外資連續買超滿 5 個交易日
Active · now 13%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
Average forward return after 外資連續買超滿 5 個交易日。20-day: Win 44.4%, Sample 9, Median 0%, Excess -1.24%, Beat mkt rate 33.3%;60-day: Win 87.5%, Sample 8, Median +1.54%, Excess +4.68%, Beat mkt rate 50%;120-day: Win 100%, Sample 6, Median +9.38%, Excess +8.1%, Beat mkt rate 33.3%
120 days after: historical avg +16.06%
20-day +1.04%
60-day +8.32%
120-day +16.06%
20-day
60-day
120-day
Win
44.4%
87.5%
100%
Sample
9
8
6
Median
0%
+1.54%
+9.38%
Excess
-1.24%
+4.68%
+8.1%
Beat mkt rate
33.3%
50%
33.3%
Over 6 occurrences, 120-day forward avg gained 16.06%, beat the market by 8.1 pts; win rate 100%.