Solorank.ai
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.
Study results
2026-10-20 · 120D window
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)
Median return curve (reliable Opp span, step 0.1)
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: -3.4–-3.3 (+0.92%, n=28) · Best balanced range: 5.7–6.0 (+0.44%, n=29) · Best 0.5 range: -1.9–-1.4 (+0.3%, n=591)
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 | 5219 | +0.10% | +0.02% | 50.1% | +2.88% | -2.76% |
| 0 - 1 | 5679 | -0.09% | -0.05% | 49.3% | +2.74% | -2.68% |
| 1 - 2 | 5708 | -0.03% | -0.06% | 48.9% | +2.69% | -2.62% |
| 2 - 2.5 | 2065 | -0.28% | -0.17% | 47.3% | +2.42% | -2.69% |
| 2.5 - 3 | 1681 | -0.06% | -0.03% | 49.4% | +2.42% | -2.43% |
| 3 - 3.5 | 1077 | +0.01% | +0.01% | 50% | +2.39% | -2.36% |
| 3.5 - 4 | 671 | -0.16% | -0.11% | 48.3% | +2.21% | -2.36% |
| 4 - 4.5 | 403 | -0.08% | +0.18% | 53.1% | +1.96% | -2.24% |
| 4.5 - 5 | 244 | -0.39% | -0.12% | 49.2% | +2.20% | -2.42% |
| 5+ | 284 | -0.03% | -0.26% | 46.1% | +2.33% | -2.28% |
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 | 23031 | -0.04% | -8.36% | 49.3% | -2.63% | 22594 | -0.12% | -11.05% | 48.5% | -3.50% | 22141 | -0.27% | -14.72% | 47.3% | -4.18% | 21473 | -0.56% | -19.11% | 45.6% | -5.02% | 19163 | -1.30% | -21.38% | 43.1% | -7.11% |
| < 0 | 3D | 5219 | +0.02% | -3.32% | 50.1% | -2.76% | 5023 | -0.08% | -9.03% | 49.2% | -3.75% | 4834 | -0.22% | -12.92% | 48% | -4.51% | 4530 | -0.53% | -18.36% | 46.8% | -5.46% | 3380 | -1.37% | -22.26% | 42.8% | -8.10% |
| 0 - 1 | 3D | 5679 | -0.05% | -9.20% | 49.3% | -2.68% | 5615 | -0.16% | -13.06% | 48.1% | -3.59% | 5536 | -0.32% | -16.52% | 47.2% | -4.34% | 5404 | -0.59% | -19.87% | 45.6% | -5.20% | 4999 | -0.83% | -15.46% | 45.8% | -7.35% |
| 1 - 2 | 3D | 5708 | -0.06% | -10.04% | 48.9% | -2.62% | 5631 | -0.10% | -10.04% | 48.9% | -3.46% | 5557 | -0.21% | -12.56% | 48% | -4.08% | 5467 | -0.36% | -14.07% | 47% | -4.89% | 5125 | -0.77% | -14.70% | 46.1% | -6.90% |
| 2 - 2.5 | 5D | 2065 | -0.17% | -19.28% | 47.3% | -2.69% | 2026 | -0.20% | -15.08% | 47.6% | -3.52% | 2000 | -0.30% | -15.80% | 46.9% | -4.19% | 1952 | -0.63% | -20.88% | 44.5% | -4.95% | 1815 | -1.59% | -25.03% | 41.6% | -6.82% |
| 2.5 - 3 | 3D | 1681 | -0.03% | -7.52% | 49.4% | -2.43% | 1669 | -0.12% | -11.05% | 48.3% | -3.23% | 1645 | -0.50% | -23.00% | 44% | -3.94% | 1611 | -0.95% | -28.94% | 41.8% | -4.91% | 1495 | -1.77% | -27.30% | 39.7% | -6.65% |
| 3 - 3.5 | 3D | 1077 | +0.01% | -4.16% | 50% | -2.36% | 1061 | -0.05% | -7.52% | 49.2% | -3.03% | 1037 | -0.20% | -12.20% | 47.3% | -3.65% | 1019 | -0.76% | -24.15% | 42.5% | -4.44% | 965 | -2.27% | -33.60% | 36.3% | -6.35% |
| 3.5 - 4 | 5D | 671 | -0.11% | -14.24% | 48.3% | -2.36% | 659 | -0.08% | -9.03% | 48.7% | -3.19% | 647 | -0.25% | -14.00% | 47% | -3.72% | 626 | -0.79% | -24.91% | 42.5% | -4.21% | 586 | -2.24% | -33.22% | 36.5% | -6.04% |
| 4 - 4.5 | 3D | 403 | +0.18% | +10.12% | 53.1% | -2.24% | 398 | -0.13% | -11.55% | 48.2% | -2.97% | 390 | -0.38% | -18.68% | 46.7% | -3.44% | 382 | -0.71% | -22.89% | 42.9% | -4.24% | 354 | -3.23% | -45.70% | 26.8% | -6.53% |
| 4.5 - 5 | 7D | 244 | -0.12% | -15.08% | 49.2% | -2.42% | 239 | -0.45% | -27.68% | 45.6% | -3.24% | 230 | -0.16% | -10.76% | 48.3% | -3.55% | 225 | -0.40% | -15.08% | 44.9% | -3.75% | 217 | -2.18% | -32.47% | 35% | -5.75% |
| 5+ | 10D | 284 | -0.26% | -26.84% | 46.1% | -2.28% | 273 | -0.34% | -22.14% | 44% | -2.96% | 265 | -0.20% | -12.20% | 46.8% | -3.36% | 257 | -0.09% | -7.27% | 49% | -3.78% | 227 | -2.35% | -34.61% | 33.9% | -5.57% |
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 | 16606 | -0.02% | -6.68% | 49.4% | -2.68% | 16269 | -0.11% | -10.54% | 48.7% | -3.60% | 15927 | -0.25% | -14.00% | 47.7% | -4.30% | 15401 | -0.48% | -17.10% | 46.5% | -5.16% | 13504 | -0.94% | -16.84% | 45.2% | -7.36% |
| opp > 1 | 3D | 12120 | -0.07% | -10.88% | 48.8% | -2.54% | 11943 | -0.12% | -11.05% | 48.4% | -3.35% | 11758 | -0.27% | -14.72% | 47.1% | -3.97% | 11526 | -0.57% | -19.36% | 45.1% | -4.76% | 10771 | -1.52% | -24.15% | 41.9% | -6.69% |
| opp > 2 | 3D | 6425 | -0.07% | -10.88% | 48.8% | -2.47% | 6325 | -0.14% | -12.06% | 48% | -3.26% | 6214 | -0.33% | -16.88% | 46.2% | -3.88% | 6072 | -0.72% | -23.14% | 43.4% | -4.64% | 5659 | -2.01% | -30.33% | 38.2% | -6.50% |
| opp > 3 | 3D | 2675 | -0.02% | -6.68% | 49.5% | -2.33% | 2626 | -0.13% | -11.55% | 48% | -3.07% | 2565 | -0.21% | -12.56% | 47.2% | -3.59% | 2505 | -0.67% | -21.88% | 43.5% | -4.21% | 2345 | -2.41% | -35.37% | 34.5% | -6.16% |
| opp > 5 | 10D | 282 | -0.24% | -25.16% | 46.5% | -2.28% | 271 | -0.34% | -22.14% | 44.3% | -2.96% | 263 | -0.20% | -12.20% | 46.8% | -3.36% | 255 | -0.09% | -7.27% | 49% | -3.79% | 225 | -2.35% | -34.61% | 33.8% | -5.58% |
Top-N performance
| Filter | n | Avg return | Median return | 歷史相似情境上漲比例 | Avg runup | Avg drawdown |
|---|---|---|---|---|---|---|
| all | 23031 | -0.05% | -0.04% | 49.3% | +2.65% | -2.63% |
| Top 3 | 246 | -0.10% | -0.17% | 47.6% | +2.74% | -2.78% |
| Top 5 | 410 | -0.20% | -0.14% | 47.6% | +2.56% | -2.79% |
| Top 10 | 820 | -0.08% | -0.02% | 49.3% | +2.60% | -2.63% |
| Top 20 | 1640 | -0.13% | -0.05% | 49.3% | +2.48% | -2.64% |
| Top 50 | 4100 | -0.07% | +0.05% | 50.7% | +2.48% | -2.60% |
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 | 5107 | +2.00% | 5% | -0.10% | +0.50% | 54.6% | 43.4% | 18.3% | -0.01% |
| 0 - 1 | 5554 | +2.00% | 4% | 0.00% | +0.98% | 57.2% | 46.3% | 19% | -0.09% |
| 1 - 2 | 5618 | +2.00% | 5% | -0.03% | +0.39% | 52.9% | 43.3% | 26.9% | -0.08% |
| 2 - 2.5 | 2043 | +2.00% | 5% | -0.09% | +0.72% | 56.4% | 45.1% | 14.3% | -0.17% |
| 2.5 - 3 | 1641 | +2.00% | 5% | +0.02% | +0.87% | 57.8% | 45.1% | 9.9% | -0.03% |
| 3 - 3.5 | 1056 | +2.00% | 5% | +0.03% | +0.79% | 57.5% | 44.7% | 9.1% | +0.01% |
| 3.5 - 4 | 649 | +2.00% | 5% | -0.21% | +0.33% | 53.5% | 40.2% | 13.6% | -0.11% |
| 4 - 4.5 | 379 | +2.00% | 5% | +0.09% | +0.70% | 58.6% | 41.4% | 9.2% | +0.07% |
| 4.5 - 5 | 223 | +2.00% | 5% | -0.02% | +0.47% | 58.3% | 42.2% | 8.5% | -0.11% |
| 5+ | 257 | +2.00% | 5% | -0.22% | +0.18% | 52.1% | 38.9% | 14.4% | -0.14% |
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% | 1505 | 76 | 4 - 4.5 | +0.46% | +0.42% | 54.2% | 26.6% | 27% | 46.4% | 1.23 | +0.46% | -3.00% | +0.35% |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| +6.00% | -3.00% | 1505 | 76 | 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% | 1505 | 76 | 4 - 4.5 | +0.44% | +0.12% | 51.4% | 10.6% | 28.6% | 60.7% | 1.33 | +0.44% | -3.00% | +0.35% |
| +9.00% | -3.00% | 1505 | 76 | 4 - 4.5 | +0.44% | +0.07% | 50.8% | 5% | 29.2% | 65.8% | 1.37 | +0.44% | -3.00% | +0.35% |
| +4.00% | -3.50% | 1505 | 76 | 4 - 4.5 | +0.43% | +0.46% | 55.1% | 26.8% | 22.5% | 50.8% | 1.15 | +0.43% | -3.50% | +0.35% |
| +7.00% | -3.00% | 1505 | 76 | 4 - 4.5 | +0.43% | +0.10% | 51.2% | 8.9% | 28.9% | 62.2% | 1.34 | +0.43% | -3.00% | +0.35% |
| +7.50% | -3.00% | 1505 | 76 | 4 - 4.5 | +0.43% | +0.10% | 51% | 7.4% | 29% | 63.6% | 1.34 | +0.43% | -3.00% | +0.35% |
| +8.00% | -3.00% | 1505 | 76 | 4 - 4.5 | +0.43% | +0.09% | 51% | 6.2% | 29% | 64.8% | 1.35 | +0.43% | -3.00% | +0.35% |
| +8.50% | -3.00% | 1505 | 76 | 4 - 4.5 | +0.43% | +0.07% | 50.8% | 5.5% | 29.2% | 65.2% | 1.36 | +0.43% | -3.00% | +0.35% |
| +3.50% | -3.00% | 1505 | 76 | 4 - 4.5 | +0.42% | +0.49% | 55.1% | 31.6% | 26.5% | 41.9% | 1.16 | +0.42% | -3.00% | +0.35% |
| +4.50% | -3.00% | 1505 | 76 | 4 - 4.5 | +0.42% | +0.26% | 52.9% | 21.1% | 28% | 51% | 1.26 | +0.42% | -3.00% | +0.35% |
| +5.50% | -3.00% | 1505 | 76 | 4 - 4.5 | +0.42% | +0.15% | 52% | 14.4% | 28.4% | 57.2% | 1.29 | +0.42% | -3.00% | +0.35% |
| +3.00% | -3.00% | 1505 | 76 | 4 - 4.5 | +0.41% | +0.72% | 57.1% | 38.3% | 25.5% | 36.1% | 1.08 | +0.41% | -3.00% | +0.35% |
| +4.00% | -4.00% | 1505 | 76 | 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% | 1505 | 76 | 4 - 4.5 | +0.41% | +0.18% | 52.2% | 16.8% | 28.2% | 55% | 1.27 | +0.41% | -3.00% | +0.35% |
| +6.00% | -3.50% | 1505 | 76 | 4 - 4.5 | +0.41% | +0.21% | 52.8% | 12.6% | 23.8% | 63.7% | 1.23 | +0.41% | -3.50% | +0.35% |
| +6.50% | -3.50% | 1505 | 76 | 4 - 4.5 | +0.41% | +0.18% | 52.4% | 10.8% | 23.9% | 65.3% | 1.24 | +0.41% | -3.50% | +0.35% |
| +9.00% | -3.50% | 1505 | 76 | 4 - 4.5 | +0.41% | +0.13% | 51.8% | 5.1% | 24.5% | 70.4% | 1.27 | +0.41% | -3.50% | +0.35% |
| +3.50% | -3.50% | 1505 | 76 | 4 - 4.5 | +0.40% | +0.56% | 56.1% | 32% | 21.9% | 46.2% | 1.09 | +0.40% | -3.50% | +0.35% |
| +4.00% | -4.50% | 1505 | 76 | 4 - 4.5 | +0.40% | +0.55% | 56.6% | 27.2% | 15.9% | 56.9% | 1.04 | +0.40% | -4.50% | +0.35% |
| +7.00% | -3.50% | 1505 | 76 | 4 - 4.5 | +0.40% | +0.16% | 52.2% | 9% | 24.2% | 66.8% | 1.24 | +0.40% | -3.50% | +0.35% |
| +7.50% | -3.50% | 1505 | 76 | 4 - 4.5 | +0.40% | +0.15% | 52% | 7.5% | 24.3% | 68.2% | 1.25 | +0.40% | -3.50% | +0.35% |
| +8.00% | -3.50% | 1505 | 76 | 4 - 4.5 | +0.40% | +0.15% | 52% | 6.3% | 24.3% | 69.4% | 1.25 | +0.40% | -3.50% | +0.35% |
| +8.50% | -3.50% | 1505 | 76 | 4 - 4.5 | +0.40% | +0.13% | 51.8% | 5.6% | 24.5% | 69.9% | 1.26 | +0.40% | -3.50% | +0.35% |
| +3.00% | -3.50% | 1505 | 76 | 4 - 4.5 | +0.39% | +0.84% | 58.2% | 38.8% | 21.1% | 40.1% | 1 | +0.39% | -3.50% | +0.35% |
| +4.50% | -3.50% | 1505 | 76 | 4 - 4.5 | +0.39% | +0.38% | 53.9% | 21.3% | 23.3% | 55.4% | 1.16 | +0.39% | -3.50% | +0.35% |
| +5.50% | -3.50% | 1505 | 76 | 4 - 4.5 | +0.39% | +0.25% | 53% | 14.6% | 23.7% | 61.7% | 1.2 | +0.39% | -3.50% | +0.35% |
| +9.00% | -4.00% | 1505 | 76 | 4 - 4.5 | +0.39% | +0.19% | 52.7% | 5.2% | 20.9% | 73.8% | 1.19 | +0.39% | -4.00% | +0.35% |
| +3.00% | -4.00% | 1505 | 76 | 4 - 4.5 | +0.38% | +0.91% | 59.2% | 39.3% | 17.7% | 43.1% | 0.95 | +0.38% | -4.00% | +0.35% |
| +3.50% | -4.00% | 1505 | 76 | 4 - 4.5 | +0.38% | +0.63% | 57.1% | 32.3% | 18.5% | 49.2% | 1.02 | +0.38% | -4.00% | +0.35% |
| +4.00% | -5.00% | 1505 | 76 | 4 - 4.5 | +0.38% | +0.56% | 56.9% | 27.4% | 13.4% | 59.2% | 1.02 | +0.38% | -5.00% | +0.35% |
| +6.00% | -4.00% | 1505 | 76 | 4 - 4.5 | +0.38% | +0.29% | 53.7% | 12.8% | 20.3% | 67% | 1.15 | +0.38% | -4.00% | +0.35% |
| +6.50% | -4.00% | 1505 | 76 | 4 - 4.5 | +0.38% | +0.26% | 53.4% | 11% | 20.4% | 68.6% | 1.17 | +0.38% | -4.00% | +0.35% |
| +7.00% | -4.00% | 1505 | 76 | 4 - 4.5 | +0.38% | +0.24% | 53.1% | 9.2% | 20.7% | 70.2% | 1.17 | +0.38% | -4.00% | +0.35% |
| +8.00% | -4.00% | 1505 | 76 | 4 - 4.5 | +0.38% | +0.21% | 52.9% | 6.4% | 20.7% | 72.8% | 1.18 | +0.38% | -4.00% | +0.35% |
| +8.50% | -4.00% | 1505 | 76 | 4 - 4.5 | +0.38% | +0.19% | 52.7% | 5.8% | 20.9% | 73.3% | 1.18 | +0.38% | -4.00% | +0.35% |
| +9.00% | -4.50% | 1505 | 76 | 4 - 4.5 | +0.38% | +0.24% | 53.2% | 5.3% | 17.5% | 77.2% | 1.16 | +0.38% | -4.50% | +0.35% |
| +3.00% | -4.50% | 1505 | 76 | 4 - 4.5 | +0.37% | +0.96% | 59.7% | 39.5% | 14.7% | 45.8% | 0.92 | +0.37% | -4.50% | +0.35% |
| +3.00% | -5.00% | 1505 | 76 | 4 - 4.5 | +0.37% | +1.01% | 60.1% | 39.7% | 12.4% | 47.9% | 0.9 | +0.37% | -5.00% | +0.35% |
| +3.50% | -4.50% | 1505 | 76 | 4 - 4.5 | +0.37% | +0.64% | 57.6% | 32.5% | 15.5% | 52% | 0.98 | +0.37% | -4.50% | +0.35% |
| +4.50% | -4.00% | 1505 | 76 | 4 - 4.5 | +0.37% | +0.43% | 54.8% | 21.5% | 19.8% | 58.7% | 1.09 | +0.37% | -4.00% | +0.35% |
| +5.00% | -3.50% | 1505 | 76 | 4 - 4.5 | +0.37% | +0.28% | 53.2% | 16.9% | 23.6% | 59.5% | 1.17 | +0.37% | -3.50% | +0.35% |
| +5.50% | -4.00% | 1505 | 76 | 4 - 4.5 | +0.37% | +0.34% | 54% | 14.8% | 20.1% | 65% | 1.13 | +0.37% | -4.00% | +0.35% |
| +6.00% | -4.50% | 1505 | 76 | 4 - 4.5 | +0.37% | +0.35% | 54.2% | 12.8% | 16.9% | 70.2% | 1.11 | +0.37% | -4.50% | +0.35% |
| +6.50% | -4.50% | 1505 | 76 | 4 - 4.5 | +0.37% | +0.30% | 53.9% | 11% | 17% | 72% | 1.13 | +0.37% | -4.50% | +0.35% |
| +7.50% | -4.00% | 1505 | 76 | 4 - 4.5 | +0.37% | +0.21% | 53% | 7.6% | 20.7% | 71.6% | 1.17 | +0.37% | -4.00% | +0.35% |
| +3.50% | -5.00% | 1505 | 76 | 4 - 4.5 | +0.36% | +0.66% | 57.9% | 32.7% | 13.1% | 54.2% | 0.96 | +0.36% | -5.00% | +0.35% |
| +7.00% | -4.50% | 1505 | 76 | 4 - 4.5 | +0.36% | +0.28% | 53.6% | 9.2% | 17.3% | 73.5% | 1.13 | +0.36% | -4.50% | +0.35% |
| +7.50% | -4.50% | 1505 | 76 | 4 - 4.5 | +0.36% | +0.26% | 53.5% | 7.7% | 17.3% | 75% | 1.13 | +0.36% | -4.50% | +0.35% |
| +8.00% | -4.50% | 1505 | 76 | 4 - 4.5 | +0.36% | +0.26% | 53.4% | 6.5% | 17.3% | 76.1% | 1.14 | +0.36% | -4.50% | +0.35% |
| +8.50% | -4.50% | 1505 | 76 | 4 - 4.5 | +0.36% | +0.24% | 53.2% | 5.8% | 17.5% | 76.7% | 1.14 | +0.36% | -4.50% | +0.35% |
| +9.00% | -5.00% | 1505 | 76 | 4 - 4.5 | +0.36% | +0.26% | 53.4% | 5.4% | 15% | 79.7% | 1.12 | +0.36% | -5.00% | +0.35% |
| +4.50% | -4.50% | 1505 | 76 | 4 - 4.5 | +0.35% | +0.45% | 55.3% | 21.7% | 16.5% | 61.8% | 1.05 | +0.35% | -4.50% | +0.35% |
| +5.00% | -4.00% | 1505 | 76 | 4 - 4.5 | +0.35% | +0.38% | 54.2% | 17.2% | 20% | 62.8% | 1.1 | +0.35% | -4.00% | +0.35% |
| +5.50% | -4.50% | 1505 | 76 | 4 - 4.5 | +0.35% | +0.39% | 54.5% | 14.9% | 16.9% | 68.2% | 1.09 | +0.35% | -4.50% | +0.35% |
| +6.00% | -5.00% | 1505 | 76 | 4 - 4.5 | +0.35% | +0.36% | 54.4% | 12.9% | 14.5% | 72.6% | 1.08 | +0.35% | -5.00% | +0.35% |
| +6.50% | -5.00% | 1505 | 76 | 4 - 4.5 | +0.35% | +0.32% | 54.1% | 11.1% | 14.6% | 74.4% | 1.1 | +0.35% | -5.00% | +0.35% |
| +4.50% | -5.00% | 1505 | 76 | 4 - 4.5 | +0.34% | +0.45% | 55.6% | 21.8% | 14.1% | 64.1% | 1.03 | +0.34% | -5.00% | +0.35% |
| +5.00% | -4.50% | 1505 | 76 | 4 - 4.5 | +0.34% | +0.41% | 54.8% | 17.3% | 16.7% | 66% | 1.07 | +0.34% | -4.50% | +0.35% |
| +8.50% | -5.00% | 1505 | 76 | 4 - 4.5 | +0.34% | +0.26% | 53.4% | 5.9% | 15% | 79.1% | 1.11 | +0.34% | -5.00% | +0.35% |
| +5.00% | -5.00% | 1505 | 76 | 4 - 4.5 | +0.33% | +0.42% | 55% | 17.4% | 14.3% | 68.3% | 1.04 | +0.33% | -5.00% | +0.35% |
| +5.50% | -5.00% | 1505 | 76 | 4 - 4.5 | +0.33% | +0.39% | 54.7% | 15% | 14.4% | 70.6% | 1.06 | +0.33% | -5.00% | +0.35% |
| +7.00% | -5.00% | 1505 | 76 | 4 - 4.5 | +0.33% | +0.28% | 53.8% | 9.2% | 14.8% | 75.9% | 1.09 | +0.33% | -5.00% | +0.35% |
| +7.50% | -5.00% | 1505 | 76 | 4 - 4.5 | +0.33% | +0.26% | 53.6% | 7.7% | 14.9% | 77.4% | 1.09 | +0.33% | -5.00% | +0.35% |
| +8.00% | -5.00% | 1505 | 76 | 4 - 4.5 | +0.33% | +0.26% | 53.6% | 6.5% | 14.9% | 78.6% | 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 | 23031 | -0.05% | -0.04% | 49.3% | +2.65% | -2.63% |
| opp > 1 | 12120 | -0.09% | -0.07% | 48.8% | +2.51% | -2.54% |
| opp > 2 | 6425 | -0.14% | -0.07% | 48.8% | +2.35% | -2.47% |
| opp > 3 | 2675 | -0.08% | -0.02% | 49.5% | +2.26% | -2.33% |
| opp > 5 | 282 | -0.01% | -0.24% | 46.5% | +2.34% | -2.28% |
| opp > 7 | 8 | -2.90% | -3.02% | 25% | +1.41% | -5.77% |
| opp > 10 | 1 | -2.27% | -2.27% | 0% | -1.06% | -7.88% |
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.
已選門檻：最少持有 10 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 ≥10 日 · Opp 自峰值跌 ≥0.5 · 現值 ≤1 · 連續 1 日 | 1796 | 560 | -0.14% | 51.4% | out-of-sample remaining return not weak enough |
| 持有 ≥10 日 · Opp 自峰值跌 ≥1 · 現值 ≤1 · 連續 1 日 | 1796 | 560 | -0.14% | 51.4% | out-of-sample remaining return not weak enough |
| 持有 ≥10 日 · Opp 自峰值跌 ≥1.5 · 現值 ≤1 · 連續 1 日 | 1796 | 560 | -0.14% | 51.4% | out-of-sample remaining return not weak enough |
| 持有 ≥10 日 · Opp 自峰值跌 ≥2 · 現值 ≤1 · 連續 1 日 | 1796 | 560 | -0.14% | 51.4% | out-of-sample remaining return not weak enough |
| 持有 ≥3 日 · Opp 自峰值跌 ≥0.5 · 現值 ≤2 · 連續 2 日 | 1838 | 581 | 0% | 49.7% | out-of-sample remaining return not weak enough |
| 持有 ≥3 日 · Opp 自峰值跌 ≥1 · 現值 ≤2 · 連續 2 日 | 1838 | 581 | 0% | 49.7% | out-of-sample remaining return not weak enough |
| 持有 ≥5 日 · Opp 自峰值跌 ≥0.5 · 現值 ≤2 · 連續 2 日 | 1831 | 576 | -0.12% | 50.5% | out-of-sample remaining return not weak enough |
| 持有 ≥5 日 · Opp 自峰值跌 ≥1 · 現值 ≤2 · 連續 2 日 | 1831 | 576 | -0.12% | 50.5% | out-of-sample remaining return not weak enough |
| 持有 ≥5 日 · Opp 自峰值跌 ≥1.5 · 現值 ≤2 · 連續 2 日 | 1827 | 575 | -0.13% | 50.6% | out-of-sample remaining return not weak enough |
| 持有 ≥3 日 · Opp 自峰值跌 ≥1.5 · 現值 ≤2 · 連續 2 日 | 1833 | 578 | -0.01% | 50% | out-of-sample remaining return not weak enough |
| 持有 ≥10 日 · Opp 自峰值跌 ≥0.5 · 現值 ≤2 · 連續 2 日 | 1788 | 542 | -0.26% | 51.7% | 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。
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.