本研究透過企圖心強弱來分類異常性 k線，藉以探討異常波動率 k線發生是否會影響加權股價指數未來走勢。再以羅吉斯迴歸模型建立上漲和下跌二模型來預測異常波動率 k線發生後未來紅 k線勢上漲而黑 k線是下跌之準確率，藉以提供投資人進場投資的依據。研究期間為1990年至2006年共計4,602筆日資料，實證結果發現不管是紅 k線或是黑 k線預測短期趨勢皆較預測長期趨勢還要來得佳。

In this research, we want to use the strength of attempts to classify the abnormal volatility and want to use the classifications to observe the relationship between the abnormal k-lines and the trend of the Taiwan weighted stock price index. Moreover, we use these observations to construct two logistic regression models to predict the trend of the Taiwan weighted stock price index when the abnormal volatility occurred, and expect the results can be favorable to investors while investing in Taiwan stock market. We use 4,602 daily data from 1990 to 2006 and found that no matter the k-lines are red or black, the short-term predicions are better than the long-term ones.