diff --git a/strategy_lab.py b/strategy_lab.py
index 8021d6c4..582b4b0b 100644
--- a/strategy_lab.py
+++ b/strategy_lab.py
@@ -253,6 +253,11 @@ STRATEGIES.update({
         "比weekly_up更严的变体：不仅要求价在线上，还要求周线均线本身多头排列",
         entry_overrides={"vol_ratio_min": 0.9, "vol_ratio_max": 2.0, "sector_slope_max": 1.0,
                          "hl_only": True, "rsi_delta_min": 6, "weekly_aligned": True}),
+    "v9.2": _v40_branch("v9.2", "周线破位日线强",
+        "v7.1 + 周线收盘须低于周线MA10（反向利用：周线回调+日线走强=最佳买点）",
+        "v9归因反用：v7.1交易中weekly_up=False胜率78.4% vs True 60.9%——周线级回调中的日线动量回归正是本策略的核心边缘",
+        entry_overrides={"vol_ratio_min": 0.9, "vol_ratio_max": 2.0, "sector_slope_max": 1.0,
+                         "hl_only": True, "rsi_delta_min": 6, "weekly_down_only": True}),
 })
 
 
@@ -506,6 +511,7 @@ def pass_filters(factors, filters):
     # 多周期
     if filters.get('weekly_up') and factors.get('weekly_up') is not True: return False
     if filters.get('weekly_aligned') and factors.get('weekly_aligned') is not True: return False
+    if filters.get('weekly_down_only') and factors.get('weekly_up') is not False: return False
     if not chk('weekly_dist', filters.get('weekly_dist_min'), filters.get('weekly_dist_max')): return False
     return True