Clarifying deviation and index for SZSE
It seems that the 182.23 is the "25-day deviation," not the cumulative deviation over 30 days. The 6.14 refers to the daily price change, not the deviation. The cumulative deviation is calculated over 30 consecutive trading days, and it includes the index benchmarks. The formula involves the stock’s price change minus the corresponding benchmark change. The app uses historical data and a rolling window for calculations.
Exploring cumulative deviation calculations
The current 25-day cumulative deviation is 182.23, and to trigger the 30-day cumulative at >= 200, we need an additional 17.77. If the stock rises 6.14 and the benchmark drops 11.63, it would meet the increment needed to hit 200. However, the app assumes other factors like past deviations or index changes. Similarly, the rule requires 30 consecutive days, but the 25-day window might trigger earlier due to a shift to 26 days.
Understanding the 30-day cumulative deviation rule
The rule says that the cumulative deviation must hit +200% over any 30 consecutive trading days. It’s possible the app shows "25日偏离值" in the current 30-day window, meaning it's on the 25th day count from the start, not a 25-day window. It may indicate they’ve been monitoring from day 25.
Clarifying the 25-day deviation metric and trigger
The "25日涨幅偏离值" means that since entering the 30-day monitoring, 25 days have passed, and the cumulative deviation for these 25 days is 182.23. The trigger could happen on day 26 if the stock rises by 6.14% and the cumulative deviation hits 200%, which could occur before the full 30 days are up. The deviation is the difference relative to the benchmark index over the last 30 days.
Clarifying the cumulative deviation and trigger
- 200% refers to the cumulative deviation ("日收盘价涨跌幅偏离值") over 30 consecutive days.
- 182.23% is the accumulated deviation for the 25 days.
- To trigger, an additional 17.77% is needed in the next day’s cumulative deviation when the window rolls. This accounts for index movements and possible removal of prior day’s deviation. The explanation for the app’s 6.14% trigger involves assumptions about the index and rolling window.
Clarifying the 25-day vs 30-day rule
The app shows a "25-day deviation," suggesting that over the last 25 trading days, the cumulative deviation is 182.23%. However, the rule for triggering is based on a continuous 30-day period. The app might display "25-day" deviation because it's showing the day within the 30-day window, not a full 30-day count. Therefore, the trigger could happen before day 30, but the rule still considers the full 30-day period.
Clarifying the 25-day vs 30-day deviation calculation
The displayed 25-day deviation represents the cumulative percentage change over the last 25 trading days. However, the triggering condition uses a 30-day window. If there's an additional 17.77% cumulative deviation over the next 5 days, it triggers. This depends on daily changes and how markets shift.
Thought for 3m 9s