# 超跌反转策略
name: oversold_reversal
display_name: 超跌反转
description: 跌幅可控、流动性仍在、具备修复观察价值的反转候选
version: "1.1"
category: reversal
tags: [reversal, oversold, repair]

screening:
  enabled: true
  market_scope: [cn]
  hard_filters:
    exclude_st: true
    amount_min: 80000000
    turnover_rate_min: 1.0
    change_pct_min: -8.0
    change_pct_max: -1.0
    pe_ttm_min: 0
    pe_ttm_max: 80
    pb_min: 0
    pb_max: 8.0
    price_min: 3
    price_max: 180
  tech_weight: 0.45
  factor_weights:
    reversal: 0.40
    stability: 0.20
    liquidity: 0.18
    value: 0.16
    activity: 0.06
  scoring_profile:
    reversal_ideal_change_pct: -3.5
    reversal_collapse_start_pct: -7.0
    reversal_collapse_penalty_slope: 12.0
    reversal_chase_start_pct: 0.0
    rsi_oversold_bonus: 14.0
    momentum_downside_start_pct: -4.0
    activity_ideal_volume_ratio: 1.6
    activity_ideal_turnover_rate: 3.0
  risk_profile:
    breakdown_change_pct: -8.5
    chase_change_pct: 5.0
    abnormal_volume_ratio: 5.0
    high_turnover_rate: 12.0
    weak_signal_score: 35.0
  portfolio_profile:
    max_same_bucket: 1
    concentration_penalty: 4.0
    buckets:
      地产链: [地产, 房地产, 建材, 家居, 物业]
      消费: [白酒, 食品, 家电, 零售, 消费]
      周期: [钢铁, 煤炭, 有色, 化工]
      金融: [券商, 银行, 保险]
  scorecard_profile:
    controlled_reversal_min: 70.0
    controlled_reversal_bonus: 2.0
    volume_spike_ratio: 5.5
  ranking_hints: |
    优先关注：
    1. 下跌幅度可控、不是基本面或退市风险驱动的连续杀跌
    2. 成交额和换手仍能支撑后续修复，避免流动性塌陷
    3. 若存在错杀、事件落地或板块修复线索，可提高优先级
  max_output: 5