When the market pulls back, buys small caps showing outsized strength in the 09:25 call auction, a notch below the auction price; out the next day.
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
¥145,585
평가 — 포함
총 수익률
+45.6%
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 on days the CSI 300 is in a short pullback (yesterday below its 20-day average, with less than an 8% fall over five days); on other days it stays in cash. From the 09:25 call auction it takes small caps (price under ¥10, float cap under ¥10bn) opening 0–4% higher with heavy auction turnover and an auction volume 2.5–10× their recent auction average, at most two names. It bids 1.5% below the auction price with a limit good for the day and never chases; if the price doesn't come back, there is no trade. Sizing is capped by the auction and prior-day turnover, so positions are small. History: a daily-bar account simulation from Jan 2025, net of commission, stamp duty, transfer fees and slippage.
09:25 auction on pullback days only; limit at the auction price −1.5%, good for the day.
At the next trading day's close; if it can't be sold (limit-down, suspended), it is retried at the next close.
Short market pullbacks, when money rotates into small, active names.
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 |
|---|---|---|---|---|
| 2026-10-09 | 🔒 구독자 전용 Limit at auction ×0.985, good for the day; sell at the next day's close | 매수 | — | 미체결 |
| 2026-09-29 | 002640.SZ Limit at auction ×0.985, good for the day; sell at the next day's close | 매수 | 3.9800 | −2.0% |
| 2026-09-24 | 002909.SZ Limit at auction ×0.985, good for the day; sell at the next day's close | 매수 | 7.5500 | 미체결 |
| 2026-09-24 | 600293.SH Limit at auction ×0.985, good for the day; sell at the next day's close | 매수 | 3.6600 | +7.1% |
| 2026-09-22 | 000560.SZ Limit at auction ×0.985, good for the day; sell at the next day's close | 매수 | 3.2500 | +18.5% |
| 2026-09-21 | 600880.SH Limit at auction ×0.985, good for the day; sell at the next day's close | 매수 | 5.1100 | −5.7% |
| 2026-09-18 | 002584.SZ Limit at auction ×0.985, good for the day; sell at the next day's close | 매수 | 9.5700 | +1.8% |
| 2026-09-10 | 002172.SZ Limit at auction ×0.985, good for the day; sell at the next day's close | 매수 | 4.9200 | −7.5% |
| 2026-09-09 | 000978.SZ Limit at auction ×0.985, good for the day; sell at the next day's close | 매수 | 8.1100 | +19.2% |
| 2026-09-04 | 600108.SH Limit at auction ×0.985, good for the day; sell at the next day's close | 매수 | 3.9400 | +44.6% |
| 2026-09-02 | 002084.SZ Limit at auction ×0.985, good for the day; sell at the next day's close | 매수 | 6.9700 | −1.1% |
| 2026-09-02 | 603980.SH Limit at auction ×0.985, good for the day; sell at the next day's close | 매수 | 7.8700 | −2.5% |
| 2026-08-27 | 002418.SZ Limit at auction ×0.985, good for the day; sell at the next day's close | 매수 | 4.4700 | 미체결 |
| 2026-08-26 | 000017.SZ Limit at auction ×0.985, good for the day; sell at the next day's close | 매수 | 8.7000 | +19.4% |
| 2026-08-25 | 000925.SZ Limit at auction ×0.985, good for the day; sell at the next day's close | 매수 | 8.8700 | −4.4% |
| 2026-08-05 | 002421.SZ Limit at auction ×0.985, good for the day; sell at the next day's close | 매수 | 3.5000 | −1.9% |
| 2026-07-29 | 600722.SH Limit at auction ×0.985, good for the day; sell at the next day's close | 매수 | 9.2600 | 미체결 |
| 2026-07-28 | 000011.SZ Limit at auction ×0.985, good for the day; sell at the next day's close | 매수 | 8.1500 | −4.3% |
| 2026-07-23 | 002197.SZ Limit at auction ×0.985, good for the day; sell at the next day's close | 매수 | 6.8900 | 미체결 |
| 2026-07-16 | 000566.SZ Limit at auction ×0.985, good for the day; sell at the next day's close | 매수 | 5.2300 | 미체결 |
| 2026-07-16 | 002141.SZ Limit at auction ×0.985, good for the day; sell at the next day's close | 매수 | 5.7000 | +5.7% |
| 2026-07-10 | 000892.SZ Limit at auction ×0.985, good for the day; sell at the next day's close | 매수 | 3.8300 | 미체결 |
| 2026-07-06 | 002141.SZ Limit at auction ×0.985, good for the day; sell at the next day's close | 매수 | 5.2300 | 미체결 |
| 2026-06-10 | 002323.SZ Limit at auction ×0.985, good for the day; sell at the next day's close | 매수 | 1.5200 | 미체결 |
| 2026-06-09 | 002613.SZ Limit at auction ×0.985, good for the day; sell at the next day's close | 매수 | 5.5300 | −11.9% |
| 2026-06-08 | 002717.SZ Limit at auction ×0.985, good for the day; sell at the next day's close | 매수 | 1.1000 | +7.0% |
| 2026-05-25 | 000670.SZ Limit at auction ×0.985, good for the day; sell at the next day's close | 매수 | 8.9700 | 미체결 |
| 2026-05-22 | 002442.SZ Limit at auction ×0.985, good for the day; sell at the next day's close | 매수 | 7.3700 | +6.3% |
| 2026-04-03 | 000788.SZ Limit at auction ×0.985, good for the day; sell at the next day's close | 매수 | 7.2800 | −5.3% |
| 2026-04-03 | 600594.SH Limit at auction ×0.985, good for the day; sell at the next day's close | 매수 | 4.7300 | +5.7% |
모델 출력은 연구 목적일 뿐이며 투자 조언이 아닙니다.