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Help me set up FinLab and analyze 00707R 期元大S&P日圓反1. Please read: https://finlab.finance/en/setup?stock=00707R

00707R

期元大S&P日圓反1 Leveraged Futures ETF As of 2026-07-28 Updated daily after market close

1 signal active.

1 active signal
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估值 50品質 50成長 50動能 50籌碼 50

Price and fund-flow snapshot

  • 外資近期中性。外資近 20 日買賣超大致持平。

Chip flow

Bearish -0.20
BearishNeutralBullish

Distribution, concentration falling — bearish

  • Distribution, concentration falling — bearish
  • 元大證券 holds 357 lots
  • sellers have 5 lots left, ~1 sessions to clear

Window from 2026-01-17 · Price +2% · branches to 2026-06-17· TDCC to 2026-06-12

  • Largest holder 元大證券 has accumulated 357 lots since the start (sold 0%), still adding.
  • Main distributor 台新 peaked at 40 lots, has sold 88%, 5 left, ~1 sessions to clear at the recent pace.
  • TDCC big holders (absolute) >1000-lot holders -1.30pp, mid holders +0, retail +0.53pp — little change.
Branch inventory reconstruction
Accumulating holders Branches that accumulated shares during the window and still hold positive inventory; they are the absorbing side.
Distributing sellers Branches that built inventory earlier and have been selling it down; the remaining number estimates what has not cleared.
Net-short desks Trading-desk branches with negative inventory or net selling, often hedge, offsetting, or short-term flow. It is not automatically a bearish view.
Accumulating
元大證券台新證券富邦證券元大-崇德元大-大天母
Distributing
台新
Desks
own scale
群益金鼎永豐金證券合庫證券富邦-建國
Price Accumulating & Distributing share one scale (comparable); Desks is independent. Zero is the baseline
Branch details Unit: lots

Accumulating

  • 元大證券 +357
    sold 0%· still adding
  • 台新證券 +17
    sold 0%
  • 富邦證券 +5
    sold 0%
  • 元大-崇德 +3
    sold 0%
  • 元大-大天母 +1
    sold 0%

Distributing

  • 台新 5 left
    sold 88%· ~1 sessions to clear

Desks

  • 群益金鼎 -263
    unclassified
  • 永豐金證券 -118
    unclassified
  • 合庫證券 -5
    unclassified
  • 富邦-建國 -1
    unclassified
Still selling 5 lots ~1 sessions to bottom at most
Recent buy/sell force +62 absorbed / -35 sold buyers slightly ahead
TDCC big holders · absolute-holding cross-check
>1000-lot holder share Retail (<400 lots) share Price (right axis)

Weak direction: big-holder share fell while retail share rose.

Describes chip flow, not investment advice. Branch data discloses only high-volume branches with ~1-day lag; TDCC is weekly. Inventory is a relative reconstruction from the window start, not absolute holdings.

Historical evidence

目前正在發生的訊號

以下訊號在最近一筆資料中成立,附這檔股票自身歷史上每次出現後的前瞻報酬統計

股價創 252 日新高(突破日)

Active

還原股價首次站上過去 252 個交易日最高;20 日內重複觸發只計一次

15 historical occurrences (since 2019-03-04)
Average forward return after 股價創 252 日新高(突破日)。20-day: Win 61.5%, Sample 13, Median +1.77%, Excess +0.04%, Beat mkt rate 46.2%;60-day: Win 54.5%, Sample 11, Median +0.21%, Excess -3.54%, Beat mkt rate 27.3%;120-day: Win 55.6%, Sample 9, Median +1.97%, Excess +3.16%, Beat mkt rate 33.3%

120 days after: historical avg +5.69%

20-day +1.47%
60-day +2.43%
120-day +5.69%
20-day
60-day
120-day
Win
61.5%
54.5%
55.6%
Sample
13
11
9
Median
+1.77%
+0.21%
+1.97%
Excess
+0.04%
-3.54%
+3.16%
Beat mkt rate
46.2%
27.3%
33.3%

Over 9 occurrences, 120-day forward avg gained 5.69%, beat the market by 3.16 pts; win rate 55.6%.

這個訊號在全市場是否站得住腳

「月營收年增率 ≥ 20%」過去 243 個月,每月平均約 404 檔個股符合條件;這些個股之後 60 個交易日的還原股價報酬,等權平均為 6.99%,平均贏過大盤 2.32 個百分點,在 64.2% 的月份中跑贏發行量加權股價報酬指數。

每月對全市場符合訊號的股票取等權平均前瞻 60 日還原報酬,再對月份平均;超額相對發行量加權股價報酬指數

目前未成立的訊號(歷史統計供參)

這些訊號現在沒有發生,列出歷史樣本以供對照

外資連續買超滿 5 個交易日

Pending

外資(不含自營商)買賣超連續 5 日為正,事件日為第 5 日;20 日內重複觸發只計一次

方法與限制

  • 所有報酬以還原股價(etl:adj_close)計算,已還原除權息與股票分割。
  • 超額報酬以發行量加權股價報酬指數(含息)為基準。
  • 估值位階與分位統計以「截至當天為止的自身歷史」滾動計算,不使用未來資訊。
  • 營收訊號的事件日對齊到公告截止日後第一個交易日,避免提前用到尚未公開的資訊。
  • 事件樣本之間日期可能重疊,統計僅描述歷史分布,樣本數較少時參考價值有限。

本頁內容為歷史資料統計與教育用途,不構成投資建議。投資一定有風險,過去績效不代表未來表現,交易前請自行評估並承擔風險。