{ "version": 4, "updatedAt": "2026-08-31 04:58:47", "spy": { "price": 769.35, "drawdownFromHigh": 0.011, "drawdownPct": "-1.1%", "activeScenarioId": null }, "regime": "訊號分歧", "spyPulse": { "symbol": "SPY", "updatedAt": "2026-08-31 04:58:47", "movingAverages": { "status": "ok", "price": 769.35, "ma5": 767.18, "ma20": 769.22, "ma30": 759.91, "vsMa5": "above", "vsMa20": "flat", "vsMa30": "above", "structure": "糾結", "distMa20Pct": 0.02 }, "rsi": { "status": "ok", "value": 56.7, "period": 14, "zone": "偏多", "tone": "bull", "note": "Wilder RSI(14)；≥70 超買、≤30 超賣" }, "priceVolume": { "status": "ok", "pattern": "價跌量縮", "patternCode": "down_vol_down", "position": "高檔", "positionPct": 0.843, "priceChangePct": -0.23, "volumeVsAvg20": 0.92, "volMa5": 31974900, "volMa20": 39755660, "volMaCross": "death", "daysAboveVolMa5": 2, "divergence": null, "interpretation": "高檔量縮陰跌，多頭乏力", "tone": "bear", "score": -1, "detail": "價跌量縮 · 高檔", "note": "以 20 日均量判斷量增縮；位置為近 60 日高低區間；連 3 日超 5 均量較具參考性" }, "turnover": { "status": "ok", "volume": 36712600, "avgVolume20d": 39755660, "volumeVsAvg": 0.92, "sharesOutstanding": 917782016, "turnoverPct": 4.0001, "label": "穩定", "note": "換手約 4.000% · 日量相對 20 日均 0.92x" }, "optionsOi": { "status": "ok", "expiries": [ "2026-08-31", "2026-09-18" ], "callOi": 7318, "putOi": 0, "totalOi": 7318, "putCallOiRatio": 0.0, "callVolume": 843956, "putVolume": 1007104, "bias": "Call 偏多（追漲／看多情緒）", "biasTone": "bull", "spot": 769.35, "oiPercentile": 100.0, "oiPercentileLabel": "100%（極高）", "pressureLevel": "近月 OI 分佈分散，無明顯單點壓力", "callWall": { "strike": 770.0, "oi": 0 }, "putWall": { "strike": 420.0, "oi": 0 }, "atmCall": { "strike": 769.0, "price": 1.83, "bid": 0.0, "ask": 0.0 }, "atmPut": { "strike": 769.0, "price": 1.64, "bid": 0.0, "ask": 0.0 }, "wallExpiry": "2026-08-31", "interpretation": "P/C 0.00 極低，情緒偏極端樂觀／警惕。OI 接近鏈內最高百分位，突破任一方向可能引發 Gamma 擠壓。", "oiStatus": "OI 接近鏈內最高百分位", "byExpiry": [ { "expiry": "2026-08-31", "callOi": 6835, "putOi": 0, "putCallOiRatio": 0.0 }, { "expiry": "2026-09-18", "callOi": 483, "putOi": 0, "putCallOiRatio": 0.0 } ], "note": "OI 百分位為近月相對可掃到期日鏈內排名（非完整 52 週）；壓力位取最大 Call/Put OI 牆" }, "turnoverOiDynamics": { "status": "ok", "turnoverLabel": "穩定 · 4.0001%", "turnoverDetail": "換手約 4.000% · 日量相對 20 日均 0.92x", "volumeVsAvg": 0.92, "turnoverPct": 4.0001, "oiStatus": "OI 接近鏈內最高百分位（總 OI 7,318）", "pcBias": "Call 偏多（追漲／看多情緒） · P/C 0.0", "tone": "bull", "note": "預估日換手＝日量/流通股；OI 狀態與 P/C 來自近月期權鏈" }, "volumeProfile": { "status": "ok", "last": 769.35, "high52w": 779.37, "low52w": 627.66, "near52wHigh": true, "profiles": { "1m": { "status": "ok", "window": "1m", "bars": 21, "poc": 771.99, "vah": 775.46, "val": 764.17, "last": 769.35, "distPocPct": -0.34, "zone": "at_poc", "zoneLabel": "POC 附近（公允價值）", "note": "日 K 近似 VP（非 tick）；POC=最大成交量價位，VA≈70% 成交量區間" }, "3m": { "status": "ok", "window": "3m", "bars": 63, "poc": 749.94, "vah": 756.48, "val": 731.62, "last": 769.35, "distPocPct": 2.59, "zone": "above_vah", "zoneLabel": "VAH 之上（偏貴）", "note": "日 K 近似 VP（非 tick）；POC=最大成交量價位，VA≈70% 成交量區間" }, "1y": { "status": "ok", "window": "1y", "bars": 252, "poc": 676.65, "vah": 692.45, "val": 641.89, "last": 769.35, "distPocPct": 13.7, "zone": "above_vah", "zoneLabel": "VAH 之上（偏貴）", "note": "日 K 近似 VP（非 tick）；POC=最大成交量價位，VA≈70% 成交量區間" } }, "pocCluster": { "low": 676.65, "high": 771.99, "mid": 732.86, "converged": false }, "refillLevels": [ { "level": 771.99, "label": "短期 POC（1M）第一批觀察", "priority": 1 }, { "level": 764.17, "label": "短期 VAL 第二批加碼區", "priority": 2 }, { "level": 749.94, "label": "3M POC 價值支撐", "priority": 2 } ], "advice": "現價 769.35 接近 52 週高 779.37，非補倉甜蜜點；宜等回測短期 POC（771.99）並出現價跌量縮再分批。", "tone": "warn", "note": "日 K 近似 Volume Profile；ETF 參考力道弱於個股，請搭配大盤與價量" }, "technicalSupport": { "status": "ok", "last": 769.35, "nearestSupport": { "name": "MA20", "price": 769.22, "kind": "ma" }, "nearestResistance": { "name": "1M POC", "price": 771.99, "kind": "poc" }, "supports": [ { "name": "MA20", "price": 769.22, "kind": "ma" }, { "name": "MA5", "price": 767.18, "kind": "ma" }, { "name": "1M VAL", "price": 764.17, "kind": "val" }, { "name": "MA30", "price": 759.91, "kind": "ma" }, { "name": "Put 牆", "price": 420.0, "kind": "put_wall" } ], "resistances": [ { "name": "1M POC", "price": 771.99, "kind": "poc" }, { "name": "1M VAH", "price": 775.46, "kind": "vah" } ], "observation": "現價 769.35 接近 52 週高，追價風險高；優先觀察回測 MA20（769.22）並搭配價跌量縮。", "action": "高檔觀望，等 POC／VAL 回測再分批", "tone": "warn", "rsi": 56.7, "note": "支撐綜合 1M POC/VAL、均線與 Put 牆；高檔區避免追價補倉" }, "vwap": { "status": "ok", "value": 770.95, "last": 769.38, "biasPct": -0.203, "bias": "價在 VWAP 下方（盤中偏空）", "tone": "bear" }, "openingRange": { "status": "ok", "minutes": 30, "high": 772.87, "low": 771.47, "volume": 2888399, "volumeSharePct": 9.0, "breakout": "向下跌破開盤區間", "note": "前 30 分鐘高低與量能佔全日比；量能過高常伴隨方向選擇" }, "lateFib": { "status": "ok", "windowMinutes": 90, "high": 769.88, "low": 768.31, "levels": { "0": 769.88, "0.236": 769.51, "0.382": 769.28, "0.5": 769.1, "0.618": 768.91, "1": 768.31 }, "retracementFromHigh": 0.318, "nearest": { "level": "0.382", "price": 769.28 }, "note": "尾盤區間由高點回撤比例；接近 0.382/0.618 常成短線攻防" }, "sessionDate": "2026-08-28" }, "zScoreGuide": { "lookback": 120, "rsWindow": 20, "mild": 1.0, "strong": 2.0, "note": "Z = (目前RS價差 − 近120日均值) / 標準差；|Z|≥2 約為 5% 尾端顯著訊號" }, "scenarios": [ { "id": "cyclical_pullback", "title": "週期性回調", "drawdownRange": "-5% ~ -15%", "condition": "景氣仍佳", "flows": [ "XLU", "XLP", "SCHD", "USMV" ], "flowNote": "防禦輪動", "manual": false, "active": false }, { "id": "systemic_crash", "title": "系統性股災", "drawdownRange": "-20% 以上", "condition": "經濟衰退", "flows": [ "TLT", "GLD", "BIL", "SH" ], "flowNote": "債券+黃金+現金+做空", "manual": false, "active": false }, { "id": "stock_bond_selloff", "title": "股債雙殺", "drawdownRange": "升息環境（如 2022）", "condition": "股債同步承壓", "flows": [ "SGOV", "BIL", "GLD", "XLU" ], "flowNote": "短債+黃金+公用事業", "manual": true, "active": false } ], "relativeStrength": [ { "id": "xlu_spy", "label": "XLU / SPY", "numerator": "XLU", "denominator": "SPY", "meaning": "公用事業相對大盤走強 = 避險情緒升溫", "status": "ok", "metrics": { "numReturn": -0.0365, "denReturn": 0.0299, "rsSpread": -0.0664, "ratioChange": -0.0645, "signal": "中性(正常波動)", "tone": "neutral", "windowDays": 20, "fixedThresholdSignal": "風險偏好", "zscore": { "zScore": -0.67, "mean": -0.0285, "stdDev": 0.0564, "sampleSize": 120, "label": "中性(正常波動)", "tone": "neutral", "significance": "normal" }, "zScore": -0.67, "zMean": -0.0285, "zStdDev": 0.0564, "zSampleSize": 120, "zLookback": 120, "significance": "normal", "zHistory": [ { "date": "2026-06-04", "spread": -0.0704, "zScore": -0.74 }, { "date": "2026-06-05", "spread": -0.0252, "zScore": 0.06 }, { "date": "2026-06-08", "spread": -0.029, "zScore": -0.01 }, { "date": "2026-06-09", "spread": -0.0227, "zScore": 0.1 }, { "date": "2026-06-10", "spread": -0.0091, "zScore": 0.34 }, { "date": "2026-06-11", "spread": -0.0078, "zScore": 0.37 }, { "date": "2026-06-12", "spread": 0.0003, "zScore": 0.51 }, { "date": "2026-06-15", "spread": -0.0014, "zScore": 0.48 }, { "date": "2026-06-16", "spread": 0.0097, "zScore": 0.68 }, { "date": "2026-06-17", "spread": -0.0071, "zScore": 0.38 }, { "date": "2026-06-18", "spread": -0.0044, "zScore": 0.43 }, { "date": "2026-06-22", "spread": -0.0047, "zScore": 0.42 }, { "date": "2026-06-23", "spread": 0.0138, "zScore": 0.75 }, { "date": "2026-06-24", "spread": 0.0316, "zScore": 1.07 }, { "date": "2026-06-25", "spread": 0.0412, "zScore": 1.24 }, { "date": "2026-06-26", "spread": 0.0732, "zScore": 1.8 }, { "date": "2026-06-29", "spread": 0.0606, "zScore": 1.58 }, { "date": "2026-06-30", "spread": 0.0717, "zScore": 1.77 }, { "date": "2026-07-01", "spread": 0.042, "zScore": 1.25 }, { "date": "2026-07-02", "spread": 0.0636, "zScore": 1.63 }, { "date": "2026-07-06", "spread": 0.0427, "zScore": 1.26 }, { "date": "2026-07-07", "spread": 0.0206, "zScore": 0.87 }, { "date": "2026-07-08", "spread": 0.038, "zScore": 1.18 }, { "date": "2026-07-09", "spread": 0.0102, "zScore": 0.69 }, { "date": "2026-07-10", "spread": -0.0047, "zScore": 0.42 }, { "date": "2026-07-13", "spread": 0.0265, "zScore": 0.97 }, { "date": "2026-07-14", "spread": 0.0164, "zScore": 0.8 }, { "date": "2026-07-15", "spread": 0.0146, "zScore": 0.76 }, { "date": "2026-07-16", "spread": 0.0124, "zScore": 0.73 }, { "date": "2026-07-17", "spread": 0.0167, "zScore": 0.8 }, { "date": "2026-07-20", "spread": 0.0167, "zScore": 0.8 }, { "date": "2026-07-21", "spread": -0.0008, "zScore": 0.49 }, { "date": "2026-07-22", "spread": 0.0002, "zScore": 0.51 }, { "date": "2026-07-23", "spread": 0.0075, "zScore": 0.64 }, { "date": "2026-07-24", "spread": 0.0033, "zScore": 0.56 }, { "date": "2026-07-27", "spread": -0.0251, "zScore": 0.06 }, { "date": "2026-07-28", "spread": -0.0107, "zScore": 0.32 }, { "date": "2026-07-29", "spread": 0.0137, "zScore": 0.75 }, { "date": "2026-07-30", "spread": 0.003, "zScore": 0.56 }, { "date": "2026-07-31", "spread": -0.0338, "zScore": -0.09 }, { "date": "2026-08-03", "spread": -0.0293, "zScore": -0.01 }, { "date": "2026-08-04", "spread": -0.0664, "zScore": -0.67 }, { "date": "2026-08-05", "spread": -0.0702, "zScore": -0.74 }, { "date": "2026-08-06", "spread": -0.0612, "zScore": -0.58 }, { "date": "2026-08-07", "spread": -0.0639, "zScore": -0.63 }, { "date": "2026-08-10", "spread": -0.0885, "zScore": -1.06 }, { "date": "2026-08-11", "spread": -0.07, "zScore": -0.74 }, { "date": "2026-08-12", "spread": -0.0539, "zScore": -0.45 }, { "date": "2026-08-13", "spread": -0.0676, "zScore": -0.69 }, { "date": "2026-08-14", "spread": -0.0635, "zScore": -0.62 }, { "date": "2026-08-17", "spread": -0.0581, "zScore": -0.53 }, { "date": "2026-08-18", "spread": -0.0457, "zScore": -0.3 }, { "date": "2026-08-19", "spread": -0.0706, "zScore": -0.75 }, { "date": "2026-08-20", "spread": -0.0855, "zScore": -1.01 }, { "date": "2026-08-21", "spread": -0.1123, "zScore": -1.49 }, { "date": "2026-08-24", "spread": -0.0868, "zScore": -1.03 }, { "date": "2026-08-25", "spread": -0.0824, "zScore": -0.95 }, { "date": "2026-08-26", "spread": -0.0814, "zScore": -0.94 }, { "date": "2026-08-27", "spread": -0.0728, "zScore": -0.79 }, { "date": "2026-08-28", "spread": -0.0664, "zScore": -0.67 } ], "thresholds": { "mild": 1.0, "strong": 2.0 } }, "volume": null }, { "id": "tlt_spy", "label": "TLT / SPY", "numerator": "TLT", "denominator": "SPY", "meaning": "長債相對大盤走強 = 資金湧入債市", "status": "ok", "metrics": { "numReturn": 0.0117, "denReturn": 0.0299, "rsSpread": -0.0182, "ratioChange": -0.0176, "signal": "中性(正常波動)", "tone": "neutral", "windowDays": 20, "fixedThresholdSignal": "風險偏好", "zscore": { "zScore": 0.3, "mean": -0.0306, "stdDev": 0.0421, "sampleSize": 120, "label": "中性(正常波動)", "tone": "neutral", "significance": "normal" }, "zScore": 0.3, "zMean": -0.0306, "zStdDev": 0.0421, "zSampleSize": 120, "zLookback": 120, "significance": "normal", "zHistory": [ { "date": "2026-06-04", "spread": -0.0345, "zScore": -0.09 }, { "date": "2026-06-05", "spread": -0.0111, "zScore": 0.46 }, { "date": "2026-06-08", "spread": -0.0153, "zScore": 0.37 }, { "date": "2026-06-09", "spread": 0.0018, "zScore": 0.77 }, { "date": "2026-06-10", "spread": 0.0199, "zScore": 1.2 }, { "date": "2026-06-11", "spread": 0.024, "zScore": 1.3 }, { "date": "2026-06-12", "spread": 0.0226, "zScore": 1.26 }, { "date": "2026-06-15", "spread": 0.0075, "zScore": 0.91 }, { "date": "2026-06-16", "spread": 0.0197, "zScore": 1.2 }, { "date": "2026-06-17", "spread": 0.0341, "zScore": 1.54 }, { "date": "2026-06-18", "spread": 0.0279, "zScore": 1.39 }, { "date": "2026-06-22", "spread": 0.0214, "zScore": 1.24 }, { "date": "2026-06-23", "spread": 0.0356, "zScore": 1.57 }, { "date": "2026-06-24", "spread": 0.0514, "zScore": 1.95 }, { "date": "2026-06-25", "spread": 0.0471, "zScore": 1.85 }, { "date": "2026-06-26", "spread": 0.0544, "zScore": 2.02 }, { "date": "2026-06-29", "spread": 0.0417, "zScore": 1.72 }, { "date": "2026-06-30", "spread": 0.0241, "zScore": 1.3 }, { "date": "2026-07-01", "spread": 0.0178, "zScore": 1.15 }, { "date": "2026-07-02", "spread": 0.016, "zScore": 1.11 }, { "date": "2026-07-06", "spread": 0.0082, "zScore": 0.92 }, { "date": "2026-07-07", "spread": -0.0187, "zScore": 0.28 }, { "date": "2026-07-08", "spread": -0.0103, "zScore": 0.48 }, { "date": "2026-07-09", "spread": -0.0263, "zScore": 0.1 }, { "date": "2026-07-10", "spread": -0.0445, "zScore": -0.33 }, { "date": "2026-07-13", "spread": -0.0379, "zScore": -0.17 }, { "date": "2026-07-14", "spread": -0.0323, "zScore": -0.04 }, { "date": "2026-07-15", "spread": -0.0162, "zScore": 0.34 }, { "date": "2026-07-16", "spread": -0.0225, "zScore": 0.19 }, { "date": "2026-07-17", "spread": -0.0231, "zScore": 0.18 }, { "date": "2026-07-20", "spread": -0.0232, "zScore": 0.18 }, { "date": "2026-07-21", "spread": -0.0299, "zScore": 0.02 }, { "date": "2026-07-22", "spread": -0.0473, "zScore": -0.4 }, { "date": "2026-07-23", "spread": -0.0514, "zScore": -0.49 }, { "date": "2026-07-24", "spread": -0.0497, "zScore": -0.45 }, { "date": "2026-07-27", "spread": -0.0516, "zScore": -0.5 }, { "date": "2026-07-28", "spread": -0.033, "zScore": -0.05 }, { "date": "2026-07-29", "spread": -0.0146, "zScore": 0.38 }, { "date": "2026-07-30", "spread": -0.0263, "zScore": 0.1 }, { "date": "2026-07-31", "spread": -0.0411, "zScore": -0.25 }, { "date": "2026-08-03", "spread": -0.0428, "zScore": -0.29 }, { "date": "2026-08-04", "spread": -0.0481, "zScore": -0.41 }, { "date": "2026-08-05", "spread": -0.0449, "zScore": -0.34 }, { "date": "2026-08-06", "spread": -0.0418, "zScore": -0.26 }, { "date": "2026-08-07", "spread": -0.0406, "zScore": -0.24 }, { "date": "2026-08-10", "spread": -0.0507, "zScore": -0.48 }, { "date": "2026-08-11", "spread": -0.0435, "zScore": -0.3 }, { "date": "2026-08-12", "spread": -0.0448, "zScore": -0.34 }, { "date": "2026-08-13", "spread": -0.0515, "zScore": -0.49 }, { "date": "2026-08-14", "spread": -0.0699, "zScore": -0.93 }, { "date": "2026-08-17", "spread": 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