When the market pulls back, buys small caps showing outsized strength in the 09:25 call auction, a notch below the auction price; out the next day.
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
¥145,585
incl. flotante —
Rentabilidad total
+45.6%
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 on days the CSI 300 is in a short pullback (yesterday below its 20-day average, with less than an 8% fall over five days); on other days it stays in cash. From the 09:25 call auction it takes small caps (price under ¥10, float cap under ¥10bn) opening 0–4% higher with heavy auction turnover and an auction volume 2.5–10× their recent auction average, at most two names. It bids 1.5% below the auction price with a limit good for the day and never chases; if the price doesn't come back, there is no trade. Sizing is capped by the auction and prior-day turnover, so positions are small. History: a daily-bar account simulation from Jan 2025, net of commission, stamp duty, transfer fees and slippage.
09:25 auction on pullback days only; limit at the auction price −1.5%, good for the day.
At the next trading day's close; if it can't be sold (limit-down, suspended), it is retried at the next close.
Short market pullbacks, when money rotates into small, active names.
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 |
|---|---|---|---|---|
| 2026-10-09 | 🔒 Solo suscriptores Limit at auction ×0.985, good for the day; sell at the next day's close | Compra | — | No ejecutada |
| 2026-09-29 | 002640.SZ Limit at auction ×0.985, good for the day; sell at the next day's close | Compra | 3.9800 | −2.0% |
| 2026-09-24 | 002909.SZ Limit at auction ×0.985, good for the day; sell at the next day's close | Compra | 7.5500 | No ejecutada |
| 2026-09-24 | 600293.SH Limit at auction ×0.985, good for the day; sell at the next day's close | Compra | 3.6600 | +7.1% |
| 2026-09-22 | 000560.SZ Limit at auction ×0.985, good for the day; sell at the next day's close | Compra | 3.2500 | +18.5% |
| 2026-09-21 | 600880.SH Limit at auction ×0.985, good for the day; sell at the next day's close | Compra | 5.1100 | −5.7% |
| 2026-09-18 | 002584.SZ Limit at auction ×0.985, good for the day; sell at the next day's close | Compra | 9.5700 | +1.8% |
| 2026-09-10 | 002172.SZ Limit at auction ×0.985, good for the day; sell at the next day's close | Compra | 4.9200 | −7.5% |
| 2026-09-09 | 000978.SZ Limit at auction ×0.985, good for the day; sell at the next day's close | Compra | 8.1100 | +19.2% |
| 2026-09-04 | 600108.SH Limit at auction ×0.985, good for the day; sell at the next day's close | Compra | 3.9400 | +44.6% |
| 2026-09-02 | 002084.SZ Limit at auction ×0.985, good for the day; sell at the next day's close | Compra | 6.9700 | −1.1% |
| 2026-09-02 | 603980.SH Limit at auction ×0.985, good for the day; sell at the next day's close | Compra | 7.8700 | −2.5% |
| 2026-08-27 | 002418.SZ Limit at auction ×0.985, good for the day; sell at the next day's close | Compra | 4.4700 | No ejecutada |
| 2026-08-26 | 000017.SZ Limit at auction ×0.985, good for the day; sell at the next day's close | Compra | 8.7000 | +19.4% |
| 2026-08-25 | 000925.SZ Limit at auction ×0.985, good for the day; sell at the next day's close | Compra | 8.8700 | −4.4% |
| 2026-08-05 | 002421.SZ Limit at auction ×0.985, good for the day; sell at the next day's close | Compra | 3.5000 | −1.9% |
| 2026-07-29 | 600722.SH Limit at auction ×0.985, good for the day; sell at the next day's close | Compra | 9.2600 | No ejecutada |
| 2026-07-28 | 000011.SZ Limit at auction ×0.985, good for the day; sell at the next day's close | Compra | 8.1500 | −4.3% |
| 2026-07-23 | 002197.SZ Limit at auction ×0.985, good for the day; sell at the next day's close | Compra | 6.8900 | No ejecutada |
| 2026-07-16 | 000566.SZ Limit at auction ×0.985, good for the day; sell at the next day's close | Compra | 5.2300 | No ejecutada |
| 2026-07-16 | 002141.SZ Limit at auction ×0.985, good for the day; sell at the next day's close | Compra | 5.7000 | +5.7% |
| 2026-07-10 | 000892.SZ Limit at auction ×0.985, good for the day; sell at the next day's close | Compra | 3.8300 | No ejecutada |
| 2026-07-06 | 002141.SZ Limit at auction ×0.985, good for the day; sell at the next day's close | Compra | 5.2300 | No ejecutada |
| 2026-06-10 | 002323.SZ Limit at auction ×0.985, good for the day; sell at the next day's close | Compra | 1.5200 | No ejecutada |
| 2026-06-09 | 002613.SZ Limit at auction ×0.985, good for the day; sell at the next day's close | Compra | 5.5300 | −11.9% |
| 2026-06-08 | 002717.SZ Limit at auction ×0.985, good for the day; sell at the next day's close | Compra | 1.1000 | +7.0% |
| 2026-05-25 | 000670.SZ Limit at auction ×0.985, good for the day; sell at the next day's close | Compra | 8.9700 | No ejecutada |
| 2026-05-22 | 002442.SZ Limit at auction ×0.985, good for the day; sell at the next day's close | Compra | 7.3700 | +6.3% |
| 2026-04-03 | 000788.SZ Limit at auction ×0.985, good for the day; sell at the next day's close | Compra | 7.2800 | −5.3% |
| 2026-04-03 | 600594.SH Limit at auction ×0.985, good for the day; sell at the next day's close | Compra | 4.7300 | +5.7% |
Resultado del modelo solo con fines de investigación; no constituye asesoramiento de inversión.