{
  "trade_date": "2026-05-14",
  "next_trade_date": "2026-05-15",
  "source": "hermes_deepseek_v4_manual_with_project_skills",
  "external_context_quality": "unavailable",
  "external_context_provenance": "gemini_external_context_normalizer_v2",
  "external_context_scope": "compact_theme_and_representative_stocks",
  "external_context_note": "Gemini API搜索失败(search_success=false, raw_findings=0)。本版完全基于掘金结构数据+Strict Gate生成，无任何外部资讯输入。COLD+NO_CLEAR_MAINLINE环境下资讯缺失影响有限。",
  "market_risk_regime": {
    "regime": "COLD",
    "subtype": null,
    "score": 26,
    "level": "全市场急跌环境",
    "source_path": "evidence_pack.market.market_risk_regime",
    "note": "单日从HOT(95)崩塌至COLD(26)，七指数齐跌1.5-2.8%，涨比18.8%，跌停19只。系统运行以来(5/6→5/14)首次触及COLD。"
  },
  "theme_opportunity_regime": {
    "regime": "WEAK",
    "subtype": "NO_CLEAR_MAINLINE",
    "score": 9.0,
    "source_path": "evidence_pack.market.theme_opportunity_regime",
    "note": "0 triggered + 0 near_triggered，仅1个structure_watch(碳化硅)。主题全线退潮。"
  },
  "trade_mode": "OBSERVE_ONLY",
  "regime_mode_conflict": false,
  "regime_consistency_note": "legitimate_regime_change——前日HOT(95)→今日COLD(26)为真实市场转变，非数据错误。与前日agent_summary对比确认无误。",
  "strict_plan_authority": "reports/trade_plan/20260514_next_day_trade_plan_sector_bound_v1_1_strict_news.json",
  "strict_plan_counts": {
    "active_plan": 0,
    "conditional_plan": 0,
    "observe_only": 16,
    "rejected_or_observe_extra": 57,
    "pre_strict_active": 30
  },
  "strict_plan_status_breakdown": {
    "strict_unknown_layer_to_observe": 9,
    "strict_structure_watch_to_observe": 4,
    "strict_weak_tape_observe_only": 2,
    "strict_tail_observe_only": 1
  },
  "strict_plan_theme_consistency": {
    "weak": 16
  },
  "market_summary": "全市场单日崩塌。上证-1.52%、深证-2.14%、创业板-2.16%、中证500-2.78%，成交额~6.7万亿。上涨935家(18.81%)，下跌3984家。涨停55只，跌停19只，涨跌停比2.89。market_risk_regime从HOT(95)暴跌至COLD(26)，theme_opportunity_regime从HOT/RISK_ON_THEME(95)暴跌至WEAK/NO_CLEAR_MAINLINE(9.0)。这是系统运行9个交易日以来最弱的一天。",
  "index_summary": {
    "shanghai": {
      "close": 4177.92,
      "ret_pct": -1.52,
      "amount_yi": 14981.17
    },
    "shenzhen": {
      "close": 15745.74,
      "ret_pct": -2.14,
      "amount_yi": 18641.37
    },
    "chinext": {
      "close": 3951.14,
      "ret_pct": -2.16,
      "amount_yi": 8939.31
    },
    "csi300": {
      "close": 4914.6,
      "ret_pct": -1.68,
      "amount_yi": 8574.46
    },
    "csi500": {
      "close": 8670.16,
      "ret_pct": -2.78,
      "amount_yi": 6582.25
    },
    "csi1000": {
      "close": 8778.71,
      "ret_pct": -1.97,
      "amount_yi": 7309.7
    }
  },
  "previous_day_review": {
    "plan_date": "2026-05-13",
    "execution_date": "2026-05-14",
    "plan_counts": {
      "active_plan": 1,
      "conditional_plan": 9,
      "observe_only": 20
    },
    "entry_based_available": true,
    "entry_effective": 2,
    "no_entry": 28,
    "active_outcomes": {
      "summary": "扬杰科技(碳化硅)未触发——开盘跳空高于entry_zone，全天未回调进入。",
      "triggered_count": 0,
      "failed_count": 0,
      "not_triggered_count": 1
    },
    "conditional_outcomes": {
      "summary": "9只conditional中2只entry_effective(英维克/均胜电子)，均reclaim_no_invalid但入场后转负。2只no_pullback_zone_touch大涨(罗博特科+9.14%/昊华科技+4.03%)。5只未触发。",
      "entry_effective_count": 2,
      "positive_count": 0,
      "avg_entry_close_pct": -1.32,
      "avg_mfe_pct": 1.66,
      "avg_mae_pct": -1.62,
      "best": {
        "symbol": "SHSE.600699",
        "name": "均胜电子",
        "entry_close_pct": -0.85,
        "mfe_pct": 1.94
      },
      "worst": {
        "symbol": "SZSE.002837",
        "name": "英维克",
        "entry_close_pct": -1.8,
        "mae_pct": -1.81
      }
    },
    "missed_momentum": [
      {
        "symbol": "SZSE.300757",
        "name": "罗博特科",
        "pct_chg": 9.14,
        "reason": "no_pullback_zone_touch(第4例)"
      },
      {
        "symbol": "SHSE.600378",
        "name": "昊华科技",
        "pct_chg": 4.03,
        "reason": "no_pullback_zone_touch"
      }
    ],
    "observe_shadow_alpha": [
      {
        "symbol": "SZSE.002983",
        "name": "芯瑞达",
        "pct_chg": 4.67
      }
    ],
    "key_lessons": [
      "COLD市clean trigger也无法保证正收益——2只reclaim_no_invalid全转负",
      "giveback均超MFE——弱市中即使是干净触发也不能长期持有",
      "罗博特科第4例no_pullback大涨——VWAP模板系统性错过不回踩强票",
      "前日判断'AI链near_triggered集中回归'被次日全清零证伪",
      "COLD市observe_shadow_alpha同步萎缩(10只→1只)"
    ],
    "data_completeness": "outcome_eval_v1_2_entry_based已执行，30行全覆盖。auction_fact V1.2完整。lesson_registry完整。"
  },
  "entry_based_outcome_review": {
    "source": "reports/outcome/20260513_plan_20260514_outcome_eval_v1_2_entry_based.md",
    "entry_effective": 2,
    "by_bucket": {
      "conditional_plan": {
        "count": 2,
        "positive_rate": 0.0,
        "avg_entry_close_pct": -1.32,
        "avg_mfe_pct": 1.66,
        "avg_mae_pct": -1.62
      }
    },
    "by_template": {
      "reclaim_no_invalid": {
        "count": 2,
        "positive_rate": 0.0,
        "avg_entry_close_pct": -1.32,
        "avg_mfe_pct": 1.66
      }
    },
    "weak_entries": [
      {
        "symbol": "SZSE.002837",
        "name": "英维克",
        "entry_close_pct": -1.8,
        "mfe_pct": 1.38,
        "mae_pct": -1.81,
        "giveback_pct": 3.18
      },
      {
        "symbol": "SHSE.600699",
        "name": "均胜电子",
        "entry_close_pct": -0.85,
        "mfe_pct": 1.94,
        "mae_pct": -1.43,
        "giveback_pct": 2.79
      }
    ]
  },
  "lesson_registry_summary": [
    {
      "lesson": "CLEAN_TRIGGER_ENTRY_BASED_EFFECTIVE",
      "status": "validated_single_day_needs_more_samples",
      "finding": "COLD市clean trigger也无法保证正收益"
    },
    {
      "lesson": "RECLAIM_NO_INVALID_PRIMARY_TRIGGER",
      "status": "validated_single_day_needs_more_samples",
      "finding": "reclaim形态触发干净但入场后全转负"
    },
    {
      "lesson": "WEAK_ENTRY_IN_COLD_MARKET",
      "status": "new_observation",
      "finding": "weak_entry_count=2，COLD市entry_effective≠可盈利"
    },
    {
      "lesson": "COLD_MARKET_ZERO_PLAN_AUTOMATIC",
      "status": "new_observation",
      "finding": "系统首次COLD+0 triggered→0 active+0 conditional，Strict Gate在极端弱市中正确生效"
    },
    {
      "lesson": "MISSED_MOMENTUM_NO_PULLBACK",
      "status": "important_shadow_hypothesis",
      "finding": "罗博特科第4例+昊华科技第1例，累计5例no_pullback大涨"
    },
    {
      "lesson": "OBSERVE_ONLY_SHADOW_ALPHA",
      "status": "important_shadow_hypothesis",
      "finding": "COLD市shadow急剧萎缩(10→1)"
    },
    {
      "lesson": "HIGH_GIVEBACK_NEEDS_TN_FOLLOWUP",
      "status": "needs_tn_validation",
      "finding": "2只giveback>MFE，T+1/T+2需跟踪英维克/均胜电子"
    }
  ],
  "next_validation_tasks": [
    "T+1/T+2跟踪英维克(002837)、均胜电子(600699)——giveback>MFE是否需要止损规则",
    "T+1/T+2跟踪罗博特科(300757)——no_pullback大涨后是否延续",
    "碳化硅主题次日是否从structure_watch升级——决定5/15盘后是否产生conditional",
    "COLD市0 plan是否应成为固定SOP——对比5/11(HOT+0 plan)的异同",
    "累计30日滚动统计(当前9/30)"
  ],
  "theme_summary": [
    {
      "theme_name": "碳化硅",
      "state": "STRUCTURE_WATCH",
      "rating": "C",
      "active_count": 0,
      "observe_count": 5,
      "core_logic": "唯一structure_watch主题，5只候选(楚江新材/京运通/蓝海华腾/国星光电/海特高新)，但主题未触发，不满足conditional门槛",
      "risk": "COLD市场+主题未触发，任何structure_watch都不应预判升级"
    }
  ],
  "active_plan_focus": [],
  "conditional_plan_focus": [],
  "next_day_key_watch": [
    {
      "theme": "碳化硅",
      "decision": "observe_only",
      "reason": "唯一structure_watch，但主题未达near_triggered。如次日有3+只联动拉升+主题升级信号→记录shadow，待盘后evidence_pack确认后再考虑conditional",
      "symbols": [
        "SZSE.002171楚江新材",
        "SHSE.601908京运通",
        "SZSE.300484蓝海华腾",
        "SZSE.002449国星光电",
        "SZSE.002023海特高新"
      ]
    }
  ],
  "risk_flags": [
    {
      "risk": "全市场急跌延续",
      "level": "高",
      "note": "COLD(26)次日继续下跌概率不可忽视，19只跌停"
    },
    {
      "risk": "主题全线真空",
      "level": "高",
      "note": "0 triggered+0 near_triggered，无任何结构性机会"
    },
    {
      "risk": "周末消息面黑洞",
      "level": "中高",
      "note": "5/15周五收盘，隔周末两日消息不可预知"
    },
    {
      "risk": "碳化硅唯一微弱火种但不应冒进",
      "level": "中",
      "note": "structure_watch基础上任何主动交易都是冒险"
    }
  ],
  "execution_discipline": [
    "1. COLD+WEAK+OBSERVE_ONLY→宁可空仓观察，不为了交易而交易",
    "2. 碳化硅需等主题从structure_watch升级为near_triggered后才可考虑conditional——不能预判",
    "3. 周五收盘+周末消息黑洞→不做仓位暴露",
    "4. 不追任何开盘拉升——涨比仅18.8%，追高成功率极低",
    "5. 观察到任何主题联动信号→只记录shadow，不改正式计划"
  ],
  "regime_history": {
    "note": "系统运行以来(5/6→5/14)全序列",
    "5/6": {
      "mrr": "HOT",
      "tor": "—",
      "active": "—",
      "cond": "—"
    },
    "5/7": {
      "mrr": "HOT",
      "tor": "ACTIVE",
      "active": 14,
      "cond": 5
    },
    "5/8": {
      "mrr": "HOT",
      "tor": "MIXED",
      "active": 2,
      "cond": 2
    },
    "5/11": {
      "mrr": "HOT",
      "tor": "MIXED",
      "active": 0,
      "cond": 1
    },
    "5/12": {
      "mrr": "MIXED",
      "tor": "MIXED",
      "active": 8,
      "cond": 0
    },
    "5/13": {
      "mrr": "HOT",
      "tor": "HOT",
      "active": 1,
      "cond": 9
    },
    "5/14": {
      "mrr": "COLD",
      "tor": "WEAK",
      "active": 0,
      "cond": 0
    }
  },
  "not_recommendation": true,
  "output_files": {
    "full_report": "reports/full/20260514_full_report_v2.md",
    "wechat_brief": "reports/wechat/20260514_wechat_brief_v2.txt",
    "agent_summary": "reports/json/20260514_agent_summary_v2.json"
  },
  "generation_note": "COLD市场+0主题触发+0 active+0 conditional。系统运行9个交易日以来首次全维度跌入最低档。Strict Gate正确生效——不是策略过严，是市场客观条件不满足任何进攻门槛。"
}