{ "trade_date": "2026-05-13", "next_trade_date": "2026-05-14", "source": "hermes_deepseek_v4_manual_with_project_skills", "external_context_quality": "partial", "external_context_provenance": "gemini_external_context_normalizer_v2", "external_context_scope": "compact_theme_and_representative_stocks", "external_context_note": "5 events found, 1 risk flag (宏昌电子减持，不影响正式计划), dominant_effect=mixed, support=low_medium, risk=low. No upgrade/downgrade triggered.", "market_risk_regime": { "regime": "HOT", "subtype": "BROAD_RISK_ON", "score": 95, "level": "普涨强进攻环境", "source_path": "evidence_pack.market.market_risk_regime", "note": "Genuine recovery from MIXED(49) on 5/12. 上证+0.67%, 深证+1.67%, 创业板+2.63%, breadth 58.7%, 112 limit-up, up_ratio 1.5:1." }, "theme_opportunity_regime": { "regime": "HOT", "subtype": "RISK_ON_THEME", "score": 95, "level": "主题活跃，可跟随主线", "source_path": "evidence_pack.market.theme_opportunity_regime", "note": "Upgraded from MIXED/DEFENSIVE_ROTATION(75) on 5/12. 7 near_triggered themes indicate AI-chain returning, but thickness not yet confirmed." }, "trade_mode": "ACTIVE_THEME_FOLLOW", "trade_mode_source_path": "evidence_pack.market.trade_mode", "regime_consistency_check": { "previous_agent_summary_market_risk_regime": "MIXED (score 49)", "today_evidence_pack_market_risk_regime": "HOT (score 95)", "today_evidence_pack_theme_opportunity_regime": "HOT / RISK_ON_THEME (score 95)", "match": true, "change_type": "legitimate_regime_change", "note": "MIXED→HOT is genuine market recovery, not a reporting error. Both dimensions now aligned (dual HOT)." }, "strict_plan_authority": "reports/trade_plan/20260513_next_day_trade_plan_sector_bound_v1_1_strict_news.json", "strict_plan_counts": { "active_plan": 1, "conditional_plan": 9, "observe_only": 20, "rejected_or_observe_extra": 38, "pre_strict_active": 30 }, "strict_plan_status_breakdown": { "strict_triggered_active_pass": 1, "strict_near_triggered_conditional": 9, "strict_structure_watch_to_observe": 12, "strict_near_triggered_insufficient_to_observe": 4, "strict_weak_tape_observe_only": 2, "strict_tail_observe_only": 1, "strict_triggered_insufficient_to_observe": 1 }, "strict_plan_theme_consistency": { "strong": 1, "valid": 9, "weak": 20 }, "theme_sets": { "triggered_clusters": ["IGBT概念", "碳化硅"], "near_triggered_clusters": ["AI光通信链", "AI算力基础设施", "中芯概念", "半导体材料设备", "氮化镓", "玻璃基板", "英伟达概念"], "structure_watch_clusters": ["6G概念", "AIPC", "AI眼镜", "MiniLED", "TOPCon电池", "东数西算", "光纤概念", "光刻机(胶)", "智能电网", "氮化镓(GaN)", "消费电子概念", "网络安全通信", "边缘计算"], "weak_tape_clusters": ["3D打印", "LED概念", "OLED", "Web3.0", "人脑工程", "卫星军工信息化", "新能源电力链", "智能家居", "氟化工概念", "电子烟", "超清视频", "高压快充"] }, "market_summary": "全市场从5/12的MIXED(49)回升至HOT(95)。上证+0.67%、深证+1.67%、创业板+2.63%，成交额3.24万亿，上涨比58.7%，涨停112只。主题机会从MIXED/DEFENSIVE_ROTATION升至HOT/RISK_ON_THEME(95)。IGBT概念和碳化硅为triggered主题，AI光通信链/AI算力基础设施/英伟达概念等7个主题near_triggered——AI链集中回归但尚未完成升级。power半导体方向(IGBT+碳化硅)取代特高压成为新主线方向。", "index_summary": { "shanghai": {"ret_pct": 0.67, "close": 4242.57, "amount_yi": 14474.64}, "shenzhen": {"ret_pct": 1.67, "close": 16089.75, "amount_yi": 17925.5}, "chinext": {"ret_pct": 2.63, "close": 4038.33, "amount_yi": 8669.8}, "csi300": {"ret_pct": 1.02, "close": 4998.34, "amount_yi": 8231.73}, "csi500": {"ret_pct": 1.51, "close": 8918.24, "amount_yi": 6370.53}, "csi1000": {"ret_pct": 1.51, "close": 8955.45, "amount_yi": 6771.87} }, "previous_day_review": { "plan_date": "2026-05-12", "execution_date": "2026-05-13", "plan_counts": { "active_plan": 8, "conditional_plan": 0, "observe_only": 22 }, "entry_based_summary": { "source": "reports/outcome/20260512_plan_20260513_outcome_eval_v1_2_entry_based.md", "entry_effective": 4, "no_entry": 26, "active_entry_details": [ {"name": "神马电力", "symbol": "SHSE.603530", "theme": "特高压", "outcome": "reclaim_no_invalid", "entry": 65.84, "post_entry_close_pct": 4.47, "MFE_pct": 9.45, "MAE_pct": -0.23, "giveback_pct": 4.98, "daily_pct": 1.73}, {"name": "泽宇智能", "symbol": "SZSE.301179", "theme": "特高压", "outcome": "triggered_after_prior_boundary_touch", "entry": 26.39, "post_entry_close_pct": 3.45, "MFE_pct": 3.83, "MAE_pct": -1.10, "giveback_pct": 0.38, "daily_pct": 3.53}, {"name": "电科院", "symbol": "SZSE.300215", "theme": "特高压", "outcome": "reclaim_no_invalid", "entry": 9.28, "post_entry_close_pct": 2.91, "MFE_pct": 8.51, "MAE_pct": -0.75, "giveback_pct": 5.60, "daily_pct": 0.84}, {"name": "中国西电", "symbol": "SHSE.601179", "theme": "特高压", "outcome": "reclaim_no_invalid", "entry": 18.83, "post_entry_close_pct": 1.01, "MFE_pct": 5.63, "MAE_pct": -0.58, "giveback_pct": 4.62, "daily_pct": -0.94} ], "active_failed": [ {"name": "杭电股份", "symbol": "SHSE.603618", "outcome": "invalid_before_entry", "reason": "竞价低开-4.18%，开盘即低于entry_zone"}, {"name": "杭州柯林", "symbol": "SHSE.688611", "outcome": "reclaim_then_invalid", "reason": "先触发reclaim后触及invalid"}, {"name": "保变电气", "symbol": "SHSE.600550", "outcome": "triggered_no_invalid", "note": "触发但gave_back，daily+1.58%"}, {"name": "东方铁塔", "symbol": "SZSE.002545", "outcome": "no_pullback_zone_touch", "note": "missed_momentum第3例，daily+2.09%"} ], "missed_momentum_latest": ["烽火通信(光纤, 5/8)", "星网锐捷(AI光通信链, 5/11)", "东方铁塔(特高压, 5/13)"] }, "observe_shadow_alpha": [ {"name": "有方科技", "pct": 11.17}, {"name": "新亚电缆", "pct": 6.00}, {"name": "山大电力", "pct": 5.43}, {"name": "立新能源", "pct": 5.36}, {"name": "特锐德", "pct": 4.96}, {"name": "中能电气", "pct": 4.89}, {"name": "福达合金", "pct": 4.75}, {"name": "亚威股份", "pct": 4.10} ], "shadow_alpha_count": 10, "theme_cluster_dominance": "特高压(4 entry_effective), 智能电网(4 shadow alpha)", "key_lessons": [ "4/8 active entry_effective, 100% win rate, avg MFE 6.85%", "3/4 reclaim_no_invalid best pattern (MFE 7.86%)", "3 high giveback (4.6-5.6%) — T+N tracking essential", "missed_momentum 3rd case (东方铁塔) — VWAP pullback template limitation confirmed", "10 observe shadow alpha ≥3%, strongest 有方科技+11.17%" ] }, "lesson_registry_summary": [ {"lesson": "CLEAN_TRIGGER_ENTRY_BASED_EFFECTIVE", "status": "validated_single_day_needs_more_samples", "finding": "4/4 100% positive, avg entry-based close +2.96%, avg MFE +6.85%"}, {"lesson": "RECLAIM_NO_INVALID_PRIMARY_TRIGGER", "status": "validated_single_day_needs_more_samples", "finding": "3/3 best pattern, avg MFE +7.86%, avg giveback 5.07%"}, {"lesson": "PRIOR_BOUNDARY_TRIGGER_LOWER_QUALITY", "status": "hypothesis", "finding": "泽宇智能 +3.45%/MFE 3.83%, usable but lower quality"}, {"lesson": "HIGH_GIVEBACK_NEEDS_TN_FOLLOWUP", "status": "reinforced_2nd_occurrence", "finding": "3 stocks giveback 4.6-5.6%. A股T+1 limitation confirmed. T+1 tracking on 5/14 required for 电科院/中国西电/神马电力."}, {"lesson": "AMBIGUOUS_TRIGGER_NOT_CLEAN_ENTRY", "status": "validated_logic_rule", "finding": "No ambiguous samples — system filtering effective"}, {"lesson": "MISSED_MOMENTUM_NO_PULLBACK", "status": "important_shadow_hypothesis", "finding": "东方铁塔+2.09% — 3rd case after 烽火/星网锐捷"}, {"lesson": "OBSERVE_ONLY_SHADOW_ALPHA", "status": "important_shadow_hypothesis", "finding": "10 stocks ≥3%, 有方科技+11.17% strongest single observe in 2 weeks. 智能电网 4 stocks."} ], "next_validation_tasks": [ "T+1跟踪电科院/中国西电/神马电力 giveback回收", "观察AI算力基础设施/AI光通信链/英伟达概念是否从near_triggered升级", "观察碳化硅主题延续性（扬杰科技是否触发条件或主题扩散）", "观察智能电网shadow alpha是否持续（验证structure_watch的稳定alpha假设）", "继续累计30-60日reclaim_no_invalid样本" ], "theme_summary": [ { "theme_name": "碳化硅", "state": "TRIGGERED", "rating": "B", "active_count": 1, "core_logic": "功率半导体方向，仅扬杰科技1只通过Strict Gate，厚度严重不足", "risk": "量能mild_expansion，昨收高于zone_high，次日大概率需等回调" }, { "theme_name": "IGBT概念", "state": "TRIGGERED", "rating": "C", "active_count": 0, "core_logic": "3只候选全部因前排/量能不足降为observe_only，无正式计划", "risk": "triggered但无法形成active——主题结构弱" }, { "theme_name": "AI算力基础设施", "state": "NEAR_TRIGGERED", "rating": "A-", "active_count": 0, "conditional_count": 4, "core_logic": "光环新网(A/strong_expansion)领衔，英维克/浪潮信息/恒润股份跟随。4只conditional等待主题升级", "risk": "全部near_triggered_max_conditional_without_mid_strong，升级未确认" }, { "theme_name": "英伟达概念", "state": "NEAR_TRIGGERED", "rating": "A-", "conditional_count": 3, "core_logic": "鸿博股份(A/strong_expansion)+均胜电子+罗博特科，AI链海外映射方向", "risk": "全部昨收高于zone_high，需等回调" } ], "active_plan_focus": [ { "symbol": "SZSE.300373", "name": "扬杰科技", "theme": "碳化硅", "layer": "triggered_sectors", "role": "MID", "technical_grade": "B", "amount_state": "mild_expansion", "template": "VWAP回踩重新确认", "entry_zone": {"low": 79.34, "high": 80.92, "reference": 80.33}, "invalid_price": 78.95, "chase_ceiling": 85.45, "prev_close": 83.12, "vwap_reference": 80.33, "ma5": 78.97, "trigger_condition": "回踩79.34-80.92后站回VWAP 80.33，量能确认，主题不转弱", "abandon_condition": "跳空>85.45放弃；跌破78.95未站回放弃；碳化硅板块绿盘降级", "note": "昨收83.12高于zone_high 80.92，次日大概率需等回调。量能mild非过热，有利回调" } ], "conditional_plan_focus": [ { "symbol": "SZSE.300383", "name": "光环新网", "theme": "AI算力基础设施", "technical_grade": "A", "amount_state": "strong_expansion", "template": "突破昨高", "trigger_price": 17.99, "note": "A+strong_expansion最佳质量。昨收17.80接近trigger" }, { "symbol": "SZSE.002229", "name": "鸿博股份", "theme": "英伟达概念", "technical_grade": "A", "amount_state": "strong_expansion", "template": "VWAP回踩", "entry_zone": "18.35-18.74", "note": "A+strong_expansion最佳质量。昨收18.62接近VWAP" }, { "symbol": "SZSE.002837", "name": "英维克", "theme": "AI算力基础设施", "template": "VWAP回踩", "entry_zone": "102.54-104.99" }, { "symbol": "SZSE.000977", "name": "浪潮信息", "theme": "AI算力基础设施", "template": "VWAP回踩", "entry_zone": "74.79-76.45", "note": "A股算力中军，量能normal需升级+放量确认" }, { "symbol": "SZSE.300757", "name": "罗博特科", "theme": "英伟达概念", "template": "VWAP回踩", "entry_zone": "518.81-531.35", "note": "绝对股价高，弹性大" } ], "risk_flags": [ "双HOT但active=1——triggered主题厚度不足是主因，不是Gate过严", "9只conditional全部near_triggered——主题升级不确定，不能提前押注", "3例missed_momentum历史——HOT市场下VWAP回踩模板天然会错过强势不回调票", "3只高giveback(4.6-5.6%)需T+1跟踪——A股T+1限制下当日止盈无法执行", "涨停112只但无集中主线——涨停分散不等同于主线厚度恢复", "5/11 HOT→5/12 MIXED→5/13 HOT——日间波动大，不排除5/14回摆" ], "execution_discipline": [ "扬杰科技：等回踩zone后VWAP reclaim，不回调不进；跳空>85.45放弃；跌破78.95放弃", "9只conditional：对应主题必须从near_triggered升级为triggered后才有效观察", "不追高：任何票超过chase_ceiling当日放弃", "不临时升级observe_only：前日有方科技+11.17%是shadow，不改正式计划", "T+1跟踪：电科院/中国西电/神马电力 giveback回收情况" ], "not_recommendation": true, "output_files": { "full_report": "reports/full/20260513_full_report_v2.md", "wechat_brief": "reports/wechat/20260513_wechat_brief_v2.txt", "agent_summary": "reports/json/20260513_agent_summary_v2.json" }, "generation_note": "Regime compliance: market_risk_regime directly read from evidence_pack.market.market_risk_regime (HOT, score 95). theme_opportunity_regime directly read from evidence_pack.market.theme_opportunity_regime (HOT/RISK_ON_THEME, score 95). Previous agent_summary had MIXED(49) — confirmed as legitimate regime change, not error. Previous day review uses entry-based outcome eval V1.2. Lesson registry consulted. All strict plan counts from authoritative JSON." }