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.
Un seul compte du début du backtest à aujourd'hui : d'abord le backtest, puis le paper trading depuis la mise en ligne, comptabilisé aux prix publiés — rien n'est retiré.
Capital de départ
¥100,000
2025-01-16
Durée de détention
1.7 ans
2025-01-16 → aujourd'hui
Capital actuel
¥110,042
dont latent —
Rendement total
+10.0%
Capital du compte (backtest + paper trading, net de coûts)
Période de backtest 2025-01-16 → 2026-10-09
Coûts supposés : 5.5 bps de frais + 5 bps de slippage par côté · Référence : 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.
Affichés avec un jour de bourse de décalage.
La formule exacte du facteur, ses paramètres et l'ensemble des règles sont disponibles avec l'offre Elite.
Actuellement à plat.
Le P&L latent valorise le dernier prix par rapport au prix d'entrée publié, avant frais et slippage ; les trades clôturés sont nets de coûts. La taille correspond à la part du capital de la stratégie.
| Date | Symbole | Sens | Prix de réf. | Résultat |
|---|---|---|---|---|
| 2026-07-01 | 🔒 Réservé aux abonnés Limit at auction ×0.985, good for the day; sell at the close of day 3 | Achat | — | −12.1% |
| 2026-06-30 | 002354.SZ Limit at auction ×0.985, good for the day; sell at the close of day 3 | Achat | 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 | Achat | 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 | Achat | 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 | Achat | 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 | Achat | 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 | Achat | 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 | Achat | 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 | Achat | 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 | Achat | 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 | Achat | 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 | Achat | 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 | Achat | 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 | Achat | 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 | Achat | 36.66 | Non exécuté |
| 2026-05-15 | 002929.SZ Limit at auction ×0.985, good for the day; sell at the close of day 3 | Achat | 86.81 | Non exécuté |
| 2026-05-14 | 603629.SH Limit at auction ×0.985, good for the day; sell at the close of day 3 | Achat | 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 | Achat | 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 | Achat | 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 | Achat | 69.93 | Non exécuté |
| 2026-05-06 | 002149.SZ Limit at auction ×0.985, good for the day; sell at the close of day 3 | Achat | 64.43 | Non exécuté |
| 2026-04-30 | 300438.SZ Limit at auction ×0.985, good for the day; sell at the close of day 3 | Achat | 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 | Achat | 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 | Achat | 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 | Achat | 3.4600 | Non exécuté |
| 2026-03-03 | 002470.SZ Limit at auction ×0.985, good for the day; sell at the close of day 3 | Achat | 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 | Achat | 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 | Achat | 10.87 | Non exécuté |
| 2026-02-25 | 000988.SZ Limit at auction ×0.985, good for the day; sell at the close of day 3 | Achat | 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 | Achat | 20.36 | −0.3% |
Sortie de modèle à des fins de recherche uniquement — ne constitue pas un conseil en investissement.