Source: research/002-ai-chain-full-market-leaders/002_engineering_validation_top_probability.md
Last modified: 2026-06-04 16:47:50 · 8,182 bytes

#002 Engineering Validation - Top Probability Framework v0

Run date: 2026-06-04 16:47:50

1. Historical universe PE availability

cycle stocks anchor_positive complete_pe complete_price
2014_2015_growth 13 13 13 13
2017_2018_supply_reform 12 10 12 12

All 2014-2015 and 2017-2018 v0 candidates have RQData pe_ratio_ttm and price rows in the cycle window. Final report should still mark this as a survivorship-biased leader reference library, not a forward alpha universe.

2. 2020-2021 snapshot backtest summary

offset_days samples avg_votes median_votes score_ge_3 L1_rate L2_rate L3_rate L4_rate L5_rate
-90.000 18.000 0.444 0.000 0.000 0.056 0.056 0.056 0.000 0.278
-60.000 18.000 0.667 0.000 0.056 0.111 0.056 0.222 0.000 0.278
-30.000 18.000 0.444 0.000 0.000 0.111 0.056 0.111 0.000 0.167
-15.000 18.000 0.333 0.000 0.000 0.056 0.000 0.167 0.000 0.111
-5.000 18.000 0.556 0.000 0.056 0.111 0.056 0.278 0.000 0.111
0.000 18.000 0.778 1.000 0.000 0.111 0.167 0.500 0.000 0.000

Interpretation: L1/L2/L3 are stock-specific and show useful cross-sectional variation near peak. L5 has limited 2020-2021 discrimination because composite option PCR history is ETF/index-level and not available before late 2019; use as market sentiment background, not stock-level evidence.

3. Current AI strict-leader main sample (~25)

votes stocks
0 21
1 1
2 3
order_book_id name sws_l2 pe_ttm pe_expansion_pct ema20_dev capital_flow_5d_out composite_pcr_pct60 votes top_probability_pct
300394.XSHE 天孚通信 通信设备 178.437 3.978 0.231 False 0.473 2 40
300502.XSHE 新易盛 通信设备 72.539 2.530 0.200 False 0.473 2 40
300308.XSHE 中际旭创 通信设备 95.091 3.553 0.191 False 0.473 2 40
600183.XSHG 生益科技 元件 87.242 1.447 0.236 False 0.473 1 20
300033.XSHE 同花顺 软件开发 50.397 -0.400 -0.040 False 0.473 0 0
603629.XSHG 利通电子 消费电子 102.040 -0.667 0.112 False 0.473 0 0
688150.XSHG 莱特光电 电子化学品Ⅱ 99.810 1.048 -0.108 False 0.473 0 0
300548.XSHE 长芯博创 通信设备 192.318 1.159 0.012 False 0.473 0 0
300604.XSHE 长川科技 半导体 86.415 0.762 0.020 False 0.473 0 0
000988.XSHE 华工科技 自动化设备 91.352 1.743 0.038 False 0.473 0 0
002463.XSHE 沪电股份 元件 58.063 1.415 0.103 False 0.473 0 0
603893.XSHG 瑞芯微 半导体 63.948 -0.302 -0.039 False 0.473 0 0
688525.XSHG 佰维存储 半导体 37.433 nan 0.023 False 0.473 0 0
688313.XSHG 仕佳光子 通信设备 193.119 1.870 0.046 False 0.473 0 0
300857.XSHE 协创数据 消费电子 67.285 0.582 -0.048 False 0.473 0 0
688127.XSHG 蓝特光学 光学光电子 72.721 0.655 -0.021 False 0.473 0 0
300054.XSHE 鼎龙股份 电子化学品Ⅱ 80.398 0.648 0.017 False 0.473 0 0
688025.XSHG 杰普特 自动化设备 112.243 1.875 0.036 False 0.473 0 0
301308.XSHE 江波龙 半导体 41.433 nan 0.020 False 0.473 0 0
300476.XSHE 胜宏科技 元件 74.225 0.848 -0.001 False 0.473 0 0
001309.XSHE 德明利 半导体 34.215 -0.862 -0.015 False 0.473 0 0
601138.XSHG 工业富联 消费电子 39.566 1.298 0.146 False 0.473 0 0
002380.XSHE 科远智慧 IT服务Ⅱ 60.978 1.700 -0.041 False 0.473 0 0
603508.XSHG 思维列控 计算机设备 14.464 -0.178 -0.059 False 0.473 0 0
300684.XSHE 中石科技 电子化学品Ⅱ 48.132 0.530 -0.078 False 0.473 0 0

4. L4 production recommendation

- Capital-flow coverage: 25/25 current main-sample stocks have at least 5 rows for the current 5-trading-day check.

- Northbound coverage: 0/25 current main-sample stocks have at least 5 local stock-connect rows for the same current check.

- Recommendation: use RQData get_capital_flow active buy/sell net value as the production L4 stock-specific signal. Use northbound as a secondary annotation only when coverage exists. Reason: northbound is sparse for many STAR/ChiNext/AI-chain names and may be unavailable for current dates, while get_capital_flow is stock-level, daily, and covers the strict-leader sample consistently.

Deliverables

- 002_historical_universe_pe_availability.csv

- 002_top_probability_2020_2021_snapshot_backtest.csv

- 002_top_probability_2020_2021_snapshot_summary.csv

- 002_ai_strict_leader_main_sample_25.csv

- 002_current_ai_strict_leader_top_probability.csv

- 002_l4_capital_flow_vs_northbound_coverage.csv