Edge
Chrome
Firefox
数据有点占版面，先做个简要说明。
这个自制指标是一个采样统计，样本选取距今上市5年及以上的沪深个股，总共2400多只。
统计结果里，剔除了1999年及以前的数据，再进行排名，这里列出排名最前的一小部分，按体现乐观情绪高低降序排列，即排在越前，市场情绪越乐观。
日期 样本数 乐观比例 乐观均值 乐观中位数
2007-05-29 1233 99.91% 0.930454 0.965132
2007-02-26 1242 99.67% 0.924437 0.950312
2007-05-28 1219 99.91% 0.923844 0.963802
2009-02-16 1490 99.86% 0.922627 0.938802
2007-05-23 1222 99.83% 0.920400 0.966583
2015-05-27 2133 99.95% 0.920132 0.959726
2015-06-12 2088 99.47% 0.917760 0.959207
2007-04-23 1245 99.59% 0.917119 0.962719
2015-05-26 2135 100.0% 0.916966 0.958564
2015-06-05 2102 99.66% 0.915594 0.957395
2015-06-02 2098 99.42% 0.913694 0.967409
2007-04-24 1243 99.51% 0.912440 0.960531
2009-02-13 1493 99.86% 0.912149 0.929425
2007-04-18 1237 99.67% 0.911889 0.958370
2015-06-11 2091 99.52% 0.911845 0.955147
2007-05-08 1234 99.18% 0.911561 0.965052
2015-06-03 2096 99.28% 0.909210 0.964286
2007-05-22 1222 99.50% 0.908806 0.959075
2015-06-08 2089 99.85% 0.907369 0.946398
2007-04-26 1199 99.16% 0.905714 0.956897
2015-06-10 2092 99.71% 0.905216 0.947346
2007-05-25 1199 99.74% 0.904939 0.957834
2007-05-10 1204 99.16% 0.904634 0.962619
2007-04-25 1224 98.93% 0.901604 0.953439
2015-06-04 2106 99.28% 0.900995 0.954202
2007-04-17 1267 99.76% 0.900923 0.950190
2007-05-24 1231 99.59% 0.900235 0.957651
2007-05-09 1238 99.03% 0.899538 0.961304
2007-01-24 1225 99.59% 0.898372 0.922935
2007-02-16 1249 99.51% 0.897831 0.926933
2007-05-21 1231 99.43% 0.897761 0.951399
2015-04-07 2162 99.95% 0.896914 0.927577
2015-05-25 2128 99.90% 0.896319 0.942737
2015-06-09 2096 99.71% 0.896087 0.939367
2007-02-15 1242 99.75% 0.893581 0.923053
2007-05-17 1236 99.51% 0.892997 0.948367
2007-01-23 1224 99.42% 0.892733 0.922856
2007-05-11 1187 98.98% 0.892571 0.956598
2015-06-15 2075 98.84% 0.892565 0.944268
2007-01-22 1211 99.17% 0.892284 0.921435
2007-05-14 1220 98.85% 0.891528 0.955013
2007-04-16 1254 99.92% 0.891184 0.936320
2009-02-23 1490 99.93% 0.889757 0.914387
2007-04-27 1209 98.59% 0.886936 0.949016
2007-04-20 1232 99.35% 0.886478 0.944100
2015-04-13 2161 99.90% 0.885914 0.925459
2009-02-10 1488 99.93% 0.885327 0.906430
2015-06-01 2102 99.28% 0.884434 0.947192
2006-06-05 1071 99.15% 0.883859 0.919707
2009-02-12 1486 99.79% 0.883767 0.906238
2007-05-18 1154 99.39% 0.883597 0.941263
2007-03-27 1255 98.72% 0.882817 0.941300
2007-04-12 1253 99.52% 0.882525 0.933428
2007-04-30 1194 98.74% 0.880855 0.949316
2007-03-26 1235 98.54% 0.880397 0.941659
2015-04-14 2165 99.86% 0.879449 0.920604
2009-02-11 1486 99.93% 0.878938 0.898246
2015-04-03 2180 99.90% 0.877806 0.915262
2009-02-17 1492 99.86% 0.874823 0.896448
2015-05-22 2148 99.62% 0.873114 0.929099
2007-05-16 1209 99.00% 0.872825 0.937131
2015-04-08 2165 100.0% 0.871303 0.907991
2007-02-14 1236 99.59% 0.870786 0.904378
2015-04-23 2173 99.81% 0.870688 0.905398
2006-06-06 1072 99.25% 0.869755 0.907328
2007-04-09 1254 98.96% 0.868663 0.923532
2007-03-13 1244 99.03% 0.868463 0.925602
2007-01-29 1214 99.50% 0.867179 0.898874
2015-04-10 2159 99.86% 0.866623 0.908846
2007-04-13 1263 99.68% 0.865948 0.918578
2009-02-09 1491 99.93% 0.865862 0.887017
2007-04-11 1266 99.05% 0.865361 0.921206
2006-06-02 1078 99.07% 0.865009 0.904413
2015-04-22 2170 99.90% 0.864824 0.902431
2007-03-21 1251 98.08% 0.864691 0.923990
2007-03-15 1247 98.47% 0.864684 0.921727
2007-04-10 1259 98.72% 0.864447 0.918094
2015-04-02 2169 99.81% 0.863320 0.901105
2006-06-01 1090 99.26% 0.862975 0.905940
2007-03-28 1249 98.55% 0.862545 0.925668
2007-03-23 1248 97.75% 0.861076 0.928229
2007-03-08 1242 98.95% 0.860949 0.909722
2007-03-12 1237 98.78% 0.860835 0.918668
2015-04-27 2173 99.86% 0.860383 0.898448
2007-04-06 1247 98.95% 0.859038 0.916594
2007-02-28 1225 99.02% 0.858795 0.913130
2007-03-22 1253 98.08% 0.857939 0.918489
2015-04-24 2171 99.86% 0.857252 0.897952
2009-02-20 1490 99.86% 0.856983 0.884268
2007-01-30 1226 99.26% 0.855800 0.892823
2015-05-21 2157 99.07% 0.855225 0.925690
2007-03-20 1238 97.73% 0.854852 0.916325
2007-05-15 1200 98.33% 0.852431 0.925789
2007-02-13 1231 99.51% 0.852153 0.887435
2007-04-05 1269 99.13% 0.851665 0.909163
2015-06-17 2087 98.17% 0.848608 0.914511
2007-03-14 1250 98.16% 0.846670 0.908895
2007-04-19 1239 97.74% 0.844356 0.911323
2015-04-01 2173 99.81% 0.844350 0.881690
2007-03-07 1248 99.11% 0.844204 0.899073
2007-04-04 1269 98.97% 0.843362 0.904775
2007-04-03 1260 98.65% 0.842965 0.906097
2007-04-02 1261 97.62% 0.841333 0.904624
2006-05-22 1033 97.77% 0.841319 0.894990
2007-03-09 1242 99.35% 0.841305 0.900610
2007-02-12 1217 98.84% 0.840364 0.874356
2007-01-19 1210 99.09% 0.840279 0.881499
2015-04-09 2155 99.81% 0.836043 0.882424
2009-02-06 1488 99.52% 0.835801 0.856928
2007-03-19 1241 98.14% 0.834819 0.898610
2015-04-21 2166 99.67% 0.833175 0.878872
2007-03-02 1239 97.98% 0.830347 0.900713
2015-05-28 2123 98.49% 0.830041 0.905949
2015-05-29 2118 97.26% 0.829237 0.910830
2007-03-16 1242 98.06% 0.829094 0.891414
2007-05-30 1233 98.05% 0.828373 0.904802
2015-04-17 2157 99.49% 0.827819 0.878654
2015-03-30 2161 99.72% 0.827469 0.863750
2006-05-30 1024 98.73% 0.827053 0.874029
2007-01-25 1215 99.67% 0.826639 0.861322
2015-06-16 2085 97.69% 0.826327 0.902028
2015-04-16 2149 99.20% 0.824711 0.879322
2007-02-08 1224 97.87% 0.824180 0.861911
2007-03-05 1235 97.89% 0.822334 0.886149
2015-03-23 2184 99.86% 0.820815 0.860132
2007-01-26 1216 99.58% 0.820788 0.863376
2007-03-06 1229 98.29% 0.818846 0.879466
2015-05-20 2158 98.19% 0.818309 0.894359
2009-02-19 1497 99.73% 0.818200 0.845321
2015-03-25 2181 99.40% 0.816207 0.866131
2007-03-30 1256 97.53% 0.816118 0.883104
2009-02-25 1490 98.99% 0.815607 0.860638
2009-02-24 1497 99.06% 0.814923 0.853675
2015-03-31 2173 99.76% 0.814454 0.853075
2015-04-29 2182 99.63% 0.814290 0.867725
2007-02-09 1218 97.86% 0.814122 0.854276
2007-03-01 1248 97.03% 0.813912 0.887385
2015-03-27 2177 99.58% 0.812519 0.855301
2015-04-15 2150 99.20% 0.811871 0.868495
2007-03-29 1252 97.68% 0.811748 0.876978
2007-02-27 1240 97.90% 0.811238 0.864249
2006-05-29 1025 98.82% 0.809387 0.862511
2006-05-19 1055 96.11% 0.809318 0.876854
2015-03-24 2188 99.81% 0.807742 0.854555
2015-05-04 2168 99.53% 0.807414 0.861191
2007-02-07 1229 97.64% 0.805104 0.848178
2015-05-19 2155 98.37% 0.804528 0.878432
2009-02-04 1493 99.06% 0.803945 0.836442
2006-05-31 1071 98.87% 0.803681 0.865404
2019-03-07 2464 99.47% 0.802979 0.828368
2015-04-30 2177 99.54% 0.801209 0.856117
2015-03-26 2174 99.63% 0.800734 0.840776
这个自制指标是一个采样统计，样本选取距今上市5年及以上的沪深个股，总共2400多只。
统计结果里，剔除了1999年及以前的数据，再进行排名，这里列出排名最前的一小部分，按体现乐观情绪高低降序排列，即排在越前，市场情绪越乐观。
日期 样本数 乐观比例 乐观均值 乐观中位数
2007-05-29 1233 99.91% 0.930454 0.965132
2007-02-26 1242 99.67% 0.924437 0.950312
2007-05-28 1219 99.91% 0.923844 0.963802
2009-02-16 1490 99.86% 0.922627 0.938802
2007-05-23 1222 99.83% 0.920400 0.966583
2015-05-27 2133 99.95% 0.920132 0.959726
2015-06-12 2088 99.47% 0.917760 0.959207
2007-04-23 1245 99.59% 0.917119 0.962719
2015-05-26 2135 100.0% 0.916966 0.958564
2015-06-05 2102 99.66% 0.915594 0.957395
2015-06-02 2098 99.42% 0.913694 0.967409
2007-04-24 1243 99.51% 0.912440 0.960531
2009-02-13 1493 99.86% 0.912149 0.929425
2007-04-18 1237 99.67% 0.911889 0.958370
2015-06-11 2091 99.52% 0.911845 0.955147
2007-05-08 1234 99.18% 0.911561 0.965052
2015-06-03 2096 99.28% 0.909210 0.964286
2007-05-22 1222 99.50% 0.908806 0.959075
2015-06-08 2089 99.85% 0.907369 0.946398
2007-04-26 1199 99.16% 0.905714 0.956897
2015-06-10 2092 99.71% 0.905216 0.947346
2007-05-25 1199 99.74% 0.904939 0.957834
2007-05-10 1204 99.16% 0.904634 0.962619
2007-04-25 1224 98.93% 0.901604 0.953439
2015-06-04 2106 99.28% 0.900995 0.954202
2007-04-17 1267 99.76% 0.900923 0.950190
2007-05-24 1231 99.59% 0.900235 0.957651
2007-05-09 1238 99.03% 0.899538 0.961304
2007-01-24 1225 99.59% 0.898372 0.922935
2007-02-16 1249 99.51% 0.897831 0.926933
2007-05-21 1231 99.43% 0.897761 0.951399
2015-04-07 2162 99.95% 0.896914 0.927577
2015-05-25 2128 99.90% 0.896319 0.942737
2015-06-09 2096 99.71% 0.896087 0.939367
2007-02-15 1242 99.75% 0.893581 0.923053
2007-05-17 1236 99.51% 0.892997 0.948367
2007-01-23 1224 99.42% 0.892733 0.922856
2007-05-11 1187 98.98% 0.892571 0.956598
2015-06-15 2075 98.84% 0.892565 0.944268
2007-01-22 1211 99.17% 0.892284 0.921435
2007-05-14 1220 98.85% 0.891528 0.955013
2007-04-16 1254 99.92% 0.891184 0.936320
2009-02-23 1490 99.93% 0.889757 0.914387
2007-04-27 1209 98.59% 0.886936 0.949016
2007-04-20 1232 99.35% 0.886478 0.944100
2015-04-13 2161 99.90% 0.885914 0.925459
2009-02-10 1488 99.93% 0.885327 0.906430
2015-06-01 2102 99.28% 0.884434 0.947192
2006-06-05 1071 99.15% 0.883859 0.919707
2009-02-12 1486 99.79% 0.883767 0.906238
2007-05-18 1154 99.39% 0.883597 0.941263
2007-03-27 1255 98.72% 0.882817 0.941300
2007-04-12 1253 99.52% 0.882525 0.933428
2007-04-30 1194 98.74% 0.880855 0.949316
2007-03-26 1235 98.54% 0.880397 0.941659
2015-04-14 2165 99.86% 0.879449 0.920604
2009-02-11 1486 99.93% 0.878938 0.898246
2015-04-03 2180 99.90% 0.877806 0.915262
2009-02-17 1492 99.86% 0.874823 0.896448
2015-05-22 2148 99.62% 0.873114 0.929099
2007-05-16 1209 99.00% 0.872825 0.937131
2015-04-08 2165 100.0% 0.871303 0.907991
2007-02-14 1236 99.59% 0.870786 0.904378
2015-04-23 2173 99.81% 0.870688 0.905398
2006-06-06 1072 99.25% 0.869755 0.907328
2007-04-09 1254 98.96% 0.868663 0.923532
2007-03-13 1244 99.03% 0.868463 0.925602
2007-01-29 1214 99.50% 0.867179 0.898874
2015-04-10 2159 99.86% 0.866623 0.908846
2007-04-13 1263 99.68% 0.865948 0.918578
2009-02-09 1491 99.93% 0.865862 0.887017
2007-04-11 1266 99.05% 0.865361 0.921206
2006-06-02 1078 99.07% 0.865009 0.904413
2015-04-22 2170 99.90% 0.864824 0.902431
2007-03-21 1251 98.08% 0.864691 0.923990
2007-03-15 1247 98.47% 0.864684 0.921727
2007-04-10 1259 98.72% 0.864447 0.918094
2015-04-02 2169 99.81% 0.863320 0.901105
2006-06-01 1090 99.26% 0.862975 0.905940
2007-03-28 1249 98.55% 0.862545 0.925668
2007-03-23 1248 97.75% 0.861076 0.928229
2007-03-08 1242 98.95% 0.860949 0.909722
2007-03-12 1237 98.78% 0.860835 0.918668
2015-04-27 2173 99.86% 0.860383 0.898448
2007-04-06 1247 98.95% 0.859038 0.916594
2007-02-28 1225 99.02% 0.858795 0.913130
2007-03-22 1253 98.08% 0.857939 0.918489
2015-04-24 2171 99.86% 0.857252 0.897952
2009-02-20 1490 99.86% 0.856983 0.884268
2007-01-30 1226 99.26% 0.855800 0.892823
2015-05-21 2157 99.07% 0.855225 0.925690
2007-03-20 1238 97.73% 0.854852 0.916325
2007-05-15 1200 98.33% 0.852431 0.925789
2007-02-13 1231 99.51% 0.852153 0.887435
2007-04-05 1269 99.13% 0.851665 0.909163
2015-06-17 2087 98.17% 0.848608 0.914511
2007-03-14 1250 98.16% 0.846670 0.908895
2007-04-19 1239 97.74% 0.844356 0.911323
2015-04-01 2173 99.81% 0.844350 0.881690
2007-03-07 1248 99.11% 0.844204 0.899073
2007-04-04 1269 98.97% 0.843362 0.904775
2007-04-03 1260 98.65% 0.842965 0.906097
2007-04-02 1261 97.62% 0.841333 0.904624
2006-05-22 1033 97.77% 0.841319 0.894990
2007-03-09 1242 99.35% 0.841305 0.900610
2007-02-12 1217 98.84% 0.840364 0.874356
2007-01-19 1210 99.09% 0.840279 0.881499
2015-04-09 2155 99.81% 0.836043 0.882424
2009-02-06 1488 99.52% 0.835801 0.856928
2007-03-19 1241 98.14% 0.834819 0.898610
2015-04-21 2166 99.67% 0.833175 0.878872
2007-03-02 1239 97.98% 0.830347 0.900713
2015-05-28 2123 98.49% 0.830041 0.905949
2015-05-29 2118 97.26% 0.829237 0.910830
2007-03-16 1242 98.06% 0.829094 0.891414
2007-05-30 1233 98.05% 0.828373 0.904802
2015-04-17 2157 99.49% 0.827819 0.878654
2015-03-30 2161 99.72% 0.827469 0.863750
2006-05-30 1024 98.73% 0.827053 0.874029
2007-01-25 1215 99.67% 0.826639 0.861322
2015-06-16 2085 97.69% 0.826327 0.902028
2015-04-16 2149 99.20% 0.824711 0.879322
2007-02-08 1224 97.87% 0.824180 0.861911
2007-03-05 1235 97.89% 0.822334 0.886149
2015-03-23 2184 99.86% 0.820815 0.860132
2007-01-26 1216 99.58% 0.820788 0.863376
2007-03-06 1229 98.29% 0.818846 0.879466
2015-05-20 2158 98.19% 0.818309 0.894359
2009-02-19 1497 99.73% 0.818200 0.845321
2015-03-25 2181 99.40% 0.816207 0.866131
2007-03-30 1256 97.53% 0.816118 0.883104
2009-02-25 1490 98.99% 0.815607 0.860638
2009-02-24 1497 99.06% 0.814923 0.853675
2015-03-31 2173 99.76% 0.814454 0.853075
2015-04-29 2182 99.63% 0.814290 0.867725
2007-02-09 1218 97.86% 0.814122 0.854276
2007-03-01 1248 97.03% 0.813912 0.887385
2015-03-27 2177 99.58% 0.812519 0.855301
2015-04-15 2150 99.20% 0.811871 0.868495
2007-03-29 1252 97.68% 0.811748 0.876978
2007-02-27 1240 97.90% 0.811238 0.864249
2006-05-29 1025 98.82% 0.809387 0.862511
2006-05-19 1055 96.11% 0.809318 0.876854
2015-03-24 2188 99.81% 0.807742 0.854555
2015-05-04 2168 99.53% 0.807414 0.861191
2007-02-07 1229 97.64% 0.805104 0.848178
2015-05-19 2155 98.37% 0.804528 0.878432
2009-02-04 1493 99.06% 0.803945 0.836442
2006-05-31 1071 98.87% 0.803681 0.865404
2019-03-07 2464 99.47% 0.802979 0.828368
2015-04-30 2177 99.54% 0.801209 0.856117
2015-03-26 2174 99.63% 0.800734 0.840776
1
赞同来自: djc354133
@ylxwyj
另外楼主这个图应该是日线图，你用的是周线图。最明显的是今年3月15日那个大盘低点加情绪低点被楼主精确捕捉到了，但是你的周线图没有对应好。
对比了一下Wind全A指数，如果单看情绪图的极端低值，并没有给出高概率的股指反转信号。详情如下图，任何利用时间序列的东西来做极端值做精确预测肯定是不行的。设置一个阈值来作为一个渐进的加减仓标准是可行的，当然这个阈值也存在事后诸葛亮的可能。但是情绪谷底时加杠杆硬扛，到情绪缓和撤杠杆我觉得问题不大。
情绪指标低于红色横线一共7次，其中：
- 股指趋势延续（黄色竖虚线）：5次，占比 70%
- 股指触底上涨（红色竖虚线）：1次，占比 15%
- 股指触顶下跌（绿色竖虚线）：1次，占比 15%
另外楼主这个图应该是日线图，你用的是周线图。最明显的是今年3月15日那个大盘低点加情绪低点被楼主精确捕捉到了，但是你的周线图没有对应好。
5
赞同来自: Syphurith 、huron 、buffonyu 、等待等待牛市 、都星哲733更多 »
@buffonyu
情绪指标低于红色横线一共7次，其中：
- 股指趋势延续（黄色竖虚线）：5次，占比 70%
- 股指触底上涨（红色竖虚线）：1次，占比 15%
- 股指触顶下跌（绿色竖虚线）：1次，占比 15%
基于样本股票的收盘价，其实就是与均线的乖离程度，均线取的是MA60。对比了一下Wind全A指数，如果单看情绪图的极端低值，并没有给出高概率的股指反转信号。详情如下图，
这个指标的含义就是个股当前价格与MA60的偏离程度在该股历史上的排序。
该值与顶/底有明显的相关性，极端值都出现在顶/底。
情绪指标低于红色横线一共7次，其中：
- 股指趋势延续（黄色竖虚线）：5次，占比 70%
- 股指触底上涨（红色竖虚线）：1次，占比 15%
- 股指触顶下跌（绿色竖虚线）：1次，占比 15%
京公网安备 11010802031449号