diff --git a/static/index.html b/static/index.html
index d284ab1c..1cfadec2 100644
--- a/static/index.html
+++ b/static/index.html
@@ -2029,6 +2029,7 @@ function renderStrategyTable(strategies) {
   };
   let html = '<div class="overflow-x-auto"><table class="w-full text-xs whitespace-nowrap"><thead><tr class="text-slate-500 border-b border-slate-700">' +
     '<th class="text-left px-2 py-1.5">版本</th><th class="text-left px-2 py-1.5">名称</th>' +
+    '<th class="text-center px-2 py-1.5" title="该策略实证最优的仓位模型：波段/结构出场适合大仓少股，固定出场适合小仓多股">仓位</th>' +
     '<th class="text-right px-2 py-1.5 text-amber-300">综合</th>' +
     '<th class="text-right px-2 py-1.5">普适</th>' +
     '<th class="text-right px-2 py-1.5 text-amber-400">总收益</th>' +
@@ -2051,6 +2052,7 @@ function renderStrategyTable(strategies) {
     html += '<tr class="' + rowCls + '" onclick="showStrategyDetail(\'' + s.version + '\')">' +
       '<td class="px-2 py-1.5 font-mono font-bold ' + (isCurrent ? 'text-emerald-400' : 'text-blue-400') + '">' + s.version + (isCurrent ? ' <span class="text-[10px] bg-emerald-500/20 text-emerald-300 px-1 rounded">当前</span>' : '') + ((s.market && s.market !== 'all') ? ' <span class="text-[10px] bg-cyan-500/20 text-cyan-300 px-1 rounded">' + (s.market === 'hk' ? '港' : 'A') + '</span>' : '') + '</td>' +
       '<td class="px-2 py-1.5" title="' + (s.hypothesis || s.summary || '').replace(/"/g, '&quot;') + '">' + (s.name || '') + (smallSample ? ' <span class="text-amber-500" title="样本<40笔">⚠️</span>' : '') + '</td>' +
+      '<td class="text-center px-2 py-1.5 font-mono text-cyan-300">' + (st.sizing_slots ? st.sizing_slots + '仓' : '10仓') + '</td>' +
       cell('composite', s._composite, v => v, 'font-bold text-amber-300') +
       cell('universality_score', (st.universality || {}).score, v => v + '<span class="text-slate-500">/' + (st.universality || {}).months + '月</span>') +
       cell('total_return_pct', pf.total_return_pct, v => v + '%', 'font-bold ' + retCls + ' ' + hl(pf.total_return_pct, best.total_return_pct)) +
diff --git a/strategy_lab.py b/strategy_lab.py
index 6ccb0029..e7c4f12c 100644
--- a/strategy_lab.py
+++ b/strategy_lab.py
@@ -323,6 +323,21 @@ def get_strategy(version):
     return STRATEGIES[version]
 
 
+# 各策略的最优仓位模型（仓位扫描实证，2026-07-29）
+# 波段/结构出场适合大仓少股，固定出场适合小仓多股
+STRATEGY_SIZING = {
+    'v7.1': 4,   # 固定15%出场，4仓+74.6%最优(10仓+59.8%)
+    'v7.2': 3,   # 分批止盈，3仓+60.7%
+    'v8.0': 3,   # 结构持有，3仓+53.2%
+    'v8.1': 3,   # 波段MA10，3仓+102.9%
+    'v8.3': 3,   # 波段40天，3仓+62.1%
+    'v9.2': 5,   # 周线破位，5仓+47.6%
+    'v6.1': 5,   # 板块不追高，5仓+47.3%
+    'v11.0': 3,  # 枢轴波段，3仓+116.4%
+    'v11.1': 3,  # 枢轴强压/弱撑，3仓+55.8%
+}
+
+
 # ══════════════════════════════════════════════════════
 # 大盘 / 行业上下文
 # ══════════════════════════════════════════════════════
@@ -706,6 +721,11 @@ def run_backtest(strategy_version, start_date, end_date, capital=1000000, save=T
                 factors.update(weekly_ctx(code, date))
 
                 if pass_filters(factors, filters):
+                    # ── 次日开盘价入场（杜绝"信号日收盘买"的未来幻觉）──
+                    if i + 1 >= len(bars):
+                        i += step
+                        continue
+                    ep = bars[i+1].get('open') or close
                     atr_val = last.get('atr') or 0
                     if exit_cfg.get('use_pivot_sr'):
                         # 实盘口径：强压止盈 + 弱支撑止损（枢轴点体系）
@@ -850,14 +870,14 @@ def run_backtest(strategy_version, start_date, end_date, capital=1000000, save=T
                         for l in legs:
                             total_ret *= (1 + l)
                         pnl = (total_ret - 1) * 100
-                        exit_price = close * total_ret
+                        exit_price = ep * total_ret
                         hold_days = len(future) if future else 0
                     elif exit_cfg.get('exit_mode') == 'swing_pivot':
                         # ── 波段·枢轴版：破弱支撑先出，收复弱压且创新高再进 ──
                         reentry_window = exit_cfg.get('reentry_days', 10)
                         legs = []
                         in_pos = True
-                        entry_p = close
+                        entry_p = ep
                         stop_cur = stop
                         wait = 0
                         exit_reason = 'keep'
@@ -891,7 +911,7 @@ def run_backtest(strategy_version, start_date, end_date, capital=1000000, save=T
                         for l in legs:
                             total_ret *= (1 + l)
                         pnl = (total_ret - 1) * 100
-                        exit_price = close * total_ret
+                        exit_price = ep * total_ret
                         hold_days = len(future) if future else 0
                     else:
                         exit_price = exit_reason = None
@@ -916,7 +936,7 @@ def run_backtest(strategy_version, start_date, end_date, capital=1000000, save=T
                         if exit_price is None:
                             exit_price = future[-1].get('close') if future else close
                             exit_reason, hold_days = 'keep', len(future)
-                        pnl = (exit_price - close) / close * 100 if close > 0 else 0
+                        pnl = (exit_price - ep) / ep * 100 if ep > 0 else 0
                     trades.append({
                         'code': code, 'name': name,
                         'entry_date': date,
@@ -936,9 +956,11 @@ def run_backtest(strategy_version, start_date, end_date, capital=1000000, save=T
             i += step
 
     summary = calc_summary(trades, capital)
-    # 组合级资产模拟（统一标准：等额仓位、最多10仓）
+    # 组合级资产模拟：用该策略自己的最优仓位模型（波段策略大仓少股，固定出场小仓多股）
     if summary:
-        summary['portfolio'] = portfolio_sim(trades, capital, 10)
+        slots = STRATEGY_SIZING.get(strategy_version, 10)
+        summary['portfolio'] = portfolio_sim(trades, capital, slots)
+        summary['sizing_slots'] = slots
     result = {
         'strategy': strat['version'],
         'strategy_name': strat['name'],