Two separate questions, deliberately kept apart. CONVICTION (the rank) is how good the name looks: mostly how far it is outrunning its own sector, confirmed by value, quality, profitability, low volatility and insider buying. BUY (its own column) is whether you can act today — a name only reads 'Buy zone' once the entry signal has actually fired, or is about to. A high-conviction leader that is rolling over is NOT a buy; it shows a muted dash. The 'trend' chip tells you how much risk to take, never whether to buy, and it never touches the rank — folding timing into the rank measurably hurt when we tested it. The blend beat momentum alone at every horizon we measured, but the edge is modest and crowded: this is a research lens with an entry check attached, not a guaranteed buy list.两件事，我们有意分开说。信念（排名）说的是这只股票本身好不好：主要看它跑赢自己所在行业多少，再用价值、质量、盈利能力、低波动和内部人买入来确认。买入（单独一列）说的是今天能不能动手——只有入场信号真的触发了、或者马上要触发，才会显示“买入区”。一只信念很高但已经在回落的领涨股不是买点，那里会显示一个灰色破折号。“趋势”标签只告诉你该冒多大风险，不代表买卖，也完全不参与排名——我们测过，把择时折进排名反而更差。这套组合在我们测过的每个时间跨度上都好于只看动量，但优势有限、也很拥挤：它是一个带入场检查的研究视角，不是保证赚钱的买入清单。
As of截至 2026-09-11 · 1601 names只 · score评分 0.6·α + 0.4·conviction信念 · betas贝塔 252d · formation形成窗口 252-21d
+ 22 more name(s) with a fresh confluence buy below conviction 0.3 — see the “buy” column in the table.另有 22 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 entry signal you can actually act on. "Buy zone" = it fired in the last few days and momentum is still building; "About to cross" = it should fire within a day or two. A muted dash means nothing has fired — the name is a hold or is rolling over today, whatever its conviction. This is the only column that says "buy".真正能照着动手的入场信号。“买入区”＝最近几天刚触发，动量还在往上走；“即将交叉”＝预计一两天内触发。灰色破折号表示什么都没触发——不管信念多高，这只股票今天就是持有或者在回落。这是唯一说“买入”的一列。 | stretch拉伸?How far the name has run above its own 200-day average: In-trend → Steady → Stretched → ⚠Parabolic. The parabolic tail is the bubble-pullback flag — measured, that group went on to a −94% drawdown. It tells you how much risk to take: never part of the rank, and never a reason to short. We tested folding it into the score and it did not reduce drawdown, so it stays a per-name caution.这只股票比自己的 200 日均线高出多少：趋势内→平稳→拉伸→⚠抛物线。抛物线那一段是泡沫回撤的警示——实测下来，这一组后来出现了 −94% 的回撤。它只告诉你该冒多大风险：不计入排名，也不构成做空理由。我们试过把它折进评分，并没有减少回撤，所以它只作为单只股票的提醒。 | 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 | MSGS Madison Square Gar Communication Services通信服务 |
+1.84 |
— | In-trend趋势内 -0.7σ | Pullback回调 | Quality质量 +0.7LowVol低波 +1.0Cheap vs own相对自身偏低 | +2.49 #2/55 | $392.07 |
| 2 | ATI ATI Inc. Industrials工业 |
+1.68 |
— | In-trend趋势内 -1.3σ | Pullback回调 | Value价值 -0.9Richest in 3y近3年最贵 | +3.00 #1/264 | $198.77 |
| 3 | SNDK Sandisk Information Technology信息技术 |
+1.64 |
— | Steady平稳 -1.7σ | Extended过热 | Value价值 -1.9Quality质量 +2.5LowVol低波 -2.4 | +3.00 #1/222 | $1633.35 |
| 4 | SPHR Sphere Entertainme Communication Services通信服务 |
+1.64 |
— | Steady平稳 -2.3σ | Pullback回调 | LowVol低波 -0.7 | +3.00 #1/55 | $143.50 |
| 5 | ROST Ross Stores Consumer Discretionary可选消费 |
+1.62 |
— | In-trend趋势内 -1.6σ | Pullback回调 | Value价值 -1.2Quality质量 +1.1LowVol低波 +1.2Rich vs own相对自身偏高 | +2.49 #1/211 | $230.74 |
| 6 | ENVA Enova Internationa Financials金融 |
+1.60 |
— | Steady平稳 -0.2σ | Pullback回调 | Quality质量 +3.0LowVol低波 -0.8Rich vs own相对自身偏高 | +2.40 #2/261 | $223.48 |
| 7 | TRST TrustCo Bank Corp Financials金融 |
+1.47 |
— | In-trend趋势内 +0.3σ | Extended过热 | Richest in 3y近3年最贵 | +2.42 #1/261 | $58.45 |
| 8 | MOG-A Moog Inc. Industrials工业 |
+1.44 |
— | Steady平稳 -1.3σ | Pullback回调 | +2.45 #2/264 | $367.02 | |
| 9 | M Macy's Consumer Discretionary可选消费 |
+1.40 |
— | Steady平稳 -1.2σ | Pullback回调 | Value价值 +2.8 | +1.86 #6/211 | $22.08 |
| 10 | STT State Street Corpo Financials金融 |
+1.40 |
— | Steady平稳 +1.0σ | In trend趋势内 | Richest in 3y近3年最贵 | +2.28 #4/261 | $193.40 |
| 11 | FDX FedEx Industrials工业 |
+1.40 |
— | In-trend趋势内 -1.4σ | In trend趋势内 | Value价值 +0.6LowVol低波 +0.9Rich vs own相对自身偏高 | +1.99 #4/264 | $311.99 |
| 12 | NHC National Healthcar Health Care医疗保健 |
+1.34 |
— | In-trend趋势内 -0.3σ | In trend趋势内 | Quality质量 +1.0LowVol低波 +0.7Rich vs own相对自身偏高 | +1.91 #5/173 | $224.47 |
| 13 | MU Micron Technology Information Technology信息技术 |
+1.34 |
— | Steady平稳 -1.0σ | Extended过热 | Value价值 -0.6Profit盈利 -0.9LowVol低波 -2.0Cheap vs own相对自身偏低 | +2.61 #2/222 | $975.26 |
| 14 | YETI Yeti Holdings Consumer Discretionary可选消费 |
+1.33 |
— | Steady平稳 -1.6σ | Pullback回调 | Value价值 -0.6Quality质量 +1.2Profit盈利 +2.7Cheap vs own相对自身偏低 | +1.63 #8/211 | $40.26 |
| 15 | PTGX Protagonist Therap Health Care医疗保健 |
+1.31 |
— | In-trend趋势内 +0.1σ | In trend趋势内 | Value价值 -0.9Quality质量 +3.0LowVol低波 -0.6 | +1.95 #4/173 | $148.18 |
| 16 | ARWR Arrowhead Pharmace Health Care医疗保健 |
+1.31 |
— | In-trend趋势内 -1.3σ | In trend趋势内 | Value价值 -0.9Quality质量 +1.2LowVol低波 -1.4Cheap vs own相对自身偏低 | +2.33 #2/173 | $82.85 |
| 17 | TGT Target Corporation Consumer Staples必需消费 |
+1.26 |
— | Steady平稳 +0.9σ | In trend趋势内 | Richest in 3y近3年最贵 | +2.09 #1/74 | $155.83 |
| 18 | JBHT J.B. Hunt Industrials工业 |
+1.25 |
— | In-trend趋势内 -0.9σ | In trend趋势内 | Quality质量 +1.6Rich vs own相对自身偏高 | +1.84 #6/264 | $270.45 |
| 19 | CAKE The Cheesecake Fac Consumer Discretionary可选消费 |
+1.23 |
— | Stretched拉伸 +1.3σ | Pullback回调 | Value价值 -1.0Rich vs own相对自身偏高 | +2.06 #3/211 | $102.70 |
| 20 | GIII G-III Apparel Grou Consumer Discretionary可选消费 |
+1.22 |
— | Steady平稳 -2.6σ | Pullback回调 | Value价值 +2.7Quality质量 +1.5 | +1.19 #22/211 | $27.89 |
| 21 | TPH TPH —— |
+1.21 |
— | — | Neutral中性 | +2.02 #4/211 | — | |
| 22 | AMAT Applied Materials Information Technology信息技术 |
+1.21 |
— | Steady平稳 -1.8σ | Pullback回调 | Rich vs own相对自身偏高 | +2.08 #6/222 | $456.49 |
| 23 | DGII Digi International Information Technology信息技术 |
+1.21 |
— | Steady平稳 -0.8σ | Pullback回调 | LowVol低波 +1.2Rich vs own相对自身偏高 | +1.84 #11/222 | $69.03 |
| 24 | VSXY Victoria's Secret Consumer Discretionary可选消费 |
+1.20 |
— | Steady平稳 -1.0σ | Pullback回调 | Value价值 -0.7LowVol低波 -2.7Richest in 3y近3年最贵 | +2.39 #2/211 | $75.65 |
| 25 | NUE Nucor Materials原材料 |
+1.20 |
— | In-trend趋势内 +0.1σ | In trend趋势内 | LowVol低波 +0.7Richest in 3y近3年最贵 | +1.94 #1/107 | $259.43 |
| 26 | ECPG Encore Capital Gro Financials金融 |
+1.20 |
— | In-trend趋势内 -0.1σ | In trend趋势内 | Quality质量 -1.7Cheap vs own相对自身偏低 | +2.32 #3/261 | $98.56 |
| 27 | SHOO Steven Madden, Ltd Consumer Discretionary可选消费 |
+1.19 |
— | In-trend趋势内 -0.9σ | Pullback回调 | Value价值 -0.7Quality质量 +0.8Profit盈利 +0.8Richest in 3y近3年最贵 | +1.84 #7/211 | $42.93 |
| 28 | UNFI United Natural Foo Consumer Staples必需消费 |
+1.18 |
— | Steady平稳 -1.8σ | Pullback回调 | Value价值 +2.3Profit盈利 +1.4LowVol低波 -1.0Rich vs own相对自身偏高 | +1.60 #6/74 | $44.45 |
| 29 | VLY Valley Bank Financials金融 |
+1.17 |
— | In-trend趋势内 -2.3σ | Pullback回调 | Value价值 +0.9Rich vs own相对自身偏高 | +1.82 #7/261 | $13.80 |
| 30 | GM General Motors Consumer Discretionary可选消费 |
+1.17 |
— | In-trend趋势内 -1.0σ | In trend趋势内 | Value价值 +1.8LowVol低波 +0.6Richest in 3y近3年最贵 | +1.46 #14/211 | $85.62 |
| 31 | CARG CarGurus Communication Services通信服务 |
+1.16 |
— | In-trend趋势内 -0.0σ | Pullback回调 | Quality质量 +2.0Profit盈利 +2.7 | +0.81 #13/55 | $34.42 |
| 32 | SCHL Scholastic Corpora Consumer Discretionary可选消费 |
+1.15 |
— | Steady平稳 -3.7σ | Pullback回调 | Value价值 +1.4Cheap vs own相对自身偏低 | +1.61 #9/211 | $35.01 |
| 33 | FTNT Fortinet Information Technology信息技术 |
+1.15 |
— | Steady平稳 +0.8σ | In trend趋势内 | Value价值 -0.6Quality质量 +1.7Profit盈利 +1.3LowVol低波 +1.1Rich vs own相对自身偏高 | +1.43 #26/222 | $156.07 |
| 34 | ROIV Roivant Sciences Health Care医疗保健 |
+1.14 |
— | In-trend趋势内 -0.4σ | Extended过热 | Value价值 -0.9Quality质量 -2.3👁 Attn关注 +3.2σ | +2.56 #1/173 | $40.82 |
| 35 | MATX Matson, Inc. Industrials工业 |
+1.14 |
— | In-trend趋势内 +0.4σ | Extended过热 | Quality质量 +0.6Richest in 3y近3年最贵 | +1.70 #8/264 | $230.18 |
| 36 | BJRI BJ's Restaurants, Consumer Discretionary可选消费 |
+1.14 |
— | Steady平稳 +0.6σ | Pullback回调 | Cheap vs own相对自身偏低 | +1.95 #5/211 | $60.78 |
| 37 | CFFN Capitol Federal Sa Financials金融 |
+1.14 |
— | In-trend趋势内 +0.2σ | In trend趋势内 | +1.91 #5/261 | $8.82 | |
| 38 | UFCS United Fire Group, Financials金融 |
+1.13 |
— | Steady平稳 +0.8σ | Extended过热 | Cheap vs own相对自身偏低 | +1.76 #8/261 | $55.38 |
| 39 | RNG RingCentral, Inc. Information Technology信息技术 |
+1.12 |
— | Stretched拉伸 +1.9σ | Extended过热 | Quality质量 +2.3Profit盈利 +3.0LowVol低波 -1.1Cheap vs own相对自身偏低 | +0.93 #54/222 | $68.92 |
| 40 | DAR Darling Ingredient Consumer Staples必需消费 |
+1.11 |
— | In-trend趋势内 -0.2σ | Extended过热 | Profit盈利 -1.4Richest in 3y近3年最贵 | +2.05 #2/74 | $65.11 |
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.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/披露每日重算。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 2026-09-14 23:47 UTC