每日訊號掃描
📊 2026-05-25 │ 偏多 · 吸貨中
【主線】外資持續流入半導體（+206M），撤出金融保險（-166M）。散戶恐慌拋售 Compal（-6.6σ），外資同步買進 — 典型聰明資金分歧訊號，共 15 支觸發。UMC 連續 9 天外資買超（累計 +483M）。
【反證】DELTA 股東人數 4 週暴增 +39.7%，大戶持股下降 -1.1% — 若擴散至更多股票則為派發訊號。KAIMEI 出現 -8.8σ 異常賣出，若為先行指標則主線反轉。
【觸發】觀察 UMC 連買是否中斷（中斷 = 建倉完成）。追蹤 DELTA 下週股東變化 — 加速 = 出場訊號。下一交易日 15:00 更新法人買賣超。
【失效】若外資連續 3 天在半導體轉為淨賣超，吸貨主線失效。
─── 資料：證交所 T86 + STOCK_DAY_ALL │ 截至 2026-05-25 收盤 │ 33 產業、39 訊號
🧠 聰明資金訊號 (H3: p<0.0001, avg +0.91% 20d)
Foreign buying while retail panic-sells. Historically profitable.
| Stock | Foreign | Retail | Retail Z |
|---|---|---|---|
| WEC 2344 | +72,092K | -72,614K | -2.6σ |
| PSMC 6770 | +70,137K | -72,070K | -2.3σ |
| Compal 2324 | +57,815K | -89,710K | -6.6σ |
| HON HAI 2317 | +52,052K | -54,598K | -2.3σ |
| UMC 2303 | +48,520K | -77,996K | -3.9σ |
| TGI 1802 | +43,213K | -44,527K | -3.6σ |
| CSC 2002 | +25,870K | -29,646K | -1.9σ |
| 0056 0056 | +25,779K | -32,386K | -1.0σ |
| CATHAY FHC 2882 | +21,264K | -37,374K | -3.2σ |
| Fubon Financial 2881 | +19,599K | -33,822K | -3.4σ |
| CAL 2610 | +15,203K | -17,187K | -2.1σ |
| Yuanta Group 2885 | +14,249K | -26,555K | -3.8σ |
| CHUNG HUNG 2014 | +12,329K | -12,604K | -5.6σ |
| TC 2027 | +11,992K | -13,402K | -1.5σ |
| KINPO 2312 | +11,592K | -15,723K | -2.8σ |
📈 外資連續買超
Consecutive buying days — systematic position building.
| Stock | Days | Cumulative Flow |
|---|---|---|
| UMC 2303 | 9d | +484M |
| YMTC 2609 | 10d | +201M |
| TC 2027 | 10d | +91M |
| Mercuries Life 2867 | 10d | +79M |
| WPG 3702 | 9d | +69M |
| WT 3036 | 10d | +55M |
| TWM 3045 | 7d | +35M |
| O-Bank 2897 | 9d | +34M |
| ROEC 6176 | 10d | +33M |
| Hannstar 6116 | 6d | +30M |
| CHANG WAH 8070 | 6d | +28M |
| PTI 6239 | 8d | +24M |
⚠️ 泡沫警告 (H6: avg -0.87% 20d)
Retail flooding in while big holders exit. Distribution pattern.
| Stock | Holders | 4w Growth | Big Holder % | Δ% |
|---|---|---|---|---|
| DELTA 2308 | 386,633 | +39.7% | 83.33% | -1.11% |
| ASEH 3711 | 273,940 | +34.0% | 87.92% | -0.9% |
| Makalot 1477 | 27,766 | +32.3% | 64.98% | -5.08% |
| CHCIW 1727 | 20,692 | +32.0% | 58.76% | -0.49% |
| TEWC 1623 | 6,332 | +19.5% | 78.71% | -0.82% |
| ETERNAL 1717 | 107,238 | +16.6% | 65.12% | -2.58% |
| 0050 0050 | 1,227,752 | +11.4% | 6683.4% | -585.99% |
| Bin Chuan 1569 | 24,462 | +10.3% | 52.48% | -0.66% |
| 0053 0053 | 2,642 | +9.5% | 20.77% | -0.38% |
| TSMC 2330 | 2,670,494 | +9.0% | 88.12% | -0.33% |
⚡ 3σ 異常活動
Extremely unusual institutional activity — rare events.
| Stock | Foreign | Z-score | Signal |
|---|---|---|---|
| KAIMEI 2375 | -5,022K | -8.8σ | 🔴 |
| AUDIX 2459 | -258K | -8.3σ | 🔴 |
| DATA IMAGE 3168 | +75K | 7.4σ | 🟢 |
| CCSB 1762 | +341K | 7.1σ | 🟢 |
| ENNOSTAR 3714 | -18,952K | -6.4σ | 🔴 |
| THSRC 2633 | -13,896K | -6.3σ | 🔴 |
| Weikeng 3033 | -10,329K | -6.2σ | 🔴 |
| HARVATEK CORPOR 6168 | -3,142K | -6.2σ | 🔴 |
| TCC 8926 | +5,564K | 6.0σ | 🟢 |
| CHUNG HUNG 2014 | +12,329K | 6.0σ | 🟢 |
| JMC 6552 | +270K | 5.7σ | 🟢 |
| YAHORNG 6201 | +60K | 5.3σ | 🟢 |
🏭 產業輪動
| Sector | Foreign | SITC | Retail |
|---|---|---|---|
| 半導體 | +207M | +45M | -264M |
| 其他電子 | +74M | +5M | -83M |
| 鋼鐵 | +58M | +1M | -64M |
| 玻璃陶瓷 | +43M | +0M | -44M |
| 電腦及週邊 | +18M | +35M | -60M |
| ... | |||
| 建材營造 | -17M | +1M | +16M |
| 電子通路 | -23M | +6M | +19M |
| 水泥 | -24M | +1M | +23M |
| 航運 | -27M | +9M | +18M |
| 金融保險 | -166M | +90M | +77M |
Signals based on peer-reviewed research (Harvard, UC Davis, TEJ). Not investment advice. See /research for methodology.