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
2026-10-23 · 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: 4.8–5.1 · 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 -4–6 · step 0.1 · min sample 20 · Best 0.1 bin: -3.4–-3.3 (+0.9%, n=35) · Best balanced range: 4.8–5.1 (+0.23%, n=121) · Best 0.5 range: -1.9–-1.4 (+0.28%, n=602)
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% | +2.83% | -2.76% |
| 0 - 1 | 5325 | -0.21% | -0.14% | 48% | +2.64% | -2.73% |
| 1 - 2 | 5541 | -0.05% | -0.11% | 48.4% | +2.66% | -2.61% |
| 2 - 2.5 | 2042 | -0.17% | -0.13% | 47.8% | +2.40% | -2.54% |
| 2.5 - 3 | 1659 | -0.17% | -0.04% | 49.2% | +2.30% | -2.42% |
| 3 - 3.5 | 1079 | +0.16% | +0.06% | 51.1% | +2.44% | -2.24% |
| 3.5 - 4 | 693 | -0.22% | -0.11% | 48.3% | +2.21% | -2.43% |
| 4 - 4.5 | 431 | -0.14% | +0.10% | 52% | +1.96% | -2.30% |
| 4.5 - 5 | 249 | -0.36% | -0.14% | 49% | +2.26% | -2.41% |
| 5+ | 300 | -0.04% | -0.26% | 46.7% | +2.50% | -2.34% |
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 | 22517 | -0.07% | -10.88% | 48.8% | -2.62% | 22074 | -0.12% | -11.05% | 48.5% | -3.49% | 21628 | -0.30% | -15.80% | 47% | -4.20% | 20961 | -0.59% | -19.87% | 45.4% | -5.04% | 18727 | -1.36% | -22.14% | 42.9% | -7.18% |
| < 0 | 5D | 5198 | 0.00% | -5.00% | 49.9% | -2.76% | 5066 | +0.03% | -3.49% | 50.3% | -3.72% | 4885 | -0.06% | -7.16% | 49.3% | -4.46% | 4594 | -0.29% | -12.31% | 48.3% | -5.42% | 3510 | -1.15% | -19.49% | 44.4% | -8.24% |
| 0 - 1 | 5D | 5325 | -0.14% | -16.76% | 48% | -2.73% | 5240 | -0.22% | -16.09% | 47.4% | -3.65% | 5166 | -0.48% | -22.28% | 45.9% | -4.44% | 5053 | -0.73% | -23.40% | 44.5% | -5.33% | 4626 | -1.10% | -18.86% | 44.7% | -7.58% |
| 1 - 2 | 5D | 5541 | -0.11% | -14.24% | 48.4% | -2.61% | 5438 | -0.14% | -12.06% | 48.2% | -3.48% | 5356 | -0.35% | -17.60% | 46.7% | -4.13% | 5248 | -0.49% | -17.35% | 45.9% | -4.95% | 4923 | -0.99% | -17.47% | 45% | -7.01% |
| 2 - 2.5 | 5D | 2042 | -0.13% | -15.92% | 47.8% | -2.54% | 2013 | -0.09% | -9.54% | 48.7% | -3.37% | 1977 | -0.21% | -12.56% | 48% | -4.04% | 1931 | -0.61% | -20.37% | 44.9% | -4.85% | 1787 | -1.44% | -23.14% | 42.5% | -6.62% |
| 2.5 - 3 | 3D | 1659 | -0.04% | -8.36% | 49.2% | -2.42% | 1623 | -0.19% | -14.58% | 47.5% | -3.20% | 1603 | -0.56% | -25.16% | 43.4% | -3.94% | 1578 | -0.93% | -28.44% | 42% | -4.83% | 1474 | -1.82% | -27.93% | 39.7% | -6.50% |
| 3 - 3.5 | 3D | 1079 | +0.06% | +0.04% | 51.1% | -2.24% | 1062 | +0.03% | -3.49% | 50.2% | -2.91% | 1044 | -0.13% | -9.68% | 48.4% | -3.53% | 1015 | -0.66% | -21.63% | 43.3% | -4.25% | 959 | -2.08% | -31.21% | 36.5% | -6.06% |
| 3.5 - 4 | 5D | 693 | -0.11% | -14.24% | 48.3% | -2.43% | 680 | -0.15% | -12.56% | 47.5% | -3.21% | 667 | -0.38% | -18.68% | 46.8% | -3.80% | 649 | -0.94% | -28.69% | 42.1% | -4.35% | 608 | -2.24% | -33.22% | 37.5% | -6.04% |
| 4 - 4.5 | 3D | 431 | +0.10% | +3.40% | 52% | -2.30% | 418 | -0.17% | -13.57% | 48.1% | -3.07% | 411 | -0.43% | -20.48% | 45% | -3.72% | 399 | -0.72% | -23.14% | 42.1% | -4.40% | 372 | -3.20% | -45.32% | 27.4% | -6.51% |
| 4.5 - 5 | 7D | 249 | -0.14% | -16.76% | 49% | -2.41% | 241 | -0.41% | -25.66% | 46.5% | -3.12% | 239 | -0.07% | -7.52% | 49.8% | -3.67% | 227 | -0.43% | -15.84% | 44.1% | -4.10% | 220 | -2.10% | -31.46% | 35.9% | -5.75% |
| 5+ | 10D | 300 | -0.26% | -26.84% | 46.7% | -2.34% | 293 | -0.39% | -24.66% | 42.7% | -3.13% | 280 | -0.31% | -16.16% | 46.1% | -3.59% | 267 | -0.37% | -14.32% | 48.7% | -4.04% | 248 | -2.07% | -31.08% | 37.9% | -5.47% |
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 | 5D | 16064 | -0.08% | -11.72% | 48.7% | -2.70% | 15744 | -0.12% | -11.05% | 48.6% | -3.62% | 15407 | -0.29% | -15.44% | 47.3% | -4.34% | 14895 | -0.52% | -18.10% | 46.2% | -5.22% | 13059 | -1.07% | -18.48% | 44.7% | -7.54% |
| opp > 1 | 5D | 11982 | -0.08% | -11.72% | 48.7% | -2.51% | 11756 | -0.13% | -11.55% | 48.2% | -3.33% | 11565 | -0.32% | -16.52% | 46.6% | -3.98% | 11302 | -0.62% | -20.62% | 44.6% | -4.76% | 10579 | -1.57% | -24.78% | 41.7% | -6.65% |
| opp > 2 | 3D | 6451 | -0.05% | -9.20% | 49% | -2.42% | 6329 | -0.13% | -11.55% | 48.1% | -3.19% | 6220 | -0.30% | -15.80% | 46.5% | -3.85% | 6065 | -0.70% | -22.64% | 43.5% | -4.60% | 5667 | -1.94% | -29.44% | 38.8% | -6.34% |
| opp > 3 | 3D | 2750 | -0.01% | -5.84% | 49.8% | -2.32% | 2692 | -0.12% | -11.05% | 48% | -3.05% | 2639 | -0.21% | -12.56% | 47.3% | -3.65% | 2555 | -0.68% | -22.14% | 43.4% | -4.27% | 2405 | -2.31% | -34.11% | 35.4% | -6.04% |
| opp > 5 | 10D | 298 | -0.24% | -25.16% | 47% | -2.34% | 291 | -0.39% | -24.66% | 43% | -3.13% | 278 | -0.31% | -16.16% | 46% | -3.59% | 265 | -0.37% | -14.32% | 48.7% | -4.05% | 246 | -2.07% | -31.08% | 37.8% | -5.47% |
Top-N performance
| Filter | n | Avg return | Median return | 歷史相似情境上漲比例 | Avg runup | Avg drawdown |
|---|---|---|---|---|---|---|
| all | 22517 | -0.08% | -0.07% | 48.8% | +2.60% | -2.62% |
| Top 3 | 246 | -0.25% | -0.39% | 45.5% | +2.69% | -2.85% |
| Top 5 | 410 | -0.25% | -0.13% | 47.8% | +2.56% | -2.78% |
| Top 10 | 820 | -0.20% | -0.06% | 48.8% | +2.50% | -2.70% |
| Top 20 | 1640 | -0.21% | -0.10% | 48.7% | +2.41% | -2.65% |
| Top 50 | 4100 | -0.04% | +0.06% | 50.8% | +2.43% | -2.50% |
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% | +0.73% | 56.3% | 45.7% | 16.2% | +0.01% |
| 0 - 1 | 5145 | +2.00% | 5% | -0.09% | +1.11% | 57.8% | 48.1% | 15.3% | -0.14% |
| 1 - 2 | 5393 | +2.00% | 5% | -0.07% | +0.64% | 54.8% | 46.2% | 22.5% | -0.12% |
| 2 - 2.5 | 2012 | +2.00% | 5% | -0.05% | +0.79% | 57.1% | 46% | 13.1% | -0.11% |
| 2.5 - 3 | 1635 | +2.00% | 5% | 0.00% | +0.84% | 57.4% | 45.1% | 10.5% | -0.06% |
| 3 - 3.5 | 1054 | +2.00% | 5% | +0.13% | +0.96% | 59.3% | 46.6% | 8% | +0.08% |
| 3.5 - 4 | 669 | +2.00% | 5% | -0.23% | +0.35% | 54% | 40.8% | 12.3% | -0.07% |
| 4 - 4.5 | 411 | +2.00% | 5% | +0.03% | +0.69% | 58.2% | 43.6% | 9.7% | +0.06% |
| 4.5 - 5 | 227 | +2.00% | 5% | +0.12% | +0.73% | 60.4% | 44.1% | 8.4% | -0.14% |
| 5+ | 274 | +2.00% | 5% | -0.11% | +0.35% | 54% | 41.6% | 13.1% | -0.13% |
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.
| +6.00% | -5.00% | 1737 | 76 | 4 - 4.5 | +0.65% | +0.59% | 59% | 10.8% | 10.2% | 79% | 1.17 | +0.65% | -5.00% | +0.59% |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| +6.50% | -3.50% | 1737 | 76 | 4 - 4.5 | +0.65% | +0.53% | 57.3% | 8.9% | 19.5% | 71.6% | 1.26 | +0.65% | -3.50% | +0.59% |
| +6.50% | -5.00% | 1737 | 76 | 4 - 4.5 | +0.65% | +0.58% | 58.7% | 9% | 10.3% | 80.7% | 1.18 | +0.65% | -5.00% | +0.59% |
| +7.00% | -3.50% | 1737 | 76 | 4 - 4.5 | +0.65% | +0.52% | 57.2% | 7% | 19.6% | 73.3% | 1.26 | +0.65% | -3.50% | +0.59% |
| +7.00% | -5.00% | 1737 | 76 | 4 - 4.5 | +0.65% | +0.58% | 58.6% | 7.1% | 10.4% | 82.5% | 1.18 | +0.65% | -5.00% | +0.59% |
| +7.50% | -3.50% | 1737 | 76 | 4 - 4.5 | +0.65% | +0.52% | 57.1% | 5.6% | 19.7% | 74.6% | 1.27 | +0.65% | -3.50% | +0.59% |
| +7.50% | -5.00% | 1737 | 76 | 4 - 4.5 | +0.65% | +0.57% | 58.5% | 5.8% | 10.5% | 83.8% | 1.18 | +0.65% | -5.00% | +0.59% |
| +8.00% | -3.50% | 1737 | 76 | 4 - 4.5 | +0.65% | +0.52% | 57.1% | 4.3% | 19.7% | 76% | 1.26 | +0.65% | -3.50% | +0.59% |
| +8.50% | -3.50% | 1737 | 76 | 4 - 4.5 | +0.65% | +0.50% | 57.1% | 3.5% | 19.8% | 76.7% | 1.27 | +0.65% | -3.50% | +0.59% |
| +6.00% | -3.50% | 1737 | 76 | 4 - 4.5 | +0.64% | +0.55% | 57.6% | 10.6% | 19.3% | 70.1% | 1.25 | +0.64% | -3.50% | +0.59% |
| +6.00% | -4.00% | 1737 | 76 | 4 - 4.5 | +0.64% | +0.57% | 58.3% | 10.7% | 15.4% | 74% | 1.21 | +0.64% | -4.00% | +0.59% |
| +6.00% | -4.50% | 1737 | 76 | 4 - 4.5 | +0.64% | +0.59% | 58.8% | 10.8% | 12.5% | 76.7% | 1.18 | +0.64% | -4.50% | +0.59% |
| +6.50% | -3.00% | 1737 | 76 | 4 - 4.5 | +0.64% | +0.47% | 56.2% | 8.8% | 24.4% | 66.9% | 1.32 | +0.64% | -3.00% | +0.59% |
| +6.50% | -4.00% | 1737 | 76 | 4 - 4.5 | +0.64% | +0.56% | 58% | 8.9% | 15.5% | 75.6% | 1.21 | +0.64% | -4.00% | +0.59% |
| +6.50% | -4.50% | 1737 | 76 | 4 - 4.5 | +0.64% | +0.57% | 58.5% | 8.9% | 12.6% | 78.5% | 1.19 | +0.64% | -4.50% | +0.59% |
| +7.00% | -3.00% | 1737 | 76 | 4 - 4.5 | +0.64% | +0.46% | 56.1% | 6.9% | 24.5% | 68.6% | 1.33 | +0.64% | -3.00% | +0.59% |
| +7.00% | -4.00% | 1737 | 76 | 4 - 4.5 | +0.64% | +0.56% | 57.9% | 7% | 15.7% | 77.3% | 1.21 | +0.64% | -4.00% | +0.59% |
| +7.00% | -4.50% | 1737 | 76 | 4 - 4.5 | +0.64% | +0.57% | 58.4% | 7.1% | 12.7% | 80.2% | 1.19 | +0.64% | -4.50% | +0.59% |
| +7.50% | -3.00% | 1737 | 76 | 4 - 4.5 | +0.64% | +0.45% | 56% | 5.5% | 24.6% | 69.9% | 1.33 | +0.64% | -3.00% | +0.59% |
| +7.50% | -4.00% | 1737 | 76 | 4 - 4.5 | +0.64% | +0.55% | 57.8% | 5.6% | 15.8% | 78.6% | 1.22 | +0.64% | -4.00% | +0.59% |
| +7.50% | -4.50% | 1737 | 76 | 4 - 4.5 | +0.64% | +0.56% | 58.3% | 5.7% | 12.8% | 81.5% | 1.19 | +0.64% | -4.50% | +0.59% |
| +8.00% | -3.00% | 1737 | 76 | 4 - 4.5 | +0.64% | +0.45% | 56% | 4.1% | 24.6% | 71.3% | 1.33 | +0.64% | -3.00% | +0.59% |
| +8.00% | -4.00% | 1737 | 76 | 4 - 4.5 | +0.64% | +0.55% | 57.8% | 4.3% | 15.8% | 80% | 1.22 | +0.64% | -4.00% | +0.59% |
| +8.00% | -4.50% | 1737 | 76 | 4 - 4.5 | +0.64% | +0.56% | 58.3% | 4.3% | 12.8% | 82.9% | 1.19 | +0.64% | -4.50% | +0.59% |
| +8.00% | -5.00% | 1737 | 76 | 4 - 4.5 | +0.64% | +0.57% | 58.5% | 4.3% | 10.5% | 85.2% | 1.18 | +0.64% | -5.00% | +0.59% |
| +8.50% | -3.00% | 1737 | 76 | 4 - 4.5 | +0.64% | +0.45% | 56% | 3.4% | 24.6% | 72% | 1.33 | +0.64% | -3.00% | +0.59% |
| +8.50% | -4.00% | 1737 | 76 | 4 - 4.5 | +0.64% | +0.54% | 57.7% | 3.5% | 15.8% | 80.7% | 1.22 | +0.64% | -4.00% | +0.59% |
| +8.50% | -4.50% | 1737 | 76 | 4 - 4.5 | +0.64% | +0.56% | 58.2% | 3.5% | 12.9% | 83.6% | 1.19 | +0.64% | -4.50% | +0.59% |
| +8.50% | -5.00% | 1737 | 76 | 4 - 4.5 | +0.64% | +0.57% | 58.4% | 3.6% | 10.5% | 85.9% | 1.18 | +0.64% | -5.00% | +0.59% |
| +9.00% | -3.50% | 1737 | 76 | 4 - 4.5 | +0.64% | +0.50% | 57.1% | 2.8% | 19.8% | 77.4% | 1.26 | +0.64% | -3.50% | +0.59% |
| +9.00% | -5.00% | 1737 | 76 | 4 - 4.5 | +0.64% | +0.57% | 58.4% | 2.9% | 10.5% | 86.6% | 1.18 | +0.64% | -5.00% | +0.59% |
| +5.50% | -4.50% | 1737 | 76 | 4 - 4.5 | +0.63% | +0.59% | 58.9% | 13.4% | 12.4% | 74.2% | 1.16 | +0.63% | -4.50% | +0.59% |
| +5.50% | -5.00% | 1737 | 76 | 4 - 4.5 | +0.63% | +0.61% | 59.2% | 13.5% | 10% | 76.5% | 1.16 | +0.63% | -5.00% | +0.59% |
| +6.00% | -3.00% | 1737 | 76 | 4 - 4.5 | +0.63% | +0.47% | 56.4% | 10.4% | 24.2% | 65.4% | 1.31 | +0.63% | -3.00% | +0.59% |
| +9.00% | -3.00% | 1737 | 76 | 4 - 4.5 | +0.63% | +0.45% | 56% | 2.7% | 24.6% | 72.7% | 1.33 | +0.63% | -3.00% | +0.59% |
| +9.00% | -4.00% | 1737 | 76 | 4 - 4.5 | +0.63% | +0.54% | 57.7% | 2.8% | 15.8% | 81.3% | 1.22 | +0.63% | -4.00% | +0.59% |
| +9.00% | -4.50% | 1737 | 76 | 4 - 4.5 | +0.63% | +0.56% | 58.2% | 2.8% | 12.9% | 84.3% | 1.19 | +0.63% | -4.50% | +0.59% |
| +5.50% | -3.50% | 1737 | 76 | 4 - 4.5 | +0.62% | +0.55% | 57.6% | 13.2% | 19.3% | 67.5% | 1.22 | +0.62% | -3.50% | +0.59% |
| +5.50% | -4.00% | 1737 | 76 | 4 - 4.5 | +0.62% | +0.58% | 58.4% | 13.3% | 15.3% | 71.4% | 1.19 | +0.62% | -4.00% | +0.59% |
| +5.00% | -5.00% | 1737 | 76 | 4 - 4.5 | +0.61% | +0.63% | 59.4% | 16.2% | 10% | 73.8% | 1.14 | +0.61% | -5.00% | +0.59% |
| +5.50% | -3.00% | 1737 | 76 | 4 - 4.5 | +0.61% | +0.48% | 56.5% | 13% | 24.2% | 62.9% | 1.28 | +0.61% | -3.00% | +0.59% |
| +5.00% | -4.00% | 1737 | 76 | 4 - 4.5 | +0.60% | +0.59% | 58.6% | 16% | 15.1% | 68.9% | 1.16 | +0.60% | -4.00% | +0.59% |
| +5.00% | -4.50% | 1737 | 76 | 4 - 4.5 | +0.60% | +0.61% | 59.1% | 16.1% | 12.3% | 71.6% | 1.14 | +0.60% | -4.50% | +0.59% |
| +5.00% | -3.50% | 1737 | 76 | 4 - 4.5 | +0.59% | +0.56% | 57.8% | 15.9% | 19.2% | 64.9% | 1.2 | +0.59% | -3.50% | +0.59% |
| +5.00% | -3.00% | 1737 | 76 | 4 - 4.5 | +0.58% | +0.49% | 56.6% | 15.6% | 24.1% | 60.3% | 1.25 | +0.58% | -3.00% | +0.59% |
| +4.00% | -5.00% | 1737 | 76 | 4 - 4.5 | +0.57% | +0.71% | 60% | 24.2% | 9.8% | 66% | 1.07 | +0.57% | -5.00% | +0.59% |
| +4.50% | -5.00% | 1737 | 76 | 4 - 4.5 | +0.57% | +0.64% | 59.5% | 19.1% | 10% | 71% | 1.1 | +0.57% | -5.00% | +0.59% |
| +4.00% | -3.50% | 1737 | 76 | 4 - 4.5 | +0.56% | +0.63% | 58.5% | 23.9% | 18.8% | 57.3% | 1.14 | +0.56% | -3.50% | +0.59% |
| +4.00% | -4.00% | 1737 | 76 | 4 - 4.5 | +0.56% | +0.67% | 59.3% | 24% | 14.9% | 61.1% | 1.11 | +0.56% | -4.00% | +0.59% |
| +4.00% | -4.50% | 1737 | 76 | 4 - 4.5 | +0.56% | +0.70% | 59.8% | 24.1% | 12.1% | 63.8% | 1.08 | +0.56% | -4.50% | +0.59% |
| +4.50% | -3.50% | 1737 | 76 | 4 - 4.5 | +0.56% | +0.57% | 57.9% | 18.7% | 19.1% | 62.2% | 1.17 | +0.56% | -3.50% | +0.59% |
| +4.50% | -4.00% | 1737 | 76 | 4 - 4.5 | +0.56% | +0.61% | 58.7% | 18.8% | 15.1% | 66% | 1.13 | +0.56% | -4.00% | +0.59% |
| +4.50% | -4.50% | 1737 | 76 | 4 - 4.5 | +0.56% | +0.63% | 59.2% | 18.9% | 12.3% | 68.8% | 1.11 | +0.56% | -4.50% | +0.59% |
| +4.50% | -3.00% | 1737 | 76 | 4 - 4.5 | +0.55% | +0.52% | 56.8% | 18.4% | 24% | 57.6% | 1.22 | +0.55% | -3.00% | +0.59% |
| +4.00% | -3.00% | 1737 | 76 | 4 - 4.5 | +0.54% | +0.57% | 57.4% | 23.5% | 23.7% | 52.7% | 1.2 | +0.54% | -3.00% | +0.59% |
| +3.50% | -4.00% | 1737 | 76 | 4 - 4.5 | +0.52% | +0.74% | 59.9% | 29.2% | 14.8% | 56% | 1.05 | +0.52% | -4.00% | +0.59% |
| +3.50% | -5.00% | 1737 | 76 | 4 - 4.5 | +0.52% | +0.77% | 60.6% | 29.5% | 9.7% | 60.7% | 1.02 | +0.52% | -5.00% | +0.59% |
| +3.50% | -3.50% | 1737 | 76 | 4 - 4.5 | +0.51% | +0.70% | 59.1% | 29% | 18.7% | 52.3% | 1.09 | +0.51% | -3.50% | +0.59% |
| +3.50% | -4.50% | 1737 | 76 | 4 - 4.5 | +0.51% | +0.75% | 60.3% | 29.4% | 12% | 58.6% | 1.03 | +0.51% | -4.50% | +0.59% |
| +3.50% | -3.00% | 1737 | 76 | 4 - 4.5 | +0.50% | +0.63% | 57.9% | 28.6% | 23.6% | 47.8% | 1.13 | +0.50% | -3.00% | +0.59% |
| +3.00% | -5.00% | 1737 | 76 | 4 - 4.5 | +0.49% | +0.91% | 61.8% | 37.2% | 9.6% | 53.3% | 0.96 | +0.49% | -5.00% | +0.59% |
| +3.00% | -3.50% | 1737 | 76 | 4 - 4.5 | +0.48% | +0.84% | 60.3% | 36.6% | 18.4% | 45.1% | 1.02 | +0.48% | -3.50% | +0.59% |
| +3.00% | -4.00% | 1737 | 76 | 4 - 4.5 | +0.48% | +0.88% | 61% | 36.8% | 14.5% | 48.6% | 0.99 | +0.48% | -4.00% | +0.59% |
| +3.00% | -4.50% | 1737 | 76 | 4 - 4.5 | +0.48% | +0.90% | 61.5% | 37% | 11.8% | 51.2% | 0.97 | +0.48% | -4.50% | +0.59% |
| +3.00% | -3.00% | 1737 | 76 | 4 - 4.5 | +0.46% | +0.77% | 59.1% | 36.1% | 23.3% | 40.6% | 1.07 | +0.46% | -3.00% | +0.59% |
Threshold performance
| Filter | n | Avg return | Median return | 歷史相似情境上漲比例 | Avg runup | Avg drawdown |
|---|---|---|---|---|---|---|
| all | 22517 | -0.08% | -0.07% | 48.8% | +2.60% | -2.62% |
| opp > 1 | 11982 | -0.09% | -0.08% | 48.7% | +2.48% | -2.51% |
| opp > 2 | 6451 | -0.12% | -0.05% | 49% | +2.33% | -2.42% |
| opp > 3 | 2750 | -0.05% | -0.01% | 49.8% | +2.30% | -2.32% |
| opp > 5 | 298 | -0.02% | -0.24% | 47% | +2.51% | -2.34% |
| opp > 7 | 15 | -0.45% | -1.11% | 46.7% | +4.12% | -4.05% |
| 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.
已選門檻：最少持有 3 交易日 · 峰值跌 ≥ 0.5 · Opp ≤ 2.5 · 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 ≥3 日 · Opp 自峰值跌 ≥0.5 · 現值 ≤2 · 連續 2 日 | 1931 | 524 | 0.11% | 47.9% | 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 | 1931 | 524 | 0.11% | 47.9% | out-of-sample remaining return not weak enough |
| 持有 ≥10 日 · Opp 自峰值跌 ≥0.5 · 現值 ≤1 · 連續 1 日 | 1884 | 503 | 0.01% | 49.5% | 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 | 1884 | 503 | 0.01% | 49.5% | 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 | 1884 | 503 | 0.01% | 49.5% | 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 | 1884 | 503 | 0.01% | 49.5% | 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 | 1926 | 520 | 0.08% | 48.3% | 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 | 1924 | 515 | 0.08% | 49.3% | 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 | 1924 | 515 | 0.08% | 49.3% | 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 | 1920 | 514 | 0.04% | 49.6% | out-of-sample remaining return not weak enough |
| 持有 ≥10 日 · Opp 自峰值跌 ≥1.5 · 現值 ≤2 · 連續 2 日 | 1881 | 463 | 0.21% | 46.2% | out-of-sample remaining return not weak enough |
| 持有 ≥5 日 · Opp 自峰值跌 ≥2 · 現值 ≤2 · 連續 2 日 | 1910 | 511 | -0.12% | 50.5% | out-of-sample remaining return not weak enough |
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% |
| 2026-06-25 | US.CRWD | Information Technology | 2.81 | +1.16% | -71.89% | -71.81% | -75.19% |
| 2026-07-30 | US.MNST | Consumer Staples | 0.22 | -0.19% | -51.78% | -0.26% | -52.67% |
Opp score study is observational and uses archived projection rows only. It helps evaluate ranking filters, not predict or recommend trades.