{"id":4669,"date":"2026-08-14T18:34:22","date_gmt":"2026-08-14T10:34:22","guid":{"rendered":"https:\/\/laoyulaoyu.com\/?p=4669"},"modified":"2026-08-02T18:37:00","modified_gmt":"2026-08-02T10:37:00","slug":"%e9%ab%98%e8%83%9c%e7%8e%87%e5%9d%87%e5%80%bc%e5%9b%9e%e5%bd%92%e4%b8%ba%e4%bd%95%e8%b7%91%e4%b8%8d%e8%b5%a2%e4%bd%8e%e8%83%9c%e7%8e%87%e7%ad%96%e7%95%a5%e9%99%84%e6%ba%90%e7%a0%81","status":"publish","type":"post","link":"https:\/\/laoyulaoyu.com\/index.php\/2026\/08\/14\/%e9%ab%98%e8%83%9c%e7%8e%87%e5%9d%87%e5%80%bc%e5%9b%9e%e5%bd%92%e4%b8%ba%e4%bd%95%e8%b7%91%e4%b8%8d%e8%b5%a2%e4%bd%8e%e8%83%9c%e7%8e%87%e7%ad%96%e7%95%a5%e9%99%84%e6%ba%90%e7%a0%81\/","title":{"rendered":"\u9ad8\u80dc\u7387\u5747\u503c\u56de\u5f52\u4e3a\u4f55\u8dd1\u4e0d\u8d62\u4f4e\u80dc\u7387\u7b56\u7565(\u9644\u6e90\u7801)"},"content":{"rendered":"\n

\u4f5c \u8005\uff1a\u8001\u4f59\u635e\u9c7c<\/a><\/p>\n\n\n\n

\u539f\u521b\u4e0d\u6613\uff0c\u8f6c\u8f7d\u8bf7\u6807\u660e\u51fa\u5904\u53ca\u539f\u4f5c\u8005\u3002<\/mark><\/strong><\/p>\n\n\n\n

\"\"<\/figure>\n\n\n\n
\n

\u6587\u4e2d\u793a\u4f8b\u4ec5\u7528\u4e8e\u6280\u672f\u8ba8\u8bba\uff0c\u4e0d\u6784\u6210\u4efb\u4f55\u64cd\u4f5c\u5efa\u8bae\u3002
\u91cf\u5316\u7b56\u7565\u5f00\u53d1\u5e94\u4ee5\u5b66\u4e60\u548c\u6280\u672f\u4ea4\u6d41\u4e3a\u76ee\u7684\u3002
\u672c\u53f7\u4e0d\u8350\u80a1\u3001\u4e0d\u5356\u8bfe\u3001\u4e0d\u627f\u8bfa\u6536\u76ca\u3002
\u5e02\u573a\u6709\u98ce\u9669\uff0c\u8bf7\u5408\u6cd5\u5408\u89c4\u6295\u8d44\u3002<\/p>\n<\/blockquote>\n\n\n\n

\u672c\u6587\u7ea6 3200 \u5b57 | \u9605\u8bfb\u9884\u8ba1\u9700 8\u00a0\u5206\u949f\uff0c\u540e\u9644\u5b8c\u6574\u6e90\u4ee3\u7801\u4e0b\u8f7d\uff0c\u5efa\u8bae\u5148\u6536\u85cf<\/p>\n\n\n\n

\u00b7 \u00b7 \u00b7<\/p>\n\n\n\n

\u6bcf\u4e2a\u505a\u91cf\u5316\u7684\u4eba\uff0c\u90fd\u770b\u8fc7\u90a3\u79cd”\u5747\u503c\u56de\u5f52 vs \u8d8b\u52bf\u8ddf\u8e2a”\u7684\u7b56\u7565\u8bf4\u6cd5\u3002\u6838\u5fc3\u8bba\u70b9\u6765\u6765\u56de\u56de\u5c31\u90a3\u51e0\u4e2a\uff1a\u5747\u503c\u56de\u5f52\u8d62\u591a\u8f93\u5c11\uff0c\u4f46\u5076\u5c14\u6328\u4e00\u5200\u72e0\u7684\uff1b\u8d8b\u52bf\u8ddf\u8e2a\u5929\u5929\u8f93\u5c0f\u94b1\uff0c\u6293\u5230\u8d8b\u52bf\u5c31\u4e00\u628a\u56de\u672c\u3002\u4e24\u6761\u622a\u7136\u4e0d\u540c\u7684\u76c8\u4e8f\u5206\u5e03\uff0c\u7406\u8bba\u671f\u671b\u503c\u5374\u5dee\u4e0d\u591a\uff0c\u9009\u54ea\u4e2a\u5168\u770b\u6027\u683c\u3002<\/p>\n\n\n\n

\u8bf4\u6cd5\u542c\u8d77\u6765\u5f88\u987a\u3002\u4f46\u4ed4\u7ec6\u60f3\u60f3\uff0c\u8fd9\u73a9\u610f\u57fa\u672c\u6ca1\u7ecf\u8fc7\u4e25\u683c\u9a8c\u8bc1\uff0c\u56fe\u662f\u968f\u624b\u753b\u7684\uff0c\u5907\u6ce8\u91cc\u5199\u7740”\u6bd4\u4f8b\u5931\u771f\u3001\u6682\u65e0\u6570\u636e”\u3002\u6240\u4ee5\u6211\u771f\u7684\u53bb\u8dd1\u4e86\u4e00\u904d\uff1aRSI(2) \u5747\u503c\u56de\u5f52\uff0c\u5bf9\u9635 50\/200 \u5747\u7ebf\u4ea4\u53c9\u7684\u8d8b\u52bf\u8ddf\u8e2a\uff0c\u90fd\u662f\u7eaf\u505a\u591a\uff0c\u90fd\u5728 SPY \u4e0a\uff0c\u65f6\u95f4\u8de8\u5ea6 2000 \u5e74 1 \u6708\u5230 2026 \u5e74 7 \u6708\u3002\u54ea\u4e9b\u8bf4\u6cd5\u625b\u4f4f\u4e86\u6570\u636e\uff0c\u54ea\u4e9b\u7834\u4e86\uff0c\u4e0b\u9762\u4e00\u6761\u6761\u8bf4\u3002<\/p>\n\n\n\n

\u56de\u6d4b\u8bbe\u8ba1\uff1a\u4e24\u4e2a\u7b56\u7565\u600e\u4e48\u6bd4<\/strong><\/h2>\n\n\n\n

\u5148\u770b\u53c2\u6570\uff0c\u8fd9\u7ec4\u5bf9\u6bd4\u80fd\u505a\u5230”\u82f9\u679c\u5bf9\u82f9\u679c”\u3002<\/p>\n\n\n\n

\u5747\u503c\u56de\u5f52<\/strong>\uff1aRSI(2) \u8d85\u5356\u8d85\u4e70\uff08Connors \u98ce\u683c\uff09\u3002RSI \u7a97\u53e3 2\uff0c\u8d85\u5356\u7ebf 10\uff0c\u8d85\u4e70\u7ebf 70\u3002\u5165\u573a\u6761\u4ef6\u662f RSI(2) < 10\uff0c\u51fa\u573a\u6761\u4ef6\u662f RSI(2) > 70 \u6216\u8005\u4ef7\u683c\u6536\u590d 5 \u65e5\u5747\u7ebf\u3002\u77ed\u7ebf\u53cd\u5f39\u903b\u8f91\uff0c\u5178\u578b\u7684\u9ad8\u80dc\u7387\u6253\u6cd5\u3002<\/p>\n\n\n\n

\u8d8b\u52bf\u8ddf\u8e2a<\/strong>\uff1a50\/200 \u5747\u7ebf\u4ea4\u53c9\u3002\u5feb\u7ebf\u4e0a\u7a7f\u6162\u7ebf\u505a\u591a\uff0c\u5feb\u7ebf\u4e0b\u7a7f\u6162\u7ebf\u79bb\u573a\u3002\u6559\u79d1\u4e66\u7ea7\u7684\u8d8b\u52bf\u8ddf\u8e2a\uff0c\u6ca1\u6709\u989d\u5916\u8fc7\u6ee4\u3002<\/p>\n\n\n\n

\u4e24\u4e2a\u7b56\u7565\u90fd\u53ea\u7528\u591a\u5934\u65b9\u5411\uff0c\u56de\u6d4b\u5de5\u5177\u662f vectorbt\uff0c\u521d\u59cb\u8d44\u91d1 10 \u4e07\u7f8e\u5143\uff0c\u624b\u7eed\u8d39 0.01%\uff0c\u6ed1\u70b9 0.02%\u3002\u6210\u672c\u5047\u8bbe\u5b8c\u5168\u4e00\u81f4\uff0c\u8c01\u4e5f\u522b\u5360\u4fbf\u5b9c\u3002<\/p>\n\n\n\n

\u4ee3\u7801\u903b\u8f91\u4e0d\u590d\u6742\uff0c\u6838\u5fc3\u5c31\u662f\u8fd9\u4e2a\u5faa\u73af\uff1a\u4e0b\u8f7d SPY \u65e5\u7ebf\uff0c\u7b97\u6307\u6807\uff0c\u751f\u6210\u4fe1\u53f7\uff0c\u8dd1\u7ec4\u5408\uff0c\u8f93\u51fa\u7edf\u8ba1\u3002\u771f\u6b63\u6709\u610f\u601d\u7684\u662f\u8dd1\u51fa\u6765\u7684\u6570\u5b57\u3002<\/p>\n\n\n\n

\u5206\u5e03\u5f62\u6001\uff1a\u8bf4\u6cd5\u7684\u90a3\u90e8\u5206\u662f\u5bf9\u7684<\/strong><\/h2>\n\n\n\n

\u5148\u770b\u4ea4\u6613\u7ea7\u522b\u7684\u76c8\u4e8f\u5206\u5e03\u3002\u8fd9\u662f\u6574\u4e2a\u7b56\u7565\u903b\u8f91\u91cc\u6700\u5e38\u88ab\u62ff\u6765\u753b\u56fe\u7684\u5730\u65b9\u3002<\/p>\n\n\n\n

\u5747\u503c\u56de\u5f52 26 \u5e74\u91cc\u4e00\u5171\u4ea4\u6613\u4e86 691 \u7b14\uff0c\u8d8b\u52bf\u8ddf\u8e2a\u53ea\u6709 27 \u7b14\u3002\u6570\u91cf\u7ea7\u5dee\u8fd9\u4e48\u591a\uff0c\u540e\u9762\u5f88\u591a\u7ed3\u8bba\u90fd\u8981\u6253\u6298\u770b\u3002<\/p>\n\n\n\n

\u8dd1\u51fa\u6765\u7684\u504f\u5ea6\u548c\u5cf0\u5ea6\uff1a<\/p>\n\n\n\n

    \n
  • \u5747\u503c\u56de\u5f52\uff1a<\/strong>\u504f\u5ea6 -2.553\uff0c\u5cf0\u5ea6 27.051<\/li>\n\n\n\n
  • \u8d8b\u52bf\u8ddf\u8e2a\uff1a<\/strong>\u504f\u5ea6 0.973\uff0c\u5cf0\u5ea6 1.081<\/li>\n<\/ul>\n\n\n\n

    \u504f\u5ea6\u4e3a\u8d1f\uff0c\u8bf4\u660e\u5de6\u8fb9\u5c3e\u5df4\u7279\u522b\u80a5\uff0c\u5747\u503c\u56de\u5f52\u7ecf\u5e38\u5c0f\u8d5a\uff0c\u4f46\u5076\u5c14\u6328\u4e00\u5200\u72e0\u7684\uff0c\u80fd\u628a\u597d\u51e0\u7b14\u5229\u6da6\u4e00\u8d77\u5403\u6389\u3002\u5cf0\u5ea6 27 \u662f\u4e2a\u4ec0\u4e48\u6982\u5ff5\uff1f\u6b63\u6001\u5206\u5e03\u5cf0\u5ea6\u662f 3\uff0c27 \u610f\u5473\u7740\u6781\u7aef\u503c\u5bc6\u96c6\u5230\u79bb\u8c31\u3002\u7b56\u7565\u91cc\u8bf4\u7684”\u88ab\u6253\u8138”\uff0c\u8fd9\u91cc\u88ab\u91cf\u5316\u6210\u4e86\u5177\u4f53\u7684\u5206\u5e03\u5f62\u72b6\u3002<\/p>\n\n\n\n

    \u8d8b\u52bf\u8ddf\u8e2a\u6b63\u597d\u53cd\u8fc7\u6765\uff1a\u504f\u5ea6\u4e3a\u6b63\uff0c\u53f3\u8fb9\u5c3e\u5df4\u80a5\uff0c\u5cf0\u5ea6 1.08 \u63a5\u8fd1\u6b63\u6001\u3002\u5b83\u4e8f\u7684\u6b21\u6570\u591a\u8fd8\u662f\u5c11\u540e\u9762\u518d\u8fa9\uff0c\u4f46”\u5076\u5c14\u5927\u8d5a”\u8fd9\u4e2a\u7279\u5f81\uff0c\u6570\u636e\u91cc\u786e\u5b9e\u6709\u3002<\/p>\n\n\n\n

    \u6240\u4ee5\u7b56\u7565\u91cc\u753b\u7684\u5f62\u72b6\u662f\u5bf9\u7684\u3002\u8fd9\u662f\u5c11\u6570\u51e0\u4e2a\u8bf4\u6cd5\u80fd\u5b8c\u5168\u7ecf\u5f97\u8d77\u6570\u636e\u68c0\u9a8c\u7684\u7ed3\u8bba\u3002<\/p>\n\n\n\n

    \"\"<\/figure>\n\n\n\n

    \u5747\u503c\u56de\u5f52\uff08\u5de6\uff09\u4e0e\u8d8b\u52bf\u8ddf\u8e2a\uff08\u53f3\uff09\u7684\u51c0\u503c\u3001\u56de\u64a4\u548c\u9010\u7b14\u76c8\u4e8f\u5bf9\u6bd4\u3002<\/p>\n\n\n\n

    \u7ee9\u6548\u6570\u636e\uff1a\u8d62\u7387\u3001\u8d54\u7387\u3001\u66b4\u9732\u5ea6<\/strong><\/h2>\n\n\n\n

    \u770b\u5177\u4f53\u6307\u6807\u4e4b\u524d\uff0c\u5148\u660e\u786e\u4e00\u4e2a\u80cc\u666f\uff1a2000 \u5230 2026 \u5e74\u7684 SPY\uff0c\u6574\u4f53\u662f\u9707\u8361\u5411\u4e0a\u7684\u725b\u5e02\uff0c\u4e2d\u95f4\u63d2\u4e86 2008\u30012020 \u548c 2022 \u4e09\u6b21\u660e\u663e\u56de\u64a4\u3002\u957f\u671f\u591a\u5934\u8d44\u4ea7\u4e0a\u8dd1\u7eaf\u505a\u591a\u7b56\u7565\uff0c\u5148\u5929\u5360\u4f18\u3002<\/p>\n\n\n\n

    \u6307\u6807<\/th>\u5747\u503c\u56de\u5f52 (RSI-2)<\/th>\u8d8b\u52bf\u8ddf\u8e2a (SMA 50\/200)<\/th>\u4e70\u5e76\u6301\u6709<\/th><\/tr><\/thead>
    \u5e74\u5316\u6536\u76ca<\/td>5.69%<\/td>6.21%<\/td>8.27%<\/td><\/tr>
    Sharpe Ratio<\/td>0.572<\/td>0.674<\/td>0.613<\/td><\/tr>
    Sortino Ratio<\/td>0.855<\/td>0.916<\/td>0.868<\/td><\/tr>
    \u6700\u5927\u56de\u64a4<\/td>33.25%<\/td>34.26%<\/td>55.19%<\/td><\/tr>
    \u80dc\u7387<\/td>70.33%<\/td>61.54%<\/td>–<\/td><\/tr>
    \u5e73\u5747\u76c8\u5229<\/td>1.08%<\/td>15.23%<\/td>–<\/td><\/tr>
    \u5e73\u5747\u4e8f\u635f<\/td>-1.77%<\/td>-5.68%<\/td>–<\/td><\/tr>
    Profit Factor<\/td>1.49<\/td>3.95<\/td>–<\/td><\/tr>
    \u603b\u4ea4\u6613\u6570<\/td>691<\/td>27<\/td>–<\/td><\/tr>
    \u5e02\u573a\u66b4\u9732<\/td>30.4%<\/td>67.8%<\/td>100%<\/td><\/tr><\/tbody><\/table><\/figure>\n\n\n\n

    \u51e0\u4e2a\u6570\u5b57\u503c\u5f97\u5355\u72ec\u62ce\u51fa\u6765\u8bf4\u3002<\/p>\n\n\n\n

    \u7b2c\u4e00\uff0c\u8d8b\u52bf\u8ddf\u8e2a\u7684\u5e73\u5747\u76c8\u5229 15.23%\uff0c\u662f\u5747\u503c\u56de\u5f52 1.08% \u7684 14 \u500d\u3002\u5355\u7b14\u4ea4\u6613\u7684”\u8d54\u7387”\u5dee\u8ddd\u5de8\u5927\u3002\u4f46\u5b83\u7684\u80dc\u7387\u53ea\u6709 61.5%\uff0c\u4e0d\u662f\u7b56\u7565\u91cc\u8bf4\u7684”\u591a\u6570\u4ea4\u6613\u4e8f\u94b1”\u3002<\/p>\n\n\n\n

    \u7b2c\u4e8c\uff0c\u5747\u503c\u56de\u5f52\u7684\u5e73\u5747\u4e8f\u635f -1.77% \u6bd4\u5e73\u5747\u76c8\u5229 1.08% \u8fd8\u5927\u3002\u5b83\u4e4b\u6240\u4ee5\u8d5a\u94b1\uff0c\u7eaf\u7cb9\u662f\u56e0\u4e3a 70% \u7684\u80dc\u7387\u5728\u625b\u3002\u7ed3\u6784\u4e0a\u5f88\u8106\u5f31\uff1a\u5982\u679c\u5e02\u573a\u5236\u5ea6\u53d8\u4e86\uff0c\u80dc\u7387\u4ece 70% \u6389\u5230 55%\uff0c\u8fd9\u4e2a\u7b56\u7565\u5c31\u4f1a\u4e8f\u94b1\u3002\u56e0\u4e3a\u5355\u7b14\u8d54\u7387\u672c\u6765\u5c31\u662f\u8d1f\u7684\u3002<\/p>\n\n\n\n

    \u7b2c\u4e09\uff0c\u4e24\u4e2a\u7b56\u7565\u7684 Sharpe \u548c Sortino \u90fd\u6bd4\u4e0d\u4e0a\u4e70\u5e76\u6301\u6709\u3002\u4e70\u5e76\u6301\u6709\u7684\u6700\u5927\u56de\u64a4\u6700\u96be\u63a5\u53d7\uff0855%\uff09\uff0c\u4f46\u6536\u76ca\u4e5f\u6700\u9ad8\u3002\u4e24\u4e2a\u4e3b\u52a8\u7b56\u7565\u7528\u66f4\u5c0f\u7684\u56de\u64a4\uff0c\u6362\u6765\u4e86\u66f4\u4f4e\u7684\u7edd\u5bf9\u6536\u76ca\u3002<\/p>\n\n\n\n

    \"\"<\/figure>\n\n\n\n

    \u8d8b\u52bf\u8ddf\u8e2a\u7b56\u7565\u7ee9\u6548\u7edf\u8ba1\uff1a27 \u7b14\u4ea4\u6613\uff0c1 \u7b14\u4ecd\u5728\u6301\u4ed3\u4e2d\u3002<\/p>\n\n\n\n

    \u54ea\u91cc\u5f00\u59cb\u53d8\u5f97\u6709\u8da3\uff1a\u8d54\u7387\u7684\u9a97\u5c40<\/strong><\/h2>\n\n\n\n

    \u8d8b\u52bf\u8ddf\u8e2a\u7684 profit factor \u662f 3.95\uff0c\u5747\u503c\u56de\u5f52\u53ea\u6709 1.49\u3002\u8fd9\u610f\u5473\u7740\u8d8b\u52bf\u8ddf\u8e2a\u8d5a\u7684\u6bcf\u4e00\u5206\u94b1\uff0c\u5bf9\u5e94\u4e8f\u635f\u53ea\u6709 0.25 \u5206\uff1b\u5747\u503c\u56de\u5f52\u5219\u662f 1 \u5206\u76c8\u5229\u5bf9\u5e94 0.67 \u5206\u4e8f\u635f\u3002\u4ece\u98ce\u63a7\u6548\u7387\u770b\uff0c\u8d8b\u52bf\u8ddf\u8e2a\u5b8c\u80dc\u3002<\/p>\n\n\n\n

    \u4f46\u5747\u503c\u56de\u5f52\u7684\u95ee\u9898\u4e0d\u5728\u4e8e\u4e8f\u5927\u94b1\uff0c\u800c\u5728\u4e8e\u5b83\u8d5a\u94b1\u7684\u903b\u8f91\u592a\u5355\u4e00\u300270% \u80dc\u7387\u542c\u8d77\u6765\u5f88\u7f8e\uff0c\u53ef\u5355\u7b14\u671f\u671b\u503c\u662f 0.7 \u00d7 1.08% + 0.3 \u00d7 (-1.77%) = 0.756% – 0.531% = 0.225%\u3002\u6bcf\u7b14\u4ea4\u6613\u53ea\u8d5a 0.225%\u3002\u4e3a\u4e86\u8986\u76d6\u624b\u7eed\u8d39\u548c\u6ed1\u70b9\uff0c\u5b83\u5fc5\u987b\u4ea4\u6613\u5f97\u975e\u5e38\u9891\u7e41\u3002691 \u7b14\u4ea4\u6613\uff0c\u5e73\u5747 2.4 \u4e2a\u4ea4\u6613\u65e5\u4e00\u7b14\uff0c\u624b\u7eed\u8d39\u7d2f\u8ba1\u63a5\u8fd1 2.8 \u4e07\u7f8e\u5143\u3002<\/p>\n\n\n\n

    \u8d8b\u52bf\u8ddf\u8e2a 27 \u7b14\u4ea4\u6613\uff0c\u624b\u7eed\u8d39\u53ea\u8981 1 \u5343\u591a\u7f8e\u5143\u3002\u540c\u6837\u662f 10 \u4e07\u672c\u91d1\uff0c\u4ea4\u6613\u6210\u672c\u7684\u5dee\u8ddd\u8fd1 30 \u500d\u3002<\/p>\n\n\n\n

    \u8fd9\u5c31\u662f\u9ad8\u80dc\u7387\u7b56\u7565\u7684\u9690\u85cf\u4ee3\u4ef7\uff1a\u80dc\u7387\u662f\u8868\u8c61\uff0c\u4ea4\u6613\u9891\u7387\u548c\u6210\u672c\u7ed3\u6784\u624d\u662f\u91cc\u5b50\u3002<\/p>\n\n\n\n

    \"\"<\/figure>\n\n\n\n

    \u5747\u503c\u56de\u5f52\u7b56\u7565\u7ee9\u6548\u7edf\u8ba1\uff1a691 \u7b14\u4ea4\u6613\uff0c\u5168\u90e8\u5df2\u5e73\u4ed3\u3002<\/p>\n\n\n\n

    \u6700\u5e38\u89c1\u7684\u8bf4\u6cd5\u54ea\u91cc\u7ad9\u4e0d\u4f4f\u811a<\/strong><\/h2>\n\n\n\n

    \u7b56\u7565\u91cc\u6700\u5e38\u89c1\u7684\u8bba\u70b9\u662f\uff1a”\u8d8b\u52bf\u8ddf\u8e2a\u591a\u6570\u4ea4\u6613\u662f\u4e8f\u7684\uff0c\u4f46\u8d8b\u52bf\u4f1a\u7ed9\u6211\u4eec\u5e26\u6765\u53ef\u89c2\u7684\u56de\u62a5\u3002”<\/p>\n\n\n\n

    \u6570\u636e\uff1a61.54% \u7684\u80dc\u7387\uff0c\u591a\u6570\u4ea4\u6613\u662f\u8d62\u7684\u3002<\/p>\n\n\n\n

    \u8fd9\u4e0d\u662f\u4e2a\u5c0f\u504f\u5dee\uff0c\u8bba\u70b9\u6839\u57fa\u88ab\u6570\u636e\u76f4\u63a5\u63a8\u7ffb\u3002\u8bf4\u8fd9\u4e2a\u8bdd\u7684\u4eba\u53ef\u80fd\u628a”\u8d8b\u52bf\u8ddf\u8e2a”\u6cdb\u5316\u5230\u4e86\u6240\u6709\u5e02\u573a\u3001\u6240\u6709\u5468\u671f\uff0c\u800c\u6211\u7684\u56de\u6d4b\u53ea\u662f SPY \u8fd9\u4e00\u4e2a\u8d44\u4ea7\u3001\u8fd9\u4e00\u4e2a 26 \u5e74\u7a97\u53e3\u3002\u5236\u5ea6\u504f\u5dee\u5728\u8fd9\u91cc\u5f88\u660e\u663e\uff1a2000-2026 \u5e74 SPY \u6574\u4f53\u5411\u4e0a\uff0c\u7eaf\u505a\u591a\u7684\u8d8b\u52bf\u8ddf\u8e2a\u5929\u7136\u66f4\u5bb9\u6613\u6293\u5230\u771f\u8d8b\u52bf\uff0c\u5047\u7a81\u7834\u76f8\u5bf9\u5c11\u3002<\/p>\n\n\n\n

    \u53e6\u4e00\u4e2a\u95ee\u9898\u662f\u6837\u672c\u91cf\u300227 \u7b14\u4ea4\u6613\uff0c\u53bb\u6389\u8fd8\u5728\u6301\u4ed3\u7684 1 \u7b14\uff0c\u6709\u6548\u6837\u672c 26 \u7b14\u3002\u5176\u4e2d\u4efb\u4f55\u4e00\u7b14\u5f02\u5e38\u503c\uff0c\u90fd\u80fd\u628a\u80dc\u7387\u4e0a\u4e0b\u62d6\u52a8\u597d\u51e0\u4e2a\u767e\u5206\u70b9\u3002\u76f8\u6bd4\u4e4b\u4e0b\uff0c\u5747\u503c\u56de\u5f52 691 \u7b14\uff0c\u7edf\u8ba1\u663e\u8457\u6027\u9ad8\u5f97\u591a\u3002<\/p>\n\n\n\n

    \u628a\u8d8b\u52bf\u8ddf\u8e2a\u7684\u7ed3\u8bba\u770b\u6210”\u771f\u7406”\uff0c\u8fd8\u65e9\u5f97\u5f88\u3002\u5b83\u9700\u8981\u8de8\u8d44\u4ea7\u3001\u8de8\u5468\u671f\u3001\u8de8\u5236\u5ea6\u7684\u8fdb\u4e00\u6b65\u9a8c\u8bc1\u3002<\/p>\n\n\n\n

    \"\"<\/figure>\n\n\n\n

    \u4ea4\u6613\u7ea7\u522b\u76c8\u4e8f\u5206\u5e03\u7684\u504f\u5ea6\u4e0e\u5cf0\u5ea6\u91cf\u5316\u7ed3\u679c\u3002<\/p>\n\n\n\n

    \u4e70\u5e76\u6301\u6709\uff1a\u6700\u88ab\u5ffd\u89c6\u7684\u5bf9\u624b<\/strong><\/h2>\n\n\n\n

    \u4e00\u4e2a\u8ba9\u5f88\u591a\u7b56\u7565\u5f00\u53d1\u8005\u4e0d\u8212\u670d\u7684\u4e8b\u5b9e\uff1a\u5728 2000-2026 \u5e74\u8fd9\u4e2a\u7a97\u53e3\u91cc\uff0c\u4e70\u5e76\u6301\u6709 SPY \u7684\u5e74\u5316\u6536\u76ca 8.27%\uff0c\u4e24\u4e2a\u4e3b\u52a8\u7b56\u7565\u90fd\u6ca1\u8dd1\u8d62\u3002<\/p>\n\n\n\n

    \u5747\u503c\u56de\u5f52 5.69%\uff0c\u8d8b\u52bf\u8ddf\u8e2a 6.21%\u3002\u5dee\u8ddd\u4e0d\u5927\uff0c\u4f46\u786e\u5b9e\u662f\u5dee\u8ddd\u3002<\/p>\n\n\n\n

    \u539f\u56e0\u5f88\u76f4\u63a5\uff1a\u4e24\u4e2a\u7b56\u7565\u90fd\u6709\u4e00\u6bb5\u65f6\u95f4\u7a7a\u4ed3\u3002\u5747\u503c\u56de\u5f52 69.6% \u7684\u65f6\u95f4\u6301\u5e01\uff0c\u8d8b\u52bf\u8ddf\u8e2a 32.2%\u3002\u6bcf\u6b21\u7a7a\u4ed3\uff0c\u90fd\u662f\u5728\u9519\u8fc7\u4e00\u6bb5\u4e0a\u6da8\u3002\u957f\u671f\u725b\u5e02\u91cc\uff0c”\u5728\u573a”\u672c\u8eab\u5c31\u662f\u6700\u5f3a\u7684\u7b56\u7565\u3002<\/p>\n\n\n\n

    \u4f46\u4e70\u5e76\u6301\u6709\u7684\u6700\u5927\u56de\u64a4 55.19%\uff0c\u4e0d\u662f\u6bcf\u4e2a\u4eba\u90fd\u80fd\u625b\u8fc7\u53bb\u7684\u30022008 \u5e74\u4ece\u9ad8\u70b9\u8dcc 55%\uff0c\u4f60\u8981\u4e48\u5728\u5e95\u90e8\u5272\u8089\uff0c\u8981\u4e48\u5168\u7a0b\u786c\u6297\u3002\u884c\u4e3a\u91d1\u878d\u5b66\u544a\u8bc9\u6211\u4eec\uff0c\u5927\u591a\u6570\u4eba\u625b\u4e0d\u4f4f\u3002\u4e24\u4e2a\u4e3b\u52a8\u7b56\u7565\u7528 33%-34% \u7684\u56de\u64a4\uff0c\u6362\u6765\u4e86\u66f4\u5e73\u6ed1\u7684\u51c0\u503c\u66f2\u7ebf\u3002\u503c\u4e0d\u503c\uff0c\u53d6\u51b3\u4e8e\u4f60\u7684\u98ce\u9669\u504f\u597d\uff0c\u4ee5\u53ca\u4f60\u80fd\u4e0d\u80fd\u5728 55% \u56de\u64a4\u65f6\u4f9d\u7136\u6301\u4ed3\u4e0d\u52a8\u3002<\/p>\n\n\n\n

    \u6700\u7ec8\u7ed3\u8bba<\/strong><\/h2>\n\n\n\n

    \u5148\u7ed9\u7ed3\u8bba\uff0c\u518d\u8bf4\u7406\u7531\u3002<\/p>\n\n\n\n

    \u7b2c\u4e00\uff0c\u5206\u5e03\u5f62\u6001\u7684\u7ecf\u5178\u63cf\u8ff0\u57fa\u672c\u6210\u7acb\u3002\u5747\u503c\u56de\u5f52\u5c31\u662f”\u5f88\u591a\u5c0f\u8d62+\u5076\u5c14\u5927\u4e8f”\uff0c\u8d8b\u52bf\u8ddf\u8e2a\u5c31\u662f”\u5f88\u591a\u5c0f\u4e8f+\u5076\u5c14\u5927\u8d62”\u3002\u8fd9\u662f\u6570\u636e\u91cc\u6700\u7a33\u7684\u7ed3\u8bba\u3002<\/p>\n\n\n\n

    \u7b2c\u4e8c\uff0c\u8d8b\u52bf\u8ddf\u8e2a”\u591a\u6570\u4ea4\u6613\u4e8f\u94b1”\u8fd9\u4e2a\u8bf4\u6cd5\uff0c\u5728\u672c\u7ec4\u6570\u636e\u91cc\u4e0d\u6210\u7acb\u3002\u5b83\u7684\u80dc\u7387\u662f 61.5%\uff0c\u591a\u6570\u4ea4\u6613\u5176\u5b9e\u662f\u8d62\u7684\u3002\u8fd9\u4e2a\u8bf4\u6cd5\u88ab\u5938\u5927\u4e86\u3002<\/p>\n\n\n\n

    \u7b2c\u4e09\uff0c\u5747\u503c\u56de\u5f52\u662f”\u80dc\u7387\u9a71\u52a8”\u7b56\u7565\uff0c\u5355\u7b14\u671f\u671b\u503c\u4e3a\u6b63\u7684\u524d\u63d0\u662f\u80dc\u7387\u7ef4\u6301\u5728\u9ad8\u4f4d\u3002\u4e00\u65e6\u80dc\u7387\u4e0b\u6ed1\uff0c\u5b83\u4f1a\u8fc5\u901f\u53d8\u6210\u4e8f\u635f\u7b56\u7565\u3002\u8d8b\u52bf\u8ddf\u8e2a\u662f”\u8d54\u7387\u9a71\u52a8”\u7b56\u7565\uff0c\u867d\u7136\u6837\u672c\u5c0f\uff0c\u4f46\u98ce\u63a7\u6548\u7387\u66f4\u9ad8\u3002<\/p>\n\n\n\n

    \u7b2c\u56db\uff0c\u4e24\u4e2a\u7b56\u7565\u90fd\u6ca1\u6709\u8dd1\u8d62\u4e70\u5e76\u6301\u6709\u3002\u5728\u957f\u671f\u5411\u4e0a\u7684\u8d44\u4ea7\u4e0a\uff0c\u51cf\u5c11”\u5728\u573a\u65f6\u95f4”\u7684\u4ee3\u4ef7\u662f\u673a\u4f1a\u6210\u672c\u3002\u4e3b\u52a8\u7b56\u7565\u7684\u6b63\u5f53\u6027\uff0c\u53ea\u80fd\u7528”\u66f4\u5c0f\u56de\u64a4”\u548c”\u66f4\u597d\u7761\u7720”\u6765\u8fa9\u62a4\uff0c\u4e0d\u80fd\u7528”\u66f4\u9ad8\u6536\u76ca”\u3002<\/p>\n\n\n\n

    \u7b2c\u4e94\uff0c\u6837\u672c\u91cf\u592a\u5c0f\u8bf4\u4e0d\u4e86\u592a\u591a\u8bdd\u3002\u5728\u628a\u4efb\u4f55\u7b56\u7565\u7ed3\u8bba\u63a8\u5e7f\u5230\u5176\u4ed6\u8d44\u4ea7\u3001\u5176\u4ed6\u5468\u671f\u4e4b\u524d\uff0c\u5148\u95ee\u81ea\u5df1\uff1a\u6837\u672c\u591f\u4e0d\u591f\u5927\uff1f\u5236\u5ea6\u504f\u5dee\u6709\u6ca1\u6709\u6392\u9664\uff1f<\/p>\n\n\n\n

    \u672c\u6587\u4e0d\u5728\u4e8e\u544a\u8bc9\u4f60\u54ea\u4e2a\u7b56\u7565\u66f4\u597d\uff0c\u800c\u5728\u4e8e\u63d0\u9192\u4f60\uff1a\u5f88\u591a\u6d41\u4f20\u5f88\u5e7f\u7684\u8bf4\u6cd5\uff0c\u5176\u5b9e\u53ea\u662f\u6ca1\u6709\u6570\u636e\u652f\u6491\u7684\u60f3\u5f53\u7136\u3002\u8dd1\u4e00\u904d\u6570\u636e\uff0c\u7b54\u6848\u53ef\u80fd\u548c\u4f60\u60f3\u7684\u4e0d\u4e00\u6837\u3002<\/p>\n\n\n\n

    \u5b8c\u6574\u56de\u6d4b\u4ee3\u7801\uff08Python\uff09<\/strong><\/h2>\n\n\n\n

    \u4ee5\u4e0b\u662f\u672c\u6b21\u56de\u6d4b\u7684\u5b8c\u6574\u4ee3\u7801\u4e0b\u8f7d\u5730\u5740\uff0c\u57fa\u4e8e vectorbt<\/code> \u6846\u67b6\uff0c\u9700\u8981 pip install vectorbt yfinance<\/code>\u3002\u6838\u5fc3\u601d\u8def\uff1a\u540c\u4e00\u6807\u7684\u3001\u540c\u4e00\u65f6\u95f4\u6bb5\u3001\u76f8\u540c\u6210\u672c\u5047\u8bbe\uff0c\u5bf9\u6bd4 RSI(2) \u5747\u503c\u56de\u5f52\u7b56\u7565\u4e0e 50\/200 \u5747\u7ebf\u4ea4\u53c9\u8d8b\u52bf\u8ddf\u8e2a\u7b56\u7565\u7684\u7ee9\u6548\u5dee\u5f02\u3002<\/p>\n\n\n\n

    https://www.laoyulaoyu.com\/code\/20260802da4e.zip<\/code><\/pre>\n\n\n\n
    \u8fd0\u884c\u524d\u8bf7\u786e\u4fdd\u5b89\u88c5\u4f9d\u8d56\uff1apip install vectorbt yfinance pandas numpy plotly<\/code>\u3002\u56de\u6d4b\u7ed3\u679c\u4f1a\u8f93\u51fa\u7ee9\u6548\u7edf\u8ba1\u3001\u504f\u5ea6\u5cf0\u5ea6\u6570\u636e\uff0c\u4ee5\u53ca\u4e09\u8054\u53ef\u89c6\u5316\u56fe\u8868\u3002\u5982\u9700\u8c03\u6574\u7b56\u7565\u53c2\u6570\uff08RSI \u7a97\u53e3\u3001\u5747\u7ebf\u5468\u671f\u3001\u624b\u7eed\u8d39\u6ed1\u70b9\uff09\uff0c\u76f4\u63a5\u6539\u6389\u9876\u90e8\u7684\u5e38\u91cf\u5b9a\u4e49\u5373\u53ef\u3002<\/p>\n\n\n\n
    \n\n\n\n
    \u56de\u6d4b\u5de5\u5177<\/strong>\uff1avectorbt\uff0c\u6807\u7684 SPY\uff0c2000-01 \u81f3 2026-07\uff0c\u7eaf\u505a\u591a\uff0c\u624b\u7eed\u8d39 0.01%\uff0c\u6ed1\u70b9 0.02%<\/p>\n\n\n\n
    #\u91cf\u5316\u7b56\u7565 #\u5747\u503c\u56de\u5f52 #\u8d8b\u52bf\u8ddf\u8e2a #SPY #\u7b56\u7565\u56de\u6d4b #RSI #\u5747\u7ebf\u4ea4\u53c9 #\u7ee9\u6548\u5f52\u56e0 #\u4ea4\u6613\u7cfb\u7edf #\u80dc\u7387\u9677\u9631<\/p>\n\n\n\n
    <\/p>\n","protected":false},"excerpt":{"rendered":"
    \u4f5c \u8005\uff1a\u8001\u4f59\u635e\u9c7c \u539f\u521b\u4e0d\u6613\uff0c\u8f6c\u8f7d\u8bf7\u6807\u660e\u51fa\u5904\u53ca\u539f\u4f5c\u8005…<\/p>\n
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