● 策略 & AI-Infra 监控台

最后生成
2026-06-20 17:04:51 SGT  ·  2026-06-20 09:04:51 UTC

📊 策略 NAV 日报

equity_curve/nav_daily fallback (realized+unrealized where available)
🟢总盘小赚, 整体稳中向好AI 解读
9天下来总账户赚了1.2%, 多数策略在赚钱, 个别拖后腿。
  • 总仓21万, 9天净赚2607美元, 涨1.24%
  • 护城河策略最猛, 浮盈4000美元领跑
  • 2560·gate亏最多, 已实现亏2073美元
  • 4个策略还空仓没开张, 在等信号
▶ 盯紧2560·gate止损, 别让单策略拖累。
配置
$210,000
NAV
$212,607
净 $
$2,607
总变化
+1.24%
CAGR*
—
锚定 · 天数
2026-06-11 · 9d
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 — —
15_macd_v7 — 2 +3.70%
$1,110 $1,110 $0 $30,000 — —
08_2560·long — 2 +2.72%
$817 -$802 $1,618 $30,000 — —
03_compass — 2 +0.25%
$74 $38 $36 $30,000 — —
06_trumpbot — 3 +0.00%
$0 — — $30,000 — —
18_overnight — 1 -0.60%
-$179 -$182 $3 $30,000 — —
12_sector_ls — 2 -3.77%
-$1,132 $0 -$1,132 $30,000 — —
08_2560·gate — 2 -6.91%
-$2,073 -$2,409 $335 $30,000 — —
* CAGR 样本 < 30 天,年化失真,暂以 — 隐藏(避免 2 周回报放大成天文数字)。
各策略累计收益曲线 %
今日各策略回报 %

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
🟡纳指偏顶, 警惕但未拉警报AI 解读
大盘整体不冷不热, 但顶部信号已亮4个, 别太贪。
  • 市场状态中性, 不偏多也不偏空
  • 顶部警戒打到4/5, 接近过热线
  • 还没到5/5全亮的强卖出信号
  • 比特币跌破7万会触发自动熔断
▶ 偏顶警戒, 加仓要谨慎、留好退路。
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
🟡大资金分歧: 抢标普、撤纳指AI 解读
机构在标普期货里猛加多单, 却在纳指上减仓, 方向打架。
  • 数据截至5月12日, 已超3周, 仅看方向
  • 标普期货多单暴增, 极端罕见(z=4.4)
  • 纳指被减多2万手, 偏谨慎
  • 黄金白银仍维持净多, 避险情绪在
▶ 数据偏旧, 关注标普纳指分歧延续否。

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
🟢手动盘长期稳赢, 赚多亏少AI 解读
989笔实盘真账户累计赚1.2万, 赢的钱比亏的多六成。
  • 真账户数据, 累计实现盈利1.2万美元
  • 胜率52.8%, 赢一笔赚的比亏的多(1.67倍)
  • 2560日线打法胜率最高, 达70%
  • 最大单笔亏2151美元, 注意尾部风险
▶ 继续2560日线打法, 控好单笔最大亏损。
已实现 PnL
$12,152.23
胜率
52.8%
盈亏比 PF
1.67
均盈 / 均亏
$59 / -$39
平 / 持仓
989.0 / 13

📈 各 setup 盈亏 · edge 分析

setup / 策略笔 PnL胜率
Other 398 $8,681.59 56%
5m 0DTE Momentum 257 $3,765.54 52%
5m 0DTE MACD Early Trend Reversion 97 $2,412.97 48%
5m 0DTE MACD Crossover 88 $1,819.01 53%
Day Chart 2560 84 $1,222.33 70%
5m 0DTE Mean Reversion 3 $115.30 100%
Sentiment 5 $9.97 40%
Day MACD EXH 3 -$9.03 33%
Day MACD V7 1 -$28.17 0%
Day EMA9 Reversion 54 -$5,837.28 9%

🟢 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 (60)

日期标的向 入出PnLsetup
2026-06-12 US100 Short — — -$4.63 Other · Trendline Break, Head & Shoulder, EMA Support/Resistance
2026-06-12 xyz:SPCX Long — — -$14.36 Sentiment · Other
2026-06-10 US100 Short — — -$14.54 Other · Trendline Break, Head & Shoulder
2026-06-10 GOLD Long — — -$12.32 Other · Other
2026-06-10 US100 Short — — -$17.59 Other · Trendline Break, Head & Shoulder, EMA Support/Resistance
2026-06-10 US100 Short — — -$31.74 Other · Trendline Break, Head & Shoulder, EMA Support/Resistance
2026-06-09 MU Long — — $2.60 Day Chart 2560 · EMA Support/Resistance
2026-06-08 HK50 Long — — -$0.01 Other · Other
2026-06-08 US100 Short — — -$1.67 Other · EMA Support/Resistance, EMA Breakout, Head & Shoulder
2026-06-08 US100 Short — — $1.09 Other · Trendline Break, Head & Shoulder, EMA Support/Resistance
2026-06-08 US100 Short — — -$36.07 Other · EMA Support/Resistance, EMA Breakout, Head & Shoulder, Trendline Break
2026-06-06 HK50 Short — — $35.40 Other
2026-06-06 HK50 Short — — $13.28 Other · Other
2026-06-03 ETH/USD Short — — -$6.46 Other · Other
2026-06-03 SOL/USD Short — — -$15.05 Other · Other
2026-06-03 SOL/USD Short — — $58.78 Other · Other
2026-06-02 ETN Long — — -$19.85 Day Chart 2560 · Other
2026-06-02 ETH/USD Short — — -$22.70 Other · Other
2026-06-02 AMKR Long — — -$28.17 Day MACD V7 · Other
2026-06-02 AVGO Long — — -$24.05 Day Chart 2560 · VWMA 5 below 60
2026-06-02 SOL/USD Short — — $0.70 Other · Other
2026-06-02 SOL/USD Short — — $5.03 Other · Other
2026-05-30 IBM Long — — $19.86 Day Chart 2560 · MA 5 above 60, VWMA 5 above 60, MACD 共振
2026-05-30 SOL/USD Long — — -$5.19 Other · Other
2026-05-28 Gold Long — — -$16.51 Other · MA 5 below 60, VWMA 5 below 60, Pinbar
2026-05-28 ORCL Long — — $28.83 Day Chart 2560 · VWMA 5 above 60
2026-05-28 SOXL Long — — $9.95 Day Chart 2560 · MA 5 above 60
2026-05-28 SOL/USD Long — — $3.12 Other · Other
2026-05-28 HK50 Short — — -$221.18 Other · Other
2026-05-28 XRP/USD Short — — $1.90 Other · Other
2026-05-27 US100 Short — — -$3.07 Day EMA9 Reversion · Head & Shoulder
2026-05-27 US100 Short — — -$21.10 Day EMA9 Reversion · MA 5 above 60, VWMA 5 above 60, MACD 共振, Pinbar
2026-05-27 US100 Short — — -$25.98 Day EMA9 Reversion · MA 5 above 60, VWMA 5 above 60, MACD 共振, Pinbar
2026-05-27 MU Long — — $2.34 Day Chart 2560 · MA 5 above 60, VWMA 5 above 60, MACD 共振
2026-05-27 US100 Long — — $0.26 Other · MA 5 above 60, VWMA 5 above 60
2026-05-27 US100 Short — — -$3.98 Day EMA9 Reversion · Head & Shoulder
2026-05-26 US100 Short — — -$9.15 Day EMA9 Reversion · Head & Shoulder
2026-05-26 US100 Short — — -$2.80 Day EMA9 Reversion · Head & Shoulder
2026-05-26 US100 Long — — -$13.68 Other · MA 5 above 60, VWMA 5 above 60
2026-05-25 US100 Short — — -$7.08 Day EMA9 Reversion · Head & Shoulder
2026-05-25 US100 Long — — -$1.62 Other · Other
2026-05-25 US100 Long — — -$3.45 Other · Other
2026-05-22 US100 Short — — -$11.20 Day EMA9 Reversion · Head & Shoulder
2026-05-21 INTC Short — — -$1,414.80 Day EMA9 Reversion · Pinbar, Head & Shoulder
2026-05-21 INTC Long — — $1,055.00 Other · MA 5 above 60, MACD 共振, VWMA 5 above 60
2026-05-21 RKLB Long — — $6.18 Day Chart 2560 · MA 5 above 60, VWMA 5 above 60, MACD 共振
2026-05-20 CEG Long — — -$13.64 Day Chart 2560 · Other
2026-05-20 RKLB Long — — $7.17 Day Chart 2560 · MA 5 above 60, VWMA 5 above 60, MACD 共振
2026-05-20 RKLB Long — — $9.81 Day Chart 2560 · MA 5 above 60, VWMA 5 above 60, MACD 共振
2026-05-20 INTC Long — — $5.40 Other · MA 5 above 60, MACD 共振, VWMA 5 above 60
2026-05-19 INTC Short — — -$17.24 Day EMA9 Reversion · Pinbar, Head & Shoulder
2026-05-19 INTC Short — — -$2.78 Day EMA9 Reversion · Pinbar, Head & Shoulder
2026-05-19 INTC Short — — -$30.54 Day EMA9 Reversion · Pinbar, Head & Shoulder
2026-05-18 US100 Short — — -$49.99 Day EMA9 Reversion · Head & Shoulder
2026-05-18 Gold Short — — -$50.87 Other · MA 5 below 60, VWMA 5 below 60, EMA Crossover, MACD 共振
2026-05-18 US100 Long — — -$24.86 Other · MA 5 above 60, VWMA 5 above 60
2026-05-15 INTC Short — — -$8.48 Day EMA9 Reversion · Pinbar, Head & Shoulder
2026-05-15 INTC Short — — -$10.60 Other · Pinbar, Head & Shoulder
2026-05-15 US100 Long — — -$5.68 Other · MA 5 above 60, VWMA 5 above 60, MACD 共振
2026-05-15 INTC Short — — -$24.24 Day EMA9 Reversion · Pinbar, Head & Shoulder