522026-05-25 往前 120 日
52持有 2 日
71.15%收益为正
2.08%平均信号分 81.5
5.48%持有期内
-2.28%持有期内
策略决策摘要
先看样本覆盖、收益、胜率和回撤，再决定是否保存并应用到每日推荐池。
v4
强势低换手热度突增策略
2026-05-25 往前 120 日 / 持有 2 日
100.00%
71.15%
2.08%
候选 52，可回测 52；平均最大收益 5.48%，平均最大回撤 -2.28%。
热度排名<= 70信号分>= 72.0平静期均值>= 180平静期波动<= 160.0排名改善>= 150涨跌下限 3.00%涨跌上限 8.00%成交额>= 1.0亿换手<= 20.00%
参数另存为新版本
保存后版本号自动递增买卖时机对比
同一策略 / 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开盘买 t1_open |
52 | 100.00% | 71.15% | 2.08% | 5.48% | -2.28% |
| T+1回踩信号收盘-2%买 t1_limit_close_m2 |
24 | 46.15% | 70.83% | 2.70% | 5.76% | -2.25% |
| T+1开盘买，高开<=5% t1_open_gap_le_5 |
51 | 98.08% | 70.59% | 2.08% | 5.50% | -2.31% |
| T+1开盘买，高开<=8% t1_open_gap_le_8 |
51 | 98.08% | 70.59% | 2.08% | 5.50% | -2.31% |
| T+1开盘买，高开<=3% t1_open_gap_le_3 |
50 | 96.15% | 70.00% | 1.64% | 4.94% | -2.36% |
| T+2开盘买，要求T+1阳线 t2_open_after_t1_green |
33 | 63.46% | 60.61% | 0.64% | 4.22% | -3.69% |
| T+1回踩信号收盘-1%买 t1_limit_close_m1 |
37 | 71.15% | 59.46% | 1.35% | 4.81% | -2.74% |
| T+1回踩信号收盘买 t1_limit_close_0 |
44 | 84.62% | 56.82% | 0.72% | 3.95% | -3.28% |
| T+2开盘买 t2_open |
52 | 100.00% | 53.85% | 0.92% | 4.32% | -3.31% |
| T+1收盘买 t1_close |
52 | 100.00% | 50.00% | 0.76% | 4.08% | -3.48% |
| T+1阳线收盘买 t1_close_green |
33 | 63.46% | 48.48% | 0.78% | 4.20% | -4.18% |
| T+1回踩信号收盘+1%买 t1_limit_close_p1 |
47 | 90.38% | 44.68% | -0.20% | 3.13% | -4.11% |
| T+1回踩信号收盘+2%买 t1_limit_close_p2 |
49 | 94.23% | 32.65% | -0.97% | 2.27% | -4.88% |
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 |
|---|---|---|---|---|---|---|---|---|---|
| 2026-05-21 | SH601127 赛力斯 |
43 | 507 | 464 | 79.6 | 6.14% | 59.52 | -1.11% | -3.60% |
| 2026-05-21 | SZ000100 TCL科技 |
42 | 637 | 595 | 76.9 | 3.31% | 108.69 | 4.47% | -2.82% |
| 2026-05-20 | SZ002371 北方华创 |
47 | 199 | 152 | 79.4 | 5.86% | 105.21 | 1.86% | -3.01% |
| 2026-05-18 | SZ002131 利欧股份 |
35 | 216 | 181 | 90.1 | 4.86% | 42.51 | 1.61% | -1.17% |
| 2026-05-15 | SH601689 拓普集团 |
27 | 295 | 268 | 81.0 | 7.45% | 65.48 | 1.73% | -0.73% |
| 2026-05-12 | SH600276 恒瑞医药 |
27 | 369 | 342 | 87.9 | 4.86% | 138.32 | -3.20% | -3.27% |
| 2026-05-08 | SH601698 中国卫通 |
56 | 242 | 186 | 84.0 | 5.21% | 54.17 | -4.59% | -4.96% |
| 2026-05-04 | SZ000338 潍柴动力 |
45 | 398 | 352 | 79.3 | 3.48% | 53.66 | 2.40% | -0.50% |
| 2026-04-30 | SZ002050 三花智控 |
31 | 193 | 162 | 90.0 | 4.69% | 76.70 | 7.25% | -0.68% |
| 2026-04-30 | SH688981 中芯国际 |
38 | 272 | 234 | 76.0 | 5.57% | 119.12 | 2.74% | -0.21% |
| 2026-04-29 | SZ001309 德明利 |
36 | 195 | 159 | 89.7 | 5.35% | 88.88 | 11.51% | -1.68% |
| 2026-04-29 | SH688256 寒武纪 |
67 | 236 | 169 | 80.3 | 3.07% | 126.80 | 23.73% | 0.00% |
| 2026-04-29 | SZ002340 格林美 |
40 | 345 | 305 | 78.5 | 7.95% | 45.80 | 2.30% | -3.06% |
| 2026-04-29 | SZ000651 格力电器 |
61 | 485 | 424 | 74.6 | 5.28% | 80.98 | -1.33% | -2.42% |
| 2026-04-28 | SH600150 中国船舶 |
33 | 283 | 250 | 76.0 | 7.58% | 108.22 | 1.85% | -0.39% |
| 2026-04-27 | SZ301308 江波龙 |
8 | 273 | 265 | 91.0 | 5.43% | 73.13 | 3.58% | -5.00% |
| 2026-04-22 | SZ000063 中兴通讯 |
52 | 282 | 230 | 86.1 | 6.08% | 84.93 | -2.20% | -3.36% |
| 2026-04-22 | SH600186 莲花控股 |
54 | 236 | 182 | 79.8 | 6.18% | 26.57 | 6.65% | -1.05% |
| 2026-04-21 | SZ002407 多氟多 |
34 | 288 | 254 | 82.5 | 6.12% | 50.02 | -5.21% | -5.91% |
| 2026-04-18 | SZ300136 信维通信 |
50 | 256 | 206 | 75.9 | 7.32% | 88.53 | 7.49% | -0.13% |
| 2026-04-16 | SH603799 华友钴业 |
50 | 268 | 218 | 79.4 | 5.02% | 61.23 | -2.14% | -3.38% |
| 2026-04-15 | SH600839 四川长虹 |
49 | 738 | 689 | 78.5 | 6.37% | 31.69 | 0.11% | -1.63% |
| 2026-04-14 | SH600879 航天电子 |
43 | 289 | 246 | 85.7 | 5.24% | 46.08 | 1.71% | -0.61% |
| 2026-04-14 | SZ300136 信维通信 |
61 | 322 | 261 | 80.6 | 7.92% | 73.99 | 1.22% | -1.97% |
| 2026-04-14 | SZ002407 多氟多 |
53 | 469 | 416 | 76.6 | 7.76% | 37.46 | -2.54% | -4.40% |
| 2026-04-13 | SH600438 通威股份 |
27 | 603 | 576 | 81.2 | 7.86% | 25.40 | -0.91% | -1.20% |
| 2026-04-10 | SZ300750 宁德时代 |
20 | 200 | 180 | 90.6 | 6.67% | 207.52 | 3.06% | -0.86% |
| 2026-04-10 | SZ002837 英维克 |
40 | 224 | 184 | 86.2 | 6.41% | 75.46 | 10.85% | -0.01% |
| 2026-04-10 | SZ002709 天赐材料 |
56 | 246 | 190 | 85.2 | 6.49% | 69.97 | 7.61% | -0.39% |
| 2026-04-09 | SZ000063 中兴通讯 |
43 | 259 | 216 | 83.4 | 4.47% | 64.30 | 0.62% | -0.85% |
| 2026-04-03 | SZ002281 光迅科技 |
16 | 197 | 181 | 90.1 | 7.74% | 75.37 | 6.80% | -0.11% |
| 2026-04-03 | SZ000938 紫光股份 |
43 | 366 | 323 | 82.9 | 5.87% | 36.65 | 3.72% | -1.69% |
| 2026-04-03 | SH600330 天通股份 |
56 | 368 | 312 | 77.3 | 5.72% | 27.09 | 4.43% | -4.26% |
| 2026-04-02 | SZ002490 山东墨龙 |
62 | 356 | 294 | 73.1 | 5.40% | 10.69 | 0.31% | -8.35% |
| 2026-04-01 | SH600276 恒瑞医药 |
46 | 232 | 186 | 73.9 | 4.56% | 57.51 | -2.36% | -2.85% |
| 2026-03-30 | SH600522 中天科技 |
46 | 237 | 191 | 87.0 | 7.17% | 46.58 | 1.04% | -2.88% |
| 2026-03-30 | SZ002413 雷科防务 |
63 | 305 | 242 | 81.1 | 5.26% | 24.52 | -1.58% | -2.93% |
| 2026-03-27 | SH600276 恒瑞医药 |
28 | 372 | 344 | 85.7 | 6.90% | 53.94 | 0.90% | -0.22% |
| 2026-03-27 | SZ002466 天齐锂业 |
29 | 327 | 298 | 78.9 | 6.94% | 57.77 | -4.38% | -4.71% |
| 2026-03-26 | SZ002759 天际股份 |
58 | 539 | 481 | 72.5 | 7.07% | 35.05 | 8.41% | -0.29% |
| 2026-03-20 | SZ002460 赣锋锂业 |
31 | 326 | 295 | 88.1 | 6.29% | 59.06 | 4.23% | -1.23% |
| 2026-03-20 | SZ300014 亿纬锂能 |
62 | 266 | 204 | 74.2 | 5.58% | 93.10 | 0.14% | -5.00% |
| 2026-03-19 | SH601088 中国神华 |
70 | 266 | 196 | 76.0 | 4.19% | 27.38 | 1.83% | -0.62% |
| 2026-03-18 | SZ000938 紫光股份 |
55 | 292 | 236 | 78.8 | 7.57% | 34.87 | 1.28% | -0.46% |
| 2026-03-16 | SZ000021 深科技 |
36 | 287 | 251 | 83.4 | 7.10% | 51.31 | 3.60% | -1.09% |
| 2026-03-13 | SZ002463 沪电股份 |
26 | 222 | 196 | 91.1 | 6.38% | 104.17 | 5.18% | -3.58% |
| 2026-03-12 | SH601615 明阳智能 |
46 | 663 | 617 | 78.4 | 4.71% | 25.71 | -6.73% | -7.17% |
| 2026-03-12 | SZ000938 紫光股份 |
61 | 488 | 427 | 73.6 | 5.11% | 55.56 | -2.91% | -4.74% |
| 2026-03-10 | SZ002475 立讯精密 |
45 | 304 | 260 | 87.1 | 6.22% | 88.75 | 0.51% | -0.34% |
| 2026-03-09 | SH601360 三六零 |
68 | 317 | 249 | 83.0 | 4.60% | 27.87 | 3.04% | -0.66% |
| 2026-03-07 | SH601669 中国电建 |
37 | 363 | 326 | 78.8 | 3.65% | 40.51 | 1.01% | -2.18% |
| 2026-03-07 | SH600703 三安光电 |
35 | 242 | 207 | 76.4 | 5.21% | 81.06 | -1.29% | -3.74% |
策略版本
| 版本 | 名称 | 创建 | 启用 | 操作 |
|---|---|---|---|---|
| v5 推荐池 | 高胜率观察策略 观察用，不启用：历史2日样本约22条胜率90.9%，但May-Jun分段胜率降至71.4%，存在小样本过拟合风险。默认买点仍为次日开盘。 |
06-24 18:07 | 06-24 19:23 | |
| v4 推荐池 | 强势低换手热度突增策略 补齐搜狐历史行情字段后重新验证：提高当日涨幅下限至3%，换手率上限收紧至20%，保留1亿成交额过滤。 |
06-24 17:57 | 06-24 17:57 | |
| v3 | 低波动热度突增策略 基于2026-03至2026-06热度异动回测，保留成交额/换手率过滤，收紧平静期波动至140并放宽当前排名至70。 |
06-24 17:47 | 06-24 17:47 | |
| v2 | 稳健热度突增策略 基于盈利/亏损样本分析：提高信号分、降低平静期波动，限制当日涨幅在 2%~8%，用于提升几日内胜率和收益。 |
06-24 17:28 | 06-24 17:28 | |
| v1 | 默认热度突增策略 热度突增入池后，按交易状态和信号质量做基础过滤。 |
06-24 16:08 | 06-24 16:08 |