季度觀察交易日,三個月目標日,後三個月取價交易日,SP500後3個月價格報酬_pct,報酬成熟狀態,高盛_原始隱含報酬_pct,高盛_季度微分_百分點每季,摩根大通_原始隱含報酬_pct,摩根大通_季度微分_百分點每季,摩根士丹利_原始隱含報酬_pct,摩根士丹利_季度微分_百分點每季,美國銀行_原始隱含報酬_pct,美國銀行_季度微分_百分點每季,瑞銀_原始隱含報酬_pct,瑞銀_季度微分_百分點每季,Macro-SaFe原始體質分_0至100,Macro-SaFe季度微分_分數點每季,Macro-SaFe原始狀態_50為中性線,Macro-SaFe微分方向,五家機構原始偏多數,五家機構原始偏空數,五家機構原始持平數,五家機構原始缺值數,五家機構微分上修數,五家機構微分下修數,五家機構微分持平數,五家機構微分不可計算數 2020-01-02,2020-04-02,2020-04-02,-22.436582,已成熟,4.363307,,,,-7.914729,,1.293798,,-7.914729,,77.918000,,偏上/高於中性線,NA,2,2,0,1,0,0,0,5 2020-04-01,2020-07-01,2020-07-01,26.122652,已成熟,37.623963,33.260656,,,21.432908,29.347637,33.576199,32.282401,21.432908,29.347637,60.000000,-18.179304,偏上/高於中性線,轉弱,4,0,0,1,4,0,0,1 2020-07-01,2020-10-01,2020-10-01,8.502947,已成熟,9.119152,-28.504811,,,-3.718396,-25.151304,5.909765,-27.666434,-3.718396,-25.151304,45.000000,-15.051511,偏下/低於中性線,轉弱,2,2,0,1,0,4,0,1 2020-10-01,2021-01-01,2021-01-04,9.460774,已成熟,0.567913,-8.551239,,,-11.263606,-7.545211,-2.389967,-8.299732,-11.263606,-7.545211,45.000000,0.000000,偏下/低於中性線,持平,1,3,0,1,0,4,0,1 2021-01-04,2021-04-04,2021-04-05,10.194426,已成熟,16.195803,15.627891,,,5.386891,16.650498,2.684664,5.074630,,,45.000000,0.000000,偏下/低於中性線,持平,3,0,0,2,3,0,0,2 2021-04-01,2021-07-01,2021-07-01,7.464665,已成熟,6.968633,-9.227170,,,-2.981937,-8.368829,-5.469580,-8.154243,,,45.000000,0.000000,偏下/低於中性線,持平,1,2,0,2,0,3,0,2 2021-07-01,2021-10-01,2021-10-01,0.858810,已成熟,-0.461580,-7.430214,,,-9.720968,-6.739031,-12.035815,-6.566235,,,79.088000,34.205060,偏上/高於中性線,改善,0,3,0,2,0,3,0,2 2021-10-01,2022-01-01,2022-01-03,10.087583,已成熟,-1.309146,-0.847565,,,-10.489690,-0.768722,-2.456714,9.579102,,,73.811000,-5.237566,偏上/高於中性線,轉弱,0,3,0,2,1,2,0,2 2022-01-03,2022-04-03,2022-04-04,-4.459861,已成熟,6.326200,7.635346,,,-8.267592,2.222098,-4.097937,-1.641223,,,72.095000,-1.666939,偏上/高於中性線,轉弱,1,2,0,2,2,1,0,2 2022-04-01,2022-07-01,2022-07-01,-15.850242,已成熟,12.189993,5.863792,,,-3.208634,5.058958,1.190974,5.288911,,,55.493000,-17.226933,偏上/高於中性線,轉弱,2,1,0,2,3,0,0,2 2022-07-01,2022-10-01,2022-10-03,-3.840195,已成熟,33.321831,21.131838,,,15.022756,18.231390,20.251063,19.060090,,,18.668000,-36.951459,偏下/低於中性線,轉弱,3,0,0,2,3,0,0,2 2022-10-03,2023-01-03,2023-01-03,3.961200,已成熟,38.646107,5.324276,,,19.616249,4.593493,25.053352,4.802288,,,34.489000,15.368671,偏下/低於中性線,改善,3,0,0,2,3,0,0,2 2023-01-03,2023-04-03,2023-04-03,7.854573,已成熟,4.598681,-34.047426,,,1.983714,-17.632535,4.598681,-20.454671,,,44.489000,9.925272,偏下/低於中性線,改善,3,0,0,2,0,3,0,2 2023-04-03,2023-07-03,2023-07-03,8.027138,已成熟,-3.018783,-7.617464,,,-5.443313,-7.427027,-3.018783,-7.617464,,,48.722000,4.294731,偏下/低於中性線,改善,0,3,0,2,0,3,0,2 2023-07-03,2023-10-03,2023-10-03,-5.075414,已成熟,-10.225133,-7.206350,,,-12.469505,-7.026191,-10.225133,-7.206350,,,51.845000,3.133725,偏上/高於中性線,改善,0,3,0,2,0,3,0,2 2023-10-02,2024-01-02,2024-01-02,10.596982,已成熟,-6.724901,3.500231,,,-9.056779,3.412726,7.266363,17.491496,,,43.070000,-8.805134,偏下/低於中性線,轉弱,1,2,0,2,3,0,0,2 2024-01-02,2024-04-02,2024-04-02,9.761682,已成熟,-0.903047,5.821854,-11.445276,,-5.119939,3.936840,5.422290,-1.844073,-0.903047,,56.909000,13.735584,偏上/高於中性線,改善,1,4,0,0,2,1,0,2 2024-04-01,2024-07-01,2024-07-01,4.411327,已成熟,-10.369829,-9.466782,-19.904954,-8.459678,-14.183879,-9.063940,-4.648755,-10.071045,-10.369829,-9.466782,56.936000,0.027394,偏上/高於中性線,改善,0,5,0,0,0,5,0,0 2024-07-01,2024-10-01,2024-10-01,4.267695,已成熟,-5.024392,5.345437,-23.288932,-3.383978,-17.809570,-3.625691,-1.371484,3.277270,-1.371484,8.998345,56.681000,-0.255876,偏上/高於中性線,轉弱,0,5,0,0,3,2,0,0 2024-10-01,2025-01-01,2025-01-02,2.799208,已成熟,-8.911758,-3.887366,-26.428728,-3.139796,-21.173637,-3.364067,-5.408364,-4.036880,-5.408364,-4.036880,45.000000,-11.593710,偏下/低於中性線,轉弱,0,5,0,0,0,5,0,0 2025-01-02,2025-04-02,2025-04-02,-3.366753,已成熟,10.759898,19.671656,10.759898,37.188626,10.759898,31.933535,13.588536,18.996900,12.463897,17.872261,54.667000,9.491591,偏上/高於中性線,改善,5,0,0,0,5,0,0,0 2025-04-01,2025-07-01,2025-07-01,10.028989,已成熟,15.390009,4.630111,15.390009,4.630111,15.390009,4.630111,18.336893,4.748357,17.165240,4.701344,58.673000,4.110088,偏上/高於中性線,改善,5,0,0,0,5,0,0,0 2025-07-01,2025-10-01,2025-10-01,8.279923,已成熟,4.872370,-10.517639,4.872370,-10.517639,4.872370,-10.517639,7.550649,-10.786243,6.485791,-10.679449,67.748000,9.106164,偏上/高於中性線,改善,5,0,0,0,0,5,0,0 2025-10-01,2026-01-01,2026-01-02,2.194392,已成熟,-1.656932,-6.529302,-3.146978,-8.019349,-3.146978,-8.019349,-6.127071,-13.677720,-1.656932,-8.142723,45.000000,-22.578008,偏下/低於中性線,轉弱,0,5,0,0,0,5,0,0 2026-01-02,2026-04-02,2026-04-02,-4.021017,已成熟,10.811887,12.468818,9.353835,12.500814,13.727989,16.874967,3.521631,9.648702,12.269938,13.926869,45.000000,0.000000,偏下/低於中性線,持平,5,0,0,0,5,0,0,0 2026-04-01,2026-07-01,2026-07-01,13.807848,已成熟,15.583728,4.771842,14.062890,4.709054,18.625405,4.897416,7.979536,4.457905,17.104567,4.834629,45.000000,0.000000,偏下/低於中性線,持平,5,0,0,0,5,0,0,0 2026-07-01,2026-10-01,2026-10-01,2.448411,已成熟,6.905708,-8.678020,4.233065,-9.829825,6.905708,-11.719697,-5.121184,-13.100720,5.569386,-11.535180,72.950000,28.045982,偏上/高於中性線,改善,4,1,0,0,0,5,0,0 2026-10-01,2027-01-01,,,未成熟,4.350775,-2.554933,4.350775,0.117710,4.350775,-2.554933,-3.475533,1.645651,5.655160,0.085773,66.200000,-6.699558,偏上/高於中性線,轉弱,4,1,0,0,3,2,0,0