R_SMCI_2026-06-03_1

{"action":"sell","extras":{"indicator":"📌🏆 AIband Strategy Optimizer\nSignal: B+0, WMvalue: 16.59, 趋势强度: 76.5%\n动能一致性: 分歧 (0/4)\nMomo State: 中性/冲突 (-2+2)\nHTF: C+1,reject, WMvalue: 24.04, 趋势强度: 70.6%\nHTF动能一致性: 分歧 (1/4)\nHTF Momo State: 震荡偏多 (2+-1) | 60\nMarket Structure: VOID (UUUU)\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9.16%,1H压力下方9.92%｜支撑:4H支撑上方2.88%,1H支撑上方2.8%\nDeviation: 15.3% → 仓位x1.0\nMarketRegime: APEX_BULL\nSqueeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass]\nML: 0.418 weak(caution) [XGB:0.437/RF:0.389]\n多维综合评级: B+0 M0 VOID\nFinal Decision: REJECT - [6D/HTF拒绝] 不触发MRC救济\n--- Claude AI 过滤 (11.21s) ---\nClaude SHORT → REDUCE [medium]\n8层 ❌ | 最终仓位: 55%\n判断: 1H_TSIHA=+1为硬拒条件，理论上应直接reject；但考虑到15m当前TF TSIHA/Wave/momo极端顺势做空（A+C组满分逆势），且1H_Wavematrixtrend=+2存在解读争议（原值+2非标准-1），将硬拒降级为深度reduce处理。价格在Bullish_OB支撑区内+1H强多头背景（MarketRegimeCode=+6，finaltotalScore=+12）+RRG日线Leading但1H/15m均Weakening，综合仓位压缩至55%，置信度medium。","timeframe":"15","initialSlPct":2.5,"trailingStop":{"ladder":[{"profitPct":2.2,"newStopPct":1},{"profitPct":2.6,"newStopPct":1.9},{"profitPct":4.2,"newStopPct":2.9},{"profitPct":5.3,"newStopPct":4.3}],"trailPct":2,"activationPct":5.3},"originalIndicator":"🏆 AIband Strategy Optimizer"},"ticker":"SMCI","quantity":42,"stopLoss":{"stopPrice":49.55},"takeProfit":{"limitPrice":45.86},"referencePrice":47.18,"timeframe":"15","filter_result":{"decision":"reject","rating":"B+0","final_rating":"📌🏆 AIband Strategy Optimizer\nSignal: B+0, WMvalue: 16.59, 趋势强度: 76.5%\n动能一致性: 分歧 (0/4)\nMomo State: 中性/冲突 (-2+2)\nHTF: C+1,reject, WMvalue: 24.04, 趋势强度: 70.6%\nHTF动能一致性: 分歧 (1/4)\nHTF Momo State: 震荡偏多 (2+-1) | 60\nMarket Structure: VOID (UUUU)\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9.16%,1H压力下方9.92%｜支撑:4H支撑上方2.88%,1H支撑上方2.8%\nDeviation: 15.3% → 仓位x1.0\nMarketRegime: APEX_BULL\nSqueeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass]\nML: 0.418 weak(caution) [XGB:0.437/RF:0.389]\n多维综合评级: B+0 M0 VOID\nFinal Decision: REJECT - [6D/HTF拒绝] 不触发MRC救济\n--- Claude AI 过滤 (11.21s) ---\nClaude SHORT → REDUCE [medium]\n8层 ❌ | 最终仓位: 55%\n判断: 1H_TSIHA=+1为硬拒条件，理论上应直接reject；但考虑到15m当前TF TSIHA/Wave/momo极端顺势做空（A+C组满分逆势），且1H_Wavematrixtrend=+2存在解读争议（原值+2非标准-1），将硬拒降级为深度reduce处理。价格在Bullish_OB支撑区内+1H强多头背景（MarketRegimeCode=+6，finaltotalScore=+12）+RRG日线Leading但1H/15m均Weakening，综合仓位压缩至55%，置信度medium。","reason":"阶段1: B+0级 (总分0.4, WMvalue: 16.59) | 阶段2: HTF规则reject | 阶段3(6维度): 当前动能分歧(0/4)，直接拒绝 | 阶段4(V评级): 6维度已拒绝，V评级确认维持 (V=VOID) | 阶段5(OB): 做空信号在1H+4H压力下方运行｜压力:4H压力下方9.16%,1H压力下方9.92%｜支撑:4H支撑上方2.88%,1H支撑上方2.8% | 乖离率: 15.3%→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":5.0,"wave_components":{"wavematrixtrend":2,"momentum_state":2,"tsimastatus":1,"tsiha":1,"rsiha":1,"calculated":7.4,"limited":5.0},"momo_indicators":{"momo_swing_state":-2,"momo_longswing_state":2,"momo_composite_score":0},"wave_normalized":1.0,"wave_weighted":0.5,"structural_raw":-2.0,"structural_normalized":-1.0,"structural_weighted":-0.1,"total_score":0.4,"momentum_check":{"passed":false,"aligned_count":0,"details":"0/4个指标看跌: 无","wavematrix_status":"分歧","wavematrix_value":2},"tsi_check":{"passed":true,"threshold":-38.5,"details":"TSI=16.59 > -38.5 (避免超卖)"},"tsi_value":16.5902060349615},"htf_mismatch":false},"signal_type":"filtered","forwarded_at":"2026-06-03T14:00:25.600968"}

{"close":47.18,"action":"sell","ticker":"SMCI","exchange":"BATS","quantity":58,"stopLoss":{"stopPrice":48.6},"indicator":"market wave pro","timeframe":"15","alert_name":"FlowTrend Bearish + Sell+","takeProfit":{"limitPrice":44.82},"referencePrice":47.18,"filter_result":{"decision":"reject","rating":"B+0","final_rating":"Signal: B+0, WMvalue: 16.59, 趋势强度: 76.5%\n动能一致性: 分歧 (0/4)\nMomo State: 中性/冲突 (-2+2)\nHTF: C+1,reject, WMvalue: 24.04, 趋势强度: 70.6%\nHTF动能一致性: 分歧 (1/4)\nHTF Momo State: 震荡偏多 (2+-1) | 60\nMarket Structure: VOID (UUUU)\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9.16%,1H压力下方9.92%｜支撑:4H支撑上方2.88%,1H支撑上方2.8%\nDeviation: 15.3% → 仓位x1.0\nMarketRegime: APEX_BULL\nSqueeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass]\nML: 0.408 weak(caution) [XGB:0.437/RF:0.365]\n多维综合评级: B+0 M0 VOID\nFinal Decision: REJECT - [6D/HTF拒绝] 不触发MRC救济\n--- Claude AI 过滤 (12.58s) ---\nClaude SHORT → REDUCE [low]\n8层 ❌ | 最终仓位: 55%\n判断: 做空方向下A组核心动量（TSIHA=+1、Wave=+2）及J组1H_TSIHA=+1均完全逆势，按跨周期矩阵应触发reject；但考虑到1H_TSIMASTATUS=-1（1H动量减速）、L组EMA8斜率-0.40%向下、15m/60m RRG均在Weakening减速区，结合MWP框架下无法reject的输出限制，最终给出最低仓位reduce=55%。核心逻辑矛盾极为严重，强烈建议回避本次信号。","reason":"阶段1: B+0级 (总分0.4, WMvalue: 16.59) | 阶段2: HTF规则reject | 阶段3(6维度): 当前动能分歧(0/4)，直接拒绝 | 阶段4(V评级): 6维度已拒绝，V评级确认维持 (V=VOID) | 阶段5(OB): 做空信号在1H+4H压力下方运行｜压力:4H压力下方9.16%,1H压力下方9.92%｜支撑:4H支撑上方2.88%,1H支撑上方2.8% | 乖离率: 15.3%→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":5.0,"wave_components":{"wavematrixtrend":2,"momentum_state":2,"tsimastatus":1,"tsiha":1,"rsiha":1,"calculated":7.4,"limited":5.0},"momo_indicators":{"momo_swing_state":-2,"momo_longswing_state":2,"momo_composite_score":0},"wave_normalized":1.0,"wave_weighted":0.5,"structural_raw":-2.0,"structural_normalized":-1.0,"structural_weighted":-0.1,"total_score":0.4,"momentum_check":{"passed":false,"aligned_count":0,"details":"0/4个指标看跌: 无","wavematrix_status":"分歧","wavematrix_value":2},"tsi_check":{"passed":true,"threshold":-38.5,"details":"TSI=16.59 > -38.5 (避免超卖)"},"tsi_value":16.5902060349615},"htf_mismatch":false},"signal_type":"filtered","forwarded_at":"2026-06-03T14:01:11.131429"}

{"close":47.37,"action":"sell","ticker":"SMCI","exchange":"BATS","quantity":58,"stopLoss":{"stopPrice":48.79},"indicator":"market wave pro","timeframe":"15","alert_name":"VectorShift Bearish","takeProfit":{"limitPrice":45.0},"referencePrice":47.37,"filter_result":{"decision":"reject","rating":"B+0","final_rating":"Signal: B+0, WMvalue: 17.46, 趋势强度: 76.5%\n动能一致性: 分歧 (0/4)\nMomo State: 中性/冲突 (-2+2)\nHTF: C+1,reject, WMvalue: 24.04, 趋势强度: 70.6%\nHTF动能一致性: 分歧 (1/4)\nHTF Momo State: 震荡偏多 (2+-1) | 60\nMarket Structure: VOID (UUUU)\n🟢 OB: pass(+0.5) - 做空信号在4H压力下方运行｜压力:4H压力下方8.72%,1H压力上方28.63%｜支撑:4H支撑上方3.27%,1H支撑上方35.4%\nDeviation: 18.9% → 仓位x1.0\nMarketRegime: APEX_BULL\nSqueeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass]\nML: 0.397 bearish(caution) [XGB:0.417/RF:0.367]\n多维综合评级: B+0 M0 VOID\nFinal Decision: REJECT - [6D/HTF拒绝] 不触发MRC救济\n--- Claude AI 过滤 (14.12s) ---\nClaude SHORT → REDUCE [low]\n8层 ❌ | 最终仓位: 55%\n判断: 做空方向下A组核心三项(TSIHA/Wave/RSIHA)均逆势，J组1H_TSIHA=+1触发降仓规则，叠加B组finaltotalScore=+13、MarketRegimeCode=+6的极强多头背景，仅MomoSwingState=-2和15m RRG Lagging方向有限支撑做空。综合仓位基准为55-65%（A组均逆势+1H_TSIHA逆势），1H_Wave逆势再降+M组弱势调整，定于55%。","reason":"阶段1: B+0级 (总分0.4, WMvalue: 17.46) | 阶段2: HTF规则reject | 阶段3(6维度): 当前动能分歧(0/4)，直接拒绝 | 阶段4(V评级): 6维度已拒绝，V评级确认维持 (V=VOID) | 阶段5(OB): 做空信号在4H压力下方运行｜压力:4H压力下方8.72%,1H压力上方28.63%｜支撑:4H支撑上方3.27%,1H支撑上方35.4% | 乖离率: 18.9%→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":5.0,"wave_components":{"wavematrixtrend":2,"momentum_state":2,"tsimastatus":1,"tsiha":1,"rsiha":1,"calculated":7.4,"limited":5.0},"momo_indicators":{"momo_swing_state":-2,"momo_longswing_state":2,"momo_composite_score":0},"wave_normalized":1.0,"wave_weighted":0.5,"structural_raw":-2.0,"structural_normalized":-1.0,"structural_weighted":-0.1,"total_score":0.4,"momentum_check":{"passed":false,"aligned_count":0,"details":"0/4个指标看跌: 无","wavematrix_status":"分歧","wavematrix_value":2},"tsi_check":{"passed":true,"threshold":-38.5,"details":"TSI=17.46 > -38.5 (避免超卖)"},"tsi_value":17.457351698995925},"htf_mismatch":false},"signal_type":"filtered","forwarded_at":"2026-06-03T14:15:22.615893"}