公平策略组合研究与验证报告
生成时间：2026-08-31T20:42:12｜有效标的：6669（ETF 1337 / 个股 5332）
6669有效标的
1337ETF
5332个股
54策略组合
回测口径：信号T日收盘确认、T+1下一根收盘成交（缓存无O字段）、双边费率、期末收盘强平。均线、BBI、波动率均使用当日及以前数据；主排名按标的等权，交易级统计仅作辅助。当前信号来自npz预存研究信号，属于研究近似，不等同于生产信号链。
ETF基准
GS：收益中位 -2.41%，中间80%收益 -16.65%，MDD中位 31.49%，Calmar -0.13, 失效率 70.38%。
ETF：按标的等权收益排名
| # | 策略 | 类别 | 标的 | 收益中位 | 中间80%收益 | P10收益 | MDD中位 | MDD P75 | Calmar中位 | 失效率 | 跑赢GS | GS Alpha | 胜率 | 盈亏比 | 轮次 | 持仓天 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 1 | 潜龙吸水·三重吸筹 | 生产近似 | 1299 | 8.22% | 4.77% | -84.13% | 18.59% | 36.92% | 0.62 | 56.51% | 64.90% | 13.01% | 50.00% | 1.71 | 17.00 | 10.44 |
| 2 | 标准MX3共振 | 三信号 | 1299 | 7.36% | 3.39% | -83.88% | 18.78% | 39.16% | 0.56 | 57.20% | 63.90% | 11.72% | 50.00% | 1.68 | 17.00 | 10.47 |
| 3 | 三重共振 | 生产近似 | 1219 | 7.32% | 7.20% | -84.81% | 10.62% | 18.59% | 0.90 | 52.01% | 59.64% | 7.92% | 50.00% | 2.03 | 7.00 | 8.33 |
| 4 | 蓄力启航 | 命名策略 | 1326 | 6.85% | 9.68% | -73.62% | 21.88% | 32.94% | 0.48 | 59.73% | 60.56% | 6.23% | 42.86% | 1.98 | 21.00 | 13.67 |
| 5 | GB吸筹终止 | 双信号 | 1322 | 5.24% | 3.95% | -85.10% | 15.41% | 24.39% | 0.51 | 60.97% | 60.21% | 4.99% | 48.07% | 1.65 | 17.00 | 8.32 |
| 6 | 主力共振 | 生产近似 | 1321 | 4.74% | 4.29% | -84.72% | 14.75% | 23.05% | 0.48 | 61.09% | 59.35% | 6.19% | 48.48% | 1.69 | 15.00 | 8.47 |
| 7 | 吸货窗口·ETF | 命名策略 | 1186 | 3.68% | 6.86% | -70.68% | 11.28% | 17.68% | 0.39 | 59.61% | 59.02% | 9.30% | 50.00% | 1.52 | 6.00 | 9.78 |
| 8 | 潜龙吸水·主力版 | 生产近似 | 1326 | 2.79% | -5.03% | -86.41% | 23.67% | 45.45% | 0.19 | 66.21% | 58.90% | 5.34% | 47.37% | 1.50 | 27.00 | 10.06 |
| 9 | xih3时空卖 | 双信号 | 1337 | -4.07% | -20.23% | -88.30% | 30.85% | 90.54% | -0.25 | 72.70% | 54.45% | 5.31% | 46.74% | 1.29 | 45.00 | 8.29 |
| 10 | 反转低吸·短窗 | 发散变体 | 1336 | -4.51% | -20.98% | -89.09% | 29.84% | 90.40% | -0.24 | 75.67% | 52.10% | 1.78% | 44.06% | 1.41 | 27.00 | 12.11 |
| 11 | 反转低吸·标准 | 发散变体 | 1336 | -6.75% | -24.91% | -89.31% | 32.44% | 90.48% | -0.35 | 77.69% | 49.03% | -0.67% | 44.15% | 1.32 | 28.00 | 12.18 |
| 12 | 避追高·短窗 | 排除组合 | 1337 | -7.47% | -24.84% | -88.74% | 35.93% | 90.60% | -0.35 | 76.44% | 50.93% | 0.38% | 46.67% | 1.23 | 32.00 | 12.00 |
| 13 | 潜龙吸水·短窗口 | 生产近似 | 1337 | -7.83% | -24.87% | -88.71% | 36.22% | 90.60% | -0.36 | 75.99% | 51.16% | 0.72% | 46.67% | 1.25 | 32.00 | 12.04 |
| 14 | 乘势低吸v3(因果近似) | 生产近似 | 1337 | -8.40% | -22.22% | -90.09% | 39.60% | 90.49% | -0.28 | 73.22% | 55.87% | 0.21% | 38.71% | 1.59 | 39.00 | 12.85 |
| 15 | 五信号投票 | 发散变体 | 1337 | -11.94% | -28.02% | -88.71% | 39.65% | 90.66% | -0.45 | 76.81% | 49.29% | -0.35% | 47.06% | 1.20 | 34.00 | 12.04 |
| 16 | 避追高·标准 | 排除组合 | 1337 | -17.95% | -32.62% | -89.15% | 45.69% | 90.70% | -0.53 | 78.61% | 46.67% | -1.90% | 47.06% | 1.15 | 34.00 | 12.17 |
| 17 | 潜龙吸水 | 生产近似 | 1337 | -18.08% | -32.59% | -89.08% | 46.46% | 90.70% | -0.54 | 78.23% | 47.20% | -1.58% | 47.06% | 1.15 | 34.00 | 12.24 |
| 18 | xih3筹码卖 | 双信号 | 1337 | -80.36% | -47.64% | -90.61% | 90.25% | 91.13% | -0.89 | 82.95% | 40.69% | -4.91% | 50.00% | 0.76 | 32.00 | 14.11 |
| 19 | 长虹双渡 | 生产近似 | 1326 | -88.06% | -82.17% | -92.47% | 91.24% | 92.53% | -0.96 | 96.76% | 25.72% | -80.38% | 40.00% | 0.56 | 11.00 | 55.61 |
| 20 | 金振共振 | 命名策略 | 1326 | -88.26% | -81.92% | -92.64% | 91.44% | 92.56% | -0.96 | 96.46% | 22.78% | -76.21% | 33.33% | 0.32 | 5.00 | 126.28 |
| 21 | 沉底金拐 | 生产近似 | 1324 | -88.44% | -80.37% | -92.47% | 91.18% | 92.49% | -0.96 | 96.60% | 24.85% | -77.65% | 33.33% | 0.35 | 5.00 | 114.21 |
| 22 | 金筹分池 | 命名策略 | 1335 | -88.50% | -87.71% | -93.00% | 91.63% | 92.74% | -0.96 | 99.18% | 22.92% | -83.50% | 33.33% | 0.37 | 6.00 | 129.11 |
| 23 | 吸筹拐点 | 命名策略 | 1337 | -88.53% | -87.86% | -93.07% | 91.71% | 92.76% | -0.96 | 99.40% | 22.21% | -83.71% | 33.33% | 0.37 | 6.00 | 131.57 |
| 24 | 双讯金出·个股版 | 命名策略 | 1337 | -88.55% | -87.81% | -93.19% | 91.63% | 92.77% | -0.96 | 99.25% | 22.89% | -83.89% | 33.33% | 0.38 | 6.00 | 133.45 |
| 25 | 金线穿越 | 命名策略 | 1337 | -88.63% | -87.92% | -92.97% | 91.67% | 92.80% | -0.97 | 99.40% | 21.77% | -83.34% | 33.33% | 0.35 | 6.00 | 124.70 |
ETF：中波入场波动率策略排名
| # | 策略 | 类别 | 标的 | 收益中位 | 中间80%收益 | P10收益 | MDD中位 | MDD P75 | Calmar中位 | 失效率 | 跑赢GS | GS Alpha | 胜率 | 盈亏比 | 轮次 | 持仓天 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 1 | 蓄力启航 | 712 | 13.84% | 19.94% | -27.90% | 24.84% | 34.16% | 0.65 | 55.90% | 59.83% | 7.50% | 42.86% | 2.19 | 24.50 | 12.96 | |
| 2 | 三重共振 | 707 | 8.77% | 0.43% | -87.45% | 16.14% | 25.91% | 0.68 | 57.99% | 50.35% | 0.39% | 50.00% | 1.67 | 11.00 | 8.38 | |
| 3 | 吸货窗口·ETF | 709 | 8.66% | 6.43% | -85.15% | 14.41% | 23.00% | 0.77 | 53.17% | 54.87% | 4.96% | 57.14% | 1.63 | 9.00 | 10.27 | |
| 4 | GB吸筹终止 | 711 | 7.19% | -2.38% | -87.35% | 20.11% | 33.57% | 0.41 | 63.01% | 51.20% | 0.53% | 47.83% | 1.50 | 19.00 | 8.39 | |
| 5 | 主力共振 | 710 | 4.68% | -1.96% | -86.88% | 19.14% | 31.42% | 0.24 | 64.08% | 49.58% | -0.52% | 48.15% | 1.50 | 18.00 | 8.50 | |
| 6 | 乘势低吸v3(因果近似) | 713 | 4.61% | -0.05% | -89.17% | 37.05% | 75.75% | 0.12 | 63.81% | 57.92% | 0.98% | 38.00% | 2.03 | 41.00 | 12.77 | |
| 7 | 潜龙吸水·三重吸筹 | 712 | 0.66% | -10.54% | -86.55% | 31.63% | 90.68% | 0.03 | 68.82% | 51.83% | 1.48% | 47.67% | 1.46 | 26.00 | 10.75 | |
| 8 | 标准MX3共振 | 712 | -1.39% | -12.90% | -86.65% | 32.83% | 90.70% | -0.07 | 70.37% | 50.56% | 0.36% | 47.73% | 1.39 | 28.00 | 10.72 | |
| 9 | 潜龙吸水·主力版 | 712 | -4.29% | -14.89% | -86.92% | 35.13% | 90.55% | -0.17 | 74.58% | 47.75% | -2.07% | 47.37% | 1.29 | 31.50 | 10.40 | |
| 10 | xih3时空卖 | 713 | -23.85% | -35.72% | -89.18% | 50.67% | 90.92% | -0.61 | 82.05% | 40.53% | -22.56% | 45.98% | 1.17 | 51.00 | 8.41 | |
| 11 | 反转低吸·短窗 | 712 | -24.43% | -35.82% | -89.12% | 47.68% | 90.77% | -0.59 | 85.11% | 37.78% | -23.88% | 42.86% | 1.22 | 31.50 | 12.38 | |
| 12 | 反转低吸·标准 | 712 | -28.39% | -39.83% | -89.45% | 52.66% | 90.83% | -0.70 | 86.80% | 34.27% | -30.07% | 43.00% | 1.19 | 32.00 | 12.48 | |
| 13 | 避追高·短窗 | 713 | -29.18% | -39.29% | -88.72% | 55.09% | 90.86% | -0.71 | 86.82% | 36.19% | -23.03% | 45.61% | 1.12 | 38.00 | 12.40 | |
| 14 | 潜龙吸水·短窗口 | 713 | -30.50% | -39.66% | -88.77% | 55.89% | 90.86% | -0.71 | 87.10% | 36.33% | -24.14% | 45.45% | 1.13 | 38.00 | 12.44 | |
| 15 | 五信号投票 | 713 | -39.48% | -43.43% | -88.50% | 62.67% | 90.90% | -0.77 | 88.22% | 34.22% | -27.27% | 46.15% | 1.10 | 40.00 | 12.43 | |
| 16 | 避追高·标准 | 713 | -49.23% | -45.67% | -89.52% | 68.98% | 90.96% | -0.80 | 88.22% | 32.68% | -34.53% | 45.83% | 1.07 | 40.00 | 12.62 | |
| 17 | 潜龙吸水 | 713 | -50.00% | -45.68% | -89.24% | 69.04% | 90.96% | -0.80 | 87.94% | 32.82% | -35.73% | 46.00% | 1.09 | 40.00 | 12.65 | |
| 18 | xih3筹码卖 | 713 | -82.07% | -57.32% | -91.26% | 90.75% | 91.69% | -0.90 | 89.62% | 30.29% | -59.63% | 48.98% | 0.78 | 35.00 | 15.08 | |
| 19 | 金振共振 | 711 | -87.88% | -85.14% | -93.79% | 92.25% | 93.22% | -0.95 | 97.19% | 14.35% | -93.86% | 30.00% | 0.43 | 5.00 | 127.50 | |
| 20 | 长虹双渡 | 712 | -88.65% | -87.56% | -93.84% | 92.35% | 93.30% | -0.95 | 99.30% | 13.34% | -97.50% | 38.28% | 0.64 | 11.00 | 67.00 | |
| 21 | 金筹分池 | 713 | -88.89% | -88.09% | -94.06% | 92.51% | 93.76% | -0.96 | 99.44% | 12.34% | -98.04% | 33.33% | 0.51 | 6.00 | 128.50 | |
| 22 | 金线穿越 | 713 | -88.96% | -88.27% | -94.04% | 92.53% | 93.58% | -0.95 | 99.58% | 11.64% | -98.18% | 30.00% | 0.51 | 6.00 | 124.33 | |
| 23 | 吸筹拐点 | 713 | -89.01% | -88.30% | -93.87% | 92.55% | 93.75% | -0.96 | 99.72% | 11.08% | -98.57% | 33.33% | 0.50 | 6.00 | 132.00 | |
| 24 | 沉底金拐 | 712 | -89.05% | -87.29% | -93.77% | 92.25% | 93.30% | -0.96 | 98.17% | 12.08% | -96.00% | 33.33% | 0.40 | 5.00 | 115.69 | |
| 25 | 双讯金出·个股版 | 713 | -89.14% | -88.34% | -94.02% | 92.53% | 93.84% | -0.96 | 99.44% | 11.64% | -99.26% | 33.33% | 0.51 | 6.00 | 133.67 |
ETF：低波入场波动率策略排名
| # | 策略 | 类别 | 标的 | 收益中位 | 中间80%收益 | P10收益 | MDD中位 | MDD P75 | Calmar中位 | 失效率 | 跑赢GS | GS Alpha | 胜率 | 盈亏比 | 轮次 | 持仓天 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 1 | 潜龙吸水·三重吸筹 | 570 | 14.19% | 16.30% | -2.87% | 10.29% | 14.46% | 1.59 | 40.88% | 81.75% | 37.97% | 50.86% | 2.15 | 10.00 | 10.00 | |
| 2 | 标准MX3共振 | 570 | 13.34% | 16.50% | -3.62% | 10.33% | 14.71% | 1.59 | 40.70% | 81.05% | 37.02% | 52.00% | 2.14 | 10.00 | 9.94 | |
| 3 | 潜龙吸水·主力版 | 597 | 6.66% | 6.91% | -85.03% | 14.20% | 24.86% | 0.76 | 56.78% | 71.69% | 17.15% | 47.37% | 1.73 | 23.00 | 9.55 | |
| 4 | 三重共振 | 495 | 5.88% | 8.71% | -2.50% | 7.45% | 9.52% | 1.32 | 43.03% | 72.53% | 18.14% | 57.14% | 2.62 | 4.00 | 8.20 | |
| 5 | 主力共振 | 594 | 4.91% | 6.07% | -7.94% | 9.44% | 16.34% | 0.76 | 56.57% | 71.21% | 16.24% | 50.00% | 1.87 | 13.00 | 8.43 | |
| 6 | GB吸筹终止 | 594 | 4.65% | 5.96% | -8.31% | 9.73% | 17.16% | 0.65 | 58.42% | 70.71% | 14.34% | 48.21% | 1.80 | 15.00 | 8.20 | |
| 7 | xih3时空卖 | 607 | 4.07% | -1.03% | -87.93% | 16.40% | 30.88% | 0.38 | 61.29% | 71.83% | 37.14% | 47.83% | 1.52 | 39.00 | 8.14 | |
| 8 | 反转低吸·短窗 | 607 | 3.60% | -2.24% | -88.86% | 16.51% | 30.13% | 0.40 | 63.92% | 70.02% | 35.43% | 46.51% | 1.68 | 23.00 | 11.80 | |
| 9 | 蓄力启航 | 597 | 3.34% | -0.71% | -88.94% | 16.69% | 29.66% | 0.30 | 64.32% | 61.64% | 4.64% | 42.86% | 1.79 | 19.00 | 14.62 | |
| 10 | 反转低吸·标准 | 607 | 2.39% | -6.16% | -89.18% | 18.39% | 35.10% | 0.26 | 66.39% | 67.38% | 26.05% | 46.15% | 1.63 | 24.00 | 11.89 | |
| 11 | 潜龙吸水·短窗口 | 607 | 2.37% | -6.48% | -88.61% | 19.20% | 90.04% | 0.25 | 62.60% | 69.52% | 28.57% | 49.12% | 1.53 | 27.00 | 11.59 | |
| 12 | 避追高·短窗 | 607 | 2.34% | -6.80% | -88.71% | 19.07% | 90.04% | 0.24 | 63.92% | 69.36% | 27.73% | 49.02% | 1.52 | 27.00 | 11.56 | |
| 13 | 五信号投票 | 607 | 1.55% | -9.03% | -88.81% | 19.88% | 90.12% | 0.21 | 63.10% | 67.87% | 26.98% | 49.21% | 1.49 | 27.00 | 11.62 | |
| 14 | 潜龙吸水 | 607 | 0.28% | -16.45% | -89.01% | 22.87% | 90.24% | 0.05 | 66.56% | 64.91% | 15.01% | 50.00% | 1.35 | 29.00 | 11.73 | |
| 15 | 避追高·标准 | 607 | 0.28% | -16.53% | -89.06% | 23.12% | 90.25% | 0.05 | 67.05% | 64.09% | 14.39% | 50.00% | 1.34 | 28.00 | 11.71 | |
| 16 | 吸货窗口·ETF | 460 | 0.08% | 2.07% | -8.34% | 8.55% | 10.93% | 0.00 | 68.48% | 65.43% | 15.67% | 50.00% | 1.29 | 3.00 | 8.73 | |
| 17 | xih3筹码卖 | 607 | -12.71% | -36.12% | -90.14% | 31.32% | 90.36% | -0.80 | 74.96% | 53.38% | 1.29% | 51.35% | 0.69 | 30.00 | 12.65 | |
| 18 | 乘势低吸v3(因果近似) | 607 | -78.85% | -43.42% | -90.25% | 89.94% | 90.70% | -0.89 | 83.69% | 53.54% | 0.03% | 39.47% | 0.95 | 37.00 | 13.15 | |
| 19 | 长虹双渡 | 597 | -87.59% | -70.48% | -90.59% | 90.55% | 90.99% | -0.97 | 93.63% | 40.87% | -1.58% | 42.86% | 0.46 | 11.00 | 42.20 | |
| 20 | 沉底金拐 | 595 | -87.71% | -70.51% | -90.41% | 90.61% | 90.97% | -0.97 | 94.79% | 40.50% | -1.71% | 40.00% | 0.27 | 5.00 | 111.40 | |
| 21 | 吸筹拐点 | 607 | -88.16% | -87.42% | -90.82% | 90.89% | 91.43% | -0.97 | 99.01% | 35.58% | -2.02% | 40.00% | 0.27 | 5.00 | 131.57 | |
| 22 | 双讯金出·个股版 | 607 | -88.22% | -87.27% | -90.67% | 90.84% | 91.37% | -0.97 | 99.01% | 36.41% | -1.99% | 41.67% | 0.27 | 5.00 | 133.67 | |
| 23 | 金筹分池 | 605 | -88.29% | -87.25% | -90.74% | 90.88% | 91.35% | -0.97 | 98.84% | 35.70% | -2.20% | 40.00% | 0.26 | 5.00 | 131.25 | |
| 24 | 金线穿越 | 607 | -88.30% | -87.56% | -90.87% | 90.89% | 91.42% | -0.97 | 99.18% | 33.94% | -2.03% | 40.00% | 0.25 | 5.00 | 126.36 | |
| 25 | 金振共振 | 598 | -88.42% | -77.23% | -91.12% | 90.79% | 91.38% | -0.97 | 95.48% | 33.11% | -2.61% | 33.33% | 0.24 | 5.00 | 126.40 |
个股基准
GS：收益中位 -17.18%，中间80%收益 -8.53%，MDD中位 56.21%，Calmar -0.33, 失效率 81.75%。
个股：按标的等权收益排名
| # | 策略 | 类别 | 标的 | 收益中位 | 中间80%收益 | P10收益 | MDD中位 | MDD P75 | Calmar中位 | 失效率 | 跑赢GS | GS Alpha | 胜率 | 盈亏比 | 轮次 | 持仓天 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 1 | 潜龙吸水·短窗口 | 生产近似 | 5331 | 38.86% | 48.83% | -42.61% | 49.25% | 60.38% | 0.84 | 53.35% | 72.65% | 46.96% | 48.84% | 1.45 | 54.00 | 13.18 |
| 2 | 避追高·短窗 | 排除组合 | 5331 | 38.62% | 48.19% | -43.09% | 49.10% | 60.26% | 0.84 | 53.48% | 72.35% | 46.47% | 48.78% | 1.45 | 54.00 | 13.15 |
| 3 | 潜龙吸水·三重吸筹 | 生产近似 | 5331 | 36.34% | 47.31% | -37.04% | 46.54% | 57.02% | 0.88 | 52.30% | 74.75% | 46.80% | 47.62% | 1.55 | 48.00 | 11.96 |
| 4 | 五信号投票 | 发散变体 | 5331 | 36.31% | 47.32% | -46.03% | 50.92% | 62.28% | 0.76 | 54.76% | 71.94% | 45.77% | 48.89% | 1.42 | 58.00 | 13.12 |
| 5 | 潜龙吸水 | 生产近似 | 5331 | 35.56% | 46.72% | -46.22% | 50.68% | 61.78% | 0.77 | 54.68% | 71.98% | 44.84% | 49.02% | 1.42 | 57.00 | 13.30 |
| 6 | 避追高·标准 | 排除组合 | 5331 | 35.39% | 45.98% | -45.96% | 50.64% | 61.89% | 0.76 | 54.64% | 71.68% | 45.03% | 49.02% | 1.42 | 56.00 | 13.26 |
| 7 | xih3时空卖 | 双信号 | 5331 | 34.96% | 44.56% | -41.82% | 47.92% | 58.72% | 0.79 | 54.02% | 72.13% | 45.34% | 47.83% | 1.44 | 78.00 | 8.47 |
| 8 | 标准MX3共振 | 三信号 | 5331 | 34.33% | 46.15% | -38.31% | 47.38% | 58.04% | 0.82 | 53.48% | 74.23% | 45.77% | 47.62% | 1.52 | 50.00 | 12.00 |
| 9 | 反转低吸·短窗 | 发散变体 | 5331 | 33.84% | 42.00% | -41.23% | 46.45% | 57.24% | 0.80 | 54.00% | 70.79% | 42.22% | 47.83% | 1.52 | 45.00 | 13.35 |
| 10 | 反转低吸·标准 | 发散变体 | 5331 | 32.43% | 40.33% | -42.58% | 47.12% | 58.58% | 0.73 | 55.04% | 70.68% | 41.98% | 48.00% | 1.48 | 47.00 | 13.42 |
| 11 | xih3筹码卖 | 双信号 | 5331 | 31.80% | 43.39% | -46.18% | 52.03% | 62.64% | 0.66 | 55.84% | 71.19% | 42.23% | 51.11% | 1.30 | 50.00 | 15.50 |
| 12 | 潜龙吸水·主力版 | 生产近似 | 5331 | 28.59% | 38.28% | -35.24% | 40.90% | 51.60% | 0.74 | 54.32% | 73.34% | 40.82% | 47.27% | 1.54 | 46.00 | 10.49 |
| 13 | 潜龙吸水·个股 | 命名策略 | 5331 | 19.51% | 27.65% | -39.83% | 41.63% | 52.34% | 0.51 | 60.12% | 69.27% | 32.30% | 44.83% | 1.59 | 48.00 | 9.96 |
| 14 | 主力共振 | 生产近似 | 5331 | 13.84% | 18.35% | -28.38% | 29.72% | 38.74% | 0.50 | 61.02% | 71.37% | 29.15% | 47.83% | 1.49 | 26.00 | 8.54 |
| 15 | GB吸筹终止 | 双信号 | 5331 | 13.80% | 18.83% | -29.15% | 31.13% | 40.17% | 0.48 | 61.56% | 71.53% | 28.78% | 47.06% | 1.50 | 29.00 | 8.50 |
| 16 | 三重共振 | 生产近似 | 5329 | 9.89% | 14.31% | -29.47% | 30.17% | 39.39% | 0.36 | 65.04% | 69.77% | 26.03% | 46.67% | 1.48 | 23.00 | 8.31 |
| 17 | 蓄力启航 | 命名策略 | 5331 | 7.82% | 15.57% | -44.67% | 43.06% | 53.85% | 0.19 | 68.34% | 69.50% | 22.42% | 39.39% | 1.88 | 39.00 | 11.73 |
| 18 | 长虹双渡 | 生产近似 | 5331 | -5.12% | 3.71% | -62.51% | 62.63% | 73.01% | -0.09 | 78.33% | 58.26% | 10.50% | 41.67% | 1.71 | 13.00 | 81.38 |
| 19 | 沉底金拐 | 生产近似 | 5331 | -5.79% | 3.97% | -61.72% | 62.16% | 71.97% | -0.10 | 78.05% | 58.75% | 11.07% | 41.67% | 1.67 | 8.00 | 134.50 |
| 20 | 双讯金出·个股版 | 命名策略 | 5332 | -12.46% | -3.67% | -68.13% | 67.20% | 77.20% | -0.20 | 81.88% | 53.47% | 3.90% | 40.00% | 1.70 | 9.00 | 146.90 |
| 21 | 吸筹拐点 | 命名策略 | 5332 | -12.99% | -4.38% | -67.81% | 66.98% | 76.86% | -0.21 | 81.68% | 53.36% | 3.80% | 40.00% | 1.68 | 9.00 | 144.10 |
| 22 | 金筹分池 | 命名策略 | 5332 | -13.83% | -4.17% | -66.74% | 66.48% | 76.22% | -0.22 | 81.34% | 52.79% | 3.43% | 40.00% | 1.74 | 9.00 | 142.60 |
| 23 | 乘势低吸v3(因果近似) | 生产近似 | 5332 | -14.61% | -5.55% | -62.11% | 59.26% | 69.38% | -0.27 | 80.55% | 57.93% | 3.45% | 36.51% | 1.83 | 67.00 | 11.75 |
| 24 | 金线穿越 | 命名策略 | 5332 | -15.01% | -5.17% | -67.00% | 66.28% | 75.85% | -0.24 | 81.58% | 52.27% | 2.74% | 38.46% | 1.74 | 9.00 | 139.18 |
| 25 | 金振共振 | 命名策略 | 5329 | -16.89% | -7.91% | -66.38% | 65.23% | 74.62% | -0.28 | 82.32% | 51.23% | 1.45% | 37.50% | 1.61 | 7.00 | 144.44 |
个股：高波入场波动率策略排名
| # | 策略 | 类别 | 标的 | 收益中位 | 中间80%收益 | P10收益 | MDD中位 | MDD P75 | Calmar中位 | 失效率 | 跑赢GS | GS Alpha | 胜率 | 盈亏比 | 轮次 | 持仓天 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 1 | 潜龙吸水·三重吸筹 | 3289 | 42.15% | 54.32% | -41.97% | 51.01% | 61.53% | 0.86 | 52.36% | 69.20% | 42.21% | 47.73% | 1.55 | 49.00 | 12.25 | |
| 2 | 潜龙吸水·短窗口 | 3289 | 41.45% | 53.54% | -48.93% | 53.83% | 64.49% | 0.81 | 54.21% | 67.80% | 41.48% | 48.48% | 1.47 | 52.00 | 13.22 | |
| 3 | 避追高·短窗 | 3289 | 40.58% | 52.77% | -48.25% | 53.96% | 64.36% | 0.80 | 54.18% | 67.56% | 41.40% | 48.44% | 1.47 | 52.00 | 13.19 | |
| 4 | 标准MX3共振 | 3289 | 39.39% | 52.22% | -44.38% | 52.36% | 62.99% | 0.81 | 53.63% | 68.71% | 41.21% | 47.62% | 1.52 | 51.00 | 12.33 | |
| 5 | 潜龙吸水·主力版 | 3289 | 38.72% | 50.01% | -37.55% | 44.02% | 54.63% | 0.96 | 50.65% | 69.87% | 42.34% | 47.50% | 1.60 | 44.00 | 10.54 | |
| 6 | 五信号投票 | 3289 | 37.83% | 51.49% | -51.65% | 56.05% | 66.99% | 0.71 | 56.07% | 67.04% | 39.01% | 48.53% | 1.44 | 57.00 | 13.20 | |
| 7 | 潜龙吸水 | 3289 | 37.16% | 49.97% | -51.41% | 55.60% | 66.42% | 0.69 | 56.13% | 66.65% | 37.65% | 48.53% | 1.44 | 55.00 | 13.35 | |
| 8 | xih3时空卖 | 3289 | 36.77% | 48.36% | -48.10% | 52.56% | 63.05% | 0.73 | 54.82% | 66.74% | 38.82% | 47.62% | 1.46 | 75.00 | 8.54 | |
| 9 | 避追高·标准 | 3289 | 36.40% | 49.28% | -51.78% | 55.33% | 66.26% | 0.69 | 56.04% | 66.34% | 37.37% | 48.48% | 1.44 | 54.00 | 13.33 | |
| 10 | xih3筹码卖 | 3289 | 35.84% | 50.38% | -50.55% | 56.35% | 66.92% | 0.66 | 55.49% | 66.71% | 39.04% | 51.11% | 1.33 | 48.00 | 15.82 | |
| 11 | 反转低吸·短窗 | 3289 | 35.56% | 44.72% | -46.17% | 50.89% | 61.77% | 0.74 | 55.24% | 65.67% | 35.37% | 47.62% | 1.53 | 44.00 | 13.38 | |
| 12 | 反转低吸·标准 | 3289 | 33.63% | 42.87% | -48.29% | 51.74% | 62.49% | 0.68 | 56.43% | 65.55% | 35.27% | 47.83% | 1.50 | 45.00 | 13.44 | |
| 13 | 潜龙吸水·个股 | 3289 | 26.86% | 36.15% | -42.46% | 44.97% | 55.76% | 0.64 | 57.34% | 65.52% | 31.63% | 45.10% | 1.65 | 46.00 | 10.00 | |
| 14 | 主力共振 | 3289 | 20.27% | 24.44% | -29.60% | 32.01% | 41.47% | 0.65 | 57.34% | 66.89% | 28.59% | 48.00% | 1.56 | 25.00 | 8.58 | |
| 15 | GB吸筹终止 | 3289 | 20.25% | 25.05% | -30.37% | 33.36% | 43.15% | 0.60 | 57.80% | 66.95% | 27.94% | 48.00% | 1.56 | 27.00 | 8.54 | |
| 16 | 蓄力启航 | 3289 | 15.85% | 24.42% | -46.56% | 45.75% | 56.35% | 0.36 | 63.33% | 66.10% | 22.90% | 39.47% | 2.01 | 38.00 | 11.42 | |
| 17 | 三重共振 | 3289 | 15.83% | 20.56% | -30.94% | 32.87% | 42.43% | 0.52 | 60.41% | 65.49% | 25.40% | 47.62% | 1.54 | 24.00 | 8.43 | |
| 18 | 长虹双渡 | 3289 | 0.01% | 11.49% | -67.34% | 66.89% | 76.68% | 0.00 | 75.10% | 55.82% | 8.63% | 42.11% | 1.89 | 12.00 | 87.00 | |
| 19 | 沉底金拐 | 3289 | -0.10% | 11.94% | -66.35% | 66.06% | 75.65% | -0.00 | 74.34% | 57.01% | 10.82% | 42.86% | 1.91 | 8.00 | 133.44 | |
| 20 | 双讯金出·个股版 | 3289 | -6.77% | 3.85% | -71.66% | 71.27% | 80.48% | -0.10 | 78.56% | 52.20% | 3.04% | 41.67% | 1.88 | 9.00 | 146.40 | |
| 21 | 吸筹拐点 | 3289 | -7.33% | 3.80% | -71.10% | 70.48% | 79.89% | -0.10 | 78.23% | 52.78% | 3.48% | 40.00% | 1.88 | 9.00 | 143.70 | |
| 22 | 金筹分池 | 3289 | -7.85% | 4.75% | -70.42% | 70.11% | 79.33% | -0.12 | 77.59% | 52.69% | 3.81% | 40.00% | 1.95 | 8.00 | 141.60 | |
| 23 | 金线穿越 | 3289 | -8.59% | 3.79% | -69.85% | 69.73% | 78.80% | -0.13 | 77.71% | 51.96% | 2.62% | 40.00% | 2.01 | 9.00 | 137.57 | |
| 24 | 乘势低吸v3(因果近似) | 3289 | -8.72% | 4.17% | -64.22% | 62.35% | 72.43% | -0.14 | 75.74% | 58.10% | 4.29% | 37.04% | 1.95 | 66.00 | 11.65 | |
| 25 | 金振共振 | 3288 | -12.74% | -0.49% | -68.59% | 68.53% | 77.44% | -0.19 | 78.71% | 50.49% | 0.97% | 40.00% | 1.82 | 7.00 | 143.53 |
个股：中波入场波动率策略排名
| # | 策略 | 类别 | 标的 | 收益中位 | 中间80%收益 | P10收益 | MDD中位 | MDD P75 | Calmar中位 | 失效率 | 跑赢GS | GS Alpha | 胜率 | 盈亏比 | 轮次 | 持仓天 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 1 | 潜龙吸水·短窗口 | 2004 | 36.48% | 43.29% | -33.05% | 41.44% | 50.69% | 0.89 | 51.75% | 80.54% | 55.52% | 49.12% | 1.41 | 57.00 | 13.11 | |
| 2 | 避追高·短窗 | 2004 | 36.16% | 42.77% | -34.14% | 41.55% | 50.63% | 0.89 | 52.05% | 80.14% | 54.79% | 49.09% | 1.41 | 57.00 | 13.09 | |
| 3 | 避追高·标准 | 2004 | 35.27% | 42.34% | -37.05% | 42.71% | 52.48% | 0.88 | 52.25% | 80.29% | 53.13% | 49.18% | 1.38 | 59.00 | 13.16 | |
| 4 | 潜龙吸水 | 2004 | 34.71% | 43.05% | -37.11% | 42.68% | 52.60% | 0.87 | 52.25% | 80.59% | 53.40% | 49.28% | 1.38 | 60.00 | 13.21 | |
| 5 | 五信号投票 | 2004 | 34.20% | 42.50% | -36.40% | 42.66% | 52.38% | 0.85 | 52.50% | 79.84% | 53.19% | 49.15% | 1.39 | 60.00 | 13.04 | |
| 6 | xih3时空卖 | 2004 | 33.85% | 40.67% | -33.87% | 40.53% | 49.40% | 0.88 | 52.54% | 80.79% | 52.42% | 48.28% | 1.42 | 83.00 | 8.36 | |
| 7 | 反转低吸·短窗 | 2004 | 32.63% | 38.75% | -32.50% | 39.28% | 48.07% | 0.90 | 51.90% | 78.99% | 51.66% | 48.28% | 1.48 | 48.00 | 13.32 | |
| 8 | 潜龙吸水·三重吸筹 | 2004 | 31.52% | 38.58% | -27.42% | 38.59% | 47.43% | 0.90 | 52.00% | 83.68% | 52.44% | 47.62% | 1.55 | 46.00 | 11.47 | |
| 9 | 反转低吸·标准 | 2004 | 31.45% | 37.21% | -34.96% | 39.86% | 49.14% | 0.85 | 52.69% | 78.89% | 49.76% | 48.36% | 1.46 | 49.00 | 13.38 | |
| 10 | 标准MX3共振 | 2004 | 30.33% | 38.38% | -28.33% | 39.14% | 48.33% | 0.86 | 53.04% | 83.13% | 51.70% | 47.73% | 1.52 | 48.00 | 11.49 | |
| 11 | xih3筹码卖 | 2004 | 28.38% | 35.04% | -39.19% | 44.55% | 54.08% | 0.67 | 56.14% | 78.44% | 46.74% | 51.22% | 1.25 | 54.00 | 15.03 | |
| 12 | 潜龙吸水·主力版 | 2004 | 18.10% | 23.43% | -32.63% | 36.21% | 45.90% | 0.50 | 60.23% | 78.84% | 40.01% | 47.00% | 1.45 | 48.00 | 10.39 | |
| 13 | 潜龙吸水·个股 | 2004 | 10.74% | 16.77% | -36.14% | 36.72% | 46.29% | 0.30 | 64.62% | 75.20% | 33.56% | 44.44% | 1.51 | 50.00 | 9.91 | |
| 14 | GB吸筹终止 | 2004 | 8.25% | 10.57% | -27.70% | 27.80% | 35.73% | 0.31 | 67.66% | 78.69% | 29.45% | 46.15% | 1.40 | 30.00 | 8.40 | |
| 15 | 主力共振 | 2004 | 7.11% | 10.41% | -26.44% | 26.42% | 34.49% | 0.29 | 66.82% | 78.44% | 29.86% | 46.67% | 1.41 | 27.00 | 8.48 | |
| 16 | 三重共振 | 2003 | 3.82% | 6.01% | -27.67% | 26.13% | 34.08% | 0.16 | 72.34% | 76.59% | 26.65% | 45.00% | 1.39 | 22.00 | 8.13 | |
| 17 | 蓄力启航 | 2004 | -0.25% | 4.00% | -42.46% | 39.12% | 48.85% | -0.01 | 76.25% | 74.75% | 22.17% | 39.02% | 1.71 | 40.00 | 12.23 | |
| 18 | 长虹双渡 | 2004 | -10.20% | -5.33% | -55.71% | 55.79% | 65.93% | -0.20 | 83.63% | 62.03% | 11.75% | 41.18% | 1.49 | 15.00 | 73.80 | |
| 19 | 沉底金拐 | 2004 | -11.16% | -5.98% | -56.17% | 55.50% | 65.21% | -0.21 | 84.18% | 61.33% | 11.37% | 40.00% | 1.42 | 8.00 | 136.00 | |
| 20 | 双讯金出·个股版 | 2005 | -16.98% | -12.72% | -62.44% | 60.37% | 70.37% | -0.29 | 87.38% | 55.61% | 5.45% | 38.46% | 1.44 | 9.00 | 147.40 | |
| 21 | 吸筹拐点 | 2005 | -18.33% | -14.15% | -63.20% | 60.09% | 70.41% | -0.32 | 87.33% | 54.36% | 4.06% | 37.50% | 1.41 | 9.00 | 144.70 | |
| 22 | 金筹分池 | 2005 | -18.67% | -14.75% | -63.23% | 60.24% | 70.30% | -0.33 | 87.53% | 52.87% | 2.97% | 37.50% | 1.46 | 9.00 | 143.80 | |
| 23 | 金线穿越 | 2005 | -20.06% | -16.04% | -62.65% | 60.32% | 70.12% | -0.35 | 87.93% | 52.77% | 3.04% | 37.50% | 1.46 | 9.00 | 140.60 | |
| 24 | 金振共振 | 2003 | -21.53% | -17.19% | -62.29% | 59.12% | 68.71% | -0.38 | 88.27% | 52.32% | 1.70% | 37.50% | 1.35 | 8.00 | 145.56 | |
| 25 | 乘势低吸v3(因果近似) | 2005 | -22.26% | -16.93% | -59.74% | 54.95% | 63.89% | -0.43 | 88.23% | 57.56% | 2.50% | 35.82% | 1.69 | 68.00 | 11.93 |
个股：低波入场波动率策略排名
| # | 策略 | 类别 | 标的 | 收益中位 | 中间80%收益 | P10收益 | MDD中位 | MDD P75 | Calmar中位 | 失效率 | 跑赢GS | GS Alpha | 胜率 | 盈亏比 | 轮次 | 持仓天 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 1 | 反转低吸·短窗 | 38 | 15.01% | 13.87% | -25.28% | 23.23% | 27.90% | 0.84 | 57.89% | 81.58% | 27.10% | 46.25% | 1.46 | 44.50 | 13.20 | |
| 2 | 五信号投票 | 38 | 14.46% | 9.85% | -25.58% | 26.11% | 29.69% | 0.53 | 60.53% | 78.95% | 21.54% | 48.07% | 1.34 | 54.00 | 12.91 | |
| 3 | 潜龙吸水·短窗口 | 38 | 13.25% | 9.89% | -26.81% | 26.10% | 30.42% | 0.53 | 63.16% | 76.32% | 20.35% | 47.85% | 1.33 | 54.00 | 12.92 | |
| 4 | 反转低吸·标准 | 38 | 12.54% | 13.50% | -28.02% | 24.91% | 30.69% | 0.50 | 57.89% | 81.58% | 31.34% | 47.67% | 1.39 | 46.00 | 13.48 | |
| 5 | 避追高·短窗 | 38 | 12.26% | 9.21% | -24.68% | 25.52% | 30.74% | 0.50 | 68.42% | 76.32% | 19.36% | 48.77% | 1.30 | 53.50 | 12.83 | |
| 6 | 潜龙吸水 | 38 | 11.00% | 12.91% | -27.76% | 26.10% | 32.83% | 0.39 | 57.89% | 78.95% | 24.25% | 49.32% | 1.36 | 56.00 | 13.00 | |
| 7 | 避追高·标准 | 38 | 10.45% | 12.07% | -27.20% | 25.52% | 32.23% | 0.36 | 60.53% | 78.95% | 22.89% | 50.00% | 1.28 | 56.00 | 12.94 | |
| 8 | 潜龙吸水·个股 | 38 | 10.26% | 8.63% | -21.83% | 20.53% | 24.50% | 0.47 | 63.16% | 81.58% | 29.06% | 45.70% | 1.53 | 48.00 | 9.86 | |
| 9 | xih3时空卖 | 38 | 9.10% | 8.70% | -27.23% | 25.01% | 29.82% | 0.42 | 63.16% | 81.58% | 22.09% | 44.28% | 1.50 | 80.00 | 8.26 | |
| 10 | 潜龙吸水·主力版 | 38 | 7.92% | 7.51% | -19.23% | 20.26% | 24.34% | 0.37 | 60.53% | 84.21% | 29.70% | 47.00% | 1.35 | 47.50 | 10.10 | |
| 11 | 标准MX3共振 | 38 | 6.00% | 6.47% | -15.33% | 15.91% | 20.59% | 0.43 | 63.16% | 81.58% | 23.95% | 48.46% | 1.44 | 23.50 | 9.43 | |
| 12 | 潜龙吸水·三重吸筹 | 38 | 5.10% | 6.81% | -15.33% | 15.55% | 20.43% | 0.42 | 63.16% | 84.21% | 24.98% | 46.15% | 1.44 | 22.00 | 9.05 | |
| 13 | xih3筹码卖 | 38 | 5.01% | 3.33% | -31.93% | 26.53% | 37.41% | 0.20 | 71.05% | 76.32% | 17.10% | 47.72% | 1.16 | 55.00 | 14.47 | |
| 14 | 主力共振 | 38 | 2.93% | 3.93% | -13.06% | 13.55% | 17.75% | 0.23 | 73.68% | 86.84% | 23.88% | 46.16% | 1.38 | 27.00 | 8.33 | |
| 15 | 蓄力启航 | 38 | 1.13% | -1.20% | -19.32% | 22.59% | 28.46% | 0.04 | 84.21% | 86.84% | 16.60% | 41.80% | 1.43 | 36.00 | 13.59 | |
| 16 | GB吸筹终止 | 38 | 0.60% | 3.89% | -13.44% | 13.82% | 17.34% | 0.04 | 65.79% | 89.47% | 21.42% | 46.51% | 1.45 | 29.00 | 8.23 | |
| 17 | 三重共振 | 37 | -0.67% | -0.46% | -10.65% | 11.38% | 14.83% | -0.10 | 81.08% | 81.08% | 22.54% | 42.86% | 1.35 | 8.00 | 7.18 | |
| 18 | 长虹双渡 | 38 | -2.64% | -6.64% | -37.00% | 33.43% | 39.27% | -0.08 | 78.95% | 71.05% | 16.63% | 45.55% | 1.27 | 21.00 | 45.52 | |
| 19 | 沉底金拐 | 38 | -11.35% | -6.60% | -36.66% | 35.11% | 39.04% | -0.35 | 76.32% | 73.68% | 11.13% | 41.43% | 0.82 | 8.00 | 134.56 | |
| 20 | 金振共振 | 38 | -15.86% | -13.22% | -51.28% | 34.73% | 43.52% | -0.61 | 81.58% | 57.89% | 5.63% | 36.36% | 0.96 | 7.00 | 137.67 | |
| 21 | 乘势低吸v3(因果近似) | 38 | -18.04% | -17.68% | -43.07% | 33.07% | 41.07% | -0.62 | 92.11% | 63.16% | 3.15% | 33.57% | 1.60 | 70.00 | 11.79 | |
| 22 | 吸筹拐点 | 38 | -19.69% | -12.89% | -49.61% | 36.13% | 45.16% | -0.52 | 81.58% | 50.00% | -0.13% | 33.33% | 1.05 | 9.00 | 141.56 | |
| 23 | 金筹分池 | 38 | -20.33% | -12.81% | -49.71% | 36.69% | 45.08% | -0.58 | 78.95% | 57.89% | 5.00% | 33.33% | 1.04 | 9.00 | 139.09 | |
| 24 | 金线穿越 | 38 | -20.86% | -13.74% | -49.42% | 37.58% | 45.37% | -0.53 | 81.58% | 52.63% | 3.75% | 33.33% | 1.12 | 9.00 | 131.56 | |
| 25 | 双讯金出·个股版 | 38 | -21.02% | -14.20% | -48.42% | 38.51% | 49.13% | -0.61 | 78.95% | 50.00% | 0.37% | 33.33% | 0.73 | 9.00 | 141.78 |
方法与结论
排名原则：收益中位数优先，其次看中间80%收益、P10收益、跑赢GS比例、行业Alpha、MDD P75和失效率。Calmar不单独决定冠军。
策略路由：高波动标的重点比较主力确认和短窗口组合；中低波ETF重点观察三重共振和尾部风险；趋势型个股观察长虹双渡、乘势低吸；底部低吸类策略需接受更长持仓和较大尾部回撤。
生产前置条件：必须以生产信号链复刻关键策略，补充行业/宽基基准、滑点、涨跌停、停牌和10轮滚动样本外验证后，才可进入生产。
数据目录：/root/ths_analysis/universality/bundles_tdx｜结果：fair_strategy_research_results.json｜研究脚本：fair_strategy_research.py