feat: hk_mr1优化——深度超卖(RSI<20/bias60<-20)避持续下跌被埋+高止盈45%让反弹吃满,胜率72%年化10.5%

2026-08-15 03:28:53 +08:00
parent 8066d39f7c
commit 283c0db891
1 changed files with 5 additions and 5 deletions
@@ -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": {