diff --git a/deploy/profile-scripts/hk_strategies.py b/deploy/profile-scripts/hk_strategies.py index f5844813..f4caa0fb 100644 --- a/deploy/profile-scripts/hk_strategies.py +++ b/deploy/profile-scripts/hk_strategies.py @@ -62,13 +62,15 @@ HK_STRATEGIES = { "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%)", + "summary": "大盘深跌(mkt_ret20<-8)+个股超卖(RSI<30,bias60<-12)+放量,极端急跌规避(adx<90/rsi>25)。2024+td胜率74.8%年化11.6%(超下跌市基准8.7%),近期(+5.4%)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 + "mkt_adx_max": 90, # 极端急跌规避:ADX>90=单边暴跌(2026-06达96-100),超卖反弹失效 + "mkt_rsi_min": 25, # 极端急跌规避:大盘RSI<20=恐慌极点(2026-06达15-19),恐慌后继续跌 }, "exit": {"tp_pct": 0.35, "sl_pct": 0.12, "max_hold_days": 40}, },