## 策略说明 本策略采用分钟级频率，支持日内多次检查（尾盘涨停检查、换手率实时监控）。 ### 执行时间点 - **09:35**: 准备当日数据 - **10:00**: 执行止损检查 - **10:30**: 定期调仓 - **14:25**: 第一次涨停检查 - **14:50**: 收盘前最后检查 - **14:55**: 第二次涨停检查 ### 核心逻辑 1. **空仓月份**：1月、4月持有货币ETF 2. **小市值选股**：中证1000前10只 3. **防御机制**：三重判断切换银行ETF 4. **涨停处理**：尾盘检查打开则卖出 5. **换手率监控**：缩量/放量卖出 6. **止损机制**：个股-9%、市场-5%
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当日收盘价 | 当日市值 | 浮动收益/浮动收益率
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|---|---|---|---|---|---|---|---|
| 2026-06-05 | (603075.SH) | 18.636697772124 | 7100 | 265 | 19.41 | 137811 | 5490.45/4.149% |
| 2026-06-05 | (603511.SH) | 13.201580768732 | 7500 | 890 | 15.53 | 116475 | 17463.14/17.637% |
| 2026-06-05 | (300791.SZ) | 13.158923961674 | 7605 | 965 | 25.53 | 194155.65 | 94082.03/94.013% |
| 2026-06-05 | (002951.SZ) | 9.0243366380214 | 11800 | 1090 | 9.7 | 114460 | 7972.83/7.487% |
| 2026-06-05 | (300771.SZ) | 11.182198643269 | 9450 | 1095 | 19.52 | 184464 | 78792.22/74.563% |
| 2026-06-05 | (300793.SZ) | 14.423774729546 | 7100 | 1205 | 16.69 | 118499 | 16090.2/15.712% |
| 2026-06-05 | (002907.SZ) | 16.471868242923 | 6300 | 1370 | 17.43 | 109809 | 6036.23/5.817% |
| 2026-06-05 | (603676.SH) | 9.8707115794403 | 9600 | 1425 | 11.27 | 108192 | 13433.17/14.176% |
| 2026-06-05 | (002895.SZ) | 8.6262390490484 | 8300 | 1440 | 13.56 | 112548 | 40950.22/57.195% |
| 2026-06-05 | (300278.SZ) | 3.4610378737542 | 30100 | 1445 | 3.44 | 103544 | -633.24/-0.608% |
| 2026-06-05 | (603511.SH) | 卖 | 0 | 15.16 | -2775 | ¥0 | 0 |
| 2026-06-05 | (300791.SZ) | 卖 | 0 | 25.4 | -988.65 | ¥0 | 0 |
| 2026-06-04 | (002907.SZ) | 卖 | 0 | 17.39 | -252 | ¥0 | 0 |
| 2026-05-21 | (002895.SZ) | 卖 | 0 | 12.06 | -12450 | ¥0 | 0 |
| 2026-05-20 | (603075.SH) | 卖 | 0 | 18.71 | -4970 | ¥0 | 0 |
| 2026-05-19 | (300771.SZ) | 卖 | 0 | 19.32 | -1890 | ¥0 | 0 |
| 2025-11-26 | (603676.SH) | 卖 | 0 | 11.123 | -1411.2 | ¥0 | 0 |
| 2025-09-09 | (002907.SZ) | 卖 | 0 | 17.395 | -220.5 | ¥0 | 0 |
| 2025-09-05 | (002895.SZ) | 卖 | 0 | 13.26 | -2490 | ¥0 | 0 |
| 2025-06-23 | (002895.SZ) | 卖 | 0 | 12.36 | -9960 | ¥0 | 0 |
