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 (3342) |
所有场景 | 所有计数 (4707) |
熊市场景 | 熊市计数 (1365) |
|---|---|---|---|---|---|---|
| 0 | 100.00% | 1190 | 100.00% | 1215 | 100.00% | 25 |
| -1 | 64.39% | 344 | 74.19% | 394 | 98.17% | 50 |
| -2 | 54.10% | 154 | 65.82% | 170 | 94.51% | 16 |
| -3 | 49.49% | 206 | 62.21% | 220 | 93.33% | 14 |
| -4 | 43.33% | 112 | 57.53% | 126 | 92.31% | 14 |
| -5 | 39.98% | 83 | 54.85% | 90 | 91.28% | 7 |
| -6 | 37.49% | 82 | 52.94% | 95 | 90.77% | 13 |
| -7 | 35.04% | 52 | 50.92% | 64 | 89.82% | 12 |
| -8 | 33.48% | 64 | 49.56% | 74 | 88.94% | 10 |
| -9 | 31.57% | 55 | 47.99% | 76 | 88.21% | 21 |
| -10 | 29.92% | 45 | 46.38% | 61 | 86.67% | 16 |
| -11 | 28.58% | 39 | 45.08% | 52 | 85.49% | 13 |
| -12 | 27.41% | 38 | 43.98% | 42 | 84.54% | 4 |
| -13 | 26.27% | 61 | 43.08% | 76 | 84.25% | 15 |
| -14 | 24.45% | 31 | 41.47% | 40 | 83.15% | 9 |
| -15 | 23.52% | 59 | 40.62% | 72 | 82.49% | 13 |
| -16 | 21.75% | 49 | 39.09% | 66 | 81.54% | 17 |
| -17 | 20.29% | 60 | 37.69% | 73 | 80.29% | 13 |
| -18 | 18.49% | 51 | 36.14% | 71 | 79.34% | 20 |
| -19 | 16.97% | 44 | 34.63% | 65 | 77.88% | 21 |
| -20 | 15.65% | 50 | 33.25% | 89 | 76.34% | 39 |
| -21 | 14.15% | 44 | 31.36% | 70 | 73.48% | 26 |
| -22 | 12.84% | 39 | 29.87% | 61 | 71.58% | 22 |
| -23 | 11.67% | 18 | 28.57% | 28 | 69.96% | 10 |
| -24 | 11.13% | 22 | 27.98% | 37 | 69.23% | 15 |
| -25 | 10.47% | 30 | 27.19% | 43 | 68.13% | 13 |
| -26 | 9.58% | 19 | 26.28% | 39 | 67.18% | 20 |
| -27 | 9.01% | 27 | 25.45% | 53 | 65.71% | 26 |
| -28 | 8.20% | 21 | 24.33% | 51 | 63.81% | 30 |
| -29 | 7.57% | 17 | 23.24% | 58 | 61.61% | 41 |
| -30 | 7.06% | 26 | 22.01% | 69 | 58.61% | 43 |
| -31 | 6.28% | 8 | 20.54% | 40 | 55.46% | 32 |
| -32 | 6.04% | 11 | 19.69% | 36 | 53.11% | 25 |
| -33 | 5.72% | 10 | 18.93% | 63 | 51.28% | 53 |
| -34 | 5.42% | 9 | 17.59% | 51 | 47.40% | 42 |
| -35 | 5.15% | 21 | 16.51% | 65 | 44.32% | 44 |
| -36 | 4.52% | 26 | 15.13% | 64 | 41.10% | 38 |
| -37 | 3.74% | 26 | 13.77% | 86 | 38.32% | 60 |
| -38 | 2.96% | 11 | 11.94% | 69 | 33.92% | 58 |
| -39 | 2.63% | 10 | 10.47% | 52 | 29.67% | 42 |
| -40 | 2.33% | 21 | 9.37% | 81 | 26.59% | 60 |
| -41 | 1.71% | 12 | 7.65% | 46 | 22.20% | 34 |
| -42 | 1.35% | 20 | 6.67% | 63 | 19.71% | 43 |
| -43 | 0.75% | 11 | 5.33% | 39 | 16.56% | 28 |
| -44 | 0.42% | 6 | 4.50% | 46 | 14.51% | 40 |
| -45 | 0.24% | 4 | 3.53% | 23 | 11.58% | 19 |
| -46 | N/A% | 0 | 3.04% | 37 | 10.18% | 37 |
| -47 | N/A% | 0 | 2.25% | 19 | 7.47% | 19 |
| -48 | 0.12% | 1 | 1.85% | 23 | 6.08% | 22 |
| -49 | 0.09% | 1 | 1.36% | 9 | 4.47% | 8 |
| -50 | 0.06% | 1 | 1.17% | 26 | 3.88% | 25 |
| -51 | 0.03% | 1 | 0.62% | 3 | 2.05% | 2 |
| -52 | N/A% | 0 | 0.55% | 6 | 1.90% | 6 |
| -53 | N/A% | 0 | 0.42% | 10 | 1.47% | 10 |
| -54 | N/A% | 0 | 0.21% | 9 | 0.73% | 9 |
| -55 | N/A% | 0 | 0.02% | 1 | 0.07% | 1 |