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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 22690
Trade dates 82
Excluded downtrends 18389
Best stable plateau n/a
Best balanced range 5.7–6.0
Best 0.5 range -3.4–-2.9
Best 0.1 bin 4.8–4.9
Best bucket 4 - 4.5
Best threshold opp > 3
Best Top-N Top 50
Window 2026-06-24 → 2026-10-22

Study results

2026-10-22 · 120D window

22690 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: -3.4–-2.9 (in-sample diagnostics only)

Baseline avg return -0.06%
Baseline win rate 49.1%
Baseline runup +2.62%
Baseline drawdown -2.61%

Median return curve (reliable Opp span, step 0.1)

-3.5–-3.4 · n=23 · median -0.22% -3.4–-3.3 · n=30 · median +0.92% -3.3–-3.2 · n=23 · median +0.43% -3.2–-3.1 · n=35 · median +0.09% -3.1–-3.0 · n=38 · median -0.22% -3.0–-2.9 · n=38 · median +0.77% -2.9–-2.8 · n=47 · median +0.02% -2.8–-2.7 · n=58 · median +0.17% -2.7–-2.6 · n=57 · median -0.1% -2.6–-2.5 · n=57 · median +0.24% -2.5–-2.4 · n=64 · median -0.05% -2.4–-2.3 · n=55 · median +0.07% -2.3–-2.2 · n=72 · median +0.39% -2.2–-2.1 · n=89 · median +0.13% -2.1–-2.0 · n=84 · median +0.19% -2.0–-1.9 · n=106 · median -0.75% -1.9–-1.8 · n=108 · median +0.45% -1.8–-1.7 · n=97 · median +0.3% -1.7–-1.6 · n=117 · median -0.01% -1.6–-1.5 · n=124 · median +0.28% -1.5–-1.4 · n=156 · median +0.37% -1.4–-1.3 · n=149 · median +0.13% -1.3–-1.2 · n=173 · median -0.07% -1.2–-1.1 · n=174 · median +0.21% -1.1–-1.0 · n=200 · median +0.11% -1.0–-0.9 · n=193 · median +0.62% -0.9–-0.8 · n=214 · median +0.35% -0.8–-0.7 · n=241 · median -0.05% -0.7–-0.6 · n=239 · median -0.34% -0.6–-0.5 · n=243 · median -0.32% -0.5–-0.4 · n=286 · median -0.25% -0.4–-0.3 · n=357 · median -0.41% -0.3–-0.2 · n=315 · median -0.06% -0.2–-0.1 · n=356 · median -0.15% -0.1–0.0 · n=400 · median -0.04% 0.0–0.1 · n=415 · median +0.01% 0.1–0.2 · n=453 · median -0.51% 0.2–0.3 · n=473 · median +0.1% 0.3–0.4 · n=564 · median +0.23% 0.4–0.5 · n=530 · median -0.15% 0.5–0.6 · n=559 · median -0.12% 0.6–0.7 · n=640 · median -0.28% 0.7–0.8 · n=590 · median -0.08% 0.8–0.9 · n=621 · median -0.09% 0.9–1.0 · n=622 · median -0.12% 1.0–1.1 · n=634 · median -0.21% 1.1–1.2 · n=647 · median +0.17% 1.2–1.3 · n=586 · median -0.28% 1.3–1.4 · n=594 · median -0.12% 1.4–1.5 · n=579 · median -0.12% 1.5–1.6 · n=540 · median +0.02% 1.6–1.7 · n=550 · median +0.03% 1.7–1.8 · n=509 · median +0.16% 1.8–1.9 · n=519 · median -0.31% 1.9–2.0 · n=443 · median -0.02% 2.0–2.1 · n=456 · median -0.19% 2.1–2.2 · n=425 · median +0.23% 2.2–2.3 · n=414 · median -0.27% 2.3–2.4 · n=403 · median -0.12% 2.4–2.5 · n=358 · median -0.27% 2.5–2.6 · n=376 · median +0.18% 2.6–2.7 · n=333 · median -0.29% 2.7–2.8 · n=357 · median -0.07% 2.8–2.9 · n=314 · median +0.24% 2.9–3.0 · n=288 · median -0.09% 3.0–3.1 · n=284 · median -0.09% 3.1–3.2 · n=210 · median -0.03% 3.2–3.3 · n=221 · median +0.18% 3.3–3.4 · n=184 · median +0.09% 3.4–3.5 · n=181 · median -0.01% 3.5–3.6 · n=158 · median -0.38% 3.6–3.7 · n=121 · median +0.25% 3.7–3.8 · n=145 · median -0.3% 3.8–3.9 · n=125 · median -0.05% 3.9–4.0 · n=124 · median +0.08% 4.0–4.1 · n=102 · median +0.24% 4.1–4.2 · n=80 · median +0.21% 4.2–4.3 · n=90 · median +0.46% 4.3–4.4 · n=76 · median +0.01% 4.4–4.5 · n=59 · median -0.11% 4.5–4.6 · n=57 · median -0.27% 4.6–4.7 · n=62 · median -0.21% 4.7–4.8 · n=40 · median -0.58% 4.8–4.9 · n=45 · median +0.93% 4.9–5.0 · n=42 · median -0.24% 5.0–5.1 · n=36 · median -0.44% 5.1–5.2 · n=35 · median -0.23% 5.2–5.3 · n=22 · median -0.13% 5.3–5.4 · n=34 · median +0.37% 5.4–5.5 · n=24 · median -0.45% 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 (+0.93%, n=45) · Best balanced range: 5.7–6.0 (+0.41%, n=30) · Best 0.5 range: -3.4–-2.9 (+0.33%, n=164)

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 5198 +0.08% 0.00% 49.9% +2.84% -2.76%
0 - 1 5467 -0.17% -0.11% 48.5% +2.67% -2.69%
1 - 2 5601 -0.03% -0.07% 48.8% +2.68% -2.61%
2 - 2.5 2056 -0.19% -0.15% 47.8% +2.42% -2.56%
2.5 - 3 1668 -0.05% -0.03% 49.5% +2.40% -2.37%
3 - 3.5 1080 +0.05% +0.03% 50.4% +2.40% -2.34%
3.5 - 4 673 -0.22% -0.13% 47.8% +2.20% -2.41%
4 - 4.5 407 -0.07% +0.20% 53.6% +1.98% -2.25%
4.5 - 5 246 -0.38% -0.12% 49.2% +2.25% -2.42%
5+ 294 +0.01% -0.23% 46.9% +2.44% -2.30%

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 22690 -0.05% -9.20% 49.1% -2.61% 22252 -0.12% -11.05% 48.5% -3.49% 21815 -0.28% -15.08% 47.1% -4.19% 21137 -0.59% -19.87% 45.4% -5.03% 18875 -1.35% -22.01% 43% -7.15%
< 0 3D 5198 0.00% -5.00% 49.9% -2.76% 5042 0.00% -5.00% 49.9% -3.73% 4847 -0.15% -10.40% 48.6% -4.51% 4560 -0.41% -15.33% 47.5% -5.46% 3439 -1.29% -21.25% 43.7% -8.22%
0 - 1 3D 5467 -0.11% -14.24% 48.5% -2.69% 5383 -0.21% -15.58% 47.5% -3.63% 5319 -0.43% -20.48% 46.3% -4.39% 5189 -0.68% -22.14% 44.8% -5.26% 4777 -0.99% -17.47% 45% -7.50%
1 - 2 3D 5601 -0.07% -10.88% 48.8% -2.61% 5509 -0.12% -11.05% 48.6% -3.47% 5432 -0.25% -14.00% 47.6% -4.11% 5331 -0.43% -15.84% 46.4% -4.93% 4998 -0.86% -15.84% 45.5% -6.97%
2 - 2.5 5D 2056 -0.15% -17.60% 47.8% -2.56% 2025 -0.14% -12.06% 48.2% -3.39% 1986 -0.26% -14.36% 47.1% -4.07% 1944 -0.61% -20.37% 44.8% -4.85% 1798 -1.53% -24.28% 41.9% -6.60%
2.5 - 3 3D 1668 -0.03% -7.52% 49.5% -2.37% 1641 -0.12% -11.05% 48.3% -3.14% 1628 -0.50% -23.00% 43.9% -3.90% 1589 -0.87% -26.92% 42.2% -4.77% 1485 -1.68% -26.17% 40.2% -6.44%
3 - 3.5 3D 1080 +0.03% -2.48% 50.4% -2.34% 1062 -0.05% -7.52% 49.1% -3.00% 1046 -0.16% -10.76% 47.9% -3.65% 1019 -0.74% -23.65% 42.7% -4.37% 966 -2.26% -33.48% 36.1% -6.25%
3.5 - 4 5D 673 -0.13% -15.92% 47.8% -2.41% 663 -0.14% -12.06% 48.1% -3.17% 651 -0.29% -15.44% 46.7% -3.73% 630 -0.85% -26.42% 42.2% -4.25% 593 -2.24% -33.22% 36.8% -5.98%
4 - 4.5 3D 407 +0.20% +11.80% 53.6% -2.25% 399 -0.16% -13.06% 47.6% -3.05% 394 -0.42% -20.12% 46.2% -3.60% 383 -0.72% -23.14% 42.8% -4.31% 357 -3.19% -45.19% 27.5% -6.52%
4.5 - 5 7D 246 -0.12% -15.08% 49.2% -2.42% 244 -0.42% -26.17% 46.3% -3.20% 239 -0.16% -10.76% 48.1% -3.77% 229 -0.46% -16.59% 44.1% -4.08% 220 -2.05% -30.83% 35.5% -5.76%
5+ 10D 294 -0.23% -24.32% 46.9% -2.30% 284 -0.38% -24.15% 43.3% -3.11% 273 -0.27% -14.72% 46.5% -3.53% 263 -0.37% -14.32% 48.3% -4.00% 242 -2.17% -32.34% 36.4% -5.63%

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 16266 -0.05% -9.20% 49.1% -2.68% 15934 -0.11% -10.54% 48.6% -3.61% 15598 -0.27% -14.72% 47.5% -4.33% 15080 -0.52% -18.10% 46.2% -5.20% 13214 -1.02% -17.85% 44.9% -7.49%
opp > 1 3D 12013 -0.06% -10.04% 48.9% -2.51% 11815 -0.13% -11.55% 48.3% -3.33% 11637 -0.28% -15.08% 46.9% -3.97% 11376 -0.59% -19.87% 44.9% -4.74% 10647 -1.54% -24.40% 41.8% -6.64%
opp > 2 3D 6424 -0.05% -9.20% 49.1% -2.42% 6318 -0.13% -11.55% 48% -3.19% 6217 -0.32% -16.52% 46.3% -3.85% 6057 -0.71% -22.89% 43.5% -4.58% 5661 -1.96% -29.70% 38.5% -6.35%
opp > 3 3D 2697 -0.01% -5.84% 49.7% -2.34% 2649 -0.15% -12.56% 47.7% -3.08% 2600 -0.21% -12.56% 47.2% -3.66% 2521 -0.69% -22.39% 43.3% -4.26% 2375 -2.39% -35.11% 34.9% -6.11%
opp > 5 10D 292 -0.22% -23.48% 47.3% -2.30% 282 -0.38% -24.15% 43.6% -3.11% 271 -0.27% -14.72% 46.5% -3.54% 261 -0.37% -14.32% 48.3% -4.01% 240 -2.17% -32.34% 36.3% -5.63%

Top-N performance

Filter n Avg return Median return 歷史相似情境上漲比例 Avg runup Avg drawdown
all 22690 -0.06% -0.05% 49.1% +2.62% -2.61%
Top 3 246 -0.17% -0.31% 46.7% +2.69% -2.83%
Top 5 410 -0.22% -0.16% 47.3% +2.57% -2.80%
Top 10 820 -0.13% -0.04% 48.9% +2.56% -2.66%
Top 20 1640 -0.16% -0.05% 49.3% +2.46% -2.65%
Top 50 4100 -0.01% +0.07% 51% +2.48% -2.53%

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 5154 +2.00% 5% -0.08% +0.68% 55.9% 45.2% 16.6% 0.00%
0 - 1 5280 +2.00% 4% -0.10% +0.87% 56.6% 46.8% 18.7% -0.15%
1 - 2 5471 +2.00% 5% -0.09% +0.42% 53.4% 44.6% 24.4% -0.12%
2 - 2.5 2026 +2.00% 5% -0.06% +0.75% 56.8% 45.7% 13.6% -0.15%
2.5 - 3 1644 +2.00% 5% +0.04% +0.88% 58.2% 44.7% 8.6% -0.04%
3 - 3.5 1060 +2.00% 5% +0.06% +0.84% 58.1% 45.1% 8.5% +0.04%
3.5 - 4 653 +2.00% 5% -0.21% +0.35% 53.9% 40.7% 12.7% -0.11%
4 - 4.5 387 +2.00% 5% +0.11% +0.80% 59.4% 43.2% 8.8% +0.13%
4.5 - 5 225 +2.00% 5% 0.00% +0.50% 58.7% 42.7% 8.4% -0.11%
5+ 267 +2.00% 5% -0.14% +0.32% 53.9% 41.2% 13.9% -0.07%

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.
+8.50% -5.00% 1239 76 4 - 4.5 +0.34% +0.40% 55.5% 3.2% 9.8% 87% 1.08 +0.34% -5.00% +0.46%
+6.00% -5.00% 1239 76 4 - 4.5 +0.33% +0.42% 56% 7.5% 9.7% 82.8% 1.04 +0.33% -5.00% +0.46%
+7.00% -5.00% 1239 76 4 - 4.5 +0.33% +0.41% 55.8% 5.5% 9.7% 84.8% 1.06 +0.33% -5.00% +0.46%
+7.50% -5.00% 1239 76 4 - 4.5 +0.33% +0.40% 55.6% 4.6% 9.8% 85.6% 1.07 +0.33% -5.00% +0.46%
+8.00% -5.00% 1239 76 4 - 4.5 +0.33% +0.40% 55.5% 3.7% 9.8% 86.5% 1.07 +0.33% -5.00% +0.46%
+8.50% -3.50% 1239 76 4 - 4.5 +0.33% +0.30% 53.8% 3.1% 18.9% 78% 1.15 +0.33% -3.50% +0.46%
+8.50% -4.00% 1239 76 4 - 4.5 +0.33% +0.35% 54.6% 3.1% 15% 81.9% 1.11 +0.33% -4.00% +0.46%
+8.50% -4.50% 1239 76 4 - 4.5 +0.33% +0.38% 55.1% 3.1% 11.9% 84.9% 1.08 +0.33% -4.50% +0.46%
+5.50% -5.00% 1239 76 4 - 4.5 +0.32% +0.42% 56.1% 9.4% 9.6% 81% 1.04 +0.32% -5.00% +0.46%
+6.00% -4.00% 1239 76 4 - 4.5 +0.32% +0.39% 55.1% 7.3% 14.9% 77.8% 1.08 +0.32% -4.00% +0.46%
+6.00% -4.50% 1239 76 4 - 4.5 +0.32% +0.41% 55.6% 7.4% 11.9% 80.7% 1.05 +0.32% -4.50% +0.46%
+6.50% -5.00% 1239 76 4 - 4.5 +0.32% +0.41% 55.8% 6.2% 9.7% 84.1% 1.05 +0.32% -5.00% +0.46%
+7.00% -3.00% 1239 76 4 - 4.5 +0.32% +0.26% 53% 5.2% 24.1% 70.6% 1.18 +0.32% -3.00% +0.46%
+7.00% -3.50% 1239 76 4 - 4.5 +0.32% +0.32% 54.1% 5.3% 18.8% 75.9% 1.13 +0.32% -3.50% +0.46%
+7.00% -4.00% 1239 76 4 - 4.5 +0.32% +0.36% 54.9% 5.3% 14.9% 79.7% 1.09 +0.32% -4.00% +0.46%
+7.00% -4.50% 1239 76 4 - 4.5 +0.32% +0.39% 55.4% 5.4% 11.9% 82.7% 1.06 +0.32% -4.50% +0.46%
+7.50% -3.50% 1239 76 4 - 4.5 +0.32% +0.30% 53.9% 4.4% 18.9% 76.7% 1.14 +0.32% -3.50% +0.46%
+7.50% -4.00% 1239 76 4 - 4.5 +0.32% +0.35% 54.7% 4.4% 15% 80.5% 1.09 +0.32% -4.00% +0.46%
+7.50% -4.50% 1239 76 4 - 4.5 +0.32% +0.39% 55.2% 4.5% 11.9% 83.5% 1.07 +0.32% -4.50% +0.46%
+8.00% -3.50% 1239 76 4 - 4.5 +0.32% +0.30% 53.8% 3.6% 18.9% 77.6% 1.14 +0.32% -3.50% +0.46%
+8.00% -4.00% 1239 76 4 - 4.5 +0.32% +0.35% 54.6% 3.6% 15% 81.4% 1.1 +0.32% -4.00% +0.46%
+8.00% -4.50% 1239 76 4 - 4.5 +0.32% +0.38% 55.1% 3.6% 11.9% 84.4% 1.08 +0.32% -4.50% +0.46%
+8.50% -3.00% 1239 76 4 - 4.5 +0.32% +0.22% 52.8% 3% 24.3% 72.7% 1.19 +0.32% -3.00% +0.46%
+9.00% -3.50% 1239 76 4 - 4.5 +0.32% +0.29% 53.8% 2.6% 19% 78.5% 1.14 +0.32% -3.50% +0.46%
+9.00% -5.00% 1239 76 4 - 4.5 +0.32% +0.39% 55.4% 2.7% 9.8% 87.5% 1.07 +0.32% -5.00% +0.46%
+5.00% -5.00% 1239 76 4 - 4.5 +0.31% +0.43% 56.3% 11.8% 9.6% 78.6% 1.02 +0.31% -5.00% +0.46%
+5.50% -4.00% 1239 76 4 - 4.5 +0.31% +0.39% 55.2% 9.3% 14.8% 75.9% 1.06 +0.31% -4.00% +0.46%
+5.50% -4.50% 1239 76 4 - 4.5 +0.31% +0.41% 55.7% 9.4% 11.8% 78.9% 1.05 +0.31% -4.50% +0.46%
+6.00% -3.50% 1239 76 4 - 4.5 +0.31% +0.33% 54.2% 7.3% 18.7% 74% 1.11 +0.31% -3.50% +0.46%
+6.50% -3.00% 1239 76 4 - 4.5 +0.31% +0.26% 53% 6% 24.1% 69.9% 1.17 +0.31% -3.00% +0.46%
+6.50% -3.50% 1239 76 4 - 4.5 +0.31% +0.32% 54.1% 6.1% 18.8% 75.1% 1.12 +0.31% -3.50% +0.46%
+6.50% -4.00% 1239 76 4 - 4.5 +0.31% +0.36% 54.9% 6.1% 14.9% 79% 1.08 +0.31% -4.00% +0.46%
+6.50% -4.50% 1239 76 4 - 4.5 +0.31% +0.39% 55.4% 6.1% 11.9% 82% 1.05 +0.31% -4.50% +0.46%
+7.50% -3.00% 1239 76 4 - 4.5 +0.31% +0.24% 52.9% 4.4% 24.3% 71.3% 1.18 +0.31% -3.00% +0.46%
+8.00% -3.00% 1239 76 4 - 4.5 +0.31% +0.22% 52.8% 3.5% 24.3% 72.2% 1.18 +0.31% -3.00% +0.46%
+9.00% -3.00% 1239 76 4 - 4.5 +0.31% +0.22% 52.7% 2.5% 24.4% 73.1% 1.18 +0.31% -3.00% +0.46%
+9.00% -4.00% 1239 76 4 - 4.5 +0.31% +0.35% 54.6% 2.6% 15.1% 82.3% 1.1 +0.31% -4.00% +0.46%
+9.00% -4.50% 1239 76 4 - 4.5 +0.31% +0.36% 55% 2.6% 12% 85.4% 1.07 +0.31% -4.50% +0.46%
+4.00% -5.00% 1239 76 4 - 4.5 +0.30% +0.47% 56.8% 18.6% 9.5% 71.8% 0.99 +0.30% -5.00% +0.46%
+4.50% -5.00% 1239 76 4 - 4.5 +0.30% +0.45% 56.4% 14.5% 9.6% 75.9% 1.01 +0.30% -5.00% +0.46%
+5.00% -4.00% 1239 76 4 - 4.5 +0.30% +0.40% 55.4% 11.6% 14.7% 73.7% 1.06 +0.30% -4.00% +0.46%
+5.00% -4.50% 1239 76 4 - 4.5 +0.30% +0.41% 55.9% 11.7% 11.7% 76.6% 1.03 +0.30% -4.50% +0.46%
+5.50% -3.50% 1239 76 4 - 4.5 +0.30% +0.33% 54.2% 9.1% 18.7% 72.2% 1.1 +0.30% -3.50% +0.46%
+6.00% -3.00% 1239 76 4 - 4.5 +0.30% +0.26% 53.1% 7% 24.1% 68.8% 1.16 +0.30% -3.00% +0.46%
+4.00% -4.00% 1239 76 4 - 4.5 +0.29% +0.45% 55.9% 18.5% 14.6% 66.9% 1.03 +0.29% -4.00% +0.46%
+4.00% -4.50% 1239 76 4 - 4.5 +0.29% +0.45% 56.4% 18.6% 11.6% 69.8% 1 +0.29% -4.50% +0.46%
+4.50% -4.00% 1239 76 4 - 4.5 +0.29% +0.41% 55.5% 14.4% 14.7% 70.9% 1.04 +0.29% -4.00% +0.46%
+4.50% -4.50% 1239 76 4 - 4.5 +0.29% +0.43% 56% 14.4% 11.7% 73.8% 1.01 +0.29% -4.50% +0.46%
+5.00% -3.50% 1239 76 4 - 4.5 +0.29% +0.34% 54.4% 11.5% 18.6% 69.9% 1.09 +0.29% -3.50% +0.46%
+4.00% -3.50% 1239 76 4 - 4.5 +0.28% +0.40% 55% 18.2% 18.5% 63.3% 1.06 +0.28% -3.50% +0.46%
+4.50% -3.50% 1239 76 4 - 4.5 +0.28% +0.35% 54.6% 14.1% 18.6% 67.2% 1.07 +0.28% -3.50% +0.46%
+5.00% -3.00% 1239 76 4 - 4.5 +0.28% +0.26% 53.3% 11.2% 24.1% 64.7% 1.13 +0.28% -3.00% +0.46%
+5.50% -3.00% 1239 76 4 - 4.5 +0.28% +0.26% 53.1% 8.9% 24.1% 67% 1.14 +0.28% -3.00% +0.46%
+3.50% -4.00% 1239 76 4 - 4.5 +0.27% +0.47% 56.4% 23.2% 14.5% 62.3% 0.99 +0.27% -4.00% +0.46%
+3.50% -5.00% 1239 76 4 - 4.5 +0.27% +0.50% 57.3% 23.4% 9.5% 67.1% 0.96 +0.27% -5.00% +0.46%
+4.00% -3.00% 1239 76 4 - 4.5 +0.27% +0.34% 53.9% 18% 23.9% 58.1% 1.1 +0.27% -3.00% +0.46%
+4.50% -3.00% 1239 76 4 - 4.5 +0.27% +0.29% 53.4% 13.9% 24.1% 62.1% 1.12 +0.27% -3.00% +0.46%
+3.00% -5.00% 1239 76 4 - 4.5 +0.26% +0.61% 58.3% 30.1% 9.4% 60.5% 0.91 +0.26% -5.00% +0.46%
+3.50% -3.50% 1239 76 4 - 4.5 +0.26% +0.43% 55.5% 22.9% 18.4% 58.7% 1.02 +0.26% -3.50% +0.46%
+3.50% -4.50% 1239 76 4 - 4.5 +0.26% +0.47% 56.9% 23.2% 11.6% 65.1% 0.96 +0.26% -4.50% +0.46%
+3.00% -3.50% 1239 76 4 - 4.5 +0.25% +0.50% 56.5% 29.5% 18.2% 52.3% 0.97 +0.25% -3.50% +0.46%
+3.00% -4.00% 1239 76 4 - 4.5 +0.25% +0.57% 57.4% 29.9% 14.4% 55.8% 0.94 +0.25% -4.00% +0.46%
+3.00% -4.50% 1239 76 4 - 4.5 +0.25% +0.59% 57.9% 29.9% 11.5% 58.6% 0.92 +0.25% -4.50% +0.46%
+3.50% -3.00% 1239 76 4 - 4.5 +0.25% +0.39% 54.3% 22.5% 23.9% 53.6% 1.06 +0.25% -3.00% +0.46%
+3.00% -3.00% 1239 76 4 - 4.5 +0.23% +0.45% 55.3% 29.1% 23.6% 47.3% 1.01 +0.23% -3.00% +0.46%

Threshold performance

Filter n Avg return Median return 歷史相似情境上漲比例 Avg runup Avg drawdown
all 22690 -0.06% -0.05% 49.1% +2.62% -2.61%
opp > 1 12013 -0.07% -0.06% 48.9% +2.50% -2.51%
opp > 2 6424 -0.11% -0.05% 49.1% +2.35% -2.42%
opp > 3 2697 -0.08% -0.01% 49.7% +2.28% -2.34%
opp > 5 292 +0.02% -0.22% 47.3% +2.45% -2.30%
opp > 7 14 -0.40% -0.76% 50% +3.79% -4.11%
opp > 10 2 +1.13% +1.13% 50% +2.12% -4.33%

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 52
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 1816 543 -0.23% 51.9% 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%
2026-06-24 US.CRWD Information Technology 2.341 +0.94% -72.40% +2.93% -74.98%
2026-06-25 US.CRWD Information Technology 2.81 +1.16% -71.89% -71.81% -75.19%

Opp score study is observational and uses archived projection rows only. It helps evaluate ranking filters, not predict or recommend trades.