QuantToGo理由指数
美股赔率行情自选节目我的单子

大跌反弹指数

条件收盘比前一天跌 5% 以上

今天−6.27%

一年后上涨的概率35.1%平时 79.0%
一年内再跌 20% 以上的概率71.9%平时 19.4%
一个月内反弹 10% 以上的概率47.4%平时 8.5%

1999 年以来,符合的有 58 天。最近一年内的 1 天还看不到一年后的结果,不算;下面的概率按其余 57 天算。

最坏的一次:2000-09-21 那天之后一年跌了 67.5%

每一次之后一年的涨跌幅 · 57 次

一年后下跌的 37 次

−100%−50%0%+50%+100%2000-01-04 −29.2%2000-01-06 −29.3%2000-01-28 −22.1%2000-04-03 −66.3%2000-04-10 −60.0%2000-04-12 −53.5%2000-04-14 −48.7%2000-05-02 −45.7%2000-05-10 −42.6%2000-05-23 −35.0%2000-07-28 −52.0%2000-09-21 −67.5%2000-10-10 −55.4%2000-10-25 −56.5%2000-11-08 −47.6%2000-11-10 −45.1%2000-11-16 −46.1%2000-11-28 −37.6%2000-12-19 −32.9%2000-12-20 −28.2%2001-01-02 −22.4%2001-01-05 −27.9%2001-02-02 −41.2%2001-02-16 −36.5%2001-02-27 −23.6%2001-03-09 −17.5%2001-03-12 −11.5%2001-03-20 −11.1%2001-03-28 −12.4%2001-04-03 −2.4%2001-04-16 −16.5%2001-04-23 −31.1%2001-05-29 −36.3%2001-06-14 −37.4%2001-09-17 −28.9%2001-10-17 −27.4%2001-10-29 −29.7%2002-06-19 +11.3%2002-07-25 +42.9%2008-09-17 +6.0%2008-09-29 +12.2%2008-10-07 +29.5%2008-10-15 +41.5%2008-10-21 +37.8%2008-11-05 +33.1%2008-11-19 +63.4%2008-12-01 +64.3%2011-08-08 +32.9%2020-02-27 +53.9%2020-03-09 +62.2%2020-03-12 +79.2%2020-03-16 +90.7%2020-09-03 +33.5%2022-05-05 +4.2%2022-09-13 +29.4%2025-04-03 +31.2%2025-04-04 +44.1%20052010201520202025

每一次 · 一共 58 天

日期当天
涨跌
离高点一周后
涨跌
一个月后
涨跌
一年后
涨跌
一年内
最大跌幅
2026-11-05−6.3%−14.6%——今天—
2025-04-04−6.2%−21.5%+7.5%+13.9%+44.1%−1.6%
2025-04-03−5.4%−16.3%−1.0%+7.8%+31.2%−7.7%
2022-09-13−5.5%−27.0%−1.5%−10.4%+29.4%−11.1%
2022-05-05−5.0%−22.3%−7.0%−1.8%+4.2%−16.5%
2020-09-03−5.1%−5.1%−5.9%−2.4%+33.5%−8.0%
2020-03-16−12.0%−28.6%+0.9%+24.0%+90.7%没再跌
2020-03-12−9.2%−25.2%+0.2%+14.7%+79.2%−4.5%
2020-03-09−6.9%−18.3%−12.5%+1.7%+62.2%−12.5%
2020-02-27−5.0%−13.2%+2.9%−9.7%+53.9%−17.7%
2011-08-08−6.0%−15.2%+7.5%+8.0%+32.9%−1.1%
2008-12-01−7.5%−48.6%+11.7%+10.6%+64.3%−4.3%
2008-11-19−5.2%−48.7%+9.3%+11.3%+63.4%−4.8%
2008-11-05−5.2%−39.8%−10.3%−9.5%+33.1%−20.1%
2008-10-21−5.2%−42.6%+1.2%−14.7%+37.8%−18.8%
2008-10-15−9.0%−44.2%0.0%−0.5%+41.5%−16.5%
2008-10-07−6.3%−40.5%+2.9%−2.0%+29.5%−21.7%
2008-09-29−7.9%−31.1%−7.8%−15.8%+12.2%−32.4%
2008-09-17−5.2%−26.7%+1.7%−19.7%+6.0%−36.4%
2002-07-25−5.8%−49.3%+2.2%+13.0%+42.9%−9.8%
2002-06-19−5.8%−40.2%−6.2%−12.3%+11.3%−26.6%
2001-10-29−5.5%−59.0%+8.0%+13.8%−29.7%−41.1%
2001-10-17−7.2%−62.4%+9.0%+21.7%−27.4%−38.2%
2001-09-17−8.5%−67.0%−5.1%+12.1%−28.9%−31.3%
2001-06-14−5.2%−58.8%+2.6%+0.2%−37.4%−37.4%
2001-05-29−5.9%−55.0%+3.8%−5.1%−36.3%−38.9%
2001-04-23−6.7%−56.0%+2.2%+12.7%−31.1%−37.6%
2001-04-16−6.0%−60.8%+12.2%+12.2%−16.5%−30.0%
2001-04-03−7.3%−67.5%+14.8%+35.0%−2.4%−18.7%
2001-03-28−8.2%−63.9%−14.2%+13.7%−12.4%−29.0%
2001-03-20−6.7%−65.7%+7.2%+19.7%−11.1%−30.1%
2001-03-12−6.2%−64.1%+2.3%−5.9%−11.5%−33.4%
2001-03-09−7.0%−61.7%−8.6%−17.8%−17.5%−37.5%
2001-02-27−6.0%−58.4%+0.8%−19.0%−23.6%−42.5%
2001-02-16−5.6%−53.2%−5.4%−26.8%−36.5%−48.9%
2001-02-02−5.5%−47.8%−8.4%−19.7%−41.2%−54.2%
2001-01-05−7.6%−51.9%+10.8%+8.8%−27.9%−50.2%
2001-01-02−8.5%−54.6%+7.1%+21.9%−22.4%−47.2%
2000-12-20−5.8%−52.7%+10.2%+21.6%−28.2%−49.4%
2000-12-19−7.6%−49.8%+4.1%+12.3%−32.9%−52.3%
再看 18 天
日期当天
涨跌
离高点一周后
涨跌
一个月后
涨跌
一年后
涨跌
一年内
最大跌幅
2000-11-28−5.9%−44.4%+8.0%−6.1%−37.6%−56.9%
2000-11-16−5.8%−38.1%−3.3%−12.2%−46.1%−61.3%
2000-11-10−5.2%−39.1%+1.5%−0.1%−45.1%−60.7%
2000-11-08−7.8%−35.7%+2.2%−10.2%−47.6%−62.8%
2000-10-25−5.6%−33.9%+4.0%−9.6%−56.5%−63.8%
2000-10-10−5.2%−33.5%−0.1%−3.3%−55.4%−64.0%
2000-09-21−7.3%−25.5%+4.3%−1.6%−67.5%−67.9%
2000-07-28−5.4%−26.2%+3.7%+13.4%−52.0%−60.8%
2000-05-23−8.4%−36.5%+11.6%+27.3%−35.0%−54.5%
2000-05-10−7.3%−32.3%+11.5%+17.6%−42.6%−57.3%
2000-05-02−5.8%−23.5%−4.6%−3.1%−45.7%−62.2%
2000-04-14−8.7%−31.8%+5.4%+13.0%−48.7%−57.6%
2000-04-12−5.9%−21.9%−3.2%−8.0%−53.5%−63.0%
2000-04-10−6.7%−15.5%−9.9%−19.8%−60.0%−65.8%
2000-04-03−6.0%−12.6%−3.3%−13.4%−66.3%−66.3%
2000-01-28−5.0%−10.6%+13.0%+24.1%−22.1%−37.9%
2000-01-06−9.3%−15.5%+13.9%+23.0%−29.3%−33.3%
2000-01-04−6.9%−6.9%+0.2%+9.3%−29.2%−39.4%

怎么算的

条件:纳斯达克 100 ETF(QQQ)收盘比前一天跌 5% 以上。1999 年 11 月以来 58 天;今天之后还不满一年,不算,统计用 57 次。

一年后:之后第 252 个交易日的收盘价,和当天收盘价比。

一年内再跌 20%:之后 252 个交易日里最低的收盘价,比当天低 20% 以上。

一个月内反弹 10%:之后 21 个交易日里最高的收盘价,比当天高 10% 以上。

平时:1999 年 11 月以来全部 6,543 个交易日,问同样三个问题。

价格:含息价(AlphaVantage 复权收盘,分红再投),1999-11-01 起。

数据截至 2026-11-05 收盘。没满期限的写「—」。

数据来源:Tushare Pro、万得、今日投资、Alpha Vantage、聚宽、雅虎财经、美联储经济数据、芝加哥期权交易所、美国金融业监管局、美国证监会、纳斯达克官网、中证指数公司、中国外汇交易中心、上海证券交易所、东方财富、新浪财经、腾讯财经、雪球、英为财情、Reddit(经 Arctic Shift 存档)、博查搜索、GDELT 全球新闻库、世界银行、MSCI、标普道琼斯指数、罗伯特·希勒数据、法玛-弗伦奇数据库、德意志联邦银行、日本财务省