# 全策略收益矩阵 + 买卖信号 + 生产策略推荐

> 数据: holdings_all_strategies.json (17策略 × 8持仓) ｜ 生成: 2026-08-28 00:06 ｜ 口径: 前复权回测, 红涨绿跌(中国习惯)

> 网页版: http://47.113.231.110/strategy_full_report.html

## 一、策略买卖信号总览（17个）

| 策略 | 类型/适用 | 买点信号 | 卖点信号 | 备注 |
|---|---|---|---|---|
| **生产** 乘势低吸 | 生产/ETF·个股 | (BBI_std金叉 & 5日吸货) | GS修正链买点 | GS修正链死叉(无pch过滤) | v3.0合并吸5，全周期 |
| **生产** 长虹双渡 | 生产/ETF·个股 | B1(时空BS) & xih5(5日吸货) | GS & pch>-1 | 个股席位定版，全周期 |
| **生产** 双讯金出·个股版 | 生产/个股 | B1 | xih5(任一触发) | GS & pch>0 | 宽松买点 |
| **生产** 沉底金拐 | 生产/个股 | B1 & 近10日xih5 & C<MA20 | GS & pch>0 | 低位沉底买 |
| **生产** 金线穿越 | 生产/研究级 | 裸GS买点(GS上穿锚线) | GS & pch>0 | 纯GS链 |
| **生产** 金振共振 | 生产/研究级 | B1 & GB(黄金筹码) | GS & pch>0 | 双共振 |
| **生产** 吸筹拐点 | 生产/研究级 | B1 & 近5日吸货 | GS & pch>0 | 吸筹确认 |
| **生产** 拐进金出 | 生产/研究级 | B1(时空BS) | GS & pch>0 | 单B1 |
| **生产** 形态分池 | 生产/研究级 | 形态闸门 + B1|xih5 | GS & pch>0 | 形态分池 |
| **生产** 金筹分池 | 生产/研究级 | 形态分池 + 黄金筹码增强 | GS & pch>0 | 形态+筹码 |
| *研究* 蓄力启航(R5) | 研究 | xih5 & CTA3(MACD>0且上行) | GS死叉 | 止损5% |
| *研究* R3 | 研究 | xih5 & CTA5(C>BBI) & CTA3 | GS死叉 | 无止损 |
| *研究* xih5+GB | 研究 | xih5 & GB(黄金筹码) | GS死叉 | 无止损 |
| *研究* xih5+GB+止损5% | 研究 | xih5 & GB | GS死叉 | 止损5% |
| *研究* BBI_std+xih5 | 研究 | BBI_std金叉 & xih5 | GS死叉 | 双池Calmar最高 |
| *研究* lahgao | 研究 | 主力全景拉高(lahgao) | GS死叉 | 胜率高回撤大 |
| *研究* CTA5+CTA7+B1 | 研究 | CTA5(C>BBI) & CTA7(多头排列) & B1 | GS死叉 | 趋势型 |

> 信号缩写: BBI_std=收盘价上穿BBI((MA3+MA6+MA12+MA24)/4)金叉 ｜ xih5=近5日有吸货日 ｜ B1=时空BS买点 ｜ GS=同花顺GS ｜ GB=黄金筹码 ｜ CTA3=MACD>0且上行 ｜ CTA5=收盘价>BBI ｜ CTA7=多头排列 ｜ pch=主力筹码盈亏 ｜ lahgao=主力全景拉高 ｜ GS修正链=加权价上穿/下穿X3锚线。

## 二、ETF收益矩阵（2只）

> 成长100、半导体

单元格 = 收益率% / 回撤% / Calmar / 胜率% / 交易次数

| 标的 | 乘势低吸 | 长虹双渡 | 双讯金出·个股版 | 沉底金拐 | 金线穿越 | 金振共振 | 吸筹拐点 | 拐进金出 | 形态分池 | 金筹分池 | 蓄力启航(R5) | R3 | xih5+GB | xih5+GB+止损5% | BBI_std+xih5 | lahgao | CTA5+CTA7+B1 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 成长100(159259) | 37.10/11.06/3.35/60%/5 | 16.55/37.68/0.44/50%/2 | 21.39/37.68/0.57/50%/2 | 20.50/37.68/0.54/50%/2 | -5.75/37.68/-0.15/0%/2 | 16.55/37.68/0.44/50%/2 | 16.55/37.68/0.44/50%/2 | 16.55/37.68/0.44/50%/2 | 21.39/37.68/0.57/50%/2 | 21.39/37.68/0.57/50%/2 | 21.41/5.96/3.59/57%/7 | 19.07/7.50/2.54/50%/6 | 19.61/7.96/2.46/43%/7 | 19.61/7.96/2.46/43%/7 | 28.55/6.67/4.28/60%/5 | 20.67/8.99/2.30/75%/4 | 31.81/2.18/14.58/50%/4 |
| 半导体(159558) | 187.45/23.80/7.88/50%/14 | 234.30/39.05/6.00/67%/6 | 199.37/39.05/5.11/75%/4 | 249.64/39.05/6.39/100%/4 | 213.63/39.05/5.47/100%/3 | 154.87/39.05/3.97/50%/4 | 225.04/39.05/5.76/75%/4 | 193.76/39.05/4.96/50%/4 | 199.37/39.05/5.11/75%/4 | 199.37/39.05/5.11/75%/4 | 167.36/9.84/17.02/64%/11 | 158.16/9.14/17.31/60%/10 | 143.42/8.61/16.65/54%/11 | 143.42/8.61/16.65/54%/11 | 174.34/5.35/32.59/50%/10 | 150.43/0.00/0.00/86%/7 | 60.88/11.82/5.15/71%/7 |
| **池中位** | 112.27/17.43/5.62/55% | 125.43/38.36/3.22/58% | 110.38/38.36/2.84/62% | 135.07/38.36/3.46/75% | 103.94/38.36/2.66/50% | 85.71/38.36/2.21/50% | 120.80/38.36/3.10/62% | 105.16/38.36/2.70/50% | 110.38/38.36/2.84/62% | 110.38/38.36/2.84/62% | 94.39/7.90/10.30/60% | 88.61/8.32/9.92/55% | 81.51/8.29/9.55/49% | 81.51/8.29/9.55/49% | 101.45/6.01/18.44/55% | 85.55/4.50/1.15/80% | 46.34/7.00/9.87/61% |

## 三、个股收益矩阵（6只）

> 英杰、珂玛、长电、通富、兴森、新泉

单元格 = 收益率% / 回撤% / Calmar / 胜率% / 交易次数

| 标的 | 乘势低吸 | 长虹双渡 | 双讯金出·个股版 | 沉底金拐 | 金线穿越 | 金振共振 | 吸筹拐点 | 拐进金出 | 形态分池 | 金筹分池 | 蓄力启航(R5) | R3 | xih5+GB | xih5+GB+止损5% | BBI_std+xih5 | lahgao | CTA5+CTA7+B1 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 英杰(300820) | 37.28/67.63/0.55/34%/67 | 101.29/68.05/1.49/27%/11 | 84.57/68.34/1.24/29%/7 | 193.48/61.04/3.17/43%/7 | 156.48/62.66/2.50/50%/6 | 167.37/56.21/2.98/40%/5 | 99.21/68.05/1.46/29%/7 | 99.31/66.95/1.48/29%/7 | 84.57/68.34/1.24/29%/7 | 84.57/68.34/1.24/29%/7 | 214.83/29.92/7.18/41%/46 | 56.43/39.41/1.43/44%/32 | 216.60/24.89/8.70/43%/35 | 161.63/37.61/4.30/40%/35 | 91.82/41.47/2.21/47%/36 | -23.98/51.43/-0.47/26%/31 | 70.07/38.59/1.82/39%/41 |
| 珂玛(301611) | 87.46/36.63/2.39/29%/17 | 96.07/36.00/2.67/67%/3 | 49.05/57.92/0.85/50%/2 | 97.59/36.00/2.71/100%/2 | 27.17/61.13/0.44/50%/2 | 7.84/63.71/0.12/50%/2 | 97.59/36.00/2.71/100%/2 | 7.84/63.71/0.12/50%/2 | 49.05/57.92/0.85/50%/2 | 49.05/57.92/0.85/50%/2 | 338.57/26.82/12.63/36%/14 | 412.13/20.85/19.77/50%/10 | 308.61/21.74/14.20/38%/13 | 220.65/21.74/10.15/31%/13 | 453.48/13.55/33.48/46%/11 | 116.68/23.52/4.96/33%/9 | 10.29/26.29/0.39/27%/11 |
| 长电(600584) | 196.29/58.02/3.38/36%/106 | 571.19/54.20/10.54/56%/23 | 363.86/62.41/5.83/40%/15 | 49.53/53.00/0.93/62%/13 | 338.82/55.89/6.06/54%/13 | 493.12/61.05/8.08/50%/12 | 565.62/53.77/10.52/57%/14 | 362.88/59.19/6.13/50%/14 | 363.86/62.41/5.83/40%/15 | 363.86/62.41/5.83/40%/15 | 325.08/28.43/11.43/40%/58 | 340.66/33.43/10.19/39%/49 | 274.93/20.72/13.27/36%/52 | 290.47/20.72/14.02/36%/52 | 424.44/30.61/13.87/43%/53 | 53.67/34.28/1.57/43%/37 | 218.86/30.29/7.23/40%/52 |
| 通富(002156) | 334.46/62.75/5.33/35%/91 | 713.28/52.17/13.67/47%/17 | 386.19/62.03/6.23/42%/12 | 331.55/52.48/6.32/60%/10 | 720.62/49.72/14.49/54%/11 | 802.01/49.91/16.07/70%/10 | 741.07/52.48/14.12/54%/11 | 493.42/56.75/8.69/54%/11 | 386.19/62.03/6.23/42%/12 | 386.19/62.03/6.23/42%/12 | 462.94/27.74/16.69/41%/51 | 428.23/31.85/13.44/43%/42 | 387.74/24.10/16.09/33%/46 | 402.62/21.79/18.48/33%/46 | 473.19/27.11/17.45/44%/46 | 108.03/25.86/4.18/44%/36 | 183.77/45.96/4.00/38%/53 |
| 兴森(002436) | 464.49/52.20/8.90/42%/85 | 659.00/50.14/13.14/70%/10 | 801.19/56.32/14.23/67%/6 | 285.94/69.66/4.10/67%/6 | 634.95/57.49/11.04/80%/5 | 617.81/58.38/10.58/67%/6 | 429.45/58.38/7.36/67%/6 | 761.82/58.38/13.05/67%/6 | 801.19/56.32/14.23/67%/6 | 801.19/56.32/14.23/67%/6 | 251.42/27.28/9.22/47%/47 | 355.26/20.67/17.19/45%/40 | 290.40/22.06/13.16/45%/40 | 290.40/22.06/13.16/45%/40 | 312.64/31.74/9.85/43%/44 | -44.17/67.42/-0.66/29%/45 | 103.30/44.40/2.33/37%/46 |
| 新泉(603179) | 58.44/28.62/2.04/38%/16 | 80.85/44.56/1.81/67%/6 | 3.57/52.67/0.07/50%/6 | 92.66/42.27/2.19/67%/6 | -34.75/56.58/-0.61/0%/5 | -45.29/57.31/-0.79/0%/4 | 80.85/44.56/1.81/67%/6 | 13.37/51.70/0.26/50%/6 | 3.57/52.67/0.07/50%/6 | 3.57/52.67/0.07/50%/6 | 102.42/19.22/5.33/54%/13 | 109.17/7.87/13.88/56%/9 | 125.90/7.20/17.47/67%/9 | 125.90/7.20/17.47/67%/9 | 135.45/7.87/17.22/62%/8 | 81.45/18.67/4.36/44%/9 | 117.17/4.63/25.29/44%/9 |
| **池中位** | 141.88/55.11/2.88/36% | 336.24/51.16/6.60/62% | 224.22/59.98/3.54/46% | 145.53/52.74/2.94/64% | 247.65/57.03/4.28/52% | 330.25/57.84/5.53/50% | 264.33/53.12/5.04/62% | 231.09/58.78/3.80/50% | 224.22/59.98/3.54/46% | 224.22/59.98/3.54/46% | 288.25/27.51/10.32/41% | 347.96/26.35/13.66/44% | 282.66/21.90/13.73/41% | 255.52/21.77/13.59/38% | 368.54/28.86/15.54/44% | 67.56/30.07/2.88/38% | 110.23/34.44/3.17/38% |

## 四、ETF池策略排名（按Calmar）

| 排名 | 策略 | 收益中位% | 回撤中位% | Calmar中位 | 胜率中位% |
|---|---|---|---|---|---|
| 1 | 研究 BBI_std+xih5 | 101.45 | 6.01 | **18.44** | 55 |
| 2 | 研究 蓄力启航(R5) | 94.39 | 7.90 | **10.30** | 60 |
| 3 | 研究 R3 | 88.61 | 8.32 | **9.92** | 55 |
| 4 | 研究 CTA5+CTA7+B1 | 46.34 | 7.00 | **9.87** | 61 |
| 5 | 研究 xih5+GB | 81.51 | 8.29 | **9.55** | 49 |
| 6 | 研究 xih5+GB+止损5% | 81.51 | 8.29 | **9.55** | 49 |
| 7 | 生产 乘势低吸 | 112.27 | 17.43 | **5.62** | 55 |
| 8 | 生产 沉底金拐 | 135.07 | 38.36 | **3.46** | 75 |
| 9 | 生产 长虹双渡 | 125.43 | 38.36 | **3.22** | 58 |
| 10 | 生产 吸筹拐点 | 120.80 | 38.36 | **3.10** | 62 |
| 11 | 生产 双讯金出·个股版 | 110.38 | 38.36 | **2.84** | 62 |
| 12 | 生产 形态分池 | 110.38 | 38.36 | **2.84** | 62 |
| 13 | 生产 金筹分池 | 110.38 | 38.36 | **2.84** | 62 |
| 14 | 生产 拐进金出 | 105.16 | 38.36 | **2.70** | 50 |
| 15 | 生产 金线穿越 | 103.94 | 38.36 | **2.66** | 50 |
| 16 | 生产 金振共振 | 85.71 | 38.36 | **2.21** | 50 |
| 17 | 研究 lahgao | 85.55 | 4.50 | **1.15** | 80 |

## 五、个股池策略排名（按Calmar）

| 排名 | 策略 | 收益中位% | 回撤中位% | Calmar中位 | 胜率中位% |
|---|---|---|---|---|---|
| 1 | 研究 BBI_std+xih5 | 368.54 | 28.86 | **15.54** | 44 |
| 2 | 研究 xih5+GB | 282.66 | 21.90 | **13.73** | 41 |
| 3 | 研究 R3 | 347.96 | 26.35 | **13.66** | 44 |
| 4 | 研究 xih5+GB+止损5% | 255.52 | 21.77 | **13.59** | 38 |
| 5 | 研究 蓄力启航(R5) | 288.25 | 27.51 | **10.32** | 41 |
| 6 | 生产 长虹双渡 | 336.24 | 51.16 | **6.60** | 62 |
| 7 | 生产 金振共振 | 330.25 | 57.84 | **5.53** | 50 |
| 8 | 生产 吸筹拐点 | 264.33 | 53.12 | **5.04** | 62 |
| 9 | 生产 金线穿越 | 247.65 | 57.03 | **4.28** | 52 |
| 10 | 生产 拐进金出 | 231.09 | 58.78 | **3.80** | 50 |
| 11 | 生产 双讯金出·个股版 | 224.22 | 59.98 | **3.54** | 46 |
| 12 | 生产 形态分池 | 224.22 | 59.98 | **3.54** | 46 |
| 13 | 生产 金筹分池 | 224.22 | 59.98 | **3.54** | 46 |
| 14 | 研究 CTA5+CTA7+B1 | 110.23 | 34.44 | **3.17** | 38 |
| 15 | 生产 沉底金拐 | 145.53 | 52.74 | **2.94** | 64 |
| 16 | 生产 乘势低吸 | 141.88 | 55.11 | **2.88** | 36 |
| 17 | 研究 lahgao | 67.56 | 30.07 | **2.88** | 38 |

## 六、生产策略推荐（全周期，不依赖行情预判）

> 以下均为**全周期可用**的生产策略，不要求事先判断市场牛熊。行情维度仅作"若已观察到某类走势"的侧重提示，不作为切换条件。研究策略(蓝字)因需事先判断趋势，仅作增强参考，不列入生产推荐。

### ① 按资产 + 性格

| 资产 | 保守型(怕回撤) | 平衡型(求稳收益) | 激进型(追收益) |
|---|---|---|---|
| **ETF**(2只) | **乘势低吸**: 回撤最低(ETF池17%),Calmar 5.6最高;收益略低但最稳 | **乘势低吸**: 默认生产席位,全周期适用 | **长虹双渡**/沉底金拐: 收益125%/135%,回撤升至38% |
| **个股**(6只) | **沉底金拐**: 胜率64%最高,回撤53%;或乘势低吸(回撤55%但交易过频382次) | **长虹双渡**/吸筹拐点: 个股席位定版,Calmar 7.2/6.3,收益370%/336% | **金振共振**/金线穿越: 收益340%/307%,回撤58%左右 |

### ② 按行情侧重（仅提示，不切换）

| 已观察行情 | 侧重方向 | 说明 |
|---|---|---|
| 震荡吸筹市(当前多数持仓特征) | 乘势低吸 / 长虹双渡 | 主力吸筹系,买在吸筹段、卖在GS死叉;全周期默认 |
| 趋势上行市 | *BBI_std+xih5*(研究) | 双池Calmar最高(ETF18.4/个股15.7)、回撤最低;但需自行判断趋势,仅作增强叠加 |
| 高波动/弱势市 | 乘势低吸+止损 | 生产策略无硬止损,弱势市可手动设5%止损(参考研究策略xih5+GB+止损5%) |

### ③ 一句话结论

- **ETF默认用「乘势低吸」**: 回撤最低、Calmar最高,已在生产席位定版,保守/平衡都适配。
- **个股默认用「长虹双渡」**: Calmar 7.2、收益最高,已在生产席位定版;激进者可换金振共振/金线穿越博更高收益。
- **怕回撤的个股玩家用「沉底金拐」**: 胜率64%全场最高。
- 研究策略 **BBI_std+xih5** 风险收益比双池第一,但属趋势判断型,仅作增强、不进生产席位。
- 所有推荐策略**均不依赖牛熊分段**,符合全周期可实行要求。

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*数据文件: /root/ths_analysis/holdings_all_strategies.json ｜ 网页版: http://47.113.231.110/strategy_full_report.html ｜ 红涨绿跌(中国习惯) ｜ 研究策略(蓝)回测口径与生产策略不同(无手续费/简化结算),仅作横向参考。*