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内部量化研究 · 连续下跌概率与后势走势
沪电股份（002463）连续2/3根下跌概率分析
数据 MAX(date)=2026-10-30 ｜ 真实已收盘日K 1211 根（2021-11-02 ~ 2026-10-30）｜ 生成于 2026-11-02 18:02（Asia/Shanghai）
数据源：本地真实日K数据库 · 表
数据源：本地真实日K数据库 · 表
daily_k（前复权）｜ 盘中临时价不参与历史统计，缺数填 null，不插值不造数连续2根下跌 · 发生频次
271 次
占全部可判定日K 22.4%
次日继续下跌概率
45.2%
样本 n=270（马尔可夫延续）
次日反弹收涨概率
53.3%
收平 1.5%
“恰好2根”连跌段
78 段
占全部连跌段 24.1%
后势走势统计（锚点=第2根下跌日收盘，前复权收盘价）
| 窗口 | 样本数 n | 上涨概率 P(收涨) | 平均涨跌幅 | 中位数 | 最大涨幅 | 最大跌幅 | 全样本基线 胜率/均值(n) |
|---|---|---|---|---|---|---|---|
| 后1日 | 270 | 53.3% | ▲ 0.3% | 0.17% | 10.83% | -10.37% | 50.4% / 0.26% (n=1209) |
| 后3日 | 270 | 50.0% | ▲ 1.04% | -0.03% | 23.25% | -15.23% | 49.8% / 0.79% (n=1207) |
| 后5日 | 270 | 52.6% | ▲ 2.17% | 0.62% | 44.17% | -15.26% | 51.2% / 1.32% (n=1205) |
| 后10日 | 268 | 58.6% | ▲ 2.61% | 1.89% | 45.67% | -22.29% | 56.7% / 2.59% (n=1200) |
上涨概率＝该窗口收益>0 的事件占比；收平不计入上涨。平均为算术平均；基线为“任一交易日”持有同等窗口的无条件分布，用于对照（连续下跌统计≠必然反弹，不构成预测）。最近 60 个事件（更早略，全量见 JSON）：
事件明细（最近在前，后势缺数填 null）
| 锚点日期 | 当时连跌根数 | 锚点收盘 | 后1日 | 后3日 | 后5日 | 后10日 |
|---|---|---|---|---|---|---|
| 2026-10-30 | 2 | 87.34 | null | null | null | null |
| 2026-10-20 | 3 | 111.01 | 3.57% | -3.56% | -10.64% | null |
| 2026-10-19 | 2 | 111.75 | -0.66% | -4.29% | -11.5% | null |
| 2026-10-12 | 4 | 109.62 | 5.73% | 5.98% | 1.94% | -9.78% |
| 2026-10-09 | 3 | 112.29 | -2.38% | 2.41% | 0.97% | -4.66% |
| 2026-10-08 | 2 | 115.88 | -3.1% | 0.02% | 0.26% | -7.7% |
| 2026-09-28 | 2 | 117.20 | 1.6% | -1.13% | -6.47% | -4.65% |
| 2026-09-04 | 4 | 111.50 | 10.0% | 14.39% | 15.02% | 10.76% |
| 2026-09-03 | 3 | 116.42 | -4.23% | 7.28% | 9.88% | 6.06% |
| 2026-09-02 | 2 | 118.39 | -1.66% | 3.6% | 7.74% | 7.95% |
| 2026-08-25 | 2 | 114.29 | 4.31% | 6.48% | 5.63% | 9.28% |
| 2026-08-19 | 2 | 113.41 | 0.8% | 1.9% | 5.12% | 4.39% |
| 2026-08-11 | 2 | 121.00 | 1.66% | 0.22% | 2.14% | -5.55% |
| 2026-07-30 | 3 | 96.55 | 7.46% | 15.76% | 21.39% | 24.97% |
| 2026-07-29 | 2 | 105.25 | -8.27% | -3.46% | 9.83% | 16.87% |
| 2026-07-20 | 3 | 115.02 | 6.59% | 0.63% | 2.16% | -11.66% |
| 2026-07-17 | 2 | 127.80 | -10.0% | -10.62% | -12.19% | -18.82% |
| 2026-07-13 | 2 | 124.66 | 10.0% | 9.67% | -7.73% | -5.74% |
| 2026-07-02 | 2 | 130.51 | 3.71% | -0.61% | 5.2% | 4.76% |
| 2026-06-29 | 2 | 141.06 | 8.32% | -7.48% | -8.67% | -11.63% |
| 2026-06-23 | 2 | 138.50 | 3.5% | 6.34% | 10.32% | -6.34% |
| 2026-06-12 | 3 | 125.20 | 6.84% | 17.05% | 16.02% | 12.67% |
| 2026-06-11 | 2 | 126.91 | -1.35% | 10.82% | 16.54% | 16.05% |
| 2026-06-01 | 2 | 122.51 | 6.93% | 14.95% | 11.83% | 9.18% |
| 2026-05-15 | 2 | 102.99 | 1.23% | 0.57% | 10.76% | 28.21% |
| 2026-03-31 | 2 | 75.47 | 4.4% | 0.46% | 10.73% | 22.27% |
| 2026-03-23 | 3 | 79.74 | 2.57% | -1.54% | -1.32% | -4.78% |
| 2026-03-20 | 2 | 83.80 | -4.84% | -2.12% | -4.37% | -9.52% |
| 2026-03-09 | 2 | 73.69 | 3.34% | 2.92% | 13.24% | 8.21% |
| 2026-03-04 | 4 | 75.50 | 0.6% | -2.4% | 1.64% | 19.87% |
| 2026-03-03 | 3 | 75.72 | -0.29% | -1.07% | 0.57% | 12.37% |
| 2026-03-02 | 2 | 81.37 | -6.94% | -6.66% | -9.44% | 2.56% |
| 2026-02-12 | 2 | 68.45 | 0.32% | 12.64% | 21.4% | 9.44% |
| 2026-02-05 | 2 | 65.47 | 4.87% | 9.61% | 4.55% | 26.93% |
| 2026-01-27 | 3 | 71.09 | 0.62% | -2.59% | -2.83% | 0.94% |
| 2026-01-26 | 2 | 71.15 | -0.08% | -3.51% | -3.63% | -0.08% |
| 2026-01-20 | 2 | 70.63 | 4.06% | 1.37% | 0.65% | -2.19% |
| 2026-01-12 | 5 | 68.62 | 0.47% | 9.66% | 9.02% | 3.69% |
| 2026-01-09 | 4 | 69.50 | -1.27% | 5.21% | 10.07% | 3.02% |
| 2026-01-08 | 3 | 70.73 | -1.74% | -2.53% | 6.39% | 7.22% |
| 2026-01-07 | 2 | 73.02 | -3.14% | -6.03% | 0.14% | 0.66% |
| 2025-12-31 | 2 | 72.57 | 3.97% | 0.62% | -4.23% | 5.42% |
| 2025-12-26 | 2 | 71.28 | 6.96% | 1.81% | 2.69% | -3.28% |
| 2025-12-19 | 2 | 67.02 | 5.77% | 8.49% | 6.36% | 9.22% |
| 2025-12-16 | 2 | 67.89 | 5.32% | -1.28% | 4.46% | 9.13% |
| 2025-12-11 | 2 | 69.92 | 0.5% | -2.9% | -3.3% | 2.89% |
| 2025-12-05 | 2 | 68.03 | 4.01% | 5.97% | 3.29% | -1.48% |
| 2025-11-28 | 2 | 68.95 | 3.83% | 3.03% | -1.33% | 1.91% |
| 2025-11-24 | 2 | 60.36 | 10.09% | 15.36% | 18.61% | 17.23% |
| 2025-11-12 | 4 | 63.62 | 0.53% | -2.7% | -0.85% | 13.69% |
| 2025-11-11 | 3 | 64.98 | -2.09% | -5.96% | -3.79% | 2.26% |
| 2025-11-10 | 2 | 67.09 | -3.15% | -4.67% | -7.74% | -10.03% |
| 2025-11-05 | 2 | 69.89 | 3.03% | -4.01% | -8.97% | -9.74% |
| 2025-10-31 | 3 | 70.46 | 0.95% | -0.81% | -2.16% | -13.27% |
| 2025-10-30 | 2 | 75.20 | -6.3% | -6.25% | -4.24% | -14.95% |
| 2025-10-23 | 2 | 67.59 | 7.43% | 17.62% | 11.26% | 6.54% |
| 2025-10-17 | 2 | 63.67 | 4.37% | 9.08% | 14.04% | 10.66% |
| 2025-10-14 | 3 | 65.30 | 3.66% | -2.5% | 6.51% | 21.75% |
| 2025-10-13 | 2 | 70.00 | -6.71% | -4.64% | -5.07% | 10.01% |
| 2025-09-24 | 2 | 73.95 | 0.35% | -0.19% | -0.68% | -9.74% |
连续3根下跌 · 发生频次
122 次
占全部可判定日K 10.08%
次日继续下跌概率
41.8%
样本 n=122（马尔可夫延续）
次日反弹收涨概率
57.4%
收平 0.8%
“恰好3根”连跌段
41 段
占全部连跌段 12.7%
后势走势统计（锚点=第3根下跌日收盘，前复权收盘价）
| 窗口 | 样本数 n | 上涨概率 P(收涨) | 平均涨跌幅 | 中位数 | 最大涨幅 | 最大跌幅 | 全样本基线 胜率/均值(n) |
|---|---|---|---|---|---|---|---|
| 后1日 | 122 | 57.4% | ▲ 0.57% | 0.57% | 10.47% | -10.32% | 50.4% / 0.26% (n=1209) |
| 后3日 | 122 | 53.3% | ▲ 1.6% | 0.54% | 23.25% | -13.42% | 49.8% / 0.79% (n=1207) |
| 后5日 | 122 | 57.4% | ▲ 2.89% | 2.04% | 44.17% | -15.26% | 51.2% / 1.32% (n=1205) |
| 后10日 | 121 | 64.5% | ▲ 2.68% | 2.16% | 45.67% | -22.29% | 56.7% / 2.59% (n=1200) |
上涨概率＝该窗口收益>0 的事件占比；收平不计入上涨。平均为算术平均；基线为“任一交易日”持有同等窗口的无条件分布，用于对照（连续下跌统计≠必然反弹，不构成预测）。最近 60 个事件（更早略，全量见 JSON）：
事件明细（最近在前，后势缺数填 null）
| 锚点日期 | 当时连跌根数 | 锚点收盘 | 后1日 | 后3日 | 后5日 | 后10日 |
|---|---|---|---|---|---|---|
| 2026-10-20 | 3 | 111.01 | 3.57% | -3.56% | -10.64% | null |
| 2026-10-12 | 4 | 109.62 | 5.73% | 5.98% | 1.94% | -9.78% |
| 2026-10-09 | 3 | 112.29 | -2.38% | 2.41% | 0.97% | -4.66% |
| 2026-09-04 | 4 | 111.50 | 10.0% | 14.39% | 15.02% | 10.76% |
| 2026-09-03 | 3 | 116.42 | -4.23% | 7.28% | 9.88% | 6.06% |
| 2026-07-30 | 3 | 96.55 | 7.46% | 15.76% | 21.39% | 24.97% |
| 2026-07-20 | 3 | 115.02 | 6.59% | 0.63% | 2.16% | -11.66% |
| 2026-06-12 | 3 | 125.20 | 6.84% | 17.05% | 16.02% | 12.67% |
| 2026-03-23 | 3 | 79.74 | 2.57% | -1.54% | -1.32% | -4.78% |
| 2026-03-04 | 4 | 75.50 | 0.6% | -2.4% | 1.64% | 19.87% |
| 2026-03-03 | 3 | 75.72 | -0.29% | -1.07% | 0.57% | 12.37% |
| 2026-01-27 | 3 | 71.09 | 0.62% | -2.59% | -2.83% | 0.94% |
| 2026-01-12 | 5 | 68.62 | 0.47% | 9.66% | 9.02% | 3.69% |
| 2026-01-09 | 4 | 69.50 | -1.27% | 5.21% | 10.07% | 3.02% |
| 2026-01-08 | 3 | 70.73 | -1.74% | -2.53% | 6.39% | 7.22% |
| 2025-11-12 | 4 | 63.62 | 0.53% | -2.7% | -0.85% | 13.69% |
| 2025-11-11 | 3 | 64.98 | -2.09% | -5.96% | -3.79% | 2.26% |
| 2025-10-31 | 3 | 70.46 | 0.95% | -0.81% | -2.16% | -13.27% |
| 2025-10-14 | 3 | 65.30 | 3.66% | -2.5% | 6.51% | 21.75% |
| 2025-09-04 | 3 | 58.88 | 8.08% | 0.02% | 17.75% | 27.24% |
| 2025-08-21 | 3 | 53.07 | 3.88% | 7.69% | 19.88% | 10.95% |
| 2025-07-23 | 4 | 49.16 | 0.06% | 6.27% | 9.8% | 5.94% |
| 2025-07-22 | 3 | 50.95 | -3.51% | -3.75% | 7.32% | 2.22% |
| 2025-06-24 | 4 | 41.50 | 0.8% | 1.93% | 5.08% | 17.04% |
| 2025-06-23 | 3 | 41.95 | -1.07% | -1.19% | 0.31% | 7.99% |
| 2025-05-19 | 3 | 30.00 | 0.77% | 2.3% | 0.13% | 1.9% |
| 2025-04-17 | 3 | 25.42 | 5.15% | 3.7% | 4.72% | 14.2% |
| 2025-04-08 | 3 | 23.94 | 1.96% | 11.45% | 10.86% | 10.11% |
| 2025-03-28 | 4 | 31.52 | 0.89% | 2.41% | -15.26% | -14.47% |
| 2025-03-27 | 3 | 32.00 | -1.5% | -1.03% | -6.91% | -16.62% |
| 2025-03-21 | 3 | 33.12 | 1.09% | -2.17% | -4.83% | -19.35% |
| 2025-03-03 | 3 | 31.90 | 2.23% | 5.24% | 2.79% | 9.37% |
| 2025-02-05 | 4 | 36.44 | 1.59% | 4.8% | 6.17% | 11.8% |
| 2025-01-27 | 3 | 40.59 | -10.22% | -6.13% | -4.93% | 0.25% |
| 2025-01-02 | 4 | 37.65 | 0.93% | 9.67% | 11.31% | 1.49% |
| 2024-12-31 | 3 | 38.65 | -2.59% | 0.62% | 6.36% | -2.51% |
| 2024-11-25 | 4 | 34.60 | 3.01% | 3.47% | 7.23% | 6.85% |
| 2024-11-22 | 3 | 35.64 | -2.92% | 3.11% | 1.91% | 5.3% |
| 2024-11-18 | 3 | 36.75 | 3.29% | 1.88% | -5.85% | 0.95% |
| 2024-11-01 | 5 | 38.42 | 3.54% | 2.5% | 2.32% | -1.12% |
| 2024-10-31 | 4 | 39.87 | -3.64% | 1.61% | -0.5% | 0.33% |
| 2024-10-30 | 3 | 40.01 | -0.35% | -0.57% | -1.57% | 3.7% |
| 2024-09-20 | 3 | 31.15 | 0.06% | 5.94% | 14.03% | 31.11% |
| 2024-08-27 | 3 | 31.10 | 0.51% | 1.32% | 6.11% | -3.89% |
| 2024-07-25 | 3 | 32.40 | 0.37% | -2.25% | 2.13% | -7.87% |
| 2024-07-15 | 3 | 38.13 | 1.52% | -7.58% | -8.92% | -13.27% |
| 2024-06-25 | 5 | 34.57 | 3.56% | 2.69% | 3.76% | 14.09% |
| 2024-06-24 | 4 | 35.91 | -3.73% | -2.39% | 1.5% | 2.73% |
| 2024-06-21 | 3 | 36.10 | -0.53% | -0.83% | -1.66% | 2.77% |
| 2024-05-10 | 6 | 29.89 | 1.57% | 1.57% | 3.41% | 1.17% |
| 2024-05-09 | 5 | 30.64 | -2.45% | -2.48% | 2.42% | 1.66% |
| 2024-05-08 | 4 | 30.89 | -0.81% | -1.72% | -1.72% | 0.62% |
| 2024-05-07 | 3 | 31.08 | -0.61% | -3.83% | -3.86% | 1.58% |
| 2024-04-22 | 3 | 27.21 | 3.09% | 8.82% | 17.71% | 12.61% |
| 2024-04-11 | 3 | 27.29 | 5.31% | 3.63% | 7.81% | 8.5% |
| 2024-01-08 | 6 | 18.46 | 5.42% | 2.65% | 2.33% | 11.38% |
| 2024-01-05 | 5 | 19.05 | -3.1% | -0.63% | -2.1% | 10.87% |
| 2024-01-04 | 4 | 19.97 | -4.61% | -2.55% | -5.11% | 2.05% |
| 2024-01-03 | 3 | 20.10 | -0.65% | -8.16% | -5.82% | -4.38% |
| 2023-12-15 | 3 | 20.04 | 0.0% | -0.35% | -1.15% | 2.89% |
全部连跌段长度分布（每段记一次）
| 连跌段长度 | 段数 | 占全部连跌段 |
|---|---|---|
| 1连跌 | 174 | 53.9% |
| 2连跌 | 78 | 24.1% |
| 3连跌 | 41 | 12.7% |
| 4连跌 | 17 | 5.3% |
| 5连跌 | 7 | 2.2% |
| 6连跌 | 5 | 1.5% |
| 7连跌 | 0 | 0.0% |
| 8连跌 | 1 | 0.3% |
全样本可判定日K 1210 根，其中下跌日 594 根，单日下跌经验概率 49.1%；
共识别连跌段 323 段。
口径对照：「连续k根」事件为滑窗内含（一段长连跌贡献多个锚点，贴合“刚出现k连跌”的实战问题）； 「恰好k根」按整段长度只记一次，两者不可混用。
口径对照：「连续k根」事件为滑窗内含（一段长连跌贡献多个锚点，贴合“刚出现k连跌”的实战问题）； 「恰好k根」按整段长度只记一次，两者不可混用。
统计口径与公式
- 下跌日：downi = (closei < closei-1)，方向一律用收盘价，不用盘中价。
- 连续k根事件（k=2/3）：锚点 i 满足最近 k 根全部下跌（runi ≥ k）。
- 发生频次：Nk = 满足条件的锚点数（滑窗内含口径）。
- 条件概率：P(连k跌) = Nk ÷ 可判定方向日K数 D = Nk ÷ 1210。
- 次日延续/反弹：P(次日续跌｜连k跌)=第k+1根仍下跌锚点 ÷ 有次日方向的锚点；反弹收涨、收平同理，三项合计100%。
- 后势收益：fwdh=(closei+h/closei − 1)×100%，h∈{1,3,5,10}；锚点后不足 h 根真实K线者该窗口计 null，不补不造。
- 上涨概率：该窗口 fwdh>0 的事件数 ÷ 有效样本数（收平不算上涨）；平均=算术平均；中位数=样本中位数；最大涨幅/最大跌幅取极值。
- 基线对照：“任一可判定交易日”持有同窗口的无条件胜率/均值，用于判断连续下跌样本是否偏离总体。
合规与风险：本页为历史形态的后验统计描述，非价格预测、非荐股、不构成任何投资建议；条件概率随市场环境变化，存在样本有限、存活与过拟合风险，历史规律不保证重演。红涨绿跌（A股习惯）。