QQUANT MARKET INTEL
中文

Asia evening report

Market close review (2026-10-29)

Target date 2026-10-29; Source report generated at 2026-10-30 11:27 (Beijing time).

This report was backfilled; the generation time is recorded in the source report.

This English route translates the public presentation text while preserving the original facts, dates, evidence links, and source identifiers.

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Asia market close review

Target date 2026-10-29; Source report generated at 2026-10-30 11:27 (Beijing time).

Asian market overview

Hong Kong · Hang Seng

-0.59%
Close
22958.65
Status
Closed session

Japan · Nikkei 225

+1.10%
Close
64659.47
Status
Closed session

Korea · KOSPI

-1.24%
Close
5937.66
Status
Closed session

Hong Kong · finance.yahoo.com · 2026-10-29T08:00:00+00:00

Japan · finance.yahoo.com · 2026-10-29T06:30:00+00:00

Korea · finance.yahoo.com · 2026-10-29T06:30:00+00:00

Source times use exchange-calendar session closes. Daily bar timestamps identify local sessions.

Full source links and evidence are available in the web report.

Market state

Status: Cool and fragile.

Heat / fragility: 14.2 / 59.2 (observation score).

Methodology: Heat, fragility, and six-dimension scores are market-state observation scores; they do not map directly to position sizing or constitute trading instructions.

Six-dimension observation

Liquidity

48.4 / 100
Status
Neutral

Turnover / historical median 0.98x; Turnover percentile 50.0%

Breadth

0 / 100
Status
Weak

Advancing share 14.0%; Median stock return -2.6%; Above-VWAP share 13.9%

Profit effect

24.3 / 100
Status
Weak

limit-up rate 0.7%; Share gaining over 5% 1.9%

Loss risk

87.8 / 100
Status
高风险

limit-down rate 0.9%; Share falling over 5% 17.8%

Trend confirmation

0 / 100
Status
Weak

Advancing index share 0.0%; Median index return -2.9%; index close position 9.1%

Rotation quality

2.1 / 100
Status
Weak

Advancing sector share 6.2%; Median sector return -2.0%; Leader concentration 100.0%

Scale: 0 … 100

Observation score; higher loss-risk scores mean greater risk. Scores are not probabilities or trading instructions.

Next-day validation

下一观察日跌幅超过 5% 的占比下降, 才算尾部亏钱效应缓和; Condition: Share falling over 5% < 17.8%

Index overview

SSE Composite

-0.82%
Close level
3651.43
Turnover (CNY 100m)
7156.21

SZSE Component

-2.92%
Close level
11138.20
Turnover (CNY 100m)
4175.30

ChiNext Index

-4.45%
Close level
2517.59
Turnover (CNY 100m)
1736.10

STAR Market 50

-4.27%
Close level
1228.09
Turnover (CNY 100m)
711.00

CSI 300

-1.03%
Close level
4041.84
Turnover (CNY 100m)
4118.93

CSI 500

-2.82%
Close level
6453.72
Turnover (CNY 100m)
2715.52

CSI 1000

-3.03%
Close level
6378.78
Turnover (CNY 100m)
3209.32

Market overview

%

Median market return

-2.60%

Turnover-weighted return

-3.28%

Turnover weighting emphasizes high-turnover stocks; this is not an index return.

Turnover-weighted return minus median 0.7pp, 高成交标的相对偏弱

Total turnover

trillion

Total turnover

1.57 trillion

Market breadth

stocks
Up
781 stocks
Down
4728 stocks
Flat
61 stocks

Scale: 0 … 5,570 stocks

Advancing share

%

Advancing share

14.0%

Scale: 0 … 100 %

Intraday indicators

Share above VWAP

13.9%

Scale: 0 … 100

Opening gap

-0.41%

Scale: -5 … 5

Median intraday range

4.04%

Scale: 0 … 5

Closing position

9.1%

Scale: 0 … 100

Shares and positions use 0–100%; gap and range use separate scales.

return distribution

stocks

Below −9.9%

133
Share
2.4%

-9.9~-7%

317
Share
5.7%

-7~-5%

540
Share
9.7%

-5~-3%

1419
Share
25.5%

-3~-1%

1793
Share
32.2%

-1~0%

526
Share
9.4%

0~1%

355
Share
6.4%

1~3%

289
Share
5.2%

3~5%

94
Share
1.7%

5~7%

42
Share
0.8%

7~9.9%

16
Share
0.3%

At least +9.9%

46
Share
0.8%

Buckets follow the report; a bucket containing zero may include unchanged stocks and is not an advancing-stock count.

Price limits

stocks
Limit-up
39 stocks
Limit-down
52 stocks

Scale: 0 … 91 stocks

Price-limit counts overlap with moves beyond 5%; compare groups separately.

Representative limit-up stocks: 光洋股份, 一鸣食品, 宇晶股份, 友阿股份, 中国卫星, 冰山冷热, 海阳科技, 东方海洋, 天顺风能, 桂林三金, 西部材料, 和泰机电

Gainers above 5% / Decliners below -5%

stocks
Return>5%
104 stocks
Decline>5%
992 stocks

Scale: 0 … 1,096 stocks

Price-limit counts overlap with moves beyond 5%; compare groups separately.

Longest limit-up streak

Longest limit-up streak

4 consecutive limit-up sessions

Large-order flow proxy

100m

Large-order flow proxy

-555.88 100m

The single flow bar shows its value and direction, not a share of turnover.

This flow proxy does not identify actual institutional trades.

Net-inflow stocks / Net-outflow stocks

stocks
Net inflows
690 stocks
Net outflows
2851 stocks

Scale: 0 … 3,541 stocks

Industry sectors TOP10

Banking

+1.98%
median
+1.71%
Stock count
42
Advancing share
95.2%

Coal

+0.51%
median
+0.38%
Stock count
39
Advancing share
56.4%

Transportation

-0.47%
median
-0.38%
Stock count
116
Advancing share
34.5%

Food and beverages

-0.59%
median
-0.75%
Stock count
126
Advancing share
35.7%

Defense

-0.64%
median
-0.69%
Stock count
135
Advancing share
36.3%

Utilities

-0.92%
median
-1.07%
Stock count
102
Advancing share
27.5%

Non-bank financials

-1.41%
median
-1.51%
Stock count
72
Advancing share
15.3%

Oil and petrochemicals

-1.42%
median
-1.71%
Stock count
49
Advancing share
24.5%

Agriculture, forestry and fisheries

-1.45%
median
-1.59%
Stock count
77
Advancing share
14.3%

Consumer services

-1.61%
median
-1.41%
Stock count
57
Advancing share
15.8%

Worst-performing sectors:

Electronics(-5.43%), Telecom(-4.03%), Other(-3.69%), Automobiles(-3.45%), Computers(-3.40%)

Worst-performing sectors

Electronics

-5.43%

Telecom

-4.03%

Other

-3.69%

Automobiles

-3.45%

Computers

-3.40%

Top 10 high-volume core stocks

中际旭创 300308.SZ

194.80 CNY 100m
Return
-8.53%

新易盛 300502.SZ

139.00 CNY 100m
Return
-11.06%

天孚通信 300394.SZ

125.30 CNY 100m
Return
-19.77%

长鑫科技 688825.SH

119.50 CNY 100m
Return
-3.36%

兆易创新 603986.SH

99.10 CNY 100m
Return
-4.79%

宁德时代 300750.SZ

85.80 CNY 100m
Return
-0.03%

寒武纪 688256.SH

80.80 CNY 100m
Return
-4.70%

东山精密 002384.SZ

69.40 CNY 100m
Return
-10.00%

君正股份 300223.SZ

65.80 CNY 100m
Return
-0.29%

亨通光电 600487.SH

62.80 CNY 100m
Return
-7.98%

Hot concepts TOP5

太空算力

+1.89%
leader
上海港湾(+9.98%)
Limit-up count
1

Banking

+1.74%
leader
青岛银行(+8.02%)
Limit-up count
0

军工电子

+1.02%
leader
西测测试(+11.75%)
Limit-up count
0

低轨卫星

+0.71%
leader
中国卫星(+10.00%)
Limit-up count
1

HALO概念

+0.71%
leader
中国广核(+7.22%)
Limit-up count
0

Extreme movers

邵阳液压 301079.SZ

+20.01%

飞沃科技 301232.SZ

+17.09%

中海达 300177.SZ

+14.19%

海力风电 301155.SZ

+12.43%

福事特 301446.SZ

+12.34%

天孚通信 300394.SZ

-19.77%

301718.SZ

-17.58%

安徽凤凰 920000.BJ

-16.15%

联特科技 301205.SZ

-15.84%

佰维存储 688525.SH

-15.79%

Data completeness and calibration

Completeness: high (97%); Six dimensions available: 6/6.

Warning: Profit effect and loss risk have missing inputs; observation scores were reweighted using available metrics.

Calibration: provisional observation scale (not backtested).

Turnover

100m
20,028.5217,228.7614,429
Turnover19,728.5516,230.9214,728.9716,421.0215,707.12

Turnover · — · 5 observations

Tushare A 股日线

Financing balance

100m
24,296.724,039.5123,782.31
Financing balance24,269.1424,026.6323,970.6923,809.8723,830.19

Financing balance · — · 5 observations

Tushare 融资融券交易汇总（全市场，覆盖 BSE/SSE/SZSE）

Market breadth dashboard

Average return

-2.65 %

Tushare A-share daily prices

Verified

Money flow

宁德时代 300750.SZ

11.46 CNY 100m

长江电力 600900.SH

11.07 CNY 100m

工商银行 601398.SH

7.93 CNY 100m

交通银行 601328.SH

5.39 CNY 100m

中国银行 601988.SH

4.13 CNY 100m

中国神华 601088.SH

2.98 CNY 100m

伊利股份 600887.SH

2.80 CNY 100m

成都银行 601838.SH

2.73 CNY 100m

中际旭创 300308.SZ

-15.81 CNY 100m

新易盛 300502.SZ

-10.53 CNY 100m

亨通光电 600487.SH

-9.39 CNY 100m

工业富联 601138.SH

-9.10 CNY 100m

兆易创新 603986.SH

-8.71 CNY 100m

Tushare THS money flow

Verified

Recent return distribution

stocks

Advancing stocks / Declining stocks / Unchanged stocks

4,526 / 909 / 137

2,252 / 3,157 / 161

606 / 4,922 / 42

4,156 / 1,239 / 175

781 / 4,728 / 61

Tushare A 股日线

Historical overseas-theme research

See the web report for research status and full comparisons.

Research comparisons and sources

This section preserves the source-language research.

回溯探索性研究，不是当日预测；未经历史时点数据认证。

研究：overseas-semiconductor-sox-20261029；样本：2020-01-02–2026-10-16；生成时间（UTC）：2026-10-29T15:46:13.930847+00:00；源码版本：5122f1abd54bc69037631a4d45f8e28c24a29647。

MSE 改善为正表示误差下降，为负表示误差上升；区间跨零不能证明存在改善。

sw_semiconductor.gap.lag0：sw_semiconductor；gap；滞后 0 个交易日；n=1643；基线=global；增广=theme_residual；MSE 改善=0.057998，95% 区间 [0.0340489, 0.0894525]；来源 ID：000300_sh_tushare_daily, 510300_sh_fund_adj, 510300_sh_fund_daily, 512480_sh_fund_adj, 512480_sh_fund_daily, 801081_si_sw_daily, eurusd_fxcm_fx_daily, hsi_tushare_daily, ks11_tushare_daily, n225_tushare_daily, spx_tushare_daily, usdcnh_fxcm_fx_daily, usdjpy_fxcm_fx_daily, yahoo_sox。

sw_semiconductor.post_open.lag0：sw_semiconductor；post_open；滞后 0 个交易日；n=1643；基线=global；增广=theme_residual；MSE 改善=0.00102981，95% 区间 [-0.00317442, 0.00454962]；来源 ID：000300_sh_tushare_daily, 510300_sh_fund_adj, 510300_sh_fund_daily, 512480_sh_fund_adj, 512480_sh_fund_daily, 801081_si_sw_daily, eurusd_fxcm_fx_daily, hsi_tushare_daily, ks11_tushare_daily, n225_tushare_daily, spx_tushare_daily, usdcnh_fxcm_fx_daily, usdjpy_fxcm_fx_daily, yahoo_sox。

sw_semiconductor.gap.lag1：sw_semiconductor；gap；滞后 1 个交易日；n=1634；基线=global；增广=theme_residual；MSE 改善=-0.00164728，95% 区间 [-0.00484915, 0.00124979]；来源 ID：000300_sh_tushare_daily, 510300_sh_fund_adj, 510300_sh_fund_daily, 512480_sh_fund_adj, 512480_sh_fund_daily, 801081_si_sw_daily, eurusd_fxcm_fx_daily, hsi_tushare_daily, ks11_tushare_daily, n225_tushare_daily, spx_tushare_daily, usdcnh_fxcm_fx_daily, usdjpy_fxcm_fx_daily, yahoo_sox。

sw_semiconductor.post_open.lag1：sw_semiconductor；post_open；滞后 1 个交易日；n=1634；基线=global；增广=theme_residual；MSE 改善=-0.000204282，95% 区间 [-0.00454033, 0.00395332]；来源 ID：000300_sh_tushare_daily, 510300_sh_fund_adj, 510300_sh_fund_daily, 512480_sh_fund_adj, 512480_sh_fund_daily, 801081_si_sw_daily, eurusd_fxcm_fx_daily, hsi_tushare_daily, ks11_tushare_daily, n225_tushare_daily, spx_tushare_daily, usdcnh_fxcm_fx_daily, usdjpy_fxcm_fx_daily, yahoo_sox。

512480.next_tradable_open.lag0：512480；next_tradable_open；滞后 0 个交易日；n=1398；基线=global；增广=theme_residual；MSE 改善=-0.00104362，95% 区间 [-0.00761677, 0.00543725]；来源 ID：000300_sh_tushare_daily, 510300_sh_fund_adj, 510300_sh_fund_daily, 512480_sh_fund_adj, 512480_sh_fund_daily, 801081_si_sw_daily, eurusd_fxcm_fx_daily, hsi_tushare_daily, ks11_tushare_daily, n225_tushare_daily, spx_tushare_daily, usdcnh_fxcm_fx_daily, usdjpy_fxcm_fx_daily, yahoo_sox。

512480.next_tradable_open.lag1：512480；next_tradable_open；滞后 1 个交易日；n=1390；基线=global；增广=theme_residual；MSE 改善=-0.00582273，95% 区间 [-0.0142061, 0.00235395]；来源 ID：000300_sh_tushare_daily, 510300_sh_fund_adj, 510300_sh_fund_daily, 512480_sh_fund_adj, 512480_sh_fund_daily, 801081_si_sw_daily, eurusd_fxcm_fx_daily, hsi_tushare_daily, ks11_tushare_daily, n225_tushare_daily, spx_tushare_daily, usdcnh_fxcm_fx_daily, usdjpy_fxcm_fx_daily, yahoo_sox。

来源 hsi_tushare_daily：[https://tushare.pro/document/2](https://tushare.pro/document/2)（SHA-256 1f0272f33ea63e6d5ef4c8974d0b0309575f8eaefdf89c166fe6bedd63f12851）

来源 n225_tushare_daily：[https://tushare.pro/document/2](https://tushare.pro/document/2)（SHA-256 74e83c4cebdbbd5bd8799a83cd3803e6c1ec44359ad37e92f5364fd25e8c36f2）

来源 ks11_tushare_daily：[https://tushare.pro/document/2](https://tushare.pro/document/2)（SHA-256 75fb3da91d9f660aeb37672a4a2cf038fbb25a26f879f0a11a5df1bf76c9b2c0）

来源 spx_tushare_daily：[https://tushare.pro/document/2](https://tushare.pro/document/2)（SHA-256 cc86cef984a9a42cba83791c96f0567320cc3843dbde1d24a0a5e94c48c5c674）

来源 000300_sh_tushare_daily：[https://tushare.pro/document/2](https://tushare.pro/document/2)（SHA-256 560f6a471acaeaa52e75a0f6f6f8fd10d19cadc430121dac41f5014ee437d3d6）

来源 801081_si_sw_daily：[https://tushare.pro/document/2](https://tushare.pro/document/2)（SHA-256 078142f897e466eda51670793dfce10e5df2fef05a5aa22dec9d0d1a32907f36）

来源 usdcnh_fxcm_fx_daily：[https://www.tushare.pro/document/2?doc_id=261](https://www.tushare.pro/document/2?doc_id=261)（SHA-256 45168c9a3c6b78f9a9726d28fd5a5aa0df23f57e5b4da76ef0ec973ddf079455）

来源 usdjpy_fxcm_fx_daily：[https://www.tushare.pro/document/2?doc_id=261](https://www.tushare.pro/document/2?doc_id=261)（SHA-256 b0bcb568200f5134d3778b190b5529be20a522ba4838bb7107e3c4783ba46149）

来源 eurusd_fxcm_fx_daily：[https://www.tushare.pro/document/2?doc_id=261](https://www.tushare.pro/document/2?doc_id=261)（SHA-256 d46af73dc4b91cc1310fb18207f4690e50c5cee9ae86641c81829f1aabfa77a8）

来源 510300_sh_fund_daily：[https://tushare.pro/document/2](https://tushare.pro/document/2)（SHA-256 fc178cd7fbe3114dca16314786c892cb8b9b7fd753827a2c88ca5f94fada540f）

来源 510300_sh_fund_adj：[https://tushare.pro/document/2](https://tushare.pro/document/2)（SHA-256 3211a444a8de8369654c4810fa207a0ada5289cfb0ea2f41bc9c8b4ce6ae705a）

来源 512480_sh_fund_daily：[https://tushare.pro/document/2](https://tushare.pro/document/2)（SHA-256 bf12a8a7889e54b16dd2a34afc8a6ccc44e5ac086f9a39440fb737f361f46d22）

来源 512480_sh_fund_adj：[https://tushare.pro/document/2](https://tushare.pro/document/2)（SHA-256 c8b930ef45cfb6bde4351eab01768b9993448ac8cb01eade91416706fe36b80c）

来源 yahoo_sox：[https://finance.yahoo.com/quote/^SOX/history/](https://finance.yahoo.com/quote/^SOX/history/)（SHA-256 f14f226ff7403e3196e6b6d9c1acc91f4cb0170116de4d91423bdf739f7b70be）

局限：Assumed daily-close availability; no historical retrieval vintages.

局限：Previously inspected years; not an untouched holdout.

局限：Extant ETF selection and opening-price fill proxies; no capacity proof.

局限：Descriptive block-bootstrap intervals; no multiple-testing correction.

局限：One-session delay is sensitivity analysis, not verified provider latency.

*Data: Tushare / market-data-platform | Desk: Research editorial | Generated: 2026-10-30 11:27*

Key sources
Original report and evidence (may include Chinese)

Market close review (2026-10-29)

Generated: 2026-10-30 11:27:21.275304 Data date: 2026-10-29 Report generation method: backfill

本报告为历史数据补发, 生成时间是本次重建时间, 不代表当时已发布.

20261029 周四 盘后点评

I. Market state

  • Status: Cool and fragile.
  • Heat / fragility: 14.2 / 59.2 (observation score).
  • Methodology: Heat, fragility, and six-dimension scores are market-state observation scores; they do not map directly to position sizing or constitute trading instructions.

Six-dimension observation

Dimension observation score Status Evidence
Liquidity 48.4 Neutral Turnover / historical median 0.98x; Turnover percentile 50.0%
Breadth 0 Weak Advancing share 14.0%; Median stock return -2.6%; Above-VWAP share 13.9%
Profit effect 24.3 Weak limit-up rate 0.7%; Share gaining over 5% 1.9%
Loss risk 87.8 高风险 limit-down rate 0.9%; Share falling over 5% 17.8%
Trend confirmation 0 Weak Advancing index share 0.0%; Median index return -2.9%; index close position 9.1%
Rotation quality 2.1 Weak Advancing sector share 6.2%; Median sector return -2.0%; Leader concentration 100.0%

Core tension

  • N/A

Next-day validation

  • 下一观察日跌幅超过 5% 的占比下降, 才算尾部亏钱效应缓和; Condition: Share falling over 5% < 17.8%

Prior-day validation review

  • N/A

Data completeness and calibration

  • Completeness: high (97%); Six dimensions available: 6/6.
  • Warning: Profit effect and loss risk have missing inputs; observation scores were reweighted using available metrics.
  • Calibration: provisional observation scale (not backtested).

II. Index overview

SSE Composite: 3651.43 [WARN] -0.82% | volume 7156.21 100m SZSE Component: 11138.20 [WARN] -2.92% | volume 4175.30 100m ChiNext Index: 2517.59 [WARN] -4.45% | volume 1736.10 100m STAR Market 50: 1228.09 [WARN] -4.27% | volume 711.00 100m CSI 300: 4041.84 [WARN] -1.03% | volume 4118.93 100m CSI 500: 6453.72 [WARN] -2.82% | volume 2715.52 100m CSI 1000: 6378.78 [WARN] -3.03% | volume 3209.32 100m

III. Market overview

Median market return [WARN] -2.60% | Turnover-weighted return -3.28% | Total turnover 1.57 trillion

Turnover-weighted return minus median 0.7pp, 高成交标的相对偏弱

Up 781 stocks | Down 4728 stocks | Flat 61 stocks | Advancing share 14.0%

Share above VWAP: 13.9% | Opening gap: -0.41% | Median intraday range: 4.04% | Closing position: 9.1%

return distribution: -inf~-9.9%:133 -9.9~-7%:317 -7~-5%:540 -5~-3%:1419 -3~-1%:1793 -10%:526 01%:355 13%:289 35%:94 57%:42 79.9%:16 9.9~inf%:46

IV. Price limits

Limit-up 39 stocks | Limit-down 52 stocks | Return>5% 104 stocks | Decline>5% 992 stocks

Longest limit-up streak: 4 sessions

Representative limit-up stocks: 光洋股份, 一鸣食品, 宇晶股份, 友阿股份, 中国卫星, 冰山冷热, 海阳科技, 东方海洋, 天顺风能, 桂林三金, 西部材料, 和泰机电

V. Money flow

Large-order flow proxy [WARN] -555.88 100m | Net inflows 690 stocks / Net outflows 2851 stocks

VI. Margin financing

Margin data unavailable (T+1 delay)

VII. Industry sectors TOP10

Industry Average return median Stock count Advancing share
Banking +1.98% +1.71% 42 95.2%
Coal +0.51% +0.38% 39 56.4%
Transportation -0.47% -0.38% 116 34.5%
Food and beverages -0.59% -0.75% 126 35.7%
Defense -0.64% -0.69% 135 36.3%
Utilities -0.92% -1.07% 102 27.5%
Non-bank financials -1.41% -1.51% 72 15.3%
Oil and petrochemicals -1.42% -1.71% 49 24.5%
Agriculture, forestry and fisheries -1.45% -1.59% 77 14.3%
Consumer services -1.61% -1.41% 57 15.8%

Worst-performing sectors: Electronics(-5.43%), Telecom(-4.03%), Other(-3.69%), Automobiles(-3.45%), Computers(-3.40%)

VIII. Top 10 high-volume core stocks

名称 Ticker Turnover( 100m) Return
中际旭创 300308.SZ 194.8 -8.53%
新易盛 300502.SZ 139.0 -11.06%
天孚通信 300394.SZ 125.3 -19.77%
长鑫科技 688825.SH 119.5 -3.36%
兆易创新 603986.SH 99.1 -4.79%
宁德时代 300750.SZ 85.8 -0.03%
寒武纪 688256.SH 80.8 -4.70%
东山精密 002384.SZ 69.4 -10.00%
君正股份 300223.SZ 65.8 -0.29%
亨通光电 600487.SH 62.8 -7.98%

IX. Hot concepts TOP5

concept Return leader Limit-up count
太空算力 +1.89% 上海港湾(+9.98%) 1
Banking +1.74% 青岛银行(+8.02%) 0
军工电子 +1.02% 西测测试(+11.75%) 0
低轨卫星 +0.71% 中国卫星(+10.00%) 1
HALO概念 +0.71% 中国广核(+7.22%) 0

X. Extreme movers

Top gainers: 301079.SZ 邵阳液压(+20.01%), 301232.SZ 飞沃科技(+17.09%), 300177.SZ 中海达(+14.19%), 301155.SZ 海力风电(+12.43%), 301446.SZ 福事特(+12.34%)

Top decliners: 300394.SZ 天孚通信(-19.77%), 301718.SZ(-17.58%), 920000.BJ 安徽凤凰(-16.15%), 301205.SZ 联特科技(-15.84%), 688525.SH 佰维存储(-15.79%)

海外主题研究证据

回溯探索性研究, 不是当日预测; 未经历史时点数据认证. 研究: overseas-semiconductor-sox-20261029; 样本: 2020-01-02–2026-10-16; Generated (UTC): 2026-10-29T15:46:13.930847+00:00; 源码版本: 5122f1abd54bc69037631a4d45f8e28c24a29647. MSE 改善为正表示误差下降, 为负表示误差上升; 区间跨零不能证明存在改善. sw_semiconductor.gap.lag0: sw_semiconductor; gap; 滞后 0 个交易日; n=1643; 基线=global; 增广=theme_residual; MSE 改善=0.057998, 95% 区间 [0.0340489, 0.0894525]; Source ID: 000300_sh_tushare_daily, 510300_sh_fund_adj, 510300_sh_fund_daily, 512480_sh_fund_adj, 512480_sh_fund_daily, 801081_si_sw_daily, eurusd_fxcm_fx_daily, hsi_tushare_daily, ks11_tushare_daily, n225_tushare_daily, spx_tushare_daily, usdcnh_fxcm_fx_daily, usdjpy_fxcm_fx_daily, yahoo_sox. sw_semiconductor.post_open.lag0: sw_semiconductor; post_open; 滞后 0 个交易日; n=1643; 基线=global; 增广=theme_residual; MSE 改善=0.00102981, 95% 区间 [-0.00317442, 0.00454962]; Source ID: 000300_sh_tushare_daily, 510300_sh_fund_adj, 510300_sh_fund_daily, 512480_sh_fund_adj, 512480_sh_fund_daily, 801081_si_sw_daily, eurusd_fxcm_fx_daily, hsi_tushare_daily, ks11_tushare_daily, n225_tushare_daily, spx_tushare_daily, usdcnh_fxcm_fx_daily, usdjpy_fxcm_fx_daily, yahoo_sox. sw_semiconductor.gap.lag1: sw_semiconductor; gap; 滞后 1 个交易日; n=1634; 基线=global; 增广=theme_residual; MSE 改善=-0.00164728, 95% 区间 [-0.00484915, 0.00124979]; Source ID: 000300_sh_tushare_daily, 510300_sh_fund_adj, 510300_sh_fund_daily, 512480_sh_fund_adj, 512480_sh_fund_daily, 801081_si_sw_daily, eurusd_fxcm_fx_daily, hsi_tushare_daily, ks11_tushare_daily, n225_tushare_daily, spx_tushare_daily, usdcnh_fxcm_fx_daily, usdjpy_fxcm_fx_daily, yahoo_sox. sw_semiconductor.post_open.lag1: sw_semiconductor; post_open; 滞后 1 个交易日; n=1634; 基线=global; 增广=theme_residual; MSE 改善=-0.000204282, 95% 区间 [-0.00454033, 0.00395332]; Source ID: 000300_sh_tushare_daily, 510300_sh_fund_adj, 510300_sh_fund_daily, 512480_sh_fund_adj, 512480_sh_fund_daily, 801081_si_sw_daily, eurusd_fxcm_fx_daily, hsi_tushare_daily, ks11_tushare_daily, n225_tushare_daily, spx_tushare_daily, usdcnh_fxcm_fx_daily, usdjpy_fxcm_fx_daily, yahoo_sox. 512480.next_tradable_open.lag0: 512480; next_tradable_open; 滞后 0 个交易日; n=1398; 基线=global; 增广=theme_residual; MSE 改善=-0.00104362, 95% 区间 [-0.00761677, 0.00543725]; Source ID: 000300_sh_tushare_daily, 510300_sh_fund_adj, 510300_sh_fund_daily, 512480_sh_fund_adj, 512480_sh_fund_daily, 801081_si_sw_daily, eurusd_fxcm_fx_daily, hsi_tushare_daily, ks11_tushare_daily, n225_tushare_daily, spx_tushare_daily, usdcnh_fxcm_fx_daily, usdjpy_fxcm_fx_daily, yahoo_sox. 512480.next_tradable_open.lag1: 512480; next_tradable_open; 滞后 1 个交易日; n=1390; 基线=global; 增广=theme_residual; MSE 改善=-0.00582273, 95% 区间 [-0.0142061, 0.00235395]; Source ID: 000300_sh_tushare_daily, 510300_sh_fund_adj, 510300_sh_fund_daily, 512480_sh_fund_adj, 512480_sh_fund_daily, 801081_si_sw_daily, eurusd_fxcm_fx_daily, hsi_tushare_daily, ks11_tushare_daily, n225_tushare_daily, spx_tushare_daily, usdcnh_fxcm_fx_daily, usdjpy_fxcm_fx_daily, yahoo_sox. Source hsi_tushare_daily: https://tushare.pro/document/2（SHA-256 1f0272f33ea63e6d5ef4c8974d0b0309575f8eaefdf89c166fe6bedd63f12851) Source n225_tushare_daily: https://tushare.pro/document/2（SHA-256 74e83c4cebdbbd5bd8799a83cd3803e6c1ec44359ad37e92f5364fd25e8c36f2) Source ks11_tushare_daily: https://tushare.pro/document/2（SHA-256 75fb3da91d9f660aeb37672a4a2cf038fbb25a26f879f0a11a5df1bf76c9b2c0) Source spx_tushare_daily: https://tushare.pro/document/2（SHA-256 cc86cef984a9a42cba83791c96f0567320cc3843dbde1d24a0a5e94c48c5c674) Source 000300_sh_tushare_daily: https://tushare.pro/document/2（SHA-256 560f6a471acaeaa52e75a0f6f6f8fd10d19cadc430121dac41f5014ee437d3d6) Source 801081_si_sw_daily: https://tushare.pro/document/2（SHA-256 078142f897e466eda51670793dfce10e5df2fef05a5aa22dec9d0d1a32907f36) Source usdcnh_fxcm_fx_daily: https://www.tushare.pro/document/2?doc_id=261（SHA-256 45168c9a3c6b78f9a9726d28fd5a5aa0df23f57e5b4da76ef0ec973ddf079455) Source usdjpy_fxcm_fx_daily: https://www.tushare.pro/document/2?doc_id=261（SHA-256 b0bcb568200f5134d3778b190b5529be20a522ba4838bb7107e3c4783ba46149) Source eurusd_fxcm_fx_daily: https://www.tushare.pro/document/2?doc_id=261（SHA-256 d46af73dc4b91cc1310fb18207f4690e50c5cee9ae86641c81829f1aabfa77a8) Source 510300_sh_fund_daily: https://tushare.pro/document/2（SHA-256 fc178cd7fbe3114dca16314786c892cb8b9b7fd753827a2c88ca5f94fada540f) Source 510300_sh_fund_adj: https://tushare.pro/document/2（SHA-256 3211a444a8de8369654c4810fa207a0ada5289cfb0ea2f41bc9c8b4ce6ae705a) Source 512480_sh_fund_daily: https://tushare.pro/document/2（SHA-256 bf12a8a7889e54b16dd2a34afc8a6ccc44e5ac086f9a39440fb737f361f46d22) Source 512480_sh_fund_adj: https://tushare.pro/document/2（SHA-256 c8b930ef45cfb6bde4351eab01768b9993448ac8cb01eade91416706fe36b80c) Source yahoo_sox: https://finance.yahoo.com/quote/^SOX/history/（SHA-256 f14f226ff7403e3196e6b6d9c1acc91f4cb0170116de4d91423bdf739f7b70be) 局限: Assumed daily-close availability; no historical retrieval vintages. 局限: Previously inspected years; not an untouched holdout. 局限: Extant ETF selection and opening-price fill proxies; no capacity proof. 局限: Descriptive block-bootstrap intervals; no multiple-testing correction. 局限: One-session delay is sensitivity analysis, not verified provider latency.

Data: Tushare / market-data-platform | Desk: Research editorial | Generated: 2026-10-30 11:27

Asian market overview

Market Index Data date Close Daily return Status
Hong Kong Hang Seng 2026-10-29 22958.65 -0.59% Closed session
Japan Nikkei 225 2026-10-29 64659.47 +1.10% Closed session
Korea KOSPI 2026-10-29 5937.66 -1.24% Closed session
  • Hong Kong close data; 2026-10-29T08:00:00+00:00; Evidence: asia.close.52577bcf9051cd858c5639e6c1dd846017d6721a5781111159bb8bedd8d1a0a7
  • Japan close data; 2026-10-29T06:30:00+00:00; Evidence: asia.close.3b19ee2c7899fd32af07eb9e704b07f9043e8b62cc3f92369d85d0b7b66ba5ad
  • Korea close data; 2026-10-29T06:30:00+00:00; Evidence: asia.close.629551d1d883f7326c335974436f66d72ec79e02c6de7d2cf96a8a97cdd9f2fc

Source times use exchange-calendar session closes. Daily bar timestamps identify local sessions.

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Asia market close review · 2026-10-29Q QUANT MARKET INTEL2026-10-29Asia market close reviewObserved 2026-10-29Asia market close reviewTarget date 2026-10-29; Source report generated at 2026-10-30 11:27 (Beijing time).Asian market overviewCloseHong Kong · Hang Seng-0.59%22958.65Status: Closed sessionJapan · Nikkei 225+1.10%64659.47Status: Closed sessionKorea · KOSPI-1.24%5937.66Status: Closed sessionHong Kong · finance.yahoo.com · 2026-10-29T08:00:00+00:00Japan · finance.yahoo.com · 2026-10-29T06:30:00+00:00Korea · finance.yahoo.com · 2026-10-29T06:30:00+00:00Source times use exchange-calendar session closes. Daily bar timestamps identify local sessions.Full source links and evidence are available in the web report.Market stateStatus: Cool and fragile.Heat / fragility: 14.2 / 59.2 (observation score).Methodology: Heat, fragility, and six-dimension scores are market-state observation scores; they do not map directlyto position sizing or constitute trading instructions.Six-dimension observationStatusScale: 0 … 100Liquidity48.4 / 100NeutralTurnover / historical median 0.98x; Turnover percentile 50.0%Breadth0 / 100WeakAdvancing share 14.0%; Median stock return -2.6%; Above-VWAP share 13.9%Profit effect24.3 / 100Weaklimit-up rate 0.7%; Share gaining over 5% 1.9%Loss risk87.8 / 100高风险limit-down rate 0.9%; Share falling over 5% 17.8%Trend confirmation0 / 100WeakAdvancing index share 0.0%; Median index return -2.9%; index close position 9.1%Rotation quality2.1 / 100WeakAdvancing sector share 6.2%; Median sector return -2.0%; Leader concentration 100.0%Observation score; higher loss-risk scores mean greater risk. Scores are not probabilities or trading instructions.Next-day validation下一观察日跌幅超过 5% 的占比下降, 才算尾部亏钱效应缓和; Condition: Share falling over 5% < 17.8%Index overviewClose levelSSE Composite-0.82%3651.43Turnover (CNY 100m): 7156.21SZSE Component-2.92%11138.20Turnover (CNY 100m): 4175.30ChiNext Index-4.45%2517.59Turnover (CNY 100m): 1736.10STAR Market 50-4.27%1228.09Turnover (CNY 100m): 711.00CSI 300-1.03%4041.84Turnover (CNY 100m): 4118.93CSI 500-2.82%6453.72Turnover (CNY 100m): 2715.52CSI 1000-3.03%6378.78Turnover (CNY 100m): 3209.32Market overview%Median market return-2.60%Turnover-weighted return-3.28%Turnover weighting emphasizes high-turnover stocks; this is not an index return.Turnover-weighted return minus median 0.7pp, 高成交标的相对偏弱Total turnovertrillionTotal turnover1.57 trillionMarket breadthstocksScale: 0 … 5570Up: 781 stocksDown: 4728 stocksFlat: 61 stocksAdvancing share%Scale: 0 … 100Advancing share14.0%Intraday indicatorsShare above VWAP13.9%Scale: 0 … 100Opening gap-0.41%Scale: -5 … 5Median intraday range4.04%Scale: 0 … 5Closing position9.1%Scale: 0 … 100Shares and positions use 0–100%; gap and range use separate scales.return distributionstocksShareBelow −9.9%1332.4%-9.9~-7%3175.7%-7~-5%5409.7%-5~-3%141925.5%-3~-1%179332.2%-1~0%5269.4%0~1%3556.4%1~3%2895.2%3~5%941.7%5~7%420.8%7~9.9%160.3%At least +9.9%460.8%Buckets follow the report; a bucket containing zero may include unchanged stocks and is not an advancing-stock count.Price limitsstocksScale: 0 … 91Limit-up: 39 stocksLimit-down: 52 stocksPrice-limit counts overlap with moves beyond 5%; compare groups separately.Representative limit-up stocks: 光洋股份, 一鸣食品, 宇晶股份, 友阿股份, 中国卫星, 冰山冷热, 海阳科技, 东方海洋, 天顺风能, 桂林三金, 西部材料, 和泰机电Gainers above 5% / Decliners below -5%stocksScale: 0 … 1096Return>5%: 104 stocksDecline>5%: 992 stocksPrice-limit counts overlap with moves beyond 5%; compare groups separately.Longest limit-up streakLongest limit-up streak4 consecutive limit-up sessionsLarge-order flow proxy100mLarge-order flow proxy-555.88 100mThe single flow bar shows its value and direction, not a share of turnover.This flow proxy does not identify actual institutional trades.Net-inflow stocks / Net-outflow stocksstocksScale: 0 … 3541Net inflows: 690 stocksNet outflows: 2851 stocksIndustry sectors TOP10medianBanking+1.98%+1.71%Stock count: 42 · Advancing share: 95.2%Coal+0.51%+0.38%Stock count: 39 · Advancing share: 56.4%Transportation-0.47%-0.38%Stock count: 116 · Advancing share: 34.5%Food and beverages-0.59%-0.75%Stock count: 126 · Advancing share: 35.7%Defense-0.64%-0.69%Stock count: 135 · Advancing share: 36.3%Utilities-0.92%-1.07%Stock count: 102 · Advancing share: 27.5%Non-bank financials-1.41%-1.51%Stock count: 72 · Advancing share: 15.3%Oil and petrochemicals-1.42%-1.71%Stock count: 49 · Advancing share: 24.5%Agriculture, forestry and fisheries-1.45%-1.59%Stock count: 77 · Advancing share: 14.3%Consumer services-1.61%-1.41%Stock count: 57 · Advancing share: 15.8%Worst-performing sectors:Electronics(-5.43%), Telecom(-4.03%), Other(-3.69%), Automobiles(-3.45%), Computers(-3.40%)Worst-performing sectorsElectronics-5.43%Telecom-4.03%Other-3.69%Automobiles-3.45%Computers-3.40%Top 10 high-volume core stocksReturn中际旭创 300308.SZ194.80 CNY 100m-8.53%新易盛 300502.SZ139.00 CNY 100m-11.06%天孚通信 300394.SZ125.30 CNY 100m-19.77%长鑫科技 688825.SH119.50 CNY 100m-3.36%兆易创新 603986.SH99.10 CNY 100m-4.79%宁德时代 300750.SZ85.80 CNY 100m-0.03%寒武纪 688256.SH80.80 CNY 100m-4.70%东山精密 002384.SZ69.40 CNY 100m-10.00%君正股份 300223.SZ65.80 CNY 100m-0.29%亨通光电 600487.SH62.80 CNY 100m-7.98%Hot concepts TOP5leader太空算力+1.89%上海港湾(+9.98%)Limit-up count: 1Banking+1.74%青岛银行(+8.02%)Limit-up count: 0军工电子+1.02%西测测试(+11.75%)Limit-up count: 0低轨卫星+0.71%中国卫星(+10.00%)Limit-up count: 1HALO概念+0.71%中国广核(+7.22%)Limit-up count: 0Extreme movers邵阳液压 301079.SZ+20.01%飞沃科技 301232.SZ+17.09%中海达 300177.SZ+14.19%海力风电 301155.SZ+12.43%福事特 301446.SZ+12.34%天孚通信 300394.SZ-19.77%301718.SZ-17.58%安徽凤凰 920000.BJ-16.15%联特科技 301205.SZ-15.84%佰维存储 688525.SH-15.79%Data completeness and calibrationCompleteness: high (97%); Six dimensions available: 6/6.Warning: Profit effect and loss risk have missing inputs; observation scores were reweighted using available metrics.Calibration: provisional observation scale (not backtested).Turnover100m20,028.5217,228.7614,42919,728.5516,230.9214,728.9716,421.0215,707.12Turnover · 2026-10-23 — 2026-10-29 · 5 observationsTushare A 股日线 · tushare.proFinancing balance100m24,296.724,039.5123,782.3124,269.1424,026.6323,970.6923,809.8723,830.19Financing balance · 2026-10-22 — 2026-10-28 · 5 observationsTushare 融资融券交易汇总（全市场，覆盖 BSE/SSE/SZSE） · tushare.proMarket breadth dashboardAverage return-2.65 %VerifiedTushare A-share daily prices · tushare.proMoney flow宁德时代 300750.SZ11.46 CNY 100m长江电力 600900.SH11.07 CNY 100m工商银行 601398.SH7.93 CNY 100m交通银行 601328.SH5.39 CNY 100m中国银行 601988.SH4.13 CNY 100m中国神华 601088.SH2.98 CNY 100m伊利股份 600887.SH2.80 CNY 100m成都银行 601838.SH2.73 CNY 100m中际旭创 300308.SZ-15.81 CNY 100m新易盛 300502.SZ-10.53 CNY 100m亨通光电 600487.SH-9.39 CNY 100m工业富联 601138.SH-9.10 CNY 100m兆易创新 603986.SH-8.71 CNY 100mVerifiedTushare THS money flow · tushare.proRecent return distributionstocksAdvancing stocks / Declining stocks / Unchanged stocks2026-10-234526 / 909 / 1372026-10-262252 / 3157 / 1612026-10-27606 / 4922 / 422026-10-284156 / 1239 / 1752026-10-29781 / 4728 / 61Tushare A 股日线 · tushare.proHistorical overseas-theme researchSee the web report for research status and full comparisons.*Data: Tushare / market-data-platform | Desk: Research editorial | Generated: 2026-10-30 11:27*Research reference only. Source dates and limitations remain part of the report.Key sourceshttps://tushare.pro/document/2 · tushare.pro / https://www.tushare.pro/document/2?doc_id=261 · www.tushare.pro /https://finance.yahoo.com/quote/^SOX/history/ · finance.yahoo.com / Hong Kong close data · finance.yahoo.com / Japan close data ·finance.yahoo.com / Korea close data · finance.yahoo.com
Read source report and evidence

Market close review (2026-10-29)

Generated: 2026-10-30 11:27:21.275304 Data date: 2026-10-29 Report generation method: backfill

本报告为历史数据补发, 生成时间是本次重建时间, 不代表当时已发布.

20261029 周四 盘后点评

I. Market state

  • Status: Cool and fragile.
  • Heat / fragility: 14.2 / 59.2 (observation score).
  • Methodology: Heat, fragility, and six-dimension scores are market-state observation scores; they do not map directly to position sizing or constitute trading instructions.

Six-dimension observation

Dimension observation score Status Evidence
Liquidity 48.4 Neutral Turnover / historical median 0.98x; Turnover percentile 50.0%
Breadth 0 Weak Advancing share 14.0%; Median stock return -2.6%; Above-VWAP share 13.9%
Profit effect 24.3 Weak limit-up rate 0.7%; Share gaining over 5% 1.9%
Loss risk 87.8 高风险 limit-down rate 0.9%; Share falling over 5% 17.8%
Trend confirmation 0 Weak Advancing index share 0.0%; Median index return -2.9%; index close position 9.1%
Rotation quality 2.1 Weak Advancing sector share 6.2%; Median sector return -2.0%; Leader concentration 100.0%

Core tension

  • N/A

Next-day validation

  • 下一观察日跌幅超过 5% 的占比下降, 才算尾部亏钱效应缓和; Condition: Share falling over 5% < 17.8%

Prior-day validation review

  • N/A

Data completeness and calibration

  • Completeness: high (97%); Six dimensions available: 6/6.
  • Warning: Profit effect and loss risk have missing inputs; observation scores were reweighted using available metrics.
  • Calibration: provisional observation scale (not backtested).

II. Index overview

SSE Composite: 3651.43 [WARN] -0.82% | volume 7156.21 100m SZSE Component: 11138.20 [WARN] -2.92% | volume 4175.30 100m ChiNext Index: 2517.59 [WARN] -4.45% | volume 1736.10 100m STAR Market 50: 1228.09 [WARN] -4.27% | volume 711.00 100m CSI 300: 4041.84 [WARN] -1.03% | volume 4118.93 100m CSI 500: 6453.72 [WARN] -2.82% | volume 2715.52 100m CSI 1000: 6378.78 [WARN] -3.03% | volume 3209.32 100m

III. Market overview

Median market return [WARN] -2.60% | Turnover-weighted return -3.28% | Total turnover 1.57 trillion

Turnover-weighted return minus median 0.7pp, 高成交标的相对偏弱

Up 781 stocks | Down 4728 stocks | Flat 61 stocks | Advancing share 14.0%

Share above VWAP: 13.9% | Opening gap: -0.41% | Median intraday range: 4.04% | Closing position: 9.1%

return distribution: -inf~-9.9%:133 -9.9~-7%:317 -7~-5%:540 -5~-3%:1419 -3~-1%:1793 -10%:526 01%:355 13%:289 35%:94 57%:42 79.9%:16 9.9~inf%:46

IV. Price limits

Limit-up 39 stocks | Limit-down 52 stocks | Return>5% 104 stocks | Decline>5% 992 stocks

Longest limit-up streak: 4 sessions

Representative limit-up stocks: 光洋股份, 一鸣食品, 宇晶股份, 友阿股份, 中国卫星, 冰山冷热, 海阳科技, 东方海洋, 天顺风能, 桂林三金, 西部材料, 和泰机电

V. Money flow

Large-order flow proxy [WARN] -555.88 100m | Net inflows 690 stocks / Net outflows 2851 stocks

VI. Margin financing

Margin data unavailable (T+1 delay)

VII. Industry sectors TOP10

Industry Average return median Stock count Advancing share
Banking +1.98% +1.71% 42 95.2%
Coal +0.51% +0.38% 39 56.4%
Transportation -0.47% -0.38% 116 34.5%
Food and beverages -0.59% -0.75% 126 35.7%
Defense -0.64% -0.69% 135 36.3%
Utilities -0.92% -1.07% 102 27.5%
Non-bank financials -1.41% -1.51% 72 15.3%
Oil and petrochemicals -1.42% -1.71% 49 24.5%
Agriculture, forestry and fisheries -1.45% -1.59% 77 14.3%
Consumer services -1.61% -1.41% 57 15.8%

Worst-performing sectors: Electronics(-5.43%), Telecom(-4.03%), Other(-3.69%), Automobiles(-3.45%), Computers(-3.40%)

VIII. Top 10 high-volume core stocks

名称 Ticker Turnover( 100m) Return
中际旭创 300308.SZ 194.8 -8.53%
新易盛 300502.SZ 139.0 -11.06%
天孚通信 300394.SZ 125.3 -19.77%
长鑫科技 688825.SH 119.5 -3.36%
兆易创新 603986.SH 99.1 -4.79%
宁德时代 300750.SZ 85.8 -0.03%
寒武纪 688256.SH 80.8 -4.70%
东山精密 002384.SZ 69.4 -10.00%
君正股份 300223.SZ 65.8 -0.29%
亨通光电 600487.SH 62.8 -7.98%

IX. Hot concepts TOP5

concept Return leader Limit-up count
太空算力 +1.89% 上海港湾(+9.98%) 1
Banking +1.74% 青岛银行(+8.02%) 0
军工电子 +1.02% 西测测试(+11.75%) 0
低轨卫星 +0.71% 中国卫星(+10.00%) 1
HALO概念 +0.71% 中国广核(+7.22%) 0

X. Extreme movers

Top gainers: 301079.SZ 邵阳液压(+20.01%), 301232.SZ 飞沃科技(+17.09%), 300177.SZ 中海达(+14.19%), 301155.SZ 海力风电(+12.43%), 301446.SZ 福事特(+12.34%)

Top decliners: 300394.SZ 天孚通信(-19.77%), 301718.SZ(-17.58%), 920000.BJ 安徽凤凰(-16.15%), 301205.SZ 联特科技(-15.84%), 688525.SH 佰维存储(-15.79%)

海外主题研究证据

回溯探索性研究, 不是当日预测; 未经历史时点数据认证. 研究: overseas-semiconductor-sox-20261029; 样本: 2020-01-02–2026-10-16; Generated (UTC): 2026-10-29T15:46:13.930847+00:00; 源码版本: 5122f1abd54bc69037631a4d45f8e28c24a29647. MSE 改善为正表示误差下降, 为负表示误差上升; 区间跨零不能证明存在改善. sw_semiconductor.gap.lag0: sw_semiconductor; gap; 滞后 0 个交易日; n=1643; 基线=global; 增广=theme_residual; MSE 改善=0.057998, 95% 区间 [0.0340489, 0.0894525]; Source ID: 000300_sh_tushare_daily, 510300_sh_fund_adj, 510300_sh_fund_daily, 512480_sh_fund_adj, 512480_sh_fund_daily, 801081_si_sw_daily, eurusd_fxcm_fx_daily, hsi_tushare_daily, ks11_tushare_daily, n225_tushare_daily, spx_tushare_daily, usdcnh_fxcm_fx_daily, usdjpy_fxcm_fx_daily, yahoo_sox. sw_semiconductor.post_open.lag0: sw_semiconductor; post_open; 滞后 0 个交易日; n=1643; 基线=global; 增广=theme_residual; MSE 改善=0.00102981, 95% 区间 [-0.00317442, 0.00454962]; Source ID: 000300_sh_tushare_daily, 510300_sh_fund_adj, 510300_sh_fund_daily, 512480_sh_fund_adj, 512480_sh_fund_daily, 801081_si_sw_daily, eurusd_fxcm_fx_daily, hsi_tushare_daily, ks11_tushare_daily, n225_tushare_daily, spx_tushare_daily, usdcnh_fxcm_fx_daily, usdjpy_fxcm_fx_daily, yahoo_sox. sw_semiconductor.gap.lag1: sw_semiconductor; gap; 滞后 1 个交易日; n=1634; 基线=global; 增广=theme_residual; MSE 改善=-0.00164728, 95% 区间 [-0.00484915, 0.00124979]; Source ID: 000300_sh_tushare_daily, 510300_sh_fund_adj, 510300_sh_fund_daily, 512480_sh_fund_adj, 512480_sh_fund_daily, 801081_si_sw_daily, eurusd_fxcm_fx_daily, hsi_tushare_daily, ks11_tushare_daily, n225_tushare_daily, spx_tushare_daily, usdcnh_fxcm_fx_daily, usdjpy_fxcm_fx_daily, yahoo_sox. sw_semiconductor.post_open.lag1: sw_semiconductor; post_open; 滞后 1 个交易日; n=1634; 基线=global; 增广=theme_residual; MSE 改善=-0.000204282, 95% 区间 [-0.00454033, 0.00395332]; Source ID: 000300_sh_tushare_daily, 510300_sh_fund_adj, 510300_sh_fund_daily, 512480_sh_fund_adj, 512480_sh_fund_daily, 801081_si_sw_daily, eurusd_fxcm_fx_daily, hsi_tushare_daily, ks11_tushare_daily, n225_tushare_daily, spx_tushare_daily, usdcnh_fxcm_fx_daily, usdjpy_fxcm_fx_daily, yahoo_sox. 512480.next_tradable_open.lag0: 512480; next_tradable_open; 滞后 0 个交易日; n=1398; 基线=global; 增广=theme_residual; MSE 改善=-0.00104362, 95% 区间 [-0.00761677, 0.00543725]; Source ID: 000300_sh_tushare_daily, 510300_sh_fund_adj, 510300_sh_fund_daily, 512480_sh_fund_adj, 512480_sh_fund_daily, 801081_si_sw_daily, eurusd_fxcm_fx_daily, hsi_tushare_daily, ks11_tushare_daily, n225_tushare_daily, spx_tushare_daily, usdcnh_fxcm_fx_daily, usdjpy_fxcm_fx_daily, yahoo_sox. 512480.next_tradable_open.lag1: 512480; next_tradable_open; 滞后 1 个交易日; n=1390; 基线=global; 增广=theme_residual; MSE 改善=-0.00582273, 95% 区间 [-0.0142061, 0.00235395]; Source ID: 000300_sh_tushare_daily, 510300_sh_fund_adj, 510300_sh_fund_daily, 512480_sh_fund_adj, 512480_sh_fund_daily, 801081_si_sw_daily, eurusd_fxcm_fx_daily, hsi_tushare_daily, ks11_tushare_daily, n225_tushare_daily, spx_tushare_daily, usdcnh_fxcm_fx_daily, usdjpy_fxcm_fx_daily, yahoo_sox. Source hsi_tushare_daily: https://tushare.pro/document/2（SHA-256 1f0272f33ea63e6d5ef4c8974d0b0309575f8eaefdf89c166fe6bedd63f12851) Source n225_tushare_daily: https://tushare.pro/document/2（SHA-256 74e83c4cebdbbd5bd8799a83cd3803e6c1ec44359ad37e92f5364fd25e8c36f2) Source ks11_tushare_daily: https://tushare.pro/document/2（SHA-256 75fb3da91d9f660aeb37672a4a2cf038fbb25a26f879f0a11a5df1bf76c9b2c0) Source spx_tushare_daily: https://tushare.pro/document/2（SHA-256 cc86cef984a9a42cba83791c96f0567320cc3843dbde1d24a0a5e94c48c5c674) Source 000300_sh_tushare_daily: https://tushare.pro/document/2（SHA-256 560f6a471acaeaa52e75a0f6f6f8fd10d19cadc430121dac41f5014ee437d3d6) Source 801081_si_sw_daily: https://tushare.pro/document/2（SHA-256 078142f897e466eda51670793dfce10e5df2fef05a5aa22dec9d0d1a32907f36) Source usdcnh_fxcm_fx_daily: https://www.tushare.pro/document/2?doc_id=261（SHA-256 45168c9a3c6b78f9a9726d28fd5a5aa0df23f57e5b4da76ef0ec973ddf079455) Source usdjpy_fxcm_fx_daily: https://www.tushare.pro/document/2?doc_id=261（SHA-256 b0bcb568200f5134d3778b190b5529be20a522ba4838bb7107e3c4783ba46149) Source eurusd_fxcm_fx_daily: https://www.tushare.pro/document/2?doc_id=261（SHA-256 d46af73dc4b91cc1310fb18207f4690e50c5cee9ae86641c81829f1aabfa77a8) Source 510300_sh_fund_daily: https://tushare.pro/document/2（SHA-256 fc178cd7fbe3114dca16314786c892cb8b9b7fd753827a2c88ca5f94fada540f) Source 510300_sh_fund_adj: https://tushare.pro/document/2（SHA-256 3211a444a8de8369654c4810fa207a0ada5289cfb0ea2f41bc9c8b4ce6ae705a) Source 512480_sh_fund_daily: https://tushare.pro/document/2（SHA-256 bf12a8a7889e54b16dd2a34afc8a6ccc44e5ac086f9a39440fb737f361f46d22) Source 512480_sh_fund_adj: https://tushare.pro/document/2（SHA-256 c8b930ef45cfb6bde4351eab01768b9993448ac8cb01eade91416706fe36b80c) Source yahoo_sox: https://finance.yahoo.com/quote/^SOX/history/（SHA-256 f14f226ff7403e3196e6b6d9c1acc91f4cb0170116de4d91423bdf739f7b70be) 局限: Assumed daily-close availability; no historical retrieval vintages. 局限: Previously inspected years; not an untouched holdout. 局限: Extant ETF selection and opening-price fill proxies; no capacity proof. 局限: Descriptive block-bootstrap intervals; no multiple-testing correction. 局限: One-session delay is sensitivity analysis, not verified provider latency.

Data: Tushare / market-data-platform | Desk: Research editorial | Generated: 2026-10-30 11:27

Asian market overview

Market Index Data date Close Daily return Status
Hong Kong Hang Seng 2026-10-29 22958.65 -0.59% Closed session
Japan Nikkei 225 2026-10-29 64659.47 +1.10% Closed session
Korea KOSPI 2026-10-29 5937.66 -1.24% Closed session
  • Hong Kong close data; 2026-10-29T08:00:00+00:00; Evidence: asia.close.52577bcf9051cd858c5639e6c1dd846017d6721a5781111159bb8bedd8d1a0a7
  • Japan close data; 2026-10-29T06:30:00+00:00; Evidence: asia.close.3b19ee2c7899fd32af07eb9e704b07f9043e8b62cc3f92369d85d0b7b66ba5ad
  • Korea close data; 2026-10-29T06:30:00+00:00; Evidence: asia.close.629551d1d883f7326c335974436f66d72ec79e02c6de7d2cf96a8a97cdd9f2fc

Source times use exchange-calendar session closes. Daily bar timestamps identify local sessions.

Market charts

Asian market charts

This section shows public data reviewed item by item. Missing data is labelled explicitly.

Market breadth dashboard

Verified
View values and sources
MetricValueObservation dateSource
Advancing stocks781 stocks2026-10-29Tushare A-share daily prices
Declining stocks4,728 stocks2026-10-29Tushare A-share daily prices
Unchanged stocks61 stocks2026-10-29Tushare A-share daily prices
Average return-2.65 %2026-10-29Tushare A-share daily prices
Limit-up stocks39 stocks2026-10-29Tushare price-limit list
Longest limit-up streak4 consecutive limit-up sessions2026-10-29Tushare consecutive limit-up rankings
Turnover 2026-10-2319,728.55 100m2026-10-23Tushare A-share daily prices
Turnover 2026-10-2616,230.92 100m2026-10-26Tushare A-share daily prices
Turnover 2026-10-2714,728.97 100m2026-10-27Tushare A-share daily prices
Turnover 2026-10-2816,421.02 100m2026-10-28Tushare A-share daily prices
Turnover 2026-10-2915,707.12 100m2026-10-29Tushare A-share daily prices
Financing balance 2026-10-2224,269.14 100m2026-10-22Tushare margin financing totals (All A-share exchanges, Covered exchanges: BSE/SSE/SZSE)
Financing balance 2026-10-2324,026.63 100m2026-10-23Tushare margin financing totals (All A-share exchanges, Covered exchanges: BSE/SSE/SZSE)
Financing balance 2026-10-2623,970.69 100m2026-10-26Tushare margin financing totals (All A-share exchanges, Covered exchanges: BSE/SSE/SZSE)
Financing balance 2026-10-2723,809.87 100m2026-10-27Tushare margin financing totals (All A-share exchanges, Covered exchanges: BSE/SSE/SZSE)
Financing balance 2026-10-2823,830.19 100m2026-10-28Tushare margin financing totals (All A-share exchanges, Covered exchanges: BSE/SSE/SZSE)

Money flow

Verified
View values and sources
MetricValueObservation dateSource
宁德时代 300750.SZ11.46 CNY 100m2026-10-29Tushare THS money flow
长江电力 600900.SH11.07 CNY 100m2026-10-29Tushare THS money flow
工商银行 601398.SH7.93 CNY 100m2026-10-29Tushare THS money flow
交通银行 601328.SH5.39 CNY 100m2026-10-29Tushare THS money flow
中国银行 601988.SH4.13 CNY 100m2026-10-29Tushare THS money flow
中国神华 601088.SH2.98 CNY 100m2026-10-29Tushare THS money flow
伊利股份 600887.SH2.8 CNY 100m2026-10-29Tushare THS money flow
成都银行 601838.SH2.73 CNY 100m2026-10-29Tushare THS money flow
中际旭创 300308.SZ-15.81 CNY 100m2026-10-29Tushare THS money flow
新易盛 300502.SZ-10.53 CNY 100m2026-10-29Tushare THS money flow
亨通光电 600487.SH-9.39 CNY 100m2026-10-29Tushare THS money flow
工业富联 601138.SH-9.1 CNY 100m2026-10-29Tushare THS money flow
兆易创新 603986.SH-8.71 CNY 100m2026-10-29Tushare THS money flow

Hot concepts

Verified
View values and sources
MetricValueObservation dateSource
太空算力1.89 %2026-10-29Eastmoney concept sectors (data authorized through Tushare)
Banking1.74 %2026-10-29Eastmoney concept sectors (data authorized through Tushare)
军工电子1.02 %2026-10-29Eastmoney concept sectors (data authorized through Tushare)
低轨卫星0.71 %2026-10-29Eastmoney concept sectors (data authorized through Tushare)
HALO概念0.71 %2026-10-29Eastmoney concept sectors (data authorized through Tushare)

Market temperature

Verified
View values and sources
MetricValueObservation dateSource
Liquidity48.4 observation score2026-10-29Tushare A-share evening six-dimension observation
Breadth0 observation score2026-10-29Tushare A-share evening six-dimension observation
Profit effect24.3 observation score2026-10-29Tushare A-share evening six-dimension observation
Loss risk87.8 observation score (risk)2026-10-29Tushare A-share evening six-dimension observation
Trend confirmation0 observation score2026-10-29Tushare A-share evening six-dimension observation
Rotation quality2.1 observation score2026-10-29Tushare A-share evening six-dimension observation

Last five trading sessions

Verified
View values and sources
MetricValueObservation dateSource
Advancing stocks 2026-10-234,526 stocks2026-10-23Tushare A-share daily prices
Declining stocks 2026-10-23909 stocks2026-10-23Tushare A-share daily prices
Unchanged stocks 2026-10-23137 stocks2026-10-23Tushare A-share daily prices
Turnover 2026-10-2319,728.55 100m2026-10-23Tushare A-share daily prices
Advancing stocks 2026-10-262,252 stocks2026-10-26Tushare A-share daily prices
Declining stocks 2026-10-263,157 stocks2026-10-26Tushare A-share daily prices
Unchanged stocks 2026-10-26161 stocks2026-10-26Tushare A-share daily prices
Turnover 2026-10-2616,230.92 100m2026-10-26Tushare A-share daily prices
Advancing stocks 2026-10-27606 stocks2026-10-27Tushare A-share daily prices
Declining stocks 2026-10-274,922 stocks2026-10-27Tushare A-share daily prices
Unchanged stocks 2026-10-2742 stocks2026-10-27Tushare A-share daily prices
Turnover 2026-10-2714,728.97 100m2026-10-27Tushare A-share daily prices
Advancing stocks 2026-10-284,156 stocks2026-10-28Tushare A-share daily prices
Declining stocks 2026-10-281,239 stocks2026-10-28Tushare A-share daily prices
Unchanged stocks 2026-10-28175 stocks2026-10-28Tushare A-share daily prices
Turnover 2026-10-2816,421.02 100m2026-10-28Tushare A-share daily prices
Advancing stocks 2026-10-29781 stocks2026-10-29Tushare A-share daily prices
Declining stocks 2026-10-294,728 stocks2026-10-29Tushare A-share daily prices
Unchanged stocks 2026-10-2961 stocks2026-10-29Tushare A-share daily prices
Turnover 2026-10-2915,707.12 100m2026-10-29Tushare A-share daily prices

Chart sources

Asia market news

Mainland China news

No individually reviewed public news is available.

Hong Kong news

No individually reviewed public news is available.