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"https://web.ifzq.gtimg.cn/appstock/app/fqkline/get?param=sh000688,day,,,300,qfq", "source": "tencent", "retrievedAt": "2026-10-14T15:24:13.071231+08:00", "seriesDigest": "a7618cba6436a36366f1ec24e5571d4aa0fa9c5a8e69dc663da6091e01c4a7db" } ], "coverage": { "scope": "six_index_pilot", "availableIndices": 6, "missing": [ "全市场涨跌广度", "股票成交额", "行业结构", "新闻归因" ] }, "snapshotDigest": "0e97830234fa40901db2a6986881c70912b839c5f098af587f2257da21c6cde8" }, "headline": "多数指数下跌，中证1000弱于沪深300", "summary": "当日可确认的是指数表现与风格差异。下一交易日核对分化、指数方向和条件性修复，暂不作新闻归因。", "marketState": "declining", "metrics": { "smallLargeSpreadPp": -0.324344, "previousSpreadPp": 0.311772, "downCount": 6, "upCount": 0, "belowMa20Count": 6 }, "reasons": [ { "title": "中证1000弱于沪深300", "text": "中证1000当日-1.68%，沪深300-1.36%，收益差-0.32个百分点；前一交易日差值+0.31个百分点。", "evidenceIds": [ "sh000852", "sh000300" ], "limitation": "两个指数反映不同成分结构；差值本身不能证明资金净流向，也不能代替中证2000。" }, { "title": "6个下跌、0个上涨，覆盖六个指数", "text": "本期6/6个指数收跌，前一交易日为3/6个；指数成分存在重叠，不把这个比例称为全市场广度。", "evidenceIds": [ "sh000001", "sh000300", "sh000905", "sh000852", "sz399006", "sh000688" ], "limitation": "缺少个股涨跌分布与成交额，不能据此判断普遍错杀、恐慌或资金撤离。" }, { "title": "6/6个指数低于20日均线", "text": "沪深300近5日-3.21%、近20日-7.48%，收盘相对20日均线-4.69%。", "evidenceIds": [ "sh000300" ], "limitation": "均线描述价格位置，不代表确定支撑、反转时点或上涨概率。" } ], "hypotheses": [ { "hypothesisId": "a-share-2026-10-14-style-persistence", "kind": "style_persistence", "title": "大小盘分化是否延续", "mode": "prospective", "registeredAt": "2026-10-14T15:24:13.071282+08:00", "targetSession": "2026-10-15", "windowStartAt": "2026-10-15T09:30:00+08:00", "windowEndAt": "2026-10-15T15:00:00+08:00", "condition": { "kind": "always" }, "criterion": { "direction": -1, "thresholdPp": 0.1 }, "methodVersion": "a-share-index-review-1.0", "explanation": "下一交易日中证1000减沪深300的日收益差，同方向且达到0.10个百分点为延续；反方向达到阈值为反转，其余为接近。", "status": "pending", "forecastProbability": null }, { "hypothesisId": "a-share-2026-10-14-majority-persistence", "kind": "majority_persistence", "title": "多数指数的方向是否延续", "mode": "prospective", "registeredAt": "2026-10-14T15:24:13.071282+08:00", "targetSession": "2026-10-15", "windowStartAt": "2026-10-15T09:30:00+08:00", "windowEndAt": "2026-10-15T15:00:00+08:00", "condition": { "kind": "always" }, "criterion": { "direction": -1, "minimumCount": 4 }, "methodVersion": "a-share-index-review-1.0", "explanation": "六个观察指数中，至少四个延续本期涨跌方向为支持，至少四个反方向为反驳，其余为分化；不代表全市场股票广度。", "status": "pending", "forecastProbability": null }, { "hypothesisId": "a-share-2026-10-14-low-open-recovery", "kind": "low_open_recovery", "title": "沪深300低开后能否收高于开盘", "mode": "prospective", "registeredAt": "2026-10-14T15:24:13.071282+08:00", "targetSession": "2026-10-15", "windowStartAt": "2026-10-15T09:30:00+08:00", "windowEndAt": "2026-10-15T15:00:00+08:00", "condition": { "kind": "open_below_previous_close" }, "criterion": { "indexId": "sh000300", "operator": "close_gt_open" }, "methodVersion": "a-share-index-review-1.0", "explanation": "仅当下一交易日沪深300开盘低于本期收盘时检查；收盘高于开盘为支持，低于为反驳，相等为持平。未低开则条件未触发。", "status": "pending", "forecastProbability": null } ], "causalValidation": "not_established", "modelTokenUsage": 0, "interpretationMode": "deterministic_index_comparison", "coverage": { "scope": "six_index_pilot", "availableIndices": 6, "missing": [ "全市场涨跌广度", "股票成交额", "行业结构", "新闻归因" ] }, "resultStatus": { "schemaVersion": 1, "resultId": "a-share-review", "label": "A股指数复盘试点", "transportStatus": "success", "dataStatus": "partial", "analysisStatus": "ready", "actionStatus": "limited", "severity": "warning", "dataAsOf": "2026-10-14", "generatedAt": "2026-10-14T15:24:13.071282+08:00", "reasonCodes": [ "six_index_scope" ], "reason": "指数事实可用；全市场广度、成交额、行业结构与新闻归因未接入。", "dependencies": [] }, "reportDigest": "e74c1e76e5a1eb7efa291fe66d20060b2b8b5fbc1a644689ec21c638aedb13f1" }