盘前深度简报 · 2026-08-07 (周五) 08:00 HKT
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🧭 Regime (packet, per market): US red (US β 5.85 + US levered 85.2% + RKLX lev_regime red) · HK amber (HK single_name 52.49% + HK Top2 85.2% + HK levered 32.7% + factor breach). macro.label neutral (VIX 15.81 -4.18%, F&G 59.7 greed, SPX 7,723.55 -0.17% / NDX 26,363.44 -0.83% 8/5 同步小幅回, HSI 25,530.28 -1.49% / HSTECH 4,820.78 -2.28% 8/6 破 4,900). 8/7 关键宏观 = 8/6 20:30 ET NFP (前值 7.7M, cons 200k, 强劲 → leveraged 风险 + 反向 USD 强), risk_rule cuts 不受 risk_on HOLD 默认约束.
FX: USDHKD = 7.8446 (Frankfurter, fetched 2026-08-07 00:01 UTC, age 7.9h). 🔒 HKD + USD 不能直接相加, book 段双视角展示.
实时价快照: HK 持仓来自 Tencent 2026-08-06 收盘; US 持仓来自 2026-08-06 16:00 ET close. 8/6 关键事件: HSI -1.49% / HSTECH -2.28% 整体回调, 但 00100 +17.09% 收 297.2 反向领涨 AI 板块 (H3 开源 + 港股通 9 月生效 + 高盛 ARR 130亿); 07226 -4.73% (broker 0/6 5d → 8/6 升级 hard cut 6,200 全部清 sim); RKLX +2.28% (8/6 升级 hard cut 10 sim); SPCH +11.31% (8/6 升级 hard cut 190 sim, user 8/7 01:34 HKT 反而加仓 20 @5.88 摊本); MSFU +5.13% (trim 3 @38 sim +0.87 USD 已 plan 触发); PLTU -3.29% (trim 2 @44 未触发, 8/6 high 估 ≤42.295); SKHY -4.97% 持续消化 8/5 财报日 -13%; SPCX +6.14% 修复.
🔴 broker 0/6 第 6 日 + 9 breach + 2 硬止损 = 8/7 是 3 杠杆 ETF hard cut 第 2 次升级日 + 00100 trim 第 5 次尝试日: 7/30-8/6 6d 0/6 swap 阻断 07226/RKLX/SPCH. 00100 8/6 +17% 反弹至 297.2 加剧 single_name 52.49% breach (8/5 47.65% → 8/6 52.49%), 8/4 加仓均价 230 守住 +29.2% 浮盈 part, 但距回本 +86.1% 仍远. 8/6 trim 28 @240 反射 sim 错位 -1,601 HKD 但 broker fill 1/1, 8/7 继续 trim 30 @ ≥280 借反弹分批. 8/7 NFP + 8/10 RKLB amc + 8/12 CPI 三事件压顶, leveraged 仓位 (RKLX/SPCH/PLTU/MSFU) 注意.
Book (USD-base + HKD-base 双视角)
真实总浮盈亏: USD −6,456.66 ≈ HKD −50,649.89 (USDHKD 7.8446, Frankfurter 2026-08-07 00:01 UTC) ├─ HK 段: HKD −37,335.64 ≈ USD −4,758.51 └─ US 段: USD −1,697.25 ≈ HKD −13,313.91
| 段 | 当前市值 | 浮亏 | 主因 |
|---|---|---|---|
| HK | 67,940.8 HKD | −37,335.64 HKD | 00100 −46.27% (8/6 +17% 反弹) + 07226 -17.79% (2x 杠杆 ETF) + 02208 -22.89% (海外扩张 利好) |
| US | 2,596.11 USD | −1,697.25 USD | 5/7 票 2x 杠杆, β=5.85 + levered 85.2% + RKLX/SPCH 硬止损 -55.8%/-54.0% |
▎仓位明细 (shares>0, 来自 portfolio.json 2026-08-07 preflight)
HK leg (67,940.8 HKD, 5 仓, 现金 17,597 HKD)
| 代码 | 名称 | 股 | 成本 | 现价 | 1日 | 浮% | 浮 HKD |
|---|---|---|---|---|---|---|---|
| 00100 | MINIMAX-W | 120 | 553.083 | 297.200 | +17.09% | −46.27% | −30,705.96 |
| 07226 | XL二南方恒科 (2x) | 6,200 | 4.363 | 3.586 | −4.73% | −17.79% | −4,811.20 |
| 03033 | 南方恒生科技 (1x) | 1,000 | 5.140 | 4.734 | −2.19% | −7.90% | −406.00 |
| 02208 | 金风科技 | 400 | 14.084 | 10.860 | +1.21% | −22.89% | −1,289.60 |
| 03032 | 恒生科技ETF | 200 | 5.405 | 4.828 | −1.99% | −10.69% | −115.40 |
⚠️ 8/6 00100 收盘 297.2 (+17.09% 1d 反弹) — 加剧 single_name 52.49% breach, 8/4 加仓均价 230 守住 +29.2%. broker 8/6 1/1 trim fill 28 @240 sim -1,601 HKD 错位但成交, 8/7 继续 trim 30 @ ≥280 (broker 1/1 fill 概率高, 反射 0.86 win 唯一正 edge).
US leg (2,596.11 USD, 7 仓, 现金 409.19 USD)
| 代码 | 名称 | 股 | 成本 | 现价 | 1日 | 浮% | 浮 USD |
|---|---|---|---|---|---|---|---|
| SPCH | Leverage 2x SPCX | 190 | 13.710 | 6.300 | +11.31% | −54.05% | −1,408.36 |
| PLTU | Direxion 2x PLTR | 10 | 40.957 | 41.140 | −3.29% | +0.45% | +1.83 |
| MSFU | Direxion 2x MSFT | 10 | 29.130 | 38.290 | +5.13% | +31.45% | +91.60 |
| RKLX | Defiance 2x RKLB | 10 | 49.690 | 21.980 | +2.28% | −55.76% | −277.10 |
| SKHY | SK海力士 ADR | 1 | 169.185 | 143.530 | −4.97% | −15.17% | −25.66 |
| CRCL | Circle Internet | 2 | 87.000 | 63.280 | 0.00% | −27.26% | −47.44 |
| SPCX | SpaceX (现货) | 1 | 147.500 | 114.920 | +6.14% | −22.09% | −32.58 |
⚠️ SPCH 8/6 +11.31% 1d 修复 — user 8/7 01:34 HKT 加仓 20 @5.88 摊本, 现 190 股; broker 0/6 第 6 日 swap 阻断, 8/6 plan hard cut 170 sim 错位 -135.15 USD, broker 仍 0/6, 8/7 继续 hard cut; 硬止损 -54.05% (23d 未消, breach_id=risk-95ac7f6cd591). MSFU 8/6 trim 3 @38 sim +0.87 USD broker fill ✓, 5d +18.9% 跳空后部分锁利, RSI 76.1 z+2.5σ EXTREME 仍成立 → 8/7 继续 trim 2 @ ≥40.
▎集中度风险 (HHI + Top2, 来自 preflight concentration 字段)
HK: HHI 0.392 ⚠️ 集中风险 (8/5 0.371 → 8/6 0.392 升, 00100 +17% 反弹驱动权重 47.65% → 52.49%) ├─ 00100 = 52.49% (超 35% single_name cap, breach_id=risk-2a450e7c896e, 持续 23 天, 最老, required trim 11,884.72 HKD) ├─ 07226 = 32.72% (超 35% cap, breach_id=risk-2e011bb6c67f; 同一票 2x 杠杆 ETF 32.7% 超 25% × amber 0.5 cap, breach_id=risk-da9861ae6562, required swap 5,248 HKD) ├─ HK Top2 = 85.2% (超 70% factor_concentration cap, breach_id=risk-56fb5eebe7cc — 名义多只实为单因子) └─ 同因子 (HK 科技 + AI) 敞口 ≈ 91% (00100 + 07226 + 03032 + 03033)
US: HHI 0.274 ⚠️ 集中风险 (8/5 0.241 → 8/6 0.274 升, SPCH 1d +11.31% 修复驱动权重) ├─ SPCH = 46.11% (超 35% cap, breach_id=risk-66a236e9b7e1) ├─ US 杠杆 ETF = 85.2% (超 50% cap, breach_id=risk-80e3b5a6819f) ├─ RKLX = lev_regime red (RKLB 破 MA200 + 20d 波动 91% > 70% cap, breach_id=risk-17fa752f4860, 11d 未消) ├─ US β vs SPX = 5.85 (超 3.0 cap, breach_id=risk-66b800a6afe2, 单日 SPX −1% 即 book −5.85%) └─ 2 hard stop 仍击穿 6 日: RKLX -55.76% / SPCH -54.05% (breach_id=risk-0a0af7ae3b3a / risk-95ac7f6cd591, 浮亏 ≤ -18% 硬止损线, 23d 未消)
结构性判断: HK 91% 单因子 + US 85.2% 杠杆 ETF + β 5.85 + 2 硬止损已击穿 = book 实际承受 7 breach + 2 hard stop = 9 触发, 最老 23 天 (risk-2a450e7c896e 起 7/15). 0 个被 durable override, broker 0/6 第 6 日阻断 swap, user 8/7 01:34 HKT 加仓 20 SPCH @5.88 摊本反映”无限子弹”流 = 默认接受 2 硬止损 + 8/7 NFP + 8/10 RKLB amc + 8/12 CPI 三事件叠加硬扛. 8/7 升级日: 3 个 2x 杠杆 ETF (07226/RKLX/SPCH) hard cut @ open 全部清, 不再等 broker swap fill (5d broker 0/6 = 第 6 日升级).
Retrospective · 8/6 plan 兑现度
| Action | Plan | 触发 | 模拟 ± | 评 |
|---|---|---|---|---|
| Trim 00100 28股 @≥240 | 反弹 240 | ✓ sim 240.0 | −1,601.6 HKD | ✗ sim 错位 (8/6 close 297.2 vs trigger 240 = -19% opportunity cost), broker 1/1 fill 第 4 日, 8/7 继续 trim 30 @280 |
| Cut 07226 6,200@open (hard cut) | 开盘 | ✓ sim 3.692 | +657.2 HKD | ✗ broker 0/6 第 5 日 swap 仍 0/6; sim 3.692 vs 8/6 close 3.586 = 错位 -2.9%, 8/7 升级 hard cut 仍执行 |
| Cut RKLX 10@open (hard cut) | 开盘 | ✓ sim 21.61 | −3.7 USD | ✗ broker 0/6 但 sim 微亏, 8/6 close 21.98 vs sim 21.61 = 错位 +1.7%, 8/7 继续 hard cut |
| Cut SPCH 170@open (hard cut) | 开盘 | ✓ sim 5.505 | −135.15 USD | ✗ broker 0/6 但 sim 错位 5.505 vs 8/6 close 6.30 = -14.4% (8/6 1d +11.31% 修复 错过), 8/7 hard cut 升级到 190 股 (含 user 8/7 01:34 +20) |
| Trim PLTU 2@44 | 反弹 44 | ✗ 不触发 (8/6 high 估 ≤42.295) | n/a | ⊘ trigger 设过紧, 8/7 降触发到 40 |
| Trim MSFU 3@38 | 反弹 38 | ✓ sim 38.0 | −0.87 USD | ✓ broker 1/1 fill 第 4 swap fill 日 (trim 路径走通), 8/7 继续 trim 2 @40 |
8/6 plan: 6 calls 5 trigger_fired=true + 1 not fired, broker fill = 1/6 (MSFU trim) + 4 swap 全部 sim 错位 (07226 +657 HKD, RKLX -3.7 USD, SPCH -135.15 USD, 00100 -1,601.6 HKD). broker 0/6 swap 阻断持续 6 日 (7/30-8/6), 5 日 trim broker 100% fill = 关键洞察: trim 工作, swap 不工作, 必须升级 hard cut 不再依赖 swap.
▎Confidence calibration (累计, 30d)
- settled episodes: 84, raw decisions 250
- Brier 0.3264 (active) vs baseline_loo 0.259 = brier_beats_baseline=false, 信心值校准不合格 (over-confidence, resolution > 0 但 reliability 吃掉); hierarchical prequential n=26 Brier 0.2659 vs raw 0.2931 校准后改善但仍未 beat constant
- 主动 call 39 ep 0.5641 win, 闭眼胜率 0.5641 = 高信心 (≥60%) 39 ep 0.5641 win 实际与闭眼无差 (mean_confidence 0.7979)
- by_action: trim_on_rebound n=7 0.8571 win CW +2.56% (edge_significant=true, 唯一显著正的 action); cut n=25 0.48 win CW -1.12% (CI 跨 0); hold_and_watch n=44 0.3864 win CW -0.55% (passive 池)
- by_strategy: risk_rebalance n=43 0.5581 win CW -0.18% (88.4% coverage, 政策); core_position n=33 0.3939 win CW -1.15%
- by_driver: risk_rule n=37 0.5405 win CW -0.99% (89.2% coverage, policy 主导但无 edge); technical n=20 0.40 win CW +2.51% (25% coverage, 唯一样本显著正 edge); catalyst n=14 0.3571 win CW -6.57% (catalyst 主动 call 资本加权 -6.57% 显著输基准)
- by_condition: price_below n=10 0.30 win CW -2.79% CI [-5.12, -0.74] (唯一负 cluster 显著); price_above n=11 0.6364 win CW +2.05% (trim 路径)
- 执行状态裂缝: 主动 153 ep 0.0462 rate (6 followed / 130 known, 17 stranded 标的无交易, 23 unknown broker 阻断) = 96% broker 0/6 阻断; passive 97 ep 0.9896 rate (95/96 known). 主动 call 的胜率/edge 与实际 fill 完全不挂钩, postflight brier 因 execution 噪声系统性偏高.
- 主动 cluster CI [-5.10, +2.98] 跨 0 → 不许声称有稳定 edge; trim_on_rebound 唯一 cluster CI [-1.33, +5.89] 跨 0 仍 仅 cluster 内 7 ep 0.8571 win
- hierarchical_calibration: 42 calibrators, 0 edge_supported (全部 no_positive_edge); omitted 35 个 (CI 跨 0.45 width) = 当前没有任何 action+driver+condition+regime 组合校准支持扩仓, confidence 必须按 abstained 处理
▎Lesson (1-2 行)
broker 0/6 6d trim 100% fill / swap 0% fill = trim 路径走通, swap 路径已断; 8/6 plan 6 calls 5 fired + 1 not, 唯一正 edge = trim_on_rebound (7 ep 0.86 win), 8/7 继续 00100 trim 30 @280 + MSFU trim 2 @40 + PLTU trim 2 @40 (降触发); 3 hard cut 升级到 8/7 第 2 次 (含 SPCH 190 = 170 + user 8/7 01:34 +20 摊本); catalyst 主动 call 资本加权 -6.57% 显著输基准, 不再因 利好 news 主动 add (哪怕 00100 9 月港股通).
▎板块全景 (板块名取自 memory/peer-map.json 各 ticker theme 字段, 8/7 早盘)
港股 AI 大模型 (00100 持仓, peer: 02513 智谱 / 09988 阿里 / 00020 商汤)
- 板块动态 (8/6): 智谱 02513 −4.81% 报 940 元获利回吐, 阿里 09988 +7.01% (Qwen3.8-Max 2.4 万亿参数, 千问系列仅次于 Claude), 百度 +3.78%, 腾讯 +3.2%, 京东 +1.73%; 月之暗面 Pre-IPO 估值 500 亿美元, DeepSeek 重启 500 亿人币融资, 国产大模型 8 月 Pre-IPO 潮. 板块南向资金持续流入 (8/3 港股通 净买 110.31 亿).
- self 位置 (8/6): 00100 +17.09% 报 297.2 领涨 AI 板块, 跑赢智谱 21.9pp, 1d +17% 创反弹新高, 8/4 加仓均价 230 已 +29.2% 浮盈 part. 板块 AI 应用层 8/5 迈富时 02556 +22.5% 涨 47.54 板块情绪强.
- 归因: H3 模型 8/5 正式开源 + 港股通 9 月生效预期 (实际生效日未确认, 见 SKILL.md 铁律) + 高盛 ARR 100→130 亿美元 + 智谱获利回吐资金分流到 MiniMax; self 1d +17% 仍小于 5d +27.2% 累计涨幅, 短期催化已 price in 部分.
港股 HSTECH (07226/03032/03033 持仓, peer: 09988 / 00700 / 03690)
- 板块动态 (8/6): HSTECH 1d −2.28% 收 4,820.78 破 4,900, HSI -1.49% 收 25,530. 8/3 港股通 净买 110.31 亿持续支撑, 8/6 整体回调 (HSTECH 4,800 区间下沿).
- self 位置 (8/6): 07226 -4.73% (杠杆放大) / 03032 -1.99% / 03033 -2.19% — 三者 1d 均跑输/跑平 HSTECH, 07226 8/5 broker 0/6 5d 阻断 swap → 8/6 升级 hard cut 6,200 @ open sim 错位 -2.9%, 8/7 继续 hard cut 升级.
- 归因: HSTECH 8/6 整体回调 2.28% 主因美股 8/5 8/6 同步走弱 (SPX -0.18% / NDX -0.39%) + 港股本地宏观 (8/7 NFP 前瞻担忧); broker 0/6 6d 阻断 swap 路径, 8/7 升级 hard cut 全部清, 离场 HSTECH 杠杆暴露.
商业航天 + US 杠杆 ETF (SPCH/RKLX/SPCX 持仓, peer: ASTS / RKLB / BKSY)
- 板块动态 (8/6): SPCX 8/6 +6.14% 收 114.92 (8/4 amc 财报后 -13.61% 砸盘修复), ASTS +15.27% 周 (BlueBird 三星刚发射), RKLB +0.46% (连涨 4 日, 8/10 amc Q2 财报在即). 板块情绪从 8/4-8/5 财报 selloff 中修复.
- self 位置 (8/6): SPCH 1d +11.31% 收 6.30 (杠杆放大), RKLX +2.28%, SPCX +6.14%. 三者全部 hard stop. user 8/7 01:34 HKT 加仓 SPCH 20 @5.88 摊本与 8/6 plan hard cut 冲突.
- 归因: 板块层面 8/6 SPCX 财报后修复 +6.14% + ASTS +15% 带动情绪, broker 0/6 6d 阻断 swap, 必须升级 hard cut @ open 全部清 3 杠杆 ETF (含 SPCH 190). user 摊本反映”无限子弹”风格, 但 硬止损 -54.05% 23d + single_name 46.11% + US levered 85.2% 三 breach 同触发, 8/7 必须 hard cut 全部清.
稳定币 + USDC (CRCL 持仓, peer: COIN / BKKT / PYPL / HOOD)
- 板块动态 (8/6): CRCL 8/5 bmo Q2 EPS $0.27 beat, USDC circulation $73.3B +19% YoY, Arc presale $242M, mainnet 9/16 启动; 1d +0.05% flat, 8/6 同价 63.28. Coinbase CEO Brian Armstrong 提出 AiFi (Agentic Finance) 概念 — CRCL 业务模型对应.
- self 位置 (8/6): CRCL 1d 0.0% / 5d +1.1% — 持平板块, 浮 -27.26% 离回本 +37.5% 远, 仓位 126.56 USD = 4.87% US leg (无 cap 触发).
- 归因: Q2 EPS beat 利好 1d +0.05% 已 price in, MS 砍 $38 是 disconfirming soft signal; Arc presale $242M / mainnet 9/16 (待确认日期, 未在
scheduled_catalysts.json) 是 forward catalyst 9 月 unlock, 短期无新增硬催化. 持有等 9/16 mainnet 启动.
美股科技 + AI 算力 (MSFU/PLTU 持仓, peer: MSFT/PLTR/NVDA/AVGO/TSM/SOXX)
- 板块动态 (8/6): 8/5 费半 (SOXX) +6.55% 暴冲后 8/6 AMD 盘前崩盘 -8.7% (8/5 amc 财报后 8/6 跟跌, 5d 仍 +132% YTD), NVDA +2.56%, AVGO +7%, TSM +3.6%. Burry 8/5 警告 1987 式崩盘 风险.
- self 位置 (8/6): MSFU +5.13% 收 38.29 (5d +18.9% 跳空后 1d +5.13% 持续, RSI 76.1 z+2.5σ EXTREME 仍 EXTREME) / PLTU -3.29% 收 41.14 (5d +62.1% 跳空后 1d -3.29% 部分回吐, RSI 72.8 z+3.7σ EXTREME 仍 EXTREME).
- 归因: MSFT 8/5 10-K + Azure Q4 +43% 突破 $100B annual 利好持续, 8/6 trim 3 @38 sim +0.87 USD broker fill ✓; PLTR 8/3 amc 财报 chain 1d -3.29% 部分回吐, RSI 72.8 z+3.7σ EXTREME 触发 trim 2 @40 (降触发从 44). 反射 0.86 win 继续支持 trim 路径.
风电 (02208 持仓, peer: 00916 龙源 / 01798 大唐新能源 / 01072 东方电气)
- 板块动态 (8/6): 中财网 8/4 研报: 欧洲海风在建 25GW + 汉堡宣言 / AccelerateEU + 中国风机出海从量增转质升. 板块整体跟涨.
- self 位置 (8/6): 02208 1d +1.21% / 5d +10.8% — 跟涨板块, 跑输 peer 00916 龙源. 反思 15 ep 0.33 win 主动 call 多半没跑赢持有.
- 归因: 海外扩张 + 欧洲海风政策密集落地 利好已 price in 1d +1.21% 跟涨, 反思 0.33 win + packet 限制 = 持有不追, 等 1x HSTECH 趋势修复.
Tier 1 — 4 个 analyst 角度合并大表
| 票 | Market | Fundamentals | Sentiment | Cross-Market |
|---|---|---|---|---|
| 00100 | 1d +17.09% (close 297.2, 8/4 加仓均价 230 守 +29.2%); 52.49% HK leg 仍超 35% cap, 23d breach 最老; RSI 仍 z+2.5σ EXTREME | Q1 数据 + 7/31 解禁 63% 流通股; 8/5 H3 launch + 港股通 9 月 (待确认日期) + 高盛 ARR 100→130 亿 | 8/6 +17% 领涨 AI 板块, 智谱 -4.81% 跑输 21.9pp; 月之暗面 500 亿美元 Pre-IPO 潮 | HK HSTECH -2.28% 但 self 独立领涨 AI; 8/5 迈富时 +22.5% / 8/6 阿里 +7% 持续 |
| 07226 | 1d -4.73% (close 3.586), 趋势 off z+2.2σ 极端; 32.72% HK leg + 32.7% levered + 85.2% top2 三 breach; broker 0/6 6d 阻断 swap | 2x 杠杆 ETF 跟 HSTECH 同步; chop_drag 0.67%/月 持续; 8/6 plan hard cut sim 错位 -2.9% | broker 0/6 6d swap 阻断, 8/7 升级 hard cut 全部清 | HSTECH -2.28% 破 4,900; 8/7 NFP + 8/10 RKLB amc + 8/12 CPI 三事件压顶 |
| 02208 | 1d +1.21% (close 10.86), 趋势 off z+2.1σ 极端, 22.89% 浮亏 | Q1 +63.48% YoY 营收 / +59.65% 净利; 8/4 签约泰国 DKT1 89.7MW; 累计回购 13M 股 | 中财网 8/4 研报 + 欧洲海风政策 + 海外扩张利好 | 港股新能源运营商 1d 跟涨; 板块 1x HSTECH 趋势修复 |
| 03032/03033 | 1d -1.99% / -2.19%, 趋势 off 但 RSI 强; 浮 -10.69% / -7.90% | 1x 跟 HSTECH 同步; 8/6 整体回调 2.28% | 南向资金 8/3 净买入 110.31 亿 (盈富 47.5 亿) 持续支撑 | HSTECH -2.28% 破 4,900; 板块情绪弱, 持有不追 |
| SPCH | 1d +11.31% (硬止损 -54.05%), 趋势 off + 破吊灯止损 + lev_regime red; 46.11% US leg + 85.2% US levered; user 8/7 01:34 +20 @5.88 | SPCX 8/4 amc 财报 beat (rev $1.935B +93%) 1d -13.61% selloff 后 8/6 +6.14% 修复 | broker 0/6 6d 阻断 swap, user 摊本反映无限子弹流; 8/6 plan hard cut 170 sim 错位 -14.4% (错过 1d +11.31%) | 8/6 SPCX +6.14% 修复; ASTS +15% 周带动情绪; 8/10 RKLB amc 财报在即 |
| RKLX | 1d +2.28% (硬止损 -55.76%), 趋势 off, lev_regime red; 8.47% US leg | 8/4 传 $80 亿拟收购 Iridium +12% 跳空; 8/10 amc Q2 财报 (PT $111.62) | broker 0/6 6d 阻断 swap, 8/6 plan hard cut 10 sim 错位 +1.7% 微利 | 商业航天 8/4 PLTR/SpaceX 财报 chain 利好 price in; 8/6 板块修复 |
| MSFU | 1d +5.13% (close 38.29), 趋势 off RSI 76.1 z+2.5σ EXTREME; 14.75% US leg; +31.45% 浮盈 | MSFT 8/5 10-K + Azure Q4 +43% YoY 突破 $100B annual, FY26 rev $331.8B +18% | trim 3 @38 反射 7 ep 0.86 win 唯一正; 8/6 trim 3 @38 sim +0.87 USD broker fill ✓ 第 4 swap fill 日 | 8/5 费半 +6.55% 普涨持续; MSFT 跟涨 +5.13% 1d; 8/7 NFP 风险 |
| PLTU | 1d -3.29% (close 41.14, 5d +62.1% 跳空后 1d -3.29% 回吐), 趋势 off z+3.7σ EXTREME; 15.85% US leg | PLTR 8/3 amc Q2 beat (rev $1.935B +93%, US comm +149%, FY26 guide +82%); 8/4 +29.45% 跳空 | trim 2 @44 反射 7 ep 0.86 win; 8/6 trim 2 @44 不触发 (high ≤42.295), 8/7 降触发到 40 | 8/4 amc 财报 chain 1d 已 price in, 8/6 -3.29% 部分回吐; AMD 8/6 盘前 -8.7% 传染 |
| CRCL | 1d 0.0% (8/5 bmo Q2 beat EPS $0.27), 趋势 off, 弱反弹; 4.87% US leg | Q2 EPS $0.27 beat, USDC circulation $73.3B +19%, Arc presale $242M, mainnet 9/16 (待确认); MS 砍 $38 软情绪 | 8/5 1d +0.05% flat, 8/6 同价 63.28; Wood $6.9M 加仓 | GENIUS Act 已 price in; Coinbase AiFi 概念长期 |
| SKHY | 1d -4.97% (Q2 +257% YoY / +557% op 创历史但 1d -13% + 8/6 -4.97% 持续消化), 趋势 off; 5.53% US leg | Q2 rev +257% YoY, op +557%; 长协锁价低预期 + 失 DRAM 第一 to 三星 39%; 2027 HBM 售罄; Cantor PT 12 月翻倍 $200 | Q2 财报日 -13% + 8/6 -4.97% disconfirming hard (5d -0.1% 持平) | 8/4 Wolfe Outperform PT $200; 三星 + SK海力士 + 美光 暴跌 4 万亿元, 长期看多 |
| SPCX | 1d +6.14% (8/4 amc 财报后 selloff 修复), 趋势 off 破吊灯止损; 4.43% US leg | 8/4 amc 上市后首份财报 rev $1.935B +93% 亏损好于预期; 1d -13.61% selloff 8/6 +6.14% 修复 | 财报 beat + 1d selloff 8/6 修复; Musk 1 万亿喊话 + 大摩 $300 vs 汇丰 $115 分歧; 反思 8 ep 0.12 win | 8/6 SPCX +6.14% 修复, ASTS +15% 周, 板块情绪修复; 9 月 8-K 文件周期 |
Tier 2 — Bull vs Bear (必须真分歧)
🐂 Bull case (加仓 / 持有 / 借强减杠杆)
-
AI / 算力 / 科技板块 8/5 8/6 持续强势, 00100 反向领涨 AI 板块: 8/5 费半 SOXX +6.55% 暴冲, NVDA +2.56% / AMD 8/6 -8.7% 是 outlier / AVGO +7% / TSM +3.6% 持续; 8/6 阿里 09988 +7.01% (Qwen3.8-Max 2.4 万亿参数) / 百度 +3.78% / 腾讯 +3.2% / 京东 +1.73% / 00100 +17.09% 领涨; 高盛 8/5 上调国产大模型 ARR 100→130亿美元; 月之暗面 Pre-IPO 估值 500 亿美元, DeepSeek 500 亿人币融资. 板块 momentum 仍在 trend, 主动减仓是 churn 风险. 00100 8/6 +17% 反弹未到顶, 9 月港股通 生效 (待确认日期) + H3 开源 + 5d +27.2% 累计涨幅仍有空间.
-
Trim 反射 edge 是唯一显著正: 30 天 7 ep 0.86 win CW +2.56% (edge_significant=true, 唯一显著正的 action), 8/6 3 trim broker 100% fill (00100/MSFU/PLTU 路径走通, swap 5d broker 0/6 不工作 = 8/7 升级 hard cut 全部清 3 杠杆 ETF, 但 00100/MSFU/PLTU 三个 trim 继续执行). trim 工作, swap 不工作 = 8/7 杠杆 ETF 升级 hard cut, trim 继续.
-
南向资金持续流入 + 港股通 8/7 生效预期 (待确认) + 9/16 Arc mainnet 9 月 unlock + 8/10 RKLB amc 财报 catalyst: 8/3 港股通 净买 110.31 亿 (盈富 47.5 亿), 9/16 Arc mainnet 启动 forward catalyst 锁仓动机强, 8/10 RKLB amc Q2 财报 (PT $111.62, +71.86% upside) 商业航天 板块催化. 持有 03032/03033/CRCL 等 forward unlock, 不轻易减.
🐻 Bear case (减仓 / 砍仓 / 防御)
-
broker 0/6 第 6 日 = swap 路径已断, 唯一 exit = hard cut @ open 全部清: 7/30-8/6 6d 0/6 阻断 07226/RKLX/SPCH 三个 2x 杠杆 ETF 2x→1x swap; 9 breach 23d 最老未消, 0 个被 durable override / 0 durable acknowledged; 8/7 不再依赖 broker swap fill, 3 杠杆 ETF hard cut @ open 全部清; sim 8/6 4 swap 全部错位 (07226 -126 HKD, RKLX -3.7 USD, SPCH -135.15 USD, 00100 -1,601 HKD), 6d broker fill = 0/18 (3 swap × 6 day = 18 次 swap 全 0/6).
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MSFU RSI 76.1 z+2.5σ + PLTU RSI 72.8 z+3.7σ EXTREME overbought, 5d +18.9% / +62.1% 跳空已 price in, 8/5 +5.13% 持续后 1d 跟跌起步: 8/4 amc PLTR 跳空后 1d -3.29% 是 trend 起步信号, MSFT 8/5 10-K 1d +5.13% 持续; trim 反射 7 ep 0.86 win 显著, trim 2 MSFU @40 + trim 2 PLTU @40 锁利 +31.45% / +0.45% 部分兑现 (降触发从 44 到 40).
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00100 8/6 +17% 反弹至 297.2 加剧 single_name 52.49% breach, 持仓 100→120 8/4 加仓 20 加剧 breach 不可继续: 23d breach 最老未消, 反射 trim 6 ep 0.83 win 唯一正 edge, trim 30 @ ≥280 借反弹分批, broker fill 第 5 日 概率高 (8/6 trim fill 1/1), 减 8,400 HKD, breach 从 52.49% → ~46% (仍 >35% 但 -6.5pp); breach 不会 1 日关闭, 但分批 trim 持续 5 日是关键.
Tier 3 — 3 个 Risk Voice + Judge
🔥 Aggressive (抓 upside)
- 00100 hold 等 港股通 9 月生效 (待确认日期) + Goldman ARR 130亿; 8/6 1d +17% 反弹未到顶 (智谱 -4.81% 跑输 self 21.9pp, 资金从智谱分流到 MiniMax). trim 30 @280 是保守, 改 trim 20 @290+ 留仓位 100 股 = 29,720 HKD = 仓位 43.7% 仍超 35% cap 但减半 breach.
- 07226 hold 2x 等 broker 6d 内 fill swap (给 broker 最后 1d 机会, broker 8/6 0/6 第 6 日 = 8/7 升级 hard cut 已不可避免).
- RKLX / SPCH hold 等 broker fill swap (同 07226).
- MSFU / PLTU hold 5d +18.9% / +62.1% 跳空未到顶, 不 trim.
- 02208 / 03032 / 03033 / CRCL / SKHY / SPCX hold_and_watch.
🛡️ Conservative (保本 derisk, 全清 3 杠杆 ETF)
- 00100 trim 30 @ ≥280 (反射 7 ep 0.86 win edge_significant=true, 减 1 single_name cap 减半, broker 1/1 fill 概率高, 8/6 trim 28 @240 sim broker fill 1/1).
- 07226 / RKLX / SPCH hard cut @ open 全部清 (broker 0/6 6d, 必须升级, 不再等 swap; risk_rule 政策, 不受 risk_on HOLD 默认豁免).
- MSFU trim 2 @ ≥40 (RSI 76.1 z+2.5σ EXTREME 5d +18.9% 跳空后 1d +5.13% 持续, 反射 0.86 win 唯一正 edge, 8/6 trim 3 @38 sim broker fill 1/1).
- PLTU trim 2 @ ≥40 (z+3.7σ EXTREME 5d +62.1% 跳空, 反射 0.86 win 唯一正, 8/6 trim 2 @44 不触发降触发到 40).
- 02208 / 03032 / 03033 / CRCL / SKHY / SPCX hold_and_watch (反思 0.33 win 主动 call 多半没跑赢持有; SKHY 8/6 -4.97% 持续消化, CRCL 9/16 mainnet unlock 待确认日期).
⚖️ Neutral (拍中线)
- 00100 trim 30 @ ≥280 (broker 1/1 fill 第 5 日, RSI z+2.5σ EXTREME, 反射 0.86 win 唯一正) — 减 single_name 52.49% → ~46%, 仍超 cap 但 -6.5pp; 借反弹分批, 5 日内 close breach.
- 07226 / RKLX / SPCH hard cut @ open 全部清 (broker 0/6 6d swap 路径已断, 唯一 exit = 立即清) — risk_rule 政策, 不受 regime guard.
- MSFU trim 2 @ ≥40 (broker fill 1/1, RSI 76.1 z+2.5σ EXTREME 触发 trim; 8/6 trim 3 @38 sim +0.87 USD broker fill ✓).
- PLTU trim 2 @ ≥40 (broker fill 1/1, z+3.7σ EXTREME 触发 trim; 8/6 trim 2 @44 不触发降触发到 40).
- 02208 / 03032 / 03033 / CRCL / SKHY / SPCX hold_and_watch (反思 0.33 win, no edge).
🎯 Judge — strategy frames (driven_by / strategy / action)
| Ticker | Action | Frame | Detail |
|---|---|---|---|
| 00100 | trim_on_rebound | mean_reversion + risk_rule |
RSI z+2.5σ EXTREME + single_name 52.49% > 35% cap (23d breach 最老) + 反射 7 ep 0.86 win; 30 股 @ ≥280 |
| 07226 | cut (hard cut @ open) | technical_breakdown + risk_rule |
6d broker 0/6 swap 路径已断 + 3 breach (single_name + levered + factor) + lev_regime amber; 6,200 股 @ open 全部清 |
| RKLX | cut (hard cut @ open) | technical_breakdown + risk_rule |
6d broker 0/6 swap 路径已断 + 硬止损 -55.76% + lev_regime red; 10 股 @ open 全部清 |
| SPCH | cut (hard cut @ open) | technical_breakdown + risk_rule |
6d broker 0/6 swap 路径已断 + 硬止损 -54.05% + 1d +11.31% 修复 + 3 breach; 190 股 @ open 全部清 (含 user 8/7 01:34 +20 摊本) |
| MSFU | trim_on_rebound | mean_reversion |
RSI 76.1 z+2.5σ EXTREME + 5d +18.9% 跳空后 1d +5.13% 持续; 反射 7 ep 0.86 win; 2 股 @ ≥40 |
| PLTU | trim_on_rebound | mean_reversion |
RSI 72.8 z+3.7σ EXTREME + 5d +62.1% 跳空后 1d -3.29% 回吐; 反射 7 ep 0.86 win; 2 股 @ ≥40 (降触发) |
| 02208 | hold_and_watch | sentiment_shift (soft) |
1d +1.21% 跟涨海外扩张 + 欧洲海风政策; z+2.1σ 极端 + 反思 0.33 win 不追 |
| 03032 | hold_and_watch | none |
1d -1.99% 跟 HSTECH 同步; 反思 0.33 win 不主动 |
| 03033 | hold_and_watch | none |
1d -2.19% 跟 HSTECH 同步; 反思 0.33 win 不主动 |
| CRCL | hold_and_watch | earnings_setup (post) |
8/5 bmo Q2 EPS beat $0.27 + Arc mainnet 9/16 (待确认日期); 1d +0.05% flat 利好已 price in, MS 砍 $38 软情绪 |
| SKHY | hold_and_watch | earnings_setup (post) |
Q2 rev +257% YoY op +557% 创历史; 1d -4.97% 财报日 -13% 部分消化; 2027 HBM 售罄 + Wolfe PT $200 |
| SPCX | hold_and_watch | earnings_setup (post) |
8/4 amc 首份财报 beat, 1d -13.61% selloff 后 8/6 +6.14% 修复; 反思 0.12 win |
Judge 权重: kcn 风险偏好 = 激进型, Aggressive 默认略多权重; 但 US regime red + HK regime amber + 9 breach 23d 未消 → Conservative 权重 +1 档. 6 主动 call 全部 driven_by=risk_rule (政策纪律) 不受 regime 约束. Conservative + Aggressive 共识: 3 hard cut 升级 + 3 trim 锁利 + 6 hold_and_watch.
⚠️ user 8/7 01:34 HKT SPCH +20 @5.88 摊本 vs 8/7 plan hard cut SPCH 190 @ open: user 风格”无限子弹流摊本” 与组合纪律 硬止损 -54.05% / single_name 46.11% / levered 85.2% 冲突. 8/7 plan 仍要求 hard cut 全部清 190 SPCH, 不接受摊本延续; 如果 user 拒 hard cut, 必须 durable override 创建 引用
python3 scripts/data/risk_discipline.py override BREACH_ID --reason '...' --ttl-hours N才能保留摊本逻辑, 计划默认行为 = 全部清.
▎同行扫描 (REQUIRED)
| 持仓 | 主题 | 今日 self 8/6 | 最强同行 | 差距 | 判断 |
|---|---|---|---|---|---|
| 00100 MINIMAX-W | HK AI 大模型 | +17.09% (close 297.2) | 09988 阿里 +7.01% (Qwen3.8) | +10.1pp | 🟢 领涨 AI 板块 — 1d +17% 创反弹新高, 智谱 -4.81% 资金分流到 self |
| 07226 2x恒科 | HSTECH 杠杆 | -4.73% | HSTECH -2.28% | -2.5pp (杠杆应 -4.56%) | ⚠️ 杠杆放大 underlying 弱势 — broker 0/6 6d 阻断 swap, 8/7 hard cut 全清 |
| 02208 金风科技 | 风电 | +1.21% | 00916 龙源 (跟涨) | ~0 | 持有合理, 海外扩张 + 欧洲海风政策 利好已 price in |
| 03032/03033 | HSTECH 1x | -1.99% / -2.19% | 03033/03032 | ±0.2pp | 持有合理, 1x 跟 HSTECH 同步 |
| SPCH 2x SPCX | SpaceX 2x | +11.31% | SPCX +6.14% | +5.2pp (杠杆应 +12.28%) | 🔴 杠杆修复 但硬止损 -54.05% — broker 0/6 6d 阻断 swap, user 8/7 +20 摊本 vs 计划 hard cut 全清 190 |
| RKLX 2x RKLB | RKLB 2x | +2.28% | RKLB +0.46% | +1.8pp (杠杆应 +0.92%) | ⚠️ 硬止损 -55.76% — broker 0/6 6d 阻断 swap, 8/7 hard cut 全清 |
| MSFU 2x MSFT | MSFT 2x | +5.13% | MSFT (跟涨) | 杠杆放大 | ⚠️ RSI 76.1 z+2.5σ EXTREME — trim 2 @40 锁利 反射 0.86 win |
| PLTU 2x PLTR | PLTR 2x | -3.29% | PLTR (跟跌) | 杠杆放大 | ⚠️ z+3.7σ EXTREME — trim 2 @40 锁利 反射 0.86 win (降触发从 44) |
| CRCL Circle | 稳定币 | 0.0% | COIN (跟涨 BTC) | 0 | 持有等 9/16 mainnet (待确认日期) |
| SKHY SK海力士 | HBM / DRAM | -4.97% | 三星电子 (跟跌) | 跑输 | 8/6 -4.97% 持续消化, 2027 HBM 售罄 + Wolfe/Cantor PT $200 持有 |
| SPCX SpaceX | 商业航天 | +6.14% | ASTS +15.27% 周 | -9.1pp | ⚠️ 8/6 +6.14% 修复, 板块情绪改善; 反思 0.12 win 持有多个亏 |
私域同行: 智谱 02513 8/6 -4.81% 获利回吐 / 月之暗面 Pre-IPO 估值 500 亿美元 / DeepSeek 500 亿人币融资重启 / 阿里 Qwen3.8-Max 2.4 万亿参数 / 阶跃星辰 / Kimi K3 全球调用登顶 / 迈富时 02556 8/5 +22.5% AI 应用层领涨
▎大盘速读 (macro, age 7.9h)
🧭 Regime: neutral (VIX 16 calm + SPX+NDX 同步小幅回) → 主动操作按常规谨慎, 但 risk_rule cuts 不受 regime 约束.
- VIX 15.81 (-4.18%) · F&G 59.7 (greed ↑from 34.7 wk-ago) → 1 周从 fear 跳到 greed, 极端低 VIX 16 是 backward-looking, leveraged 仓位 (RKLX/SPCH/PLTU) 注意; 8/7 20:30 ET NFP 是关键风险事件, 强劲 >200k → 利率 + leveraged 风险
- SPX 7,723.55 (-0.17%) / NDX 26,363.44 (-0.83%) 8/5 同步小幅回, 8/6 DJI -0.85% / NDX -0.39% → 美股小幅回不构成 regime 切换, 仍 risk_on 中性; 8/7 NFP 前瞻担忧
- HSI 25,530.28 (-1.49%) / HSTECH 4,820.78 (-2.28%) 8/6 破 4,900 → HSTECH 4,800 区间下沿, 07226 2x 1d -4.73% 跟跌; 8/7 hard cut 全部清 离场 HSTECH 杠杆暴露
- 10Y yield 4.617% / DXY 99.69 (-0.17%) → 利率/DXY 平稳, 不影响成长股估值
- Fed 最新动态: 8/4 三家银行控股公司申请获批 (Coastal Bend / FS Bancorp / Banco Santander), 与利率路径无关; 8/7 20:30 ET 7月 NFP (前值 7.7M cons 200k) 关键
▎社交舆情速读 (sentiment.tickers, age 7.9h)
| 票 | Reddit 7d | 新闻关键词 | 近5日 | 信号判断 |
|---|---|---|---|---|
| 00100 | 0 mentions | “H3 开源” “港股通 9月” “高盛 ARR 130亿” “智谱获利回吐” | +27.2% | 利好已部分 price in (8/6 +17.09% + 5d 累计 +27.2%) — 借强 trim 30 @280 锁利, 追高无 edge [confirming] |
| 02208 | 0 mentions | “泰国 DKT1 89.7MW” “沙特订单” “回购 13M股” “欧洲海风政策” | +10.8% | 利好已 price in 1d +1.21% — 持有等趋势修复, 不追 [confirming] |
| SPCH | 0 mentions | “SpaceX 财报后修复 +6.14%” “1d +11.31% 杠杆放大” “user 8/7 摊本” | -22.0% | ⚠️ 硬止损已击穿 6 日, broker 0/6 6d 阻断 swap, 8/6 plan hard cut 170 sim 错位 -14.4% (错过 1d +11.31% 修复), 8/7 hard cut 升级到 190 股 [disconfirming hard] |
| RKLX | 0 mentions | “$80亿 Iridium 收购” “RKLB 8/10 amc Q2” “ASTS +15% 周” | +34.0% | 利好部分 price in (+12% 跳空), 硬止损 -55.76% broker 0/6 6d 阻断 swap, 8/7 hard cut 全清 [disconfirming hard] |
| MSFU | 0 mentions | “Azure Q4 +43% $100B” “MSFT FY26 +18% rev” “10-K 文件” | +15.2% | trim 2 @40 锁利 5d +18.9% 跳空后 1d +5.13% 持续, RSI 76.1 z+2.5σ EXTREME 触发 trim [confirming trim] |
| PLTU | 0 mentions | “PLTR Q2 +93% rev” “US comm +149%” “FY26 guide +82%” “AMD 8/6 -8.7% 风险传染” | +51.6% | trim 2 @40 锁利 5d +62.1% 跳空后 1d -3.29% 回吐 (降触发), RSI 72.8 z+3.7σ EXTREME 触发 trim [confirming trim] |
| CRCL | 0 mentions | “Q2 EPS beat $0.27” “Arc presale $242M” “mainnet 9/16” “MS 砍 $38” “Coinbase AiFi” | +1.1% | EPS beat 利好 1d +0.05% flat 已 price in; MS 砍 $38 是 disconfirming soft signal 不驱动 cut; 持有等 9/16 mainnet (待确认日期) [mixed] |
| SKHY | 0 mentions | “Q2 +257% rev / +557% op” “失 DRAM 第一 to 三星” “2027 HBM 产能售罄” “Wolfe PT $200” | -0.1% | Q2 财报日 -13% + 8/6 -4.97% 持续消化, 2027 HBM 产能售罄 forward catalyst; Wolfe/Cantor PT $200 持有 [confirming] |
| SPCX | 0 mentions | “首份财报 beat” “亏损好于预期” “1d -13.61% selloff” “8/6 +6.14% 修复” | +6.1% | 1d -13.61% selloff 后 8/6 +6.14% 修复; 反思 0.12 win 持有多个亏 [disconfirming soft] |
异常关注(必带):
- SPCH: 1d +11.31% 杠杆修复 + “user 8/7 01:34 +20 @5.88 摊本” + 5d -22.0% + 硬止损 -54.05% 6d 阻断 swap — broker 0/6 6d 必须 hard cut 全清 190
- RKLX: 硬止损 -55.76% + RKLB 8/10 amc Q2 财报 catalyst — broker 0/6 6d 阻断 swap, 8/7 hard cut 全清
- AMD (peer PLTU): 8/5 amc 财报后 8/6 盘前 -8.7% 崩盘, PLTU 1d -3.29% 风险传染
▎名人异动/政策风向 (influencer, age 7.9h, 0 held-hits / 2 new-ideas / 5 sector)
撞持仓 (0 held-hits, 间接通过 sector):
- 🟡 Musk endorsed SpaceX 营收 1 万亿美元 喊话 → kcn 持有 SPCH/SPCX 间接受益, SPCH 1d +11.31% 修复 / SPCX 1d +6.14% 反映市场分批接受, broker 0/6 6d 阻断 swap, 8/7 hard cut 全部清 (rel 72)
- 🟡 Musk neutral SpaceX + Tesla capex 激进 / 6 月以来市值蒸发 1.19 万亿 → kcn 持有 SPCH/SPCX, AI 资本开支 持续但市场质疑 (rel 68)
新机会 (2 new-ideas, 不在 book):
- 🟡 Musk attack TSLA 特斯拉经历 2022 以来最差单周, Musk 财富蒸发 1300 亿美元 → 规避 / 做空 信号, 不是买入信号; kcn 无 TSLA 敞口, 但电动车板块 (SPCH/SPCX 涉及) 情绪传染风险 (rel 75)
- 🟡 Musk endorse 多款特斯拉产品”显著”拉抬 Starlink 需求 → 特斯拉 + Starlink 协同叙事利好, 长期看 (rel 65)
板块相关 (5 sector hits, 主题级):
- 🟡 Musk endorse SpaceX 长期 1 万亿 revenue 看好 (航天, 卫星互联网) → SPCH/SPCX 板块情绪 long term 利好
- 🟡 Musk neutral SpaceX 首次财报电话会后股价下跌 13% (航天) → 8/6 +6.14% 修复中
- 🟡 Musk endorse SpaceX 计划在月球建设卫星工厂 (航天, 卫星制造) → SPCH/SPCX 长期愿景
- 🟡 Musk endorse SpaceX 终极计划用火箭替代飞机全球货运 (航天, 物流运输) → 概念性长期看好
Confidence (每个主要 action)
| Action | Confidence | 理由 |
|---|---|---|
| Trim 00100 30@280 | 78% | 4 analyst 同向, broker 1/1 trim fill 概率高, 反射 7 ep 0.86 win 唯一正, 8/6 +17% 反弹给 280 触发空间 |
| Cut 07226 6200@open (hard cut) | 55% | broker 0/6 6d swap 阻断, 3 breach 同触发, sim 8/6 错位 -2.9%, cluster CI 跨 0 |
| Cut RKLX 10@open | 62% | 硬止损 -55.76% 6d, lev_regime red, broker 0/6 6d 升级, sim 8/6 -3.7 USD |
| Cut SPCH 190@open | 62% | 硬止损 -54.05% 6d, 1d +11.31% 8/6 修复, broker 0/6 6d 升级, sim 8/6 -135.15 USD 错位, 含 user 8/7 01:34 +20 摊本 |
| Trim MSFU 2@40 | 70% | RSI 76.1 z+2.5σ EXTREME, 反射 7 ep 0.86 win, 8/6 trim 3 @38 broker fill ✓ |
| Trim PLTU 2@40 | 65% | z+3.7σ EXTREME 5d +62.1% 跳空, 反射 0.86 win, 降触发从 44 |
| Hold 02208/03032/03033/CRCL/SKHY | 50% | 反思 0.33-0.50 win 持有; 02208 packet 限制; 03032/03033 1x 跟跌; CRCL 9/16 mainnet (待确认); SKHY 2027 HBM 售罄 + Wolfe PT $200 |
| Hold SPCX | 35% | 反思 0.12 win 持有多个亏, packet 限制 |
▎Decision v2 校准
过去 30 天: 已结算 84 episode
- 主动决策 (active): n=39, 平均 benefit=-0.60%, date-cluster CI=[-5.10%, +2.98%] (跨 0)
- 信心校准: 平均 conf 0.7979, 实际胜率 0.5641; Brier 0.3264 vs 闭眼基准 0.259 = brier_beats_baseline=false (over-confidence, reliability 吃掉 resolution); hierarchical prequential n=26 Brier 0.2659 校准后改善但仍未 beat constant
- 按 action: trim_on_rebound n=7 0.8571 win CW +2.56% (edge_significant=true, 唯一显著正); cut n=25 0.48 win CW -1.12%; hold_and_watch n=44 0.39 win CW -0.55%
- 按 driver: risk_rule n=37 0.54 win CW -0.99% (89.2% coverage, policy 主导无 edge); technical n=20 0.40 win CW +2.51% (25% coverage, 唯一正); catalyst n=14 0.36 win CW -6.57% 显著输基准
- 按 condition: price_below n=10 0.30 win CW -2.79% CI [-5.12, -0.74] 唯一负 cluster 显著
- 执行状态: active 0.0462 rate (6/130 known, 17 stranded, 23 unknown broker 阻断); passive 0.99 rate
- hierarchical_calibration: 42 calibrators, 0 edge_supported (全部 no_positive_edge); omitted 35 个 = 当前没有任何 action+driver+condition+regime 组合校准支持扩仓
Lesson: 主动 call 96% broker 0/6 阻断 → fill = trim only; trim 路径走通, swap 路径已断, 8/7 升级 hard cut 全部清 3 杠杆 ETF (含 SPCH 190 = 170 + user 8/7 01:34 +20 摊本); trim_on_rebound 反射 7 ep 0.86 win 唯一 edge_significant=true 继续 00100/MSFU/PLTU 三个 trim; catalyst 主动 call 资本加权 -6.57% 显著输基准, 不再因 利好 news 主动 add.
▎决策记忆 (reflections 摘要)
| Ticker | Win rate | Lesson |
|---|---|---|
| 00100 | 17 ep 59% | trim 反射 0.83 win 显著正, 8/6 broker fill 1/1 |
| 07226 | 14 ep 57% | cut 反射 0.57 win 仍 win 多数, broker 0/6 6d 阻断 |
| 02208/03032/03033 | 12-15 ep 33% | 主动 call 多半没跑赢持有, 本次谨慎 |
| CRCL/SKHY | 6-14 ep 50% | 持有 50% win, 9/16 mainnet (待确认日期) / 2027 HBM 售罄 forward |
| MSFU/PLTU | 14-19 ep 42-47% | 主动 call 多半没跑赢, 但 trim 反射 7 ep 0.86 win |
| RKLX | 11 ep 36% | 主动 call 多半没跑赢, hard cut 是政策 |
| SPCH | 9 ep 67% | cut 反射 0.67 win 强, user 8/7 01:34 +20 摊本反映无限子弹流 |
| SPCX | 8 ep 12% | 主动 call 多半没跑赢, 持有多个亏 |
Next-Session Plan (可交易, 不是观察清单)
- 08:30 HKT broker fill status 检查 (6d 0/6 swap, trim 100% fill 第 5 日)
- 09:00 HKT 00100 开盘 ≥280 trim 30; 02208 早盘 (HSTECH 4,820 → 4,800 阻力)
- 09:30 HK 开盘 3 hard cut 市价单必须 9:00 前下 (不等 09:30); 含 SPCH 190 (170 + user 8/7 01:34 +20) + 07226 6,200 + RKLX 10
- 09:35 HKT (US 盘前) SPCH 盘前 (8/6 1d +11.31%); RKLX 盘前
- 10:00 HKT 00100 broker fill 状态 (期望 1/1 trim 30 @280)
- 14:00 HKT 02208/03032/03033 1d 走势 (HSTECH 4,800 区间下沿)
- 20:30 ET 8/6 (8/7 HKT) NFP 7月 非农 (前值 7.7M cons 200k) — 强劲 >200k 注意 leveraged (RKLX/SPCH/PLTU/MSFU); trim 已 8/6 broker fill
- 21:30 ET 8/6 US 开盘 MSFU/PLTU trim 触发 (RSI 76/72.8 EXTREME 仍 EXTREME); SPCX 1d +6.14% 修复
- 8/10 amc RKLB Q2 已 hard cut RKLX 离场, 看 RKLB 现货决定是否重建
- 8/12 CPI 7月 利率路径
- book 红线 8/7 hard cut 后 US levered → 0% / US β 2-3 / HK Top2 ~46% (减半但仍 >35%); single_name 00100 ~46% (减半但仍 >35%) — 5 日内 close breach 路径