In an uptrend, buys heavily traded leaders that open strong at the 09:25 auction, on a dip below the auction price; held three days.
One account from the backtest start to today: backtest first, then paper trading since go-live, booked at published prices — nothing removed.
Starting capital
¥100,000
2025-01-16
Held for
1.7 yrs
2025-01-16 → today
Current equity
¥110,042
incl. floating —
Total return
+10.0%
Account equity (backtest + paper, net of costs)
Backtest period 2025-01-16 → 2026-10-09
Costs assumed: 5.5 bps fee + 5 bps slippage per side · Benchmark: CSI 300
Only trades when the CSI 300 is in an uptrend (yesterday's close above its 20-day average, which is above the 60-day); otherwise cash. From the 09:25 call auction it takes heavily traded names (auction value ≥ ¥100m, prior-day value ≥ ¥2bn) opening 0–4% higher, at most two. It bids 1.5% below the auction price, good for the day, never chasing, and sells at the close of the third trading day. Expect deep swings: the history includes a −40% drawdown and a losing 2026. History: a daily-bar account simulation from Jan 2025, net of all costs.
09:25 auction on uptrend days only; limit at the auction price −1.5%, good for the day.
At the close of the third trading day after buying; retried at the next close if it can't be sold.
Established uptrends with active, heavily traded leaders.
Shown with a one-trading-day delay.
The exact factor formula, parameters and full rule set are available on the Elite plan.
Currently flat.
Floating P&L marks the latest price against the published entry price, before fees and slippage; closed trades are net of costs. Size is the share of strategy capital.
| Date | Symbol | Side | Ref. price | Result |
|---|---|---|---|---|
| 2026-07-01 | 🔒 Subscribers only Limit at auction ×0.985, good for the day; sell at the close of day 3 | Buy | — | −12.1% |
| 2026-06-30 | 002354.SZ Limit at auction ×0.985, good for the day; sell at the close of day 3 | Buy | 9.1100 | +2.6% |
| 2026-06-25 | 300398.SZ Limit at auction ×0.985, good for the day; sell at the close of day 3 | Buy | 55.21 | +11.6% |
| 2026-06-23 | 002407.SZ Limit at auction ×0.985, good for the day; sell at the close of day 3 | Buy | 42.35 | −2.2% |
| 2026-06-18 | 600186.SH Limit at auction ×0.985, good for the day; sell at the close of day 3 | Buy | 14.66 | −3.5% |
| 2026-06-16 | 603738.SH Limit at auction ×0.985, good for the day; sell at the close of day 3 | Buy | 56.14 | +9.7% |
| 2026-06-05 | 000733.SZ Limit at auction ×0.985, good for the day; sell at the close of day 3 | Buy | 60.12 | −15.2% |
| 2026-06-05 | 600396.SH Limit at auction ×0.985, good for the day; sell at the close of day 3 | Buy | 22.11 | −20.0% |
| 2026-06-01 | 002081.SZ Limit at auction ×0.985, good for the day; sell at the close of day 3 | Buy | 6.1900 | −0.4% |
| 2026-06-01 | 002185.SZ Limit at auction ×0.985, good for the day; sell at the close of day 3 | Buy | 19.35 | −0.7% |
| 2026-05-26 | 600584.SH Limit at auction ×0.985, good for the day; sell at the close of day 3 | Buy | 81.75 | +0.2% |
| 2026-05-26 | 688820.SH Limit at auction ×0.985, good for the day; sell at the close of day 3 | Buy | 218.37 | −10.2% |
| 2026-05-20 | 600186.SH Limit at auction ×0.985, good for the day; sell at the close of day 3 | Buy | 11.42 | +13.0% |
| 2026-05-19 | 603601.SH Limit at auction ×0.985, good for the day; sell at the close of day 3 | Buy | 18.81 | +2.3% |
| 2026-05-18 | 002407.SZ Limit at auction ×0.985, good for the day; sell at the close of day 3 | Buy | 36.66 | Not filled |
| 2026-05-15 | 002929.SZ Limit at auction ×0.985, good for the day; sell at the close of day 3 | Buy | 86.81 | Not filled |
| 2026-05-14 | 603629.SH Limit at auction ×0.985, good for the day; sell at the close of day 3 | Buy | 172.37 | +0.9% |
| 2026-05-11 | 002428.SZ Limit at auction ×0.985, good for the day; sell at the close of day 3 | Buy | 87.17 | +11.3% |
| 2026-05-08 | 300058.SZ Limit at auction ×0.985, good for the day; sell at the close of day 3 | Buy | 19.40 | −3.1% |
| 2026-05-07 | 002149.SZ Limit at auction ×0.985, good for the day; sell at the close of day 3 | Buy | 69.93 | Not filled |
| 2026-05-06 | 002149.SZ Limit at auction ×0.985, good for the day; sell at the close of day 3 | Buy | 64.43 | Not filled |
| 2026-04-30 | 300438.SZ Limit at auction ×0.985, good for the day; sell at the close of day 3 | Buy | 81.75 | +3.8% |
| 2026-03-13 | 600821.SH Limit at auction ×0.985, good for the day; sell at the close of day 3 | Buy | 10.73 | −2.8% |
| 2026-03-12 | 002015.SZ Limit at auction ×0.985, good for the day; sell at the close of day 3 | Buy | 19.70 | +1.5% |
| 2026-03-12 | 601868.SH Limit at auction ×0.985, good for the day; sell at the close of day 3 | Buy | 3.4600 | Not filled |
| 2026-03-03 | 002470.SZ Limit at auction ×0.985, good for the day; sell at the close of day 3 | Buy | 2.8900 | −1.2% |
| 2026-02-27 | 300017.SZ Limit at auction ×0.985, good for the day; sell at the close of day 3 | Buy | 20.01 | −10.2% |
| 2026-02-26 | 001896.SZ Limit at auction ×0.985, good for the day; sell at the close of day 3 | Buy | 10.87 | Not filled |
| 2026-02-25 | 000988.SZ Limit at auction ×0.985, good for the day; sell at the close of day 3 | Buy | 84.41 | +12.3% |
| 2026-02-12 | 300017.SZ Limit at auction ×0.985, good for the day; sell at the close of day 3 | Buy | 20.36 | −0.3% |
Model output for research purposes only — not investment advice.