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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 22174
Trade dates 82
Excluded downtrends 18893
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 -3.4–-3.3
Best bucket 4 - 4.5
Best threshold opp > 3
Best Top-N Top 50
Window 2026-06-29 → 2026-10-27

Study results

2026-10-27 · 120D window

22174 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 -0.07%
Baseline win rate 49%
Baseline runup +2.59%
Baseline drawdown -2.61%

Median return curve (reliable Opp span, step 0.1)

-3.7–-3.6 · n=22 · median +0.49% -3.6–-3.5 · n=14 · median +0.59% -3.5–-3.4 · n=24 · median -0.63% -3.4–-3.3 · n=35 · median +0.9% -3.3–-3.2 · n=21 · median -0.39% -3.2–-3.1 · n=37 · median +0.09% -3.1–-3.0 · n=35 · median -0.45% -3.0–-2.9 · n=44 · median +0.33% -2.9–-2.8 · n=48 · median +0.21% -2.8–-2.7 · n=49 · median +0.21% -2.7–-2.6 · n=61 · median -0.23% -2.6–-2.5 · n=58 · median +0.24% -2.5–-2.4 · n=67 · median +0.11% -2.4–-2.3 · n=61 · median -0.08% -2.3–-2.2 · n=76 · median +0.1% -2.2–-2.1 · n=92 · median +0.26% -2.1–-2.0 · n=92 · median +0.11% -2.0–-1.9 · n=108 · median -0.58% -1.9–-1.8 · n=110 · median +0.64% -1.8–-1.7 · n=96 · median +0.03% -1.7–-1.6 · n=122 · median -0.08% -1.6–-1.5 · n=125 · median +0.19% -1.5–-1.4 · n=153 · median +0.44% -1.4–-1.3 · n=139 · median +0.19% -1.3–-1.2 · n=168 · median +0.16% -1.2–-1.1 · n=178 · median +0.19% -1.1–-1.0 · n=215 · median +0.26% -1.0–-0.9 · n=201 · median +0.3% -0.9–-0.8 · n=219 · median +0.43% -0.8–-0.7 · n=241 · median -0.05% -0.7–-0.6 · n=254 · median -0.18% -0.6–-0.5 · n=238 · median -0.4% -0.5–-0.4 · n=279 · median -0.22% -0.4–-0.3 · n=360 · median -0.43% -0.3–-0.2 · n=311 · median 0% -0.2–-0.1 · n=333 · median +0.13% -0.1–0.0 · n=368 · median -0.06% 0.0–0.1 · n=388 · median +0.13% 0.1–0.2 · n=433 · median -0.3% 0.2–0.3 · n=457 · median +0.01% 0.3–0.4 · n=503 · median +0.15% 0.4–0.5 · n=474 · median +0.08% 0.5–0.6 · n=492 · median -0.23% 0.6–0.7 · n=589 · median -0.3% 0.7–0.8 · n=540 · median -0.08% 0.8–0.9 · n=542 · median -0.23% 0.9–1.0 · n=593 · median -0.17% 1.0–1.1 · n=621 · median -0.32% 1.1–1.2 · n=589 · median +0.05% 1.2–1.3 · n=552 · median -0.32% 1.3–1.4 · n=554 · median -0.27% 1.4–1.5 · n=549 · median -0.15% 1.5–1.6 · n=517 · median +0.09% 1.6–1.7 · n=550 · median -0.17% 1.7–1.8 · n=510 · median +0.1% 1.8–1.9 · n=506 · median -0.18% 1.9–2.0 · n=449 · median -0.02% 2.0–2.1 · n=459 · median -0.12% 2.1–2.2 · n=398 · median +0.18% 2.2–2.3 · n=414 · median -0.27% 2.3–2.4 · n=403 · median -0.08% 2.4–2.5 · n=382 · median -0.17% 2.5–2.6 · n=392 · median +0.12% 2.6–2.7 · n=344 · median -0.3% 2.7–2.8 · n=338 · median -0.3% 2.8–2.9 · n=327 · median +0.26% 2.9–3.0 · n=293 · median -0.02% 3.0–3.1 · n=285 · median -0.02% 3.1–3.2 · n=232 · median +0.23% 3.2–3.3 · n=226 · median +0.07% 3.3–3.4 · n=184 · median +0.04% 3.4–3.5 · n=173 · median -0.15% 3.5–3.6 · n=163 · median -0.49% 3.6–3.7 · n=136 · median -0.21% 3.7–3.8 · n=156 · median -0.11% 3.8–3.9 · n=128 · median +0.25% 3.9–4.0 · n=123 · median +0.16% 4.0–4.1 · n=115 · median +0.04% 4.1–4.2 · n=85 · median +0.5% 4.2–4.3 · n=97 · median +0.51% 4.3–4.4 · n=79 · median -0.38% 4.4–4.5 · n=71 · median -0.26% 4.5–4.6 · n=67 · median -0.33% 4.6–4.7 · n=54 · median -0.45% 4.7–4.8 · n=48 · median -0.08% 4.8–4.9 · n=46 · median +0.79% 4.9–5.0 · n=43 · median -0.23% 5.0–5.1 · n=37 · median +0.21% 5.1–5.2 · n=34 · median -1.02% 5.2–5.3 · n=26 · median -0.72% 5.3–5.4 · n=30 · median +0.45% 5.4–5.5 · n=25 · median -0.58% 5.5–5.6 · n=24 · median -0.71% -4-3-2-10123456 -1%-0.5%0%+0.5%+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: 5.7–6.0 (+0.37%, n=41) · Buy-band step (0.5 Opp): -1.9–-1.4 (+0.3%, n=606)

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 5195 +0.10% +0.03% 50.3% +2.83% -2.76%
0 - 1 5011 -0.19% -0.12% 48.4% +2.67% -2.73%
1 - 2 5397 -0.09% -0.13% 48.1% +2.61% -2.61%
2 - 2.5 2056 -0.17% -0.11% 48.2% +2.37% -2.50%
2.5 - 3 1694 -0.10% -0.04% 49.2% +2.33% -2.37%
3 - 3.5 1100 +0.11% +0.03% 50.4% +2.40% -2.26%
3.5 - 4 706 -0.23% -0.12% 48% +2.19% -2.45%
4 - 4.5 447 -0.15% +0.10% 51.9% +1.98% -2.33%
4.5 - 5 258 -0.46% -0.14% 48.4% +2.21% -2.51%
5+ 310 +0.05% -0.20% 47.7% +2.57% -2.38%

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 22174 -0.06% -10.04% 49% -2.61% 21716 -0.11% -10.54% 48.6% -3.47% 21273 -0.28% -15.08% 47.3% -4.16% 20613 -0.58% -19.62% 45.5% -5.05% 18390 -1.40% -22.64% 42.9% -7.21%
< 0 5D 5195 +0.03% -2.48% 50.3% -2.76% 5112 +0.09% -0.46% 51% -3.68% 4981 +0.03% -3.92% 50.2% -4.40% 4700 -0.08% -7.02% 49.6% -5.36% 3633 -0.84% -15.58% 46.1% -8.16%
0 - 1 3D 5011 -0.12% -15.08% 48.4% -2.73% 4917 -0.24% -17.10% 47% -3.64% 4832 -0.48% -22.28% 45.9% -4.43% 4723 -0.74% -23.65% 44.4% -5.37% 4294 -1.27% -21.00% 43.9% -7.70%
1 - 2 5D 5397 -0.13% -15.92% 48.1% -2.61% 5281 -0.18% -14.07% 47.8% -3.47% 5178 -0.39% -19.04% 46.1% -4.12% 5066 -0.57% -19.36% 45.2% -4.99% 4753 -1.16% -19.62% 44.2% -7.09%
2 - 2.5 5D 2056 -0.11% -14.24% 48.2% -2.50% 2012 -0.07% -8.53% 48.9% -3.30% 1983 -0.14% -10.04% 48.5% -3.94% 1924 -0.61% -20.37% 44.8% -4.82% 1783 -1.41% -22.77% 42.7% -6.55%
2.5 - 3 3D 1694 -0.04% -8.36% 49.2% -2.37% 1649 -0.17% -13.57% 47.8% -3.14% 1612 -0.52% -23.72% 43.8% -3.86% 1591 -0.91% -27.93% 42.1% -4.81% 1487 -1.74% -26.92% 39.9% -6.46%
3 - 3.5 5D 1100 +0.03% -2.48% 50.4% -2.26% 1074 +0.07% -1.47% 50.7% -2.91% 1057 -0.09% -8.24% 48.6% -3.53% 1032 -0.65% -21.38% 43.7% -4.29% 970 -2.18% -32.47% 36.5% -6.10%
3.5 - 4 5D 706 -0.12% -15.08% 48% -2.45% 691 -0.13% -11.55% 47.9% -3.21% 678 -0.38% -18.68% 46.8% -3.82% 659 -0.94% -28.69% 42% -4.43% 614 -2.20% -32.72% 37.8% -6.10%
4 - 4.5 3D 447 +0.10% +3.40% 51.9% -2.33% 431 -0.12% -11.05% 49% -3.09% 418 -0.40% -19.40% 45.7% -3.70% 407 -0.72% -23.14% 42.3% -4.52% 382 -3.11% -44.19% 28.5% -6.53%
4.5 - 5 7D 258 -0.14% -16.76% 48.4% -2.51% 249 -0.18% -14.07% 47.4% -3.14% 241 +0.01% -4.64% 50.2% -3.66% 236 -0.44% -16.09% 44.1% -4.31% 221 -2.18% -32.47% 35.7% -5.80%
5+ 10D 310 -0.20% -21.80% 47.7% -2.38% 300 -0.38% -24.15% 43% -3.23% 293 -0.30% -15.80% 46.4% -3.73% 275 -0.37% -14.32% 48.4% -4.21% 253 -2.06% -30.96% 37.9% -5.56%

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 15603 -0.06% -10.04% 48.9% -2.70% 15310 -0.11% -10.54% 48.6% -3.59% 14991 -0.28% -15.08% 47.4% -4.31% 14489 -0.51% -17.85% 46.4% -5.23% 12680 -1.12% -19.11% 44.7% -7.60%
opp > 1 5D 11957 -0.09% -12.56% 48.6% -2.50% 11676 -0.13% -11.55% 48.2% -3.30% 11449 -0.32% -16.52% 46.6% -3.95% 11179 -0.65% -21.38% 44.3% -4.79% 10452 -1.63% -25.54% 41.3% -6.67%
opp > 2 3D 6569 -0.05% -9.20% 49% -2.40% 6404 -0.10% -10.04% 48.5% -3.16% 6281 -0.28% -15.08% 46.9% -3.80% 6123 -0.69% -22.39% 43.6% -4.62% 5709 -1.91% -29.07% 39% -6.33%
opp > 3 3D 2819 -0.02% -6.68% 49.5% -2.36% 2743 -0.09% -9.54% 48.6% -3.07% 2685 -0.19% -11.84% 47.6% -3.66% 2607 -0.67% -21.88% 43.6% -4.36% 2438 -2.30% -33.98% 35.6% -6.09%
opp > 5 10D 307 -0.14% -16.76% 48.2% -2.34% 298 -0.38% -24.15% 43.3% -3.23% 291 -0.30% -15.80% 46.4% -3.73% 273 -0.37% -14.32% 48.4% -4.22% 251 -2.06% -30.96% 37.8% -5.57%

Top-N performance

Filter n Avg return Median return 歷史相似情境上漲比例 Avg runup Avg drawdown
all 22174 -0.07% -0.06% 49% +2.59% -2.61%
Top 3 246 -0.23% -0.31% 46.3% +2.64% -2.88%
Top 5 410 -0.08% -0.06% 48.3% +2.71% -2.64%
Top 10 820 -0.15% -0.06% 48.8% +2.50% -2.62%
Top 20 1640 -0.18% -0.08% 48.9% +2.40% -2.59%
Top 50 4100 -0.05% +0.05% 50.7% +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 5162 +2.00% 5% -0.06% +0.77% 56.5% 45.8% 16.4% +0.03%
0 - 1 4835 +2.00% 5% -0.08% +1.07% 57.3% 48% 18% -0.15%
1 - 2 5223 +2.00% 5% -0.09% +0.50% 54% 44.7% 22.4% -0.18%
2 - 2.5 2035 +2.00% 5% -0.05% +0.75% 57% 45.7% 12.7% -0.11%
2.5 - 3 1667 +2.00% 5% +0.01% +0.89% 58.1% 45.5% 9.1% -0.05%
3 - 3.5 1079 +2.00% 5% +0.08% +0.88% 58.3% 45.8% 8.5% +0.04%
3.5 - 4 684 +2.00% 5% -0.25% +0.34% 53.8% 40.8% 12% -0.11%
4 - 4.5 427 +2.00% 5% +0.02% +0.70% 58.3% 44% 9.8% +0.06%
4.5 - 5 236 +2.00% 5% +0.09% +0.72% 60.2% 43.6% 8.5% -0.14%
5+ 284 +2.00% 5% -0.09% +0.42% 54.9% 42.6% 13.4% -0.03%

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% 1904 76 4 - 4.5 +0.25% -0.02% 49.6% 10.4% 30.7% 58.9% 1.24 +0.25% -3.00% +0.10%
+6.50% -3.00% 1904 76 4 - 4.5 +0.25% -0.04% 49.4% 8.6% 30.8% 60.6% 1.25 +0.25% -3.00% +0.10%
+7.00% -3.00% 1904 76 4 - 4.5 +0.25% -0.05% 49.2% 6.8% 30.9% 62.3% 1.26 +0.25% -3.00% +0.10%
+7.50% -3.00% 1904 76 4 - 4.5 +0.24% -0.06% 49.1% 5.6% 31% 63.3% 1.26 +0.24% -3.00% +0.10%
+8.00% -3.00% 1904 76 4 - 4.5 +0.24% -0.06% 49.1% 4.5% 31% 64.4% 1.26 +0.24% -3.00% +0.10%
+4.00% -3.00% 1904 76 4 - 4.5 +0.23% +0.11% 51.3% 23.5% 29.6% 47% 1.15 +0.23% -3.00% +0.10%
+5.50% -3.00% 1904 76 4 - 4.5 +0.23% -0.02% 49.7% 12.7% 30.6% 56.7% 1.22 +0.23% -3.00% +0.10%
+8.50% -3.00% 1904 76 4 - 4.5 +0.23% -0.09% 48.8% 3.8% 31.3% 64.9% 1.26 +0.23% -3.00% +0.10%
+9.00% -3.00% 1904 76 4 - 4.5 +0.23% -0.09% 48.8% 3.2% 31.3% 65.5% 1.26 +0.23% -3.00% +0.10%
+3.00% -3.00% 1904 76 4 - 4.5 +0.22% +0.39% 54% 35.2% 28.5% 36.3% 1.03 +0.22% -3.00% +0.10%
+5.00% -3.00% 1904 76 4 - 4.5 +0.22% +0.01% 50% 15.1% 30.4% 54.5% 1.2 +0.22% -3.00% +0.10%
+3.50% -3.00% 1904 76 4 - 4.5 +0.21% +0.20% 52.2% 28.1% 29.1% 42.8% 1.1 +0.21% -3.00% +0.10%
+4.50% -3.00% 1904 76 4 - 4.5 +0.21% +0.01% 50.3% 18.4% 30.2% 51.4% 1.17 +0.21% -3.00% +0.10%
+6.00% -3.50% 1904 76 4 - 4.5 +0.21% +0.02% 50.4% 10.5% 25.3% 64.3% 1.16 +0.21% -3.50% +0.10%
+6.50% -3.50% 1904 76 4 - 4.5 +0.21% +0.01% 50.1% 8.7% 25.4% 66% 1.17 +0.21% -3.50% +0.10%
+7.00% -3.50% 1904 76 4 - 4.5 +0.20% 0.00% 49.9% 6.8% 25.5% 67.6% 1.17 +0.20% -3.50% +0.10%
+7.50% -3.50% 1904 76 4 - 4.5 +0.20% 0.00% 49.8% 5.7% 25.6% 68.7% 1.18 +0.20% -3.50% +0.10%
+8.00% -3.50% 1904 76 4 - 4.5 +0.20% 0.00% 49.8% 4.6% 25.6% 69.8% 1.18 +0.20% -3.50% +0.10%
+4.00% -3.50% 1904 76 4 - 4.5 +0.19% +0.17% 51.9% 23.6% 24.3% 52.1% 1.08 +0.19% -3.50% +0.10%
+5.50% -3.50% 1904 76 4 - 4.5 +0.19% +0.06% 50.5% 12.8% 25.2% 62.1% 1.14 +0.19% -3.50% +0.10%
+3.00% -3.50% 1904 76 4 - 4.5 +0.18% +0.43% 54.7% 35.6% 23.3% 41.1% 0.97 +0.18% -3.50% +0.10%
+3.50% -3.50% 1904 76 4 - 4.5 +0.18% +0.24% 52.9% 28.4% 23.8% 47.8% 1.03 +0.18% -3.50% +0.10%
+5.00% -3.50% 1904 76 4 - 4.5 +0.18% +0.06% 50.7% 15.2% 25% 59.8% 1.12 +0.18% -3.50% +0.10%
+8.50% -3.50% 1904 76 4 - 4.5 +0.18% -0.04% 49.5% 3.8% 25.9% 70.3% 1.17 +0.18% -3.50% +0.10%
+9.00% -3.50% 1904 76 4 - 4.5 +0.18% -0.04% 49.5% 3.2% 25.9% 70.9% 1.18 +0.18% -3.50% +0.10%
+4.00% -4.00% 1904 76 4 - 4.5 +0.17% +0.21% 52.7% 23.9% 20.1% 56% 1.03 +0.17% -4.00% +0.10%
+6.00% -4.00% 1904 76 4 - 4.5 +0.17% +0.09% 51.1% 10.6% 21.2% 68.3% 1.1 +0.17% -4.00% +0.10%
+6.50% -4.00% 1904 76 4 - 4.5 +0.17% +0.06% 50.8% 8.8% 21.3% 70% 1.11 +0.17% -4.00% +0.10%
+7.00% -4.00% 1904 76 4 - 4.5 +0.17% +0.06% 50.6% 6.9% 21.4% 71.6% 1.11 +0.17% -4.00% +0.10%
+7.50% -4.00% 1904 76 4 - 4.5 +0.17% +0.06% 50.5% 5.8% 21.5% 72.7% 1.11 +0.17% -4.00% +0.10%
+8.00% -4.00% 1904 76 4 - 4.5 +0.17% +0.05% 50.5% 4.7% 21.5% 73.8% 1.11 +0.17% -4.00% +0.10%
+3.00% -4.00% 1904 76 4 - 4.5 +0.16% +0.49% 55.6% 35.9% 19.3% 44.8% 0.92 +0.16% -4.00% +0.10%
+4.00% -4.50% 1904 76 4 - 4.5 +0.16% +0.25% 53.2% 24% 16.7% 59.3% 1 +0.16% -4.50% +0.10%
+4.50% -3.50% 1904 76 4 - 4.5 +0.16% +0.09% 51% 18.5% 24.8% 56.6% 1.1 +0.16% -3.50% +0.10%
+5.50% -4.00% 1904 76 4 - 4.5 +0.16% +0.10% 51.2% 12.9% 21% 66.1% 1.08 +0.16% -4.00% +0.10%
+6.00% -4.50% 1904 76 4 - 4.5 +0.16% +0.11% 51.5% 10.6% 17.6% 71.7% 1.06 +0.16% -4.50% +0.10%
+6.50% -4.50% 1904 76 4 - 4.5 +0.16% +0.10% 51.3% 8.8% 17.7% 73.5% 1.07 +0.16% -4.50% +0.10%
+3.00% -4.50% 1904 76 4 - 4.5 +0.15% +0.54% 56% 36.1% 16% 47.9% 0.89 +0.15% -4.50% +0.10%
+3.00% -5.00% 1904 76 4 - 4.5 +0.15% +0.57% 56.4% 36.4% 12.9% 50.7% 0.87 +0.15% -5.00% +0.10%
+3.50% -4.00% 1904 76 4 - 4.5 +0.15% +0.29% 53.7% 28.6% 19.9% 51.5% 0.98 +0.15% -4.00% +0.10%
+4.00% -5.00% 1904 76 4 - 4.5 +0.15% +0.26% 53.5% 24.1% 13.6% 62.3% 0.98 +0.15% -5.00% +0.10%
+5.00% -4.00% 1904 76 4 - 4.5 +0.15% +0.11% 51.4% 15.3% 20.9% 63.8% 1.06 +0.15% -4.00% +0.10%
+5.50% -4.50% 1904 76 4 - 4.5 +0.15% +0.12% 51.7% 13% 17.5% 69.5% 1.05 +0.15% -4.50% +0.10%
+6.00% -5.00% 1904 76 4 - 4.5 +0.15% +0.13% 51.8% 10.7% 14.5% 74.8% 1.04 +0.15% -5.00% +0.10%
+6.50% -5.00% 1904 76 4 - 4.5 +0.15% +0.11% 51.5% 8.8% 14.5% 76.6% 1.05 +0.15% -5.00% +0.10%
+7.00% -4.50% 1904 76 4 - 4.5 +0.15% +0.09% 51.1% 6.9% 17.9% 75.2% 1.07 +0.15% -4.50% +0.10%
+7.50% -4.50% 1904 76 4 - 4.5 +0.15% +0.08% 51% 5.8% 18% 76.3% 1.07 +0.15% -4.50% +0.10%
+8.00% -4.50% 1904 76 4 - 4.5 +0.15% +0.07% 50.9% 4.7% 18% 77.4% 1.07 +0.15% -4.50% +0.10%
+8.50% -4.00% 1904 76 4 - 4.5 +0.15% +0.01% 50.2% 3.9% 21.8% 74.3% 1.11 +0.15% -4.00% +0.10%
+9.00% -4.00% 1904 76 4 - 4.5 +0.15% +0.01% 50.2% 3.3% 21.8% 74.9% 1.11 +0.15% -4.00% +0.10%
+3.50% -4.50% 1904 76 4 - 4.5 +0.14% +0.34% 54.1% 28.8% 16.5% 54.7% 0.95 +0.14% -4.50% +0.10%
+3.50% -5.00% 1904 76 4 - 4.5 +0.14% +0.35% 54.5% 29% 13.4% 57.6% 0.93 +0.14% -5.00% +0.10%
+4.50% -4.00% 1904 76 4 - 4.5 +0.14% +0.13% 51.8% 18.8% 20.7% 60.6% 1.04 +0.14% -4.00% +0.10%
+5.50% -5.00% 1904 76 4 - 4.5 +0.14% +0.14% 52% 13.1% 14.3% 72.6% 1.03 +0.14% -5.00% +0.10%
+7.00% -5.00% 1904 76 4 - 4.5 +0.14% +0.10% 51.3% 6.9% 14.7% 78.4% 1.05 +0.14% -5.00% +0.10%
+5.00% -4.50% 1904 76 4 - 4.5 +0.13% +0.14% 51.9% 15.4% 17.4% 67.2% 1.03 +0.13% -4.50% +0.10%
+5.00% -5.00% 1904 76 4 - 4.5 +0.13% +0.17% 52.2% 15.5% 14.2% 70.2% 1.01 +0.13% -5.00% +0.10%
+7.50% -5.00% 1904 76 4 - 4.5 +0.13% +0.10% 51.2% 5.8% 14.8% 79.4% 1.05 +0.13% -5.00% +0.10%
+8.00% -5.00% 1904 76 4 - 4.5 +0.13% +0.09% 51.2% 4.7% 14.8% 80.5% 1.05 +0.13% -5.00% +0.10%
+8.50% -4.50% 1904 76 4 - 4.5 +0.13% +0.06% 50.7% 3.9% 18.2% 77.9% 1.07 +0.13% -4.50% +0.10%
+9.00% -4.50% 1904 76 4 - 4.5 +0.13% +0.06% 50.7% 3.3% 18.2% 78.5% 1.08 +0.13% -4.50% +0.10%
+9.00% -5.00% 1904 76 4 - 4.5 +0.13% +0.07% 50.9% 3.4% 14.9% 81.7% 1.06 +0.13% -5.00% +0.10%
+4.50% -4.50% 1904 76 4 - 4.5 +0.12% +0.17% 52.3% 18.9% 17.2% 63.9% 1.01 +0.12% -4.50% +0.10%
+4.50% -5.00% 1904 76 4 - 4.5 +0.12% +0.20% 52.6% 19% 14.1% 67% 0.99 +0.12% -5.00% +0.10%
+8.50% -5.00% 1904 76 4 - 4.5 +0.12% +0.07% 50.9% 4% 14.9% 81.1% 1.05 +0.12% -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 22174 -0.07% -0.06% 49% +2.59% -2.61%
opp > 1 11957 -0.10% -0.09% 48.6% +2.45% -2.50%
opp > 2 6569 -0.11% -0.05% 49% +2.32% -2.40%
opp > 3 2819 -0.08% -0.02% 49.5% +2.28% -2.36%
opp > 5 307 +0.08% -0.14% 48.2% +2.60% -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.

Selected rule 未發布
Train dates 52
Test dates 23
Candidates 240

No candidate passed out-of-sample usefulness gates; alerts stay disabled.

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 2044 470 0.86% 40.2% 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 2044 470 0.86% 40.2% 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 2039 467 0.85% 40.5% 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 2037 462 0.85% 40.7% 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 2037 462 0.85% 40.7% 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 2033 459 0.85% 41% 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 1997 429 1.19% 36.1% 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 1997 429 1.19% 36.1% 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 1997 429 1.19% 36.1% 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 1997 429 1.19% 36.1% 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 2021 478 0.92% 40.4% out-of-sample remaining return not weak enough
持有 ≥5 日 · Opp 自峰值跌 ≥1 · 現值 ≤1 · 連續 1 日 2021 478 0.92% 40.4% 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。

賣出提醒版本 sell-alert-rec-v1
發布狀態 部分／全部通過
Opp floor 2
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：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.