Axis method receipts坐标轴方法凭据
A composite may only be shown when its full composition law is disclosed.只有在完整披露构成法则的前提下,复合指标才可展示。
- Direction方向
- Higher tightening impulse收紧脉冲更强
- Weights law权重法则
- Weighted average of three momentum legs, re-weighted over those that are present: 13-week Chicago Fed change 35%, 13-week OFR change 35%, 63-day real-yield change 30%. At least two legs must be present.三个动量分项的加权平均,按到位分项重新加权:芝加哥联储 13 周变化 35%、OFR 13 周变化 35%、实际收益率 63 日变化 30%。至少两个分项必须到位。
- Transformation变换
- Each leg is a rate of change, not a level: Chicago Fed scaled to a 0.5-point half-swing, OFR to a 1.0-point half-swing, real yields to a 50-basis-point half-swing. A positive move is a tightening impulse. Boundary 50, hold-back band 5 points.各分项是变化率而非水平:芝加哥联储按 0.5 点对应半幅,OFR 按 1.0 点,实际收益率按 50 个基点。正值表示收紧脉冲。分界 50,滞回带 5 点。
- Frequency alignment频率对齐
- 13-week windows on the weekly Chicago Fed and OFR prints, and a 63-day window on the daily real yield.芝加哥联储与 OFR 的周度读数用 13 周窗口,日度实际收益率用 63 日窗口。
- Revision behaviour修订行为
- Recomputed each time the source publishes, using only readings that were already known then. A method change is reported as a break in comparability, never as a numeric move.每次数据源发布时用当时已知的读数重算。方法变更会标明为不可比,而不会写成数字位移。
- Components present已具备分项
- 3 / minimum最少 2
- Coverage floor覆盖下限
- At least 50% of the parts must be present至少 50% 的分项必须到位
- Definition version定义版本
- Definition v1, published 20 Oct 2026定义第1版,发布于2026年10月20日
- Authority ceiling权限上限
- Descriptive reading — this page cannot rank, size or trigger a trade描述性读数 — 本页不能排名、定仓或触发交易
| Component分项 |
Raw原始值 |
Standardized标准化值 |
Weight权重 |
Contribution贡献 |
| 13-week change in financial conditions金融条件的13周变化Financial-conditions desk金融条件小组 |
0.030.03 |
52.90 |
0.35 |
+1.02 |
| OFR FSI 13-week changeOFR 压力指数13周变化Systemic-stress desk系统性压力小组 |
0.690.69 |
84.55 |
0.35 |
+12.09 |
| Real 10Y yield 63-day change10年期实际收益率63日变化Sector rate-to-inflation desk行业利率到通胀小组 |
37.0037.00 |
87.00 |
0.30 |
+11.10 |