{ "schemaVersion": 1, "reportId": "a-share-2026-10-26", "revision": 1, "methodVersion": "a-share-index-review-1.0", "mode": "prospective", "registeredAt": "2026-10-26T17:13:05.547959+08:00", "generatedAt": "2026-10-26T17:13:05.547959+08:00", "publishedAt": null, "tradingDate": "2026-10-26", "targetSession": "2026-10-27", "marketCloseAt": "2026-10-26T15:00:00+08:00", "informationCutoffAt": "2026-10-26T15:00:00+08:00", "inputDigest": "42f8a42a83703a425356ec8a5ba6b86811eeb804af81e7cd839afac834920c71", "snapshot": { "schemaVersion": 1, "tradingDate": "2026-10-26", "marketCloseAt": "2026-10-26T15:00:00+08:00", "informationCutoffAt": "2026-10-26T15:00:00+08:00", "observedAt": "2026-10-26T17:13:05.547959+08:00", "targetSession": "2026-10-27", "calendar": { "schemaVersion": 1, "years": { "2026": { "a": { "timezone": "Asia/Shanghai", "closeTime": "15:00", "holidays": [ "2026-01-01", "2026-01-02", "2026-02-16", "2026-02-17", "2026-02-18", "2026-02-19", "2026-02-20", "2026-02-23", "2026-04-06", "2026-05-01", "2026-05-04", "2026-05-05", "2026-06-19", "2026-09-25", "2026-10-01", "2026-10-02", "2026-10-05", "2026-10-06", "2026-10-07" ], "sourceUrl": "https://www.sse.com.cn/disclosure/dealinstruc/closed/" }, "hk": { "timezone": "Asia/Hong_Kong", "closeTime": "16:00", "halfDays": { "2026-02-16": "12:10", "2026-12-24": "12:10", "2026-12-31": "12:10" }, "holidays": [ "2026-01-01", "2026-02-17", "2026-02-18", "2026-02-19", "2026-04-03", "2026-04-06", "2026-04-07", "2026-05-01", "2026-05-25", "2026-06-19", "2026-07-01", "2026-10-01", "2026-10-19", "2026-12-25" ], "sourceUrl": "https://www.hkex.com.hk/-/media/HKEX-Market/Services/Circulars-and-Notices/Participant-and-Members-Circulars/SEHK/2025/ce_SEHK_CT_075_2025.pdf" } }, "2027": { "hk": { "timezone": "Asia/Hong_Kong", "closeTime": "16:00", "halfDays": { "2027-02-05": "12:10", "2027-12-24": "12:10", "2027-12-31": "12:10" }, "holidays": [ "2027-01-01", "2027-02-08", "2027-02-09", "2027-03-26", "2027-03-29", "2027-04-05", "2027-05-13", "2027-06-09", "2027-07-01", "2027-09-16", "2027-10-01", "2027-10-08", "2027-12-27" ], "sourceUrl": "https://www.hkex.com.hk/-/media/HKEX-Market/Services/Circulars-and-Notices/Participant-and-Members-Circulars/SEHK/2026/ce_SEHK_CT_077_2026.pdf", "sourcePublishedAt": "2026-06-01", "sourceSha256": "dce85f7ecb6b130341de740868a88a9fdc5f098d4445e1b5980147af528e95d0" } } }, "maintenance": { "2027": { "a": { "status": "pending_official_source", "checkedAt": "2026-10-03", "sourceUrl": "https://www.sse.com.cn/disclosure/dealinstruc/closed/" }, "hk": { "status": "verified", "checkedAt": "2026-10-03", "sourcePublishedAt": "2026-06-01", "sourceSha256": "dce85f7ecb6b130341de740868a88a9fdc5f098d4445e1b5980147af528e95d0" } } } }, "calendarDigest": "5252bbb81688c5c169534188981dc9334d9e5a0b5de1023241f7308222445519", "inputDigest": "42f8a42a83703a425356ec8a5ba6b86811eeb804af81e7cd839afac834920c71", "indices": [ { "id": "sh000001", "name": "上证指数", "date": "2026-10-26", "open": 3671.0, "high": 3699.01, "low": 3664.82, "close": 3697.52, "previousClose": 3690.48, "return1dPct": 0.190761, "previousReturn1dPct": 0.887089, "return5dPct": -0.895222, "return20dPct": -5.479477, "ma20": 3793.166, "ma20DistancePct": -2.521535, "bars": [ { "date": "2026-09-18", "open": 3891.96, "high": 3919.67, "low": 3888.5, "close": 3911.87 }, { "date": "2026-09-21", "open": 3920.27, "high": 3950.94, "low": 3918.13, "close": 3949.91 }, { "date": "2026-09-22", "open": 3963.81, "high": 3967.68, "low": 3945.42, "close": 3952.13 }, { "date": "2026-09-23", "open": 3951.37, "high": 3951.52, "low": 3934.46, "close": 3936.52 }, { "date": "2026-09-24", "open": 3925.32, "high": 3930.5, "low": 3888.37, "close": 3888.37 }, { "date": "2026-09-28", "open": 3878.41, "high": 3878.41, "low": 3806.67, "close": 3823.62 }, { "date": "2026-09-29", "open": 3816.15, "high": 3843.84, "low": 3810.81, "close": 3830.45 }, { "date": "2026-09-30", "open": 3839.25, "high": 3851.22, "low": 3833.09, "close": 3842.19 }, { "date": "2026-10-08", "open": 3838.98, "high": 3864.12, "low": 3795.37, "close": 3811.9 }, { "date": "2026-10-09", "open": 3804.09, "high": 3824.71, "low": 3754.14, "close": 3813.79 }, { "date": "2026-10-12", "open": 3806.98, "high": 3828.22, "low": 3791.0, "close": 3797.24 }, { "date": "2026-10-13", "open": 3760.8, "high": 3822.11, "low": 3741.53, "close": 3800.86 }, { "date": "2026-10-14", "open": 3790.63, "high": 3811.81, "low": 3761.96, "close": 3767.23 }, { "date": "2026-10-15", "open": 3710.7, "high": 3724.56, "low": 3674.82, "close": 3707.48 }, { "date": "2026-10-16", "open": 3723.8, "high": 3750.77, "low": 3681.28, "close": 3716.28 }, { "date": "2026-10-19", "open": 3694.12, "high": 3743.8, "low": 3692.29, "close": 3730.92 }, { "date": "2026-10-20", "open": 3718.44, "high": 3740.07, "low": 3702.44, "close": 3735.37 }, { "date": "2026-10-21", "open": 3740.57, "high": 3743.08, "low": 3703.12, "close": 3713.03 }, { "date": "2026-10-22", "open": 3714.48, "high": 3714.48, "low": 3649.86, "close": 3658.03 }, { "date": "2026-10-23", "open": 3623.57, "high": 3691.4, "low": 3574.27, "close": 3690.48 }, { "date": "2026-10-26", "open": 3671.0, "high": 3699.01, "low": 3664.82, "close": 3697.52 } ], "sourceUrl": "https://web.ifzq.gtimg.cn/appstock/app/fqkline/get?param=sh000001,day,,,300,qfq", "source": "tencent", "retrievedAt": "2026-10-26T17:13:03.689347+08:00", "seriesDigest": "b8902ab69d81bb86861cf61ab1417473ab24381b94d3df646a9e410c1e7353ea" }, { "id": "sh000300", "name": "沪深300", "date": "2026-10-26", "open": 4078.57, "high": 4107.79, "low": 4057.56, "close": 4103.54, "previousClose": 4105.33, "return1dPct": -0.043602, "previousReturn1dPct": 1.71023, "return5dPct": -1.700551, "return20dPct": -8.959731, "ma20": 4275.67, "ma20DistancePct": -4.025802, "bars": [ { "date": "2026-09-18", "open": 4492.32, "high": 4523.09, "low": 4480.59, "close": 4507.39 }, { "date": "2026-09-21", "open": 4524.34, "high": 4540.55, "low": 4512.15, "close": 4539.57 }, { "date": "2026-09-22", "open": 4569.87, "high": 4583.38, "low": 4537.04, "close": 4544.59 }, { "date": "2026-09-23", "open": 4547.61, "high": 4547.69, "low": 4513.45, "close": 4517.28 }, { "date": "2026-09-24", "open": 4499.86, "high": 4500.2, "low": 4439.14, "close": 4439.14 }, { "date": "2026-09-28", "open": 4423.82, "high": 4423.82, "low": 4323.57, "close": 4340.76 }, { "date": "2026-09-29", "open": 4335.81, "high": 4359.3, "low": 4324.53, "close": 4345.21 }, { "date": "2026-09-30", "open": 4356.8, "high": 4368.61, "low": 4341.88, "close": 4357.62 }, { "date": "2026-10-08", "open": 4354.93, "high": 4383.57, "low": 4289.79, "close": 4310.28 }, { "date": "2026-10-09", "open": 4297.25, "high": 4330.74, "low": 4239.74, "close": 4317.25 }, { "date": "2026-10-12", "open": 4305.91, "high": 4334.29, "low": 4279.71, "close": 4287.98 }, { "date": "2026-10-13", "open": 4236.95, "high": 4310.33, "low": 4216.86, "close": 4275.68 }, { "date": "2026-10-14", "open": 4259.33, "high": 4281.46, "low": 4214.01, "close": 4217.68 }, { "date": "2026-10-15", "open": 4145.95, "high": 4176.09, "low": 4115.07, "close": 4166.01 }, { "date": "2026-10-16", "open": 4189.26, "high": 4206.89, "low": 4127.94, "close": 4170.61 }, { "date": "2026-10-19", "open": 4148.35, "high": 4192.02, "low": 4143.66, "close": 4174.53 }, { "date": "2026-10-20", "open": 4157.93, "high": 4175.21, "low": 4113.14, "close": 4152.11 }, { "date": "2026-10-21", "open": 4161.26, "high": 4161.26, "low": 4098.96, "close": 4111.93 }, { "date": "2026-10-22", "open": 4110.65, "high": 4110.65, "low": 4022.87, "close": 4036.3 }, { "date": "2026-10-23", "open": 3992.9, "high": 4109.52, "low": 3958.14, "close": 4105.33 }, { "date": "2026-10-26", "open": 4078.57, "high": 4107.79, "low": 4057.56, "close": 4103.54 } ], "sourceUrl": "https://web.ifzq.gtimg.cn/appstock/app/fqkline/get?param=sh000300,day,,,300,qfq", "source": "tencent", "retrievedAt": "2026-10-26T17:13:04.060686+08:00", "seriesDigest": "650f592a1b445b96ee47ebf91312f143c8e3e07721e677562377fd1da1b4f987" }, { "id": "sh000905", "name": "中证500", "date": "2026-10-26", "open": 6756.46, "high": 6787.32, "low": 6674.4, "close": 6712.73, "previousClose": 6814.44, "return1dPct": -1.492566, "previousReturn1dPct": 2.391946, "return5dPct": -1.292963, "return20dPct": -13.935056, "ma20": 7161.857, "ma20DistancePct": -6.271097, "bars": [ { "date": "2026-09-18", "open": 7731.07, "high": 7819.98, "low": 7710.24, "close": 7799.61 }, { "date": "2026-09-21", "open": 7829.82, "high": 7869.35, "low": 7809.59, "close": 7850.48 }, { "date": "2026-09-22", "open": 7911.64, "high": 7922.62, "low": 7808.98, "close": 7828.94 }, { "date": "2026-09-23", "open": 7839.94, "high": 7839.94, "low": 7781.31, "close": 7791.82 }, { "date": "2026-09-24", "open": 7763.73, "high": 7774.22, "low": 7624.07, "close": 7624.07 }, { "date": "2026-09-28", "open": 7599.2, "high": 7601.09, "low": 7364.43, "close": 7402.3 }, { "date": "2026-09-29", "open": 7388.11, "high": 7473.7, "low": 7386.14, "close": 7439.63 }, { "date": "2026-09-30", "open": 7469.05, "high": 7485.11, "low": 7417.49, "close": 7435.16 }, { "date": "2026-10-08", "open": 7420.44, "high": 7461.24, "low": 7206.06, "close": 7248.43 }, { "date": "2026-10-09", "open": 7209.86, "high": 7277.14, "low": 7048.45, "close": 7251.01 }, { "date": "2026-10-12", "open": 7226.07, "high": 7236.78, "low": 7085.92, "close": 7093.02 }, { "date": "2026-10-13", "open": 6976.63, "high": 7152.45, "low": 6904.6, "close": 7085.09 }, { "date": "2026-10-14", "open": 7066.73, "high": 7120.11, "low": 6969.02, "close": 6980.11 }, { "date": "2026-10-15", "open": 6809.83, "high": 6870.95, "low": 6725.59, "close": 6769.25 }, { "date": "2026-10-16", "open": 6863.19, "high": 6907.9, "low": 6719.82, "close": 6772.75 }, { "date": "2026-10-19", "open": 6735.53, "high": 6848.0, "low": 6692.83, "close": 6800.66 }, { "date": "2026-10-20", "open": 6773.45, "high": 6902.09, "low": 6745.14, "close": 6841.44 }, { "date": "2026-10-21", "open": 6875.71, "high": 6941.51, "low": 6821.39, "close": 6840.56 }, { "date": "2026-10-22", "open": 6841.53, "high": 6842.87, "low": 6652.78, "close": 6655.25 }, { "date": "2026-10-23", "open": 6559.61, "high": 6835.39, "low": 6440.29, "close": 6814.44 }, { "date": "2026-10-26", "open": 6756.46, "high": 6787.32, "low": 6674.4, "close": 6712.73 } ], "sourceUrl": "https://web.ifzq.gtimg.cn/appstock/app/fqkline/get?param=sh000905,day,,,300,qfq", "source": "tencent", "retrievedAt": "2026-10-26T17:13:04.443614+08:00", "seriesDigest": "b7abc8a223bc7e436f37ea07eb402e35ec47071452a160cf17a86515f5cb8d07" }, { "id": "sh000852", "name": "中证1000", "date": "2026-10-26", "open": 6684.93, "high": 6704.68, "low": 6589.13, "close": 6630.78, "previousClose": 6734.55, "return1dPct": -1.54086, "previousReturn1dPct": 2.375701, "return5dPct": -1.008017, "return20dPct": -13.746961, "ma20": 7077.67, "ma20DistancePct": -6.314084, "bars": [ { "date": "2026-09-18", "open": 7621.24, "high": 7706.9, "low": 7603.37, "close": 7687.59 }, { "date": "2026-09-21", "open": 7723.68, "high": 7777.91, "low": 7723.68, "close": 7766.33 }, { "date": "2026-09-22", "open": 7819.62, "high": 7852.23, "low": 7734.35, "close": 7759.03 }, { "date": "2026-09-23", "open": 7762.68, "high": 7769.96, "low": 7730.37, "close": 7745.56 }, { "date": "2026-09-24", "open": 7707.87, "high": 7725.52, "low": 7569.51, "close": 7570.14 }, { "date": "2026-09-28", "open": 7551.22, "high": 7551.22, "low": 7246.61, "close": 7294.17 }, { "date": "2026-09-29", "open": 7265.51, "high": 7357.03, "low": 7256.25, "close": 7325.35 }, { "date": "2026-09-30", "open": 7361.14, "high": 7375.44, "low": 7288.98, "close": 7298.82 }, { "date": "2026-10-08", "open": 7306.74, "high": 7366.86, "low": 7087.8, "close": 7138.58 }, { "date": "2026-10-09", "open": 7107.54, "high": 7175.33, "low": 6925.42, "close": 7155.91 }, { "date": "2026-10-12", "open": 7132.68, "high": 7145.06, "low": 7014.37, "close": 7021.47 }, { "date": "2026-10-13", "open": 6894.6, "high": 7087.89, "low": 6796.58, "close": 7023.22 }, { "date": "2026-10-14", "open": 7001.91, "high": 7035.18, "low": 6891.6, "close": 6905.17 }, { "date": "2026-10-15", "open": 6734.31, "high": 6805.19, "low": 6652.55, "close": 6678.65 }, { "date": "2026-10-16", "open": 6777.39, "high": 6834.45, "low": 6626.52, "close": 6681.94 }, { "date": "2026-10-19", "open": 6639.94, "high": 6746.32, "low": 6578.94, "close": 6698.3 }, { "date": "2026-10-20", "open": 6678.64, "high": 6817.38, "low": 6642.3, "close": 6766.9 }, { "date": "2026-10-21", "open": 6798.97, "high": 6880.55, "low": 6763.45, "close": 6780.26 }, { "date": "2026-10-22", "open": 6782.28, "high": 6782.9, "low": 6578.27, "close": 6578.27 }, { "date": "2026-10-23", "open": 6480.18, "high": 6753.34, "low": 6301.81, "close": 6734.55 }, { "date": "2026-10-26", "open": 6684.93, "high": 6704.68, "low": 6589.13, "close": 6630.78 } ], "sourceUrl": "https://web.ifzq.gtimg.cn/appstock/app/fqkline/get?param=sh000852,day,,,300,qfq", "source": "tencent", "retrievedAt": "2026-10-26T17:13:04.813203+08:00", "seriesDigest": "457a7bc797d1e384b641c48f4b89f5d81157dcfc9e30f29261ffe5e7b6bd0fc5" }, { "id": "sz399006", "name": "创业板指", "date": "2026-10-26", "open": 2645.74, "high": 2671.81, "low": 2601.09, "close": 2638.23, "previousClose": 2684.1, "return1dPct": -1.708953, "previousReturn1dPct": 4.160037, "return5dPct": -3.934763, "return20dPct": -21.776451, "ma20": 2969.4815, "ma20DistancePct": -11.155197, "bars": [ { "date": "2026-09-18", "open": 3351.56, "high": 3398.16, "low": 3313.21, "close": 3372.68 }, { "date": "2026-09-21", "open": 3403.9, "high": 3429.27, "low": 3373.93, "close": 3399.59 }, { "date": "2026-09-22", "open": 3446.33, "high": 3472.47, "low": 3387.88, "close": 3399.93 }, { "date": "2026-09-23", "open": 3412.53, "high": 3412.53, "low": 3372.95, "close": 3379.61 }, { "date": "2026-09-24", "open": 3366.89, "high": 3371.61, "low": 3288.95, "close": 3288.95 }, { "date": "2026-09-28", "open": 3267.6, "high": 3270.81, "low": 3125.2, "close": 3139.82 }, { "date": "2026-09-29", "open": 3136.53, "high": 3158.91, "low": 3128.48, "close": 3142.56 }, { "date": "2026-09-30", "open": 3164.7, "high": 3173.36, "low": 3125.49, "close": 3135.28 }, { "date": "2026-10-08", "open": 3140.46, "high": 3168.4, "low": 3012.03, "close": 3036.66 }, { "date": "2026-10-09", "open": 3021.33, "high": 3053.38, "low": 2932.8, "close": 3043.33 }, { "date": "2026-10-12", "open": 3023.51, "high": 3049.34, "low": 2962.24, "close": 2963.82 }, { "date": "2026-10-13", "open": 2899.15, "high": 2999.76, "low": 2860.8, "close": 2958.34 }, { "date": "2026-10-14", "open": 2943.01, "high": 2962.73, "low": 2863.71, "close": 2866.76 }, { "date": "2026-10-15", "open": 2776.92, "high": 2819.38, "low": 2751.2, "close": 2783.17 }, { "date": "2026-10-16", "open": 2831.89, "high": 2832.13, "low": 2743.87, "close": 2772.38 }, { "date": "2026-10-19", "open": 2760.35, "high": 2770.08, "low": 2708.92, "close": 2746.29 }, { "date": "2026-10-20", "open": 2732.68, "high": 2790.12, "low": 2706.41, "close": 2739.2 }, { "date": "2026-10-21", "open": 2746.84, "high": 2766.81, "low": 2682.71, "close": 2694.71 }, { "date": "2026-10-22", "open": 2687.94, "high": 2688.11, "low": 2576.9, "close": 2576.9 }, { "date": "2026-10-23", "open": 2534.16, "high": 2695.08, "low": 2494.22, "close": 2684.1 }, { "date": "2026-10-26", "open": 2645.74, "high": 2671.81, "low": 2601.09, "close": 2638.23 } ], "sourceUrl": "https://web.ifzq.gtimg.cn/appstock/app/fqkline/get?param=sz399006,day,,,300,qfq", "source": "tencent", "retrievedAt": "2026-10-26T17:13:05.193795+08:00", "seriesDigest": "a5bfbf56b4fb076dd63f6b157962bbc98c1b002715073ddd30ced2cef68a33d0" }, { "id": "sh000688", "name": "科创50", "date": "2026-10-26", "open": 1333.48, "high": 1335.92, "low": 1305.61, "close": 1315.5, "previousClose": 1345.51, "return1dPct": -2.230381, "previousReturn1dPct": 3.035524, "return5dPct": -1.029951, "return20dPct": -20.399605, "ma20": 1455.413, "ma20DistancePct": -9.613285, "bars": [ { "date": "2026-09-18", "open": 1634.63, "high": 1671.01, "low": 1630.1, "close": 1652.63 }, { "date": "2026-09-21", "open": 1669.2, "high": 1678.59, "low": 1643.17, "close": 1657.48 }, { "date": "2026-09-22", "open": 1699.05, "high": 1707.67, "low": 1657.22, "close": 1665.04 }, { "date": "2026-09-23", "open": 1671.77, "high": 1676.85, "low": 1656.98, "close": 1660.85 }, { "date": "2026-09-24", "open": 1652.69, "high": 1653.39, "low": 1621.87, "close": 1621.87 }, { "date": "2026-09-28", "open": 1610.92, "high": 1610.92, "low": 1548.95, "close": 1555.98 }, { "date": "2026-09-29", "open": 1558.66, "high": 1576.55, "low": 1548.74, "close": 1569.34 }, { "date": "2026-09-30", "open": 1576.51, "high": 1578.96, "low": 1526.79, "close": 1530.01 }, { "date": "2026-10-08", "open": 1512.79, "high": 1521.46, "low": 1446.43, "close": 1456.32 }, { "date": "2026-10-09", "open": 1441.72, "high": 1466.88, "low": 1390.0, "close": 1457.27 }, { "date": "2026-10-12", "open": 1443.81, "high": 1473.44, "low": 1425.31, "close": 1426.72 }, { "date": "2026-10-13", "open": 1389.53, "high": 1447.19, "low": 1375.33, "close": 1427.18 }, { "date": "2026-10-14", "open": 1419.46, "high": 1429.38, "low": 1378.01, "close": 1380.26 }, { "date": "2026-10-15", "open": 1326.24, "high": 1367.34, "low": 1326.24, "close": 1359.52 }, { "date": "2026-10-16", "open": 1381.93, "high": 1389.43, "low": 1341.21, "close": 1358.65 }, { "date": "2026-10-19", "open": 1347.09, "high": 1356.42, "low": 1323.67, "close": 1329.19 }, { "date": "2026-10-20", "open": 1319.66, "high": 1355.2, "low": 1309.87, "close": 1342.42 }, { "date": "2026-10-21", "open": 1356.63, "high": 1369.18, "low": 1335.39, "close": 1343.28 }, { "date": "2026-10-22", "open": 1346.96, "high": 1346.96, "low": 1302.39, "close": 1305.87 }, { "date": "2026-10-23", "open": 1287.87, "high": 1353.32, "low": 1257.29, "close": 1345.51 }, { "date": "2026-10-26", "open": 1333.48, "high": 1335.92, "low": 1305.61, "close": 1315.5 } ], "sourceUrl": "https://web.ifzq.gtimg.cn/appstock/app/fqkline/get?param=sh000688,day,,,300,qfq", "source": "tencent", "retrievedAt": "2026-10-26T17:13:05.547862+08:00", "seriesDigest": "abd5f03e4301298ab645dd101fac6b4a4d0abd3bb1a72bdd21caf45e08d53069" } ], "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": "afbcc091f9ae65d2c6c371ffc480632e2427e10e33ba36299fc0cecba384d793" }, "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": -1.497258, "previousSpreadPp": 0.665471, "downCount": 5, "upCount": 1, "belowMa20Count": 6 }, "reasons": [ { "title": "中证1000弱于沪深300", "text": "中证1000当日-1.54%，沪深300-0.04%，收益差-1.50个百分点；前一交易日差值+0.67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": "5个下跌、1个上涨，覆盖六个指数", "text": "本期5/6个指数收跌，前一交易日为0/6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-1.70%、近20日-8.96%，收盘相对20日均线-4.03%。", "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-2026-10-26-style-persistence", "kind": "style_persistence", "title": "大小盘分化是否延续", "mode": "prospective", "registeredAt": "2026-10-26T17:13:05.547959+08:00", "targetSession": "2026-10-27", "windowStartAt": "2026-10-27T09:30:00+08:00", "windowEndAt": "2026-10-27T15:00:00+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-2026-10-26-majority-persistence", "kind": "majority_persistence", "title": "多数指数的方向是否延续", "mode": "prospective", "registeredAt": "2026-10-26T17:13:05.547959+08:00", "targetSession": "2026-10-27", "windowStartAt": "2026-10-27T09:30:00+08:00", "windowEndAt": "2026-10-27T15:00:00+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-2026-10-26-low-open-recovery", "kind": "low_open_recovery", "title": "沪深300低开后能否收高于开盘", "mode": "prospective", "registeredAt": "2026-10-26T17:13:05.547959+08:00", "targetSession": "2026-10-27", "windowStartAt": "2026-10-27T09:30:00+08:00", "windowEndAt": "2026-10-27T15:00:00+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": "2026-10-26", "generatedAt": "2026-10-26T17:13:05.547959+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": "35bbcf4809a9a82a8df0902dbb8fd5006e5528c94ca4f8877fdad12ae406010a" }