R_SMCI_2026-06-12_1

{"close":29.5,"action":"sell","ticker":"SMCI","exchange":"BATS","quantity":161,"stopLoss":{"stopPrice":30.39},"indicator":"market wave pro","timeframe":"15","alert_name":"FlowTrend Bearish + Sell","takeProfit":{"limitPrice":28.02},"referencePrice":29.5,"filter_result":{"decision":"reject","rating":"A-4","final_rating":"Signal: A-4, WMvalue: -58.56, 趋势强度: 88.2%\n动能一致性: 一致 (3/4)\nMomo State: 共振空头 (-2+-2)\nHTF: C+4,pass, WMvalue: 34.75, 趋势强度: 58.8%\nHTF动能一致性: 一致 (3/4)\nHTF Momo State: 共振多头 (2+2) | 60\nMarket Structure: V4 (UDDD)\n🚫 OB+POC+DEV: reject - [乖离率] 乖离率极端超限162%(4.27>=2.64[调整后])，硬拒绝\nDeviation: 161.5% → 仓位x0\nMarketRegime: NEUTRAL\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 V4\nFinal Decision: REJECT - [硬拒绝] 乖离率硬拒绝: 乖离率极端超限162%(4.27>=2.64[调整后])，硬拒绝，MRC不可覆盖\n--- Claude AI 过滤 (12.91s) ---\nClaude SHORT → PASS [high]\n8层 ❌ | 最终仓位: 95%\n判断: 核心15m动量(TSIHA=-1, Wave=-2, momo=-4)与1H EMA强空排列(score=-3)高度对齐, deviation_ratio=2.10极度延伸叠加TSIHA已翻-1构成顶部确认最强做空结构, 统计上强烈支持做空。1H_Wave=+2与1H_momo=+4形成跨周期分歧降仓约-10%, 但15m全面空头共振+L组强空背景下维持95%仓位。","reason":"阶段1: A-4级 (总分-0.4, WMvalue: -58.56) | 阶段2: HTF规则pass | 阶段3(6维度): 当前A级+HTF规则pass | 阶段4(V评级): 6维度pass但V评级V4偏弱，通过+警告 | 阶段5(OB): [乖离率] 乖离率极端超限162%(4.27>=2.64[调整后])，硬拒绝 | 阶段6(MRC): [硬拒绝] 乖离率硬拒绝: 乖离率极端超限162%(4.27>=2.64[调整后])，硬拒绝，MRC不可覆盖","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":-5.0,"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":3,"details":"3/4个指标看跌: TSIHA, RSIHA, Wavematrixtrend","wavematrix_status":"一致","wavematrix_value":-2},"tsi_check":{"passed":false,"threshold":-38.5,"details":"TSI=-58.56 > -38.5 (避免超卖)"},"tsi_value":-58.557413179144625},"htf_mismatch":false},"signal_type":"filtered","forwarded_at":"2026-06-12T13:45:52.269509"}