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
Filters
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 -1.2% · 下跌比 63.2% · Dn−Up +11.3 · 共 20 檔(去重)

已參與 — 檔

09-21

0/0

Materialized downside projections exist but none pass the current filters.

09-24

8/8
  1. #1 FSLR 中位-2.93% P25-5.80% 下跌比55% Dn/Up35%/20% 開富途
  2. #2 TSLA 中位-2.23% P25-4.12% 下跌比75% Dn/Up12.5%/2.5% 開富途
  3. #3 ADBE 中位-2.01% P25-4.40% 下跌比67.5% Dn/Up20%/10% 開富途
  4. #4 PSKY 中位-1.73% P25-5.43% 下跌比70% Dn/Up32.5%/7.5% 開富途
  5. #5 BLDR 2日 中位-1.69% P25-4.30% 下跌比75% Dn/Up25%/5% 開富途
  6. #6 GIS 中位-1.09% P25-3.10% 下跌比72.5% Dn/Up12.5%/0% 開富途
  7. #7 CME 中位-0.88% P25-2.78% 下跌比65% Dn/Up12.5%/2.5% 開富途
  8. #8 CAG 中位-0.71% P25-3.27% 下跌比60% Dn/Up15%/5% 開富途

Top opportunities

Top 5 下跌速覽

  1. #1 US.FSLR P25-5.80% 下跌比55% Dn/Up35% / 20% 中位-2.93% 開富途
  2. #2 US.TSLA P25-4.12% 下跌比75% Dn/Up12.5% / 2.5% 中位-2.23% 開富途
  3. #3 US.ADBE P25-4.40% 下跌比67.5% Dn/Up20% / 10% 中位-2.01% 開富途
  4. #4 US.PSKY P25-5.43% 下跌比70% Dn/Up32.5% / 7.5% 中位-1.73% 開富途
  5. #5 US.BLDR P25-4.30% 下跌比75% Dn/Up25% / 5% 中位-1.69% 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.FSLR First Solar · Information Technology

-2.93%

P25-5.80% Down55% Dn/Up535% / 20% Score54.1 DownOpp3.174
View chart 開富途
#2 US.TSLA Tesla, Inc. · Consumer Discretionary

-2.23%

P25-4.12% Down75% Dn/Up512.5% / 2.5% Score65.6 DownOpp4.618
View chart 開富途
#3 US.ADBE Adobe Inc. · Information Technology

-2.01%

P25-4.40% Down67.5% Dn/Up520% / 10% Score46.7 DownOpp3.56
View chart 開富途
#4 US.PSKY Paramount Skydance Corporation · Communication Services

-1.73%

P25-5.43% Down70% Dn/Up532.5% / 7.5% Score43.4 DownOpp3.912
View chart 開富途
#5 US.BLDR Builders FirstSource · Industrials

-1.69%

P25-4.30% Down75% Dn/Up525% / 5% Score54 DownOpp4.06
View chart 開富途
#6 US.GIS General Mills · Consumer Staples

-1.09%

P25-3.10% Down72.5% Dn/Up512.5% / 0% Score49 DownOpp3.298
View chart 開富途
#7 US.CME CME Group · Financials

-0.88%

P25-2.78% Down65% Dn/Up512.5% / 2.5% Score57.9 DownOpp2.191
View chart 開富途
#8 US.CAG Conagra Brands · Consumer Staples

-0.71%

P25-3.27% Down60% Dn/Up515% / 5% Score49.6 DownOpp1.656
View chart 開富途