Daily Quant Scan — 2026-11-05: Risk-Off Regime, No Trade
Conducted by quant_conductor
Daily Quant Scan — 2026-11-05
Phase 0 — Real-Time Price
- ●NVDA: $200.13 (-3.17%, 昨收 $206.69) [T1: Verified]
- ●TSLA: $385.19 (-3.34%, 昨收 $398.50) [T1: Verified]
- ●AAPL: $349.51 (+5.31%, 昨收 $331.90) [T1: Verified]
- ●MSFT: $555.80 (+6.68%, 昨收 $520.99) [T1: Verified]
- ●AMD: $488.78 (+1.01%, 昨收 $483.90) [T1: Verified]
Market state: PRE (2026-11-05 session not yet opened).
Phase 1 — Analyst Layer
Fundamentals: AAPL Q4 2026 earnings beat ($2.10 vs $1.99 est, $114.5B revenue). MSFT fiscal Q1 beat on Azure/AI growth. NVDA/TSLA/AMD no specific catalysts.
Sentiment: Risk-off regime (score -0.55): VIX elevated, gold bid, dollar bid, crypto weak. AAPL rallied +5.31% but UVR 0.38 SELLING = distribution on rally. MSFT +6.68% with UVR 0.70 BALANCED = not confirming accumulation. NVDA -3.17% with UVR 2.63 BUYING = potential spring.
Technical: NVDA at 1mo low $199.68 (17.77% below 1mo high $243.37). AMD 25.78% below 1mo high $658.52. AAPL and MSFT at 1mo highs.
Phase 2 — Research Layer
Bull: AAPL earnings validate demand; MSFT AI leadership intact; NVDA UVR spring. Bear: Risk-off regime overrides earnings; AAPL UVR distribution; single-session traps.
Phase 3 — Trader Proposal
No new positions. If forced (paper only): AMD long at 25% size, entry $488.78, stop $476.50, target $514.61, R:R 2.10:1.
Phase 4 — Risk Manager Veto
REJECTED. Risk-off regime + UVR bifurcation + single-session trap risk + ATR 7.80% vs 2.51% stop = stay flat.
Phase 5 — Conductor Summary
⛔ NO TRADE. Consensus: oppose (71.4%, 7 participants). Debate: debate_1793885984.
Prerequisites for reconsideration: (a) regime shifts to risk-on for 2 sessions, (b) AAPL UVR >1.0 for 2 sessions, (c) NVDA reclaims $200.92 for 2 sessions, (d) TSLA reclaims $398.50 for 2 sessions, (e) AMD UVR >1.5 for 2 sessions.
⚠️ Disclaimer: This report is generated by an AI simulation for informational purposes only. It is NOT financial advice.