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趋势加速
从整理转入高自相关趋势，领涨板块或主题获得连续资金流。
Week2026-05-07
SPY 13W8.0%
VIX17.1
Confidence67.0%
五年周度热力图
Market · 261 weeksRegime 说明表
趋势加速
让赢家继续跑，适合趋势跟随和强势产业轮动。
| Regime | 核心特征 | 观察指标 | 策略倾向 | 主要避免 |
|---|---|---|---|---|
| 牛市低波 | 13 周收益为正，VIX 和 20D 实现波动偏低，行业相关性下降。 | 13W return / VIX / 20D vol / sector corr | AI 增强横截面动量 / 离散度/相关性风险溢价 / Quantamental 供应链 alpha | 重仓长波动保护 / 过早做空趋势 |
| 牛市高波 | 价格继续上行，但 VIX、周内振幅或实现波动同步扩张。 | 13W return / VIX / weekly range / drawdown | 单股 LETF 趋势跟随 / 波动过滤择时 / 短久期事件期权 | 裸卖波动 / 忽视回撤的杠杆 ETF |
| 熊市低波 | 13 周趋势转弱或回撤扩大，但恐慌指标尚未明显爆发。 | 13W return / 52W drawdown / VIX / trend efficiency | 统计套利/配对交易 / 防御型多空 / 现金缓冲 | 高 beta 多头 / 不设止损的 LETF |
| 熊市高波 | 下跌加速，VIX、实现波动、相关性一起抬升，分散化变弱。 | VIX / 20D vol / sector corr / max daily move | 尾部风险对冲 / 动态期限结构 / 长波动/减仓 | 短指数波动 / 高杠杆趋势追涨 |
| 震荡低波 | 13 周净方向接近 0，波动和区间宽度都偏窄。 | abs 13W return / VIX / 20D vol / sector rotation | 0DTE/短期期权 VRP / 配对交易 / 市场中性 LS | 追突破 / 高成本长波动 |
| 震荡高波 | 指数净方向不强，但周内或日内路径摆动很大。 | trend efficiency / weekly range / 20D vol / reversal rate | LETF 衰减收割 / 统计套利 / 波动过滤择时 | 无过滤趋势跟随 / 满仓方向 beta |
| 趋势加速 | 4 周和 13 周收益同向走强，趋势效率上升，领涨主题持续扩散。 | 4W return / 13W return / trend efficiency / rel SPY | 单股 LETF 趋势跟随 / 半导体/科技周期轮动 / Agentic AI 基本面跟踪 | 过早均值回归 / 机械卖出赢家 |
| 均值回归 | 前期方向运动衰竭，短期反转特征增强，拥挤交易开始松动。 | 4W reversal / autocorr / vol compression / drawdown | 统计套利/配对交易 / 短期期权 VRP / 降低 LETF 敞口 | 追逐末端趋势 / 高 gamma 裸露 |
| 滞胀冲击 | 股票和长债同步承压，股债相关性转正，传统分散保护变弱。 | SPY 13W / TLT 13W / equity-bond corr / VIX | 动态期限结构 / 波动过滤择时 / 现金/低 beta 组合 | 传统 60/40 假设 / 长久期保护性期权过度依赖 |
| 微观结构错位 | 跳空、异常振幅、成交或价格链条出现短暂断层。 | gap / max daily move / weekly range / VIX spike | 供应链/事件驱动 alpha / 尾部保护 / 流动性优先执行 | 短 gamma / 高换手拥挤交易 |
2021
2022
2023
2024
2025
2026
Market2026-05-07趋势加速8.0%
行业 / 产业 Regime
2026-05-07 · 25 proxiesSOX: 趋势加速 / 13W 48.8%IGV: 趋势加速 / 13W 14.0%同 regime
SPY 累计表现与 Regime 序列
2021-05-08 - 2026-05-07Regime 分布
count / avg return周度明细
261 rows| Week End | Regime | SOX | IGV | 1W | 13W | VIX | 20D Vol | Sector Corr | Confidence |
|---|---|---|---|---|---|---|---|---|---|
| 2026-05-07 | 趋势加速 | 趋势加速 | 趋势加速 | 1.5% | 8.0% | 17.1 | 10.2% | 0.25 | 67.0% |
| 2026-05-01 | 趋势加速 | 趋势加速 | 均值回归 | 0.9% | 4.1% | 17.0 | 11.6% | 0.30 | 77.0% |
| 2026-04-24 | 趋势加速 | 趋势加速 | 均值回归 | 0.5% | 3.6% | 18.7 | 16.1% | 0.28 | 95.0% |
| 2026-04-17 | 趋势加速 | 趋势加速 | 微观结构错位 | 4.5% | 2.6% | 17.5 | 18.9% | 0.33 | 58.0% |
| 2026-04-10 | 震荡高波 | 趋势加速 | 熊市高波 | 3.6% | -1.5% | 19.2 | 19.4% | 0.41 | 69.0% |
| 2026-04-02 | 震荡高波 | 牛市高波 | 熊市高波 | 3.4% | -3.8% | 23.9 | 18.5% | 0.38 | 80.0% |
| 2026-03-27 | 熊市高波 | 均值回归 | 滞胀冲击 | -2.2% | -8.2% | 31.1 | 14.8% | 0.36 | 53.0% |
| 2026-03-20 | 震荡高波 | 均值回归 | 熊市高波 | -2.1% | -3.4% | 26.8 | 13.2% | 0.35 | 63.0% |
| 2026-03-13 | 震荡高波 | 均值回归 | 均值回归 | -1.5% | -3.7% | 27.2 | 11.3% | 0.25 | 59.0% |
| 2026-03-06 | 震荡高波 | 震荡高波 | 均值回归 | -2.0% | -1.7% | 29.5 | 13.0% | 0.29 | 67.0% |
| 2026-02-27 | 震荡低波 | 牛市高波 | 熊市高波 | -0.5% | 1.6% | 19.9 | 12.7% | 0.18 | 59.0% |
| 2026-02-20 | 牛市低波 | 趋势加速 | 熊市高波 | 1.1% | 4.4% | 19.1 | 11.5% | 0.19 | 63.0% |
| 2026-02-13 | 震荡低波 | 趋势加速 | 熊市高波 | -1.3% | -0.2% | 20.6 | 13.9% | 0.28 | 56.0% |
| 2026-02-06 | 震荡低波 | 趋势加速 | 熊市高波 | -0.2% | 1.9% | 17.8 | 13.1% | 0.27 | 60.0% |
| 2026-01-30 | 震荡低波 | 趋势加速 | 滞胀冲击 | 0.4% | 0.7% | 17.4 | 10.0% | 0.24 | 73.0% |
| 2026-01-23 | 牛市低波 | 趋势加速 | 熊市低波 | -0.4% | 3.2% | 16.1 | 10.2% | 0.32 | 53.0% |
| 2026-01-16 | 牛市低波 | 趋势加速 | 熊市低波 | -0.3% | 4.7% | 15.9 | 6.8% | 0.17 | 64.0% |
| 2026-01-09 | 牛市低波 | 趋势加速 | 熊市低波 | 1.6% | 3.4% | 14.5 | 8.8% | 0.25 | 52.0% |
| 2026-01-02 | 震荡低波 | 牛市高波 | 熊市低波 | -1.0% | 2.1% | 14.5 | 8.3% | 0.27 | 62.0% |
| 2025-12-26 | 牛市低波 | 趋势加速 | 熊市低波 | 1.4% | 4.3% | 13.6 | 8.2% | 0.30 | 64.0% |
| 2025-12-19 | 震荡低波 | 趋势加速 | 熊市低波 | -0.2% | 2.1% | 14.9 | 10.2% | 0.39 | 62.0% |
| 2025-12-12 | 牛市低波 | 牛市高波 | 熊市低波 | -0.6% | 3.2% | 15.7 | 11.7% | 0.43 | 52.0% |
| 2025-12-05 | 牛市低波 | 趋势加速 | 震荡高波 | 0.3% | 5.7% | 15.4 | 13.4% | 0.44 | 66.0% |
| 2025-11-28 | 牛市低波 | 均值回归 | 熊市高波 | 3.7% | 5.9% | 16.4 | 14.6% | 0.44 | 65.0% |
| 2025-11-21 | 震荡高波 | 均值回归 | 牛市高波 | -1.9% | 2.6% | 23.4 | 14.0% | 0.40 | 58.0% |
| 2025-11-14 | 牛市低波 | 牛市高波 | 震荡高波 | 0.1% | 4.5% | 19.8 | 12.8% | 0.34 | 63.0% |
| 2025-11-07 | 牛市低波 | 趋势加速 | 震荡高波 | -1.6% | 5.5% | 19.1 | 11.7% | 0.36 | 67.0% |
| 2025-10-31 | 牛市低波 | 趋势加速 | 均值回归 | 0.7% | 8.1% | 17.4 | 14.3% | 0.43 | 72.0% |
| 2025-10-24 | 牛市低波 | 趋势加速 | 震荡高波 | 1.9% | 6.3% | 16.4 | 13.2% | 0.38 | 71.0% |
| 2025-10-17 | 牛市低波 | 趋势加速 | 震荡高波 | 1.7% | 5.7% | 20.8 | 12.7% | 0.42 | 59.0% |
| 2025-10-10 | 牛市低波 | 均值回归 | 震荡高波 | -2.4% | 4.5% | 21.7 | 11.3% | 0.32 | 63.0% |
| 2025-10-03 | 牛市低波 | 趋势加速 | 趋势加速 | 1.1% | 7.8% | 16.6 | 5.5% | 0.20 | 76.0% |
| 2025-09-26 | 牛市低波 | 趋势加速 | 牛市低波 | -0.3% | 7.6% | 15.3 | 7.5% | 0.25 | 76.0% |
| 2025-09-19 | 牛市低波 | 趋势加速 | 趋势加速 | 1.0% | 11.7% | 15.4 | 8.3% | 0.30 | 95.0% |
| 2025-09-12 | 牛市低波 | 牛市低波 | 熊市低波 | 1.6% | 8.9% | 14.8 | 8.8% | 0.31 | 84.0% |
| 2025-09-05 | 牛市低波 | 牛市低波 | 熊市低波 | 0.3% | 9.1% | 15.2 | 9.4% | 0.38 | 85.0% |
| 2025-08-29 | 牛市低波 | 趋势加速 | 均值回归 | -0.0% | 9.4% | 15.4 | 10.2% | 0.37 | 87.0% |
| 2025-08-22 | 牛市低波 | 趋势加速 | 均值回归 | 0.3% | 10.7% | 14.2 | 11.7% | 0.36 | 92.0% |
| 2025-08-15 | 牛市低波 | 趋势加速 | 熊市低波 | 1.0% | 9.0% | 15.1 | 10.4% | 0.31 | 85.0% |
| 2025-08-08 | 牛市低波 | 牛市低波 | 牛市低波 | 2.5% | 12.8% | 15.2 | 10.1% | 0.32 | 96.0% |
| 2025-08-01 | 牛市低波 | 牛市高波 | 牛市低波 | -2.4% | 11.3% | 20.4 | 8.5% | 0.31 | 91.0% |
| 2025-07-25 | 牛市低波 | 趋势加速 | 趋势加速 | 1.5% | 16.5% | 14.9 | 6.4% | 0.29 | 75.0% |
| 2025-07-18 | 趋势加速 | 趋势加速 | 趋势加速 | 0.6% | 19.4% | 16.4 | 7.9% | 0.33 | 58.0% |
| 2025-07-11 | 牛市低波 | 趋势加速 | 牛市低波 | -0.3% | 13.7% | 16.4 | 10.0% | 0.35 | 96.0% |
| 2025-07-03 | 牛市低波 | 趋势加速 | 趋势加速 | 1.7% | 10.8% | 16.4 | 10.0% | 0.36 | 92.0% |
| 2025-06-27 | 牛市低波 | 趋势加速 | 趋势加速 | 3.5% | 8.4% | 16.3 | 10.0% | 0.39 | 81.0% |
| 2025-06-20 | 牛市低波 | 趋势加速 | 牛市低波 | -0.5% | 5.1% | 20.6 | 11.6% | 0.50 | 55.0% |
| 2025-06-13 | 牛市低波 | 牛市高波 | 均值回归 | -0.4% | 6.1% | 20.8 | 12.5% | 0.61 | 52.0% |
| 2025-06-06 | 熊市低波 | 趋势加速 | 趋势加速 | 1.7% | 4.0% | 16.8 | 16.1% | 0.56 | 55.0% |
| 2025-05-30 | 震荡高波 | 震荡高波 | 趋势加速 | 1.8% | -0.8% | 18.6 | 16.9% | 0.57 | 60.0% |
| 2025-05-23 | 震荡高波 | 均值回归 | 震荡高波 | -2.5% | -3.0% | 22.3 | 15.4% | 0.52 | 60.0% |
| 2025-05-16 | 趋势加速 | 微观结构错位 | 震荡高波 | 5.3% | -2.5% | 17.2 | 19.1% | 0.59 | 61.0% |
| 2025-05-09 | 均值回归 | 均值回归 | 趋势加速 | -0.4% | -6.1% | 21.9 | 19.8% | 0.64 | 58.0% |
| 2025-05-02 | 均值回归 | 均值回归 | 均值回归 | 2.9% | -5.8% | 22.7 | 49.7% | 0.88 | 86.0% |
| 2025-04-25 | 震荡高波 | 熊市高波 | 震荡高波 | 4.6% | -9.4% | 24.8 | 53.2% | 0.86 | 56.0% |
| 2025-04-17 | 熊市高波 | 熊市高波 | 熊市高波 | -1.4% | -11.0% | 29.6 | 51.1% | 0.85 | 74.0% |
| 2025-04-11 | 微观结构错位 | 微观结构错位 | 微观结构错位 | 5.7% | -8.0% | 37.6 | 50.9% | 0.86 | 88.0% |
| 2025-04-04 | 微观结构错位 | 微观结构错位 | 熊市高波 | -9.1% | -13.6% | 45.3 | 31.3% | 0.75 | 77.0% |
| 2025-03-28 | 熊市低波 | 熊市高波 | 熊市高波 | -1.5% | -7.6% | 21.6 | 20.4% | 0.49 | 62.0% |
| 2025-03-21 | 熊市低波 | 熊市高波 | 熊市高波 | 0.2% | -6.7% | 19.3 | 19.4% | 0.53 | 64.0% |
| 2025-03-14 | 熊市低波 | 均值回归 | 熊市高波 | -2.3% | -6.6% | 21.8 | 19.1% | 0.49 | 63.0% |
| 2025-03-07 | 震荡高波 | 均值回归 | 熊市高波 | -3.1% | -4.6% | 23.4 | 15.5% | 0.46 | 57.0% |
| 2025-02-28 | 震荡低波 | 震荡高波 | 熊市高波 | -1.0% | -0.6% | 19.6 | 12.6% | 0.36 | 57.0% |
| 2025-02-21 | 震荡低波 | 震荡高波 | 震荡高波 | -1.6% | 2.0% | 18.2 | 11.5% | 0.26 | 62.0% |
| 2025-02-14 | 震荡低波 | 震荡高波 | 震荡高波 | 1.5% | 2.1% | 14.8 | 10.8% | 0.27 | 61.0% |
| 2025-02-07 | 牛市低波 | 震荡高波 | 趋势加速 | -0.2% | 4.2% | 16.5 | 13.1% | 0.31 | 65.0% |
| 2025-01-31 | 牛市低波 | 微观结构错位 | 牛市高波 | -1.0% | 3.4% | 16.4 | 13.6% | 0.33 | 57.0% |
| 2025-01-24 | 牛市低波 | 震荡高波 | 趋势加速 | 1.7% | 4.2% | 14.8 | 13.8% | 0.45 | 60.0% |
| 2025-01-17 | 震荡高波 | 震荡高波 | 牛市高波 | 2.9% | 2.6% | 16.0 | 17.3% | 0.65 | 59.0% |
| 2025-01-10 | 震荡高波 | 震荡高波 | 熊市高波 | -1.9% | 0.6% | 19.5 | 15.8% | 0.63 | 59.0% |
| 2025-01-03 | 熊市低波 | 震荡高波 | 均值回归 | -0.5% | 4.3% | 16.1 | 14.5% | 0.60 | 66.0% |
| 2024-12-27 | 熊市低波 | 震荡高波 | 牛市高波 | 0.7% | 4.1% | 15.9 | 13.6% | 0.56 | 53.0% |
| 2024-12-20 | 震荡高波 | 震荡高波 | 牛市高波 | -2.2% | 3.8% | 18.4 | 12.6% | 0.52 | 53.0% |
| 2024-12-13 | 牛市低波 | 震荡高波 | 趋势加速 | -0.6% | 7.3% | 13.8 | 7.7% | 0.23 | 76.0% |
| 2024-12-06 | 牛市低波 | 熊市低波 | 趋势加速 | 0.9% | 11.2% | 12.8 | 7.2% | 0.25 | 90.0% |
| 2024-11-29 | 牛市低波 | 熊市低波 | 趋势加速 | 1.2% | 6.9% | 13.5 | 11.6% | 0.23 | 52.0% |
| 2024-11-22 | 牛市低波 | 熊市高波 | 趋势加速 | 1.7% | 6.2% | 15.2 | 13.8% | 0.28 | 76.0% |
| 2024-11-15 | 牛市低波 | 熊市高波 | 趋势加速 | -2.1% | 4.7% | 16.1 | 14.1% | 0.26 | 69.0% |
| 2024-11-08 | 牛市低波 | 牛市高波 | 趋势加速 | 4.8% | 12.2% | 14.9 | 13.6% | 0.26 | 96.0% |
| 2024-11-01 | 牛市低波 | 均值回归 | 趋势加速 | -1.4% | 10.4% | 21.9 | 10.8% | 0.31 | 88.0% |
| 2024-10-25 | 牛市低波 | 震荡高波 | 牛市低波 | -0.9% | 6.3% | 20.3 | 9.3% | 0.32 | 71.0% |
| 2024-10-18 | 牛市低波 | 震荡高波 | 牛市低波 | 0.9% | 5.4% | 18.0 | 8.7% | 0.32 | 71.0% |
| 2024-10-11 | 震荡低波 | 均值回归 | 均值回归 | 1.2% | 3.2% | 20.5 | 9.8% | 0.31 | 55.0% |
| 2024-10-04 | 震荡低波 | 均值回归 | 震荡高波 | 0.3% | 3.2% | 19.2 | 9.5% | 0.28 | 55.0% |
| 2024-09-27 | 牛市低波 | 均值回归 | 震荡高波 | 0.6% | 5.0% | 17.0 | 13.7% | 0.38 | 64.0% |
| 2024-09-20 | 牛市低波 | 均值回归 | 牛市低波 | 1.1% | 4.4% | 16.1 | 14.2% | 0.43 | 60.0% |
| 2024-09-13 | 牛市低波 | 均值回归 | 牛市低波 | 4.0% | 3.6% | 16.6 | 13.6% | 0.49 | 53.0% |
| 2024-09-06 | 震荡高波 | 熊市高波 | 震荡高波 | -4.1% | 1.1% | 22.4 | 14.7% | 0.51 | 67.0% |
| 2024-08-30 | 牛市低波 | 均值回归 | 趋势加速 | 0.3% | 6.9% | 15.0 | 17.2% | 0.71 | 60.0% |
| 2024-08-23 | 牛市低波 | 震荡高波 | 震荡高波 | 1.4% | 6.9% | 15.9 | 20.0% | 0.58 | 58.0% |
| 2024-08-16 | 震荡高波 | 震荡高波 | 震荡高波 | 4.0% | 4.8% | 14.8 | 21.6% | 0.56 | 55.0% |
| 2024-08-09 | 震荡高波 | 微观结构错位 | 震荡高波 | 0.0% | 2.5% | 20.4 | 20.6% | 0.52 | 70.0% |
| 2024-08-02 | 牛市低波 | 微观结构错位 | 震荡高波 | -2.1% | 5.5% | 23.4 | 16.2% | 0.30 | 54.0% |
| 2024-07-26 | 牛市低波 | 均值回归 | 熊市低波 | -0.8% | 8.1% | 16.4 | 13.5% | 0.32 | 80.0% |
| 2024-07-19 | 牛市低波 | 均值回归 | 牛市低波 | -2.0% | 9.9% | 16.5 | 9.6% | 0.21 | 88.0% |
| 2024-07-12 | 牛市低波 | 趋势加速 | 牛市低波 | 1.0% | 8.1% | 12.5 | 7.1% | 0.17 | 77.0% |
| 2024-07-05 | 牛市低波 | 趋势加速 | 趋势加速 | 1.9% | 8.1% | 12.5 | 5.8% | 0.13 | 67.0% |
| 2024-06-28 | 牛市低波 | 牛市低波 | 震荡低波 | -0.1% | 4.0% | 12.4 | 6.9% | 0.26 | 57.0% |
| 2024-06-21 | 牛市低波 | 趋势加速 | 震荡高波 | 0.3% | 4.3% | 13.2 | 8.4% | 0.44 | 62.0% |
| 2024-06-14 | 牛市低波 | 趋势加速 | 震荡高波 | 1.6% | 6.5% | 12.7 | 7.8% | 0.45 | 72.0% |
| 2024-06-07 | 牛市低波 | 牛市低波 | 震荡高波 | 1.3% | 4.4% | 12.2 | 8.6% | 0.51 | 63.0% |
| 2024-05-31 | 震荡低波 | 震荡高波 | 微观结构错位 | -0.4% | 2.8% | 12.9 | 9.2% | 0.57 | 58.0% |
| 2024-05-24 | 牛市低波 | 趋势加速 | 牛市低波 | -0.0% | 4.6% | 11.9 | 10.4% | 0.55 | 66.0% |
| 2024-05-17 | 牛市低波 | 趋势加速 | 震荡低波 | 1.7% | 6.0% | 12.0 | 10.9% | 0.41 | 52.0% |
| 2024-05-10 | 牛市低波 | 震荡高波 | 熊市低波 | 1.9% | 3.9% | 12.6 | 12.5% | 0.44 | 60.0% |
| 2024-05-03 | 震荡低波 | 牛市高波 | 熊市低波 | 0.6% | 3.4% | 13.5 | 13.6% | 0.49 | 53.0% |
| 2024-04-26 | 熊市低波 | 牛市高波 | 熊市低波 | 2.6% | 4.3% | 15.0 | 12.4% | 0.44 | 56.0% |
| 2024-04-19 | 熊市低波 | 震荡高波 | 熊市低波 | -3.1% | 2.6% | 18.7 | 10.5% | 0.53 | 57.0% |
| 2024-04-12 | 牛市低波 | 均值回归 | 震荡高波 | -1.5% | 7.2% | 17.3 | 11.2% | 0.57 | 62.0% |
| 2024-04-05 | 牛市低波 | 均值回归 | 牛市低波 | -0.9% | 10.9% | 16.0 | 10.1% | 0.45 | 88.0% |
| 2024-03-28 | 牛市低波 | 趋势加速 | 震荡高波 | 0.4% | 9.8% | 13.0 | 9.9% | 0.39 | 87.0% |
| 2024-03-22 | 牛市低波 | 趋势加速 | 牛市低波 | 2.2% | 11.3% | 13.1 | 9.6% | 0.30 | 94.0% |
| 2024-03-15 | 牛市低波 | 趋势加速 | 震荡高波 | -0.4% | 8.4% | 14.4 | 11.6% | 0.31 | 84.0% |
| 2024-03-08 | 牛市低波 | 趋势加速 | 牛市低波 | -0.2% | 12.5% | 14.7 | 12.2% | 0.48 | 92.0% |
| 2024-03-01 | 牛市低波 | 趋势加速 | 牛市低波 | 1.0% | 12.8% | 13.1 | 11.5% | 0.44 | 96.0% |
| 2024-02-23 | 牛市低波 | 趋势加速 | 牛市低波 | 1.7% | 12.0% | 13.8 | 13.6% | 0.52 | 89.0% |
| 2024-02-16 | 牛市低波 | 趋势加速 | 牛市低波 | -0.3% | 11.1% | 14.2 | 11.6% | 0.49 | 87.0% |
| 2024-02-09 | 牛市低波 | 趋势加速 | 趋势加速 | 1.4% | 14.6% | 12.9 | 10.8% | 0.41 | 78.0% |
| 2024-02-02 | 牛市低波 | 趋势加速 | 趋势加速 | 1.4% | 17.0% | 13.8 | 11.3% | 0.44 | 57.0% |
| 2024-01-26 | 牛市低波 | 趋势加速 | 趋势加速 | 1.0% | 16.7% | 13.3 | 9.1% | 0.33 | 69.0% |
| 2024-01-19 | 牛市低波 | 趋势加速 | 趋势加速 | 1.2% | 12.1% | 13.3 | 10.8% | 0.49 | 95.0% |
| 2024-01-12 | 牛市低波 | 牛市低波 | 趋势加速 | 1.9% | 9.9% | 12.7 | 9.8% | 0.43 | 87.0% |
| 2024-01-05 | 牛市低波 | 趋势加速 | 牛市低波 | -1.6% | 10.2% | 13.3 | 10.0% | 0.48 | 88.0% |
| 2023-12-29 | 牛市低波 | 趋势加速 | 牛市低波 | 0.4% | 11.2% | 12.4 | 9.6% | 0.55 | 91.0% |
| 2023-12-22 | 牛市低波 | 趋势加速 | 趋势加速 | 0.9% | 9.6% | 13.0 | 9.5% | 0.53 | 85.0% |
| 2023-12-15 | 牛市低波 | 趋势加速 | 趋势加速 | 2.0% | 5.8% | 12.3 | 7.4% | 0.40 | 69.0% |
| 2023-12-08 | 震荡低波 | 牛市低波 | 趋势加速 | 0.2% | 2.6% | 12.3 | 9.4% | 0.51 | 59.0% |
| 2023-12-01 | 震荡低波 | 震荡低波 | 趋势加速 | 0.8% | 1.8% | 12.6 | 9.5% | 0.52 | 67.0% |
| 2023-11-24 | 牛市低波 | 牛市低波 | 趋势加速 | 1.0% | 3.5% | 12.5 | 11.5% | 0.61 | 54.0% |
| 2023-11-17 | 震荡低波 | 震荡高波 | 趋势加速 | 2.3% | 2.6% | 13.8 | 14.4% | 0.59 | 56.0% |
| 2023-11-10 | 震荡低波 | 震荡高波 | 趋势加速 | 1.4% | -1.7% | 14.2 | 15.8% | 0.61 | 52.0% |
| 2023-11-03 | 震荡高波 | 滞胀冲击 | 震荡高波 | 5.8% | -3.6% | 14.9 | 15.2% | 0.58 | 54.0% |
| 2023-10-27 | 滞胀冲击 | 滞胀冲击 | 滞胀冲击 | -2.5% | -10.3% | 21.3 | 13.2% | 0.44 | 70.0% |
| 2023-10-20 | 熊市低波 | 滞胀冲击 | 震荡高波 | -2.4% | -7.3% | 21.7 | 12.7% | 0.49 | 57.0% |
| 2023-10-13 | 熊市低波 | 滞胀冲击 | 震荡高波 | 0.5% | -4.3% | 19.3 | 11.9% | 0.48 | 59.0% |
| 2023-10-06 | 熊市低波 | 滞胀冲击 | 均值回归 | 0.5% | -2.3% | 17.4 | 13.0% | 0.50 | 54.0% |
| 2023-09-29 | 熊市低波 | 滞胀冲击 | 熊市低波 | -0.7% | -3.6% | 17.5 | 11.1% | 0.50 | 66.0% |
| 2023-09-22 | 震荡低波 | 滞胀冲击 | 震荡高波 | -2.9% | -0.6% | 17.2 | 12.0% | 0.56 | 56.0% |
| 2023-09-15 | 震荡低波 | 滞胀冲击 | 震荡高波 | -0.5% | 0.2% | 13.8 | 12.0% | 0.49 | 72.0% |
| 2023-09-08 | 熊市低波 | 震荡高波 | 趋势加速 | -1.3% | 3.8% | 13.8 | 11.5% | 0.52 | 52.0% |
| 2023-09-01 | 牛市低波 | 震荡高波 | 牛市低波 | 2.5% | 5.4% | 13.1 | 11.8% | 0.54 | 66.0% |
| 2023-08-25 | 熊市低波 | 均值回归 | 均值回归 | 0.8% | 6.1% | 15.7 | 11.2% | 0.47 | 53.0% |
| 2023-08-18 | 熊市低波 | 均值回归 | 熊市低波 | -2.1% | 4.1% | 17.3 | 9.8% | 0.42 | 58.0% |
| 2023-08-11 | 牛市低波 | 牛市高波 | 牛市低波 | -0.3% | 8.1% | 14.8 | 9.1% | 0.28 | 81.0% |
| 2023-08-04 | 牛市低波 | 趋势加速 | 趋势加速 | -2.2% | 10.3% | 17.1 | 9.2% | 0.28 | 91.0% |
| 2023-07-28 | 牛市低波 | 趋势加速 | 趋势加速 | 1.0% | 10.8% | 13.3 | 8.5% | 0.27 | 70.0% |
| 2023-07-21 | 牛市低波 | 趋势加速 | 趋势加速 | 0.6% | 9.8% | 13.6 | 9.0% | 0.28 | 60.0% |
| 2023-07-14 | 牛市低波 | 趋势加速 | 趋势加速 | 2.4% | 8.7% | 13.3 | 10.2% | 0.44 | 83.0% |
| 2023-07-07 | 牛市低波 | 趋势加速 | 趋势加速 | -1.1% | 7.6% | 14.8 | 10.2% | 0.43 | 77.0% |
| 2023-06-30 | 牛市低波 | 趋势加速 | 趋势加速 | 2.3% | 9.8% | 13.6 | 10.6% | 0.44 | 88.0% |
| 2023-06-23 | 牛市低波 | 趋势加速 | 趋势加速 | -1.4% | 10.2% | 13.4 | 10.9% | 0.42 | 89.0% |
| 2023-06-16 | 牛市低波 | 趋势加速 | 趋势加速 | 2.2% | 12.7% | 13.5 | 11.4% | 0.40 | 72.0% |
| 2023-06-09 | 牛市低波 | 趋势加速 | 趋势加速 | 0.5% | 11.4% | 13.8 | 11.3% | 0.42 | 65.0% |
| 2023-06-02 | 牛市低波 | 趋势加速 | 趋势加速 | 1.9% | 5.9% | 14.6 | 12.7% | 0.52 | 64.0% |
| 2023-05-26 | 牛市低波 | 趋势加速 | 趋势加速 | 0.3% | 5.6% | 17.9 | 12.9% | 0.51 | 59.0% |
| 2023-05-19 | 震荡高波 | 牛市高波 | 趋势加速 | 1.7% | 2.8% | 16.8 | 14.4% | 0.62 | 57.0% |
| 2023-05-12 | 震荡高波 | 震荡高波 | 熊市低波 | -0.3% | 0.9% | 17.0 | 13.3% | 0.61 | 55.0% |
| 2023-05-05 | 震荡高波 | 震荡高波 | 震荡高波 | -0.8% | 0.1% | 17.2 | 14.0% | 0.61 | 56.0% |
| 2023-04-28 | 震荡低波 | 震荡高波 | 熊市低波 | 0.9% | 2.5% | 15.8 | 12.3% | 0.48 | 57.0% |
| 2023-04-21 | 牛市低波 | 熊市低波 | 牛市低波 | -0.1% | 4.1% | 16.8 | 9.3% | 0.35 | 63.0% |
| 2023-04-14 | 牛市低波 | 牛市低波 | 趋势加速 | 0.8% | 3.9% | 17.1 | 13.7% | 0.50 | 53.0% |
| 2023-04-06 | 牛市低波 | 趋势加速 | 趋势加速 | -0.0% | 7.9% | 18.4 | 16.2% | 0.51 | 57.0% |
| 2023-03-31 | 均值回归 | 趋势加速 | 趋势加速 | 3.4% | 6.8% | 18.7 | 18.4% | 0.63 | 52.0% |
| 2023-03-24 | 震荡高波 | 趋势加速 | 趋势加速 | 1.5% | 2.5% | 21.7 | 18.1% | 0.61 | 74.0% |
| 2023-03-17 | 震荡高波 | 牛市高波 | 震荡高波 | 1.1% | -2.4% | 25.5 | 17.6% | 0.57 | 85.0% |
| 2023-03-10 | 震荡高波 | 牛市高波 | 震荡高波 | -4.5% | -1.8% | 24.8 | 15.5% | 0.61 | 78.0% |
| 2023-03-03 | 震荡高波 | 牛市高波 | 震荡高波 | 2.0% | -0.9% | 18.5 | 14.8% | 0.55 | 60.0% |
| 2023-02-24 | 震荡高波 | 牛市高波 | 震荡高波 | -2.7% | -0.9% | 21.7 | 16.3% | 0.51 | 69.0% |
| 2023-02-17 | 震荡高波 | 趋势加速 | 震荡高波 | -0.2% | 3.0% | 20.0 | 15.0% | 0.49 | 65.0% |
| 2023-02-10 | 牛市低波 | 趋势加速 | 趋势加速 | -1.0% | 9.1% | 20.5 | 16.3% | 0.55 | 66.0% |
| 2023-02-03 | 趋势加速 | 趋势加速 | 趋势加速 | 1.6% | 10.0% | 18.3 | 16.4% | 0.59 | 83.0% |
| 2023-01-27 | 趋势加速 | 趋势加速 | 牛市高波 | 2.5% | 6.2% | 18.5 | 15.6% | 0.65 | 53.0% |
| 2023-01-20 | 均值回归 | 趋势加速 | 牛市高波 | -0.7% | 7.4% | 19.9 | 17.8% | 0.69 | 59.0% |
| 2023-01-13 | 牛市低波 | 牛市高波 | 牛市高波 | 2.7% | 8.9% | 18.4 | 19.0% | 0.72 | 56.0% |
| 2023-01-06 | 震荡高波 | 均值回归 | 震荡高波 | 1.5% | 4.0% | 21.1 | 19.6% | 0.75 | 67.0% |
| 2022-12-30 | 牛市高波 | 均值回归 | 均值回归 | -0.1% | 7.1% | 21.7 | 18.3% | 0.75 | 52.0% |
| 2022-12-23 | 震荡高波 | 均值回归 | 震荡高波 | -0.1% | 5.1% | 20.9 | 21.0% | 0.77 | 53.0% |
| 2022-12-16 | 震荡高波 | 震荡高波 | 震荡高波 | -2.5% | -1.4% | 22.6 | 20.4% | 0.74 | 87.0% |
| 2022-12-09 | 震荡高波 | 震荡高波 | 熊市高波 | -3.4% | -4.3% | 22.8 | 17.6% | 0.66 | 69.0% |
| 2022-12-02 | 震荡高波 | 牛市高波 | 震荡高波 | 1.1% | 3.7% | 19.1 | 25.4% | 0.75 | 57.0% |
| 2022-11-25 | 均值回归 | 均值回归 | 滞胀冲击 | 1.6% | -0.7% | 20.5 | 26.4% | 0.74 | 52.0% |
| 2022-11-18 | 均值回归 | 均值回归 | 滞胀冲击 | -0.6% | -4.2% | 23.1 | 27.0% | 0.71 | 69.0% |
| 2022-11-11 | 滞胀冲击 | 微观结构错位 | 滞胀冲击 | 5.9% | -7.1% | 22.5 | 28.9% | 0.71 | 66.0% |
| 2022-11-04 | 滞胀冲击 | 滞胀冲击 | 滞胀冲击 | -3.3% | -8.9% | 24.6 | 24.7% | 0.70 | 62.0% |
| 2022-10-28 | 均值回归 | 滞胀冲击 | 滞胀冲击 | 3.9% | -5.3% | 25.8 | 27.6% | 0.73 | 63.0% |
| 2022-10-21 | 滞胀冲击 | 滞胀冲击 | 滞胀冲击 | 4.7% | -5.4% | 29.7 | 28.7% | 0.80 | 57.0% |
| 2022-10-14 | 滞胀冲击 | 熊市高波 | 滞胀冲击 | -1.4% | -6.4% | 32.0 | 26.6% | 0.78 | 61.0% |
| 2022-10-07 | 滞胀冲击 | 熊市高波 | 滞胀冲击 | 1.6% | -5.6% | 31.4 | 28.0% | 0.79 | 60.0% |
| 2022-09-30 | 滞胀冲击 | 熊市高波 | 滞胀冲击 | -2.9% | -6.3% | 31.6 | 23.8% | 0.74 | 60.0% |
| 2022-09-23 | 牛市高波 | 熊市高波 | 熊市高波 | -4.6% | -5.7% | 29.9 | 23.6% | 0.74 | 52.0% |
| 2022-09-16 | 牛市高波 | 震荡高波 | 震荡高波 | -5.2% | 5.2% | 26.3 | 24.4% | 0.75 | 53.0% |
| 2022-09-09 | 震荡高波 | 熊市高波 | 震荡高波 | 3.7% | 1.3% | 22.8 | 20.3% | 0.70 | 84.0% |
| 2022-09-02 | 震荡高波 | 熊市高波 | 熊市高波 | -3.2% | -4.5% | 25.5 | 19.5% | 0.69 | 62.0% |
| 2022-08-26 | 震荡高波 | 震荡高波 | 震荡高波 | -4.0% | 0.0% | 25.6 | 19.7% | 0.66 | 90.0% |
| 2022-08-19 | 牛市低波 | 震荡高波 | 牛市高波 | -1.2% | 8.4% | 20.6 | 16.9% | 0.47 | 62.0% |
| 2022-08-12 | 趋势加速 | 牛市高波 | 趋势加速 | 3.3% | 8.9% | 19.5 | 18.5% | 0.48 | 54.0% |
| 2022-08-05 | 震荡高波 | 震荡高波 | 震荡高波 | 0.4% | -0.1% | 21.1 | 19.2% | 0.49 | 60.0% |
| 2022-07-29 | 震荡高波 | 震荡高波 | 均值回归 | 4.3% | -3.7% | 21.3 | 18.7% | 0.49 | 55.0% |
| 2022-07-22 | 震荡高波 | 均值回归 | 震荡高波 | 2.6% | -9.8% | 23.0 | 20.7% | 0.57 | 55.0% |
| 2022-07-15 | 熊市高波 | 熊市高波 | 熊市高波 | -0.9% | -13.1% | 24.2 | 23.2% | 0.62 | 54.0% |
| 2022-07-08 | 熊市高波 | 熊市高波 | 熊市高波 | 1.9% | -13.0% | 24.6 | 28.9% | 0.72 | 65.0% |
| 2022-07-01 | 熊市高波 | 熊市高波 | 熊市高波 | -2.3% | -15.6% | 26.7 | 28.9% | 0.74 | 85.0% |
| 2022-06-24 | 熊市高波 | 熊市高波 | 熊市高波 | 6.6% | -13.4% | 27.2 | 31.4% | 0.77 | 59.0% |
| 2022-06-17 | 熊市高波 | 熊市高波 | 熊市高波 | -6.1% | -17.7% | 31.1 | 28.4% | 0.76 | 79.0% |
| 2022-06-10 | 震荡高波 | 震荡高波 | 均值回归 | -5.1% | -7.2% | 27.8 | 28.6% | 0.75 | 63.0% |
| 2022-06-03 | 震荡高波 | 均值回归 | 均值回归 | -1.1% | -5.0% | 24.8 | 28.0% | 0.68 | 67.0% |
| 2022-05-27 | 震荡高波 | 均值回归 | 熊市高波 | 6.6% | -4.9% | 25.7 | 31.2% | 0.72 | 67.0% |
| 2022-05-20 | 熊市高波 | 熊市高波 | 熊市高波 | -3.0% | -10.3% | 29.4 | 33.2% | 0.76 | 65.0% |
| 2022-05-13 | 熊市高波 | 熊市高波 | 熊市高波 | -2.3% | -8.8% | 28.9 | 31.6% | 0.74 | 62.0% |
| 2022-05-06 | 熊市高波 | 熊市高波 | 熊市高波 | -0.2% | -8.3% | 30.2 | 29.0% | 0.74 | 60.0% |
| 2022-04-29 | 熊市高波 | 熊市高波 | 熊市高波 | -3.3% | -6.8% | 33.4 | 24.3% | 0.65 | 63.0% |
| 2022-04-22 | 震荡高波 | 熊市高波 | 熊市高波 | -2.7% | -2.7% | 28.2 | 17.9% | 0.53 | 82.0% |
| 2022-04-14 | 滞胀冲击 | 熊市高波 | 均值回归 | -2.2% | -5.8% | 22.7 | 16.1% | 0.41 | 53.0% |
| 2022-04-08 | 均值回归 | 熊市高波 | 均值回归 | -1.2% | -4.0% | 21.2 | 17.5% | 0.37 | 53.0% |
| 2022-04-01 | 滞胀冲击 | 熊市高波 | 均值回归 | 0.1% | -4.6% | 19.6 | 22.4% | 0.47 | 55.0% |
| 2022-03-25 | 震荡高波 | 熊市高波 | 熊市高波 | 1.8% | -3.8% | 20.8 | 23.1% | 0.46 | 70.0% |
| 2022-03-18 | 震荡高波 | 震荡高波 | 熊市高波 | 5.8% | -4.7% | 23.9 | 24.9% | 0.52 | 79.0% |
| 2022-03-11 | 震荡高波 | 熊市高波 | 熊市高波 | -2.8% | -9.9% | 30.8 | 24.0% | 0.52 | 56.0% |
| 2022-03-04 | 震荡高波 | 熊市高波 | 熊市高波 | -1.3% | -5.5% | 32.0 | 21.2% | 0.52 | 72.0% |
| 2022-02-25 | 震荡高波 | 均值回归 | 熊市高波 | 0.8% | -6.8% | 27.6 | 24.0% | 0.55 | 74.0% |
| 2022-02-18 | 震荡高波 | 熊市高波 | 熊市高波 | -1.4% | -7.6% | 27.8 | 21.4% | 0.47 | 70.0% |
| 2022-02-11 | 震荡高波 | 熊市高波 | 熊市高波 | -1.8% | -5.0% | 27.4 | 21.5% | 0.49 | 73.0% |
| 2022-02-04 | 震荡高波 | 熊市高波 | 熊市高波 | 1.5% | -3.9% | 23.2 | 19.4% | 0.45 | 75.0% |
| 2022-01-28 | 震荡高波 | 震荡高波 | 熊市高波 | 0.9% | -3.6% | 27.7 | 16.6% | 0.36 | 73.0% |
| 2022-01-21 | 震荡高波 | 震荡高波 | 熊市高波 | -5.8% | -3.4% | 28.9 | 14.5% | 0.39 | 68.0% |
| 2022-01-14 | 震荡高波 | 趋势加速 | 熊市高波 | -0.3% | 4.2% | 19.2 | 14.6% | 0.44 | 53.0% |
| 2022-01-07 | 牛市低波 | 均值回归 | 熊市高波 | -1.9% | 6.4% | 18.8 | 15.6% | 0.42 | 57.0% |
| 2021-12-31 | 牛市低波 | 趋势加速 | 震荡高波 | 0.9% | 9.4% | 17.2 | 16.4% | 0.58 | 69.0% |
| 2021-12-23 | 震荡高波 | 均值回归 | 均值回归 | 2.3% | 6.0% | 18.0 | 20.6% | 0.70 | 55.0% |
| 2021-12-17 | 均值回归 | 均值回归 | 均值回归 | -2.3% | 6.0% | 21.6 | 18.8% | 0.65 | 60.0% |
| 2021-12-10 | 均值回归 | 均值回归 | 震荡高波 | 3.8% | 5.4% | 18.7 | 16.9% | 0.68 | 59.0% |
| 2021-12-03 | 震荡高波 | 牛市高波 | 熊市高波 | -1.2% | 0.1% | 30.7 | 14.3% | 0.57 | 83.0% |
| 2021-11-26 | 震荡高波 | 趋势加速 | 震荡高波 | -2.1% | 1.9% | 28.6 | 9.9% | 0.36 | 64.0% |
| 2021-11-19 | 牛市低波 | 趋势加速 | 均值回归 | 0.3% | 4.8% | 17.9 | 6.6% | 0.25 | 65.0% |
| 2021-11-12 | 牛市低波 | 趋势加速 | 牛市低波 | -0.3% | 4.5% | 16.3 | 6.7% | 0.25 | 63.0% |
| 2021-11-05 | 趋势加速 | 趋势加速 | 牛市低波 | 2.0% | 6.0% | 16.5 | 8.0% | 0.38 | 76.0% |
| 2021-10-29 | 牛市低波 | 趋势加速 | 趋势加速 | 1.4% | 5.0% | 16.3 | 10.4% | 0.39 | 67.0% |
| 2021-10-22 | 震荡低波 | 震荡高波 | 牛市低波 | 1.6% | 2.7% | 15.4 | 14.0% | 0.48 | 55.0% |
| 2021-10-15 | 牛市低波 | 震荡高波 | 牛市高波 | 1.8% | 4.9% | 16.3 | 15.9% | 0.60 | 52.0% |
| 2021-10-08 | 震荡高波 | 震荡高波 | 震荡高波 | 0.8% | 0.2% | 18.8 | 15.3% | 0.59 | 62.0% |
| 2021-10-01 | 震荡高波 | 震荡高波 | 震荡高波 | -2.2% | 0.1% | 21.1 | 13.8% | 0.61 | 57.0% |
| 2021-09-24 | 熊市低波 | 牛市低波 | 牛市低波 | 0.6% | 4.1% | 17.8 | 11.3% | 0.58 | 55.0% |
| 2021-09-17 | 牛市低波 | 牛市低波 | 牛市低波 | -0.9% | 6.4% | 20.8 | 9.1% | 0.43 | 63.0% |
| 2021-09-10 | 牛市低波 | 趋势加速 | 趋势加速 | -1.7% | 5.0% | 20.9 | 8.4% | 0.34 | 65.0% |
| 2021-09-03 | 牛市低波 | 牛市低波 | 趋势加速 | 0.6% | 7.3% | 16.4 | 7.6% | 0.28 | 77.0% |
| 2021-08-27 | 牛市低波 | 牛市低波 | 趋势加速 | 1.6% | 7.2% | 16.4 | 8.4% | 0.34 | 77.0% |
| 2021-08-20 | 牛市低波 | 牛市低波 | 趋势加速 | -0.6% | 6.8% | 18.6 | 7.6% | 0.29 | 73.0% |
| 2021-08-13 | 牛市低波 | 趋势加速 | 趋势加速 | 0.8% | 7.0% | 15.4 | 9.8% | 0.44 | 74.0% |
| 2021-08-06 | 牛市低波 | 趋势加速 | 趋势加速 | 0.9% | 4.8% | 16.1 | 10.6% | 0.46 | 63.0% |
| 2021-07-30 | 牛市低波 | 牛市高波 | 趋势加速 | -0.3% | 5.1% | 18.2 | 11.2% | 0.48 | 59.0% |
| 2021-07-23 | 牛市低波 | 震荡高波 | 趋势加速 | 2.0% | 5.6% | 17.2 | 10.9% | 0.52 | 60.0% |
| 2021-07-16 | 熊市低波 | 震荡高波 | 牛市低波 | -1.0% | 3.4% | 18.4 | 10.8% | 0.53 | 53.0% |
| 2021-07-09 | 牛市低波 | 震荡高波 | 牛市低波 | 0.4% | 5.8% | 16.2 | 10.4% | 0.51 | 64.0% |
| 2021-07-02 | 牛市低波 | 震荡高波 | 趋势加速 | 1.7% | 6.7% | 15.1 | 9.3% | 0.42 | 75.0% |
| 2021-06-25 | 牛市低波 | 均值回归 | 趋势加速 | 2.8% | 7.7% | 15.6 | 9.5% | 0.36 | 80.0% |
| 2021-06-18 | 牛市低波 | 均值回归 | 趋势加速 | -2.2% | 6.5% | 20.7 | 8.4% | 0.29 | 65.0% |
| 2021-06-11 | 牛市低波 | 牛市低波 | 牛市低波 | 0.4% | 7.7% | 15.7 | 8.9% | 0.30 | 80.0% |
| 2021-06-04 | 牛市低波 | 牛市高波 | 均值回归 | 0.6% | 10.2% | 16.4 | 13.7% | 0.53 | 77.0% |
| 2021-05-28 | 牛市低波 | 震荡高波 | 震荡高波 | 1.2% | 7.8% | 16.8 | 13.7% | 0.54 | 67.0% |
| 2021-05-21 | 牛市低波 | 震荡高波 | 熊市高波 | -0.4% | 7.2% | 20.1 | 13.6% | 0.52 | 65.0% |
| 2021-05-14 | 牛市低波 | 熊市高波 | 熊市低波 | -1.3% | 6.1% | 18.8 | 14.3% | 0.52 | 58.0% |
模型口径
rules-v1.1-sector-awareSPY daily bars are aggregated to calendar weeks using the last trading day as weekEnd.
Market-level regime labels use the paper's taxonomy: return drift, realized volatility, correlation, VIX, equity-bond correlation, serial autocorrelation, and microstructure shock proxies.
Sector and industry proxies are classified separately using each proxy's own trend, volatility, drawdown, serial autocorrelation, market-relative return, and correlation-to-SPY metrics.
SOX is represented by SOXX because the FMP EOD endpoint returned no ^SOX historical bars in this environment.
Sector ETF pairwise rolling correlations approximate cross-asset correlation dynamics.
TLT vs SPY rolling correlation and joint drawdowns flag stagflationary weeks.
Labels are descriptive research annotations, not investment advice.