The deviation of the quantile of the single transaction amount (S) essentially depicts the skewed characteristics of the distribution of the single transaction amount, reflecting the difference between small transactions and large transactions. Specifically, the smaller the value of this factor, the closer the 10% quantile ($A_{0.1}$) is to the minimum value ($A_{min}$), that is, transactions with smaller transaction amounts are more concentrated in a smaller range, and at the same time, the transaction amount of large transactions will be relatively larger, making the overall transaction amount distribution biased towards large transactions. This increase in deviation is usually regarded as a signal of active main funds, indicating that there are large-scale single buy and sell transactions in the market, which may indicate potential fluctuations or trending market conditions in the future stock prices. On the contrary, if the value is large, it means that the distribution of single transaction amounts is relatively uniform, the difference between large and small transactions is not obvious, and the participation of main funds may be low. This factor can be used in combination with other quantity and price factors to more comprehensively capture changes in the market microstructure and potential trading opportunities. In addition, in addition to using quantiles, the characteristics of the distribution of single transaction amounts can also be analyzed using statistical indicators such as standard deviation (STD), kurtosis (KURT), and skewness (SKEW) to obtain more comprehensive market information. It is worth noting that this factor needs to be analyzed in combination with specific stocks and market environments, and cannot be used unilaterally as the basis for investment decisions.