From 7105bba79305da4963f849f9554571db99dbb886 Mon Sep 17 00:00:00 2001 From: hmo Date: Tue, 11 Aug 2026 11:54:42 +0800 Subject: [PATCH] =?UTF-8?q?feat:=20=E6=B3=A8=E5=86=8Cv=5Foversold=E9=A2=84?= =?UTF-8?q?=E6=B5=8B=E8=B6=85=E8=B7=8C=E5=8F=8D=E5=BC=B9=E7=AD=96=E7=95=A5?= =?UTF-8?q?=E5=88=B0STRATEGY=5FDESCRIPTIONS=EF=BC=88=E7=A0=94=E7=A9=B6Tab?= =?UTF-8?q?=E5=B1=95=E7=A4=BA=EF=BC=89?= MIME-Version: 1.0 Content-Type: text/plain; charset=UTF-8 Content-Transfer-Encoding: 8bit --- strategy_lab.py | 6 ++++++ 1 file changed, 6 insertions(+) diff --git a/strategy_lab.py b/strategy_lab.py index 46f2f889..5ecf4963 100644 --- a/strategy_lab.py +++ b/strategy_lab.py @@ -549,6 +549,12 @@ STRATEGY_DESCRIPTIONS.update({ "rationale": "v_next平铺只区分'有没有信念', 叠乘区分'信念有多强'——多因子共振的票是极品, 配最重仓位。新闻因子验证: 入场前3日有正向新闻胜率73% vs 无新闻44%(基线57%)。", "evidence": "5年103笔/57.3%胜率, 全参与+64.6%(年化10.3%)/回撤3.6%, 收益/回撤比17.9全场最优。boost分布×1:33笔/×2:44笔/×4:26笔。新闻因子使5y收益+9.8pp(54.8%→64.6%)。", }, + "v_oversold": { + "title": "预测超跌反弹v1(弱市+小市值+低PE+新闻+行业弱+深跌)", + "algorithm": "入场: mkt_rsi<50 + mcap_q<0.2 + pe_q<0.2 + news3>=1 + sec_ret20<0 + bias60<-20 + mkt_dd60<=-5。阴跌跳过: 连跌>=2+ADX<=55+RSI>=33。出场: 支撑下5%止损/压力位止盈/40日。仓位: 10槽15%+单日限5。", + "rationale": "由果及因(30207大涨段)+12维预测因子扫描(887万样本),预测力随因子叠加单调提升(3.52%→11.61%大涨率)。", + "evidence": "统一资金模拟年化18.57%/回撤-32.4%/胜率~90%(2016-2026)。阴跌中段判定剔除大回撤源头(连跌+弱趋势+RSI偏高时信号avg-6.35%→保留+6.75%)。", + }, }) STRATEGY_SIZING = {