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宏观大盘行业板块 · 待个股策略
大盘期货方向

观势五维 IF short 策略

market_if_weishi_short · version_hash=d00e7142b337f37c2286b935e88f1a71d13c6bed94510ffd5e9c74eb22fac9d2

123 records

公开视图

公开页优先展示冻结版本、前向记录、风险和上游来源；不把回测放在主位。

策略状态观察中
公开级别完全公开
资产类型大盘期货方向
交易范围filters=["main_contract_roll"]；include=["IF_main"]
标的选择/方向判断anchor_code=000300；anchor_name=沪深300；type=single_instrument
入场规则source=decision_ticket；trigger=next_session_open_or_close
出场规则trigger=reverse_signal_or_window_expire；windows=["t1", "t5", "t20"]
仓位管理by_aligned_dims={"3": 0.33, "4": 0.5, "5": 1.0}；gate_default={"ceiling": 1.0, "state": "allow"}
调整节奏calendar=cn_a_share；frequency=session
冻结版本d00e7142b337f37c2286b935e88f1a71d13c6bed94510ffd5e9c74eb22fac9d2

前向曲线

T+1 前向表现组合收益 / 超额 / 方向得分
信号实现目标数量 / 结算状态

版本历史

冻结后的 version_hash 不覆盖旧记录；有新版本时只追加，详情页展示最新版本相对上一版的字段变化。

版本信号日最近生成记录数
d00e7142b337f37c2286b935e88f1a71d13c6bed94510ffd5e9c74eb22fac9d22026-07-292026-07-29 15:07:5524
b5e3b89ac23f41c0a9a42f4f40e18abc215c0c1154f8982443ae010e8494dda72026-07-212026-07-21 15:12:4436
weishi_current2026-07-082026-07-0863

最新版本差异

字段上一版最新版
factor_refs未设置[{"factor_id": "market_valuation.indices[code=000300].pe_percentile", "factor_version": "unversioned"}, {"factor_id": "market_valuation.indices[code=000300].pb_percentile", "factor_version": "unversioned"}, {"factor_id": "market_valuation.indices[code=000300].erp1_vs_cn10y", "factor_version": "unversioned"}, {"factor_id": "market_breadth.up", "factor_version": "unversioned"}, {"factor_id": "market_breadth.down", "factor_version": "unversioned"}, {"factor_id": "ma_trend.indices[code=000300].vs_ma60", "factor_version": "unversioned"}, {"factor_id": "ma_trend.indices[code=000300].vs_ma250", "factor_version": "unversioned"}, {"factor_id": "index_futures.style_spreads[pair=IF/IC].basis_pct_spread", "factor_version": "unversioned"}, {"factor_id": "indices[code=000016].pct", "factor_version": "unversioned"}, {"factor_id": "indices[code=000905].pct", "factor_version": "unversioned"}, {"factor_id": "sectors.industry_top", "factor_version": "unversioned"}, {"factor_id": "sectors.industry_bottom", "factor_version": "unversioned"}, {"factor_id": "ma_trend.indices[code=000300].ma60_dir", "factor_version": "unversioned"}, {"factor_id": "ma_trend.indices[code=000300].ma120_dir", "factor_version": "unversioned"}, {"factor_id": "ma_trend.indices[code=000300].vs_ma20", "factor_version": "unversioned"}, {"factor_id": "compute:vol_price_signal", "factor_version": "unversioned"}, {"factor_id": "compute:intraday_shape", "factor_version": "unversioned"}, {"factor_id": "limit.max_lianban", "factor_version": "unversioned"}, {"factor_id": "limit.up_count", "factor_version": "unversioned"}, {"factor_id": "limit.down_count", "factor_version": "unversioned"}, {"factor_id": "limit.promotion_rate", "factor_version": "unversioned"}, {"factor_id": "limit.zb_count", "factor_version": "unversioned"}, {"factor_id": "limit.dt_count", "factor_version": "unversioned"}, {"factor_id": "search:时间·规律", "factor_version": "unversioned"}, {"factor_id": "search:时间·可见", "factor_version": "unversioned"}, {"factor_id": "event_calendar.items", "factor_version": "unversioned"}, {"factor_id": "compute:turnover_dod", "factor_version": "unversioned"}, {"factor_id": "market_turnover_yi", "factor_version": "unversioned"}, {"factor_id": "compute:volume_level", "factor_version": "unversioned"}, {"factor_id": "macro_liquidity.repo_rates.fr007", "factor_version": "unversioned"}, {"factor_id": "macro_liquidity.repo_rates.fdr007", "factor_version": "unversioned"}, {"factor_id": "compute:margin_trend", "factor_version": "unversioned"}, {"factor_id": "etf_flows.sse_share_change", "factor_version": "unversioned"}, {"factor_id": "capital_flow.inflow_top", "factor_version": "unversioned"}, {"factor_id": "capital_flow.outflow_top", "factor_version": "unversioned"}, {"factor_id": "capital_flow.concept_inflow_top", "factor_version": "unversioned"}, {"factor_id": "capital_flow.concept_outflow_top", "factor_version": "unversioned"}, {"factor_id": "a50.pct", "factor_version": "unversioned"}, {"factor_id": "indices[code=000300].pct", "factor_version": "unversioned"}, {"factor_id": "limit.break_rate", "factor_version": "unversioned"}, {"factor_id": "etf_options.atm_near_month[0].iv_skew_put_minus_call", "factor_version": "unversioned"}, {"factor_id": "index_options.cffex_pcr[0].pcr_open_interest", "factor_version": "unversioned"}, {"factor_id": "limit.up_sample", "factor_version": "unversioned"}, {"factor_id": "limit.ladder", "factor_version": "unversioned"}, {"factor_id": "sectors.concept_top", "factor_version": "unversioned"}, {"factor_id": "market_heat.ths_hot", "factor_version": "unversioned"}, {"factor_id": "market_heat.em_hot", "factor_version": "unversioned"}, {"factor_id": "search:心理·认知", "factor_version": "unversioned"}, {"factor_id": "search:心理·接受", "factor_version": "unversioned"}, {"factor_id": "market_heat.em_concept_hits", "factor_version": "unversioned"}, {"factor_id": "capital_flow.inflow_top[0].net_yi", "factor_version": "unversioned"}, {"factor_id": "capital_flow.concept_inflow_top[0].net_yi", "factor_version": "unversioned"}, {"factor_id": "search:网络·结构", "factor_version": "unversioned"}, {"factor_id": "sectors.eastmoney_industry_top", "factor_version": "unversioned"}, {"factor_id": "sectors.eastmoney_concept_top", "factor_version": "unversioned"}, {"factor_id": "search:网络·弹性", "factor_version": "unversioned"}]
freeze_manifest.ai_suggestions未设置[]
freeze_manifest.default_rules未设置[{"path": "entry.trigger", "value": "next_session_open_or_close"}, {"path": "exit.trigger", "value": "reverse_signal_or_window_expire"}]
freeze_manifest.execution_code_hash未设置0a5a3af24be297b8649c3878cef60c697e39903da61543c71a65808bea61998e
freeze_manifest.factor_refs未设置[{"factor_id": "market_valuation.indices[code=000300].pe_percentile", "factor_version": "unversioned"}, {"factor_id": "market_valuation.indices[code=000300].pb_percentile", "factor_version": "unversioned"}, {"factor_id": "market_valuation.indices[code=000300].erp1_vs_cn10y", "factor_version": "unversioned"}, {"factor_id": "market_breadth.up", "factor_version": "unversioned"}, {"factor_id": "market_breadth.down", "factor_version": "unversioned"}, {"factor_id": "ma_trend.indices[code=000300].vs_ma60", "factor_version": "unversioned"}, {"factor_id": "ma_trend.indices[code=000300].vs_ma250", "factor_version": "unversioned"}, {"factor_id": "index_futures.style_spreads[pair=IF/IC].basis_pct_spread", "factor_version": "unversioned"}, {"factor_id": "indices[code=000016].pct", "factor_version": "unversioned"}, {"factor_id": "indices[code=000905].pct", "factor_version": "unversioned"}, {"factor_id": "sectors.industry_top", "factor_version": "unversioned"}, {"factor_id": "sectors.industry_bottom", "factor_version": "unversioned"}, {"factor_id": "ma_trend.indices[code=000300].ma60_dir", "factor_version": "unversioned"}, {"factor_id": "ma_trend.indices[code=000300].ma120_dir", "factor_version": "unversioned"}, {"factor_id": "ma_trend.indices[code=000300].vs_ma20", "factor_version": "unversioned"}, {"factor_id": "compute:vol_price_signal", "factor_version": "unversioned"}, {"factor_id": "compute:intraday_shape", "factor_version": "unversioned"}, {"factor_id": "limit.max_lianban", "factor_version": "unversioned"}, {"factor_id": "limit.up_count", "factor_version": "unversioned"}, {"factor_id": "limit.down_count", "factor_version": "unversioned"}, {"factor_id": "limit.promotion_rate", "factor_version": "unversioned"}, {"factor_id": "limit.zb_count", "factor_version": "unversioned"}, {"factor_id": "limit.dt_count", "factor_version": "unversioned"}, {"factor_id": "search:时间·规律", "factor_version": "unversioned"}, {"factor_id": "search:时间·可见", "factor_version": "unversioned"}, {"factor_id": "event_calendar.items", "factor_version": "unversioned"}, {"factor_id": "compute:turnover_dod", "factor_version": "unversioned"}, {"factor_id": "market_turnover_yi", "factor_version": "unversioned"}, {"factor_id": "compute:volume_level", "factor_version": "unversioned"}, {"factor_id": "macro_liquidity.repo_rates.fr007", "factor_version": "unversioned"}, {"factor_id": "macro_liquidity.repo_rates.fdr007", "factor_version": "unversioned"}, {"factor_id": "compute:margin_trend", "factor_version": "unversioned"}, {"factor_id": "etf_flows.sse_share_change", "factor_version": "unversioned"}, {"factor_id": "capital_flow.inflow_top", "factor_version": "unversioned"}, {"factor_id": "capital_flow.outflow_top", "factor_version": "unversioned"}, {"factor_id": "capital_flow.concept_inflow_top", "factor_version": "unversioned"}, {"factor_id": "capital_flow.concept_outflow_top", "factor_version": "unversioned"}, {"factor_id": "a50.pct", "factor_version": "unversioned"}, {"factor_id": "indices[code=000300].pct", "factor_version": "unversioned"}, {"factor_id": "limit.break_rate", "factor_version": "unversioned"}, {"factor_id": "etf_options.atm_near_month[0].iv_skew_put_minus_call", "factor_version": "unversioned"}, {"factor_id": "index_options.cffex_pcr[0].pcr_open_interest", "factor_version": "unversioned"}, {"factor_id": "limit.up_sample", "factor_version": "unversioned"}, {"factor_id": "limit.ladder", "factor_version": "unversioned"}, {"factor_id": "sectors.concept_top", "factor_version": "unversioned"}, {"factor_id": "market_heat.ths_hot", "factor_version": "unversioned"}, {"factor_id": "market_heat.em_hot", "factor_version": "unversioned"}, {"factor_id": "search:心理·认知", "factor_version": "unversioned"}, {"factor_id": "search:心理·接受", "factor_version": "unversioned"}, {"factor_id": "market_heat.em_concept_hits", "factor_version": "unversioned"}, {"factor_id": "capital_flow.inflow_top[0].net_yi", "factor_version": "unversioned"}, {"factor_id": "capital_flow.concept_inflow_top[0].net_yi", "factor_version": "unversioned"}, {"factor_id": "search:网络·结构", "factor_version": "unversioned"}, {"factor_id": "sectors.eastmoney_industry_top", "factor_version": "unversioned"}, {"factor_id": "sectors.eastmoney_concept_top", "factor_version": "unversioned"}, {"factor_id": "search:网络·弹性", "factor_version": "unversioned"}]
freeze_manifest.system_constraints_version未设置cn_trade_guards_v1
frozen_at未设置2026-07-29T15:07:55+08:00
position_pct0.00.33
snapshot_hash未设置3357c739596b63c4eb2a3963be7dd5a70d304e797fa35958ab59615380ba342c
source_annotations.constraints.note股指期货规则在 D 阶段接入回测股指期货不可关闭的交易守卫
source_annotations.direction.note现有大盘方向判断显式化weishi 配置显式化的方向判断
source_annotations.direction.sourceweishi.yamlsystem_fixed
source_annotations.entry.note未设置决策票默认执行时点
source_annotations.entry.source未设置system_default
source_annotations.exit.note未设置反向信号或窗口到期
source_annotations.exit.source未设置system_default
source_annotations.position.note未设置观势配置仓位映射
source_annotations.position.source未设置system_default
source_annotations.rebalance.note未设置A股交易日历按场次重算
source_annotations.rebalance.source未设置system_fixed
source_annotations.risk.note未设置决策票失效条件与闸门
source_annotations.risk.source未设置system_default
source_annotations.selection.note未设置大盘策略固定为单一方向工具
source_annotations.selection.source未设置system_fixed
source_annotations.universe.note未设置大盘策略固定为对应股指期货主力合约
source_annotations.universe.source未设置system_fixed
source_annotations.versioning.note未设置确认后冻结且旧版本只读
source_annotations.versioning.source未设置system_fixed
statusconfirmedfrozen
strategy_fingerprint未设置d00e7142b337f37c2286b935e88f1a71d13c6bed94510ffd5e9c74eb22fac9d2
version_hashb5e3b89ac23f41c0a9a42f4f40e18abc215c0c1154f8982443ae010e8494dda7d00e7142b337f37c2286b935e88f1a71d13c6bed94510ffd5e9c74eb22fac9d2

前向记录

日期周期目标前向原始 scores.portfolio / scores.final
2026-07-29shortIF_mainIF_main33.0%pending{"final": {"t1": null, "t20": null, "t5": null}, "majority": {"t1": null, "t20": null, "t5": null}, "momentum_cc": {"t1": null, "t20": null, "t5": null}, "wutai": {"t1": null, "t20
2026-07-29shortIF_mainIF_main33.0%pending{"final": {"t1": null, "t20": null, "t5": null}, "majority": {"t1": null, "t20": null, "t5": null}, "momentum_cc": {"t1": null, "t20": null, "t5": null}, "wutai": {"t1": null, "t20
2026-07-29shortIF_mainIF_main33.0%pending{"final": {"t1": null, "t20": null, "t5": null}, "majority": {"t1": null, "t20": null, "t5": null}, "momentum_cc": {"t1": null, "t20": null, "t5": null}, "wutai": {"t1": null, "t20
2026-07-28shortIF_mainIF_main33.0%pending{"final": {"t1": null, "t20": null, "t5": null}, "majority": {"t1": null, "t20": null, "t5": null}, "momentum_cc": {"t1": null, "t20": null, "t5": null}, "wutai": {"t1": null, "t20
2026-07-28shortIF_mainIF_main33.0%pending{"final": {"t1": null, "t20": null, "t5": null}, "majority": {"t1": null, "t20": null, "t5": null}, "momentum_cc": {"t1": null, "t20": null, "t5": null}, "wutai": {"t1": null, "t20
2026-07-28shortIF_mainIF_main100.0%pending{"final": {"t1": null, "t20": null, "t5": null}, "majority": {"t1": null, "t20": null, "t5": null}, "momentum_cc": {"t1": null, "t20": null, "t5": null}, "wutai": {"t1": null, "t20
2026-07-28shortIF 偏空 · 仓位 —pending{"final": {"t1": null, "t20": null, "t5": null}, "majority": {"t1": null, "t20": null, "t5": null}, "momentum_cc": {"t1": null, "t20": null, "t5": null}, "wutai": {"t1": null, "t20
2026-07-27shortIF_mainIF_main33.0%pending{"final": {"t1": null, "t20": null, "t5": null}, "majority": {"t1": null, "t20": null, "t5": null}, "momentum_cc": {"t1": null, "t20": null, "t5": null}, "wutai": {"t1": null, "t20
2026-07-27shortIF_mainIF_main33.0%pending{"final": {"t1": null, "t20": null, "t5": null}, "majority": {"t1": null, "t20": null, "t5": null}, "momentum_cc": {"t1": null, "t20": null, "t5": null}, "wutai": {"t1": null, "t20
2026-07-27shortIF_mainIF_main33.0%pending{"final": {"t1": null, "t20": null, "t5": null}, "majority": {"t1": null, "t20": null, "t5": null}, "momentum_cc": {"t1": null, "t20": null, "t5": null}, "wutai": {"t1": null, "t20
2026-07-27shortIF_mainIF_main33.0%pending{"final": {"t1": null, "t20": null, "t5": null}, "majority": {"t1": null, "t20": null, "t5": null}, "momentum_cc": {"t1": null, "t20": null, "t5": null}, "wutai": {"t1": null, "t20
2026-07-24shortIF 偏多 · 仓位 —pending{"final": {"t1": null, "t20": null, "t5": null}, "majority": {"t1": null, "t20": null, "t5": null}, "momentum_cc": {"t1": null, "t20": null, "t5": null}, "wutai": {"t1": null, "t20
2026-07-24shortIF_mainIF_main33.0%pending{"final": {"t1": null, "t20": null, "t5": null}, "majority": {"t1": null, "t20": null, "t5": null}, "momentum_cc": {"t1": null, "t20": null, "t5": null}, "wutai": {"t1": null, "t20
2026-07-24shortIF_mainIF_main50.0%pending{"final": {"t1": null, "t20": null, "t5": null}, "majority": {"t1": null, "t20": null, "t5": null}, "momentum_cc": {"t1": null, "t20": null, "t5": null}, "wutai": {"t1": null, "t20
2026-07-24shortIF 偏空 · 仓位 —pending{"final": {"t1": null, "t20": null, "t5": null}, "majority": {"t1": null, "t20": null, "t5": null}, "momentum_cc": {"t1": null, "t20": null, "t5": null}, "wutai": {"t1": null, "t20
2026-07-23shortIF_mainIF_main33.0%T1 score=-1.0{"final": {"t1": -1.0, "t20": null, "t5": null}, "majority": {"t1": 0.0, "t20": null, "t5": null}, "momentum_cc": {"t1": -1.0, "t20": null, "t5": null}, "ret": {"t1": -1.667}, "wut
2026-07-23shortIF_mainIF_main33.0%T1 score=-1.0{"final": {"t1": -1.0, "t20": null, "t5": null}, "majority": {"t1": 0.0, "t20": null, "t5": null}, "momentum_cc": {"t1": -1.0, "t20": null, "t5": null}, "ret": {"t1": -1.667}, "wut
2026-07-23shortIF_mainIF_main100.0%T1 score=-1.0{"final": {"t1": -1.0, "t20": null, "t5": null}, "majority": {"t1": 0.0, "t20": null, "t5": null}, "momentum_cc": {"t1": -1.0, "t20": null, "t5": null}, "ret": {"t1": -1.667}, "wut
2026-07-23shortIF_mainIF_main33.0%T1 score=1.0{"final": {"t1": 1.0, "t20": null, "t5": null}, "majority": {"t1": 0.0, "t20": null, "t5": null}, "momentum_cc": {"t1": 1.0, "t20": null, "t5": null}, "ret": {"t1": -1.667}, "wutai
2026-07-22shortIF 偏多 · 仓位 —T1 score=1.0{"final": {"t1": 1.0, "t20": null, "t5": null}, "majority": {"t1": 0.0, "t20": null, "t5": null}, "momentum_cc": {"t1": 1.0, "t20": null, "t5": null}, "ret": {"t1": 0.228}, "wutai"
2026-07-22shortIF 偏空 · 仓位 —T1 score=-1.0{"final": {"t1": -1.0, "t20": null, "t5": null}, "majority": {"t1": 0.0, "t20": null, "t5": null}, "momentum_cc": {"t1": -1.0, "t20": null, "t5": null}, "ret": {"t1": 0.228}, "wuta
2026-07-22shortIF_mainIF_main50.0%T1 score=1.0{"final": {"t1": 1.0, "t20": null, "t5": null}, "majority": {"t1": 0.0, "t20": null, "t5": null}, "momentum_cc": {"t1": 1.0, "t20": null, "t5": null}, "ret": {"t1": 0.228}, "wutai"
2026-07-22shortIF 偏空 · 仓位 —T1 score=-1.0{"final": {"t1": -1.0, "t20": null, "t5": null}, "majority": {"t1": 0.0, "t20": null, "t5": null}, "momentum_cc": {"t1": -1.0, "t20": null, "t5": null}, "ret": {"t1": 0.228}, "wuta
2026-07-21shortIF_mainIF_main50.0%T1 score=-1.0{"final": {"t1": -1.0, "t20": null, "t5": null}, "majority": {"t1": 0.0, "t20": null, "t5": null}, "momentum_cc": {"t1": -1.0, "t20": null, "t5": null}, "ret": {"t1": -0.464}, "wut
2026-07-21shortIF 偏多 · 仓位 —T1 score=-1.0{"final": {"t1": -1.0, "t20": null, "t5": null}, "majority": {"t1": 0.0, "t20": null, "t5": null}, "momentum_cc": {"t1": -1.0, "t20": null, "t5": null}, "ret": {"t1": -0.464}, "wut
2026-07-21shortIF 偏多 · 仓位 —T1 score=-1.0{"final": {"t1": -1.0, "t20": null, "t5": null}, "majority": {"t1": 0.0, "t20": null, "t5": null}, "momentum_cc": {"t1": -1.0, "t20": null, "t5": null}, "ret": {"t1": -0.464}, "wut
2026-07-21shortIF_mainIF_main33.0%T1 score=-1.0{"final": {"t1": -1.0, "t20": null, "t5": null}, "majority": {"t1": 0.0, "t20": null, "t5": null}, "momentum_cc": {"t1": -1.0, "t20": null, "t5": null}, "ret": {"t1": -0.464}, "wut
2026-07-20shortIF 偏多 · 仓位 —T1 score=1.0{"final": {"t1": 1.0, "t20": null, "t5": null}, "majority": {"t1": -1.0, "t20": null, "t5": null}, "momentum_cc": {"t1": 1.0, "t20": null, "t5": null}, "ret": {"t1": 3.064}, "wutai
2026-07-20shortIF 偏多 · 仓位 —T1 score=1.0{"final": {"t1": 1.0, "t20": null, "t5": null}, "majority": {"t1": -1.0, "t20": null, "t5": null}, "momentum_cc": {"t1": 1.0, "t20": null, "t5": null}, "ret": {"t1": 3.064}, "wutai
2026-07-20shortIF 偏多 · 仓位 —T1 score=1.0{"final": {"t1": 1.0, "t20": null, "t5": null}, "majority": {"t1": 0.0, "t20": null, "t5": null}, "momentum_cc": {"t1": 1.0, "t20": null, "t5": null}, "ret": {"t1": 3.064}, "wutai"
2026-07-20shortIF_mainIF_main33.0%T1 score=1.0{"final": {"t1": 1.0, "t20": null, "t5": null}, "majority": {"t1": 0.0, "t20": null, "t5": null}, "momentum_cc": {"t1": 1.0, "t20": null, "t5": null}, "ret": {"t1": 3.064}, "wutai"
2026-07-17shortIF_mainIF_main100.0%T1 score=-1.0{"final": {"t1": -1.0, "t20": null, "t5": -1.0}, "majority": {"t1": 0.0, "t20": null, "t5": 0.0}, "momentum_cc": {"t1": -1.0, "t20": null, "t5": -1.0}, "ret": {"t1": 1.528, "t5": 2
2026-07-17shortIF_mainIF_main100.0%T1 score=-1.0{"final": {"t1": -1.0, "t20": null, "t5": -1.0}, "majority": {"t1": 0.0, "t20": null, "t5": 0.0}, "momentum_cc": {"t1": -1.0, "t20": null, "t5": -1.0}, "ret": {"t1": 1.528, "t5": 2
2026-07-17shortIF_mainIF_main100.0%T1 score=-1.0{"final": {"t1": -1.0, "t20": null, "t5": -1.0}, "majority": {"t1": 0.0, "t20": null, "t5": 0.0}, "momentum_cc": {"t1": -1.0, "t20": null, "t5": -1.0}, "ret": {"t1": 1.528, "t5": 2
2026-07-17shortIF_mainIF_main33.0%T1 score=-1.0{"final": {"t1": -1.0, "t20": null, "t5": -1.0}, "majority": {"t1": 0.0, "t20": null, "t5": 0.0}, "momentum_cc": {"t1": -1.0, "t20": null, "t5": -1.0}, "ret": {"t1": 1.528, "t5": 2
2026-07-16shortIF_mainIF_main33.0%T1 score=1.0{"final": {"t1": 1.0, "t20": null, "t5": -1.0}, "majority": {"t1": 0.0, "t20": null, "t5": 0.0}, "momentum_cc": {"t1": 1.0, "t20": null, "t5": -1.0}, "ret": {"t1": -3.604, "t5": 0.
2026-07-16shortIF_mainIF_main33.0%T1 score=1.0{"final": {"t1": 1.0, "t20": null, "t5": -1.0}, "majority": {"t1": 0.0, "t20": null, "t5": 0.0}, "momentum_cc": {"t1": 1.0, "t20": null, "t5": -1.0}, "ret": {"t1": -3.604, "t5": 0.
2026-07-16shortIF_mainIF_main50.0%T1 score=-1.0{"final": {"t1": -1.0, "t20": null, "t5": 1.0}, "majority": {"t1": 0.0, "t20": null, "t5": 0.0}, "momentum_cc": {"t1": -1.0, "t20": null, "t5": 1.0}, "ret": {"t1": -3.604, "t5": 0.
2026-07-16shortIF_mainIF_main50.0%T1 score=-1.0{"final": {"t1": -1.0, "t20": null, "t5": 1.0}, "majority": {"t1": -1.0, "t20": null, "t5": 1.0}, "momentum_cc": {"t1": -1.0, "t20": null, "t5": 1.0}, "ret": {"t1": -3.604, "t5": 0
2026-07-15shortIF 偏多 · 仓位 —T1 score=-1.0{"final": {"t1": -1.0, "t20": null, "t5": -1.0}, "majority": {"t1": -1.0, "t20": null, "t5": -1.0}, "momentum_cc": {"t1": -1.0, "t20": null, "t5": -1.0}, "ret": {"t1": -1.846, "t5"
2026-07-15shortIF 偏空 · 仓位 —T1 score=1.0{"final": {"t1": 1.0, "t20": null, "t5": 1.0}, "majority": {"t1": -1.0, "t20": null, "t5": -1.0}, "momentum_cc": {"t1": 1.0, "t20": null, "t5": 1.0}, "ret": {"t1": -1.846, "t5": -1
2026-07-15shortIF_mainIF_main33.0%T1 score=-1.0{"final": {"t1": -1.0, "t20": null, "t5": -1.0}, "majority": {"t1": -1.0, "t20": null, "t5": -1.0}, "momentum_cc": {"t1": -1.0, "t20": null, "t5": -1.0}, "ret": {"t1": -1.846, "t5"
2026-07-15shortIF_mainIF_main50.0%T1 score=-1.0{"final": {"t1": -1.0, "t20": null, "t5": -1.0}, "majority": {"t1": -1.0, "t20": null, "t5": -1.0}, "momentum_cc": {"t1": -1.0, "t20": null, "t5": -1.0}, "ret": {"t1": -1.846, "t5"
2026-07-14shortIF_mainIF_main33.0%T1 score=-1.0{"final": {"t1": -1.0, "t20": null, "t5": -1.0}, "majority": {"t1": -1.0, "t20": null, "t5": -1.0}, "momentum_cc": {"t1": -1.0, "t20": null, "t5": -1.0}, "ret": {"t1": -0.203, "t5"
2026-07-14shortIF_mainIF_main50.0%T1 score=-1.0{"final": {"t1": -1.0, "t20": null, "t5": -1.0}, "majority": {"t1": -1.0, "t20": null, "t5": -1.0}, "momentum_cc": {"t1": -1.0, "t20": null, "t5": -1.0}, "ret": {"t1": -0.203, "t5"
2026-07-14shortIF_mainIF_main33.0%T1 score=1.0{"final": {"t1": 1.0, "t20": null, "t5": 1.0}, "majority": {"t1": 0.0, "t20": null, "t5": 0.0}, "momentum_cc": {"t1": 1.0, "t20": null, "t5": 1.0}, "ret": {"t1": -0.203, "t5": -1.1
2026-07-14shortIF_mainIF_main50.0%T1 score=1.0{"final": {"t1": 1.0, "t20": null, "t5": 1.0}, "majority": {"t1": 0.0, "t20": null, "t5": 0.0}, "momentum_cc": {"t1": 1.0, "t20": null, "t5": 1.0}, "ret": {"t1": -0.203, "t5": -1.1
2026-07-13shortIF_mainIF_main50.0%T1 score=-1.0{"final": {"t1": -1.0, "t20": null, "t5": 1.0}, "majority": {"t1": 0.0, "t20": null, "t5": 0.0}, "momentum_cc": {"t1": -1.0, "t20": null, "t5": 1.0}, "ret": {"t1": 2.154, "t5": -2.
2026-07-13shortIF_mainIF_main100.0%T1 score=-1.0{"final": {"t1": -1.0, "t20": null, "t5": 1.0}, "majority": {"t1": 0.0, "t20": null, "t5": 0.0}, "momentum_cc": {"t1": -1.0, "t20": null, "t5": 1.0}, "ret": {"t1": 2.154, "t5": -2.
2026-07-13shortIF_mainIF_main33.0%T1 score=-1.0{"final": {"t1": -1.0, "t20": null, "t5": 1.0}, "majority": {"t1": 0.0, "t20": null, "t5": 0.0}, "momentum_cc": {"t1": -1.0, "t20": null, "t5": 1.0}, "ret": {"t1": 2.154, "t5": -2.
2026-07-13shortIF_mainIF_main33.0%T1 score=-1.0{"final": {"t1": -1.0, "t20": null, "t5": 1.0}, "majority": {"t1": 0.0, "t20": null, "t5": 0.0}, "momentum_cc": {"t1": -1.0, "t20": null, "t5": 1.0}, "ret": {"t1": 2.154, "t5": -2.
2026-07-10shortIF_mainIF_main50.0%T1 score=1.0{"final": {"t1": 1.0, "t20": null, "t5": 1.0}, "majority": {"t1": -1.0, "t20": null, "t5": -1.0}, "momentum_cc": {"t1": 1.0, "t20": null, "t5": 1.0}, "ret": {"t1": -1.787, "t5": -5
2026-07-10shortIF_mainIF_main33.0%T1 score=-1.0{"final": {"t1": -1.0, "t20": null, "t5": -1.0}, "majority": {"t1": -1.0, "t20": null, "t5": -1.0}, "momentum_cc": {"t1": -1.0, "t20": null, "t5": -1.0}, "ret": {"t1": -1.787, "t5"
2026-07-10shortIF 观望 · 仓位 —T1 score=0.0{"final": {"t1": 0.0, "t20": null, "t5": 0.0}, "majority": {"t1": -1.0, "t20": null, "t5": -1.0}, "momentum_cc": {"t1": 0.0, "t20": null, "t5": 0.0}, "ret": {"t1": -1.787, "t5": -5
2026-07-10shortIF 观望 · 仓位 —T1 score=0.0{"final": {"t1": 0.0, "t20": null, "t5": 0.0}, "majority": {"t1": 0.0, "t20": null, "t5": 0.0}, "momentum_cc": {"t1": 0.0, "t20": null, "t5": 0.0}, "ret": {"t1": -1.787, "t5": -5.2
2026-07-10shortIF 偏空 · 仓位 —T1 score=1.0{"final": {"t1": 1.0, "t20": null, "t5": 1.0}, "majority": {"t1": -1.0, "t20": null, "t5": -1.0}, "momentum_cc": {"t1": 1.0, "t20": null, "t5": 1.0}, "ret": {"t1": -1.787, "t5": -5
2026-07-09shortIF_mainIF_main33.0%T1 score=-1.0{"final": {"t1": -1.0, "t20": null, "t5": -1.0}, "majority": {"t1": -1.0, "t20": null, "t5": -1.0}, "momentum_cc": {"t1": -1.0, "t20": null, "t5": -1.0}, "ret": {"t1": -1.959, "t5"
2026-07-09shortIF_mainIF_main33.0%T1 score=-1.0{"final": {"t1": -1.0, "t20": null, "t5": -1.0}, "majority": {"t1": -1.0, "t20": null, "t5": -1.0}, "momentum_cc": {"t1": -1.0, "t20": null, "t5": -1.0}, "ret": {"t1": -1.959, "t5"
2026-07-09shortIF_mainIF_main50.0%T1 score=1.0{"final": {"t1": 1.0, "t20": null, "t5": 1.0}, "majority": {"t1": -1.0, "t20": null, "t5": -1.0}, "momentum_cc": {"t1": 1.0, "t20": null, "t5": 1.0}, "ret": {"t1": -1.959, "t5": -3
2026-07-09shortIF_mainIF_main50.0%T1 score=1.0{"final": {"t1": 1.0, "t20": null, "t5": 1.0}, "majority": {"t1": -1.0, "t20": null, "t5": -1.0}, "momentum_cc": {"t1": 1.0, "t20": null, "t5": 1.0}, "ret": {"t1": -1.959, "t5": -3
2026-07-08shortIF 偏多 · 仓位 —T1 score=1.0{"final": {"t1": 1.0, "t20": null, "t5": 1.0}, "majority": {"t1": 1.0, "t20": null, "t5": 1.0}, "momentum_cc": {"t1": 1.0, "t20": null, "t5": 1.0}, "ret": {"t1": 2.54, "t5": 0.657}
2026-07-08shortIF 偏空 · 仓位 0.5T1 score=-1.0{"final": {"t1": -1.0, "t20": null, "t5": -1.0}, "majority": {"t1": 1.0, "t20": null, "t5": 1.0}, "momentum_cc": {"t1": -1.0, "t20": null, "t5": -1.0}, "ret": {"t1": 2.54, "t5": 0.
2026-07-08shortIF 偏多 · 仓位 0.5T1 score=1.0{"final": {"t1": 1.0, "t20": null, "t5": 1.0}, "majority": {"t1": 1.0, "t20": null, "t5": 1.0}, "momentum_cc": {"t1": 1.0, "t20": null, "t5": 1.0}, "ret": {"t1": 2.54, "t5": 0.657}
2026-07-08shortIF 偏空 · 仓位 1.0T1 score=-1.0{"final": {"t1": -1.0, "t20": null, "t5": -1.0}, "majority": {"t1": 1.0, "t20": null, "t5": 1.0}, "momentum_cc": {"t1": -1.0, "t20": null, "t5": -1.0}, "ret": {"t1": 2.54, "t5": 0.
2026-07-07shortIF 偏空 · 仓位 0.5T1 score=1.0{"final": {"t1": 1.0, "t20": null, "t5": -1.0}, "majority": {"t1": -1.0, "t20": null, "t5": 1.0}, "momentum_cc": {"t1": 1.0, "t20": null, "t5": -1.0}, "ret": {"t1": -0.766, "t5": 0
2026-07-07shortIF 偏空 · 仓位 0.5T1 score=1.0{"final": {"t1": 1.0, "t20": null, "t5": -1.0}, "majority": {"t1": -1.0, "t20": null, "t5": 1.0}, "momentum_cc": {"t1": 1.0, "t20": null, "t5": -1.0}, "ret": {"t1": -0.766, "t5": 0
2026-07-07shortIF 偏空 · 仓位 0.33T1 score=1.0{"final": {"t1": 1.0, "t20": null, "t5": -1.0}, "majority": {"t1": -1.0, "t20": null, "t5": 1.0}, "momentum_cc": {"t1": 1.0, "t20": null, "t5": -1.0}, "ret": {"t1": -0.766, "t5": 0
2026-07-07shortIF 偏空 · 仓位 0.5T1 score=1.0{"final": {"t1": 1.0, "t20": null, "t5": -1.0}, "majority": {"t1": -1.0, "t20": null, "t5": 1.0}, "momentum_cc": {"t1": 1.0, "t20": null, "t5": -1.0}, "ret": {"t1": -0.766, "t5": 0
2026-07-06shortIF 偏空 · 仓位 0.5T1 score=1.0{"final": {"t1": 1.0, "t20": null, "t5": 1.0}, "majority": {"t1": -1.0, "t20": null, "t5": -1.0}, "momentum_cc": {"t1": 1.0, "t20": null, "t5": 1.0}, "ret": {"t1": -1.027, "t5": -3
2026-07-06shortIF 偏空 · 仓位 0.33T1 score=1.0{"final": {"t1": 1.0, "t20": null, "t5": 1.0}, "majority": {"t1": -1.0, "t20": null, "t5": -1.0}, "momentum_cc": {"t1": 1.0, "t20": null, "t5": 1.0}, "ret": {"t1": -1.027, "t5": -3
2026-07-06shortIF 偏空 · 仓位 —T1 score=1.0{"final": {"t1": 1.0, "t20": null, "t5": 1.0}, "majority": {"t1": -1.0, "t20": null, "t5": -1.0}, "momentum_cc": {"t1": 1.0, "t20": null, "t5": 1.0}, "ret": {"t1": -1.027, "t5": -3
2026-07-06shortIF 偏多 · 仓位 0.5T1 score=-1.0{"final": {"t1": -1.0, "t20": null, "t5": -1.0}, "majority": {"t1": -1.0, "t20": null, "t5": -1.0}, "momentum_cc": {"t1": -1.0, "t20": null, "t5": -1.0}, "ret": {"t1": -1.027, "t5"
2026-07-03shortIF 偏多 · 仓位 0.5T1 score=-1.0{"final": {"t1": -1.0, "t20": null, "t5": -1.0}, "majority": {"t1": -1.0, "t20": null, "t5": -1.0}, "momentum_cc": {"t1": -1.0, "t20": null, "t5": -1.0}, "ret": {"t1": -0.004, "t5"
2026-07-03shortIF 偏多 · 仓位 0.5T1 score=-1.0{"final": {"t1": -1.0, "t20": null, "t5": -1.0}, "majority": {"t1": -1.0, "t20": null, "t5": -1.0}, "momentum_cc": {"t1": -1.0, "t20": null, "t5": -1.0}, "ret": {"t1": -0.004, "t5"
2026-07-03shortIF 观望 · 仓位 —T1 score=0.0{"final": {"t1": 0.0, "t20": null, "t5": 0.0}, "majority": {"t1": -1.0, "t20": null, "t5": -1.0}, "momentum_cc": {"t1": 0.0, "t20": null, "t5": 0.0}, "ret": {"t1": -0.004, "t5": -1
2026-07-03shortIF 偏多 · 仓位 0.33T1 score=-1.0{"final": {"t1": -1.0, "t20": null, "t5": -1.0}, "majority": {"t1": -1.0, "t20": null, "t5": -1.0}, "momentum_cc": {"t1": -1.0, "t20": null, "t5": -1.0}, "ret": {"t1": -0.004, "t5"
2026-07-03shortIF 偏空 · 仓位 0.33T1 score=1.0{"final": {"t1": 1.0, "t20": null, "t5": 1.0}, "majority": {"t1": -1.0, "t20": null, "t5": -1.0}, "momentum_cc": {"t1": 1.0, "t20": null, "t5": 1.0}, "ret": {"t1": -0.004, "t5": -1
2026-07-02shortIF 偏空 · 仓位 0.33T1 score=-1.0{"final": {"t1": -1.0, "t20": null, "t5": -1.0}, "majority": {"t1": 1.0, "t20": null, "t5": 1.0}, "momentum_cc": {"t1": -1.0, "t20": null, "t5": -1.0}, "ret": {"t1": 0.621, "t5": 1
2026-07-02shortIF 偏空 · 仓位 —T1 score=-1.0{"final": {"t1": -1.0, "t20": null, "t5": -1.0}, "majority": {"t1": 1.0, "t20": null, "t5": 1.0}, "momentum_cc": {"t1": -1.0, "t20": null, "t5": -1.0}, "ret": {"t1": 0.621, "t5": 1
2026-07-02shortIF 偏多 · 仓位 0.5T1 score=1.0{"final": {"t1": 1.0, "t20": null, "t5": 1.0}, "majority": {"t1": 1.0, "t20": null, "t5": 1.0}, "momentum_cc": {"t1": 1.0, "t20": null, "t5": 1.0}, "ret": {"t1": 0.621, "t5": 1.33}