S&P 500 Projection Opportunities

歷史相似情境研究排名

依 DOE 校準的歷史相似 setup 統計排序；僅供研究覆核，非買賣建議。

樣本 n=500 · horizon 3D · 已自動套用 Opp 研究最佳穩定高原：3.4–3.9 · UP＞DN 10% · 已排除長期下跌

已自動套用 Opp 研究最佳穩定高原：3.4–3.9 （上限為半開區間）。勾選「停用自動穩定 Opp 高原」可顯示全部，或手動填 Min/Max Opp 覆寫。

以下排名來自已存檔歷史統計，不是交易建議；請自行判斷並留意樣本數、篩選狀態與 gross/net 假設。

Research status

stale · 2026-01-14

Computed at 2026年7月10日上午9:41 HKT · Point-in-time safe

Opp study snapshot is stale relative to the served projection date.

Filters

Trade date

Sector Limit Opp ≥ 3 only (Top 10) UP＞DN 10% Disable auto Opp plateau Min Opp Max Opp Min median return % 歷史相似情境上漲比例下限

View gaps

opp_study_date_mismatch · Opp study date mismatch

Projection candidates 1

Coverage 100.0%

Best DOE 3D n=500

As-of 2026-01-14

Point-in-time safe

Snapshot 2026-01-14

DOE calibrated as-of 2026-01-14

DOE window 2026-01-05 → 2026-01-09

DOE anchors 20

Computed at 2026年7月10日上午9:41 HKT

Rows 1

Excluded downtrends 0

Review DOE calibration

Stable Opp plateau 3.4–3.9

OOS n=619 Median 0.07%

Opp study overview

Best plateau, hold, and rolling TP/SL

Snapshot from Opp study: walk-forward OOS stable Opp plateau, best fixed holding day, and top walk-forward TP/SL combo.

Opp study

Best stable plateau 3.4–3.9

+0.07% OOS median · n=619

Best holding day 5D

3.5 - 4 · +1.55% ann. net · n=722

Rolling best TP/SL TP 9% / SL -5%

3 - 3.5 · +0.33% exp · 73D WF

Opp study rows 25,268 with outcomes

1,506 awaiting horizon End 2026-09-21

5-day calendar

過去 5 個交易日

每日優先用當日穩定 Opp 高原；唔合格就沿用上一日。其餘篩選與本頁相同。列出當日全部入榜標的（非僅 Top 5）。

共 4 檔（去重）已參與 — 檔

01-13

3檔 3.4–3.9

01-14

1檔 3.4–3.9

#1 CAG P75+3.75% 上漲比65.8% Up/Dn14.6% / 4.4% Opp3.62 開富途

Top opportunities

Top 5 quick look

#1 US.CAG P75+3.75% 上漲比65.8% Up/Dn14.6% / 4.4% Opp3.62 開富途

Upside leaders

Ranking notes

依機會分數排序：歷史相似情境中位回報、P75 上檔、歷史相似情境上漲比例、下行風險與評分質素。

已自動套用 Opp 研究最佳穩定高原：3.4–3.9 （上限為半開區間）。勾選「停用自動穩定 Opp 高原」可顯示全部，或手動填 Min/Max Opp 覆寫。

Default filter active: UP＞DN 10% (Up5 − Down5 ≥ 10pp).

Materialized projection rows from sp500_score_projections, ranked by median upside, win rate, and score quality.

Long-term downtrends are excluded by default: 200D MA trending down, below long MA with deep 60D drawdown, or 120D decline below long MA.

#1 US.CAG Conagra Brands · Consumer Staples

+1.15%

P75+3.75% 上漲比65.8% Up/Dn14.6% / 4.4% Score71 Opp3.62

View chart 開富途