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 -1.3% · 下跌比 65% · Dn−Up +11.9 · 共 22 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 2日 中位-2.01% P25-4.40% 下跌比67.5% Dn/Up20%/10% 開富途
  4. #4 PSKY 2日 中位-1.73% P25-5.43% 下跌比70% Dn/Up32.5%/7.5% 開富途
  5. #5 BLDR 3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 2日 中位-0.71% P25-3.27% 下跌比60% Dn/Up15%/5% 開富途

09-25

7/7
  1. #1 APP 中位-2.59% P25-5.54% 下跌比70% Dn/Up30%/20% 開富途
  2. #2 ADBE 2日 中位-2.17% P25-5.01% 下跌比65% Dn/Up30%/10% 開富途
  3. #3 BLDR 3日 中位-1.88% P25-5.33% 下跌比80% Dn/Up27.5%/2.5% 開富途
  4. #4 PSKY 2日 中位-1.23% P25-4.91% 下跌比55% Dn/Up25%/12.5% 開富途
  5. #5 CAG 2日 中位-1.00% P25-3.19% 下跌比70% Dn/Up12.5%/0% 開富途
  6. #6 NKE 中位-0.97% P25-2.85% 下跌比70% Dn/Up12.5%/2.5% 開富途
  7. #7 FOXA 中位-0.64% P25-2.88% 下跌比52.5% Dn/Up15%/5% 開富途

Top opportunities

Top 5 下跌速覽

  1. #1 US.APP P25-5.54% 下跌比70% Dn/Up30% / 20% 中位-2.59% 開富途
  2. #2 US.ADBE P25-5.01% 下跌比65% Dn/Up30% / 10% 中位-2.17% 開富途
  3. #3 US.BLDR P25-5.33% 下跌比80% Dn/Up27.5% / 2.5% 中位-1.88% 開富途
  4. #4 US.PSKY P25-4.91% 下跌比55% Dn/Up25% / 12.5% 中位-1.23% 開富途
  5. #5 US.CAG P25-3.19% 下跌比70% Dn/Up12.5% / 0% 中位-1.00% 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.APP AppLovin · Information Technology

-2.59%

P25-5.54% Down70% Dn/Up530% / 20% Score49.8 DownOpp4.001
View chart 開富途
#2 US.ADBE Adobe Inc. · Information Technology

-2.17%

P25-5.01% Down65% Dn/Up530% / 10% Score45.2 DownOpp3.684
View chart 開富途
#3 US.BLDR Builders FirstSource · Industrials

-1.88%

P25-5.33% Down80% Dn/Up527.5% / 2.5% Score53.6 DownOpp5.06
View chart 開富途
#4 US.PSKY Paramount Skydance Corporation · Communication Services

-1.23%

P25-4.91% Down55% Dn/Up525% / 12.5% Score39.5 DownOpp1.811
View chart 開富途
#5 US.CAG Conagra Brands · Consumer Staples

-1.00%

P25-3.19% Down70% Dn/Up512.5% / 0% Score50.2 DownOpp3.021
View chart 開富途
#6 US.NKE Nike, Inc. · Consumer Discretionary

-0.97%

P25-2.85% Down70% Dn/Up512.5% / 2.5% Score55.9 DownOpp2.713
View chart 開富途
#7 US.FOXA Fox Corporation (Class A) · Communication Services

-0.64%

P25-2.88% Down52.5% Dn/Up515% / 5% Score51.8 DownOpp0.871
View chart 開富途