退出确认研究 V1

返回固定入口 · 研究方法与限制

执行面板截至2026-10-19；最新图表单独更新至10月21日。本研究是已观察历史的同买点探索，未成为正式采用模型。

每天每模型总预算1万元；金额为独立批次损益相加。5%原代理与普通主板10%敏感性分别计算，历史ST缺口未解决。

B1同买点比较

model daily_top_k execution_mode exit_rule n closed pnl_yuan delta_vs_same_mode_f60_yuan mean_trade_net_pct median_trade_net_pct win_pct mean_holding_sessions action_uncertain_rows missing_path_rows
B1 2 legacy_5pct_proxy F60 622 622 84,223.61 0.00 2.51 -1.22 46.95 60.06 1 15
B1 2 legacy_5pct_proxy P15_MA20 622 622 82,965.71 -1,257.90 2.19 0.15 50.16 52.58 1 14
B1 2 legacy_5pct_proxy P15_MA20_RS 622 622 94,299.02 10,075.41 2.64 -0.23 48.39 54.47 1 14
B1 2 legacy_5pct_proxy P15_MA20_SLOPE 622 622 88,737.34 4,513.72 2.52 -0.43 48.55 55.28 1 14
B1 4 legacy_5pct_proxy F60 766 766 73,513.45 0.00 2.41 -1.76 44.91 60.05 1 16
B1 4 legacy_5pct_proxy P15_MA20 766 766 78,534.89 5,021.44 2.10 -0.28 48.43 52.96 1 15
B1 4 legacy_5pct_proxy P15_MA20_RS 766 766 84,167.74 10,654.30 2.41 -0.73 47.00 54.71 1 15
B1 4 legacy_5pct_proxy P15_MA20_SLOPE 766 766 76,763.19 3,249.75 2.24 -1.01 46.21 55.45 1 15

B1配对区块结果

按入场月汇总，3/6个月区块重抽样。区间跨零时，不足以把总金额增加当作稳定优势。

model top_k execution rule baseline n delta_yuan delta_per_trade_yuan clean_rows clean_delta_yuan baseline_big_winner_count delta_on_baseline_big_winners_yuan positive_month_share_pct months block3_95pct_low_yuan block3_95pct_high_yuan block6_95pct_low_yuan block6_95pct_high_yuan
B1 2 legacy_5pct_proxy P15_MA20_RS F60 622 10,075.41 16.20 607 10,553.44 46 -14,346.43 43.10 58 -8,417.23 27,383.42 -7,153.08 27,122.39
B1 2 legacy_5pct_proxy P15_MA20_SLOPE F60 622 4,513.72 7.26 607 4,957.82 46 -14,537.61 44.83 58 -11,857.23 19,957.29 -9,739.06 18,676.40
B1 4 legacy_5pct_proxy P15_MA20_RS F60 766 10,654.30 13.91 750 11,410.85 60 -15,764.29 43.10 58 -12,087.50 31,772.25 -10,584.81 31,445.33
B1 4 legacy_5pct_proxy P15_MA20_SLOPE F60 766 3,249.75 4.24 750 4,032.28 60 -17,341.15 39.66 58 -17,266.43 21,460.88 -15,431.56 21,125.76

全部模型与执行敏感性

model daily_top_k execution_mode exit_rule n closed pnl_yuan delta_vs_same_mode_f60_yuan mean_trade_net_pct median_trade_net_pct win_pct mean_holding_sessions action_uncertain_rows missing_path_rows
B0 2 legacy_5pct_proxy F60 1018 1018 96,877.29 0.00 1.60 -2.11 45.19 60.06 2 24
B0 2 legacy_5pct_proxy P15_MA20 1018 1018 114,392.65 17,515.35 1.74 0.11 50.29 53.32 2 21
B0 2 legacy_5pct_proxy P15_MA20_RS 1018 1018 124,350.55 27,473.26 2.01 -0.82 47.84 54.98 2 23
B0 2 legacy_5pct_proxy P15_MA20_SLOPE 1018 1018 123,405.28 26,527.99 1.97 -0.96 47.54 55.74 2 23
B0 2 ordinary_mainboard_10pct_sensitivity F60 1018 1018 95,117.70 0.00 1.57 -2.11 45.19 60.03 2 24
B0 2 ordinary_mainboard_10pct_sensitivity P15_MA20 1018 1018 111,787.20 16,669.51 1.69 0.01 50.10 53.29 2 21
B0 2 ordinary_mainboard_10pct_sensitivity P15_MA20_RS 1018 1018 120,939.93 25,822.23 1.94 -0.85 47.74 54.96 2 22
B0 2 ordinary_mainboard_10pct_sensitivity P15_MA20_SLOPE 1018 1018 121,144.71 26,027.02 1.93 -0.96 47.54 55.72 2 23
B0 4 legacy_5pct_proxy F60 1407 1407 68,908.83 0.00 1.37 -1.79 45.49 60.05 3 32
B0 4 legacy_5pct_proxy P15_MA20 1407 1407 84,179.90 15,271.07 1.21 -0.15 49.61 53.52 3 29
B0 4 legacy_5pct_proxy P15_MA20_RS 1407 1407 93,316.00 24,407.18 1.49 -0.70 47.83 55.02 3 31
B0 4 legacy_5pct_proxy P15_MA20_SLOPE 1407 1407 92,607.45 23,698.63 1.48 -1.02 47.41 55.80 3 31
B0 4 ordinary_mainboard_10pct_sensitivity F60 1407 1407 67,711.96 0.00 1.35 -1.79 45.49 60.02 3 32
B0 4 ordinary_mainboard_10pct_sensitivity P15_MA20 1407 1407 82,521.68 14,809.71 1.18 -0.19 49.47 53.51 3 29
B0 4 ordinary_mainboard_10pct_sensitivity P15_MA20_RS 1407 1407 91,963.53 24,251.57 1.44 -0.72 47.76 55.00 3 30
B0 4 ordinary_mainboard_10pct_sensitivity P15_MA20_SLOPE 1407 1407 91,529.50 23,817.53 1.44 -1.02 47.41 55.78 3 31
B1 2 legacy_5pct_proxy F60 622 622 84,223.61 0.00 2.51 -1.22 46.95 60.06 1 15
B1 2 legacy_5pct_proxy P15_MA20 622 622 82,965.71 -1,257.90 2.19 0.15 50.16 52.58 1 14
B1 2 legacy_5pct_proxy P15_MA20_RS 622 622 94,299.02 10,075.41 2.64 -0.23 48.39 54.47 1 14
B1 2 legacy_5pct_proxy P15_MA20_SLOPE 622 622 88,737.34 4,513.72 2.52 -0.43 48.55 55.28 1 14
B1 2 ordinary_mainboard_10pct_sensitivity F60 622 622 83,965.23 0.00 2.49 -1.22 47.11 60.03 1 15
B1 2 ordinary_mainboard_10pct_sensitivity P15_MA20 622 622 82,837.02 -1,128.21 2.18 0.19 50.32 52.55 1 14
B1 2 ordinary_mainboard_10pct_sensitivity P15_MA20_RS 622 622 94,277.11 10,311.89 2.63 -0.23 48.55 54.44 1 14
B1 2 ordinary_mainboard_10pct_sensitivity P15_MA20_SLOPE 622 622 88,156.29 4,191.06 2.51 -0.43 48.71 55.25 1 14
B1 4 legacy_5pct_proxy F60 766 766 73,513.45 0.00 2.41 -1.76 44.91 60.05 1 16
B1 4 legacy_5pct_proxy P15_MA20 766 766 78,534.89 5,021.44 2.10 -0.28 48.43 52.96 1 15
B1 4 legacy_5pct_proxy P15_MA20_RS 766 766 84,167.74 10,654.30 2.41 -0.73 47.00 54.71 1 15
B1 4 legacy_5pct_proxy P15_MA20_SLOPE 766 766 76,763.19 3,249.75 2.24 -1.01 46.21 55.45 1 15
B1 4 ordinary_mainboard_10pct_sensitivity F60 766 766 73,258.05 0.00 2.40 -1.74 45.04 60.02 1 16
B1 4 ordinary_mainboard_10pct_sensitivity P15_MA20 766 766 78,372.25 5,114.20 2.08 -0.28 48.56 52.94 1 15
B1 4 ordinary_mainboard_10pct_sensitivity P15_MA20_RS 766 766 84,067.98 10,809.94 2.40 -0.73 47.13 54.69 1 15
B1 4 ordinary_mainboard_10pct_sensitivity P15_MA20_SLOPE 766 766 76,104.29 2,846.24 2.23 -1.01 46.34 55.43 1 15
E1 2 legacy_5pct_proxy F60 1655 1655 152,470.64 0.00 1.89 -1.99 44.53 60.09 2 41
E1 2 legacy_5pct_proxy P15_MA20 1655 1655 100,460.56 -52,010.08 1.37 -0.67 47.79 53.15 1 34
E1 2 legacy_5pct_proxy P15_MA20_RS 1655 1655 121,637.43 -30,833.21 1.58 -1.13 46.65 54.84 1 36
E1 2 legacy_5pct_proxy P15_MA20_SLOPE 1655 1655 123,687.59 -28,783.05 1.59 -1.27 45.68 55.71 1 37
E1 2 ordinary_mainboard_10pct_sensitivity F60 1655 1655 155,726.83 0.00 1.93 -1.96 44.59 60.03 2 41
E1 2 ordinary_mainboard_10pct_sensitivity P15_MA20 1655 1655 100,352.85 -55,373.98 1.37 -0.67 47.73 53.12 1 34
E1 2 ordinary_mainboard_10pct_sensitivity P15_MA20_RS 1655 1655 123,621.29 -32,105.54 1.61 -1.13 46.59 54.81 1 36
E1 2 ordinary_mainboard_10pct_sensitivity P15_MA20_SLOPE 1655 1655 125,331.97 -30,394.85 1.62 -1.23 45.62 55.66 1 37
E1 4 legacy_5pct_proxy F60 2581 2581 138,470.02 0.00 1.84 -1.83 44.75 60.08 3 62
E1 4 legacy_5pct_proxy P15_MA20 2581 2581 81,729.98 -56,740.04 1.26 -0.66 48.04 53.23 2 54
E1 4 legacy_5pct_proxy P15_MA20_RS 2581 2581 108,550.94 -29,919.08 1.53 -1.12 47.04 54.95 2 56
E1 4 legacy_5pct_proxy P15_MA20_SLOPE 2581 2581 111,044.00 -27,426.02 1.51 -1.30 46.22 55.72 2 57
E1 4 ordinary_mainboard_10pct_sensitivity F60 2581 2581 142,452.27 0.00 1.88 -1.78 44.83 60.03 3 62
E1 4 ordinary_mainboard_10pct_sensitivity P15_MA20 2581 2581 81,533.84 -60,918.43 1.26 -0.66 48.00 53.20 2 54
E1 4 ordinary_mainboard_10pct_sensitivity P15_MA20_RS 2581 2581 110,700.94 -31,751.33 1.56 -1.12 47.00 54.92 2 56
E1 4 ordinary_mainboard_10pct_sensitivity P15_MA20_SLOPE 2581 2581 112,950.36 -29,501.91 1.53 -1.30 46.18 55.69 2 57
E2 2 legacy_5pct_proxy F60 1319 1319 176,015.52 0.00 2.20 -1.72 44.88 60.09 1 34
E2 2 legacy_5pct_proxy P15_MA20 1319 1319 140,510.17 -35,505.35 1.87 -0.47 48.67 53.11 0 30
E2 2 legacy_5pct_proxy P15_MA20_RS 1319 1319 152,131.99 -23,883.53 1.92 -0.92 47.01 54.70 0 31
E2 2 legacy_5pct_proxy P15_MA20_SLOPE 1319 1319 155,559.60 -20,455.92 1.89 -1.11 46.32 55.48 0 31
E2 2 ordinary_mainboard_10pct_sensitivity F60 1319 1319 180,398.78 0.00 2.26 -1.75 44.96 60.05 1 34
E2 2 ordinary_mainboard_10pct_sensitivity P15_MA20 1319 1319 140,208.65 -40,190.13 1.86 -0.48 48.67 53.09 0 30
E2 2 ordinary_mainboard_10pct_sensitivity P15_MA20_RS 1319 1319 154,812.85 -25,585.93 1.96 -0.92 47.01 54.67 0 31
E2 2 ordinary_mainboard_10pct_sensitivity P15_MA20_SLOPE 1319 1319 156,666.91 -23,731.88 1.92 -1.11 46.40 55.45 0 31
E2 4 legacy_5pct_proxy F60 1884 1884 167,481.27 0.00 2.04 -1.77 44.64 60.08 1 47
E2 4 legacy_5pct_proxy P15_MA20 1884 1884 129,685.56 -37,795.71 1.61 -0.60 48.20 53.14 0 43
E2 4 legacy_5pct_proxy P15_MA20_RS 1884 1884 144,718.92 -22,762.35 1.74 -0.98 46.76 54.79 0 44
E2 4 legacy_5pct_proxy P15_MA20_SLOPE 1884 1884 147,947.85 -19,533.42 1.69 -1.26 46.07 55.48 0 44
E2 4 ordinary_mainboard_10pct_sensitivity F60 1884 1884 172,644.53 0.00 2.09 -1.78 44.69 60.04 1 47
E2 4 ordinary_mainboard_10pct_sensitivity P15_MA20 1884 1884 129,693.63 -42,950.90 1.59 -0.63 48.14 53.12 0 43
E2 4 ordinary_mainboard_10pct_sensitivity P15_MA20_RS 1884 1884 147,125.44 -25,519.09 1.77 -1.03 46.71 54.76 0 44
E2 4 ordinary_mainboard_10pct_sensitivity P15_MA20_SLOPE 1884 1884 148,346.47 -24,298.06 1.68 -1.27 46.07 55.46 0 44
E3 2 legacy_5pct_proxy F60 406 406 34,692.03 0.00 1.71 -0.47 48.77 60.04 0 6
E3 2 legacy_5pct_proxy P15_MA20 406 406 30,706.87 -3,985.15 1.56 0.65 52.46 53.64 0 4
E3 2 legacy_5pct_proxy P15_MA20_RS 406 406 28,635.64 -6,056.39 1.38 0.38 50.99 54.87 0 5
E3 2 legacy_5pct_proxy P15_MA20_SLOPE 406 406 27,397.28 -7,294.75 1.27 0.24 50.25 55.79 0 5
E3 2 ordinary_mainboard_10pct_sensitivity F60 406 406 35,609.67 0.00 1.75 -0.47 48.77 60.01 0 6
E3 2 ordinary_mainboard_10pct_sensitivity P15_MA20 406 406 31,246.06 -4,363.61 1.58 0.65 52.46 53.62 0 4
E3 2 ordinary_mainboard_10pct_sensitivity P15_MA20_RS 406 406 29,174.82 -6,434.84 1.41 0.38 50.99 54.86 0 5
E3 2 ordinary_mainboard_10pct_sensitivity P15_MA20_SLOPE 406 406 27,848.62 -7,761.04 1.30 0.24 50.25 55.76 0 5
E3 4 legacy_5pct_proxy F60 690 690 41,299.19 0.00 2.86 -0.45 48.99 60.03 0 13
E3 4 legacy_5pct_proxy P15_MA20 690 690 37,162.61 -4,136.59 2.70 0.61 52.61 53.85 0 11
E3 4 legacy_5pct_proxy P15_MA20_RS 690 690 39,474.12 -1,825.07 2.78 0.39 51.59 55.19 0 12
E3 4 legacy_5pct_proxy P15_MA20_SLOPE 690 690 37,103.60 -4,195.59 2.60 0.32 51.01 55.97 0 12
E3 4 ordinary_mainboard_10pct_sensitivity F60 690 690 41,947.22 0.00 2.88 -0.45 48.99 60.01 0 13
E3 4 ordinary_mainboard_10pct_sensitivity P15_MA20 690 690 37,351.32 -4,595.90 2.69 0.61 52.61 53.83 0 11
E3 4 ordinary_mainboard_10pct_sensitivity P15_MA20_RS 690 690 39,813.61 -2,133.61 2.79 0.39 51.59 55.17 0 12
E3 4 ordinary_mainboard_10pct_sensitivity P15_MA20_SLOPE 690 690 37,280.34 -4,666.88 2.59 0.32 51.01 55.96 0 12
HSC1 2 legacy_5pct_proxy F60 1377 1377 -348,209.80 0.00 -5.29 -9.70 28.32 60.11 5 33
HSC1 2 legacy_5pct_proxy P15_MA20 1377 1377 -263,655.39 84,554.41 -4.23 -7.17 37.11 50.68 5 19
HSC1 2 legacy_5pct_proxy P15_MA20_RS 1377 1377 -305,342.49 42,867.30 -4.84 -7.98 33.99 52.15 5 23
HSC1 2 legacy_5pct_proxy P15_MA20_SLOPE 1377 1377 -313,010.64 35,199.15 -4.95 -8.39 33.26 53.02 5 25
HSC1 2 ordinary_mainboard_10pct_sensitivity F60 1377 1377 -350,513.27 0.00 -5.32 -9.68 28.10 60.04 5 33
HSC1 2 ordinary_mainboard_10pct_sensitivity P15_MA20 1377 1377 -263,286.93 87,226.34 -4.22 -7.17 37.11 50.64 5 19
HSC1 2 ordinary_mainboard_10pct_sensitivity P15_MA20_RS 1377 1377 -306,643.55 43,869.72 -4.85 -7.84 33.91 52.09 5 22
HSC1 2 ordinary_mainboard_10pct_sensitivity P15_MA20_SLOPE 1377 1377 -314,421.41 36,091.86 -4.96 -8.38 33.19 52.98 5 25
HSC1 4 legacy_5pct_proxy F60 1896 1896 -296,046.49 0.00 -4.95 -9.49 29.32 60.09 6 42
HSC1 4 legacy_5pct_proxy P15_MA20 1896 1896 -222,243.33 73,803.15 -4.00 -6.91 36.92 51.11 6 27
HSC1 4 legacy_5pct_proxy P15_MA20_RS 1896 1896 -248,867.62 47,178.87 -4.43 -7.68 33.81 52.60 6 32
HSC1 4 legacy_5pct_proxy P15_MA20_SLOPE 1896 1896 -257,788.00 38,258.49 -4.57 -8.24 33.23 53.46 6 34
HSC1 4 ordinary_mainboard_10pct_sensitivity F60 1896 1896 -298,099.61 0.00 -4.97 -9.52 29.17 60.03 6 42
HSC1 4 ordinary_mainboard_10pct_sensitivity P15_MA20 1896 1896 -222,378.21 75,721.40 -4.00 -6.91 36.92 51.08 6 27
HSC1 4 ordinary_mainboard_10pct_sensitivity P15_MA20_RS 1896 1896 -250,350.57 47,749.04 -4.43 -7.64 33.76 52.56 6 31
HSC1 4 ordinary_mainboard_10pct_sensitivity P15_MA20_SLOPE 1896 1896 -259,073.09 39,026.52 -4.58 -8.23 33.18 53.43 6 34
M1 2 legacy_5pct_proxy F60 1688 1688 -311,291.69 0.00 -4.56 -9.00 29.56 60.06 3 27
M1 2 legacy_5pct_proxy P15_MA20 1688 1688 -240,253.69 71,038.00 -3.61 -6.36 37.86 50.86 3 17
M1 2 legacy_5pct_proxy P15_MA20_RS 1688 1688 -276,424.74 34,866.95 -4.10 -7.17 35.07 52.39 3 19
M1 2 legacy_5pct_proxy P15_MA20_SLOPE 1688 1688 -290,164.21 21,127.48 -4.25 -7.60 34.83 53.31 3 21
M1 2 ordinary_mainboard_10pct_sensitivity F60 1688 1688 -314,001.81 0.00 -4.59 -9.05 29.56 60.01 3 27
M1 2 ordinary_mainboard_10pct_sensitivity P15_MA20 1688 1688 -240,948.69 73,053.12 -3.62 -6.36 37.91 50.83 3 17
M1 2 ordinary_mainboard_10pct_sensitivity P15_MA20_RS 1688 1688 -277,710.88 36,290.92 -4.11 -7.13 35.07 52.35 3 19
M1 2 ordinary_mainboard_10pct_sensitivity P15_MA20_SLOPE 1688 1688 -292,130.20 21,871.61 -4.27 -7.60 34.83 53.27 3 21
M1 4 legacy_5pct_proxy F60 2432 2432 -241,695.18 0.00 -4.10 -8.82 30.92 60.06 4 43
M1 4 legacy_5pct_proxy P15_MA20 2432 2432 -188,045.39 53,649.79 -3.29 -6.33 38.69 51.10 4 30
M1 4 legacy_5pct_proxy P15_MA20_RS 2432 2432 -208,533.10 33,162.09 -3.62 -6.89 35.69 52.57 4 34
M1 4 legacy_5pct_proxy P15_MA20_SLOPE 2432 2432 -226,055.48 15,639.70 -3.84 -7.43 35.12 53.44 4 36
M1 4 ordinary_mainboard_10pct_sensitivity F60 2432 2432 -242,659.25 0.00 -4.12 -8.87 30.84 60.01 4 43
M1 4 ordinary_mainboard_10pct_sensitivity P15_MA20 2432 2432 -188,647.60 54,011.65 -3.30 -6.30 38.69 51.08 4 30
M1 4 ordinary_mainboard_10pct_sensitivity P15_MA20_RS 2432 2432 -210,052.93 32,606.33 -3.65 -6.89 35.65 52.54 4 33
M1 4 ordinary_mainboard_10pct_sensitivity P15_MA20_SLOPE 2432 2432 -227,210.80 15,448.45 -3.85 -7.46 35.07 53.41 4 36
M2 2 legacy_5pct_proxy F60 1493 1493 -340,014.25 0.00 -5.03 -9.78 28.00 60.06 4 24
M2 2 legacy_5pct_proxy P15_MA20 1493 1493 -268,750.82 71,263.43 -4.14 -7.78 36.37 51.06 4 17
M2 2 legacy_5pct_proxy P15_MA20_RS 1493 1493 -300,218.31 39,795.95 -4.58 -8.48 33.89 52.53 4 18
M2 2 legacy_5pct_proxy P15_MA20_SLOPE 1493 1493 -317,580.89 22,433.37 -4.79 -8.86 33.49 53.36 4 18
M2 2 ordinary_mainboard_10pct_sensitivity F60 1493 1493 -342,915.12 0.00 -5.07 -9.82 28.06 60.02 4 24
M2 2 ordinary_mainboard_10pct_sensitivity P15_MA20 1493 1493 -270,467.08 72,448.04 -4.16 -7.78 36.44 51.03 4 17
M2 2 ordinary_mainboard_10pct_sensitivity P15_MA20_RS 1493 1493 -302,707.40 40,207.72 -4.61 -8.40 33.89 52.50 4 18
M2 2 ordinary_mainboard_10pct_sensitivity P15_MA20_SLOPE 1493 1493 -319,911.22 23,003.90 -4.82 -8.85 33.49 53.32 4 18
M2 4 legacy_5pct_proxy F60 2075 2075 -292,987.92 0.00 -4.57 -9.53 29.16 60.07 5 38
M2 4 legacy_5pct_proxy P15_MA20 2075 2075 -224,788.96 68,198.96 -3.73 -7.47 36.96 51.50 5 28
M2 4 legacy_5pct_proxy P15_MA20_RS 2075 2075 -246,931.50 46,056.42 -4.02 -8.07 34.36 52.98 5 30
M2 4 legacy_5pct_proxy P15_MA20_SLOPE 2075 2075 -263,875.33 29,112.59 -4.20 -8.44 33.83 53.75 5 30
M2 4 ordinary_mainboard_10pct_sensitivity F60 2075 2075 -294,172.66 0.00 -4.60 -9.53 29.06 60.02 5 38
M2 4 ordinary_mainboard_10pct_sensitivity P15_MA20 2075 2075 -226,602.20 67,570.46 -3.76 -7.47 36.96 51.48 5 28
M2 4 ordinary_mainboard_10pct_sensitivity P15_MA20_RS 2075 2075 -249,411.71 44,760.95 -4.05 -7.98 34.31 52.95 5 30
M2 4 ordinary_mainboard_10pct_sensitivity P15_MA20_SLOPE 2075 2075 -265,378.01 28,794.65 -4.22 -8.40 33.78 53.71 5 30
M3 2 legacy_5pct_proxy F60 2007 2007 148,097.20 0.00 1.54 -2.59 43.30 60.07 1 51
M3 2 legacy_5pct_proxy P15_MA20 2007 2007 88,481.68 -59,615.53 0.87 -0.93 47.33 52.71 1 41
M3 2 legacy_5pct_proxy P15_MA20_RS 2007 2007 97,232.09 -50,865.11 0.98 -1.42 45.89 54.35 1 44
M3 2 legacy_5pct_proxy P15_MA20_SLOPE 2007 2007 131,780.70 -16,316.50 1.40 -1.83 44.84 55.36 1 46
M3 2 ordinary_mainboard_10pct_sensitivity F60 2007 2007 152,780.08 0.00 1.59 -2.60 43.30 60.02 1 51
M3 2 ordinary_mainboard_10pct_sensitivity P15_MA20 2007 2007 89,544.58 -63,235.51 0.88 -0.93 47.38 52.69 1 41
M3 2 ordinary_mainboard_10pct_sensitivity P15_MA20_RS 2007 2007 99,828.07 -52,952.02 1.01 -1.35 45.99 54.32 1 43
M3 2 ordinary_mainboard_10pct_sensitivity P15_MA20_SLOPE 2007 2007 133,216.08 -19,564.00 1.42 -1.79 44.89 55.33 1 46
M3 4 legacy_5pct_proxy F60 3502 3502 108,851.19 0.00 1.40 -2.60 43.09 60.08 5 96
M3 4 legacy_5pct_proxy P15_MA20 3502 3502 68,877.54 -39,973.65 0.87 -1.21 46.69 52.76 4 79
M3 4 legacy_5pct_proxy P15_MA20_RS 3502 3502 74,193.85 -34,657.34 0.98 -1.70 45.17 54.43 4 82
M3 4 legacy_5pct_proxy P15_MA20_SLOPE 3502 3502 85,117.44 -23,733.75 1.18 -2.06 44.17 55.32 4 85
M3 4 ordinary_mainboard_10pct_sensitivity F60 3502 3502 110,158.04 0.00 1.42 -2.60 43.06 60.03 5 95
M3 4 ordinary_mainboard_10pct_sensitivity P15_MA20 3502 3502 69,367.87 -40,790.17 0.88 -1.21 46.69 52.73 4 78
M3 4 ordinary_mainboard_10pct_sensitivity P15_MA20_RS 3502 3502 75,310.36 -34,847.68 0.99 -1.65 45.23 54.40 4 80
M3 4 ordinary_mainboard_10pct_sensitivity P15_MA20_SLOPE 3502 3502 85,801.45 -24,356.59 1.19 -2.05 44.20 55.29 4 84
M4 2 legacy_5pct_proxy F60 360 360 46,789.42 0.00 2.69 -1.53 43.61 60.05 2 2
M4 2 legacy_5pct_proxy P15_MA20 360 360 62,075.14 15,285.72 3.10 -0.51 47.22 54.08 2 2
M4 2 legacy_5pct_proxy P15_MA20_RS 360 360 65,067.20 18,277.78 3.25 -0.64 46.94 55.89 2 2
M4 2 legacy_5pct_proxy P15_MA20_SLOPE 360 360 62,458.21 15,668.79 3.27 -1.23 45.00 56.43 2 2
M4 2 ordinary_mainboard_10pct_sensitivity F60 360 360 47,542.53 0.00 2.70 -1.53 43.61 60.00 2 2
M4 2 ordinary_mainboard_10pct_sensitivity P15_MA20 360 360 61,222.26 13,679.73 3.08 -0.64 46.94 54.06 2 2
M4 2 ordinary_mainboard_10pct_sensitivity P15_MA20_RS 360 360 65,142.93 17,600.40 3.26 -0.64 46.94 55.87 2 2
M4 2 ordinary_mainboard_10pct_sensitivity P15_MA20_SLOPE 360 360 62,622.58 15,080.05 3.27 -1.23 45.00 56.40 2 2
M4 4 legacy_5pct_proxy F60 419 419 54,137.36 0.00 3.07 -1.01 45.58 60.04 2 2
M4 4 legacy_5pct_proxy P15_MA20 419 419 66,210.11 12,072.75 3.34 -0.30 48.69 54.10 2 2
M4 4 legacy_5pct_proxy P15_MA20_RS 419 419 69,349.79 15,212.43 3.45 -0.40 48.21 55.98 2 2
M4 4 legacy_5pct_proxy P15_MA20_SLOPE 419 419 66,453.40 12,316.05 3.44 -0.88 46.54 56.50 2 2
M4 4 ordinary_mainboard_10pct_sensitivity F60 419 419 54,752.76 0.00 3.08 -1.01 45.58 60.00 2 2
M4 4 ordinary_mainboard_10pct_sensitivity P15_MA20 419 419 65,192.58 10,439.82 3.32 -0.35 48.45 54.08 2 2
M4 4 ordinary_mainboard_10pct_sensitivity P15_MA20_RS 419 419 69,260.86 14,508.10 3.45 -0.40 48.21 55.95 2 2
M4 4 ordinary_mainboard_10pct_sensitivity P15_MA20_SLOPE 419 419 66,480.07 11,727.31 3.44 -0.88 46.54 56.47 2 2
M5 2 legacy_5pct_proxy F60 360 360 37,259.16 0.00 2.28 -1.92 41.94 60.05 2 2
M5 2 legacy_5pct_proxy P15_MA20 360 360 50,180.38 12,921.22 2.63 -0.91 46.11 54.24 2 2
M5 2 legacy_5pct_proxy P15_MA20_RS 360 360 53,170.44 15,911.28 2.78 -1.04 46.11 56.05 2 2
M5 2 legacy_5pct_proxy P15_MA20_SLOPE 360 360 50,689.05 13,429.89 2.79 -1.62 43.89 56.54 2 2
M5 2 ordinary_mainboard_10pct_sensitivity F60 360 360 37,999.81 0.00 2.29 -1.92 41.94 60.00 2 2
M5 2 ordinary_mainboard_10pct_sensitivity P15_MA20 360 360 49,318.26 11,318.45 2.61 -1.04 45.83 54.21 2 2
M5 2 ordinary_mainboard_10pct_sensitivity P15_MA20_RS 360 360 53,235.06 15,235.25 2.79 -1.04 46.11 56.03 2 2
M5 2 ordinary_mainboard_10pct_sensitivity P15_MA20_SLOPE 360 360 50,842.13 12,842.32 2.80 -1.62 43.89 56.51 2 2
M5 4 legacy_5pct_proxy F60 419 419 44,694.71 0.00 2.66 -1.40 44.15 60.04 2 2
M5 4 legacy_5pct_proxy P15_MA20 419 419 54,829.74 10,135.03 2.90 -0.58 47.97 54.27 2 2
M5 4 legacy_5pct_proxy P15_MA20_RS 419 419 57,905.34 13,210.63 3.01 -0.75 47.73 56.14 2 2
M5 4 legacy_5pct_proxy P15_MA20_SLOPE 419 419 55,136.12 10,441.41 3.00 -1.27 45.82 56.62 2 2
M5 4 ordinary_mainboard_10pct_sensitivity F60 419 419 45,308.88 0.00 2.67 -1.40 44.15 60.00 2 2
M5 4 ordinary_mainboard_10pct_sensitivity P15_MA20 419 419 53,841.14 8,532.26 2.89 -0.65 47.73 54.25 2 2
M5 4 ordinary_mainboard_10pct_sensitivity P15_MA20_RS 419 419 57,843.47 12,534.59 3.01 -0.75 47.73 56.12 2 2
M5 4 ordinary_mainboard_10pct_sensitivity P15_MA20_SLOPE 419 419 55,162.73 9,853.85 3.00 -1.27 45.82 56.60 2 2
PV2 2 legacy_5pct_proxy F60 2044 2044 149,298.30 0.00 1.36 -2.69 43.10 60.07 1 55
PV2 2 legacy_5pct_proxy P15_MA20 2044 2044 74,499.43 -74,798.87 0.59 -1.06 47.11 52.90 1 43
PV2 2 legacy_5pct_proxy P15_MA20_RS 2044 2044 87,921.87 -61,376.43 0.72 -1.74 45.45 54.49 1 46
PV2 2 legacy_5pct_proxy P15_MA20_SLOPE 2044 2044 120,265.34 -29,032.96 1.10 -2.04 44.52 55.48 1 48
PV2 2 ordinary_mainboard_10pct_sensitivity F60 2044 2044 153,631.89 0.00 1.41 -2.70 43.05 60.03 1 55
PV2 2 ordinary_mainboard_10pct_sensitivity P15_MA20 2044 2044 75,735.94 -77,895.95 0.61 -1.06 47.16 52.88 1 43
PV2 2 ordinary_mainboard_10pct_sensitivity P15_MA20_RS 2044 2044 91,290.54 -62,341.35 0.76 -1.60 45.55 54.46 1 45
PV2 2 ordinary_mainboard_10pct_sensitivity P15_MA20_SLOPE 2044 2044 122,088.02 -31,543.87 1.12 -2.03 44.57 55.45 1 48
PV2 4 legacy_5pct_proxy F60 3603 3603 121,231.35 0.00 1.22 -2.67 42.85 60.06 3 98
PV2 4 legacy_5pct_proxy P15_MA20 3603 3603 69,845.68 -51,385.67 0.66 -1.33 46.57 53.06 3 81
PV2 4 legacy_5pct_proxy P15_MA20_RS 3603 3603 81,926.50 -39,304.85 0.76 -1.82 45.21 54.65 3 85
PV2 4 legacy_5pct_proxy P15_MA20_SLOPE 3603 3603 93,370.69 -27,860.66 0.95 -2.14 43.99 55.57 3 88
PV2 4 ordinary_mainboard_10pct_sensitivity F60 3603 3603 122,065.16 0.00 1.23 -2.68 42.77 60.02 3 98
PV2 4 ordinary_mainboard_10pct_sensitivity P15_MA20 3603 3603 70,310.04 -51,755.12 0.67 -1.33 46.54 53.03 3 81
PV2 4 ordinary_mainboard_10pct_sensitivity P15_MA20_RS 3603 3603 83,348.57 -38,716.59 0.78 -1.81 45.24 54.62 3 84
PV2 4 ordinary_mainboard_10pct_sensitivity P15_MA20_SLOPE 3603 3603 94,132.64 -27,932.52 0.96 -2.14 43.99 55.54 3 88

逐笔与复现证据

逐年 · 配对区块 · 尾部及集中度 · 输入哈希和执行代码

原模型与失败保留。没有独立前瞻验证，不凭旧研究利润证明新模型有效。完整限制见研究方法。