2026-11-10
今日信号
策略记录的目标仓位，以及用于最近一期收益计算的有效仓位。最新纳入的价格日期为 2026-11-10；各市场的数据日期与状态单独展示。
构建信息（UTC）: 2026-11-11 10:55 UTC
如何理解这些决策
目标仓位在当日收盘时确定；有效仓位是用于计算最近一期收盘至收盘收益的前一日目标仓位。这些是模拟配置，不是券商成交。下一次评估：下一次配置的每日构建。
新版引擎对所有市场排除 UTC 当天及之后的价格。数据是否滞后按四个日历日判断，并非交易所假日日历；构建时间不是价格时间。
这些是历史回测规则的机械输出，且有延迟，不是交易建议，也不构成投资建议。
最近两周有变化的信号
- ▲ 做多 VOL-13 波动率状态策略 · UNG 自 2026-11-10 · 符合截止规则 · 策略引擎输出 · 最后价格日期: 2026-11-10
- ▲ 做多 VOL-10 波动率风险溢价 · DBC 自 2026-11-10 · 符合截止规则 · 策略引擎输出 · 最后价格日期: 2026-11-10
- – 空仓 VOL-10 波动率风险溢价 · DBA 自 2026-11-10 · 符合截止规则 · 策略引擎输出 · 最后价格日期: 2026-11-10
- ▲ 做多 VOL-01 波动率突破 · EURUSD=X 自 2026-11-10 · 符合截止规则 · 策略引擎输出 · 最后价格日期: 2026-11-10
- – 空仓 VOL-01 波动率突破 · SPY 自 2026-11-10 · 符合截止规则 · 策略引擎输出 · 最后价格日期: 2026-11-10
- – 空仓 TREND-17 吊灯止损 · GLD 自 2026-11-10 · 符合截止规则 · 策略引擎输出 · 最后价格日期: 2026-11-10
- – 空仓 TREND-17 吊灯止损 · SLV 自 2026-11-10 · 符合截止规则 · 策略引擎输出 · 最后价格日期: 2026-11-10
- ▲ 做多 RISK-04 移动止损策略 · EURUSD=X 自 2026-11-10 · 符合截止规则 · 策略引擎输出 · 最后价格日期: 2026-11-10
- ▲ 做多 RISK-03 止损叠加 · UNG 自 2026-11-10 · 符合截止规则 · 策略引擎输出 · 最后价格日期: 2026-11-10
- – 空仓 MR-16 康纳斯 RSI · EURUSD=X 自 2026-11-10 · 符合截止规则 · 策略引擎输出 · 最后价格日期: 2026-11-10
- – 空仓 MR-16 康纳斯 RSI · DBA 自 2026-11-10 · 符合截止规则 · 策略引擎输出 · 最后价格日期: 2026-11-10
- – 空仓 MR-15 终极震荡指标 · SLV 自 2026-11-10 · 符合截止规则 · 策略引擎输出 · 最后价格日期: 2026-11-10
- ▲ 做多 MR-15 终极震荡指标 · ETH-USD 自 2026-11-10 · 符合截止规则 · 策略引擎输出 · 最后价格日期: 2026-11-10
- – 空仓 MR-11 威廉指标回归 · EURUSD=X 自 2026-11-10 · 符合截止规则 · 策略引擎输出 · 最后价格日期: 2026-11-10
- – 空仓 MR-10 随机指标回归 · EURUSD=X 自 2026-11-10 · 符合截止规则 · 策略引擎输出 · 最后价格日期: 2026-11-10
- – 空仓 MR-07 Hurst 过滤均值回归 · UNG 自 2026-11-10 · 符合截止规则 · 策略引擎输出 · 最后价格日期: 2026-11-10
- – 空仓 MR-05 CCI 均值回归 · EURUSD=X 自 2026-11-10 · 符合截止规则 · 策略引擎输出 · 最后价格日期: 2026-11-10
- – 空仓 MR-05 CCI 均值回归 · ETH-USD 自 2026-11-10 · 符合截止规则 · 策略引擎输出 · 最后价格日期: 2026-11-10
- ▲ 做多 MR-03 卡尔曼滤波均值回归 · BTC-USD 自 2026-11-10 · 符合截止规则 · 策略引擎输出 · 最后价格日期: 2026-11-10
- – 空仓 MR-02 布林带回归 · DBA 自 2026-11-10 · 符合截止规则 · 策略引擎输出 · 最后价格日期: 2026-11-10
- – 空仓 MR-02 布林带回归 · BTC-USD 自 2026-11-10 · 符合截止规则 · 策略引擎输出 · 最后价格日期: 2026-11-10
- – 空仓 MOM-06 残差动量 · SPY 自 2026-11-10 · 符合截止规则 · 策略引擎输出 · 最后价格日期: 2026-11-10
- ▲ 做多 MOM-03 52 周新高动量 · USO 自 2026-11-10 · 符合截止规则 · 策略引擎输出 · 最后价格日期: 2026-11-10
- ▲ 做多 HMA-01 赫尔均线交叉 · SPY 自 2026-11-10 · 符合截止规则 · 策略引擎输出 · 最后价格日期: 2026-11-10
- ▲ 做多 HMA-01 赫尔均线交叉 · DBA 自 2026-11-10 · 符合截止规则 · 策略引擎输出 · 最后价格日期: 2026-11-10
- – 空仓 COMBO-01 布林-肯特纳挤压 · SLV 自 2026-11-10 · 符合截止规则 · 策略引擎输出 · 最后价格日期: 2026-11-10
- ▲ 做多 ADX-01 ADX 趋势过滤 · EURUSD=X 自 2026-11-10 · 符合截止规则 · 策略引擎输出 · 最后价格日期: 2026-11-10
- – 空仓 VOL-10 波动率风险溢价 · EURUSD=X 自 2026-11-09 · 符合截止规则 · 策略引擎输出 · 最后价格日期: 2026-11-10
- ▲ 做多 VOL-01 波动率突破 · UNG 自 2026-11-09 · 符合截止规则 · 策略引擎输出 · 最后价格日期: 2026-11-10
- – 空仓 TREND-20 涡旋指标 · USO 自 2026-11-09 · 符合截止规则 · 策略引擎输出 · 最后价格日期: 2026-11-10
- ▲ 做多 TREND-20 涡旋指标 · UNG 自 2026-11-09 · 符合截止规则 · 策略引擎输出 · 最后价格日期: 2026-11-10
- – 空仓 TREND-18 估波曲线 · USO 自 2026-11-09 · 符合截止规则 · 策略引擎输出 · 最后价格日期: 2026-11-10
- – 空仓 TREND-17 吊灯止损 · EURUSD=X 自 2026-11-09 · 符合截止规则 · 策略引擎输出 · 最后价格日期: 2026-11-10
- ▲ 做多 TREND-17 吊灯止损 · UNG 自 2026-11-09 · 符合截止规则 · 策略引擎输出 · 最后价格日期: 2026-11-10
- – 空仓 TREND-16 阿隆指标 · USO 自 2026-11-09 · 符合截止规则 · 策略引擎输出 · 最后价格日期: 2026-11-10
- – 空仓 TREND-15 达瓦斯箱体 · USO 自 2026-11-09 · 符合截止规则 · 策略引擎输出 · 最后价格日期: 2026-11-10
- – 空仓 TREND-14 线性回归通道 · SLV 自 2026-11-09 · 符合截止规则 · 策略引擎输出 · 最后价格日期: 2026-11-10
- – 空仓 TREND-14 线性回归通道 · UNG 自 2026-11-09 · 符合截止规则 · 策略引擎输出 · 最后价格日期: 2026-11-10
- ▲ 做多 TREND-12 MACD 策略 · UNG 自 2026-11-09 · 符合截止规则 · 策略引擎输出 · 最后价格日期: 2026-11-10
- ▲ 做多 TREND-11 考夫曼自适应均线 · UNG 自 2026-11-09 · 符合截止规则 · 策略引擎输出 · 最后价格日期: 2026-11-10
各市场持仓分布
SPY19 做多 · 35 空仓 · 2 做空 · 0 未知
最后价格日期: 2026-11-10 · 符合截止规则
GLD16 做多 · 40 空仓 · 0 做空 · 0 未知
最后价格日期: 2026-11-10 · 符合截止规则
USO19 做多 · 35 空仓 · 2 做空 · 0 未知
最后价格日期: 2026-11-10 · 符合截止规则
EURUSD=X16 做多 · 40 空仓 · 0 做空 · 0 未知
最后价格日期: 2026-11-10 · 符合截止规则
DBC24 做多 · 31 空仓 · 1 做空 · 0 未知
最后价格日期: 2026-11-10 · 符合截止规则
SLV18 做多 · 37 空仓 · 1 做空 · 0 未知
最后价格日期: 2026-11-10 · 符合截止规则
DBA20 做多 · 35 空仓 · 1 做空 · 0 未知
最后价格日期: 2026-11-10 · 符合截止规则
UNG17 做多 · 38 空仓 · 1 做空 · 0 未知
最后价格日期: 2026-11-10 · 符合截止规则
BTC-USD17 做多 · 37 空仓 · 2 做空 · 0 未知
最后价格日期: 2026-11-10 · 符合截止规则
ETH-USD15 做多 · 40 空仓 · 1 做空 · 0 未知
最后价格日期: 2026-11-10 · 符合截止规则
全部持仓
| 策略 | SPY | GLD | USO | EURUSD=X | DBC | SLV | DBA | UNG | BTC-USD | ETH-USD |
|---|---|---|---|---|---|---|---|---|---|---|
| MOM-10 加速动量 | – 符合截止规则 | – 符合截止规则 | ▲ 符合截止规则 | – 符合截止规则 | ▲ 符合截止规则 | – 符合截止规则 | – 符合截止规则 | – 符合截止规则 | – 符合截止规则 | – 符合截止规则 |
| TREND-11 考夫曼自适应均线 | – 符合截止规则 | – 符合截止规则 | – 符合截止规则 | – 符合截止规则 | – 符合截止规则 | – 符合截止规则 | – 符合截止规则 | ▲ 符合截止规则 | – 符合截止规则 | – 符合截止规则 |
| ADX-01 ADX 趋势过滤 | – 符合截止规则 | – 符合截止规则 | – 符合截止规则 | ▲ 符合截止规则 | – 符合截止规则 | – 符合截止规则 | – 符合截止规则 | ▲ 符合截止规则 | – 符合截止规则 | – 符合截止规则 |
| TREND-16 阿隆指标 | – 符合截止规则 | – 符合截止规则 | – 符合截止规则 | – 符合截止规则 | – 符合截止规则 | – 符合截止规则 | – 符合截止规则 | – 符合截止规则 | – 符合截止规则 | – 符合截止规则 |
| COMBO-01 布林-肯特纳挤压 | – 符合截止规则 | ▲ 符合截止规则 | – 符合截止规则 | – 符合截止规则 | – 符合截止规则 | – 符合截止规则 | – 符合截止规则 | – 符合截止规则 | – 符合截止规则 | – 符合截止规则 |
| MR-02 布林带回归 | ▲ 符合截止规则 | – 符合截止规则 | ▲ 符合截止规则 | – 符合截止规则 | ▲ 符合截止规则 | ▲ 符合截止规则 | – 符合截止规则 | – 符合截止规则 | – 符合截止规则 | ▲ 符合截止规则 |
| MR-05 CCI 均值回归 | ▲ 符合截止规则 | – 符合截止规则 | ▲ 符合截止规则 | – 符合截止规则 | ▲ 符合截止规则 | ▲ 符合截止规则 | ▲ 符合截止规则 | – 符合截止规则 | ▲ 符合截止规则 | – 符合截止规则 |
| TREND-17 吊灯止损 | – 符合截止规则 | – 符合截止规则 | – 符合截止规则 | – 符合截止规则 | – 符合截止规则 | – 符合截止规则 | – 符合截止规则 | ▲ 符合截止规则 | – 符合截止规则 | – 符合截止规则 |
| MR-16 康纳斯 RSI | – 符合截止规则 | – 符合截止规则 | – 符合截止规则 | – 符合截止规则 | – 符合截止规则 | – 符合截止规则 | – 符合截止规则 | – 符合截止规则 | – 符合截止规则 | ▲ 符合截止规则 |
| TREND-18 估波曲线 | – 符合截止规则 | – 符合截止规则 | – 符合截止规则 | – 符合截止规则 | – 符合截止规则 | – 符合截止规则 | – 符合截止规则 | – 符合截止规则 | – 符合截止规则 | – 符合截止规则 |
| TAIL-01 危机 Alpha | ▼ 符合截止规则 | – 符合截止规则 | ▼ 符合截止规则 | – 符合截止规则 | – 符合截止规则 | ▼ 符合截止规则 | – 符合截止规则 | ▼ 符合截止规则 | ▼ 符合截止规则 | ▼ 符合截止规则 |
| TREND-15 达瓦斯箱体 | – 符合截止规则 | – 符合截止规则 | – 符合截止规则 | – 符合截止规则 | – 符合截止规则 | – 符合截止规则 | – 符合截止规则 | – 符合截止规则 | – 符合截止规则 | – 符合截止规则 |
| MR-14 去趋势价格震荡指标 | – 符合截止规则 | – 符合截止规则 | – 符合截止规则 | – 符合截止规则 | – 符合截止规则 | – 符合截止规则 | – 符合截止规则 | – 符合截止规则 | – 符合截止规则 | – 符合截止规则 |
| COMBO-03 背离策略 | – 符合截止规则 | – 符合截止规则 | – 符合截止规则 | – 符合截止规则 | – 符合截止规则 | – 符合截止规则 | – 符合截止规则 | – 符合截止规则 | – 符合截止规则 | – 符合截止规则 |
| TREND-02 唐奇安通道突破 | – 符合截止规则 | – 符合截止规则 | – 符合截止规则 | – 符合截止规则 | – 符合截止规则 | – 符合截止规则 | – 符合截止规则 | – 符合截止规则 | – 符合截止规则 | – 符合截止规则 |
| RISK-01 回撤控制 | ▲ 符合截止规则 | ▲ 符合截止规则 | ▲ 符合截止规则 | ▲ 符合截止规则 | ▲ 符合截止规则 | ▲ 符合截止规则 | ▲ 符合截止规则 | ▲ 符合截止规则 | ▲ 符合截止规则 | ▲ 符合截止规则 |
| TREND-05 双均线 | ▲ 符合截止规则 | – 符合截止规则 | ▲ 符合截止规则 | – 符合截止规则 | ▲ 符合截止规则 | – 符合截止规则 | ▲ 符合截止规则 | – 符合截止规则 | ▲ 符合截止规则 | ▲ 符合截止规则 |
| TREND-19 埃尔德三重滤网 | – 符合截止规则 | – 符合截止规则 | – 符合截止规则 | – 符合截止规则 | – 符合截止规则 | – 符合截止规则 | – 符合截止规则 | – 符合截止规则 | – 符合截止规则 | – 符合截止规则 |
| HMA-01 赫尔均线交叉 | ▲ 符合截止规则 | ▲ 符合截止规则 | – 符合截止规则 | ▲ 符合截止规则 | – 符合截止规则 | ▲ 符合截止规则 | ▲ 符合截止规则 | ▲ 符合截止规则 | – 符合截止规则 | – 符合截止规则 |
| REG-10 HMM 市场状态识别 | – 符合截止规则 | – 符合截止规则 | – 符合截止规则 | ▲ 符合截止规则 | – 符合截止规则 | – 符合截止规则 | – 符合截止规则 | – 符合截止规则 | – 符合截止规则 | – 符合截止规则 |
| MR-07 Hurst 过滤均值回归 | – 符合截止规则 | ▲ 符合截止规则 | – 符合截止规则 | – 符合截止规则 | – 符合截止规则 | ▲ 符合截止规则 | ▲ 符合截止规则 | – 符合截止规则 | ▲ 符合截止规则 | – 符合截止规则 |
| TREND-10 一目均衡表 | – 符合截止规则 | – 符合截止规则 | – 符合截止规则 | – 符合截止规则 | – 符合截止规则 | – 符合截止规则 | – 符合截止规则 | – 符合截止规则 | – 符合截止规则 | – 符合截止规则 |
| MR-03 卡尔曼滤波均值回归 | ▲ 符合截止规则 | ▲ 符合截止规则 | – 符合截止规则 | ▲ 符合截止规则 | – 符合截止规则 | ▲ 符合截止规则 | ▲ 符合截止规则 | – 符合截止规则 | ▲ 符合截止规则 | ▲ 符合截止规则 |
| KC-01 肯特纳通道突破 | – 符合截止规则 | – 符合截止规则 | – 符合截止规则 | – 符合截止规则 | – 符合截止规则 | – 符合截止规则 | – 符合截止规则 | – 符合截止规则 | – 符合截止规则 | – 符合截止规则 |
| TREND-14 线性回归通道 | ▼ 符合截止规则 | ▲ 符合截止规则 | ▼ 符合截止规则 | ▲ 符合截止规则 | ▼ 符合截止规则 | – 符合截止规则 | ▼ 符合截止规则 | – 符合截止规则 | ▼ 符合截止规则 | – 符合截止规则 |
| COMBO-02 MACD + RSI 过滤 | – 符合截止规则 | ▲ 符合截止规则 | – 符合截止规则 | ▲ 符合截止规则 | – 符合截止规则 | ▲ 符合截止规则 | – 符合截止规则 | ▲ 符合截止规则 | – 符合截止规则 | – 符合截止规则 |
| TREND-12 MACD 策略 | – 符合截止规则 | ▲ 符合截止规则 | – 符合截止规则 | ▲ 符合截止规则 | – 符合截止规则 | ▲ 符合截止规则 | – 符合截止规则 | ▲ 符合截止规则 | – 符合截止规则 | – 符合截止规则 |
| MR-12 资金流量指标回归 | – 符合截止规则 | – 符合截止规则 | ▲ 符合截止规则 | – 符合截止规则 | ▲ 符合截止规则 | ▲ 符合截止规则 | ▲ 符合截止规则 | – 符合截止规则 | ▲ 符合截止规则 | – 符合截止规则 |
| MOM-11 动量崩溃保护 | ▲ 符合截止规则 | – 符合截止规则 | ▲ 符合截止规则 | – 符合截止规则 | ▲ 符合截止规则 | – 符合截止规则 | – 符合截止规则 | – 符合截止规则 | – 符合截止规则 | – 符合截止规则 |
| MR-04 OU 过程均值回归 | ▲ 符合截止规则 | – 符合截止规则 | – 符合截止规则 | – 符合截止规则 | ▲ 符合截止规则 | – 符合截止规则 | – 符合截止规则 | – 符合截止规则 | ▲ 符合截止规则 | – 符合截止规则 |
| SAR-01 抛物线 SAR | – 符合截止规则 | ▲ 符合截止规则 | – 符合截止规则 | ▲ 符合截止规则 | – 符合截止规则 | ▲ 符合截止规则 | – 符合截止规则 | ▲ 符合截止规则 | – 符合截止规则 | – 符合截止规则 |
| REG-01 市场状态切换 | ▲ 符合截止规则 | – 符合截止规则 | – 符合截止规则 | – 符合截止规则 | ▲ 符合截止规则 | – 符合截止规则 | – 符合截止规则 | – 符合截止规则 | – 符合截止规则 | – 符合截止规则 |
| MOM-06 残差动量 | – 符合截止规则 | – 符合截止规则 | ▲ 符合截止规则 | – 符合截止规则 | ▲ 符合截止规则 | – 符合截止规则 | ▲ 符合截止规则 | – 符合截止规则 | – 符合截止规则 | ▲ 符合截止规则 |
| MR-01 RSI 均值回归 | – 符合截止规则 | – 符合截止规则 | – 符合截止规则 | – 符合截止规则 | ▲ 符合截止规则 | – 符合截止规则 | ▲ 符合截止规则 | – 符合截止规则 | – 符合截止规则 | – 符合截止规则 |
| SEAS-01 月度季节性 | ▲ 符合截止规则 | ▲ 符合截止规则 | ▲ 符合截止规则 | ▲ 符合截止规则 | ▲ 符合截止规则 | ▲ 符合截止规则 | ▲ 符合截止规则 | ▲ 符合截止规则 | ▲ 符合截止规则 | ▲ 符合截止规则 |
| MR-10 随机指标回归 | ▲ 符合截止规则 | – 符合截止规则 | ▲ 符合截止规则 | – 符合截止规则 | ▲ 符合截止规则 | ▲ 符合截止规则 | ▲ 符合截止规则 | – 符合截止规则 | ▲ 符合截止规则 | ▲ 符合截止规则 |
| RISK-03 止损叠加 | – 符合截止规则 | – 符合截止规则 | – 符合截止规则 | – 符合截止规则 | – 符合截止规则 | – 符合截止规则 | – 符合截止规则 | ▲ 符合截止规则 | – 符合截止规则 | – 符合截止规则 |
| SUPER-01 超级趋势 | – 符合截止规则 | ▲ 符合截止规则 | – 符合截止规则 | – 符合截止规则 | – 符合截止规则 | ▲ 符合截止规则 | – 符合截止规则 | ▲ 符合截止规则 | – 符合截止规则 | – 符合截止规则 |
| MOM-01 时间序列动量 | ▲ 符合截止规则 | ▲ 符合截止规则 | ▲ 符合截止规则 | – 符合截止规则 | ▲ 符合截止规则 | ▲ 符合截止规则 | ▲ 符合截止规则 | – 符合截止规则 | ▲ 符合截止规则 | ▲ 符合截止规则 |
| RISK-04 移动止损策略 | – 符合截止规则 | ▲ 符合截止规则 | – 符合截止规则 | ▲ 符合截止规则 | – 符合截止规则 | – 符合截止规则 | – 符合截止规则 | ▲ 符合截止规则 | – 符合截止规则 | – 符合截止规则 |
| EVENT-01 趋势 + 宏观事件过滤 | ▲ 符合截止规则 | – 符合截止规则 | ▲ 符合截止规则 | – 符合截止规则 | ▲ 符合截止规则 | – 符合截止规则 | ▲ 符合截止规则 | – 符合截止规则 | ▲ 符合截止规则 | ▲ 符合截止规则 |
| COMBO-04 趋势 + 均值回归混合 | – 符合截止规则 | – 符合截止规则 | ▲ 符合截止规则 | – 符合截止规则 | ▲ 符合截止规则 | – 符合截止规则 | – 符合截止规则 | – 符合截止规则 | ▲ 符合截止规则 | – 符合截止规则 |
| TREND-13 三均线 | ▲ 符合截止规则 | – 符合截止规则 | ▲ 符合截止规则 | – 符合截止规则 | ▲ 符合截止规则 | – 符合截止规则 | ▲ 符合截止规则 | – 符合截止规则 | ▲ 符合截止规则 | ▲ 符合截止规则 |
| MR-13 TRIX 回归 | – 符合截止规则 | – 符合截止规则 | – 符合截止规则 | – 符合截止规则 | – 符合截止规则 | ▲ 符合截止规则 | – 符合截止规则 | – 符合截止规则 | – 符合截止规则 | – 符合截止规则 |
| CAL-01 月末月初效应 | – 符合截止规则 | – 符合截止规则 | – 符合截止规则 | – 符合截止规则 | – 符合截止规则 | – 符合截止规则 | – 符合截止规则 | – 符合截止规则 | – 符合截止规则 | – 符合截止规则 |
| TURTLE-01 海龟交易法 | – 符合截止规则 | – 符合截止规则 | – 符合截止规则 | ▲ 符合截止规则 | – 符合截止规则 | – 符合截止规则 | – 符合截止规则 | – 符合截止规则 | – 符合截止规则 | – 符合截止规则 |
| MR-15 终极震荡指标 | ▲ 符合截止规则 | ▲ 符合截止规则 | ▲ 符合截止规则 | – 符合截止规则 | ▲ 符合截止规则 | – 符合截止规则 | ▲ 符合截止规则 | – 符合截止规则 | – 符合截止规则 | ▲ 符合截止规则 |
| VOL-13 波动率状态策略 | – 符合截止规则 | – 符合截止规则 | – 符合截止规则 | – 符合截止规则 | – 符合截止规则 | – 符合截止规则 | – 符合截止规则 | ▲ 符合截止规则 | – 符合截止规则 | – 符合截止规则 |
| REG-14 波动率状态切换 | – 符合截止规则 | ▲ 符合截止规则 | ▲ 符合截止规则 | ▲ 符合截止规则 | ▲ 符合截止规则 | ▲ 符合截止规则 | ▲ 符合截止规则 | ▲ 符合截止规则 | ▲ 符合截止规则 | ▲ 符合截止规则 |
| VOL-10 波动率风险溢价 | – 符合截止规则 | – 符合截止规则 | – 符合截止规则 | – 符合截止规则 | ▲ 符合截止规则 | – 符合截止规则 | – 符合截止规则 | – 符合截止规则 | – 符合截止规则 | – 符合截止规则 |
| RP-01 目标波动率 | ▲ 符合截止规则 | ▲ 符合截止规则 | ▲ 符合截止规则 | ▲ 符合截止规则 | ▲ 符合截止规则 | ▲ 符合截止规则 | ▲ 符合截止规则 | ▲ 符合截止规则 | ▲ 符合截止规则 | ▲ 符合截止规则 |
| VOL-01 波动率突破 | – 符合截止规则 | – 符合截止规则 | – 符合截止规则 | ▲ 符合截止规则 | – 符合截止规则 | – 符合截止规则 | – 符合截止规则 | ▲ 符合截止规则 | – 符合截止规则 | – 符合截止规则 |
| TREND-20 涡旋指标 | – 符合截止规则 | – 符合截止规则 | – 符合截止规则 | – 符合截止规则 | – 符合截止规则 | – 符合截止规则 | – 符合截止规则 | ▲ 符合截止规则 | – 符合截止规则 | – 符合截止规则 |
| MOM-03 52 周新高动量 | ▲ 符合截止规则 | – 符合截止规则 | ▲ 符合截止规则 | ▲ 符合截止规则 | ▲ 符合截止规则 | – 符合截止规则 | ▲ 符合截止规则 | – 符合截止规则 | ▲ 符合截止规则 | – 符合截止规则 |
| MR-11 威廉指标回归 | ▲ 符合截止规则 | – 符合截止规则 | ▲ 符合截止规则 | – 符合截止规则 | ▲ 符合截止规则 | ▲ 符合截止规则 | ▲ 符合截止规则 | – 符合截止规则 | ▲ 符合截止规则 | ▲ 符合截止规则 |
| MR-06 Z 分数均值回归 | ▲ 符合截止规则 | – 符合截止规则 | – 符合截止规则 | – 符合截止规则 | ▲ 符合截止规则 | – 符合截止规则 | ▲ 符合截止规则 | – 符合截止规则 | – 符合截止规则 | – 符合截止规则 |
查看决策记录
MOM-10 · 加速动量
| 市场 | 目标仓位决策 | 有效仓位 | 数据状态 | 最后价格日期 | 自 | 记录的解释 / 当前参数 |
|---|---|---|---|---|---|---|
| SPY | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-11-05 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"entry_threshold": 0.0, "periods": [21, 63, 126, 252], "weights": [0.4, 0.3, 0.2, 0.1]} |
| GLD | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-09-23 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"entry_threshold": 0.0, "periods": [21, 63, 126, 252], "weights": [0.4, 0.3, 0.2, 0.1]} |
| USO | 做多 · 50.0% | 75.0% | 符合截止规则 | 2026-11-10 | 2026-07-07 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0.5; see active parameters and source. Indicator-level diagnostics are not available."} {"entry_threshold": 0.0, "periods": [21, 63, 126, 252], "weights": [0.4, 0.3, 0.2, 0.1]} |
| EURUSD=X | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-09-14 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"entry_threshold": 0.0, "periods": [21, 63, 126, 252], "weights": [0.4, 0.3, 0.2, 0.1]} |
| DBC | 做多 · 50.0% | 50.0% | 符合截止规则 | 2026-11-10 | 2026-07-06 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0.5; see active parameters and source. Indicator-level diagnostics are not available."} {"entry_threshold": 0.0, "periods": [21, 63, 126, 252], "weights": [0.4, 0.3, 0.2, 0.1]} |
| SLV | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-09-28 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"entry_threshold": 0.0, "periods": [21, 63, 126, 252], "weights": [0.4, 0.3, 0.2, 0.1]} |
| DBA | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-10-26 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"entry_threshold": 0.0, "periods": [21, 63, 126, 252], "weights": [0.4, 0.3, 0.2, 0.1]} |
| UNG | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-10-19 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"entry_threshold": 0.0, "periods": [21, 63, 126, 252], "weights": [0.4, 0.3, 0.2, 0.1]} |
| BTC-USD | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-11-05 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"entry_threshold": 0.0, "periods": [21, 63, 126, 252], "weights": [0.4, 0.3, 0.2, 0.1]} |
| ETH-USD | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-11-08 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"entry_threshold": 0.0, "periods": [21, 63, 126, 252], "weights": [0.4, 0.3, 0.2, 0.1]} |
策略证据
- BTC-USD · 查看证据 2026-11-10
- DBA · 查看证据 2026-11-10
- DBC · 查看证据 2026-11-10
- ETH-USD · 查看证据 2026-11-10
- EURUSD=X · 查看证据 2026-11-10
- GLD · 查看证据 2026-11-10
- SLV · 查看证据 2026-11-10
- SPY · 查看证据 2026-11-10
- UNG · 查看证据 2026-11-10
- USO · 查看证据 2026-11-10
下面只列出可用的已校验证据包；没有证据不代表通过验证。
证据覆盖范围
已校验 10 / 10 个预定策略与市场组合
TREND-11 · 考夫曼自适应均线
| 市场 | 目标仓位决策 | 有效仓位 | 数据状态 | 最后价格日期 | 自 | 记录的解释 / 当前参数 |
|---|---|---|---|---|---|---|
| SPY | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-10-16 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"er_period": 10, "fast": 2, "slope_period": 6, "slow": 30} |
| GLD | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-08-28 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"er_period": 8, "fast": 2, "slope_period": 6, "slow": 30} |
| USO | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-11-02 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"er_period": 10, "fast": 2, "slope_period": 6, "slow": 30} |
| EURUSD=X | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-10-27 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"er_period": 10, "fast": 2, "slope_period": 5, "slow": 30} |
| DBC | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-11-02 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"er_period": 12, "fast": 2, "slope_period": 6, "slow": 30} |
| SLV | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-09-23 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"er_period": 10, "fast": 2, "slope_period": 5, "slow": 30} |
| DBA | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-09-11 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"er_period": 10, "fast": 2, "slope_period": 5, "slow": 30} |
| UNG | 做多 · 100.0% | 100.0% | 符合截止规则 | 2026-11-10 | 2026-11-09 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 1; see active parameters and source. Indicator-level diagnostics are not available."} {"er_period": 8, "fast": 2, "slope_period": 4, "slow": 30} |
| BTC-USD | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-10-08 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"er_period": 12, "fast": 2, "slope_period": 6, "slow": 30} |
| ETH-USD | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-10-07 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"er_period": 8, "fast": 2, "slope_period": 4, "slow": 30} |
策略证据
- BTC-USD · 查看证据 2026-11-10
- DBA · 查看证据 2026-11-10
- DBC · 查看证据 2026-11-10
- ETH-USD · 查看证据 2026-11-10
- EURUSD=X · 查看证据 2026-11-10
- GLD · 查看证据 2026-11-10
- SLV · 查看证据 2026-11-10
- SPY · 查看证据 2026-11-10
- UNG · 查看证据 2026-11-10
- USO · 查看证据 2026-11-10
下面只列出可用的已校验证据包；没有证据不代表通过验证。
证据覆盖范围
已校验 10 / 10 个预定策略与市场组合
ADX-01 · ADX 趋势过滤
| 市场 | 目标仓位决策 | 有效仓位 | 数据状态 | 最后价格日期 | 自 | 记录的解释 / 当前参数 |
|---|---|---|---|---|---|---|
| SPY | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-08-20 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"adx_threshold": 25, "allow_short": false, "exit_threshold": 16, "period": 11} |
| GLD | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-09-01 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"adx_threshold": 25, "allow_short": false, "exit_threshold": 16, "period": 14} |
| USO | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-11-03 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"adx_threshold": 25, "allow_short": false, "exit_threshold": 16, "period": 17} |
| EURUSD=X | 做多 · 100.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-11-10 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 1; see active parameters and source. Indicator-level diagnostics are not available."} {"adx_threshold": 25, "allow_short": false, "exit_threshold": 16, "period": 11} |
| DBC | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-10-29 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"adx_threshold": 25, "allow_short": false, "exit_threshold": 16, "period": 17} |
| SLV | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-02-12 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"adx_threshold": 25, "allow_short": false, "exit_threshold": 16, "period": 17} |
| DBA | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-09-17 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"adx_threshold": 25, "allow_short": false, "exit_threshold": 16, "period": 11} |
| UNG | 做多 · 100.0% | 100.0% | 符合截止规则 | 2026-11-10 | 2026-11-09 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 1; see active parameters and source. Indicator-level diagnostics are not available."} {"adx_threshold": 25, "allow_short": false, "exit_threshold": 16, "period": 11} |
| BTC-USD | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-10-13 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"adx_threshold": 25, "allow_short": false, "exit_threshold": 16, "period": 14} |
| ETH-USD | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-11-05 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"adx_threshold": 25, "allow_short": false, "exit_threshold": 16, "period": 17} |
策略证据
- BTC-USD · 查看证据 2026-11-10
- DBA · 查看证据 2026-11-10
- DBC · 查看证据 2026-11-10
- ETH-USD · 查看证据 2026-11-10
- EURUSD=X · 查看证据 2026-11-10
- GLD · 查看证据 2026-11-10
- SLV · 查看证据 2026-11-10
- SPY · 查看证据 2026-11-10
- UNG · 查看证据 2026-11-10
- USO · 查看证据 2026-11-10
下面只列出可用的已校验证据包；没有证据不代表通过验证。
证据覆盖范围
已校验 10 / 10 个预定策略与市场组合
TREND-16 · 阿隆指标
| 市场 | 目标仓位决策 | 有效仓位 | 数据状态 | 最后价格日期 | 自 | 记录的解释 / 当前参数 |
|---|---|---|---|---|---|---|
| SPY | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-10-28 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"down_threshold": 30, "period": 30, "up_threshold": 70} |
| GLD | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-09-17 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"down_threshold": 30, "period": 30, "up_threshold": 56} |
| USO | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-11-09 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"down_threshold": 30, "period": 30, "up_threshold": 56} |
| EURUSD=X | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-09-14 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"down_threshold": 30, "period": 30, "up_threshold": 56} |
| DBC | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-11-04 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"down_threshold": 30, "period": 30, "up_threshold": 84} |
| SLV | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-09-14 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"down_threshold": 30, "period": 25, "up_threshold": 70} |
| DBA | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-09-17 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"down_threshold": 30, "period": 20, "up_threshold": 70} |
| UNG | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-10-08 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"down_threshold": 30, "period": 20, "up_threshold": 56} |
| BTC-USD | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-09-19 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"down_threshold": 30, "period": 30, "up_threshold": 84} |
| ETH-USD | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-10-07 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"down_threshold": 30, "period": 30, "up_threshold": 84} |
策略证据
- BTC-USD · 查看证据 2026-11-10
- DBA · 查看证据 2026-11-10
- DBC · 查看证据 2026-11-10
- ETH-USD · 查看证据 2026-11-10
- EURUSD=X · 查看证据 2026-11-10
- GLD · 查看证据 2026-11-10
- SLV · 查看证据 2026-11-10
- SPY · 查看证据 2026-11-10
- UNG · 查看证据 2026-11-10
- USO · 查看证据 2026-11-10
下面只列出可用的已校验证据包；没有证据不代表通过验证。
证据覆盖范围
已校验 10 / 10 个预定策略与市场组合
COMBO-01 · 布林-肯特纳挤压
| 市场 | 目标仓位决策 | 有效仓位 | 数据状态 | 最后价格日期 | 自 | 记录的解释 / 当前参数 |
|---|---|---|---|---|---|---|
| SPY | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-09-29 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"bb_period": 16, "bb_std": 2.0, "max_hold": 20, "momentum_period": 12, "squeeze_lookback": 50, "squeeze_percentile": 25} |
| GLD | 做多 · 100.0% | 100.0% | 符合截止规则 | 2026-11-10 | 2026-11-04 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 1; see active parameters and source. Indicator-level diagnostics are not available."} {"bb_period": 16, "bb_std": 2.0, "max_hold": 20, "momentum_period": 12, "squeeze_lookback": 40, "squeeze_percentile": 25} |
| USO | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-11-02 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"bb_period": 16, "bb_std": 2.0, "max_hold": 20, "momentum_period": 12, "squeeze_lookback": 40, "squeeze_percentile": 25} |
| EURUSD=X | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-10-27 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"bb_period": 20, "bb_std": 2.0, "max_hold": 20, "momentum_period": 12, "squeeze_lookback": 40, "squeeze_percentile": 25} |
| DBC | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-10-30 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"bb_period": 24, "bb_std": 2.0, "max_hold": 20, "momentum_period": 12, "squeeze_lookback": 60, "squeeze_percentile": 25} |
| SLV | 空仓 · 0.0% | 100.0% | 符合截止规则 | 2026-11-10 | 2026-11-10 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"bb_period": 20, "bb_std": 2.0, "max_hold": 20, "momentum_period": 12, "squeeze_lookback": 40, "squeeze_percentile": 25} |
| DBA | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-09-11 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"bb_period": 24, "bb_std": 2.0, "max_hold": 20, "momentum_period": 12, "squeeze_lookback": 40, "squeeze_percentile": 25} |
| UNG | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-09-29 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"bb_period": 16, "bb_std": 2.0, "max_hold": 20, "momentum_period": 12, "squeeze_lookback": 40, "squeeze_percentile": 25} |
| BTC-USD | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-11-05 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"bb_period": 20, "bb_std": 2.0, "max_hold": 20, "momentum_period": 12, "squeeze_lookback": 50, "squeeze_percentile": 25} |
| ETH-USD | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-11-05 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"bb_period": 16, "bb_std": 2.0, "max_hold": 20, "momentum_period": 12, "squeeze_lookback": 40, "squeeze_percentile": 25} |
策略证据
- BTC-USD · 查看证据 2026-11-10
- DBA · 查看证据 2026-11-10
- DBC · 查看证据 2026-11-10
- ETH-USD · 查看证据 2026-11-10
- EURUSD=X · 查看证据 2026-11-10
- GLD · 查看证据 2026-11-10
- SLV · 查看证据 2026-11-10
- SPY · 查看证据 2026-11-10
- UNG · 查看证据 2026-11-10
- USO · 查看证据 2026-11-10
下面只列出可用的已校验证据包；没有证据不代表通过验证。
证据覆盖范围
已校验 10 / 10 个预定策略与市场组合
MR-02 · 布林带回归
| 市场 | 目标仓位决策 | 有效仓位 | 数据状态 | 最后价格日期 | 自 | 记录的解释 / 当前参数 |
|---|---|---|---|---|---|---|
| SPY | 做多 · 100.0% | 100.0% | 符合截止规则 | 2026-11-10 | 2026-11-02 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 1; see active parameters and source. Indicator-level diagnostics are not available."} {"max_hold": 12, "num_std": 2.0, "period": 24} |
| GLD | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-06-24 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"max_hold": 10, "num_std": 2.0, "period": 24} |
| USO | 做多 · 100.0% | 100.0% | 符合截止规则 | 2026-11-10 | 2026-11-04 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 1; see active parameters and source. Indicator-level diagnostics are not available."} {"max_hold": 12, "num_std": 2.0, "period": 16} |
| EURUSD=X | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-10-06 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"max_hold": 12, "num_std": 2.0, "period": 20} |
| DBC | 做多 · 100.0% | 100.0% | 符合截止规则 | 2026-11-10 | 2026-11-04 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 1; see active parameters and source. Indicator-level diagnostics are not available."} {"max_hold": 12, "num_std": 2.0, "period": 24} |
| SLV | 做多 · 100.0% | 100.0% | 符合截止规则 | 2026-11-10 | 2026-10-30 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 1; see active parameters and source. Indicator-level diagnostics are not available."} {"max_hold": 10, "num_std": 2.0, "period": 16} |
| DBA | 空仓 · 0.0% | 100.0% | 符合截止规则 | 2026-11-10 | 2026-11-10 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"max_hold": 10, "num_std": 2.0, "period": 20} |
| UNG | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-11-04 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"max_hold": 8, "num_std": 2.0, "period": 16} |
| BTC-USD | 空仓 · 0.0% | 100.0% | 符合截止规则 | 2026-11-10 | 2026-11-10 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"max_hold": 12, "num_std": 2.0, "period": 24} |
| ETH-USD | 做多 · 100.0% | 100.0% | 符合截止规则 | 2026-11-10 | 2026-11-08 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 1; see active parameters and source. Indicator-level diagnostics are not available."} {"max_hold": 8, "num_std": 2.0, "period": 16} |
策略证据
- BTC-USD · 查看证据 2026-11-10
- DBA · 查看证据 2026-11-10
- DBC · 查看证据 2026-11-10
- ETH-USD · 查看证据 2026-11-10
- EURUSD=X · 查看证据 2026-11-10
- GLD · 查看证据 2026-11-10
- SLV · 查看证据 2026-11-10
- SPY · 查看证据 2026-11-10
- UNG · 查看证据 2026-11-10
- USO · 查看证据 2026-11-10
下面只列出可用的已校验证据包；没有证据不代表通过验证。
证据覆盖范围
已校验 10 / 10 个预定策略与市场组合
MR-05 · CCI 均值回归
| 市场 | 目标仓位决策 | 有效仓位 | 数据状态 | 最后价格日期 | 自 | 记录的解释 / 当前参数 |
|---|---|---|---|---|---|---|
| SPY | 做多 · 100.0% | 100.0% | 符合截止规则 | 2026-11-10 | 2026-11-06 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 1; see active parameters and source. Indicator-level diagnostics are not available."} {"exit_level": 0, "extreme_stop": -200, "max_hold": 18, "oversold": -100, "period": 24} |
| GLD | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-11-05 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"exit_level": 0, "extreme_stop": -200, "max_hold": 12, "oversold": -100, "period": 20} |
| USO | 做多 · 100.0% | 100.0% | 符合截止规则 | 2026-11-10 | 2026-11-04 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 1; see active parameters and source. Indicator-level diagnostics are not available."} {"exit_level": 0, "extreme_stop": -200, "max_hold": 18, "oversold": -100, "period": 16} |
| EURUSD=X | 空仓 · 0.0% | 100.0% | 符合截止规则 | 2026-11-10 | 2026-11-10 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"exit_level": 0, "extreme_stop": -200, "max_hold": 12, "oversold": -100, "period": 16} |
| DBC | 做多 · 100.0% | 100.0% | 符合截止规则 | 2026-11-10 | 2026-11-04 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 1; see active parameters and source. Indicator-level diagnostics are not available."} {"exit_level": 0, "extreme_stop": -200, "max_hold": 18, "oversold": -100, "period": 16} |
| SLV | 做多 · 100.0% | 100.0% | 符合截止规则 | 2026-11-10 | 2026-10-23 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 1; see active parameters and source. Indicator-level diagnostics are not available."} {"exit_level": 0, "extreme_stop": -200, "max_hold": 18, "oversold": -100, "period": 20} |
| DBA | 做多 · 100.0% | 100.0% | 符合截止规则 | 2026-11-10 | 2026-11-02 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 1; see active parameters and source. Indicator-level diagnostics are not available."} {"exit_level": 0, "extreme_stop": -200, "max_hold": 12, "oversold": -100, "period": 24} |
| UNG | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-11-06 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"exit_level": 0, "extreme_stop": -200, "max_hold": 12, "oversold": -100, "period": 16} |
| BTC-USD | 做多 · 100.0% | 100.0% | 符合截止规则 | 2026-11-10 | 2026-11-01 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 1; see active parameters and source. Indicator-level diagnostics are not available."} {"exit_level": 0, "extreme_stop": -200, "max_hold": 15, "oversold": -100, "period": 24} |
| ETH-USD | 空仓 · 0.0% | 100.0% | 符合截止规则 | 2026-11-10 | 2026-11-10 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"exit_level": 0, "extreme_stop": -200, "max_hold": 12, "oversold": -100, "period": 16} |
策略证据
- BTC-USD · 查看证据 2026-11-10
- DBA · 查看证据 2026-11-10
- DBC · 查看证据 2026-11-10
- ETH-USD · 查看证据 2026-11-10
- EURUSD=X · 查看证据 2026-11-10
- GLD · 查看证据 2026-11-10
- SLV · 查看证据 2026-11-10
- SPY · 查看证据 2026-11-10
- UNG · 查看证据 2026-11-10
- USO · 查看证据 2026-11-10
下面只列出可用的已校验证据包；没有证据不代表通过验证。
证据覆盖范围
已校验 10 / 10 个预定策略与市场组合
TREND-17 · 吊灯止损
| 市场 | 目标仓位决策 | 有效仓位 | 数据状态 | 最后价格日期 | 自 | 记录的解释 / 当前参数 |
|---|---|---|---|---|---|---|
| SPY | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-11-05 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"atr_period": 22, "multiplier": 3.0} |
| GLD | 空仓 · 0.0% | 100.0% | 符合截止规则 | 2026-11-10 | 2026-11-10 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"atr_period": 22, "multiplier": 2.4000000000000004} |
| USO | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-11-04 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"atr_period": 22, "multiplier": 2.4000000000000004} |
| EURUSD=X | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-11-09 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"atr_period": 26, "multiplier": 3.5999999999999996} |
| DBC | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-11-02 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"atr_period": 22, "multiplier": 3.5999999999999996} |
| SLV | 空仓 · 0.0% | 100.0% | 符合截止规则 | 2026-11-10 | 2026-11-10 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"atr_period": 18, "multiplier": 3.0} |
| DBA | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-10-07 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"atr_period": 26, "multiplier": 2.4000000000000004} |
| UNG | 做多 · 100.0% | 100.0% | 符合截止规则 | 2026-11-10 | 2026-11-09 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 1; see active parameters and source. Indicator-level diagnostics are not available."} {"atr_period": 18, "multiplier": 2.4000000000000004} |
| BTC-USD | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-11-05 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"atr_period": 18, "multiplier": 3.0} |
| ETH-USD | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-11-05 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"atr_period": 26, "multiplier": 3.0} |
策略证据
- BTC-USD · 查看证据 2026-11-10
- DBA · 查看证据 2026-11-10
- DBC · 查看证据 2026-11-10
- ETH-USD · 查看证据 2026-11-10
- EURUSD=X · 查看证据 2026-11-10
- GLD · 查看证据 2026-11-10
- SLV · 查看证据 2026-11-10
- SPY · 查看证据 2026-11-10
- UNG · 查看证据 2026-11-10
- USO · 查看证据 2026-11-10
下面只列出可用的已校验证据包；没有证据不代表通过验证。
证据覆盖范围
已校验 10 / 10 个预定策略与市场组合
MR-16 · 康纳斯 RSI
| 市场 | 目标仓位决策 | 有效仓位 | 数据状态 | 最后价格日期 | 自 | 记录的解释 / 当前参数 |
|---|---|---|---|---|---|---|
| SPY | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-11-03 | 策略引擎输出 {"kind": "computed-diagnostics", "text": "Candidate action: remain-flat. Enter below the Connors RSI threshold; exit above the exit threshold or at the maximum holding days.", "values": {"close": 749.9199829101562, "target": 0.0, "previousCandidateTarget": 0.0, "priceRSI": 87.66688859600255, "streakRSI": 25.0, "returnRank": 31.0, "connorsRSI": 47.88896286533418, "holdingDays": 0.0, "entryThreshold": 10.0, "exitThreshold": 50.0, "maxHold": 10.0}, "implementationNotes": [], "candidateState": "Selected candidate's own hypothetical historical state"} {"entry_threshold": 10, "exit_threshold": 50, "max_hold": 10, "price_rsi_period": 3, "rank_period": 100, "streak_rsi_period": 2} |
| GLD | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-11-02 | 策略引擎输出 {"kind": "computed-diagnostics", "text": "Candidate action: remain-flat. Enter below the Connors RSI threshold; exit above the exit threshold or at the maximum holding days.", "values": {"close": 369.3599853515625, "target": 0.0, "previousCandidateTarget": 0.0, "priceRSI": 34.78908819948022, "streakRSI": 50.0, "returnRank": 6.0, "connorsRSI": 30.26302939982674, "holdingDays": 0.0, "entryThreshold": 10.0, "exitThreshold": 50.0, "maxHold": 10.0}, "implementationNotes": [], "candidateState": "Selected candidate's own hypothetical historical state"} {"entry_threshold": 10, "exit_threshold": 50, "max_hold": 10, "price_rsi_period": 3, "rank_period": 100, "streak_rsi_period": 2} |
| USO | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-09-23 | 策略引擎输出 {"kind": "computed-diagnostics", "text": "Candidate action: remain-flat. Enter below the Connors RSI threshold; exit above the exit threshold or at the maximum holding days.", "values": {"close": 141.4499969482422, "target": 0.0, "previousCandidateTarget": 0.0, "priceRSI": 2.793252038411211, "streakRSI": 0.0, "returnRank": 31.0, "connorsRSI": 11.264417346137071, "holdingDays": 0.0, "entryThreshold": 10.0, "exitThreshold": 50.0, "maxHold": 10.0}, "implementationNotes": [], "candidateState": "Selected candidate's own hypothetical historical state"} {"entry_threshold": 10, "exit_threshold": 50, "max_hold": 10, "price_rsi_period": 3, "rank_period": 100, "streak_rsi_period": 2} |
| EURUSD=X | 空仓 · 0.0% | 100.0% | 符合截止规则 | 2026-11-10 | 2026-11-10 | 策略引擎输出 {"kind": "computed-diagnostics", "text": "Candidate action: exit. Enter below the Connors RSI threshold; exit above the exit threshold or at the maximum holding days.", "values": {"close": 1.122246265411377, "target": 0.0, "previousCandidateTarget": 1.0, "priceRSI": 46.1675853335383, "streakRSI": 75.0, "returnRank": 98.0, "connorsRSI": 73.05586177784609, "holdingDays": 0.0, "entryThreshold": 10.0, "exitThreshold": 50.0, "maxHold": 10.0}, "implementationNotes": [], "candidateState": "Selected candidate's own hypothetical historical state"} {"entry_threshold": 10, "exit_threshold": 50, "max_hold": 10, "price_rsi_period": 3, "rank_period": 100, "streak_rsi_period": 2} |
| DBC | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-11-05 | 策略引擎输出 {"kind": "computed-diagnostics", "text": "Candidate action: remain-flat. Enter below the Connors RSI threshold; exit above the exit threshold or at the maximum holding days.", "values": {"close": 30.760000228881836, "target": 0.0, "previousCandidateTarget": 0.0, "priceRSI": 8.235460432720132, "streakRSI": 0.0, "returnRank": 24.0, "connorsRSI": 10.745153477573377, "holdingDays": 0.0, "entryThreshold": 10.0, "exitThreshold": 50.0, "maxHold": 10.0}, "implementationNotes": [], "candidateState": "Selected candidate's own hypothetical historical state"} {"entry_threshold": 10, "exit_threshold": 50, "max_hold": 10, "price_rsi_period": 3, "rank_period": 100, "streak_rsi_period": 2} |
| SLV | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-11-02 | 策略引擎输出 {"kind": "computed-diagnostics", "text": "Candidate action: remain-flat. Enter below the Connors RSI threshold; exit above the exit threshold or at the maximum holding days.", "values": {"close": 46.47999954223633, "target": 0.0, "previousCandidateTarget": 0.0, "priceRSI": 42.474907854061755, "streakRSI": 60.0, "returnRank": 15.0, "connorsRSI": 39.158302618020585, "holdingDays": 0.0, "entryThreshold": 10.0, "exitThreshold": 50.0, "maxHold": 10.0}, "implementationNotes": [], "candidateState": "Selected candidate's own hypothetical historical state"} {"entry_threshold": 10, "exit_threshold": 50, "max_hold": 10, "price_rsi_period": 3, "rank_period": 100, "streak_rsi_period": 2} |
| DBA | 空仓 · 0.0% | 100.0% | 符合截止规则 | 2026-11-10 | 2026-11-10 | 策略引擎输出 {"kind": "computed-diagnostics", "text": "Candidate action: exit. Enter below the Connors RSI threshold; exit above the exit threshold or at the maximum holding days.", "values": {"close": 26.260000228881836, "target": 0.0, "previousCandidateTarget": 1.0, "priceRSI": 72.72743035988313, "streakRSI": 88.88888888888889, "returnRank": 79.0, "connorsRSI": 80.20543974959067, "holdingDays": 0.0, "entryThreshold": 10.0, "exitThreshold": 50.0, "maxHold": 10.0}, "implementationNotes": [], "candidateState": "Selected candidate's own hypothetical historical state"} {"entry_threshold": 10, "exit_threshold": 50, "max_hold": 10, "price_rsi_period": 3, "rank_period": 100, "streak_rsi_period": 2} |
| UNG | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-11-03 | 策略引擎输出 {"kind": "computed-diagnostics", "text": "Candidate action: remain-flat. Enter below the Connors RSI threshold; exit above the exit threshold or at the maximum holding days.", "values": {"close": 10.420000076293945, "target": 0.0, "previousCandidateTarget": 0.0, "priceRSI": 50.0, "streakRSI": 50.0, "returnRank": 95.0, "connorsRSI": 65.0, "holdingDays": 0.0, "entryThreshold": 10.0, "exitThreshold": 50.0, "maxHold": 10.0}, "implementationNotes": [], "candidateState": "Selected candidate's own hypothetical historical state"} {"entry_threshold": 10, "exit_threshold": 50, "max_hold": 10, "price_rsi_period": 3, "rank_period": 100, "streak_rsi_period": 2} |
| BTC-USD | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-10-27 | 策略引擎输出 {"kind": "computed-diagnostics", "text": "Candidate action: remain-flat. Enter below the Connors RSI threshold; exit above the exit threshold or at the maximum holding days.", "values": {"close": 73720.1171875, "target": 0.0, "previousCandidateTarget": 0.0, "priceRSI": 19.32236489026434, "streakRSI": 50.0, "returnRank": 11.0, "connorsRSI": 26.774121630088114, "holdingDays": 0.0, "entryThreshold": 10.0, "exitThreshold": 50.0, "maxHold": 10.0}, "implementationNotes": [], "candidateState": "Selected candidate's own hypothetical historical state"} {"entry_threshold": 10, "exit_threshold": 50, "max_hold": 10, "price_rsi_period": 3, "rank_period": 100, "streak_rsi_period": 2} |
| ETH-USD | 做多 · 100.0% | 100.0% | 符合截止规则 | 2026-11-10 | 2026-11-08 | 策略引擎输出 {"kind": "computed-diagnostics", "text": "Candidate action: hold. Enter below the Connors RSI threshold; exit above the exit threshold or at the maximum holding days.", "values": {"close": 2050.180908203125, "target": 1.0, "previousCandidateTarget": 1.0, "priceRSI": 5.077117793186673, "streakRSI": 50.0, "returnRank": 7.000000000000001, "connorsRSI": 20.69237259772889, "holdingDays": 2.0, "entryThreshold": 10.0, "exitThreshold": 50.0, "maxHold": 10.0}, "implementationNotes": [], "candidateState": "Selected candidate's own hypothetical historical state"} {"entry_threshold": 10, "exit_threshold": 50, "max_hold": 10, "price_rsi_period": 3, "rank_period": 100, "streak_rsi_period": 2} |
策略证据
- BTC-USD · 查看证据 2026-11-10
- DBA · 查看证据 2026-11-10
- DBC · 查看证据 2026-11-10
- ETH-USD · 查看证据 2026-11-10
- EURUSD=X · 查看证据 2026-11-10
- GLD · 查看证据 2026-11-10
- SLV · 查看证据 2026-11-10
- SPY · 查看证据 2026-11-10
- UNG · 查看证据 2026-11-10
- USO · 查看证据 2026-11-10
下面只列出可用的已校验证据包；没有证据不代表通过验证。
证据覆盖范围
已校验 10 / 10 个预定策略与市场组合
TREND-18 · 估波曲线
| 市场 | 目标仓位决策 | 有效仓位 | 数据状态 | 最后价格日期 | 自 | 记录的解释 / 当前参数 |
|---|---|---|---|---|---|---|
| SPY | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-10-22 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"roc_fast": 17, "roc_slow": 11, "wma_window": 10} |
| GLD | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-09-08 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"roc_fast": 11, "roc_slow": 11, "wma_window": 8} |
| USO | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-11-09 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"roc_fast": 14, "roc_slow": 11, "wma_window": 12} |
| EURUSD=X | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-09-15 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"roc_fast": 17, "roc_slow": 11, "wma_window": 12} |
| DBC | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-11-04 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"roc_fast": 17, "roc_slow": 11, "wma_window": 12} |
| SLV | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-09-08 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"roc_fast": 11, "roc_slow": 11, "wma_window": 8} |
| DBA | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-09-23 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"roc_fast": 17, "roc_slow": 11, "wma_window": 12} |
| UNG | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-10-22 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"roc_fast": 11, "roc_slow": 11, "wma_window": 8} |
| BTC-USD | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-10-08 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"roc_fast": 11, "roc_slow": 11, "wma_window": 8} |
| ETH-USD | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-10-09 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"roc_fast": 17, "roc_slow": 11, "wma_window": 12} |
策略证据
- BTC-USD · 查看证据 2026-11-10
- DBA · 查看证据 2026-11-10
- DBC · 查看证据 2026-11-10
- ETH-USD · 查看证据 2026-11-10
- EURUSD=X · 查看证据 2026-11-10
- GLD · 查看证据 2026-11-10
- SLV · 查看证据 2026-11-10
- SPY · 查看证据 2026-11-10
- UNG · 查看证据 2026-11-10
- USO · 查看证据 2026-11-10
下面只列出可用的已校验证据包；没有证据不代表通过验证。
证据覆盖范围
已校验 10 / 10 个预定策略与市场组合
TAIL-01 · 危机 Alpha
| 市场 | 目标仓位决策 | 有效仓位 | 数据状态 | 最后价格日期 | 自 | 记录的解释 / 当前参数 |
|---|---|---|---|---|---|---|
| SPY | 做空 · -100.0% | -100.0% | 符合截止规则 | 2026-11-10 | 2026-11-09 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is -1; see active parameters and source. Indicator-level diagnostics are not available."} {"lookback": 16, "threshold": 0.24} |
| GLD | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-04-27 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"lookback": 24, "threshold": 0.3} |
| USO | 做空 · -100.0% | -100.0% | 符合截止规则 | 2026-11-10 | 2026-01-29 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is -1; see active parameters and source. Indicator-level diagnostics are not available."} {"lookback": 16, "threshold": 0.24} |
| EURUSD=X | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2010-01-01 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"lookback": 16, "threshold": 0.24} |
| DBC | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-08-19 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"lookback": 16, "threshold": 0.24} |
| SLV | 做空 · -100.0% | -100.0% | 符合截止规则 | 2026-11-10 | 2025-10-13 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is -1; see active parameters and source. Indicator-level diagnostics are not available."} {"lookback": 16, "threshold": 0.24} |
| DBA | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2025-04-29 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"lookback": 20, "threshold": 0.24} |
| UNG | 做空 · -100.0% | -100.0% | 符合截止规则 | 2026-11-10 | 2026-09-09 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is -1; see active parameters and source. Indicator-level diagnostics are not available."} {"lookback": 16, "threshold": 0.24} |
| BTC-USD | 做空 · -100.0% | -100.0% | 符合截止规则 | 2026-11-10 | 2026-10-29 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is -1; see active parameters and source. Indicator-level diagnostics are not available."} {"lookback": 16, "threshold": 0.24} |
| ETH-USD | 做空 · -100.0% | -100.0% | 符合截止规则 | 2026-11-10 | 2026-10-08 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is -1; see active parameters and source. Indicator-level diagnostics are not available."} {"lookback": 16, "threshold": 0.24} |
策略证据
- BTC-USD · 查看证据 2026-11-10
- DBA · 查看证据 2026-11-10
- DBC · 查看证据 2026-11-10
- ETH-USD · 查看证据 2026-11-10
- EURUSD=X · 查看证据 2026-11-10
- GLD · 查看证据 2026-11-10
- SLV · 查看证据 2026-11-10
- SPY · 查看证据 2026-11-10
- UNG · 查看证据 2026-11-10
- USO · 查看证据 2026-11-10
下面只列出可用的已校验证据包；没有证据不代表通过验证。
证据覆盖范围
已校验 10 / 10 个预定策略与市场组合
TREND-15 · 达瓦斯箱体
| 市场 | 目标仓位决策 | 有效仓位 | 数据状态 | 最后价格日期 | 自 | 记录的解释 / 当前参数 |
|---|---|---|---|---|---|---|
| SPY | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-10-30 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"box_period": 16} |
| GLD | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-09-14 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"box_period": 24} |
| USO | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-11-09 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"box_period": 20} |
| EURUSD=X | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-09-17 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"box_period": 20} |
| DBC | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-11-02 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"box_period": 16} |
| SLV | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-09-14 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"box_period": 20} |
| DBA | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-09-18 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"box_period": 16} |
| UNG | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-10-21 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"box_period": 16} |
| BTC-USD | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-10-08 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"box_period": 16} |
| ETH-USD | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-10-29 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"box_period": 24} |
策略证据
- BTC-USD · 查看证据 2026-11-10
- DBA · 查看证据 2026-11-10
- DBC · 查看证据 2026-11-10
- ETH-USD · 查看证据 2026-11-10
- EURUSD=X · 查看证据 2026-11-10
- GLD · 查看证据 2026-11-10
- SLV · 查看证据 2026-11-10
- SPY · 查看证据 2026-11-10
- UNG · 查看证据 2026-11-10
- USO · 查看证据 2026-11-10
下面只列出可用的已校验证据包；没有证据不代表通过验证。
证据覆盖范围
已校验 10 / 10 个预定策略与市场组合
MR-14 · 去趋势价格震荡指标
| 市场 | 目标仓位决策 | 有效仓位 | 数据状态 | 最后价格日期 | 自 | 记录的解释 / 当前参数 |
|---|---|---|---|---|---|---|
| SPY | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-08-19 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"entry_level": -2.4, "exit_level": 0.0, "period": 20} |
| GLD | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-10-23 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"entry_level": -1.6, "exit_level": 0.0, "period": 24} |
| USO | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-11-03 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"entry_level": -1.6, "exit_level": 0.0, "period": 24} |
| EURUSD=X | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2025-08-20 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"entry_level": -2.0, "exit_level": 0.0, "period": 16} |
| DBC | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-09-23 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"entry_level": -2.4, "exit_level": 0.0, "period": 20} |
| SLV | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-11-03 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"entry_level": -1.6, "exit_level": 0.0, "period": 24} |
| DBA | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-10-08 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"entry_level": -1.6, "exit_level": 0.0, "period": 24} |
| UNG | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-10-20 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"entry_level": -2.4, "exit_level": 0.0, "period": 16} |
| BTC-USD | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-10-24 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"entry_level": -1.6, "exit_level": 0.0, "period": 24} |
| ETH-USD | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-10-31 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"entry_level": -1.6, "exit_level": 0.0, "period": 24} |
策略证据
- BTC-USD · 查看证据 2026-11-10
- DBA · 查看证据 2026-11-10
- DBC · 查看证据 2026-11-10
- ETH-USD · 查看证据 2026-11-10
- EURUSD=X · 查看证据 2026-11-10
- GLD · 查看证据 2026-11-10
- SLV · 查看证据 2026-11-10
- SPY · 查看证据 2026-11-10
- UNG · 查看证据 2026-11-10
- USO · 查看证据 2026-11-10
下面只列出可用的已校验证据包；没有证据不代表通过验证。
证据覆盖范围
已校验 10 / 10 个预定策略与市场组合
COMBO-03 · 背离策略
| 市场 | 目标仓位决策 | 有效仓位 | 数据状态 | 最后价格日期 | 自 | 记录的解释 / 当前参数 |
|---|---|---|---|---|---|---|
| SPY | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2010-01-04 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"indicator_period": 11, "indicator_type": "RSI", "lookback": 8, "order": 5} |
| GLD | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2010-01-04 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"indicator_period": 11, "indicator_type": "RSI", "lookback": 8, "order": 5} |
| USO | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2010-01-04 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"indicator_period": 11, "indicator_type": "RSI", "lookback": 8, "order": 5} |
| EURUSD=X | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2010-01-01 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"indicator_period": 11, "indicator_type": "RSI", "lookback": 8, "order": 5} |
| DBC | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2010-01-04 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"indicator_period": 11, "indicator_type": "RSI", "lookback": 8, "order": 5} |
| SLV | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2010-01-04 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"indicator_period": 11, "indicator_type": "RSI", "lookback": 8, "order": 5} |
| DBA | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2010-01-04 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"indicator_period": 11, "indicator_type": "RSI", "lookback": 8, "order": 5} |
| UNG | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2010-01-04 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"indicator_period": 11, "indicator_type": "RSI", "lookback": 8, "order": 5} |
| BTC-USD | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2014-09-17 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"indicator_period": 11, "indicator_type": "RSI", "lookback": 8, "order": 5} |
| ETH-USD | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2017-11-09 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"indicator_period": 11, "indicator_type": "RSI", "lookback": 8, "order": 5} |
策略证据
- BTC-USD · 查看证据 2026-11-10
- DBA · 查看证据 2026-11-10
- DBC · 查看证据 2026-11-10
- ETH-USD · 查看证据 2026-11-10
- EURUSD=X · 查看证据 2026-11-10
- GLD · 查看证据 2026-11-10
- SLV · 查看证据 2026-11-10
- SPY · 查看证据 2026-11-10
- UNG · 查看证据 2026-11-10
- USO · 查看证据 2026-11-10
下面只列出可用的已校验证据包；没有证据不代表通过验证。
证据覆盖范围
已校验 10 / 10 个预定策略与市场组合
TREND-02 · 唐奇安通道突破
| 市场 | 目标仓位决策 | 有效仓位 | 数据状态 | 最后价格日期 | 自 | 记录的解释 / 当前参数 |
|---|---|---|---|---|---|---|
| SPY | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-10-23 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {} |
| GLD | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-09-10 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {} |
| USO | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-11-09 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {} |
| EURUSD=X | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-09-15 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {} |
| DBC | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-11-03 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {} |
| SLV | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-02-05 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {} |
| DBA | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-09-18 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {} |
| UNG | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-02-18 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {} |
| BTC-USD | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-10-14 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {} |
| ETH-USD | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-10-08 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {} |
策略证据
- BTC-USD · 查看证据 2026-11-10
- DBA · 查看证据 2026-11-10
- DBC · 查看证据 2026-11-10
- ETH-USD · 查看证据 2026-11-10
- EURUSD=X · 查看证据 2026-11-10
- GLD · 查看证据 2026-11-10
- SLV · 查看证据 2026-11-10
- SPY · 查看证据 2026-11-10
- UNG · 查看证据 2026-11-10
- USO · 查看证据 2026-11-10
下面只列出可用的已校验证据包；没有证据不代表通过验证。
证据覆盖范围
已校验 10 / 10 个预定策略与市场组合
RISK-01 · 回撤控制
| 市场 | 目标仓位决策 | 有效仓位 | 数据状态 | 最后价格日期 | 自 | 记录的解释 / 当前参数 |
|---|---|---|---|---|---|---|
| SPY | 做多 · 100.0% | 100.0% | 符合截止规则 | 2026-11-10 | 2010-01-04 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 1; see active parameters and source. Indicator-level diagnostics are not available."} {"lookback": 202, "max_drawdown": 0.08000000000000002, "min_position": 0.1, "scale": 0.5} |
| GLD | 做多 · 10.0% | 10.0% | 符合截止规则 | 2026-11-10 | 2010-01-04 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0.1; see active parameters and source. Indicator-level diagnostics are not available."} {"lookback": 202, "max_drawdown": 0.08000000000000002, "min_position": 0.1, "scale": 0.5} |
| USO | 做多 · 81.0% | 84.0% | 符合截止规则 | 2026-11-10 | 2010-01-04 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0.809857; see active parameters and source. Indicator-level diagnostics are not available."} {"lookback": 252, "max_drawdown": 0.12, "min_position": 0.1, "scale": 0.5} |
| EURUSD=X | 做多 · 100.0% | 100.0% | 符合截止规则 | 2026-11-10 | 2010-01-01 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 1; see active parameters and source. Indicator-level diagnostics are not available."} {"lookback": 202, "max_drawdown": 0.1, "min_position": 0.1, "scale": 0.5} |
| DBC | 做多 · 100.0% | 100.0% | 符合截止规则 | 2026-11-10 | 2010-01-04 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 1; see active parameters and source. Indicator-level diagnostics are not available."} {"lookback": 202, "max_drawdown": 0.12, "min_position": 0.1, "scale": 0.5} |
| SLV | 做多 · 10.0% | 10.0% | 符合截止规则 | 2026-11-10 | 2010-01-04 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0.1; see active parameters and source. Indicator-level diagnostics are not available."} {"lookback": 202, "max_drawdown": 0.08000000000000002, "min_position": 0.1, "scale": 0.5} |
| DBA | 做多 · 100.0% | 100.0% | 符合截止规则 | 2026-11-10 | 2010-01-04 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 1; see active parameters and source. Indicator-level diagnostics are not available."} {"lookback": 202, "max_drawdown": 0.12, "min_position": 0.1, "scale": 0.5} |
| UNG | 做多 · 10.0% | 10.0% | 符合截止规则 | 2026-11-10 | 2010-01-04 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0.1; see active parameters and source. Indicator-level diagnostics are not available."} {"lookback": 202, "max_drawdown": 0.08000000000000002, "min_position": 0.1, "scale": 0.5} |
| BTC-USD | 做多 · 88.0% | 95.2% | 符合截止规则 | 2026-11-10 | 2014-09-17 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0.880179; see active parameters and source. Indicator-level diagnostics are not available."} {"lookback": 202, "max_drawdown": 0.12, "min_position": 0.1, "scale": 0.5} |
| ETH-USD | 做多 · 10.0% | 10.0% | 符合截止规则 | 2026-11-10 | 2017-11-09 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0.1; see active parameters and source. Indicator-level diagnostics are not available."} {"lookback": 202, "max_drawdown": 0.08000000000000002, "min_position": 0.1, "scale": 0.5} |
策略证据
- BTC-USD · 查看证据 2026-11-10
- DBA · 查看证据 2026-11-10
- DBC · 查看证据 2026-11-10
- ETH-USD · 查看证据 2026-11-10
- EURUSD=X · 查看证据 2026-11-10
- GLD · 查看证据 2026-11-10
- SLV · 查看证据 2026-11-10
- SPY · 查看证据 2026-11-10
- UNG · 查看证据 2026-11-10
- USO · 查看证据 2026-11-10
下面只列出可用的已校验证据包；没有证据不代表通过验证。
证据覆盖范围
已校验 10 / 10 个预定策略与市场组合
TREND-05 · 双均线
| 市场 | 目标仓位决策 | 有效仓位 | 数据状态 | 最后价格日期 | 自 | 记录的解释 / 当前参数 |
|---|---|---|---|---|---|---|
| SPY | 做多 · 100.0% | 100.0% | 符合截止规则 | 2026-11-10 | 2025-06-27 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 1; see active parameters and source. Indicator-level diagnostics are not available."} {} |
| GLD | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-06-30 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {} |
| USO | 做多 · 100.0% | 100.0% | 符合截止规则 | 2026-11-10 | 2026-02-20 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 1; see active parameters and source. Indicator-level diagnostics are not available."} {} |
| EURUSD=X | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-04-13 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {} |
| DBC | 做多 · 100.0% | 100.0% | 符合截止规则 | 2026-11-10 | 2025-07-10 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 1; see active parameters and source. Indicator-level diagnostics are not available."} {} |
| SLV | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-07-15 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {} |
| DBA | 做多 · 100.0% | 100.0% | 符合截止规则 | 2026-11-10 | 2026-02-27 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 1; see active parameters and source. Indicator-level diagnostics are not available."} {} |
| UNG | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2025-06-26 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {} |
| BTC-USD | 做多 · 100.0% | 100.0% | 符合截止规则 | 2026-11-10 | 2026-09-08 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 1; see active parameters and source. Indicator-level diagnostics are not available."} {} |
| ETH-USD | 做多 · 100.0% | 100.0% | 符合截止规则 | 2026-11-10 | 2026-08-31 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 1; see active parameters and source. Indicator-level diagnostics are not available."} {} |
策略证据
- BTC-USD · 查看证据 2026-11-10
- DBA · 查看证据 2026-11-10
- DBC · 查看证据 2026-11-10
- ETH-USD · 查看证据 2026-11-10
- EURUSD=X · 查看证据 2026-11-10
- GLD · 查看证据 2026-11-10
- SLV · 查看证据 2026-11-10
- SPY · 查看证据 2026-11-10
- UNG · 查看证据 2026-11-10
- USO · 查看证据 2026-11-10
下面只列出可用的已校验证据包；没有证据不代表通过验证。
证据覆盖范围
已校验 10 / 10 个预定策略与市场组合
TREND-19 · 埃尔德三重滤网
| 市场 | 目标仓位决策 | 有效仓位 | 数据状态 | 最后价格日期 | 自 | 记录的解释 / 当前参数 |
|---|---|---|---|---|---|---|
| SPY | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2010-01-04 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"ema_long": 50, "entry_lookback": 16, "force_ema": 13, "macd_fast": 10, "macd_signal": 9, "macd_slow": 26} |
| GLD | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2010-01-04 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"ema_long": 50, "entry_lookback": 16, "force_ema": 13, "macd_fast": 10, "macd_signal": 9, "macd_slow": 26} |
| USO | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2010-01-04 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"ema_long": 50, "entry_lookback": 16, "force_ema": 13, "macd_fast": 10, "macd_signal": 9, "macd_slow": 26} |
| EURUSD=X | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2010-01-01 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"ema_long": 50, "entry_lookback": 16, "force_ema": 13, "macd_fast": 10, "macd_signal": 9, "macd_slow": 26} |
| DBC | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2010-01-04 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"ema_long": 50, "entry_lookback": 16, "force_ema": 13, "macd_fast": 10, "macd_signal": 9, "macd_slow": 26} |
| SLV | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2010-01-04 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"ema_long": 50, "entry_lookback": 16, "force_ema": 13, "macd_fast": 10, "macd_signal": 9, "macd_slow": 26} |
| DBA | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2010-01-04 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"ema_long": 50, "entry_lookback": 16, "force_ema": 13, "macd_fast": 10, "macd_signal": 9, "macd_slow": 26} |
| UNG | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2010-01-04 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"ema_long": 50, "entry_lookback": 16, "force_ema": 13, "macd_fast": 10, "macd_signal": 9, "macd_slow": 26} |
| BTC-USD | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2014-09-17 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"ema_long": 50, "entry_lookback": 16, "force_ema": 13, "macd_fast": 10, "macd_signal": 9, "macd_slow": 26} |
| ETH-USD | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2017-11-09 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"ema_long": 50, "entry_lookback": 16, "force_ema": 13, "macd_fast": 10, "macd_signal": 9, "macd_slow": 26} |
策略证据
- BTC-USD · 查看证据 2026-11-10
- DBA · 查看证据 2026-11-10
- DBC · 查看证据 2026-11-10
- ETH-USD · 查看证据 2026-11-10
- EURUSD=X · 查看证据 2026-11-10
- GLD · 查看证据 2026-11-10
- SLV · 查看证据 2026-11-10
- SPY · 查看证据 2026-11-10
- UNG · 查看证据 2026-11-10
- USO · 查看证据 2026-11-10
下面只列出可用的已校验证据包；没有证据不代表通过验证。
证据覆盖范围
已校验 10 / 10 个预定策略与市场组合
HMA-01 · 赫尔均线交叉
| 市场 | 目标仓位决策 | 有效仓位 | 数据状态 | 最后价格日期 | 自 | 记录的解释 / 当前参数 |
|---|---|---|---|---|---|---|
| SPY | 做多 · 100.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-11-10 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 1; see active parameters and source. Indicator-level diagnostics are not available."} {"allow_short": false, "fast_period": 7, "slow_period": 17} |
| GLD | 做多 · 100.0% | 100.0% | 符合截止规则 | 2026-11-10 | 2026-11-04 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 1; see active parameters and source. Indicator-level diagnostics are not available."} {"allow_short": false, "fast_period": 7, "slow_period": 17} |
| USO | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-10-27 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"allow_short": false, "fast_period": 9, "slow_period": 17} |
| EURUSD=X | 做多 · 100.0% | 100.0% | 符合截止规则 | 2026-11-10 | 2026-11-03 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 1; see active parameters and source. Indicator-level diagnostics are not available."} {"allow_short": false, "fast_period": 7, "slow_period": 25} |
| DBC | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-10-27 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"allow_short": false, "fast_period": 7, "slow_period": 17} |
| SLV | 做多 · 100.0% | 100.0% | 符合截止规则 | 2026-11-10 | 2026-11-05 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 1; see active parameters and source. Indicator-level diagnostics are not available."} {"allow_short": false, "fast_period": 9, "slow_period": 25} |
| DBA | 做多 · 100.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-11-10 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 1; see active parameters and source. Indicator-level diagnostics are not available."} {"allow_short": false, "fast_period": 7, "slow_period": 17} |
| UNG | 做多 · 100.0% | 100.0% | 符合截止规则 | 2026-11-10 | 2026-11-03 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 1; see active parameters and source. Indicator-level diagnostics are not available."} {"allow_short": false, "fast_period": 7, "slow_period": 17} |
| BTC-USD | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-11-06 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"allow_short": false, "fast_period": 7, "slow_period": 25} |
| ETH-USD | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-11-07 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"allow_short": false, "fast_period": 7, "slow_period": 25} |
策略证据
- BTC-USD · 查看证据 2026-11-10
- DBA · 查看证据 2026-11-10
- DBC · 查看证据 2026-11-10
- ETH-USD · 查看证据 2026-11-10
- EURUSD=X · 查看证据 2026-11-10
- GLD · 查看证据 2026-11-10
- SLV · 查看证据 2026-11-10
- SPY · 查看证据 2026-11-10
- UNG · 查看证据 2026-11-10
- USO · 查看证据 2026-11-10
下面只列出可用的已校验证据包；没有证据不代表通过验证。
证据覆盖范围
已校验 10 / 10 个预定策略与市场组合
REG-10 · HMM 市场状态识别
| 市场 | 目标仓位决策 | 有效仓位 | 数据状态 | 最后价格日期 | 自 | 记录的解释 / 当前参数 |
|---|---|---|---|---|---|---|
| SPY | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-10-30 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"lookback": 202, "n_states": 2, "smooth_window": 20} |
| GLD | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-09-09 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"lookback": 202, "n_states": 2, "smooth_window": 20} |
| USO | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-11-05 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"lookback": 252, "n_states": 2, "smooth_window": 20} |
| EURUSD=X | 做多 · 100.0% | 100.0% | 符合截止规则 | 2026-11-10 | 2026-11-04 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 1; see active parameters and source. Indicator-level diagnostics are not available."} {"lookback": 202, "n_states": 2, "smooth_window": 20} |
| DBC | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-11-02 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"lookback": 302, "n_states": 2, "smooth_window": 16} |
| SLV | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-09-01 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"lookback": 202, "n_states": 2, "smooth_window": 16} |
| DBA | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-10-14 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"lookback": 302, "n_states": 2, "smooth_window": 16} |
| UNG | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-10-19 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"lookback": 202, "n_states": 2, "smooth_window": 16} |
| BTC-USD | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-10-08 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"lookback": 202, "n_states": 2, "smooth_window": 16} |
| ETH-USD | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-10-09 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"lookback": 202, "n_states": 2, "smooth_window": 20} |
策略证据
- BTC-USD · 查看证据 2026-11-10
- DBA · 查看证据 2026-11-10
- DBC · 查看证据 2026-11-10
- ETH-USD · 查看证据 2026-11-10
- EURUSD=X · 查看证据 2026-11-10
- GLD · 查看证据 2026-11-10
- SLV · 查看证据 2026-11-10
- SPY · 查看证据 2026-11-10
- UNG · 查看证据 2026-11-10
- USO · 查看证据 2026-11-10
下面只列出可用的已校验证据包；没有证据不代表通过验证。
证据覆盖范围
已校验 10 / 10 个预定策略与市场组合
MR-07 · Hurst 过滤均值回归
| 市场 | 目标仓位决策 | 有效仓位 | 数据状态 | 最后价格日期 | 自 | 记录的解释 / 当前参数 |
|---|---|---|---|---|---|---|
| SPY | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-07-31 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"entry_z": 1.5, "exit_z": 0.3, "lookback": 48, "max_hold": 15, "vol_lookback": 20} |
| GLD | 做多 · 100.0% | 100.0% | 符合截止规则 | 2026-11-10 | 2026-10-30 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 1; see active parameters and source. Indicator-level diagnostics are not available."} {"entry_z": 1.5, "exit_z": 0.3, "lookback": 48, "max_hold": 15, "vol_lookback": 16} |
| USO | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-07-06 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"entry_z": 1.5, "exit_z": 0.3, "lookback": 48, "max_hold": 15, "vol_lookback": 16} |
| EURUSD=X | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-10-14 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"entry_z": 1.5, "exit_z": 0.3, "lookback": 40, "max_hold": 15, "vol_lookback": 24} |
| DBC | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-07-13 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"entry_z": 1.5, "exit_z": 0.3, "lookback": 32, "max_hold": 15, "vol_lookback": 16} |
| SLV | 做多 · 100.0% | 100.0% | 符合截止规则 | 2026-11-10 | 2026-10-26 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 1; see active parameters and source. Indicator-level diagnostics are not available."} {"entry_z": 1.5, "exit_z": 0.3, "lookback": 32, "max_hold": 15, "vol_lookback": 24} |
| DBA | 做多 · 100.0% | 100.0% | 符合截止规则 | 2026-11-10 | 2026-10-22 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 1; see active parameters and source. Indicator-level diagnostics are not available."} {"entry_z": 1.5, "exit_z": 0.3, "lookback": 32, "max_hold": 15, "vol_lookback": 16} |
| UNG | 空仓 · 0.0% | 100.0% | 符合截止规则 | 2026-11-10 | 2026-11-10 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"entry_z": 1.5, "exit_z": 0.3, "lookback": 48, "max_hold": 15, "vol_lookback": 20} |
| BTC-USD | 做多 · 100.0% | 100.0% | 符合截止规则 | 2026-11-10 | 2026-10-29 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 1; see active parameters and source. Indicator-level diagnostics are not available."} {"entry_z": 1.5, "exit_z": 0.3, "lookback": 48, "max_hold": 15, "vol_lookback": 16} |
| ETH-USD | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-11-08 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"entry_z": 1.5, "exit_z": 0.3, "lookback": 48, "max_hold": 15, "vol_lookback": 16} |
策略证据
- BTC-USD · 查看证据 2026-11-10
- DBA · 查看证据 2026-11-10
- DBC · 查看证据 2026-11-10
- ETH-USD · 查看证据 2026-11-10
- EURUSD=X · 查看证据 2026-11-10
- GLD · 查看证据 2026-11-10
- SLV · 查看证据 2026-11-10
- SPY · 查看证据 2026-11-10
- UNG · 查看证据 2026-11-10
- USO · 查看证据 2026-11-10
下面只列出可用的已校验证据包；没有证据不代表通过验证。
证据覆盖范围
已校验 10 / 10 个预定策略与市场组合
TREND-10 · 一目均衡表
| 市场 | 目标仓位决策 | 有效仓位 | 数据状态 | 最后价格日期 | 自 | 记录的解释 / 当前参数 |
|---|---|---|---|---|---|---|
| SPY | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-10-23 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"kijun": 26, "senkou": 52, "tenkan": 11} |
| GLD | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-09-10 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"kijun": 26, "senkou": 52, "tenkan": 7} |
| USO | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-11-09 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"kijun": 31, "senkou": 52, "tenkan": 7} |
| EURUSD=X | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-09-15 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"kijun": 26, "senkou": 52, "tenkan": 7} |
| DBC | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-11-04 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"kijun": 31, "senkou": 52, "tenkan": 11} |
| SLV | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-02-11 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"kijun": 31, "senkou": 52, "tenkan": 9} |
| DBA | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-09-17 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"kijun": 21, "senkou": 52, "tenkan": 7} |
| UNG | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-10-21 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"kijun": 21, "senkou": 52, "tenkan": 7} |
| BTC-USD | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-10-18 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"kijun": 31, "senkou": 52, "tenkan": 7} |
| ETH-USD | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-10-12 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"kijun": 31, "senkou": 52, "tenkan": 7} |
策略证据
- BTC-USD · 查看证据 2026-11-10
- DBA · 查看证据 2026-11-10
- DBC · 查看证据 2026-11-10
- ETH-USD · 查看证据 2026-11-10
- EURUSD=X · 查看证据 2026-11-10
- GLD · 查看证据 2026-11-10
- SLV · 查看证据 2026-11-10
- SPY · 查看证据 2026-11-10
- UNG · 查看证据 2026-11-10
- USO · 查看证据 2026-11-10
下面只列出可用的已校验证据包；没有证据不代表通过验证。
证据覆盖范围
已校验 10 / 10 个预定策略与市场组合
MR-03 · 卡尔曼滤波均值回归
| 市场 | 目标仓位决策 | 有效仓位 | 数据状态 | 最后价格日期 | 自 | 记录的解释 / 当前参数 |
|---|---|---|---|---|---|---|
| SPY | 做多 · 100.0% | 100.0% | 符合截止规则 | 2026-11-10 | 2026-11-05 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 1; see active parameters and source. Indicator-level diagnostics are not available."} {"Q": 0.001, "R": 1.0, "entry_z": 2.4, "exit_z": 0.4} |
| GLD | 做多 · 100.0% | 100.0% | 符合截止规则 | 2026-11-10 | 2026-09-28 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 1; see active parameters and source. Indicator-level diagnostics are not available."} {"Q": 0.001, "R": 1.0, "entry_z": 1.6, "exit_z": 0.4} |
| USO | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-07-14 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"Q": 0.001, "R": 1.0, "entry_z": 2.0, "exit_z": 0.4} |
| EURUSD=X | 做多 · 100.0% | 100.0% | 符合截止规则 | 2026-11-10 | 2026-09-24 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 1; see active parameters and source. Indicator-level diagnostics are not available."} {"Q": 0.001, "R": 1.0, "entry_z": 1.6, "exit_z": 0.5} |
| DBC | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-07-13 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"Q": 0.001, "R": 1.0, "entry_z": 1.6, "exit_z": 0.5} |
| SLV | 做多 · 100.0% | 100.0% | 符合截止规则 | 2026-11-10 | 2026-09-28 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 1; see active parameters and source. Indicator-level diagnostics are not available."} {"Q": 0.001, "R": 1.0, "entry_z": 1.6, "exit_z": 0.4} |
| DBA | 做多 · 100.0% | 100.0% | 符合截止规则 | 2026-11-10 | 2026-10-22 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 1; see active parameters and source. Indicator-level diagnostics are not available."} {"Q": 0.001, "R": 1.0, "entry_z": 1.6, "exit_z": 0.4} |
| UNG | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-08-27 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"Q": 0.001, "R": 1.0, "entry_z": 2.4, "exit_z": 0.4} |
| BTC-USD | 做多 · 100.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-11-10 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 1; see active parameters and source. Indicator-level diagnostics are not available."} {"Q": 0.001, "R": 1.0, "entry_z": 2.4, "exit_z": 0.6} |
| ETH-USD | 做多 · 100.0% | 100.0% | 符合截止规则 | 2026-11-10 | 2026-11-05 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 1; see active parameters and source. Indicator-level diagnostics are not available."} {"Q": 0.001, "R": 1.0, "entry_z": 1.6, "exit_z": 0.4} |
策略证据
- BTC-USD · 查看证据 2026-11-10
- DBA · 查看证据 2026-11-10
- DBC · 查看证据 2026-11-10
- ETH-USD · 查看证据 2026-11-10
- EURUSD=X · 查看证据 2026-11-10
- GLD · 查看证据 2026-11-10
- SLV · 查看证据 2026-11-10
- SPY · 查看证据 2026-11-10
- UNG · 查看证据 2026-11-10
- USO · 查看证据 2026-11-10
下面只列出可用的已校验证据包；没有证据不代表通过验证。
证据覆盖范围
已校验 10 / 10 个预定策略与市场组合
KC-01 · 肯特纳通道突破
| 市场 | 目标仓位决策 | 有效仓位 | 数据状态 | 最后价格日期 | 自 | 记录的解释 / 当前参数 |
|---|---|---|---|---|---|---|
| SPY | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-09-01 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"allow_short": false, "atr_period": 16, "ema_period": 24, "multiplier": 2.0} |
| GLD | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-08-28 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"allow_short": false, "atr_period": 20, "ema_period": 16, "multiplier": 2.0} |
| USO | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-11-02 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"allow_short": false, "atr_period": 20, "ema_period": 16, "multiplier": 2.0} |
| EURUSD=X | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-08-31 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"allow_short": false, "atr_period": 16, "ema_period": 16, "multiplier": 2.0} |
| DBC | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-09-22 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"allow_short": false, "atr_period": 24, "ema_period": 16, "multiplier": 2.0} |
| SLV | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-09-01 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"allow_short": false, "atr_period": 20, "ema_period": 24, "multiplier": 2.0} |
| DBA | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-09-17 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"allow_short": false, "atr_period": 24, "ema_period": 24, "multiplier": 2.0} |
| UNG | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-09-29 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"allow_short": false, "atr_period": 16, "ema_period": 16, "multiplier": 2.0} |
| BTC-USD | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-10-07 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"allow_short": false, "atr_period": 16, "ema_period": 20, "multiplier": 2.0} |
| ETH-USD | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-10-07 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"allow_short": false, "atr_period": 16, "ema_period": 16, "multiplier": 2.0} |
策略证据
- BTC-USD · 查看证据 2026-11-10
- DBA · 查看证据 2026-11-10
- DBC · 查看证据 2026-11-10
- ETH-USD · 查看证据 2026-11-10
- EURUSD=X · 查看证据 2026-11-10
- GLD · 查看证据 2026-11-10
- SLV · 查看证据 2026-11-10
- SPY · 查看证据 2026-11-10
- UNG · 查看证据 2026-11-10
- USO · 查看证据 2026-11-10
下面只列出可用的已校验证据包；没有证据不代表通过验证。
证据覆盖范围
已校验 10 / 10 个预定策略与市场组合
TREND-14 · 线性回归通道
| 市场 | 目标仓位决策 | 有效仓位 | 数据状态 | 最后价格日期 | 自 | 记录的解释 / 当前参数 |
|---|---|---|---|---|---|---|
| SPY | 做空 · -100.0% | -100.0% | 符合截止规则 | 2026-11-10 | 2026-10-30 | 策略引擎输出 {"kind": "computed-diagnostics", "text": "Above the prior upper channel sets +1, below the prior lower channel sets -1. A held long/short exits on crossing the prior midpoint; otherwise candidate state persists.", "values": {"close": 749.9199829101562, "target": -1.0, "previousCandidateTarget": -1.0, "priorUpper": 775.0086623330401, "priorLower": 743.923146957404, "priorMid": 759.465904645222}, "implementationNotes": [], "candidateState": "Selected candidate's own hypothetical historical state"} {"period": 40, "std_dev": 1.6} |
| GLD | 做多 · 100.0% | 100.0% | 符合截止规则 | 2026-11-10 | 2026-11-04 | 策略引擎输出 {"kind": "computed-diagnostics", "text": "Above the prior upper channel sets +1, below the prior lower channel sets -1. A held long/short exits on crossing the prior midpoint; otherwise candidate state persists.", "values": {"close": 369.3599853515625, "target": 1.0, "previousCandidateTarget": 1.0, "priorUpper": 373.4248388285777, "priorLower": 355.16221784076964, "priorMid": 364.2935283346737}, "implementationNotes": [], "candidateState": "Selected candidate's own hypothetical historical state"} {"period": 50, "std_dev": 1.6} |
| USO | 做空 · -100.0% | -100.0% | 符合截止规则 | 2026-11-10 | 2026-11-04 | 策略引擎输出 {"kind": "computed-diagnostics", "text": "Above the prior upper channel sets +1, below the prior lower channel sets -1. A held long/short exits on crossing the prior midpoint; otherwise candidate state persists.", "values": {"close": 141.4499969482422, "target": -1.0, "previousCandidateTarget": -1.0, "priorUpper": 171.14190549435006, "priorLower": 147.5088733860498, "priorMid": 159.32538944019993}, "implementationNotes": [], "candidateState": "Selected candidate's own hypothetical historical state"} {"period": 50, "std_dev": 1.6} |
| EURUSD=X | 做多 · 100.0% | 100.0% | 符合截止规则 | 2026-11-10 | 2026-10-21 | 策略引擎输出 {"kind": "computed-diagnostics", "text": "Above the prior upper channel sets +1, below the prior lower channel sets -1. A held long/short exits on crossing the prior midpoint; otherwise candidate state persists.", "values": {"close": 1.122246265411377, "target": 1.0, "previousCandidateTarget": 1.0, "priorUpper": 1.1204955602134923, "priorLower": 1.101370105117627, "priorMid": 1.1109328326655596}, "implementationNotes": [], "candidateState": "Selected candidate's own hypothetical historical state"} {"period": 40, "std_dev": 1.6} |
| DBC | 做空 · -100.0% | -100.0% | 符合截止规则 | 2026-11-10 | 2026-11-02 | 策略引擎输出 {"kind": "computed-diagnostics", "text": "Above the prior upper channel sets +1, below the prior lower channel sets -1. A held long/short exits on crossing the prior midpoint; otherwise candidate state persists.", "values": {"close": 30.760000228881836, "target": -1.0, "previousCandidateTarget": -1.0, "priorUpper": 34.53629060991972, "priorLower": 31.015538272251163, "priorMid": 32.77591444108544}, "implementationNotes": [], "candidateState": "Selected candidate's own hypothetical historical state"} {"period": 40, "std_dev": 2.4} |
| SLV | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-11-09 | 策略引擎输出 {"kind": "computed-diagnostics", "text": "Above the prior upper channel sets +1, below the prior lower channel sets -1. A held long/short exits on crossing the prior midpoint; otherwise candidate state persists.", "values": {"close": 46.47999954223633, "target": 0.0, "previousCandidateTarget": 0.0, "priorUpper": 50.59822572392781, "priorLower": 43.45194872655567, "priorMid": 47.02508722524174}, "implementationNotes": [], "candidateState": "Selected candidate's own hypothetical historical state"} {"period": 60, "std_dev": 2.0} |
| DBA | 做空 · -100.0% | -100.0% | 符合截止规则 | 2026-11-10 | 2026-10-26 | 策略引擎输出 {"kind": "computed-diagnostics", "text": "Above the prior upper channel sets +1, below the prior lower channel sets -1. A held long/short exits on crossing the prior midpoint; otherwise candidate state persists.", "values": {"close": 26.260000228881836, "target": -1.0, "previousCandidateTarget": -1.0, "priorUpper": 28.06729862863073, "priorLower": 26.323084217305194, "priorMid": 27.195191422967962}, "implementationNotes": [], "candidateState": "Selected candidate's own hypothetical historical state"} {"period": 60, "std_dev": 1.6} |
| UNG | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-11-09 | 策略引擎输出 {"kind": "computed-diagnostics", "text": "Above the prior upper channel sets +1, below the prior lower channel sets -1. A held long/short exits on crossing the prior midpoint; otherwise candidate state persists.", "values": {"close": 10.420000076293945, "target": 0.0, "previousCandidateTarget": 0.0, "priorUpper": 11.006288337671029, "priorLower": 8.456206200580064, "priorMid": 9.731247269125546}, "implementationNotes": [], "candidateState": "Selected candidate's own hypothetical historical state"} {"period": 50, "std_dev": 2.4} |
| BTC-USD | 做空 · -100.0% | -100.0% | 符合截止规则 | 2026-11-10 | 2026-11-05 | 策略引擎输出 {"kind": "computed-diagnostics", "text": "Above the prior upper channel sets +1, below the prior lower channel sets -1. A held long/short exits on crossing the prior midpoint; otherwise candidate state persists.", "values": {"close": 73720.1171875, "target": -1.0, "previousCandidateTarget": -1.0, "priorUpper": 78951.88393504026, "priorLower": 74560.2864326068, "priorMid": 76756.08518382352}, "implementationNotes": [], "candidateState": "Selected candidate's own hypothetical historical state"} {"period": 50, "std_dev": 1.6} |
| ETH-USD | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-11-04 | 策略引擎输出 {"kind": "computed-diagnostics", "text": "Above the prior upper channel sets +1, below the prior lower channel sets -1. A held long/short exits on crossing the prior midpoint; otherwise candidate state persists.", "values": {"close": 2050.180908203125, "target": 0.0, "previousCandidateTarget": 0.0, "priorUpper": 2302.7980891673724, "priorLower": 2043.628990336304, "priorMid": 2173.213539751838}, "implementationNotes": [], "candidateState": "Selected candidate's own hypothetical historical state"} {"period": 50, "std_dev": 2.4} |
策略证据
- BTC-USD · 查看证据 2026-11-10
- DBA · 查看证据 2026-11-10
- DBC · 查看证据 2026-11-10
- ETH-USD · 查看证据 2026-11-10
- EURUSD=X · 查看证据 2026-11-10
- GLD · 查看证据 2026-11-10
- SLV · 查看证据 2026-11-10
- SPY · 查看证据 2026-11-10
- UNG · 查看证据 2026-11-10
- USO · 查看证据 2026-11-10
下面只列出可用的已校验证据包；没有证据不代表通过验证。
证据覆盖范围
已校验 10 / 10 个预定策略与市场组合
COMBO-02 · MACD + RSI 过滤
| 市场 | 目标仓位决策 | 有效仓位 | 数据状态 | 最后价格日期 | 自 | 记录的解释 / 当前参数 |
|---|---|---|---|---|---|---|
| SPY | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-10-15 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"macd_fast": 12, "macd_signal": 9, "macd_slow": 26, "rsi_extreme": 80, "rsi_overbought": 70, "rsi_oversold": 30, "rsi_period": 17} |
| GLD | 做多 · 100.0% | 100.0% | 符合截止规则 | 2026-11-10 | 2026-11-05 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 1; see active parameters and source. Indicator-level diagnostics are not available."} {"macd_fast": 14, "macd_signal": 9, "macd_slow": 26, "rsi_extreme": 80, "rsi_overbought": 70, "rsi_oversold": 30, "rsi_period": 17} |
| USO | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-10-16 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"macd_fast": 10, "macd_signal": 9, "macd_slow": 26, "rsi_extreme": 80, "rsi_overbought": 70, "rsi_oversold": 30, "rsi_period": 11} |
| EURUSD=X | 做多 · 100.0% | 100.0% | 符合截止规则 | 2026-11-10 | 2026-10-16 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 1; see active parameters and source. Indicator-level diagnostics are not available."} {"macd_fast": 10, "macd_signal": 9, "macd_slow": 26, "rsi_extreme": 80, "rsi_overbought": 70, "rsi_oversold": 30, "rsi_period": 17} |
| DBC | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-10-27 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"macd_fast": 14, "macd_signal": 9, "macd_slow": 26, "rsi_extreme": 80, "rsi_overbought": 70, "rsi_oversold": 30, "rsi_period": 17} |
| SLV | 做多 · 100.0% | 100.0% | 符合截止规则 | 2026-11-10 | 2026-11-06 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 1; see active parameters and source. Indicator-level diagnostics are not available."} {"macd_fast": 10, "macd_signal": 9, "macd_slow": 26, "rsi_extreme": 80, "rsi_overbought": 70, "rsi_oversold": 30, "rsi_period": 11} |
| DBA | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-08-28 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"macd_fast": 12, "macd_signal": 9, "macd_slow": 26, "rsi_extreme": 80, "rsi_overbought": 70, "rsi_oversold": 30, "rsi_period": 14} |
| UNG | 做多 · 100.0% | 100.0% | 符合截止规则 | 2026-11-10 | 2026-11-09 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 1; see active parameters and source. Indicator-level diagnostics are not available."} {"macd_fast": 14, "macd_signal": 9, "macd_slow": 26, "rsi_extreme": 80, "rsi_overbought": 70, "rsi_oversold": 30, "rsi_period": 14} |
| BTC-USD | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-08-19 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"macd_fast": 12, "macd_signal": 9, "macd_slow": 26, "rsi_extreme": 80, "rsi_overbought": 70, "rsi_oversold": 30, "rsi_period": 17} |
| ETH-USD | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-07-27 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"macd_fast": 10, "macd_signal": 9, "macd_slow": 26, "rsi_extreme": 80, "rsi_overbought": 70, "rsi_oversold": 30, "rsi_period": 11} |
策略证据
- BTC-USD · 查看证据 2026-11-10
- DBA · 查看证据 2026-11-10
- DBC · 查看证据 2026-11-10
- ETH-USD · 查看证据 2026-11-10
- EURUSD=X · 查看证据 2026-11-10
- GLD · 查看证据 2026-11-10
- SLV · 查看证据 2026-11-10
- SPY · 查看证据 2026-11-10
- UNG · 查看证据 2026-11-10
- USO · 查看证据 2026-11-10
下面只列出可用的已校验证据包；没有证据不代表通过验证。
证据覆盖范围
已校验 10 / 10 个预定策略与市场组合
TREND-12 · MACD 策略
| 市场 | 目标仓位决策 | 有效仓位 | 数据状态 | 最后价格日期 | 自 | 记录的解释 / 当前参数 |
|---|---|---|---|---|---|---|
| SPY | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-10-15 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"fast": 10, "signal": 9, "slow": 21} |
| GLD | 做多 · 100.0% | 100.0% | 符合截止规则 | 2026-11-10 | 2026-11-05 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 1; see active parameters and source. Indicator-level diagnostics are not available."} {"fast": 14, "signal": 9, "slow": 26} |
| USO | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-11-02 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"fast": 10, "signal": 9, "slow": 21} |
| EURUSD=X | 做多 · 100.0% | 100.0% | 符合截止规则 | 2026-11-10 | 2026-10-16 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 1; see active parameters and source. Indicator-level diagnostics are not available."} {"fast": 10, "signal": 9, "slow": 26} |
| DBC | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-10-27 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"fast": 10, "signal": 9, "slow": 21} |
| SLV | 做多 · 100.0% | 100.0% | 符合截止规则 | 2026-11-10 | 2026-11-06 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 1; see active parameters and source. Indicator-level diagnostics are not available."} {"fast": 10, "signal": 9, "slow": 21} |
| DBA | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-09-14 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"fast": 14, "signal": 9, "slow": 31} |
| UNG | 做多 · 100.0% | 100.0% | 符合截止规则 | 2026-11-10 | 2026-11-09 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 1; see active parameters and source. Indicator-level diagnostics are not available."} {"fast": 10, "signal": 9, "slow": 21} |
| BTC-USD | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-09-29 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"fast": 14, "signal": 9, "slow": 31} |
| ETH-USD | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-11-08 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"fast": 10, "signal": 9, "slow": 21} |
策略证据
- BTC-USD · 查看证据 2026-11-10
- DBA · 查看证据 2026-11-10
- DBC · 查看证据 2026-11-10
- ETH-USD · 查看证据 2026-11-10
- EURUSD=X · 查看证据 2026-11-10
- GLD · 查看证据 2026-11-10
- SLV · 查看证据 2026-11-10
- SPY · 查看证据 2026-11-10
- UNG · 查看证据 2026-11-10
- USO · 查看证据 2026-11-10
下面只列出可用的已校验证据包；没有证据不代表通过验证。
证据覆盖范围
已校验 10 / 10 个预定策略与市场组合
MR-12 · 资金流量指标回归
| 市场 | 目标仓位决策 | 有效仓位 | 数据状态 | 最后价格日期 | 自 | 记录的解释 / 当前参数 |
|---|---|---|---|---|---|---|
| SPY | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-04-08 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"exit_level": 50, "max_hold": 18, "oversold": 30, "period": 17} |
| GLD | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-11-09 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"exit_level": 50, "max_hold": 15, "oversold": 30, "period": 14} |
| USO | 做多 · 100.0% | 100.0% | 符合截止规则 | 2026-11-10 | 2026-11-09 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 1; see active parameters and source. Indicator-level diagnostics are not available."} {"exit_level": 50, "max_hold": 12, "oversold": 30, "period": 11} |
| EURUSD=X | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-10-21 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"exit_level": 50, "max_hold": 12, "oversold": 30, "period": 11} |
| DBC | 做多 · 100.0% | 100.0% | 符合截止规则 | 2026-11-10 | 2026-11-02 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 1; see active parameters and source. Indicator-level diagnostics are not available."} {"exit_level": 50, "max_hold": 18, "oversold": 30, "period": 11} |
| SLV | 做多 · 100.0% | 100.0% | 符合截止规则 | 2026-11-10 | 2026-10-30 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 1; see active parameters and source. Indicator-level diagnostics are not available."} {"exit_level": 50, "max_hold": 15, "oversold": 30, "period": 14} |
| DBA | 做多 · 100.0% | 100.0% | 符合截止规则 | 2026-11-10 | 2026-10-28 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 1; see active parameters and source. Indicator-level diagnostics are not available."} {"exit_level": 50, "max_hold": 18, "oversold": 30, "period": 17} |
| UNG | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-11-09 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"exit_level": 50, "max_hold": 12, "oversold": 30, "period": 11} |
| BTC-USD | 做多 · 100.0% | 100.0% | 符合截止规则 | 2026-11-10 | 2026-11-03 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 1; see active parameters and source. Indicator-level diagnostics are not available."} {"exit_level": 50, "max_hold": 12, "oversold": 30, "period": 14} |
| ETH-USD | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-11-09 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"exit_level": 50, "max_hold": 15, "oversold": 30, "period": 14} |
策略证据
- BTC-USD · 查看证据 2026-11-10
- DBA · 查看证据 2026-11-10
- DBC · 查看证据 2026-11-10
- ETH-USD · 查看证据 2026-11-10
- EURUSD=X · 查看证据 2026-11-10
- GLD · 查看证据 2026-11-10
- SLV · 查看证据 2026-11-10
- SPY · 查看证据 2026-11-10
- UNG · 查看证据 2026-11-10
- USO · 查看证据 2026-11-10
下面只列出可用的已校验证据包；没有证据不代表通过验证。
证据覆盖范围
已校验 10 / 10 个预定策略与市场组合
MOM-11 · 动量崩溃保护
| 市场 | 目标仓位决策 | 有效仓位 | 数据状态 | 最后价格日期 | 自 | 记录的解释 / 当前参数 |
|---|---|---|---|---|---|---|
| SPY | 做多 · 100.0% | 100.0% | 符合截止规则 | 2026-11-10 | 2025-05-07 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 1; see active parameters and source. Indicator-level diagnostics are not available."} {"dd_threshold": 0.08000000000000002, "mom_lookback": 302, "recovery_pct": 0.5, "scale_factor": 0.5, "severe_dd": 0.2} |
| GLD | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-09-23 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"dd_threshold": 0.08000000000000002, "mom_lookback": 302, "recovery_pct": 0.5, "scale_factor": 0.5, "severe_dd": 0.2} |
| USO | 做多 · 64.3% | 67.3% | 符合截止规则 | 2026-11-10 | 2026-08-10 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0.64319; see active parameters and source. Indicator-level diagnostics are not available."} {"dd_threshold": 0.08000000000000002, "mom_lookback": 202, "recovery_pct": 0.5, "scale_factor": 0.5, "severe_dd": 0.2} |
| EURUSD=X | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-08-27 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"dd_threshold": 0.08000000000000002, "mom_lookback": 252, "recovery_pct": 0.5, "scale_factor": 0.5, "severe_dd": 0.2} |
| DBC | 做多 · 100.0% | 100.0% | 符合截止规则 | 2026-11-10 | 2026-07-06 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 1; see active parameters and source. Indicator-level diagnostics are not available."} {"dd_threshold": 0.12, "mom_lookback": 252, "recovery_pct": 0.5, "scale_factor": 0.5, "severe_dd": 0.2} |
| SLV | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-03-02 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"dd_threshold": 0.12, "mom_lookback": 252, "recovery_pct": 0.5, "scale_factor": 0.5, "severe_dd": 0.2} |
| DBA | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-11-04 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"dd_threshold": 0.12, "mom_lookback": 302, "recovery_pct": 0.5, "scale_factor": 0.5, "severe_dd": 0.2} |
| UNG | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2022-09-20 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"dd_threshold": 0.08000000000000002, "mom_lookback": 202, "recovery_pct": 0.5, "scale_factor": 0.5, "severe_dd": 0.2} |
| BTC-USD | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2025-11-13 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"dd_threshold": 0.1, "mom_lookback": 252, "recovery_pct": 0.5, "scale_factor": 0.5, "severe_dd": 0.2} |
| ETH-USD | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2024-07-31 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"dd_threshold": 0.08000000000000002, "mom_lookback": 202, "recovery_pct": 0.5, "scale_factor": 0.5, "severe_dd": 0.2} |
策略证据
- BTC-USD · 查看证据 2026-11-10
- DBA · 查看证据 2026-11-10
- DBC · 查看证据 2026-11-10
- ETH-USD · 查看证据 2026-11-10
- EURUSD=X · 查看证据 2026-11-10
- GLD · 查看证据 2026-11-10
- SLV · 查看证据 2026-11-10
- SPY · 查看证据 2026-11-10
- UNG · 查看证据 2026-11-10
- USO · 查看证据 2026-11-10
下面只列出可用的已校验证据包；没有证据不代表通过验证。
证据覆盖范围
已校验 10 / 10 个预定策略与市场组合
MR-04 · OU 过程均值回归
| 市场 | 目标仓位决策 | 有效仓位 | 数据状态 | 最后价格日期 | 自 | 记录的解释 / 当前参数 |
|---|---|---|---|---|---|---|
| SPY | 做多 · 100.0% | 100.0% | 符合截止规则 | 2026-11-10 | 2026-11-05 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 1; see active parameters and source. Indicator-level diagnostics are not available."} {"entry_std": 1.5, "exit_std": 0.5, "lookback": 48, "max_halflife": 36, "min_halflife": 1} |
| GLD | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-11-02 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"entry_std": 1.5, "exit_std": 0.5, "lookback": 60, "max_halflife": 30, "min_halflife": 1} |
| USO | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-06-30 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"entry_std": 1.5, "exit_std": 0.5, "lookback": 72, "max_halflife": 36, "min_halflife": 1} |
| EURUSD=X | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-10-01 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"entry_std": 1.5, "exit_std": 0.5, "lookback": 48, "max_halflife": 24, "min_halflife": 1} |
| DBC | 做多 · 100.0% | 100.0% | 符合截止规则 | 2026-11-10 | 2026-11-04 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 1; see active parameters and source. Indicator-level diagnostics are not available."} {"entry_std": 1.5, "exit_std": 0.5, "lookback": 48, "max_halflife": 24, "min_halflife": 1} |
| SLV | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-10-30 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"entry_std": 1.5, "exit_std": 0.5, "lookback": 72, "max_halflife": 36, "min_halflife": 1} |
| DBA | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-11-02 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"entry_std": 1.5, "exit_std": 0.5, "lookback": 60, "max_halflife": 30, "min_halflife": 1} |
| UNG | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-11-03 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"entry_std": 1.5, "exit_std": 0.5, "lookback": 48, "max_halflife": 24, "min_halflife": 1} |
| BTC-USD | 做多 · 100.0% | 100.0% | 符合截止规则 | 2026-11-10 | 2026-11-05 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 1; see active parameters and source. Indicator-level diagnostics are not available."} {"entry_std": 1.5, "exit_std": 0.5, "lookback": 60, "max_halflife": 30, "min_halflife": 1} |
| ETH-USD | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-11-02 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"entry_std": 1.5, "exit_std": 0.5, "lookback": 60, "max_halflife": 24, "min_halflife": 1} |
策略证据
- BTC-USD · 查看证据 2026-11-10
- DBA · 查看证据 2026-11-10
- DBC · 查看证据 2026-11-10
- ETH-USD · 查看证据 2026-11-10
- EURUSD=X · 查看证据 2026-11-10
- GLD · 查看证据 2026-11-10
- SLV · 查看证据 2026-11-10
- SPY · 查看证据 2026-11-10
- UNG · 查看证据 2026-11-10
- USO · 查看证据 2026-11-10
下面只列出可用的已校验证据包；没有证据不代表通过验证。
证据覆盖范围
已校验 10 / 10 个预定策略与市场组合
SAR-01 · 抛物线 SAR
| 市场 | 目标仓位决策 | 有效仓位 | 数据状态 | 最后价格日期 | 自 | 记录的解释 / 当前参数 |
|---|---|---|---|---|---|---|
| SPY | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-11-05 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"af_max": 0.24, "af_start": 0.016, "af_step": 0.02, "allow_short": false} |
| GLD | 做多 · 100.0% | 100.0% | 符合截止规则 | 2026-11-10 | 2026-11-05 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 1; see active parameters and source. Indicator-level diagnostics are not available."} {"af_max": 0.24, "af_start": 0.02, "af_step": 0.02, "allow_short": false} |
| USO | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-11-02 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"af_max": 0.16000000000000003, "af_start": 0.016, "af_step": 0.02, "allow_short": false} |
| EURUSD=X | 做多 · 100.0% | 100.0% | 符合截止规则 | 2026-11-10 | 2026-11-04 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 1; see active parameters and source. Indicator-level diagnostics are not available."} {"af_max": 0.16000000000000003, "af_start": 0.016, "af_step": 0.02, "allow_short": false} |
| DBC | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-10-29 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"af_max": 0.16000000000000003, "af_start": 0.02, "af_step": 0.02, "allow_short": false} |
| SLV | 做多 · 100.0% | 100.0% | 符合截止规则 | 2026-11-10 | 2026-11-04 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 1; see active parameters and source. Indicator-level diagnostics are not available."} {"af_max": 0.16000000000000003, "af_start": 0.02, "af_step": 0.02, "allow_short": false} |
| DBA | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-10-16 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"af_max": 0.2, "af_start": 0.02, "af_step": 0.02, "allow_short": false} |
| UNG | 做多 · 100.0% | 100.0% | 符合截止规则 | 2026-11-10 | 2026-11-09 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 1; see active parameters and source. Indicator-level diagnostics are not available."} {"af_max": 0.16000000000000003, "af_start": 0.016, "af_step": 0.02, "allow_short": false} |
| BTC-USD | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-10-24 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"af_max": 0.16000000000000003, "af_start": 0.02, "af_step": 0.02, "allow_short": false} |
| ETH-USD | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-11-08 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"af_max": 0.16000000000000003, "af_start": 0.016, "af_step": 0.02, "allow_short": false} |
策略证据
- BTC-USD · 查看证据 2026-11-10
- DBA · 查看证据 2026-11-10
- DBC · 查看证据 2026-11-10
- ETH-USD · 查看证据 2026-11-10
- EURUSD=X · 查看证据 2026-11-10
- GLD · 查看证据 2026-11-10
- SLV · 查看证据 2026-11-10
- SPY · 查看证据 2026-11-10
- UNG · 查看证据 2026-11-10
- USO · 查看证据 2026-11-10
下面只列出可用的已校验证据包；没有证据不代表通过验证。
证据覆盖范围
已校验 10 / 10 个预定策略与市场组合
REG-01 · 市场状态切换
| 市场 | 目标仓位决策 | 有效仓位 | 数据状态 | 最后价格日期 | 自 | 记录的解释 / 当前参数 |
|---|---|---|---|---|---|---|
| SPY | 做多 · 100.0% | 100.0% | 符合截止规则 | 2026-11-10 | 2026-04-08 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 1; see active parameters and source. Indicator-level diagnostics are not available."} {} |
| GLD | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-01-30 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {} |
| USO | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2025-10-01 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {} |
| EURUSD=X | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-09-11 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {} |
| DBC | 做多 · 100.0% | 100.0% | 符合截止规则 | 2026-11-10 | 2026-06-02 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 1; see active parameters and source. Indicator-level diagnostics are not available."} {} |
| SLV | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2025-10-17 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {} |
| DBA | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-10-28 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {} |
| UNG | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2018-10-18 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {} |
| BTC-USD | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2025-09-25 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {} |
| ETH-USD | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2017-11-09 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {} |
策略证据
- BTC-USD · 查看证据 2026-11-10
- DBA · 查看证据 2026-11-10
- DBC · 查看证据 2026-11-10
- ETH-USD · 查看证据 2026-11-10
- EURUSD=X · 查看证据 2026-11-10
- GLD · 查看证据 2026-11-10
- SLV · 查看证据 2026-11-10
- SPY · 查看证据 2026-11-10
- UNG · 查看证据 2026-11-10
- USO · 查看证据 2026-11-10
下面只列出可用的已校验证据包；没有证据不代表通过验证。
证据覆盖范围
已校验 10 / 10 个预定策略与市场组合
MOM-06 · 残差动量
| 市场 | 目标仓位决策 | 有效仓位 | 数据状态 | 最后价格日期 | 自 | 记录的解释 / 当前参数 |
|---|---|---|---|---|---|---|
| SPY | 空仓 · 0.0% | 100.0% | 符合截止规则 | 2026-11-10 | 2026-11-10 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"beta_window": 252, "momentum_lookback": 202, "skip_period": 17} |
| GLD | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-10-06 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"beta_window": 252, "momentum_lookback": 202, "skip_period": 21} |
| USO | 做多 · 100.0% | 100.0% | 符合截止规则 | 2026-11-10 | 2026-09-02 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 1; see active parameters and source. Indicator-level diagnostics are not available."} {"beta_window": 252, "momentum_lookback": 252, "skip_period": 17} |
| EURUSD=X | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-10-29 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"beta_window": 252, "momentum_lookback": 252, "skip_period": 25} |
| DBC | 做多 · 100.0% | 100.0% | 符合截止规则 | 2026-11-10 | 2026-09-01 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 1; see active parameters and source. Indicator-level diagnostics are not available."} {"beta_window": 252, "momentum_lookback": 252, "skip_period": 17} |
| SLV | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-06-10 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"beta_window": 252, "momentum_lookback": 202, "skip_period": 21} |
| DBA | 做多 · 100.0% | 100.0% | 符合截止规则 | 2026-11-10 | 2026-11-05 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 1; see active parameters and source. Indicator-level diagnostics are not available."} {"beta_window": 252, "momentum_lookback": 252, "skip_period": 25} |
| UNG | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-11-09 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"beta_window": 252, "momentum_lookback": 202, "skip_period": 17} |
| BTC-USD | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-11-01 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"beta_window": 252, "momentum_lookback": 202, "skip_period": 21} |
| ETH-USD | 做多 · 100.0% | 100.0% | 符合截止规则 | 2026-11-10 | 2026-07-18 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 1; see active parameters and source. Indicator-level diagnostics are not available."} {"beta_window": 252, "momentum_lookback": 252, "skip_period": 17} |
策略证据
- BTC-USD · 查看证据 2026-11-10
- DBA · 查看证据 2026-11-10
- DBC · 查看证据 2026-11-10
- ETH-USD · 查看证据 2026-11-10
- EURUSD=X · 查看证据 2026-11-10
- GLD · 查看证据 2026-11-10
- SLV · 查看证据 2026-11-10
- SPY · 查看证据 2026-11-10
- UNG · 查看证据 2026-11-10
- USO · 查看证据 2026-11-10
下面只列出可用的已校验证据包；没有证据不代表通过验证。
证据覆盖范围
已校验 10 / 10 个预定策略与市场组合
MR-01 · RSI 均值回归
| 市场 | 目标仓位决策 | 有效仓位 | 数据状态 | 最后价格日期 | 自 | 记录的解释 / 当前参数 |
|---|---|---|---|---|---|---|
| SPY | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-03-31 | 策略引擎输出 {"kind": "computed-diagnostics", "text": "The implemented daily target is 1 only when RSI(14) < 30; otherwise 0.", "values": {"close": 749.9199829101562, "target": 0.0, "previousCandidateTarget": 0.0, "rsi14": 40.0685748609771, "entryThreshold": 30.0, "documentedExitThreshold": 50.0}, "implementationNotes": ["The shipped implementation has no volatility gate and resets its target daily; descriptive prose suggesting a stateful hold until RSI > 50 is not implemented."], "candidateState": "Selected candidate's own hypothetical historical state"} {} |
| GLD | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-11-02 | 策略引擎输出 {"kind": "computed-diagnostics", "text": "The implemented daily target is 1 only when RSI(14) < 30; otherwise 0.", "values": {"close": 369.3599853515625, "target": 0.0, "previousCandidateTarget": 0.0, "rsi14": 44.12448143331197, "entryThreshold": 30.0, "documentedExitThreshold": 50.0}, "implementationNotes": ["The shipped implementation has no volatility gate and resets its target daily; descriptive prose suggesting a stateful hold until RSI > 50 is not implemented."], "candidateState": "Selected candidate's own hypothetical historical state"} {} |
| USO | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-07-07 | 策略引擎输出 {"kind": "computed-diagnostics", "text": "The implemented daily target is 1 only when RSI(14) < 30; otherwise 0.", "values": {"close": 141.4499969482422, "target": 0.0, "previousCandidateTarget": 0.0, "rsi14": 33.70626274275594, "entryThreshold": 30.0, "documentedExitThreshold": 50.0}, "implementationNotes": ["The shipped implementation has no volatility gate and resets its target daily; descriptive prose suggesting a stateful hold until RSI > 50 is not implemented."], "candidateState": "Selected candidate's own hypothetical historical state"} {} |
| EURUSD=X | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-10-19 | 策略引擎输出 {"kind": "computed-diagnostics", "text": "The implemented daily target is 1 only when RSI(14) < 30; otherwise 0.", "values": {"close": 1.122246265411377, "target": 0.0, "previousCandidateTarget": 0.0, "rsi14": 49.505424773084535, "entryThreshold": 30.0, "documentedExitThreshold": 50.0}, "implementationNotes": ["The shipped implementation has no volatility gate and resets its target daily; descriptive prose suggesting a stateful hold until RSI > 50 is not implemented."], "candidateState": "Selected candidate's own hypothetical historical state"} {} |
| DBC | 做多 · 100.0% | 100.0% | 符合截止规则 | 2026-11-10 | 2026-11-04 | 策略引擎输出 {"kind": "computed-diagnostics", "text": "The implemented daily target is 1 only when RSI(14) < 30; otherwise 0.", "values": {"close": 30.760000228881836, "target": 1.0, "previousCandidateTarget": 1.0, "rsi14": 21.576775307678574, "entryThreshold": 30.0, "documentedExitThreshold": 50.0}, "implementationNotes": ["The shipped implementation has no volatility gate and resets its target daily; descriptive prose suggesting a stateful hold until RSI > 50 is not implemented."], "candidateState": "Selected candidate's own hypothetical historical state"} {} |
| SLV | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-11-04 | 策略引擎输出 {"kind": "computed-diagnostics", "text": "The implemented daily target is 1 only when RSI(14) < 30; otherwise 0.", "values": {"close": 46.47999954223633, "target": 0.0, "previousCandidateTarget": 0.0, "rsi14": 31.823904954067686, "entryThreshold": 30.0, "documentedExitThreshold": 50.0}, "implementationNotes": ["The shipped implementation has no volatility gate and resets its target daily; descriptive prose suggesting a stateful hold until RSI > 50 is not implemented."], "candidateState": "Selected candidate's own hypothetical historical state"} {} |
| DBA | 做多 · 100.0% | 100.0% | 符合截止规则 | 2026-11-10 | 2026-10-26 | 策略引擎输出 {"kind": "computed-diagnostics", "text": "The implemented daily target is 1 only when RSI(14) < 30; otherwise 0.", "values": {"close": 26.260000228881836, "target": 1.0, "previousCandidateTarget": 1.0, "rsi14": 9.565190710048071, "entryThreshold": 30.0, "documentedExitThreshold": 50.0}, "implementationNotes": ["The shipped implementation has no volatility gate and resets its target daily; descriptive prose suggesting a stateful hold until RSI > 50 is not implemented."], "candidateState": "Selected candidate's own hypothetical historical state"} {} |
| UNG | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-11-09 | 策略引擎输出 {"kind": "computed-diagnostics", "text": "The implemented daily target is 1 only when RSI(14) < 30; otherwise 0.", "values": {"close": 10.420000076293945, "target": 0.0, "previousCandidateTarget": 0.0, "rsi14": 58.82352501188353, "entryThreshold": 30.0, "documentedExitThreshold": 50.0}, "implementationNotes": ["The shipped implementation has no volatility gate and resets its target daily; descriptive prose suggesting a stateful hold until RSI > 50 is not implemented."], "candidateState": "Selected candidate's own hypothetical historical state"} {} |
| BTC-USD | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-11-04 | 策略引擎输出 {"kind": "computed-diagnostics", "text": "The implemented daily target is 1 only when RSI(14) < 30; otherwise 0.", "values": {"close": 73720.1171875, "target": 0.0, "previousCandidateTarget": 0.0, "rsi14": 31.201756789754427, "entryThreshold": 30.0, "documentedExitThreshold": 50.0}, "implementationNotes": ["The shipped implementation has no volatility gate and resets its target daily; descriptive prose suggesting a stateful hold until RSI > 50 is not implemented."], "candidateState": "Selected candidate's own hypothetical historical state"} {} |
| ETH-USD | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-11-04 | 策略引擎输出 {"kind": "computed-diagnostics", "text": "The implemented daily target is 1 only when RSI(14) < 30; otherwise 0.", "values": {"close": 2050.180908203125, "target": 0.0, "previousCandidateTarget": 0.0, "rsi14": 30.239753867784998, "entryThreshold": 30.0, "documentedExitThreshold": 50.0}, "implementationNotes": ["The shipped implementation has no volatility gate and resets its target daily; descriptive prose suggesting a stateful hold until RSI > 50 is not implemented."], "candidateState": "Selected candidate's own hypothetical historical state"} {} |
策略证据
- BTC-USD · 查看证据 2026-11-10
- DBA · 查看证据 2026-11-10
- DBC · 查看证据 2026-11-10
- ETH-USD · 查看证据 2026-11-10
- EURUSD=X · 查看证据 2026-11-10
- GLD · 查看证据 2026-11-10
- SLV · 查看证据 2026-11-10
- SPY · 查看证据 2026-11-10
- UNG · 查看证据 2026-11-10
- USO · 查看证据 2026-11-10
下面只列出可用的已校验证据包；没有证据不代表通过验证。
证据覆盖范围
已校验 10 / 10 个预定策略与市场组合
SEAS-01 · 月度季节性
| 市场 | 目标仓位决策 | 有效仓位 | 数据状态 | 最后价格日期 | 自 | 记录的解释 / 当前参数 |
|---|---|---|---|---|---|---|
| SPY | 做多 · 100.0% | 100.0% | 符合截止规则 | 2026-11-10 | 2026-11-02 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 1; see active parameters and source. Indicator-level diagnostics are not available."} {} |
| GLD | 做多 · 100.0% | 100.0% | 符合截止规则 | 2026-11-10 | 2026-11-02 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 1; see active parameters and source. Indicator-level diagnostics are not available."} {} |
| USO | 做多 · 100.0% | 100.0% | 符合截止规则 | 2026-11-10 | 2026-11-02 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 1; see active parameters and source. Indicator-level diagnostics are not available."} {} |
| EURUSD=X | 做多 · 100.0% | 100.0% | 符合截止规则 | 2026-11-10 | 2026-11-02 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 1; see active parameters and source. Indicator-level diagnostics are not available."} {} |
| DBC | 做多 · 100.0% | 100.0% | 符合截止规则 | 2026-11-10 | 2026-11-02 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 1; see active parameters and source. Indicator-level diagnostics are not available."} {} |
| SLV | 做多 · 100.0% | 100.0% | 符合截止规则 | 2026-11-10 | 2026-11-02 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 1; see active parameters and source. Indicator-level diagnostics are not available."} {} |
| DBA | 做多 · 100.0% | 100.0% | 符合截止规则 | 2026-11-10 | 2026-11-02 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 1; see active parameters and source. Indicator-level diagnostics are not available."} {} |
| UNG | 做多 · 100.0% | 100.0% | 符合截止规则 | 2026-11-10 | 2026-11-02 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 1; see active parameters and source. Indicator-level diagnostics are not available."} {} |
| BTC-USD | 做多 · 100.0% | 100.0% | 符合截止规则 | 2026-11-10 | 2026-11-01 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 1; see active parameters and source. Indicator-level diagnostics are not available."} {} |
| ETH-USD | 做多 · 100.0% | 100.0% | 符合截止规则 | 2026-11-10 | 2026-11-01 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 1; see active parameters and source. Indicator-level diagnostics are not available."} {} |
策略证据
- BTC-USD · 查看证据 2026-11-10
- DBA · 查看证据 2026-11-10
- DBC · 查看证据 2026-11-10
- ETH-USD · 查看证据 2026-11-10
- EURUSD=X · 查看证据 2026-11-10
- GLD · 查看证据 2026-11-10
- SLV · 查看证据 2026-11-10
- SPY · 查看证据 2026-11-10
- UNG · 查看证据 2026-11-10
- USO · 查看证据 2026-11-10
下面只列出可用的已校验证据包；没有证据不代表通过验证。
证据覆盖范围
已校验 10 / 10 个预定策略与市场组合
MR-10 · 随机指标回归
| 市场 | 目标仓位决策 | 有效仓位 | 数据状态 | 最后价格日期 | 自 | 记录的解释 / 当前参数 |
|---|---|---|---|---|---|---|
| SPY | 做多 · 100.0% | 100.0% | 符合截止规则 | 2026-11-10 | 2026-11-05 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 1; see active parameters and source. Indicator-level diagnostics are not available."} {"d_period": 2, "exit_level": 50, "k_period": 17, "max_hold": 20, "oversold": 20} |
| GLD | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-11-04 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"d_period": 2, "exit_level": 50, "k_period": 14, "max_hold": 20, "oversold": 20} |
| USO | 做多 · 100.0% | 100.0% | 符合截止规则 | 2026-11-10 | 2026-11-02 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 1; see active parameters and source. Indicator-level diagnostics are not available."} {"d_period": 2, "exit_level": 50, "k_period": 11, "max_hold": 20, "oversold": 20} |
| EURUSD=X | 空仓 · 0.0% | 100.0% | 符合截止规则 | 2026-11-10 | 2026-11-10 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"d_period": 2, "exit_level": 50, "k_period": 11, "max_hold": 20, "oversold": 20} |
| DBC | 做多 · 100.0% | 100.0% | 符合截止规则 | 2026-11-10 | 2026-10-30 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 1; see active parameters and source. Indicator-level diagnostics are not available."} {"d_period": 2, "exit_level": 50, "k_period": 11, "max_hold": 20, "oversold": 20} |
| SLV | 做多 · 100.0% | 100.0% | 符合截止规则 | 2026-11-10 | 2026-10-27 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 1; see active parameters and source. Indicator-level diagnostics are not available."} {"d_period": 2, "exit_level": 50, "k_period": 17, "max_hold": 20, "oversold": 20} |
| DBA | 做多 · 100.0% | 100.0% | 符合截止规则 | 2026-11-10 | 2026-10-14 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 1; see active parameters and source. Indicator-level diagnostics are not available."} {"d_period": 2, "exit_level": 50, "k_period": 17, "max_hold": 20, "oversold": 20} |
| UNG | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-11-06 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"d_period": 2, "exit_level": 50, "k_period": 11, "max_hold": 20, "oversold": 20} |
| BTC-USD | 做多 · 100.0% | 100.0% | 符合截止规则 | 2026-11-10 | 2026-11-05 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 1; see active parameters and source. Indicator-level diagnostics are not available."} {"d_period": 2, "exit_level": 50, "k_period": 11, "max_hold": 20, "oversold": 20} |
| ETH-USD | 做多 · 100.0% | 100.0% | 符合截止规则 | 2026-11-10 | 2026-11-05 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 1; see active parameters and source. Indicator-level diagnostics are not available."} {"d_period": 2, "exit_level": 50, "k_period": 11, "max_hold": 20, "oversold": 20} |
策略证据
- BTC-USD · 查看证据 2026-11-10
- DBA · 查看证据 2026-11-10
- DBC · 查看证据 2026-11-10
- ETH-USD · 查看证据 2026-11-10
- EURUSD=X · 查看证据 2026-11-10
- GLD · 查看证据 2026-11-10
- SLV · 查看证据 2026-11-10
- SPY · 查看证据 2026-11-10
- UNG · 查看证据 2026-11-10
- USO · 查看证据 2026-11-10
下面只列出可用的已校验证据包；没有证据不代表通过验证。
证据覆盖范围
已校验 10 / 10 个预定策略与市场组合
RISK-03 · 止损叠加
| 市场 | 目标仓位决策 | 有效仓位 | 数据状态 | 最后价格日期 | 自 | 记录的解释 / 当前参数 |
|---|---|---|---|---|---|---|
| SPY | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-11-05 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"cooldown": 5, "ma_period": 40, "stop_pct": 0.04000000000000001} |
| GLD | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-09-23 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"cooldown": 5, "ma_period": 40, "stop_pct": 0.04000000000000001} |
| USO | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-11-04 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"cooldown": 5, "ma_period": 40, "stop_pct": 0.04000000000000001} |
| EURUSD=X | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-09-17 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"cooldown": 5, "ma_period": 50, "stop_pct": 0.04000000000000001} |
| DBC | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-11-02 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"cooldown": 5, "ma_period": 40, "stop_pct": 0.04000000000000001} |
| SLV | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-09-28 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"cooldown": 5, "ma_period": 60, "stop_pct": 0.04000000000000001} |
| DBA | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-10-07 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"cooldown": 5, "ma_period": 40, "stop_pct": 0.04000000000000001} |
| UNG | 做多 · 100.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-11-10 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 1; see active parameters and source. Indicator-level diagnostics are not available."} {"cooldown": 5, "ma_period": 40, "stop_pct": 0.04000000000000001} |
| BTC-USD | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-10-22 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"cooldown": 5, "ma_period": 40, "stop_pct": 0.04000000000000001} |
| ETH-USD | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-10-07 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"cooldown": 5, "ma_period": 40, "stop_pct": 0.05} |
策略证据
- BTC-USD · 查看证据 2026-11-10
- DBA · 查看证据 2026-11-10
- DBC · 查看证据 2026-11-10
- ETH-USD · 查看证据 2026-11-10
- EURUSD=X · 查看证据 2026-11-10
- GLD · 查看证据 2026-11-10
- SLV · 查看证据 2026-11-10
- SPY · 查看证据 2026-11-10
- UNG · 查看证据 2026-11-10
- USO · 查看证据 2026-11-10
下面只列出可用的已校验证据包；没有证据不代表通过验证。
证据覆盖范围
已校验 10 / 10 个预定策略与市场组合
SUPER-01 · 超级趋势
| 市场 | 目标仓位决策 | 有效仓位 | 数据状态 | 最后价格日期 | 自 | 记录的解释 / 当前参数 |
|---|---|---|---|---|---|---|
| SPY | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-10-16 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"allow_short": false, "atr_period": 12, "multiplier": 2.5} |
| GLD | 做多 · 100.0% | 100.0% | 符合截止规则 | 2026-11-10 | 2026-11-04 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 1; see active parameters and source. Indicator-level diagnostics are not available."} {"allow_short": false, "atr_period": 10, "multiplier": 2.0} |
| USO | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-11-04 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"allow_short": false, "atr_period": 12, "multiplier": 3.0} |
| EURUSD=X | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-09-15 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"allow_short": false, "atr_period": 12, "multiplier": 2.0} |
| DBC | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-11-02 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"allow_short": false, "atr_period": 8, "multiplier": 2.5} |
| SLV | 做多 · 100.0% | 100.0% | 符合截止规则 | 2026-11-10 | 2026-11-09 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 1; see active parameters and source. Indicator-level diagnostics are not available."} {"allow_short": false, "atr_period": 12, "multiplier": 2.0} |
| DBA | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-10-22 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"allow_short": false, "atr_period": 8, "multiplier": 2.0} |
| UNG | 做多 · 100.0% | 100.0% | 符合截止规则 | 2026-11-10 | 2026-11-09 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 1; see active parameters and source. Indicator-level diagnostics are not available."} {"allow_short": false, "atr_period": 8, "multiplier": 2.0} |
| BTC-USD | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-10-08 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"allow_short": false, "atr_period": 10, "multiplier": 2.0} |
| ETH-USD | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-10-08 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"allow_short": false, "atr_period": 10, "multiplier": 3.0} |
策略证据
- BTC-USD · 查看证据 2026-11-10
- DBA · 查看证据 2026-11-10
- DBC · 查看证据 2026-11-10
- ETH-USD · 查看证据 2026-11-10
- EURUSD=X · 查看证据 2026-11-10
- GLD · 查看证据 2026-11-10
- SLV · 查看证据 2026-11-10
- SPY · 查看证据 2026-11-10
- UNG · 查看证据 2026-11-10
- USO · 查看证据 2026-11-10
下面只列出可用的已校验证据包；没有证据不代表通过验证。
证据覆盖范围
已校验 10 / 10 个预定策略与市场组合
MOM-01 · 时间序列动量
| 市场 | 目标仓位决策 | 有效仓位 | 数据状态 | 最后价格日期 | 自 | 记录的解释 / 当前参数 |
|---|---|---|---|---|---|---|
| SPY | 做多 · 100.0% | 100.0% | 符合截止规则 | 2026-11-10 | 2025-04-09 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 1; see active parameters and source. Indicator-level diagnostics are not available."} {} |
| GLD | 做多 · 100.0% | 100.0% | 符合截止规则 | 2026-11-10 | 2026-11-04 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 1; see active parameters and source. Indicator-level diagnostics are not available."} {} |
| USO | 做多 · 100.0% | 100.0% | 符合截止规则 | 2026-11-10 | 2026-02-18 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 1; see active parameters and source. Indicator-level diagnostics are not available."} {} |
| EURUSD=X | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-08-27 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {} |
| DBC | 做多 · 100.0% | 100.0% | 符合截止规则 | 2026-11-10 | 2025-07-11 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 1; see active parameters and source. Indicator-level diagnostics are not available."} {} |
| SLV | 做多 · 100.0% | 100.0% | 符合截止规则 | 2026-11-10 | 2024-02-14 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 1; see active parameters and source. Indicator-level diagnostics are not available."} {} |
| DBA | 做多 · 100.0% | 100.0% | 符合截止规则 | 2026-11-10 | 2026-06-11 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 1; see active parameters and source. Indicator-level diagnostics are not available."} {} |
| UNG | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-02-02 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {} |
| BTC-USD | 做多 · 100.0% | 100.0% | 符合截止规则 | 2026-11-10 | 2026-10-10 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 1; see active parameters and source. Indicator-level diagnostics are not available."} {} |
| ETH-USD | 做多 · 100.0% | 100.0% | 符合截止规则 | 2026-11-10 | 2026-10-10 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 1; see active parameters and source. Indicator-level diagnostics are not available."} {} |
策略证据
- BTC-USD · 查看证据 2026-11-10
- DBA · 查看证据 2026-11-10
- DBC · 查看证据 2026-11-10
- ETH-USD · 查看证据 2026-11-10
- EURUSD=X · 查看证据 2026-11-10
- GLD · 查看证据 2026-11-10
- SLV · 查看证据 2026-11-10
- SPY · 查看证据 2026-11-10
- UNG · 查看证据 2026-11-10
- USO · 查看证据 2026-11-10
下面只列出可用的已校验证据包；没有证据不代表通过验证。
证据覆盖范围
已校验 10 / 10 个预定策略与市场组合
RISK-04 · 移动止损策略
| 市场 | 目标仓位决策 | 有效仓位 | 数据状态 | 最后价格日期 | 自 | 记录的解释 / 当前参数 |
|---|---|---|---|---|---|---|
| SPY | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-10-30 | 策略引擎输出 {"kind": "computed-diagnostics", "text": "Candidate action: remain-flat. Enter above the moving average; while held, ratchet the close-only trailing stop upward and exit below it.", "values": {"close": 749.9199829101562, "target": 0.0, "previousCandidateTarget": 0.0, "closeOnlyATR": 7.4405984317555145, "entryAverage": 763.4324900309244, "trailingHigh": null, "activeTrailingStop": null, "lastEvaluatedStop": 762.3467353372013}, "implementationNotes": ["ATR is approximated by average absolute close changes; intraday high/low and gap fills are not modeled."], "candidateState": "Selected candidate's own hypothetical historical state"} {"atr_period": 17, "entry_ma": 24, "multiplier": 2.5} |
| GLD | 做多 · 100.0% | 100.0% | 符合截止规则 | 2026-11-10 | 2026-11-04 | 策略引擎输出 {"kind": "computed-diagnostics", "text": "Candidate action: hold. Enter above the moving average; while held, ratchet the close-only trailing stop upward and exit below it.", "values": {"close": 369.3599853515625, "target": 1.0, "previousCandidateTarget": 1.0, "closeOnlyATR": 5.133534150965073, "entryAverage": 370.0293731689453, "trailingHigh": 379.5299987792969, "activeTrailingStop": 368.088815128102, "lastEvaluatedStop": 368.088815128102}, "implementationNotes": ["ATR is approximated by average absolute close changes; intraday high/low and gap fills are not modeled."], "candidateState": "Selected candidate's own hypothetical historical state"} {"atr_period": 17, "entry_ma": 16, "multiplier": 2.5} |
| USO | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-11-04 | 策略引擎输出 {"kind": "computed-diagnostics", "text": "Candidate action: remain-flat. Enter above the moving average; while held, ratchet the close-only trailing stop upward and exit below it.", "values": {"close": 141.4499969482422, "target": 0.0, "previousCandidateTarget": 0.0, "closeOnlyATR": 3.427646412568934, "entryAverage": 156.6945832570394, "trailingHigh": null, "activeTrailingStop": null, "lastEvaluatedStop": 150.94794149959787}, "implementationNotes": ["ATR is approximated by average absolute close changes; intraday high/low and gap fills are not modeled."], "candidateState": "Selected candidate's own hypothetical historical state"} {"atr_period": 17, "entry_ma": 24, "multiplier": 2.5} |
| EURUSD=X | 做多 · 100.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-11-10 | 策略引擎输出 {"kind": "computed-diagnostics", "text": "Candidate action: enter. Enter above the moving average; while held, ratchet the close-only trailing stop upward and exit below it.", "values": {"close": 1.122246265411377, "target": 1.0, "previousCandidateTarget": 0.0, "closeOnlyATR": 0.003708470951427113, "entryAverage": 1.1198536256949108, "trailingHigh": 1.122246265411377, "activeTrailingStop": 1.112975088032809, "lastEvaluatedStop": 1.1173830790953203}, "implementationNotes": ["ATR is approximated by average absolute close changes; intraday high/low and gap fills are not modeled."], "candidateState": "Selected candidate's own hypothetical historical state"} {"atr_period": 11, "entry_ma": 24, "multiplier": 2.5} |
| DBC | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-11-02 | 策略引擎输出 {"kind": "computed-diagnostics", "text": "Candidate action: remain-flat. Enter above the moving average; while held, ratchet the close-only trailing stop upward and exit below it.", "values": {"close": 30.760000228881836, "target": 0.0, "previousCandidateTarget": 0.0, "closeOnlyATR": 0.354545766657049, "entryAverage": 32.95374997456869, "trailingHigh": null, "activeTrailingStop": null, "lastEvaluatedStop": 33.32409026406028}, "implementationNotes": ["ATR is approximated by average absolute close changes; intraday high/low and gap fills are not modeled."], "candidateState": "Selected candidate's own hypothetical historical state"} {"atr_period": 11, "entry_ma": 24, "multiplier": 2.5} |
| SLV | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-09-24 | 策略引擎输出 {"kind": "computed-diagnostics", "text": "Candidate action: remain-flat. Enter above the moving average; while held, ratchet the close-only trailing stop upward and exit below it.", "values": {"close": 46.47999954223633, "target": 0.0, "previousCandidateTarget": 0.0, "closeOnlyATR": 0.9794118544634651, "entryAverage": 47.94937467575073, "trailingHigh": null, "activeTrailingStop": null, "lastEvaluatedStop": 57.69764619715073}, "implementationNotes": ["ATR is approximated by average absolute close changes; intraday high/low and gap fills are not modeled."], "candidateState": "Selected candidate's own hypothetical historical state"} {"atr_period": 17, "entry_ma": 16, "multiplier": 2.5} |
| DBA | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-10-21 | 策略引擎输出 {"kind": "computed-diagnostics", "text": "Candidate action: remain-flat. Enter above the moving average; while held, ratchet the close-only trailing stop upward and exit below it.", "values": {"close": 26.260000228881836, "target": 0.0, "previousCandidateTarget": 0.0, "closeOnlyATR": 0.16181807084517044, "entryAverage": 27.04062521457672, "trailingHigh": null, "activeTrailingStop": null, "lastEvaluatedStop": 28.21500015258789}, "implementationNotes": ["ATR is approximated by average absolute close changes; intraday high/low and gap fills are not modeled."], "candidateState": "Selected candidate's own hypothetical historical state"} {"atr_period": 11, "entry_ma": 16, "multiplier": 2.5} |
| UNG | 做多 · 100.0% | 100.0% | 符合截止规则 | 2026-11-10 | 2026-11-09 | 策略引擎输出 {"kind": "computed-diagnostics", "text": "Candidate action: hold. Enter above the moving average; while held, ratchet the close-only trailing stop upward and exit below it.", "values": {"close": 10.420000076293945, "target": 1.0, "previousCandidateTarget": 1.0, "closeOnlyATR": 0.19454548575661398, "entryAverage": 9.588750183582306, "trailingHigh": 10.420000076293945, "activeTrailingStop": 9.93363636190241, "lastEvaluatedStop": 9.93363636190241}, "implementationNotes": ["ATR is approximated by average absolute close changes; intraday high/low and gap fills are not modeled."], "candidateState": "Selected candidate's own hypothetical historical state"} {"atr_period": 11, "entry_ma": 16, "multiplier": 2.5} |
| BTC-USD | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-11-05 | 策略引擎输出 {"kind": "computed-diagnostics", "text": "Candidate action: remain-flat. Enter above the moving average; while held, ratchet the close-only trailing stop upward and exit below it.", "values": {"close": 73720.1171875, "target": 0.0, "previousCandidateTarget": 0.0, "closeOnlyATR": 1346.053013392857, "entryAverage": 77383.00146484375, "trailingHigh": null, "activeTrailingStop": null, "lastEvaluatedStop": 77604.39481026786}, "implementationNotes": ["ATR is approximated by average absolute close changes; intraday high/low and gap fills are not modeled."], "candidateState": "Selected candidate's own hypothetical historical state"} {"atr_period": 14, "entry_ma": 16, "multiplier": 2.5} |
| ETH-USD | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-11-05 | 策略引擎输出 {"kind": "computed-diagnostics", "text": "Candidate action: remain-flat. Enter above the moving average; while held, ratchet the close-only trailing stop upward and exit below it.", "values": {"close": 2050.180908203125, "target": 0.0, "previousCandidateTarget": 0.0, "closeOnlyATR": 53.7784423828125, "entryAverage": 2249.650650024414, "trailingHigh": null, "activeTrailingStop": null, "lastEvaluatedStop": 2326.957022530692}, "implementationNotes": ["ATR is approximated by average absolute close changes; intraday high/low and gap fills are not modeled."], "candidateState": "Selected candidate's own hypothetical historical state"} {"atr_period": 14, "entry_ma": 16, "multiplier": 2.5} |
策略证据
- BTC-USD · 查看证据 2026-11-10
- DBA · 查看证据 2026-11-10
- DBC · 查看证据 2026-11-10
- ETH-USD · 查看证据 2026-11-10
- EURUSD=X · 查看证据 2026-11-10
- GLD · 查看证据 2026-11-10
- SLV · 查看证据 2026-11-10
- SPY · 查看证据 2026-11-10
- UNG · 查看证据 2026-11-10
- USO · 查看证据 2026-11-10
下面只列出可用的已校验证据包；没有证据不代表通过验证。
证据覆盖范围
已校验 10 / 10 个预定策略与市场组合
EVENT-01 · 趋势 + 宏观事件过滤
| 市场 | 目标仓位决策 | 有效仓位 | 数据状态 | 最后价格日期 | 自 | 记录的解释 / 当前参数 |
|---|---|---|---|---|---|---|
| SPY | 做多 · 100.0% | 100.0% | 符合截止规则 | 2026-11-10 | 2026-11-05 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 1; see active parameters and source. Indicator-level diagnostics are not available."} {"event_days": 3, "fast_window": 40, "slow_window": 200} |
| GLD | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-06-11 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"event_days": 3, "fast_window": 60, "slow_window": 160} |
| USO | 做多 · 100.0% | 100.0% | 符合截止规则 | 2026-11-10 | 2026-11-05 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 1; see active parameters and source. Indicator-level diagnostics are not available."} {"event_days": 3, "fast_window": 50, "slow_window": 240} |
| EURUSD=X | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-06-11 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"event_days": 3, "fast_window": 40, "slow_window": 160} |
| DBC | 做多 · 100.0% | 100.0% | 符合截止规则 | 2026-11-10 | 2026-11-05 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 1; see active parameters and source. Indicator-level diagnostics are not available."} {"event_days": 3, "fast_window": 50, "slow_window": 200} |
| SLV | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-06-23 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"event_days": 3, "fast_window": 40, "slow_window": 160} |
| DBA | 做多 · 100.0% | 100.0% | 符合截止规则 | 2026-11-10 | 2026-11-05 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 1; see active parameters and source. Indicator-level diagnostics are not available."} {"event_days": 3, "fast_window": 50, "slow_window": 240} |
| UNG | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2025-06-02 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"event_days": 3, "fast_window": 40, "slow_window": 160} |
| BTC-USD | 做多 · 100.0% | 100.0% | 符合截止规则 | 2026-11-10 | 2026-11-04 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 1; see active parameters and source. Indicator-level diagnostics are not available."} {"event_days": 3, "fast_window": 40, "slow_window": 240} |
| ETH-USD | 做多 · 100.0% | 100.0% | 符合截止规则 | 2026-11-10 | 2026-11-04 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 1; see active parameters and source. Indicator-level diagnostics are not available."} {"event_days": 3, "fast_window": 40, "slow_window": 160} |
策略证据
- BTC-USD · 查看证据 2026-11-10
- DBA · 查看证据 2026-11-10
- DBC · 查看证据 2026-11-10
- ETH-USD · 查看证据 2026-11-10
- EURUSD=X · 查看证据 2026-11-10
- GLD · 查看证据 2026-11-10
- SLV · 查看证据 2026-11-10
- SPY · 查看证据 2026-11-10
- UNG · 查看证据 2026-11-10
- USO · 查看证据 2026-11-10
下面只列出可用的已校验证据包；没有证据不代表通过验证。
证据覆盖范围
已校验 10 / 10 个预定策略与市场组合
COMBO-04 · 趋势 + 均值回归混合
| 市场 | 目标仓位决策 | 有效仓位 | 数据状态 | 最后价格日期 | 自 | 记录的解释 / 当前参数 |
|---|---|---|---|---|---|---|
| SPY | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-11-05 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"max_hold": 20, "rsi_exit": 50, "rsi_oversold": 35, "rsi_period": 17, "trend_ma": 160} |
| GLD | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-06-10 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"max_hold": 20, "rsi_exit": 50, "rsi_oversold": 35, "rsi_period": 14, "trend_ma": 160} |
| USO | 做多 · 100.0% | 100.0% | 符合截止规则 | 2026-11-10 | 2026-11-04 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 1; see active parameters and source. Indicator-level diagnostics are not available."} {"max_hold": 20, "rsi_exit": 50, "rsi_oversold": 35, "rsi_period": 11, "trend_ma": 160} |
| EURUSD=X | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-05-07 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"max_hold": 20, "rsi_exit": 50, "rsi_oversold": 35, "rsi_period": 11, "trend_ma": 200} |
| DBC | 做多 · 100.0% | 100.0% | 符合截止规则 | 2026-11-10 | 2026-11-02 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 1; see active parameters and source. Indicator-level diagnostics are not available."} {"max_hold": 20, "rsi_exit": 50, "rsi_oversold": 35, "rsi_period": 11, "trend_ma": 160} |
| SLV | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-06-23 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"max_hold": 20, "rsi_exit": 50, "rsi_oversold": 35, "rsi_period": 11, "trend_ma": 160} |
| DBA | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-10-28 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"max_hold": 20, "rsi_exit": 50, "rsi_oversold": 35, "rsi_period": 14, "trend_ma": 200} |
| UNG | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2025-04-30 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"max_hold": 20, "rsi_exit": 50, "rsi_oversold": 35, "rsi_period": 11, "trend_ma": 160} |
| BTC-USD | 做多 · 100.0% | 100.0% | 符合截止规则 | 2026-11-10 | 2026-10-29 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 1; see active parameters and source. Indicator-level diagnostics are not available."} {"max_hold": 20, "rsi_exit": 50, "rsi_oversold": 35, "rsi_period": 14, "trend_ma": 160} |
| ETH-USD | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-11-08 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"max_hold": 20, "rsi_exit": 50, "rsi_oversold": 35, "rsi_period": 17, "trend_ma": 240} |
策略证据
- BTC-USD · 查看证据 2026-11-10
- DBA · 查看证据 2026-11-10
- DBC · 查看证据 2026-11-10
- ETH-USD · 查看证据 2026-11-10
- EURUSD=X · 查看证据 2026-11-10
- GLD · 查看证据 2026-11-10
- SLV · 查看证据 2026-11-10
- SPY · 查看证据 2026-11-10
- UNG · 查看证据 2026-11-10
- USO · 查看证据 2026-11-10
下面只列出可用的已校验证据包；没有证据不代表通过验证。
证据覆盖范围
已校验 10 / 10 个预定策略与市场组合
TREND-13 · 三均线
| 市场 | 目标仓位决策 | 有效仓位 | 数据状态 | 最后价格日期 | 自 | 记录的解释 / 当前参数 |
|---|---|---|---|---|---|---|
| SPY | 做多 · 100.0% | 100.0% | 符合截止规则 | 2026-11-10 | 2025-07-30 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 1; see active parameters and source. Indicator-level diagnostics are not available."} {"long_window": 200, "medium_window": 120, "short_window": 40} |
| GLD | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-08-17 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"long_window": 200, "medium_window": 120, "short_window": 40} |
| USO | 做多 · 100.0% | 100.0% | 符合截止规则 | 2026-11-10 | 2026-03-05 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 1; see active parameters and source. Indicator-level diagnostics are not available."} {"long_window": 200, "medium_window": 80, "short_window": 40} |
| EURUSD=X | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-06-25 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"long_window": 200, "medium_window": 80, "short_window": 40} |
| DBC | 做多 · 100.0% | 100.0% | 符合截止规则 | 2026-11-10 | 2025-02-20 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 1; see active parameters and source. Indicator-level diagnostics are not available."} {"long_window": 200, "medium_window": 120, "short_window": 40} |
| SLV | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-08-17 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"long_window": 200, "medium_window": 120, "short_window": 40} |
| DBA | 做多 · 100.0% | 100.0% | 符合截止规则 | 2026-11-10 | 2026-02-20 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 1; see active parameters and source. Indicator-level diagnostics are not available."} {"long_window": 200, "medium_window": 120, "short_window": 40} |
| UNG | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2025-07-24 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"long_window": 200, "medium_window": 80, "short_window": 40} |
| BTC-USD | 做多 · 100.0% | 100.0% | 符合截止规则 | 2026-11-10 | 2026-10-22 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 1; see active parameters and source. Indicator-level diagnostics are not available."} {"long_window": 200, "medium_window": 120, "short_window": 40} |
| ETH-USD | 做多 · 100.0% | 100.0% | 符合截止规则 | 2026-11-10 | 2026-09-16 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 1; see active parameters and source. Indicator-level diagnostics are not available."} {"long_window": 200, "medium_window": 80, "short_window": 40} |
策略证据
- BTC-USD · 查看证据 2026-11-10
- DBA · 查看证据 2026-11-10
- DBC · 查看证据 2026-11-10
- ETH-USD · 查看证据 2026-11-10
- EURUSD=X · 查看证据 2026-11-10
- GLD · 查看证据 2026-11-10
- SLV · 查看证据 2026-11-10
- SPY · 查看证据 2026-11-10
- UNG · 查看证据 2026-11-10
- USO · 查看证据 2026-11-10
下面只列出可用的已校验证据包；没有证据不代表通过验证。
证据覆盖范围
已校验 10 / 10 个预定策略与市场组合
MR-13 · TRIX 回归
| 市场 | 目标仓位决策 | 有效仓位 | 数据状态 | 最后价格日期 | 自 | 记录的解释 / 当前参数 |
|---|---|---|---|---|---|---|
| SPY | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2020-04-09 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"entry_level": -0.5, "exit_level": 0.0, "period": 12, "signal": 7} |
| GLD | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-04-07 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"entry_level": -0.5, "exit_level": 0.0, "period": 12, "signal": 11} |
| USO | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-07-15 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"entry_level": -0.5, "exit_level": 0.0, "period": 18, "signal": 7} |
| EURUSD=X | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2010-01-01 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"entry_level": -0.5, "exit_level": 0.0, "period": 12, "signal": 7} |
| DBC | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-07-08 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"entry_level": -0.5, "exit_level": 0.0, "period": 12, "signal": 11} |
| SLV | 做多 · 100.0% | 100.0% | 符合截止规则 | 2026-11-10 | 2026-11-04 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 1; see active parameters and source. Indicator-level diagnostics are not available."} {"entry_level": -0.5, "exit_level": 0.0, "period": 18, "signal": 7} |
| DBA | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2020-03-26 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"entry_level": -0.5, "exit_level": 0.0, "period": 12, "signal": 7} |
| UNG | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-01-23 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"entry_level": -0.5, "exit_level": 0.0, "period": 18, "signal": 9} |
| BTC-USD | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-07-03 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"entry_level": -0.5, "exit_level": 0.0, "period": 18, "signal": 9} |
| ETH-USD | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-07-03 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"entry_level": -0.5, "exit_level": 0.0, "period": 12, "signal": 7} |
策略证据
- BTC-USD · 查看证据 2026-11-10
- DBA · 查看证据 2026-11-10
- DBC · 查看证据 2026-11-10
- ETH-USD · 查看证据 2026-11-10
- EURUSD=X · 查看证据 2026-11-10
- GLD · 查看证据 2026-11-10
- SLV · 查看证据 2026-11-10
- SPY · 查看证据 2026-11-10
- UNG · 查看证据 2026-11-10
- USO · 查看证据 2026-11-10
下面只列出可用的已校验证据包；没有证据不代表通过验证。
证据覆盖范围
已校验 10 / 10 个预定策略与市场组合
CAL-01 · 月末月初效应
| 市场 | 目标仓位决策 | 有效仓位 | 数据状态 | 最后价格日期 | 自 | 记录的解释 / 当前参数 |
|---|---|---|---|---|---|---|
| SPY | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-11-04 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"end_days": 3, "start_days": 2} |
| GLD | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-11-04 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"end_days": 4, "start_days": 2} |
| USO | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-11-04 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"end_days": 2, "start_days": 2} |
| EURUSD=X | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-11-06 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"end_days": 2, "start_days": 4} |
| DBC | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-11-04 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"end_days": 2, "start_days": 2} |
| SLV | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-11-04 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"end_days": 2, "start_days": 2} |
| DBA | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-11-04 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"end_days": 2, "start_days": 2} |
| UNG | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-11-06 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"end_days": 3, "start_days": 4} |
| BTC-USD | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-11-04 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"end_days": 2, "start_days": 2} |
| ETH-USD | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-11-04 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"end_days": 2, "start_days": 2} |
策略证据
- BTC-USD · 查看证据 2026-11-10
- DBA · 查看证据 2026-11-10
- DBC · 查看证据 2026-11-10
- ETH-USD · 查看证据 2026-11-10
- EURUSD=X · 查看证据 2026-11-10
- GLD · 查看证据 2026-11-10
- SLV · 查看证据 2026-11-10
- SPY · 查看证据 2026-11-10
- UNG · 查看证据 2026-11-10
- USO · 查看证据 2026-11-10
下面只列出可用的已校验证据包；没有证据不代表通过验证。
证据覆盖范围
已校验 10 / 10 个预定策略与市场组合
TURTLE-01 · 海龟交易法
| 市场 | 目标仓位决策 | 有效仓位 | 数据状态 | 最后价格日期 | 自 | 记录的解释 / 当前参数 |
|---|---|---|---|---|---|---|
| SPY | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-10-23 | 策略引擎输出 {"kind": "computed-diagnostics", "text": "Above the prior entry high sets target 1; below the prior exit low sets 0; otherwise the selected candidate retains its preceding state.", "values": {"close": 749.9199829101562, "target": 0.0, "previousCandidateTarget": 0.0, "priorEntryHigh": 773.0900268554688, "priorExitLow": 733.0}, "implementationNotes": ["The implementation uses fixed 0/1 allocations; the descriptive Risk/ATR sizing is not implemented."], "candidateState": "Selected candidate's own hypothetical historical state"} {"entry_window": 16, "exit_window": 12} |
| GLD | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-09-01 | 策略引擎输出 {"kind": "computed-diagnostics", "text": "Above the prior entry high sets target 1; below the prior exit low sets 0; otherwise the selected candidate retains its preceding state.", "values": {"close": 369.3599853515625, "target": 0.0, "previousCandidateTarget": 0.0, "priorEntryHigh": 379.69000244140625, "priorExitLow": 355.7799987792969}, "implementationNotes": ["The implementation uses fixed 0/1 allocations; the descriptive Risk/ATR sizing is not implemented."], "candidateState": "Selected candidate's own hypothetical historical state"} {"entry_window": 16, "exit_window": 10} |
| USO | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-11-02 | 策略引擎输出 {"kind": "computed-diagnostics", "text": "Above the prior entry high sets target 1; below the prior exit low sets 0; otherwise the selected candidate retains its preceding state.", "values": {"close": 141.4499969482422, "target": 0.0, "previousCandidateTarget": 0.0, "priorEntryHigh": 169.52999877929688, "priorExitLow": 142.66000366210938}, "implementationNotes": ["The implementation uses fixed 0/1 allocations; the descriptive Risk/ATR sizing is not implemented."], "candidateState": "Selected candidate's own hypothetical historical state"} {"entry_window": 20, "exit_window": 10} |
| EURUSD=X | 做多 · 100.0% | 100.0% | 符合截止规则 | 2026-11-10 | 2026-11-05 | 策略引擎输出 {"kind": "computed-diagnostics", "text": "Above the prior entry high sets target 1; below the prior exit low sets 0; otherwise the selected candidate retains its preceding state.", "values": {"close": 1.122246265411377, "target": 1.0, "previousCandidateTarget": 1.0, "priorEntryHigh": 1.1234945058822632, "priorExitLow": 1.1147277355194092}, "implementationNotes": ["The implementation uses fixed 0/1 allocations; the descriptive Risk/ATR sizing is not implemented."], "candidateState": "Selected candidate's own hypothetical historical state"} {"entry_window": 20, "exit_window": 8} |
| DBC | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-11-02 | 策略引擎输出 {"kind": "computed-diagnostics", "text": "Above the prior entry high sets target 1; below the prior exit low sets 0; otherwise the selected candidate retains its preceding state.", "values": {"close": 30.760000228881836, "target": 0.0, "previousCandidateTarget": 0.0, "priorEntryHigh": 34.099998474121094, "priorExitLow": 30.979999542236328}, "implementationNotes": ["The implementation uses fixed 0/1 allocations; the descriptive Risk/ATR sizing is not implemented."], "candidateState": "Selected candidate's own hypothetical historical state"} {"entry_window": 16, "exit_window": 12} |
| SLV | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-09-10 | 策略引擎输出 {"kind": "computed-diagnostics", "text": "Above the prior entry high sets target 1; below the prior exit low sets 0; otherwise the selected candidate retains its preceding state.", "values": {"close": 46.47999954223633, "target": 0.0, "previousCandidateTarget": 0.0, "priorEntryHigh": 54.779998779296875, "priorExitLow": 44.599998474121094}, "implementationNotes": ["The implementation uses fixed 0/1 allocations; the descriptive Risk/ATR sizing is not implemented."], "candidateState": "Selected candidate's own hypothetical historical state"} {"entry_window": 24, "exit_window": 10} |
| DBA | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-09-16 | 策略引擎输出 {"kind": "computed-diagnostics", "text": "Above the prior entry high sets target 1; below the prior exit low sets 0; otherwise the selected candidate retains its preceding state.", "values": {"close": 26.260000228881836, "target": 0.0, "previousCandidateTarget": 0.0, "priorEntryHigh": 28.43000030517578, "priorExitLow": 26.100000381469727}, "implementationNotes": ["The implementation uses fixed 0/1 allocations; the descriptive Risk/ATR sizing is not implemented."], "candidateState": "Selected candidate's own hypothetical historical state"} {"entry_window": 20, "exit_window": 12} |
| UNG | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-10-01 | 策略引擎输出 {"kind": "computed-diagnostics", "text": "Above the prior entry high sets target 1; below the prior exit low sets 0; otherwise the selected candidate retains its preceding state.", "values": {"close": 10.420000076293945, "target": 0.0, "previousCandidateTarget": 0.0, "priorEntryHigh": 10.5, "priorExitLow": 9.0}, "implementationNotes": ["The implementation uses fixed 0/1 allocations; the descriptive Risk/ATR sizing is not implemented."], "candidateState": "Selected candidate's own hypothetical historical state"} {"entry_window": 16, "exit_window": 8} |
| BTC-USD | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-10-07 | 策略引擎输出 {"kind": "computed-diagnostics", "text": "Above the prior entry high sets target 1; below the prior exit low sets 0; otherwise the selected candidate retains its preceding state.", "values": {"close": 73720.1171875, "target": 0.0, "previousCandidateTarget": 0.0, "priorEntryHigh": 84011.96875, "priorExitLow": 74584.6484375}, "implementationNotes": ["The implementation uses fixed 0/1 allocations; the descriptive Risk/ATR sizing is not implemented."], "candidateState": "Selected candidate's own hypothetical historical state"} {"entry_window": 20, "exit_window": 10} |
| ETH-USD | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-10-07 | 策略引擎输出 {"kind": "computed-diagnostics", "text": "Above the prior entry high sets target 1; below the prior exit low sets 0; otherwise the selected candidate retains its preceding state.", "values": {"close": 2050.180908203125, "target": 0.0, "previousCandidateTarget": 0.0, "priorEntryHigh": 2470.76611328125, "priorExitLow": 2120.980224609375}, "implementationNotes": ["The implementation uses fixed 0/1 allocations; the descriptive Risk/ATR sizing is not implemented."], "candidateState": "Selected candidate's own hypothetical historical state"} {"entry_window": 24, "exit_window": 12} |
策略证据
- BTC-USD · 查看证据 2026-11-10
- DBA · 查看证据 2026-11-10
- DBC · 查看证据 2026-11-10
- ETH-USD · 查看证据 2026-11-10
- EURUSD=X · 查看证据 2026-11-10
- GLD · 查看证据 2026-11-10
- SLV · 查看证据 2026-11-10
- SPY · 查看证据 2026-11-10
- UNG · 查看证据 2026-11-10
- USO · 查看证据 2026-11-10
下面只列出可用的已校验证据包；没有证据不代表通过验证。
证据覆盖范围
已校验 10 / 10 个预定策略与市场组合
MR-15 · 终极震荡指标
| 市场 | 目标仓位决策 | 有效仓位 | 数据状态 | 最后价格日期 | 自 | 记录的解释 / 当前参数 |
|---|---|---|---|---|---|---|
| SPY | 做多 · 100.0% | 100.0% | 符合截止规则 | 2026-11-10 | 2026-11-05 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 1; see active parameters and source. Indicator-level diagnostics are not available."} {"exit_level": 60, "long": 28, "max_hold": 24, "medium": 14, "oversold": 30, "short": 7} |
| GLD | 做多 · 100.0% | 100.0% | 符合截止规则 | 2026-11-10 | 2026-10-26 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 1; see active parameters and source. Indicator-level diagnostics are not available."} {"exit_level": 60, "long": 28, "max_hold": 20, "medium": 14, "oversold": 30, "short": 7} |
| USO | 做多 · 100.0% | 100.0% | 符合截止规则 | 2026-11-10 | 2026-11-04 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 1; see active parameters and source. Indicator-level diagnostics are not available."} {"exit_level": 50, "long": 28, "max_hold": 16, "medium": 14, "oversold": 30, "short": 7} |
| EURUSD=X | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-11-03 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"exit_level": 40, "long": 28, "max_hold": 20, "medium": 14, "oversold": 30, "short": 7} |
| DBC | 做多 · 100.0% | 100.0% | 符合截止规则 | 2026-11-10 | 2026-11-03 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 1; see active parameters and source. Indicator-level diagnostics are not available."} {"exit_level": 60, "long": 28, "max_hold": 20, "medium": 14, "oversold": 30, "short": 7} |
| SLV | 空仓 · 0.0% | 100.0% | 符合截止规则 | 2026-11-10 | 2026-11-10 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"exit_level": 50, "long": 28, "max_hold": 16, "medium": 14, "oversold": 30, "short": 7} |
| DBA | 做多 · 100.0% | 100.0% | 符合截止规则 | 2026-11-10 | 2026-10-15 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 1; see active parameters and source. Indicator-level diagnostics are not available."} {"exit_level": 50, "long": 28, "max_hold": 20, "medium": 14, "oversold": 30, "short": 7} |
| UNG | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-11-09 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"exit_level": 40, "long": 28, "max_hold": 16, "medium": 14, "oversold": 30, "short": 7} |
| BTC-USD | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-11-04 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"exit_level": 40, "long": 28, "max_hold": 16, "medium": 14, "oversold": 30, "short": 7} |
| ETH-USD | 做多 · 100.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-11-10 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 1; see active parameters and source. Indicator-level diagnostics are not available."} {"exit_level": 40, "long": 28, "max_hold": 16, "medium": 14, "oversold": 30, "short": 7} |
策略证据
- BTC-USD · 查看证据 2026-11-10
- DBA · 查看证据 2026-11-10
- DBC · 查看证据 2026-11-10
- ETH-USD · 查看证据 2026-11-10
- EURUSD=X · 查看证据 2026-11-10
- GLD · 查看证据 2026-11-10
- SLV · 查看证据 2026-11-10
- SPY · 查看证据 2026-11-10
- UNG · 查看证据 2026-11-10
- USO · 查看证据 2026-11-10
下面只列出可用的已校验证据包；没有证据不代表通过验证。
证据覆盖范围
已校验 10 / 10 个预定策略与市场组合
VOL-13 · 波动率状态策略
| 市场 | 目标仓位决策 | 有效仓位 | 数据状态 | 最后价格日期 | 自 | 记录的解释 / 当前参数 |
|---|---|---|---|---|---|---|
| SPY | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-10-30 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"high_vol_pct": 70, "low_vol_pct": 40, "pct_window": 252, "rsi_exit": 50, "rsi_oversold": 30, "rsi_period": 17, "trend_ma": 50, "vol_lookback": 16} |
| GLD | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-09-23 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"high_vol_pct": 70, "low_vol_pct": 40, "pct_window": 252, "rsi_exit": 50, "rsi_oversold": 30, "rsi_period": 11, "trend_ma": 50, "vol_lookback": 16} |
| USO | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-11-04 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"high_vol_pct": 70, "low_vol_pct": 40, "pct_window": 252, "rsi_exit": 50, "rsi_oversold": 30, "rsi_period": 11, "trend_ma": 50, "vol_lookback": 24} |
| EURUSD=X | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-09-17 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"high_vol_pct": 70, "low_vol_pct": 40, "pct_window": 252, "rsi_exit": 50, "rsi_oversold": 30, "rsi_period": 11, "trend_ma": 50, "vol_lookback": 24} |
| DBC | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-11-02 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"high_vol_pct": 70, "low_vol_pct": 40, "pct_window": 252, "rsi_exit": 50, "rsi_oversold": 30, "rsi_period": 11, "trend_ma": 50, "vol_lookback": 24} |
| SLV | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-09-28 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"high_vol_pct": 70, "low_vol_pct": 40, "pct_window": 252, "rsi_exit": 50, "rsi_oversold": 30, "rsi_period": 14, "trend_ma": 50, "vol_lookback": 16} |
| DBA | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-10-13 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"high_vol_pct": 70, "low_vol_pct": 40, "pct_window": 252, "rsi_exit": 50, "rsi_oversold": 30, "rsi_period": 14, "trend_ma": 50, "vol_lookback": 20} |
| UNG | 做多 · 50.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-11-10 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0.5; see active parameters and source. Indicator-level diagnostics are not available."} {"high_vol_pct": 70, "low_vol_pct": 40, "pct_window": 252, "rsi_exit": 50, "rsi_oversold": 30, "rsi_period": 17, "trend_ma": 50, "vol_lookback": 16} |
| BTC-USD | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-10-22 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"high_vol_pct": 70, "low_vol_pct": 40, "pct_window": 252, "rsi_exit": 50, "rsi_oversold": 30, "rsi_period": 11, "trend_ma": 50, "vol_lookback": 24} |
| ETH-USD | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-10-08 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"high_vol_pct": 70, "low_vol_pct": 40, "pct_window": 252, "rsi_exit": 50, "rsi_oversold": 30, "rsi_period": 17, "trend_ma": 50, "vol_lookback": 24} |
策略证据
- BTC-USD · 查看证据 2026-11-10
- DBA · 查看证据 2026-11-10
- DBC · 查看证据 2026-11-10
- ETH-USD · 查看证据 2026-11-10
- EURUSD=X · 查看证据 2026-11-10
- GLD · 查看证据 2026-11-10
- SLV · 查看证据 2026-11-10
- SPY · 查看证据 2026-11-10
- UNG · 查看证据 2026-11-10
- USO · 查看证据 2026-11-10
下面只列出可用的已校验证据包；没有证据不代表通过验证。
证据覆盖范围
已校验 10 / 10 个预定策略与市场组合
REG-14 · 波动率状态切换
| 市场 | 目标仓位决策 | 有效仓位 | 数据状态 | 最后价格日期 | 自 | 记录的解释 / 当前参数 |
|---|---|---|---|---|---|---|
| SPY | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-11-05 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"high_percentile": 80, "low_percentile": 50, "percentile_window": 302, "vol_lookback": 16} |
| GLD | 做多 · 25.0% | 25.0% | 符合截止规则 | 2026-11-10 | 2026-04-13 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0.25; see active parameters and source. Indicator-level diagnostics are not available."} {"high_percentile": 80, "low_percentile": 50, "percentile_window": 202, "vol_lookback": 16} |
| USO | 做多 · 25.0% | 25.0% | 符合截止规则 | 2026-11-10 | 2026-08-14 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0.25; see active parameters and source. Indicator-level diagnostics are not available."} {"high_percentile": 80, "low_percentile": 50, "percentile_window": 202, "vol_lookback": 16} |
| EURUSD=X | 做多 · 25.0% | 50.0% | 符合截止规则 | 2026-11-10 | 2026-04-16 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0.25; see active parameters and source. Indicator-level diagnostics are not available."} {"high_percentile": 80, "low_percentile": 50, "percentile_window": 202, "vol_lookback": 20} |
| DBC | 做多 · 25.0% | 25.0% | 符合截止规则 | 2026-11-10 | 2026-08-18 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0.25; see active parameters and source. Indicator-level diagnostics are not available."} {"high_percentile": 80, "low_percentile": 50, "percentile_window": 252, "vol_lookback": 16} |
| SLV | 做多 · 50.0% | 50.0% | 符合截止规则 | 2026-11-10 | 2026-03-11 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0.5; see active parameters and source. Indicator-level diagnostics are not available."} {"high_percentile": 80, "low_percentile": 50, "percentile_window": 202, "vol_lookback": 24} |
| DBA | 做多 · 50.0% | 50.0% | 符合截止规则 | 2026-11-10 | 2026-10-09 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0.5; see active parameters and source. Indicator-level diagnostics are not available."} {"high_percentile": 80, "low_percentile": 50, "percentile_window": 202, "vol_lookback": 16} |
| UNG | 做多 · 75.0% | 25.0% | 符合截止规则 | 2026-11-10 | 2026-02-25 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0.75; see active parameters and source. Indicator-level diagnostics are not available."} {"high_percentile": 80, "low_percentile": 50, "percentile_window": 202, "vol_lookback": 16} |
| BTC-USD | 做多 · 25.0% | 25.0% | 符合截止规则 | 2026-11-10 | 2026-09-08 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0.25; see active parameters and source. Indicator-level diagnostics are not available."} {"high_percentile": 80, "low_percentile": 50, "percentile_window": 202, "vol_lookback": 16} |
| ETH-USD | 做多 · 25.0% | 25.0% | 符合截止规则 | 2026-11-10 | 2026-09-08 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0.25; see active parameters and source. Indicator-level diagnostics are not available."} {"high_percentile": 80, "low_percentile": 50, "percentile_window": 302, "vol_lookback": 20} |
策略证据
- BTC-USD · 查看证据 2026-11-10
- DBA · 查看证据 2026-11-10
- DBC · 查看证据 2026-11-10
- ETH-USD · 查看证据 2026-11-10
- EURUSD=X · 查看证据 2026-11-10
- GLD · 查看证据 2026-11-10
- SLV · 查看证据 2026-11-10
- SPY · 查看证据 2026-11-10
- UNG · 查看证据 2026-11-10
- USO · 查看证据 2026-11-10
下面只列出可用的已校验证据包；没有证据不代表通过验证。
证据覆盖范围
已校验 10 / 10 个预定策略与市场组合
VOL-10 · 波动率风险溢价
| 市场 | 目标仓位决策 | 有效仓位 | 数据状态 | 最后价格日期 | 自 | 记录的解释 / 当前参数 |
|---|---|---|---|---|---|---|
| SPY | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-10-30 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"implied_lookback": 4, "realized_lookback": 16, "vrp_threshold": 0.02} |
| GLD | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-10-27 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"implied_lookback": 6, "realized_lookback": 20, "vrp_threshold": 0.02} |
| USO | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2025-12-17 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"implied_lookback": 4, "realized_lookback": 24, "vrp_threshold": 0.02} |
| EURUSD=X | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-11-09 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"implied_lookback": 4, "realized_lookback": 24, "vrp_threshold": 0.02} |
| DBC | 做多 · 100.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-11-10 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 1; see active parameters and source. Indicator-level diagnostics are not available."} {"implied_lookback": 4, "realized_lookback": 16, "vrp_threshold": 0.02} |
| SLV | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2025-10-09 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"implied_lookback": 6, "realized_lookback": 16, "vrp_threshold": 0.02} |
| DBA | 空仓 · 0.0% | 100.0% | 符合截止规则 | 2026-11-10 | 2026-11-10 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"implied_lookback": 6, "realized_lookback": 24, "vrp_threshold": 0.02} |
| UNG | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-04-23 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"implied_lookback": 4, "realized_lookback": 16, "vrp_threshold": 0.02} |
| BTC-USD | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-10-29 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"implied_lookback": 4, "realized_lookback": 16, "vrp_threshold": 0.02} |
| ETH-USD | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-10-29 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"implied_lookback": 4, "realized_lookback": 16, "vrp_threshold": 0.02} |
策略证据
- BTC-USD · 查看证据 2026-11-10
- DBA · 查看证据 2026-11-10
- DBC · 查看证据 2026-11-10
- ETH-USD · 查看证据 2026-11-10
- EURUSD=X · 查看证据 2026-11-10
- GLD · 查看证据 2026-11-10
- SLV · 查看证据 2026-11-10
- SPY · 查看证据 2026-11-10
- UNG · 查看证据 2026-11-10
- USO · 查看证据 2026-11-10
下面只列出可用的已校验证据包；没有证据不代表通过验证。
证据覆盖范围
已校验 10 / 10 个预定策略与市场组合
RP-01 · 目标波动率
| 市场 | 目标仓位决策 | 有效仓位 | 数据状态 | 最后价格日期 | 自 | 记录的解释 / 当前参数 |
|---|---|---|---|---|---|---|
| SPY | 做多 · 59.3% | 59.4% | 符合截止规则 | 2026-11-10 | 2010-02-01 | 策略引擎输出 {"kind": "computed-diagnostics", "text": "Target equals target volatility divided by realized volatility, clipped to the leverage cap; unavailable or zero volatility produces target 0.", "values": {"close": 749.9199829101562, "target": 0.5934217649097477, "previousCandidateTarget": 0.5937592268189826, "realizedVolatility": 0.20221705218083894, "targetVolatility": 0.12, "leverageCap": 1.5}, "implementationNotes": [], "candidateState": "Selected candidate's own hypothetical historical state"} {"cap": 1.5, "lookback": 24, "target_vol": 0.12} |
| GLD | 做多 · 27.2% | 29.1% | 符合截止规则 | 2026-11-10 | 2010-02-01 | 策略引擎输出 {"kind": "computed-diagnostics", "text": "Target equals target volatility divided by realized volatility, clipped to the leverage cap; unavailable or zero volatility produces target 0.", "values": {"close": 369.3599853515625, "target": 0.27190661970834373, "previousCandidateTarget": 0.2906549652008884, "realizedVolatility": 0.2942186552346932, "targetVolatility": 0.08000000000000002, "leverageCap": 1.5}, "implementationNotes": [], "candidateState": "Selected candidate's own hypothetical historical state"} {"cap": 1.5, "lookback": 16, "target_vol": 0.08000000000000002} |
| USO | 做多 · 23.3% | 23.3% | 符合截止规则 | 2026-11-10 | 2010-02-01 | 策略引擎输出 {"kind": "computed-diagnostics", "text": "Target equals target volatility divided by realized volatility, clipped to the leverage cap; unavailable or zero volatility produces target 0.", "values": {"close": 141.4499969482422, "target": 0.23303251819978585, "previousCandidateTarget": 0.23302410943243843, "realizedVolatility": 0.5149495912717227, "targetVolatility": 0.12, "leverageCap": 1.5}, "implementationNotes": [], "candidateState": "Selected candidate's own hypothetical historical state"} {"cap": 1.5, "lookback": 16, "target_vol": 0.12} |
| EURUSD=X | 做多 · 150.0% | 150.0% | 符合截止规则 | 2026-11-10 | 2010-01-28 | 策略引擎输出 {"kind": "computed-diagnostics", "text": "Target equals target volatility divided by realized volatility, clipped to the leverage cap; unavailable or zero volatility produces target 0.", "values": {"close": 1.122246265411377, "target": 1.5, "previousCandidateTarget": 1.5, "realizedVolatility": 0.04963081121695462, "targetVolatility": 0.12, "leverageCap": 1.5}, "implementationNotes": [], "candidateState": "Selected candidate's own hypothetical historical state"} {"cap": 1.5, "lookback": 20, "target_vol": 0.12} |
| DBC | 做多 · 37.1% | 37.0% | 符合截止规则 | 2026-11-10 | 2010-02-01 | 策略引擎输出 {"kind": "computed-diagnostics", "text": "Target equals target volatility divided by realized volatility, clipped to the leverage cap; unavailable or zero volatility produces target 0.", "values": {"close": 30.760000228881836, "target": 0.37096970221533604, "previousCandidateTarget": 0.37028817971209743, "realizedVolatility": 0.21565103436280783, "targetVolatility": 0.08000000000000002, "leverageCap": 1.5}, "implementationNotes": [], "candidateState": "Selected candidate's own hypothetical historical state"} {"cap": 1.5, "lookback": 16, "target_vol": 0.08000000000000002} |
| SLV | 做多 · 17.2% | 17.8% | 符合截止规则 | 2026-11-10 | 2010-02-01 | 策略引擎输出 {"kind": "computed-diagnostics", "text": "Target equals target volatility divided by realized volatility, clipped to the leverage cap; unavailable or zero volatility produces target 0.", "values": {"close": 46.47999954223633, "target": 0.1723327784820364, "previousCandidateTarget": 0.17828692136152502, "realizedVolatility": 0.46421812904466714, "targetVolatility": 0.08000000000000002, "leverageCap": 1.5}, "implementationNotes": [], "candidateState": "Selected candidate's own hypothetical historical state"} {"cap": 1.5, "lookback": 16, "target_vol": 0.08000000000000002} |
| DBA | 做多 · 97.3% | 112.9% | 符合截止规则 | 2026-11-10 | 2010-02-01 | 策略引擎输出 {"kind": "computed-diagnostics", "text": "Target equals target volatility divided by realized volatility, clipped to the leverage cap; unavailable or zero volatility produces target 0.", "values": {"close": 26.260000228881836, "target": 0.9732638176101587, "previousCandidateTarget": 1.1292749364216912, "realizedVolatility": 0.08219765139984281, "targetVolatility": 0.08000000000000002, "leverageCap": 1.5}, "implementationNotes": [], "candidateState": "Selected candidate's own hypothetical historical state"} {"cap": 1.5, "lookback": 16, "target_vol": 0.08000000000000002} |
| UNG | 做多 · 17.1% | 17.8% | 符合截止规则 | 2026-11-10 | 2010-02-01 | 策略引擎输出 {"kind": "computed-diagnostics", "text": "Target equals target volatility divided by realized volatility, clipped to the leverage cap; unavailable or zero volatility produces target 0.", "values": {"close": 10.420000076293945, "target": 0.1713371014772892, "previousCandidateTarget": 0.1779098340959092, "realizedVolatility": 0.46691580113256465, "targetVolatility": 0.08000000000000002, "leverageCap": 1.5}, "implementationNotes": [], "candidateState": "Selected candidate's own hypothetical historical state"} {"cap": 1.5, "lookback": 16, "target_vol": 0.08000000000000002} |
| BTC-USD | 做多 · 37.8% | 38.4% | 符合截止规则 | 2026-11-10 | 2014-10-06 | 策略引擎输出 {"kind": "computed-diagnostics", "text": "Target equals target volatility divided by realized volatility, clipped to the leverage cap; unavailable or zero volatility produces target 0.", "values": {"close": 73720.1171875, "target": 0.3784130170636061, "previousCandidateTarget": 0.3840244537570659, "realizedVolatility": 0.3171138269269147, "targetVolatility": 0.12, "leverageCap": 1.5}, "implementationNotes": [], "candidateState": "Selected candidate's own hypothetical historical state"} {"cap": 1.5, "lookback": 24, "target_vol": 0.12} |
| ETH-USD | 做多 · 18.0% | 18.5% | 符合截止规则 | 2026-11-10 | 2017-11-28 | 策略引擎输出 {"kind": "computed-diagnostics", "text": "Target equals target volatility divided by realized volatility, clipped to the leverage cap; unavailable or zero volatility produces target 0.", "values": {"close": 2050.180908203125, "target": 0.1797791480805232, "previousCandidateTarget": 0.18527559627324308, "realizedVolatility": 0.44499042772284114, "targetVolatility": 0.08000000000000002, "leverageCap": 1.5}, "implementationNotes": [], "candidateState": "Selected candidate's own hypothetical historical state"} {"cap": 1.5, "lookback": 24, "target_vol": 0.08000000000000002} |
策略证据
- BTC-USD · 查看证据 2026-11-10
- DBA · 查看证据 2026-11-10
- DBC · 查看证据 2026-11-10
- ETH-USD · 查看证据 2026-11-10
- EURUSD=X · 查看证据 2026-11-10
- GLD · 查看证据 2026-11-10
- SLV · 查看证据 2026-11-10
- SPY · 查看证据 2026-11-10
- UNG · 查看证据 2026-11-10
- USO · 查看证据 2026-11-10
下面只列出可用的已校验证据包；没有证据不代表通过验证。
证据覆盖范围
已校验 10 / 10 个预定策略与市场组合
VOL-01 · 波动率突破
| 市场 | 目标仓位决策 | 有效仓位 | 数据状态 | 最后价格日期 | 自 | 记录的解释 / 当前参数 |
|---|---|---|---|---|---|---|
| SPY | 空仓 · 0.0% | 100.0% | 符合截止规则 | 2026-11-10 | 2026-11-10 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {} |
| GLD | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-11-06 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {} |
| USO | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-10-26 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {} |
| EURUSD=X | 做多 · 100.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-11-10 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 1; see active parameters and source. Indicator-level diagnostics are not available."} {} |
| DBC | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-10-26 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {} |
| SLV | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-11-05 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {} |
| DBA | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-10-07 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {} |
| UNG | 做多 · 100.0% | 100.0% | 符合截止规则 | 2026-11-10 | 2026-11-09 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 1; see active parameters and source. Indicator-level diagnostics are not available."} {} |
| BTC-USD | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-11-05 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {} |
| ETH-USD | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-11-05 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {} |
策略证据
- BTC-USD · 查看证据 2026-11-10
- DBA · 查看证据 2026-11-10
- DBC · 查看证据 2026-11-10
- ETH-USD · 查看证据 2026-11-10
- EURUSD=X · 查看证据 2026-11-10
- GLD · 查看证据 2026-11-10
- SLV · 查看证据 2026-11-10
- SPY · 查看证据 2026-11-10
- UNG · 查看证据 2026-11-10
- USO · 查看证据 2026-11-10
下面只列出可用的已校验证据包；没有证据不代表通过验证。
证据覆盖范围
已校验 10 / 10 个预定策略与市场组合
TREND-20 · 涡旋指标
| 市场 | 目标仓位决策 | 有效仓位 | 数据状态 | 最后价格日期 | 自 | 记录的解释 / 当前参数 |
|---|---|---|---|---|---|---|
| SPY | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-11-05 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"period": 11} |
| GLD | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-09-04 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"period": 17} |
| USO | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-11-09 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"period": 17} |
| EURUSD=X | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-11-06 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"period": 11} |
| DBC | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-11-02 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"period": 11} |
| SLV | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-09-24 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"period": 11} |
| DBA | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-10-09 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"period": 14} |
| UNG | 做多 · 100.0% | 100.0% | 符合截止规则 | 2026-11-10 | 2026-11-09 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 1; see active parameters and source. Indicator-level diagnostics are not available."} {"period": 11} |
| BTC-USD | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-10-23 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"period": 14} |
| ETH-USD | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-10-05 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"period": 14} |
策略证据
- BTC-USD · 查看证据 2026-11-10
- DBA · 查看证据 2026-11-10
- DBC · 查看证据 2026-11-10
- ETH-USD · 查看证据 2026-11-10
- EURUSD=X · 查看证据 2026-11-10
- GLD · 查看证据 2026-11-10
- SLV · 查看证据 2026-11-10
- SPY · 查看证据 2026-11-10
- UNG · 查看证据 2026-11-10
- USO · 查看证据 2026-11-10
下面只列出可用的已校验证据包；没有证据不代表通过验证。
证据覆盖范围
已校验 10 / 10 个预定策略与市场组合
MOM-03 · 52 周新高动量
| 市场 | 目标仓位决策 | 有效仓位 | 数据状态 | 最后价格日期 | 自 | 记录的解释 / 当前参数 |
|---|---|---|---|---|---|---|
| SPY | 做多 · 100.0% | 100.0% | 符合截止规则 | 2026-11-10 | 2025-05-12 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 1; see active parameters and source. Indicator-level diagnostics are not available."} {"entry_threshold": 0.95, "exit_threshold": 0.85, "lookback": 202} |
| GLD | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-08-06 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"entry_threshold": 0.95, "exit_threshold": 0.85, "lookback": 202} |
| USO | 做多 · 100.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-11-10 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 1; see active parameters and source. Indicator-level diagnostics are not available."} {"entry_threshold": 0.76, "exit_threshold": 0.85, "lookback": 202} |
| EURUSD=X | 做多 · 100.0% | 100.0% | 符合截止规则 | 2026-11-10 | 2022-10-13 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 1; see active parameters and source. Indicator-level diagnostics are not available."} {"entry_threshold": 0.76, "exit_threshold": 0.85, "lookback": 202} |
| DBC | 做多 · 100.0% | 100.0% | 符合截止规则 | 2026-11-10 | 2026-07-06 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 1; see active parameters and source. Indicator-level diagnostics are not available."} {"entry_threshold": 0.76, "exit_threshold": 0.85, "lookback": 302} |
| SLV | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-03-03 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"entry_threshold": 0.76, "exit_threshold": 0.85, "lookback": 202} |
| DBA | 做多 · 100.0% | 100.0% | 符合截止规则 | 2026-11-10 | 2023-01-24 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 1; see active parameters and source. Indicator-level diagnostics are not available."} {"entry_threshold": 0.76, "exit_threshold": 0.85, "lookback": 202} |
| UNG | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-02-02 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"entry_threshold": 0.76, "exit_threshold": 0.85, "lookback": 202} |
| BTC-USD | 做多 · 100.0% | 100.0% | 符合截止规则 | 2026-11-10 | 2026-08-20 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 1; see active parameters and source. Indicator-level diagnostics are not available."} {"entry_threshold": 0.76, "exit_threshold": 0.85, "lookback": 202} |
| ETH-USD | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-11-09 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"entry_threshold": 0.76, "exit_threshold": 0.85, "lookback": 202} |
策略证据
- BTC-USD · 查看证据 2026-11-10
- DBA · 查看证据 2026-11-10
- DBC · 查看证据 2026-11-10
- ETH-USD · 查看证据 2026-11-10
- EURUSD=X · 查看证据 2026-11-10
- GLD · 查看证据 2026-11-10
- SLV · 查看证据 2026-11-10
- SPY · 查看证据 2026-11-10
- UNG · 查看证据 2026-11-10
- USO · 查看证据 2026-11-10
下面只列出可用的已校验证据包；没有证据不代表通过验证。
证据覆盖范围
已校验 10 / 10 个预定策略与市场组合
MR-11 · 威廉指标回归
| 市场 | 目标仓位决策 | 有效仓位 | 数据状态 | 最后价格日期 | 自 | 记录的解释 / 当前参数 |
|---|---|---|---|---|---|---|
| SPY | 做多 · 100.0% | 100.0% | 符合截止规则 | 2026-11-10 | 2026-10-16 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 1; see active parameters and source. Indicator-level diagnostics are not available."} {"max_hold": 24, "overbought": -20, "oversold": -80, "period": 17} |
| GLD | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-11-05 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"max_hold": 16, "overbought": -20, "oversold": -80, "period": 11} |
| USO | 做多 · 100.0% | 100.0% | 符合截止规则 | 2026-11-10 | 2026-11-04 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 1; see active parameters and source. Indicator-level diagnostics are not available."} {"max_hold": 20, "overbought": -20, "oversold": -80, "period": 17} |
| EURUSD=X | 空仓 · 0.0% | 100.0% | 符合截止规则 | 2026-11-10 | 2026-11-10 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"max_hold": 20, "overbought": -20, "oversold": -80, "period": 11} |
| DBC | 做多 · 100.0% | 100.0% | 符合截止规则 | 2026-11-10 | 2026-11-02 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 1; see active parameters and source. Indicator-level diagnostics are not available."} {"max_hold": 16, "overbought": -20, "oversold": -80, "period": 17} |
| SLV | 做多 · 100.0% | 100.0% | 符合截止规则 | 2026-11-10 | 2026-11-02 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 1; see active parameters and source. Indicator-level diagnostics are not available."} {"max_hold": 24, "overbought": -20, "oversold": -80, "period": 17} |
| DBA | 做多 · 100.0% | 100.0% | 符合截止规则 | 2026-11-10 | 2026-10-14 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 1; see active parameters and source. Indicator-level diagnostics are not available."} {"max_hold": 24, "overbought": -20, "oversold": -80, "period": 11} |
| UNG | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-11-09 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"max_hold": 16, "overbought": -20, "oversold": -80, "period": 11} |
| BTC-USD | 做多 · 100.0% | 100.0% | 符合截止规则 | 2026-11-10 | 2026-11-05 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 1; see active parameters and source. Indicator-level diagnostics are not available."} {"max_hold": 20, "overbought": -20, "oversold": -80, "period": 14} |
| ETH-USD | 做多 · 100.0% | 100.0% | 符合截止规则 | 2026-11-10 | 2026-11-05 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 1; see active parameters and source. Indicator-level diagnostics are not available."} {"max_hold": 16, "overbought": -20, "oversold": -80, "period": 11} |
策略证据
- BTC-USD · 查看证据 2026-11-10
- DBA · 查看证据 2026-11-10
- DBC · 查看证据 2026-11-10
- ETH-USD · 查看证据 2026-11-10
- EURUSD=X · 查看证据 2026-11-10
- GLD · 查看证据 2026-11-10
- SLV · 查看证据 2026-11-10
- SPY · 查看证据 2026-11-10
- UNG · 查看证据 2026-11-10
- USO · 查看证据 2026-11-10
下面只列出可用的已校验证据包；没有证据不代表通过验证。
证据覆盖范围
已校验 10 / 10 个预定策略与市场组合
MR-06 · Z 分数均值回归
| 市场 | 目标仓位决策 | 有效仓位 | 数据状态 | 最后价格日期 | 自 | 记录的解释 / 当前参数 |
|---|---|---|---|---|---|---|
| SPY | 做多 · 100.0% | 100.0% | 符合截止规则 | 2026-11-10 | 2026-11-05 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 1; see active parameters and source. Indicator-level diagnostics are not available."} {"entry_z": 2.0, "exit_z": 0.5, "lookback": 20, "max_vol": 0.4, "min_vol": 0.1, "trend_filter": true, "trend_threshold": 0.1, "vol_filter": true} |
| GLD | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-10-09 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"entry_z": 2.0, "exit_z": 0.5, "lookback": 16, "max_vol": 0.4, "min_vol": 0.1, "trend_filter": true, "trend_threshold": 0.1, "vol_filter": true} |
| USO | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2025-12-22 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"entry_z": 2.0, "exit_z": 0.5, "lookback": 24, "max_vol": 0.4, "min_vol": 0.1, "trend_filter": true, "trend_threshold": 0.1, "vol_filter": true} |
| EURUSD=X | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2022-09-30 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"entry_z": 2.0, "exit_z": 0.5, "lookback": 20, "max_vol": 0.4, "min_vol": 0.1, "trend_filter": true, "trend_threshold": 0.1, "vol_filter": true} |
| DBC | 做多 · 100.0% | 100.0% | 符合截止规则 | 2026-11-10 | 2026-11-04 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 1; see active parameters and source. Indicator-level diagnostics are not available."} {"entry_z": 2.0, "exit_z": 0.5, "lookback": 24, "max_vol": 0.4, "min_vol": 0.1, "trend_filter": true, "trend_threshold": 0.1, "vol_filter": true} |
| SLV | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2025-04-11 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"entry_z": 2.0, "exit_z": 0.5, "lookback": 24, "max_vol": 0.4, "min_vol": 0.1, "trend_filter": true, "trend_threshold": 0.1, "vol_filter": true} |
| DBA | 做多 · 100.0% | 100.0% | 符合截止规则 | 2026-11-10 | 2026-10-22 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 1; see active parameters and source. Indicator-level diagnostics are not available."} {"entry_z": 2.0, "exit_z": 0.5, "lookback": 24, "max_vol": 0.4, "min_vol": 0.1, "trend_filter": true, "trend_threshold": 0.1, "vol_filter": true} |
| UNG | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2019-10-15 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"entry_z": 2.0, "exit_z": 0.5, "lookback": 16, "max_vol": 0.4, "min_vol": 0.1, "trend_filter": true, "trend_threshold": 0.1, "vol_filter": true} |
| BTC-USD | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-11-04 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"entry_z": 2.0, "exit_z": 0.5, "lookback": 20, "max_vol": 0.4, "min_vol": 0.1, "trend_filter": true, "trend_threshold": 0.1, "vol_filter": true} |
| ETH-USD | 空仓 · 0.0% | 0.0% | 符合截止规则 | 2026-11-10 | 2026-11-04 | 策略引擎输出 {"kind": "engine-output", "text": "Selected rule target is 0; see active parameters and source. Indicator-level diagnostics are not available."} {"entry_z": 2.0, "exit_z": 0.5, "lookback": 20, "max_vol": 0.4, "min_vol": 0.1, "trend_filter": true, "trend_threshold": 0.1, "vol_filter": true} |
策略证据
- BTC-USD · 查看证据 2026-11-10
- DBA · 查看证据 2026-11-10
- DBC · 查看证据 2026-11-10
- ETH-USD · 查看证据 2026-11-10
- EURUSD=X · 查看证据 2026-11-10
- GLD · 查看证据 2026-11-10
- SLV · 查看证据 2026-11-10
- SPY · 查看证据 2026-11-10
- UNG · 查看证据 2026-11-10
- USO · 查看证据 2026-11-10
下面只列出可用的已校验证据包；没有证据不代表通过验证。
证据覆盖范围
已校验 10 / 10 个预定策略与市场组合