# 缩量回踩选股策略
name: shrink_pullback
display_name: 缩量回踩
description: 上升趋势中缩量回踩均线支撑，趋势延续的入场机会
version: "1.1"
category: trend
tags: [trend, pullback, daily_k]

screening:
  enabled: true
  market_scope: [cn]
  hard_filters:
    exclude_st: true
    amount_min: 80000000
    turnover_rate_min: 1.0
    require_ma_bullish: true
    require_price_above_ma20: true
    signal_score_min: 65
    volume_ratio_20d_max: 1.5
    pullback_to_ma20_pct_min: -2.0
    pullback_to_ma20_pct_max: 8.0
    volatility_20d_pct_max: 45.0
    max_drawdown_20d_pct_min: -12.0
    atr_20_pct_max: 6.5
  tech_weight: 0.5
  factor_weights:
    momentum: 0.32
    stability: 0.22
    activity: 0.18
    liquidity: 0.15
    value: 0.08
    reversal: 0.05
  scoring_profile:
    momentum_60d_overheat_pct: 35.0
    momentum_chase_start_pct: 5.0
    momentum_chase_penalty_slope: 14.0
    activity_ideal_volume_ratio: 1.0
    activity_ideal_turnover_rate: 2.5
    activity_high_volume_ratio: 4.5
    stability_hot_change_pct: 5.5
    stability_high_volatility_pct: 40.0
    stability_max_drawdown_floor_pct: -10.0
    stability_high_atr_pct: 5.5
  risk_profile:
    chase_change_pct: 6.5
    abnormal_volume_ratio: 4.5
    high_turnover_rate: 12.0
    weak_signal_score: 60.0
  portfolio_profile:
    max_same_bucket: 1
    concentration_penalty: 4.0
    buckets:
      金融: [券商, 银行, 保险]
      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]
      机器人: [机器人, 减速器, 执行器, 伺服]
  scorecard_profile:
    capital_confirmed_bonus: 1.4
    volume_spike_ratio: 4.5
  ranking_hints: |
    在满足缩量回踩特征的候选中，优先关注：
    1. 回调幅度适中、趋势结构未破坏
    2. 缩量明显，洗盘而非出货
    3. 近期无重大利空
  max_output: 5