ETF策略统一窗口复跑
生成：2026-08-31T21:32:14｜790只ETF｜前复权｜统一最近800个有效交易日
790有效ETF
24.35%GS收益中位
29.48%死拿收益中位
69评分记录
可比性口径：仅纳入拥有完整800根通达信日线、成功前复权的ETF；不足800根的633只不进入比较。T日收盘确认、T+1下一根收盘成交、ETF双边费率万0.5。
注意：本报告是缓存研究复算，预存信号与生产信号链仍须逐策略精确复核。
注意：本报告是缓存研究复算，预存信号与生产信号链仍须逐策略精确复核。
全池
| 排名 | 策略 | 闸门 | 综合分 | 收益中位 | 中间80% | P10 | MDD中位 | 跑赢GS | GS Alpha中位 |
|---|---|---|---|---|---|---|---|---|---|
| 1 | 潜龙吸水·三重吸筹 | PASS | 86.41 | 32.36% | 35.78% | 2.36% | 15.27% | 63.22% | 6.57% |
| 2 | 标准MX3共振 | PASS | 84.14 | 32.17% | 35.57% | 2.55% | 15.34% | 63.22% | 6.22% |
| 3 | xih3时空卖 | PASS | 81.82 | 34.06% | 36.81% | -0.60% | 19.29% | 60.25% | 7.59% |
| 4 | 潜龙吸水·短窗口 | PASS | 75.91 | 34.56% | 35.19% | -0.50% | 20.38% | 58.99% | 5.57% |
| 5 | 避追高·短窗 | PASS | 75.82 | 35.04% | 34.78% | -0.39% | 20.23% | 58.61% | 5.29% |
| 6 | 五信号投票 | PASS | 66.95 | 33.40% | 34.92% | -0.71% | 20.81% | 58.35% | 4.80% |
| 7 | 避追高·标准 | WATCH | 54.36 | 32.56% | 33.50% | -1.84% | 20.79% | 54.56% | 3.29% |
| 8 | 乘势低吸v3(因果近似) | PASS | 54.32 | 26.49% | 32.91% | -1.88% | 20.13% | 66.46% | 3.58% |
| 9 | 潜龙吸水 | PASS | 52.64 | 32.89% | 34.39% | -2.54% | 20.99% | 55.19% | 2.87% |
| 10 | 金线穿越 | PASS | 50.32 | 30.91% | 32.83% | -11.85% | 26.49% | 61.14% | 5.11% |
| 11 | 金筹分池 | PASS | 46.27 | 30.17% | 32.12% | -14.24% | 26.59% | 61.14% | 4.69% |
| 12 | 反转低吸·短窗 | WATCH | 46.23 | 27.22% | 28.03% | -1.20% | 18.40% | 52.66% | 1.00% |
| 13 | 潜龙吸水·主力版 | WATCH | 41.36 | 27.29% | 27.03% | -3.14% | 17.50% | 48.61% | -0.44% |
| 14 | xih3筹码卖 | WATCH | 41.18 | 29.25% | 29.04% | -3.95% | 21.43% | 53.04% | 1.90% |
| 15 | 三重共振 | WATCH | 39.41 | 18.10% | 17.72% | -0.95% | 9.84% | 36.30% | -10.22% |
| 16 | 吸筹拐点 | PASS | 37.36 | 28.96% | 30.49% | -13.11% | 27.56% | 58.23% | 3.06% |
| 17 | GB吸筹终止 | WATCH | 36.18 | 17.50% | 18.24% | -0.73% | 11.26% | 37.77% | -6.44% |
| 18 | 蓄力启航 | WATCH | 34.75 | 22.06% | 25.69% | -1.76% | 15.69% | 48.10% | -0.54% |
| 19 | 反转低吸·标准 | WATCH | 33.34 | 24.66% | 26.44% | -2.25% | 18.94% | 48.61% | -0.30% |
| 20 | 主力共振 | WATCH | 32.00 | 16.99% | 17.64% | -0.94% | 11.14% | 35.91% | -7.96% |
| 21 | 长虹双渡 | PASS | 30.41 | 24.62% | 26.97% | -9.09% | 24.59% | 56.08% | 3.00% |
| 22 | 金振共振 | WATCH | 26.82 | 24.97% | 27.99% | -15.05% | 25.33% | 52.98% | 0.52% |
| 23 | 吸货窗口·ETF | WATCH | 22.00 | 12.62% | 14.29% | -6.80% | 10.13% | 30.66% | -13.73% |
中高波
| 排名 | 策略 | 闸门 | 综合分 | 收益中位 | 中间80% | P10 | MDD中位 | 跑赢GS | GS Alpha中位 |
|---|---|---|---|---|---|---|---|---|---|
| 1 | 潜龙吸水·三重吸筹 | PASS | 89.64 | 46.98% | 47.09% | 7.55% | 19.11% | 58.23% | 5.85% |
| 2 | 标准MX3共振 | PASS | 88.09 | 45.22% | 46.62% | 7.59% | 19.47% | 58.44% | 5.28% |
| 3 | xih3时空卖 | PASS | 86.82 | 48.72% | 49.21% | 3.91% | 21.83% | 56.71% | 7.39% |
| 4 | 乘势低吸v3(因果近似) | PASS | 74.61 | 43.17% | 46.33% | -0.28% | 24.37% | 66.67% | 6.77% |
| 5 | 避追高·短窗 | WATCH | 67.66 | 43.04% | 43.32% | 0.13% | 24.06% | 52.38% | 1.45% |
| 6 | 潜龙吸水·短窗口 | WATCH | 67.23 | 43.19% | 43.66% | -1.01% | 24.38% | 52.81% | 2.26% |
| 7 | 五信号投票 | WATCH | 62.95 | 44.13% | 43.78% | -2.63% | 24.81% | 51.95% | 1.13% |
| 8 | 蓄力启航 | WATCH | 62.64 | 34.67% | 37.61% | -0.81% | 17.88% | 46.75% | -2.34% |
| 9 | 潜龙吸水 | WATCH | 45.55 | 41.03% | 42.10% | -5.59% | 25.46% | 46.54% | -3.03% |
| 10 | 避追高·标准 | WATCH | 45.23 | 40.91% | 40.82% | -5.11% | 25.40% | 45.89% | -3.57% |
| 11 | 反转低吸·短窗 | WATCH | 43.64 | 31.96% | 33.58% | -1.71% | 22.23% | 44.59% | -3.62% |
| 12 | xih3筹码卖 | WATCH | 43.45 | 32.62% | 35.72% | -5.30% | 24.43% | 45.24% | -2.54% |
| 13 | 金线穿越 | WATCH | 40.68 | 31.29% | 37.81% | -13.38% | 30.41% | 48.48% | -1.27% |
| 14 | 潜龙吸水·主力版 | WATCH | 40.32 | 32.07% | 33.19% | -3.16% | 21.13% | 38.10% | -9.26% |
| 15 | GB吸筹终止 | WATCH | 39.27 | 26.14% | 25.76% | 1.50% | 13.22% | 32.90% | -12.58% |
| 16 | 三重共振 | WATCH | 37.30 | 24.40% | 23.76% | 2.32% | 11.20% | 31.60% | -14.81% |
| 17 | 金筹分池 | WATCH | 36.73 | 31.15% | 37.55% | -16.10% | 30.44% | 48.48% | -1.14% |
| 18 | 主力共振 | WATCH | 34.57 | 25.22% | 24.97% | -0.85% | 12.74% | 31.60% | -15.52% |
| 19 | 长虹双渡 | WATCH | 33.32 | 28.80% | 34.10% | -12.08% | 29.72% | 47.19% | -2.69% |
| 20 | 吸货窗口·ETF | WATCH | 33.27 | 20.90% | 24.11% | -2.26% | 11.18% | 33.62% | -15.43% |
| 21 | 反转低吸·标准 | WATCH | 31.27 | 29.25% | 31.52% | -3.45% | 22.78% | 39.39% | -6.42% |
| 22 | 吸筹拐点 | WATCH | 23.23 | 26.92% | 34.39% | -14.42% | 31.16% | 43.72% | -4.58% |
| 23 | 金振共振 | WATCH | 22.55 | 26.33% | 33.30% | -15.01% | 29.60% | 42.86% | -4.21% |
低波
| 排名 | 策略 | 闸门 | 综合分 | 收益中位 | 中间80% | P10 | MDD中位 | 跑赢GS | GS Alpha中位 |
|---|---|---|---|---|---|---|---|---|---|
| 1 | 潜龙吸水 | PASS | 71.91 | 26.36% | 25.75% | -0.56% | 13.42% | 67.38% | 11.28% |
| 2 | 潜龙吸水·三重吸筹 | PASS | 71.50 | 24.22% | 22.75% | -0.14% | 10.84% | 70.86% | 6.88% |
| 3 | 潜龙吸水·短窗口 | PASS | 70.61 | 25.59% | 25.50% | -0.45% | 13.22% | 67.68% | 10.74% |
| 4 | 金线穿越 | PASS | 69.86 | 30.84% | 26.59% | -10.48% | 18.15% | 78.96% | 12.34% |
| 5 | 吸筹拐点 | PASS | 68.20 | 29.60% | 25.91% | -8.83% | 18.18% | 78.66% | 11.76% |
| 6 | 五信号投票 | PASS | 66.34 | 25.77% | 25.27% | -0.56% | 13.26% | 67.38% | 10.42% |
| 7 | 避追高·短窗 | PASS | 65.59 | 25.33% | 25.00% | -0.43% | 13.18% | 67.38% | 10.40% |
| 8 | 避追高·标准 | PASS | 65.34 | 26.10% | 25.28% | -0.62% | 13.41% | 66.77% | 10.88% |
| 9 | 金筹分池 | PASS | 65.00 | 29.35% | 25.40% | -9.03% | 18.15% | 78.96% | 11.43% |
| 10 | 标准MX3共振 | PASS | 64.77 | 24.22% | 22.85% | -1.41% | 10.87% | 70.53% | 6.75% |
| 11 | xih3筹码卖 | PASS | 53.36 | 26.25% | 23.09% | -1.45% | 13.78% | 64.02% | 8.30% |
| 12 | 反转低吸·短窗 | PASS | 51.36 | 22.18% | 21.59% | -0.72% | 12.02% | 64.02% | 7.15% |
| 13 | xih3时空卖 | PASS | 47.05 | 24.00% | 22.70% | -0.82% | 13.42% | 65.24% | 7.92% |
| 14 | 反转低吸·标准 | PASS | 42.73 | 21.17% | 20.97% | -0.62% | 12.29% | 61.59% | 6.26% |
| 15 | 潜龙吸水·主力版 | PASS | 38.00 | 21.19% | 19.76% | -3.06% | 11.81% | 63.41% | 5.52% |
| 16 | 长虹双渡 | PASS | 36.86 | 20.15% | 20.22% | -3.50% | 15.83% | 68.60% | 7.09% |
| 17 | 金振共振 | PASS | 36.05 | 23.41% | 21.74% | -15.06% | 18.02% | 67.28% | 6.36% |
| 18 | 三重共振 | WATCH | 33.82 | 9.34% | 10.09% | -1.12% | 7.55% | 43.79% | -3.03% |
| 19 | GB吸筹终止 | WATCH | 30.18 | 9.83% | 9.88% | -1.05% | 9.50% | 44.65% | -2.08% |
| 20 | 蓄力启航 | WATCH | 28.73 | 13.37% | 13.65% | -2.25% | 12.47% | 50.00% | 0.02% |
| 21 | 主力共振 | WATCH | 27.41 | 8.77% | 9.50% | -0.98% | 9.35% | 42.02% | -2.35% |
| 22 | 乘势低吸v3(因果近似) | PASS | 26.32 | 16.25% | 17.11% | -2.89% | 16.08% | 66.16% | 1.49% |
| 23 | 吸货窗口·ETF | WATCH | 19.00 | 0.01% | 1.98% | -8.46% | 9.00% | 25.87% | -12.22% |
指标释义：收益中位=标的等权收益的中位数；中间80%=去掉最好/最差10%标的后的均值；P10=较差10%标的的收益分位；MDD=最大回撤；跑赢GS=策略收益高于裸GS基准的标的比例；GS Alpha=策略收益减GS收益；综合分=同组内10项指标百分位加权，Calmar不参与评分以避免派生项重复计权；PASS要求收益中位、去尾收益、GS Alpha为正且跑赢GS≥55%。