# 趋势质量策略
name: momentum_quality
display_name: 趋势质量
description: 兼顾趋势确认和基本面质量的中线候选发现
version: "1.1"
category: framework
tags: [momentum, quality, trend, llm_friendly]

screening:
  enabled: true
  market_scope: [cn]
  hard_filters:
    exclude_st: true
    amount_min: 200000000
    market_cap_min: 8000000000
    pe_ttm_min: 0
    pe_ttm_max: 60
    pb_min: 0
    pb_max: 8.0
    change_pct_min: -3.5
    change_pct_max: 7.5
    price_min: 4
    price_max: 220
  tech_weight: 0.45
  factor_weights:
    momentum: 0.28
    value: 0.15
    liquidity: 0.18
    activity: 0.15
    stability: 0.12
    reversal: 0.04
    theme_heat: 0.06
    size: 0.02
  scoring_profile:
    momentum_chase_start_pct: 5.0
    momentum_chase_penalty_slope: 14.0
    activity_ideal_volume_ratio: 2.2
    activity_ideal_turnover_rate: 4.5
    stability_hot_change_pct: 6.5
  risk_profile:
    chase_change_pct: 7.5
    abnormal_volume_ratio: 5.5
    high_turnover_rate: 14.0
    low_llm_confidence: 0.50
  portfolio_profile:
    max_same_bucket: 1
    concentration_penalty: 4.5
    buckets:
      金融: [券商, 银行, 保险]
      消费: [白酒, 食品, 家电, 零售, 消费]
      AI算力: [AI算力, 算力, 数据中心, 服务器, 光模块]
      新能源: [新能源, 光伏, 锂电, 电池, 储能]
      周期: [钢铁, 煤炭, 有色, 化工]
      公用事业: [电力, 燃气, 水务, 环保, 公用事业]
  scorecard_profile:
    value_quality_bonus: 1.8
    capital_confirmed_bonus: 2.4
    volume_spike_ratio: 5.0
    hot_money_penalty: 2.5
  ranking_hints: |
    优先关注：
    1. 已经确认趋势但还没有进入极端追涨阶段的候选
    2. 基本面质量（估值、资金活跃、稳定性）能为趋势提供支撑
    3. 避免单一题材过度集中，兼顾不同风格的趋势机会
  max_output: 5