操作提示

2026-10-19 信号 · 次一交易日开盘执行

今日信号与上一交易日一致，无需调仓，继续持有：

纳指100ETF159941.SZ 银行ETF512800.SH 红利ETF510880.SH

当日信号

Top 3 · 次一交易日开盘执行

打分明细（共 26 只）

#	代码	名称	因子1	因子2	过滤	综合分
1	512800.SH	银行ETF	+2.244	-1.013	通过	+1.231
2	510880.SH	红利ETF	+1.512	-0.848	通过	+0.665
3	159941.SZ	纳指100ETF	+1.357	-0.697	通过	+0.659
4	159930.SZ	能源ETF	+1.435	-1.024	通过	+0.411
5	159928.SZ	消费ETF	+1.108	-0.783	通过	+0.325
6	159206.SZ	卫星ETF	-0.951	+0.624	未通过	-inf
7	159920.SZ	恒生ETF	-0.096	-0.360	未通过	-inf
8	159870.SZ	化工ETF	-0.748	+0.247	未通过	-inf
9	159559.SZ	机器人ETF	-0.573	+0.259	未通过	-inf
10	159732.SZ	消费电子ETF	-1.535	+1.337	未通过	-inf
11	159995.SZ	芯片ETF	-1.490	+1.435	未通过	-inf
12	159985.SZ	豆粕ETF	+0.427	-0.097	未通过	-inf
13	512400.SH	有色金属ETF	-0.664	+0.436	未通过	-inf
14	512200.SH	房地产ETF	+0.409	-0.010	未通过	-inf
15	512660.SH	军工ETF	-0.178	-0.100	未通过	-inf
16	512880.SH	证券ETF	+0.364	-0.459	未通过	-inf
17	512980.SH	传媒ETF	+0.385	-0.308	未通过	-inf
18	513120.SH	创新药ETF	+0.493	+0.026	未通过	-inf
19	513330.SH	互联网ETF	-0.207	-0.334	未通过	-inf
20	513500.SH	标普500ETF	+0.540	-0.491	未通过	-inf
21	513520.SH	日经225ETF	+0.464	-0.307	未通过	-inf
22	515030.SH	新能源车ETF	-1.397	+0.477	未通过	-inf
23	515790.SH	光伏ETF	-1.113	+0.339	未通过	-inf
24	515880.SH	通信ETF	-1.123	+1.686	未通过	-inf
25	518880.SH	黄金ETF	+0.219	-0.337	未通过	-inf
26	561380.SH	电网设备ETF	-0.882	+0.303	未通过	-inf

回测表现

2026-01-01 ~ 2026-10-19 · 共 189 个交易日 · 基准：中证500

总收益

23.93%

超额（vs 主基准）

35.04%

年化收益

31.80%

夏普比率

1.23

最大回撤

-20.28%

信息比率

1.60

日胜率

48.94%

交易次数

392

按年绩效 train = 样本内 / test = 样本外

年份	阶段	策略收益	基准收益	超额	年化	波动率	夏普	最大回撤	IR	日胜率
2021	train	32.36%	13.52%	18.84%	32.36%	18.56%	1.74	-7.12%	1.06	53.72%
2022	train	19.07%	-20.26%	39.32%	19.15%	16.70%	1.15	-10.50%	1.93	51.04%
2023	train	42.47%	-8.84%	51.31%	42.67%	15.86%	2.69	-9.56%	2.61	54.77%
2024	train	35.29%	5.85%	29.45%	35.46%	19.61%	1.81	-10.10%	0.94	53.11%
2025	train	54.78%	34.62%	20.16%	54.78%	16.62%	3.30	-7.06%	0.90	59.09%
2026	test	23.93%	-11.12%	35.04%	31.80%	25.79%	1.23	-20.28%	1.60	48.94%

操作历史共 59 条 · 最新在前

日期	买入	卖出	保持	持仓	当前持仓
2026-10-19	—	—	159941.SZ(+1.83%) 512800.SH(+1.92%) 510880.SH(+0.87%)	3	159941.SZ 512800.SH 510880.SH
2026-10-19	510880.SH	513520.SH(-5.94%)	—	3	159941.SZ 512800.SH 510880.SH
2026-10-16	512800.SH	513500.SH(-0.76%)	—	3	159941.SZ 513520.SH 512800.SH
2026-10-12	513520.SH	515880.SH(-12.74%)	—	3	159941.SZ 513500.SH 513520.SH
2026-09-28	515880.SH	159985.SZ(-2.35%)	—	3	159941.SZ 513500.SH 515880.SH
2026-09-24	513500.SH	512660.SH(-0.15%)	—	3	159985.SZ 159941.SZ 513500.SH
2026-09-21	159941.SZ	512800.SH(-1.01%)	—	3	512660.SH 159985.SZ 159941.SZ
2026-09-18	159985.SZ	510880.SH(-4.09%)	—	3	512800.SH 512660.SH 159985.SZ
2026-09-15	512660.SH	159985.SZ(-5.46%)	—	3	512800.SH 510880.SH 512660.SH
2026-09-11	510880.SH	159930.SZ(-2.06%)	—	3	512800.SH 159985.SZ 510880.SH
2026-09-08	159985.SZ	510880.SH(-0.06%)	—	3	159930.SZ 512800.SH 159985.SZ
2026-09-03	512800.SH	513500.SH(-1.58%)	—	3	510880.SH 159930.SZ 512800.SH
2026-09-02	159930.SZ	518880.SH(-2.53%)	—	3	513500.SH 510880.SH 159930.SZ
2026-08-24	510880.SH	513120.SH(+6.21%)	—	3	513500.SH 518880.SH 510880.SH
2026-08-17	513120.SH	159928.SZ(-1.10%)	—	3	513500.SH 518880.SH 513120.SH
2026-08-13	518880.SH	159920.SZ(-1.91%)	—	3	159928.SZ 513500.SH 518880.SH
2026-08-10	513500.SH	512800.SH(+2.12%)	—	3	159920.SZ 159928.SZ 513500.SH
2026-07-29	159920.SZ 159928.SZ	159985.SZ(-2.44%) 513120.SH(-0.48%)	—	3	512800.SH 159920.SZ 159928.SZ
2026-07-14	512800.SH	159995.SZ(-1.05%)	—	3	159985.SZ 513120.SH 512800.SH
2026-07-13	513120.SH	512880.SH(-0.24%)	—	3	159995.SZ 159985.SZ 513120.SH
2026-07-09	159985.SZ	159732.SZ(-7.11%)	—	3	512880.SH 159995.SZ 159985.SZ
2026-07-03	159995.SZ	513520.SH(-1.37%)	—	3	512880.SH 159732.SZ 159995.SZ
2026-07-02	159732.SZ	515880.SH(-10.57%)	—	3	513520.SH 512880.SH 159732.SZ
2026-06-25	512880.SH 515880.SH	159941.SZ(-0.84%) 512800.SH(-4.72%)	—	3	513520.SH 512880.SH 515880.SH
2026-06-24	513520.SH	513500.SH(-3.16%)	—	3	159941.SZ 512800.SH 513520.SH
2026-06-17	159941.SZ 512800.SH	515880.SH(+4.17%) 510880.SH(-2.56%)	—	3	513500.SH 159941.SZ 512800.SH
2026-06-16	513500.SH	513520.SH(+6.41%)	—	3	515880.SH 510880.SH 513500.SH
2026-06-09	515880.SH 510880.SH 513520.SH	513500.SH(+1.18%) 159941.SZ(+3.03%) 159732.SZ(+4.83%)	—	3	515880.SH 510880.SH 513520.SH
2026-05-15	159732.SZ	515030.SH(-5.94%)	—	3	513500.SH 159941.SZ 159732.SZ
2026-05-13	159941.SZ	515880.SH(+32.38%)	—	3	515030.SH 513500.SH 159941.SZ
2026-05-12	513500.SH	159941.SZ(+11.68%)	—	3	515880.SH 515030.SH 513500.SH
2026-05-08	515030.SH	512800.SH(-1.69%)	—	3	515880.SH 159941.SZ 515030.SH
2026-04-28	512800.SH	515030.SH(+4.29%)	—	3	515880.SH 159941.SZ 512800.SH
2026-04-20	—	获利减仓 515880.SH(+19.44%)	—	3	515880.SH 159941.SZ 515030.SH
2026-04-16	159941.SZ 515030.SH	513120.SH(+2.94%) 513520.SH(+4.61%)	—	3	515880.SH 159941.SZ 515030.SH
2026-04-09	513520.SH	—	—	3	513120.SH 515880.SH 513520.SH
2026-04-08	—	512800.SH(+0.32%)	—	2	513120.SH 515880.SH
2026-04-07	515880.SH	—	—	3	512800.SH 513120.SH 515880.SH
2026-04-02	513120.SH	515790.SH(-9.38%) 515880.SH(+0.59%)	—	2	512800.SH 513120.SH
2026-03-26	515790.SH 515880.SH	159985.SZ(+7.75%)	—	3	512800.SH 515790.SH 515880.SH
2026-03-25	512800.SH	—	—	2	159985.SZ 512800.SH
2026-03-24	—	510880.SH(-3.38%) 515790.SH(-0.41%)	—	1	159985.SZ
2026-03-17	515790.SH	159870.SZ(+2.05%)	—	3	159985.SZ 510880.SH 515790.SH
2026-03-04	510880.SH	159930.SZ(+23.79%)	—	3	159870.SZ 159985.SZ 510880.SH
2026-03-03	—	获利减仓 159930.SZ(+17.03%)	—	3	159930.SZ 159870.SZ 159985.SZ
2026-03-02	159985.SZ	561380.SH(+6.21%)	—	3	159930.SZ 159870.SZ 159985.SZ
2026-02-13	561380.SH	518880.SH(+4.93%)	—	3	159930.SZ 159870.SZ 561380.SH
2026-02-11	159870.SZ	159985.SZ(+0.55%)	—	3	159930.SZ 518880.SH 159870.SZ
2026-02-06	518880.SH	159995.SZ(-6.89%)	—	3	159930.SZ 159985.SZ 518880.SH
2026-02-03	159985.SZ	159870.SZ(+8.17%)	—	3	159930.SZ 159995.SZ 159985.SZ
2026-01-30	159995.SZ	159206.SZ(+1.43%)	—	3	159870.SZ 159930.SZ 159995.SZ
2026-01-27	159930.SZ	518880.SH(+13.30%)	—	3	159870.SZ 159206.SZ 159930.SZ
2026-01-26	—	获利减仓 159870.SZ(+15.79%)	—	3	159870.SZ 518880.SH 159206.SZ
2026-01-22	159206.SZ	512400.SH(+3.47%)	—	3	159870.SZ 518880.SH 159206.SZ
2026-01-12	512400.SH	159206.SZ(+20.74%)	—	3	159870.SZ 518880.SH 512400.SH
2026-01-12	—	获利减仓 159206.SZ(+20.74%)	—	3	159870.SZ 159206.SZ 518880.SH
2026-01-07	518880.SH	512660.SH(+17.57%)	—	3	159870.SZ 159206.SZ 518880.SH
2026-01-07	—	获利减仓 512660.SH(+17.57%)	—	3	512660.SH 159870.SZ 159206.SZ
2026-01-05	159206.SZ	518880.SH(-3.12%)	—	3	512660.SH 159870.SZ 159206.SZ

策略说明

行业轮动

核心思路

按照每日操作提示，在开盘时做卖出和买入操作。

候选 ETF 池

行业与主题 ETF 共 26 只，覆盖：跨境（纳指100 / 标普500 / 日经225 / 恒生）、红利（红利ETF）、商品（黄金 / 豆粕）、科技（通信 / 芯片 / 互联网 / 传媒 / 机器人 / 消费电子 / 卫星）、能源材料（能源 / 有色金属 / 化工 / 新能源车 / 光伏 / 电网设备）、消费医疗（消费 / 创新药）、金融周期（证券 / 银行 / 房地产 / 军工）。

目标是抓住行业之间的相对强弱切换。