累计报告985
可生成报告是
真实回测4
最新覆盖AAPL
滚动回测概览
12个月窗口、每月向前滚动，并与同期标的买入持有比较
滚动超额胜率57.9%19 个窗口
滚动绝对胜率89.5%窗口收益大于 0
已平仓交易胜率—0 笔已平仓交易
20日信号命中率40.0%5 个方向信号
滚动胜率变化每个点统计最近12个有效窗口
2025-0150.0%2026-07
| 股票 | 窗口截止 | 策略收益 | 买入持有 | 超额收益 | 结果 |
|---|---|---|---|---|---|
| AAPL | 2026-07-20 | +55.5% | +55.5% | -0.0% | 跑输 |
| AAPL | 2026-06-30 | +43.9% | +43.9% | +0.0% | 跑赢 |
| AAPL | 2026-05-29 | +55.7% | +55.7% | -0.0% | 跑输 |
| AAPL | 2026-04-30 | +28.5% | +28.5% | +0.0% | 跑赢 |
| AAPL | 2026-03-31 | +16.5% | +16.5% | -0.0% | 跑输 |
| AAPL | 2026-02-27 | +9.9% | +9.9% | +0.0% | 跑赢 |
| AAPL | 2026-01-30 | +8.4% | +8.4% | +0.0% | 跑赢 |
| AAPL | 2025-12-31 | +6.4% | +6.4% | -0.0% | 跑输 |
| AAPL | 2025-11-28 | +19.7% | +19.7% | +0.0% | 跑赢 |
| AAPL | 2025-10-31 | +15.7% | +15.7% | +0.0% | 跑赢 |
| AAPL | 2025-09-30 | +11.9% | +11.9% | -0.0% | 跑输 |
| AAPL | 2025-08-29 | +1.8% | +1.8% | -0.0% | 跑输 |
| AAPL | 2025-07-31 | -4.9% | -4.9% | +0.0% | 跑赢 |
| AAPL | 2025-06-30 | -3.8% | -3.8% | -0.0% | 跑输 |
| AAPL | 2025-05-30 | +5.7% | +5.7% | +0.0% | 跑赢 |
| AAPL | 2025-04-30 | +25.4% | +25.5% | -0.1% | 跑输 |
| AAPL | 2025-03-31 | +31.1% | +28.2% | +2.9% | 跑赢 |
| AAPL | 2025-02-28 | +42.7% | +32.4% | +10.3% | 跑赢 |
| AAPL | 2025-01-31 | +39.3% | +25.5% | +13.8% | 跑赢 |
口径：月末生成官方策略结论，下一交易日收盘执行；SELL 表示空仓，不做空；每次换仓计入 10 bps 成本。滚动超额胜率是策略在12个月窗口内跑赢同期标的买入持有的比例。
收益走势
官方决策序列的真实回测结果
策略账户
$19,271
+92.7%
$326.59
+75.9%
运行策略选择股票后按官方链路生成报告