● 策略 & AI-Infra 监控台

最后生成
2026-06-20 13:14:34 SGT  ·  2026-06-20 05:14:34 UTC

📊 策略 NAV 日报

equity_curve/nav_daily fallback (realized+unrealized where available)
配置
$210,000
NAV
$211,790
净 $
$1,790
总变化
+0.85%
CAGR
+21.4%
锚定 · 天数
2026-06-04 · 16d
SID周 Ret%分布 净 $实现 浮动配置 DD%CAGR% 持仓
14_moat_compounders — 2 +13.30%
$3,990 -$14 $4,004 $30,000 — +15724.7%
15_macd_v7 — 2 +3.70%
$1,110 $1,110 $0 $30,000 — +336.5%
03_compass — 2 +0.25%
$74 $38 $36 $30,000 — +10.6%
06_trumpbot — 3 +0.00%
$0 — — $30,000 — +0.0%
18_overnight — 1 -0.60%
-$179 -$182 $3 $30,000 — —
12_sector_ls — 2 -3.77%
-$1,132 $0 -$1,132 $30,000 — -79.0%
08_2560 — 2 -6.91%
-$2,073 -$2,409 $335 $30,000 — -94.5%

未启动 / 空仓

10_trend — $30,000 · 决定·待首单
09_factor_ls — $30,000 · 在跑·vol体制闸空仓
07_0dte — $20,000 · 在跑·0DTE短vol前向·空仓
16_longvol_0dte — $20,000 · 在跑·0DTE long-gamma前向·空仓

💱 2560 & overnight 成交明细

时间(SGT)标的向量 价PnL类型备注
06-18 21:31 WAL short 162.0 79.94 — open [gate]
06-18 21:30 DPST long 37.0 — — close [gate]
06-17 21:30 SCHW long 90.0 93.31 — open [gate]
06-17 21:30 VST long 42.0 160.69 — open [gate]
06-17 21:30 WDC long 2.0 713.00 — open [gate]
06-17 21:30 STX long 2.0 1,063.13 — open [gate]
06-17 21:30 HOOD long 63.0 — — close [gate]
06-16 21:30 ETN short 30.0 — — close [gate]
06-15 21:32 POWR short 504.0 — — close [gate]
06-15 21:31 RKLB short 25.0 109.49 — open [gate]
06-15 21:30 SPY short 65.0 — — close [gate]
06-15 21:30 TQQQ short 95.0 — — close [gate]
06-12 21:31 ETN short 30.0 393.64 — open [gate]
06-12 21:30 INTC long 33.0 116.96 — open [long]
06-12 21:30 TMDE long 1736.0 1.08 — open [long]
06-12 21:30 QQQ short 43.0 — — close [gate]
06-11 21:30 HOOD long 63.0 86.36 — open [gate]
06-11 21:30 HOOD long 63.0 86.36 — open [long]
06-10 21:30 QQQ short 43.0 707.89 — open [gate]
06-10 21:30 POWR short 504.0 26.82 — open [gate]
06-10 21:30 SPY short 65.0 737.11 — open [gate]
06-10 21:30 TQQQ short 95.0 73.72 — open [gate]
06-10 21:30 SOXL long 19.0 201.68 — open [gate]
06-10 21:30 SOXL long 19.0 201.68 — open [long]
06-10 21:30 DPST long 37.0 121.81 — open [gate]
06-10 21:30 DPST long 37.0 121.81 — open [long]
时间(SGT)标的向量 价PnL类型备注
06-19 21:35 AAPL buy 20.0 298.01 — open MOC建隔夜·收盘竞价≈sizing价
06-19 21:25 TSM sell 13.0 462.12 $96.72 close 平隔夜·已对账(entry=454.68→exit=462.12)
06-19 21:25 SMH sell 9.0 659.88 $8.91 close 平隔夜·已对账(entry=658.89→exit=659.88)
06-19 21:25 MU sell 3.0 1,133.99 $19.86 close 平隔夜·已对账(entry=1127.37→exit=1133.99)
06-19 21:25 MRVL sell 18.0 310.58 -$307.17 close 平隔夜·已对账(entry=327.64→exit=310.58)
06-19 00:21 MRVL buy 18.0 327.64 — open MOC建隔夜·收盘竞价≈sizing价
06-19 00:21 AAPL buy 20.0 297.35 — open MOC建隔夜·收盘竞价≈sizing价
06-19 00:21 SMH buy 9.0 658.89 — open MOC建隔夜·收盘竞价≈sizing价
06-19 00:21 TSM buy 13.0 454.68 — open MOC建隔夜·收盘竞价≈sizing价
06-19 00:21 MU buy 5.0 1,127.37 — open MOC建隔夜·收盘竞价≈sizing价

🎯 NDX 反转信号

2026-06-20
体制
neutral
顶部 top
4/5
底部 bottom
1/5
NDX顶 5/5 safe
COT ES 杠杆基金 safe
VIX/VIX3M 倒挂 safe
HY OAS 信用利差 safe
CBOE SKEW safe
10Y>4.5% safe
30Y>5.0% safe
VIX>20 safe
SPX单日<-2% safe
SPX距20日高回撤>5% safe
KOSPI<8000 safe
SOXX破50DMA safe
MAGS<$65 safe
Brent>$100 safe
BTC<$70k FIRED

📰 COT 周报

2026-05-12

COT 最新数据日 2026-05-12 · 大型投机/商业净持仓与周变化(WoW)+ z-score(对自身历史)。

z 绝对值越大 = 当前持仓相对历史越极端(潜在拥挤/反转)。

市场净持仓 WoWz信号
SP500期货 49,298 +153,183 4.4 极端 净多增
纳指期货 -21,899 -20,067 -3.0 极端 净多减
原油 -41,499 -7,438 -1.7 净多减
比特币CME 1,259 -182 1.0 净多减
白银 26,111 +2,219 -1.0 净多增
黄金 171,622 +8,319 -0.9 净多增

✍️ 人工策略 · discretionary 手动交易

Capital.com / futu / HL
已实现 PnL
$3.45
胜率
50.0%
盈亏比 PF
1.04
均盈 / 均亏
$30 / -$29
平 / 持仓
6 / 13

📈 各 setup 盈亏 · edge 分析

setup / 策略笔 PnL胜率
5m 560 MACD Early Trend Reversion 1 $77.95 100%
5m 560 MACD Crossover 1 $10.75 100%
Day Chart 2560 1 $2.65 100%
5m 0DTE Momentum 3 -$87.90 0%

🟢 当前持仓 (13)

开仓(SGT)标的向 入场量setup
06-13 00:53 SPCX long 171.45 2.0 Sentiment · Other
06-13 00:52 SPCX long 170.04 2.0 Other · Other
06-12 23:49 US100 short 29,466.70 0.02 Other · Trendline Break, Head & Shoulder, EMA Support/Resistance
06-10 11:10 US100 short 28,962.00 0.02 Other · Trendline Break, Head & Shoulder, EMA Support/Resistance
06-10 08:09 US100 short 29,080.90 0.02 Other · Trendline Break, Head & Shoulder
06-10 01:44 GOLD long 4,265.45 0.2 Other · Other
06-10 00:19 US100 short 28,410.80 0.02 Other · Trendline Break, Head & Shoulder, EMA Support/Resistance
06-09 20:52 MU long 992.20 0.3 Day Chart 2560 · EMA Support/Resistance
06-08 23:48 HK50 long 24,685.90 0.2 Other · Other
06-08 23:29 US100 short 29,582.00 0.02 Other · EMA Support/Resistance, EMA Breakout, Head & Shoulder
06-08 23:25 US100 short 29,668.50 0.04 Other · Trendline Break, Head & Shoulder, EMA Support/Resistance
06-08 10:22 US100 short 29,085.20 0.05 Other
06-08 10:22 US100 short 29,085.20 0.05 Other · EMA Support/Resistance, EMA Breakout, Head & Shoulder, Trendline Break

🔚 最近平仓 (6)

日期标的向 入出PnLsetup
2026-04-15 OKLO Long 63.47 0.00 $2.65 Day Chart 2560 · MA 5 above 60, EMA Breakout
2026-03-31 US100 Long 23,797.10 0.00 $77.95 5m 560 MACD Early Trend Reversion · Pinbar
2026-03-28 US100 Long 23,193.20 0.00 $10.75 5m 560 MACD Crossover · EMA Breakout
2026-03-23 US100 Short 23,813.00 0.00 -$6.85 5m 0DTE Momentum · VWMA 5 below 60, MA 5 below 60, EMA Support/Resistance
2026-03-05 US100 Short 25,049.80 0.00 -$32.25 5m 0DTE Momentum · VWMA 5 below 60
2026-02-27 US100 Long 24,988.80 0.00 -$48.80 5m 0DTE Momentum · Head & Shoulder