown
all 22810 -0.05% -0.05% 49.1% +2.66% -2.63%
opp > 1 12025 -0.09% -0.07% 48.8% +2.51% -2.54%
opp > 2 6375 -0.14% -0.07% 48.8% +2.36% -2.47%
opp > 3 2653 -0.07% -0.02% 49.7% +2.27% -2.32%
opp > 5 276 +0.05% -0.20% 47.5% +2.39% -2.19%
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 23
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 616 -0.33% 54.2% 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.