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.
バックテスト開始から現在までの1つの口座：まずバックテスト、稼働開始後はペーパートレードを公開価格で記帳しており、除外した取引はありません。
元本
¥100,000
2025-01-16
保有期間
1.7年
2025-01-16 → 本日
現在の評価額
¥110,042
含み — を含む
累計リターン
+10.0%
口座資産（バックテスト＋ペーパー、コスト控除後）
バックテスト期間 2025-01-16 → 2026-10-09
想定コスト：片道 手数料 5.5 bps + スリッページ 5 bps · ベンチマーク：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.
1取引日遅れで表示しています。
正確な因子の計算式、パラメータ、全ルールはEliteプランでご覧いただけます。
現在ノーポジションです。
含み損益は、公開されたエントリー価格に対する最新価格で評価しており、手数料とスリッページは含みません。決済済みの取引はコスト控除後です。サイズは戦略資金に占める割合です。
| 日付 | 銘柄 | 売買 | 参考価格 | 結果 |
|---|---|---|---|---|
| 2026-07-01 | 🔒 購読者のみ Limit at auction ×0.985, good for the day; sell at the close of day 3 | 買い | — | −12.1% |
| 2026-06-30 | 002354.SZ Limit at auction ×0.985, good for the day; sell at the close of day 3 | 買い | 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 | 買い | 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 | 買い | 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 | 買い | 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 | 買い | 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 | 買い | 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 | 買い | 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 | 買い | 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 | 買い | 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 | 買い | 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 | 買い | 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 | 買い | 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 | 買い | 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 | 買い | 36.66 | 未約定 |
| 2026-05-15 | 002929.SZ Limit at auction ×0.985, good for the day; sell at the close of day 3 | 買い | 86.81 | 未約定 |
| 2026-05-14 | 603629.SH Limit at auction ×0.985, good for the day; sell at the close of day 3 | 買い | 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 | 買い | 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 | 買い | 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 | 買い | 69.93 | 未約定 |
| 2026-05-06 | 002149.SZ Limit at auction ×0.985, good for the day; sell at the close of day 3 | 買い | 64.43 | 未約定 |
| 2026-04-30 | 300438.SZ Limit at auction ×0.985, good for the day; sell at the close of day 3 | 買い | 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 | 買い | 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 | 買い | 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 | 買い | 3.4600 | 未約定 |
| 2026-03-03 | 002470.SZ Limit at auction ×0.985, good for the day; sell at the close of day 3 | 買い | 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 | 買い | 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 | 買い | 10.87 | 未約定 |
| 2026-02-25 | 000988.SZ Limit at auction ×0.985, good for the day; sell at the close of day 3 | 買い | 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 | 買い | 20.36 | −0.3% |
モデルの出力は調査目的のみであり、投資助言ではありません。