商品期货四桶跟进实验报告

样本区间 2020-01-02 到 2026-04-08，训练 / 验证 / 样本外分别为 2020-01-02 到 2023-12-29、2024-01-02 到 2024-12-31、2025-01-02 到 2026-04-08。

新增候选数13

策略家族数4

验证期 strict-pass8

趋势主线 winnerReversal 5D Bottom4 Trend-Up Weekly

carry 参考Carry Long-Short 1x1 Monthly

导师指令拆解

这轮不是继续磨一个单策略，而是把期货主线拆成四个原生桶：期限结构、趋势、高阶短趋势、反转。

当前 期限结构 已有独立 carry pilot，所以这轮新增重点放在另外三桶，并把 carry 当作第四桶参考纳入汇总。

真正四桶正式揉合仍要等 carry 进入同一主连执行层；这轮先给出三桶混合的主连代理结果。

实验合同

benchmark：EWCI-30

初始资金：1,000,000

交易成本：5 bps 单边

波动率缩放：20 日倒数

家族 winner

family	family_label	winner	validation_annualized_return	validation_excess_annualized_return	validation_sharpe	test_annualized_return	test_excess_annualized_return	test_sharpe	test_trade_count	validation_strict_positive_count
trend	趋势	Trend DMom 60D Weekly Top6	0.0215	0.0479	0.2168	0.1526	0.0415	0.7881	303	3
higher_order_short_trend	高阶短趋势	Short Trend Persist 5/10/20 Weekly Top4	0.0068	0.0332	0.1354	0.1899	0.0788	0.8847	287	1
reversal	反转	Reversal 5D Bottom4 Trend-Up Weekly	0.1197	0.1461	0.8476	0.1785	0.0674	1.1726	275	3
blend_ex_carry	三桶混合	3-Way Blend ex Carry	0.0376	0.0640	0.3306	0.1342	0.0231	0.9221	303	1

候选分布

新增候选总览

family_label	title	validation_annualized_return	validation_excess_annualized_return	validation_sharpe	test_annualized_return	test_excess_annualized_return	test_sharpe	test_trade_count
趋势	Trend DMom 60D Weekly Top6	0.0215	0.0479	0.2168	0.1526	0.0415	0.7881	303
趋势	Trend DMom 40D Weekly Top4	0.0228	0.0492	0.2164	0.1866	0.0755	0.8035	303
趋势	Trend DMom 40D Monthly Top4	0.0104	0.0368	0.1489	0.1982	0.0871	0.9252	303
趋势	Trend Breakout 55D + 3ATR Trail	-0.0195	0.0069	-0.1656	0.0649	-0.0462	0.7420	303
高阶短趋势	Short Trend Persist 5/10/20 Weekly Top4	0.0068	0.0332	0.1354	0.1899	0.0788	0.8847	287
高阶短趋势	Short Trend Persist 5/10/20 Weekly Top6	-0.0239	0.0025	-0.0484	0.1776	0.0665	0.8939	287
高阶短趋势	Short Trend Streak 3/5/10 Weekly Top8	-0.0362	-0.0098	-0.1697	0.0468	-0.0643	0.3737	287
高阶短趋势	Short Trend Breakout 10D Weekly Top6	-0.1092	-0.0828	-0.4785	-0.0229	-0.1340	-0.0588	158
高阶短趋势	Short Trend Accel 5 over 20 Weekly Top4	-0.1884	-0.1620	-1.0677	-0.0554	-0.1665	-0.2089	280
反转	Reversal 5D Bottom4 Trend-Up Weekly	0.1197	0.1461	0.8476	0.1785	0.0674	1.1726	275
反转	Reversal 3D Bottom4 Weekly	0.0306	0.0570	0.2594	0.2296	0.1185	1.1501	293
反转	Reversal Z20 Bottom4 Trend-Up Weekly	0.0103	0.0367	0.1440	0.0724	-0.0387	0.5460	263
反转	Reversal 10D Bottom4 Trend-Up Monthly	-0.0656	-0.0392	-0.5397	0.1857	0.0746	1.2045	265
三桶混合	3-Way Blend ex Carry	0.0376	0.0640	0.3306	0.1342	0.0231	0.9221	303

收益柱状图

验证期家族 winner 净值

样本外家族 winner 净值

当前同口径主线图

趋势 Winner

Trend DMom 60D Weekly Top6

趋势线：60日横截面 dual momentum，周末冻结，只做过去60日收益为正的 top6 品种。

验证年化超额4.79%

样本外年化超额4.15%

样本外 Sharpe0.79

样本外交易笔数303

symbol	name	weight	side
PP0	聚丙烯连续	0.2009	long
EB0	苯乙烯连续	0.1817	long
L0	塑料连续	0.1775	long
BU0	沥青连续	0.1748	long
MA0	甲醇连续	0.1448	long
FU0	燃料油连续	0.1203	long

signal_date	symbol	name	from_position	to_position	action	candidate
2026-04-08	BU0	沥青连续	1.0000	0.0000	平多	trend_dmom_60_top6_weekly
2026-04-08	EG0	乙二醇连续	0.0000	1.0000	开多	trend_dmom_60_top6_weekly
2026-04-03	EG0	乙二醇连续	1.0000	0.0000	平多	trend_dmom_60_top6_weekly
2026-04-03	L0	塑料连续	0.0000	1.0000	开多	trend_dmom_60_top6_weekly
2026-03-27	EG0	乙二醇连续	0.0000	1.0000	开多	trend_dmom_60_top6_weekly
2026-03-27	TA0	PTA连续	1.0000	0.0000	平多	trend_dmom_60_top6_weekly
2026-03-20	AG0	白银连续	1.0000	0.0000	平多	trend_dmom_60_top6_weekly
2026-03-20	MA0	甲醇连续	0.0000	1.0000	开多	trend_dmom_60_top6_weekly
2026-03-06	BU0	沥青连续	0.0000	1.0000	开多	trend_dmom_60_top6_weekly
2026-03-06	CF0	棉花连续	1.0000	0.0000	平多	trend_dmom_60_top6_weekly
2026-03-06	NI0	镍连续	1.0000	0.0000	平多	trend_dmom_60_top6_weekly
2026-03-06	PP0	聚丙烯连续	0.0000	1.0000	开多	trend_dmom_60_top6_weekly
2026-03-06	RU0	天然橡胶连续	1.0000	0.0000	平多	trend_dmom_60_top6_weekly
2026-03-06	TA0	PTA连续	0.0000	1.0000	开多	trend_dmom_60_top6_weekly
2026-02-27	RU0	天然橡胶连续	0.0000	1.0000	开多	trend_dmom_60_top6_weekly
2026-02-27	TA0	PTA连续	1.0000	0.0000	平多	trend_dmom_60_top6_weekly
2026-02-13	BU0	沥青连续	1.0000	0.0000	平多	trend_dmom_60_top6_weekly
2026-02-13	CF0	棉花连续	0.0000	1.0000	开多	trend_dmom_60_top6_weekly
2026-02-13	FU0	燃料油连续	0.0000	1.0000	开多	trend_dmom_60_top6_weekly
2026-02-13	V0	PVC连续	1.0000	0.0000	平多	trend_dmom_60_top6_weekly

signal_date	execution_date	symbol	name	from_weight	to_weight	delta_weight	action	candidate
2026-04-03	2026-04-07	BU0	沥青连续	0.1868	0.1748	-0.0120	减多	trend_dmom_60_top6_weekly
2026-04-03	2026-04-07	EB0	苯乙烯连续	0.1721	0.1817	0.0096	加多	trend_dmom_60_top6_weekly
2026-04-03	2026-04-07	EG0	乙二醇连续	0.1740	0.0000	-0.1740	平多	trend_dmom_60_top6_weekly
2026-04-03	2026-04-07	FU0	燃料油连续	0.1149	0.1203	0.0054	加多	trend_dmom_60_top6_weekly
2026-04-03	2026-04-07	L0	塑料连续	0.0000	0.1775	0.1775	开多	trend_dmom_60_top6_weekly
2026-04-03	2026-04-07	MA0	甲醇连续	0.1483	0.1448	-0.0035	减多	trend_dmom_60_top6_weekly
2026-04-03	2026-04-07	PP0	聚丙烯连续	0.2039	0.2009	-0.0030	减多	trend_dmom_60_top6_weekly
2026-04-02	2026-04-03	BU0	沥青连续	0.1813	0.1868	0.0055	加多	trend_dmom_60_top6_weekly
2026-04-02	2026-04-03	EB0	苯乙烯连续	0.1638	0.1721	0.0084	加多	trend_dmom_60_top6_weekly
2026-04-02	2026-04-03	EG0	乙二醇连续	0.1749	0.1740	-0.0009	减多	trend_dmom_60_top6_weekly
2026-04-02	2026-04-03	FU0	燃料油连续	0.1232	0.1149	-0.0083	减多	trend_dmom_60_top6_weekly
2026-04-02	2026-04-03	MA0	甲醇连续	0.1531	0.1483	-0.0048	减多	trend_dmom_60_top6_weekly
2026-04-02	2026-04-03	PP0	聚丙烯连续	0.2038	0.2039	0.0001	加多	trend_dmom_60_top6_weekly
2026-04-01	2026-04-02	BU0	沥青连续	0.1785	0.1813	0.0027	加多	trend_dmom_60_top6_weekly
2026-04-01	2026-04-02	EB0	苯乙烯连续	0.1684	0.1638	-0.0047	减多	trend_dmom_60_top6_weekly
2026-04-01	2026-04-02	EG0	乙二醇连续	0.1800	0.1749	-0.0052	减多	trend_dmom_60_top6_weekly
2026-04-01	2026-04-02	FU0	燃料油连续	0.1248	0.1232	-0.0017	减多	trend_dmom_60_top6_weekly
2026-04-01	2026-04-02	MA0	甲醇连续	0.1490	0.1531	0.0041	加多	trend_dmom_60_top6_weekly
2026-04-01	2026-04-02	PP0	聚丙烯连续	0.1992	0.2038	0.0046	加多	trend_dmom_60_top6_weekly
2026-03-31	2026-04-01	BU0	沥青连续	0.1796	0.1785	-0.0011	减多	trend_dmom_60_top6_weekly
2026-03-31	2026-04-01	EB0	苯乙烯连续	0.1719	0.1684	-0.0034	减多	trend_dmom_60_top6_weekly
2026-03-31	2026-04-01	EG0	乙二醇连续	0.1856	0.1800	-0.0056	减多	trend_dmom_60_top6_weekly
2026-03-31	2026-04-01	FU0	燃料油连续	0.1179	0.1248	0.0069	加多	trend_dmom_60_top6_weekly
2026-03-31	2026-04-01	MA0	甲醇连续	0.1465	0.1490	0.0025	加多	trend_dmom_60_top6_weekly

高阶短趋势 Winner

Short Trend Persist 5/10/20 Weekly Top4

高阶短趋势：要求5/10/20日收益同时为正，按多周期短趋势综合分数排序，周末持有 top4。

验证年化超额3.32%

样本外年化超额7.88%

样本外 Sharpe0.88

样本外交易笔数287

symbol	name	weight	side
P0	棕榈油连续	0.5137	long
PP0	聚丙烯连续	0.1984	long
TA0	PTA连续	0.1448	long
MA0	甲醇连续	0.1430	long

signal_date	symbol	name	from_position	to_position	action	candidate
2026-04-08	MA0	甲醇连续	1.0000	0.0000	平多	short_trend_persist_5_10_20_weekly_top4
2026-04-08	P0	棕榈油连续	1.0000	0.0000	平多	short_trend_persist_5_10_20_weekly_top4
2026-04-08	PP0	聚丙烯连续	1.0000	0.0000	平多	short_trend_persist_5_10_20_weekly_top4
2026-04-08	RU0	天然橡胶连续	0.0000	1.0000	开多	short_trend_persist_5_10_20_weekly_top4
2026-04-08	TA0	PTA连续	1.0000	0.0000	平多	short_trend_persist_5_10_20_weekly_top4
2026-04-03	BU0	沥青连续	1.0000	0.0000	平多	short_trend_persist_5_10_20_weekly_top4
2026-04-03	EB0	苯乙烯连续	1.0000	0.0000	平多	short_trend_persist_5_10_20_weekly_top4
2026-04-03	P0	棕榈油连续	0.0000	1.0000	开多	short_trend_persist_5_10_20_weekly_top4
2026-04-03	TA0	PTA连续	0.0000	1.0000	开多	short_trend_persist_5_10_20_weekly_top4
2026-03-27	EB0	苯乙烯连续	0.0000	1.0000	开多	short_trend_persist_5_10_20_weekly_top4
2026-03-27	EG0	乙二醇连续	1.0000	0.0000	平多	short_trend_persist_5_10_20_weekly_top4
2026-03-27	FU0	燃料油连续	1.0000	0.0000	平多	short_trend_persist_5_10_20_weekly_top4
2026-03-27	PP0	聚丙烯连续	0.0000	1.0000	开多	short_trend_persist_5_10_20_weekly_top4
2026-03-20	BU0	沥青连续	0.0000	1.0000	开多	short_trend_persist_5_10_20_weekly_top4
2026-03-20	EB0	苯乙烯连续	1.0000	0.0000	平多	short_trend_persist_5_10_20_weekly_top4
2026-03-20	EG0	乙二醇连续	0.0000	1.0000	开多	short_trend_persist_5_10_20_weekly_top4
2026-03-20	MA0	甲醇连续	0.0000	1.0000	开多	short_trend_persist_5_10_20_weekly_top4
2026-03-20	PP0	聚丙烯连续	1.0000	0.0000	平多	short_trend_persist_5_10_20_weekly_top4
2026-03-20	TA0	PTA连续	1.0000	0.0000	平多	short_trend_persist_5_10_20_weekly_top4
2026-03-13	EG0	乙二醇连续	1.0000	0.0000	平多	short_trend_persist_5_10_20_weekly_top4

signal_date	execution_date	symbol	name	from_weight	to_weight	delta_weight	action	candidate
2026-04-03	2026-04-07	BU0	沥青连续	0.2627	0.0000	-0.2627	平多	short_trend_persist_5_10_20_weekly_top4
2026-04-03	2026-04-07	EB0	苯乙烯连续	0.2420	0.0000	-0.2420	平多	short_trend_persist_5_10_20_weekly_top4
2026-04-03	2026-04-07	MA0	甲醇连续	0.2086	0.1430	-0.0655	减多	short_trend_persist_5_10_20_weekly_top4
2026-04-03	2026-04-07	P0	棕榈油连续	0.0000	0.5137	0.5137	开多	short_trend_persist_5_10_20_weekly_top4
2026-04-03	2026-04-07	PP0	聚丙烯连续	0.2867	0.1984	-0.0883	减多	short_trend_persist_5_10_20_weekly_top4
2026-04-03	2026-04-07	TA0	PTA连续	0.0000	0.1448	0.1448	开多	short_trend_persist_5_10_20_weekly_top4
2026-04-02	2026-04-03	BU0	沥青连续	0.2582	0.2627	0.0045	加多	short_trend_persist_5_10_20_weekly_top4
2026-04-02	2026-04-03	EB0	苯乙烯连续	0.2333	0.2420	0.0087	加多	short_trend_persist_5_10_20_weekly_top4
2026-04-02	2026-04-03	MA0	甲醇连续	0.2181	0.2086	-0.0096	减多	short_trend_persist_5_10_20_weekly_top4
2026-04-02	2026-04-03	PP0	聚丙烯连续	0.2904	0.2867	-0.0036	减多	short_trend_persist_5_10_20_weekly_top4
2026-04-01	2026-04-02	BU0	沥青连续	0.2568	0.2582	0.0014	加多	short_trend_persist_5_10_20_weekly_top4
2026-04-01	2026-04-02	EB0	苯乙烯连续	0.2423	0.2333	-0.0090	减多	short_trend_persist_5_10_20_weekly_top4
2026-04-01	2026-04-02	MA0	甲醇连续	0.2143	0.2181	0.0038	加多	short_trend_persist_5_10_20_weekly_top4
2026-04-01	2026-04-02	PP0	聚丙烯连续	0.2866	0.2904	0.0038	加多	short_trend_persist_5_10_20_weekly_top4
2026-03-31	2026-04-01	BU0	沥青连续	0.2579	0.2568	-0.0011	减多	short_trend_persist_5_10_20_weekly_top4
2026-03-31	2026-04-01	EB0	苯乙烯连续	0.2467	0.2423	-0.0044	减多	short_trend_persist_5_10_20_weekly_top4
2026-03-31	2026-04-01	MA0	甲醇连续	0.2103	0.2143	0.0040	加多	short_trend_persist_5_10_20_weekly_top4
2026-03-31	2026-04-01	PP0	聚丙烯连续	0.2851	0.2866	0.0015	加多	short_trend_persist_5_10_20_weekly_top4
2026-03-30	2026-03-31	BU0	沥青连续	0.2597	0.2579	-0.0018	减多	short_trend_persist_5_10_20_weekly_top4
2026-03-30	2026-03-31	EB0	苯乙烯连续	0.2487	0.2467	-0.0020	减多	short_trend_persist_5_10_20_weekly_top4
2026-03-30	2026-03-31	MA0	甲醇连续	0.2038	0.2103	0.0065	加多	short_trend_persist_5_10_20_weekly_top4
2026-03-30	2026-03-31	PP0	聚丙烯连续	0.2878	0.2851	-0.0027	减多	short_trend_persist_5_10_20_weekly_top4
2026-03-27	2026-03-30	BU0	沥青连续	0.2948	0.2597	-0.0352	减多	short_trend_persist_5_10_20_weekly_top4
2026-03-27	2026-03-30	EB0	苯乙烯连续	0.0000	0.2487	0.2487	开多	short_trend_persist_5_10_20_weekly_top4

反转 Winner

Reversal 5D Bottom4 Trend-Up Weekly

反转线：只在60日趋势向上时，周末买入过去5日跌幅最大的4个品种，检验趋势内回撤修复。

验证年化超额14.61%

样本外年化超额6.74%

样本外 Sharpe1.17

样本外交易笔数275

symbol	name	weight	side
SM0	锰硅连续	0.3340	long
SF0	硅铁连续	0.3332	long
V0	PVC连续	0.1971	long
BU0	沥青连续	0.1357	long

signal_date	symbol	name	from_position	to_position	action	candidate
2026-04-08	EB0	苯乙烯连续	0.0000	1.0000	开多	reversal_5d_bottom4_trendup_weekly
2026-04-08	FU0	燃料油连续	0.0000	1.0000	开多	reversal_5d_bottom4_trendup_weekly
2026-04-08	SF0	硅铁连续	1.0000	0.0000	平多	reversal_5d_bottom4_trendup_weekly
2026-04-08	SM0	锰硅连续	1.0000	0.0000	平多	reversal_5d_bottom4_trendup_weekly
2026-04-08	TA0	PTA连续	0.0000	1.0000	开多	reversal_5d_bottom4_trendup_weekly
2026-04-08	V0	PVC连续	1.0000	0.0000	平多	reversal_5d_bottom4_trendup_weekly
2026-04-03	AP0	苹果连续	1.0000	0.0000	平多	reversal_5d_bottom4_trendup_weekly
2026-04-03	BU0	沥青连续	0.0000	1.0000	开多	reversal_5d_bottom4_trendup_weekly
2026-04-03	FU0	燃料油连续	1.0000	0.0000	平多	reversal_5d_bottom4_trendup_weekly
2026-04-03	M0	豆粕连续	1.0000	0.0000	平多	reversal_5d_bottom4_trendup_weekly
2026-04-03	SF0	硅铁连续	0.0000	1.0000	开多	reversal_5d_bottom4_trendup_weekly
2026-04-03	SM0	锰硅连续	0.0000	1.0000	开多	reversal_5d_bottom4_trendup_weekly
2026-03-27	AG0	白银连续	1.0000	0.0000	平多	reversal_5d_bottom4_trendup_weekly
2026-03-27	AP0	苹果连续	0.0000	1.0000	开多	reversal_5d_bottom4_trendup_weekly
2026-03-27	FG0	玻璃连续	1.0000	0.0000	平多	reversal_5d_bottom4_trendup_weekly
2026-03-27	FU0	燃料油连续	0.0000	1.0000	开多	reversal_5d_bottom4_trendup_weekly
2026-03-27	M0	豆粕连续	0.0000	1.0000	开多	reversal_5d_bottom4_trendup_weekly
2026-03-27	RM0	菜粕连续	1.0000	0.0000	平多	reversal_5d_bottom4_trendup_weekly
2026-03-27	SA0	纯碱连续	1.0000	0.0000	平多	reversal_5d_bottom4_trendup_weekly
2026-03-27	V0	PVC连续	0.0000	1.0000	开多	reversal_5d_bottom4_trendup_weekly

signal_date	execution_date	symbol	name	from_weight	to_weight	delta_weight	action	candidate
2026-04-03	2026-04-07	AP0	苹果连续	0.3224	0.0000	-0.3224	平多	reversal_5d_bottom4_trendup_weekly
2026-04-03	2026-04-07	BU0	沥青连续	0.0000	0.1357	0.1357	开多	reversal_5d_bottom4_trendup_weekly
2026-04-03	2026-04-07	FU0	燃料油连续	0.0847	0.0000	-0.0847	平多	reversal_5d_bottom4_trendup_weekly
2026-04-03	2026-04-07	M0	豆粕连续	0.4118	0.0000	-0.4118	平多	reversal_5d_bottom4_trendup_weekly
2026-04-03	2026-04-07	SF0	硅铁连续	0.0000	0.3332	0.3332	开多	reversal_5d_bottom4_trendup_weekly
2026-04-03	2026-04-07	SM0	锰硅连续	0.0000	0.3340	0.3340	开多	reversal_5d_bottom4_trendup_weekly
2026-04-03	2026-04-07	V0	PVC连续	0.1811	0.1971	0.0160	加多	reversal_5d_bottom4_trendup_weekly
2026-04-02	2026-04-03	AP0	苹果连续	0.3078	0.3224	0.0146	加多	reversal_5d_bottom4_trendup_weekly
2026-04-02	2026-04-03	FU0	燃料油连续	0.0930	0.0847	-0.0083	减多	reversal_5d_bottom4_trendup_weekly
2026-04-02	2026-04-03	M0	豆粕连续	0.4053	0.4118	0.0064	加多	reversal_5d_bottom4_trendup_weekly
2026-04-02	2026-04-03	V0	PVC连续	0.1939	0.1811	-0.0128	减多	reversal_5d_bottom4_trendup_weekly
2026-04-01	2026-04-02	AP0	苹果连续	0.3029	0.3078	0.0048	加多	reversal_5d_bottom4_trendup_weekly
2026-04-01	2026-04-02	FU0	燃料油连续	0.0973	0.0930	-0.0043	减多	reversal_5d_bottom4_trendup_weekly
2026-04-01	2026-04-02	M0	豆粕连续	0.4057	0.4053	-0.0004	减多	reversal_5d_bottom4_trendup_weekly
2026-04-01	2026-04-02	V0	PVC连续	0.1940	0.1939	-0.0001	减多	reversal_5d_bottom4_trendup_weekly
2026-03-31	2026-04-01	AP0	苹果连续	0.2741	0.3029	0.0288	加多	reversal_5d_bottom4_trendup_weekly
2026-03-31	2026-04-01	FU0	燃料油连续	0.0939	0.0973	0.0035	加多	reversal_5d_bottom4_trendup_weekly
2026-03-31	2026-04-01	M0	豆粕连续	0.4207	0.4057	-0.0150	减多	reversal_5d_bottom4_trendup_weekly
2026-03-31	2026-04-01	V0	PVC连续	0.2113	0.1940	-0.0174	减多	reversal_5d_bottom4_trendup_weekly
2026-03-30	2026-03-31	AP0	苹果连续	0.2709	0.2741	0.0032	加多	reversal_5d_bottom4_trendup_weekly
2026-03-30	2026-03-31	FU0	燃料油连续	0.0893	0.0939	0.0045	加多	reversal_5d_bottom4_trendup_weekly
2026-03-30	2026-03-31	M0	豆粕连续	0.4203	0.4207	0.0004	加多	reversal_5d_bottom4_trendup_weekly
2026-03-30	2026-03-31	V0	PVC连续	0.2195	0.2113	-0.0081	减多	reversal_5d_bottom4_trendup_weekly
2026-03-27	2026-03-30	AG0	白银连续	0.0900	0.0000	-0.0900	平多	reversal_5d_bottom4_trendup_weekly

三桶混合 Winner

3-Way Blend ex Carry

把趋势、高阶短趋势、反转三个同口径 family winner 的 desired positions 等权平均，作为正式四桶融合前的主连代理混合试验。

验证年化超额6.40%

样本外年化超额2.31%

样本外 Sharpe0.92

样本外交易笔数303

商品期货四桶跟进实验报告

导师指令拆解

实验合同

家族 winner

候选分布

新增候选总览

收益柱状图

验证期家族 winner 净值

样本外家族 winner 净值

当前同口径主线图

趋势 Winner

最新持仓

最近信号变化

最近交易流水

高阶短趋势 Winner

最新持仓

最近信号变化

最近交易流水

反转 Winner

最新持仓

最近信号变化

最近交易流水

三桶混合 Winner

最新持仓

最近信号变化

最近交易流水

symbol	name	weight	side
P0	棕榈油连续	0.1576	long
SM0	锰硅连续	0.1304	long
SF0	硅铁连续	0.1301	long
PP0	聚丙烯连续	0.1217	long
BU0	沥青连续	0.1059	long
MA0	甲醇连续	0.0877	long
V0	PVC连续	0.0770	long
EB0	苯乙烯连续	0.0550	long
L0	塑料连续	0.0538	long
TA0	PTA连续	0.0444	long
FU0	燃料油连续	0.0364	long

signal_date	symbol	name	from_position	to_position	action	candidate
2026-04-08	BU0	沥青连续	0.6667	0.3333	减多	blend_ex_carry
2026-04-08	EB0	苯乙烯连续	0.3333	0.6667	加多	blend_ex_carry
2026-04-08	EG0	乙二醇连续	0.0000	0.3333	开多	blend_ex_carry
2026-04-08	FU0	燃料油连续	0.3333	0.6667	加多	blend_ex_carry
2026-04-08	MA0	甲醇连续	0.6667	0.3333	减多	blend_ex_carry
2026-04-08	P0	棕榈油连续	0.3333	0.0000	平多	blend_ex_carry
2026-04-08	PP0	聚丙烯连续	0.6667	0.3333	减多	blend_ex_carry
2026-04-08	RU0	天然橡胶连续	0.0000	0.3333	开多	blend_ex_carry
2026-04-08	SF0	硅铁连续	0.3333	0.0000	平多	blend_ex_carry
2026-04-08	SM0	锰硅连续	0.3333	0.0000	平多	blend_ex_carry
2026-04-08	V0	PVC连续	0.3333	0.0000	平多	blend_ex_carry
2026-04-03	AP0	苹果连续	0.3333	0.0000	平多	blend_ex_carry
2026-04-03	EB0	苯乙烯连续	0.6667	0.3333	减多	blend_ex_carry
2026-04-03	EG0	乙二醇连续	0.3333	0.0000	平多	blend_ex_carry
2026-04-03	FU0	燃料油连续	0.6667	0.3333	减多	blend_ex_carry
2026-04-03	L0	塑料连续	0.0000	0.3333	开多	blend_ex_carry
2026-04-03	M0	豆粕连续	0.3333	0.0000	平多	blend_ex_carry
2026-04-03	P0	棕榈油连续	0.0000	0.3333	开多	blend_ex_carry
2026-04-03	SF0	硅铁连续	0.0000	0.3333	开多	blend_ex_carry
2026-04-03	SM0	锰硅连续	0.0000	0.3333	开多	blend_ex_carry