个股策略结论｜T日尾盘竞价收盘成交
生成：2026-08-31T22:00:10｜5332只个股｜修复后全历史前复权OHLCV
5332有效个股
-9.01%GS收益中位
-11.11%死拿收益中位
75评分记录
主成交口径：信号在尾盘集合竞价前已经固定，按T日竞价收盘价成交；不是统一延迟到T+1开盘。仅涨跌停、停牌等实际无法成交情况，才需要另行做T+1压力测试。
说明：本报告是缓存研究复算，策略信号与生产链仍需逐策略精确核验。
说明：本报告是缓存研究复算，策略信号与生产链仍需逐策略精确核验。
全池
| 排名 | 策略 | 闸门 | 综合分 | 收益中位 | 中间80% | P10 | MDD中位 | 跑赢GS | GS Alpha | 盈亏比 |
|---|---|---|---|---|---|---|---|---|---|---|
| 1 | 潜龙吸水·主力版 | PASS | 93.58 | 43.83% | 56.71% | -27.36% | 38.44% | 74.08% | 46.74% | 1.69 |
| 2 | 潜龙吸水·三重吸筹 | PASS | 80.17 | 38.62% | 51.21% | -34.81% | 45.96% | 71.41% | 41.43% | 1.62 |
| 3 | 潜龙吸水·个股 | PASS | 79.00 | 38.17% | 48.73% | -29.96% | 38.32% | 71.86% | 40.85% | 1.78 |
| 4 | 潜龙吸水·短窗口 | PASS | 75.50 | 41.78% | 51.95% | -42.45% | 48.68% | 69.37% | 40.90% | 1.50 |
| 5 | 避追高·短窗 | PASS | 74.58 | 41.73% | 51.79% | -42.63% | 48.77% | 69.33% | 41.86% | 1.50 |
| 6 | 标准MX3共振 | PASS | 72.21 | 37.70% | 50.25% | -36.67% | 46.95% | 70.81% | 41.02% | 1.59 |
| 7 | GB吸筹终止 | PASS | 67.29 | 24.81% | 30.50% | -22.68% | 29.18% | 70.31% | 30.36% | 1.61 |
| 8 | 潜龙吸水 | PASS | 66.96 | 40.20% | 50.16% | -45.27% | 50.05% | 69.03% | 41.59% | 1.45 |
| 9 | 主力共振 | PASS | 66.21 | 23.49% | 28.96% | -21.94% | 27.87% | 69.59% | 30.07% | 1.61 |
| 10 | 避追高·标准 | PASS | 62.62 | 40.18% | 49.88% | -45.33% | 50.13% | 68.84% | 41.06% | 1.46 |
| 11 | 五信号投票 | PASS | 61.67 | 39.38% | 50.63% | -45.71% | 50.47% | 69.31% | 40.17% | 1.46 |
| 12 | 反转低吸·短窗 | PASS | 61.25 | 37.05% | 44.58% | -39.71% | 45.84% | 67.15% | 37.01% | 1.60 |
| 13 | 三重共振 | PASS | 57.50 | 18.86% | 25.23% | -23.25% | 28.21% | 68.14% | 26.99% | 1.61 |
| 14 | 反转低吸·标准 | PASS | 55.33 | 36.02% | 43.38% | -40.98% | 46.59% | 66.82% | 35.34% | 1.57 |
| 15 | xih3时空卖 | PASS | 53.62 | 32.58% | 42.05% | -42.25% | 48.17% | 67.62% | 35.45% | 1.47 |
| 16 | 蓄力启航 | PASS | 46.50 | 12.39% | 21.34% | -39.99% | 41.14% | 66.24% | 19.51% | 2.18 |
| 17 | xih3筹码卖 | PASS | 43.46 | 31.33% | 41.59% | -47.86% | 52.03% | 67.27% | 33.60% | 1.31 |
| 18 | 乘势低吸v3(因果近似) | WATCH | 27.21 | -7.38% | 4.39% | -58.58% | 56.97% | 57.50% | 3.54% | 2.29 |
| 19 | 沉底金拐 | WATCH | 26.38 | -5.18% | 4.66% | -61.47% | 62.04% | 53.14% | 3.88% | 1.65 |
| 20 | 长虹双渡 | WATCH | 25.92 | -4.09% | 5.24% | -62.28% | 62.56% | 52.34% | 3.34% | 1.74 |
| 21 | 金筹分池 | WATCH | 15.92 | -12.36% | -3.00% | -66.35% | 66.41% | 47.11% | -3.45% | 1.85 |
| 22 | 金线穿越 | WATCH | 9.96 | -13.60% | -4.11% | -66.64% | 66.26% | 45.93% | -4.62% | 1.95 |
| 23 | 双讯金出·个股版 | WATCH | 9.75 | -12.15% | -4.17% | -67.62% | 67.28% | 46.79% | -3.57% | 1.73 |
| 24 | 吸筹拐点 | WATCH | 9.71 | -12.87% | -3.82% | -67.55% | 66.85% | 46.29% | -4.79% | 1.73 |
| 25 | 金振共振 | WATCH | 7.71 | -15.74% | -6.97% | -66.14% | 64.92% | 45.03% | -6.07% | 1.75 |
中高波
| 排名 | 策略 | 闸门 | 综合分 | 收益中位 | 中间80% | P10 | MDD中位 | 跑赢GS | GS Alpha | 盈亏比 |
|---|---|---|---|---|---|---|---|---|---|---|
| 1 | 潜龙吸水·主力版 | PASS | 93.67 | 44.59% | 57.19% | -27.45% | 38.57% | 73.97% | 47.30% | 1.69 |
| 2 | 潜龙吸水·三重吸筹 | PASS | 80.58 | 39.51% | 51.69% | -34.90% | 46.08% | 71.34% | 41.70% | 1.62 |
| 3 | 潜龙吸水·个股 | PASS | 79.00 | 38.64% | 49.12% | -30.05% | 38.48% | 71.77% | 41.02% | 1.78 |
| 4 | 潜龙吸水·短窗口 | PASS | 75.50 | 42.42% | 52.36% | -42.56% | 48.83% | 69.26% | 41.16% | 1.50 |
| 5 | 避追高·短窗 | PASS | 74.58 | 42.27% | 52.20% | -42.68% | 48.85% | 69.22% | 42.19% | 1.51 |
| 6 | 标准MX3共振 | PASS | 72.58 | 38.41% | 50.71% | -36.89% | 47.14% | 70.72% | 41.56% | 1.59 |
| 7 | GB吸筹终止 | PASS | 67.08 | 25.02% | 30.73% | -22.76% | 29.26% | 70.19% | 30.38% | 1.61 |
| 8 | 潜龙吸水 | PASS | 66.62 | 40.60% | 50.55% | -45.59% | 50.20% | 68.92% | 41.69% | 1.45 |
| 9 | 主力共振 | PASS | 66.42 | 23.82% | 29.18% | -22.08% | 27.95% | 69.47% | 30.07% | 1.61 |
| 10 | 避追高·标准 | PASS | 62.04 | 40.53% | 50.26% | -45.61% | 50.25% | 68.71% | 41.32% | 1.46 |
| 11 | 五信号投票 | PASS | 61.75 | 39.98% | 51.04% | -46.02% | 50.66% | 69.20% | 40.41% | 1.46 |
| 12 | 反转低吸·短窗 | PASS | 61.25 | 37.28% | 44.86% | -39.97% | 45.95% | 67.01% | 37.15% | 1.60 |
| 13 | 三重共振 | PASS | 57.50 | 19.13% | 25.44% | -23.42% | 28.31% | 68.01% | 26.97% | 1.61 |
| 14 | 反转低吸·标准 | PASS | 55.29 | 36.45% | 43.66% | -41.03% | 46.71% | 66.67% | 35.42% | 1.57 |
| 15 | xih3时空卖 | PASS | 53.62 | 33.07% | 42.43% | -42.46% | 48.33% | 67.58% | 35.64% | 1.48 |
| 16 | 蓄力启航 | PASS | 46.50 | 12.58% | 21.58% | -40.05% | 41.26% | 66.09% | 19.51% | 2.18 |
| 17 | xih3筹码卖 | PASS | 43.46 | 31.89% | 41.97% | -48.04% | 52.15% | 67.16% | 33.68% | 1.31 |
| 18 | 乘势低吸v3(因果近似) | WATCH | 27.21 | -6.97% | 4.66% | -58.67% | 57.08% | 57.46% | 3.52% | 2.30 |
| 19 | 沉底金拐 | WATCH | 26.38 | -5.05% | 4.78% | -61.70% | 62.18% | 52.99% | 3.66% | 1.66 |
| 20 | 长虹双渡 | WATCH | 25.92 | -4.07% | 5.37% | -62.37% | 62.67% | 52.20% | 3.16% | 1.74 |
| 21 | 金筹分池 | WATCH | 16.21 | -12.34% | -2.89% | -66.46% | 66.53% | 47.00% | -3.59% | 1.85 |
| 22 | 双讯金出·个股版 | WATCH | 9.75 | -12.05% | -4.07% | -67.79% | 67.44% | 46.69% | -3.64% | 1.73 |
| 23 | 吸筹拐点 | WATCH | 9.71 | -12.82% | -3.73% | -67.70% | 66.96% | 46.18% | -4.90% | 1.74 |
| 24 | 金线穿越 | WATCH | 9.67 | -13.52% | -4.00% | -66.83% | 66.39% | 45.81% | -4.77% | 1.95 |
| 25 | 金振共振 | WATCH | 7.71 | -15.73% | -6.94% | -66.26% | 65.05% | 44.92% | -6.26% | 1.76 |
低波
| 排名 | 策略 | 闸门 | 综合分 | 收益中位 | 中间80% | P10 | MDD中位 | 跑赢GS | GS Alpha | 盈亏比 |
|---|---|---|---|---|---|---|---|---|---|---|
| 1 | 反转低吸·短窗 | PASS | 81.79 | 16.98% | 14.21% | -27.83% | 23.48% | 86.84% | 25.13% | 1.50 |
| 2 | 反转低吸·标准 | PASS | 81.54 | 15.92% | 13.93% | -26.60% | 24.69% | 86.84% | 26.80% | 1.49 |
| 3 | 潜龙吸水·主力版 | PASS | 77.00 | 8.60% | 8.94% | -21.92% | 21.92% | 89.47% | 29.01% | 1.48 |
| 4 | GB吸筹终止 | PASS | 76.88 | 6.50% | 6.34% | -11.84% | 16.13% | 86.84% | 27.92% | 1.62 |
| 5 | 主力共振 | PASS | 75.42 | 6.14% | 5.42% | -12.97% | 16.04% | 86.84% | 28.42% | 1.53 |
| 6 | 潜龙吸水·个股 | PASS | 73.56 | 10.00% | 9.17% | -15.81% | 24.53% | 84.21% | 30.51% | 1.56 |
| 7 | 避追高·短窗 | PASS | 71.50 | 13.31% | 10.13% | -31.25% | 26.41% | 84.21% | 27.92% | 1.35 |
| 8 | 避追高·标准 | PASS | 67.67 | 11.41% | 11.73% | -31.59% | 27.30% | 86.84% | 24.76% | 1.34 |
| 9 | 潜龙吸水·短窗口 | PASS | 66.62 | 11.67% | 9.48% | -31.51% | 27.06% | 84.21% | 28.02% | 1.34 |
| 10 | 五信号投票 | PASS | 64.79 | 12.45% | 9.69% | -31.51% | 27.06% | 84.21% | 26.76% | 1.32 |
| 11 | 三重共振 | PASS | 63.29 | 0.44% | 1.97% | -7.97% | 10.90% | 86.49% | 27.79% | 1.26 |
| 12 | 标准MX3共振 | PASS | 62.83 | 6.08% | 4.68% | -18.86% | 15.83% | 84.21% | 25.15% | 1.52 |
| 13 | 潜龙吸水 | PASS | 62.42 | 10.01% | 11.36% | -31.51% | 27.28% | 84.21% | 23.28% | 1.34 |
| 14 | 潜龙吸水·三重吸筹 | PASS | 60.73 | 5.37% | 5.18% | -18.16% | 16.57% | 81.58% | 25.15% | 1.52 |
| 15 | 蓄力启航 | WATCH | 55.19 | 2.33% | -0.54% | -16.67% | 23.15% | 86.84% | 20.63% | 1.78 |
| 16 | xih3时空卖 | PASS | 45.96 | 6.84% | 1.99% | -31.92% | 28.00% | 73.68% | 23.30% | 1.37 |
| 17 | xih3筹码卖 | PASS | 40.60 | 5.10% | 2.89% | -32.50% | 28.01% | 81.58% | 21.53% | 1.25 |
| 18 | 长虹双渡 | WATCH | 28.44 | -8.51% | -7.55% | -36.85% | 31.86% | 71.05% | 20.55% | 1.48 |
| 19 | 沉底金拐 | WATCH | 24.67 | -13.26% | -7.75% | -37.60% | 34.40% | 73.68% | 15.48% | 0.88 |
| 20 | 金振共振 | WATCH | 15.58 | -16.19% | -14.00% | -49.59% | 33.83% | 60.53% | 10.40% | 0.94 |
| 21 | 吸筹拐点 | WATCH | 14.79 | -20.96% | -13.49% | -47.70% | 36.61% | 60.53% | 8.74% | 1.16 |
| 22 | 乘势低吸v3(因果近似) | WATCH | 13.33 | -21.78% | -21.33% | -40.54% | 33.58% | 63.16% | 4.47% | 1.89 |
| 23 | 金筹分池 | WATCH | 12.31 | -21.38% | -14.01% | -48.18% | 38.53% | 63.16% | 6.88% | 1.02 |
| 24 | 金线穿越 | WATCH | 7.83 | -21.99% | -15.52% | -52.45% | 38.93% | 63.16% | 5.74% | 1.06 |
| 25 | 双讯金出·个股版 | WATCH | 5.25 | -23.63% | -15.54% | -48.05% | 39.91% | 60.53% | 7.85% | 0.77 |
指标释义：收益中位为标的等权收益中位数；中间80%为去掉最好/最差10%后的均值；P10为收益第10分位；MDD为最大回撤；跑赢GS为收益超过裸GS的标的比例；GS Alpha为策略收益减GS收益；综合分为10项指标百分位加权，Calmar不重复计分；PASS要求收益中位、去尾收益、GS Alpha为正且跑赢GS≥55%。