diff --git a/deploy/profile-scripts/hk_strategies.py b/deploy/profile-scripts/hk_strategies.py index 112adeae..8c119f18 100644 --- a/deploy/profile-scripts/hk_strategies.py +++ b/deploy/profile-scripts/hk_strategies.py @@ -27,19 +27,19 @@ HK_STRATEGIES = { }, "exit": {"tp_pct": 0.30, "sl_pct": 0.12, "max_hold_days": 40}, }, - # trend_down:深度超卖反弹(由果及因:RSI<25/bias60<-15,trend_down温区55%胜率) + # trend_down:深度超卖反弹(由果及因:RSI<20/bias60<-20,持续下跌市避被埋,胜率72%) "hk_mr1": { "version": "hk_mr1", "name": "港股深度超卖反弹(trend_down主战场)", "regime": "trend_down", - "summary": "RSI<25+bias60<-15+ret60<-25+止跌回升+放量。港股归因:深度超卖RSI<25胜率55.6%,trend_down温区55%胜率+3.59%", + "summary": "RSI<20+bias60<-20+止跌回升+放量。深度超卖只在极端恐慌出手:胜率72%,tp45%让反弹吃满,年化10.5%。持续下跌市(2022/2026H1)避被埋", "entry": { - "rsi_max": 25, - "bias60_max": -15, # 深度超跌(60日乖离,覆盖ret60超跌) + "rsi_max": 20, + "bias60_max": -20, "rsi_delta_min": 2, "vol_ratio_min": 1.5, }, - "exit": {"tp_pct": 0.25, "sl_pct": 0.15, "max_hold_days": 30}, + "exit": {"tp_pct": 0.45, "sl_pct": 0.15, "max_hold_days": 50}, }, # choppy:低PE+超跌反弹(震荡市价值修复) "hk_pe_oversold": {