## 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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|---|---|---|---|---|---|---|---|
| 2026-03-09 | (603075.SH) | 19.33395530502 | 7100 | 205 | 19.41 | 137811 | 539.92/0.393% |
| 2026-03-09 | (603511.SH) | 13.52378293789 | 7500 | 830 | 15.53 | 116475 | 15046.63/14.835% |
| 2026-03-09 | (300791.SZ) | 13.2262727851 | 7605 | 905 | 25.53 | 194155.65 | 93569.85/93.025% |
| 2026-03-09 | (002951.SZ) | 9.0243366380214 | 11800 | 1030 | 9.7 | 114460 | 7972.83/7.487% |
| 2026-03-09 | (300771.SZ) | 11.297956393199 | 9450 | 1035 | 19.52 | 184464 | 77698.31/72.775% |
| 2026-03-09 | (300793.SZ) | 14.423774729546 | 7100 | 1145 | 16.69 | 118499 | 16090.2/15.712% |
| 2026-03-09 | (002907.SZ) | 16.509756381492 | 6300 | 1310 | 17.43 | 109809 | 5797.53/5.574% |
| 2026-03-09 | (603676.SH) | 9.8707115794403 | 9600 | 1365 | 11.27 | 108192 | 13433.17/14.176% |
| 2026-03-09 | (002895.SZ) | 9.6991543536564 | 8300 | 1380 | 13.56 | 112548 | 32045.02/39.806% |
| 2026-03-09 | (300278.SZ) | 3.4610378737542 | 30100 | 1385 | 3.44 | 103544 | -633.24/-0.608% |
| 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 |
| 2025-06-19 | (002951.SZ) | 卖 | 0 | 9.2 | -5900 | ¥0 | 0 |
| 2025-06-11 | (603676.SH) | 卖 | 0 | 11.09 | -1728 | ¥0 | 0 |
| 2025-06-09 | (603511.SH) | 卖 | 0 | 15.13 | -3000 | ¥0 | 0 |
| 2025-06-04 | (603075.SH) | 买 | 400 | 19.28 | 7712 | ¥5 | 0 |
| 2025-06-03 | (300793.SZ) | 卖 | 0 | 16.57 | -852 | ¥0 | 0 |
| 2025-05-30 | (002907.SZ) | 卖 | 0 | 17.38 | -315 | ¥0 | 0 |
