# 放量突破选股策略
name: volume_breakout
display_name: 放量突破
description: 成交量放大突破关键阻力位，趋势启动信号
version: "1.2"
category: trend
tags: [momentum, volume, breakout]

screening:
  enabled: true
  market_scope: [cn]
  hard_filters:
    exclude_st: true
    amount_min: 100000000
    turnover_rate_min: 3.0
    volume_ratio_min: 2.0
    change_pct_min: 2.0
    change_pct_max: 9.9
    require_price_above_ma20: true
    signal_score_min: 60
    macd_status_whitelist: [bullish, neutral]
    breakout_20d_pct_min: -1.0
    range_20d_pct_max: 35.0
    volume_ratio_20d_min: 1.3
    body_pct_min: 0.5
    consolidation_days_20d_min: 8
  tech_weight: 0.6
  factor_weights:
    momentum: 0.32
    activity: 0.28
    liquidity: 0.22
    theme_heat: 0.08
    stability: 0.10
  scoring_profile:
    momentum_chase_start_pct: 7.0
    momentum_chase_penalty_slope: 11.0
    activity_ideal_volume_ratio: 3.0
    activity_high_volume_ratio: 9.0
    activity_ideal_turnover_rate: 6.0
    activity_high_turnover_rate: 20.0
    stability_hot_change_pct: 8.8
  risk_profile:
    chase_change_pct: 9.8
    abnormal_volume_ratio: 9.0
    high_turnover_rate: 24.0
    weak_signal_score: 45.0
  portfolio_profile:
    max_same_bucket: 1
    concentration_penalty: 5.0
    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]
      周期: [钢铁, 煤炭, 有色, 化工]
      机器人: [机器人, 减速器, 执行器, 伺服]
  scorecard_profile:
    capital_confirmed_bonus: 2.2
    volume_spike_ratio: 9.0
    hot_money_activity_min: 96.0
    hot_money_penalty: 1.4
  ranking_hints: |
    优先关注：
    1. 突破前有明显横盘整理（至少 10 个交易日）
    2. 突破当日量比和换手同步放大，且日 K 信号仍健康
    3. 突破后股价至少站上 MA20，优先考虑均线结构更顺的候选
    4. 板块有联动效应更佳
  max_output: 5