{ "strategy": "QLIB-Peak20 高收益潜力选股", "date": "2026-06-08", "generated_at": "2026-06-08T22:41:17.205961+08:00", "source": "AkShare stock_zh_a_daily", "fetched_today": true, "alpha": 16.0, "top_n": 10, "universe": "A股主板 00/60，剔除 ST/退，停牌/零成交过滤", "trade_rule": "T日收盘按Peak20模型打分；T+1开盘按Top10顺序检查，避开开盘涨停后买入。建议卖出规则：若收盘浮盈≥10%，次日开盘止盈；或曾浮盈≥8%且较高点回撤≥3个百分点，次日开盘卖出；跌停无法卖出则顺延。", "note": "收盘后无法提前知道次日开盘是否涨停，因此这里展示的是候选列表，不是最终成交确认。", "price_note": "网页展示的 close/display_close/raw_close 均优先使用 AkShare 原始未复权行情价，与普通行情软件看到的价格一致；模型内部特征仍使用连续复权价。", "primary_strategy_id": "qlib_peak20_tp10_trail8", "items": [ { "rank": 1, "code": "002969", "name": "嘉美包装", "score": 2.056783, "pred_win": 0.94196, "pred_ret": 0.222965, "metric1": 0.94196, "metric2": 0.222965, "amount": 115260591.0, "turnover": 0.006984, "daily_return": -0.10006, "next_1d_date": null, "next_1d_return": null, "peak20_pred_hit": 0.94196, "peak20_pred_peak": 0.222965, "peak20_score": 2.056783, "suggested_exit": "TP10或Trail8：收盘浮盈≥10%次日开盘止盈；或曾浮盈≥8%且从高点回撤≥3个百分点次日开盘卖出。", "close": 15.11, "display_close": 15.11, "price_type": "raw_unadjusted", "raw_open": 15.11, "raw_high": 15.11, "raw_low": 15.11, "raw_close": 15.11, "adjusted_close": 16.4954, "forward20_horizon": 20, "forward20_target": 0.08, "forward20_available_days": 0, "forward20_complete": false, "forward20_path": [] }, { "rank": 2, "code": "002830", "name": "名雕股份", "score": 2.034402, "pred_win": 0.898024, "pred_ret": 0.227275, "metric1": 0.898024, "metric2": 0.227275, "amount": 68135612.0, "turnover": 0.049333, "daily_return": -0.06611, "next_1d_date": null, "next_1d_return": null, "peak20_pred_hit": 0.898024, "peak20_pred_peak": 0.227275, "peak20_score": 2.034402, "suggested_exit": "TP10或Trail8：收盘浮盈≥10%次日开盘止盈；或曾浮盈≥8%且从高点回撤≥3个百分点次日开盘卖出。", "close": 14.55, "display_close": 14.55, "price_type": "raw_unadjusted", "raw_open": 14.88, "raw_high": 15.54, "raw_low": 14.2, "raw_close": 14.55, "adjusted_close": 32.4557, "forward20_horizon": 20, "forward20_target": 0.08, "forward20_available_days": 0, "forward20_complete": false, "forward20_path": [] }, { "rank": 3, "code": "600481", "name": "双良节能", "score": 1.947771, "pred_win": 0.923338, "pred_ret": 0.204887, "metric1": 0.923338, "metric2": 0.204887, "amount": 398692021.0, "turnover": 0.039897, "daily_return": -0.038076, "next_1d_date": null, "next_1d_return": null, "peak20_pred_hit": 0.923338, "peak20_pred_peak": 0.204887, "peak20_score": 1.947771, "suggested_exit": "TP10或Trail8：收盘浮盈≥10%次日开盘止盈；或曾浮盈≥8%且从高点回撤≥3个百分点次日开盘卖出。", "close": 4.8, "display_close": 4.8, "price_type": "raw_unadjusted", "raw_open": 4.79, "raw_high": 4.99, "raw_low": 4.71, "raw_close": 4.8, "adjusted_close": 50.0334, "forward20_horizon": 20, "forward20_target": 0.08, "forward20_available_days": 0, "forward20_complete": false, "forward20_path": [] }, { "rank": 4, "code": "600363", "name": "联创光电", "score": 1.930402, "pred_win": 0.914312, "pred_ret": 0.203218, "metric1": 0.914312, "metric2": 0.203218, "amount": 599500751.0, "turnover": 0.037867, "daily_return": -0.048787, "next_1d_date": null, "next_1d_return": null, "peak20_pred_hit": 0.914312, "peak20_pred_peak": 0.203218, "peak20_score": 1.930402, "suggested_exit": "TP10或Trail8：收盘浮盈≥10%次日开盘止盈；或曾浮盈≥8%且从高点回撤≥3个百分点次日开盘卖出。", "close": 34.51, "display_close": 34.51, "price_type": "raw_unadjusted", "raw_open": 34.87, "raw_high": 36.42, "raw_low": 34.03, "raw_close": 34.51, "adjusted_close": 113.7708, "forward20_horizon": 20, "forward20_target": 0.08, "forward20_available_days": 0, "forward20_complete": false, "forward20_path": [] }, { "rank": 5, "code": "605069", "name": "正和生态", "score": 1.928696, "pred_win": 0.928024, "pred_ret": 0.200134, "metric1": 0.928024, "metric2": 0.200134, "amount": 77937525.0, "turnover": 0.034821, "daily_return": -0.069495, "next_1d_date": null, "next_1d_return": null, "peak20_pred_hit": 0.928024, "peak20_pred_peak": 0.200134, "peak20_score": 1.928696, "suggested_exit": "TP10或Trail8：收盘浮盈≥10%次日开盘止盈；或曾浮盈≥8%且从高点回撤≥3个百分点次日开盘卖出。", "close": 10.31, "display_close": 10.31, "price_type": "raw_unadjusted", "raw_open": 11.13, "raw_high": 11.27, "raw_low": 10.1, "raw_close": 10.31, "adjusted_close": 13.5896, "forward20_horizon": 20, "forward20_target": 0.08, "forward20_available_days": 0, "forward20_complete": false, "forward20_path": [] }, { "rank": 6, "code": "603829", "name": "洛凯股份", "score": 1.92162, "pred_win": 0.903377, "pred_ret": 0.203649, "metric1": 0.903377, "metric2": 0.203649, "amount": 92467732.0, "turnover": 0.025041, "daily_return": -0.05358, "next_1d_date": null, "next_1d_return": null, "peak20_pred_hit": 0.903377, "peak20_pred_peak": 0.203649, "peak20_score": 1.92162, "suggested_exit": "TP10或Trail8：收盘浮盈≥10%次日开盘止盈；或曾浮盈≥8%且从高点回撤≥3个百分点次日开盘卖出。", "close": 19.43, "display_close": 19.43, "price_type": "raw_unadjusted", "raw_open": 19.98, "raw_high": 21.09, "raw_low": 18.97, "raw_close": 19.43, "adjusted_close": 20.741, "forward20_horizon": 20, "forward20_target": 0.08, "forward20_available_days": 0, "forward20_complete": false, "forward20_path": [] }, { "rank": 7, "code": "603191", "name": "望变电气", "score": 1.908921, "pred_win": 0.871647, "pred_ret": 0.207455, "metric1": 0.871647, "metric2": 0.207455, "amount": 225274638.0, "turnover": 0.040205, "daily_return": -0.06257, "next_1d_date": null, "next_1d_return": null, "peak20_pred_hit": 0.871647, "peak20_pred_peak": 0.207455, "peak20_score": 1.908921, "suggested_exit": "TP10或Trail8：收盘浮盈≥10%次日开盘止盈；或曾浮盈≥8%且从高点回撤≥3个百分点次日开盘卖出。", "close": 16.78, "display_close": 16.78, "price_type": "raw_unadjusted", "raw_open": 17.09, "raw_high": 17.51, "raw_low": 16.55, "raw_close": 16.78, "adjusted_close": 17.1791, "forward20_horizon": 20, "forward20_target": 0.08, "forward20_available_days": 0, "forward20_complete": false, "forward20_path": [] }, { "rank": 8, "code": "601615", "name": "明阳智能", "score": 1.89047, "pred_win": 0.892607, "pred_ret": 0.199573, "metric1": 0.892607, "metric2": 0.199573, "amount": 1211616429.0, "turnover": 0.039852, "daily_return": -0.068892, "next_1d_date": null, "next_1d_return": null, "peak20_pred_hit": 0.892607, "peak20_pred_peak": 0.199573, "peak20_score": 1.89047, "suggested_exit": "TP10或Trail8：收盘浮盈≥10%次日开盘止盈；或曾浮盈≥8%且从高点回撤≥3个百分点次日开盘卖出。", "close": 13.11, "display_close": 13.11, "price_type": "raw_unadjusted", "raw_open": 13.68, "raw_high": 13.98, "raw_low": 12.99, "raw_close": 13.11, "adjusted_close": 14.5285, "forward20_horizon": 20, "forward20_target": 0.08, "forward20_available_days": 0, "forward20_complete": false, "forward20_path": [] }, { "rank": 9, "code": "001278", "name": "一彬科技", "score": 1.886931, "pred_win": 0.923089, "pred_ret": 0.192768, "metric1": 0.923089, "metric2": 0.192768, "amount": 101455087.0, "turnover": 0.066696, "daily_return": -0.049641, "next_1d_date": null, "next_1d_return": null, "peak20_pred_hit": 0.923089, "peak20_pred_peak": 0.192768, "peak20_score": 1.886931, "suggested_exit": "TP10或Trail8：收盘浮盈≥10%次日开盘止盈；或曾浮盈≥8%且从高点回撤≥3个百分点次日开盘卖出。", "close": 17.23, "display_close": 17.23, "price_type": "raw_unadjusted", "raw_open": 17.93, "raw_high": 18.68, "raw_low": 17.16, "raw_close": 17.23, "adjusted_close": 17.5123, "forward20_horizon": 20, "forward20_target": 0.08, "forward20_available_days": 0, "forward20_complete": false, "forward20_path": [] }, { "rank": 10, "code": "002930", "name": "宏川智慧", "score": 1.886368, "pred_win": 0.882994, "pred_ret": 0.200675, "metric1": 0.882994, "metric2": 0.200675, "amount": 130459396.0, "turnover": 0.031024, "daily_return": -0.040363, "next_1d_date": null, "next_1d_return": null, "peak20_pred_hit": 0.882994, "peak20_pred_peak": 0.200675, "peak20_score": 1.886368, "suggested_exit": "TP10或Trail8：收盘浮盈≥10%次日开盘止盈；或曾浮盈≥8%且从高点回撤≥3个百分点次日开盘卖出。", "close": 9.51, "display_close": 9.51, "price_type": "raw_unadjusted", "raw_open": 9.8, "raw_high": 10.05, "raw_low": 9.39, "raw_close": 9.51, "adjusted_close": 19.6278, "forward20_horizon": 20, "forward20_target": 0.08, "forward20_available_days": 0, "forward20_complete": false, "forward20_path": [] } ], "strategies": [ { "id": "qlib_peak20_tp10_trail8", "name": "QLIB-Peak20 高收益潜力选股", "short_name": "Peak20主策略", "profile": "peak20_alpha5_q975_tp10_or_trail8", "model_family": "qlib_peak20", "score_column": "peak20_score", "score_threshold": 1.7010531667057818, "metric1_label": "20日8%概率", "metric1_format": "pct", "metric2_label": "峰值收益预测", "metric2_format": "pct", "top_n": 10, "trade_rule": "T日收盘按Peak20模型打分；T+1开盘按Top10顺序检查，避开开盘涨停后买入。建议卖出规则：若收盘浮盈≥10%，次日开盘止盈；或曾浮盈≥8%且较高点回撤≥3个百分点，次日开盘卖出；跌停无法卖出则顺延。", "selection_note": "当前网站主策略。目标是未来20个交易日内出现较大收益机会；从2026-05-06开始纳入网站每日选股。V3动作价值模型仅作辅助参考，主卖出采用TP10或Trail8简单规则。", "backtest": { "2025": { "cum_return": 25.690861, "annual_return": null, "max_drawdown": -0.951975, "trade_win_rate": 0.670659, "trades": 167 }, "2026_ytd_to_0603": { "cum_return": 6.684822, "annual_return": null, "max_drawdown": -0.570971, "trade_win_rate": 0.681818, "trades": 66 }, "note": "回测口径来自统一模型家族对比：QLIB-Peak20买入 + TP10或Trail8次日开盘卖出。累计收益为每日等权复利研究口径，重点参考交易胜率和单笔表现。" }, "reports": [ { "label": "模型家族对比", "href": "./reports/akquant_qlib_model_comparison_report.html" }, { "label": "V3卖出模型研究", "href": "./reports/exit_v3_action_value_report.html" } ], "items": [ { "rank": 1, "code": "002969", "name": "嘉美包装", "score": 2.056783, "pred_win": 0.94196, "pred_ret": 0.222965, "metric1": 0.94196, "metric2": 0.222965, "amount": 115260591.0, "turnover": 0.006984, "daily_return": -0.10006, "next_1d_date": null, "next_1d_return": null, "peak20_pred_hit": 0.94196, "peak20_pred_peak": 0.222965, "peak20_score": 2.056783, "suggested_exit": "TP10或Trail8：收盘浮盈≥10%次日开盘止盈；或曾浮盈≥8%且从高点回撤≥3个百分点次日开盘卖出。", "close": 15.11, "display_close": 15.11, "price_type": "raw_unadjusted", "raw_open": 15.11, "raw_high": 15.11, "raw_low": 15.11, "raw_close": 15.11, "adjusted_close": 16.4954, "forward20_horizon": 20, "forward20_target": 0.08, "forward20_available_days": 0, "forward20_complete": false, "forward20_path": [] }, { "rank": 2, "code": "002830", "name": "名雕股份", "score": 2.034402, "pred_win": 0.898024, "pred_ret": 0.227275, "metric1": 0.898024, "metric2": 0.227275, "amount": 68135612.0, "turnover": 0.049333, "daily_return": -0.06611, "next_1d_date": null, "next_1d_return": null, "peak20_pred_hit": 0.898024, "peak20_pred_peak": 0.227275, "peak20_score": 2.034402, "suggested_exit": "TP10或Trail8：收盘浮盈≥10%次日开盘止盈；或曾浮盈≥8%且从高点回撤≥3个百分点次日开盘卖出。", "close": 14.55, "display_close": 14.55, "price_type": "raw_unadjusted", "raw_open": 14.88, "raw_high": 15.54, "raw_low": 14.2, "raw_close": 14.55, "adjusted_close": 32.4557, "forward20_horizon": 20, "forward20_target": 0.08, "forward20_available_days": 0, "forward20_complete": false, "forward20_path": [] }, { "rank": 3, "code": "600481", "name": "双良节能", "score": 1.947771, "pred_win": 0.923338, "pred_ret": 0.204887, "metric1": 0.923338, "metric2": 0.204887, "amount": 398692021.0, "turnover": 0.039897, "daily_return": -0.038076, "next_1d_date": null, "next_1d_return": null, "peak20_pred_hit": 0.923338, "peak20_pred_peak": 0.204887, "peak20_score": 1.947771, "suggested_exit": "TP10或Trail8：收盘浮盈≥10%次日开盘止盈；或曾浮盈≥8%且从高点回撤≥3个百分点次日开盘卖出。", "close": 4.8, "display_close": 4.8, "price_type": "raw_unadjusted", "raw_open": 4.79, "raw_high": 4.99, "raw_low": 4.71, "raw_close": 4.8, "adjusted_close": 50.0334, "forward20_horizon": 20, "forward20_target": 0.08, "forward20_available_days": 0, "forward20_complete": false, "forward20_path": [] }, { "rank": 4, "code": "600363", "name": "联创光电", "score": 1.930402, "pred_win": 0.914312, "pred_ret": 0.203218, "metric1": 0.914312, "metric2": 0.203218, "amount": 599500751.0, "turnover": 0.037867, "daily_return": -0.048787, "next_1d_date": null, "next_1d_return": null, "peak20_pred_hit": 0.914312, "peak20_pred_peak": 0.203218, "peak20_score": 1.930402, "suggested_exit": "TP10或Trail8：收盘浮盈≥10%次日开盘止盈；或曾浮盈≥8%且从高点回撤≥3个百分点次日开盘卖出。", "close": 34.51, "display_close": 34.51, "price_type": "raw_unadjusted", "raw_open": 34.87, "raw_high": 36.42, "raw_low": 34.03, "raw_close": 34.51, "adjusted_close": 113.7708, "forward20_horizon": 20, "forward20_target": 0.08, "forward20_available_days": 0, "forward20_complete": false, "forward20_path": [] }, { "rank": 5, "code": "605069", "name": "正和生态", "score": 1.928696, "pred_win": 0.928024, "pred_ret": 0.200134, "metric1": 0.928024, "metric2": 0.200134, "amount": 77937525.0, "turnover": 0.034821, "daily_return": -0.069495, "next_1d_date": null, "next_1d_return": null, "peak20_pred_hit": 0.928024, "peak20_pred_peak": 0.200134, "peak20_score": 1.928696, "suggested_exit": "TP10或Trail8：收盘浮盈≥10%次日开盘止盈；或曾浮盈≥8%且从高点回撤≥3个百分点次日开盘卖出。", "close": 10.31, "display_close": 10.31, "price_type": "raw_unadjusted", "raw_open": 11.13, "raw_high": 11.27, "raw_low": 10.1, "raw_close": 10.31, "adjusted_close": 13.5896, "forward20_horizon": 20, "forward20_target": 0.08, "forward20_available_days": 0, "forward20_complete": false, "forward20_path": [] }, { "rank": 6, "code": "603829", "name": "洛凯股份", "score": 1.92162, "pred_win": 0.903377, "pred_ret": 0.203649, "metric1": 0.903377, "metric2": 0.203649, "amount": 92467732.0, "turnover": 0.025041, "daily_return": -0.05358, "next_1d_date": null, "next_1d_return": null, "peak20_pred_hit": 0.903377, "peak20_pred_peak": 0.203649, "peak20_score": 1.92162, "suggested_exit": "TP10或Trail8：收盘浮盈≥10%次日开盘止盈；或曾浮盈≥8%且从高点回撤≥3个百分点次日开盘卖出。", "close": 19.43, "display_close": 19.43, "price_type": "raw_unadjusted", "raw_open": 19.98, "raw_high": 21.09, "raw_low": 18.97, "raw_close": 19.43, "adjusted_close": 20.741, "forward20_horizon": 20, "forward20_target": 0.08, "forward20_available_days": 0, "forward20_complete": false, "forward20_path": [] }, { "rank": 7, "code": "603191", "name": "望变电气", "score": 1.908921, "pred_win": 0.871647, "pred_ret": 0.207455, "metric1": 0.871647, "metric2": 0.207455, "amount": 225274638.0, "turnover": 0.040205, "daily_return": -0.06257, "next_1d_date": null, "next_1d_return": null, "peak20_pred_hit": 0.871647, "peak20_pred_peak": 0.207455, "peak20_score": 1.908921, "suggested_exit": "TP10或Trail8：收盘浮盈≥10%次日开盘止盈；或曾浮盈≥8%且从高点回撤≥3个百分点次日开盘卖出。", "close": 16.78, "display_close": 16.78, "price_type": "raw_unadjusted", "raw_open": 17.09, "raw_high": 17.51, "raw_low": 16.55, "raw_close": 16.78, "adjusted_close": 17.1791, "forward20_horizon": 20, "forward20_target": 0.08, "forward20_available_days": 0, "forward20_complete": false, "forward20_path": [] }, { "rank": 8, "code": "601615", "name": "明阳智能", "score": 1.89047, "pred_win": 0.892607, "pred_ret": 0.199573, "metric1": 0.892607, "metric2": 0.199573, "amount": 1211616429.0, "turnover": 0.039852, "daily_return": -0.068892, "next_1d_date": null, "next_1d_return": null, "peak20_pred_hit": 0.892607, "peak20_pred_peak": 0.199573, "peak20_score": 1.89047, "suggested_exit": "TP10或Trail8：收盘浮盈≥10%次日开盘止盈；或曾浮盈≥8%且从高点回撤≥3个百分点次日开盘卖出。", "close": 13.11, "display_close": 13.11, "price_type": "raw_unadjusted", "raw_open": 13.68, "raw_high": 13.98, "raw_low": 12.99, "raw_close": 13.11, "adjusted_close": 14.5285, "forward20_horizon": 20, "forward20_target": 0.08, "forward20_available_days": 0, "forward20_complete": false, "forward20_path": [] }, { "rank": 9, "code": "001278", "name": "一彬科技", "score": 1.886931, "pred_win": 0.923089, "pred_ret": 0.192768, "metric1": 0.923089, "metric2": 0.192768, "amount": 101455087.0, "turnover": 0.066696, "daily_return": -0.049641, "next_1d_date": null, "next_1d_return": null, "peak20_pred_hit": 0.923089, "peak20_pred_peak": 0.192768, "peak20_score": 1.886931, "suggested_exit": "TP10或Trail8：收盘浮盈≥10%次日开盘止盈；或曾浮盈≥8%且从高点回撤≥3个百分点次日开盘卖出。", "close": 17.23, "display_close": 17.23, "price_type": "raw_unadjusted", "raw_open": 17.93, "raw_high": 18.68, "raw_low": 17.16, "raw_close": 17.23, "adjusted_close": 17.5123, "forward20_horizon": 20, "forward20_target": 0.08, "forward20_available_days": 0, "forward20_complete": false, "forward20_path": [] }, { "rank": 10, "code": "002930", "name": "宏川智慧", "score": 1.886368, "pred_win": 0.882994, "pred_ret": 0.200675, "metric1": 0.882994, "metric2": 0.200675, "amount": 130459396.0, "turnover": 0.031024, "daily_return": -0.040363, "next_1d_date": null, "next_1d_return": null, "peak20_pred_hit": 0.882994, "peak20_pred_peak": 0.200675, "peak20_score": 1.886368, "suggested_exit": "TP10或Trail8：收盘浮盈≥10%次日开盘止盈；或曾浮盈≥8%且从高点回撤≥3个百分点次日开盘卖出。", "close": 9.51, "display_close": 9.51, "price_type": "raw_unadjusted", "raw_open": 9.8, "raw_high": 10.05, "raw_low": 9.39, "raw_close": 9.51, "adjusted_close": 19.6278, "forward20_horizon": 20, "forward20_target": 0.08, "forward20_available_days": 0, "forward20_complete": false, "forward20_path": [] } ] }, { "id": "dualhigh_daily_top1_slots2", "name": "主板双高猎手 T2 V1 - 每日Top1版（2仓位回测）", "short_name": "每日Top1", "profile": "daily_top1_no_score_threshold_slots2", "model_family": "dual_high", "score_column": "dual_score", "score_threshold": null, "metric1_label": "胜率预测", "metric1_format": "pct", "metric2_label": "收益预测", "metric2_format": "pct", "top_n": 10, "trade_rule": "T日收盘打分；T+1开盘按Top10顺序检查，选择第一只未涨停且可买入股票；T+2收盘前卖出，跌停则顺延。", "selection_note": "保证每个可交易日尝试买入1只；这里展示Top10候选，实盘按顺位避开开盘涨停。", "backtest": { "2025": { "cum_return": 0.269454, "annual_return": 0.263237, "max_drawdown": -0.088978, "trade_win_rate": 0.493776, "trades": 241 }, "2026_ytd_to_0603": { "cum_return": 0.249708, "annual_return": 0.718331, "max_drawdown": -0.100405, "trade_win_rate": 0.46875, "trades": 96 } }, "reports": [ { "label": "2025回测", "href": "./reports/2025_daily_top1_alpha16_slots2_report.html" }, { "label": "2026回测", "href": "./reports/2026_ytd_daily_top1_alpha16_slots2_report.html" } ], "items": [ { "rank": 1, "code": "603767", "name": "中马传动", "score": 0.224764, "pred_win": 0.215026, "pred_ret": 0.000609, "metric1": 0.215026, "metric2": 0.000609, "amount": 176805514.0, "turnover": 0.033076, "daily_return": -0.015882, "next_1d_date": null, "next_1d_return": null, "close": 17.35, "display_close": 17.35, "price_type": "raw_unadjusted", "raw_open": 17.0, "raw_high": 17.75, "raw_low": 16.85, "raw_close": 17.35, "adjusted_close": 29.6079, "forward20_horizon": 20, "forward20_target": 0.08, "forward20_available_days": 0, "forward20_complete": false, "forward20_path": [] }, { "rank": 2, "code": "600415", "name": "小商品城", "score": 0.210394, "pred_win": 0.225888, "pred_ret": -0.000968, "metric1": 0.225888, "metric2": -0.000968, "amount": 869428647.0, "turnover": 0.013964, "daily_return": -0.054191, "next_1d_date": null, "next_1d_return": null, "close": 11.17, "display_close": 11.17, "price_type": "raw_unadjusted", "raw_open": 11.48, "raw_high": 11.7, "raw_low": 11.12, "raw_close": 11.17, "adjusted_close": 491.203, "forward20_horizon": 20, "forward20_target": 0.08, "forward20_available_days": 0, "forward20_complete": false, "forward20_path": [] }, { "rank": 3, "code": "002838", "name": "道恩股份", "score": 0.204401, "pred_win": 0.190126, "pred_ret": 0.000892, "metric1": 0.190126, "metric2": 0.000892, "amount": 231646913.0, "turnover": 0.01788, "daily_return": -0.069846, "next_1d_date": null, "next_1d_return": null, "close": 30.23, "display_close": 30.23, "price_type": "raw_unadjusted", "raw_open": 31.66, "raw_high": 32.5, "raw_low": 29.8, "raw_close": 30.23, "adjusted_close": 154.0091, "forward20_horizon": 20, "forward20_target": 0.08, "forward20_available_days": 0, "forward20_complete": false, "forward20_path": [] }, { "rank": 4, "code": "002173", "name": "创新医疗", "score": 0.177786, "pred_win": 0.201502, "pred_ret": -0.001482, "metric1": 0.201502, "metric2": -0.001482, "amount": 435876493.0, "turnover": 0.058612, "daily_return": -0.023229, "next_1d_date": null, "next_1d_return": null, "close": 17.24, "display_close": 17.24, "price_type": "raw_unadjusted", "raw_open": 17.29, "raw_high": 18.38, "raw_low": 17.01, "raw_close": 17.24, "adjusted_close": 52.4783, "forward20_horizon": 20, "forward20_target": 0.08, "forward20_available_days": 0, "forward20_complete": false, "forward20_path": [] }, { "rank": 5, "code": "600248", "name": "陕建股份", "score": 0.131536, "pred_win": 0.156775, "pred_ret": -0.001577, "metric1": 0.156775, "metric2": -0.001577, "amount": 50926167.0, "turnover": 0.004445, "daily_return": -0.022293, "next_1d_date": null, "next_1d_return": null, "close": 3.07, "display_close": 3.07, "price_type": "raw_unadjusted", "raw_open": 3.12, "raw_high": 3.13, "raw_low": 3.05, "raw_close": 3.07, "adjusted_close": 13.3194, "forward20_horizon": 20, "forward20_target": 0.08, "forward20_available_days": 0, "forward20_complete": false, "forward20_path": [] }, { "rank": 6, "code": "600305", "name": "恒顺醋业", "score": 0.124004, "pred_win": 0.153723, "pred_ret": -0.001857, "metric1": 0.153723, "metric2": -0.001857, "amount": 44887004.0, "turnover": 0.005895, "daily_return": -0.005764, "next_1d_date": null, "next_1d_return": null, "close": 6.9, "display_close": 6.9, "price_type": "raw_unadjusted", "raw_open": 6.9, "raw_high": 7.0, "raw_low": 6.83, "raw_close": 6.9, "adjusted_close": 70.8916, "forward20_horizon": 20, "forward20_target": 0.08, "forward20_available_days": 0, "forward20_complete": false, "forward20_path": [] }, { "rank": 7, "code": "002266", "name": "浙富控股", "score": 0.12183, "pred_win": 0.172761, "pred_ret": -0.003183, "metric1": 0.172761, "metric2": -0.003183, "amount": 471397585.0, "turnover": 0.020801, "daily_return": -0.074899, "next_1d_date": null, "next_1d_return": null, "close": 4.57, "display_close": 4.57, "price_type": "raw_unadjusted", "raw_open": 4.83, "raw_high": 4.85, "raw_low": 4.52, "raw_close": 4.57, "adjusted_close": 53.9708, "forward20_horizon": 20, "forward20_target": 0.08, "forward20_available_days": 0, "forward20_complete": false, "forward20_path": [] }, { "rank": 8, "code": "002216", "name": "三全食品", "score": 0.121619, "pred_win": 0.207183, "pred_ret": -0.005348, "metric1": 0.207183, "metric2": -0.005348, "amount": 113491483.0, "turnover": 0.014802, "daily_return": -0.017059, "next_1d_date": null, "next_1d_return": null, "close": 12.1, "display_close": 12.1, "price_type": "raw_unadjusted", "raw_open": 12.35, "raw_high": 12.66, "raw_low": 11.92, "raw_close": 12.1, "adjusted_close": 126.8042, "forward20_horizon": 20, "forward20_target": 0.08, "forward20_available_days": 0, "forward20_complete": false, "forward20_path": [] }, { "rank": 9, "code": "601107", "name": "四川成渝", "score": 0.106929, "pred_win": 0.150989, "pred_ret": -0.002754, "metric1": 0.150989, "metric2": -0.002754, "amount": 78832325.0, "turnover": 0.00616, "daily_return": -0.011745, "next_1d_date": null, "next_1d_return": null, "close": 5.89, "display_close": 5.89, "price_type": "raw_unadjusted", "raw_open": 5.92, "raw_high": 6.01, "raw_low": 5.87, "raw_close": 5.89, "adjusted_close": 8.9639, "forward20_horizon": 20, "forward20_target": 0.08, "forward20_available_days": 0, "forward20_complete": false, "forward20_path": [] }, { "rank": 10, "code": "601628", "name": "中国人寿", "score": 0.105007, "pred_win": 0.143675, "pred_ret": -0.002417, "metric1": 0.143675, "metric2": -0.002417, "amount": 1306116813.0, "turnover": 0.001895, "daily_return": 0.005484, "next_1d_date": null, "next_1d_return": null, "close": 33.0, "display_close": 33.0, "price_type": "raw_unadjusted", "raw_open": 33.01, "raw_high": 33.5, "raw_low": 32.7, "raw_close": 33.0, "adjusted_close": 44.3914, "forward20_horizon": 20, "forward20_target": 0.08, "forward20_available_days": 0, "forward20_complete": false, "forward20_path": [] } ] }, { "id": "dualhigh_alpha16_q975", "name": "主板双高猎手 T2 V1 - 高阈值版", "short_name": "双高高阈值", "profile": "dualhigh_alpha16_q975", "model_family": "dual_high", "score_column": "dual_score", "score_threshold": 0.42082220809320714, "metric1_label": "胜率预测", "metric1_format": "pct", "metric2_label": "收益预测", "metric2_format": "pct", "top_n": 10, "trade_rule": "T日收盘打分；只有综合分超过训练期97.5%阈值才入选；T+1开盘买入，T+2收盘前卖出，跌停顺延。", "selection_note": "高胜率/高收益阈值版，交易次数更少；若当天无股票过阈值则显示空表。", "backtest": { "2025": { "cum_return": 0.191757, "annual_return": 0.187463, "max_drawdown": -0.106628, "trade_win_rate": 0.54386, "trades": 57 }, "2026_ytd_to_0603": { "cum_return": 0.013726, "annual_return": 0.033662, "max_drawdown": -0.023247, "trade_win_rate": 0.777778, "trades": 9 } }, "reports": [ { "label": "2025回测", "href": "./reports/2025_dualhigh_alpha16_q975_report.html" }, { "label": "2026回测", "href": "./reports/2026_ytd_dualhigh_alpha16_q975_report.html" } ], "items": [] }, { "id": "high_winrate_h4_q950", "name": "主板胜率猎手 V1 - H4高胜率版", "short_name": "胜率猎手H4", "profile": "h4_q950", "model_family": "winrate_h4", "score_column": "pred_win_h4", "score_threshold": 0.2206216747927586, "metric1_label": "胜率预测", "metric1_format": "pct", "metric2_label": "收益预测", "metric2_format": "pct", "top_n": 10, "trade_rule": "T日收盘打分；T+1开盘买入；原始版本目标T+4收盘卖出，按胜率模型筛选。", "selection_note": "最早训练的高胜率策略，偏向胜率和稳定性，展示超过95%训练期阈值的候选。", "backtest": { "2025": { "cum_return": 0.229011, "annual_return": 0.221818, "max_drawdown": -0.098581, "trade_win_rate": 0.647059, "trades": 51 }, "2026_ytd_to_0603": { "cum_return": 0.20353, "annual_return": 0.568179, "max_drawdown": -0.150267, "trade_win_rate": 0.703704, "trades": 27 } }, "reports": [ { "label": "2025回测", "href": "./reports/2025_high_winrate_h4_q950_report.html" }, { "label": "2026回测", "href": "./reports/2026_ytd_high_winrate_h4_q950_report.html" } ], "items": [ { "rank": 1, "code": "600481", "name": "双良节能", "score": 0.255358, "pred_win": 0.255358, "pred_ret": null, "metric1": 0.255358, "metric2": null, "amount": 398692021.0, "turnover": 0.039897, "daily_return": -0.038076, "next_1d_date": null, "next_1d_return": null, "close": 4.8, "display_close": 4.8, "price_type": "raw_unadjusted", "raw_open": 4.79, "raw_high": 4.99, "raw_low": 4.71, "raw_close": 4.8, "adjusted_close": 50.0334, "forward20_horizon": 20, "forward20_target": 0.08, "forward20_available_days": 0, "forward20_complete": false, "forward20_path": [] }, { "rank": 2, "code": "603218", "name": "日月股份", "score": 0.247768, "pred_win": 0.247768, "pred_ret": null, "metric1": 0.247768, "metric2": null, "amount": 142738558.0, "turnover": 0.012905, "daily_return": -0.043088, "next_1d_date": null, "next_1d_return": null, "close": 10.66, "display_close": 10.66, "price_type": "raw_unadjusted", "raw_open": 10.96, "raw_high": 11.12, "raw_low": 10.5, "raw_close": 10.66, "adjusted_close": 22.0661, "forward20_horizon": 20, "forward20_target": 0.08, "forward20_available_days": 0, "forward20_complete": false, "forward20_path": [] }, { "rank": 3, "code": "600839", "name": "四川长虹", "score": 0.246274, "pred_win": 0.246274, "pred_ret": null, "metric1": 0.246274, "metric2": null, "amount": 564836969.0, "turnover": 0.017684, "daily_return": -0.04073, "next_1d_date": null, "next_1d_return": null, "close": 6.83, "display_close": 6.83, "price_type": "raw_unadjusted", "raw_open": 6.97, "raw_high": 7.07, "raw_low": 6.8, "raw_close": 6.83, "adjusted_close": 228.332, "forward20_horizon": 20, "forward20_target": 0.08, "forward20_available_days": 0, "forward20_complete": false, "forward20_path": [] }, { "rank": 4, "code": "002173", "name": "创新医疗", "score": 0.24441, "pred_win": 0.24441, "pred_ret": null, "metric1": 0.24441, "metric2": null, "amount": 435876493.0, "turnover": 0.058612, "daily_return": -0.023229, "next_1d_date": null, "next_1d_return": null, "close": 17.24, "display_close": 17.24, "price_type": "raw_unadjusted", "raw_open": 17.29, "raw_high": 18.38, "raw_low": 17.01, "raw_close": 17.24, "adjusted_close": 52.4783, "forward20_horizon": 20, "forward20_target": 0.08, "forward20_available_days": 0, "forward20_complete": false, "forward20_path": [] }, { "rank": 5, "code": "600887", "name": "伊利股份", "score": 0.237879, "pred_win": 0.237879, "pred_ret": null, "metric1": 0.237879, "metric2": null, "amount": 1470714333.0, "turnover": 0.009148, "daily_return": -0.011687, "next_1d_date": null, "next_1d_return": null, "close": 25.37, "display_close": 25.37, "price_type": "raw_unadjusted", "raw_open": 25.76, "raw_high": 26.1, "raw_low": 25.18, "raw_close": 25.37, "adjusted_close": 2676.687, "forward20_horizon": 20, "forward20_target": 0.08, "forward20_available_days": 0, "forward20_complete": false, "forward20_path": [] }, { "rank": 6, "code": "600976", "name": "健民集团", "score": 0.2376, "pred_win": 0.2376, "pred_ret": null, "metric1": 0.2376, "metric2": null, "amount": 47314326.0, "turnover": 0.01125, "daily_return": -0.035625, "next_1d_date": null, "next_1d_return": null, "close": 27.07, "display_close": 27.07, "price_type": "raw_unadjusted", "raw_open": 27.98, "raw_high": 28.1, "raw_low": 26.95, "raw_close": 27.07, "adjusted_close": 88.7714, "forward20_horizon": 20, "forward20_target": 0.08, "forward20_available_days": 0, "forward20_complete": false, "forward20_path": [] }, { "rank": 7, "code": "000528", "name": "柳 工", "score": 0.237545, "pred_win": 0.237545, "pred_ret": null, "metric1": 0.237545, "metric2": null, "amount": 522069821.0, "turnover": 0.029519, "daily_return": 0.009379, "next_1d_date": null, "next_1d_return": null, "close": 8.61, "display_close": 8.61, "price_type": "raw_unadjusted", "raw_open": 8.59, "raw_high": 8.9, "raw_low": 8.51, "raw_close": 8.61, "adjusted_close": 133.421, "forward20_horizon": 20, "forward20_target": 0.08, "forward20_available_days": 0, "forward20_complete": false, "forward20_path": [] }, { "rank": 8, "code": "601162", "name": "天风证券", "score": 0.237361, "pred_win": 0.237361, "pred_ret": null, "metric1": 0.237361, "metric2": null, "amount": 332204974.0, "turnover": 0.012289, "daily_return": -0.03125, "next_1d_date": null, "next_1d_return": null, "close": 3.1, "display_close": 3.1, "price_type": "raw_unadjusted", "raw_open": 3.15, "raw_high": 3.21, "raw_low": 3.09, "raw_close": 3.1, "adjusted_close": 3.5133, "forward20_horizon": 20, "forward20_target": 0.08, "forward20_available_days": 0, "forward20_complete": false, "forward20_path": [] }, { "rank": 9, "code": "601606", "name": "长城军工", "score": 0.234753, "pred_win": 0.234753, "pred_ret": null, "metric1": 0.234753, "metric2": null, "amount": 353761164.0, "turnover": 0.015369, "daily_return": -0.011257, "next_1d_date": null, "next_1d_return": null, "close": 31.62, "display_close": 31.62, "price_type": "raw_unadjusted", "raw_open": 31.63, "raw_high": 32.59, "raw_low": 31.09, "raw_close": 31.62, "adjusted_close": 32.147, "forward20_horizon": 20, "forward20_target": 0.08, "forward20_available_days": 0, "forward20_complete": false, "forward20_path": [] }, { "rank": 10, "code": "002643", "name": "万润股份", "score": 0.234551, "pred_win": 0.234551, "pred_ret": null, "metric1": 0.234551, "metric2": null, "amount": 307744808.0, "turnover": 0.024461, "daily_return": -0.047883, "next_1d_date": null, "next_1d_return": null, "close": 13.72, "display_close": 13.72, "price_type": "raw_unadjusted", "raw_open": 14.0, "raw_high": 14.36, "raw_low": 13.58, "raw_close": 13.72, "adjusted_close": 84.1474, "forward20_horizon": 20, "forward20_target": 0.08, "forward20_available_days": 0, "forward20_complete": false, "forward20_path": [] } ] }, { "id": "v12_close_only", "name": "V1.2 收盘选股版", "short_name": "V1.2收盘", "profile": "v12_close_only_no_open_gap", "model_family": "rule_v12_close", "score_column": "v12_score", "score_threshold": null, "metric1_label": "V03A排名", "metric1_format": "int", "metric2_label": "日振幅", "metric2_format": "pct", "top_n": 15, "trade_rule": "T日收盘计算V03A分数并直接选股；取消原V1.2的T+1开盘gap择机触发；后续可按T+1开盘买入、T+2收盘卖出观察。", "selection_note": "由原V1.2事件策略改造为收盘选股版：保留V03A打分、跳过前3名、成交额/价格过滤和振幅排除规则；不再等待开盘gap确认。", "backtest": { "2026_ytd_to_0603": { "cum_return": 0.575945, "annual_return": 2.22079, "max_drawdown": -0.110579, "trade_win_rate": 0.491132, "trades": 4398 }, "note": "指标来自原V1.2事件策略回测；收盘选股版取消开盘gap后尚未单独重跑回测，仅作规则来源参考。" }, "reports": [], "items": [ { "rank": 1, "code": "002015", "name": "协鑫能科", "score": 0.910678, "pred_win": null, "pred_ret": null, "metric1": 4.0, "metric2": 0.105027, "amount": 2638340903.0, "turnover": 0.077565, "daily_return": -0.09991, "next_1d_date": null, "next_1d_return": null, "v12_rank_v03a": 4, "v12_score": 0.910678, "daily_range": 0.105027, "v12_rule": "close_only: rank_v03a>3; exclude 16<=rank<=30 & daily_range>8.5%; no T+1 open-gap trigger", "close": 20.09, "display_close": 20.09, "price_type": "raw_unadjusted", "raw_open": 21.27, "raw_high": 22.2, "raw_low": 20.09, "raw_close": 20.09, "adjusted_close": 106.1959, "forward20_horizon": 20, "forward20_target": 0.08, "forward20_available_days": 0, "forward20_complete": false, "forward20_path": [] }, { "rank": 2, "code": "605299", "name": "舒华体育", "score": 0.900392, "pred_win": null, "pred_ret": null, "metric1": 5.0, "metric2": 0.101911, "amount": 328151507.0, "turnover": 0.049167, "daily_return": -0.034841, "next_1d_date": null, "next_1d_return": null, "v12_rank_v03a": 5, "v12_score": 0.900392, "daily_range": 0.101911, "v12_rule": "close_only: rank_v03a>3; exclude 16<=rank<=30 & daily_range>8.5%; no T+1 open-gap trigger", "close": 15.79, "display_close": 15.79, "price_type": "raw_unadjusted", "raw_open": 16.33, "raw_high": 17.3, "raw_low": 15.7, "raw_close": 15.79, "adjusted_close": 18.0206, "forward20_horizon": 20, "forward20_target": 0.08, "forward20_available_days": 0, "forward20_complete": false, "forward20_path": [] }, { "rank": 3, "code": "002943", "name": "宇晶股份", "score": 0.896366, "pred_win": null, "pred_ret": null, "metric1": 6.0, "metric2": 0.087169, "amount": 727964244.0, "turnover": 0.073239, "daily_return": -0.306386, "next_1d_date": null, "next_1d_return": null, "v12_rank_v03a": 6, "v12_score": 0.896366, "daily_range": 0.087169, "v12_rule": "close_only: rank_v03a>3; exclude 16<=rank<=30 & daily_range>8.5%; no T+1 open-gap trigger", "close": 51.05, "display_close": 51.05, "price_type": "raw_unadjusted", "raw_open": 52.52, "raw_high": 55.5, "raw_low": 51.05, "raw_close": 51.05, "adjusted_close": 88.0141, "forward20_horizon": 20, "forward20_target": 0.08, "forward20_available_days": 0, "forward20_complete": false, "forward20_path": [] }, { "rank": 4, "code": "000899", "name": "赣能股份", "score": 0.893821, "pred_win": null, "pred_ret": null, "metric1": 7.0, "metric2": 0.08812, "amount": 438539433.0, "turnover": 0.034134, "daily_return": -0.070648, "next_1d_date": null, "next_1d_return": null, "v12_rank_v03a": 7, "v12_score": 0.893821, "daily_range": 0.08812, "v12_rule": "close_only: rank_v03a>3; exclude 16<=rank<=30 & daily_range>8.5%; no T+1 open-gap trigger", "close": 12.76, "display_close": 12.76, "price_type": "raw_unadjusted", "raw_open": 13.23, "raw_high": 13.83, "raw_low": 12.71, "raw_close": 12.76, "adjusted_close": 51.7966, "forward20_horizon": 20, "forward20_target": 0.08, "forward20_available_days": 0, "forward20_complete": false, "forward20_path": [] }, { "rank": 5, "code": "603989", "name": "艾华集团", "score": 0.880189, "pred_win": null, "pred_ret": null, "metric1": 8.0, "metric2": 0.123631, "amount": 856351337.0, "turnover": 0.064263, "daily_return": -0.1, "next_1d_date": null, "next_1d_return": null, "v12_rank_v03a": 8, "v12_score": 0.880189, "daily_range": 0.123631, "v12_rule": "close_only: rank_v03a>3; exclude 16<=rank<=30 & daily_range>8.5%; no T+1 open-gap trigger", "close": 31.95, "display_close": 31.95, "price_type": "raw_unadjusted", "raw_open": 33.23, "raw_high": 35.9, "raw_low": 31.95, "raw_close": 31.95, "adjusted_close": 75.2067, "forward20_horizon": 20, "forward20_target": 0.08, "forward20_available_days": 0, "forward20_complete": false, "forward20_path": [] }, { "rank": 6, "code": "000767", "name": "晋控电力", "score": 0.878489, "pred_win": null, "pred_ret": null, "metric1": 9.0, "metric2": 0.091837, "amount": 1598756196.0, "turnover": 0.108241, "daily_return": -0.076779, "next_1d_date": null, "next_1d_return": null, "v12_rank_v03a": 9, "v12_score": 0.878489, "daily_range": 0.091837, "v12_rule": "close_only: rank_v03a>3; exclude 16<=rank<=30 & daily_range>8.5%; no T+1 open-gap trigger", "close": 4.93, "display_close": 4.93, "price_type": "raw_unadjusted", "raw_open": 5.03, "raw_high": 5.35, "raw_low": 4.9, "raw_close": 4.93, "adjusted_close": 53.1579, "forward20_horizon": 20, "forward20_target": 0.08, "forward20_available_days": 0, "forward20_complete": false, "forward20_path": [] }, { "rank": 7, "code": "002865", "name": "钧达股份", "score": 0.878175, "pred_win": null, "pred_ret": null, "metric1": 10.0, "metric2": 0.098617, "amount": 1008080719.0, "turnover": 0.063466, "daily_return": -0.07933, "next_1d_date": null, "next_1d_return": null, "v12_rank_v03a": 10, "v12_score": 0.878175, "daily_range": 0.098617, "v12_rule": "close_only: rank_v03a>3; exclude 16<=rank<=30 & daily_range>8.5%; no T+1 open-gap trigger", "close": 67.08, "display_close": 67.08, "price_type": "raw_unadjusted", "raw_open": 69.66, "raw_high": 73.08, "raw_low": 66.52, "raw_close": 67.08, "adjusted_close": 98.2971, "forward20_horizon": 20, "forward20_target": 0.08, "forward20_available_days": 0, "forward20_complete": false, "forward20_path": [] }, { "rank": 8, "code": "002397", "name": "梦洁股份", "score": 0.868284, "pred_win": null, "pred_ret": null, "metric1": 11.0, "metric2": 0.127059, "amount": 92581777.0, "turnover": 0.032263, "daily_return": -0.046358, "next_1d_date": null, "next_1d_return": null, "v12_rank_v03a": 11, "v12_score": 0.868284, "daily_range": 0.127059, "v12_rule": "close_only: rank_v03a>3; exclude 16<=rank<=30 & daily_range>8.5%; no T+1 open-gap trigger", "close": 4.32, "display_close": 4.32, "price_type": "raw_unadjusted", "raw_open": 4.43, "raw_high": 4.79, "raw_low": 4.25, "raw_close": 4.32, "adjusted_close": 55.7699, "forward20_horizon": 20, "forward20_target": 0.08, "forward20_available_days": 0, "forward20_complete": false, "forward20_path": [] }, { "rank": 9, "code": "000993", "name": "闽东电力", "score": 0.86744, "pred_win": null, "pred_ret": null, "metric1": 12.0, "metric2": 0.093061, "amount": 335519141.0, "turnover": 0.059762, "daily_return": -0.088823, "next_1d_date": null, "next_1d_return": null, "v12_rank_v03a": 12, "v12_score": 0.86744, "daily_range": 0.093061, "v12_rule": "close_only: rank_v03a>3; exclude 16<=rank<=30 & daily_range>8.5%; no T+1 open-gap trigger", "close": 12.31, "display_close": 12.31, "price_type": "raw_unadjusted", "raw_open": 12.95, "raw_high": 13.39, "raw_low": 12.25, "raw_close": 12.31, "adjusted_close": 22.8568, "forward20_horizon": 20, "forward20_target": 0.08, "forward20_available_days": 0, "forward20_complete": false, "forward20_path": [] }, { "rank": 10, "code": "600032", "name": "浙江新能", "score": 0.866804, "pred_win": null, "pred_ret": null, "metric1": 13.0, "metric2": 0.096463, "amount": 554962212.0, "turnover": 0.02368, "daily_return": -0.078717, "next_1d_date": null, "next_1d_return": null, "v12_rank_v03a": 13, "v12_score": 0.866804, "daily_range": 0.096463, "v12_rule": "close_only: rank_v03a>3; exclude 16<=rank<=30 & daily_range>8.5%; no T+1 open-gap trigger", "close": 9.48, "display_close": 9.48, "price_type": "raw_unadjusted", "raw_open": 9.9, "raw_high": 10.23, "raw_low": 9.33, "raw_close": 9.48, "adjusted_close": 9.8035, "forward20_horizon": 20, "forward20_target": 0.08, "forward20_available_days": 0, "forward20_complete": false, "forward20_path": [] }, { "rank": 11, "code": "002012", "name": "凯恩股份", "score": 0.866348, "pred_win": null, "pred_ret": null, "metric1": 14.0, "metric2": 0.06993, "amount": 205296860.0, "turnover": 0.059964, "daily_return": -0.055118, "next_1d_date": null, "next_1d_return": null, "v12_rank_v03a": 14, "v12_score": 0.866348, "daily_range": 0.06993, "v12_rule": "close_only: rank_v03a>3; exclude 16<=rank<=30 & daily_range>8.5%; no T+1 open-gap trigger", "close": 7.2, "display_close": 7.2, "price_type": "raw_unadjusted", "raw_open": 7.36, "raw_high": 7.65, "raw_low": 7.15, "raw_close": 7.2, "adjusted_close": 38.2846, "forward20_horizon": 20, "forward20_target": 0.08, "forward20_available_days": 0, "forward20_complete": false, "forward20_path": [] }, { "rank": 12, "code": "001210", "name": "金房能源", "score": 0.865803, "pred_win": null, "pred_ret": null, "metric1": 15.0, "metric2": 0.114073, "amount": 326031955.0, "turnover": 0.102537, "daily_return": -0.077016, "next_1d_date": null, "next_1d_return": null, "v12_rank_v03a": 15, "v12_score": 0.865803, "daily_range": 0.114073, "v12_rule": "close_only: rank_v03a>3; exclude 16<=rank<=30 & daily_range>8.5%; no T+1 open-gap trigger", "close": 23.01, "display_close": 23.01, "price_type": "raw_unadjusted", "raw_open": 23.62, "raw_high": 25.49, "raw_low": 22.88, "raw_close": 23.01, "adjusted_close": 42.6999, "forward20_horizon": 20, "forward20_target": 0.08, "forward20_available_days": 0, "forward20_complete": false, "forward20_path": [] }, { "rank": 13, "code": "600439", "name": "瑞贝卡", "score": 0.865288, "pred_win": null, "pred_ret": null, "metric1": 16.0, "metric2": 0.074803, "amount": 216554853.0, "turnover": 0.072621, "daily_return": -0.026515, "next_1d_date": null, "next_1d_return": null, "v12_rank_v03a": 16, "v12_score": 0.865288, "daily_range": 0.074803, "v12_rule": "close_only: rank_v03a>3; exclude 16<=rank<=30 & daily_range>8.5%; no T+1 open-gap trigger", "close": 2.57, "display_close": 2.57, "price_type": "raw_unadjusted", "raw_open": 2.64, "raw_high": 2.73, "raw_low": 2.54, "raw_close": 2.57, "adjusted_close": 40.914, "forward20_horizon": 20, "forward20_target": 0.08, "forward20_available_days": 0, "forward20_complete": false, "forward20_path": [] }, { "rank": 14, "code": "000791", "name": "甘肃能源", "score": 0.864358, "pred_win": null, "pred_ret": null, "metric1": 17.0, "metric2": 0.064368, "amount": 545526633.0, "turnover": 0.031646, "daily_return": -0.053261, "next_1d_date": null, "next_1d_return": null, "v12_rank_v03a": 17, "v12_score": 0.864358, "daily_range": 0.064368, "v12_rule": "close_only: rank_v03a>3; exclude 16<=rank<=30 & daily_range>8.5%; no T+1 open-gap trigger", "close": 8.71, "display_close": 8.71, "price_type": "raw_unadjusted", "raw_open": 8.83, "raw_high": 9.26, "raw_low": 8.7, "raw_close": 8.71, "adjusted_close": 36.4736, "forward20_horizon": 20, "forward20_target": 0.08, "forward20_available_days": 0, "forward20_complete": false, "forward20_path": [] }, { "rank": 15, "code": "001258", "name": "立新能源", "score": 0.863931, "pred_win": null, "pred_ret": null, "metric1": 19.0, "metric2": 0.079418, "amount": 441006389.0, "turnover": 0.05153, "daily_return": -0.099698, "next_1d_date": null, "next_1d_return": null, "v12_rank_v03a": 19, "v12_score": 0.863931, "daily_range": 0.079418, "v12_rule": "close_only: rank_v03a>3; exclude 16<=rank<=30 & daily_range>8.5%; no T+1 open-gap trigger", "close": 8.94, "display_close": 8.94, "price_type": "raw_unadjusted", "raw_open": 9.28, "raw_high": 9.65, "raw_low": 8.94, "raw_close": 8.94, "adjusted_close": 9.1254, "forward20_horizon": 20, "forward20_target": 0.08, "forward20_available_days": 0, "forward20_complete": false, "forward20_path": [] } ] } ], "performance_updated_at": "2026-06-08T22:41:17.226443+08:00" }