R_GDXU_2026-05-21_1

{"action":"sell","extras":{"indicator":"📌Trend Optimizer Strategy\nSignal: C+0, WMvalue: -0.5, 趋势强度: 11.8%\n动能一致性: 一致 (3/4)\nMomo State: 中性/冲突 (-2+2)\nHTF: B-4,reject, WMvalue: -59.63, 趋势强度: 76.5%\nHTF动能一致性: 较弱 (2/4)\nHTF Momo State: 共振空头 (-2+-2) | 15\nMarket Structure: V2 (DDDU)\n🟢 OB: pass(+0.5) - 做空信号在1H+4H压力下方运行｜压力:4H压力下方52.68%,1H压力下方79.09%｜支撑:4H支撑上方38.15%,1H支撑下方36.43%\nDeviation: 6.2% → 仓位x1.0\nMarketRegime: APEX_BEAR\nSqueeze: ✅主浪补票 pass, HTF[非挤压,有pass]+Cur[挤压中,有pass]\nML: 0.389 bearish(caution) [XGB:0.437/RF:0.317]\n多维综合评级: C+0 M0 V2\nFinal Decision: REJECT - [6D/HTF拒绝] 不触发MRC救济\n--- Claude AI 过滤 (16.89s) ---\nClaude SHORT → REDUCE [medium]\n8层 ❌ | 最终仓位: 60%\n判断: TSIHA=-1顺势但Wavematrixtrend=+2逆势，核心双核心未能对齐；最关键的是J组1H_TSIHA=+1、1H_Wavematrixtrend=+2、1H_momoCompositeScore=+4均强烈逆势于做空方向，跨周期动量双逆势触发重度降仓（-30%）。K/L组日线和1H均为强空排列（-3）、Squeeze激活历史胜率降低等因素叠加，综合判断降仓至60%通过。","timeframe":"5","initialSlPct":2,"trailingStop":{"ladder":[{"profitPct":2.2,"newStopPct":1},{"profitPct":2.6,"newStopPct":1.9},{"profitPct":4.3,"newStopPct":2.9},{"profitPct":5.3,"newStopPct":4.3}],"trailPct":2.2,"activationPct":5.3},"originalIndicator":"Trend Optimizer Strategy"},"ticker":"GDXU","quantity":"74","stopLoss":{"stopPrice":143.53},"takeProfit":{"limitPrice":128.85},"referencePrice":139.34,"timeframe":"5","filter_result":{"decision":"reject","rating":"C+0","final_rating":"📌Trend Optimizer Strategy\nSignal: C+0, WMvalue: -0.5, 趋势强度: 11.8%\n动能一致性: 一致 (3/4)\nMomo State: 中性/冲突 (-2+2)\nHTF: B-4,reject, WMvalue: -59.63, 趋势强度: 76.5%\nHTF动能一致性: 较弱 (2/4)\nHTF Momo State: 共振空头 (-2+-2) | 15\nMarket Structure: V2 (DDDU)\n🟢 OB: pass(+0.5) - 做空信号在1H+4H压力下方运行｜压力:4H压力下方52.68%,1H压力下方79.09%｜支撑:4H支撑上方38.15%,1H支撑下方36.43%\nDeviation: 6.2% → 仓位x1.0\nMarketRegime: APEX_BEAR\nSqueeze: ✅主浪补票 pass, HTF[非挤压,有pass]+Cur[挤压中,有pass]\nML: 0.389 bearish(caution) [XGB:0.437/RF:0.317]\n多维综合评级: C+0 M0 V2\nFinal Decision: REJECT - [6D/HTF拒绝] 不触发MRC救济\n--- Claude AI 过滤 (16.89s) ---\nClaude SHORT → REDUCE [medium]\n8层 ❌ | 最终仓位: 60%\n判断: TSIHA=-1顺势但Wavematrixtrend=+2逆势，核心双核心未能对齐；最关键的是J组1H_TSIHA=+1、1H_Wavematrixtrend=+2、1H_momoCompositeScore=+4均强烈逆势于做空方向，跨周期动量双逆势触发重度降仓（-30%）。K/L组日线和1H均为强空排列（-3）、Squeeze激活历史胜率降低等因素叠加，综合判断降仓至60%通过。","reason":"阶段1: C+0级 (总分0.17, WMvalue: -0.5) | 阶段2: HTF规则reject | 阶段3(6维度): 未匹配任何通过规则：cur_T3/solid/neutral, htf_T2/weak/supportive, htf_rule=reject | 阶段4(V评级): 6维度已拒绝，V评级确认维持 (V=V2) | 阶段5(OB): 做空信号在1H+4H压力下方运行｜压力:4H压力下方52.68%,1H压力下方79.09%｜支撑:4H支撑上方38.15%,1H支撑下方36.43% | 乖离率: 6.2%(x1.1)→仓位x1.0 | 阶段6(MRC): [6D/HTF拒绝] 不触发MRC救济","scores":{"main_trend_raw":0,"main_trend_normalized":0.0,"main_trend_weighted":0.0,"wave_raw":2.1999999999999993,"wave_components":{"wavematrixtrend":2,"momentum_state":2,"tsimastatus":-1,"tsiha":-1,"rsiha":-1,"calculated":2.2,"limited":2.2},"momo_indicators":{"momo_swing_state":-2,"momo_longswing_state":2,"momo_composite_score":0},"wave_normalized":0.44,"wave_weighted":0.22,"structural_raw":-1.0,"structural_normalized":-0.5,"structural_weighted":-0.05,"total_score":0.17,"momentum_check":{"passed":true,"aligned_count":3,"details":"3/4个指标看跌: TSIHA, TSIMASTATUS, RSIHA","wavematrix_status":"一致","wavematrix_value":2},"tsi_check":{"passed":true,"threshold":-38.5,"details":"TSI=-0.50 > -38.5 (避免超卖)"},"tsi_value":-0.4983868431592587},"htf_mismatch":false},"signal_type":"filtered","forwarded_at":"2026-05-21T14:21:03.394635"}