百分位排名分布
Percentile(百分位数):表示数据中某一百分比位置对应的数值。
CDF(累计分布函数):表示某个值以下的数据所占比例。
Mid-CDF(中位累计分布):在离散或重复值情况下给出居中的概率位置。
观察发现无论是任何统计方式结论一致。
关键分位分数汇总
| 百分位 | 牛市场景 | 所有场景 | 熊市场景 |
|---|---|---|---|
| ≥95% | 0 | 0 | -2 |
| ≥90% | 0 | 0 | -6 |
| ≥80% | 0 | 0 | -16 |
| ≤20% | -18 | -33 | -42 |
| ≤10% | -26 | -40 | -46 |
| ≤5% | -35 | -45 | -50 |
Brink Score 全部历史分布
| 分数 | 牛市场景 | 牛市计数 (3296) |
所有场景 | 所有计数 (4899) |
熊市场景 | 熊市计数 (1603) |
|---|---|---|---|---|---|---|
| 0 | 100.00% | 1198 | 100.00% | 1225 | 100.00% | 27 |
| -1 | 63.65% | 363 | 74.99% | 408 | 98.32% | 45 |
| -2 | 52.64% | 171 | 66.67% | 193 | 95.51% | 22 |
| -3 | 47.45% | 152 | 62.73% | 184 | 94.14% | 32 |
| -4 | 42.84% | 136 | 58.97% | 159 | 92.14% | 23 |
| -5 | 38.71% | 67 | 55.73% | 77 | 90.70% | 10 |
| -6 | 36.68% | 86 | 54.15% | 94 | 90.08% | 8 |
| -7 | 34.07% | 45 | 52.24% | 48 | 89.58% | 3 |
| -8 | 32.71% | 47 | 51.26% | 57 | 89.39% | 10 |
| -9 | 31.28% | 43 | 50.09% | 71 | 88.77% | 28 |
| -10 | 29.98% | 50 | 48.64% | 70 | 87.02% | 20 |
| -11 | 28.46% | 45 | 47.21% | 64 | 85.78% | 19 |
| -12 | 27.09% | 42 | 45.91% | 61 | 84.59% | 19 |
| -13 | 25.82% | 41 | 44.66% | 56 | 83.41% | 15 |
| -14 | 24.58% | 36 | 43.52% | 49 | 82.47% | 13 |
| -15 | 23.48% | 44 | 42.52% | 55 | 81.66% | 11 |
| -16 | 22.15% | 63 | 41.40% | 85 | 80.97% | 22 |
| -17 | 20.24% | 45 | 39.66% | 68 | 79.60% | 23 |
| -18 | 18.87% | 59 | 38.27% | 78 | 78.17% | 19 |
| -19 | 17.08% | 34 | 36.68% | 55 | 76.98% | 21 |
| -20 | 16.05% | 56 | 35.56% | 93 | 75.67% | 37 |
| -21 | 14.35% | 47 | 33.66% | 75 | 73.36% | 28 |
| -22 | 12.92% | 45 | 32.13% | 67 | 71.62% | 22 |
| -23 | 11.56% | 11 | 30.76% | 28 | 70.24% | 17 |
| -24 | 11.23% | 16 | 30.19% | 43 | 69.18% | 27 |
| -25 | 10.74% | 34 | 29.31% | 68 | 67.50% | 34 |
| -26 | 9.71% | 25 | 27.92% | 46 | 65.38% | 21 |
| -27 | 8.95% | 30 | 26.99% | 61 | 64.07% | 31 |
| -28 | 8.04% | 16 | 25.74% | 67 | 62.13% | 51 |
| -29 | 7.55% | 27 | 24.37% | 64 | 58.95% | 37 |
| -30 | 6.74% | 16 | 23.07% | 75 | 56.64% | 59 |
| -31 | 6.25% | 16 | 21.54% | 61 | 52.96% | 45 |
| -32 | 5.76% | 2 | 20.29% | 48 | 50.16% | 46 |
| -33 | 5.70% | 11 | 19.31% | 88 | 47.29% | 77 |
| -34 | 5.37% | 18 | 17.51% | 58 | 42.48% | 40 |
| -35 | 4.82% | 16 | 16.33% | 62 | 39.99% | 46 |
| -36 | 4.34% | 32 | 15.06% | 90 | 37.12% | 58 |
| -37 | 3.37% | 13 | 13.23% | 72 | 33.50% | 59 |
| -38 | 2.97% | 11 | 11.76% | 61 | 29.82% | 50 |
| -39 | 2.64% | 17 | 10.51% | 68 | 26.70% | 51 |
| -40 | 2.12% | 14 | 9.12% | 64 | 23.52% | 50 |
| -41 | 1.70% | 12 | 7.82% | 49 | 20.40% | 37 |
| -42 | 1.34% | 13 | 6.82% | 47 | 18.09% | 34 |
| -43 | 0.94% | 12 | 5.86% | 34 | 15.97% | 22 |
| -44 | 0.58% | 10 | 5.16% | 46 | 14.60% | 36 |
| -45 | 0.27% | 4 | 4.23% | 48 | 12.35% | 44 |
| -46 | 0.15% | 1 | 3.25% | 31 | 9.61% | 30 |
| -47 | N/A% | 0 | 2.61% | 19 | 7.74% | 19 |
| -48 | N/A% | 0 | 2.22% | 18 | 6.55% | 18 |
| -49 | 0.12% | 2 | 1.86% | 19 | 5.43% | 17 |
| -50 | 0.06% | 2 | 1.47% | 28 | 4.37% | 26 |
| -51 | N/A% | 0 | 0.90% | 14 | 2.74% | 14 |
| -52 | N/A% | 0 | 0.61% | 9 | 1.87% | 9 |
| -53 | N/A% | 0 | 0.43% | 14 | 1.31% | 14 |
| -54 | N/A% | 0 | 0.14% | 6 | 0.44% | 6 |
| -55 | N/A% | 0 | 0.02% | 1 | 0.06% | 1 |