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
2026-10-26 · 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: 4.0–4.3 · 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: 4.0–4.3 (+0.36%, n=290) · Best 0.5 range: -1.9–-1.4 (+0.29%, n=603)
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 | 5151 | +0.10% | +0.02% | 50.2% | +2.83% | -2.76% |
| 0 - 1 | 4975 | -0.19% | -0.13% | 48.4% | +2.67% | -2.73% |
| 1 - 2 | 5341 | -0.09% | -0.13% | 48.1% | +2.62% | -2.61% |
| 2 - 2.5 | 2042 | -0.16% | -0.10% | 48.2% | +2.38% | -2.50% |
| 2.5 - 3 | 1667 | -0.12% | -0.04% | 49.1% | +2.31% | -2.37% |
| 3 - 3.5 | 1084 | +0.14% | +0.06% | 50.9% | +2.42% | -2.25% |
| 3.5 - 4 | 698 | -0.21% | -0.11% | 48.4% | +2.22% | -2.43% |
| 4 - 4.5 | 438 | -0.13% | +0.12% | 52.1% | +1.97% | -2.30% |
| 4.5 - 5 | 252 | -0.43% | -0.14% | 48.8% | +2.24% | -2.50% |
| 5+ | 303 | -0.07% | -0.27% | 46.5% | +2.48% | -2.40% |
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 | 21951 | -0.06% | -10.04% | 49% | -2.61% | 21490 | -0.12% | -11.05% | 48.4% | -3.47% | 21052 | -0.30% | -15.80% | 47% | -4.17% | 20390 | -0.60% | -20.12% | 45.3% | -5.05% | 18172 | -1.44% | -23.14% | 42.6% | -7.21% |
| < 0 | 5D | 5151 | +0.02% | -3.32% | 50.2% | -2.76% | 5052 | +0.07% | -1.47% | 50.9% | -3.69% | 4895 | -0.01% | -5.36% | 49.9% | -4.43% | 4614 | -0.17% | -9.28% | 49.1% | -5.39% | 3538 | -0.97% | -17.22% | 45.4% | -8.20% |
| 0 - 1 | 3D | 4975 | -0.13% | -15.92% | 48.4% | -2.73% | 4874 | -0.26% | -18.10% | 46.9% | -3.65% | 4790 | -0.52% | -23.72% | 45.6% | -4.44% | 4680 | -0.80% | -25.16% | 44.1% | -5.39% | 4260 | -1.31% | -21.51% | 43.8% | -7.71% |
| 1 - 2 | 5D | 5341 | -0.13% | -15.92% | 48.1% | -2.61% | 5231 | -0.20% | -15.08% | 47.6% | -3.48% | 5142 | -0.40% | -19.40% | 46% | -4.13% | 5027 | -0.58% | -19.62% | 45.2% | -4.97% | 4708 | -1.20% | -20.12% | 44% | -7.08% |
| 2 - 2.5 | 5D | 2042 | -0.10% | -13.40% | 48.2% | -2.50% | 1998 | -0.09% | -9.54% | 48.8% | -3.31% | 1966 | -0.20% | -12.20% | 48.2% | -3.96% | 1914 | -0.61% | -20.37% | 44.8% | -4.82% | 1770 | -1.44% | -23.14% | 42.5% | -6.56% |
| 2.5 - 3 | 3D | 1667 | -0.04% | -8.36% | 49.1% | -2.37% | 1629 | -0.18% | -14.07% | 47.6% | -3.14% | 1602 | -0.53% | -24.08% | 43.7% | -3.86% | 1582 | -0.92% | -28.18% | 42% | -4.79% | 1474 | -1.77% | -27.30% | 39.8% | -6.44% |
| 3 - 3.5 | 3D | 1084 | +0.06% | +0.04% | 50.9% | -2.25% | 1065 | +0.05% | -2.48% | 50.6% | -2.91% | 1047 | -0.13% | -9.68% | 48.4% | -3.52% | 1018 | -0.66% | -21.63% | 43.3% | -4.27% | 964 | -2.13% | -31.84% | 36.5% | -6.07% |
| 3.5 - 4 | 5D | 698 | -0.11% | -14.24% | 48.4% | -2.43% | 682 | -0.15% | -12.56% | 47.5% | -3.22% | 671 | -0.39% | -19.04% | 46.6% | -3.82% | 653 | -0.94% | -28.69% | 42.1% | -4.40% | 612 | -2.12% | -31.71% | 37.9% | -6.03% |
| 4 - 4.5 | 3D | 438 | +0.12% | +5.08% | 52.1% | -2.30% | 420 | -0.17% | -13.57% | 48.1% | -3.07% | 412 | -0.43% | -20.48% | 44.9% | -3.73% | 406 | -0.72% | -23.14% | 42.1% | -4.53% | 376 | -3.16% | -44.82% | 27.9% | -6.49% |
| 4.5 - 5 | 7D | 252 | -0.14% | -16.76% | 48.8% | -2.50% | 243 | -0.24% | -17.10% | 46.9% | -3.12% | 241 | +0.01% | -4.64% | 50.2% | -3.66% | 228 | -0.41% | -15.33% | 44.3% | -4.09% | 220 | -2.10% | -31.46% | 35.9% | -5.75% |
| 5+ | 10D | 303 | -0.27% | -27.68% | 46.5% | -2.40% | 296 | -0.39% | -24.66% | 42.6% | -3.17% | 286 | -0.32% | -16.52% | 45.8% | -3.68% | 268 | -0.37% | -14.32% | 48.5% | -4.09% | 250 | -2.07% | -31.08% | 38% | -5.52% |
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 | 15467 | -0.07% | -10.88% | 48.9% | -2.70% | 15157 | -0.13% | -11.55% | 48.5% | -3.60% | 14827 | -0.30% | -15.80% | 47.2% | -4.33% | 14321 | -0.54% | -18.61% | 46.1% | -5.24% | 12506 | -1.18% | -19.87% | 44.3% | -7.61% |
| opp > 1 | 3D | 11814 | -0.08% | -11.72% | 48.7% | -2.49% | 11553 | -0.15% | -12.56% | 48% | -3.30% | 11356 | -0.34% | -17.24% | 46.4% | -3.95% | 11085 | -0.66% | -21.63% | 44.3% | -4.77% | 10363 | -1.64% | -25.66% | 41.2% | -6.66% |
| opp > 2 | 3D | 6482 | -0.04% | -8.36% | 49.1% | -2.40% | 6332 | -0.12% | -11.05% | 48.2% | -3.16% | 6224 | -0.29% | -15.44% | 46.6% | -3.80% | 6068 | -0.70% | -22.64% | 43.5% | -4.60% | 5665 | -1.93% | -29.32% | 38.9% | -6.31% |
| opp > 3 | 3D | 2773 | -0.01% | -5.84% | 49.8% | -2.34% | 2704 | -0.11% | -10.54% | 48.2% | -3.06% | 2655 | -0.21% | -12.56% | 47.3% | -3.66% | 2571 | -0.68% | -22.14% | 43.4% | -4.31% | 2420 | -2.30% | -33.98% | 35.6% | -6.04% |
| opp > 5 | 10D | 300 | -0.24% | -25.16% | 47% | -2.36% | 294 | -0.39% | -24.66% | 42.9% | -3.17% | 284 | -0.32% | -16.52% | 45.8% | -3.69% | 266 | -0.37% | -14.32% | 48.5% | -4.10% | 248 | -2.07% | -31.08% | 37.9% | -5.52% |
Top-N performance
| Filter | n | Avg return | Median return | 歷史相似情境上漲比例 | Avg runup | Avg drawdown |
|---|---|---|---|---|---|---|
| all | 21951 | -0.07% | -0.06% | 49% | +2.59% | -2.61% |
| Top 3 | 243 | -0.29% | -0.39% | 45.7% | +2.60% | -2.90% |
| Top 5 | 405 | -0.15% | -0.14% | 47.7% | +2.66% | -2.66% |
| Top 10 | 810 | -0.19% | -0.08% | 48.4% | +2.46% | -2.63% |
| Top 20 | 1620 | -0.20% | -0.09% | 48.8% | +2.39% | -2.59% |
| Top 50 | 4050 | -0.04% | +0.06% | 50.8% | +2.40% | -2.48% |
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 | 5118 | +2.00% | 5% | -0.06% | +0.76% | 56.5% | 45.8% | 16.5% | +0.02% |
| 0 - 1 | 4799 | +2.00% | 5% | -0.07% | +1.09% | 57.3% | 48.1% | 18.1% | -0.15% |
| 1 - 2 | 5167 | +2.00% | 5% | -0.08% | +0.52% | 54.1% | 44.9% | 22.5% | -0.17% |
| 2 - 2.5 | 2021 | +2.00% | 5% | -0.05% | +0.77% | 57.1% | 45.8% | 12.7% | -0.10% |
| 2.5 - 3 | 1640 | +2.00% | 5% | +0.01% | +0.89% | 58% | 45.5% | 9.1% | -0.05% |
| 3 - 3.5 | 1063 | +2.00% | 5% | +0.11% | +0.92% | 59% | 46.4% | 8.4% | +0.08% |
| 3.5 - 4 | 676 | +2.00% | 5% | -0.22% | +0.36% | 54.3% | 41.3% | 11.8% | -0.09% |
| 4 - 4.5 | 418 | +2.00% | 5% | +0.04% | +0.72% | 58.4% | 44% | 9.8% | +0.07% |
| 4.5 - 5 | 230 | +2.00% | 5% | +0.12% | +0.75% | 60.4% | 44.3% | 8.7% | -0.14% |
| 5+ | 277 | +2.00% | 5% | -0.14% | +0.32% | 53.8% | 41.5% | 13.7% | -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.
| +6.00% | -3.00% | 1895 | 75 | 4 - 4.5 | +0.25% | -0.02% | 49.7% | 10.4% | 30.6% | 59.1% | 1.24 | +0.25% | -3.00% | +0.10% |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| +6.50% | -3.00% | 1895 | 75 | 4 - 4.5 | +0.25% | -0.04% | 49.4% | 8.6% | 30.7% | 60.7% | 1.25 | +0.25% | -3.00% | +0.10% |
| +7.00% | -3.00% | 1895 | 75 | 4 - 4.5 | +0.25% | -0.05% | 49.2% | 6.8% | 30.8% | 62.4% | 1.26 | +0.25% | -3.00% | +0.10% |
| +7.50% | -3.00% | 1895 | 75 | 4 - 4.5 | +0.25% | -0.06% | 49.1% | 5.6% | 30.9% | 63.5% | 1.26 | +0.25% | -3.00% | +0.10% |
| +4.00% | -3.00% | 1895 | 75 | 4 - 4.5 | +0.24% | +0.11% | 51.3% | 23.5% | 29.4% | 47% | 1.16 | +0.24% | -3.00% | +0.10% |
| +5.50% | -3.00% | 1895 | 75 | 4 - 4.5 | +0.24% | -0.02% | 49.8% | 12.7% | 30.4% | 56.8% | 1.22 | +0.24% | -3.00% | +0.10% |
| +8.00% | -3.00% | 1895 | 75 | 4 - 4.5 | +0.24% | -0.06% | 49.1% | 4.5% | 30.9% | 64.6% | 1.26 | +0.24% | -3.00% | +0.10% |
| +5.00% | -3.00% | 1895 | 75 | 4 - 4.5 | +0.23% | +0.01% | 50% | 15.1% | 30.2% | 54.6% | 1.2 | +0.23% | -3.00% | +0.10% |
| +8.50% | -3.00% | 1895 | 75 | 4 - 4.5 | +0.23% | -0.09% | 48.8% | 3.7% | 31.2% | 65.1% | 1.26 | +0.23% | -3.00% | +0.10% |
| +9.00% | -3.00% | 1895 | 75 | 4 - 4.5 | +0.23% | -0.09% | 48.8% | 3.1% | 31.2% | 65.7% | 1.26 | +0.23% | -3.00% | +0.10% |
| +3.00% | -3.00% | 1895 | 75 | 4 - 4.5 | +0.22% | +0.39% | 54% | 35.3% | 28.3% | 36.4% | 1.04 | +0.22% | -3.00% | +0.10% |
| +3.50% | -3.00% | 1895 | 75 | 4 - 4.5 | +0.22% | +0.20% | 52.2% | 28.1% | 29% | 42.8% | 1.1 | +0.22% | -3.00% | +0.10% |
| +4.50% | -3.00% | 1895 | 75 | 4 - 4.5 | +0.21% | +0.01% | 50.3% | 18.5% | 30.1% | 51.5% | 1.17 | +0.21% | -3.00% | +0.10% |
| +6.00% | -3.50% | 1895 | 75 | 4 - 4.5 | +0.21% | +0.03% | 50.4% | 10.4% | 25.1% | 64.4% | 1.16 | +0.21% | -3.50% | +0.10% |
| +6.50% | -3.50% | 1895 | 75 | 4 - 4.5 | +0.21% | +0.01% | 50.1% | 8.7% | 25.2% | 66.1% | 1.17 | +0.21% | -3.50% | +0.10% |
| +7.00% | -3.50% | 1895 | 75 | 4 - 4.5 | +0.21% | 0.00% | 50% | 6.8% | 25.4% | 67.8% | 1.18 | +0.21% | -3.50% | +0.10% |
| +4.00% | -3.50% | 1895 | 75 | 4 - 4.5 | +0.20% | +0.18% | 52% | 23.7% | 24.1% | 52.2% | 1.09 | +0.20% | -3.50% | +0.10% |
| +5.50% | -3.50% | 1895 | 75 | 4 - 4.5 | +0.20% | +0.06% | 50.5% | 12.8% | 25% | 62.2% | 1.14 | +0.20% | -3.50% | +0.10% |
| +7.50% | -3.50% | 1895 | 75 | 4 - 4.5 | +0.20% | 0.00% | 49.9% | 5.6% | 25.5% | 68.9% | 1.18 | +0.20% | -3.50% | +0.10% |
| +8.00% | -3.50% | 1895 | 75 | 4 - 4.5 | +0.20% | 0.00% | 49.8% | 4.5% | 25.5% | 70% | 1.18 | +0.20% | -3.50% | +0.10% |
| +3.00% | -3.50% | 1895 | 75 | 4 - 4.5 | +0.19% | +0.43% | 54.8% | 35.6% | 23.2% | 41.2% | 0.97 | +0.19% | -3.50% | +0.10% |
| +9.00% | -3.50% | 1895 | 75 | 4 - 4.5 | +0.19% | -0.03% | 49.6% | 3.2% | 25.8% | 71.1% | 1.18 | +0.19% | -3.50% | +0.10% |
| +3.50% | -3.50% | 1895 | 75 | 4 - 4.5 | +0.18% | +0.25% | 52.9% | 28.4% | 23.7% | 47.9% | 1.03 | +0.18% | -3.50% | +0.10% |
| +4.00% | -4.00% | 1895 | 75 | 4 - 4.5 | +0.18% | +0.21% | 52.8% | 24% | 20.1% | 56% | 1.03 | +0.18% | -4.00% | +0.10% |
| +5.00% | -3.50% | 1895 | 75 | 4 - 4.5 | +0.18% | +0.06% | 50.7% | 15.2% | 24.9% | 59.9% | 1.12 | +0.18% | -3.50% | +0.10% |
| +6.00% | -4.00% | 1895 | 75 | 4 - 4.5 | +0.18% | +0.09% | 51.1% | 10.6% | 21.1% | 68.3% | 1.1 | +0.18% | -4.00% | +0.10% |
| +6.50% | -4.00% | 1895 | 75 | 4 - 4.5 | +0.18% | +0.06% | 50.8% | 8.8% | 21.2% | 70% | 1.11 | +0.18% | -4.00% | +0.10% |
| +7.00% | -4.00% | 1895 | 75 | 4 - 4.5 | +0.18% | +0.06% | 50.7% | 6.9% | 21.4% | 71.7% | 1.11 | +0.18% | -4.00% | +0.10% |
| +8.50% | -3.50% | 1895 | 75 | 4 - 4.5 | +0.18% | -0.03% | 49.6% | 3.8% | 25.8% | 70.4% | 1.18 | +0.18% | -3.50% | +0.10% |
| +3.00% | -4.00% | 1895 | 75 | 4 - 4.5 | +0.17% | +0.50% | 55.6% | 36% | 19.2% | 44.8% | 0.92 | +0.17% | -4.00% | +0.10% |
| +4.50% | -3.50% | 1895 | 75 | 4 - 4.5 | +0.17% | +0.09% | 51% | 18.6% | 24.7% | 56.7% | 1.1 | +0.17% | -3.50% | +0.10% |
| +5.50% | -4.00% | 1895 | 75 | 4 - 4.5 | +0.17% | +0.10% | 51.2% | 12.9% | 20.9% | 66.1% | 1.08 | +0.17% | -4.00% | +0.10% |
| +7.50% | -4.00% | 1895 | 75 | 4 - 4.5 | +0.17% | +0.06% | 50.6% | 5.8% | 21.5% | 72.8% | 1.12 | +0.17% | -4.00% | +0.10% |
| +8.00% | -4.00% | 1895 | 75 | 4 - 4.5 | +0.17% | +0.05% | 50.5% | 4.6% | 21.5% | 73.9% | 1.12 | +0.17% | -4.00% | +0.10% |
| +3.00% | -4.50% | 1895 | 75 | 4 - 4.5 | +0.16% | +0.54% | 56.1% | 36.2% | 15.9% | 47.9% | 0.89 | +0.16% | -4.50% | +0.10% |
| +3.00% | -5.00% | 1895 | 75 | 4 - 4.5 | +0.16% | +0.58% | 56.5% | 36.5% | 12.9% | 50.7% | 0.88 | +0.16% | -5.00% | +0.10% |
| +3.50% | -4.00% | 1895 | 75 | 4 - 4.5 | +0.16% | +0.29% | 53.7% | 28.7% | 19.8% | 51.6% | 0.98 | +0.16% | -4.00% | +0.10% |
| +4.00% | -4.50% | 1895 | 75 | 4 - 4.5 | +0.16% | +0.25% | 53.2% | 24.1% | 16.6% | 59.3% | 1 | +0.16% | -4.50% | +0.10% |
| +4.00% | -5.00% | 1895 | 75 | 4 - 4.5 | +0.16% | +0.26% | 53.6% | 24.2% | 13.5% | 62.3% | 0.98 | +0.16% | -5.00% | +0.10% |
| +5.00% | -4.00% | 1895 | 75 | 4 - 4.5 | +0.16% | +0.11% | 51.5% | 15.4% | 20.8% | 63.9% | 1.06 | +0.16% | -4.00% | +0.10% |
| +6.00% | -4.50% | 1895 | 75 | 4 - 4.5 | +0.16% | +0.12% | 51.6% | 10.6% | 17.6% | 71.8% | 1.06 | +0.16% | -4.50% | +0.10% |
| +6.50% | -4.50% | 1895 | 75 | 4 - 4.5 | +0.16% | +0.10% | 51.3% | 8.8% | 17.6% | 73.6% | 1.07 | +0.16% | -4.50% | +0.10% |
| +7.00% | -4.50% | 1895 | 75 | 4 - 4.5 | +0.16% | +0.09% | 51.1% | 6.9% | 17.8% | 75.3% | 1.07 | +0.16% | -4.50% | +0.10% |
| +9.00% | -4.00% | 1895 | 75 | 4 - 4.5 | +0.16% | +0.01% | 50.2% | 3.3% | 21.7% | 75% | 1.11 | +0.16% | -4.00% | +0.10% |
| +4.50% | -4.00% | 1895 | 75 | 4 - 4.5 | +0.15% | +0.14% | 51.8% | 18.8% | 20.6% | 60.6% | 1.04 | +0.15% | -4.00% | +0.10% |
| +5.50% | -4.50% | 1895 | 75 | 4 - 4.5 | +0.15% | +0.13% | 51.7% | 13% | 17.5% | 69.6% | 1.05 | +0.15% | -4.50% | +0.10% |
| +5.50% | -5.00% | 1895 | 75 | 4 - 4.5 | +0.15% | +0.15% | 52% | 13.1% | 14.3% | 72.6% | 1.03 | +0.15% | -5.00% | +0.10% |
| +6.00% | -5.00% | 1895 | 75 | 4 - 4.5 | +0.15% | +0.13% | 51.8% | 10.7% | 14.5% | 74.9% | 1.04 | +0.15% | -5.00% | +0.10% |
| +6.50% | -5.00% | 1895 | 75 | 4 - 4.5 | +0.15% | +0.12% | 51.6% | 8.8% | 14.5% | 76.7% | 1.06 | +0.15% | -5.00% | +0.10% |
| +7.50% | -4.50% | 1895 | 75 | 4 - 4.5 | +0.15% | +0.09% | 51% | 5.8% | 17.9% | 76.4% | 1.08 | +0.15% | -4.50% | +0.10% |
| +8.00% | -4.50% | 1895 | 75 | 4 - 4.5 | +0.15% | +0.07% | 51% | 4.6% | 17.9% | 77.5% | 1.08 | +0.15% | -4.50% | +0.10% |
| +8.50% | -4.00% | 1895 | 75 | 4 - 4.5 | +0.15% | +0.01% | 50.2% | 3.9% | 21.7% | 74.4% | 1.11 | +0.15% | -4.00% | +0.10% |
| +3.50% | -4.50% | 1895 | 75 | 4 - 4.5 | +0.14% | +0.34% | 54.2% | 28.9% | 16.4% | 54.7% | 0.95 | +0.14% | -4.50% | +0.10% |
| +3.50% | -5.00% | 1895 | 75 | 4 - 4.5 | +0.14% | +0.36% | 54.5% | 29% | 13.4% | 57.6% | 0.93 | +0.14% | -5.00% | +0.10% |
| +5.00% | -4.50% | 1895 | 75 | 4 - 4.5 | +0.14% | +0.14% | 51.9% | 15.5% | 17.3% | 67.2% | 1.03 | +0.14% | -4.50% | +0.10% |
| +5.00% | -5.00% | 1895 | 75 | 4 - 4.5 | +0.14% | +0.17% | 52.2% | 15.6% | 14.2% | 70.2% | 1.02 | +0.14% | -5.00% | +0.10% |
| +7.00% | -5.00% | 1895 | 75 | 4 - 4.5 | +0.14% | +0.10% | 51.3% | 6.9% | 14.7% | 78.4% | 1.06 | +0.14% | -5.00% | +0.10% |
| +7.50% | -5.00% | 1895 | 75 | 4 - 4.5 | +0.14% | +0.10% | 51.2% | 5.8% | 14.8% | 79.5% | 1.05 | +0.14% | -5.00% | +0.10% |
| +8.00% | -5.00% | 1895 | 75 | 4 - 4.5 | +0.14% | +0.09% | 51.2% | 4.6% | 14.8% | 80.6% | 1.06 | +0.14% | -5.00% | +0.10% |
| +9.00% | -4.50% | 1895 | 75 | 4 - 4.5 | +0.14% | +0.06% | 50.7% | 3.3% | 18.1% | 78.6% | 1.08 | +0.14% | -4.50% | +0.10% |
| +4.50% | -4.50% | 1895 | 75 | 4 - 4.5 | +0.13% | +0.18% | 52.3% | 18.9% | 17.2% | 64% | 1.01 | +0.13% | -4.50% | +0.10% |
| +4.50% | -5.00% | 1895 | 75 | 4 - 4.5 | +0.13% | +0.20% | 52.6% | 19% | 14% | 67% | 1 | +0.13% | -5.00% | +0.10% |
| +8.50% | -4.50% | 1895 | 75 | 4 - 4.5 | +0.13% | +0.06% | 50.7% | 3.9% | 18.1% | 78% | 1.07 | +0.13% | -4.50% | +0.10% |
| +8.50% | -5.00% | 1895 | 75 | 4 - 4.5 | +0.13% | +0.07% | 51% | 4% | 14.9% | 81.2% | 1.06 | +0.13% | -5.00% | +0.10% |
| +9.00% | -5.00% | 1895 | 75 | 4 - 4.5 | +0.13% | +0.07% | 51% | 3.3% | 14.9% | 81.8% | 1.06 | +0.13% | -5.00% | +0.10% |
Threshold performance
| Filter | n | Avg return | Median return | 歷史相似情境上漲比例 | Avg runup | Avg drawdown |
|---|---|---|---|---|---|---|
| all | 21951 | -0.07% | -0.06% | 49% | +2.59% | -2.61% |
| opp > 1 | 11814 | -0.10% | -0.08% | 48.7% | +2.46% | -2.49% |
| opp > 2 | 6482 | -0.11% | -0.04% | 49.1% | +2.32% | -2.40% |
| opp > 3 | 2773 | -0.07% | -0.01% | 49.8% | +2.29% | -2.34% |
| opp > 5 | 300 | -0.05% | -0.24% | 47% | +2.50% | -2.36% |
| 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 ≥ 2 · Opp ≤ 3 · 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 | 1935 | 472 | 0.58% | 43.2% | 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 | 1935 | 472 | 0.58% | 43.2% | 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 | 1935 | 472 | 0.58% | 43.2% | 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 | 1935 | 472 | 0.58% | 43.2% | 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 | 1982 | 483 | 0.41% | 43.5% | 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 | 1982 | 483 | 0.41% | 43.5% | 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 | 1977 | 478 | 0.41% | 43.9% | 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 | 1975 | 475 | 0.41% | 44.6% | 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 | 1975 | 475 | 0.41% | 44.6% | 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 | 1971 | 473 | 0.41% | 45% | 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 | 1932 | 421 | 0.83% | 40.4% | out-of-sample remaining return not weak enough |
| 持有 ≥5 日 · Opp 自峰值跌 ≥0.5 · 現值 ≤1 · 連續 1 日 | 1959 | 510 | 0.24% | 45.3% | 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：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% |
| 2026-07-30 | US.MNST | Consumer Staples | 0.22 | -0.19% | -51.78% | -0.26% | -52.67% |
| 2026-08-06 | US.MNST | Consumer Staples | 0.306 | -0.35% | -51.65% | -0.28% | -52.13% |
Opp score study is observational and uses archived projection rows only. It helps evaluate ranking filters, not predict or recommend trades.