783 B
783 B
v4 增强版：大盘分层优化
面板信号对比
| 策略 | 样本 | 均值 | 中位 | 胜率 | 大涨>20% | 深跌<-20% |
|---|---|---|---|---|---|---|
| v4原始 | 24430 | 9.7% | 5.8% | 62% | 26% | 8% |
| v4a极弱市放宽 | 94070 | 5.0% | 1.2% | 53% | 20% | 10% |
| v4b极弱市全超跌 | 551006 | 6.7% | 2.2% | 55% | 22% | 9% |
| v4c极弱加重 | 247279 | 5.2% | 1.4% | 53% | 20% | 10% |
v4a 分年
| 年份 | 均值 | 样本 | 胜率 |
|---|---|---|---|
| 2016 | -0.3% | 690 | 45% |
| 2017 | -6.8% | 6992 | 30% |
| 2018 | -1.1% | 20955 | 43% |
| 2019 | 1.4% | 7402 | 42% |
| 2020 | 6.1% | 5657 | 57% |
| 2021 | 8.9% | 1233 | 63% |
| 2022 | 7.5% | 22678 | 59% |
| 2023 | 0.1% | 5878 | 46% |
| 2024 | 14.0% | 14250 | 64% |
| 2025 | 13.3% | 8335 | 71% |