Two axes, kept honest and separate. CONVICTION (the rank) = a validated alpha-led blend: sector-neutral residual momentum (the only individually positive-IC leg) plus a light multi-factor confirmation — value, quality, profitability, low-vol and insider buying. BUY (a separate column) = the actionable entry, HARD-GATED on the validated MACD-2D × StochRSI-3D confluence: a name reads 'Buy zone' only once both have crossed within ~6 days (confirmed) or the 3D StochRSI has crossed and the 2D MACD is about to (about-to-cross). A high-conviction leader that is downtrending on the 3D MACD/StochRSI is NOT a buy — it shows a muted dash. The separate 'trend' chip (pullback / in-trend / extended) is risk-placement CONTEXT only, never a buy call and never in the rank (folding timing into the US rank measurably hurts — reports/top-picks-phase0.md). The conviction blend beat residual-momentum alone on point-in-time IC at every horizon, but it's a modest, decayed, crowded edge — a research lens with a gated entry read, not a guaranteed buy list.两个维度，保持诚实且分离。信念（排名）= 经验证的以阿尔法为主的混合：板块中性残差动量（唯一单独正 IC 的因子）加上轻度多因子确认——价值、质量、盈利、低波动与内部人买入。买入（单独一列）= 可操作的入场，并以经验证的 MACD-2D × StochRSI-3D 共振硬性门控：只有当两者在约6日内交叉（已确认），或 3日 StochRSI 已上穿、2日 MACD 即将交叉（即将交叉）时，标的才显示“买入区”。在 3日 MACD/StochRSI 上处于下行的高信念领先股不构成买入——显示为灰色破折号。单独的“趋势”标签（回调/趋势内/过热）仅为风险定位情境，绝非买入信号、也不计入排名（将择时折入美股排名会明显损害收益——reports/top-picks-phase0.md）。信念混合在每个时间跨度的点对点 IC 上都优于单独残差动量，但属温和、已衰减、拥挤的边际信号——是带门控入场读数的研究视角，而非保证买入清单。
As of截至 2026-07-15 · 1463 names只 · score评分 0.6·α + 0.4·conviction信念 · betas贝塔 252d · formation形成窗口 252-21d
+ 39 more name(s) with a fresh confluence buy below conviction 0.3 — see the “buy” column in the table.另有 39 个已触发共振买入但信念低于 0.3 的标的 — 见下表“买入”列。
| # | stock个股 | Top-Pick score精选评分?The conviction rank = 0.6·alpha + 0.4·confirmation. alpha is the sector-neutral residual-momentum z; confirmation is the sector-neutral z-mean of value / quality / profitability / low-vol / insider. Validated point-in-time to beat alpha alone on IC at every horizon (reports/top-picks-phase0.md). A modest, decayed edge — context, not a guaranteed buy.信念排名 = 0.6·阿尔法 + 0.4·确认。阿尔法为板块中性残差动量 z；确认为价值/质量/盈利/低波/内部人的板块中性 z 均值。经点对点验证在每个跨度上优于单独阿尔法（reports/top-picks-phase0.md）。温和、已衰减的边际信号——背景而非保证买入。 | buy买入?The ACTIONABLE entry signal — the validated MACD-2D × StochRSI-3D confluence gate (engine/signal_gate). "Buy zone" = the 2D MACD and 3D StochRSI have crossed within the last ~6 days and momentum is still constructive; "About to cross" = the 3D StochRSI has crossed and the 2D MACD is projected to cross in the next 1-2 bars. A muted dash means no fresh cross — the name is a HOLD or downtrending today, regardless of conviction. This is the only column that says "buy".可操作的入场信号——经验证的 MACD-2D × StochRSI-3D 共振门控（engine/signal_gate）。“买入区”=2日 MACD 与 3日 StochRSI 已在约近6日内交叉且动量仍具建设性；“即将交叉”=3日 StochRSI 已上穿、2日 MACD 预计在未来1-2根K线内交叉。灰色破折号表示无新交叉——无论信念高低，该股今日为持有或下行。这是唯一表示“买入”的列。 | stretch拉伸?Extension vs the name's OWN history (ext_z = distance above its 200-day average, z-scored over a year): In-trend → Steady → Stretched → ⚠Parabolic. The PARABOLIC tail (>2σ) is the validated bubble-pullback flag — that cohort showed a −94% drawdown / negative skew point-in-time (reports/top-picks-freshness-phase0.md). DISPLAY-ONLY risk placement — never in the rank, never a short. We tested folding it into the score / a freshness rotation: it does NOT reduce drawdown, so it stays a per-name caution.相对自身历史的拉伸（ext_z = 高于其200日均线的距离，按年标准化）：趋势内→平稳→拉伸→⚠抛物。抛物尾部（>2σ）为经验证的泡沫回撤标记（该群体点对点显示 −94% 回撤）。仅作每股风险定位——不计入排名，不做空。 | trend趋势?Trend-position CONTEXT (NOT a buy call, NOT in the rank): Pullback = a leader easing back toward its trend; In trend = riding it; Extended = just spiked (wait). This is where in its OWN move a leader sits — the actual buy trigger is the separate "buy" column (the confluence gate). A name can read "Pullback" here yet have no fresh cross.趋势位置情境（非买入信号、不计入排名）：回调=领先股回踩趋势；趋势内=延续；过热=刚飙升（等待）。这是领先股处于自身走势的哪个位置——真正的买入触发在单独的“买入”列（共振门控）。某股此处可显示“回调”却无新交叉。 | conviction drivers信念驱动?Which confirming legs move the score (sector-neutral z ≥ 0.6 or ≤ -0.6): Profit = gross profitability (the strongest confirmer), plus value / quality / low-vol. 👤N = N insiders bought. "Rich/Cheap vs own" = current earnings yield vs the name's own ~3y history (display-only).推动评分的确认因子（板块中性 z ≥ 0.6 或 ≤ -0.6）：Profit = 毛利率（最强确认），以及价值/质量/低波。👤N = N 名内部人买入。“相对自身偏高/偏低” = 当前市盈收益率相对该股近3年历史（仅展示）。 | α阿尔法 | price价格 |
|---|---|---|---|---|---|---|---|---|
| 1 | SNDK Sandisk Information Technology信息技术 |
+1.58 |
— | Steady平稳 -1.0σ | Pullback回调 | Value价值 -2.1Quality质量 +2.2LowVol低波 -2.5 | +3.00 #1/184 | $1615.00 |
| 2 | STLD Steel Dynamics Materials原材料 |
+1.56 |
— | Steady平稳 -0.0σ | Pullback回调 | Richest in 3y近3年最贵 | +2.64 #1/75 | $235.56 |
| 3 | FDX FedEx Industrials工业 |
+1.54 |
— | In-trend趋势内 -0.4σ | Pullback回调 | LowVol低波 +0.8Rich vs own相对自身偏高 | +2.34 #1/251 | $313.42 |
| 4 | ROST Ross Stores Consumer Discretionary可选消费 |
+1.53 |
— | In-trend趋势内 -0.6σ | Pullback回调 | Value价值 -1.1Quality质量 +1.1LowVol低波 +1.3Rich vs own相对自身偏高 | +2.34 #1/192 | $225.81 |
| 5 | MU Micron Technology Information Technology信息技术 |
+1.52 |
— | Steady平稳 -0.1σ | Pullback回调 | Value价值 -0.6Quality质量 +0.6Profit盈利 -0.9LowVol低波 -1.9Cheap vs own相对自身偏低 | +2.89 #2/184 | $904.28 |
| 6 | TRST TrustCo Bank Corp Financials金融 |
+1.52 |
— | Steady平稳 +0.9σ | Pullback回调 | Rich vs own相对自身偏高 | +2.47 #1/252 | $54.82 |
| 7 | MSGS Madison Square Gar Communication Services通信服务 |
+1.48 |
— | Steady平稳 +0.7σ | In trend趋势内 | Quality质量 +0.6LowVol低波 +0.9Cheap vs own相对自身偏低 | +1.93 #2/45 | $390.02 |
| 8 | AMAT Applied Materials Information Technology信息技术 |
+1.47 |
— | Steady平稳 +0.8σ | In trend趋势内 | Value价值 -0.6Richest in 3y近3年最贵 | +2.53 #4/184 | $579.43 |
| 9 | SCHL Scholastic Corpora Consumer Discretionary可选消费 |
+1.43 |
— | Steady平稳 +0.6σ | In trend趋势内 | Value价值 +2.3Quality质量 +1.6 | +1.72 #5/192 | $46.69 |
| 10 | NUE Nucor Materials原材料 |
+1.42 |
— | Steady平稳 +0.5σ | Pullback回调 | LowVol低波 +0.8Richest in 3y近3年最贵 | +2.27 #3/75 | $236.87 |
| 11 | WDC Western Digital Information Technology信息技术 |
+1.42 |
— | Steady平稳 -1.2σ | Pullback回调 | Value价值 -2.1Quality质量 +0.9LowVol低波 -1.6Rich vs own相对自身偏高 | +2.81 #3/184 | $513.84 |
| 12 | JBHT J.B. Hunt Industrials工业 |
+1.37 |
— | In-trend趋势内 +0.3σ | Pullback回调 | Quality质量 +1.6Richest in 3y近3年最贵 | +2.04 #5/251 | $276.28 |
| 13 | CAT Caterpillar Inc. Industrials工业 |
+1.28 |
— | In-trend趋势内 -0.9σ | In trend趋势内 | Richest in 3y近3年最贵 | +2.23 #3/251 | $914.30 |
| 14 | INDV Indivior Health Care医疗保健 |
+1.25 |
— | In-trend趋势内 -1.0σ | In trend趋势内 | Value价值 -0.7Quality质量 -3.0Profit盈利 +3.0👤6Cheap vs own相对自身偏低 | +2.09 #2/165 | $40.93 |
| 15 | MTRN Materion Corp. Materials原材料 |
+1.25 |
— | Stretched拉伸 +1.2σ | In trend趋势内 | Value价值 -0.9 | +2.28 #2/75 | $251.00 |
| 16 | STT State Street Corpo Financials金融 |
+1.23 |
— | ⚠ Parabolic抛物 +2.8σ | Extended过热 | Richest in 3y近3年最贵 | +2.02 #2/252 | $186.59 |
| 17 | EZPW EZCORP, Inc. Financials金融 |
+1.21 |
— | In-trend趋势内 -0.0σ | In trend趋势内 | Profit盈利 +0.8LowVol低波 -0.6 | +1.93 #3/252 | $32.79 |
| 18 | ENS EnerSys Industrials工业 |
+1.21 |
— | Steady平稳 -1.0σ | Pullback回调 | Richest in 3y近3年最贵 | +2.00 #7/251 | $202.27 |
| 19 | MAR Marriott Internati Consumer Discretionary可选消费 |
+1.20 |
— | In-trend趋势内 -0.1σ | Pullback回调 | Value价值 -1.4Quality质量 -0.8LowVol低波 +1.2Rich vs own相对自身偏高 | +2.16 #2/192 | $369.05 |
| 20 | SPHR Sphere Entertainme Communication Services通信服务 |
+1.20 |
— | Steady平稳 -1.0σ | Pullback回调 | LowVol低波 -0.8 | +2.34 #1/45 | $143.42 |
| 21 | VLY Valley Bank Financials金融 |
+1.18 |
— | Steady平稳 +0.5σ | In trend趋势内 | Value价值 +0.9Rich vs own相对自身偏高 | +1.85 #5/252 | $14.84 |
| 22 | GIII G-III Apparel Grou Consumer Discretionary可选消费 |
+1.17 |
— | Stretched拉伸 +1.3σ | Pullback回调 | Value价值 +1.9Quality质量 +1.5LowVol低波 +0.6Rich vs own相对自身偏高 | +1.39 #8/192 | $35.21 |
| 23 | PHIN PHINIA, Inc. Consumer Discretionary可选消费 |
+1.16 |
— | In-trend趋势内 -0.2σ | Pullback回调 | Profit盈利 -1.3LowVol低波 +0.8 | +1.94 #3/192 | $79.53 |
| 24 | NHC National Healthcar Health Care医疗保健 |
+1.16 |
— | Stretched拉伸 +1.2σ | Extended过热 | Quality质量 +0.9LowVol低波 +0.9 | +1.58 #11/165 | $216.17 |
| 25 | SNX TD Synnex Information Technology信息技术 |
+1.15 |
— | Steady平稳 +0.8σ | Pullback回调 | Value价值 +1.9Quality质量 -1.0Profit盈利 -1.2LowVol低波 +1.8Richest in 3y近3年最贵 | +1.71 #19/184 | $250.08 |
| 26 | JNJ Johnson & Johnson Health Care医疗保健 |
+1.15 |
— | In-trend趋势内 -0.8σ | In trend趋势内 | LowVol低波 +2.0Cheap vs own相对自身偏低 | +1.70 #7/165 | $247.02 |
| 27 | MOG-A Moog Inc. Industrials工业 |
+1.14 |
— | Steady平稳 +0.6σ | Pullback回调 | LowVol低波 +0.6 | +1.91 #8/251 | $396.19 |
| 28 | M Macy's Consumer Discretionary可选消费 |
+1.14 |
— | In-trend趋势内 -0.3σ | Pullback回调 | Value价值 +2.5 | +1.53 #7/192 | $23.76 |
| 29 | CNC Centene Corporatio Health Care医疗保健 |
+1.12 |
— | Stretched拉伸 +1.5σ | In trend趋势内 | Value价值 +1.7Quality质量 +0.9Profit盈利 -0.8Rich vs own相对自身偏高 | +1.66 #9/165 | $66.61 |
| 30 | UNFI United Natural Foo Consumer Staples必需消费 |
+1.12 |
— | In-trend趋势内 -0.4σ | Pullback回调 | Value价值 +2.0Profit盈利 +1.3LowVol低波 -1.2Rich vs own相对自身偏高 | +1.56 #6/74 | $48.52 |
| 31 | ARWR Arrowhead Pharmace Health Care医疗保健 |
+1.10 |
— | Steady平稳 -1.1σ | Pullback回调 | Value价值 -0.9Quality质量 +1.3LowVol低波 -1.8Cheap vs own相对自身偏低 | +2.03 #3/165 | $71.82 |
| 32 | LRCX Lam Research Information Technology信息技术 |
+1.09 |
— | Steady平稳 -0.5σ | Pullback回调 | Value价值 -2.2Quality质量 +0.7Richest in 3y近3年最贵 | +2.13 #8/184 | $335.43 |
| 33 | CSCO Cisco Information Technology信息技术 |
+1.09 |
— | Steady平稳 +0.7σ | Pullback回调 | LowVol低波 +1.7Rich vs own相对自身偏高 | +1.68 #24/184 | $111.77 |
| 34 | SNEX StoneX Group Inc. Financials金融 |
+1.09 |
— | Steady平稳 +0.5σ | Pullback回调 | Value价值 +2.8Quality质量 +1.4Profit盈利 -1.0LowVol低波 -1.3Richest in 3y近3年最贵 | +1.56 #7/252 | $115.41 |
| 35 | ANDE The Andersons, Inc Consumer Staples必需消费 |
+1.09 |
— | In-trend趋势内 -0.1σ | In trend趋势内 | Value价值 +1.8Profit盈利 -1.1Richest in 3y近3年最贵 | +1.74 #2/74 | $75.20 |
| 36 | INTC Intel Information Technology信息技术 |
+1.08 |
— | Steady平稳 -0.1σ | Pullback回调 | Profit盈利 -1.4LowVol低波 -1.9Cheap vs own相对自身偏低 | +2.32 #7/184 | $102.99 |
| 37 | TKR Timken Industrials工业 |
+1.08 |
— | Stretched拉伸 +1.4σ | In trend趋势内 | Richest in 3y近3年最贵 | +1.75 #9/251 | $139.47 |
| 38 | KLAC KLA Corporation Information Technology信息技术 |
+1.08 |
— | Steady平稳 +0.4σ | Pullback回调 | Value价值 +0.8Quality质量 -0.7Rich vs own相对自身偏高 | +1.83 #14/184 | $224.50 |
| 39 | MYRG MYR Group, Inc. Industrials工业 |
+1.07 |
— | Steady平稳 +0.0σ | Pullback回调 | Quality质量 +1.9LowVol低波 -0.7 | +1.70 #11/251 | $414.98 |
| 40 | POWL Powell Industries, Industrials工业 |
+1.07 |
— | Steady平稳 -0.7σ | Pullback回调 | Quality质量 -0.9LowVol低波 -1.8Insider内部 -0.6 | +2.24 #2/251 | $247.01 |
Source: engine/top_picks.py — an alpha-led conviction blend (engine/residual_alpha.py + engine/equity_factors.py + Form-4 insider) over the S&P 1500, validated point-in-time in reports/top-picks-phase0.md. The stretch / exhaustion axis, valuation-vs-own-history chip and cohort banner (engine/extension.py) are DISPLAY-ONLY risk reads — never in the rank: a point-in-time downside test (reports/top-picks-freshness-phase0.md) found no extension screen reduces drawdown, but the parabolic (>2σ own-history) tail is a genuine bubble-pullback hazard, so it is flagged per-name. Ranks recompute daily with prices/filings. A modest, decayed, crowded edge — a research lens with risk context, not a buy list. See LIMITATIONS.md.来源：engine/top_picks.py — 覆盖标普 1500 的以阿尔法为主的信念混合（engine/residual_alpha.py + engine/equity_factors.py + Form-4 内部人），已在 reports/top-picks-phase0.md 做点对点验证。拉伸/过热维度、相对自身估值标签与群体横幅（engine/extension.py）均为仅展示的风险读数，不计入排名：点对点下行测试（reports/top-picks-freshness-phase0.md）发现任何拉伸筛选都无法降低回撤，但抛物（相对自身历史>2σ）尾部确为真实的泡沫回撤风险，故逐股标注。排名随价格/申报每日重算。温和、已衰减、拥挤的边际信号 — 带风险背景的研究视角，而非买入清单。 Generated生成于 2026-07-17 17:04 UTC