{ "schema_version": "1.0", "site": { "name": "创新药内部轮动监测", "url": "https://innovation-drug.missgpttest123.sbs", "language": "zh-CN", "description": "A股沪深主板创新药研究样本的实时行情、研究分组与内部轮动监测。" }, "updated_at": "2026-10-23T16:15:00+08:00", "source_time": "2026-10-23T08:15:00.000Z", "received_at": "2026-10-23T22:14:56.235Z", "trade_date": "2026-10-23", "is_stale": false, "market_state": { "session": "休市", "rotation": "六组共涨", "overall_strength": "偏强" }, "summary": "截至 2026-10-23T16:15:00+08:00，A股144只研究样本整体偏强，平均涨跌幅 1.06625%；六组共涨，CXO与上游机构波段以 0.661062 的 Rotation Score 排名第一。当前样本涨幅领先者为海欣股份（600851.SH，8.71%）。港股行情尚未接入，无法进行A/H相对强弱比较。", "markets": [ { "market": "A_SHARE_MAIN_BOARD", "label": "A股沪深主板创新药研究样本", "status": "available", "stock_count": 144, "valid_count": 144, "average_return_pct": 1.06625, "median_return_pct": 1.06, "advancing_count": 110, "declining_count": 30, "unchanged_count": 4, "strength": "偏强", "note": "仅覆盖当前项目定义的144只沪深主板研究样本，不代表全部A股创新药公司。" }, { "market": "HK", "label": "港股创新药", "status": "not_available", "stock_count": null, "valid_count": null, "average_return_pct": null, "median_return_pct": null, "advancing_count": null, "declining_count": null, "unchanged_count": null, "strength": null, "note": "当前项目尚未接入港股行情，不能据此比较A股与港股创新药强弱。" } ], "sectors": [ { "rank": 1, "id": "R_CXO", "name": "CXO与上游机构波段", "rotation_score": 0.661062, "rotation_delta": 0.453289, "return_pct": 2.885278, "excess_return_pct": 1.819028, "breadth_ratio": 0.923077, "volume_confirmation_ratio": 0.486499, "valid_member_count": 13, "status": "当前领先，动能增强", "leaders": [ { "name": "海欣股份", "symbol": "600851.SH", "market": "A_SHARE", "return_pct": 8.71 }, { "name": "长春高新", "symbol": "000661.SZ", "market": "A_SHARE", "return_pct": 5.4 }, { "name": "灵康药业", "symbol": "603669.SH", "market": "A_SHARE", "return_pct": 4.82 } ] }, { "rank": 2, "id": "R_PRODUCT", "name": "核心制药与生物药回流", "rotation_score": 0.529644, "rotation_delta": 0.290887, "return_pct": 2.130193, "excess_return_pct": 1.063943, "breadth_ratio": 0.785714, "volume_confirmation_ratio": 0.317579, "valid_member_count": 14, "status": "动能增强", "leaders": [ { "name": "甘李药业", "symbol": "603087.SH", "market": "A_SHARE", "return_pct": 7.46 }, { "name": "华海药业", "symbol": "600521.SH", "market": "A_SHARE", "return_pct": 3.72 }, { "name": "海正药业", "symbol": "600267.SH", "market": "A_SHARE", "return_pct": 3.22 } ] }, { "rank": 3, "id": "R_DIFF", "name": "中小制药弹性扩散", "rotation_score": 0.529234, "rotation_delta": 0.25689, "return_pct": 1.788583, "excess_return_pct": 0.722333, "breadth_ratio": 0.857143, "volume_confirmation_ratio": 0.25043, "valid_member_count": 14, "status": "动能增强", "leaders": [ { "name": "灵康药业", "symbol": "603669.SH", "market": "A_SHARE", "return_pct": 4.82 }, { "name": "双鹭药业", "symbol": "002038.SZ", "market": "A_SHARE", "return_pct": 3.13 }, { "name": "信立泰", "symbol": "002294.SZ", "market": "A_SHARE", "return_pct": 2.98 } ] }, { "rank": 4, "id": "R_CATCH", "name": "中药普药反弹", "rotation_score": 0.421032, "rotation_delta": 0.090678, "return_pct": 1.060031, "excess_return_pct": -0.006219, "breadth_ratio": 0.714286, "volume_confirmation_ratio": 0.315014, "valid_member_count": 21, "status": "动能增强", "leaders": [ { "name": "灵康药业", "symbol": "603669.SH", "market": "A_SHARE", "return_pct": 4.82 }, { "name": "马应龙", "symbol": "600993.SH", "market": "A_SHARE", "return_pct": 3.49 }, { "name": "方盛制药", "symbol": "603998.SH", "market": "A_SHARE", "return_pct": 3.2 } ] }, { "rank": 5, "id": "R_EVENT", "name": "事件驱动高波动冲锋", "rotation_score": 0.301849, "rotation_delta": 0.020708, "return_pct": 0.344318, "excess_return_pct": -0.721932, "breadth_ratio": 0.666667, "volume_confirmation_ratio": 0, "valid_member_count": 15, "status": "动能增强", "leaders": [ { "name": "长春高新", "symbol": "000661.SZ", "market": "A_SHARE", "return_pct": 5.4 }, { "name": "塞力医疗", "symbol": "603716.SH", "market": "A_SHARE", "return_pct": 2.82 }, { "name": "海南海药", "symbol": "000566.SZ", "market": "A_SHARE", "return_pct": 2.2 } ] }, { "rank": 6, "id": "R_DEF", "name": "传统品牌药与医药流通防御", "rotation_score": 0.266018, "rotation_delta": -0.356917, "return_pct": 0.543159, "excess_return_pct": -0.523091, "breadth_ratio": 0.6, "volume_confirmation_ratio": 0.328455, "valid_member_count": 30, "status": "动能减弱", "leaders": [ { "name": "马应龙", "symbol": "600993.SH", "market": "A_SHARE", "return_pct": 3.49 }, { "name": "济川药业", "symbol": "600566.SH", "market": "A_SHARE", "return_pct": 2.05 }, { "name": "吉华集团", "symbol": "603980.SH", "market": "A_SHARE", "return_pct": 1.92 } ] } ], "leaders": [ { "name": "海欣股份", "symbol": "600851.SH", "market": "A_SHARE", "return_pct": 8.71, "latest_price": 9.24, "primary_sector": "CXO与上游机构波段" }, { "name": "甘李药业", "symbol": "603087.SH", "market": "A_SHARE", "return_pct": 7.46, "latest_price": 72, "primary_sector": "核心制药与生物药回流" }, { "name": "长春高新", "symbol": "000661.SZ", "market": "A_SHARE", "return_pct": 5.4, "latest_price": 72.08, "primary_sector": "CXO与上游机构波段" }, { "name": "华丽家族", "symbol": "600503.SH", "market": "A_SHARE", "return_pct": 5.16, "latest_price": 2.24, "primary_sector": "中小制药弹性扩散" }, { "name": "灵康药业", "symbol": "603669.SH", "market": "A_SHARE", "return_pct": 4.82, "latest_price": 6.74, "primary_sector": "中小制药弹性扩散" } ], "rotation_signals": [ { "signal": "CXO与上游机构波段当前轮动评分排名第一", "sector": "CXO与上游机构波段", "direction": "leading", "evidence": { "rotation_score": 0.661062, "rotation_delta": 0.453289, "return_pct": 2.885278, "excess_return_pct": 1.819028, "breadth_ratio": 0.923077 } }, { "signal": "传统品牌药与医药流通防御较上一观察日动能减弱最快", "sector": "传统品牌药与医药流通防御", "direction": "decelerating", "evidence": { "rotation_score": 0.266018, "rotation_delta": -0.356917, "return_pct": 0.543159, "excess_return_pct": -0.523091, "breadth_ratio": 0.6 } } ], "catalysts": [], "risks": [ "当前仅覆盖A股沪深主板研究样本，尚未接入港股行情。", "研究分组为完整窗口事后描述，不是当日PIT预测。", "站点暂未维护可验证的结构化催化剂数据。" ], "methodology": { "universe": "144只沪深主板创新药研究样本", "scheme": "k6", "model_version": "k6_20260730_fullwindow", "research_window": "2026-06-18 至 2026-07-30", "rotation_score": "0至1的综合轮动强度评分；数值越高表示当前分组相对更强。", "rotation_delta": "当前 Rotation Score 减去上一可用交易日（2026-07-30）的同组评分。正值表示增强，负值表示减弱。", "percentage_units": "return_pct 与 excess_return_pct 使用百分点；breadth_ratio 与 volume_confirmation_ratio 使用0至1比例。", "ordering": "sectors 按当前 Dashboard rank 升序稳定排序；leaders 按涨跌幅降序、股票代码升序排序。", "data_sources": [ "腾讯证券公开行情接口", "东方财富公开行情接口（后备与板块数据）", "站点内置、经校验的研究分组资产" ], "source_note": "研究窗口 2026-06-18 至 2026-07-30；非当日PIT重新聚类", "disclaimer": "本页面用于市场监测与研究，不构成投资建议。市场数据具有时效性，请以 updated_at 与 source_time 为准。" } }