## 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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|---|---|---|---|---|---|---|---|
| 2025-10-15 | (603075.SH) | 19.32471942446 | 7645 | 110 | 19.41 | 148389.45 | 651.97/0.441% |
| 2025-10-15 | (603511.SH) | 13.412706492806 | 8677 | 735 | 15.53 | 134753.81 | 18371.76/15.786% |
| 2025-10-15 | (002980.SZ) | 17.579883191748 | 6592 | 800 | 26.03 | 171589.76 | 55703.17/48.067% |
| 2025-10-15 | (002951.SZ) | 9.0229931605993 | 13637 | 935 | 9.7 | 132278.9 | 9232.34/7.503% |
| 2025-10-15 | (603992.SH) | 17.193393780624 | 6677 | 980 | 19.76 | 131937.52 | 17137.23/14.928% |
| 2025-10-15 | (301177.SZ) | 29.754570960475 | 4883 | 85 | 31.47 | 153668.01 | 8376.44/5.765% |
| 2025-10-15 | (603848.SH) | 13.837828623282 | 7714 | 1210 | 14.18 | 109384.52 | 2639.51/2.473% |
| 2025-10-15 | (002907.SZ) | 15.941339662447 | 6636 | 1240 | 17.43 | 115665.48 | 9878.75/9.338% |
| 2025-10-15 | (603676.SH) | 9.9123605791686 | 10705 | 1270 | 11.27 | 120645.35 | 14533.53/13.696% |
| 2025-10-15 | (002895.SZ) | 10.865585306673 | 9722 | 1285 | 13.56 | 131830.32 | 26195.1/24.798% |
| 2025-09-15 | (603992.SH) | 买 | 25 | 19.69 | -6.28 | ¥0 | 0 |
| 2025-09-09 | (002907.SZ) | 买 | 11 | 17.4 | -5.65 | ¥0 | 0 |
| 2025-09-05 | (002895.SZ) | 买 | 110 | 13.41 | -1.95 | ¥0 | 0 |
| 2025-07-08 | (603848.SH) | 买 | 99 | 14 | -11.24 | ¥0 | 0 |
| 2025-06-27 | (301177.SZ) | 买 | 83 | 30.93 | -23.8 | ¥0 | 0 |
| 2025-06-23 | (002895.SZ) | 买 | 481 | 12.88 | -5.46 | ¥0 | 0 |
| 2025-06-19 | (002951.SZ) | 买 | 424 | 9.4 | -2.54 | ¥0 | 0 |
| 2025-06-11 | (603676.SH) | 买 | 169 | 11.09 | -5.32 | ¥0 | 0 |
| 2025-06-11 | (603075.SH) | 买 | 300 | 19.38 | 5814 | ¥5 | 0 |
| 2025-06-11 | (301177.SZ) | 买 | 4800 | 30.26 | 145248 | ¥43.57 | 0 |
