{ "research_id": "res_20260819_a45f49afdc", "stocks": [ { "ticker": "AMD", "name": "AMD", "current_price": 484.39, "year_high": 584.73, "year_low": 149.22, "year_high_date": "2026-06-30", "year_low_date": "2025-09-08", "pct_from_high": -17.16, "pct_from_low": 224.61, "range_position": 77.0, "ma50": 510.42, "ma200": 326.67, "vs_ma50": -5.1, "vs_ma200": 48.28, "ma_trend": "Strong Uptrend", "pe_trailing": 119.09438, "pe_forward": 30.182777, "beta": null, "dividend_yield": null, "revenue_growth": 0.501, "earnings_growth": 1.595, "debt_to_equity": null, "profit_margins": 0.156, "market_cap": 762120962048, "sector": null, "industry": null, "phase": "Trading Range", "phase_detail": "Accumulation · Phase C", "phase_confidence": "medium", "wyckoff_schematic": { "structure": "Accumulation", "sub_phase": "C", "phase_label": "Phase C — Spring/Shakeout (supply test)", "sub_phase_label": "Phase C — Spring/Shakeout (supply test)", "setup": "Spring 后是教科书级低吸点：止损放 Spring 低点下方，博弈 SOS 启动", "next_expected": "Spring 后应出现放量反弹（SOS 雏形），确认 CO 已完成洗盘", "confidence": "low", "contradiction": null, "evidence": [ "SC/PS 止跌", "AR 自动反弹", "ST 缩量回测", "Phase C 测试(Spring)" ], "summary": "Accumulation · Phase C — Spring/Shakeout (supply test)" }, "decision_phase": "Accumulation · Phase C — Spring/Shakeout (supply test)", "phase_conflict": true, "phase_conflict_reason": "coarse_phase=Trading Range 与 schematic=Accumulation 不一致", "vol_on_decline_ratio": 1.01, "supply_demand_index": { "latest_20d_ratio": 0.73, "sd_trend": "falling", "interpretation": "Supply dominant", "daily_ratios": [ 1.395, 1.318, 1.206, 1.027, 0.919, 0.767, 0.881, 0.838, 0.875, 0.888, 0.763, 0.795, 0.731, 0.706, 0.787, 0.769, 0.751, 0.768, 0.781, 0.73 ] }, "recent_trend_20d": -12.3, "vol_trend_20d": -1.38, "quarterly_returns": [ 3.61, 120.73, -3.07, 32.42 ], "top_vol_events": [ { "date": "2025-10-06", "type": "BC", "close": 203.71, "volume": 248859576, "vol_mult": 5.73, "pct_change": 23.71, "idx": 58 }, { "date": "2025-10-08", "type": "BC", "close": 235.56, "volume": 159983459, "vol_mult": 3.68, "pct_change": 11.37, "idx": 60 }, { "date": "2025-08-06", "type": "SC", "close": 163.12, "volume": 133641835, "vol_mult": 3.08, "pct_change": -6.42, "idx": 16 }, { "date": "2025-10-10", "type": "SC", "close": 214.9, "volume": 118656636, "vol_mult": 2.73, "pct_change": -7.72, "idx": 62 }, { "date": "2025-10-07", "type": "HIGH_VOL", "close": 211.51, "volume": 115748143, "vol_mult": 2.66, "pct_change": 3.83, "idx": 59 } ], "post_climax_analysis": [ { "event_date": "2025-10-06", "event_type": "BC", "next_date": "2025-10-07", "next_pct": 3.83, "next_vol_mult": 2.66 }, { "event_date": "2025-10-08", "event_type": "BC", "next_date": "2025-10-09", "next_pct": -1.13, "next_vol_mult": 2.17 }, { "event_date": "2025-08-06", "event_type": "SC", "next_date": "2025-08-07", "next_pct": 5.69, "next_vol_mult": 2.2 }, { "event_date": "2025-10-10", "event_type": "SC", "next_date": "2025-10-13", "next_pct": 0.71, "next_vol_mult": 1.45 }, { "event_date": "2025-10-07", "event_type": "HIGH_VOL", "next_date": "2025-10-08", "next_pct": 11.37, "next_vol_mult": 3.68 } ], "effort_vs_result": { "date": "2025-10-06", "volume_mult": 5.73, "price_change_pct": 23.71, "interpretation": "BC" }, "trading_range_60d": { "high": 584.73, "low": 424.03, "range_pct": 37.9 }, "creek_ice": { "creek": { "high": 584.73, "low": 546.44, "confidence": "high" }, "ice": { "high": 393.36, "low": 192.87, "confidence": "low" }, "price_vs_creek": "below_zone -11.4%", "price_vs_ice": "above_zone +23.1%" }, "cause_effect": { "trading_range": { "high": 584.73, "low": 188.22, "width_pct": 210.7, "cause_volume_multiplier": 1.0 }, "markup_targets": [ { "level": "1.0x", "price": 981.24, "pct_from_current": 102.6 }, { "level": "1.618x", "price": 1226.28, "pct_from_current": 153.2 }, { "level": "2.0x", "price": 1377.75, "pct_from_current": 184.4 } ], "markdown_targets": [ { "level": "1.0x", "price": -208.29, "pct_from_current": -143.0 }, { "level": "1.618x", "price": -453.33, "pct_from_current": -193.6 }, { "level": "2.0x", "price": -604.8, "pct_from_current": -224.9 } ], "strongest_sos": { "date": "2026-07-30", "close": 485.39, "pct": 12.997020206723157, "vol_ratio": 1.0925317339648801 }, "strongest_sow": { "date": "2026-08-05", "close": 482.05, "pct": 7.04423618342397, "vol_ratio": 1.467566738939189 } }, "pnf_target": { "method": "P&F横向计数法（简化估算）", "box_size": 3.865, "box_size_pct": 1.0, "reversal_boxes": 3, "estimated_columns": 32, "range_high": 584.73, "range_low": 188.22, "target_distance": 371.02, "markup_target": 955.75, "markup_upside_pct": 97.3, "markdown_target": -182.8, "markdown_downside_pct": -137.7, "note": "简化估算；精确P&F需逐笔构建。与cause_effect结果交叉验证：二者一致时置信度更高。" }, "multi_timeframe": { "monthly": { "trend": "Strong Bull", "change_pct": 137.8, "lookback_days": 120 }, "weekly": { "position_pct": 51.0, "structure": "Mid-range — Phase B building cause", "volume_trend": "neutral", "weeks_analyzed": 12 }, "daily": { "position_pct": 43.9, "volume_trend": "fading", "signal": "Neutral — no clear daily signal" }, "alignment": "One of three bullish — mixed signals, half position only", "bullish_count": 1, "bearish_count": 0, "monthly_veto": false }, "confirmation_chain": { "confirmed_links": 4, "dominant_structure": "accumulation", "confidence": "partial", "note": "", "accumulation": { "chain": { "SC": true, "SC_context": "post_distribution: 此SC出现在分布阶段后，是Mark Down中的卖出高潮，尚不构成积累起点；需等AR→ST序列才能确认积累Phase A", "AR": { "found": true, "date": "2025-08-07", "pct": 5.69 }, "ST": { "found": true, "date": "2025-08-11", "vol_ratio": 1.63 }, "Spring": { "found": true, "date": "2025-09-05", "break_low": 150.18, "recovery_date": "2025-09-10" }, "SOS": { "found": false }, "BUEC": { "found": false }, "LPS": { "found": false }, "JOC": { "found": false } }, "chain_complete": 4, "verdict": "Chain partial — key links present but gaps remain" }, "distribution": { "chain": { "BC": true, "AR": { "found": false }, "ST": { "found": false }, "UTAD": { "found": true, "date": "2025-10-08", "break_high": 235.56, "reversal_date": "2025-10-10" }, "SOW": { "found": false }, "LPSY": { "found": false } }, "chain_complete": 2, "verdict": "Chain incomplete — insufficient confirmation for Distribution" } }, "ps_psy": { "PS": { "date": "2025-09-18", "close": 157.92, "vol_ratio": 1.95, "decline_pct": 73.0, "close_position": 0.9 }, "PSY": null }, "spring_classification": { "type": "Spring", "events": [ { "date": "2025-09-02", "low": 156.62, "pct_below_sc": 0.7, "vol_ratio": 0.89, "recovery_date": "2025-09-02", "recovery_close": 162.32 }, { "date": "2025-09-04", "low": 157.79, "pct_below_sc": 0.0, "vol_ratio": 0.74, "recovery_date": "2025-09-04", "recovery_close": 161.79 }, { "date": "2025-09-11", "low": 154.99, "pct_below_sc": 1.8, "vol_ratio": 1.12, "recovery_date": "2025-09-12", "recovery_close": 158.57 }, { "date": "2025-09-12", "low": 154.92, "pct_below_sc": 1.8, "vol_ratio": 0.97, "recovery_date": "2025-09-12", "recovery_close": 158.57 }, { "date": "2025-09-15", "low": 157.6, "pct_below_sc": 0.1, "vol_ratio": 0.85, "recovery_date": "2025-09-15", "recovery_close": 161.16 }, { "date": "2025-09-17", "low": 155.76, "pct_below_sc": 1.3, "vol_ratio": 0.96, "recovery_date": "2025-09-17", "recovery_close": 159.16 }, { "date": "2025-09-19", "low": 155.9, "pct_below_sc": 1.2, "vol_ratio": 1.28, "recovery_date": "2025-09-22", "recovery_close": 159.79 }, { "date": "2025-09-22", "low": 157.42, "pct_below_sc": 0.2, "vol_ratio": 1.07, "recovery_date": "2025-09-22", "recovery_close": 159.79 }, { "date": "2025-09-25", "low": 154.78, "pct_below_sc": 1.9, "vol_ratio": 0.85, "recovery_date": "2025-09-25", "recovery_close": 161.27 }, { "date": "2025-09-26", "low": 157.05, "pct_below_sc": 0.5, "vol_ratio": 0.7, "recovery_date": "2025-09-26", "recovery_close": 159.46 } ], "interpretation": "Spring detected: 2025-09-26 broke SC low by 0.5%, recovered by 2025-09-26. Volume 0.7x avg (< 50% of SC vol). STRONG ACCUMULATION SIGNAL — CO engineered false breakdown to trigger stops. Buy on LPS pullback.", "signal": "STRONG_BUY" }, "co_intent": { "phase": "Trading Range", "co_goal": "Unclear — waiting for structure to develop", "co_behavior": "Likely testing both sides, building cause", "retail_behavior": "Confused, range-bound trading", "verification": "No clear phase — insufficient data for CO intent", "contradiction": null }, "trapped_traders": { "events": [ { "date": "2026-06-03", "type": "False breakout (trapped buyers)", "breakout_level": 527.2, "breakout_close": 542.52, "next_close": 523.2, "stop_cluster_below": 511.38, "fuel_for": "Short-term decline", "severity": "moderate" }, { "date": "2026-06-15", "type": "False breakout (trapped buyers)", "breakout_level": 546.44, "breakout_close": 547.26, "next_close": 507.29, "stop_cluster_below": 530.05, "fuel_for": "Short-term decline", "severity": "moderate" }, { "date": "2026-06-30", "type": "False breakout (trapped buyers)", "breakout_level": 562.99, "breakout_close": 580.91, "next_close": 540.88, "stop_cluster_below": 546.1, "fuel_for": "Short-term decline", "severity": "moderate" }, { "date": "2026-07-29", "type": "False breakdown (trapped sellers)", "breakdown_level": 442.27, "breakdown_close": 429.56, "next_close": 485.39, "stop_cluster_above": 455.54, "fuel_for": "Short-term rally", "severity": "moderate" } ], "active_traps": [ { "date": "2026-06-30", "type": "False breakout (trapped buyers)", "breakout_level": 562.99, "breakout_close": 580.91, "next_close": 540.88, "stop_cluster_below": 546.1, "fuel_for": "Short-term decline", "severity": "moderate" }, { "date": "2026-07-29", "type": "False breakdown (trapped sellers)", "breakdown_level": 442.27, "breakdown_close": 429.56, "next_close": 485.39, "stop_cluster_above": 455.54, "fuel_for": "Short-term rally", "severity": "moderate" } ], "summary": "4 false breakouts in last 60 days" }, "character_change": { "detected": false, "changes": [], "quarterly_metrics": [ { "period": "2026-05-22 to 2026-08-18", "up_down_vol_ratio": 0.921, "avg_pullback_pct": 8.27, "avg_up_streak": 1, "avg_down_streak": 1 }, { "period": "2026-02-26 to 2026-05-21", "up_down_vol_ratio": 1.101, "avg_pullback_pct": 4.62, "avg_up_streak": 1, "avg_down_streak": 1 }, { "period": "2025-11-28 to 2026-02-25", "up_down_vol_ratio": 1.072, "avg_pullback_pct": 6.93, "avg_up_streak": 1, "avg_down_streak": 1 }, { "period": "2025-09-04 to 2025-11-26", "up_down_vol_ratio": 1.118, "avg_pullback_pct": 5.59, "avg_up_streak": 1, "avg_down_streak": 1 } ], "interpretation": "No structural change detected — phase continuity likely" }, "volume_by_price": { "window": "2026-02-26 to 2026-08-18", "price_range": "188.22 - 584.73", "current_zone": "Normal volume zone", "HVN": [ { "price_low": 188.22, "price_high": 208.05, "volume": 742543541.0 }, { "price_low": 505.43, "price_high": 525.25, "volume": 462031087.0 }, { "price_low": 485.6, "price_high": 505.43, "volume": 371961897.0 } ], "LVN": [ { "price_low": 386.48, "price_high": 406.3, "volume": 38617704.0 }, { "price_low": 564.9, "price_high": 584.73, "volume": 29767437.0 }, { "price_low": 366.65, "price_high": 386.47, "volume": 0 } ], "bins": [ { "price_low": 188.22, "price_high": 208.05, "volume": 742543541.0 }, { "price_low": 208.05, "price_high": 227.87, "volume": 215215279.0 }, { "price_low": 227.87, "price_high": 247.7, "volume": 116664226.0 }, { "price_low": 247.7, "price_high": 267.52, "volume": 73500500.0 }, { "price_low": 267.52, "price_high": 287.35, "volume": 154973644.0 }, { "price_low": 287.35, "price_high": 307.17, "volume": 78699965.0 }, { "price_low": 307.17, "price_high": 327.0, "volume": 72132226.0 }, { "price_low": 327.0, "price_high": 346.82, "volume": 177903506.0 }, { "price_low": 346.82, "price_high": 366.65, "volume": 165791970.0 }, { "price_low": 366.65, "price_high": 386.47, "volume": 0 }, { "price_low": 386.48, "price_high": 406.3, "volume": 38617704.0 }, { "price_low": 406.3, "price_high": 426.13, "volume": 151057652.0 }, { "price_low": 426.13, "price_high": 445.95, "volume": 216233698.0 }, { "price_low": 445.95, "price_high": 465.78, "volume": 208303085.0 }, { "price_low": 465.78, "price_high": 485.6, "volume": 289786748.0 }, { "price_low": 485.6, "price_high": 505.43, "volume": 371961897.0 }, { "price_low": 505.43, "price_high": 525.25, "volume": 462031087.0 }, { "price_low": 525.25, "price_high": 545.08, "volume": 309382426.0 }, { "price_low": 545.08, "price_high": 564.9, "volume": 182421102.0 }, { "price_low": 564.9, "price_high": 584.73, "volume": 29767437.0 } ] }, "stop_hunts": { "events": [ { "date": "2026-06-17", "type": "downside stop hunt", "level": "50DMA", "level_price": 510.42, "low": 507.3, "close": 512.48, "next_close": 537.37, "vol_ratio": 0.62 }, { "date": "2026-06-23", "type": "downside stop hunt", "level": "50DMA", "level_price": 510.42, "low": 506.81, "close": 519.85, "next_close": 519.74, "vol_ratio": 0.7 }, { "date": "2026-06-25", "type": "downside stop hunt", "level": "50DMA", "level_price": 510.42, "low": 507.0, "close": 532.57, "next_close": 521.58, "vol_ratio": 0.62 }, { "date": "2026-07-02", "type": "downside stop hunt", "level": "50DMA", "level_price": 510.42, "low": 506.0, "close": 517.82, "next_close": 552.05, "vol_ratio": 0.65 } ], "count": 4, "implication": "CO actively engineering liquidity — confirms active smart money presence" }, "four_master": { "duan_yongping": { "score": 3.5, "rating": 3.0, "max": 6, "details": [ "→ 行业阈值: 通用默认阈值", "✅ 毛利率 55.7% > 40% 行业优质线", "⚠️ ROE 10.2% — 中等资本效率", "? D/E — 数据缺失", "? OCF/NI — 数据缺失", "✅ 净利率 15.6% > 10%", "✅ 营收增速 50.1% > 5%" ], "industry_profile": "通用默认阈值" }, "buffett": { "score": 1.0, "rating": 2.0, "max": 4, "details": [ "✅ PE 30.2 < 成长调整上限 45" ] }, "munger": { "score": 4, "rating": 5.0, "max": 4.5, "details": [ "✅ 无明显财务困境信号", "✅ 毛利率 56% — 强定价权/护城河", "✅ 无明显管理层红旗", "✅ 盈利和营收双增长 — 护城河完好" ], "risks": [] }, "lilu": { "score": 3.2, "rating": 4.0, "max": 4, "details": [ "✅ Revenue +50% — expanding", "✅ Earnings +160%", "→ Sector \"\" — moderate complexity", "→ Moderate trend alignment" ] }, "composite": 3.5, "coverage": "high", "coverage_note": "full（核心字段覆盖88%，缺失字段视为未知，不视为无风险）", "owner_earnings": { "method": "", "owner_earnings": null, "oe_yield": null, "risk_free_comparison": null, "details": [] }, "dcf": { "method": "DCF (FCF三情景)", "scenarios": {}, "probability_weighted_value": null, "margin_of_safety": null, "recommendation": null, "caveats": [ "亏损或无FCF股票建议用PS/EV-Sales估值替代" ], "sanity_check": { "status": "not_checked", "warnings": [] }, "error": "FCF非正，DCF不适用" }, "breakdown": { "段永平_商业模式": 3.0, "巴菲特_估值": 2.0, "芒格_风险": 5.0, "李录_确定性": 4.0 }, "industry_profile": "通用默认阈值" }, "fundamental_quality": { "status": "complete", "coverage_ratio": 0.88, "present_fields": [ "trailingPE", "forwardPE", "revenueGrowth", "earningsGrowth", "returnOnEquity", "grossMargins", "profitMargins" ], "missing_fields": [ "debtToEquity" ], "industry_key": "general", "industry_required_metrics": [], "industry_available_metrics": {}, "industry_missing_metrics": [], "flags": [], "caveats": [ "缺失字段代表未知，不代表没有风险" ] }, "market_regime": { "status": "unavailable", "benchmark": null, "regime": "unknown", "trend": "unknown", "sma50": null, "sma200": null, "return_20d_pct": null, "return_60d_pct": null, "annualized_volatility_pct": null, "position_size_multiplier": 1.0, "caveats": [ "基准数据少于60个交易日，无法可靠判断市场状态" ] }, "relative_strength": { "status": "unavailable", "benchmark": null, "windows": {}, "trend": "unknown", "rank": null, "caveats": [ "缺少足够的标的或基准指数数据，未计算相对强度" ] }, "event_overlay": { "status": "available", "coverage": "partial", "risk_level": "medium", "catalysts": [ { "headline": "Connection Announces Partnership With Microsoft, Qualcomm, And OEM Partners To Launch Copilot+ PCs, A New Generation Of Windows-Based Devices For AI Workloads", "date": "2026-08-18", "source": "Benzinga" }, { "headline": "Nvidia Is the Best S&P 500 Stock of the Past 10, 15, 20 Years — but 4 Stocks Beat It Over the Past 5 Years", "date": "2026-08-17", "source": "Benzinga" } ], "risks": [ { "headline": "AMD: On Dilution And Insider Sales", "date": "2026-08-19", "source": "SeekingAlpha" } ], "news": [ { "headline": "Artisan Global Opportunities Fund Q2 2026 Portfolio Review", "source": "SeekingAlpha", "date": "2026-08-19", "url": "https://finnhub.io/api/news?id=dd9db39e8abddc3f2e8095ac1b6606266bc27875ea4002694cc82d39c229a18c", "category": "company" }, { "headline": "AMD: On Dilution And Insider Sales", "source": "SeekingAlpha", "date": "2026-08-19", "url": "https://finnhub.io/api/news?id=66ab3affb53046c7710ef217f37050fe03579ce79910d4c241482d9ea6d6c1bc", "category": "company" }, { "headline": "Nvidia, AMD, Broadcom, Meta Slide as Bond Yields Surge: Why Tech Stocks Are Getting Hit", "source": "Benzinga", "date": "2026-08-18", "url": "https://finnhub.io/api/news?id=8be0662f56a93fc1a3eafb7348c7ea178f1847ba7757168a8bfdfcfd45768efa", "category": "company" }, { "headline": "Connection Announces Partnership With Microsoft, Qualcomm, And OEM Partners To Launch Copilot+ PCs, A New Generation Of Windows-Based Devices For AI Workloads", "source": "Benzinga", "date": "2026-08-18", "url": "https://finnhub.io/api/news?id=c085ce041287e2a5527a41b81085293c6acf02879a4a6f97b08300245dfb70f7", "category": "company" }, { "headline": "What's Going On With AMD Stock Tuesday?", "source": "Benzinga", "date": "2026-08-18", "url": "https://finnhub.io/api/news?id=16fef30b843d35a67ae59b0ff83b3cec43a9dd3155b3271cc8dc40767c48071f", "category": "company" }, { "headline": "Cathie Wood Buys $22.8 Million of Nvidia Stock, Ark Invest Dumps AMD and Palantir Shares", "source": "Benzinga", "date": "2026-08-18", "url": "https://finnhub.io/api/news?id=fd3e9ba94570bca6a5ee34786841d34189e66d4838b31aca3d46ab82ada60ccb", "category": "company" }, { "headline": "Broadcom Looks Undervalued With 50% Upside", "source": "SeekingAlpha", "date": "2026-08-18", "url": "https://finnhub.io/api/news?id=99874d8148c4b9d33eb91e656a1e156beca9d0d7e46fbb11c6581690f70eecb3", "category": "company" }, { "headline": "Nvidia Is the Best S&P 500 Stock of the Past 10, 15, 20 Years — but 4 Stocks Beat It Over the Past 5 Years", "source": "Benzinga", "date": "2026-08-17", "url": "https://finnhub.io/api/news?id=ce40230fb606f71ab2305d7395b5b280c15c4d8f82d10aa69714bb9bae8aa6b5", "category": "company" }, { "headline": "SpaceX Stock Jumps After Multibillion-Dollar Stakes Revealed", "source": "Benzinga", "date": "2026-08-17", "url": 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"momentum_slope_20d": -1.1393, "caveats": [ "这是基于历史价量与Wyckoff结构的统计推断，不是承诺或投资建议。", "目标价位为方向性参考，未包含未来财报、公告、政策等事件冲击。", "方向概率为定性估计（50%），应结合确认链和事件面复核。", "结构目标 467.3 超出单月合理幅度（±15%），已收敛至 484.39；完整结构目标见 extended_target" ] }, "data_quality": { "quality_score": 100, "recommendation": "clean", "gate_status": "clean", "message": "数据完整性良好，可执行完整分析。", "issues": [], "warnings": [], "structural_issues": [], "missing_fundamentals": [ "debtToEquity" ], "present_fundamentals": [ "trailingPE", "forwardPE", "revenueGrowth", "earningsGrowth", "returnOnEquity", "grossMargins", "profitMargins" ], "coverage_ratio": 0.88, "fundamental_mode": "full", "can_analyze": true, "can_execute": true, "stale_days": 1, "zero_volume_ratio": 0.0, "quality_scope": "OHLCV完整性评分；与 four_master.coverage 及 event_overlay.status 分开", "fm_coverage_explanation": "full（核心字段覆盖88%，缺失字段视为未知，不视为无风险）", "field_sources": { "trailingPE": "yfinance", "sharesOutstanding": "yfinance", "impliedSharesOutstanding": "yfinance", "marketCap": "yfinance", "forwardPE": "yfinance", "priceToBook": "yfinance", "regularMarketPrice": "yfinance", "pe_trailing": "yfinance", "pe_forward": "yfinance", "market_cap": "yfinance", "current_price": "yfinance", "price_to_book": "yfinance", "shares_outstanding": "yfinance", "implied_shares_outstanding": "yfinance", "50ma": "yfinance", "200ma": "yfinance", "revenueGrowth": "alpha_vantage", "earningsGrowth": "alpha_vantage", "returnOnEquity": "alpha_vantage", "grossMargins": "alpha_vantage", "profitMargins": "alpha_vantage", "revenue_growth": "alpha_vantage", "earnings_growth": "alpha_vantage", "return_on_equity": "alpha_vantage", "gross_margins": "alpha_vantage", "profit_margins": "alpha_vantage" } }, "data_fetched_at": "2026-08-19 23:18:16", "data_as_of": "2026-08-18", "data_source": "Tiingo (OHLCV, adjusted) + Finnhub (news/sentiment)", "ohlcv_source": "tiingo", "ohlcv_adjustment": "adjusted_ohlc", "date_convention": "ISO-8601 trading date; source exchange timezone", "field_sources": { "trailingPE": "yfinance", "sharesOutstanding": "yfinance", "impliedSharesOutstanding": "yfinance", "marketCap": "yfinance", "forwardPE": "yfinance", "priceToBook": "yfinance", "regularMarketPrice": "yfinance", "pe_trailing": "yfinance", "pe_forward": "yfinance", "market_cap": "yfinance", "current_price": "yfinance", "price_to_book": "yfinance", "shares_outstanding": "yfinance", "implied_shares_outstanding": "yfinance", "50ma": "yfinance", "200ma": "yfinance", "revenueGrowth": "alpha_vantage", "earningsGrowth": "alpha_vantage", "returnOnEquity": "alpha_vantage", "grossMargins": "alpha_vantage", "profitMargins": "alpha_vantage", "revenue_growth": "alpha_vantage", "earnings_growth": "alpha_vantage", "return_on_equity": "alpha_vantage", "gross_margins": "alpha_vantage", "profit_margins": "alpha_vantage" }, "provider_status": { "ohlcv": "tiingo", "yfinance": "ok", "finnhub": "ok" }, "event_news": null, "disclaimer": "本结果为技术面研究框架的机械输出，基于历史价量+滞后财报，事件数据缺失时不得解释为没有风险；非投资建议，据此操作风险自负。" }, { "ticker": "SOFI", "name": "SOFI", "current_price": 17.66, "year_high": 32.73, "year_low": 14.88, "year_high_date": "2025-11-12", "year_low_date": "2026-07-29", "pct_from_high": -46.04, "pct_from_low": 18.68, "range_position": 15.6, "ma50": 17.55, "ma200": 20.69, "vs_ma50": 0.66, "vs_ma200": -14.63, "ma_trend": "Strong Downtrend", "pe_trailing": 37.80612, "pe_forward": 22.563946, "beta": 2.204, "dividend_yield": null, "revenue_growth": 0.426, "earnings_growth": 0.404, "debt_to_equity": 30.835, "profit_margins": 0.14906, "market_cap": 23926339584, "sector": "Financial Services", "industry": "Credit Services", "phase": "Correction / Re-accumulation?", "phase_detail": "Accumulation · Phase C", "phase_confidence": "low", "wyckoff_schematic": { "structure": "Accumulation", "sub_phase": "C", "phase_label": "Phase C — Spring/Shakeout (supply test)", "sub_phase_label": "Phase C — Spring/Shakeout (supply test)", "setup": "Spring 后是教科书级低吸点：止损放 Spring 低点下方，博弈 SOS 启动", "next_expected": "Spring 后应出现放量反弹（SOS 雏形），确认 CO 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"volume": 200480759, "vol_mult": 2.92, "pct_change": -15.41, "idx": 199 }, { "date": "2026-07-29", "type": "SC", "close": 15.25, "volume": 193584281, "vol_mult": 2.82, "pct_change": -8.9, "idx": 261 }, { "date": "2025-07-30", "type": "EXHAUSTION", "close": 21.87, "volume": 183424718, "vol_mult": 2.67, "pct_change": -2.37, "idx": 11, "level": "mid_trend" }, { "date": "2025-10-28", "type": "BC", "close": 31.66, "volume": 183013567, "vol_mult": 2.67, "pct_change": 5.53, "idx": 74 } ], "post_climax_analysis": [ { "event_date": "2025-07-29", "event_type": "BC", "next_date": "2025-07-30", "next_pct": -2.37, "next_vol_mult": 2.67 }, { "event_date": "2026-04-29", "event_type": "SC", "next_date": "2026-04-30", "next_pct": 3.67, "next_vol_mult": 1.38 }, { "event_date": "2026-07-29", "event_type": "SC", "next_date": "2026-07-30", "next_pct": 8.0, "next_vol_mult": 1.21 }, { "event_date": "2025-07-30", "event_type": "EXHAUSTION", "next_date": "2025-07-31", "next_pct": 3.25, "next_vol_mult": 1.75 }, { "event_date": "2025-10-28", "event_type": "BC", "next_date": "2025-10-29", "next_pct": -2.4, "next_vol_mult": 1.39 } ], "effort_vs_result": { "date": "2025-07-29", "volume_mult": 3.44, "price_change_pct": 6.57, "interpretation": "BC" }, "trading_range_60d": { "high": 19.74, "low": 14.88, "range_pct": 32.66 }, "creek_ice": { "creek": { "high": 18.86, "low": 18.7, "confidence": "moderate" }, "ice": { "high": 14.93, "low": 14.88, "confidence": "moderate" }, "price_vs_creek": "below_zone -5.6%", "price_vs_ice": "above_zone +18.3%" }, "cause_effect": { "trading_range": { "high": 20.13, "low": 14.88, "width_pct": 35.3, "cause_volume_multiplier": 1.0 }, "markup_targets": [ { "level": "1.0x", "price": 25.38, "pct_from_current": 43.7 }, { "level": "1.618x", "price": 28.62, "pct_from_current": 62.1 }, { "level": "2.0x", "price": 30.63, "pct_from_current": 73.4 } ], "markdown_targets": [ { "level": "1.0x", "price": 9.63, "pct_from_current": -45.5 }, { "level": "1.618x", "price": 6.39, "pct_from_current": -63.8 }, { "level": "2.0x", "price": 4.38, "pct_from_current": -75.2 } ], "strongest_sos": { "date": "2026-08-03", "close": 18.03, "pct": 10.545677498467214, "vol_ratio": 1.163554289736246 }, "strongest_sow": { "date": "2026-07-29", "close": 15.25, "pct": 8.90083632019115, "vol_ratio": 2.686385807021453 } }, "pnf_target": { "method": "P&F横向计数法（简化估算）", "box_size": 0.175, "box_size_pct": 1.0, "reversal_boxes": 3, "estimated_columns": 20, "range_high": 20.13, "range_low": 14.88, "target_distance": 10.5, "markup_target": 30.63, "markup_upside_pct": 73.5, "markdown_target": 4.38, "markdown_downside_pct": -75.2, "note": "简化估算；精确P&F需逐笔构建。与cause_effect结果交叉验证：二者一致时置信度更高。" }, "multi_timeframe": { "monthly": { "trend": "Bear", "change_pct": -7.5, "lookback_days": 120 }, "weekly": { "position_pct": 70.6, "structure": "Upper half — Mark Up or Distribution Phase B", "volume_trend": "neutral", "weeks_analyzed": 12 }, "daily": { "position_pct": 68.1, "volume_trend": "fading", "signal": "Neutral — no clear daily signal" }, "alignment": "No clear alignment — stay out, wait for clarity", "bullish_count": 0, "bearish_count": 1, "monthly_veto": false }, "confirmation_chain": { "confirmed_links": 4, "dominant_structure": "accumulation", "confidence": "partial", "note": "", "accumulation": { "chain": { "SC": true, "SC_context": "post_distribution: 此SC出现在分布阶段后，是Mark Down中的卖出高潮，尚不构成积累起点；需等AR→ST序列才能确认积累Phase A", "AR": { "found": true, "date": "2026-04-30", "pct": 3.67 }, "ST": { "found": true, "date": "2026-05-04", "vol_ratio": 0.97 }, "Spring": { "found": true, "date": "2026-05-19", "break_low": 14.92, "recovery_date": "2026-05-20" }, "SOS": { "found": false }, "BUEC": { "found": false }, "LPS": { "found": false }, "JOC": { "found": false } }, "chain_complete": 4, "verdict": "Chain partial — key links present but gaps remain" }, "distribution": { "chain": { "BC": true, "AR": { "found": true, "date": "2025-08-01", "pct": -5.22 }, "ST": { "found": true, "date": "2025-07-31", "vol_ratio": 1.75 }, "UTAD": { "found": true, "date": "2025-08-25", "break_high": 26.15, "reversal_date": "2025-08-27" }, "SOW": { "found": false }, "LPSY": { "found": false } }, "chain_complete": 4, "verdict": "Chain partial — key links present but gaps remain" } }, "ps_psy": { "PS": null, "PSY": { "date": "2025-08-26", "close": 25.62, "vol_ratio": 1.83, "advance_pct": 72.2, "close_position": 0.11 } }, "spring_classification": { "type": "Spring", "events": [ { "date": "2026-05-13", "low": 15.21, "pct_below_sc": 1.9, "vol_ratio": 0.87, "recovery_date": "2026-05-14", "recovery_close": 16.02 }, { "date": "2026-05-14", "low": 15.23, "pct_below_sc": 1.7, "vol_ratio": 1.0, "recovery_date": "2026-05-14", "recovery_close": 16.02 }, { "date": "2026-05-15", "low": 15.38, "pct_below_sc": 0.8, "vol_ratio": 0.73, "recovery_date": "2026-05-15", "recovery_close": 15.61 }, { "date": "2026-05-18", "low": 15.34, "pct_below_sc": 1.0, "vol_ratio": 0.97, "recovery_date": "2026-05-18", "recovery_close": 15.71 }, { "date": "2026-05-21", "low": 15.35, "pct_below_sc": 1.0, "vol_ratio": 0.71, "recovery_date": "2026-05-21", "recovery_close": 15.65 }, { "date": "2026-05-22", "low": 15.36, "pct_below_sc": 0.9, "vol_ratio": 0.85, "recovery_date": "2026-05-22", "recovery_close": 15.62 } ], "interpretation": "Spring detected: 2026-05-22 broke SC low by 0.9%, recovered by 2026-05-22. Volume 0.85x avg (< 50% of SC vol). STRONG ACCUMULATION SIGNAL — CO engineered false breakdown to trigger stops. Buy on LPS pullback.", "signal": "STRONG_BUY" }, "co_intent": { "phase": "Correction / Re-accumulation?", "co_goal": "Unclear — waiting for structure to develop", "co_behavior": "Likely testing both sides, building cause", "retail_behavior": "Confused, range-bound trading", "verification": "No clear phase — insufficient data for CO intent", "contradiction": null }, "trapped_traders": { "events": [ { "date": "2026-07-24", "type": "False breakdown (trapped sellers)", "breakdown_level": 16.47, "breakdown_close": 16.46, "next_close": 16.88, "stop_cluster_above": 16.96, "fuel_for": "Short-term rally", "severity": "moderate" }, { "date": "2026-07-29", "type": "False breakdown (trapped sellers)", "breakdown_level": 16.17, "breakdown_close": 15.25, "next_close": 16.47, "stop_cluster_above": 16.66, "fuel_for": "Short-term rally", "severity": "moderate" } ], "active_traps": [ { "date": "2026-07-29", "type": "False breakdown (trapped sellers)", "breakdown_level": 16.17, "breakdown_close": 15.25, "next_close": 16.47, "stop_cluster_above": 16.66, "fuel_for": "Short-term rally", "severity": "moderate" } ], "summary": "2 false breakouts in last 60 days" }, "character_change": { "detected": false, "changes": [], "quarterly_metrics": [ { "period": "2026-05-22 to 2026-08-18", "up_down_vol_ratio": 1.081, "avg_pullback_pct": 6.21, "avg_up_streak": 1, "avg_down_streak": 1 }, { "period": "2026-02-26 to 2026-05-21", "up_down_vol_ratio": 0.896, "avg_pullback_pct": 7.06, "avg_up_streak": 1, "avg_down_streak": 1 }, { "period": "2025-11-28 to 2026-02-25", "up_down_vol_ratio": 0.9, "avg_pullback_pct": 7.86, "avg_up_streak": 1, "avg_down_streak": 1 }, { "period": "2025-09-04 to 2025-11-26", "up_down_vol_ratio": 0.995, "avg_pullback_pct": 7.69, "avg_up_streak": 1, "avg_down_streak": 1 } ], "interpretation": "No structural change detected — phase continuity likely" }, "volume_by_price": { "window": "2026-02-26 to 2026-08-18", "price_range": "14.88 - 20.13", "current_zone": "Normal volume zone", "HVN": [ { "price_low": 18.03, "price_high": 18.29, "volume": 715147264.0 }, { "price_low": 17.77, "price_high": 18.03, "volume": 699897862.0 }, { "price_low": 18.29, "price_high": 18.55, "volume": 684856312.0 } ], "LVN": [ { "price_low": 14.88, "price_high": 15.14, "volume": 116019392.0 }, { "price_low": 19.6, "price_high": 19.87, "volume": 51661234.0 }, { "price_low": 19.87, "price_high": 20.13, "volume": 26111800.0 } ], "bins": [ { "price_low": 14.88, "price_high": 15.14, "volume": 116019392.0 }, { "price_low": 15.14, "price_high": 15.4, "volume": 236217107.0 }, { "price_low": 15.41, "price_high": 15.67, "volume": 431195115.0 }, { "price_low": 15.67, "price_high": 15.93, "volume": 454448440.0 }, { "price_low": 15.93, "price_high": 16.19, "volume": 613022020.0 }, { "price_low": 16.19, "price_high": 16.45, "volume": 626287006.0 }, { "price_low": 16.45, "price_high": 16.72, "volume": 531549922.0 }, { "price_low": 16.72, "price_high": 16.98, "volume": 476367509.0 }, { "price_low": 16.98, "price_high": 17.24, "volume": 579462831.0 }, { "price_low": 17.24, "price_high": 17.5, "volume": 636939954.0 }, { "price_low": 17.5, "price_high": 17.77, "volume": 585753790.0 }, { "price_low": 17.77, "price_high": 18.03, "volume": 699897862.0 }, { "price_low": 18.03, "price_high": 18.29, "volume": 715147264.0 }, { "price_low": 18.29, "price_high": 18.55, "volume": 684856312.0 }, { "price_low": 18.55, "price_high": 18.82, "volume": 514008343.0 }, { "price_low": 18.82, "price_high": 19.08, "volume": 303356903.0 }, { "price_low": 19.08, "price_high": 19.34, "volume": 215304471.0 }, { "price_low": 19.34, "price_high": 19.61, "volume": 149741017.0 }, { "price_low": 19.6, "price_high": 19.87, "volume": 51661234.0 }, { "price_low": 19.87, "price_high": 20.13, "volume": 26111800.0 } ] }, "stop_hunts": { "events": [ { "date": "2026-06-23", "type": "upside stop hunt", "level": "50DMA", "level_price": 17.55, "high": 17.68, "close": 17.29, "next_close": 17.31, "vol_ratio": 1.3 }, { "date": "2026-06-29", "type": "downside stop hunt", "level": "50DMA", "level_price": 17.55, "low": 17.5, "close": 18.19, "next_close": 17.93, "vol_ratio": 1.12 }, { "date": "2026-07-15", "type": "upside stop hunt", "level": "Creek high", "level_price": 18.86, "high": 18.98, "close": 17.87, "next_close": 17.32, "vol_ratio": 1.05 }, { "date": "2026-07-17", "type": "upside stop hunt", "level": "50DMA", "level_price": 17.55, "high": 17.57, "close": 17.28, "next_close": 17.01, "vol_ratio": 1.31 }, { "date": "2026-07-22", "type": "upside stop hunt", "level": "50DMA", "level_price": 17.55, "high": 17.61, "close": 17.07, "next_close": 16.65, "vol_ratio": 1.32 } ], "count": 5, "implication": "CO actively engineering liquidity — confirms active smart money presence" }, "four_master": { "duan_yongping": { "score": 3.5, "rating": 3.0, "max": 6, "details": [ "→ 行业阈值: 银行/金融：毛利率不适用，ROE>12%，高杠杆为行业特性", "→ 毛利率：行业不适用（金融/银行业），跳过", "❌ ROE 7.1% — 资本效率低", "⚠️ ROE/ROA=5.7x > 4 — ROE靠杠杆驱动，非运营质量，衰退期脆弱", "✅ D/E 30.8% < 800% 行业安全线", "❌ OCF/NI -13.36 — 盈利质量差，警惕应收款膨胀", "✅ 净利率 14.9% > 10%", "✅ 营收增速 42.6% > 5%" ], "industry_profile": "银行/金融：毛利率不适用，ROE>12%，高杠杆为行业特性" }, "buffett": { "score": 1.0, "rating": 2.0, "max": 4, "details": [ "✅ PEG 0.88 < 1.2 — 合理成长溢价", "→ PE交叉验证: 22.6（主要依赖PEG评分）", "→ D/E 30.8% — 杠杆适中" ] }, "munger": { "score": 3.5, "rating": 5.0, "max": 4.5, "details": [ "✅ 无明显财务困境信号", "❌ 杠杆质量检查失败 ROE/ROA=5.7x", "✅ 毛利率 84% — 强定价权/护城河", "✅ 无明显管理层红旗", "✅ 盈利和营收双增长 — 护城河完好" ], "risks": [ "⚠️ ROE/ROA=5.7x > 4 — ROE由杠杆驱动而非运营，衰退期脆弱" ] }, "lilu": { "score": 3.5, "rating": 5.0, "max": 4, "details": [ "✅ Revenue +43% — expanding", "✅ Earnings +40%", "⚠️ Beta 2.20 — highly volatile", "✅ Sector \"Financial Services\" — understandable business", "→ Moderate trend alignment" ] }, "composite": 3.8, "coverage": "high", "coverage_note": "full（核心字段覆盖100%，缺失字段视为未知，不视为无风险）", "owner_earnings": { "method": "", "owner_earnings": null, "oe_yield": null, "risk_free_comparison": null, "details": [ "Net Debt: $48,876,032" ] }, "dcf": { "method": "DCF (FCF三情景)", "scenarios": {}, "probability_weighted_value": null, "margin_of_safety": null, "recommendation": null, "caveats": [ "亏损或无FCF股票建议用PS/EV-Sales估值替代" ], "sanity_check": { "status": "not_checked", "warnings": [] }, "error": "FCF非正，DCF不适用" }, "breakdown": { "段永平_商业模式": 3.0, "巴菲特_估值": 2.0, "芒格_风险": 5.0, "李录_确定性": 5.0 }, "industry_profile": "银行/金融：毛利率不适用，ROE>12%，高杠杆为行业特性" }, "fundamental_quality": { "status": "complete", "coverage_ratio": 1.0, "present_fields": [ "trailingPE", "forwardPE", "revenueGrowth", "earningsGrowth", "debtToEquity", "returnOnEquity", "grossMargins", "profitMargins" ], "missing_fields": [], "industry_key": "general", "industry_required_metrics": [], "industry_available_metrics": {}, "industry_missing_metrics": [], "flags": [ "ROE可能主要由杠杆驱动，不能直接视为经营质量" ], "caveats": [] }, "market_regime": { "status": "unavailable", "benchmark": null, "regime": "unknown", "trend": "unknown", "sma50": null, "sma200": null, "return_20d_pct": null, "return_60d_pct": null, "annualized_volatility_pct": null, "position_size_multiplier": 1.0, "caveats": [ "基准数据少于60个交易日，无法可靠判断市场状态" ] }, "relative_strength": { "status": "unavailable", "benchmark": null, "windows": {}, "trend": "unknown", "rank": null, "caveats": [ "缺少足够的标的或基准指数数据，未计算相对强度" ] }, "event_overlay": { "status": "available", "coverage": "partial", "risk_level": "unknown", "catalysts": [], "risks": [], "news": [ { "headline": "SoFi Stock Offers an ‘Attractive Entry Point’: Analyst", "source": "Benzinga", "date": "2026-08-17", "url": "https://finnhub.io/api/news?id=444de44c7763d025dfcf8e6c61028a63b2a4665079a1e116594ec17962bb9479", "category": "company" }, { "headline": "SoFi Technologies Should Continue To Outperform The Market Due To Its Growth Spurt", "source": "SeekingAlpha", "date": "2026-08-17", "url": "https://finnhub.io/api/news?id=0a083621a19aef3c35afb51f0e1588582e917bddd194a14d9e6a55f9ce00a583", "category": "company" }, { "headline": "Piper Sandler Initiates Coverage On SoFi Technologies with Overweight Rating, Announces Price Target of $22", "source": "Benzinga", "date": "2026-08-17", "url": "https://finnhub.io/api/news?id=329c9da1d3e6cd50ece9a64444b578463d3a6674f3c7bfadffc844686462be67", "category": "company" }, { "headline": "SoFi Technologies (SOFI) Rolls Out Three New Private Market Funds", "source": "Yahoo", "date": "2026-08-15", "url": "https://finnhub.io/api/news?id=060805961c971883c092c30ede1faa35abc0846612bb6a46947de22781e56a68", "category": "company" }, { "headline": "SoFi's Growth Looks Unstoppable, But One Weak Segment Keeps Me From A Strong Buy", "source": "SeekingAlpha", "date": "2026-08-15", "url": "https://finnhub.io/api/news?id=0fca1ebd9cd8508f83530e9ef9d2d255505c8e43b15d67a3842b018615cc289a", "category": "company" }, { "headline": "PayPal Stock Surged On A Profit Shift Management Had Already Spelled Out", "source": "Yahoo", "date": "2026-08-15", "url": "https://finnhub.io/api/news?id=285b919f9243b2a1f5413dadc81d84e399cfcbdfa9cb0849fa71198f58add959", "category": "company" }, { "headline": "SoFi Stock Keeps Falling Despite ‘Exceptional’ Earnings. What It Would Take to Move SOFI Again.", "source": "Yahoo", "date": "2026-08-14", "url": "https://finnhub.io/api/news?id=d7628eaecad2672dc5f17b96f12ebca7920df3314b3b60a2c26d1f301dacafd0", "category": "company" }, { "headline": "SoFi Originated a Record $10.7 Billion in Personal Loans Last Quarter. Here's Where That Credit Risk Actually Sits.", "source": "Yahoo", "date": "2026-08-14", "url": "https://finnhub.io/api/news?id=520917502329efe219b43968fae72802b94fb6ff21110b21ef925f1f0151366a", "category": "company" }, { "headline": "Private Markets Roundup: Alto Launches Private Deal Room; CAZ Teams with SoFi", "source": "Yahoo", "date": "2026-08-13", "url": "https://finnhub.io/api/news?id=9927a68bcb15eb3ea8cc6ce938276599fbdbd6a9c22d63717703839fbc1a0698", "category": "company" }, { "headline": "Truist Securities Maintains Hold on SoFi Technologies, Raises Price Target to $19", "source": "Benzinga", "date": "2026-08-12", "url": "https://finnhub.io/api/news?id=93ec0a04dc8c5d491e299dc2e74fd8c8ed3c55ab6a3cd2ba138932850bfeb198", "category": "company" } ], "sentiment": { "available": false, "note": "Finnhub free tier does not include social sentiment (requires premium plan)" }, "earnings": [ { "period": null, "date": "2026-10-26", "actual": null, "estimate": null, "surprise": null, "surprise_percent": null, "symbol": "SOFI", "status": "upcoming", "days_from_today": 68 }, { "period": "2026-06-30", "date": "2026-06-30", "actual": 0.12, "estimate": 0.1123, "surprise": 0.0077, "surprise_percent": 6.8566, "symbol": "SOFI", "status": "historical", "days_from_today": -50 }, { "period": "2026-03-31", "date": "2026-03-31", "actual": 0.12, "estimate": 0.1214, "surprise": -0.0014, "surprise_percent": -1.1532, "symbol": "SOFI", "status": "historical", "days_from_today": -141 }, { "period": "2025-12-31", "date": "2025-12-31", "actual": 0.13, "estimate": 0.1185, "surprise": 0.0115, "surprise_percent": 9.7046, "symbol": "SOFI", "status": "historical", "days_from_today": -231 }, { "period": "2025-09-30", "date": "2025-09-30", "actual": 0.11, "estimate": 0.083, "surprise": 0.027, "surprise_percent": 32.5301, "symbol": "SOFI", "status": "historical", "days_from_today": -323 } ], "earnings_surprise": { "sample_size": 4, "positive_ratio": 0.75, "mean_surprise_pct": 11.985, "latest_surprise_pct": 6.8566 }, "event_density": { "news_count": 10, "catalyst_count": 0, "risk_count": 0, "earnings_count": 5, "upcoming_earnings_count": 1 }, "event_factor": 0.2, "earnings_proximity": { "days": 68, "lock_new_entry": false }, "conflicts": [], "caveats": [], "data_as_of": "2026-08-18" }, "finnhub_news": [ { "headline": "SoFi Stock Offers an ‘Attractive Entry Point’: Analyst", "source": "Benzinga", "date": "2026-08-17", "url": "https://finnhub.io/api/news?id=444de44c7763d025dfcf8e6c61028a63b2a4665079a1e116594ec17962bb9479", "category": "company" }, { "headline": "SoFi Technologies Should Continue To Outperform The Market Due To Its Growth Spurt", "source": "SeekingAlpha", "date": "2026-08-17", "url": "https://finnhub.io/api/news?id=0a083621a19aef3c35afb51f0e1588582e917bddd194a14d9e6a55f9ce00a583", "category": "company" }, { "headline": "Piper Sandler Initiates Coverage On SoFi Technologies with Overweight Rating, Announces Price Target of $22", "source": "Benzinga", "date": "2026-08-17", "url": "https://finnhub.io/api/news?id=329c9da1d3e6cd50ece9a64444b578463d3a6674f3c7bfadffc844686462be67", "category": "company" }, { "headline": "SoFi Technologies (SOFI) Rolls Out Three New Private Market Funds", "source": "Yahoo", "date": "2026-08-15", "url": "https://finnhub.io/api/news?id=060805961c971883c092c30ede1faa35abc0846612bb6a46947de22781e56a68", "category": "company" }, { "headline": "SoFi's Growth Looks Unstoppable, But One Weak Segment Keeps Me From A Strong Buy", "source": "SeekingAlpha", "date": "2026-08-15", "url": "https://finnhub.io/api/news?id=0fca1ebd9cd8508f83530e9ef9d2d255505c8e43b15d67a3842b018615cc289a", "category": "company" }, { "headline": "PayPal Stock Surged On A Profit Shift Management Had Already Spelled Out", "source": "Yahoo", "date": "2026-08-15", "url": "https://finnhub.io/api/news?id=285b919f9243b2a1f5413dadc81d84e399cfcbdfa9cb0849fa71198f58add959", "category": "company" }, { "headline": "SoFi Stock Keeps Falling Despite ‘Exceptional’ Earnings. 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"surprise": null, "surprise_percent": null, "symbol": "SOFI", "status": "upcoming" }, { "period": "2026-06-30", "date": "2026-06-30", "actual": 0.12, "estimate": 0.1123, "surprise": 0.0077, "surprise_percent": 6.8566, "symbol": "SOFI", "status": "historical" }, { "period": "2026-03-31", "date": "2026-03-31", "actual": 0.12, "estimate": 0.1214, "surprise": -0.0014, "surprise_percent": -1.1532, "symbol": "SOFI", "status": "historical" }, { "period": "2025-12-31", "date": "2025-12-31", "actual": 0.13, "estimate": 0.1185, "surprise": 0.0115, "surprise_percent": 9.7046, "symbol": "SOFI", "status": "historical" }, { "period": "2025-09-30", "date": "2025-09-30", "actual": 0.11, "estimate": 0.083, "surprise": 0.027, "surprise_percent": 32.5301, "symbol": "SOFI", "status": "historical" } ], "portfolio_risk": { "status": "no_portfolio_supplied", "total_value": null, "sector_weights_pct": {}, "concentrated_sectors": {}, "correlations_20d": { "AMD:SOFI": 0.564, "AMD:COHR": 0.598, "AMD:OSCR": -0.005, "SOFI:COHR": 0.562, "SOFI:OSCR": 0.162, "COHR:OSCR": -0.011 }, "warnings": [], "limits": { "max_single_position_pct": 20.0, "max_sector_weight_pct": 35.0, "max_correlation_for_new_add": 0.8 } }, "position_constraint": { "position_cap_pct": null, "stop_distance_pct": null, "risk_at_cap_pct": null, "status": "unavailable", "reason": "缺少有效当前价或结构止损，无法计算仓位上限", "caveat": "这不是零仓位建议，而是没有有效交易计划", "market_regime_multiplier": 1.0 }, "context": { "horizon": "swing", "holding_status": "empty", "position_pct": 0.0, "risk_per_trade_pct": 1.0, "benchmark": null, "objective": "entry", "max_single_position_pct": 20.0, "max_sector_weight_pct": 35.0 }, "return_series_20d": [ -3.2313, -2.4605, -1.1411, 2.5516, -0.8294, -8.9008, 8.0, -0.9715, 10.5457, 3.716, -2.4064, -0.8219, 1.547, -1.4146, -0.7726, -0.2225, 2.7313, -0.7596, 0.1093, -3.55 ], "trade_plan": { "bias": "NEUTRAL", "entry_zone": {}, "entry_trigger": "", "stop": null, "stop_basis": "Ice低点 - 1×ATR缓冲（结构性止损）", "adaptive_stop": null, "adaptive_stop_basis": null, "targets": [], "risk_reward": null, "entry_status": "NO_SETUP", "trigger_confirmed": false, "trigger_volume_ratio": 0.48, "time_stop_days": 30, "invalidation_signals": [ "日线收盘跌破结构止损位", "突破后连续两日无法站稳Creek且成交量转弱", "确认链出现反向事件（UTAD/SOW/LPSY）" ], "caveats": [ "阶段置信度低，偏向降至NEUTRAL，确认链不足", "多时间框架一致性不足（≤1/3），建议半仓或观望", "空仓计划：入场后30个交易日未按预期发展时执行时间止损复核" ] }, "kelly_position": { "estimated_win_rate_pct": 40.0, "risk_reward_ratio": 2.0, "full_kelly_pct": 10.0, "half_kelly_pct": 5.0, "recommended_position_pct": 0.0, "risk_per_trade_pct": 2.5, "recommendation": "建议仓位 0.0%，止损风险待数据完整后计算", "caveats": [ "胜率为规则推算，非回测统计值，仅供参考", "仓位上限20%防止单股过度集中", "实际仓位须结合个人风险承受力与整体组合" ], "risk_position_cap_pct": null }, "conviction": { "event_coverage": "partial", "score": 24.9, "grade": "E", "action": "回避 (<35)", "components": { "technical_raw": 9.0, "fundamental": 24.5, "trade_rr": 5, "relative_strength_excess_1m": null, "event_status": "available", "market_regime": "unknown", "raw_before_haircut": 38.5, "haircut_factor": 0.648 }, "haircut_notes": [ "阶段置信度低 → ×0.8", "基准相对强度不可用 → ×0.9", "事件风险未知 → ×0.9" ] }, "quadrant": { "quadrant": "Q2?", "label": "⚠️ 等时机/逢低买（信号弱，待确认）", "reason": "好公司 + 弱趋势/低位 — 阶段置信度低，需确认链/多周期验证后再行动", "low_confidence": true }, "catalyst_warning": null, "forecast_30d": { "status": "available", "horizon_trading_days": 30, "model_version": "rule-v3.6.1", "feature_version": "features-v1", "calibration_version": "9股306窗口3轮回测校准(2026-08-18)", "edge_label": "weak_edge", "sample_size": 0, "confidence_interval": null, "direction": "上行", "direction_reasons": { "momentum_slope_20d": 0.1101, "momentum_vote": "上行", "structure": "Accumulation", "structure_vote": "上行", "bias": "NEUTRAL", "bias_vote": "中性", "total_score": 1.5 }, "probability": 0.53, "probability_basis": "9股306窗口3轮回测校准(2026-08-18)", "target_price": 19.31, "target_pct": 9.4, "basis": "20日动量外推（收缩0.5）", "clamped": false, "max_monthly_move_pct": 15, "extended_target": 18.86, "reference_range": { "low": 18.57, "high": 20.05 }, "levels": { "creek_high": 18.86, "ice_low": 14.88, "markup_1x": 25.38, "markdown_1x": 9.63 }, "momentum_slope_20d": 0.1101, "caveats": [ "这是基于历史价量与Wyckoff结构的统计推断，不是承诺或投资建议。", "目标价位为方向性参考，未包含未来财报、公告、政策等事件冲击。", "方向概率为定性估计（53%），应结合确认链和事件面复核。" ] }, "data_quality": { "quality_score": 100, "recommendation": "clean", "gate_status": "clean", "message": "数据完整性良好，可执行完整分析。", "issues": [], "warnings": [], "structural_issues": [], "missing_fundamentals": [], "present_fundamentals": [ "trailingPE", "forwardPE", "revenueGrowth", "earningsGrowth", "debtToEquity", "returnOnEquity", "grossMargins", "profitMargins" ], "coverage_ratio": 1.0, "fundamental_mode": "full", "can_analyze": true, "can_execute": true, "stale_days": 1, "zero_volume_ratio": 0.0, "quality_scope": "OHLCV完整性评分；与 four_master.coverage 及 event_overlay.status 分开", "fm_coverage_explanation": "full（核心字段覆盖100%，缺失字段视为未知，不视为无风险）", "field_sources": { "industry": "yfinance", "sector": "yfinance", "beta": "yfinance", "trailingPE": "yfinance", "forwardPE": "yfinance", "marketCap": "yfinance", "profitMargins": "yfinance", "sharesOutstanding": "yfinance", "impliedSharesOutstanding": "yfinance", "priceToBook": "yfinance", "pegRatio": "yfinance", "currentPrice": "yfinance", "debtToEquity": "yfinance", "returnOnAssets": "yfinance", "returnOnEquity": "yfinance", "earningsGrowth": "yfinance", "revenueGrowth": "yfinance", "grossMargins": "yfinance", "operatingMargins": "yfinance", "regularMarketPrice": "yfinance", "pe_trailing": "yfinance", "pe_forward": "yfinance", "revenue_growth": "yfinance", "earnings_growth": "yfinance", "debt_to_equity": "yfinance", "return_on_equity": "yfinance", "return_on_assets": "yfinance", "gross_margins": "yfinance", "operating_margins": "yfinance", "profit_margins": "yfinance", "market_cap": "yfinance", "current_price": "yfinance", "price_to_book": "yfinance", "shares_outstanding": "yfinance", "implied_shares_outstanding": "yfinance", "50ma": "yfinance", "200ma": "yfinance" } }, "data_fetched_at": "2026-08-19 23:18:15", "data_as_of": "2026-08-18", "data_source": "Tiingo (OHLCV, adjusted) + Finnhub (news/sentiment)", "ohlcv_source": "tiingo", "ohlcv_adjustment": "adjusted_ohlc", "date_convention": "ISO-8601 trading date; source exchange timezone", "field_sources": { "industry": "yfinance", "sector": "yfinance", "beta": "yfinance", "trailingPE": "yfinance", "forwardPE": "yfinance", "marketCap": "yfinance", "profitMargins": "yfinance", "sharesOutstanding": "yfinance", "impliedSharesOutstanding": "yfinance", "priceToBook": "yfinance", "pegRatio": "yfinance", "currentPrice": "yfinance", "debtToEquity": "yfinance", "returnOnAssets": "yfinance", "returnOnEquity": "yfinance", "earningsGrowth": "yfinance", "revenueGrowth": "yfinance", "grossMargins": "yfinance", "operatingMargins": "yfinance", "regularMarketPrice": "yfinance", "pe_trailing": "yfinance", "pe_forward": "yfinance", "revenue_growth": "yfinance", "earnings_growth": "yfinance", "debt_to_equity": "yfinance", "return_on_equity": "yfinance", "return_on_assets": "yfinance", "gross_margins": "yfinance", "operating_margins": "yfinance", "profit_margins": "yfinance", "market_cap": "yfinance", "current_price": "yfinance", "price_to_book": "yfinance", "shares_outstanding": "yfinance", "implied_shares_outstanding": "yfinance", "50ma": "yfinance", "200ma": "yfinance" }, "provider_status": { "ohlcv": "tiingo", "yfinance": "ok", "finnhub": "ok" }, "event_news": null, "disclaimer": "本结果为技术面研究框架的机械输出，基于历史价量+滞后财报，事件数据缺失时不得解释为没有风险；非投资建议，据此操作风险自负。" }, { "ticker": "COHR", "name": "COHR", "current_price": 306.43, "year_high": 440.0, "year_low": 84.35, "year_high_date": "2026-06-03", "year_low_date": "2025-08-20", "pct_from_high": -30.36, "pct_from_low": 263.28, "range_position": 62.4, "ma50": 334.49, "ma200": 267.48, "vs_ma50": -8.39, "vs_ma200": 14.56, "ma_trend": "Strong Uptrend", "pe_trailing": 71.94985, "pe_forward": 21.209135, "beta": 2.107, "dividend_yield": null, "revenue_growth": 0.337, "earnings_growth": 0.73, "debt_to_equity": 31.612, "profit_margins": 0.11309, "market_cap": 57910312960, "sector": "Technology", "industry": "Scientific & Technical Instruments", "phase": "Correction / Re-accumulation?", "phase_detail": "Distribution · Phase D", "phase_confidence": "low", "wyckoff_schematic": { "structure": "Distribution", "sub_phase": "D", "phase_label": "Phase D — markdown beginning (SOW confirmed, LPSY forming)", "sub_phase_label": "Phase D — markdown beginning (SOW confirmed, LPSY forming)", "setup": "主跌前夜：LPSY 缩量反弹至 Ice 下方是做空/离场点", "next_expected": "LPSY 后放量跌破 Ice → 进入 Phase E 主跌", "confidence": "high", "contradiction": null, "evidence": [ "BC/PSY 滞涨", "AR 自动回调", "ST 缩量反弹", "SOW 放量破位", "LPSY 缩量反弹" ], "summary": "Distribution · Phase D — markdown beginning (SOW confirmed, LPSY forming)" }, "decision_phase": "Distribution · Phase D — markdown beginning (SOW confirmed, LPSY forming)", "phase_conflict": true, "phase_conflict_reason": 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"high": 440.0, "low": 439.68, "confidence": "low" }, "ice": { "high": 343.51, "low": 335.48, "confidence": "moderate" }, "price_vs_creek": "below_zone -30.3%", "price_vs_ice": "below_zone -8.7%" }, "cause_effect": { "trading_range": { "high": 440.0, "low": 215.55, "width_pct": 104.1, "cause_volume_multiplier": 1.0 }, "markup_targets": [ { "level": "1.0x", "price": 664.45, "pct_from_current": 116.8 }, { "level": "1.618x", "price": 803.16, "pct_from_current": 162.1 }, { "level": "2.0x", "price": 888.9, "pct_from_current": 190.1 } ], "markdown_targets": [ { "level": "1.0x", "price": -8.9, "pct_from_current": -102.9 }, { "level": "1.618x", "price": -147.61, "pct_from_current": -148.2 }, { "level": "2.0x", "price": -233.35, "pct_from_current": -176.2 } ], "strongest_sos": { "date": "2026-08-07", "close": 379.13, "pct": 13.437256896654887, "vol_ratio": 1.6290268564370438 }, "strongest_sow": { "date": "2026-08-10", "close": 325.15, "pct": 14.237860364518774, "vol_ratio": 1.4247656445568213 } }, "pnf_target": { "method": "P&F横向计数法（简化估算）", "box_size": 3.278, "box_size_pct": 1.0, "reversal_boxes": 3, "estimated_columns": 37, "range_high": 440.0, "range_low": 215.55, "target_distance": 363.83, "markup_target": 803.83, "markup_upside_pct": 162.3, "markdown_target": -148.28, "markdown_downside_pct": -148.4, "note": "简化估算；精确P&F需逐笔构建。与cause_effect结果交叉验证：二者一致时置信度更高。" }, "multi_timeframe": { "monthly": { "trend": "Strong Bull", "change_pct": 22.5, "lookback_days": 120 }, "weekly": { "position_pct": 59.5, "structure": "Mid-range — Phase B building cause", "volume_trend": "expanding", "weeks_analyzed": 12 }, "daily": { "position_pct": 50.2, "volume_trend": "rising", "signal": "Neutral — no clear daily signal" }, "alignment": "Two of three bullish — high confidence, normal position", "bullish_count": 2, "bearish_count": 0, "monthly_veto": false }, "confirmation_chain": { "confirmed_links": 5, "dominant_structure": "distribution", "confidence": "high", "note": "", "accumulation": { "chain": { "SC": true, "SC_context": "post_distribution: 此SC出现在分布阶段后，是Mark Down中的卖出高潮，尚不构成积累起点；需等AR→ST序列才能确认积累Phase A", "AR": { "found": true, "date": "2026-03-24", "pct": 7.37 }, "ST": { "found": true, "date": "2026-03-25", "vol_ratio": 0.96 }, "Spring": { "found": true, "date": "2026-03-30", "break_low": 215.55, "recovery_date": "2026-04-01" }, "SOS": { "found": false }, "BUEC": { "found": false }, "LPS": { "found": false }, "JOC": { "found": false } }, "chain_complete": 4, "verdict": "Chain partial — key links present but gaps remain" }, "distribution": { "chain": { "BC": true, "AR": { "found": true, "date": "2026-08-13", "pct": -7.99 }, "ST": { "found": true, "date": "2026-08-17", "vol_ratio": 1.55 }, "UTAD": { "found": false }, "SOW": { "found": true, "date": "2026-07-28", "close": 243.33, "vol_ratio": 1.51 }, "LPSY": { "found": true, "date": "2026-07-23", "close": 313.22 } }, "chain_complete": 5, "verdict": "Chain confirmed — Distribution structure complete" } }, "ps_psy": { "PS": { "date": "2025-11-05", "close": 134.63, "vol_ratio": 1.58, "decline_pct": 69.4, "close_position": 0.65 }, "PSY": { "date": "2026-03-04", "close": 274.86, "vol_ratio": 1.9, "advance_pct": 24.6, "close_position": 0.36 } }, "spring_classification": { "type": "Spring", "events": [ { "date": "2026-03-27", "low": 239.39, "pct_below_sc": 0.7, "vol_ratio": 0.98, "recovery_date": "2026-03-27", "recovery_close": 243.48 } ], "interpretation": "Spring detected: 2026-03-27 broke SC low by 0.7%, recovered by 2026-03-27. Volume 0.98x avg (< 50% of SC vol). STRONG ACCUMULATION SIGNAL — CO engineered false breakdown to trigger stops. Buy on LPS pullback.", "signal": "STRONG_BUY" }, "co_intent": { "phase": "Correction / Re-accumulation?", "co_goal": "Unclear — waiting for structure to develop", "co_behavior": "Likely testing both sides, building cause", "retail_behavior": "Confused, range-bound trading", "verification": "No clear phase — insufficient data for CO intent", "contradiction": null }, "trapped_traders": { "events": [ { "date": "2026-07-29", "type": "False breakdown (trapped sellers)", "breakdown_level": 228.23, "breakdown_close": 222.05, "next_close": 249.06, "stop_cluster_above": 235.08, "fuel_for": "Short-term rally", "severity": "moderate" }, { "date": "2026-08-06", "type": "Spring (trapped sellers)", "breakdown_level": 335.48, "breakdown_close": 334.22, "next_close": 379.13, "stop_cluster_above": 345.54, "fuel_for": "Mark Up", "severity": "moderate" }, { "date": "2026-08-07", "type": "False breakout (trapped buyers)", "breakout_level": 354.47, "breakout_close": 379.13, "next_close": 325.15, "stop_cluster_below": 343.84, "fuel_for": "Short-term decline", "severity": "moderate" }, { "date": "2026-08-11", "type": "Spring (trapped sellers)", "breakdown_level": 335.48, "breakdown_close": 328.57, "next_close": 355.64, "stop_cluster_above": 345.54, "fuel_for": "Mark Up", "severity": "high" }, { "date": "2026-08-14", "type": "Spring (trapped sellers)", "breakdown_level": 335.48, "breakdown_close": 325.83, "next_close": 351.22, "stop_cluster_above": 345.54, "fuel_for": "Mark Up", "severity": "high" } ], "active_traps": [ { "date": "2026-07-29", "type": "False breakdown (trapped sellers)", "breakdown_level": 228.23, "breakdown_close": 222.05, "next_close": 249.06, "stop_cluster_above": 235.08, "fuel_for": "Short-term rally", "severity": "moderate" }, { "date": "2026-08-07", "type": "False breakout (trapped buyers)", "breakout_level": 354.47, "breakout_close": 379.13, "next_close": 325.15, "stop_cluster_below": 343.84, "fuel_for": "Short-term decline", "severity": "moderate" }, { "date": "2026-08-14", "type": "Spring (trapped sellers)", "breakdown_level": 335.48, "breakdown_close": 325.83, "next_close": 351.22, "stop_cluster_above": 345.54, "fuel_for": "Mark Up", "severity": "high" } ], "summary": "7 false breakouts in last 60 days" }, "character_change": { "detected": false, "changes": [], "quarterly_metrics": [ { "period": "2026-05-22 to 2026-08-18", "up_down_vol_ratio": 0.961, "avg_pullback_pct": 12.58, "avg_up_streak": 1, "avg_down_streak": 1 }, { "period": "2026-02-26 to 2026-05-21", "up_down_vol_ratio": 0.79, "avg_pullback_pct": 8.7, "avg_up_streak": 1, "avg_down_streak": 1 }, { "period": "2025-11-28 to 2026-02-25", "up_down_vol_ratio": 0.919, "avg_pullback_pct": 6.39, "avg_up_streak": 1, "avg_down_streak": 1 }, { "period": "2025-09-04 to 2025-11-26", "up_down_vol_ratio": 1.006, "avg_pullback_pct": 6.69, "avg_up_streak": 1, "avg_down_streak": 1 } ], "interpretation": "No structural change detected — phase continuity likely" }, "volume_by_price": { "window": "2026-02-26 to 2026-08-18", "price_range": "215.55 - 440.0", "current_zone": "Normal volume zone", "HVN": [ { "price_low": 249.22, "price_high": 260.44, "volume": 88642897.0 }, { "price_low": 238.0, "price_high": 249.22, "volume": 70912018.0 }, { "price_low": 260.44, "price_high": 271.66, "volume": 62589433.0 } ], "LVN": [ { "price_low": 417.56, "price_high": 428.78, "volume": 8433604.0 }, { "price_low": 215.55, "price_high": 226.77, "volume": 6674789.0 }, { "price_low": 428.78, "price_high": 440.0, "volume": 4869151.0 } ], "bins": [ { "price_low": 215.55, "price_high": 226.77, "volume": 6674789.0 }, { "price_low": 226.77, "price_high": 238.0, "volume": 19677670.0 }, { "price_low": 238.0, "price_high": 249.22, "volume": 70912018.0 }, { "price_low": 249.22, "price_high": 260.44, "volume": 88642897.0 }, { "price_low": 260.44, "price_high": 271.66, "volume": 62589433.0 }, { "price_low": 271.66, "price_high": 282.89, "volume": 49696688.0 }, { "price_low": 282.88, "price_high": 294.11, "volume": 27926282.0 }, { "price_low": 294.11, "price_high": 305.33, "volume": 24629177.0 }, { "price_low": 305.33, "price_high": 316.55, "volume": 50064041.0 }, { "price_low": 316.55, "price_high": 327.78, "volume": 58846155.0 }, { "price_low": 327.77, "price_high": 339.0, "volume": 61501473.0 }, { "price_low": 339.0, "price_high": 350.22, "volume": 60809222.0 }, { "price_low": 350.22, "price_high": 361.44, "volume": 56058394.0 }, { "price_low": 361.44, "price_high": 372.67, "volume": 41718868.0 }, { "price_low": 372.67, "price_high": 383.89, "volume": 51066538.0 }, { "price_low": 383.89, "price_high": 395.11, "volume": 44396445.0 }, { "price_low": 395.11, "price_high": 406.33, "volume": 23673450.0 }, { "price_low": 406.33, "price_high": 417.56, "volume": 17056021.0 }, { "price_low": 417.56, "price_high": 428.78, "volume": 8433604.0 }, { "price_low": 428.78, "price_high": 440.0, "volume": 4869151.0 } ] }, "stop_hunts": { "events": [], "count": 0, "implication": "No stop hunt patterns detected" }, "four_master": { "duan_yongping": { "score": 3.0, "rating": 3.0, "max": 6, "details": [ "→ 行业阈值: 科技软件：高毛利护城河，低杠杆优先", "⚠️ 毛利率 37.5% — 中等定价能力", "❌ ROE 8.0% — 资本效率低", "⚠️ D/E 31.6% — 适度杠杆", "❌ OCF/NI 0.10 — 盈利质量差，警惕应收款膨胀", "✅ 净利率 11.3% > 10%", "✅ 营收增速 33.7% > 5%" ], "industry_profile": "科技软件：高毛利护城河，低杠杆优先" }, "buffett": { "score": 1.0, "rating": 2.0, "max": 4, "details": [ "✅ PEG 0.92 < 1.2 — 合理成长溢价", "❌ 负向股东收益 — 无安全边际", "→ PE交叉验证: 21.2（主要依赖PEG评分）", "⚠️ EV/EBITDA 43.5x > 20 — 高溢价", "→ D/E 31.6% — 杠杆适中" ] }, "munger": { "score": 3.0, "rating": 4.0, "max": 4.5, "details": [ "✅ 无明显财务困境信号", "⚠️ ROE/ROA=2.4x — 适度杠杆贡献", "⚠️ 毛利率 37% — 中等竞争地位", "⚠️ 1 项管理层风险 — 需监控", "✅ 盈利和营收双增长 — 护城河完好" ], "risks": [ "自由现金流为负 — 现金消耗，可能需要摊薄融资" ] }, "lilu": { "score": 3.5, "rating": 5.0, "max": 4, "details": [ "✅ Revenue +34% — expanding", "✅ Earnings +73%", "⚠️ Beta 2.11 — highly volatile", "⚠️ Sector \"Technology\" — complex, requires deep expertise", "✅ In Technology with strong growth — aligned with progress" ] }, "composite": 3.5, "coverage": "high", "coverage_note": "full（核心字段覆盖100%，缺失字段视为未知，不视为无风险）", "owner_earnings": { "method": "FCF-based", "owner_earnings": -649981632, "oe_yield": -1.12, "risk_free_comparison": "Negative: Owner earnings negative — no margin of safety", "details": [ "Free Cash Flow: $-649,981,632", "FCF Yield: -1.12%", "Net Debt: $1,562,648,832" ] }, "dcf": { "method": "DCF (FCF三情景)", "scenarios": {}, "probability_weighted_value": null, "margin_of_safety": null, "recommendation": null, "caveats": [ "亏损或无FCF股票建议用PS/EV-Sales估值替代" ], "sanity_check": { "status": "not_checked", "warnings": [] }, "error": "FCF非正，DCF不适用" }, "breakdown": { "段永平_商业模式": 3.0, "巴菲特_估值": 2.0, "芒格_风险": 4.0, "李录_确定性": 5.0 }, "industry_profile": "科技软件：高毛利护城河，低杠杆优先" }, "fundamental_quality": { "status": "complete", "coverage_ratio": 1.0, "present_fields": [ "trailingPE", "forwardPE", "revenueGrowth", "earningsGrowth", "debtToEquity", "returnOnEquity", "grossMargins", "profitMargins" ], "missing_fields": [], "industry_key": "technology", "industry_required_metrics": [ "arr", "netRevenueRetention", "customerConcentration", "freeCashflow" ], "industry_available_metrics": { "freeCashflow": -649981632 }, "industry_missing_metrics": [ "arr", "netRevenueRetention", "customerConcentration" ], "flags": [ "自由现金流为负" ], "caveats": [] }, "market_regime": { "status": "unavailable", "benchmark": null, "regime": "unknown", "trend": "unknown", "sma50": null, "sma200": null, "return_20d_pct": null, "return_60d_pct": null, "annualized_volatility_pct": null, "position_size_multiplier": 1.0, "caveats": [ "基准数据少于60个交易日，无法可靠判断市场状态" ] }, "relative_strength": { "status": "unavailable", "benchmark": null, "windows": {}, "trend": "unknown", "rank": null, "caveats": [ "缺少足够的标的或基准指数数据，未计算相对强度" ] }, "event_overlay": { "status": "available", "coverage": "partial", "risk_level": "unknown", "catalysts": [], "risks": [], "news": [ { "headline": "Wall Street Sinks as 30-Year Yield Hits 19-Year High, Chip Names Crumble", "source": "ChartMill", "date": "2026-08-19", "url": "https://finnhub.io/api/news?id=62931e0861f4d587e501c84a06cf467fff02e73396bc22fd37f2c5a19c943e4b", "category": "company" }, { "headline": "Discover which S&P500 stocks are making waves on Tuesday.", "source": "ChartMill", "date": "2026-08-19", "url": "https://finnhub.io/api/news?id=0c34c0b3b03ebf33b5cdb2e2aa62df9dea0c5b400ba5098836973b6aae6b94b7", "category": "company" }, { "headline": "Here’s How Much You Would Have Made Owning Coherent Stock In The Last 20 Years", "source": "Benzinga", "date": "2026-08-19", "url": "https://finnhub.io/api/news?id=6f73bc54df5b1d32e4595b1db64d95d2eef2f57462d082e7067913d099ce889e", "category": "company" }, { "headline": "Stay informed with the top movers within the S&P500 index on Tuesday.", "source": "ChartMill", "date": "2026-08-19", "url": "https://finnhub.io/api/news?id=fca39c0b151eec8262878ba40ac18260199ffcf7927c70595271e1c7c746f5ee", "category": "company" }, 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"category": "company" }, { "headline": "Stay informed with the top movers within the S&P500 index on Tuesday.", "source": "ChartMill", "date": "2026-08-19", "url": "https://finnhub.io/api/news?id=fca39c0b151eec8262878ba40ac18260199ffcf7927c70595271e1c7c746f5ee", "category": "company" }, { "headline": "What's going on in today's session: S&P500 gap up and gap down stocks", "source": "ChartMill", "date": "2026-08-18", "url": "https://finnhub.io/api/news?id=9626c0be69139cdf2d6bf2fa947d6449bd83c3f1019a1f0e25e374ce40d657cc", "category": "company" }, { "headline": "Coherent: AI Demand Is Outrunning Its Factories", "source": "SeekingAlpha", "date": "2026-08-18", "url": "https://finnhub.io/api/news?id=243f66202f5318fcd2bb54be24ece93941623c5771cd4711318fd9987e23581a", "category": "company" }, { "headline": "Stocks making the biggest moves midday: Meta, Amylyx, Baidu, Klarna, Coherent, Sandisk & more", "source": "CNBC", "date": "2026-08-18", "url": "https://finnhub.io/api/news?id=c72c281529f57a71ec992c40b253a421c53b8fa4b522b66a5a9c0b159bc2e730", "category": "company" }, { "headline": "Nasdaq Drops, Chip Stocks Crater As Bond Yields Bite: Stock Market Today", "source": "Benzinga", "date": "2026-08-18", "url": "https://finnhub.io/api/news?id=a1e896aa71ebecc79b309653ec4b85bc10559029986ca2b2de4dd3a0e243df93", "category": "company" }, { "headline": "Get insights into the top movers in the S&P500 index of Tuesday's pre-market session.", "source": "ChartMill", "date": "2026-08-18", "url": "https://finnhub.io/api/news?id=3936e512a9b5c4ee4d76db468d0fde3622ff0d21217400bb9fb34ea96ffe8977", "category": "company" }, { "headline": "Chip Rally Broadens: AI Infrastructure Supply-Chain Names Are Leading the Market", "source": "ChartMill", "date": "2026-08-18", "url": "https://finnhub.io/api/news?id=8b464cc9ba12dc7fc48f2f4bcd41991c3464a7427f3e8ec3c64de7216b8f61cc", "category": "company" } ], "finnhub_sentiment": { "available": false, "note": "Finnhub free tier does not include social sentiment (requires premium plan)" }, "finnhub_earnings": [ { "period": null, "date": "2026-11-03", "actual": null, "estimate": null, "surprise": null, "surprise_percent": null, "symbol": "COHR", "status": "upcoming" }, { "period": "2026-06-30", "date": "2026-06-30", "actual": 1.74, "estimate": 1.6474, "surprise": 0.0926, "surprise_percent": 5.621, "symbol": "COHR", "status": "historical" }, { "period": "2026-03-31", "date": "2026-03-31", "actual": 1.41, "estimate": 1.4251, "surprise": -0.0151, "surprise_percent": -1.0596, "symbol": "COHR", "status": "historical" }, { "period": "2025-12-31", "date": "2025-12-31", "actual": 1.29, "estimate": 1.2318, "surprise": 0.0582, "surprise_percent": 4.7248, "symbol": "COHR", "status": "historical" }, { "period": "2025-09-30", "date": "2025-09-30", "actual": 1.16, "estimate": 1.0623, "surprise": 0.0977, "surprise_percent": 9.197, "symbol": "COHR", "status": "historical" } ], "portfolio_risk": { "status": "no_portfolio_supplied", "total_value": null, "sector_weights_pct": {}, "concentrated_sectors": {}, "correlations_20d": { "AMD:SOFI": 0.564, "AMD:COHR": 0.598, "AMD:OSCR": -0.005, "SOFI:COHR": 0.562, "SOFI:OSCR": 0.162, "COHR:OSCR": -0.011 }, "warnings": [], "limits": { "max_single_position_pct": 20.0, "max_sector_weight_pct": 35.0, "max_correlation_for_new_add": 0.8 } }, "position_constraint": { "position_cap_pct": null, "stop_distance_pct": null, "risk_at_cap_pct": null, "status": "unavailable", "reason": "缺少有效当前价或结构止损，无法计算仓位上限", "caveat": "这不是零仓位建议，而是没有有效交易计划", "market_regime_multiplier": 1.0 }, "context": { "horizon": "swing", "holding_status": "empty", "position_pct": 0.0, "risk_per_trade_pct": 1.0, "benchmark": null, "objective": "entry", "max_single_position_pct": 20.0, "max_sector_weight_pct": 35.0 }, "return_series_20d": [ -1.5857, 0.3299, -9.8429, -3.9237, -10.3129, -8.7453, 12.1639, 5.5529, 9.6048, 12.3516, 1.387, 1.828, 13.4373, -14.2379, 1.0518, 8.2387, -7.9884, -0.4278, 7.7924, -12.7527 ], "trade_plan": { "bias": "NEUTRAL", "entry_zone": {}, "entry_trigger": "", "stop": null, "stop_basis": "Ice低点 - 1×ATR缓冲（结构性止损）", "adaptive_stop": null, "adaptive_stop_basis": null, "targets": [], "risk_reward": null, "entry_status": "NO_SETUP", "trigger_confirmed": false, "trigger_volume_ratio": 1.31, "time_stop_days": 30, "invalidation_signals": [ "日线收盘跌破结构止损位", "突破后连续两日无法站稳Creek且成交量转弱", "确认链出现反向事件（UTAD/SOW/LPSY）" ], "caveats": [ "阶段置信度低，偏向降至NEUTRAL，确认链不足", "空仓计划：入场后30个交易日未按预期发展时执行时间止损复核" ] }, "kelly_position": { "estimated_win_rate_pct": 50.0, "risk_reward_ratio": 2.0, "full_kelly_pct": 25.0, "half_kelly_pct": 12.5, "recommended_position_pct": 0.0, "risk_per_trade_pct": 6.25, "recommendation": "建议仓位 0.0%，止损风险待数据完整后计算", "caveats": [ "胜率为规则推算，非回测统计值，仅供参考", "仓位上限20%防止单股过度集中", "实际仓位须结合个人风险承受力与整体组合" ], "risk_position_cap_pct": null }, "conviction": { "event_coverage": "partial", "score": 33.6, "grade": "E", "action": "回避 (<35)", "components": { "technical_raw": 25.0, "fundamental": 21.9, "trade_rr": 5, "relative_strength_excess_1m": null, "event_status": "available", "market_regime": "unknown", "raw_before_haircut": 51.9, "haircut_factor": 0.648 }, "haircut_notes": [ "阶段置信度低 → ×0.8", "基准相对强度不可用 → ×0.9", "事件风险未知 → ×0.9" ] }, "quadrant": { "quadrant": "Q2", "label": "⚠️ 等时机/逢低买（结构转派发，先观望）", "reason": "好公司 + 强趋势 — 阶段置信度低，需确认链/多周期验证后再行动 — 但子阶段为 Distribution · Phase D — markdown beginning (SOW confirmed, LPSY forming)，技术面已转派发，象限由 Q1 下调至 Q2", "low_confidence": true, "schematic_override": true }, "catalyst_warning": null, "forecast_30d": { "status": "available", "horizon_trading_days": 30, "model_version": "rule-v3.6.1", "feature_version": "features-v1", "calibration_version": "9股306窗口3轮回测校准(2026-08-18)", "edge_label": "no_edge", "sample_size": 0, "confidence_interval": null, "direction": "震荡", "direction_reasons": { "momentum_slope_20d": 4.0344, "momentum_vote": "上行", "structure": "Distribution", "structure_vote": "下行", "bias": "NEUTRAL", "bias_vote": "中性", "total_score": 0.5 }, "probability": 0.5, "probability_basis": "9股306窗口3轮回测校准(2026-08-18)", "target_price": 306.43, "target_pct": 0.0, "basis": "方向信号不足，按区间震荡处理", "clamped": true, "max_monthly_move_pct": 15, "extended_target": null, "reference_range": { "low": 222.05, "high": 379.13 }, "levels": { "creek_high": 440.0, "ice_low": 335.48, "markup_1x": 664.45, "markdown_1x": -8.9 }, "momentum_slope_20d": 4.0344, "caveats": [ "这是基于历史价量与Wyckoff结构的统计推断，不是承诺或投资建议。", "目标价位为方向性参考，未包含未来财报、公告、政策等事件冲击。", "方向概率为定性估计（50%），应结合确认链和事件面复核。", "结构目标 366.95 超出单月合理幅度（±15%），已收敛至 306.43；完整结构目标见 extended_target" ] }, "data_quality": { "quality_score": 100, "recommendation": "clean", "gate_status": "clean", "message": "数据完整性良好，可执行完整分析。", "issues": [], "warnings": [], "structural_issues": [], "missing_fundamentals": [], "present_fundamentals": [ "trailingPE", "forwardPE", "revenueGrowth", "earningsGrowth", "debtToEquity", "returnOnEquity", "grossMargins", "profitMargins" ], "coverage_ratio": 1.0, "fundamental_mode": "full", "can_analyze": true, "can_execute": true, "stale_days": 1, "zero_volume_ratio": 0.0, "quality_scope": "OHLCV完整性评分；与 four_master.coverage 及 event_overlay.status 分开", "fm_coverage_explanation": "full（核心字段覆盖100%，缺失字段视为未知，不视为无风险）", "field_sources": { "industry": "yfinance", "sector": "yfinance", "beta": "yfinance", "trailingPE": "yfinance", "forwardPE": "yfinance", "marketCap": "yfinance", "profitMargins": "yfinance", "sharesOutstanding": "yfinance", "impliedSharesOutstanding": "yfinance", "priceToBook": "yfinance", "pegRatio": "yfinance", "currentPrice": "yfinance", "debtToEquity": "yfinance", "returnOnAssets": "yfinance", "returnOnEquity": "yfinance", "revenueGrowth": "yfinance", "grossMargins": "yfinance", "operatingMargins": "yfinance", "earningsGrowth": "alpha_vantage", "evToEbitda": "alpha_vantage", "pe_trailing": "yfinance", "pe_forward": "yfinance", "revenue_growth": "yfinance", "earnings_growth": "alpha_vantage", "debt_to_equity": "yfinance", "return_on_equity": "yfinance", "return_on_assets": "yfinance", "gross_margins": "yfinance", "operating_margins": "yfinance", "profit_margins": "yfinance", "market_cap": "yfinance", "current_price": "yfinance", "ev_to_ebitda": "alpha_vantage", "price_to_book": "yfinance", "shares_outstanding": "yfinance", "implied_shares_outstanding": "yfinance", "50ma": "yfinance", "200ma": "yfinance" } }, "data_fetched_at": "2026-08-19 23:18:08", "data_as_of": "2026-08-18", "data_source": "Tiingo (OHLCV, adjusted) + Alpha Vantage (US fundamentals) + Finnhub (news/sentiment)", "ohlcv_source": "tiingo", "ohlcv_adjustment": "adjusted_ohlc", "date_convention": "ISO-8601 trading date; source exchange timezone", "field_sources": { "industry": "yfinance", "sector": "yfinance", "beta": "yfinance", "trailingPE": "yfinance", "forwardPE": "yfinance", "marketCap": "yfinance", "profitMargins": "yfinance", "sharesOutstanding": "yfinance", "impliedSharesOutstanding": "yfinance", "priceToBook": "yfinance", "pegRatio": "yfinance", "currentPrice": "yfinance", "debtToEquity": "yfinance", "returnOnAssets": "yfinance", "returnOnEquity": "yfinance", "revenueGrowth": "yfinance", "grossMargins": "yfinance", "operatingMargins": "yfinance", "earningsGrowth": "alpha_vantage", "evToEbitda": "alpha_vantage", "pe_trailing": "yfinance", "pe_forward": "yfinance", "revenue_growth": "yfinance", "earnings_growth": "alpha_vantage", "debt_to_equity": "yfinance", "return_on_equity": "yfinance", "return_on_assets": "yfinance", "gross_margins": "yfinance", "operating_margins": "yfinance", "profit_margins": "yfinance", "market_cap": "yfinance", "current_price": "yfinance", "ev_to_ebitda": "alpha_vantage", "price_to_book": "yfinance", "shares_outstanding": "yfinance", "implied_shares_outstanding": "yfinance", "50ma": "yfinance", "200ma": "yfinance" }, "provider_status": { "ohlcv": "tiingo", "yfinance": "ok", "alpha_vantage": "ok", "finnhub": "ok" }, "event_news": null, "disclaimer": "本结果为技术面研究框架的机械输出，基于历史价量+滞后财报，事件数据缺失时不得解释为没有风险；非投资建议，据此操作风险自负。" }, { "ticker": "OSCR", "name": "OSCR", "current_price": 31.28, "year_high": 33.27, "year_low": 10.69, "year_high_date": "2026-08-14", "year_low_date": "2026-03-30", "pct_from_high": -5.98, "pct_from_low": 192.61, "range_position": 91.2, "ma50": 29.71, "ma200": 19.51, "vs_ma50": 5.28, "vs_ma200": 60.35, "ma_trend": "Strong Uptrend", "pe_trailing": 24.253847, "pe_forward": 16.754345, "beta": 2.385, "dividend_yield": null, "revenue_growth": 0.704, "earnings_growth": 1.256, "debt_to_equity": null, "profit_margins": 0.036, "market_cap": 9731576832, "sector": "HEALTHCARE", "industry": "HEALTHCARE PLANS", "phase": "Mark Up", "phase_detail": "Accumulation · Phase C", "phase_confidence": "medium", "wyckoff_schematic": { "structure": "Accumulation", "sub_phase": "C", "phase_label": "Phase C — Spring/Shakeout (supply test)", "sub_phase_label": "Phase C — Spring/Shakeout (supply test)", "setup": "Spring 后是教科书级低吸点：止损放 Spring 低点下方，博弈 SOS 启动", "next_expected": "Spring 后应出现放量反弹（SOS 雏形），确认 CO 已完成洗盘", "confidence": "low", "contradiction": "确认链偏向 Distribution（acc=4/dist=6）但当前阶段为 Mark Up → 可能是旧结构残留或结构正在转换，置信度下调", "evidence": [ "SC/PS 止跌", "AR 自动反弹", "ST 缩量回测", "Phase C 测试(Spring)" ], "summary": "Accumulation · Phase C — Spring/Shakeout (supply test)" }, "decision_phase": "Accumulation · Phase C — Spring/Shakeout (supply test)", "phase_conflict": false, "phase_conflict_reason": null, "vol_on_decline_ratio": 0.93, "supply_demand_index": { "latest_20d_ratio": 1.1, "sd_trend": "falling", "interpretation": "Balanced", "daily_ratios": [ 0.985, 1.005, 0.945, 0.765, 0.913, 0.84, 0.761, 0.814, 0.853, 0.913, 0.903, 0.763, 0.996, 0.909, 0.97, 1.045, 1.27, 1.286, 1.223, 1.1 ] }, "recent_trend_20d": 6.03, "vol_trend_20d": 4.02, "quarterly_returns": [ 38.16, 62.08, -27.94, -1.2 ], "top_vol_events": [ { "date": "2025-07-22", "type": "BC", "close": 14.7, "volume": 82717535, "vol_mult": 6.89, "pct_change": 7.93, "idx": 5 }, { "date": "2025-07-18", "type": "HIGH_VOL", "close": 13.42, "volume": 65476680, "vol_mult": 5.45, "pct_change": -3.24, "idx": 3 }, { "date": "2025-11-24", "type": "BC", "close": 16.49, "volume": 58670763, "vol_mult": 4.89, "pct_change": 22.33, "idx": 93 }, { "date": "2025-07-23", "type": "BC", "close": 15.87, "volume": 50743639, "vol_mult": 4.23, "pct_change": 7.96, "idx": 6 }, { "date": "2025-11-10", "type": "SC", "close": 14.61, "volume": 49510162, "vol_mult": 4.12, "pct_change": -17.55, "idx": 83 } ], "post_climax_analysis": [ { "event_date": "2025-07-22", "event_type": "BC", "next_date": "2025-07-23", "next_pct": 7.96, "next_vol_mult": 4.23 }, { "event_date": "2025-07-18", "event_type": "HIGH_VOL", "next_date": "2025-07-21", "next_pct": 1.49, "next_vol_mult": 4.01 }, { "event_date": "2025-11-24", "event_type": "BC", "next_date": "2025-11-25", "next_pct": 1.46, "next_vol_mult": 1.14 }, { "event_date": "2025-07-23", "event_type": "BC", "next_date": "2025-07-24", "next_pct": -10.52, "next_vol_mult": 3.54 }, { "event_date": "2025-11-10", "event_type": "SC", "next_date": "2025-11-11", "next_pct": 1.64, "next_vol_mult": 1.42 } ], "effort_vs_result": { "date": "2025-07-22", "volume_mult": 6.89, "price_change_pct": 7.93, "interpretation": "BC" }, "trading_range_60d": { "high": 33.27, "low": 20.09, "range_pct": 65.6 }, "creek_ice": { "creek": { "high": 33.1, "low": 31.94, "confidence": "moderate" }, "ice": { "high": 28.0, "low": 27.65, "confidence": "moderate" }, "price_vs_creek": "below_zone -2.1%", "price_vs_ice": "above_zone +11.7%" }, "cause_effect": { "trading_range": { "high": 33.27, "low": 10.69, "width_pct": 211.2, "cause_volume_multiplier": 1.0 }, "markup_targets": [ { "level": "1.0x", "price": 55.85, "pct_from_current": 78.5 }, { "level": "1.618x", "price": 69.8, "pct_from_current": 123.2 }, { "level": "2.0x", "price": 78.43, "pct_from_current": 150.7 } ], "markdown_targets": [ { "level": "1.0x", "price": -11.89, "pct_from_current": -138.0 }, { "level": "1.618x", "price": -25.84, "pct_from_current": -182.6 }, { "level": "2.0x", "price": -34.47, "pct_from_current": -210.2 } ], "strongest_sos": { "date": "2026-07-28", "close": 31.4, "pct": 10.797459421312627, "vol_ratio": 1.1001007879949938 }, "strongest_sow": { "date": "2026-08-06", "close": 26.54, "pct": 11.856526071072734, "vol_ratio": 2.402056749498869 } }, "pnf_target": { "method": "P&F横向计数法（简化估算）", "box_size": 0.22, "box_size_pct": 1.0, "reversal_boxes": 3, "estimated_columns": 24, "range_high": 33.27, "range_low": 10.69, "target_distance": 15.83, "markup_target": 49.1, "markup_upside_pct": 57.0, "markdown_target": -5.14, "markdown_downside_pct": -116.4, "note": "简化估算；精确P&F需逐笔构建。与cause_effect结果交叉验证：二者一致时置信度更高。" }, "multi_timeframe": { "monthly": { "trend": "Strong Bull", "change_pct": 129.0, "lookback_days": 120 }, "weekly": { "position_pct": 86.9, "structure": "Near range high — potential Distribution or Mark Up extension", "volume_trend": "neutral", "weeks_analyzed": 12 }, "daily": { "position_pct": 74.8, "volume_trend": "normal", "signal": "Neutral — no clear daily signal" }, "alignment": "One of three bullish — mixed signals, half position only", "bullish_count": 1, "bearish_count": 0, "monthly_veto": false }, "confirmation_chain": { "confirmed_links": 6, "dominant_structure": "distribution", "confidence": "high", "note": "", "accumulation": { "chain": { "SC": true, "SC_context": "post_distribution: 此SC出现在分布阶段后，是Mark Down中的卖出高潮，尚不构成积累起点；需等AR→ST序列才能确认积累Phase A", "AR": { "found": true, "date": "2025-11-12", "pct": 3.35 }, "ST": { "found": true, "date": "2025-11-28", "vol_ratio": 0.5 }, "Spring": { "found": true, "date": "2025-11-13", "break_low": 13.81, "recovery_date": "2025-11-18" }, "SOS": { "found": false }, "BUEC": { "found": false }, "LPS": { "found": false }, "JOC": { "found": false } }, "chain_complete": 4, "verdict": "Chain partial — key links present but gaps remain" }, "distribution": { "chain": { "BC": true, "AR": { "found": true, "date": "2025-07-24", "pct": -3.4 }, "ST": { "found": true, "date": "2025-07-23", "vol_ratio": 4.23 }, "UTAD": { "found": true, "date": "2025-07-23", "break_high": 15.87, "reversal_date": "2025-07-24" }, "SOW": { "found": true, "date": "2026-08-06", "close": 26.54, "vol_ratio": 1.35 }, "LPSY": { "found": true, "date": "2026-07-27", "close": 28.34 } }, "chain_complete": 6, "verdict": "Chain confirmed — Distribution structure complete" } }, "ps_psy": { "PS": { "date": "2025-09-03", "close": 17.68, "vol_ratio": 1.61, "decline_pct": 46.9, "close_position": 0.89 }, "PSY": null }, "spring_classification": { "type": "Spring", "events": [ { "date": "2025-12-29", "low": 14.3, "pct_below_sc": 1.4, "vol_ratio": 0.68, "recovery_date": "2025-12-29", "recovery_close": 14.53 }, { "date": "2025-12-30", "low": 14.4, "pct_below_sc": 0.7, "vol_ratio": 0.43, "recovery_date": "2025-12-30", "recovery_close": 14.51 }, { "date": "2025-12-31", "low": 14.17, "pct_below_sc": 2.3, "vol_ratio": 0.52, "recovery_date": "2026-01-02", "recovery_close": 14.97 }, { "date": "2026-01-02", "low": 14.26, "pct_below_sc": 1.7, "vol_ratio": 0.47, "recovery_date": "2026-01-02", "recovery_close": 14.97 } ], "interpretation": "Spring detected: 2026-01-02 broke SC low by 1.7%, recovered by 2026-01-02. Volume 0.47x avg (< 50% of SC vol). STRONG ACCUMULATION SIGNAL — CO engineered false breakdown to trigger stops. Buy on LPS pullback.", "signal": "STRONG_BUY" }, "co_intent": { "phase": "Mark Up", "co_goal": "Let position run, manage pullbacks", "co_behavior": "Support dips, allow price to rise, absorb weak-hand selling", "retail_behavior": "Trend following, adding on dips", "verification": "Accumulation base confirmed — Mark Up has structural support", "contradiction": "S/D falling in Mark Up — supply entering, distribution may begin" }, "trapped_traders": { "events": [ { "date": "2026-06-23", "type": "False breakout (trapped buyers)", "breakout_level": 29.81, "breakout_close": 29.93, "next_close": 29.16, "stop_cluster_below": 28.92, "fuel_for": "Short-term decline", "severity": "moderate" }, { "date": "2026-07-02", "type": "False breakout (trapped buyers)", "breakout_level": 32.06, "breakout_close": 32.18, "next_close": 31.44, "stop_cluster_below": 31.1, "fuel_for": "Short-term decline", "severity": "moderate" }, { "date": "2026-08-06", "type": "Spring (trapped sellers)", "breakdown_level": 27.65, "breakdown_close": 26.54, "next_close": 27.9, "stop_cluster_above": 28.48, "fuel_for": "Mark Up", "severity": "high" }, { "date": "2026-08-06", "type": "False breakdown (trapped sellers)", "breakdown_level": 27.65, "breakdown_close": 26.54, "next_close": 27.9, "stop_cluster_above": 28.48, "fuel_for": "Short-term rally", "severity": "moderate" }, { "date": "2026-08-14", "type": "False breakout (trapped buyers)", "breakout_level": 31.94, "breakout_close": 32.76, "next_close": 31.55, "stop_cluster_below": 30.98, "fuel_for": "Short-term decline", "severity": "moderate" } ], "active_traps": [ { "date": "2026-08-06", "type": "Spring (trapped sellers)", "breakdown_level": 27.65, "breakdown_close": 26.54, "next_close": 27.9, "stop_cluster_above": 28.48, "fuel_for": "Mark Up", "severity": "high" }, { "date": "2026-08-06", "type": "False breakdown (trapped sellers)", "breakdown_level": 27.65, "breakdown_close": 26.54, "next_close": 27.9, "stop_cluster_above": 28.48, "fuel_for": "Short-term rally", "severity": "moderate" }, { "date": "2026-08-14", "type": "False breakout (trapped buyers)", "breakout_level": 31.94, "breakout_close": 32.76, "next_close": 31.55, "stop_cluster_below": 30.98, "fuel_for": "Short-term decline", "severity": "moderate" } ], "summary": "6 false breakouts in last 60 days" }, "character_change": { "detected": false, "changes": [], "quarterly_metrics": [ { "period": "2026-05-22 to 2026-08-18", "up_down_vol_ratio": 1.195, "avg_pullback_pct": 5.95, "avg_up_streak": 1, "avg_down_streak": 1 }, { "period": "2026-02-26 to 2026-05-21", "up_down_vol_ratio": 1.039, "avg_pullback_pct": 6.71, "avg_up_streak": 1, "avg_down_streak": 1 }, { "period": "2025-11-28 to 2026-02-25", "up_down_vol_ratio": 1.217, "avg_pullback_pct": 8.26, "avg_up_streak": 1, "avg_down_streak": 1 }, { "period": "2025-09-04 to 2025-11-26", "up_down_vol_ratio": 1.104, "avg_pullback_pct": 10.72, "avg_up_streak": 1, "avg_down_streak": 1 } ], "interpretation": "No structural change detected — phase continuity likely" }, "volume_by_price": { "window": "2026-02-26 to 2026-08-18", "price_range": "10.69 - 33.27", "current_zone": "Normal volume zone", "HVN": [ { "price_low": 12.95, "price_high": 14.08, "volume": 92084452.0 }, { "price_low": 27.62, "price_high": 28.75, "volume": 68945030.0 }, { "price_low": 28.75, "price_high": 29.88, "volume": 67605185.0 } ], "LVN": [ { "price_low": 18.59, "price_high": 19.72, "volume": 18158431.0 }, { "price_low": 25.37, "price_high": 26.5, "volume": 17696602.0 }, { "price_low": 32.14, "price_high": 33.27, "volume": 11431194.0 } ], "bins": [ { "price_low": 10.69, "price_high": 11.82, "volume": 31760195.0 }, { "price_low": 11.82, "price_high": 12.95, "volume": 42904109.0 }, { "price_low": 12.95, "price_high": 14.08, "volume": 92084452.0 }, { "price_low": 14.08, "price_high": 15.21, "volume": 51100314.0 }, { "price_low": 15.21, "price_high": 16.34, "volume": 31900757.0 }, { "price_low": 16.34, "price_high": 17.46, "volume": 22590539.0 }, { "price_low": 17.46, "price_high": 18.59, "volume": 38234457.0 }, { "price_low": 18.59, "price_high": 19.72, "volume": 18158431.0 }, { "price_low": 19.72, "price_high": 20.85, "volume": 23121021.0 }, { "price_low": 20.85, "price_high": 21.98, "volume": 32188526.0 }, { "price_low": 21.98, "price_high": 23.11, "volume": 55400679.0 }, { "price_low": 23.11, "price_high": 24.24, "volume": 46281806.0 }, { "price_low": 24.24, "price_high": 25.37, "volume": 24301603.0 }, { "price_low": 25.37, "price_high": 26.5, "volume": 17696602.0 }, { "price_low": 26.5, "price_high": 27.63, "volume": 31538993.0 }, { "price_low": 27.62, "price_high": 28.75, "volume": 68945030.0 }, { "price_low": 28.75, "price_high": 29.88, "volume": 67605185.0 }, { "price_low": 29.88, "price_high": 31.01, "volume": 54987105.0 }, { "price_low": 31.01, "price_high": 32.14, "volume": 46842543.0 }, { "price_low": 32.14, "price_high": 33.27, "volume": 11431194.0 } ] }, "stop_hunts": { "events": [ { "date": "2026-06-12", "type": "downside stop hunt", "level": "Ice low", "level_price": 27.65, "low": 27.52, "close": 28.26, "next_close": 29.14, "vol_ratio": 0.48 }, { "date": "2026-06-16", "type": "upside stop hunt", "level": "50DMA", "level_price": 29.71, "high": 29.81, "close": 28.56, "next_close": 28.27, "vol_ratio": 0.36 }, { "date": "2026-06-18", "type": "downside stop hunt", "level": "Ice low", "level_price": 27.65, "low": 27.57, "close": 28.4, "next_close": 28.54, "vol_ratio": 0.56 }, { "date": "2026-08-13", "type": "downside stop hunt", "level": "50DMA", "level_price": 29.71, "low": 29.61, "close": 30.78, "next_close": 32.76, "vol_ratio": 0.45 }, { "date": "2026-08-14", "type": "upside stop hunt", "level": "Creek high", "level_price": 33.1, "high": 33.27, "close": 32.76, "next_close": 31.55, "vol_ratio": 0.55 } ], "count": 5, "implication": "CO actively engineering liquidity — confirms active smart money presence" }, "four_master": { "duan_yongping": { "score": 3.0, "rating": 3.0, "max": 6, "details": [ "→ 行业阈值: 通用默认阈值", "⚠️ 毛利率 20.2% — 中等定价能力", "✅ ROE 34.3% > 15% 行业优质线", "⚠️ ROE/ROA=7.7x > 4 — ROE靠杠杆驱动，非运营质量，衰退期脆弱", "? D/E — 数据缺失", "? OCF/NI — 数据缺失", "⚠️ 净利率 3.6% — 薄利", "✅ 营收增速 70.4% > 5%" ], "industry_profile": "通用默认阈值" }, "buffett": { "score": 1.5, "rating": 3.0, "max": 4, "details": [ "✅ PE 16.8 << 成长调整上限 45 — 廉价" ] }, "munger": { "score": 2.5, "rating": 4.0, "max": 4.5, "details": [ "✅ 无明显财务困境信号", "❌ 杠杆质量检查失败 ROE/ROA=7.7x", "❌ 毛利率 20% — 护城河薄弱，价格接受者风险", "✅ 无明显管理层红旗", "✅ 盈利和营收双增长 — 护城河完好" ], "risks": [ "⚠️ ROE/ROA=7.7x > 4 — ROE由杠杆驱动而非运营，衰退期脆弱" ] }, "lilu": { "score": 3.2, "rating": 4.0, "max": 4, "details": [ "✅ Revenue +70% — expanding", "✅ Earnings +126%", "⚠️ Beta 2.38 — highly volatile", "→ Sector \"HEALTHCARE\" — moderate complexity", "→ Moderate trend alignment" ] }, "composite": 3.5, "coverage": "high", "coverage_note": "full（核心字段覆盖88%，缺失字段视为未知，不视为无风险）", "owner_earnings": { "method": "", "owner_earnings": null, "oe_yield": null, "risk_free_comparison": null, "details": [] }, "dcf": { "method": "DCF (FCF三情景)", "scenarios": {}, "probability_weighted_value": null, "margin_of_safety": null, "recommendation": null, "caveats": [ "亏损或无FCF股票建议用PS/EV-Sales估值替代" ], "sanity_check": { "status": "not_checked", "warnings": [] }, "error": "FCF非正，DCF不适用" }, "breakdown": { "段永平_商业模式": 3.0, "巴菲特_估值": 3.0, "芒格_风险": 4.0, "李录_确定性": 4.0 }, "industry_profile": "通用默认阈值" }, "fundamental_quality": { "status": "complete", "coverage_ratio": 0.88, "present_fields": [ "trailingPE", "forwardPE", "revenueGrowth", "earningsGrowth", "returnOnEquity", "grossMargins", "profitMargins" ], "missing_fields": [ "debtToEquity" ], "industry_key": "general", "industry_required_metrics": [], "industry_available_metrics": {}, "industry_missing_metrics": [], "flags": [ "ROE可能主要由杠杆驱动，不能直接视为经营质量" ], "caveats": [ "缺失字段代表未知，不代表没有风险" ] }, "market_regime": { "status": "unavailable", "benchmark": null, "regime": "unknown", "trend": "unknown", "sma50": null, "sma200": null, "return_20d_pct": null, "return_60d_pct": null, "annualized_volatility_pct": null, "position_size_multiplier": 1.0, "caveats": [ "基准数据少于60个交易日，无法可靠判断市场状态" ] }, "relative_strength": { "status": "unavailable", "benchmark": null, "windows": {}, "trend": "unknown", "rank": null, "caveats": [ "缺少足够的标的或基准指数数据，未计算相对强度" ] }, "event_overlay": { "status": "available", "coverage": "partial", "risk_level": "low", "catalysts": [ { "headline": "Oscar Health Stock Falls After Earnings Beat and Guidance Hike", "date": "2026-08-07", "source": "Yahoo" } ], "risks": [], "news": [ { "headline": "Wells Fargo Maintains Equal-Weight on Oscar Health, Raises Price Target to $27", "source": "Benzinga", "date": "2026-08-13", "url": "https://finnhub.io/api/news?id=392114184eb72d0a4087a0ca43918d20cd99601f2d0c787bdddb39efdb14ded6", "category": "company" }, { "headline": "Best Growth Stocks to Buy for August 12th", "source": "Yahoo", "date": "2026-08-12", "url": "https://finnhub.io/api/news?id=049b15adc794e98b42a46f333f055911f55a649a7d7044cb43114294827f18bc", "category": "company" }, { "headline": "Oscar Health (NYSE:OSCR) Displays Accelerating Growth and Improving Fundamentals", "source": "ChartMill", "date": "2026-08-12", "url": "https://finnhub.io/api/news?id=5486c0077f1fb23d0f26059dcd76f7e9d87ca1fab0e64ac3671f6154747a6974", "category": "company" }, { "headline": "1 Unpopular Stock That Deserves Some Love and 2 We Avoid", "source": "Yahoo", "date": "2026-08-12", "url": "https://finnhub.io/api/news?id=817bfcff13785491f90d1e5843c550bf1102a3cfce0183ecd57bed4936ebf130", "category": "company" }, { "headline": "OSCR Q2 Deep Dive: Individual Market Growth and AI Investments Shape Outlook", "source": "Yahoo", "date": "2026-08-10", "url": "https://finnhub.io/api/news?id=d1aaca79c0c35f2f004c56adfc299b27bd841a30e20ae5d54c6e9249682f76e3", "category": "company" }, { "headline": "Oscar Health Q2 Earnings Call Highlights", "source": "Yahoo", "date": "2026-08-09", "url": "https://finnhub.io/api/news?id=7b9762934603e31bf2475a06482081470a4e4190401edaf6a44216fcbc263c5d", "category": "company" }, { "headline": "UBS Maintains Neutral on Oscar Health, Raises Price 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"Finnhub free tier does not include social sentiment (requires premium plan)" }, "earnings": [ { "period": null, "date": "2026-11-04", "actual": null, "estimate": null, "surprise": null, "surprise_percent": null, "symbol": "OSCR", "status": "upcoming", "days_from_today": 77 }, { "period": "2026-06-30", "date": "2026-06-30", "actual": 1.1, "estimate": 0.3935, "surprise": 0.7065, "surprise_percent": 179.5426, "symbol": "OSCR", "status": "historical", "days_from_today": -50 }, { "period": "2026-03-31", "date": "2026-03-31", "actual": 2.07, "estimate": 1.2073, "surprise": 0.8627, "surprise_percent": 71.457, "symbol": "OSCR", "status": "historical", "days_from_today": -141 }, { "period": "2025-12-31", "date": "2025-12-31", "actual": -1.24, "estimate": -0.9054, "surprise": -0.3346, "surprise_percent": -36.956, "symbol": "OSCR", "status": "historical", "days_from_today": -231 }, { "period": "2025-09-30", "date": "2025-09-30", "actual": -0.53, "estimate": -0.5677, "surprise": 0.0377, 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"2026-08-07", "url": "https://finnhub.io/api/news?id=2dcf4ca4082580e017b0b179a2654bdfbb66a0417e7f014bbd00506f20b656f8", "category": "company" } ], "finnhub_sentiment": { "available": false, "note": "Finnhub free tier does not include social sentiment (requires premium plan)" }, "finnhub_earnings": [ { "period": null, "date": "2026-11-04", "actual": null, "estimate": null, "surprise": null, "surprise_percent": null, "symbol": "OSCR", "status": "upcoming" }, { "period": "2026-06-30", "date": "2026-06-30", "actual": 1.1, "estimate": 0.3935, "surprise": 0.7065, "surprise_percent": 179.5426, "symbol": "OSCR", "status": "historical" }, { "period": "2026-03-31", "date": "2026-03-31", "actual": 2.07, "estimate": 1.2073, "surprise": 0.8627, "surprise_percent": 71.457, "symbol": "OSCR", "status": "historical" }, { "period": "2025-12-31", "date": "2025-12-31", "actual": -1.24, "estimate": -0.9054, "surprise": -0.3346, "surprise_percent": -36.956, "symbol": "OSCR", "status": "historical" }, { "period": "2025-09-30", "date": "2025-09-30", "actual": -0.53, "estimate": -0.5677, "surprise": 0.0377, "surprise_percent": 6.6408, "symbol": "OSCR", "status": "historical" } ], "portfolio_risk": { "status": "no_portfolio_supplied", "total_value": null, "sector_weights_pct": {}, "concentrated_sectors": {}, "correlations_20d": { "AMD:SOFI": 0.564, "AMD:COHR": 0.598, "AMD:OSCR": -0.005, "SOFI:COHR": 0.562, "SOFI:OSCR": 0.162, "COHR:OSCR": -0.011 }, "warnings": [], "limits": { "max_single_position_pct": 20.0, "max_sector_weight_pct": 35.0, "max_correlation_for_new_add": 0.8 } }, "position_constraint": { "position_cap_pct": 5.76, "stop_distance_pct": 17.36, "risk_at_cap_pct": 1.0, "status": "available", "caveat": "仓位由账户风险预算与结构止损共同约束，不是收益预测", "market_regime_multiplier": 1.0 }, "context": { "horizon": "swing", "holding_status": "empty", "position_pct": 0.0, "risk_per_trade_pct": 1.0, "benchmark": null, "objective": "entry", "max_single_position_pct": 20.0, "max_sector_weight_pct": 35.0 }, "return_series_20d": [ -4.1274, -1.9661, -2.5242, 0.5321, 10.7975, -2.6433, 2.159, -0.032, -1.5375, -1.1711, -0.8887, -11.8565, 5.1243, -0.8244, 1.0842, 5.8634, 3.9514, 6.4327, -3.6935, -0.8558 ], "trade_plan": { "bias": "LONG_WATCH", "entry_zone": { "low": 32.77, "high": 33.76 }, "entry_trigger": "日线收盘站稳 33.10（Creek）上方，量能≥1.3倍20日均量", "stop": 25.85, "stop_basis": "Ice低点 - 1×ATR缓冲（结构性止损）", "adaptive_stop": null, "adaptive_stop_basis": null, "targets": [ { "label": "1.0x", "price": 55.85, "upside_pct": 78.5 }, { "label": "1.618x", "price": 69.8, "upside_pct": 123.1 }, { "label": "2.0x", "price": 78.43, "upside_pct": 150.7 } ], "risk_reward": 2.79, "entry_status": "WAITING_TRIGGER", "trigger_confirmed": false, "trigger_volume_ratio": 0.74, "time_stop_days": 30, "invalidation_signals": [ "日线收盘跌破结构止损位", "突破后连续两日无法站稳Creek且成交量转弱", "确认链出现反向事件（UTAD/SOW/LPSY）" ], "caveats": [ "入场触发条件尚未完成，当前只观察，不立即建仓", "多时间框架一致性不足（≤1/3），建议半仓或观望", "空仓计划：入场后30个交易日未按预期发展时执行时间止损复核" ] }, "kelly_position": { "estimated_win_rate_pct": 55.0, "risk_reward_ratio": 2.79, "full_kelly_pct": 38.9, "half_kelly_pct": 19.4, "recommended_position_pct": 5.8, "risk_per_trade_pct": 1.0, "recommendation": "建议仓位 5.8%（经过单股/行业/市场约束），止损触发亏损约 1.00% 本金", "caveats": [ "胜率为规则推算，非回测统计值，仅供参考", "仓位上限20%防止单股过度集中", "实际仓位须结合个人风险承受力与整体组合" ], "risk_position_cap_pct": 5.76 }, "conviction": { "event_coverage": "partial", "score": 53.9, "grade": "C", "action": "研究有价值，等待确认 (50-64)", "components": { "technical_raw": 26.0, "fundamental": 21.9, "trade_rr": 12, "relative_strength_excess_1m": null, "event_status": "available", "market_regime": "unknown", "raw_before_haircut": 59.9, "haircut_factor": 0.9 }, "haircut_notes": [ "基准相对强度不可用 → ×0.9" ] }, "quadrant": { "quadrant": "Q1", "label": "买入/加仓", "reason": "好公司 + 强趋势", "low_confidence": false }, "catalyst_warning": null, "forecast_30d": { "status": "available", "horizon_trading_days": 30, "model_version": "rule-v3.6.1", "feature_version": "features-v1", "calibration_version": "9股306窗口3轮回测校准(2026-08-18)", "edge_label": "weak_edge", "sample_size": 0, "confidence_interval": null, "direction": "上行", "direction_reasons": { "momentum_slope_20d": 0.0611, "momentum_vote": "上行", "structure": "Accumulation", "structure_vote": "上行", "bias": "LONG_WATCH", "bias_vote": "上行", "total_score": 2.0 }, "probability": 0.53, "probability_basis": "9股306窗口3轮回测校准(2026-08-18)", "target_price": 32.2, "target_pct": 2.9, "basis": "20日动量外推（收缩0.5）", "clamped": false, "max_monthly_move_pct": 15, "extended_target": 33.1, "reference_range": { "low": 30.4, "high": 34.0 }, "levels": { "creek_high": 33.1, "ice_low": 27.65, "markup_1x": 55.85, "markdown_1x": -11.89 }, "momentum_slope_20d": 0.0611, "caveats": [ "这是基于历史价量与Wyckoff结构的统计推断，不是承诺或投资建议。", "目标价位为方向性参考，未包含未来财报、公告、政策等事件冲击。", "方向概率为定性估计（53%），应结合确认链和事件面复核。" ] }, "data_quality": { "quality_score": 100, "recommendation": "clean", "gate_status": "clean", "message": "数据完整性良好，可执行完整分析。", "issues": [], "warnings": [], "structural_issues": [], "missing_fundamentals": [ "debtToEquity" ], "present_fundamentals": [ "trailingPE", "forwardPE", "revenueGrowth", "earningsGrowth", "returnOnEquity", "grossMargins", "profitMargins" ], "coverage_ratio": 0.88, "fundamental_mode": "full", "can_analyze": true, "can_execute": true, "stale_days": 1, "zero_volume_ratio": 0.0, "quality_scope": "OHLCV完整性评分；与 four_master.coverage 及 event_overlay.status 分开", "fm_coverage_explanation": "full（核心字段覆盖88%，缺失字段视为未知，不视为无风险）", "field_sources": { "regularMarketPrice": "yfinance", "trailingPE": "yfinance", "sharesOutstanding": "yfinance", "impliedSharesOutstanding": "yfinance", "marketCap": "yfinance", "forwardPE": "yfinance", "priceToBook": "yfinance", "revenueGrowth": "alpha_vantage", "earningsGrowth": "alpha_vantage", "returnOnEquity": "alpha_vantage", "grossMargins": "alpha_vantage", "profitMargins": "alpha_vantage", "beta": "alpha_vantage", "sector": "alpha_vantage", "industry": "alpha_vantage", "returnOnAssets": "alpha_vantage", "operatingMargins": "alpha_vantage", "pe_trailing": "yfinance", "pe_forward": "yfinance", "revenue_growth": "alpha_vantage", "earnings_growth": "alpha_vantage", "return_on_equity": "alpha_vantage", "return_on_assets": "alpha_vantage", "gross_margins": "alpha_vantage", "operating_margins": "alpha_vantage", "profit_margins": "alpha_vantage", "market_cap": "yfinance", "current_price": "yfinance", "price_to_book": "yfinance", "shares_outstanding": "yfinance", "implied_shares_outstanding": "yfinance", "50ma": "yfinance", "200ma": "yfinance" } }, "data_fetched_at": "2026-08-19 23:18:10", "data_as_of": "2026-08-18", "data_source": "Tiingo (OHLCV, adjusted) + Alpha Vantage (US fundamentals) + Finnhub (news/sentiment)", "ohlcv_source": "tiingo", "ohlcv_adjustment": "adjusted_ohlc", "date_convention": "ISO-8601 trading date; source exchange timezone", "field_sources": { "regularMarketPrice": "yfinance", "trailingPE": "yfinance", "sharesOutstanding": "yfinance", "impliedSharesOutstanding": "yfinance", "marketCap": "yfinance", "forwardPE": "yfinance", "priceToBook": "yfinance", "revenueGrowth": "alpha_vantage", "earningsGrowth": "alpha_vantage", "returnOnEquity": "alpha_vantage", "grossMargins": "alpha_vantage", "profitMargins": "alpha_vantage", "beta": "alpha_vantage", "sector": "alpha_vantage", "industry": "alpha_vantage", "returnOnAssets": "alpha_vantage", "operatingMargins": "alpha_vantage", "pe_trailing": "yfinance", "pe_forward": "yfinance", "revenue_growth": "alpha_vantage", "earnings_growth": "alpha_vantage", "return_on_equity": "alpha_vantage", "return_on_assets": "alpha_vantage", "gross_margins": "alpha_vantage", "operating_margins": "alpha_vantage", "profit_margins": "alpha_vantage", "market_cap": "yfinance", "current_price": "yfinance", "price_to_book": "yfinance", "shares_outstanding": "yfinance", "implied_shares_outstanding": "yfinance", "50ma": "yfinance", "200ma": "yfinance" }, "provider_status": { "ohlcv": "tiingo", "yfinance": "ok", "alpha_vantage": "ok", "finnhub": "ok" }, "event_news": null, "disclaimer": "本结果为技术面研究框架的机械输出，基于历史价量+滞后财报，事件数据缺失时不得解释为没有风险；非投资建议，据此操作风险自负。" } ], "failed_count": 0, "partial": false, "portfolio_risk": { "status": "no_portfolio_supplied", "total_value": null, "sector_weights_pct": {}, "concentrated_sectors": {}, "correlations_20d": { "AMD:SOFI": 0.564, "AMD:COHR": 0.598, "AMD:OSCR": -0.005, "SOFI:COHR": 0.562, "SOFI:OSCR": 0.162, "COHR:OSCR": -0.011 }, "warnings": [], "limits": { "max_single_position_pct": 20.0, "max_sector_weight_pct": 35.0, "max_correlation_for_new_add": 0.8 } } }