1092026-06-24 往前 120 日
101持有 2 日
65.35%收益为正
2.43%平均信号分 77.9
5.58%持有期内
-3.44%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。
v1
默认热度突增策略
2026-06-24 往前 120 日 / 持有 2 日
92.66%
65.35%
2.43%
候选 109,可回测 101;平均最大收益 5.58%,平均最大回撤 -3.44%。
热度排名<= 60信号分>= 60.0平静期均值>= 180平静期波动<= 260.0排名改善>= 120涨跌下限 -3.00%涨跌上限 9.50%成交额>= 1.0亿换手<= 30.00%
应用检查
启用前必看样本覆盖
候选 109 / 可测 101 / 覆盖 92.66%
胜率门槛
当前 65.35%,参考线 45%
平均收益
当前 2.43%,需大于等于 0
回撤约束
当前 -3.44%,参考线 -8%
版本治理
推荐池只读取启用版本v3
当前选中版本状态未启用
保存参数会生成新版本可追溯
启用后刷新每日推荐手动触发
参数另存为新版本
保存后版本号自动递增回测样本
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 |
|---|---|---|---|---|---|---|---|---|---|
| 2026-06-24 | SZ002466 天齐锂业 |
43 | 252 | 209 | 82.1 | 7.86% | 54.22 | - | - |
| 2026-06-24 | SH603005 晶方科技 |
59 | 222 | 163 | 78.5 | 5.07% | 58.08 | - | - |
| 2026-06-24 | SZ002837 英维克 |
53 | 201 | 148 | 77.6 | 1.84% | 74.96 | - | - |
| 2026-06-24 | SH603259 药明康德 |
31 | 307 | 276 | 77.4 | 8.30% | 113.14 | - | - |
| 2026-06-24 | SH688981 中芯国际 |
45 | 244 | 199 | 77.1 | 6.94% | 188.18 | - | - |
| 2026-06-24 | SZ000066 中国长城 |
44 | 238 | 194 | 76.2 | 7.77% | 54.95 | - | - |
| 2026-06-24 | SZ002008 大族激光 |
40 | 186 | 146 | 71.3 | 7.02% | 156.74 | - | - |
| 2026-06-23 | SZ002837 英维克 |
9 | 231 | 222 | 90.5 | 5.41% | 111.89 | - | - |
| 2026-06-22 | SZ002709 天赐材料 |
50 | 181 | 131 | 77.5 | 8.35% | 92.28 | 1.76% | -5.32% |
| 2026-06-19 | SH600460 士兰微 |
40 | 231 | 191 | 69.6 | 2.45% | 59.79 | 6.31% | -1.69% |
| 2026-06-18 | SH600172 黄河旋风 |
41 | 217 | 176 | 88.3 | 5.34% | 48.94 | 9.99% | -2.86% |
| 2026-06-18 | SZ002475 立讯精密 |
59 | 193 | 134 | 79.1 | 3.88% | 158.55 | -1.90% | -6.11% |
| 2026-06-17 | SZ001309 德明利 |
56 | 233 | 177 | 86.6 | 8.23% | 116.17 | 5.00% | -0.56% |
| 2026-06-17 | SZ000066 中国长城 |
58 | 341 | 283 | 82.5 | 7.29% | 46.22 | 5.84% | -0.63% |
| 2026-06-17 | SH601868 中国能建 |
57 | 363 | 306 | 79.1 | 7.84% | 32.36 | -0.71% | -5.67% |
| 2026-06-16 | SZ002709 天赐材料 |
49 | 238 | 189 | 80.3 | 6.65% | 72.10 | -0.27% | -1.18% |
| 2026-06-15 | SZ300014 亿纬锂能 |
27 | 424 | 397 | 80.8 | 1.91% | 29.19 | 1.32% | -4.19% |
| 2026-06-15 | SH603993 洛阳钼业 |
3 | 210 | 207 | 76.2 | 9.47% | 150.38 | -1.13% | -4.02% |
| 2026-06-14 | SH600160 巨化股份 |
37 | 202 | 165 | 79.2 | 3.39% | 48.34 | 3.78% | -6.18% |
| 2026-06-13 | SH600110 诺德股份 |
22 | 220 | 198 | 80.5 | 5.89% | 36.28 | 15.07% | -0.07% |
| 2026-06-13 | SZ002466 天齐锂业 |
58 | 303 | 245 | 71.9 | 2.46% | 61.41 | 1.59% | -1.81% |
| 2026-06-13 | SH600392 盛和资源 |
60 | 323 | 263 | 67.1 | 2.10% | 44.21 | 11.65% | -3.23% |
| 2026-06-11 | SZ002149 西部材料 |
45 | 183 | 138 | 80.0 | 8.66% | 35.50 | -4.32% | -10.59% |
| 2026-06-11 | SH603993 洛阳钼业 |
38 | 309 | 271 | 79.5 | 3.45% | 45.93 | 13.94% | -1.96% |
| 2026-06-11 | SZ300054 鼎龙股份 |
56 | 437 | 381 | 72.7 | 6.25% | 37.31 | 0.67% | -8.93% |
| 2026-06-11 | SZ300346 南大光电 |
32 | 278 | 246 | 70.6 | 8.08% | 82.15 | -8.29% | -13.21% |
| 2026-06-10 | SH600160 巨化股份 |
53 | 250 | 197 | 75.2 | 7.15% | 42.45 | 4.28% | -3.47% |
| 2026-06-09 | SH688525 佰维存储 |
43 | 191 | 148 | 86.0 | 5.77% | 79.45 | 4.27% | -0.97% |
| 2026-06-05 | SH600879 航天电子 |
14 | 338 | 324 | 87.1 | 9.28% | 53.62 | 5.07% | -0.48% |
| 2026-06-05 | SH600707 彩虹股份 |
33 | 180 | 148 | 84.3 | 6.94% | 46.34 | 9.50% | -3.96% |
| 2026-06-05 | SZ002747 埃斯顿 |
58 | 306 | 248 | 74.0 | 5.19% | 28.97 | 23.45% | -0.13% |
| 2026-06-04 | SH603459 红板科技 |
58 | 187 | 129 | 74.8 | 9.49% | 23.74 | -13.70% | -14.06% |
| 2026-05-29 | SH601869 长飞光纤 |
28 | 217 | 189 | 89.9 | 8.71% | 98.91 | 2.19% | -8.25% |
| 2026-05-27 | SH601016 节能风电 |
46 | 244 | 198 | 82.0 | 6.26% | 29.67 | 2.03% | -3.44% |
| 2026-05-26 | SZ000657 中钨高新 |
60 | 211 | 151 | 70.5 | 5.42% | 85.36 | 0.25% | -7.56% |
| 2026-05-25 | SH688256 寒武纪 |
41 | 186 | 145 | 81.9 | 9.37% | 240.28 | -3.11% | -3.54% |
| 2026-05-25 | SZ000725 京东方A |
5 | 236 | 231 | 69.9 | 2.16% | 224.99 | 9.68% | -0.77% |
| 2026-05-24 | SH603005 晶方科技 |
30 | 283 | 253 | 65.5 | 8.48% | 58.41 | 12.22% | -1.39% |
| 2026-05-20 | SZ002371 北方华创 |
47 | 199 | 152 | 77.5 | 5.86% | 105.21 | 1.86% | -3.01% |
| 2026-05-17 | SZ000021 深科技 |
15 | 194 | 179 | 87.8 | -1.99% | 53.88 | 5.26% | -1.12% |
| 2026-05-17 | SZ002409 雅克科技 |
16 | 339 | 323 | 63.7 | 0.53% | 41.98 | -1.01% | -8.30% |
| 2026-05-15 | SH601689 拓普集团 |
27 | 295 | 268 | 78.7 | 7.45% | 65.48 | 1.74% | -0.73% |
| 2026-05-14 | SZ002600 领益智造 |
13 | 351 | 338 | 75.0 | 6.70% | 98.05 | 4.09% | -0.43% |
| 2026-05-14 | SZ002245 蔚蓝锂芯 |
48 | 390 | 342 | 70.5 | 8.94% | 44.19 | 3.23% | -5.79% |
| 2026-05-12 | SH600276 恒瑞医药 |
27 | 369 | 342 | 86.8 | 4.86% | 138.32 | -3.20% | -3.27% |
| 2026-05-05 | SH603459 红板科技 |
24 | 360 | 336 | 82.6 | 0.02% | 9.24 | 13.39% | -2.26% |
| 2026-05-05 | SH600673 东阳光 |
1 | 479 | 478 | 67.2 | 6.82% | 33.56 | 9.99% | 0.00% |
| 2026-05-01 | SZ002185 华天科技 |
60 | 329 | 269 | 71.2 | 2.67% | 25.41 | 1.90% | -1.10% |
| 2026-04-30 | SH688981 中芯国际 |
38 | 272 | 234 | 73.3 | 5.57% | 119.12 | 2.74% | -0.21% |
| 2026-04-29 | SZ001309 德明利 |
36 | 195 | 159 | 89.0 | 5.35% | 88.88 | 11.51% | -1.68% |
| 2026-04-29 | SH601208 东材科技 |
55 | 346 | 290 | 71.4 | 8.63% | 51.33 | 5.26% | -3.28% |
| 2026-04-27 | SZ301308 江波龙 |
8 | 273 | 265 | 89.8 | 5.43% | 73.13 | 3.59% | -5.01% |
| 2026-04-27 | SZ300274 阳光电源 |
49 | 187 | 138 | 84.0 | -1.79% | 82.63 | 9.92% | -0.69% |
| 2026-04-27 | SZ002371 北方华创 |
40 | 294 | 254 | 81.7 | 9.21% | 102.78 | -0.16% | -1.83% |
| 2026-04-25 | SH600584 长电科技 |
45 | 231 | 186 | 81.4 | 1.08% | 31.59 | -1.96% | -2.70% |
| 2026-04-25 | SZ000066 中国长城 |
39 | 446 | 407 | 68.9 | 1.61% | 50.57 | 7.28% | -3.01% |
| 2026-04-25 | SH600206 有研新材 |
23 | 280 | 257 | 62.6 | 2.59% | 26.34 | -1.01% | -4.29% |
| 2026-04-22 | SZ000938 紫光股份 |
27 | 225 | 198 | 85.8 | 8.37% | 95.70 | 2.63% | -1.38% |
| 2026-04-22 | SZ000063 中兴通讯 |
52 | 282 | 230 | 85.3 | 6.08% | 84.93 | -2.20% | -3.36% |
| 2026-04-22 | SH600186 莲花控股 |
54 | 236 | 182 | 78.0 | 6.18% | 26.57 | 6.65% | -1.05% |
| 2026-04-21 | SZ002407 多氟多 |
34 | 288 | 254 | 80.7 | 6.12% | 50.02 | -5.21% | -5.91% |
| 2026-04-20 | SH600879 航天电子 |
18 | 224 | 206 | 81.9 | 9.01% | 75.99 | -1.29% | -3.64% |
| 2026-04-19 | SZ002600 领益智造 |
31 | 390 | 359 | 80.0 | 0.36% | 10.66 | 0.35% | -1.82% |
| 2026-04-15 | SH601179 中国西电 |
3 | 181 | 178 | 90.5 | 9.26% | 77.15 | -2.83% | -3.96% |
| 2026-04-15 | SZ000533 顺钠股份 |
38 | 487 | 449 | 88.3 | 8.04% | 28.25 | -1.64% | -3.20% |
| 2026-04-14 | SH600879 航天电子 |
43 | 289 | 246 | 84.6 | 5.24% | 46.08 | 1.71% | -0.61% |
| 2026-04-14 | SZ002709 天赐材料 |
47 | 194 | 146 | 77.4 | 5.69% | 61.21 | -0.39% | -3.83% |
| 2026-04-14 | SZ002407 多氟多 |
53 | 469 | 416 | 74.3 | 7.76% | 37.46 | -2.54% | -4.40% |
| 2026-04-13 | SH600438 通威股份 |
27 | 603 | 576 | 78.9 | 7.86% | 25.40 | -0.91% | -1.20% |
| 2026-04-10 | SZ002837 英维克 |
40 | 224 | 184 | 85.1 | 6.41% | 75.46 | 10.85% | -0.01% |
| 2026-04-10 | SZ002709 天赐材料 |
56 | 246 | 190 | 84.4 | 6.49% | 69.97 | 7.61% | -0.39% |
| 2026-04-09 | SZ000063 中兴通讯 |
43 | 259 | 216 | 81.9 | 4.47% | 64.30 | 0.62% | -0.85% |
| 2026-04-08 | SH603993 洛阳钼业 |
50 | 195 | 145 | 82.7 | 8.89% | 83.54 | 1.41% | -0.27% |
| 2026-04-07 | SZ300475 香农芯创 |
15 | 672 | 656 | 69.0 | 1.23% | 22.17 | 1.26% | -6.20% |
| 2026-04-05 | SZ002384 东山精密 |
46 | 310 | 264 | 73.9 | 4.05% | 69.77 | 8.46% | -3.36% |
| 2026-04-03 | SZ002281 光迅科技 |
16 | 197 | 181 | 89.0 | 7.74% | 75.37 | 6.80% | -0.11% |
| 2026-04-03 | SZ000938 紫光股份 |
43 | 366 | 323 | 81.3 | 5.87% | 36.65 | 3.73% | -1.69% |
| 2026-04-03 | SH600498 烽火通信 |
57 | 206 | 149 | 77.9 | 2.80% | 57.92 | 4.61% | -1.51% |
| 2026-04-03 | SH600105 永鼎股份 |
26 | 205 | 179 | 76.4 | 2.28% | 52.61 | 7.27% | -3.13% |
| 2026-04-03 | SH600330 天通股份 |
56 | 368 | 312 | 75.3 | 5.72% | 27.09 | 4.43% | -4.26% |
策略版本
| 版本 | 名称 | 创建 | 启用 | 操作 |
|---|---|---|---|---|
| v3 启用中 | 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 09:47 | 06-24 09:47 | |
| 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 09:28 | 06-24 09:28 | |
| 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 08:08 | 06-24 08:08 |