$SOXL uploaded a bunch of books and finally trained Claude well. With Opus 5 fully cranked, it provided the analysis below. So, do we go hard from the front?
SOXL hit its full-cycle maximum volume (10.85 million) at 101.83, and then when it dropped to 85.94, the成交量 was actually 63% lower. Recently, at 110.32—compared with the prior low of 106.01—it’s up 4.07%, but the volume is only 70% of the previous time. A higher low with smaller volume means the sellers are backing off—this is the main basis for my bullish view. The model is just supporting evidence: GARCH shows conditional volatility has fallen back to 44% of the peak. Under a zero-drift Monte Carlo simulation, the probability of reaching 128.16 is 34.2%, and the probability of hitting breakeven is 29.8%. EV is positive, but very thin.
Plan: accumulate in batches at 110.5–112. The first target is 128.16, but the position size will be only half of my usual. The tail index ξ=0.598 indicates an extremely fat tail. There’s a 1% probability that a single 4-hour candlestick could drop to 99.46. Any stop-loss near 105 will likely be gapped through. If I move the stop-loss up to 99.5, the risk-reward ratio drops to 1.31:1 and the edge basically disappears—so the only way to control risk is by reducing position size.
SOXL hit its full-cycle maximum volume (10.85 million) at 101.83, and then when it dropped to 85.94, the成交量 was actually 63% lower. Recently, at 110.32—compared with the prior low of 106.01—it’s up 4.07%, but the volume is only 70% of the previous time. A higher low with smaller volume means the sellers are backing off—this is the main basis for my bullish view. The model is just supporting evidence: GARCH shows conditional volatility has fallen back to 44% of the peak. Under a zero-drift Monte Carlo simulation, the probability of reaching 128.16 is 34.2%, and the probability of hitting breakeven is 29.8%. EV is positive, but very thin.
Plan: accumulate in batches at 110.5–112. The first target is 128.16, but the position size will be only half of my usual. The tail index ξ=0.598 indicates an extremely fat tail. There’s a 1% probability that a single 4-hour candlestick could drop to 99.46. Any stop-loss near 105 will likely be gapped through. If I move the stop-loss up to 99.5, the risk-reward ratio drops to 1.31:1 and the edge basically disappears—so the only way to control risk is by reducing position size.