#5400
composite
免费
(EXIST(CLOSE/REF(CLOSE,60)>1.05, 10)) AND
研究报告
选股:
(EXIST(CLOSE/REF(CLOSE,60)>1.05, 10)) AND {股权激励模拟：60日内涨幅>5%（持续10日）}
(CLOSE > MA(CLOSE, 20)) AND {趋势确认：价格在20日均线上方}
(CROSS(DIF, DEA)) AND {动量信号：MACD金叉}
(VOL > MA(VOL, 5) * 1.2) AND {成交量确认：放量}
(MA(CLOSE,20) > REF(MA(CLOSE,20),5)) AND {趋势过滤：20日均线向上}
(ATR/CLOSE < 0.05) AND {波动率过滤：低波动}
(NOT(NAMEMATCH('ST'))) AND {风险排除：排除ST}
(BARSCOUNT(CLOSE) > 250) {上市>250天}
回测统计
胜率
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平均收益
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夏普比率
待验证
最大回撤
-0.0%
按市场状态分段表现
暂无市场状态数据