Limit Reversal LONG
官方漲停 × D-1低量 × Sector Breadth × 隔日低開反轉 × 結構停損
最後產頁
2026-11-13 14:39:05 CST
180 秒自動刷新
2026-11-13 14:39:05 CST
180 秒自動刷新
D-1 2026-11-12Shioaji OK排程 OKPAPER · STOPPED
盤前候選
3
D-1 2026-11-12
09:01 最終
0
Gap (-8%,-5%]
FULL Trades
165
62 交易日
FULL Win Rate
75.8%
Final
FULL Daily Avg
2.99%
每日等權
FULL Daily PF
7.25
Profit Factor
FULL Daily MDD
-4.88%
NTD DD -7,098 元
Avg PnL / 張
3,855 元
Signals/Day 2.66
今日 Live 狀態
今天與回測完全分開
09:01 Snapshot 正常；今日沒有符合 -8% < Gap ≤ -5% 的最終進場標的。
盤前候選
| 代號 | 名稱 | 產業 | Breadth % |
|---|---|---|---|
| 7819 | 精誠金融 | IND_30 | 50.0 |
| 3570 | 大塚 | IND_30 | 50.0 |
| 6751 | 智聯服務 | IND_30 | 50.0 |
持倉 / Runner 預留區
PAPER · STOPPED。Runner 已接入時會顯示實際 entry / hard9 / activation / struct stop / mark / exit reason。
目前沒有資料
Live 選股歷史
v3 起自動累積
盤前 vs Final 候選數
| 日期 | 階段 | D-1 | 盤前 | 最終 | Snapshot | 資料Age | 記錄時間 |
|---|---|---|---|---|---|---|---|
| 2026-11-13 | 09:01開盤確認 | 2026-11-12 | 0 | 0 | True | 1 | 2026-11-13T14:39:03.149052+08:00 |
| 2026-11-13 | 凌晨候選 | 2026-11-12 | 0 | 0 | True | 1 | 2026-11-13T00:10:18.308904+08:00 |
| 2026-11-12 | 09:01開盤確認 | 2026-11-11 | 0 | 0 | True | 1 | 2026-11-12T13:51:33.524406+08:00 |
| 2026-11-10 | 09:01開盤確認 | 2026-11-09 | 0 | 0 | True | 1 | 2026-11-10T14:35:04.006852+08:00 |
| 2026-11-09 | 09:01開盤確認 | 2026-11-06 | 0 | 0 | True | 3 | 2026-11-09T09:13:17.442511+08:00 |
| 2026-11-09 | 凌晨候選 | 2026-11-06 | 0 | 0 | True | 3 | 2026-11-09T03:59:52.209054+08:00 |
| 2026-11-06 | 09:01開盤確認 | 2026-11-05 | 0 | 0 | True | 1 | 2026-11-06T13:39:52.800471+08:00 |
| 2026-11-06 | 凌晨候選 | 2026-11-05 | 0 | 0 | True | 1 | 2026-11-06T06:48:09.784620+08:00 |
| 2026-11-05 | 09:01開盤確認 | 2026-11-04 | 0 | 0 | True | 1 | 2026-11-05T10:42:17.745922+08:00 |
| 2026-11-04 | 09:01開盤確認 | 2026-11-03 | 0 | 0 | True | 1 | 2026-11-04T21:23:33.707752+08:00 |
| 2026-11-03 | 09:01開盤確認 | 2026-11-02 | 0 | 0 | True | 1 | 2026-11-03T13:39:39.511176+08:00 |
| 2026-10-30 | 09:01開盤確認 | 2026-10-29 | 0 | 0 | True | 1 | 2026-10-30T23:06:23.116214+08:00 |
| 2026-10-29 | 凌晨候選 | 2026-10-28 | 0 | 0 | True | 1 | 2026-10-29T05:51:47.753388+08:00 |
| 2026-10-29 | 09:01開盤確認 | 2026-10-28 | 0 | 0 | True | 1 | 2026-10-29T13:40:25.092426+08:00 |
| 2026-10-16 | 09:01開盤確認 | 2026-10-13 | 0 | 0 | True | 3 | 2026-10-16T00:01:18.428144+08:00 |
| 2026-10-15 | 凌晨候選 | 2026-10-13 | 0 | 0 | True | 2 | 2026-10-15T12:48:43.271932+08:00 |
| 2026-10-14 | 09:01開盤確認 | 2026-10-12 | 0 | 0 | True | 2 | 2026-10-14T05:15:45.218985+08:00 |
| 2026-10-12 | 09:01開盤確認 | 2026-10-08 | 0 | 0 | True | 4 | 2026-10-12T13:50:38.554635+08:00 |
| 2026-10-12 | 凌晨候選 | 2026-10-08 | 0 | 0 | True | 4 | 2026-10-12T08:03:10.848292+08:00 |
| 2026-10-08 | 09:01開盤確認 | 2026-10-07 | 0 | 0 | False | 1 | 2026-10-08T09:19:52.905787+08:00 |
| 2026-10-08 | 凌晨候選 | 2026-10-07 | 0 | 0 | True | 1 | 2026-10-08T01:13:56.954908+08:00 |
| 2026-10-06 | 09:01開盤確認 | 2026-10-05 | 0 | 0 | True | 1 | 2026-10-06T09:12:59.546080+08:00 |
| 2026-10-06 | 凌晨候選 | 2026-10-05 | 0 | 0 | True | 1 | 2026-10-06T00:54:54.834988+08:00 |
| 2026-10-05 | 09:01開盤確認 | 2026-10-02 | 0 | 0 | True | 3 | 2026-10-05T13:42:30.454667+08:00 |
| 2026-10-05 | 凌晨候選 | 2026-10-02 | 0 | 0 | True | 3 | 2026-10-05T00:10:57.234462+08:00 |
| 2026-10-02 | 凌晨候選 | 2026-10-01 | 0 | 0 | True | 1 | 2026-10-02T00:14:42.439110+08:00 |
| 2026-10-01 | 09:01開盤確認 | 2026-09-30 | 0 | 0 | True | 1 | 2026-10-01T13:40:56.750054+08:00 |
| 2026-10-01 | 凌晨候選 | 2026-09-30 | 0 | 0 | True | 1 | 2026-10-01T00:20:02.604560+08:00 |
| 2026-09-30 | 09:01開盤確認 | 2026-09-29 | 0 | 0 | True | 1 | 2026-09-30T09:12:00.101602+08:00 |
| 2026-09-30 | 凌晨候選 | 2026-09-29 | 0 | 0 | True | 1 | 2026-09-30T00:17:21.508430+08:00 |
V24 歷史回測總覽
Frozen universe：gap(-8,-5] + vol<1000 + breadth≥50
DEV / OOS / FULL
| 樣本 | 交易 | 交易日 | Signals/Day | 勝率 | Avg Net | Trade PF | Daily Avg | Daily PF | Daily MDD | 平均/張 | NTD DD |
|---|---|---|---|---|---|---|---|---|---|---|---|
| DEV 2020–2023 | 30 | 30 | 1.00 | 43.3% | 2.20% | 4.64 | 2.20% | 4.64 | -4.88% | 871 元 | -1,922 元 |
| OOS 2024–2026 | 135 | 32 | 4.22 | 83.0% | 4.90% | 17.88 | 3.74% | 11.31 | -3.31% | 4,518 元 | -7,098 元 |
| FULL | 165 | 62 | 2.66 | 75.8% | 4.41% | 13.70 | 2.99% | 7.25 | -4.88% | 3,855 元 | -7,098 元 |
退出版本比較
| 版本 | 交易 | 勝率 | Daily Avg | Daily PF | Daily MDD | 平均/張 | NTD DD | Early Exit | Median Hold |
|---|---|---|---|---|---|---|---|---|---|
| 固定 -9% | 165 | 84.2% | 3.31% | 7.50 | -9.14% | 3,903 元 | -25,098 元 | 0.0% | 267 min |
| 開盤低點結構停損 | 165 | 40.6% | 2.57% | 5.53 | -13.71% | 923 元 | -7,098 元 | 53.9% | 30 min |
| Final：+1%反彈後破結構低 | 165 | 75.8% | 2.99% | 7.25 | -4.88% | 3,855 元 | -7,098 元 | 13.9% | 267 min |
| 09:10 未收復開盤退出 | 165 | 77.6% | 3.30% | 7.60 | -9.14% | 2,946 元 | -25,098 元 | 13.3% | 267 min |
| 09:10 未反彈退出 | 165 | 58.8% | 2.39% | 5.01 | -9.34% | 1,878 元 | -25,098 元 | 52.1% | 60 min |
| 09:15 未反彈退出 | 165 | 67.9% | 2.76% | 5.75 | -10.48% | 2,226 元 | -25,098 元 | 40.0% | 262 min |
固定 -9% FULL NTD DD：-25,098 元；Final 結構停損：-7,098 元。
資金曲線 / Drawdown / Daily Return
固定 1 張 / signal
累積 NTD PnL
NTD Drawdown
每日等權淨報酬
歷史總損益
636,051 元
1張/signal
Best Day
15.50%
Daily mean
Worst Day
-2.77%
Daily mean
日連勝 / 連敗
7 / 4
交易日
年度 / 月度穩定度
年度績效
| 年度 | 交易 | 交易日 | 勝率 | Daily Avg | Daily PF | Daily MDD | 平均/張 | 總損益 |
|---|---|---|---|---|---|---|---|---|
| 2020 | 9 | 9 | 55.6% | 4.99% | 21.40 | -1.40% | 226 元 | 2,037 元 |
| 2021 | 8 | 8 | 37.5% | 0.15% | 1.23 | -3.49% | -15 元 | -124 元 |
| 2022 | 12 | 12 | 33.3% | 1.26% | 2.41 | -3.10% | 1,968 元 | 23,614 元 |
| 2023 | 1 | 1 | 100.0% | 4.68% | — | 0.00% | 599 元 | 599 元 |
| 2024 | 12 | 11 | 75.0% | 4.09% | 13.59 | -2.59% | 362 元 | 4,345 元 |
| 2025 | 111 | 10 | 85.6% | 2.37% | 8.43 | -2.74% | 4,825 元 | 535,619 元 |
| 2026 | 12 | 11 | 66.7% | 4.62% | 11.54 | -1.50% | 5,830 元 | 69,960 元 |
月度 Daily Compounded Heatmap
| 年 | 1月 | 2月 | 3月 | 4月 | 5月 | 6月 | 7月 | 8月 | 9月 | 10月 | 11月 | 12月 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2020 | — | — | — | +25.8% | -1.4% | +15.5% | +6.5% | — | — | — | — | — |
| 2021 | -1.1% | — | — | — | +2.8% | — | — | -3.5% | — | +3.0% | — | — |
| 2022 | — | — | -1.2% | — | -2.4% | +1.6% | -2.1% | +10.0% | +10.3% | -2.4% | +1.1% | — |
| 2023 | — | — | — | — | +4.7% | — | — | — | — | — | — | — |
| 2024 | — | +3.6% | — | — | +3.0% | +8.5% | +12.9% | +11.6% | -2.6% | +5.0% | — | +3.5% |
| 2025 | — | -0.4% | +2.3% | +10.6% | -2.7% | +4.9% | -0.1% | +7.5% | — | +1.2% | — | +0.7% |
| 2026 | +3.3% | +8.0% | +27.5% | +14.1% | — | — | — | — | — | — | — | — |
策略分層檢查
用來看 edge 分布，不重新最佳化門檻
Gap
| 區間 | 筆數 | 勝率 | 平均淨報酬 | Trade PF | 平均/張 |
|---|---|---|---|---|---|
| (-8,-7.5] | 16 | 81.2% | 4.75% | 24.21 | 3,401 元 |
| (-7.5,-7] | 26 | 88.5% | 6.23% | 65.93 | 6,008 元 |
| (-7,-6.5] | 28 | 60.7% | 3.23% | 5.88 | 3,805 元 |
| (-6.5,-6] | 22 | 86.4% | 4.60% | 20.94 | 1,611 元 |
| (-6,-5.5] | 33 | 69.7% | 3.44% | 8.29 | 3,290 元 |
| (-5.5,-5] | 40 | 75.0% | 4.59% | 15.98 | 4,372 元 |
D-1 Volume
| 區間 | 筆數 | 勝率 | 平均淨報酬 | Trade PF | 平均/張 |
|---|---|---|---|---|---|
| 0–250 | 74 | 73.0% | 4.24% | 10.97 | 2,627 元 |
| 250–500 | 42 | 76.2% | 4.45% | 14.91 | 4,917 元 |
| 500–750 | 30 | 80.0% | 5.03% | 19.79 | 5,572 元 |
| 750–1000 | 19 | 78.9% | 3.95% | 18.51 | 3,580 元 |
Breadth
| 區間 | 筆數 | 勝率 | 平均淨報酬 | Trade PF | 平均/張 |
|---|---|---|---|---|---|
| 50–60 | 27 | 63.0% | 3.62% | 9.10 | 1,726 元 |
| 60–70 | 17 | 52.9% | 2.62% | 5.30 | 2,150 元 |
| 70–80 | 12 | 50.0% | 2.32% | 5.45 | 1,078 元 |
| 80–90 | 5 | 40.0% | 2.63% | 6.30 | 1,209 元 |
| 90–100 | 104 | 87.5% | 5.23% | 21.85 | 5,134 元 |
Entry Price
| 區間 | 筆數 | 勝率 | 平均淨報酬 | Trade PF | 平均/張 |
|---|---|---|---|---|---|
| <50 | 112 | 71.4% | 3.84% | 10.39 | 817 元 |
| 50–100 | 27 | 77.8% | 4.46% | 18.01 | 3,009 元 |
| 100–200 | 14 | 92.9% | 6.05% | 47.52 | 8,161 元 |
| 200–500 | 9 | 88.9% | 6.90% | 25.02 | 20,637 元 |
| 500–1000 | 3 | 100.0% | 9.95% | — | 54,447 元 |
Robustness / Exit Reasons
Remove Best Days
| 樣本 | 移除最佳日 | 交易 | 交易日 | Daily Avg | Daily PF | Daily MDD | 平均/張 | NTD DD |
|---|---|---|---|---|---|---|---|---|
| DEV | 0 | 30 | 30 | 2.20% | 4.64 | -4.88% | 871 元 | -1,922 元 |
| DEV | 1 | 29 | 29 | 1.74% | 3.79 | -4.88% | 868 元 | -1,922 元 |
| DEV | 3 | 27 | 27 | 0.93% | 2.39 | -4.88% | 648 元 | -2,404 元 |
| DEV | 5 | 25 | 25 | 0.15% | 1.21 | -8.70% | -133 元 | -4,162 元 |
| DEV | 10 | 20 | 20 | -0.75% | 0.17 | -15.08% | -291 元 | -6,060 元 |
| OOS | 0 | 135 | 32 | 3.74% | 11.31 | -3.31% | 4,518 元 | -7,098 元 |
| OOS | 1 | 134 | 31 | 3.41% | 10.11 | -3.31% | 4,533 元 | -7,098 元 |
| OOS | 3 | 132 | 29 | 2.88% | 8.21 | -3.31% | 4,567 元 | -7,098 元 |
| OOS | 5 | 130 | 27 | 2.49% | 6.79 | -4.76% | 4,547 元 | -7,098 元 |
| OOS | 10 | 24 | 22 | 1.58% | 3.99 | -4.76% | 1,632 元 | -7,098 元 |
| FULL | 0 | 165 | 62 | 2.99% | 7.25 | -4.88% | 3,855 元 | -7,098 元 |
| FULL | 1 | 164 | 61 | 2.79% | 6.73 | -4.88% | 3,873 元 | -7,098 元 |
| FULL | 3 | 162 | 59 | 2.42% | 5.82 | -4.88% | 3,900 元 | -7,098 元 |
| FULL | 5 | 160 | 57 | 2.09% | 5.02 | -4.88% | 3,887 元 | -7,098 元 |
| FULL | 10 | 155 | 52 | 1.36% | 3.39 | -8.70% | 3,793 元 | -7,098 元 |
出場原因
| 樣本 | 出場原因 | 筆數 |
|---|---|---|
| DEV | STRUCT_REBOUND_BREAK | 5 |
| DEV | STRUCT_REBOUND_BREAK_GAP | 3 |
| DEV | TIME_13:25 | 14 |
| DEV | TIME_13:25_NO_ACTIVATION | 8 |
| OOS | STRUCT_REBOUND_BREAK | 10 |
| OOS | STRUCT_REBOUND_BREAK_GAP | 5 |
| OOS | TIME_13:25 | 113 |
| OOS | TIME_13:25_NO_ACTIVATION | 7 |
歷史交易明細
Top 10
| 日期 | 代號 | 樣本 | Gap % | D-1量 | Breadth % | 進場 | 出場 | 出場原因 | 淨報酬 % | 一張損益 |
|---|---|---|---|---|---|---|---|---|---|---|
| 2025-04-11 | 6223 | OOS | -7.18 | 450.000 | 99.48 | 505.0 | 577.0 | TIME_13:25 | 13.86 | 69,980 |
| 2025-04-11 | 6781 | OOS | -5.98 | 543.806 | 98.53 | 659.0 | 717.0 | TIME_13:25 | 8.40 | 55,364 |
| 2025-04-11 | 4749 | OOS | -5.46 | 111.000 | 99.48 | 370.0 | 411.5 | TIME_13:25 | 10.82 | 40,020 |
| 2026-03-19 | 5386 | OOS | -6.71 | 287.000 | 62.39 | 400.0 | 441.0 | TIME_13:25 | 9.85 | 39,400 |
| 2025-04-11 | 6510 | OOS | -6.89 | 207.000 | 99.48 | 501.0 | 541.0 | TIME_13:25 | 7.58 | 37,996 |
| 2025-04-11 | 3583 | OOS | -5.12 | 353.397 | 99.48 | 209.0 | 237.5 | TIME_13:25 | 13.24 | 27,664 |
| 2025-04-11 | 4966 | OOS | -5.16 | 783.000 | 99.48 | 472.5 | 501.0 | TIME_13:25 | 5.63 | 26,610 |
| 2022-08-29 | 6683 | DEV | -5.19 | 892.000 | 51.18 | 201.0 | 222.0 | TIME_13:25 | 10.05 | 20,196 |
| 2025-04-11 | 6139 | OOS | -7.49 | 534.366 | 100.00 | 179.0 | 198.5 | TIME_13:25 | 10.49 | 18,784 |
| 2026-02-26 | 5386 | OOS | -6.62 | 694.000 | 51.38 | 197.5 | 214.0 | TIME_13:25 | 7.95 | 15,710 |
Bottom 10
| 日期 | 代號 | 樣本 | Gap % | D-1量 | Breadth % | 進場 | 出場 | 出場原因 | 淨報酬 % | 一張損益 |
|---|---|---|---|---|---|---|---|---|---|---|
| 2024-09-24 | 3086 | OOS | -6.92 | 482.000 | 64.00 | 274.5 | 268.50 | STRUCT_REBOUND_BREAK | -2.59 | -7,098 |
| 2022-09-13 | 6703 | DEV | -5.63 | 881.000 | 61.34 | 105.5 | 104.00 | TIME_13:25_NO_ACTIVATION | -1.82 | -1,922 |
| 2025-05-22 | 4554 | OOS | -5.05 | 482.000 | 70.79 | 47.1 | 46.00 | STRUCT_REBOUND_BREAK_GAP | -2.74 | -1,288 |
| 2025-04-11 | 6419 | OOS | -5.95 | 55.000 | 96.49 | 68.0 | 67.10 | TIME_13:25_NO_ACTIVATION | -1.72 | -1,172 |
| 2025-04-11 | 2239 | OOS | -6.60 | 63.803 | 100.00 | 28.5 | 27.55 | STRUCT_REBOUND_BREAK | -3.73 | -1,064 |
| 2026-01-12 | 5543 | OOS | -5.15 | 415.000 | 56.32 | 35.8 | 34.95 | STRUCT_REBOUND_BREAK | -2.77 | -993 |
| 2025-04-11 | 8059 | OOS | -5.88 | 215.000 | 98.88 | 20.8 | 19.90 | STRUCT_REBOUND_BREAK_GAP | -4.73 | -983 |
| 2022-05-06 | 6556 | DEV | -6.51 | 101.000 | 80.37 | 61.8 | 61.10 | STRUCT_REBOUND_BREAK | -1.53 | -947 |
| 2025-04-11 | 5306 | OOS | -6.60 | 634.218 | 100.00 | 84.9 | 84.40 | STRUCT_REBOUND_BREAK | -0.99 | -840 |
| 2025-04-11 | 6150 | OOS | -7.44 | 583.000 | 98.13 | 51.0 | 50.50 | STRUCT_REBOUND_BREAK | -1.38 | -704 |
| 日期 | 代號 | 樣本 | Gap % | D-1量 | Breadth % | 進場 | 出場 | 出場原因 | 淨報酬 % | 一張損益 |
|---|---|---|---|---|---|---|---|---|---|---|
| 2026-04-13 | 3593 | OOS | -5.13 | 223.862 | 62.50 | 14.70 | 16.30 | TIME_13:25 | 10.48 | 1,541 |
| 2026-04-02 | 6988 | OOS | -6.35 | 45.464 | 85.71 | 14.80 | 15.35 | TIME_13:25 | 3.32 | 491 |
| 2026-03-19 | 4923 | OOS | -5.69 | 483.000 | 75.74 | 38.30 | 38.10 | TIME_13:25 | -0.92 | -353 |
| 2026-03-19 | 5386 | OOS | -6.71 | 287.000 | 62.39 | 400.00 | 441.00 | TIME_13:25 | 9.85 | 39,400 |
| 2026-03-17 | 3288 | OOS | -5.50 | 167.000 | 56.52 | 15.00 | 15.95 | TIME_13:25 | 5.93 | 890 |
| 2026-03-09 | 7712 | OOS | -7.14 | 680.000 | 54.73 | 99.00 | 100.50 | TIME_13:25 | 1.12 | 1,104 |
| 2026-03-02 | 1735 | OOS | -5.57 | 812.636 | 57.14 | 18.10 | 20.70 | TIME_13:25 | 13.96 | 2,528 |
| 2026-02-26 | 5386 | OOS | -6.62 | 694.000 | 51.38 | 197.50 | 214.00 | TIME_13:25 | 7.95 | 15,710 |
| 2026-01-27 | 6708 | OOS | -6.92 | 212.000 | 69.00 | 45.50 | 45.00 | STRUCT_REBOUND_BREAK | -1.50 | -682 |
| 2026-01-20 | 3135 | OOS | -7.46 | 614.451 | 70.50 | 124.00 | 135.00 | TIME_13:25 | 8.47 | 10,504 |
| 2026-01-19 | 4923 | OOS | -5.85 | 870.000 | 52.50 | 32.20 | 32.15 | STRUCT_REBOUND_BREAK | -0.56 | -179 |
| 2026-01-12 | 5543 | OOS | -5.15 | 415.000 | 56.32 | 35.80 | 34.95 | STRUCT_REBOUND_BREAK | -2.77 | -993 |
| 2025-12-23 | 6228 | OOS | -6.28 | 278.000 | 76.15 | 28.35 | 28.65 | TIME_13:25 | 0.66 | 187 |
| 2025-10-16 | 5227 | OOS | -6.35 | 656.000 | 66.67 | 27.60 | 28.05 | TIME_13:25 | 1.23 | 340 |
| 2025-08-13 | 4924 | OOS | -5.84 | 203.000 | 51.35 | 14.50 | 15.65 | TIME_13:25 | 7.53 | 1,092 |
| 2025-07-10 | 6588 | OOS | -6.90 | 496.000 | 57.30 | 29.35 | 29.45 | TIME_13:25 | -0.06 | -17 |
| 2025-06-05 | 6144 | OOS | -5.40 | 139.000 | 50.00 | 21.90 | 23.05 | TIME_13:25 | 4.85 | 1,062 |
| 2025-05-22 | 4554 | OOS | -5.05 | 482.000 | 70.79 | 47.10 | 46.00 | STRUCT_REBOUND_BREAK_GAP | -2.74 | -1,288 |
| 2025-04-14 | 1512 | OOS | -5.47 | 55.623 | 100.00 | 5.88 | 6.20 | TIME_13:25_NO_ACTIVATION | 5.04 | 296 |
| 2025-04-11 | 1323 | OOS | -7.77 | 71.034 | 100.00 | 18.95 | 19.80 | TIME_13:25 | 4.09 | 774 |
| 2025-04-11 | 1453 | OOS | -6.72 | 455.984 | 98.85 | 12.50 | 13.15 | TIME_13:25 | 4.80 | 600 |
| 2025-04-11 | 1471 | OOS | -7.76 | 260.435 | 98.53 | 9.33 | 10.00 | TIME_13:25 | 6.78 | 633 |
| 2025-04-11 | 1541 | OOS | -5.17 | 4.037 | 100.00 | 21.10 | 24.25 | TIME_13:25 | 14.53 | 3,066 |
| 2025-04-11 | 1617 | OOS | -6.04 | 332.916 | 100.00 | 14.20 | 15.35 | TIME_13:25 | 7.70 | 1,093 |
| 2025-04-11 | 1777 | OOS | -7.21 | 180.000 | 100.00 | 84.00 | 87.50 | TIME_13:25 | 3.77 | 3,164 |
| 2025-04-11 | 2066 | OOS | -7.88 | 178.000 | 100.00 | 72.20 | 74.20 | TIME_13:25 | 2.37 | 1,711 |
| 2025-04-11 | 2239 | OOS | -6.60 | 63.803 | 100.00 | 28.50 | 27.55 | STRUCT_REBOUND_BREAK | -3.73 | -1,064 |
| 2025-04-11 | 2415 | OOS | -6.91 | 168.290 | 98.53 | 20.40 | 22.80 | TIME_13:25 | 11.36 | 2,318 |
| 2025-04-11 | 2432 | OOS | -6.27 | 23.842 | 98.13 | 26.15 | 27.50 | TIME_13:25 | 4.76 | 1,245 |
| 2025-04-11 | 2482 | OOS | -5.76 | 325.780 | 100.00 | 16.40 | 17.35 | TIME_13:25 | 5.39 | 884 |
| 2025-04-11 | 2491 | OOS | -5.80 | 53.565 | 96.49 | 9.75 | 9.68 | STRUCT_REBOUND_BREAK_GAP | -1.12 | -109 |
| 2025-04-11 | 2495 | OOS | -7.21 | 671.636 | 98.13 | 20.60 | 22.10 | TIME_13:25 | 6.88 | 1,418 |
| 2025-04-11 | 2596 | OOS | -6.24 | 424.000 | 98.85 | 29.30 | 31.60 | TIME_13:25 | 7.45 | 2,183 |
| 2025-04-11 | 2743 | OOS | -5.41 | 180.000 | 100.00 | 69.10 | 77.80 | TIME_13:25 | 12.19 | 8,424 |
| 2025-04-11 | 3022 | OOS | -7.03 | 700.453 | 98.13 | 69.30 | 75.80 | TIME_13:25 | 8.98 | 6,223 |
| 2025-04-11 | 3027 | OOS | -6.85 | 483.212 | 98.88 | 23.45 | 25.15 | TIME_13:25 | 6.85 | 1,606 |
| 2025-04-11 | 3071 | OOS | -5.42 | 239.000 | 98.13 | 17.25 | 18.80 | TIME_13:25 | 8.59 | 1,481 |
| 2025-04-11 | 3085 | OOS | -6.88 | 18.000 | 96.43 | 17.60 | 17.45 | TIME_13:25_NO_ACTIVATION | -1.25 | -220 |
| 2025-04-11 | 3086 | OOS | -7.48 | 92.000 | 100.00 | 119.00 | 126.00 | TIME_13:25 | 5.48 | 6,524 |
| 2025-04-11 | 3094 | OOS | -5.30 | 268.806 | 99.48 | 20.55 | 21.95 | TIME_13:25 | 6.41 | 1,318 |
| 2025-04-11 | 3162 | OOS | -5.43 | 861.000 | 100.00 | 40.10 | 41.10 | TIME_13:25 | 2.09 | 840 |
| 2025-04-11 | 3221 | OOS | -6.93 | 143.000 | 98.88 | 16.90 | 18.15 | TIME_13:25 | 7.00 | 1,182 |
| 2025-04-11 | 3379 | OOS | -6.01 | 615.000 | 100.00 | 41.00 | 46.65 | TIME_13:25 | 13.38 | 5,486 |
| 2025-04-11 | 3447 | OOS | -5.21 | 170.376 | 98.88 | 43.50 | 45.60 | TIME_13:25 | 4.43 | 1,926 |
| 2025-04-11 | 3467 | OOS | -7.13 | 122.000 | 99.48 | 43.65 | 45.30 | TIME_13:25 | 3.38 | 1,475 |
| 2025-04-11 | 3479 | OOS | -5.48 | 172.000 | 98.13 | 88.00 | 90.30 | TIME_13:25 | 2.21 | 1,948 |
| 2025-04-11 | 3494 | OOS | -6.91 | 87.656 | 98.13 | 14.15 | 13.85 | STRUCT_REBOUND_BREAK | -2.52 | -357 |
| 2025-04-11 | 3532 | OOS | -5.38 | 374.704 | 99.48 | 66.80 | 71.80 | TIME_13:25 | 7.09 | 4,733 |
| 2025-04-11 | 3545 | OOS | -7.09 | 774.710 | 99.48 | 52.70 | 56.70 | TIME_13:25 | 7.19 | 3,789 |
| 2025-04-11 | 3557 | OOS | -6.40 | 98.150 | 96.97 | 46.05 | 50.30 | TIME_13:25 | 8.83 | 4,066 |
系統健康 / 自動排程
資料健康度
| 資料 | 狀態 | 更新時間 | 大小 |
|---|---|---|---|
| 官方日資料 Master | OK | 2026-11-13 14:38:06 | 256.9 MB |
| LONG Selector State | OK | 2026-11-13 14:39:01 | 1.4 KB |
| LONG Runner State | OK | 2026-11-13 09:45:28 | 1.1 KB |
| 盤前候選 | OK | 2026-11-13 14:38:54 | 0.3 KB |
| V24 Trade Level | OK | 2026-09-21 13:07:42 | 344.2 KB |
| V24 Robustness | OK | 2026-09-21 13:07:43 | 20.8 KB |
| A2 首頁 | OK | 2026-11-13 14:36:49 | 27.4 KB |
LaunchAgent
主要排程為週一～週五且已載入。
| Job | 時間 | 星期 | Loaded | Last Exit | 判定 |
|---|---|---|---|---|---|
| A2 盤前 | 00:05 | 一、二、三、四、五 | Yes | 0 | OK |
| A2 開盤 | 09:01 | 一、二、三、四、五 | Yes | 0 | OK |
| A2 Refresh | 09:03 | 一、二、三、四、五 | Yes | 0 | OK |
| A2 Final | 09:06 | 一、二、三、四、五 | Yes | 0 | OK |
Final Frozen Rules
D-1 Event官方正式漲停
D-1 Volume<1000 張
Sector Breadth≥50%
D-Day Gap-8% < Gap ≤ -5%
Entry09:01；1張；價格<1000
Activation完成1分K收盤 ≥ entry×1.01
Structural Stop09:00～Activation K最低點 -1 tick；下一根起有效；gap-through 用開盤價
Safety / Exit-9% Hard Stop 永遠有效；13:25 強制出場
Live 與 Research 分開。歷史績效不保證未來結果。本頁不保存 API key，也不送出券商委託。