Solorank
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.
Study results
2026-10-28 · 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 · Buy-band step (0.5 Opp): -4.0–-3.5 (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: 5.7–6.0 (+0.4%, n=42) · Buy-band step (0.5 Opp): -4.0–-3.5 (+0.54%, n=84)
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 | 5227 | +0.13% | +0.03% | 50.5% | +2.85% | -2.74% |
| 0 - 1 | 4870 | -0.20% | -0.15% | 47.9% | +2.67% | -2.71% |
| 1 - 2 | 5278 | -0.11% | -0.18% | 47.5% | +2.58% | -2.58% |
| 2 - 2.5 | 2055 | -0.16% | -0.11% | 48.3% | +2.37% | -2.48% |
| 2.5 - 3 | 1714 | -0.08% | -0.03% | 49.4% | +2.34% | -2.36% |
| 3 - 3.5 | 1120 | +0.10% | +0.02% | 50.3% | +2.41% | -2.27% |
| 3.5 - 4 | 714 | -0.23% | -0.11% | 48.2% | +2.19% | -2.43% |
| 4 - 4.5 | 453 | -0.12% | +0.10% | 51.9% | +2.00% | -2.32% |
| 4.5 - 5 | 261 | -0.45% | -0.14% | 48.7% | +2.21% | -2.48% |
| 5+ | 314 | +0.07% | -0.16% | 48.1% | +2.57% | -2.37% |
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 | 5D | 22006 | -0.07% | -10.88% | 48.8% | -2.59% | 21554 | -0.11% | -10.54% | 48.5% | -3.46% | 21093 | -0.25% | -14.00% | 47.5% | -4.14% | 20432 | -0.56% | -19.11% | 45.7% | -5.04% | 18205 | -1.42% | -22.89% | 42.7% | -7.21% |
| < 0 | 5D | 5227 | +0.03% | -2.48% | 50.5% | -2.74% | 5131 | +0.09% | -0.46% | 51.1% | -3.68% | 5033 | +0.08% | -2.12% | 50.6% | -4.37% | 4783 | -0.01% | -5.25% | 49.9% | -5.30% | 3722 | -0.69% | -13.69% | 46.8% | -8.09% |
| 0 - 1 | 3D | 4870 | -0.15% | -17.60% | 47.9% | -2.71% | 4799 | -0.26% | -18.10% | 46.9% | -3.64% | 4698 | -0.42% | -20.12% | 46.3% | -4.41% | 4578 | -0.72% | -23.14% | 44.7% | -5.38% | 4156 | -1.36% | -22.14% | 43.5% | -7.71% |
| 1 - 2 | 5D | 5278 | -0.18% | -20.12% | 47.5% | -2.58% | 5167 | -0.21% | -15.58% | 47.4% | -3.43% | 5057 | -0.39% | -19.04% | 46.1% | -4.08% | 4922 | -0.61% | -20.37% | 45% | -4.99% | 4611 | -1.27% | -21.00% | 43.6% | -7.08% |
| 2 - 2.5 | 5D | 2055 | -0.11% | -14.24% | 48.3% | -2.48% | 2021 | -0.06% | -8.02% | 49.2% | -3.28% | 1977 | -0.13% | -9.68% | 48.7% | -3.93% | 1926 | -0.58% | -19.62% | 45.1% | -4.80% | 1775 | -1.44% | -23.14% | 42.5% | -6.58% |
| 2.5 - 3 | 3D | 1714 | -0.03% | -7.52% | 49.4% | -2.36% | 1664 | -0.16% | -13.06% | 48% | -3.14% | 1625 | -0.51% | -23.36% | 43.9% | -3.86% | 1590 | -0.91% | -27.93% | 42.1% | -4.81% | 1492 | -1.81% | -27.81% | 39.7% | -6.50% |
| 3 - 3.5 | 5D | 1120 | +0.02% | -3.32% | 50.3% | -2.27% | 1082 | +0.09% | -0.46% | 50.9% | -2.92% | 1063 | -0.08% | -7.88% | 48.9% | -3.52% | 1039 | -0.65% | -21.38% | 43.8% | -4.29% | 975 | -2.19% | -32.59% | 36.4% | -6.14% |
| 3.5 - 4 | 5D | 714 | -0.11% | -14.24% | 48.2% | -2.43% | 697 | -0.13% | -11.55% | 48.1% | -3.22% | 681 | -0.38% | -18.68% | 46.8% | -3.83% | 664 | -0.94% | -28.69% | 42% | -4.51% | 615 | -2.18% | -32.47% | 37.7% | -6.11% |
| 4 - 4.5 | 3D | 453 | +0.10% | +3.40% | 51.9% | -2.32% | 438 | -0.08% | -9.03% | 49.3% | -3.08% | 420 | -0.38% | -18.68% | 46% | -3.70% | 411 | -0.72% | -23.14% | 42.3% | -4.59% | 382 | -3.11% | -44.19% | 28.5% | -6.53% |
| 4.5 - 5 | 7D | 261 | -0.14% | -16.76% | 48.7% | -2.48% | 252 | -0.21% | -15.58% | 47.2% | -3.23% | 243 | +0.06% | -2.84% | 50.6% | -3.66% | 239 | -0.40% | -15.08% | 44.4% | -4.29% | 221 | -2.18% | -32.47% | 35.7% | -5.80% |
| 5+ | 7D | 314 | -0.16% | -18.44% | 48.1% | -2.37% | 303 | -0.37% | -23.65% | 43.2% | -3.28% | 296 | -0.23% | -13.28% | 46.6% | -3.76% | 280 | -0.37% | -14.32% | 48.6% | -4.29% | 256 | -2.09% | -31.33% | 37.5% | -5.75% |
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 | 15375 | -0.08% | -11.72% | 48.7% | -2.68% | 15097 | -0.12% | -11.05% | 48.5% | -3.58% | 14788 | -0.24% | -13.64% | 47.7% | -4.28% | 14283 | -0.48% | -17.10% | 46.6% | -5.22% | 12489 | -1.15% | -19.49% | 44.5% | -7.59% |
| opp > 1 | 5D | 11898 | -0.11% | -14.24% | 48.4% | -2.48% | 11613 | -0.13% | -11.55% | 48.1% | -3.28% | 11351 | -0.30% | -15.80% | 46.7% | -3.93% | 11060 | -0.65% | -21.38% | 44.3% | -4.79% | 10316 | -1.69% | -26.29% | 40.9% | -6.68% |
| opp > 2 | 3D | 6629 | -0.04% | -8.36% | 49.1% | -2.39% | 6455 | -0.09% | -9.54% | 48.7% | -3.16% | 6304 | -0.25% | -14.00% | 47.1% | -3.80% | 6148 | -0.69% | -22.39% | 43.7% | -4.63% | 5715 | -1.93% | -29.32% | 38.8% | -6.36% |
| opp > 3 | 3D | 2860 | -0.02% | -6.68% | 49.6% | -2.35% | 2770 | -0.07% | -8.53% | 48.7% | -3.09% | 2701 | -0.18% | -11.48% | 47.8% | -3.67% | 2631 | -0.66% | -21.63% | 43.7% | -4.39% | 2447 | -2.31% | -34.11% | 35.5% | -6.12% |
| opp > 5 | 7D | 311 | -0.12% | -15.08% | 48.6% | -2.33% | 300 | -0.38% | -24.15% | 43.3% | -3.25% | 294 | -0.23% | -13.28% | 46.6% | -3.77% | 278 | -0.37% | -14.32% | 48.6% | -4.30% | 254 | -2.09% | -31.33% | 37.4% | -5.76% |
Top-N performance
| Filter | n | Avg return | Median return | 歷史相似情境上漲比例 | Avg runup | Avg drawdown |
|---|---|---|---|---|---|---|
| all | 22006 | -0.07% | -0.07% | 48.8% | +2.58% | -2.59% |
| Top 3 | 246 | -0.18% | -0.20% | 47.2% | +2.66% | -2.84% |
| Top 5 | 410 | -0.04% | -0.02% | 48.8% | +2.71% | -2.60% |
| Top 10 | 820 | -0.10% | -0.02% | 49.3% | +2.50% | -2.57% |
| Top 20 | 1640 | -0.15% | -0.05% | 49.1% | +2.40% | -2.55% |
| Top 50 | 4100 | -0.04% | +0.05% | 50.7% | +2.39% | -2.46% |
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 | 5185 | +2.00% | 5% | -0.06% | +0.74% | 56.4% | 45.7% | 16.5% | +0.03% |
| 0 - 1 | 4705 | +2.00% | 5% | -0.04% | +0.72% | 55.4% | 46.5% | 22.9% | -0.15% |
| 1 - 2 | 5098 | +2.00% | 5% | -0.11% | +0.29% | 52.5% | 43.7% | 24.5% | -0.23% |
| 2 - 2.5 | 2034 | +2.00% | 5% | -0.04% | +0.71% | 56.5% | 45.2% | 13.4% | -0.11% |
| 2.5 - 3 | 1690 | +2.00% | 5% | 0.00% | +0.88% | 57.6% | 45.4% | 10.2% | -0.04% |
| 3 - 3.5 | 1100 | +2.00% | 5% | +0.07% | +0.88% | 58.1% | 45.8% | 8.5% | +0.03% |
| 3.5 - 4 | 693 | +2.00% | 5% | -0.24% | +0.32% | 53.7% | 40.5% | 12% | -0.11% |
| 4 - 4.5 | 433 | +2.00% | 5% | +0.02% | +0.70% | 58.2% | 44.1% | 9.7% | +0.06% |
| 4.5 - 5 | 239 | +2.00% | 5% | +0.10% | +0.70% | 60.3% | 43.5% | 8.4% | -0.14% |
| 5+ | 288 | +2.00% | 5% | -0.08% | +0.44% | 55.2% | 43.1% | 13.2% | 0.00% |
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% | 1302 | 76 | 4 - 4.5 | +0.18% | +0.11% | 51.2% | 21.3% | 29% | 49.8% | 1.11 | +0.18% | -3.00% | +0.11% |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| +8.00% | -3.00% | 1302 | 76 | 4 - 4.5 | +0.17% | -0.07% | 48.8% | 5% | 30.5% | 64.5% | 1.2 | +0.17% | -3.00% | +0.11% |
| +3.00% | -3.00% | 1302 | 76 | 4 - 4.5 | +0.16% | +0.31% | 53.7% | 32% | 27.8% | 40.2% | 1 | +0.16% | -3.00% | +0.11% |
| +6.00% | -3.00% | 1302 | 76 | 4 - 4.5 | +0.16% | -0.04% | 49.4% | 9% | 30.2% | 60.8% | 1.17 | +0.16% | -3.00% | +0.11% |
| +7.50% | -3.00% | 1302 | 76 | 4 - 4.5 | +0.16% | -0.06% | 48.8% | 5.8% | 30.5% | 63.7% | 1.19 | +0.16% | -3.00% | +0.11% |
| +9.00% | -3.00% | 1302 | 76 | 4 - 4.5 | +0.16% | -0.10% | 48.5% | 3.8% | 30.8% | 65.4% | 1.21 | +0.16% | -3.00% | +0.11% |
| +3.50% | -3.00% | 1302 | 76 | 4 - 4.5 | +0.15% | +0.18% | 51.8% | 25% | 28.6% | 46.4% | 1.06 | +0.15% | -3.00% | +0.11% |
| +4.00% | -3.50% | 1302 | 76 | 4 - 4.5 | +0.15% | +0.18% | 52% | 21.4% | 23.3% | 55.3% | 1.05 | +0.15% | -3.50% | +0.11% |
| +5.50% | -3.00% | 1302 | 76 | 4 - 4.5 | +0.15% | -0.04% | 49.5% | 11% | 30.1% | 58.9% | 1.16 | +0.15% | -3.00% | +0.11% |
| +6.50% | -3.00% | 1302 | 76 | 4 - 4.5 | +0.15% | -0.05% | 49% | 7.6% | 30.3% | 62.1% | 1.18 | +0.15% | -3.00% | +0.11% |
| +7.00% | -3.00% | 1302 | 76 | 4 - 4.5 | +0.15% | -0.06% | 48.8% | 6.5% | 30.5% | 63% | 1.18 | +0.15% | -3.00% | +0.11% |
| +8.50% | -3.00% | 1302 | 76 | 4 - 4.5 | +0.15% | -0.10% | 48.5% | 4.5% | 30.8% | 64.7% | 1.21 | +0.15% | -3.00% | +0.11% |
| +3.00% | -3.50% | 1302 | 76 | 4 - 4.5 | +0.14% | +0.39% | 54.6% | 32.3% | 22.4% | 45.4% | 0.94 | +0.14% | -3.50% | +0.11% |
| +3.00% | -4.00% | 1302 | 76 | 4 - 4.5 | +0.14% | +0.43% | 55.6% | 32.6% | 18.3% | 49.1% | 0.9 | +0.14% | -4.00% | +0.11% |
| +4.00% | -4.00% | 1302 | 76 | 4 - 4.5 | +0.14% | +0.21% | 52.9% | 21.6% | 19.4% | 59.1% | 1 | +0.14% | -4.00% | +0.11% |
| +4.50% | -3.00% | 1302 | 76 | 4 - 4.5 | +0.14% | +0.01% | 50.2% | 16.7% | 29.6% | 53.7% | 1.13 | +0.14% | -3.00% | +0.11% |
| +5.00% | -3.00% | 1302 | 76 | 4 - 4.5 | +0.14% | -0.03% | 49.7% | 13.2% | 30% | 56.8% | 1.14 | +0.14% | -3.00% | +0.11% |
| +3.00% | -4.50% | 1302 | 76 | 4 - 4.5 | +0.13% | +0.45% | 56.1% | 32.8% | 14.9% | 52.3% | 0.88 | +0.13% | -4.50% | +0.11% |
| +3.50% | -3.50% | 1302 | 76 | 4 - 4.5 | +0.13% | +0.21% | 52.8% | 25.3% | 23% | 51.8% | 1 | +0.13% | -3.50% | +0.11% |
| +6.00% | -3.50% | 1302 | 76 | 4 - 4.5 | +0.13% | +0.01% | 50.2% | 9% | 24.5% | 66.5% | 1.1 | +0.13% | -3.50% | +0.11% |
| +7.50% | -3.50% | 1302 | 76 | 4 - 4.5 | +0.13% | -0.02% | 49.7% | 5.8% | 24.8% | 69.4% | 1.12 | +0.13% | -3.50% | +0.11% |
| +8.00% | -3.50% | 1302 | 76 | 4 - 4.5 | +0.13% | -0.03% | 49.6% | 5% | 24.8% | 70.2% | 1.13 | +0.13% | -3.50% | +0.11% |
| +3.00% | -5.00% | 1302 | 76 | 4 - 4.5 | +0.12% | +0.47% | 56.5% | 33% | 12.6% | 54.4% | 0.85 | +0.12% | -5.00% | +0.11% |
| +4.00% | -4.50% | 1302 | 76 | 4 - 4.5 | +0.12% | +0.22% | 53.4% | 21.7% | 15.9% | 62.4% | 0.96 | +0.12% | -4.50% | +0.11% |
| +4.50% | -3.50% | 1302 | 76 | 4 - 4.5 | +0.12% | +0.10% | 51% | 16.7% | 24% | 59.3% | 1.06 | +0.12% | -3.50% | +0.11% |
| +5.50% | -3.50% | 1302 | 76 | 4 - 4.5 | +0.12% | +0.01% | 50.3% | 11% | 24.4% | 64.6% | 1.09 | +0.12% | -3.50% | +0.11% |
| +6.50% | -3.50% | 1302 | 76 | 4 - 4.5 | +0.12% | 0.00% | 49.8% | 7.6% | 24.7% | 67.7% | 1.11 | +0.12% | -3.50% | +0.11% |
| +7.00% | -3.50% | 1302 | 76 | 4 - 4.5 | +0.12% | -0.02% | 49.7% | 6.5% | 24.8% | 68.7% | 1.12 | +0.12% | -3.50% | +0.11% |
| +8.50% | -3.50% | 1302 | 76 | 4 - 4.5 | +0.12% | -0.04% | 49.3% | 4.5% | 25.1% | 70.4% | 1.13 | +0.12% | -3.50% | +0.11% |
| +9.00% | -3.50% | 1302 | 76 | 4 - 4.5 | +0.12% | -0.04% | 49.3% | 3.8% | 25.1% | 71% | 1.13 | +0.12% | -3.50% | +0.11% |
| +3.50% | -4.00% | 1302 | 76 | 4 - 4.5 | +0.11% | +0.26% | 53.7% | 25.5% | 19% | 55.5% | 0.95 | +0.11% | -4.00% | +0.11% |
| +4.00% | -5.00% | 1302 | 76 | 4 - 4.5 | +0.11% | +0.25% | 53.7% | 21.7% | 13.5% | 64.7% | 0.94 | +0.11% | -5.00% | +0.11% |
| +5.00% | -3.50% | 1302 | 76 | 4 - 4.5 | +0.11% | +0.06% | 50.5% | 13.2% | 24.3% | 62.5% | 1.07 | +0.11% | -3.50% | +0.11% |
| +8.00% | -4.00% | 1302 | 76 | 4 - 4.5 | +0.11% | +0.05% | 50.5% | 5.1% | 20.9% | 74% | 1.07 | +0.11% | -4.00% | +0.11% |
| +3.50% | -4.50% | 1302 | 76 | 4 - 4.5 | +0.10% | +0.29% | 54.1% | 25.7% | 15.6% | 58.8% | 0.92 | +0.10% | -4.50% | +0.11% |
| +4.50% | -4.00% | 1302 | 76 | 4 - 4.5 | +0.10% | +0.14% | 51.9% | 16.9% | 20% | 63.1% | 1 | +0.10% | -4.00% | +0.11% |
| +5.50% | -4.00% | 1302 | 76 | 4 - 4.5 | +0.10% | +0.10% | 51.2% | 11.1% | 20.4% | 68.4% | 1.03 | +0.10% | -4.00% | +0.11% |
| +6.00% | -4.00% | 1302 | 76 | 4 - 4.5 | +0.10% | +0.10% | 51.1% | 9.1% | 20.6% | 70.4% | 1.04 | +0.10% | -4.00% | +0.11% |
| +7.50% | -4.00% | 1302 | 76 | 4 - 4.5 | +0.10% | +0.06% | 50.5% | 5.9% | 20.9% | 73.2% | 1.06 | +0.10% | -4.00% | +0.11% |
| +3.50% | -5.00% | 1302 | 76 | 4 - 4.5 | +0.09% | +0.31% | 54.5% | 25.8% | 13.3% | 60.9% | 0.9 | +0.09% | -5.00% | +0.11% |
| +5.00% | -4.00% | 1302 | 76 | 4 - 4.5 | +0.09% | +0.11% | 51.5% | 13.4% | 20.3% | 66.4% | 1.01 | +0.09% | -4.00% | +0.11% |
| +6.50% | -4.00% | 1302 | 76 | 4 - 4.5 | +0.09% | +0.06% | 50.7% | 7.7% | 20.7% | 71.6% | 1.05 | +0.09% | -4.00% | +0.11% |
| +7.00% | -4.00% | 1302 | 76 | 4 - 4.5 | +0.09% | +0.06% | 50.5% | 6.6% | 20.9% | 72.5% | 1.05 | +0.09% | -4.00% | +0.11% |
| +8.00% | -4.50% | 1302 | 76 | 4 - 4.5 | +0.09% | +0.08% | 50.9% | 5.1% | 17.3% | 77.6% | 1.03 | +0.09% | -4.50% | +0.11% |
| +8.50% | -4.00% | 1302 | 76 | 4 - 4.5 | +0.09% | +0.01% | 50.2% | 4.5% | 21.2% | 74.3% | 1.07 | +0.09% | -4.00% | +0.11% |
| +9.00% | -4.00% | 1302 | 76 | 4 - 4.5 | +0.09% | +0.01% | 50.2% | 3.9% | 21.2% | 74.9% | 1.07 | +0.09% | -4.00% | +0.11% |
| +4.50% | -4.50% | 1302 | 76 | 4 - 4.5 | +0.08% | +0.17% | 52.4% | 17% | 16.5% | 66.5% | 0.97 | +0.08% | -4.50% | +0.11% |
| +5.50% | -4.50% | 1302 | 76 | 4 - 4.5 | +0.08% | +0.12% | 51.7% | 11.2% | 17% | 71.8% | 1 | +0.08% | -4.50% | +0.11% |
| +6.00% | -4.50% | 1302 | 76 | 4 - 4.5 | +0.08% | +0.11% | 51.5% | 9.1% | 17.1% | 73.8% | 1 | +0.08% | -4.50% | +0.11% |
| +7.50% | -4.50% | 1302 | 76 | 4 - 4.5 | +0.08% | +0.09% | 51% | 5.9% | 17.3% | 76.8% | 1.02 | +0.08% | -4.50% | +0.11% |
| +9.00% | -4.50% | 1302 | 76 | 4 - 4.5 | +0.08% | +0.06% | 50.6% | 3.9% | 17.5% | 78.6% | 1.04 | +0.08% | -4.50% | +0.11% |
| +5.00% | -4.50% | 1302 | 76 | 4 - 4.5 | +0.07% | +0.13% | 51.9% | 13.4% | 16.8% | 69.7% | 0.98 | +0.07% | -4.50% | +0.11% |
| +6.50% | -4.50% | 1302 | 76 | 4 - 4.5 | +0.07% | +0.10% | 51.2% | 7.7% | 17.1% | 75.2% | 1.01 | +0.07% | -4.50% | +0.11% |
| +7.00% | -4.50% | 1302 | 76 | 4 - 4.5 | +0.07% | +0.09% | 51% | 6.6% | 17.3% | 76.1% | 1.02 | +0.07% | -4.50% | +0.11% |
| +8.50% | -4.50% | 1302 | 76 | 4 - 4.5 | +0.07% | +0.06% | 50.6% | 4.5% | 17.5% | 78% | 1.03 | +0.07% | -4.50% | +0.11% |
| +4.50% | -5.00% | 1302 | 76 | 4 - 4.5 | +0.06% | +0.19% | 52.7% | 17.1% | 14.1% | 68.8% | 0.95 | +0.06% | -5.00% | +0.11% |
| +5.50% | -5.00% | 1302 | 76 | 4 - 4.5 | +0.06% | +0.14% | 52% | 11.3% | 14.5% | 74.2% | 0.96 | +0.06% | -5.00% | +0.11% |
| +6.00% | -5.00% | 1302 | 76 | 4 - 4.5 | +0.06% | +0.13% | 51.8% | 9.2% | 14.6% | 76.2% | 0.98 | +0.06% | -5.00% | +0.11% |
| +8.00% | -5.00% | 1302 | 76 | 4 - 4.5 | +0.06% | +0.10% | 51.2% | 5.1% | 14.9% | 80% | 1 | +0.06% | -5.00% | +0.11% |
| +8.50% | -5.00% | 1302 | 76 | 4 - 4.5 | +0.06% | +0.08% | 50.9% | 4.6% | 15% | 80.4% | 1.01 | +0.06% | -5.00% | +0.11% |
| +9.00% | -5.00% | 1302 | 76 | 4 - 4.5 | +0.06% | +0.08% | 50.9% | 4% | 15% | 81% | 1.01 | +0.06% | -5.00% | +0.11% |
| +5.00% | -5.00% | 1302 | 76 | 4 - 4.5 | +0.05% | +0.16% | 52.2% | 13.5% | 14.4% | 72% | 0.95 | +0.05% | -5.00% | +0.11% |
| +6.50% | -5.00% | 1302 | 76 | 4 - 4.5 | +0.05% | +0.11% | 51.5% | 7.8% | 14.7% | 77.6% | 0.98 | +0.05% | -5.00% | +0.11% |
| +7.50% | -5.00% | 1302 | 76 | 4 - 4.5 | +0.05% | +0.10% | 51.2% | 5.9% | 14.9% | 79.2% | 0.99 | +0.05% | -5.00% | +0.11% |
| +7.00% | -5.00% | 1302 | 76 | 4 - 4.5 | +0.04% | +0.10% | 51.2% | 6.6% | 14.9% | 78.5% | 0.99 | +0.04% | -5.00% | +0.11% |
Threshold performance
| Filter | n | Avg return | Median return | 歷史相似情境上漲比例 | Avg runup | Avg drawdown |
|---|---|---|---|---|---|---|
| all | 22006 | -0.07% | -0.07% | 48.8% | +2.58% | -2.59% |
| opp > 1 | 11898 | -0.11% | -0.11% | 48.4% | +2.43% | -2.48% |
| opp > 2 | 6629 | -0.10% | -0.04% | 49.1% | +2.32% | -2.39% |
| opp > 3 | 2860 | -0.07% | -0.02% | 49.6% | +2.29% | -2.35% |
| opp > 5 | 311 | +0.09% | -0.12% | 48.6% | +2.59% | -2.33% |
| 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.
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 | 2077 | 463 | 0.96% | 38.7% | 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 | 2077 | 463 | 0.96% | 38.7% | 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 | 2030 | 416 | 1.27% | 33.9% | 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 | 2030 | 416 | 1.27% | 33.9% | 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 | 2030 | 416 | 1.27% | 33.9% | 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 | 2030 | 416 | 1.27% | 33.9% | 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 | 2070 | 455 | 0.94% | 38.9% | 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 | 2070 | 455 | 0.94% | 38.9% | 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 | 2066 | 453 | 0.94% | 38.9% | 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 | 2072 | 461 | 0.96% | 38.6% | 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 | 2054 | 467 | 0.99% | 39% | 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 | 2054 | 467 | 0.99% | 39% | 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 | 機會分 (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.