策略复盘
看清推荐组合，是否真的跑赢市场。
以 Top10 推荐为核心，使用可交易口径还原累计净值，并与 SPY、QQQ、RSP 同期比较。
数据更新：2026-08-08T14:24:45+08:00可交易净值层 · 主要视图
累计净值
起点统一为 1.00。净值 1.12 表示该口径下累计增长 12%，曲线越高代表同期表现越强。
Top10 最新净值—已扣成本
累计收益—相对自身起点
对 SPY 超额—同期相对差异
最大回撤—Top10 净值
累计净值暂不可用历史样本积累完成后，这里会自动显示策略与基准曲线。
如何理解超额：超额为正，只表示在相同观察区间跑赢基准，不等于组合实际盈利。只有 Top10 净值高于自身起点，才代表累计收益为正。
净值仅用于历史复盘，不构成投资建议信号诊断层
1D 超额收益
这里衡量单期推荐信号，不代表可直接交易的连续组合净值。收益为各期横截面平均；胜率为跑赢同期基准的报告占比。
| 分组 | 有效期 / 股票 | 组合收益 | SPY | 超额 SPY | 胜 SPY | QQQ | 超额 QQQ | 胜 QQQ |
|---|---|---|---|---|---|---|---|---|
| Top1 | 20 / 20 | -0.75% | -0.00% | -0.75% | +15.00% | -0.33% | -0.42% | +40.00% |
| Top3 | 20 / 60 | -0.41% | -0.00% | -0.40% | +35.00% | -0.33% | -0.08% | +45.00% |
| Top5 | 20 / 99 | -0.55% | -0.00% | -0.55% | +35.00% | -0.33% | -0.22% | +55.00% |
| Top10 | 20 / 199 | -0.31% | -0.00% | -0.31% | +45.00% | -0.33% | +0.02% | +50.00% |
信号诊断层
5D 超额收益
这里衡量单期推荐信号，不代表可直接交易的连续组合净值。收益为各期横截面平均；胜率为跑赢同期基准的报告占比。
| 分组 | 有效期 / 股票 | 组合收益 | SPY | 超额 SPY | 胜 SPY | QQQ | 超额 QQQ | 胜 QQQ |
|---|---|---|---|---|---|---|---|---|
| Top1 | 17 / 17 | -1.22% | +0.53% | -1.74% | +29.41% | -0.11% | -1.11% | +47.06% |
| Top3 | 17 / 51 | -1.27% | +0.53% | -1.79% | +23.53% | -0.11% | -1.16% | +52.94% |
| Top5 | 17 / 84 | -1.41% | +0.53% | -1.93% | +23.53% | -0.11% | -1.30% | +52.94% |
| Top10 | 17 / 169 | -0.95% | +0.53% | -1.47% | +35.29% | -0.11% | -0.84% | +52.94% |
信号诊断层
逐期 Top10
这些是单期信号诊断，不是连续组合收益。新报告尚未走完周期时显示“—”，且不会计入对应统计。
| 行情日期 | Top10 | 1D | SPY 1D | 超额 SPY | QQQ 1D | 超额 QQQ | 5D | 5D 超额 SPY | 5D 超额 QQQ |
|---|---|---|---|---|---|---|---|---|---|
| 2026-08-07 | ABNB, NET, JHX, SWK, PH, HPQ, BKNG, ATI, DBX, EXPE | — | — | — | — | — | — | — | — |
| 2026-08-06 | PH, ATI, SN, RTX, EXPE, MSI, BKNG, ITT, USFD, AMGN | +1.14% | +0.61% | +0.53% | +1.17% | -0.03% | — | — | — |
| 2026-08-05 | EMR, DT, SN, EXPE, ZETA, NUE, ANET, ETN, AMGN, AVT | -2.27% | -0.16% | -2.11% | -0.37% | -1.90% | — | — | — |
| 2026-08-04 | DDOG, NET, ETN, ANET, EMR, EXPE, FTNT, GRMN, SWK, FERG | +0.11% | -0.20% | +0.31% | -0.90% | +1.01% | — | — | — |
| 2026-07-31 | DXCM, BMY, ILMN, ITGR, SHEL, RTX, VLO, BAX, REGN, GM | +0.78% | +1.42% | -0.65% | +1.76% | -0.98% | -0.24% | -3.76% | -5.34% |
| 2026-07-30 | LH, GKOS, BMY, BAX, NBIX, AMGN, ILMN, RTX, MET, KO | -1.69% | +0.72% | -2.41% | +0.65% | -2.34% | -0.80% | -4.43% | -5.35% |
| 2026-07-28 | INCY, MMM, PM, LH, DGX, IQV, KO, AMGN, JNJ, RTX | -0.86% | -1.54% | +0.68% | -2.04% | +1.17% | -2.94% | -7.05% | -10.10% |
| 2026-07-27 | RTX, MMM, GM, BAC, DGX, MET, JNJ, MPC, CSX, PM | +0.99% | +0.24% | +0.75% | -0.97% | +1.96% | -1.29% | -3.80% | -3.92% |
| 2026-07-24 | DGX, LH, JNJ, PM, UNP, CSX, MEDP, MMM, WST, WELL | +0.10% | +0.02% | +0.08% | -0.31% | +0.41% | -1.26% | -2.36% | -1.81% |
| 2026-07-23 | DGX, LH, MEDP, PM, UNP, TRV, CSX, JNJ, WST, MMM | +0.26% | +0.10% | +0.16% | -1.12% | +1.38% | -0.48% | -0.95% | +0.74% |
| 2026-07-22 | PM, ADM, CVS, UNH, TRV, MMM, JNJ, SJM, DGX, EIX | +0.20% | -1.23% | +1.43% | -1.90% | +2.09% | +1.93% | +4.33% | +8.11% |
| 2026-07-17 | UNH, MNST, CVS, TRV, PM, WELL, MRK, PLD, ADM, MO | -0.63% | -0.16% | -0.47% | +0.10% | -0.73% | +0.32% | +0.91% | +1.92% |
| 2026-07-16 | MNST, CVS, UNH, MTB, BNY, CFG, STT, BTSG, BAC, MRK | -0.63% | -0.99% | +0.36% | -1.50% | +0.88% | -0.95% | +0.72% | +1.03% |
| 2026-07-15 | BNY, DINO, BAC, XYZ, ETSY, MPC, MTB, STT, BBY, VLO | +0.58% | -0.54% | +1.13% | -1.64% | +2.23% | +0.96% | +1.95% | +2.69% |
| 2026-07-14 | CVS, CAH, MOH, CPRX, MNST, D, PNC, BIIB, ANET, WST | -0.96% | +0.40% | -1.35% | -0.27% | -0.69% | -0.86% | -0.38% | +0.63% |
| 2026-07-13 | CVS, CAH, MNST, UNH, MOH, NBIX, PNC, JPM, BIIB, ANET | -0.82% | +0.36% | -1.17% | +1.12% | -1.94% | -2.19% | -1.24% | +0.01% |
| 2026-07-10 | WDFC, NET, SN, STT, CAKE, ANET, CART, ETSY, CROX, META | -1.62% | -0.77% | -0.86% | -1.90% | +0.27% | -0.88% | +0.66% | +3.28% |
| 2026-07-09 | NET, STT, ANET, AAPL, ILMN, JPM, MNST, CAH, VRTX, BNY | -0.40% | +0.43% | -0.83% | +0.31% | -0.71% | +0.39% | +0.52% | +2.78% |
| 2026-07-08 | ILMN, CAH, ANET, ABBV, VRTX, JNJ, LLY, PM, MNST, JPM | +0.05% | +0.85% | -0.80% | +1.66% | -1.62% | -2.52% | -3.78% | -3.40% |
| 2026-07-06 | C, BNS, V, ABBV, PM, JPM, TROW, IBKR, AXP, VRTX | -0.63% | -0.48% | -0.16% | -1.85% | +1.22% | -2.40% | -2.12% | -0.86% |
| 2026-07-02 | VRTX, LLY, V, ABBV, MNST, CAT, GE, PTCT, CRS, JNJ | +0.10% | +0.87% | -0.78% | +1.43% | -1.34% | -2.86% | -4.22% | -4.67% |