412026-08-21 往前 120 日
41持有 2 日
51.22%固定持有收益为正
58.82%T+1阳线收盘买 / 样本 17
0.39%平均信号分 78.3
7.17%持有期内
-6.64%持有期内
策略决策摘要
整体事件胜率按信号入池后固定持有统计；买点胜率按具体买入规则统计。
v4
B 趋势确认不过热策略
2026-08-21 往前 120 日 / 持有 2 日
100.00%
51.22%
58.82%
0.39%
候选 41，可回测 41；最佳买点 T+1阳线收盘买，样本 17；平均最大回撤 -6.64%。
热度排名>= 不限热度排名<= 100信号分>= 0.0平静期均值>= 0平静期波动<= 9,999.0排名改善>= 0箱体宽度<= 9,999突破箱体>= 0箱体上沿>= 0涨跌下限 -100.00%涨跌上限 100.00%成交额>= 0.0亿换手<= 999.00%前10日涨幅>= 10.00%近5日涨幅<= 15.00%
参数另存为新版本
保存后版本号自动递增买点胜率对比
不同于整体事件胜率 / 持有 2 日| 买入规则 | 触发 | 触发率 | 胜率 | 均值收益 | 最大收益 | 最大回撤 |
|---|---|---|---|---|---|---|
| T+1阳线收盘买 t1_close_green |
17 | 41.46% | 58.82% | 0.78% | 7.10% | -8.19% |
| T+1收盘买 t1_close |
33 | 80.49% | 54.55% | -0.12% | 7.07% | -7.53% |
| T+2开盘买，要求T+1阳线 t2_open_after_t1_green |
17 | 41.46% | 52.94% | 0.40% | 7.43% | -5.87% |
| T+2开盘买 t2_open |
33 | 80.49% | 48.48% | -0.41% | 6.89% | -6.94% |
| T+1开盘买 t1_open |
33 | 80.49% | 45.45% | 0.66% | 7.84% | -6.93% |
| T+1开盘买，高开<=5% t1_open_gap_le_5 |
31 | 75.61% | 45.16% | 0.57% | 7.89% | -6.89% |
| T+1开盘买，高开<=8% t1_open_gap_le_8 |
32 | 78.05% | 43.75% | 0.32% | 7.72% | -6.94% |
| T+1回踩信号收盘买 t1_limit_close_0 |
28 | 68.29% | 42.86% | -0.50% | 7.13% | -7.16% |
| T+1回踩信号收盘-1%买 t1_limit_close_m1 |
24 | 58.54% | 41.67% | -1.51% | 6.57% | -7.06% |
| T+1回踩信号收盘+2%买 t1_limit_close_p2 |
29 | 70.73% | 37.93% | -1.72% | 5.50% | -8.70% |
| T+1回踩信号收盘+1%买 t1_limit_close_p1 |
28 | 68.29% | 35.71% | -1.48% | 6.07% | -8.08% |
| T+1开盘买，高开<=3% t1_open_gap_le_3 |
26 | 63.41% | 34.62% | -1.58% | 6.43% | -7.57% |
| T+1回踩信号收盘-2%买 t1_limit_close_m2 |
19 | 46.34% | 31.58% | -2.20% | 6.24% | -7.32% |
回测样本
按信号日期倒序| 日期 | 股票 | 排名 | 均值 | 改善 | 分数 | 当日涨跌 | 成交额(亿) | 收益 | 回撤 |
|---|---|---|---|---|---|---|---|---|---|
| 2026-08-19 | SH600118 中国卫星 |
9 | 232 | 223 | 91.9 | -2.16% | 63.79 | -4.51% | -6.35% |
| 2026-08-19 | SH600460 士兰微 |
30 | 281 | 251 | 89.5 | -1.12% | 70.80 | 4.06% | -6.73% |
| 2026-08-18 | SZ300433 蓝思科技 |
86 | 310 | 224 | 80.4 | 5.76% | 70.37 | 0.58% | -4.95% |
| 2026-08-17 | SH600172 黄河旋风 |
12 | 191 | 179 | 95.1 | 10.00% | 10.40 | 2.85% | -5.28% |
| 2026-08-17 | SZ300223 君正股份 |
86 | 252 | 166 | 82.1 | 8.20% | 70.40 | -13.77% | -14.75% |
| 2026-08-14 | SH600498 烽火通信 |
59 | 234 | 175 | 84.7 | 4.68% | 42.84 | 1.11% | -1.28% |
| 2026-08-13 | SH603678 火炬电子 |
85 | 352 | 267 | 80.3 | -2.14% | 14.51 | 2.69% | -2.20% |
| 2026-08-11 | SZ300408 三环集团 |
38 | 159 | 121 | 85.1 | -0.38% | 99.77 | 1.11% | -2.28% |
| 2026-07-10 | SH600879 航天电子 |
16 | 359 | 343 | 94.0 | 2.01% | 21.55 | -16.26% | -16.65% |
| 2026-06-28 | SZ300054 鼎龙股份 |
50 | 215 | 165 | 84.7 | 5.91% | 58.56 | 8.23% | -4.76% |
| 2026-06-27 | SZ300395 菲利华 |
97 | 298 | 201 | 78.5 | 4.81% | 51.35 | -3.80% | -11.45% |
| 2026-06-26 | SZ002119 康强电子 |
13 | 230 | 217 | 90.4 | 10.01% | 17.90 | 5.25% | -12.15% |
| 2026-06-25 | SH603019 中科曙光 |
11 | 228 | 217 | 90.4 | 10.00% | 125.37 | -0.53% | -3.57% |
| 2026-06-25 | SZ002600 领益智造 |
10 | 188 | 178 | 83.0 | 10.03% | 73.05 | -10.91% | -14.41% |
| 2026-06-25 | SZ000066 中国长城 |
29 | 198 | 169 | 81.4 | 6.92% | 54.95 | -3.60% | -8.63% |
| 2026-06-25 | SH600596 新安股份 |
32 | 328 | 296 | 77.8 | 9.99% | 18.15 | -7.45% | -7.45% |
| 2026-06-25 | SZ300346 南大光电 |
41 | 177 | 136 | 77.7 | 7.80% | 74.84 | 20.59% | -0.83% |
| 2026-06-25 | SH603678 火炬电子 |
37 | 193 | 156 | 77.3 | 10.00% | 11.25 | 7.82% | -1.30% |
| 2026-06-25 | SZ300302 同有科技 |
75 | 346 | 271 | 67.8 | 6.53% | 52.02 | -10.54% | -16.49% |
| 2026-06-25 | SZ002051 中工国际 |
76 | 314 | 238 | 64.9 | 10.01% | 11.25 | -8.68% | -11.96% |
| 2026-06-25 | SZ001359 平安电工 |
64 | 446 | 382 | 59.0 | 10.00% | 5.27 | -6.36% | -6.81% |
| 2026-06-25 | SH600246 万通发展 |
92 | 399 | 307 | 58.9 | 10.01% | 38.85 | -6.15% | -8.69% |
| 2026-06-25 | SH605020 永和股份 |
80 | 447 | 367 | 58.3 | 9.99% | 16.62 | 8.23% | -0.39% |
| 2026-06-24 | SH600596 新安股份 |
43 | 350 | 307 | 87.4 | 9.99% | 18.15 | 2.89% | -3.01% |
| 2026-06-24 | SZ002600 领益智造 |
10 | 236 | 226 | 81.0 | 10.03% | 73.05 | -9.59% | -9.86% |
| 2026-06-24 | SZ000066 中国长城 |
53 | 238 | 185 | 74.4 | 7.77% | 54.95 | -1.22% | -2.61% |
| 2026-06-24 | SH600141 兴发集团 |
53 | 191 | 138 | 73.8 | 9.99% | 32.52 | 8.61% | -4.16% |
| 2026-06-24 | SH603019 中科曙光 |
83 | 246 | 163 | 71.3 | 2.15% | 45.29 | 6.19% | -0.90% |
| 2026-06-24 | SZ002051 中工国际 |
72 | 334 | 262 | 67.5 | 10.01% | 11.25 | -4.19% | -6.96% |
| 2026-06-24 | SZ002192 融捷股份 |
37 | 492 | 455 | 66.9 | 10.00% | 26.94 | -13.97% | -13.97% |
| 2026-06-24 | SZ002536 飞龙股份 |
50 | 683 | 633 | 60.6 | 10.00% | 32.53 | -7.53% | -8.67% |
| 2026-06-24 | SZ001359 平安电工 |
64 | 440 | 376 | 57.8 | 10.00% | 5.27 | -0.82% | -5.57% |
| 2026-06-24 | SZ003043 华亚智能 |
97 | 776 | 678 | 54.2 | 10.01% | 11.16 | -8.22% | -10.04% |
| 2026-06-22 | SH603938 三孚股份 |
96 | 328 | 232 | 80.6 | 10.00% | 13.25 | 11.68% | -6.45% |
| 2026-05-20 | SZ300346 南大光电 |
97 | 270 | 173 | 80.7 | 3.52% | 58.01 | -6.13% | -9.32% |
| 2026-05-11 | SH603773 沃格光电 |
36 | 162 | 126 | 85.0 | 10.01% | 20.35 | 7.20% | -5.09% |
| 2026-05-07 | SZ002008 大族激光 |
28 | 282 | 254 | 90.3 | 10.02% | 45.30 | 16.38% | -2.78% |
| 2026-05-07 | SZ300342 天银机电 |
72 | 248 | 176 | 87.5 | -10.49% | 71.83 | 0.84% | -2.03% |
| 2026-05-06 | SH603618 杭电股份 |
57 | 287 | 230 | 85.2 | 10.01% | 8.10 | 15.33% | -0.52% |
| 2026-04-29 | SH603256 宏和科技 |
41 | 247 | 206 | 88.3 | 10.01% | 18.37 | 4.81% | -11.08% |
| 2026-04-29 | SH688256 寒武纪 |
67 | 236 | 169 | 84.6 | 3.07% | 126.80 | 23.75% | 0.00% |
策略版本
| 版本 | 名称 | 创建 | 启用 | 操作 |
|---|---|---|---|---|
| v4 推荐池 | B 趋势确认不过热策略 热度箱体突破为前提，前10日已有上涨趋势，近5日涨幅不超过15%；偏向趋势确认但短线未过热。 |
06-25 15:57 | 06-25 15:57 | |
| v3 推荐池 | A 热度50-100强势拉升策略 热度箱体突破后进入50-100名，当日涨幅8%-12%；偏向刚被市场发现但未冲到最拥挤区间的票。 |
06-25 15:57 | 06-25 15:57 | |
| v2 | 近一年强拉升箱体突破策略 基于股吧近一年热度历史；平静箱体后热度强突破，要求当日涨幅5%-10%、成交额不低于5亿、换手不高于16%。 |
06-25 15:28 | 06-25 15:28 | |
| v1 | 高胜率箱体突破策略 热度在冷门箱体震荡后明显突破，要求箱体更稳、涨幅不过热、换手受控；以2日事件胜率优先。 |
06-25 14:23 | 06-25 14:31 |