Opening Auction Momentum

Stocks that show unusual strength in the 09:25 call auction, bought at the open and exited the next day.

検証中A株 · SSE / SZSEオーバーナイト · 1 dayロング2026-10-07 更新

モデル口座

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

2026-08-10

保有期間

0.2年

2026-08-10 → 本日

現在の評価額

¥87,444

含み +1.44% を含む

累計リターン

−12.6%

口座資産（バックテスト＋ペーパー、コスト控除後）

¥111,510¥98,855¥86,2002026-10-08からペーパー →¥86,200

ペーパートレード· 手数料・スリッページ控除後

ペーパートレード期間 2026-08-10 → 2026-09-29

年率リターン: −57.8%
累計リターン: −11%
勝率: 55.1%
プロフィットファクター: 0.92
最大ドローダウン: −21.1%

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：SSE Composite

仕組み

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.

エントリー条件

At the open (09:30 Beijing), only for that morning's hits; size scaled by the day's gate.

エグジット条件

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.

適した相場環境

Active markets with strong opening momentum; size is cut automatically on weak days.

月次リターン

2026

7.4

-17.3

シグナル履歴

1取引日遅れで表示しています。

因子の計算式とパラメータ

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。

#	銘柄	売買	建玉日 · 保有	サイズ	本日	含み
1	🔒 購読者のみ	買い	10-09 · 29時間	19%	+10.04%	+7.68%

日付	銘柄	売買	参考価格	結果
2026-10-09	🔒 保有中 — 購読者のみ Buy at the open; exit next trading day per the take-profit ladder	買い	—	保有中
2026-09-30	301716.SZ C鸿富诚 Buy at the open; exit next trading day per the take-profit ladder	買い	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	買い	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	買い	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	買い	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	買い	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	買い	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	買い	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	買い	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	買い	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	買い	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	買い	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	買い	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	買い	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	買い	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	買い	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	買い	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	買い	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	買い	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	買い	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	買い	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	買い	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	買い	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	買い	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	買い	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	買い	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	買い	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	買い	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	買い	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	買い	72.07	+1.3%

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。