等额逆势网格 · 单票统计

方案 A:每档 = max(1 万, 1 手价格) · 本金 = 6 × 每档 · 高点 10 日 · 观察期 250 日 · 冷却 20 日 · 双边成本 0.15% · 盘中高低价触发 · 股价分组按最新收盘
样本 400 只 · 分组:市值 ≥2000 亿 / <2000 亿 / 股价 >300 元(>300 不重复计入前两组)· 解套天数只统计已卖光的轮次

一、市值 ≥ 2000 亿

样本
57
有交易
56
盈利占比
95%
收益中位数
+18.3%
年化中位数
+2.1%
最大浮亏中位数
-20.3%
解套天数中位
6 日
未平仓
14
代码名称首笔价最新价市值(亿)本金(万) 完成/未平总收益年化账户回撤最大浮亏 多档解套最短多档解套中位多档解套平均多档解套最长 未平最长最大档数平均仓位
300502新易盛23.50185.6125896.012 / 0+100.9%+8.2%-28.2%-59.4%12086658—615.8%
601899紫金矿业3.0629.4878396.027 / 0+82.7%+7.1%-9.7%-25.2%1315116—66.5%
601138工业富联11.7544.2987896.016 / 0+67.8%+6.3%-38.9%-53.1%1252768—624.7%
601225陕西煤业7.6525.5224746.024 / 0+64.3%+5.8%-17.4%-26.2%1438327—617.9%
688347华虹宏力31.40162.0031246.07 / 0+63.3%+16.3%-13.0%-13.8%241445—65.6%
601919中远海控4.5417.6926926.010 / 0+59.5%+5.4%-38.7%-46.5%161711281—648.5%
601869长飞光纤34.69262.8521766.06 / 0+49.2%+4.9%-27.9%-38.5%114107587—620.0%
002714牧原股份30.2043.7525266.010 / 0+46.6%+4.4%-18.2%-24.3%1320108—64.2%
601088中国神华19.0047.79103656.021 / 0+37.2%+3.6%-4.6%-17.1%1439425—68.4%
300059东方财富12.5518.9830036.011 / 1+35.3%+3.5%-7.6%-37.7%112311528464.3%
002594比亚迪48.5086.2578646.08 / 0+29.6%+3.0%-5.4%-7.5%11622—61.1%
002142宁波银行17.1734.0122466.013 / 0+28.8%+2.9%-5.9%-8.2%121049—62.7%
600919江苏银行6.0012.5122966.022 / 0+28.0%+2.8%-3.0%-9.7%1622194—64.2%
601319中国人保6.777.4132776.09 / 1+26.9%+3.0%-18.6%-28.3%1125145193610.5%
688041海光信息51.52192.8044816.05 / 0+26.4%+5.7%-12.8%-15.5%2634133—610.4%
600150中国船舶30.4435.3826636.06 / 0+25.7%+2.7%-10.4%-19.4%12037139—64.0%
003816中国广核2.994.6623556.06 / 1+24.9%+3.1%-14.7%-30.4%118161540550639.6%
002415海康威视28.2835.6332656.08 / 0+22.1%+2.3%-10.3%-19.9%11024113—63.4%
601939建设银行6.2911.66305036.020 / 0+21.9%+2.3%-6.8%-8.3%182399—55.1%
601857中国石油7.2512.54229516.010 / 0+21.8%+2.3%-19.4%-31.2%114213995—631.0%
000333美的集团48.1088.1267246.013 / 0+21.7%+2.2%-2.6%-1.2%13615—60.7%
600900长江电力15.3329.2871646.022 / 0+20.6%+2.1%-3.9%-9.6%41872341—69.4%
601816京沪高铁5.495.2725786.06 / 0+20.2%+2.7%-13.5%-20.3%17121469—617.1%
600036招商银行25.8542.54107296.013 / 0+20.2%+2.1%-2.6%-5.0%121034—61.3%
601998中信银行5.459.0750476.013 / 0+20.1%+2.1%-9.1%-11.5%1339216—65.9%
600941中国移动75.39100.24217546.05 / 0+19.4%+3.7%-3.5%-4.9%141767—62.4%
601988中国银行3.536.77218146.021 / 0+19.3%+2.0%-1.3%-1.9%1212688—42.6%
601728中国电信3.756.6360676.08 / 1+18.6%+3.3%-11.2%-26.4%1467377402620.4%
600938中国海油18.6330.98147256.09 / 0+18.3%+3.8%-15.1%-25.0%1256375—620.6%
600030中信证券17.9825.9840596.05 / 0+18.2%+1.9%-18.0%-36.1%1162327983—623.6%
000651格力电器37.8438.7021686.07 / 0+18.2%+1.9%-13.5%-23.5%85378200—66.5%
600276恒瑞医药56.0850.1933316.012 / 0+18.0%+1.9%-8.0%-14.9%1321103—65.6%
000001平安银行10.2411.6422596.09 / 0+17.8%+1.9%-13.7%-26.6%1237237—64.3%
603993洛阳钼业3.8014.0129976.015 / 1+16.9%+1.8%-27.1%-38.1%1242418066.6%
688981中芯国际51.85110.6994786.05 / 0+16.4%+2.4%-17.9%-38.2%14100392—610.7%
601288农业银行3.517.25253746.018 / 1+15.9%+1.7%-12.4%-19.1%17134723469.2%
601628中国人寿20.1535.85101336.012 / 1+15.4%+1.6%-13.8%-27.1%1152217965.3%
601601中国太保28.1031.9030696.010 / 1+15.3%+1.6%-11.0%-29.3%14217819266.5%
601211国泰海通16.7716.6729316.05 / 0+14.8%+1.6%-12.7%-22.5%1350109324—610.9%
600028中国石化5.315.7068816.07 / 0+13.5%+1.4%-4.9%-17.1%118243964—615.6%
601398工商银行5.198.35297606.017 / 1+12.9%+1.4%-6.0%-6.4%11032159166.2%
603259药明康德81.32154.4646886.07 / 0+12.1%+1.4%-2.4%-5.1%1121121—61.2%
600309万华化学42.0073.5823036.010 / 0+11.7%+1.3%-9.3%-26.6%1221120—52.4%
601328交通银行6.008.2072466.013 / 0+11.1%+1.2%-11.4%-18.3%2141801003—530.2%
002475立讯精密14.7750.8639386.018 / 1+9.9%+1.1%-19.1%-38.6%1231111063.1%
688012中微公司207.26254.00243312.41 / 0+9.4%+1.2%+0.0%+0.0%1111—50.0%
601166兴业银行16.3519.5941466.011 / 1+9.2%+1.0%-22.7%-25.5%18132971314649.2%
601658邮储银行4.815.5266296.06 / 0+8.9%+1.2%-4.7%-29.6%310140537—65.5%
300750宁德时代71.00264.06122196.04 / 0+7.6%+0.9%-1.6%-3.8%27815—60.6%
603288海天味业66.7035.6520836.05 / 0+6.5%+0.7%-0.5%-1.3%1124—50.1%
600000浦发银行10.409.8732876.05 / 1+5.1%+0.6%-4.4%-24.6%6910410413831866.5%
300760迈瑞医疗172.10184.09223110.31 / 0+5.0%+0.6%-0.3%+0.0%6666—50.2%
000858五 粮 液50.0575.8229436.03 / 0+3.3%+0.4%-1.1%-1.5%2234—50.1%
688235百济神州137.00274.0542278.21 / 0+2.0%+0.4%-1.4%-2.5%6666—60.3%
688825长鑫科技—42.53288716.0未触发+0.0%+0.0%+0.0%+0.0%—————00.0%
601318中国平安57.0254.3598426.06 / 1-5.5%-0.6%-27.4%-48.8%4514331437632.6%
601995中金公司48.0128.4722586.01 / 1-19.9%-3.6%-23.5%-46.7%99991152634.3%

二、前 400 中市值 < 2000 亿

样本
330
有交易
316
盈利占比
88%
收益中位数
+28.9%
年化中位数
+3.3%
最大浮亏中位数
-23.6%
解套天数中位
4 日
未平仓
85
代码名称首笔价最新价市值(亿)本金(万) 完成/未平总收益年化账户回撤最大浮亏 多档解套最短多档解套中位多档解套平均多档解套最长 未平最长最大档数平均仓位
300475香农芯创8.7696.144516.020 / 0+136.6%+10.2%-17.7%-36.6%1315105—66.1%
002428云南锗业5.7279.005166.019 / 0+135.5%+10.2%-10.5%-21.6%12749—62.6%
002837英维克18.2439.585066.021 / 0+127.1%+9.7%-14.0%-40.4%1128338—66.2%
000792盐湖股份6.7123.4712426.06 / 1+127.0%+9.7%-18.5%-58.5%1812301247617.5%
000657中钨高新5.6040.699276.021 / 0+123.2%+9.5%-31.6%-50.8%1111147—65.7%
300620光库科技45.28179.704486.010 / 0+107.0%+8.6%-22.3%-52.5%1464509—69.4%
002379宏桥控股3.0514.8519356.018 / 0+103.8%+8.4%-23.5%-39.5%11144405—616.2%
000988华工科技12.6066.546696.018 / 0+103.6%+8.4%-19.9%-19.6%1318113—68.7%
300757罗博特科36.09299.075396.09 / 0+101.6%+9.4%-26.5%-55.2%11462344—611.9%
600160巨化股份6.6833.258986.025 / 0+97.6%+8.0%-12.8%-40.5%1213158—64.5%
002600领益智造2.6711.929746.015 / 0+95.3%+7.9%-8.2%-8.9%12525—61.6%
300476胜宏科技11.20135.0013276.016 / 0+94.7%+7.8%-5.8%-17.4%12639—62.0%
601168西部矿业5.9829.547046.021 / 0+93.7%+7.8%-16.7%-19.8%1112121—64.9%
300442润泽科技13.2959.789816.019 / 0+93.1%+7.7%-3.8%-17.5%12865—62.0%
000933神火股份3.9925.775806.017 / 0+92.5%+7.7%-16.0%-25.3%1135347—67.5%
688183生益电子12.1767.255796.012 / 0+88.9%+11.8%-32.8%-52.1%11049257—621.8%
601598中国外运3.587.075076.012 / 1+88.9%+8.5%-16.2%-20.5%1225144258617.7%
300316晶盛机电10.3437.604926.013 / 0+87.6%+7.4%-17.6%-38.6%1835181—66.9%
300418昆仑万维13.2139.955136.010 / 0+84.6%+7.2%-16.3%-29.0%1216101—64.1%
000425徐工机械3.287.278516.019 / 0+83.5%+7.1%-16.2%-25.1%1225171—610.7%
600584长电科技8.7253.639606.012 / 0+83.1%+7.1%-25.0%-55.7%161191206—610.7%
688146中船特气30.25149.997946.09 / 0+82.5%+18.5%-6.8%-8.4%12827—64.0%
002074国轩高科12.1425.084556.011 / 0+80.5%+6.9%-31.2%-42.9%1227206—65.8%
002463沪电股份7.7781.0015626.017 / 0+80.5%+6.9%-15.8%-24.6%161695—66.0%
601872招商轮船3.8816.8413606.020 / 0+79.8%+6.9%-16.8%-31.8%1252504—617.2%
601179中国西电3.8711.225756.012 / 0+79.2%+6.8%-26.4%-23.5%1230238—612.3%
600039四川路桥3.388.617496.019 / 0+79.2%+6.8%-13.1%-37.6%11551518—613.8%
600089特变电工7.3218.519296.012 / 0+79.1%+6.8%-29.5%-36.8%1456338—619.8%
002648卫星化学9.8024.978416.013 / 0+77.5%+6.7%-30.8%-33.5%1233367—616.5%
300014亿纬锂能16.2352.8711496.017 / 0+77.3%+6.7%-5.4%-5.3%12310—61.3%
600438通威股份8.8812.395586.015 / 0+77.0%+6.7%-21.6%-33.1%1110123—63.7%
600549厦门钨业12.1837.906026.013 / 0+76.6%+6.6%-17.5%-18.4%131588—64.7%
601633长城汽车6.0414.3112286.010 / 0+76.3%+6.6%-19.7%-30.9%11048287—612.2%
601127赛力斯16.5644.537766.014 / 0+74.8%+6.5%-32.0%-66.7%1258406—611.0%
301165锐捷网络38.5371.007916.08 / 0+74.8%+15.2%-19.4%-30.3%1236162—616.6%
600988赤峰黄金4.0737.588316.017 / 0+74.7%+6.5%-25.1%-46.3%16801121—629.3%
002156通富微电7.5245.257216.017 / 0+74.4%+6.5%-12.3%-27.4%1215118—65.2%
600803新奥股份9.9120.856456.014 / 0+74.1%+6.5%-35.3%-35.5%1389724—625.7%
600418江淮汽车4.9419.574416.012 / 1+74.0%+6.5%-20.9%-64.5%1255247269619.0%
600236桂冠电力5.419.007096.017 / 1+73.8%+6.4%-8.0%-13.8%1196335770621.2%
600111北方稀土9.0236.8313316.012 / 0+73.4%+6.4%-31.3%-35.1%1244382—615.1%
300394天孚通信26.40129.5014136.013 / 0+73.3%+6.4%-25.3%-27.9%1825155—67.1%
603083剑桥科技24.86116.454506.011 / 0+71.0%+6.3%-7.8%-17.8%11739—61.7%
000408藏格矿业11.5369.1910866.014 / 0+69.4%+6.1%-50.4%-76.1%1697759—629.7%
300857协创数据29.20164.008036.011 / 0+69.3%+8.8%-17.5%-36.2%11759—61.9%
002050三花智控13.5034.8814686.020 / 0+69.0%+6.1%-9.9%-27.2%12976—63.5%
688172燕东微17.5432.554656.06 / 0+68.7%+14.4%-31.9%-34.3%13576203—629.2%
002080中材科技8.3535.216226.015 / 0+67.8%+6.0%-15.1%-69.4%16911056—67.6%
600096云天化5.4826.514836.016 / 0+67.8%+6.0%-3.6%-29.9%1133442—62.9%
002185华天科技4.3415.055406.011 / 0+67.0%+6.0%-17.5%-27.3%141878—64.0%
300136信维通信21.9045.334396.011 / 0+66.2%+5.9%-31.9%-77.3%1141451292—618.4%
688585上纬新材10.10183.047386.04 / 0+66.1%+8.7%-9.7%-8.3%2152047—63.0%
300223君正股份19.60113.025826.07 / 0+65.3%+5.9%-22.7%-25.2%131142—62.8%
002028思源电气10.85120.809506.019 / 0+65.1%+5.8%-22.5%-22.0%11029202—612.4%
301217铜冠铜箔13.6472.676026.08 / 0+64.7%+11.0%-3.7%-18.9%121375—61.8%
002636金安国纪7.6165.884806.011 / 0+64.6%+5.8%-24.1%-38.9%1921100—64.5%
600875东方电气8.4723.097996.016 / 0+64.1%+5.8%-24.4%-44.3%1481752—621.1%
601881中国银河7.4711.9113026.012 / 0+63.8%+5.7%-14.7%-17.7%1216102—64.6%
000977浪潮信息16.0056.418286.017 / 1+63.0%+5.7%-15.1%-40.2%11161153964.8%
600362江西铜业13.3433.8011706.012 / 1+63.0%+5.7%-9.9%-39.2%143521317065.9%
301377鼎泰高科20.41202.018576.07 / 0+62.7%+13.1%-22.5%-28.1%1122366—612.7%
300054鼎龙股份6.4863.006026.025 / 1+62.7%+5.7%-15.6%-33.4%116357663.4%
601012隆基绿能20.5012.479456.015 / 0+62.4%+5.6%-9.4%-33.5%121485—63.1%
600188兖矿能源8.5917.0017066.015 / 0+62.0%+5.6%-18.8%-42.5%1582900—610.0%
688469芯联集成-U3.937.516306.08 / 0+61.6%+14.7%-19.5%-15.4%122191—615.8%
002709天赐材料22.3629.015916.011 / 0+61.6%+5.6%-7.2%-11.1%11530—61.2%
002850科达利18.88177.525086.011 / 0+61.3%+5.6%-25.3%-30.7%1532110—69.6%
300433蓝思科技6.6127.9014736.011 / 1+60.9%+5.5%-12.2%-50.7%12231228864.6%
600489中金黄金8.1821.0210196.015 / 0+59.8%+5.4%-16.3%-38.7%1278652—617.7%
300408三环集团15.8676.6615316.016 / 0+59.8%+5.4%-27.3%-48.2%1686996—624.7%
600219南山铝业2.234.435096.09 / 0+59.6%+5.4%-8.7%-22.8%1354405—66.8%
002436兴森科技5.7127.734716.011 / 1+59.1%+5.4%-23.9%-50.8%1379467591613.9%
603228景旺电子48.5259.256376.014 / 0+58.7%+5.4%-17.9%-54.4%14921114—616.8%
600415小商品城3.7612.156666.014 / 0+58.1%+5.3%-34.6%-41.3%1463671—626.1%
002353杰瑞股份16.0988.279046.016 / 0+58.1%+5.3%-16.3%-21.0%13954—63.1%
002653海思科10.0159.016736.015 / 1+57.9%+5.3%-11.0%-27.1%18392096668.4%
601838成都银行7.9519.868426.020 / 0+56.4%+5.2%-9.0%-16.1%11851316—68.9%
688428诺诚健华10.1526.384676.011 / 0+55.9%+11.4%-2.9%-5.4%12528—62.4%
002281光迅科技27.2397.298056.012 / 0+55.7%+5.1%-11.3%-56.4%1290786—69.5%
603268松发股份17.11154.5315746.012 / 0+54.8%+5.1%-8.9%-46.6%1432299—63.8%
002414高德红外21.3010.434456.011 / 0+54.5%+5.0%-8.9%-17.4%181764—63.5%
601985中国核电5.349.6119776.010 / 1+54.4%+5.0%-9.3%-17.5%15114454265.5%
600026中远海能4.7317.959826.013 / 1+53.6%+5.0%-13.1%-39.5%1167806150611.9%
002532天山铝业6.5312.195646.011 / 0+53.4%+5.0%-23.6%-22.4%1250244—613.2%
603019中科曙光36.5178.8811546.011 / 0+52.5%+4.9%-24.7%-59.1%16110673—618.6%
688525佰维存储42.98133.906376.04 / 0+52.1%+11.5%-30.0%-34.9%1127105—68.7%
601689拓普集团15.1045.797966.014 / 0+52.0%+4.8%-28.5%-43.1%1475594—621.3%
000807云铝股份4.2225.308776.015 / 0+51.9%+4.8%-18.1%-23.6%1822113—68.9%
000975山金国际10.1424.246726.018 / 1+51.1%+4.8%-26.2%-39.2%1223314174610.4%
000426兴业银锡6.2625.934606.011 / 1+50.4%+4.7%-35.3%-56.8%143023918067.4%
300450先导智能27.4733.905686.015 / 0+50.2%+4.7%-3.9%-7.1%12311—61.0%
002422科伦药业20.4245.237206.014 / 1+49.9%+4.7%-10.9%-16.8%1219856465.1%
300765石药创新49.0535.845036.010 / 1+49.5%+5.4%-29.1%-56.5%1340307334615.1%
600025华能水电3.3310.5419646.013 / 0+49.4%+4.6%-15.8%-19.8%12266526—623.1%
600760中航沈飞30.5348.8613856.012 / 0+49.2%+4.6%-21.1%-42.6%1591722—615.7%
601958金钼股份6.1917.105526.015 / 1+49.1%+4.6%-22.7%-35.6%187860088634.1%
000831中国稀土8.7447.595056.08 / 1+48.9%+4.6%-48.2%-60.8%13218996788649.1%
300274阳光电源9.4485.1417656.010 / 0+48.7%+4.6%-8.8%-14.0%12639—61.5%
002384东山精密17.8489.1017336.09 / 0+48.6%+4.6%-37.2%-64.8%1591561139—631.6%
600886国投电力7.8515.4612376.015 / 0+48.1%+4.5%-13.8%-20.6%1874379—622.8%
601901方正证券6.936.905686.07 / 1+48.1%+4.5%-13.3%-33.7%16134550564.4%
600176中国巨石9.5029.0311626.015 / 0+48.0%+4.5%-5.5%-10.1%1138—60.8%
600426华鲁恒升12.2420.205556.016 / 0+47.8%+4.5%-13.6%-27.0%1522113—68.7%
300604长川科技31.03187.2212156.012 / 0+47.5%+4.5%-23.1%-68.7%144102736—615.1%
002241歌尔股份7.0024.898886.016 / 1+47.0%+4.5%-29.0%-72.9%12171991181610.9%
600183生益科技10.1077.7818896.016 / 0+47.0%+4.5%-21.8%-27.7%132097—65.3%
601066中信建投21.7522.6817596.05 / 0+46.0%+4.6%-18.9%-21.7%1528115—63.7%
600885宏发股份24.3533.455186.016 / 0+45.8%+4.4%-3.3%-9.7%12310—60.8%
600378昊华科技13.8334.274426.016 / 1+45.5%+4.5%-19.8%-52.4%1310518164.3%
601898中煤能源4.7612.9017106.016 / 1+45.3%+4.3%-25.0%-32.4%1441317154617.7%
002001新 和 成14.8526.858256.018 / 0+44.9%+4.3%-7.2%-11.3%141069—63.1%
603799华友钴业29.5533.906426.08 / 0+44.3%+4.2%-5.1%-10.3%14616—61.0%
002938鹏鼎控股41.0550.6311736.011 / 0+44.0%+4.6%-13.6%-14.8%111048—62.9%
300015爱尔眼科26.138.998346.020 / 0+43.9%+4.2%-3.8%-8.5%13420—61.1%
002851麦格米特32.2577.784556.013 / 0+43.7%+4.2%-8.5%-34.4%1634140—63.5%
600233圆通速递10.1618.886476.014 / 0+43.5%+4.2%-7.0%-15.2%1223214—62.9%
000039中集集团11.339.565166.09 / 0+43.2%+4.1%-4.1%-4.6%111348—61.7%
002230科大讯飞29.2139.159406.011 / 0+43.0%+4.1%-17.2%-27.5%1124229—66.8%
601298青岛港5.849.686286.012 / 0+42.4%+4.6%-13.0%-19.2%118103509—620.9%
600674川投能源8.3117.128356.018 / 0+41.6%+4.0%-16.1%-13.5%12062373—619.4%
600673东阳光8.3624.587406.013 / 1+41.2%+4.0%-25.5%-39.5%1317175115610.8%
000725京东方A2.694.5917006.09 / 0+41.1%+4.0%-18.7%-19.1%1532189—68.7%
300058蓝色光标4.4713.374806.010 / 1+41.0%+4.0%-40.0%-59.1%11396354181630.8%
600118中国卫星18.2456.896736.07 / 0+40.9%+4.0%-5.3%-5.8%16618—60.9%
601231环旭电子8.7518.704476.011 / 1+40.9%+4.0%-15.9%-54.6%121610816365.1%
002179中航光电36.1834.797316.012 / 0+40.7%+3.9%-16.6%-21.5%1841194—612.2%
600346恒力石化13.5316.9811956.011 / 0+40.2%+3.9%-11.3%-10.9%141597—64.8%
002008大族激光28.7654.825646.09 / 0+40.1%+3.9%-5.4%-13.4%171040—61.4%
600350山东高速4.4210.815236.017 / 0+39.8%+3.9%-5.0%-12.8%11843219—610.7%
600795国电电力2.585.239336.012 / 0+39.8%+3.9%-14.2%-24.8%115105599—618.6%
688322奥比中光-W36.75114.664736.06 / 0+39.8%+8.0%-36.8%-46.0%1878347—624.8%
000338潍柴动力7.9220.1117386.011 / 0+39.7%+3.9%-11.6%-22.0%11036148—611.2%
002595豪迈科技15.9142.904986.017 / 0+39.2%+3.8%-8.1%-14.1%1735216—69.3%
600066宇通客车12.1529.946636.018 / 0+38.5%+3.7%-9.1%-40.9%1460788—67.7%
300666江丰电子41.57195.405396.06 / 0+38.4%+3.7%-24.8%-26.5%14464194—610.1%
600845宝信软件23.5517.505006.017 / 1+36.0%+3.5%-9.6%-56.0%122635379968.5%
688220翱捷科技-U56.14111.894686.04 / 0+35.9%+6.6%-25.3%-60.8%756140443—612.1%
000963华东医药25.8027.994916.09 / 0+35.0%+3.4%-9.9%-22.3%141976—62.7%
600999招商证券13.8816.4914346.06 / 0+34.7%+3.4%-5.5%-14.6%1741220—62.2%
000625长安汽车7.297.257196.012 / 1+34.6%+3.4%-29.4%-57.1%1232171710619.4%
600926杭州银行7.5416.9212276.013 / 1+34.5%+3.4%-20.3%-33.2%16128102113626.8%
601825沪农商行5.608.678366.012 / 0+34.4%+5.8%-8.7%-5.9%11435161—614.2%
002236大华股份12.0714.744826.011 / 0+33.9%+3.4%-15.8%-29.6%1329116—65.6%
300347泰格医药38.2553.874616.011 / 0+33.9%+3.4%-2.1%-20.5%12956—61.1%
601727上海电气6.116.199626.03 / 0+33.3%+3.3%-25.5%-22.3%11475210—69.4%
600031三一重工8.1519.4717906.016 / 0+33.2%+3.3%-7.9%-14.7%16833—62.1%
002128电投能源7.7427.538616.013 / 1+32.7%+3.3%-21.8%-26.7%11277302106623.8%
300628亿联网络77.0339.144966.013 / 0+32.5%+3.2%-6.0%-10.3%11521—61.3%
601808中海油服8.5112.796106.010 / 0+32.2%+3.2%-6.3%-22.8%1239342—62.7%
601009南京银行6.4712.0914956.016 / 0+32.2%+3.2%-9.5%-25.5%11076586—617.1%
600406国电南瑞19.2523.5318906.09 / 0+32.0%+3.2%-22.6%-38.1%181731015—632.7%
002736国信证券8.699.169386.05 / 0+31.9%+3.2%-16.6%-17.1%1168318—611.6%
000063中兴通讯28.5028.8513806.05 / 0+31.8%+3.2%-44.0%-54.1%2222861350—649.5%
002311海大集团22.5548.738086.017 / 0+31.0%+3.1%-1.5%-3.0%13412—61.1%
600547山东黄金30.1026.5912266.011 / 0+30.9%+3.1%-7.3%-9.8%141449—63.3%
601336新华保险39.1652.9316516.09 / 0+30.2%+3.0%-17.1%-56.8%171691152—614.8%
000938紫光股份31.8525.077176.07 / 0+30.1%+3.0%-20.6%-25.9%142898—64.4%
600989宝丰能源8.6021.5015776.011 / 0+30.1%+3.6%-18.1%-20.2%121253—64.1%
600487亨通光电18.8943.7110786.08 / 0+29.7%+3.0%-4.7%-9.0%181027—61.5%
601117中国化学5.557.324476.08 / 0+29.7%+3.0%-13.7%-17.9%1630187—67.8%
600196复星医药22.3623.666326.06 / 0+29.6%+3.0%-21.3%-39.1%1850229—67.2%
688702盛科通信-U36.40188.887746.04 / 0+29.4%+8.5%-10.4%-34.0%1138151—64.9%
002466天齐锂业27.6038.026516.07 / 0+29.1%+2.9%-3.1%-5.6%1236—60.5%
002064华峰化学4.279.564746.09 / 0+29.1%+2.9%-12.0%-23.5%1625177—64.5%
603296华勤技术44.6067.2510196.06 / 0+29.1%+8.2%-30.5%-37.8%11033145—616.8%
300124汇川技术21.7657.9415716.015 / 0+28.8%+2.9%-7.0%-21.8%1216167—63.1%
688777中控技术82.1476.906086.05 / 0+28.5%+4.3%-23.0%-28.0%1156215—614.2%
000630铜陵有色2.005.046766.09 / 1+28.5%+2.9%-36.7%-42.5%212206962182648.0%
000776广发证券13.2819.3815166.08 / 0+28.4%+2.9%-6.2%-21.9%1262313—64.9%
601100恒立液压20.4991.6312296.015 / 0+28.3%+2.9%-3.1%-18.7%1112115—62.3%
600600青岛啤酒33.2053.267276.010 / 0+28.3%+2.9%-3.9%-6.2%12528—60.9%
000768中航西飞14.0523.706596.09 / 1+28.0%+2.8%-19.7%-45.4%127311401616.9%
000100TCL科技2.784.6310166.010 / 0+27.9%+2.8%-7.8%-11.2%14925—62.6%
600801华新建材16.9126.885596.014 / 0+27.4%+2.8%-25.9%-38.6%1534253—69.0%
300832新产业65.2860.154736.06 / 0+27.1%+3.8%-1.1%-2.0%1127—60.2%
002460赣锋锂业22.4039.338256.07 / 0+27.0%+2.7%-20.5%-31.5%3841168—67.6%
601077渝农商行4.457.088046.012 / 0+27.0%+3.5%-8.6%-10.9%1892711—620.2%
001872招商港口18.0725.096236.011 / 1+26.7%+2.9%-4.5%-9.8%11843310366.8%
601233桐昆股份10.3624.395816.08 / 0+26.3%+2.7%-25.4%-25.2%1550318—613.5%
601668中国建筑5.694.6519216.09 / 0+26.3%+2.7%-10.8%-11.5%1123142—65.3%
601021春秋航空30.7945.404446.012 / 0+25.9%+2.6%-3.9%-3.2%11315—60.6%
000703恒逸石化16.0812.775256.04 / 0+25.6%+2.6%-26.9%-27.9%1296382—617.7%
600958东方证券8.318.407146.03 / 0+25.5%+2.6%-24.6%-26.6%118202588—616.5%
600690海尔智家13.9921.4219926.010 / 0+25.3%+2.6%-19.3%-25.8%1730130—66.7%
002812恩捷股份47.1352.855196.09 / 0+25.1%+2.6%-14.7%-24.1%1322158—64.8%
688396华润微60.9550.766746.03 / 0+25.0%+3.4%-9.3%-14.0%1142561—62.3%
600660福耀玻璃22.4155.8214576.012 / 1+24.9%+2.5%-8.8%-24.6%16148127066.5%
600292电投水电5.2010.234876.08 / 1+24.7%+2.5%-24.4%-30.0%16834461613.6%
002027分众传媒5.625.517966.08 / 0+24.2%+2.5%-7.5%-8.8%14624—60.9%
300866安克创新105.37116.006846.33 / 0+24.2%+3.6%-17.3%-51.4%23250746—68.3%
688200华峰测控378.00236.0047522.73 / 0+24.0%+3.3%-4.3%+0.0%1248—60.3%
688249晶合集成14.4428.576386.08 / 1+23.9%+6.3%-30.5%-50.2%123419874615.4%
002920德赛西威20.1081.104846.09 / 0+23.7%+2.4%-5.2%-13.5%131373—61.4%
603256宏和科技13.9079.127166.05 / 0+23.4%+2.9%-61.7%-63.3%132451188—665.5%
601868中国能建2.272.3310316.07 / 0+22.8%+4.1%-6.7%-19.0%1428150—63.8%
001965招商公路8.0610.156906.013 / 1+22.6%+2.3%-6.3%-27.3%114218943566.5%
600011华能国际6.807.4011626.07 / 1+22.3%+2.3%-9.4%-25.2%111136830615.7%
601390中国中铁6.644.3810746.03 / 0+22.2%+2.3%-21.6%-20.7%11243726—633.3%
600879航天电子5.9613.324396.09 / 1+22.0%+2.3%-27.5%-53.7%1431172180610.8%
600522中天科技8.5024.228276.013 / 1+22.0%+2.3%-19.0%-54.6%1312728264.9%
688120华海清科333.39200.84102920.09 / 1+21.8%+4.6%-25.3%-36.7%127307366.4%
600901江苏金租7.707.564386.014 / 0+21.8%+2.3%-30.6%-32.8%121311150—649.8%
600027华电国际4.435.055866.07 / 0+21.5%+2.2%-8.1%-19.3%11945171—64.1%
603501豪威集团46.5087.9811076.03 / 0+21.4%+2.2%-15.1%-16.2%12923—61.1%
688361中科飞测53.28269.009476.04 / 0+21.2%+5.7%+0.0%+0.0%1111—60.2%
688008澜起科技87.20163.8019996.02 / 0+20.6%+2.6%-21.5%-21.3%15656112—65.5%
600809山西汾酒38.09130.3215906.08 / 0+20.5%+2.1%-8.8%-14.5%171863—63.0%
000617中油资本10.156.608346.04 / 0+20.3%+2.1%-42.4%-50.0%1103841513—647.9%
002493荣盛石化10.3912.3812376.08 / 0+20.3%+2.1%-9.2%-19.3%11259288—67.6%
603659璞泰来51.5421.944686.06 / 0+19.7%+2.1%-1.4%-12.3%111692—60.6%
600048保利发展12.055.686806.013 / 0+19.5%+2.0%-7.4%-11.2%121475—63.1%
301200大族数控42.78143.687036.05 / 0+19.2%+3.8%-7.5%-9.5%16720—61.3%
601607上海医药16.3916.816236.05 / 0+19.0%+2.0%-16.0%-22.8%1670331—610.6%
601600中国铝业4.528.7815066.05 / 1+18.8%+2.0%-44.4%-57.3%1325315989182641.2%
688213思特威-W57.01111.104886.04 / 0+18.6%+3.9%-7.5%-38.3%1283327—65.1%
600023浙能电力4.585.277076.09 / 1+18.5%+1.9%-6.3%-14.6%132613811564.5%
600482中国动力22.6331.237086.06 / 1+18.2%+1.9%-10.8%-28.0%1241112062.2%
600642申能股份5.368.974396.019 / 1+18.2%+1.9%-8.5%-11.1%141814310367.0%
002352顺丰控股32.8034.6517696.010 / 0+17.8%+1.9%-8.8%-13.7%1122469—64.6%
688271联影医疗109.02120.309916.51 / 0+17.7%+4.0%-6.3%-6.6%56565656—54.6%
301308江波龙76.00225.7710386.02 / 0+17.6%+3.9%-7.4%-5.2%18816—61.2%
000895双汇发展24.6524.348436.08 / 0+17.5%+1.8%-4.8%-7.6%1111745—62.3%
000568泸州老窖38.9381.1011946.07 / 0+17.4%+1.8%-6.6%-22.2%1329170—63.8%
601877正泰电器23.7225.025386.09 / 0+17.2%+1.8%-12.9%-19.2%1229198—66.1%
600050中国联通5.284.4213826.04 / 0+16.9%+1.8%-4.6%-0.8%12717—60.8%
600018上港集团5.315.6213086.03 / 0+16.5%+1.7%-1.0%-1.1%26611—60.3%
601111中国国航7.796.3613036.06 / 0+16.2%+1.7%-5.2%-7.2%11619—60.6%
601377兴业证券5.155.534786.07 / 1+16.1%+1.7%-34.8%-56.6%1916641233631.2%
600372中航机载14.4411.545586.02 / 1+16.0%+1.7%-18.7%-45.8%211761763301484621.4%
600377宁沪高速9.7713.536826.015 / 0+15.9%+1.7%-2.2%-15.4%431141806—68.0%
001289龙源电力18.5915.0012546.03 / 0+15.2%+3.0%-0.1%+0.0%1223—60.2%
688019安集科技390.00214.0048923.47 / 1+15.0%+1.9%-22.7%-42.1%1219647465.8%
001309德明利110.49200.786386.65 / 0+14.7%+3.2%-0.9%-1.4%1111—60.3%
600009上海机场49.7824.726156.05 / 0+14.7%+1.6%-2.9%-4.7%191433—61.5%
300033同花顺41.70209.1015746.03 / 0+14.5%+1.5%-0.2%-0.6%1123—60.1%
688187时代电气57.0048.006396.04 / 0+14.2%+2.6%-2.6%-11.7%12621—60.5%
601061中信金属9.309.594706.05 / 0+13.9%+3.7%-24.2%-25.5%1284332—636.0%
601888中国中免60.4154.4711326.07 / 0+13.5%+1.4%-1.9%-9.7%13926—60.7%
601186中国铁建10.726.008156.03 / 0+13.4%+1.4%-5.4%-5.7%131027—61.0%
300661圣邦股份71.4885.205866.04 / 0+13.2%+1.4%-2.7%-2.9%1449—60.4%
300413芒果超媒33.9332.786136.011 / 1+12.9%+1.4%-31.0%-81.5%138631387614.8%
600016民生银行6.103.4114936.04 / 0+12.1%+1.3%-2.7%-5.0%1161182—52.9%
601238广汽集团10.595.005106.07 / 1+11.9%+1.3%-23.1%-62.6%116622501197622.7%
600104上汽集团24.8910.6812286.03 / 0+11.6%+1.3%-2.0%+0.0%13718—60.7%
000958电投产融3.605.139406.03 / 0+11.6%+1.3%-58.2%-63.1%3114481331—653.6%
601818光大银行3.883.1318496.07 / 0+11.2%+1.2%-3.3%-13.7%1160178—51.4%
603986兆易创新102.03263.1518536.11 / 0+11.0%+1.2%-4.7%-3.9%10101010—50.4%
600585海螺水泥29.4918.489756.010 / 1+11.0%+1.2%-7.1%-51.2%141747150667.1%
600887伊利股份23.0431.0519646.08 / 1+10.8%+1.2%-12.6%-39.2%117522401394621.0%
688082盛美上海81.96195.849506.01 / 0+10.5%+2.0%-11.8%-8.7%69696969—63.9%
601456国联民生13.808.364756.02 / 0+10.3%+1.6%-3.8%-5.0%12131314—60.8%
601229上海银行11.168.1711706.011 / 1+9.8%+1.1%-10.6%-12.5%1447314610.5%
301526国际复材3.4320.757826.06 / 1+9.7%+3.3%-29.7%-54.5%224409480628.5%
002821凯莱英71.50161.455846.04 / 0+9.4%+1.0%-4.4%-6.6%141862—61.3%
688037芯源微85.44224.714546.01 / 0+9.4%+1.3%-2.7%-3.2%4444—60.2%
600019宝钢股份6.886.0813246.05 / 0+8.9%+1.0%-2.7%-9.7%81946111—51.6%
300454深信服89.50127.915526.02 / 0+8.7%+1.0%-4.3%-4.5%1151529—60.9%
000538云南白药87.0854.769776.04 / 0+8.7%+0.9%-3.7%-6.0%4121634—51.3%
300759康龙化成58.7049.989186.04 / 0+8.1%+1.0%-0.9%-0.3%1223—60.1%
688506百利天恒124.21263.0910867.51 / 0+8.1%+2.1%-15.1%-18.1%35353535—53.1%
601800中国交建11.146.2210086.03 / 0+8.0%+0.9%-2.6%-3.0%471226—60.9%
605117德业股份225.1981.96104413.55 / 0+7.9%+1.4%-2.8%-6.4%3447—60.6%
600029南方航空7.155.259516.02 / 0+7.9%+0.9%-1.8%-1.3%14161617—60.5%
688331荣昌生物66.7897.215496.02 / 0+7.9%+1.7%-13.2%-16.0%1202038—62.1%
300979华利集团76.2439.444606.03 / 0+7.7%+1.4%-16.2%-43.3%12185553—511.7%
603893瑞芯微59.00217.819226.03 / 0+7.6%+1.1%-2.8%-6.2%1459—60.4%
600221海航控股1.951.235326.03 / 0+7.0%+0.8%-3.4%-3.5%1248—60.4%
688002睿创微纳79.20129.406026.03 / 0+6.3%+0.8%-0.2%-0.2%1111—60.1%
000596古井贡酒54.10105.205566.02 / 0+6.0%+0.7%-0.4%+0.0%1447—60.1%
688521芯原股份80.88113.005946.01 / 0+5.8%+0.9%-12.5%-54.9%379379379379—64.3%
688036传音控股99.0064.357976.01 / 0+5.5%+0.8%-7.6%-7.6%8888—60.5%
601669中国电建4.984.517776.04 / 1+5.5%+0.6%-20.6%-40.8%176101231614.9%
688017绿的谐波177.88293.5053810.71 / 0+4.5%+0.7%-30.0%-58.8%196196196196—57.1%
688111金山办公314.00236.75109918.81 / 0+4.3%+0.6%+0.0%+0.0%3333—50.1%
000166申万宏源4.334.4011026.02 / 1+4.3%+0.5%-25.1%-33.7%151681683221244629.6%
601916浙商银行4.202.938056.03 / 0+3.6%+0.5%-2.4%-4.6%112059—62.4%
300751迈为股份130.83165.004607.81 / 0+3.5%+0.4%-8.9%-8.4%22222222—61.0%
001979招商蛇口17.567.947166.03 / 0+3.2%+0.4%-0.7%-1.1%2434—40.1%
301269华大九天105.8497.435346.41 / 0+3.1%+0.7%-2.8%-5.1%13131313—60.7%
002916深南电路83.80216.0014716.01 / 0+2.8%+0.3%+0.0%+0.0%1111—50.0%
601006大秦铁路8.024.849616.05 / 0+2.4%+0.3%-0.2%+0.0%—————10.1%
601169北京银行5.835.7712206.08 / 1+2.2%+0.2%-16.0%-19.4%164031203317638.6%
605499东鹏饮料146.62115.508488.81 / 0+2.2%+0.4%-2.5%-3.4%8888—60.4%
002304洋河股份92.4938.495806.01 / 0+1.7%+0.2%-0.5%+0.0%2222—40.1%
601766中国中车9.076.3818316.01 / 1+1.7%+0.2%-4.9%-29.8%2626262650564.4%
603195公牛集团230.4938.3669213.81 / 0+1.6%+0.2%-0.2%+0.0%1111—30.0%
600905三峡能源6.283.459866.01 / 0+1.4%+0.3%-1.1%-1.3%3333—40.1%
600436片仔癀84.46135.338166.01 / 0+1.3%+0.1%-0.3%+0.0%3333—30.0%
600741华域汽车18.7116.595236.09 / 1+0.1%+0.0%-28.3%-42.0%127361443641.0%
001232嘉立创—160.868946.0未触发+0.0%+0.0%+0.0%+0.0%—————00.0%
001246力勤资源—31.055376.0未触发+0.0%+0.0%+0.0%+0.0%—————00.0%
001248华润新能—10.8214416.0未触发+0.0%+0.0%+0.0%+0.0%—————00.0%
001280中国铀业—59.1612246.0未触发+0.0%+0.0%+0.0%+0.0%—————00.0%
001399惠科股份—16.9012526.0未触发+0.0%+0.0%+0.0%+0.0%—————00.0%
301638南网数字—18.335836.0未触发+0.0%+0.0%+0.0%+0.0%—————00.0%
301660粤芯半导-U—28.628246.0未触发+0.0%+0.0%+0.0%+0.0%—————00.0%
301689电科思仪—49.654616.0未触发+0.0%+0.0%+0.0%+0.0%—————00.0%
601091沈鼓集团—18.535766.0未触发+0.0%+0.0%+0.0%+0.0%—————00.0%
603459红板科技—61.924676.0未触发+0.0%+0.0%+0.0%+0.0%—————00.0%
688781视涯科技-UW—49.884996.0未触发+0.0%+0.0%+0.0%+0.0%—————00.0%
688783西安奕材-U—15.836396.0未触发+0.0%+0.0%+0.0%+0.0%—————00.0%
688818电科蓝天—46.908156.0未触发+0.0%+0.0%+0.0%+0.0%—————00.0%
688820盛合晶微—85.1715876.0未触发+0.0%+0.0%+0.0%+0.0%—————00.0%
000708中信特钢9.0612.606366.012 / 1-0.3%-0.0%-36.7%-54.3%1719991381641.4%
600015华夏银行7.666.5110366.05 / 1-1.1%-0.1%-10.1%-13.6%91344110314513.2%
601688华泰证券17.5817.9016166.07 / 1-2.7%-0.3%-18.3%-22.1%1262519468.1%
601018宁波港3.463.546896.03 / 1-3.1%-0.4%-16.3%-35.2%12361824534.4%
688223晶科能源14.344.504616.00 / 1-3.4%-0.7%-10.9%-72.4%————90467.0%
002602世纪华通11.3113.099656.07 / 1-4.9%-0.6%-29.4%-43.8%12137325769.1%
600930华电新能4.213.9816606.00 / 1-5.3%-4.1%-11.9%-9.4%————66620.4%
600893航发动力22.4740.0110676.06 / 1-5.7%-0.7%-31.1%-51.6%114171394629.6%
601360三六零20.248.445916.01 / 1-6.3%-0.7%-31.3%-74.4%44441855613.7%
600703三安光电11.699.544766.011 / 1-6.5%-0.8%-38.2%-72.4%12241611258626.1%
600010包钢股份1.512.039186.04 / 1-6.5%-0.8%-40.2%-54.9%191254801237654.4%
688009中国通号6.285.155456.01 / 1-8.2%-1.2%-30.7%-30.3%661661661661505654.7%
601991大唐发电3.194.778836.08 / 1-11.7%-1.4%-28.1%-39.7%114111610103612.6%
300498温氏股份27.5316.6911116.02 / 1-12.6%-1.5%-23.5%-55.5%11111851626.2%
301358湖南裕能25.5652.004416.07 / 1-12.8%-3.6%-38.7%-51.8%2336209115611.5%
601698中国卫通24.7822.389456.03 / 1-13.1%-1.9%-26.9%-44.4%1161718465.6%
000157中联重科3.696.275426.012 / 1-13.4%-1.6%-38.9%-48.7%12224811374650.3%
000301东方盛虹4.9010.797136.011 / 1-13.5%-1.6%-48.1%-74.0%125201234626.6%
001391国货航5.974.205136.00 / 1-16.9%-9.5%-22.0%-33.9%————196425.1%
688775影石创新143.01110.804448.60 / 1-18.7%-13.7%-35.5%-40.6%————91521.5%
601618中国中冶3.042.645466.04 / 1-19.4%-2.4%-35.1%-44.0%1911261236643.1%
002202金风科技10.6015.426516.06 / 1-21.9%-2.8%-39.4%-58.3%178262990186636.8%
601788光大证券9.5413.906416.02 / 1-23.1%-2.9%-43.9%-47.3%181661663141521668.4%
688729屹唐股份28.8320.896176.00 / 1-23.9%-18.6%-37.4%-41.4%————72618.8%
688126沪硅产业23.6820.196676.03 / 1-24.1%-4.1%-49.6%-60.6%1721396114979650.6%
600115中国东航4.973.617976.03 / 1-28.7%-3.8%-43.8%-51.5%11361823666.3%
300999金龙鱼62.7726.4314336.00 / 1-35.7%-7.0%-42.3%-61.9%————1219640.7%

三、股价 > 300 元(独立分组)

样本
13
有交易
7
盈利占比
54%
收益中位数
+0.3%
年化中位数
+0.0%
最大浮亏中位数
+0.0%
解套天数中位
9 日
未平仓
0
代码名称首笔价最新价市值(亿)本金(万) 完成/未平总收益年化账户回撤最大浮亏 多档解套最短多档解套中位多档解套平均多档解套最长 未平最长最大档数平均仓位
688072拓荆科技400.50502.84146924.05 / 0+51.1%+9.5%-40.6%-43.3%112125581—640.2%
603129春风动力16.90320.634926.010 / 0+45.5%+4.3%-19.5%-18.7%1213101—64.7%
300308中际旭创41.30493.3358116.07 / 0+35.3%+3.5%-17.8%-30.2%1321122—63.8%
002371北方华创41.69561.0140846.06 / 0+20.2%+2.1%-1.5%-7.0%16612—60.5%
688256寒武纪106.65845.0053146.41 / 0+11.5%+1.7%-48.7%-55.7%397397397397—520.0%
688498源杰科技153.30654.008149.21 / 0+2.3%+0.6%-21.5%-43.6%37373737—51.8%
600519贵州茅台624.191452.001815137.51 / 0+0.3%+0.0%-0.3%+0.0%—————10.0%
301666大普微-UW—305.5313336.0未触发+0.0%+0.0%+0.0%+0.0%—————00.0%
688795摩尔线程-U—347.5016336.0未触发+0.0%+0.0%+0.0%+0.0%—————00.0%
688801燧原科技-U—394.8916996.0未触发+0.0%+0.0%+0.0%+0.0%—————00.0%
688802沐曦股份-U—487.0319496.0未触发+0.0%+0.0%+0.0%+0.0%—————00.0%
688808联讯仪器—820.0012466.0未触发+0.0%+0.0%+0.0%+0.0%—————00.0%
688836宇树科技-W—683.9427666.0未触发+0.0%+0.0%+0.0%+0.0%—————00.0%
规则:空仓时 H=过去 10 日最高价,首次盘中最低价跌破 H×0.98 锁定 H; H×0.98~0.93 每档买入,目标金额 = max(1 万, 1 手价格),按首笔价确定; 最新价只用于分组,两者可能不同;卖出从最深档开始, 目标价 H×(档位+2%);全部卖光一轮结束;下一轮需间隔 20 个交易日且收盘创上一轮 H 新高。
解套天数:只统计“至少买到第二档(-3%)且已经卖光”的轮次——只买第一档、 没被套就卖的不算解套,单独看“单票统计”。未平仓单列“未平最长”, 不参与最短/中位/平均/最长,避免把刚开的单子误算成长期套牢。
未平仓:期末仍持有的轮次,按 2026-11-05 收盘价计浮盈亏;不强行平仓。
数据:2018-01-02 ~ 2026-11-05,后复权日线;停牌/一字板不成交;收益按后复权比例折算;仅供研究。