R_SMCI_2026-06-09_1

{"close":43.38,"action":"sell","ticker":"SMCI","exchange":"BATS","quantity":75,"stopLoss":{"stopPrice":44.68},"indicator":"market wave pro","timeframe":"15","alert_name":"FlowTrend Bearish + Sell+","takeProfit":{"limitPrice":41.21},"referencePrice":43.38,"filter_result":{"decision":"strong_pass","rating":"A-4","final_rating":"Signal: A-4, WMvalue: -72.31, 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,reject, WMvalue: 56.79, 趋势强度: 100%\nHTF动能一致性: 分歧 (0/4)\nHTF Momo State: 共振多头 (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18.72%,1H压力下方11.69%｜支撑:4H支撑上方22.11%,1H支撑上方13.53%\nDeviation: 111.2% → 仓位x0.3\nMarketRegime: APEX_BULL\nSqueeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass]\n多维综合评级: A-4 M-4 V5\nFinal Decision: STRONG_PASS - 6维度pass但V评级V5偏弱，通过+警告 | 趋势双强↑strong_pass\n--- Claude AI 过滤 (15.04s) ---\nClaude SHORT → REDUCE [medium]\n8层 ❌ | 最终仓位: 65%\n判断: 15m核心动量A组全面顺势做空（TSIHA=-1，Wave=-2，momo=-4极强共振），但1H_TSIHA=+1且1H_momo=+4形成严重跨周期分歧，表明更高周期动量仍看涨；deviation_ratio=1.28属价格极度延伸，做空方向为均值回归统计有利但极度延伸叠加1H多头惯性（TSIHA仍+1）触发reduce规则，综合仓位定为65%。","reason":"阶段1: A-4级 (总分-0.4, WMvalue: -72.31) | 阶段2: HTF规则reject | 阶段3(6维度): 当前A级强势覆盖HTF规则reject | 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18.72%,1H压力下方11.69%｜支撑:4H支撑上方22.11%,1H支撑上方13.53% | ⚠️乖离率超限111%→仓位x0.3 | 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":-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=-72.31 > -38.5 (避免超卖)"},"tsi_value":-72.31345689616435},"htf_mismatch":false},"signal_type":"filtered","forwarded_at":"2026-06-09T13:46:03.812464"}

{"close":42.26,"action":"sell","ticker":"SMCI","exchange":"BATS","quantity":77,"stopLoss":{"stopPrice":43.53},"indicator":"market wave pro","timeframe":"15","alert_name":"VectorShift Bearish","takeProfit":{"limitPrice":40.15},"referencePrice":42.26,"filter_result":{"decision":"strong_pass","rating":"A-4","final_rating":"Signal: A-4, WMvalue: -75.68, 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,reject, WMvalue: 59.17, 趋势强度: 100%\nHTF动能一致性: 分歧 (0/4)\nHTF Momo State: 共振多头 (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21.86%,1H压力下方14.65%｜支撑:4H支撑上方20.04%,1H支撑上方11.24%\nDeviation: 130.6% → 仓位x0.3\nMarketRegime: APEX_BULL\nSqueeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass]\n多维综合评级: A-4 M-4 V5\nFinal Decision: STRONG_PASS - 6维度pass但V评级V5偏弱，通过+警告 | 趋势双强↑strong_pass\n--- Claude AI 过滤 (13.03s) ---\nClaude SHORT → REDUCE [medium]\n8层 ❌ | 最终仓位: 65%\n判断: A组/C组15m动量全面看空（TSIHA=-1, Wave=-2, momo=-4），但J组1H动量极强看涨（TSIHA=+1, Wave=+2, momo=+4）且4H/日线结构顺多，跨周期严重分歧；同时RSI深度超卖（19.80）叠加deviation_ratio=1.50且1H多头惯性未减退，触发'极度延伸+核心指标仍看涨'reduce规则，综合仓位降至65%。","reason":"阶段1: A-4级 (总分-0.4, WMvalue: -75.68) | 阶段2: HTF规则reject | 阶段3(6维度): 当前A级强势覆盖HTF规则reject | 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21.86%,1H压力下方14.65%｜支撑:4H支撑上方20.04%,1H支撑上方11.24% | ⚠️乖离率超限131%→仓位x0.3 | 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":-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=-75.68 > -38.5 (避免超卖)"},"tsi_value":-75.68268771678842},"htf_mismatch":false},"signal_type":"filtered","forwarded_at":"2026-06-09T14:15:19.192012"}