R_SMCI_2026-06-05_1

{"action":"sell","extras":{"indicator":"📌🏆 AIband Strategy Optimizer\nSignal: B-1, WMvalue: -28.06, 趋势强度: 82.4%\n动能一致性: 强一致 (4/4)\nMomo State: 震荡偏空 (1+-2)\nHTF: B+0,strongpass, WMvalue: -8.28, 趋势强度: 11.8%\nHTF动能一致性: 一致 (3/4)\nHTF Momo State: 中性/冲突 (-2+2) | 60\nMarket Structure: V5 (UUDD)\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13.61%,1H压力下方10.11%｜支撑:4H支撑上方25.46%,1H支撑上方17.25%\nDeviation: 63.0% → 仓位x0.6\nMarketRegime: CORRECTION_BEAR\nSqueeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass]\nML: 0.439 weak(caution) [XGB:0.437/RF:0.442]\n多维综合评级: B-1 M-1 V5\nFinal Decision: PASS - 6维度pass但V评级V5偏弱，通过+警告\n--- Claude AI 过滤 (17.49s) ---\nClaude SHORT → PASS [medium]\n8层 ✅ | 最终仓位: 88%\n判断: 做空核心动量全面顺势: TSIHA=-1, Wavematrixtrend=-2, 1H_TSIHA=-1, 1H_Wave=-2双层共振, L组1H强空排列(score=-3)死叉加速, finaltotalScore=-14极端空头背景, 支撑pass做空决策。主要担忧为MomoSwingState=+1短周期逆势、1H_momo=0中性分歧以及日线RRG=Leading对做空的潜在反压, 叠加RSI接近超卖, 综合降仓至88%中等置信度。","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":67,"stopLoss":{"stopPrice":47.49},"takeProfit":{"limitPrice":39.94},"referencePrice":45.33,"timeframe":"15","filter_result":{"decision":"pass","rating":"B-1","final_rating":"📌🏆 AIband Strategy Optimizer\nSignal: B-1, WMvalue: -28.06, 趋势强度: 82.4%\n动能一致性: 强一致 (4/4)\nMomo State: 震荡偏空 (1+-2)\nHTF: B+0,strongpass, WMvalue: -8.28, 趋势强度: 11.8%\nHTF动能一致性: 一致 (3/4)\nHTF Momo State: 中性/冲突 (-2+2) | 60\nMarket Structure: V5 (UUDD)\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13.61%,1H压力下方10.11%｜支撑:4H支撑上方25.46%,1H支撑上方17.25%\nDeviation: 63.0% → 仓位x0.6\nMarketRegime: CORRECTION_BEAR\nSqueeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass]\nML: 0.439 weak(caution) [XGB:0.437/RF:0.442]\n多维综合评级: B-1 M-1 V5\nFinal Decision: PASS - 6维度pass但V评级V5偏弱，通过+警告\n--- Claude AI 过滤 (17.49s) ---\nClaude SHORT → PASS [medium]\n8层 ✅ | 最终仓位: 88%\n判断: 做空核心动量全面顺势: TSIHA=-1, Wavematrixtrend=-2, 1H_TSIHA=-1, 1H_Wave=-2双层共振, L组1H强空排列(score=-3)死叉加速, finaltotalScore=-14极端空头背景, 支撑pass做空决策。主要担忧为MomoSwingState=+1短周期逆势、1H_momo=0中性分歧以及日线RRG=Leading对做空的潜在反压, 叠加RSI接近超卖, 综合降仓至88%中等置信度。","reason":"阶段1: B-1级 (总分-0.4, WMvalue: -28.06) | 阶段2: HTF规则strongpass | 阶段3(6维度): 当前B级中性Momo但HTF规则strongpass补偿 | 阶段4(V评级): 6维度pass但V评级V5偏弱，通过+警告 | 阶段5(OB): 做空信号在1H+4H压力下方运行｜压力:4H压力下方13.61%,1H压力下方10.11%｜支撑:4H支撑上方25.46%,1H支撑上方17.25% | 乖离率: 63.0%(x1.4)→仓位x0.6 | 阶段6(MRC): [MRC顺势] CORRECTION_BEAR，沿用原决策: pass","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":1,"momo_longswing_state":-2,"momo_composite_score":-1},"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":true,"aligned_count":4,"details":"4/4个指标看跌: TSIHA, TSIMASTATUS, RSIHA, Wavematrixtrend","wavematrix_status":"强一致","wavematrix_value":-2},"tsi_check":{"passed":true,"threshold":-38.5,"details":"TSI=-28.06 > -38.5 (避免超卖)"},"tsi_value":-28.064974105884904},"htf_mismatch":true},"signal_type":"filtered","forwarded_at":"2026-06-05T08:16:02.455037"}