Research · Copytrade

元大-松江分點跟單 · 參數 Sweep

門檻 × Top-N 訊號 → L×H×槽位固定資金模型(槽滿跳過),再對主冠軍做 swap 對照。 目標鍵:期間總報酬率(recycled PnL / 總本金);並並列 α 與資金效率次優。

窗口 2024-07-01 → 2026-07-16 分點 元大-松江 · id 9801 cells 3600 來源 20260717_yuanta_songjiang_copytrade_sweep.json 成本 0 bps(未扣稅費)

冠軍規格

主排序:固定槽 · 期間報酬率。次優:實現 α、α/鎖倉日。

主冠軍 · max 期間報酬率

PRIMARY

L3H18

期間報酬率
349.60%
實現 α (NTD)
27,885
門檻 / Top-N
50 張 · Top-1
槽位
1 × 10k = 10,000
捕獲率
6.26%
成交筆 / 鎖倉日
27 · 486
α / locked day
57.38
進場
T+3 開盤 · 持有 18 日收盤賣

次優 · max 實現 α

ALPHA

L1H12

期間報酬率
143.18%
實現 α (NTD)
73,226
門檻 / Top-N
50 張 · Top-1
槽位
9 × 10k = 90,000
捕獲率
80.23%
成交筆 / 鎖倉日
353 · 4236
α / locked day
17.29
進場
T+1 開盤 · 持有 12 日收盤賣

次優 · max α/locked day

EFFICIENCY

L2H3

期間報酬率
105.76%
實現 α (NTD)
9,242
門檻 / Top-N
500 張 · Top-1
槽位
1 × 10k = 10,000
捕獲率
53.41%
成交筆 / 鎖倉日
47 · 141
α / locked day
65.54
進場
T+2 開盤 · 持有 3 日收盤賣

冠軍交易明細

依固定槽實際成交重播:訊號日 → 進場日開盤買 → 持有 H 日後收盤賣。可切換三個冠軍。

L3H18 門檻 50 張 · Top-1 槽 1 成交腿 27 週期 27(跳過 404) 腿勝率 48.15% 合計 PnL 34,960 NTD

進場價=進場日開盤;賣出價=出場日收盤。報酬率為單腿淨報酬(成本 0 bps)。

# 訊號日 代號 名稱 買超張 買進日 買進價 賣出日 賣出價 報酬率 PnL 配置 台指% 籃 α
12024-07-0114091409206.02024-07-0416.902024-07-3117.151.48%14810,000-5.63%710
22024-07-292449京元電子292.02024-08-01110.002024-08-26121.0010.00%1,00010,000-1.78%1,178
32024-08-222891中信金548.92024-08-2733.102024-09-2034.002.72%27210,000-0.12%283
42024-09-18261826184,813.92024-09-2337.252024-10-2137.500.67%6710,0005.64%-497
52024-10-172412中華電400.02024-10-22122.502024-11-15122.500.00%010,000-3.37%337
62024-11-133036文曄363.02024-11-18109.502024-12-11107.50-1.83%-18310,0001.58%-341
72024-12-092317鴻海263.12024-12-12190.502025-01-07190.00-0.26%-2610,0002.62%-289
82025-01-0326182618127.92025-01-0847.102025-02-1143.80-7.01%-70110,000-0.10%-691
92025-02-073264欣銓62.02025-02-1277.302025-03-1074.40-3.75%-37510,000-3.57%-19
102025-03-072884玉山金155.02025-03-1229.002025-04-0826.75-7.76%-77610,000-17.14%938
112025-04-072886兆豐金53.32025-04-1039.502025-05-0638.40-2.78%-27810,0008.01%-1,080
122025-05-022618261854.02025-05-0743.302025-06-0241.10-5.08%-50810,0002.22%-730
132025-05-2814091409121.02025-06-0312.652025-06-2612.30-2.77%-27710,0006.46%-923
142025-06-268358金居66.02025-07-0158.502025-07-2497.5066.67%6,66710,0003.64%6,303
152025-07-222449京元電子236.72025-07-25114.502025-08-19137.0019.65%1,96510,0004.23%1,542
162025-08-152002中鋼182.02025-08-2020.152025-09-1219.35-3.97%-39710,0007.83%-1,180
172025-09-101802180272.62025-09-1526.052025-10-1330.5517.27%1,72710,0006.18%1,110
182025-10-0867706770254.72025-10-1430.602025-11-0730.55-0.16%-1610,0003.20%-337
192025-11-0500500050197.72025-11-1062.802025-12-0362.30-0.80%-8010,000-0.27%-52
202025-12-012324232459.02025-12-0430.452025-12-3030.35-0.33%-3310,0003.28%-361
212025-12-2667706770122.42025-12-3140.802026-01-2660.6048.53%4,85310,00010.71%3,782
222026-01-2265486548352.02026-01-2761.202026-03-0345.95-24.92%-2,49210,0006.21%-3,112
232026-02-2662136213596.02026-03-04130.502026-03-27158.0021.07%2,10710,0000.86%2,021
242026-03-253167316790.02026-03-30373.502026-04-24702.0087.95%8,79510,00019.73%6,823
252026-04-2224642464270.42026-04-2795.502026-05-21136.0042.41%4,24110,0004.42%3,799
262026-05-193189景碩517.02026-05-22588.002026-06-16642.009.18%91810,0008.38%81
272026-06-121303南亞3,045.92026-06-17114.502026-07-14210.0083.41%8,34110,000-2.48%8,589
L1H12 門檻 50 張 · Top-1 槽 9 成交腿 353 週期 353(跳過 87) 腿勝率 52.69% 合計 PnL 128,862 NTD

進場價=進場日開盤;賣出價=出場日收盤。報酬率為單腿淨報酬(成本 0 bps)。

# 訊號日 代號 名稱 買超張 買進日 買進價 賣出日 賣出價 報酬率 PnL 配置 台指% 籃 α
12024-07-0114091409206.02024-07-0216.502024-07-1718.3010.91%1,09110,0003.89%702
22024-07-022317鴻海257.82024-07-03205.002024-07-18204.00-0.49%-4910,0000.98%-146
32024-07-0328012801320.02024-07-0418.802024-07-1918.75-0.27%-2710,000-2.78%251
42024-07-0415131513318.62024-07-05203.502024-07-22209.502.95%29510,000-5.52%847
52024-07-0526182618144.02024-07-0835.552024-07-2334.15-3.94%-39410,000-4.21%28
62024-07-081785光洋科108.02024-07-0974.202024-07-2663.00-15.09%-1,50910,000-7.45%-764
72024-07-091785光洋科246.02024-07-1072.502024-07-2960.90-16.00%-1,60010,000-7.68%-832
82024-07-102615261557.02024-07-1178.102024-07-3076.20-2.43%-24310,000-8.88%645
92024-07-113037欣興749.82024-07-12188.002024-07-31179.50-4.52%-45210,000-7.18%266
102024-07-172449京元電子166.52024-07-18119.502024-08-0697.40-18.49%-1,84910,000-12.38%-611
112024-07-1814091409246.02024-07-1918.202024-08-0716.00-12.09%-1,20910,000-6.88%-521
122024-07-192330台積電152.32024-07-22964.002024-08-08896.00-7.05%-70510,000-6.23%-82
132024-07-223036文曄298.02024-07-23114.002024-08-09103.50-9.21%-92110,000-6.13%-308
142024-07-2323672367122.02024-07-2634.202024-08-1233.50-2.05%-20510,000-1.56%-48
152024-07-262330台積電161.52024-07-29942.002024-08-13941.00-0.11%-1110,000-1.66%155
162024-07-292449京元電子292.02024-07-30104.002024-08-14119.5014.90%1,49010,000-0.88%1,579
172024-07-312834283493.02024-08-0118.802024-08-1616.00-14.89%-1,48910,000-1.29%-1,360
182024-08-012884玉山金68.52024-08-0226.302024-08-1927.153.23%32310,0003.57%-33
192024-08-0628342834111.12024-08-0717.652024-08-2215.90-9.91%-99210,0004.01%-1,392
202024-08-082886兆豐金56.42024-08-0938.202024-08-2639.603.66%36610,0003.59%7
212024-08-093260威剛126.02024-08-1293.702024-08-2796.002.45%24510,0001.89%56
222024-08-122891中信金55.02024-08-1334.602024-08-2833.10-4.34%-43410,0002.63%-697
232024-08-1334813481164.22024-08-1414.752024-08-2916.058.81%88110,0000.79%802
242024-08-1514091409140.02024-08-1616.202024-09-0216.200.00%010,000-0.51%51
252024-08-192890永豐金54.12024-08-2026.752024-09-0423.00-14.02%-1,40210,000-5.96%-806
262024-08-202618261878.02024-08-2135.052024-09-0535.150.29%2910,000-4.72%501
272024-08-212891中信金187.22024-08-2233.952024-09-0632.90-3.09%-30910,000-3.22%13
282024-08-222891中信金548.92024-08-2333.402024-09-0932.70-2.10%-21010,000-4.57%248
292024-08-262891中信金153.22024-08-2733.102024-09-1132.30-2.42%-24210,000-5.20%278
302024-08-272891中信金228.82024-08-2832.902024-09-1232.15-2.28%-22810,000-3.21%93
312024-08-2814091409145.62024-08-2916.002024-09-1315.90-0.62%-6210,000-1.99%137
322024-08-2926182618171.02024-08-3035.702024-09-1635.900.56%5610,000-1.88%244
332024-09-0214091409185.02024-09-0316.202024-09-1916.05-0.93%-9310,000-0.22%-70
342024-09-042887台新新光金996.02024-09-0518.202024-09-2318.300.55%5510,0005.18%-463
352024-09-052887台新新光金701.02024-09-0618.202024-09-2418.401.10%11010,0004.65%-355
362024-09-0626182618209.02024-09-0934.702024-09-2537.708.65%86510,0007.65%100
372024-09-092891中信金264.12024-09-1032.752024-09-2635.006.87%68710,0008.52%-165
382024-09-1134813481176.62024-09-1214.352024-09-3016.1512.54%1,25410,0002.64%991
392024-09-122887台新新光金305.02024-09-1318.352024-10-0118.400.27%2710,0002.90%-263
402024-09-131301130159.02024-09-1647.202024-10-0453.0012.29%1,22910,0002.07%1,022
412024-09-162887台新新光金99.02024-09-1818.702024-10-0718.20-2.67%-26710,0004.72%-740
422024-09-192618261817,604.02024-09-2037.152024-10-0935.95-3.23%-32310,0002.25%-548
432024-09-2314091409194.02024-09-2415.852024-10-1415.70-0.95%-9510,0002.42%-337
442024-09-242887台新新光金101.72024-09-2518.402024-10-1517.55-4.62%-46210,0002.33%-695
452024-09-2514091409201.02024-09-2616.102024-10-1615.55-3.42%-34210,0000.67%-408
462024-09-262887台新新光金198.02024-09-2718.402024-10-1717.45-5.16%-51610,0001.01%-618
472024-09-3026182618186.12024-10-0137.502024-10-2137.500.00%010,0005.15%-515
482024-10-012881富邦金521.02024-10-0489.302024-10-2293.304.48%44810,0005.53%-105
492024-10-042881富邦金234.02024-10-0790.302024-10-2392.101.99%19910,0002.78%-79
502024-10-072412中華電589.02024-10-08123.502024-10-24122.00-1.21%-12110,0002.57%-378
512024-10-0914091409220.02024-10-1115.702024-10-2815.55-0.96%-9610,0001.29%-225
522024-10-142412中華電450.22024-10-15123.002024-10-30122.00-0.81%-8110,000-2.02%121
532024-10-152887台新新光金195.62024-10-1617.202024-11-0117.00-1.16%-11610,000-1.00%-16
542024-10-162887台新新光金108.02024-10-1717.502024-11-0417.10-2.29%-22910,000-0.38%-190
552024-10-172412中華電400.02024-10-18123.002024-11-05123.000.00%010,000-1.62%162
562024-10-2114091409145.02024-10-2215.702024-11-0715.700.00%010,000-0.54%54
572024-10-222412中華電653.22024-10-23123.002024-11-08123.000.00%010,0000.94%-94
582024-10-232412中華電655.02024-10-24122.002024-11-11123.000.82%8210,0001.45%-63
592024-10-2426182618182.02024-10-2537.552024-11-1239.505.19%51910,000-1.57%676
602024-10-282379237951.02024-10-29481.002024-11-14487.001.25%12510,000-0.92%217
612024-10-302887台新新光金109.32024-11-0116.852024-11-1816.900.30%3010,000-1.03%132
622024-11-012317鴻海95.32024-11-04209.002024-11-19203.50-2.63%-26310,000-0.51%-212
632024-11-042609260950.52024-11-0568.502024-11-2077.1012.55%1,25510,000-1.81%1,437
642024-11-053481348176.02024-11-0615.652024-11-2115.25-2.56%-25610,000-2.85%29
652024-11-072379237953.02024-11-08494.002024-11-25488.00-1.21%-12110,000-2.57%136
662024-11-082353235363.02024-11-1140.002024-11-2638.75-3.12%-31210,000-3.62%49
672024-11-113711日月光投控265.02024-11-12154.002024-11-27150.50-2.27%-22710,000-2.82%54
682024-11-122887台新新光金302.22024-11-1316.952024-11-2817.302.06%20610,000-2.46%452
692024-11-142317鴻海328.72024-11-15212.002024-12-02196.00-7.55%-75510,000-0.03%-752
702024-11-182317鴻海332.42024-11-19203.502024-12-04201.00-1.23%-12310,0001.78%-301
712024-11-192317鴻海168.12024-11-20206.502024-12-05199.00-3.63%-36310,0002.55%-619
722024-11-2023792379120.02024-11-21494.002024-12-06524.006.07%60710,0002.83%325
732024-11-212317鴻海363.72024-11-22205.502024-12-09195.00-5.11%-51110,0001.61%-672
742024-11-252351順德51.02024-11-26102.002024-12-1198.70-3.24%-32410,0000.99%-423
752024-11-262317鴻海496.82024-11-27200.502024-12-12188.50-5.99%-59810,0003.19%-917
762024-11-272317鴻海459.82024-11-28196.002024-12-13186.50-4.85%-48510,0003.24%-808
772024-11-2826182618311.42024-11-2941.352024-12-1643.755.80%58010,0003.49%231
782024-12-0226182618107.62024-12-0343.602024-12-1845.303.90%39010,0000.61%329
792024-12-0414091409100.02024-12-0515.902024-12-2014.85-6.60%-66010,000-3.26%-335
802024-12-0514091409160.02024-12-0615.852024-12-2314.95-5.68%-56810,000-0.38%-530
812024-12-062317鴻海66.52024-12-09198.502024-12-24185.50-6.55%-65510,000-0.66%-589
822024-12-092317鴻海263.12024-12-10193.002024-12-25186.50-3.37%-33710,0000.41%-378
832024-12-112317鴻海181.72024-12-12190.502024-12-27186.50-2.10%-21010,0000.99%-309
842024-12-122317鴻海73.22024-12-13188.502024-12-30185.00-1.86%-18610,0000.74%-259
852024-12-132317鴻海240.72024-12-16188.002024-12-31184.00-2.13%-21310,000-0.02%-211
862024-12-162317鴻海323.02024-12-17181.002025-01-02182.500.83%8310,000-0.81%164
872024-12-182344華邦電154.92024-12-1915.202025-01-0614.80-2.63%-26310,0002.68%-532
882024-12-202379237981.02024-12-23539.002025-01-08540.000.19%1910,0001.31%-112
892024-12-242368金像電51.02024-12-25227.502025-01-10226.00-0.66%-6610,000-0.90%24
902024-12-253189景碩74.12024-12-26106.502025-01-1396.00-9.86%-98610,000-3.26%-660
912024-12-262884玉山金55.02024-12-2727.302025-01-1427.550.92%9210,000-2.05%297
922024-12-274979華星光103.02024-12-30182.002025-01-15188.503.57%35710,000-2.91%648
932024-12-3023792379130.92024-12-31557.002025-01-16526.00-5.57%-55710,000-0.04%-552
942024-12-312317鴻海107.72025-01-02184.002025-01-17173.50-5.71%-57110,0001.38%-709
952025-01-0223792379152.02025-01-03549.002025-01-20538.00-2.00%-20010,0001.56%-357
962025-01-063189景碩167.72025-01-07108.002025-01-2298.10-9.17%-91710,000-0.53%-863
972025-01-092317鴻海268.72025-01-10182.502025-02-05171.00-6.30%-63010,0000.65%-695
982025-01-102882國泰金604.12025-01-1365.002025-02-0666.902.92%29210,0003.68%-76
992025-01-132317鴻海433.62025-01-14171.502025-02-07178.003.79%37910,0002.99%80
1002025-01-142002中鋼94.12025-01-1518.352025-02-1020.059.26%92610,0003.28%599
1012025-01-152317鴻海105.12025-01-16175.002025-02-11179.002.29%22910,0001.56%73
1022025-01-162317鴻海58.62025-01-17173.002025-02-12177.002.31%23110,0000.61%170
1032025-01-20261826182,111.02025-01-2147.052025-02-1443.25-8.08%-80810,000-0.63%-744
1042025-01-212618261882.32025-01-2247.352025-02-1744.25-6.55%-65510,000-0.09%-646
1052025-01-222303聯電91.02025-02-0340.202025-02-1841.954.35%43510,0004.28%7
1062025-02-056505台塑化101.02025-02-0634.002025-02-2138.9514.56%1,45610,0001.77%1,278
1072025-02-0623792379158.52025-02-07543.002025-02-24568.004.60%46010,0000.37%423
1082025-02-073264欣銓62.02025-02-1076.502025-02-2573.50-3.92%-39210,0000.14%-407
1092025-02-122345智邦107.22025-02-13728.002025-03-03656.00-9.89%-98910,000-2.75%-714
1102025-02-1326182618747.12025-02-1443.602025-03-0444.051.03%10310,000-2.40%343
1112025-02-141101110166.32025-02-1733.202025-03-0535.155.87%58710,000-2.69%857
1122025-02-172344華邦電238.12025-02-1818.452025-03-0618.15-1.63%-16310,000-4.02%239
1132025-02-1826182618303.42025-02-1944.002025-03-0745.252.84%28410,000-4.36%720
1142025-02-193481348178.02025-02-2014.952025-03-1014.90-0.33%-3310,000-4.38%404
1152025-02-212344華邦電91.92025-02-2418.652025-03-1221.0012.60%1,26010,000-5.46%1,806
1162025-02-242887台新新光金54.92025-02-2517.402025-03-1317.450.29%2910,000-5.69%597
1172025-02-252317鴻海100.12025-02-26175.002025-03-14170.00-2.86%-28610,000-6.13%327
1182025-03-032317鴻海276.22025-03-04165.502025-03-19164.00-0.91%-9110,000-2.81%191
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2872026-02-053189景碩119.22026-02-06246.002026-03-05297.5020.93%2,09410,0005.95%1,499
2882026-02-0600500050121.52026-02-0974.052026-03-0676.853.78%37810,0003.69%9
2892026-02-092303聯電105.82026-02-1062.802026-03-0959.70-4.94%-49410,000-2.91%-203
2902026-02-233105穩懋134.82026-02-24274.502026-03-12306.5011.66%1,16610,000-3.22%1,488
2912026-02-242408南亞科2,181.42026-02-25298.002026-03-13238.00-20.13%-2,01310,000-5.68%-1,445
2922026-02-2562136213881.82026-02-26148.002026-03-16140.00-5.41%-54110,000-5.85%45
2932026-02-2662136213596.02026-03-02133.502026-03-17154.0015.36%1,53610,000-3.59%1,894
2942026-03-02348134811,177.42026-03-0329.302026-03-1827.95-4.61%-46110,0000.07%-468
2952026-03-0400500050278.32026-03-0578.302026-03-2075.90-3.07%-30710,000-0.38%-268
2962026-03-0528012801482.02026-03-0620.552026-03-2320.30-1.22%-12210,000-2.61%139
2972026-03-0621032103216.02026-03-0921.602026-03-2419.65-9.03%-90310,0001.56%-1,059
2982026-03-09130113012,014.82026-03-1047.202026-03-2545.65-3.28%-32810,0002.04%-532
2992026-03-121303南亞384.72026-03-1376.302026-03-3081.406.68%66810,000-2.64%933
3002026-03-132337旺宏5,344.42026-03-16119.002026-03-31115.50-2.94%-29410,000-4.86%192
3012026-03-163189景碩3,552.42026-03-17342.502026-04-01332.00-3.07%-30710,000-1.96%-111
3022026-03-173189景碩184.72026-03-18349.002026-04-02336.00-3.72%-37210,000-5.17%145
3032026-03-183189景碩1,010.52026-03-19356.002026-04-07358.500.70%7010,000-1.36%207
3042026-03-2034813481186.02026-03-2324.952026-04-0926.958.02%80210,0006.54%148
3052026-03-2300500050189.82026-03-2475.502026-04-1080.756.95%69510,0008.60%-165
3062026-03-242408南亞科254.72026-03-25226.502026-04-13225.50-0.44%-4410,0006.04%-648
3072026-03-253167316790.02026-03-26365.002026-04-14672.0084.11%8,41110,0008.87%7,524
3082026-03-3020272027618.52026-03-3137.152026-04-1737.601.21%12110,00016.02%-1,481
3092026-03-3100500050238.72026-04-0175.002026-04-2084.5512.73%1,27310,00011.41%133
3102026-04-012408南亞科1,578.92026-04-02217.002026-04-21220.001.38%13810,00015.45%-1,407
3112026-04-026147頎邦158.62026-04-0791.002026-04-22141.5055.49%5,54910,00013.99%4,151
3122026-04-072408南亞科508.22026-04-08217.002026-04-23208.00-4.15%-41510,0008.49%-1,264
3132026-04-09304230421,790.12026-04-10115.002026-04-27140.0021.74%2,17410,00011.86%988
3142026-04-102317鴻海3,826.52026-04-13200.002026-04-28225.5012.75%1,27510,00011.46%129
3152026-04-131303南亞882.42026-04-1487.602026-04-2991.604.57%45710,0008.29%-372
3162026-04-1430423042374.32026-04-15133.002026-04-30153.0015.04%1,50410,0006.00%903
3172026-04-171815富喬5,157.62026-04-20128.502026-05-06113.50-11.67%-1,16710,00011.31%-2,298
3182026-04-20618261821,280.52026-04-2140.902026-05-0755.6035.94%3,59410,00011.51%2,443
3192026-04-21491949191,634.12026-04-22148.002026-05-08167.5013.18%1,31810,0009.84%334
3202026-04-2224642464270.42026-04-2394.902026-05-11120.0026.45%2,64510,00010.81%1,564
3212026-04-2326182618140.82026-04-2433.802026-05-1235.103.85%38510,0007.62%-377
3222026-04-2700500050139.62026-04-2892.552026-05-1496.053.78%37810,0005.64%-186
3232026-04-2854835483206.52026-04-29134.002026-05-15140.504.85%48510,0004.75%10
3242026-04-291303南亞1,565.72026-04-3092.502026-05-1884.20-8.97%-89710,0005.05%-1,402
3252026-04-300050005087.02026-05-0492.502026-05-1993.100.65%6510,000-1.30%195
3262026-05-062344華邦電9,328.62026-05-07113.002026-05-22125.0010.62%1,06210,0000.80%982
3272026-05-072301光寶科1,683.72026-05-08208.002026-05-25227.509.38%93810,0004.90%447
3282026-05-0854645464601.02026-05-1152.602026-05-2672.2037.26%3,72610,0004.15%3,311
3292026-05-112344華邦電1,150.52026-05-12118.502026-05-27155.0030.80%3,08010,0005.63%2,517
3302026-05-122344華邦電4,040.42026-05-13117.002026-05-28144.0023.08%2,30810,0005.47%1,761
3312026-05-142303聯電1,954.12026-05-15112.002026-06-01146.0030.36%3,03610,00010.12%2,024
3322026-05-152344華邦電720.42026-05-18126.002026-06-02184.5046.43%4,64310,00011.41%3,502
3332026-05-182344華邦電671.32026-05-19125.002026-06-03177.5042.00%4,20010,00015.64%2,636
3342026-05-193189景碩517.02026-05-20513.002026-06-04692.0034.89%3,48910,00014.13%2,076
3352026-05-222344華邦電1,523.92026-05-25120.502026-06-09156.5029.88%2,98810,0002.43%2,745
3362026-05-258021尖點125.22026-05-26440.002026-06-10556.0026.36%2,63610,000-0.69%2,705
3372026-05-2634813481883.32026-05-2747.002026-06-1146.95-0.11%-1110,000-2.50%240
3382026-05-272408南亞科1,452.42026-05-28310.002026-06-12374.0020.65%2,06510,0001.22%1,942
3392026-05-28677067704,529.02026-05-2985.402026-06-1573.30-14.17%-1,41710,0001.48%-1,565
3402026-06-01677067703,491.62026-06-0287.002026-06-1770.20-19.31%-1,93110,0000.70%-2,001
3412026-06-021303南亞4,636.22026-06-03118.502026-06-18139.0017.30%1,73010,0000.01%1,729
3422026-06-032344華邦電241.92026-06-04175.002026-06-22222.0026.86%2,68610,0004.52%2,234
3432026-06-042344華邦電4,032.52026-06-05169.002026-06-23211.5025.15%2,51510,0004.50%2,064
3442026-06-092303聯電855.22026-06-10126.502026-06-26164.0029.64%2,96410,0003.11%2,653
3452026-06-121303南亞3,045.92026-06-15108.502026-07-01183.0068.66%6,86610,0003.57%6,509
3462026-06-152327國巨*781.22026-06-16970.002026-07-021,055.008.76%87610,0002.04%672
3472026-06-161303南亞3,494.42026-06-17114.502026-07-03197.0072.05%7,20510,0001.97%7,008
3482026-06-172303聯電3,061.32026-06-18141.002026-07-06166.0017.73%1,77310,0000.20%1,753
3492026-06-182344華邦電3,527.12026-06-22229.502026-07-07174.00-24.18%-2,41810,000-4.74%-1,944
3502026-06-221303南亞5,003.02026-06-23157.002026-07-08182.0015.92%1,59210,000-2.90%1,882
3512026-06-232618261814,141.92026-06-2442.952026-07-0939.60-7.80%-78010,000-1.50%-630
3522026-06-24261826186,467.42026-06-2544.602026-07-1340.75-8.63%-86310,000-1.89%-674
3532026-06-26261826181,884.52026-06-2944.652026-07-1542.15-5.60%-56010,0001.40%-700
L2H3 門檻 500 張 · Top-1 槽 1 成交腿 47 週期 47(跳過 41) 腿勝率 61.70% 合計 PnL 10,576 NTD

進場價=進場日開盤;賣出價=出場日收盤。報酬率為單腿淨報酬(成本 0 bps)。

# 訊號日 代號 名稱 買超張 買進日 買進價 賣出日 賣出價 報酬率 PnL 配置 台指% 籃 α
12024-07-113037欣興749.82024-07-15193.502024-07-17215.5011.37%1,13710,000-0.46%1,183
22024-08-222891中信金548.92024-08-2632.952024-08-2833.100.46%4610,0000.59%-13
32024-09-042887台新新光金996.02024-09-0618.202024-09-1018.803.30%33010,000-1.73%503
42024-09-18261826184,813.92024-09-2037.152024-09-2437.851.88%18810,0001.23%66
52024-10-012881富邦金521.02024-10-0790.302024-10-0990.600.33%3310,000-0.19%52
62024-10-082412中華電1,000.02024-10-11122.502024-10-15123.500.82%8210,0001.70%-89
72024-10-222412中華電653.22024-10-24122.002024-10-28122.500.41%4110,0000.02%39
82025-01-102882國泰金604.12025-01-1464.502025-01-1665.501.55%15510,0001.00%55
92025-01-20261826182,111.02025-01-2247.352025-02-0445.30-4.33%-43310,000-3.11%-122
102025-02-1326182618747.12025-02-1743.252025-02-1943.751.16%11610,0000.42%74
112025-04-102886兆豐金636.62025-04-1437.952025-04-1637.50-1.19%-11910,000-0.23%-95
122025-06-05261826181,093.02025-06-0940.402025-06-1141.352.35%23510,0003.12%-77
132025-07-252317鴻海5,205.72025-07-29175.002025-07-31178.001.71%17110,0001.47%24
142025-09-1623242324501.02025-09-1831.202025-09-2231.200.00%010,0000.43%-43
152025-09-2211011101551.02025-09-2423.752025-09-2623.800.21%2110,000-2.35%256
162025-10-202317鴻海4,462.12025-10-22238.002025-10-27246.503.57%35710,0001.25%232
172025-10-272884玉山金574.72025-10-2930.052025-10-3129.75-1.00%-10010,000-0.22%-78
182025-11-182344華邦電706.82025-11-2063.402025-11-2454.60-13.88%-1,38810,000-3.36%-1,052
192025-12-2924092409976.62025-12-3112.052026-01-0513.8514.94%1,49410,0003.94%1,100
202026-01-072317鴻海4,260.12026-01-09230.002026-01-13226.50-1.52%-15210,0001.38%-290
212026-01-1449894989656.02026-01-1668.002026-01-2065.00-4.41%-44110,0001.12%-553
222026-02-242408南亞科2,181.42026-02-26290.002026-03-03256.50-11.55%-1,15510,000-3.08%-847
232026-03-02348134811,177.42026-03-0424.502026-03-0627.5012.24%1,22410,0002.35%990
242026-03-09130113012,014.82026-03-1147.002026-03-1345.50-3.19%-31910,000-2.09%-110
252026-03-132337旺宏5,344.42026-03-17130.502026-03-19157.0020.31%2,03110,000-0.43%2,074
262026-03-183189景碩1,010.52026-03-20388.502026-03-24320.50-17.50%-1,75010,000-2.78%-1,473
272026-03-3020272027618.52026-04-0137.252026-04-0738.102.28%22810,0000.17%212
282026-04-072408南亞科508.22026-04-09222.002026-04-13225.501.58%15810,0001.71%-13
292026-04-102317鴻海3,826.52026-04-14204.002026-04-16207.001.47%14710,0002.30%-83
302026-04-152327國巨*987.72026-04-17330.002026-04-21323.00-2.12%-21210,0002.18%-430
312026-04-20618261821,280.52026-04-2244.052026-04-2440.70-7.61%-76010,0002.78%-1,039
322026-04-291303南亞1,565.72026-05-0490.302026-05-0693.803.88%38810,0001.07%281
332026-05-053481348112,657.62026-05-0728.802026-05-1132.3012.15%1,21510,000-0.34%1,250
342026-05-0854645464601.02026-05-1262.902026-05-1459.50-5.41%-54110,000-0.35%-506
352026-05-142303聯電1,954.12026-05-18108.502026-05-20108.00-0.46%-4610,000-2.13%167
362026-05-193189景碩517.02026-05-21540.002026-05-25669.0023.89%2,38910,0005.50%1,839
372026-05-222344華邦電1,523.92026-05-26133.502026-05-28144.007.87%78710,0000.26%761
382026-05-272408南亞科1,452.42026-05-29347.502026-06-02419.5020.72%2,07210,0001.84%1,888
392026-06-01677067703,491.62026-06-0388.002026-06-0574.60-15.23%-1,52310,000-2.99%-1,224
402026-06-042344華邦電4,032.52026-06-08146.002026-06-10149.002.05%20510,000-0.64%269
412026-06-092303聯電855.22026-06-11119.002026-06-15141.5018.91%1,89110,0005.21%1,370
422026-06-121303南亞3,045.92026-06-16120.502026-06-18139.0015.35%1,53510,0001.43%1,392
432026-06-172303聯電3,061.32026-06-22160.002026-06-24178.0011.25%1,12510,000-3.56%1,481
442026-06-232618261814,141.92026-06-2544.602026-06-2943.90-1.57%-15710,000-2.71%114
452026-06-26261826181,884.52026-06-3044.102026-07-0243.90-0.45%-4510,0001.34%-179
462026-07-0324842484501.92026-07-0799.402026-07-0990.70-8.75%-87510,000-0.27%-848
472026-07-098150南茂1,052.82026-07-14113.502026-07-16122.507.93%79310,0000.57%736

怎麼跟單(可執行建議)

以主冠軍為「報酬最大化」規格;實務若要提高捕獲率,優先看 α 冠軍(L1H12 · 9 槽)。 Phase B 顯示 swap 不如 skip。

  1. 收盤後查元大-松江淨買超 ≥ 50.0 張,取 Top-1(等權)。
  2. T+3 開盤進場(L3;實盤基準亦可改 L1)。
  3. 持有 18 個交易日,第 H 日收盤賣出。
  4. 使用 1 槽 × 1 萬;槽滿時跳過新訊號(不要 swap)。

Phase B · Swap vs Skip

結論:swap 不優於 skip-when-full · Δ期間報酬 -196.33% · Δα -20,001 NTD · 換倉次數 54

Skip when full(Phase A)

期間報酬率
349.60%
實現 α
27,885
捕獲率
6.26%
成交筆
27

Swap when full

期間報酬率
153.27%
實現 α
7,884
捕獲率
15.72%
進場 / 換倉
69 · 54

解讀

主冠軍為長持有、低捕獲的單槽滾動。Swap 提高周轉後 Gross/α 皆下滑, 顯示「跟著分點追新訊號」在此樣本不如把錢鎖在長 H 上。

熱力圖 · H × 槽位

固定門檻 50 張 · Top-1。顏色愈亮 = 指標愈高。

排行 · 期間報酬率 Top 25

#策略門檻張TopN 報酬%α 捕獲%筆數α/日
1L3H185011349.60%27,8856.26%2757.38
2L2H185011341.07%25,7786.25%2753.04
3L1H185011337.45%26,0646.22%2753.63
4L3H1820011317.79%27,72612.63%2561.61
5L3H1910011313.75%23,7707.35%2550.04
6L1H1820011272.87%21,79012.50%2548.42
7L2H1910011261.64%18,2617.33%2538.45
8L2H35011259.74%21,96235.78%16145.47
9L2H1820011259.68%20,80112.50%2546.22
10L3H1720011254.26%20,30113.07%2645.93
11L2H1010011250.17%17,60213.11%4638.26
12L2H1720011242.22%19,26312.94%2643.58
13L3H1010011241.69%16,43813.22%4635.73
14L1H2010013238.50%47,13220.47%7033.67
15L3H185051238.18%16,6936.19%2734.35
16L1H1720011237.59%17,45912.94%2639.50
17L1H185051233.67%15,6866.15%2732.27
18L3H1820031232.33%19,18012.56%2542.62
19L3H1820051232.33%19,18012.56%2542.62
20L2H185051232.29%14,9006.16%2730.66
21L2H65011230.02%18,39018.12%8137.84
22L1H185031225.23%14,8426.15%2730.54
23L1H1010011224.82%15,44513.03%4633.58
24L3H185031223.47%15,2716.19%2731.42
25L2H185031220.60%13,7316.16%2728.25

排行 · 實現 α Top 15

#策略門檻張TopN 報酬%α 捕獲%筆數α/日
1L1H125019143.18%73,22680.23%35317.29
2L1H155019143.19%68,80065.30%28616.04
3L1H155059137.31%64,86664.56%28615.12
4L1H1410019131.52%64,67678.39%27216.98
5L1H155039136.62%64,26664.56%28614.98
6L1H1710019136.51%63,37568.70%23715.73
7L1H145019141.13%63,29769.41%30414.87
8L1H165019138.73%63,18561.01%26614.85
9L1H145039141.74%63,10368.69%30514.78
10L3H1710019124.30%62,79668.71%23515.72
11L2H155059133.20%62,25964.85%28614.51
12L1H1420019116.70%62,23990.64%18424.16
13L3H205059134.27%61,64748.62%21114.61
14L1H1210019124.62%61,62187.39%30516.84
15L2H155019132.04%59,75365.75%28613.93

分點為券商營業據點帳戶加總,非單一操盤人身份。未建模漲跌停/滑價/稅費。 Research only · 未寫入 strategy.yaml。Heatmap 資料內嵌於本頁。