diff --git a/deploy/profile-scripts/hk_strategies.py b/deploy/profile-scripts/hk_strategies.py index 5cee5ef3..f5844813 100644 --- a/deploy/profile-scripts/hk_strategies.py +++ b/deploy/profile-scripts/hk_strategies.py @@ -54,6 +54,24 @@ HK_STRATEGIES = { }, "exit": {"tp_pct": 0.25, "sl_pct": 0.12, "max_hold_days": 40}, }, + # ── 2026-08-16 下跌市:大盘深跌确认超卖反弹(hk_mr2,替代近1y失效的 hk_mr1)── + # hk_mr1 病根:只买极端超卖(RSI<20)但无大盘深跌确认,2026年6月入场时 mkt_ret20 仅-3.7~-6.6% + # (下跌初期接飞刀)→ 近1y -5.4%。 + # hk_mr2 加 mkt_ret20<-8(深跌中继) + 放宽超卖(rsi<30/bias60<-12):2024+ td 胜率74%/近1y+3.4% + "hk_mr2": { + "version": "hk_mr2", + "name": "港股深跌确认超卖反弹(trend_down主战场)", + "regime": "trend_down", + "summary": "大盘深跌(mkt_ret20<-8)+个股超卖(RSI<30,bias60<-12)+放量。由果及因:深跌确认后超卖反弹,2024+td胜率74%,近期(+3.4%)优于hk_mr1(-5.4%)", + "entry": { + "mkt_ret20_max": -8, # 大盘近20日跌>8%(深跌中继确认,避免下跌初期接飞刀) + "rsi_max": 30, # 个股RSI<30(超卖,比hk_mr1的<20放宽) + "bias60_max": -12, # 60日偏离<-12%(超跌) + "rsi_delta_min": 2, # 止跌回升(RSI 5日回升≥2) + "vol_ratio_min": 1.2, # 放量 + }, + "exit": {"tp_pct": 0.35, "sl_pct": 0.12, "max_hold_days": 40}, + }, }