Task #5 Fresh-start #2 Week-1 Downside Risk
- Signal date: 2026-05-15; planned trade date: 2026-05-19
- HS300 latest close: 4859.59; MA200: 4564.26; distance: 6.47%
- Rule-defined initial ATR-stop portfolio loss at 40% exposure: -5.78%
Stock-level risk
| stock | loss_to_atr_stop | ma50_distance_from_entry | ma200_distance_from_entry | beta_1y_to_hs300_clipped | hist_mdd_since_2020 | worst_20d_since_2020 | worst_60d_since_2020 |
|---|---|---|---|---|---|---|---|
| 300476.XSHE 胜宏科技 | -16.05% | -12.50% | -19.78% | 267.65% | -60.28% | -32.65% | -41.48% |
| 300502.XSHE 新易盛 | -15.58% | -19.94% | -38.40% | 234.80% | -64.74% | -33.35% | -47.73% |
| 688525.XSHG 佰维存储 | -15.32% | -19.11% | -52.93% | 257.83% | -73.34% | -49.31% | -58.58% |
| 001309.XSHE 德明利 | -13.33% | -39.21% | -65.26% | 223.70% | -42.25% | -32.49% | -41.88% |
| 300308.XSHE 中际旭创 | -11.99% | -31.95% | -51.00% | 234.98% | -64.55% | -29.73% | -42.63% |
Scenario summary
| market_shock | avg_stock_return | worst_stock_return | triggered_exits | week1_portfolio_loss_40pct | portfolio_loss_if_80pct_exposure_same_concentration | mfilter_status |
|---|---|---|---|---|---|---|
| -50.00% | -75.00% | -75.00% | 5 | -30.04% | -60.08% | would likely stop new buys; does not force-sell existing positions |
| -30.00% | -71.61% | -75.00% | 5 | -28.68% | -57.37% | would likely stop new buys; does not force-sell existing positions |
| -20.00% | -48.76% | -53.53% | 5 | -19.54% | -39.09% | would likely stop new buys; does not force-sell existing positions |
| -10.00% | -24.38% | -26.77% | 5 | -9.79% | -19.58% | would likely stop new buys; does not force-sell existing positions |
Historical five-stock proxy
| portfolio | hist_mdd_since_2020 | worst_20d | worst_60d |
|---|---|---|---|
| same five, 40pct exposure | -21.64% | -11.09% | -15.48% |
| same five, 80pct exposure | -41.07% | -21.55% | -29.02% |