{ "trade_date": "2026-05-18", "next_trade_date": "2026-05-19", "source": "hermes_deepseek_v4_manual_with_project_skills_internet_cross_verified", "external_context_quality": "unavailable", "internet_cross_verification": { "status": "completed", "audit_report": "reports/audit/20260518_cross_verification_internet_vs_evidence.md", "index_accuracy": "all_7_indices_exact_match", "breadth_variance_pp": 1.92, "limit_up_gap": "system_56_vs_web_82_ex_ST_explained", "st_limit_up_ratio_pct": 7.3, "key_missed_events": [ "丁薛祥调研算力网建设（利好数字孪生/边缘计算）", "长鑫科技Q1净利247亿+兆易创新涨停创新高（存储芯片大热）", "联讯仪器超越茅台成A股股王（科技情绪高涨）", "大普微16.7倍停牌核查（HBM降温）", "光刻胶异动广信材料20%涨停", "中金1139亿合并东兴/信达证券", "电力京能电力4连板" ], "near_triggered_vs_hot_themes_match_pct": 50, "major_finding": "存储芯片/光刻胶在系统信号中未出现——需排查sector_mapping" }, "strict_plan_counts": { "active_plan": 0, "conditional_plan": 10, "observe_only": 20, "rejected_or_other": 69 }, "market_summary": "WARM(73)+MIXED(75)+SELECTIVE_DEFENSIVE_ONLY。连续第三日修复：COLD(26)→MIXED(39)→WARM(73)。上证仅微跌0.09%，中证500/1000转涨。45%上涨比。0 triggered sector，6 near_triggered集群分散。互联网热点：存储芯片/光刻胶/MLCC/国资云领涨。ST涨停占比仅7.3%，涨停质量大幅改善。", "theme_summary": [ { "cluster": "数字孪生", "state": "near_triggered", "conditional_stocks": [ "容知日新" ] }, { "cluster": "边缘计算", "state": "near_triggered", "conditional_stocks": [ "新开普", "当虹科技", "超讯通信" ] }, { "cluster": "网络安全通信", "state": "near_triggered", "conditional_stocks": [ "万安科技", "智动力" ] }, { "cluster": "无线耳机", "state": "near_triggered", "conditional_stocks": [ "星徽股份", "田中精机" ] }, { "cluster": "新能源电力链", "state": "near_triggered", "conditional_stocks": [ "淮河能源", "南网科技" ] }, { "cluster": "混合现实", "state": "near_triggered", "conditional_stocks": [] }, { "cluster": "存储芯片(互联网)", "state": "not_in_system_signal", "note": "兆易创新涨停创新高+长鑫科技247亿—需排查sector_mapping" }, { "cluster": "光刻胶(互联网)", "state": "not_in_system_signal", "note": "广信材料20%涨停—未形成二波信号" } ], "previous_day_review": { "plan_date": "2026-05-15", "execution_date": "2026-05-18", "active_plan_total": 10, "entry_effective": 6, "win_rate_pct": 66.67, "avg_entry_close_pct": 2.54, "avg_mfe_pct": 4.11, "avg_mae_pct": -0.52, "mfe_gte_3_pct_count": 3, "best": { "symbol": "SZSE.003021", "name": "兆威机电", "entry_close_pct": 5.81, "mfe_pct": 7.48 }, "worst": { "symbol": "SHSE.688165", "name": "埃夫特-U", "entry_close_pct": -0.15, "mae_pct": -1.43 }, "missed_momentum": { "symbol": "SZSE.300433", "name": "蓝思科技", "day_close_pct": 13.12, "reason": "no_pullback_zone_touch" }, "all_clean_trigger": true, "all_reclaim_no_invalid": true }, "entry_based_outcome_review": { "source": "reports/outcome/20260515_plan_20260518_outcome_eval_v1_2_entry_based.md", "entry_effective": 6, "positive_count": 4, "win_rate_pct": 66.67, "avg_entry_close_pct": 2.54, "avg_mfe_pct": 4.11 }, "lesson_registry_summary": [ "CLEAN_TRIGGER_ENTRY_BASED: 6/6 clean trigger, 4/6正—entry-based口径持续优于日线复盘", "RECLAIM_NO_INVALID: 100% reclaim_no_invalid触发率, VWAP回踩模板稳定高质量", "MISSED_MOMENTUM: 蓝思科技+13.12%再次验证—no_pullback shadow分支建设刻不容缓", "OBSERVE_SHADOW_ALPHA: 蓝海华腾+6%/江苏雷利+3%/宏英智能+3%—observe中持续存在alpha", "NEW: 系统首次产生有统计意义的正向绩效样本（6只4胜+2.54%均值+4.11%MFE）" ], "next_validation_tasks": [ "T+3跟踪埃夫特-U(-1.03%)和恒工精密(-1.35%)是否弱化", "排查存储芯片/半导体主题在sector_mapping中的覆盖", "MISSED_MOMENTUM_NO_PULLBACK shadow分支收集蓝思科技案例", "Gemini L2 deterministic fallback—P0连续3日不可用" ], "next_day_key_watch": [ "10只conditional是否满足触发条件", "边缘计算/数字孪生受算力网政策催化程度", "存储芯片/光刻胶是否继续扩散（若扩散→周边near_triggered可能受益）", "中金合并消息是否引发券商异动", "大普微停牌后HBM概念是否降温" ], "active_plan_focus": [], "conditional_plan_focus": [ { "symbol": "SHSE.688768", "name": "容知日新", "cluster": "数字孪生", "template": "突破昨高+量能确认", "trigger_price": 44.88, "invalid_price": 44.48, "chase_ceiling": 45.95 }, { "symbol": "SZSE.300248", "name": "新开普", "cluster": "边缘计算", "template": "突破昨高+量能确认", "trigger_price": 10.37, "invalid_price": 10.22, "chase_ceiling": 10.57 }, { "symbol": "SZSE.002590", "name": "万安科技", "cluster": "网络安全通信", "template": "突破昨高+量能确认", "trigger_price": 13.51, "invalid_price": 13.35, "chase_ceiling": 13.75 }, { "symbol": "SHSE.688039", "name": "当虹科技", "cluster": "边缘计算", "template": "VWAP回踩确认", "invalid_price": 45.17, "chase_ceiling": 47.91 }, { "symbol": "SHSE.603322", "name": "超讯通信", "cluster": "边缘计算", "template": "VWAP回踩确认", "invalid_price": 37.18, "chase_ceiling": 39.04 }, { "symbol": "SZSE.300464", "name": "星徽股份", "cluster": "无线耳机", "template": "VWAP回踩确认", "invalid_price": 8.35, "chase_ceiling": 8.97 }, { "symbol": "SZSE.300461", "name": "田中精机", "cluster": "无线耳机", "template": "VWAP回踩确认", "invalid_price": 54.57, "chase_ceiling": 58.57 }, { "symbol": "SHSE.600575", "name": "淮河能源", "cluster": "新能源电力链", "template": "VWAP回踩确认", "invalid_price": 3.79, "chase_ceiling": 4.04 }, { "symbol": "SHSE.688248", "name": "南网科技", "cluster": "新能源电力链", "template": "VWAP回踩确认", "invalid_price": 59.96, "chase_ceiling": 64.79 }, { "symbol": "SZSE.300686", "name": "智动力", "cluster": "网络安全通信", "template": "VWAP回踩确认", "invalid_price": 17.48, "chase_ceiling": 18.8 } ], "risk_flags": [ "Gemini连续第3日unavailable，L2 fallback缺失", "大普微停牌核查→HBM概念降温风险", "存储芯片/光刻胶在系统signal中未覆盖→低估科技方向集中度", "near_triggered 6集群与互联网最强热点50%错位→conditional执行须严格", "中金合并若引发券商异动→注意大盘风格切换" ], "execution_discipline": [ "0 active→不从conditional中挑选强行交易", "无集合竞价数据→开盘30分钟不追任何conditional", "超过chase_ceiling→当日放弃", "上午11:30前无触发→下午只被动观察", "对应集群走弱→该集群所有conditional自动降为仅观察" ], "output_files": { "full_report": "reports/full/20260518_full_report_v2.md", "wechat_brief": "reports/wechat/20260518_wechat_brief_v2.txt", "agent_summary": "reports/json/20260518_agent_summary_v2.json", "audit_report": "reports/audit/20260518_cross_verification_internet_vs_evidence.md" } }