Source: task5-ashare-leader/output/doc_support_v13_wanbai/doc_support_snippets.md
Last modified: 2026-05-19 00:37:50 · 16,395 bytes

Task #5 v1.3 Wanbai Doc Support

1.1 v1.3 Y2 总体 + 年度回测指标

总体情况 2015 2016 2017 2018 2019 2020 2021 2022 2023 2024 2025 2026
收益/年化 17.46% 0.00% 0.00% 0.00% 0.00% 10.32% 54.83% 20.79% 0.00% -8.77% 2.67% 36.57% 27.88%
波动率 20.05% 0.00% 0.00% 0.00% 0.00% 17.60% 29.75% 23.68% 0.00% 9.88% 12.17% 30.94% 31.23%
Sharpe 0.871 0.586 1.843 0.878 -0.888 0.220 1.182 0.893
最大回撤 -22.49% 0.00% 0.00% 0.00% 0.00% -16.31% -16.75% -22.49% 0.00% -9.94% -9.33% -18.86% -9.25%
期末净值 3.585 1.000 1.000 1.000 1.000 1.103 1.548 1.208 1.000 0.912 1.027 1.366 1.279

1.1 图表文件

v13_y2_nav_vs_csi300_csi800.png

2. Current Signal Scan (all current qualifying names)

date stock candidate_source strict_score close rs_pct_batch trend_count fundamental_pass sponsorship_score gross_margin_score v1_3_y2_selected in_bootstrap_holdings
2026-05-15 300308.XSHE 中际旭创 strict_breakout 3.715 1049.87 1 8 True 0 0.227 True True
2026-05-15 300502.XSHE 新易盛 strict_breakout 3.65 610.05 1 8 True 0 0.233 True True
2026-05-15 688525.XSHG 佰维存储 strict_breakout 3.504 306.3 0.975 8 True 0 0.2 True True
2026-05-15 001309.XSHE 德明利 strict_breakout 3.475 712.06 1 8 True 0 0.189 True False
2026-05-15 300476.XSHE 胜宏科技 strict_breakout 3.387 340.22 0.98 8 True 0 0.195 True False
2026-05-15 301308.XSHE 江波龙 strict_breakout 3.384 590.52 0.995 8 True 0 0.181 True False
2026-05-15 000426.XSHE 兴业银锡 strict_breakout 3.359 44.14 0.977 6 True 0 0.244 True True
2026-05-15 688025.XSHG 杰普特 strict_breakout 3.346 394.8 1 8 True 0 0.215 True True
2026-05-15 688127.XSHG 蓝特光学 strict_breakout 3.339 95.5 0.955 8 True 0 0.228 True False
2026-05-15 603629.XSHG 利通电子 strict_breakout 3.269 170 0.989 8 True 0 0.176 True False
2026-05-15 600961.XSHG 株冶集团 strict_breakout 3.255 29.26 0.984 8 True 0 0.061 False False
2026-05-15 300857.XSHE 协创数据 strict_breakout 3.241 274.01 0.99 8 True 0 0.103 False False
2026-05-15 603045.XSHG 福达合金 strict_breakout 3.241 69.93 0.985 8 True 0 0.044 False False
2026-05-15 300475.XSHE 香农芯创 strict_breakout 3.163 190.4 0.995 8 True 0 0.02 False False
2026-05-15 002636.XSHE 金安国纪 strict_breakout 3.132 42.9 0.995 8 True 0 0.085 False False
2026-05-15 002842.XSHE 翔鹭钨业 strict_breakout 3.088 36.43 0.985 8 True 0 0.107 False False
2026-05-15 002080.XSHE 中材科技 early_watchlist 3.05 64.78 1 8 True False False
2026-05-15 600487.XSHG 亨通光电 early_watchlist 3.05 69.8 1 8 True False False
2026-05-15 601126.XSHG 四方股份 early_watchlist 3.05 76.51 1 8 True False False
2026-05-15 603256.XSHG 宏和科技 early_watchlist 3.05 134.1 1 8 True False True
2026-05-15 688519.XSHG 南亚新材 strict_breakout 3.046 181.5 0.97 8 True 0 0.051 False False
2026-05-15 002240.XSHE 盛新锂能 early_watchlist 3.045 51.06 1 8 True False False
2026-05-15 002353.XSHE 杰瑞股份 early_watchlist 3.045 137.86 0.976 8 True False False
2026-05-15 300548.XSHE 长芯博创 early_watchlist 3.042 251.4 0.962 8 True False True
2026-05-15 002008.XSHE 大族激光 early_watchlist 3.041 143.3 0.957 8 True False False
2026-05-15 300390.XSHE 天华新能 early_watchlist 3.038 93.65 0.941 8 True False False
2026-05-15 300054.XSHE 鼎龙股份 early_watchlist 3.038 69.68 0.969 8 True False False
2026-05-15 600176.XSHG 中国巨石 early_watchlist 3.036 33.86 0.929 8 True False False
2026-05-15 300604.XSHE 长川科技 early_watchlist 3.035 209.5 0.942 8 True False True
2026-05-15 002463.XSHE 沪电股份 early_watchlist 3.031 102.99 1 8 True False False
2026-05-15 002487.XSHE 大金重工 early_watchlist 3.031 77.4 0.953 8 True False True
2026-05-15 600183.XSHG 生益科技 early_watchlist 3.029 89.95 1 8 True False False
2026-05-15 603938.XSHG 三孚股份 early_watchlist 3.025 40.39 0.938 8 True False False
2026-05-15 300503.XSHE 昊志机电 early_watchlist 3.023 71.14 0.904 8 True False False
2026-05-15 603026.XSHG 石大胜华 early_watchlist 3.023 100.65 0.946 8 True False False
2026-05-15 603986.XSHG 兆易创新 early_watchlist 3.019 375.34 0.969 8 True False False
2026-05-15 000988.XSHE 华工科技 early_watchlist 3.015 133.98 0.913 8 True False False
2026-05-15 002245.XSHE 蔚蓝锂芯 early_watchlist 3.012 25.91 0.905 8 True False False
2026-05-15 002407.XSHE 多氟多 early_watchlist 3.007 36.47 0.952 8 True False False
2026-05-15 300037.XSHE 新宙邦 early_watchlist 3.006 63.15 0.938 8 True False False
2026-05-15 000408.XSHE 藏格矿业 early_watchlist 3.006 83.71 0.906 8 True False False
2026-05-15 300442.XSHE 润泽科技 early_watchlist 3 102.46 0.808 8 True False False
2026-05-15 002859.XSHE 洁美科技 early_watchlist 2.998 51.51 0.839 8 True False False
2026-05-15 300408.XSHE 三环集团 early_watchlist 2.992 85.7 0.846 8 True False False
2026-05-15 688008.XSHG 澜起科技 early_watchlist 2.986 247.98 0.818 8 True False False
2026-05-15 688072.XSHG 拓荆科技 early_watchlist 2.986 529.94 0.864 8 True False True
2026-05-15 601872.XSHG 招商轮船 early_watchlist 2.984 17.44 0.973 7 True False False
2026-05-15 688630.XSHG 芯碁微装 early_watchlist 2.983 258.71 0.833 8 True False False
2026-05-15 002497.XSHE 雅化集团 early_watchlist 2.98 25.86 0.814 8 True False False
2026-05-15 600499.XSHG 科达制造 early_watchlist 2.956 17.37 0.878 7 True False False

v1.3 Y2 持仓时长 / 仓位状态 breakdown

各年持仓状态

Year Trading Days Days With Holdings M-filter ON Days Avg # Holdings Max # Holdings Avg Exposure Max Exposure Holding Day % M-filter ON %
2015 244 0 0 0 0 0.0% 0.0% 0.0% 0.0%
2016 244 0 51 0 0 0.0% 0.0% 0.0% 20.9%
2017 244 0 192 0 0 0.0% 0.0% 0.0% 78.7%
2018 243 0 26 0 0 0.0% 0.0% 0.0% 10.7%
2019 244 192 134 8 12 62.6% 100.0% 78.7% 54.9%
2020 243 243 138 8.5 12 70.9% 100.0% 100.0% 56.8%
2021 243 158 66 5 12 38.0% 98.1% 65.0% 27.2%
2022 242 0 0 0 0 0.0% 0.0% 0.0% 0.0%
2023 242 112 20 2.9 12 22.7% 91.7% 46.3% 8.3%
2024 242 48 55 2.3 12 18.1% 98.2% 19.8% 22.7%
2025 243 243 172 10.1 12 77.2% 100.0% 100.0% 70.8%
2026 85 85 56 10.8 12 83.9% 96.7% 100.0% 65.9%

个股持仓时长分布（已完成卖出样本）

Sell Trades Avg Holding Days Median P25 P75 P90 Max
233 75.8 66.0 26.0 110.0 153.8 333

说明：2015-2018 与 2022 不是行情数据缺失，而是模型在这些年份未形成有效持仓；第一次开仓为 2019-03-22。