diff --git a/deploy/profile-scripts/hk_backtest.py b/deploy/profile-scripts/hk_backtest.py
index d1a247a7..556aebdb 100644
--- a/deploy/profile-scripts/hk_backtest.py
+++ b/deploy/profile-scripts/hk_backtest.py
@@ -53,6 +53,8 @@ def gen_trades(panel, strat):
     cond = pd.Series(True, index=panel.index)
     if "pe_q_max" in e:
         cond &= panel["pe_q"] < e["pe_q_max"]
+    if "mcap_q_max" in e:
+        cond &= panel["mcap_q"] < e["mcap_q_max"]
     if "sec_ret20_min" in e:
         cond &= panel["sec_ret20"] > e["sec_ret20_min"]
     if "rsi_max" in e:
diff --git a/deploy/profile-scripts/hk_strategies.py b/deploy/profile-scripts/hk_strategies.py
index a6787802..112adeae 100644
--- a/deploy/profile-scripts/hk_strategies.py
+++ b/deploy/profile-scripts/hk_strategies.py
@@ -21,8 +21,9 @@ HK_STRATEGIES = {
         "regime": "trend_up",
         "summary": "低PE(<0.2分位)+行业20日动量>10%。由果及因：大涨率10.28%(基线4.37%)。低PE+1.24pp(step27港股扫描)、行业动量高+1.47pp",
         "entry": {
-            "pe_q_max": 0.2,       # PE分位<0.2（低估值）
-            "sec_ret20_min": 10,   # 行业20日动量>10%
+            "pe_q_max": 0.2,       # PE分位<0.2（低估值，+3.24pp）
+            "mcap_q_max": 0.2,     # 市值分位<0.2（小市值，+2.84pp）
+            "sec_ret20_min": 10,   # 行业20日动量>10%（+1.47pp）
         },
         "exit": {"tp_pct": 0.30, "sl_pct": 0.12, "max_hold_days": 40},
     },