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.
Una sola cuenta desde el inicio del backtest hasta hoy: primero backtest y, desde la puesta en marcha, paper trading a los precios publicados, sin eliminar nada.
Capital inicial
¥100,000
2025-01-16
Mantenido durante
1.7 años
2025-01-16 → hoy
Patrimonio actual
¥110,042
incl. flotante —
Rentabilidad total
+10.0%
Patrimonio de la cuenta (backtest + paper trading, neto de costes)
Periodo de backtest 2025-01-16 → 2026-10-09
Costes supuestos: 5.5 pb de comisión + 5 pb de deslizamiento por operación · Referencia: 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.
Se muestra con un día de mercado de retraso.
La fórmula exacta del factor, los parámetros y el conjunto completo de reglas están disponibles en el plan Elite.
Actualmente sin posiciones.
El P&L flotante valora el último precio frente al precio de entrada publicado, antes de comisiones y deslizamiento; las operaciones cerradas son netas de costes. El tamaño es la proporción del capital de la estrategia.
| Fecha | Símbolo | Lado | Precio ref. | Resultado |
|---|---|---|---|---|
| 2026-07-01 | 🔒 Solo suscriptores Limit at auction ×0.985, good for the day; sell at the close of day 3 | Compra | — | −12.1% |
| 2026-06-30 | 002354.SZ Limit at auction ×0.985, good for the day; sell at the close of day 3 | Compra | 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 | Compra | 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 | Compra | 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 | Compra | 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 | Compra | 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 | Compra | 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 | Compra | 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 | Compra | 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 | Compra | 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 | Compra | 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 | Compra | 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 | Compra | 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 | Compra | 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 | Compra | 36.66 | No ejecutada |
| 2026-05-15 | 002929.SZ Limit at auction ×0.985, good for the day; sell at the close of day 3 | Compra | 86.81 | No ejecutada |
| 2026-05-14 | 603629.SH Limit at auction ×0.985, good for the day; sell at the close of day 3 | Compra | 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 | Compra | 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 | Compra | 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 | Compra | 69.93 | No ejecutada |
| 2026-05-06 | 002149.SZ Limit at auction ×0.985, good for the day; sell at the close of day 3 | Compra | 64.43 | No ejecutada |
| 2026-04-30 | 300438.SZ Limit at auction ×0.985, good for the day; sell at the close of day 3 | Compra | 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 | Compra | 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 | Compra | 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 | Compra | 3.4600 | No ejecutada |
| 2026-03-03 | 002470.SZ Limit at auction ×0.985, good for the day; sell at the close of day 3 | Compra | 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 | Compra | 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 | Compra | 10.87 | No ejecutada |
| 2026-02-25 | 000988.SZ Limit at auction ×0.985, good for the day; sell at the close of day 3 | Compra | 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 | Compra | 20.36 | −0.3% |
Resultado del modelo solo con fines de investigación; no constituye asesoramiento de inversión.