成交时点敏感性：T日收盘 vs T+1开盘

生成：2026-08-31｜同一信号、同一标的池、同费率，仅改变成交价与成交日。

个股：5332只，修复后全历史前复权OHLCV。
ETF：790只，前复权、统一最近800个有效交易日。
主回测口径：T日尾盘集合竞价收盘成交——信号在竞价前已固定；T+1开盘：仅作为涨跌停、停牌等尾盘无法成交时的压力测试。信号均仅使用T日及以前信息。红色收益变化代表压力测试相对主口径变差。

个股｜全池

策略	排名收盘→开盘	收益中位收盘→开盘	收益变化	MDD中位收盘→开盘	MDD变化	跑赢GS 收盘→开盘
潜龙吸水·主力版	1→1	43.83%→39.81%	-4.03pp	38.44%→39.34%	+0.90pp	74.1%→75.9%
潜龙吸水·三重吸筹	2→2	38.62%→37.80%	-0.82pp	45.96%→46.75%	+0.79pp	71.4%→74.0%
标准MX3共振	6→3	37.70%→35.33%	-2.37pp	46.95%→47.62%	+0.67pp	70.8%→73.5%
潜龙吸水·短窗口	4→6	41.78%→36.54%	-5.24pp	48.68%→49.42%	+0.74pp	69.4%→71.4%
潜龙吸水	8→11	40.20%→35.24%	-4.95pp	50.05%→50.75%	+0.69pp	69.0%→70.6%
反转低吸·短窗	12→10	37.05%→35.05%	-2.00pp	45.84%→46.26%	+0.41pp	67.2%→69.7%
金线穿越	22→23	-13.60%→-14.57%	-0.98pp	66.26%→66.46%	+0.19pp	45.9%→50.2%
xih3时空卖	15→15	32.58%→27.55%	-5.02pp	48.17%→48.86%	+0.69pp	67.6%→69.4%

个股｜中高波

策略	排名收盘→开盘	收益中位收盘→开盘	收益变化	MDD中位收盘→开盘	MDD变化	跑赢GS 收盘→开盘
潜龙吸水·主力版	1→1	44.59%→40.21%	-4.38pp	38.57%→39.43%	+0.86pp	74.0%→75.9%
潜龙吸水·三重吸筹	2→2	39.51%→38.67%	-0.85pp	46.08%→46.82%	+0.74pp	71.3%→73.9%
标准MX3共振	6→3	38.41%→36.30%	-2.11pp	47.14%→47.76%	+0.62pp	70.7%→73.4%
潜龙吸水·短窗口	4→6	42.42%→36.84%	-5.58pp	48.83%→49.49%	+0.67pp	69.3%→71.3%
潜龙吸水	8→11	40.60%→35.53%	-5.07pp	50.20%→50.88%	+0.68pp	68.9%→70.5%
反转低吸·短窗	12→10	37.28%→35.42%	-1.86pp	45.95%→46.41%	+0.46pp	67.0%→69.6%
金线穿越	24→23	-13.52%→-14.53%	-1.02pp	66.39%→66.59%	+0.20pp	45.8%→50.2%
xih3时空卖	15→15	33.07%→27.96%	-5.12pp	48.33%→48.97%	+0.65pp	67.6%→69.4%

个股｜低波

策略	排名收盘→开盘	收益中位收盘→开盘	收益变化	MDD中位收盘→开盘	MDD变化	跑赢GS 收盘→开盘
潜龙吸水·主力版	3→2	8.60%→10.01%	+1.41pp	21.92%→21.24%	-0.68pp	89.5%→84.2%
潜龙吸水·三重吸筹	14→8	5.37%→1.86%	-3.51pp	16.57%→15.81%	-0.76pp	81.6%→84.2%
标准MX3共振	12→7	6.08%→2.36%	-3.72pp	15.83%→16.20%	+0.38pp	84.2%→86.8%
潜龙吸水·短窗口	9→14	11.67%→8.46%	-3.20pp	27.06%→26.34%	-0.71pp	84.2%→81.6%
潜龙吸水	13→12	10.01%→8.84%	-1.18pp	27.28%→27.14%	-0.14pp	84.2%→81.6%
反转低吸·短窗	1→3	16.98%→15.38%	-1.59pp	23.48%→23.31%	-0.16pp	86.8%→81.6%
金线穿越	24→24	-21.99%→-20.90%	+1.10pp	38.93%→38.66%	-0.27pp	63.2%→50.0%
xih3时空卖	16→17	6.84%→3.47%	-3.37pp	28.00%→26.18%	-1.83pp	73.7%→73.7%

ETF｜全池

策略	排名收盘→开盘	收益中位收盘→开盘	收益变化	MDD中位收盘→开盘	MDD变化	跑赢GS 收盘→开盘
潜龙吸水·主力版	6→7	29.50%→28.53%	-0.97pp	16.35%→16.80%	+0.44pp	54.7%→55.3%
潜龙吸水·三重吸筹	1→1	32.83%→31.40%	-1.43pp	15.71%→16.02%	+0.31pp	59.8%→61.1%
标准MX3共振	2→2	32.03%→30.61%	-1.42pp	15.78%→16.22%	+0.44pp	58.4%→60.6%
潜龙吸水·短窗口	4→3	32.77%→32.96%	+0.19pp	19.91%→20.13%	+0.22pp	55.3%→55.9%
潜龙吸水	10→11	31.44%→30.73%	-0.71pp	20.81%→21.05%	+0.25pp	54.7%→54.8%
反转低吸·短窗	14→14	26.58%→25.79%	-0.79pp	18.25%→18.53%	+0.29pp	48.7%→50.9%
金线穿越	5→5	32.03%→31.06%	-0.97pp	26.87%→26.67%	-0.20pp	64.6%→65.4%
xih3时空卖	19→9	26.02%→27.91%	+1.88pp	20.33%→20.00%	-0.33pp	50.5%→55.1%

ETF｜中高波

策略	排名收盘→开盘	收益中位收盘→开盘	收益变化	MDD中位收盘→开盘	MDD变化	跑赢GS 收盘→开盘
潜龙吸水·主力版	4→3	35.49%→35.40%	-0.09pp	19.42%→19.67%	+0.26pp	44.4%→49.1%
潜龙吸水·三重吸筹	1→1	42.41%→42.59%	+0.18pp	19.44%→19.49%	+0.05pp	52.8%→56.5%
标准MX3共振	2→2	42.42%→41.31%	-1.11pp	19.60%→19.79%	+0.19pp	50.9%→56.9%
潜龙吸水·短窗口	6→7	36.69%→35.32%	-1.38pp	23.78%→23.82%	+0.04pp	44.8%→47.0%
潜龙吸水	13→13	35.60%→34.27%	-1.33pp	24.96%→25.06%	+0.09pp	43.3%→45.9%
反转低吸·短窗	21→15	28.44%→28.47%	+0.04pp	21.87%→21.82%	-0.04pp	37.2%→41.8%
金线穿越	8→10	33.65%→31.96%	-1.68pp	30.29%→30.19%	-0.10pp	51.3%→54.5%
xih3时空卖	18→6	31.27%→35.30%	+4.03pp	23.99%→23.67%	-0.32pp	40.0%→50.0%

ETF｜低波

策略	排名收盘→开盘	收益中位收盘→开盘	收益变化	MDD中位收盘→开盘	MDD变化	跑赢GS 收盘→开盘
潜龙吸水·主力版	11→11	23.62%→23.42%	-0.20pp	12.05%→12.21%	+0.16pp	69.2%→64.0%
潜龙吸水·三重吸筹	1→1	25.54%→24.14%	-1.40pp	11.75%→12.04%	+0.29pp	70.5%→68.2%
标准MX3共振	4→7	25.44%→23.95%	-1.49pp	11.88%→12.06%	+0.18pp	69.9%→66.2%
潜龙吸水·短窗口	9→3	27.90%→27.55%	-0.35pp	13.18%→13.71%	+0.53pp	70.1%→68.6%
潜龙吸水	8→6	28.49%→28.45%	-0.04pp	13.50%→13.88%	+0.38pp	70.7%→67.4%
反转低吸·短窗	13→12	22.46%→22.60%	+0.14pp	12.08%→11.93%	-0.15pp	64.9%→63.7%
金线穿越	3→2	29.74%→29.62%	-0.12pp	18.31%→18.18%	-0.13pp	83.2%→80.8%
xih3时空卖	16→15	21.05%→20.79%	-0.25pp	13.65%→13.15%	-0.50pp	65.2%→62.2%

排名为同池同波动层、10项百分位加权分；PASS门槛：收益中位、去尾收益、GS Alpha为正，且跑赢GS≥55%。本报告是缓存研究复算；限价、涨跌停无法成交、冲击成本尚未模拟。