累计报告867
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26.3%19 个窗口
滚动绝对胜率100.0%窗口收益大于 0
已平仓交易胜率80.0%5 笔已平仓交易
20日信号命中率42.1%19 个方向信号
滚动胜率变化每个点统计最近12个有效窗口
2025-0125.0%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 | +19.3% | +55.5% | -36.3% | 跑输 |
| AAPL | 2026-06-30 | +7.6% | +43.9% | -36.3% | 跑输 |
| AAPL | 2026-05-29 | +7.6% | +55.7% | -48.1% | 跑输 |
| AAPL | 2026-04-30 | +7.6% | +28.5% | -20.9% | 跑输 |
| AAPL | 2026-03-31 | +6.9% | +16.5% | -9.5% | 跑输 |
| AAPL | 2026-02-27 | +11.3% | +9.9% | +1.4% | 跑赢 |
| AAPL | 2026-01-30 | +8.4% | +8.4% | -0.0% | 跑输 |
| AAPL | 2025-12-31 | +1.9% | +6.4% | -4.5% | 跑输 |
| AAPL | 2025-11-28 | +14.7% | +19.7% | -5.0% | 跑输 |
| AAPL | 2025-10-31 | +15.6% | +15.7% | -0.1% | 跑输 |
| AAPL | 2025-09-30 | +15.6% | +11.9% | +3.7% | 跑赢 |
| AAPL | 2025-08-29 | +17.0% | +1.8% | +15.2% | 跑赢 |
| AAPL | 2025-07-31 | +2.0% | -4.9% | +6.9% | 跑赢 |
| AAPL | 2025-06-30 | +2.6% | -3.8% | +6.4% | 跑赢 |
| AAPL | 2025-05-30 | +2.6% | +5.7% | -3.1% | 跑输 |
| AAPL | 2025-04-30 | +2.6% | +25.5% | -22.9% | 跑输 |
| AAPL | 2025-03-31 | +2.6% | +28.2% | -25.5% | 跑输 |
| AAPL | 2025-02-28 | +2.6% | +32.4% | -29.8% | 跑输 |
| AAPL | 2025-01-31 | +6.3% | +25.5% | -19.2% | 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
$12,240
+22.4%
$326.59
+75.9%
运行策略选择股票后按官方链路生成报告