◆ 核心结论
- F1 vs DOR：不是普适增益——按标的分化。英杰电气DOR砍4轮却丢135pp（误删大赚轮）；新泉股份DOR砍12轮反多赚44pp（删的全是亏轮）——同一过滤器在相邻标的上方向相反，全池OOS的-0.15pp中位差才是真实预期。
- F9在个股上意外强势（英杰+183%/新泉+291%，胜率61~86%），但那是BTS买+TP止盈在趋势股上的历史表现，ETF上F9上市以来仅1轮——样本太薄，别被大数字迷惑。
- 成长100ETF上市仅249日：F1系6轮+8.7%，F9系1轮+6.6%，加DOR后F9直接0轮——ETF席加DOR等于停用策略。
- 近端操作无分歧：三只标的四变体的最近10轮完全同步；唯一待执行信号是新泉股份F1系09-07收盘买入→今日开盘进场。
英杰电气 300820
至2026-09-07 现价57.93
| 变体 | 信号数 | 轮数 | 串联总收益 | 胜率 | 均轮 | 最佳轮 | 最差轮 |
|---|
| F1原版 最佳 |
410 |
56 |
+374.5% |
50% |
+4.0% |
+57.5% |
-23.2% |
| F1+深跌∨量比 |
297 |
52 |
+239.6% |
48% |
+3.4% |
+43.8% |
-23.2% |
| F9原版 |
41 |
18 |
+183.2% |
61% |
+7.6% |
+48.9% |
-28.5% |
| F9+深跌∨量比 |
39 |
18 |
+186.2% |
61% |
+7.7% |
+48.9% |
-28.5% |
F1系·最近10轮（原版）
| 买入 | 价 | 卖出 | 价 | 轮收益 |
|---|
| 10-15 | 56.553 | 10-17 | 53.979 | -4.6% |
| 10-23 | 51.236 | 11-03 | 53.065 | +3.6% |
| 12-03 | 50.321 | 12-19 | 50.133 | -0.4% |
| 12-22 | 48.234 | 01-16 | 54.347 | +12.7% |
| 03-23 | 47.091 | 04-01 | 45.354 | -3.7% |
| 04-09 | 45.72 | 05-13 | 53.264 | +16.5% |
| 05-14 | 55.152 | 05-25 | 68.786 | +24.7% |
| 05-26 | 68.351 | 07-02 | 78.293 | +14.5% |
| 07-17 | 59.365 | 07-31 | 45.816 | -22.8% |
| 08-03 | 43.894 | 09-04 | 58.515 | +33.3% |
F1系·最近10轮（+深跌∨量比）
| 买入 | 价 | 卖出 | 价 | 轮收益 |
|---|
| 05-07 | 41.726 | 05-23 | 44.822 | +7.4% |
| 09-08 | 49.695 | 09-15 | 49.08 | -1.2% |
| 09-25 | 48.662 | 10-14 | 58.431 | +20.1% |
| 10-15 | 56.553 | 10-17 | 53.979 | -4.6% |
| 12-03 | 50.321 | 12-19 | 50.133 | -0.4% |
| 01-08 | 53.174 | 01-16 | 54.347 | +2.2% |
| 04-09 | 45.72 | 05-13 | 53.264 | +16.5% |
| 05-14 | 55.152 | 05-25 | 68.786 | +24.7% |
| 07-17 | 59.365 | 07-31 | 45.816 | -22.8% |
| 08-03 | 43.894 | 09-04 | 58.515 | +33.3% |
F9系·最近10轮（原版）
| 买入 | 价 | 卖出 | 价 | 轮收益 |
|---|
| 06-28 | 76.106 | 07-06 | 80.067 | +5.2% |
| 07-28 | 68.948 | 12-01 | 58.888 | -14.6% |
| 01-26 | 43.0 | 03-20 | 51.721 | +20.3% |
| 05-30 | 43.441 | 08-13 | 39.235 | -9.7% |
| 09-25 | 36.345 | 10-14 | 42.576 | +17.1% |
| 10-17 | 46.072 | 11-04 | 45.896 | -0.4% |
| 01-20 | 52.724 | 05-30 | 46.921 | -11.0% |
| 09-09 | 51.425 | 10-17 | 53.979 | +5.0% |
| 04-09 | 45.72 | 05-22 | 68.08 | +48.9% |
| 08-06 | 51.815 | 09-07 | 56.845 | +9.7% |
F9系·最近10轮（+深跌∨量比）
| 买入 | 价 | 卖出 | 价 | 轮收益 |
|---|
| 06-28 | 76.106 | 07-06 | 80.067 | +5.2% |
| 08-01 | 72.268 | 12-01 | 58.888 | -18.5% |
| 01-26 | 43.0 | 03-20 | 51.721 | +20.3% |
| 05-30 | 43.441 | 08-13 | 39.235 | -9.7% |
| 09-25 | 36.345 | 10-14 | 42.576 | +17.1% |
| 10-17 | 46.072 | 11-04 | 45.896 | -0.4% |
| 03-07 | 49.768 | 05-30 | 46.921 | -5.7% |
| 09-09 | 51.425 | 10-17 | 53.979 | +5.0% |
| 04-09 | 45.72 | 05-22 | 68.08 | +48.9% |
| 08-06 | 51.815 | 09-07 | 56.845 | +9.7% |
新泉股份 603179
至2026-09-07 现价41.64
| 变体 | 信号数 | 轮数 | 串联总收益 | 胜率 | 均轮 | 最佳轮 | 最差轮 |
|---|
| F1原版 |
525 |
76 |
+49.0% |
53% |
+1.1% |
+35.1% |
-32.8% |
| F1+深跌∨量比 |
310 |
64 |
+92.9% |
56% |
+1.6% |
+30.4% |
-30.2% |
| F9原版 最佳 |
44 |
22 |
+291.3% |
86% |
+7.4% |
+48.9% |
-29.3% |
| F9+深跌∨量比 |
33 |
17 |
+177.7% |
88% |
+7.3% |
+48.9% |
-29.3% |
F1系·最近10轮（原版）
| 买入 | 价 | 卖出 | 价 | 轮收益 |
|---|
| 11-12 | 47.677 | 12-17 | 45.761 | -4.0% |
| 12-18 | 46.125 | 12-23 | 45.512 | -1.3% |
| 03-25 | 43.3 | 04-14 | 44.793 | +3.4% |
| 04-15 | 45.321 | 04-27 | 43.527 | -4.0% |
| 04-29 | 41.279 | 05-15 | 50.386 | +22.1% |
| 05-18 | 52.63 | 05-27 | 59.295 | +12.7% |
| 05-28 | 56.885 | 07-10 | 47.256 | -16.9% |
| 07-15 | 44.204 | 07-27 | 38.557 | -12.8% |
| 07-28 | 38.934 | 08-21 | 34.597 | -11.1% |
| 08-24 | 37.573 | 09-07 | 40.576 | +8.0% |
F1系·最近10轮（+深跌∨量比）
| 买入 | 价 | 卖出 | 价 | 轮收益 |
|---|
| 09-02 | 35.585 | 09-04 | 39.848 | +12.0% |
| 11-12 | 47.677 | 12-17 | 45.761 | -4.0% |
| 03-25 | 43.3 | 04-14 | 44.793 | +3.4% |
| 04-15 | 45.321 | 04-27 | 43.527 | -4.0% |
| 04-29 | 41.279 | 05-15 | 50.386 | +22.1% |
| 05-18 | 52.63 | 05-27 | 59.295 | +12.7% |
| 05-28 | 56.885 | 07-10 | 47.256 | -16.9% |
| 07-15 | 44.204 | 07-27 | 38.557 | -12.8% |
| 07-28 | 38.934 | 08-21 | 34.597 | -11.1% |
| 08-24 | 37.573 | 09-07 | 40.576 | +8.0% |
F9系·最近10轮（原版）
| 买入 | 价 | 卖出 | 价 | 轮收益 |
|---|
| 10-09 | 34.667 | 12-01 | 35.924 | +3.6% |
| 01-15 | 32.667 | 03-04 | 30.472 | -6.7% |
| 04-19 | 29.474 | 05-09 | 30.03 | +1.9% |
| 07-03 | 28.705 | 07-23 | 30.467 | +6.1% |
| 08-29 | 24.215 | 10-10 | 36.059 | +48.9% |
| 01-03 | 30.699 | 01-24 | 34.037 | +10.9% |
| 04-14 | 30.755 | 05-29 | 30.771 | +0.1% |
| 08-06 | 32.888 | 08-29 | 34.831 | +5.9% |
| 11-26 | 45.62 | 12-17 | 45.761 | +0.3% |
| 03-26 | 48.161 | 05-27 | 59.295 | +23.1% |
F9系·最近10轮（+深跌∨量比）
| 买入 | 价 | 卖出 | 价 | 轮收益 |
|---|
| 02-24 | 19.731 | 03-23 | 20.003 | +1.4% |
| 04-19 | 15.63 | 05-25 | 17.791 | +13.8% |
| 03-22 | 27.718 | 04-07 | 28.458 | +2.7% |
| 02-02 | 29.319 | 03-04 | 30.472 | +3.9% |
| 04-19 | 29.474 | 05-09 | 30.03 | +1.9% |
| 08-29 | 24.215 | 10-10 | 36.059 | +48.9% |
| 01-03 | 30.699 | 01-24 | 34.037 | +10.9% |
| 04-14 | 30.755 | 05-29 | 30.771 | +0.1% |
| 08-06 | 32.888 | 08-29 | 34.831 | +5.9% |
| 03-26 | 48.161 | 05-27 | 59.295 | +23.1% |
成长100ETF 159259·ETF
至2026-09-07 现价1.349
| 变体 | 信号数 | 轮数 | 串联总收益 | 胜率 | 均轮 | 最佳轮 | 最差轮 |
|---|
| F1原版 最佳 |
34 |
6 |
+8.7% |
67% |
+1.8% |
+13.2% |
-13.8% |
| F1+深跌∨量比 |
13 |
4 |
+5.5% |
75% |
+1.9% |
+13.2% |
-13.8% |
| F9原版 |
1 |
1 |
+6.6% |
100% |
+6.6% |
+6.6% |
+6.6% |
| F9+深跌∨量比 |
0 |
0 |
+0.0% |
— |
— |
— |
— |
F1系·最近10轮（原版）
| 买入 | 价 | 卖出 | 价 | 轮收益 |
|---|
| 03-10 | 1.106 | 03-18 | 1.086 | -1.8% |
| 03-19 | 1.092 | 04-16 | 1.207 | +10.5% |
| 04-17 | 1.246 | 05-13 | 1.41 | +13.2% |
| 07-20 | 1.395 | 07-30 | 1.203 | -13.8% |
| 07-31 | 1.229 | 08-25 | 1.26 | +2.5% |
| 08-26 | 1.301 | 09-02 | 1.303 | +0.1% |
F1系·最近10轮（+深跌∨量比）
| 买入 | 价 | 卖出 | 价 | 轮收益 |
|---|
| 04-09 | 1.144 | 04-16 | 1.207 | +5.5% |
| 04-17 | 1.246 | 05-13 | 1.41 | +13.2% |
| 07-20 | 1.395 | 07-30 | 1.203 | -13.8% |
| 07-31 | 1.229 | 08-25 | 1.26 | +2.5% |
F9系·最近10轮（原版）
| 买入 | 价 | 卖出 | 价 | 轮收益 |
|---|
| 08-05 | 1.182 | 08-25 | 1.26 | +6.6% |