diff --git a/strategy_lab.py b/strategy_lab.py index 2fc67738..79836635 100644 --- a/strategy_lab.py +++ b/strategy_lab.py @@ -377,6 +377,28 @@ STRATEGIES.update({ "eval_step": 1, }, }, + # ── 港股专用策略(港股通大盘蓝筹,2026-08-14 港股归因研发)── + "hk_mr1": { + "version": "hk_mr1", + "name": "港股深度超卖反弹v1(trend_down主战场)", + "summary": "港股原生MR:深度超卖(RSI<25)+深度超跌(bias60<-15)+中期深跌(ret60<-25)+止跌回升+放量确认", + "hypothesis": "港股通归因(604只×7.5年):RSI<25胜率55.6%/20日均+3.09%,bias60[-30,-20]+3.01%。港股大盘蓝筹只有极端超卖才反弹,阈值比A股深。温区门控:trend_down温区55%胜率+3.59%,其他温区平庸——只在港股trend_down启用", + "parent": "v_weak", + "config": { + "entry": {"min_score": 0, "min_momentum": 0, "filters": {}, "mr": { + "bias_max": -15, # 深度超跌(港股稳健区间-15~-20) + "rsi_max": 25, # 深度超卖(港股归因:RSI<25胜率55.6%) + "ret_max": -25, # 中期深跌 + "mom20_max": 5, # 低动量 + "amount_max": None, # 不限小盘(港股通大盘蓝筹) + "rsi_delta_min": 2, # 止跌回升确认 + "mkt_mode": "any", # 温区门控由 strategy_router 按 hk trend_down 负责 + }}, + "exit": {"tp_pct": 0.25, "sl_pct": 0.15, "max_hold_days": 30}, # 港股无涨跌停波动大,放宽止损 + "sizing": {"kelly": False}, + "eval_step": 1, + }, + }, })