# 超跌冻结模型：2026年11月4日收盘更新

真实行情、扫描、事件估值截止：2026-11-04。沿用原执行纠错v3阈值、排序、退出和随机种子，无新增调参。

## 四种定义的F20结果

| model                          | entry_method   | exit_rule   |     n |   mean |   median |   win_pct |     p05 |    p95 |   positive_top5_share_pct |   active_months |   ci_low |   ci_high |
|:-------------------------------|:---------------|:------------|------:|-------:|---------:|----------:|--------:|-------:|--------------------------:|----------------:|---------:|----------:|
| C0_oversold_only               | next_open      | F20         | 52072 |  3.384 |    1.291 |    53.785 | -18.988 | 31.505 |                     0.308 |              60 |    1.074 |     6.224 |
| C1_active_no_accel             | next_open      | F20         | 27276 |  1.992 |   -0.670 |    48.046 | -21.515 | 33.062 |                     0.565 |              60 |   -0.050 |     4.369 |
| V1_price_activity              | next_open      | F20         | 27069 |  1.987 |   -0.678 |    48.044 | -21.515 | 33.080 |                     0.569 |              60 |   -0.058 |     4.370 |
| V2_amount_activity_exploratory | next_open      | F20         | 19899 |  1.575 |   -0.515 |    48.520 | -20.990 | 30.208 |                     0.544 |              60 |   -0.333 |     3.849 |

## 每天总预算1万元、前四独立批次

| model             | entry_method           | exit_rule   |   scheduled |   filled |   entry_days |   total_daily_budgets_yuan |    pnl_yuan |   return_on_daily_budgets_pct |   closed |   right_censored | not_initial_10000_account   |
|:------------------|:-----------------------|:------------|------------:|---------:|-------------:|---------------------------:|------------:|------------------------------:|---------:|-----------------:|:----------------------------|
| V1_price_activity | confirmation_next_open | F10         |        3936 |     2348 |         1153 |                   11530000 |  -66367.724 |                        -0.576 |     2324 |               24 | True                        |
| V1_price_activity | confirmation_next_open | F20         |        3936 |     2348 |         1153 |                   11530000 |  -85573.618 |                        -0.742 |     2301 |               47 | True                        |
| V1_price_activity | confirmation_next_open | F40         |        3936 |     2348 |         1153 |                   11530000 |  -89547.946 |                        -0.777 |     2268 |               80 | True                        |
| V1_price_activity | confirmation_next_open | F5          |        3936 |     2348 |         1153 |                   11530000 |  -51153.940 |                        -0.444 |     2337 |               11 | True                        |
| V1_price_activity | confirmation_next_open | F60         |        3936 |     2348 |         1153 |                   11530000 | -125160.181 |                        -1.086 |     2237 |              111 | True                        |
| V1_price_activity | confirmation_next_open | P10         |        3936 |     2348 |         1153 |                   11530000 | -124005.154 |                        -1.076 |     2326 |               22 | True                        |
| V1_price_activity | confirmation_next_open | P5          |        3936 |     2348 |         1153 |                   11530000 |  -73783.053 |                        -0.640 |     2335 |               13 | True                        |
| V1_price_activity | confirmation_next_open | TC5         |        3936 |     2348 |         1153 |                   11530000 |  -52413.994 |                        -0.455 |     2341 |                7 | True                        |
| V1_price_activity | confirmation_next_open | TC8         |        3936 |     2348 |         1153 |                   11530000 |  -52040.880 |                        -0.451 |     2337 |               11 | True                        |
| V1_price_activity | next_open              | F10         |        4527 |     2778 |         1202 |                   12020000 |  -88522.618 |                        -0.736 |     2740 |               38 | True                        |
| V1_price_activity | next_open              | F20         |        4527 |     2778 |         1202 |                   12020000 |  -76410.498 |                        -0.636 |     2717 |               61 | True                        |
| V1_price_activity | next_open              | F40         |        4527 |     2778 |         1202 |                   12020000 |  -67308.290 |                        -0.560 |     2675 |              103 | True                        |
| V1_price_activity | next_open              | F5          |        4527 |     2778 |         1202 |                   12020000 |  -89670.776 |                        -0.746 |     2754 |               24 | True                        |
| V1_price_activity | next_open              | F60         |        4527 |     2778 |         1202 |                   12020000 |  -69928.522 |                        -0.582 |     2629 |              149 | True                        |
| V1_price_activity | next_open              | P10         |        4527 |     2778 |         1202 |                   12020000 | -130786.338 |                        -1.088 |     2735 |               43 | True                        |
| V1_price_activity | next_open              | P5          |        4527 |     2778 |         1202 |                   12020000 | -131103.158 |                        -1.091 |     2754 |               24 | True                        |
| V1_price_activity | next_open              | TC5         |        4527 |     2778 |         1202 |                   12020000 |  -85392.111 |                        -0.710 |     2758 |               20 | True                        |
| V1_price_activity | next_open              | TC8         |        4527 |     2778 |         1202 |                   12020000 |  -76893.237 |                        -0.640 |     2755 |               23 | True                        |

## 同入点九种退出

| rule   |     n |   mean |   median |   win_pct |     p05 |    p95 |   positive_top5_share_pct |   active_months |   ci_low |   ci_high |   paired_mean_minus_F60_pp |   paired_median_minus_F60_pp |
|:-------|------:|-------:|---------:|----------:|--------:|-------:|--------------------------:|----------------:|---------:|----------:|---------------------------:|-----------------------------:|
| F10    | 25843 |  0.445 |   -0.740 |    47.158 | -20.137 | 23.727 |                     0.515 |              59 |   -1.250 |     2.339 |                     -1.811 |                        2.214 |
| F20    | 25843 |  2.268 |   -0.506 |    48.586 | -21.044 | 33.257 |                     0.587 |              59 |    0.099 |     4.713 |                      0.013 |                        2.892 |
| F40    | 25843 |  3.096 |   -1.062 |    47.738 | -26.141 | 44.800 |                     0.652 |              59 |    0.082 |     6.582 |                      0.841 |                        2.294 |
| F5     | 25843 |  0.747 |   -0.073 |    49.584 | -12.802 | 16.949 |                     0.470 |              59 |   -0.198 |     1.876 |                     -1.508 |                        3.195 |
| F60    | 25843 |  2.255 |   -3.195 |    43.319 | -29.792 | 51.381 |                     0.671 |              59 |   -2.078 |     7.238 |                      0.000 |                        0.000 |
| P10    | 25843 | -0.657 |  -10.346 |    25.249 | -12.299 | 41.587 |                     0.956 |              59 |   -3.322 |     2.501 |                     -2.912 |                        0.000 |
| P5     | 25843 | -0.613 |   -5.388 |    15.018 |  -8.543 | 29.753 |                     1.390 |              59 |   -1.978 |     1.046 |                     -2.868 |                        0.000 |
| TC5    | 25843 |  0.210 |   -2.731 |    34.713 |  -7.542 | 17.808 |                     0.772 |              59 |   -0.441 |     1.040 |                     -2.045 |                        3.000 |
| TC8    | 25843 |  0.508 |   -3.920 |    35.004 |  -9.064 | 25.576 |                     0.709 |              59 |   -0.458 |     1.684 |                     -1.747 |                        2.509 |

## 最新主板观察

| symbol   | name     | asof       | first_signal   |   signal_age | frozen_signal   | new_signal_today   | signal_state         | cap_verified   |   reviewed_cap_yi |   return5_pct |
|:---------|:---------|:-----------|:---------------|-------------:|:----------------|:-------------------|:---------------------|:---------------|------------------:|--------------:|
| sz000636 | 风华高科 | 2026-11-04 | 2026-11-04     |            0 | True            | True               | 今日新信号           | True           |           379.820 |       -10.298 |
| sh600601 | 方正科技 | 2026-11-04 | 2026-11-04     |            0 | True            | True               | 今日新信号           | True           |           406.460 |       -11.240 |
| sz002008 | 大族激光 | 2026-11-04 | 2026-11-02     |            2 | True            | False              | 冷却期内技术重复匹配 | True           |           542.290 |       -10.547 |
| sh600641 | 先导基电 | 2026-11-04 | 2026-10-12     |           17 | True            | False              | 冷却期内技术重复匹配 | True           |           267.380 |       -19.886 |
| sh600663 | 陆家嘴   | 2026-11-04 | 2026-10-30     |            3 | False           | False              | 旧信号/条件跟踪      | True           |           374.110 |        -9.611 |
| sh603730 | 岱美股份 | 2026-11-04 | 2026-11-03     |            1 | True            | False              | 冷却期内技术重复匹配 | True           |           196.810 |       -20.000 |
| sh600183 | 生益科技 | 2026-11-04 | 2026-10-15     |           14 | False           | False              | 旧信号/条件跟踪      | True           |          1964.580 |       -21.085 |

技术符合不是买入建议。最新收盘信号不假设已在当天提前买入，下一开盘未发生。新信号尚无未来收益，不排除最新一根K线。市值来源、原始响应和时间戳在CURRENT_CAP_AUDIT；尚未做本轮双源市值及公司公告逐只审查。

## 解释与限制

统计表展示实际结果，没有根据新增一天表现选择更好阈值。全事件平均、同日等权、每日前四预算回报不是同一口径；重叠事件高度相关，不能作为独立交易。已完成样本可能有事后完整性选择偏差，所有事件与失败明细另行保留。
历史点时市值缺失，历史回测未实施100亿元门槛；未补齐历史ST、退市、点时股票池、完整公司行动及产业基本面。不能据此宣称完整大市值版本有效。
现金约束账户未认证；新超跌结果不混入旧12模型账户。前瞻完成0。当前技术条件符合与冷却后新信号分别展示。最近有效信号不是首次满足技术条件的日期；20日冷却内重复匹配不能当作今日新信号。
历史案例80例按路径分位/近期抽取，只供解释，不用于估计胜率。K线未复权执行价；经济收益另处理已知行动。

## 可复现文件

src/run_historical.py、followup_analysis.py、date_weight_analysis.py、build_delivery.py；config/protocol.json；results/EVENT_PATHS_ALL.csv及FROZEN_SIGNALS.csv；correction_v2与date_weight。