多指标加权综合排序
同资产池、同波动层内的百分位评分｜总权重100%｜先过收益/超额闸门，再看总分
算法
总分 = Σ（指标在本组内的百分位得分 × 权重）。每一项先把策略在相同ETF/个股、相同波动层中排序为0–100分，再加权；收益类越高越好，回撤/失效率越低越好。
22%收益中位
典型标的绝对收益
典型标的绝对收益
15%中间80%收益
排除最强/最弱10%后的普适收益
排除最强/最弱10%后的普适收益
12%P10收益
尾部常态，越高越好
尾部常态，越高越好
14%跑赢GS
相对裸GS的覆盖率
相对裸GS的覆盖率
10%GS Alpha
相对GS的典型超额
相对GS的典型超额
10%MDD中位
典型最大回撤，越低越好
典型最大回撤，越低越好
7%MDD P75
压力回撤，越低越好
压力回撤，越低越好
5%失效率
Calmar<1比例，越低越好
Calmar<1比例，越低越好
3%盈亏比
每次赢亏幅度关系
每次赢亏幅度关系
2%胜率
盈利轮次占比
盈利轮次占比
Calmar不参与总分：它本身由收益与最大回撤派生，纳入会重复计分。轮次、持仓天也不参与，因为高频/低频不是天然优劣，而是风格。PASS闸门：收益中位、去尾收益、GS Alpha为正，且跑赢GS≥55%；未过闸门的分数仍保留，仅用于观察，不推荐直接激活。
ETF｜全池
| # | 策略 | 总分 | 闸门 | 收益中位 | 中间80% | P10 | MDD | MDD P75 | 跑赢GS | GS Alpha | 失效率 | 胜率 | 盈亏比 | Calmar （不计分） |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 1 | 潜龙吸水·三重吸筹 生产近似 | 92.88 | PASS | 8.22% | 4.77% | -84.13% | 18.59% | 36.92% | 64.90% | 13.01% | 56.51% | 50.00% | 1.71 | 0.62 |
| 2 | 三重共振 生产近似 | 91.00 | PASS | 7.32% | 7.20% | -84.81% | 10.62% | 18.59% | 59.64% | 7.92% | 52.01% | 50.00% | 2.03 | 0.90 |
| 3 | 标准MX3共振 三信号 | 88.42 | PASS | 7.36% | 3.39% | -83.88% | 18.78% | 39.16% | 63.90% | 11.72% | 57.20% | 50.00% | 1.68 | 0.56 |
| 4 | 蓄力启航 命名策略 | 87.96 | PASS | 6.85% | 9.68% | -73.62% | 21.88% | 32.94% | 60.56% | 6.23% | 59.73% | 42.86% | 1.98 | 0.48 |
| 5 | 吸货窗口·ETF 命名策略 | 86.83 | PASS | 3.68% | 6.86% | -70.68% | 11.28% | 17.68% | 59.02% | 9.30% | 59.61% | 50.00% | 1.52 | 0.39 |
| 6 | 主力共振 生产近似 | 82.46 | PASS | 4.74% | 4.29% | -84.72% | 14.75% | 23.05% | 59.35% | 6.19% | 61.09% | 48.48% | 1.69 | 0.48 |
| 7 | GB吸筹终止 双信号 | 80.83 | PASS | 5.24% | 3.95% | -85.10% | 15.41% | 24.39% | 60.21% | 4.99% | 60.97% | 48.07% | 1.65 | 0.51 |
| 8 | 潜龙吸水·主力版 生产近似 | 71.12 | WATCH | 2.79% | -5.03% | -86.41% | 23.67% | 45.45% | 58.90% | 5.34% | 66.21% | 47.37% | 1.50 | 0.19 |
| 9 | xih3时空卖 双信号 | 64.58 | WATCH | -4.07% | -20.23% | -88.30% | 30.85% | 90.54% | 54.45% | 5.31% | 72.70% | 46.74% | 1.29 | -0.25 |
| 10 | 反转低吸·短窗 发散变体 | 59.92 | WATCH | -4.51% | -20.98% | -89.09% | 29.84% | 90.40% | 52.10% | 1.78% | 75.67% | 44.06% | 1.41 | -0.24 |
| 11 | 潜龙吸水·短窗口 生产近似 | 52.79 | WATCH | -7.83% | -24.87% | -88.71% | 36.22% | 90.60% | 51.16% | 0.72% | 75.99% | 46.67% | 1.25 | -0.36 |
| 12 | 避追高·短窗 排除组合 | 52.71 | WATCH | -7.47% | -24.84% | -88.74% | 35.93% | 90.60% | 50.93% | 0.38% | 76.44% | 46.67% | 1.23 | -0.35 |
| 13 | 乘势低吸v3(因果近似) 生产近似 | 51.71 | WATCH | -8.40% | -22.22% | -90.09% | 39.60% | 90.49% | 55.87% | 0.21% | 73.22% | 38.71% | 1.59 | -0.28 |
| 14 | 反转低吸·标准 发散变体 | 49.08 | WATCH | -6.75% | -24.91% | -89.31% | 32.44% | 90.48% | 49.03% | -0.67% | 77.69% | 44.15% | 1.32 | -0.35 |
| 15 | 五信号投票 发散变体 | 45.29 | WATCH | -11.94% | -28.02% | -88.71% | 39.65% | 90.66% | 49.29% | -0.35% | 76.81% | 47.06% | 1.20 | -0.45 |
| 16 | 潜龙吸水 生产近似 | 38.04 | WATCH | -18.08% | -32.59% | -89.08% | 46.46% | 90.70% | 47.20% | -1.58% | 78.23% | 47.06% | 1.15 | -0.54 |
| 17 | 避追高·标准 排除组合 | 36.37 | WATCH | -17.95% | -32.62% | -89.15% | 45.69% | 90.70% | 46.67% | -1.90% | 78.61% | 47.06% | 1.15 | -0.53 |
| 18 | xih3筹码卖 双信号 | 30.42 | WATCH | -80.36% | -47.64% | -90.61% | 90.25% | 91.13% | 40.69% | -4.91% | 82.95% | 50.00% | 0.76 | -0.89 |
| 19 | 长虹双渡 生产近似 | 21.38 | WATCH | -88.06% | -82.17% | -92.47% | 91.24% | 92.53% | 25.72% | -80.38% | 96.76% | 40.00% | 0.56 | -0.96 |
| 20 | 沉底金拐 生产近似 | 21.04 | WATCH | -88.44% | -80.37% | -92.47% | 91.18% | 92.49% | 24.85% | -77.65% | 96.60% | 33.33% | 0.35 | -0.96 |
| 21 | 金振共振 命名策略 | 17.67 | WATCH | -88.26% | -81.92% | -92.64% | 91.44% | 92.56% | 22.78% | -76.21% | 96.46% | 33.33% | 0.32 | -0.96 |
| 22 | 金筹分池 命名策略 | 12.25 | WATCH | -88.50% | -87.71% | -93.00% | 91.63% | 92.74% | 22.92% | -83.50% | 99.18% | 33.33% | 0.37 | -0.96 |
| 23 | 双讯金出·个股版 命名策略 | 6.29 | WATCH | -88.55% | -87.81% | -93.19% | 91.63% | 92.77% | 22.89% | -83.89% | 99.25% | 33.33% | 0.38 | -0.96 |
| 24 | 吸筹拐点 命名策略 | 5.23 | WATCH | -88.53% | -87.86% | -93.07% | 91.71% | 92.76% | 22.21% | -83.71% | 99.40% | 33.33% | 0.37 | -0.96 |
| 25 | 金线穿越 命名策略 | 3.73 | WATCH | -88.63% | -87.92% | -92.97% | 91.67% | 92.80% | 21.77% | -83.34% | 99.40% | 33.33% | 0.35 | -0.97 |
ETF｜中高波
| # | 策略 | 总分 | 闸门 | 收益中位 | 中间80% | P10 | MDD | MDD P75 | 跑赢GS | GS Alpha | 失效率 | 胜率 | 盈亏比 | Calmar （不计分） |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 1 | 蓄力启航 | 95.71 | PASS | 13.37% | 19.52% | -28.18% | 24.82% | 34.16% | 59.67% | 7.46% | 55.97% | 42.86% | 2.19 | 0.65 |
| 2 | 吸货窗口·ETF | 95.08 | WATCH | 8.55% | 6.10% | -85.21% | 14.74% | 23.74% | 54.96% | 5.11% | 53.99% | 56.25% | 1.60 | 0.76 |
| 3 | 三重共振 | 87.88 | WATCH | 8.68% | 0.37% | -87.46% | 16.14% | 25.89% | 50.83% | 0.64% | 58.15% | 50.00% | 1.67 | 0.68 |
| 4 | GB吸筹终止 | 83.54 | WATCH | 7.09% | -2.44% | -87.35% | 20.00% | 33.25% | 51.65% | 0.88% | 63.05% | 48.00% | 1.50 | 0.41 |
| 5 | 主力共振 | 81.50 | WATCH | 4.55% | -2.29% | -86.90% | 19.01% | 31.24% | 49.66% | -0.38% | 64.79% | 48.28% | 1.49 | 0.23 |
| 6 | 潜龙吸水·三重吸筹 | 80.54 | WATCH | 0.72% | -10.60% | -86.70% | 31.58% | 90.69% | 51.71% | 1.20% | 68.72% | 47.73% | 1.45 | 0.03 |
| 7 | 乘势低吸v3(因果近似) | 78.46 | WATCH | 4.11% | -0.65% | -89.15% | 37.07% | 74.83% | 57.81% | 0.94% | 64.52% | 38.00% | 1.99 | 0.10 |
| 8 | 标准MX3共振 | 74.12 | WATCH | -1.37% | -12.87% | -86.70% | 32.75% | 90.70% | 50.48% | 0.34% | 70.10% | 47.83% | 1.38 | -0.06 |
| 9 | 潜龙吸水·主力版 | 69.25 | WATCH | -4.24% | -14.63% | -86.97% | 34.79% | 90.55% | 48.42% | -1.67% | 73.94% | 47.37% | 1.30 | -0.17 |
| 10 | xih3时空卖 | 58.88 | WATCH | -24.62% | -36.21% | -89.08% | 51.49% | 90.96% | 40.00% | -23.94% | 82.19% | 45.96% | 1.16 | -0.64 |
| 11 | 反转低吸·短窗 | 56.42 | WATCH | -25.78% | -36.61% | -89.20% | 48.04% | 90.79% | 37.17% | -25.23% | 85.46% | 42.86% | 1.20 | -0.62 |
| 12 | 避追高·短窗 | 53.60 | WATCH | -30.10% | -39.74% | -88.77% | 55.76% | 90.88% | 35.62% | -23.75% | 86.85% | 45.65% | 1.11 | -0.72 |
| 13 | 潜龙吸水·短窗口 | 50.52 | WATCH | -31.01% | -40.09% | -88.80% | 56.35% | 90.88% | 35.89% | -24.85% | 87.12% | 45.45% | 1.12 | -0.74 |
| 14 | 反转低吸·标准 | 47.29 | WATCH | -28.62% | -40.51% | -89.53% | 53.05% | 90.85% | 33.74% | -31.53% | 87.11% | 42.86% | 1.19 | -0.71 |
| 15 | 五信号投票 | 46.15 | WATCH | -42.82% | -43.71% | -88.56% | 65.42% | 90.95% | 33.84% | -29.85% | 88.22% | 46.15% | 1.09 | -0.78 |
| 16 | 潜龙吸水 | 38.00 | WATCH | -59.51% | -45.93% | -89.26% | 76.31% | 90.98% | 32.47% | -36.69% | 87.95% | 46.02% | 1.08 | -0.81 |
| 17 | 避追高·标准 | 35.06 | WATCH | -59.58% | -45.93% | -89.52% | 76.55% | 90.97% | 32.19% | -35.18% | 88.22% | 45.95% | 1.06 | -0.81 |
| 18 | xih3筹码卖 | 30.42 | WATCH | -82.09% | -57.22% | -91.26% | 90.76% | 91.69% | 30.14% | -57.71% | 89.59% | 49.06% | 0.78 | -0.90 |
| 19 | 金振共振 | 22.96 | WATCH | -88.07% | -85.38% | -93.80% | 92.29% | 93.24% | 14.29% | -93.12% | 97.25% | 28.57% | 0.42 | -0.95 |
| 20 | 长虹双渡 | 18.96 | WATCH | -88.66% | -87.60% | -93.83% | 92.35% | 93.30% | 13.31% | -96.34% | 99.31% | 38.10% | 0.64 | -0.95 |
| 21 | 沉底金拐 | 17.71 | WATCH | -89.00% | -87.32% | -93.78% | 92.29% | 93.32% | 12.07% | -95.33% | 98.08% | 33.33% | 0.39 | -0.96 |
| 22 | 金筹分池 | 11.69 | WATCH | -88.90% | -88.12% | -94.09% | 92.51% | 93.78% | 12.33% | -97.60% | 99.45% | 33.33% | 0.51 | -0.96 |
| 23 | 金线穿越 | 8.21 | WATCH | -89.02% | -88.29% | -94.04% | 92.54% | 93.60% | 11.64% | -97.48% | 99.59% | 30.00% | 0.50 | -0.95 |
| 24 | 吸筹拐点 | 4.58 | WATCH | -89.06% | -88.33% | -93.88% | 92.55% | 93.78% | 11.10% | -97.89% | 99.73% | 33.33% | 0.48 | -0.96 |
| 25 | 双讯金出·个股版 | 3.48 | WATCH | -89.15% | -88.36% | -94.02% | 92.54% | 93.87% | 11.64% | -98.32% | 99.45% | 33.33% | 0.50 | -0.96 |
ETF｜低波
| # | 策略 | 总分 | 闸门 | 收益中位 | 中间80% | P10 | MDD | MDD P75 | 跑赢GS | GS Alpha | 失效率 | 胜率 | 盈亏比 | Calmar （不计分） |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 1 | 潜龙吸水·三重吸筹 | 96.04 | PASS | 14.19% | 16.30% | -2.87% | 10.29% | 14.46% | 81.75% | 37.97% | 40.88% | 50.86% | 2.15 | 1.59 |
| 2 | 标准MX3共振 | 93.38 | PASS | 13.34% | 16.50% | -3.62% | 10.33% | 14.71% | 81.05% | 37.02% | 40.70% | 52.00% | 2.14 | 1.59 |
| 3 | 三重共振 | 91.08 | PASS | 5.88% | 8.71% | -2.50% | 7.45% | 9.52% | 72.53% | 18.14% | 43.03% | 57.14% | 2.62 | 1.32 |
| 4 | 主力共振 | 81.79 | PASS | 4.91% | 6.07% | -7.94% | 9.44% | 16.34% | 71.21% | 16.24% | 56.57% | 50.00% | 1.87 | 0.76 |
| 5 | 潜龙吸水·主力版 | 80.29 | PASS | 6.66% | 6.91% | -85.03% | 14.20% | 24.86% | 71.69% | 17.15% | 56.78% | 47.37% | 1.73 | 0.76 |
| 6 | GB吸筹终止 | 75.79 | PASS | 4.65% | 5.96% | -8.31% | 9.73% | 17.16% | 70.71% | 14.34% | 58.42% | 48.21% | 1.80 | 0.65 |
| 7 | xih3时空卖 | 74.79 | WATCH | 4.07% | -1.03% | -87.93% | 16.40% | 30.88% | 71.83% | 37.14% | 61.29% | 47.83% | 1.52 | 0.38 |
| 8 | 反转低吸·短窗 | 67.44 | WATCH | 3.60% | -2.24% | -88.86% | 16.51% | 30.13% | 70.02% | 35.43% | 63.92% | 46.51% | 1.68 | 0.40 |
| 9 | 吸货窗口·ETF | 62.25 | PASS | 0.08% | 2.07% | -8.34% | 8.55% | 10.93% | 65.43% | 15.67% | 68.48% | 50.00% | 1.29 | 0.00 |
| 10 | 潜龙吸水·短窗口 | 61.94 | WATCH | 2.37% | -6.48% | -88.61% | 19.20% | 90.04% | 69.52% | 28.57% | 62.60% | 49.12% | 1.53 | 0.25 |
| 11 | 避追高·短窗 | 58.46 | WATCH | 2.34% | -6.80% | -88.71% | 19.07% | 90.04% | 69.36% | 27.73% | 63.92% | 49.02% | 1.52 | 0.24 |
| 12 | 蓄力启航 | 57.21 | WATCH | 3.34% | -0.71% | -88.94% | 16.69% | 29.66% | 61.64% | 4.64% | 64.32% | 42.86% | 1.79 | 0.30 |
| 13 | 反转低吸·标准 | 56.83 | WATCH | 2.39% | -6.16% | -89.18% | 18.39% | 35.10% | 67.38% | 26.05% | 66.39% | 46.15% | 1.63 | 0.26 |
| 14 | 五信号投票 | 54.50 | WATCH | 1.55% | -9.03% | -88.81% | 19.88% | 90.12% | 67.87% | 26.98% | 63.10% | 49.21% | 1.49 | 0.21 |
| 15 | 潜龙吸水 | 45.08 | WATCH | 0.28% | -16.45% | -89.01% | 22.87% | 90.24% | 64.91% | 15.01% | 66.56% | 50.00% | 1.35 | 0.05 |
| 16 | 避追高·标准 | 41.92 | WATCH | 0.28% | -16.53% | -89.06% | 23.12% | 90.25% | 64.09% | 14.39% | 67.05% | 50.00% | 1.34 | 0.05 |
| 17 | xih3筹码卖 | 33.79 | WATCH | -12.71% | -36.12% | -90.14% | 31.32% | 90.36% | 53.38% | 1.29% | 74.96% | 51.35% | 0.69 | -0.80 |
| 18 | 乘势低吸v3(因果近似) | 29.38 | WATCH | -78.85% | -43.42% | -90.25% | 89.94% | 90.70% | 53.54% | 0.03% | 83.69% | 39.47% | 0.95 | -0.89 |
| 19 | 长虹双渡 | 24.33 | WATCH | -87.59% | -70.48% | -90.59% | 90.55% | 90.99% | 40.87% | -1.58% | 93.63% | 42.86% | 0.46 | -0.97 |
| 20 | 沉底金拐 | 21.50 | WATCH | -87.71% | -70.51% | -90.41% | 90.61% | 90.97% | 40.50% | -1.71% | 94.79% | 40.00% | 0.27 | -0.97 |
| 21 | 双讯金出·个股版 | 13.44 | WATCH | -88.22% | -87.27% | -90.67% | 90.84% | 91.37% | 36.41% | -1.99% | 99.01% | 41.67% | 0.27 | -0.97 |
| 22 | 金筹分池 | 10.54 | WATCH | -88.29% | -87.25% | -90.74% | 90.88% | 91.35% | 35.70% | -2.20% | 98.84% | 40.00% | 0.26 | -0.97 |
| 23 | 吸筹拐点 | 9.10 | WATCH | -88.16% | -87.42% | -90.82% | 90.89% | 91.43% | 35.58% | -2.02% | 99.01% | 40.00% | 0.27 | -0.97 |
| 24 | 金振共振 | 5.58 | WATCH | -88.42% | -77.23% | -91.12% | 90.79% | 91.38% | 33.11% | -2.61% | 95.48% | 33.33% | 0.24 | -0.97 |
| 25 | 金线穿越 | 3.54 | WATCH | -88.30% | -87.56% | -90.87% | 90.89% | 91.42% | 33.94% | -2.03% | 99.18% | 40.00% | 0.25 | -0.97 |
个股｜全池
| # | 策略 | 总分 | 闸门 | 收益中位 | 中间80% | P10 | MDD | MDD P75 | 跑赢GS | GS Alpha | 失效率 | 胜率 | 盈亏比 | Calmar （不计分） |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 1 | 潜龙吸水·三重吸筹 生产近似 | 87.08 | PASS | 36.34% | 47.31% | -37.04% | 46.54% | 57.02% | 74.75% | 46.80% | 52.30% | 47.62% | 1.55 | 0.88 |
| 2 | 潜龙吸水·短窗口 生产近似 | 81.83 | PASS | 38.86% | 48.83% | -42.61% | 49.25% | 60.38% | 72.65% | 46.96% | 53.35% | 48.84% | 1.45 | 0.84 |
| 3 | 避追高·短窗 排除组合 | 78.81 | PASS | 38.62% | 48.19% | -43.09% | 49.10% | 60.26% | 72.35% | 46.47% | 53.48% | 48.78% | 1.45 | 0.84 |
| 4 | 标准MX3共振 三信号 | 76.73 | PASS | 34.33% | 46.15% | -38.31% | 47.38% | 58.04% | 74.23% | 45.77% | 53.48% | 47.62% | 1.52 | 0.82 |
| 5 | 潜龙吸水·主力版 生产近似 | 70.04 | PASS | 28.59% | 38.28% | -35.24% | 40.90% | 51.60% | 73.34% | 40.82% | 54.32% | 47.27% | 1.54 | 0.74 |
| 6 | xih3时空卖 双信号 | 69.83 | PASS | 34.96% | 44.56% | -41.82% | 47.92% | 58.72% | 72.13% | 45.34% | 54.02% | 47.83% | 1.44 | 0.79 |
| 7 | 五信号投票 发散变体 | 68.17 | PASS | 36.31% | 47.32% | -46.03% | 50.92% | 62.28% | 71.94% | 45.77% | 54.76% | 48.89% | 1.42 | 0.76 |
| 8 | 潜龙吸水 生产近似 | 65.12 | PASS | 35.56% | 46.72% | -46.22% | 50.68% | 61.78% | 71.98% | 44.84% | 54.68% | 49.02% | 1.42 | 0.77 |
| 9 | 反转低吸·短窗 发散变体 | 65.12 | PASS | 33.84% | 42.00% | -41.23% | 46.45% | 57.24% | 70.79% | 42.22% | 54.00% | 47.83% | 1.52 | 0.80 |
| 10 | 避追高·标准 排除组合 | 64.29 | PASS | 35.39% | 45.98% | -45.96% | 50.64% | 61.89% | 71.68% | 45.03% | 54.64% | 49.02% | 1.42 | 0.76 |
| 11 | 主力共振 生产近似 | 62.83 | PASS | 13.84% | 18.35% | -28.38% | 29.72% | 38.74% | 71.37% | 29.15% | 61.02% | 47.83% | 1.49 | 0.50 |
| 12 | GB吸筹终止 双信号 | 60.29 | PASS | 13.80% | 18.83% | -29.15% | 31.13% | 40.17% | 71.53% | 28.78% | 61.56% | 47.06% | 1.50 | 0.48 |
| 13 | 反转低吸·标准 发散变体 | 58.58 | PASS | 32.43% | 40.33% | -42.58% | 47.12% | 58.58% | 70.68% | 41.98% | 55.04% | 48.00% | 1.48 | 0.73 |
| 14 | 潜龙吸水·个股 命名策略 | 56.46 | PASS | 19.51% | 27.65% | -39.83% | 41.63% | 52.34% | 69.27% | 32.30% | 60.12% | 44.83% | 1.59 | 0.51 |
| 15 | 三重共振 生产近似 | 53.83 | PASS | 9.89% | 14.31% | -29.47% | 30.17% | 39.39% | 69.77% | 26.03% | 65.04% | 46.67% | 1.48 | 0.36 |
| 16 | xih3筹码卖 双信号 | 51.96 | PASS | 31.80% | 43.39% | -46.18% | 52.03% | 62.64% | 71.19% | 42.23% | 55.84% | 51.11% | 1.30 | 0.66 |
| 17 | 蓄力启航 命名策略 | 45.92 | PASS | 7.82% | 15.57% | -44.67% | 43.06% | 53.85% | 69.50% | 22.42% | 68.34% | 39.39% | 1.88 | 0.19 |
| 18 | 沉底金拐 生产近似 | 28.83 | WATCH | -5.79% | 3.97% | -61.72% | 62.16% | 71.97% | 58.75% | 11.07% | 78.05% | 41.67% | 1.67 | -0.10 |
| 19 | 长虹双渡 生产近似 | 26.58 | WATCH | -5.12% | 3.71% | -62.51% | 62.63% | 73.01% | 58.26% | 10.50% | 78.33% | 41.67% | 1.71 | -0.09 |
| 20 | 乘势低吸v3(因果近似) 生产近似 | 18.50 | WATCH | -14.61% | -5.55% | -62.11% | 59.26% | 69.38% | 57.93% | 3.45% | 80.55% | 36.51% | 1.83 | -0.27 |
| 21 | 双讯金出·个股版 命名策略 | 15.12 | WATCH | -12.46% | -3.67% | -68.13% | 67.20% | 77.20% | 53.47% | 3.90% | 81.88% | 40.00% | 1.70 | -0.20 |
| 22 | 金筹分池 命名策略 | 14.04 | WATCH | -13.83% | -4.17% | -66.74% | 66.48% | 76.22% | 52.79% | 3.43% | 81.34% | 40.00% | 1.74 | -0.22 |
| 23 | 吸筹拐点 命名策略 | 13.25 | WATCH | -12.99% | -4.38% | -67.81% | 66.98% | 76.86% | 53.36% | 3.80% | 81.68% | 40.00% | 1.68 | -0.21 |
| 24 | 金线穿越 命名策略 | 9.83 | WATCH | -15.01% | -5.17% | -67.00% | 66.28% | 75.85% | 52.27% | 2.74% | 81.58% | 38.46% | 1.74 | -0.24 |
| 25 | 金振共振 命名策略 | 6.92 | WATCH | -16.89% | -7.91% | -66.38% | 65.23% | 74.62% | 51.23% | 1.45% | 82.32% | 37.50% | 1.61 | -0.28 |
个股｜中高波
| # | 策略 | 总分 | 闸门 | 收益中位 | 中间80% | P10 | MDD | MDD P75 | 跑赢GS | GS Alpha | 失效率 | 胜率 | 盈亏比 | Calmar （不计分） |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 1 | 潜龙吸水·三重吸筹 | 87.21 | PASS | 36.91% | 47.72% | -37.14% | 46.66% | 57.15% | 74.68% | 47.31% | 52.22% | 47.62% | 1.55 | 0.89 |
| 2 | 潜龙吸水·短窗口 | 81.42 | PASS | 39.33% | 49.21% | -42.77% | 49.42% | 60.49% | 72.62% | 47.22% | 53.28% | 48.84% | 1.45 | 0.84 |
| 3 | 避追高·短窗 | 78.92 | PASS | 38.84% | 48.57% | -43.24% | 49.27% | 60.36% | 72.32% | 46.99% | 53.37% | 48.78% | 1.45 | 0.84 |
| 4 | 标准MX3共振 | 77.04 | PASS | 35.11% | 46.55% | -38.52% | 47.48% | 58.12% | 74.17% | 46.02% | 53.41% | 47.62% | 1.52 | 0.82 |
| 5 | 潜龙吸水·主力版 | 70.04 | PASS | 28.82% | 38.59% | -35.45% | 40.98% | 51.67% | 73.27% | 41.07% | 54.28% | 47.27% | 1.55 | 0.75 |
| 6 | xih3时空卖 | 70.04 | PASS | 35.37% | 44.90% | -42.10% | 48.06% | 58.80% | 72.06% | 45.62% | 53.96% | 47.83% | 1.44 | 0.79 |
| 7 | 五信号投票 | 67.04 | PASS | 36.92% | 47.69% | -46.60% | 51.14% | 62.35% | 71.89% | 45.96% | 54.71% | 48.94% | 1.42 | 0.76 |
| 8 | 潜龙吸水 | 66.12 | PASS | 35.96% | 47.06% | -46.33% | 50.77% | 61.84% | 71.93% | 45.14% | 54.66% | 49.02% | 1.42 | 0.77 |
| 9 | 反转低吸·短窗 | 64.92 | PASS | 34.31% | 42.26% | -41.36% | 46.54% | 57.38% | 70.72% | 42.42% | 53.98% | 47.83% | 1.52 | 0.80 |
| 10 | 避追高·标准 | 64.29 | PASS | 35.61% | 46.32% | -46.14% | 50.73% | 62.00% | 71.62% | 45.48% | 54.60% | 49.02% | 1.42 | 0.76 |
| 11 | 主力共振 | 62.83 | PASS | 13.97% | 18.49% | -28.44% | 29.85% | 38.80% | 71.26% | 29.29% | 60.93% | 47.83% | 1.50 | 0.50 |
| 12 | GB吸筹终止 | 60.29 | PASS | 13.94% | 18.97% | -29.30% | 31.24% | 40.27% | 71.40% | 29.01% | 61.53% | 47.06% | 1.50 | 0.48 |
| 13 | 反转低吸·标准 | 58.58 | PASS | 32.62% | 40.58% | -42.68% | 47.27% | 58.62% | 70.60% | 42.07% | 55.02% | 48.00% | 1.48 | 0.74 |
| 14 | 潜龙吸水·个股 | 56.46 | PASS | 19.70% | 27.85% | -39.93% | 41.78% | 52.50% | 69.19% | 32.36% | 60.10% | 44.83% | 1.59 | 0.51 |
| 15 | 三重共振 | 53.83 | PASS | 10.12% | 14.45% | -29.58% | 30.25% | 39.53% | 69.69% | 26.06% | 64.93% | 46.67% | 1.49 | 0.36 |
| 16 | xih3筹码卖 | 51.96 | PASS | 32.33% | 43.79% | -46.41% | 52.15% | 62.71% | 71.15% | 42.45% | 55.73% | 51.11% | 1.30 | 0.67 |
| 17 | 蓄力启航 | 45.92 | PASS | 7.96% | 15.76% | -44.78% | 43.15% | 53.94% | 69.37% | 22.45% | 68.22% | 39.39% | 1.89 | 0.19 |
| 18 | 沉底金拐 | 28.83 | WATCH | -5.73% | 4.07% | -61.92% | 62.26% | 72.05% | 58.64% | 11.07% | 78.07% | 41.67% | 1.68 | -0.10 |
| 19 | 长虹双渡 | 26.58 | WATCH | -5.14% | 3.82% | -62.71% | 62.83% | 73.11% | 58.17% | 10.38% | 78.33% | 41.67% | 1.72 | -0.09 |
| 20 | 乘势低吸v3(因果近似) | 18.50 | WATCH | -14.51% | -5.42% | -62.22% | 59.41% | 69.47% | 57.90% | 3.45% | 80.47% | 36.54% | 1.83 | -0.26 |
| 21 | 双讯金出·个股版 | 15.12 | WATCH | -12.40% | -3.57% | -68.20% | 67.36% | 77.24% | 53.49% | 3.94% | 81.90% | 40.00% | 1.71 | -0.20 |
| 22 | 金筹分池 | 14.04 | WATCH | -13.77% | -4.09% | -66.88% | 66.62% | 76.27% | 52.76% | 3.43% | 81.36% | 40.00% | 1.74 | -0.22 |
| 23 | 吸筹拐点 | 13.25 | WATCH | -12.87% | -4.31% | -68.01% | 67.06% | 76.92% | 53.38% | 3.82% | 81.68% | 40.00% | 1.68 | -0.21 |
| 24 | 金线穿越 | 9.83 | WATCH | -14.99% | -5.10% | -67.14% | 66.40% | 75.91% | 52.27% | 2.69% | 81.58% | 38.46% | 1.75 | -0.24 |
| 25 | 金振共振 | 6.92 | WATCH | -16.90% | -7.89% | -66.52% | 65.36% | 74.68% | 51.18% | 1.41% | 82.33% | 37.50% | 1.62 | -0.28 |
个股｜低波
| # | 策略 | 总分 | 闸门 | 收益中位 | 中间80% | P10 | MDD | MDD P75 | 跑赢GS | GS Alpha | 失效率 | 胜率 | 盈亏比 | Calmar （不计分） |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 1 | 反转低吸·短窗 | 83.38 | PASS | 15.01% | 13.87% | -25.28% | 23.23% | 27.90% | 81.58% | 27.10% | 57.89% | 46.25% | 1.46 | 0.84 |
| 2 | 反转低吸·标准 | 76.00 | PASS | 12.54% | 13.50% | -28.02% | 24.91% | 30.69% | 81.58% | 31.34% | 57.89% | 47.67% | 1.39 | 0.50 |
| 3 | 潜龙吸水·主力版 | 74.75 | PASS | 7.92% | 7.51% | -19.23% | 20.26% | 24.34% | 84.21% | 29.70% | 60.53% | 47.00% | 1.35 | 0.37 |
| 4 | 潜龙吸水·个股 | 73.04 | PASS | 10.26% | 8.63% | -21.83% | 20.53% | 24.50% | 81.58% | 29.06% | 63.16% | 45.70% | 1.53 | 0.47 |
| 5 | 潜龙吸水·三重吸筹 | 72.79 | PASS | 5.10% | 6.81% | -15.33% | 15.55% | 20.43% | 84.21% | 24.98% | 63.16% | 46.15% | 1.44 | 0.42 |
| 6 | 主力共振 | 70.33 | PASS | 2.93% | 3.93% | -13.06% | 13.55% | 17.75% | 86.84% | 23.88% | 73.68% | 46.16% | 1.38 | 0.23 |
| 7 | 标准MX3共振 | 70.12 | PASS | 6.00% | 6.47% | -15.33% | 15.91% | 20.59% | 81.58% | 23.95% | 63.16% | 48.46% | 1.44 | 0.43 |
| 8 | 五信号投票 | 67.71 | PASS | 14.46% | 9.85% | -25.58% | 26.11% | 29.69% | 78.95% | 21.54% | 60.53% | 48.07% | 1.34 | 0.53 |
| 9 | GB吸筹终止 | 67.46 | PASS | 0.60% | 3.89% | -13.44% | 13.82% | 17.34% | 89.47% | 21.42% | 65.79% | 46.51% | 1.45 | 0.04 |
| 10 | 潜龙吸水 | 66.54 | PASS | 11.00% | 12.91% | -27.76% | 26.10% | 32.83% | 78.95% | 24.25% | 57.89% | 49.32% | 1.36 | 0.39 |
| 11 | 避追高·标准 | 64.79 | PASS | 10.45% | 12.07% | -27.20% | 25.52% | 32.23% | 78.95% | 22.89% | 60.53% | 50.00% | 1.28 | 0.36 |
| 12 | 潜龙吸水·短窗口 | 63.33 | PASS | 13.25% | 9.89% | -26.81% | 26.10% | 30.42% | 76.32% | 20.35% | 63.16% | 47.85% | 1.33 | 0.53 |
| 13 | xih3时空卖 | 63.29 | PASS | 9.10% | 8.70% | -27.23% | 25.01% | 29.82% | 81.58% | 22.09% | 63.16% | 44.28% | 1.50 | 0.42 |
| 14 | 避追高·短窗 | 60.67 | PASS | 12.26% | 9.21% | -24.68% | 25.52% | 30.74% | 76.32% | 19.36% | 68.42% | 48.77% | 1.30 | 0.50 |
| 15 | 三重共振 | 59.58 | WATCH | -0.67% | -0.46% | -10.65% | 11.38% | 14.83% | 81.08% | 22.54% | 81.08% | 42.86% | 1.35 | -0.10 |
| 16 | 蓄力启航 | 53.88 | WATCH | 1.13% | -1.20% | -19.32% | 22.59% | 28.46% | 86.84% | 16.60% | 84.21% | 41.80% | 1.43 | 0.04 |
| 17 | xih3筹码卖 | 40.46 | PASS | 5.01% | 3.33% | -31.93% | 26.53% | 37.41% | 76.32% | 17.10% | 71.05% | 47.72% | 1.16 | 0.20 |
| 18 | 长虹双渡 | 27.42 | WATCH | -2.64% | -6.64% | -37.00% | 33.43% | 39.27% | 71.05% | 16.63% | 78.95% | 45.55% | 1.27 | -0.08 |
| 19 | 沉底金拐 | 26.17 | WATCH | -11.35% | -6.60% | -36.66% | 35.11% | 39.04% | 73.68% | 11.13% | 76.32% | 41.43% | 0.82 | -0.35 |
| 20 | 乘势低吸v3(因果近似) | 17.62 | WATCH | -18.04% | -17.68% | -43.07% | 33.07% | 41.07% | 63.16% | 3.15% | 92.11% | 33.57% | 1.60 | -0.62 |
| 21 | 金振共振 | 15.12 | WATCH | -15.86% | -13.22% | -51.28% | 34.73% | 43.52% | 57.89% | 5.63% | 81.58% | 36.36% | 0.96 | -0.61 |
| 22 | 金筹分池 | 12.83 | WATCH | -20.33% | -12.81% | -49.71% | 36.69% | 45.08% | 57.89% | 5.00% | 78.95% | 33.33% | 1.04 | -0.58 |
| 23 | 吸筹拐点 | 9.63 | WATCH | -19.69% | -12.89% | -49.61% | 36.13% | 45.16% | 50.00% | -0.13% | 81.58% | 33.33% | 1.05 | -0.52 |
| 24 | 金线穿越 | 8.17 | WATCH | -20.86% | -13.74% | -49.42% | 37.58% | 45.37% | 52.63% | 3.75% | 81.58% | 33.33% | 1.12 | -0.53 |
| 25 | 双讯金出·个股版 | 4.92 | WATCH | -21.02% | -14.20% | -48.42% | 38.51% | 49.13% | 50.00% | 0.37% | 78.95% | 33.33% | 0.73 | -0.61 |
读榜原则
总分不是收益承诺，也不能覆盖样本外风险。它回答的是：在相同样本、同一成交口径下，哪条策略在收益、尾部、回撤、相对GS和交易质量之间更均衡。最终使用前仍须做生产信号复刻、行业/宽基Alpha、T+1与滑点约束、至少10轮滚动样本外验证。