累计报告1049
可生成报告是
真实回测9
最新覆盖NVDA
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4.1%49 个窗口
滚动绝对胜率26.5%窗口收益大于 0
已平仓交易胜率25.0%4 笔已平仓交易
20日信号命中率31.3%64 个方向信号
滚动胜率变化每个点统计最近12个有效窗口
2024-010.0%2026-07
| 股票 | 窗口截止 | 策略收益 | 买入持有 | 超额收益 | 结果 |
|---|---|---|---|---|---|
| AAPL | 2026-07-13 | 0.0% | +49.4% | -49.4% | 跑输 |
| AAPL | 2026-06-30 | 0.0% | +43.9% | -43.9% | 跑输 |
| AAPL | 2026-05-29 | 0.0% | +55.7% | -55.7% | 跑输 |
| AAPL | 2026-04-30 | +0.9% | +28.5% | -27.6% | 跑输 |
| AAPL | 2026-03-31 | -4.6% | +16.5% | -21.1% | 跑输 |
| AAPL | 2026-02-27 | -4.6% | +9.9% | -14.5% | 跑输 |
| AAPL | 2026-01-30 | -4.6% | +8.4% | -13.0% | 跑输 |
| AAPL | 2025-12-31 | -4.6% | +6.4% | -11.0% | 跑输 |
| AAPL | 2025-11-28 | -4.6% | +19.7% | -24.4% | 跑输 |
| AAPL | 2025-10-31 | -4.6% | +15.7% | -20.3% | 跑输 |
| AAPL | 2025-09-30 | -4.6% | +11.9% | -16.5% | 跑输 |
| AAPL | 2025-08-29 | -4.6% | +1.8% | -6.4% | 跑输 |
| AAPL | 2025-07-31 | -4.6% | -4.9% | +0.3% | 跑赢 |
| AAPL | 2025-06-30 | -4.6% | -3.8% | -0.8% | 跑输 |
| AAPL | 2025-05-30 | -4.6% | +5.7% | -10.3% | 跑输 |
| AAPL | 2025-04-30 | -4.9% | +25.5% | -30.4% | 跑输 |
| AAPL | 2025-03-31 | -2.0% | +28.2% | -30.2% | 跑输 |
| AAPL | 2025-02-28 | -7.0% | +32.4% | -39.4% | 跑输 |
| AAPL | 2025-01-31 | -9.2% | +25.5% | -34.7% | 跑输 |
| NVDA | 2026-06-30 | -3.9% | +26.8% | -30.7% | 跑输 |
| NVDA | 2026-05-29 | -2.1% | +56.6% | -58.8% | 跑输 |
| NVDA | 2026-04-30 | +21.0% | +83.1% | -62.1% | 跑输 |
| NVDA | 2026-03-31 | +18.8% | +59.0% | -40.2% | 跑输 |
| NVDA | 2026-02-27 | +24.5% | +35.0% | -10.5% | 跑输 |
| NVDA | 2026-01-30 | +24.5% | +54.5% | -30.0% | 跑输 |
| NVDA | 2025-12-31 | +24.5% | +36.1% | -11.6% | 跑输 |
| NVDA | 2025-11-28 | +24.5% | +30.1% | -5.7% | 跑输 |
| NVDA | 2025-10-31 | +24.5% | +43.4% | -18.9% | 跑输 |
| NVDA | 2025-09-30 | +24.5% | +50.4% | -25.9% | 跑输 |
| NVDA | 2025-08-29 | +24.5% | +35.8% | -11.3% | 跑输 |
| NVDA | 2025-07-31 | +24.5% | +59.4% | -34.9% | 跑输 |
| NVDA | 2025-06-30 | +24.5% | +25.0% | -0.5% | 跑输 |
| NVDA | 2025-05-30 | +22.6% | +18.6% | +3.9% | 跑赢 |
| NVDA | 2025-04-30 | -1.2% | +24.1% | -25.4% | 跑输 |
| NVDA | 2025-03-31 | 0.0% | +20.1% | -20.1% | 跑输 |
| NVDA | 2025-02-28 | 0.0% | +58.7% | -58.7% | 跑输 |
| NVDA | 2025-01-31 | 0.0% | +91.3% | -91.3% | 跑输 |
| NVDA | 2024-12-31 | 0.0% | +171.2% | -171.2% | 跑输 |
| NVDA | 2024-11-29 | 0.0% | +187.2% | -187.2% | 跑输 |
| NVDA | 2024-10-31 | 0.0% | +225.6% | -225.6% | 跑输 |
| NVDA | 2024-09-30 | 0.0% | +181.8% | -181.8% | 跑输 |
| NVDA | 2024-08-30 | 0.0% | +142.3% | -142.3% | 跑输 |
| NVDA | 2024-07-31 | 0.0% | +150.4% | -150.4% | 跑输 |
| NVDA | 2024-06-28 | 0.0% | +200.5% | -200.5% | 跑输 |
| NVDA | 2024-05-31 | 0.0% | +189.8% | -189.8% | 跑输 |
| NVDA | 2024-04-30 | 0.0% | +211.4% | -211.4% | 跑输 |
| NVDA | 2024-03-28 | 0.0% | +242.1% | -242.1% | 跑输 |
| NVDA | 2024-02-29 | 0.0% | +240.8% | -240.8% | 跑输 |
| NVDA | 2024-01-31 | 0.0% | +221.1% | -221.1% | 跑输 |
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
$11,964
+19.6%
$200.09
+1297.8%
运行策略选择股票后按官方链路生成报告