R_SMCI_2026-06-05_2

{"close":43.495,"action":"sell","ticker":"SMCI","exchange":"BATS","quantity":108,"stopLoss":{"stopPrice":44.8},"indicator":"market wave pro","timeframe":"15","alert_name":"FlowTrend Bearish + Sell","takeProfit":{"limitPrice":41.32},"referencePrice":43.49,"filter_result":{"decision":"strong_pass","rating":"A-4","final_rating":"Signal: A-4, WMvalue: -48.34, 趋势强度: 100%\n动能一致性: 强一致 (4/4)\nMomo State: 共振空头 (-2+-2)\nHTF: B-4,strongpass, WMvalue: -15.03, 趋势强度: 82.4%\nHTF动能一致性: 强一致 (4/4)\nHTF Momo State: 共振空头 (-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18.4%,1H压力下方9.13%｜支撑:4H支撑上方22.31%,1H支撑上方13.76%\nDeviation: 88.9% → 仓位x0.4\nMarketRegime: CORRECTION_BEAR\nSqueeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass]\nML: 0.453 weak(caution) [XGB:0.437/RF:0.478]\n多维综合评级: A-4 M-4 V5\nFinal Decision: STRONG_PASS - 6维度strongpass但V评级V5，降级为pass+警告 | 趋势双强↑strong_pass\n--- Claude AI 过滤 (15.97s) ---\nClaude SHORT → PASS [high]\n8层 ❌ | 最终仓位: 95%\n判断: A/J/C组三层动量全面顺势共振（TSIHA=-1, Wave=-2, momo=-4双层），1H EMA强空排列且死叉加速，核心动量极强支持做空。deviation_ratio=1.29在做空方向属均值回归有利（TSIHA刚确认-1），RRG日线Leading但1H/15m均Lagging+均↓，大级别为分歧(0%调整)，综合仓位定于95%。","reason":"阶段1: A-4级 (总分-0.4, WMvalue: -48.34) | 阶段2: HTF规则strongpass | 阶段3(6维度): 高质量信号：当前A级强势+HTFB-4支持+HTF规则strongpass | 阶段4(V评级): 6维度strongpass但V评级V5，降级为pass+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18.4%,1H压力下方9.13%｜支撑:4H支撑上方22.31%,1H支撑上方13.76% | 乖离率: 88.9%(x1.45)→仓位x0.4 | 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":-2,"momo_longswing_state":-2,"momo_composite_score":-4},"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":false,"threshold":-38.5,"details":"TSI=-48.34 > -38.5 (避免超卖)"},"tsi_value":-48.33571002669615},"htf_mismatch":false},"signal_type":"filtered","forwarded_at":"2026-06-05T13:46:19.566156"}