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 | -1 |
≥90% | 0 | 0 | -6 |
≥80% | 0 | 0 | -17 |
≤20% | -18 | -32 | -42 |
≤10% | -26 | -40 | -47 |
≤5% | -36 | -44 | -49 |
Brink Score 全部历史分布
分数 | 牛市场景 | 牛市计数 (3291) |
所有场景 | 所有计数 (4656) |
熊市场景 | 熊市计数 (1365) |
---|---|---|---|---|---|---|
0 | 100.00% | 1194 | 100.00% | 1219 | 100.00% | 25 |
-1 | 63.72% | 327 | 73.82% | 377 | 98.17% | 50 |
-2 | 53.78% | 149 | 65.72% | 165 | 94.51% | 16 |
-3 | 49.26% | 189 | 62.18% | 203 | 93.33% | 14 |
-4 | 43.51% | 103 | 57.82% | 117 | 92.31% | 14 |
-5 | 40.38% | 93 | 55.30% | 99 | 91.28% | 6 |
-6 | 37.56% | 83 | 53.18% | 96 | 90.84% | 13 |
-7 | 35.03% | 51 | 51.12% | 64 | 89.89% | 13 |
-8 | 33.49% | 63 | 49.74% | 73 | 88.94% | 10 |
-9 | 31.57% | 58 | 48.17% | 81 | 88.21% | 23 |
-10 | 29.81% | 43 | 46.43% | 56 | 86.52% | 13 |
-11 | 28.50% | 35 | 45.23% | 49 | 85.57% | 14 |
-12 | 27.44% | 40 | 44.18% | 54 | 84.54% | 14 |
-13 | 26.22% | 56 | 43.02% | 61 | 83.52% | 5 |
-14 | 24.52% | 33 | 41.71% | 42 | 83.15% | 9 |
-15 | 23.52% | 49 | 40.81% | 67 | 82.49% | 18 |
-16 | 22.03% | 52 | 39.37% | 63 | 81.17% | 11 |
-17 | 20.45% | 58 | 38.02% | 78 | 80.37% | 20 |
-18 | 18.69% | 58 | 36.34% | 75 | 78.90% | 17 |
-19 | 16.92% | 38 | 34.73% | 57 | 77.66% | 19 |
-20 | 15.77% | 55 | 33.51% | 91 | 76.26% | 36 |
-21 | 14.10% | 40 | 31.55% | 68 | 73.63% | 28 |
-22 | 12.88% | 41 | 30.09% | 63 | 71.58% | 22 |
-23 | 11.64% | 17 | 28.74% | 26 | 69.96% | 9 |
-24 | 11.12% | 17 | 28.18% | 32 | 69.30% | 15 |
-25 | 10.60% | 31 | 27.49% | 48 | 68.21% | 17 |
-26 | 9.66% | 17 | 26.46% | 40 | 66.96% | 23 |
-27 | 9.15% | 27 | 25.60% | 53 | 65.27% | 26 |
-28 | 8.33% | 21 | 24.46% | 49 | 63.37% | 28 |
-29 | 7.69% | 16 | 23.41% | 57 | 61.32% | 41 |
-30 | 7.20% | 28 | 22.19% | 68 | 58.32% | 40 |
-31 | 6.35% | 7 | 20.73% | 38 | 55.38% | 31 |
-32 | 6.14% | 9 | 19.91% | 34 | 53.11% | 25 |
-33 | 5.86% | 12 | 19.18% | 62 | 51.28% | 50 |
-34 | 5.50% | 9 | 17.85% | 53 | 47.62% | 44 |
-35 | 5.23% | 20 | 16.71% | 68 | 44.40% | 48 |
-36 | 4.62% | 24 | 15.25% | 62 | 40.88% | 38 |
-37 | 3.89% | 27 | 13.92% | 87 | 38.10% | 60 |
-38 | 3.07% | 12 | 12.05% | 64 | 33.70% | 52 |
-39 | 2.70% | 11 | 10.67% | 60 | 29.89% | 49 |
-40 | 2.37% | 21 | 9.39% | 77 | 26.30% | 56 |
-41 | 1.73% | 12 | 7.73% | 47 | 22.20% | 35 |
-42 | 1.37% | 20 | 6.72% | 63 | 19.63% | 43 |
-43 | 0.76% | 11 | 5.37% | 42 | 16.48% | 31 |
-44 | 0.43% | 6 | 4.47% | 44 | 14.21% | 38 |
-45 | 0.24% | 4 | 3.52% | 22 | 11.43% | 18 |
-46 | N/A% | 0 | 3.05% | 36 | 10.11% | 36 |
-47 | N/A% | 0 | 2.28% | 19 | 7.47% | 19 |
-48 | 0.12% | 1 | 1.87% | 23 | 6.08% | 22 |
-49 | 0.09% | 1 | 1.37% | 9 | 4.47% | 8 |
-50 | 0.06% | 1 | 1.18% | 26 | 3.88% | 25 |
-51 | 0.03% | 1 | 0.62% | 3 | 2.05% | 2 |
-52 | N/A% | 0 | 0.56% | 6 | 1.90% | 6 |
-53 | N/A% | 0 | 0.43% | 10 | 1.47% | 10 |
-54 | N/A% | 0 | 0.21% | 9 | 0.73% | 9 |
-55 | N/A% | 0 | 0.02% | 1 | 0.07% | 1 |