策略3 降级版回测

样本区间 2025-01-02 → 2026-04-17 · 共 162 笔可执行交易 · 单仓位排队 · 每笔满仓

⚠️ 降级说明: 问财历史查询无法回溯 委比、热度 两条盘口快照数据, 故回测跳过这两条过滤。实盘版策略3 过滤更严,池更小,top1 可能选不到这里回测的股 —— 本页只用于评估策略3 骨架的基线胜率,不能直接等同于实盘表现。
回测规则:
选股(每日): 过去15天底部吸筹≥1 + 过去3天涨跌幅>10% + 过去3天主力净流入>0 + 竞价涨幅<2% + 过去5天主力净流入>10000万
排序: 3 日主力净流入降序 · 每日取 Top 1 满仓买入
持仓规则: T+0 不可卖 · T+1 高开>+3% 开盘即卖 · 盘中跌至 -5% 止损 · 盘中涨至 +15% 止盈 · T+3 收盘强制清仓
仓位模式: 单仓位排队(持仓期间新信号跳过,不叠加)
可执行交易
162
原始信号 278 笔,跳过 116 笔(持仓占用)
胜率
51.9%
84 / 162 正收益
均单笔收益
+1.77%
算术平均
累计资金曲线
+1082.9%
15 个月复利,未扣佣金/滑点
实盘预期(扣除摩擦成本后): 印花税+佣金 ~0.15% 双边 · 滑点 ~0.3%(T+1 高开成交价波动) · 降级 → 实盘差距 ~20-30%
合理预期 年化 50-150%,最大回撤 15-25%。上方 +1083% 为理想值,不可当成实盘目标。

按季度稳定性 验证策略是否穿越不同市场阶段

季度 交易数 胜率 均单笔 季度累计
2025Q13215/32 (46.9%)+1.52%+48.44%
2025Q23215/32 (46.9%)-0.05%-6.28%
2025Q33119/31 (61.3%)+3.02%+134.40%
2025Q43314/33 (42.4%)+0.91%+25.52%
2026Q12918/29 (62.1%)+3.22%+134.83%
2026Q253/5 (60.0%)+4.56%+23.08%

退出原因分布 原始 278 笔(含被跳过的)

原因 笔数 占比 均收益
止损-5%10236.7%-5.00%
高开>3%开盘走9433.8%+8.05%
T+3收盘清仓7025.2%+2.52%
止盈+15%124.3%+15.00%

完整交易清单 162 笔可执行交易 · 按时间倒序

买入日 卖出日 代码 股票 3日主力 池大小 买入价 卖出价 收益 退出原因
2026-04-152026-04-16301308江波龙12.7亿21387.00367.65-5.00%止损-5%
2026-04-142026-04-15301308江波龙12.7亿15357.91387.00+8.13%高开>3%开盘走
2026-04-092026-04-14300308中际旭创57.6亿26682.00784.30+15.00%止盈+15%
2026-04-022026-04-08600105永鼎股份29.4亿2030.3033.23+9.67%T+3收盘清仓
2026-04-012026-04-02002565顺灏股份1.7亿517.0016.15-5.00%止损-5%
2026-03-312026-04-01002342巨力索具4.1亿212.9615.08+16.36%高开>3%开盘走
2026-03-302026-03-31002149西部材料8.0亿848.3552.50+8.58%高开>3%开盘走
2026-03-252026-03-30300432富临精工6.0亿523.2824.59+5.63%T+3收盘清仓
2026-03-192026-03-24300085银之杰10.4亿743.6846.43+6.30%T+3收盘清仓
2026-03-182026-03-19300085银之杰8.5亿442.0043.68+4.00%高开>3%开盘走
2026-03-172026-03-18301220亚香股份0.0亿346.2049.59+7.34%高开>3%开盘走
2026-03-122026-03-17300750宁德时代57.2亿13400.00405.00+1.25%T+3收盘清仓
2026-03-112026-03-12002384东山精密16.1亿9109.33103.86-5.00%止损-5%
2026-03-102026-03-11300170汉得信息4.7亿327.0025.65-5.00%止损-5%
2026-03-052026-03-10600635大众公用2.9亿26.886.54-5.00%止损-5%
2026-03-042026-03-05000988华工科技15.4亿593.85105.00+11.88%高开>3%开盘走
2026-03-032026-03-04300814中富电路0.0亿3108.50103.07-5.00%止损-5%
2026-02-272026-03-03300476胜宏科技73.9亿27302.02286.92-5.00%止损-5%
2026-02-262026-02-27300476胜宏科技85.2亿9291.01302.02+3.78%高开>3%开盘走
2026-02-132026-02-26300394天孚通信14.6亿10323.56372.09+15.00%止盈+15%
2026-02-102026-02-13300394天孚通信14.3亿9291.45311.58+6.91%T+3收盘清仓
2026-02-052026-02-10600519贵州茅台62.7亿81520.001504.80-1.00%T+3收盘清仓
2026-02-022026-02-05300394天孚通信70.4亿3249.78251.90+0.85%T+3收盘清仓
2026-01-302026-02-02300394天孚通信57.7亿16220.89249.78+13.08%高开>3%开盘走
2026-01-282026-01-30300077国民技术6.9亿1124.8223.58-5.00%止损-5%
2026-01-272026-01-28300017网宿科技13.6亿1313.7915.58+12.98%高开>3%开盘走
2026-01-222026-01-27002851麦格米特6.9亿22115.56129.26+11.86%T+3收盘清仓
2026-01-192026-01-22600584长电科技32.3亿749.1649.40+0.49%T+3收盘清仓
2026-01-142026-01-19002230科大讯飞26.4亿6661.2661.05-0.34%T+3收盘清仓
2026-01-132026-01-14300433蓝思科技18.6亿2742.3940.27-5.00%止损-5%
2026-01-122026-01-13300578会畅科技2.1亿425.0027.27+9.08%高开>3%开盘走
2026-01-092026-01-12002195岩山科技12.9亿5510.3410.80+4.45%高开>3%开盘走
2026-01-082026-01-09688012中微公司14.4亿84348.31330.89-5.00%止损-5%
2026-01-072026-01-08300803指南针21.2亿40145.53138.25-5.00%止损-5%
2025-12-312026-01-07300773拉卡拉11.7亿2526.5326.34-0.72%T+3收盘清仓
2025-12-302025-12-31300115长盈精密8.8亿1440.3044.70+10.92%高开>3%开盘走
2025-12-252025-12-30601138工业富联59.7亿4965.0763.90-1.80%T+3收盘清仓
2025-12-242025-12-25603083剑桥科技9.2亿42120.52127.50+5.79%高开>3%开盘走
2025-12-232025-12-24688629华丰科技6.0亿882.8992.50+11.59%高开>3%开盘走
2025-12-222025-12-23003021兆威机电2.9亿10103.55115.70+11.73%高开>3%开盘走
2025-12-172025-12-22688270臻镭科技3.5亿4109.60112.49+2.64%T+3收盘清仓
2025-12-162025-12-17688270臻镭科技7.7亿5103.00109.60+6.41%高开>3%开盘走
2025-12-112025-12-16300502新易盛36.4亿35428.53407.10-5.00%止损-5%
2025-12-082025-12-11300503昊志机电4.6亿534.9936.30+3.74%T+3收盘清仓
2025-12-052025-12-08600707彩虹股份1.8亿16.246.60+5.77%高开>3%开盘走
2025-12-042025-12-05300638广和通7.0亿1131.0329.48-5.00%止损-5%
2025-12-012025-12-03300115长盈精密29.3亿342.5040.38-5.00%止损-5%
2025-11-262025-12-01300548长芯博创11.0亿11118.26120.80+2.15%T+3收盘清仓
2025-11-252025-11-26300581晨曦航空2.8亿319.4418.47-5.00%止损-5%
2025-11-242025-11-25300581晨曦航空3.1亿118.1119.44+7.34%高开>3%开盘走
2025-11-212025-11-24688110东芯股份8.3亿4103.0097.85-5.00%止损-5%
2025-11-192025-11-21300058蓝色光标21.6亿109.519.03-5.00%止损-5%
2025-11-142025-11-19002426胜利精密7.0亿183.993.79-5.00%止损-5%
2025-11-112025-11-14002426胜利精密2.2亿23.473.99+15.00%止盈+15%
2025-11-072025-11-11688313仕佳光子5.7亿1572.0782.88+15.00%止盈+15%
2025-11-062025-11-07601929吉视传媒6.2亿164.894.65-5.00%止损-5%
2025-11-052025-11-06600515海南机场3.7亿95.335.60+5.07%高开>3%开盘走
2025-11-032025-11-05300454深信服5.3亿4133.01126.36-5.00%止损-5%
2025-10-312025-11-03301205联特科技4.9亿12124.26118.05-5.00%止损-5%
2025-10-302025-10-31301217铜冠铜箔6.8亿3438.0236.12-5.00%止损-5%
2025-10-272025-10-30300548长芯博创7.6亿3111.60106.02-5.00%止损-5%
2025-10-242025-10-27300394天孚通信14.9亿15169.62185.00+9.07%高开>3%开盘走
2025-10-232025-10-24300394天孚通信20.5亿14173.78165.09-5.00%止损-5%
2025-10-212025-10-23002173创新医疗3.2亿223.8522.66-5.00%止损-5%
2025-10-152025-10-20601077渝农商行2.3亿66.956.95+0.00%T+3收盘清仓
2025-10-142025-10-15600259中稀有色3.6亿364.8861.64-5.00%止损-5%
2025-10-092025-10-14600760中航沈飞0.0亿170.8667.58-4.63%T+3收盘清仓
2025-09-302025-10-09600760中航沈飞8.7亿265.1570.86+8.76%高开>3%开盘走
2025-09-292025-09-30002291遥望科技3.4亿36.496.80+4.78%高开>3%开盘走
2025-09-262025-09-29002130沃尔核材9.5亿1034.2032.49-5.00%止损-5%
2025-09-232025-09-26002654万润科技8.3亿415.0716.15+7.17%T+3收盘清仓
2025-09-222025-09-23300922天秦装备1.5亿127.7326.34-5.00%止损-5%
2025-09-192025-09-22300185通裕重工5.2亿133.273.11-5.00%止损-5%
2025-09-162025-09-19002471中超控股2.7亿25.164.95-4.07%T+3收盘清仓
2025-09-122025-09-16300857协创数据11.8亿11136.37156.83+15.00%止盈+15%
2025-09-112025-09-12300857协创数据11.1亿12130.00136.37+4.90%高开>3%开盘走
2025-09-102025-09-11300475香农芯创5.3亿1053.4861.51+15.00%止盈+15%
2025-09-092025-09-10300475香农芯创0.0亿149.9553.48+7.07%高开>3%开盘走
2025-09-082025-09-09688141杰华特4.8亿548.0045.60-5.00%止损-5%
2025-09-052025-09-08300014亿纬锂能8.1亿467.7680.76+19.19%高开>3%开盘走
2025-09-022025-09-05002422科伦药业0.0亿439.9837.99-5.00%止损-5%
2025-08-292025-09-01300014亿纬锂能10.3亿453.3657.21+7.22%高开>3%开盘走
2025-08-262025-08-29300085银之杰9.4亿353.1661.13+15.00%止盈+15%
2025-08-252025-08-26300465高伟达2.5亿320.0020.81+4.05%高开>3%开盘走
2025-08-202025-08-25300339润和软件8.8亿1662.9464.10+1.84%T+3收盘清仓
2025-08-152025-08-20688256寒武纪30.4亿10923.001013.00+9.75%T+3收盘清仓
2025-08-142025-08-15688256寒武纪28.5亿14865.00923.00+6.71%高开>3%开盘走
2025-08-122025-08-14688290景业智能0.0亿459.9556.95-5.00%止损-5%
2025-08-062025-08-11689009九号公司3.9亿1065.0061.75-5.00%止损-5%
2025-08-012025-08-06603063禾望电气4.6亿1037.8839.21+3.51%T+3收盘清仓
2025-07-312025-08-01300322硕贝德5.3亿819.0619.83+4.04%高开>3%开盘走
2025-07-282025-07-31688256寒武纪17.7亿6673.00709.50+5.42%T+3收盘清仓
2025-07-232025-07-28300718长盛轴承3.8亿1093.7693.12-0.68%T+3收盘清仓
2025-07-182025-07-23600418江淮汽车21.1亿1745.0045.25+0.56%T+3收盘清仓
2025-07-152025-07-18300718长盛轴承3.1亿374.8379.23+5.88%T+3收盘清仓
2025-07-102025-07-15600518康美药业5.6亿72.102.05-2.38%T+3收盘清仓
2025-07-082025-07-10300879大叶股份0.0亿243.7941.60-5.00%止损-5%
2025-07-022025-07-07002165红宝丽2.8亿210.309.79-5.00%止损-5%
2025-06-302025-07-01300501海顺新材0.9亿118.2019.31+6.10%高开>3%开盘走
2025-06-252025-06-30600206有研新材4.5亿618.8919.11+1.16%T+3收盘清仓
2025-06-202025-06-25688049炬芯科技1.4亿247.2952.68+11.42%T+3收盘清仓
2025-06-192025-06-20001309德明利2.9亿594.3489.63-5.00%止损-5%
2025-06-182025-06-19300251光线传媒5.1亿420.8619.82-5.00%止损-5%
2025-06-132025-06-18600418江淮汽车18.2亿343.7241.53-5.00%止损-5%
2025-06-122025-06-13600418江淮汽车20.0亿741.9843.72+4.14%高开>3%开盘走
2025-06-112025-06-12002471中超控股3.9亿46.225.91-5.00%止损-5%
2025-06-062025-06-11002463沪电股份12.2亿934.9836.73+5.00%T+3收盘清仓
2025-06-052025-06-06002463沪电股份12.2亿833.2034.98+5.36%高开>3%开盘走
2025-05-302025-06-05300180华峰超纤3.8亿107.917.96+0.76%T+3收盘清仓
2025-05-272025-05-30002174游族网络1.3亿212.7913.60+6.33%T+3收盘清仓
2025-05-222025-05-27600418江淮汽车18.3亿1239.8540.42+1.43%T+3收盘清仓
2025-05-212025-05-22002456欧菲光14.0亿1213.3512.68-5.00%止损-5%
2025-05-162025-05-21301396宏景科技2.5亿869.1465.68-5.00%止损-5%
2025-05-152025-05-16601919中远海控8.4亿1815.0114.26-5.00%止损-5%
2025-05-142025-05-15601919中远海控8.4亿714.1915.01+5.78%高开>3%开盘走
2025-05-132025-05-14300377赢时胜4.3亿824.4323.21-5.00%止损-5%
2025-05-122025-05-13002338奥普光电3.9亿249.9447.44-5.00%止损-5%
2025-05-092025-05-12300308中际旭创16.4亿4793.7997.90+4.38%高开>3%开盘走
2025-05-072025-05-09000062深圳华强0.0亿628.0326.63-5.00%止损-5%
2025-04-282025-05-06688313仕佳光子1.9亿125.4029.21+15.00%止盈+15%
2025-04-252025-04-28300007汉威科技2.5亿1339.8537.86-5.00%止损-5%
2025-04-242025-04-25300773拉卡拉8.7亿1626.9825.63-5.00%止损-5%
2025-04-232025-04-24300130新国都3.0亿324.2123.00-5.00%止损-5%
2025-04-222025-04-23300953震裕科技1.7亿396.61102.46+6.06%高开>3%开盘走
2025-04-212025-04-22300251光线传媒7.0亿320.2021.10+4.46%高开>3%开盘走
2025-04-182025-04-21688052纳芯微1.8亿4205.26195.00-5.00%止损-5%
2025-04-142025-04-17688347华虹公司5.8亿351.0052.00+1.96%T+3收盘清仓
2025-04-092025-04-14600536中国软件6.8亿1249.7549.33-0.84%T+3收盘清仓
2025-04-072025-04-09600368五洲交通1.3亿14.874.63-5.00%止损-5%
2025-04-032025-04-07603063禾望电气1.3亿134.0032.30-5.00%止损-5%
2025-03-282025-04-02600415小商品城2.9亿214.6115.01+2.74%T+3收盘清仓
2025-03-262025-03-28000822山东海化2.0亿16.396.07-5.00%止损-5%
2025-03-242025-03-25000923河钢资源2.3亿214.9115.90+6.64%高开>3%开盘走
2025-03-212025-03-24300900广联航空2.5亿424.2022.99-5.00%止损-5%
2025-03-202025-03-21301000肇民科技2.2亿342.5240.39-5.00%止损-5%
2025-03-192025-03-20002384东山精密8.9亿636.6434.81-5.00%止损-5%
2025-03-172025-03-19300085银之杰11.7亿341.7739.68-5.00%止损-5%
2025-03-122025-03-17600693东百集团1.3亿27.257.10-2.07%T+3收盘清仓
2025-03-072025-03-12002415海康威视16.4亿2731.9732.18+0.66%T+3收盘清仓
2025-03-042025-03-07300035中科电气4.0亿217.4516.58-5.00%止损-5%
2025-03-032025-03-04600206有研新材6.4亿120.6919.66-5.00%止损-5%
2025-02-282025-03-03300083创世纪6.7亿168.849.70+9.73%高开>3%开盘走
2025-02-272025-02-28300223北京君正11.5亿2693.0788.42-5.00%止损-5%
2025-02-262025-02-27300083创世纪11.1亿127.909.80+24.05%高开>3%开盘走
2025-02-252025-02-26300223北京君正7.4亿1183.7889.39+6.70%高开>3%开盘走
2025-02-242025-02-25688256寒武纪17.6亿27744.00780.00+4.84%高开>3%开盘走
2025-02-192025-02-24300502新易盛7.5亿487.5083.12-5.00%止损-5%
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2025-01-142025-01-15688017绿的谐波5.7亿4129.84144.90+11.60%高开>3%开盘走
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2025-01-072025-01-08002603以岭药业1.5亿117.1516.29-5.00%止损-5%