Opening Auction Momentum

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

검증 중A주 · SSE / SZSE오버나이트 · 1 day롱2026-10-07 업데이트

모델 계좌

백테스트 시작부터 오늘까지 하나의 계좌로 운용합니다: 먼저 백테스트, 이후 가동 시점부터 모의 투자이며 공개된 가격으로 기록됩니다 — 삭제된 내역은 없습니다.

시작 자본

¥100,000

2026-08-10

보유 기간

0.2년

2026-08-10 → 오늘

현재 평가 자산

¥87,444

평가 +1.44% 포함

총 수익률

−12.6%

계좌 자산 곡선 (백테스트 + 모의 투자, 비용 차감 후)

¥111,510¥98,855¥86,200모의 투자 2026-10-08부터 →¥86,200

모의 투자· 수수료·슬리피지 차감 후

모의 투자 기간 2026-08-10 → 2026-09-29

연환산 수익률: −57.8%
총 수익률: −11%
승률: 55.1%
손익비(PF): 0.92
최대 낙폭: −21.1%

가정 비용: 편도당 수수료 5.5bp + 슬리피지 5bp · 벤치마크: SSE Composite

작동 원리

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.

진입 시점

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

청산 시점

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.

적합한 시장 환경

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

월별 수익률

2026

7.4

-17.3

시그널 이력

1거래일 지연되어 표시됩니다.

팩터 공식 & 파라미터

정확한 팩터 공식, 파라미터, 전체 규칙은 Elite 플랜에서 확인할 수 있습니다.

#	종목	방향	진입 · 보유	크기	오늘	평가
1	🔒 구독자 전용	매수	10-09 · 29시간	19%	+10.04%	+7.68%

날짜	종목	방향	기준가	결과
2026-10-09	🔒 보유 중 — 구독자 전용 Buy at the open; exit next trading day per the take-profit ladder	매수	—	보유 중
2026-09-30	301716.SZ C鸿富诚 Buy at the open; exit next trading day per the take-profit ladder	매수	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	매수	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	매수	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	매수	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	매수	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	매수	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	매수	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	매수	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	매수	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	매수	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	매수	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	매수	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	매수	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	매수	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	매수	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	매수	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	매수	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	매수	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	매수	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	매수	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	매수	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	매수	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	매수	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	매수	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	매수	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	매수	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	매수	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	매수	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	매수	72.07	+1.3%

모델 출력은 연구 목적일 뿐이며 투자 조언이 아닙니다.