涨停短线且包含 脑机接口可试仓观察
样本15
胜率66.7%
EV4.85%
回撤-5.16%
从回测交易里筛出可执行规则
更新时间 2026-07-14 15:36。先看可用规则卡片，再查完整表；规则只作为下一轮选股过滤条件，不直接等同买入信号。
候选规则26已搜索的策略过滤条件
可用规则3样本≥10、胜率≥50%、EV>0
正期望3EV 大于 0 的规则数量
最佳 EV4.85%涨停短线且包含 脑机接口
可用门槛：样本数 ≥ 10、胜率 ≥ 50%、期望值 EV > 0。回撤过大的规则即使胜率高，也只能小仓观察。
包含 AI算力可试仓观察
样本29
胜率58.6%
EV2.31%
回撤-14.68%
涨停短线且包含 AI算力可试仓观察
样本29
胜率58.6%
EV2.31%
回撤-14.68%
涨停短线且包含 机器人淘汰
样本69
胜率31.9%
EV-0.30%
回撤-48.82%
只做涨停短线淘汰
样本152
胜率32.9%
EV-0.46%
回撤-76.99%
涨停短线且评分>=90淘汰
样本152
胜率32.9%
EV-0.46%
回撤-76.99%
涨停短线且排名<=3淘汰
样本97
胜率33.0%
EV-0.64%
回撤-65.89%
涨停短线且排名<=2淘汰
样本42
胜率35.7%
EV-0.78%
回撤-38.58%
| 规则 | 状态 | 样本 | 胜率 | EV | 盈亏比 | 回撤 | 总收益 |
|---|---|---|---|---|---|---|---|
| 涨停短线且包含 脑机接口 | 可用 | 15 | 66.7% | 4.85% | 1.91 | -5.16% | 72.68% |
| 包含 AI算力 | 可用 | 29 | 58.6% | 2.31% | 1.47 | -14.68% | 67.08% |
| 涨停短线且包含 AI算力 | 可用 | 29 | 58.6% | 2.31% | 1.47 | -14.68% | 67.08% |
| 涨停短线且包含 机器人 | 淘汰 | 69 | 31.9% | -0.30% | 1.95 | -48.82% | -20.90% |
| 只做涨停短线 | 淘汰 | 152 | 32.9% | -0.46% | 1.76 | -76.99% | -70.14% |
| 涨停短线且评分>=90 | 淘汰 | 152 | 32.9% | -0.46% | 1.76 | -76.99% | -70.14% |
| 涨停短线且排名<=3 | 淘汰 | 97 | 33.0% | -0.64% | 1.65 | -65.89% | -61.63% |
| 涨停短线且排名<=2 | 淘汰 | 42 | 35.7% | -0.78% | 1.36 | -38.58% | -32.85% |
| 涨停短线且评分>=105 | 淘汰 | 113 | 30.1% | -1.01% | 1.67 | -79.57% | -113.98% |
| 涨停短线且评分>=100 | 淘汰 | 144 | 29.2% | -1.03% | 1.73 | -86.89% | -148.78% |
| 涨停短线且评分>=110 | 淘汰 | 69 | 30.4% | -1.19% | 1.51 | -68.86% | -81.97% |
| 涨停短线且评分>=115 | 淘汰 | 50 | 26.0% | -1.31% | 1.84 | -59.47% | -65.73% |
| 包含 机器人 | 淘汰 | 107 | 23.4% | -1.59% | 1.84 | -88.88% | -169.88% |
| 评分>=90 | 淘汰 | 222 | 23.9% | -1.97% | 1.61 | -99.47% | -436.65% |
| 评分>=100 | 淘汰 | 210 | 21.4% | -2.43% | 1.54 | -99.69% | -510.59% |
| 排名<=3 | 淘汰 | 167 | 21.0% | -2.56% | 1.46 | -99.22% | -428.14% |
| 评分>=105 | 淘汰 | 179 | 20.7% | -2.66% | 1.45 | -99.51% | -475.79% |
| 全部信号 | 淘汰 | 281 | 19.2% | -2.88% | 1.50 | -99.99% | -809.08% |
| 包含 脑机接口 | 淘汰 | 58 | 19.0% | -3.19% | 1.49 | -89.87% | -185.29% |
| 评分>=110 | 淘汰 | 129 | 17.8% | -3.32% | 1.26 | -99.12% | -427.81% |
| 评分>=115 | 淘汰 | 102 | 14.7% | -3.69% | 1.41 | -98.35% | -376.50% |
| 排名<=2 | 淘汰 | 100 | 15.0% | -3.71% | 1.21 | -98.02% | -371.32% |
| 涨停短线且包含 固态电池 | 淘汰 | 26 | 3.9% | -4.69% | 0.36 | -71.93% | -121.99% |
| 只做趋势事件 | 淘汰 | 129 | 3.1% | -5.73% | 0.11 | -99.95% | -738.93% |
| 包含 固态电池 | 淘汰 | 74 | 1.4% | -6.13% | 0.28 | -99.09% | -453.96% |
| 排名<=1 | 淘汰 | 43 | 0.0% | -6.45% | 0.00 | -94.36% | -277.24% |