歷史相似情境下跌排名

按歷史相似情境的中位跌幅排序;僅供研究覆核,非買賣建議。

樣本 n=40 · horizon 3D · 預設篩選(中位<0) · 中位<0 · DN>UP 10% · 已排除強勢上升

短期上升版本

下跌追蹤Lv1
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短期上升版本

窗口日曆

過去 5 個交易日

每日用同一套短期下跌門檻(中位<0 · DN>UP · 排除強勢上升),按中位跌幅排序;每欄顯示頭 8 檔。

下跌追蹤Lv1

頭 8 共通 · 中位數 -0.9% · 下跌比 60% · Dn−Up +12.5 · 共 13 檔(去重)

已參與 — 檔

Top opportunities

Top 5 下跌速覽

  1. #1 US.LULU P25-4.12% 下跌比67.5% Dn/Up22.5% / 7.5% 中位-1.85% 開富途
  2. #2 US.T P25-3.06% 下跌比70% Dn/Up15% / 5% 中位-1.48% 開富途
  3. #3 US.TEL P25-3.76% 下跌比55% Dn/Up20% / 5% 中位-0.46% 開富途
  4. #4 US.BKNG P25-2.79% 下跌比55% Dn/Up17.5% / 2.5% 中位-0.30% 開富途
  5. #5 US.PEP P25-3.36% 下跌比60% Dn/Up12.5% / 2.5% 中位-0.28% 開富途

跌幅領先榜

Ranking notes

按歷史相似情境的中位跌幅排序,其後才看 P25 與 Dn−Up;不是按機會分數。

預設要求中位回報嚴格小於 0。

Default filter active: DN>UP 10% (Down5 − Up5 ≥ 10pp).

來自 sp500_score_projections 的已物化投影列,按中位跌幅、然後 P25、然後 Dn−Up 排序。

以下排名來自已存檔歷史統計,不是交易建議;請自行判斷並留意樣本數、篩選狀態與 gross/net 假設。

Strong uptrends are excluded by default: 200D MA trending up, above long MA without a meaningful pullback, or 120D advance above long MA.

#1 US.LULU Lululemon Athletica · Consumer Discretionary

-1.85%

P25-4.12% Down67.5% Dn/Up522.5% / 7.5% Score59.4 DownOpp3.385
View chart 開富途
#2 US.T AT&T · Communication Services

-1.48%

P25-3.06% Down70% Dn/Up515% / 5% Score60.4 DownOpp3.092
View chart 開富途
#3 US.TEL TE Connectivity · Information Technology

-0.46%

P25-3.76% Down55% Dn/Up520% / 5% Score83.9 DownOpp0.871
View chart 開富途
#4 US.BKNG Booking Holdings · Consumer Discretionary

-0.30%

P25-2.79% Down55% Dn/Up517.5% / 2.5% Score53 DownOpp0.85
View chart 開富途
#5 US.PEP PepsiCo · Consumer Staples

-0.28%

P25-3.36% Down60% Dn/Up512.5% / 2.5% Score48.7 DownOpp1.405
View chart 開富途
#6 US.CRWD CrowdStrike · Information Technology

-0.26%

P25-5.30% Down52.5% Dn/Up527.5% / 15% Score83.9 DownOpp0.256
View chart 開富途