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 | 0 |
| ≥90% | 0 | 0 | 0 |
| ≥80% | 0 | 0 | 0 |
| ≤10% | -6 | -6 | -6 |
| ≤5% | -9 | -9 | -10 |
| ≤2.5% (死寂) | -11 | -11 | -12 |
Bloom Score 4年历史分布
| 分数 | 牛市场景 | 牛市计数 (1049) |
所有场景 | 所有计数 (1460) |
熊市场景 | 熊市计数 (411) |
|---|---|---|---|---|---|---|
| 0 | 100.00% | 414 | 100.00% | 533 | 100.00% | 119 |
| -1 | 60.53% | 196 | 63.49% | 317 | 71.05% | 121 |
| -2 | 41.85% | 136 | 41.78% | 221 | 41.61% | 85 |
| -3 | 28.88% | 95 | 26.64% | 114 | 20.92% | 19 |
| -4 | 19.83% | 64 | 18.84% | 83 | 16.30% | 19 |
| -5 | 13.73% | 47 | 13.15% | 56 | 11.68% | 9 |
| -6 | 9.25% | 18 | 9.32% | 23 | 9.49% | 5 |
| -7 | 7.53% | 19 | 7.74% | 26 | 8.27% | 7 |
| -8 | 5.72% | 15 | 5.96% | 20 | 6.57% | 5 |
| -9 | 4.29% | 14 | 4.59% | 16 | 5.35% | 2 |
| -10 | 2.96% | 7 | 3.49% | 15 | 4.87% | 8 |
| -11 | 2.29% | 14 | 2.47% | 25 | 2.92% | 11 |
| -12 | 0.95% | 6 | 0.75% | 7 | 0.24% | 1 |
| -13 | 0.38% | 3 | 0.27% | 3 | N/A% | 0 |
| -14 | 0.10% | 1 | 0.07% | 1 | N/A% | 0 |