Stocks that show unusual strength in the 09:25 call auction, bought at the open and exited the next day.
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
2026-08-10
Durée de détention
0.2 ans
2026-08-10 → aujourd'hui
Capital actuel
¥87,444
dont latent +1.44%
Rendement total
−12.6%
Capital du compte (backtest + paper trading, net de coûts)
Période de paper trading 2026-08-10 → 2026-09-29
Coûts supposés : 5.5 bps de frais + 5 bps de slippage par côté · Référence : SSE Composite
At the 09:25 call auction the model scans a pre-built pool for stocks whose auction turnover and opening gap stand out against their own history. Position size is set each morning by a market-condition gate (overseas markets, index trend, distance to the 20-day average, breadth). Results shown are a forward paper-trading record, not a historical backtest: auction-level data cannot be reconstructed after the fact.
At the open (09:30 Beijing), only for that morning's hits; size scaled by the day's gate.
Next trading day: take-profit limits tiered by the opening gap, otherwise at the close; stop on a close more than 8% below the signal-day close.
Active markets with strong opening momentum; size is cut automatically on weak days.
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.
1 ouvertes · 19% investi · P&L latent +1.44%
| # | Symbole | Sens | Ouverture · durée | Taille | Aujourd'hui | Latent |
|---|---|---|---|---|---|---|
| 1 | 🔒 Abonnés | Achat | 10-09 · 29 h | 19% | +10.04% | +7.68% |
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 |
|---|---|---|---|---|
| 2026-10-09 | 🔒 Toujours en position — abonnés Buy at the open; exit next trading day per the take-profit ladder | Achat | — | Ouvert |
| 2026-09-30 | 301716.SZ C鸿富诚 Buy at the open; exit next trading day per the take-profit ladder | Achat | 598.00 | −15.9% |
| 2026-09-29 | 002640.SZ 跨境通 Buy at the open; exit next trading day per the take-profit ladder | Achat | 4.0500 | −3.7% |
| 2026-09-28 | 600802.SH 福建水泥 Buy at the open; exit next trading day per the take-profit ladder | Achat | 6.6600 | +4.0% |
| 2026-09-24 | 603773.SH 沃格光电 Buy at the open; exit next trading day per the take-profit ladder | Achat | 103.01 | −2.5% |
| 2026-09-23 | 600664.SH 哈药股份 Buy at the open; exit next trading day per the take-profit ladder | Achat | 9.4200 | −13.8% |
| 2026-09-21 | 002185.SZ 华天科技 Buy at the open; exit next trading day per the take-profit ladder | Achat | 18.68 | +1.1% |
| 2026-09-18 | 002584.SZ 西陇科学 Buy at the open; exit next trading day per the take-profit ladder | Achat | 9.7200 | +0.1% |
| 2026-09-17 | 002491.SZ 通鼎互联 Buy at the open; exit next trading day per the take-profit ladder | Achat | 24.48 | −1.6% |
| 2026-09-17 | 600105.SH 永鼎股份 Buy at the open; exit next trading day per the take-profit ladder | Achat | 46.01 | +0.8% |
| 2026-09-17 | 600206.SH 有研新材 Buy at the open; exit next trading day per the take-profit ladder | Achat | 53.00 | −2.9% |
| 2026-09-16 | 002491.SZ 通鼎互联 Buy at the open; exit next trading day per the take-profit ladder | Achat | 22.44 | +5.3% |
| 2026-09-16 | 603186.SH 华正新材 Buy at the open; exit next trading day per the take-profit ladder | Achat | 260.00 | −11.7% |
| 2026-09-15 | 000823.SZ 超声电子 Buy at the open; exit next trading day per the take-profit ladder | Achat | 23.00 | +9.0% |
| 2026-09-14 | 000636.SZ 风华高科 Buy at the open; exit next trading day per the take-profit ladder | Achat | 55.99 | +2.5% |
| 2026-09-14 | 000759.SZ 中百集团 Buy at the open; exit next trading day per the take-profit ladder | Achat | 8.1300 | −17.2% |
| 2026-09-14 | 000823.SZ 超声电子 Buy at the open; exit next trading day per the take-profit ladder | Achat | 20.80 | +10.8% |
| 2026-09-10 | 600108.SH 亚盛集团 Buy at the open; exit next trading day per the take-profit ladder | Achat | 5.8000 | −18.7% |
| 2026-09-09 | 000737.SZ 北方铜业 Buy at the open; exit next trading day per the take-profit ladder | Achat | 16.21 | +0.8% |
| 2026-09-09 | 603618.SH 杭电股份 Buy at the open; exit next trading day per the take-profit ladder | Achat | 40.14 | −2.3% |
| 2026-09-08 | 603083.SH XD剑桥科 Buy at the open; exit next trading day per the take-profit ladder | Achat | 215.00 | +1.6% |
| 2026-09-07 | 301171.SZ 易点天下 Buy at the open; exit next trading day per the take-profit ladder | Achat | 38.57 | −0.2% |
| 2026-09-04 | 300413.SZ 芒果超媒 Buy at the open; exit next trading day per the take-profit ladder | Achat | 20.33 | +4.3% |
| 2026-09-03 | 300413.SZ 芒果超媒 Buy at the open; exit next trading day per the take-profit ladder | Achat | 20.81 | −1.4% |
| 2026-09-03 | 600869.SH 远东股份 Buy at the open; exit next trading day per the take-profit ladder | Achat | 19.64 | +9.1% |
| 2026-09-03 | 603618.SH 杭电股份 Buy at the open; exit next trading day per the take-profit ladder | Achat | 38.40 | −5.3% |
| 2026-09-01 | 600127.SH 金健米业 Buy at the open; exit next trading day per the take-profit ladder | Achat | 12.05 | +9.7% |
| 2026-08-31 | 600127.SH 金健米业 Buy at the open; exit next trading day per the take-profit ladder | Achat | 11.79 | +4.0% |
| 2026-08-28 | 001309.SZ 德明利 Buy at the open; exit next trading day per the take-profit ladder | Achat | 437.50 | −0.2% |
| 2026-08-28 | 002636.SZ 金安国纪 Buy at the open; exit next trading day per the take-profit ladder | Achat | 72.07 | +1.3% |
Sortie de modèle à des fins de recherche uniquement — ne constitue pas un conseil en investissement.