先把 56 只股票在每个维度上转成横截面百分位,再按权重加总 —— 不转百分位的话涨幅量纲和 RS 的 0~100 会直接主导结果。 权重不是拍的:weight ∝ max(0, 该维度实测的 IC),按模式分别归一化。 当前 14 个维度里只有 12 个有权重,其余为 0 ——但列全部保留,看得见「这列不算分」比看不见有用。
| # | 股票 | 所属分组 | 评分 | 站上200线 10.5% | 站上50线 11.2% | 60日收益 12.9% | 20日收益 5% | 距60日低反弹 5.7% | 止跌天数 12.8% | RS水平 11.5% | RS变化21日 1.3% | RS变化10日 2.7% | 距52周高↑ 0% | 回撤期抗跌 0% | 低点起反弹 11.4% | 指数贡献 12.1% | 阳线占比10日 2.9% | 指数权重 0% | 状态 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 01 | MSTR | 加密金融 | 84.7 | ✓ | ✓ | +55.9% | +23.4% | +71.4% | 64日 | 98 | +60.7 | +26.8 | +56.3% | -31.4% | +68.4% | +0.4% | 40% | 0.57% | 增强 |
| 02 | PLTR | 云计算与AI软件 | 80.8 | ✓ | ✓ | +45.0% | +0.6% | +53.3% | 65日 | 96 | +3.6 | +0.0 | +9.5% | -19.2% | +52.4% | +0.7% | 80% | 1.27% | 持平 |
| 03 | SMCI | AI算力与半导体 | 80.6 | ✓ | ✓ | +53.5% | +12.7% | +75.3% | 49日 | 95 | +48.2 | +10.7 | +28.8% | -48.8% | +62.6% | +0.1% | 60% | 0.11% | 增强 |
| 04 | DELL | AI算力与半导体 | 79.9 | ✓ | ✓ | +38.0% | +19.1% | +47.0% | 75日 | 89 | -10.7 | -5.4 | +7.6% | -14.9% | +47.0% | +0.3% | 50% | 0.70% | 衰减 |
| 05 | NET | 云计算与AI软件 | 79.2 | ✓ | ✓ | +46.0% | +18.1% | +43.0% | 68日 | 93 | -5.4 | -5.4 | +1.4% | -0.8% | +30.9% | +0.2% | 70% | 0.59% | 衰减 |
| 06 | BMNR | 加密金融 | 77.9 | ✓ | ✓ | +86.9% | +12.8% | +83.7% | 62日 | 100 | +5.4 | +0.0 | +57.5% | -7.7% | +61.8% | +0.0% | 50% | 0.00% | 持平 |
| 07 | MSFT | 云计算与AI软件 | 75.9 | ✓ | ✓ | +30.6% | -0.8% | +33.7% | 65日 | 91 | +5.4 | -1.8 | +5.3% | -11.5% | +30.6% | +1.6% | 40% | 5.21% | 持平 |
| 08 | AMD | AI算力与半导体 | 72.3 | ✓ | ✓ | +17.4% | +30.6% | +41.5% | 42日 | 70 | +26.8 | +21.4 | +3.6% | -17.6% | +41.5% | +0.5% | 60% | 1.33% | 增强 |
| 09 | META | 互联网与消费科技 | 68.4 | ✓ | ✓ | +22.9% | +23.9% | +32.9% | 41日 | 88 | +53.6 | +7.1 | +8.0% | -1.9% | +22.3% | +0.8% | 40% | 3.63% | 增强 |
| 10 | NVDA | AI算力与半导体 | 67.2 | ✓ | ✓ | +17.6% | +5.3% | +20.6% | 42日 | 77 | +3.6 | +12.5 | +2.7% | -14.6% | +20.6% | +1.7% | 50% | 8.11% | 增强 |
| 11 | MRVL | AI算力与半导体 | 67.1 | ✓ | ✓ | +2.7% | +16.3% | +54.2% | 42日 | 36 | -48.2 | +19.6 | +20.4% | -43.8% | +54.2% | +1.0% | 70% | 1.85% | 增强 |
| 12 | SHOP | 云计算与AI软件 | 66.5 | ✓ | ✓ | +20.5% | -5.8% | +28.6% | 67日 | 84 | -12.5 | -5.4 | +19.6% | +10.4% | +11.5% | +0.2% | 50% | 1.58% | 衰减 |
| 13 | COIN | 加密金融 | 66.4 | ✓ | ✓ | +15.9% | +7.4% | +31.9% | 65日 | 86 | +14.3 | +3.6 | +50.5% | -8.0% | +19.8% | +0.0% | 50% | 0.00% | 增强 |
| 14 | LITE | AI算力与半导体 | 65.5 | ✓ | ✓ | +26.5% | +2.9% | +52.9% | 42日 | 66 | -16.1 | +32.1 | +12.5% | -41.5% | +52.9% | +0.0% | 50% | 0.00% | 增强 |
| 15 | MU | AI算力与半导体 | 65.3 | ✓ | ✓ | +8.1% | +13.0% | +42.6% | 42日 | 39 | -23.2 | -3.6 | +13.1% | -30.5% | +42.6% | +1.9% | 40% | 4.41% | 衰减 |
| 16 | HOOD | 加密金融 | 63.2 | ✓ | ✓ | +3.3% | +11.7% | +34.5% | 78日 | 73 | -17.9 | -14.3 | +23.6% | +1.9% | +29.6% | +0.0% | 30% | 0.00% | 衰减 |
| 17 | XOM | 传统能源 | 62.7 | ✓ | ✓ | +19.3% | +3.7% | +19.9% | 63日 | 80 | +5.4 | +5.4 | +4.0% | +4.8% | +4.3% | +0.0% | 60% | 0.00% | 增强 |
| 18 | CVX | 传统能源 | 62.5 | ✓ | ✓ | +23.0% | +2.2% | +23.8% | 61日 | 82 | +1.8 | +5.4 | +5.2% | +2.3% | +8.5% | +0.0% | 50% | 0.00% | 增强 |
| 19 | MRK | 医疗制药 | 62.3 | ✓ | ✓ | +15.4% | +0.8% | +23.8% | 69日 | 75 | -14.3 | -10.7 | +4.4% | +13.5% | +14.7% | +0.0% | 60% | 0.00% | 衰减 |
| 20 | AAPL | 互联网与消费科技 | 61.9 | ✓ | ✓ | +9.7% | +5.9% | +12.0% | 65日 | 79 | +19.6 | +0.0 | +0.8% | +7.3% | +0.1% | +0.0% | 40% | 3.95% | 持平 |
| 21 | ARKK | 情绪温度计 | 61.6 | ✓ | ✓ | +9.8% | +5.5% | +26.5% | 42日 | 68 | -8.9 | -5.4 | +3.5% | -11.7% | +26.5% | +0.0% | 50% | 0.04% | 衰减 |
| 22 | INTC | AI算力与半导体 | 61.1 | ✓ | ✓ | -3.6% | +29.7% | +41.7% | 42日 | 25 | +8.9 | +10.7 | +17.7% | -24.1% | +41.7% | +0.9% | 40% | 2.14% | 增强 |
| 23 | QCOM | AI算力与半导体 | 60.8 | ✓ | ✓ | +7.0% | +14.8% | +27.7% | 40日 | 55 | +46.4 | +28.6 | +24.6% | -35.1% | +21.1% | +0.9% | 40% | 4.07% | 增强 |
| 24 | TSM | AI算力与半导体 | 60.7 | ✓ | ✓ | +4.6% | +8.8% | +21.2% | 42日 | 54 | -7.1 | +0.0 | +4.9% | -15.9% | +21.2% | +0.5% | 60% | 2.18% | 持平 |
| 25 | SNDK | AI算力与半导体 | 60.4 | ✓ | ✓ | -1.8% | +15.3% | +68.6% | 42日 | 20 | -16.1 | +1.8 | +26.6% | -40.8% | +68.6% | +0.4% | 30% | 0.55% | 持平 |
| 26 | BE | 清洁能源与资源 | 58.7 | ✓ | ✓ | -3.0% | +24.7% | +60.5% | 42日 | 46 | +33.9 | -8.9 | +24.0% | -45.9% | +60.5% | +0.0% | 50% | 0.00% | 衰减 |
| 27 | ASML | AI算力与半导体 | 56.5 | ✓ | ✓ | +0.3% | +4.4% | +14.2% | 42日 | 45 | -33.9 | +19.6 | +10.8% | -8.9% | +14.2% | +0.5% | 70% | 3.81% | 增强 |
| 28 | NBIS | 云计算与AI软件 | 56.4 | ✓ | ✓ | +7.5% | +10.8% | +56.4% | 42日 | 27 | -25.0 | -8.9 | +19.1% | -43.1% | +56.4% | +0.0% | 40% | 0.00% | 衰减 |
| 29 | PG | 消费防御 | 56.2 | ✓ | ✓ | -0.8% | +3.6% | +4.5% | 80日 | 59 | +1.8 | +7.1 | +9.5% | +4.5% | +2.0% | +0.0% | 50% | 0.00% | 增强 |
| 30 | ARM | AI算力与半导体 | 53.8 | ✓ | ✓ | -10.1% | +18.5% | +26.0% | 42日 | 18 | +3.6 | +14.3 | +35.5% | -44.2% | +26.0% | +0.1% | 60% | 0.53% | 增强 |
| 31 | ALAB | AI算力与半导体 | 53.5 | ✓ | ✓ | -13.6% | +21.4% | +40.7% | 42日 | 9 | -17.9 | +1.8 | +27.3% | -29.8% | +40.7% | +0.2% | 60% | 0.56% | 持平 |
| 32 | CRCL | 加密金融 | 51.8 | · | ✓ | +32.8% | -1.5% | +42.2% | 39日 | 71 | +46.4 | -19.6 | +43.0% | -39.2% | +39.8% | +0.0% | 30% | 0.00% | 衰减 |
| 33 | LLY | 医疗制药 | 51.7 | ✓ | ✓ | -2.3% | +0.9% | +6.3% | 81日 | 48 | -21.4 | -12.5 | +7.5% | +13.7% | -1.9% | +0.0% | 70% | 0.00% | 衰减 |
| 34 | AMZN | 云计算与AI软件 | 46.8 | ✓ | · | +1.4% | -7.6% | +8.6% | 42日 | 61 | +12.5 | -7.1 | +13.3% | -11.6% | +8.6% | +0.3% | 50% | 3.97% | 衰减 |
| 35 | TSLA | 太空与未来出行 | 45.7 | · | ✓ | -9.2% | +2.5% | +19.8% | 42日 | 23 | +5.4 | -7.1 | +27.0% | -29.6% | +19.8% | +1.0% | 40% | 5.18% | 衰减 |
| 36 | GOOGL | 互联网与消费科技 | 45.0 | ✓ | · | -4.7% | -1.0% | +8.0% | 46日 | 50 | +19.6 | +0.0 | +14.8% | -6.9% | +1.9% | +0.1% | 40% | 5.12% | 持平 |
| 37 | JPM | 金融 | 43.1 | ✓ | · | +1.1% | -5.9% | +1.8% | 80日 | 64 | -23.2 | -5.4 | +7.8% | +15.0% | -2.4% | -0.0% | 40% | 0.24% | 衰减 |
| 38 | CRWV | 云计算与AI软件 | 43.0 | · | · | +4.1% | +1.0% | +39.9% | 42日 | 29 | +8.9 | +5.4 | +40.5% | -49.0% | +39.9% | +0.0% | 40% | 0.00% | 增强 |
| 39 | RKLB | 太空与未来出行 | 41.5 | · | ✓ | -28.1% | +12.1% | +23.2% | 42日 | 7 | +5.4 | +5.4 | +51.9% | -52.5% | +23.2% | +0.0% | 50% | 0.00% | 增强 |
| 40 | CEG | AI基建电力 | 39.7 | · | · | +9.0% | -5.9% | +8.8% | 61日 | 57 | +1.8 | -8.9 | +35.2% | -5.4% | +1.1% | +0.0% | 30% | 0.00% | 衰减 |
| 41 | GLD | 宏观对手盘 | 38.3 | · | · | -0.1% | -7.6% | +3.5% | 51日 | 63 | -1.8 | +0.0 | +23.8% | -9.9% | +1.8% | +0.0% | 40% | 0.00% | 持平 |
| 42 | ORCL | 云计算与AI软件 | 34.5 | · | · | -5.1% | -12.1% | +15.3% | 45日 | 30 | +19.6 | +8.9 | +57.2% | -51.7% | +12.6% | +0.0% | 30% | 0.00% | 增强 |
| 43 | RGTI | AI算力与半导体 | 33.9 | · | · | -11.1% | +2.3% | +20.6% | 42日 | 16 | +8.9 | +7.1 | +71.7% | -50.8% | +20.6% | +0.0% | 50% | 0.00% | 增强 |
| 44 | MP | 清洁能源与资源 | 29.4 | · | · | -12.9% | -17.3% | +21.9% | 42日 | 21 | -10.7 | -7.1 | +52.9% | -47.3% | +21.9% | +0.0% | 30% | 0.00% | 衰减 |
| 45 | ASTS | 太空与未来出行 | 28.6 | · | · | -28.3% | +5.1% | +15.0% | 42日 | 5 | +1.8 | -5.4 | +54.2% | -55.1% | +15.0% | +0.0% | 50% | 0.00% | 衰减 |
| 46 | UNH | 医疗制药 | 25.7 | ✓ | · | -10.6% | -3.3% | +1.8% | 3日 | 34 | -33.9 | -10.7 | +12.9% | +11.9% | -9.6% | +0.0% | 50% | 0.00% | 衰减 |
| 47 | VRT | AI基建电力 | 25.5 | · | · | -18.8% | -5.1% | +9.4% | 42日 | 11 | -10.7 | -8.9 | +35.1% | -33.3% | +9.4% | +0.0% | 40% | 0.00% | 衰减 |
| 48 | AVGO | AI算力与半导体 | 24.8 | · | · | -2.8% | -5.0% | +3.2% | 9日 | 43 | +14.3 | +10.7 | +27.2% | -23.0% | -5.4% | -0.2% | 60% | 3.30% | 增强 |
| 49 | IBM | 云计算与AI软件 | 24.2 | · | · | -23.2% | -6.3% | +8.0% | 47日 | 13 | -26.8 | -25.0 | +32.5% | -31.2% | -1.8% | +0.0% | 10% | 0.00% | 衰减 |
| 50 | COST | 消费防御 | 24.0 | · | · | -2.9% | -2.4% | +3.3% | 8日 | 52 | +1.8 | +10.7 | +15.5% | +2.2% | -5.3% | -0.4% | 40% | 7.20% | 增强 |
| 51 | NFLX | 互联网与消费科技 | 23.9 | · | · | -10.8% | -15.3% | +2.4% | 49日 | 41 | -3.6 | -16.1 | +44.2% | -11.6% | -6.0% | -0.1% | 30% | 2.41% | 衰减 |
| 52 | WDC | AI算力与半导体 | 22.9 | ✓ | · | -15.9% | -1.3% | +10.0% | 9日 | 4 | -19.6 | -8.9 | +39.2% | -17.9% | -1.9% | -0.0% | 50% | 0.56% | 衰减 |
| 53 | TLT | 宏观对手盘 | 17.1 | · | · | -7.3% | -4.8% | +0.0% | 0日 | 38 | -16.1 | -8.9 | +11.1% | -2.9% | -4.4% | -0.3% | 30% | 6.56% | 衰减 |
| 54 | GS | 金融 | 15.3 | · | · | -9.8% | -10.9% | +0.0% | 0日 | 32 | -33.9 | -7.1 | +20.1% | -7.9% | -6.1% | -0.1% | 30% | 2.02% | 衰减 |
| 55 | RDDT | 互联网与消费科技 | 12.2 | · | · | -26.5% | -6.5% | +1.7% | 40日 | 14 | -26.8 | -44.6 | +44.7% | +5.2% | -19.6% | -0.0% | 30% | 0.17% | 衰减 |
| 56 | APP | 互联网与消费科技 | 11.3 | · | · | -41.5% | -3.0% | +3.2% | 24日 | 2 | -3.6 | -3.6 | +58.0% | -34.0% | -22.8% | -0.1% | 20% | 0.64% | 衰减 |
每 10 个交易日取一个观测点,算该点上各维度的横截面值与此后 60 个交易日收益的秩相关(Spearman IC),再按模式分组取中位。无前视 —— 观测点只用当日及之前的数据。 IC 的符号在两个模式之间翻转,这是这张表最该被看见的东西。
| 维度 | 类别 | 在算什么 | 下跌模式 IC | 上涨模式 IC | 全样本 | IC为正占比 | 当前权重 |
|---|---|---|---|---|---|---|---|
| 站上200线 | 趋势结构 | 收盘 > 200日均线 | 0.057 | 0.052 | 0.055 | 62% | 10.5% |
| 站上50线 | 趋势结构 | 收盘 > 50日均线 | -0.038 | 0.055 | -0.008 | 49% | 11.2% |
| 60日收益 | 中期动量 | 近 60 个交易日累计收益 | -0.096 | 0.064 | 0.019 | 54% | 12.9% |
| 20日收益 | 中期动量 | 近 20 个交易日累计收益 | -0.070 | 0.025 | -0.006 | 48% | 5.0% |
| 距60日低反弹 | 低点修复 | 现价 / 60日最低 - 1 | 0.003 | 0.028 | 0.013 | 56% | 5.7% |
| 止跌天数 | 低点修复 | 距本轮回撤内该股自身最低点的交易日数 | -0.052 | 0.063 | 0.027 | 55% | 12.8% |
| RS水平 | 相对强度 | RS 横截面百分位 | -0.087 | 0.057 | 0.029 | 57% | 11.5% |
| RS变化21日 | 相对强度 | RS 百分位 21 日变化 | -0.081 | 0.006 | -0.016 | 46% | 1.3% |
| RS变化10日 | 相对强度 | RS 百分位 10 日变化 | -0.017 | 0.014 | -0.009 | 50% | 2.7% |
| 距52周高↑ | 位置 | 距 52 周高点的缺口(跌得越多值越大) | 0.105 | -0.073 | 0.003 | 50% | 0.0% |
| 回撤期抗跌 | 区间锚定 | 本轮高点→低点期间该股自己的收益(跌得少则高) | 0.004 | -0.014 | -0.011 | 50% | 0.0% |
| 低点起反弹 | 区间锚定 | 本轮低点→今天该股自己的收益 | -0.032 | 0.057 | 0.048 | 56% | 11.4% |
| 指数贡献 | 区间锚定 | NNLS 指数权重 × 低点起反弹 | -0.024 | 0.060 | 0.047 | 61% | 12.1% |
| 阳线占比10日 | 描述性 | 近 10 日收盘>开盘的比例 | -0.024 | 0.014 | 0.005 | 51% | 2.9% |
python src/ranking.py(终端)或 python src/now.py --refresh(导出本页)