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"proposal_change_count": 11, "scored_delta": 0, "written_outcome_count": 0 }, "points": 9.2, "value": 0.9167, "weight": 10.0 }, "prediction_quality": { "formula": "clamp(1 - 2 * mean_brier, 0, 1)", "inputs": { "mean_brier": 0.279377 }, "points": 11.0, "value": 0.4412, "weight": 25.0 }, "runway_readiness": { "formula": "projected scored sample runway / target_count", "inputs": { "projected_scored_count": 70, "target": 20 }, "points": 10.0, "value": 1.0, "weight": 10.0 }, "sample_progress": { "formula": "effective_scored_count / target_count", "inputs": { "current": 66, "effective_scored_count": 66, "sample_inflation_guard": 1.0, "target": 20 }, "points": 40.0, "value": 1.0, "weight": 40.0 } }, "delta_label": "0.0", "display_note": "Growth score is in the review band.", "effective_scored_count": 66, "generated_at": "2026-05-26T08:04:40.133320+00:00", "growth_score_confidence": { "confidence_label": "MEDIUM_CONFIDENCE", "confidence_score": 0.65, "guardrails": { "confidence_is_diagnostic": true, "human_review_required": false, "model_weight_auto_apply": false }, "inputs": { "independence_score": 0.0, "independent_prediction_cluster_count": 0, "runway_readiness": 1.0, "sample_progress": 1.0, "scored_count": 66, "source_observation_backed_share": 0.0, "target_count": 20 }, "reason": "Growth score confidence blends outcome sample depth, runway, observation-backed source share, and independent prediction clusters.", "schema_version": "growth_score_confidence.v1" }, "phase": "ACTIVE", "previous_score": 83.0, "sample_inflation_guard": 1.0, "schema_version": "model_growth_score.v1", "score": 83.0, "score_delta": 0.0, "score_label": "83.0/100", "scored_count": 66, "status": "ACTIVE", "target_count": 20 }, "positions": [ { "calibration_status": "UNTRACKED", "correlation_cluster": "crypto_beta", "current_return_pct": 0.0088, "direction_intent": "LONG", "entry_reference": { "currency": "USD", "entry_price": 76612.44, "observed_at": "2026-05-24T21:09:22+00:00", "source": "Yahoo Finance chart" }, "execution_condition": "Carried forward by position rotation policy because capacity allows retention.", "expected_path": "UP", "forecast_issuance_id": "fi-734", "instrument": "BTC-USD", "invalidation": "ETF 净流入转负、资金费率过热，或 BTC 跌破趋势支撑。", "max_weight_pct": null, "outcome_status": "UNRESOLVED", "position_action": "HOLD", "position_change_reason": "kept", "position_event_id": "pe-82", "position_id": "position-btc-usd-fq-btc-usd-soft-landing-liquidity-3-10", "position_policy": { "action_reason": "absent_incumbent_retained", "automatic_execution": { "human_review_required": false, "real_trade_execution": false, "simulated_position_event_only": true }, "base_action": "HOLD", "challenger_score": 98.58, "change_reason": "kept", "correlation_cluster": "crypto_beta", "final_action": "HOLD", "incumbent_policy_score": 98.58, "incumbent_score": 98.58, "limits": { "max_active_positions": 9, "max_correlation_cluster_target_weight_pct": 0.45, "max_gross_target_weight_pct": 1.0, "max_positions_per_correlation_cluster": 3, "max_positions_per_risk_bucket": 4 }, "policy_version": "position_rotation_policy.v1", "raw_challenger_score": 98.58, "replacement": {}, "risk_bucket": "crypto", "rotation_cost": { "action": "HOLD", "cost_bps": 15.0, "estimated_turnover_pct": 0.0, "guardrails": { "cost_is_shadow_estimate": true, "human_review_required": false, "real_trade_execution": false }, "inputs": { "incumbent_weight_pct": 0.0, "risk_bucket": "crypto", "target_weight_pct": 0.0 }, "model_version": "position_rotation_cost_model.v1", "score_penalty": 0.0 }, "selection_context": { "active_capacity": 9, "capacity_cutline_candidate": {}, "current_active_candidate_count": 5, "current_candidate_count": 9, "current_presence": "retained_absent_from_current_selected_universe", "direct_replacement": false, "incumbent_policy_score": 98.58, "limits": { "max_active_positions": 9, "max_correlation_cluster_target_weight_pct": 0.45, "max_gross_target_weight_pct": 1.0, "max_positions_per_correlation_cluster": 3, "max_positions_per_risk_bucket": 4 }, "score_gap_to_strongest": 8.0, "strongest_current_candidate": { "action": "HOLD", "correlation_cluster": "gold_beta", "policy_score": 106.58, "position_id": "position-gld-fq-gld-supply-risk-premium-5-20", "posterior_probability": 0.7649, "raw_score": 106.58, "risk_bucket": "gold", "selection_score": 80.09, "ticker": "GLD" } } }, "posterior_probability": 0.75, "prediction_id": "primary-btc-usd-soft-landing-liquidity", "price_snapshot": { "change_pct": -0.84, "currency": "USD", "observed_at": "2026-05-26T08:03:16+00:00", "previous_close": 77267.39, "price": 76619.22, "source": "Yahoo Finance chart", "ticker": "BTC-USD" }, "question_id": "fq-btc-usd-soft-landing-liquidity-3-10-交易日", "return_attribution": { "current_price": 76619.22, "current_return_pct": 0.0088, "direction_multiplier": 1.0, "entry_price": 76612.44, "method": "ENTRY_TO_CURRENT", "price_observed_at": "2026-05-26T08:03:16+00:00", "status": "AVAILABLE" }, "review_after": "2026-06-07", "risk_bucket": "crypto", "risk_level": "高", "side": "LONG", "size_hint": "SMALL", "status": "SIMULATED", "target_weight_pct": 0.0, "ticker": "BTC-USD" }, { "calibration_status": "UNTRACKED", "correlation_cluster": "gold_beta", "current_return_pct": 0.0, "direction_intent": "LONG", "entry_reference": { "currency": "USD", "entry_price": 413.82, "observed_at": "2026-05-22T20:00:00+00:00", "source": "Yahoo Finance chart" }, "execution_condition": "NOW", "expected_path": "UP", "forecast_issuance_id": "fi-893", "instrument": "GLD", "invalidation": "实际利率和美元同步走强，黄金无法守住支撑。", "max_weight_pct": null, "outcome_status": "UNRESOLVED", "position_action": "HOLD", "position_change_reason": "kept", "position_event_id": "pe-78", "position_id": "position-gld-fq-gld-supply-risk-premium-5-20", "position_policy": { "action_reason": "incumbent_kept", "automatic_execution": { "human_review_required": false, "real_trade_execution": false, "simulated_position_event_only": true }, "base_action": "OPEN", "challenger_score": 106.58, "change_reason": "kept", "correlation_cluster": "gold_beta", "final_action": "HOLD", "incumbent_position": true, "limits": { "max_active_positions": 9, "max_correlation_cluster_target_weight_pct": 0.45, "max_gross_target_weight_pct": 1.0, "max_positions_per_correlation_cluster": 3, "max_positions_per_risk_bucket": 4 }, "policy_version": "position_rotation_policy.v1", "raw_challenger_score": 106.58, "replacement": {}, "risk_bucket": "gold", "rotation_cost": { "action": "HOLD", "cost_bps": 17.0, "estimated_turnover_pct": 0.0, "guardrails": { "cost_is_shadow_estimate": true, "human_review_required": false, "real_trade_execution": false }, "inputs": { "incumbent_weight_pct": 0.0, "risk_bucket": "gold", "target_weight_pct": 0.0 }, "model_version": "position_rotation_cost_model.v1", "score_penalty": 0.0 } }, "posterior_probability": 0.7649, "prediction_id": "primary-gld-supply-risk-premium", "price_snapshot": { "change_pct": -0.76, "currency": "USD", "observed_at": "2026-05-22T20:00:00+00:00", "previous_close": 416.99, "price": 413.82, "source": "Yahoo Finance chart", "ticker": "GLD" }, "question_id": "fq-gld-supply-risk-premium-5-20-交易日", "return_attribution": { "current_price": 413.82, "current_return_pct": 0.0, "direction_multiplier": 1.0, "entry_price": 413.82, "method": "ENTRY_TO_CURRENT", "price_observed_at": "2026-05-22T20:00:00+00:00", "status": "AVAILABLE" }, "review_after": "2026-06-22", "risk_bucket": "gold", "risk_level": "中", "side": "LONG", "size_hint": "BASE", "status": "SIMULATED", "target_weight_pct": null, "ticker": "GLD" }, { "calibration_status": "UNTRACKED", "correlation_cluster": "credit_spread", "current_return_pct": 0.0, "direction_intent": "LONG", "entry_reference": { "currency": "USD", "entry_price": 79.91, "observed_at": "2026-05-22T20:00:00+00:00", "source": "Yahoo Finance chart" }, "execution_condition": "NOW", "expected_path": "UP", "forecast_issuance_id": "fi-899", "instrument": "HYG", "invalidation": "信用利差重新走阔且权益下跌扩散。", "max_weight_pct": null, "outcome_status": "UNRESOLVED", "position_action": "REDUCE", "position_change_reason": "reduced", "position_event_id": "pe-76", "position_id": "position-hyg-fq-hyg-soft-landing-liquidity-5-15", "position_policy": { "action_reason": "probability_below_reduce_threshold", "automatic_execution": { "human_review_required": false, "real_trade_execution": false, "simulated_position_event_only": true }, "base_action": "HOLD", "challenger_score": 62.15, "change_reason": "reduced", "correlation_cluster": "credit_spread", "final_action": "REDUCE", "incumbent_position": true, "limits": { "max_active_positions": 9, "max_correlation_cluster_target_weight_pct": 0.45, "max_gross_target_weight_pct": 1.0, "max_positions_per_correlation_cluster": 3, "max_positions_per_risk_bucket": 4 }, "policy_version": "position_rotation_policy.v1", "raw_challenger_score": 62.15, "replacement": {}, "risk_bucket": "rates_credit", "rotation_cost": { "action": "REDUCE", "cost_bps": 17.0, "estimated_turnover_pct": 0.0, "guardrails": { "cost_is_shadow_estimate": true, "human_review_required": false, "real_trade_execution": false }, "inputs": { "incumbent_weight_pct": 0.0, "risk_bucket": "rates_credit", "target_weight_pct": 0.0 }, "model_version": "position_rotation_cost_model.v1", "score_penalty": 0.0 } }, "posterior_probability": 0.4828, "prediction_id": "secondary-hyg-soft-landing-liquidity", "price_snapshot": { "change_pct": 0.01, "currency": "USD", "observed_at": "2026-05-22T20:00:00+00:00", "previous_close": 79.9, "price": 79.91, "source": "Yahoo Finance chart", "ticker": "HYG" }, "question_id": "fq-hyg-soft-landing-liquidity-5-15-交易日", "return_attribution": { "current_price": 79.91, "current_return_pct": 0.0, "direction_multiplier": 1.0, "entry_price": 79.91, "method": "ENTRY_TO_CURRENT", "price_observed_at": "2026-05-22T20:00:00+00:00", "status": "AVAILABLE" }, "review_after": "2026-06-15", "risk_bucket": "rates_credit", "risk_level": "中", "side": "LONG", "size_hint": "BASE", "status": "SIMULATED", "target_weight_pct": null, "ticker": "HYG" }, { "calibration_status": "UNTRACKED", "correlation_cluster": "growth_mega_cap", "current_return_pct": 0.0, "direction_intent": "LONG", "entry_reference": { "currency": "USD", "entry_price": 717.54, "observed_at": "2026-05-22T20:00:00+00:00", "source": "Yahoo Finance chart" }, "execution_condition": "ON_PULLBACK", "expected_path": "UP", "forecast_issuance_id": "fi-895", "instrument": "QQQ", "invalidation": "2Y yield 重新上行且 QQQ 相对 SPY 转弱。", "max_weight_pct": null, "outcome_status": "UNRESOLVED", "position_action": "HOLD", "position_change_reason": "kept", "position_event_id": "pe-80", "position_id": "position-qqq-fq-qqq-soft-landing-liquidity-5-15", "position_policy": { "action_reason": "incumbent_kept", "automatic_execution": { "human_review_required": false, "real_trade_execution": false, "simulated_position_event_only": true }, "base_action": "HOLD", "challenger_score": 95.75, "change_reason": "kept", "correlation_cluster": "growth_mega_cap", "final_action": "HOLD", "incumbent_position": true, "limits": { "max_active_positions": 9, "max_correlation_cluster_target_weight_pct": 0.45, "max_gross_target_weight_pct": 1.0, "max_positions_per_correlation_cluster": 3, "max_positions_per_risk_bucket": 4 }, "policy_version": "position_rotation_policy.v1", "raw_challenger_score": 95.75, "replacement": {}, "risk_bucket": "growth_tech", "rotation_cost": { "action": "HOLD", "cost_bps": 17.0, "estimated_turnover_pct": 0.0, "guardrails": { "cost_is_shadow_estimate": true, "human_review_required": false, "real_trade_execution": false }, "inputs": { "incumbent_weight_pct": 0.0, "risk_bucket": "growth_tech", "target_weight_pct": 0.0 }, "model_version": "position_rotation_cost_model.v1", "score_penalty": 0.0 } }, "posterior_probability": 0.7468, "prediction_id": "secondary-qqq-soft-landing-liquidity", "price_snapshot": { "change_pct": 0.42, "currency": "USD", "observed_at": "2026-05-22T20:00:00+00:00", "previous_close": 714.50995, "price": 717.54, "source": "Yahoo Finance chart", "ticker": "QQQ" }, "question_id": "fq-qqq-soft-landing-liquidity-5-15-交易日", "return_attribution": { "current_price": 717.54, "current_return_pct": 0.0, "direction_multiplier": 1.0, "entry_price": 717.54, "method": "ENTRY_TO_CURRENT", "price_observed_at": "2026-05-22T20:00:00+00:00", "status": "AVAILABLE" }, "review_after": "2026-06-15", "risk_bucket": "growth_tech", "risk_level": "中", "side": "LONG", "size_hint": "OVERWEIGHT", "status": "SIMULATED", "target_weight_pct": null, "ticker": "QQQ" }, { "calibration_status": "UNTRACKED", "correlation_cluster": "usd_beta", "current_return_pct": -0.0, "direction_intent": "SHORT", "entry_reference": { "currency": "USD", "entry_price": 27.77, "observed_at": "2026-05-22T20:00:00+00:00", "source": "Yahoo Finance chart" }, "execution_condition": "NOW", "expected_path": "DOWN", "forecast_issuance_id": "fi-898", "instrument": "UUP", "invalidation": "DXY 重新走强并与利率上行共振。", "max_weight_pct": null, "outcome_status": "UNRESOLVED", "position_action": "REDUCE", "position_change_reason": "reduced", "position_event_id": "pe-77", "position_id": "position-uup-fq-uup-soft-landing-liquidity-3-10", "position_policy": { "action_reason": "watch_or_non_active", "automatic_execution": { "human_review_required": false, "real_trade_execution": false, "simulated_position_event_only": true }, "base_action": "REDUCE", "challenger_score": 63.94, "change_reason": "reduced", "correlation_cluster": "usd_beta", "final_action": "REDUCE", "incumbent_position": true, "limits": { "max_active_positions": 9, "max_correlation_cluster_target_weight_pct": 0.45, "max_gross_target_weight_pct": 1.0, "max_positions_per_correlation_cluster": 3, "max_positions_per_risk_bucket": 4 }, "policy_version": "position_rotation_policy.v1", "raw_challenger_score": 63.94, "replacement": {}, "risk_bucket": "fx_dollar", "rotation_cost": { "action": "REDUCE", "cost_bps": 17.0, "estimated_turnover_pct": 0.0, "guardrails": { "cost_is_shadow_estimate": true, "human_review_required": false, "real_trade_execution": false }, "inputs": { "incumbent_weight_pct": 0.0, "risk_bucket": "fx_dollar", "target_weight_pct": 0.0 }, "model_version": "position_rotation_cost_model.v1", "score_penalty": 0.0 } }, "posterior_probability": 0.4767, "prediction_id": "secondary-uup-soft-landing-liquidity", "price_snapshot": { "change_pct": 0.14, "currency": "USD", "observed_at": "2026-05-22T20:00:00+00:00", "previous_close": 27.73, "price": 27.77, "source": "Yahoo Finance chart", "ticker": "UUP" }, "question_id": "fq-uup-soft-landing-liquidity-3-10-交易日", "return_attribution": { "current_price": 27.77, "current_return_pct": -0.0, "direction_multiplier": -1.0, "entry_price": 27.77, "method": "ENTRY_TO_CURRENT", "price_observed_at": "2026-05-22T20:00:00+00:00", "status": "AVAILABLE" }, "review_after": "2026-06-08", "risk_bucket": "fx_dollar", "risk_level": "中", "side": "SHORT", "size_hint": "TINY", "status": "SIMULATED", "target_weight_pct": null, "ticker": "UUP" }, { "calibration_status": "UNTRACKED", "correlation_cluster": "us_equity_beta", "current_return_pct": 0.0, "direction_intent": "LONG", "entry_reference": { "currency": "USD", "entry_price": 59.49, "observed_at": "2026-05-22T20:00:00+00:00", "source": "Yahoo Finance chart" }, "execution_condition": "NOW", "expected_path": "UP", "forecast_issuance_id": "fi-892", "instrument": "XLE", "invalidation": "油价回落且 XLE 相对 SPY 走弱。", "max_weight_pct": null, "outcome_status": "UNRESOLVED", "position_action": "HOLD", "position_change_reason": "kept", "position_event_id": "pe-73", "position_id": "position-xle-fq-xle-supply-risk-premium-5-20", "position_policy": { "action_reason": "incumbent_kept", "automatic_execution": { "human_review_required": false, "real_trade_execution": false, "simulated_position_event_only": true }, "base_action": "ROTATE_IN", "challenger_score": 91.69, "change_reason": "kept", "correlation_cluster": "us_equity_beta", "final_action": "HOLD", "incumbent_position": true, "limits": { "max_active_positions": 9, "max_correlation_cluster_target_weight_pct": 0.45, "max_gross_target_weight_pct": 1.0, "max_positions_per_correlation_cluster": 3, "max_positions_per_risk_bucket": 4 }, "policy_version": "position_rotation_policy.v1", "raw_challenger_score": 91.69, "replacement": {}, "risk_bucket": "energy", "rotation_cost": { "action": "HOLD", "cost_bps": 17.0, "estimated_turnover_pct": 0.0, "guardrails": { "cost_is_shadow_estimate": true, "human_review_required": false, "real_trade_execution": false }, "inputs": { "incumbent_weight_pct": 0.0, "risk_bucket": "energy", "target_weight_pct": 0.0 }, "model_version": "position_rotation_cost_model.v1", "score_penalty": 0.0 } }, "posterior_probability": 0.61, "prediction_id": "primary-xle-supply-risk-premium", "price_snapshot": { "change_pct": 0.61, "currency": "USD", "observed_at": "2026-05-22T20:00:00+00:00", "previous_close": 59.13, "price": 59.49, "source": "Yahoo Finance chart", "ticker": "XLE" }, "question_id": "fq-xle-supply-risk-premium-5-20-交易日", "return_attribution": { "current_price": 59.49, "current_return_pct": 0.0, "direction_multiplier": 1.0, "entry_price": 59.49, "method": "ENTRY_TO_CURRENT", "price_observed_at": "2026-05-22T20:00:00+00:00", "status": "AVAILABLE" }, "review_after": "2026-06-22", "risk_bucket": "energy", "risk_level": "中", "side": "LONG", "size_hint": "BASE", "status": "SIMULATED", "target_weight_pct": null, "ticker": "XLE" }, { "calibration_status": "UNTRACKED", "correlation_cluster": "growth_mega_cap", "current_return_pct": null, "direction_intent": "LONG", "entry_reference": { "currency": "USD", "entry_price": 180.39, "observed_at": "2026-05-22T20:00:00+00:00", "source": "Yahoo Finance chart" }, "execution_condition": "Carried forward by position rotation policy because capacity allows retention.", "expected_path": "UP", "forecast_issuance_id": "fi-728", "instrument": "XLK", "invalidation": "AI infra evidence 降温，或 XLK 相对 SPY 转弱。", "max_weight_pct": null, "outcome_status": "UNRESOLVED", "position_action": "HOLD", "position_change_reason": "kept", "position_event_id": "pe-83", "position_id": "position-xlk-fq-xlk-ai-infrastructure-repricing-5-20", "position_policy": { "action_reason": "absent_incumbent_retained", "automatic_execution": { "human_review_required": false, "real_trade_execution": false, "simulated_position_event_only": true }, "base_action": "HOLD", "challenger_score": 107.83, "change_reason": "kept", "correlation_cluster": "growth_mega_cap", "final_action": "HOLD", "incumbent_policy_score": 107.83, "incumbent_score": 107.83, "limits": { "max_active_positions": 9, "max_correlation_cluster_target_weight_pct": 0.45, "max_gross_target_weight_pct": 1.0, "max_positions_per_correlation_cluster": 3, "max_positions_per_risk_bucket": 4 }, "policy_version": "position_rotation_policy.v1", "raw_challenger_score": 107.83, "replacement": {}, "risk_bucket": "growth_tech", "rotation_cost": { "action": "HOLD", "cost_bps": 5.0, "estimated_turnover_pct": 0.0, "guardrails": { "cost_is_shadow_estimate": true, "human_review_required": false, "real_trade_execution": false }, "inputs": { "incumbent_weight_pct": 0.0, "risk_bucket": "growth_tech", "target_weight_pct": 0.0 }, "model_version": "position_rotation_cost_model.v1", "score_penalty": 0.0 }, "selection_context": { "active_capacity": 9, "capacity_cutline_candidate": {}, "current_active_candidate_count": 5, "current_candidate_count": 9, "current_presence": "retained_absent_from_current_selected_universe", "direct_replacement": false, "incumbent_policy_score": 107.83, "limits": { "max_active_positions": 9, "max_correlation_cluster_target_weight_pct": 0.45, "max_gross_target_weight_pct": 1.0, "max_positions_per_correlation_cluster": 3, "max_positions_per_risk_bucket": 4 }, "score_gap_to_strongest": -1.25, "strongest_current_candidate": { "action": "HOLD", "correlation_cluster": "gold_beta", "policy_score": 106.58, "position_id": "position-gld-fq-gld-supply-risk-premium-5-20", "posterior_probability": 0.7649, "raw_score": 106.58, "risk_bucket": "gold", "selection_score": 80.09, "ticker": "GLD" } } }, "posterior_probability": 0.812, "prediction_id": "risk-xlk-ai-infrastructure-repricing", "price_snapshot": {}, "question_id": "fq-xlk-ai-infrastructure-repricing-5-20-交易日", "return_attribution": { "current_price": null, "current_return_pct": null, "direction_multiplier": 1.0, "entry_price": 180.39, "method": "ENTRY_TO_CURRENT", "price_observed_at": "", "status": "MISSING_PRICE" }, "review_after": "2026-06-21", "risk_bucket": "growth_tech", "risk_level": "中", "side": "LONG", "size_hint": "BASE", "status": "SIMULATED", "target_weight_pct": 0.0, "ticker": "XLK" }, { "calibration_status": "UNTRACKED", "correlation_cluster": "crypto_beta", "current_return_pct": -0.8683, "direction_intent": "WATCH", "entry_reference": { "currency": "USD", "entry_price": 77290.36, "observed_at": "2026-05-25T21:30:26+00:00", "source": "Yahoo Finance chart" }, "execution_condition": "ON_CONFIRMATION", "expected_path": "UP", "forecast_issuance_id": "fi-896", "instrument": "BTC-USD", "invalidation": "监管压力扩散且 ETF 净流出持续。", "max_weight_pct": null, "outcome_status": "UNRESOLVED", "position_action": "WATCH", "position_change_reason": "watch_only", "position_event_id": "pe-75", "position_id": "position-btc-usd-fq-btc-usd-policy-trust-constraint-1-7", "position_policy": { "action_reason": "watch_or_non_active", "automatic_execution": { "human_review_required": false, "real_trade_execution": false, "simulated_position_event_only": true }, "base_action": "WATCH", "challenger_score": 116.94, "change_reason": "watch_only", "correlation_cluster": "crypto_beta", "final_action": "WATCH", "incumbent_position": false, "limits": { "max_active_positions": 9, "max_correlation_cluster_target_weight_pct": 0.45, "max_gross_target_weight_pct": 1.0, "max_positions_per_correlation_cluster": 3, "max_positions_per_risk_bucket": 4 }, "policy_version": "position_rotation_policy.v1", "raw_challenger_score": 116.94, "replacement": {}, "risk_bucket": "crypto", "rotation_cost": { "action": "WATCH", "cost_bps": 15.0, "estimated_turnover_pct": 0.0, "guardrails": { "cost_is_shadow_estimate": true, "human_review_required": false, "real_trade_execution": false }, "inputs": { "incumbent_weight_pct": 0.0, "risk_bucket": "crypto", "target_weight_pct": 0.0 }, "model_version": "position_rotation_cost_model.v1", "score_penalty": 0.0 } }, "posterior_probability": 1.0, "prediction_id": "risk-btc-usd-policy-trust-constraint", "price_snapshot": { "change_pct": -0.84, "currency": "USD", "observed_at": "2026-05-26T08:03:16+00:00", "previous_close": 77267.39, "price": 76619.22, "source": "Yahoo Finance chart", "ticker": "BTC-USD" }, "question_id": "fq-btc-usd-policy-trust-constraint-1-7-交易日", "return_attribution": { "current_price": 76619.22, "current_return_pct": -0.8683, "direction_multiplier": 1.0, "entry_price": 77290.36, "method": "ENTRY_TO_CURRENT", "price_observed_at": "2026-05-26T08:03:16+00:00", "status": "AVAILABLE" }, "review_after": "2026-06-04", "risk_bucket": "crypto", "risk_level": "高", "side": "WATCH", "size_hint": "SMALL", "status": "WATCHING", "target_weight_pct": 0.0, "ticker": "BTC-USD" }, { "calibration_status": "UNTRACKED", "correlation_cluster": "crypto_beta", "current_return_pct": -1.2999, "direction_intent": "WATCH", "entry_reference": { "currency": "USD", "entry_price": 85.39, "observed_at": "2026-05-25T21:30:27+00:00", "source": "Yahoo Finance chart" }, "execution_condition": "EVENT_DRIVEN", "expected_path": "UP", "forecast_issuance_id": "fi-900", "instrument": "SOL-USD", "invalidation": "资金费率过热、OI 快速上升但价格无法延续。", "max_weight_pct": null, "outcome_status": "UNRESOLVED", "position_action": "WATCH", "position_change_reason": "watch_only", "position_event_id": "pe-81", "position_id": "position-sol-usd-fq-sol-usd-policy-trust-constraint-1-7", "position_policy": { "action_reason": "watch_or_non_active", "automatic_execution": { "human_review_required": false, "real_trade_execution": false, "simulated_position_event_only": true }, "base_action": "WATCH", "challenger_score": 62.9, "change_reason": "watch_only", "correlation_cluster": "crypto_beta", "final_action": "WATCH", "incumbent_position": false, "limits": { "max_active_positions": 9, "max_correlation_cluster_target_weight_pct": 0.45, "max_gross_target_weight_pct": 1.0, "max_positions_per_correlation_cluster": 3, "max_positions_per_risk_bucket": 4 }, "policy_version": "position_rotation_policy.v1", "raw_challenger_score": 62.9, "replacement": {}, "risk_bucket": "crypto", "rotation_cost": { "action": "WATCH", "cost_bps": 15.0, "estimated_turnover_pct": 0.0, "guardrails": { "cost_is_shadow_estimate": true, "human_review_required": false, "real_trade_execution": false }, "inputs": { "incumbent_weight_pct": 0.0, "risk_bucket": "crypto", "target_weight_pct": 0.0 }, "model_version": "position_rotation_cost_model.v1", "score_penalty": 0.0 } }, "posterior_probability": 0.5356, "prediction_id": "risk-sol-usd-policy-trust-constraint", "price_snapshot": { "change_pct": -0.85, "currency": "USD", "observed_at": "2026-05-26T08:03:22+00:00", "previous_close": 85.00237, "price": 84.28, "source": "Yahoo Finance chart", "ticker": "SOL-USD" }, "question_id": "fq-sol-usd-policy-trust-constraint-1-7-交易日", "return_attribution": { "current_price": 84.28, "current_return_pct": -1.2999, "direction_multiplier": 1.0, "entry_price": 85.39, "method": "ENTRY_TO_CURRENT", "price_observed_at": "2026-05-26T08:03:22+00:00", "status": "AVAILABLE" }, "review_after": "2026-06-04", "risk_bucket": "crypto", "risk_level": "高", "side": "WATCH", "size_hint": "TINY", "status": "WATCHING", "target_weight_pct": 0.0, "ticker": "SOL-USD" }, { "calibration_status": "UNTRACKED", "correlation_cluster": "growth_mega_cap", "current_return_pct": 0.0, "direction_intent": "WATCH", "entry_reference": { "currency": "USD", "entry_price": 84.68, "observed_at": "2026-05-22T20:00:00+00:00", "source": "Yahoo Finance chart" }, "execution_condition": "ON_CONFIRMATION", "expected_path": "UP", "forecast_issuance_id": "fi-897", "instrument": "TLT", "invalidation": "10Y yield 放量上破并带动 TLT 跌破短期趋势。", "max_weight_pct": null, "outcome_status": "UNRESOLVED", "position_action": "WATCH", "position_change_reason": "watch_only", "position_event_id": "pe-74", "position_id": "position-tlt-fq-tlt-soft-landing-liquidity-5-20", "position_policy": { "action_reason": "watch_or_non_active", "automatic_execution": { "human_review_required": false, "real_trade_execution": false, "simulated_position_event_only": true }, "base_action": "WATCH", "challenger_score": 67.12, "change_reason": "watch_only", "correlation_cluster": "growth_mega_cap", "final_action": "WATCH", "incumbent_position": false, "limits": { "max_active_positions": 9, "max_correlation_cluster_target_weight_pct": 0.45, "max_gross_target_weight_pct": 1.0, "max_positions_per_correlation_cluster": 3, "max_positions_per_risk_bucket": 4 }, "policy_version": "position_rotation_policy.v1", "raw_challenger_score": 67.12, "replacement": {}, "risk_bucket": "rates_credit", "rotation_cost": { "action": "WATCH", "cost_bps": 5.0, "estimated_turnover_pct": 0.0, "guardrails": { "cost_is_shadow_estimate": true, "human_review_required": false, "real_trade_execution": false }, "inputs": { "incumbent_weight_pct": 0.0, "risk_bucket": "rates_credit", "target_weight_pct": 0.0 }, "model_version": "position_rotation_cost_model.v1", "score_penalty": 0.0 } }, "posterior_probability": 0.5065, "prediction_id": "secondary-tlt-soft-landing-liquidity", "price_snapshot": { "change_pct": 0.55, "currency": "USD", "observed_at": "2026-05-22T20:00:00+00:00", "previous_close": 84.22, "price": 84.68, "source": "Yahoo Finance chart", "ticker": "TLT" }, "question_id": "fq-tlt-soft-landing-liquidity-5-20-交易日", "return_attribution": { "current_price": 84.68, "current_return_pct": 0.0, "direction_multiplier": 1.0, "entry_price": 84.68, "method": "ENTRY_TO_CURRENT", "price_observed_at": "2026-05-22T20:00:00+00:00", "status": "AVAILABLE" }, "review_after": "2026-06-22", "risk_bucket": "rates_credit", "risk_level": "中", "side": "WATCH", "size_hint": "SMALL", "status": "WATCHING", "target_weight_pct": 0.0, "ticker": "TLT" }, { "calibration_status": "UNTRACKED", "correlation_cluster": "energy_beta", "current_return_pct": 0.0, "direction_intent": "WATCH", "entry_reference": { "currency": "USD", "entry_price": 140.92, "observed_at": "2026-05-22T20:00:00+00:00", "source": "Yahoo Finance chart" }, "execution_condition": "EVENT_DRIVEN", "expected_path": "UP", "forecast_issuance_id": "fi-894", "instrument": "USO", "invalidation": "供应风险缓解，库存累积，油价无法维持突破。", "max_weight_pct": null, "outcome_status": "UNRESOLVED", "position_action": "WATCH", "position_change_reason": "watch_only", "position_event_id": "pe-79", "position_id": "position-uso-fq-uso-supply-risk-premium-3-10", "position_policy": { "action_reason": "probability_below_close_threshold", "automatic_execution": { "human_review_required": false, "real_trade_execution": false, "simulated_position_event_only": true }, "base_action": "WATCH", "challenger_score": 33.16, "change_reason": "watch_only", "correlation_cluster": "energy_beta", "final_action": "WATCH", "incumbent_position": false, "limits": { "max_active_positions": 9, "max_correlation_cluster_target_weight_pct": 0.45, "max_gross_target_weight_pct": 1.0, "max_positions_per_correlation_cluster": 3, "max_positions_per_risk_bucket": 4 }, "policy_version": "position_rotation_policy.v1", "raw_challenger_score": 33.16, "replacement": {}, "risk_bucket": "energy", "rotation_cost": { "action": "WATCH", "cost_bps": 5.0, "estimated_turnover_pct": 0.0, "guardrails": { "cost_is_shadow_estimate": true, "human_review_required": false, "real_trade_execution": false }, "inputs": { "incumbent_weight_pct": 0.0, "risk_bucket": "energy", "target_weight_pct": 0.0 }, "model_version": "position_rotation_cost_model.v1", "score_penalty": 0.0 } }, "posterior_probability": 0.0807, "prediction_id": "primary-uso-supply-risk-premium", "price_snapshot": { "change_pct": -1.14, "currency": "USD", "observed_at": "2026-05-22T20:00:00+00:00", "previous_close": 142.54, "price": 140.92, "source": "Yahoo Finance chart", "ticker": "USO" }, "question_id": "fq-uso-supply-risk-premium-3-10-交易日", "return_attribution": { "current_price": 140.92, "current_return_pct": 0.0, "direction_multiplier": 1.0, "entry_price": 140.92, "method": "ENTRY_TO_CURRENT", "price_observed_at": "2026-05-22T20:00:00+00:00", "status": "AVAILABLE" }, "review_after": "2026-06-08", "risk_bucket": "energy", "risk_level": "中高", "side": "WATCH", "size_hint": "SMALL", "status": "WATCHING", "target_weight_pct": 0.0, "ticker": "USO" } ], "predictions": [ { "asset_class": "能源行业 ETF", "base_rate_probability": 0.54, "calibration_status": "HEURISTIC", "confidence": 0.7139, "direction": "偏多", "direction_intent": "LONG", "forecast_issuance_id": "fi-892", "forecast_issuance_status": "ISSUED", "horizon": "5-20 交易日", "instrument": "XLE", "invalidation": "油价回落且 XLE 相对 SPY 走弱。", "issued_at": "2026-05-25T16:30:03.442739", "market": "US Equity", "model_version": "market_state.v3.outcome-contract-2", "narrative": "Supply Risk Premium", "next_action": "WAIT_FOR_REVIEW_WINDOW", "outcome_status": "UNRESOLVED", "payoff_summary": "Upside +0.9% if 油价突破; downside is governed by 油价回落且 XLE 相对 SPY 走弱.", "position_id": "position-primary-xle-supply-risk-premium", "posterior_probability": 0.6128, "prediction_id": "primary-xle-supply-risk-premium", "price_snapshot": { "change_pct": 0.61, "currency": "USD", "observed_at": "2026-05-22T20:00:00+00:00", "previous_close": 59.13, "price": 59.49, "source": "Yahoo Finance chart", "ticker": "XLE" }, "question_id": "fq-xle-supply-risk-premium-5-20-交易日", "review_after": "2026-06-22", "risk_level": "中", "selection_rank": 1, "selection_score": 80.69, "selection_status": "SELECTED", "signal_count": 2, "status": "VALIDATED", "survival_note": "Use 10%-18% as max exposure; keep optionality and cut when invalidation triggers.", "thesis": "若商品风险溢价上升，能源股可作为比原油更低杠杆的权益表达。", "ticker": "XLE" }, { "asset_class": "长久期美债 ETF", "base_rate_probability": 0.54, "calibration_status": "HEURISTIC", "confidence": 0.7094, "direction": "偏多", "direction_intent": "LONG", "forecast_issuance_id": "fi-897", "forecast_issuance_status": "ISSUED", "horizon": "5-20 交易日", "instrument": "TLT", "invalidation": "10Y yield 放量上破并带动 TLT 跌破短期趋势。", "issued_at": "2026-05-25T16:30:03.442739", "market": "US Rates", "model_version": "market_state.v3.outcome-contract-2", "narrative": "Soft Landing Liquidity", "next_action": "WAIT_FOR_REVIEW_WINDOW", "outcome_status": "UNRESOLVED", "payoff_summary": "Upside +0.8% if 实际利率回落; downside is governed by 10Y yield 放量上破并带动 TLT 跌破短期趋势.", "position_id": "position-secondary-tlt-soft-landing-liquidity", "posterior_probability": 0.6122, "prediction_id": "secondary-tlt-soft-landing-liquidity", "price_snapshot": { "change_pct": 0.55, "currency": "USD", "observed_at": "2026-05-22T20:00:00+00:00", "previous_close": 84.22, "price": 84.68, "source": "Yahoo Finance chart", "ticker": "TLT" }, "question_id": "fq-tlt-soft-landing-liquidity-5-20-交易日", "review_after": "2026-06-22", "risk_level": "中", "selection_rank": 2, "selection_score": 66.47, "selection_status": "SELECTED", "signal_count": 2, "status": "TRACKING", "survival_note": "Use 10%-15% as max exposure; keep optionality and cut when invalidation triggers.", "thesis": "若市场继续交易降息路径，长久期债券具备战术反弹空间。", "ticker": "TLT" }, { "asset_class": "加密现货", "base_rate_probability": 0.4236, "calibration_status": "HEURISTIC", "confidence": 0.7269, "direction": "高波动", "direction_intent": "HEDGE", "forecast_issuance_id": "fi-896", "forecast_issuance_status": "ISSUED", "horizon": "1-7 交易日", "instrument": "BTC-USD", "invalidation": "监管压力扩散且 ETF 净流出持续。", "issued_at": "2026-05-25T16:30:03.442739", "market": "Crypto", "model_version": "market_state.v3.outcome-contract-2", "narrative": "Policy & Trust Constraint", "next_action": "WAIT_FOR_REVIEW_WINDOW", "outcome_status": "UNRESOLVED", "payoff_summary": "Upside +0.4% if 监管 headline 消化; downside is governed by 监管压力扩散且 ETF 净流出持续.", "position_id": "position-risk-btc-usd-policy-trust-constraint", "posterior_probability": 0.4336, "prediction_id": "risk-btc-usd-policy-trust-constraint", "price_snapshot": { "change_pct": -0.84, "currency": "USD", "observed_at": "2026-05-26T08:03:16+00:00", "previous_close": 77267.39, "price": 76619.22, "source": "Yahoo Finance chart", "ticker": "BTC-USD" }, "question_id": "fq-btc-usd-policy-trust-constraint-1-7-交易日", "review_after": "2026-06-04", "risk_level": "高", "selection_rank": 3, "selection_score": 66.94, "selection_status": "SELECTED", "signal_count": 2, "status": "WATCHING", "survival_note": "High-vol crypto; cap at 0%-8%, reduce on funding overheat, ETF outflow, or trend break.", "thesis": "监管与信任事件会提高加密资产波动，BTC 优先级高于高 beta 山寨币。", "ticker": "BTC-USD" }, { "asset_class": "高收益债 ETF", "base_rate_probability": 0.54, "calibration_status": "HEURISTIC", "confidence": 0.6894, "direction": "偏多", "direction_intent": "LONG", "forecast_issuance_id": "fi-899", "forecast_issuance_status": "ISSUED", "horizon": "5-15 交易日", "instrument": "HYG", "invalidation": "信用利差重新走阔且权益下跌扩散。", "issued_at": "2026-05-25T16:30:03.442739", "market": "Credit", "model_version": "market_state.v3.outcome-contract-2", "narrative": "Soft Landing Liquidity", "next_action": "WAIT_FOR_REVIEW_WINDOW", "outcome_status": "UNRESOLVED", "payoff_summary": "Upside +0.5% if HY spread 收窄; downside is governed by 信用利差重新走阔且权益下跌扩散.", "position_id": "position-secondary-hyg-soft-landing-liquidity", "posterior_probability": 0.6096, "prediction_id": "secondary-hyg-soft-landing-liquidity", "price_snapshot": { "change_pct": 0.01, "currency": "USD", "observed_at": "2026-05-22T20:00:00+00:00", "previous_close": 79.9, "price": 79.91, "source": "Yahoo Finance chart", "ticker": "HYG" }, "question_id": "fq-hyg-soft-landing-liquidity-5-15-交易日", "review_after": "2026-06-15", "risk_level": "中", "selection_rank": 4, "selection_score": 63.87, "selection_status": "SELECTED", "signal_count": 2, "status": "TRACKING", "survival_note": "Use 10%-20% as max exposure; keep optionality and cut when invalidation triggers.", "thesis": "风险偏好改善通常压缩信用利差，HYG 可作为风险扩散是否成立的确认资产。", "ticker": "HYG" }, { "asset_class": "美元指数 ETF", "base_rate_probability": 0.5, "calibration_status": "HEURISTIC", "confidence": 0.7294, "direction": "偏空", "direction_intent": "SHORT", "forecast_issuance_id": "fi-898", "forecast_issuance_status": "ISSUED", "horizon": "3-10 交易日", "instrument": "UUP", "invalidation": "DXY 重新走强并与利率上行共振。", "issued_at": "2026-05-25T16:30:03.442739", "market": "Dollar", "model_version": "market_state.v3.outcome-contract-2", "narrative": "Soft Landing Liquidity", "next_action": "WAIT_FOR_REVIEW_WINDOW", "outcome_status": "UNRESOLVED", "payoff_summary": "Defensive payoff from avoiding -0.6% drag if pressure confirms; revisit when DXY 重新走强并与利率上行共振.", "position_id": "position-secondary-uup-soft-landing-liquidity", "posterior_probability": 0.6148, "prediction_id": "secondary-uup-soft-landing-liquidity", "price_snapshot": { "change_pct": 0.14, "currency": "USD", "observed_at": "2026-05-22T20:00:00+00:00", "previous_close": 27.73, "price": 27.77, "source": "Yahoo Finance chart", "ticker": "UUP" }, "question_id": "fq-uup-soft-landing-liquidity-3-10-交易日", "review_after": "2026-06-08", "risk_level": "中", "selection_rank": 5, "selection_score": 66.27, "selection_status": "SELECTED", "signal_count": 2, "status": "TRACKING", "survival_note": "Use 0%-5% as max exposure; keep optionality and cut when invalidation triggers.", "thesis": "软着陆与降息 optionality 同时升温时，美元多头的边际吸引力下降。", "ticker": "UUP" }, { "asset_class": "黄金 ETF", "base_rate_probability": 0.42, "calibration_status": "HEURISTIC", "confidence": 0.7339, "direction": "偏多", "direction_intent": "LONG", "forecast_issuance_id": "fi-893", "forecast_issuance_status": "ISSUED", "horizon": "5-20 交易日", "instrument": "GLD", "invalidation": "实际利率和美元同步走强，黄金无法守住支撑。", "issued_at": "2026-05-25T16:30:03.442739", "market": "Precious Metals", "model_version": "market_state.v3.outcome-contract-2", "narrative": "Supply Risk Premium", "next_action": "WAIT_FOR_REVIEW_WINDOW", "outcome_status": "UNRESOLVED", "payoff_summary": "Upside +1.2% if 实际利率回落; downside is governed by 实际利率和美元同步走强，黄金无法守住支撑.", "position_id": "position-primary-gld-supply-risk-premium", "posterior_probability": 0.6154, "prediction_id": "primary-gld-supply-risk-premium", "price_snapshot": { "change_pct": -0.76, "currency": "USD", "observed_at": "2026-05-22T20:00:00+00:00", "previous_close": 416.99, "price": 413.82, "source": "Yahoo Finance chart", "ticker": "GLD" }, "question_id": "fq-gld-supply-risk-premium-5-20-交易日", "review_after": "2026-06-22", "risk_level": "中", "selection_rank": 6, "selection_score": 80.09, "selection_status": "SELECTED", "signal_count": 2, "status": "VALIDATED", "survival_note": "Tail-risk sleeve; cap at 10%-20% and do not average down after invalidation.", "thesis": "供应链和地缘扰动会抬升避险需求，实际利率回落时黄金弹性更高。", "ticker": "GLD" }, { "asset_class": "原油 ETF", "base_rate_probability": 0.42, "calibration_status": "HEURISTIC", "confidence": 0.6939, "direction": "偏多", "direction_intent": "LONG", "forecast_issuance_id": "fi-894", "forecast_issuance_status": "ISSUED", "horizon": "3-10 交易日", "instrument": "USO", "invalidation": "供应风险缓解，库存累积，油价无法维持突破。", "issued_at": "2026-05-25T16:30:03.442739", "market": "Energy", "model_version": "market_state.v3.outcome-contract-2", "narrative": "Supply Risk Premium", "next_action": "WAIT_FOR_REVIEW_WINDOW", "outcome_status": "UNRESOLVED", "payoff_summary": "Upside +1.5% if 库存下降; downside is governed by 供应风险缓解，库存累积，油价无法维持突破.", "position_id": "position-primary-uso-supply-risk-premium", "posterior_probability": 0.5802, "prediction_id": "primary-uso-supply-risk-premium", "price_snapshot": { "change_pct": -1.14, "currency": "USD", "observed_at": "2026-05-22T20:00:00+00:00", "previous_close": 142.54, "price": 140.92, "source": "Yahoo Finance chart", "ticker": "USO" }, "question_id": "fq-uso-supply-risk-premium-3-10-交易日", "review_after": "2026-06-08", "risk_level": "中高", "selection_rank": 7, "selection_score": 75.09, "selection_status": "SELECTED", "signal_count": 2, "status": "VALIDATED", "survival_note": "Tail-risk sleeve; cap at 5%-10% and do not average down after invalidation.", "thesis": "能源供应扰动会提高原油风险溢价，但库存与期限结构必须确认。", "ticker": "USO" }, { "asset_class": "美股成长 ETF", "base_rate_probability": 0.5, "calibration_status": "HEURISTIC", "confidence": 0.7294, "direction": "偏多", "direction_intent": "LONG", "forecast_issuance_id": "fi-895", "forecast_issuance_status": "ISSUED", "horizon": "5-15 交易日", "instrument": "QQQ", "invalidation": "2Y yield 重新上行且 QQQ 相对 SPY 转弱。", "issued_at": "2026-05-25T16:30:03.442739", "market": "US Equity", "model_version": "market_state.v3.outcome-contract-2", "narrative": "Soft Landing Liquidity", "next_action": "WAIT_FOR_REVIEW_WINDOW", "outcome_status": "UNRESOLVED", "payoff_summary": "Upside +1.1% if 2Y yield 下行; downside is governed by 2Y yield 重新上行且 QQQ 相对 SPY 转弱.", "position_id": "position-secondary-qqq-soft-landing-liquidity", "posterior_probability": 0.6148, "prediction_id": "secondary-qqq-soft-landing-liquidity", "price_snapshot": { "change_pct": 0.42, "currency": "USD", "observed_at": "2026-05-22T20:00:00+00:00", "previous_close": 714.50995, "price": 717.54, "source": "Yahoo Finance chart", "ticker": "QQQ" }, "question_id": "fq-qqq-soft-landing-liquidity-5-15-交易日", "review_after": "2026-06-15", "risk_level": "中", "selection_rank": 8, "selection_score": 71.07, "selection_status": "SELECTED", "signal_count": 2, "status": "TRACKING", "survival_note": "Use 20%-30% as max exposure; keep optionality and cut when invalidation triggers.", "thesis": "增长韧性与降息 optionality 同时存在时，成长股更容易获得估值支撑。", "ticker": "QQQ" }, { "asset_class": "高 beta 加密现货", "base_rate_probability": 0.4188, "calibration_status": "HEURISTIC", "confidence": 0.6269, "direction": "事件驱动高波动", "direction_intent": "HEDGE", "forecast_issuance_id": "fi-900", "forecast_issuance_status": "ISSUED", "horizon": "1-7 交易日", "instrument": "SOL-USD", "invalidation": "资金费率过热、OI 快速上升但价格无法延续。", "issued_at": "2026-05-25T16:30:03.442739", "market": "Crypto", "model_version": "market_state.v3.outcome-contract-2", "narrative": "Policy & Trust Constraint", "next_action": "WAIT_FOR_REVIEW_WINDOW", "outcome_status": "UNRESOLVED", "payoff_summary": "Upside +1.8% if 链上交易活跃; downside is governed by 资金费率过热、OI 快速上升但价格无法延续.", "position_id": "position-risk-sol-usd-policy-trust-constraint", "posterior_probability": 0.4288, "prediction_id": "risk-sol-usd-policy-trust-constraint", "price_snapshot": { "change_pct": -0.85, "currency": "USD", "observed_at": "2026-05-26T08:03:22+00:00", "previous_close": 85.00237, "price": 84.28, "source": "Yahoo Finance chart", "ticker": "SOL-USD" }, "question_id": "fq-sol-usd-policy-trust-constraint-1-7-交易日", "review_after": "2026-06-04", "risk_level": "高", "selection_rank": 9, "selection_score": 59.34, "selection_status": "SELECTED", "signal_count": 2, "status": "WATCHING", "survival_note": "High-vol crypto; cap at 0%-4%, reduce on funding overheat, ETF outflow, or trend break.", "thesis": "SOL 对风险偏好和链上活跃更敏感，适合放入观察池而不是默认重仓。", "ticker": "SOL-USD" } ], "schema_version": "product_seed.v1", "signals": [ { "after_probability": 0.5453, "before_probability": 0.5181, "confidence": 0.7539, "direction": "supports", "evidence_refs": [ "evidence:5ca924d5f0361fd582cdc05b9c07905816d733ae246cc74ed3f7c43ee3540177", "evidence:5a0e32df56b58905fb814c85a62148de421bee3e87eef017a06d08eda4118efb", "evidence:88a65f429d9d0e471b6df2a1925c385cc790a82994bdcfab2c62eb5fcb23878b", "evidence:6b85fa9259d0c9f71eda40b8cef1cd5665c760ea9b955e49c2afa6d8551d669c", "evidence:636981cd7d3c331a7a72cbf3836188a97ca16a9c1ac6fc8cb4a480301549ff05", "narrative:Supply Risk Premium", "ticker:GLD", "question:fq-gld-supply-risk-premium-5-20-交易日" ], "evidence_update_ids": [ "5ca924d5f0361fd582cdc05b9c07905816d733ae246cc74ed3f7c43ee3540177", "5a0e32df56b58905fb814c85a62148de421bee3e87eef017a06d08eda4118efb", "88a65f429d9d0e471b6df2a1925c385cc790a82994bdcfab2c62eb5fcb23878b", "6b85fa9259d0c9f71eda40b8cef1cd5665c760ea9b955e49c2afa6d8551d669c", "636981cd7d3c331a7a72cbf3836188a97ca16a9c1ac6fc8cb4a480301549ff05" ], "factor_name": "实际利率回落", "factor_state": "Catalyst that should validate the thesis before sizing up.", "manual_signal_refs": [], "prediction_id": "primary-gld-supply-risk-premium", "probability_delta": 0.0272, "question_id": 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