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.
백테스트 시작부터 오늘까지 하나의 계좌로 운용합니다: 먼저 백테스트, 이후 가동 시점부터 모의 투자이며 공개된 가격으로 기록됩니다 — 삭제된 내역은 없습니다.
시작 자본
¥100,000
2025-01-16
보유 기간
1.7년
2025-01-16 → 오늘
현재 평가 자산
¥110,042
평가 — 포함
총 수익률
+10.0%
계좌 자산 곡선 (백테스트 + 모의 투자, 비용 차감 후)
백테스트 기간 2025-01-16 → 2026-10-09
가정 비용: 편도당 수수료 5.5bp + 슬리피지 5bp · 벤치마크: 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.
1거래일 지연되어 표시됩니다.
정확한 팩터 공식, 파라미터, 전체 규칙은 Elite 플랜에서 확인할 수 있습니다.
현재 포지션 없음.
평가 손익은 공개된 진입가 대비 최신 가격 기준이며 수수료와 슬리피지 차감 전입니다. 청산된 거래는 비용 차감 후입니다. 크기는 전략 자본 대비 비율입니다.
| 날짜 | 종목 | 방향 | 기준가 | 결과 |
|---|---|---|---|---|
| 2026-07-01 | 🔒 구독자 전용 Limit at auction ×0.985, good for the day; sell at the close of day 3 | 매수 | — | −12.1% |
| 2026-06-30 | 002354.SZ Limit at auction ×0.985, good for the day; sell at the close of day 3 | 매수 | 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 | 매수 | 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 | 매수 | 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 | 매수 | 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 | 매수 | 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 | 매수 | 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 | 매수 | 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 | 매수 | 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 | 매수 | 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 | 매수 | 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 | 매수 | 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 | 매수 | 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 | 매수 | 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 | 매수 | 36.66 | 미체결 |
| 2026-05-15 | 002929.SZ Limit at auction ×0.985, good for the day; sell at the close of day 3 | 매수 | 86.81 | 미체결 |
| 2026-05-14 | 603629.SH Limit at auction ×0.985, good for the day; sell at the close of day 3 | 매수 | 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 | 매수 | 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 | 매수 | 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 | 매수 | 69.93 | 미체결 |
| 2026-05-06 | 002149.SZ Limit at auction ×0.985, good for the day; sell at the close of day 3 | 매수 | 64.43 | 미체결 |
| 2026-04-30 | 300438.SZ Limit at auction ×0.985, good for the day; sell at the close of day 3 | 매수 | 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 | 매수 | 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 | 매수 | 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 | 매수 | 3.4600 | 미체결 |
| 2026-03-03 | 002470.SZ Limit at auction ×0.985, good for the day; sell at the close of day 3 | 매수 | 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 | 매수 | 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 | 매수 | 10.87 | 미체결 |
| 2026-02-25 | 000988.SZ Limit at auction ×0.985, good for the day; sell at the close of day 3 | 매수 | 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 | 매수 | 20.36 | −0.3% |
모델 출력은 연구 목적일 뿐이며 투자 조언이 아닙니다.