{ "version": "2026-10-15-v2.1", "generated_at": "2026-10-15T08:11:27.738819+00:00", "as_of": "2026-10-14", "rule_sha256": "c62b3ec3359503cee9e2561a80f86354c5054b6d20134d56aef677417bb247db", "rules": { "version": "2026-10-15-v2.1", "status": "retrospective_walk_forward_candidate_not_live_track_record", "created_before_v2_results": true, "history_start": "2022-01-01", "comparison_start": "2025-09-23", "comparison_end": "2026-09-22", "data_end": "2026-10-14", "horizons": [ 5, 10, 20 ], "features": [ "return_2_vol", "return_5_vol", "return_20_vol", "return_60_vol", "efficiency_20", "volatility_20_60", "raw_cost_10_vol", "oi_change_20", "volume_5_20" ], "feature_notes": "Same HC contract within every lookback, historical signal-day OI selection, no spliced contract returns; I and J use a common delivery month. All features from closed daily bars. Fundamental histories lacking release vintages are excluded from fitted features and retained as a separate research layer.", "selection": { "min_days_to_delivery": 45, "min_hc_history_sessions": 61, "min_raw_history_sessions": 11, "volume_required": true }, "model": { "type": "ridge_regression_per_horizon", "target": "same-contract next-open to Nth holding close change / (signal close * 20-day daily-return volatility * sqrt(N))", "target_clip": 4.0, "feature_z_clip": 4.0, "alpha": 100.0, "intercept_penalty": 10.0, "training_max_samples": 756, "training_min_samples": 252, "refit": "first eligible signal date of each calendar month, expanding then rolling training", "embargo_sessions": 1, "purge": "training exits must be at least two trading sessions before the prediction signal date; preprocessing fit on the same training rows only", "overlap_note": "Training labels overlap; the test primary sampling does not. Training row count is not an independent-sample count." }, "decision": { "neutral_band_risk_units": 0.2, "cost_multiplier": 1.5, "rule": "direction only if absolute predicted change exceeds max(0.2 * horizon risk scale, 1.5 * estimated round-trip cost); otherwise neutral", "probability": "No win probability is inferred from the regression score." }, "costs": { "slippage_per_side": 2.0, "fee_fraction_per_side": 0.0001, "stress_multiplier": 2.0 }, "execution": "Signal after daily close, next session open, same-contract Nth session close; every intermediate bar required. Flat OHLC entry bars are excluded as unverified execution; hypothetical fills do not guarantee tradability.", "evaluation": { "primary": "fixed non-overlap blocks anchored at comparison_start; neutral blocks retain their position", "offset_sensitivity": "all 0..N-1 block offsets reported without selecting the best; offsets are overlapping alternatives, not independent trials", "baselines": "V1 frozen original where available, always long, always short, HC ten-day momentum; same dates and same-contract prices for baseline comparison", "metrics": [ "direction_accuracy", "coverage", "wilson95", "net_profit_per_ton", "daily_close_mark_to_market_drawdown", "profit_factor", "quarter_breakdown", "2x_cost_stress" ], "promotion_gate": "Each horizon separately: at least 20 primary directional trades, Wilson lower bound >50%, positive net PnL, 2x-cost net positive, beat 10-day momentum on identical trades in accuracy and net PnL, more than half eligible quarters profitable, median offset mean net positive and median offset advantage over momentum positive.", "post_comparison": "2026-09-23 onward shown separately; also retrospective, not a previously sealed holdout." }, "tuning_policy": "Single prewritten specification; no searching thresholds or choosing a winner after the one-year results. Rejected candidates remain visible. More independent forward observations are required before production use." }, "sources": [ { "code": "HC0", "source": "https://stock2.finance.sina.com.cn/futures/api/jsonp.php/var%20_data=/InnerFuturesNewService.getDailyKLine?symbol=HC0", "fetched_at": "2026-10-15T08:09:52.706076+00:00", "raw_sha256": "8878723cf657db4a6d87c7cffb88063c76beede9bb642326e65c6fa4cf41033b", "parsed_sha256": "64e27973b18a99ea3b278c445a8fe5989a23ee8b369a79d648241062e2320409", "rows": 3057, "first": "2014-03-21", "last": "2026-10-14" }, { "code": "HC2201", "source": "https://stock2.finance.sina.com.cn/futures/api/jsonp.php/var%20_data=/InnerFuturesNewService.getDailyKLine?symbol=HC2201", "fetched_at": "2026-10-15T08:09:52.571086+00:00", "raw_sha256": "26477f905b6e31b30546b5687f3d8da32423b6ae35e633d1ee96aefd0f705ee6", "parsed_sha256": "1170d94bb070f7c0310f7f4c7a8afc19836e278ee9d20f4143ded7710d96931b", "rows": 243, "first": "2021-01-18", "last": "2022-01-17" }, { "code": "HC2205", "source": "https://stock2.finance.sina.com.cn/futures/api/jsonp.php/var%20_data=/InnerFuturesNewService.getDailyKLine?symbol=HC2205", "fetched_at": "2026-10-15T08:09:52.584044+00:00", "raw_sha256": "5154e51389af4b3cfce7efe995a4e7785e5fb2e9e9878975e94f16ead8ad616d", "parsed_sha256": "7a34dee0cc63a7f5f0eb40235a324dacbe9c7117015a5c8721488de4cb2e0f16", "rows": 241, "first": "2021-05-18", "last": "2022-05-16" }, { "code": "HC2210", "source": "https://stock2.finance.sina.com.cn/futures/api/jsonp.php/var%20_data=/InnerFuturesNewService.getDailyKLine?symbol=HC2210", "fetched_at": "2026-10-15T08:09:52.599681+00:00", "raw_sha256": "39b77f9be30fdb27a133f284ff009db134c7ff33c9ec078e2e4fe28036a8db8b", "parsed_sha256": "56243c8d57b48d35b62bd7c0725b477da13a7e63cd0050b901aafe3942c91f43", "rows": 243, "first": "2021-10-18", "last": "2022-10-17" }, { "code": "HC2301", "source": "https://stock2.finance.sina.com.cn/futures/api/jsonp.php/var%20_data=/InnerFuturesNewService.getDailyKLine?symbol=HC2301", "fetched_at": "2026-10-15T08:09:52.571311+00:00", "raw_sha256": "172b35772ddae9fea2e126f4e3bface8e64a61c5bd7076d34cc345d74cc59e74", "parsed_sha256": "9d0e8f272e1ddb1d49143176bc52db83ded6d5d4780f6fda81a4c0a80588fd29", "rows": 242, "first": "2022-01-18", "last": "2023-01-16" }, { "code": "HC2305", "source": "https://stock2.finance.sina.com.cn/futures/api/jsonp.php/var%20_data=/InnerFuturesNewService.getDailyKLine?symbol=HC2305", "fetched_at": "2026-10-15T08:09:52.571027+00:00", "raw_sha256": "219e520781e54b2f3463e13593c5dd1c4480b8ee7d8073f65a78d428026f52b1", "parsed_sha256": "1af2a309d046cdde515fc43c6042610c3585f5af0720ea375504055c8ff58db1", "rows": 243, "first": "2022-05-17", "last": "2023-05-15" }, { "code": "HC2310", "source": "https://stock2.finance.sina.com.cn/futures/api/jsonp.php/var%20_data=/InnerFuturesNewService.getDailyKLine?symbol=HC2310", "fetched_at": "2026-10-15T08:09:52.718159+00:00", "raw_sha256": "8f386178df184e0d6739065f903616f8e0ed796e34d09b1cd8bc0af3d8ffcf57", "parsed_sha256": "2cc839c810b28f97d078a212bab624fd06eaa507d34240b308e92144d0018de7", "rows": 242, "first": "2022-10-18", "last": "2023-10-16" }, { "code": "HC2401", "source": "https://stock2.finance.sina.com.cn/futures/api/jsonp.php/var%20_data=/InnerFuturesNewService.getDailyKLine?symbol=HC2401", "fetched_at": "2026-10-15T08:09:52.722089+00:00", "raw_sha256": "bfa5716f0a770d0a8ad73cc0717f3ff656d999914a1c9b66acee6274edbe03cf", "parsed_sha256": "8da9afb9f2e8493e562a14e7ab08e188b38e796f26c411c9b25fa9e67e7361d9", "rows": 242, "first": "2023-01-17", "last": "2024-01-15" }, { "code": "HC2405", "source": "https://stock2.finance.sina.com.cn/futures/api/jsonp.php/var%20_data=/InnerFuturesNewService.getDailyKLine?symbol=HC2405", "fetched_at": "2026-10-15T08:09:52.726014+00:00", "raw_sha256": "a7e2d63dc3ea50b8ab423545fb9213d96330420ade832118aa385a5c05dc953d", "parsed_sha256": "e66c82316d5c8a9727bc430d7811ddbf7a6f8e009737de2fad38757ffea5ad29", "rows": 242, "first": "2023-05-16", "last": "2024-05-15" }, { "code": "HC2410", "source": "https://stock2.finance.sina.com.cn/futures/api/jsonp.php/var%20_data=/InnerFuturesNewService.getDailyKLine?symbol=HC2410", "fetched_at": "2026-10-15T08:09:52.747141+00:00", "raw_sha256": "a036d2570368be1bbd03dd7773407162b159d384368bf8bcd68bdaaf7ccd1419", "parsed_sha256": "d616b0591c0855d7bb0a0ad4b414ecf707bc8e453103112cc4124ec30253c959", "rows": 241, "first": "2023-10-17", "last": "2024-10-15" }, { "code": "HC2501", "source": "https://stock2.finance.sina.com.cn/futures/api/jsonp.php/var%20_data=/InnerFuturesNewService.getDailyKLine?symbol=HC2501", "fetched_at": "2026-10-15T08:09:52.748614+00:00", "raw_sha256": "b15ac747c4c57aac8178683b4afc05175b537ae181284edf1fba3281fc910449", "parsed_sha256": "0f80774d849e360608ed99cfff18dd221068b29cbc330770ae05c494b6fbb0f3", "rows": 242, "first": "2024-01-16", "last": "2025-01-15" }, { "code": "HC2505", "source": "https://stock2.finance.sina.com.cn/futures/api/jsonp.php/var%20_data=/InnerFuturesNewService.getDailyKLine?symbol=HC2505", "fetched_at": "2026-10-15T08:09:52.873283+00:00", "raw_sha256": "eecda4d026e15f991eba9ee0b2a097cbb1a35131f5af92cdf39309fa1f587f61", "parsed_sha256": "1d05f27e6008ba2ad16af2c98519dcf14139bf40335bddaf642ce6c3ca6cef20", "rows": 242, "first": "2024-05-16", "last": "2025-05-15" }, { "code": "HC2510", "source": "https://stock2.finance.sina.com.cn/futures/api/jsonp.php/var%20_data=/InnerFuturesNewService.getDailyKLine?symbol=HC2510", "fetched_at": "2026-10-15T08:09:52.873541+00:00", "raw_sha256": "9dc628c9ce6d48a0741e12af0f3c46a71f7845e6061bd5208ee4a5478b13ef12", "parsed_sha256": "7c1880a2ed1b438648069f670fb9c9d0fb4389cd8c85ce9c0dd8201a45487d8d", "rows": 243, "first": "2024-10-16", "last": "2025-10-15" }, { "code": "HC2601", "source": "https://stock2.finance.sina.com.cn/futures/api/jsonp.php/var%20_data=/InnerFuturesNewService.getDailyKLine?symbol=HC2601", "fetched_at": "2026-10-15T08:09:52.874790+00:00", "raw_sha256": "9eaa438e122a38c2b8978851dd22d273565e584ef5b991203ecf8299b13ae780", "parsed_sha256": "20e4475179c16b595b31252ab0f72d24f2825f50812384db5f9dd71fb5436890", "rows": 242, "first": "2025-01-16", "last": "2026-01-15" }, { "code": "HC2605", "source": "https://stock2.finance.sina.com.cn/futures/api/jsonp.php/var%20_data=/InnerFuturesNewService.getDailyKLine?symbol=HC2605", "fetched_at": "2026-10-15T08:09:52.898382+00:00", "raw_sha256": "4626c0ed52a38546b2aafa4464ee532fcaacbcc19f23abc6113182752e8f478c", "parsed_sha256": "aba636bb3ae759788106c95d289f7faa1cb0057e2e5d7dd6f1e4f14d70175fe4", "rows": 242, "first": "2025-05-16", "last": "2026-05-15" }, { "code": "HC2610", "source": "https://stock2.finance.sina.com.cn/futures/api/jsonp.php/var%20_data=/InnerFuturesNewService.getDailyKLine?symbol=HC2610", "fetched_at": "2026-10-15T08:09:52.906801+00:00", "raw_sha256": "d33e9db072b3d3a4d4f9d54d7eaa88b4cf2004557024fd79f79785a090e04144", "parsed_sha256": "c802d6d39b6214e0a8ae6b701c2414c4e9117f367d4b645859c446fc8072ca71", "rows": 242, "first": "2025-10-16", "last": "2026-10-15" }, { "code": "HC2701", "source": "https://stock2.finance.sina.com.cn/futures/api/jsonp.php/var%20_data=/InnerFuturesNewService.getDailyKLine?symbol=HC2701", "fetched_at": "2026-10-15T08:09:52.898224+00:00", "raw_sha256": "8807f5ea5ec4535ac89b61796da7a595e125afb565931e7e57e5a924fe40ab6f", "parsed_sha256": "3b92ea6509d973f1b307f9d32c3ed7338263296ec4b8b8721da41d018a92115d", "rows": 177, "first": "2026-01-16", "last": "2026-10-14" }, { "code": "HC2705", "source": "https://stock2.finance.sina.com.cn/futures/api/jsonp.php/var%20_data=/InnerFuturesNewService.getDailyKLine?symbol=HC2705", "fetched_at": "2026-10-15T08:09:53.015519+00:00", "raw_sha256": "c49220905206d216607ad789b013e962e0a7dcf235e7a1653d5ec15b3e087999", "parsed_sha256": "58465d2d038fa6b5199f3323d9c923ec2eb7eaa074b7dba64a794b777319fdd9", "rows": 101, "first": "2026-05-18", "last": "2026-10-14" }, { "code": "I2201", "source": "https://stock2.finance.sina.com.cn/futures/api/jsonp.php/var%20_data=/InnerFuturesNewService.getDailyKLine?symbol=I2201", "fetched_at": "2026-10-15T08:09:53.026549+00:00", "raw_sha256": "1b0ebae7e3b78db5088dac0281d10ad9f7951c84b2202182e17a3d0f7557efbc", "parsed_sha256": "cae179c555952835aa4662d024d090d5e3fb97bbf94b3389979d696b27052e84", "rows": 243, "first": "2021-01-18", "last": "2022-01-17" }, { "code": "I2205", "source": "https://stock2.finance.sina.com.cn/futures/api/jsonp.php/var%20_data=/InnerFuturesNewService.getDailyKLine?symbol=I2205", "fetched_at": "2026-10-15T08:09:53.026610+00:00", "raw_sha256": "ee02890d959df472814ce9630193699a2be285ce3242418e5fd6cf5663b544e1", "parsed_sha256": "59695a33f6e6852a7b67ca12dfc7f46cabd84fde2844bd2890fefdefbb783271", "rows": 241, "first": "2021-05-20", "last": "2022-05-18" }, { "code": "I2209", "source": "https://stock2.finance.sina.com.cn/futures/api/jsonp.php/var%20_data=/InnerFuturesNewService.getDailyKLine?symbol=I2209", "fetched_at": "2026-10-15T08:09:53.054116+00:00", "raw_sha256": "b52b1fec30a5696a56a90d9ff399cfb869ad1e4f864a16bb01e8a50dc1260c2f", "parsed_sha256": "0b338ec61ee3ad9e8ed1d75a7ec76a241a502dc208d98d691352a3e6b80fbc5d", "rows": 241, "first": "2021-09-15", "last": "2022-09-15" }, { "code": "I2301", "source": "https://stock2.finance.sina.com.cn/futures/api/jsonp.php/var%20_data=/InnerFuturesNewService.getDailyKLine?symbol=I2301", "fetched_at": "2026-10-15T08:09:53.053893+00:00", "raw_sha256": "153bd017f33b05f9e72637b948a8de38a98437c18c7cee686b985c246f632954", "parsed_sha256": "fc4a047b49dee1f0f80a930f832a1a2ef0ee138f76223ba6c7bb79d8eb2b5530", "rows": 242, "first": "2022-01-18", "last": "2023-01-16" }, { "code": "I2305", "source": "https://stock2.finance.sina.com.cn/futures/api/jsonp.php/var%20_data=/InnerFuturesNewService.getDailyKLine?symbol=I2305", "fetched_at": "2026-10-15T08:09:53.063243+00:00", "raw_sha256": "5447ef6e1eaf69a9e711245f81b296aaa08c24617141db8affb5b5aab95d1f24", "parsed_sha256": "dbb517324957f90e5f2788565ae093b9b37552cffe628471baa15043ab0eb665", "rows": 242, "first": "2022-05-19", "last": "2023-05-17" }, { "code": "I2309", "source": "https://stock2.finance.sina.com.cn/futures/api/jsonp.php/var%20_data=/InnerFuturesNewService.getDailyKLine?symbol=I2309", "fetched_at": "2026-10-15T08:09:53.161428+00:00", "raw_sha256": "1607c898dedb5b96b51fb313081e8be15a7c20a2087cddc4555d4351b59bad50", "parsed_sha256": "1c2d295b1bd1b077b49e0fe495e17ff62243f84c5b4a59e331e00bdab6ffb908", "rows": 243, "first": "2022-09-16", "last": "2023-09-14" }, { "code": "I2401", "source": "https://stock2.finance.sina.com.cn/futures/api/jsonp.php/var%20_data=/InnerFuturesNewService.getDailyKLine?symbol=I2401", "fetched_at": "2026-10-15T08:09:53.174694+00:00", "raw_sha256": "fe6d7e1b55f1909a7856a1118632e00dc42f1de170eac456eb2a1164521af6b2", "parsed_sha256": "b5022b8b8ceac8abf3de2b024a7e1bdd0c50df5919a6a03fba17d5b152d68f86", "rows": 241, "first": "2023-01-17", "last": "2024-01-12" }, { "code": "I2405", "source": "https://stock2.finance.sina.com.cn/futures/api/jsonp.php/var%20_data=/InnerFuturesNewService.getDailyKLine?symbol=I2405", "fetched_at": "2026-10-15T08:09:53.174657+00:00", "raw_sha256": "e6b60bf70862caba696459974ff918625cf908bb2dd794299bf00d3dfc92bd30", "parsed_sha256": "c0d1f248e6c983f9e2ac05449ed01df65f92cd7ec3ff73b5451561383e318a9c", "rows": 241, "first": "2023-05-18", "last": "2024-05-16" }, { "code": "I2409", "source": "https://stock2.finance.sina.com.cn/futures/api/jsonp.php/var%20_data=/InnerFuturesNewService.getDailyKLine?symbol=I2409", "fetched_at": "2026-10-15T08:09:53.200700+00:00", "raw_sha256": "1e3313f2042bdc08811652185d77f89d312862bae46fba97b6a5ef6d1fa2c835", "parsed_sha256": "67bd20d992bf189238d8536617becead3c5b0130537d7e381c165d8d0ac71641", "rows": 242, "first": "2023-09-15", "last": "2024-09-13" }, { "code": "I2501", "source": "https://stock2.finance.sina.com.cn/futures/api/jsonp.php/var%20_data=/InnerFuturesNewService.getDailyKLine?symbol=I2501", "fetched_at": "2026-10-15T08:09:53.207373+00:00", "raw_sha256": "23d17ea97dcec2af8ef912d3dc45b0a9c9713f7c18f250fe6c464906a8b0c399", "parsed_sha256": "c447c10d49150869e5a21213cd5473482ad9baa9ba2e7304b5901a4b4c005e6f", "rows": 241, "first": "2024-01-16", "last": "2025-01-15" }, { "code": "I2505", "source": "https://stock2.finance.sina.com.cn/futures/api/jsonp.php/var%20_data=/InnerFuturesNewService.getDailyKLine?symbol=I2505", "fetched_at": "2026-10-15T08:09:53.226815+00:00", "raw_sha256": "f968c7e510451af8765e190e2dec005bccccd3070ae924534acfb1601904d3ac", "parsed_sha256": "9cc379be84876f0910c9add8d4891ce278050fef82e66db9f900474c30e35815", "rows": 242, "first": "2024-05-20", "last": "2025-05-19" }, { "code": "I2509", "source": "https://stock2.finance.sina.com.cn/futures/api/jsonp.php/var%20_data=/InnerFuturesNewService.getDailyKLine?symbol=I2509", "fetched_at": "2026-10-15T08:09:53.310342+00:00", "raw_sha256": "8249252f1625815f9349b77763198e1bdd26cde44027d40617786cba9ea2afc1", "parsed_sha256": "6055c882674fc8ad41523cf74e5fed92328f7ddeee1c1bba60ae1586e5d6e9fd", "rows": 240, "first": "2024-09-18", "last": "2025-09-12" }, { "code": "I2601", "source": "https://stock2.finance.sina.com.cn/futures/api/jsonp.php/var%20_data=/InnerFuturesNewService.getDailyKLine?symbol=I2601", "fetched_at": "2026-10-15T08:09:53.331983+00:00", "raw_sha256": "ce464b23f753b771ba1244b67a408b3646265d50cc3eb729274bcb51e4531a6a", "parsed_sha256": "42de6b0866fa914f30c218c03fab02627f488dcc549fe57d92fd6888f223e177", "rows": 242, "first": "2025-01-16", "last": "2026-01-16" }, { "code": "I2605", "source": "https://stock2.finance.sina.com.cn/futures/api/jsonp.php/var%20_data=/InnerFuturesNewService.getDailyKLine?symbol=I2605", "fetched_at": "2026-10-15T08:09:53.331861+00:00", "raw_sha256": "0cc41fed17edda7858a3915cc0d10bd2ecad4f992a5df2d3aa38d51ffc9f1db9", "parsed_sha256": "c4496c5da3fbcc19fcf09c108132c08f171183958e7a72c91b2eaac731629943", "rows": 241, "first": "2025-05-20", "last": "2026-05-19" }, { "code": "I2609", "source": "https://stock2.finance.sina.com.cn/futures/api/jsonp.php/var%20_data=/InnerFuturesNewService.getDailyKLine?symbol=I2609", "fetched_at": "2026-10-15T08:09:53.348676+00:00", "raw_sha256": "77c4fcda4cb5e6499ca821ee3d60dfe98dd28be4662ac21246fc8588589471c5", "parsed_sha256": "e4fabf6caad3323e2e11020980350719f27e773db43af2bd6f6de6e008949a2d", "rows": 241, "first": "2025-09-15", "last": "2026-09-14" }, { "code": "I2701", "source": "https://stock2.finance.sina.com.cn/futures/api/jsonp.php/var%20_data=/InnerFuturesNewService.getDailyKLine?symbol=I2701", "fetched_at": "2026-10-15T08:09:53.352003+00:00", "raw_sha256": "4f311291d4e0090d5e0ce4ea5ca9c90f54050781496d970d267e5fecb1b50e9f", "parsed_sha256": "7ba2e3469bd071389909d108160eb9aed0ae91f3f76466e14d069d531b0e371d", "rows": 176, "first": "2026-01-19", "last": "2026-10-14" }, { "code": "J2201", "source": "https://stock2.finance.sina.com.cn/futures/api/jsonp.php/var%20_data=/InnerFuturesNewService.getDailyKLine?symbol=J2201", "fetched_at": "2026-10-15T08:09:53.413337+00:00", "raw_sha256": "a8614941d5797622f789dfc62400b5c71103a8d75e057c420ce4cc23b3af896d", "parsed_sha256": "19be7366d203fb87493f341209e858446a88a96a5247acdb82fa6ca935cb0f05", "rows": 241, "first": "2021-01-18", "last": "2022-01-17" }, { "code": "J2205", "source": "https://stock2.finance.sina.com.cn/futures/api/jsonp.php/var%20_data=/InnerFuturesNewService.getDailyKLine?symbol=J2205", "fetched_at": "2026-10-15T08:09:53.448529+00:00", "raw_sha256": "0b3ccda6b2868d15735f9414d121286b7d994571c5a6dbf54607429cace67902", "parsed_sha256": "780de884dd42e93c3cfcb40b24e2c1c37c4e8f5a20567cbaeb435dcecb7ee5ff", "rows": 241, "first": "2021-05-20", "last": "2022-05-18" }, { "code": "J2209", "source": "https://stock2.finance.sina.com.cn/futures/api/jsonp.php/var%20_data=/InnerFuturesNewService.getDailyKLine?symbol=J2209", "fetched_at": "2026-10-15T08:09:53.480622+00:00", "raw_sha256": "f2a45e663cf5badc7d975df48f314d5382fd63fcf004a0a0e02fc46103a9330f", "parsed_sha256": "1bd8695fa20593915e396f8b3b049dc278b890c65d0dd4933bd1a233cb7da5e0", "rows": 241, "first": "2021-09-15", "last": "2022-09-14" }, { "code": "J2301", "source": "https://stock2.finance.sina.com.cn/futures/api/jsonp.php/var%20_data=/InnerFuturesNewService.getDailyKLine?symbol=J2301", "fetched_at": "2026-10-15T08:09:53.480999+00:00", "raw_sha256": "875a2c532d1c8d9709960b31d1a7d880b90e5baf427c4a2ec55f5afd2ce38e07", "parsed_sha256": "4231481efb9a013c939816a2a4002711571cbe8bdaed4ba91e9db47128b098ea", "rows": 241, "first": "2022-01-18", "last": "2023-01-16" }, { "code": "J2305", "source": "https://stock2.finance.sina.com.cn/futures/api/jsonp.php/var%20_data=/InnerFuturesNewService.getDailyKLine?symbol=J2305", "fetched_at": "2026-10-15T08:09:53.493363+00:00", "raw_sha256": "81d864c361abcdcd1cfd547b458ce11c94ab0f1b1cc7a14513d902970001b96f", "parsed_sha256": "02c8aeb8b454b4ef31e6bd673aa4cfca86ed01c5c3b8b37d8e69f115ac105f53", "rows": 234, "first": "2022-05-19", "last": "2023-05-10" }, { "code": "J2309", "source": "https://stock2.finance.sina.com.cn/futures/api/jsonp.php/var%20_data=/InnerFuturesNewService.getDailyKLine?symbol=J2309", "fetched_at": "2026-10-15T08:09:53.506401+00:00", "raw_sha256": "3d4ce051bdd74813859b594554f61a2ef4584b9411bac9291539fea3f33772df", "parsed_sha256": "a9009eb71136b8c0354a377a8b659d81ed9406007087a3f3d2aa78d9e4a5f14c", "rows": 238, "first": "2022-09-16", "last": "2023-09-12" }, { "code": "J2401", "source": "https://stock2.finance.sina.com.cn/futures/api/jsonp.php/var%20_data=/InnerFuturesNewService.getDailyKLine?symbol=J2401", "fetched_at": "2026-10-15T08:09:53.559017+00:00", "raw_sha256": "9ce46169ac09aa1cc01be7f08095a29379a221ac69467ed821806b8a2f7f84e3", "parsed_sha256": "3aa39a25d3e544ee25e445a8ff2b03c0829eb69294ba84214859298aebec32b3", "rows": 242, "first": "2023-01-17", "last": "2024-01-15" }, { "code": "J2405", "source": "https://stock2.finance.sina.com.cn/futures/api/jsonp.php/var%20_data=/InnerFuturesNewService.getDailyKLine?symbol=J2405", "fetched_at": "2026-10-15T08:09:53.608729+00:00", "raw_sha256": "13677daf10d905f78d639a8cd8f3cbb9b5cb18b349518ab557d8039ad24421ea", "parsed_sha256": "6df51ba6d0d422e6fafe0049146dc6aeb20e16066db80813f4b4e9e3a9fe8959", "rows": 237, "first": "2023-05-18", "last": "2024-05-13" }, { "code": "J2409", "source": "https://stock2.finance.sina.com.cn/futures/api/jsonp.php/var%20_data=/InnerFuturesNewService.getDailyKLine?symbol=J2409", "fetched_at": "2026-10-15T08:09:53.640161+00:00", "raw_sha256": "fb8946570474e503275037c97d665294cab1bc4d3c007a5fd9d711d757bb35d7", "parsed_sha256": "69ced9bb207e0eb5ca9a71835a4f7e6239fd51ed3f7668cc310fead208667c31", "rows": 242, "first": "2023-09-15", "last": "2024-09-13" }, { "code": "J2501", "source": "https://stock2.finance.sina.com.cn/futures/api/jsonp.php/var%20_data=/InnerFuturesNewService.getDailyKLine?symbol=J2501", "fetched_at": "2026-10-15T08:09:53.631713+00:00", "raw_sha256": "1b35f170dde08ca8328ecb2e7efc5aad5005dcb1344e4741f505bcb4d747853a", "parsed_sha256": "ccc1e77fda2b796ec4856911e45a9357e4913e087f5dc36ccb5ff6d31c89846d", "rows": 235, "first": "2024-01-16", "last": "2025-01-14" }, { "code": "J2505", "source": "https://stock2.finance.sina.com.cn/futures/api/jsonp.php/var%20_data=/InnerFuturesNewService.getDailyKLine?symbol=J2505", "fetched_at": "2026-10-15T08:09:53.660171+00:00", "raw_sha256": "6859560615dfee5f6cd370881a1a31dd61075a054b3a11861b61052dd4c08c64", "parsed_sha256": "51abc68698a989b7d8ab055f2f52a885cd9d95f9911cdda8b7ac941a0a4f8e46", "rows": 240, "first": "2024-05-20", "last": "2025-05-19" }, { "code": "J2509", "source": "https://stock2.finance.sina.com.cn/futures/api/jsonp.php/var%20_data=/InnerFuturesNewService.getDailyKLine?symbol=J2509", "fetched_at": "2026-10-15T08:09:53.670688+00:00", "raw_sha256": "1463bf233d7cda698a11c901853843d0571aa00180112dadc120413f571963c0", "parsed_sha256": "e351d215fcdbb1c63467a190a86e8d178cdc143714eb0ea47100553ccbf34383", "rows": 233, "first": "2024-09-19", "last": "2025-09-12" }, { "code": "J2601", "source": "https://stock2.finance.sina.com.cn/futures/api/jsonp.php/var%20_data=/InnerFuturesNewService.getDailyKLine?symbol=J2601", "fetched_at": "2026-10-15T08:09:53.771070+00:00", "raw_sha256": "25a6bf43f7a3992cb355492a56ed93e430d7df2d16fb4b871ce9490bee6877d9", "parsed_sha256": "b93ac7e6694fd8b8442d7b5346b55f72d348aed4f7ea4debf2bf009039bf7268", "rows": 230, "first": "2025-01-17", "last": "2026-01-07" }, { "code": "J2605", "source": "https://stock2.finance.sina.com.cn/futures/api/jsonp.php/var%20_data=/InnerFuturesNewService.getDailyKLine?symbol=J2605", "fetched_at": "2026-10-15T08:09:53.824344+00:00", "raw_sha256": "ba442fb01c132267d2d7d8c84d3570c9dd7cddc2cf745bdf2297a4aac4d80948", "parsed_sha256": "914f5a4315eab0d18a8a42098cdbda8e1f5e296c88a6884c9471d5c6fd66284a", "rows": 239, "first": "2025-05-20", "last": "2026-05-19" }, { "code": "J2609", "source": "https://stock2.finance.sina.com.cn/futures/api/jsonp.php/var%20_data=/InnerFuturesNewService.getDailyKLine?symbol=J2609", "fetched_at": "2026-10-15T08:09:53.814876+00:00", "raw_sha256": "cfb0cd84455ca146e2b9ccd2ded1d23481e6737790a6b1a78834a830d05670eb", "parsed_sha256": "748055a5c245207a9210bff1e94809326e506d37d9d784e07fa9ba526d400c02", "rows": 239, "first": "2025-09-15", "last": "2026-09-14" }, { "code": "J2701", "source": "https://stock2.finance.sina.com.cn/futures/api/jsonp.php/var%20_data=/InnerFuturesNewService.getDailyKLine?symbol=J2701", "fetched_at": "2026-10-15T08:09:53.814434+00:00", "raw_sha256": "ed4af077924885da69013cb66903f59226af29ac9ea1a72e764f513454b3a9d2", "parsed_sha256": "31e0560d727bc986f69f0433a60c2504c2ff369c1623408978c2f4f5cf5637ea", "rows": 176, "first": "2026-01-19", "last": "2026-10-14" } ], "windows": { "original": { "start": "2025-09-23", "end": "2026-09-22", "summary": [ { "horizon": 5, "opportunities": 48, "unmatured": 1, "invalid": 0, "n": 13, "hits": 9, "accuracy": 69.23076923076923, "interval": [ 42.36934318054971, 87.31929634428917 ], "neutral": 35, "coverage": 27.083333333333332, "net": 10.3141, "mean_net": 0.79339231, "net_win_rate": 61.53846153846154, "profit_factor": 1.04998771, "no_losses": false, "drawdown": 125.9755, "worst_open_close_loss": -72.0, "net_stress": -50.3718, "directions": { "long": { "n": 4, "hits": 2, "net": -119.6439 }, "short": { "n": 9, "hits": 7, "net": 129.958 } }, "benchmarks": { "long": { "hits": 4, "n": 13, "accuracy": 30.76923076923077, "net": -333.6859 }, "short": { "hits": 9, "n": 13, "accuracy": 69.23076923076923, "net": 212.3141 }, "momentum": { "hits": 8, "n": 13, "accuracy": 61.53846153846154, "net": -87.6859 } }, "curve": [ { "date": "2025-09-23", "pnl": 0.0 }, { "date": "2025-09-24", "pnl": 0.0 }, { "date": "2025-09-25", "pnl": 0.0 }, { "date": "2025-09-26", "pnl": 0.0 }, { "date": "2025-09-29", "pnl": 0.0 }, { "date": "2025-09-30", "pnl": 0.0 }, { "date": "2025-10-09", "pnl": 0.0 }, { "date": "2025-10-10", "pnl": 0.0 }, { "date": "2025-10-13", "pnl": 0.0 }, { "date": "2025-10-14", "pnl": 0.0 }, { "date": "2025-10-15", "pnl": 0.0 }, { "date": "2025-10-16", "pnl": 0.0 }, { "date": "2025-10-17", "pnl": 0.0 }, { "date": "2025-10-20", "pnl": 0.0 }, { "date": "2025-10-21", "pnl": 0.0 }, { "date": "2025-10-22", "pnl": 0.0 }, { "date": "2025-10-23", "pnl": 0.0 }, { "date": "2025-10-24", "pnl": 0.0 }, { "date": "2025-10-27", "pnl": 0.0 }, { "date": "2025-10-28", "pnl": 0.0 }, { "date": "2025-10-29", "pnl": 0.0 }, { "date": "2025-10-30", "pnl": 0.0 }, { "date": "2025-10-31", "pnl": 0.0 }, { "date": "2025-11-03", "pnl": 0.0 }, { "date": "2025-11-04", "pnl": 0.0 }, { "date": "2025-11-05", "pnl": 0.0 }, { "date": "2025-11-06", "pnl": 0.0 }, { "date": "2025-11-07", "pnl": 0.0 }, { "date": "2025-11-10", "pnl": 0.0 }, { "date": "2025-11-11", "pnl": 0.0 }, { "date": "2025-11-12", "pnl": 0.0 }, { "date": "2025-11-13", "pnl": 0.0 }, { "date": "2025-11-14", "pnl": 0.0 }, { "date": "2025-11-17", "pnl": 0.0 }, { "date": "2025-11-18", "pnl": 0.0 }, { "date": "2025-11-19", "pnl": 0.0 }, { "date": "2025-11-20", "pnl": 0.0 }, { "date": "2025-11-21", "pnl": 0.0 }, { "date": "2025-11-24", "pnl": 0.0 }, { "date": "2025-11-25", "pnl": 0.0 }, { "date": "2025-11-26", "pnl": 0.0 }, { "date": "2025-11-27", "pnl": 0.0 }, { "date": "2025-11-28", "pnl": 0.0 }, { "date": "2025-12-01", "pnl": 0.0 }, { "date": "2025-12-02", "pnl": 0.0 }, { "date": "2025-12-03", "pnl": 0.0 }, { "date": "2025-12-04", "pnl": 0.0 }, { "date": "2025-12-05", "pnl": 0.0 }, { "date": "2025-12-08", "pnl": 0.0 }, { "date": "2025-12-09", "pnl": 0.0 }, { "date": "2025-12-10", "pnl": 0.0 }, { "date": "2025-12-11", "pnl": 0.0 }, { "date": "2025-12-12", "pnl": 0.0 }, { "date": "2025-12-15", "pnl": 0.0 }, { "date": "2025-12-16", "pnl": 0.0 }, { "date": "2025-12-17", "pnl": 0.0 }, { "date": "2025-12-18", "pnl": 0.0 }, { "date": "2025-12-19", "pnl": 0.0 }, { "date": "2025-12-22", "pnl": 0.0 }, { "date": "2025-12-23", "pnl": 0.0 }, { "date": "2025-12-24", "pnl": 0.0 }, { "date": "2025-12-25", "pnl": 0.0 }, { "date": "2025-12-26", "pnl": 0.0 }, { "date": "2025-12-29", "pnl": 0.0 }, { "date": "2025-12-30", "pnl": 0.0 }, { "date": "2025-12-31", "pnl": 0.0 }, { "date": "2026-01-05", "pnl": 0.0 }, { "date": "2026-01-06", "pnl": 0.0 }, { "date": "2026-01-07", "pnl": 0.0 }, { "date": "2026-01-08", "pnl": 0.0 }, { "date": "2026-01-09", "pnl": 0.0 }, { "date": "2026-01-12", "pnl": 0.0 }, { "date": "2026-01-13", "pnl": 0.0 }, { "date": "2026-01-14", "pnl": 0.0 }, { "date": "2026-01-15", "pnl": 0.0 }, { "date": "2026-01-16", "pnl": 0.0 }, { "date": "2026-01-19", "pnl": 0.0 }, { "date": "2026-01-20", "pnl": 0.0 }, { "date": "2026-01-21", "pnl": 0.0 }, { "date": "2026-01-22", "pnl": 0.0 }, { "date": "2026-01-23", "pnl": -20.3287 }, { "date": "2026-01-26", "pnl": -17.3287 }, { "date": "2026-01-27", "pnl": -4.3287 }, { "date": "2026-01-28", "pnl": 4.6713 }, { "date": "2026-01-29", "pnl": -25.6595 }, { "date": "2026-01-30", "pnl": -5.9905 }, { "date": "2026-02-02", "pnl": 21.0095 }, { "date": "2026-02-03", "pnl": 17.0095 }, { "date": "2026-02-04", "pnl": 8.0095 }, { "date": "2026-02-05", "pnl": 16.6832 }, { "date": "2026-02-06", "pnl": 16.6832 }, { "date": "2026-02-09", "pnl": 16.6832 }, { "date": "2026-02-10", "pnl": 16.6832 }, { "date": "2026-02-11", "pnl": 16.6832 }, { "date": "2026-02-12", "pnl": 16.6832 }, { "date": "2026-02-13", "pnl": 16.6832 }, { "date": "2026-02-24", "pnl": 16.6832 }, { "date": "2026-02-25", "pnl": 16.6832 }, { "date": "2026-02-26", "pnl": 16.6832 }, { "date": "2026-02-27", "pnl": 16.6832 }, { "date": "2026-03-02", "pnl": 16.6832 }, { "date": "2026-03-03", "pnl": 16.6832 }, { "date": "2026-03-04", "pnl": 16.6832 }, { "date": "2026-03-05", "pnl": 16.6832 }, { "date": "2026-03-06", "pnl": 16.6832 }, { "date": "2026-03-09", "pnl": 16.6832 }, { "date": "2026-03-10", "pnl": 16.6832 }, { "date": "2026-03-11", "pnl": 16.6832 }, { "date": "2026-03-12", "pnl": 16.6832 }, { "date": "2026-03-13", "pnl": 16.6832 }, { "date": "2026-03-16", "pnl": 16.6832 }, { "date": "2026-03-17", "pnl": 16.6832 }, { "date": "2026-03-18", "pnl": 16.6832 }, { "date": "2026-03-19", "pnl": 16.6832 }, { "date": "2026-03-20", "pnl": 16.6832 }, { "date": "2026-03-23", "pnl": 16.6832 }, { "date": "2026-03-24", "pnl": 16.6832 }, { "date": "2026-03-25", "pnl": 16.6832 }, { "date": "2026-03-26", "pnl": 16.6832 }, { "date": "2026-03-27", "pnl": 16.6832 }, { "date": "2026-03-30", "pnl": 16.6832 }, { "date": "2026-03-31", "pnl": 16.6832 }, { "date": "2026-04-01", "pnl": 16.6832 }, { "date": "2026-04-02", "pnl": 16.6832 }, { "date": "2026-04-03", "pnl": 16.6832 }, { "date": "2026-04-07", "pnl": 16.6832 }, { "date": "2026-04-08", "pnl": 16.6832 }, { "date": "2026-04-09", "pnl": 16.6832 }, { "date": "2026-04-10", "pnl": 16.6832 }, { "date": "2026-04-13", "pnl": 16.6832 }, { "date": "2026-04-14", "pnl": 16.6832 }, { "date": "2026-04-15", "pnl": 16.6832 }, { "date": "2026-04-16", "pnl": 16.6832 }, { "date": "2026-04-17", "pnl": 16.6832 }, { "date": "2026-04-20", "pnl": 16.6832 }, { "date": "2026-04-21", "pnl": 10.347 }, { "date": "2026-04-22", "pnl": -11.653 }, { "date": "2026-04-23", "pnl": -8.653 }, { "date": "2026-04-24", "pnl": -15.653 }, { "date": "2026-04-27", "pnl": -19.9924 }, { "date": "2026-04-28", "pnl": -19.9924 }, { "date": "2026-04-29", "pnl": -19.9924 }, { "date": "2026-04-30", "pnl": -19.9924 }, { "date": "2026-05-06", "pnl": -19.9924 }, { "date": "2026-05-07", "pnl": -19.9924 }, { "date": "2026-05-08", "pnl": -19.9924 }, { "date": "2026-05-11", "pnl": -19.9924 }, { "date": "2026-05-12", "pnl": -19.9924 }, { "date": "2026-05-13", "pnl": -19.9924 }, { "date": "2026-05-14", "pnl": -19.9924 }, { "date": "2026-05-15", "pnl": 9.6598 }, { "date": "2026-05-18", "pnl": 26.6598 }, { "date": "2026-05-19", "pnl": 27.6598 }, { "date": "2026-05-20", "pnl": 37.6598 }, { "date": "2026-05-21", "pnl": 59.3204 }, { "date": "2026-05-22", "pnl": 65.981 }, { "date": "2026-05-25", "pnl": 18.981 }, { "date": "2026-05-26", "pnl": 84.981 }, { "date": "2026-05-27", "pnl": 87.981 }, { "date": "2026-05-28", "pnl": 83.6445 }, { "date": "2026-05-29", "pnl": 77.3067 }, { "date": "2026-06-01", "pnl": 59.3067 }, { "date": "2026-06-02", "pnl": 60.3067 }, { "date": "2026-06-03", "pnl": 73.3067 }, { "date": "2026-06-04", "pnl": 79.969 }, { "date": "2026-06-05", "pnl": 68.6318 }, { "date": "2026-06-08", "pnl": 76.6318 }, { "date": "2026-06-09", "pnl": 88.6318 }, { "date": "2026-06-10", "pnl": 69.6318 }, { "date": "2026-06-11", "pnl": 89.296 }, { "date": "2026-06-12", "pnl": 72.9595 }, { "date": "2026-06-15", "pnl": 54.9595 }, { "date": "2026-06-16", "pnl": 69.9595 }, { "date": "2026-06-17", "pnl": 80.9595 }, { "date": "2026-06-18", "pnl": 100.6246 }, { "date": "2026-06-22", "pnl": 110.2896 }, { "date": "2026-06-23", "pnl": 121.2896 }, { "date": "2026-06-24", "pnl": 123.2896 }, { "date": "2026-06-25", "pnl": 136.2896 }, { "date": "2026-06-26", "pnl": 129.958 }, { "date": "2026-06-29", "pnl": 129.958 }, { "date": "2026-06-30", "pnl": 129.958 }, { "date": "2026-07-01", "pnl": 129.958 }, { "date": "2026-07-02", "pnl": 129.958 }, { "date": "2026-07-03", "pnl": 129.958 }, { "date": "2026-07-06", "pnl": 129.958 }, { "date": "2026-07-07", "pnl": 129.958 }, { "date": "2026-07-08", "pnl": 129.958 }, { "date": "2026-07-09", "pnl": 129.958 }, { "date": "2026-07-10", "pnl": 129.958 }, { "date": "2026-07-13", "pnl": 129.958 }, { "date": "2026-07-14", "pnl": 129.958 }, { "date": "2026-07-15", "pnl": 129.958 }, { "date": "2026-07-16", "pnl": 129.958 }, { "date": "2026-07-17", "pnl": 129.958 }, { "date": "2026-07-20", "pnl": 129.958 }, { "date": "2026-07-21", "pnl": 129.958 }, { "date": "2026-07-22", "pnl": 129.958 }, { "date": "2026-07-23", "pnl": 129.958 }, { "date": "2026-07-24", "pnl": 129.958 }, { "date": "2026-07-27", "pnl": 129.6288 }, { "date": "2026-07-28", "pnl": 116.6288 }, { "date": "2026-07-29", "pnl": 121.6288 }, { "date": "2026-07-30", "pnl": 75.6288 }, { "date": "2026-07-31", "pnl": 53.3068 }, { "date": "2026-08-03", "pnl": 26.9847 }, { "date": "2026-08-04", "pnl": 30.9847 }, { "date": "2026-08-05", "pnl": 36.9847 }, { "date": "2026-08-06", "pnl": 65.9847 }, { "date": "2026-08-07", "pnl": 70.6604 }, { "date": "2026-08-10", "pnl": 70.6604 }, { "date": "2026-08-11", "pnl": 70.6604 }, { "date": "2026-08-12", "pnl": 70.6604 }, { "date": "2026-08-13", "pnl": 70.6604 }, { "date": "2026-08-14", "pnl": 70.6604 }, { "date": "2026-08-17", "pnl": 70.6604 }, { "date": "2026-08-18", "pnl": 70.6604 }, { "date": "2026-08-19", "pnl": 70.6604 }, { "date": "2026-08-20", "pnl": 70.6604 }, { "date": "2026-08-21", "pnl": 70.6604 }, { "date": "2026-08-24", "pnl": 70.6604 }, { "date": "2026-08-25", "pnl": 70.6604 }, { "date": "2026-08-26", "pnl": 70.6604 }, { "date": "2026-08-27", "pnl": 70.6604 }, { "date": "2026-08-28", "pnl": 70.6604 }, { "date": "2026-08-31", "pnl": 106.3231 }, { "date": "2026-09-01", "pnl": 83.3231 }, { "date": "2026-09-02", "pnl": 60.3231 }, { "date": "2026-09-03", "pnl": 63.3231 }, { "date": "2026-09-04", "pnl": 73.985 }, { "date": "2026-09-07", "pnl": 53.6466 }, { "date": "2026-09-08", "pnl": 82.6466 }, { "date": "2026-09-09", "pnl": 72.6466 }, { "date": "2026-09-10", "pnl": 52.6466 }, { "date": "2026-09-11", "pnl": 10.3141 }, { "date": "2026-09-14", "pnl": 10.3141 }, { "date": "2026-09-15", "pnl": 10.3141 }, { "date": "2026-09-16", "pnl": 10.3141 }, { "date": "2026-09-17", "pnl": 10.3141 }, { "date": "2026-09-18", "pnl": 10.3141 } ], "primary_entry_dates": [ "2025-09-23", "2025-09-30", "2025-10-15", "2025-10-22", "2025-10-29", "2025-11-05", "2025-11-12", "2025-11-19", "2025-11-26", "2025-12-03", "2025-12-10", "2025-12-17", "2025-12-24", "2025-12-31", "2026-01-09", "2026-01-16", "2026-01-23", "2026-01-30", "2026-02-06", "2026-02-13", "2026-03-02", "2026-03-09", "2026-03-16", "2026-03-23", "2026-03-30", "2026-04-07", "2026-04-14", "2026-04-21", "2026-04-28", "2026-05-08", "2026-05-15", "2026-05-22", "2026-05-29", "2026-06-05", "2026-06-12", "2026-06-22", "2026-06-29", "2026-07-06", "2026-07-13", "2026-07-20", "2026-07-27", "2026-08-03", "2026-08-10", "2026-08-17", "2026-08-24", "2026-08-31", "2026-09-07", "2026-09-14", "2026-09-21" ], "offsets": [ { "offset": 0, "hits": 9, "n": 13, "accuracy": 69.23076923076923, "coverage": 27.083333333333332, "mean_net": 0.79339231, "net": 10.3141, "drawdown": 125.9755, "momentum_net": -87.6859, "mean_net_advantage": 7.53846154 }, { "offset": 1, "hits": 11, "n": 16, "accuracy": 68.75, "coverage": 33.333333333333336, "mean_net": -2.23125625, "net": -35.7001, "drawdown": 142.6854, "momentum_net": -255.7001, "mean_net_advantage": 13.75 }, { "offset": 2, "hits": 9, "n": 15, "accuracy": 60.0, "coverage": 31.25, "mean_net": 11.72957333, "net": 175.9436, "drawdown": 91.0029, "momentum_net": -0.0564, "mean_net_advantage": 11.73333333 }, { "offset": 3, "hits": 9, "n": 15, "accuracy": 60.0, "coverage": 31.914893617021278, "mean_net": -0.73306, "net": -10.9959, "drawdown": 105.6576, "momentum_net": -114.9959, "mean_net_advantage": 6.93333333 }, { "offset": 4, "hits": 10, "n": 14, "accuracy": 71.42857142857143, "coverage": 29.78723404255319, "mean_net": 9.76031429, "net": 136.6444, "drawdown": 97.3461, "momentum_net": 16.6444, "mean_net_advantage": 8.57142857 } ], "quarters": [ { "quarter": "2025Q3", "hits": 0, "n": 0, "accuracy": null, "coverage": 0.0, "net": 0.0, "drawdown": 0.0 }, { "quarter": "2025Q4", "hits": 0, "n": 0, "accuracy": null, "coverage": 0.0, "net": 0.0, "drawdown": 0.0 }, { "quarter": "2026Q1", "hits": 1, "n": 2, "accuracy": 50.0, "coverage": 18.181818181818183, "net": 16.6832, "drawdown": 30.3308 }, { "quarter": "2026Q2", "hits": 6, "n": 7, "accuracy": 85.71428571428571, "coverage": 58.333333333333336, "net": 113.2748, "drawdown": 47.0 }, { "quarter": "2026Q3", "hits": 2, "n": 4, "accuracy": 50.0, "coverage": 36.36363636363637, "net": -119.6439, "drawdown": 119.6439 } ], "checks": { "至少20笔方向交易": false, "命中率95%区间下限高于50%": false, "费用后盈利且双倍费用仍盈利": false, "相同交易日优于10日动量": true, "多数有效季度盈利": true, "各抽样起点中位盈利与动量优势均为正": true }, "approved": false, "offset_median_mean_net": 0.79339231, "offset_median_advantage": 8.57142857 }, { "horizon": 10, "opportunities": 24, "unmatured": 1, "invalid": 0, "n": 9, "hits": 6, "accuracy": 66.66666666666667, "interval": [ 35.420213558040345, 87.94161816130857 ], "neutral": 15, "coverage": 37.5, "net": 97.0153, "mean_net": 10.77947778, "net_win_rate": 66.66666666666667, "profit_factor": 1.36066709, "no_losses": false, "drawdown": 120.9939, "worst_open_close_loss": -112.0, "net_stress": 55.0306, "directions": { "long": { "n": 3, "hits": 1, "net": -102.9745 }, "short": { "n": 6, "hits": 5, "net": 199.9898 } }, "benchmarks": { "long": { "hits": 2, "n": 9, "accuracy": 22.22222222222222, "net": -358.9847 }, "short": { "hits": 7, "n": 9, "accuracy": 77.77777777777777, "net": 275.0153 }, "momentum": { "hits": 4, "n": 9, "accuracy": 44.44444444444444, "net": -406.9847 } }, "curve": [ { "date": "2025-09-23", "pnl": 32.6625 }, { "date": "2025-09-24", "pnl": 15.6625 }, { "date": "2025-09-25", "pnl": 14.6625 }, { "date": "2025-09-26", "pnl": 59.6625 }, { "date": "2025-09-29", "pnl": 83.6625 }, { "date": "2025-09-30", "pnl": 119.6625 }, { "date": "2025-10-09", "pnl": 86.6625 }, { "date": "2025-10-10", "pnl": 87.6625 }, { "date": "2025-10-13", "pnl": 111.6625 }, { "date": "2025-10-14", "pnl": 129.3384 }, { "date": "2025-10-15", "pnl": 129.3384 }, { "date": "2025-10-16", "pnl": 129.3384 }, { "date": "2025-10-17", "pnl": 129.3384 }, { "date": "2025-10-20", "pnl": 129.3384 }, { "date": "2025-10-21", "pnl": 129.3384 }, { "date": "2025-10-22", "pnl": 129.3384 }, { "date": "2025-10-23", "pnl": 129.3384 }, { "date": "2025-10-24", "pnl": 129.3384 }, { "date": "2025-10-27", "pnl": 129.3384 }, { "date": "2025-10-28", "pnl": 129.3384 }, { "date": "2025-10-29", "pnl": 129.3384 }, { "date": "2025-10-30", "pnl": 129.3384 }, { "date": "2025-10-31", "pnl": 129.3384 }, { "date": "2025-11-03", "pnl": 129.3384 }, { "date": "2025-11-04", "pnl": 129.3384 }, { "date": "2025-11-05", "pnl": 129.3384 }, { "date": "2025-11-06", "pnl": 129.3384 }, { "date": "2025-11-07", "pnl": 129.3384 }, { "date": "2025-11-10", "pnl": 129.3384 }, { "date": "2025-11-11", "pnl": 129.3384 }, { "date": "2025-11-12", "pnl": 129.3384 }, { "date": "2025-11-13", "pnl": 129.3384 }, { "date": "2025-11-14", "pnl": 129.3384 }, { "date": "2025-11-17", "pnl": 129.3384 }, { "date": "2025-11-18", "pnl": 129.3384 }, { "date": "2025-11-19", "pnl": 129.3384 }, { "date": "2025-11-20", "pnl": 129.3384 }, { "date": "2025-11-21", "pnl": 129.3384 }, { "date": "2025-11-24", "pnl": 129.3384 }, { "date": "2025-11-25", "pnl": 129.3384 }, { "date": "2025-11-26", "pnl": 129.3384 }, { "date": "2025-11-27", "pnl": 129.3384 }, { "date": "2025-11-28", "pnl": 129.3384 }, { "date": "2025-12-01", "pnl": 129.3384 }, { "date": "2025-12-02", "pnl": 129.3384 }, { "date": "2025-12-03", "pnl": 129.3384 }, { "date": "2025-12-04", "pnl": 129.3384 }, { "date": "2025-12-05", "pnl": 129.3384 }, { "date": "2025-12-08", "pnl": 129.3384 }, { "date": "2025-12-09", "pnl": 129.3384 }, { "date": "2025-12-10", "pnl": 129.3384 }, { "date": "2025-12-11", "pnl": 129.3384 }, { "date": "2025-12-12", "pnl": 129.3384 }, { "date": "2025-12-15", "pnl": 129.3384 }, { "date": "2025-12-16", "pnl": 129.3384 }, { "date": "2025-12-17", "pnl": 129.3384 }, { "date": "2025-12-18", "pnl": 129.3384 }, { "date": "2025-12-19", "pnl": 129.3384 }, { "date": "2025-12-22", "pnl": 129.3384 }, { "date": "2025-12-23", "pnl": 129.3384 }, { "date": "2025-12-24", "pnl": 129.3384 }, { "date": "2025-12-25", "pnl": 129.3384 }, { "date": "2025-12-26", "pnl": 129.3384 }, { "date": "2025-12-29", "pnl": 129.3384 }, { "date": "2025-12-30", "pnl": 129.3384 }, { "date": "2025-12-31", "pnl": 129.3384 }, { "date": "2026-01-05", "pnl": 129.3384 }, { "date": "2026-01-06", "pnl": 129.3384 }, { "date": "2026-01-07", "pnl": 129.3384 }, { "date": "2026-01-08", "pnl": 129.3384 }, { "date": "2026-01-09", "pnl": 129.3384 }, { "date": "2026-01-12", "pnl": 129.3384 }, { "date": "2026-01-13", "pnl": 129.3384 }, { "date": "2026-01-14", "pnl": 129.3384 }, { "date": "2026-01-15", "pnl": 129.3384 }, { "date": "2026-01-16", "pnl": 129.3384 }, { "date": "2026-01-19", "pnl": 129.3384 }, { "date": "2026-01-20", "pnl": 129.3384 }, { "date": "2026-01-21", "pnl": 129.3384 }, { "date": "2026-01-22", "pnl": 129.3384 }, { "date": "2026-01-23", "pnl": 109.0097 }, { "date": "2026-01-26", "pnl": 112.0097 }, { "date": "2026-01-27", "pnl": 125.0097 }, { "date": "2026-01-28", "pnl": 134.0097 }, { "date": "2026-01-29", "pnl": 106.0097 }, { "date": "2026-01-30", "pnl": 126.0097 }, { "date": "2026-02-02", "pnl": 153.0097 }, { "date": "2026-02-03", "pnl": 149.0097 }, { "date": "2026-02-04", "pnl": 140.0097 }, { "date": "2026-02-05", "pnl": 148.6834 }, { "date": "2026-02-06", "pnl": 148.6834 }, { "date": "2026-02-09", "pnl": 148.6834 }, { "date": "2026-02-10", "pnl": 148.6834 }, { "date": "2026-02-11", "pnl": 148.6834 }, { "date": "2026-02-12", "pnl": 148.6834 }, { "date": "2026-02-13", "pnl": 148.6834 }, { "date": "2026-02-24", "pnl": 148.6834 }, { "date": "2026-02-25", "pnl": 148.6834 }, { "date": "2026-02-26", "pnl": 148.6834 }, { "date": "2026-02-27", "pnl": 148.6834 }, { "date": "2026-03-02", "pnl": 148.6834 }, { "date": "2026-03-03", "pnl": 148.6834 }, { "date": "2026-03-04", "pnl": 148.6834 }, { "date": "2026-03-05", "pnl": 148.6834 }, { "date": "2026-03-06", "pnl": 148.6834 }, { "date": "2026-03-09", "pnl": 148.6834 }, { "date": "2026-03-10", "pnl": 148.6834 }, { "date": "2026-03-11", "pnl": 148.6834 }, { "date": "2026-03-12", "pnl": 148.6834 }, { "date": "2026-03-13", "pnl": 148.6834 }, { "date": "2026-03-16", "pnl": 148.6834 }, { "date": "2026-03-17", "pnl": 148.6834 }, { "date": "2026-03-18", "pnl": 148.6834 }, { "date": "2026-03-19", "pnl": 148.6834 }, { "date": "2026-03-20", "pnl": 148.6834 }, { "date": "2026-03-23", "pnl": 148.6834 }, { "date": "2026-03-24", "pnl": 148.6834 }, { "date": "2026-03-25", "pnl": 148.6834 }, { "date": "2026-03-26", "pnl": 148.6834 }, { "date": "2026-03-27", "pnl": 148.6834 }, { "date": "2026-03-30", "pnl": 148.6834 }, { "date": "2026-03-31", "pnl": 148.6834 }, { "date": "2026-04-01", "pnl": 148.6834 }, { "date": "2026-04-02", "pnl": 148.6834 }, { "date": "2026-04-03", "pnl": 148.6834 }, { "date": "2026-04-07", "pnl": 148.6834 }, { "date": "2026-04-08", "pnl": 148.6834 }, { "date": "2026-04-09", "pnl": 148.6834 }, { "date": "2026-04-10", "pnl": 148.6834 }, { "date": "2026-04-13", "pnl": 148.6834 }, { "date": "2026-04-14", "pnl": 149.3552 }, { "date": "2026-04-15", "pnl": 138.3552 }, { "date": "2026-04-16", "pnl": 102.3552 }, { "date": "2026-04-17", "pnl": 104.3552 }, { "date": "2026-04-20", "pnl": 66.3552 }, { "date": "2026-04-21", "pnl": 62.3552 }, { "date": "2026-04-22", "pnl": 40.3552 }, { "date": "2026-04-23", "pnl": 43.3552 }, { "date": "2026-04-24", "pnl": 36.3552 }, { "date": "2026-04-27", "pnl": 32.0158 }, { "date": "2026-04-28", "pnl": 32.0158 }, { "date": "2026-04-29", "pnl": 32.0158 }, { "date": "2026-04-30", "pnl": 32.0158 }, { "date": "2026-05-06", "pnl": 32.0158 }, { "date": "2026-05-07", "pnl": 32.0158 }, { "date": "2026-05-08", "pnl": 32.0158 }, { "date": "2026-05-11", "pnl": 32.0158 }, { "date": "2026-05-12", "pnl": 32.0158 }, { "date": "2026-05-13", "pnl": 32.0158 }, { "date": "2026-05-14", "pnl": 32.0158 }, { "date": "2026-05-15", "pnl": 61.668 }, { "date": "2026-05-18", "pnl": 78.668 }, { "date": "2026-05-19", "pnl": 79.668 }, { "date": "2026-05-20", "pnl": 89.668 }, { "date": "2026-05-21", "pnl": 113.668 }, { "date": "2026-05-22", "pnl": 122.668 }, { "date": "2026-05-25", "pnl": 75.668 }, { "date": "2026-05-26", "pnl": 141.668 }, { "date": "2026-05-27", "pnl": 144.668 }, { "date": "2026-05-28", "pnl": 140.3315 }, { "date": "2026-05-29", "pnl": 133.9937 }, { "date": "2026-06-01", "pnl": 115.9937 }, { "date": "2026-06-02", "pnl": 116.9937 }, { "date": "2026-06-03", "pnl": 129.9937 }, { "date": "2026-06-04", "pnl": 138.9937 }, { "date": "2026-06-05", "pnl": 134.9937 }, { "date": "2026-06-08", "pnl": 142.9937 }, { "date": "2026-06-09", "pnl": 154.9937 }, { "date": "2026-06-10", "pnl": 135.9937 }, { "date": "2026-06-11", "pnl": 155.6579 }, { "date": "2026-06-12", "pnl": 139.3214 }, { "date": "2026-06-15", "pnl": 121.3214 }, { "date": "2026-06-16", "pnl": 136.3214 }, { "date": "2026-06-17", "pnl": 147.3214 }, { "date": "2026-06-18", "pnl": 169.3214 }, { "date": "2026-06-22", "pnl": 180.3214 }, { "date": "2026-06-23", "pnl": 191.3214 }, { "date": "2026-06-24", "pnl": 193.3214 }, { "date": "2026-06-25", "pnl": 206.3214 }, { "date": "2026-06-26", "pnl": 199.9898 }, { "date": "2026-06-29", "pnl": 199.9898 }, { "date": "2026-06-30", "pnl": 199.9898 }, { "date": "2026-07-01", "pnl": 199.9898 }, { "date": "2026-07-02", "pnl": 199.9898 }, { "date": "2026-07-03", "pnl": 199.9898 }, { "date": "2026-07-06", "pnl": 199.9898 }, { "date": "2026-07-07", "pnl": 199.9898 }, { "date": "2026-07-08", "pnl": 199.9898 }, { "date": "2026-07-09", "pnl": 199.9898 }, { "date": "2026-07-10", "pnl": 199.9898 }, { "date": "2026-07-13", "pnl": 199.9898 }, { "date": "2026-07-14", "pnl": 199.9898 }, { "date": "2026-07-15", "pnl": 199.9898 }, { "date": "2026-07-16", "pnl": 199.9898 }, { "date": "2026-07-17", "pnl": 199.9898 }, { "date": "2026-07-20", "pnl": 199.9898 }, { "date": "2026-07-21", "pnl": 199.9898 }, { "date": "2026-07-22", "pnl": 199.9898 }, { "date": "2026-07-23", "pnl": 199.9898 }, { "date": "2026-07-24", "pnl": 199.9898 }, { "date": "2026-07-27", "pnl": 199.6606 }, { "date": "2026-07-28", "pnl": 186.6606 }, { "date": "2026-07-29", "pnl": 191.6606 }, { "date": "2026-07-30", "pnl": 145.6606 }, { "date": "2026-07-31", "pnl": 125.6606 }, { "date": "2026-08-03", "pnl": 102.6606 }, { "date": "2026-08-04", "pnl": 106.6606 }, { "date": "2026-08-05", "pnl": 112.6606 }, { "date": "2026-08-06", "pnl": 141.6606 }, { "date": "2026-08-07", "pnl": 146.3363 }, { "date": "2026-08-10", "pnl": 138.0122 }, { "date": "2026-08-11", "pnl": 147.0122 }, { "date": "2026-08-12", "pnl": 142.0122 }, { "date": "2026-08-13", "pnl": 136.0122 }, { "date": "2026-08-14", "pnl": 163.0122 }, { "date": "2026-08-17", "pnl": 174.0122 }, { "date": "2026-08-18", "pnl": 184.0122 }, { "date": "2026-08-19", "pnl": 189.0122 }, { "date": "2026-08-20", "pnl": 194.0122 }, { "date": "2026-08-21", "pnl": 195.6827 }, { "date": "2026-08-24", "pnl": 195.6827 }, { "date": "2026-08-25", "pnl": 195.6827 }, { "date": "2026-08-26", "pnl": 195.6827 }, { "date": "2026-08-27", "pnl": 195.6827 }, { "date": "2026-08-28", "pnl": 195.6827 }, { "date": "2026-08-31", "pnl": 195.6827 }, { "date": "2026-09-01", "pnl": 195.6827 }, { "date": "2026-09-02", "pnl": 195.6827 }, { "date": "2026-09-03", "pnl": 195.6827 }, { "date": "2026-09-04", "pnl": 195.6827 }, { "date": "2026-09-07", "pnl": 175.3443 }, { "date": "2026-09-08", "pnl": 204.3443 }, { "date": "2026-09-09", "pnl": 194.3443 }, { "date": "2026-09-10", "pnl": 174.3443 }, { "date": "2026-09-11", "pnl": 134.3443 }, { "date": "2026-09-14", "pnl": 119.3443 }, { "date": "2026-09-15", "pnl": 118.3443 }, { "date": "2026-09-16", "pnl": 132.3443 }, { "date": "2026-09-17", "pnl": 126.3443 }, { "date": "2026-09-18", "pnl": 97.0153 } ], "primary_entry_dates": [ "2025-09-23", "2025-10-15", "2025-10-29", "2025-11-12", "2025-11-26", "2025-12-10", "2025-12-24", "2026-01-09", "2026-01-23", "2026-02-06", "2026-03-02", "2026-03-16", "2026-03-30", "2026-04-14", "2026-04-28", "2026-05-15", "2026-05-29", "2026-06-12", "2026-06-29", "2026-07-13", "2026-07-27", "2026-08-10", "2026-08-24", "2026-09-07", "2026-09-21" ], "offsets": [ { "offset": 0, "hits": 6, "n": 9, "accuracy": 66.66666666666667, "coverage": 37.5, "mean_net": 10.77947778, "net": 97.0153, "drawdown": 120.9939, "momentum_net": -406.9847, "mean_net_advantage": 56.0 }, { "offset": 1, "hits": 4, "n": 9, "accuracy": 44.44444444444444, "coverage": 37.5, "mean_net": -7.66565556, "net": -68.9909, "drawdown": 199.3184, "momentum_net": -408.9909, "mean_net_advantage": 37.77777778 }, { "offset": 2, "hits": 5, "n": 9, "accuracy": 55.55555555555556, "coverage": 37.5, "mean_net": -5.77684444, "net": -51.9916, "drawdown": 125.0128, "momentum_net": -227.9916, "mean_net_advantage": 19.55555556 }, { "offset": 3, "hits": 5, "n": 7, "accuracy": 71.42857142857143, "coverage": 30.434782608695652, "mean_net": 18.47662857, "net": 129.3364, "drawdown": 107.0182, "momentum_net": 153.3364, "mean_net_advantage": -3.42857143 }, { "offset": 4, "hits": 9, "n": 11, "accuracy": 81.81818181818181, "coverage": 47.82608695652174, "mean_net": 24.06005455, "net": 264.6606, "drawdown": 197.3531, "momentum_net": 102.6606, "mean_net_advantage": 14.72727273 }, { "offset": 5, "hits": 5, "n": 8, "accuracy": 62.5, "coverage": 34.78260869565217, "mean_net": -1.665075, "net": -13.3206, "drawdown": 175.3466, "momentum_net": -15.3206, "mean_net_advantage": 0.25 }, { "offset": 6, "hits": 5, "n": 9, "accuracy": 55.55555555555556, "coverage": 39.130434782608695, "mean_net": -21.55315556, "net": -193.9784, "drawdown": 265.3584, "momentum_net": -113.9784, "mean_net_advantage": -8.88888889 }, { "offset": 7, "hits": 7, "n": 13, "accuracy": 53.84615384615385, "coverage": 56.52173913043478, "mean_net": -9.59009231, "net": -124.6712, "drawdown": 307.3306, "momentum_net": -88.6712, "mean_net_advantage": -2.76923077 }, { "offset": 8, "hits": 4, "n": 9, "accuracy": 44.44444444444444, "coverage": 39.130434782608695, "mean_net": -14.55185556, "net": -130.9667, "drawdown": 248.9985, "momentum_net": -348.9667, "mean_net_advantage": 24.22222222 }, { "offset": 9, "hits": 4, "n": 11, "accuracy": 36.36363636363637, "coverage": 47.82608695652174, "mean_net": -17.56976364, "net": -193.2674, "drawdown": 287.9748, "momentum_net": -419.2674, "mean_net_advantage": 20.54545455 } ], "quarters": [ { "quarter": "2025Q3", "hits": 1, "n": 1, "accuracy": 100.0, "coverage": 100.0, "net": 129.3384, "drawdown": 33.0 }, { "quarter": "2025Q4", "hits": 0, "n": 0, "accuracy": null, "coverage": 0.0, "net": 0.0, "drawdown": 0.0 }, { "quarter": "2026Q1", "hits": 1, "n": 1, "accuracy": 100.0, "coverage": 16.666666666666668, "net": 19.345, "drawdown": 28.0 }, { "quarter": "2026Q2", "hits": 3, "n": 4, "accuracy": 75.0, "coverage": 66.66666666666667, "net": 51.3064, "drawdown": 117.3394 }, { "quarter": "2026Q3", "hits": 1, "n": 3, "accuracy": 33.333333333333336, "coverage": 60.0, "net": -102.9745, "drawdown": 107.329 } ], "checks": { "至少20笔方向交易": false, "命中率95%区间下限高于50%": false, "费用后盈利且双倍费用仍盈利": true, "相同交易日优于10日动量": true, "多数有效季度盈利": false, "各抽样起点中位盈利与动量优势均为正": false }, "approved": false, "offset_median_mean_net": -6.72125, "offset_median_advantage": 17.14141414 }, { "horizon": 20, "opportunities": 12, "unmatured": 1, "invalid": 0, "n": 8, "hits": 6, "accuracy": 75.0, "interval": [ 40.92754303101773, 92.85207872478887 ], "neutral": 4, "coverage": 66.66666666666667, "net": 171.7115, "mean_net": 21.4639375, "net_win_rate": 62.5, "profit_factor": 2.50662978, "no_losses": false, "drawdown": 163.9634, "worst_open_close_loss": -112.0, "net_stress": 134.423, "directions": { "long": { "n": 3, "hits": 2, "net": 51.0107 }, "short": { "n": 5, "hits": 4, "net": 120.7008 } }, "benchmarks": { "long": { "hits": 3, "n": 8, "accuracy": 37.5, "net": -116.2885 }, "short": { "hits": 5, "n": 8, "accuracy": 62.5, "net": 41.7115 }, "momentum": { "hits": 4, "n": 8, "accuracy": 50.0, "net": 25.7115 } }, "curve": [ { "date": "2025-09-23", "pnl": 32.6625 }, { "date": "2025-09-24", "pnl": 15.6625 }, { "date": "2025-09-25", "pnl": 14.6625 }, { "date": "2025-09-26", "pnl": 59.6625 }, { "date": "2025-09-29", "pnl": 83.6625 }, { "date": "2025-09-30", "pnl": 119.6625 }, { "date": "2025-10-09", "pnl": 86.6625 }, { "date": "2025-10-10", "pnl": 87.6625 }, { "date": "2025-10-13", "pnl": 111.6625 }, { "date": "2025-10-14", "pnl": 131.6625 }, { "date": "2025-10-15", "pnl": 160.6625 }, { "date": "2025-10-16", "pnl": 153.6625 }, { "date": "2025-10-17", "pnl": 168.6625 }, { "date": "2025-10-20", "pnl": 157.6625 }, { "date": "2025-10-21", "pnl": 153.6625 }, { "date": "2025-10-22", "pnl": 125.6625 }, { "date": "2025-10-23", "pnl": 116.6625 }, { "date": "2025-10-24", "pnl": 122.6625 }, { "date": "2025-10-27", "pnl": 73.6625 }, { "date": "2025-10-28", "pnl": 65.332 }, { "date": "2025-10-29", "pnl": 65.332 }, { "date": "2025-10-30", "pnl": 65.332 }, { "date": "2025-10-31", "pnl": 65.332 }, { "date": "2025-11-03", "pnl": 65.332 }, { "date": "2025-11-04", "pnl": 65.332 }, { "date": "2025-11-05", "pnl": 65.332 }, { "date": "2025-11-06", "pnl": 65.332 }, { "date": "2025-11-07", "pnl": 65.332 }, { "date": "2025-11-10", "pnl": 65.332 }, { "date": "2025-11-11", "pnl": 65.332 }, { "date": "2025-11-12", "pnl": 65.332 }, { "date": "2025-11-13", "pnl": 65.332 }, { "date": "2025-11-14", "pnl": 65.332 }, { "date": "2025-11-17", "pnl": 65.332 }, { "date": "2025-11-18", "pnl": 65.332 }, { "date": "2025-11-19", "pnl": 65.332 }, { "date": "2025-11-20", "pnl": 65.332 }, { "date": "2025-11-21", "pnl": 65.332 }, { "date": "2025-11-24", "pnl": 65.332 }, { "date": "2025-11-25", "pnl": 65.332 }, { "date": "2025-11-26", "pnl": 65.332 }, { "date": "2025-11-27", "pnl": 65.332 }, { "date": "2025-11-28", "pnl": 65.332 }, { "date": "2025-12-01", "pnl": 65.332 }, { "date": "2025-12-02", "pnl": 65.332 }, { "date": "2025-12-03", "pnl": 65.332 }, { "date": "2025-12-04", "pnl": 65.332 }, { "date": "2025-12-05", "pnl": 65.332 }, { "date": "2025-12-08", "pnl": 65.332 }, { "date": "2025-12-09", "pnl": 65.332 }, { "date": "2025-12-10", "pnl": 65.332 }, { "date": "2025-12-11", "pnl": 65.332 }, { "date": "2025-12-12", "pnl": 65.332 }, { "date": "2025-12-15", "pnl": 65.332 }, { "date": "2025-12-16", "pnl": 65.332 }, { "date": "2025-12-17", "pnl": 65.332 }, { "date": "2025-12-18", "pnl": 65.332 }, { "date": "2025-12-19", "pnl": 65.332 }, { "date": "2025-12-22", "pnl": 65.332 }, { "date": "2025-12-23", "pnl": 65.332 }, { "date": "2025-12-24", "pnl": 65.332 }, { "date": "2025-12-25", "pnl": 65.332 }, { "date": "2025-12-26", "pnl": 65.332 }, { "date": "2025-12-29", "pnl": 65.332 }, { "date": "2025-12-30", "pnl": 65.332 }, { "date": "2025-12-31", "pnl": 65.332 }, { "date": "2026-01-05", "pnl": 65.332 }, { "date": "2026-01-06", "pnl": 65.332 }, { "date": "2026-01-07", "pnl": 65.332 }, { "date": "2026-01-08", "pnl": 65.332 }, { "date": "2026-01-09", "pnl": 65.332 }, { "date": "2026-01-12", "pnl": 65.332 }, { "date": "2026-01-13", "pnl": 65.332 }, { "date": "2026-01-14", "pnl": 65.332 }, { "date": "2026-01-15", "pnl": 65.332 }, { "date": "2026-01-16", "pnl": 65.332 }, { "date": "2026-01-19", "pnl": 65.332 }, { "date": "2026-01-20", "pnl": 65.332 }, { "date": "2026-01-21", "pnl": 65.332 }, { "date": "2026-01-22", "pnl": 65.332 }, { "date": "2026-01-23", "pnl": 45.0033 }, { "date": "2026-01-26", "pnl": 48.0033 }, { "date": "2026-01-27", "pnl": 61.0033 }, { "date": "2026-01-28", "pnl": 70.0033 }, { "date": "2026-01-29", "pnl": 42.0033 }, { "date": "2026-01-30", "pnl": 62.0033 }, { "date": "2026-02-02", "pnl": 89.0033 }, { "date": "2026-02-03", "pnl": 85.0033 }, { "date": "2026-02-04", "pnl": 76.0033 }, { "date": "2026-02-05", "pnl": 87.0033 }, { "date": "2026-02-06", "pnl": 99.0033 }, { "date": "2026-02-09", "pnl": 111.0033 }, { "date": "2026-02-10", "pnl": 130.0033 }, { "date": "2026-02-11", "pnl": 122.0033 }, { "date": "2026-02-12", "pnl": 132.0033 }, { "date": "2026-02-13", "pnl": 128.0033 }, { "date": "2026-02-24", "pnl": 155.0033 }, { "date": "2026-02-25", "pnl": 114.0033 }, { "date": "2026-02-26", "pnl": 132.0033 }, { "date": "2026-02-27", "pnl": 132.6818 }, { "date": "2026-03-02", "pnl": 129.36 }, { "date": "2026-03-03", "pnl": 129.36 }, { "date": "2026-03-04", "pnl": 136.36 }, { "date": "2026-03-05", "pnl": 139.36 }, { "date": "2026-03-06", "pnl": 118.36 }, { "date": "2026-03-09", "pnl": 78.36 }, { "date": "2026-03-10", "pnl": 92.36 }, { "date": "2026-03-11", "pnl": 79.36 }, { "date": "2026-03-12", "pnl": 73.36 }, { "date": "2026-03-13", "pnl": 53.36 }, { "date": "2026-03-16", "pnl": 49.36 }, { "date": "2026-03-17", "pnl": 35.36 }, { "date": "2026-03-18", "pnl": 38.36 }, { "date": "2026-03-19", "pnl": 46.36 }, { "date": "2026-03-20", "pnl": 51.36 }, { "date": "2026-03-23", "pnl": 18.36 }, { "date": "2026-03-24", "pnl": 24.36 }, { "date": "2026-03-25", "pnl": 35.36 }, { "date": "2026-03-26", "pnl": 43.36 }, { "date": "2026-03-27", "pnl": 47.0301 }, { "date": "2026-03-30", "pnl": 57.6991 }, { "date": "2026-03-31", "pnl": 44.6991 }, { "date": "2026-04-01", "pnl": 42.6991 }, { "date": "2026-04-02", "pnl": 29.6991 }, { "date": "2026-04-03", "pnl": 19.6991 }, { "date": "2026-04-07", "pnl": 9.6991 }, { "date": "2026-04-08", "pnl": 16.6991 }, { "date": "2026-04-09", "pnl": 4.6991 }, { "date": "2026-04-10", "pnl": 7.6991 }, { "date": "2026-04-13", "pnl": 12.6991 }, { "date": "2026-04-14", "pnl": 13.6991 }, { "date": "2026-04-15", "pnl": 24.6991 }, { "date": "2026-04-16", "pnl": 60.6991 }, { "date": "2026-04-17", "pnl": 58.6991 }, { "date": "2026-04-20", "pnl": 96.6991 }, { "date": "2026-04-21", "pnl": 100.6991 }, { "date": "2026-04-22", "pnl": 122.6991 }, { "date": "2026-04-23", "pnl": 119.6991 }, { "date": "2026-04-24", "pnl": 126.6991 }, { "date": "2026-04-27", "pnl": 126.3597 }, { "date": "2026-04-28", "pnl": 126.3597 }, { "date": "2026-04-29", "pnl": 126.3597 }, { "date": "2026-04-30", "pnl": 126.3597 }, { "date": "2026-05-06", "pnl": 126.3597 }, { "date": "2026-05-07", "pnl": 126.3597 }, { "date": "2026-05-08", "pnl": 126.3597 }, { "date": "2026-05-11", "pnl": 126.3597 }, { "date": "2026-05-12", "pnl": 126.3597 }, { "date": "2026-05-13", "pnl": 126.3597 }, { "date": "2026-05-14", "pnl": 126.3597 }, { "date": "2026-05-15", "pnl": 126.3597 }, { "date": "2026-05-18", "pnl": 126.3597 }, { "date": "2026-05-19", "pnl": 126.3597 }, { "date": "2026-05-20", "pnl": 126.3597 }, { "date": "2026-05-21", "pnl": 126.3597 }, { "date": "2026-05-22", "pnl": 126.3597 }, { "date": "2026-05-25", "pnl": 126.3597 }, { "date": "2026-05-26", "pnl": 126.3597 }, { "date": "2026-05-27", "pnl": 126.3597 }, { "date": "2026-05-28", "pnl": 126.3597 }, { "date": "2026-05-29", "pnl": 120.0219 }, { "date": "2026-06-01", "pnl": 102.0219 }, { "date": "2026-06-02", "pnl": 103.0219 }, { "date": "2026-06-03", "pnl": 116.0219 }, { "date": "2026-06-04", "pnl": 125.0219 }, { "date": "2026-06-05", "pnl": 121.0219 }, { "date": "2026-06-08", "pnl": 129.0219 }, { "date": "2026-06-09", "pnl": 141.0219 }, { "date": "2026-06-10", "pnl": 122.0219 }, { "date": "2026-06-11", "pnl": 144.0219 }, { "date": "2026-06-12", "pnl": 123.0219 }, { "date": "2026-06-15", "pnl": 105.0219 }, { "date": "2026-06-16", "pnl": 120.0219 }, { "date": "2026-06-17", "pnl": 131.0219 }, { "date": "2026-06-18", "pnl": 153.0219 }, { "date": "2026-06-22", "pnl": 164.0219 }, { "date": "2026-06-23", "pnl": 175.0219 }, { "date": "2026-06-24", "pnl": 177.0219 }, { "date": "2026-06-25", "pnl": 190.0219 }, { "date": "2026-06-26", "pnl": 183.6903 }, { "date": "2026-06-29", "pnl": 172.3593 }, { "date": "2026-06-30", "pnl": 176.3593 }, { "date": "2026-07-01", "pnl": 206.3593 }, { "date": "2026-07-02", "pnl": 208.3593 }, { "date": "2026-07-03", "pnl": 212.3593 }, { "date": "2026-07-06", "pnl": 202.3593 }, { "date": "2026-07-07", "pnl": 208.3593 }, { "date": "2026-07-08", "pnl": 191.3593 }, { "date": "2026-07-09", "pnl": 193.3593 }, { "date": "2026-07-10", "pnl": 200.3593 }, { "date": "2026-07-13", "pnl": 219.3593 }, { "date": "2026-07-14", "pnl": 189.3593 }, { "date": "2026-07-15", "pnl": 164.3593 }, { "date": "2026-07-16", "pnl": 167.3593 }, { "date": "2026-07-17", "pnl": 173.3593 }, { "date": "2026-07-20", "pnl": 193.3593 }, { "date": "2026-07-21", "pnl": 194.3593 }, { "date": "2026-07-22", "pnl": 209.3593 }, { "date": "2026-07-23", "pnl": 200.3593 }, { "date": "2026-07-24", "pnl": 200.0304 }, { "date": "2026-07-27", "pnl": 199.7012 }, { "date": "2026-07-28", "pnl": 186.7012 }, { "date": "2026-07-29", "pnl": 191.7012 }, { "date": "2026-07-30", "pnl": 145.7012 }, { "date": "2026-07-31", "pnl": 125.7012 }, { "date": "2026-08-03", "pnl": 102.7012 }, { "date": "2026-08-04", "pnl": 106.7012 }, { "date": "2026-08-05", "pnl": 112.7012 }, { "date": "2026-08-06", "pnl": 141.7012 }, { "date": "2026-08-07", "pnl": 148.7012 }, { "date": "2026-08-10", "pnl": 140.7012 }, { "date": "2026-08-11", "pnl": 149.7012 }, { "date": "2026-08-12", "pnl": 144.7012 }, { "date": "2026-08-13", "pnl": 138.7012 }, { "date": "2026-08-14", "pnl": 165.7012 }, { "date": "2026-08-17", "pnl": 176.7012 }, { "date": "2026-08-18", "pnl": 186.7012 }, { "date": "2026-08-19", "pnl": 191.7012 }, { "date": "2026-08-20", "pnl": 196.7012 }, { "date": "2026-08-21", "pnl": 198.3717 }, { "date": "2026-08-24", "pnl": 232.0405 }, { "date": "2026-08-25", "pnl": 233.0405 }, { "date": "2026-08-26", "pnl": 231.0405 }, { "date": "2026-08-27", "pnl": 230.0405 }, { "date": "2026-08-28", "pnl": 257.0405 }, { "date": "2026-08-31", "pnl": 295.0405 }, { "date": "2026-09-01", "pnl": 272.0405 }, { "date": "2026-09-02", "pnl": 249.0405 }, { "date": "2026-09-03", "pnl": 252.0405 }, { "date": "2026-09-04", "pnl": 265.0405 }, { "date": "2026-09-07", "pnl": 250.0405 }, { "date": "2026-09-08", "pnl": 279.0405 }, { "date": "2026-09-09", "pnl": 269.0405 }, { "date": "2026-09-10", "pnl": 249.0405 }, { "date": "2026-09-11", "pnl": 209.0405 }, { "date": "2026-09-14", "pnl": 194.0405 }, { "date": "2026-09-15", "pnl": 193.0405 }, { "date": "2026-09-16", "pnl": 207.0405 }, { "date": "2026-09-17", "pnl": 201.0405 }, { "date": "2026-09-18", "pnl": 171.7115 } ], "primary_entry_dates": [ "2025-09-23", "2025-10-29", "2025-11-26", "2025-12-24", "2026-01-23", "2026-03-02", "2026-03-30", "2026-04-28", "2026-05-29", "2026-06-29", "2026-07-27", "2026-08-24", "2026-09-21" ], "offsets": [ { "offset": 0, "hits": 6, "n": 8, "accuracy": 75.0, "coverage": 66.66666666666667, "mean_net": 21.4639375, "net": 171.7115, "drawdown": 163.9634, "momentum_net": 25.7115, "mean_net_advantage": 18.25 }, { "offset": 1, "hits": 3, "n": 6, "accuracy": 50.0, "coverage": 50.0, "mean_net": -3.16478333, "net": -18.9887, "drawdown": 291.3196, "momentum_net": -18.9887, "mean_net_advantage": 0.0 }, { "offset": 2, "hits": 7, "n": 9, "accuracy": 77.77777777777777, "coverage": 75.0, "mean_net": 28.00464444, "net": 252.0418, "drawdown": 152.3038, "momentum_net": -137.9582, "mean_net_advantage": 43.33333333 }, { "offset": 3, "hits": 6, "n": 6, "accuracy": 100.0, "coverage": 54.54545454545455, "mean_net": 44.6729, "net": 268.0374, "drawdown": 144.6592, "momentum_net": 74.0374, "mean_net_advantage": 32.33333333 }, { "offset": 4, "hits": 5, "n": 5, "accuracy": 100.0, "coverage": 45.45454545454545, "mean_net": 61.94246, "net": 309.7123, "drawdown": 141.0, "momentum_net": 115.7123, "mean_net_advantage": 38.8 }, { "offset": 5, "hits": 5, "n": 5, "accuracy": 100.0, "coverage": 45.45454545454545, "mean_net": 77.54318, "net": 387.7159, "drawdown": 141.0, "momentum_net": -72.2841, "mean_net_advantage": 92.0 }, { "offset": 6, "hits": 5, "n": 6, "accuracy": 83.33333333333333, "coverage": 54.54545454545455, "mean_net": 34.50675, "net": 207.0405, "drawdown": 292.655, "momentum_net": -220.9595, "mean_net_advantage": 71.33333333 }, { "offset": 7, "hits": 5, "n": 6, "accuracy": 83.33333333333333, "coverage": 54.54545454545455, "mean_net": 26.50695, "net": 159.0417, "drawdown": 307.341, "momentum_net": -190.9583, "mean_net_advantage": 58.33333333 }, { "offset": 8, "hits": 5, "n": 6, "accuracy": 83.33333333333333, "coverage": 54.54545454545455, "mean_net": 18.84101667, "net": 113.0461, "drawdown": 320.3371, "momentum_net": -190.9539, "mean_net_advantage": 50.66666667 }, { "offset": 9, "hits": 4, "n": 5, "accuracy": 80.0, "coverage": 45.45454545454545, "mean_net": 11.13854, "net": 55.6927, "drawdown": 285.3383, "momentum_net": -358.3073, "mean_net_advantage": 82.8 }, { "offset": 10, "hits": 4, "n": 7, "accuracy": 57.142857142857146, "coverage": 63.63636363636363, "mean_net": -7.6599, "net": -53.6193, "drawdown": 370.6505, "momentum_net": -315.6193, "mean_net_advantage": 37.42857143 }, { "offset": 11, "hits": 4, "n": 9, "accuracy": 44.44444444444444, "coverage": 81.81818181818181, "mean_net": -8.54898889, "net": -76.9409, "drawdown": 356.3135, "momentum_net": -306.9409, "mean_net_advantage": 25.55555556 }, { "offset": 12, "hits": 3, "n": 6, "accuracy": 50.0, "coverage": 54.54545454545455, "mean_net": -3.3275, "net": -19.965, "drawdown": 201.9796, "momentum_net": -87.965, "mean_net_advantage": 11.33333333 }, { "offset": 13, "hits": 5, "n": 8, "accuracy": 62.5, "coverage": 72.72727272727273, "mean_net": 7.4617625, "net": 59.6941, "drawdown": 322.2929, "momentum_net": -294.3059, "mean_net_advantage": 44.25 }, { "offset": 14, "hits": 5, "n": 8, "accuracy": 62.5, "coverage": 72.72727272727273, "mean_net": 6.58655, "net": 52.6924, "drawdown": 333.9728, "momentum_net": -165.3076, "mean_net_advantage": 27.25 }, { "offset": 15, "hits": 3, "n": 5, "accuracy": 60.0, "coverage": 45.45454545454545, "mean_net": -5.26298, "net": -26.3149, "drawdown": 183.6376, "momentum_net": -26.3149, "mean_net_advantage": 0.0 }, { "offset": 16, "hits": 3, "n": 5, "accuracy": 60.0, "coverage": 45.45454545454545, "mean_net": -2.06694, "net": -10.3347, "drawdown": 231.3372, "momentum_net": 39.6653, "mean_net_advantage": -10.0 }, { "offset": 17, "hits": 4, "n": 7, "accuracy": 57.142857142857146, "coverage": 63.63636363636363, "mean_net": 3.9056, "net": 27.3392, "drawdown": 233.3136, "momentum_net": 105.3392, "mean_net_advantage": -11.14285714 }, { "offset": 18, "hits": 5, "n": 6, "accuracy": 83.33333333333333, "coverage": 54.54545454545455, "mean_net": 12.00426667, "net": 72.0256, "drawdown": 158.6633, "momentum_net": 64.0256, "mean_net_advantage": 1.33333333 }, { "offset": 19, "hits": 5, "n": 6, "accuracy": 83.33333333333333, "coverage": 54.54545454545455, "mean_net": 20.50661667, "net": 123.0397, "drawdown": 159.3051, "momentum_net": 121.0397, "mean_net_advantage": 0.33333333 } ], "quarters": [ { "quarter": "2025Q3", "hits": 1, "n": 1, "accuracy": 100.0, "coverage": 100.0, "net": 65.332, "drawdown": 103.3305 }, { "quarter": "2025Q4", "hits": 0, "n": 0, "accuracy": null, "coverage": 0.0, "net": 0.0, "drawdown": 0.0 }, { "quarter": "2026Q1", "hits": 2, "n": 3, "accuracy": 66.66666666666667, "coverage": 100.0, "net": 61.0277, "drawdown": 150.3042 }, { "quarter": "2026Q2", "hits": 2, "n": 2, "accuracy": 100.0, "coverage": 66.66666666666667, "net": 73.6707, "drawdown": 55.0 }, { "quarter": "2026Q3", "hits": 1, "n": 2, "accuracy": 50.0, "coverage": 100.0, "net": -28.3189, "drawdown": 123.329 } ], "checks": { "至少20笔方向交易": false, "命中率95%区间下限高于50%": false, "费用后盈利且双倍费用仍盈利": true, "相同交易日优于10日动量": true, "多数有效季度盈利": true, "各抽样起点中位盈利与动量优势均为正": true }, "approved": false, "offset_median_mean_net": 11.57140333, "offset_median_advantage": 29.79166667 } ] }, "latest": { "start": "2025-10-15", "end": "2026-10-14", "summary": [ { "horizon": 5, "opportunities": 48, "unmatured": 1, "invalid": 0, "n": 15, "hits": 11, "accuracy": 73.33333333333333, "interval": [ 48.04956594402011, 89.10254667430735 ], "neutral": 33, "coverage": 31.25, "net": 43.0025, "mean_net": 2.86683333, "net_win_rate": 66.66666666666667, "profit_factor": 1.2084134, "no_losses": false, "drawdown": 139.3052, "worst_open_close_loss": -72.0, "net_stress": -26.995, "directions": { "long": { "n": 4, "hits": 2, "net": -119.6439 }, "short": { "n": 11, "hits": 9, "net": 162.6464 } }, "benchmarks": { "long": { "hits": 4, "n": 15, "accuracy": 26.666666666666668, "net": -384.9975 }, "short": { "hits": 11, "n": 15, "accuracy": 73.33333333333333, "net": 245.0025 }, "momentum": { "hits": 10, "n": 15, "accuracy": 66.66666666666667, "net": -54.9975 } }, "curve": [ { "date": "2025-10-15", "pnl": 0.0 }, { "date": "2025-10-16", "pnl": 0.0 }, { "date": "2025-10-17", "pnl": 0.0 }, { "date": "2025-10-20", "pnl": 0.0 }, { "date": "2025-10-21", "pnl": 0.0 }, { "date": "2025-10-22", "pnl": 0.0 }, { "date": "2025-10-23", "pnl": 0.0 }, { "date": "2025-10-24", "pnl": 0.0 }, { "date": "2025-10-27", "pnl": 0.0 }, { "date": "2025-10-28", "pnl": 0.0 }, { "date": "2025-10-29", "pnl": 0.0 }, { "date": "2025-10-30", "pnl": 0.0 }, { "date": "2025-10-31", "pnl": 0.0 }, { "date": "2025-11-03", "pnl": 0.0 }, { "date": "2025-11-04", "pnl": 0.0 }, { "date": "2025-11-05", "pnl": 0.0 }, { "date": "2025-11-06", "pnl": 0.0 }, { "date": "2025-11-07", "pnl": 0.0 }, { "date": "2025-11-10", "pnl": 0.0 }, { "date": "2025-11-11", "pnl": 0.0 }, { "date": "2025-11-12", "pnl": 0.0 }, { "date": "2025-11-13", "pnl": 0.0 }, { "date": "2025-11-14", "pnl": 0.0 }, { "date": "2025-11-17", "pnl": 0.0 }, { "date": "2025-11-18", "pnl": 0.0 }, { "date": "2025-11-19", "pnl": 0.0 }, { "date": "2025-11-20", "pnl": 0.0 }, { "date": "2025-11-21", "pnl": 0.0 }, { "date": "2025-11-24", "pnl": 0.0 }, { "date": "2025-11-25", "pnl": 0.0 }, { "date": "2025-11-26", "pnl": 0.0 }, { "date": "2025-11-27", "pnl": 0.0 }, { "date": "2025-11-28", "pnl": 0.0 }, { "date": "2025-12-01", "pnl": 0.0 }, { "date": "2025-12-02", "pnl": 0.0 }, { "date": "2025-12-03", "pnl": 0.0 }, { "date": "2025-12-04", "pnl": 0.0 }, { "date": "2025-12-05", "pnl": 0.0 }, { "date": "2025-12-08", "pnl": 0.0 }, { "date": "2025-12-09", "pnl": 0.0 }, { "date": "2025-12-10", "pnl": 0.0 }, { "date": "2025-12-11", "pnl": 0.0 }, { "date": "2025-12-12", "pnl": 0.0 }, { "date": "2025-12-15", "pnl": 0.0 }, { "date": "2025-12-16", "pnl": 0.0 }, { "date": "2025-12-17", "pnl": 0.0 }, { "date": "2025-12-18", "pnl": 0.0 }, { "date": "2025-12-19", "pnl": 0.0 }, { "date": "2025-12-22", "pnl": 0.0 }, { "date": "2025-12-23", "pnl": 0.0 }, { "date": "2025-12-24", "pnl": 0.0 }, { "date": "2025-12-25", "pnl": 0.0 }, { "date": "2025-12-26", "pnl": 0.0 }, { "date": "2025-12-29", "pnl": 0.0 }, { "date": "2025-12-30", "pnl": 0.0 }, { "date": "2025-12-31", "pnl": 0.0 }, { "date": "2026-01-05", "pnl": 0.0 }, { "date": "2026-01-06", "pnl": 0.0 }, { "date": "2026-01-07", "pnl": 0.0 }, { "date": "2026-01-08", "pnl": 0.0 }, { "date": "2026-01-09", "pnl": 0.0 }, { "date": "2026-01-12", "pnl": 0.0 }, { "date": "2026-01-13", "pnl": 0.0 }, { "date": "2026-01-14", "pnl": 0.0 }, { "date": "2026-01-15", "pnl": 0.0 }, { "date": "2026-01-16", "pnl": 0.0 }, { "date": "2026-01-19", "pnl": 0.0 }, { "date": "2026-01-20", "pnl": 0.0 }, { "date": "2026-01-21", "pnl": 0.0 }, { "date": "2026-01-22", "pnl": 0.0 }, { "date": "2026-01-23", "pnl": -20.3287 }, { "date": "2026-01-26", "pnl": -17.3287 }, { "date": "2026-01-27", "pnl": -4.3287 }, { "date": "2026-01-28", "pnl": 4.6713 }, { "date": "2026-01-29", "pnl": -25.6595 }, { "date": "2026-01-30", "pnl": -5.9905 }, { "date": "2026-02-02", "pnl": 21.0095 }, { "date": "2026-02-03", "pnl": 17.0095 }, { "date": "2026-02-04", "pnl": 8.0095 }, { "date": "2026-02-05", "pnl": 16.6832 }, { "date": "2026-02-06", "pnl": 16.6832 }, { "date": "2026-02-09", "pnl": 16.6832 }, { "date": "2026-02-10", "pnl": 16.6832 }, { "date": "2026-02-11", "pnl": 16.6832 }, { "date": "2026-02-12", "pnl": 16.6832 }, { "date": "2026-02-13", "pnl": 16.6832 }, { "date": "2026-02-24", "pnl": 16.6832 }, { "date": "2026-02-25", "pnl": 16.6832 }, { "date": "2026-02-26", "pnl": 16.6832 }, { "date": "2026-02-27", "pnl": 16.6832 }, { "date": "2026-03-02", "pnl": 16.6832 }, { "date": "2026-03-03", "pnl": 16.6832 }, { "date": "2026-03-04", "pnl": 16.6832 }, { "date": "2026-03-05", "pnl": 16.6832 }, { "date": "2026-03-06", "pnl": 16.6832 }, { "date": "2026-03-09", "pnl": 16.6832 }, { "date": "2026-03-10", "pnl": 16.6832 }, { "date": "2026-03-11", "pnl": 16.6832 }, { "date": "2026-03-12", "pnl": 16.6832 }, { "date": "2026-03-13", "pnl": 16.6832 }, { "date": "2026-03-16", "pnl": 16.6832 }, { "date": "2026-03-17", "pnl": 16.6832 }, { "date": "2026-03-18", "pnl": 16.6832 }, { "date": "2026-03-19", "pnl": 16.6832 }, { "date": "2026-03-20", "pnl": 16.6832 }, { "date": "2026-03-23", "pnl": 16.6832 }, { "date": "2026-03-24", "pnl": 16.6832 }, { "date": "2026-03-25", "pnl": 16.6832 }, { "date": "2026-03-26", "pnl": 16.6832 }, { "date": "2026-03-27", "pnl": 16.6832 }, { "date": "2026-03-30", "pnl": 16.6832 }, { "date": "2026-03-31", "pnl": 16.6832 }, { "date": "2026-04-01", "pnl": 16.6832 }, { "date": "2026-04-02", "pnl": 16.6832 }, { "date": "2026-04-03", "pnl": 16.6832 }, { "date": "2026-04-07", "pnl": 16.6832 }, { "date": "2026-04-08", "pnl": 16.6832 }, { "date": "2026-04-09", "pnl": 16.6832 }, { "date": "2026-04-10", "pnl": 16.6832 }, { "date": "2026-04-13", "pnl": 16.6832 }, { "date": "2026-04-14", "pnl": 16.6832 }, { "date": "2026-04-15", "pnl": 16.6832 }, { "date": "2026-04-16", "pnl": 16.6832 }, { "date": "2026-04-17", "pnl": 16.6832 }, { "date": "2026-04-20", "pnl": 16.6832 }, { "date": "2026-04-21", "pnl": 10.347 }, { "date": "2026-04-22", "pnl": -11.653 }, { "date": "2026-04-23", "pnl": -8.653 }, { "date": "2026-04-24", "pnl": -15.653 }, { "date": "2026-04-27", "pnl": -19.9924 }, { "date": "2026-04-28", "pnl": -19.9924 }, { "date": "2026-04-29", "pnl": -19.9924 }, { "date": "2026-04-30", "pnl": -19.9924 }, { "date": "2026-05-06", "pnl": -19.9924 }, { "date": "2026-05-07", "pnl": -19.9924 }, { "date": "2026-05-08", "pnl": -19.9924 }, { "date": "2026-05-11", "pnl": -19.9924 }, { "date": "2026-05-12", "pnl": -19.9924 }, { "date": "2026-05-13", "pnl": -19.9924 }, { "date": "2026-05-14", "pnl": -19.9924 }, { "date": "2026-05-15", "pnl": 9.6598 }, { "date": "2026-05-18", "pnl": 26.6598 }, { "date": "2026-05-19", "pnl": 27.6598 }, { "date": "2026-05-20", "pnl": 37.6598 }, { "date": "2026-05-21", "pnl": 59.3204 }, { "date": "2026-05-22", "pnl": 65.981 }, { "date": "2026-05-25", "pnl": 18.981 }, { "date": "2026-05-26", "pnl": 84.981 }, { "date": "2026-05-27", "pnl": 87.981 }, { "date": "2026-05-28", "pnl": 83.6445 }, { "date": "2026-05-29", "pnl": 77.3067 }, { "date": "2026-06-01", "pnl": 59.3067 }, { "date": "2026-06-02", "pnl": 60.3067 }, { "date": "2026-06-03", "pnl": 73.3067 }, { "date": "2026-06-04", "pnl": 79.969 }, { "date": "2026-06-05", "pnl": 68.6318 }, { "date": "2026-06-08", "pnl": 76.6318 }, { "date": "2026-06-09", "pnl": 88.6318 }, { "date": "2026-06-10", "pnl": 69.6318 }, { "date": "2026-06-11", "pnl": 89.296 }, { "date": "2026-06-12", "pnl": 72.9595 }, { "date": "2026-06-15", "pnl": 54.9595 }, { "date": "2026-06-16", "pnl": 69.9595 }, { "date": "2026-06-17", "pnl": 80.9595 }, { "date": "2026-06-18", "pnl": 100.6246 }, { "date": "2026-06-22", "pnl": 110.2896 }, { "date": "2026-06-23", "pnl": 121.2896 }, { "date": "2026-06-24", "pnl": 123.2896 }, { "date": "2026-06-25", "pnl": 136.2896 }, { "date": "2026-06-26", "pnl": 129.958 }, { "date": "2026-06-29", "pnl": 129.958 }, { "date": "2026-06-30", "pnl": 129.958 }, { "date": "2026-07-01", "pnl": 129.958 }, { "date": "2026-07-02", "pnl": 129.958 }, { "date": "2026-07-03", "pnl": 129.958 }, { "date": "2026-07-06", "pnl": 129.958 }, { "date": "2026-07-07", "pnl": 129.958 }, { "date": "2026-07-08", "pnl": 129.958 }, { "date": "2026-07-09", "pnl": 129.958 }, { "date": "2026-07-10", "pnl": 129.958 }, { "date": "2026-07-13", "pnl": 129.958 }, { "date": "2026-07-14", "pnl": 129.958 }, { "date": "2026-07-15", "pnl": 129.958 }, { "date": "2026-07-16", "pnl": 129.958 }, { "date": "2026-07-17", "pnl": 129.958 }, { "date": "2026-07-20", "pnl": 129.958 }, { "date": "2026-07-21", "pnl": 129.958 }, { "date": "2026-07-22", "pnl": 129.958 }, { "date": "2026-07-23", "pnl": 129.958 }, { "date": "2026-07-24", "pnl": 129.958 }, { "date": "2026-07-27", "pnl": 129.6288 }, { "date": "2026-07-28", "pnl": 116.6288 }, { "date": "2026-07-29", "pnl": 121.6288 }, { "date": "2026-07-30", "pnl": 75.6288 }, { "date": "2026-07-31", "pnl": 53.3068 }, { "date": "2026-08-03", "pnl": 26.9847 }, { "date": "2026-08-04", "pnl": 30.9847 }, { "date": "2026-08-05", "pnl": 36.9847 }, { "date": "2026-08-06", "pnl": 65.9847 }, { "date": "2026-08-07", "pnl": 70.6604 }, { "date": "2026-08-10", "pnl": 70.6604 }, { "date": "2026-08-11", "pnl": 70.6604 }, { "date": "2026-08-12", "pnl": 70.6604 }, { "date": "2026-08-13", "pnl": 70.6604 }, { "date": "2026-08-14", "pnl": 70.6604 }, { "date": "2026-08-17", "pnl": 70.6604 }, { "date": "2026-08-18", "pnl": 70.6604 }, { "date": "2026-08-19", "pnl": 70.6604 }, { "date": "2026-08-20", "pnl": 70.6604 }, { "date": "2026-08-21", "pnl": 70.6604 }, { "date": "2026-08-24", "pnl": 70.6604 }, { "date": "2026-08-25", "pnl": 70.6604 }, { "date": "2026-08-26", "pnl": 70.6604 }, { "date": "2026-08-27", "pnl": 70.6604 }, { "date": "2026-08-28", "pnl": 70.6604 }, { "date": "2026-08-31", "pnl": 106.3231 }, { "date": "2026-09-01", "pnl": 83.3231 }, { "date": "2026-09-02", "pnl": 60.3231 }, { "date": "2026-09-03", "pnl": 63.3231 }, { "date": "2026-09-04", "pnl": 73.985 }, { "date": "2026-09-07", "pnl": 53.6466 }, { "date": "2026-09-08", "pnl": 82.6466 }, { "date": "2026-09-09", "pnl": 72.6466 }, { "date": "2026-09-10", "pnl": 52.6466 }, { "date": "2026-09-11", "pnl": 10.3141 }, { "date": "2026-09-14", "pnl": 10.3141 }, { "date": "2026-09-15", "pnl": 10.3141 }, { "date": "2026-09-16", "pnl": 10.3141 }, { "date": "2026-09-17", "pnl": 10.3141 }, { "date": "2026-09-18", "pnl": 10.3141 }, { "date": "2026-09-21", "pnl": -3.0156 }, { "date": "2026-09-22", "pnl": 5.9844 }, { "date": "2026-09-23", "pnl": 3.9844 }, { "date": "2026-09-24", "pnl": 6.9844 }, { "date": "2026-09-28", "pnl": 20.6562 }, { "date": "2026-09-29", "pnl": 24.328 }, { "date": "2026-09-30", "pnl": 26.328 }, { "date": "2026-10-08", "pnl": 58.328 }, { "date": "2026-10-09", "pnl": 45.328 }, { "date": "2026-10-12", "pnl": 43.0025 } ], "primary_entry_dates": [ "2025-10-15", "2025-10-22", "2025-10-29", "2025-11-05", "2025-11-12", "2025-11-19", "2025-11-26", "2025-12-03", "2025-12-10", "2025-12-17", "2025-12-24", "2025-12-31", "2026-01-09", "2026-01-16", "2026-01-23", "2026-01-30", "2026-02-06", "2026-02-13", "2026-03-02", "2026-03-09", "2026-03-16", "2026-03-23", "2026-03-30", "2026-04-07", "2026-04-14", "2026-04-21", "2026-04-28", "2026-05-08", "2026-05-15", "2026-05-22", "2026-05-29", "2026-06-05", "2026-06-12", "2026-06-22", "2026-06-29", "2026-07-06", "2026-07-13", "2026-07-20", "2026-07-27", "2026-08-03", "2026-08-10", "2026-08-17", "2026-08-24", "2026-08-31", "2026-09-07", "2026-09-14", "2026-09-21", "2026-09-29", "2026-10-13" ], "offsets": [ { "offset": 0, "hits": 11, "n": 15, "accuracy": 73.33333333333333, "coverage": 31.25, "mean_net": 2.86683333, "net": 43.0025, "drawdown": 139.3052, "momentum_net": -54.9975, "mean_net_advantage": 6.53333333 }, { "offset": 1, "hits": 12, "n": 17, "accuracy": 70.58823529411765, "coverage": 35.416666666666664, "mean_net": -0.49167647, "net": -8.3585, "drawdown": 142.6854, "momentum_net": -228.3585, "mean_net_advantage": 12.94117647 }, { "offset": 2, "hits": 10, "n": 16, "accuracy": 62.5, "coverage": 33.333333333333336, "mean_net": 12.3303875, "net": 197.2862, "drawdown": 91.0029, "momentum_net": 21.2862, "mean_net_advantage": 11.0 }, { "offset": 3, "hits": 11, "n": 17, "accuracy": 64.70588235294117, "coverage": 36.170212765957444, "mean_net": 3.21694118, "net": 54.688, "drawdown": 105.6576, "momentum_net": -49.312, "mean_net_advantage": 6.11764706 }, { "offset": 4, "hits": 12, "n": 16, "accuracy": 75.0, "coverage": 34.04255319148936, "mean_net": 11.832975, "net": 189.3276, "drawdown": 97.3461, "momentum_net": 69.3276, "mean_net_advantage": 7.5 } ], "quarters": [ { "quarter": "2025Q4", "hits": 0, "n": 0, "accuracy": null, "coverage": 0.0, "net": 0.0, "drawdown": 0.0 }, { "quarter": "2026Q1", "hits": 1, "n": 2, "accuracy": 50.0, "coverage": 18.181818181818183, "net": 16.6832, "drawdown": 30.3308 }, { "quarter": "2026Q2", "hits": 6, "n": 7, "accuracy": 85.71428571428571, "coverage": 58.333333333333336, "net": 113.2748, "drawdown": 47.0 }, { "quarter": "2026Q3", "hits": 4, "n": 6, "accuracy": 66.66666666666667, "coverage": 46.15384615384615, "net": -86.9555, "drawdown": 132.9736 }, { "quarter": "2026Q4", "hits": 0, "n": 0, "accuracy": null, "coverage": null, "net": 0.0, "drawdown": 0.0 } ], "checks": { "至少20笔方向交易": false, "命中率95%区间下限高于50%": false, "费用后盈利且双倍费用仍盈利": false, "相同交易日优于10日动量": true, "多数有效季度盈利": true, "各抽样起点中位盈利与动量优势均为正": true }, "approved": false, "offset_median_mean_net": 3.21694118, "offset_median_advantage": 7.5 }, { "horizon": 10, "opportunities": 24, "unmatured": 1, "invalid": 0, "n": 9, "hits": 6, "accuracy": 66.66666666666667, "interval": [ 35.420213558040345, 87.94161816130857 ], "neutral": 15, "coverage": 37.5, "net": 5.0217, "mean_net": 0.55796667, "net_win_rate": 66.66666666666667, "profit_factor": 1.01866883, "no_losses": false, "drawdown": 122.6358, "worst_open_close_loss": -112.0, "net_stress": -36.9566, "directions": { "long": { "n": 3, "hits": 1, "net": -102.9745 }, "short": { "n": 6, "hits": 5, "net": 107.9962 } }, "benchmarks": { "long": { "hits": 2, "n": 9, "accuracy": 22.22222222222222, "net": -266.9783 }, "short": { "hits": 7, "n": 9, "accuracy": 77.77777777777777, "net": 183.0217 }, "momentum": { "hits": 5, "n": 9, "accuracy": 55.55555555555556, "net": -230.9783 } }, "curve": [ { "date": "2025-10-15", "pnl": 0.0 }, { "date": "2025-10-16", "pnl": 0.0 }, { "date": "2025-10-17", "pnl": 0.0 }, { "date": "2025-10-20", "pnl": 0.0 }, { "date": "2025-10-21", "pnl": 0.0 }, { "date": "2025-10-22", "pnl": 0.0 }, { "date": "2025-10-23", "pnl": 0.0 }, { "date": "2025-10-24", "pnl": 0.0 }, { "date": "2025-10-27", "pnl": 0.0 }, { "date": "2025-10-28", "pnl": 0.0 }, { "date": "2025-10-29", "pnl": 0.0 }, { "date": "2025-10-30", "pnl": 0.0 }, { "date": "2025-10-31", "pnl": 0.0 }, { "date": "2025-11-03", "pnl": 0.0 }, { "date": "2025-11-04", "pnl": 0.0 }, { "date": "2025-11-05", "pnl": 0.0 }, { "date": "2025-11-06", "pnl": 0.0 }, { "date": "2025-11-07", "pnl": 0.0 }, { "date": "2025-11-10", "pnl": 0.0 }, { "date": "2025-11-11", "pnl": 0.0 }, { "date": "2025-11-12", "pnl": 0.0 }, { "date": "2025-11-13", "pnl": 0.0 }, { "date": "2025-11-14", "pnl": 0.0 }, { "date": "2025-11-17", "pnl": 0.0 }, { "date": "2025-11-18", "pnl": 0.0 }, { "date": "2025-11-19", "pnl": 0.0 }, { "date": "2025-11-20", "pnl": 0.0 }, { "date": "2025-11-21", "pnl": 0.0 }, { "date": "2025-11-24", "pnl": 0.0 }, { "date": "2025-11-25", "pnl": 0.0 }, { "date": "2025-11-26", "pnl": 0.0 }, { "date": "2025-11-27", "pnl": 0.0 }, { "date": "2025-11-28", "pnl": 0.0 }, { "date": "2025-12-01", "pnl": 0.0 }, { "date": "2025-12-02", "pnl": 0.0 }, { "date": "2025-12-03", "pnl": 0.0 }, { "date": "2025-12-04", "pnl": 0.0 }, { "date": "2025-12-05", "pnl": 0.0 }, { "date": "2025-12-08", "pnl": 0.0 }, { "date": "2025-12-09", "pnl": 0.0 }, { "date": "2025-12-10", "pnl": 0.0 }, { "date": "2025-12-11", "pnl": 0.0 }, { "date": "2025-12-12", "pnl": 0.0 }, { "date": "2025-12-15", "pnl": 0.0 }, { "date": "2025-12-16", "pnl": 0.0 }, { "date": "2025-12-17", "pnl": 0.0 }, { "date": "2025-12-18", "pnl": 0.0 }, { "date": "2025-12-19", "pnl": 0.0 }, { "date": "2025-12-22", "pnl": 0.0 }, { "date": "2025-12-23", "pnl": 0.0 }, { "date": "2025-12-24", "pnl": 0.0 }, { "date": "2025-12-25", "pnl": 0.0 }, { "date": "2025-12-26", "pnl": 0.0 }, { "date": "2025-12-29", "pnl": 0.0 }, { "date": "2025-12-30", "pnl": 0.0 }, { "date": "2025-12-31", "pnl": 0.0 }, { "date": "2026-01-05", "pnl": 0.0 }, { "date": "2026-01-06", "pnl": 0.0 }, { "date": "2026-01-07", "pnl": 0.0 }, { "date": "2026-01-08", "pnl": 0.0 }, { "date": "2026-01-09", "pnl": 0.0 }, { "date": "2026-01-12", "pnl": 0.0 }, { "date": "2026-01-13", "pnl": 0.0 }, { "date": "2026-01-14", "pnl": 0.0 }, { "date": "2026-01-15", "pnl": 0.0 }, { "date": "2026-01-16", "pnl": 0.0 }, { "date": "2026-01-19", "pnl": 0.0 }, { "date": "2026-01-20", "pnl": 0.0 }, { "date": "2026-01-21", "pnl": 0.0 }, { "date": "2026-01-22", "pnl": 0.0 }, { "date": "2026-01-23", "pnl": -20.3287 }, { "date": "2026-01-26", "pnl": -17.3287 }, { "date": "2026-01-27", "pnl": -4.3287 }, { "date": "2026-01-28", "pnl": 4.6713 }, { "date": "2026-01-29", "pnl": -23.3287 }, { "date": "2026-01-30", "pnl": -3.3287 }, { "date": "2026-02-02", "pnl": 23.6713 }, { "date": "2026-02-03", "pnl": 19.6713 }, { "date": "2026-02-04", "pnl": 10.6713 }, { "date": "2026-02-05", "pnl": 19.345 }, { "date": "2026-02-06", "pnl": 19.345 }, { "date": "2026-02-09", "pnl": 19.345 }, { "date": "2026-02-10", "pnl": 19.345 }, { "date": "2026-02-11", "pnl": 19.345 }, { "date": "2026-02-12", "pnl": 19.345 }, { "date": "2026-02-13", "pnl": 19.345 }, { "date": "2026-02-24", "pnl": 19.345 }, { "date": "2026-02-25", "pnl": 19.345 }, { "date": "2026-02-26", "pnl": 19.345 }, { "date": "2026-02-27", "pnl": 19.345 }, { "date": "2026-03-02", "pnl": 19.345 }, { "date": "2026-03-03", "pnl": 19.345 }, { "date": "2026-03-04", "pnl": 19.345 }, { "date": "2026-03-05", "pnl": 19.345 }, { "date": "2026-03-06", "pnl": 19.345 }, { "date": "2026-03-09", "pnl": 19.345 }, { "date": "2026-03-10", "pnl": 19.345 }, { "date": "2026-03-11", "pnl": 19.345 }, { "date": "2026-03-12", "pnl": 19.345 }, { "date": "2026-03-13", "pnl": 19.345 }, { "date": "2026-03-16", "pnl": 19.345 }, { "date": "2026-03-17", "pnl": 19.345 }, { "date": "2026-03-18", "pnl": 19.345 }, { "date": "2026-03-19", "pnl": 19.345 }, { "date": "2026-03-20", "pnl": 19.345 }, { "date": "2026-03-23", "pnl": 19.345 }, { "date": "2026-03-24", "pnl": 19.345 }, { "date": "2026-03-25", "pnl": 19.345 }, { "date": "2026-03-26", "pnl": 19.345 }, { "date": "2026-03-27", "pnl": 19.345 }, { "date": "2026-03-30", "pnl": 19.345 }, { "date": "2026-03-31", "pnl": 19.345 }, { "date": "2026-04-01", "pnl": 19.345 }, { "date": "2026-04-02", "pnl": 19.345 }, { "date": "2026-04-03", "pnl": 19.345 }, { "date": "2026-04-07", "pnl": 19.345 }, { "date": "2026-04-08", "pnl": 19.345 }, { "date": "2026-04-09", "pnl": 19.345 }, { "date": "2026-04-10", "pnl": 19.345 }, { "date": "2026-04-13", "pnl": 19.345 }, { "date": "2026-04-14", "pnl": 20.0168 }, { "date": "2026-04-15", "pnl": 9.0168 }, { "date": "2026-04-16", "pnl": -26.9832 }, { "date": "2026-04-17", "pnl": -24.9832 }, { "date": "2026-04-20", "pnl": -62.9832 }, { "date": "2026-04-21", "pnl": -66.9832 }, { "date": "2026-04-22", "pnl": -88.9832 }, { "date": "2026-04-23", "pnl": -85.9832 }, { "date": "2026-04-24", "pnl": -92.9832 }, { "date": "2026-04-27", "pnl": -97.3226 }, { "date": "2026-04-28", "pnl": -97.3226 }, { "date": "2026-04-29", "pnl": -97.3226 }, { "date": "2026-04-30", "pnl": -97.3226 }, { "date": "2026-05-06", "pnl": -97.3226 }, { "date": "2026-05-07", "pnl": -97.3226 }, { "date": "2026-05-08", "pnl": -97.3226 }, { "date": "2026-05-11", "pnl": -97.3226 }, { "date": "2026-05-12", "pnl": -97.3226 }, { "date": "2026-05-13", "pnl": -97.3226 }, { "date": "2026-05-14", "pnl": -97.3226 }, { "date": "2026-05-15", "pnl": -67.6704 }, { "date": "2026-05-18", "pnl": -50.6704 }, { "date": "2026-05-19", "pnl": -49.6704 }, { "date": "2026-05-20", "pnl": -39.6704 }, { "date": "2026-05-21", "pnl": -15.6704 }, { "date": "2026-05-22", "pnl": -6.6704 }, { "date": "2026-05-25", "pnl": -53.6704 }, { "date": "2026-05-26", "pnl": 12.3296 }, { "date": "2026-05-27", "pnl": 15.3296 }, { "date": "2026-05-28", "pnl": 10.9931 }, { "date": "2026-05-29", "pnl": 4.6553 }, { "date": "2026-06-01", "pnl": -13.3447 }, { "date": "2026-06-02", "pnl": -12.3447 }, { "date": "2026-06-03", "pnl": 0.6553 }, { "date": "2026-06-04", "pnl": 9.6553 }, { "date": "2026-06-05", "pnl": 5.6553 }, { "date": "2026-06-08", "pnl": 13.6553 }, { "date": "2026-06-09", "pnl": 25.6553 }, { "date": "2026-06-10", "pnl": 6.6553 }, { "date": "2026-06-11", "pnl": 26.3195 }, { "date": "2026-06-12", "pnl": 9.983 }, { "date": "2026-06-15", "pnl": -8.017 }, { "date": "2026-06-16", "pnl": 6.983 }, { "date": "2026-06-17", "pnl": 17.983 }, { "date": "2026-06-18", "pnl": 39.983 }, { "date": "2026-06-22", "pnl": 50.983 }, { "date": "2026-06-23", "pnl": 61.983 }, { "date": "2026-06-24", "pnl": 63.983 }, { "date": "2026-06-25", "pnl": 76.983 }, { "date": "2026-06-26", "pnl": 70.6514 }, { "date": "2026-06-29", "pnl": 70.6514 }, { "date": "2026-06-30", "pnl": 70.6514 }, { "date": "2026-07-01", "pnl": 70.6514 }, { "date": "2026-07-02", "pnl": 70.6514 }, { "date": "2026-07-03", "pnl": 70.6514 }, { "date": "2026-07-06", "pnl": 70.6514 }, { "date": "2026-07-07", "pnl": 70.6514 }, { "date": "2026-07-08", "pnl": 70.6514 }, { "date": "2026-07-09", "pnl": 70.6514 }, { "date": "2026-07-10", "pnl": 70.6514 }, { "date": "2026-07-13", "pnl": 70.6514 }, { "date": "2026-07-14", "pnl": 70.6514 }, { "date": "2026-07-15", "pnl": 70.6514 }, { "date": "2026-07-16", "pnl": 70.6514 }, { "date": "2026-07-17", "pnl": 70.6514 }, { "date": "2026-07-20", "pnl": 70.6514 }, { "date": "2026-07-21", "pnl": 70.6514 }, { "date": "2026-07-22", "pnl": 70.6514 }, { "date": "2026-07-23", "pnl": 70.6514 }, { "date": "2026-07-24", "pnl": 70.6514 }, { "date": "2026-07-27", "pnl": 70.3222 }, { "date": "2026-07-28", "pnl": 57.3222 }, { "date": "2026-07-29", "pnl": 62.3222 }, { "date": "2026-07-30", "pnl": 16.3222 }, { "date": "2026-07-31", "pnl": -3.6778 }, { "date": "2026-08-03", "pnl": -26.6778 }, { "date": "2026-08-04", "pnl": -22.6778 }, { "date": "2026-08-05", "pnl": -16.6778 }, { "date": "2026-08-06", "pnl": 12.3222 }, { "date": "2026-08-07", "pnl": 16.9979 }, { "date": "2026-08-10", "pnl": 8.6738 }, { "date": "2026-08-11", "pnl": 17.6738 }, { "date": "2026-08-12", "pnl": 12.6738 }, { "date": "2026-08-13", "pnl": 6.6738 }, { "date": "2026-08-14", "pnl": 33.6738 }, { "date": "2026-08-17", "pnl": 44.6738 }, { "date": "2026-08-18", "pnl": 54.6738 }, { "date": "2026-08-19", "pnl": 59.6738 }, { "date": "2026-08-20", "pnl": 64.6738 }, { "date": "2026-08-21", "pnl": 66.3443 }, { "date": "2026-08-24", "pnl": 66.3443 }, { "date": "2026-08-25", "pnl": 66.3443 }, { "date": "2026-08-26", "pnl": 66.3443 }, { "date": "2026-08-27", "pnl": 66.3443 }, { "date": "2026-08-28", "pnl": 66.3443 }, { "date": "2026-08-31", "pnl": 66.3443 }, { "date": "2026-09-01", "pnl": 66.3443 }, { "date": "2026-09-02", "pnl": 66.3443 }, { "date": "2026-09-03", "pnl": 66.3443 }, { "date": "2026-09-04", "pnl": 66.3443 }, { "date": "2026-09-07", "pnl": 46.0059 }, { "date": "2026-09-08", "pnl": 75.0059 }, { "date": "2026-09-09", "pnl": 65.0059 }, { "date": "2026-09-10", "pnl": 45.0059 }, { "date": "2026-09-11", "pnl": 5.0059 }, { "date": "2026-09-14", "pnl": -9.9941 }, { "date": "2026-09-15", "pnl": -10.9941 }, { "date": "2026-09-16", "pnl": 3.0059 }, { "date": "2026-09-17", "pnl": -2.9941 }, { "date": "2026-09-18", "pnl": -32.3231 }, { "date": "2026-09-21", "pnl": -45.6528 }, { "date": "2026-09-22", "pnl": -36.6528 }, { "date": "2026-09-23", "pnl": -38.6528 }, { "date": "2026-09-24", "pnl": -35.6528 }, { "date": "2026-09-28", "pnl": -19.6528 }, { "date": "2026-09-29", "pnl": -13.6528 }, { "date": "2026-09-30", "pnl": -11.6528 }, { "date": "2026-10-08", "pnl": 20.3472 }, { "date": "2026-10-09", "pnl": 7.3472 }, { "date": "2026-10-12", "pnl": 5.0217 } ], "primary_entry_dates": [ "2025-10-15", "2025-10-29", "2025-11-12", "2025-11-26", "2025-12-10", "2025-12-24", "2026-01-09", "2026-01-23", "2026-02-06", "2026-03-02", "2026-03-16", "2026-03-30", "2026-04-14", "2026-04-28", "2026-05-15", "2026-05-29", "2026-06-12", "2026-06-29", "2026-07-13", "2026-07-27", "2026-08-10", "2026-08-24", "2026-09-07", "2026-09-21", "2026-10-13" ], "offsets": [ { "offset": 0, "hits": 6, "n": 9, "accuracy": 66.66666666666667, "coverage": 37.5, "mean_net": 0.55796667, "net": 5.0217, "drawdown": 122.6358, "momentum_net": -230.9783, "mean_net_advantage": 26.22222222 }, { "offset": 1, "hits": 5, "n": 10, "accuracy": 50.0, "coverage": 41.666666666666664, "mean_net": -1.96471, "net": -19.6471, "drawdown": 199.3184, "momentum_net": -359.6471, "mean_net_advantage": 34.0 }, { "offset": 2, "hits": 6, "n": 10, "accuracy": 60.0, "coverage": 41.666666666666664, "mean_net": 0.63547, "net": 6.3547, "drawdown": 125.0128, "momentum_net": -169.6453, "mean_net_advantage": 17.6 }, { "offset": 3, "hits": 5, "n": 8, "accuracy": 62.5, "coverage": 34.78260869565217, "mean_net": 5.9585625, "net": 47.6685, "drawdown": 107.0182, "momentum_net": 71.6685, "mean_net_advantage": -3.0 }, { "offset": 4, "hits": 9, "n": 12, "accuracy": 75.0, "coverage": 52.17391304347826, "mean_net": 16.08285833, "net": 192.9943, "drawdown": 197.3531, "momentum_net": 30.9943, "mean_net_advantage": 13.5 }, { "offset": 5, "hits": 5, "n": 8, "accuracy": 62.5, "coverage": 34.78260869565217, "mean_net": -1.665075, "net": -13.3206, "drawdown": 175.3466, "momentum_net": -15.3206, "mean_net_advantage": 0.25 }, { "offset": 6, "hits": 5, "n": 9, "accuracy": 55.55555555555556, "coverage": 39.130434782608695, "mean_net": -21.55315556, "net": -193.9784, "drawdown": 265.3584, "momentum_net": -113.9784, "mean_net_advantage": -8.88888889 }, { "offset": 7, "hits": 8, "n": 14, "accuracy": 57.142857142857146, "coverage": 60.869565217391305, "mean_net": -5.59507857, "net": -78.3311, "drawdown": 307.3306, "momentum_net": -42.3311, "mean_net_advantage": -2.57142857 }, { "offset": 8, "hits": 5, "n": 10, "accuracy": 50.0, "coverage": 43.47826086956522, "mean_net": -5.46232, "net": -54.6232, "drawdown": 248.9985, "momentum_net": -272.6232, "mean_net_advantage": 21.8 }, { "offset": 9, "hits": 5, "n": 12, "accuracy": 41.666666666666664, "coverage": 52.17391304347826, "mean_net": -11.32705, "net": -135.9246, "drawdown": 287.9748, "momentum_net": -361.9246, "mean_net_advantage": 18.83333333 } ], "quarters": [ { "quarter": "2025Q4", "hits": 0, "n": 0, "accuracy": null, "coverage": 0.0, "net": 0.0, "drawdown": 0.0 }, { "quarter": "2026Q1", "hits": 1, "n": 1, "accuracy": 100.0, "coverage": 16.666666666666668, "net": 19.345, "drawdown": 28.0 }, { "quarter": "2026Q2", "hits": 3, "n": 4, "accuracy": 75.0, "coverage": 66.66666666666667, "net": 51.3064, "drawdown": 117.3394 }, { "quarter": "2026Q3", "hits": 2, "n": 4, "accuracy": 50.0, "coverage": 66.66666666666667, "net": -65.6297, "drawdown": 120.6587 }, { "quarter": "2026Q4", "hits": 0, "n": 0, "accuracy": null, "coverage": null, "net": 0.0, "drawdown": 0.0 } ], "checks": { "至少20笔方向交易": false, "命中率95%区间下限高于50%": false, "费用后盈利且双倍费用仍盈利": false, "相同交易日优于10日动量": true, "多数有效季度盈利": false, "各抽样起点中位盈利与动量优势均为正": false }, "approved": false, "offset_median_mean_net": -1.8148925, "offset_median_advantage": 15.55 }, { "horizon": 20, "opportunities": 12, "unmatured": 1, "invalid": 0, "n": 8, "hits": 4, "accuracy": 50.0, "interval": [ 21.52160622138829, 78.4783937786117 ], "neutral": 4, "coverage": 66.66666666666667, "net": -187.2832, "mean_net": -23.4104, "net_win_rate": 50.0, "profit_factor": 0.56410663, "no_losses": false, "drawdown": 370.6505, "worst_open_close_loss": -215.0, "net_stress": -224.5664, "directions": { "long": { "n": 2, "hits": 1, "net": -7.3252 }, "short": { "n": 6, "hits": 3, "net": -179.958 } }, "benchmarks": { "long": { "hits": 4, "n": 8, "accuracy": 50.0, "net": 116.7168 }, "short": { "hits": 4, "n": 8, "accuracy": 50.0, "net": -191.2832 }, "momentum": { "hits": 3, "n": 8, "accuracy": 37.5, "net": -449.2832 } }, "curve": [ { "date": "2025-10-15", "pnl": 35.675 }, { "date": "2025-10-16", "pnl": 28.675 }, { "date": "2025-10-17", "pnl": 43.675 }, { "date": "2025-10-20", "pnl": 32.675 }, { "date": "2025-10-21", "pnl": 28.675 }, { "date": "2025-10-22", "pnl": 0.675 }, { "date": "2025-10-23", "pnl": -8.325 }, { "date": "2025-10-24", "pnl": -2.325 }, { "date": "2025-10-27", "pnl": -51.325 }, { "date": "2025-10-28", "pnl": -57.325 }, { "date": "2025-10-29", "pnl": -97.325 }, { "date": "2025-10-30", "pnl": -70.325 }, { "date": "2025-10-31", "pnl": -60.325 }, { "date": "2025-11-03", "pnl": -47.325 }, { "date": "2025-11-04", "pnl": -17.325 }, { "date": "2025-11-05", "pnl": -5.325 }, { "date": "2025-11-06", "pnl": -8.325 }, { "date": "2025-11-07", "pnl": 2.675 }, { "date": "2025-11-10", "pnl": -4.325 }, { "date": "2025-11-11", "pnl": 3.3508 }, { "date": "2025-11-12", "pnl": 3.3508 }, { "date": "2025-11-13", "pnl": 3.3508 }, { "date": "2025-11-14", "pnl": 3.3508 }, { "date": "2025-11-17", "pnl": 3.3508 }, { "date": "2025-11-18", "pnl": 3.3508 }, { "date": "2025-11-19", "pnl": 3.3508 }, { "date": "2025-11-20", "pnl": 3.3508 }, { "date": "2025-11-21", "pnl": 3.3508 }, { "date": "2025-11-24", "pnl": 3.3508 }, { "date": "2025-11-25", "pnl": 3.3508 }, { "date": "2025-11-26", "pnl": 3.3508 }, { "date": "2025-11-27", "pnl": 3.3508 }, { "date": "2025-11-28", "pnl": 3.3508 }, { "date": "2025-12-01", "pnl": 3.3508 }, { "date": "2025-12-02", "pnl": 3.3508 }, { "date": "2025-12-03", "pnl": 3.3508 }, { "date": "2025-12-04", "pnl": 3.3508 }, { "date": "2025-12-05", "pnl": 3.3508 }, { "date": "2025-12-08", "pnl": 3.3508 }, { "date": "2025-12-09", "pnl": 3.3508 }, { "date": "2025-12-10", "pnl": -23.9749 }, { "date": "2025-12-11", "pnl": 20.0251 }, { "date": "2025-12-12", "pnl": 26.0251 }, { "date": "2025-12-15", "pnl": 25.0251 }, { "date": "2025-12-16", "pnl": 12.0251 }, { "date": "2025-12-17", "pnl": 13.0251 }, { "date": "2025-12-18", "pnl": -18.9749 }, { "date": "2025-12-19", "pnl": -10.9749 }, { "date": "2025-12-22", "pnl": -18.9749 }, { "date": "2025-12-23", "pnl": -22.9749 }, { "date": "2025-12-24", "pnl": -26.9749 }, { "date": "2025-12-25", "pnl": -21.9749 }, { "date": "2025-12-26", "pnl": -24.9749 }, { "date": "2025-12-29", "pnl": -28.9749 }, { "date": "2025-12-30", "pnl": -23.9749 }, { "date": "2025-12-31", "pnl": -11.9749 }, { "date": "2026-01-05", "pnl": 10.0251 }, { "date": "2026-01-06", "pnl": -4.9749 }, { "date": "2026-01-07", "pnl": -73.9749 }, { "date": "2026-01-08", "pnl": -61.3066 }, { "date": "2026-01-09", "pnl": -61.3066 }, { "date": "2026-01-12", "pnl": -61.3066 }, { "date": "2026-01-13", "pnl": -61.3066 }, { "date": "2026-01-14", "pnl": -61.3066 }, { "date": "2026-01-15", "pnl": -61.3066 }, { "date": "2026-01-16", "pnl": -61.3066 }, { "date": "2026-01-19", "pnl": -61.3066 }, { "date": "2026-01-20", "pnl": -61.3066 }, { "date": "2026-01-21", "pnl": -61.3066 }, { "date": "2026-01-22", "pnl": -61.3066 }, { "date": "2026-01-23", "pnl": -61.3066 }, { "date": "2026-01-26", "pnl": -61.3066 }, { "date": "2026-01-27", "pnl": -61.3066 }, { "date": "2026-01-28", "pnl": -61.3066 }, { "date": "2026-01-29", "pnl": -61.3066 }, { "date": "2026-01-30", "pnl": -61.3066 }, { "date": "2026-02-02", "pnl": -61.3066 }, { "date": "2026-02-03", "pnl": -61.3066 }, { "date": "2026-02-04", "pnl": -61.3066 }, { "date": "2026-02-05", "pnl": -61.3066 }, { "date": "2026-02-06", "pnl": -45.6335 }, { "date": "2026-02-09", "pnl": -33.6335 }, { "date": "2026-02-10", "pnl": -14.6335 }, { "date": "2026-02-11", "pnl": -22.6335 }, { "date": "2026-02-12", "pnl": -12.6335 }, { "date": "2026-02-13", "pnl": -16.6335 }, { "date": "2026-02-24", "pnl": 10.3665 }, { "date": "2026-02-25", "pnl": -30.6335 }, { "date": "2026-02-26", "pnl": -12.6335 }, { "date": "2026-02-27", "pnl": -9.6335 }, { "date": "2026-03-02", "pnl": -13.6335 }, { "date": "2026-03-03", "pnl": -13.6335 }, { "date": "2026-03-04", "pnl": -6.6335 }, { "date": "2026-03-05", "pnl": -3.6335 }, { "date": "2026-03-06", "pnl": -24.6335 }, { "date": "2026-03-09", "pnl": -64.6335 }, { "date": "2026-03-10", "pnl": -50.6335 }, { "date": "2026-03-11", "pnl": -63.6335 }, { "date": "2026-03-12", "pnl": -69.6335 }, { "date": "2026-03-13", "pnl": -91.963 }, { "date": "2026-03-16", "pnl": -91.963 }, { "date": "2026-03-17", "pnl": -91.963 }, { "date": "2026-03-18", "pnl": -91.963 }, { "date": "2026-03-19", "pnl": -91.963 }, { "date": "2026-03-20", "pnl": -91.963 }, { "date": "2026-03-23", "pnl": -91.963 }, { "date": "2026-03-24", "pnl": -91.963 }, { "date": "2026-03-25", "pnl": -91.963 }, { "date": "2026-03-26", "pnl": -91.963 }, { "date": "2026-03-27", "pnl": -91.963 }, { "date": "2026-03-30", "pnl": -91.963 }, { "date": "2026-03-31", "pnl": -91.963 }, { "date": "2026-04-01", "pnl": -91.963 }, { "date": "2026-04-02", "pnl": -91.963 }, { "date": "2026-04-03", "pnl": -91.963 }, { "date": "2026-04-07", "pnl": -91.963 }, { "date": "2026-04-08", "pnl": -91.963 }, { "date": "2026-04-09", "pnl": -91.963 }, { "date": "2026-04-10", "pnl": -91.963 }, { "date": "2026-04-13", "pnl": -91.963 }, { "date": "2026-04-14", "pnl": -91.2912 }, { "date": "2026-04-15", "pnl": -102.2912 }, { "date": "2026-04-16", "pnl": -138.2912 }, { "date": "2026-04-17", "pnl": -136.2912 }, { "date": "2026-04-20", "pnl": -174.2912 }, { "date": "2026-04-21", "pnl": -178.2912 }, { "date": "2026-04-22", "pnl": -200.2912 }, { "date": "2026-04-23", "pnl": -197.2912 }, { "date": "2026-04-24", "pnl": -204.2912 }, { "date": "2026-04-27", "pnl": -206.2912 }, { "date": "2026-04-28", "pnl": -190.2912 }, { "date": "2026-04-29", "pnl": -219.2912 }, { "date": "2026-04-30", "pnl": -237.2912 }, { "date": "2026-05-06", "pnl": -305.2912 }, { "date": "2026-05-07", "pnl": -304.2912 }, { "date": "2026-05-08", "pnl": -285.2912 }, { "date": "2026-05-11", "pnl": -309.2912 }, { "date": "2026-05-12", "pnl": -283.2912 }, { "date": "2026-05-13", "pnl": -293.2912 }, { "date": "2026-05-14", "pnl": -292.639 }, { "date": "2026-05-15", "pnl": -292.639 }, { "date": "2026-05-18", "pnl": -292.639 }, { "date": "2026-05-19", "pnl": -292.639 }, { "date": "2026-05-20", "pnl": -292.639 }, { "date": "2026-05-21", "pnl": -292.639 }, { "date": "2026-05-22", "pnl": -292.639 }, { "date": "2026-05-25", "pnl": -292.639 }, { "date": "2026-05-26", "pnl": -292.639 }, { "date": "2026-05-27", "pnl": -292.639 }, { "date": "2026-05-28", "pnl": -292.639 }, { "date": "2026-05-29", "pnl": -292.639 }, { "date": "2026-06-01", "pnl": -292.639 }, { "date": "2026-06-02", "pnl": -292.639 }, { "date": "2026-06-03", "pnl": -292.639 }, { "date": "2026-06-04", "pnl": -292.639 }, { "date": "2026-06-05", "pnl": -292.639 }, { "date": "2026-06-08", "pnl": -292.639 }, { "date": "2026-06-09", "pnl": -292.639 }, { "date": "2026-06-10", "pnl": -292.639 }, { "date": "2026-06-11", "pnl": -292.639 }, { "date": "2026-06-12", "pnl": -308.9755 }, { "date": "2026-06-15", "pnl": -326.9755 }, { "date": "2026-06-16", "pnl": -311.9755 }, { "date": "2026-06-17", "pnl": -300.9755 }, { "date": "2026-06-18", "pnl": -278.9755 }, { "date": "2026-06-22", "pnl": -267.9755 }, { "date": "2026-06-23", "pnl": -256.9755 }, { "date": "2026-06-24", "pnl": -254.9755 }, { "date": "2026-06-25", "pnl": -241.9755 }, { "date": "2026-06-26", "pnl": -245.9755 }, { "date": "2026-06-29", "pnl": -248.9755 }, { "date": "2026-06-30", "pnl": -244.9755 }, { "date": "2026-07-01", "pnl": -214.9755 }, { "date": "2026-07-02", "pnl": -212.9755 }, { "date": "2026-07-03", "pnl": -208.9755 }, { "date": "2026-07-06", "pnl": -218.9755 }, { "date": "2026-07-07", "pnl": -212.9755 }, { "date": "2026-07-08", "pnl": -229.9755 }, { "date": "2026-07-09", "pnl": -227.9755 }, { "date": "2026-07-10", "pnl": -223.3046 }, { "date": "2026-07-13", "pnl": -206.6337 }, { "date": "2026-07-14", "pnl": -236.6337 }, { "date": "2026-07-15", "pnl": -261.6337 }, { "date": "2026-07-16", "pnl": -258.6337 }, { "date": "2026-07-17", "pnl": -252.6337 }, { "date": "2026-07-20", "pnl": -232.6337 }, { "date": "2026-07-21", "pnl": -231.6337 }, { "date": "2026-07-22", "pnl": -216.6337 }, { "date": "2026-07-23", "pnl": -225.6337 }, { "date": "2026-07-24", "pnl": -223.6337 }, { "date": "2026-07-27", "pnl": -228.6337 }, { "date": "2026-07-28", "pnl": -215.6337 }, { "date": "2026-07-29", "pnl": -220.6337 }, { "date": "2026-07-30", "pnl": -174.6337 }, { "date": "2026-07-31", "pnl": -154.6337 }, { "date": "2026-08-03", "pnl": -131.6337 }, { "date": "2026-08-04", "pnl": -135.6337 }, { "date": "2026-08-05", "pnl": -141.6337 }, { "date": "2026-08-06", "pnl": -170.6337 }, { "date": "2026-08-07", "pnl": -179.958 }, { "date": "2026-08-10", "pnl": -188.2821 }, { "date": "2026-08-11", "pnl": -179.2821 }, { "date": "2026-08-12", "pnl": -184.2821 }, { "date": "2026-08-13", "pnl": -190.2821 }, { "date": "2026-08-14", "pnl": -163.2821 }, { "date": "2026-08-17", "pnl": -152.2821 }, { "date": "2026-08-18", "pnl": -142.2821 }, { "date": "2026-08-19", "pnl": -137.2821 }, { "date": "2026-08-20", "pnl": -132.2821 }, { "date": "2026-08-21", "pnl": -128.2821 }, { "date": "2026-08-24", "pnl": -83.2821 }, { "date": "2026-08-25", "pnl": -80.2821 }, { "date": "2026-08-26", "pnl": -81.2821 }, { "date": "2026-08-27", "pnl": -81.2821 }, { "date": "2026-08-28", "pnl": -52.2821 }, { "date": "2026-08-31", "pnl": -11.2821 }, { "date": "2026-09-01", "pnl": -43.2821 }, { "date": "2026-09-02", "pnl": -64.2821 }, { "date": "2026-09-03", "pnl": -63.2821 }, { "date": "2026-09-04", "pnl": -53.6193 }, { "date": "2026-09-07", "pnl": -73.9577 }, { "date": "2026-09-08", "pnl": -44.9577 }, { "date": "2026-09-09", "pnl": -54.9577 }, { "date": "2026-09-10", "pnl": -74.9577 }, { "date": "2026-09-11", "pnl": -114.9577 }, { "date": "2026-09-14", "pnl": -129.9577 }, { "date": "2026-09-15", "pnl": -130.9577 }, { "date": "2026-09-16", "pnl": -116.9577 }, { "date": "2026-09-17", "pnl": -122.9577 }, { "date": "2026-09-18", "pnl": -149.9577 }, { "date": "2026-09-21", "pnl": -131.9577 }, { "date": "2026-09-22", "pnl": -140.9577 }, { "date": "2026-09-23", "pnl": -138.9577 }, { "date": "2026-09-24", "pnl": -141.9577 }, { "date": "2026-09-28", "pnl": -157.9577 }, { "date": "2026-09-29", "pnl": -163.9577 }, { "date": "2026-09-30", "pnl": -165.9577 }, { "date": "2026-10-08", "pnl": -197.9577 }, { "date": "2026-10-09", "pnl": -184.9577 }, { "date": "2026-10-12", "pnl": -187.2832 } ], "primary_entry_dates": [ "2025-10-15", "2025-11-12", "2025-12-10", "2026-01-09", "2026-02-06", "2026-03-16", "2026-04-14", "2026-05-15", "2026-06-12", "2026-07-13", "2026-08-10", "2026-09-07", "2026-10-13" ], "offsets": [ { "offset": 0, "hits": 4, "n": 8, "accuracy": 50.0, "coverage": 66.66666666666667, "mean_net": -23.4104, "net": -187.2832, "drawdown": 370.6505, "momentum_net": -449.2832, "mean_net_advantage": 32.75 }, { "offset": 1, "hits": 4, "n": 10, "accuracy": 40.0, "coverage": 83.33333333333333, "mean_net": -18.76023, "net": -187.6023, "drawdown": 356.3135, "momentum_net": -417.6023, "mean_net_advantage": 23.0 }, { "offset": 2, "hits": 3, "n": 7, "accuracy": 42.857142857142854, "coverage": 58.333333333333336, "mean_net": -26.08974286, "net": -182.6282, "drawdown": 211.9876, "momentum_net": -250.6282, "mean_net_advantage": 9.71428571 }, { "offset": 3, "hits": 5, "n": 8, "accuracy": 62.5, "coverage": 72.72727272727273, "mean_net": 7.4617625, "net": 59.6941, "drawdown": 322.2929, "momentum_net": -294.3059, "mean_net_advantage": 44.25 }, { "offset": 4, "hits": 5, "n": 8, "accuracy": 62.5, "coverage": 72.72727272727273, "mean_net": 6.58655, "net": 52.6924, "drawdown": 333.9728, "momentum_net": -165.3076, "mean_net_advantage": 27.25 }, { "offset": 5, "hits": 3, "n": 5, "accuracy": 60.0, "coverage": 45.45454545454545, "mean_net": -5.26298, "net": -26.3149, "drawdown": 183.6376, "momentum_net": -26.3149, "mean_net_advantage": 0.0 }, { "offset": 6, "hits": 3, "n": 5, "accuracy": 60.0, "coverage": 45.45454545454545, "mean_net": -2.06694, "net": -10.3347, "drawdown": 231.3372, "momentum_net": 39.6653, "mean_net_advantage": -10.0 }, { "offset": 7, "hits": 4, "n": 7, "accuracy": 57.142857142857146, "coverage": 63.63636363636363, "mean_net": 3.9056, "net": 27.3392, "drawdown": 233.3136, "momentum_net": 105.3392, "mean_net_advantage": -11.14285714 }, { "offset": 8, "hits": 5, "n": 6, "accuracy": 83.33333333333333, "coverage": 54.54545454545455, "mean_net": 12.00426667, "net": 72.0256, "drawdown": 158.6633, "momentum_net": 64.0256, "mean_net_advantage": 1.33333333 }, { "offset": 9, "hits": 5, "n": 6, "accuracy": 83.33333333333333, "coverage": 54.54545454545455, "mean_net": 20.50661667, "net": 123.0397, "drawdown": 159.3051, "momentum_net": 121.0397, "mean_net_advantage": 0.33333333 }, { "offset": 10, "hits": 5, "n": 7, "accuracy": 71.42857142857143, "coverage": 63.63636363636363, "mean_net": 15.19707143, "net": 106.3795, "drawdown": 150.3042, "momentum_net": 100.3795, "mean_net_advantage": 0.85714286 }, { "offset": 11, "hits": 3, "n": 5, "accuracy": 60.0, "coverage": 45.45454545454545, "mean_net": -2.06402, "net": -10.3201, "drawdown": 156.6631, "momentum_net": -10.3201, "mean_net_advantage": 0.0 }, { "offset": 12, "hits": 6, "n": 8, "accuracy": 75.0, "coverage": 72.72727272727273, "mean_net": 27.4636375, "net": 219.7091, "drawdown": 152.3038, "momentum_net": -96.2909, "mean_net_advantage": 39.5 }, { "offset": 13, "hits": 5, "n": 6, "accuracy": 83.33333333333333, "coverage": 54.54545454545455, "mean_net": 29.33976667, "net": 176.0386, "drawdown": 121.0, "momentum_net": 72.0386, "mean_net_advantage": 17.33333333 }, { "offset": 14, "hits": 4, "n": 5, "accuracy": 80.0, "coverage": 45.45454545454545, "mean_net": 48.54172, "net": 242.7086, "drawdown": 121.0, "momentum_net": 48.7086, "mean_net_advantage": 38.8 }, { "offset": 15, "hits": 4, "n": 5, "accuracy": 80.0, "coverage": 45.45454545454545, "mean_net": 54.34118, "net": 271.7059, "drawdown": 131.3282, "momentum_net": -188.2941, "mean_net_advantage": 92.0 }, { "offset": 16, "hits": 4, "n": 6, "accuracy": 66.66666666666667, "coverage": 54.54545454545455, "mean_net": 11.83728333, "net": 71.0237, "drawdown": 292.655, "momentum_net": -356.9763, "mean_net_advantage": 71.33333333 }, { "offset": 17, "hits": 4, "n": 6, "accuracy": 66.66666666666667, "coverage": 54.54545454545455, "mean_net": 1.67176667, "net": 10.0306, "drawdown": 307.341, "momentum_net": -339.9694, "mean_net_advantage": 58.33333333 }, { "offset": 18, "hits": 4, "n": 6, "accuracy": 66.66666666666667, "coverage": 54.54545454545455, "mean_net": -7.16031667, "net": -42.9619, "drawdown": 320.3371, "momentum_net": -346.9619, "mean_net_advantage": 50.66666667 }, { "offset": 19, "hits": 3, "n": 5, "accuracy": 60.0, "coverage": 45.45454545454545, "mean_net": -14.66352, "net": -73.3176, "drawdown": 235.0131, "momentum_net": -487.3176, "mean_net_advantage": 82.8 } ], "quarters": [ { "quarter": "2025Q4", "hits": 1, "n": 2, "accuracy": 50.0, "coverage": 66.66666666666667, "net": -61.3066, "drawdown": 141.0 }, { "quarter": "2026Q1", "hits": 0, "n": 1, "accuracy": 0.0, "coverage": 33.333333333333336, "net": -30.6564, "drawdown": 102.3295 }, { "quarter": "2026Q2", "hits": 1, "n": 2, "accuracy": 50.0, "coverage": 66.66666666666667, "net": -131.3416, "drawdown": 235.6843 }, { "quarter": "2026Q3", "hits": 2, "n": 3, "accuracy": 66.66666666666667, "coverage": 100.0, "net": 36.0214, "drawdown": 186.6756 }, { "quarter": "2026Q4", "hits": 0, "n": 0, "accuracy": null, "coverage": null, "net": 0.0, "drawdown": 0.0 } ], "checks": { "至少20笔方向交易": false, "命中率95%区间下限高于50%": false, "费用后盈利且双倍费用仍盈利": false, "相同交易日优于10日动量": true, "多数有效季度盈利": false, "各抽样起点中位盈利与动量优势均为正": true }, "approved": false, "offset_median_mean_net": 5.246075, "offset_median_advantage": 25.125 } ] }, "extension": { "start": "2026-09-23", "end": "2026-10-14", "summary": [ { "horizon": 5, "opportunities": 2, "unmatured": 0, "invalid": 0, "n": 1, "hits": 1, "accuracy": 100.0, "interval": [ 20.654931437724645, 99.99999999999999 ], "neutral": 1, "coverage": 50.0, "net": 21.3426, "mean_net": 21.3426, "net_win_rate": 100.0, "profit_factor": null, "no_losses": true, "drawdown": 3.33, "worst_open_close_loss": -1.0, "net_stress": 16.6852, "directions": { "long": { "n": 0, "hits": 0, "net": 0.0 }, "short": { "n": 1, "hits": 1, "net": 21.3426 } }, "benchmarks": { "long": { "hits": 0, "n": 1, "accuracy": 0.0, "net": -30.6574 }, "short": { "hits": 1, "n": 1, "accuracy": 100.0, "net": 21.3426 }, "momentum": { "hits": 1, "n": 1, "accuracy": 100.0, "net": 21.3426 } }, "curve": [ { "date": "2026-09-23", "pnl": -3.33 }, { "date": "2026-09-24", "pnl": -0.33 }, { "date": "2026-09-28", "pnl": 15.67 }, { "date": "2026-09-29", "pnl": 21.67 }, { "date": "2026-09-30", "pnl": 21.3426 }, { "date": "2026-10-08", "pnl": 21.3426 }, { "date": "2026-10-09", "pnl": 21.3426 }, { "date": "2026-10-12", "pnl": 21.3426 }, { "date": "2026-10-13", "pnl": 21.3426 }, { "date": "2026-10-14", "pnl": 21.3426 } ], "primary_entry_dates": [ "2026-09-23", "2026-10-08" ], "offsets": [ { "offset": 0, "hits": 1, "n": 1, "accuracy": 100.0, "coverage": 50.0, "mean_net": 21.3426, "net": 21.3426, "drawdown": 3.33, "momentum_net": 21.3426, "mean_net_advantage": 0.0 }, { "offset": 1, "hits": 1, "n": 1, "accuracy": 100.0, "coverage": 100.0, "mean_net": 48.3463, "net": 48.3463, "drawdown": 5.3295, "momentum_net": 48.3463, "mean_net_advantage": 0.0 }, { "offset": 2, "hits": 1, "n": 1, "accuracy": 100.0, "coverage": 100.0, "mean_net": 38.3447, "net": 38.3447, "drawdown": 15.3255, "momentum_net": 38.3447, "mean_net_advantage": 0.0 }, { "offset": 3, "hits": 1, "n": 1, "accuracy": 100.0, "coverage": 100.0, "mean_net": 22.3463, "net": 22.3463, "drawdown": 15.3255, "momentum_net": 22.3463, "mean_net_advantage": 0.0 }, { "offset": 4, "hits": 0, "n": 0, "accuracy": null, "coverage": 0.0, "mean_net": null, "net": 0.0, "drawdown": 0.0, "momentum_net": 0.0, "mean_net_advantage": null } ], "quarters": [ { "quarter": "2026Q3", "hits": 1, "n": 1, "accuracy": 100.0, "coverage": 100.0, "net": 21.3426, "drawdown": 3.33 }, { "quarter": "2026Q4", "hits": 0, "n": 0, "accuracy": null, "coverage": 0.0, "net": 0.0, "drawdown": 0.0 } ], "checks": { "至少20笔方向交易": false, "命中率95%区间下限高于50%": false, "费用后盈利且双倍费用仍盈利": true, "相同交易日优于10日动量": false, "多数有效季度盈利": false, "各抽样起点中位盈利与动量优势均为正": false }, "approved": false, "offset_median_mean_net": 30.3455, "offset_median_advantage": 0.0 }, { "horizon": 10, "opportunities": 1, "unmatured": 0, "invalid": 0, "n": 1, "hits": 1, "accuracy": 100.0, "interval": [ 20.654931437724645, 99.99999999999999 ], "neutral": 0, "coverage": 100.0, "net": 58.3463, "mean_net": 58.3463, "net_win_rate": 100.0, "profit_factor": null, "no_losses": true, "drawdown": 13.0, "worst_open_close_loss": -1.0, "net_stress": 53.6926, "directions": { "long": { "n": 0, "hits": 0, "net": 0.0 }, "short": { "n": 1, "hits": 1, "net": 58.3463 } }, "benchmarks": { "long": { "hits": 0, "n": 1, "accuracy": 0.0, "net": -67.6537 }, "short": { "hits": 1, "n": 1, "accuracy": 100.0, "net": 58.3463 }, "momentum": { "hits": 1, "n": 1, "accuracy": 100.0, "net": 58.3463 } }, "curve": [ { "date": "2026-09-23", "pnl": -3.33 }, { "date": "2026-09-24", "pnl": -0.33 }, { "date": "2026-09-28", "pnl": 15.67 }, { "date": "2026-09-29", "pnl": 21.67 }, { "date": "2026-09-30", "pnl": 23.67 }, { "date": "2026-10-08", "pnl": 55.67 }, { "date": "2026-10-09", "pnl": 42.67 }, { "date": "2026-10-12", "pnl": 42.67 }, { "date": "2026-10-13", "pnl": 43.67 }, { "date": "2026-10-14", "pnl": 58.3463 } ], "primary_entry_dates": [ "2026-09-23" ], "offsets": [ { "offset": 0, "hits": 1, "n": 1, "accuracy": 100.0, "coverage": 100.0, "mean_net": 58.3463, "net": 58.3463, "drawdown": 13.0, "momentum_net": 58.3463, "mean_net_advantage": 0.0 }, { "offset": 1, "hits": 0, "n": 0, "accuracy": null, "coverage": null, "mean_net": null, "net": 0.0, "drawdown": 0.0, "momentum_net": 0.0, "mean_net_advantage": null }, { "offset": 2, "hits": 0, "n": 0, "accuracy": null, "coverage": null, "mean_net": null, "net": 0.0, "drawdown": 0.0, "momentum_net": 0.0, "mean_net_advantage": null }, { "offset": 3, "hits": 0, "n": 0, "accuracy": null, "coverage": null, "mean_net": null, "net": 0.0, "drawdown": 0.0, "momentum_net": 0.0, "mean_net_advantage": null }, { "offset": 4, "hits": 0, "n": 0, "accuracy": null, "coverage": null, "mean_net": null, "net": 0.0, "drawdown": 0.0, "momentum_net": 0.0, "mean_net_advantage": null }, { "offset": 5, "hits": 0, "n": 0, "accuracy": null, "coverage": null, "mean_net": null, "net": 0.0, "drawdown": 0.0, "momentum_net": 0.0, "mean_net_advantage": null }, { "offset": 6, "hits": 0, "n": 0, "accuracy": null, "coverage": null, "mean_net": null, "net": 0.0, "drawdown": 0.0, "momentum_net": 0.0, "mean_net_advantage": null }, { "offset": 7, "hits": 0, "n": 0, "accuracy": null, "coverage": null, "mean_net": null, "net": 0.0, "drawdown": 0.0, "momentum_net": 0.0, "mean_net_advantage": null }, { "offset": 8, "hits": 0, "n": 0, "accuracy": null, "coverage": null, "mean_net": null, "net": 0.0, "drawdown": 0.0, "momentum_net": 0.0, "mean_net_advantage": null }, { "offset": 9, "hits": 0, "n": 0, "accuracy": null, "coverage": null, "mean_net": null, "net": 0.0, "drawdown": 0.0, "momentum_net": 0.0, "mean_net_advantage": null } ], "quarters": [ { "quarter": "2026Q3", "hits": 1, "n": 1, "accuracy": 100.0, "coverage": 100.0, "net": 58.3463, "drawdown": 13.0 } ], "checks": { "至少20笔方向交易": false, "命中率95%区间下限高于50%": false, "费用后盈利且双倍费用仍盈利": true, "相同交易日优于10日动量": false, "多数有效季度盈利": false, "各抽样起点中位盈利与动量优势均为正": false }, "approved": false, "offset_median_mean_net": 58.3463, "offset_median_advantage": 0.0 }, { "horizon": 20, "opportunities": 0, "unmatured": 1, "invalid": 0, "n": 0, "hits": 0, "accuracy": null, "interval": null, "neutral": 0, "coverage": null, "net": 0.0, "mean_net": null, "net_win_rate": null, "profit_factor": null, "no_losses": false, "drawdown": 0.0, "worst_open_close_loss": 0.0, "net_stress": 0.0, "directions": { "long": { "n": 0, "hits": 0, "net": 0.0 }, "short": { "n": 0, "hits": 0, "net": 0.0 } }, "benchmarks": { "long": { "hits": 0, "n": 0, "accuracy": null, "net": 0.0 }, "short": { "hits": 0, "n": 0, "accuracy": null, "net": 0.0 }, "momentum": { "hits": 0, "n": 0, "accuracy": null, "net": 0.0 } }, "curve": [], "primary_entry_dates": [ "2026-09-23" ], "offsets": [ { "offset": 0, "hits": 0, "n": 0, "accuracy": null, "coverage": null, "mean_net": null, "net": 0.0, "drawdown": 0.0, "momentum_net": 0.0, "mean_net_advantage": null }, { "offset": 1, "hits": 0, "n": 0, "accuracy": null, "coverage": null, "mean_net": null, "net": 0.0, "drawdown": 0.0, "momentum_net": 0.0, "mean_net_advantage": null }, { "offset": 2, "hits": 0, "n": 0, "accuracy": null, "coverage": null, "mean_net": null, "net": 0.0, "drawdown": 0.0, "momentum_net": 0.0, "mean_net_advantage": null }, { "offset": 3, "hits": 0, "n": 0, "accuracy": null, "coverage": null, "mean_net": null, "net": 0.0, "drawdown": 0.0, "momentum_net": 0.0, "mean_net_advantage": null }, { "offset": 4, "hits": 0, "n": 0, "accuracy": null, "coverage": null, "mean_net": null, "net": 0.0, "drawdown": 0.0, "momentum_net": 0.0, "mean_net_advantage": null }, { "offset": 5, "hits": 0, "n": 0, "accuracy": null, "coverage": null, "mean_net": null, "net": 0.0, "drawdown": 0.0, "momentum_net": 0.0, "mean_net_advantage": null }, { "offset": 6, "hits": 0, "n": 0, "accuracy": null, "coverage": null, "mean_net": null, "net": 0.0, "drawdown": 0.0, "momentum_net": 0.0, "mean_net_advantage": null }, { "offset": 7, "hits": 0, "n": 0, "accuracy": null, "coverage": null, "mean_net": null, "net": 0.0, "drawdown": 0.0, "momentum_net": 0.0, "mean_net_advantage": null }, { "offset": 8, "hits": 0, "n": 0, "accuracy": null, "coverage": null, "mean_net": null, "net": 0.0, "drawdown": 0.0, "momentum_net": 0.0, "mean_net_advantage": null }, { "offset": 9, "hits": 0, "n": 0, "accuracy": null, "coverage": null, "mean_net": null, "net": 0.0, "drawdown": 0.0, "momentum_net": 0.0, "mean_net_advantage": null }, { "offset": 10, "hits": 0, "n": 0, "accuracy": null, "coverage": null, "mean_net": null, "net": 0.0, "drawdown": 0.0, "momentum_net": 0.0, "mean_net_advantage": null }, { "offset": 11, "hits": 0, "n": 0, "accuracy": null, "coverage": null, "mean_net": null, "net": 0.0, "drawdown": 0.0, "momentum_net": 0.0, "mean_net_advantage": null }, { "offset": 12, "hits": 0, "n": 0, "accuracy": null, "coverage": null, "mean_net": null, "net": 0.0, "drawdown": 0.0, "momentum_net": 0.0, "mean_net_advantage": null }, { "offset": 13, "hits": 0, "n": 0, "accuracy": null, "coverage": null, "mean_net": null, "net": 0.0, "drawdown": 0.0, "momentum_net": 0.0, "mean_net_advantage": null }, { "offset": 14, "hits": 0, "n": 0, "accuracy": null, "coverage": null, "mean_net": null, "net": 0.0, "drawdown": 0.0, "momentum_net": 0.0, "mean_net_advantage": null }, { "offset": 15, "hits": 0, "n": 0, "accuracy": null, "coverage": null, "mean_net": null, "net": 0.0, "drawdown": 0.0, "momentum_net": 0.0, "mean_net_advantage": null }, { "offset": 16, "hits": 0, "n": 0, "accuracy": null, "coverage": null, "mean_net": null, "net": 0.0, "drawdown": 0.0, "momentum_net": 0.0, "mean_net_advantage": null }, { "offset": 17, "hits": 0, "n": 0, "accuracy": null, "coverage": null, "mean_net": null, "net": 0.0, "drawdown": 0.0, "momentum_net": 0.0, "mean_net_advantage": null }, { "offset": 18, "hits": 0, "n": 0, "accuracy": null, "coverage": null, "mean_net": null, "net": 0.0, "drawdown": 0.0, "momentum_net": 0.0, "mean_net_advantage": null }, { "offset": 19, "hits": 0, "n": 0, "accuracy": null, "coverage": null, "mean_net": null, "net": 0.0, "drawdown": 0.0, "momentum_net": 0.0, "mean_net_advantage": null } ], "quarters": [ { "quarter": "2026Q3", "hits": 0, "n": 0, "accuracy": null, "coverage": null, "net": 0.0, "drawdown": 0.0 } ], "checks": { "至少20笔方向交易": false, "命中率95%区间下限高于50%": false, "费用后盈利且双倍费用仍盈利": false, "相同交易日优于10日动量": false, "多数有效季度盈利": false, "各抽样起点中位盈利与动量优势均为正": false }, "approved": false, "offset_median_mean_net": null, "offset_median_advantage": null } ] } }, "comparisons": [ { "horizon": 5, "original_v1": { "accuracy": 47.61904761904762, "hits": 10, "n": 21, "coverage": 43.75, "mean_net_per_ton": 0.6717142857142859, "total_net_per_ton": 14.106000000000005 }, "matched_dates": 49, "contract_mismatch": 0, "v1_matched": { "opportunities": 48, "unmatured": 1, "invalid": 0, "n": 21, "hits": 10, "accuracy": 47.61904761904762, "interval": [ 28.344006101534614, 67.6304654171551 ], "neutral": 27, "coverage": 43.75, "net": 14.106, "mean_net": 0.67171429, "net_win_rate": 42.857142857142854, "profit_factor": 1.0370268, "no_losses": false, "drawdown": 176.8969, "worst_open_close_loss": -80.0, "net_stress": -83.788, "directions": { "long": { "n": 9, "hits": 4, "net": 40.9699 }, "short": { "n": 12, "hits": 6, "net": -26.8639 } }, "benchmarks": { "long": { "hits": 10, "n": 21, "accuracy": 47.61904761904762, "net": -43.894 }, "short": { "hits": 11, "n": 21, "accuracy": 52.38095238095238, "net": -151.894 }, "momentum": { "hits": 11, "n": 21, "accuracy": 52.38095238095238, "net": -19.894 } }, "curve": [ { "date": "2025-09-23", "pnl": 0.0 }, { "date": "2025-09-24", "pnl": 0.0 }, { "date": "2025-09-25", "pnl": 0.0 }, { "date": "2025-09-26", "pnl": 0.0 }, { "date": "2025-09-29", "pnl": 0.0 }, { "date": "2025-09-30", "pnl": 34.671 }, { "date": "2025-10-09", "pnl": 1.671 }, { "date": "2025-10-10", "pnl": 2.671 }, { "date": "2025-10-13", "pnl": 26.671 }, { "date": "2025-10-14", "pnl": 44.3469 }, { "date": "2025-10-15", "pnl": 80.0219 }, { "date": "2025-10-16", "pnl": 73.0219 }, { "date": "2025-10-17", "pnl": 88.0219 }, { "date": "2025-10-20", "pnl": 77.0219 }, { "date": "2025-10-21", "pnl": 70.7 }, { "date": "2025-10-22", "pnl": 49.3772 }, { "date": "2025-10-23", "pnl": 40.3772 }, { "date": "2025-10-24", "pnl": 46.3772 }, { "date": "2025-10-27", "pnl": -2.6228 }, { "date": "2025-10-28", "pnl": -10.9533 }, { "date": "2025-10-29", "pnl": -10.9533 }, { "date": "2025-10-30", "pnl": -10.9533 }, { "date": "2025-10-31", "pnl": -10.9533 }, { "date": "2025-11-03", "pnl": -10.9533 }, { "date": "2025-11-04", "pnl": -10.9533 }, { "date": "2025-11-05", "pnl": -10.9533 }, { "date": "2025-11-06", "pnl": -10.9533 }, { "date": "2025-11-07", "pnl": -10.9533 }, { "date": "2025-11-10", "pnl": -10.9533 }, { "date": "2025-11-11", "pnl": -10.9533 }, { "date": "2025-11-12", "pnl": -10.9533 }, { "date": "2025-11-13", "pnl": -10.9533 }, { "date": "2025-11-14", "pnl": -10.9533 }, { "date": "2025-11-17", "pnl": -10.9533 }, { "date": "2025-11-18", "pnl": -10.9533 }, { "date": "2025-11-19", "pnl": -10.9533 }, { "date": "2025-11-20", "pnl": -10.9533 }, { "date": "2025-11-21", "pnl": -10.9533 }, { "date": "2025-11-24", "pnl": -10.9533 }, { "date": "2025-11-25", "pnl": -10.9533 }, { "date": "2025-11-26", "pnl": -14.2829 }, { "date": "2025-11-27", "pnl": -28.2829 }, { "date": "2025-11-28", "pnl": -21.2829 }, { "date": "2025-12-01", "pnl": 10.7171 }, { "date": "2025-12-02", "pnl": 10.3849 }, { "date": "2025-12-03", "pnl": 10.3849 }, { "date": "2025-12-04", "pnl": 10.3849 }, { "date": "2025-12-05", "pnl": 10.3849 }, { "date": "2025-12-08", "pnl": 10.3849 }, { "date": "2025-12-09", "pnl": 10.3849 }, { "date": "2025-12-10", "pnl": 10.3849 }, { "date": "2025-12-11", "pnl": 10.3849 }, { "date": "2025-12-12", "pnl": 10.3849 }, { "date": "2025-12-15", "pnl": 10.3849 }, { "date": "2025-12-16", "pnl": 10.3849 }, { "date": "2025-12-17", "pnl": 5.0607 }, { "date": "2025-12-18", "pnl": -26.9393 }, { "date": "2025-12-19", "pnl": -18.9393 }, { "date": "2025-12-22", "pnl": -26.9393 }, { "date": "2025-12-23", "pnl": -33.2674 }, { "date": "2025-12-24", "pnl": -31.5955 }, { "date": "2025-12-25", "pnl": -36.5955 }, { "date": "2025-12-26", "pnl": -33.5955 }, { "date": "2025-12-29", "pnl": -29.5955 }, { "date": "2025-12-30", "pnl": -36.9237 }, { "date": "2025-12-31", "pnl": -54.2522 }, { "date": "2026-01-05", "pnl": -76.2522 }, { "date": "2026-01-06", "pnl": -61.2522 }, { "date": "2026-01-07", "pnl": 7.7478 }, { "date": "2026-01-08", "pnl": -9.5839 }, { "date": "2026-01-09", "pnl": -32.9154 }, { "date": "2026-01-12", "pnl": -15.9154 }, { "date": "2026-01-13", "pnl": -23.9154 }, { "date": "2026-01-14", "pnl": -20.9154 }, { "date": "2026-01-15", "pnl": -22.2461 }, { "date": "2026-01-16", "pnl": -18.577 }, { "date": "2026-01-19", "pnl": -34.577 }, { "date": "2026-01-20", "pnl": -57.577 }, { "date": "2026-01-21", "pnl": -47.577 }, { "date": "2026-01-22", "pnl": -48.9057 }, { "date": "2026-01-23", "pnl": -69.2344 }, { "date": "2026-01-26", "pnl": -66.2344 }, { "date": "2026-01-27", "pnl": -53.2344 }, { "date": "2026-01-28", "pnl": -44.2344 }, { "date": "2026-01-29", "pnl": -74.5652 }, { "date": "2026-01-30", "pnl": -54.8962 }, { "date": "2026-02-02", "pnl": -27.8962 }, { "date": "2026-02-03", "pnl": -31.8962 }, { "date": "2026-02-04", "pnl": -40.8962 }, { "date": "2026-02-05", "pnl": -32.2225 }, { "date": "2026-02-06", "pnl": -16.5494 }, { "date": "2026-02-09", "pnl": -4.5494 }, { "date": "2026-02-10", "pnl": 14.4506 }, { "date": "2026-02-11", "pnl": 6.4506 }, { "date": "2026-02-12", "pnl": 14.1288 }, { "date": "2026-02-13", "pnl": 14.1288 }, { "date": "2026-02-24", "pnl": 14.1288 }, { "date": "2026-02-25", "pnl": 14.1288 }, { "date": "2026-02-26", "pnl": 14.1288 }, { "date": "2026-02-27", "pnl": 14.1288 }, { "date": "2026-03-02", "pnl": 14.1288 }, { "date": "2026-03-03", "pnl": 14.1288 }, { "date": "2026-03-04", "pnl": 14.1288 }, { "date": "2026-03-05", "pnl": 14.1288 }, { "date": "2026-03-06", "pnl": 14.1288 }, { "date": "2026-03-09", "pnl": 14.1288 }, { "date": "2026-03-10", "pnl": 14.1288 }, { "date": "2026-03-11", "pnl": 14.1288 }, { "date": "2026-03-12", "pnl": 14.1288 }, { "date": "2026-03-13", "pnl": 14.1288 }, { "date": "2026-03-16", "pnl": 14.1288 }, { "date": "2026-03-17", "pnl": 14.1288 }, { "date": "2026-03-18", "pnl": 14.1288 }, { "date": "2026-03-19", "pnl": 14.1288 }, { "date": "2026-03-20", "pnl": 14.1288 }, { "date": "2026-03-23", "pnl": 14.1288 }, { "date": "2026-03-24", "pnl": 14.1288 }, { "date": "2026-03-25", "pnl": 14.1288 }, { "date": "2026-03-26", "pnl": 14.1288 }, { "date": "2026-03-27", "pnl": 14.1288 }, { "date": "2026-03-30", "pnl": 14.1288 }, { "date": "2026-03-31", "pnl": 14.1288 }, { "date": "2026-04-01", "pnl": 14.1288 }, { "date": "2026-04-02", "pnl": 14.1288 }, { "date": "2026-04-03", "pnl": 14.1288 }, { "date": "2026-04-07", "pnl": 14.1288 }, { "date": "2026-04-08", "pnl": 14.1288 }, { "date": "2026-04-09", "pnl": 14.1288 }, { "date": "2026-04-10", "pnl": 14.1288 }, { "date": "2026-04-13", "pnl": 14.1288 }, { "date": "2026-04-14", "pnl": 14.8006 }, { "date": "2026-04-15", "pnl": 3.8006 }, { "date": "2026-04-16", "pnl": -32.1994 }, { "date": "2026-04-17", "pnl": -30.1994 }, { "date": "2026-04-20", "pnl": -70.5356 }, { "date": "2026-04-21", "pnl": -70.5356 }, { "date": "2026-04-22", "pnl": -70.5356 }, { "date": "2026-04-23", "pnl": -70.5356 }, { "date": "2026-04-24", "pnl": -70.5356 }, { "date": "2026-04-27", "pnl": -70.5356 }, { "date": "2026-04-28", "pnl": -88.875 }, { "date": "2026-04-29", "pnl": -59.875 }, { "date": "2026-04-30", "pnl": -41.875 }, { "date": "2026-05-06", "pnl": 26.125 }, { "date": "2026-05-07", "pnl": 22.7758 }, { "date": "2026-05-08", "pnl": 1.4266 }, { "date": "2026-05-11", "pnl": 25.4266 }, { "date": "2026-05-12", "pnl": -0.5734 }, { "date": "2026-05-13", "pnl": 9.4266 }, { "date": "2026-05-14", "pnl": 4.0788 }, { "date": "2026-05-15", "pnl": 4.0788 }, { "date": "2026-05-18", "pnl": 4.0788 }, { "date": "2026-05-19", "pnl": 4.0788 }, { "date": "2026-05-20", "pnl": 4.0788 }, { "date": "2026-05-21", "pnl": 4.0788 }, { "date": "2026-05-22", "pnl": 4.0788 }, { "date": "2026-05-25", "pnl": 4.0788 }, { "date": "2026-05-26", "pnl": 4.0788 }, { "date": "2026-05-27", "pnl": 4.0788 }, { "date": "2026-05-28", "pnl": 4.0788 }, { "date": "2026-05-29", "pnl": 4.0788 }, { "date": "2026-06-01", "pnl": 4.0788 }, { "date": "2026-06-02", "pnl": 4.0788 }, { "date": "2026-06-03", "pnl": 4.0788 }, { "date": "2026-06-04", "pnl": 4.0788 }, { "date": "2026-06-05", "pnl": 10.7416 }, { "date": "2026-06-08", "pnl": 2.7416 }, { "date": "2026-06-09", "pnl": -9.2584 }, { "date": "2026-06-10", "pnl": 9.7416 }, { "date": "2026-06-11", "pnl": -14.5942 }, { "date": "2026-06-12", "pnl": -2.9307 }, { "date": "2026-06-15", "pnl": 15.0693 }, { "date": "2026-06-16", "pnl": 0.0693 }, { "date": "2026-06-17", "pnl": -10.9307 }, { "date": "2026-06-18", "pnl": -35.2656 }, { "date": "2026-06-22", "pnl": -35.2656 }, { "date": "2026-06-23", "pnl": -35.2656 }, { "date": "2026-06-24", "pnl": -35.2656 }, { "date": "2026-06-25", "pnl": -35.2656 }, { "date": "2026-06-26", "pnl": -35.2656 }, { "date": "2026-06-29", "pnl": -46.5966 }, { "date": "2026-06-30", "pnl": -42.5966 }, { "date": "2026-07-01", "pnl": -12.5966 }, { "date": "2026-07-02", "pnl": -10.5966 }, { "date": "2026-07-03", "pnl": -8.9245 }, { "date": "2026-07-06", "pnl": -17.2528 }, { "date": "2026-07-07", "pnl": -11.2528 }, { "date": "2026-07-08", "pnl": -28.2528 }, { "date": "2026-07-09", "pnl": -26.2528 }, { "date": "2026-07-10", "pnl": -21.5819 }, { "date": "2026-07-13", "pnl": -4.911 }, { "date": "2026-07-14", "pnl": -34.911 }, { "date": "2026-07-15", "pnl": -59.911 }, { "date": "2026-07-16", "pnl": -56.911 }, { "date": "2026-07-17", "pnl": -53.2428 }, { "date": "2026-07-20", "pnl": -53.2428 }, { "date": "2026-07-21", "pnl": -53.2428 }, { "date": "2026-07-22", "pnl": -53.2428 }, { "date": "2026-07-23", "pnl": -53.2428 }, { "date": "2026-07-24", "pnl": -53.2428 }, { "date": "2026-07-27", "pnl": -57.572 }, { "date": "2026-07-28", "pnl": -44.572 }, { "date": "2026-07-29", "pnl": -49.572 }, { "date": "2026-07-30", "pnl": -3.572 }, { "date": "2026-07-31", "pnl": 14.106 }, { "date": "2026-08-03", "pnl": 14.106 }, { "date": "2026-08-04", "pnl": 14.106 }, { "date": "2026-08-05", "pnl": 14.106 }, { "date": "2026-08-06", "pnl": 14.106 }, { "date": "2026-08-07", "pnl": 14.106 }, { "date": "2026-08-10", "pnl": 14.106 }, { "date": "2026-08-11", "pnl": 14.106 }, { "date": "2026-08-12", "pnl": 14.106 }, { "date": "2026-08-13", "pnl": 14.106 }, { "date": "2026-08-14", "pnl": 14.106 }, { "date": "2026-08-17", "pnl": 14.106 }, { "date": "2026-08-18", "pnl": 14.106 }, { "date": "2026-08-19", "pnl": 14.106 }, { "date": "2026-08-20", "pnl": 14.106 }, { "date": "2026-08-21", "pnl": 14.106 }, { "date": "2026-08-24", "pnl": 14.106 }, { "date": "2026-08-25", "pnl": 14.106 }, { "date": "2026-08-26", "pnl": 14.106 }, { "date": "2026-08-27", "pnl": 14.106 }, { "date": "2026-08-28", "pnl": 14.106 }, { "date": "2026-08-31", "pnl": 14.106 }, { "date": "2026-09-01", "pnl": 14.106 }, { "date": "2026-09-02", "pnl": 14.106 }, { "date": "2026-09-03", "pnl": 14.106 }, { "date": "2026-09-04", "pnl": 14.106 }, { "date": "2026-09-07", "pnl": 14.106 }, { "date": "2026-09-08", "pnl": 14.106 }, { "date": "2026-09-09", "pnl": 14.106 }, { "date": "2026-09-10", "pnl": 14.106 }, { "date": "2026-09-11", "pnl": 14.106 }, { "date": "2026-09-14", "pnl": 14.106 }, { "date": "2026-09-15", "pnl": 14.106 }, { "date": "2026-09-16", "pnl": 14.106 }, { "date": "2026-09-17", "pnl": 14.106 }, { "date": "2026-09-18", "pnl": 14.106 } ] }, "v2_matched": { "opportunities": 48, "unmatured": 1, "invalid": 0, "n": 13, "hits": 9, "accuracy": 69.23076923076923, "interval": [ 42.36934318054971, 87.31929634428917 ], "neutral": 35, "coverage": 27.083333333333332, "net": 10.3141, "mean_net": 0.79339231, "net_win_rate": 61.53846153846154, "profit_factor": 1.04998771, "no_losses": false, "drawdown": 125.9755, "worst_open_close_loss": -72.0, "net_stress": -50.3718, "directions": { "long": { "n": 4, "hits": 2, "net": -119.6439 }, "short": { "n": 9, "hits": 7, "net": 129.958 } }, "benchmarks": { "long": { "hits": 4, "n": 13, "accuracy": 30.76923076923077, "net": -333.6859 }, "short": { "hits": 9, "n": 13, "accuracy": 69.23076923076923, "net": 212.3141 }, "momentum": { "hits": 8, "n": 13, "accuracy": 61.53846153846154, "net": -87.6859 } }, "curve": [ { "date": "2025-09-23", "pnl": 0.0 }, { "date": "2025-09-24", "pnl": 0.0 }, { "date": "2025-09-25", "pnl": 0.0 }, { "date": "2025-09-26", "pnl": 0.0 }, { "date": "2025-09-29", "pnl": 0.0 }, { "date": "2025-09-30", "pnl": 0.0 }, { "date": "2025-10-09", "pnl": 0.0 }, { "date": "2025-10-10", "pnl": 0.0 }, { "date": "2025-10-13", "pnl": 0.0 }, { "date": "2025-10-14", "pnl": 0.0 }, { "date": "2025-10-15", "pnl": 0.0 }, { "date": "2025-10-16", "pnl": 0.0 }, { "date": "2025-10-17", "pnl": 0.0 }, { "date": "2025-10-20", "pnl": 0.0 }, { "date": "2025-10-21", "pnl": 0.0 }, { "date": "2025-10-22", "pnl": 0.0 }, { "date": "2025-10-23", "pnl": 0.0 }, { "date": "2025-10-24", "pnl": 0.0 }, { "date": "2025-10-27", "pnl": 0.0 }, { "date": "2025-10-28", "pnl": 0.0 }, { "date": "2025-10-29", "pnl": 0.0 }, { "date": "2025-10-30", "pnl": 0.0 }, { "date": "2025-10-31", "pnl": 0.0 }, { "date": "2025-11-03", "pnl": 0.0 }, { "date": "2025-11-04", "pnl": 0.0 }, { "date": "2025-11-05", "pnl": 0.0 }, { "date": "2025-11-06", "pnl": 0.0 }, { "date": "2025-11-07", "pnl": 0.0 }, { "date": "2025-11-10", "pnl": 0.0 }, { "date": "2025-11-11", "pnl": 0.0 }, { "date": "2025-11-12", "pnl": 0.0 }, { "date": "2025-11-13", "pnl": 0.0 }, { "date": "2025-11-14", "pnl": 0.0 }, { "date": "2025-11-17", "pnl": 0.0 }, { "date": "2025-11-18", "pnl": 0.0 }, { "date": "2025-11-19", "pnl": 0.0 }, { "date": "2025-11-20", "pnl": 0.0 }, { "date": "2025-11-21", "pnl": 0.0 }, { "date": "2025-11-24", "pnl": 0.0 }, { "date": "2025-11-25", "pnl": 0.0 }, { "date": "2025-11-26", "pnl": 0.0 }, { "date": "2025-11-27", "pnl": 0.0 }, { "date": "2025-11-28", "pnl": 0.0 }, { "date": "2025-12-01", "pnl": 0.0 }, { "date": "2025-12-02", "pnl": 0.0 }, { "date": "2025-12-03", "pnl": 0.0 }, { "date": "2025-12-04", "pnl": 0.0 }, { "date": "2025-12-05", "pnl": 0.0 }, { "date": "2025-12-08", "pnl": 0.0 }, { "date": "2025-12-09", "pnl": 0.0 }, { "date": "2025-12-10", "pnl": 0.0 }, { "date": "2025-12-11", "pnl": 0.0 }, { "date": "2025-12-12", "pnl": 0.0 }, { "date": "2025-12-15", "pnl": 0.0 }, { "date": "2025-12-16", "pnl": 0.0 }, { "date": "2025-12-17", "pnl": 0.0 }, { "date": "2025-12-18", "pnl": 0.0 }, { "date": "2025-12-19", "pnl": 0.0 }, { "date": "2025-12-22", "pnl": 0.0 }, { "date": "2025-12-23", "pnl": 0.0 }, { "date": "2025-12-24", "pnl": 0.0 }, { "date": "2025-12-25", "pnl": 0.0 }, { "date": "2025-12-26", "pnl": 0.0 }, { "date": "2025-12-29", "pnl": 0.0 }, { "date": "2025-12-30", "pnl": 0.0 }, { "date": "2025-12-31", "pnl": 0.0 }, { "date": "2026-01-05", "pnl": 0.0 }, { "date": "2026-01-06", "pnl": 0.0 }, { "date": "2026-01-07", "pnl": 0.0 }, { "date": "2026-01-08", "pnl": 0.0 }, { "date": "2026-01-09", "pnl": 0.0 }, { "date": "2026-01-12", "pnl": 0.0 }, { "date": "2026-01-13", "pnl": 0.0 }, { "date": "2026-01-14", "pnl": 0.0 }, { "date": "2026-01-15", "pnl": 0.0 }, { "date": "2026-01-16", "pnl": 0.0 }, { "date": "2026-01-19", "pnl": 0.0 }, { "date": "2026-01-20", "pnl": 0.0 }, { "date": "2026-01-21", "pnl": 0.0 }, { "date": "2026-01-22", "pnl": 0.0 }, { "date": "2026-01-23", "pnl": -20.3287 }, { "date": "2026-01-26", "pnl": -17.3287 }, { "date": "2026-01-27", "pnl": -4.3287 }, { "date": "2026-01-28", "pnl": 4.6713 }, { "date": "2026-01-29", "pnl": -25.6595 }, { "date": "2026-01-30", "pnl": -5.9905 }, { "date": "2026-02-02", "pnl": 21.0095 }, { "date": "2026-02-03", "pnl": 17.0095 }, { "date": "2026-02-04", "pnl": 8.0095 }, { "date": "2026-02-05", "pnl": 16.6832 }, { "date": "2026-02-06", "pnl": 16.6832 }, { "date": "2026-02-09", "pnl": 16.6832 }, { "date": "2026-02-10", "pnl": 16.6832 }, { "date": "2026-02-11", "pnl": 16.6832 }, { "date": "2026-02-12", "pnl": 16.6832 }, { "date": "2026-02-13", "pnl": 16.6832 }, { "date": "2026-02-24", "pnl": 16.6832 }, { "date": "2026-02-25", "pnl": 16.6832 }, { "date": "2026-02-26", "pnl": 16.6832 }, { "date": "2026-02-27", "pnl": 16.6832 }, { "date": "2026-03-02", "pnl": 16.6832 }, { "date": "2026-03-03", "pnl": 16.6832 }, { "date": "2026-03-04", "pnl": 16.6832 }, { "date": "2026-03-05", "pnl": 16.6832 }, { "date": "2026-03-06", "pnl": 16.6832 }, { "date": "2026-03-09", "pnl": 16.6832 }, { "date": "2026-03-10", "pnl": 16.6832 }, { "date": "2026-03-11", "pnl": 16.6832 }, { "date": "2026-03-12", "pnl": 16.6832 }, { "date": "2026-03-13", "pnl": 16.6832 }, { "date": "2026-03-16", "pnl": 16.6832 }, { "date": "2026-03-17", "pnl": 16.6832 }, { "date": "2026-03-18", "pnl": 16.6832 }, { "date": "2026-03-19", "pnl": 16.6832 }, { "date": "2026-03-20", "pnl": 16.6832 }, { "date": "2026-03-23", "pnl": 16.6832 }, { "date": "2026-03-24", "pnl": 16.6832 }, { "date": "2026-03-25", "pnl": 16.6832 }, { "date": "2026-03-26", "pnl": 16.6832 }, { "date": "2026-03-27", "pnl": 16.6832 }, { "date": "2026-03-30", "pnl": 16.6832 }, { "date": "2026-03-31", "pnl": 16.6832 }, { "date": "2026-04-01", "pnl": 16.6832 }, { "date": "2026-04-02", "pnl": 16.6832 }, { "date": "2026-04-03", "pnl": 16.6832 }, { "date": "2026-04-07", "pnl": 16.6832 }, { "date": "2026-04-08", "pnl": 16.6832 }, { "date": "2026-04-09", "pnl": 16.6832 }, { "date": "2026-04-10", "pnl": 16.6832 }, { "date": "2026-04-13", "pnl": 16.6832 }, { "date": "2026-04-14", "pnl": 16.6832 }, { "date": "2026-04-15", "pnl": 16.6832 }, { "date": "2026-04-16", "pnl": 16.6832 }, { "date": "2026-04-17", "pnl": 16.6832 }, { "date": "2026-04-20", "pnl": 16.6832 }, { "date": "2026-04-21", "pnl": 10.347 }, { "date": "2026-04-22", "pnl": -11.653 }, { "date": "2026-04-23", "pnl": -8.653 }, { "date": "2026-04-24", "pnl": -15.653 }, { "date": "2026-04-27", "pnl": -19.9924 }, { "date": "2026-04-28", "pnl": -19.9924 }, { "date": "2026-04-29", "pnl": -19.9924 }, { "date": "2026-04-30", "pnl": -19.9924 }, { "date": "2026-05-06", "pnl": -19.9924 }, { "date": "2026-05-07", "pnl": -19.9924 }, { "date": "2026-05-08", "pnl": -19.9924 }, { "date": "2026-05-11", "pnl": -19.9924 }, { "date": "2026-05-12", "pnl": -19.9924 }, { "date": "2026-05-13", "pnl": -19.9924 }, { "date": "2026-05-14", "pnl": -19.9924 }, { "date": "2026-05-15", "pnl": 9.6598 }, { "date": "2026-05-18", "pnl": 26.6598 }, { "date": "2026-05-19", "pnl": 27.6598 }, { "date": "2026-05-20", "pnl": 37.6598 }, { "date": "2026-05-21", "pnl": 59.3204 }, { "date": "2026-05-22", "pnl": 65.981 }, { "date": "2026-05-25", "pnl": 18.981 }, { "date": "2026-05-26", "pnl": 84.981 }, { "date": "2026-05-27", "pnl": 87.981 }, { "date": "2026-05-28", "pnl": 83.6445 }, { "date": "2026-05-29", "pnl": 77.3067 }, { "date": "2026-06-01", "pnl": 59.3067 }, { "date": "2026-06-02", "pnl": 60.3067 }, { "date": "2026-06-03", "pnl": 73.3067 }, { "date": "2026-06-04", "pnl": 79.969 }, { "date": "2026-06-05", "pnl": 68.6318 }, { "date": "2026-06-08", "pnl": 76.6318 }, { "date": "2026-06-09", "pnl": 88.6318 }, { "date": "2026-06-10", "pnl": 69.6318 }, { "date": "2026-06-11", "pnl": 89.296 }, { "date": "2026-06-12", "pnl": 72.9595 }, { "date": "2026-06-15", "pnl": 54.9595 }, { "date": "2026-06-16", "pnl": 69.9595 }, { "date": "2026-06-17", "pnl": 80.9595 }, { "date": "2026-06-18", "pnl": 100.6246 }, { "date": "2026-06-22", "pnl": 110.2896 }, { "date": "2026-06-23", "pnl": 121.2896 }, { "date": "2026-06-24", "pnl": 123.2896 }, { "date": "2026-06-25", "pnl": 136.2896 }, { "date": "2026-06-26", "pnl": 129.958 }, { "date": "2026-06-29", "pnl": 129.958 }, { "date": "2026-06-30", "pnl": 129.958 }, { "date": "2026-07-01", "pnl": 129.958 }, { "date": "2026-07-02", "pnl": 129.958 }, { "date": "2026-07-03", "pnl": 129.958 }, { "date": "2026-07-06", "pnl": 129.958 }, { "date": "2026-07-07", "pnl": 129.958 }, { "date": "2026-07-08", "pnl": 129.958 }, { "date": "2026-07-09", "pnl": 129.958 }, { "date": "2026-07-10", "pnl": 129.958 }, { "date": "2026-07-13", "pnl": 129.958 }, { "date": "2026-07-14", "pnl": 129.958 }, { "date": "2026-07-15", "pnl": 129.958 }, { "date": "2026-07-16", "pnl": 129.958 }, { "date": "2026-07-17", "pnl": 129.958 }, { "date": "2026-07-20", "pnl": 129.958 }, { "date": "2026-07-21", "pnl": 129.958 }, { "date": "2026-07-22", "pnl": 129.958 }, { "date": "2026-07-23", "pnl": 129.958 }, { "date": "2026-07-24", "pnl": 129.958 }, { "date": "2026-07-27", "pnl": 129.6288 }, { "date": "2026-07-28", "pnl": 116.6288 }, { "date": "2026-07-29", "pnl": 121.6288 }, { "date": "2026-07-30", "pnl": 75.6288 }, { "date": "2026-07-31", "pnl": 53.3068 }, { "date": "2026-08-03", "pnl": 26.9847 }, { "date": "2026-08-04", "pnl": 30.9847 }, { "date": "2026-08-05", "pnl": 36.9847 }, { "date": "2026-08-06", "pnl": 65.9847 }, { "date": "2026-08-07", "pnl": 70.6604 }, { "date": "2026-08-10", "pnl": 70.6604 }, { "date": "2026-08-11", "pnl": 70.6604 }, { "date": "2026-08-12", "pnl": 70.6604 }, { "date": "2026-08-13", "pnl": 70.6604 }, { "date": "2026-08-14", "pnl": 70.6604 }, { "date": "2026-08-17", "pnl": 70.6604 }, { "date": "2026-08-18", "pnl": 70.6604 }, { "date": "2026-08-19", "pnl": 70.6604 }, { "date": "2026-08-20", "pnl": 70.6604 }, { "date": "2026-08-21", "pnl": 70.6604 }, { "date": "2026-08-24", "pnl": 70.6604 }, { "date": "2026-08-25", "pnl": 70.6604 }, { "date": "2026-08-26", "pnl": 70.6604 }, { "date": "2026-08-27", "pnl": 70.6604 }, { "date": "2026-08-28", "pnl": 70.6604 }, { "date": "2026-08-31", "pnl": 106.3231 }, { "date": "2026-09-01", "pnl": 83.3231 }, { "date": "2026-09-02", "pnl": 60.3231 }, { "date": "2026-09-03", "pnl": 63.3231 }, { "date": "2026-09-04", "pnl": 73.985 }, { "date": "2026-09-07", "pnl": 53.6466 }, { "date": "2026-09-08", "pnl": 82.6466 }, { "date": "2026-09-09", "pnl": 72.6466 }, { "date": "2026-09-10", "pnl": 52.6466 }, { "date": "2026-09-11", "pnl": 10.3141 }, { "date": "2026-09-14", "pnl": 10.3141 }, { "date": "2026-09-15", "pnl": 10.3141 }, { "date": "2026-09-16", "pnl": 10.3141 }, { "date": "2026-09-17", "pnl": 10.3141 }, { "date": "2026-09-18", "pnl": 10.3141 } ] }, "joint_v1": { "opportunities": 5, "unmatured": 0, "invalid": 0, "n": 5, "hits": 2, "accuracy": 40.0, "interval": [ 11.762077423265177, 76.92757187239805 ], "neutral": 0, "coverage": 100.0, "net": 44.6876, "mean_net": 8.93752, "net_win_rate": 40.0, "profit_factor": 1.68746029, "no_losses": false, "drawdown": 54.6641, "worst_open_close_loss": -21.0, "net_stress": 21.3752, "directions": { "long": { "n": 2, "hits": 0, "net": -39.3444 }, "short": { "n": 3, "hits": 2, "net": 84.032 } }, "benchmarks": { "long": { "hits": 1, "n": 5, "accuracy": 20.0, "net": -151.3124 }, "short": { "hits": 4, "n": 5, "accuracy": 80.0, "net": 104.6876 }, "momentum": { "hits": 3, "n": 5, "accuracy": 60.0, "net": 10.6876 } }, "curve": [ { "date": "2026-01-23", "pnl": -20.3287 }, { "date": "2026-01-26", "pnl": -17.3287 }, { "date": "2026-01-27", "pnl": -4.3287 }, { "date": "2026-01-28", "pnl": 4.6713 }, { "date": "2026-01-29", "pnl": -25.6595 }, { "date": "2026-01-30", "pnl": -5.9905 }, { "date": "2026-02-02", "pnl": 21.0095 }, { "date": "2026-02-03", "pnl": 17.0095 }, { "date": "2026-02-04", "pnl": 8.0095 }, { "date": "2026-02-05", "pnl": 16.6832 }, { "date": "2026-06-05", "pnl": 23.346 }, { "date": "2026-06-08", "pnl": 15.346 }, { "date": "2026-06-09", "pnl": 3.346 }, { "date": "2026-06-10", "pnl": 22.346 }, { "date": "2026-06-11", "pnl": -1.9898 }, { "date": "2026-06-12", "pnl": 9.6737 }, { "date": "2026-06-15", "pnl": 27.6737 }, { "date": "2026-06-16", "pnl": 12.6737 }, { "date": "2026-06-17", "pnl": 1.6737 }, { "date": "2026-06-18", "pnl": -22.6612 }, { "date": "2026-07-27", "pnl": -26.9904 }, { "date": "2026-07-28", "pnl": -13.9904 }, { "date": "2026-07-29", "pnl": -18.9904 }, { "date": "2026-07-30", "pnl": 27.0096 }, { "date": "2026-07-31", "pnl": 44.6876 } ] }, "joint_v2": { "opportunities": 5, "unmatured": 0, "invalid": 0, "n": 5, "hits": 3, "accuracy": 60.0, "interval": [ 23.072428127601945, 88.23792257673482 ], "neutral": 0, "coverage": 100.0, "net": -39.3124, "mean_net": -7.86248, "net_win_rate": 60.0, "profit_factor": 0.61575475, "no_losses": false, "drawdown": 76.6512, "worst_open_close_loss": -72.0, "net_stress": -62.6248, "directions": { "long": { "n": 1, "hits": 0, "net": -76.6512 }, "short": { "n": 4, "hits": 3, "net": 37.3388 } }, "benchmarks": { "long": { "hits": 1, "n": 5, "accuracy": 20.0, "net": -151.3124 }, "short": { "hits": 4, "n": 5, "accuracy": 80.0, "net": 104.6876 }, "momentum": { "hits": 3, "n": 5, "accuracy": 60.0, "net": 10.6876 } }, "curve": [ { "date": "2026-01-23", "pnl": -20.3287 }, { "date": "2026-01-26", "pnl": -17.3287 }, { "date": "2026-01-27", "pnl": -4.3287 }, { "date": "2026-01-28", "pnl": 4.6713 }, { "date": "2026-01-29", "pnl": -25.6595 }, { "date": "2026-01-30", "pnl": -5.9905 }, { "date": "2026-02-02", "pnl": 21.0095 }, { "date": "2026-02-03", "pnl": 17.0095 }, { "date": "2026-02-04", "pnl": 8.0095 }, { "date": "2026-02-05", "pnl": 16.6832 }, { "date": "2026-06-05", "pnl": 5.346 }, { "date": "2026-06-08", "pnl": 13.346 }, { "date": "2026-06-09", "pnl": 25.346 }, { "date": "2026-06-10", "pnl": 6.346 }, { "date": "2026-06-11", "pnl": 26.0102 }, { "date": "2026-06-12", "pnl": 9.6737 }, { "date": "2026-06-15", "pnl": -8.3263 }, { "date": "2026-06-16", "pnl": 6.6737 }, { "date": "2026-06-17", "pnl": 17.6737 }, { "date": "2026-06-18", "pnl": 37.3388 }, { "date": "2026-07-27", "pnl": 37.0096 }, { "date": "2026-07-28", "pnl": 24.0096 }, { "date": "2026-07-29", "pnl": 29.0096 }, { "date": "2026-07-30", "pnl": -16.9904 }, { "date": "2026-07-31", "pnl": -39.3124 } ] } }, { "horizon": 10, "original_v1": { "accuracy": 58.333333333333336, "hits": 7, "n": 12, "coverage": 50.0, "mean_net_per_ton": -6.327350000000002, "total_net_per_ton": -75.92820000000002 }, "matched_dates": 25, "contract_mismatch": 0, "v1_matched": { "opportunities": 24, "unmatured": 1, "invalid": 0, "n": 12, "hits": 7, "accuracy": 58.333333333333336, "interval": [ 31.95113125495559, 80.67396863412392 ], "neutral": 12, "coverage": 50.0, "net": -75.9282, "mean_net": -6.32735, "net_win_rate": 50.0, "profit_factor": 0.75816287, "no_losses": false, "drawdown": 219.6157, "worst_open_close_loss": -112.0, "net_stress": -131.8564, "directions": { "long": { "n": 5, "hits": 2, "net": -24.3301 }, "short": { "n": 7, "hits": 5, "net": -51.5981 } }, "benchmarks": { "long": { "hits": 4, "n": 12, "accuracy": 33.333333333333336, "net": -37.9282 }, "short": { "hits": 8, "n": 12, "accuracy": 66.66666666666667, "net": -73.9282 }, "momentum": { "hits": 8, "n": 12, "accuracy": 66.66666666666667, "net": 22.0718 } }, "curve": [ { "date": "2025-09-23", "pnl": 0.0 }, { "date": "2025-09-24", "pnl": 0.0 }, { "date": "2025-09-25", "pnl": 0.0 }, { "date": "2025-09-26", "pnl": 0.0 }, { "date": "2025-09-29", "pnl": 0.0 }, { "date": "2025-09-30", "pnl": 0.0 }, { "date": "2025-10-09", "pnl": 0.0 }, { "date": "2025-10-10", "pnl": 0.0 }, { "date": "2025-10-13", "pnl": 0.0 }, { "date": "2025-10-14", "pnl": 0.0 }, { "date": "2025-10-15", "pnl": 35.675 }, { "date": "2025-10-16", "pnl": 28.675 }, { "date": "2025-10-17", "pnl": 43.675 }, { "date": "2025-10-20", "pnl": 32.675 }, { "date": "2025-10-21", "pnl": 28.675 }, { "date": "2025-10-22", "pnl": 0.675 }, { "date": "2025-10-23", "pnl": -8.325 }, { "date": "2025-10-24", "pnl": -2.325 }, { "date": "2025-10-27", "pnl": -51.325 }, { "date": "2025-10-28", "pnl": -59.6555 }, { "date": "2025-10-29", "pnl": -59.6555 }, { "date": "2025-10-30", "pnl": -59.6555 }, { "date": "2025-10-31", "pnl": -59.6555 }, { "date": "2025-11-03", "pnl": -59.6555 }, { "date": "2025-11-04", "pnl": -59.6555 }, { "date": "2025-11-05", "pnl": -59.6555 }, { "date": "2025-11-06", "pnl": -59.6555 }, { "date": "2025-11-07", "pnl": -59.6555 }, { "date": "2025-11-10", "pnl": -59.6555 }, { "date": "2025-11-11", "pnl": -59.6555 }, { "date": "2025-11-12", "pnl": -59.6555 }, { "date": "2025-11-13", "pnl": -59.6555 }, { "date": "2025-11-14", "pnl": -59.6555 }, { "date": "2025-11-17", "pnl": -59.6555 }, { "date": "2025-11-18", "pnl": -59.6555 }, { "date": "2025-11-19", "pnl": -59.6555 }, { "date": "2025-11-20", "pnl": -59.6555 }, { "date": "2025-11-21", "pnl": -59.6555 }, { "date": "2025-11-24", "pnl": -59.6555 }, { "date": "2025-11-25", "pnl": -59.6555 }, { "date": "2025-11-26", "pnl": -62.9851 }, { "date": "2025-11-27", "pnl": -76.9851 }, { "date": "2025-11-28", "pnl": -69.9851 }, { "date": "2025-12-01", "pnl": -37.9851 }, { "date": "2025-12-02", "pnl": -35.9851 }, { "date": "2025-12-03", "pnl": -33.9851 }, { "date": "2025-12-04", "pnl": -25.9851 }, { "date": "2025-12-05", "pnl": -37.9851 }, { "date": "2025-12-08", "pnl": -66.9851 }, { "date": "2025-12-09", "pnl": -108.3103 }, { "date": "2025-12-10", "pnl": -108.3103 }, { "date": "2025-12-11", "pnl": -108.3103 }, { "date": "2025-12-12", "pnl": -108.3103 }, { "date": "2025-12-15", "pnl": -108.3103 }, { "date": "2025-12-16", "pnl": -108.3103 }, { "date": "2025-12-17", "pnl": -108.3103 }, { "date": "2025-12-18", "pnl": -108.3103 }, { "date": "2025-12-19", "pnl": -108.3103 }, { "date": "2025-12-22", "pnl": -108.3103 }, { "date": "2025-12-23", "pnl": -108.3103 }, { "date": "2025-12-24", "pnl": -106.6384 }, { "date": "2025-12-25", "pnl": -111.6384 }, { "date": "2025-12-26", "pnl": -108.6384 }, { "date": "2025-12-29", "pnl": -104.6384 }, { "date": "2025-12-30", "pnl": -109.6384 }, { "date": "2025-12-31", "pnl": -121.6384 }, { "date": "2026-01-05", "pnl": -143.6384 }, { "date": "2026-01-06", "pnl": -128.6384 }, { "date": "2026-01-07", "pnl": -59.6384 }, { "date": "2026-01-08", "pnl": -76.9701 }, { "date": "2026-01-09", "pnl": -100.3016 }, { "date": "2026-01-12", "pnl": -83.3016 }, { "date": "2026-01-13", "pnl": -91.3016 }, { "date": "2026-01-14", "pnl": -88.3016 }, { "date": "2026-01-15", "pnl": -87.3016 }, { "date": "2026-01-16", "pnl": -79.3016 }, { "date": "2026-01-19", "pnl": -95.3016 }, { "date": "2026-01-20", "pnl": -118.3016 }, { "date": "2026-01-21", "pnl": -108.3016 }, { "date": "2026-01-22", "pnl": -109.6303 }, { "date": "2026-01-23", "pnl": -129.959 }, { "date": "2026-01-26", "pnl": -126.959 }, { "date": "2026-01-27", "pnl": -113.959 }, { "date": "2026-01-28", "pnl": -104.959 }, { "date": "2026-01-29", "pnl": -132.959 }, { "date": "2026-01-30", "pnl": -112.959 }, { "date": "2026-02-02", "pnl": -85.959 }, { "date": "2026-02-03", "pnl": -89.959 }, { "date": "2026-02-04", "pnl": -98.959 }, { "date": "2026-02-05", "pnl": -90.2853 }, { "date": "2026-02-06", "pnl": -74.6122 }, { "date": "2026-02-09", "pnl": -62.6122 }, { "date": "2026-02-10", "pnl": -43.6122 }, { "date": "2026-02-11", "pnl": -51.6122 }, { "date": "2026-02-12", "pnl": -41.6122 }, { "date": "2026-02-13", "pnl": -45.6122 }, { "date": "2026-02-24", "pnl": -18.6122 }, { "date": "2026-02-25", "pnl": -59.6122 }, { "date": "2026-02-26", "pnl": -41.6122 }, { "date": "2026-02-27", "pnl": -40.9337 }, { "date": "2026-03-02", "pnl": -40.9337 }, { "date": "2026-03-03", "pnl": -40.9337 }, { "date": "2026-03-04", "pnl": -40.9337 }, { "date": "2026-03-05", "pnl": -40.9337 }, { "date": "2026-03-06", "pnl": -40.9337 }, { "date": "2026-03-09", "pnl": -40.9337 }, { "date": "2026-03-10", "pnl": -40.9337 }, { "date": "2026-03-11", "pnl": -40.9337 }, { "date": "2026-03-12", "pnl": -40.9337 }, { "date": "2026-03-13", "pnl": -40.9337 }, { "date": "2026-03-16", "pnl": -40.9337 }, { "date": "2026-03-17", "pnl": -40.9337 }, { "date": "2026-03-18", "pnl": -40.9337 }, { "date": "2026-03-19", "pnl": -40.9337 }, { "date": "2026-03-20", "pnl": -40.9337 }, { "date": "2026-03-23", "pnl": -40.9337 }, { "date": "2026-03-24", "pnl": -40.9337 }, { "date": "2026-03-25", "pnl": -40.9337 }, { "date": "2026-03-26", "pnl": -40.9337 }, { "date": "2026-03-27", "pnl": -40.9337 }, { "date": "2026-03-30", "pnl": -40.9337 }, { "date": "2026-03-31", "pnl": -40.9337 }, { "date": "2026-04-01", "pnl": -40.9337 }, { "date": "2026-04-02", "pnl": -40.9337 }, { "date": "2026-04-03", "pnl": -40.9337 }, { "date": "2026-04-07", "pnl": -40.9337 }, { "date": "2026-04-08", "pnl": -40.9337 }, { "date": "2026-04-09", "pnl": -40.9337 }, { "date": "2026-04-10", "pnl": -40.9337 }, { "date": "2026-04-13", "pnl": -40.9337 }, { "date": "2026-04-14", "pnl": -40.2619 }, { "date": "2026-04-15", "pnl": -51.2619 }, { "date": "2026-04-16", "pnl": -87.2619 }, { "date": "2026-04-17", "pnl": -85.2619 }, { "date": "2026-04-20", "pnl": -123.2619 }, { "date": "2026-04-21", "pnl": -127.2619 }, { "date": "2026-04-22", "pnl": -149.2619 }, { "date": "2026-04-23", "pnl": -146.2619 }, { "date": "2026-04-24", "pnl": -153.2619 }, { "date": "2026-04-27", "pnl": -157.6013 }, { "date": "2026-04-28", "pnl": -175.9407 }, { "date": "2026-04-29", "pnl": -146.9407 }, { "date": "2026-04-30", "pnl": -128.9407 }, { "date": "2026-05-06", "pnl": -60.9407 }, { "date": "2026-05-07", "pnl": -61.9407 }, { "date": "2026-05-08", "pnl": -80.9407 }, { "date": "2026-05-11", "pnl": -56.9407 }, { "date": "2026-05-12", "pnl": -82.9407 }, { "date": "2026-05-13", "pnl": -72.9407 }, { "date": "2026-05-14", "pnl": -78.2885 }, { "date": "2026-05-15", "pnl": -78.2885 }, { "date": "2026-05-18", "pnl": -78.2885 }, { "date": "2026-05-19", "pnl": -78.2885 }, { "date": "2026-05-20", "pnl": -78.2885 }, { "date": "2026-05-21", "pnl": -78.2885 }, { "date": "2026-05-22", "pnl": -78.2885 }, { "date": "2026-05-25", "pnl": -78.2885 }, { "date": "2026-05-26", "pnl": -78.2885 }, { "date": "2026-05-27", "pnl": -78.2885 }, { "date": "2026-05-28", "pnl": -78.2885 }, { "date": "2026-05-29", "pnl": -78.2885 }, { "date": "2026-06-01", "pnl": -78.2885 }, { "date": "2026-06-02", "pnl": -78.2885 }, { "date": "2026-06-03", "pnl": -78.2885 }, { "date": "2026-06-04", "pnl": -78.2885 }, { "date": "2026-06-05", "pnl": -78.2885 }, { "date": "2026-06-08", "pnl": -78.2885 }, { "date": "2026-06-09", "pnl": -78.2885 }, { "date": "2026-06-10", "pnl": -78.2885 }, { "date": "2026-06-11", "pnl": -78.2885 }, { "date": "2026-06-12", "pnl": -66.625 }, { "date": "2026-06-15", "pnl": -48.625 }, { "date": "2026-06-16", "pnl": -63.625 }, { "date": "2026-06-17", "pnl": -74.625 }, { "date": "2026-06-18", "pnl": -96.625 }, { "date": "2026-06-22", "pnl": -107.625 }, { "date": "2026-06-23", "pnl": -118.625 }, { "date": "2026-06-24", "pnl": -120.625 }, { "date": "2026-06-25", "pnl": -133.625 }, { "date": "2026-06-26", "pnl": -131.9566 }, { "date": "2026-06-29", "pnl": -143.2876 }, { "date": "2026-06-30", "pnl": -139.2876 }, { "date": "2026-07-01", "pnl": -109.2876 }, { "date": "2026-07-02", "pnl": -107.2876 }, { "date": "2026-07-03", "pnl": -103.2876 }, { "date": "2026-07-06", "pnl": -113.2876 }, { "date": "2026-07-07", "pnl": -107.2876 }, { "date": "2026-07-08", "pnl": -124.2876 }, { "date": "2026-07-09", "pnl": -122.2876 }, { "date": "2026-07-10", "pnl": -117.6167 }, { "date": "2026-07-13", "pnl": -100.9458 }, { "date": "2026-07-14", "pnl": -130.9458 }, { "date": "2026-07-15", "pnl": -155.9458 }, { "date": "2026-07-16", "pnl": -152.9458 }, { "date": "2026-07-17", "pnl": -146.9458 }, { "date": "2026-07-20", "pnl": -126.9458 }, { "date": "2026-07-21", "pnl": -125.9458 }, { "date": "2026-07-22", "pnl": -110.9458 }, { "date": "2026-07-23", "pnl": -119.9458 }, { "date": "2026-07-24", "pnl": -120.2747 }, { "date": "2026-07-27", "pnl": -124.6039 }, { "date": "2026-07-28", "pnl": -111.6039 }, { "date": "2026-07-29", "pnl": -116.6039 }, { "date": "2026-07-30", "pnl": -70.6039 }, { "date": "2026-07-31", "pnl": -50.6039 }, { "date": "2026-08-03", "pnl": -27.6039 }, { "date": "2026-08-04", "pnl": -31.6039 }, { "date": "2026-08-05", "pnl": -37.6039 }, { "date": "2026-08-06", "pnl": -66.6039 }, { "date": "2026-08-07", "pnl": -75.9282 }, { "date": "2026-08-10", "pnl": -75.9282 }, { "date": "2026-08-11", "pnl": -75.9282 }, { "date": "2026-08-12", "pnl": -75.9282 }, { "date": "2026-08-13", "pnl": -75.9282 }, { "date": "2026-08-14", "pnl": -75.9282 }, { "date": "2026-08-17", "pnl": -75.9282 }, { "date": "2026-08-18", "pnl": -75.9282 }, { "date": "2026-08-19", "pnl": -75.9282 }, { "date": "2026-08-20", "pnl": -75.9282 }, { "date": "2026-08-21", "pnl": -75.9282 }, { "date": "2026-08-24", "pnl": -75.9282 }, { "date": "2026-08-25", "pnl": -75.9282 }, { "date": "2026-08-26", "pnl": -75.9282 }, { "date": "2026-08-27", "pnl": -75.9282 }, { "date": "2026-08-28", "pnl": -75.9282 }, { "date": "2026-08-31", "pnl": -75.9282 }, { "date": "2026-09-01", "pnl": -75.9282 }, { "date": "2026-09-02", "pnl": -75.9282 }, { "date": "2026-09-03", "pnl": -75.9282 }, { "date": "2026-09-04", "pnl": -75.9282 }, { "date": "2026-09-07", "pnl": -75.9282 }, { "date": "2026-09-08", "pnl": -75.9282 }, { "date": "2026-09-09", "pnl": -75.9282 }, { "date": "2026-09-10", "pnl": -75.9282 }, { "date": "2026-09-11", "pnl": -75.9282 }, { "date": "2026-09-14", "pnl": -75.9282 }, { "date": "2026-09-15", "pnl": -75.9282 }, { "date": "2026-09-16", "pnl": -75.9282 }, { "date": "2026-09-17", "pnl": -75.9282 }, { "date": "2026-09-18", "pnl": -75.9282 } ] }, "v2_matched": { "opportunities": 24, "unmatured": 1, "invalid": 0, "n": 9, "hits": 6, "accuracy": 66.66666666666667, "interval": [ 35.420213558040345, 87.94161816130857 ], "neutral": 15, "coverage": 37.5, "net": 97.0153, "mean_net": 10.77947778, "net_win_rate": 66.66666666666667, "profit_factor": 1.36066709, "no_losses": false, "drawdown": 120.9939, "worst_open_close_loss": -112.0, "net_stress": 55.0306, "directions": { "long": { "n": 3, "hits": 1, "net": -102.9745 }, "short": { "n": 6, "hits": 5, "net": 199.9898 } }, "benchmarks": { "long": { "hits": 2, "n": 9, "accuracy": 22.22222222222222, "net": -358.9847 }, "short": { "hits": 7, "n": 9, "accuracy": 77.77777777777777, "net": 275.0153 }, "momentum": { "hits": 4, "n": 9, "accuracy": 44.44444444444444, "net": -406.9847 } }, "curve": [ { "date": "2025-09-23", "pnl": 32.6625 }, { "date": "2025-09-24", "pnl": 15.6625 }, { "date": "2025-09-25", "pnl": 14.6625 }, { "date": "2025-09-26", "pnl": 59.6625 }, { "date": "2025-09-29", "pnl": 83.6625 }, { "date": "2025-09-30", "pnl": 119.6625 }, { "date": "2025-10-09", "pnl": 86.6625 }, { "date": "2025-10-10", "pnl": 87.6625 }, { "date": "2025-10-13", "pnl": 111.6625 }, { "date": "2025-10-14", "pnl": 129.3384 }, { "date": "2025-10-15", "pnl": 129.3384 }, { "date": "2025-10-16", "pnl": 129.3384 }, { "date": "2025-10-17", "pnl": 129.3384 }, { "date": "2025-10-20", "pnl": 129.3384 }, { "date": "2025-10-21", "pnl": 129.3384 }, { "date": "2025-10-22", "pnl": 129.3384 }, { "date": "2025-10-23", "pnl": 129.3384 }, { "date": "2025-10-24", "pnl": 129.3384 }, { "date": "2025-10-27", "pnl": 129.3384 }, { "date": "2025-10-28", "pnl": 129.3384 }, { "date": "2025-10-29", "pnl": 129.3384 }, { "date": "2025-10-30", "pnl": 129.3384 }, { "date": "2025-10-31", "pnl": 129.3384 }, { "date": "2025-11-03", "pnl": 129.3384 }, { "date": "2025-11-04", "pnl": 129.3384 }, { "date": "2025-11-05", "pnl": 129.3384 }, { "date": "2025-11-06", "pnl": 129.3384 }, { "date": "2025-11-07", "pnl": 129.3384 }, { "date": "2025-11-10", "pnl": 129.3384 }, { "date": "2025-11-11", "pnl": 129.3384 }, { "date": "2025-11-12", "pnl": 129.3384 }, { "date": "2025-11-13", "pnl": 129.3384 }, { "date": "2025-11-14", "pnl": 129.3384 }, { "date": "2025-11-17", "pnl": 129.3384 }, { "date": "2025-11-18", "pnl": 129.3384 }, { "date": "2025-11-19", "pnl": 129.3384 }, { "date": "2025-11-20", "pnl": 129.3384 }, { "date": "2025-11-21", "pnl": 129.3384 }, { "date": "2025-11-24", "pnl": 129.3384 }, { "date": "2025-11-25", "pnl": 129.3384 }, { "date": "2025-11-26", "pnl": 129.3384 }, { "date": "2025-11-27", "pnl": 129.3384 }, { "date": "2025-11-28", "pnl": 129.3384 }, { "date": "2025-12-01", "pnl": 129.3384 }, { "date": "2025-12-02", "pnl": 129.3384 }, { "date": "2025-12-03", "pnl": 129.3384 }, { "date": "2025-12-04", "pnl": 129.3384 }, { "date": "2025-12-05", "pnl": 129.3384 }, { "date": "2025-12-08", "pnl": 129.3384 }, { "date": "2025-12-09", "pnl": 129.3384 }, { "date": "2025-12-10", "pnl": 129.3384 }, { "date": "2025-12-11", "pnl": 129.3384 }, { "date": "2025-12-12", "pnl": 129.3384 }, { "date": "2025-12-15", "pnl": 129.3384 }, { "date": "2025-12-16", "pnl": 129.3384 }, { "date": "2025-12-17", "pnl": 129.3384 }, { "date": "2025-12-18", "pnl": 129.3384 }, { "date": "2025-12-19", "pnl": 129.3384 }, { "date": "2025-12-22", "pnl": 129.3384 }, { "date": "2025-12-23", "pnl": 129.3384 }, { "date": "2025-12-24", "pnl": 129.3384 }, { "date": "2025-12-25", "pnl": 129.3384 }, { "date": "2025-12-26", "pnl": 129.3384 }, { "date": "2025-12-29", "pnl": 129.3384 }, { "date": "2025-12-30", "pnl": 129.3384 }, { "date": "2025-12-31", "pnl": 129.3384 }, { "date": "2026-01-05", "pnl": 129.3384 }, { "date": "2026-01-06", "pnl": 129.3384 }, { "date": "2026-01-07", "pnl": 129.3384 }, { "date": "2026-01-08", "pnl": 129.3384 }, { "date": "2026-01-09", "pnl": 129.3384 }, { "date": "2026-01-12", "pnl": 129.3384 }, { "date": "2026-01-13", "pnl": 129.3384 }, { "date": "2026-01-14", "pnl": 129.3384 }, { "date": "2026-01-15", "pnl": 129.3384 }, { "date": "2026-01-16", "pnl": 129.3384 }, { "date": "2026-01-19", "pnl": 129.3384 }, { "date": "2026-01-20", "pnl": 129.3384 }, { "date": "2026-01-21", "pnl": 129.3384 }, { "date": "2026-01-22", "pnl": 129.3384 }, { "date": "2026-01-23", "pnl": 109.0097 }, { "date": "2026-01-26", "pnl": 112.0097 }, { "date": "2026-01-27", "pnl": 125.0097 }, { "date": "2026-01-28", "pnl": 134.0097 }, { "date": "2026-01-29", "pnl": 106.0097 }, { "date": "2026-01-30", "pnl": 126.0097 }, { "date": "2026-02-02", "pnl": 153.0097 }, { "date": "2026-02-03", "pnl": 149.0097 }, { "date": "2026-02-04", "pnl": 140.0097 }, { "date": "2026-02-05", "pnl": 148.6834 }, { "date": "2026-02-06", "pnl": 148.6834 }, { "date": "2026-02-09", "pnl": 148.6834 }, { "date": "2026-02-10", "pnl": 148.6834 }, { "date": "2026-02-11", "pnl": 148.6834 }, { "date": "2026-02-12", "pnl": 148.6834 }, { "date": "2026-02-13", "pnl": 148.6834 }, { "date": "2026-02-24", "pnl": 148.6834 }, { "date": "2026-02-25", "pnl": 148.6834 }, { "date": "2026-02-26", "pnl": 148.6834 }, { "date": "2026-02-27", "pnl": 148.6834 }, { "date": "2026-03-02", "pnl": 148.6834 }, { "date": "2026-03-03", "pnl": 148.6834 }, { "date": "2026-03-04", "pnl": 148.6834 }, { "date": "2026-03-05", "pnl": 148.6834 }, { "date": "2026-03-06", "pnl": 148.6834 }, { "date": "2026-03-09", "pnl": 148.6834 }, { "date": "2026-03-10", "pnl": 148.6834 }, { "date": "2026-03-11", "pnl": 148.6834 }, { "date": "2026-03-12", "pnl": 148.6834 }, { "date": "2026-03-13", "pnl": 148.6834 }, { "date": "2026-03-16", "pnl": 148.6834 }, { "date": "2026-03-17", "pnl": 148.6834 }, { "date": "2026-03-18", "pnl": 148.6834 }, { "date": "2026-03-19", "pnl": 148.6834 }, { "date": "2026-03-20", "pnl": 148.6834 }, { "date": "2026-03-23", "pnl": 148.6834 }, { "date": "2026-03-24", "pnl": 148.6834 }, { "date": "2026-03-25", "pnl": 148.6834 }, { "date": "2026-03-26", "pnl": 148.6834 }, { "date": "2026-03-27", "pnl": 148.6834 }, { "date": "2026-03-30", "pnl": 148.6834 }, { "date": "2026-03-31", "pnl": 148.6834 }, { "date": "2026-04-01", "pnl": 148.6834 }, { "date": "2026-04-02", "pnl": 148.6834 }, { "date": "2026-04-03", "pnl": 148.6834 }, { "date": "2026-04-07", "pnl": 148.6834 }, { "date": "2026-04-08", "pnl": 148.6834 }, { "date": "2026-04-09", "pnl": 148.6834 }, { "date": "2026-04-10", "pnl": 148.6834 }, { "date": "2026-04-13", "pnl": 148.6834 }, { "date": "2026-04-14", "pnl": 149.3552 }, { "date": "2026-04-15", "pnl": 138.3552 }, { "date": "2026-04-16", "pnl": 102.3552 }, { "date": "2026-04-17", "pnl": 104.3552 }, { "date": "2026-04-20", "pnl": 66.3552 }, { "date": "2026-04-21", "pnl": 62.3552 }, { "date": "2026-04-22", "pnl": 40.3552 }, { "date": "2026-04-23", "pnl": 43.3552 }, { "date": "2026-04-24", "pnl": 36.3552 }, { "date": "2026-04-27", "pnl": 32.0158 }, { "date": "2026-04-28", "pnl": 32.0158 }, { "date": "2026-04-29", "pnl": 32.0158 }, { "date": "2026-04-30", "pnl": 32.0158 }, { "date": "2026-05-06", "pnl": 32.0158 }, { "date": "2026-05-07", "pnl": 32.0158 }, { "date": "2026-05-08", "pnl": 32.0158 }, { "date": "2026-05-11", "pnl": 32.0158 }, { "date": "2026-05-12", "pnl": 32.0158 }, { "date": "2026-05-13", "pnl": 32.0158 }, { "date": "2026-05-14", "pnl": 32.0158 }, { "date": "2026-05-15", "pnl": 61.668 }, { "date": "2026-05-18", "pnl": 78.668 }, { "date": "2026-05-19", "pnl": 79.668 }, { "date": "2026-05-20", "pnl": 89.668 }, { "date": "2026-05-21", "pnl": 113.668 }, { "date": "2026-05-22", "pnl": 122.668 }, { "date": "2026-05-25", "pnl": 75.668 }, { "date": "2026-05-26", "pnl": 141.668 }, { "date": "2026-05-27", "pnl": 144.668 }, { "date": "2026-05-28", "pnl": 140.3315 }, { "date": "2026-05-29", "pnl": 133.9937 }, { "date": "2026-06-01", "pnl": 115.9937 }, { "date": "2026-06-02", "pnl": 116.9937 }, { "date": "2026-06-03", "pnl": 129.9937 }, { "date": "2026-06-04", "pnl": 138.9937 }, { "date": "2026-06-05", "pnl": 134.9937 }, { "date": "2026-06-08", "pnl": 142.9937 }, { "date": "2026-06-09", "pnl": 154.9937 }, { "date": "2026-06-10", "pnl": 135.9937 }, { "date": "2026-06-11", "pnl": 155.6579 }, { "date": "2026-06-12", "pnl": 139.3214 }, { "date": "2026-06-15", "pnl": 121.3214 }, { "date": "2026-06-16", "pnl": 136.3214 }, { "date": "2026-06-17", "pnl": 147.3214 }, { "date": "2026-06-18", "pnl": 169.3214 }, { "date": "2026-06-22", "pnl": 180.3214 }, { "date": "2026-06-23", "pnl": 191.3214 }, { "date": "2026-06-24", "pnl": 193.3214 }, { "date": "2026-06-25", "pnl": 206.3214 }, { "date": "2026-06-26", "pnl": 199.9898 }, { "date": "2026-06-29", "pnl": 199.9898 }, { "date": "2026-06-30", "pnl": 199.9898 }, { "date": "2026-07-01", "pnl": 199.9898 }, { "date": "2026-07-02", "pnl": 199.9898 }, { "date": "2026-07-03", "pnl": 199.9898 }, { "date": "2026-07-06", "pnl": 199.9898 }, { "date": "2026-07-07", "pnl": 199.9898 }, { "date": "2026-07-08", "pnl": 199.9898 }, { "date": "2026-07-09", "pnl": 199.9898 }, { "date": "2026-07-10", "pnl": 199.9898 }, { "date": "2026-07-13", "pnl": 199.9898 }, { "date": "2026-07-14", "pnl": 199.9898 }, { "date": "2026-07-15", "pnl": 199.9898 }, { "date": "2026-07-16", "pnl": 199.9898 }, { "date": "2026-07-17", "pnl": 199.9898 }, { "date": "2026-07-20", "pnl": 199.9898 }, { "date": "2026-07-21", "pnl": 199.9898 }, { "date": "2026-07-22", "pnl": 199.9898 }, { "date": "2026-07-23", "pnl": 199.9898 }, { "date": "2026-07-24", "pnl": 199.9898 }, { "date": "2026-07-27", "pnl": 199.6606 }, { "date": "2026-07-28", "pnl": 186.6606 }, { "date": "2026-07-29", "pnl": 191.6606 }, { "date": "2026-07-30", "pnl": 145.6606 }, { "date": "2026-07-31", "pnl": 125.6606 }, { "date": "2026-08-03", "pnl": 102.6606 }, { "date": "2026-08-04", "pnl": 106.6606 }, { "date": "2026-08-05", "pnl": 112.6606 }, { "date": "2026-08-06", "pnl": 141.6606 }, { "date": "2026-08-07", "pnl": 146.3363 }, { "date": "2026-08-10", "pnl": 138.0122 }, { "date": "2026-08-11", "pnl": 147.0122 }, { "date": "2026-08-12", "pnl": 142.0122 }, { "date": "2026-08-13", "pnl": 136.0122 }, { "date": "2026-08-14", "pnl": 163.0122 }, { "date": "2026-08-17", "pnl": 174.0122 }, { "date": "2026-08-18", "pnl": 184.0122 }, { "date": "2026-08-19", "pnl": 189.0122 }, { "date": "2026-08-20", "pnl": 194.0122 }, { "date": "2026-08-21", "pnl": 195.6827 }, { "date": "2026-08-24", "pnl": 195.6827 }, { "date": "2026-08-25", "pnl": 195.6827 }, { "date": "2026-08-26", "pnl": 195.6827 }, { "date": "2026-08-27", "pnl": 195.6827 }, { "date": "2026-08-28", "pnl": 195.6827 }, { "date": "2026-08-31", "pnl": 195.6827 }, { "date": "2026-09-01", "pnl": 195.6827 }, { "date": "2026-09-02", "pnl": 195.6827 }, { "date": "2026-09-03", "pnl": 195.6827 }, { "date": "2026-09-04", "pnl": 195.6827 }, { "date": "2026-09-07", "pnl": 175.3443 }, { "date": "2026-09-08", "pnl": 204.3443 }, { "date": "2026-09-09", "pnl": 194.3443 }, { "date": "2026-09-10", "pnl": 174.3443 }, { "date": "2026-09-11", "pnl": 134.3443 }, { "date": "2026-09-14", "pnl": 119.3443 }, { "date": "2026-09-15", "pnl": 118.3443 }, { "date": "2026-09-16", "pnl": 132.3443 }, { "date": "2026-09-17", "pnl": 126.3443 }, { "date": "2026-09-18", "pnl": 97.0153 } ] }, "joint_v1": { "opportunities": 4, "unmatured": 0, "invalid": 0, "n": 4, "hits": 2, "accuracy": 50.0, "interval": [ 15.00389891521544, 84.99610108478456 ], "neutral": 0, "coverage": 100.0, "net": -106.6442, "mean_net": -26.66105, "net_win_rate": 50.0, "profit_factor": 0.37391751, "no_losses": false, "drawdown": 178.9912, "worst_open_close_loss": -112.0, "net_stress": -125.2884, "directions": { "long": { "n": 1, "hits": 0, "net": -53.6681 }, "short": { "n": 3, "hits": 2, "net": -52.9761 } }, "benchmarks": { "long": { "hits": 1, "n": 4, "accuracy": 25.0, "net": -28.6442 }, "short": { "hits": 3, "n": 4, "accuracy": 75.0, "net": -8.6442 }, "momentum": { "hits": 3, "n": 4, "accuracy": 75.0, "net": -8.6442 } }, "curve": [ { "date": "2026-01-23", "pnl": -20.3287 }, { "date": "2026-01-26", "pnl": -17.3287 }, { "date": "2026-01-27", "pnl": -4.3287 }, { "date": "2026-01-28", "pnl": 4.6713 }, { "date": "2026-01-29", "pnl": -23.3287 }, { "date": "2026-01-30", "pnl": -3.3287 }, { "date": "2026-02-02", "pnl": 23.6713 }, { "date": "2026-02-03", "pnl": 19.6713 }, { "date": "2026-02-04", "pnl": 10.6713 }, { "date": "2026-02-05", "pnl": 19.345 }, { "date": "2026-04-14", "pnl": 20.0168 }, { "date": "2026-04-15", "pnl": 9.0168 }, { "date": "2026-04-16", "pnl": -26.9832 }, { "date": "2026-04-17", "pnl": -24.9832 }, { "date": "2026-04-20", "pnl": -62.9832 }, { "date": "2026-04-21", "pnl": -66.9832 }, { "date": "2026-04-22", "pnl": -88.9832 }, { "date": "2026-04-23", "pnl": -85.9832 }, { "date": "2026-04-24", "pnl": -92.9832 }, { "date": "2026-04-27", "pnl": -97.3226 }, { "date": "2026-06-12", "pnl": -85.6591 }, { "date": "2026-06-15", "pnl": -67.6591 }, { "date": "2026-06-16", "pnl": -82.6591 }, { "date": "2026-06-17", "pnl": -93.6591 }, { "date": "2026-06-18", "pnl": -115.6591 }, { "date": "2026-06-22", "pnl": -126.6591 }, { "date": "2026-06-23", "pnl": -137.6591 }, { "date": "2026-06-24", "pnl": -139.6591 }, { "date": "2026-06-25", "pnl": -152.6591 }, { "date": "2026-06-26", "pnl": -150.9907 }, { "date": "2026-07-27", "pnl": -155.3199 }, { "date": "2026-07-28", "pnl": -142.3199 }, { "date": "2026-07-29", "pnl": -147.3199 }, { "date": "2026-07-30", "pnl": -101.3199 }, { "date": "2026-07-31", "pnl": -81.3199 }, { "date": "2026-08-03", "pnl": -58.3199 }, { "date": "2026-08-04", "pnl": -62.3199 }, { "date": "2026-08-05", "pnl": -68.3199 }, { "date": "2026-08-06", "pnl": -97.3199 }, { "date": "2026-08-07", "pnl": -106.6442 } ] }, "joint_v2": { "opportunities": 4, "unmatured": 0, "invalid": 0, "n": 4, "hits": 2, "accuracy": 50.0, "interval": [ 15.00389891521544, 84.99610108478456 ], "neutral": 0, "coverage": 100.0, "net": -106.6442, "mean_net": -26.66105, "net_win_rate": 50.0, "profit_factor": 0.37386384, "no_losses": false, "drawdown": 173.9912, "worst_open_close_loss": -112.0, "net_stress": -125.2884, "directions": { "long": { "n": 1, "hits": 0, "net": -53.6535 }, "short": { "n": 3, "hits": 2, "net": -52.9907 } }, "benchmarks": { "long": { "hits": 1, "n": 4, "accuracy": 25.0, "net": -28.6442 }, "short": { "hits": 3, "n": 4, "accuracy": 75.0, "net": -8.6442 }, "momentum": { "hits": 3, "n": 4, "accuracy": 75.0, "net": -8.6442 } }, "curve": [ { "date": "2026-01-23", "pnl": -20.3287 }, { "date": "2026-01-26", "pnl": -17.3287 }, { "date": "2026-01-27", "pnl": -4.3287 }, { "date": "2026-01-28", "pnl": 4.6713 }, { "date": "2026-01-29", "pnl": -23.3287 }, { "date": "2026-01-30", "pnl": -3.3287 }, { "date": "2026-02-02", "pnl": 23.6713 }, { "date": "2026-02-03", "pnl": 19.6713 }, { "date": "2026-02-04", "pnl": 10.6713 }, { "date": "2026-02-05", "pnl": 19.345 }, { "date": "2026-04-14", "pnl": 20.0168 }, { "date": "2026-04-15", "pnl": 9.0168 }, { "date": "2026-04-16", "pnl": -26.9832 }, { "date": "2026-04-17", "pnl": -24.9832 }, { "date": "2026-04-20", "pnl": -62.9832 }, { "date": "2026-04-21", "pnl": -66.9832 }, { "date": "2026-04-22", "pnl": -88.9832 }, { "date": "2026-04-23", "pnl": -85.9832 }, { "date": "2026-04-24", "pnl": -92.9832 }, { "date": "2026-04-27", "pnl": -97.3226 }, { "date": "2026-06-12", "pnl": -113.6591 }, { "date": "2026-06-15", "pnl": -131.6591 }, { "date": "2026-06-16", "pnl": -116.6591 }, { "date": "2026-06-17", "pnl": -105.6591 }, { "date": "2026-06-18", "pnl": -83.6591 }, { "date": "2026-06-22", "pnl": -72.6591 }, { "date": "2026-06-23", "pnl": -61.6591 }, { "date": "2026-06-24", "pnl": -59.6591 }, { "date": "2026-06-25", "pnl": -46.6591 }, { "date": "2026-06-26", "pnl": -52.9907 }, { "date": "2026-07-27", "pnl": -53.3199 }, { "date": "2026-07-28", "pnl": -66.3199 }, { "date": "2026-07-29", "pnl": -61.3199 }, { "date": "2026-07-30", "pnl": -107.3199 }, { "date": "2026-07-31", "pnl": -127.3199 }, { "date": "2026-08-03", "pnl": -150.3199 }, { "date": "2026-08-04", "pnl": -146.3199 }, { "date": "2026-08-05", "pnl": -140.3199 }, { "date": "2026-08-06", "pnl": -111.3199 }, { "date": "2026-08-07", "pnl": -106.6442 } ] } }, { "horizon": 20, "original_v1": { "accuracy": 50.0, "hits": 3, "n": 6, "coverage": 50.0, "mean_net_per_ton": 4.006800000000001, "total_net_per_ton": 24.040800000000004 }, "matched_dates": 13, "contract_mismatch": 0, "v1_matched": { "opportunities": 12, "unmatured": 1, "invalid": 0, "n": 6, "hits": 3, "accuracy": 50.0, "interval": [ 18.761630648265577, 81.23836935173443 ], "neutral": 6, "coverage": 50.0, "net": 24.0408, "mean_net": 4.0068, "net_win_rate": 50.0, "profit_factor": 1.39416123, "no_losses": false, "drawdown": 153.6675, "worst_open_close_loss": -64.0, "net_stress": -3.9184, "directions": { "long": { "n": 3, "hits": 1, "net": -51.9904 }, "short": { "n": 3, "hits": 2, "net": 76.0312 } }, "benchmarks": { "long": { "hits": 2, "n": 6, "accuracy": 33.333333333333336, "net": -155.9592 }, "short": { "hits": 4, "n": 6, "accuracy": 66.66666666666667, "net": 100.0408 }, "momentum": { "hits": 3, "n": 6, "accuracy": 50.0, "net": 24.0408 } }, "curve": [ { "date": "2025-09-23", "pnl": 0.0 }, { "date": "2025-09-24", "pnl": 0.0 }, { "date": "2025-09-25", "pnl": 0.0 }, { "date": "2025-09-26", "pnl": 0.0 }, { "date": "2025-09-29", "pnl": 0.0 }, { "date": "2025-09-30", "pnl": 0.0 }, { "date": "2025-10-09", "pnl": 0.0 }, { "date": "2025-10-10", "pnl": 0.0 }, { "date": "2025-10-13", "pnl": 0.0 }, { "date": "2025-10-14", "pnl": 0.0 }, { "date": "2025-10-15", "pnl": 0.0 }, { "date": "2025-10-16", "pnl": 0.0 }, { "date": "2025-10-17", "pnl": 0.0 }, { "date": "2025-10-20", "pnl": 0.0 }, { "date": "2025-10-21", "pnl": 0.0 }, { "date": "2025-10-22", "pnl": 0.0 }, { "date": "2025-10-23", "pnl": 0.0 }, { "date": "2025-10-24", "pnl": 0.0 }, { "date": "2025-10-27", "pnl": 0.0 }, { "date": "2025-10-28", "pnl": 0.0 }, { "date": "2025-10-29", "pnl": 0.0 }, { "date": "2025-10-30", "pnl": 0.0 }, { "date": "2025-10-31", "pnl": 0.0 }, { "date": "2025-11-03", "pnl": 0.0 }, { "date": "2025-11-04", "pnl": 0.0 }, { "date": "2025-11-05", "pnl": 0.0 }, { "date": "2025-11-06", "pnl": 0.0 }, { "date": "2025-11-07", "pnl": 0.0 }, { "date": "2025-11-10", "pnl": 0.0 }, { "date": "2025-11-11", "pnl": 0.0 }, { "date": "2025-11-12", "pnl": 0.0 }, { "date": "2025-11-13", "pnl": 0.0 }, { "date": "2025-11-14", "pnl": 0.0 }, { "date": "2025-11-17", "pnl": 0.0 }, { "date": "2025-11-18", "pnl": 0.0 }, { "date": "2025-11-19", "pnl": 0.0 }, { "date": "2025-11-20", "pnl": 0.0 }, { "date": "2025-11-21", "pnl": 0.0 }, { "date": "2025-11-24", "pnl": 0.0 }, { "date": "2025-11-25", "pnl": 0.0 }, { "date": "2025-11-26", "pnl": -3.3296 }, { "date": "2025-11-27", "pnl": -17.3296 }, { "date": "2025-11-28", "pnl": -10.3296 }, { "date": "2025-12-01", "pnl": 21.6704 }, { "date": "2025-12-02", "pnl": 23.6704 }, { "date": "2025-12-03", "pnl": 25.6704 }, { "date": "2025-12-04", "pnl": 33.6704 }, { "date": "2025-12-05", "pnl": 21.6704 }, { "date": "2025-12-08", "pnl": -7.3296 }, { "date": "2025-12-09", "pnl": -46.3296 }, { "date": "2025-12-10", "pnl": -16.3296 }, { "date": "2025-12-11", "pnl": -60.3296 }, { "date": "2025-12-12", "pnl": -66.3296 }, { "date": "2025-12-15", "pnl": -65.3296 }, { "date": "2025-12-16", "pnl": -52.3296 }, { "date": "2025-12-17", "pnl": -53.3296 }, { "date": "2025-12-18", "pnl": -21.3296 }, { "date": "2025-12-19", "pnl": -29.3296 }, { "date": "2025-12-22", "pnl": -21.3296 }, { "date": "2025-12-23", "pnl": -19.6577 }, { "date": "2025-12-24", "pnl": -17.9858 }, { "date": "2025-12-25", "pnl": -22.9858 }, { "date": "2025-12-26", "pnl": -19.9858 }, { "date": "2025-12-29", "pnl": -15.9858 }, { "date": "2025-12-30", "pnl": -20.9858 }, { "date": "2025-12-31", "pnl": -32.9858 }, { "date": "2026-01-05", "pnl": -54.9858 }, { "date": "2026-01-06", "pnl": -39.9858 }, { "date": "2026-01-07", "pnl": 29.0142 }, { "date": "2026-01-08", "pnl": 14.0142 }, { "date": "2026-01-09", "pnl": -8.9858 }, { "date": "2026-01-12", "pnl": 8.0142 }, { "date": "2026-01-13", "pnl": 0.0142 }, { "date": "2026-01-14", "pnl": 3.0142 }, { "date": "2026-01-15", "pnl": 4.0142 }, { "date": "2026-01-16", "pnl": 12.0142 }, { "date": "2026-01-19", "pnl": -3.9858 }, { "date": "2026-01-20", "pnl": -26.9858 }, { "date": "2026-01-21", "pnl": -16.9858 }, { "date": "2026-01-22", "pnl": -18.3145 }, { "date": "2026-01-23", "pnl": -38.6432 }, { "date": "2026-01-26", "pnl": -35.6432 }, { "date": "2026-01-27", "pnl": -22.6432 }, { "date": "2026-01-28", "pnl": -13.6432 }, { "date": "2026-01-29", "pnl": -41.6432 }, { "date": "2026-01-30", "pnl": -21.6432 }, { "date": "2026-02-02", "pnl": 5.3568 }, { "date": "2026-02-03", "pnl": 1.3568 }, { "date": "2026-02-04", "pnl": -7.6432 }, { "date": "2026-02-05", "pnl": 3.3568 }, { "date": "2026-02-06", "pnl": 15.3568 }, { "date": "2026-02-09", "pnl": 27.3568 }, { "date": "2026-02-10", "pnl": 46.3568 }, { "date": "2026-02-11", "pnl": 38.3568 }, { "date": "2026-02-12", "pnl": 48.3568 }, { "date": "2026-02-13", "pnl": 44.3568 }, { "date": "2026-02-24", "pnl": 71.3568 }, { "date": "2026-02-25", "pnl": 30.3568 }, { "date": "2026-02-26", "pnl": 48.3568 }, { "date": "2026-02-27", "pnl": 49.0353 }, { "date": "2026-03-02", "pnl": 49.0353 }, { "date": "2026-03-03", "pnl": 49.0353 }, { "date": "2026-03-04", "pnl": 49.0353 }, { "date": "2026-03-05", "pnl": 49.0353 }, { "date": "2026-03-06", "pnl": 49.0353 }, { "date": "2026-03-09", "pnl": 49.0353 }, { "date": "2026-03-10", "pnl": 49.0353 }, { "date": "2026-03-11", "pnl": 49.0353 }, { "date": "2026-03-12", "pnl": 49.0353 }, { "date": "2026-03-13", "pnl": 49.0353 }, { "date": "2026-03-16", "pnl": 49.0353 }, { "date": "2026-03-17", "pnl": 49.0353 }, { "date": "2026-03-18", "pnl": 49.0353 }, { "date": "2026-03-19", "pnl": 49.0353 }, { "date": "2026-03-20", "pnl": 49.0353 }, { "date": "2026-03-23", "pnl": 49.0353 }, { "date": "2026-03-24", "pnl": 49.0353 }, { "date": "2026-03-25", "pnl": 49.0353 }, { "date": "2026-03-26", "pnl": 49.0353 }, { "date": "2026-03-27", "pnl": 49.0353 }, { "date": "2026-03-30", "pnl": 49.0353 }, { "date": "2026-03-31", "pnl": 49.0353 }, { "date": "2026-04-01", "pnl": 49.0353 }, { "date": "2026-04-02", "pnl": 49.0353 }, { "date": "2026-04-03", "pnl": 49.0353 }, { "date": "2026-04-07", "pnl": 49.0353 }, { "date": "2026-04-08", "pnl": 49.0353 }, { "date": "2026-04-09", "pnl": 49.0353 }, { "date": "2026-04-10", "pnl": 49.0353 }, { "date": "2026-04-13", "pnl": 49.0353 }, { "date": "2026-04-14", "pnl": 49.0353 }, { "date": "2026-04-15", "pnl": 49.0353 }, { "date": "2026-04-16", "pnl": 49.0353 }, { "date": "2026-04-17", "pnl": 49.0353 }, { "date": "2026-04-20", "pnl": 49.0353 }, { "date": "2026-04-21", "pnl": 49.0353 }, { "date": "2026-04-22", "pnl": 49.0353 }, { "date": "2026-04-23", "pnl": 49.0353 }, { "date": "2026-04-24", "pnl": 49.0353 }, { "date": "2026-04-27", "pnl": 49.0353 }, { "date": "2026-04-28", "pnl": 30.6959 }, { "date": "2026-04-29", "pnl": 59.6959 }, { "date": "2026-04-30", "pnl": 77.6959 }, { "date": "2026-05-06", "pnl": 145.6959 }, { "date": "2026-05-07", "pnl": 144.6959 }, { "date": "2026-05-08", "pnl": 125.6959 }, { "date": "2026-05-11", "pnl": 149.6959 }, { "date": "2026-05-12", "pnl": 123.6959 }, { "date": "2026-05-13", "pnl": 133.6959 }, { "date": "2026-05-14", "pnl": 130.6959 }, { "date": "2026-05-15", "pnl": 98.6959 }, { "date": "2026-05-18", "pnl": 81.6959 }, { "date": "2026-05-19", "pnl": 80.6959 }, { "date": "2026-05-20", "pnl": 70.6959 }, { "date": "2026-05-21", "pnl": 46.6959 }, { "date": "2026-05-22", "pnl": 37.6959 }, { "date": "2026-05-25", "pnl": 84.6959 }, { "date": "2026-05-26", "pnl": 18.6959 }, { "date": "2026-05-27", "pnl": 15.6959 }, { "date": "2026-05-28", "pnl": 15.3594 }, { "date": "2026-05-29", "pnl": 15.3594 }, { "date": "2026-06-01", "pnl": 15.3594 }, { "date": "2026-06-02", "pnl": 15.3594 }, { "date": "2026-06-03", "pnl": 15.3594 }, { "date": "2026-06-04", "pnl": 15.3594 }, { "date": "2026-06-05", "pnl": 15.3594 }, { "date": "2026-06-08", "pnl": 15.3594 }, { "date": "2026-06-09", "pnl": 15.3594 }, { "date": "2026-06-10", "pnl": 15.3594 }, { "date": "2026-06-11", "pnl": 15.3594 }, { "date": "2026-06-12", "pnl": 15.3594 }, { "date": "2026-06-15", "pnl": 15.3594 }, { "date": "2026-06-16", "pnl": 15.3594 }, { "date": "2026-06-17", "pnl": 15.3594 }, { "date": "2026-06-18", "pnl": 15.3594 }, { "date": "2026-06-22", "pnl": 15.3594 }, { "date": "2026-06-23", "pnl": 15.3594 }, { "date": "2026-06-24", "pnl": 15.3594 }, { "date": "2026-06-25", "pnl": 15.3594 }, { "date": "2026-06-26", "pnl": 15.3594 }, { "date": "2026-06-29", "pnl": 4.0284 }, { "date": "2026-06-30", "pnl": 8.0284 }, { "date": "2026-07-01", "pnl": 38.0284 }, { "date": "2026-07-02", "pnl": 40.0284 }, { "date": "2026-07-03", "pnl": 44.0284 }, { "date": "2026-07-06", "pnl": 34.0284 }, { "date": "2026-07-07", "pnl": 40.0284 }, { "date": "2026-07-08", "pnl": 23.0284 }, { "date": "2026-07-09", "pnl": 25.0284 }, { "date": "2026-07-10", "pnl": 32.0284 }, { "date": "2026-07-13", "pnl": 51.0284 }, { "date": "2026-07-14", "pnl": 21.0284 }, { "date": "2026-07-15", "pnl": -3.9716 }, { "date": "2026-07-16", "pnl": -0.9716 }, { "date": "2026-07-17", "pnl": 5.0284 }, { "date": "2026-07-20", "pnl": 25.0284 }, { "date": "2026-07-21", "pnl": 26.0284 }, { "date": "2026-07-22", "pnl": 41.0284 }, { "date": "2026-07-23", "pnl": 32.0284 }, { "date": "2026-07-24", "pnl": 31.6995 }, { "date": "2026-07-27", "pnl": 27.3703 }, { "date": "2026-07-28", "pnl": 40.3703 }, { "date": "2026-07-29", "pnl": 35.3703 }, { "date": "2026-07-30", "pnl": 81.3703 }, { "date": "2026-07-31", "pnl": 101.3703 }, { "date": "2026-08-03", "pnl": 124.3703 }, { "date": "2026-08-04", "pnl": 120.3703 }, { "date": "2026-08-05", "pnl": 114.3703 }, { "date": "2026-08-06", "pnl": 85.3703 }, { "date": "2026-08-07", "pnl": 78.3703 }, { "date": "2026-08-10", "pnl": 86.3703 }, { "date": "2026-08-11", "pnl": 77.3703 }, { "date": "2026-08-12", "pnl": 82.3703 }, { "date": "2026-08-13", "pnl": 88.3703 }, { "date": "2026-08-14", "pnl": 61.3703 }, { "date": "2026-08-17", "pnl": 50.3703 }, { "date": "2026-08-18", "pnl": 40.3703 }, { "date": "2026-08-19", "pnl": 35.3703 }, { "date": "2026-08-20", "pnl": 30.3703 }, { "date": "2026-08-21", "pnl": 24.0408 }, { "date": "2026-08-24", "pnl": 24.0408 }, { "date": "2026-08-25", "pnl": 24.0408 }, { "date": "2026-08-26", "pnl": 24.0408 }, { "date": "2026-08-27", "pnl": 24.0408 }, { "date": "2026-08-28", "pnl": 24.0408 }, { "date": "2026-08-31", "pnl": 24.0408 }, { "date": "2026-09-01", "pnl": 24.0408 }, { "date": "2026-09-02", "pnl": 24.0408 }, { "date": "2026-09-03", "pnl": 24.0408 }, { "date": "2026-09-04", "pnl": 24.0408 }, { "date": "2026-09-07", "pnl": 24.0408 }, { "date": "2026-09-08", "pnl": 24.0408 }, { "date": "2026-09-09", "pnl": 24.0408 }, { "date": "2026-09-10", "pnl": 24.0408 }, { "date": "2026-09-11", "pnl": 24.0408 }, { "date": "2026-09-14", "pnl": 24.0408 }, { "date": "2026-09-15", "pnl": 24.0408 }, { "date": "2026-09-16", "pnl": 24.0408 }, { "date": "2026-09-17", "pnl": 24.0408 }, { "date": "2026-09-18", "pnl": 24.0408 } ] }, "v2_matched": { "opportunities": 12, "unmatured": 1, "invalid": 0, "n": 8, "hits": 6, "accuracy": 75.0, "interval": [ 40.92754303101773, 92.85207872478887 ], "neutral": 4, "coverage": 66.66666666666667, "net": 171.7115, "mean_net": 21.4639375, "net_win_rate": 62.5, "profit_factor": 2.50662978, "no_losses": false, "drawdown": 163.9634, "worst_open_close_loss": -112.0, "net_stress": 134.423, "directions": { "long": { "n": 3, "hits": 2, "net": 51.0107 }, "short": { "n": 5, "hits": 4, "net": 120.7008 } }, "benchmarks": { "long": { "hits": 3, "n": 8, "accuracy": 37.5, "net": -116.2885 }, "short": { "hits": 5, "n": 8, "accuracy": 62.5, "net": 41.7115 }, "momentum": { "hits": 4, "n": 8, "accuracy": 50.0, "net": 25.7115 } }, "curve": [ { "date": "2025-09-23", "pnl": 32.6625 }, { "date": "2025-09-24", "pnl": 15.6625 }, { "date": "2025-09-25", "pnl": 14.6625 }, { "date": "2025-09-26", "pnl": 59.6625 }, { "date": "2025-09-29", "pnl": 83.6625 }, { "date": "2025-09-30", "pnl": 119.6625 }, { "date": "2025-10-09", "pnl": 86.6625 }, { "date": "2025-10-10", "pnl": 87.6625 }, { "date": "2025-10-13", "pnl": 111.6625 }, { "date": "2025-10-14", "pnl": 131.6625 }, { "date": "2025-10-15", "pnl": 160.6625 }, { "date": "2025-10-16", "pnl": 153.6625 }, { "date": "2025-10-17", "pnl": 168.6625 }, { "date": "2025-10-20", "pnl": 157.6625 }, { "date": "2025-10-21", "pnl": 153.6625 }, { "date": "2025-10-22", "pnl": 125.6625 }, { "date": "2025-10-23", "pnl": 116.6625 }, { "date": "2025-10-24", "pnl": 122.6625 }, { "date": "2025-10-27", "pnl": 73.6625 }, { "date": "2025-10-28", "pnl": 65.332 }, { "date": "2025-10-29", "pnl": 65.332 }, { "date": "2025-10-30", "pnl": 65.332 }, { "date": "2025-10-31", "pnl": 65.332 }, { "date": "2025-11-03", "pnl": 65.332 }, { "date": "2025-11-04", "pnl": 65.332 }, { "date": "2025-11-05", "pnl": 65.332 }, { "date": "2025-11-06", "pnl": 65.332 }, { "date": "2025-11-07", "pnl": 65.332 }, { "date": "2025-11-10", "pnl": 65.332 }, { "date": "2025-11-11", "pnl": 65.332 }, { "date": "2025-11-12", "pnl": 65.332 }, { "date": "2025-11-13", "pnl": 65.332 }, { "date": "2025-11-14", "pnl": 65.332 }, { "date": "2025-11-17", "pnl": 65.332 }, { "date": "2025-11-18", "pnl": 65.332 }, { "date": "2025-11-19", "pnl": 65.332 }, { "date": "2025-11-20", "pnl": 65.332 }, { "date": "2025-11-21", "pnl": 65.332 }, { "date": "2025-11-24", "pnl": 65.332 }, { "date": "2025-11-25", "pnl": 65.332 }, { "date": "2025-11-26", "pnl": 65.332 }, { "date": "2025-11-27", "pnl": 65.332 }, { "date": "2025-11-28", "pnl": 65.332 }, { "date": "2025-12-01", "pnl": 65.332 }, { "date": "2025-12-02", "pnl": 65.332 }, { "date": "2025-12-03", "pnl": 65.332 }, { "date": "2025-12-04", "pnl": 65.332 }, { "date": "2025-12-05", "pnl": 65.332 }, { "date": "2025-12-08", "pnl": 65.332 }, { "date": "2025-12-09", "pnl": 65.332 }, { "date": "2025-12-10", "pnl": 65.332 }, { "date": "2025-12-11", "pnl": 65.332 }, { "date": "2025-12-12", "pnl": 65.332 }, { "date": "2025-12-15", "pnl": 65.332 }, { "date": "2025-12-16", "pnl": 65.332 }, { "date": "2025-12-17", "pnl": 65.332 }, { "date": "2025-12-18", "pnl": 65.332 }, { "date": "2025-12-19", "pnl": 65.332 }, { "date": "2025-12-22", "pnl": 65.332 }, { "date": "2025-12-23", "pnl": 65.332 }, { "date": "2025-12-24", "pnl": 65.332 }, { "date": "2025-12-25", "pnl": 65.332 }, { "date": "2025-12-26", "pnl": 65.332 }, { "date": "2025-12-29", "pnl": 65.332 }, { "date": "2025-12-30", "pnl": 65.332 }, { "date": "2025-12-31", "pnl": 65.332 }, { "date": "2026-01-05", "pnl": 65.332 }, { "date": "2026-01-06", "pnl": 65.332 }, { "date": "2026-01-07", "pnl": 65.332 }, { "date": "2026-01-08", "pnl": 65.332 }, { "date": "2026-01-09", "pnl": 65.332 }, { "date": "2026-01-12", "pnl": 65.332 }, { "date": "2026-01-13", "pnl": 65.332 }, { "date": "2026-01-14", "pnl": 65.332 }, { "date": "2026-01-15", "pnl": 65.332 }, { "date": "2026-01-16", "pnl": 65.332 }, { "date": "2026-01-19", "pnl": 65.332 }, { "date": "2026-01-20", "pnl": 65.332 }, { "date": "2026-01-21", "pnl": 65.332 }, { "date": "2026-01-22", "pnl": 65.332 }, { "date": "2026-01-23", "pnl": 45.0033 }, { "date": "2026-01-26", "pnl": 48.0033 }, { "date": "2026-01-27", "pnl": 61.0033 }, { "date": "2026-01-28", "pnl": 70.0033 }, { "date": "2026-01-29", "pnl": 42.0033 }, { "date": "2026-01-30", "pnl": 62.0033 }, { "date": "2026-02-02", "pnl": 89.0033 }, { "date": "2026-02-03", "pnl": 85.0033 }, { "date": "2026-02-04", "pnl": 76.0033 }, { "date": "2026-02-05", "pnl": 87.0033 }, { "date": "2026-02-06", "pnl": 99.0033 }, { "date": "2026-02-09", "pnl": 111.0033 }, { "date": "2026-02-10", "pnl": 130.0033 }, { "date": "2026-02-11", "pnl": 122.0033 }, { "date": "2026-02-12", "pnl": 132.0033 }, { "date": "2026-02-13", "pnl": 128.0033 }, { "date": "2026-02-24", "pnl": 155.0033 }, { "date": "2026-02-25", "pnl": 114.0033 }, { "date": "2026-02-26", "pnl": 132.0033 }, { "date": "2026-02-27", "pnl": 132.6818 }, { "date": "2026-03-02", "pnl": 129.36 }, { "date": "2026-03-03", "pnl": 129.36 }, { "date": "2026-03-04", "pnl": 136.36 }, { "date": "2026-03-05", "pnl": 139.36 }, { "date": "2026-03-06", "pnl": 118.36 }, { "date": "2026-03-09", "pnl": 78.36 }, { "date": "2026-03-10", "pnl": 92.36 }, { "date": "2026-03-11", "pnl": 79.36 }, { "date": "2026-03-12", "pnl": 73.36 }, { "date": "2026-03-13", "pnl": 53.36 }, { "date": "2026-03-16", "pnl": 49.36 }, { "date": "2026-03-17", "pnl": 35.36 }, { "date": "2026-03-18", "pnl": 38.36 }, { "date": "2026-03-19", "pnl": 46.36 }, { "date": "2026-03-20", "pnl": 51.36 }, { "date": "2026-03-23", "pnl": 18.36 }, { "date": "2026-03-24", "pnl": 24.36 }, { "date": "2026-03-25", "pnl": 35.36 }, { "date": "2026-03-26", "pnl": 43.36 }, { "date": "2026-03-27", "pnl": 47.0301 }, { "date": "2026-03-30", "pnl": 57.6991 }, { "date": "2026-03-31", "pnl": 44.6991 }, { "date": "2026-04-01", "pnl": 42.6991 }, { "date": "2026-04-02", "pnl": 29.6991 }, { "date": "2026-04-03", "pnl": 19.6991 }, { "date": "2026-04-07", "pnl": 9.6991 }, { "date": "2026-04-08", "pnl": 16.6991 }, { "date": "2026-04-09", "pnl": 4.6991 }, { "date": "2026-04-10", "pnl": 7.6991 }, { "date": "2026-04-13", "pnl": 12.6991 }, { "date": "2026-04-14", "pnl": 13.6991 }, { "date": "2026-04-15", "pnl": 24.6991 }, { "date": "2026-04-16", "pnl": 60.6991 }, { "date": "2026-04-17", "pnl": 58.6991 }, { "date": "2026-04-20", "pnl": 96.6991 }, { "date": "2026-04-21", "pnl": 100.6991 }, { "date": "2026-04-22", "pnl": 122.6991 }, { "date": "2026-04-23", "pnl": 119.6991 }, { "date": "2026-04-24", "pnl": 126.6991 }, { "date": "2026-04-27", "pnl": 126.3597 }, { "date": "2026-04-28", "pnl": 126.3597 }, { "date": "2026-04-29", "pnl": 126.3597 }, { "date": "2026-04-30", "pnl": 126.3597 }, { "date": "2026-05-06", "pnl": 126.3597 }, { "date": "2026-05-07", "pnl": 126.3597 }, { "date": "2026-05-08", "pnl": 126.3597 }, { "date": "2026-05-11", "pnl": 126.3597 }, { "date": "2026-05-12", "pnl": 126.3597 }, { "date": "2026-05-13", "pnl": 126.3597 }, { "date": "2026-05-14", "pnl": 126.3597 }, { "date": "2026-05-15", "pnl": 126.3597 }, { "date": "2026-05-18", "pnl": 126.3597 }, { "date": "2026-05-19", "pnl": 126.3597 }, { "date": "2026-05-20", "pnl": 126.3597 }, { "date": "2026-05-21", "pnl": 126.3597 }, { "date": "2026-05-22", "pnl": 126.3597 }, { "date": "2026-05-25", "pnl": 126.3597 }, { "date": "2026-05-26", "pnl": 126.3597 }, { "date": "2026-05-27", "pnl": 126.3597 }, { "date": "2026-05-28", "pnl": 126.3597 }, { "date": "2026-05-29", "pnl": 120.0219 }, { "date": "2026-06-01", "pnl": 102.0219 }, { "date": "2026-06-02", "pnl": 103.0219 }, { "date": "2026-06-03", "pnl": 116.0219 }, { "date": "2026-06-04", "pnl": 125.0219 }, { "date": "2026-06-05", "pnl": 121.0219 }, { "date": "2026-06-08", "pnl": 129.0219 }, { "date": "2026-06-09", "pnl": 141.0219 }, { "date": "2026-06-10", "pnl": 122.0219 }, { "date": "2026-06-11", "pnl": 144.0219 }, { "date": "2026-06-12", "pnl": 123.0219 }, { "date": "2026-06-15", "pnl": 105.0219 }, { "date": "2026-06-16", "pnl": 120.0219 }, { "date": "2026-06-17", "pnl": 131.0219 }, { "date": "2026-06-18", "pnl": 153.0219 }, { "date": "2026-06-22", "pnl": 164.0219 }, { "date": "2026-06-23", "pnl": 175.0219 }, { "date": "2026-06-24", "pnl": 177.0219 }, { "date": "2026-06-25", "pnl": 190.0219 }, { "date": "2026-06-26", "pnl": 183.6903 }, { "date": "2026-06-29", "pnl": 172.3593 }, { "date": "2026-06-30", "pnl": 176.3593 }, { "date": "2026-07-01", "pnl": 206.3593 }, { "date": "2026-07-02", "pnl": 208.3593 }, { "date": "2026-07-03", "pnl": 212.3593 }, { "date": "2026-07-06", "pnl": 202.3593 }, { "date": "2026-07-07", "pnl": 208.3593 }, { "date": "2026-07-08", "pnl": 191.3593 }, { "date": "2026-07-09", "pnl": 193.3593 }, { "date": "2026-07-10", "pnl": 200.3593 }, { "date": "2026-07-13", "pnl": 219.3593 }, { "date": "2026-07-14", "pnl": 189.3593 }, { "date": "2026-07-15", "pnl": 164.3593 }, { "date": "2026-07-16", "pnl": 167.3593 }, { "date": "2026-07-17", "pnl": 173.3593 }, { "date": "2026-07-20", "pnl": 193.3593 }, { "date": "2026-07-21", "pnl": 194.3593 }, { "date": "2026-07-22", "pnl": 209.3593 }, { "date": "2026-07-23", "pnl": 200.3593 }, { "date": "2026-07-24", "pnl": 200.0304 }, { "date": "2026-07-27", "pnl": 199.7012 }, { "date": "2026-07-28", "pnl": 186.7012 }, { "date": "2026-07-29", "pnl": 191.7012 }, { "date": "2026-07-30", "pnl": 145.7012 }, { "date": "2026-07-31", "pnl": 125.7012 }, { "date": "2026-08-03", "pnl": 102.7012 }, { "date": "2026-08-04", "pnl": 106.7012 }, { "date": "2026-08-05", "pnl": 112.7012 }, { "date": "2026-08-06", "pnl": 141.7012 }, { "date": "2026-08-07", "pnl": 148.7012 }, { "date": "2026-08-10", "pnl": 140.7012 }, { "date": "2026-08-11", "pnl": 149.7012 }, { "date": "2026-08-12", "pnl": 144.7012 }, { "date": "2026-08-13", "pnl": 138.7012 }, { "date": "2026-08-14", "pnl": 165.7012 }, { "date": "2026-08-17", "pnl": 176.7012 }, { "date": "2026-08-18", "pnl": 186.7012 }, { "date": "2026-08-19", "pnl": 191.7012 }, { "date": "2026-08-20", "pnl": 196.7012 }, { "date": "2026-08-21", "pnl": 198.3717 }, { "date": "2026-08-24", "pnl": 232.0405 }, { "date": "2026-08-25", "pnl": 233.0405 }, { "date": "2026-08-26", "pnl": 231.0405 }, { "date": "2026-08-27", "pnl": 230.0405 }, { "date": "2026-08-28", "pnl": 257.0405 }, { "date": "2026-08-31", "pnl": 295.0405 }, { "date": "2026-09-01", "pnl": 272.0405 }, { "date": "2026-09-02", "pnl": 249.0405 }, { "date": "2026-09-03", "pnl": 252.0405 }, { "date": "2026-09-04", "pnl": 265.0405 }, { "date": "2026-09-07", "pnl": 250.0405 }, { "date": "2026-09-08", "pnl": 279.0405 }, { "date": "2026-09-09", "pnl": 269.0405 }, { "date": "2026-09-10", "pnl": 249.0405 }, { "date": "2026-09-11", "pnl": 209.0405 }, { "date": "2026-09-14", "pnl": 194.0405 }, { "date": "2026-09-15", "pnl": 193.0405 }, { "date": "2026-09-16", "pnl": 207.0405 }, { "date": "2026-09-17", "pnl": 201.0405 }, { "date": "2026-09-18", "pnl": 171.7115 } ] }, "joint_v1": { "opportunities": 3, "unmatured": 0, "invalid": 0, "n": 3, "hits": 2, "accuracy": 66.66666666666667, "interval": [ 20.765960080205474, 93.85080552796012 ], "neutral": 0, "coverage": 100.0, "net": 76.0312, "mean_net": 25.34373333, "net_win_rate": 66.66666666666667, "profit_factor": 10.92742894, "no_losses": false, "drawdown": 100.3295, "worst_open_close_loss": -21.0, "net_stress": 62.0624, "directions": { "long": { "n": 0, "hits": 0, "net": 0.0 }, "short": { "n": 3, "hits": 2, "net": 76.0312 } }, "benchmarks": { "long": { "hits": 1, "n": 3, "accuracy": 33.333333333333336, "net": -103.9688 }, "short": { "hits": 2, "n": 3, "accuracy": 66.66666666666667, "net": 76.0312 }, "momentum": { "hits": 2, "n": 3, "accuracy": 66.66666666666667, "net": 76.0312 } }, "curve": [ { "date": "2026-01-23", "pnl": -20.3287 }, { "date": "2026-01-26", "pnl": -17.3287 }, { "date": "2026-01-27", "pnl": -4.3287 }, { "date": "2026-01-28", "pnl": 4.6713 }, { "date": "2026-01-29", "pnl": -23.3287 }, { "date": "2026-01-30", "pnl": -3.3287 }, { "date": "2026-02-02", "pnl": 23.6713 }, { "date": "2026-02-03", "pnl": 19.6713 }, { "date": "2026-02-04", "pnl": 10.6713 }, { "date": "2026-02-05", "pnl": 21.6713 }, { "date": "2026-02-06", "pnl": 33.6713 }, { "date": "2026-02-09", "pnl": 45.6713 }, { "date": "2026-02-10", "pnl": 64.6713 }, { "date": "2026-02-11", "pnl": 56.6713 }, { "date": "2026-02-12", "pnl": 66.6713 }, { "date": "2026-02-13", "pnl": 62.6713 }, { "date": "2026-02-24", "pnl": 89.6713 }, { "date": "2026-02-25", "pnl": 48.6713 }, { "date": "2026-02-26", "pnl": 66.6713 }, { "date": "2026-02-27", "pnl": 67.3498 }, { "date": "2026-06-29", "pnl": 56.0188 }, { "date": "2026-06-30", "pnl": 60.0188 }, { "date": "2026-07-01", "pnl": 90.0188 }, { "date": "2026-07-02", "pnl": 92.0188 }, { "date": "2026-07-03", "pnl": 96.0188 }, { "date": "2026-07-06", "pnl": 86.0188 }, { "date": "2026-07-07", "pnl": 92.0188 }, { "date": "2026-07-08", "pnl": 75.0188 }, { "date": "2026-07-09", "pnl": 77.0188 }, { "date": "2026-07-10", "pnl": 84.0188 }, { "date": "2026-07-13", "pnl": 103.0188 }, { "date": "2026-07-14", "pnl": 73.0188 }, { "date": "2026-07-15", "pnl": 48.0188 }, { "date": "2026-07-16", "pnl": 51.0188 }, { "date": "2026-07-17", "pnl": 57.0188 }, { "date": "2026-07-20", "pnl": 77.0188 }, { "date": "2026-07-21", "pnl": 78.0188 }, { "date": "2026-07-22", "pnl": 93.0188 }, { "date": "2026-07-23", "pnl": 84.0188 }, { "date": "2026-07-24", "pnl": 83.6899 }, { "date": "2026-07-27", "pnl": 79.3607 }, { "date": "2026-07-28", "pnl": 92.3607 }, { "date": "2026-07-29", "pnl": 87.3607 }, { "date": "2026-07-30", "pnl": 133.3607 }, { "date": "2026-07-31", "pnl": 153.3607 }, { "date": "2026-08-03", "pnl": 176.3607 }, { "date": "2026-08-04", "pnl": 172.3607 }, { "date": "2026-08-05", "pnl": 166.3607 }, { "date": "2026-08-06", "pnl": 137.3607 }, { "date": "2026-08-07", "pnl": 130.3607 }, { "date": "2026-08-10", "pnl": 138.3607 }, { "date": "2026-08-11", "pnl": 129.3607 }, { "date": "2026-08-12", "pnl": 134.3607 }, { "date": "2026-08-13", "pnl": 140.3607 }, { "date": "2026-08-14", "pnl": 113.3607 }, { "date": "2026-08-17", "pnl": 102.3607 }, { "date": "2026-08-18", "pnl": 92.3607 }, { "date": "2026-08-19", "pnl": 87.3607 }, { "date": "2026-08-20", "pnl": 82.3607 }, { "date": "2026-08-21", "pnl": 76.0312 } ] }, "joint_v2": { "opportunities": 3, "unmatured": 0, "invalid": 0, "n": 3, "hits": 3, "accuracy": 100.0, "interval": [ 43.85029682449681, 100.0 ], "neutral": 0, "coverage": 100.0, "net": 82.0312, "mean_net": 27.34373333, "net_win_rate": 66.66666666666667, "profit_factor": 50.45511545, "no_losses": false, "drawdown": 116.6581, "worst_open_close_loss": -95.0, "net_stress": 68.0624, "directions": { "long": { "n": 1, "hits": 1, "net": -1.6587 }, "short": { "n": 2, "hits": 2, "net": 83.6899 } }, "benchmarks": { "long": { "hits": 1, "n": 3, "accuracy": 33.333333333333336, "net": -103.9688 }, "short": { "hits": 2, "n": 3, "accuracy": 66.66666666666667, "net": 76.0312 }, "momentum": { "hits": 2, "n": 3, "accuracy": 66.66666666666667, "net": 76.0312 } }, "curve": [ { "date": "2026-01-23", "pnl": -20.3287 }, { "date": "2026-01-26", "pnl": -17.3287 }, { "date": "2026-01-27", "pnl": -4.3287 }, { "date": "2026-01-28", "pnl": 4.6713 }, { "date": "2026-01-29", "pnl": -23.3287 }, { "date": "2026-01-30", "pnl": -3.3287 }, { "date": "2026-02-02", "pnl": 23.6713 }, { "date": "2026-02-03", "pnl": 19.6713 }, { "date": "2026-02-04", "pnl": 10.6713 }, { "date": "2026-02-05", "pnl": 21.6713 }, { "date": "2026-02-06", "pnl": 33.6713 }, { "date": "2026-02-09", "pnl": 45.6713 }, { "date": "2026-02-10", "pnl": 64.6713 }, { "date": "2026-02-11", "pnl": 56.6713 }, { "date": "2026-02-12", "pnl": 66.6713 }, { "date": "2026-02-13", "pnl": 62.6713 }, { "date": "2026-02-24", "pnl": 89.6713 }, { "date": "2026-02-25", "pnl": 48.6713 }, { "date": "2026-02-26", "pnl": 66.6713 }, { "date": "2026-02-27", "pnl": 67.3498 }, { "date": "2026-06-29", "pnl": 56.0188 }, { "date": "2026-06-30", "pnl": 60.0188 }, { "date": "2026-07-01", "pnl": 90.0188 }, { "date": "2026-07-02", "pnl": 92.0188 }, { "date": "2026-07-03", "pnl": 96.0188 }, { "date": "2026-07-06", "pnl": 86.0188 }, { "date": "2026-07-07", "pnl": 92.0188 }, { "date": "2026-07-08", "pnl": 75.0188 }, { "date": "2026-07-09", "pnl": 77.0188 }, { "date": "2026-07-10", "pnl": 84.0188 }, { "date": "2026-07-13", "pnl": 103.0188 }, { "date": "2026-07-14", "pnl": 73.0188 }, { "date": "2026-07-15", "pnl": 48.0188 }, { "date": "2026-07-16", "pnl": 51.0188 }, { "date": "2026-07-17", "pnl": 57.0188 }, { "date": "2026-07-20", "pnl": 77.0188 }, { "date": "2026-07-21", "pnl": 78.0188 }, { "date": "2026-07-22", "pnl": 93.0188 }, { "date": "2026-07-23", "pnl": 84.0188 }, { "date": "2026-07-24", "pnl": 83.6899 }, { "date": "2026-07-27", "pnl": 83.3607 }, { "date": "2026-07-28", "pnl": 70.3607 }, { "date": "2026-07-29", "pnl": 75.3607 }, { "date": "2026-07-30", "pnl": 29.3607 }, { "date": "2026-07-31", "pnl": 9.3607 }, { "date": "2026-08-03", "pnl": -13.6393 }, { "date": "2026-08-04", "pnl": -9.6393 }, { "date": "2026-08-05", "pnl": -3.6393 }, { "date": "2026-08-06", "pnl": 25.3607 }, { "date": "2026-08-07", "pnl": 32.3607 }, { "date": "2026-08-10", "pnl": 24.3607 }, { "date": "2026-08-11", "pnl": 33.3607 }, { "date": "2026-08-12", "pnl": 28.3607 }, { "date": "2026-08-13", "pnl": 22.3607 }, { "date": "2026-08-14", "pnl": 49.3607 }, { "date": "2026-08-17", "pnl": 60.3607 }, { "date": "2026-08-18", "pnl": 70.3607 }, { "date": "2026-08-19", "pnl": 75.3607 }, { "date": "2026-08-20", "pnl": 80.3607 }, { "date": "2026-08-21", "pnl": 82.0312 } ] } } ], "v1_diagnostics": [ { "horizon": 5, "factor": "inventory", "n": 33, "hits": 17, "accuracy": 51.515151515151516 }, { "horizon": 5, "factor": "supply", "n": 48, "hits": 20, "accuracy": 41.666666666666664 }, { "horizon": 5, "factor": "demand", "n": 16, "hits": 8, "accuracy": 50.0 }, { "horizon": 5, "factor": "raw", "n": 48, "hits": 24, "accuracy": 50.0 }, { "horizon": 10, "factor": "inventory", "n": 16, "hits": 9, "accuracy": 56.25 }, { "horizon": 10, "factor": "supply", "n": 24, "hits": 15, "accuracy": 62.5 }, { "horizon": 10, "factor": "demand", "n": 8, "hits": 3, "accuracy": 37.5 }, { "horizon": 10, "factor": "raw", "n": 24, "hits": 10, "accuracy": 41.666666666666664 }, { "horizon": 20, "factor": "inventory", "n": 10, "hits": 4, "accuracy": 40.0 }, { "horizon": 20, "factor": "supply", "n": 12, "hits": 6, "accuracy": 50.0 }, { "horizon": 20, "factor": "demand", "n": 4, "hits": 2, "accuracy": 50.0 }, { "horizon": 20, "factor": "raw", "n": 12, "hits": 6, "accuracy": 50.0 } ], "models": [ { "id": "2025-09-22-5", "fit_date": "2025-09-22", "horizon": 5, "n": 756, "train_first_signal": "2022-08-03", "train_last_signal": "2025-09-11", "train_last_exit": "2025-09-18", "mean": [ -0.022754493712640458, -0.03370812382761366, -0.06352728566765142, -0.07160277259941167, 0.23531744618380293, 0.9715694587030793, 0.023281194243515643, 0.3739812875860847, 0.12200620634542704 ], "std": [ 1.0182375054994788, 1.0183352226389573, 1.0450983267886655, 1.0220179210107803, 0.16446693280976807, 0.2098408137812312, 1.2689463882187038, 0.4614669689178527, 0.25229289434883945 ], "coefficients": [ -0.03237887669614536, -0.038318990752839406, -0.09851231788285819, 0.10520629203047423, -0.12270291221147246, 0.10690216437234214, -0.08310354876277148, 0.10114154751858513, -0.07550470511676793, 0.0637727077901227 ], "train_sha256": "b8a1a54e879b99317d287a3d6fca7b1acea4ef2d201a4371f72710c3c644e199" }, { "id": "2025-09-22-10", "fit_date": "2025-09-22", "horizon": 10, "n": 756, "train_first_signal": "2022-07-27", "train_last_signal": "2025-09-04", "train_last_exit": "2025-09-18", "mean": [ -0.022149427511574123, -0.03385707195893643, -0.060365433141708204, -0.08900380085404726, 0.23483858451655915, 0.976224941925138, 0.029382707223455352, 0.36939428947380776, 0.11855000969777936 ], "std": [ 1.0167853438856544, 1.0176782521886543, 1.0427671114052686, 1.0140725104533745, 0.16452470126191318, 0.20896704681731404, 1.270765436468299, 0.4617195479172761, 0.2534028194765244 ], "coefficients": [ -0.04690276595659688, -0.040191159241590876, -0.05682454435063001, 0.15692915045672853, -0.188664911176348, 0.0973629598697593, -0.08306545493216971, 0.14065025764349515, -0.03283768069127048, -0.02556201322247497 ], "train_sha256": "d2b2f6b97bbb550f12d29e9f0df41f25cf9400b079721f3251a91f8c60820904" }, { "id": "2025-09-22-20", "fit_date": "2025-09-22", "horizon": 20, "n": 756, "train_first_signal": "2022-07-13", "train_last_signal": "2025-08-21", "train_last_exit": "2025-09-18", "mean": [ -0.019853440467116925, -0.03253091029761882, -0.06301187568666702, -0.1247810379528182, 0.2360329883991575, 0.983284763830138, 0.023916969881142933, 0.3600173432125111, 0.11568571318723032 ], "std": [ 1.0183588655119447, 1.024153098045824, 1.0446850474885974, 1.0088136113020774, 0.16479985319895463, 0.20922034773559117, 1.2745848136132842, 0.4606984203291382, 0.25246182707645426 ], "coefficients": [ -0.08041041317869141, -0.001447217378231647, -0.01856122145672448, 0.18560260971329748, -0.29429575128703683, 0.10709696857660637, -0.02557073128414723, 0.1597836094023389, 0.03589123375246869, -0.06843027839528772 ], "train_sha256": "483f554a22739792566e7fb4512473ba7945763056bbd21606b1b0bb54c55ba3" }, { "id": "2025-10-09-5", "fit_date": "2025-10-09", "horizon": 5, "n": 756, "train_first_signal": "2022-08-12", "train_last_signal": "2025-09-22", "train_last_exit": "2025-09-29", "mean": [ -0.019105444236463043, -0.03038534039113852, -0.06478495181505524, -0.04853994420930721, 0.23466451788085604, 0.9657518061831928, 0.030018559540404863, 0.3804801470676358, 0.12640461739360262 ], "std": [ 1.0218508690647066, 1.0197635273937968, 1.0447196309898423, 1.0339833268635594, 0.1650604853429518, 0.21106373251840335, 1.2755365212855503, 0.45931805401851106, 0.24952281159347206 ], "coefficients": [ -0.03793557556699431, -0.03982436752265944, -0.09698019335585785, 0.1111455994232728, -0.1297394536435819, 0.11300433772475868, -0.07956055468955066, 0.09345047901934922, -0.0768096757374193, 0.06292344939389338 ], "train_sha256": "0449447683628c3e3743d0bab7c17e9fba17711df07855767aa147d471c07191" }, { "id": "2025-10-09-10", "fit_date": "2025-10-09", "horizon": 10, "n": 756, "train_first_signal": "2022-08-05", "train_last_signal": "2025-09-15", "train_last_exit": "2025-09-29", "mean": [ -0.01904842271902076, -0.03301275825380273, -0.06382936132931914, -0.06490674730735925, 0.23530131414934394, 0.9696989434111013, 0.023604621287814865, 0.3757939397546212, 0.12325679676000373 ], "std": [ 1.0194116510435363, 1.018309751258757, 1.0452536001532562, 1.0255730305239854, 0.16448233845674282, 0.21014662953482455, 1.2698054445412859, 0.46108692203507373, 0.2516897749522764 ], "coefficients": [ -0.04841040060072775, -0.041685813098092245, -0.05021461382520954, 0.15090782605068434, -0.18392979944362756, 0.09962346219079465, -0.08788062069477719, 0.1359331239859117, -0.032506410483214565, -0.023535802364371083 ], "train_sha256": "9b35575a1f0670967c1ca39fbd76e0edf911b09cf3e22a14a89771b8607993db" }, { "id": "2025-10-09-20", "fit_date": "2025-10-09", "horizon": 20, "n": 756, "train_first_signal": "2022-07-22", "train_last_signal": "2025-09-01", "train_last_exit": "2025-09-29", "mean": [ -0.01945758021270218, -0.02649664032716102, -0.05801624949101541, -0.09918527161175206, 0.23458615665113247, 0.9789725262951307, 0.03017895268799158, 0.36653417628137913, 0.11649495792140575 ], "std": [ 1.0150218067493513, 1.016452815084781, 1.0399714899107555, 1.0113404092760516, 0.16433090149365917, 0.20835894232802774, 1.2705476631272097, 0.46168461257286364, 0.25292231027383805 ], "coefficients": [ -0.08682999644636197, -0.003166130525494628, -0.011982331542276521, 0.18198919230258595, -0.28193154146009586, 0.10178720908971504, -0.034730480009675394, 0.1574444458289073, 0.048745079291737776, -0.07485560330721594 ], "train_sha256": "a0a1f2c9be7367e28a17704386399de0023a32797337a978f3af00ac3cfd4c37" }, { "id": "2025-11-03-5", "fit_date": "2025-11-03", "horizon": 5, "n": 756, "train_first_signal": "2022-09-06", "train_last_signal": "2025-10-23", "train_last_exit": "2025-10-30", "mean": [ -0.022633187367909154, -0.03985408113880165, -0.0819003038489681, -0.017077988423155104, 0.23571577033900526, 0.9627326333698125, 0.0329672835761382, 0.37176877424000365, 0.11977004652177743 ], "std": [ 1.0253148607048357, 1.023394521673475, 1.0464744327348658, 1.0180995481629453, 0.16469888388662302, 0.21389449871752664, 1.2809161011937673, 0.4557872414405378, 0.2464550265434802 ], "coefficients": [ -0.039131738800664916, -0.029831802433997457, -0.06925027008909874, 0.10858197641966832, -0.15136349986163436, 0.13346007035647048, -0.08261132347629847, 0.08086340409748555, -0.07771154523286902, 0.05516292615556901 ], "train_sha256": "eec27362fbbdcf2a4f7c7613e809fb1e7214ed56b2c34c6c1f42302a4090d7dc" }, { "id": "2025-11-03-10", "fit_date": "2025-11-03", "horizon": 10, "n": 756, "train_first_signal": "2022-08-30", "train_last_signal": "2025-10-16", "train_last_exit": "2025-10-30", "mean": [ -0.029618646292495537, -0.04369206805958948, -0.07747091864913781, -0.022068421839618022, 0.2345803798909441, 0.963433439706923, 0.030969364578586223, 0.3769688568776904, 0.12332850659998848 ], "std": [ 1.02629937763189, 1.0232642253176616, 1.0427312498697054, 1.023893977596163, 0.1645631004600504, 0.21330964251072768, 1.2803117772870154, 0.45718124539139715, 0.24855612979243097 ], "coefficients": [ -0.059183769308626025, -0.04186371052750192, -0.0408990643043332, 0.1731337931695907, -0.21733350407305146, 0.11940589159495041, -0.08069919557236206, 0.10816503405748691, -0.03585297160220403, -0.03157901556607991 ], "train_sha256": "7e5598170467a11e2ae174fcfdf1cd35669ed7a8bde04f1fef44628d385d8118" }, { "id": "2025-11-03-20", "fit_date": "2025-11-03", "horizon": 20, "n": 756, "train_first_signal": "2022-08-16", "train_last_signal": "2025-09-24", "train_last_exit": "2025-10-30", "mean": [ -0.02184742887915876, -0.032802867555448305, -0.06858389442627663, -0.04255687358289784, 0.23373464785306922, 0.965397009317721, 0.032285704526818976, 0.38207393444070176, 0.1272131640563614 ], "std": [ 1.0225376493875893, 1.0205155614604167, 1.041762059724464, 1.0338239679239574, 0.16505865785984886, 0.21140881285378058, 1.2762783286301844, 0.45830992165642104, 0.2488527533952266 ], "coefficients": [ -0.1058818196923635, -0.0025498534785233025, -0.023562064840940703, 0.20267353903700988, -0.30666326539329786, 0.10599432164012042, -0.021216969163605177, 0.15425786234665442, 0.04550980739896803, -0.08418105371855647 ], "train_sha256": "3e5dcf05abfd076ae9a8aa3aee34703fd6bdd8fcc575dd36d94b6fb82a86a87f" }, { "id": "2025-12-01-5", "fit_date": "2025-12-01", "horizon": 5, "n": 756, "train_first_signal": "2022-10-12", "train_last_signal": "2025-11-20", "train_last_exit": "2025-11-27", "mean": [ -0.025143081648759585, -0.04161834809445459, -0.08124921446107514, -0.01262076808944378, 0.2352007570776989, 0.9703180622492541, 0.011464206339527192, 0.3574741733551208, 0.11361416657284128 ], "std": [ 1.0263263308560244, 1.0262346917961234, 1.0459787305600527, 1.0135593733880024, 0.16521186859247902, 0.20932381552250826, 1.285989115432854, 0.4569498862145565, 0.24706068819016866 ], "coefficients": [ -0.03478220443552826, -0.03399552530791702, -0.05546431966654505, 0.13083605827846076, -0.16843988246223032, 0.13371120014407314, -0.10366699080860393, 0.058293062857632555, -0.06341277117904266, 0.04298359152415826 ], "train_sha256": "2096c5d90e84dfac5b6e8f8fdb0d067733c8263a507a0033588e32682c1a1fc1" }, { "id": "2025-12-01-10", "fit_date": "2025-12-01", "horizon": 10, "n": 756, "train_first_signal": "2022-09-28", "train_last_signal": "2025-11-13", "train_last_exit": "2025-11-27", "mean": [ -0.02676684790964796, -0.041562478092508875, -0.07999225655395638, -0.013171722688149031, 0.23552901896022183, 0.9677242242599496, 0.024179820877341628, 0.3569774370475567, 0.11321385484168368 ], "std": [ 1.0246432577848619, 1.0284986649452907, 1.046688520340346, 1.0139777348693901, 0.16501091735805382, 0.2114936099703397, 1.2852727986149695, 0.45526090132249936, 0.24655442485079565 ], "coefficients": [ -0.05616073915273054, -0.03385783309361568, -0.05048702220384636, 0.18244756716247632, -0.22212264649406296, 0.11971062309824158, -0.08974609390412709, 0.09669466570986257, -0.033529772897559394, -0.03507201293911421 ], "train_sha256": "82aaa635679b5e89dbe1391a90c6d4139e7560942fe43837bdf8f12729a09466" }, { "id": "2025-12-01-20", "fit_date": "2025-12-01", "horizon": 20, "n": 756, "train_first_signal": "2022-09-14", "train_last_signal": "2025-10-30", "train_last_exit": "2025-11-27", "mean": [ -0.020787194001533935, -0.03451218344890192, -0.08194207605406213, -0.014897031731097103, 0.2357609337072823, 0.9634963601933603, 0.04210466887381325, 0.3663762524809561, 0.11682182324997115 ], "std": [ 1.027528669119386, 1.0283520328087599, 1.04679074912868, 1.0157065306134312, 0.16479249846320457, 0.21362987374826461, 1.2834000074360243, 0.45457931795510614, 0.24522370572125254 ], "coefficients": [ -0.10324531998655988, -0.001456355207662492, -0.024190941954016613, 0.20856922838844577, -0.31123395402512954, 0.10620726795441801, -0.03491569011510559, 0.14631347510090897, 0.04629384662642279, -0.08616957280376208 ], "train_sha256": "0bd762306d71611cf26aaeb866c5bcff35dc28bb576f2cd1d683f400e0f10f4f" }, { "id": "2026-01-05-5", "fit_date": "2026-01-05", "horizon": 5, "n": 756, "train_first_signal": "2022-11-14", "train_last_signal": "2025-12-23", "train_last_exit": "2025-12-30", "mean": [ -0.017511496370754037, -0.029865216789665958, -0.06010131422753489, -0.012032586256704307, 0.23263282413734224, 0.9696690402298911, 0.028681887252301426, 0.38930314058329896, 0.12906001288623242 ], "std": [ 1.0268742873060919, 1.0257566088711763, 1.0409885796024485, 1.0126116126181255, 0.16551457847761666, 0.20964398458823535, 1.2739946478887865, 0.4756252556179876, 0.2588712558900672 ], "coefficients": [ -0.03939883117818587, -0.02759422238954421, -0.08674162666706042, 0.1338409561714421, -0.1654749036617437, 0.11562173194617162, -0.10103896882430227, 0.06285955277634092, -0.06093032436203911, 0.039826235400771376 ], "train_sha256": "d3fc322fe3fce5766c3bb7d6e935a801420588e65290b210166e7f10267af5da" }, { "id": "2026-01-05-10", "fit_date": "2026-01-05", "horizon": 10, "n": 756, "train_first_signal": "2022-11-07", "train_last_signal": "2025-12-16", "train_last_exit": "2025-12-30", "mean": [ -0.018680066514438515, -0.027088139584373658, -0.06263382710378292, -0.011825119952887476, 0.23332782788110037, 0.9698430627914547, 0.03121579162061938, 0.3821368160219904, 0.1276281032326408 ], "std": [ 1.0264992055448767, 1.0266901658223357, 1.0419176557137744, 1.012422798691723, 0.1651320567745761, 0.2096517549449963, 1.2737448656391748, 0.47467380809146476, 0.2589608596134827 ], "coefficients": [ -0.05183478506125633, -0.05171902068374579, -0.06573252947461225, 0.21299102197294403, -0.24695415237454102, 0.09332605768105125, -0.11079239669200416, 0.11051166972752136, -0.021707025098664182, -0.04770499189439731 ], "train_sha256": "d3667cea03b69cedef33c1c0b4971b7811a52fa58cb460ad52b1b4c738f97b3a" }, { "id": "2026-01-05-20", "fit_date": "2026-01-05", "horizon": 20, "n": 756, "train_first_signal": "2022-10-24", "train_last_signal": "2025-12-02", "train_last_exit": "2025-12-30", "mean": [ -0.012352903921929512, -0.026974376603370525, -0.07800061603779034, -0.015683179780656926, 0.23500755562867873, 0.970498282171617, 0.019757461564399118, 0.3663200721285834, 0.11873527094775864 ], "std": [ 1.0268850420714608, 1.0209355822508877, 1.045951675798645, 1.014323818537204, 0.16528777878160605, 0.20917952843030838, 1.2829067753863086, 0.46316579825353543, 0.25131702296969716 ], "coefficients": [ -0.0853793749081791, -0.01284318253929782, -0.022376925912440285, 0.22463282792777597, -0.3665888591959899, 0.08362624104127463, -0.0836201665900722, 0.17655754855856098, 0.06798819984466035, -0.09372178729348413 ], "train_sha256": "d755dd13674860780573da75867f3a946950decf186273926011130fa41ce777" }, { "id": "2026-02-02-5", "fit_date": "2026-02-02", "horizon": 5, "n": 756, "train_first_signal": "2022-12-12", "train_last_signal": "2026-01-22", "train_last_exit": "2026-01-29", "mean": [ -0.03611947005830035, -0.05376417588303703, -0.09701974973151858, -0.017701126110891204, 0.22646475434096616, 0.9727400661536659, 0.0018094463595933403, 0.37905764053113983, 0.12019944360496658 ], "std": [ 1.0194961711584503, 1.0068098444547522, 1.0032735107180077, 1.0089724997702516, 0.16221454630219287, 0.20860619575358974, 1.2526321657329322, 0.46710452758905974, 0.25657296297882537 ], "coefficients": [ -0.0643559182969536, -0.026993749617146144, -0.0874125457608444, 0.07752882402161534, -0.1513539296392621, 0.08595194376106066, -0.08347056090291673, 0.05695744826806268, -0.08642654260783757, 0.02183756654346908 ], "train_sha256": "985622bde539e5b0220c093f388a41d283828a8c6ed7edd0940e59f501f46d78" }, { "id": "2026-02-02-10", "fit_date": "2026-02-02", "horizon": 10, "n": 756, "train_first_signal": "2022-12-05", "train_last_signal": "2026-01-15", "train_last_exit": "2026-01-29", "mean": [ -0.026611145485120474, -0.040307457017448776, -0.08270487556855521, -0.011020986627227013, 0.22972241834345333, 0.9711356024749018, 0.023068686857489605, 0.3850624718758021, 0.1242371120880555 ], "std": [ 1.026442576856787, 1.0174902077310377, 1.023437660245463, 1.0127141711910697, 0.16419296206201928, 0.20935309642701658, 1.2675894986446872, 0.4707933713778259, 0.2591112690890048 ], "coefficients": [ -0.08185665835120133, -0.054999377827064676, -0.06863265453544308, 0.17106835088366565, -0.2311950255395391, 0.0764826141704051, -0.10178304943300592, 0.11001603638255007, -0.02846388513322419, -0.06329640690512132 ], "train_sha256": "6c60031c9f5cb676e2099206f713d7ac4044e7531cdede118195fdc064a0611c" }, { "id": "2026-02-02-20", "fit_date": "2026-02-02", "horizon": 20, "n": 756, "train_first_signal": "2022-11-21", "train_last_signal": "2025-12-30", "train_last_exit": "2026-01-29", "mean": [ -0.0214978645096041, -0.035368271913295564, -0.06541135279971898, -0.012885492206140036, 0.23195068311008116, 0.9694935138340897, 0.02282481809364211, 0.39323236691214686, 0.1277776937216901 ], "std": [ 1.0240696346414082, 1.021747293057538, 1.0395971543757776, 1.0127791181841008, 0.1659657621576543, 0.20963049715239668, 1.2660106324341334, 0.4735180417106637, 0.2596939076088296 ], "coefficients": [ -0.11360784767651386, -0.014156876539059773, -0.056109164411082095, 0.25285639251869113, -0.3558601360046121, 0.06986774513702579, -0.0761738084741758, 0.17522835157909475, 0.09280623089344728, -0.08613408903477111 ], "train_sha256": "7e24dd1208039405a743f5abfdc161bd8a558976ec7ac0546987588183690d73" }, { "id": "2026-03-02-5", "fit_date": "2026-03-02", "horizon": 5, "n": 756, "train_first_signal": "2022-12-30", "train_last_signal": "2026-02-11", "train_last_exit": "2026-02-26", "mean": [ -0.04900437913638557, -0.07503749947174373, -0.13737976550567899, -0.040814013385946445, 0.22023042699238146, 0.9744290388002593, -0.030263060817968822, 0.3648869333091195, 0.11264141677217213 ], "std": [ 1.011461992230523, 0.9969091144459777, 0.9690125660581147, 0.996346046987741, 0.1590416941198045, 0.20912429349007414, 1.245334113100882, 0.46221096144910884, 0.25727930151671075 ], "coefficients": [ -0.07871810923690378, -0.02170760230308879, -0.07823688981582719, 0.07456593855396011, -0.1541519782466642, 0.0911220990368657, -0.08662725480462218, 0.06733242275139517, -0.08592725076064131, 0.03625758131363259 ], "train_sha256": "32f84dcdebca4c04834d97e8d60df6bba26c4ed2af54ba68e5dc7c34d7c3414c" }, { "id": "2026-03-02-10", "fit_date": "2026-03-02", "horizon": 10, "n": 756, "train_first_signal": "2022-12-23", "train_last_signal": "2026-02-04", "train_last_exit": "2026-02-26", "mean": [ -0.04164346194684449, -0.06497913768233383, -0.12150953071200564, -0.03325923878275423, 0.2209313917161193, 0.9759388610575576, -0.024622636151153423, 0.36891564648179, 0.11323583129382006 ], "std": [ 1.0088415791943675, 0.9938771411241959, 0.974093321606149, 0.9985693499526308, 0.15941600577357712, 0.20845824238544441, 1.2415456736544053, 0.46224481113179405, 0.2568145283032208 ], "coefficients": [ -0.1037523772230106, -0.04750311968928446, -0.06728798180865944, 0.1497546679075319, -0.23152944283180657, 0.07526226060153102, -0.10446615685513494, 0.11321891848932654, -0.038680178473010245, -0.0536717406192952 ], "train_sha256": "048df8b4acf6f804460ab54ce2f6da04888b654376eee950afceca3f71efa3f4" }, { "id": "2026-03-02-20", "fit_date": "2026-03-02", "horizon": 20, "n": 756, "train_first_signal": "2022-12-09", "train_last_signal": "2026-01-21", "train_last_exit": "2026-02-26", "mean": [ -0.032862439544209004, -0.05043889942386837, -0.09359654524199364, -0.015732728378177848, 0.22726256763877942, 0.9723098822311066, 0.00795250246483112, 0.38024073432965816, 0.12109498720034895 ], "std": [ 1.024754637284401, 1.009682396767906, 1.0082275377116703, 1.0100992886298128, 0.16269306119731747, 0.2088333877387319, 1.2563311771444547, 0.46776367595377927, 0.2572400968924708 ], "coefficients": [ -0.1509653882723241, -0.01184283042868352, -0.05201637651455835, 0.2075615134284923, -0.3454155730513774, 0.055976909343720974, -0.06959505016122386, 0.16416841913114083, 0.07572626694510126, -0.09476515899198101 ], "train_sha256": "33560f0ac94eb861fdec5d85af62ca62e6ca00d9a8dd706a0a95971506e848d3" }, { "id": "2026-04-01-5", "fit_date": "2026-04-01", "horizon": 5, "n": 756, "train_first_signal": "2023-02-08", "train_last_signal": "2026-03-23", "train_last_exit": "2026-03-30", "mean": [ -0.039302651205297585, -0.06414616539030828, -0.16125974358855472, -0.10176989440642692, 0.22203625400695787, 0.9722578290036119, -0.025833779536543575, 0.3672034412820933, 0.11741387082083268 ], "std": [ 1.0104434355072351, 1.0019368053558955, 0.9706455064399258, 0.9365802776229799, 0.15918426021422705, 0.20901837569564866, 1.2897501742343414, 0.4700149888688353, 0.2570232372716007 ], "coefficients": [ -0.062449222803255516, -0.013437183544175205, -0.07196062132310094, 0.060729128319755146, -0.1618600480953966, 0.10024724131137763, -0.10187203536927915, 0.09037542317700079, -0.09657790672108053, 0.04179542561424386 ], "train_sha256": "d79055b0d607432714440f41bda0dcb216fbe69102558ea14f770499cb08ffe3" }, { "id": "2026-04-01-10", "fit_date": "2026-04-01", "horizon": 10, "n": 756, "train_first_signal": "2023-02-01", "train_last_signal": "2026-03-16", "train_last_exit": "2026-03-30", "mean": [ -0.04608390580787552, -0.07777219506910651, -0.16910005911492532, -0.09231320525935048, 0.22009021390280128, 0.9727012158274759, -0.04446055959284392, 0.360535555053273, 0.1156233809990784 ], "std": [ 1.0135934441019119, 1.0035508845516272, 0.9653254375493857, 0.9503440319130093, 0.1596663883170284, 0.20886593996326666, 1.2734410378892103, 0.465256260105575, 0.25593940033318774 ], "coefficients": [ -0.08623358175908316, -0.04315112552569977, -0.05365671152911162, 0.1171790859279531, -0.23270326922133416, 0.0711004810840122, -0.11458065970799586, 0.12097133495329994, -0.0740639120147361, -0.03369355136365837 ], "train_sha256": "5238f31ea2589e125c57c0cbff26766c28868d523255d706378df8c35f2fd397" }, { "id": "2026-04-01-20", "fit_date": "2026-04-01", "horizon": 20, "n": 756, "train_first_signal": "2023-01-11", "train_last_signal": "2026-03-02", "train_last_exit": "2026-03-30", "mean": [ -0.0527159989412069, -0.08305329218549899, -0.1549631001532978, -0.05702539997367734, 0.22077152495852204, 0.9727017060324175, -0.050454846428492205, 0.3628636073716344, 0.11215290777106351 ], "std": [ 1.0106374347948348, 0.9981977798072185, 0.9691894688104551, 0.9899816931217181, 0.15925477121818532, 0.20927000112781768, 1.2604027797566286, 0.46314724369370547, 0.2577374286094216 ], "coefficients": [ -0.1507744955495203, -0.006117017174721508, -0.04798610190857788, 0.16163673069340936, -0.3507368076333851, 0.05225572997719594, -0.08677671758286895, 0.1490556256157203, 0.04665271771798018, -0.09952739047824209 ], "train_sha256": "e9fd52077535494d5c30b64d5652ec00d94ea03c172e690e321a2ca418fc6c12" }, { "id": "2026-05-06-5", "fit_date": "2026-05-06", "horizon": 5, "n": 756, "train_first_signal": "2023-03-09", "train_last_signal": "2026-04-22", "train_last_exit": "2026-04-29", "mean": [ -0.044166374123988134, -0.07679948362738984, -0.16426025005449316, -0.1546456975583618, 0.223123570470446, 0.9697704507054928, -0.05630946801049399, 0.3986242984826126, 0.1282839771346329 ], "std": [ 1.015783654492157, 1.0138850487502922, 0.9678961065019508, 0.8750450831115751, 0.15899483865050879, 0.2103515033918088, 1.3167190111592082, 0.4851058999159144, 0.26143917265658134 ], "coefficients": [ -0.06644553626913419, 0.013593479800490225, -0.049945543776486245, 0.0681646895720833, -0.2371569234019362, 0.07916895961469486, -0.13909154712077448, 0.04289074327584278, -0.050222983764466905, 0.04213229724046993 ], "train_sha256": "7b5ccb1ede396005a87ad1eb801f2e4218614d7172f088a9cdab010bb3014a81" }, { "id": "2026-05-06-10", "fit_date": "2026-05-06", "horizon": 10, "n": 756, "train_first_signal": "2023-03-02", "train_last_signal": "2026-04-15", "train_last_exit": "2026-04-29", "mean": [ -0.05265997957774984, -0.08725006033879984, -0.1563705130822479, -0.14324947574400476, 0.22477411637560127, 0.9687677547506235, -0.05736731426177509, 0.39263841419534373, 0.1250177415307762 ], "std": [ 1.0069120654246713, 0.9967937693026425, 0.9782298707990305, 0.891156685661714, 0.15956055411329834, 0.21084191374144146, 1.315881785028477, 0.4833854309933856, 0.2604567831176948 ], "coefficients": [ -0.09274280463166372, -0.03180815550764023, -0.03905088299171441, 0.18146572167626934, -0.3478418938758922, 0.06917469612842228, -0.1851895195294746, 0.03757638445509753, 0.001620329620193664, -0.04297853895702588 ], "train_sha256": "84e318d1efbb09d9d1fa511817106f721cb60bf78289623ac533c927ba6c5462" }, { "id": "2026-05-06-20", "fit_date": "2026-05-06", "horizon": 20, "n": 756, "train_first_signal": "2023-02-16", "train_last_signal": "2026-03-31", "train_last_exit": "2026-04-29", "mean": [ -0.04291484793651884, -0.06803990050988315, -0.15044424459895456, -0.11370750374861874, 0.22472885853171953, 0.9710810039371288, -0.01023189482275846, 0.3781558910519848, 0.1196689338018466 ], "std": [ 1.0082056813408147, 1.00072061497323, 0.9796288022308658, 0.9223295412720357, 0.15945651185917672, 0.2095313735704506, 1.296425264305261, 0.4763338533406639, 0.2582617026349631 ], "coefficients": [ -0.1628891767035742, -0.007219113296268587, -0.044136411301655305, 0.20852635275273532, -0.4668988532238979, 0.0899754669569725, -0.13598563345813153, 0.17432187127561347, 0.12476552763250622, -0.11431504569822978 ], "train_sha256": "c7b7b98f31b7ed649ee6a33c54d7c314e2c47ec00fd976f6487ffbf8c68989a1" }, { "id": "2026-06-01-5", "fit_date": "2026-06-01", "horizon": 5, "n": 756, "train_first_signal": "2023-04-04", "train_last_signal": "2026-05-21", "train_last_exit": "2026-05-28", "mean": [ -0.03724977262446142, -0.06131727965746995, -0.1389005468658023, -0.15264015867048059, 0.22905806469554799, 0.9730331868847336, -0.014503744176118692, 0.40362135226851564, 0.12488265794773028 ], "std": [ 1.0189025946267019, 1.0229882844474898, 0.9893422144175386, 0.8727801874068155, 0.1620011929258779, 0.2113966034332826, 1.3252287110816288, 0.4846459047626788, 0.2593702900332599 ], "coefficients": [ -0.039397336251019134, 0.0090990464695803, -0.02269708962636497, 0.0842025941158826, -0.22245461544289508, 0.09186836161696393, -0.1533926293929641, 0.04075960761960605, -0.04470377360971956, 0.057785570030385834 ], "train_sha256": "6c2e1198d0538e5c01f2d3c667c6dd51a91cd98d10d2149a7bc9a87bb780ffb2" }, { "id": "2026-06-01-10", "fit_date": "2026-06-01", "horizon": 10, "n": 756, "train_first_signal": "2023-03-28", "train_last_signal": "2026-05-14", "train_last_exit": "2026-05-28", "mean": [ -0.031030878396535965, -0.05298169303369632, -0.14758595001108882, -0.15639080627380114, 0.2276394233415753, 0.972093734855092, -0.016378348677996694, 0.4069872630249559, 0.12768151266355726 ], "std": [ 1.0185998575811, 1.0201833393147168, 0.9842807771864066, 0.8692238188704259, 0.16214483181169728, 0.21022448305073155, 1.325020172430879, 0.4869754761489605, 0.25998478946872783 ], "coefficients": [ -0.05716159144503135, -0.022461639401924357, 0.009167532780466264, 0.1849395074369387, -0.33469328153601424, 0.059582910278945314, -0.20498699656937366, 0.022597806369814313, 0.0064501112897835736, -0.01245459826910147 ], "train_sha256": "0e2cb27c98ec02f391b6c2062982ec244db8a5cf264a3a659883dba20f24d50f" }, { "id": "2026-06-01-20", "fit_date": "2026-06-01", "horizon": 20, "n": 756, "train_first_signal": "2023-03-14", "train_last_signal": "2026-04-27", "train_last_exit": "2026-05-28", "mean": [ -0.046812941919232666, -0.07469445518507564, -0.1677266472037024, -0.15901579549861306, 0.22260600123321453, 0.9704394278689846, -0.04748340939596483, 0.4021790251116714, 0.1299250078673281 ], "std": [ 1.0136446881384, 1.0164469662519344, 0.9610348731843054, 0.8675116721407471, 0.1582614886944661, 0.2099862579300251, 1.3252429027188268, 0.4866703010900777, 0.26229925634591533 ], "coefficients": [ -0.10168986324489991, 0.006445367523933484, -0.038577633355397455, 0.307394476411185, -0.4993032834931164, 0.08156848991160147, -0.2120498566896732, 0.05395355542825223, 0.20631826050298724, -0.10640230021290052 ], "train_sha256": "46c2aa91f9095b86a336a468377ad3336b252ea40a5e5532610f9bdcb61410fe" }, { "id": "2026-07-01-5", "fit_date": "2026-07-01", "horizon": 5, "n": 756, "train_first_signal": "2023-05-09", "train_last_signal": "2026-06-22", "train_last_exit": "2026-06-29", "mean": [ -0.02584924536652516, -0.03985310654645127, -0.1124176726581156, -0.12297990827270365, 0.22295724276131756, 0.9754264571755339, 0.02837552878376084, 0.36961170637756435, 0.11225426584313038 ], "std": [ 1.0049834871387069, 1.0042800202804956, 0.9663878728747258, 0.8781405967548154, 0.16012490980377236, 0.21451350611229278, 1.3099403253670474, 0.4792440485354299, 0.25786760905453193 ], "coefficients": [ -0.027540298224386823, 0.007881061055632164, -0.015271858519609568, 0.0671064983604106, -0.21112902078185175, 0.09770762597886344, -0.13630033625777754, 0.025395888654774712, -0.019726090645261665, 0.047821534182476595 ], "train_sha256": "3f1e6cf9fa14af48e987cfc947933d658d6224e2f2cae72619f2ce8867a9e65e" }, { "id": "2026-07-01-10", "fit_date": "2026-07-01", "horizon": 10, "n": 756, "train_first_signal": "2023-04-27", "train_last_signal": "2026-06-12", "train_last_exit": "2026-06-29", "mean": [ -0.025088156142367556, -0.04644787063869127, -0.12247681376093233, -0.1304221057364385, 0.22540746475346918, 0.9753653202723243, 0.01831208978161623, 0.3756374135765168, 0.11370101620522546 ], "std": [ 1.006614004977478, 1.0091566044284526, 0.9783377897990682, 0.8792952845200498, 0.1617902564656058, 0.21452937917137838, 1.3180118973336943, 0.47815517905007454, 0.2577346062156046 ], "coefficients": [ -0.032549559321749334, -0.014337768478695508, 0.012644281465416038, 0.16057320713588716, -0.31108790365358807, 0.06071218343661563, -0.17198771477617103, 0.0006748081326659216, 0.031085713009277375, -0.01124696282389639 ], "train_sha256": "9728ca03cfa61fdd52ddc2744a3892d2e2c1e4bc1f940f79742809e09706b263" }, { "id": "2026-07-01-20", "fit_date": "2026-07-01", "horizon": 20, "n": 756, "train_first_signal": "2023-04-13", "train_last_signal": "2026-05-29", "train_last_exit": "2026-06-29", "mean": [ -0.033830844206489796, -0.05639669275533356, -0.12926315626595178, -0.14600871782333788, 0.2268096062774944, 0.9743059086349077, -0.013431445054813841, 0.39330566240078485, 0.12071062464614156 ], "std": [ 1.017497074611018, 1.0189341195620782, 0.984723105848441, 0.876550522041344, 0.1622726585696141, 0.2134325992697311, 1.3250786034855757, 0.4799799164692171, 0.25653088581442995 ], "coefficients": [ -0.07410372480832042, 0.00394806376083581, -0.04282301541668034, 0.2939178199179366, -0.47318674082216405, 0.05058737807972331, -0.19050893469269956, 0.03410890608393857, 0.18786962353470563, -0.07143109121652783 ], "train_sha256": "ebf56be92a7ed4441157c7fc44299d32231c7b55160093581f2a2ff465e96d8b" }, { "id": "2026-08-03-5", "fit_date": "2026-08-03", "horizon": 5, "n": 756, "train_first_signal": "2023-06-09", "train_last_signal": "2026-07-23", "train_last_exit": "2026-07-30", "mean": [ -0.0330653858199369, -0.055722056451480664, -0.12436151940654999, -0.09715923041320605, 0.22516099746498974, 0.9596658081887766, 0.001517539290496677, 0.3613902187327524, 0.10903434378598252 ], "std": [ 1.005378946730165, 1.0087876080829135, 0.9751418643863143, 0.8662165161148235, 0.16023759151996556, 0.21504339884319976, 1.3350664698813888, 0.48312068533634434, 0.2584829916576996 ], "coefficients": [ -0.042713103358441515, 0.0043536808281655045, -0.0108539182970448, 0.05831741837683732, -0.19575747627967532, 0.10960633080269577, -0.12737532717959424, 0.042306446505256785, -0.0013427123232519337, 0.038332890036848484 ], "train_sha256": "2d8f49c4a7d6c43669372c9ef698eae468ab94f2d54c650d4d12a1bca5a71045" }, { "id": "2026-08-03-10", "fit_date": "2026-08-03", "horizon": 10, "n": 756, "train_first_signal": "2023-06-02", "train_last_signal": "2026-07-16", "train_last_exit": "2026-07-30", "mean": [ -0.02458387835475093, -0.04753366425754144, -0.12073087641012488, -0.0992489486932285, 0.22449552277172782, 0.9623364310851055, 0.008532433314373485, 0.3624052827671053, 0.10873981173540506 ], "std": [ 1.0063060481692152, 1.010416869183846, 0.9748488987439898, 0.8679682205407201, 0.1607421259372405, 0.21479392221879148, 1.3348444774556063, 0.4823773995614376, 0.2585849411915264 ], "coefficients": [ -0.050275949243800244, -0.019622920326452055, 0.016211109700501738, 0.16534064178313154, -0.30496984322168824, 0.06530422473331088, -0.1806976231529135, 0.004945507632936329, 0.03616043686946066, -0.0034482763283188887 ], "train_sha256": "867a70fb1adfb4de7562050ac0acb7a35c85df81fc6c7ca48eadbd5d0001999a" }, { "id": "2026-08-03-20", "fit_date": "2026-08-03", "horizon": 20, "n": 756, "train_first_signal": "2023-05-19", "train_last_signal": "2026-07-02", "train_last_exit": "2026-07-30", "mean": [ -0.03406320879341833, -0.052706920716984865, -0.11375800796310621, -0.11522350566768198, 0.22288843513156828, 0.9699891696652548, 0.00480544773897399, 0.3653752415522541, 0.10952565083363033 ], "std": [ 1.0038989856225726, 1.0115606084263173, 0.9683591358253628, 0.8756525682129775, 0.16027723470499064, 0.21480633030764434, 1.3332029879543899, 0.48085482627529325, 0.258075227490385 ], "coefficients": [ -0.07818594586935923, 0.00033412873568746895, -0.040664271013288476, 0.2803866978536531, -0.4658109130301254, 0.05916761551595863, -0.1817544308163714, 0.02428971490525738, 0.2134976806936689, -0.08186411002037103 ], "train_sha256": "efc1b2eb0509b69180577d189c4ec728e2ec2d63b21d9e2096bb42e4cc929c87" }, { "id": "2026-09-01-5", "fit_date": "2026-09-01", "horizon": 5, "n": 756, "train_first_signal": "2023-07-12", "train_last_signal": "2026-08-21", "train_last_exit": "2026-08-28", "mean": [ -0.03324822442322396, -0.060642519082334284, -0.1592815456773439, -0.10982329489233568, 0.2249951290292631, 0.9603615862272458, -0.02434466449397602, 0.36736512842357616, 0.11483080739383257 ], "std": [ 1.0122661809588032, 1.022592298774754, 0.9686480776488539, 0.8829198605396898, 0.16073970325774858, 0.21543358888124065, 1.3713209726750986, 0.4863309896816533, 0.2600800850666701 ], "coefficients": [ -0.03416349671577472, 0.0061322261409005145, 0.004523194156886697, 0.039519757934952465, -0.2078063399259653, 0.11454545152412328, -0.11135668439997963, 0.06926566231458872, 0.01046923040368943, 0.03916667253688197 ], "train_sha256": "6cbfea0a4f0869794044f5035ba846735ab6f8db300d9502e41381b0a05a04bc" }, { "id": "2026-09-01-10", "fit_date": "2026-09-01", "horizon": 10, "n": 756, "train_first_signal": "2023-07-05", "train_last_signal": "2026-08-14", "train_last_exit": "2026-08-28", "mean": [ -0.042275604267125504, -0.07035195985040356, -0.15717546228050208, -0.10915494714454346, 0.22523209499116667, 0.9588929761809886, -0.041946955626418626, 0.360781015607686, 0.1113471679640128 ], "std": [ 1.0119352188550492, 1.0190836123714815, 0.9692375285224528, 0.8823580349778049, 0.16052067176062318, 0.2154250176503625, 1.3527592836427902, 0.48356449877511315, 0.25797024369194943 ], "coefficients": [ -0.048152443823725355, -0.0031764049829678285, 0.008525384611818667, 0.16288348839573613, -0.3199383409546548, 0.0840397130969065, -0.16573937038422926, 0.012313407098548447, 0.04424861551680087, -0.017094656033777432 ], "train_sha256": "49063bd92437f884ae56261f4d8858c8b9f3d9f2ad617b9d6acc7b4d02d3b904" }, { "id": "2026-09-01-20", "fit_date": "2026-09-01", "horizon": 20, "n": 756, "train_first_signal": "2023-06-19", "train_last_signal": "2026-07-31", "train_last_exit": "2026-08-28", "mean": [ -0.04417202895677918, -0.06691744187531073, -0.13159134600956757, -0.09991920338177167, 0.22517136499096502, 0.9578048354688905, -0.022636008067833398, 0.360318726361299, 0.10959699237438657 ], "std": [ 1.0097688102010531, 1.0099146781880013, 0.9740812193523419, 0.870174760309416, 0.16025315475277127, 0.21551721354408657, 1.338309084225542, 0.4839937619000548, 0.2583329788694774 ], "coefficients": [ -0.09941973770385897, -0.011377446514660664, -0.04633225291937842, 0.30937551360555443, -0.47013718427208206, 0.04994191099066367, -0.18600954991063426, 0.02401316528245824, 0.21470294158570272, -0.06998491878803433 ], "train_sha256": "db445621ec6223b0addd852ea76f713fd4c0984a7e9cc64a633c7fda20c94c49" }, { "id": "2026-10-08-5", "fit_date": "2026-10-08", "horizon": 5, "n": 756, "train_first_signal": "2023-08-10", "train_last_signal": "2026-09-21", "train_last_exit": "2026-09-29", "mean": [ -0.039831985177622056, -0.06652431364203236, -0.14559260525178075, -0.1256222831989332, 0.22873608421484107, 0.9672208425550893, -0.00816658867668622, 0.4062890343846057, 0.12389991380086823 ], "std": [ 1.0241173205122294, 1.024035718774654, 0.9938761639921613, 0.8723396078607146, 0.16570743497447668, 0.21622030461045907, 1.4102825806857011, 0.517110751616146, 0.2676762479757579 ], "coefficients": [ -0.050987563523409385, -0.009225551507626, 0.027932320952151302, 0.007755288019777742, -0.17874190381279007, 0.10542385150598009, -0.09410317384339349, 0.05185694142455541, -0.0259062333426073, 0.0615136849166787 ], "train_sha256": "cfb1da56f7ec85ecca930171f68d2dbed951a35e03ebe164555dda323ed98ce9" }, { "id": "2026-10-08-10", "fit_date": "2026-10-08", "horizon": 10, "n": 756, "train_first_signal": "2023-08-03", "train_last_signal": "2026-09-14", "train_last_exit": "2026-09-29", "mean": [ -0.04220294908617267, -0.06668398844702693, -0.13936591993089556, -0.11932419160627332, 0.22987217999881865, 0.9651664602593787, -0.004041541557335966, 0.39975380031899643, 0.12370347081052145 ], "std": [ 1.024728926354818, 1.0232438377327988, 0.9975528551398146, 0.8756566555109329, 0.16525784462849955, 0.21531680931552913, 1.4057790428852903, 0.5154027802991138, 0.267639816311512 ], "coefficients": [ -0.06714525692278286, -0.009381739079123323, 0.04277996108348085, 0.09770162050120426, -0.28514770941312306, 0.051980229817136896, -0.136403899114653, 0.008261502857767562, -0.0038535232600830443, 0.008138330139120242 ], "train_sha256": "66cb4a00e309a5cccbbb72e6b19ca8558f27525d39360bb5b3bf2e66eef29e8e" }, { "id": "2026-10-08-20", "fit_date": "2026-10-08", "horizon": 20, "n": 756, "train_first_signal": "2023-07-20", "train_last_signal": "2026-08-31", "train_last_exit": "2026-09-29", "mean": [ -0.026319309097253062, -0.049951887060438786, -0.14669036922090417, -0.10808607414236997, 0.22787588850640464, 0.9623465901521255, -0.0059139645177528136, 0.38030671131038046, 0.12043843051205169 ], "std": [ 1.0227430645349924, 1.0326777164376342, 0.9851341298925427, 0.8825855601298663, 0.16284085794228917, 0.21529572725190693, 1.3968666560218677, 0.49617043081025014, 0.26409916212805945 ], "coefficients": [ -0.10341832014556909, -0.015162584854130759, -0.038417202891815674, 0.27084526125470004, -0.47080308163234025, 0.037807136407388746, -0.17058074518734312, -0.007933491419885736, 0.17601512436149228, -0.06608486228038321 ], "train_sha256": "eb497e19ad21c9b036cc6d47bafc0453b82b4583bc82bd0f528569add4d6603c" } ], "records": [ { "signal_date": "2025-09-22", "code": "HC2601", "close": 3380.0, "vol": 0.006558538458678517, "momentum": 1, "raw_contracts": [ "I2601", "J2601" ], "raw_cost_change": 91.70731707, "lookback_start": "2025-06-30", "regime": "震荡或弱趋势", "horizon": 5, "signal": 0, "ready": true, "score": -0.19591759, "predicted_change": -9.71140821, "threshold": 9.91376837, "model_id": "2025-09-22-5", "reason": "信号不足，保持观望", "entry_date": "2025-09-23", "exit_date": "2025-09-29", "exit_idx": 907, "status": "scored", "entry": 3375.0, "exit": 3289.0, "move": -86.0, "cost": 4.6664, "risk_scale": 49.56884185408329, "daily_closes": [ [ "2025-09-23", 3340.0 ], [ "2025-09-24", 3357.0 ], [ "2025-09-25", 3358.0 ], [ "2025-09-26", 3313.0 ], [ "2025-09-29", 3289.0 ] ], "v1_signal": 0, "v1_code": "HC2601", "v1_matched": true }, { "signal_date": "2025-09-22", "code": "HC2601", "close": 3380.0, "vol": 0.006558538458678517, "momentum": 1, "raw_contracts": [ "I2601", "J2601" ], "raw_cost_change": 91.70731707, "lookback_start": "2025-06-30", "regime": "震荡或弱趋势", "horizon": 10, "signal": -1, "ready": true, "score": -0.24874386, "predicted_change": -17.43717564, "threshold": 14.02018568, "model_id": "2025-09-22-10", "reason": "信号超过风险与费用门槛", "entry_date": "2025-09-23", "exit_date": "2025-10-14", "exit_idx": 912, "status": "scored", "entry": 3375.0, "exit": 3241.0, "move": -134.0, "cost": 4.6616, "risk_scale": 70.1009284211717, "daily_closes": [ [ "2025-09-23", 3340.0 ], [ "2025-09-24", 3357.0 ], [ "2025-09-25", 3358.0 ], [ "2025-09-26", 3313.0 ], [ "2025-09-29", 3289.0 ], [ "2025-09-30", 3253.0 ], [ "2025-10-09", 3286.0 ], [ "2025-10-10", 3285.0 ], [ "2025-10-13", 3261.0 ], [ "2025-10-14", 3241.0 ] ], "v1_signal": 0, "v1_code": "HC2601", "v1_matched": true }, { "signal_date": "2025-09-22", "code": "HC2601", "close": 3380.0, "vol": 0.006558538458678517, "momentum": 1, "raw_contracts": [ "I2601", "J2601" ], "raw_cost_change": 91.70731707, "lookback_start": "2025-06-30", "regime": "震荡或弱趋势", "horizon": 20, "signal": -1, "ready": true, "score": -0.50416533, "predicted_change": -49.98178295, "threshold": 19.82753674, "model_id": "2025-09-22-20", "reason": "信号超过风险与费用门槛", "entry_date": "2025-09-23", "exit_date": "2025-10-28", "exit_idx": 922, "status": "scored", "entry": 3375.0, "exit": 3305.0, "move": -70.0, "cost": 4.668, "risk_scale": 99.13768370816658, "daily_closes": [ [ "2025-09-23", 3340.0 ], [ "2025-09-24", 3357.0 ], [ "2025-09-25", 3358.0 ], [ "2025-09-26", 3313.0 ], [ "2025-09-29", 3289.0 ], [ "2025-09-30", 3253.0 ], [ "2025-10-09", 3286.0 ], [ "2025-10-10", 3285.0 ], [ "2025-10-13", 3261.0 ], [ "2025-10-14", 3241.0 ], [ "2025-10-15", 3212.0 ], [ "2025-10-16", 3219.0 ], [ "2025-10-17", 3204.0 ], [ "2025-10-20", 3215.0 ], [ "2025-10-21", 3219.0 ], [ "2025-10-22", 3247.0 ], [ "2025-10-23", 3256.0 ], [ "2025-10-24", 3250.0 ], [ "2025-10-27", 3299.0 ], [ "2025-10-28", 3305.0 ] ], "v1_signal": 0, "v1_code": "HC2601", "v1_matched": true }, { "signal_date": "2025-09-23", "code": "HC2601", "close": 3340.0, "vol": 0.006963322835555823, "momentum": -1, "raw_contracts": [ "I2601", "J2601" ], "raw_cost_change": 65.04065041, "lookback_start": "2025-07-01", "regime": "震荡或弱趋势", "horizon": 5, "signal": 0, "ready": true, "score": 0.00991992, "predicted_change": 0.51588913, "threshold": 10.40106942, "model_id": "2025-09-22-5", "reason": "信号不足，保持观望", "entry_date": "2025-09-24", "exit_date": "2025-09-30", "exit_idx": 908, "status": "scored", "entry": 3341.0, "exit": 3253.0, "move": -88.0, "cost": 4.6594, "risk_scale": 52.005347119995236, "daily_closes": [ [ "2025-09-24", 3357.0 ], [ "2025-09-25", 3358.0 ], [ "2025-09-26", 3313.0 ], [ "2025-09-29", 3289.0 ], [ "2025-09-30", 3253.0 ] ], "v1_signal": 0, "v1_code": "HC2601", "v1_matched": true }, { "signal_date": "2025-09-23", "code": "HC2601", "close": 3340.0, "vol": 0.006963322835555823, "momentum": -1, "raw_contracts": [ "I2601", "J2601" ], "raw_cost_change": 65.04065041, "lookback_start": "2025-07-01", "regime": "震荡或弱趋势", "horizon": 10, "signal": 0, "ready": true, "score": -0.08674187, "predicted_change": -6.37957539, "threshold": 14.70933344, "model_id": "2025-09-22-10", "reason": "信号不足，保持观望", "entry_date": "2025-09-24", "exit_date": "2025-10-15", "exit_idx": 913, "status": "scored", "entry": 3341.0, "exit": 3212.0, "move": -129.0, "cost": 4.6553, "risk_scale": 73.54666721301784, "daily_closes": [ [ "2025-09-24", 3357.0 ], [ "2025-09-25", 3358.0 ], [ "2025-09-26", 3313.0 ], [ "2025-09-29", 3289.0 ], [ "2025-09-30", 3253.0 ], [ "2025-10-09", 3286.0 ], [ "2025-10-10", 3285.0 ], [ "2025-10-13", 3261.0 ], [ "2025-10-14", 3241.0 ], [ "2025-10-15", 3212.0 ] ], "v1_signal": 0, "v1_code": "HC2601", "v1_matched": true }, { "signal_date": "2025-09-23", "code": "HC2601", "close": 3340.0, "vol": 0.006963322835555823, "momentum": -1, "raw_contracts": [ "I2601", "J2601" ], "raw_cost_change": 65.04065041, "lookback_start": "2025-07-01", "regime": "震荡或弱趋势", "horizon": 20, "signal": -1, "ready": true, "score": -0.42664941, "predicted_change": -44.37610148, "threshold": 20.80213885, "model_id": "2025-09-22-20", "reason": "信号超过风险与费用门槛", "entry_date": "2025-09-24", "exit_date": "2025-10-29", "exit_idx": 923, "status": "scored", "entry": 3341.0, "exit": 3345.0, "move": 4.0, "cost": 4.6686, "risk_scale": 104.01069423999047, "daily_closes": [ [ "2025-09-24", 3357.0 ], [ "2025-09-25", 3358.0 ], [ "2025-09-26", 3313.0 ], [ "2025-09-29", 3289.0 ], [ "2025-09-30", 3253.0 ], [ "2025-10-09", 3286.0 ], [ "2025-10-10", 3285.0 ], [ "2025-10-13", 3261.0 ], [ "2025-10-14", 3241.0 ], [ "2025-10-15", 3212.0 ], [ "2025-10-16", 3219.0 ], [ "2025-10-17", 3204.0 ], [ "2025-10-20", 3215.0 ], [ "2025-10-21", 3219.0 ], [ "2025-10-22", 3247.0 ], [ "2025-10-23", 3256.0 ], [ "2025-10-24", 3250.0 ], [ "2025-10-27", 3299.0 ], [ "2025-10-28", 3305.0 ], [ "2025-10-29", 3345.0 ] ], "v1_signal": 0, "v1_code": "HC2601", "v1_matched": true }, { "signal_date": "2025-09-24", "code": "HC2601", "close": 3357.0, "vol": 0.0069742038918815495, "momentum": 1, "raw_contracts": [ "I2601", "J2601" ], "raw_cost_change": 71.2195122, "lookback_start": "2025-07-02", "regime": "震荡或弱趋势", "horizon": 5, "signal": 0, "ready": true, "score": 0.01160778, "predicted_change": 0.60768713, "threshold": 10.47034469, "model_id": "2025-09-22-5", "reason": "信号不足，保持观望", "entry_date": "2025-09-25", "exit_date": "2025-10-09", "exit_idx": 909, "status": "scored", "entry": 3355.0, "exit": 3286.0, "move": -69.0, "cost": 4.6641, "risk_scale": 52.35172342842731, "daily_closes": [ [ "2025-09-25", 3358.0 ], [ "2025-09-26", 3313.0 ], [ "2025-09-29", 3289.0 ], [ "2025-09-30", 3253.0 ], [ "2025-10-09", 3286.0 ] ], "v1_signal": 0, "v1_code": "HC2601", "v1_matched": true }, { "signal_date": "2025-09-24", "code": "HC2601", "close": 3357.0, "vol": 0.0069742038918815495, "momentum": 1, "raw_contracts": [ "I2601", "J2601" ], "raw_cost_change": 71.2195122, "lookback_start": "2025-07-02", "regime": "震荡或弱趋势", "horizon": 10, "signal": 0, "ready": true, "score": -0.0233781, "predicted_change": -1.73083299, "threshold": 14.80730346, "model_id": "2025-09-22-10", "reason": "信号不足，保持观望", "entry_date": "2025-09-25", "exit_date": "2025-10-16", "exit_idx": 914, "status": "scored", "entry": 3355.0, "exit": 3219.0, "move": -136.0, "cost": 4.6574, "risk_scale": 74.03651728608722, "daily_closes": [ [ "2025-09-25", 3358.0 ], [ "2025-09-26", 3313.0 ], [ "2025-09-29", 3289.0 ], [ "2025-09-30", 3253.0 ], [ "2025-10-09", 3286.0 ], [ "2025-10-10", 3285.0 ], [ "2025-10-13", 3261.0 ], [ "2025-10-14", 3241.0 ], [ "2025-10-15", 3212.0 ], [ "2025-10-16", 3219.0 ] ], "v1_signal": 0, "v1_code": "HC2601", "v1_matched": true }, { "signal_date": "2025-09-24", "code": "HC2601", "close": 3357.0, "vol": 0.0069742038918815495, "momentum": 1, "raw_contracts": [ "I2601", "J2601" ], "raw_cost_change": 71.2195122, "lookback_start": "2025-07-02", "regime": "震荡或弱趋势", "horizon": 20, "signal": -1, "ready": true, "score": -0.29138581, "predicted_change": -30.50909848, "threshold": 20.94068937, "model_id": "2025-09-22-20", "reason": "信号超过风险与费用门槛", "entry_date": "2025-09-25", "exit_date": "2025-10-30", "exit_idx": 924, "status": "scored", "entry": 3355.0, "exit": 3318.0, "move": -37.0, "cost": 4.6673, "risk_scale": 104.70344685685463, "daily_closes": [ [ "2025-09-25", 3358.0 ], [ "2025-09-26", 3313.0 ], [ "2025-09-29", 3289.0 ], [ "2025-09-30", 3253.0 ], [ "2025-10-09", 3286.0 ], [ "2025-10-10", 3285.0 ], [ "2025-10-13", 3261.0 ], [ "2025-10-14", 3241.0 ], [ "2025-10-15", 3212.0 ], [ "2025-10-16", 3219.0 ], [ "2025-10-17", 3204.0 ], [ "2025-10-20", 3215.0 ], [ "2025-10-21", 3219.0 ], [ "2025-10-22", 3247.0 ], [ "2025-10-23", 3256.0 ], [ "2025-10-24", 3250.0 ], [ "2025-10-27", 3299.0 ], [ "2025-10-28", 3305.0 ], [ "2025-10-29", 3345.0 ], [ "2025-10-30", 3318.0 ] ], "v1_signal": 0, "v1_code": "HC2601", "v1_matched": true }, { "signal_date": "2025-09-25", "code": "HC2601", "close": 3358.0, "vol": 0.006644428791155329, "momentum": 1, "raw_contracts": [ "I2601", "J2601" ], "raw_cost_change": 96.91056911, "lookback_start": "2025-07-03", "regime": "震荡或弱趋势", "horizon": 5, "signal": 0, "ready": true, "score": -0.09880636, "predicted_change": -4.92956114, "threshold": 9.97822611, "model_id": "2025-09-22-5", "reason": "信号不足，保持观望", "entry_date": "2025-09-26", "exit_date": "2025-10-10", "exit_idx": 910, "status": "scored", "entry": 3353.0, "exit": 3285.0, "move": -68.0, "cost": 4.6638, "risk_scale": 49.891130558667676, "daily_closes": [ [ "2025-09-26", 3313.0 ], [ "2025-09-29", 3289.0 ], [ "2025-09-30", 3253.0 ], [ "2025-10-09", 3286.0 ], [ "2025-10-10", 3285.0 ] ], "v1_signal": 0, "v1_code": "HC2601", "v1_matched": true }, { "signal_date": "2025-09-25", "code": "HC2601", "close": 3358.0, "vol": 0.006644428791155329, "momentum": 1, "raw_contracts": [ "I2601", "J2601" ], "raw_cost_change": 96.91056911, "lookback_start": "2025-07-03", "regime": "震荡或弱趋势", "horizon": 10, "signal": 0, "ready": true, "score": -0.07790631, "predicted_change": -5.49681304, "threshold": 14.1113427, "model_id": "2025-09-22-10", "reason": "信号不足，保持观望", "entry_date": "2025-09-26", "exit_date": "2025-10-17", "exit_idx": 915, "status": "scored", "entry": 3353.0, "exit": 3204.0, "move": -149.0, "cost": 4.6557, "risk_scale": 70.5567134781946, "daily_closes": [ [ "2025-09-26", 3313.0 ], [ "2025-09-29", 3289.0 ], [ "2025-09-30", 3253.0 ], [ "2025-10-09", 3286.0 ], [ "2025-10-10", 3285.0 ], [ "2025-10-13", 3261.0 ], [ "2025-10-14", 3241.0 ], [ "2025-10-15", 3212.0 ], [ "2025-10-16", 3219.0 ], [ "2025-10-17", 3204.0 ] ], "v1_signal": 0, "v1_code": "HC2601", "v1_matched": true }, { "signal_date": "2025-09-25", "code": "HC2601", "close": 3358.0, "vol": 0.006644428791155329, "momentum": 1, "raw_contracts": [ "I2601", "J2601" ], "raw_cost_change": 96.91056911, "lookback_start": "2025-07-03", "regime": "震荡或弱趋势", "horizon": 20, "signal": -1, "ready": true, "score": -0.27657339, "predicted_change": -27.59711853, "threshold": 19.95645222, "model_id": "2025-09-22-20", "reason": "信号超过风险与费用门槛", "entry_date": "2025-09-26", "exit_date": "2025-10-31", "exit_idx": 925, "status": "scored", "entry": 3353.0, "exit": 3308.0, "move": -45.0, "cost": 4.6661, "risk_scale": 99.78226111733535, "daily_closes": [ [ "2025-09-26", 3313.0 ], [ "2025-09-29", 3289.0 ], [ "2025-09-30", 3253.0 ], [ "2025-10-09", 3286.0 ], [ "2025-10-10", 3285.0 ], [ "2025-10-13", 3261.0 ], [ "2025-10-14", 3241.0 ], [ "2025-10-15", 3212.0 ], [ "2025-10-16", 3219.0 ], [ "2025-10-17", 3204.0 ], [ "2025-10-20", 3215.0 ], [ "2025-10-21", 3219.0 ], [ "2025-10-22", 3247.0 ], [ "2025-10-23", 3256.0 ], [ "2025-10-24", 3250.0 ], [ "2025-10-27", 3299.0 ], [ "2025-10-28", 3305.0 ], [ "2025-10-29", 3345.0 ], [ "2025-10-30", 3318.0 ], [ "2025-10-31", 3308.0 ] ], "v1_signal": 0, "v1_code": "HC2601", "v1_matched": true }, { "signal_date": "2025-09-26", "code": "HC2601", "close": 3313.0, "vol": 0.007090404641403953, "momentum": -1, "raw_contracts": [ "I2601", "J2601" ], "raw_cost_change": 19.44715447, "lookback_start": "2025-07-04", "regime": "震荡或弱趋势", "horizon": 5, "signal": 0, "ready": true, "score": 0.06868597, "predicted_change": 3.60782537, "threshold": 10.5052757, "model_id": "2025-09-22-5", "reason": "信号不足，保持观望", "entry_date": "2025-09-29", "exit_date": "2025-10-13", "exit_idx": 911, "status": "scored", "entry": 3313.0, "exit": 3261.0, "move": -52.0, "cost": 4.6574, "risk_scale": 52.52637847628563, "daily_closes": [ [ "2025-09-29", 3289.0 ], [ "2025-09-30", 3253.0 ], [ "2025-10-09", 3286.0 ], [ "2025-10-10", 3285.0 ], [ "2025-10-13", 3261.0 ] ], "v1_signal": 0, "v1_code": "HC2601", "v1_matched": true }, { "signal_date": "2025-09-26", "code": "HC2601", "close": 3313.0, "vol": 0.007090404641403953, "momentum": -1, "raw_contracts": [ "I2601", "J2601" ], "raw_cost_change": 19.44715447, "lookback_start": "2025-07-04", "regime": "震荡或弱趋势", "horizon": 10, "signal": 0, "ready": true, "score": -0.00694005, "predicted_change": -0.51553114, "threshold": 14.85670336, "model_id": "2025-09-22-10", "reason": "信号不足，保持观望", "entry_date": "2025-09-29", "exit_date": "2025-10-20", "exit_idx": 916, "status": "scored", "entry": 3313.0, "exit": 3215.0, "move": -98.0, "cost": 4.6528, "risk_scale": 74.28351682350537, "daily_closes": [ [ "2025-09-29", 3289.0 ], [ "2025-09-30", 3253.0 ], [ "2025-10-09", 3286.0 ], [ "2025-10-10", 3285.0 ], [ "2025-10-13", 3261.0 ], [ "2025-10-14", 3241.0 ], [ "2025-10-15", 3212.0 ], [ "2025-10-16", 3219.0 ], [ "2025-10-17", 3204.0 ], [ "2025-10-20", 3215.0 ] ], "v1_signal": 0, "v1_code": "HC2601", "v1_matched": true }, { "signal_date": "2025-09-26", "code": "HC2601", "close": 3313.0, "vol": 0.007090404641403953, "momentum": -1, "raw_contracts": [ "I2601", "J2601" ], "raw_cost_change": 19.44715447, "lookback_start": "2025-07-04", "regime": "震荡或弱趋势", "horizon": 20, "signal": -1, "ready": true, "score": -0.31867026, "predicted_change": -33.4771891, "threshold": 21.01055139, "model_id": "2025-09-22-20", "reason": "信号超过风险与费用门槛", "entry_date": "2025-09-29", "exit_date": "2025-11-03", "exit_idx": 926, "status": "scored", "entry": 3313.0, "exit": 3295.0, "move": -18.0, "cost": 4.6608, "risk_scale": 105.05275695257126, "daily_closes": [ [ "2025-09-29", 3289.0 ], [ "2025-09-30", 3253.0 ], [ "2025-10-09", 3286.0 ], [ "2025-10-10", 3285.0 ], [ "2025-10-13", 3261.0 ], [ "2025-10-14", 3241.0 ], [ "2025-10-15", 3212.0 ], [ "2025-10-16", 3219.0 ], [ "2025-10-17", 3204.0 ], [ "2025-10-20", 3215.0 ], [ "2025-10-21", 3219.0 ], [ "2025-10-22", 3247.0 ], [ "2025-10-23", 3256.0 ], [ "2025-10-24", 3250.0 ], [ "2025-10-27", 3299.0 ], [ "2025-10-28", 3305.0 ], [ "2025-10-29", 3345.0 ], [ "2025-10-30", 3318.0 ], [ "2025-10-31", 3308.0 ], [ "2025-11-03", 3295.0 ] ], "v1_signal": 0, "v1_code": "HC2601", "v1_matched": true }, { "signal_date": "2025-09-29", "code": "HC2601", "close": 3289.0, "vol": 0.006673767269935223, "momentum": -1, "raw_contracts": [ "I2601", "J2601" ], "raw_cost_change": -49.26829268, "lookback_start": "2025-07-07", "regime": "震荡或弱趋势", "horizon": 5, "signal": 0, "ready": true, "score": 0.09481814, "predicted_change": 4.65383911, "threshold": 9.81634761, "model_id": "2025-09-22-5", "reason": "信号不足，保持观望", "entry_date": "2025-09-30", "exit_date": "2025-10-14", "exit_idx": 912, "status": "scored", "entry": 3290.0, "exit": 3241.0, "move": -49.0, "cost": 4.6531, "risk_scale": 49.08173805914407, "daily_closes": [ [ "2025-09-30", 3253.0 ], [ "2025-10-09", 3286.0 ], [ "2025-10-10", 3285.0 ], [ "2025-10-13", 3261.0 ], [ "2025-10-14", 3241.0 ] ], "v1_signal": -1, "v1_code": "HC2601", "v1_matched": true }, { "signal_date": "2025-09-29", "code": "HC2601", "close": 3289.0, "vol": 0.006673767269935223, "momentum": -1, "raw_contracts": [ "I2601", "J2601" ], "raw_cost_change": -49.26829268, "lookback_start": "2025-07-07", "regime": "震荡或弱趋势", "horizon": 10, "signal": 0, "ready": true, "score": -0.02442991, "predicted_change": -1.69573042, "threshold": 13.88241193, "model_id": "2025-09-22-10", "reason": "信号不足，保持观望", "entry_date": "2025-09-30", "exit_date": "2025-10-21", "exit_idx": 917, "status": "scored", "entry": 3290.0, "exit": 3219.0, "move": -71.0, "cost": 4.6509, "risk_scale": 69.41205962808526, "daily_closes": [ [ "2025-09-30", 3253.0 ], [ "2025-10-09", 3286.0 ], [ "2025-10-10", 3285.0 ], [ "2025-10-13", 3261.0 ], [ "2025-10-14", 3241.0 ], [ "2025-10-15", 3212.0 ], [ "2025-10-16", 3219.0 ], [ "2025-10-17", 3204.0 ], [ "2025-10-20", 3215.0 ], [ "2025-10-21", 3219.0 ] ], "v1_signal": -1, "v1_code": "HC2601", "v1_matched": true }, { "signal_date": "2025-09-29", "code": "HC2601", "close": 3289.0, "vol": 0.006673767269935223, "momentum": -1, "raw_contracts": [ "I2601", "J2601" ], "raw_cost_change": -49.26829268, "lookback_start": "2025-07-07", "regime": "震荡或弱趋势", "horizon": 20, "signal": -1, "ready": true, "score": -0.41927859, "predicted_change": -41.15784348, "threshold": 19.63269522, "model_id": "2025-09-22-20", "reason": "信号超过风险与费用门槛", "entry_date": "2025-09-30", "exit_date": "2025-11-04", "exit_idx": 927, "status": "scored", "entry": 3290.0, "exit": 3265.0, "move": -25.0, "cost": 4.6555, "risk_scale": 98.16347611828814, "daily_closes": [ [ "2025-09-30", 3253.0 ], [ "2025-10-09", 3286.0 ], [ "2025-10-10", 3285.0 ], [ "2025-10-13", 3261.0 ], [ "2025-10-14", 3241.0 ], [ "2025-10-15", 3212.0 ], [ "2025-10-16", 3219.0 ], [ "2025-10-17", 3204.0 ], [ "2025-10-20", 3215.0 ], [ "2025-10-21", 3219.0 ], [ "2025-10-22", 3247.0 ], [ "2025-10-23", 3256.0 ], [ "2025-10-24", 3250.0 ], [ "2025-10-27", 3299.0 ], [ "2025-10-28", 3305.0 ], [ "2025-10-29", 3345.0 ], [ "2025-10-30", 3318.0 ], [ "2025-10-31", 3308.0 ], [ "2025-11-03", 3295.0 ], [ "2025-11-04", 3265.0 ] ], "v1_signal": -1, "v1_code": "HC2601", "v1_matched": true }, { "signal_date": "2025-09-30", "code": "HC2601", "close": 3253.0, "vol": 0.007092266327727198, "momentum": -1, "raw_contracts": [ "I2601", "J2601" ], "raw_cost_change": -113.43089431, "lookback_start": "2025-07-08", "regime": "震荡或弱趋势", "horizon": 5, "signal": 0, "ready": true, "score": 0.02847893, "predicted_change": 1.46918954, "threshold": 10.31772853, "model_id": "2025-09-22-5", "reason": "信号不足，保持观望", "entry_date": "2025-10-09", "exit_date": "2025-10-15", "exit_idx": 913, "status": "scored", "entry": 3260.0, "exit": 3212.0, "move": -48.0, "cost": 4.6472, "risk_scale": 51.58864264469514, "daily_closes": [ [ "2025-10-09", 3286.0 ], [ "2025-10-10", 3285.0 ], [ "2025-10-13", 3261.0 ], [ "2025-10-14", 3241.0 ], [ "2025-10-15", 3212.0 ] ], "v1_signal": -1, "v1_code": "HC2601", "v1_matched": true }, { "signal_date": "2025-09-30", "code": "HC2601", "close": 3253.0, "vol": 0.007092266327727198, "momentum": -1, "raw_contracts": [ "I2601", "J2601" ], "raw_cost_change": -113.43089431, "lookback_start": "2025-07-08", "regime": "震荡或弱趋势", "horizon": 10, "signal": 0, "ready": true, "score": -0.09279706, "predicted_change": -6.77022821, "threshold": 14.59147162, "model_id": "2025-09-22-10", "reason": "信号不足，保持观望", "entry_date": "2025-10-09", "exit_date": "2025-10-22", "exit_idx": 918, "status": "scored", "entry": 3260.0, "exit": 3247.0, "move": -13.0, "cost": 4.6507000000000005, "risk_scale": 72.95735809254688, "daily_closes": [ [ "2025-10-09", 3286.0 ], [ "2025-10-10", 3285.0 ], [ "2025-10-13", 3261.0 ], [ "2025-10-14", 3241.0 ], [ "2025-10-15", 3212.0 ], [ "2025-10-16", 3219.0 ], [ "2025-10-17", 3204.0 ], [ "2025-10-20", 3215.0 ], [ "2025-10-21", 3219.0 ], [ "2025-10-22", 3247.0 ] ], "v1_signal": -1, "v1_code": "HC2601", "v1_matched": true }, { "signal_date": "2025-09-30", "code": "HC2601", "close": 3253.0, "vol": 0.007092266327727198, "momentum": -1, "raw_contracts": [ "I2601", "J2601" ], "raw_cost_change": -113.43089431, "lookback_start": "2025-07-08", "regime": "震荡或弱趋势", "horizon": 20, "signal": -1, "ready": true, "score": -0.44132235, "predicted_change": -45.53444234, "threshold": 20.63545706, "model_id": "2025-09-22-20", "reason": "信号超过风险与费用门槛", "entry_date": "2025-10-09", "exit_date": "2025-11-05", "exit_idx": 928, "status": "scored", "entry": 3260.0, "exit": 3253.0, "move": -7.0, "cost": 4.6513, "risk_scale": 103.17728528939028, "daily_closes": [ [ "2025-10-09", 3286.0 ], [ "2025-10-10", 3285.0 ], [ "2025-10-13", 3261.0 ], [ "2025-10-14", 3241.0 ], [ "2025-10-15", 3212.0 ], [ "2025-10-16", 3219.0 ], [ "2025-10-17", 3204.0 ], [ "2025-10-20", 3215.0 ], [ "2025-10-21", 3219.0 ], [ "2025-10-22", 3247.0 ], [ "2025-10-23", 3256.0 ], [ "2025-10-24", 3250.0 ], [ "2025-10-27", 3299.0 ], [ "2025-10-28", 3305.0 ], [ "2025-10-29", 3345.0 ], [ "2025-10-30", 3318.0 ], [ "2025-10-31", 3308.0 ], [ "2025-11-03", 3295.0 ], [ "2025-11-04", 3265.0 ], [ "2025-11-05", 3253.0 ] ], "v1_signal": -1, "v1_code": "HC2601", "v1_matched": true }, { "signal_date": "2025-10-09", "code": "HC2601", "close": 3286.0, "vol": 0.007492891640865989, "momentum": -1, "raw_contracts": [ "I2601", "J2601" ], "raw_cost_change": -76.2601626, "lookback_start": "2025-07-09", "regime": "震荡或弱趋势", "horizon": 5, "signal": 0, "ready": true, "score": -0.10750734, "predicted_change": -5.91888807, "threshold": 11.01113302, "model_id": "2025-10-09-5", "reason": "信号不足，保持观望", "entry_date": "2025-10-10", "exit_date": "2025-10-16", "exit_idx": 914, "status": "scored", "entry": 3293.0, "exit": 3219.0, "move": -74.0, "cost": 4.6512, "risk_scale": 55.05566507735554, "daily_closes": [ [ "2025-10-10", 3285.0 ], [ "2025-10-13", 3261.0 ], [ "2025-10-14", 3241.0 ], [ "2025-10-15", 3212.0 ], [ "2025-10-16", 3219.0 ] ], "v1_signal": -1, "v1_code": "HC2601", "v1_matched": true }, { "signal_date": "2025-10-09", "code": "HC2601", "close": 3286.0, "vol": 0.007492891640865989, "momentum": -1, "raw_contracts": [ "I2601", "J2601" ], "raw_cost_change": -76.2601626, "lookback_start": "2025-07-09", "regime": "震荡或弱趋势", "horizon": 10, "signal": 0, "ready": true, "score": -0.15729181, "predicted_change": -12.24681419, "threshold": 15.57209365, "model_id": "2025-10-09-10", "reason": "信号不足，保持观望", "entry_date": "2025-10-10", "exit_date": "2025-10-23", "exit_idx": 919, "status": "scored", "entry": 3293.0, "exit": 3256.0, "move": -37.0, "cost": 4.6549, "risk_scale": 77.86046823786698, "daily_closes": [ [ "2025-10-10", 3285.0 ], [ "2025-10-13", 3261.0 ], [ "2025-10-14", 3241.0 ], [ "2025-10-15", 3212.0 ], [ "2025-10-16", 3219.0 ], [ "2025-10-17", 3204.0 ], [ "2025-10-20", 3215.0 ], [ "2025-10-21", 3219.0 ], [ "2025-10-22", 3247.0 ], [ "2025-10-23", 3256.0 ] ], "v1_signal": -1, "v1_code": "HC2601", "v1_matched": true }, { "signal_date": "2025-10-09", "code": "HC2601", "close": 3286.0, "vol": 0.007492891640865989, "momentum": -1, "raw_contracts": [ "I2601", "J2601" ], "raw_cost_change": -76.2601626, "lookback_start": "2025-07-09", "regime": "震荡或弱趋势", "horizon": 20, "signal": -1, "ready": true, "score": -0.40085769, "predicted_change": -44.13897352, "threshold": 22.02226603, "model_id": "2025-10-09-20", "reason": "信号超过风险与费用门槛", "entry_date": "2025-10-10", "exit_date": "2025-11-06", "exit_idx": 929, "status": "scored", "entry": 3293.0, "exit": 3256.0, "move": -37.0, "cost": 4.6549, "risk_scale": 110.11133015471108, "daily_closes": [ [ "2025-10-10", 3285.0 ], [ "2025-10-13", 3261.0 ], [ "2025-10-14", 3241.0 ], [ "2025-10-15", 3212.0 ], [ "2025-10-16", 3219.0 ], [ "2025-10-17", 3204.0 ], [ "2025-10-20", 3215.0 ], [ "2025-10-21", 3219.0 ], [ "2025-10-22", 3247.0 ], [ "2025-10-23", 3256.0 ], [ "2025-10-24", 3250.0 ], [ "2025-10-27", 3299.0 ], [ "2025-10-28", 3305.0 ], [ "2025-10-29", 3345.0 ], [ "2025-10-30", 3318.0 ], [ "2025-10-31", 3308.0 ], [ "2025-11-03", 3295.0 ], [ "2025-11-04", 3265.0 ], [ "2025-11-05", 3253.0 ], [ "2025-11-06", 3256.0 ] ], "v1_signal": -1, "v1_code": "HC2601", "v1_matched": true }, { "signal_date": "2025-10-10", "code": "HC2601", "close": 3285.0, "vol": 0.007420532973663159, "momentum": -1, "raw_contracts": [ "I2601", "J2601" ], "raw_cost_change": -35.28455285, "lookback_start": "2025-07-10", "regime": "震荡或弱趋势", "horizon": 5, "signal": 0, "ready": true, "score": -0.0383969, "predicted_change": -2.09291536, "threshold": 10.90148022, "model_id": "2025-10-09-5", "reason": "信号不足，保持观望", "entry_date": "2025-10-13", "exit_date": "2025-10-17", "exit_idx": 915, "status": "scored", "entry": 3280.0, "exit": 3204.0, "move": -76.0, "cost": 4.6484, "risk_scale": 54.50740108030944, "daily_closes": [ [ "2025-10-13", 3261.0 ], [ "2025-10-14", 3241.0 ], [ "2025-10-15", 3212.0 ], [ "2025-10-16", 3219.0 ], [ "2025-10-17", 3204.0 ] ], "v1_signal": -1, "v1_code": "HC2601", "v1_matched": true }, { "signal_date": "2025-10-10", "code": "HC2601", "close": 3285.0, "vol": 0.007420532973663159, "momentum": -1, "raw_contracts": [ "I2601", "J2601" ], "raw_cost_change": -35.28455285, "lookback_start": "2025-07-10", "regime": "震荡或弱趋势", "horizon": 10, "signal": 0, "ready": true, "score": -0.07805513, "predicted_change": -6.01688805, "threshold": 15.41702117, "model_id": "2025-10-09-10", "reason": "信号不足，保持观望", "entry_date": "2025-10-13", "exit_date": "2025-10-24", "exit_idx": 920, "status": "scored", "entry": 3280.0, "exit": 3250.0, "move": -30.0, "cost": 4.6530000000000005, "risk_scale": 77.08510585748351, "daily_closes": [ [ "2025-10-13", 3261.0 ], [ "2025-10-14", 3241.0 ], [ "2025-10-15", 3212.0 ], [ "2025-10-16", 3219.0 ], [ "2025-10-17", 3204.0 ], [ "2025-10-20", 3215.0 ], [ "2025-10-21", 3219.0 ], [ "2025-10-22", 3247.0 ], [ "2025-10-23", 3256.0 ], [ "2025-10-24", 3250.0 ] ], "v1_signal": -1, "v1_code": "HC2601", "v1_matched": true }, { "signal_date": "2025-10-10", "code": "HC2601", "close": 3285.0, "vol": 0.007420532973663159, "momentum": -1, "raw_contracts": [ "I2601", "J2601" ], "raw_cost_change": -35.28455285, "lookback_start": "2025-07-10", "regime": "震荡或弱趋势", "horizon": 20, "signal": -1, "ready": true, "score": -0.24671002, "predicted_change": -26.89504394, "threshold": 21.80296043, "model_id": "2025-10-09-20", "reason": "信号超过风险与费用门槛", "entry_date": "2025-10-13", "exit_date": "2025-11-07", "exit_idx": 930, "status": "scored", "entry": 3280.0, "exit": 3245.0, "move": -35.0, "cost": 4.6525, "risk_scale": 109.01480216061888, "daily_closes": [ [ "2025-10-13", 3261.0 ], [ "2025-10-14", 3241.0 ], [ "2025-10-15", 3212.0 ], [ "2025-10-16", 3219.0 ], [ "2025-10-17", 3204.0 ], [ "2025-10-20", 3215.0 ], [ "2025-10-21", 3219.0 ], [ "2025-10-22", 3247.0 ], [ "2025-10-23", 3256.0 ], [ "2025-10-24", 3250.0 ], [ "2025-10-27", 3299.0 ], [ "2025-10-28", 3305.0 ], [ "2025-10-29", 3345.0 ], [ "2025-10-30", 3318.0 ], [ "2025-10-31", 3308.0 ], [ "2025-11-03", 3295.0 ], [ "2025-11-04", 3265.0 ], [ "2025-11-05", 3253.0 ], [ "2025-11-06", 3256.0 ], [ "2025-11-07", 3245.0 ] ], "v1_signal": -1, "v1_code": "HC2601", "v1_matched": true }, { "signal_date": "2025-10-13", "code": "HC2601", "close": 3261.0, "vol": 0.007287089295855145, "momentum": -1, "raw_contracts": [ "I2601", "J2601" ], "raw_cost_change": -62.43902439, "lookback_start": "2025-07-11", "regime": "震荡或弱趋势", "horizon": 5, "signal": 0, "ready": true, "score": 0.02577973, "predicted_change": 1.36983495, "threshold": 10.6272253, "model_id": "2025-10-09-5", "reason": "信号不足，保持观望", "entry_date": "2025-10-14", "exit_date": "2025-10-20", "exit_idx": 916, "status": "scored", "entry": 3268.0, "exit": 3215.0, "move": -53.0, "cost": 4.6483, "risk_scale": 53.13612652410041, "daily_closes": [ [ "2025-10-14", 3241.0 ], [ "2025-10-15", 3212.0 ], [ "2025-10-16", 3219.0 ], [ "2025-10-17", 3204.0 ], [ "2025-10-20", 3215.0 ] ], "v1_signal": -1, "v1_code": "HC2601", "v1_matched": true }, { "signal_date": "2025-10-13", "code": "HC2601", "close": 3261.0, "vol": 0.007287089295855145, "momentum": -1, "raw_contracts": [ "I2601", "J2601" ], "raw_cost_change": -62.43902439, "lookback_start": "2025-07-11", "regime": "震荡或弱趋势", "horizon": 10, "signal": 0, "ready": true, "score": -0.01648877, "predicted_change": -1.23906211, "threshold": 15.02916616, "model_id": "2025-10-09-10", "reason": "信号不足，保持观望", "entry_date": "2025-10-14", "exit_date": "2025-10-27", "exit_idx": 921, "status": "scored", "entry": 3268.0, "exit": 3299.0, "move": 31.0, "cost": 4.6567, "risk_scale": 75.14583078235555, "daily_closes": [ [ "2025-10-14", 3241.0 ], [ "2025-10-15", 3212.0 ], [ "2025-10-16", 3219.0 ], [ "2025-10-17", 3204.0 ], [ "2025-10-20", 3215.0 ], [ "2025-10-21", 3219.0 ], [ "2025-10-22", 3247.0 ], [ "2025-10-23", 3256.0 ], [ "2025-10-24", 3250.0 ], [ "2025-10-27", 3299.0 ] ], "v1_signal": -1, "v1_code": "HC2601", "v1_matched": true }, { "signal_date": "2025-10-13", "code": "HC2601", "close": 3261.0, "vol": 0.007287089295855145, "momentum": -1, "raw_contracts": [ "I2601", "J2601" ], "raw_cost_change": -62.43902439, "lookback_start": "2025-07-11", "regime": "震荡或弱趋势", "horizon": 20, "signal": -1, "ready": true, "score": -0.23514159, "predicted_change": -24.98902659, "threshold": 21.25445061, "model_id": "2025-10-09-20", "reason": "信号超过风险与费用门槛", "entry_date": "2025-10-14", "exit_date": "2025-11-10", "exit_idx": 931, "status": "scored", "entry": 3268.0, "exit": 3252.0, "move": -16.0, "cost": 4.652, "risk_scale": 106.27225304820082, "daily_closes": [ [ "2025-10-14", 3241.0 ], [ "2025-10-15", 3212.0 ], [ "2025-10-16", 3219.0 ], [ "2025-10-17", 3204.0 ], [ "2025-10-20", 3215.0 ], [ "2025-10-21", 3219.0 ], [ "2025-10-22", 3247.0 ], [ "2025-10-23", 3256.0 ], [ "2025-10-24", 3250.0 ], [ "2025-10-27", 3299.0 ], [ "2025-10-28", 3305.0 ], [ "2025-10-29", 3345.0 ], [ "2025-10-30", 3318.0 ], [ "2025-10-31", 3308.0 ], [ "2025-11-03", 3295.0 ], [ "2025-11-04", 3265.0 ], [ "2025-11-05", 3253.0 ], [ "2025-11-06", 3256.0 ], [ "2025-11-07", 3245.0 ], [ "2025-11-10", 3252.0 ] ], "v1_signal": -1, "v1_code": "HC2601", "v1_matched": true }, { "signal_date": "2025-10-14", "code": "HC2601", "close": 3241.0, "vol": 0.007276975754766586, "momentum": -1, "raw_contracts": [ "I2601", "J2601" ], "raw_cost_change": -92.32520325, "lookback_start": "2025-07-14", "regime": "震荡或弱趋势", "horizon": 5, "signal": 0, "ready": true, "score": 0.04992756, "predicted_change": 2.63302677, "threshold": 10.54738884, "model_id": "2025-10-09-5", "reason": "信号不足，保持观望", "entry_date": "2025-10-15", "exit_date": "2025-10-21", "exit_idx": 917, "status": "scored", "entry": 3250.0, "exit": 3219.0, "move": -31.0, "cost": 4.6469000000000005, "risk_scale": 52.73694417727227, "daily_closes": [ [ "2025-10-15", 3212.0 ], [ "2025-10-16", 3219.0 ], [ "2025-10-17", 3204.0 ], [ "2025-10-20", 3215.0 ], [ "2025-10-21", 3219.0 ] ], "v1_signal": -1, "v1_code": "HC2601", "v1_matched": true }, { "signal_date": "2025-10-14", "code": "HC2601", "close": 3241.0, "vol": 0.007276975754766586, "momentum": -1, "raw_contracts": [ "I2601", "J2601" ], "raw_cost_change": -92.32520325, "lookback_start": "2025-07-14", "regime": "震荡或弱趋势", "horizon": 10, "signal": 0, "ready": true, "score": -0.01007366, "predicted_change": -0.751307, "threshold": 14.91626034, "model_id": "2025-10-09-10", "reason": "信号不足，保持观望", "entry_date": "2025-10-15", "exit_date": "2025-10-28", "exit_idx": 922, "status": "scored", "entry": 3250.0, "exit": 3305.0, "move": 55.0, "cost": 4.6555, "risk_scale": 74.58130169361128, "daily_closes": [ [ "2025-10-15", 3212.0 ], [ "2025-10-16", 3219.0 ], [ "2025-10-17", 3204.0 ], [ "2025-10-20", 3215.0 ], [ "2025-10-21", 3219.0 ], [ "2025-10-22", 3247.0 ], [ "2025-10-23", 3256.0 ], [ "2025-10-24", 3250.0 ], [ "2025-10-27", 3299.0 ], [ "2025-10-28", 3305.0 ] ], "v1_signal": -1, "v1_code": "HC2601", "v1_matched": true }, { "signal_date": "2025-10-14", "code": "HC2601", "close": 3241.0, "vol": 0.007276975754766586, "momentum": -1, "raw_contracts": [ "I2601", "J2601" ], "raw_cost_change": -92.32520325, "lookback_start": "2025-07-14", "regime": "震荡或弱趋势", "horizon": 20, "signal": -1, "ready": true, "score": -0.24514275, "predicted_change": -25.85615938, "threshold": 21.09477767, "model_id": "2025-10-09-20", "reason": "信号超过风险与费用门槛", "entry_date": "2025-10-15", "exit_date": "2025-11-11", "exit_idx": 932, "status": "scored", "entry": 3250.0, "exit": 3242.0, "move": -8.0, "cost": 4.6492, "risk_scale": 105.47388835454454, "daily_closes": [ [ "2025-10-15", 3212.0 ], [ "2025-10-16", 3219.0 ], [ "2025-10-17", 3204.0 ], [ "2025-10-20", 3215.0 ], [ "2025-10-21", 3219.0 ], [ "2025-10-22", 3247.0 ], [ "2025-10-23", 3256.0 ], [ "2025-10-24", 3250.0 ], [ "2025-10-27", 3299.0 ], [ "2025-10-28", 3305.0 ], [ "2025-10-29", 3345.0 ], [ "2025-10-30", 3318.0 ], [ "2025-10-31", 3308.0 ], [ "2025-11-03", 3295.0 ], [ "2025-11-04", 3265.0 ], [ "2025-11-05", 3253.0 ], [ "2025-11-06", 3256.0 ], [ "2025-11-07", 3245.0 ], [ "2025-11-10", 3252.0 ], [ "2025-11-11", 3242.0 ] ], "v1_signal": -1, "v1_code": "HC2601", "v1_matched": true }, { "signal_date": "2025-10-15", "code": "HC2601", "close": 3212.0, "vol": 0.007453236986435838, "momentum": -1, "raw_contracts": [ "I2601", "J2601" ], "raw_cost_change": -98.30894309, "lookback_start": "2025-07-15", "regime": "震荡或弱趋势", "horizon": 5, "signal": 0, "ready": true, "score": 0.04908097, "predicted_change": 2.62735393, "threshold": 10.70620278, "model_id": "2025-10-09-5", "reason": "信号不足，保持观望", "entry_date": "2025-10-16", "exit_date": "2025-10-22", "exit_idx": 918, "status": "scored", "entry": 3223.0, "exit": 3247.0, "move": 24.0, "cost": 4.647, "risk_scale": 53.53101390772491, "daily_closes": [ [ "2025-10-16", 3219.0 ], [ "2025-10-17", 3204.0 ], [ "2025-10-20", 3215.0 ], [ "2025-10-21", 3219.0 ], [ "2025-10-22", 3247.0 ] ], "v1_signal": -1, "v1_code": "HC2601", "v1_matched": true }, { "signal_date": "2025-10-15", "code": "HC2601", "close": 3212.0, "vol": 0.007453236986435838, "momentum": -1, "raw_contracts": [ "I2601", "J2601" ], "raw_cost_change": -98.30894309, "lookback_start": "2025-07-15", "regime": "震荡或弱趋势", "horizon": 10, "signal": 0, "ready": true, "score": -0.01168778, "predicted_change": -0.88481471, "threshold": 15.14085718, "model_id": "2025-10-09-10", "reason": "信号不足，保持观望", "entry_date": "2025-10-16", "exit_date": "2025-10-29", "exit_idx": 923, "status": "scored", "entry": 3223.0, "exit": 3345.0, "move": 122.0, "cost": 4.6568000000000005, "risk_scale": 75.70428587588735, "daily_closes": [ [ "2025-10-16", 3219.0 ], [ "2025-10-17", 3204.0 ], [ "2025-10-20", 3215.0 ], [ "2025-10-21", 3219.0 ], [ "2025-10-22", 3247.0 ], [ "2025-10-23", 3256.0 ], [ "2025-10-24", 3250.0 ], [ "2025-10-27", 3299.0 ], [ "2025-10-28", 3305.0 ], [ "2025-10-29", 3345.0 ] ], "v1_signal": -1, "v1_code": "HC2601", "v1_matched": true }, { "signal_date": "2025-10-15", "code": "HC2601", "close": 3212.0, "vol": 0.007453236986435838, "momentum": -1, "raw_contracts": [ "I2601", "J2601" ], "raw_cost_change": -98.30894309, "lookback_start": "2025-07-15", "regime": "震荡或弱趋势", "horizon": 20, "signal": -1, "ready": true, "score": -0.2387983, "predicted_change": -25.56623026, "threshold": 21.41240556, "model_id": "2025-10-09-20", "reason": "信号超过风险与费用门槛", "entry_date": "2025-10-16", "exit_date": "2025-11-12", "exit_idx": 933, "status": "scored", "entry": 3223.0, "exit": 3255.0, "move": 32.0, "cost": 4.6478, "risk_scale": 107.06202781544982, "daily_closes": [ [ "2025-10-16", 3219.0 ], [ "2025-10-17", 3204.0 ], [ "2025-10-20", 3215.0 ], [ "2025-10-21", 3219.0 ], [ "2025-10-22", 3247.0 ], [ "2025-10-23", 3256.0 ], [ "2025-10-24", 3250.0 ], [ "2025-10-27", 3299.0 ], [ "2025-10-28", 3305.0 ], [ "2025-10-29", 3345.0 ], [ "2025-10-30", 3318.0 ], [ "2025-10-31", 3308.0 ], [ "2025-11-03", 3295.0 ], [ "2025-11-04", 3265.0 ], [ "2025-11-05", 3253.0 ], [ "2025-11-06", 3256.0 ], [ "2025-11-07", 3245.0 ], [ "2025-11-10", 3252.0 ], [ "2025-11-11", 3242.0 ], [ "2025-11-12", 3255.0 ] ], "v1_signal": -1, "v1_code": "HC2601", "v1_matched": true }, { "signal_date": "2025-10-16", "code": "HC2601", "close": 3219.0, "vol": 0.007513223232388508, "momentum": -1, "raw_contracts": [ "I2601", "J2601" ], "raw_cost_change": -96.09756098, "lookback_start": "2025-07-16", "regime": "震荡或弱趋势", "horizon": 5, "signal": 0, "ready": true, "score": 0.06803227, "predicted_change": 3.67914756, "threshold": 10.81589014, "model_id": "2025-10-09-5", "reason": "信号不足，保持观望", "entry_date": "2025-10-17", "exit_date": "2025-10-23", "exit_idx": 919, "status": "scored", "entry": 3220.0, "exit": 3256.0, "move": 36.0, "cost": 4.6476, "risk_scale": 54.07945068848177, "daily_closes": [ [ "2025-10-17", 3204.0 ], [ "2025-10-20", 3215.0 ], [ "2025-10-21", 3219.0 ], [ "2025-10-22", 3247.0 ], [ "2025-10-23", 3256.0 ] ], "v1_signal": -1, "v1_code": "HC2601", "v1_matched": true }, { "signal_date": "2025-10-16", "code": "HC2601", "close": 3219.0, "vol": 0.007513223232388508, "momentum": -1, "raw_contracts": [ "I2601", "J2601" ], "raw_cost_change": -96.09756098, "lookback_start": "2025-07-16", "regime": "震荡或弱趋势", "horizon": 10, "signal": 0, "ready": true, "score": -0.04105554, "predicted_change": -3.13992362, "threshold": 15.29597852, "model_id": "2025-10-09-10", "reason": "信号不足，保持观望", "entry_date": "2025-10-17", "exit_date": "2025-10-30", "exit_idx": 924, "status": "scored", "entry": 3220.0, "exit": 3318.0, "move": 98.0, "cost": 4.6538, "risk_scale": 76.47989260933792, "daily_closes": [ [ "2025-10-17", 3204.0 ], [ "2025-10-20", 3215.0 ], [ "2025-10-21", 3219.0 ], [ "2025-10-22", 3247.0 ], [ "2025-10-23", 3256.0 ], [ "2025-10-24", 3250.0 ], [ "2025-10-27", 3299.0 ], [ "2025-10-28", 3305.0 ], [ "2025-10-29", 3345.0 ], [ "2025-10-30", 3318.0 ] ], "v1_signal": -1, "v1_code": "HC2601", "v1_matched": true }, { "signal_date": "2025-10-16", "code": "HC2601", "close": 3219.0, "vol": 0.007513223232388508, "momentum": -1, "raw_contracts": [ "I2601", "J2601" ], "raw_cost_change": -96.09756098, "lookback_start": "2025-07-16", "regime": "震荡或弱趋势", "horizon": 20, "signal": -1, "ready": true, "score": -0.27479059, "predicted_change": -29.72104806, "threshold": 21.63178028, "model_id": "2025-10-09-20", "reason": "信号超过风险与费用门槛", "entry_date": "2025-10-17", "exit_date": "2025-11-13", "exit_idx": 934, "status": "scored", "entry": 3220.0, "exit": 3254.0, "move": 34.0, "cost": 4.6474, "risk_scale": 108.15890137696354, "daily_closes": [ [ "2025-10-17", 3204.0 ], [ "2025-10-20", 3215.0 ], [ "2025-10-21", 3219.0 ], [ "2025-10-22", 3247.0 ], [ "2025-10-23", 3256.0 ], [ "2025-10-24", 3250.0 ], [ "2025-10-27", 3299.0 ], [ "2025-10-28", 3305.0 ], [ "2025-10-29", 3345.0 ], [ "2025-10-30", 3318.0 ], [ "2025-10-31", 3308.0 ], [ "2025-11-03", 3295.0 ], [ "2025-11-04", 3265.0 ], [ "2025-11-05", 3253.0 ], [ "2025-11-06", 3256.0 ], [ "2025-11-07", 3245.0 ], [ "2025-11-10", 3252.0 ], [ "2025-11-11", 3242.0 ], [ "2025-11-12", 3255.0 ], [ "2025-11-13", 3254.0 ] ], "v1_signal": -1, "v1_code": "HC2601", "v1_matched": true }, { "signal_date": "2025-10-17", "code": "HC2601", "close": 3204.0, "vol": 0.007538956057182817, "momentum": -1, "raw_contracts": [ "I2601", "J2601" ], "raw_cost_change": -120.97560976, "lookback_start": "2025-07-17", "regime": "震荡或弱趋势", "horizon": 5, "signal": 0, "ready": true, "score": 0.08958832, "predicted_change": 4.83882733, "threshold": 10.80236176, "model_id": "2025-10-09-5", "reason": "信号不足，保持观望", "entry_date": "2025-10-20", "exit_date": "2025-10-24", "exit_idx": 920, "status": "scored", "entry": 3206.0, "exit": 3250.0, "move": 44.0, "cost": 4.6456, "risk_scale": 54.011808787275605, "daily_closes": [ [ "2025-10-20", 3215.0 ], [ "2025-10-21", 3219.0 ], [ "2025-10-22", 3247.0 ], [ "2025-10-23", 3256.0 ], [ "2025-10-24", 3250.0 ] ], "v1_signal": -1, "v1_code": "HC2601", "v1_matched": true }, { "signal_date": "2025-10-17", "code": "HC2601", "close": 3204.0, "vol": 0.007538956057182817, "momentum": -1, "raw_contracts": [ "I2601", "J2601" ], "raw_cost_change": -120.97560976, "lookback_start": "2025-07-17", "regime": "震荡或弱趋势", "horizon": 10, "signal": 0, "ready": true, "score": -0.04113104, "predicted_change": -3.14176286, "threshold": 15.2768465, "model_id": "2025-10-09-10", "reason": "信号不足，保持观望", "entry_date": "2025-10-20", "exit_date": "2025-10-31", "exit_idx": 925, "status": "scored", "entry": 3206.0, "exit": 3308.0, "move": 102.0, "cost": 4.6514, "risk_scale": 76.38423251526747, "daily_closes": [ [ "2025-10-20", 3215.0 ], [ "2025-10-21", 3219.0 ], [ "2025-10-22", 3247.0 ], [ "2025-10-23", 3256.0 ], [ "2025-10-24", 3250.0 ], [ "2025-10-27", 3299.0 ], [ "2025-10-28", 3305.0 ], [ "2025-10-29", 3345.0 ], [ "2025-10-30", 3318.0 ], [ "2025-10-31", 3308.0 ] ], "v1_signal": -1, "v1_code": "HC2601", "v1_matched": true }, { "signal_date": "2025-10-17", "code": "HC2601", "close": 3204.0, "vol": 0.007538956057182817, "momentum": -1, "raw_contracts": [ "I2601", "J2601" ], "raw_cost_change": -120.97560976, "lookback_start": "2025-07-17", "regime": "震荡或弱趋势", "horizon": 20, "signal": -1, "ready": true, "score": -0.25248652, "predicted_change": -27.27450695, "threshold": 21.60472351, "model_id": "2025-10-09-20", "reason": "信号超过风险与费用门槛", "entry_date": "2025-10-20", "exit_date": "2025-11-14", "exit_idx": 935, "status": "scored", "entry": 3206.0, "exit": 3256.0, "move": 50.0, "cost": 4.6462, "risk_scale": 108.02361757455121, "daily_closes": [ [ "2025-10-20", 3215.0 ], [ "2025-10-21", 3219.0 ], [ "2025-10-22", 3247.0 ], [ "2025-10-23", 3256.0 ], [ "2025-10-24", 3250.0 ], [ "2025-10-27", 3299.0 ], [ "2025-10-28", 3305.0 ], [ "2025-10-29", 3345.0 ], [ "2025-10-30", 3318.0 ], [ "2025-10-31", 3308.0 ], [ "2025-11-03", 3295.0 ], [ "2025-11-04", 3265.0 ], [ "2025-11-05", 3253.0 ], [ "2025-11-06", 3256.0 ], [ "2025-11-07", 3245.0 ], [ "2025-11-10", 3252.0 ], [ "2025-11-11", 3242.0 ], [ "2025-11-12", 3255.0 ], [ "2025-11-13", 3254.0 ], [ "2025-11-14", 3256.0 ] ], "v1_signal": -1, "v1_code": "HC2601", "v1_matched": true }, { "signal_date": "2025-10-20", "code": "HC2601", "close": 3215.0, "vol": 0.007208699172474727, "momentum": -1, "raw_contracts": [ "I2601", "J2601" ], "raw_cost_change": -37.62601626, "lookback_start": "2025-07-18", "regime": "趋势较强", "horizon": 5, "signal": 0, "ready": true, "score": 0.14285627, "predicted_change": 7.40324625, "threshold": 10.36460791, "model_id": "2025-10-09-5", "reason": "信号不足，保持观望", "entry_date": "2025-10-21", "exit_date": "2025-10-27", "exit_idx": 921, "status": "scored", "entry": 3218.0, "exit": 3299.0, "move": 81.0, "cost": 4.6517, "risk_scale": 51.8230395334849, "daily_closes": [ [ "2025-10-21", 3219.0 ], [ "2025-10-22", 3247.0 ], [ "2025-10-23", 3256.0 ], [ "2025-10-24", 3250.0 ], [ "2025-10-27", 3299.0 ] ], "v1_signal": -1, "v1_code": "HC2601", "v1_matched": true }, { "signal_date": "2025-10-20", "code": "HC2601", "close": 3215.0, "vol": 0.007208699172474727, "momentum": -1, "raw_contracts": [ "I2601", "J2601" ], "raw_cost_change": -37.62601626, "lookback_start": "2025-07-18", "regime": "趋势较强", "horizon": 10, "signal": 0, "ready": true, "score": 0.06145106, "predicted_change": 4.50367733, "threshold": 14.65776907, "model_id": "2025-10-09-10", "reason": "信号不足，保持观望", "entry_date": "2025-10-21", "exit_date": "2025-11-03", "exit_idx": 926, "status": "scored", "entry": 3218.0, "exit": 3295.0, "move": 77.0, "cost": 4.6513, "risk_scale": 73.28884535165143, "daily_closes": [ [ "2025-10-21", 3219.0 ], [ "2025-10-22", 3247.0 ], [ "2025-10-23", 3256.0 ], [ "2025-10-24", 3250.0 ], [ "2025-10-27", 3299.0 ], [ "2025-10-28", 3305.0 ], [ "2025-10-29", 3345.0 ], [ "2025-10-30", 3318.0 ], [ "2025-10-31", 3308.0 ], [ "2025-11-03", 3295.0 ] ], "v1_signal": -1, "v1_code": "HC2601", "v1_matched": true }, { "signal_date": "2025-10-20", "code": "HC2601", "close": 3215.0, "vol": 0.007208699172474727, "momentum": -1, "raw_contracts": [ "I2601", "J2601" ], "raw_cost_change": -37.62601626, "lookback_start": "2025-07-18", "regime": "趋势较强", "horizon": 20, "signal": 0, "ready": true, "score": -0.11812597, "predicted_change": -12.24329376, "threshold": 20.72921581, "model_id": "2025-10-09-20", "reason": "信号不足，保持观望", "entry_date": "2025-10-21", "exit_date": "2025-11-17", "exit_idx": 936, "status": "scored", "entry": 3218.0, "exit": 3302.0, "move": 84.0, "cost": 4.652, "risk_scale": 103.6460790669698, "daily_closes": [ [ "2025-10-21", 3219.0 ], [ "2025-10-22", 3247.0 ], [ "2025-10-23", 3256.0 ], [ "2025-10-24", 3250.0 ], [ "2025-10-27", 3299.0 ], [ "2025-10-28", 3305.0 ], [ "2025-10-29", 3345.0 ], [ "2025-10-30", 3318.0 ], [ "2025-10-31", 3308.0 ], [ "2025-11-03", 3295.0 ], [ "2025-11-04", 3265.0 ], [ "2025-11-05", 3253.0 ], [ "2025-11-06", 3256.0 ], [ "2025-11-07", 3245.0 ], [ "2025-11-10", 3252.0 ], [ "2025-11-11", 3242.0 ], [ "2025-11-12", 3255.0 ], [ "2025-11-13", 3254.0 ], [ "2025-11-14", 3256.0 ], [ "2025-11-17", 3302.0 ] ], "v1_signal": -1, "v1_code": "HC2601", "v1_matched": true }, { "signal_date": "2025-10-21", "code": "HC2601", "close": 3219.0, "vol": 0.007193854884831336, "momentum": -1, "raw_contracts": [ "I2601", "J2601" ], "raw_cost_change": -15.54471545, "lookback_start": "2025-07-21", "regime": "趋势较强", "horizon": 5, "signal": 0, "ready": true, "score": 0.13583773, "predicted_change": 7.03376856, "threshold": 10.35613367, "model_id": "2025-10-09-5", "reason": "信号不足，保持观望", "entry_date": "2025-10-22", "exit_date": "2025-10-28", "exit_idx": 922, "status": "scored", "entry": 3228.0, "exit": 3305.0, "move": 77.0, "cost": 4.6533, "risk_scale": 51.78066835911801, "daily_closes": [ [ "2025-10-22", 3247.0 ], [ "2025-10-23", 3256.0 ], [ "2025-10-24", 3250.0 ], [ "2025-10-27", 3299.0 ], [ "2025-10-28", 3305.0 ] ], "v1_signal": -1, "v1_code": "HC2601", "v1_matched": true }, { "signal_date": "2025-10-21", "code": "HC2601", "close": 3219.0, "vol": 0.007193854884831336, "momentum": -1, "raw_contracts": [ "I2601", "J2601" ], "raw_cost_change": -15.54471545, "lookback_start": "2025-07-21", "regime": "趋势较强", "horizon": 10, "signal": 0, "ready": true, "score": 0.1131541, "predicted_change": 8.28615297, "threshold": 14.64578469, "model_id": "2025-10-09-10", "reason": "信号不足，保持观望", "entry_date": "2025-10-22", "exit_date": "2025-11-04", "exit_idx": 927, "status": "scored", "entry": 3228.0, "exit": 3265.0, "move": 37.0, "cost": 4.6493, "risk_scale": 73.22892346220809, "daily_closes": [ [ "2025-10-22", 3247.0 ], [ "2025-10-23", 3256.0 ], [ "2025-10-24", 3250.0 ], [ "2025-10-27", 3299.0 ], [ "2025-10-28", 3305.0 ], [ "2025-10-29", 3345.0 ], [ "2025-10-30", 3318.0 ], [ "2025-10-31", 3308.0 ], [ "2025-11-03", 3295.0 ], [ "2025-11-04", 3265.0 ] ], "v1_signal": -1, "v1_code": "HC2601", "v1_matched": true }, { "signal_date": "2025-10-21", "code": "HC2601", "close": 3219.0, "vol": 0.007193854884831336, "momentum": -1, "raw_contracts": [ "I2601", "J2601" ], "raw_cost_change": -15.54471545, "lookback_start": "2025-07-21", "regime": "趋势较强", "horizon": 20, "signal": 0, "ready": true, "score": 0.03485923, "predicted_change": 3.61006814, "threshold": 20.71226734, "model_id": "2025-10-09-20", "reason": "信号不足，保持观望", "entry_date": "2025-10-22", "exit_date": "2025-11-18", "exit_idx": 937, "status": "scored", "entry": 3228.0, "exit": 3286.0, "move": 58.0, "cost": 4.6514, "risk_scale": 103.56133671823602, "daily_closes": [ [ "2025-10-22", 3247.0 ], [ "2025-10-23", 3256.0 ], [ "2025-10-24", 3250.0 ], [ "2025-10-27", 3299.0 ], [ "2025-10-28", 3305.0 ], [ "2025-10-29", 3345.0 ], [ "2025-10-30", 3318.0 ], [ "2025-10-31", 3308.0 ], [ "2025-11-03", 3295.0 ], [ "2025-11-04", 3265.0 ], [ "2025-11-05", 3253.0 ], [ "2025-11-06", 3256.0 ], [ "2025-11-07", 3245.0 ], [ "2025-11-10", 3252.0 ], [ "2025-11-11", 3242.0 ], [ "2025-11-12", 3255.0 ], [ "2025-11-13", 3254.0 ], [ "2025-11-14", 3256.0 ], [ "2025-11-17", 3302.0 ], [ "2025-11-18", 3286.0 ] ], "v1_signal": -1, "v1_code": "HC2601", "v1_matched": true }, { "signal_date": "2025-10-22", "code": "HC2601", "close": 3247.0, "vol": 0.007127162597160315, "momentum": -1, "raw_contracts": [ "I2601", "J2601" ], "raw_cost_change": 37.10569106, "lookback_start": "2025-07-22", "regime": "趋势较强", "horizon": 5, "signal": 0, "ready": true, "score": 0.09435863, "predicted_change": 4.88276211, "threshold": 10.34937094, "model_id": "2025-10-09-5", "reason": "信号不足，保持观望", "entry_date": "2025-10-23", "exit_date": "2025-10-29", "exit_idx": 923, "status": "scored", "entry": 3251.0, "exit": 3345.0, "move": 94.0, "cost": 4.6596, "risk_scale": 51.74685471515752, "daily_closes": [ [ "2025-10-23", 3256.0 ], [ "2025-10-24", 3250.0 ], [ "2025-10-27", 3299.0 ], [ "2025-10-28", 3305.0 ], [ "2025-10-29", 3345.0 ] ], "v1_signal": 0, "v1_code": "HC2601", "v1_matched": true }, { "signal_date": "2025-10-22", "code": "HC2601", "close": 3247.0, "vol": 0.007127162597160315, "momentum": -1, "raw_contracts": [ "I2601", "J2601" ], "raw_cost_change": 37.10569106, "lookback_start": "2025-07-22", "regime": "趋势较强", "horizon": 10, "signal": 0, "ready": true, "score": 0.15592948, "predicted_change": 11.41109147, "threshold": 14.63622075, "model_id": "2025-10-09-10", "reason": "信号不足，保持观望", "entry_date": "2025-10-23", "exit_date": "2025-11-05", "exit_idx": 928, "status": "scored", "entry": 3251.0, "exit": 3253.0, "move": 2.0, "cost": 4.6504, "risk_scale": 73.1811037483259, "daily_closes": [ [ "2025-10-23", 3256.0 ], [ "2025-10-24", 3250.0 ], [ "2025-10-27", 3299.0 ], [ "2025-10-28", 3305.0 ], [ "2025-10-29", 3345.0 ], [ "2025-10-30", 3318.0 ], [ "2025-10-31", 3308.0 ], [ "2025-11-03", 3295.0 ], [ "2025-11-04", 3265.0 ], [ "2025-11-05", 3253.0 ] ], "v1_signal": 0, "v1_code": "HC2601", "v1_matched": true }, { "signal_date": "2025-10-22", "code": "HC2601", "close": 3247.0, "vol": 0.007127162597160315, "momentum": -1, "raw_contracts": [ "I2601", "J2601" ], "raw_cost_change": 37.10569106, "lookback_start": "2025-07-22", "regime": "趋势较强", "horizon": 20, "signal": 0, "ready": true, "score": 0.17927685, "predicted_change": 18.55402597, "threshold": 20.69874189, "model_id": "2025-10-09-20", "reason": "信号不足，保持观望", "entry_date": "2025-10-23", "exit_date": "2025-11-19", "exit_idx": 938, "status": "scored", "entry": 3251.0, "exit": 3277.0, "move": 26.0, "cost": 4.6528, "risk_scale": 103.49370943031504, "daily_closes": [ [ "2025-10-23", 3256.0 ], [ "2025-10-24", 3250.0 ], [ "2025-10-27", 3299.0 ], [ "2025-10-28", 3305.0 ], [ "2025-10-29", 3345.0 ], [ "2025-10-30", 3318.0 ], [ "2025-10-31", 3308.0 ], [ "2025-11-03", 3295.0 ], [ "2025-11-04", 3265.0 ], [ "2025-11-05", 3253.0 ], [ "2025-11-06", 3256.0 ], [ "2025-11-07", 3245.0 ], [ "2025-11-10", 3252.0 ], [ "2025-11-11", 3242.0 ], [ "2025-11-12", 3255.0 ], [ "2025-11-13", 3254.0 ], [ "2025-11-14", 3256.0 ], [ "2025-11-17", 3302.0 ], [ "2025-11-18", 3286.0 ], [ "2025-11-19", 3277.0 ] ], "v1_signal": 0, "v1_code": "HC2601", "v1_matched": true }, { "signal_date": "2025-10-23", "code": "HC2601", "close": 3256.0, "vol": 0.007209002243925387, "momentum": -1, "raw_contracts": [ "I2601", "J2601" ], "raw_cost_change": 38.63414634, "lookback_start": "2025-07-23", "regime": "震荡或弱趋势", "horizon": 5, "signal": 0, "ready": true, "score": 0.01799055, "predicted_change": 0.9442543, "threshold": 10.49722618, "model_id": "2025-10-09-5", "reason": "信号不足，保持观望", "entry_date": "2025-10-24", "exit_date": "2025-10-30", "exit_idx": 924, "status": "scored", "entry": 3260.0, "exit": 3318.0, "move": 58.0, "cost": 4.6578, "risk_scale": 52.48613088334267, "daily_closes": [ [ "2025-10-24", 3250.0 ], [ "2025-10-27", 3299.0 ], [ "2025-10-28", 3305.0 ], [ "2025-10-29", 3345.0 ], [ "2025-10-30", 3318.0 ] ], "v1_signal": 0, "v1_code": "HC2601", "v1_matched": true }, { "signal_date": "2025-10-23", "code": "HC2601", "close": 3256.0, "vol": 0.007209002243925387, "momentum": -1, "raw_contracts": [ "I2601", "J2601" ], "raw_cost_change": 38.63414634, "lookback_start": "2025-07-23", "regime": "震荡或弱趋势", "horizon": 10, "signal": 0, "ready": true, "score": 0.09961499, "predicted_change": 7.39408204, "threshold": 14.84531963, "model_id": "2025-10-09-10", "reason": "信号不足，保持观望", "entry_date": "2025-10-24", "exit_date": "2025-11-06", "exit_idx": 929, "status": "scored", "entry": 3260.0, "exit": 3256.0, "move": -4.0, "cost": 4.6516, "risk_scale": 74.22659813171256, "daily_closes": [ [ "2025-10-24", 3250.0 ], [ "2025-10-27", 3299.0 ], [ "2025-10-28", 3305.0 ], [ "2025-10-29", 3345.0 ], [ "2025-10-30", 3318.0 ], [ "2025-10-31", 3308.0 ], [ "2025-11-03", 3295.0 ], [ "2025-11-04", 3265.0 ], [ "2025-11-05", 3253.0 ], [ "2025-11-06", 3256.0 ] ], "v1_signal": 0, "v1_code": "HC2601", "v1_matched": true }, { "signal_date": "2025-10-23", "code": "HC2601", "close": 3256.0, "vol": 0.007209002243925387, "momentum": -1, "raw_contracts": [ "I2601", "J2601" ], "raw_cost_change": 38.63414634, "lookback_start": "2025-07-23", "regime": "震荡或弱趋势", "horizon": 20, "signal": 0, "ready": true, "score": 0.12542443, "predicted_change": 13.16608628, "threshold": 20.99445235, "model_id": "2025-10-09-20", "reason": "信号不足，保持观望", "entry_date": "2025-10-24", "exit_date": "2025-11-20", "exit_idx": 939, "status": "scored", "entry": 3260.0, "exit": 3267.0, "move": 7.0, "cost": 4.6527, "risk_scale": 104.97226176668534, "daily_closes": [ [ "2025-10-24", 3250.0 ], [ "2025-10-27", 3299.0 ], [ "2025-10-28", 3305.0 ], [ "2025-10-29", 3345.0 ], [ "2025-10-30", 3318.0 ], [ "2025-10-31", 3308.0 ], [ "2025-11-03", 3295.0 ], [ "2025-11-04", 3265.0 ], [ "2025-11-05", 3253.0 ], [ "2025-11-06", 3256.0 ], [ "2025-11-07", 3245.0 ], [ "2025-11-10", 3252.0 ], [ "2025-11-11", 3242.0 ], [ "2025-11-12", 3255.0 ], [ "2025-11-13", 3254.0 ], [ "2025-11-14", 3256.0 ], [ "2025-11-17", 3302.0 ], [ "2025-11-18", 3286.0 ], [ "2025-11-19", 3277.0 ], [ "2025-11-20", 3267.0 ] ], "v1_signal": 0, "v1_code": "HC2601", "v1_matched": true }, { "signal_date": "2025-10-24", "code": "HC2601", "close": 3250.0, "vol": 0.006917265280297786, "momentum": -1, "raw_contracts": [ "I2601", "J2601" ], "raw_cost_change": 3.31707317, "lookback_start": "2025-07-24", "regime": "震荡或弱趋势", "horizon": 5, "signal": 0, "ready": true, "score": 0.0270572, "predicted_change": 1.36014629, "threshold": 10.053859, "model_id": "2025-10-09-5", "reason": "信号不足，保持观望", "entry_date": "2025-10-27", "exit_date": "2025-10-31", "exit_idx": 925, "status": "scored", "entry": 3258.0, "exit": 3308.0, "move": 50.0, "cost": 4.6566, "risk_scale": 50.26929500172121, "daily_closes": [ [ "2025-10-27", 3299.0 ], [ "2025-10-28", 3305.0 ], [ "2025-10-29", 3345.0 ], [ "2025-10-30", 3318.0 ], [ "2025-10-31", 3308.0 ] ], "v1_signal": 0, "v1_code": "HC2601", "v1_matched": true }, { "signal_date": "2025-10-24", "code": "HC2601", "close": 3250.0, "vol": 0.006917265280297786, "momentum": -1, "raw_contracts": [ "I2601", "J2601" ], "raw_cost_change": 3.31707317, "lookback_start": "2025-07-24", "regime": "震荡或弱趋势", "horizon": 10, "signal": 0, "ready": true, "score": 0.12800073, "predicted_change": 9.09976624, "threshold": 14.21830375, "model_id": "2025-10-09-10", "reason": "信号不足，保持观望", "entry_date": "2025-10-27", "exit_date": "2025-11-07", "exit_idx": 930, "status": "scored", "entry": 3258.0, "exit": 3245.0, "move": -13.0, "cost": 4.6503, "risk_scale": 71.09151876236818, "daily_closes": [ [ "2025-10-27", 3299.0 ], [ "2025-10-28", 3305.0 ], [ "2025-10-29", 3345.0 ], [ "2025-10-30", 3318.0 ], [ "2025-10-31", 3308.0 ], [ "2025-11-03", 3295.0 ], [ "2025-11-04", 3265.0 ], [ "2025-11-05", 3253.0 ], [ "2025-11-06", 3256.0 ], [ "2025-11-07", 3245.0 ] ], "v1_signal": 0, "v1_code": "HC2601", "v1_matched": true }, { "signal_date": "2025-10-24", "code": "HC2601", "close": 3250.0, "vol": 0.006917265280297786, "momentum": -1, "raw_contracts": [ "I2601", "J2601" ], "raw_cost_change": 3.31707317, "lookback_start": "2025-07-24", "regime": "震荡或弱趋势", "horizon": 20, "signal": 0, "ready": true, "score": 0.1314581, "predicted_change": 13.21661203, "threshold": 20.107718, "model_id": "2025-10-09-20", "reason": "信号不足，保持观望", "entry_date": "2025-10-27", "exit_date": "2025-11-21", "exit_idx": 940, "status": "scored", "entry": 3258.0, "exit": 3270.0, "move": 12.0, "cost": 4.6528, "risk_scale": 100.53859000344242, "daily_closes": [ [ "2025-10-27", 3299.0 ], [ "2025-10-28", 3305.0 ], [ "2025-10-29", 3345.0 ], [ "2025-10-30", 3318.0 ], [ "2025-10-31", 3308.0 ], [ "2025-11-03", 3295.0 ], [ "2025-11-04", 3265.0 ], [ "2025-11-05", 3253.0 ], [ "2025-11-06", 3256.0 ], [ "2025-11-07", 3245.0 ], [ "2025-11-10", 3252.0 ], [ "2025-11-11", 3242.0 ], [ "2025-11-12", 3255.0 ], [ "2025-11-13", 3254.0 ], [ "2025-11-14", 3256.0 ], [ "2025-11-17", 3302.0 ], [ "2025-11-18", 3286.0 ], [ "2025-11-19", 3277.0 ], [ "2025-11-20", 3267.0 ], [ "2025-11-21", 3270.0 ] ], "v1_signal": 0, "v1_code": "HC2601", "v1_matched": true }, { "signal_date": "2025-10-27", "code": "HC2601", "close": 3299.0, "vol": 0.00769482102457432, "momentum": 1, "raw_contracts": [ "I2601", "J2601" ], "raw_cost_change": 42.73170732, "lookback_start": "2025-07-25", "regime": "震荡或弱趋势", "horizon": 5, "signal": 0, "ready": true, "score": -0.10551734, "predicted_change": -5.98948746, "threshold": 11.35261308, "model_id": "2025-10-09-5", "reason": "信号不足，保持观望", "entry_date": "2025-10-28", "exit_date": "2025-11-03", "exit_idx": 926, "status": "scored", "entry": 3300.0, "exit": 3295.0, "move": -5.0, "cost": 4.6595, "risk_scale": 56.763065379735465, "daily_closes": [ [ "2025-10-28", 3305.0 ], [ "2025-10-29", 3345.0 ], [ "2025-10-30", 3318.0 ], [ "2025-10-31", 3308.0 ], [ "2025-11-03", 3295.0 ] ], "v1_signal": 0, "v1_code": "HC2601", "v1_matched": true }, { "signal_date": "2025-10-27", "code": "HC2601", "close": 3299.0, "vol": 0.00769482102457432, "momentum": 1, "raw_contracts": [ "I2601", "J2601" ], "raw_cost_change": 42.73170732, "lookback_start": "2025-07-25", "regime": "震荡或弱趋势", "horizon": 10, "signal": 0, "ready": true, "score": 0.04129151, "predicted_change": 3.31468037, "threshold": 16.05501938, "model_id": "2025-10-09-10", "reason": "信号不足，保持观望", "entry_date": "2025-10-28", "exit_date": "2025-11-10", "exit_idx": 931, "status": "scored", "entry": 3300.0, "exit": 3252.0, "move": -48.0, "cost": 4.6552, "risk_scale": 80.2750969018926, "daily_closes": [ [ "2025-10-28", 3305.0 ], [ "2025-10-29", 3345.0 ], [ "2025-10-30", 3318.0 ], [ "2025-10-31", 3308.0 ], [ "2025-11-03", 3295.0 ], [ "2025-11-04", 3265.0 ], [ "2025-11-05", 3253.0 ], [ "2025-11-06", 3256.0 ], [ "2025-11-07", 3245.0 ], [ "2025-11-10", 3252.0 ] ], "v1_signal": 0, "v1_code": "HC2601", "v1_matched": true }, { "signal_date": "2025-10-27", "code": "HC2601", "close": 3299.0, "vol": 0.00769482102457432, "momentum": 1, "raw_contracts": [ "I2601", "J2601" ], "raw_cost_change": 42.73170732, "lookback_start": "2025-07-25", "regime": "震荡或弱趋势", "horizon": 20, "signal": 0, "ready": true, "score": 0.12772293, "predicted_change": 14.49988986, "threshold": 22.70522615, "model_id": "2025-10-09-20", "reason": "信号不足，保持观望", "entry_date": "2025-10-28", "exit_date": "2025-11-24", "exit_idx": 941, "status": "scored", "entry": 3300.0, "exit": 3295.0, "move": -5.0, "cost": 4.6595, "risk_scale": 113.52613075947093, "daily_closes": [ [ "2025-10-28", 3305.0 ], [ "2025-10-29", 3345.0 ], [ "2025-10-30", 3318.0 ], [ "2025-10-31", 3308.0 ], [ "2025-11-03", 3295.0 ], [ "2025-11-04", 3265.0 ], [ "2025-11-05", 3253.0 ], [ "2025-11-06", 3256.0 ], [ "2025-11-07", 3245.0 ], [ "2025-11-10", 3252.0 ], [ "2025-11-11", 3242.0 ], [ "2025-11-12", 3255.0 ], [ "2025-11-13", 3254.0 ], [ "2025-11-14", 3256.0 ], [ "2025-11-17", 3302.0 ], [ "2025-11-18", 3286.0 ], [ "2025-11-19", 3277.0 ], [ "2025-11-20", 3267.0 ], [ "2025-11-21", 3270.0 ], [ "2025-11-24", 3295.0 ] ], "v1_signal": 0, "v1_code": "HC2601", "v1_matched": true }, { "signal_date": "2025-10-28", "code": "HC2601", "close": 3305.0, "vol": 0.007695620892638106, "momentum": 1, "raw_contracts": [ "I2601", "J2601" ], "raw_cost_change": 76.29268293, "lookback_start": "2025-07-28", "regime": "震荡或弱趋势", "horizon": 5, "signal": 0, "ready": true, "score": -0.18488593, "predicted_change": -10.51487231, "threshold": 11.37444269, "model_id": "2025-10-09-5", "reason": "信号不足，保持观望", "entry_date": "2025-10-29", "exit_date": "2025-11-04", "exit_idx": 927, "status": "scored", "entry": 3305.0, "exit": 3265.0, "move": -40.0, "cost": 4.657, "risk_scale": 56.8722134257462, "daily_closes": [ [ "2025-10-29", 3345.0 ], [ "2025-10-30", 3318.0 ], [ "2025-10-31", 3308.0 ], [ "2025-11-03", 3295.0 ], [ "2025-11-04", 3265.0 ] ], "v1_signal": 0, "v1_code": "HC2601", "v1_matched": true }, { "signal_date": "2025-10-28", "code": "HC2601", "close": 3305.0, "vol": 0.007695620892638106, "momentum": 1, "raw_contracts": [ "I2601", "J2601" ], "raw_cost_change": 76.29268293, "lookback_start": "2025-07-28", "regime": "震荡或弱趋势", "horizon": 10, "signal": 0, "ready": true, "score": -0.06435862, "predicted_change": -5.17632884, "threshold": 16.08589111, "model_id": "2025-10-09-10", "reason": "信号不足，保持观望", "entry_date": "2025-10-29", "exit_date": "2025-11-11", "exit_idx": 932, "status": "scored", "entry": 3305.0, "exit": 3242.0, "move": -63.0, "cost": 4.6547, "risk_scale": 80.42945554886751, "daily_closes": [ [ "2025-10-29", 3345.0 ], [ "2025-10-30", 3318.0 ], [ "2025-10-31", 3308.0 ], [ "2025-11-03", 3295.0 ], [ "2025-11-04", 3265.0 ], [ "2025-11-05", 3253.0 ], [ "2025-11-06", 3256.0 ], [ "2025-11-07", 3245.0 ], [ "2025-11-10", 3252.0 ], [ "2025-11-11", 3242.0 ] ], "v1_signal": 0, "v1_code": "HC2601", "v1_matched": true }, { "signal_date": "2025-10-28", "code": "HC2601", "close": 3305.0, "vol": 0.007695620892638106, "momentum": 1, "raw_contracts": [ "I2601", "J2601" ], "raw_cost_change": 76.29268293, "lookback_start": "2025-07-28", "regime": "震荡或弱趋势", "horizon": 20, "signal": 0, "ready": true, "score": 0.00806453, "predicted_change": 0.91729489, "threshold": 22.74888537, "model_id": "2025-10-09-20", "reason": "信号不足，保持观望", "entry_date": "2025-10-29", "exit_date": "2025-11-25", "exit_idx": 942, "status": "scored", "entry": 3305.0, "exit": 3309.0, "move": 4.0, "cost": 4.6614, "risk_scale": 113.7444268514924, "daily_closes": [ [ "2025-10-29", 3345.0 ], [ "2025-10-30", 3318.0 ], [ "2025-10-31", 3308.0 ], [ "2025-11-03", 3295.0 ], [ "2025-11-04", 3265.0 ], [ "2025-11-05", 3253.0 ], [ "2025-11-06", 3256.0 ], [ "2025-11-07", 3245.0 ], [ "2025-11-10", 3252.0 ], [ "2025-11-11", 3242.0 ], [ "2025-11-12", 3255.0 ], [ "2025-11-13", 3254.0 ], [ "2025-11-14", 3256.0 ], [ "2025-11-17", 3302.0 ], [ "2025-11-18", 3286.0 ], [ "2025-11-19", 3277.0 ], [ "2025-11-20", 3267.0 ], [ "2025-11-21", 3270.0 ], [ "2025-11-24", 3295.0 ], [ "2025-11-25", 3309.0 ] ], "v1_signal": 0, "v1_code": "HC2601", "v1_matched": true }, { "signal_date": "2025-10-29", "code": "HC2601", "close": 3345.0, "vol": 0.007797922597665736, "momentum": 1, "raw_contracts": [ "I2601", "J2601" ], "raw_cost_change": 151.3495935, "lookback_start": "2025-07-29", "regime": "震荡或弱趋势", "horizon": 5, "signal": 0, "ready": true, "score": -0.1598766, "predicted_change": -9.32491665, "threshold": 11.66514227, "model_id": "2025-10-09-5", "reason": "信号不足，保持观望", "entry_date": "2025-10-30", "exit_date": "2025-11-05", "exit_idx": 928, "status": "scored", "entry": 3348.0, "exit": 3253.0, "move": -95.0, "cost": 4.6601, "risk_scale": 58.325711364010495, "daily_closes": [ [ "2025-10-30", 3318.0 ], [ "2025-10-31", 3308.0 ], [ "2025-11-03", 3295.0 ], [ "2025-11-04", 3265.0 ], [ "2025-11-05", 3253.0 ] ], "v1_signal": 0, "v1_code": "HC2601", "v1_matched": true }, { "signal_date": "2025-10-29", "code": "HC2601", "close": 3345.0, "vol": 0.007797922597665736, "momentum": 1, "raw_contracts": [ "I2601", "J2601" ], "raw_cost_change": 151.3495935, "lookback_start": "2025-07-29", "regime": "震荡或弱趋势", "horizon": 10, "signal": 0, "ready": true, "score": 0.02549455, "predicted_change": 2.10291812, "threshold": 16.49700241, "model_id": "2025-10-09-10", "reason": "信号不足，保持观望", "entry_date": "2025-10-30", "exit_date": "2025-11-12", "exit_idx": 933, "status": "scored", "entry": 3348.0, "exit": 3255.0, "move": -93.0, "cost": 4.6603, "risk_scale": 82.4850120460422, "daily_closes": [ [ "2025-10-30", 3318.0 ], [ "2025-10-31", 3308.0 ], [ "2025-11-03", 3295.0 ], [ "2025-11-04", 3265.0 ], [ "2025-11-05", 3253.0 ], [ "2025-11-06", 3256.0 ], [ "2025-11-07", 3245.0 ], [ "2025-11-10", 3252.0 ], [ "2025-11-11", 3242.0 ], [ "2025-11-12", 3255.0 ] ], "v1_signal": 0, "v1_code": "HC2601", "v1_matched": true }, { "signal_date": "2025-10-29", "code": "HC2601", "close": 3345.0, "vol": 0.007797922597665736, "momentum": 1, "raw_contracts": [ "I2601", "J2601" ], "raw_cost_change": 151.3495935, "lookback_start": "2025-07-29", "regime": "震荡或弱趋势", "horizon": 20, "signal": 0, "ready": true, "score": 0.1642003, "predicted_change": 19.15419869, "threshold": 23.33028455, "model_id": "2025-10-09-20", "reason": "信号不足，保持观望", "entry_date": "2025-10-30", "exit_date": "2025-11-26", "exit_idx": 943, "status": "scored", "entry": 3348.0, "exit": 3304.0, "move": -44.0, "cost": 4.6652000000000005, "risk_scale": 116.65142272802099, "daily_closes": [ [ "2025-10-30", 3318.0 ], [ "2025-10-31", 3308.0 ], [ "2025-11-03", 3295.0 ], [ "2025-11-04", 3265.0 ], [ "2025-11-05", 3253.0 ], [ "2025-11-06", 3256.0 ], [ "2025-11-07", 3245.0 ], [ "2025-11-10", 3252.0 ], [ "2025-11-11", 3242.0 ], [ "2025-11-12", 3255.0 ], [ "2025-11-13", 3254.0 ], [ "2025-11-14", 3256.0 ], [ "2025-11-17", 3302.0 ], [ "2025-11-18", 3286.0 ], [ "2025-11-19", 3277.0 ], [ "2025-11-20", 3267.0 ], [ "2025-11-21", 3270.0 ], [ "2025-11-24", 3295.0 ], [ "2025-11-25", 3309.0 ], [ "2025-11-26", 3304.0 ] ], "v1_signal": 0, "v1_code": "HC2601", "v1_matched": true }, { "signal_date": "2025-10-30", "code": "HC2601", "close": 3318.0, "vol": 0.007909549470183637, "momentum": 1, "raw_contracts": [ "I2601", "J2601" ], "raw_cost_change": 127.08943089, "lookback_start": "2025-07-30", "regime": "震荡或弱趋势", "horizon": 5, "signal": 0, "ready": true, "score": -0.05506588, "predicted_change": -3.23143689, "threshold": 11.73662223, "model_id": "2025-10-09-5", "reason": "信号不足，保持观望", "entry_date": "2025-10-31", "exit_date": "2025-11-06", "exit_idx": 929, "status": "scored", "entry": 3319.0, "exit": 3256.0, "move": -63.0, "cost": 4.6575, "risk_scale": 58.6831111713637, "daily_closes": [ [ "2025-10-31", 3308.0 ], [ "2025-11-03", 3295.0 ], [ "2025-11-04", 3265.0 ], [ "2025-11-05", 3253.0 ], [ "2025-11-06", 3256.0 ] ], "v1_signal": 0, "v1_code": "HC2601", "v1_matched": true }, { "signal_date": "2025-10-30", "code": "HC2601", "close": 3318.0, "vol": 0.007909549470183637, "momentum": 1, "raw_contracts": [ "I2601", "J2601" ], "raw_cost_change": 127.08943089, "lookback_start": "2025-07-30", "regime": "震荡或弱趋势", "horizon": 10, "signal": 0, "ready": true, "score": 0.06220894, "predicted_change": 5.1627484, "threshold": 16.59809034, "model_id": "2025-10-09-10", "reason": "信号不足，保持观望", "entry_date": "2025-10-31", "exit_date": "2025-11-13", "exit_idx": 934, "status": "scored", "entry": 3319.0, "exit": 3254.0, "move": -65.0, "cost": 4.6573, "risk_scale": 82.99045170079063, "daily_closes": [ [ "2025-10-31", 3308.0 ], [ "2025-11-03", 3295.0 ], [ "2025-11-04", 3265.0 ], [ "2025-11-05", 3253.0 ], [ "2025-11-06", 3256.0 ], [ "2025-11-07", 3245.0 ], [ "2025-11-10", 3252.0 ], [ "2025-11-11", 3242.0 ], [ "2025-11-12", 3255.0 ], [ "2025-11-13", 3254.0 ] ], "v1_signal": 0, "v1_code": "HC2601", "v1_matched": true }, { "signal_date": "2025-10-30", "code": "HC2601", "close": 3318.0, "vol": 0.007909549470183637, "momentum": 1, "raw_contracts": [ "I2601", "J2601" ], "raw_cost_change": 127.08943089, "lookback_start": "2025-07-30", "regime": "震荡或弱趋势", "horizon": 20, "signal": 0, "ready": true, "score": 0.12848933, "predicted_change": 15.08030759, "threshold": 23.47324447, "model_id": "2025-10-09-20", "reason": "信号不足，保持观望", "entry_date": "2025-10-31", "exit_date": "2025-11-27", "exit_idx": 944, "status": "scored", "entry": 3319.0, "exit": 3293.0, "move": -26.0, "cost": 4.6612, "risk_scale": 117.3662223427274, "daily_closes": [ [ "2025-10-31", 3308.0 ], [ "2025-11-03", 3295.0 ], [ "2025-11-04", 3265.0 ], [ "2025-11-05", 3253.0 ], [ "2025-11-06", 3256.0 ], [ "2025-11-07", 3245.0 ], [ "2025-11-10", 3252.0 ], [ "2025-11-11", 3242.0 ], [ "2025-11-12", 3255.0 ], [ "2025-11-13", 3254.0 ], [ "2025-11-14", 3256.0 ], [ "2025-11-17", 3302.0 ], [ "2025-11-18", 3286.0 ], [ "2025-11-19", 3277.0 ], [ "2025-11-20", 3267.0 ], [ "2025-11-21", 3270.0 ], [ "2025-11-24", 3295.0 ], [ "2025-11-25", 3309.0 ], [ "2025-11-26", 3304.0 ], [ "2025-11-27", 3293.0 ] ], "v1_signal": 0, "v1_code": "HC2601", "v1_matched": true }, { "signal_date": "2025-10-31", "code": "HC2601", "close": 3308.0, "vol": 0.00792541728273186, "momentum": 1, "raw_contracts": [ "I2601", "J2601" ], "raw_cost_change": 119.4796748, "lookback_start": "2025-07-31", "regime": "震荡或弱趋势", "horizon": 5, "signal": 0, "ready": true, "score": -0.09645884, "predicted_change": -5.65476659, "threshold": 11.72472422, "model_id": "2025-10-09-5", "reason": "信号不足，保持观望", "entry_date": "2025-11-03", "exit_date": "2025-11-07", "exit_idx": 930, "status": "scored", "entry": 3308.0, "exit": 3245.0, "move": -63.0, "cost": 4.6553, "risk_scale": 58.62362109534628, "daily_closes": [ [ "2025-11-03", 3295.0 ], [ "2025-11-04", 3265.0 ], [ "2025-11-05", 3253.0 ], [ "2025-11-06", 3256.0 ], [ "2025-11-07", 3245.0 ] ], "v1_signal": 0, "v1_code": "HC2601", "v1_matched": true }, { "signal_date": "2025-10-31", "code": "HC2601", "close": 3308.0, "vol": 0.00792541728273186, "momentum": 1, "raw_contracts": [ "I2601", "J2601" ], "raw_cost_change": 119.4796748, "lookback_start": "2025-07-31", "regime": "震荡或弱趋势", "horizon": 10, "signal": 0, "ready": true, "score": -0.01234892, "predicted_change": -1.0238034, "threshold": 16.58126401, "model_id": "2025-10-09-10", "reason": "信号不足，保持观望", "entry_date": "2025-11-03", "exit_date": "2025-11-14", "exit_idx": 935, "status": "scored", "entry": 3308.0, "exit": 3256.0, "move": -52.0, "cost": 4.6564, "risk_scale": 82.90632002846019, "daily_closes": [ [ "2025-11-03", 3295.0 ], [ "2025-11-04", 3265.0 ], [ "2025-11-05", 3253.0 ], [ "2025-11-06", 3256.0 ], [ "2025-11-07", 3245.0 ], [ "2025-11-10", 3252.0 ], [ "2025-11-11", 3242.0 ], [ "2025-11-12", 3255.0 ], [ "2025-11-13", 3254.0 ], [ "2025-11-14", 3256.0 ] ], "v1_signal": 0, "v1_code": "HC2601", "v1_matched": true }, { "signal_date": "2025-10-31", "code": "HC2601", "close": 3308.0, "vol": 0.00792541728273186, "momentum": 1, "raw_contracts": [ "I2601", "J2601" ], "raw_cost_change": 119.4796748, "lookback_start": "2025-07-31", "regime": "震荡或弱趋势", "horizon": 20, "signal": 0, "ready": true, "score": -0.00953109, "predicted_change": -1.1174945, "threshold": 23.44944844, "model_id": "2025-10-09-20", "reason": "信号不足，保持观望", "entry_date": "2025-11-03", "exit_date": "2025-11-28", "exit_idx": 945, "status": "scored", "entry": 3308.0, "exit": 3302.0, "move": -6.0, "cost": 4.661, "risk_scale": 117.24724219069256, "daily_closes": [ [ "2025-11-03", 3295.0 ], [ "2025-11-04", 3265.0 ], [ "2025-11-05", 3253.0 ], [ "2025-11-06", 3256.0 ], [ "2025-11-07", 3245.0 ], [ "2025-11-10", 3252.0 ], [ "2025-11-11", 3242.0 ], [ "2025-11-12", 3255.0 ], [ "2025-11-13", 3254.0 ], [ "2025-11-14", 3256.0 ], [ "2025-11-17", 3302.0 ], [ "2025-11-18", 3286.0 ], [ "2025-11-19", 3277.0 ], [ "2025-11-20", 3267.0 ], [ "2025-11-21", 3270.0 ], [ "2025-11-24", 3295.0 ], [ "2025-11-25", 3309.0 ], [ "2025-11-26", 3304.0 ], [ "2025-11-27", 3293.0 ], [ "2025-11-28", 3302.0 ] ], "v1_signal": 0, "v1_code": "HC2601", "v1_matched": true }, { "signal_date": "2025-11-03", "code": "HC2601", "close": 3295.0, "vol": 0.0073929105889433714, "momentum": 1, "raw_contracts": [ "I2601", "J2601" ], "raw_cost_change": 68.2601626, "lookback_start": "2025-08-01", "regime": "震荡或弱趋势", "horizon": 5, "signal": 0, "ready": true, "score": -0.04396248, "predicted_change": -2.39462814, "threshold": 10.89396236, "model_id": "2025-11-03-5", "reason": "信号不足，保持观望", "entry_date": "2025-11-04", "exit_date": "2025-11-10", "exit_idx": 931, "status": "scored", "entry": 3291.0, "exit": 3252.0, "move": -39.0, "cost": 4.6543, "risk_scale": 54.46981182076049, "daily_closes": [ [ "2025-11-04", 3265.0 ], [ "2025-11-05", 3253.0 ], [ "2025-11-06", 3256.0 ], [ "2025-11-07", 3245.0 ], [ "2025-11-10", 3252.0 ] ], "v1_signal": 0, "v1_code": "HC2601", "v1_matched": true }, { "signal_date": "2025-11-03", "code": "HC2601", "close": 3295.0, "vol": 0.0073929105889433714, "momentum": 1, "raw_contracts": [ "I2601", "J2601" ], "raw_cost_change": 68.2601626, "lookback_start": "2025-08-01", "regime": "震荡或弱趋势", "horizon": 10, "signal": 0, "ready": true, "score": 0.0004631, "predicted_change": 0.03567312, "threshold": 15.40638932, "model_id": "2025-11-03-10", "reason": "信号不足，保持观望", "entry_date": "2025-11-04", "exit_date": "2025-11-17", "exit_idx": 936, "status": "scored", "entry": 3291.0, "exit": 3302.0, "move": 11.0, "cost": 4.6593, "risk_scale": 77.03194661682981, "daily_closes": [ [ "2025-11-04", 3265.0 ], [ "2025-11-05", 3253.0 ], [ "2025-11-06", 3256.0 ], [ "2025-11-07", 3245.0 ], [ "2025-11-10", 3252.0 ], [ "2025-11-11", 3242.0 ], [ "2025-11-12", 3255.0 ], [ "2025-11-13", 3254.0 ], [ "2025-11-14", 3256.0 ], [ "2025-11-17", 3302.0 ] ], "v1_signal": 0, "v1_code": "HC2601", "v1_matched": true }, { "signal_date": "2025-11-03", "code": "HC2601", "close": 3295.0, "vol": 0.0073929105889433714, "momentum": 1, "raw_contracts": [ "I2601", "J2601" ], "raw_cost_change": 68.2601626, "lookback_start": "2025-08-01", "regime": "震荡或弱趋势", "horizon": 20, "signal": 0, "ready": true, "score": -0.00582068, "predicted_change": -0.63410252, "threshold": 21.78792473, "model_id": "2025-11-03-20", "reason": "信号不足，保持观望", "entry_date": "2025-11-04", "exit_date": "2025-12-01", "exit_idx": 946, "status": "scored", "entry": 3291.0, "exit": 3327.0, "move": 36.0, "cost": 4.6618, "risk_scale": 108.93962364152098, "daily_closes": [ [ "2025-11-04", 3265.0 ], [ "2025-11-05", 3253.0 ], [ "2025-11-06", 3256.0 ], [ "2025-11-07", 3245.0 ], [ "2025-11-10", 3252.0 ], [ "2025-11-11", 3242.0 ], [ "2025-11-12", 3255.0 ], [ "2025-11-13", 3254.0 ], [ "2025-11-14", 3256.0 ], [ "2025-11-17", 3302.0 ], [ "2025-11-18", 3286.0 ], [ "2025-11-19", 3277.0 ], [ "2025-11-20", 3267.0 ], [ "2025-11-21", 3270.0 ], [ "2025-11-24", 3295.0 ], [ "2025-11-25", 3309.0 ], [ "2025-11-26", 3304.0 ], [ "2025-11-27", 3293.0 ], [ "2025-11-28", 3302.0 ], [ "2025-12-01", 3327.0 ] ], "v1_signal": 0, "v1_code": "HC2601", "v1_matched": true }, { "signal_date": "2025-11-04", "code": "HC2601", "close": 3265.0, "vol": 0.0074965768038065235, "momentum": 1, "raw_contracts": [ "I2601", "J2601" ], "raw_cost_change": 45.85365854, "lookback_start": "2025-08-04", "regime": "震荡或弱趋势", "horizon": 5, "signal": 0, "ready": true, "score": 0.02651923, "predicted_change": 1.45141668, "threshold": 10.94614453, "model_id": "2025-11-03-5", "reason": "信号不足，保持观望", "entry_date": "2025-11-05", "exit_date": "2025-11-11", "exit_idx": 932, "status": "scored", "entry": 3265.0, "exit": 3242.0, "move": -23.0, "cost": 4.6507000000000005, "risk_scale": 54.73072265852124, "daily_closes": [ [ "2025-11-05", 3253.0 ], [ "2025-11-06", 3256.0 ], [ "2025-11-07", 3245.0 ], [ "2025-11-10", 3252.0 ], [ "2025-11-11", 3242.0 ] ], "v1_signal": 0, "v1_code": "HC2601", "v1_matched": true }, { "signal_date": "2025-11-04", "code": "HC2601", "close": 3265.0, "vol": 0.0074965768038065235, "momentum": 1, "raw_contracts": [ "I2601", "J2601" ], "raw_cost_change": 45.85365854, "lookback_start": "2025-08-04", "regime": "震荡或弱趋势", "horizon": 10, "signal": 0, "ready": true, "score": 0.07296198, "predicted_change": 5.64732512, "threshold": 15.48018605, "model_id": "2025-11-03-10", "reason": "信号不足，保持观望", "entry_date": "2025-11-05", "exit_date": "2025-11-18", "exit_idx": 937, "status": "scored", "entry": 3265.0, "exit": 3286.0, "move": 21.0, "cost": 4.6551, "risk_scale": 77.4009302621612, "daily_closes": [ [ "2025-11-05", 3253.0 ], [ "2025-11-06", 3256.0 ], [ "2025-11-07", 3245.0 ], [ "2025-11-10", 3252.0 ], [ "2025-11-11", 3242.0 ], [ "2025-11-12", 3255.0 ], [ "2025-11-13", 3254.0 ], [ "2025-11-14", 3256.0 ], [ "2025-11-17", 3302.0 ], [ "2025-11-18", 3286.0 ] ], "v1_signal": 0, "v1_code": "HC2601", "v1_matched": true }, { "signal_date": "2025-11-04", "code": "HC2601", "close": 3265.0, "vol": 0.0074965768038065235, "momentum": 1, "raw_contracts": [ "I2601", "J2601" ], "raw_cost_change": 45.85365854, "lookback_start": "2025-08-04", "regime": "震荡或弱趋势", "horizon": 20, "signal": 0, "ready": true, "score": 0.04419824, "predicted_change": 4.83800374, "threshold": 21.89228906, "model_id": "2025-11-03-20", "reason": "信号不足，保持观望", "entry_date": "2025-11-05", "exit_date": "2025-12-02", "exit_idx": 947, "status": "scored", "entry": 3265.0, "exit": 3325.0, "move": 60.0, "cost": 4.659, "risk_scale": 109.46144531704248, "daily_closes": [ [ "2025-11-05", 3253.0 ], [ "2025-11-06", 3256.0 ], [ "2025-11-07", 3245.0 ], [ "2025-11-10", 3252.0 ], [ "2025-11-11", 3242.0 ], [ "2025-11-12", 3255.0 ], [ "2025-11-13", 3254.0 ], [ "2025-11-14", 3256.0 ], [ "2025-11-17", 3302.0 ], [ "2025-11-18", 3286.0 ], [ "2025-11-19", 3277.0 ], [ "2025-11-20", 3267.0 ], [ "2025-11-21", 3270.0 ], [ "2025-11-24", 3295.0 ], [ "2025-11-25", 3309.0 ], [ "2025-11-26", 3304.0 ], [ "2025-11-27", 3293.0 ], [ "2025-11-28", 3302.0 ], [ "2025-12-01", 3327.0 ], [ "2025-12-02", 3325.0 ] ], "v1_signal": 0, "v1_code": "HC2601", "v1_matched": true }, { "signal_date": "2025-11-05", "code": "HC2601", "close": 3253.0, "vol": 0.007122132210464009, "momentum": 1, "raw_contracts": [ "I2601", "J2601" ], "raw_cost_change": 29.62601626, "lookback_start": "2025-08-05", "regime": "震荡或弱趋势", "horizon": 5, "signal": 0, "ready": true, "score": 0.10201458, "predicted_change": 5.28495556, "threshold": 10.36117699, "model_id": "2025-11-03-5", "reason": "信号不足，保持观望", "entry_date": "2025-11-06", "exit_date": "2025-11-12", "exit_idx": 933, "status": "scored", "entry": 3253.0, "exit": 3255.0, "move": 2.0, "cost": 4.6508, "risk_scale": 51.8058849591517, "daily_closes": [ [ "2025-11-06", 3256.0 ], [ "2025-11-07", 3245.0 ], [ "2025-11-10", 3252.0 ], [ "2025-11-11", 3242.0 ], [ "2025-11-12", 3255.0 ] ], "v1_signal": 0, "v1_code": "HC2601", "v1_matched": true }, { "signal_date": "2025-11-05", "code": "HC2601", "close": 3253.0, "vol": 0.007122132210464009, "momentum": 1, "raw_contracts": [ "I2601", "J2601" ], "raw_cost_change": 29.62601626, "lookback_start": "2025-08-05", "regime": "震荡或弱趋势", "horizon": 10, "signal": 0, "ready": true, "score": 0.17373581, "predicted_change": 12.7286823, "threshold": 14.65291702, "model_id": "2025-11-03-10", "reason": "信号不足，保持观望", "entry_date": "2025-11-06", "exit_date": "2025-11-19", "exit_idx": 938, "status": "scored", "entry": 3253.0, "exit": 3277.0, "move": 24.0, "cost": 4.6530000000000005, "risk_scale": 73.26458511997266, "daily_closes": [ [ "2025-11-06", 3256.0 ], [ "2025-11-07", 3245.0 ], [ "2025-11-10", 3252.0 ], [ "2025-11-11", 3242.0 ], [ "2025-11-12", 3255.0 ], [ "2025-11-13", 3254.0 ], [ "2025-11-14", 3256.0 ], [ "2025-11-17", 3302.0 ], [ "2025-11-18", 3286.0 ], [ "2025-11-19", 3277.0 ] ], "v1_signal": 0, "v1_code": "HC2601", "v1_matched": true }, { "signal_date": "2025-11-05", "code": "HC2601", "close": 3253.0, "vol": 0.007122132210464009, "momentum": 1, "raw_contracts": [ "I2601", "J2601" ], "raw_cost_change": 29.62601626, "lookback_start": "2025-08-05", "regime": "震荡或弱趋势", "horizon": 20, "signal": 0, "ready": true, "score": 0.16626904, "predicted_change": 17.22742914, "threshold": 20.72235398, "model_id": "2025-11-03-20", "reason": "信号不足，保持观望", "entry_date": "2025-11-06", "exit_date": "2025-12-03", "exit_idx": 948, "status": "scored", "entry": 3253.0, "exit": 3319.0, "move": 66.0, "cost": 4.6572, "risk_scale": 103.6117699183034, "daily_closes": [ [ "2025-11-06", 3256.0 ], [ "2025-11-07", 3245.0 ], [ "2025-11-10", 3252.0 ], [ "2025-11-11", 3242.0 ], [ "2025-11-12", 3255.0 ], [ "2025-11-13", 3254.0 ], [ "2025-11-14", 3256.0 ], [ "2025-11-17", 3302.0 ], [ "2025-11-18", 3286.0 ], [ "2025-11-19", 3277.0 ], [ "2025-11-20", 3267.0 ], [ "2025-11-21", 3270.0 ], [ "2025-11-24", 3295.0 ], [ "2025-11-25", 3309.0 ], [ "2025-11-26", 3304.0 ], [ "2025-11-27", 3293.0 ], [ "2025-11-28", 3302.0 ], [ "2025-12-01", 3327.0 ], [ "2025-12-02", 3325.0 ], [ "2025-12-03", 3319.0 ] ], "v1_signal": 0, "v1_code": "HC2601", "v1_matched": true }, { "signal_date": "2025-11-06", "code": "HC2601", "close": 3256.0, "vol": 0.006719575617404175, "momentum": 0, "raw_contracts": [ "I2601", "J2601" ], "raw_cost_change": 6.01626016, "lookback_start": "2025-08-06", "regime": "震荡或弱趋势", "horizon": 5, "signal": 0, "ready": true, "score": 0.07226458, "predicted_change": 3.53538494, "threshold": 9.78455862, "model_id": "2025-11-03-5", "reason": "信号不足，保持观望", "entry_date": "2025-11-07", "exit_date": "2025-11-13", "exit_idx": 934, "status": "scored", "entry": 3259.0, "exit": 3254.0, "move": -5.0, "cost": 4.6513, "risk_scale": 48.922793113676825, "daily_closes": [ [ "2025-11-07", 3245.0 ], [ "2025-11-10", 3252.0 ], [ "2025-11-11", 3242.0 ], [ "2025-11-12", 3255.0 ], [ "2025-11-13", 3254.0 ] ], "v1_signal": 0, "v1_code": "HC2601", "v1_matched": true }, { "signal_date": "2025-11-06", "code": "HC2601", "close": 3256.0, "vol": 0.006719575617404175, "momentum": 0, "raw_contracts": [ "I2601", "J2601" ], "raw_cost_change": 6.01626016, "lookback_start": "2025-08-06", "regime": "震荡或弱趋势", "horizon": 10, "signal": 0, "ready": true, "score": 0.13746826, "predicted_change": 9.5110545, "threshold": 13.83745551, "model_id": "2025-11-03-10", "reason": "信号不足，保持观望", "entry_date": "2025-11-07", "exit_date": "2025-11-20", "exit_idx": 939, "status": "scored", "entry": 3259.0, "exit": 3267.0, "move": 8.0, "cost": 4.6526, "risk_scale": 69.18727753053483, "daily_closes": [ [ "2025-11-07", 3245.0 ], [ "2025-11-10", 3252.0 ], [ "2025-11-11", 3242.0 ], [ "2025-11-12", 3255.0 ], [ "2025-11-13", 3254.0 ], [ "2025-11-14", 3256.0 ], [ "2025-11-17", 3302.0 ], [ "2025-11-18", 3286.0 ], [ "2025-11-19", 3277.0 ], [ "2025-11-20", 3267.0 ] ], "v1_signal": 0, "v1_code": "HC2601", "v1_matched": true }, { "signal_date": "2025-11-06", "code": "HC2601", "close": 3256.0, "vol": 0.006719575617404175, "momentum": 0, "raw_contracts": [ "I2601", "J2601" ], "raw_cost_change": 6.01626016, "lookback_start": "2025-08-06", "regime": "震荡或弱趋势", "horizon": 20, "signal": 0, "ready": true, "score": 0.1440562, "predicted_change": 14.0952638, "threshold": 19.56911725, "model_id": "2025-11-03-20", "reason": "信号不足，保持观望", "entry_date": "2025-11-07", "exit_date": "2025-12-04", "exit_idx": 949, "status": "scored", "entry": 3259.0, "exit": 3323.0, "move": 64.0, "cost": 4.6582, "risk_scale": 97.84558622735365, "daily_closes": [ [ "2025-11-07", 3245.0 ], [ "2025-11-10", 3252.0 ], [ "2025-11-11", 3242.0 ], [ "2025-11-12", 3255.0 ], [ "2025-11-13", 3254.0 ], [ "2025-11-14", 3256.0 ], [ "2025-11-17", 3302.0 ], [ "2025-11-18", 3286.0 ], [ "2025-11-19", 3277.0 ], [ "2025-11-20", 3267.0 ], [ "2025-11-21", 3270.0 ], [ "2025-11-24", 3295.0 ], [ "2025-11-25", 3309.0 ], [ "2025-11-26", 3304.0 ], [ "2025-11-27", 3293.0 ], [ "2025-11-28", 3302.0 ], [ "2025-12-01", 3327.0 ], [ "2025-12-02", 3325.0 ], [ "2025-12-03", 3319.0 ], [ "2025-12-04", 3323.0 ] ], "v1_signal": 0, "v1_code": "HC2601", "v1_matched": true }, { "signal_date": "2025-11-07", "code": "HC2601", "close": 3245.0, "vol": 0.006751461124836684, "momentum": -1, "raw_contracts": [ "I2601", "J2601" ], "raw_cost_change": -22.43902439, "lookback_start": "2025-08-07", "regime": "震荡或弱趋势", "horizon": 5, "signal": 0, "ready": true, "score": 0.05115894, "predicted_change": 2.50621884, "threshold": 9.79777519, "model_id": "2025-11-03-5", "reason": "信号不足，保持观望", "entry_date": "2025-11-10", "exit_date": "2025-11-14", "exit_idx": 935, "status": "scored", "entry": 3246.0, "exit": 3256.0, "move": 10.0, "cost": 4.6502, "risk_scale": 48.98887594327866, "daily_closes": [ [ "2025-11-10", 3252.0 ], [ "2025-11-11", 3242.0 ], [ "2025-11-12", 3255.0 ], [ "2025-11-13", 3254.0 ], [ "2025-11-14", 3256.0 ] ], "v1_signal": 0, "v1_code": "HC2601", "v1_matched": true }, { "signal_date": "2025-11-07", "code": "HC2601", "close": 3245.0, "vol": 0.006751461124836684, "momentum": -1, "raw_contracts": [ "I2601", "J2601" ], "raw_cost_change": -22.43902439, "lookback_start": "2025-08-07", "regime": "震荡或弱趋势", "horizon": 10, "signal": 0, "ready": true, "score": 0.10046707, "predicted_change": 6.9604324, "threshold": 13.85614655, "model_id": "2025-11-03-10", "reason": "信号不足，保持观望", "entry_date": "2025-11-10", "exit_date": "2025-11-21", "exit_idx": 940, "status": "scored", "entry": 3246.0, "exit": 3270.0, "move": 24.0, "cost": 4.6516, "risk_scale": 69.28073276439773, "daily_closes": [ [ "2025-11-10", 3252.0 ], [ "2025-11-11", 3242.0 ], [ "2025-11-12", 3255.0 ], [ "2025-11-13", 3254.0 ], [ "2025-11-14", 3256.0 ], [ "2025-11-17", 3302.0 ], [ "2025-11-18", 3286.0 ], [ "2025-11-19", 3277.0 ], [ "2025-11-20", 3267.0 ], [ "2025-11-21", 3270.0 ] ], "v1_signal": 0, "v1_code": "HC2601", "v1_matched": true }, { "signal_date": "2025-11-07", "code": "HC2601", "close": 3245.0, "vol": 0.006751461124836684, "momentum": -1, "raw_contracts": [ "I2601", "J2601" ], "raw_cost_change": -22.43902439, "lookback_start": "2025-08-07", "regime": "震荡或弱趋势", "horizon": 20, "signal": 0, "ready": true, "score": 0.08786532, "predicted_change": 8.60884646, "threshold": 19.59555038, "model_id": "2025-11-03-20", "reason": "信号不足，保持观望", "entry_date": "2025-11-10", "exit_date": "2025-12-05", "exit_idx": 950, "status": "scored", "entry": 3246.0, "exit": 3312.0, "move": 66.0, "cost": 4.6558, "risk_scale": 97.97775188655731, "daily_closes": [ [ "2025-11-10", 3252.0 ], [ "2025-11-11", 3242.0 ], [ "2025-11-12", 3255.0 ], [ "2025-11-13", 3254.0 ], [ "2025-11-14", 3256.0 ], [ "2025-11-17", 3302.0 ], [ "2025-11-18", 3286.0 ], [ "2025-11-19", 3277.0 ], [ "2025-11-20", 3267.0 ], [ "2025-11-21", 3270.0 ], [ "2025-11-24", 3295.0 ], [ "2025-11-25", 3309.0 ], [ "2025-11-26", 3304.0 ], [ "2025-11-27", 3293.0 ], [ "2025-11-28", 3302.0 ], [ "2025-12-01", 3327.0 ], [ "2025-12-02", 3325.0 ], [ "2025-12-03", 3319.0 ], [ "2025-12-04", 3323.0 ], [ "2025-12-05", 3312.0 ] ], "v1_signal": 0, "v1_code": "HC2601", "v1_matched": true }, { "signal_date": "2025-11-10", "code": "HC2601", "close": 3252.0, "vol": 0.0065856416525770746, "momentum": -1, "raw_contracts": [ "I2601", "J2601" ], "raw_cost_change": -65.82113821, "lookback_start": "2025-08-08", "regime": "震荡或弱趋势", "horizon": 5, "signal": 0, "ready": true, "score": -0.06242797, "predicted_change": -2.98959841, "threshold": 9.57775294, "model_id": "2025-11-03-5", "reason": "信号不足，保持观望", "entry_date": "2025-11-11", "exit_date": "2025-11-17", "exit_idx": 936, "status": "scored", "entry": 3253.0, "exit": 3302.0, "move": 49.0, "cost": 4.6555, "risk_scale": 47.88876471932451, "daily_closes": [ [ "2025-11-11", 3242.0 ], [ "2025-11-12", 3255.0 ], [ "2025-11-13", 3254.0 ], [ "2025-11-14", 3256.0 ], [ "2025-11-17", 3302.0 ] ], "v1_signal": 0, "v1_code": "HC2601", "v1_matched": true }, { "signal_date": "2025-11-10", "code": "HC2601", "close": 3252.0, "vol": 0.0065856416525770746, "momentum": -1, "raw_contracts": [ "I2601", "J2601" ], "raw_cost_change": -65.82113821, "lookback_start": "2025-08-08", "regime": "震荡或弱趋势", "horizon": 10, "signal": 0, "ready": true, "score": 0.01707907, "predicted_change": 1.15667929, "threshold": 13.54498811, "model_id": "2025-11-03-10", "reason": "信号不足，保持观望", "entry_date": "2025-11-11", "exit_date": "2025-11-24", "exit_idx": 941, "status": "scored", "entry": 3253.0, "exit": 3295.0, "move": 42.0, "cost": 4.6548, "risk_scale": 67.7249405513629, "daily_closes": [ [ "2025-11-11", 3242.0 ], [ "2025-11-12", 3255.0 ], [ "2025-11-13", 3254.0 ], [ "2025-11-14", 3256.0 ], [ "2025-11-17", 3302.0 ], [ "2025-11-18", 3286.0 ], [ "2025-11-19", 3277.0 ], [ "2025-11-20", 3267.0 ], [ "2025-11-21", 3270.0 ], [ "2025-11-24", 3295.0 ] ], "v1_signal": 0, "v1_code": "HC2601", "v1_matched": true }, { "signal_date": "2025-11-10", "code": "HC2601", "close": 3252.0, "vol": 0.0065856416525770746, "momentum": -1, "raw_contracts": [ "I2601", "J2601" ], "raw_cost_change": -65.82113821, "lookback_start": "2025-08-08", "regime": "震荡或弱趋势", "horizon": 20, "signal": 0, "ready": true, "score": -0.00095952, "predicted_change": -0.09190025, "threshold": 19.15550589, "model_id": "2025-11-03-20", "reason": "信号不足，保持观望", "entry_date": "2025-11-11", "exit_date": "2025-12-08", "exit_idx": 951, "status": "scored", "entry": 3253.0, "exit": 3290.0, "move": 37.0, "cost": 4.6543, "risk_scale": 95.77752943864903, "daily_closes": [ [ "2025-11-11", 3242.0 ], [ "2025-11-12", 3255.0 ], [ "2025-11-13", 3254.0 ], [ "2025-11-14", 3256.0 ], [ "2025-11-17", 3302.0 ], [ "2025-11-18", 3286.0 ], [ "2025-11-19", 3277.0 ], [ "2025-11-20", 3267.0 ], [ "2025-11-21", 3270.0 ], [ "2025-11-24", 3295.0 ], [ "2025-11-25", 3309.0 ], [ "2025-11-26", 3304.0 ], [ "2025-11-27", 3293.0 ], [ "2025-11-28", 3302.0 ], [ "2025-12-01", 3327.0 ], [ "2025-12-02", 3325.0 ], [ "2025-12-03", 3319.0 ], [ "2025-12-04", 3323.0 ], [ "2025-12-05", 3312.0 ], [ "2025-12-08", 3290.0 ] ], "v1_signal": 0, "v1_code": "HC2601", "v1_matched": true }, { "signal_date": "2025-11-11", "code": "HC2601", "close": 3242.0, "vol": 0.006473166321638527, "momentum": -1, "raw_contracts": [ "I2601", "J2601" ], "raw_cost_change": -97.98373984, "lookback_start": "2025-08-11", "regime": "震荡或弱趋势", "horizon": 5, "signal": 0, "ready": true, "score": -0.08900866, "predicted_change": -4.17683254, "threshold": 9.38522685, "model_id": "2025-11-03-5", "reason": "信号不足，保持观望", "entry_date": "2025-11-12", "exit_date": "2025-11-18", "exit_idx": 937, "status": "scored", "entry": 3246.0, "exit": 3286.0, "move": 40.0, "cost": 4.6532, "risk_scale": 46.926134236350784, "daily_closes": [ [ "2025-11-12", 3255.0 ], [ "2025-11-13", 3254.0 ], [ "2025-11-14", 3256.0 ], [ "2025-11-17", 3302.0 ], [ "2025-11-18", 3286.0 ] ], "v1_signal": 0, "v1_code": "HC2601", "v1_matched": true }, { "signal_date": "2025-11-11", "code": "HC2601", "close": 3242.0, "vol": 0.006473166321638527, "momentum": -1, "raw_contracts": [ "I2601", "J2601" ], "raw_cost_change": -97.98373984, "lookback_start": "2025-08-11", "regime": "震荡或弱趋势", "horizon": 10, "signal": 0, "ready": true, "score": 0.01287882, "predicted_change": 0.85468465, "threshold": 13.27271509, "model_id": "2025-11-03-10", "reason": "信号不足，保持观望", "entry_date": "2025-11-12", "exit_date": "2025-11-25", "exit_idx": 942, "status": "scored", "entry": 3246.0, "exit": 3309.0, "move": 63.0, "cost": 4.6555, "risk_scale": 66.3635754667877, "daily_closes": [ [ "2025-11-12", 3255.0 ], [ "2025-11-13", 3254.0 ], [ "2025-11-14", 3256.0 ], [ "2025-11-17", 3302.0 ], [ "2025-11-18", 3286.0 ], [ "2025-11-19", 3277.0 ], [ "2025-11-20", 3267.0 ], [ "2025-11-21", 3270.0 ], [ "2025-11-24", 3295.0 ], [ "2025-11-25", 3309.0 ] ], "v1_signal": 0, "v1_code": "HC2601", "v1_matched": true }, { "signal_date": "2025-11-11", "code": "HC2601", "close": 3242.0, "vol": 0.006473166321638527, "momentum": -1, "raw_contracts": [ "I2601", "J2601" ], "raw_cost_change": -97.98373984, "lookback_start": "2025-08-11", "regime": "震荡或弱趋势", "horizon": 20, "signal": 0, "ready": true, "score": 0.00558816, "predicted_change": 0.52446152, "threshold": 18.77045369, "model_id": "2025-11-03-20", "reason": "信号不足，保持观望", "entry_date": "2025-11-12", "exit_date": "2025-12-09", "exit_idx": 952, "status": "scored", "entry": 3246.0, "exit": 3258.0, "move": 12.0, "cost": 4.6504, "risk_scale": 93.85226847270157, "daily_closes": [ [ "2025-11-12", 3255.0 ], [ "2025-11-13", 3254.0 ], [ "2025-11-14", 3256.0 ], [ "2025-11-17", 3302.0 ], [ "2025-11-18", 3286.0 ], [ "2025-11-19", 3277.0 ], [ "2025-11-20", 3267.0 ], [ "2025-11-21", 3270.0 ], [ "2025-11-24", 3295.0 ], [ "2025-11-25", 3309.0 ], [ "2025-11-26", 3304.0 ], [ "2025-11-27", 3293.0 ], [ "2025-11-28", 3302.0 ], [ "2025-12-01", 3327.0 ], [ "2025-12-02", 3325.0 ], [ "2025-12-03", 3319.0 ], [ "2025-12-04", 3323.0 ], [ "2025-12-05", 3312.0 ], [ "2025-12-08", 3290.0 ], [ "2025-12-09", 3258.0 ] ], "v1_signal": 0, "v1_code": "HC2601", "v1_matched": true }, { "signal_date": "2025-11-12", "code": "HC2601", "close": 3255.0, "vol": 0.006168005496790126, "momentum": -1, "raw_contracts": [ "I2601", "J2601" ], "raw_cost_change": -128.74796748, "lookback_start": "2025-08-12", "regime": "震荡或弱趋势", "horizon": 5, "signal": 0, "ready": true, "score": 0.01788639, "predicted_change": 0.80297764, "threshold": 8.9786438, "model_id": "2025-11-03-5", "reason": "信号不足，保持观望", "entry_date": "2025-11-13", "exit_date": "2025-11-19", "exit_idx": 938, "status": "scored", "entry": 3260.0, "exit": 3277.0, "move": 17.0, "cost": 4.6537, "risk_scale": 44.8932190212311, "daily_closes": [ [ "2025-11-13", 3254.0 ], [ "2025-11-14", 3256.0 ], [ "2025-11-17", 3302.0 ], [ "2025-11-18", 3286.0 ], [ "2025-11-19", 3277.0 ] ], "v1_signal": 0, "v1_code": "HC2601", "v1_matched": true }, { "signal_date": "2025-11-12", "code": "HC2601", "close": 3255.0, "vol": 0.006168005496790126, "momentum": -1, "raw_contracts": [ "I2601", "J2601" ], "raw_cost_change": -128.74796748, "lookback_start": "2025-08-12", "regime": "震荡或弱趋势", "horizon": 10, "signal": 0, "ready": true, "score": 0.15381984, "predicted_change": 9.7658059, "threshold": 12.69771984, "model_id": "2025-11-03-10", "reason": "信号不足，保持观望", "entry_date": "2025-11-13", "exit_date": "2025-11-26", "exit_idx": 943, "status": "scored", "entry": 3260.0, "exit": 3304.0, "move": 44.0, "cost": 4.6564, "risk_scale": 63.488599198410824, "daily_closes": [ [ "2025-11-13", 3254.0 ], [ "2025-11-14", 3256.0 ], [ "2025-11-17", 3302.0 ], [ "2025-11-18", 3286.0 ], [ "2025-11-19", 3277.0 ], [ "2025-11-20", 3267.0 ], [ "2025-11-21", 3270.0 ], [ "2025-11-24", 3295.0 ], [ "2025-11-25", 3309.0 ], [ "2025-11-26", 3304.0 ] ], "v1_signal": 0, "v1_code": "HC2601", "v1_matched": true }, { "signal_date": "2025-11-12", "code": "HC2601", "close": 3255.0, "vol": 0.006168005496790126, "momentum": -1, "raw_contracts": [ "I2601", "J2601" ], "raw_cost_change": -128.74796748, "lookback_start": "2025-08-12", "regime": "震荡或弱趋势", "horizon": 20, "signal": 0, "ready": true, "score": 0.14356173, "predicted_change": 12.88989621, "threshold": 17.95728761, "model_id": "2025-11-03-20", "reason": "信号不足，保持观望", "entry_date": "2025-11-13", "exit_date": "2025-12-10", "exit_idx": 953, "status": "scored", "entry": 3260.0, "exit": 3280.0, "move": 20.0, "cost": 4.654, "risk_scale": 89.7864380424622, "daily_closes": [ [ "2025-11-13", 3254.0 ], [ "2025-11-14", 3256.0 ], [ "2025-11-17", 3302.0 ], [ "2025-11-18", 3286.0 ], [ "2025-11-19", 3277.0 ], [ "2025-11-20", 3267.0 ], [ "2025-11-21", 3270.0 ], [ "2025-11-24", 3295.0 ], [ "2025-11-25", 3309.0 ], [ "2025-11-26", 3304.0 ], [ "2025-11-27", 3293.0 ], [ "2025-11-28", 3302.0 ], [ "2025-12-01", 3327.0 ], [ "2025-12-02", 3325.0 ], [ "2025-12-03", 3319.0 ], [ "2025-12-04", 3323.0 ], [ "2025-12-05", 3312.0 ], [ "2025-12-08", 3290.0 ], [ "2025-12-09", 3258.0 ], [ "2025-12-10", 3280.0 ] ], "v1_signal": 0, "v1_code": "HC2601", "v1_matched": true }, { "signal_date": "2025-11-13", "code": "HC2601", "close": 3254.0, "vol": 0.006161316983423493, "momentum": -1, "raw_contracts": [ "I2601", "J2601" ], "raw_cost_change": -121.26829268, "lookback_start": "2025-08-13", "regime": "震荡或弱趋势", "horizon": 5, "signal": 0, "ready": true, "score": -0.04156738, "predicted_change": -1.86349738, "threshold": 8.96615204, "model_id": "2025-11-03-5", "reason": "信号不足，保持观望", "entry_date": "2025-11-14", "exit_date": "2025-11-20", "exit_idx": 939, "status": "scored", "entry": 3255.0, "exit": 3267.0, "move": 12.0, "cost": 4.6522, "risk_scale": 44.83076021346478, "daily_closes": [ [ "2025-11-14", 3256.0 ], [ "2025-11-17", 3302.0 ], [ "2025-11-18", 3286.0 ], [ "2025-11-19", 3277.0 ], [ "2025-11-20", 3267.0 ] ], "v1_signal": 0, "v1_code": "HC2601", "v1_matched": true }, { "signal_date": "2025-11-13", "code": "HC2601", "close": 3254.0, "vol": 0.006161316983423493, "momentum": -1, "raw_contracts": [ "I2601", "J2601" ], "raw_cost_change": -121.26829268, "lookback_start": "2025-08-13", "regime": "震荡或弱趋势", "horizon": 10, "signal": 0, "ready": true, "score": 0.08799897, "predicted_change": 5.57915811, "threshold": 12.68005382, "model_id": "2025-11-03-10", "reason": "信号不足，保持观望", "entry_date": "2025-11-14", "exit_date": "2025-11-27", "exit_idx": 944, "status": "scored", "entry": 3255.0, "exit": 3293.0, "move": 38.0, "cost": 4.6548, "risk_scale": 63.40026910537804, "daily_closes": [ [ "2025-11-14", 3256.0 ], [ "2025-11-17", 3302.0 ], [ "2025-11-18", 3286.0 ], [ "2025-11-19", 3277.0 ], [ "2025-11-20", 3267.0 ], [ "2025-11-21", 3270.0 ], [ "2025-11-24", 3295.0 ], [ "2025-11-25", 3309.0 ], [ "2025-11-26", 3304.0 ], [ "2025-11-27", 3293.0 ] ], "v1_signal": 0, "v1_code": "HC2601", "v1_matched": true }, { "signal_date": "2025-11-13", "code": "HC2601", "close": 3254.0, "vol": 0.006161316983423493, "momentum": -1, "raw_contracts": [ "I2601", "J2601" ], "raw_cost_change": -121.26829268, "lookback_start": "2025-08-13", "regime": "震荡或弱趋势", "horizon": 20, "signal": 0, "ready": true, "score": 0.08599042, "predicted_change": 7.7100318, "threshold": 17.93230409, "model_id": "2025-11-03-20", "reason": "信号不足，保持观望", "entry_date": "2025-11-14", "exit_date": "2025-12-11", "exit_idx": 954, "status": "scored", "entry": 3255.0, "exit": 3243.0, "move": -12.0, "cost": 4.6498, "risk_scale": 89.66152042692956, "daily_closes": [ [ "2025-11-14", 3256.0 ], [ "2025-11-17", 3302.0 ], [ "2025-11-18", 3286.0 ], [ "2025-11-19", 3277.0 ], [ "2025-11-20", 3267.0 ], [ "2025-11-21", 3270.0 ], [ "2025-11-24", 3295.0 ], [ "2025-11-25", 3309.0 ], [ "2025-11-26", 3304.0 ], [ "2025-11-27", 3293.0 ], [ "2025-11-28", 3302.0 ], [ "2025-12-01", 3327.0 ], [ "2025-12-02", 3325.0 ], [ "2025-12-03", 3319.0 ], [ "2025-12-04", 3323.0 ], [ "2025-12-05", 3312.0 ], [ "2025-12-08", 3290.0 ], [ "2025-12-09", 3258.0 ], [ "2025-12-10", 3280.0 ], [ "2025-12-11", 3243.0 ] ], "v1_signal": 0, "v1_code": "HC2601", "v1_matched": true }, { "signal_date": "2025-11-14", "code": "HC2601", "close": 3256.0, "vol": 0.0060378299067032366, "momentum": -1, "raw_contracts": [ "I2601", "J2601" ], "raw_cost_change": -120.16260163, "lookback_start": "2025-08-14", "regime": "震荡或弱趋势", "horizon": 5, "signal": 0, "ready": true, "score": 0.00907826, "predicted_change": 0.39907333, "threshold": 8.79184997, "model_id": "2025-11-03-5", "reason": "信号不足，保持观望", "entry_date": "2025-11-17", "exit_date": "2025-11-21", "exit_idx": 940, "status": "scored", "entry": 3256.0, "exit": 3270.0, "move": 14.0, "cost": 4.6526, "risk_scale": 43.95924983954919, "daily_closes": [ [ "2025-11-17", 3302.0 ], [ "2025-11-18", 3286.0 ], [ "2025-11-19", 3277.0 ], [ "2025-11-20", 3267.0 ], [ "2025-11-21", 3270.0 ] ], "v1_signal": 0, "v1_code": "HC2601", "v1_matched": true }, { "signal_date": "2025-11-14", "code": "HC2601", "close": 3256.0, "vol": 0.0060378299067032366, "momentum": -1, "raw_contracts": [ "I2601", "J2601" ], "raw_cost_change": -120.16260163, "lookback_start": "2025-08-14", "regime": "震荡或弱趋势", "horizon": 10, "signal": 0, "ready": true, "score": 0.15670386, "predicted_change": 9.74192894, "threshold": 12.43355346, "model_id": "2025-11-03-10", "reason": "信号不足，保持观望", "entry_date": "2025-11-17", "exit_date": "2025-11-28", "exit_idx": 945, "status": "scored", "entry": 3256.0, "exit": 3302.0, "move": 46.0, "cost": 4.6558, "risk_scale": 62.16776731483776, "daily_closes": [ [ "2025-11-17", 3302.0 ], [ "2025-11-18", 3286.0 ], [ "2025-11-19", 3277.0 ], [ "2025-11-20", 3267.0 ], [ "2025-11-21", 3270.0 ], [ "2025-11-24", 3295.0 ], [ "2025-11-25", 3309.0 ], [ "2025-11-26", 3304.0 ], [ "2025-11-27", 3293.0 ], [ "2025-11-28", 3302.0 ] ], "v1_signal": 0, "v1_code": "HC2601", "v1_matched": true }, { "signal_date": "2025-11-14", "code": "HC2601", "close": 3256.0, "vol": 0.0060378299067032366, "momentum": -1, "raw_contracts": [ "I2601", "J2601" ], "raw_cost_change": -120.16260163, "lookback_start": "2025-08-14", "regime": "震荡或弱趋势", "horizon": 20, "signal": 0, "ready": true, "score": 0.13175455, "predicted_change": 11.58366234, "threshold": 17.58369994, "model_id": "2025-11-03-20", "reason": "信号不足，保持观望", "entry_date": "2025-11-17", "exit_date": "2025-12-12", "exit_idx": 955, "status": "scored", "entry": 3256.0, "exit": 3240.0, "move": -16.0, "cost": 4.6496, "risk_scale": 87.91849967909837, "daily_closes": [ [ "2025-11-17", 3302.0 ], [ "2025-11-18", 3286.0 ], [ "2025-11-19", 3277.0 ], [ "2025-11-20", 3267.0 ], [ "2025-11-21", 3270.0 ], [ "2025-11-24", 3295.0 ], [ "2025-11-25", 3309.0 ], [ "2025-11-26", 3304.0 ], [ "2025-11-27", 3293.0 ], [ "2025-11-28", 3302.0 ], [ "2025-12-01", 3327.0 ], [ "2025-12-02", 3325.0 ], [ "2025-12-03", 3319.0 ], [ "2025-12-04", 3323.0 ], [ "2025-12-05", 3312.0 ], [ "2025-12-08", 3290.0 ], [ "2025-12-09", 3258.0 ], [ "2025-12-10", 3280.0 ], [ "2025-12-11", 3243.0 ], [ "2025-12-12", 3240.0 ] ], "v1_signal": 0, "v1_code": "HC2601", "v1_matched": true }, { "signal_date": "2025-11-17", "code": "HC2601", "close": 3302.0, "vol": 0.006716620731057779, "momentum": 1, "raw_contracts": [ "I2601", "J2601" ], "raw_cost_change": -23.51219512, "lookback_start": "2025-08-15", "regime": "震荡或弱趋势", "horizon": 5, "signal": 0, "ready": true, "score": 0.06909138, "predicted_change": 3.42638952, "threshold": 9.91842908, "model_id": "2025-11-03-5", "reason": "信号不足，保持观望", "entry_date": "2025-11-18", "exit_date": "2025-11-24", "exit_idx": 941, "status": "scored", "entry": 3300.0, "exit": 3295.0, "move": -5.0, "cost": 4.6595, "risk_scale": 49.5921454023749, "daily_closes": [ [ "2025-11-18", 3286.0 ], [ "2025-11-19", 3277.0 ], [ "2025-11-20", 3267.0 ], [ "2025-11-21", 3270.0 ], [ "2025-11-24", 3295.0 ] ], "v1_signal": 0, "v1_code": "HC2601", "v1_matched": true }, { "signal_date": "2025-11-17", "code": "HC2601", "close": 3302.0, "vol": 0.006716620731057779, "momentum": 1, "raw_contracts": [ "I2601", "J2601" ], "raw_cost_change": -23.51219512, "lookback_start": "2025-08-15", "regime": "震荡或弱趋势", "horizon": 10, "signal": 1, "ready": true, "score": 0.20698625, "predicted_change": 14.51674985, "threshold": 14.02677692, "model_id": "2025-11-03-10", "reason": "信号超过风险与费用门槛", "entry_date": "2025-11-18", "exit_date": "2025-12-01", "exit_idx": 946, "status": "scored", "entry": 3300.0, "exit": 3327.0, "move": 27.0, "cost": 4.6627, "risk_scale": 70.13388461521711, "daily_closes": [ [ "2025-11-18", 3286.0 ], [ "2025-11-19", 3277.0 ], [ "2025-11-20", 3267.0 ], [ "2025-11-21", 3270.0 ], [ "2025-11-24", 3295.0 ], [ "2025-11-25", 3309.0 ], [ "2025-11-26", 3304.0 ], [ "2025-11-27", 3293.0 ], [ "2025-11-28", 3302.0 ], [ "2025-12-01", 3327.0 ] ], "v1_signal": 0, "v1_code": "HC2601", "v1_matched": true }, { "signal_date": "2025-11-17", "code": "HC2601", "close": 3302.0, "vol": 0.006716620731057779, "momentum": 1, "raw_contracts": [ "I2601", "J2601" ], "raw_cost_change": -23.51219512, "lookback_start": "2025-08-15", "regime": "震荡或弱趋势", "horizon": 20, "signal": 1, "ready": true, "score": 0.27609016, "predicted_change": 27.38380685, "threshold": 19.83685816, "model_id": "2025-11-03-20", "reason": "信号超过风险与费用门槛", "entry_date": "2025-11-18", "exit_date": "2025-12-15", "exit_idx": 956, "status": "scored", "entry": 3300.0, "exit": 3238.0, "move": -62.0, "cost": 4.6538, "risk_scale": 99.1842908047498, "daily_closes": [ [ "2025-11-18", 3286.0 ], [ "2025-11-19", 3277.0 ], [ "2025-11-20", 3267.0 ], [ "2025-11-21", 3270.0 ], [ "2025-11-24", 3295.0 ], [ "2025-11-25", 3309.0 ], [ "2025-11-26", 3304.0 ], [ "2025-11-27", 3293.0 ], [ "2025-11-28", 3302.0 ], [ "2025-12-01", 3327.0 ], [ "2025-12-02", 3325.0 ], [ "2025-12-03", 3319.0 ], [ "2025-12-04", 3323.0 ], [ "2025-12-05", 3312.0 ], [ "2025-12-08", 3290.0 ], [ "2025-12-09", 3258.0 ], [ "2025-12-10", 3280.0 ], [ "2025-12-11", 3243.0 ], [ "2025-12-12", 3240.0 ], [ "2025-12-15", 3238.0 ] ], "v1_signal": 0, "v1_code": "HC2601", "v1_matched": true }, { "signal_date": "2025-11-18", "code": "HC2605", "close": 3295.0, "vol": 0.006748988353217616, "momentum": 1, "raw_contracts": [ "I2605", "J2605" ], "raw_cost_change": -40.7804878, "lookback_start": "2025-08-18", "regime": "震荡或弱趋势", "horizon": 5, "signal": 0, "ready": true, "score": -0.12549598, "predicted_change": -6.24034965, "threshold": 9.94509865, "model_id": "2025-11-03-5", "reason": "信号不足，保持观望", "entry_date": "2025-11-19", "exit_date": "2025-11-25", "exit_idx": 942, "status": "scored", "entry": 3290.0, "exit": 3299.0, "move": 9.0, "cost": 4.6589, "risk_scale": 49.72549324890579, "daily_closes": [ [ "2025-11-19", 3281.0 ], [ "2025-11-20", 3272.0 ], [ "2025-11-21", 3274.0 ], [ "2025-11-24", 3292.0 ], [ "2025-11-25", 3299.0 ] ], "v1_signal": 0, "v1_code": "HC2605", "v1_matched": true }, { "signal_date": "2025-11-18", "code": "HC2605", "close": 3295.0, "vol": 0.006748988353217616, "momentum": 1, "raw_contracts": [ "I2605", "J2605" ], "raw_cost_change": -40.7804878, "lookback_start": "2025-08-18", "regime": "震荡或弱趋势", "horizon": 10, "signal": 0, "ready": true, "score": -0.03265626, "predicted_change": -2.29646911, "threshold": 14.06449339, "model_id": "2025-11-03-10", "reason": "信号不足，保持观望", "entry_date": "2025-11-19", "exit_date": "2025-12-02", "exit_idx": 947, "status": "scored", "entry": 3290.0, "exit": 3322.0, "move": 32.0, "cost": 4.6612, "risk_scale": 70.32246694829435, "daily_closes": [ [ "2025-11-19", 3281.0 ], [ "2025-11-20", 3272.0 ], [ "2025-11-21", 3274.0 ], [ "2025-11-24", 3292.0 ], [ "2025-11-25", 3299.0 ], [ "2025-11-26", 3295.0 ], [ "2025-11-27", 3281.0 ], [ "2025-11-28", 3288.0 ], [ "2025-12-01", 3320.0 ], [ "2025-12-02", 3322.0 ] ], "v1_signal": 0, "v1_code": "HC2605", "v1_matched": true }, { "signal_date": "2025-11-18", "code": "HC2605", "close": 3295.0, "vol": 0.006748988353217616, "momentum": 1, "raw_contracts": [ "I2605", "J2605" ], "raw_cost_change": -40.7804878, "lookback_start": "2025-08-18", "regime": "震荡或弱趋势", "horizon": 20, "signal": 0, "ready": true, "score": 0.10299328, "predicted_change": 10.2427835, "threshold": 19.8901973, "model_id": "2025-11-03-20", "reason": "信号不足，保持观望", "entry_date": "2025-11-19", "exit_date": "2025-12-16", "exit_idx": 957, "status": "scored", "entry": 3290.0, "exit": 3246.0, "move": -44.0, "cost": 4.6536, "risk_scale": 99.45098649781158, "daily_closes": [ [ "2025-11-19", 3281.0 ], [ "2025-11-20", 3272.0 ], [ "2025-11-21", 3274.0 ], [ "2025-11-24", 3292.0 ], [ "2025-11-25", 3299.0 ], [ "2025-11-26", 3295.0 ], [ "2025-11-27", 3281.0 ], [ "2025-11-28", 3288.0 ], [ "2025-12-01", 3320.0 ], [ "2025-12-02", 3322.0 ], [ "2025-12-03", 3324.0 ], [ "2025-12-04", 3332.0 ], [ "2025-12-05", 3320.0 ], [ "2025-12-08", 3291.0 ], [ "2025-12-09", 3252.0 ], [ "2025-12-10", 3282.0 ], [ "2025-12-11", 3238.0 ], [ "2025-12-12", 3232.0 ], [ "2025-12-15", 3233.0 ], [ "2025-12-16", 3246.0 ] ], "v1_signal": 0, "v1_code": "HC2605", "v1_matched": true }, { "signal_date": "2025-11-19", "code": "HC2605", "close": 3281.0, "vol": 0.00667884859786621, "momentum": 1, "raw_contracts": [ "I2605", "J2605" ], "raw_cost_change": -56.16260163, "lookback_start": "2025-08-19", "regime": "震荡或弱趋势", "horizon": 5, "signal": 0, "ready": true, "score": -0.1646449, "predicted_change": -8.06753966, "threshold": 9.79992669, "model_id": "2025-11-03-5", "reason": "信号不足，保持观望", "entry_date": "2025-11-20", "exit_date": "2025-11-26", "exit_idx": 943, "status": "scored", "entry": 3283.0, "exit": 3295.0, "move": 12.0, "cost": 4.6578, "risk_scale": 48.999633441602505, "daily_closes": [ [ "2025-11-20", 3272.0 ], [ "2025-11-21", 3274.0 ], [ "2025-11-24", 3292.0 ], [ "2025-11-25", 3299.0 ], [ "2025-11-26", 3295.0 ] ], "v1_signal": 0, "v1_code": "HC2605", "v1_matched": true }, { "signal_date": "2025-11-19", "code": "HC2605", "close": 3281.0, "vol": 0.00667884859786621, "momentum": 1, "raw_contracts": [ "I2605", "J2605" ], "raw_cost_change": -56.16260163, "lookback_start": "2025-08-19", "regime": "震荡或弱趋势", "horizon": 10, "signal": 0, "ready": true, "score": -0.09815116, "predicted_change": -6.80147759, "threshold": 13.85918923, "model_id": "2025-11-03-10", "reason": "信号不足，保持观望", "entry_date": "2025-11-20", "exit_date": "2025-12-03", "exit_idx": 948, "status": "scored", "entry": 3283.0, "exit": 3324.0, "move": 41.0, "cost": 4.6607, "risk_scale": 69.29594616442452, "daily_closes": [ [ "2025-11-20", 3272.0 ], [ "2025-11-21", 3274.0 ], [ "2025-11-24", 3292.0 ], [ "2025-11-25", 3299.0 ], [ "2025-11-26", 3295.0 ], [ "2025-11-27", 3281.0 ], [ "2025-11-28", 3288.0 ], [ "2025-12-01", 3320.0 ], [ "2025-12-02", 3322.0 ], [ "2025-12-03", 3324.0 ] ], "v1_signal": 0, "v1_code": "HC2605", "v1_matched": true }, { "signal_date": "2025-11-19", "code": "HC2605", "close": 3281.0, "vol": 0.00667884859786621, "momentum": 1, "raw_contracts": [ "I2605", "J2605" ], "raw_cost_change": -56.16260163, "lookback_start": "2025-08-19", "regime": "震荡或弱趋势", "horizon": 20, "signal": 0, "ready": true, "score": -0.06041876, "predicted_change": -5.92099374, "threshold": 19.59985338, "model_id": "2025-11-03-20", "reason": "信号不足，保持观望", "entry_date": "2025-11-20", "exit_date": "2025-12-17", "exit_idx": 958, "status": "scored", "entry": 3283.0, "exit": 3245.0, "move": -38.0, "cost": 4.6528, "risk_scale": 97.99926688320501, "daily_closes": [ [ "2025-11-20", 3272.0 ], [ "2025-11-21", 3274.0 ], [ "2025-11-24", 3292.0 ], [ "2025-11-25", 3299.0 ], [ "2025-11-26", 3295.0 ], [ "2025-11-27", 3281.0 ], [ "2025-11-28", 3288.0 ], [ "2025-12-01", 3320.0 ], [ "2025-12-02", 3322.0 ], [ "2025-12-03", 3324.0 ], [ "2025-12-04", 3332.0 ], [ "2025-12-05", 3320.0 ], [ "2025-12-08", 3291.0 ], [ "2025-12-09", 3252.0 ], [ "2025-12-10", 3282.0 ], [ "2025-12-11", 3238.0 ], [ "2025-12-12", 3232.0 ], [ "2025-12-15", 3233.0 ], [ "2025-12-16", 3246.0 ], [ "2025-12-17", 3245.0 ] ], "v1_signal": 0, "v1_code": "HC2605", "v1_matched": true }, { "signal_date": "2025-11-20", "code": "HC2605", "close": 3272.0, "vol": 0.0066650323640269704, "momentum": 1, "raw_contracts": [ "I2605", "J2605" ], "raw_cost_change": -81.46341463, "lookback_start": "2025-08-20", "regime": "震荡或弱趋势", "horizon": 5, "signal": -1, "ready": true, "score": -0.25765345, "predicted_change": -12.56424882, "threshold": 9.75282778, "model_id": "2025-11-03-5", "reason": "信号超过风险与费用门槛", "entry_date": "2025-11-21", "exit_date": "2025-11-27", "exit_idx": 944, "status": "scored", "entry": 3275.0, "exit": 3281.0, "move": 6.0, "cost": 4.6556, "risk_scale": 48.76413891379181, "daily_closes": [ [ "2025-11-21", 3274.0 ], [ "2025-11-24", 3292.0 ], [ "2025-11-25", 3299.0 ], [ "2025-11-26", 3295.0 ], [ "2025-11-27", 3281.0 ] ], "v1_signal": 0, "v1_code": "HC2605", "v1_matched": true }, { "signal_date": "2025-11-20", "code": "HC2605", "close": 3272.0, "vol": 0.0066650323640269704, "momentum": 1, "raw_contracts": [ "I2605", "J2605" ], "raw_cost_change": -81.46341463, "lookback_start": "2025-08-20", "regime": "震荡或弱趋势", "horizon": 10, "signal": -1, "ready": true, "score": -0.24329046, "predicted_change": -16.7780175, "threshold": 13.79258132, "model_id": "2025-11-03-10", "reason": "信号超过风险与费用门槛", "entry_date": "2025-11-21", "exit_date": "2025-12-04", "exit_idx": 949, "status": "scored", "entry": 3275.0, "exit": 3332.0, "move": 57.0, "cost": 4.6607, "risk_scale": 68.96290660932999, "daily_closes": [ [ "2025-11-21", 3274.0 ], [ "2025-11-24", 3292.0 ], [ "2025-11-25", 3299.0 ], [ "2025-11-26", 3295.0 ], [ "2025-11-27", 3281.0 ], [ "2025-11-28", 3288.0 ], [ "2025-12-01", 3320.0 ], [ "2025-12-02", 3322.0 ], [ "2025-12-03", 3324.0 ], [ "2025-12-04", 3332.0 ] ], "v1_signal": 0, "v1_code": "HC2605", "v1_matched": true }, { "signal_date": "2025-11-20", "code": "HC2605", "close": 3272.0, "vol": 0.0066650323640269704, "momentum": 1, "raw_contracts": [ "I2605", "J2605" ], "raw_cost_change": -81.46341463, "lookback_start": "2025-08-20", "regime": "震荡或弱趋势", "horizon": 20, "signal": -1, "ready": true, "score": -0.23026237, "predicted_change": -22.45709282, "threshold": 19.50565557, "model_id": "2025-11-03-20", "reason": "信号超过风险与费用门槛", "entry_date": "2025-11-21", "exit_date": "2025-12-18", "exit_idx": 959, "status": "scored", "entry": 3275.0, "exit": 3277.0, "move": 2.0, "cost": 4.6552, "risk_scale": 97.52827782758362, "daily_closes": [ [ "2025-11-21", 3274.0 ], [ "2025-11-24", 3292.0 ], [ "2025-11-25", 3299.0 ], [ "2025-11-26", 3295.0 ], [ "2025-11-27", 3281.0 ], [ "2025-11-28", 3288.0 ], [ "2025-12-01", 3320.0 ], [ "2025-12-02", 3322.0 ], [ "2025-12-03", 3324.0 ], [ "2025-12-04", 3332.0 ], [ "2025-12-05", 3320.0 ], [ "2025-12-08", 3291.0 ], [ "2025-12-09", 3252.0 ], [ "2025-12-10", 3282.0 ], [ "2025-12-11", 3238.0 ], [ "2025-12-12", 3232.0 ], [ "2025-12-15", 3233.0 ], [ "2025-12-16", 3246.0 ], [ "2025-12-17", 3245.0 ], [ "2025-12-18", 3277.0 ] ], "v1_signal": 0, "v1_code": "HC2605", "v1_matched": true }, { "signal_date": "2025-11-21", "code": "HC2605", "close": 3274.0, "vol": 0.006651326884471186, "momentum": 1, "raw_contracts": [ "I2605", "J2605" ], "raw_cost_change": -29.91869919, "lookback_start": "2025-08-21", "regime": "震荡或弱趋势", "horizon": 5, "signal": 0, "ready": true, "score": -0.19336982, "predicted_change": -9.41587461, "threshold": 9.73872192, "model_id": "2025-11-03-5", "reason": "信号不足，保持观望", "entry_date": "2025-11-24", "exit_date": "2025-11-28", "exit_idx": 945, "status": "scored", "entry": 3274.0, "exit": 3288.0, "move": 14.0, "cost": 4.6562, "risk_scale": 48.69360958361274, "daily_closes": [ [ "2025-11-24", 3292.0 ], [ "2025-11-25", 3299.0 ], [ "2025-11-26", 3295.0 ], [ "2025-11-27", 3281.0 ], [ "2025-11-28", 3288.0 ] ], "v1_signal": 0, "v1_code": "HC2605", "v1_matched": true }, { "signal_date": "2025-11-21", "code": "HC2605", "close": 3274.0, "vol": 0.006651326884471186, "momentum": 1, "raw_contracts": [ "I2605", "J2605" ], "raw_cost_change": -29.91869919, "lookback_start": "2025-08-21", "regime": "震荡或弱趋势", "horizon": 10, "signal": 0, "ready": true, "score": -0.19764244, "predicted_change": -13.61028373, "threshold": 13.77263261, "model_id": "2025-11-03-10", "reason": "信号不足，保持观望", "entry_date": "2025-11-24", "exit_date": "2025-12-05", "exit_idx": 950, "status": "scored", "entry": 3274.0, "exit": 3320.0, "move": 46.0, "cost": 4.6594, "risk_scale": 68.86316307404566, "daily_closes": [ [ "2025-11-24", 3292.0 ], [ "2025-11-25", 3299.0 ], [ "2025-11-26", 3295.0 ], [ "2025-11-27", 3281.0 ], [ "2025-11-28", 3288.0 ], [ "2025-12-01", 3320.0 ], [ "2025-12-02", 3322.0 ], [ "2025-12-03", 3324.0 ], [ "2025-12-04", 3332.0 ], [ "2025-12-05", 3320.0 ] ], "v1_signal": 0, "v1_code": "HC2605", "v1_matched": true }, { "signal_date": "2025-11-21", "code": "HC2605", "close": 3274.0, "vol": 0.006651326884471186, "momentum": 1, "raw_contracts": [ "I2605", "J2605" ], "raw_cost_change": -29.91869919, "lookback_start": "2025-08-21", "regime": "震荡或弱趋势", "horizon": 20, "signal": 0, "ready": true, "score": -0.15612972, "predicted_change": -15.20503919, "threshold": 19.47744383, "model_id": "2025-11-03-20", "reason": "信号不足，保持观望", "entry_date": "2025-11-24", "exit_date": "2025-12-19", "exit_idx": 960, "status": "scored", "entry": 3274.0, "exit": 3269.0, "move": -5.0, "cost": 4.6543, "risk_scale": 97.38721916722548, "daily_closes": [ [ "2025-11-24", 3292.0 ], [ "2025-11-25", 3299.0 ], [ "2025-11-26", 3295.0 ], [ "2025-11-27", 3281.0 ], [ "2025-11-28", 3288.0 ], [ "2025-12-01", 3320.0 ], [ "2025-12-02", 3322.0 ], [ "2025-12-03", 3324.0 ], [ "2025-12-04", 3332.0 ], [ "2025-12-05", 3320.0 ], [ "2025-12-08", 3291.0 ], [ "2025-12-09", 3252.0 ], [ "2025-12-10", 3282.0 ], [ "2025-12-11", 3238.0 ], [ "2025-12-12", 3232.0 ], [ "2025-12-15", 3233.0 ], [ "2025-12-16", 3246.0 ], [ "2025-12-17", 3245.0 ], [ "2025-12-18", 3277.0 ], [ "2025-12-19", 3269.0 ] ], "v1_signal": 0, "v1_code": "HC2605", "v1_matched": true }, { "signal_date": "2025-11-24", "code": "HC2605", "close": 3292.0, "vol": 0.0059046557987242005, "momentum": 1, "raw_contracts": [ "I2605", "J2605" ], "raw_cost_change": -10.56910569, "lookback_start": "2025-08-22", "regime": "震荡或弱趋势", "horizon": 5, "signal": 0, "ready": true, "score": -0.14109358, "predicted_change": -6.13262859, "threshold": 8.69299462, "model_id": "2025-11-03-5", "reason": "信号不足，保持观望", "entry_date": "2025-11-25", "exit_date": "2025-12-01", "exit_idx": 946, "status": "scored", "entry": 3290.0, "exit": 3320.0, "move": 30.0, "cost": 4.661, "risk_scale": 43.46497307996509, "daily_closes": [ [ "2025-11-25", 3299.0 ], [ "2025-11-26", 3295.0 ], [ "2025-11-27", 3281.0 ], [ "2025-11-28", 3288.0 ], [ "2025-12-01", 3320.0 ] ], "v1_signal": 0, "v1_code": "HC2605", "v1_matched": true }, { "signal_date": "2025-11-24", "code": "HC2605", "close": 3292.0, "vol": 0.0059046557987242005, "momentum": 1, "raw_contracts": [ "I2605", "J2605" ], "raw_cost_change": -10.56910569, "lookback_start": "2025-08-22", "regime": "震荡或弱趋势", "horizon": 10, "signal": -1, "ready": true, "score": -0.21467885, "predicted_change": -13.19604164, "threshold": 12.29375088, "model_id": "2025-11-03-10", "reason": "信号超过风险与费用门槛", "entry_date": "2025-11-25", "exit_date": "2025-12-08", "exit_idx": 951, "status": "scored", "entry": 3290.0, "exit": 3291.0, "move": 1.0, "cost": 4.6581, "risk_scale": 61.468754417868105, "daily_closes": [ [ "2025-11-25", 3299.0 ], [ "2025-11-26", 3295.0 ], [ "2025-11-27", 3281.0 ], [ "2025-11-28", 3288.0 ], [ "2025-12-01", 3320.0 ], [ "2025-12-02", 3322.0 ], [ "2025-12-03", 3324.0 ], [ "2025-12-04", 3332.0 ], [ "2025-12-05", 3320.0 ], [ "2025-12-08", 3291.0 ] ], "v1_signal": 0, "v1_code": "HC2605", "v1_matched": true }, { "signal_date": "2025-11-24", "code": "HC2605", "close": 3292.0, "vol": 0.0059046557987242005, "momentum": 1, "raw_contracts": [ "I2605", "J2605" ], "raw_cost_change": -10.56910569, "lookback_start": "2025-08-22", "regime": "震荡或弱趋势", "horizon": 20, "signal": 0, "ready": true, "score": -0.1915888, "predicted_change": -16.65480377, "threshold": 17.38598923, "model_id": "2025-11-03-20", "reason": "信号不足，保持观望", "entry_date": "2025-11-25", "exit_date": "2025-12-22", "exit_idx": 961, "status": "scored", "entry": 3290.0, "exit": 3277.0, "move": -13.0, "cost": 4.6567, "risk_scale": 86.92994615993018, "daily_closes": [ [ "2025-11-25", 3299.0 ], [ "2025-11-26", 3295.0 ], [ "2025-11-27", 3281.0 ], [ "2025-11-28", 3288.0 ], [ "2025-12-01", 3320.0 ], [ "2025-12-02", 3322.0 ], [ "2025-12-03", 3324.0 ], [ "2025-12-04", 3332.0 ], [ "2025-12-05", 3320.0 ], [ "2025-12-08", 3291.0 ], [ "2025-12-09", 3252.0 ], [ "2025-12-10", 3282.0 ], [ "2025-12-11", 3238.0 ], [ "2025-12-12", 3232.0 ], [ "2025-12-15", 3233.0 ], [ "2025-12-16", 3246.0 ], [ "2025-12-17", 3245.0 ], [ "2025-12-18", 3277.0 ], [ "2025-12-19", 3269.0 ], [ "2025-12-22", 3277.0 ] ], "v1_signal": 0, "v1_code": "HC2605", "v1_matched": true }, { "signal_date": "2025-11-25", "code": "HC2605", "close": 3299.0, "vol": 0.005920441178812724, "momentum": 1, "raw_contracts": [ "I2605", "J2605" ], "raw_cost_change": 42.76422764, "lookback_start": "2025-08-25", "regime": "震荡或弱趋势", "horizon": 5, "signal": 0, "ready": true, "score": -0.1109974, "predicted_change": -4.84768301, "threshold": 8.73476819, "model_id": "2025-11-03-5", "reason": "信号不足，保持观望", "entry_date": "2025-11-26", "exit_date": "2025-12-02", "exit_idx": 947, "status": "scored", "entry": 3296.0, "exit": 3322.0, "move": 26.0, "cost": 4.6618, "risk_scale": 43.67384096869438, "daily_closes": [ [ "2025-11-26", 3295.0 ], [ "2025-11-27", 3281.0 ], [ "2025-11-28", 3288.0 ], [ "2025-12-01", 3320.0 ], [ "2025-12-02", 3322.0 ] ], "v1_signal": 1, "v1_code": "HC2605", "v1_matched": true }, { "signal_date": "2025-11-25", "code": "HC2605", "close": 3299.0, "vol": 0.005920441178812724, "momentum": 1, "raw_contracts": [ "I2605", "J2605" ], "raw_cost_change": 42.76422764, "lookback_start": "2025-08-25", "regime": "震荡或弱趋势", "horizon": 10, "signal": 0, "ready": true, "score": -0.16313701, "predicted_change": -10.07601665, "threshold": 12.35282764, "model_id": "2025-11-03-10", "reason": "信号不足，保持观望", "entry_date": "2025-11-26", "exit_date": "2025-12-09", "exit_idx": 952, "status": "scored", "entry": 3296.0, "exit": 3252.0, "move": -44.0, "cost": 4.6548, "risk_scale": 61.7641382188533, "daily_closes": [ [ "2025-11-26", 3295.0 ], [ "2025-11-27", 3281.0 ], [ "2025-11-28", 3288.0 ], [ "2025-12-01", 3320.0 ], [ "2025-12-02", 3322.0 ], [ "2025-12-03", 3324.0 ], [ "2025-12-04", 3332.0 ], [ "2025-12-05", 3320.0 ], [ "2025-12-08", 3291.0 ], [ "2025-12-09", 3252.0 ] ], "v1_signal": 1, "v1_code": "HC2605", "v1_matched": true }, { "signal_date": "2025-11-25", "code": "HC2605", "close": 3299.0, "vol": 0.005920441178812724, "momentum": 1, "raw_contracts": [ "I2605", "J2605" ], "raw_cost_change": 42.76422764, "lookback_start": "2025-08-25", "regime": "震荡或弱趋势", "horizon": 20, "signal": 0, "ready": true, "score": -0.07671709, "predicted_change": -6.7010601, "threshold": 17.46953639, "model_id": "2025-11-03-20", "reason": "信号不足，保持观望", "entry_date": "2025-11-26", "exit_date": "2025-12-23", "exit_idx": 962, "status": "scored", "entry": 3296.0, "exit": 3281.0, "move": -15.0, "cost": 4.6577, "risk_scale": 87.34768193738876, "daily_closes": [ [ "2025-11-26", 3295.0 ], [ "2025-11-27", 3281.0 ], [ "2025-11-28", 3288.0 ], [ "2025-12-01", 3320.0 ], [ "2025-12-02", 3322.0 ], [ "2025-12-03", 3324.0 ], [ "2025-12-04", 3332.0 ], [ "2025-12-05", 3320.0 ], [ "2025-12-08", 3291.0 ], [ "2025-12-09", 3252.0 ], [ "2025-12-10", 3282.0 ], [ "2025-12-11", 3238.0 ], [ "2025-12-12", 3232.0 ], [ "2025-12-15", 3233.0 ], [ "2025-12-16", 3246.0 ], [ "2025-12-17", 3245.0 ], [ "2025-12-18", 3277.0 ], [ "2025-12-19", 3269.0 ], [ "2025-12-22", 3277.0 ], [ "2025-12-23", 3281.0 ] ], "v1_signal": 1, "v1_code": "HC2605", "v1_matched": true }, { "signal_date": "2025-11-26", "code": "HC2605", "close": 3295.0, "vol": 0.0050820901110222695, "momentum": 1, "raw_contracts": [ "I2605", "J2605" ], "raw_cost_change": 12.84552846, "lookback_start": "2025-08-26", "regime": "震荡或弱趋势", "horizon": 5, "signal": 0, "ready": true, "score": -0.00996068, "predicted_change": -0.37296814, "threshold": 7.48880941, "model_id": "2025-11-03-5", "reason": "信号不足，保持观望", "entry_date": "2025-11-27", "exit_date": "2025-12-03", "exit_idx": 948, "status": "scored", "entry": 3285.0, "exit": 3324.0, "move": 39.0, "cost": 4.6609, "risk_scale": 37.444047060103195, "daily_closes": [ [ "2025-11-27", 3281.0 ], [ "2025-11-28", 3288.0 ], [ "2025-12-01", 3320.0 ], [ "2025-12-02", 3322.0 ], [ "2025-12-03", 3324.0 ] ], "v1_signal": 1, "v1_code": "HC2605", "v1_matched": true }, { "signal_date": "2025-11-26", "code": "HC2605", "close": 3295.0, "vol": 0.0050820901110222695, "momentum": 1, "raw_contracts": [ "I2605", "J2605" ], "raw_cost_change": 12.84552846, "lookback_start": "2025-08-26", "regime": "震荡或弱趋势", "horizon": 10, "signal": 0, "ready": true, "score": -0.12980492, "predicted_change": -6.87367388, "threshold": 10.59077584, "model_id": "2025-11-03-10", "reason": "信号不足，保持观望", "entry_date": "2025-11-27", "exit_date": "2025-12-10", "exit_idx": 953, "status": "scored", "entry": 3285.0, "exit": 3282.0, "move": -3.0, "cost": 4.6567, "risk_scale": 52.95387918253436, "daily_closes": [ [ "2025-11-27", 3281.0 ], [ "2025-11-28", 3288.0 ], [ "2025-12-01", 3320.0 ], [ "2025-12-02", 3322.0 ], [ "2025-12-03", 3324.0 ], [ "2025-12-04", 3332.0 ], [ "2025-12-05", 3320.0 ], [ "2025-12-08", 3291.0 ], [ "2025-12-09", 3252.0 ], [ "2025-12-10", 3282.0 ] ], "v1_signal": 1, "v1_code": "HC2605", "v1_matched": true }, { "signal_date": "2025-11-26", "code": "HC2605", "close": 3295.0, "vol": 0.0050820901110222695, "momentum": 1, "raw_contracts": [ "I2605", "J2605" ], "raw_cost_change": 12.84552846, "lookback_start": "2025-08-26", "regime": "震荡或弱趋势", "horizon": 20, "signal": 0, "ready": true, "score": -0.16612315, "predicted_change": -12.44064631, "threshold": 14.97761882, "model_id": "2025-11-03-20", "reason": "信号不足，保持观望", "entry_date": "2025-11-27", "exit_date": "2025-12-24", "exit_idx": 963, "status": "scored", "entry": 3285.0, "exit": 3285.0, "move": 0.0, "cost": 4.657, "risk_scale": 74.88809412020639, "daily_closes": [ [ "2025-11-27", 3281.0 ], [ "2025-11-28", 3288.0 ], [ "2025-12-01", 3320.0 ], [ "2025-12-02", 3322.0 ], [ "2025-12-03", 3324.0 ], [ "2025-12-04", 3332.0 ], [ "2025-12-05", 3320.0 ], [ "2025-12-08", 3291.0 ], [ "2025-12-09", 3252.0 ], [ "2025-12-10", 3282.0 ], [ "2025-12-11", 3238.0 ], [ "2025-12-12", 3232.0 ], [ "2025-12-15", 3233.0 ], [ "2025-12-16", 3246.0 ], [ "2025-12-17", 3245.0 ], [ "2025-12-18", 3277.0 ], [ "2025-12-19", 3269.0 ], [ "2025-12-22", 3277.0 ], [ "2025-12-23", 3281.0 ], [ "2025-12-24", 3285.0 ] ], "v1_signal": 1, "v1_code": "HC2605", "v1_matched": true }, { "signal_date": "2025-11-27", "code": "HC2605", "close": 3281.0, "vol": 0.004766236075856843, "momentum": 1, "raw_contracts": [ "I2605", "J2605" ], "raw_cost_change": 16.84552846, "lookback_start": "2025-08-27", "regime": "震荡或弱趋势", "horizon": 5, "signal": 0, "ready": true, "score": 0.04334536, "predicted_change": 1.51568668, "threshold": 6.9935354, "model_id": "2025-11-03-5", "reason": "信号不足，保持观望", "entry_date": "2025-11-28", "exit_date": "2025-12-04", "exit_idx": 949, "status": "scored", "entry": 3281.0, "exit": 3332.0, "move": 51.0, "cost": 4.6613, "risk_scale": 34.96767701662543, "daily_closes": [ [ "2025-11-28", 3288.0 ], [ "2025-12-01", 3320.0 ], [ "2025-12-02", 3322.0 ], [ "2025-12-03", 3324.0 ], [ "2025-12-04", 3332.0 ] ], "v1_signal": 1, "v1_code": "HC2605", "v1_matched": true }, { "signal_date": "2025-11-27", "code": "HC2605", "close": 3281.0, "vol": 0.004766236075856843, "momentum": 1, "raw_contracts": [ "I2605", "J2605" ], "raw_cost_change": 16.84552846, "lookback_start": "2025-08-27", "regime": "震荡或弱趋势", "horizon": 10, "signal": 0, "ready": true, "score": -0.06637796, "predicted_change": -3.282507, "threshold": 9.89035262, "model_id": "2025-11-03-10", "reason": "信号不足，保持观望", "entry_date": "2025-11-28", "exit_date": "2025-12-11", "exit_idx": 954, "status": "scored", "entry": 3281.0, "exit": 3238.0, "move": -43.0, "cost": 4.6519, "risk_scale": 49.451763081593654, "daily_closes": [ [ "2025-11-28", 3288.0 ], [ "2025-12-01", 3320.0 ], [ "2025-12-02", 3322.0 ], [ "2025-12-03", 3324.0 ], [ "2025-12-04", 3332.0 ], [ "2025-12-05", 3320.0 ], [ "2025-12-08", 3291.0 ], [ "2025-12-09", 3252.0 ], [ "2025-12-10", 3282.0 ], [ "2025-12-11", 3238.0 ] ], "v1_signal": 1, "v1_code": "HC2605", "v1_matched": true }, { "signal_date": "2025-11-27", "code": "HC2605", "close": 3281.0, "vol": 0.004766236075856843, "momentum": 1, "raw_contracts": [ "I2605", "J2605" ], "raw_cost_change": 16.84552846, "lookback_start": "2025-08-27", "regime": "震荡或弱趋势", "horizon": 20, "signal": 0, "ready": true, "score": -0.14738597, "predicted_change": -10.30749019, "threshold": 13.98707081, "model_id": "2025-11-03-20", "reason": "信号不足，保持观望", "entry_date": "2025-11-28", "exit_date": "2025-12-25", "exit_idx": 964, "status": "scored", "entry": 3281.0, "exit": 3280.0, "move": -1.0, "cost": 4.6561, "risk_scale": 69.93535403325086, "daily_closes": [ [ "2025-11-28", 3288.0 ], [ "2025-12-01", 3320.0 ], [ "2025-12-02", 3322.0 ], [ "2025-12-03", 3324.0 ], [ "2025-12-04", 3332.0 ], [ "2025-12-05", 3320.0 ], [ "2025-12-08", 3291.0 ], [ "2025-12-09", 3252.0 ], [ "2025-12-10", 3282.0 ], [ "2025-12-11", 3238.0 ], [ "2025-12-12", 3232.0 ], [ "2025-12-15", 3233.0 ], [ "2025-12-16", 3246.0 ], [ "2025-12-17", 3245.0 ], [ "2025-12-18", 3277.0 ], [ "2025-12-19", 3269.0 ], [ "2025-12-22", 3277.0 ], [ "2025-12-23", 3281.0 ], [ "2025-12-24", 3285.0 ], [ "2025-12-25", 3280.0 ] ], "v1_signal": 1, "v1_code": "HC2605", "v1_matched": true }, { "signal_date": "2025-11-28", "code": "HC2605", "close": 3288.0, "vol": 0.004781084858154788, "momentum": 1, "raw_contracts": [ "I2605", "J2605" ], "raw_cost_change": 3.57723577, "lookback_start": "2025-08-28", "regime": "震荡或弱趋势", "horizon": 5, "signal": 0, "ready": true, "score": -0.01154352, "predicted_change": -0.40577146, "threshold": 7.0302903, "model_id": "2025-11-03-5", "reason": "信号不足，保持观望", "entry_date": "2025-12-01", "exit_date": "2025-12-05", "exit_idx": 950, "status": "scored", "entry": 3281.0, "exit": 3320.0, "move": 39.0, "cost": 4.6601, "risk_scale": 35.151451502807504, "daily_closes": [ [ "2025-12-01", 3320.0 ], [ "2025-12-02", 3322.0 ], [ "2025-12-03", 3324.0 ], [ "2025-12-04", 3332.0 ], [ "2025-12-05", 3320.0 ] ], "v1_signal": 1, "v1_code": "HC2605", "v1_matched": true }, { "signal_date": "2025-11-28", "code": "HC2605", "close": 3288.0, "vol": 0.004781084858154788, "momentum": 1, "raw_contracts": [ "I2605", "J2605" ], "raw_cost_change": 3.57723577, "lookback_start": "2025-08-28", "regime": "震荡或弱趋势", "horizon": 10, "signal": 0, "ready": true, "score": -0.09879961, "predicted_change": -4.91149278, "threshold": 9.94233189, "model_id": "2025-11-03-10", "reason": "信号不足，保持观望", "entry_date": "2025-12-01", "exit_date": "2025-12-12", "exit_idx": 955, "status": "scored", "entry": 3281.0, "exit": 3232.0, "move": -49.0, "cost": 4.6513, "risk_scale": 49.71165945237049, "daily_closes": [ [ "2025-12-01", 3320.0 ], [ "2025-12-02", 3322.0 ], [ "2025-12-03", 3324.0 ], [ "2025-12-04", 3332.0 ], [ "2025-12-05", 3320.0 ], [ "2025-12-08", 3291.0 ], [ "2025-12-09", 3252.0 ], [ "2025-12-10", 3282.0 ], [ "2025-12-11", 3238.0 ], [ "2025-12-12", 3232.0 ] ], "v1_signal": 1, "v1_code": "HC2605", "v1_matched": true }, { "signal_date": "2025-11-28", "code": "HC2605", "close": 3288.0, "vol": 0.004781084858154788, "momentum": 1, "raw_contracts": [ "I2605", "J2605" ], "raw_cost_change": 3.57723577, "lookback_start": "2025-08-28", "regime": "震荡或弱趋势", "horizon": 20, "signal": 0, "ready": true, "score": -0.12652089, "predicted_change": -8.89478563, "threshold": 14.0605806, "model_id": "2025-11-03-20", "reason": "信号不足，保持观望", "entry_date": "2025-12-01", "exit_date": "2025-12-26", "exit_idx": 965, "status": "scored", "entry": 3281.0, "exit": 3283.0, "move": 2.0, "cost": 4.6564, "risk_scale": 70.30290300561501, "daily_closes": [ [ "2025-12-01", 3320.0 ], [ "2025-12-02", 3322.0 ], [ "2025-12-03", 3324.0 ], [ "2025-12-04", 3332.0 ], [ "2025-12-05", 3320.0 ], [ "2025-12-08", 3291.0 ], [ "2025-12-09", 3252.0 ], [ "2025-12-10", 3282.0 ], [ "2025-12-11", 3238.0 ], [ "2025-12-12", 3232.0 ], [ "2025-12-15", 3233.0 ], [ "2025-12-16", 3246.0 ], [ "2025-12-17", 3245.0 ], [ "2025-12-18", 3277.0 ], [ "2025-12-19", 3269.0 ], [ "2025-12-22", 3277.0 ], [ "2025-12-23", 3281.0 ], [ "2025-12-24", 3285.0 ], [ "2025-12-25", 3280.0 ], [ "2025-12-26", 3283.0 ] ], "v1_signal": 1, "v1_code": "HC2605", "v1_matched": true }, { "signal_date": "2025-12-01", "code": "HC2605", "close": 3320.0, "vol": 0.005200537386025062, "momentum": 1, "raw_contracts": [ "I2605", "J2605" ], "raw_cost_change": -1.65853659, "lookback_start": "2025-08-29", "regime": "震荡或弱趋势", "horizon": 5, "signal": 0, "ready": true, "score": -0.15623898, "predicted_change": -6.03199141, "threshold": 7.7214934, "model_id": "2025-12-01-5", "reason": "信号不足，保持观望", "entry_date": "2025-12-02", "exit_date": "2025-12-08", "exit_idx": 951, "status": "scored", "entry": 3320.0, "exit": 3291.0, "move": -29.0, "cost": 4.6611, "risk_scale": 38.607466980741265, "daily_closes": [ [ "2025-12-02", 3322.0 ], [ "2025-12-03", 3324.0 ], [ "2025-12-04", 3332.0 ], [ "2025-12-05", 3320.0 ], [ "2025-12-08", 3291.0 ] ], "v1_signal": 0, "v1_code": "HC2605", "v1_matched": true }, { "signal_date": "2025-12-01", "code": "HC2605", "close": 3320.0, "vol": 0.005200537386025062, "momentum": 1, "raw_contracts": [ "I2605", "J2605" ], "raw_cost_change": -1.65853659, "lookback_start": "2025-08-29", "regime": "震荡或弱趋势", "horizon": 10, "signal": -1, "ready": true, "score": -0.25367934, "predicted_change": -13.85068983, "threshold": 10.91984068, "model_id": "2025-12-01-10", "reason": "信号超过风险与费用门槛", "entry_date": "2025-12-02", "exit_date": "2025-12-15", "exit_idx": 956, "status": "scored", "entry": 3320.0, "exit": 3233.0, "move": -87.0, "cost": 4.6553, "risk_scale": 54.59920341303574, "daily_closes": [ [ "2025-12-02", 3322.0 ], [ "2025-12-03", 3324.0 ], [ "2025-12-04", 3332.0 ], [ "2025-12-05", 3320.0 ], [ "2025-12-08", 3291.0 ], [ "2025-12-09", 3252.0 ], [ "2025-12-10", 3282.0 ], [ "2025-12-11", 3238.0 ], [ "2025-12-12", 3232.0 ], [ "2025-12-15", 3233.0 ] ], "v1_signal": 0, "v1_code": "HC2605", "v1_matched": true }, { "signal_date": "2025-12-01", "code": "HC2605", "close": 3320.0, "vol": 0.005200537386025062, "momentum": 1, "raw_contracts": [ "I2605", "J2605" ], "raw_cost_change": -1.65853659, "lookback_start": "2025-08-29", "regime": "震荡或弱趋势", "horizon": 20, "signal": 0, "ready": true, "score": -0.185584, "predicted_change": -14.32985637, "threshold": 15.44298679, "model_id": "2025-12-01-20", "reason": "信号不足，保持观望", "entry_date": "2025-12-02", "exit_date": "2025-12-29", "exit_idx": 966, "status": "scored", "entry": 3320.0, "exit": 3287.0, "move": -33.0, "cost": 4.6607, "risk_scale": 77.21493396148253, "daily_closes": [ [ "2025-12-02", 3322.0 ], [ "2025-12-03", 3324.0 ], [ "2025-12-04", 3332.0 ], [ "2025-12-05", 3320.0 ], [ "2025-12-08", 3291.0 ], [ "2025-12-09", 3252.0 ], [ "2025-12-10", 3282.0 ], [ "2025-12-11", 3238.0 ], [ "2025-12-12", 3232.0 ], [ "2025-12-15", 3233.0 ], [ "2025-12-16", 3246.0 ], [ "2025-12-17", 3245.0 ], [ "2025-12-18", 3277.0 ], [ "2025-12-19", 3269.0 ], [ "2025-12-22", 3277.0 ], [ "2025-12-23", 3281.0 ], [ "2025-12-24", 3285.0 ], [ "2025-12-25", 3280.0 ], [ "2025-12-26", 3283.0 ], [ "2025-12-29", 3287.0 ] ], "v1_signal": 0, "v1_code": "HC2605", "v1_matched": true }, { "signal_date": "2025-12-02", "code": "HC2605", "close": 3322.0, "vol": 0.004644744648463624, "momentum": 1, "raw_contracts": [ "I2605", "J2605" ], "raw_cost_change": 19.6097561, "lookback_start": "2025-09-01", "regime": "震荡或弱趋势", "horizon": 5, "signal": 0, "ready": true, "score": 0.02937609, "predicted_change": 1.01353889, "threshold": 6.9966, "model_id": "2025-12-01-5", "reason": "信号不足，保持观望", "entry_date": "2025-12-03", "exit_date": "2025-12-09", "exit_idx": 952, "status": "scored", "entry": 3322.0, "exit": 3252.0, "move": -70.0, "cost": 4.6574, "risk_scale": 34.50217497289304, "daily_closes": [ [ "2025-12-03", 3324.0 ], [ "2025-12-04", 3332.0 ], [ "2025-12-05", 3320.0 ], [ "2025-12-08", 3291.0 ], [ "2025-12-09", 3252.0 ] ], "v1_signal": 0, "v1_code": "HC2605", "v1_matched": true }, { "signal_date": "2025-12-02", "code": "HC2605", "close": 3322.0, "vol": 0.004644744648463624, "momentum": 1, "raw_contracts": [ "I2605", "J2605" ], "raw_cost_change": 19.6097561, "lookback_start": "2025-09-01", "regime": "震荡或弱趋势", "horizon": 10, "signal": 0, "ready": true, "score": -0.05355293, "predicted_change": -2.61303196, "threshold": 9.75868876, "model_id": "2025-12-01-10", "reason": "信号不足，保持观望", "entry_date": "2025-12-03", "exit_date": "2025-12-16", "exit_idx": 957, "status": "scored", "entry": 3322.0, "exit": 3246.0, "move": -76.0, "cost": 4.6568000000000005, "risk_scale": 48.793443778034906, "daily_closes": [ [ "2025-12-03", 3324.0 ], [ "2025-12-04", 3332.0 ], [ "2025-12-05", 3320.0 ], [ "2025-12-08", 3291.0 ], [ "2025-12-09", 3252.0 ], [ "2025-12-10", 3282.0 ], [ "2025-12-11", 3238.0 ], [ "2025-12-12", 3232.0 ], [ "2025-12-15", 3233.0 ], [ "2025-12-16", 3246.0 ] ], "v1_signal": 0, "v1_code": "HC2605", "v1_matched": true }, { "signal_date": "2025-12-02", "code": "HC2605", "close": 3322.0, "vol": 0.004644744648463624, "momentum": 1, "raw_contracts": [ "I2605", "J2605" ], "raw_cost_change": 19.6097561, "lookback_start": "2025-09-01", "regime": "震荡或弱趋势", "horizon": 20, "signal": 0, "ready": true, "score": -0.00098065, "predicted_change": -0.06766915, "threshold": 13.80086999, "model_id": "2025-12-01-20", "reason": "信号不足，保持观望", "entry_date": "2025-12-03", "exit_date": "2025-12-30", "exit_idx": 967, "status": "scored", "entry": 3322.0, "exit": 3282.0, "move": -40.0, "cost": 4.6604, "risk_scale": 69.00434994578607, "daily_closes": [ [ "2025-12-03", 3324.0 ], [ "2025-12-04", 3332.0 ], [ "2025-12-05", 3320.0 ], [ "2025-12-08", 3291.0 ], [ "2025-12-09", 3252.0 ], [ "2025-12-10", 3282.0 ], [ "2025-12-11", 3238.0 ], [ "2025-12-12", 3232.0 ], [ "2025-12-15", 3233.0 ], [ "2025-12-16", 3246.0 ], [ "2025-12-17", 3245.0 ], [ "2025-12-18", 3277.0 ], [ "2025-12-19", 3269.0 ], [ "2025-12-22", 3277.0 ], [ "2025-12-23", 3281.0 ], [ "2025-12-24", 3285.0 ], [ "2025-12-25", 3280.0 ], [ "2025-12-26", 3283.0 ], [ "2025-12-29", 3287.0 ], [ "2025-12-30", 3282.0 ] ], "v1_signal": 0, "v1_code": "HC2605", "v1_matched": true }, { "signal_date": "2025-12-03", "code": "HC2605", "close": 3324.0, "vol": 0.00452673564538927, "momentum": 1, "raw_contracts": [ "I2605", "J2605" ], "raw_cost_change": 20.03252033, "lookback_start": "2025-09-02", "regime": "震荡或弱趋势", "horizon": 5, "signal": 0, "ready": true, "score": 0.16090418, "predicted_change": 5.41375365, "threshold": 6.9972, "model_id": "2025-12-01-5", "reason": "信号不足，保持观望", "entry_date": "2025-12-04", "exit_date": "2025-12-10", "exit_idx": 953, "status": "scored", "entry": 3323.0, "exit": 3282.0, "move": -41.0, "cost": 4.6605, "risk_scale": 33.6458225704262, "daily_closes": [ [ "2025-12-04", 3332.0 ], [ "2025-12-05", 3320.0 ], [ "2025-12-08", 3291.0 ], [ "2025-12-09", 3252.0 ], [ "2025-12-10", 3282.0 ] ], "v1_signal": 0, "v1_code": "HC2605", "v1_matched": true }, { "signal_date": "2025-12-03", "code": "HC2605", "close": 3324.0, "vol": 0.00452673564538927, "momentum": 1, "raw_contracts": [ "I2605", "J2605" ], "raw_cost_change": 20.03252033, "lookback_start": "2025-09-02", "regime": "震荡或弱趋势", "horizon": 10, "signal": 0, "ready": true, "score": 0.06843507, "predicted_change": 3.25630323, "threshold": 9.51647572, "model_id": "2025-12-01-10", "reason": "信号不足，保持观望", "entry_date": "2025-12-04", "exit_date": "2025-12-17", "exit_idx": 958, "status": "scored", "entry": 3323.0, "exit": 3245.0, "move": -78.0, "cost": 4.6568000000000005, "risk_scale": 47.58237859629552, "daily_closes": [ [ "2025-12-04", 3332.0 ], [ "2025-12-05", 3320.0 ], [ "2025-12-08", 3291.0 ], [ "2025-12-09", 3252.0 ], [ "2025-12-10", 3282.0 ], [ "2025-12-11", 3238.0 ], [ "2025-12-12", 3232.0 ], [ "2025-12-15", 3233.0 ], [ "2025-12-16", 3246.0 ], [ "2025-12-17", 3245.0 ] ], "v1_signal": 0, "v1_code": "HC2605", "v1_matched": true }, { "signal_date": "2025-12-03", "code": "HC2605", "close": 3324.0, "vol": 0.00452673564538927, "momentum": 1, "raw_contracts": [ "I2605", "J2605" ], "raw_cost_change": 20.03252033, "lookback_start": "2025-09-02", "regime": "震荡或弱趋势", "horizon": 20, "signal": 0, "ready": true, "score": 0.06967866, "predicted_change": 4.68879195, "threshold": 13.45832903, "model_id": "2025-12-01-20", "reason": "信号不足，保持观望", "entry_date": "2025-12-04", "exit_date": "2025-12-31", "exit_idx": 968, "status": "scored", "entry": 3323.0, "exit": 3270.0, "move": -53.0, "cost": 4.6593, "risk_scale": 67.2916451408524, "daily_closes": [ [ "2025-12-04", 3332.0 ], [ "2025-12-05", 3320.0 ], [ "2025-12-08", 3291.0 ], [ "2025-12-09", 3252.0 ], [ "2025-12-10", 3282.0 ], [ "2025-12-11", 3238.0 ], [ "2025-12-12", 3232.0 ], [ "2025-12-15", 3233.0 ], [ "2025-12-16", 3246.0 ], [ "2025-12-17", 3245.0 ], [ "2025-12-18", 3277.0 ], [ "2025-12-19", 3269.0 ], [ "2025-12-22", 3277.0 ], [ "2025-12-23", 3281.0 ], [ "2025-12-24", 3285.0 ], [ "2025-12-25", 3280.0 ], [ "2025-12-26", 3283.0 ], [ "2025-12-29", 3287.0 ], [ "2025-12-30", 3282.0 ], [ "2025-12-31", 3270.0 ] ], "v1_signal": 0, "v1_code": "HC2605", "v1_matched": true }, { "signal_date": "2025-12-04", "code": "HC2605", "close": 3332.0, "vol": 0.0045365317770480924, "momentum": 1, "raw_contracts": [ "I2605", "J2605" ], "raw_cost_change": 49.36585366, "lookback_start": "2025-09-03", "regime": "震荡或弱趋势", "horizon": 5, "signal": 0, "ready": true, "score": 0.14084911, "predicted_change": 4.76066976, "threshold": 6.9996, "model_id": "2025-12-01-5", "reason": "信号不足，保持观望", "entry_date": "2025-12-05", "exit_date": "2025-12-11", "exit_idx": 954, "status": "scored", "entry": 3332.0, "exit": 3238.0, "move": -94.0, "cost": 4.657, "risk_scale": 33.79978612731076, "daily_closes": [ [ "2025-12-05", 3320.0 ], [ "2025-12-08", 3291.0 ], [ "2025-12-09", 3252.0 ], [ "2025-12-10", 3282.0 ], [ "2025-12-11", 3238.0 ] ], "v1_signal": 0, "v1_code": "HC2605", "v1_matched": true }, { "signal_date": "2025-12-04", "code": "HC2605", "close": 3332.0, "vol": 0.0045365317770480924, "momentum": 1, "raw_contracts": [ "I2605", "J2605" ], "raw_cost_change": 49.36585366, "lookback_start": "2025-09-03", "regime": "震荡或弱趋势", "horizon": 10, "signal": 0, "ready": true, "score": 0.05845044, "predicted_change": 2.79393786, "threshold": 9.56002319, "model_id": "2025-12-01-10", "reason": "信号不足，保持观望", "entry_date": "2025-12-05", "exit_date": "2025-12-18", "exit_idx": 959, "status": "scored", "entry": 3332.0, "exit": 3277.0, "move": -55.0, "cost": 4.6609, "risk_scale": 47.80011594655287, "daily_closes": [ [ "2025-12-05", 3320.0 ], [ "2025-12-08", 3291.0 ], [ "2025-12-09", 3252.0 ], [ "2025-12-10", 3282.0 ], [ "2025-12-11", 3238.0 ], [ "2025-12-12", 3232.0 ], [ "2025-12-15", 3233.0 ], [ "2025-12-16", 3246.0 ], [ "2025-12-17", 3245.0 ], [ "2025-12-18", 3277.0 ] ], "v1_signal": 0, "v1_code": "HC2605", "v1_matched": true }, { "signal_date": "2025-12-04", "code": "HC2605", "close": 3332.0, "vol": 0.0045365317770480924, "momentum": 1, "raw_contracts": [ "I2605", "J2605" ], "raw_cost_change": 49.36585366, "lookback_start": "2025-09-03", "regime": "震荡或弱趋势", "horizon": 20, "signal": 0, "ready": true, "score": 0.10371242, "predicted_change": 7.01091536, "threshold": 13.51991445, "model_id": "2025-12-01-20", "reason": "信号不足，保持观望", "entry_date": "2025-12-05", "exit_date": "2026-01-05", "exit_idx": 969, "status": "scored", "entry": 3332.0, "exit": 3248.0, "move": -84.0, "cost": 4.658, "risk_scale": 67.59957225462152, "daily_closes": [ [ "2025-12-05", 3320.0 ], [ "2025-12-08", 3291.0 ], [ "2025-12-09", 3252.0 ], [ "2025-12-10", 3282.0 ], [ "2025-12-11", 3238.0 ], [ "2025-12-12", 3232.0 ], [ "2025-12-15", 3233.0 ], [ "2025-12-16", 3246.0 ], [ "2025-12-17", 3245.0 ], [ "2025-12-18", 3277.0 ], [ "2025-12-19", 3269.0 ], [ "2025-12-22", 3277.0 ], [ "2025-12-23", 3281.0 ], [ "2025-12-24", 3285.0 ], [ "2025-12-25", 3280.0 ], [ "2025-12-26", 3283.0 ], [ "2025-12-29", 3287.0 ], [ "2025-12-30", 3282.0 ], [ "2025-12-31", 3270.0 ], [ "2026-01-05", 3248.0 ] ], "v1_signal": 0, "v1_code": "HC2605", "v1_matched": true }, { "signal_date": "2025-12-05", "code": "HC2605", "close": 3320.0, "vol": 0.004548661734249326, "momentum": 1, "raw_contracts": [ "I2605", "J2605" ], "raw_cost_change": 1.30081301, "lookback_start": "2025-09-04", "regime": "震荡或弱趋势", "horizon": 5, "signal": 0, "ready": true, "score": 0.17706867, "predicted_change": 5.97927384, "threshold": 6.996, "model_id": "2025-12-01-5", "reason": "信号不足，保持观望", "entry_date": "2025-12-08", "exit_date": "2025-12-12", "exit_idx": 955, "status": "scored", "entry": 3318.0, "exit": 3232.0, "move": -86.0, "cost": 4.655, "risk_scale": 33.76810792351947, "daily_closes": [ [ "2025-12-08", 3291.0 ], [ "2025-12-09", 3252.0 ], [ "2025-12-10", 3282.0 ], [ "2025-12-11", 3238.0 ], [ "2025-12-12", 3232.0 ] ], "v1_signal": 1, "v1_code": "HC2605", "v1_matched": true }, { "signal_date": "2025-12-05", "code": "HC2605", "close": 3320.0, "vol": 0.004548661734249326, "momentum": 1, "raw_contracts": [ "I2605", "J2605" ], "raw_cost_change": 1.30081301, "lookback_start": "2025-09-04", "regime": "震荡或弱趋势", "horizon": 10, "signal": 0, "ready": true, "score": 0.07825931, "predicted_change": 3.73729815, "threshold": 9.55106324, "model_id": "2025-12-01-10", "reason": "信号不足，保持观望", "entry_date": "2025-12-08", "exit_date": "2025-12-19", "exit_idx": 960, "status": "scored", "entry": 3318.0, "exit": 3269.0, "move": -49.0, "cost": 4.6587, "risk_scale": 47.75531620111961, "daily_closes": [ [ "2025-12-08", 3291.0 ], [ "2025-12-09", 3252.0 ], [ "2025-12-10", 3282.0 ], [ "2025-12-11", 3238.0 ], [ "2025-12-12", 3232.0 ], [ "2025-12-15", 3233.0 ], [ "2025-12-16", 3246.0 ], [ "2025-12-17", 3245.0 ], [ "2025-12-18", 3277.0 ], [ "2025-12-19", 3269.0 ] ], "v1_signal": 1, "v1_code": "HC2605", "v1_matched": true }, { "signal_date": "2025-12-05", "code": "HC2605", "close": 3320.0, "vol": 0.004548661734249326, "momentum": 1, "raw_contracts": [ "I2605", "J2605" ], "raw_cost_change": 1.30081301, "lookback_start": "2025-09-04", "regime": "震荡或弱趋势", "horizon": 20, "signal": 0, "ready": true, "score": 0.07217, "predicted_change": 4.87408899, "threshold": 13.50724317, "model_id": "2025-12-01-20", "reason": "信号不足，保持观望", "entry_date": "2025-12-08", "exit_date": "2026-01-06", "exit_idx": 970, "status": "scored", "entry": 3318.0, "exit": 3263.0, "move": -55.0, "cost": 4.6581, "risk_scale": 67.53621584703895, "daily_closes": [ [ "2025-12-08", 3291.0 ], [ "2025-12-09", 3252.0 ], [ "2025-12-10", 3282.0 ], [ "2025-12-11", 3238.0 ], [ "2025-12-12", 3232.0 ], [ "2025-12-15", 3233.0 ], [ "2025-12-16", 3246.0 ], [ "2025-12-17", 3245.0 ], [ "2025-12-18", 3277.0 ], [ "2025-12-19", 3269.0 ], [ "2025-12-22", 3277.0 ], [ "2025-12-23", 3281.0 ], [ "2025-12-24", 3285.0 ], [ "2025-12-25", 3280.0 ], [ "2025-12-26", 3283.0 ], [ "2025-12-29", 3287.0 ], [ "2025-12-30", 3282.0 ], [ "2025-12-31", 3270.0 ], [ "2026-01-05", 3248.0 ], [ "2026-01-06", 3263.0 ] ], "v1_signal": 1, "v1_code": "HC2605", "v1_matched": true }, { "signal_date": "2025-12-08", "code": "HC2605", "close": 3291.0, "vol": 0.005018294000712363, "momentum": -1, "raw_contracts": [ "I2605", "J2605" ], "raw_cost_change": -59.80487805, "lookback_start": "2025-09-05", "regime": "震荡或弱趋势", "horizon": 5, "signal": 0, "ready": true, "score": 0.08254592, "predicted_change": 3.04834834, "threshold": 7.38582446, "model_id": "2025-12-01-5", "reason": "信号不足，保持观望", "entry_date": "2025-12-09", "exit_date": "2025-12-15", "exit_idx": 956, "status": "scored", "entry": 3291.0, "exit": 3233.0, "move": -58.0, "cost": 4.6524, "risk_scale": 36.92912228636828, "daily_closes": [ [ "2025-12-09", 3252.0 ], [ "2025-12-10", 3282.0 ], [ "2025-12-11", 3238.0 ], [ "2025-12-12", 3232.0 ], [ "2025-12-15", 3233.0 ] ], "v1_signal": 0, "v1_code": "HC2605", "v1_matched": true }, { "signal_date": "2025-12-08", "code": "HC2605", "close": 3291.0, "vol": 0.005018294000712363, "momentum": -1, "raw_contracts": [ "I2605", "J2605" ], "raw_cost_change": -59.80487805, "lookback_start": "2025-09-05", "regime": "震荡或弱趋势", "horizon": 10, "signal": 0, "ready": true, "score": -0.04668928, "predicted_change": -2.43837874, "threshold": 10.44513312, "model_id": "2025-12-01-10", "reason": "信号不足，保持观望", "entry_date": "2025-12-09", "exit_date": "2025-12-22", "exit_idx": 961, "status": "scored", "entry": 3291.0, "exit": 3277.0, "move": -14.0, "cost": 4.6568000000000005, "risk_scale": 52.22566558391655, "daily_closes": [ [ "2025-12-09", 3252.0 ], [ "2025-12-10", 3282.0 ], [ "2025-12-11", 3238.0 ], [ "2025-12-12", 3232.0 ], [ "2025-12-15", 3233.0 ], [ "2025-12-16", 3246.0 ], [ "2025-12-17", 3245.0 ], [ "2025-12-18", 3277.0 ], [ "2025-12-19", 3269.0 ], [ "2025-12-22", 3277.0 ] ], "v1_signal": 0, "v1_code": "HC2605", "v1_matched": true }, { "signal_date": "2025-12-08", "code": "HC2605", "close": 3291.0, "vol": 0.005018294000712363, "momentum": -1, "raw_contracts": [ "I2605", "J2605" ], "raw_cost_change": -59.80487805, "lookback_start": "2025-09-05", "regime": "震荡或弱趋势", "horizon": 20, "signal": 0, "ready": true, "score": -0.13942714, "predicted_change": -10.29784387, "threshold": 14.77164891, "model_id": "2025-12-01-20", "reason": "信号不足，保持观望", "entry_date": "2025-12-09", "exit_date": "2026-01-07", "exit_idx": 971, "status": "scored", "entry": 3291.0, "exit": 3332.0, "move": 41.0, "cost": 4.6623, "risk_scale": 73.85824457273657, "daily_closes": [ [ "2025-12-09", 3252.0 ], [ "2025-12-10", 3282.0 ], [ "2025-12-11", 3238.0 ], [ "2025-12-12", 3232.0 ], [ "2025-12-15", 3233.0 ], [ "2025-12-16", 3246.0 ], [ "2025-12-17", 3245.0 ], [ "2025-12-18", 3277.0 ], [ "2025-12-19", 3269.0 ], [ "2025-12-22", 3277.0 ], [ "2025-12-23", 3281.0 ], [ "2025-12-24", 3285.0 ], [ "2025-12-25", 3280.0 ], [ "2025-12-26", 3283.0 ], [ "2025-12-29", 3287.0 ], [ "2025-12-30", 3282.0 ], [ "2025-12-31", 3270.0 ], [ "2026-01-05", 3248.0 ], [ "2026-01-06", 3263.0 ], [ "2026-01-07", 3332.0 ] ], "v1_signal": 0, "v1_code": "HC2605", "v1_matched": true }, { "signal_date": "2025-12-09", "code": "HC2605", "close": 3252.0, "vol": 0.0056818416277085015, "momentum": -1, "raw_contracts": [ "I2605", "J2605" ], "raw_cost_change": -90.24390244, "lookback_start": "2025-09-08", "regime": "震荡或弱趋势", "horizon": 5, "signal": 0, "ready": true, "score": 0.01646222, "predicted_change": 0.68016315, "threshold": 8.26332167, "model_id": "2025-12-01-5", "reason": "信号不足，保持观望", "entry_date": "2025-12-10", "exit_date": "2025-12-16", "exit_idx": 957, "status": "scored", "entry": 3257.0, "exit": 3246.0, "move": -11.0, "cost": 4.6503, "risk_scale": 41.31660834830274, "daily_closes": [ [ "2025-12-10", 3282.0 ], [ "2025-12-11", 3238.0 ], [ "2025-12-12", 3232.0 ], [ "2025-12-15", 3233.0 ], [ "2025-12-16", 3246.0 ] ], "v1_signal": 0, "v1_code": "HC2605", "v1_matched": true }, { "signal_date": "2025-12-09", "code": "HC2605", "close": 3252.0, "vol": 0.0056818416277085015, "momentum": -1, "raw_contracts": [ "I2605", "J2605" ], "raw_cost_change": -90.24390244, "lookback_start": "2025-09-08", "regime": "震荡或弱趋势", "horizon": 10, "signal": 0, "ready": true, "score": -0.13154938, "predicted_change": -7.68649682, "threshold": 11.68610158, "model_id": "2025-12-01-10", "reason": "信号不足，保持观望", "entry_date": "2025-12-10", "exit_date": "2025-12-23", "exit_idx": 962, "status": "scored", "entry": 3257.0, "exit": 3281.0, "move": 24.0, "cost": 4.6538, "risk_scale": 58.43050787742718, "daily_closes": [ [ "2025-12-10", 3282.0 ], [ "2025-12-11", 3238.0 ], [ "2025-12-12", 3232.0 ], [ "2025-12-15", 3233.0 ], [ "2025-12-16", 3246.0 ], [ "2025-12-17", 3245.0 ], [ "2025-12-18", 3277.0 ], [ "2025-12-19", 3269.0 ], [ "2025-12-22", 3277.0 ], [ "2025-12-23", 3281.0 ] ], "v1_signal": 0, "v1_code": "HC2605", "v1_matched": true }, { "signal_date": "2025-12-09", "code": "HC2605", "close": 3252.0, "vol": 0.0056818416277085015, "momentum": -1, "raw_contracts": [ "I2605", "J2605" ], "raw_cost_change": -90.24390244, "lookback_start": "2025-09-08", "regime": "震荡或弱趋势", "horizon": 20, "signal": -1, "ready": true, "score": -0.25052781, "predicted_change": -20.70191907, "threshold": 16.52664334, "model_id": "2025-12-01-20", "reason": "信号超过风险与费用门槛", "entry_date": "2025-12-10", "exit_date": "2026-01-08", "exit_idx": 972, "status": "scored", "entry": 3257.0, "exit": 3317.0, "move": 60.0, "cost": 4.6574, "risk_scale": 82.63321669660549, "daily_closes": [ [ "2025-12-10", 3282.0 ], [ "2025-12-11", 3238.0 ], [ "2025-12-12", 3232.0 ], [ "2025-12-15", 3233.0 ], [ "2025-12-16", 3246.0 ], [ "2025-12-17", 3245.0 ], [ "2025-12-18", 3277.0 ], [ "2025-12-19", 3269.0 ], [ "2025-12-22", 3277.0 ], [ "2025-12-23", 3281.0 ], [ "2025-12-24", 3285.0 ], [ "2025-12-25", 3280.0 ], [ "2025-12-26", 3283.0 ], [ "2025-12-29", 3287.0 ], [ "2025-12-30", 3282.0 ], [ "2025-12-31", 3270.0 ], [ "2026-01-05", 3248.0 ], [ "2026-01-06", 3263.0 ], [ "2026-01-07", 3332.0 ], [ "2026-01-08", 3317.0 ] ], "v1_signal": 0, "v1_code": "HC2605", "v1_matched": true }, { "signal_date": "2025-12-10", "code": "HC2605", "close": 3282.0, "vol": 0.005976942312865191, "momentum": -1, "raw_contracts": [ "I2605", "J2605" ], "raw_cost_change": -46.82926829, "lookback_start": "2025-09-09", "regime": "震荡或弱趋势", "horizon": 5, "signal": 0, "ready": true, "score": -0.04901539, "predicted_change": -2.14998343, "threshold": 8.77268709, "model_id": "2025-12-01-5", "reason": "信号不足，保持观望", "entry_date": "2025-12-11", "exit_date": "2025-12-17", "exit_idx": 958, "status": "scored", "entry": 3270.0, "exit": 3245.0, "move": -25.0, "cost": 4.6515, "risk_scale": 43.86343543266766, "daily_closes": [ [ "2025-12-11", 3238.0 ], [ "2025-12-12", 3232.0 ], [ "2025-12-15", 3233.0 ], [ "2025-12-16", 3246.0 ], [ "2025-12-17", 3245.0 ] ], "v1_signal": 0, "v1_code": "HC2605", "v1_matched": true }, { "signal_date": "2025-12-10", "code": "HC2605", "close": 3282.0, "vol": 0.005976942312865191, "momentum": -1, "raw_contracts": [ "I2605", "J2605" ], "raw_cost_change": -46.82926829, "lookback_start": "2025-09-09", "regime": "震荡或弱趋势", "horizon": 10, "signal": 0, "ready": true, "score": -0.1866956, "predicted_change": -11.58115122, "threshold": 12.40645306, "model_id": "2025-12-01-10", "reason": "信号不足，保持观望", "entry_date": "2025-12-11", "exit_date": "2025-12-24", "exit_idx": 963, "status": "scored", "entry": 3270.0, "exit": 3285.0, "move": 15.0, "cost": 4.6555, "risk_scale": 62.03226528115517, "daily_closes": [ [ "2025-12-11", 3238.0 ], [ "2025-12-12", 3232.0 ], [ "2025-12-15", 3233.0 ], [ "2025-12-16", 3246.0 ], [ "2025-12-17", 3245.0 ], [ "2025-12-18", 3277.0 ], [ "2025-12-19", 3269.0 ], [ "2025-12-22", 3277.0 ], [ "2025-12-23", 3281.0 ], [ "2025-12-24", 3285.0 ] ], "v1_signal": 0, "v1_code": "HC2605", "v1_matched": true }, { "signal_date": "2025-12-10", "code": "HC2605", "close": 3282.0, "vol": 0.005976942312865191, "momentum": -1, "raw_contracts": [ "I2605", "J2605" ], "raw_cost_change": -46.82926829, "lookback_start": "2025-09-09", "regime": "震荡或弱趋势", "horizon": 20, "signal": -1, "ready": true, "score": -0.21560244, "predicted_change": -18.91412712, "threshold": 17.54537417, "model_id": "2025-12-01-20", "reason": "信号超过风险与费用门槛", "entry_date": "2025-12-11", "exit_date": "2026-01-09", "exit_idx": 973, "status": "scored", "entry": 3270.0, "exit": 3294.0, "move": 24.0, "cost": 4.6564, "risk_scale": 87.72687086533531, "daily_closes": [ [ "2025-12-11", 3238.0 ], [ "2025-12-12", 3232.0 ], [ "2025-12-15", 3233.0 ], [ "2025-12-16", 3246.0 ], [ "2025-12-17", 3245.0 ], [ "2025-12-18", 3277.0 ], [ "2025-12-19", 3269.0 ], [ "2025-12-22", 3277.0 ], [ "2025-12-23", 3281.0 ], [ "2025-12-24", 3285.0 ], [ "2025-12-25", 3280.0 ], [ "2025-12-26", 3283.0 ], [ "2025-12-29", 3287.0 ], [ "2025-12-30", 3282.0 ], [ "2025-12-31", 3270.0 ], [ "2026-01-05", 3248.0 ], [ "2026-01-06", 3263.0 ], [ "2026-01-07", 3332.0 ], [ "2026-01-08", 3317.0 ], [ "2026-01-09", 3294.0 ] ], "v1_signal": 0, "v1_code": "HC2605", "v1_matched": true }, { "signal_date": "2025-12-11", "code": "HC2605", "close": 3238.0, "vol": 0.006710404298774051, "momentum": -1, "raw_contracts": [ "I2605", "J2605" ], "raw_cost_change": -88.32520325, "lookback_start": "2025-09-10", "regime": "震荡或弱趋势", "horizon": 5, "signal": 0, "ready": true, "score": -0.0719847, "predicted_change": -3.49744384, "threshold": 9.7171863, "model_id": "2025-12-01-5", "reason": "信号不足，保持观望", "entry_date": "2025-12-12", "exit_date": "2025-12-18", "exit_idx": 959, "status": "scored", "entry": 3248.0, "exit": 3277.0, "move": 29.0, "cost": 4.6525, "risk_scale": 48.585931505815374, "daily_closes": [ [ "2025-12-12", 3232.0 ], [ "2025-12-15", 3233.0 ], [ "2025-12-16", 3246.0 ], [ "2025-12-17", 3245.0 ], [ "2025-12-18", 3277.0 ] ], "v1_signal": 0, "v1_code": "HC2605", "v1_matched": true }, { "signal_date": "2025-12-11", "code": "HC2605", "close": 3238.0, "vol": 0.006710404298774051, "momentum": -1, "raw_contracts": [ "I2605", "J2605" ], "raw_cost_change": -88.32520325, "lookback_start": "2025-09-10", "regime": "震荡或弱趋势", "horizon": 10, "signal": -1, "ready": true, "score": -0.2322541, "predicted_change": -15.95838467, "threshold": 13.74217666, "model_id": "2025-12-01-10", "reason": "信号超过风险与费用门槛", "entry_date": "2025-12-12", "exit_date": "2025-12-25", "exit_idx": 964, "status": "scored", "entry": 3248.0, "exit": 3280.0, "move": 32.0, "cost": 4.6528, "risk_scale": 68.71088327605436, "daily_closes": [ [ "2025-12-12", 3232.0 ], [ "2025-12-15", 3233.0 ], [ "2025-12-16", 3246.0 ], [ "2025-12-17", 3245.0 ], [ "2025-12-18", 3277.0 ], [ "2025-12-19", 3269.0 ], [ "2025-12-22", 3277.0 ], [ "2025-12-23", 3281.0 ], [ "2025-12-24", 3285.0 ], [ "2025-12-25", 3280.0 ] ], "v1_signal": 0, "v1_code": "HC2605", "v1_matched": true }, { "signal_date": "2025-12-11", "code": "HC2605", "close": 3238.0, "vol": 0.006710404298774051, "momentum": -1, "raw_contracts": [ "I2605", "J2605" ], "raw_cost_change": -88.32520325, "lookback_start": "2025-09-10", "regime": "震荡或弱趋势", "horizon": 20, "signal": -1, "ready": true, "score": -0.28222857, "predicted_change": -27.42467606, "threshold": 19.4343726, "model_id": "2025-12-01-20", "reason": "信号超过风险与费用门槛", "entry_date": "2025-12-12", "exit_date": "2026-01-12", "exit_idx": 974, "status": "scored", "entry": 3248.0, "exit": 3311.0, "move": 63.0, "cost": 4.6559, "risk_scale": 97.17186301163075, "daily_closes": [ [ "2025-12-12", 3232.0 ], [ "2025-12-15", 3233.0 ], [ "2025-12-16", 3246.0 ], [ "2025-12-17", 3245.0 ], [ "2025-12-18", 3277.0 ], [ "2025-12-19", 3269.0 ], [ "2025-12-22", 3277.0 ], [ "2025-12-23", 3281.0 ], [ "2025-12-24", 3285.0 ], [ "2025-12-25", 3280.0 ], [ "2025-12-26", 3283.0 ], [ "2025-12-29", 3287.0 ], [ "2025-12-30", 3282.0 ], [ "2025-12-31", 3270.0 ], [ "2026-01-05", 3248.0 ], [ "2026-01-06", 3263.0 ], [ "2026-01-07", 3332.0 ], [ "2026-01-08", 3317.0 ], [ "2026-01-09", 3294.0 ], [ "2026-01-12", 3311.0 ] ], "v1_signal": 0, "v1_code": "HC2605", "v1_matched": true }, { "signal_date": "2025-12-12", "code": "HC2605", "close": 3232.0, "vol": 0.006702769309879663, "momentum": -1, "raw_contracts": [ "I2605", "J2605" ], "raw_cost_change": -75.90243902, "lookback_start": "2025-09-11", "regime": "震荡或弱趋势", "horizon": 5, "signal": 0, "ready": true, "score": -0.02226549, "predicted_change": -1.07855633, "threshold": 9.68814483, "model_id": "2025-12-01-5", "reason": "信号不足，保持观望", "entry_date": "2025-12-15", "exit_date": "2025-12-19", "exit_idx": 960, "status": "scored", "entry": 3202.0, "exit": 3269.0, "move": 67.0, "cost": 4.6471, "risk_scale": 48.44072413610938, "daily_closes": [ [ "2025-12-15", 3233.0 ], [ "2025-12-16", 3246.0 ], [ "2025-12-17", 3245.0 ], [ "2025-12-18", 3277.0 ], [ "2025-12-19", 3269.0 ] ], "v1_signal": -1, "v1_code": "HC2605", "v1_matched": true }, { "signal_date": "2025-12-12", "code": "HC2605", "close": 3232.0, "vol": 0.006702769309879663, "momentum": -1, "raw_contracts": [ "I2605", "J2605" ], "raw_cost_change": -75.90243902, "lookback_start": "2025-09-11", "regime": "震荡或弱趋势", "horizon": 10, "signal": 0, "ready": true, "score": -0.18087127, "predicted_change": -12.39068235, "threshold": 13.70110581, "model_id": "2025-12-01-10", "reason": "信号不足，保持观望", "entry_date": "2025-12-15", "exit_date": "2025-12-26", "exit_idx": 965, "status": "scored", "entry": 3202.0, "exit": 3283.0, "move": 81.0, "cost": 4.6485, "risk_scale": 68.50552904445962, "daily_closes": [ [ "2025-12-15", 3233.0 ], [ "2025-12-16", 3246.0 ], [ "2025-12-17", 3245.0 ], [ "2025-12-18", 3277.0 ], [ "2025-12-19", 3269.0 ], [ "2025-12-22", 3277.0 ], [ "2025-12-23", 3281.0 ], [ "2025-12-24", 3285.0 ], [ "2025-12-25", 3280.0 ], [ "2025-12-26", 3283.0 ] ], "v1_signal": -1, "v1_code": "HC2605", "v1_matched": true }, { "signal_date": "2025-12-12", "code": "HC2605", "close": 3232.0, "vol": 0.006702769309879663, "momentum": -1, "raw_contracts": [ "I2605", "J2605" ], "raw_cost_change": -75.90243902, "lookback_start": "2025-09-11", "regime": "震荡或弱趋势", "horizon": 20, "signal": -1, "ready": true, "score": -0.25845959, "predicted_change": -25.03993979, "threshold": 19.37628965, "model_id": "2025-12-01-20", "reason": "信号超过风险与费用门槛", "entry_date": "2025-12-15", "exit_date": "2026-01-13", "exit_idx": 975, "status": "scored", "entry": 3202.0, "exit": 3303.0, "move": 101.0, "cost": 4.6505, "risk_scale": 96.88144827221876, "daily_closes": [ [ "2025-12-15", 3233.0 ], [ "2025-12-16", 3246.0 ], [ "2025-12-17", 3245.0 ], [ "2025-12-18", 3277.0 ], [ "2025-12-19", 3269.0 ], [ "2025-12-22", 3277.0 ], [ "2025-12-23", 3281.0 ], [ "2025-12-24", 3285.0 ], [ "2025-12-25", 3280.0 ], [ "2025-12-26", 3283.0 ], [ "2025-12-29", 3287.0 ], [ "2025-12-30", 3282.0 ], [ "2025-12-31", 3270.0 ], [ "2026-01-05", 3248.0 ], [ "2026-01-06", 3263.0 ], [ "2026-01-07", 3332.0 ], [ "2026-01-08", 3317.0 ], [ "2026-01-09", 3294.0 ], [ "2026-01-12", 3311.0 ], [ "2026-01-13", 3303.0 ] ], "v1_signal": -1, "v1_code": "HC2605", "v1_matched": true }, { "signal_date": "2025-12-15", "code": "HC2605", "close": 3233.0, "vol": 0.005963911578725973, "momentum": -1, "raw_contracts": [ "I2605", "J2605" ], "raw_cost_change": -108.94308943, "lookback_start": "2025-09-12", "regime": "震荡或弱趋势", "horizon": 5, "signal": 0, "ready": true, "score": 0.02593828, "predicted_change": 1.11831236, "threshold": 8.62287119, "model_id": "2025-12-01-5", "reason": "信号不足，保持观望", "entry_date": "2025-12-16", "exit_date": "2025-12-22", "exit_idx": 961, "status": "scored", "entry": 3234.0, "exit": 3277.0, "move": 43.0, "cost": 4.6511, "risk_scale": 43.11435593201434, "daily_closes": [ [ "2025-12-16", 3246.0 ], [ "2025-12-17", 3245.0 ], [ "2025-12-18", 3277.0 ], [ "2025-12-19", 3269.0 ], [ "2025-12-22", 3277.0 ] ], "v1_signal": -1, "v1_code": "HC2605", "v1_matched": true }, { "signal_date": "2025-12-15", "code": "HC2605", "close": 3233.0, "vol": 0.005963911578725973, "momentum": -1, "raw_contracts": [ "I2605", "J2605" ], "raw_cost_change": -108.94308943, "lookback_start": "2025-09-12", "regime": "震荡或弱趋势", "horizon": 10, "signal": 0, "ready": true, "score": -0.17335325, "predicted_change": -10.5698514, "threshold": 12.19458138, "model_id": "2025-12-01-10", "reason": "信号不足，保持观望", "entry_date": "2025-12-16", "exit_date": "2025-12-29", "exit_idx": 966, "status": "scored", "entry": 3234.0, "exit": 3287.0, "move": 53.0, "cost": 4.6521, "risk_scale": 60.97290689203558, "daily_closes": [ [ "2025-12-16", 3246.0 ], [ "2025-12-17", 3245.0 ], [ "2025-12-18", 3277.0 ], [ "2025-12-19", 3269.0 ], [ "2025-12-22", 3277.0 ], [ "2025-12-23", 3281.0 ], [ "2025-12-24", 3285.0 ], [ "2025-12-25", 3280.0 ], [ "2025-12-26", 3283.0 ], [ "2025-12-29", 3287.0 ] ], "v1_signal": -1, "v1_code": "HC2605", "v1_matched": true }, { "signal_date": "2025-12-15", "code": "HC2605", "close": 3233.0, "vol": 0.005963911578725973, "momentum": -1, "raw_contracts": [ "I2605", "J2605" ], "raw_cost_change": -108.94308943, "lookback_start": "2025-09-12", "regime": "震荡或弱趋势", "horizon": 20, "signal": -1, "ready": true, "score": -0.25152705, "predicted_change": -21.68885369, "threshold": 17.24574237, "model_id": "2025-12-01-20", "reason": "信号超过风险与费用门槛", "entry_date": "2025-12-16", "exit_date": "2026-01-14", "exit_idx": 976, "status": "scored", "entry": 3234.0, "exit": 3306.0, "move": 72.0, "cost": 4.654, "risk_scale": 86.22871186402868, "daily_closes": [ [ "2025-12-16", 3246.0 ], [ "2025-12-17", 3245.0 ], [ "2025-12-18", 3277.0 ], [ "2025-12-19", 3269.0 ], [ "2025-12-22", 3277.0 ], [ "2025-12-23", 3281.0 ], [ "2025-12-24", 3285.0 ], [ "2025-12-25", 3280.0 ], [ "2025-12-26", 3283.0 ], [ "2025-12-29", 3287.0 ], [ "2025-12-30", 3282.0 ], [ "2025-12-31", 3270.0 ], [ "2026-01-05", 3248.0 ], [ "2026-01-06", 3263.0 ], [ "2026-01-07", 3332.0 ], [ "2026-01-08", 3317.0 ], [ "2026-01-09", 3294.0 ], [ "2026-01-12", 3311.0 ], [ "2026-01-13", 3303.0 ], [ "2026-01-14", 3306.0 ] ], "v1_signal": -1, "v1_code": "HC2605", "v1_matched": true }, { "signal_date": "2025-12-16", "code": "HC2605", "close": 3246.0, "vol": 0.00602426431403426, "momentum": -1, "raw_contracts": [ "I2605", "J2605" ], "raw_cost_change": -85.49593496, "lookback_start": "2025-09-15", "regime": "震荡或弱趋势", "horizon": 5, "signal": 0, "ready": true, "score": -0.10079399, "predicted_change": -4.40729535, "threshold": 8.74515541, "model_id": "2025-12-01-5", "reason": "信号不足，保持观望", "entry_date": "2025-12-17", "exit_date": "2025-12-23", "exit_idx": 962, "status": "scored", "entry": 3242.0, "exit": 3281.0, "move": 39.0, "cost": 4.6523, "risk_scale": 43.7257770338895, "daily_closes": [ [ "2025-12-17", 3245.0 ], [ "2025-12-18", 3277.0 ], [ "2025-12-19", 3269.0 ], [ "2025-12-22", 3277.0 ], [ "2025-12-23", 3281.0 ] ], "v1_signal": -1, "v1_code": "HC2605", "v1_matched": true }, { "signal_date": "2025-12-16", "code": "HC2605", "close": 3246.0, "vol": 0.00602426431403426, "momentum": -1, "raw_contracts": [ "I2605", "J2605" ], "raw_cost_change": -85.49593496, "lookback_start": "2025-09-15", "regime": "震荡或弱趋势", "horizon": 10, "signal": -1, "ready": true, "score": -0.23085157, "predicted_change": -14.2753043, "threshold": 12.36751738, "model_id": "2025-12-01-10", "reason": "信号超过风险与费用门槛", "entry_date": "2025-12-17", "exit_date": "2025-12-30", "exit_idx": 967, "status": "scored", "entry": 3242.0, "exit": 3282.0, "move": 40.0, "cost": 4.6524, "risk_scale": 61.83758690662854, "daily_closes": [ [ "2025-12-17", 3245.0 ], [ "2025-12-18", 3277.0 ], [ "2025-12-19", 3269.0 ], [ "2025-12-22", 3277.0 ], [ "2025-12-23", 3281.0 ], [ "2025-12-24", 3285.0 ], [ "2025-12-25", 3280.0 ], [ "2025-12-26", 3283.0 ], [ "2025-12-29", 3287.0 ], [ "2025-12-30", 3282.0 ] ], "v1_signal": -1, "v1_code": "HC2605", "v1_matched": true }, { "signal_date": "2025-12-16", "code": "HC2605", "close": 3246.0, "vol": 0.00602426431403426, "momentum": -1, "raw_contracts": [ "I2605", "J2605" ], "raw_cost_change": -85.49593496, "lookback_start": "2025-09-15", "regime": "震荡或弱趋势", "horizon": 20, "signal": -1, "ready": true, "score": -0.21688442, "predicted_change": -18.96687917, "threshold": 17.49031081, "model_id": "2025-12-01-20", "reason": "信号超过风险与费用门槛", "entry_date": "2025-12-17", "exit_date": "2026-01-15", "exit_idx": 977, "status": "scored", "entry": 3242.0, "exit": 3307.0, "move": 65.0, "cost": 4.6549, "risk_scale": 87.451554067779, "daily_closes": [ [ "2025-12-17", 3245.0 ], [ "2025-12-18", 3277.0 ], [ "2025-12-19", 3269.0 ], [ "2025-12-22", 3277.0 ], [ "2025-12-23", 3281.0 ], [ "2025-12-24", 3285.0 ], [ "2025-12-25", 3280.0 ], [ "2025-12-26", 3283.0 ], [ "2025-12-29", 3287.0 ], [ "2025-12-30", 3282.0 ], [ "2025-12-31", 3270.0 ], [ "2026-01-05", 3248.0 ], [ "2026-01-06", 3263.0 ], [ "2026-01-07", 3332.0 ], [ "2026-01-08", 3317.0 ], [ "2026-01-09", 3294.0 ], [ "2026-01-12", 3311.0 ], [ "2026-01-13", 3303.0 ], [ "2026-01-14", 3306.0 ], [ "2026-01-15", 3307.0 ] ], "v1_signal": -1, "v1_code": "HC2605", "v1_matched": true }, { "signal_date": "2025-12-17", "code": "HC2605", "close": 3245.0, "vol": 0.005967345477669627, "momentum": -1, "raw_contracts": [ "I2605", "J2605" ], "raw_cost_change": -70.24390244, "lookback_start": "2025-09-16", "regime": "震荡或弱趋势", "horizon": 5, "signal": 0, "ready": true, "score": -0.05711909, "predicted_change": -2.47321668, "threshold": 8.6598602, "model_id": "2025-12-01-5", "reason": "信号不足，保持观望", "entry_date": "2025-12-18", "exit_date": "2025-12-24", "exit_idx": 963, "status": "scored", "entry": 3246.0, "exit": 3285.0, "move": 39.0, "cost": 4.6531, "risk_scale": 43.299300982543045, "daily_closes": [ [ "2025-12-18", 3277.0 ], [ "2025-12-19", 3269.0 ], [ "2025-12-22", 3277.0 ], [ "2025-12-23", 3281.0 ], [ "2025-12-24", 3285.0 ] ], "v1_signal": -1, "v1_code": "HC2605", "v1_matched": true }, { "signal_date": "2025-12-17", "code": "HC2605", "close": 3245.0, "vol": 0.005967345477669627, "momentum": -1, "raw_contracts": [ "I2605", "J2605" ], "raw_cost_change": -70.24390244, "lookback_start": "2025-09-16", "regime": "震荡或弱趋势", "horizon": 10, "signal": 0, "ready": true, "score": -0.10689256, "predicted_change": -6.54550804, "threshold": 12.24689174, "model_id": "2025-12-01-10", "reason": "信号不足，保持观望", "entry_date": "2025-12-18", "exit_date": "2025-12-31", "exit_idx": 968, "status": "scored", "entry": 3246.0, "exit": 3270.0, "move": 24.0, "cost": 4.6516, "risk_scale": 61.23445869078706, "daily_closes": [ [ "2025-12-18", 3277.0 ], [ "2025-12-19", 3269.0 ], [ "2025-12-22", 3277.0 ], [ "2025-12-23", 3281.0 ], [ "2025-12-24", 3285.0 ], [ "2025-12-25", 3280.0 ], [ "2025-12-26", 3283.0 ], [ "2025-12-29", 3287.0 ], [ "2025-12-30", 3282.0 ], [ "2025-12-31", 3270.0 ] ], "v1_signal": -1, "v1_code": "HC2605", "v1_matched": true }, { "signal_date": "2025-12-17", "code": "HC2605", "close": 3245.0, "vol": 0.005967345477669627, "momentum": -1, "raw_contracts": [ "I2605", "J2605" ], "raw_cost_change": -70.24390244, "lookback_start": "2025-09-16", "regime": "震荡或弱趋势", "horizon": 20, "signal": 0, "ready": true, "score": -0.04291624, "predicted_change": -3.71648666, "threshold": 17.31972039, "model_id": "2025-12-01-20", "reason": "信号不足，保持观望", "entry_date": "2025-12-18", "exit_date": "2026-01-16", "exit_idx": 978, "status": "scored", "entry": 3246.0, "exit": 3315.0, "move": 69.0, "cost": 4.6561, "risk_scale": 86.59860196508609, "daily_closes": [ [ "2025-12-18", 3277.0 ], [ "2025-12-19", 3269.0 ], [ "2025-12-22", 3277.0 ], [ "2025-12-23", 3281.0 ], [ "2025-12-24", 3285.0 ], [ "2025-12-25", 3280.0 ], [ "2025-12-26", 3283.0 ], [ "2025-12-29", 3287.0 ], [ "2025-12-30", 3282.0 ], [ "2025-12-31", 3270.0 ], [ "2026-01-05", 3248.0 ], [ "2026-01-06", 3263.0 ], [ "2026-01-07", 3332.0 ], [ "2026-01-08", 3317.0 ], [ "2026-01-09", 3294.0 ], [ "2026-01-12", 3311.0 ], [ "2026-01-13", 3303.0 ], [ "2026-01-14", 3306.0 ], [ "2026-01-15", 3307.0 ], [ "2026-01-16", 3315.0 ] ], "v1_signal": -1, "v1_code": "HC2605", "v1_matched": true }, { "signal_date": "2025-12-18", "code": "HC2605", "close": 3277.0, "vol": 0.006373579827348001, "momentum": -1, "raw_contracts": [ "I2605", "J2605" ], "raw_cost_change": -22.08130081, "lookback_start": "2025-09-17", "regime": "震荡或弱趋势", "horizon": 5, "signal": -1, "ready": true, "score": -0.24492499, "predicted_change": -11.43873438, "threshold": 9.34060203, "model_id": "2025-12-01-5", "reason": "信号超过风险与费用门槛", "entry_date": "2025-12-19", "exit_date": "2025-12-25", "exit_idx": 964, "status": "scored", "entry": 3277.0, "exit": 3280.0, "move": 3.0, "cost": 4.6557, "risk_scale": 46.70301015976462, "daily_closes": [ [ "2025-12-19", 3269.0 ], [ "2025-12-22", 3277.0 ], [ "2025-12-23", 3281.0 ], [ "2025-12-24", 3285.0 ], [ "2025-12-25", 3280.0 ] ], "v1_signal": -1, "v1_code": "HC2605", "v1_matched": true }, { "signal_date": "2025-12-18", "code": "HC2605", "close": 3277.0, "vol": 0.006373579827348001, "momentum": -1, "raw_contracts": [ "I2605", "J2605" ], "raw_cost_change": -22.08130081, "lookback_start": "2025-09-17", "regime": "震荡或弱趋势", "horizon": 10, "signal": -1, "ready": true, "score": -0.22078793, "predicted_change": -14.58260771, "threshold": 13.20960607, "model_id": "2025-12-01-10", "reason": "信号超过风险与费用门槛", "entry_date": "2025-12-19", "exit_date": "2026-01-05", "exit_idx": 969, "status": "scored", "entry": 3277.0, "exit": 3248.0, "move": -29.0, "cost": 4.6525, "risk_scale": 66.04803037158757, "daily_closes": [ [ "2025-12-19", 3269.0 ], [ "2025-12-22", 3277.0 ], [ "2025-12-23", 3281.0 ], [ "2025-12-24", 3285.0 ], [ "2025-12-25", 3280.0 ], [ "2025-12-26", 3283.0 ], [ "2025-12-29", 3287.0 ], [ "2025-12-30", 3282.0 ], [ "2025-12-31", 3270.0 ], [ "2026-01-05", 3248.0 ] ], "v1_signal": -1, "v1_code": "HC2605", "v1_matched": true }, { "signal_date": "2025-12-18", "code": "HC2605", "close": 3277.0, "vol": 0.006373579827348001, "momentum": -1, "raw_contracts": [ "I2605", "J2605" ], "raw_cost_change": -22.08130081, "lookback_start": "2025-09-17", "regime": "震荡或弱趋势", "horizon": 20, "signal": 0, "ready": true, "score": -0.05197979, "predicted_change": -4.85522546, "threshold": 18.68120406, "model_id": "2025-12-01-20", "reason": "信号不足，保持观望", "entry_date": "2025-12-19", "exit_date": "2026-01-19", "exit_idx": 979, "status": "scored", "entry": 3277.0, "exit": 3299.0, "move": 22.0, "cost": 4.6576, "risk_scale": 93.40602031952923, "daily_closes": [ [ "2025-12-19", 3269.0 ], [ "2025-12-22", 3277.0 ], [ "2025-12-23", 3281.0 ], [ "2025-12-24", 3285.0 ], [ "2025-12-25", 3280.0 ], [ "2025-12-26", 3283.0 ], [ "2025-12-29", 3287.0 ], [ "2025-12-30", 3282.0 ], [ "2025-12-31", 3270.0 ], [ "2026-01-05", 3248.0 ], [ "2026-01-06", 3263.0 ], [ "2026-01-07", 3332.0 ], [ "2026-01-08", 3317.0 ], [ "2026-01-09", 3294.0 ], [ "2026-01-12", 3311.0 ], [ "2026-01-13", 3303.0 ], [ "2026-01-14", 3306.0 ], [ "2026-01-15", 3307.0 ], [ "2026-01-16", 3315.0 ], [ "2026-01-19", 3299.0 ] ], "v1_signal": -1, "v1_code": "HC2605", "v1_matched": true }, { "signal_date": "2025-12-19", "code": "HC2605", "close": 3269.0, "vol": 0.00639708912546499, "momentum": -1, "raw_contracts": [ "I2605", "J2605" ], "raw_cost_change": 26.40650407, "lookback_start": "2025-09-18", "regime": "震荡或弱趋势", "horizon": 5, "signal": -1, "ready": true, "score": -0.25765442, "predicted_change": -12.04813754, "threshold": 9.35216843, "model_id": "2025-12-01-5", "reason": "信号超过风险与费用门槛", "entry_date": "2025-12-22", "exit_date": "2025-12-26", "exit_idx": 965, "status": "scored", "entry": 3268.0, "exit": 3283.0, "move": 15.0, "cost": 4.6551, "risk_scale": 46.76084216036992, "daily_closes": [ [ "2025-12-22", 3277.0 ], [ "2025-12-23", 3281.0 ], [ "2025-12-24", 3285.0 ], [ "2025-12-25", 3280.0 ], [ "2025-12-26", 3283.0 ] ], "v1_signal": 1, "v1_code": "HC2605", "v1_matched": true }, { "signal_date": "2025-12-19", "code": "HC2605", "close": 3269.0, "vol": 0.00639708912546499, "momentum": -1, "raw_contracts": [ "I2605", "J2605" ], "raw_cost_change": 26.40650407, "lookback_start": "2025-09-18", "regime": "震荡或弱趋势", "horizon": 10, "signal": 0, "ready": true, "score": -0.19220553, "predicted_change": -12.71051662, "threshold": 13.22596343, "model_id": "2025-12-01-10", "reason": "信号不足，保持观望", "entry_date": "2025-12-22", "exit_date": "2026-01-06", "exit_idx": 970, "status": "scored", "entry": 3268.0, "exit": 3263.0, "move": -5.0, "cost": 4.6531, "risk_scale": 66.12981717118275, "daily_closes": [ [ "2025-12-22", 3277.0 ], [ "2025-12-23", 3281.0 ], [ "2025-12-24", 3285.0 ], [ "2025-12-25", 3280.0 ], [ "2025-12-26", 3283.0 ], [ "2025-12-29", 3287.0 ], [ "2025-12-30", 3282.0 ], [ "2025-12-31", 3270.0 ], [ "2026-01-05", 3248.0 ], [ "2026-01-06", 3263.0 ] ], "v1_signal": 1, "v1_code": "HC2605", "v1_matched": true }, { "signal_date": "2025-12-19", "code": "HC2605", "close": 3269.0, "vol": 0.00639708912546499, "momentum": -1, "raw_contracts": [ "I2605", "J2605" ], "raw_cost_change": 26.40650407, "lookback_start": "2025-09-18", "regime": "震荡或弱趋势", "horizon": 20, "signal": 0, "ready": true, "score": -0.00164669, "predicted_change": -0.15400113, "threshold": 18.70433686, "model_id": "2025-12-01-20", "reason": "信号不足，保持观望", "entry_date": "2025-12-22", "exit_date": "2026-01-20", "exit_idx": 980, "status": "scored", "entry": 3268.0, "exit": 3276.0, "move": 8.0, "cost": 4.6544, "risk_scale": 93.52168432073984, "daily_closes": [ [ "2025-12-22", 3277.0 ], [ "2025-12-23", 3281.0 ], [ "2025-12-24", 3285.0 ], [ "2025-12-25", 3280.0 ], [ "2025-12-26", 3283.0 ], [ "2025-12-29", 3287.0 ], [ "2025-12-30", 3282.0 ], [ "2025-12-31", 3270.0 ], [ "2026-01-05", 3248.0 ], [ "2026-01-06", 3263.0 ], [ "2026-01-07", 3332.0 ], [ "2026-01-08", 3317.0 ], [ "2026-01-09", 3294.0 ], [ "2026-01-12", 3311.0 ], [ "2026-01-13", 3303.0 ], [ "2026-01-14", 3306.0 ], [ "2026-01-15", 3307.0 ], [ "2026-01-16", 3315.0 ], [ "2026-01-19", 3299.0 ], [ "2026-01-20", 3276.0 ] ], "v1_signal": 1, "v1_code": "HC2605", "v1_matched": true }, { "signal_date": "2025-12-22", "code": "HC2605", "close": 3277.0, "vol": 0.006293195763483678, "momentum": -1, "raw_contracts": [ "I2605", "J2605" ], "raw_cost_change": 74.73170732, "lookback_start": "2025-09-19", "regime": "震荡或弱趋势", "horizon": 5, "signal": 0, "ready": true, "score": -0.18429143, "predicted_change": -8.49841272, "threshold": 9.22279766, "model_id": "2025-12-01-5", "reason": "信号不足，保持观望", "entry_date": "2025-12-23", "exit_date": "2025-12-29", "exit_idx": 966, "status": "scored", "entry": 3271.0, "exit": 3287.0, "move": 16.0, "cost": 4.6558, "risk_scale": 46.113988314422684, "daily_closes": [ [ "2025-12-23", 3281.0 ], [ "2025-12-24", 3285.0 ], [ "2025-12-25", 3280.0 ], [ "2025-12-26", 3283.0 ], [ "2025-12-29", 3287.0 ] ], "v1_signal": 1, "v1_code": "HC2605", "v1_matched": true }, { "signal_date": "2025-12-22", "code": "HC2605", "close": 3277.0, "vol": 0.006293195763483678, "momentum": -1, "raw_contracts": [ "I2605", "J2605" ], "raw_cost_change": 74.73170732, "lookback_start": "2025-09-19", "regime": "震荡或弱趋势", "horizon": 10, "signal": 0, "ready": true, "score": -0.05323217, "predicted_change": -3.47153724, "threshold": 13.04300554, "model_id": "2025-12-01-10", "reason": "信号不足，保持观望", "entry_date": "2025-12-23", "exit_date": "2026-01-07", "exit_idx": 971, "status": "scored", "entry": 3271.0, "exit": 3332.0, "move": 61.0, "cost": 4.6603, "risk_scale": 65.21502768937098, "daily_closes": [ [ "2025-12-23", 3281.0 ], [ "2025-12-24", 3285.0 ], [ "2025-12-25", 3280.0 ], [ "2025-12-26", 3283.0 ], [ "2025-12-29", 3287.0 ], [ "2025-12-30", 3282.0 ], [ "2025-12-31", 3270.0 ], [ "2026-01-05", 3248.0 ], [ "2026-01-06", 3263.0 ], [ "2026-01-07", 3332.0 ] ], "v1_signal": 1, "v1_code": "HC2605", "v1_matched": true }, { "signal_date": "2025-12-22", "code": "HC2605", "close": 3277.0, "vol": 0.006293195763483678, "momentum": -1, "raw_contracts": [ "I2605", "J2605" ], "raw_cost_change": 74.73170732, "lookback_start": "2025-09-19", "regime": "震荡或弱趋势", "horizon": 20, "signal": 0, "ready": true, "score": 0.150144, "predicted_change": 13.84747724, "threshold": 18.44559533, "model_id": "2025-12-01-20", "reason": "信号不足，保持观望", "entry_date": "2025-12-23", "exit_date": "2026-01-21", "exit_idx": 981, "status": "scored", "entry": 3271.0, "exit": 3286.0, "move": 15.0, "cost": 4.6557, "risk_scale": 92.22797662884537, "daily_closes": [ [ "2025-12-23", 3281.0 ], [ "2025-12-24", 3285.0 ], [ "2025-12-25", 3280.0 ], [ "2025-12-26", 3283.0 ], [ "2025-12-29", 3287.0 ], [ "2025-12-30", 3282.0 ], [ "2025-12-31", 3270.0 ], [ "2026-01-05", 3248.0 ], [ "2026-01-06", 3263.0 ], [ "2026-01-07", 3332.0 ], [ "2026-01-08", 3317.0 ], [ "2026-01-09", 3294.0 ], [ "2026-01-12", 3311.0 ], [ "2026-01-13", 3303.0 ], [ "2026-01-14", 3306.0 ], [ "2026-01-15", 3307.0 ], [ "2026-01-16", 3315.0 ], [ "2026-01-19", 3299.0 ], [ "2026-01-20", 3276.0 ], [ "2026-01-21", 3286.0 ] ], "v1_signal": 1, "v1_code": "HC2605", "v1_matched": true }, { "signal_date": "2025-12-23", "code": "HC2605", "close": 3281.0, "vol": 0.006278744281147478, "momentum": 1, "raw_contracts": [ "I2605", "J2605" ], "raw_cost_change": 81.17073171, "lookback_start": "2025-09-22", "regime": "震荡或弱趋势", "horizon": 5, "signal": 0, "ready": true, "score": -0.17779764, "predicted_change": -8.19011516, "threshold": 9.2128505, "model_id": "2025-12-01-5", "reason": "信号不足，保持观望", "entry_date": "2025-12-24", "exit_date": "2025-12-30", "exit_idx": 967, "status": "scored", "entry": 3281.0, "exit": 3282.0, "move": 1.0, "cost": 4.6563, "risk_scale": 46.06425250425289, "daily_closes": [ [ "2025-12-24", 3285.0 ], [ "2025-12-25", 3280.0 ], [ "2025-12-26", 3283.0 ], [ "2025-12-29", 3287.0 ], [ "2025-12-30", 3282.0 ] ], "v1_signal": 1, "v1_code": "HC2605", "v1_matched": true }, { "signal_date": "2025-12-23", "code": "HC2605", "close": 3281.0, "vol": 0.006278744281147478, "momentum": 1, "raw_contracts": [ "I2605", "J2605" ], "raw_cost_change": 81.17073171, "lookback_start": "2025-09-22", "regime": "震荡或弱趋势", "horizon": 10, "signal": 0, "ready": true, "score": -0.02564913, "predicted_change": -1.67090451, "threshold": 13.02893813, "model_id": "2025-12-01-10", "reason": "信号不足，保持观望", "entry_date": "2025-12-24", "exit_date": "2026-01-08", "exit_idx": 972, "status": "scored", "entry": 3281.0, "exit": 3317.0, "move": 36.0, "cost": 4.6598, "risk_scale": 65.14469063209324, "daily_closes": [ [ "2025-12-24", 3285.0 ], [ "2025-12-25", 3280.0 ], [ "2025-12-26", 3283.0 ], [ "2025-12-29", 3287.0 ], [ "2025-12-30", 3282.0 ], [ "2025-12-31", 3270.0 ], [ "2026-01-05", 3248.0 ], [ "2026-01-06", 3263.0 ], [ "2026-01-07", 3332.0 ], [ "2026-01-08", 3317.0 ] ], "v1_signal": 1, "v1_code": "HC2605", "v1_matched": true }, { "signal_date": "2025-12-23", "code": "HC2605", "close": 3281.0, "vol": 0.006278744281147478, "momentum": 1, "raw_contracts": [ "I2605", "J2605" ], "raw_cost_change": 81.17073171, "lookback_start": "2025-09-22", "regime": "震荡或弱趋势", "horizon": 20, "signal": 0, "ready": true, "score": 0.18756302, "predicted_change": 17.27990075, "threshold": 18.425701, "model_id": "2025-12-01-20", "reason": "信号不足，保持观望", "entry_date": "2025-12-24", "exit_date": "2026-01-22", "exit_idx": 982, "status": "scored", "entry": 3281.0, "exit": 3287.0, "move": 6.0, "cost": 4.6568000000000005, "risk_scale": 92.12850500850578, "daily_closes": [ [ "2025-12-24", 3285.0 ], [ "2025-12-25", 3280.0 ], [ "2025-12-26", 3283.0 ], [ "2025-12-29", 3287.0 ], [ "2025-12-30", 3282.0 ], [ "2025-12-31", 3270.0 ], [ "2026-01-05", 3248.0 ], [ "2026-01-06", 3263.0 ], [ "2026-01-07", 3332.0 ], [ "2026-01-08", 3317.0 ], [ "2026-01-09", 3294.0 ], [ "2026-01-12", 3311.0 ], [ "2026-01-13", 3303.0 ], [ "2026-01-14", 3306.0 ], [ "2026-01-15", 3307.0 ], [ "2026-01-16", 3315.0 ], [ "2026-01-19", 3299.0 ], [ "2026-01-20", 3276.0 ], [ "2026-01-21", 3286.0 ], [ "2026-01-22", 3287.0 ] ], "v1_signal": 1, "v1_code": "HC2605", "v1_matched": true }, { "signal_date": "2025-12-24", "code": "HC2605", "close": 3285.0, "vol": 0.0062827645375692805, "momentum": 1, "raw_contracts": [ "I2605", "J2605" ], "raw_cost_change": 48.19512195, "lookback_start": "2025-09-23", "regime": "震荡或弱趋势", "horizon": 5, "signal": -1, "ready": true, "score": -0.25442499, "predicted_change": -11.74169843, "threshold": 9.22998841, "model_id": "2025-12-01-5", "reason": "信号超过风险与费用门槛", "entry_date": "2025-12-25", "exit_date": "2025-12-31", "exit_idx": 968, "status": "scored", "entry": 3289.0, "exit": 3270.0, "move": -19.0, "cost": 4.6559, "risk_scale": 46.14994202678937, "daily_closes": [ [ "2025-12-25", 3280.0 ], [ "2025-12-26", 3283.0 ], [ "2025-12-29", 3287.0 ], [ "2025-12-30", 3282.0 ], [ "2025-12-31", 3270.0 ] ], "v1_signal": 1, "v1_code": "HC2605", "v1_matched": true }, { "signal_date": "2025-12-24", "code": "HC2605", "close": 3285.0, "vol": 0.0062827645375692805, "momentum": 1, "raw_contracts": [ "I2605", "J2605" ], "raw_cost_change": 48.19512195, "lookback_start": "2025-09-23", "regime": "震荡或弱趋势", "horizon": 10, "signal": 0, "ready": true, "score": -0.13015448, "predicted_change": -8.49464561, "threshold": 13.05317478, "model_id": "2025-12-01-10", "reason": "信号不足，保持观望", "entry_date": "2025-12-25", "exit_date": "2026-01-09", "exit_idx": 973, "status": "scored", "entry": 3289.0, "exit": 3294.0, "move": 5.0, "cost": 4.6583, "risk_scale": 65.2658739170176, "daily_closes": [ [ "2025-12-25", 3280.0 ], [ "2025-12-26", 3283.0 ], [ "2025-12-29", 3287.0 ], [ "2025-12-30", 3282.0 ], [ "2025-12-31", 3270.0 ], [ "2026-01-05", 3248.0 ], [ "2026-01-06", 3263.0 ], [ "2026-01-07", 3332.0 ], [ "2026-01-08", 3317.0 ], [ "2026-01-09", 3294.0 ] ], "v1_signal": 1, "v1_code": "HC2605", "v1_matched": true }, { "signal_date": "2025-12-24", "code": "HC2605", "close": 3285.0, "vol": 0.0062827645375692805, "momentum": 1, "raw_contracts": [ "I2605", "J2605" ], "raw_cost_change": 48.19512195, "lookback_start": "2025-09-23", "regime": "震荡或弱趋势", "horizon": 20, "signal": 0, "ready": true, "score": 0.03741517, "predicted_change": 3.45341603, "threshold": 18.45997681, "model_id": "2025-12-01-20", "reason": "信号不足，保持观望", "entry_date": "2025-12-25", "exit_date": "2026-01-23", "exit_idx": 983, "status": "scored", "entry": 3289.0, "exit": 3305.0, "move": 16.0, "cost": 4.6594, "risk_scale": 92.29988405357874, "daily_closes": [ [ "2025-12-25", 3280.0 ], [ "2025-12-26", 3283.0 ], [ "2025-12-29", 3287.0 ], [ "2025-12-30", 3282.0 ], [ "2025-12-31", 3270.0 ], [ "2026-01-05", 3248.0 ], [ "2026-01-06", 3263.0 ], [ "2026-01-07", 3332.0 ], [ "2026-01-08", 3317.0 ], [ "2026-01-09", 3294.0 ], [ "2026-01-12", 3311.0 ], [ "2026-01-13", 3303.0 ], [ "2026-01-14", 3306.0 ], [ "2026-01-15", 3307.0 ], [ "2026-01-16", 3315.0 ], [ "2026-01-19", 3299.0 ], [ "2026-01-20", 3276.0 ], [ "2026-01-21", 3286.0 ], [ "2026-01-22", 3287.0 ], [ "2026-01-23", 3305.0 ] ], "v1_signal": 1, "v1_code": "HC2605", "v1_matched": true }, { "signal_date": "2025-12-25", "code": "HC2605", "close": 3280.0, "vol": 0.006218003943518792, "momentum": 1, "raw_contracts": [ "I2605", "J2605" ], "raw_cost_change": 92.74796748, "lookback_start": "2025-09-24", "regime": "震荡或弱趋势", "horizon": 5, "signal": 0, "ready": true, "score": -0.18299142, "predicted_change": -8.34527327, "threshold": 9.12094495, "model_id": "2025-12-01-5", "reason": "信号不足，保持观望", "entry_date": "2025-12-26", "exit_date": "2026-01-05", "exit_idx": 969, "status": "scored", "entry": 3280.0, "exit": 3248.0, "move": -32.0, "cost": 4.6528, "risk_scale": 45.60472476678889, "daily_closes": [ [ "2025-12-26", 3283.0 ], [ "2025-12-29", 3287.0 ], [ "2025-12-30", 3282.0 ], [ "2025-12-31", 3270.0 ], [ "2026-01-05", 3248.0 ] ], "v1_signal": 1, "v1_code": "HC2605", "v1_matched": true }, { "signal_date": "2025-12-25", "code": "HC2605", "close": 3280.0, "vol": 0.006218003943518792, "momentum": 1, "raw_contracts": [ "I2605", "J2605" ], "raw_cost_change": 92.74796748, "lookback_start": "2025-09-24", "regime": "震荡或弱趋势", "horizon": 10, "signal": 0, "ready": true, "score": 0.03163579, "predicted_change": 2.0403448, "threshold": 12.89896405, "model_id": "2025-12-01-10", "reason": "信号不足，保持观望", "entry_date": "2025-12-26", "exit_date": "2026-01-12", "exit_idx": 974, "status": "scored", "entry": 3280.0, "exit": 3311.0, "move": 31.0, "cost": 4.6591000000000005, "risk_scale": 64.49482027348503, "daily_closes": [ [ "2025-12-26", 3283.0 ], [ "2025-12-29", 3287.0 ], [ "2025-12-30", 3282.0 ], [ "2025-12-31", 3270.0 ], [ "2026-01-05", 3248.0 ], [ "2026-01-06", 3263.0 ], [ "2026-01-07", 3332.0 ], [ "2026-01-08", 3317.0 ], [ "2026-01-09", 3294.0 ], [ "2026-01-12", 3311.0 ] ], "v1_signal": 1, "v1_code": "HC2605", "v1_matched": true }, { "signal_date": "2025-12-25", "code": "HC2605", "close": 3280.0, "vol": 0.006218003943518792, "momentum": 1, "raw_contracts": [ "I2605", "J2605" ], "raw_cost_change": 92.74796748, "lookback_start": "2025-09-24", "regime": "震荡或弱趋势", "horizon": 20, "signal": 1, "ready": true, "score": 0.23885954, "predicted_change": 21.78624688, "threshold": 18.24188991, "model_id": "2025-12-01-20", "reason": "信号超过风险与费用门槛", "entry_date": "2025-12-26", "exit_date": "2026-01-26", "exit_idx": 984, "status": "scored", "entry": 3280.0, "exit": 3302.0, "move": 22.0, "cost": 4.6582, "risk_scale": 91.20944953357778, "daily_closes": [ [ "2025-12-26", 3283.0 ], [ "2025-12-29", 3287.0 ], [ "2025-12-30", 3282.0 ], [ "2025-12-31", 3270.0 ], [ "2026-01-05", 3248.0 ], [ "2026-01-06", 3263.0 ], [ "2026-01-07", 3332.0 ], [ "2026-01-08", 3317.0 ], [ "2026-01-09", 3294.0 ], [ "2026-01-12", 3311.0 ], [ "2026-01-13", 3303.0 ], [ "2026-01-14", 3306.0 ], [ "2026-01-15", 3307.0 ], [ "2026-01-16", 3315.0 ], [ "2026-01-19", 3299.0 ], [ "2026-01-20", 3276.0 ], [ "2026-01-21", 3286.0 ], [ "2026-01-22", 3287.0 ], [ "2026-01-23", 3305.0 ], [ "2026-01-26", 3302.0 ] ], "v1_signal": 1, "v1_code": "HC2605", "v1_matched": true }, { "signal_date": "2025-12-26", "code": "HC2605", "close": 3283.0, "vol": 0.006201977856988706, "momentum": 1, "raw_contracts": [ "I2605", "J2605" ], "raw_cost_change": 100.68292683, "lookback_start": "2025-09-25", "regime": "震荡或弱趋势", "horizon": 5, "signal": 0, "ready": true, "score": -0.15420929, "predicted_change": -7.02096233, "threshold": 9.10575775, "model_id": "2025-12-01-5", "reason": "信号不足，保持观望", "entry_date": "2025-12-29", "exit_date": "2026-01-06", "exit_idx": 970, "status": "scored", "entry": 3284.0, "exit": 3263.0, "move": -21.0, "cost": 4.6547, "risk_scale": 45.52878872506423, "daily_closes": [ [ "2025-12-29", 3287.0 ], [ "2025-12-30", 3282.0 ], [ "2025-12-31", 3270.0 ], [ "2026-01-05", 3248.0 ], [ "2026-01-06", 3263.0 ] ], "v1_signal": 1, "v1_code": "HC2605", "v1_matched": true }, { "signal_date": "2025-12-26", "code": "HC2605", "close": 3283.0, "vol": 0.006201977856988706, "momentum": 1, "raw_contracts": [ "I2605", "J2605" ], "raw_cost_change": 100.68292683, "lookback_start": "2025-09-25", "regime": "震荡或弱趋势", "horizon": 10, "signal": 0, "ready": true, "score": 0.02564627, "predicted_change": 1.65129714, "threshold": 12.8774861, "model_id": "2025-12-01-10", "reason": "信号不足，保持观望", "entry_date": "2025-12-29", "exit_date": "2026-01-13", "exit_idx": 975, "status": "scored", "entry": 3284.0, "exit": 3303.0, "move": 19.0, "cost": 4.6587, "risk_scale": 64.38743049340509, "daily_closes": [ [ "2025-12-29", 3287.0 ], [ "2025-12-30", 3282.0 ], [ "2025-12-31", 3270.0 ], [ "2026-01-05", 3248.0 ], [ "2026-01-06", 3263.0 ], [ "2026-01-07", 3332.0 ], [ "2026-01-08", 3317.0 ], [ "2026-01-09", 3294.0 ], [ "2026-01-12", 3311.0 ], [ "2026-01-13", 3303.0 ] ], "v1_signal": 1, "v1_code": "HC2605", "v1_matched": true }, { "signal_date": "2025-12-26", "code": "HC2605", "close": 3283.0, "vol": 0.006201977856988706, "momentum": 1, "raw_contracts": [ "I2605", "J2605" ], "raw_cost_change": 100.68292683, "lookback_start": "2025-09-25", "regime": "震荡或弱趋势", "horizon": 20, "signal": 1, "ready": true, "score": 0.2025501, "predicted_change": 18.44372149, "threshold": 18.21151549, "model_id": "2025-12-01-20", "reason": "信号超过风险与费用门槛", "entry_date": "2025-12-29", "exit_date": "2026-01-27", "exit_idx": 985, "status": "scored", "entry": 3284.0, "exit": 3289.0, "move": 5.0, "cost": 4.6573, "risk_scale": 91.05757745012846, "daily_closes": [ [ "2025-12-29", 3287.0 ], [ "2025-12-30", 3282.0 ], [ "2025-12-31", 3270.0 ], [ "2026-01-05", 3248.0 ], [ "2026-01-06", 3263.0 ], [ "2026-01-07", 3332.0 ], [ "2026-01-08", 3317.0 ], [ "2026-01-09", 3294.0 ], [ "2026-01-12", 3311.0 ], [ "2026-01-13", 3303.0 ], [ "2026-01-14", 3306.0 ], [ "2026-01-15", 3307.0 ], [ "2026-01-16", 3315.0 ], [ "2026-01-19", 3299.0 ], [ "2026-01-20", 3276.0 ], [ "2026-01-21", 3286.0 ], [ "2026-01-22", 3287.0 ], [ "2026-01-23", 3305.0 ], [ "2026-01-26", 3302.0 ], [ "2026-01-27", 3289.0 ] ], "v1_signal": 1, "v1_code": "HC2605", "v1_matched": true }, { "signal_date": "2025-12-29", "code": "HC2605", "close": 3287.0, "vol": 0.0057719074235919295, "momentum": 1, "raw_contracts": [ "I2605", "J2605" ], "raw_cost_change": 96.09756098, "lookback_start": "2025-09-26", "regime": "震荡或弱趋势", "horizon": 5, "signal": 0, "ready": true, "score": -0.12087786, "predicted_change": -5.1280331, "threshold": 8.48465248, "model_id": "2025-12-01-5", "reason": "信号不足，保持观望", "entry_date": "2025-12-30", "exit_date": "2026-01-07", "exit_idx": 971, "status": "scored", "entry": 3285.0, "exit": 3332.0, "move": 47.0, "cost": 4.6617, "risk_scale": 42.42326237899102, "daily_closes": [ [ "2025-12-30", 3282.0 ], [ "2025-12-31", 3270.0 ], [ "2026-01-05", 3248.0 ], [ "2026-01-06", 3263.0 ], [ "2026-01-07", 3332.0 ] ], "v1_signal": 1, "v1_code": "HC2605", "v1_matched": true }, { "signal_date": "2025-12-29", "code": "HC2605", "close": 3287.0, "vol": 0.0057719074235919295, "momentum": 1, "raw_contracts": [ "I2605", "J2605" ], "raw_cost_change": 96.09756098, "lookback_start": "2025-09-26", "regime": "震荡或弱趋势", "horizon": 10, "signal": 0, "ready": true, "score": -0.00991237, "predicted_change": -0.59469832, "threshold": 11.9991106, "model_id": "2025-12-01-10", "reason": "信号不足，保持观望", "entry_date": "2025-12-30", "exit_date": "2026-01-14", "exit_idx": 976, "status": "scored", "entry": 3285.0, "exit": 3306.0, "move": 21.0, "cost": 4.6591000000000005, "risk_scale": 59.995553016481395, "daily_closes": [ [ "2025-12-30", 3282.0 ], [ "2025-12-31", 3270.0 ], [ "2026-01-05", 3248.0 ], [ "2026-01-06", 3263.0 ], [ "2026-01-07", 3332.0 ], [ "2026-01-08", 3317.0 ], [ "2026-01-09", 3294.0 ], [ "2026-01-12", 3311.0 ], [ "2026-01-13", 3303.0 ], [ "2026-01-14", 3306.0 ] ], "v1_signal": 1, "v1_code": "HC2605", "v1_matched": true }, { "signal_date": "2025-12-29", "code": "HC2605", "close": 3287.0, "vol": 0.0057719074235919295, "momentum": 1, "raw_contracts": [ "I2605", "J2605" ], "raw_cost_change": 96.09756098, "lookback_start": "2025-09-26", "regime": "震荡或弱趋势", "horizon": 20, "signal": 0, "ready": true, "score": 0.09875121, "predicted_change": 8.37869676, "threshold": 16.96930495, "model_id": "2025-12-01-20", "reason": "信号不足，保持观望", "entry_date": "2025-12-30", "exit_date": "2026-01-28", "exit_idx": 986, "status": "scored", "entry": 3285.0, "exit": 3280.0, "move": -5.0, "cost": 4.6565, "risk_scale": 84.84652475798204, "daily_closes": [ [ "2025-12-30", 3282.0 ], [ "2025-12-31", 3270.0 ], [ "2026-01-05", 3248.0 ], [ "2026-01-06", 3263.0 ], [ "2026-01-07", 3332.0 ], [ "2026-01-08", 3317.0 ], [ "2026-01-09", 3294.0 ], [ "2026-01-12", 3311.0 ], [ "2026-01-13", 3303.0 ], [ "2026-01-14", 3306.0 ], [ "2026-01-15", 3307.0 ], [ "2026-01-16", 3315.0 ], [ "2026-01-19", 3299.0 ], [ "2026-01-20", 3276.0 ], [ "2026-01-21", 3286.0 ], [ "2026-01-22", 3287.0 ], [ "2026-01-23", 3305.0 ], [ "2026-01-26", 3302.0 ], [ "2026-01-27", 3289.0 ], [ "2026-01-28", 3280.0 ] ], "v1_signal": 1, "v1_code": "HC2605", "v1_matched": true }, { "signal_date": "2025-12-30", "code": "HC2605", "close": 3282.0, "vol": 0.005770412263208663, "momentum": 1, "raw_contracts": [ "I2605", "J2605" ], "raw_cost_change": 84.61788618, "lookback_start": "2025-09-29", "regime": "震荡或弱趋势", "horizon": 5, "signal": 0, "ready": true, "score": -0.11040605, "predicted_change": -4.67544883, "threshold": 8.46955157, "model_id": "2025-12-01-5", "reason": "信号不足，保持观望", "entry_date": "2025-12-31", "exit_date": "2026-01-08", "exit_idx": 972, "status": "scored", "entry": 3285.0, "exit": 3317.0, "move": 32.0, "cost": 4.6602, "risk_scale": 42.34775784640164, "daily_closes": [ [ "2025-12-31", 3270.0 ], [ "2026-01-05", 3248.0 ], [ "2026-01-06", 3263.0 ], [ "2026-01-07", 3332.0 ], [ "2026-01-08", 3317.0 ] ], "v1_signal": 1, "v1_code": "HC2605", "v1_matched": true }, { "signal_date": "2025-12-30", "code": "HC2605", "close": 3282.0, "vol": 0.005770412263208663, "momentum": 1, "raw_contracts": [ "I2605", "J2605" ], "raw_cost_change": 84.61788618, "lookback_start": "2025-09-29", "regime": "震荡或弱趋势", "horizon": 10, "signal": 0, "ready": true, "score": -0.02170736, "predicted_change": -1.30002707, "threshold": 11.9777547, "model_id": "2025-12-01-10", "reason": "信号不足，保持观望", "entry_date": "2025-12-31", "exit_date": "2026-01-15", "exit_idx": 977, "status": "scored", "entry": 3285.0, "exit": 3307.0, "move": 22.0, "cost": 4.6592, "risk_scale": 59.88877348247286, "daily_closes": [ [ "2025-12-31", 3270.0 ], [ "2026-01-05", 3248.0 ], [ "2026-01-06", 3263.0 ], [ "2026-01-07", 3332.0 ], [ "2026-01-08", 3317.0 ], [ "2026-01-09", 3294.0 ], [ "2026-01-12", 3311.0 ], [ "2026-01-13", 3303.0 ], [ "2026-01-14", 3306.0 ], [ "2026-01-15", 3307.0 ] ], "v1_signal": 1, "v1_code": "HC2605", "v1_matched": true }, { "signal_date": "2025-12-30", "code": "HC2605", "close": 3282.0, "vol": 0.005770412263208663, "momentum": 1, "raw_contracts": [ "I2605", "J2605" ], "raw_cost_change": 84.61788618, "lookback_start": "2025-09-29", "regime": "震荡或弱趋势", "horizon": 20, "signal": 0, "ready": true, "score": 0.0398721, "predicted_change": 3.37698802, "threshold": 16.93910314, "model_id": "2025-12-01-20", "reason": "信号不足，保持观望", "entry_date": "2025-12-31", "exit_date": "2026-01-29", "exit_idx": 987, "status": "scored", "entry": 3285.0, "exit": 3308.0, "move": 23.0, "cost": 4.6593, "risk_scale": 84.69551569280328, "daily_closes": [ [ "2025-12-31", 3270.0 ], [ "2026-01-05", 3248.0 ], [ "2026-01-06", 3263.0 ], [ "2026-01-07", 3332.0 ], [ "2026-01-08", 3317.0 ], [ "2026-01-09", 3294.0 ], [ "2026-01-12", 3311.0 ], [ "2026-01-13", 3303.0 ], [ "2026-01-14", 3306.0 ], [ "2026-01-15", 3307.0 ], [ "2026-01-16", 3315.0 ], [ "2026-01-19", 3299.0 ], [ "2026-01-20", 3276.0 ], [ "2026-01-21", 3286.0 ], [ "2026-01-22", 3287.0 ], [ "2026-01-23", 3305.0 ], [ "2026-01-26", 3302.0 ], [ "2026-01-27", 3289.0 ], [ "2026-01-28", 3280.0 ], [ "2026-01-29", 3308.0 ] ], "v1_signal": 1, "v1_code": "HC2605", "v1_matched": true }, { "signal_date": "2025-12-31", "code": "HC2605", "close": 3270.0, "vol": 0.005802599119370375, "momentum": 1, "raw_contracts": [ "I2605", "J2605" ], "raw_cost_change": 62.01626016, "lookback_start": "2025-09-30", "regime": "震荡或弱趋势", "horizon": 5, "signal": 0, "ready": true, "score": -0.10776175, "predicted_change": -4.57214464, "threshold": 8.48565397, "model_id": "2025-12-01-5", "reason": "信号不足，保持观望", "entry_date": "2026-01-05", "exit_date": "2026-01-09", "exit_idx": 973, "status": "scored", "entry": 3270.0, "exit": 3294.0, "move": 24.0, "cost": 4.6564, "risk_scale": 42.42826987209272, "daily_closes": [ [ "2026-01-05", 3248.0 ], [ "2026-01-06", 3263.0 ], [ "2026-01-07", 3332.0 ], [ "2026-01-08", 3317.0 ], [ "2026-01-09", 3294.0 ] ], "v1_signal": 1, "v1_code": "HC2605", "v1_matched": true }, { "signal_date": "2025-12-31", "code": "HC2605", "close": 3270.0, "vol": 0.005802599119370375, "momentum": 1, "raw_contracts": [ "I2605", "J2605" ], "raw_cost_change": 62.01626016, "lookback_start": "2025-09-30", "regime": "震荡或弱趋势", "horizon": 10, "signal": 0, "ready": true, "score": -0.0549932, "predicted_change": -3.29973663, "threshold": 12.00052694, "model_id": "2025-12-01-10", "reason": "信号不足，保持观望", "entry_date": "2026-01-05", "exit_date": "2026-01-16", "exit_idx": 978, "status": "scored", "entry": 3270.0, "exit": 3315.0, "move": 45.0, "cost": 4.6585, "risk_scale": 60.00263468113931, "daily_closes": [ [ "2026-01-05", 3248.0 ], [ "2026-01-06", 3263.0 ], [ "2026-01-07", 3332.0 ], [ "2026-01-08", 3317.0 ], [ "2026-01-09", 3294.0 ], [ "2026-01-12", 3311.0 ], [ "2026-01-13", 3303.0 ], [ "2026-01-14", 3306.0 ], [ "2026-01-15", 3307.0 ], [ "2026-01-16", 3315.0 ] ], "v1_signal": 1, "v1_code": "HC2605", "v1_matched": true }, { "signal_date": "2025-12-31", "code": "HC2605", "close": 3270.0, "vol": 0.005802599119370375, "momentum": 1, "raw_contracts": [ "I2605", "J2605" ], "raw_cost_change": 62.01626016, "lookback_start": "2025-09-30", "regime": "震荡或弱趋势", "horizon": 20, "signal": 0, "ready": true, "score": -0.06408935, "predicted_change": -5.43840018, "threshold": 16.97130795, "model_id": "2025-12-01-20", "reason": "信号不足，保持观望", "entry_date": "2026-01-05", "exit_date": "2026-01-30", "exit_idx": 988, "status": "scored", "entry": 3270.0, "exit": 3288.0, "move": 18.0, "cost": 4.6558, "risk_scale": 84.85653974418544, "daily_closes": [ [ "2026-01-05", 3248.0 ], [ "2026-01-06", 3263.0 ], [ "2026-01-07", 3332.0 ], [ "2026-01-08", 3317.0 ], [ "2026-01-09", 3294.0 ], [ "2026-01-12", 3311.0 ], [ "2026-01-13", 3303.0 ], [ "2026-01-14", 3306.0 ], [ "2026-01-15", 3307.0 ], [ "2026-01-16", 3315.0 ], [ "2026-01-19", 3299.0 ], [ "2026-01-20", 3276.0 ], [ "2026-01-21", 3286.0 ], [ "2026-01-22", 3287.0 ], [ "2026-01-23", 3305.0 ], [ "2026-01-26", 3302.0 ], [ "2026-01-27", 3289.0 ], [ "2026-01-28", 3280.0 ], [ "2026-01-29", 3308.0 ], [ "2026-01-30", 3288.0 ] ], "v1_signal": 1, "v1_code": "HC2605", "v1_matched": true }, { "signal_date": "2026-01-05", "code": "HC2605", "close": 3248.0, "vol": 0.005895448024661963, "momentum": -1, "raw_contracts": [ "I2605", "J2605" ], "raw_cost_change": -14.73170732, "lookback_start": "2025-10-09", "regime": "震荡或弱趋势", "horizon": 5, "signal": 0, "ready": true, "score": -0.02011709, "predicted_change": -0.86135658, "threshold": 8.5634316, "model_id": "2026-01-05-5", "reason": "信号不足，保持观望", "entry_date": "2026-01-06", "exit_date": "2026-01-12", "exit_idx": 974, "status": "scored", "entry": 3248.0, "exit": 3311.0, "move": 63.0, "cost": 4.6559, "risk_scale": 42.81715801304135, "daily_closes": [ [ "2026-01-06", 3263.0 ], [ "2026-01-07", 3332.0 ], [ "2026-01-08", 3317.0 ], [ "2026-01-09", 3294.0 ], [ "2026-01-12", 3311.0 ] ], "v1_signal": 0, "v1_code": "HC2605", "v1_matched": true }, { "signal_date": "2026-01-05", "code": "HC2605", "close": 3248.0, "vol": 0.005895448024661963, "momentum": -1, "raw_contracts": [ "I2605", "J2605" ], "raw_cost_change": -14.73170732, "lookback_start": "2025-10-09", "regime": "震荡或弱趋势", "horizon": 10, "signal": 0, "ready": true, "score": -0.03235365, "predicted_change": -1.95909763, "threshold": 12.11052111, "model_id": "2026-01-05-10", "reason": "信号不足，保持观望", "entry_date": "2026-01-06", "exit_date": "2026-01-19", "exit_idx": 979, "status": "scored", "entry": 3248.0, "exit": 3299.0, "move": 51.0, "cost": 4.6547, "risk_scale": 60.55260556431492, "daily_closes": [ [ "2026-01-06", 3263.0 ], [ "2026-01-07", 3332.0 ], [ "2026-01-08", 3317.0 ], [ "2026-01-09", 3294.0 ], [ "2026-01-12", 3311.0 ], [ "2026-01-13", 3303.0 ], [ "2026-01-14", 3306.0 ], [ "2026-01-15", 3307.0 ], [ "2026-01-16", 3315.0 ], [ "2026-01-19", 3299.0 ] ], "v1_signal": 0, "v1_code": "HC2605", "v1_matched": true }, { "signal_date": "2026-01-05", "code": "HC2605", "close": 3248.0, "vol": 0.005895448024661963, "momentum": -1, "raw_contracts": [ "I2605", "J2605" ], "raw_cost_change": -14.73170732, "lookback_start": "2025-10-09", "regime": "震荡或弱趋势", "horizon": 20, "signal": 0, "ready": true, "score": -0.11954271, "predicted_change": -10.23695832, "threshold": 17.12686321, "model_id": "2026-01-05-20", "reason": "信号不足，保持观望", "entry_date": "2026-01-06", "exit_date": "2026-02-02", "exit_idx": 989, "status": "scored", "entry": 3248.0, "exit": 3261.0, "move": 13.0, "cost": 4.6509, "risk_scale": 85.6343160260827, "daily_closes": [ [ "2026-01-06", 3263.0 ], [ "2026-01-07", 3332.0 ], [ "2026-01-08", 3317.0 ], [ "2026-01-09", 3294.0 ], [ "2026-01-12", 3311.0 ], [ "2026-01-13", 3303.0 ], [ "2026-01-14", 3306.0 ], [ "2026-01-15", 3307.0 ], [ "2026-01-16", 3315.0 ], [ "2026-01-19", 3299.0 ], [ "2026-01-20", 3276.0 ], [ "2026-01-21", 3286.0 ], [ "2026-01-22", 3287.0 ], [ "2026-01-23", 3305.0 ], [ "2026-01-26", 3302.0 ], [ "2026-01-27", 3289.0 ], [ "2026-01-28", 3280.0 ], [ "2026-01-29", 3308.0 ], [ "2026-01-30", 3288.0 ], [ "2026-02-02", 3261.0 ] ], "v1_signal": 0, "v1_code": "HC2605", "v1_matched": true }, { "signal_date": "2026-01-06", "code": "HC2605", "close": 3263.0, "vol": 0.006008991047119737, "momentum": -1, "raw_contracts": [ "I2605", "J2605" ], "raw_cost_change": -6.04878049, "lookback_start": "2025-10-10", "regime": "震荡或弱趋势", "horizon": 5, "signal": 0, "ready": true, "score": -0.11634817, "predicted_change": -5.10109223, "threshold": 8.76866803, "model_id": "2026-01-05-5", "reason": "信号不足，保持观望", "entry_date": "2026-01-07", "exit_date": "2026-01-13", "exit_idx": 975, "status": "scored", "entry": 3261.0, "exit": 3303.0, "move": 42.0, "cost": 4.6564, "risk_scale": 43.843340148977084, "daily_closes": [ [ "2026-01-07", 3332.0 ], [ "2026-01-08", 3317.0 ], [ "2026-01-09", 3294.0 ], [ "2026-01-12", 3311.0 ], [ "2026-01-13", 3303.0 ] ], "v1_signal": 0, "v1_code": "HC2605", "v1_matched": true }, { "signal_date": "2026-01-06", "code": "HC2605", "close": 3263.0, "vol": 0.006008991047119737, "momentum": -1, "raw_contracts": [ "I2605", "J2605" ], "raw_cost_change": -6.04878049, "lookback_start": "2025-10-10", "regime": "震荡或弱趋势", "horizon": 10, "signal": 0, "ready": true, "score": -0.10269978, "predicted_change": -6.36778131, "threshold": 12.40076925, "model_id": "2026-01-05-10", "reason": "信号不足，保持观望", "entry_date": "2026-01-07", "exit_date": "2026-01-20", "exit_idx": 980, "status": "scored", "entry": 3261.0, "exit": 3276.0, "move": 15.0, "cost": 4.6537, "risk_scale": 62.00384625842023, "daily_closes": [ [ "2026-01-07", 3332.0 ], [ "2026-01-08", 3317.0 ], [ "2026-01-09", 3294.0 ], [ "2026-01-12", 3311.0 ], [ "2026-01-13", 3303.0 ], [ "2026-01-14", 3306.0 ], [ "2026-01-15", 3307.0 ], [ "2026-01-16", 3315.0 ], [ "2026-01-19", 3299.0 ], [ "2026-01-20", 3276.0 ] ], "v1_signal": 0, "v1_code": "HC2605", "v1_matched": true }, { "signal_date": "2026-01-06", "code": "HC2605", "close": 3263.0, "vol": 0.006008991047119737, "momentum": -1, "raw_contracts": [ "I2605", "J2605" ], "raw_cost_change": -6.04878049, "lookback_start": "2025-10-10", "regime": "震荡或弱趋势", "horizon": 20, "signal": 0, "ready": true, "score": -0.13609219, "predicted_change": -11.93347244, "threshold": 17.53733606, "model_id": "2026-01-05-20", "reason": "信号不足，保持观望", "entry_date": "2026-01-07", "exit_date": "2026-02-03", "exit_idx": 990, "status": "scored", "entry": 3261.0, "exit": 3265.0, "move": 4.0, "cost": 4.6526, "risk_scale": 87.68668029795417, "daily_closes": [ [ "2026-01-07", 3332.0 ], [ "2026-01-08", 3317.0 ], [ "2026-01-09", 3294.0 ], [ "2026-01-12", 3311.0 ], [ "2026-01-13", 3303.0 ], [ "2026-01-14", 3306.0 ], [ "2026-01-15", 3307.0 ], [ "2026-01-16", 3315.0 ], [ "2026-01-19", 3299.0 ], [ "2026-01-20", 3276.0 ], [ "2026-01-21", 3286.0 ], [ "2026-01-22", 3287.0 ], [ "2026-01-23", 3305.0 ], [ "2026-01-26", 3302.0 ], [ "2026-01-27", 3289.0 ], [ "2026-01-28", 3280.0 ], [ "2026-01-29", 3308.0 ], [ "2026-01-30", 3288.0 ], [ "2026-02-02", 3261.0 ], [ "2026-02-03", 3265.0 ] ], "v1_signal": 0, "v1_code": "HC2605", "v1_matched": true }, { "signal_date": "2026-01-07", "code": "HC2605", "close": 3332.0, "vol": 0.007479681419874401, "momentum": 1, "raw_contracts": [ "I2605", "J2605" ], "raw_cost_change": 114.04878049, "lookback_start": "2025-10-13", "regime": "震荡或弱趋势", "horizon": 5, "signal": -1, "ready": true, "score": -0.27436293, "predicted_change": -15.28968489, "threshold": 11.14559072, "model_id": "2026-01-05-5", "reason": "信号超过风险与费用门槛", "entry_date": "2026-01-08", "exit_date": "2026-01-14", "exit_idx": 976, "status": "scored", "entry": 3330.0, "exit": 3306.0, "move": -24.0, "cost": 4.6636, "risk_scale": 55.72795358146452, "daily_closes": [ [ "2026-01-08", 3317.0 ], [ "2026-01-09", 3294.0 ], [ "2026-01-12", 3311.0 ], [ "2026-01-13", 3303.0 ], [ "2026-01-14", 3306.0 ] ], "v1_signal": 1, "v1_code": "HC2605", "v1_matched": true }, { "signal_date": "2026-01-07", "code": "HC2605", "close": 3332.0, "vol": 0.007479681419874401, "momentum": 1, "raw_contracts": [ "I2605", "J2605" ], "raw_cost_change": 114.04878049, "lookback_start": "2025-10-13", "regime": "震荡或弱趋势", "horizon": 10, "signal": -1, "ready": true, "score": -0.24460982, "predicted_change": -19.27800028, "threshold": 15.76224555, "model_id": "2026-01-05-10", "reason": "信号超过风险与费用门槛", "entry_date": "2026-01-08", "exit_date": "2026-01-21", "exit_idx": 981, "status": "scored", "entry": 3330.0, "exit": 3286.0, "move": -44.0, "cost": 4.6616, "risk_scale": 78.81122775820542, "daily_closes": [ [ "2026-01-08", 3317.0 ], [ "2026-01-09", 3294.0 ], [ "2026-01-12", 3311.0 ], [ "2026-01-13", 3303.0 ], [ "2026-01-14", 3306.0 ], [ "2026-01-15", 3307.0 ], [ "2026-01-16", 3315.0 ], [ "2026-01-19", 3299.0 ], [ "2026-01-20", 3276.0 ], [ "2026-01-21", 3286.0 ] ], "v1_signal": 1, "v1_code": "HC2605", "v1_matched": true }, { "signal_date": "2026-01-07", "code": "HC2605", "close": 3332.0, "vol": 0.007479681419874401, "momentum": 1, "raw_contracts": [ "I2605", "J2605" ], "raw_cost_change": 114.04878049, "lookback_start": "2025-10-13", "regime": "震荡或弱趋势", "horizon": 20, "signal": 0, "ready": true, "score": -0.08456353, "predicted_change": -9.42510539, "threshold": 22.29118143, "model_id": "2026-01-05-20", "reason": "信号不足，保持观望", "entry_date": "2026-01-08", "exit_date": "2026-02-04", "exit_idx": 991, "status": "scored", "entry": 3330.0, "exit": 3274.0, "move": -56.0, "cost": 4.6604, "risk_scale": 111.45590716292904, "daily_closes": [ [ "2026-01-08", 3317.0 ], [ "2026-01-09", 3294.0 ], [ "2026-01-12", 3311.0 ], [ "2026-01-13", 3303.0 ], [ "2026-01-14", 3306.0 ], [ "2026-01-15", 3307.0 ], [ "2026-01-16", 3315.0 ], [ "2026-01-19", 3299.0 ], [ "2026-01-20", 3276.0 ], [ "2026-01-21", 3286.0 ], [ "2026-01-22", 3287.0 ], [ "2026-01-23", 3305.0 ], [ "2026-01-26", 3302.0 ], [ "2026-01-27", 3289.0 ], [ "2026-01-28", 3280.0 ], [ "2026-01-29", 3308.0 ], [ "2026-01-30", 3288.0 ], [ "2026-02-02", 3261.0 ], [ "2026-02-03", 3265.0 ], [ "2026-02-04", 3274.0 ] ], "v1_signal": 1, "v1_code": "HC2605", "v1_matched": true }, { "signal_date": "2026-01-08", "code": "HC2605", "close": 3317.0, "vol": 0.006998526555187623, "momentum": 1, "raw_contracts": [ "I2605", "J2605" ], "raw_cost_change": 85.85365854, "lookback_start": "2025-10-14", "regime": "震荡或弱趋势", "horizon": 5, "signal": 0, "ready": true, "score": -0.1226828, "predicted_change": -6.36825951, "threshold": 10.38166675, "model_id": "2026-01-05-5", "reason": "信号不足，保持观望", "entry_date": "2026-01-09", "exit_date": "2026-01-15", "exit_idx": 977, "status": "scored", "entry": 3315.0, "exit": 3307.0, "move": -8.0, "cost": 4.6622, "risk_scale": 51.908333774167495, "daily_closes": [ [ "2026-01-09", 3294.0 ], [ "2026-01-12", 3311.0 ], [ "2026-01-13", 3303.0 ], [ "2026-01-14", 3306.0 ], [ "2026-01-15", 3307.0 ] ], "v1_signal": 1, "v1_code": "HC2605", "v1_matched": true }, { "signal_date": "2026-01-08", "code": "HC2605", "close": 3317.0, "vol": 0.006998526555187623, "momentum": 1, "raw_contracts": [ "I2605", "J2605" ], "raw_cost_change": 85.85365854, "lookback_start": "2025-10-14", "regime": "震荡或弱趋势", "horizon": 10, "signal": 0, "ready": true, "score": -0.12824405, "predicted_change": -9.41432734, "threshold": 14.68189392, "model_id": "2026-01-05-10", "reason": "信号不足，保持观望", "entry_date": "2026-01-09", "exit_date": "2026-01-22", "exit_idx": 982, "status": "scored", "entry": 3315.0, "exit": 3287.0, "move": -28.0, "cost": 4.6602, "risk_scale": 73.40946962361706, "daily_closes": [ [ "2026-01-09", 3294.0 ], [ "2026-01-12", 3311.0 ], [ "2026-01-13", 3303.0 ], [ "2026-01-14", 3306.0 ], [ "2026-01-15", 3307.0 ], [ "2026-01-16", 3315.0 ], [ "2026-01-19", 3299.0 ], [ "2026-01-20", 3276.0 ], [ "2026-01-21", 3286.0 ], [ "2026-01-22", 3287.0 ] ], "v1_signal": 1, "v1_code": "HC2605", "v1_matched": true }, { "signal_date": "2026-01-08", "code": "HC2605", "close": 3317.0, "vol": 0.006998526555187623, "momentum": 1, "raw_contracts": [ "I2605", "J2605" ], "raw_cost_change": 85.85365854, "lookback_start": "2025-10-14", "regime": "震荡或弱趋势", "horizon": 20, "signal": 0, "ready": true, "score": -0.06076301, "predicted_change": -6.3082129, "threshold": 20.76333351, "model_id": "2026-01-05-20", "reason": "信号不足，保持观望", "entry_date": "2026-01-09", "exit_date": "2026-02-05", "exit_idx": 992, "status": "scored", "entry": 3315.0, "exit": 3263.0, "move": -52.0, "cost": 4.6578, "risk_scale": 103.81666754833499, "daily_closes": [ [ "2026-01-09", 3294.0 ], [ "2026-01-12", 3311.0 ], [ "2026-01-13", 3303.0 ], [ "2026-01-14", 3306.0 ], [ "2026-01-15", 3307.0 ], [ "2026-01-16", 3315.0 ], [ "2026-01-19", 3299.0 ], [ "2026-01-20", 3276.0 ], [ "2026-01-21", 3286.0 ], [ "2026-01-22", 3287.0 ], [ "2026-01-23", 3305.0 ], [ "2026-01-26", 3302.0 ], [ "2026-01-27", 3289.0 ], [ "2026-01-28", 3280.0 ], [ "2026-01-29", 3308.0 ], [ "2026-01-30", 3288.0 ], [ "2026-02-02", 3261.0 ], [ "2026-02-03", 3265.0 ], [ "2026-02-04", 3274.0 ], [ "2026-02-05", 3263.0 ] ], "v1_signal": 1, "v1_code": "HC2605", "v1_matched": true }, { "signal_date": "2026-01-09", "code": "HC2605", "close": 3294.0, "vol": 0.006933039679240251, "momentum": 1, "raw_contracts": [ "I2605", "J2605" ], "raw_cost_change": 74.01626016, "lookback_start": "2025-10-15", "regime": "震荡或弱趋势", "horizon": 5, "signal": -1, "ready": true, "score": -0.21201511, "predicted_change": -10.82677465, "threshold": 10.21321039, "model_id": "2026-01-05-5", "reason": "信号超过风险与费用门槛", "entry_date": "2026-01-12", "exit_date": "2026-01-16", "exit_idx": 978, "status": "scored", "entry": 3300.0, "exit": 3315.0, "move": 15.0, "cost": 4.6615, "risk_scale": 51.06605195641808, "daily_closes": [ [ "2026-01-12", 3311.0 ], [ "2026-01-13", 3303.0 ], [ "2026-01-14", 3306.0 ], [ "2026-01-15", 3307.0 ], [ "2026-01-16", 3315.0 ] ], "v1_signal": 1, "v1_code": "HC2605", "v1_matched": true }, { "signal_date": "2026-01-09", "code": "HC2605", "close": 3294.0, "vol": 0.006933039679240251, "momentum": 1, "raw_contracts": [ "I2605", "J2605" ], "raw_cost_change": 74.01626016, "lookback_start": "2025-10-15", "regime": "震荡或弱趋势", "horizon": 10, "signal": -1, "ready": true, "score": -0.20272788, "predicted_change": -14.64066354, "threshold": 14.44366065, "model_id": "2026-01-05-10", "reason": "信号超过风险与费用门槛", "entry_date": "2026-01-12", "exit_date": "2026-01-23", "exit_idx": 983, "status": "scored", "entry": 3300.0, "exit": 3305.0, "move": 5.0, "cost": 4.6605, "risk_scale": 72.21830325361557, "daily_closes": [ [ "2026-01-12", 3311.0 ], [ "2026-01-13", 3303.0 ], [ "2026-01-14", 3306.0 ], [ "2026-01-15", 3307.0 ], [ "2026-01-16", 3315.0 ], [ "2026-01-19", 3299.0 ], [ "2026-01-20", 3276.0 ], [ "2026-01-21", 3286.0 ], [ "2026-01-22", 3287.0 ], [ "2026-01-23", 3305.0 ] ], "v1_signal": 1, "v1_code": "HC2605", "v1_matched": true }, { "signal_date": "2026-01-09", "code": "HC2605", "close": 3294.0, "vol": 0.006933039679240251, "momentum": 1, "raw_contracts": [ "I2605", "J2605" ], "raw_cost_change": 74.01626016, "lookback_start": "2025-10-15", "regime": "震荡或弱趋势", "horizon": 20, "signal": -1, "ready": true, "score": -0.27289592, "predicted_change": -27.8714346, "threshold": 20.42642078, "model_id": "2026-01-05-20", "reason": "信号超过风险与费用门槛", "entry_date": "2026-01-12", "exit_date": "2026-02-06", "exit_idx": 993, "status": "scored", "entry": 3300.0, "exit": 3251.0, "move": -49.0, "cost": 4.6551, "risk_scale": 102.13210391283616, "daily_closes": [ [ "2026-01-12", 3311.0 ], [ "2026-01-13", 3303.0 ], [ "2026-01-14", 3306.0 ], [ "2026-01-15", 3307.0 ], [ "2026-01-16", 3315.0 ], [ "2026-01-19", 3299.0 ], [ "2026-01-20", 3276.0 ], [ "2026-01-21", 3286.0 ], [ "2026-01-22", 3287.0 ], [ "2026-01-23", 3305.0 ], [ "2026-01-26", 3302.0 ], [ "2026-01-27", 3289.0 ], [ "2026-01-28", 3280.0 ], [ "2026-01-29", 3308.0 ], [ "2026-01-30", 3288.0 ], [ "2026-02-02", 3261.0 ], [ "2026-02-03", 3265.0 ], [ "2026-02-04", 3274.0 ], [ "2026-02-05", 3263.0 ], [ "2026-02-06", 3251.0 ] ], "v1_signal": 1, "v1_code": "HC2605", "v1_matched": true }, { "signal_date": "2026-01-12", "code": "HC2605", "close": 3311.0, "vol": 0.0062210065560456135, "momentum": 1, "raw_contracts": [ "I2605", "J2605" ], "raw_cost_change": 109.72357724, "lookback_start": "2025-10-16", "regime": "震荡或弱趋势", "horizon": 5, "signal": 0, "ready": true, "score": 0.0184462, "predicted_change": 0.84959468, "threshold": 9.21159505, "model_id": "2026-01-05-5", "reason": "信号不足，保持观望", "entry_date": "2026-01-13", "exit_date": "2026-01-19", "exit_idx": 979, "status": "scored", "entry": 3315.0, "exit": 3299.0, "move": -16.0, "cost": 4.6614, "risk_scale": 46.05797523673219, "daily_closes": [ [ "2026-01-13", 3303.0 ], [ "2026-01-14", 3306.0 ], [ "2026-01-15", 3307.0 ], [ "2026-01-16", 3315.0 ], [ "2026-01-19", 3299.0 ] ], "v1_signal": 1, "v1_code": "HC2605", "v1_matched": true }, { "signal_date": "2026-01-12", "code": "HC2605", "close": 3311.0, "vol": 0.0062210065560456135, "momentum": 1, "raw_contracts": [ "I2605", "J2605" ], "raw_cost_change": 109.72357724, "lookback_start": "2025-10-16", "regime": "震荡或弱趋势", "horizon": 10, "signal": 0, "ready": true, "score": 0.0559343, "predicted_change": 3.64332627, "threshold": 13.02716265, "model_id": "2026-01-05-10", "reason": "信号不足，保持观望", "entry_date": "2026-01-13", "exit_date": "2026-01-26", "exit_idx": 984, "status": "scored", "entry": 3315.0, "exit": 3302.0, "move": -13.0, "cost": 4.6617, "risk_scale": 65.13581323523083, "daily_closes": [ [ "2026-01-13", 3303.0 ], [ "2026-01-14", 3306.0 ], [ "2026-01-15", 3307.0 ], [ "2026-01-16", 3315.0 ], [ "2026-01-19", 3299.0 ], [ "2026-01-20", 3276.0 ], [ "2026-01-21", 3286.0 ], [ "2026-01-22", 3287.0 ], [ "2026-01-23", 3305.0 ], [ "2026-01-26", 3302.0 ] ], "v1_signal": 1, "v1_code": "HC2605", "v1_matched": true }, { "signal_date": "2026-01-12", "code": "HC2605", "close": 3311.0, "vol": 0.0062210065560456135, "momentum": 1, "raw_contracts": [ "I2605", "J2605" ], "raw_cost_change": 109.72357724, "lookback_start": "2025-10-16", "regime": "震荡或弱趋势", "horizon": 20, "signal": 0, "ready": true, "score": 0.05063164, "predicted_change": 4.66398157, "threshold": 18.42319009, "model_id": "2026-01-05-20", "reason": "信号不足，保持观望", "entry_date": "2026-01-13", "exit_date": "2026-02-09", "exit_idx": 994, "status": "scored", "entry": 3315.0, "exit": 3239.0, "move": -76.0, "cost": 4.6554, "risk_scale": 92.11595047346438, "daily_closes": [ [ "2026-01-13", 3303.0 ], [ "2026-01-14", 3306.0 ], [ "2026-01-15", 3307.0 ], [ "2026-01-16", 3315.0 ], [ "2026-01-19", 3299.0 ], [ "2026-01-20", 3276.0 ], [ "2026-01-21", 3286.0 ], [ "2026-01-22", 3287.0 ], [ "2026-01-23", 3305.0 ], [ "2026-01-26", 3302.0 ], [ "2026-01-27", 3289.0 ], [ "2026-01-28", 3280.0 ], [ "2026-01-29", 3308.0 ], [ "2026-01-30", 3288.0 ], [ "2026-02-02", 3261.0 ], [ "2026-02-03", 3265.0 ], [ "2026-02-04", 3274.0 ], [ "2026-02-05", 3263.0 ], [ "2026-02-06", 3251.0 ], [ "2026-02-09", 3239.0 ] ], "v1_signal": 1, "v1_code": "HC2605", "v1_matched": true }, { "signal_date": "2026-01-13", "code": "HC2605", "close": 3303.0, "vol": 0.006236492327646624, "momentum": 1, "raw_contracts": [ "I2605", "J2605" ], "raw_cost_change": 90.60162602, "lookback_start": "2025-10-17", "regime": "震荡或弱趋势", "horizon": 5, "signal": 0, "ready": true, "score": 0.02473027, "predicted_change": 1.13910259, "threshold": 9.21221285, "model_id": "2026-01-05-5", "reason": "信号不足，保持观望", "entry_date": "2026-01-14", "exit_date": "2026-01-20", "exit_idx": 980, "status": "scored", "entry": 3299.0, "exit": 3276.0, "move": -23.0, "cost": 4.6575, "risk_scale": 46.06106425541067, "daily_closes": [ [ "2026-01-14", 3306.0 ], [ "2026-01-15", 3307.0 ], [ "2026-01-16", 3315.0 ], [ "2026-01-19", 3299.0 ], [ "2026-01-20", 3276.0 ] ], "v1_signal": 1, "v1_code": "HC2605", "v1_matched": true }, { "signal_date": "2026-01-13", "code": "HC2605", "close": 3303.0, "vol": 0.006236492327646624, "momentum": 1, "raw_contracts": [ "I2605", "J2605" ], "raw_cost_change": 90.60162602, "lookback_start": "2025-10-17", "regime": "震荡或弱趋势", "horizon": 10, "signal": 0, "ready": true, "score": 0.02606718, "predicted_change": 1.69802053, "threshold": 13.02803635, "model_id": "2026-01-05-10", "reason": "信号不足，保持观望", "entry_date": "2026-01-14", "exit_date": "2026-01-27", "exit_idx": 985, "status": "scored", "entry": 3299.0, "exit": 3289.0, "move": -10.0, "cost": 4.6588, "risk_scale": 65.14018176734037, "daily_closes": [ [ "2026-01-14", 3306.0 ], [ "2026-01-15", 3307.0 ], [ "2026-01-16", 3315.0 ], [ "2026-01-19", 3299.0 ], [ "2026-01-20", 3276.0 ], [ "2026-01-21", 3286.0 ], [ "2026-01-22", 3287.0 ], [ "2026-01-23", 3305.0 ], [ "2026-01-26", 3302.0 ], [ "2026-01-27", 3289.0 ] ], "v1_signal": 1, "v1_code": "HC2605", "v1_matched": true }, { "signal_date": "2026-01-13", "code": "HC2605", "close": 3303.0, "vol": 0.006236492327646624, "momentum": 1, "raw_contracts": [ "I2605", "J2605" ], "raw_cost_change": 90.60162602, "lookback_start": "2025-10-17", "regime": "震荡或弱趋势", "horizon": 20, "signal": 0, "ready": true, "score": -0.0011395, "predicted_change": -0.10497335, "threshold": 18.4244257, "model_id": "2026-01-05-20", "reason": "信号不足，保持观望", "entry_date": "2026-01-14", "exit_date": "2026-02-10", "exit_idx": 995, "status": "scored", "entry": 3299.0, "exit": 3220.0, "move": -79.0, "cost": 4.6519, "risk_scale": 92.12212851082134, "daily_closes": [ [ "2026-01-14", 3306.0 ], [ "2026-01-15", 3307.0 ], [ "2026-01-16", 3315.0 ], [ "2026-01-19", 3299.0 ], [ "2026-01-20", 3276.0 ], [ "2026-01-21", 3286.0 ], [ "2026-01-22", 3287.0 ], [ "2026-01-23", 3305.0 ], [ "2026-01-26", 3302.0 ], [ "2026-01-27", 3289.0 ], [ "2026-01-28", 3280.0 ], [ "2026-01-29", 3308.0 ], [ "2026-01-30", 3288.0 ], [ "2026-02-02", 3261.0 ], [ "2026-02-03", 3265.0 ], [ "2026-02-04", 3274.0 ], [ "2026-02-05", 3263.0 ], [ "2026-02-06", 3251.0 ], [ "2026-02-09", 3239.0 ], [ "2026-02-10", 3220.0 ] ], "v1_signal": 1, "v1_code": "HC2605", "v1_matched": true }, { "signal_date": "2026-01-14", "code": "HC2605", "close": 3306.0, "vol": 0.0062339063987388995, "momentum": 1, "raw_contracts": [ "I2605", "J2605" ], "raw_cost_change": 84.94308943, "lookback_start": "2025-10-20", "regime": "震荡或弱趋势", "horizon": 5, "signal": 0, "ready": true, "score": 0.14147864, "predicted_change": 6.5198711, "threshold": 9.21675672, "model_id": "2026-01-05-5", "reason": "信号不足，保持观望", "entry_date": "2026-01-15", "exit_date": "2026-01-21", "exit_idx": 981, "status": "scored", "entry": 3305.0, "exit": 3286.0, "move": -19.0, "cost": 4.6591000000000005, "risk_scale": 46.0837835915763, "daily_closes": [ [ "2026-01-15", 3307.0 ], [ "2026-01-16", 3315.0 ], [ "2026-01-19", 3299.0 ], [ "2026-01-20", 3276.0 ], [ "2026-01-21", 3286.0 ] ], "v1_signal": 1, "v1_code": "HC2605", "v1_matched": true }, { "signal_date": "2026-01-14", "code": "HC2605", "close": 3306.0, "vol": 0.0062339063987388995, "momentum": 1, "raw_contracts": [ "I2605", "J2605" ], "raw_cost_change": 84.94308943, "lookback_start": "2025-10-20", "regime": "震荡或弱趋势", "horizon": 10, "signal": 0, "ready": true, "score": 0.19016647, "predicted_change": 12.39358838, "threshold": 13.03446235, "model_id": "2026-01-05-10", "reason": "信号不足，保持观望", "entry_date": "2026-01-15", "exit_date": "2026-01-28", "exit_idx": 986, "status": "scored", "entry": 3305.0, "exit": 3280.0, "move": -25.0, "cost": 4.6585, "risk_scale": 65.1723117606739, "daily_closes": [ [ "2026-01-15", 3307.0 ], [ "2026-01-16", 3315.0 ], [ "2026-01-19", 3299.0 ], [ "2026-01-20", 3276.0 ], [ "2026-01-21", 3286.0 ], [ "2026-01-22", 3287.0 ], [ "2026-01-23", 3305.0 ], [ "2026-01-26", 3302.0 ], [ "2026-01-27", 3289.0 ], [ "2026-01-28", 3280.0 ] ], "v1_signal": 1, "v1_code": "HC2605", "v1_matched": true }, { "signal_date": "2026-01-14", "code": "HC2605", "close": 3306.0, "vol": 0.0062339063987388995, "momentum": 1, "raw_contracts": [ "I2605", "J2605" ], "raw_cost_change": 84.94308943, "lookback_start": "2025-10-20", "regime": "震荡或弱趋势", "horizon": 20, "signal": 0, "ready": true, "score": 0.11777483, "predicted_change": 10.85501948, "threshold": 18.43351344, "model_id": "2026-01-05-20", "reason": "信号不足，保持观望", "entry_date": "2026-01-15", "exit_date": "2026-02-11", "exit_idx": 996, "status": "scored", "entry": 3305.0, "exit": 3228.0, "move": -77.0, "cost": 4.6533, "risk_scale": 92.1675671831526, "daily_closes": [ [ "2026-01-15", 3307.0 ], [ "2026-01-16", 3315.0 ], [ "2026-01-19", 3299.0 ], [ "2026-01-20", 3276.0 ], [ "2026-01-21", 3286.0 ], [ "2026-01-22", 3287.0 ], [ "2026-01-23", 3305.0 ], [ "2026-01-26", 3302.0 ], [ "2026-01-27", 3289.0 ], [ "2026-01-28", 3280.0 ], [ "2026-01-29", 3308.0 ], [ "2026-01-30", 3288.0 ], [ "2026-02-02", 3261.0 ], [ "2026-02-03", 3265.0 ], [ "2026-02-04", 3274.0 ], [ "2026-02-05", 3263.0 ], [ "2026-02-06", 3251.0 ], [ "2026-02-09", 3239.0 ], [ "2026-02-10", 3220.0 ], [ "2026-02-11", 3228.0 ] ], "v1_signal": 1, "v1_code": "HC2605", "v1_matched": true }, { "signal_date": "2026-01-15", "code": "HC2605", "close": 3307.0, "vol": 0.00619866468461648, "momentum": 1, "raw_contracts": [ "I2605", "J2605" ], "raw_cost_change": 67.51219512, "lookback_start": "2025-10-21", "regime": "震荡或弱趋势", "horizon": 5, "signal": 0, "ready": true, "score": 0.02766777, "predicted_change": 1.26821092, "threshold": 9.16742439, "model_id": "2026-01-05-5", "reason": "信号不足，保持观望", "entry_date": "2026-01-16", "exit_date": "2026-01-22", "exit_idx": 982, "status": "scored", "entry": 3309.0, "exit": 3287.0, "move": -22.0, "cost": 4.6596, "risk_scale": 45.83712194417987, "daily_closes": [ [ "2026-01-16", 3315.0 ], [ "2026-01-19", 3299.0 ], [ "2026-01-20", 3276.0 ], [ "2026-01-21", 3286.0 ], [ "2026-01-22", 3287.0 ] ], "v1_signal": 1, "v1_code": "HC2605", "v1_matched": true }, { "signal_date": "2026-01-15", "code": "HC2605", "close": 3307.0, "vol": 0.00619866468461648, "momentum": 1, "raw_contracts": [ "I2605", "J2605" ], "raw_cost_change": 67.51219512, "lookback_start": "2025-10-21", "regime": "震荡或弱趋势", "horizon": 10, "signal": 0, "ready": true, "score": 0.11653334, "predicted_change": 7.55409655, "threshold": 12.9646959, "model_id": "2026-01-05-10", "reason": "信号不足，保持观望", "entry_date": "2026-01-16", "exit_date": "2026-01-29", "exit_idx": 987, "status": "scored", "entry": 3309.0, "exit": 3308.0, "move": -1.0, "cost": 4.6617, "risk_scale": 64.82347951360859, "daily_closes": [ [ "2026-01-16", 3315.0 ], [ "2026-01-19", 3299.0 ], [ "2026-01-20", 3276.0 ], [ "2026-01-21", 3286.0 ], [ "2026-01-22", 3287.0 ], [ "2026-01-23", 3305.0 ], [ "2026-01-26", 3302.0 ], [ "2026-01-27", 3289.0 ], [ "2026-01-28", 3280.0 ], [ "2026-01-29", 3308.0 ] ], "v1_signal": 1, "v1_code": "HC2605", "v1_matched": true }, { "signal_date": "2026-01-15", "code": "HC2605", "close": 3307.0, "vol": 0.00619866468461648, "momentum": 1, "raw_contracts": [ "I2605", "J2605" ], "raw_cost_change": 67.51219512, "lookback_start": "2025-10-21", "regime": "震荡或弱趋势", "horizon": 20, "signal": 0, "ready": true, "score": 0.09021816, "predicted_change": 8.27068171, "threshold": 18.33484878, "model_id": "2026-01-05-20", "reason": "信号不足，保持观望", "entry_date": "2026-01-16", "exit_date": "2026-02-12", "exit_idx": 997, "status": "scored", "entry": 3309.0, "exit": 3218.0, "move": -91.0, "cost": 4.6527, "risk_scale": 91.67424388835974, "daily_closes": [ [ "2026-01-16", 3315.0 ], [ "2026-01-19", 3299.0 ], [ "2026-01-20", 3276.0 ], [ "2026-01-21", 3286.0 ], [ "2026-01-22", 3287.0 ], [ "2026-01-23", 3305.0 ], [ "2026-01-26", 3302.0 ], [ "2026-01-27", 3289.0 ], [ "2026-01-28", 3280.0 ], [ "2026-01-29", 3308.0 ], [ "2026-01-30", 3288.0 ], [ "2026-02-02", 3261.0 ], [ "2026-02-03", 3265.0 ], [ "2026-02-04", 3274.0 ], [ "2026-02-05", 3263.0 ], [ "2026-02-06", 3251.0 ], [ "2026-02-09", 3239.0 ], [ "2026-02-10", 3220.0 ], [ "2026-02-11", 3228.0 ], [ "2026-02-12", 3218.0 ] ], "v1_signal": 1, "v1_code": "HC2605", "v1_matched": true }, { "signal_date": "2026-01-16", "code": "HC2605", "close": 3315.0, "vol": 0.006199542273183907, "momentum": 1, "raw_contracts": [ "I2605", "J2605" ], "raw_cost_change": 60.87804878, "lookback_start": "2025-10-22", "regime": "震荡或弱趋势", "horizon": 5, "signal": 0, "ready": true, "score": 0.00073085, "predicted_change": 0.03358579, "threshold": 9.19090244, "model_id": "2026-01-05-5", "reason": "信号不足，保持观望", "entry_date": "2026-01-19", "exit_date": "2026-01-23", "exit_idx": 983, "status": "scored", "entry": 3315.0, "exit": 3305.0, "move": -10.0, "cost": 4.662, "risk_scale": 45.95451221161854, "daily_closes": [ [ "2026-01-19", 3299.0 ], [ "2026-01-20", 3276.0 ], [ "2026-01-21", 3286.0 ], [ "2026-01-22", 3287.0 ], [ "2026-01-23", 3305.0 ] ], "v1_signal": 0, "v1_code": "HC2605", "v1_matched": true }, { "signal_date": "2026-01-16", "code": "HC2605", "close": 3315.0, "vol": 0.006199542273183907, "momentum": 1, "raw_contracts": [ "I2605", "J2605" ], "raw_cost_change": 60.87804878, "lookback_start": "2025-10-22", "regime": "震荡或弱趋势", "horizon": 10, "signal": 0, "ready": true, "score": 0.1054474, "predicted_change": 6.85297331, "threshold": 12.99789888, "model_id": "2026-01-05-10", "reason": "信号不足，保持观望", "entry_date": "2026-01-19", "exit_date": "2026-01-30", "exit_idx": 988, "status": "scored", "entry": 3315.0, "exit": 3288.0, "move": -27.0, "cost": 4.6603, "risk_scale": 64.98949442191095, "daily_closes": [ [ "2026-01-19", 3299.0 ], [ "2026-01-20", 3276.0 ], [ "2026-01-21", 3286.0 ], [ "2026-01-22", 3287.0 ], [ "2026-01-23", 3305.0 ], [ "2026-01-26", 3302.0 ], [ "2026-01-27", 3289.0 ], [ "2026-01-28", 3280.0 ], [ "2026-01-29", 3308.0 ], [ "2026-01-30", 3288.0 ] ], "v1_signal": 0, "v1_code": "HC2605", "v1_matched": true }, { "signal_date": "2026-01-16", "code": "HC2605", "close": 3315.0, "vol": 0.006199542273183907, "momentum": 1, "raw_contracts": [ "I2605", "J2605" ], "raw_cost_change": 60.87804878, "lookback_start": "2025-10-22", "regime": "震荡或弱趋势", "horizon": 20, "signal": 0, "ready": true, "score": 0.12758956, "predicted_change": 11.72663163, "threshold": 18.38180488, "model_id": "2026-01-05-20", "reason": "信号不足，保持观望", "entry_date": "2026-01-19", "exit_date": "2026-02-13", "exit_idx": 998, "status": "scored", "entry": 3315.0, "exit": 3222.0, "move": -93.0, "cost": 4.6537, "risk_scale": 91.90902442323708, "daily_closes": [ [ "2026-01-19", 3299.0 ], [ "2026-01-20", 3276.0 ], [ "2026-01-21", 3286.0 ], [ "2026-01-22", 3287.0 ], [ "2026-01-23", 3305.0 ], [ "2026-01-26", 3302.0 ], [ "2026-01-27", 3289.0 ], [ "2026-01-28", 3280.0 ], [ "2026-01-29", 3308.0 ], [ "2026-01-30", 3288.0 ], [ "2026-02-02", 3261.0 ], [ "2026-02-03", 3265.0 ], [ "2026-02-04", 3274.0 ], [ "2026-02-05", 3263.0 ], [ "2026-02-06", 3251.0 ], [ "2026-02-09", 3239.0 ], [ "2026-02-10", 3220.0 ], [ "2026-02-11", 3228.0 ], [ "2026-02-12", 3218.0 ], [ "2026-02-13", 3222.0 ] ], "v1_signal": 0, "v1_code": "HC2605", "v1_matched": true }, { "signal_date": "2026-01-19", "code": "HC2605", "close": 3299.0, "vol": 0.005971032742817133, "momentum": 1, "raw_contracts": [ "I2605", "J2605" ], "raw_cost_change": 36.19512195, "lookback_start": "2025-10-23", "regime": "震荡或弱趋势", "horizon": 5, "signal": 0, "ready": true, "score": -0.07430922, "predicted_change": -3.27310162, "threshold": 8.80940884, "model_id": "2026-01-05-5", "reason": "信号不足，保持观望", "entry_date": "2026-01-20", "exit_date": "2026-01-26", "exit_idx": 984, "status": "scored", "entry": 3299.0, "exit": 3302.0, "move": 3.0, "cost": 4.6601, "risk_scale": 44.047044223984415, "daily_closes": [ [ "2026-01-20", 3276.0 ], [ "2026-01-21", 3286.0 ], [ "2026-01-22", 3287.0 ], [ "2026-01-23", 3305.0 ], [ "2026-01-26", 3302.0 ] ], "v1_signal": 0, "v1_code": "HC2605", "v1_matched": true }, { "signal_date": "2026-01-19", "code": "HC2605", "close": 3299.0, "vol": 0.005971032742817133, "momentum": 1, "raw_contracts": [ "I2605", "J2605" ], "raw_cost_change": 36.19512195, "lookback_start": "2025-10-23", "regime": "震荡或弱趋势", "horizon": 10, "signal": 0, "ready": true, "score": -0.000969, "predicted_change": -0.06036102, "threshold": 12.45838546, "model_id": "2026-01-05-10", "reason": "信号不足，保持观望", "entry_date": "2026-01-20", "exit_date": "2026-02-02", "exit_idx": 989, "status": "scored", "entry": 3299.0, "exit": 3261.0, "move": -38.0, "cost": 4.656, "risk_scale": 62.29192732400625, "daily_closes": [ [ "2026-01-20", 3276.0 ], [ "2026-01-21", 3286.0 ], [ "2026-01-22", 3287.0 ], [ "2026-01-23", 3305.0 ], [ "2026-01-26", 3302.0 ], [ "2026-01-27", 3289.0 ], [ "2026-01-28", 3280.0 ], [ "2026-01-29", 3308.0 ], [ "2026-01-30", 3288.0 ], [ "2026-02-02", 3261.0 ] ], "v1_signal": 0, "v1_code": "HC2605", "v1_matched": true }, { "signal_date": "2026-01-19", "code": "HC2605", "close": 3299.0, "vol": 0.005971032742817133, "momentum": 1, "raw_contracts": [ "I2605", "J2605" ], "raw_cost_change": 36.19512195, "lookback_start": "2025-10-23", "regime": "震荡或弱趋势", "horizon": 20, "signal": 0, "ready": true, "score": -0.03922586, "predicted_change": -3.45556656, "threshold": 17.61881769, "model_id": "2026-01-05-20", "reason": "信号不足，保持观望", "entry_date": "2026-01-20", "exit_date": "2026-02-24", "exit_idx": 999, "status": "scored", "entry": 3299.0, "exit": 3195.0, "move": -104.0, "cost": 4.6494, "risk_scale": 88.09408844796883, "daily_closes": [ [ "2026-01-20", 3276.0 ], [ "2026-01-21", 3286.0 ], [ "2026-01-22", 3287.0 ], [ "2026-01-23", 3305.0 ], [ "2026-01-26", 3302.0 ], [ "2026-01-27", 3289.0 ], [ "2026-01-28", 3280.0 ], [ "2026-01-29", 3308.0 ], [ "2026-01-30", 3288.0 ], [ "2026-02-02", 3261.0 ], [ "2026-02-03", 3265.0 ], [ "2026-02-04", 3274.0 ], [ "2026-02-05", 3263.0 ], [ "2026-02-06", 3251.0 ], [ "2026-02-09", 3239.0 ], [ "2026-02-10", 3220.0 ], [ "2026-02-11", 3228.0 ], [ "2026-02-12", 3218.0 ], [ "2026-02-13", 3222.0 ], [ "2026-02-24", 3195.0 ] ], "v1_signal": 0, "v1_code": "HC2605", "v1_matched": true }, { "signal_date": "2026-01-20", "code": "HC2605", "close": 3276.0, "vol": 0.00616533438838403, "momentum": 1, "raw_contracts": [ "I2605", "J2605" ], "raw_cost_change": -13.10569106, "lookback_start": "2025-10-24", "regime": "震荡或弱趋势", "horizon": 5, "signal": 0, "ready": true, "score": -0.11129622, "predicted_change": -5.026503, "threshold": 9.03265717, "model_id": "2026-01-05-5", "reason": "信号不足，保持观望", "entry_date": "2026-01-21", "exit_date": "2026-01-27", "exit_idx": 985, "status": "scored", "entry": 3282.0, "exit": 3289.0, "move": 7.0, "cost": 4.6571, "risk_scale": 45.16328586514983, "daily_closes": [ [ "2026-01-21", 3286.0 ], [ "2026-01-22", 3287.0 ], [ "2026-01-23", 3305.0 ], [ "2026-01-26", 3302.0 ], [ "2026-01-27", 3289.0 ] ], "v1_signal": -1, "v1_code": "HC2605", "v1_matched": true }, { "signal_date": "2026-01-20", "code": "HC2605", "close": 3276.0, "vol": 0.00616533438838403, "momentum": 1, "raw_contracts": [ "I2605", "J2605" ], "raw_cost_change": -13.10569106, "lookback_start": "2025-10-24", "regime": "震荡或弱趋势", "horizon": 10, "signal": 0, "ready": true, "score": -0.04986243, "predicted_change": -3.18473982, "threshold": 12.77410628, "model_id": "2026-01-05-10", "reason": "信号不足，保持观望", "entry_date": "2026-01-21", "exit_date": "2026-02-03", "exit_idx": 990, "status": "scored", "entry": 3282.0, "exit": 3265.0, "move": -17.0, "cost": 4.6547, "risk_scale": 63.870531391827996, "daily_closes": [ [ "2026-01-21", 3286.0 ], [ "2026-01-22", 3287.0 ], [ "2026-01-23", 3305.0 ], [ "2026-01-26", 3302.0 ], [ "2026-01-27", 3289.0 ], [ "2026-01-28", 3280.0 ], [ "2026-01-29", 3308.0 ], [ "2026-01-30", 3288.0 ], [ "2026-02-02", 3261.0 ], [ "2026-02-03", 3265.0 ] ], "v1_signal": -1, "v1_code": "HC2605", "v1_matched": true }, { "signal_date": "2026-01-20", "code": "HC2605", "close": 3276.0, "vol": 0.00616533438838403, "momentum": 1, "raw_contracts": [ "I2605", "J2605" ], "raw_cost_change": -13.10569106, "lookback_start": "2025-10-24", "regime": "震荡或弱趋势", "horizon": 20, "signal": 0, "ready": true, "score": -0.16792029, "predicted_change": -15.16766422, "threshold": 18.06531435, "model_id": "2026-01-05-20", "reason": "信号不足，保持观望", "entry_date": "2026-01-21", "exit_date": "2026-02-25", "exit_idx": 1000, "status": "scored", "entry": 3282.0, "exit": 3236.0, "move": -46.0, "cost": 4.6518, "risk_scale": 90.32657173029966, "daily_closes": [ [ "2026-01-21", 3286.0 ], [ "2026-01-22", 3287.0 ], [ "2026-01-23", 3305.0 ], [ "2026-01-26", 3302.0 ], [ "2026-01-27", 3289.0 ], [ "2026-01-28", 3280.0 ], [ "2026-01-29", 3308.0 ], [ "2026-01-30", 3288.0 ], [ "2026-02-02", 3261.0 ], [ "2026-02-03", 3265.0 ], [ "2026-02-04", 3274.0 ], [ "2026-02-05", 3263.0 ], [ "2026-02-06", 3251.0 ], [ "2026-02-09", 3239.0 ], [ "2026-02-10", 3220.0 ], [ "2026-02-11", 3228.0 ], [ "2026-02-12", 3218.0 ], [ "2026-02-13", 3222.0 ], [ "2026-02-24", 3195.0 ], [ "2026-02-25", 3236.0 ] ], "v1_signal": -1, "v1_code": "HC2605", "v1_matched": true }, { "signal_date": "2026-01-21", "code": "HC2605", "close": 3286.0, "vol": 0.006178804861913167, "momentum": -1, "raw_contracts": [ "I2605", "J2605" ], "raw_cost_change": -143.96747967, "lookback_start": "2025-10-27", "regime": "震荡或弱趋势", "horizon": 5, "signal": -1, "ready": true, "score": -0.22036765, "predicted_change": -10.00471856, "threshold": 9.08002484, "model_id": "2026-01-05-5", "reason": "信号超过风险与费用门槛", "entry_date": "2026-01-22", "exit_date": "2026-01-28", "exit_idx": 986, "status": "scored", "entry": 3287.0, "exit": 3280.0, "move": -7.0, "cost": 4.6567, "risk_scale": 45.40012419244213, "daily_closes": [ [ "2026-01-22", 3287.0 ], [ "2026-01-23", 3305.0 ], [ "2026-01-26", 3302.0 ], [ "2026-01-27", 3289.0 ], [ "2026-01-28", 3280.0 ] ], "v1_signal": -1, "v1_code": "HC2605", "v1_matched": true }, { "signal_date": "2026-01-21", "code": "HC2605", "close": 3286.0, "vol": 0.006178804861913167, "momentum": -1, "raw_contracts": [ "I2605", "J2605" ], "raw_cost_change": -143.96747967, "lookback_start": "2025-10-27", "regime": "震荡或弱趋势", "horizon": 10, "signal": -1, "ready": true, "score": -0.24189967, "predicted_change": -15.53128242, "threshold": 12.84109427, "model_id": "2026-01-05-10", "reason": "信号超过风险与费用门槛", "entry_date": "2026-01-22", "exit_date": "2026-02-04", "exit_idx": 991, "status": "scored", "entry": 3287.0, "exit": 3274.0, "move": -13.0, "cost": 4.6561, "risk_scale": 64.20547136637452, "daily_closes": [ [ "2026-01-22", 3287.0 ], [ "2026-01-23", 3305.0 ], [ "2026-01-26", 3302.0 ], [ "2026-01-27", 3289.0 ], [ "2026-01-28", 3280.0 ], [ "2026-01-29", 3308.0 ], [ "2026-01-30", 3288.0 ], [ "2026-02-02", 3261.0 ], [ "2026-02-03", 3265.0 ], [ "2026-02-04", 3274.0 ] ], "v1_signal": -1, "v1_code": "HC2605", "v1_matched": true }, { "signal_date": "2026-01-21", "code": "HC2605", "close": 3286.0, "vol": 0.006178804861913167, "momentum": -1, "raw_contracts": [ "I2605", "J2605" ], "raw_cost_change": -143.96747967, "lookback_start": "2025-10-27", "regime": "震荡或弱趋势", "horizon": 20, "signal": -1, "ready": true, "score": -0.39649864, "predicted_change": -36.00217515, "threshold": 18.16004968, "model_id": "2026-01-05-20", "reason": "信号超过风险与费用门槛", "entry_date": "2026-01-22", "exit_date": "2026-02-26", "exit_idx": 1001, "status": "scored", "entry": 3287.0, "exit": 3218.0, "move": -69.0, "cost": 4.6505, "risk_scale": 90.80024838488426, "daily_closes": [ [ "2026-01-22", 3287.0 ], [ "2026-01-23", 3305.0 ], [ "2026-01-26", 3302.0 ], [ "2026-01-27", 3289.0 ], [ "2026-01-28", 3280.0 ], [ "2026-01-29", 3308.0 ], [ "2026-01-30", 3288.0 ], [ "2026-02-02", 3261.0 ], [ "2026-02-03", 3265.0 ], [ "2026-02-04", 3274.0 ], [ "2026-02-05", 3263.0 ], [ "2026-02-06", 3251.0 ], [ "2026-02-09", 3239.0 ], [ "2026-02-10", 3220.0 ], [ "2026-02-11", 3228.0 ], [ "2026-02-12", 3218.0 ], [ "2026-02-13", 3222.0 ], [ "2026-02-24", 3195.0 ], [ "2026-02-25", 3236.0 ], [ "2026-02-26", 3218.0 ] ], "v1_signal": -1, "v1_code": "HC2605", "v1_matched": true }, { "signal_date": "2026-01-22", "code": "HC2605", "close": 3287.0, "vol": 0.006173883742979583, "momentum": -1, "raw_contracts": [ "I2605", "J2605" ], "raw_cost_change": -100.22764228, "lookback_start": "2025-10-28", "regime": "震荡或弱趋势", "horizon": 5, "signal": -1, "ready": true, "score": -0.22201639, "predicted_change": -10.07460879, "threshold": 9.07555408, "model_id": "2026-01-05-5", "reason": "信号超过风险与费用门槛", "entry_date": "2026-01-23", "exit_date": "2026-01-29", "exit_idx": 987, "status": "scored", "entry": 3287.0, "exit": 3308.0, "move": 21.0, "cost": 4.6595, "risk_scale": 45.37777041524624, "daily_closes": [ [ "2026-01-23", 3305.0 ], [ "2026-01-26", 3302.0 ], [ "2026-01-27", 3289.0 ], [ "2026-01-28", 3280.0 ], [ "2026-01-29", 3308.0 ] ], "v1_signal": -1, "v1_code": "HC2605", "v1_matched": true }, { "signal_date": "2026-01-22", "code": "HC2605", "close": 3287.0, "vol": 0.006173883742979583, "momentum": -1, "raw_contracts": [ "I2605", "J2605" ], "raw_cost_change": -100.22764228, "lookback_start": "2025-10-28", "regime": "震荡或弱趋势", "horizon": 10, "signal": -1, "ready": true, "score": -0.22706088, "predicted_change": -14.57137258, "threshold": 12.83477167, "model_id": "2026-01-05-10", "reason": "信号超过风险与费用门槛", "entry_date": "2026-01-23", "exit_date": "2026-02-05", "exit_idx": 992, "status": "scored", "entry": 3287.0, "exit": 3263.0, "move": -24.0, "cost": 4.655, "risk_scale": 64.17385835149382, "daily_closes": [ [ "2026-01-23", 3305.0 ], [ "2026-01-26", 3302.0 ], [ "2026-01-27", 3289.0 ], [ "2026-01-28", 3280.0 ], [ "2026-01-29", 3308.0 ], [ "2026-01-30", 3288.0 ], [ "2026-02-02", 3261.0 ], [ "2026-02-03", 3265.0 ], [ "2026-02-04", 3274.0 ], [ "2026-02-05", 3263.0 ] ], "v1_signal": -1, "v1_code": "HC2605", "v1_matched": true }, { "signal_date": "2026-01-22", "code": "HC2605", "close": 3287.0, "vol": 0.006173883742979583, "momentum": -1, "raw_contracts": [ "I2605", "J2605" ], "raw_cost_change": -100.22764228, "lookback_start": "2025-10-28", "regime": "震荡或弱趋势", "horizon": 20, "signal": -1, "ready": true, "score": -0.30804891, "predicted_change": -27.95714506, "threshold": 18.15110817, "model_id": "2026-01-05-20", "reason": "信号超过风险与费用门槛", "entry_date": "2026-01-23", "exit_date": "2026-02-27", "exit_idx": 1002, "status": "scored", "entry": 3287.0, "exit": 3215.0, "move": -72.0, "cost": 4.6502, "risk_scale": 90.75554083049248, "daily_closes": [ [ "2026-01-23", 3305.0 ], [ "2026-01-26", 3302.0 ], [ "2026-01-27", 3289.0 ], [ "2026-01-28", 3280.0 ], [ "2026-01-29", 3308.0 ], [ "2026-01-30", 3288.0 ], [ "2026-02-02", 3261.0 ], [ "2026-02-03", 3265.0 ], [ "2026-02-04", 3274.0 ], [ "2026-02-05", 3263.0 ], [ "2026-02-06", 3251.0 ], [ "2026-02-09", 3239.0 ], [ "2026-02-10", 3220.0 ], [ "2026-02-11", 3228.0 ], [ "2026-02-12", 3218.0 ], [ "2026-02-13", 3222.0 ], [ "2026-02-24", 3195.0 ], [ "2026-02-25", 3236.0 ], [ "2026-02-26", 3218.0 ], [ "2026-02-27", 3215.0 ] ], "v1_signal": -1, "v1_code": "HC2605", "v1_matched": true }, { "signal_date": "2026-01-23", "code": "HC2605", "close": 3305.0, "vol": 0.0062865129509592195, "momentum": 1, "raw_contracts": [ "I2605", "J2605" ], "raw_cost_change": -55.80487805, "lookback_start": "2025-10-29", "regime": "震荡或弱趋势", "horizon": 5, "signal": 0, "ready": true, "score": -0.18516933, "predicted_change": -8.60271091, "threshold": 9.29172347, "model_id": "2026-01-05-5", "reason": "信号不足，保持观望", "entry_date": "2026-01-26", "exit_date": "2026-01-30", "exit_idx": 988, "status": "scored", "entry": 3303.0, "exit": 3288.0, "move": -15.0, "cost": 4.6591000000000005, "risk_scale": 46.458617340765024, "daily_closes": [ [ "2026-01-26", 3302.0 ], [ "2026-01-27", 3289.0 ], [ "2026-01-28", 3280.0 ], [ "2026-01-29", 3308.0 ], [ "2026-01-30", 3288.0 ] ], "v1_signal": -1, "v1_code": "HC2605", "v1_matched": true }, { "signal_date": "2026-01-23", "code": "HC2605", "close": 3305.0, "vol": 0.0062865129509592195, "momentum": 1, "raw_contracts": [ "I2605", "J2605" ], "raw_cost_change": -55.80487805, "lookback_start": "2025-10-29", "regime": "震荡或弱趋势", "horizon": 10, "signal": 0, "ready": true, "score": -0.0990141, "predicted_change": -6.50546473, "threshold": 13.14048135, "model_id": "2026-01-05-10", "reason": "信号不足，保持观望", "entry_date": "2026-01-26", "exit_date": "2026-02-06", "exit_idx": 993, "status": "scored", "entry": 3303.0, "exit": 3251.0, "move": -52.0, "cost": 4.6554, "risk_scale": 65.70240673241175, "daily_closes": [ [ "2026-01-26", 3302.0 ], [ "2026-01-27", 3289.0 ], [ "2026-01-28", 3280.0 ], [ "2026-01-29", 3308.0 ], [ "2026-01-30", 3288.0 ], [ "2026-02-02", 3261.0 ], [ "2026-02-03", 3265.0 ], [ "2026-02-04", 3274.0 ], [ "2026-02-05", 3263.0 ], [ "2026-02-06", 3251.0 ] ], "v1_signal": -1, "v1_code": "HC2605", "v1_matched": true }, { "signal_date": "2026-01-23", "code": "HC2605", "close": 3305.0, "vol": 0.0062865129509592195, "momentum": 1, "raw_contracts": [ "I2605", "J2605" ], "raw_cost_change": -55.80487805, "lookback_start": "2025-10-29", "regime": "震荡或弱趋势", "horizon": 20, "signal": 0, "ready": true, "score": -0.07336618, "predicted_change": -6.81698211, "threshold": 18.58344694, "model_id": "2026-01-05-20", "reason": "信号不足，保持观望", "entry_date": "2026-01-26", "exit_date": "2026-03-02", "exit_idx": 1003, "status": "scored", "entry": 3303.0, "exit": 3219.0, "move": -84.0, "cost": 4.6522, "risk_scale": 92.91723468153005, "daily_closes": [ [ "2026-01-26", 3302.0 ], [ "2026-01-27", 3289.0 ], [ "2026-01-28", 3280.0 ], [ "2026-01-29", 3308.0 ], [ "2026-01-30", 3288.0 ], [ "2026-02-02", 3261.0 ], [ "2026-02-03", 3265.0 ], [ "2026-02-04", 3274.0 ], [ "2026-02-05", 3263.0 ], [ "2026-02-06", 3251.0 ], [ "2026-02-09", 3239.0 ], [ "2026-02-10", 3220.0 ], [ "2026-02-11", 3228.0 ], [ "2026-02-12", 3218.0 ], [ "2026-02-13", 3222.0 ], [ "2026-02-24", 3195.0 ], [ "2026-02-25", 3236.0 ], [ "2026-02-26", 3218.0 ], [ "2026-02-27", 3215.0 ], [ "2026-03-02", 3219.0 ] ], "v1_signal": -1, "v1_code": "HC2605", "v1_matched": true }, { "signal_date": "2026-01-26", "code": "HC2605", "close": 3302.0, "vol": 0.006278523032993708, "momentum": -1, "raw_contracts": [ "I2605", "J2605" ], "raw_cost_change": -108.94308943, "lookback_start": "2025-10-30", "regime": "震荡或弱趋势", "horizon": 5, "signal": -1, "ready": true, "score": -0.2868724, "predicted_change": -13.29867364, "threshold": 9.27149052, "model_id": "2026-01-05-5", "reason": "信号超过风险与费用门槛", "entry_date": "2026-01-27", "exit_date": "2026-02-02", "exit_idx": 989, "status": "scored", "entry": 3302.0, "exit": 3261.0, "move": -41.0, "cost": 4.6563, "risk_scale": 46.35745259883802, "daily_closes": [ [ "2026-01-27", 3289.0 ], [ "2026-01-28", 3280.0 ], [ "2026-01-29", 3308.0 ], [ "2026-01-30", 3288.0 ], [ "2026-02-02", 3261.0 ] ], "v1_signal": -1, "v1_code": "HC2605", "v1_matched": true }, { "signal_date": "2026-01-26", "code": "HC2605", "close": 3302.0, "vol": 0.006278523032993708, "momentum": -1, "raw_contracts": [ "I2605", "J2605" ], "raw_cost_change": -108.94308943, "lookback_start": "2025-10-30", "regime": "震荡或弱趋势", "horizon": 10, "signal": -1, "ready": true, "score": -0.21181123, "predicted_change": -13.88620437, "threshold": 13.11186764, "model_id": "2026-01-05-10", "reason": "信号超过风险与费用门槛", "entry_date": "2026-01-27", "exit_date": "2026-02-09", "exit_idx": 994, "status": "scored", "entry": 3302.0, "exit": 3239.0, "move": -63.0, "cost": 4.6541, "risk_scale": 65.55933818234462, "daily_closes": [ [ "2026-01-27", 3289.0 ], [ "2026-01-28", 3280.0 ], [ "2026-01-29", 3308.0 ], [ "2026-01-30", 3288.0 ], [ "2026-02-02", 3261.0 ], [ "2026-02-03", 3265.0 ], [ "2026-02-04", 3274.0 ], [ "2026-02-05", 3263.0 ], [ "2026-02-06", 3251.0 ], [ "2026-02-09", 3239.0 ] ], "v1_signal": -1, "v1_code": "HC2605", "v1_matched": true }, { "signal_date": "2026-01-26", "code": "HC2605", "close": 3302.0, "vol": 0.006278523032993708, "momentum": -1, "raw_contracts": [ "I2605", "J2605" ], "raw_cost_change": -108.94308943, "lookback_start": "2025-10-30", "regime": "震荡或弱趋势", "horizon": 20, "signal": -1, "ready": true, "score": -0.22316079, "predicted_change": -20.69033108, "threshold": 18.54298104, "model_id": "2026-01-05-20", "reason": "信号超过风险与费用门槛", "entry_date": "2026-01-27", "exit_date": "2026-03-03", "exit_idx": 1004, "status": "scored", "entry": 3302.0, "exit": 3219.0, "move": -83.0, "cost": 4.6521, "risk_scale": 92.71490519767605, "daily_closes": [ [ "2026-01-27", 3289.0 ], [ "2026-01-28", 3280.0 ], [ "2026-01-29", 3308.0 ], [ "2026-01-30", 3288.0 ], [ "2026-02-02", 3261.0 ], [ "2026-02-03", 3265.0 ], [ "2026-02-04", 3274.0 ], [ "2026-02-05", 3263.0 ], [ "2026-02-06", 3251.0 ], [ "2026-02-09", 3239.0 ], [ "2026-02-10", 3220.0 ], [ "2026-02-11", 3228.0 ], [ "2026-02-12", 3218.0 ], [ "2026-02-13", 3222.0 ], [ "2026-02-24", 3195.0 ], [ "2026-02-25", 3236.0 ], [ "2026-02-26", 3218.0 ], [ "2026-02-27", 3215.0 ], [ "2026-03-02", 3219.0 ], [ "2026-03-03", 3219.0 ] ], "v1_signal": -1, "v1_code": "HC2605", "v1_matched": true }, { "signal_date": "2026-01-27", "code": "HC2605", "close": 3289.0, "vol": 0.006349007114410173, "momentum": -1, "raw_contracts": [ "I2605", "J2605" ], "raw_cost_change": -110.63414634, "lookback_start": "2025-10-31", "regime": "震荡或弱趋势", "horizon": 5, "signal": -1, "ready": true, "score": -0.35563068, "predicted_change": -16.60557469, "threshold": 9.3386626, "model_id": "2026-01-05-5", "reason": "信号超过风险与费用门槛", "entry_date": "2026-01-28", "exit_date": "2026-02-03", "exit_idx": 990, "status": "scored", "entry": 3283.0, "exit": 3265.0, "move": -18.0, "cost": 4.6548, "risk_scale": 46.69331301511611, "daily_closes": [ [ "2026-01-28", 3280.0 ], [ "2026-01-29", 3308.0 ], [ "2026-01-30", 3288.0 ], [ "2026-02-02", 3261.0 ], [ "2026-02-03", 3265.0 ] ], "v1_signal": -1, "v1_code": "HC2605", "v1_matched": true }, { "signal_date": "2026-01-27", "code": "HC2605", "close": 3289.0, "vol": 0.006349007114410173, "momentum": -1, "raw_contracts": [ "I2605", "J2605" ], "raw_cost_change": -110.63414634, "lookback_start": "2025-10-31", "regime": "震荡或弱趋势", "horizon": 10, "signal": -1, "ready": true, "score": -0.22601523, "predicted_change": -14.92476138, "threshold": 13.20686331, "model_id": "2026-01-05-10", "reason": "信号超过风险与费用门槛", "entry_date": "2026-01-28", "exit_date": "2026-02-10", "exit_idx": 995, "status": "scored", "entry": 3283.0, "exit": 3220.0, "move": -63.0, "cost": 4.6503, "risk_scale": 66.03431653810937, "daily_closes": [ [ "2026-01-28", 3280.0 ], [ "2026-01-29", 3308.0 ], [ "2026-01-30", 3288.0 ], [ "2026-02-02", 3261.0 ], [ "2026-02-03", 3265.0 ], [ "2026-02-04", 3274.0 ], [ "2026-02-05", 3263.0 ], [ "2026-02-06", 3251.0 ], [ "2026-02-09", 3239.0 ], [ "2026-02-10", 3220.0 ] ], "v1_signal": -1, "v1_code": "HC2605", "v1_matched": true }, { "signal_date": "2026-01-27", "code": "HC2605", "close": 3289.0, "vol": 0.006349007114410173, "momentum": -1, "raw_contracts": [ "I2605", "J2605" ], "raw_cost_change": -110.63414634, "lookback_start": "2025-10-31", "regime": "震荡或弱趋势", "horizon": 20, "signal": -1, "ready": true, "score": -0.24636686, "predicted_change": -23.00737021, "threshold": 18.67732521, "model_id": "2026-01-05-20", "reason": "信号超过风险与费用门槛", "entry_date": "2026-01-28", "exit_date": "2026-03-04", "exit_idx": 1005, "status": "scored", "entry": 3283.0, "exit": 3212.0, "move": -71.0, "cost": 4.6495, "risk_scale": 93.38662603023222, "daily_closes": [ [ "2026-01-28", 3280.0 ], [ "2026-01-29", 3308.0 ], [ "2026-01-30", 3288.0 ], [ "2026-02-02", 3261.0 ], [ "2026-02-03", 3265.0 ], [ "2026-02-04", 3274.0 ], [ "2026-02-05", 3263.0 ], [ "2026-02-06", 3251.0 ], [ "2026-02-09", 3239.0 ], [ "2026-02-10", 3220.0 ], [ "2026-02-11", 3228.0 ], [ "2026-02-12", 3218.0 ], [ "2026-02-13", 3222.0 ], [ "2026-02-24", 3195.0 ], [ "2026-02-25", 3236.0 ], [ "2026-02-26", 3218.0 ], [ "2026-02-27", 3215.0 ], [ "2026-03-02", 3219.0 ], [ "2026-03-03", 3219.0 ], [ "2026-03-04", 3212.0 ] ], "v1_signal": -1, "v1_code": "HC2605", "v1_matched": true }, { "signal_date": "2026-01-28", "code": "HC2605", "close": 3280.0, "vol": 0.006374215223845312, "momentum": -1, "raw_contracts": [ "I2605", "J2605" ], "raw_cost_change": -110.99186992, "lookback_start": "2025-11-03", "regime": "震荡或弱趋势", "horizon": 5, "signal": -1, "ready": true, "score": -0.33758197, "predicted_change": -15.7821008, "threshold": 9.35008512, "model_id": "2026-01-05-5", "reason": "信号超过风险与费用门槛", "entry_date": "2026-01-29", "exit_date": "2026-02-04", "exit_idx": 991, "status": "scored", "entry": 3280.0, "exit": 3274.0, "move": -6.0, "cost": 4.6554, "risk_scale": 46.75042562344147, "daily_closes": [ [ "2026-01-29", 3308.0 ], [ "2026-01-30", 3288.0 ], [ "2026-02-02", 3261.0 ], [ "2026-02-03", 3265.0 ], [ "2026-02-04", 3274.0 ] ], "v1_signal": -1, "v1_code": "HC2605", "v1_matched": true }, { "signal_date": "2026-01-28", "code": "HC2605", "close": 3280.0, "vol": 0.006374215223845312, "momentum": -1, "raw_contracts": [ "I2605", "J2605" ], "raw_cost_change": -110.99186992, "lookback_start": "2025-11-03", "regime": "震荡或弱趋势", "horizon": 10, "signal": -1, "ready": true, "score": -0.22551342, "predicted_change": -14.90983906, "threshold": 13.22301719, "model_id": "2026-01-05-10", "reason": "信号超过风险与费用门槛", "entry_date": "2026-01-29", "exit_date": "2026-02-11", "exit_idx": 996, "status": "scored", "entry": 3280.0, "exit": 3228.0, "move": -52.0, "cost": 4.6508, "risk_scale": 66.11508596338558, "daily_closes": [ [ "2026-01-29", 3308.0 ], [ "2026-01-30", 3288.0 ], [ "2026-02-02", 3261.0 ], [ "2026-02-03", 3265.0 ], [ "2026-02-04", 3274.0 ], [ "2026-02-05", 3263.0 ], [ "2026-02-06", 3251.0 ], [ "2026-02-09", 3239.0 ], [ "2026-02-10", 3220.0 ], [ "2026-02-11", 3228.0 ] ], "v1_signal": -1, "v1_code": "HC2605", "v1_matched": true }, { "signal_date": "2026-01-28", "code": "HC2605", "close": 3280.0, "vol": 0.006374215223845312, "momentum": -1, "raw_contracts": [ "I2605", "J2605" ], "raw_cost_change": -110.99186992, "lookback_start": "2025-11-03", "regime": "震荡或弱趋势", "horizon": 20, "signal": -1, "ready": true, "score": -0.27928067, "predicted_change": -26.11297997, "threshold": 18.70017025, "model_id": "2026-01-05-20", "reason": "信号超过风险与费用门槛", "entry_date": "2026-01-29", "exit_date": "2026-03-05", "exit_idx": 1006, "status": "scored", "entry": 3280.0, "exit": 3209.0, "move": -71.0, "cost": 4.6489, "risk_scale": 93.50085124688295, "daily_closes": [ [ "2026-01-29", 3308.0 ], [ "2026-01-30", 3288.0 ], [ "2026-02-02", 3261.0 ], [ "2026-02-03", 3265.0 ], [ "2026-02-04", 3274.0 ], [ "2026-02-05", 3263.0 ], [ "2026-02-06", 3251.0 ], [ "2026-02-09", 3239.0 ], [ "2026-02-10", 3220.0 ], [ "2026-02-11", 3228.0 ], [ "2026-02-12", 3218.0 ], [ "2026-02-13", 3222.0 ], [ "2026-02-24", 3195.0 ], [ "2026-02-25", 3236.0 ], [ "2026-02-26", 3218.0 ], [ "2026-02-27", 3215.0 ], [ "2026-03-02", 3219.0 ], [ "2026-03-03", 3219.0 ], [ "2026-03-04", 3212.0 ], [ "2026-03-05", 3209.0 ] ], "v1_signal": -1, "v1_code": "HC2605", "v1_matched": true }, { "signal_date": "2026-01-29", "code": "HC2605", "close": 3308.0, "vol": 0.00664609895161782, "momentum": 1, "raw_contracts": [ "I2605", "J2605" ], "raw_cost_change": -43.05691057, "lookback_start": "2025-11-04", "regime": "震荡或弱趋势", "horizon": 5, "signal": -1, "ready": true, "score": -0.35464739, "predicted_change": -17.43468355, "threshold": 9.83212297, "model_id": "2026-01-05-5", "reason": "信号超过风险与费用门槛", "entry_date": "2026-01-30", "exit_date": "2026-02-05", "exit_idx": 992, "status": "scored", "entry": 3310.0, "exit": 3263.0, "move": -47.0, "cost": 4.6573, "risk_scale": 49.16061486765291, "daily_closes": [ [ "2026-01-30", 3288.0 ], [ "2026-02-02", 3261.0 ], [ "2026-02-03", 3265.0 ], [ "2026-02-04", 3274.0 ], [ "2026-02-05", 3263.0 ] ], "v1_signal": -1, "v1_code": "HC2605", "v1_matched": true }, { "signal_date": "2026-01-29", "code": "HC2605", "close": 3308.0, "vol": 0.00664609895161782, "momentum": 1, "raw_contracts": [ "I2605", "J2605" ], "raw_cost_change": -43.05691057, "lookback_start": "2025-11-04", "regime": "震荡或弱趋势", "horizon": 10, "signal": -1, "ready": true, "score": -0.27154761, "predicted_change": -18.8789695, "threshold": 13.90472166, "model_id": "2026-01-05-10", "reason": "信号超过风险与费用门槛", "entry_date": "2026-01-30", "exit_date": "2026-02-12", "exit_idx": 997, "status": "scored", "entry": 3310.0, "exit": 3218.0, "move": -92.0, "cost": 4.6528, "risk_scale": 69.52360828043517, "daily_closes": [ [ "2026-01-30", 3288.0 ], [ "2026-02-02", 3261.0 ], [ "2026-02-03", 3265.0 ], [ "2026-02-04", 3274.0 ], [ "2026-02-05", 3263.0 ], [ "2026-02-06", 3251.0 ], [ "2026-02-09", 3239.0 ], [ "2026-02-10", 3220.0 ], [ "2026-02-11", 3228.0 ], [ "2026-02-12", 3218.0 ] ], "v1_signal": -1, "v1_code": "HC2605", "v1_matched": true }, { "signal_date": "2026-01-29", "code": "HC2605", "close": 3308.0, "vol": 0.00664609895161782, "momentum": 1, "raw_contracts": [ "I2605", "J2605" ], "raw_cost_change": -43.05691057, "lookback_start": "2025-11-04", "regime": "震荡或弱趋势", "horizon": 20, "signal": -1, "ready": true, "score": -0.24934728, "predicted_change": -24.51613095, "threshold": 19.66424595, "model_id": "2026-01-05-20", "reason": "信号超过风险与费用门槛", "entry_date": "2026-01-30", "exit_date": "2026-03-06", "exit_idx": 1007, "status": "scored", "entry": 3310.0, "exit": 3230.0, "move": -80.0, "cost": 4.654, "risk_scale": 98.32122973530582, "daily_closes": [ [ "2026-01-30", 3288.0 ], [ "2026-02-02", 3261.0 ], [ "2026-02-03", 3265.0 ], [ "2026-02-04", 3274.0 ], [ "2026-02-05", 3263.0 ], [ "2026-02-06", 3251.0 ], [ "2026-02-09", 3239.0 ], [ "2026-02-10", 3220.0 ], [ "2026-02-11", 3228.0 ], [ "2026-02-12", 3218.0 ], [ "2026-02-13", 3222.0 ], [ "2026-02-24", 3195.0 ], [ "2026-02-25", 3236.0 ], [ "2026-02-26", 3218.0 ], [ "2026-02-27", 3215.0 ], [ "2026-03-02", 3219.0 ], [ "2026-03-03", 3219.0 ], [ "2026-03-04", 3212.0 ], [ "2026-03-05", 3209.0 ], [ "2026-03-06", 3230.0 ] ], "v1_signal": -1, "v1_code": "HC2605", "v1_matched": true }, { "signal_date": "2026-01-30", "code": "HC2605", "close": 3288.0, "vol": 0.006743913345254411, "momentum": -1, "raw_contracts": [ "I2605", "J2605" ], "raw_cost_change": -40.03252033, "lookback_start": "2025-11-05", "regime": "震荡或弱趋势", "horizon": 5, "signal": -1, "ready": true, "score": -0.28800508, "predicted_change": -14.28002403, "threshold": 9.91650849, "model_id": "2026-01-05-5", "reason": "信号超过风险与费用门槛", "entry_date": "2026-02-02", "exit_date": "2026-02-06", "exit_idx": 993, "status": "scored", "entry": 3290.0, "exit": 3251.0, "move": -39.0, "cost": 4.6541, "risk_scale": 49.5825424412854, "daily_closes": [ [ "2026-02-02", 3261.0 ], [ "2026-02-03", 3265.0 ], [ "2026-02-04", 3274.0 ], [ "2026-02-05", 3263.0 ], [ "2026-02-06", 3251.0 ] ], "v1_signal": -1, "v1_code": "HC2605", "v1_matched": true }, { "signal_date": "2026-01-30", "code": "HC2605", "close": 3288.0, "vol": 0.006743913345254411, "momentum": -1, "raw_contracts": [ "I2605", "J2605" ], "raw_cost_change": -40.03252033, "lookback_start": "2025-11-05", "regime": "震荡或弱趋势", "horizon": 10, "signal": -1, "ready": true, "score": -0.24442406, "predicted_change": -17.13908933, "threshold": 14.0240608, "model_id": "2026-01-05-10", "reason": "信号超过风险与费用门槛", "entry_date": "2026-02-02", "exit_date": "2026-02-13", "exit_idx": 998, "status": "scored", "entry": 3290.0, "exit": 3222.0, "move": -68.0, "cost": 4.6512, "risk_scale": 70.1203039774054, "daily_closes": [ [ "2026-02-02", 3261.0 ], [ "2026-02-03", 3265.0 ], [ "2026-02-04", 3274.0 ], [ "2026-02-05", 3263.0 ], [ "2026-02-06", 3251.0 ], [ "2026-02-09", 3239.0 ], [ "2026-02-10", 3220.0 ], [ "2026-02-11", 3228.0 ], [ "2026-02-12", 3218.0 ], [ "2026-02-13", 3222.0 ] ], "v1_signal": -1, "v1_code": "HC2605", "v1_matched": true }, { "signal_date": "2026-01-30", "code": "HC2605", "close": 3288.0, "vol": 0.006743913345254411, "momentum": -1, "raw_contracts": [ "I2605", "J2605" ], "raw_cost_change": -40.03252033, "lookback_start": "2025-11-05", "regime": "震荡或弱趋势", "horizon": 20, "signal": -1, "ready": true, "score": -0.27723883, "predicted_change": -27.49241189, "threshold": 19.83301698, "model_id": "2026-01-05-20", "reason": "信号超过风险与费用门槛", "entry_date": "2026-02-02", "exit_date": "2026-03-09", "exit_idx": 1008, "status": "scored", "entry": 3290.0, "exit": 3270.0, "move": -20.0, "cost": 4.656, "risk_scale": 99.1650848825708, "daily_closes": [ [ "2026-02-02", 3261.0 ], [ "2026-02-03", 3265.0 ], [ "2026-02-04", 3274.0 ], [ "2026-02-05", 3263.0 ], [ "2026-02-06", 3251.0 ], [ "2026-02-09", 3239.0 ], [ "2026-02-10", 3220.0 ], [ "2026-02-11", 3228.0 ], [ "2026-02-12", 3218.0 ], [ "2026-02-13", 3222.0 ], [ "2026-02-24", 3195.0 ], [ "2026-02-25", 3236.0 ], [ "2026-02-26", 3218.0 ], [ "2026-02-27", 3215.0 ], [ "2026-03-02", 3219.0 ], [ "2026-03-03", 3219.0 ], [ "2026-03-04", 3212.0 ], [ "2026-03-05", 3209.0 ], [ "2026-03-06", 3230.0 ], [ "2026-03-09", 3270.0 ] ], "v1_signal": -1, "v1_code": "HC2605", "v1_matched": true }, { "signal_date": "2026-02-02", "code": "HC2605", "close": 3261.0, "vol": 0.006832828025499695, "momentum": -1, "raw_contracts": [ "I2605", "J2605" ], "raw_cost_change": -46.60162602, "lookback_start": "2025-11-06", "regime": "震荡或弱趋势", "horizon": 5, "signal": 0, "ready": true, "score": -0.12677997, "predicted_change": -6.31665187, "threshold": 9.96474723, "model_id": "2026-02-02-5", "reason": "信号不足，保持观望", "entry_date": "2026-02-03", "exit_date": "2026-02-09", "exit_idx": 994, "status": "scored", "entry": 3270.0, "exit": 3239.0, "move": -31.0, "cost": 4.6509, "risk_scale": 49.82373616402412, "daily_closes": [ [ "2026-02-03", 3265.0 ], [ "2026-02-04", 3274.0 ], [ "2026-02-05", 3263.0 ], [ "2026-02-06", 3251.0 ], [ "2026-02-09", 3239.0 ] ], "v1_signal": -1, "v1_code": "HC2605", "v1_matched": true }, { "signal_date": "2026-02-02", "code": "HC2605", "close": 3261.0, "vol": 0.006832828025499695, "momentum": -1, "raw_contracts": [ "I2605", "J2605" ], "raw_cost_change": -46.60162602, "lookback_start": "2025-11-06", "regime": "震荡或弱趋势", "horizon": 10, "signal": 0, "ready": true, "score": -0.09603597, "predicted_change": -6.76682936, "threshold": 14.09228068, "model_id": "2026-02-02-10", "reason": "信号不足，保持观望", "entry_date": "2026-02-03", "exit_date": "2026-02-24", "exit_idx": 999, "status": "scored", "entry": 3270.0, "exit": 3195.0, "move": -75.0, "cost": 4.6465, "risk_scale": 70.46140341126176, "daily_closes": [ [ "2026-02-03", 3265.0 ], [ "2026-02-04", 3274.0 ], [ "2026-02-05", 3263.0 ], [ "2026-02-06", 3251.0 ], [ "2026-02-09", 3239.0 ], [ "2026-02-10", 3220.0 ], [ "2026-02-11", 3228.0 ], [ "2026-02-12", 3218.0 ], [ "2026-02-13", 3222.0 ], [ "2026-02-24", 3195.0 ] ], "v1_signal": -1, "v1_code": "HC2605", "v1_matched": true }, { "signal_date": "2026-02-02", "code": "HC2605", "close": 3261.0, "vol": 0.006832828025499695, "momentum": -1, "raw_contracts": [ "I2605", "J2605" ], "raw_cost_change": -46.60162602, "lookback_start": "2025-11-06", "regime": "震荡或弱趋势", "horizon": 20, "signal": -1, "ready": true, "score": -0.22821223, "predicted_change": -22.74077147, "threshold": 19.92949447, "model_id": "2026-02-02-20", "reason": "信号超过风险与费用门槛", "entry_date": "2026-02-03", "exit_date": "2026-03-10", "exit_idx": 1009, "status": "scored", "entry": 3270.0, "exit": 3256.0, "move": -14.0, "cost": 4.6526, "risk_scale": 99.64747232804824, "daily_closes": [ [ "2026-02-03", 3265.0 ], [ "2026-02-04", 3274.0 ], [ "2026-02-05", 3263.0 ], [ "2026-02-06", 3251.0 ], [ "2026-02-09", 3239.0 ], [ "2026-02-10", 3220.0 ], [ "2026-02-11", 3228.0 ], [ "2026-02-12", 3218.0 ], [ "2026-02-13", 3222.0 ], [ "2026-02-24", 3195.0 ], [ "2026-02-25", 3236.0 ], [ "2026-02-26", 3218.0 ], [ "2026-02-27", 3215.0 ], [ "2026-03-02", 3219.0 ], [ "2026-03-03", 3219.0 ], [ "2026-03-04", 3212.0 ], [ "2026-03-05", 3209.0 ], [ "2026-03-06", 3230.0 ], [ "2026-03-09", 3270.0 ], [ "2026-03-10", 3256.0 ] ], "v1_signal": -1, "v1_code": "HC2605", "v1_matched": true }, { "signal_date": "2026-02-03", "code": "HC2605", "close": 3265.0, "vol": 0.006759667744207484, "momentum": -1, "raw_contracts": [ "I2605", "J2605" ], "raw_cost_change": -0.68292683, "lookback_start": "2025-11-07", "regime": "震荡或弱趋势", "horizon": 5, "signal": 0, "ready": true, "score": -0.17829833, "predicted_change": -8.79915177, "threshold": 9.87014501, "model_id": "2026-02-02-5", "reason": "信号不足，保持观望", "entry_date": "2026-02-04", "exit_date": "2026-02-10", "exit_idx": 995, "status": "scored", "entry": 3270.0, "exit": 3220.0, "move": -50.0, "cost": 4.649, "risk_scale": 49.35072503814235, "daily_closes": [ [ "2026-02-04", 3274.0 ], [ "2026-02-05", 3263.0 ], [ "2026-02-06", 3251.0 ], [ "2026-02-09", 3239.0 ], [ "2026-02-10", 3220.0 ] ], "v1_signal": -1, "v1_code": "HC2605", "v1_matched": true }, { "signal_date": "2026-02-03", "code": "HC2605", "close": 3265.0, "vol": 0.006759667744207484, "momentum": -1, "raw_contracts": [ "I2605", "J2605" ], "raw_cost_change": -0.68292683, "lookback_start": "2025-11-07", "regime": "震荡或弱趋势", "horizon": 10, "signal": 0, "ready": true, "score": -0.15913239, "predicted_change": -11.10624159, "threshold": 13.95849293, "model_id": "2026-02-02-10", "reason": "信号不足，保持观望", "entry_date": "2026-02-04", "exit_date": "2026-02-25", "exit_idx": 1000, "status": "scored", "entry": 3270.0, "exit": 3236.0, "move": -34.0, "cost": 4.6506, "risk_scale": 69.79246466188638, "daily_closes": [ [ "2026-02-04", 3274.0 ], [ "2026-02-05", 3263.0 ], [ "2026-02-06", 3251.0 ], [ "2026-02-09", 3239.0 ], [ "2026-02-10", 3220.0 ], [ "2026-02-11", 3228.0 ], [ "2026-02-12", 3218.0 ], [ "2026-02-13", 3222.0 ], [ "2026-02-24", 3195.0 ], [ "2026-02-25", 3236.0 ] ], "v1_signal": -1, "v1_code": "HC2605", "v1_matched": true }, { "signal_date": "2026-02-03", "code": "HC2605", "close": 3265.0, "vol": 0.006759667744207484, "momentum": -1, "raw_contracts": [ "I2605", "J2605" ], "raw_cost_change": -0.68292683, "lookback_start": "2025-11-07", "regime": "震荡或弱趋势", "horizon": 20, "signal": -1, "ready": true, "score": -0.24567809, "predicted_change": -24.24878391, "threshold": 19.74029002, "model_id": "2026-02-02-20", "reason": "信号超过风险与费用门槛", "entry_date": "2026-02-04", "exit_date": "2026-03-11", "exit_idx": 1010, "status": "scored", "entry": 3270.0, "exit": 3269.0, "move": -1.0, "cost": 4.6539, "risk_scale": 98.7014500762847, "daily_closes": [ [ "2026-02-04", 3274.0 ], [ "2026-02-05", 3263.0 ], [ "2026-02-06", 3251.0 ], [ "2026-02-09", 3239.0 ], [ "2026-02-10", 3220.0 ], [ "2026-02-11", 3228.0 ], [ "2026-02-12", 3218.0 ], [ "2026-02-13", 3222.0 ], [ "2026-02-24", 3195.0 ], [ "2026-02-25", 3236.0 ], [ "2026-02-26", 3218.0 ], [ "2026-02-27", 3215.0 ], [ "2026-03-02", 3219.0 ], [ "2026-03-03", 3219.0 ], [ "2026-03-04", 3212.0 ], [ "2026-03-05", 3209.0 ], [ "2026-03-06", 3230.0 ], [ "2026-03-09", 3270.0 ], [ "2026-03-10", 3256.0 ], [ "2026-03-11", 3269.0 ] ], "v1_signal": -1, "v1_code": "HC2605", "v1_matched": true }, { "signal_date": "2026-02-04", "code": "HC2605", "close": 3274.0, "vol": 0.004665760944629393, "momentum": -1, "raw_contracts": [ "I2605", "J2605" ], "raw_cost_change": 45.43089431, "lookback_start": "2025-11-10", "regime": "震荡或弱趋势", "horizon": 5, "signal": 0, "ready": true, "score": 0.01418706, "predicted_change": 0.48459475, "threshold": 6.9822, "model_id": "2026-02-02-5", "reason": "信号不足，保持观望", "entry_date": "2026-02-05", "exit_date": "2026-02-11", "exit_idx": 996, "status": "scored", "entry": 3274.0, "exit": 3228.0, "move": -46.0, "cost": 4.6502, "risk_scale": 34.15750658393852, "daily_closes": [ [ "2026-02-05", 3263.0 ], [ "2026-02-06", 3251.0 ], [ "2026-02-09", 3239.0 ], [ "2026-02-10", 3220.0 ], [ "2026-02-11", 3228.0 ] ], "v1_signal": 0, "v1_code": "HC2605", "v1_matched": true }, { "signal_date": "2026-02-04", "code": "HC2605", "close": 3274.0, "vol": 0.004665760944629393, "momentum": -1, "raw_contracts": [ "I2605", "J2605" ], "raw_cost_change": 45.43089431, "lookback_start": "2025-11-10", "regime": "震荡或弱趋势", "horizon": 10, "signal": 0, "ready": true, "score": -0.05465325, "predicted_change": -2.64008048, "threshold": 9.66120181, "model_id": "2026-02-02-10", "reason": "信号不足，保持观望", "entry_date": "2026-02-05", "exit_date": "2026-02-26", "exit_idx": 1001, "status": "scored", "entry": 3274.0, "exit": 3218.0, "move": -56.0, "cost": 4.6492, "risk_scale": 48.30600906785414, "daily_closes": [ [ "2026-02-05", 3263.0 ], [ "2026-02-06", 3251.0 ], [ "2026-02-09", 3239.0 ], [ "2026-02-10", 3220.0 ], [ "2026-02-11", 3228.0 ], [ "2026-02-12", 3218.0 ], [ "2026-02-13", 3222.0 ], [ "2026-02-24", 3195.0 ], [ "2026-02-25", 3236.0 ], [ "2026-02-26", 3218.0 ] ], "v1_signal": 0, "v1_code": "HC2605", "v1_matched": true }, { "signal_date": "2026-02-04", "code": "HC2605", "close": 3274.0, "vol": 0.004665760944629393, "momentum": -1, "raw_contracts": [ "I2605", "J2605" ], "raw_cost_change": 45.43089431, "lookback_start": "2025-11-10", "regime": "震荡或弱趋势", "horizon": 20, "signal": 0, "ready": true, "score": -0.18390079, "predicted_change": -12.56318493, "threshold": 13.66300263, "model_id": "2026-02-02-20", "reason": "信号不足，保持观望", "entry_date": "2026-02-05", "exit_date": "2026-03-12", "exit_idx": 1011, "status": "scored", "entry": 3274.0, "exit": 3275.0, "move": 1.0, "cost": 4.6549, "risk_scale": 68.31501316787704, "daily_closes": [ [ "2026-02-05", 3263.0 ], [ "2026-02-06", 3251.0 ], [ "2026-02-09", 3239.0 ], [ "2026-02-10", 3220.0 ], [ "2026-02-11", 3228.0 ], [ "2026-02-12", 3218.0 ], [ "2026-02-13", 3222.0 ], [ "2026-02-24", 3195.0 ], [ "2026-02-25", 3236.0 ], [ "2026-02-26", 3218.0 ], [ "2026-02-27", 3215.0 ], [ "2026-03-02", 3219.0 ], [ "2026-03-03", 3219.0 ], [ "2026-03-04", 3212.0 ], [ "2026-03-05", 3209.0 ], [ "2026-03-06", 3230.0 ], [ "2026-03-09", 3270.0 ], [ "2026-03-10", 3256.0 ], [ "2026-03-11", 3269.0 ], [ "2026-03-12", 3275.0 ] ], "v1_signal": 0, "v1_code": "HC2605", "v1_matched": true }, { "signal_date": "2026-02-05", "code": "HC2605", "close": 3263.0, "vol": 0.00462575692308674, "momentum": -1, "raw_contracts": [ "I2605", "J2605" ], "raw_cost_change": -8.19512195, "lookback_start": "2025-11-11", "regime": "震荡或弱趋势", "horizon": 5, "signal": 0, "ready": true, "score": 0.08711824, "predicted_change": 2.9403157, "threshold": 6.9789, "model_id": "2026-02-02-5", "reason": "信号不足，保持观望", "entry_date": "2026-02-06", "exit_date": "2026-02-12", "exit_idx": 997, "status": "scored", "entry": 3269.0, "exit": 3218.0, "move": -51.0, "cost": 4.6487, "risk_scale": 33.75086310414606, "daily_closes": [ [ "2026-02-06", 3251.0 ], [ "2026-02-09", 3239.0 ], [ "2026-02-10", 3220.0 ], [ "2026-02-11", 3228.0 ], [ "2026-02-12", 3218.0 ] ], "v1_signal": -1, "v1_code": "HC2605", "v1_matched": true }, { "signal_date": "2026-02-05", "code": "HC2605", "close": 3263.0, "vol": 0.00462575692308674, "momentum": -1, "raw_contracts": [ "I2605", "J2605" ], "raw_cost_change": -8.19512195, "lookback_start": "2025-11-11", "regime": "震荡或弱趋势", "horizon": 10, "signal": 0, "ready": true, "score": -0.02175884, "predicted_change": -1.03856963, "threshold": 9.54618567, "model_id": "2026-02-02-10", "reason": "信号不足，保持观望", "entry_date": "2026-02-06", "exit_date": "2026-02-27", "exit_idx": 1002, "status": "scored", "entry": 3269.0, "exit": 3215.0, "move": -54.0, "cost": 4.6484, "risk_scale": 47.730928343681065, "daily_closes": [ [ "2026-02-06", 3251.0 ], [ "2026-02-09", 3239.0 ], [ "2026-02-10", 3220.0 ], [ "2026-02-11", 3228.0 ], [ "2026-02-12", 3218.0 ], [ "2026-02-13", 3222.0 ], [ "2026-02-24", 3195.0 ], [ "2026-02-25", 3236.0 ], [ "2026-02-26", 3218.0 ], [ "2026-02-27", 3215.0 ] ], "v1_signal": -1, "v1_code": "HC2605", "v1_matched": true }, { "signal_date": "2026-02-05", "code": "HC2605", "close": 3263.0, "vol": 0.00462575692308674, "momentum": -1, "raw_contracts": [ "I2605", "J2605" ], "raw_cost_change": -8.19512195, "lookback_start": "2025-11-11", "regime": "震荡或弱趋势", "horizon": 20, "signal": -1, "ready": true, "score": -0.25372356, "predicted_change": -17.12677804, "threshold": 13.50034524, "model_id": "2026-02-02-20", "reason": "信号超过风险与费用门槛", "entry_date": "2026-02-06", "exit_date": "2026-03-13", "exit_idx": 1012, "status": "scored", "entry": 3269.0, "exit": 3295.0, "move": 26.0, "cost": 4.6564, "risk_scale": 67.50172620829213, "daily_closes": [ [ "2026-02-06", 3251.0 ], [ "2026-02-09", 3239.0 ], [ "2026-02-10", 3220.0 ], [ "2026-02-11", 3228.0 ], [ "2026-02-12", 3218.0 ], [ "2026-02-13", 3222.0 ], [ "2026-02-24", 3195.0 ], [ "2026-02-25", 3236.0 ], [ "2026-02-26", 3218.0 ], [ "2026-02-27", 3215.0 ], [ "2026-03-02", 3219.0 ], [ "2026-03-03", 3219.0 ], [ "2026-03-04", 3212.0 ], [ "2026-03-05", 3209.0 ], [ "2026-03-06", 3230.0 ], [ "2026-03-09", 3270.0 ], [ "2026-03-10", 3256.0 ], [ "2026-03-11", 3269.0 ], [ "2026-03-12", 3275.0 ], [ "2026-03-13", 3295.0 ] ], "v1_signal": -1, "v1_code": "HC2605", "v1_matched": true }, { "signal_date": "2026-02-06", "code": "HC2605", "close": 3251.0, "vol": 0.0044529465911911275, "momentum": -1, "raw_contracts": [ "I2605", "J2605" ], "raw_cost_change": -85.56097561, "lookback_start": "2025-11-12", "regime": "震荡或弱趋势", "horizon": 5, "signal": 0, "ready": true, "score": 0.04712286, "predicted_change": 1.52539074, "threshold": 6.9753, "model_id": "2026-02-02-5", "reason": "信号不足，保持观望", "entry_date": "2026-02-09", "exit_date": "2026-02-13", "exit_idx": 998, "status": "scored", "entry": 3251.0, "exit": 3222.0, "move": -29.0, "cost": 4.6472999999999995, "risk_scale": 32.37050374503589, "daily_closes": [ [ "2026-02-09", 3239.0 ], [ "2026-02-10", 3220.0 ], [ "2026-02-11", 3228.0 ], [ "2026-02-12", 3218.0 ], [ "2026-02-13", 3222.0 ] ], "v1_signal": 0, "v1_code": "HC2605", "v1_matched": true }, { "signal_date": "2026-02-06", "code": "HC2605", "close": 3251.0, "vol": 0.0044529465911911275, "momentum": -1, "raw_contracts": [ "I2605", "J2605" ], "raw_cost_change": -85.56097561, "lookback_start": "2025-11-12", "regime": "震荡或弱趋势", "horizon": 10, "signal": 0, "ready": true, "score": -0.03073898, "predicted_change": -1.4071939, "threshold": 9.15576108, "model_id": "2026-02-02-10", "reason": "信号不足，保持观望", "entry_date": "2026-02-09", "exit_date": "2026-03-02", "exit_idx": 1003, "status": "scored", "entry": 3251.0, "exit": 3219.0, "move": -32.0, "cost": 4.647, "risk_scale": 45.77880541707883, "daily_closes": [ [ "2026-02-09", 3239.0 ], [ "2026-02-10", 3220.0 ], [ "2026-02-11", 3228.0 ], [ "2026-02-12", 3218.0 ], [ "2026-02-13", 3222.0 ], [ "2026-02-24", 3195.0 ], [ "2026-02-25", 3236.0 ], [ "2026-02-26", 3218.0 ], [ "2026-02-27", 3215.0 ], [ "2026-03-02", 3219.0 ] ], "v1_signal": 0, "v1_code": "HC2605", "v1_matched": true }, { "signal_date": "2026-02-06", "code": "HC2605", "close": 3251.0, "vol": 0.0044529465911911275, "momentum": -1, "raw_contracts": [ "I2605", "J2605" ], "raw_cost_change": -85.56097561, "lookback_start": "2025-11-12", "regime": "震荡或弱趋势", "horizon": 20, "signal": -1, "ready": true, "score": -0.34090475, "predicted_change": -22.07051713, "threshold": 12.9482015, "model_id": "2026-02-02-20", "reason": "信号超过风险与费用门槛", "entry_date": "2026-02-09", "exit_date": "2026-03-16", "exit_idx": 1013, "status": "scored", "entry": 3251.0, "exit": 3299.0, "move": 48.0, "cost": 4.655, "risk_scale": 64.74100749007178, "daily_closes": [ [ "2026-02-09", 3239.0 ], [ "2026-02-10", 3220.0 ], [ "2026-02-11", 3228.0 ], [ "2026-02-12", 3218.0 ], [ "2026-02-13", 3222.0 ], [ "2026-02-24", 3195.0 ], [ "2026-02-25", 3236.0 ], [ "2026-02-26", 3218.0 ], [ "2026-02-27", 3215.0 ], [ "2026-03-02", 3219.0 ], [ "2026-03-03", 3219.0 ], [ "2026-03-04", 3212.0 ], [ "2026-03-05", 3209.0 ], [ "2026-03-06", 3230.0 ], [ "2026-03-09", 3270.0 ], [ "2026-03-10", 3256.0 ], [ "2026-03-11", 3269.0 ], [ "2026-03-12", 3275.0 ], [ "2026-03-13", 3295.0 ], [ "2026-03-16", 3299.0 ] ], "v1_signal": 0, "v1_code": "HC2605", "v1_matched": true }, { "signal_date": "2026-02-09", "code": "HC2605", "close": 3239.0, "vol": 0.004281888577580297, "momentum": -1, "raw_contracts": [ "I2605", "J2605" ], "raw_cost_change": -56.94308943, "lookback_start": "2025-11-13", "regime": "震荡或弱趋势", "horizon": 5, "signal": 0, "ready": true, "score": 0.08406251, "predicted_change": 2.60695575, "threshold": 6.9717, "model_id": "2026-02-02-5", "reason": "信号不足，保持观望", "entry_date": "2026-02-10", "exit_date": "2026-02-24", "exit_idx": 999, "status": "scored", "entry": 3239.0, "exit": 3195.0, "move": -44.0, "cost": 4.6434, "risk_scale": 31.012109744288594, "daily_closes": [ [ "2026-02-10", 3220.0 ], [ "2026-02-11", 3228.0 ], [ "2026-02-12", 3218.0 ], [ "2026-02-13", 3222.0 ], [ "2026-02-24", 3195.0 ] ], "v1_signal": 0, "v1_code": "HC2605", "v1_matched": true }, { "signal_date": "2026-02-09", "code": "HC2605", "close": 3239.0, "vol": 0.004281888577580297, "momentum": -1, "raw_contracts": [ "I2605", "J2605" ], "raw_cost_change": -56.94308943, "lookback_start": "2025-11-13", "regime": "震荡或弱趋势", "horizon": 10, "signal": 0, "ready": true, "score": 0.03293544, "predicted_change": 1.44447428, "threshold": 8.77154924, "model_id": "2026-02-02-10", "reason": "信号不足，保持观望", "entry_date": "2026-02-10", "exit_date": "2026-03-03", "exit_idx": 1004, "status": "scored", "entry": 3239.0, "exit": 3219.0, "move": -20.0, "cost": 4.6458, "risk_scale": 43.85774619817575, "daily_closes": [ [ "2026-02-10", 3220.0 ], [ "2026-02-11", 3228.0 ], [ "2026-02-12", 3218.0 ], [ "2026-02-13", 3222.0 ], [ "2026-02-24", 3195.0 ], [ "2026-02-25", 3236.0 ], [ "2026-02-26", 3218.0 ], [ "2026-02-27", 3215.0 ], [ "2026-03-02", 3219.0 ], [ "2026-03-03", 3219.0 ] ], "v1_signal": 0, "v1_code": "HC2605", "v1_matched": true }, { "signal_date": "2026-02-09", "code": "HC2605", "close": 3239.0, "vol": 0.004281888577580297, "momentum": -1, "raw_contracts": [ "I2605", "J2605" ], "raw_cost_change": -56.94308943, "lookback_start": "2025-11-13", "regime": "震荡或弱趋势", "horizon": 20, "signal": -1, "ready": true, "score": -0.2728572, "predicted_change": -16.92375462, "threshold": 12.4048439, "model_id": "2026-02-02-20", "reason": "信号超过风险与费用门槛", "entry_date": "2026-02-10", "exit_date": "2026-03-17", "exit_idx": 1014, "status": "scored", "entry": 3239.0, "exit": 3313.0, "move": 74.0, "cost": 4.6552, "risk_scale": 62.02421948857719, "daily_closes": [ [ "2026-02-10", 3220.0 ], [ "2026-02-11", 3228.0 ], [ "2026-02-12", 3218.0 ], [ "2026-02-13", 3222.0 ], [ "2026-02-24", 3195.0 ], [ "2026-02-25", 3236.0 ], [ "2026-02-26", 3218.0 ], [ "2026-02-27", 3215.0 ], [ "2026-03-02", 3219.0 ], [ "2026-03-03", 3219.0 ], [ "2026-03-04", 3212.0 ], [ "2026-03-05", 3209.0 ], [ "2026-03-06", 3230.0 ], [ "2026-03-09", 3270.0 ], [ "2026-03-10", 3256.0 ], [ "2026-03-11", 3269.0 ], [ "2026-03-12", 3275.0 ], [ "2026-03-13", 3295.0 ], [ "2026-03-16", 3299.0 ], [ "2026-03-17", 3313.0 ] ], "v1_signal": 0, "v1_code": "HC2605", "v1_matched": true }, { "signal_date": "2026-02-10", "code": "HC2605", "close": 3220.0, "vol": 0.004405818302030065, "momentum": -1, "raw_contracts": [ "I2605", "J2605" ], "raw_cost_change": -56.91056911, "lookback_start": "2025-11-14", "regime": "震荡或弱趋势", "horizon": 5, "signal": 0, "ready": true, "score": 0.18191722, "predicted_change": 5.77086968, "threshold": 6.966, "model_id": "2026-02-02-5", "reason": "信号不足，保持观望", "entry_date": "2026-02-11", "exit_date": "2026-02-25", "exit_idx": 1000, "status": "scored", "entry": 3225.0, "exit": 3236.0, "move": 11.0, "cost": 4.6461, "risk_scale": 31.722503687923197, "daily_closes": [ [ "2026-02-11", 3228.0 ], [ "2026-02-12", 3218.0 ], [ "2026-02-13", 3222.0 ], [ "2026-02-24", 3195.0 ], [ "2026-02-25", 3236.0 ] ], "v1_signal": 0, "v1_code": "HC2605", "v1_matched": true }, { "signal_date": "2026-02-10", "code": "HC2605", "close": 3220.0, "vol": 0.004405818302030065, "momentum": -1, "raw_contracts": [ "I2605", "J2605" ], "raw_cost_change": -56.91056911, "lookback_start": "2025-11-14", "regime": "震荡或弱趋势", "horizon": 10, "signal": 0, "ready": true, "score": 0.12667632, "predicted_change": 5.68300332, "threshold": 8.97247899, "model_id": "2026-02-02-10", "reason": "信号不足，保持观望", "entry_date": "2026-02-11", "exit_date": "2026-03-04", "exit_idx": 1005, "status": "scored", "entry": 3225.0, "exit": 3212.0, "move": -13.0, "cost": 4.6437, "risk_scale": 44.86239494789151, "daily_closes": [ [ "2026-02-11", 3228.0 ], [ "2026-02-12", 3218.0 ], [ "2026-02-13", 3222.0 ], [ "2026-02-24", 3195.0 ], [ "2026-02-25", 3236.0 ], [ "2026-02-26", 3218.0 ], [ "2026-02-27", 3215.0 ], [ "2026-03-02", 3219.0 ], [ "2026-03-03", 3219.0 ], [ "2026-03-04", 3212.0 ] ], "v1_signal": 0, "v1_code": "HC2605", "v1_matched": true }, { "signal_date": "2026-02-10", "code": "HC2605", "close": 3220.0, "vol": 0.004405818302030065, "momentum": -1, "raw_contracts": [ "I2605", "J2605" ], "raw_cost_change": -56.91056911, "lookback_start": "2025-11-14", "regime": "震荡或弱趋势", "horizon": 20, "signal": 0, "ready": true, "score": -0.17914714, "predicted_change": -11.3659916, "threshold": 12.68900148, "model_id": "2026-02-02-20", "reason": "信号不足，保持观望", "entry_date": "2026-02-11", "exit_date": "2026-03-18", "exit_idx": 1015, "status": "scored", "entry": 3225.0, "exit": 3310.0, "move": 85.0, "cost": 4.6535, "risk_scale": 63.445007375846394, "daily_closes": [ [ "2026-02-11", 3228.0 ], [ "2026-02-12", 3218.0 ], [ "2026-02-13", 3222.0 ], [ "2026-02-24", 3195.0 ], [ "2026-02-25", 3236.0 ], [ "2026-02-26", 3218.0 ], [ "2026-02-27", 3215.0 ], [ "2026-03-02", 3219.0 ], [ "2026-03-03", 3219.0 ], [ "2026-03-04", 3212.0 ], [ "2026-03-05", 3209.0 ], [ "2026-03-06", 3230.0 ], [ "2026-03-09", 3270.0 ], [ "2026-03-10", 3256.0 ], [ "2026-03-11", 3269.0 ], [ "2026-03-12", 3275.0 ], [ "2026-03-13", 3295.0 ], [ "2026-03-16", 3299.0 ], [ "2026-03-17", 3313.0 ], [ "2026-03-18", 3310.0 ] ], "v1_signal": 0, "v1_code": "HC2605", "v1_matched": true }, { "signal_date": "2026-02-11", "code": "HC2605", "close": 3228.0, "vol": 0.004460450115445081, "momentum": -1, "raw_contracts": [ "I2605", "J2605" ], "raw_cost_change": -52.61788618, "lookback_start": "2025-11-17", "regime": "震荡或弱趋势", "horizon": 5, "signal": 0, "ready": true, "score": 0.17898529, "predicted_change": 5.762548, "threshold": 6.9684, "model_id": "2026-02-02-5", "reason": "信号不足，保持观望", "entry_date": "2026-02-12", "exit_date": "2026-02-26", "exit_idx": 1001, "status": "scored", "entry": 3229.0, "exit": 3218.0, "move": -11.0, "cost": 4.6447, "risk_scale": 32.195651289537054, "daily_closes": [ [ "2026-02-12", 3218.0 ], [ "2026-02-13", 3222.0 ], [ "2026-02-24", 3195.0 ], [ "2026-02-25", 3236.0 ], [ "2026-02-26", 3218.0 ] ], "v1_signal": 0, "v1_code": "HC2605", "v1_matched": true }, { "signal_date": "2026-02-11", "code": "HC2605", "close": 3228.0, "vol": 0.004460450115445081, "momentum": -1, "raw_contracts": [ "I2605", "J2605" ], "raw_cost_change": -52.61788618, "lookback_start": "2025-11-17", "regime": "震荡或弱趋势", "horizon": 10, "signal": 0, "ready": true, "score": 0.13373504, "predicted_change": 6.08916041, "threshold": 9.10630534, "model_id": "2026-02-02-10", "reason": "信号不足，保持观望", "entry_date": "2026-02-12", "exit_date": "2026-03-05", "exit_idx": 1006, "status": "scored", "entry": 3229.0, "exit": 3209.0, "move": -20.0, "cost": 4.6438, "risk_scale": 45.53152670309812, "daily_closes": [ [ "2026-02-12", 3218.0 ], [ "2026-02-13", 3222.0 ], [ "2026-02-24", 3195.0 ], [ "2026-02-25", 3236.0 ], [ "2026-02-26", 3218.0 ], [ "2026-02-27", 3215.0 ], [ "2026-03-02", 3219.0 ], [ "2026-03-03", 3219.0 ], [ "2026-03-04", 3212.0 ], [ "2026-03-05", 3209.0 ] ], "v1_signal": 0, "v1_code": "HC2605", "v1_matched": true }, { "signal_date": "2026-02-11", "code": "HC2605", "close": 3228.0, "vol": 0.004460450115445081, "momentum": -1, "raw_contracts": [ "I2605", "J2605" ], "raw_cost_change": -52.61788618, "lookback_start": "2025-11-17", "regime": "震荡或弱趋势", "horizon": 20, "signal": 0, "ready": true, "score": -0.07831749, "predicted_change": -5.04296525, "threshold": 12.87826052, "model_id": "2026-02-02-20", "reason": "信号不足，保持观望", "entry_date": "2026-02-12", "exit_date": "2026-03-19", "exit_idx": 1016, "status": "scored", "entry": 3229.0, "exit": 3302.0, "move": 73.0, "cost": 4.6531, "risk_scale": 64.39130257907411, "daily_closes": [ [ "2026-02-12", 3218.0 ], [ "2026-02-13", 3222.0 ], [ "2026-02-24", 3195.0 ], [ "2026-02-25", 3236.0 ], [ "2026-02-26", 3218.0 ], [ "2026-02-27", 3215.0 ], [ "2026-03-02", 3219.0 ], [ "2026-03-03", 3219.0 ], [ "2026-03-04", 3212.0 ], [ "2026-03-05", 3209.0 ], [ "2026-03-06", 3230.0 ], [ "2026-03-09", 3270.0 ], [ "2026-03-10", 3256.0 ], [ "2026-03-11", 3269.0 ], [ "2026-03-12", 3275.0 ], [ "2026-03-13", 3295.0 ], [ "2026-03-16", 3299.0 ], [ "2026-03-17", 3313.0 ], [ "2026-03-18", 3310.0 ], [ "2026-03-19", 3302.0 ] ], "v1_signal": 0, "v1_code": "HC2605", "v1_matched": true }, { "signal_date": "2026-02-12", "code": "HC2605", "close": 3218.0, "vol": 0.004465624954789165, "momentum": -1, "raw_contracts": [ "I2605", "J2605" ], "raw_cost_change": -110.50406504, "lookback_start": "2025-11-18", "regime": "震荡或弱趋势", "horizon": 5, "signal": 0, "ready": true, "score": 0.10434965, "predicted_change": 3.35308275, "threshold": 6.9654, "model_id": "2026-02-02-5", "reason": "信号不足，保持观望", "entry_date": "2026-02-13", "exit_date": "2026-02-27", "exit_idx": 1002, "status": "scored", "entry": 3225.0, "exit": 3215.0, "move": -10.0, "cost": 4.644, "risk_scale": 32.133149012266294, "daily_closes": [ [ "2026-02-13", 3222.0 ], [ "2026-02-24", 3195.0 ], [ "2026-02-25", 3236.0 ], [ "2026-02-26", 3218.0 ], [ "2026-02-27", 3215.0 ] ], "v1_signal": 0, "v1_code": "HC2605", "v1_matched": true }, { "signal_date": "2026-02-12", "code": "HC2605", "close": 3218.0, "vol": 0.004465624954789165, "momentum": -1, "raw_contracts": [ "I2605", "J2605" ], "raw_cost_change": -110.50406504, "lookback_start": "2025-11-18", "regime": "震荡或弱趋势", "horizon": 10, "signal": 0, "ready": true, "score": -0.01551095, "predicted_change": -0.70486632, "threshold": 9.08862703, "model_id": "2026-02-02-10", "reason": "信号不足，保持观望", "entry_date": "2026-02-13", "exit_date": "2026-03-06", "exit_idx": 1007, "status": "scored", "entry": 3225.0, "exit": 3230.0, "move": 5.0, "cost": 4.6455, "risk_scale": 45.44313513490262, "daily_closes": [ [ "2026-02-13", 3222.0 ], [ "2026-02-24", 3195.0 ], [ "2026-02-25", 3236.0 ], [ "2026-02-26", 3218.0 ], [ "2026-02-27", 3215.0 ], [ "2026-03-02", 3219.0 ], [ "2026-03-03", 3219.0 ], [ "2026-03-04", 3212.0 ], [ "2026-03-05", 3209.0 ], [ "2026-03-06", 3230.0 ] ], "v1_signal": 0, "v1_code": "HC2605", "v1_matched": true }, { "signal_date": "2026-02-12", "code": "HC2605", "close": 3218.0, "vol": 0.004465624954789165, "momentum": -1, "raw_contracts": [ "I2605", "J2605" ], "raw_cost_change": -110.50406504, "lookback_start": "2025-11-18", "regime": "震荡或弱趋势", "horizon": 20, "signal": -1, "ready": true, "score": -0.29348353, "predicted_change": -18.86109999, "threshold": 12.8532596, "model_id": "2026-02-02-20", "reason": "信号超过风险与费用门槛", "entry_date": "2026-02-13", "exit_date": "2026-03-20", "exit_idx": 1017, "status": "scored", "entry": 3225.0, "exit": 3297.0, "move": 72.0, "cost": 4.6522, "risk_scale": 64.26629802453259, "daily_closes": [ [ "2026-02-13", 3222.0 ], [ "2026-02-24", 3195.0 ], [ "2026-02-25", 3236.0 ], [ "2026-02-26", 3218.0 ], [ "2026-02-27", 3215.0 ], [ "2026-03-02", 3219.0 ], [ "2026-03-03", 3219.0 ], [ "2026-03-04", 3212.0 ], [ "2026-03-05", 3209.0 ], [ "2026-03-06", 3230.0 ], [ "2026-03-09", 3270.0 ], [ "2026-03-10", 3256.0 ], [ "2026-03-11", 3269.0 ], [ "2026-03-12", 3275.0 ], [ "2026-03-13", 3295.0 ], [ "2026-03-16", 3299.0 ], [ "2026-03-17", 3313.0 ], [ "2026-03-18", 3310.0 ], [ "2026-03-19", 3302.0 ], [ "2026-03-20", 3297.0 ] ], "v1_signal": 0, "v1_code": "HC2605", "v1_matched": true }, { "signal_date": "2026-02-13", "code": "HC2605", "close": 3222.0, "vol": 0.0044208478911655445, "momentum": -1, "raw_contracts": [ "I2605", "J2605" ], "raw_cost_change": -117.82113821, "lookback_start": "2025-11-19", "regime": "趋势较强", "horizon": 5, "signal": 0, "ready": true, "score": 0.0636507, "predicted_change": 2.02730607, "threshold": 6.9666, "model_id": "2026-02-02-5", "reason": "信号不足，保持观望", "entry_date": "2026-02-24", "exit_date": "2026-03-02", "exit_idx": 1003, "status": "scored", "entry": 3230.0, "exit": 3219.0, "move": -11.0, "cost": 4.6449, "risk_scale": 31.850489449927117, "daily_closes": [ [ "2026-02-24", 3195.0 ], [ "2026-02-25", 3236.0 ], [ "2026-02-26", 3218.0 ], [ "2026-02-27", 3215.0 ], [ "2026-03-02", 3219.0 ] ], "v1_signal": 0, "v1_code": "HC2605", "v1_matched": true }, { "signal_date": "2026-02-13", "code": "HC2605", "close": 3222.0, "vol": 0.0044208478911655445, "momentum": -1, "raw_contracts": [ "I2605", "J2605" ], "raw_cost_change": -117.82113821, "lookback_start": "2025-11-19", "regime": "趋势较强", "horizon": 10, "signal": 0, "ready": true, "score": -0.09468726, "predicted_change": -4.26503575, "threshold": 9.00867883, "model_id": "2026-02-02-10", "reason": "信号不足，保持观望", "entry_date": "2026-02-24", "exit_date": "2026-03-09", "exit_idx": 1008, "status": "scored", "entry": 3230.0, "exit": 3270.0, "move": 40.0, "cost": 4.65, "risk_scale": 45.04339414830811, "daily_closes": [ [ "2026-02-24", 3195.0 ], [ "2026-02-25", 3236.0 ], [ "2026-02-26", 3218.0 ], [ "2026-02-27", 3215.0 ], [ "2026-03-02", 3219.0 ], [ "2026-03-03", 3219.0 ], [ "2026-03-04", 3212.0 ], [ "2026-03-05", 3209.0 ], [ "2026-03-06", 3230.0 ], [ "2026-03-09", 3270.0 ] ], "v1_signal": 0, "v1_code": "HC2605", "v1_matched": true }, { "signal_date": "2026-02-13", "code": "HC2605", "close": 3222.0, "vol": 0.0044208478911655445, "momentum": -1, "raw_contracts": [ "I2605", "J2605" ], "raw_cost_change": -117.82113821, "lookback_start": "2025-11-19", "regime": "趋势较强", "horizon": 20, "signal": -1, "ready": true, "score": -0.43424073, "predicted_change": -27.66155985, "threshold": 12.74019578, "model_id": "2026-02-02-20", "reason": "信号超过风险与费用门槛", "entry_date": "2026-02-24", "exit_date": "2026-03-23", "exit_idx": 1018, "status": "scored", "entry": 3230.0, "exit": 3330.0, "move": 100.0, "cost": 4.656, "risk_scale": 63.700978899854235, "daily_closes": [ [ "2026-02-24", 3195.0 ], [ "2026-02-25", 3236.0 ], [ "2026-02-26", 3218.0 ], [ "2026-02-27", 3215.0 ], [ "2026-03-02", 3219.0 ], [ "2026-03-03", 3219.0 ], [ "2026-03-04", 3212.0 ], [ "2026-03-05", 3209.0 ], [ "2026-03-06", 3230.0 ], [ "2026-03-09", 3270.0 ], [ "2026-03-10", 3256.0 ], [ "2026-03-11", 3269.0 ], [ "2026-03-12", 3275.0 ], [ "2026-03-13", 3295.0 ], [ "2026-03-16", 3299.0 ], [ "2026-03-17", 3313.0 ], [ "2026-03-18", 3310.0 ], [ "2026-03-19", 3302.0 ], [ "2026-03-20", 3297.0 ], [ "2026-03-23", 3330.0 ] ], "v1_signal": 0, "v1_code": "HC2605", "v1_matched": true }, { "signal_date": "2026-02-24", "code": "HC2605", "close": 3195.0, "vol": 0.004631651408832153, "momentum": -1, "raw_contracts": [ "I2605", "J2605" ], "raw_cost_change": -115.38211382, "lookback_start": "2025-11-20", "regime": "趋势较强", "horizon": 5, "signal": 0, "ready": true, "score": 0.14164754, "predicted_change": 4.68706265, "threshold": 6.9585, "model_id": "2026-02-02-5", "reason": "信号不足，保持观望", "entry_date": "2026-02-25", "exit_date": "2026-03-03", "exit_idx": 1004, "status": "scored", "entry": 3205.0, "exit": 3219.0, "move": 14.0, "cost": 4.6424, "risk_scale": 33.089616237349205, "daily_closes": [ [ "2026-02-25", 3236.0 ], [ "2026-02-26", 3218.0 ], [ "2026-02-27", 3215.0 ], [ "2026-03-02", 3219.0 ], [ "2026-03-03", 3219.0 ] ], "v1_signal": -1, "v1_code": "HC2605", "v1_matched": true }, { "signal_date": "2026-02-24", "code": "HC2605", "close": 3195.0, "vol": 0.004631651408832153, "momentum": -1, "raw_contracts": [ "I2605", "J2605" ], "raw_cost_change": -115.38211382, "lookback_start": "2025-11-20", "regime": "趋势较强", "horizon": 10, "signal": 0, "ready": true, "score": -0.00816426, "predicted_change": -0.38205309, "threshold": 9.35915681, "model_id": "2026-02-02-10", "reason": "信号不足，保持观望", "entry_date": "2026-02-25", "exit_date": "2026-03-10", "exit_idx": 1009, "status": "scored", "entry": 3205.0, "exit": 3256.0, "move": 51.0, "cost": 4.6461, "risk_scale": 46.79578405658023, "daily_closes": [ [ "2026-02-25", 3236.0 ], [ "2026-02-26", 3218.0 ], [ "2026-02-27", 3215.0 ], [ "2026-03-02", 3219.0 ], [ "2026-03-03", 3219.0 ], [ "2026-03-04", 3212.0 ], [ "2026-03-05", 3209.0 ], [ "2026-03-06", 3230.0 ], [ "2026-03-09", 3270.0 ], [ "2026-03-10", 3256.0 ] ], "v1_signal": -1, "v1_code": "HC2605", "v1_matched": true }, { "signal_date": "2026-02-24", "code": "HC2605", "close": 3195.0, "vol": 0.004631651408832153, "momentum": -1, "raw_contracts": [ "I2605", "J2605" ], "raw_cost_change": -115.38211382, "lookback_start": "2025-11-20", "regime": "趋势较强", "horizon": 20, "signal": -1, "ready": true, "score": -0.3641019, "predicted_change": -24.09598414, "threshold": 13.23584649, "model_id": "2026-02-02-20", "reason": "信号超过风险与费用门槛", "entry_date": "2026-02-25", "exit_date": "2026-03-24", "exit_idx": 1019, "status": "scored", "entry": 3205.0, "exit": 3324.0, "move": 119.0, "cost": 4.6529, "risk_scale": 66.17923247469841, "daily_closes": [ [ "2026-02-25", 3236.0 ], [ "2026-02-26", 3218.0 ], [ "2026-02-27", 3215.0 ], [ "2026-03-02", 3219.0 ], [ "2026-03-03", 3219.0 ], [ "2026-03-04", 3212.0 ], [ "2026-03-05", 3209.0 ], [ "2026-03-06", 3230.0 ], [ "2026-03-09", 3270.0 ], [ "2026-03-10", 3256.0 ], [ "2026-03-11", 3269.0 ], [ "2026-03-12", 3275.0 ], [ "2026-03-13", 3295.0 ], [ "2026-03-16", 3299.0 ], [ "2026-03-17", 3313.0 ], [ "2026-03-18", 3310.0 ], [ "2026-03-19", 3302.0 ], [ "2026-03-20", 3297.0 ], [ "2026-03-23", 3330.0 ], [ "2026-03-24", 3324.0 ] ], "v1_signal": -1, "v1_code": "HC2605", "v1_matched": true }, { "signal_date": "2026-02-25", "code": "HC2605", "close": 3236.0, "vol": 0.0054629502305664785, "momentum": -1, "raw_contracts": [ "I2605", "J2605" ], "raw_cost_change": -76.03252033, "lookback_start": "2025-11-21", "regime": "震荡或弱趋势", "horizon": 5, "signal": 0, "ready": true, "score": -0.14558808, "predicted_change": -5.75501645, "threshold": 7.90588977, "model_id": "2026-02-02-5", "reason": "信号不足，保持观望", "entry_date": "2026-02-26", "exit_date": "2026-03-04", "exit_idx": 1005, "status": "scored", "entry": 3236.0, "exit": 3212.0, "move": -24.0, "cost": 4.6448, "risk_scale": 39.52944884502016, "daily_closes": [ [ "2026-02-26", 3218.0 ], [ "2026-02-27", 3215.0 ], [ "2026-03-02", 3219.0 ], [ "2026-03-03", 3219.0 ], [ "2026-03-04", 3212.0 ] ], "v1_signal": -1, "v1_code": "HC2605", "v1_matched": true }, { "signal_date": "2026-02-25", "code": "HC2605", "close": 3236.0, "vol": 0.0054629502305664785, "momentum": -1, "raw_contracts": [ "I2605", "J2605" ], "raw_cost_change": -76.03252033, "lookback_start": "2025-11-21", "regime": "震荡或弱趋势", "horizon": 10, "signal": -1, "ready": true, "score": -0.22830396, "predicted_change": -12.76289491, "threshold": 11.18061653, "model_id": "2026-02-02-10", "reason": "信号超过风险与费用门槛", "entry_date": "2026-02-26", "exit_date": "2026-03-11", "exit_idx": 1010, "status": "scored", "entry": 3236.0, "exit": 3269.0, "move": 33.0, "cost": 4.6505, "risk_scale": 55.90308266976099, "daily_closes": [ [ "2026-02-26", 3218.0 ], [ "2026-02-27", 3215.0 ], [ "2026-03-02", 3219.0 ], [ "2026-03-03", 3219.0 ], [ "2026-03-04", 3212.0 ], [ "2026-03-05", 3209.0 ], [ "2026-03-06", 3230.0 ], [ "2026-03-09", 3270.0 ], [ "2026-03-10", 3256.0 ], [ "2026-03-11", 3269.0 ] ], "v1_signal": -1, "v1_code": "HC2605", "v1_matched": true }, { "signal_date": "2026-02-25", "code": "HC2605", "close": 3236.0, "vol": 0.0054629502305664785, "momentum": -1, "raw_contracts": [ "I2605", "J2605" ], "raw_cost_change": -76.03252033, "lookback_start": "2025-11-21", "regime": "震荡或弱趋势", "horizon": 20, "signal": -1, "ready": true, "score": -0.39205565, "predicted_change": -30.99548751, "threshold": 15.81177954, "model_id": "2026-02-02-20", "reason": "信号超过风险与费用门槛", "entry_date": "2026-02-26", "exit_date": "2026-03-25", "exit_idx": 1020, "status": "scored", "entry": 3236.0, "exit": 3313.0, "move": 77.0, "cost": 4.6549, "risk_scale": 79.05889769004033, "daily_closes": [ [ "2026-02-26", 3218.0 ], [ "2026-02-27", 3215.0 ], [ "2026-03-02", 3219.0 ], [ "2026-03-03", 3219.0 ], [ "2026-03-04", 3212.0 ], [ "2026-03-05", 3209.0 ], [ "2026-03-06", 3230.0 ], [ "2026-03-09", 3270.0 ], [ "2026-03-10", 3256.0 ], [ "2026-03-11", 3269.0 ], [ "2026-03-12", 3275.0 ], [ "2026-03-13", 3295.0 ], [ "2026-03-16", 3299.0 ], [ "2026-03-17", 3313.0 ], [ "2026-03-18", 3310.0 ], [ "2026-03-19", 3302.0 ], [ "2026-03-20", 3297.0 ], [ "2026-03-23", 3330.0 ], [ "2026-03-24", 3324.0 ], [ "2026-03-25", 3313.0 ] ], "v1_signal": -1, "v1_code": "HC2605", "v1_matched": true }, { "signal_date": "2026-02-26", "code": "HC2605", "close": 3218.0, "vol": 0.005499320773207719, "momentum": -1, "raw_contracts": [ "I2605", "J2605" ], "raw_cost_change": -142.43902439, "lookback_start": "2025-11-24", "regime": "震荡或弱趋势", "horizon": 5, "signal": 0, "ready": true, "score": -0.09488272, "predicted_change": -3.75463052, "threshold": 7.91425593, "model_id": "2026-02-02-5", "reason": "信号不足，保持观望", "entry_date": "2026-02-27", "exit_date": "2026-03-05", "exit_idx": 1006, "status": "scored", "entry": 3218.0, "exit": 3209.0, "move": -9.0, "cost": 4.6427, "risk_scale": 39.57127964412277, "daily_closes": [ [ "2026-02-27", 3215.0 ], [ "2026-03-02", 3219.0 ], [ "2026-03-03", 3219.0 ], [ "2026-03-04", 3212.0 ], [ "2026-03-05", 3209.0 ] ], "v1_signal": -1, "v1_code": "HC2605", "v1_matched": true }, { "signal_date": "2026-02-26", "code": "HC2605", "close": 3218.0, "vol": 0.005499320773207719, "momentum": -1, "raw_contracts": [ "I2605", "J2605" ], "raw_cost_change": -142.43902439, "lookback_start": "2025-11-24", "regime": "震荡或弱趋势", "horizon": 10, "signal": -1, "ready": true, "score": -0.27769257, "predicted_change": -15.54029807, "threshold": 11.19244807, "model_id": "2026-02-02-10", "reason": "信号超过风险与费用门槛", "entry_date": "2026-02-27", "exit_date": "2026-03-12", "exit_idx": 1011, "status": "scored", "entry": 3218.0, "exit": 3275.0, "move": 57.0, "cost": 4.6493, "risk_scale": 55.9622403531768, "daily_closes": [ [ "2026-02-27", 3215.0 ], [ "2026-03-02", 3219.0 ], [ "2026-03-03", 3219.0 ], [ "2026-03-04", 3212.0 ], [ "2026-03-05", 3209.0 ], [ "2026-03-06", 3230.0 ], [ "2026-03-09", 3270.0 ], [ "2026-03-10", 3256.0 ], [ "2026-03-11", 3269.0 ], [ "2026-03-12", 3275.0 ] ], "v1_signal": -1, "v1_code": "HC2605", "v1_matched": true }, { "signal_date": "2026-02-26", "code": "HC2605", "close": 3218.0, "vol": 0.005499320773207719, "momentum": -1, "raw_contracts": [ "I2605", "J2605" ], "raw_cost_change": -142.43902439, "lookback_start": "2025-11-24", "regime": "震荡或弱趋势", "horizon": 20, "signal": -1, "ready": true, "score": -0.49302877, "predicted_change": -39.01955874, "threshold": 15.82851186, "model_id": "2026-02-02-20", "reason": "信号超过风险与费用门槛", "entry_date": "2026-02-27", "exit_date": "2026-03-26", "exit_idx": 1021, "status": "scored", "entry": 3218.0, "exit": 3305.0, "move": 87.0, "cost": 4.6523, "risk_scale": 79.14255928824554, "daily_closes": [ [ "2026-02-27", 3215.0 ], [ "2026-03-02", 3219.0 ], [ "2026-03-03", 3219.0 ], [ "2026-03-04", 3212.0 ], [ "2026-03-05", 3209.0 ], [ "2026-03-06", 3230.0 ], [ "2026-03-09", 3270.0 ], [ "2026-03-10", 3256.0 ], [ "2026-03-11", 3269.0 ], [ "2026-03-12", 3275.0 ], [ "2026-03-13", 3295.0 ], [ "2026-03-16", 3299.0 ], [ "2026-03-17", 3313.0 ], [ "2026-03-18", 3310.0 ], [ "2026-03-19", 3302.0 ], [ "2026-03-20", 3297.0 ], [ "2026-03-23", 3330.0 ], [ "2026-03-24", 3324.0 ], [ "2026-03-25", 3313.0 ], [ "2026-03-26", 3305.0 ] ], "v1_signal": -1, "v1_code": "HC2605", "v1_matched": true }, { "signal_date": "2026-02-27", "code": "HC2605", "close": 3215.0, "vol": 0.005490465821125577, "momentum": -1, "raw_contracts": [ "I2605", "J2605" ], "raw_cost_change": -97.46341463, "lookback_start": "2025-11-25", "regime": "震荡或弱趋势", "horizon": 5, "signal": 0, "ready": true, "score": -0.0108032, "predicted_change": -0.42641019, "threshold": 7.89414624, "model_id": "2026-02-02-5", "reason": "信号不足，保持观望", "entry_date": "2026-03-02", "exit_date": "2026-03-06", "exit_idx": 1007, "status": "scored", "entry": 3218.0, "exit": 3230.0, "move": 12.0, "cost": 4.6448, "risk_scale": 39.47073119542581, "daily_closes": [ [ "2026-03-02", 3219.0 ], [ "2026-03-03", 3219.0 ], [ "2026-03-04", 3212.0 ], [ "2026-03-05", 3209.0 ], [ "2026-03-06", 3230.0 ] ], "v1_signal": 0, "v1_code": "HC2605", "v1_matched": true }, { "signal_date": "2026-02-27", "code": "HC2605", "close": 3215.0, "vol": 0.005490465821125577, "momentum": -1, "raw_contracts": [ "I2605", "J2605" ], "raw_cost_change": -97.46341463, "lookback_start": "2025-11-25", "regime": "震荡或弱趋势", "horizon": 10, "signal": 0, "ready": true, "score": -0.11977183, "predicted_change": -6.68566898, "threshold": 11.16400867, "model_id": "2026-02-02-10", "reason": "信号不足，保持观望", "entry_date": "2026-03-02", "exit_date": "2026-03-13", "exit_idx": 1012, "status": "scored", "entry": 3218.0, "exit": 3295.0, "move": 77.0, "cost": 4.6513, "risk_scale": 55.82004337335399, "daily_closes": [ [ "2026-03-02", 3219.0 ], [ "2026-03-03", 3219.0 ], [ "2026-03-04", 3212.0 ], [ "2026-03-05", 3209.0 ], [ "2026-03-06", 3230.0 ], [ "2026-03-09", 3270.0 ], [ "2026-03-10", 3256.0 ], [ "2026-03-11", 3269.0 ], [ "2026-03-12", 3275.0 ], [ "2026-03-13", 3295.0 ] ], "v1_signal": 0, "v1_code": "HC2605", "v1_matched": true }, { "signal_date": "2026-02-27", "code": "HC2605", "close": 3215.0, "vol": 0.005490465821125577, "momentum": -1, "raw_contracts": [ "I2605", "J2605" ], "raw_cost_change": -97.46341463, "lookback_start": "2025-11-25", "regime": "震荡或弱趋势", "horizon": 20, "signal": -1, "ready": true, "score": -0.36091214, "predicted_change": -28.49093236, "threshold": 15.78829248, "model_id": "2026-02-02-20", "reason": "信号超过风险与费用门槛", "entry_date": "2026-03-02", "exit_date": "2026-03-27", "exit_idx": 1022, "status": "scored", "entry": 3218.0, "exit": 3299.0, "move": 81.0, "cost": 4.6517, "risk_scale": 78.94146239085163, "daily_closes": [ [ "2026-03-02", 3219.0 ], [ "2026-03-03", 3219.0 ], [ "2026-03-04", 3212.0 ], [ "2026-03-05", 3209.0 ], [ "2026-03-06", 3230.0 ], [ "2026-03-09", 3270.0 ], [ "2026-03-10", 3256.0 ], [ "2026-03-11", 3269.0 ], [ "2026-03-12", 3275.0 ], [ "2026-03-13", 3295.0 ], [ "2026-03-16", 3299.0 ], [ "2026-03-17", 3313.0 ], [ "2026-03-18", 3310.0 ], [ "2026-03-19", 3302.0 ], [ "2026-03-20", 3297.0 ], [ "2026-03-23", 3330.0 ], [ "2026-03-24", 3324.0 ], [ "2026-03-25", 3313.0 ], [ "2026-03-26", 3305.0 ], [ "2026-03-27", 3299.0 ] ], "v1_signal": 0, "v1_code": "HC2605", "v1_matched": true }, { "signal_date": "2026-03-02", "code": "HC2605", "close": 3219.0, "vol": 0.005302317857457736, "momentum": -1, "raw_contracts": [ "I2605", "J2605" ], "raw_cost_change": -39.70731707, "lookback_start": "2025-11-26", "regime": "震荡或弱趋势", "horizon": 5, "signal": 0, "ready": true, "score": 0.03661524, "predicted_change": 1.39744144, "threshold": 7.63311373, "model_id": "2026-03-02-5", "reason": "信号不足，保持观望", "entry_date": "2026-03-03", "exit_date": "2026-03-09", "exit_idx": 1008, "status": "scored", "entry": 3220.0, "exit": 3270.0, "move": 50.0, "cost": 4.649, "risk_scale": 38.16556865646107, "daily_closes": [ [ "2026-03-03", 3219.0 ], [ "2026-03-04", 3212.0 ], [ "2026-03-05", 3209.0 ], [ "2026-03-06", 3230.0 ], [ "2026-03-09", 3270.0 ] ], "v1_signal": 0, "v1_code": "HC2605", "v1_matched": true }, { "signal_date": "2026-03-02", "code": "HC2605", "close": 3219.0, "vol": 0.005302317857457736, "momentum": -1, "raw_contracts": [ "I2605", "J2605" ], "raw_cost_change": -39.70731707, "lookback_start": "2025-11-26", "regime": "震荡或弱趋势", "horizon": 10, "signal": 0, "ready": true, "score": -0.0817081, "predicted_change": -4.41013473, "threshold": 10.79485296, "model_id": "2026-03-02-10", "reason": "信号不足，保持观望", "entry_date": "2026-03-03", "exit_date": "2026-03-16", "exit_idx": 1013, "status": "scored", "entry": 3220.0, "exit": 3299.0, "move": 79.0, "cost": 4.6519, "risk_scale": 53.974264809648744, "daily_closes": [ [ "2026-03-03", 3219.0 ], [ "2026-03-04", 3212.0 ], [ "2026-03-05", 3209.0 ], [ "2026-03-06", 3230.0 ], [ "2026-03-09", 3270.0 ], [ "2026-03-10", 3256.0 ], [ "2026-03-11", 3269.0 ], [ "2026-03-12", 3275.0 ], [ "2026-03-13", 3295.0 ], [ "2026-03-16", 3299.0 ] ], "v1_signal": 0, "v1_code": "HC2605", "v1_matched": true }, { "signal_date": "2026-03-02", "code": "HC2605", "close": 3219.0, "vol": 0.005302317857457736, "momentum": -1, "raw_contracts": [ "I2605", "J2605" ], "raw_cost_change": -39.70731707, "lookback_start": "2025-11-26", "regime": "震荡或弱趋势", "horizon": 20, "signal": -1, "ready": true, "score": -0.26749598, "predicted_change": -20.41827245, "threshold": 15.26622746, "model_id": "2026-03-02-20", "reason": "信号超过风险与费用门槛", "entry_date": "2026-03-03", "exit_date": "2026-03-30", "exit_idx": 1023, "status": "scored", "entry": 3220.0, "exit": 3308.0, "move": 88.0, "cost": 4.6528, "risk_scale": 76.33113731292214, "daily_closes": [ [ "2026-03-03", 3219.0 ], [ "2026-03-04", 3212.0 ], [ "2026-03-05", 3209.0 ], [ "2026-03-06", 3230.0 ], [ "2026-03-09", 3270.0 ], [ "2026-03-10", 3256.0 ], [ "2026-03-11", 3269.0 ], [ "2026-03-12", 3275.0 ], [ "2026-03-13", 3295.0 ], [ "2026-03-16", 3299.0 ], [ "2026-03-17", 3313.0 ], [ "2026-03-18", 3310.0 ], [ "2026-03-19", 3302.0 ], [ "2026-03-20", 3297.0 ], [ "2026-03-23", 3330.0 ], [ "2026-03-24", 3324.0 ], [ "2026-03-25", 3313.0 ], [ "2026-03-26", 3305.0 ], [ "2026-03-27", 3299.0 ], [ "2026-03-30", 3308.0 ] ], "v1_signal": 0, "v1_code": "HC2605", "v1_matched": true }, { "signal_date": "2026-03-03", "code": "HC2605", "close": 3219.0, "vol": 0.005309768883235236, "momentum": -1, "raw_contracts": [ "I2605", "J2605" ], "raw_cost_change": -22.21138211, "lookback_start": "2025-11-27", "regime": "震荡或弱趋势", "horizon": 5, "signal": 0, "ready": true, "score": -0.01874602, "predicted_change": -0.71645781, "threshold": 7.64384008, "model_id": "2026-03-02-5", "reason": "信号不足，保持观望", "entry_date": "2026-03-04", "exit_date": "2026-03-10", "exit_idx": 1009, "status": "scored", "entry": 3215.0, "exit": 3256.0, "move": 41.0, "cost": 4.6471, "risk_scale": 38.21920041591363, "daily_closes": [ [ "2026-03-04", 3212.0 ], [ "2026-03-05", 3209.0 ], [ "2026-03-06", 3230.0 ], [ "2026-03-09", 3270.0 ], [ "2026-03-10", 3256.0 ] ], "v1_signal": 0, "v1_code": "HC2605", "v1_matched": true }, { "signal_date": "2026-03-03", "code": "HC2605", "close": 3219.0, "vol": 0.005309768883235236, "momentum": -1, "raw_contracts": [ "I2605", "J2605" ], "raw_cost_change": -22.21138211, "lookback_start": "2025-11-27", "regime": "震荡或弱趋势", "horizon": 10, "signal": 0, "ready": true, "score": -0.12791439, "predicted_change": -6.91378719, "threshold": 10.81002231, "model_id": "2026-03-02-10", "reason": "信号不足，保持观望", "entry_date": "2026-03-04", "exit_date": "2026-03-17", "exit_idx": 1014, "status": "scored", "entry": 3215.0, "exit": 3313.0, "move": 98.0, "cost": 4.6528, "risk_scale": 54.0501115712405, "daily_closes": [ [ "2026-03-04", 3212.0 ], [ "2026-03-05", 3209.0 ], [ "2026-03-06", 3230.0 ], [ "2026-03-09", 3270.0 ], [ "2026-03-10", 3256.0 ], [ "2026-03-11", 3269.0 ], [ "2026-03-12", 3275.0 ], [ "2026-03-13", 3295.0 ], [ "2026-03-16", 3299.0 ], [ "2026-03-17", 3313.0 ] ], "v1_signal": 0, "v1_code": "HC2605", "v1_matched": true }, { "signal_date": "2026-03-03", "code": "HC2605", "close": 3219.0, "vol": 0.005309768883235236, "momentum": -1, "raw_contracts": [ "I2605", "J2605" ], "raw_cost_change": -22.21138211, "lookback_start": "2025-11-27", "regime": "震荡或弱趋势", "horizon": 20, "signal": -1, "ready": true, "score": -0.29844482, "predicted_change": -22.81264484, "threshold": 15.28768017, "model_id": "2026-03-02-20", "reason": "信号超过风险与费用门槛", "entry_date": "2026-03-04", "exit_date": "2026-03-31", "exit_idx": 1024, "status": "scored", "entry": 3215.0, "exit": 3294.0, "move": 79.0, "cost": 4.6509, "risk_scale": 76.43840083182727, "daily_closes": [ [ "2026-03-04", 3212.0 ], [ "2026-03-05", 3209.0 ], [ "2026-03-06", 3230.0 ], [ "2026-03-09", 3270.0 ], [ "2026-03-10", 3256.0 ], [ "2026-03-11", 3269.0 ], [ "2026-03-12", 3275.0 ], [ "2026-03-13", 3295.0 ], [ "2026-03-16", 3299.0 ], [ "2026-03-17", 3313.0 ], [ "2026-03-18", 3310.0 ], [ "2026-03-19", 3302.0 ], [ "2026-03-20", 3297.0 ], [ "2026-03-23", 3330.0 ], [ "2026-03-24", 3324.0 ], [ "2026-03-25", 3313.0 ], [ "2026-03-26", 3305.0 ], [ "2026-03-27", 3299.0 ], [ "2026-03-30", 3308.0 ], [ "2026-03-31", 3294.0 ] ], "v1_signal": 0, "v1_code": "HC2605", "v1_matched": true }, { "signal_date": "2026-03-04", "code": "HC2605", "close": 3212.0, "vol": 0.005277506923115616, "momentum": -1, "raw_contracts": [ "I2605", "J2605" ], "raw_cost_change": -15.67479675, "lookback_start": "2025-11-28", "regime": "震荡或弱趋势", "horizon": 5, "signal": 0, "ready": true, "score": 0.0933426, "predicted_change": 3.53809289, "threshold": 7.58087518, "model_id": "2026-03-02-5", "reason": "信号不足，保持观望", "entry_date": "2026-03-05", "exit_date": "2026-03-11", "exit_idx": 1010, "status": "scored", "entry": 3223.0, "exit": 3269.0, "move": 46.0, "cost": 4.6492, "risk_scale": 37.90437591258102, "daily_closes": [ [ "2026-03-05", 3209.0 ], [ "2026-03-06", 3230.0 ], [ "2026-03-09", 3270.0 ], [ "2026-03-10", 3256.0 ], [ "2026-03-11", 3269.0 ] ], "v1_signal": 0, "v1_code": "HC2605", "v1_matched": true }, { "signal_date": "2026-03-04", "code": "HC2605", "close": 3212.0, "vol": 0.005277506923115616, "momentum": -1, "raw_contracts": [ "I2605", "J2605" ], "raw_cost_change": -15.67479675, "lookback_start": "2025-11-28", "regime": "震荡或弱趋势", "horizon": 10, "signal": 0, "ready": true, "score": 0.04869869, "predicted_change": 2.61048782, "threshold": 10.7209765, "model_id": "2026-03-02-10", "reason": "信号不足，保持观望", "entry_date": "2026-03-05", "exit_date": "2026-03-18", "exit_idx": 1015, "status": "scored", "entry": 3223.0, "exit": 3310.0, "move": 87.0, "cost": 4.6533, "risk_scale": 53.60488248886014, "daily_closes": [ [ "2026-03-05", 3209.0 ], [ "2026-03-06", 3230.0 ], [ "2026-03-09", 3270.0 ], [ "2026-03-10", 3256.0 ], [ "2026-03-11", 3269.0 ], [ "2026-03-12", 3275.0 ], [ "2026-03-13", 3295.0 ], [ "2026-03-16", 3299.0 ], [ "2026-03-17", 3313.0 ], [ "2026-03-18", 3310.0 ] ], "v1_signal": 0, "v1_code": "HC2605", "v1_matched": true }, { "signal_date": "2026-03-04", "code": "HC2605", "close": 3212.0, "vol": 0.005277506923115616, "momentum": -1, "raw_contracts": [ "I2605", "J2605" ], "raw_cost_change": -15.67479675, "lookback_start": "2025-11-28", "regime": "震荡或弱趋势", "horizon": 20, "signal": 0, "ready": true, "score": -0.117617, "predicted_change": -8.9163981, "threshold": 15.16175037, "model_id": "2026-03-02-20", "reason": "信号不足，保持观望", "entry_date": "2026-03-05", "exit_date": "2026-04-01", "exit_idx": 1025, "status": "scored", "entry": 3223.0, "exit": 3287.0, "move": 64.0, "cost": 4.651, "risk_scale": 75.80875182516203, "daily_closes": [ [ "2026-03-05", 3209.0 ], [ "2026-03-06", 3230.0 ], [ "2026-03-09", 3270.0 ], [ "2026-03-10", 3256.0 ], [ "2026-03-11", 3269.0 ], [ "2026-03-12", 3275.0 ], [ "2026-03-13", 3295.0 ], [ "2026-03-16", 3299.0 ], [ "2026-03-17", 3313.0 ], [ "2026-03-18", 3310.0 ], [ "2026-03-19", 3302.0 ], [ "2026-03-20", 3297.0 ], [ "2026-03-23", 3330.0 ], [ "2026-03-24", 3324.0 ], [ "2026-03-25", 3313.0 ], [ "2026-03-26", 3305.0 ], [ "2026-03-27", 3299.0 ], [ "2026-03-30", 3308.0 ], [ "2026-03-31", 3294.0 ], [ "2026-04-01", 3287.0 ] ], "v1_signal": 0, "v1_code": "HC2605", "v1_matched": true }, { "signal_date": "2026-03-05", "code": "HC2605", "close": 3209.0, "vol": 0.005264735205117633, "momentum": -1, "raw_contracts": [ "I2605", "J2605" ], "raw_cost_change": -1.72357724, "lookback_start": "2025-12-01", "regime": "震荡或弱趋势", "horizon": 5, "signal": 0, "ready": true, "score": 0.1117178, "predicted_change": 4.2204, "threshold": 7.55546586, "model_id": "2026-03-02-5", "reason": "信号不足，保持观望", "entry_date": "2026-03-06", "exit_date": "2026-03-12", "exit_idx": 1011, "status": "scored", "entry": 3211.0, "exit": 3275.0, "move": 64.0, "cost": 4.6486, "risk_scale": 37.777329319193456, "daily_closes": [ [ "2026-03-06", 3230.0 ], [ "2026-03-09", 3270.0 ], [ "2026-03-10", 3256.0 ], [ "2026-03-11", 3269.0 ], [ "2026-03-12", 3275.0 ] ], "v1_signal": 0, "v1_code": "HC2605", "v1_matched": true }, { "signal_date": "2026-03-05", "code": "HC2605", "close": 3209.0, "vol": 0.005264735205117633, "momentum": -1, "raw_contracts": [ "I2605", "J2605" ], "raw_cost_change": -1.72357724, "lookback_start": "2025-12-01", "regime": "震荡或弱趋势", "horizon": 10, "signal": 0, "ready": true, "score": 0.09919479, "predicted_change": 5.29950241, "threshold": 10.68504229, "model_id": "2026-03-02-10", "reason": "信号不足，保持观望", "entry_date": "2026-03-06", "exit_date": "2026-03-19", "exit_idx": 1016, "status": "scored", "entry": 3211.0, "exit": 3302.0, "move": 91.0, "cost": 4.6513, "risk_scale": 53.425211473438154, "daily_closes": [ [ "2026-03-06", 3230.0 ], [ "2026-03-09", 3270.0 ], [ "2026-03-10", 3256.0 ], [ "2026-03-11", 3269.0 ], [ "2026-03-12", 3275.0 ], [ "2026-03-13", 3295.0 ], [ "2026-03-16", 3299.0 ], [ "2026-03-17", 3313.0 ], [ "2026-03-18", 3310.0 ], [ "2026-03-19", 3302.0 ] ], "v1_signal": 0, "v1_code": "HC2605", "v1_matched": true }, { "signal_date": "2026-03-05", "code": "HC2605", "close": 3209.0, "vol": 0.005264735205117633, "momentum": -1, "raw_contracts": [ "I2605", "J2605" ], "raw_cost_change": -1.72357724, "lookback_start": "2025-12-01", "regime": "震荡或弱趋势", "horizon": 20, "signal": 0, "ready": true, "score": -0.02405585, "predicted_change": -1.81753178, "threshold": 15.11093173, "model_id": "2026-03-02-20", "reason": "信号不足，保持观望", "entry_date": "2026-03-06", "exit_date": "2026-04-02", "exit_idx": 1026, "status": "scored", "entry": 3211.0, "exit": 3277.0, "move": 66.0, "cost": 4.6488, "risk_scale": 75.55465863838691, "daily_closes": [ [ "2026-03-06", 3230.0 ], [ "2026-03-09", 3270.0 ], [ "2026-03-10", 3256.0 ], [ "2026-03-11", 3269.0 ], [ "2026-03-12", 3275.0 ], [ "2026-03-13", 3295.0 ], [ "2026-03-16", 3299.0 ], [ "2026-03-17", 3313.0 ], [ "2026-03-18", 3310.0 ], [ "2026-03-19", 3302.0 ], [ "2026-03-20", 3297.0 ], [ "2026-03-23", 3330.0 ], [ "2026-03-24", 3324.0 ], [ "2026-03-25", 3313.0 ], [ "2026-03-26", 3305.0 ], [ "2026-03-27", 3299.0 ], [ "2026-03-30", 3308.0 ], [ "2026-03-31", 3294.0 ], [ "2026-04-01", 3287.0 ], [ "2026-04-02", 3277.0 ] ], "v1_signal": 0, "v1_code": "HC2605", "v1_matched": true }, { "signal_date": "2026-03-06", "code": "HC2605", "close": 3230.0, "vol": 0.005089095887652143, "momentum": 1, "raw_contracts": [ "I2605", "J2605" ], "raw_cost_change": 39.25203252, "lookback_start": "2025-12-02", "regime": "震荡或弱趋势", "horizon": 5, "signal": 0, "ready": true, "score": 0.10205748, "predicted_change": 3.75122387, "threshold": 7.35119857, "model_id": "2026-03-02-5", "reason": "信号不足，保持观望", "entry_date": "2026-03-09", "exit_date": "2026-03-13", "exit_idx": 1012, "status": "scored", "entry": 3231.0, "exit": 3295.0, "move": 64.0, "cost": 4.6526, "risk_scale": 36.75599284663958, "daily_closes": [ [ "2026-03-09", 3270.0 ], [ "2026-03-10", 3256.0 ], [ "2026-03-11", 3269.0 ], [ "2026-03-12", 3275.0 ], [ "2026-03-13", 3295.0 ] ], "v1_signal": 0, "v1_code": "HC2605", "v1_matched": true }, { "signal_date": "2026-03-06", "code": "HC2605", "close": 3230.0, "vol": 0.005089095887652143, "momentum": 1, "raw_contracts": [ "I2605", "J2605" ], "raw_cost_change": 39.25203252, "lookback_start": "2025-12-02", "regime": "震荡或弱趋势", "horizon": 10, "signal": 0, "ready": true, "score": 0.05568649, "predicted_change": 2.89462941, "threshold": 10.39616472, "model_id": "2026-03-02-10", "reason": "信号不足，保持观望", "entry_date": "2026-03-09", "exit_date": "2026-03-20", "exit_idx": 1017, "status": "scored", "entry": 3231.0, "exit": 3297.0, "move": 66.0, "cost": 4.6528, "risk_scale": 51.98082358220616, "daily_closes": [ [ "2026-03-09", 3270.0 ], [ "2026-03-10", 3256.0 ], [ "2026-03-11", 3269.0 ], [ "2026-03-12", 3275.0 ], [ "2026-03-13", 3295.0 ], [ "2026-03-16", 3299.0 ], [ "2026-03-17", 3313.0 ], [ "2026-03-18", 3310.0 ], [ "2026-03-19", 3302.0 ], [ "2026-03-20", 3297.0 ] ], "v1_signal": 0, "v1_code": "HC2605", "v1_matched": true }, { "signal_date": "2026-03-06", "code": "HC2605", "close": 3230.0, "vol": 0.005089095887652143, "momentum": 1, "raw_contracts": [ "I2605", "J2605" ], "raw_cost_change": 39.25203252, "lookback_start": "2025-12-02", "regime": "震荡或弱趋势", "horizon": 20, "signal": 0, "ready": true, "score": -0.03188512, "predicted_change": -2.34393855, "threshold": 14.70239714, "model_id": "2026-03-02-20", "reason": "信号不足，保持观望", "entry_date": "2026-03-09", "exit_date": "2026-04-03", "exit_idx": 1027, "status": "scored", "entry": 3231.0, "exit": 3265.0, "move": 34.0, "cost": 4.6496, "risk_scale": 73.51198569327916, "daily_closes": [ [ "2026-03-09", 3270.0 ], [ "2026-03-10", 3256.0 ], [ "2026-03-11", 3269.0 ], [ "2026-03-12", 3275.0 ], [ "2026-03-13", 3295.0 ], [ "2026-03-16", 3299.0 ], [ "2026-03-17", 3313.0 ], [ "2026-03-18", 3310.0 ], [ "2026-03-19", 3302.0 ], [ "2026-03-20", 3297.0 ], [ "2026-03-23", 3330.0 ], [ "2026-03-24", 3324.0 ], [ "2026-03-25", 3313.0 ], [ "2026-03-26", 3305.0 ], [ "2026-03-27", 3299.0 ], [ "2026-03-30", 3308.0 ], [ "2026-03-31", 3294.0 ], [ "2026-04-01", 3287.0 ], [ "2026-04-02", 3277.0 ], [ "2026-04-03", 3265.0 ] ], "v1_signal": 0, "v1_code": "HC2605", "v1_matched": true }, { "signal_date": "2026-03-09", "code": "HC2605", "close": 3270.0, "vol": 0.00578292133720264, "momentum": 1, "raw_contracts": [ "I2605", "J2605" ], "raw_cost_change": 114.08130081, "lookback_start": "2025-12-03", "regime": "震荡或弱趋势", "horizon": 5, "signal": 0, "ready": true, "score": -0.05607452, "predicted_change": -2.37107683, "threshold": 8.45687741, "model_id": "2026-03-02-5", "reason": "信号不足，保持观望", "entry_date": "2026-03-10", "exit_date": "2026-03-16", "exit_idx": 1013, "status": "scored", "entry": 3270.0, "exit": 3299.0, "move": 29.0, "cost": 4.6569, "risk_scale": 42.284387064557414, "daily_closes": [ [ "2026-03-10", 3256.0 ], [ "2026-03-11", 3269.0 ], [ "2026-03-12", 3275.0 ], [ "2026-03-13", 3295.0 ], [ "2026-03-16", 3299.0 ] ], "v1_signal": 0, "v1_code": "HC2605", "v1_matched": true }, { "signal_date": "2026-03-09", "code": "HC2605", "close": 3270.0, "vol": 0.00578292133720264, "momentum": 1, "raw_contracts": [ "I2605", "J2605" ], "raw_cost_change": 114.08130081, "lookback_start": "2025-12-03", "regime": "震荡或弱趋势", "horizon": 10, "signal": 0, "ready": true, "score": -0.0983801, "predicted_change": -5.8830468, "threshold": 11.95983073, "model_id": "2026-03-02-10", "reason": "信号不足，保持观望", "entry_date": "2026-03-10", "exit_date": "2026-03-23", "exit_idx": 1018, "status": "scored", "entry": 3270.0, "exit": 3330.0, "move": 60.0, "cost": 4.66, "risk_scale": 59.799153663330564, "daily_closes": [ [ "2026-03-10", 3256.0 ], [ "2026-03-11", 3269.0 ], [ "2026-03-12", 3275.0 ], [ "2026-03-13", 3295.0 ], [ "2026-03-16", 3299.0 ], [ "2026-03-17", 3313.0 ], [ "2026-03-18", 3310.0 ], [ "2026-03-19", 3302.0 ], [ "2026-03-20", 3297.0 ], [ "2026-03-23", 3330.0 ] ], "v1_signal": 0, "v1_code": "HC2605", "v1_matched": true }, { "signal_date": "2026-03-09", "code": "HC2605", "close": 3270.0, "vol": 0.00578292133720264, "momentum": 1, "raw_contracts": [ "I2605", "J2605" ], "raw_cost_change": 114.08130081, "lookback_start": "2025-12-03", "regime": "震荡或弱趋势", "horizon": 20, "signal": 0, "ready": true, "score": -0.06447714, "predicted_change": -5.45275251, "threshold": 16.91375483, "model_id": "2026-03-02-20", "reason": "信号不足，保持观望", "entry_date": "2026-03-10", "exit_date": "2026-04-07", "exit_idx": 1028, "status": "scored", "entry": 3270.0, "exit": 3259.0, "move": -11.0, "cost": 4.6529, "risk_scale": 84.56877412911483, "daily_closes": [ [ "2026-03-10", 3256.0 ], [ "2026-03-11", 3269.0 ], [ "2026-03-12", 3275.0 ], [ "2026-03-13", 3295.0 ], [ "2026-03-16", 3299.0 ], [ "2026-03-17", 3313.0 ], [ "2026-03-18", 3310.0 ], [ "2026-03-19", 3302.0 ], [ "2026-03-20", 3297.0 ], [ "2026-03-23", 3330.0 ], [ "2026-03-24", 3324.0 ], [ "2026-03-25", 3313.0 ], [ "2026-03-26", 3305.0 ], [ "2026-03-27", 3299.0 ], [ "2026-03-30", 3308.0 ], [ "2026-03-31", 3294.0 ], [ "2026-04-01", 3287.0 ], [ "2026-04-02", 3277.0 ], [ "2026-04-03", 3265.0 ], [ "2026-04-07", 3259.0 ] ], "v1_signal": 0, "v1_code": "HC2605", "v1_matched": true }, { "signal_date": "2026-03-10", "code": "HC2605", "close": 3256.0, "vol": 0.005560954302332255, "momentum": 1, "raw_contracts": [ "I2605", "J2605" ], "raw_cost_change": 117.46341463, "lookback_start": "2025-12-04", "regime": "震荡或弱趋势", "horizon": 5, "signal": 0, "ready": true, "score": 0.03515285, "predicted_change": 1.4232438, "threshold": 8.0974583, "model_id": "2026-03-02-5", "reason": "信号不足，保持观望", "entry_date": "2026-03-11", "exit_date": "2026-03-17", "exit_idx": 1014, "status": "scored", "entry": 3256.0, "exit": 3313.0, "move": 57.0, "cost": 4.6569, "risk_scale": 40.48729151033943, "daily_closes": [ [ "2026-03-11", 3269.0 ], [ "2026-03-12", 3275.0 ], [ "2026-03-13", 3295.0 ], [ "2026-03-16", 3299.0 ], [ "2026-03-17", 3313.0 ] ], "v1_signal": 0, "v1_code": "HC2605", "v1_matched": true }, { "signal_date": "2026-03-10", "code": "HC2605", "close": 3256.0, "vol": 0.005560954302332255, "momentum": 1, "raw_contracts": [ "I2605", "J2605" ], "raw_cost_change": 117.46341463, "lookback_start": "2025-12-04", "regime": "震荡或弱趋势", "horizon": 10, "signal": 0, "ready": true, "score": 0.04804571, "predicted_change": 2.75098559, "threshold": 11.45153535, "model_id": "2026-03-02-10", "reason": "信号不足，保持观望", "entry_date": "2026-03-11", "exit_date": "2026-03-24", "exit_idx": 1019, "status": "scored", "entry": 3256.0, "exit": 3324.0, "move": 68.0, "cost": 4.658, "risk_scale": 57.2576767576751, "daily_closes": [ [ "2026-03-11", 3269.0 ], [ "2026-03-12", 3275.0 ], [ "2026-03-13", 3295.0 ], [ "2026-03-16", 3299.0 ], [ "2026-03-17", 3313.0 ], [ "2026-03-18", 3310.0 ], [ "2026-03-19", 3302.0 ], [ "2026-03-20", 3297.0 ], [ "2026-03-23", 3330.0 ], [ "2026-03-24", 3324.0 ] ], "v1_signal": 0, "v1_code": "HC2605", "v1_matched": true }, { "signal_date": "2026-03-10", "code": "HC2605", "close": 3256.0, "vol": 0.005560954302332255, "momentum": 1, "raw_contracts": [ "I2605", "J2605" ], "raw_cost_change": 117.46341463, "lookback_start": "2025-12-04", "regime": "震荡或弱趋势", "horizon": 20, "signal": 0, "ready": true, "score": 0.05685938, "predicted_change": 4.60416489, "threshold": 16.1949166, "model_id": "2026-03-02-20", "reason": "信号不足，保持观望", "entry_date": "2026-03-11", "exit_date": "2026-04-08", "exit_idx": 1029, "status": "scored", "entry": 3256.0, "exit": 3267.0, "move": 11.0, "cost": 4.6523, "risk_scale": 80.97458302067886, "daily_closes": [ [ "2026-03-11", 3269.0 ], [ "2026-03-12", 3275.0 ], [ "2026-03-13", 3295.0 ], [ "2026-03-16", 3299.0 ], [ "2026-03-17", 3313.0 ], [ "2026-03-18", 3310.0 ], [ "2026-03-19", 3302.0 ], [ "2026-03-20", 3297.0 ], [ "2026-03-23", 3330.0 ], [ "2026-03-24", 3324.0 ], [ "2026-03-25", 3313.0 ], [ "2026-03-26", 3305.0 ], [ "2026-03-27", 3299.0 ], [ "2026-03-30", 3308.0 ], [ "2026-03-31", 3294.0 ], [ "2026-04-01", 3287.0 ], [ "2026-04-02", 3277.0 ], [ "2026-04-03", 3265.0 ], [ "2026-04-07", 3259.0 ], [ "2026-04-08", 3267.0 ] ], "v1_signal": 0, "v1_code": "HC2605", "v1_matched": true }, { "signal_date": "2026-03-11", "code": "HC2605", "close": 3269.0, "vol": 0.005628673955960681, "momentum": 1, "raw_contracts": [ "I2605", "J2605" ], "raw_cost_change": 98.60162602, "lookback_start": "2025-12-05", "regime": "震荡或弱趋势", "horizon": 5, "signal": 0, "ready": true, "score": -0.02582715, "predicted_change": -1.06263125, "threshold": 8.2287906, "model_id": "2026-03-02-5", "reason": "信号不足，保持观望", "entry_date": "2026-03-12", "exit_date": "2026-03-18", "exit_idx": 1015, "status": "scored", "entry": 3275.0, "exit": 3310.0, "move": 35.0, "cost": 4.6585, "risk_scale": 41.14395301749542, "daily_closes": [ [ "2026-03-12", 3275.0 ], [ "2026-03-13", 3295.0 ], [ "2026-03-16", 3299.0 ], [ "2026-03-17", 3313.0 ], [ "2026-03-18", 3310.0 ] ], "v1_signal": 0, "v1_code": "HC2605", "v1_matched": true }, { "signal_date": "2026-03-11", "code": "HC2605", "close": 3269.0, "vol": 0.005628673955960681, "momentum": 1, "raw_contracts": [ "I2605", "J2605" ], "raw_cost_change": 98.60162602, "lookback_start": "2025-12-05", "regime": "震荡或弱趋势", "horizon": 10, "signal": 0, "ready": true, "score": -0.00063797, "predicted_change": -0.0371213, "threshold": 11.63726727, "model_id": "2026-03-02-10", "reason": "信号不足，保持观望", "entry_date": "2026-03-12", "exit_date": "2026-03-25", "exit_idx": 1020, "status": "scored", "entry": 3275.0, "exit": 3313.0, "move": 38.0, "cost": 4.6588, "risk_scale": 58.18633636698345, "daily_closes": [ [ "2026-03-12", 3275.0 ], [ "2026-03-13", 3295.0 ], [ "2026-03-16", 3299.0 ], [ "2026-03-17", 3313.0 ], [ "2026-03-18", 3310.0 ], [ "2026-03-19", 3302.0 ], [ "2026-03-20", 3297.0 ], [ "2026-03-23", 3330.0 ], [ "2026-03-24", 3324.0 ], [ "2026-03-25", 3313.0 ] ], "v1_signal": 0, "v1_code": "HC2605", "v1_matched": true }, { "signal_date": "2026-03-11", "code": "HC2605", "close": 3269.0, "vol": 0.005628673955960681, "momentum": 1, "raw_contracts": [ "I2605", "J2605" ], "raw_cost_change": 98.60162602, "lookback_start": "2025-12-05", "regime": "震荡或弱趋势", "horizon": 20, "signal": 0, "ready": true, "score": -0.04582319, "predicted_change": -3.77069424, "threshold": 16.45758121, "model_id": "2026-03-02-20", "reason": "信号不足，保持观望", "entry_date": "2026-03-12", "exit_date": "2026-04-09", "exit_idx": 1030, "status": "scored", "entry": 3275.0, "exit": 3256.0, "move": -19.0, "cost": 4.6531, "risk_scale": 82.28790603499084, "daily_closes": [ [ "2026-03-12", 3275.0 ], [ "2026-03-13", 3295.0 ], [ "2026-03-16", 3299.0 ], [ "2026-03-17", 3313.0 ], [ "2026-03-18", 3310.0 ], [ "2026-03-19", 3302.0 ], [ "2026-03-20", 3297.0 ], [ "2026-03-23", 3330.0 ], [ "2026-03-24", 3324.0 ], [ "2026-03-25", 3313.0 ], [ "2026-03-26", 3305.0 ], [ "2026-03-27", 3299.0 ], [ "2026-03-30", 3308.0 ], [ "2026-03-31", 3294.0 ], [ "2026-04-01", 3287.0 ], [ "2026-04-02", 3277.0 ], [ "2026-04-03", 3265.0 ], [ "2026-04-07", 3259.0 ], [ "2026-04-08", 3267.0 ], [ "2026-04-09", 3256.0 ] ], "v1_signal": 0, "v1_code": "HC2605", "v1_matched": true }, { "signal_date": "2026-03-12", "code": "HC2605", "close": 3275.0, "vol": 0.005609324320868644, "momentum": 1, "raw_contracts": [ "I2605", "J2605" ], "raw_cost_change": 146.40650407, "lookback_start": "2025-12-08", "regime": "震荡或弱趋势", "horizon": 5, "signal": 0, "ready": true, "score": -0.06835868, "predicted_change": -2.80802219, "threshold": 8.21555397, "model_id": "2026-03-02-5", "reason": "信号不足，保持观望", "entry_date": "2026-03-13", "exit_date": "2026-03-19", "exit_idx": 1016, "status": "scored", "entry": 3312.0, "exit": 3302.0, "move": -10.0, "cost": 4.6614, "risk_scale": 41.0777698524743, "daily_closes": [ [ "2026-03-13", 3295.0 ], [ "2026-03-16", 3299.0 ], [ "2026-03-17", 3313.0 ], [ "2026-03-18", 3310.0 ], [ "2026-03-19", 3302.0 ] ], "v1_signal": 0, "v1_code": "HC2605", "v1_matched": true }, { "signal_date": "2026-03-12", "code": "HC2605", "close": 3275.0, "vol": 0.005609324320868644, "momentum": 1, "raw_contracts": [ "I2605", "J2605" ], "raw_cost_change": 146.40650407, "lookback_start": "2025-12-08", "regime": "震荡或弱趋势", "horizon": 10, "signal": 0, "ready": true, "score": -0.0404583, "predicted_change": -2.35033327, "threshold": 11.61854785, "model_id": "2026-03-02-10", "reason": "信号不足，保持观望", "entry_date": "2026-03-13", "exit_date": "2026-03-26", "exit_idx": 1021, "status": "scored", "entry": 3312.0, "exit": 3305.0, "move": -7.0, "cost": 4.6617, "risk_scale": 58.09273923740981, "daily_closes": [ [ "2026-03-13", 3295.0 ], [ "2026-03-16", 3299.0 ], [ "2026-03-17", 3313.0 ], [ "2026-03-18", 3310.0 ], [ "2026-03-19", 3302.0 ], [ "2026-03-20", 3297.0 ], [ "2026-03-23", 3330.0 ], [ "2026-03-24", 3324.0 ], [ "2026-03-25", 3313.0 ], [ "2026-03-26", 3305.0 ] ], "v1_signal": 0, "v1_code": "HC2605", "v1_matched": true }, { "signal_date": "2026-03-12", "code": "HC2605", "close": 3275.0, "vol": 0.005609324320868644, "momentum": 1, "raw_contracts": [ "I2605", "J2605" ], "raw_cost_change": 146.40650407, "lookback_start": "2025-12-08", "regime": "震荡或弱趋势", "horizon": 20, "signal": 0, "ready": true, "score": -0.04603219, "predicted_change": -3.78179928, "threshold": 16.43110794, "model_id": "2026-03-02-20", "reason": "信号不足，保持观望", "entry_date": "2026-03-13", "exit_date": "2026-04-10", "exit_idx": 1031, "status": "scored", "entry": 3312.0, "exit": 3260.0, "move": -52.0, "cost": 4.6572, "risk_scale": 82.1555397049486, "daily_closes": [ [ "2026-03-13", 3295.0 ], [ "2026-03-16", 3299.0 ], [ "2026-03-17", 3313.0 ], [ "2026-03-18", 3310.0 ], [ "2026-03-19", 3302.0 ], [ "2026-03-20", 3297.0 ], [ "2026-03-23", 3330.0 ], [ "2026-03-24", 3324.0 ], [ "2026-03-25", 3313.0 ], [ "2026-03-26", 3305.0 ], [ "2026-03-27", 3299.0 ], [ "2026-03-30", 3308.0 ], [ "2026-03-31", 3294.0 ], [ "2026-04-01", 3287.0 ], [ "2026-04-02", 3277.0 ], [ "2026-04-03", 3265.0 ], [ "2026-04-07", 3259.0 ], [ "2026-04-08", 3267.0 ], [ "2026-04-09", 3256.0 ], [ "2026-04-10", 3260.0 ] ], "v1_signal": 0, "v1_code": "HC2605", "v1_matched": true }, { "signal_date": "2026-03-13", "code": "HC2605", "close": 3295.0, "vol": 0.005706780127317288, "momentum": 1, "raw_contracts": [ "I2605", "J2605" ], "raw_cost_change": 186.66666667, "lookback_start": "2025-12-09", "regime": "震荡或弱趋势", "horizon": 5, "signal": 0, "ready": true, "score": -0.01269135, "predicted_change": -0.53362875, "threshold": 8.40933313, "model_id": "2026-03-02-5", "reason": "信号不足，保持观望", "entry_date": "2026-03-16", "exit_date": "2026-03-20", "exit_idx": 1017, "status": "scored", "entry": 3289.0, "exit": 3297.0, "move": 8.0, "cost": 4.6586, "risk_scale": 42.04666563969035, "daily_closes": [ [ "2026-03-16", 3299.0 ], [ "2026-03-17", 3313.0 ], [ "2026-03-18", 3310.0 ], [ "2026-03-19", 3302.0 ], [ "2026-03-20", 3297.0 ] ], "v1_signal": 0, "v1_code": "HC2605", "v1_matched": true }, { "signal_date": "2026-03-13", "code": "HC2605", "close": 3295.0, "vol": 0.005706780127317288, "momentum": 1, "raw_contracts": [ "I2605", "J2605" ], "raw_cost_change": 186.66666667, "lookback_start": "2025-12-09", "regime": "震荡或弱趋势", "horizon": 10, "signal": 0, "ready": true, "score": 4.236e-05, "predicted_change": 0.00251858, "threshold": 11.89259296, "model_id": "2026-03-02-10", "reason": "信号不足，保持观望", "entry_date": "2026-03-16", "exit_date": "2026-03-27", "exit_idx": 1022, "status": "scored", "entry": 3289.0, "exit": 3299.0, "move": 10.0, "cost": 4.6588, "risk_scale": 59.46296480021691, "daily_closes": [ [ "2026-03-16", 3299.0 ], [ "2026-03-17", 3313.0 ], [ "2026-03-18", 3310.0 ], [ "2026-03-19", 3302.0 ], [ "2026-03-20", 3297.0 ], [ "2026-03-23", 3330.0 ], [ "2026-03-24", 3324.0 ], [ "2026-03-25", 3313.0 ], [ "2026-03-26", 3305.0 ], [ "2026-03-27", 3299.0 ] ], "v1_signal": 0, "v1_code": "HC2605", "v1_matched": true }, { "signal_date": "2026-03-13", "code": "HC2605", "close": 3295.0, "vol": 0.005706780127317288, "momentum": 1, "raw_contracts": [ "I2605", "J2605" ], "raw_cost_change": 186.66666667, "lookback_start": "2025-12-09", "regime": "震荡或弱趋势", "horizon": 20, "signal": 0, "ready": true, "score": -0.02122063, "predicted_change": -1.78451365, "threshold": 16.81866626, "model_id": "2026-03-02-20", "reason": "信号不足，保持观望", "entry_date": "2026-03-16", "exit_date": "2026-04-13", "exit_idx": 1032, "status": "scored", "entry": 3289.0, "exit": 3263.0, "move": -26.0, "cost": 4.6552, "risk_scale": 84.0933312793807, "daily_closes": [ [ "2026-03-16", 3299.0 ], [ "2026-03-17", 3313.0 ], [ "2026-03-18", 3310.0 ], [ "2026-03-19", 3302.0 ], [ "2026-03-20", 3297.0 ], [ "2026-03-23", 3330.0 ], [ "2026-03-24", 3324.0 ], [ "2026-03-25", 3313.0 ], [ "2026-03-26", 3305.0 ], [ "2026-03-27", 3299.0 ], [ "2026-03-30", 3308.0 ], [ "2026-03-31", 3294.0 ], [ "2026-04-01", 3287.0 ], [ "2026-04-02", 3277.0 ], [ "2026-04-03", 3265.0 ], [ "2026-04-07", 3259.0 ], [ "2026-04-08", 3267.0 ], [ "2026-04-09", 3256.0 ], [ "2026-04-10", 3260.0 ], [ "2026-04-13", 3263.0 ] ], "v1_signal": 0, "v1_code": "HC2605", "v1_matched": true }, { "signal_date": "2026-03-16", "code": "HC2605", "close": 3299.0, "vol": 0.0056223533513016805, "momentum": 1, "raw_contracts": [ "I2605", "J2605" ], "raw_cost_change": 168.45528455, "lookback_start": "2025-12-10", "regime": "震荡或弱趋势", "horizon": 5, "signal": 0, "ready": true, "score": 0.08480669, "predicted_change": 3.51734971, "threshold": 8.29498204, "model_id": "2026-03-02-5", "reason": "信号不足，保持观望", "entry_date": "2026-03-17", "exit_date": "2026-03-23", "exit_idx": 1018, "status": "scored", "entry": 3291.0, "exit": 3330.0, "move": 39.0, "cost": 4.6621, "risk_scale": 41.4749101829262, "daily_closes": [ [ "2026-03-17", 3313.0 ], [ "2026-03-18", 3310.0 ], [ "2026-03-19", 3302.0 ], [ "2026-03-20", 3297.0 ], [ "2026-03-23", 3330.0 ] ], "v1_signal": 0, "v1_code": "HC2605", "v1_matched": true }, { "signal_date": "2026-03-16", "code": "HC2605", "close": 3299.0, "vol": 0.0056223533513016805, "momentum": 1, "raw_contracts": [ "I2605", "J2605" ], "raw_cost_change": 168.45528455, "lookback_start": "2025-12-10", "regime": "震荡或弱趋势", "horizon": 10, "signal": 0, "ready": true, "score": 0.18968938, "predicted_change": 11.12611313, "threshold": 11.7308761, "model_id": "2026-03-02-10", "reason": "信号不足，保持观望", "entry_date": "2026-03-17", "exit_date": "2026-03-30", "exit_idx": 1023, "status": "scored", "entry": 3291.0, "exit": 3308.0, "move": 17.0, "cost": 4.6599, "risk_scale": 58.65438047890022, "daily_closes": [ [ "2026-03-17", 3313.0 ], [ "2026-03-18", 3310.0 ], [ "2026-03-19", 3302.0 ], [ "2026-03-20", 3297.0 ], [ "2026-03-23", 3330.0 ], [ "2026-03-24", 3324.0 ], [ "2026-03-25", 3313.0 ], [ "2026-03-26", 3305.0 ], [ "2026-03-27", 3299.0 ], [ "2026-03-30", 3308.0 ] ], "v1_signal": 0, "v1_code": "HC2605", "v1_matched": true }, { "signal_date": "2026-03-16", "code": "HC2605", "close": 3299.0, "vol": 0.0056223533513016805, "momentum": 1, "raw_contracts": [ "I2605", "J2605" ], "raw_cost_change": 168.45528455, "lookback_start": "2025-12-10", "regime": "震荡或弱趋势", "horizon": 20, "signal": 1, "ready": true, "score": 0.20358543, "predicted_change": 16.88737521, "threshold": 16.58996407, "model_id": "2026-03-02-20", "reason": "信号超过风险与费用门槛", "entry_date": "2026-03-17", "exit_date": "2026-04-14", "exit_idx": 1033, "status": "scored", "entry": 3291.0, "exit": 3268.0, "move": -23.0, "cost": 4.6559, "risk_scale": 82.9498203658524, "daily_closes": [ [ "2026-03-17", 3313.0 ], [ "2026-03-18", 3310.0 ], [ "2026-03-19", 3302.0 ], [ "2026-03-20", 3297.0 ], [ "2026-03-23", 3330.0 ], [ "2026-03-24", 3324.0 ], [ "2026-03-25", 3313.0 ], [ "2026-03-26", 3305.0 ], [ "2026-03-27", 3299.0 ], [ "2026-03-30", 3308.0 ], [ "2026-03-31", 3294.0 ], [ "2026-04-01", 3287.0 ], [ "2026-04-02", 3277.0 ], [ "2026-04-03", 3265.0 ], [ "2026-04-07", 3259.0 ], [ "2026-04-08", 3267.0 ], [ "2026-04-09", 3256.0 ], [ "2026-04-10", 3260.0 ], [ "2026-04-13", 3263.0 ], [ "2026-04-14", 3268.0 ] ], "v1_signal": 0, "v1_code": "HC2605", "v1_matched": true }, { "signal_date": "2026-03-17", "code": "HC2605", "close": 3313.0, "vol": 0.00557235052183289, "momentum": 1, "raw_contracts": [ "I2605", "J2605" ], "raw_cost_change": 153.36585366, "lookback_start": "2025-12-11", "regime": "震荡或弱趋势", "horizon": 5, "signal": 0, "ready": true, "score": 0.0122972, "predicted_change": 0.50763445, "threshold": 8.25609841, "model_id": "2026-03-02-5", "reason": "信号不足，保持观望", "entry_date": "2026-03-18", "exit_date": "2026-03-24", "exit_idx": 1019, "status": "scored", "entry": 3313.0, "exit": 3324.0, "move": 11.0, "cost": 4.6637, "risk_scale": 41.2804920615033, "daily_closes": [ [ "2026-03-18", 3310.0 ], [ "2026-03-19", 3302.0 ], [ "2026-03-20", 3297.0 ], [ "2026-03-23", 3330.0 ], [ "2026-03-24", 3324.0 ] ], "v1_signal": 0, "v1_code": "HC2605", "v1_matched": true }, { "signal_date": "2026-03-17", "code": "HC2605", "close": 3313.0, "vol": 0.00557235052183289, "momentum": 1, "raw_contracts": [ "I2605", "J2605" ], "raw_cost_change": 153.36585366, "lookback_start": "2025-12-11", "regime": "震荡或弱趋势", "horizon": 10, "signal": 0, "ready": true, "score": 0.1253036, "predicted_change": 7.31515288, "threshold": 11.67588635, "model_id": "2026-03-02-10", "reason": "信号不足，保持观望", "entry_date": "2026-03-18", "exit_date": "2026-03-31", "exit_idx": 1024, "status": "scored", "entry": 3313.0, "exit": 3294.0, "move": -19.0, "cost": 4.6607, "risk_scale": 58.379431734812854, "daily_closes": [ [ "2026-03-18", 3310.0 ], [ "2026-03-19", 3302.0 ], [ "2026-03-20", 3297.0 ], [ "2026-03-23", 3330.0 ], [ "2026-03-24", 3324.0 ], [ "2026-03-25", 3313.0 ], [ "2026-03-26", 3305.0 ], [ "2026-03-27", 3299.0 ], [ "2026-03-30", 3308.0 ], [ "2026-03-31", 3294.0 ] ], "v1_signal": 0, "v1_code": "HC2605", "v1_matched": true }, { "signal_date": "2026-03-17", "code": "HC2605", "close": 3313.0, "vol": 0.00557235052183289, "momentum": 1, "raw_contracts": [ "I2605", "J2605" ], "raw_cost_change": 153.36585366, "lookback_start": "2025-12-11", "regime": "震荡或弱趋势", "horizon": 20, "signal": 0, "ready": true, "score": 0.10640318, "predicted_change": 8.78475122, "threshold": 16.51219682, "model_id": "2026-03-02-20", "reason": "信号不足，保持观望", "entry_date": "2026-03-18", "exit_date": "2026-04-15", "exit_idx": 1034, "status": "scored", "entry": 3313.0, "exit": 3277.0, "move": -36.0, "cost": 4.659, "risk_scale": 82.5609841230066, "daily_closes": [ [ "2026-03-18", 3310.0 ], [ "2026-03-19", 3302.0 ], [ "2026-03-20", 3297.0 ], [ "2026-03-23", 3330.0 ], [ "2026-03-24", 3324.0 ], [ "2026-03-25", 3313.0 ], [ "2026-03-26", 3305.0 ], [ "2026-03-27", 3299.0 ], [ "2026-03-30", 3308.0 ], [ "2026-03-31", 3294.0 ], [ "2026-04-01", 3287.0 ], [ "2026-04-02", 3277.0 ], [ "2026-04-03", 3265.0 ], [ "2026-04-07", 3259.0 ], [ "2026-04-08", 3267.0 ], [ "2026-04-09", 3256.0 ], [ "2026-04-10", 3260.0 ], [ "2026-04-13", 3263.0 ], [ "2026-04-14", 3268.0 ], [ "2026-04-15", 3277.0 ] ], "v1_signal": 0, "v1_code": "HC2605", "v1_matched": true }, { "signal_date": "2026-03-18", "code": "HC2610", "close": 3311.0, "vol": 0.004515296514582962, "momentum": 1, "raw_contracts": [ "I2609", "J2609" ], "raw_cost_change": 131.05691057, "lookback_start": "2025-12-12", "regime": "震荡或弱趋势", "horizon": 5, "signal": 0, "ready": true, "score": -0.03652497, "predicted_change": -1.22101318, "threshold": 6.9933, "model_id": "2026-03-02-5", "reason": "信号不足，保持观望", "entry_date": "2026-03-19", "exit_date": "2026-03-25", "exit_idx": 1020, "status": "scored", "entry": 3310.0, "exit": 3322.0, "move": 12.0, "cost": 4.6632, "risk_scale": 33.429544428475666, "daily_closes": [ [ "2026-03-19", 3307.0 ], [ "2026-03-20", 3303.0 ], [ "2026-03-23", 3336.0 ], [ "2026-03-24", 3331.0 ], [ "2026-03-25", 3322.0 ] ], "v1_signal": 0, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-03-18", "code": "HC2610", "close": 3311.0, "vol": 0.004515296514582962, "momentum": 1, "raw_contracts": [ "I2609", "J2609" ], "raw_cost_change": 131.05691057, "lookback_start": "2025-12-12", "regime": "震荡或弱趋势", "horizon": 10, "signal": 0, "ready": true, "score": 0.04297106, "predicted_change": 2.03152212, "threshold": 9.45530302, "model_id": "2026-03-02-10", "reason": "信号不足，保持观望", "entry_date": "2026-03-19", "exit_date": "2026-04-01", "exit_idx": 1025, "status": "scored", "entry": 3310.0, "exit": 3308.0, "move": -2.0, "cost": 4.6618, "risk_scale": 47.276515114704225, "daily_closes": [ [ "2026-03-19", 3307.0 ], [ "2026-03-20", 3303.0 ], [ "2026-03-23", 3336.0 ], [ "2026-03-24", 3331.0 ], [ "2026-03-25", 3322.0 ], [ "2026-03-26", 3313.0 ], [ "2026-03-27", 3310.0 ], [ "2026-03-30", 3323.0 ], [ "2026-03-31", 3310.0 ], [ "2026-04-01", 3308.0 ] ], "v1_signal": 0, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-03-18", "code": "HC2610", "close": 3311.0, "vol": 0.004515296514582962, "momentum": 1, "raw_contracts": [ "I2609", "J2609" ], "raw_cost_change": 131.05691057, "lookback_start": "2025-12-12", "regime": "震荡或弱趋势", "horizon": 20, "signal": 1, "ready": true, "score": 0.25722501, "predicted_change": 17.19782956, "threshold": 13.37181777, "model_id": "2026-03-02-20", "reason": "信号超过风险与费用门槛", "entry_date": "2026-03-19", "exit_date": "2026-04-16", "exit_idx": 1035, "status": "scored", "entry": 3310.0, "exit": 3326.0, "move": 16.0, "cost": 4.6636, "risk_scale": 66.85908885695133, "daily_closes": [ [ "2026-03-19", 3307.0 ], [ "2026-03-20", 3303.0 ], [ "2026-03-23", 3336.0 ], [ "2026-03-24", 3331.0 ], [ "2026-03-25", 3322.0 ], [ "2026-03-26", 3313.0 ], [ "2026-03-27", 3310.0 ], [ "2026-03-30", 3323.0 ], [ "2026-03-31", 3310.0 ], [ "2026-04-01", 3308.0 ], [ "2026-04-02", 3295.0 ], [ "2026-04-03", 3285.0 ], [ "2026-04-07", 3275.0 ], [ "2026-04-08", 3282.0 ], [ "2026-04-09", 3270.0 ], [ "2026-04-10", 3273.0 ], [ "2026-04-13", 3278.0 ], [ "2026-04-14", 3279.0 ], [ "2026-04-15", 3290.0 ], [ "2026-04-16", 3326.0 ] ], "v1_signal": 0, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-03-19", "code": "HC2610", "close": 3307.0, "vol": 0.0045318441069946026, "momentum": 1, "raw_contracts": [ "I2609", "J2609" ], "raw_cost_change": 119.12195122, "lookback_start": "2025-12-15", "regime": "震荡或弱趋势", "horizon": 5, "signal": 0, "ready": true, "score": -0.04663755, "predicted_change": -1.56289527, "threshold": 6.9921, "model_id": "2026-03-02-5", "reason": "信号不足，保持观望", "entry_date": "2026-03-20", "exit_date": "2026-03-26", "exit_idx": 1021, "status": "scored", "entry": 3306.0, "exit": 3313.0, "move": 7.0, "cost": 4.6619, "risk_scale": 33.511522486423516, "daily_closes": [ [ "2026-03-20", 3303.0 ], [ "2026-03-23", 3336.0 ], [ "2026-03-24", 3331.0 ], [ "2026-03-25", 3322.0 ], [ "2026-03-26", 3313.0 ] ], "v1_signal": 0, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-03-19", "code": "HC2610", "close": 3307.0, "vol": 0.0045318441069946026, "momentum": 1, "raw_contracts": [ "I2609", "J2609" ], "raw_cost_change": 119.12195122, "lookback_start": "2025-12-15", "regime": "震荡或弱趋势", "horizon": 10, "signal": 0, "ready": true, "score": 0.04997718, "predicted_change": 2.36854099, "threshold": 9.47848992, "model_id": "2026-03-02-10", "reason": "信号不足，保持观望", "entry_date": "2026-03-20", "exit_date": "2026-04-02", "exit_idx": 1026, "status": "scored", "entry": 3306.0, "exit": 3295.0, "move": -11.0, "cost": 4.6601, "risk_scale": 47.39244959607108, "daily_closes": [ [ "2026-03-20", 3303.0 ], [ "2026-03-23", 3336.0 ], [ "2026-03-24", 3331.0 ], [ "2026-03-25", 3322.0 ], [ "2026-03-26", 3313.0 ], [ "2026-03-27", 3310.0 ], [ "2026-03-30", 3323.0 ], [ "2026-03-31", 3310.0 ], [ "2026-04-01", 3308.0 ], [ "2026-04-02", 3295.0 ] ], "v1_signal": 0, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-03-19", "code": "HC2610", "close": 3307.0, "vol": 0.0045318441069946026, "momentum": 1, "raw_contracts": [ "I2609", "J2609" ], "raw_cost_change": 119.12195122, "lookback_start": "2025-12-15", "regime": "震荡或弱趋势", "horizon": 20, "signal": 1, "ready": true, "score": 0.23048505, "predicted_change": 15.44780996, "threshold": 13.40460899, "model_id": "2026-03-02-20", "reason": "信号超过风险与费用门槛", "entry_date": "2026-03-20", "exit_date": "2026-04-17", "exit_idx": 1036, "status": "scored", "entry": 3306.0, "exit": 3324.0, "move": 18.0, "cost": 4.663, "risk_scale": 67.02304497284703, "daily_closes": [ [ "2026-03-20", 3303.0 ], [ "2026-03-23", 3336.0 ], [ "2026-03-24", 3331.0 ], [ "2026-03-25", 3322.0 ], [ "2026-03-26", 3313.0 ], [ "2026-03-27", 3310.0 ], [ "2026-03-30", 3323.0 ], [ "2026-03-31", 3310.0 ], [ "2026-04-01", 3308.0 ], [ "2026-04-02", 3295.0 ], [ "2026-04-03", 3285.0 ], [ "2026-04-07", 3275.0 ], [ "2026-04-08", 3282.0 ], [ "2026-04-09", 3270.0 ], [ "2026-04-10", 3273.0 ], [ "2026-04-13", 3278.0 ], [ "2026-04-14", 3279.0 ], [ "2026-04-15", 3290.0 ], [ "2026-04-16", 3326.0 ], [ "2026-04-17", 3324.0 ] ], "v1_signal": 0, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-03-20", "code": "HC2610", "close": 3303.0, "vol": 0.004463627939285369, "momentum": 1, "raw_contracts": [ "I2609", "J2609" ], "raw_cost_change": 103.12195122, "lookback_start": "2025-12-16", "regime": "震荡或弱趋势", "horizon": 5, "signal": 0, "ready": true, "score": 0.02691338, "predicted_change": 0.88725782, "threshold": 6.9909, "model_id": "2026-03-02-5", "reason": "信号不足，保持观望", "entry_date": "2026-03-23", "exit_date": "2026-03-27", "exit_idx": 1022, "status": "scored", "entry": 3305.0, "exit": 3310.0, "move": 5.0, "cost": 4.6615, "risk_scale": 32.96716207157651, "daily_closes": [ [ "2026-03-23", 3336.0 ], [ "2026-03-24", 3331.0 ], [ "2026-03-25", 3322.0 ], [ "2026-03-26", 3313.0 ], [ "2026-03-27", 3310.0 ] ], "v1_signal": 0, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-03-20", "code": "HC2610", "close": 3303.0, "vol": 0.004463627939285369, "momentum": 1, "raw_contracts": [ "I2609", "J2609" ], "raw_cost_change": 103.12195122, "lookback_start": "2025-12-16", "regime": "震荡或弱趋势", "horizon": 10, "signal": 0, "ready": true, "score": 0.16565967, "predicted_change": 7.72348587, "threshold": 9.32452154, "model_id": "2026-03-02-10", "reason": "信号不足，保持观望", "entry_date": "2026-03-23", "exit_date": "2026-04-03", "exit_idx": 1027, "status": "scored", "entry": 3305.0, "exit": 3285.0, "move": -20.0, "cost": 4.659, "risk_scale": 46.6226077145754, "daily_closes": [ [ "2026-03-23", 3336.0 ], [ "2026-03-24", 3331.0 ], [ "2026-03-25", 3322.0 ], [ "2026-03-26", 3313.0 ], [ "2026-03-27", 3310.0 ], [ "2026-03-30", 3323.0 ], [ "2026-03-31", 3310.0 ], [ "2026-04-01", 3308.0 ], [ "2026-04-02", 3295.0 ], [ "2026-04-03", 3285.0 ] ], "v1_signal": 0, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-03-20", "code": "HC2610", "close": 3303.0, "vol": 0.004463627939285369, "momentum": 1, "raw_contracts": [ "I2609", "J2609" ], "raw_cost_change": 103.12195122, "lookback_start": "2025-12-16", "regime": "震荡或弱趋势", "horizon": 20, "signal": 1, "ready": true, "score": 0.35676106, "predicted_change": 23.52279911, "threshold": 13.18686483, "model_id": "2026-03-02-20", "reason": "信号超过风险与费用门槛", "entry_date": "2026-03-23", "exit_date": "2026-04-20", "exit_idx": 1037, "status": "scored", "entry": 3305.0, "exit": 3362.0, "move": 57.0, "cost": 4.6667000000000005, "risk_scale": 65.93432414315302, "daily_closes": [ [ "2026-03-23", 3336.0 ], [ "2026-03-24", 3331.0 ], [ "2026-03-25", 3322.0 ], [ "2026-03-26", 3313.0 ], [ "2026-03-27", 3310.0 ], [ "2026-03-30", 3323.0 ], [ "2026-03-31", 3310.0 ], [ "2026-04-01", 3308.0 ], [ "2026-04-02", 3295.0 ], [ "2026-04-03", 3285.0 ], [ "2026-04-07", 3275.0 ], [ "2026-04-08", 3282.0 ], [ "2026-04-09", 3270.0 ], [ "2026-04-10", 3273.0 ], [ "2026-04-13", 3278.0 ], [ "2026-04-14", 3279.0 ], [ "2026-04-15", 3290.0 ], [ "2026-04-16", 3326.0 ], [ "2026-04-17", 3324.0 ], [ "2026-04-20", 3362.0 ] ], "v1_signal": 0, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-03-23", "code": "HC2610", "close": 3336.0, "vol": 0.0048773375463777215, "momentum": 1, "raw_contracts": [ "I2609", "J2609" ], "raw_cost_change": 124.58536585, "lookback_start": "2025-12-17", "regime": "趋势较强", "horizon": 5, "signal": 0, "ready": true, "score": -0.03354061, "predicted_change": -1.22029503, "threshold": 7.2765221, "model_id": "2026-03-02-5", "reason": "信号不足，保持观望", "entry_date": "2026-03-24", "exit_date": "2026-03-30", "exit_idx": 1023, "status": "scored", "entry": 3316.0, "exit": 3323.0, "move": 7.0, "cost": 4.6639, "risk_scale": 36.38261049851649, "daily_closes": [ [ "2026-03-24", 3331.0 ], [ "2026-03-25", 3322.0 ], [ "2026-03-26", 3313.0 ], [ "2026-03-27", 3310.0 ], [ "2026-03-30", 3323.0 ] ], "v1_signal": 0, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-03-23", "code": "HC2610", "close": 3336.0, "vol": 0.0048773375463777215, "momentum": 1, "raw_contracts": [ "I2609", "J2609" ], "raw_cost_change": 124.58536585, "lookback_start": "2025-12-17", "regime": "趋势较强", "horizon": 10, "signal": 0, "ready": true, "score": 0.04686446, "predicted_change": 2.4113067, "threshold": 10.29055624, "model_id": "2026-03-02-10", "reason": "信号不足，保持观望", "entry_date": "2026-03-24", "exit_date": "2026-04-07", "exit_idx": 1028, "status": "scored", "entry": 3316.0, "exit": 3275.0, "move": -41.0, "cost": 4.6591000000000005, "risk_scale": 51.45278120153978, "daily_closes": [ [ "2026-03-24", 3331.0 ], [ "2026-03-25", 3322.0 ], [ "2026-03-26", 3313.0 ], [ "2026-03-27", 3310.0 ], [ "2026-03-30", 3323.0 ], [ "2026-03-31", 3310.0 ], [ "2026-04-01", 3308.0 ], [ "2026-04-02", 3295.0 ], [ "2026-04-03", 3285.0 ], [ "2026-04-07", 3275.0 ] ], "v1_signal": 0, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-03-23", "code": "HC2610", "close": 3336.0, "vol": 0.0048773375463777215, "momentum": 1, "raw_contracts": [ "I2609", "J2609" ], "raw_cost_change": 124.58536585, "lookback_start": "2025-12-17", "regime": "趋势较强", "horizon": 20, "signal": 1, "ready": true, "score": 0.3168428, "predicted_change": 23.0551366, "threshold": 14.5530442, "model_id": "2026-03-02-20", "reason": "信号超过风险与费用门槛", "entry_date": "2026-03-24", "exit_date": "2026-04-21", "exit_idx": 1038, "status": "scored", "entry": 3316.0, "exit": 3366.0, "move": 50.0, "cost": 4.6682, "risk_scale": 72.76522099703298, "daily_closes": [ [ "2026-03-24", 3331.0 ], [ "2026-03-25", 3322.0 ], [ "2026-03-26", 3313.0 ], [ "2026-03-27", 3310.0 ], [ "2026-03-30", 3323.0 ], [ "2026-03-31", 3310.0 ], [ "2026-04-01", 3308.0 ], [ "2026-04-02", 3295.0 ], [ "2026-04-03", 3285.0 ], [ "2026-04-07", 3275.0 ], [ "2026-04-08", 3282.0 ], [ "2026-04-09", 3270.0 ], [ "2026-04-10", 3273.0 ], [ "2026-04-13", 3278.0 ], [ "2026-04-14", 3279.0 ], [ "2026-04-15", 3290.0 ], [ "2026-04-16", 3326.0 ], [ "2026-04-17", 3324.0 ], [ "2026-04-20", 3362.0 ], [ "2026-04-21", 3366.0 ] ], "v1_signal": 0, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-03-24", "code": "HC2610", "close": 3331.0, "vol": 0.004532579194316173, "momentum": 1, "raw_contracts": [ "I2609", "J2609" ], "raw_cost_change": 138.21138211, "lookback_start": "2025-12-18", "regime": "趋势较强", "horizon": 5, "signal": 0, "ready": true, "score": 0.17552903, "predicted_change": 5.92589538, "threshold": 6.9993, "model_id": "2026-03-02-5", "reason": "信号不足，保持观望", "entry_date": "2026-03-25", "exit_date": "2026-03-31", "exit_idx": 1024, "status": "scored", "entry": 3330.0, "exit": 3310.0, "move": -20.0, "cost": 4.664, "risk_scale": 33.76020194419289, "daily_closes": [ [ "2026-03-25", 3322.0 ], [ "2026-03-26", 3313.0 ], [ "2026-03-27", 3310.0 ], [ "2026-03-30", 3323.0 ], [ "2026-03-31", 3310.0 ] ], "v1_signal": 0, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-03-24", "code": "HC2610", "close": 3331.0, "vol": 0.004532579194316173, "momentum": 1, "raw_contracts": [ "I2609", "J2609" ], "raw_cost_change": 138.21138211, "lookback_start": "2025-12-18", "regime": "趋势较强", "horizon": 10, "signal": 1, "ready": true, "score": 0.30817248, "predicted_change": 14.71342857, "threshold": 9.54882709, "model_id": "2026-03-02-10", "reason": "信号超过风险与费用门槛", "entry_date": "2026-03-25", "exit_date": "2026-04-08", "exit_idx": 1029, "status": "scored", "entry": 3330.0, "exit": 3282.0, "move": -48.0, "cost": 4.6612, "risk_scale": 47.74413545793212, "daily_closes": [ [ "2026-03-25", 3322.0 ], [ "2026-03-26", 3313.0 ], [ "2026-03-27", 3310.0 ], [ "2026-03-30", 3323.0 ], [ "2026-03-31", 3310.0 ], [ "2026-04-01", 3308.0 ], [ "2026-04-02", 3295.0 ], [ "2026-04-03", 3285.0 ], [ "2026-04-07", 3275.0 ], [ "2026-04-08", 3282.0 ] ], "v1_signal": 0, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-03-24", "code": "HC2610", "close": 3331.0, "vol": 0.004532579194316173, "momentum": 1, "raw_contracts": [ "I2609", "J2609" ], "raw_cost_change": 138.21138211, "lookback_start": "2025-12-18", "regime": "趋势较强", "horizon": 20, "signal": 1, "ready": true, "score": 0.6169087, "predicted_change": 41.65392484, "threshold": 13.50408078, "model_id": "2026-03-02-20", "reason": "信号超过风险与费用门槛", "entry_date": "2026-03-25", "exit_date": "2026-04-22", "exit_idx": 1039, "status": "scored", "entry": 3330.0, "exit": 3388.0, "move": 58.0, "cost": 4.6718, "risk_scale": 67.52040388838579, "daily_closes": [ [ "2026-03-25", 3322.0 ], [ "2026-03-26", 3313.0 ], [ "2026-03-27", 3310.0 ], [ "2026-03-30", 3323.0 ], [ "2026-03-31", 3310.0 ], [ "2026-04-01", 3308.0 ], [ "2026-04-02", 3295.0 ], [ "2026-04-03", 3285.0 ], [ "2026-04-07", 3275.0 ], [ "2026-04-08", 3282.0 ], [ "2026-04-09", 3270.0 ], [ "2026-04-10", 3273.0 ], [ "2026-04-13", 3278.0 ], [ "2026-04-14", 3279.0 ], [ "2026-04-15", 3290.0 ], [ "2026-04-16", 3326.0 ], [ "2026-04-17", 3324.0 ], [ "2026-04-20", 3362.0 ], [ "2026-04-21", 3366.0 ], [ "2026-04-22", 3388.0 ] ], "v1_signal": 0, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-03-25", "code": "HC2610", "close": 3322.0, "vol": 0.004170544172485216, "momentum": 1, "raw_contracts": [ "I2609", "J2609" ], "raw_cost_change": 81.10569106, "lookback_start": "2025-12-19", "regime": "趋势较强", "horizon": 5, "signal": 0, "ready": true, "score": 0.07866324, "predicted_change": 2.43696431, "threshold": 6.9966, "model_id": "2026-03-02-5", "reason": "信号不足，保持观望", "entry_date": "2026-03-26", "exit_date": "2026-04-01", "exit_idx": 1025, "status": "scored", "entry": 3320.0, "exit": 3308.0, "move": -12.0, "cost": 4.6628, "risk_scale": 30.979710546382957, "daily_closes": [ [ "2026-03-26", 3313.0 ], [ "2026-03-27", 3310.0 ], [ "2026-03-30", 3323.0 ], [ "2026-03-31", 3310.0 ], [ "2026-04-01", 3308.0 ] ], "v1_signal": 0, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-03-25", "code": "HC2610", "close": 3322.0, "vol": 0.004170544172485216, "momentum": 1, "raw_contracts": [ "I2609", "J2609" ], "raw_cost_change": 81.10569106, "lookback_start": "2025-12-19", "regime": "趋势较强", "horizon": 10, "signal": 1, "ready": true, "score": 0.21176406, "predicted_change": 9.27779151, "threshold": 8.76238536, "model_id": "2026-03-02-10", "reason": "信号超过风险与费用门槛", "entry_date": "2026-03-26", "exit_date": "2026-04-09", "exit_idx": 1030, "status": "scored", "entry": 3320.0, "exit": 3270.0, "move": -50.0, "cost": 4.659, "risk_scale": 43.81192681308759, "daily_closes": [ [ "2026-03-26", 3313.0 ], [ "2026-03-27", 3310.0 ], [ "2026-03-30", 3323.0 ], [ "2026-03-31", 3310.0 ], [ "2026-04-01", 3308.0 ], [ "2026-04-02", 3295.0 ], [ "2026-04-03", 3285.0 ], [ "2026-04-07", 3275.0 ], [ "2026-04-08", 3282.0 ], [ "2026-04-09", 3270.0 ] ], "v1_signal": 0, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-03-25", "code": "HC2610", "close": 3322.0, "vol": 0.004170544172485216, "momentum": 1, "raw_contracts": [ "I2609", "J2609" ], "raw_cost_change": 81.10569106, "lookback_start": "2025-12-19", "regime": "趋势较强", "horizon": 20, "signal": 1, "ready": true, "score": 0.37556537, "predicted_change": 23.26981278, "threshold": 12.39188422, "model_id": "2026-03-02-20", "reason": "信号超过风险与费用门槛", "entry_date": "2026-03-26", "exit_date": "2026-04-23", "exit_idx": 1040, "status": "scored", "entry": 3320.0, "exit": 3385.0, "move": 65.0, "cost": 4.6705, "risk_scale": 61.959421092765915, "daily_closes": [ [ "2026-03-26", 3313.0 ], [ "2026-03-27", 3310.0 ], [ "2026-03-30", 3323.0 ], [ "2026-03-31", 3310.0 ], [ "2026-04-01", 3308.0 ], [ "2026-04-02", 3295.0 ], [ "2026-04-03", 3285.0 ], [ "2026-04-07", 3275.0 ], [ "2026-04-08", 3282.0 ], [ "2026-04-09", 3270.0 ], [ "2026-04-10", 3273.0 ], [ "2026-04-13", 3278.0 ], [ "2026-04-14", 3279.0 ], [ "2026-04-15", 3290.0 ], [ "2026-04-16", 3326.0 ], [ "2026-04-17", 3324.0 ], [ "2026-04-20", 3362.0 ], [ "2026-04-21", 3366.0 ], [ "2026-04-22", 3388.0 ], [ "2026-04-23", 3385.0 ] ], "v1_signal": 0, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-03-26", "code": "HC2610", "close": 3313.0, "vol": 0.004182082799999339, "momentum": 1, "raw_contracts": [ "I2609", "J2609" ], "raw_cost_change": 69.75609756, "lookback_start": "2025-12-22", "regime": "趋势较强", "horizon": 5, "signal": 0, "ready": true, "score": 0.10070708, "predicted_change": 3.12003223, "threshold": 6.9939, "model_id": "2026-03-02-5", "reason": "信号不足，保持观望", "entry_date": "2026-03-27", "exit_date": "2026-04-02", "exit_idx": 1026, "status": "scored", "entry": 3310.0, "exit": 3295.0, "move": -15.0, "cost": 4.6605, "risk_scale": 30.9812591920612, "daily_closes": [ [ "2026-03-27", 3310.0 ], [ "2026-03-30", 3323.0 ], [ "2026-03-31", 3310.0 ], [ "2026-04-01", 3308.0 ], [ "2026-04-02", 3295.0 ] ], "v1_signal": 0, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-03-26", "code": "HC2610", "close": 3313.0, "vol": 0.004182082799999339, "momentum": 1, "raw_contracts": [ "I2609", "J2609" ], "raw_cost_change": 69.75609756, "lookback_start": "2025-12-22", "regime": "趋势较强", "horizon": 10, "signal": 1, "ready": true, "score": 0.24464256, "predicted_change": 10.71879779, "threshold": 8.76282339, "model_id": "2026-03-02-10", "reason": "信号超过风险与费用门槛", "entry_date": "2026-03-27", "exit_date": "2026-04-10", "exit_idx": 1031, "status": "scored", "entry": 3310.0, "exit": 3273.0, "move": -37.0, "cost": 4.6583, "risk_scale": 43.814116928809064, "daily_closes": [ [ "2026-03-27", 3310.0 ], [ "2026-03-30", 3323.0 ], [ "2026-03-31", 3310.0 ], [ "2026-04-01", 3308.0 ], [ "2026-04-02", 3295.0 ], [ "2026-04-03", 3285.0 ], [ "2026-04-07", 3275.0 ], [ "2026-04-08", 3282.0 ], [ "2026-04-09", 3270.0 ], [ "2026-04-10", 3273.0 ] ], "v1_signal": 0, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-03-26", "code": "HC2610", "close": 3313.0, "vol": 0.004182082799999339, "momentum": 1, "raw_contracts": [ "I2609", "J2609" ], "raw_cost_change": 69.75609756, "lookback_start": "2025-12-22", "regime": "趋势较强", "horizon": 20, "signal": 1, "ready": true, "score": 0.41200094, "predicted_change": 25.52861584, "threshold": 12.39250368, "model_id": "2026-03-02-20", "reason": "信号超过风险与费用门槛", "entry_date": "2026-03-27", "exit_date": "2026-04-24", "exit_idx": 1041, "status": "scored", "entry": 3310.0, "exit": 3392.0, "move": 82.0, "cost": 4.6702, "risk_scale": 61.9625183841224, "daily_closes": [ [ "2026-03-27", 3310.0 ], [ "2026-03-30", 3323.0 ], [ "2026-03-31", 3310.0 ], [ "2026-04-01", 3308.0 ], [ "2026-04-02", 3295.0 ], [ "2026-04-03", 3285.0 ], [ "2026-04-07", 3275.0 ], [ "2026-04-08", 3282.0 ], [ "2026-04-09", 3270.0 ], [ "2026-04-10", 3273.0 ], [ "2026-04-13", 3278.0 ], [ "2026-04-14", 3279.0 ], [ "2026-04-15", 3290.0 ], [ "2026-04-16", 3326.0 ], [ "2026-04-17", 3324.0 ], [ "2026-04-20", 3362.0 ], [ "2026-04-21", 3366.0 ], [ "2026-04-22", 3388.0 ], [ "2026-04-23", 3385.0 ], [ "2026-04-24", 3392.0 ] ], "v1_signal": 0, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-03-27", "code": "HC2610", "close": 3310.0, "vol": 0.004151691555294997, "momentum": 1, "raw_contracts": [ "I2609", "J2609" ], "raw_cost_change": 37.95121951, "lookback_start": "2025-12-23", "regime": "趋势较强", "horizon": 5, "signal": 0, "ready": true, "score": 0.08308594, "predicted_change": 2.55308713, "threshold": 6.993, "model_id": "2026-03-02-5", "reason": "信号不足，保持观望", "entry_date": "2026-03-30", "exit_date": "2026-04-03", "exit_idx": 1027, "status": "scored", "entry": 3310.0, "exit": 3285.0, "move": -25.0, "cost": 4.6595, "risk_scale": 30.72826762492227, "daily_closes": [ [ "2026-03-30", 3323.0 ], [ "2026-03-31", 3310.0 ], [ "2026-04-01", 3308.0 ], [ "2026-04-02", 3295.0 ], [ "2026-04-03", 3285.0 ] ], "v1_signal": 0, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-03-27", "code": "HC2610", "close": 3310.0, "vol": 0.004151691555294997, "momentum": 1, "raw_contracts": [ "I2609", "J2609" ], "raw_cost_change": 37.95121951, "lookback_start": "2025-12-23", "regime": "趋势较强", "horizon": 10, "signal": 0, "ready": true, "score": 0.1971974, "predicted_change": 8.56947564, "threshold": 8.69126656, "model_id": "2026-03-02-10", "reason": "信号不足，保持观望", "entry_date": "2026-03-30", "exit_date": "2026-04-13", "exit_idx": 1032, "status": "scored", "entry": 3310.0, "exit": 3278.0, "move": -32.0, "cost": 4.6588, "risk_scale": 43.45633282339517, "daily_closes": [ [ "2026-03-30", 3323.0 ], [ "2026-03-31", 3310.0 ], [ "2026-04-01", 3308.0 ], [ "2026-04-02", 3295.0 ], [ "2026-04-03", 3285.0 ], [ "2026-04-07", 3275.0 ], [ "2026-04-08", 3282.0 ], [ "2026-04-09", 3270.0 ], [ "2026-04-10", 3273.0 ], [ "2026-04-13", 3278.0 ] ], "v1_signal": 0, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-03-27", "code": "HC2610", "close": 3310.0, "vol": 0.004151691555294997, "momentum": 1, "raw_contracts": [ "I2609", "J2609" ], "raw_cost_change": 37.95121951, "lookback_start": "2025-12-23", "regime": "趋势较强", "horizon": 20, "signal": 1, "ready": true, "score": 0.34976291, "predicted_change": 21.49521649, "threshold": 12.29130705, "model_id": "2026-03-02-20", "reason": "信号超过风险与费用门槛", "entry_date": "2026-03-30", "exit_date": "2026-04-27", "exit_idx": 1042, "status": "scored", "entry": 3310.0, "exit": 3394.0, "move": 84.0, "cost": 4.6704, "risk_scale": 61.45653524984454, "daily_closes": [ [ "2026-03-30", 3323.0 ], [ "2026-03-31", 3310.0 ], [ "2026-04-01", 3308.0 ], [ "2026-04-02", 3295.0 ], [ "2026-04-03", 3285.0 ], [ "2026-04-07", 3275.0 ], [ "2026-04-08", 3282.0 ], [ "2026-04-09", 3270.0 ], [ "2026-04-10", 3273.0 ], [ "2026-04-13", 3278.0 ], [ "2026-04-14", 3279.0 ], [ "2026-04-15", 3290.0 ], [ "2026-04-16", 3326.0 ], [ "2026-04-17", 3324.0 ], [ "2026-04-20", 3362.0 ], [ "2026-04-21", 3366.0 ], [ "2026-04-22", 3388.0 ], [ "2026-04-23", 3385.0 ], [ "2026-04-24", 3392.0 ], [ "2026-04-27", 3394.0 ] ], "v1_signal": 0, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-03-30", "code": "HC2610", "close": 3323.0, "vol": 0.0041964768696705936, "momentum": 1, "raw_contracts": [ "I2609", "J2609" ], "raw_cost_change": 44.7804878, "lookback_start": "2025-12-24", "regime": "趋势较强", "horizon": 5, "signal": 0, "ready": true, "score": 0.10962879, "predicted_change": 3.4184151, "threshold": 6.9969, "model_id": "2026-03-02-5", "reason": "信号不足，保持观望", "entry_date": "2026-03-31", "exit_date": "2026-04-07", "exit_idx": 1028, "status": "scored", "entry": 3323.0, "exit": 3275.0, "move": -48.0, "cost": 4.6598, "risk_scale": 31.181727877315158, "daily_closes": [ [ "2026-03-31", 3310.0 ], [ "2026-04-01", 3308.0 ], [ "2026-04-02", 3295.0 ], [ "2026-04-03", 3285.0 ], [ "2026-04-07", 3275.0 ] ], "v1_signal": 0, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-03-30", "code": "HC2610", "close": 3323.0, "vol": 0.0041964768696705936, "momentum": 1, "raw_contracts": [ "I2609", "J2609" ], "raw_cost_change": 44.7804878, "lookback_start": "2025-12-24", "regime": "趋势较强", "horizon": 10, "signal": 1, "ready": true, "score": 0.22877511, "predicted_change": 10.08843829, "threshold": 8.81952449, "model_id": "2026-03-02-10", "reason": "信号超过风险与费用门槛", "entry_date": "2026-03-31", "exit_date": "2026-04-14", "exit_idx": 1033, "status": "scored", "entry": 3323.0, "exit": 3279.0, "move": -44.0, "cost": 4.6602, "risk_scale": 44.09762246232631, "daily_closes": [ [ "2026-03-31", 3310.0 ], [ "2026-04-01", 3308.0 ], [ "2026-04-02", 3295.0 ], [ "2026-04-03", 3285.0 ], [ "2026-04-07", 3275.0 ], [ "2026-04-08", 3282.0 ], [ "2026-04-09", 3270.0 ], [ "2026-04-10", 3273.0 ], [ "2026-04-13", 3278.0 ], [ "2026-04-14", 3279.0 ] ], "v1_signal": 0, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-03-30", "code": "HC2610", "close": 3323.0, "vol": 0.0041964768696705936, "momentum": 1, "raw_contracts": [ "I2609", "J2609" ], "raw_cost_change": 44.7804878, "lookback_start": "2025-12-24", "regime": "趋势较强", "horizon": 20, "signal": 1, "ready": true, "score": 0.43472731, "predicted_change": 27.11109729, "threshold": 12.47269115, "model_id": "2026-03-02-20", "reason": "信号超过风险与费用门槛", "entry_date": "2026-03-31", "exit_date": "2026-04-28", "exit_idx": 1043, "status": "scored", "entry": 3323.0, "exit": 3378.0, "move": 55.0, "cost": 4.6701, "risk_scale": 62.363455754630316, "daily_closes": [ [ "2026-03-31", 3310.0 ], [ "2026-04-01", 3308.0 ], [ "2026-04-02", 3295.0 ], [ "2026-04-03", 3285.0 ], [ "2026-04-07", 3275.0 ], [ "2026-04-08", 3282.0 ], [ "2026-04-09", 3270.0 ], [ "2026-04-10", 3273.0 ], [ "2026-04-13", 3278.0 ], [ "2026-04-14", 3279.0 ], [ "2026-04-15", 3290.0 ], [ "2026-04-16", 3326.0 ], [ "2026-04-17", 3324.0 ], [ "2026-04-20", 3362.0 ], [ "2026-04-21", 3366.0 ], [ "2026-04-22", 3388.0 ], [ "2026-04-23", 3385.0 ], [ "2026-04-24", 3392.0 ], [ "2026-04-27", 3394.0 ], [ "2026-04-28", 3378.0 ] ], "v1_signal": 0, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-03-31", "code": "HC2610", "close": 3310.0, "vol": 0.004348903962549316, "momentum": -1, "raw_contracts": [ "I2609", "J2609" ], "raw_cost_change": -11.08943089, "lookback_start": "2025-12-25", "regime": "震荡或弱趋势", "horizon": 5, "signal": 0, "ready": true, "score": 0.02241485, "predicted_change": 0.72148736, "threshold": 6.993, "model_id": "2026-03-02-5", "reason": "信号不足，保持观望", "entry_date": "2026-04-01", "exit_date": "2026-04-08", "exit_idx": 1029, "status": "scored", "entry": 3310.0, "exit": 3282.0, "move": -28.0, "cost": 4.6592, "risk_scale": 32.187912578877736, "daily_closes": [ [ "2026-04-01", 3308.0 ], [ "2026-04-02", 3295.0 ], [ "2026-04-03", 3285.0 ], [ "2026-04-07", 3275.0 ], [ "2026-04-08", 3282.0 ] ], "v1_signal": 0, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-03-31", "code": "HC2610", "close": 3310.0, "vol": 0.004348903962549316, "momentum": -1, "raw_contracts": [ "I2609", "J2609" ], "raw_cost_change": -11.08943089, "lookback_start": "2025-12-25", "regime": "震荡或弱趋势", "horizon": 10, "signal": 0, "ready": true, "score": 0.07499938, "predicted_change": 3.41401553, "threshold": 9.1041165, "model_id": "2026-03-02-10", "reason": "信号不足，保持观望", "entry_date": "2026-04-01", "exit_date": "2026-04-15", "exit_idx": 1034, "status": "scored", "entry": 3310.0, "exit": 3290.0, "move": -20.0, "cost": 4.66, "risk_scale": 45.52058251352844, "daily_closes": [ [ "2026-04-01", 3308.0 ], [ "2026-04-02", 3295.0 ], [ "2026-04-03", 3285.0 ], [ "2026-04-07", 3275.0 ], [ "2026-04-08", 3282.0 ], [ "2026-04-09", 3270.0 ], [ "2026-04-10", 3273.0 ], [ "2026-04-13", 3278.0 ], [ "2026-04-14", 3279.0 ], [ "2026-04-15", 3290.0 ] ], "v1_signal": 0, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-03-31", "code": "HC2610", "close": 3310.0, "vol": 0.004348903962549316, "momentum": -1, "raw_contracts": [ "I2609", "J2609" ], "raw_cost_change": -11.08943089, "lookback_start": "2025-12-25", "regime": "震荡或弱趋势", "horizon": 20, "signal": 1, "ready": true, "score": 0.2059191, "predicted_change": 13.25621199, "threshold": 12.87516503, "model_id": "2026-03-02-20", "reason": "信号超过风险与费用门槛", "entry_date": "2026-04-01", "exit_date": "2026-04-29", "exit_idx": 1044, "status": "scored", "entry": 3310.0, "exit": 3407.0, "move": 97.0, "cost": 4.6717, "risk_scale": 64.37582515775547, "daily_closes": [ [ "2026-04-01", 3308.0 ], [ "2026-04-02", 3295.0 ], [ "2026-04-03", 3285.0 ], [ "2026-04-07", 3275.0 ], [ "2026-04-08", 3282.0 ], [ "2026-04-09", 3270.0 ], [ "2026-04-10", 3273.0 ], [ "2026-04-13", 3278.0 ], [ "2026-04-14", 3279.0 ], [ "2026-04-15", 3290.0 ], [ "2026-04-16", 3326.0 ], [ "2026-04-17", 3324.0 ], [ "2026-04-20", 3362.0 ], [ "2026-04-21", 3366.0 ], [ "2026-04-22", 3388.0 ], [ "2026-04-23", 3385.0 ], [ "2026-04-24", 3392.0 ], [ "2026-04-27", 3394.0 ], [ "2026-04-28", 3378.0 ], [ "2026-04-29", 3407.0 ] ], "v1_signal": 0, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-04-01", "code": "HC2610", "close": 3308.0, "vol": 0.004312952897996927, "momentum": -1, "raw_contracts": [ "I2609", "J2609" ], "raw_cost_change": -0.55284553, "lookback_start": "2025-12-26", "regime": "趋势较强", "horizon": 5, "signal": 0, "ready": true, "score": 0.03112403, "predicted_change": 0.99293561, "threshold": 6.9924, "model_id": "2026-04-01-5", "reason": "信号不足，保持观望", "entry_date": "2026-04-02", "exit_date": "2026-04-09", "exit_idx": 1030, "status": "scored", "entry": 3306.0, "exit": 3270.0, "move": -36.0, "cost": 4.6576, "risk_scale": 31.902536797039698, "daily_closes": [ [ "2026-04-02", 3295.0 ], [ "2026-04-03", 3285.0 ], [ "2026-04-07", 3275.0 ], [ "2026-04-08", 3282.0 ], [ "2026-04-09", 3270.0 ] ], "v1_signal": -1, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-04-01", "code": "HC2610", "close": 3308.0, "vol": 0.004312952897996927, "momentum": -1, "raw_contracts": [ "I2609", "J2609" ], "raw_cost_change": -0.55284553, "lookback_start": "2025-12-26", "regime": "趋势较强", "horizon": 10, "signal": 0, "ready": true, "score": 0.04068706, "predicted_change": 1.83567825, "threshold": 9.02340004, "model_id": "2026-04-01-10", "reason": "信号不足，保持观望", "entry_date": "2026-04-02", "exit_date": "2026-04-16", "exit_idx": 1035, "status": "scored", "entry": 3306.0, "exit": 3326.0, "move": 20.0, "cost": 4.6632, "risk_scale": 45.11700021248026, "daily_closes": [ [ "2026-04-02", 3295.0 ], [ "2026-04-03", 3285.0 ], [ "2026-04-07", 3275.0 ], [ "2026-04-08", 3282.0 ], [ "2026-04-09", 3270.0 ], [ "2026-04-10", 3273.0 ], [ "2026-04-13", 3278.0 ], [ "2026-04-14", 3279.0 ], [ "2026-04-15", 3290.0 ], [ "2026-04-16", 3326.0 ] ], "v1_signal": -1, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-04-01", "code": "HC2610", "close": 3308.0, "vol": 0.004312952897996927, "momentum": -1, "raw_contracts": [ "I2609", "J2609" ], "raw_cost_change": -0.55284553, "lookback_start": "2025-12-26", "regime": "趋势较强", "horizon": 20, "signal": 0, "ready": true, "score": 0.15055332, "predicted_change": 9.60606543, "threshold": 12.76101472, "model_id": "2026-04-01-20", "reason": "信号不足，保持观望", "entry_date": "2026-04-02", "exit_date": "2026-04-30", "exit_idx": 1045, "status": "scored", "entry": 3306.0, "exit": 3425.0, "move": 119.0, "cost": 4.6731, "risk_scale": 63.805073594079396, "daily_closes": [ [ "2026-04-02", 3295.0 ], [ "2026-04-03", 3285.0 ], [ "2026-04-07", 3275.0 ], [ "2026-04-08", 3282.0 ], [ "2026-04-09", 3270.0 ], [ "2026-04-10", 3273.0 ], [ "2026-04-13", 3278.0 ], [ "2026-04-14", 3279.0 ], [ "2026-04-15", 3290.0 ], [ "2026-04-16", 3326.0 ], [ "2026-04-17", 3324.0 ], [ "2026-04-20", 3362.0 ], [ "2026-04-21", 3366.0 ], [ "2026-04-22", 3388.0 ], [ "2026-04-23", 3385.0 ], [ "2026-04-24", 3392.0 ], [ "2026-04-27", 3394.0 ], [ "2026-04-28", 3378.0 ], [ "2026-04-29", 3407.0 ], [ "2026-04-30", 3425.0 ] ], "v1_signal": -1, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-04-02", "code": "HC2610", "close": 3295.0, "vol": 0.004446766883010706, "momentum": -1, "raw_contracts": [ "I2609", "J2609" ], "raw_cost_change": -3.51219512, "lookback_start": "2025-12-29", "regime": "震荡或弱趋势", "horizon": 5, "signal": 0, "ready": true, "score": 0.03375971, "predicted_change": 1.10607224, "threshold": 6.9885, "model_id": "2026-04-01-5", "reason": "信号不足，保持观望", "entry_date": "2026-04-03", "exit_date": "2026-04-10", "exit_idx": 1031, "status": "scored", "entry": 3298.0, "exit": 3273.0, "move": -25.0, "cost": 4.6571, "risk_scale": 32.76308463551988, "daily_closes": [ [ "2026-04-03", 3285.0 ], [ "2026-04-07", 3275.0 ], [ "2026-04-08", 3282.0 ], [ "2026-04-09", 3270.0 ], [ "2026-04-10", 3273.0 ] ], "v1_signal": -1, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-04-02", "code": "HC2610", "close": 3295.0, "vol": 0.004446766883010706, "momentum": -1, "raw_contracts": [ "I2609", "J2609" ], "raw_cost_change": -3.51219512, "lookback_start": "2025-12-29", "regime": "震荡或弱趋势", "horizon": 10, "signal": 0, "ready": true, "score": 0.02149692, "predicted_change": 0.99603804, "threshold": 9.26679973, "model_id": "2026-04-01-10", "reason": "信号不足，保持观望", "entry_date": "2026-04-03", "exit_date": "2026-04-17", "exit_idx": 1036, "status": "scored", "entry": 3298.0, "exit": 3324.0, "move": 26.0, "cost": 4.6622, "risk_scale": 46.333998636729795, "daily_closes": [ [ "2026-04-03", 3285.0 ], [ "2026-04-07", 3275.0 ], [ "2026-04-08", 3282.0 ], [ "2026-04-09", 3270.0 ], [ "2026-04-10", 3273.0 ], [ "2026-04-13", 3278.0 ], [ "2026-04-14", 3279.0 ], [ "2026-04-15", 3290.0 ], [ "2026-04-16", 3326.0 ], [ "2026-04-17", 3324.0 ] ], "v1_signal": -1, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-04-02", "code": "HC2610", "close": 3295.0, "vol": 0.004446766883010706, "momentum": -1, "raw_contracts": [ "I2609", "J2609" ], "raw_cost_change": -3.51219512, "lookback_start": "2025-12-29", "regime": "震荡或弱趋势", "horizon": 20, "signal": 0, "ready": true, "score": 0.11329101, "predicted_change": 7.42352604, "threshold": 13.10523385, "model_id": "2026-04-01-20", "reason": "信号不足，保持观望", "entry_date": "2026-04-03", "exit_date": "2026-05-06", "exit_idx": 1046, "status": "scored", "entry": 3298.0, "exit": 3493.0, "move": 195.0, "cost": 4.6791, "risk_scale": 65.52616927103976, "daily_closes": [ [ "2026-04-03", 3285.0 ], [ "2026-04-07", 3275.0 ], [ "2026-04-08", 3282.0 ], [ "2026-04-09", 3270.0 ], [ "2026-04-10", 3273.0 ], [ "2026-04-13", 3278.0 ], [ "2026-04-14", 3279.0 ], [ "2026-04-15", 3290.0 ], [ "2026-04-16", 3326.0 ], [ "2026-04-17", 3324.0 ], [ "2026-04-20", 3362.0 ], [ "2026-04-21", 3366.0 ], [ "2026-04-22", 3388.0 ], [ "2026-04-23", 3385.0 ], [ "2026-04-24", 3392.0 ], [ "2026-04-27", 3394.0 ], [ "2026-04-28", 3378.0 ], [ "2026-04-29", 3407.0 ], [ "2026-04-30", 3425.0 ], [ "2026-05-06", 3493.0 ] ], "v1_signal": -1, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-04-03", "code": "HC2610", "close": 3285.0, "vol": 0.004461751788302376, "momentum": -1, "raw_contracts": [ "I2609", "J2609" ], "raw_cost_change": -40.55284553, "lookback_start": "2025-12-30", "regime": "震荡或弱趋势", "horizon": 5, "signal": 0, "ready": true, "score": -0.07875005, "predicted_change": -2.5809324, "threshold": 6.9855, "model_id": "2026-04-01-5", "reason": "信号不足，保持观望", "entry_date": "2026-04-07", "exit_date": "2026-04-13", "exit_idx": 1032, "status": "scored", "entry": 3290.0, "exit": 3278.0, "move": -12.0, "cost": 4.6568000000000005, "risk_scale": 32.77372327687807, "daily_closes": [ [ "2026-04-07", 3275.0 ], [ "2026-04-08", 3282.0 ], [ "2026-04-09", 3270.0 ], [ "2026-04-10", 3273.0 ], [ "2026-04-13", 3278.0 ] ], "v1_signal": 0, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-04-03", "code": "HC2610", "close": 3285.0, "vol": 0.004461751788302376, "momentum": -1, "raw_contracts": [ "I2609", "J2609" ], "raw_cost_change": -40.55284553, "lookback_start": "2025-12-30", "regime": "震荡或弱趋势", "horizon": 10, "signal": 0, "ready": true, "score": -0.1140921, "predicted_change": -5.28805987, "threshold": 9.26980879, "model_id": "2026-04-01-10", "reason": "信号不足，保持观望", "entry_date": "2026-04-07", "exit_date": "2026-04-20", "exit_idx": 1037, "status": "scored", "entry": 3290.0, "exit": 3362.0, "move": 72.0, "cost": 4.6652000000000005, "risk_scale": 46.34904394762377, "daily_closes": [ [ "2026-04-07", 3275.0 ], [ "2026-04-08", 3282.0 ], [ "2026-04-09", 3270.0 ], [ "2026-04-10", 3273.0 ], [ "2026-04-13", 3278.0 ], [ "2026-04-14", 3279.0 ], [ "2026-04-15", 3290.0 ], [ "2026-04-16", 3326.0 ], [ "2026-04-17", 3324.0 ], [ "2026-04-20", 3362.0 ] ], "v1_signal": 0, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-04-03", "code": "HC2610", "close": 3285.0, "vol": 0.004461751788302376, "momentum": -1, "raw_contracts": [ "I2609", "J2609" ], "raw_cost_change": -40.55284553, "lookback_start": "2025-12-30", "regime": "震荡或弱趋势", "horizon": 20, "signal": 0, "ready": true, "score": -0.06488267, "predicted_change": -4.25289349, "threshold": 13.10948931, "model_id": "2026-04-01-20", "reason": "信号不足，保持观望", "entry_date": "2026-04-07", "exit_date": "2026-05-07", "exit_idx": 1047, "status": "scored", "entry": 3290.0, "exit": 3492.0, "move": 202.0, "cost": 4.6782, "risk_scale": 65.54744655375615, "daily_closes": [ [ "2026-04-07", 3275.0 ], [ "2026-04-08", 3282.0 ], [ "2026-04-09", 3270.0 ], [ "2026-04-10", 3273.0 ], [ "2026-04-13", 3278.0 ], [ "2026-04-14", 3279.0 ], [ "2026-04-15", 3290.0 ], [ "2026-04-16", 3326.0 ], [ "2026-04-17", 3324.0 ], [ "2026-04-20", 3362.0 ], [ "2026-04-21", 3366.0 ], [ "2026-04-22", 3388.0 ], [ "2026-04-23", 3385.0 ], [ "2026-04-24", 3392.0 ], [ "2026-04-27", 3394.0 ], [ "2026-04-28", 3378.0 ], [ "2026-04-29", 3407.0 ], [ "2026-04-30", 3425.0 ], [ "2026-05-06", 3493.0 ], [ "2026-05-07", 3492.0 ] ], "v1_signal": 0, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-04-07", "code": "HC2610", "close": 3275.0, "vol": 0.0036865125006519143, "momentum": -1, "raw_contracts": [ "I2609", "J2609" ], "raw_cost_change": -118.63414634, "lookback_start": "2025-12-31", "regime": "震荡或弱趋势", "horizon": 5, "signal": 0, "ready": true, "score": -0.20245125, "predicted_change": -5.46553252, "threshold": 6.9825, "model_id": "2026-04-01-5", "reason": "信号不足，保持观望", "entry_date": "2026-04-08", "exit_date": "2026-04-14", "exit_idx": 1033, "status": "scored", "entry": 3280.0, "exit": 3279.0, "move": -1.0, "cost": 4.6559, "risk_scale": 26.996783105705372, "daily_closes": [ [ "2026-04-08", 3282.0 ], [ "2026-04-09", 3270.0 ], [ "2026-04-10", 3273.0 ], [ "2026-04-13", 3278.0 ], [ "2026-04-14", 3279.0 ] ], "v1_signal": 0, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-04-07", "code": "HC2610", "close": 3275.0, "vol": 0.0036865125006519143, "momentum": -1, "raw_contracts": [ "I2609", "J2609" ], "raw_cost_change": -118.63414634, "lookback_start": "2025-12-31", "regime": "震荡或弱趋势", "horizon": 10, "signal": -1, "ready": true, "score": -0.31672038, "predicted_change": -12.09213608, "threshold": 7.63584336, "model_id": "2026-04-01-10", "reason": "信号超过风险与费用门槛", "entry_date": "2026-04-08", "exit_date": "2026-04-21", "exit_idx": 1038, "status": "scored", "entry": 3280.0, "exit": 3366.0, "move": 86.0, "cost": 4.6646, "risk_scale": 38.17921680853338, "daily_closes": [ [ "2026-04-08", 3282.0 ], [ "2026-04-09", 3270.0 ], [ "2026-04-10", 3273.0 ], [ "2026-04-13", 3278.0 ], [ "2026-04-14", 3279.0 ], [ "2026-04-15", 3290.0 ], [ "2026-04-16", 3326.0 ], [ "2026-04-17", 3324.0 ], [ "2026-04-20", 3362.0 ], [ "2026-04-21", 3366.0 ] ], "v1_signal": 0, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-04-07", "code": "HC2610", "close": 3275.0, "vol": 0.0036865125006519143, "momentum": -1, "raw_contracts": [ "I2609", "J2609" ], "raw_cost_change": -118.63414634, "lookback_start": "2025-12-31", "regime": "震荡或弱趋势", "horizon": 20, "signal": -1, "ready": true, "score": -0.3896138, "predicted_change": -21.03663861, "threshold": 10.79871324, "model_id": "2026-04-01-20", "reason": "信号超过风险与费用门槛", "entry_date": "2026-04-08", "exit_date": "2026-05-08", "exit_idx": 1048, "status": "scored", "entry": 3280.0, "exit": 3473.0, "move": 193.0, "cost": 4.6753, "risk_scale": 53.993566211410744, "daily_closes": [ [ "2026-04-08", 3282.0 ], [ "2026-04-09", 3270.0 ], [ "2026-04-10", 3273.0 ], [ "2026-04-13", 3278.0 ], [ "2026-04-14", 3279.0 ], [ "2026-04-15", 3290.0 ], [ "2026-04-16", 3326.0 ], [ "2026-04-17", 3324.0 ], [ "2026-04-20", 3362.0 ], [ "2026-04-21", 3366.0 ], [ "2026-04-22", 3388.0 ], [ "2026-04-23", 3385.0 ], [ "2026-04-24", 3392.0 ], [ "2026-04-27", 3394.0 ], [ "2026-04-28", 3378.0 ], [ "2026-04-29", 3407.0 ], [ "2026-04-30", 3425.0 ], [ "2026-05-06", 3493.0 ], [ "2026-05-07", 3492.0 ], [ "2026-05-08", 3473.0 ] ], "v1_signal": 0, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-04-08", "code": "HC2610", "close": 3282.0, "vol": 0.0035822965356989687, "momentum": -1, "raw_contracts": [ "I2609", "J2609" ], "raw_cost_change": -104.68292683, "lookback_start": "2026-01-05", "regime": "震荡或弱趋势", "horizon": 5, "signal": 0, "ready": true, "score": -0.24618644, "predicted_change": -6.4721599, "threshold": 6.9846, "model_id": "2026-04-01-5", "reason": "信号不足，保持观望", "entry_date": "2026-04-09", "exit_date": "2026-04-15", "exit_idx": 1034, "status": "scored", "entry": 3282.0, "exit": 3290.0, "move": 8.0, "cost": 4.6572, "risk_scale": 26.28966862472123, "daily_closes": [ [ "2026-04-09", 3270.0 ], [ "2026-04-10", 3273.0 ], [ "2026-04-13", 3278.0 ], [ "2026-04-14", 3279.0 ], [ "2026-04-15", 3290.0 ] ], "v1_signal": 0, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-04-08", "code": "HC2610", "close": 3282.0, "vol": 0.0035822965356989687, "momentum": -1, "raw_contracts": [ "I2609", "J2609" ], "raw_cost_change": -104.68292683, "lookback_start": "2026-01-05", "regime": "震荡或弱趋势", "horizon": 10, "signal": -1, "ready": true, "score": -0.3688766, "predicted_change": -13.71453912, "threshold": 7.43584118, "model_id": "2026-04-01-10", "reason": "信号超过风险与费用门槛", "entry_date": "2026-04-09", "exit_date": "2026-04-22", "exit_idx": 1039, "status": "scored", "entry": 3282.0, "exit": 3388.0, "move": 106.0, "cost": 4.667, "risk_scale": 37.1792059193752, "daily_closes": [ [ "2026-04-09", 3270.0 ], [ "2026-04-10", 3273.0 ], [ "2026-04-13", 3278.0 ], [ "2026-04-14", 3279.0 ], [ "2026-04-15", 3290.0 ], [ "2026-04-16", 3326.0 ], [ "2026-04-17", 3324.0 ], [ "2026-04-20", 3362.0 ], [ "2026-04-21", 3366.0 ], [ "2026-04-22", 3388.0 ] ], "v1_signal": 0, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-04-08", "code": "HC2610", "close": 3282.0, "vol": 0.0035822965356989687, "momentum": -1, "raw_contracts": [ "I2609", "J2609" ], "raw_cost_change": -104.68292683, "lookback_start": "2026-01-05", "regime": "震荡或弱趋势", "horizon": 20, "signal": -1, "ready": true, "score": -0.41370285, "predicted_change": -21.75222175, "threshold": 10.51586745, "model_id": "2026-04-01-20", "reason": "信号超过风险与费用门槛", "entry_date": "2026-04-09", "exit_date": "2026-05-11", "exit_idx": 1049, "status": "scored", "entry": 3282.0, "exit": 3497.0, "move": 215.0, "cost": 4.6779, "risk_scale": 52.57933724944246, "daily_closes": [ [ "2026-04-09", 3270.0 ], [ "2026-04-10", 3273.0 ], [ "2026-04-13", 3278.0 ], [ "2026-04-14", 3279.0 ], [ "2026-04-15", 3290.0 ], [ "2026-04-16", 3326.0 ], [ "2026-04-17", 3324.0 ], [ "2026-04-20", 3362.0 ], [ "2026-04-21", 3366.0 ], [ "2026-04-22", 3388.0 ], [ "2026-04-23", 3385.0 ], [ "2026-04-24", 3392.0 ], [ "2026-04-27", 3394.0 ], [ "2026-04-28", 3378.0 ], [ "2026-04-29", 3407.0 ], [ "2026-04-30", 3425.0 ], [ "2026-05-06", 3493.0 ], [ "2026-05-07", 3492.0 ], [ "2026-05-08", 3473.0 ], [ "2026-05-11", 3497.0 ] ], "v1_signal": 0, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-04-09", "code": "HC2610", "close": 3270.0, "vol": 0.003616678336405625, "momentum": -1, "raw_contracts": [ "I2609", "J2609" ], "raw_cost_change": -118.99186992, "lookback_start": "2026-01-06", "regime": "震荡或弱趋势", "horizon": 5, "signal": 0, "ready": true, "score": -0.25169803, "predicted_change": -6.65614008, "threshold": 6.981, "model_id": "2026-04-01-5", "reason": "信号不足，保持观望", "entry_date": "2026-04-10", "exit_date": "2026-04-16", "exit_idx": 1035, "status": "scored", "entry": 3270.0, "exit": 3326.0, "move": 56.0, "cost": 4.6596, "risk_scale": 26.444943264359026, "daily_closes": [ [ "2026-04-10", 3273.0 ], [ "2026-04-13", 3278.0 ], [ "2026-04-14", 3279.0 ], [ "2026-04-15", 3290.0 ], [ "2026-04-16", 3326.0 ] ], "v1_signal": 0, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-04-09", "code": "HC2610", "close": 3270.0, "vol": 0.003616678336405625, "momentum": -1, "raw_contracts": [ "I2609", "J2609" ], "raw_cost_change": -118.99186992, "lookback_start": "2026-01-06", "regime": "震荡或弱趋势", "horizon": 10, "signal": -1, "ready": true, "score": -0.3859604, "predicted_change": -14.43445479, "threshold": 7.47975948, "model_id": "2026-04-01-10", "reason": "信号超过风险与费用门槛", "entry_date": "2026-04-10", "exit_date": "2026-04-23", "exit_idx": 1040, "status": "scored", "entry": 3270.0, "exit": 3385.0, "move": 115.0, "cost": 4.6655, "risk_scale": 37.39879742064356, "daily_closes": [ [ "2026-04-10", 3273.0 ], [ "2026-04-13", 3278.0 ], [ "2026-04-14", 3279.0 ], [ "2026-04-15", 3290.0 ], [ "2026-04-16", 3326.0 ], [ "2026-04-17", 3324.0 ], [ "2026-04-20", 3362.0 ], [ "2026-04-21", 3366.0 ], [ "2026-04-22", 3388.0 ], [ "2026-04-23", 3385.0 ] ], "v1_signal": 0, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-04-09", "code": "HC2610", "close": 3270.0, "vol": 0.003616678336405625, "momentum": -1, "raw_contracts": [ "I2609", "J2609" ], "raw_cost_change": -118.99186992, "lookback_start": "2026-01-06", "regime": "震荡或弱趋势", "horizon": 20, "signal": -1, "ready": true, "score": -0.43063741, "predicted_change": -22.77636349, "threshold": 10.57797731, "model_id": "2026-04-01-20", "reason": "信号超过风险与费用门槛", "entry_date": "2026-04-10", "exit_date": "2026-05-12", "exit_idx": 1050, "status": "scored", "entry": 3270.0, "exit": 3471.0, "move": 201.0, "cost": 4.6741, "risk_scale": 52.88988652871805, "daily_closes": [ [ "2026-04-10", 3273.0 ], [ "2026-04-13", 3278.0 ], [ "2026-04-14", 3279.0 ], [ "2026-04-15", 3290.0 ], [ "2026-04-16", 3326.0 ], [ "2026-04-17", 3324.0 ], [ "2026-04-20", 3362.0 ], [ "2026-04-21", 3366.0 ], [ "2026-04-22", 3388.0 ], [ "2026-04-23", 3385.0 ], [ "2026-04-24", 3392.0 ], [ "2026-04-27", 3394.0 ], [ "2026-04-28", 3378.0 ], [ "2026-04-29", 3407.0 ], [ "2026-04-30", 3425.0 ], [ "2026-05-06", 3493.0 ], [ "2026-05-07", 3492.0 ], [ "2026-05-08", 3473.0 ], [ "2026-05-11", 3497.0 ], [ "2026-05-12", 3471.0 ] ], "v1_signal": 0, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-04-10", "code": "HC2610", "close": 3273.0, "vol": 0.00359652483934847, "momentum": -1, "raw_contracts": [ "I2609", "J2609" ], "raw_cost_change": -132.22764228, "lookback_start": "2026-01-07", "regime": "震荡或弱趋势", "horizon": 5, "signal": 0, "ready": true, "score": -0.24959846, "predicted_change": -6.56985784, "threshold": 6.9819, "model_id": "2026-04-01-5", "reason": "信号不足，保持观望", "entry_date": "2026-04-13", "exit_date": "2026-04-17", "exit_idx": 1036, "status": "scored", "entry": 3275.0, "exit": 3324.0, "move": 49.0, "cost": 4.6599, "risk_scale": 26.321708279078134, "daily_closes": [ [ "2026-04-13", 3278.0 ], [ "2026-04-14", 3279.0 ], [ "2026-04-15", 3290.0 ], [ "2026-04-16", 3326.0 ], [ "2026-04-17", 3324.0 ] ], "v1_signal": -1, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-04-10", "code": "HC2610", "close": 3273.0, "vol": 0.00359652483934847, "momentum": -1, "raw_contracts": [ "I2609", "J2609" ], "raw_cost_change": -132.22764228, "lookback_start": "2026-01-07", "regime": "震荡或弱趋势", "horizon": 10, "signal": -1, "ready": true, "score": -0.31260034, "predicted_change": -11.63639659, "threshold": 7.44490337, "model_id": "2026-04-01-10", "reason": "信号超过风险与费用门槛", "entry_date": "2026-04-13", "exit_date": "2026-04-24", "exit_idx": 1041, "status": "scored", "entry": 3275.0, "exit": 3392.0, "move": 117.0, "cost": 4.6667000000000005, "risk_scale": 37.22451683310047, "daily_closes": [ [ "2026-04-13", 3278.0 ], [ "2026-04-14", 3279.0 ], [ "2026-04-15", 3290.0 ], [ "2026-04-16", 3326.0 ], [ "2026-04-17", 3324.0 ], [ "2026-04-20", 3362.0 ], [ "2026-04-21", 3366.0 ], [ "2026-04-22", 3388.0 ], [ "2026-04-23", 3385.0 ], [ "2026-04-24", 3392.0 ] ], "v1_signal": -1, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-04-10", "code": "HC2610", "close": 3273.0, "vol": 0.00359652483934847, "momentum": -1, "raw_contracts": [ "I2609", "J2609" ], "raw_cost_change": -132.22764228, "lookback_start": "2026-01-07", "regime": "震荡或弱趋势", "horizon": 20, "signal": -1, "ready": true, "score": -0.2682704, "predicted_change": -14.12267017, "threshold": 10.52868331, "model_id": "2026-04-01-20", "reason": "信号超过风险与费用门槛", "entry_date": "2026-04-13", "exit_date": "2026-05-13", "exit_idx": 1051, "status": "scored", "entry": 3275.0, "exit": 3481.0, "move": 206.0, "cost": 4.6756, "risk_scale": 52.64341655815627, "daily_closes": [ [ "2026-04-13", 3278.0 ], [ "2026-04-14", 3279.0 ], [ "2026-04-15", 3290.0 ], [ "2026-04-16", 3326.0 ], [ "2026-04-17", 3324.0 ], [ "2026-04-20", 3362.0 ], [ "2026-04-21", 3366.0 ], [ "2026-04-22", 3388.0 ], [ "2026-04-23", 3385.0 ], [ "2026-04-24", 3392.0 ], [ "2026-04-27", 3394.0 ], [ "2026-04-28", 3378.0 ], [ "2026-04-29", 3407.0 ], [ "2026-04-30", 3425.0 ], [ "2026-05-06", 3493.0 ], [ "2026-05-07", 3492.0 ], [ "2026-05-08", 3473.0 ], [ "2026-05-11", 3497.0 ], [ "2026-05-12", 3471.0 ], [ "2026-05-13", 3481.0 ] ], "v1_signal": -1, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-04-13", "code": "HC2610", "close": 3278.0, "vol": 0.003371681229308651, "momentum": -1, "raw_contracts": [ "I2609", "J2609" ], "raw_cost_change": -102.21138211, "lookback_start": "2026-01-08", "regime": "震荡或弱趋势", "horizon": 5, "signal": 0, "ready": true, "score": -0.22679206, "predicted_change": -5.6049056, "threshold": 6.9834, "model_id": "2026-04-01-5", "reason": "信号不足，保持观望", "entry_date": "2026-04-14", "exit_date": "2026-04-20", "exit_idx": 1037, "status": "scored", "entry": 3282.0, "exit": 3362.0, "move": 80.0, "cost": 4.6644, "risk_scale": 24.71385302434259, "daily_closes": [ [ "2026-04-14", 3279.0 ], [ "2026-04-15", 3290.0 ], [ "2026-04-16", 3326.0 ], [ "2026-04-17", 3324.0 ], [ "2026-04-20", 3362.0 ] ], "v1_signal": -1, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-04-13", "code": "HC2610", "close": 3278.0, "vol": 0.003371681229308651, "momentum": -1, "raw_contracts": [ "I2609", "J2609" ], "raw_cost_change": -102.21138211, "lookback_start": "2026-01-08", "regime": "震荡或弱趋势", "horizon": 10, "signal": -1, "ready": true, "score": -0.3292048, "predicted_change": -11.50592708, "threshold": 6.99013323, "model_id": "2026-04-01-10", "reason": "信号超过风险与费用门槛", "entry_date": "2026-04-14", "exit_date": "2026-04-27", "exit_idx": 1042, "status": "scored", "entry": 3282.0, "exit": 3394.0, "move": 112.0, "cost": 4.6676, "risk_scale": 34.95066612552063, "daily_closes": [ [ "2026-04-14", 3279.0 ], [ "2026-04-15", 3290.0 ], [ "2026-04-16", 3326.0 ], [ "2026-04-17", 3324.0 ], [ "2026-04-20", 3362.0 ], [ "2026-04-21", 3366.0 ], [ "2026-04-22", 3388.0 ], [ "2026-04-23", 3385.0 ], [ "2026-04-24", 3392.0 ], [ "2026-04-27", 3394.0 ] ], "v1_signal": -1, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-04-13", "code": "HC2610", "close": 3278.0, "vol": 0.003371681229308651, "momentum": -1, "raw_contracts": [ "I2609", "J2609" ], "raw_cost_change": -102.21138211, "lookback_start": "2026-01-08", "regime": "震荡或弱趋势", "horizon": 20, "signal": -1, "ready": true, "score": -0.28793575, "predicted_change": -14.23200368, "threshold": 9.88554121, "model_id": "2026-04-01-20", "reason": "信号超过风险与费用门槛", "entry_date": "2026-04-14", "exit_date": "2026-05-14", "exit_idx": 1052, "status": "scored", "entry": 3282.0, "exit": 3478.0, "move": 196.0, "cost": 4.676, "risk_scale": 49.42770604868518, "daily_closes": [ [ "2026-04-14", 3279.0 ], [ "2026-04-15", 3290.0 ], [ "2026-04-16", 3326.0 ], [ "2026-04-17", 3324.0 ], [ "2026-04-20", 3362.0 ], [ "2026-04-21", 3366.0 ], [ "2026-04-22", 3388.0 ], [ "2026-04-23", 3385.0 ], [ "2026-04-24", 3392.0 ], [ "2026-04-27", 3394.0 ], [ "2026-04-28", 3378.0 ], [ "2026-04-29", 3407.0 ], [ "2026-04-30", 3425.0 ], [ "2026-05-06", 3493.0 ], [ "2026-05-07", 3492.0 ], [ "2026-05-08", 3473.0 ], [ "2026-05-11", 3497.0 ], [ "2026-05-12", 3471.0 ], [ "2026-05-13", 3481.0 ], [ "2026-05-14", 3478.0 ] ], "v1_signal": -1, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-04-14", "code": "HC2610", "close": 3279.0, "vol": 0.0033717041835678273, "momentum": -1, "raw_contracts": [ "I2609", "J2609" ], "raw_cost_change": -121.49593496, "lookback_start": "2026-01-09", "regime": "震荡或弱趋势", "horizon": 5, "signal": -1, "ready": true, "score": -0.33641133, "predicted_change": -8.31661301, "threshold": 6.9837, "model_id": "2026-04-01-5", "reason": "信号超过风险与费用门槛", "entry_date": "2026-04-15", "exit_date": "2026-04-21", "exit_idx": 1038, "status": "scored", "entry": 3277.0, "exit": 3366.0, "move": 89.0, "cost": 4.6643, "risk_scale": 24.721560634933663, "daily_closes": [ [ "2026-04-15", 3290.0 ], [ "2026-04-16", 3326.0 ], [ "2026-04-17", 3324.0 ], [ "2026-04-20", 3362.0 ], [ "2026-04-21", 3366.0 ] ], "v1_signal": -1, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-04-14", "code": "HC2610", "close": 3279.0, "vol": 0.0033717041835678273, "momentum": -1, "raw_contracts": [ "I2609", "J2609" ], "raw_cost_change": -121.49593496, "lookback_start": "2026-01-09", "regime": "震荡或弱趋势", "horizon": 10, "signal": -1, "ready": true, "score": -0.44898384, "predicted_change": -15.69717831, "threshold": 6.99231327, "model_id": "2026-04-01-10", "reason": "信号超过风险与费用门槛", "entry_date": "2026-04-15", "exit_date": "2026-04-28", "exit_idx": 1043, "status": "scored", "entry": 3277.0, "exit": 3378.0, "move": 101.0, "cost": 4.6655, "risk_scale": 34.96156633295201, "daily_closes": [ [ "2026-04-15", 3290.0 ], [ "2026-04-16", 3326.0 ], [ "2026-04-17", 3324.0 ], [ "2026-04-20", 3362.0 ], [ "2026-04-21", 3366.0 ], [ "2026-04-22", 3388.0 ], [ "2026-04-23", 3385.0 ], [ "2026-04-24", 3392.0 ], [ "2026-04-27", 3394.0 ], [ "2026-04-28", 3378.0 ] ], "v1_signal": -1, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-04-14", "code": "HC2610", "close": 3279.0, "vol": 0.0033717041835678273, "momentum": -1, "raw_contracts": [ "I2609", "J2609" ], "raw_cost_change": -121.49593496, "lookback_start": "2026-01-09", "regime": "震荡或弱趋势", "horizon": 20, "signal": -1, "ready": true, "score": -0.44466827, "predicted_change": -21.98578739, "threshold": 9.88862425, "model_id": "2026-04-01-20", "reason": "信号超过风险与费用门槛", "entry_date": "2026-04-15", "exit_date": "2026-05-15", "exit_idx": 1053, "status": "scored", "entry": 3277.0, "exit": 3446.0, "move": 169.0, "cost": 4.6723, "risk_scale": 49.443121269867326, "daily_closes": [ [ "2026-04-15", 3290.0 ], [ "2026-04-16", 3326.0 ], [ "2026-04-17", 3324.0 ], [ "2026-04-20", 3362.0 ], [ "2026-04-21", 3366.0 ], [ "2026-04-22", 3388.0 ], [ "2026-04-23", 3385.0 ], [ "2026-04-24", 3392.0 ], [ "2026-04-27", 3394.0 ], [ "2026-04-28", 3378.0 ], [ "2026-04-29", 3407.0 ], [ "2026-04-30", 3425.0 ], [ "2026-05-06", 3493.0 ], [ "2026-05-07", 3492.0 ], [ "2026-05-08", 3473.0 ], [ "2026-05-11", 3497.0 ], [ "2026-05-12", 3471.0 ], [ "2026-05-13", 3481.0 ], [ "2026-05-14", 3478.0 ], [ "2026-05-15", 3446.0 ] ], "v1_signal": -1, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-04-15", "code": "HC2610", "close": 3290.0, "vol": 0.003373112132876736, "momentum": -1, "raw_contracts": [ "I2609", "J2609" ], "raw_cost_change": -45.07317073, "lookback_start": "2026-01-12", "regime": "震荡或弱趋势", "horizon": 5, "signal": 0, "ready": true, "score": -0.20382547, "predicted_change": -5.05789887, "threshold": 6.987, "model_id": "2026-04-01-5", "reason": "信号不足，保持观望", "entry_date": "2026-04-16", "exit_date": "2026-04-22", "exit_idx": 1039, "status": "scored", "entry": 3290.0, "exit": 3388.0, "move": 98.0, "cost": 4.6678, "risk_scale": 24.814851401729143, "daily_closes": [ [ "2026-04-16", 3326.0 ], [ "2026-04-17", 3324.0 ], [ "2026-04-20", 3362.0 ], [ "2026-04-21", 3366.0 ], [ "2026-04-22", 3388.0 ] ], "v1_signal": -1, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-04-15", "code": "HC2610", "close": 3290.0, "vol": 0.003373112132876736, "momentum": -1, "raw_contracts": [ "I2609", "J2609" ], "raw_cost_change": -45.07317073, "lookback_start": "2026-01-12", "regime": "震荡或弱趋势", "horizon": 10, "signal": -1, "ready": true, "score": -0.24902318, "predicted_change": -8.73909467, "threshold": 7.01869988, "model_id": "2026-04-01-10", "reason": "信号超过风险与费用门槛", "entry_date": "2026-04-16", "exit_date": "2026-04-29", "exit_idx": 1044, "status": "scored", "entry": 3290.0, "exit": 3407.0, "move": 117.0, "cost": 4.6697, "risk_scale": 35.09349940059836, "daily_closes": [ [ "2026-04-16", 3326.0 ], [ "2026-04-17", 3324.0 ], [ "2026-04-20", 3362.0 ], [ "2026-04-21", 3366.0 ], [ "2026-04-22", 3388.0 ], [ "2026-04-23", 3385.0 ], [ "2026-04-24", 3392.0 ], [ "2026-04-27", 3394.0 ], [ "2026-04-28", 3378.0 ], [ "2026-04-29", 3407.0 ] ], "v1_signal": -1, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-04-15", "code": "HC2610", "close": 3290.0, "vol": 0.003373112132876736, "momentum": -1, "raw_contracts": [ "I2609", "J2609" ], "raw_cost_change": -45.07317073, "lookback_start": "2026-01-12", "regime": "震荡或弱趋势", "horizon": 20, "signal": 0, "ready": true, "score": -0.16696518, "predicted_change": -8.28643236, "threshold": 9.92594056, "model_id": "2026-04-01-20", "reason": "信号不足，保持观望", "entry_date": "2026-04-16", "exit_date": "2026-05-18", "exit_idx": 1054, "status": "scored", "entry": 3290.0, "exit": 3429.0, "move": 139.0, "cost": 4.6719, "risk_scale": 49.62970280345829, "daily_closes": [ [ "2026-04-16", 3326.0 ], [ "2026-04-17", 3324.0 ], [ "2026-04-20", 3362.0 ], [ "2026-04-21", 3366.0 ], [ "2026-04-22", 3388.0 ], [ "2026-04-23", 3385.0 ], [ "2026-04-24", 3392.0 ], [ "2026-04-27", 3394.0 ], [ "2026-04-28", 3378.0 ], [ "2026-04-29", 3407.0 ], [ "2026-04-30", 3425.0 ], [ "2026-05-06", 3493.0 ], [ "2026-05-07", 3492.0 ], [ "2026-05-08", 3473.0 ], [ "2026-05-11", 3497.0 ], [ "2026-05-12", 3471.0 ], [ "2026-05-13", 3481.0 ], [ "2026-05-14", 3478.0 ], [ "2026-05-15", 3446.0 ], [ "2026-05-18", 3429.0 ] ], "v1_signal": -1, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-04-16", "code": "HC2610", "close": 3326.0, "vol": 0.004208743611602752, "momentum": 1, "raw_contracts": [ "I2609", "J2609" ], "raw_cost_change": 3.44715447, "lookback_start": "2026-01-13", "regime": "震荡或弱趋势", "horizon": 5, "signal": -1, "ready": true, "score": -0.36963962, "predicted_change": -11.57012982, "threshold": 6.9978, "model_id": "2026-04-01-5", "reason": "信号超过风险与费用门槛", "entry_date": "2026-04-17", "exit_date": "2026-04-23", "exit_idx": 1040, "status": "scored", "entry": 3326.0, "exit": 3385.0, "move": 59.0, "cost": 4.6711, "risk_scale": 31.301108448059402, "daily_closes": [ [ "2026-04-17", 3324.0 ], [ "2026-04-20", 3362.0 ], [ "2026-04-21", 3366.0 ], [ "2026-04-22", 3388.0 ], [ "2026-04-23", 3385.0 ] ], "v1_signal": 0, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-04-16", "code": "HC2610", "close": 3326.0, "vol": 0.004208743611602752, "momentum": 1, "raw_contracts": [ "I2609", "J2609" ], "raw_cost_change": 3.44715447, "lookback_start": "2026-01-13", "regime": "震荡或弱趋势", "horizon": 10, "signal": -1, "ready": true, "score": -0.42001287, "predicted_change": -18.59247968, "threshold": 8.85329042, "model_id": "2026-04-01-10", "reason": "信号超过风险与费用门槛", "entry_date": "2026-04-17", "exit_date": "2026-04-30", "exit_idx": 1045, "status": "scored", "entry": 3326.0, "exit": 3425.0, "move": 99.0, "cost": 4.6751000000000005, "risk_scale": 44.26645208455667, "daily_closes": [ [ "2026-04-17", 3324.0 ], [ "2026-04-20", 3362.0 ], [ "2026-04-21", 3366.0 ], [ "2026-04-22", 3388.0 ], [ "2026-04-23", 3385.0 ], [ "2026-04-24", 3392.0 ], [ "2026-04-27", 3394.0 ], [ "2026-04-28", 3378.0 ], [ "2026-04-29", 3407.0 ], [ "2026-04-30", 3425.0 ] ], "v1_signal": 0, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-04-16", "code": "HC2610", "close": 3326.0, "vol": 0.004208743611602752, "momentum": 1, "raw_contracts": [ "I2609", "J2609" ], "raw_cost_change": 3.44715447, "lookback_start": "2026-01-13", "regime": "震荡或弱趋势", "horizon": 20, "signal": -1, "ready": true, "score": -0.26777947, "predicted_change": -16.76358861, "threshold": 12.52044338, "model_id": "2026-04-01-20", "reason": "信号超过风险与费用门槛", "entry_date": "2026-04-17", "exit_date": "2026-05-19", "exit_idx": 1055, "status": "scored", "entry": 3326.0, "exit": 3428.0, "move": 102.0, "cost": 4.6754, "risk_scale": 62.602216896118804, "daily_closes": [ [ "2026-04-17", 3324.0 ], [ "2026-04-20", 3362.0 ], [ "2026-04-21", 3366.0 ], [ "2026-04-22", 3388.0 ], [ "2026-04-23", 3385.0 ], [ "2026-04-24", 3392.0 ], [ "2026-04-27", 3394.0 ], [ "2026-04-28", 3378.0 ], [ "2026-04-29", 3407.0 ], [ "2026-04-30", 3425.0 ], [ "2026-05-06", 3493.0 ], [ "2026-05-07", 3492.0 ], [ "2026-05-08", 3473.0 ], [ "2026-05-11", 3497.0 ], [ "2026-05-12", 3471.0 ], [ "2026-05-13", 3481.0 ], [ "2026-05-14", 3478.0 ], [ "2026-05-15", 3446.0 ], [ "2026-05-18", 3429.0 ], [ "2026-05-19", 3428.0 ] ], "v1_signal": 0, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-04-17", "code": "HC2610", "close": 3324.0, "vol": 0.004199975895679636, "momentum": 1, "raw_contracts": [ "I2609", "J2609" ], "raw_cost_change": -6.79674797, "lookback_start": "2026-01-14", "regime": "震荡或弱趋势", "horizon": 5, "signal": -1, "ready": true, "score": -0.33507693, "predicted_change": -10.46013622, "threshold": 6.9972, "model_id": "2026-04-01-5", "reason": "信号超过风险与费用门槛", "entry_date": "2026-04-20", "exit_date": "2026-04-24", "exit_idx": 1041, "status": "scored", "entry": 3320.0, "exit": 3392.0, "move": 72.0, "cost": 4.6712, "risk_scale": 31.21711866033917, "daily_closes": [ [ "2026-04-20", 3362.0 ], [ "2026-04-21", 3366.0 ], [ "2026-04-22", 3388.0 ], [ "2026-04-23", 3385.0 ], [ "2026-04-24", 3392.0 ] ], "v1_signal": -1, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-04-17", "code": "HC2610", "close": 3324.0, "vol": 0.004199975895679636, "momentum": 1, "raw_contracts": [ "I2609", "J2609" ], "raw_cost_change": -6.79674797, "lookback_start": "2026-01-14", "regime": "震荡或弱趋势", "horizon": 10, "signal": -1, "ready": true, "score": -0.36817543, "predicted_change": -16.25408848, "threshold": 8.82953452, "model_id": "2026-04-01-10", "reason": "信号超过风险与费用门槛", "entry_date": "2026-04-20", "exit_date": "2026-05-06", "exit_idx": 1046, "status": "scored", "entry": 3320.0, "exit": 3493.0, "move": 173.0, "cost": 4.6813, "risk_scale": 44.14767258766188, "daily_closes": [ [ "2026-04-20", 3362.0 ], [ "2026-04-21", 3366.0 ], [ "2026-04-22", 3388.0 ], [ "2026-04-23", 3385.0 ], [ "2026-04-24", 3392.0 ], [ "2026-04-27", 3394.0 ], [ "2026-04-28", 3378.0 ], [ "2026-04-29", 3407.0 ], [ "2026-04-30", 3425.0 ], [ "2026-05-06", 3493.0 ] ], "v1_signal": -1, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-04-17", "code": "HC2610", "close": 3324.0, "vol": 0.004199975895679636, "momentum": 1, "raw_contracts": [ "I2609", "J2609" ], "raw_cost_change": -6.79674797, "lookback_start": "2026-01-14", "regime": "震荡或弱趋势", "horizon": 20, "signal": -1, "ready": true, "score": -0.24064045, "predicted_change": -15.0242032, "threshold": 12.48684746, "model_id": "2026-04-01-20", "reason": "信号超过风险与费用门槛", "entry_date": "2026-04-20", "exit_date": "2026-05-20", "exit_idx": 1056, "status": "scored", "entry": 3320.0, "exit": 3418.0, "move": 98.0, "cost": 4.6738, "risk_scale": 62.43423732067834, "daily_closes": [ [ "2026-04-20", 3362.0 ], [ "2026-04-21", 3366.0 ], [ "2026-04-22", 3388.0 ], [ "2026-04-23", 3385.0 ], [ "2026-04-24", 3392.0 ], [ "2026-04-27", 3394.0 ], [ "2026-04-28", 3378.0 ], [ "2026-04-29", 3407.0 ], [ "2026-04-30", 3425.0 ], [ "2026-05-06", 3493.0 ], [ "2026-05-07", 3492.0 ], [ "2026-05-08", 3473.0 ], [ "2026-05-11", 3497.0 ], [ "2026-05-12", 3471.0 ], [ "2026-05-13", 3481.0 ], [ "2026-05-14", 3478.0 ], [ "2026-05-15", 3446.0 ], [ "2026-05-18", 3429.0 ], [ "2026-05-19", 3428.0 ], [ "2026-05-20", 3418.0 ] ], "v1_signal": -1, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-04-20", "code": "HC2610", "close": 3362.0, "vol": 0.004865019013140065, "momentum": 1, "raw_contracts": [ "I2609", "J2609" ], "raw_cost_change": 57.56097561, "lookback_start": "2026-01-15", "regime": "震荡或弱趋势", "horizon": 5, "signal": -1, "ready": true, "score": -0.26874696, "predicted_change": -9.82903332, "threshold": 7.31471229, "model_id": "2026-04-01-5", "reason": "信号超过风险与费用门槛", "entry_date": "2026-04-21", "exit_date": "2026-04-27", "exit_idx": 1042, "status": "scored", "entry": 3362.0, "exit": 3394.0, "move": 32.0, "cost": 4.6756, "risk_scale": 36.57356146315645, "daily_closes": [ [ "2026-04-21", 3366.0 ], [ "2026-04-22", 3388.0 ], [ "2026-04-23", 3385.0 ], [ "2026-04-24", 3392.0 ], [ "2026-04-27", 3394.0 ] ], "v1_signal": 0, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-04-20", "code": "HC2610", "close": 3362.0, "vol": 0.004865019013140065, "momentum": 1, "raw_contracts": [ "I2609", "J2609" ], "raw_cost_change": 57.56097561, "lookback_start": "2026-01-15", "regime": "震荡或弱趋势", "horizon": 10, "signal": -1, "ready": true, "score": -0.31165787, "predicted_change": -16.11982601, "threshold": 10.34456533, "model_id": "2026-04-01-10", "reason": "信号超过风险与费用门槛", "entry_date": "2026-04-21", "exit_date": "2026-05-07", "exit_idx": 1047, "status": "scored", "entry": 3362.0, "exit": 3492.0, "move": 130.0, "cost": 4.6854, "risk_scale": 51.72282664548184, "daily_closes": [ [ "2026-04-21", 3366.0 ], [ "2026-04-22", 3388.0 ], [ "2026-04-23", 3385.0 ], [ "2026-04-24", 3392.0 ], [ "2026-04-27", 3394.0 ], [ "2026-04-28", 3378.0 ], [ "2026-04-29", 3407.0 ], [ "2026-04-30", 3425.0 ], [ "2026-05-06", 3493.0 ], [ "2026-05-07", 3492.0 ] ], "v1_signal": 0, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-04-20", "code": "HC2610", "close": 3362.0, "vol": 0.004865019013140065, "momentum": 1, "raw_contracts": [ "I2609", "J2609" ], "raw_cost_change": 57.56097561, "lookback_start": "2026-01-15", "regime": "震荡或弱趋势", "horizon": 20, "signal": 0, "ready": true, "score": -0.17715133, "predicted_change": -12.95811022, "threshold": 14.62942459, "model_id": "2026-04-01-20", "reason": "信号不足，保持观望", "entry_date": "2026-04-21", "exit_date": "2026-05-21", "exit_idx": 1057, "status": "scored", "entry": 3362.0, "exit": 3394.0, "move": 32.0, "cost": 4.6756, "risk_scale": 73.1471229263129, "daily_closes": [ [ "2026-04-21", 3366.0 ], [ "2026-04-22", 3388.0 ], [ "2026-04-23", 3385.0 ], [ "2026-04-24", 3392.0 ], [ "2026-04-27", 3394.0 ], [ "2026-04-28", 3378.0 ], [ "2026-04-29", 3407.0 ], [ "2026-04-30", 3425.0 ], [ "2026-05-06", 3493.0 ], [ "2026-05-07", 3492.0 ], [ "2026-05-08", 3473.0 ], [ "2026-05-11", 3497.0 ], [ "2026-05-12", 3471.0 ], [ "2026-05-13", 3481.0 ], [ "2026-05-14", 3478.0 ], [ "2026-05-15", 3446.0 ], [ "2026-05-18", 3429.0 ], [ "2026-05-19", 3428.0 ], [ "2026-05-20", 3418.0 ], [ "2026-05-21", 3394.0 ] ], "v1_signal": 0, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-04-21", "code": "HC2610", "close": 3366.0, "vol": 0.0043722218037103985, "momentum": 1, "raw_contracts": [ "I2609", "J2609" ], "raw_cost_change": 68.35772358, "lookback_start": "2026-01-16", "regime": "震荡或弱趋势", "horizon": 5, "signal": -1, "ready": true, "score": -0.29147945, "predicted_change": -9.59200164, "threshold": 7.0098, "model_id": "2026-04-01-5", "reason": "信号超过风险与费用门槛", "entry_date": "2026-04-22", "exit_date": "2026-04-28", "exit_idx": 1043, "status": "scored", "entry": 3360.0, "exit": 3378.0, "move": 18.0, "cost": 4.6738, "risk_scale": 32.90798566809355, "daily_closes": [ [ "2026-04-22", 3388.0 ], [ "2026-04-23", 3385.0 ], [ "2026-04-24", 3392.0 ], [ "2026-04-27", 3394.0 ], [ "2026-04-28", 3378.0 ] ], "v1_signal": 0, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-04-21", "code": "HC2610", "close": 3366.0, "vol": 0.0043722218037103985, "momentum": 1, "raw_contracts": [ "I2609", "J2609" ], "raw_cost_change": 68.35772358, "lookback_start": "2026-01-16", "regime": "震荡或弱趋势", "horizon": 10, "signal": -1, "ready": true, "score": -0.34593776, "predicted_change": -16.09956952, "threshold": 9.30778393, "model_id": "2026-04-01-10", "reason": "信号超过风险与费用门槛", "entry_date": "2026-04-22", "exit_date": "2026-05-08", "exit_idx": 1048, "status": "scored", "entry": 3360.0, "exit": 3473.0, "move": 113.0, "cost": 4.6833, "risk_scale": 46.538919642197335, "daily_closes": [ [ "2026-04-22", 3388.0 ], [ "2026-04-23", 3385.0 ], [ "2026-04-24", 3392.0 ], [ "2026-04-27", 3394.0 ], [ "2026-04-28", 3378.0 ], [ "2026-04-29", 3407.0 ], [ "2026-04-30", 3425.0 ], [ "2026-05-06", 3493.0 ], [ "2026-05-07", 3492.0 ], [ "2026-05-08", 3473.0 ] ], "v1_signal": 0, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-04-21", "code": "HC2610", "close": 3366.0, "vol": 0.0043722218037103985, "momentum": 1, "raw_contracts": [ "I2609", "J2609" ], "raw_cost_change": 68.35772358, "lookback_start": "2026-01-16", "regime": "震荡或弱趋势", "horizon": 20, "signal": -1, "ready": true, "score": -0.22373336, "predicted_change": -14.72522846, "threshold": 13.16319427, "model_id": "2026-04-01-20", "reason": "信号超过风险与费用门槛", "entry_date": "2026-04-22", "exit_date": "2026-05-22", "exit_idx": 1058, "status": "scored", "entry": 3360.0, "exit": 3385.0, "move": 25.0, "cost": 4.6745, "risk_scale": 65.8159713361871, "daily_closes": [ [ "2026-04-22", 3388.0 ], [ "2026-04-23", 3385.0 ], [ "2026-04-24", 3392.0 ], [ "2026-04-27", 3394.0 ], [ "2026-04-28", 3378.0 ], [ "2026-04-29", 3407.0 ], [ "2026-04-30", 3425.0 ], [ "2026-05-06", 3493.0 ], [ "2026-05-07", 3492.0 ], [ "2026-05-08", 3473.0 ], [ "2026-05-11", 3497.0 ], [ "2026-05-12", 3471.0 ], [ "2026-05-13", 3481.0 ], [ "2026-05-14", 3478.0 ], [ "2026-05-15", 3446.0 ], [ "2026-05-18", 3429.0 ], [ "2026-05-19", 3428.0 ], [ "2026-05-20", 3418.0 ], [ "2026-05-21", 3394.0 ], [ "2026-05-22", 3385.0 ] ], "v1_signal": 0, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-04-22", "code": "HC2610", "close": 3388.0, "vol": 0.0045486516717670724, "momentum": 1, "raw_contracts": [ "I2609", "J2609" ], "raw_cost_change": 79.38211382, "lookback_start": "2026-01-19", "regime": "震荡或弱趋势", "horizon": 5, "signal": -1, "ready": true, "score": -0.26860554, "predicted_change": -9.25605749, "threshold": 7.0164, "model_id": "2026-04-01-5", "reason": "信号超过风险与费用门槛", "entry_date": "2026-04-23", "exit_date": "2026-04-29", "exit_idx": 1044, "status": "scored", "entry": 3395.0, "exit": 3407.0, "move": 12.0, "cost": 4.6802, "risk_scale": 34.45966763760493, "daily_closes": [ [ "2026-04-23", 3385.0 ], [ "2026-04-24", 3392.0 ], [ "2026-04-27", 3394.0 ], [ "2026-04-28", 3378.0 ], [ "2026-04-29", 3407.0 ] ], "v1_signal": 0, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-04-22", "code": "HC2610", "close": 3388.0, "vol": 0.0045486516717670724, "momentum": 1, "raw_contracts": [ "I2609", "J2609" ], "raw_cost_change": 79.38211382, "lookback_start": "2026-01-19", "regime": "震荡或弱趋势", "horizon": 10, "signal": -1, "ready": true, "score": -0.32248265, "predicted_change": -15.71565331, "threshold": 9.74666587, "model_id": "2026-04-01-10", "reason": "信号超过风险与费用门槛", "entry_date": "2026-04-23", "exit_date": "2026-05-11", "exit_idx": 1049, "status": "scored", "entry": 3395.0, "exit": 3497.0, "move": 102.0, "cost": 4.6892, "risk_scale": 48.733329327970125, "daily_closes": [ [ "2026-04-23", 3385.0 ], [ "2026-04-24", 3392.0 ], [ "2026-04-27", 3394.0 ], [ "2026-04-28", 3378.0 ], [ "2026-04-29", 3407.0 ], [ "2026-04-30", 3425.0 ], [ "2026-05-06", 3493.0 ], [ "2026-05-07", 3492.0 ], [ "2026-05-08", 3473.0 ], [ "2026-05-11", 3497.0 ] ], "v1_signal": 0, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-04-22", "code": "HC2610", "close": 3388.0, "vol": 0.0045486516717670724, "momentum": 1, "raw_contracts": [ "I2609", "J2609" ], "raw_cost_change": 79.38211382, "lookback_start": "2026-01-19", "regime": "震荡或弱趋势", "horizon": 20, "signal": -1, "ready": true, "score": -0.24829358, "predicted_change": -17.11222832, "threshold": 13.78386706, "model_id": "2026-04-01-20", "reason": "信号超过风险与费用门槛", "entry_date": "2026-04-23", "exit_date": "2026-05-25", "exit_idx": 1059, "status": "scored", "entry": 3395.0, "exit": 3432.0, "move": 37.0, "cost": 4.6827000000000005, "risk_scale": 68.91933527520986, "daily_closes": [ [ "2026-04-23", 3385.0 ], [ "2026-04-24", 3392.0 ], [ "2026-04-27", 3394.0 ], [ "2026-04-28", 3378.0 ], [ "2026-04-29", 3407.0 ], [ "2026-04-30", 3425.0 ], [ "2026-05-06", 3493.0 ], [ "2026-05-07", 3492.0 ], [ "2026-05-08", 3473.0 ], [ "2026-05-11", 3497.0 ], [ "2026-05-12", 3471.0 ], [ "2026-05-13", 3481.0 ], [ "2026-05-14", 3478.0 ], [ "2026-05-15", 3446.0 ], [ "2026-05-18", 3429.0 ], [ "2026-05-19", 3428.0 ], [ "2026-05-20", 3418.0 ], [ "2026-05-21", 3394.0 ], [ "2026-05-22", 3385.0 ], [ "2026-05-25", 3432.0 ] ], "v1_signal": 0, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-04-23", "code": "HC2610", "close": 3385.0, "vol": 0.004491597313445113, "momentum": 1, "raw_contracts": [ "I2609", "J2609" ], "raw_cost_change": 114.50406504, "lookback_start": "2026-01-20", "regime": "震荡或弱趋势", "horizon": 5, "signal": 0, "ready": true, "score": -0.14633355, "predicted_change": -4.9749463, "threshold": 7.0155, "model_id": "2026-04-01-5", "reason": "信号不足，保持观望", "entry_date": "2026-04-24", "exit_date": "2026-04-30", "exit_idx": 1045, "status": "scored", "entry": 3386.0, "exit": 3425.0, "move": 39.0, "cost": 4.6811, "risk_scale": 33.99730477561731, "daily_closes": [ [ "2026-04-24", 3392.0 ], [ "2026-04-27", 3394.0 ], [ "2026-04-28", 3378.0 ], [ "2026-04-29", 3407.0 ], [ "2026-04-30", 3425.0 ] ], "v1_signal": 0, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-04-23", "code": "HC2610", "close": 3385.0, "vol": 0.004491597313445113, "momentum": 1, "raw_contracts": [ "I2609", "J2609" ], "raw_cost_change": 114.50406504, "lookback_start": "2026-01-20", "regime": "震荡或弱趋势", "horizon": 10, "signal": 0, "ready": true, "score": -0.19759216, "predicted_change": -9.50012235, "threshold": 9.6158899, "model_id": "2026-04-01-10", "reason": "信号不足，保持观望", "entry_date": "2026-04-24", "exit_date": "2026-05-12", "exit_idx": 1050, "status": "scored", "entry": 3386.0, "exit": 3471.0, "move": 85.0, "cost": 4.6857, "risk_scale": 48.07944949780959, "daily_closes": [ [ "2026-04-24", 3392.0 ], [ "2026-04-27", 3394.0 ], [ "2026-04-28", 3378.0 ], [ "2026-04-29", 3407.0 ], [ "2026-04-30", 3425.0 ], [ "2026-05-06", 3493.0 ], [ "2026-05-07", 3492.0 ], [ "2026-05-08", 3473.0 ], [ "2026-05-11", 3497.0 ], [ "2026-05-12", 3471.0 ] ], "v1_signal": 0, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-04-23", "code": "HC2610", "close": 3385.0, "vol": 0.004491597313445113, "momentum": 1, "raw_contracts": [ "I2609", "J2609" ], "raw_cost_change": 114.50406504, "lookback_start": "2026-01-20", "regime": "震荡或弱趋势", "horizon": 20, "signal": 0, "ready": true, "score": -0.13049201, "predicted_change": -8.87275312, "threshold": 13.59892191, "model_id": "2026-04-01-20", "reason": "信号不足，保持观望", "entry_date": "2026-04-24", "exit_date": "2026-05-26", "exit_idx": 1060, "status": "scored", "entry": 3386.0, "exit": 3366.0, "move": -20.0, "cost": 4.6752, "risk_scale": 67.99460955123462, "daily_closes": [ [ "2026-04-24", 3392.0 ], [ "2026-04-27", 3394.0 ], [ "2026-04-28", 3378.0 ], [ "2026-04-29", 3407.0 ], [ "2026-04-30", 3425.0 ], [ "2026-05-06", 3493.0 ], [ "2026-05-07", 3492.0 ], [ "2026-05-08", 3473.0 ], [ "2026-05-11", 3497.0 ], [ "2026-05-12", 3471.0 ], [ "2026-05-13", 3481.0 ], [ "2026-05-14", 3478.0 ], [ "2026-05-15", 3446.0 ], [ "2026-05-18", 3429.0 ], [ "2026-05-19", 3428.0 ], [ "2026-05-20", 3418.0 ], [ "2026-05-21", 3394.0 ], [ "2026-05-22", 3385.0 ], [ "2026-05-25", 3432.0 ], [ "2026-05-26", 3366.0 ] ], "v1_signal": 0, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-04-24", "code": "HC2610", "close": 3392.0, "vol": 0.004413137110563131, "momentum": 1, "raw_contracts": [ "I2609", "J2609" ], "raw_cost_change": 122.53658537, "lookback_start": "2026-01-21", "regime": "趋势较强", "horizon": 5, "signal": 0, "ready": true, "score": -0.07682166, "predicted_change": -2.57141376, "threshold": 7.0176, "model_id": "2026-04-01-5", "reason": "信号不足，保持观望", "entry_date": "2026-04-27", "exit_date": "2026-05-06", "exit_idx": 1046, "status": "scored", "entry": 3390.0, "exit": 3493.0, "move": 103.0, "cost": 4.6883, "risk_scale": 33.472508952450994, "daily_closes": [ [ "2026-04-27", 3394.0 ], [ "2026-04-28", 3378.0 ], [ "2026-04-29", 3407.0 ], [ "2026-04-30", 3425.0 ], [ "2026-05-06", 3493.0 ] ], "v1_signal": 1, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-04-24", "code": "HC2610", "close": 3392.0, "vol": 0.004413137110563131, "momentum": 1, "raw_contracts": [ "I2609", "J2609" ], "raw_cost_change": 122.53658537, "lookback_start": "2026-01-21", "regime": "趋势较强", "horizon": 10, "signal": 0, "ready": true, "score": -0.08379447, "predicted_change": -3.96660214, "threshold": 9.46745523, "model_id": "2026-04-01-10", "reason": "信号不足，保持观望", "entry_date": "2026-04-27", "exit_date": "2026-05-13", "exit_idx": 1051, "status": "scored", "entry": 3390.0, "exit": 3481.0, "move": 91.0, "cost": 4.6871, "risk_scale": 47.33727612721104, "daily_closes": [ [ "2026-04-27", 3394.0 ], [ "2026-04-28", 3378.0 ], [ "2026-04-29", 3407.0 ], [ "2026-04-30", 3425.0 ], [ "2026-05-06", 3493.0 ], [ "2026-05-07", 3492.0 ], [ "2026-05-08", 3473.0 ], [ "2026-05-11", 3497.0 ], [ "2026-05-12", 3471.0 ], [ "2026-05-13", 3481.0 ] ], "v1_signal": 1, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-04-24", "code": "HC2610", "close": 3392.0, "vol": 0.004413137110563131, "momentum": 1, "raw_contracts": [ "I2609", "J2609" ], "raw_cost_change": 122.53658537, "lookback_start": "2026-01-21", "regime": "趋势较强", "horizon": 20, "signal": 0, "ready": true, "score": -0.02238984, "predicted_change": -1.49888793, "threshold": 13.38900358, "model_id": "2026-04-01-20", "reason": "信号不足，保持观望", "entry_date": "2026-04-27", "exit_date": "2026-05-27", "exit_idx": 1061, "status": "scored", "entry": 3390.0, "exit": 3363.0, "move": -27.0, "cost": 4.6753, "risk_scale": 66.94501790490199, "daily_closes": [ [ "2026-04-27", 3394.0 ], [ "2026-04-28", 3378.0 ], [ "2026-04-29", 3407.0 ], [ "2026-04-30", 3425.0 ], [ "2026-05-06", 3493.0 ], [ "2026-05-07", 3492.0 ], [ "2026-05-08", 3473.0 ], [ "2026-05-11", 3497.0 ], [ "2026-05-12", 3471.0 ], [ "2026-05-13", 3481.0 ], [ "2026-05-14", 3478.0 ], [ "2026-05-15", 3446.0 ], [ "2026-05-18", 3429.0 ], [ "2026-05-19", 3428.0 ], [ "2026-05-20", 3418.0 ], [ "2026-05-21", 3394.0 ], [ "2026-05-22", 3385.0 ], [ "2026-05-25", 3432.0 ], [ "2026-05-26", 3366.0 ], [ "2026-05-27", 3363.0 ] ], "v1_signal": 1, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-04-27", "code": "HC2610", "close": 3394.0, "vol": 0.004388397888171971, "momentum": 1, "raw_contracts": [ "I2609", "J2609" ], "raw_cost_change": 103.31707317, "lookback_start": "2026-01-22", "regime": "趋势较强", "horizon": 5, "signal": 0, "ready": true, "score": -0.02485401, "predicted_change": -0.82775031, "threshold": 7.0182, "model_id": "2026-04-01-5", "reason": "信号不足，保持观望", "entry_date": "2026-04-28", "exit_date": "2026-05-07", "exit_idx": 1047, "status": "scored", "entry": 3394.0, "exit": 3492.0, "move": 98.0, "cost": 4.6886, "risk_scale": 33.30449383097315, "daily_closes": [ [ "2026-04-28", 3378.0 ], [ "2026-04-29", 3407.0 ], [ "2026-04-30", 3425.0 ], [ "2026-05-06", 3493.0 ], [ "2026-05-07", 3492.0 ] ], "v1_signal": 1, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-04-27", "code": "HC2610", "close": 3394.0, "vol": 0.004388397888171971, "momentum": 1, "raw_contracts": [ "I2609", "J2609" ], "raw_cost_change": 103.31707317, "lookback_start": "2026-01-22", "regime": "趋势较强", "horizon": 10, "signal": 0, "ready": true, "score": -0.0438241, "predicted_change": -2.06410057, "threshold": 9.41993337, "model_id": "2026-04-01-10", "reason": "信号不足，保持观望", "entry_date": "2026-04-28", "exit_date": "2026-05-14", "exit_idx": 1052, "status": "scored", "entry": 3394.0, "exit": 3478.0, "move": 84.0, "cost": 4.6872, "risk_scale": 47.099666863733304, "daily_closes": [ [ "2026-04-28", 3378.0 ], [ "2026-04-29", 3407.0 ], [ "2026-04-30", 3425.0 ], [ "2026-05-06", 3493.0 ], [ "2026-05-07", 3492.0 ], [ "2026-05-08", 3473.0 ], [ "2026-05-11", 3497.0 ], [ "2026-05-12", 3471.0 ], [ "2026-05-13", 3481.0 ], [ "2026-05-14", 3478.0 ] ], "v1_signal": 1, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-04-27", "code": "HC2610", "close": 3394.0, "vol": 0.004388397888171971, "momentum": 1, "raw_contracts": [ "I2609", "J2609" ], "raw_cost_change": 103.31707317, "lookback_start": "2026-01-22", "regime": "趋势较强", "horizon": 20, "signal": 0, "ready": true, "score": 0.02501871, "predicted_change": 1.66647112, "threshold": 13.32179753, "model_id": "2026-04-01-20", "reason": "信号不足，保持观望", "entry_date": "2026-04-28", "exit_date": "2026-05-28", "exit_idx": 1062, "status": "scored", "entry": 3394.0, "exit": 3365.0, "move": -29.0, "cost": 4.6759, "risk_scale": 66.6089876619463, "daily_closes": [ [ "2026-04-28", 3378.0 ], [ "2026-04-29", 3407.0 ], [ "2026-04-30", 3425.0 ], [ "2026-05-06", 3493.0 ], [ "2026-05-07", 3492.0 ], [ "2026-05-08", 3473.0 ], [ "2026-05-11", 3497.0 ], [ "2026-05-12", 3471.0 ], [ "2026-05-13", 3481.0 ], [ "2026-05-14", 3478.0 ], [ "2026-05-15", 3446.0 ], [ "2026-05-18", 3429.0 ], [ "2026-05-19", 3428.0 ], [ "2026-05-20", 3418.0 ], [ "2026-05-21", 3394.0 ], [ "2026-05-22", 3385.0 ], [ "2026-05-25", 3432.0 ], [ "2026-05-26", 3366.0 ], [ "2026-05-27", 3363.0 ], [ "2026-05-28", 3365.0 ] ], "v1_signal": 1, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-04-28", "code": "HC2610", "close": 3378.0, "vol": 0.004535214283734698, "momentum": 1, "raw_contracts": [ "I2609", "J2609" ], "raw_cost_change": 85.59349593, "lookback_start": "2026-01-23", "regime": "震荡或弱趋势", "horizon": 5, "signal": 0, "ready": true, "score": -0.04152266, "predicted_change": -1.4224192, "threshold": 7.0134, "model_id": "2026-04-01-5", "reason": "信号不足，保持观望", "entry_date": "2026-04-29", "exit_date": "2026-05-08", "exit_idx": 1048, "status": "scored", "entry": 3380.0, "exit": 3473.0, "move": 93.0, "cost": 4.6853, "risk_scale": 34.25645822177884, "daily_closes": [ [ "2026-04-29", 3407.0 ], [ "2026-04-30", 3425.0 ], [ "2026-05-06", 3493.0 ], [ "2026-05-07", 3492.0 ], [ "2026-05-08", 3473.0 ] ], "v1_signal": 1, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-04-28", "code": "HC2610", "close": 3378.0, "vol": 0.004535214283734698, "momentum": 1, "raw_contracts": [ "I2609", "J2609" ], "raw_cost_change": 85.59349593, "lookback_start": "2026-01-23", "regime": "震荡或弱趋势", "horizon": 10, "signal": 0, "ready": true, "score": -0.03027978, "predicted_change": -1.46693257, "threshold": 9.68918956, "model_id": "2026-04-01-10", "reason": "信号不足，保持观望", "entry_date": "2026-04-29", "exit_date": "2026-05-15", "exit_idx": 1053, "status": "scored", "entry": 3380.0, "exit": 3446.0, "move": 66.0, "cost": 4.6826, "risk_scale": 48.44594781610696, "daily_closes": [ [ "2026-04-29", 3407.0 ], [ "2026-04-30", 3425.0 ], [ "2026-05-06", 3493.0 ], [ "2026-05-07", 3492.0 ], [ "2026-05-08", 3473.0 ], [ "2026-05-11", 3497.0 ], [ "2026-05-12", 3471.0 ], [ "2026-05-13", 3481.0 ], [ "2026-05-14", 3478.0 ], [ "2026-05-15", 3446.0 ] ], "v1_signal": 1, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-04-28", "code": "HC2610", "close": 3378.0, "vol": 0.004535214283734698, "momentum": 1, "raw_contracts": [ "I2609", "J2609" ], "raw_cost_change": 85.59349593, "lookback_start": "2026-01-23", "regime": "震荡或弱趋势", "horizon": 20, "signal": 0, "ready": true, "score": -0.00948504, "predicted_change": -0.64984744, "threshold": 13.70258329, "model_id": "2026-04-01-20", "reason": "信号不足，保持观望", "entry_date": "2026-04-29", "exit_date": "2026-05-29", "exit_idx": 1063, "status": "scored", "entry": 3380.0, "exit": 3382.0, "move": 2.0, "cost": 4.6762, "risk_scale": 68.51291644355769, "daily_closes": [ [ "2026-04-29", 3407.0 ], [ "2026-04-30", 3425.0 ], [ "2026-05-06", 3493.0 ], [ "2026-05-07", 3492.0 ], [ "2026-05-08", 3473.0 ], [ "2026-05-11", 3497.0 ], [ "2026-05-12", 3471.0 ], [ "2026-05-13", 3481.0 ], [ "2026-05-14", 3478.0 ], [ "2026-05-15", 3446.0 ], [ "2026-05-18", 3429.0 ], [ "2026-05-19", 3428.0 ], [ "2026-05-20", 3418.0 ], [ "2026-05-21", 3394.0 ], [ "2026-05-22", 3385.0 ], [ "2026-05-25", 3432.0 ], [ "2026-05-26", 3366.0 ], [ "2026-05-27", 3363.0 ], [ "2026-05-28", 3365.0 ], [ "2026-05-29", 3382.0 ] ], "v1_signal": 1, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-04-29", "code": "HC2610", "close": 3407.0, "vol": 0.004705072851042291, "momentum": 1, "raw_contracts": [ "I2609", "J2609" ], "raw_cost_change": 74.66666667, "lookback_start": "2026-01-26", "regime": "趋势较强", "horizon": 5, "signal": 0, "ready": true, "score": -0.00339672, "predicted_change": -0.1217541, "threshold": 7.16891587, "model_id": "2026-04-01-5", "reason": "信号不足，保持观望", "entry_date": "2026-04-30", "exit_date": "2026-05-11", "exit_idx": 1049, "status": "scored", "entry": 3407.0, "exit": 3497.0, "move": 90.0, "cost": 4.6904, "risk_scale": 35.844579334803775, "daily_closes": [ [ "2026-04-30", 3425.0 ], [ "2026-05-06", 3493.0 ], [ "2026-05-07", 3492.0 ], [ "2026-05-08", 3473.0 ], [ "2026-05-11", 3497.0 ] ], "v1_signal": 1, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-04-29", "code": "HC2610", "close": 3407.0, "vol": 0.004705072851042291, "momentum": 1, "raw_contracts": [ "I2609", "J2609" ], "raw_cost_change": 74.66666667, "lookback_start": "2026-01-26", "regime": "趋势较强", "horizon": 10, "signal": 0, "ready": true, "score": -0.02643374, "predicted_change": -1.33997623, "threshold": 10.13837805, "model_id": "2026-04-01-10", "reason": "信号不足，保持观望", "entry_date": "2026-04-30", "exit_date": "2026-05-18", "exit_idx": 1054, "status": "scored", "entry": 3407.0, "exit": 3429.0, "move": 22.0, "cost": 4.6836, "risk_scale": 50.69189023283787, "daily_closes": [ [ "2026-04-30", 3425.0 ], [ "2026-05-06", 3493.0 ], [ "2026-05-07", 3492.0 ], [ "2026-05-08", 3473.0 ], [ "2026-05-11", 3497.0 ], [ "2026-05-12", 3471.0 ], [ "2026-05-13", 3481.0 ], [ "2026-05-14", 3478.0 ], [ "2026-05-15", 3446.0 ], [ "2026-05-18", 3429.0 ] ], "v1_signal": 1, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-04-29", "code": "HC2610", "close": 3407.0, "vol": 0.004705072851042291, "momentum": 1, "raw_contracts": [ "I2609", "J2609" ], "raw_cost_change": 74.66666667, "lookback_start": "2026-01-26", "regime": "趋势较强", "horizon": 20, "signal": 0, "ready": true, "score": 0.02371574, "predicted_change": 1.70016179, "threshold": 14.33783173, "model_id": "2026-04-01-20", "reason": "信号不足，保持观望", "entry_date": "2026-04-30", "exit_date": "2026-06-01", "exit_idx": 1064, "status": "scored", "entry": 3407.0, "exit": 3400.0, "move": -7.0, "cost": 4.6807, "risk_scale": 71.68915866960755, "daily_closes": [ [ "2026-04-30", 3425.0 ], [ "2026-05-06", 3493.0 ], [ "2026-05-07", 3492.0 ], [ "2026-05-08", 3473.0 ], [ "2026-05-11", 3497.0 ], [ "2026-05-12", 3471.0 ], [ "2026-05-13", 3481.0 ], [ "2026-05-14", 3478.0 ], [ "2026-05-15", 3446.0 ], [ "2026-05-18", 3429.0 ], [ "2026-05-19", 3428.0 ], [ "2026-05-20", 3418.0 ], [ "2026-05-21", 3394.0 ], [ "2026-05-22", 3385.0 ], [ "2026-05-25", 3432.0 ], [ "2026-05-26", 3366.0 ], [ "2026-05-27", 3363.0 ], [ "2026-05-28", 3365.0 ], [ "2026-05-29", 3382.0 ], [ "2026-06-01", 3400.0 ] ], "v1_signal": 1, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-04-30", "code": "HC2610", "close": 3425.0, "vol": 0.00475333661209974, "momentum": 1, "raw_contracts": [ "I2609", "J2609" ], "raw_cost_change": 54.73170732, "lookback_start": "2026-01-27", "regime": "趋势较强", "horizon": 5, "signal": 0, "ready": true, "score": -0.09990667, "predicted_change": -3.63696092, "threshold": 7.28071689, "model_id": "2026-04-01-5", "reason": "信号不足，保持观望", "entry_date": "2026-05-06", "exit_date": "2026-05-12", "exit_idx": 1050, "status": "scored", "entry": 3435.0, "exit": 3471.0, "move": 36.0, "cost": 4.6906, "risk_scale": 36.40358446223298, "daily_closes": [ [ "2026-05-06", 3493.0 ], [ "2026-05-07", 3492.0 ], [ "2026-05-08", 3473.0 ], [ "2026-05-11", 3497.0 ], [ "2026-05-12", 3471.0 ] ], "v1_signal": 1, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-04-30", "code": "HC2610", "close": 3425.0, "vol": 0.00475333661209974, "momentum": 1, "raw_contracts": [ "I2609", "J2609" ], "raw_cost_change": 54.73170732, "lookback_start": "2026-01-27", "regime": "趋势较强", "horizon": 10, "signal": 0, "ready": true, "score": -0.15473211, "predicted_change": -7.96598695, "threshold": 10.29648857, "model_id": "2026-04-01-10", "reason": "信号不足，保持观望", "entry_date": "2026-05-06", "exit_date": "2026-05-19", "exit_idx": 1055, "status": "scored", "entry": 3435.0, "exit": 3428.0, "move": -7.0, "cost": 4.6863, "risk_scale": 51.48244286548435, "daily_closes": [ [ "2026-05-06", 3493.0 ], [ "2026-05-07", 3492.0 ], [ "2026-05-08", 3473.0 ], [ "2026-05-11", 3497.0 ], [ "2026-05-12", 3471.0 ], [ "2026-05-13", 3481.0 ], [ "2026-05-14", 3478.0 ], [ "2026-05-15", 3446.0 ], [ "2026-05-18", 3429.0 ], [ "2026-05-19", 3428.0 ] ], "v1_signal": 1, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-04-30", "code": "HC2610", "close": 3425.0, "vol": 0.00475333661209974, "momentum": 1, "raw_contracts": [ "I2609", "J2609" ], "raw_cost_change": 54.73170732, "lookback_start": "2026-01-27", "regime": "趋势较强", "horizon": 20, "signal": 0, "ready": true, "score": -0.06346266, "predicted_change": -4.62053642, "threshold": 14.56143378, "model_id": "2026-04-01-20", "reason": "信号不足，保持观望", "entry_date": "2026-05-06", "exit_date": "2026-06-02", "exit_idx": 1065, "status": "scored", "entry": 3435.0, "exit": 3399.0, "move": -36.0, "cost": 4.6834, "risk_scale": 72.80716892446596, "daily_closes": [ [ "2026-05-06", 3493.0 ], [ "2026-05-07", 3492.0 ], [ "2026-05-08", 3473.0 ], [ "2026-05-11", 3497.0 ], [ "2026-05-12", 3471.0 ], [ "2026-05-13", 3481.0 ], [ "2026-05-14", 3478.0 ], [ "2026-05-15", 3446.0 ], [ "2026-05-18", 3429.0 ], [ "2026-05-19", 3428.0 ], [ "2026-05-20", 3418.0 ], [ "2026-05-21", 3394.0 ], [ "2026-05-22", 3385.0 ], [ "2026-05-25", 3432.0 ], [ "2026-05-26", 3366.0 ], [ "2026-05-27", 3363.0 ], [ "2026-05-28", 3365.0 ], [ "2026-05-29", 3382.0 ], [ "2026-06-01", 3400.0 ], [ "2026-06-02", 3399.0 ] ], "v1_signal": 1, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-05-06", "code": "HC2610", "close": 3493.0, "vol": 0.006054561524276401, "momentum": 1, "raw_contracts": [ "I2609", "J2609" ], "raw_cost_change": 137.46341463, "lookback_start": "2026-01-28", "regime": "趋势较强", "horizon": 5, "signal": 0, "ready": true, "score": -0.19785433, "predicted_change": -9.35646579, "threshold": 9.45793402, "model_id": "2026-05-06-5", "reason": "信号不足，保持观望", "entry_date": "2026-05-07", "exit_date": "2026-05-13", "exit_idx": 1051, "status": "scored", "entry": 3490.0, "exit": 3481.0, "move": -9.0, "cost": 4.6971, "risk_scale": 47.28967011983306, "daily_closes": [ [ "2026-05-07", 3492.0 ], [ "2026-05-08", 3473.0 ], [ "2026-05-11", 3497.0 ], [ "2026-05-12", 3471.0 ], [ "2026-05-13", 3481.0 ] ], "v1_signal": 1, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-05-06", "code": "HC2610", "close": 3493.0, "vol": 0.006054561524276401, "momentum": 1, "raw_contracts": [ "I2609", "J2609" ], "raw_cost_change": 137.46341463, "lookback_start": "2026-01-28", "regime": "趋势较强", "horizon": 10, "signal": -1, "ready": true, "score": -0.28855179, "predicted_change": -19.29767769, "threshold": 13.37553857, "model_id": "2026-05-06-10", "reason": "信号超过风险与费用门槛", "entry_date": "2026-05-07", "exit_date": "2026-05-20", "exit_idx": 1056, "status": "scored", "entry": 3490.0, "exit": 3418.0, "move": -72.0, "cost": 4.6908, "risk_scale": 66.87769284361762, "daily_closes": [ [ "2026-05-07", 3492.0 ], [ "2026-05-08", 3473.0 ], [ "2026-05-11", 3497.0 ], [ "2026-05-12", 3471.0 ], [ "2026-05-13", 3481.0 ], [ "2026-05-14", 3478.0 ], [ "2026-05-15", 3446.0 ], [ "2026-05-18", 3429.0 ], [ "2026-05-19", 3428.0 ], [ "2026-05-20", 3418.0 ] ], "v1_signal": 1, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-05-06", "code": "HC2610", "close": 3493.0, "vol": 0.006054561524276401, "momentum": 1, "raw_contracts": [ "I2609", "J2609" ], "raw_cost_change": 137.46341463, "lookback_start": "2026-01-28", "regime": "趋势较强", "horizon": 20, "signal": 0, "ready": true, "score": 0.02523441, "predicted_change": 2.38665427, "threshold": 18.91586805, "model_id": "2026-05-06-20", "reason": "信号不足，保持观望", "entry_date": "2026-05-07", "exit_date": "2026-06-03", "exit_idx": 1066, "status": "scored", "entry": 3490.0, "exit": 3386.0, "move": -104.0, "cost": 4.6876, "risk_scale": 94.57934023966612, "daily_closes": [ [ "2026-05-07", 3492.0 ], [ "2026-05-08", 3473.0 ], [ "2026-05-11", 3497.0 ], [ "2026-05-12", 3471.0 ], [ "2026-05-13", 3481.0 ], [ "2026-05-14", 3478.0 ], [ "2026-05-15", 3446.0 ], [ "2026-05-18", 3429.0 ], [ "2026-05-19", 3428.0 ], [ "2026-05-20", 3418.0 ], [ "2026-05-21", 3394.0 ], [ "2026-05-22", 3385.0 ], [ "2026-05-25", 3432.0 ], [ "2026-05-26", 3366.0 ], [ "2026-05-27", 3363.0 ], [ "2026-05-28", 3365.0 ], [ "2026-05-29", 3382.0 ], [ "2026-06-01", 3400.0 ], [ "2026-06-02", 3399.0 ], [ "2026-06-03", 3386.0 ] ], "v1_signal": 1, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-05-07", "code": "HC2610", "close": 3492.0, "vol": 0.005941966150699504, "momentum": 1, "raw_contracts": [ "I2609", "J2609" ], "raw_cost_change": 83.96747967, "lookback_start": "2026-01-29", "regime": "趋势较强", "horizon": 5, "signal": 0, "ready": true, "score": -0.14905403, "predicted_change": -6.91565192, "threshold": 9.27938954, "model_id": "2026-05-06-5", "reason": "信号不足，保持观望", "entry_date": "2026-05-08", "exit_date": "2026-05-14", "exit_idx": 1052, "status": "scored", "entry": 3492.0, "exit": 3478.0, "move": -14.0, "cost": 4.697, "risk_scale": 46.39694769352025, "daily_closes": [ [ "2026-05-08", 3473.0 ], [ "2026-05-11", 3497.0 ], [ "2026-05-12", 3471.0 ], [ "2026-05-13", 3481.0 ], [ "2026-05-14", 3478.0 ] ], "v1_signal": 1, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-05-07", "code": "HC2610", "close": 3492.0, "vol": 0.005941966150699504, "momentum": 1, "raw_contracts": [ "I2609", "J2609" ], "raw_cost_change": 83.96747967, "lookback_start": "2026-01-29", "regime": "趋势较强", "horizon": 10, "signal": 0, "ready": true, "score": -0.1579239, "predicted_change": -10.36220687, "threshold": 13.12303854, "model_id": "2026-05-06-10", "reason": "信号不足，保持观望", "entry_date": "2026-05-08", "exit_date": "2026-05-21", "exit_idx": 1057, "status": "scored", "entry": 3492.0, "exit": 3394.0, "move": -98.0, "cost": 4.6886, "risk_scale": 65.61519268089143, "daily_closes": [ [ "2026-05-08", 3473.0 ], [ "2026-05-11", 3497.0 ], [ "2026-05-12", 3471.0 ], [ "2026-05-13", 3481.0 ], [ "2026-05-14", 3478.0 ], [ "2026-05-15", 3446.0 ], [ "2026-05-18", 3429.0 ], [ "2026-05-19", 3428.0 ], [ "2026-05-20", 3418.0 ], [ "2026-05-21", 3394.0 ] ], "v1_signal": 1, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-05-07", "code": "HC2610", "close": 3492.0, "vol": 0.005941966150699504, "momentum": 1, "raw_contracts": [ "I2609", "J2609" ], "raw_cost_change": 83.96747967, "lookback_start": "2026-01-29", "regime": "趋势较强", "horizon": 20, "signal": 0, "ready": true, "score": 0.09487661, "predicted_change": 8.80397008, "threshold": 18.55877908, "model_id": "2026-05-06-20", "reason": "信号不足，保持观望", "entry_date": "2026-05-08", "exit_date": "2026-06-04", "exit_idx": 1067, "status": "scored", "entry": 3492.0, "exit": 3377.0, "move": -115.0, "cost": 4.6869, "risk_scale": 92.7938953870405, "daily_closes": [ [ "2026-05-08", 3473.0 ], [ "2026-05-11", 3497.0 ], [ "2026-05-12", 3471.0 ], [ "2026-05-13", 3481.0 ], [ "2026-05-14", 3478.0 ], [ "2026-05-15", 3446.0 ], [ "2026-05-18", 3429.0 ], [ "2026-05-19", 3428.0 ], [ "2026-05-20", 3418.0 ], [ "2026-05-21", 3394.0 ], [ "2026-05-22", 3385.0 ], [ "2026-05-25", 3432.0 ], [ "2026-05-26", 3366.0 ], [ "2026-05-27", 3363.0 ], [ "2026-05-28", 3365.0 ], [ "2026-05-29", 3382.0 ], [ "2026-06-01", 3400.0 ], [ "2026-06-02", 3399.0 ], [ "2026-06-03", 3386.0 ], [ "2026-06-04", 3377.0 ] ], "v1_signal": 1, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-05-08", "code": "HC2610", "close": 3473.0, "vol": 0.006094137617128821, "momentum": 1, "raw_contracts": [ "I2609", "J2609" ], "raw_cost_change": 57.62601626, "lookback_start": "2026-01-30", "regime": "趋势较强", "horizon": 5, "signal": -1, "ready": true, "score": -0.25345399, "predicted_change": -11.99502558, "threshold": 9.46524889, "model_id": "2026-05-06-5", "reason": "信号超过风险与费用门槛", "entry_date": "2026-05-11", "exit_date": "2026-05-15", "exit_idx": 1053, "status": "scored", "entry": 3473.0, "exit": 3446.0, "move": -27.0, "cost": 4.6919, "risk_scale": 47.32624445512947, "daily_closes": [ [ "2026-05-11", 3497.0 ], [ "2026-05-12", 3471.0 ], [ "2026-05-13", 3481.0 ], [ "2026-05-14", 3478.0 ], [ "2026-05-15", 3446.0 ] ], "v1_signal": 0, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-05-08", "code": "HC2610", "close": 3473.0, "vol": 0.006094137617128821, "momentum": 1, "raw_contracts": [ "I2609", "J2609" ], "raw_cost_change": 57.62601626, "lookback_start": "2026-01-30", "regime": "趋势较强", "horizon": 10, "signal": 0, "ready": true, "score": -0.13079094, "predicted_change": -8.75376113, "threshold": 13.38588335, "model_id": "2026-05-06-10", "reason": "信号不足，保持观望", "entry_date": "2026-05-11", "exit_date": "2026-05-22", "exit_idx": 1058, "status": "scored", "entry": 3473.0, "exit": 3385.0, "move": -88.0, "cost": 4.6858, "risk_scale": 66.92941676462858, "daily_closes": [ [ "2026-05-11", 3497.0 ], [ "2026-05-12", 3471.0 ], [ "2026-05-13", 3481.0 ], [ "2026-05-14", 3478.0 ], [ "2026-05-15", 3446.0 ], [ "2026-05-18", 3429.0 ], [ "2026-05-19", 3428.0 ], [ "2026-05-20", 3418.0 ], [ "2026-05-21", 3394.0 ], [ "2026-05-22", 3385.0 ] ], "v1_signal": 0, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-05-08", "code": "HC2610", "close": 3473.0, "vol": 0.006094137617128821, "momentum": 1, "raw_contracts": [ "I2609", "J2609" ], "raw_cost_change": 57.62601626, "lookback_start": "2026-01-30", "regime": "趋势较强", "horizon": 20, "signal": 0, "ready": true, "score": 0.0118333, "predicted_change": 1.12005151, "threshold": 18.93049778, "model_id": "2026-05-06-20", "reason": "信号不足，保持观望", "entry_date": "2026-05-11", "exit_date": "2026-06-05", "exit_idx": 1068, "status": "scored", "entry": 3473.0, "exit": 3381.0, "move": -92.0, "cost": 4.6854, "risk_scale": 94.65248891025894, "daily_closes": [ [ "2026-05-11", 3497.0 ], [ "2026-05-12", 3471.0 ], [ "2026-05-13", 3481.0 ], [ "2026-05-14", 3478.0 ], [ "2026-05-15", 3446.0 ], [ "2026-05-18", 3429.0 ], [ "2026-05-19", 3428.0 ], [ "2026-05-20", 3418.0 ], [ "2026-05-21", 3394.0 ], [ "2026-05-22", 3385.0 ], [ "2026-05-25", 3432.0 ], [ "2026-05-26", 3366.0 ], [ "2026-05-27", 3363.0 ], [ "2026-05-28", 3365.0 ], [ "2026-05-29", 3382.0 ], [ "2026-06-01", 3400.0 ], [ "2026-06-02", 3399.0 ], [ "2026-06-03", 3386.0 ], [ "2026-06-04", 3377.0 ], [ "2026-06-05", 3381.0 ] ], "v1_signal": 0, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-05-11", "code": "HC2610", "close": 3497.0, "vol": 0.006153526789298778, "momentum": 1, "raw_contracts": [ "I2609", "J2609" ], "raw_cost_change": 88.68292683, "lookback_start": "2026-02-02", "regime": "趋势较强", "horizon": 5, "signal": -1, "ready": true, "score": -0.32582426, "predicted_change": -15.67790918, "threshold": 9.62353712, "model_id": "2026-05-06-5", "reason": "信号超过风险与费用门槛", "entry_date": "2026-05-12", "exit_date": "2026-05-18", "exit_idx": 1054, "status": "scored", "entry": 3497.0, "exit": 3429.0, "move": -68.0, "cost": 4.6926, "risk_scale": 48.11768559522662, "daily_closes": [ [ "2026-05-12", 3471.0 ], [ "2026-05-13", 3481.0 ], [ "2026-05-14", 3478.0 ], [ "2026-05-15", 3446.0 ], [ "2026-05-18", 3429.0 ] ], "v1_signal": 0, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-05-11", "code": "HC2610", "close": 3497.0, "vol": 0.006153526789298778, "momentum": 1, "raw_contracts": [ "I2609", "J2609" ], "raw_cost_change": 88.68292683, "lookback_start": "2026-02-02", "regime": "趋势较强", "horizon": 10, "signal": -1, "ready": true, "score": -0.29438769, "predicted_change": -20.03269508, "threshold": 13.60973671, "model_id": "2026-05-06-10", "reason": "信号超过风险与费用门槛", "entry_date": "2026-05-12", "exit_date": "2026-05-25", "exit_idx": 1059, "status": "scored", "entry": 3497.0, "exit": 3432.0, "move": -65.0, "cost": 4.6929, "risk_scale": 68.04868355877399, "daily_closes": [ [ "2026-05-12", 3471.0 ], [ "2026-05-13", 3481.0 ], [ "2026-05-14", 3478.0 ], [ "2026-05-15", 3446.0 ], [ "2026-05-18", 3429.0 ], [ "2026-05-19", 3428.0 ], [ "2026-05-20", 3418.0 ], [ "2026-05-21", 3394.0 ], [ "2026-05-22", 3385.0 ], [ "2026-05-25", 3432.0 ] ], "v1_signal": 0, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-05-11", "code": "HC2610", "close": 3497.0, "vol": 0.006153526789298778, "momentum": 1, "raw_contracts": [ "I2609", "J2609" ], "raw_cost_change": 88.68292683, "lookback_start": "2026-02-02", "regime": "趋势较强", "horizon": 20, "signal": 0, "ready": true, "score": -0.12774273, "predicted_change": -12.29336916, "threshold": 19.24707424, "model_id": "2026-05-06-20", "reason": "信号不足，保持观望", "entry_date": "2026-05-12", "exit_date": "2026-06-08", "exit_idx": 1069, "status": "scored", "entry": 3497.0, "exit": 3373.0, "move": -124.0, "cost": 4.687, "risk_scale": 96.23537119045324, "daily_closes": [ [ "2026-05-12", 3471.0 ], [ "2026-05-13", 3481.0 ], [ "2026-05-14", 3478.0 ], [ "2026-05-15", 3446.0 ], [ "2026-05-18", 3429.0 ], [ "2026-05-19", 3428.0 ], [ "2026-05-20", 3418.0 ], [ "2026-05-21", 3394.0 ], [ "2026-05-22", 3385.0 ], [ "2026-05-25", 3432.0 ], [ "2026-05-26", 3366.0 ], [ "2026-05-27", 3363.0 ], [ "2026-05-28", 3365.0 ], [ "2026-05-29", 3382.0 ], [ "2026-06-01", 3400.0 ], [ "2026-06-02", 3399.0 ], [ "2026-06-03", 3386.0 ], [ "2026-06-04", 3377.0 ], [ "2026-06-05", 3381.0 ], [ "2026-06-08", 3373.0 ] ], "v1_signal": 0, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-05-12", "code": "HC2610", "close": 3471.0, "vol": 0.0064269059847465344, "momentum": 1, "raw_contracts": [ "I2609", "J2609" ], "raw_cost_change": 41.33333333, "lookback_start": "2026-02-03", "regime": "趋势较强", "horizon": 5, "signal": -1, "ready": true, "score": -0.28744832, "predicted_change": -14.33842128, "threshold": 9.97634727, "model_id": "2026-05-06-5", "reason": "信号超过风险与费用门槛", "entry_date": "2026-05-13", "exit_date": "2026-05-19", "exit_idx": 1055, "status": "scored", "entry": 3471.0, "exit": 3428.0, "move": -43.0, "cost": 4.6899, "risk_scale": 49.88173637278726, "daily_closes": [ [ "2026-05-13", 3481.0 ], [ "2026-05-14", 3478.0 ], [ "2026-05-15", 3446.0 ], [ "2026-05-18", 3429.0 ], [ "2026-05-19", 3428.0 ] ], "v1_signal": 0, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-05-12", "code": "HC2610", "close": 3471.0, "vol": 0.0064269059847465344, "momentum": 1, "raw_contracts": [ "I2609", "J2609" ], "raw_cost_change": 41.33333333, "lookback_start": "2026-02-03", "regime": "趋势较强", "horizon": 10, "signal": -1, "ready": true, "score": -0.26159292, "predicted_change": -18.45366129, "threshold": 14.10868562, "model_id": "2026-05-06-10", "reason": "信号超过风险与费用门槛", "entry_date": "2026-05-13", "exit_date": "2026-05-26", "exit_idx": 1060, "status": "scored", "entry": 3471.0, "exit": 3366.0, "move": -105.0, "cost": 4.6837, "risk_scale": 70.54342809311505, "daily_closes": [ [ "2026-05-13", 3481.0 ], [ "2026-05-14", 3478.0 ], [ "2026-05-15", 3446.0 ], [ "2026-05-18", 3429.0 ], [ "2026-05-19", 3428.0 ], [ "2026-05-20", 3418.0 ], [ "2026-05-21", 3394.0 ], [ "2026-05-22", 3385.0 ], [ "2026-05-25", 3432.0 ], [ "2026-05-26", 3366.0 ] ], "v1_signal": 0, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-05-12", "code": "HC2610", "close": 3471.0, "vol": 0.0064269059847465344, "momentum": 1, "raw_contracts": [ "I2609", "J2609" ], "raw_cost_change": 41.33333333, "lookback_start": "2026-02-03", "regime": "趋势较强", "horizon": 20, "signal": 0, "ready": true, "score": -0.16678475, "predicted_change": -16.63902555, "threshold": 19.95269455, "model_id": "2026-05-06-20", "reason": "信号不足，保持观望", "entry_date": "2026-05-13", "exit_date": "2026-06-09", "exit_idx": 1070, "status": "scored", "entry": 3471.0, "exit": 3361.0, "move": -110.0, "cost": 4.6832, "risk_scale": 99.76347274557452, "daily_closes": [ [ "2026-05-13", 3481.0 ], [ "2026-05-14", 3478.0 ], [ "2026-05-15", 3446.0 ], [ "2026-05-18", 3429.0 ], [ "2026-05-19", 3428.0 ], [ "2026-05-20", 3418.0 ], [ "2026-05-21", 3394.0 ], [ "2026-05-22", 3385.0 ], [ "2026-05-25", 3432.0 ], [ "2026-05-26", 3366.0 ], [ "2026-05-27", 3363.0 ], [ "2026-05-28", 3365.0 ], [ "2026-05-29", 3382.0 ], [ "2026-06-01", 3400.0 ], [ "2026-06-02", 3399.0 ], [ "2026-06-03", 3386.0 ], [ "2026-06-04", 3377.0 ], [ "2026-06-05", 3381.0 ], [ "2026-06-08", 3373.0 ], [ "2026-06-09", 3361.0 ] ], "v1_signal": 0, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-05-13", "code": "HC2610", "close": 3481.0, "vol": 0.006408282849448849, "momentum": 1, "raw_contracts": [ "I2609", "J2609" ], "raw_cost_change": 59.77235772, "lookback_start": "2026-02-04", "regime": "趋势较强", "horizon": 5, "signal": -1, "ready": true, "score": -0.22278853, "predicted_change": -11.11280083, "threshold": 9.9760977, "model_id": "2026-05-06-5", "reason": "信号超过风险与费用门槛", "entry_date": "2026-05-14", "exit_date": "2026-05-20", "exit_idx": 1056, "status": "scored", "entry": 3475.0, "exit": 3418.0, "move": -57.0, "cost": 4.6893, "risk_scale": 49.88048848111002, "daily_closes": [ [ "2026-05-14", 3478.0 ], [ "2026-05-15", 3446.0 ], [ "2026-05-18", 3429.0 ], [ "2026-05-19", 3428.0 ], [ "2026-05-20", 3418.0 ] ], "v1_signal": 0, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-05-13", "code": "HC2610", "close": 3481.0, "vol": 0.006408282849448849, "momentum": 1, "raw_contracts": [ "I2609", "J2609" ], "raw_cost_change": 59.77235772, "lookback_start": "2026-02-04", "regime": "趋势较强", "horizon": 10, "signal": 0, "ready": true, "score": -0.16238934, "predicted_change": -11.45521416, "threshold": 14.10833266, "model_id": "2026-05-06-10", "reason": "信号不足，保持观望", "entry_date": "2026-05-14", "exit_date": "2026-05-27", "exit_idx": 1061, "status": "scored", "entry": 3475.0, "exit": 3363.0, "move": -112.0, "cost": 4.6838, "risk_scale": 70.54166330778074, "daily_closes": [ [ "2026-05-14", 3478.0 ], [ "2026-05-15", 3446.0 ], [ "2026-05-18", 3429.0 ], [ "2026-05-19", 3428.0 ], [ "2026-05-20", 3418.0 ], [ "2026-05-21", 3394.0 ], [ "2026-05-22", 3385.0 ], [ "2026-05-25", 3432.0 ], [ "2026-05-26", 3366.0 ], [ "2026-05-27", 3363.0 ] ], "v1_signal": 0, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-05-13", "code": "HC2610", "close": 3481.0, "vol": 0.006408282849448849, "momentum": 1, "raw_contracts": [ "I2609", "J2609" ], "raw_cost_change": 59.77235772, "lookback_start": "2026-02-04", "regime": "趋势较强", "horizon": 20, "signal": 0, "ready": true, "score": -0.03140943, "predicted_change": -3.13343563, "threshold": 19.95219539, "model_id": "2026-05-06-20", "reason": "信号不足，保持观望", "entry_date": "2026-05-14", "exit_date": "2026-06-10", "exit_idx": 1071, "status": "scored", "entry": 3475.0, "exit": 3380.0, "move": -95.0, "cost": 4.6855, "risk_scale": 99.76097696222004, "daily_closes": [ [ "2026-05-14", 3478.0 ], [ "2026-05-15", 3446.0 ], [ "2026-05-18", 3429.0 ], [ "2026-05-19", 3428.0 ], [ "2026-05-20", 3418.0 ], [ "2026-05-21", 3394.0 ], [ "2026-05-22", 3385.0 ], [ "2026-05-25", 3432.0 ], [ "2026-05-26", 3366.0 ], [ "2026-05-27", 3363.0 ], [ "2026-05-28", 3365.0 ], [ "2026-05-29", 3382.0 ], [ "2026-06-01", 3400.0 ], [ "2026-06-02", 3399.0 ], [ "2026-06-03", 3386.0 ], [ "2026-06-04", 3377.0 ], [ "2026-06-05", 3381.0 ], [ "2026-06-08", 3373.0 ], [ "2026-06-09", 3361.0 ], [ "2026-06-10", 3380.0 ] ], "v1_signal": 0, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-05-14", "code": "HC2610", "close": 3478.0, "vol": 0.006461288570395704, "momentum": 1, "raw_contracts": [ "I2609", "J2609" ], "raw_cost_change": 51.64227642, "lookback_start": "2026-02-05", "regime": "趋势较强", "horizon": 5, "signal": -1, "ready": true, "score": -0.26494022, "predicted_change": -13.31317391, "threshold": 10.04994565, "model_id": "2026-05-06-5", "reason": "信号超过风险与费用门槛", "entry_date": "2026-05-15", "exit_date": "2026-05-21", "exit_idx": 1057, "status": "scored", "entry": 3478.0, "exit": 3394.0, "move": -84.0, "cost": 4.6872, "risk_scale": 50.24972825952106, "daily_closes": [ [ "2026-05-15", 3446.0 ], [ "2026-05-18", 3429.0 ], [ "2026-05-19", 3428.0 ], [ "2026-05-20", 3418.0 ], [ "2026-05-21", 3394.0 ] ], "v1_signal": 0, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-05-14", "code": "HC2610", "close": 3478.0, "vol": 0.006461288570395704, "momentum": 1, "raw_contracts": [ "I2609", "J2609" ], "raw_cost_change": 51.64227642, "lookback_start": "2026-02-05", "regime": "趋势较强", "horizon": 10, "signal": -1, "ready": true, "score": -0.23901159, "predicted_change": -16.98508311, "threshold": 14.21276944, "model_id": "2026-05-06-10", "reason": "信号超过风险与费用门槛", "entry_date": "2026-05-15", "exit_date": "2026-05-28", "exit_idx": 1062, "status": "scored", "entry": 3478.0, "exit": 3365.0, "move": -113.0, "cost": 4.6843, "risk_scale": 71.06384721017727, "daily_closes": [ [ "2026-05-15", 3446.0 ], [ "2026-05-18", 3429.0 ], [ "2026-05-19", 3428.0 ], [ "2026-05-20", 3418.0 ], [ "2026-05-21", 3394.0 ], [ "2026-05-22", 3385.0 ], [ "2026-05-25", 3432.0 ], [ "2026-05-26", 3366.0 ], [ "2026-05-27", 3363.0 ], [ "2026-05-28", 3365.0 ] ], "v1_signal": 0, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-05-14", "code": "HC2610", "close": 3478.0, "vol": 0.006461288570395704, "momentum": 1, "raw_contracts": [ "I2609", "J2609" ], "raw_cost_change": 51.64227642, "lookback_start": "2026-02-05", "regime": "趋势较强", "horizon": 20, "signal": 0, "ready": true, "score": -0.09919888, "predicted_change": -9.96943311, "threshold": 20.0998913, "model_id": "2026-05-06-20", "reason": "信号不足，保持观望", "entry_date": "2026-05-15", "exit_date": "2026-06-11", "exit_idx": 1072, "status": "scored", "entry": 3478.0, "exit": 3358.0, "move": -120.0, "cost": 4.6836, "risk_scale": 100.49945651904213, "daily_closes": [ [ "2026-05-15", 3446.0 ], [ "2026-05-18", 3429.0 ], [ "2026-05-19", 3428.0 ], [ "2026-05-20", 3418.0 ], [ "2026-05-21", 3394.0 ], [ "2026-05-22", 3385.0 ], [ "2026-05-25", 3432.0 ], [ "2026-05-26", 3366.0 ], [ "2026-05-27", 3363.0 ], [ "2026-05-28", 3365.0 ], [ "2026-05-29", 3382.0 ], [ "2026-06-01", 3400.0 ], [ "2026-06-02", 3399.0 ], [ "2026-06-03", 3386.0 ], [ "2026-06-04", 3377.0 ], [ "2026-06-05", 3381.0 ], [ "2026-06-08", 3373.0 ], [ "2026-06-09", 3361.0 ], [ "2026-06-10", 3380.0 ], [ "2026-06-11", 3358.0 ] ], "v1_signal": 0, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-05-15", "code": "HC2610", "close": 3446.0, "vol": 0.006996289934706187, "momentum": 1, "raw_contracts": [ "I2609", "J2609" ], "raw_cost_change": 53.91869919, "lookback_start": "2026-02-06", "regime": "趋势较强", "horizon": 5, "signal": -1, "ready": true, "score": -0.36586063, "predicted_change": -19.72348958, "threshold": 10.78196878, "model_id": "2026-05-06-5", "reason": "信号超过风险与费用门槛", "entry_date": "2026-05-18", "exit_date": "2026-05-22", "exit_idx": 1058, "status": "scored", "entry": 3445.0, "exit": 3385.0, "move": -60.0, "cost": 4.683, "risk_scale": 53.909843881299864, "daily_closes": [ [ "2026-05-18", 3429.0 ], [ "2026-05-19", 3428.0 ], [ "2026-05-20", 3418.0 ], [ "2026-05-21", 3394.0 ], [ "2026-05-22", 3385.0 ] ], "v1_signal": 0, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-05-15", "code": "HC2610", "close": 3446.0, "vol": 0.006996289934706187, "momentum": 1, "raw_contracts": [ "I2609", "J2609" ], "raw_cost_change": 53.91869919, "lookback_start": "2026-02-06", "regime": "趋势较强", "horizon": 10, "signal": -1, "ready": true, "score": -0.33909496, "predicted_change": -25.85261099, "threshold": 15.24800647, "model_id": "2026-05-06-10", "reason": "信号超过风险与费用门槛", "entry_date": "2026-05-18", "exit_date": "2026-05-29", "exit_idx": 1063, "status": "scored", "entry": 3445.0, "exit": 3382.0, "move": -63.0, "cost": 4.6827000000000005, "risk_scale": 76.24003236235048, "daily_closes": [ [ "2026-05-18", 3429.0 ], [ "2026-05-19", 3428.0 ], [ "2026-05-20", 3418.0 ], [ "2026-05-21", 3394.0 ], [ "2026-05-22", 3385.0 ], [ "2026-05-25", 3432.0 ], [ "2026-05-26", 3366.0 ], [ "2026-05-27", 3363.0 ], [ "2026-05-28", 3365.0 ], [ "2026-05-29", 3382.0 ] ], "v1_signal": 0, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-05-15", "code": "HC2610", "close": 3446.0, "vol": 0.006996289934706187, "momentum": 1, "raw_contracts": [ "I2609", "J2609" ], "raw_cost_change": 53.91869919, "lookback_start": "2026-02-06", "regime": "趋势较强", "horizon": 20, "signal": -1, "ready": true, "score": -0.24020429, "predicted_change": -25.89875149, "threshold": 21.56393755, "model_id": "2026-05-06-20", "reason": "信号超过风险与费用门槛", "entry_date": "2026-05-18", "exit_date": "2026-06-12", "exit_idx": 1073, "status": "scored", "entry": 3445.0, "exit": 3379.0, "move": -66.0, "cost": 4.6824, "risk_scale": 107.81968776259973, "daily_closes": [ [ "2026-05-18", 3429.0 ], [ "2026-05-19", 3428.0 ], [ "2026-05-20", 3418.0 ], [ "2026-05-21", 3394.0 ], [ "2026-05-22", 3385.0 ], [ "2026-05-25", 3432.0 ], [ "2026-05-26", 3366.0 ], [ "2026-05-27", 3363.0 ], [ "2026-05-28", 3365.0 ], [ "2026-05-29", 3382.0 ], [ "2026-06-01", 3400.0 ], [ "2026-06-02", 3399.0 ], [ "2026-06-03", 3386.0 ], [ "2026-06-04", 3377.0 ], [ "2026-06-05", 3381.0 ], [ "2026-06-08", 3373.0 ], [ "2026-06-09", 3361.0 ], [ "2026-06-10", 3380.0 ], [ "2026-06-11", 3358.0 ], [ "2026-06-12", 3379.0 ] ], "v1_signal": 0, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-05-18", "code": "HC2610", "close": 3429.0, "vol": 0.007186491677515145, "momentum": 1, "raw_contracts": [ "I2609", "J2609" ], "raw_cost_change": -4.32520325, "lookback_start": "2026-02-09", "regime": "趋势较强", "horizon": 5, "signal": -1, "ready": true, "score": -0.43054304, "predicted_change": -23.72389486, "threshold": 11.02045207, "model_id": "2026-05-06-5", "reason": "信号超过风险与费用门槛", "entry_date": "2026-05-19", "exit_date": "2026-05-25", "exit_idx": 1059, "status": "scored", "entry": 3431.0, "exit": 3432.0, "move": 1.0, "cost": 4.6863, "risk_scale": 55.102260329654385, "daily_closes": [ [ "2026-05-19", 3428.0 ], [ "2026-05-20", 3418.0 ], [ "2026-05-21", 3394.0 ], [ "2026-05-22", 3385.0 ], [ "2026-05-25", 3432.0 ] ], "v1_signal": 0, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-05-18", "code": "HC2610", "close": 3429.0, "vol": 0.007186491677515145, "momentum": 1, "raw_contracts": [ "I2609", "J2609" ], "raw_cost_change": -4.32520325, "lookback_start": "2026-02-09", "regime": "趋势较强", "horizon": 10, "signal": -1, "ready": true, "score": -0.40930031, "predicted_change": -31.89528479, "threshold": 15.58527278, "model_id": "2026-05-06-10", "reason": "信号超过风险与费用门槛", "entry_date": "2026-05-19", "exit_date": "2026-06-01", "exit_idx": 1064, "status": "scored", "entry": 3431.0, "exit": 3400.0, "move": -31.0, "cost": 4.6831, "risk_scale": 77.9263638756102, "daily_closes": [ [ "2026-05-19", 3428.0 ], [ "2026-05-20", 3418.0 ], [ "2026-05-21", 3394.0 ], [ "2026-05-22", 3385.0 ], [ "2026-05-25", 3432.0 ], [ "2026-05-26", 3366.0 ], [ "2026-05-27", 3363.0 ], [ "2026-05-28", 3365.0 ], [ "2026-05-29", 3382.0 ], [ "2026-06-01", 3400.0 ] ], "v1_signal": 0, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-05-18", "code": "HC2610", "close": 3429.0, "vol": 0.007186491677515145, "momentum": 1, "raw_contracts": [ "I2609", "J2609" ], "raw_cost_change": -4.32520325, "lookback_start": "2026-02-09", "regime": "趋势较强", "horizon": 20, "signal": -1, "ready": true, "score": -0.40177792, "predicted_change": -44.27774323, "threshold": 22.04090413, "model_id": "2026-05-06-20", "reason": "信号超过风险与费用门槛", "entry_date": "2026-05-19", "exit_date": "2026-06-15", "exit_idx": 1074, "status": "scored", "entry": 3431.0, "exit": 3397.0, "move": -34.0, "cost": 4.6828, "risk_scale": 110.20452065930877, "daily_closes": [ [ "2026-05-19", 3428.0 ], [ "2026-05-20", 3418.0 ], [ "2026-05-21", 3394.0 ], [ "2026-05-22", 3385.0 ], [ "2026-05-25", 3432.0 ], [ "2026-05-26", 3366.0 ], [ "2026-05-27", 3363.0 ], [ "2026-05-28", 3365.0 ], [ "2026-05-29", 3382.0 ], [ "2026-06-01", 3400.0 ], [ "2026-06-02", 3399.0 ], [ "2026-06-03", 3386.0 ], [ "2026-06-04", 3377.0 ], [ "2026-06-05", 3381.0 ], [ "2026-06-08", 3373.0 ], [ "2026-06-09", 3361.0 ], [ "2026-06-10", 3380.0 ], [ "2026-06-11", 3358.0 ], [ "2026-06-12", 3379.0 ], [ "2026-06-15", 3397.0 ] ], "v1_signal": 0, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-05-19", "code": "HC2610", "close": 3428.0, "vol": 0.006891617705845749, "momentum": 1, "raw_contracts": [ "I2609", "J2609" ], "raw_cost_change": -29.33333333, "lookback_start": "2026-02-10", "regime": "震荡或弱趋势", "horizon": 5, "signal": -1, "ready": true, "score": -0.53379395, "predicted_change": -28.19815156, "threshold": 10.56518216, "model_id": "2026-05-06-5", "reason": "信号超过风险与费用门槛", "entry_date": "2026-05-20", "exit_date": "2026-05-26", "exit_idx": 1060, "status": "scored", "entry": 3431.0, "exit": 3366.0, "move": -65.0, "cost": 4.6797, "risk_scale": 52.82591078034758, "daily_closes": [ [ "2026-05-20", 3418.0 ], [ "2026-05-21", 3394.0 ], [ "2026-05-22", 3385.0 ], [ "2026-05-25", 3432.0 ], [ "2026-05-26", 3366.0 ] ], "v1_signal": 0, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-05-19", "code": "HC2610", "close": 3428.0, "vol": 0.006891617705845749, "momentum": 1, "raw_contracts": [ "I2609", "J2609" ], "raw_cost_change": -29.33333333, "lookback_start": "2026-02-10", "regime": "震荡或弱趋势", "horizon": 10, "signal": -1, "ready": true, "score": -0.55832052, "predicted_change": -41.71051791, "threshold": 14.94142389, "model_id": "2026-05-06-10", "reason": "信号超过风险与费用门槛", "entry_date": "2026-05-20", "exit_date": "2026-06-02", "exit_idx": 1065, "status": "scored", "entry": 3431.0, "exit": 3399.0, "move": -32.0, "cost": 4.683, "risk_scale": 74.70711947027864, "daily_closes": [ [ "2026-05-20", 3418.0 ], [ "2026-05-21", 3394.0 ], [ "2026-05-22", 3385.0 ], [ "2026-05-25", 3432.0 ], [ "2026-05-26", 3366.0 ], [ "2026-05-27", 3363.0 ], [ "2026-05-28", 3365.0 ], [ "2026-05-29", 3382.0 ], [ "2026-06-01", 3400.0 ], [ "2026-06-02", 3399.0 ] ], "v1_signal": 0, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-05-19", "code": "HC2610", "close": 3428.0, "vol": 0.006891617705845749, "momentum": 1, "raw_contracts": [ "I2609", "J2609" ], "raw_cost_change": -29.33333333, "lookback_start": "2026-02-10", "regime": "震荡或弱趋势", "horizon": 20, "signal": -1, "ready": true, "score": -0.59985282, "predicted_change": -63.37554334, "threshold": 21.13036431, "model_id": "2026-05-06-20", "reason": "信号超过风险与费用门槛", "entry_date": "2026-05-20", "exit_date": "2026-06-16", "exit_idx": 1075, "status": "scored", "entry": 3431.0, "exit": 3382.0, "move": -49.0, "cost": 4.6813, "risk_scale": 105.65182156069515, "daily_closes": [ [ "2026-05-20", 3418.0 ], [ "2026-05-21", 3394.0 ], [ "2026-05-22", 3385.0 ], [ "2026-05-25", 3432.0 ], [ "2026-05-26", 3366.0 ], [ "2026-05-27", 3363.0 ], [ "2026-05-28", 3365.0 ], [ "2026-05-29", 3382.0 ], [ "2026-06-01", 3400.0 ], [ "2026-06-02", 3399.0 ], [ "2026-06-03", 3386.0 ], [ "2026-06-04", 3377.0 ], [ "2026-06-05", 3381.0 ], [ "2026-06-08", 3373.0 ], [ "2026-06-09", 3361.0 ], [ "2026-06-10", 3380.0 ], [ "2026-06-11", 3358.0 ], [ "2026-06-12", 3379.0 ], [ "2026-06-15", 3397.0 ], [ "2026-06-16", 3382.0 ] ], "v1_signal": 0, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-05-20", "code": "HC2610", "close": 3418.0, "vol": 0.006948601211198464, "momentum": -1, "raw_contracts": [ "I2609", "J2609" ], "raw_cost_change": -90.37398374, "lookback_start": "2026-02-11", "regime": "震荡或弱趋势", "horizon": 5, "signal": -1, "ready": true, "score": -0.53360386, "predicted_change": -28.33827494, "threshold": 10.62146553, "model_id": "2026-05-06-5", "reason": "信号超过风险与费用门槛", "entry_date": "2026-05-21", "exit_date": "2026-05-27", "exit_idx": 1061, "status": "scored", "entry": 3420.0, "exit": 3363.0, "move": -57.0, "cost": 4.6783, "risk_scale": 53.107327636864255, "daily_closes": [ [ "2026-05-21", 3394.0 ], [ "2026-05-22", 3385.0 ], [ "2026-05-25", 3432.0 ], [ "2026-05-26", 3366.0 ], [ "2026-05-27", 3363.0 ] ], "v1_signal": 0, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-05-20", "code": "HC2610", "close": 3418.0, "vol": 0.006948601211198464, "momentum": -1, "raw_contracts": [ "I2609", "J2609" ], "raw_cost_change": -90.37398374, "lookback_start": "2026-02-11", "regime": "震荡或弱趋势", "horizon": 10, "signal": -1, "ready": true, "score": -0.55703614, "predicted_change": -41.83625653, "threshold": 15.0210206, "model_id": "2026-05-06-10", "reason": "信号超过风险与费用门槛", "entry_date": "2026-05-21", "exit_date": "2026-06-03", "exit_idx": 1066, "status": "scored", "entry": 3420.0, "exit": 3386.0, "move": -34.0, "cost": 4.6806, "risk_scale": 75.10510300544492, "daily_closes": [ [ "2026-05-21", 3394.0 ], [ "2026-05-22", 3385.0 ], [ "2026-05-25", 3432.0 ], [ "2026-05-26", 3366.0 ], [ "2026-05-27", 3363.0 ], [ "2026-05-28", 3365.0 ], [ "2026-05-29", 3382.0 ], [ "2026-06-01", 3400.0 ], [ "2026-06-02", 3399.0 ], [ "2026-06-03", 3386.0 ] ], "v1_signal": 0, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-05-20", "code": "HC2610", "close": 3418.0, "vol": 0.006948601211198464, "momentum": -1, "raw_contracts": [ "I2609", "J2609" ], "raw_cost_change": -90.37398374, "lookback_start": "2026-02-11", "regime": "震荡或弱趋势", "horizon": 20, "signal": -1, "ready": true, "score": -0.67282106, "predicted_change": -71.46345685, "threshold": 21.24293105, "model_id": "2026-05-06-20", "reason": "信号超过风险与费用门槛", "entry_date": "2026-05-21", "exit_date": "2026-06-17", "exit_idx": 1076, "status": "scored", "entry": 3420.0, "exit": 3371.0, "move": -49.0, "cost": 4.6791, "risk_scale": 106.21465527372851, "daily_closes": [ [ "2026-05-21", 3394.0 ], [ "2026-05-22", 3385.0 ], [ "2026-05-25", 3432.0 ], [ "2026-05-26", 3366.0 ], [ "2026-05-27", 3363.0 ], [ "2026-05-28", 3365.0 ], [ "2026-05-29", 3382.0 ], [ "2026-06-01", 3400.0 ], [ "2026-06-02", 3399.0 ], [ "2026-06-03", 3386.0 ], [ "2026-06-04", 3377.0 ], [ "2026-06-05", 3381.0 ], [ "2026-06-08", 3373.0 ], [ "2026-06-09", 3361.0 ], [ "2026-06-10", 3380.0 ], [ "2026-06-11", 3358.0 ], [ "2026-06-12", 3379.0 ], [ "2026-06-15", 3397.0 ], [ "2026-06-16", 3382.0 ], [ "2026-06-17", 3371.0 ] ], "v1_signal": 0, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-05-21", "code": "HC2610", "close": 3394.0, "vol": 0.006771858070085536, "momentum": -1, "raw_contracts": [ "I2609", "J2609" ], "raw_cost_change": -118.69918699, "lookback_start": "2026-02-12", "regime": "震荡或弱趋势", "horizon": 5, "signal": -1, "ready": true, "score": -0.58781476, "predicted_change": -30.20961398, "threshold": 10.27861698, "model_id": "2026-05-06-5", "reason": "信号超过风险与费用门槛", "entry_date": "2026-05-22", "exit_date": "2026-05-28", "exit_idx": 1062, "status": "scored", "entry": 3394.0, "exit": 3365.0, "move": -29.0, "cost": 4.6759, "risk_scale": 51.39308491767995, "daily_closes": [ [ "2026-05-22", 3385.0 ], [ "2026-05-25", 3432.0 ], [ "2026-05-26", 3366.0 ], [ "2026-05-27", 3363.0 ], [ "2026-05-28", 3365.0 ] ], "v1_signal": 0, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-05-21", "code": "HC2610", "close": 3394.0, "vol": 0.006771858070085536, "momentum": -1, "raw_contracts": [ "I2609", "J2609" ], "raw_cost_change": -118.69918699, "lookback_start": "2026-02-12", "regime": "震荡或弱趋势", "horizon": 10, "signal": -1, "ready": true, "score": -0.66040853, "predicted_change": -47.99901893, "threshold": 14.53615954, "model_id": "2026-05-06-10", "reason": "信号超过风险与费用门槛", "entry_date": "2026-05-22", "exit_date": "2026-06-04", "exit_idx": 1067, "status": "scored", "entry": 3394.0, "exit": 3377.0, "move": -17.0, "cost": 4.6771, "risk_scale": 72.68079770277515, "daily_closes": [ [ "2026-05-22", 3385.0 ], [ "2026-05-25", 3432.0 ], [ "2026-05-26", 3366.0 ], [ "2026-05-27", 3363.0 ], [ "2026-05-28", 3365.0 ], [ "2026-05-29", 3382.0 ], [ "2026-06-01", 3400.0 ], [ "2026-06-02", 3399.0 ], [ "2026-06-03", 3386.0 ], [ "2026-06-04", 3377.0 ] ], "v1_signal": 0, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-05-21", "code": "HC2610", "close": 3394.0, "vol": 0.006771858070085536, "momentum": -1, "raw_contracts": [ "I2609", "J2609" ], "raw_cost_change": -118.69918699, "lookback_start": "2026-02-12", "regime": "震荡或弱趋势", "horizon": 20, "signal": -1, "ready": true, "score": -0.9441074, "predicted_change": -97.04118398, "threshold": 20.55723397, "model_id": "2026-05-06-20", "reason": "信号超过风险与费用门槛", "entry_date": "2026-05-22", "exit_date": "2026-06-18", "exit_idx": 1077, "status": "scored", "entry": 3394.0, "exit": 3349.0, "move": -45.0, "cost": 4.6743, "risk_scale": 102.7861698353599, "daily_closes": [ [ "2026-05-22", 3385.0 ], [ "2026-05-25", 3432.0 ], [ "2026-05-26", 3366.0 ], [ "2026-05-27", 3363.0 ], [ "2026-05-28", 3365.0 ], [ "2026-05-29", 3382.0 ], [ "2026-06-01", 3400.0 ], [ "2026-06-02", 3399.0 ], [ "2026-06-03", 3386.0 ], [ "2026-06-04", 3377.0 ], [ "2026-06-05", 3381.0 ], [ "2026-06-08", 3373.0 ], [ "2026-06-09", 3361.0 ], [ "2026-06-10", 3380.0 ], [ "2026-06-11", 3358.0 ], [ "2026-06-12", 3379.0 ], [ "2026-06-15", 3397.0 ], [ "2026-06-16", 3382.0 ], [ "2026-06-17", 3371.0 ], [ "2026-06-18", 3349.0 ] ], "v1_signal": 0, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-05-22", "code": "HC2610", "close": 3385.0, "vol": 0.0068055239679387265, "momentum": -1, "raw_contracts": [ "I2609", "J2609" ], "raw_cost_change": -103.6097561, "lookback_start": "2026-02-13", "regime": "震荡或弱趋势", "horizon": 5, "signal": -1, "ready": true, "score": -0.61989193, "predicted_change": -31.93163991, "threshold": 10.30232482, "model_id": "2026-05-06-5", "reason": "信号超过风险与费用门槛", "entry_date": "2026-05-25", "exit_date": "2026-05-29", "exit_idx": 1063, "status": "scored", "entry": 3385.0, "exit": 3382.0, "move": -3.0, "cost": 4.6767, "risk_scale": 51.51162411714909, "daily_closes": [ [ "2026-05-25", 3432.0 ], [ "2026-05-26", 3366.0 ], [ "2026-05-27", 3363.0 ], [ "2026-05-28", 3365.0 ], [ "2026-05-29", 3382.0 ] ], "v1_signal": 0, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-05-22", "code": "HC2610", "close": 3385.0, "vol": 0.0068055239679387265, "momentum": -1, "raw_contracts": [ "I2609", "J2609" ], "raw_cost_change": -103.6097561, "lookback_start": "2026-02-13", "regime": "震荡或弱趋势", "horizon": 10, "signal": -1, "ready": true, "score": -0.68347636, "predicted_change": -49.79018479, "threshold": 14.56968749, "model_id": "2026-05-06-10", "reason": "信号超过风险与费用门槛", "entry_date": "2026-05-25", "exit_date": "2026-06-05", "exit_idx": 1068, "status": "scored", "entry": 3385.0, "exit": 3381.0, "move": -4.0, "cost": 4.6766, "risk_scale": 72.84843744633724, "daily_closes": [ [ "2026-05-25", 3432.0 ], [ "2026-05-26", 3366.0 ], [ "2026-05-27", 3363.0 ], [ "2026-05-28", 3365.0 ], [ "2026-05-29", 3382.0 ], [ "2026-06-01", 3400.0 ], [ "2026-06-02", 3399.0 ], [ "2026-06-03", 3386.0 ], [ "2026-06-04", 3377.0 ], [ "2026-06-05", 3381.0 ] ], "v1_signal": 0, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-05-22", "code": "HC2610", "close": 3385.0, "vol": 0.0068055239679387265, "momentum": -1, "raw_contracts": [ "I2609", "J2609" ], "raw_cost_change": -103.6097561, "lookback_start": "2026-02-13", "regime": "震荡或弱趋势", "horizon": 20, "signal": -1, "ready": true, "score": -0.95347703, "predicted_change": -98.23030037, "threshold": 20.60464965, "model_id": "2026-05-06-20", "reason": "信号超过风险与费用门槛", "entry_date": "2026-05-25", "exit_date": "2026-06-22", "exit_idx": 1078, "status": "scored", "entry": 3385.0, "exit": 3338.0, "move": -47.0, "cost": 4.6723, "risk_scale": 103.02324823429818, "daily_closes": [ [ "2026-05-25", 3432.0 ], [ "2026-05-26", 3366.0 ], [ "2026-05-27", 3363.0 ], [ "2026-05-28", 3365.0 ], [ "2026-05-29", 3382.0 ], [ "2026-06-01", 3400.0 ], [ "2026-06-02", 3399.0 ], [ "2026-06-03", 3386.0 ], [ "2026-06-04", 3377.0 ], [ "2026-06-05", 3381.0 ], [ "2026-06-08", 3373.0 ], [ "2026-06-09", 3361.0 ], [ "2026-06-10", 3380.0 ], [ "2026-06-11", 3358.0 ], [ "2026-06-12", 3379.0 ], [ "2026-06-15", 3397.0 ], [ "2026-06-16", 3382.0 ], [ "2026-06-17", 3371.0 ], [ "2026-06-18", 3349.0 ], [ "2026-06-22", 3338.0 ] ], "v1_signal": 0, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-05-25", "code": "HC2610", "close": 3432.0, "vol": 0.00733735064478329, "momentum": -1, "raw_contracts": [ "I2609", "J2609" ], "raw_cost_change": -54.95934959, "lookback_start": "2026-02-24", "regime": "震荡或弱趋势", "horizon": 5, "signal": -1, "ready": true, "score": -0.67772909, "predicted_change": -38.16169718, "threshold": 11.26163769, "model_id": "2026-05-06-5", "reason": "信号超过风险与费用门槛", "entry_date": "2026-05-26", "exit_date": "2026-06-01", "exit_idx": 1064, "status": "scored", "entry": 3435.0, "exit": 3400.0, "move": -35.0, "cost": 4.6835, "risk_scale": 56.30818845018459, "daily_closes": [ [ "2026-05-26", 3366.0 ], [ "2026-05-27", 3363.0 ], [ "2026-05-28", 3365.0 ], [ "2026-05-29", 3382.0 ], [ "2026-06-01", 3400.0 ] ], "v1_signal": 0, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-05-25", "code": "HC2610", "close": 3432.0, "vol": 0.00733735064478329, "momentum": -1, "raw_contracts": [ "I2609", "J2609" ], "raw_cost_change": -54.95934959, "lookback_start": "2026-02-24", "regime": "震荡或弱趋势", "horizon": 10, "signal": -1, "ready": true, "score": -0.90305421, "predicted_change": -71.91183542, "threshold": 15.92636076, "model_id": "2026-05-06-10", "reason": "信号超过风险与费用门槛", "entry_date": "2026-05-26", "exit_date": "2026-06-08", "exit_idx": 1069, "status": "scored", "entry": 3435.0, "exit": 3373.0, "move": -62.0, "cost": 4.6808, "risk_scale": 79.6318037789111, "daily_closes": [ [ "2026-05-26", 3366.0 ], [ "2026-05-27", 3363.0 ], [ "2026-05-28", 3365.0 ], [ "2026-05-29", 3382.0 ], [ "2026-06-01", 3400.0 ], [ "2026-06-02", 3399.0 ], [ "2026-06-03", 3386.0 ], [ "2026-06-04", 3377.0 ], [ "2026-06-05", 3381.0 ], [ "2026-06-08", 3373.0 ] ], "v1_signal": 0, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-05-25", "code": "HC2610", "close": 3432.0, "vol": 0.00733735064478329, "momentum": -1, "raw_contracts": [ "I2609", "J2609" ], "raw_cost_change": -54.95934959, "lookback_start": "2026-02-24", "regime": "震荡或弱趋势", "horizon": 20, "signal": -1, "ready": true, "score": -1.11751581, "predicted_change": -125.85058129, "threshold": 22.52327538, "model_id": "2026-05-06-20", "reason": "信号超过风险与费用门槛", "entry_date": "2026-05-26", "exit_date": "2026-06-23", "exit_idx": 1079, "status": "scored", "entry": 3435.0, "exit": 3327.0, "move": -108.0, "cost": 4.6762, "risk_scale": 112.61637690036918, "daily_closes": [ [ "2026-05-26", 3366.0 ], [ "2026-05-27", 3363.0 ], [ "2026-05-28", 3365.0 ], [ "2026-05-29", 3382.0 ], [ "2026-06-01", 3400.0 ], [ "2026-06-02", 3399.0 ], [ "2026-06-03", 3386.0 ], [ "2026-06-04", 3377.0 ], [ "2026-06-05", 3381.0 ], [ "2026-06-08", 3373.0 ], [ "2026-06-09", 3361.0 ], [ "2026-06-10", 3380.0 ], [ "2026-06-11", 3358.0 ], [ "2026-06-12", 3379.0 ], [ "2026-06-15", 3397.0 ], [ "2026-06-16", 3382.0 ], [ "2026-06-17", 3371.0 ], [ "2026-06-18", 3349.0 ], [ "2026-06-22", 3338.0 ], [ "2026-06-23", 3327.0 ] ], "v1_signal": 0, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-05-26", "code": "HC2610", "close": 3366.0, "vol": 0.00858309500343227, "momentum": -1, "raw_contracts": [ "I2609", "J2609" ], "raw_cost_change": -37.17073171, "lookback_start": "2026-02-25", "regime": "震荡或弱趋势", "horizon": 5, "signal": -1, "ready": true, "score": -0.57620623, "predicted_change": -37.22382367, "threshold": 12.92031283, "model_id": "2026-05-06-5", "reason": "信号超过风险与费用门槛", "entry_date": "2026-05-27", "exit_date": "2026-06-02", "exit_idx": 1065, "status": "scored", "entry": 3365.0, "exit": 3399.0, "move": 34.0, "cost": 4.6764, "risk_scale": 64.60156415695494, "daily_closes": [ [ "2026-05-27", 3363.0 ], [ "2026-05-28", 3365.0 ], [ "2026-05-29", 3382.0 ], [ "2026-06-01", 3400.0 ], [ "2026-06-02", 3399.0 ] ], "v1_signal": 0, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-05-26", "code": "HC2610", "close": 3366.0, "vol": 0.00858309500343227, "momentum": -1, "raw_contracts": [ "I2609", "J2609" ], "raw_cost_change": -37.17073171, "lookback_start": "2026-02-25", "regime": "震荡或弱趋势", "horizon": 10, "signal": -1, "ready": true, "score": -0.80821168, "predicted_change": -73.83854858, "threshold": 18.27208164, "model_id": "2026-05-06-10", "reason": "信号超过风险与费用门槛", "entry_date": "2026-05-27", "exit_date": "2026-06-09", "exit_idx": 1070, "status": "scored", "entry": 3365.0, "exit": 3361.0, "move": -4.0, "cost": 4.6726, "risk_scale": 91.36040818128129, "daily_closes": [ [ "2026-05-27", 3363.0 ], [ "2026-05-28", 3365.0 ], [ "2026-05-29", 3382.0 ], [ "2026-06-01", 3400.0 ], [ "2026-06-02", 3399.0 ], [ "2026-06-03", 3386.0 ], [ "2026-06-04", 3377.0 ], [ "2026-06-05", 3381.0 ], [ "2026-06-08", 3373.0 ], [ "2026-06-09", 3361.0 ] ], "v1_signal": 0, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-05-26", "code": "HC2610", "close": 3366.0, "vol": 0.00858309500343227, "momentum": -1, "raw_contracts": [ "I2609", "J2609" ], "raw_cost_change": -37.17073171, "lookback_start": "2026-02-25", "regime": "震荡或弱趋势", "horizon": 20, "signal": -1, "ready": true, "score": -1.02170055, "predicted_change": -132.00690688, "threshold": 25.84062566, "model_id": "2026-05-06-20", "reason": "信号超过风险与费用门槛", "entry_date": "2026-05-27", "exit_date": "2026-06-24", "exit_idx": 1080, "status": "scored", "entry": 3365.0, "exit": 3325.0, "move": -40.0, "cost": 4.6690000000000005, "risk_scale": 129.20312831390987, "daily_closes": [ [ "2026-05-27", 3363.0 ], [ "2026-05-28", 3365.0 ], [ "2026-05-29", 3382.0 ], [ "2026-06-01", 3400.0 ], [ "2026-06-02", 3399.0 ], [ "2026-06-03", 3386.0 ], [ "2026-06-04", 3377.0 ], [ "2026-06-05", 3381.0 ], [ "2026-06-08", 3373.0 ], [ "2026-06-09", 3361.0 ], [ "2026-06-10", 3380.0 ], [ "2026-06-11", 3358.0 ], [ "2026-06-12", 3379.0 ], [ "2026-06-15", 3397.0 ], [ "2026-06-16", 3382.0 ], [ "2026-06-17", 3371.0 ], [ "2026-06-18", 3349.0 ], [ "2026-06-22", 3338.0 ], [ "2026-06-23", 3327.0 ], [ "2026-06-24", 3325.0 ] ], "v1_signal": 0, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-05-27", "code": "HC2610", "close": 3363.0, "vol": 0.00856658856050115, "momentum": -1, "raw_contracts": [ "I2609", "J2609" ], "raw_cost_change": -44.1300813, "lookback_start": "2026-02-26", "regime": "震荡或弱趋势", "horizon": 5, "signal": -1, "ready": true, "score": -0.59525674, "predicted_change": -38.34635575, "threshold": 12.88397205, "model_id": "2026-05-06-5", "reason": "信号超过风险与费用门槛", "entry_date": "2026-05-28", "exit_date": "2026-06-03", "exit_idx": 1066, "status": "scored", "entry": 3374.0, "exit": 3386.0, "move": 12.0, "cost": 4.676, "risk_scale": 64.41986026108654, "daily_closes": [ [ "2026-05-28", 3365.0 ], [ "2026-05-29", 3382.0 ], [ "2026-06-01", 3400.0 ], [ "2026-06-02", 3399.0 ], [ "2026-06-03", 3386.0 ] ], "v1_signal": 0, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-05-27", "code": "HC2610", "close": 3363.0, "vol": 0.00856658856050115, "momentum": -1, "raw_contracts": [ "I2609", "J2609" ], "raw_cost_change": -44.1300813, "lookback_start": "2026-02-26", "regime": "震荡或弱趋势", "horizon": 10, "signal": -1, "ready": true, "score": -0.78765341, "predicted_change": -71.75793557, "threshold": 18.22068801, "model_id": "2026-05-06-10", "reason": "信号超过风险与费用门槛", "entry_date": "2026-05-28", "exit_date": "2026-06-10", "exit_idx": 1071, "status": "scored", "entry": 3374.0, "exit": 3380.0, "move": 6.0, "cost": 4.6754, "risk_scale": 91.10344006740817, "daily_closes": [ [ "2026-05-28", 3365.0 ], [ "2026-05-29", 3382.0 ], [ "2026-06-01", 3400.0 ], [ "2026-06-02", 3399.0 ], [ "2026-06-03", 3386.0 ], [ "2026-06-04", 3377.0 ], [ "2026-06-05", 3381.0 ], [ "2026-06-08", 3373.0 ], [ "2026-06-09", 3361.0 ], [ "2026-06-10", 3380.0 ] ], "v1_signal": 0, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-05-27", "code": "HC2610", "close": 3363.0, "vol": 0.00856658856050115, "momentum": -1, "raw_contracts": [ "I2609", "J2609" ], "raw_cost_change": -44.1300813, "lookback_start": "2026-02-26", "regime": "震荡或弱趋势", "horizon": 20, "signal": -1, "ready": true, "score": -1.05522831, "predicted_change": -135.95532012, "threshold": 25.7679441, "model_id": "2026-05-06-20", "reason": "信号超过风险与费用门槛", "entry_date": "2026-05-28", "exit_date": "2026-06-25", "exit_idx": 1081, "status": "scored", "entry": 3374.0, "exit": 3312.0, "move": -62.0, "cost": 4.6686, "risk_scale": 128.83972052217308, "daily_closes": [ [ "2026-05-28", 3365.0 ], [ "2026-05-29", 3382.0 ], [ "2026-06-01", 3400.0 ], [ "2026-06-02", 3399.0 ], [ "2026-06-03", 3386.0 ], [ "2026-06-04", 3377.0 ], [ "2026-06-05", 3381.0 ], [ "2026-06-08", 3373.0 ], [ "2026-06-09", 3361.0 ], [ "2026-06-10", 3380.0 ], [ "2026-06-11", 3358.0 ], [ "2026-06-12", 3379.0 ], [ "2026-06-15", 3397.0 ], [ "2026-06-16", 3382.0 ], [ "2026-06-17", 3371.0 ], [ "2026-06-18", 3349.0 ], [ "2026-06-22", 3338.0 ], [ "2026-06-23", 3327.0 ], [ "2026-06-24", 3325.0 ], [ "2026-06-25", 3312.0 ] ], "v1_signal": 0, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-05-28", "code": "HC2610", "close": 3365.0, "vol": 0.0085666193753325, "momentum": -1, "raw_contracts": [ "I2609", "J2609" ], "raw_cost_change": -33.23577236, "lookback_start": "2026-02-27", "regime": "震荡或弱趋势", "horizon": 5, "signal": -1, "ready": true, "score": -0.60133311, "predicted_change": -38.76097218, "threshold": 12.89168061, "model_id": "2026-05-06-5", "reason": "信号超过风险与费用门槛", "entry_date": "2026-05-29", "exit_date": "2026-06-04", "exit_idx": 1067, "status": "scored", "entry": 3378.0, "exit": 3377.0, "move": -1.0, "cost": 4.6754999999999995, "risk_scale": 64.45840307195351, "daily_closes": [ [ "2026-05-29", 3382.0 ], [ "2026-06-01", 3400.0 ], [ "2026-06-02", 3399.0 ], [ "2026-06-03", 3386.0 ], [ "2026-06-04", 3377.0 ] ], "v1_signal": 0, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-05-28", "code": "HC2610", "close": 3365.0, "vol": 0.0085666193753325, "momentum": -1, "raw_contracts": [ "I2609", "J2609" ], "raw_cost_change": -33.23577236, "lookback_start": "2026-02-27", "regime": "震荡或弱趋势", "horizon": 10, "signal": -1, "ready": true, "score": -0.86277811, "predicted_change": -78.64908188, "threshold": 18.23158957, "model_id": "2026-05-06-10", "reason": "信号超过风险与费用门槛", "entry_date": "2026-05-29", "exit_date": "2026-06-11", "exit_idx": 1072, "status": "scored", "entry": 3378.0, "exit": 3358.0, "move": -20.0, "cost": 4.6736, "risk_scale": 91.15794783326824, "daily_closes": [ [ "2026-05-29", 3382.0 ], [ "2026-06-01", 3400.0 ], [ "2026-06-02", 3399.0 ], [ "2026-06-03", 3386.0 ], [ "2026-06-04", 3377.0 ], [ "2026-06-05", 3381.0 ], [ "2026-06-08", 3373.0 ], [ "2026-06-09", 3361.0 ], [ "2026-06-10", 3380.0 ], [ "2026-06-11", 3358.0 ] ], "v1_signal": 0, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-05-28", "code": "HC2610", "close": 3365.0, "vol": 0.0085666193753325, "momentum": -1, "raw_contracts": [ "I2609", "J2609" ], "raw_cost_change": -33.23577236, "lookback_start": "2026-02-27", "regime": "震荡或弱趋势", "horizon": 20, "signal": -1, "ready": true, "score": -1.0861511, "predicted_change": -140.02313061, "threshold": 25.78336123, "model_id": "2026-05-06-20", "reason": "信号超过风险与费用门槛", "entry_date": "2026-05-29", "exit_date": "2026-06-26", "exit_idx": 1082, "status": "scored", "entry": 3378.0, "exit": 3316.0, "move": -62.0, "cost": 4.6693999999999996, "risk_scale": 128.91680614390702, "daily_closes": [ [ "2026-05-29", 3382.0 ], [ "2026-06-01", 3400.0 ], [ "2026-06-02", 3399.0 ], [ "2026-06-03", 3386.0 ], [ "2026-06-04", 3377.0 ], [ "2026-06-05", 3381.0 ], [ "2026-06-08", 3373.0 ], [ "2026-06-09", 3361.0 ], [ "2026-06-10", 3380.0 ], [ "2026-06-11", 3358.0 ], [ "2026-06-12", 3379.0 ], [ "2026-06-15", 3397.0 ], [ "2026-06-16", 3382.0 ], [ "2026-06-17", 3371.0 ], [ "2026-06-18", 3349.0 ], [ "2026-06-22", 3338.0 ], [ "2026-06-23", 3327.0 ], [ "2026-06-24", 3325.0 ], [ "2026-06-25", 3312.0 ], [ "2026-06-26", 3316.0 ] ], "v1_signal": 0, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-05-29", "code": "HC2610", "close": 3382.0, "vol": 0.00858573310158549, "momentum": -1, "raw_contracts": [ "I2609", "J2609" ], "raw_cost_change": 2.08130081, "lookback_start": "2026-03-02", "regime": "震荡或弱趋势", "horizon": 5, "signal": -1, "ready": true, "score": -0.63343655, "predicted_change": -41.12814359, "threshold": 12.98571852, "model_id": "2026-05-06-5", "reason": "信号超过风险与费用门槛", "entry_date": "2026-06-01", "exit_date": "2026-06-05", "exit_idx": 1068, "status": "scored", "entry": 3382.0, "exit": 3381.0, "move": -1.0, "cost": 4.6763, "risk_scale": 64.92859260483922, "daily_closes": [ [ "2026-06-01", 3400.0 ], [ "2026-06-02", 3399.0 ], [ "2026-06-03", 3386.0 ], [ "2026-06-04", 3377.0 ], [ "2026-06-05", 3381.0 ] ], "v1_signal": 1, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-05-29", "code": "HC2610", "close": 3382.0, "vol": 0.00858573310158549, "momentum": -1, "raw_contracts": [ "I2609", "J2609" ], "raw_cost_change": 2.08130081, "lookback_start": "2026-03-02", "regime": "震荡或弱趋势", "horizon": 10, "signal": -1, "ready": true, "score": -0.87546766, "predicted_change": -80.38797578, "threshold": 18.36457925, "model_id": "2026-05-06-10", "reason": "信号超过风险与费用门槛", "entry_date": "2026-06-01", "exit_date": "2026-06-12", "exit_idx": 1073, "status": "scored", "entry": 3382.0, "exit": 3379.0, "move": -3.0, "cost": 4.6761, "risk_scale": 91.82289624756108, "daily_closes": [ [ "2026-06-01", 3400.0 ], [ "2026-06-02", 3399.0 ], [ "2026-06-03", 3386.0 ], [ "2026-06-04", 3377.0 ], [ "2026-06-05", 3381.0 ], [ "2026-06-08", 3373.0 ], [ "2026-06-09", 3361.0 ], [ "2026-06-10", 3380.0 ], [ "2026-06-11", 3358.0 ], [ "2026-06-12", 3379.0 ] ], "v1_signal": 1, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-05-29", "code": "HC2610", "close": 3382.0, "vol": 0.00858573310158549, "momentum": -1, "raw_contracts": [ "I2609", "J2609" ], "raw_cost_change": 2.08130081, "lookback_start": "2026-03-02", "regime": "震荡或弱趋势", "horizon": 20, "signal": -1, "ready": true, "score": -1.03951574, "predicted_change": -134.98858841, "threshold": 25.97143704, "model_id": "2026-05-06-20", "reason": "信号超过风险与费用门槛", "entry_date": "2026-06-01", "exit_date": "2026-06-29", "exit_idx": 1083, "status": "scored", "entry": 3382.0, "exit": 3319.0, "move": -63.0, "cost": 4.6701, "risk_scale": 129.85718520967845, "daily_closes": [ [ "2026-06-01", 3400.0 ], [ "2026-06-02", 3399.0 ], [ "2026-06-03", 3386.0 ], [ "2026-06-04", 3377.0 ], [ "2026-06-05", 3381.0 ], [ "2026-06-08", 3373.0 ], [ "2026-06-09", 3361.0 ], [ "2026-06-10", 3380.0 ], [ "2026-06-11", 3358.0 ], [ "2026-06-12", 3379.0 ], [ "2026-06-15", 3397.0 ], [ "2026-06-16", 3382.0 ], [ "2026-06-17", 3371.0 ], [ "2026-06-18", 3349.0 ], [ "2026-06-22", 3338.0 ], [ "2026-06-23", 3327.0 ], [ "2026-06-24", 3325.0 ], [ "2026-06-25", 3312.0 ], [ "2026-06-26", 3316.0 ], [ "2026-06-29", 3319.0 ] ], "v1_signal": 1, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-06-01", "code": "HC2610", "close": 3400.0, "vol": 0.008445767546900683, "momentum": -1, "raw_contracts": [ "I2609", "J2609" ], "raw_cost_change": 83.8699187, "lookback_start": "2026-03-03", "regime": "震荡或弱趋势", "horizon": 5, "signal": -1, "ready": true, "score": -0.64235477, "predicted_change": -41.24563513, "threshold": 12.84201104, "model_id": "2026-06-01-5", "reason": "信号超过风险与费用门槛", "entry_date": "2026-06-02", "exit_date": "2026-06-08", "exit_idx": 1069, "status": "scored", "entry": 3400.0, "exit": 3373.0, "move": -27.0, "cost": 4.6773, "risk_scale": 64.21005521390734, "daily_closes": [ [ "2026-06-02", 3399.0 ], [ "2026-06-03", 3386.0 ], [ "2026-06-04", 3377.0 ], [ "2026-06-05", 3381.0 ], [ "2026-06-08", 3373.0 ] ], "v1_signal": 1, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-06-01", "code": "HC2610", "close": 3400.0, "vol": 0.008445767546900683, "momentum": -1, "raw_contracts": [ "I2609", "J2609" ], "raw_cost_change": 83.8699187, "lookback_start": "2026-03-03", "regime": "震荡或弱趋势", "horizon": 10, "signal": -1, "ready": true, "score": -0.88977183, "predicted_change": -80.79727089, "threshold": 18.16134618, "model_id": "2026-06-01-10", "reason": "信号超过风险与费用门槛", "entry_date": "2026-06-02", "exit_date": "2026-06-15", "exit_idx": 1074, "status": "scored", "entry": 3400.0, "exit": 3397.0, "move": -3.0, "cost": 4.6797, "risk_scale": 90.80673092423302, "daily_closes": [ [ "2026-06-02", 3399.0 ], [ "2026-06-03", 3386.0 ], [ "2026-06-04", 3377.0 ], [ "2026-06-05", 3381.0 ], [ "2026-06-08", 3373.0 ], [ "2026-06-09", 3361.0 ], [ "2026-06-10", 3380.0 ], [ "2026-06-11", 3358.0 ], [ "2026-06-12", 3379.0 ], [ "2026-06-15", 3397.0 ] ], "v1_signal": 1, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-06-01", "code": "HC2610", "close": 3400.0, "vol": 0.008445767546900683, "momentum": -1, "raw_contracts": [ "I2609", "J2609" ], "raw_cost_change": 83.8699187, "lookback_start": "2026-03-03", "regime": "震荡或弱趋势", "horizon": 20, "signal": -1, "ready": true, "score": -1.21441109, "predicted_change": -155.95480607, "threshold": 25.68402209, "model_id": "2026-06-01-20", "reason": "信号超过风险与费用门槛", "entry_date": "2026-06-02", "exit_date": "2026-06-30", "exit_idx": 1084, "status": "scored", "entry": 3400.0, "exit": 3315.0, "move": -85.0, "cost": 4.6715, "risk_scale": 128.42011042781468, "daily_closes": [ [ "2026-06-02", 3399.0 ], [ "2026-06-03", 3386.0 ], [ "2026-06-04", 3377.0 ], [ "2026-06-05", 3381.0 ], [ "2026-06-08", 3373.0 ], [ "2026-06-09", 3361.0 ], [ "2026-06-10", 3380.0 ], [ "2026-06-11", 3358.0 ], [ "2026-06-12", 3379.0 ], [ "2026-06-15", 3397.0 ], [ "2026-06-16", 3382.0 ], [ "2026-06-17", 3371.0 ], [ "2026-06-18", 3349.0 ], [ "2026-06-22", 3338.0 ], [ "2026-06-23", 3327.0 ], [ "2026-06-24", 3325.0 ], [ "2026-06-25", 3312.0 ], [ "2026-06-26", 3316.0 ], [ "2026-06-29", 3319.0 ], [ "2026-06-30", 3315.0 ] ], "v1_signal": 1, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-06-02", "code": "HC2610", "close": 3399.0, "vol": 0.008351293069195938, "momentum": -1, "raw_contracts": [ "I2609", "J2609" ], "raw_cost_change": 90.34146341, "lookback_start": "2026-03-04", "regime": "震荡或弱趋势", "horizon": 5, "signal": -1, "ready": true, "score": -0.71117678, "predicted_change": -45.14061346, "threshold": 12.69462531, "model_id": "2026-06-01-5", "reason": "信号超过风险与费用门槛", "entry_date": "2026-06-03", "exit_date": "2026-06-09", "exit_idx": 1070, "status": "scored", "entry": 3396.0, "exit": 3361.0, "move": -35.0, "cost": 4.6757, "risk_scale": 63.473126550330164, "daily_closes": [ [ "2026-06-03", 3386.0 ], [ "2026-06-04", 3377.0 ], [ "2026-06-05", 3381.0 ], [ "2026-06-08", 3373.0 ], [ "2026-06-09", 3361.0 ] ], "v1_signal": 1, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-06-02", "code": "HC2610", "close": 3399.0, "vol": 0.008351293069195938, "momentum": -1, "raw_contracts": [ "I2609", "J2609" ], "raw_cost_change": 90.34146341, "lookback_start": "2026-03-04", "regime": "震荡或弱趋势", "horizon": 10, "signal": -1, "ready": true, "score": -0.86599343, "predicted_change": -77.73551647, "threshold": 17.95291128, "model_id": "2026-06-01-10", "reason": "信号超过风险与费用门槛", "entry_date": "2026-06-03", "exit_date": "2026-06-16", "exit_idx": 1075, "status": "scored", "entry": 3396.0, "exit": 3382.0, "move": -14.0, "cost": 4.6778, "risk_scale": 89.7645564137007, "daily_closes": [ [ "2026-06-03", 3386.0 ], [ "2026-06-04", 3377.0 ], [ "2026-06-05", 3381.0 ], [ "2026-06-08", 3373.0 ], [ "2026-06-09", 3361.0 ], [ "2026-06-10", 3380.0 ], [ "2026-06-11", 3358.0 ], [ "2026-06-12", 3379.0 ], [ "2026-06-15", 3397.0 ], [ "2026-06-16", 3382.0 ] ], "v1_signal": 1, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-06-02", "code": "HC2610", "close": 3399.0, "vol": 0.008351293069195938, "momentum": -1, "raw_contracts": [ "I2609", "J2609" ], "raw_cost_change": 90.34146341, "lookback_start": "2026-03-04", "regime": "震荡或弱趋势", "horizon": 20, "signal": -1, "ready": true, "score": -1.17798873, "predicted_change": -149.54125564, "threshold": 25.38925062, "model_id": "2026-06-01-20", "reason": "信号超过风险与费用门槛", "entry_date": "2026-06-03", "exit_date": "2026-07-01", "exit_idx": 1085, "status": "scored", "entry": 3396.0, "exit": 3285.0, "move": -111.0, "cost": 4.6681, "risk_scale": 126.94625310066033, "daily_closes": [ [ "2026-06-03", 3386.0 ], [ "2026-06-04", 3377.0 ], [ "2026-06-05", 3381.0 ], [ "2026-06-08", 3373.0 ], [ "2026-06-09", 3361.0 ], [ "2026-06-10", 3380.0 ], [ "2026-06-11", 3358.0 ], [ "2026-06-12", 3379.0 ], [ "2026-06-15", 3397.0 ], [ "2026-06-16", 3382.0 ], [ "2026-06-17", 3371.0 ], [ "2026-06-18", 3349.0 ], [ "2026-06-22", 3338.0 ], [ "2026-06-23", 3327.0 ], [ "2026-06-24", 3325.0 ], [ "2026-06-25", 3312.0 ], [ "2026-06-26", 3316.0 ], [ "2026-06-29", 3319.0 ], [ "2026-06-30", 3315.0 ], [ "2026-07-01", 3285.0 ] ], "v1_signal": 1, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-06-03", "code": "HC2610", "close": 3386.0, "vol": 0.006886587101562589, "momentum": -1, "raw_contracts": [ "I2609", "J2609" ], "raw_cost_change": 85.98373984, "lookback_start": "2026-03-05", "regime": "震荡或弱趋势", "horizon": 5, "signal": -1, "ready": true, "score": -0.47506046, "predicted_change": -24.76993621, "threshold": 10.42811943, "model_id": "2026-06-01-5", "reason": "信号超过风险与费用门槛", "entry_date": "2026-06-04", "exit_date": "2026-06-10", "exit_idx": 1071, "status": "scored", "entry": 3386.0, "exit": 3380.0, "move": -6.0, "cost": 4.6766, "risk_scale": 52.14059715653953, "daily_closes": [ [ "2026-06-04", 3377.0 ], [ "2026-06-05", 3381.0 ], [ "2026-06-08", 3373.0 ], [ "2026-06-09", 3361.0 ], [ "2026-06-10", 3380.0 ] ], "v1_signal": 1, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-06-03", "code": "HC2610", "close": 3386.0, "vol": 0.006886587101562589, "momentum": -1, "raw_contracts": [ "I2609", "J2609" ], "raw_cost_change": 85.98373984, "lookback_start": "2026-03-05", "regime": "震荡或弱趋势", "horizon": 10, "signal": -1, "ready": true, "score": -0.7051466, "predicted_change": -51.99605758, "threshold": 14.74758793, "model_id": "2026-06-01-10", "reason": "信号超过风险与费用门槛", "entry_date": "2026-06-04", "exit_date": "2026-06-17", "exit_idx": 1076, "status": "scored", "entry": 3386.0, "exit": 3371.0, "move": -15.0, "cost": 4.6757, "risk_scale": 73.73793964901024, "daily_closes": [ [ "2026-06-04", 3377.0 ], [ "2026-06-05", 3381.0 ], [ "2026-06-08", 3373.0 ], [ "2026-06-09", 3361.0 ], [ "2026-06-10", 3380.0 ], [ "2026-06-11", 3358.0 ], [ "2026-06-12", 3379.0 ], [ "2026-06-15", 3397.0 ], [ "2026-06-16", 3382.0 ], [ "2026-06-17", 3371.0 ] ], "v1_signal": 1, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-06-03", "code": "HC2610", "close": 3386.0, "vol": 0.006886587101562589, "momentum": -1, "raw_contracts": [ "I2609", "J2609" ], "raw_cost_change": 85.98373984, "lookback_start": "2026-03-05", "regime": "震荡或弱趋势", "horizon": 20, "signal": -1, "ready": true, "score": -1.15384846, "predicted_change": -120.32469536, "threshold": 20.85623886, "model_id": "2026-06-01-20", "reason": "信号超过风险与费用门槛", "entry_date": "2026-06-04", "exit_date": "2026-07-02", "exit_idx": 1086, "status": "scored", "entry": 3386.0, "exit": 3283.0, "move": -103.0, "cost": 4.6669, "risk_scale": 104.28119431307906, "daily_closes": [ [ "2026-06-04", 3377.0 ], [ "2026-06-05", 3381.0 ], [ "2026-06-08", 3373.0 ], [ "2026-06-09", 3361.0 ], [ "2026-06-10", 3380.0 ], [ "2026-06-11", 3358.0 ], [ "2026-06-12", 3379.0 ], [ "2026-06-15", 3397.0 ], [ "2026-06-16", 3382.0 ], [ "2026-06-17", 3371.0 ], [ "2026-06-18", 3349.0 ], [ "2026-06-22", 3338.0 ], [ "2026-06-23", 3327.0 ], [ "2026-06-24", 3325.0 ], [ "2026-06-25", 3312.0 ], [ "2026-06-26", 3316.0 ], [ "2026-06-29", 3319.0 ], [ "2026-06-30", 3315.0 ], [ "2026-07-01", 3285.0 ], [ "2026-07-02", 3283.0 ] ], "v1_signal": 1, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-06-04", "code": "HC2610", "close": 3377.0, "vol": 0.0068844309509705996, "momentum": -1, "raw_contracts": [ "I2609", "J2609" ], "raw_cost_change": 122.79674797, "lookback_start": "2026-03-06", "regime": "震荡或弱趋势", "horizon": 5, "signal": -1, "ready": true, "score": -0.40549136, "predicted_change": -21.07976263, "threshold": 10.39714515, "model_id": "2026-06-01-5", "reason": "信号超过风险与费用门槛", "entry_date": "2026-06-05", "exit_date": "2026-06-11", "exit_idx": 1072, "status": "scored", "entry": 3372.0, "exit": 3358.0, "move": -14.0, "cost": 4.673, "risk_scale": 51.985725736797065, "daily_closes": [ [ "2026-06-05", 3381.0 ], [ "2026-06-08", 3373.0 ], [ "2026-06-09", 3361.0 ], [ "2026-06-10", 3380.0 ], [ "2026-06-11", 3358.0 ] ], "v1_signal": 1, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-06-04", "code": "HC2610", "close": 3377.0, "vol": 0.0068844309509705996, "momentum": -1, "raw_contracts": [ "I2609", "J2609" ], "raw_cost_change": 122.79674797, "lookback_start": "2026-03-06", "regime": "震荡或弱趋势", "horizon": 10, "signal": -1, "ready": true, "score": -0.65184475, "predicted_change": -47.9229212, "threshold": 14.70378368, "model_id": "2026-06-01-10", "reason": "信号超过风险与费用门槛", "entry_date": "2026-06-05", "exit_date": "2026-06-18", "exit_idx": 1077, "status": "scored", "entry": 3372.0, "exit": 3349.0, "move": -23.0, "cost": 4.6721, "risk_scale": 73.51891838678647, "daily_closes": [ [ "2026-06-05", 3381.0 ], [ "2026-06-08", 3373.0 ], [ "2026-06-09", 3361.0 ], [ "2026-06-10", 3380.0 ], [ "2026-06-11", 3358.0 ], [ "2026-06-12", 3379.0 ], [ "2026-06-15", 3397.0 ], [ "2026-06-16", 3382.0 ], [ "2026-06-17", 3371.0 ], [ "2026-06-18", 3349.0 ] ], "v1_signal": 1, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-06-04", "code": "HC2610", "close": 3377.0, "vol": 0.0068844309509705996, "momentum": -1, "raw_contracts": [ "I2609", "J2609" ], "raw_cost_change": 122.79674797, "lookback_start": "2026-03-06", "regime": "震荡或弱趋势", "horizon": 20, "signal": -1, "ready": true, "score": -1.09162498, "predicted_change": -113.49783359, "threshold": 20.79429029, "model_id": "2026-06-01-20", "reason": "信号超过风险与费用门槛", "entry_date": "2026-06-05", "exit_date": "2026-07-03", "exit_idx": 1087, "status": "scored", "entry": 3372.0, "exit": 3279.0, "move": -93.0, "cost": 4.6651, "risk_scale": 103.97145147359413, "daily_closes": [ [ "2026-06-05", 3381.0 ], [ "2026-06-08", 3373.0 ], [ "2026-06-09", 3361.0 ], [ "2026-06-10", 3380.0 ], [ "2026-06-11", 3358.0 ], [ "2026-06-12", 3379.0 ], [ "2026-06-15", 3397.0 ], [ "2026-06-16", 3382.0 ], [ "2026-06-17", 3371.0 ], [ "2026-06-18", 3349.0 ], [ "2026-06-22", 3338.0 ], [ "2026-06-23", 3327.0 ], [ "2026-06-24", 3325.0 ], [ "2026-06-25", 3312.0 ], [ "2026-06-26", 3316.0 ], [ "2026-06-29", 3319.0 ], [ "2026-06-30", 3315.0 ], [ "2026-07-01", 3285.0 ], [ "2026-07-02", 3283.0 ], [ "2026-07-03", 3279.0 ] ], "v1_signal": 1, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-06-05", "code": "HC2610", "close": 3381.0, "vol": 0.006851757470790699, "momentum": -1, "raw_contracts": [ "I2609", "J2609" ], "raw_cost_change": 127.64227642, "lookback_start": "2026-03-09", "regime": "震荡或弱趋势", "horizon": 5, "signal": -1, "ready": true, "score": -0.36436533, "predicted_change": -18.87422803, "threshold": 10.36005714, "model_id": "2026-06-01-5", "reason": "信号超过风险与费用门槛", "entry_date": "2026-06-08", "exit_date": "2026-06-12", "exit_idx": 1073, "status": "scored", "entry": 3384.0, "exit": 3379.0, "move": -5.0, "cost": 4.6763, "risk_scale": 51.80028568417154, "daily_closes": [ [ "2026-06-08", 3373.0 ], [ "2026-06-09", 3361.0 ], [ "2026-06-10", 3380.0 ], [ "2026-06-11", 3358.0 ], [ "2026-06-12", 3379.0 ] ], "v1_signal": 1, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-06-05", "code": "HC2610", "close": 3381.0, "vol": 0.006851757470790699, "momentum": -1, "raw_contracts": [ "I2609", "J2609" ], "raw_cost_change": 127.64227642, "lookback_start": "2026-03-09", "regime": "震荡或弱趋势", "horizon": 10, "signal": -1, "ready": true, "score": -0.59796231, "predicted_change": -43.80472574, "threshold": 14.65133331, "model_id": "2026-06-01-10", "reason": "信号超过风险与费用门槛", "entry_date": "2026-06-08", "exit_date": "2026-06-22", "exit_idx": 1078, "status": "scored", "entry": 3384.0, "exit": 3338.0, "move": -46.0, "cost": 4.6722, "risk_scale": 73.25666654935627, "daily_closes": [ [ "2026-06-08", 3373.0 ], [ "2026-06-09", 3361.0 ], [ "2026-06-10", 3380.0 ], [ "2026-06-11", 3358.0 ], [ "2026-06-12", 3379.0 ], [ "2026-06-15", 3397.0 ], [ "2026-06-16", 3382.0 ], [ "2026-06-17", 3371.0 ], [ "2026-06-18", 3349.0 ], [ "2026-06-22", 3338.0 ] ], "v1_signal": 1, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-06-05", "code": "HC2610", "close": 3381.0, "vol": 0.006851757470790699, "momentum": -1, "raw_contracts": [ "I2609", "J2609" ], "raw_cost_change": 127.64227642, "lookback_start": "2026-03-09", "regime": "震荡或弱趋势", "horizon": 20, "signal": -1, "ready": true, "score": -0.97008449, "predicted_change": -100.50130788, "threshold": 20.72011427, "model_id": "2026-06-01-20", "reason": "信号超过风险与费用门槛", "entry_date": "2026-06-08", "exit_date": "2026-07-06", "exit_idx": 1088, "status": "scored", "entry": 3384.0, "exit": 3289.0, "move": -95.0, "cost": 4.6673, "risk_scale": 103.60057136834308, "daily_closes": [ [ "2026-06-08", 3373.0 ], [ "2026-06-09", 3361.0 ], [ "2026-06-10", 3380.0 ], [ "2026-06-11", 3358.0 ], [ "2026-06-12", 3379.0 ], [ "2026-06-15", 3397.0 ], [ "2026-06-16", 3382.0 ], [ "2026-06-17", 3371.0 ], [ "2026-06-18", 3349.0 ], [ "2026-06-22", 3338.0 ], [ "2026-06-23", 3327.0 ], [ "2026-06-24", 3325.0 ], [ "2026-06-25", 3312.0 ], [ "2026-06-26", 3316.0 ], [ "2026-06-29", 3319.0 ], [ "2026-06-30", 3315.0 ], [ "2026-07-01", 3285.0 ], [ "2026-07-02", 3283.0 ], [ "2026-07-03", 3279.0 ], [ "2026-07-06", 3289.0 ] ], "v1_signal": 1, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-06-08", "code": "HC2610", "close": 3373.0, "vol": 0.006573684017429083, "momentum": -1, "raw_contracts": [ "I2609", "J2609" ], "raw_cost_change": 12.94308943, "lookback_start": "2026-03-10", "regime": "趋势较强", "horizon": 5, "signal": -1, "ready": true, "score": -0.35250979, "predicted_change": -17.47758199, "threshold": 9.91608324, "model_id": "2026-06-01-5", "reason": "信号超过风险与费用门槛", "entry_date": "2026-06-09", "exit_date": "2026-06-15", "exit_idx": 1074, "status": "scored", "entry": 3375.0, "exit": 3397.0, "move": 22.0, "cost": 4.6772, "risk_scale": 49.580416190165636, "daily_closes": [ [ "2026-06-09", 3361.0 ], [ "2026-06-10", 3380.0 ], [ "2026-06-11", 3358.0 ], [ "2026-06-12", 3379.0 ], [ "2026-06-15", 3397.0 ] ], "v1_signal": 1, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-06-08", "code": "HC2610", "close": 3373.0, "vol": 0.006573684017429083, "momentum": -1, "raw_contracts": [ "I2609", "J2609" ], "raw_cost_change": 12.94308943, "lookback_start": "2026-03-10", "regime": "趋势较强", "horizon": 10, "signal": -1, "ready": true, "score": -0.63356352, "predicted_change": -44.42376153, "threshold": 14.0234594, "model_id": "2026-06-01-10", "reason": "信号超过风险与费用门槛", "entry_date": "2026-06-09", "exit_date": "2026-06-23", "exit_idx": 1079, "status": "scored", "entry": 3375.0, "exit": 3327.0, "move": -48.0, "cost": 4.6702, "risk_scale": 70.11729700423481, "daily_closes": [ [ "2026-06-09", 3361.0 ], [ "2026-06-10", 3380.0 ], [ "2026-06-11", 3358.0 ], [ "2026-06-12", 3379.0 ], [ "2026-06-15", 3397.0 ], [ "2026-06-16", 3382.0 ], [ "2026-06-17", 3371.0 ], [ "2026-06-18", 3349.0 ], [ "2026-06-22", 3338.0 ], [ "2026-06-23", 3327.0 ] ], "v1_signal": 1, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-06-08", "code": "HC2610", "close": 3373.0, "vol": 0.006573684017429083, "momentum": -1, "raw_contracts": [ "I2609", "J2609" ], "raw_cost_change": 12.94308943, "lookback_start": "2026-03-10", "regime": "趋势较强", "horizon": 20, "signal": -1, "ready": true, "score": -1.05284756, "predicted_change": -104.40124059, "threshold": 19.83216648, "model_id": "2026-06-01-20", "reason": "信号超过风险与费用门槛", "entry_date": "2026-06-09", "exit_date": "2026-07-07", "exit_idx": 1089, "status": "scored", "entry": 3375.0, "exit": 3283.0, "move": -92.0, "cost": 4.6658, "risk_scale": 99.16083238033127, "daily_closes": [ [ "2026-06-09", 3361.0 ], [ "2026-06-10", 3380.0 ], [ "2026-06-11", 3358.0 ], [ "2026-06-12", 3379.0 ], [ "2026-06-15", 3397.0 ], [ "2026-06-16", 3382.0 ], [ "2026-06-17", 3371.0 ], [ "2026-06-18", 3349.0 ], [ "2026-06-22", 3338.0 ], [ "2026-06-23", 3327.0 ], [ "2026-06-24", 3325.0 ], [ "2026-06-25", 3312.0 ], [ "2026-06-26", 3316.0 ], [ "2026-06-29", 3319.0 ], [ "2026-06-30", 3315.0 ], [ "2026-07-01", 3285.0 ], [ "2026-07-02", 3283.0 ], [ "2026-07-03", 3279.0 ], [ "2026-07-06", 3289.0 ], [ "2026-07-07", 3283.0 ] ], "v1_signal": 1, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-06-09", "code": "HC2610", "close": 3361.0, "vol": 0.006454316575222522, "momentum": -1, "raw_contracts": [ "I2609", "J2609" ], "raw_cost_change": 20.3902439, "lookback_start": "2026-03-11", "regime": "趋势较强", "horizon": 5, "signal": -1, "ready": true, "score": -0.280174, "predicted_change": -13.59038027, "threshold": 9.70138575, "model_id": "2026-06-01-5", "reason": "信号超过风险与费用门槛", "entry_date": "2026-06-10", "exit_date": "2026-06-16", "exit_idx": 1075, "status": "scored", "entry": 3361.0, "exit": 3382.0, "move": 21.0, "cost": 4.6743, "risk_scale": 48.50692874189452, "daily_closes": [ [ "2026-06-10", 3380.0 ], [ "2026-06-11", 3358.0 ], [ "2026-06-12", 3379.0 ], [ "2026-06-15", 3397.0 ], [ "2026-06-16", 3382.0 ] ], "v1_signal": 1, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-06-09", "code": "HC2610", "close": 3361.0, "vol": 0.006454316575222522, "momentum": -1, "raw_contracts": [ "I2609", "J2609" ], "raw_cost_change": 20.3902439, "lookback_start": "2026-03-11", "regime": "趋势较强", "horizon": 10, "signal": -1, "ready": true, "score": -0.54762487, "predicted_change": -37.56660427, "threshold": 13.7198313, "model_id": "2026-06-01-10", "reason": "信号超过风险与费用门槛", "entry_date": "2026-06-10", "exit_date": "2026-06-24", "exit_idx": 1080, "status": "scored", "entry": 3361.0, "exit": 3325.0, "move": -36.0, "cost": 4.6686, "risk_scale": 68.59915649585253, "daily_closes": [ [ "2026-06-10", 3380.0 ], [ "2026-06-11", 3358.0 ], [ "2026-06-12", 3379.0 ], [ "2026-06-15", 3397.0 ], [ "2026-06-16", 3382.0 ], [ "2026-06-17", 3371.0 ], [ "2026-06-18", 3349.0 ], [ "2026-06-22", 3338.0 ], [ "2026-06-23", 3327.0 ], [ "2026-06-24", 3325.0 ] ], "v1_signal": 1, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-06-09", "code": "HC2610", "close": 3361.0, "vol": 0.006454316575222522, "momentum": -1, "raw_contracts": [ "I2609", "J2609" ], "raw_cost_change": 20.3902439, "lookback_start": "2026-03-11", "regime": "趋势较强", "horizon": 20, "signal": -1, "ready": true, "score": -0.97595693, "predicted_change": -94.68134678, "threshold": 19.4027715, "model_id": "2026-06-01-20", "reason": "信号超过风险与费用门槛", "entry_date": "2026-06-10", "exit_date": "2026-07-08", "exit_idx": 1090, "status": "scored", "entry": 3361.0, "exit": 3300.0, "move": -61.0, "cost": 4.6661, "risk_scale": 97.01385748378904, "daily_closes": [ [ "2026-06-10", 3380.0 ], [ "2026-06-11", 3358.0 ], [ "2026-06-12", 3379.0 ], [ "2026-06-15", 3397.0 ], [ "2026-06-16", 3382.0 ], [ "2026-06-17", 3371.0 ], [ "2026-06-18", 3349.0 ], [ "2026-06-22", 3338.0 ], [ "2026-06-23", 3327.0 ], [ "2026-06-24", 3325.0 ], [ "2026-06-25", 3312.0 ], [ "2026-06-26", 3316.0 ], [ "2026-06-29", 3319.0 ], [ "2026-06-30", 3315.0 ], [ "2026-07-01", 3285.0 ], [ "2026-07-02", 3283.0 ], [ "2026-07-03", 3279.0 ], [ "2026-07-06", 3289.0 ], [ "2026-07-07", 3283.0 ], [ "2026-07-08", 3300.0 ] ], "v1_signal": 1, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-06-10", "code": "HC2610", "close": 3380.0, "vol": 0.006583826571818169, "momentum": 1, "raw_contracts": [ "I2609", "J2609" ], "raw_cost_change": 40.94308943, "lookback_start": "2026-03-12", "regime": "震荡或弱趋势", "horizon": 5, "signal": -1, "ready": true, "score": -0.30395057, "predicted_change": -15.12457027, "threshold": 9.95199343, "model_id": "2026-06-01-5", "reason": "信号超过风险与费用门槛", "entry_date": "2026-06-11", "exit_date": "2026-06-17", "exit_idx": 1076, "status": "scored", "entry": 3375.0, "exit": 3371.0, "move": -4.0, "cost": 4.6746, "risk_scale": 49.75996713129332, "daily_closes": [ [ "2026-06-11", 3358.0 ], [ "2026-06-12", 3379.0 ], [ "2026-06-15", 3397.0 ], [ "2026-06-16", 3382.0 ], [ "2026-06-17", 3371.0 ] ], "v1_signal": 1, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-06-10", "code": "HC2610", "close": 3380.0, "vol": 0.006583826571818169, "momentum": 1, "raw_contracts": [ "I2609", "J2609" ], "raw_cost_change": 40.94308943, "lookback_start": "2026-03-12", "regime": "震荡或弱趋势", "horizon": 10, "signal": -1, "ready": true, "score": -0.59289324, "predicted_change": -41.72262105, "threshold": 14.07424408, "model_id": "2026-06-01-10", "reason": "信号超过风险与费用门槛", "entry_date": "2026-06-11", "exit_date": "2026-06-25", "exit_idx": 1081, "status": "scored", "entry": 3375.0, "exit": 3312.0, "move": -63.0, "cost": 4.6687, "risk_scale": 70.37122038031445, "daily_closes": [ [ "2026-06-11", 3358.0 ], [ "2026-06-12", 3379.0 ], [ "2026-06-15", 3397.0 ], [ "2026-06-16", 3382.0 ], [ "2026-06-17", 3371.0 ], [ "2026-06-18", 3349.0 ], [ "2026-06-22", 3338.0 ], [ "2026-06-23", 3327.0 ], [ "2026-06-24", 3325.0 ], [ "2026-06-25", 3312.0 ] ], "v1_signal": 1, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-06-10", "code": "HC2610", "close": 3380.0, "vol": 0.006583826571818169, "momentum": 1, "raw_contracts": [ "I2609", "J2609" ], "raw_cost_change": 40.94308943, "lookback_start": "2026-03-12", "regime": "震荡或弱趋势", "horizon": 20, "signal": -1, "ready": true, "score": -1.0498131, "predicted_change": -104.47733083, "threshold": 19.90398685, "model_id": "2026-06-01-20", "reason": "信号超过风险与费用门槛", "entry_date": "2026-06-11", "exit_date": "2026-07-09", "exit_idx": 1091, "status": "scored", "entry": 3375.0, "exit": 3298.0, "move": -77.0, "cost": 4.6673, "risk_scale": 99.51993426258664, "daily_closes": [ [ "2026-06-11", 3358.0 ], [ "2026-06-12", 3379.0 ], [ "2026-06-15", 3397.0 ], [ "2026-06-16", 3382.0 ], [ "2026-06-17", 3371.0 ], [ "2026-06-18", 3349.0 ], [ "2026-06-22", 3338.0 ], [ "2026-06-23", 3327.0 ], [ "2026-06-24", 3325.0 ], [ "2026-06-25", 3312.0 ], [ "2026-06-26", 3316.0 ], [ "2026-06-29", 3319.0 ], [ "2026-06-30", 3315.0 ], [ "2026-07-01", 3285.0 ], [ "2026-07-02", 3283.0 ], [ "2026-07-03", 3279.0 ], [ "2026-07-06", 3289.0 ], [ "2026-07-07", 3283.0 ], [ "2026-07-08", 3300.0 ], [ "2026-07-09", 3298.0 ] ], "v1_signal": 1, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-06-11", "code": "HC2610", "close": 3358.0, "vol": 0.006677674018401122, "momentum": -1, "raw_contracts": [ "I2609", "J2609" ], "raw_cost_change": 30.92682927, "lookback_start": "2026-03-13", "regime": "趋势较强", "horizon": 5, "signal": -1, "ready": true, "score": -0.24787429, "predicted_change": -12.42860513, "threshold": 10.02815191, "model_id": "2026-06-01-5", "reason": "信号超过风险与费用门槛", "entry_date": "2026-06-12", "exit_date": "2026-06-18", "exit_idx": 1077, "status": "scored", "entry": 3365.0, "exit": 3349.0, "move": -16.0, "cost": 4.6714, "risk_scale": 50.14075953733629, "daily_closes": [ [ "2026-06-12", 3379.0 ], [ "2026-06-15", 3397.0 ], [ "2026-06-16", 3382.0 ], [ "2026-06-17", 3371.0 ], [ "2026-06-18", 3349.0 ] ], "v1_signal": 1, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-06-11", "code": "HC2610", "close": 3358.0, "vol": 0.006677674018401122, "momentum": -1, "raw_contracts": [ "I2609", "J2609" ], "raw_cost_change": 30.92682927, "lookback_start": "2026-03-13", "regime": "趋势较强", "horizon": 10, "signal": -1, "ready": true, "score": -0.52244078, "predicted_change": -37.04614081, "threshold": 14.18194843, "model_id": "2026-06-01-10", "reason": "信号超过风险与费用门槛", "entry_date": "2026-06-12", "exit_date": "2026-06-26", "exit_idx": 1082, "status": "scored", "entry": 3365.0, "exit": 3316.0, "move": -49.0, "cost": 4.6681, "risk_scale": 70.90974216538909, "daily_closes": [ [ "2026-06-12", 3379.0 ], [ "2026-06-15", 3397.0 ], [ "2026-06-16", 3382.0 ], [ "2026-06-17", 3371.0 ], [ "2026-06-18", 3349.0 ], [ "2026-06-22", 3338.0 ], [ "2026-06-23", 3327.0 ], [ "2026-06-24", 3325.0 ], [ "2026-06-25", 3312.0 ], [ "2026-06-26", 3316.0 ] ], "v1_signal": 1, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-06-11", "code": "HC2610", "close": 3358.0, "vol": 0.006677674018401122, "momentum": -1, "raw_contracts": [ "I2609", "J2609" ], "raw_cost_change": 30.92682927, "lookback_start": "2026-03-13", "regime": "趋势较强", "horizon": 20, "signal": -1, "ready": true, "score": -0.94601849, "predicted_change": -94.86817127, "threshold": 20.05630381, "model_id": "2026-06-01-20", "reason": "信号超过风险与费用门槛", "entry_date": "2026-06-12", "exit_date": "2026-07-10", "exit_idx": 1092, "status": "scored", "entry": 3365.0, "exit": 3291.0, "move": -74.0, "cost": 4.6656, "risk_scale": 100.28151907467257, "daily_closes": [ [ "2026-06-12", 3379.0 ], [ "2026-06-15", 3397.0 ], [ "2026-06-16", 3382.0 ], [ "2026-06-17", 3371.0 ], [ "2026-06-18", 3349.0 ], [ "2026-06-22", 3338.0 ], [ "2026-06-23", 3327.0 ], [ "2026-06-24", 3325.0 ], [ "2026-06-25", 3312.0 ], [ "2026-06-26", 3316.0 ], [ "2026-06-29", 3319.0 ], [ "2026-06-30", 3315.0 ], [ "2026-07-01", 3285.0 ], [ "2026-07-02", 3283.0 ], [ "2026-07-03", 3279.0 ], [ "2026-07-06", 3289.0 ], [ "2026-07-07", 3283.0 ], [ "2026-07-08", 3300.0 ], [ "2026-07-09", 3298.0 ], [ "2026-07-10", 3291.0 ] ], "v1_signal": 1, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-06-12", "code": "HC2610", "close": 3379.0, "vol": 0.0066621828123042464, "momentum": -1, "raw_contracts": [ "I2609", "J2609" ], "raw_cost_change": 61.85365854, "lookback_start": "2026-03-16", "regime": "震荡或弱趋势", "horizon": 5, "signal": -1, "ready": true, "score": -0.30013806, "predicted_change": -15.10813335, "threshold": 10.06745589, "model_id": "2026-06-01-5", "reason": "信号超过风险与费用门槛", "entry_date": "2026-06-15", "exit_date": "2026-06-22", "exit_idx": 1078, "status": "scored", "entry": 3375.0, "exit": 3338.0, "move": -37.0, "cost": 4.6713000000000005, "risk_scale": 50.337279432682564, "daily_closes": [ [ "2026-06-15", 3397.0 ], [ "2026-06-16", 3382.0 ], [ "2026-06-17", 3371.0 ], [ "2026-06-18", 3349.0 ], [ "2026-06-22", 3338.0 ] ], "v1_signal": 0, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-06-12", "code": "HC2610", "close": 3379.0, "vol": 0.0066621828123042464, "momentum": -1, "raw_contracts": [ "I2609", "J2609" ], "raw_cost_change": 61.85365854, "lookback_start": "2026-03-16", "regime": "震荡或弱趋势", "horizon": 10, "signal": -1, "ready": true, "score": -0.51015831, "predicted_change": -36.31697805, "threshold": 14.23753265, "model_id": "2026-06-01-10", "reason": "信号超过风险与费用门槛", "entry_date": "2026-06-15", "exit_date": "2026-06-29", "exit_idx": 1083, "status": "scored", "entry": 3375.0, "exit": 3319.0, "move": -56.0, "cost": 4.6693999999999996, "risk_scale": 71.18766326666393, "daily_closes": [ [ "2026-06-15", 3397.0 ], [ "2026-06-16", 3382.0 ], [ "2026-06-17", 3371.0 ], [ "2026-06-18", 3349.0 ], [ "2026-06-22", 3338.0 ], [ "2026-06-23", 3327.0 ], [ "2026-06-24", 3325.0 ], [ "2026-06-25", 3312.0 ], [ "2026-06-26", 3316.0 ], [ "2026-06-29", 3319.0 ] ], "v1_signal": 0, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-06-12", "code": "HC2610", "close": 3379.0, "vol": 0.0066621828123042464, "momentum": -1, "raw_contracts": [ "I2609", "J2609" ], "raw_cost_change": 61.85365854, "lookback_start": "2026-03-16", "regime": "震荡或弱趋势", "horizon": 20, "signal": -1, "ready": true, "score": -0.91917615, "predicted_change": -92.53765364, "threshold": 20.13491177, "model_id": "2026-06-01-20", "reason": "信号超过风险与费用门槛", "entry_date": "2026-06-15", "exit_date": "2026-07-13", "exit_idx": 1093, "status": "scored", "entry": 3375.0, "exit": 3272.0, "move": -103.0, "cost": 4.6647, "risk_scale": 100.67455886536513, "daily_closes": [ [ "2026-06-15", 3397.0 ], [ "2026-06-16", 3382.0 ], [ "2026-06-17", 3371.0 ], [ "2026-06-18", 3349.0 ], [ "2026-06-22", 3338.0 ], [ "2026-06-23", 3327.0 ], [ "2026-06-24", 3325.0 ], [ "2026-06-25", 3312.0 ], [ "2026-06-26", 3316.0 ], [ "2026-06-29", 3319.0 ], [ "2026-06-30", 3315.0 ], [ "2026-07-01", 3285.0 ], [ "2026-07-02", 3283.0 ], [ "2026-07-03", 3279.0 ], [ "2026-07-06", 3289.0 ], [ "2026-07-07", 3283.0 ], [ "2026-07-08", 3300.0 ], [ "2026-07-09", 3298.0 ], [ "2026-07-10", 3291.0 ], [ "2026-07-13", 3272.0 ] ], "v1_signal": 0, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-06-15", "code": "HC2610", "close": 3397.0, "vol": 0.006734776284116664, "momentum": -1, "raw_contracts": [ "I2609", "J2609" ], "raw_cost_change": 38.76422764, "lookback_start": "2026-03-17", "regime": "震荡或弱趋势", "horizon": 5, "signal": -1, "ready": true, "score": -0.34720517, "predicted_change": -17.76191989, "threshold": 10.23136831, "model_id": "2026-06-01-5", "reason": "信号超过风险与费用门槛", "entry_date": "2026-06-16", "exit_date": "2026-06-23", "exit_idx": 1079, "status": "scored", "entry": 3396.0, "exit": 3327.0, "move": -69.0, "cost": 4.6723, "risk_scale": 51.1568415346766, "daily_closes": [ [ "2026-06-16", 3382.0 ], [ "2026-06-17", 3371.0 ], [ "2026-06-18", 3349.0 ], [ "2026-06-22", 3338.0 ], [ "2026-06-23", 3327.0 ] ], "v1_signal": 0, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-06-15", "code": "HC2610", "close": 3397.0, "vol": 0.006734776284116664, "momentum": -1, "raw_contracts": [ "I2609", "J2609" ], "raw_cost_change": 38.76422764, "lookback_start": "2026-03-17", "regime": "震荡或弱趋势", "horizon": 10, "signal": -1, "ready": true, "score": -0.53790921, "predicted_change": -38.91595562, "threshold": 14.46933982, "model_id": "2026-06-01-10", "reason": "信号超过风险与费用门槛", "entry_date": "2026-06-16", "exit_date": "2026-06-30", "exit_idx": 1084, "status": "scored", "entry": 3396.0, "exit": 3315.0, "move": -81.0, "cost": 4.6711, "risk_scale": 72.34669910651091, "daily_closes": [ [ "2026-06-16", 3382.0 ], [ "2026-06-17", 3371.0 ], [ "2026-06-18", 3349.0 ], [ "2026-06-22", 3338.0 ], [ "2026-06-23", 3327.0 ], [ "2026-06-24", 3325.0 ], [ "2026-06-25", 3312.0 ], [ "2026-06-26", 3316.0 ], [ "2026-06-29", 3319.0 ], [ "2026-06-30", 3315.0 ] ], "v1_signal": 0, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-06-15", "code": "HC2610", "close": 3397.0, "vol": 0.006734776284116664, "momentum": -1, "raw_contracts": [ "I2609", "J2609" ], "raw_cost_change": 38.76422764, "lookback_start": "2026-03-17", "regime": "震荡或弱趋势", "horizon": 20, "signal": -1, "ready": true, "score": -0.92304542, "predicted_change": -94.44017663, "threshold": 20.46273661, "model_id": "2026-06-01-20", "reason": "信号超过风险与费用门槛", "entry_date": "2026-06-16", "exit_date": "2026-07-14", "exit_idx": 1094, "status": "scored", "entry": 3396.0, "exit": 3302.0, "move": -94.0, "cost": 4.6698, "risk_scale": 102.3136830693532, "daily_closes": [ [ "2026-06-16", 3382.0 ], [ "2026-06-17", 3371.0 ], [ "2026-06-18", 3349.0 ], [ "2026-06-22", 3338.0 ], [ "2026-06-23", 3327.0 ], [ "2026-06-24", 3325.0 ], [ "2026-06-25", 3312.0 ], [ "2026-06-26", 3316.0 ], [ "2026-06-29", 3319.0 ], [ "2026-06-30", 3315.0 ], [ "2026-07-01", 3285.0 ], [ "2026-07-02", 3283.0 ], [ "2026-07-03", 3279.0 ], [ "2026-07-06", 3289.0 ], [ "2026-07-07", 3283.0 ], [ "2026-07-08", 3300.0 ], [ "2026-07-09", 3298.0 ], [ "2026-07-10", 3291.0 ], [ "2026-07-13", 3272.0 ], [ "2026-07-14", 3302.0 ] ], "v1_signal": 0, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-06-16", "code": "HC2610", "close": 3382.0, "vol": 0.006792651268487324, "momentum": -1, "raw_contracts": [ "I2609", "J2609" ], "raw_cost_change": 10.17886179, "lookback_start": "2026-03-18", "regime": "震荡或弱趋势", "horizon": 5, "signal": -1, "ready": true, "score": -0.35173421, "predicted_change": -18.06810224, "threshold": 10.2737246, "model_id": "2026-06-01-5", "reason": "信号超过风险与费用门槛", "entry_date": "2026-06-17", "exit_date": "2026-06-24", "exit_idx": 1080, "status": "scored", "entry": 3382.0, "exit": 3325.0, "move": -57.0, "cost": 4.6707, "risk_scale": 51.36862300517045, "daily_closes": [ [ "2026-06-17", 3371.0 ], [ "2026-06-18", 3349.0 ], [ "2026-06-22", 3338.0 ], [ "2026-06-23", 3327.0 ], [ "2026-06-24", 3325.0 ] ], "v1_signal": 0, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-06-16", "code": "HC2610", "close": 3382.0, "vol": 0.006792651268487324, "momentum": -1, "raw_contracts": [ "I2609", "J2609" ], "raw_cost_change": 10.17886179, "lookback_start": "2026-03-18", "regime": "震荡或弱趋势", "horizon": 10, "signal": -1, "ready": true, "score": -0.50544457, "predicted_change": -36.7186289, "threshold": 14.52924067, "model_id": "2026-06-01-10", "reason": "信号超过风险与费用门槛", "entry_date": "2026-06-17", "exit_date": "2026-07-01", "exit_idx": 1085, "status": "scored", "entry": 3382.0, "exit": 3285.0, "move": -97.0, "cost": 4.6667000000000005, "risk_scale": 72.64620333434263, "daily_closes": [ [ "2026-06-17", 3371.0 ], [ "2026-06-18", 3349.0 ], [ "2026-06-22", 3338.0 ], [ "2026-06-23", 3327.0 ], [ "2026-06-24", 3325.0 ], [ "2026-06-25", 3312.0 ], [ "2026-06-26", 3316.0 ], [ "2026-06-29", 3319.0 ], [ "2026-06-30", 3315.0 ], [ "2026-07-01", 3285.0 ] ], "v1_signal": 0, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-06-16", "code": "HC2610", "close": 3382.0, "vol": 0.006792651268487324, "momentum": -1, "raw_contracts": [ "I2609", "J2609" ], "raw_cost_change": 10.17886179, "lookback_start": "2026-03-18", "regime": "震荡或弱趋势", "horizon": 20, "signal": -1, "ready": true, "score": -0.91096379, "predicted_change": -93.58991102, "threshold": 20.5474492, "model_id": "2026-06-01-20", "reason": "信号超过风险与费用门槛", "entry_date": "2026-06-17", "exit_date": "2026-07-15", "exit_idx": 1095, "status": "scored", "entry": 3382.0, "exit": 3327.0, "move": -55.0, "cost": 4.6709, "risk_scale": 102.7372460103409, "daily_closes": [ [ "2026-06-17", 3371.0 ], [ "2026-06-18", 3349.0 ], [ "2026-06-22", 3338.0 ], [ "2026-06-23", 3327.0 ], [ "2026-06-24", 3325.0 ], [ "2026-06-25", 3312.0 ], [ "2026-06-26", 3316.0 ], [ "2026-06-29", 3319.0 ], [ "2026-06-30", 3315.0 ], [ "2026-07-01", 3285.0 ], [ "2026-07-02", 3283.0 ], [ "2026-07-03", 3279.0 ], [ "2026-07-06", 3289.0 ], [ "2026-07-07", 3283.0 ], [ "2026-07-08", 3300.0 ], [ "2026-07-09", 3298.0 ], [ "2026-07-10", 3291.0 ], [ "2026-07-13", 3272.0 ], [ "2026-07-14", 3302.0 ], [ "2026-07-15", 3327.0 ] ], "v1_signal": 0, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-06-17", "code": "HC2610", "close": 3371.0, "vol": 0.00679894490029286, "momentum": -1, "raw_contracts": [ "I2609", "J2609" ], "raw_cost_change": -24.91056911, "lookback_start": "2026-03-19", "regime": "震荡或弱趋势", "horizon": 5, "signal": -1, "ready": true, "score": -0.36413033, "predicted_change": -18.66131022, "threshold": 10.24979718, "model_id": "2026-06-01-5", "reason": "信号超过风险与费用门槛", "entry_date": "2026-06-18", "exit_date": "2026-06-25", "exit_idx": 1081, "status": "scored", "entry": 3372.0, "exit": 3312.0, "move": -60.0, "cost": 4.6684, "risk_scale": 51.24898591972566, "daily_closes": [ [ "2026-06-18", 3349.0 ], [ "2026-06-22", 3338.0 ], [ "2026-06-23", 3327.0 ], [ "2026-06-24", 3325.0 ], [ "2026-06-25", 3312.0 ] ], "v1_signal": 0, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-06-17", "code": "HC2610", "close": 3371.0, "vol": 0.00679894490029286, "momentum": -1, "raw_contracts": [ "I2609", "J2609" ], "raw_cost_change": -24.91056911, "lookback_start": "2026-03-19", "regime": "震荡或弱趋势", "horizon": 10, "signal": -1, "ready": true, "score": -0.48030584, "predicted_change": -34.81113185, "threshold": 14.49540219, "model_id": "2026-06-01-10", "reason": "信号超过风险与费用门槛", "entry_date": "2026-06-18", "exit_date": "2026-07-02", "exit_idx": 1086, "status": "scored", "entry": 3372.0, "exit": 3283.0, "move": -89.0, "cost": 4.6655, "risk_scale": 72.47701094554382, "daily_closes": [ [ "2026-06-18", 3349.0 ], [ "2026-06-22", 3338.0 ], [ "2026-06-23", 3327.0 ], [ "2026-06-24", 3325.0 ], [ "2026-06-25", 3312.0 ], [ "2026-06-26", 3316.0 ], [ "2026-06-29", 3319.0 ], [ "2026-06-30", 3315.0 ], [ "2026-07-01", 3285.0 ], [ "2026-07-02", 3283.0 ] ], "v1_signal": 0, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-06-17", "code": "HC2610", "close": 3371.0, "vol": 0.00679894490029286, "momentum": -1, "raw_contracts": [ "I2609", "J2609" ], "raw_cost_change": -24.91056911, "lookback_start": "2026-03-19", "regime": "震荡或弱趋势", "horizon": 20, "signal": -1, "ready": true, "score": -0.86039333, "predicted_change": -88.18857084, "threshold": 20.49959437, "model_id": "2026-06-01-20", "reason": "信号超过风险与费用门槛", "entry_date": "2026-06-18", "exit_date": "2026-07-16", "exit_idx": 1096, "status": "scored", "entry": 3372.0, "exit": 3324.0, "move": -48.0, "cost": 4.6696, "risk_scale": 102.49797183945132, "daily_closes": [ [ "2026-06-18", 3349.0 ], [ "2026-06-22", 3338.0 ], [ "2026-06-23", 3327.0 ], [ "2026-06-24", 3325.0 ], [ "2026-06-25", 3312.0 ], [ "2026-06-26", 3316.0 ], [ "2026-06-29", 3319.0 ], [ "2026-06-30", 3315.0 ], [ "2026-07-01", 3285.0 ], [ "2026-07-02", 3283.0 ], [ "2026-07-03", 3279.0 ], [ "2026-07-06", 3289.0 ], [ "2026-07-07", 3283.0 ], [ "2026-07-08", 3300.0 ], [ "2026-07-09", 3298.0 ], [ "2026-07-10", 3291.0 ], [ "2026-07-13", 3272.0 ], [ "2026-07-14", 3302.0 ], [ "2026-07-15", 3327.0 ], [ "2026-07-16", 3324.0 ] ], "v1_signal": 0, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-06-18", "code": "HC2610", "close": 3349.0, "vol": 0.006775448733450817, "momentum": -1, "raw_contracts": [ "I2609", "J2609" ], "raw_cost_change": -56.42276423, "lookback_start": "2026-03-20", "regime": "震荡或弱趋势", "horizon": 5, "signal": -1, "ready": true, "score": -0.32361658, "predicted_change": -16.41984236, "threshold": 10.14771377, "model_id": "2026-06-01-5", "reason": "信号超过风险与费用门槛", "entry_date": "2026-06-22", "exit_date": "2026-06-26", "exit_idx": 1082, "status": "scored", "entry": 3350.0, "exit": 3316.0, "move": -34.0, "cost": 4.6666, "risk_scale": 50.7385688553579, "daily_closes": [ [ "2026-06-22", 3338.0 ], [ "2026-06-23", 3327.0 ], [ "2026-06-24", 3325.0 ], [ "2026-06-25", 3312.0 ], [ "2026-06-26", 3316.0 ] ], "v1_signal": 0, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-06-18", "code": "HC2610", "close": 3349.0, "vol": 0.006775448733450817, "momentum": -1, "raw_contracts": [ "I2609", "J2609" ], "raw_cost_change": -56.42276423, "lookback_start": "2026-03-20", "regime": "震荡或弱趋势", "horizon": 10, "signal": -1, "ready": true, "score": -0.43248219, "predicted_change": -31.0328338, "threshold": 14.35103444, "model_id": "2026-06-01-10", "reason": "信号超过风险与费用门槛", "entry_date": "2026-06-22", "exit_date": "2026-07-03", "exit_idx": 1087, "status": "scored", "entry": 3350.0, "exit": 3279.0, "move": -71.0, "cost": 4.6629000000000005, "risk_scale": 71.75517221064827, "daily_closes": [ [ "2026-06-22", 3338.0 ], [ "2026-06-23", 3327.0 ], [ "2026-06-24", 3325.0 ], [ "2026-06-25", 3312.0 ], [ "2026-06-26", 3316.0 ], [ "2026-06-29", 3319.0 ], [ "2026-06-30", 3315.0 ], [ "2026-07-01", 3285.0 ], [ "2026-07-02", 3283.0 ], [ "2026-07-03", 3279.0 ] ], "v1_signal": 0, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-06-18", "code": "HC2610", "close": 3349.0, "vol": 0.006775448733450817, "momentum": -1, "raw_contracts": [ "I2609", "J2609" ], "raw_cost_change": -56.42276423, "lookback_start": "2026-03-20", "regime": "震荡或弱趋势", "horizon": 20, "signal": -1, "ready": true, "score": -0.84450456, "predicted_change": -85.69790523, "threshold": 20.29542754, "model_id": "2026-06-01-20", "reason": "信号超过风险与费用门槛", "entry_date": "2026-06-22", "exit_date": "2026-07-17", "exit_idx": 1097, "status": "scored", "entry": 3350.0, "exit": 3318.0, "move": -32.0, "cost": 4.6668, "risk_scale": 101.4771377107158, "daily_closes": [ [ "2026-06-22", 3338.0 ], [ "2026-06-23", 3327.0 ], [ "2026-06-24", 3325.0 ], [ "2026-06-25", 3312.0 ], [ "2026-06-26", 3316.0 ], [ "2026-06-29", 3319.0 ], [ "2026-06-30", 3315.0 ], [ "2026-07-01", 3285.0 ], [ "2026-07-02", 3283.0 ], [ "2026-07-03", 3279.0 ], [ "2026-07-06", 3289.0 ], [ "2026-07-07", 3283.0 ], [ "2026-07-08", 3300.0 ], [ "2026-07-09", 3298.0 ], [ "2026-07-10", 3291.0 ], [ "2026-07-13", 3272.0 ], [ "2026-07-14", 3302.0 ], [ "2026-07-15", 3327.0 ], [ "2026-07-16", 3324.0 ], [ "2026-07-17", 3318.0 ] ], "v1_signal": 0, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-06-22", "code": "HC2610", "close": 3338.0, "vol": 0.006786780185226914, "momentum": -1, "raw_contracts": [ "I2609", "J2609" ], "raw_cost_change": -70.37398374, "lookback_start": "2026-03-23", "regime": "震荡或弱趋势", "horizon": 5, "signal": -1, "ready": true, "score": -0.28193824, "predicted_change": -14.28200225, "threshold": 10.13129855, "model_id": "2026-06-01-5", "reason": "信号超过风险与费用门槛", "entry_date": "2026-06-23", "exit_date": "2026-06-29", "exit_idx": 1083, "status": "scored", "entry": 3339.0, "exit": 3319.0, "move": -20.0, "cost": 4.6658, "risk_scale": 50.656492750318385, "daily_closes": [ [ "2026-06-23", 3327.0 ], [ "2026-06-24", 3325.0 ], [ "2026-06-25", 3312.0 ], [ "2026-06-26", 3316.0 ], [ "2026-06-29", 3319.0 ] ], "v1_signal": 0, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-06-22", "code": "HC2610", "close": 3338.0, "vol": 0.006786780185226914, "momentum": -1, "raw_contracts": [ "I2609", "J2609" ], "raw_cost_change": -70.37398374, "lookback_start": "2026-03-23", "regime": "震荡或弱趋势", "horizon": 10, "signal": -1, "ready": true, "score": -0.36576887, "predicted_change": -26.20335212, "threshold": 14.32781981, "model_id": "2026-06-01-10", "reason": "信号超过风险与费用门槛", "entry_date": "2026-06-23", "exit_date": "2026-07-06", "exit_idx": 1088, "status": "scored", "entry": 3339.0, "exit": 3289.0, "move": -50.0, "cost": 4.6628, "risk_scale": 71.63909906975464, "daily_closes": [ [ "2026-06-23", 3327.0 ], [ "2026-06-24", 3325.0 ], [ "2026-06-25", 3312.0 ], [ "2026-06-26", 3316.0 ], [ "2026-06-29", 3319.0 ], [ "2026-06-30", 3315.0 ], [ "2026-07-01", 3285.0 ], [ "2026-07-02", 3283.0 ], [ "2026-07-03", 3279.0 ], [ "2026-07-06", 3289.0 ] ], "v1_signal": 0, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-06-22", "code": "HC2610", "close": 3338.0, "vol": 0.006786780185226914, "momentum": -1, "raw_contracts": [ "I2609", "J2609" ], "raw_cost_change": -70.37398374, "lookback_start": "2026-03-23", "regime": "震荡或弱趋势", "horizon": 20, "signal": -1, "ready": true, "score": -0.67145784, "predicted_change": -68.02739815, "threshold": 20.2625971, "model_id": "2026-06-01-20", "reason": "信号超过风险与费用门槛", "entry_date": "2026-06-23", "exit_date": "2026-07-20", "exit_idx": 1098, "status": "scored", "entry": 3339.0, "exit": 3298.0, "move": -41.0, "cost": 4.6637, "risk_scale": 101.31298550063677, "daily_closes": [ [ "2026-06-23", 3327.0 ], [ "2026-06-24", 3325.0 ], [ "2026-06-25", 3312.0 ], [ "2026-06-26", 3316.0 ], [ "2026-06-29", 3319.0 ], [ "2026-06-30", 3315.0 ], [ "2026-07-01", 3285.0 ], [ "2026-07-02", 3283.0 ], [ "2026-07-03", 3279.0 ], [ "2026-07-06", 3289.0 ], [ "2026-07-07", 3283.0 ], [ "2026-07-08", 3300.0 ], [ "2026-07-09", 3298.0 ], [ "2026-07-10", 3291.0 ], [ "2026-07-13", 3272.0 ], [ "2026-07-14", 3302.0 ], [ "2026-07-15", 3327.0 ], [ "2026-07-16", 3324.0 ], [ "2026-07-17", 3318.0 ], [ "2026-07-20", 3298.0 ] ], "v1_signal": 0, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-06-23", "code": "HC2610", "close": 3327.0, "vol": 0.005872336956401799, "momentum": -1, "raw_contracts": [ "I2609", "J2609" ], "raw_cost_change": -99.44715447, "lookback_start": "2026-03-24", "regime": "震荡或弱趋势", "horizon": 5, "signal": 0, "ready": true, "score": -0.11151965, "predicted_change": -4.87192028, "threshold": 8.73733055, "model_id": "2026-06-01-5", "reason": "信号不足，保持观望", "entry_date": "2026-06-24", "exit_date": "2026-06-30", "exit_idx": 1084, "status": "scored", "entry": 3327.0, "exit": 3315.0, "move": -12.0, "cost": 4.6642, "risk_scale": 43.68665275506058, "daily_closes": [ [ "2026-06-24", 3325.0 ], [ "2026-06-25", 3312.0 ], [ "2026-06-26", 3316.0 ], [ "2026-06-29", 3319.0 ], [ "2026-06-30", 3315.0 ] ], "v1_signal": 0, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-06-23", "code": "HC2610", "close": 3327.0, "vol": 0.005872336956401799, "momentum": -1, "raw_contracts": [ "I2609", "J2609" ], "raw_cost_change": -99.44715447, "lookback_start": "2026-03-24", "regime": "震荡或弱趋势", "horizon": 10, "signal": -1, "ready": true, "score": -0.27842539, "predicted_change": -17.20174885, "threshold": 12.35645136, "model_id": "2026-06-01-10", "reason": "信号超过风险与费用门槛", "entry_date": "2026-06-24", "exit_date": "2026-07-07", "exit_idx": 1089, "status": "scored", "entry": 3327.0, "exit": 3283.0, "move": -44.0, "cost": 4.661, "risk_scale": 61.78225682089061, "daily_closes": [ [ "2026-06-24", 3325.0 ], [ "2026-06-25", 3312.0 ], [ "2026-06-26", 3316.0 ], [ "2026-06-29", 3319.0 ], [ "2026-06-30", 3315.0 ], [ "2026-07-01", 3285.0 ], [ "2026-07-02", 3283.0 ], [ "2026-07-03", 3279.0 ], [ "2026-07-06", 3289.0 ], [ "2026-07-07", 3283.0 ] ], "v1_signal": 0, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-06-23", "code": "HC2610", "close": 3327.0, "vol": 0.005872336956401799, "momentum": -1, "raw_contracts": [ "I2609", "J2609" ], "raw_cost_change": -99.44715447, "lookback_start": "2026-03-24", "regime": "震荡或弱趋势", "horizon": 20, "signal": -1, "ready": true, "score": -0.59110614, "predicted_change": -51.64689742, "threshold": 17.4746611, "model_id": "2026-06-01-20", "reason": "信号超过风险与费用门槛", "entry_date": "2026-06-24", "exit_date": "2026-07-21", "exit_idx": 1099, "status": "scored", "entry": 3327.0, "exit": 3297.0, "move": -30.0, "cost": 4.6624, "risk_scale": 87.37330551012116, "daily_closes": [ [ "2026-06-24", 3325.0 ], [ "2026-06-25", 3312.0 ], [ "2026-06-26", 3316.0 ], [ "2026-06-29", 3319.0 ], [ "2026-06-30", 3315.0 ], [ "2026-07-01", 3285.0 ], [ "2026-07-02", 3283.0 ], [ "2026-07-03", 3279.0 ], [ "2026-07-06", 3289.0 ], [ "2026-07-07", 3283.0 ], [ "2026-07-08", 3300.0 ], [ "2026-07-09", 3298.0 ], [ "2026-07-10", 3291.0 ], [ "2026-07-13", 3272.0 ], [ "2026-07-14", 3302.0 ], [ "2026-07-15", 3327.0 ], [ "2026-07-16", 3324.0 ], [ "2026-07-17", 3318.0 ], [ "2026-07-20", 3298.0 ], [ "2026-07-21", 3297.0 ] ], "v1_signal": 0, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-06-24", "code": "HC2610", "close": 3325.0, "vol": 0.004139767260273091, "momentum": -1, "raw_contracts": [ "I2609", "J2609" ], "raw_cost_change": -41.20325203, "lookback_start": "2026-03-25", "regime": "震荡或弱趋势", "horizon": 5, "signal": 0, "ready": true, "score": 0.05724828, "predicted_change": 1.76203691, "threshold": 6.9975, "model_id": "2026-06-01-5", "reason": "信号不足，保持观望", "entry_date": "2026-06-25", "exit_date": "2026-07-01", "exit_idx": 1085, "status": "scored", "entry": 3327.0, "exit": 3285.0, "move": -42.0, "cost": 4.6612, "risk_scale": 30.778863341620667, "daily_closes": [ [ "2026-06-25", 3312.0 ], [ "2026-06-26", 3316.0 ], [ "2026-06-29", 3319.0 ], [ "2026-06-30", 3315.0 ], [ "2026-07-01", 3285.0 ] ], "v1_signal": 0, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-06-24", "code": "HC2610", "close": 3325.0, "vol": 0.004139767260273091, "momentum": -1, "raw_contracts": [ "I2609", "J2609" ], "raw_cost_change": -41.20325203, "lookback_start": "2026-03-25", "regime": "震荡或弱趋势", "horizon": 10, "signal": 0, "ready": true, "score": 0.01573045, "predicted_change": 0.68471344, "threshold": 8.70557719, "model_id": "2026-06-01-10", "reason": "信号不足，保持观望", "entry_date": "2026-06-25", "exit_date": "2026-07-08", "exit_idx": 1090, "status": "scored", "entry": 3327.0, "exit": 3300.0, "move": -27.0, "cost": 4.6627, "risk_scale": 43.52788597214803, "daily_closes": [ [ "2026-06-25", 3312.0 ], [ "2026-06-26", 3316.0 ], [ "2026-06-29", 3319.0 ], [ "2026-06-30", 3315.0 ], [ "2026-07-01", 3285.0 ], [ "2026-07-02", 3283.0 ], [ "2026-07-03", 3279.0 ], [ "2026-07-06", 3289.0 ], [ "2026-07-07", 3283.0 ], [ "2026-07-08", 3300.0 ] ], "v1_signal": 0, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-06-24", "code": "HC2610", "close": 3325.0, "vol": 0.004139767260273091, "momentum": -1, "raw_contracts": [ "I2609", "J2609" ], "raw_cost_change": -41.20325203, "lookback_start": "2026-03-25", "regime": "震荡或弱趋势", "horizon": 20, "signal": -1, "ready": true, "score": -0.21036729, "predicted_change": -12.94973185, "threshold": 12.31154534, "model_id": "2026-06-01-20", "reason": "信号超过风险与费用门槛", "entry_date": "2026-06-25", "exit_date": "2026-07-22", "exit_idx": 1100, "status": "scored", "entry": 3327.0, "exit": 3282.0, "move": -45.0, "cost": 4.6609, "risk_scale": 61.557726683241334, "daily_closes": [ [ "2026-06-25", 3312.0 ], [ "2026-06-26", 3316.0 ], [ "2026-06-29", 3319.0 ], [ "2026-06-30", 3315.0 ], [ "2026-07-01", 3285.0 ], [ "2026-07-02", 3283.0 ], [ "2026-07-03", 3279.0 ], [ "2026-07-06", 3289.0 ], [ "2026-07-07", 3283.0 ], [ "2026-07-08", 3300.0 ], [ "2026-07-09", 3298.0 ], [ "2026-07-10", 3291.0 ], [ "2026-07-13", 3272.0 ], [ "2026-07-14", 3302.0 ], [ "2026-07-15", 3327.0 ], [ "2026-07-16", 3324.0 ], [ "2026-07-17", 3318.0 ], [ "2026-07-20", 3298.0 ], [ "2026-07-21", 3297.0 ], [ "2026-07-22", 3282.0 ] ], "v1_signal": 0, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-06-25", "code": "HC2610", "close": 3312.0, "vol": 0.004205279501128954, "momentum": -1, "raw_contracts": [ "I2609", "J2609" ], "raw_cost_change": -105.82113821, "lookback_start": "2026-03-26", "regime": "震荡或弱趋势", "horizon": 5, "signal": 0, "ready": true, "score": 0.02316824, "predicted_change": 0.72154467, "threshold": 6.9936, "model_id": "2026-06-01-5", "reason": "信号不足，保持观望", "entry_date": "2026-06-26", "exit_date": "2026-07-02", "exit_idx": 1086, "status": "scored", "entry": 3315.0, "exit": 3283.0, "move": -32.0, "cost": 4.6598, "risk_scale": 31.143699225352385, "daily_closes": [ [ "2026-06-26", 3316.0 ], [ "2026-06-29", 3319.0 ], [ "2026-06-30", 3315.0 ], [ "2026-07-01", 3285.0 ], [ "2026-07-02", 3283.0 ] ], "v1_signal": 0, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-06-25", "code": "HC2610", "close": 3312.0, "vol": 0.004205279501128954, "momentum": -1, "raw_contracts": [ "I2609", "J2609" ], "raw_cost_change": -105.82113821, "lookback_start": "2026-03-26", "regime": "震荡或弱趋势", "horizon": 10, "signal": 0, "ready": true, "score": -0.01872759, "predicted_change": -0.82483508, "threshold": 8.80876837, "model_id": "2026-06-01-10", "reason": "信号不足，保持观望", "entry_date": "2026-06-26", "exit_date": "2026-07-09", "exit_idx": 1091, "status": "scored", "entry": 3315.0, "exit": 3298.0, "move": -17.0, "cost": 4.6613, "risk_scale": 44.043841826961796, "daily_closes": [ [ "2026-06-26", 3316.0 ], [ "2026-06-29", 3319.0 ], [ "2026-06-30", 3315.0 ], [ "2026-07-01", 3285.0 ], [ "2026-07-02", 3283.0 ], [ "2026-07-03", 3279.0 ], [ "2026-07-06", 3289.0 ], [ "2026-07-07", 3283.0 ], [ "2026-07-08", 3300.0 ], [ "2026-07-09", 3298.0 ] ], "v1_signal": 0, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-06-25", "code": "HC2610", "close": 3312.0, "vol": 0.004205279501128954, "momentum": -1, "raw_contracts": [ "I2609", "J2609" ], "raw_cost_change": -105.82113821, "lookback_start": "2026-03-26", "regime": "震荡或弱趋势", "horizon": 20, "signal": -1, "ready": true, "score": -0.27797196, "predicted_change": -17.31415051, "threshold": 12.45747969, "model_id": "2026-06-01-20", "reason": "信号超过风险与费用门槛", "entry_date": "2026-06-26", "exit_date": "2026-07-23", "exit_idx": 1101, "status": "scored", "entry": 3315.0, "exit": 3291.0, "move": -24.0, "cost": 4.6606000000000005, "risk_scale": 62.28739845070477, "daily_closes": [ [ "2026-06-26", 3316.0 ], [ "2026-06-29", 3319.0 ], [ "2026-06-30", 3315.0 ], [ "2026-07-01", 3285.0 ], [ "2026-07-02", 3283.0 ], [ "2026-07-03", 3279.0 ], [ "2026-07-06", 3289.0 ], [ "2026-07-07", 3283.0 ], [ "2026-07-08", 3300.0 ], [ "2026-07-09", 3298.0 ], [ "2026-07-10", 3291.0 ], [ "2026-07-13", 3272.0 ], [ "2026-07-14", 3302.0 ], [ "2026-07-15", 3327.0 ], [ "2026-07-16", 3324.0 ], [ "2026-07-17", 3318.0 ], [ "2026-07-20", 3298.0 ], [ "2026-07-21", 3297.0 ], [ "2026-07-22", 3282.0 ], [ "2026-07-23", 3291.0 ] ], "v1_signal": 0, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-06-26", "code": "HC2610", "close": 3316.0, "vol": 0.0042178530528023265, "momentum": -1, "raw_contracts": [ "I2609", "J2609" ], "raw_cost_change": -71.3495935, "lookback_start": "2026-03-27", "regime": "震荡或弱趋势", "horizon": 5, "signal": 0, "ready": true, "score": -0.00810044, "predicted_change": -0.25333762, "threshold": 6.9948, "model_id": "2026-06-01-5", "reason": "信号不足，保持观望", "entry_date": "2026-06-29", "exit_date": "2026-07-03", "exit_idx": 1087, "status": "scored", "entry": 3310.0, "exit": 3279.0, "move": -31.0, "cost": 4.6589, "risk_scale": 31.27454277738708, "daily_closes": [ [ "2026-06-29", 3319.0 ], [ "2026-06-30", 3315.0 ], [ "2026-07-01", 3285.0 ], [ "2026-07-02", 3283.0 ], [ "2026-07-03", 3279.0 ] ], "v1_signal": -1, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-06-26", "code": "HC2610", "close": 3316.0, "vol": 0.0042178530528023265, "momentum": -1, "raw_contracts": [ "I2609", "J2609" ], "raw_cost_change": -71.3495935, "lookback_start": "2026-03-27", "regime": "震荡或弱趋势", "horizon": 10, "signal": 0, "ready": true, "score": -0.02447065, "predicted_change": -1.08230943, "threshold": 8.84577651, "model_id": "2026-06-01-10", "reason": "信号不足，保持观望", "entry_date": "2026-06-29", "exit_date": "2026-07-10", "exit_idx": 1092, "status": "scored", "entry": 3310.0, "exit": 3291.0, "move": -19.0, "cost": 4.6601, "risk_scale": 44.22888255279833, "daily_closes": [ [ "2026-06-29", 3319.0 ], [ "2026-06-30", 3315.0 ], [ "2026-07-01", 3285.0 ], [ "2026-07-02", 3283.0 ], [ "2026-07-03", 3279.0 ], [ "2026-07-06", 3289.0 ], [ "2026-07-07", 3283.0 ], [ "2026-07-08", 3300.0 ], [ "2026-07-09", 3298.0 ], [ "2026-07-10", 3291.0 ] ], "v1_signal": -1, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-06-26", "code": "HC2610", "close": 3316.0, "vol": 0.0042178530528023265, "momentum": -1, "raw_contracts": [ "I2609", "J2609" ], "raw_cost_change": -71.3495935, "lookback_start": "2026-03-27", "regime": "震荡或弱趋势", "horizon": 20, "signal": -1, "ready": true, "score": -0.26787109, "predicted_change": -16.75509152, "threshold": 12.50981711, "model_id": "2026-06-01-20", "reason": "信号超过风险与费用门槛", "entry_date": "2026-06-29", "exit_date": "2026-07-24", "exit_idx": 1102, "status": "scored", "entry": 3310.0, "exit": 3289.0, "move": -21.0, "cost": 4.6599, "risk_scale": 62.54908555477416, "daily_closes": [ [ "2026-06-29", 3319.0 ], [ "2026-06-30", 3315.0 ], [ "2026-07-01", 3285.0 ], [ "2026-07-02", 3283.0 ], [ "2026-07-03", 3279.0 ], [ "2026-07-06", 3289.0 ], [ "2026-07-07", 3283.0 ], [ "2026-07-08", 3300.0 ], [ "2026-07-09", 3298.0 ], [ "2026-07-10", 3291.0 ], [ "2026-07-13", 3272.0 ], [ "2026-07-14", 3302.0 ], [ "2026-07-15", 3327.0 ], [ "2026-07-16", 3324.0 ], [ "2026-07-17", 3318.0 ], [ "2026-07-20", 3298.0 ], [ "2026-07-21", 3297.0 ], [ "2026-07-22", 3282.0 ], [ "2026-07-23", 3291.0 ], [ "2026-07-24", 3289.0 ] ], "v1_signal": -1, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-06-29", "code": "HC2610", "close": 3319.0, "vol": 0.0040160195251452676, "momentum": -1, "raw_contracts": [ "I2609", "J2609" ], "raw_cost_change": -93.36585366, "lookback_start": "2026-03-30", "regime": "震荡或弱趋势", "horizon": 5, "signal": 0, "ready": true, "score": 0.03520136, "predicted_change": 1.04917391, "threshold": 6.9957, "model_id": "2026-06-01-5", "reason": "信号不足，保持观望", "entry_date": "2026-06-30", "exit_date": "2026-07-06", "exit_idx": 1088, "status": "scored", "entry": 3319.0, "exit": 3289.0, "move": -30.0, "cost": 4.6608, "risk_scale": 29.804927529217743, "daily_closes": [ [ "2026-06-30", 3315.0 ], [ "2026-07-01", 3285.0 ], [ "2026-07-02", 3283.0 ], [ "2026-07-03", 3279.0 ], [ "2026-07-06", 3289.0 ] ], "v1_signal": -1, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-06-29", "code": "HC2610", "close": 3319.0, "vol": 0.0040160195251452676, "momentum": -1, "raw_contracts": [ "I2609", "J2609" ], "raw_cost_change": -93.36585366, "lookback_start": "2026-03-30", "regime": "震荡或弱趋势", "horizon": 10, "signal": 0, "ready": true, "score": -0.00627252, "predicted_change": -0.2643899, "threshold": 8.43010655, "model_id": "2026-06-01-10", "reason": "信号不足，保持观望", "entry_date": "2026-06-30", "exit_date": "2026-07-13", "exit_idx": 1093, "status": "scored", "entry": 3319.0, "exit": 3272.0, "move": -47.0, "cost": 4.6591000000000005, "risk_scale": 42.15053273736695, "daily_closes": [ [ "2026-06-30", 3315.0 ], [ "2026-07-01", 3285.0 ], [ "2026-07-02", 3283.0 ], [ "2026-07-03", 3279.0 ], [ "2026-07-06", 3289.0 ], [ "2026-07-07", 3283.0 ], [ "2026-07-08", 3300.0 ], [ "2026-07-09", 3298.0 ], [ "2026-07-10", 3291.0 ], [ "2026-07-13", 3272.0 ] ], "v1_signal": -1, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-06-29", "code": "HC2610", "close": 3319.0, "vol": 0.0040160195251452676, "momentum": -1, "raw_contracts": [ "I2609", "J2609" ], "raw_cost_change": -93.36585366, "lookback_start": "2026-03-30", "regime": "震荡或弱趋势", "horizon": 20, "signal": -1, "ready": true, "score": -0.2657807, "predicted_change": -15.84314883, "threshold": 11.92197101, "model_id": "2026-06-01-20", "reason": "信号超过风险与费用门槛", "entry_date": "2026-06-30", "exit_date": "2026-07-27", "exit_idx": 1103, "status": "scored", "entry": 3319.0, "exit": 3294.0, "move": -25.0, "cost": 4.6613, "risk_scale": 59.609855058435485, "daily_closes": [ [ "2026-06-30", 3315.0 ], [ "2026-07-01", 3285.0 ], [ "2026-07-02", 3283.0 ], [ "2026-07-03", 3279.0 ], [ "2026-07-06", 3289.0 ], [ "2026-07-07", 3283.0 ], [ "2026-07-08", 3300.0 ], [ "2026-07-09", 3298.0 ], [ "2026-07-10", 3291.0 ], [ "2026-07-13", 3272.0 ], [ "2026-07-14", 3302.0 ], [ "2026-07-15", 3327.0 ], [ "2026-07-16", 3324.0 ], [ "2026-07-17", 3318.0 ], [ "2026-07-20", 3298.0 ], [ "2026-07-21", 3297.0 ], [ "2026-07-22", 3282.0 ], [ "2026-07-23", 3291.0 ], [ "2026-07-24", 3289.0 ], [ "2026-07-27", 3294.0 ] ], "v1_signal": -1, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-06-30", "code": "HC2610", "close": 3315.0, "vol": 0.0037364966706700258, "momentum": -1, "raw_contracts": [ "I2609", "J2609" ], "raw_cost_change": -129.72357724, "lookback_start": "2026-03-31", "regime": "趋势较强", "horizon": 5, "signal": 0, "ready": true, "score": 0.02680487, "predicted_change": 0.7424152, "threshold": 6.9945, "model_id": "2026-06-01-5", "reason": "信号不足，保持观望", "entry_date": "2026-07-01", "exit_date": "2026-07-07", "exit_idx": 1089, "status": "scored", "entry": 3315.0, "exit": 3283.0, "move": -32.0, "cost": 4.6598, "risk_scale": 27.69702573425521, "daily_closes": [ [ "2026-07-01", 3285.0 ], [ "2026-07-02", 3283.0 ], [ "2026-07-03", 3279.0 ], [ "2026-07-06", 3289.0 ], [ "2026-07-07", 3283.0 ] ], "v1_signal": -1, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-06-30", "code": "HC2610", "close": 3315.0, "vol": 0.0037364966706700258, "momentum": -1, "raw_contracts": [ "I2609", "J2609" ], "raw_cost_change": -129.72357724, "lookback_start": "2026-03-31", "regime": "趋势较强", "horizon": 10, "signal": 0, "ready": true, "score": -0.04874605, "predicted_change": -1.90935872, "threshold": 7.83390189, "model_id": "2026-06-01-10", "reason": "信号不足，保持观望", "entry_date": "2026-07-01", "exit_date": "2026-07-14", "exit_idx": 1094, "status": "scored", "entry": 3315.0, "exit": 3302.0, "move": -13.0, "cost": 4.6617, "risk_scale": 39.16950943078035, "daily_closes": [ [ "2026-07-01", 3285.0 ], [ "2026-07-02", 3283.0 ], [ "2026-07-03", 3279.0 ], [ "2026-07-06", 3289.0 ], [ "2026-07-07", 3283.0 ], [ "2026-07-08", 3300.0 ], [ "2026-07-09", 3298.0 ], [ "2026-07-10", 3291.0 ], [ "2026-07-13", 3272.0 ], [ "2026-07-14", 3302.0 ] ], "v1_signal": -1, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-06-30", "code": "HC2610", "close": 3315.0, "vol": 0.0037364966706700258, "momentum": -1, "raw_contracts": [ "I2609", "J2609" ], "raw_cost_change": -129.72357724, "lookback_start": "2026-03-31", "regime": "趋势较强", "horizon": 20, "signal": -1, "ready": true, "score": -0.41333926, "predicted_change": -22.89653621, "threshold": 11.07881029, "model_id": "2026-06-01-20", "reason": "信号超过风险与费用门槛", "entry_date": "2026-07-01", "exit_date": "2026-07-28", "exit_idx": 1104, "status": "scored", "entry": 3315.0, "exit": 3281.0, "move": -34.0, "cost": 4.6596, "risk_scale": 55.39405146851042, "daily_closes": [ [ "2026-07-01", 3285.0 ], [ "2026-07-02", 3283.0 ], [ "2026-07-03", 3279.0 ], [ "2026-07-06", 3289.0 ], [ "2026-07-07", 3283.0 ], [ "2026-07-08", 3300.0 ], [ "2026-07-09", 3298.0 ], [ "2026-07-10", 3291.0 ], [ "2026-07-13", 3272.0 ], [ "2026-07-14", 3302.0 ], [ "2026-07-15", 3327.0 ], [ "2026-07-16", 3324.0 ], [ "2026-07-17", 3318.0 ], [ "2026-07-20", 3298.0 ], [ "2026-07-21", 3297.0 ], [ "2026-07-22", 3282.0 ], [ "2026-07-23", 3291.0 ], [ "2026-07-24", 3289.0 ], [ "2026-07-27", 3294.0 ], [ "2026-07-28", 3281.0 ] ], "v1_signal": -1, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-07-01", "code": "HC2610", "close": 3285.0, "vol": 0.00411165394250779, "momentum": -1, "raw_contracts": [ "I2609", "J2609" ], "raw_cost_change": -162.50406504, "lookback_start": "2026-04-01", "regime": "趋势较强", "horizon": 5, "signal": 0, "ready": true, "score": 0.127949, "predicted_change": 3.86432667, "threshold": 6.9855, "model_id": "2026-07-01-5", "reason": "信号不足，保持观望", "entry_date": "2026-07-02", "exit_date": "2026-07-08", "exit_idx": 1090, "status": "scored", "entry": 3298.0, "exit": 3300.0, "move": 2.0, "cost": 4.6598, "risk_scale": 30.20208539509699, "daily_closes": [ [ "2026-07-02", 3283.0 ], [ "2026-07-03", 3279.0 ], [ "2026-07-06", 3289.0 ], [ "2026-07-07", 3283.0 ], [ "2026-07-08", 3300.0 ] ], "v1_signal": -1, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-07-01", "code": "HC2610", "close": 3285.0, "vol": 0.00411165394250779, "momentum": -1, "raw_contracts": [ "I2609", "J2609" ], "raw_cost_change": -162.50406504, "lookback_start": "2026-04-01", "regime": "趋势较强", "horizon": 10, "signal": 0, "ready": true, "score": 0.03519208, "predicted_change": 1.50313099, "threshold": 8.54243976, "model_id": "2026-07-01-10", "reason": "信号不足，保持观望", "entry_date": "2026-07-02", "exit_date": "2026-07-15", "exit_idx": 1095, "status": "scored", "entry": 3298.0, "exit": 3327.0, "move": 29.0, "cost": 4.6625, "risk_scale": 42.712198777696536, "daily_closes": [ [ "2026-07-02", 3283.0 ], [ "2026-07-03", 3279.0 ], [ "2026-07-06", 3289.0 ], [ "2026-07-07", 3283.0 ], [ "2026-07-08", 3300.0 ], [ "2026-07-09", 3298.0 ], [ "2026-07-10", 3291.0 ], [ "2026-07-13", 3272.0 ], [ "2026-07-14", 3302.0 ], [ "2026-07-15", 3327.0 ] ], "v1_signal": -1, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-07-01", "code": "HC2610", "close": 3285.0, "vol": 0.00411165394250779, "momentum": -1, "raw_contracts": [ "I2609", "J2609" ], "raw_cost_change": -162.50406504, "lookback_start": "2026-04-01", "regime": "趋势较强", "horizon": 20, "signal": -1, "ready": true, "score": -0.36460228, "predicted_change": -22.02349853, "threshold": 12.08083416, "model_id": "2026-07-01-20", "reason": "信号超过风险与费用门槛", "entry_date": "2026-07-02", "exit_date": "2026-07-29", "exit_idx": 1105, "status": "scored", "entry": 3298.0, "exit": 3286.0, "move": -12.0, "cost": 4.6584, "risk_scale": 60.40417079019398, "daily_closes": [ [ "2026-07-02", 3283.0 ], [ "2026-07-03", 3279.0 ], [ "2026-07-06", 3289.0 ], [ "2026-07-07", 3283.0 ], [ "2026-07-08", 3300.0 ], [ "2026-07-09", 3298.0 ], [ "2026-07-10", 3291.0 ], [ "2026-07-13", 3272.0 ], [ "2026-07-14", 3302.0 ], [ "2026-07-15", 3327.0 ], [ "2026-07-16", 3324.0 ], [ "2026-07-17", 3318.0 ], [ "2026-07-20", 3298.0 ], [ "2026-07-21", 3297.0 ], [ "2026-07-22", 3282.0 ], [ "2026-07-23", 3291.0 ], [ "2026-07-24", 3289.0 ], [ "2026-07-27", 3294.0 ], [ "2026-07-28", 3281.0 ], [ "2026-07-29", 3286.0 ] ], "v1_signal": -1, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-07-02", "code": "HC2610", "close": 3283.0, "vol": 0.00408684364207081, "momentum": -1, "raw_contracts": [ "I2609", "J2609" ], "raw_cost_change": -113.95121951, "lookback_start": "2026-04-02", "regime": "趋势较强", "horizon": 5, "signal": 0, "ready": true, "score": 0.11376131, "predicted_change": 3.41301732, "threshold": 6.9849, "model_id": "2026-07-01-5", "reason": "信号不足，保持观望", "entry_date": "2026-07-03", "exit_date": "2026-07-09", "exit_idx": 1091, "status": "scored", "entry": 3284.0, "exit": 3298.0, "move": 14.0, "cost": 4.6582, "risk_scale": 30.001564827023984, "daily_closes": [ [ "2026-07-03", 3279.0 ], [ "2026-07-06", 3289.0 ], [ "2026-07-07", 3283.0 ], [ "2026-07-08", 3300.0 ], [ "2026-07-09", 3298.0 ] ], "v1_signal": -1, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-07-02", "code": "HC2610", "close": 3283.0, "vol": 0.00408684364207081, "momentum": -1, "raw_contracts": [ "I2609", "J2609" ], "raw_cost_change": -113.95121951, "lookback_start": "2026-04-02", "regime": "趋势较强", "horizon": 10, "signal": 0, "ready": true, "score": 0.02136174, "predicted_change": 0.90634912, "threshold": 8.48572397, "model_id": "2026-07-01-10", "reason": "信号不足，保持观望", "entry_date": "2026-07-03", "exit_date": "2026-07-16", "exit_idx": 1096, "status": "scored", "entry": 3284.0, "exit": 3324.0, "move": 40.0, "cost": 4.6608, "risk_scale": 42.42861987079294, "daily_closes": [ [ "2026-07-03", 3279.0 ], [ "2026-07-06", 3289.0 ], [ "2026-07-07", 3283.0 ], [ "2026-07-08", 3300.0 ], [ "2026-07-09", 3298.0 ], [ "2026-07-10", 3291.0 ], [ "2026-07-13", 3272.0 ], [ "2026-07-14", 3302.0 ], [ "2026-07-15", 3327.0 ], [ "2026-07-16", 3324.0 ] ], "v1_signal": -1, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-07-02", "code": "HC2610", "close": 3283.0, "vol": 0.00408684364207081, "momentum": -1, "raw_contracts": [ "I2609", "J2609" ], "raw_cost_change": -113.95121951, "lookback_start": "2026-04-02", "regime": "趋势较强", "horizon": 20, "signal": -1, "ready": true, "score": -0.35955803, "predicted_change": -21.57460726, "threshold": 12.00062593, "model_id": "2026-07-01-20", "reason": "信号超过风险与费用门槛", "entry_date": "2026-07-03", "exit_date": "2026-07-30", "exit_idx": 1106, "status": "scored", "entry": 3284.0, "exit": 3240.0, "move": -44.0, "cost": 4.6524, "risk_scale": 60.00312965404797, "daily_closes": [ [ "2026-07-03", 3279.0 ], [ "2026-07-06", 3289.0 ], [ "2026-07-07", 3283.0 ], [ "2026-07-08", 3300.0 ], [ "2026-07-09", 3298.0 ], [ "2026-07-10", 3291.0 ], [ "2026-07-13", 3272.0 ], [ "2026-07-14", 3302.0 ], [ "2026-07-15", 3327.0 ], [ "2026-07-16", 3324.0 ], [ "2026-07-17", 3318.0 ], [ "2026-07-20", 3298.0 ], [ "2026-07-21", 3297.0 ], [ "2026-07-22", 3282.0 ], [ "2026-07-23", 3291.0 ], [ "2026-07-24", 3289.0 ], [ "2026-07-27", 3294.0 ], [ "2026-07-28", 3281.0 ], [ "2026-07-29", 3286.0 ], [ "2026-07-30", 3240.0 ] ], "v1_signal": -1, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-07-03", "code": "HC2610", "close": 3279.0, "vol": 0.004078701464202724, "momentum": -1, "raw_contracts": [ "I2609", "J2609" ], "raw_cost_change": -74.76422764, "lookback_start": "2026-04-03", "regime": "趋势较强", "horizon": 5, "signal": 0, "ready": true, "score": 0.12859278, "predicted_change": 3.84560733, "threshold": 6.9837, "model_id": "2026-07-01-5", "reason": "信号不足，保持观望", "entry_date": "2026-07-06", "exit_date": "2026-07-10", "exit_idx": 1092, "status": "scored", "entry": 3283.0, "exit": 3291.0, "move": 8.0, "cost": 4.6574, "risk_scale": 29.905311993409622, "daily_closes": [ [ "2026-07-06", 3289.0 ], [ "2026-07-07", 3283.0 ], [ "2026-07-08", 3300.0 ], [ "2026-07-09", 3298.0 ], [ "2026-07-10", 3291.0 ] ], "v1_signal": -1, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-07-03", "code": "HC2610", "close": 3279.0, "vol": 0.004078701464202724, "momentum": -1, "raw_contracts": [ "I2609", "J2609" ], "raw_cost_change": -74.76422764, "lookback_start": "2026-04-03", "regime": "趋势较强", "horizon": 10, "signal": 0, "ready": true, "score": -0.012218, "predicted_change": -0.51672986, "threshold": 8.45849956, "model_id": "2026-07-01-10", "reason": "信号不足，保持观望", "entry_date": "2026-07-06", "exit_date": "2026-07-17", "exit_idx": 1097, "status": "scored", "entry": 3283.0, "exit": 3318.0, "move": 35.0, "cost": 4.6601, "risk_scale": 42.29249780807867, "daily_closes": [ [ "2026-07-06", 3289.0 ], [ "2026-07-07", 3283.0 ], [ "2026-07-08", 3300.0 ], [ "2026-07-09", 3298.0 ], [ "2026-07-10", 3291.0 ], [ "2026-07-13", 3272.0 ], [ "2026-07-14", 3302.0 ], [ "2026-07-15", 3327.0 ], [ "2026-07-16", 3324.0 ], [ "2026-07-17", 3318.0 ] ], "v1_signal": -1, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-07-03", "code": "HC2610", "close": 3279.0, "vol": 0.004078701464202724, "momentum": -1, "raw_contracts": [ "I2609", "J2609" ], "raw_cost_change": -74.76422764, "lookback_start": "2026-04-03", "regime": "趋势较强", "horizon": 20, "signal": -1, "ready": true, "score": -0.32498652, "predicted_change": -19.4376464, "threshold": 11.9621248, "model_id": "2026-07-01-20", "reason": "信号超过风险与费用门槛", "entry_date": "2026-07-06", "exit_date": "2026-07-31", "exit_idx": 1107, "status": "scored", "entry": 3283.0, "exit": 3220.0, "move": -63.0, "cost": 4.6503, "risk_scale": 59.810623986819245, "daily_closes": [ [ "2026-07-06", 3289.0 ], [ "2026-07-07", 3283.0 ], [ "2026-07-08", 3300.0 ], [ "2026-07-09", 3298.0 ], [ "2026-07-10", 3291.0 ], [ "2026-07-13", 3272.0 ], [ "2026-07-14", 3302.0 ], [ "2026-07-15", 3327.0 ], [ "2026-07-16", 3324.0 ], [ "2026-07-17", 3318.0 ], [ "2026-07-20", 3298.0 ], [ "2026-07-21", 3297.0 ], [ "2026-07-22", 3282.0 ], [ "2026-07-23", 3291.0 ], [ "2026-07-24", 3289.0 ], [ "2026-07-27", 3294.0 ], [ "2026-07-28", 3281.0 ], [ "2026-07-29", 3286.0 ], [ "2026-07-30", 3240.0 ], [ "2026-07-31", 3220.0 ] ], "v1_signal": -1, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-07-06", "code": "HC2610", "close": 3289.0, "vol": 0.0041628905729282125, "momentum": -1, "raw_contracts": [ "I2609", "J2609" ], "raw_cost_change": -40.87804878, "lookback_start": "2026-04-07", "regime": "趋势较强", "horizon": 5, "signal": 0, "ready": true, "score": 0.08408976, "predicted_change": 2.57446489, "threshold": 6.9867, "model_id": "2026-07-01-5", "reason": "信号不足，保持观望", "entry_date": "2026-07-07", "exit_date": "2026-07-13", "exit_idx": 1093, "status": "scored", "entry": 3289.0, "exit": 3272.0, "move": -17.0, "cost": 4.6561, "risk_scale": 30.615677233726178, "daily_closes": [ [ "2026-07-07", 3283.0 ], [ "2026-07-08", 3300.0 ], [ "2026-07-09", 3298.0 ], [ "2026-07-10", 3291.0 ], [ "2026-07-13", 3272.0 ] ], "v1_signal": -1, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-07-06", "code": "HC2610", "close": 3289.0, "vol": 0.0041628905729282125, "momentum": -1, "raw_contracts": [ "I2609", "J2609" ], "raw_cost_change": -40.87804878, "lookback_start": "2026-04-07", "regime": "趋势较强", "horizon": 10, "signal": 0, "ready": true, "score": -0.09032976, "predicted_change": -3.91101722, "threshold": 8.65942119, "model_id": "2026-07-01-10", "reason": "信号不足，保持观望", "entry_date": "2026-07-07", "exit_date": "2026-07-20", "exit_idx": 1098, "status": "scored", "entry": 3289.0, "exit": 3298.0, "move": 9.0, "cost": 4.6587, "risk_scale": 43.29710596517276, "daily_closes": [ [ "2026-07-07", 3283.0 ], [ "2026-07-08", 3300.0 ], [ "2026-07-09", 3298.0 ], [ "2026-07-10", 3291.0 ], [ "2026-07-13", 3272.0 ], [ "2026-07-14", 3302.0 ], [ "2026-07-15", 3327.0 ], [ "2026-07-16", 3324.0 ], [ "2026-07-17", 3318.0 ], [ "2026-07-20", 3298.0 ] ], "v1_signal": -1, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-07-06", "code": "HC2610", "close": 3289.0, "vol": 0.0041628905729282125, "momentum": -1, "raw_contracts": [ "I2609", "J2609" ], "raw_cost_change": -40.87804878, "lookback_start": "2026-04-07", "regime": "趋势较强", "horizon": 20, "signal": -1, "ready": true, "score": -0.41373381, "predicted_change": -25.33348128, "threshold": 12.24627089, "model_id": "2026-07-01-20", "reason": "信号超过风险与费用门槛", "entry_date": "2026-07-07", "exit_date": "2026-08-03", "exit_idx": 1108, "status": "scored", "entry": 3289.0, "exit": 3197.0, "move": -92.0, "cost": 4.6486, "risk_scale": 61.231354467452356, "daily_closes": [ [ "2026-07-07", 3283.0 ], [ "2026-07-08", 3300.0 ], [ "2026-07-09", 3298.0 ], [ "2026-07-10", 3291.0 ], [ "2026-07-13", 3272.0 ], [ "2026-07-14", 3302.0 ], [ "2026-07-15", 3327.0 ], [ "2026-07-16", 3324.0 ], [ "2026-07-17", 3318.0 ], [ "2026-07-20", 3298.0 ], [ "2026-07-21", 3297.0 ], [ "2026-07-22", 3282.0 ], [ "2026-07-23", 3291.0 ], [ "2026-07-24", 3289.0 ], [ "2026-07-27", 3294.0 ], [ "2026-07-28", 3281.0 ], [ "2026-07-29", 3286.0 ], [ "2026-07-30", 3240.0 ], [ "2026-07-31", 3220.0 ], [ "2026-08-03", 3197.0 ] ], "v1_signal": -1, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-07-07", "code": "HC2610", "close": 3283.0, "vol": 0.0041578274825401045, "momentum": -1, "raw_contracts": [ "I2609", "J2609" ], "raw_cost_change": 0.19512195, "lookback_start": "2026-04-08", "regime": "趋势较强", "horizon": 5, "signal": 0, "ready": true, "score": 0.12864903, "predicted_change": 3.92671035, "threshold": 6.9849, "model_id": "2026-07-01-5", "reason": "信号不足，保持观望", "entry_date": "2026-07-08", "exit_date": "2026-07-14", "exit_idx": 1094, "status": "scored", "entry": 3285.0, "exit": 3302.0, "move": 17.0, "cost": 4.6587, "risk_scale": 30.52265799280793, "daily_closes": [ [ "2026-07-08", 3300.0 ], [ "2026-07-09", 3298.0 ], [ "2026-07-10", 3291.0 ], [ "2026-07-13", 3272.0 ], [ "2026-07-14", 3302.0 ] ], "v1_signal": 0, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-07-07", "code": "HC2610", "close": 3283.0, "vol": 0.0041578274825401045, "momentum": -1, "raw_contracts": [ "I2609", "J2609" ], "raw_cost_change": 0.19512195, "lookback_start": "2026-04-08", "regime": "趋势较强", "horizon": 10, "signal": 0, "ready": true, "score": -0.04134932, "predicted_change": -1.78486663, "threshold": 8.63311138, "model_id": "2026-07-01-10", "reason": "信号不足，保持观望", "entry_date": "2026-07-08", "exit_date": "2026-07-21", "exit_idx": 1099, "status": "scored", "entry": 3285.0, "exit": 3297.0, "move": 12.0, "cost": 4.6582, "risk_scale": 43.16555689310452, "daily_closes": [ [ "2026-07-08", 3300.0 ], [ "2026-07-09", 3298.0 ], [ "2026-07-10", 3291.0 ], [ "2026-07-13", 3272.0 ], [ "2026-07-14", 3302.0 ], [ "2026-07-15", 3327.0 ], [ "2026-07-16", 3324.0 ], [ "2026-07-17", 3318.0 ], [ "2026-07-20", 3298.0 ], [ "2026-07-21", 3297.0 ] ], "v1_signal": 0, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-07-07", "code": "HC2610", "close": 3283.0, "vol": 0.0041578274825401045, "momentum": -1, "raw_contracts": [ "I2609", "J2609" ], "raw_cost_change": 0.19512195, "lookback_start": "2026-04-08", "regime": "趋势较强", "horizon": 20, "signal": -1, "ready": true, "score": -0.30535343, "predicted_change": -18.6403965, "threshold": 12.2090632, "model_id": "2026-07-01-20", "reason": "信号超过风险与费用门槛", "entry_date": "2026-07-08", "exit_date": "2026-08-04", "exit_idx": 1109, "status": "scored", "entry": 3285.0, "exit": 3201.0, "move": -84.0, "cost": 4.6486, "risk_scale": 61.04531598561586, "daily_closes": [ [ "2026-07-08", 3300.0 ], [ "2026-07-09", 3298.0 ], [ "2026-07-10", 3291.0 ], [ "2026-07-13", 3272.0 ], [ "2026-07-14", 3302.0 ], [ "2026-07-15", 3327.0 ], [ "2026-07-16", 3324.0 ], [ "2026-07-17", 3318.0 ], [ "2026-07-20", 3298.0 ], [ "2026-07-21", 3297.0 ], [ "2026-07-22", 3282.0 ], [ "2026-07-23", 3291.0 ], [ "2026-07-24", 3289.0 ], [ "2026-07-27", 3294.0 ], [ "2026-07-28", 3281.0 ], [ "2026-07-29", 3286.0 ], [ "2026-07-30", 3240.0 ], [ "2026-07-31", 3220.0 ], [ "2026-08-03", 3197.0 ], [ "2026-08-04", 3201.0 ] ], "v1_signal": 0, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-07-08", "code": "HC2610", "close": 3300.0, "vol": 0.004366562611008138, "momentum": -1, "raw_contracts": [ "I2609", "J2609" ], "raw_cost_change": 9.43089431, "lookback_start": "2026-04-09", "regime": "震荡或弱趋势", "horizon": 5, "signal": 0, "ready": true, "score": -0.02120996, "predicted_change": -0.68340541, "threshold": 6.99, "model_id": "2026-07-01-5", "reason": "信号不足，保持观望", "entry_date": "2026-07-09", "exit_date": "2026-07-15", "exit_idx": 1095, "status": "scored", "entry": 3300.0, "exit": 3327.0, "move": 27.0, "cost": 4.6627, "risk_scale": 32.220971726536455, "daily_closes": [ [ "2026-07-09", 3298.0 ], [ "2026-07-10", 3291.0 ], [ "2026-07-13", 3272.0 ], [ "2026-07-14", 3302.0 ], [ "2026-07-15", 3327.0 ] ], "v1_signal": 0, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-07-08", "code": "HC2610", "close": 3300.0, "vol": 0.004366562611008138, "momentum": -1, "raw_contracts": [ "I2609", "J2609" ], "raw_cost_change": 9.43089431, "lookback_start": "2026-04-09", "regime": "震荡或弱趋势", "horizon": 10, "signal": 0, "ready": true, "score": -0.10735381, "predicted_change": -4.89182694, "threshold": 9.11346704, "model_id": "2026-07-01-10", "reason": "信号不足，保持观望", "entry_date": "2026-07-09", "exit_date": "2026-07-22", "exit_idx": 1100, "status": "scored", "entry": 3300.0, "exit": 3282.0, "move": -18.0, "cost": 4.6582, "risk_scale": 45.5673352085079, "daily_closes": [ [ "2026-07-09", 3298.0 ], [ "2026-07-10", 3291.0 ], [ "2026-07-13", 3272.0 ], [ "2026-07-14", 3302.0 ], [ "2026-07-15", 3327.0 ], [ "2026-07-16", 3324.0 ], [ "2026-07-17", 3318.0 ], [ "2026-07-20", 3298.0 ], [ "2026-07-21", 3297.0 ], [ "2026-07-22", 3282.0 ] ], "v1_signal": 0, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-07-08", "code": "HC2610", "close": 3300.0, "vol": 0.004366562611008138, "momentum": -1, "raw_contracts": [ "I2609", "J2609" ], "raw_cost_change": 9.43089431, "lookback_start": "2026-04-09", "regime": "震荡或弱趋势", "horizon": 20, "signal": -1, "ready": true, "score": -0.4037137, "predicted_change": -26.01609536, "threshold": 12.88838869, "model_id": "2026-07-01-20", "reason": "信号超过风险与费用门槛", "entry_date": "2026-07-09", "exit_date": "2026-08-05", "exit_idx": 1110, "status": "scored", "entry": 3300.0, "exit": 3207.0, "move": -93.0, "cost": 4.6507000000000005, "risk_scale": 64.44194345307291, "daily_closes": [ [ "2026-07-09", 3298.0 ], [ "2026-07-10", 3291.0 ], [ "2026-07-13", 3272.0 ], [ "2026-07-14", 3302.0 ], [ "2026-07-15", 3327.0 ], [ "2026-07-16", 3324.0 ], [ "2026-07-17", 3318.0 ], [ "2026-07-20", 3298.0 ], [ "2026-07-21", 3297.0 ], [ "2026-07-22", 3282.0 ], [ "2026-07-23", 3291.0 ], [ "2026-07-24", 3289.0 ], [ "2026-07-27", 3294.0 ], [ "2026-07-28", 3281.0 ], [ "2026-07-29", 3286.0 ], [ "2026-07-30", 3240.0 ], [ "2026-07-31", 3220.0 ], [ "2026-08-03", 3197.0 ], [ "2026-08-04", 3201.0 ], [ "2026-08-05", 3207.0 ] ], "v1_signal": 0, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-07-09", "code": "HC2610", "close": 3298.0, "vol": 0.004087053172711683, "momentum": -1, "raw_contracts": [ "I2609", "J2609" ], "raw_cost_change": 29.46341463, "lookback_start": "2026-04-10", "regime": "趋势较强", "horizon": 5, "signal": 0, "ready": true, "score": 0.05926069, "predicted_change": 1.7861284, "threshold": 6.9894, "model_id": "2026-07-01-5", "reason": "信号不足，保持观望", "entry_date": "2026-07-10", "exit_date": "2026-07-16", "exit_idx": 1096, "status": "scored", "entry": 3298.0, "exit": 3324.0, "move": 26.0, "cost": 4.6622, "risk_scale": 30.14018692462671, "daily_closes": [ [ "2026-07-10", 3291.0 ], [ "2026-07-13", 3272.0 ], [ "2026-07-14", 3302.0 ], [ "2026-07-15", 3327.0 ], [ "2026-07-16", 3324.0 ] ], "v1_signal": 0, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-07-09", "code": "HC2610", "close": 3298.0, "vol": 0.004087053172711683, "momentum": -1, "raw_contracts": [ "I2609", "J2609" ], "raw_cost_change": 29.46341463, "lookback_start": "2026-04-10", "regime": "趋势较强", "horizon": 10, "signal": 0, "ready": true, "score": -0.08513043, "predicted_change": -3.6286557, "threshold": 8.52493222, "model_id": "2026-07-01-10", "reason": "信号不足，保持观望", "entry_date": "2026-07-10", "exit_date": "2026-07-23", "exit_idx": 1101, "status": "scored", "entry": 3298.0, "exit": 3291.0, "move": -7.0, "cost": 4.6589, "risk_scale": 42.624661121267316, "daily_closes": [ [ "2026-07-10", 3291.0 ], [ "2026-07-13", 3272.0 ], [ "2026-07-14", 3302.0 ], [ "2026-07-15", 3327.0 ], [ "2026-07-16", 3324.0 ], [ "2026-07-17", 3318.0 ], [ "2026-07-20", 3298.0 ], [ "2026-07-21", 3297.0 ], [ "2026-07-22", 3282.0 ], [ "2026-07-23", 3291.0 ] ], "v1_signal": 0, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-07-09", "code": "HC2610", "close": 3298.0, "vol": 0.004087053172711683, "momentum": -1, "raw_contracts": [ "I2609", "J2609" ], "raw_cost_change": 29.46341463, "lookback_start": "2026-04-10", "regime": "趋势较强", "horizon": 20, "signal": -1, "ready": true, "score": -0.40933571, "predicted_change": -24.67490955, "threshold": 12.05607477, "model_id": "2026-07-01-20", "reason": "信号超过风险与费用门槛", "entry_date": "2026-07-10", "exit_date": "2026-08-06", "exit_idx": 1111, "status": "scored", "entry": 3298.0, "exit": 3236.0, "move": -62.0, "cost": 4.6533999999999995, "risk_scale": 60.28037384925342, "daily_closes": [ [ "2026-07-10", 3291.0 ], [ "2026-07-13", 3272.0 ], [ "2026-07-14", 3302.0 ], [ "2026-07-15", 3327.0 ], [ "2026-07-16", 3324.0 ], [ "2026-07-17", 3318.0 ], [ "2026-07-20", 3298.0 ], [ "2026-07-21", 3297.0 ], [ "2026-07-22", 3282.0 ], [ "2026-07-23", 3291.0 ], [ "2026-07-24", 3289.0 ], [ "2026-07-27", 3294.0 ], [ "2026-07-28", 3281.0 ], [ "2026-07-29", 3286.0 ], [ "2026-07-30", 3240.0 ], [ "2026-07-31", 3220.0 ], [ "2026-08-03", 3197.0 ], [ "2026-08-04", 3201.0 ], [ "2026-08-05", 3207.0 ], [ "2026-08-06", 3236.0 ] ], "v1_signal": 0, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-07-10", "code": "HC2610", "close": 3291.0, "vol": 0.0039017542140351476, "momentum": -1, "raw_contracts": [ "I2609", "J2609" ], "raw_cost_change": -12.03252033, "lookback_start": "2026-04-13", "regime": "震荡或弱趋势", "horizon": 5, "signal": 0, "ready": true, "score": 0.04933528, "predicted_change": 1.416545, "threshold": 6.9873, "model_id": "2026-07-01-5", "reason": "信号不足，保持观望", "entry_date": "2026-07-13", "exit_date": "2026-07-17", "exit_idx": 1097, "status": "scored", "entry": 3291.0, "exit": 3318.0, "move": 27.0, "cost": 4.6609, "risk_scale": 28.712617969573508, "daily_closes": [ [ "2026-07-13", 3272.0 ], [ "2026-07-14", 3302.0 ], [ "2026-07-15", 3327.0 ], [ "2026-07-16", 3324.0 ], [ "2026-07-17", 3318.0 ] ], "v1_signal": -1, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-07-10", "code": "HC2610", "close": 3291.0, "vol": 0.0039017542140351476, "momentum": -1, "raw_contracts": [ "I2609", "J2609" ], "raw_cost_change": -12.03252033, "lookback_start": "2026-04-13", "regime": "震荡或弱趋势", "horizon": 10, "signal": 0, "ready": true, "score": 0.01285446, "predicted_change": 0.52196511, "threshold": 8.12115475, "model_id": "2026-07-01-10", "reason": "信号不足，保持观望", "entry_date": "2026-07-13", "exit_date": "2026-07-24", "exit_idx": 1102, "status": "scored", "entry": 3291.0, "exit": 3289.0, "move": -2.0, "cost": 4.658, "risk_scale": 40.60577374380829, "daily_closes": [ [ "2026-07-13", 3272.0 ], [ "2026-07-14", 3302.0 ], [ "2026-07-15", 3327.0 ], [ "2026-07-16", 3324.0 ], [ "2026-07-17", 3318.0 ], [ "2026-07-20", 3298.0 ], [ "2026-07-21", 3297.0 ], [ "2026-07-22", 3282.0 ], [ "2026-07-23", 3291.0 ], [ "2026-07-24", 3289.0 ] ], "v1_signal": -1, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-07-10", "code": "HC2610", "close": 3291.0, "vol": 0.0039017542140351476, "momentum": -1, "raw_contracts": [ "I2609", "J2609" ], "raw_cost_change": -12.03252033, "lookback_start": "2026-04-13", "regime": "震荡或弱趋势", "horizon": 20, "signal": -1, "ready": true, "score": -0.28195486, "predicted_change": -16.19132433, "threshold": 11.48504719, "model_id": "2026-07-01-20", "reason": "信号超过风险与费用门槛", "entry_date": "2026-07-13", "exit_date": "2026-08-07", "exit_idx": 1112, "status": "scored", "entry": 3291.0, "exit": 3243.0, "move": -48.0, "cost": 4.6533999999999995, "risk_scale": 57.425235939147015, "daily_closes": [ [ "2026-07-13", 3272.0 ], [ "2026-07-14", 3302.0 ], [ "2026-07-15", 3327.0 ], [ "2026-07-16", 3324.0 ], [ "2026-07-17", 3318.0 ], [ "2026-07-20", 3298.0 ], [ "2026-07-21", 3297.0 ], [ "2026-07-22", 3282.0 ], [ "2026-07-23", 3291.0 ], [ "2026-07-24", 3289.0 ], [ "2026-07-27", 3294.0 ], [ "2026-07-28", 3281.0 ], [ "2026-07-29", 3286.0 ], [ "2026-07-30", 3240.0 ], [ "2026-07-31", 3220.0 ], [ "2026-08-03", 3197.0 ], [ "2026-08-04", 3201.0 ], [ "2026-08-05", 3207.0 ], [ "2026-08-06", 3236.0 ], [ "2026-08-07", 3243.0 ] ], "v1_signal": -1, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-07-13", "code": "HC2610", "close": 3272.0, "vol": 0.003643209893856874, "momentum": -1, "raw_contracts": [ "I2609", "J2609" ], "raw_cost_change": -71.90243902, "lookback_start": "2026-04-14", "regime": "趋势较强", "horizon": 5, "signal": 0, "ready": true, "score": 0.17009899, "predicted_change": 4.53402819, "threshold": 6.9816, "model_id": "2026-07-01-5", "reason": "信号不足，保持观望", "entry_date": "2026-07-14", "exit_date": "2026-07-20", "exit_idx": 1098, "status": "scored", "entry": 3278.0, "exit": 3298.0, "move": 20.0, "cost": 4.6576, "risk_scale": 26.655233411169437, "daily_closes": [ [ "2026-07-14", 3302.0 ], [ "2026-07-15", 3327.0 ], [ "2026-07-16", 3324.0 ], [ "2026-07-17", 3318.0 ], [ "2026-07-20", 3298.0 ] ], "v1_signal": -1, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-07-13", "code": "HC2610", "close": 3272.0, "vol": 0.003643209893856874, "momentum": -1, "raw_contracts": [ "I2609", "J2609" ], "raw_cost_change": -71.90243902, "lookback_start": "2026-04-14", "regime": "趋势较强", "horizon": 10, "signal": 0, "ready": true, "score": 0.06557208, "predicted_change": 2.47181781, "threshold": 7.53923852, "model_id": "2026-07-01-10", "reason": "信号不足，保持观望", "entry_date": "2026-07-14", "exit_date": "2026-07-27", "exit_idx": 1103, "status": "scored", "entry": 3278.0, "exit": 3294.0, "move": 16.0, "cost": 4.6572, "risk_scale": 37.69619259829628, "daily_closes": [ [ "2026-07-14", 3302.0 ], [ "2026-07-15", 3327.0 ], [ "2026-07-16", 3324.0 ], [ "2026-07-17", 3318.0 ], [ "2026-07-20", 3298.0 ], [ "2026-07-21", 3297.0 ], [ "2026-07-22", 3282.0 ], [ "2026-07-23", 3291.0 ], [ "2026-07-24", 3289.0 ], [ "2026-07-27", 3294.0 ] ], "v1_signal": -1, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-07-13", "code": "HC2610", "close": 3272.0, "vol": 0.003643209893856874, "momentum": -1, "raw_contracts": [ "I2609", "J2609" ], "raw_cost_change": -71.90243902, "lookback_start": "2026-04-14", "regime": "趋势较强", "horizon": 20, "signal": -1, "ready": true, "score": -0.30747875, "predicted_change": -16.39183577, "threshold": 10.66209336, "model_id": "2026-07-01-20", "reason": "信号超过风险与费用门槛", "entry_date": "2026-07-14", "exit_date": "2026-08-10", "exit_idx": 1113, "status": "scored", "entry": 3278.0, "exit": 3235.0, "move": -43.0, "cost": 4.6513, "risk_scale": 53.310466822338874, "daily_closes": [ [ "2026-07-14", 3302.0 ], [ "2026-07-15", 3327.0 ], [ "2026-07-16", 3324.0 ], [ "2026-07-17", 3318.0 ], [ "2026-07-20", 3298.0 ], [ "2026-07-21", 3297.0 ], [ "2026-07-22", 3282.0 ], [ "2026-07-23", 3291.0 ], [ "2026-07-24", 3289.0 ], [ "2026-07-27", 3294.0 ], [ "2026-07-28", 3281.0 ], [ "2026-07-29", 3286.0 ], [ "2026-07-30", 3240.0 ], [ "2026-07-31", 3220.0 ], [ "2026-08-03", 3197.0 ], [ "2026-08-04", 3201.0 ], [ "2026-08-05", 3207.0 ], [ "2026-08-06", 3236.0 ], [ "2026-08-07", 3243.0 ], [ "2026-08-10", 3235.0 ] ], "v1_signal": -1, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-07-14", "code": "HC2610", "close": 3302.0, "vol": 0.004100321786951477, "momentum": -1, "raw_contracts": [ "I2609", "J2609" ], "raw_cost_change": -24.87804878, "lookback_start": "2026-04-15", "regime": "趋势较强", "horizon": 5, "signal": 0, "ready": true, "score": 0.10926929, "predicted_change": 3.3080961, "threshold": 6.9906, "model_id": "2026-07-01-5", "reason": "信号不足，保持观望", "entry_date": "2026-07-15", "exit_date": "2026-07-21", "exit_idx": 1099, "status": "scored", "entry": 3295.0, "exit": 3297.0, "move": 2.0, "cost": 4.6592, "risk_scale": 30.274711405805306, "daily_closes": [ [ "2026-07-15", 3327.0 ], [ "2026-07-16", 3324.0 ], [ "2026-07-17", 3318.0 ], [ "2026-07-20", 3298.0 ], [ "2026-07-21", 3297.0 ] ], "v1_signal": -1, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-07-14", "code": "HC2610", "close": 3302.0, "vol": 0.004100321786951477, "momentum": -1, "raw_contracts": [ "I2609", "J2609" ], "raw_cost_change": -24.87804878, "lookback_start": "2026-04-15", "regime": "趋势较强", "horizon": 10, "signal": 0, "ready": true, "score": -0.037582, "predicted_change": -1.6090699, "threshold": 8.56298149, "model_id": "2026-07-01-10", "reason": "信号不足，保持观望", "entry_date": "2026-07-15", "exit_date": "2026-07-28", "exit_idx": 1104, "status": "scored", "entry": 3295.0, "exit": 3281.0, "move": -14.0, "cost": 4.6576, "risk_scale": 42.81490746702129, "daily_closes": [ [ "2026-07-15", 3327.0 ], [ "2026-07-16", 3324.0 ], [ "2026-07-17", 3318.0 ], [ "2026-07-20", 3298.0 ], [ "2026-07-21", 3297.0 ], [ "2026-07-22", 3282.0 ], [ "2026-07-23", 3291.0 ], [ "2026-07-24", 3289.0 ], [ "2026-07-27", 3294.0 ], [ "2026-07-28", 3281.0 ] ], "v1_signal": -1, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-07-14", "code": "HC2610", "close": 3302.0, "vol": 0.004100321786951477, "momentum": -1, "raw_contracts": [ "I2609", "J2609" ], "raw_cost_change": -24.87804878, "lookback_start": "2026-04-15", "regime": "趋势较强", "horizon": 20, "signal": -1, "ready": true, "score": -0.43653983, "predicted_change": -26.43223462, "threshold": 12.10988456, "model_id": "2026-07-01-20", "reason": "信号超过风险与费用门槛", "entry_date": "2026-07-15", "exit_date": "2026-08-11", "exit_idx": 1114, "status": "scored", "entry": 3295.0, "exit": 3244.0, "move": -51.0, "cost": 4.6539, "risk_scale": 60.54942281161061, "daily_closes": [ [ "2026-07-15", 3327.0 ], [ "2026-07-16", 3324.0 ], [ "2026-07-17", 3318.0 ], [ "2026-07-20", 3298.0 ], [ "2026-07-21", 3297.0 ], [ "2026-07-22", 3282.0 ], [ "2026-07-23", 3291.0 ], [ "2026-07-24", 3289.0 ], [ "2026-07-27", 3294.0 ], [ "2026-07-28", 3281.0 ], [ "2026-07-29", 3286.0 ], [ "2026-07-30", 3240.0 ], [ "2026-07-31", 3220.0 ], [ "2026-08-03", 3197.0 ], [ "2026-08-04", 3201.0 ], [ "2026-08-05", 3207.0 ], [ "2026-08-06", 3236.0 ], [ "2026-08-07", 3243.0 ], [ "2026-08-10", 3235.0 ], [ "2026-08-11", 3244.0 ] ], "v1_signal": -1, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-07-15", "code": "HC2610", "close": 3327.0, "vol": 0.004494820679974915, "momentum": 1, "raw_contracts": [ "I2609", "J2609" ], "raw_cost_change": 43.08943089, "lookback_start": "2026-04-16", "regime": "震荡或弱趋势", "horizon": 5, "signal": 0, "ready": true, "score": 0.07695453, "predicted_change": 2.57326418, "threshold": 6.9981, "model_id": "2026-07-01-5", "reason": "信号不足，保持观望", "entry_date": "2026-07-16", "exit_date": "2026-07-22", "exit_idx": 1100, "status": "scored", "entry": 3327.0, "exit": 3282.0, "move": -45.0, "cost": 4.6609, "risk_scale": 33.43876070126752, "daily_closes": [ [ "2026-07-16", 3324.0 ], [ "2026-07-17", 3318.0 ], [ "2026-07-20", 3298.0 ], [ "2026-07-21", 3297.0 ], [ "2026-07-22", 3282.0 ] ], "v1_signal": 0, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-07-15", "code": "HC2610", "close": 3327.0, "vol": 0.004494820679974915, "momentum": 1, "raw_contracts": [ "I2609", "J2609" ], "raw_cost_change": 43.08943089, "lookback_start": "2026-04-16", "regime": "震荡或弱趋势", "horizon": 10, "signal": 0, "ready": true, "score": -0.04431336, "predicted_change": -2.09555875, "threshold": 9.45790978, "model_id": "2026-07-01-10", "reason": "信号不足，保持观望", "entry_date": "2026-07-16", "exit_date": "2026-07-29", "exit_idx": 1105, "status": "scored", "entry": 3327.0, "exit": 3286.0, "move": -41.0, "cost": 4.6613, "risk_scale": 47.28954889268099, "daily_closes": [ [ "2026-07-16", 3324.0 ], [ "2026-07-17", 3318.0 ], [ "2026-07-20", 3298.0 ], [ "2026-07-21", 3297.0 ], [ "2026-07-22", 3282.0 ], [ "2026-07-23", 3291.0 ], [ "2026-07-24", 3289.0 ], [ "2026-07-27", 3294.0 ], [ "2026-07-28", 3281.0 ], [ "2026-07-29", 3286.0 ] ], "v1_signal": 0, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-07-15", "code": "HC2610", "close": 3327.0, "vol": 0.004494820679974915, "momentum": 1, "raw_contracts": [ "I2609", "J2609" ], "raw_cost_change": 43.08943089, "lookback_start": "2026-04-16", "regime": "震荡或弱趋势", "horizon": 20, "signal": -1, "ready": true, "score": -0.28498538, "predicted_change": -19.05911583, "threshold": 13.37550428, "model_id": "2026-07-01-20", "reason": "信号超过风险与费用门槛", "entry_date": "2026-07-16", "exit_date": "2026-08-12", "exit_idx": 1115, "status": "scored", "entry": 3327.0, "exit": 3239.0, "move": -88.0, "cost": 4.6566, "risk_scale": 66.87752140253504, "daily_closes": [ [ "2026-07-16", 3324.0 ], [ "2026-07-17", 3318.0 ], [ "2026-07-20", 3298.0 ], [ "2026-07-21", 3297.0 ], [ "2026-07-22", 3282.0 ], [ "2026-07-23", 3291.0 ], [ "2026-07-24", 3289.0 ], [ "2026-07-27", 3294.0 ], [ "2026-07-28", 3281.0 ], [ "2026-07-29", 3286.0 ], [ "2026-07-30", 3240.0 ], [ "2026-07-31", 3220.0 ], [ "2026-08-03", 3197.0 ], [ "2026-08-04", 3201.0 ], [ "2026-08-05", 3207.0 ], [ "2026-08-06", 3236.0 ], [ "2026-08-07", 3243.0 ], [ "2026-08-10", 3235.0 ], [ "2026-08-11", 3244.0 ], [ "2026-08-12", 3239.0 ] ], "v1_signal": 0, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-07-16", "code": "HC2610", "close": 3324.0, "vol": 0.004458171349400876, "momentum": 1, "raw_contracts": [ "I2609", "J2609" ], "raw_cost_change": 16.87804878, "lookback_start": "2026-04-17", "regime": "震荡或弱趋势", "horizon": 5, "signal": 0, "ready": true, "score": 0.0562232, "predicted_change": 1.86302363, "threshold": 6.9972, "model_id": "2026-07-01-5", "reason": "信号不足，保持观望", "entry_date": "2026-07-17", "exit_date": "2026-07-23", "exit_idx": 1101, "status": "scored", "entry": 3320.0, "exit": 3291.0, "move": -29.0, "cost": 4.6611, "risk_scale": 33.13620541621013, "daily_closes": [ [ "2026-07-17", 3318.0 ], [ "2026-07-20", 3298.0 ], [ "2026-07-21", 3297.0 ], [ "2026-07-22", 3282.0 ], [ "2026-07-23", 3291.0 ] ], "v1_signal": 0, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-07-16", "code": "HC2610", "close": 3324.0, "vol": 0.004458171349400876, "momentum": 1, "raw_contracts": [ "I2609", "J2609" ], "raw_cost_change": 16.87804878, "lookback_start": "2026-04-17", "regime": "震荡或弱趋势", "horizon": 10, "signal": 0, "ready": true, "score": -0.00828917, "predicted_change": -0.38844415, "threshold": 9.37233422, "model_id": "2026-07-01-10", "reason": "信号不足，保持观望", "entry_date": "2026-07-17", "exit_date": "2026-07-30", "exit_idx": 1106, "status": "scored", "entry": 3320.0, "exit": 3240.0, "move": -80.0, "cost": 4.656, "risk_scale": 46.861671105185174, "daily_closes": [ [ "2026-07-17", 3318.0 ], [ "2026-07-20", 3298.0 ], [ "2026-07-21", 3297.0 ], [ "2026-07-22", 3282.0 ], [ "2026-07-23", 3291.0 ], [ "2026-07-24", 3289.0 ], [ "2026-07-27", 3294.0 ], [ "2026-07-28", 3281.0 ], [ "2026-07-29", 3286.0 ], [ "2026-07-30", 3240.0 ] ], "v1_signal": 0, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-07-16", "code": "HC2610", "close": 3324.0, "vol": 0.004458171349400876, "momentum": 1, "raw_contracts": [ "I2609", "J2609" ], "raw_cost_change": 16.87804878, "lookback_start": "2026-04-17", "regime": "震荡或弱趋势", "horizon": 20, "signal": -1, "ready": true, "score": -0.28080323, "predicted_change": -18.60950694, "threshold": 13.25448217, "model_id": "2026-07-01-20", "reason": "信号超过风险与费用门槛", "entry_date": "2026-07-17", "exit_date": "2026-08-13", "exit_idx": 1116, "status": "scored", "entry": 3320.0, "exit": 3233.0, "move": -87.0, "cost": 4.6553, "risk_scale": 66.27241083242026, "daily_closes": [ [ "2026-07-17", 3318.0 ], [ "2026-07-20", 3298.0 ], [ "2026-07-21", 3297.0 ], [ "2026-07-22", 3282.0 ], [ "2026-07-23", 3291.0 ], [ "2026-07-24", 3289.0 ], [ "2026-07-27", 3294.0 ], [ "2026-07-28", 3281.0 ], [ "2026-07-29", 3286.0 ], [ "2026-07-30", 3240.0 ], [ "2026-07-31", 3220.0 ], [ "2026-08-03", 3197.0 ], [ "2026-08-04", 3201.0 ], [ "2026-08-05", 3207.0 ], [ "2026-08-06", 3236.0 ], [ "2026-08-07", 3243.0 ], [ "2026-08-10", 3235.0 ], [ "2026-08-11", 3244.0 ], [ "2026-08-12", 3239.0 ], [ "2026-08-13", 3233.0 ] ], "v1_signal": 0, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-07-17", "code": "HC2610", "close": 3318.0, "vol": 0.004253294178721066, "momentum": 1, "raw_contracts": [ "I2609", "J2609" ], "raw_cost_change": 14.95934959, "lookback_start": "2026-04-20", "regime": "震荡或弱趋势", "horizon": 5, "signal": 0, "ready": true, "score": 0.13026019, "predicted_change": 4.11053669, "threshold": 6.9954, "model_id": "2026-07-01-5", "reason": "信号不足，保持观望", "entry_date": "2026-07-20", "exit_date": "2026-07-24", "exit_idx": 1102, "status": "scored", "entry": 3318.0, "exit": 3289.0, "move": -29.0, "cost": 4.6607, "risk_scale": 31.556352997765302, "daily_closes": [ [ "2026-07-20", 3298.0 ], [ "2026-07-21", 3297.0 ], [ "2026-07-22", 3282.0 ], [ "2026-07-23", 3291.0 ], [ "2026-07-24", 3289.0 ] ], "v1_signal": 0, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-07-17", "code": "HC2610", "close": 3318.0, "vol": 0.004253294178721066, "momentum": 1, "raw_contracts": [ "I2609", "J2609" ], "raw_cost_change": 14.95934959, "lookback_start": "2026-04-20", "regime": "震荡或弱趋势", "horizon": 10, "signal": 0, "ready": true, "score": 0.17609793, "predicted_change": 7.85879688, "threshold": 8.92548448, "model_id": "2026-07-01-10", "reason": "信号不足，保持观望", "entry_date": "2026-07-20", "exit_date": "2026-07-31", "exit_idx": 1107, "status": "scored", "entry": 3318.0, "exit": 3220.0, "move": -98.0, "cost": 4.6538, "risk_scale": 44.62742238847257, "daily_closes": [ [ "2026-07-20", 3298.0 ], [ "2026-07-21", 3297.0 ], [ "2026-07-22", 3282.0 ], [ "2026-07-23", 3291.0 ], [ "2026-07-24", 3289.0 ], [ "2026-07-27", 3294.0 ], [ "2026-07-28", 3281.0 ], [ "2026-07-29", 3286.0 ], [ "2026-07-30", 3240.0 ], [ "2026-07-31", 3220.0 ] ], "v1_signal": 0, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-07-17", "code": "HC2610", "close": 3318.0, "vol": 0.004253294178721066, "momentum": 1, "raw_contracts": [ "I2609", "J2609" ], "raw_cost_change": 14.95934959, "lookback_start": "2026-04-20", "regime": "震荡或弱趋势", "horizon": 20, "signal": 0, "ready": true, "score": -0.02400873, "predicted_change": -1.51525569, "threshold": 12.6225412, "model_id": "2026-07-01-20", "reason": "信号不足，保持观望", "entry_date": "2026-07-20", "exit_date": "2026-08-14", "exit_idx": 1117, "status": "scored", "entry": 3318.0, "exit": 3260.0, "move": -58.0, "cost": 4.6578, "risk_scale": 63.112705995530604, "daily_closes": [ [ "2026-07-20", 3298.0 ], [ "2026-07-21", 3297.0 ], [ "2026-07-22", 3282.0 ], [ "2026-07-23", 3291.0 ], [ "2026-07-24", 3289.0 ], [ "2026-07-27", 3294.0 ], [ "2026-07-28", 3281.0 ], [ "2026-07-29", 3286.0 ], [ "2026-07-30", 3240.0 ], [ "2026-07-31", 3220.0 ], [ "2026-08-03", 3197.0 ], [ "2026-08-04", 3201.0 ], [ "2026-08-05", 3207.0 ], [ "2026-08-06", 3236.0 ], [ "2026-08-07", 3243.0 ], [ "2026-08-10", 3235.0 ], [ "2026-08-11", 3244.0 ], [ "2026-08-12", 3239.0 ], [ "2026-08-13", 3233.0 ], [ "2026-08-14", 3260.0 ] ], "v1_signal": 0, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-07-20", "code": "HC2610", "close": 3298.0, "vol": 0.004391290859188323, "momentum": 1, "raw_contracts": [ "I2701", "J2701" ], "raw_cost_change": -9.91869919, "lookback_start": "2026-04-21", "regime": "震荡或弱趋势", "horizon": 5, "signal": 0, "ready": true, "score": 0.16458124, "predicted_change": 5.3297665, "threshold": 6.9894, "model_id": "2026-07-01-5", "reason": "信号不足，保持观望", "entry_date": "2026-07-21", "exit_date": "2026-07-27", "exit_idx": 1103, "status": "scored", "entry": 3296.0, "exit": 3294.0, "move": -2.0, "cost": 4.659, "risk_scale": 32.38380362165097, "daily_closes": [ [ "2026-07-21", 3297.0 ], [ "2026-07-22", 3282.0 ], [ "2026-07-23", 3291.0 ], [ "2026-07-24", 3289.0 ], [ "2026-07-27", 3294.0 ] ], "v1_signal": 0, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-07-20", "code": "HC2610", "close": 3298.0, "vol": 0.004391290859188323, "momentum": 1, "raw_contracts": [ "I2701", "J2701" ], "raw_cost_change": -9.91869919, "lookback_start": "2026-04-21", "regime": "震荡或弱趋势", "horizon": 10, "signal": 1, "ready": true, "score": 0.23359782, "predicted_change": 10.69822264, "threshold": 9.15952286, "model_id": "2026-07-01-10", "reason": "信号超过风险与费用门槛", "entry_date": "2026-07-21", "exit_date": "2026-08-03", "exit_idx": 1108, "status": "scored", "entry": 3296.0, "exit": 3197.0, "move": -99.0, "cost": 4.6493, "risk_scale": 45.79761428296575, "daily_closes": [ [ "2026-07-21", 3297.0 ], [ "2026-07-22", 3282.0 ], [ "2026-07-23", 3291.0 ], [ "2026-07-24", 3289.0 ], [ "2026-07-27", 3294.0 ], [ "2026-07-28", 3281.0 ], [ "2026-07-29", 3286.0 ], [ "2026-07-30", 3240.0 ], [ "2026-07-31", 3220.0 ], [ "2026-08-03", 3197.0 ] ], "v1_signal": 0, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-07-20", "code": "HC2610", "close": 3298.0, "vol": 0.004391290859188323, "momentum": 1, "raw_contracts": [ "I2701", "J2701" ], "raw_cost_change": -9.91869919, "lookback_start": "2026-04-21", "regime": "震荡或弱趋势", "horizon": 20, "signal": 0, "ready": true, "score": 0.01700823, "predicted_change": 1.10158224, "threshold": 12.95352145, "model_id": "2026-07-01-20", "reason": "信号不足，保持观望", "entry_date": "2026-07-21", "exit_date": "2026-08-17", "exit_idx": 1118, "status": "scored", "entry": 3296.0, "exit": 3271.0, "move": -25.0, "cost": 4.6567, "risk_scale": 64.76760724330194, "daily_closes": [ [ "2026-07-21", 3297.0 ], [ "2026-07-22", 3282.0 ], [ "2026-07-23", 3291.0 ], [ "2026-07-24", 3289.0 ], [ "2026-07-27", 3294.0 ], [ "2026-07-28", 3281.0 ], [ "2026-07-29", 3286.0 ], [ "2026-07-30", 3240.0 ], [ "2026-07-31", 3220.0 ], [ "2026-08-03", 3197.0 ], [ "2026-08-04", 3201.0 ], [ "2026-08-05", 3207.0 ], [ "2026-08-06", 3236.0 ], [ "2026-08-07", 3243.0 ], [ "2026-08-10", 3235.0 ], [ "2026-08-11", 3244.0 ], [ "2026-08-12", 3239.0 ], [ "2026-08-13", 3233.0 ], [ "2026-08-14", 3260.0 ], [ "2026-08-17", 3271.0 ] ], "v1_signal": 0, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-07-21", "code": "HC2610", "close": 3297.0, "vol": 0.00434512048638853, "momentum": 1, "raw_contracts": [ "I2701", "J2701" ], "raw_cost_change": -19.6097561, "lookback_start": "2026-04-22", "regime": "震荡或弱趋势", "horizon": 5, "signal": 0, "ready": true, "score": 0.21785637, "predicted_change": 6.97872405, "threshold": 6.9891, "model_id": "2026-07-01-5", "reason": "信号不足，保持观望", "entry_date": "2026-07-22", "exit_date": "2026-07-28", "exit_idx": 1104, "status": "scored", "entry": 3300.0, "exit": 3281.0, "move": -19.0, "cost": 4.6581, "risk_scale": 32.03360181303864, "daily_closes": [ [ "2026-07-22", 3282.0 ], [ "2026-07-23", 3291.0 ], [ "2026-07-24", 3289.0 ], [ "2026-07-27", 3294.0 ], [ "2026-07-28", 3281.0 ] ], "v1_signal": 0, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-07-21", "code": "HC2610", "close": 3297.0, "vol": 0.00434512048638853, "momentum": 1, "raw_contracts": [ "I2701", "J2701" ], "raw_cost_change": -19.6097561, "lookback_start": "2026-04-22", "regime": "震荡或弱趋势", "horizon": 10, "signal": 1, "ready": true, "score": 0.297957, "predicted_change": 13.49815366, "threshold": 9.06047083, "model_id": "2026-07-01-10", "reason": "信号超过风险与费用门槛", "entry_date": "2026-07-22", "exit_date": "2026-08-04", "exit_idx": 1109, "status": "scored", "entry": 3300.0, "exit": 3201.0, "move": -99.0, "cost": 4.6501, "risk_scale": 45.30235413565862, "daily_closes": [ [ "2026-07-22", 3282.0 ], [ "2026-07-23", 3291.0 ], [ "2026-07-24", 3289.0 ], [ "2026-07-27", 3294.0 ], [ "2026-07-28", 3281.0 ], [ "2026-07-29", 3286.0 ], [ "2026-07-30", 3240.0 ], [ "2026-07-31", 3220.0 ], [ "2026-08-03", 3197.0 ], [ "2026-08-04", 3201.0 ] ], "v1_signal": 0, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-07-21", "code": "HC2610", "close": 3297.0, "vol": 0.00434512048638853, "momentum": 1, "raw_contracts": [ "I2701", "J2701" ], "raw_cost_change": -19.6097561, "lookback_start": "2026-04-22", "regime": "震荡或弱趋势", "horizon": 20, "signal": 0, "ready": true, "score": 0.1862593, "predicted_change": 11.93311272, "threshold": 12.81344073, "model_id": "2026-07-01-20", "reason": "信号不足，保持观望", "entry_date": "2026-07-22", "exit_date": "2026-08-18", "exit_idx": 1119, "status": "scored", "entry": 3300.0, "exit": 3281.0, "move": -19.0, "cost": 4.6581, "risk_scale": 64.06720362607729, "daily_closes": [ [ "2026-07-22", 3282.0 ], [ "2026-07-23", 3291.0 ], [ "2026-07-24", 3289.0 ], [ "2026-07-27", 3294.0 ], [ "2026-07-28", 3281.0 ], [ "2026-07-29", 3286.0 ], [ "2026-07-30", 3240.0 ], [ "2026-07-31", 3220.0 ], [ "2026-08-03", 3197.0 ], [ "2026-08-04", 3201.0 ], [ "2026-08-05", 3207.0 ], [ "2026-08-06", 3236.0 ], [ "2026-08-07", 3243.0 ], [ "2026-08-10", 3235.0 ], [ "2026-08-11", 3244.0 ], [ "2026-08-12", 3239.0 ], [ "2026-08-13", 3233.0 ], [ "2026-08-14", 3260.0 ], [ "2026-08-17", 3271.0 ], [ "2026-08-18", 3281.0 ] ], "v1_signal": 0, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-07-22", "code": "HC2610", "close": 3282.0, "vol": 0.004441279585619829, "momentum": -1, "raw_contracts": [ "I2701", "J2701" ], "raw_cost_change": -68.91056911, "lookback_start": "2026-04-23", "regime": "震荡或弱趋势", "horizon": 5, "signal": 1, "ready": true, "score": 0.22365309, "predicted_change": 7.28964866, "threshold": 6.9846, "model_id": "2026-07-01-5", "reason": "信号超过风险与费用门槛", "entry_date": "2026-07-23", "exit_date": "2026-07-29", "exit_idx": 1105, "status": "scored", "entry": 3282.0, "exit": 3286.0, "move": 4.0, "cost": 4.6568000000000005, "risk_scale": 32.59355204465301, "daily_closes": [ [ "2026-07-23", 3291.0 ], [ "2026-07-24", 3289.0 ], [ "2026-07-27", 3294.0 ], [ "2026-07-28", 3281.0 ], [ "2026-07-29", 3286.0 ] ], "v1_signal": 0, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-07-22", "code": "HC2610", "close": 3282.0, "vol": 0.004441279585619829, "momentum": -1, "raw_contracts": [ "I2701", "J2701" ], "raw_cost_change": -68.91056911, "lookback_start": "2026-04-23", "regime": "震荡或弱趋势", "horizon": 10, "signal": 1, "ready": true, "score": 0.29302821, "predicted_change": 13.50691381, "threshold": 9.21884867, "model_id": "2026-07-01-10", "reason": "信号超过风险与费用门槛", "entry_date": "2026-07-23", "exit_date": "2026-08-05", "exit_idx": 1110, "status": "scored", "entry": 3282.0, "exit": 3207.0, "move": -75.0, "cost": 4.6489, "risk_scale": 46.094243347461614, "daily_closes": [ [ "2026-07-23", 3291.0 ], [ "2026-07-24", 3289.0 ], [ "2026-07-27", 3294.0 ], [ "2026-07-28", 3281.0 ], [ "2026-07-29", 3286.0 ], [ "2026-07-30", 3240.0 ], [ "2026-07-31", 3220.0 ], [ "2026-08-03", 3197.0 ], [ "2026-08-04", 3201.0 ], [ "2026-08-05", 3207.0 ] ], "v1_signal": 0, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-07-22", "code": "HC2610", "close": 3282.0, "vol": 0.004441279585619829, "momentum": -1, "raw_contracts": [ "I2701", "J2701" ], "raw_cost_change": -68.91056911, "lookback_start": "2026-04-23", "regime": "震荡或弱趋势", "horizon": 20, "signal": 1, "ready": true, "score": 0.2448532, "predicted_change": 15.96127135, "threshold": 13.03742082, "model_id": "2026-07-01-20", "reason": "信号超过风险与费用门槛", "entry_date": "2026-07-23", "exit_date": "2026-08-19", "exit_idx": 1120, "status": "scored", "entry": 3282.0, "exit": 3286.0, "move": 4.0, "cost": 4.6568000000000005, "risk_scale": 65.18710408930602, "daily_closes": [ [ "2026-07-23", 3291.0 ], [ "2026-07-24", 3289.0 ], [ "2026-07-27", 3294.0 ], [ "2026-07-28", 3281.0 ], [ "2026-07-29", 3286.0 ], [ "2026-07-30", 3240.0 ], [ "2026-07-31", 3220.0 ], [ "2026-08-03", 3197.0 ], [ "2026-08-04", 3201.0 ], [ "2026-08-05", 3207.0 ], [ "2026-08-06", 3236.0 ], [ "2026-08-07", 3243.0 ], [ "2026-08-10", 3235.0 ], [ "2026-08-11", 3244.0 ], [ "2026-08-12", 3239.0 ], [ "2026-08-13", 3233.0 ], [ "2026-08-14", 3260.0 ], [ "2026-08-17", 3271.0 ], [ "2026-08-18", 3281.0 ], [ "2026-08-19", 3286.0 ] ], "v1_signal": 0, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-07-23", "code": "HC2610", "close": 3291.0, "vol": 0.004432693600664079, "momentum": -1, "raw_contracts": [ "I2701", "J2701" ], "raw_cost_change": -46.17886179, "lookback_start": "2026-04-24", "regime": "震荡或弱趋势", "horizon": 5, "signal": 0, "ready": true, "score": 0.20303014, "predicted_change": 6.62279208, "threshold": 6.9873, "model_id": "2026-07-01-5", "reason": "信号不足，保持观望", "entry_date": "2026-07-24", "exit_date": "2026-07-30", "exit_idx": 1106, "status": "scored", "entry": 3290.0, "exit": 3240.0, "move": -50.0, "cost": 4.6530000000000005, "risk_scale": 32.6197476699629, "daily_closes": [ [ "2026-07-24", 3289.0 ], [ "2026-07-27", 3294.0 ], [ "2026-07-28", 3281.0 ], [ "2026-07-29", 3286.0 ], [ "2026-07-30", 3240.0 ] ], "v1_signal": 0, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-07-23", "code": "HC2610", "close": 3291.0, "vol": 0.004432693600664079, "momentum": -1, "raw_contracts": [ "I2701", "J2701" ], "raw_cost_change": -46.17886179, "lookback_start": "2026-04-24", "regime": "震荡或弱趋势", "horizon": 10, "signal": 1, "ready": true, "score": 0.29868459, "predicted_change": 13.77870543, "threshold": 9.22625791, "model_id": "2026-07-01-10", "reason": "信号超过风险与费用门槛", "entry_date": "2026-07-24", "exit_date": "2026-08-06", "exit_idx": 1111, "status": "scored", "entry": 3290.0, "exit": 3236.0, "move": -54.0, "cost": 4.6526, "risk_scale": 46.1312895560497, "daily_closes": [ [ "2026-07-24", 3289.0 ], [ "2026-07-27", 3294.0 ], [ "2026-07-28", 3281.0 ], [ "2026-07-29", 3286.0 ], [ "2026-07-30", 3240.0 ], [ "2026-07-31", 3220.0 ], [ "2026-08-03", 3197.0 ], [ "2026-08-04", 3201.0 ], [ "2026-08-05", 3207.0 ], [ "2026-08-06", 3236.0 ] ], "v1_signal": 0, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-07-23", "code": "HC2610", "close": 3291.0, "vol": 0.004432693600664079, "momentum": -1, "raw_contracts": [ "I2701", "J2701" ], "raw_cost_change": -46.17886179, "lookback_start": "2026-04-24", "regime": "震荡或弱趋势", "horizon": 20, "signal": 1, "ready": true, "score": 0.27135749, "predicted_change": 17.70322569, "threshold": 13.04789907, "model_id": "2026-07-01-20", "reason": "信号超过风险与费用门槛", "entry_date": "2026-07-24", "exit_date": "2026-08-20", "exit_idx": 1121, "status": "scored", "entry": 3290.0, "exit": 3291.0, "move": 1.0, "cost": 4.6581, "risk_scale": 65.2394953399258, "daily_closes": [ [ "2026-07-24", 3289.0 ], [ "2026-07-27", 3294.0 ], [ "2026-07-28", 3281.0 ], [ "2026-07-29", 3286.0 ], [ "2026-07-30", 3240.0 ], [ "2026-07-31", 3220.0 ], [ "2026-08-03", 3197.0 ], [ "2026-08-04", 3201.0 ], [ "2026-08-05", 3207.0 ], [ "2026-08-06", 3236.0 ], [ "2026-08-07", 3243.0 ], [ "2026-08-10", 3235.0 ], [ "2026-08-11", 3244.0 ], [ "2026-08-12", 3239.0 ], [ "2026-08-13", 3233.0 ], [ "2026-08-14", 3260.0 ], [ "2026-08-17", 3271.0 ], [ "2026-08-18", 3281.0 ], [ "2026-08-19", 3286.0 ], [ "2026-08-20", 3291.0 ] ], "v1_signal": 0, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-07-24", "code": "HC2610", "close": 3289.0, "vol": 0.004418572568577428, "momentum": -1, "raw_contracts": [ "I2701", "J2701" ], "raw_cost_change": -46.79674797, "lookback_start": "2026-04-27", "regime": "震荡或弱趋势", "horizon": 5, "signal": 1, "ready": true, "score": 0.23161504, "predicted_change": 7.52657895, "threshold": 6.9867, "model_id": "2026-07-01-5", "reason": "信号超过风险与费用门槛", "entry_date": "2026-07-27", "exit_date": "2026-07-31", "exit_idx": 1107, "status": "scored", "entry": 3292.0, "exit": 3220.0, "move": -72.0, "cost": 4.6512, "risk_scale": 32.49607195372603, "daily_closes": [ [ "2026-07-27", 3294.0 ], [ "2026-07-28", 3281.0 ], [ "2026-07-29", 3286.0 ], [ "2026-07-30", 3240.0 ], [ "2026-07-31", 3220.0 ] ], "v1_signal": -1, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-07-24", "code": "HC2610", "close": 3289.0, "vol": 0.004418572568577428, "momentum": -1, "raw_contracts": [ "I2701", "J2701" ], "raw_cost_change": -46.79674797, "lookback_start": "2026-04-27", "regime": "震荡或弱趋势", "horizon": 10, "signal": 1, "ready": true, "score": 0.30128055, "predicted_change": 13.84576534, "threshold": 9.19127714, "model_id": "2026-07-01-10", "reason": "信号超过风险与费用门槛", "entry_date": "2026-07-27", "exit_date": "2026-08-07", "exit_idx": 1112, "status": "scored", "entry": 3292.0, "exit": 3243.0, "move": -49.0, "cost": 4.6535, "risk_scale": 45.956385680811316, "daily_closes": [ [ "2026-07-27", 3294.0 ], [ "2026-07-28", 3281.0 ], [ "2026-07-29", 3286.0 ], [ "2026-07-30", 3240.0 ], [ "2026-07-31", 3220.0 ], [ "2026-08-03", 3197.0 ], [ "2026-08-04", 3201.0 ], [ "2026-08-05", 3207.0 ], [ "2026-08-06", 3236.0 ], [ "2026-08-07", 3243.0 ] ], "v1_signal": -1, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-07-24", "code": "HC2610", "close": 3289.0, "vol": 0.004418572568577428, "momentum": -1, "raw_contracts": [ "I2701", "J2701" ], "raw_cost_change": -46.79674797, "lookback_start": "2026-04-27", "regime": "震荡或弱趋势", "horizon": 20, "signal": 1, "ready": true, "score": 0.26969358, "predicted_change": 17.52796424, "threshold": 12.99842878, "model_id": "2026-07-01-20", "reason": "信号超过风险与费用门槛", "entry_date": "2026-07-27", "exit_date": "2026-08-21", "exit_idx": 1122, "status": "scored", "entry": 3292.0, "exit": 3295.0, "move": 3.0, "cost": 4.6587, "risk_scale": 64.99214390745206, "daily_closes": [ [ "2026-07-27", 3294.0 ], [ "2026-07-28", 3281.0 ], [ "2026-07-29", 3286.0 ], [ "2026-07-30", 3240.0 ], [ "2026-07-31", 3220.0 ], [ "2026-08-03", 3197.0 ], [ "2026-08-04", 3201.0 ], [ "2026-08-05", 3207.0 ], [ "2026-08-06", 3236.0 ], [ "2026-08-07", 3243.0 ], [ "2026-08-10", 3235.0 ], [ "2026-08-11", 3244.0 ], [ "2026-08-12", 3239.0 ], [ "2026-08-13", 3233.0 ], [ "2026-08-14", 3260.0 ], [ "2026-08-17", 3271.0 ], [ "2026-08-18", 3281.0 ], [ "2026-08-19", 3286.0 ], [ "2026-08-20", 3291.0 ], [ "2026-08-21", 3295.0 ] ], "v1_signal": -1, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-07-27", "code": "HC2610", "close": 3294.0, "vol": 0.004430262150591533, "momentum": 1, "raw_contracts": [ "I2701", "J2701" ], "raw_cost_change": -8.71544715, "lookback_start": "2026-04-28", "regime": "震荡或弱趋势", "horizon": 5, "signal": 0, "ready": true, "score": 0.17894293, "predicted_change": 5.83918953, "threshold": 6.9882, "model_id": "2026-07-01-5", "reason": "信号不足，保持观望", "entry_date": "2026-07-28", "exit_date": "2026-08-03", "exit_idx": 1108, "status": "scored", "entry": 3294.0, "exit": 3197.0, "move": -97.0, "cost": 4.6491, "risk_scale": 32.63157397470016, "daily_closes": [ [ "2026-07-28", 3281.0 ], [ "2026-07-29", 3286.0 ], [ "2026-07-30", 3240.0 ], [ "2026-07-31", 3220.0 ], [ "2026-08-03", 3197.0 ] ], "v1_signal": -1, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-07-27", "code": "HC2610", "close": 3294.0, "vol": 0.004430262150591533, "momentum": 1, "raw_contracts": [ "I2701", "J2701" ], "raw_cost_change": -8.71544715, "lookback_start": "2026-04-28", "regime": "震荡或弱趋势", "horizon": 10, "signal": 1, "ready": true, "score": 0.24810115, "predicted_change": 11.44937546, "threshold": 9.2296029, "model_id": "2026-07-01-10", "reason": "信号超过风险与费用门槛", "entry_date": "2026-07-28", "exit_date": "2026-08-10", "exit_idx": 1113, "status": "scored", "entry": 3294.0, "exit": 3235.0, "move": -59.0, "cost": 4.6529, "risk_scale": 46.14801447660189, "daily_closes": [ [ "2026-07-28", 3281.0 ], [ "2026-07-29", 3286.0 ], [ "2026-07-30", 3240.0 ], [ "2026-07-31", 3220.0 ], [ "2026-08-03", 3197.0 ], [ "2026-08-04", 3201.0 ], [ "2026-08-05", 3207.0 ], [ "2026-08-06", 3236.0 ], [ "2026-08-07", 3243.0 ], [ "2026-08-10", 3235.0 ] ], "v1_signal": -1, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-07-27", "code": "HC2610", "close": 3294.0, "vol": 0.004430262150591533, "momentum": 1, "raw_contracts": [ "I2701", "J2701" ], "raw_cost_change": -8.71544715, "lookback_start": "2026-04-28", "regime": "震荡或弱趋势", "horizon": 20, "signal": 0, "ready": true, "score": 0.16273512, "predicted_change": 10.62060608, "threshold": 13.05262959, "model_id": "2026-07-01-20", "reason": "信号不足，保持观望", "entry_date": "2026-07-28", "exit_date": "2026-08-24", "exit_idx": 1123, "status": "scored", "entry": 3294.0, "exit": 3340.0, "move": 46.0, "cost": 4.6634, "risk_scale": 65.26314794940032, "daily_closes": [ [ "2026-07-28", 3281.0 ], [ "2026-07-29", 3286.0 ], [ "2026-07-30", 3240.0 ], [ "2026-07-31", 3220.0 ], [ "2026-08-03", 3197.0 ], [ "2026-08-04", 3201.0 ], [ "2026-08-05", 3207.0 ], [ "2026-08-06", 3236.0 ], [ "2026-08-07", 3243.0 ], [ "2026-08-10", 3235.0 ], [ "2026-08-11", 3244.0 ], [ "2026-08-12", 3239.0 ], [ "2026-08-13", 3233.0 ], [ "2026-08-14", 3260.0 ], [ "2026-08-17", 3271.0 ], [ "2026-08-18", 3281.0 ], [ "2026-08-19", 3286.0 ], [ "2026-08-20", 3291.0 ], [ "2026-08-21", 3295.0 ], [ "2026-08-24", 3340.0 ] ], "v1_signal": -1, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-07-28", "code": "HC2610", "close": 3281.0, "vol": 0.004499375165613779, "momentum": -1, "raw_contracts": [ "I2701", "J2701" ], "raw_cost_change": -64.06504065, "lookback_start": "2026-04-29", "regime": "震荡或弱趋势", "horizon": 5, "signal": 0, "ready": true, "score": 0.20715168, "predicted_change": 6.83804406, "threshold": 6.9843, "model_id": "2026-07-01-5", "reason": "信号不足，保持观望", "entry_date": "2026-07-29", "exit_date": "2026-08-04", "exit_idx": 1109, "status": "scored", "entry": 3282.0, "exit": 3201.0, "move": -81.0, "cost": 4.6483, "risk_scale": 33.00984153193124, "daily_closes": [ [ "2026-07-29", 3286.0 ], [ "2026-07-30", 3240.0 ], [ "2026-07-31", 3220.0 ], [ "2026-08-03", 3197.0 ], [ "2026-08-04", 3201.0 ] ], "v1_signal": -1, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-07-28", "code": "HC2610", "close": 3281.0, "vol": 0.004499375165613779, "momentum": -1, "raw_contracts": [ "I2701", "J2701" ], "raw_cost_change": -64.06504065, "lookback_start": "2026-04-29", "regime": "震荡或弱趋势", "horizon": 10, "signal": 1, "ready": true, "score": 0.34855244, "predicted_change": 16.27146134, "threshold": 9.33659312, "model_id": "2026-07-01-10", "reason": "信号超过风险与费用门槛", "entry_date": "2026-07-29", "exit_date": "2026-08-11", "exit_idx": 1114, "status": "scored", "entry": 3282.0, "exit": 3244.0, "move": -38.0, "cost": 4.6526, "risk_scale": 46.682965586243824, "daily_closes": [ [ "2026-07-29", 3286.0 ], [ "2026-07-30", 3240.0 ], [ "2026-07-31", 3220.0 ], [ "2026-08-03", 3197.0 ], [ "2026-08-04", 3201.0 ], [ "2026-08-05", 3207.0 ], [ "2026-08-06", 3236.0 ], [ "2026-08-07", 3243.0 ], [ "2026-08-10", 3235.0 ], [ "2026-08-11", 3244.0 ] ], "v1_signal": -1, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-07-28", "code": "HC2610", "close": 3281.0, "vol": 0.004499375165613779, "momentum": -1, "raw_contracts": [ "I2701", "J2701" ], "raw_cost_change": -64.06504065, "lookback_start": "2026-04-29", "regime": "震荡或弱趋势", "horizon": 20, "signal": 1, "ready": true, "score": 0.32097727, "predicted_change": 21.19081781, "threshold": 13.20393661, "model_id": "2026-07-01-20", "reason": "信号超过风险与费用门槛", "entry_date": "2026-07-29", "exit_date": "2026-08-25", "exit_idx": 1124, "status": "scored", "entry": 3282.0, "exit": 3343.0, "move": 61.0, "cost": 4.6625, "risk_scale": 66.01968306386247, "daily_closes": [ [ "2026-07-29", 3286.0 ], [ "2026-07-30", 3240.0 ], [ "2026-07-31", 3220.0 ], [ "2026-08-03", 3197.0 ], [ "2026-08-04", 3201.0 ], [ "2026-08-05", 3207.0 ], [ "2026-08-06", 3236.0 ], [ "2026-08-07", 3243.0 ], [ "2026-08-10", 3235.0 ], [ "2026-08-11", 3244.0 ], [ "2026-08-12", 3239.0 ], [ "2026-08-13", 3233.0 ], [ "2026-08-14", 3260.0 ], [ "2026-08-17", 3271.0 ], [ "2026-08-18", 3281.0 ], [ "2026-08-19", 3286.0 ], [ "2026-08-20", 3291.0 ], [ "2026-08-21", 3295.0 ], [ "2026-08-24", 3340.0 ], [ "2026-08-25", 3343.0 ] ], "v1_signal": -1, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-07-29", "code": "HC2610", "close": 3286.0, "vol": 0.004040399432965648, "momentum": -1, "raw_contracts": [ "I2701", "J2701" ], "raw_cost_change": -65.26829268, "lookback_start": "2026-04-30", "regime": "震荡或弱趋势", "horizon": 5, "signal": 1, "ready": true, "score": 0.25646982, "predicted_change": 7.61400459, "threshold": 6.9858, "model_id": "2026-07-01-5", "reason": "信号超过风险与费用门槛", "entry_date": "2026-07-30", "exit_date": "2026-08-05", "exit_idx": 1110, "status": "scored", "entry": 3290.0, "exit": 3207.0, "move": -83.0, "cost": 4.6497, "risk_scale": 29.687721192560137, "daily_closes": [ [ "2026-07-30", 3240.0 ], [ "2026-07-31", 3220.0 ], [ "2026-08-03", 3197.0 ], [ "2026-08-04", 3201.0 ], [ "2026-08-05", 3207.0 ] ], "v1_signal": -1, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-07-29", "code": "HC2610", "close": 3286.0, "vol": 0.004040399432965648, "momentum": -1, "raw_contracts": [ "I2701", "J2701" ], "raw_cost_change": -65.26829268, "lookback_start": "2026-04-30", "regime": "震荡或弱趋势", "horizon": 10, "signal": 1, "ready": true, "score": 0.52666702, "predicted_change": 22.111998, "threshold": 8.39695559, "model_id": "2026-07-01-10", "reason": "信号超过风险与费用门槛", "entry_date": "2026-07-30", "exit_date": "2026-08-12", "exit_idx": 1115, "status": "scored", "entry": 3290.0, "exit": 3239.0, "move": -51.0, "cost": 4.6529, "risk_scale": 41.984777946469706, "daily_closes": [ [ "2026-07-30", 3240.0 ], [ "2026-07-31", 3220.0 ], [ "2026-08-03", 3197.0 ], [ "2026-08-04", 3201.0 ], [ "2026-08-05", 3207.0 ], [ "2026-08-06", 3236.0 ], [ "2026-08-07", 3243.0 ], [ "2026-08-10", 3235.0 ], [ "2026-08-11", 3244.0 ], [ "2026-08-12", 3239.0 ] ], "v1_signal": -1, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-07-29", "code": "HC2610", "close": 3286.0, "vol": 0.004040399432965648, "momentum": -1, "raw_contracts": [ "I2701", "J2701" ], "raw_cost_change": -65.26829268, "lookback_start": "2026-04-30", "regime": "震荡或弱趋势", "horizon": 20, "signal": 1, "ready": true, "score": 0.56950892, "predicted_change": 33.81484398, "threshold": 11.87508848, "model_id": "2026-07-01-20", "reason": "信号超过风险与费用门槛", "entry_date": "2026-07-30", "exit_date": "2026-08-26", "exit_idx": 1125, "status": "scored", "entry": 3290.0, "exit": 3342.0, "move": 52.0, "cost": 4.6632, "risk_scale": 59.37544238512027, "daily_closes": [ [ "2026-07-30", 3240.0 ], [ "2026-07-31", 3220.0 ], [ "2026-08-03", 3197.0 ], [ "2026-08-04", 3201.0 ], [ "2026-08-05", 3207.0 ], [ "2026-08-06", 3236.0 ], [ "2026-08-07", 3243.0 ], [ "2026-08-10", 3235.0 ], [ "2026-08-11", 3244.0 ], [ "2026-08-12", 3239.0 ], [ "2026-08-13", 3233.0 ], [ "2026-08-14", 3260.0 ], [ "2026-08-17", 3271.0 ], [ "2026-08-18", 3281.0 ], [ "2026-08-19", 3286.0 ], [ "2026-08-20", 3291.0 ], [ "2026-08-21", 3295.0 ], [ "2026-08-24", 3340.0 ], [ "2026-08-25", 3343.0 ], [ "2026-08-26", 3342.0 ] ], "v1_signal": -1, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-07-30", "code": "HC2610", "close": 3240.0, "vol": 0.005116625548561671, "momentum": -1, "raw_contracts": [ "I2701", "J2701" ], "raw_cost_change": -115.80487805, "lookback_start": "2026-05-06", "regime": "震荡或弱趋势", "horizon": 5, "signal": 1, "ready": true, "score": 0.315994, "predicted_change": 11.71365654, "threshold": 7.41384741, "model_id": "2026-07-01-5", "reason": "信号超过风险与费用门槛", "entry_date": "2026-07-31", "exit_date": "2026-08-06", "exit_idx": 1111, "status": "scored", "entry": 3245.0, "exit": 3236.0, "move": -9.0, "cost": 4.6481, "risk_scale": 37.06923703606719, "daily_closes": [ [ "2026-07-31", 3220.0 ], [ "2026-08-03", 3197.0 ], [ "2026-08-04", 3201.0 ], [ "2026-08-05", 3207.0 ], [ "2026-08-06", 3236.0 ] ], "v1_signal": -1, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-07-30", "code": "HC2610", "close": 3240.0, "vol": 0.005116625548561671, "momentum": -1, "raw_contracts": [ "I2701", "J2701" ], "raw_cost_change": -115.80487805, "lookback_start": "2026-05-06", "regime": "震荡或弱趋势", "horizon": 10, "signal": 1, "ready": true, "score": 0.47857093, "predicted_change": 25.08851512, "threshold": 10.48476355, "model_id": "2026-07-01-10", "reason": "信号超过风险与费用门槛", "entry_date": "2026-07-31", "exit_date": "2026-08-13", "exit_idx": 1116, "status": "scored", "entry": 3245.0, "exit": 3233.0, "move": -12.0, "cost": 4.6478, "risk_scale": 52.42381776322926, "daily_closes": [ [ "2026-07-31", 3220.0 ], [ "2026-08-03", 3197.0 ], [ "2026-08-04", 3201.0 ], [ "2026-08-05", 3207.0 ], [ "2026-08-06", 3236.0 ], [ "2026-08-07", 3243.0 ], [ "2026-08-10", 3235.0 ], [ "2026-08-11", 3244.0 ], [ "2026-08-12", 3239.0 ], [ "2026-08-13", 3233.0 ] ], "v1_signal": -1, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-07-30", "code": "HC2610", "close": 3240.0, "vol": 0.005116625548561671, "momentum": -1, "raw_contracts": [ "I2701", "J2701" ], "raw_cost_change": -115.80487805, "lookback_start": "2026-05-06", "regime": "震荡或弱趋势", "horizon": 20, "signal": 1, "ready": true, "score": 0.53475821, "predicted_change": 39.64615792, "threshold": 14.82769481, "model_id": "2026-07-01-20", "reason": "信号超过风险与费用门槛", "entry_date": "2026-07-31", "exit_date": "2026-08-27", "exit_idx": 1126, "status": "scored", "entry": 3245.0, "exit": 3342.0, "move": 97.0, "cost": 4.6587, "risk_scale": 74.13847407213439, "daily_closes": [ [ "2026-07-31", 3220.0 ], [ "2026-08-03", 3197.0 ], [ "2026-08-04", 3201.0 ], [ "2026-08-05", 3207.0 ], [ "2026-08-06", 3236.0 ], [ "2026-08-07", 3243.0 ], [ "2026-08-10", 3235.0 ], [ "2026-08-11", 3244.0 ], [ "2026-08-12", 3239.0 ], [ "2026-08-13", 3233.0 ], [ "2026-08-14", 3260.0 ], [ "2026-08-17", 3271.0 ], [ "2026-08-18", 3281.0 ], [ "2026-08-19", 3286.0 ], [ "2026-08-20", 3291.0 ], [ "2026-08-21", 3295.0 ], [ "2026-08-24", 3340.0 ], [ "2026-08-25", 3343.0 ], [ "2026-08-26", 3342.0 ], [ "2026-08-27", 3342.0 ] ], "v1_signal": -1, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-07-31", "code": "HC2610", "close": 3220.0, "vol": 0.005263593641144389, "momentum": -1, "raw_contracts": [ "I2701", "J2701" ], "raw_cost_change": -168.32520325, "lookback_start": "2026-05-07", "regime": "震荡或弱趋势", "horizon": 5, "signal": 1, "ready": true, "score": 0.33907517, "predicted_change": 12.8504759, "threshold": 7.57972105, "model_id": "2026-07-01-5", "reason": "信号超过风险与费用门槛", "entry_date": "2026-08-03", "exit_date": "2026-08-07", "exit_idx": 1112, "status": "scored", "entry": 3221.0, "exit": 3243.0, "move": 22.0, "cost": 4.6464, "risk_scale": 37.89860526386105, "daily_closes": [ [ "2026-08-03", 3197.0 ], [ "2026-08-04", 3201.0 ], [ "2026-08-05", 3207.0 ], [ "2026-08-06", 3236.0 ], [ "2026-08-07", 3243.0 ] ], "v1_signal": 0, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-07-31", "code": "HC2610", "close": 3220.0, "vol": 0.005263593641144389, "momentum": -1, "raw_contracts": [ "I2701", "J2701" ], "raw_cost_change": -168.32520325, "lookback_start": "2026-05-07", "regime": "震荡或弱趋势", "horizon": 10, "signal": 1, "ready": true, "score": 0.48238386, "predicted_change": 25.85419326, "threshold": 10.71934431, "model_id": "2026-07-01-10", "reason": "信号超过风险与费用门槛", "entry_date": "2026-08-03", "exit_date": "2026-08-14", "exit_idx": 1117, "status": "scored", "entry": 3221.0, "exit": 3260.0, "move": 39.0, "cost": 4.6481, "risk_scale": 53.59672155917667, "daily_closes": [ [ "2026-08-03", 3197.0 ], [ "2026-08-04", 3201.0 ], [ "2026-08-05", 3207.0 ], [ "2026-08-06", 3236.0 ], [ "2026-08-07", 3243.0 ], [ "2026-08-10", 3235.0 ], [ "2026-08-11", 3244.0 ], [ "2026-08-12", 3239.0 ], [ "2026-08-13", 3233.0 ], [ "2026-08-14", 3260.0 ] ], "v1_signal": 0, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-07-31", "code": "HC2610", "close": 3220.0, "vol": 0.005263593641144389, "momentum": -1, "raw_contracts": [ "I2701", "J2701" ], "raw_cost_change": -168.32520325, "lookback_start": "2026-05-07", "regime": "震荡或弱趋势", "horizon": 20, "signal": 1, "ready": true, "score": 0.48216972, "predicted_change": 36.54711973, "threshold": 15.15944211, "model_id": "2026-07-01-20", "reason": "信号超过风险与费用门槛", "entry_date": "2026-08-03", "exit_date": "2026-08-28", "exit_idx": 1127, "status": "scored", "entry": 3221.0, "exit": 3371.0, "move": 150.0, "cost": 4.6592, "risk_scale": 75.7972105277221, "daily_closes": [ [ "2026-08-03", 3197.0 ], [ "2026-08-04", 3201.0 ], [ "2026-08-05", 3207.0 ], [ "2026-08-06", 3236.0 ], [ "2026-08-07", 3243.0 ], [ "2026-08-10", 3235.0 ], [ "2026-08-11", 3244.0 ], [ "2026-08-12", 3239.0 ], [ "2026-08-13", 3233.0 ], [ "2026-08-14", 3260.0 ], [ "2026-08-17", 3271.0 ], [ "2026-08-18", 3281.0 ], [ "2026-08-19", 3286.0 ], [ "2026-08-20", 3291.0 ], [ "2026-08-21", 3295.0 ], [ "2026-08-24", 3340.0 ], [ "2026-08-25", 3343.0 ], [ "2026-08-26", 3342.0 ], [ "2026-08-27", 3342.0 ], [ "2026-08-28", 3371.0 ] ], "v1_signal": 0, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-08-03", "code": "HC2610", "close": 3197.0, "vol": 0.005354282998748788, "momentum": -1, "raw_contracts": [ "I2701", "J2701" ], "raw_cost_change": -189.49593496, "lookback_start": "2026-05-08", "regime": "震荡或弱趋势", "horizon": 5, "signal": 1, "ready": true, "score": 0.29619991, "predicted_change": 11.3374109, "threshold": 7.65524256, "model_id": "2026-08-03-5", "reason": "信号超过风险与费用门槛", "entry_date": "2026-08-04", "exit_date": "2026-08-10", "exit_idx": 1113, "status": "scored", "entry": 3198.0, "exit": 3235.0, "move": 37.0, "cost": 4.6433, "risk_scale": 38.27621279684795, "daily_closes": [ [ "2026-08-04", 3201.0 ], [ "2026-08-05", 3207.0 ], [ "2026-08-06", 3236.0 ], [ "2026-08-07", 3243.0 ], [ "2026-08-10", 3235.0 ] ], "v1_signal": 0, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-08-03", "code": "HC2610", "close": 3197.0, "vol": 0.005354282998748788, "momentum": -1, "raw_contracts": [ "I2701", "J2701" ], "raw_cost_change": -189.49593496, "lookback_start": "2026-05-08", "regime": "震荡或弱趋势", "horizon": 10, "signal": 1, "ready": true, "score": 0.39290047, "predicted_change": 21.26799286, "threshold": 10.82614785, "model_id": "2026-08-03-10", "reason": "信号超过风险与费用门槛", "entry_date": "2026-08-04", "exit_date": "2026-08-17", "exit_idx": 1118, "status": "scored", "entry": 3198.0, "exit": 3271.0, "move": 73.0, "cost": 4.6469000000000005, "risk_scale": 54.13073925358099, "daily_closes": [ [ "2026-08-04", 3201.0 ], [ "2026-08-05", 3207.0 ], [ "2026-08-06", 3236.0 ], [ "2026-08-07", 3243.0 ], [ "2026-08-10", 3235.0 ], [ "2026-08-11", 3244.0 ], [ "2026-08-12", 3239.0 ], [ "2026-08-13", 3233.0 ], [ "2026-08-14", 3260.0 ], [ "2026-08-17", 3271.0 ] ], "v1_signal": 0, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-08-03", "code": "HC2610", "close": 3197.0, "vol": 0.005354282998748788, "momentum": -1, "raw_contracts": [ "I2701", "J2701" ], "raw_cost_change": -189.49593496, "lookback_start": "2026-05-08", "regime": "震荡或弱趋势", "horizon": 20, "signal": 1, "ready": true, "score": 0.42841498, "predicted_change": 32.7962062, "threshold": 15.31048512, "model_id": "2026-08-03-20", "reason": "信号超过风险与费用门槛", "entry_date": "2026-08-04", "exit_date": "2026-08-31", "exit_idx": 1128, "status": "scored", "entry": 3198.0, "exit": 3412.0, "move": 214.0, "cost": 4.661, "risk_scale": 76.5524255936959, "daily_closes": [ [ "2026-08-04", 3201.0 ], [ "2026-08-05", 3207.0 ], [ "2026-08-06", 3236.0 ], [ "2026-08-07", 3243.0 ], [ "2026-08-10", 3235.0 ], [ "2026-08-11", 3244.0 ], [ "2026-08-12", 3239.0 ], [ "2026-08-13", 3233.0 ], [ "2026-08-14", 3260.0 ], [ "2026-08-17", 3271.0 ], [ "2026-08-18", 3281.0 ], [ "2026-08-19", 3286.0 ], [ "2026-08-20", 3291.0 ], [ "2026-08-21", 3295.0 ], [ "2026-08-24", 3340.0 ], [ "2026-08-25", 3343.0 ], [ "2026-08-26", 3342.0 ], [ "2026-08-27", 3342.0 ], [ "2026-08-28", 3371.0 ], [ "2026-08-31", 3412.0 ] ], "v1_signal": 0, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-08-04", "code": "HC2610", "close": 3201.0, "vol": 0.005385645170485889, "momentum": -1, "raw_contracts": [ "I2701", "J2701" ], "raw_cost_change": -159.54471545, "lookback_start": "2026-05-11", "regime": "震荡或弱趋势", "horizon": 5, "signal": 1, "ready": true, "score": 0.31434237, "predicted_change": 12.11745277, "threshold": 7.7097165, "model_id": "2026-08-03-5", "reason": "信号超过风险与费用门槛", "entry_date": "2026-08-05", "exit_date": "2026-08-11", "exit_idx": 1114, "status": "scored", "entry": 3205.0, "exit": 3244.0, "move": 39.0, "cost": 4.6449, "risk_scale": 38.54858252118356, "daily_closes": [ [ "2026-08-05", 3207.0 ], [ "2026-08-06", 3236.0 ], [ "2026-08-07", 3243.0 ], [ "2026-08-10", 3235.0 ], [ "2026-08-11", 3244.0 ] ], "v1_signal": 0, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-08-04", "code": "HC2610", "close": 3201.0, "vol": 0.005385645170485889, "momentum": -1, "raw_contracts": [ "I2701", "J2701" ], "raw_cost_change": -159.54471545, "lookback_start": "2026-05-11", "regime": "震荡或弱趋势", "horizon": 10, "signal": 1, "ready": true, "score": 0.41055696, "predicted_change": 22.38189353, "threshold": 10.90318564, "model_id": "2026-08-03-10", "reason": "信号超过风险与费用门槛", "entry_date": "2026-08-05", "exit_date": "2026-08-18", "exit_idx": 1119, "status": "scored", "entry": 3205.0, "exit": 3281.0, "move": 76.0, "cost": 4.6486, "risk_scale": 54.51592821171623, "daily_closes": [ [ "2026-08-05", 3207.0 ], [ "2026-08-06", 3236.0 ], [ "2026-08-07", 3243.0 ], [ "2026-08-10", 3235.0 ], [ "2026-08-11", 3244.0 ], [ "2026-08-12", 3239.0 ], [ "2026-08-13", 3233.0 ], [ "2026-08-14", 3260.0 ], [ "2026-08-17", 3271.0 ], [ "2026-08-18", 3281.0 ] ], "v1_signal": 0, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-08-04", "code": "HC2610", "close": 3201.0, "vol": 0.005385645170485889, "momentum": -1, "raw_contracts": [ "I2701", "J2701" ], "raw_cost_change": -159.54471545, "lookback_start": "2026-05-11", "regime": "震荡或弱趋势", "horizon": 20, "signal": 1, "ready": true, "score": 0.47678779, "predicted_change": 36.7589869, "threshold": 15.41943301, "model_id": "2026-08-03-20", "reason": "信号超过风险与费用门槛", "entry_date": "2026-08-05", "exit_date": "2026-09-01", "exit_idx": 1129, "status": "scored", "entry": 3205.0, "exit": 3380.0, "move": 175.0, "cost": 4.6585, "risk_scale": 77.09716504236712, "daily_closes": [ [ "2026-08-05", 3207.0 ], [ "2026-08-06", 3236.0 ], [ "2026-08-07", 3243.0 ], [ "2026-08-10", 3235.0 ], [ "2026-08-11", 3244.0 ], [ "2026-08-12", 3239.0 ], [ "2026-08-13", 3233.0 ], [ "2026-08-14", 3260.0 ], [ "2026-08-17", 3271.0 ], [ "2026-08-18", 3281.0 ], [ "2026-08-19", 3286.0 ], [ "2026-08-20", 3291.0 ], [ "2026-08-21", 3295.0 ], [ "2026-08-24", 3340.0 ], [ "2026-08-25", 3343.0 ], [ "2026-08-26", 3342.0 ], [ "2026-08-27", 3342.0 ], [ "2026-08-28", 3371.0 ], [ "2026-08-31", 3412.0 ], [ "2026-09-01", 3380.0 ] ], "v1_signal": 0, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-08-05", "code": "HC2610", "close": 3207.0, "vol": 0.005226411240957504, "momentum": -1, "raw_contracts": [ "I2701", "J2701" ], "raw_cost_change": -107.77235772, "lookback_start": "2026-05-12", "regime": "趋势较强", "horizon": 5, "signal": 1, "ready": true, "score": 0.35551959, "predicted_change": 13.32450486, "threshold": 7.49579218, "model_id": "2026-08-03-5", "reason": "信号超过风险与费用门槛", "entry_date": "2026-08-06", "exit_date": "2026-08-12", "exit_idx": 1115, "status": "scored", "entry": 3207.0, "exit": 3239.0, "move": 32.0, "cost": 4.6446000000000005, "risk_scale": 37.47896087777209, "daily_closes": [ [ "2026-08-06", 3236.0 ], [ "2026-08-07", 3243.0 ], [ "2026-08-10", 3235.0 ], [ "2026-08-11", 3244.0 ], [ "2026-08-12", 3239.0 ] ], "v1_signal": 0, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-08-05", "code": "HC2610", "close": 3207.0, "vol": 0.005226411240957504, "momentum": -1, "raw_contracts": [ "I2701", "J2701" ], "raw_cost_change": -107.77235772, "lookback_start": "2026-05-12", "regime": "趋势较强", "horizon": 10, "signal": 1, "ready": true, "score": 0.34967497, "predicted_change": 18.53391152, "threshold": 10.60065096, "model_id": "2026-08-03-10", "reason": "信号超过风险与费用门槛", "entry_date": "2026-08-06", "exit_date": "2026-08-19", "exit_idx": 1120, "status": "scored", "entry": 3207.0, "exit": 3286.0, "move": 79.0, "cost": 4.6493, "risk_scale": 53.00325477699593, "daily_closes": [ [ "2026-08-06", 3236.0 ], [ "2026-08-07", 3243.0 ], [ "2026-08-10", 3235.0 ], [ "2026-08-11", 3244.0 ], [ "2026-08-12", 3239.0 ], [ "2026-08-13", 3233.0 ], [ "2026-08-14", 3260.0 ], [ "2026-08-17", 3271.0 ], [ "2026-08-18", 3281.0 ], [ "2026-08-19", 3286.0 ] ], "v1_signal": 0, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-08-05", "code": "HC2610", "close": 3207.0, "vol": 0.005226411240957504, "momentum": -1, "raw_contracts": [ "I2701", "J2701" ], "raw_cost_change": -107.77235772, "lookback_start": "2026-05-12", "regime": "趋势较强", "horizon": 20, "signal": 1, "ready": true, "score": 0.40494458, "predicted_change": 30.35380423, "threshold": 14.99158435, "model_id": "2026-08-03-20", "reason": "信号超过风险与费用门槛", "entry_date": "2026-08-06", "exit_date": "2026-09-02", "exit_idx": 1130, "status": "scored", "entry": 3207.0, "exit": 3359.0, "move": 152.0, "cost": 4.6566, "risk_scale": 74.95792175554418, "daily_closes": [ [ "2026-08-06", 3236.0 ], [ "2026-08-07", 3243.0 ], [ "2026-08-10", 3235.0 ], [ "2026-08-11", 3244.0 ], [ "2026-08-12", 3239.0 ], [ "2026-08-13", 3233.0 ], [ "2026-08-14", 3260.0 ], [ "2026-08-17", 3271.0 ], [ "2026-08-18", 3281.0 ], [ "2026-08-19", 3286.0 ], [ "2026-08-20", 3291.0 ], [ "2026-08-21", 3295.0 ], [ "2026-08-24", 3340.0 ], [ "2026-08-25", 3343.0 ], [ "2026-08-26", 3342.0 ], [ "2026-08-27", 3342.0 ], [ "2026-08-28", 3371.0 ], [ "2026-08-31", 3412.0 ], [ "2026-09-01", 3380.0 ], [ "2026-09-02", 3359.0 ] ], "v1_signal": 0, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-08-06", "code": "HC2610", "close": 3236.0, "vol": 0.005726450948952062, "momentum": -1, "raw_contracts": [ "I2701", "J2701" ], "raw_cost_change": -80.97560976, "lookback_start": "2026-05-13", "regime": "震荡或弱趋势", "horizon": 5, "signal": 0, "ready": true, "score": 0.15904564, "predicted_change": 6.59023386, "threshold": 8.28722358, "model_id": "2026-08-03-5", "reason": "信号不足，保持观望", "entry_date": "2026-08-07", "exit_date": "2026-08-13", "exit_idx": 1116, "status": "scored", "entry": 3230.0, "exit": 3233.0, "move": 3.0, "cost": 4.6463, "risk_scale": 41.436117902660264, "daily_closes": [ [ "2026-08-07", 3243.0 ], [ "2026-08-10", 3235.0 ], [ "2026-08-11", 3244.0 ], [ "2026-08-12", 3239.0 ], [ "2026-08-13", 3233.0 ] ], "v1_signal": 0, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-08-06", "code": "HC2610", "close": 3236.0, "vol": 0.005726450948952062, "momentum": -1, "raw_contracts": [ "I2701", "J2701" ], "raw_cost_change": -80.97560976, "lookback_start": "2026-05-13", "regime": "震荡或弱趋势", "horizon": 10, "signal": 1, "ready": true, "score": 0.23027152, "predicted_change": 13.49380041, "threshold": 11.71990398, "model_id": "2026-08-03-10", "reason": "信号超过风险与费用门槛", "entry_date": "2026-08-07", "exit_date": "2026-08-20", "exit_idx": 1121, "status": "scored", "entry": 3230.0, "exit": 3291.0, "move": 61.0, "cost": 4.6521, "risk_scale": 58.599519910032754, "daily_closes": [ [ "2026-08-07", 3243.0 ], [ "2026-08-10", 3235.0 ], [ "2026-08-11", 3244.0 ], [ "2026-08-12", 3239.0 ], [ "2026-08-13", 3233.0 ], [ "2026-08-14", 3260.0 ], [ "2026-08-17", 3271.0 ], [ "2026-08-18", 3281.0 ], [ "2026-08-19", 3286.0 ], [ "2026-08-20", 3291.0 ] ], "v1_signal": 0, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-08-06", "code": "HC2610", "close": 3236.0, "vol": 0.005726450948952062, "momentum": -1, "raw_contracts": [ "I2701", "J2701" ], "raw_cost_change": -80.97560976, "lookback_start": "2026-05-13", "regime": "震荡或弱趋势", "horizon": 20, "signal": 1, "ready": true, "score": 0.25725308, "predicted_change": 21.31913771, "threshold": 16.57444716, "model_id": "2026-08-03-20", "reason": "信号超过风险与费用门槛", "entry_date": "2026-08-07", "exit_date": "2026-09-03", "exit_idx": 1131, "status": "scored", "entry": 3230.0, "exit": 3360.0, "move": 130.0, "cost": 4.659, "risk_scale": 82.87223580532053, "daily_closes": [ [ "2026-08-07", 3243.0 ], [ "2026-08-10", 3235.0 ], [ "2026-08-11", 3244.0 ], [ "2026-08-12", 3239.0 ], [ "2026-08-13", 3233.0 ], [ "2026-08-14", 3260.0 ], [ "2026-08-17", 3271.0 ], [ "2026-08-18", 3281.0 ], [ "2026-08-19", 3286.0 ], [ "2026-08-20", 3291.0 ], [ "2026-08-21", 3295.0 ], [ "2026-08-24", 3340.0 ], [ "2026-08-25", 3343.0 ], [ "2026-08-26", 3342.0 ], [ "2026-08-27", 3342.0 ], [ "2026-08-28", 3371.0 ], [ "2026-08-31", 3412.0 ], [ "2026-09-01", 3380.0 ], [ "2026-09-02", 3359.0 ], [ "2026-09-03", 3360.0 ] ], "v1_signal": 0, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-08-07", "code": "HC2610", "close": 3243.0, "vol": 0.00575968021537629, "momentum": -1, "raw_contracts": [ "I2701", "J2701" ], "raw_cost_change": -64.68292683, "lookback_start": "2026-05-14", "regime": "震荡或弱趋势", "horizon": 5, "signal": 0, "ready": true, "score": 0.10920229, "predicted_change": 4.56102102, "threshold": 8.35334307, "model_id": "2026-08-03-5", "reason": "信号不足，保持观望", "entry_date": "2026-08-10", "exit_date": "2026-08-14", "exit_idx": 1117, "status": "scored", "entry": 3241.0, "exit": 3260.0, "move": 19.0, "cost": 4.6501, "risk_scale": 41.766715337854855, "daily_closes": [ [ "2026-08-10", 3235.0 ], [ "2026-08-11", 3244.0 ], [ "2026-08-12", 3239.0 ], [ "2026-08-13", 3233.0 ], [ "2026-08-14", 3260.0 ] ], "v1_signal": 0, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-08-07", "code": "HC2610", "close": 3243.0, "vol": 0.00575968021537629, "momentum": -1, "raw_contracts": [ "I2701", "J2701" ], "raw_cost_change": -64.68292683, "lookback_start": "2026-05-14", "regime": "震荡或弱趋势", "horizon": 10, "signal": 1, "ready": true, "score": 0.22143631, "predicted_change": 13.07959067, "threshold": 11.81341106, "model_id": "2026-08-03-10", "reason": "信号超过风险与费用门槛", "entry_date": "2026-08-10", "exit_date": "2026-08-21", "exit_idx": 1122, "status": "scored", "entry": 3241.0, "exit": 3295.0, "move": 54.0, "cost": 4.6536, "risk_scale": 59.0670552865707, "daily_closes": [ [ "2026-08-10", 3235.0 ], [ "2026-08-11", 3244.0 ], [ "2026-08-12", 3239.0 ], [ "2026-08-13", 3233.0 ], [ "2026-08-14", 3260.0 ], [ "2026-08-17", 3271.0 ], [ "2026-08-18", 3281.0 ], [ "2026-08-19", 3286.0 ], [ "2026-08-20", 3291.0 ], [ "2026-08-21", 3295.0 ] ], "v1_signal": 0, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-08-07", "code": "HC2610", "close": 3243.0, "vol": 0.00575968021537629, "momentum": -1, "raw_contracts": [ "I2701", "J2701" ], "raw_cost_change": -64.68292683, "lookback_start": "2026-05-14", "regime": "震荡或弱趋势", "horizon": 20, "signal": 1, "ready": true, "score": 0.23909331, "predicted_change": 19.97228449, "threshold": 16.70668614, "model_id": "2026-08-03-20", "reason": "信号超过风险与费用门槛", "entry_date": "2026-08-10", "exit_date": "2026-09-04", "exit_idx": 1132, "status": "scored", "entry": 3241.0, "exit": 3372.0, "move": 131.0, "cost": 4.6613, "risk_scale": 83.53343067570971, "daily_closes": [ [ "2026-08-10", 3235.0 ], [ "2026-08-11", 3244.0 ], [ "2026-08-12", 3239.0 ], [ "2026-08-13", 3233.0 ], [ "2026-08-14", 3260.0 ], [ "2026-08-17", 3271.0 ], [ "2026-08-18", 3281.0 ], [ "2026-08-19", 3286.0 ], [ "2026-08-20", 3291.0 ], [ "2026-08-21", 3295.0 ], [ "2026-08-24", 3340.0 ], [ "2026-08-25", 3343.0 ], [ "2026-08-26", 3342.0 ], [ "2026-08-27", 3342.0 ], [ "2026-08-28", 3371.0 ], [ "2026-08-31", 3412.0 ], [ "2026-09-01", 3380.0 ], [ "2026-09-02", 3359.0 ], [ "2026-09-03", 3360.0 ], [ "2026-09-04", 3372.0 ] ], "v1_signal": 0, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-08-10", "code": "HC2610", "close": 3235.0, "vol": 0.00565342857654651, "momentum": -1, "raw_contracts": [ "I2701", "J2701" ], "raw_cost_change": -69.98373984, "lookback_start": "2026-05-15", "regime": "震荡或弱趋势", "horizon": 5, "signal": 0, "ready": true, "score": 0.04065382, "predicted_change": 1.66254186, "threshold": 8.17901854, "model_id": "2026-08-03-5", "reason": "信号不足，保持观望", "entry_date": "2026-08-11", "exit_date": "2026-08-17", "exit_idx": 1118, "status": "scored", "entry": 3228.0, "exit": 3271.0, "move": 43.0, "cost": 4.6499, "risk_scale": 40.8950927010216, "daily_closes": [ [ "2026-08-11", 3244.0 ], [ "2026-08-12", 3239.0 ], [ "2026-08-13", 3233.0 ], [ "2026-08-14", 3260.0 ], [ "2026-08-17", 3271.0 ] ], "v1_signal": 0, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-08-10", "code": "HC2610", "close": 3235.0, "vol": 0.00565342857654651, "momentum": -1, "raw_contracts": [ "I2701", "J2701" ], "raw_cost_change": -69.98373984, "lookback_start": "2026-05-15", "regime": "震荡或弱趋势", "horizon": 10, "signal": 1, "ready": true, "score": 0.22024144, "predicted_change": 12.7375305, "threshold": 11.56687895, "model_id": "2026-08-03-10", "reason": "信号超过风险与费用门槛", "entry_date": "2026-08-11", "exit_date": "2026-08-24", "exit_idx": 1123, "status": "scored", "entry": 3228.0, "exit": 3340.0, "move": 112.0, "cost": 4.6568000000000005, "risk_scale": 57.834394732289724, "daily_closes": [ [ "2026-08-11", 3244.0 ], [ "2026-08-12", 3239.0 ], [ "2026-08-13", 3233.0 ], [ "2026-08-14", 3260.0 ], [ "2026-08-17", 3271.0 ], [ "2026-08-18", 3281.0 ], [ "2026-08-19", 3286.0 ], [ "2026-08-20", 3291.0 ], [ "2026-08-21", 3295.0 ], [ "2026-08-24", 3340.0 ] ], "v1_signal": 0, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-08-10", "code": "HC2610", "close": 3235.0, "vol": 0.00565342857654651, "momentum": -1, "raw_contracts": [ "I2701", "J2701" ], "raw_cost_change": -69.98373984, "lookback_start": "2026-05-15", "regime": "震荡或弱趋势", "horizon": 20, "signal": 0, "ready": true, "score": 0.19821316, "predicted_change": 16.21189138, "threshold": 16.35803708, "model_id": "2026-08-03-20", "reason": "信号不足，保持观望", "entry_date": "2026-08-11", "exit_date": "2026-09-07", "exit_idx": 1133, "status": "scored", "entry": 3228.0, "exit": 3358.0, "move": 130.0, "cost": 4.6586, "risk_scale": 81.7901854020432, "daily_closes": [ [ "2026-08-11", 3244.0 ], [ "2026-08-12", 3239.0 ], [ "2026-08-13", 3233.0 ], [ "2026-08-14", 3260.0 ], [ "2026-08-17", 3271.0 ], [ "2026-08-18", 3281.0 ], [ "2026-08-19", 3286.0 ], [ "2026-08-20", 3291.0 ], [ "2026-08-21", 3295.0 ], [ "2026-08-24", 3340.0 ], [ "2026-08-25", 3343.0 ], [ "2026-08-26", 3342.0 ], [ "2026-08-27", 3342.0 ], [ "2026-08-28", 3371.0 ], [ "2026-08-31", 3412.0 ], [ "2026-09-01", 3380.0 ], [ "2026-09-02", 3359.0 ], [ "2026-09-03", 3360.0 ], [ "2026-09-04", 3372.0 ], [ "2026-09-07", 3358.0 ] ], "v1_signal": 0, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-08-11", "code": "HC2610", "close": 3244.0, "vol": 0.005240692157336667, "momentum": -1, "raw_contracts": [ "I2701", "J2701" ], "raw_cost_change": -17.26829268, "lookback_start": "2026-05-18", "regime": "震荡或弱趋势", "horizon": 5, "signal": 0, "ready": true, "score": 0.13855885, "predicted_change": 5.26730881, "threshold": 7.60299129, "model_id": "2026-08-03-5", "reason": "信号不足，保持观望", "entry_date": "2026-08-12", "exit_date": "2026-08-18", "exit_idx": 1119, "status": "scored", "entry": 3248.0, "exit": 3281.0, "move": 33.0, "cost": 4.6529, "risk_scale": 38.0149564536254, "daily_closes": [ [ "2026-08-12", 3239.0 ], [ "2026-08-13", 3233.0 ], [ "2026-08-14", 3260.0 ], [ "2026-08-17", 3271.0 ], [ "2026-08-18", 3281.0 ] ], "v1_signal": 0, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-08-11", "code": "HC2610", "close": 3244.0, "vol": 0.005240692157336667, "momentum": -1, "raw_contracts": [ "I2701", "J2701" ], "raw_cost_change": -17.26829268, "lookback_start": "2026-05-18", "regime": "震荡或弱趋势", "horizon": 10, "signal": 1, "ready": true, "score": 0.25238914, "predicted_change": 13.56875976, "threshold": 10.7522534, "model_id": "2026-08-03-10", "reason": "信号超过风险与费用门槛", "entry_date": "2026-08-12", "exit_date": "2026-08-25", "exit_idx": 1124, "status": "scored", "entry": 3248.0, "exit": 3343.0, "move": 95.0, "cost": 4.6591000000000005, "risk_scale": 53.76126698973967, "daily_closes": [ [ "2026-08-12", 3239.0 ], [ "2026-08-13", 3233.0 ], [ "2026-08-14", 3260.0 ], [ "2026-08-17", 3271.0 ], [ "2026-08-18", 3281.0 ], [ "2026-08-19", 3286.0 ], [ "2026-08-20", 3291.0 ], [ "2026-08-21", 3295.0 ], [ "2026-08-24", 3340.0 ], [ "2026-08-25", 3343.0 ] ], "v1_signal": 0, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-08-11", "code": "HC2610", "close": 3244.0, "vol": 0.005240692157336667, "momentum": -1, "raw_contracts": [ "I2701", "J2701" ], "raw_cost_change": -17.26829268, "lookback_start": "2026-05-18", "regime": "震荡或弱趋势", "horizon": 20, "signal": 0, "ready": true, "score": 0.19104216, "predicted_change": 14.52491889, "threshold": 15.20598258, "model_id": "2026-08-03-20", "reason": "信号不足，保持观望", "entry_date": "2026-08-12", "exit_date": "2026-09-08", "exit_idx": 1134, "status": "scored", "entry": 3248.0, "exit": 3384.0, "move": 136.0, "cost": 4.6632, "risk_scale": 76.0299129072508, "daily_closes": [ [ "2026-08-12", 3239.0 ], [ "2026-08-13", 3233.0 ], [ "2026-08-14", 3260.0 ], [ "2026-08-17", 3271.0 ], [ "2026-08-18", 3281.0 ], [ "2026-08-19", 3286.0 ], [ "2026-08-20", 3291.0 ], [ "2026-08-21", 3295.0 ], [ "2026-08-24", 3340.0 ], [ "2026-08-25", 3343.0 ], [ "2026-08-26", 3342.0 ], [ "2026-08-27", 3342.0 ], [ "2026-08-28", 3371.0 ], [ "2026-08-31", 3412.0 ], [ "2026-09-01", 3380.0 ], [ "2026-09-02", 3359.0 ], [ "2026-09-03", 3360.0 ], [ "2026-09-04", 3372.0 ], [ "2026-09-07", 3358.0 ], [ "2026-09-08", 3384.0 ] ], "v1_signal": 0, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-08-12", "code": "HC2610", "close": 3239.0, "vol": 0.004849473425091939, "momentum": -1, "raw_contracts": [ "I2701", "J2701" ], "raw_cost_change": -24.35772358, "lookback_start": "2026-05-19", "regime": "趋势较强", "horizon": 5, "signal": 1, "ready": true, "score": 0.27813005, "predicted_change": 9.76873752, "threshold": 7.0245827, "model_id": "2026-08-03-5", "reason": "信号超过风险与费用门槛", "entry_date": "2026-08-13", "exit_date": "2026-08-19", "exit_idx": 1120, "status": "scored", "entry": 3236.0, "exit": 3286.0, "move": 50.0, "cost": 4.6522, "risk_scale": 35.12291348457958, "daily_closes": [ [ "2026-08-13", 3233.0 ], [ "2026-08-14", 3260.0 ], [ "2026-08-17", 3271.0 ], [ "2026-08-18", 3281.0 ], [ "2026-08-19", 3286.0 ] ], "v1_signal": 0, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-08-12", "code": "HC2610", "close": 3239.0, "vol": 0.004849473425091939, "momentum": -1, "raw_contracts": [ "I2701", "J2701" ], "raw_cost_change": -24.35772358, "lookback_start": "2026-05-19", "regime": "趋势较强", "horizon": 10, "signal": 1, "ready": true, "score": 0.33843383, "predicted_change": 16.81044828, "threshold": 9.93426012, "model_id": "2026-08-03-10", "reason": "信号超过风险与费用门槛", "entry_date": "2026-08-13", "exit_date": "2026-08-26", "exit_idx": 1125, "status": "scored", "entry": 3236.0, "exit": 3342.0, "move": 106.0, "cost": 4.6578, "risk_scale": 49.671300599949305, "daily_closes": [ [ "2026-08-13", 3233.0 ], [ "2026-08-14", 3260.0 ], [ "2026-08-17", 3271.0 ], [ "2026-08-18", 3281.0 ], [ "2026-08-19", 3286.0 ], [ "2026-08-20", 3291.0 ], [ "2026-08-21", 3295.0 ], [ "2026-08-24", 3340.0 ], [ "2026-08-25", 3343.0 ], [ "2026-08-26", 3342.0 ] ], "v1_signal": 0, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-08-12", "code": "HC2610", "close": 3239.0, "vol": 0.004849473425091939, "momentum": -1, "raw_contracts": [ "I2701", "J2701" ], "raw_cost_change": -24.35772358, "lookback_start": "2026-05-19", "regime": "趋势较强", "horizon": 20, "signal": 1, "ready": true, "score": 0.27773078, "predicted_change": 19.50942849, "threshold": 14.04916539, "model_id": "2026-08-03-20", "reason": "信号超过风险与费用门槛", "entry_date": "2026-08-13", "exit_date": "2026-09-09", "exit_idx": 1135, "status": "scored", "entry": 3236.0, "exit": 3378.0, "move": 142.0, "cost": 4.6614, "risk_scale": 70.24582696915915, "daily_closes": [ [ "2026-08-13", 3233.0 ], [ "2026-08-14", 3260.0 ], [ "2026-08-17", 3271.0 ], [ "2026-08-18", 3281.0 ], [ "2026-08-19", 3286.0 ], [ "2026-08-20", 3291.0 ], [ "2026-08-21", 3295.0 ], [ "2026-08-24", 3340.0 ], [ "2026-08-25", 3343.0 ], [ "2026-08-26", 3342.0 ], [ "2026-08-27", 3342.0 ], [ "2026-08-28", 3371.0 ], [ "2026-08-31", 3412.0 ], [ "2026-09-01", 3380.0 ], [ "2026-09-02", 3359.0 ], [ "2026-09-03", 3360.0 ], [ "2026-09-04", 3372.0 ], [ "2026-09-07", 3358.0 ], [ "2026-09-08", 3384.0 ], [ "2026-09-09", 3378.0 ] ], "v1_signal": 0, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-08-13", "code": "HC2610", "close": 3233.0, "vol": 0.004849732250351366, "momentum": -1, "raw_contracts": [ "I2701", "J2701" ], "raw_cost_change": 32.19512195, "lookback_start": "2026-05-20", "regime": "趋势较强", "horizon": 5, "signal": 1, "ready": true, "score": 0.3077138, "predicted_change": 10.7883602, "threshold": 7.01194441, "model_id": "2026-08-03-5", "reason": "信号超过风险与费用门槛", "entry_date": "2026-08-14", "exit_date": "2026-08-20", "exit_idx": 1121, "status": "scored", "entry": 3235.0, "exit": 3291.0, "move": 56.0, "cost": 4.6526, "risk_scale": 35.05972207275492, "daily_closes": [ [ "2026-08-14", 3260.0 ], [ "2026-08-17", 3271.0 ], [ "2026-08-18", 3281.0 ], [ "2026-08-19", 3286.0 ], [ "2026-08-20", 3291.0 ] ], "v1_signal": 1, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-08-13", "code": "HC2610", "close": 3233.0, "vol": 0.004849732250351366, "momentum": -1, "raw_contracts": [ "I2701", "J2701" ], "raw_cost_change": 32.19512195, "lookback_start": "2026-05-20", "regime": "趋势较强", "horizon": 10, "signal": 1, "ready": true, "score": 0.32757689, "predicted_change": 16.24189579, "threshold": 9.91638689, "model_id": "2026-08-03-10", "reason": "信号超过风险与费用门槛", "entry_date": "2026-08-14", "exit_date": "2026-08-27", "exit_idx": 1126, "status": "scored", "entry": 3235.0, "exit": 3342.0, "move": 107.0, "cost": 4.6577, "risk_scale": 49.58193444832137, "daily_closes": [ [ "2026-08-14", 3260.0 ], [ "2026-08-17", 3271.0 ], [ "2026-08-18", 3281.0 ], [ "2026-08-19", 3286.0 ], [ "2026-08-20", 3291.0 ], [ "2026-08-21", 3295.0 ], [ "2026-08-24", 3340.0 ], [ "2026-08-25", 3343.0 ], [ "2026-08-26", 3342.0 ], [ "2026-08-27", 3342.0 ] ], "v1_signal": 1, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-08-13", "code": "HC2610", "close": 3233.0, "vol": 0.004849732250351366, "momentum": -1, "raw_contracts": [ "I2701", "J2701" ], "raw_cost_change": 32.19512195, "lookback_start": "2026-05-20", "regime": "趋势较强", "horizon": 20, "signal": 1, "ready": true, "score": 0.34386174, "predicted_change": 24.11139375, "threshold": 14.02388883, "model_id": "2026-08-03-20", "reason": "信号超过风险与费用门槛", "entry_date": "2026-08-14", "exit_date": "2026-09-10", "exit_idx": 1136, "status": "scored", "entry": 3235.0, "exit": 3355.0, "move": 120.0, "cost": 4.659, "risk_scale": 70.11944414550985, "daily_closes": [ [ "2026-08-14", 3260.0 ], [ "2026-08-17", 3271.0 ], [ "2026-08-18", 3281.0 ], [ "2026-08-19", 3286.0 ], [ "2026-08-20", 3291.0 ], [ "2026-08-21", 3295.0 ], [ "2026-08-24", 3340.0 ], [ "2026-08-25", 3343.0 ], [ "2026-08-26", 3342.0 ], [ "2026-08-27", 3342.0 ], [ "2026-08-28", 3371.0 ], [ "2026-08-31", 3412.0 ], [ "2026-09-01", 3380.0 ], [ "2026-09-02", 3359.0 ], [ "2026-09-03", 3360.0 ], [ "2026-09-04", 3372.0 ], [ "2026-09-07", 3358.0 ], [ "2026-09-08", 3384.0 ], [ "2026-09-09", 3378.0 ], [ "2026-09-10", 3355.0 ] ], "v1_signal": 1, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-08-14", "code": "HC2610", "close": 3260.0, "vol": 0.00531211726384333, "momentum": 1, "raw_contracts": [ "I2701", "J2701" ], "raw_cost_change": 110.43902439, "lookback_start": "2026-05-21", "regime": "震荡或弱趋势", "horizon": 5, "signal": 0, "ready": true, "score": 0.12401142, "predicted_change": 4.80210827, "threshold": 7.74462246, "model_id": "2026-08-03-5", "reason": "信号不足，保持观望", "entry_date": "2026-08-17", "exit_date": "2026-08-21", "exit_idx": 1122, "status": "scored", "entry": 3260.0, "exit": 3295.0, "move": 35.0, "cost": 4.6555, "risk_scale": 38.72311229887662, "daily_closes": [ [ "2026-08-17", 3271.0 ], [ "2026-08-18", 3281.0 ], [ "2026-08-19", 3286.0 ], [ "2026-08-20", 3291.0 ], [ "2026-08-21", 3295.0 ] ], "v1_signal": 0, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-08-14", "code": "HC2610", "close": 3260.0, "vol": 0.00531211726384333, "momentum": 1, "raw_contracts": [ "I2701", "J2701" ], "raw_cost_change": 110.43902439, "lookback_start": "2026-05-21", "regime": "震荡或弱趋势", "horizon": 10, "signal": 0, "ready": true, "score": 0.1047042, "predicted_change": 5.73388988, "threshold": 10.95255012, "model_id": "2026-08-03-10", "reason": "信号不足，保持观望", "entry_date": "2026-08-17", "exit_date": "2026-08-28", "exit_idx": 1127, "status": "scored", "entry": 3260.0, "exit": 3371.0, "move": 111.0, "cost": 4.6631, "risk_scale": 54.762750590367716, "daily_closes": [ [ "2026-08-17", 3271.0 ], [ "2026-08-18", 3281.0 ], [ "2026-08-19", 3286.0 ], [ "2026-08-20", 3291.0 ], [ "2026-08-21", 3295.0 ], [ "2026-08-24", 3340.0 ], [ "2026-08-25", 3343.0 ], [ "2026-08-26", 3342.0 ], [ "2026-08-27", 3342.0 ], [ "2026-08-28", 3371.0 ] ], "v1_signal": 0, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-08-14", "code": "HC2610", "close": 3260.0, "vol": 0.00531211726384333, "momentum": 1, "raw_contracts": [ "I2701", "J2701" ], "raw_cost_change": 110.43902439, "lookback_start": "2026-05-21", "regime": "震荡或弱趋势", "horizon": 20, "signal": 0, "ready": true, "score": 0.09639783, "predicted_change": 7.46564784, "threshold": 15.48924492, "model_id": "2026-08-03-20", "reason": "信号不足，保持观望", "entry_date": "2026-08-17", "exit_date": "2026-09-11", "exit_idx": 1137, "status": "scored", "entry": 3260.0, "exit": 3319.0, "move": 59.0, "cost": 4.6579, "risk_scale": 77.44622459775324, "daily_closes": [ [ "2026-08-17", 3271.0 ], [ "2026-08-18", 3281.0 ], [ "2026-08-19", 3286.0 ], [ "2026-08-20", 3291.0 ], [ "2026-08-21", 3295.0 ], [ "2026-08-24", 3340.0 ], [ "2026-08-25", 3343.0 ], [ "2026-08-26", 3342.0 ], [ "2026-08-27", 3342.0 ], [ "2026-08-28", 3371.0 ], [ "2026-08-31", 3412.0 ], [ "2026-09-01", 3380.0 ], [ "2026-09-02", 3359.0 ], [ "2026-09-03", 3360.0 ], [ "2026-09-04", 3372.0 ], [ "2026-09-07", 3358.0 ], [ "2026-09-08", 3384.0 ], [ "2026-09-09", 3378.0 ], [ "2026-09-10", 3355.0 ], [ "2026-09-11", 3319.0 ] ], "v1_signal": 0, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-08-17", "code": "HC2610", "close": 3271.0, "vol": 0.0052470833486951765, "momentum": 1, "raw_contracts": [ "I2701", "J2701" ], "raw_cost_change": 149.30081301, "lookback_start": "2026-05-22", "regime": "震荡或弱趋势", "horizon": 5, "signal": 0, "ready": true, "score": 0.07354242, "predicted_change": 2.82241871, "threshold": 7.67562069, "model_id": "2026-08-03-5", "reason": "信号不足，保持观望", "entry_date": "2026-08-18", "exit_date": "2026-08-24", "exit_idx": 1123, "status": "scored", "entry": 3271.0, "exit": 3340.0, "move": 69.0, "cost": 4.6611, "risk_scale": 38.378103452768435, "daily_closes": [ [ "2026-08-18", 3281.0 ], [ "2026-08-19", 3286.0 ], [ "2026-08-20", 3291.0 ], [ "2026-08-21", 3295.0 ], [ "2026-08-24", 3340.0 ] ], "v1_signal": 0, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-08-17", "code": "HC2610", "close": 3271.0, "vol": 0.0052470833486951765, "momentum": 1, "raw_contracts": [ "I2701", "J2701" ], "raw_cost_change": 149.30081301, "lookback_start": "2026-05-22", "regime": "震荡或弱趋势", "horizon": 10, "signal": 0, "ready": true, "score": 0.08549197, "predicted_change": 4.64006266, "threshold": 10.85496688, "model_id": "2026-08-03-10", "reason": "信号不足，保持观望", "entry_date": "2026-08-18", "exit_date": "2026-08-31", "exit_idx": 1128, "status": "scored", "entry": 3271.0, "exit": 3412.0, "move": 141.0, "cost": 4.6683, "risk_scale": 54.274834401062826, "daily_closes": [ [ "2026-08-18", 3281.0 ], [ "2026-08-19", 3286.0 ], [ "2026-08-20", 3291.0 ], [ "2026-08-21", 3295.0 ], [ "2026-08-24", 3340.0 ], [ "2026-08-25", 3343.0 ], [ "2026-08-26", 3342.0 ], [ "2026-08-27", 3342.0 ], [ "2026-08-28", 3371.0 ], [ "2026-08-31", 3412.0 ] ], "v1_signal": 0, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-08-17", "code": "HC2610", "close": 3271.0, "vol": 0.0052470833486951765, "momentum": 1, "raw_contracts": [ "I2701", "J2701" ], "raw_cost_change": 149.30081301, "lookback_start": "2026-05-22", "regime": "震荡或弱趋势", "horizon": 20, "signal": 0, "ready": true, "score": 0.08556031, "predicted_change": 6.5672851, "threshold": 15.35124138, "model_id": "2026-08-03-20", "reason": "信号不足，保持观望", "entry_date": "2026-08-18", "exit_date": "2026-09-14", "exit_idx": 1138, "status": "scored", "entry": 3271.0, "exit": 3306.0, "move": 35.0, "cost": 4.6577, "risk_scale": 76.75620690553687, "daily_closes": [ [ "2026-08-18", 3281.0 ], [ "2026-08-19", 3286.0 ], [ "2026-08-20", 3291.0 ], [ "2026-08-21", 3295.0 ], [ "2026-08-24", 3340.0 ], [ "2026-08-25", 3343.0 ], [ "2026-08-26", 3342.0 ], [ "2026-08-27", 3342.0 ], [ "2026-08-28", 3371.0 ], [ "2026-08-31", 3412.0 ], [ "2026-09-01", 3380.0 ], [ "2026-09-02", 3359.0 ], [ "2026-09-03", 3360.0 ], [ "2026-09-04", 3372.0 ], [ "2026-09-07", 3358.0 ], [ "2026-09-08", 3384.0 ], [ "2026-09-09", 3378.0 ], [ "2026-09-10", 3355.0 ], [ "2026-09-11", 3319.0 ], [ "2026-09-14", 3306.0 ] ], "v1_signal": 0, "v1_code": "HC2610", "v1_matched": true }, { "signal_date": "2026-08-18", "code": "HC2701", "close": 3294.0, "vol": 0.004813908447590996, "momentum": 1, "raw_contracts": [ "I2701", "J2701" ], "raw_cost_change": 159.3495935, "lookback_start": "2026-05-25", "regime": "震荡或弱趋势", "horizon": 5, "signal": 1, "ready": true, "score": 0.20447004, "predicted_change": 7.24996837, "threshold": 7.09147244, "model_id": "2026-08-03-5", "reason": "信号超过风险与费用门槛", "entry_date": "2026-08-19", "exit_date": "2026-08-25", "exit_idx": 1124, "status": "scored", "entry": 3287.0, "exit": 3349.0, "move": 62.0, "cost": 4.6636, "risk_scale": 35.45736217754639, "daily_closes": [ [ "2026-08-19", 3300.0 ], [ "2026-08-20", 3304.0 ], [ "2026-08-21", 3312.0 ], [ "2026-08-24", 3348.0 ], [ "2026-08-25", 3349.0 ] ], "v1_signal": 0, "v1_code": "HC2701", "v1_matched": true }, { "signal_date": "2026-08-18", "code": "HC2701", "close": 3294.0, "vol": 0.004813908447590996, "momentum": 1, "raw_contracts": [ "I2701", "J2701" ], "raw_cost_change": 159.3495935, "lookback_start": "2026-05-25", "regime": "震荡或弱趋势", "horizon": 10, "signal": 1, "ready": true, "score": 0.24569681, "predicted_change": 12.32029015, "threshold": 10.0288565, "model_id": "2026-08-03-10", "reason": "信号超过风险与费用门槛", "entry_date": "2026-08-19", "exit_date": "2026-09-01", "exit_idx": 1129, "status": "scored", "entry": 3287.0, "exit": 3388.0, "move": 101.0, "cost": 4.6675, "risk_scale": 50.14428247746093, "daily_closes": [ [ "2026-08-19", 3300.0 ], [ "2026-08-20", 3304.0 ], [ "2026-08-21", 3312.0 ], [ "2026-08-24", 3348.0 ], [ "2026-08-25", 3349.0 ], [ "2026-08-26", 3347.0 ], [ "2026-08-27", 3346.0 ], [ "2026-08-28", 3373.0 ], [ "2026-08-31", 3411.0 ], [ "2026-09-01", 3388.0 ] ], "v1_signal": 0, "v1_code": "HC2701", "v1_matched": true }, { "signal_date": "2026-08-18", "code": "HC2701", "close": 3294.0, "vol": 0.004813908447590996, "momentum": 1, "raw_contracts": [ "I2701", "J2701" ], "raw_cost_change": 159.3495935, "lookback_start": "2026-05-25", "regime": "震荡或弱趋势", "horizon": 20, "signal": 1, "ready": true, "score": 0.51005489, "predicted_change": 36.17040166, "threshold": 14.18294487, "model_id": "2026-08-03-20", "reason": "信号超过风险与费用门槛", "entry_date": "2026-08-19", "exit_date": "2026-09-15", "exit_idx": 1139, "status": "scored", "entry": 3287.0, "exit": 3309.0, "move": 22.0, "cost": 4.6596, "risk_scale": 70.91472435509279, "daily_closes": [ [ "2026-08-19", 3300.0 ], [ "2026-08-20", 3304.0 ], [ "2026-08-21", 3312.0 ], [ "2026-08-24", 3348.0 ], [ "2026-08-25", 3349.0 ], [ "2026-08-26", 3347.0 ], [ "2026-08-27", 3346.0 ], [ "2026-08-28", 3373.0 ], [ "2026-08-31", 3411.0 ], [ "2026-09-01", 3388.0 ], [ "2026-09-02", 3365.0 ], [ "2026-09-03", 3368.0 ], [ "2026-09-04", 3381.0 ], [ "2026-09-07", 3366.0 ], [ "2026-09-08", 3395.0 ], [ "2026-09-09", 3385.0 ], [ "2026-09-10", 3365.0 ], [ "2026-09-11", 3325.0 ], [ "2026-09-14", 3310.0 ], [ "2026-09-15", 3309.0 ] ], "v1_signal": 0, "v1_code": "HC2701", "v1_matched": true }, { "signal_date": "2026-08-19", "code": "HC2701", "close": 3300.0, "vol": 0.004779088102679254, "momentum": 1, "raw_contracts": [ "I2701", "J2701" ], "raw_cost_change": 152.42276423, "lookback_start": "2026-05-26", "regime": "震荡或弱趋势", "horizon": 5, "signal": 0, "ready": true, "score": -0.00336387, "predicted_change": -0.11862676, "threshold": 7.05300147, "model_id": "2026-08-03-5", "reason": "信号不足，保持观望", "entry_date": "2026-08-20", "exit_date": "2026-08-26", "exit_idx": 1125, "status": "scored", "entry": 3300.0, "exit": 3347.0, "move": 47.0, "cost": 4.6647, "risk_scale": 35.265007364569314, "daily_closes": [ [ "2026-08-20", 3304.0 ], [ "2026-08-21", 3312.0 ], [ "2026-08-24", 3348.0 ], [ "2026-08-25", 3349.0 ], [ "2026-08-26", 3347.0 ] ], "v1_signal": 0, "v1_code": "HC2701", "v1_matched": true }, { "signal_date": "2026-08-19", "code": "HC2701", "close": 3300.0, "vol": 0.004779088102679254, "momentum": 1, "raw_contracts": [ "I2701", "J2701" ], "raw_cost_change": 152.42276423, "lookback_start": "2026-05-26", "regime": "震荡或弱趋势", "horizon": 10, "signal": 0, "ready": true, "score": -0.00020818, "predicted_change": -0.01038219, "threshold": 9.97445034, "model_id": "2026-08-03-10", "reason": "信号不足，保持观望", "entry_date": "2026-08-20", "exit_date": "2026-09-02", "exit_idx": 1130, "status": "scored", "entry": 3300.0, "exit": 3365.0, "move": 65.0, "cost": 4.6665, "risk_scale": 49.872251692161, "daily_closes": [ [ "2026-08-20", 3304.0 ], [ "2026-08-21", 3312.0 ], [ "2026-08-24", 3348.0 ], [ "2026-08-25", 3349.0 ], [ "2026-08-26", 3347.0 ], [ "2026-08-27", 3346.0 ], [ "2026-08-28", 3373.0 ], [ "2026-08-31", 3411.0 ], [ "2026-09-01", 3388.0 ], [ "2026-09-02", 3365.0 ] ], "v1_signal": 0, "v1_code": "HC2701", "v1_matched": true }, { "signal_date": "2026-08-19", "code": "HC2701", "close": 3300.0, "vol": 0.004779088102679254, "momentum": 1, "raw_contracts": [ "I2701", "J2701" ], "raw_cost_change": 152.42276423, "lookback_start": "2026-05-26", "regime": "震荡或弱趋势", "horizon": 20, "signal": 1, "ready": true, "score": 0.20006839, "predicted_change": 14.11082616, "threshold": 14.10600295, "model_id": "2026-08-03-20", "reason": "信号超过风险与费用门槛", "entry_date": "2026-08-20", "exit_date": "2026-09-16", "exit_idx": 1140, "status": "scored", "entry": 3300.0, "exit": 3323.0, "move": 23.0, "cost": 4.6623, "risk_scale": 70.53001472913863, "daily_closes": [ [ "2026-08-20", 3304.0 ], [ "2026-08-21", 3312.0 ], [ "2026-08-24", 3348.0 ], [ "2026-08-25", 3349.0 ], [ "2026-08-26", 3347.0 ], [ "2026-08-27", 3346.0 ], [ "2026-08-28", 3373.0 ], [ "2026-08-31", 3411.0 ], [ "2026-09-01", 3388.0 ], [ "2026-09-02", 3365.0 ], [ "2026-09-03", 3368.0 ], [ "2026-09-04", 3381.0 ], [ "2026-09-07", 3366.0 ], [ "2026-09-08", 3395.0 ], [ "2026-09-09", 3385.0 ], [ "2026-09-10", 3365.0 ], [ "2026-09-11", 3325.0 ], [ "2026-09-14", 3310.0 ], [ "2026-09-15", 3309.0 ], [ "2026-09-16", 3323.0 ] ], "v1_signal": 0, "v1_code": "HC2701", "v1_matched": true }, { "signal_date": "2026-08-20", "code": "HC2701", "close": 3304.0, "vol": 0.004762116848979648, "momentum": 1, "raw_contracts": [ "I2701", "J2701" ], "raw_cost_change": 103.31707317, "lookback_start": "2026-05-27", "regime": "震荡或弱趋势", "horizon": 5, "signal": 0, "ready": true, "score": -0.03694421, "predicted_change": -1.29978477, "threshold": 7.03647395, "model_id": "2026-08-03-5", "reason": "信号不足，保持观望", "entry_date": "2026-08-21", "exit_date": "2026-08-27", "exit_idx": 1126, "status": "scored", "entry": 3303.0, "exit": 3346.0, "move": 43.0, "cost": 4.6649, "risk_scale": 35.182369738645924, "daily_closes": [ [ "2026-08-21", 3312.0 ], [ "2026-08-24", 3348.0 ], [ "2026-08-25", 3349.0 ], [ "2026-08-26", 3347.0 ], [ "2026-08-27", 3346.0 ] ], "v1_signal": 0, "v1_code": "HC2701", "v1_matched": true }, { "signal_date": "2026-08-20", "code": "HC2701", "close": 3304.0, "vol": 0.004762116848979648, "momentum": 1, "raw_contracts": [ "I2701", "J2701" ], "raw_cost_change": 103.31707317, "lookback_start": "2026-05-27", "regime": "震荡或弱趋势", "horizon": 10, "signal": 0, "ready": true, "score": -0.0048275, "predicted_change": -0.24019409, "threshold": 9.95107689, "model_id": "2026-08-03-10", "reason": "信号不足，保持观望", "entry_date": "2026-08-21", "exit_date": "2026-09-03", "exit_idx": 1131, "status": "scored", "entry": 3303.0, "exit": 3368.0, "move": 65.0, "cost": 4.6671, "risk_scale": 49.75538444081783, "daily_closes": [ [ "2026-08-21", 3312.0 ], [ "2026-08-24", 3348.0 ], [ "2026-08-25", 3349.0 ], [ "2026-08-26", 3347.0 ], [ "2026-08-27", 3346.0 ], [ "2026-08-28", 3373.0 ], [ "2026-08-31", 3411.0 ], [ "2026-09-01", 3388.0 ], [ "2026-09-02", 3365.0 ], [ "2026-09-03", 3368.0 ] ], "v1_signal": 0, "v1_code": "HC2701", "v1_matched": true }, { "signal_date": "2026-08-20", "code": "HC2701", "close": 3304.0, "vol": 0.004762116848979648, "momentum": 1, "raw_contracts": [ "I2701", "J2701" ], "raw_cost_change": 103.31707317, "lookback_start": "2026-05-27", "regime": "震荡或弱趋势", "horizon": 20, "signal": 0, "ready": true, "score": 0.17610951, "predicted_change": 12.39189981, "threshold": 14.0729479, "model_id": "2026-08-03-20", "reason": "信号不足，保持观望", "entry_date": "2026-08-21", "exit_date": "2026-09-17", "exit_idx": 1141, "status": "scored", "entry": 3303.0, "exit": 3317.0, "move": 14.0, "cost": 4.662, "risk_scale": 70.36473947729185, "daily_closes": [ [ "2026-08-21", 3312.0 ], [ "2026-08-24", 3348.0 ], [ "2026-08-25", 3349.0 ], [ "2026-08-26", 3347.0 ], [ "2026-08-27", 3346.0 ], [ "2026-08-28", 3373.0 ], [ "2026-08-31", 3411.0 ], [ "2026-09-01", 3388.0 ], [ "2026-09-02", 3365.0 ], [ "2026-09-03", 3368.0 ], [ "2026-09-04", 3381.0 ], [ "2026-09-07", 3366.0 ], [ "2026-09-08", 3395.0 ], [ "2026-09-09", 3385.0 ], [ "2026-09-10", 3365.0 ], [ "2026-09-11", 3325.0 ], [ "2026-09-14", 3310.0 ], [ "2026-09-15", 3309.0 ], [ "2026-09-16", 3323.0 ], [ "2026-09-17", 3317.0 ] ], "v1_signal": 0, "v1_code": "HC2701", "v1_matched": true }, { "signal_date": "2026-08-21", "code": "HC2701", "close": 3312.0, "vol": 0.004791535825765436, "momentum": 1, "raw_contracts": [ "I2701", "J2701" ], "raw_cost_change": 124.09756098, "lookback_start": "2026-05-28", "regime": "震荡或弱趋势", "horizon": 5, "signal": 0, "ready": true, "score": -0.027998, "predicted_change": -0.99352108, "threshold": 7.09708596, "model_id": "2026-08-03-5", "reason": "信号不足，保持观望", "entry_date": "2026-08-24", "exit_date": "2026-08-28", "exit_idx": 1127, "status": "scored", "entry": 3312.0, "exit": 3373.0, "move": 61.0, "cost": 4.6685, "risk_scale": 35.48542981389888, "daily_closes": [ [ "2026-08-24", 3348.0 ], [ "2026-08-25", 3349.0 ], [ "2026-08-26", 3347.0 ], [ "2026-08-27", 3346.0 ], [ "2026-08-28", 3373.0 ] ], "v1_signal": 0, "v1_code": "HC2701", "v1_matched": true }, { "signal_date": "2026-08-21", "code": "HC2701", "close": 3312.0, "vol": 0.004791535825765436, "momentum": 1, "raw_contracts": [ "I2701", "J2701" ], "raw_cost_change": 124.09756098, "lookback_start": "2026-05-28", "regime": "震荡或弱趋势", "horizon": 10, "signal": 0, "ready": true, "score": 1.767e-05, "predicted_change": 0.00088695, "threshold": 10.03679522, "model_id": "2026-08-03-10", "reason": "信号不足，保持观望", "entry_date": "2026-08-24", "exit_date": "2026-09-04", "exit_idx": 1132, "status": "scored", "entry": 3312.0, "exit": 3381.0, "move": 69.0, "cost": 4.6693, "risk_scale": 50.18397610945438, "daily_closes": [ [ "2026-08-24", 3348.0 ], [ "2026-08-25", 3349.0 ], [ "2026-08-26", 3347.0 ], [ "2026-08-27", 3346.0 ], [ "2026-08-28", 3373.0 ], [ "2026-08-31", 3411.0 ], [ "2026-09-01", 3388.0 ], [ "2026-09-02", 3365.0 ], [ "2026-09-03", 3368.0 ], [ "2026-09-04", 3381.0 ] ], "v1_signal": 0, "v1_code": "HC2701", "v1_matched": true }, { "signal_date": "2026-08-21", "code": "HC2701", "close": 3312.0, "vol": 0.004791535825765436, "momentum": 1, "raw_contracts": [ "I2701", "J2701" ], "raw_cost_change": 124.09756098, "lookback_start": "2026-05-28", "regime": "震荡或弱趋势", "horizon": 20, "signal": 1, "ready": true, "score": 0.26880611, "predicted_change": 19.07740091, "threshold": 14.19417193, "model_id": "2026-08-03-20", "reason": "信号超过风险与费用门槛", "entry_date": "2026-08-24", "exit_date": "2026-09-18", "exit_idx": 1142, "status": "scored", "entry": 3312.0, "exit": 3290.0, "move": -22.0, "cost": 4.6602, "risk_scale": 70.97085962779776, "daily_closes": [ [ "2026-08-24", 3348.0 ], [ "2026-08-25", 3349.0 ], [ "2026-08-26", 3347.0 ], [ "2026-08-27", 3346.0 ], [ "2026-08-28", 3373.0 ], [ "2026-08-31", 3411.0 ], [ "2026-09-01", 3388.0 ], [ "2026-09-02", 3365.0 ], [ "2026-09-03", 3368.0 ], [ "2026-09-04", 3381.0 ], [ "2026-09-07", 3366.0 ], [ "2026-09-08", 3395.0 ], [ "2026-09-09", 3385.0 ], [ "2026-09-10", 3365.0 ], [ "2026-09-11", 3325.0 ], [ "2026-09-14", 3310.0 ], [ "2026-09-15", 3309.0 ], [ "2026-09-16", 3323.0 ], [ "2026-09-17", 3317.0 ], [ "2026-09-18", 3290.0 ] ], "v1_signal": 0, "v1_code": "HC2701", "v1_matched": true }, { "signal_date": "2026-08-24", "code": "HC2701", "close": 3348.0, "vol": 0.005356411841766073, "momentum": 1, "raw_contracts": [ "I2701", "J2701" ], "raw_cost_change": 171.54471545, "lookback_start": "2026-05-29", "regime": "震荡或弱趋势", "horizon": 5, "signal": 0, "ready": true, "score": 0.00816694, "predicted_change": 0.32749444, "threshold": 8.02000075, "model_id": "2026-08-03-5", "reason": "信号不足，保持观望", "entry_date": "2026-08-25", "exit_date": "2026-08-31", "exit_idx": 1128, "status": "scored", "entry": 3350.0, "exit": 3411.0, "move": 61.0, "cost": 4.6761, "risk_scale": 40.100003726819835, "daily_closes": [ [ "2026-08-25", 3349.0 ], [ "2026-08-26", 3347.0 ], [ "2026-08-27", 3346.0 ], [ "2026-08-28", 3373.0 ], [ "2026-08-31", 3411.0 ] ], "v1_signal": 0, "v1_code": "HC2701", "v1_matched": true }, { "signal_date": "2026-08-24", "code": "HC2701", "close": 3348.0, "vol": 0.005356411841766073, "momentum": 1, "raw_contracts": [ "I2701", "J2701" ], "raw_cost_change": 171.54471545, "lookback_start": "2026-05-29", "regime": "震荡或弱趋势", "horizon": 10, "signal": 0, "ready": true, "score": -0.03180969, "predicted_change": -1.80392627, "threshold": 11.34199382, "model_id": "2026-08-03-10", "reason": "信号不足，保持观望", "entry_date": "2026-08-25", "exit_date": "2026-09-07", "exit_idx": 1133, "status": "scored", "entry": 3350.0, "exit": 3366.0, "move": 16.0, "cost": 4.6716, "risk_scale": 56.70996912168027, "daily_closes": [ [ "2026-08-25", 3349.0 ], [ "2026-08-26", 3347.0 ], [ "2026-08-27", 3346.0 ], [ "2026-08-28", 3373.0 ], [ "2026-08-31", 3411.0 ], [ "2026-09-01", 3388.0 ], [ "2026-09-02", 3365.0 ], [ "2026-09-03", 3368.0 ], [ "2026-09-04", 3381.0 ], [ "2026-09-07", 3366.0 ] ], "v1_signal": 0, "v1_code": "HC2701", "v1_matched": true }, { "signal_date": "2026-08-24", "code": "HC2701", "close": 3348.0, "vol": 0.005356411841766073, "momentum": 1, "raw_contracts": [ "I2701", "J2701" ], "raw_cost_change": 171.54471545, "lookback_start": "2026-05-29", "regime": "震荡或弱趋势", "horizon": 20, "signal": 1, "ready": true, "score": 0.26172772, "predicted_change": 20.99056505, "threshold": 16.04000149, "model_id": "2026-08-03-20", "reason": "信号超过风险与费用门槛", "entry_date": "2026-08-25", "exit_date": "2026-09-21", "exit_idx": 1143, "status": "scored", "entry": 3350.0, "exit": 3308.0, "move": -42.0, "cost": 4.6658, "risk_scale": 80.20000745363967, "daily_closes": [ [ "2026-08-25", 3349.0 ], [ "2026-08-26", 3347.0 ], [ "2026-08-27", 3346.0 ], [ "2026-08-28", 3373.0 ], [ "2026-08-31", 3411.0 ], [ "2026-09-01", 3388.0 ], [ "2026-09-02", 3365.0 ], [ "2026-09-03", 3368.0 ], [ "2026-09-04", 3381.0 ], [ "2026-09-07", 3366.0 ], [ "2026-09-08", 3395.0 ], [ "2026-09-09", 3385.0 ], [ "2026-09-10", 3365.0 ], [ "2026-09-11", 3325.0 ], [ "2026-09-14", 3310.0 ], [ "2026-09-15", 3309.0 ], [ "2026-09-16", 3323.0 ], [ "2026-09-17", 3317.0 ], [ "2026-09-18", 3290.0 ], [ "2026-09-21", 3308.0 ] ], "v1_signal": 0, "v1_code": "HC2701", "v1_matched": true }, { "signal_date": "2026-08-25", "code": "HC2701", "close": 3349.0, "vol": 0.0051879312456069165, "momentum": 1, "raw_contracts": [ "I2701", "J2701" ], "raw_cost_change": 128.68292683, "lookback_start": "2026-06-01", "regime": "震荡或弱趋势", "horizon": 5, "signal": 0, "ready": true, "score": 0.10120209, "predicted_change": 3.93173145, "threshold": 7.77005973, "model_id": "2026-08-03-5", "reason": "信号不足，保持观望", "entry_date": "2026-08-26", "exit_date": "2026-09-01", "exit_idx": 1129, "status": "scored", "entry": 3345.0, "exit": 3388.0, "move": 43.0, "cost": 4.6733, "risk_scale": 38.85029864110918, "daily_closes": [ [ "2026-08-26", 3347.0 ], [ "2026-08-27", 3346.0 ], [ "2026-08-28", 3373.0 ], [ "2026-08-31", 3411.0 ], [ "2026-09-01", 3388.0 ] ], "v1_signal": 0, "v1_code": "HC2701", "v1_matched": true }, { "signal_date": "2026-08-25", "code": "HC2701", "close": 3349.0, "vol": 0.0051879312456069165, "momentum": 1, "raw_contracts": [ "I2701", "J2701" ], "raw_cost_change": 128.68292683, "lookback_start": "2026-06-01", "regime": "震荡或弱趋势", "horizon": 10, "signal": 0, "ready": true, "score": 0.11210593, "predicted_change": 6.15939324, "threshold": 10.98852385, "model_id": "2026-08-03-10", "reason": "信号不足，保持观望", "entry_date": "2026-08-26", "exit_date": "2026-09-08", "exit_idx": 1134, "status": "scored", "entry": 3345.0, "exit": 3395.0, "move": 50.0, "cost": 4.674, "risk_scale": 54.94261924050163, "daily_closes": [ [ "2026-08-26", 3347.0 ], [ "2026-08-27", 3346.0 ], [ "2026-08-28", 3373.0 ], [ "2026-08-31", 3411.0 ], [ "2026-09-01", 3388.0 ], [ "2026-09-02", 3365.0 ], [ "2026-09-03", 3368.0 ], [ "2026-09-04", 3381.0 ], [ "2026-09-07", 3366.0 ], [ "2026-09-08", 3395.0 ] ], "v1_signal": 0, "v1_code": "HC2701", "v1_matched": true }, { "signal_date": "2026-08-25", "code": "HC2701", "close": 3349.0, "vol": 0.0051879312456069165, "momentum": 1, "raw_contracts": [ "I2701", "J2701" ], "raw_cost_change": 128.68292683, "lookback_start": "2026-06-01", "regime": "震荡或弱趋势", "horizon": 20, "signal": 1, "ready": true, "score": 0.47714856, "predicted_change": 37.07472824, "threshold": 15.54011946, "model_id": "2026-08-03-20", "reason": "信号超过风险与费用门槛", "entry_date": "2026-08-26", "exit_date": "2026-09-22", "exit_idx": 1144, "status": "scored", "entry": 3345.0, "exit": 3299.0, "move": -46.0, "cost": 4.6644, "risk_scale": 77.70059728221835, "daily_closes": [ [ "2026-08-26", 3347.0 ], [ "2026-08-27", 3346.0 ], [ "2026-08-28", 3373.0 ], [ "2026-08-31", 3411.0 ], [ "2026-09-01", 3388.0 ], [ "2026-09-02", 3365.0 ], [ "2026-09-03", 3368.0 ], [ "2026-09-04", 3381.0 ], [ "2026-09-07", 3366.0 ], [ "2026-09-08", 3395.0 ], [ "2026-09-09", 3385.0 ], [ "2026-09-10", 3365.0 ], [ "2026-09-11", 3325.0 ], [ "2026-09-14", 3310.0 ], [ "2026-09-15", 3309.0 ], [ "2026-09-16", 3323.0 ], [ "2026-09-17", 3317.0 ], [ "2026-09-18", 3290.0 ], [ "2026-09-21", 3308.0 ], [ "2026-09-22", 3299.0 ] ], "v1_signal": 0, "v1_code": "HC2701", "v1_matched": true }, { "signal_date": "2026-08-26", "code": "HC2701", "close": 3347.0, "vol": 0.005194639992960076, "momentum": 1, "raw_contracts": [ "I2701", "J2701" ], "raw_cost_change": 119.44715447, "lookback_start": "2026-06-02", "regime": "震荡或弱趋势", "horizon": 5, "signal": 0, "ready": true, "score": 0.06745946, "predicted_change": 2.62264192, "threshold": 7.77546131, "model_id": "2026-08-03-5", "reason": "信号不足，保持观望", "entry_date": "2026-08-27", "exit_date": "2026-09-02", "exit_idx": 1130, "status": "scored", "entry": 3348.0, "exit": 3365.0, "move": 17.0, "cost": 4.6713000000000005, "risk_scale": 38.877306574278805, "daily_closes": [ [ "2026-08-27", 3346.0 ], [ "2026-08-28", 3373.0 ], [ "2026-08-31", 3411.0 ], [ "2026-09-01", 3388.0 ], [ "2026-09-02", 3365.0 ] ], "v1_signal": 0, "v1_code": "HC2701", "v1_matched": true }, { "signal_date": "2026-08-26", "code": "HC2701", "close": 3347.0, "vol": 0.005194639992960076, "momentum": 1, "raw_contracts": [ "I2701", "J2701" ], "raw_cost_change": 119.44715447, "lookback_start": "2026-06-02", "regime": "震荡或弱趋势", "horizon": 10, "signal": 0, "ready": true, "score": 0.12357734, "predicted_change": 6.79438289, "threshold": 10.99616285, "model_id": "2026-08-03-10", "reason": "信号不足，保持观望", "entry_date": "2026-08-27", "exit_date": "2026-09-09", "exit_idx": 1135, "status": "scored", "entry": 3348.0, "exit": 3385.0, "move": 37.0, "cost": 4.6733, "risk_scale": 54.98081422588177, "daily_closes": [ [ "2026-08-27", 3346.0 ], [ "2026-08-28", 3373.0 ], [ "2026-08-31", 3411.0 ], [ "2026-09-01", 3388.0 ], [ "2026-09-02", 3365.0 ], [ "2026-09-03", 3368.0 ], [ "2026-09-04", 3381.0 ], [ "2026-09-07", 3366.0 ], [ "2026-09-08", 3395.0 ], [ "2026-09-09", 3385.0 ] ], "v1_signal": 0, "v1_code": "HC2701", "v1_matched": true }, { "signal_date": "2026-08-26", "code": "HC2701", "close": 3347.0, "vol": 0.005194639992960076, "momentum": 1, "raw_contracts": [ "I2701", "J2701" ], "raw_cost_change": 119.44715447, "lookback_start": "2026-06-02", "regime": "震荡或弱趋势", "horizon": 20, "signal": 1, "ready": true, "score": 0.48616462, "predicted_change": 37.80154225, "threshold": 15.55092263, "model_id": "2026-08-03-20", "reason": "信号超过风险与费用门槛", "entry_date": "2026-08-27", "exit_date": "2026-09-23", "exit_idx": 1145, "status": "scored", "entry": 3348.0, "exit": 3301.0, "move": -47.0, "cost": 4.6649, "risk_scale": 77.75461314855761, "daily_closes": [ [ "2026-08-27", 3346.0 ], [ "2026-08-28", 3373.0 ], [ "2026-08-31", 3411.0 ], [ "2026-09-01", 3388.0 ], [ "2026-09-02", 3365.0 ], [ "2026-09-03", 3368.0 ], [ "2026-09-04", 3381.0 ], [ "2026-09-07", 3366.0 ], [ "2026-09-08", 3395.0 ], [ "2026-09-09", 3385.0 ], [ "2026-09-10", 3365.0 ], [ "2026-09-11", 3325.0 ], [ "2026-09-14", 3310.0 ], [ "2026-09-15", 3309.0 ], [ "2026-09-16", 3323.0 ], [ "2026-09-17", 3317.0 ], [ "2026-09-18", 3290.0 ], [ "2026-09-21", 3308.0 ], [ "2026-09-22", 3299.0 ], [ "2026-09-23", 3301.0 ] ], "v1_signal": 0, "v1_code": "HC2701", "v1_matched": true }, { "signal_date": "2026-08-27", "code": "HC2701", "close": 3346.0, "vol": 0.004190292259526574, "momentum": 1, "raw_contracts": [ "I2701", "J2701" ], "raw_cost_change": 131.05691057, "lookback_start": "2026-06-03", "regime": "趋势较强", "horizon": 5, "signal": 1, "ready": true, "score": 0.4320708, "predicted_change": 13.54597184, "threshold": 7.0038, "model_id": "2026-08-03-5", "reason": "信号超过风险与费用门槛", "entry_date": "2026-08-28", "exit_date": "2026-09-03", "exit_idx": 1131, "status": "scored", "entry": 3347.0, "exit": 3368.0, "move": 21.0, "cost": 4.6715, "risk_scale": 31.351278318588673, "daily_closes": [ [ "2026-08-28", 3373.0 ], [ "2026-08-31", 3411.0 ], [ "2026-09-01", 3388.0 ], [ "2026-09-02", 3365.0 ], [ "2026-09-03", 3368.0 ] ], "v1_signal": 0, "v1_code": "HC2701", "v1_matched": true }, { "signal_date": "2026-08-27", "code": "HC2701", "close": 3346.0, "vol": 0.004190292259526574, "momentum": 1, "raw_contracts": [ "I2701", "J2701" ], "raw_cost_change": 131.05691057, "lookback_start": "2026-06-03", "regime": "趋势较强", "horizon": 10, "signal": 1, "ready": true, "score": 0.55624297, "predicted_change": 24.66236882, "threshold": 8.8674806, "model_id": "2026-08-03-10", "reason": "信号超过风险与费用门槛", "entry_date": "2026-08-28", "exit_date": "2026-09-10", "exit_idx": 1136, "status": "scored", "entry": 3347.0, "exit": 3365.0, "move": 18.0, "cost": 4.6712, "risk_scale": 44.33740299588167, "daily_closes": [ [ "2026-08-28", 3373.0 ], [ "2026-08-31", 3411.0 ], [ "2026-09-01", 3388.0 ], [ "2026-09-02", 3365.0 ], [ "2026-09-03", 3368.0 ], [ "2026-09-04", 3381.0 ], [ "2026-09-07", 3366.0 ], [ "2026-09-08", 3395.0 ], [ "2026-09-09", 3385.0 ], [ "2026-09-10", 3365.0 ] ], "v1_signal": 0, "v1_code": "HC2701", "v1_matched": true }, { "signal_date": "2026-08-27", "code": "HC2701", "close": 3346.0, "vol": 0.004190292259526574, "momentum": 1, "raw_contracts": [ "I2701", "J2701" ], "raw_cost_change": 131.05691057, "lookback_start": "2026-06-03", "regime": "趋势较强", "horizon": 20, "signal": 1, "ready": true, "score": 1.01158123, "predicted_change": 63.42872945, "threshold": 12.54051133, "model_id": "2026-08-03-20", "reason": "信号超过风险与费用门槛", "entry_date": "2026-08-28", "exit_date": "2026-09-24", "exit_idx": 1146, "status": "scored", "entry": 3347.0, "exit": 3298.0, "move": -49.0, "cost": 4.6645, "risk_scale": 62.702556637177345, "daily_closes": [ [ "2026-08-28", 3373.0 ], [ "2026-08-31", 3411.0 ], [ "2026-09-01", 3388.0 ], [ "2026-09-02", 3365.0 ], [ "2026-09-03", 3368.0 ], [ "2026-09-04", 3381.0 ], [ "2026-09-07", 3366.0 ], [ "2026-09-08", 3395.0 ], [ "2026-09-09", 3385.0 ], [ "2026-09-10", 3365.0 ], [ "2026-09-11", 3325.0 ], [ "2026-09-14", 3310.0 ], [ "2026-09-15", 3309.0 ], [ "2026-09-16", 3323.0 ], [ "2026-09-17", 3317.0 ], [ "2026-09-18", 3290.0 ], [ "2026-09-21", 3308.0 ], [ "2026-09-22", 3299.0 ], [ "2026-09-23", 3301.0 ], [ "2026-09-24", 3298.0 ] ], "v1_signal": 0, "v1_code": "HC2701", "v1_matched": true }, { "signal_date": "2026-08-28", "code": "HC2701", "close": 3373.0, "vol": 0.0038779775980009984, "momentum": 1, "raw_contracts": [ "I2701", "J2701" ], "raw_cost_change": 124.06504065, "lookback_start": "2026-06-04", "regime": "趋势较强", "horizon": 5, "signal": 1, "ready": true, "score": 0.65191459, "predicted_change": 19.06765731, "threshold": 7.0119, "model_id": "2026-08-03-5", "reason": "信号超过风险与费用门槛", "entry_date": "2026-08-31", "exit_date": "2026-09-04", "exit_idx": 1132, "status": "scored", "entry": 3373.0, "exit": 3381.0, "move": 8.0, "cost": 4.6754, "risk_scale": 29.2487048016379, "daily_closes": [ [ "2026-08-31", 3411.0 ], [ "2026-09-01", 3388.0 ], [ "2026-09-02", 3365.0 ], [ "2026-09-03", 3368.0 ], [ "2026-09-04", 3381.0 ] ], "v1_signal": 0, "v1_code": "HC2701", "v1_matched": true }, { "signal_date": "2026-08-28", "code": "HC2701", "close": 3373.0, "vol": 0.0038779775980009984, "momentum": 1, "raw_contracts": [ "I2701", "J2701" ], "raw_cost_change": 124.06504065, "lookback_start": "2026-06-04", "regime": "趋势较强", "horizon": 10, "signal": 1, "ready": true, "score": 0.78387579, "predicted_change": 32.42417151, "threshold": 8.272783, "model_id": "2026-08-03-10", "reason": "信号超过风险与费用门槛", "entry_date": "2026-08-31", "exit_date": "2026-09-11", "exit_idx": 1137, "status": "scored", "entry": 3373.0, "exit": 3325.0, "move": -48.0, "cost": 4.6698, "risk_scale": 41.36391501232338, "daily_closes": [ [ "2026-08-31", 3411.0 ], [ "2026-09-01", 3388.0 ], [ "2026-09-02", 3365.0 ], [ "2026-09-03", 3368.0 ], [ "2026-09-04", 3381.0 ], [ "2026-09-07", 3366.0 ], [ "2026-09-08", 3395.0 ], [ "2026-09-09", 3385.0 ], [ "2026-09-10", 3365.0 ], [ "2026-09-11", 3325.0 ] ], "v1_signal": 0, "v1_code": "HC2701", "v1_matched": true }, { "signal_date": "2026-08-28", "code": "HC2701", "close": 3373.0, "vol": 0.0038779775980009984, "momentum": 1, "raw_contracts": [ "I2701", "J2701" ], "raw_cost_change": 124.06504065, "lookback_start": "2026-06-04", "regime": "趋势较强", "horizon": 20, "signal": 1, "ready": true, "score": 1.28754318, "predicted_change": 75.31794099, "threshold": 11.69948192, "model_id": "2026-08-03-20", "reason": "信号超过风险与费用门槛", "entry_date": "2026-08-31", "exit_date": "2026-09-28", "exit_idx": 1147, "status": "scored", "entry": 3373.0, "exit": 3282.0, "move": -91.0, "cost": 4.6655, "risk_scale": 58.4974096032758, "daily_closes": [ [ "2026-08-31", 3411.0 ], [ "2026-09-01", 3388.0 ], [ "2026-09-02", 3365.0 ], [ "2026-09-03", 3368.0 ], [ "2026-09-04", 3381.0 ], [ "2026-09-07", 3366.0 ], [ "2026-09-08", 3395.0 ], [ "2026-09-09", 3385.0 ], [ "2026-09-10", 3365.0 ], [ "2026-09-11", 3325.0 ], [ "2026-09-14", 3310.0 ], [ "2026-09-15", 3309.0 ], [ "2026-09-16", 3323.0 ], [ "2026-09-17", 3317.0 ], [ "2026-09-18", 3290.0 ], [ "2026-09-21", 3308.0 ], [ "2026-09-22", 3299.0 ], [ "2026-09-23", 3301.0 ], [ "2026-09-24", 3298.0 ], [ "2026-09-28", 3282.0 ] ], "v1_signal": 0, "v1_code": "HC2701", "v1_matched": true }, { "signal_date": "2026-08-31", "code": "HC2701", "close": 3411.0, "vol": 0.003875866937125098, "momentum": 1, "raw_contracts": [ "I2701", "J2701" ], "raw_cost_change": 181.69105691, "lookback_start": "2026-06-05", "regime": "趋势较强", "horizon": 5, "signal": 1, "ready": true, "score": 0.84462848, "predicted_change": 24.96900867, "threshold": 7.0233, "model_id": "2026-08-03-5", "reason": "信号超过风险与费用门槛", "entry_date": "2026-09-01", "exit_date": "2026-09-07", "exit_idx": 1133, "status": "scored", "entry": 3405.0, "exit": 3366.0, "move": -39.0, "cost": 4.6771, "risk_scale": 29.56212032810383, "daily_closes": [ [ "2026-09-01", 3388.0 ], [ "2026-09-02", 3365.0 ], [ "2026-09-03", 3368.0 ], [ "2026-09-04", 3381.0 ], [ "2026-09-07", 3366.0 ] ], "v1_signal": 0, "v1_code": "HC2701", "v1_matched": true }, { "signal_date": "2026-08-31", "code": "HC2701", "close": 3411.0, "vol": 0.003875866937125098, "momentum": 1, "raw_contracts": [ "I2701", "J2701" ], "raw_cost_change": 181.69105691, "lookback_start": "2026-06-05", "regime": "趋势较强", "horizon": 10, "signal": 1, "ready": true, "score": 0.93072793, "predicted_change": 38.91108356, "threshold": 8.3614303, "model_id": "2026-08-03-10", "reason": "信号超过风险与费用门槛", "entry_date": "2026-09-01", "exit_date": "2026-09-14", "exit_idx": 1138, "status": "scored", "entry": 3405.0, "exit": 3310.0, "move": -95.0, "cost": 4.6715, "risk_scale": 41.80715150050981, "daily_closes": [ [ "2026-09-01", 3388.0 ], [ "2026-09-02", 3365.0 ], [ "2026-09-03", 3368.0 ], [ "2026-09-04", 3381.0 ], [ "2026-09-07", 3366.0 ], [ "2026-09-08", 3395.0 ], [ "2026-09-09", 3385.0 ], [ "2026-09-10", 3365.0 ], [ "2026-09-11", 3325.0 ], [ "2026-09-14", 3310.0 ] ], "v1_signal": 0, "v1_code": "HC2701", "v1_matched": true }, { "signal_date": "2026-08-31", "code": "HC2701", "close": 3411.0, "vol": 0.003875866937125098, "momentum": 1, "raw_contracts": [ "I2701", "J2701" ], "raw_cost_change": 181.69105691, "lookback_start": "2026-06-05", "regime": "趋势较强", "horizon": 20, "signal": 1, "ready": true, "score": 1.58314864, "predicted_change": 93.60246092, "threshold": 11.82484813, "model_id": "2026-08-03-20", "reason": "信号超过风险与费用门槛", "entry_date": "2026-09-01", "exit_date": "2026-09-29", "exit_idx": 1148, "status": "scored", "entry": 3405.0, "exit": 3276.0, "move": -129.0, "cost": 4.6681, "risk_scale": 59.12424065620766, "daily_closes": [ [ "2026-09-01", 3388.0 ], [ "2026-09-02", 3365.0 ], [ "2026-09-03", 3368.0 ], [ "2026-09-04", 3381.0 ], [ "2026-09-07", 3366.0 ], [ "2026-09-08", 3395.0 ], [ "2026-09-09", 3385.0 ], [ "2026-09-10", 3365.0 ], [ "2026-09-11", 3325.0 ], [ "2026-09-14", 3310.0 ], [ "2026-09-15", 3309.0 ], [ "2026-09-16", 3323.0 ], [ "2026-09-17", 3317.0 ], [ "2026-09-18", 3290.0 ], [ "2026-09-21", 3308.0 ], [ "2026-09-22", 3299.0 ], [ "2026-09-23", 3301.0 ], [ "2026-09-24", 3298.0 ], [ "2026-09-28", 3282.0 ], [ "2026-09-29", 3276.0 ] ], "v1_signal": 0, "v1_code": "HC2701", "v1_matched": true }, { "signal_date": "2026-09-01", "code": "HC2701", "close": 3388.0, "vol": 0.004445243632535221, "momentum": 1, "raw_contracts": [ "I2701", "J2701" ], "raw_cost_change": 138.40650407, "lookback_start": "2026-06-08", "regime": "趋势较强", "horizon": 5, "signal": 1, "ready": true, "score": 0.67947414, "predicted_change": 22.88215408, "threshold": 7.0164, "model_id": "2026-09-01-5", "reason": "信号超过风险与费用门槛", "entry_date": "2026-09-02", "exit_date": "2026-09-08", "exit_idx": 1134, "status": "scored", "entry": 3386.0, "exit": 3395.0, "move": 9.0, "cost": 4.6781, "risk_scale": 33.67626918898253, "daily_closes": [ [ "2026-09-02", 3365.0 ], [ "2026-09-03", 3368.0 ], [ "2026-09-04", 3381.0 ], [ "2026-09-07", 3366.0 ], [ "2026-09-08", 3395.0 ] ], "v1_signal": 0, "v1_code": "HC2701", "v1_matched": true }, { "signal_date": "2026-09-01", "code": "HC2701", "close": 3388.0, "vol": 0.004445243632535221, "momentum": 1, "raw_contracts": [ "I2701", "J2701" ], "raw_cost_change": 138.40650407, "lookback_start": "2026-06-08", "regime": "趋势较强", "horizon": 10, "signal": 1, "ready": true, "score": 0.77503712, "predicted_change": 36.91148122, "threshold": 9.52508732, "model_id": "2026-09-01-10", "reason": "信号超过风险与费用门槛", "entry_date": "2026-09-02", "exit_date": "2026-09-15", "exit_idx": 1139, "status": "scored", "entry": 3386.0, "exit": 3309.0, "move": -77.0, "cost": 4.6695, "risk_scale": 47.62543661718629, "daily_closes": [ [ "2026-09-02", 3365.0 ], [ "2026-09-03", 3368.0 ], [ "2026-09-04", 3381.0 ], [ "2026-09-07", 3366.0 ], [ "2026-09-08", 3395.0 ], [ "2026-09-09", 3385.0 ], [ "2026-09-10", 3365.0 ], [ "2026-09-11", 3325.0 ], [ "2026-09-14", 3310.0 ], [ "2026-09-15", 3309.0 ] ], "v1_signal": 0, "v1_code": "HC2701", "v1_matched": true }, { "signal_date": "2026-09-01", "code": "HC2701", "close": 3388.0, "vol": 0.004445243632535221, "momentum": 1, "raw_contracts": [ "I2701", "J2701" ], "raw_cost_change": 138.40650407, "lookback_start": "2026-06-08", "regime": "趋势较强", "horizon": 20, "signal": 1, "ready": true, "score": 1.32015886, "predicted_change": 88.91605023, "threshold": 13.47050768, "model_id": "2026-09-01-20", "reason": "信号超过风险与费用门槛", "entry_date": "2026-09-02", "exit_date": "2026-09-30", "exit_idx": 1149, "status": "scored", "entry": 3386.0, "exit": 3274.0, "move": -112.0, "cost": 4.666, "risk_scale": 67.35253837796506, "daily_closes": [ [ "2026-09-02", 3365.0 ], [ "2026-09-03", 3368.0 ], [ "2026-09-04", 3381.0 ], [ "2026-09-07", 3366.0 ], [ "2026-09-08", 3395.0 ], [ "2026-09-09", 3385.0 ], [ "2026-09-10", 3365.0 ], [ "2026-09-11", 3325.0 ], [ "2026-09-14", 3310.0 ], [ "2026-09-15", 3309.0 ], [ "2026-09-16", 3323.0 ], [ "2026-09-17", 3317.0 ], [ "2026-09-18", 3290.0 ], [ "2026-09-21", 3308.0 ], [ "2026-09-22", 3299.0 ], [ "2026-09-23", 3301.0 ], [ "2026-09-24", 3298.0 ], [ "2026-09-28", 3282.0 ], [ "2026-09-29", 3276.0 ], [ "2026-09-30", 3274.0 ] ], "v1_signal": 0, "v1_code": "HC2701", "v1_matched": true }, { "signal_date": "2026-09-02", "code": "HC2701", "close": 3365.0, "vol": 0.0049111348234120835, "momentum": 1, "raw_contracts": [ "I2701", "J2701" ], "raw_cost_change": 76.45528455, "lookback_start": "2026-06-09", "regime": "趋势较强", "horizon": 5, "signal": 1, "ready": true, "score": 0.43286696, "predicted_change": 15.99581489, "threshold": 7.39063787, "model_id": "2026-09-01-5", "reason": "信号超过风险与费用门槛", "entry_date": "2026-09-03", "exit_date": "2026-09-09", "exit_idx": 1135, "status": "scored", "entry": 3363.0, "exit": 3385.0, "move": 22.0, "cost": 4.6748, "risk_scale": 36.95318936426031, "daily_closes": [ [ "2026-09-03", 3368.0 ], [ "2026-09-04", 3381.0 ], [ "2026-09-07", 3366.0 ], [ "2026-09-08", 3395.0 ], [ "2026-09-09", 3385.0 ] ], "v1_signal": 0, "v1_code": "HC2701", "v1_matched": true }, { "signal_date": "2026-09-02", "code": "HC2701", "close": 3365.0, "vol": 0.0049111348234120835, "momentum": 1, "raw_contracts": [ "I2701", "J2701" ], "raw_cost_change": 76.45528455, "lookback_start": "2026-06-09", "regime": "趋势较强", "horizon": 10, "signal": 1, "ready": true, "score": 0.53539194, "predicted_change": 27.9794229, "threshold": 10.45194031, "model_id": "2026-09-01-10", "reason": "信号超过风险与费用门槛", "entry_date": "2026-09-03", "exit_date": "2026-09-16", "exit_idx": 1140, "status": "scored", "entry": 3363.0, "exit": 3323.0, "move": -40.0, "cost": 4.6686, "risk_scale": 52.259701571878146, "daily_closes": [ [ "2026-09-03", 3368.0 ], [ "2026-09-04", 3381.0 ], [ "2026-09-07", 3366.0 ], [ "2026-09-08", 3395.0 ], [ "2026-09-09", 3385.0 ], [ "2026-09-10", 3365.0 ], [ "2026-09-11", 3325.0 ], [ "2026-09-14", 3310.0 ], [ "2026-09-15", 3309.0 ], [ "2026-09-16", 3323.0 ] ], "v1_signal": 0, "v1_code": "HC2701", "v1_matched": true }, { "signal_date": "2026-09-02", "code": "HC2701", "close": 3365.0, "vol": 0.0049111348234120835, "momentum": 1, "raw_contracts": [ "I2701", "J2701" ], "raw_cost_change": 76.45528455, "lookback_start": "2026-06-09", "regime": "趋势较强", "horizon": 20, "signal": 1, "ready": true, "score": 1.06871913, "predicted_change": 78.98516104, "threshold": 14.78127575, "model_id": "2026-09-01-20", "reason": "信号超过风险与费用门槛", "entry_date": "2026-09-03", "exit_date": "2026-10-08", "exit_idx": 1150, "status": "scored", "entry": 3363.0, "exit": 3242.0, "move": -121.0, "cost": 4.6605, "risk_scale": 73.90637872852062, "daily_closes": [ [ "2026-09-03", 3368.0 ], [ "2026-09-04", 3381.0 ], [ "2026-09-07", 3366.0 ], [ "2026-09-08", 3395.0 ], [ "2026-09-09", 3385.0 ], [ "2026-09-10", 3365.0 ], [ "2026-09-11", 3325.0 ], [ "2026-09-14", 3310.0 ], [ "2026-09-15", 3309.0 ], [ "2026-09-16", 3323.0 ], [ "2026-09-17", 3317.0 ], [ "2026-09-18", 3290.0 ], [ "2026-09-21", 3308.0 ], [ "2026-09-22", 3299.0 ], [ "2026-09-23", 3301.0 ], [ "2026-09-24", 3298.0 ], [ "2026-09-28", 3282.0 ], [ "2026-09-29", 3276.0 ], [ "2026-09-30", 3274.0 ], [ "2026-10-08", 3242.0 ] ], "v1_signal": 0, "v1_code": "HC2701", "v1_matched": true }, { "signal_date": "2026-09-03", "code": "HC2701", "close": 3368.0, "vol": 0.004752805414504169, "momentum": 1, "raw_contracts": [ "I2701", "J2701" ], "raw_cost_change": 81.26829268, "lookback_start": "2026-06-10", "regime": "趋势较强", "horizon": 5, "signal": 1, "ready": true, "score": 0.45009487, "predicted_change": 16.11058008, "threshold": 7.15874866, "model_id": "2026-09-01-5", "reason": "信号超过风险与费用门槛", "entry_date": "2026-09-04", "exit_date": "2026-09-10", "exit_idx": 1136, "status": "scored", "entry": 3368.0, "exit": 3365.0, "move": -3.0, "cost": 4.6733, "risk_scale": 35.793743296544186, "daily_closes": [ [ "2026-09-04", 3381.0 ], [ "2026-09-07", 3366.0 ], [ "2026-09-08", 3395.0 ], [ "2026-09-09", 3385.0 ], [ "2026-09-10", 3365.0 ] ], "v1_signal": 0, "v1_code": "HC2701", "v1_matched": true }, { "signal_date": "2026-09-03", "code": "HC2701", "close": 3368.0, "vol": 0.004752805414504169, "momentum": 1, "raw_contracts": [ "I2701", "J2701" ], "raw_cost_change": 81.26829268, "lookback_start": "2026-06-10", "regime": "趋势较强", "horizon": 10, "signal": 1, "ready": true, "score": 0.53022556, "predicted_change": 26.84001645, "threshold": 10.12399944, "model_id": "2026-09-01-10", "reason": "信号超过风险与费用门槛", "entry_date": "2026-09-04", "exit_date": "2026-09-17", "exit_idx": 1141, "status": "scored", "entry": 3368.0, "exit": 3317.0, "move": -51.0, "cost": 4.6685, "risk_scale": 50.61999721807385, "daily_closes": [ [ "2026-09-04", 3381.0 ], [ "2026-09-07", 3366.0 ], [ "2026-09-08", 3395.0 ], [ "2026-09-09", 3385.0 ], [ "2026-09-10", 3365.0 ], [ "2026-09-11", 3325.0 ], [ "2026-09-14", 3310.0 ], [ "2026-09-15", 3309.0 ], [ "2026-09-16", 3323.0 ], [ "2026-09-17", 3317.0 ] ], "v1_signal": 0, "v1_code": "HC2701", "v1_matched": true }, { "signal_date": "2026-09-03", "code": "HC2701", "close": 3368.0, "vol": 0.004752805414504169, "momentum": 1, "raw_contracts": [ "I2701", "J2701" ], "raw_cost_change": 81.26829268, "lookback_start": "2026-06-10", "regime": "趋势较强", "horizon": 20, "signal": 1, "ready": true, "score": 1.0382723, "predicted_change": 74.32730468, "threshold": 14.31749732, "model_id": "2026-09-01-20", "reason": "信号超过风险与费用门槛", "entry_date": "2026-09-04", "exit_date": "2026-10-09", "exit_idx": 1151, "status": "scored", "entry": 3368.0, "exit": 3255.0, "move": -113.0, "cost": 4.6623, "risk_scale": 71.58748659308837, "daily_closes": [ [ "2026-09-04", 3381.0 ], [ "2026-09-07", 3366.0 ], [ "2026-09-08", 3395.0 ], [ "2026-09-09", 3385.0 ], [ "2026-09-10", 3365.0 ], [ "2026-09-11", 3325.0 ], [ "2026-09-14", 3310.0 ], [ "2026-09-15", 3309.0 ], [ "2026-09-16", 3323.0 ], [ "2026-09-17", 3317.0 ], [ "2026-09-18", 3290.0 ], [ "2026-09-21", 3308.0 ], [ "2026-09-22", 3299.0 ], [ "2026-09-23", 3301.0 ], [ "2026-09-24", 3298.0 ], [ "2026-09-28", 3282.0 ], [ "2026-09-29", 3276.0 ], [ "2026-09-30", 3274.0 ], [ "2026-10-08", 3242.0 ], [ "2026-10-09", 3255.0 ] ], "v1_signal": 0, "v1_code": "HC2701", "v1_matched": true }, { "signal_date": "2026-09-04", "code": "HC2701", "close": 3381.0, "vol": 0.00477488666920772, "momentum": 1, "raw_contracts": [ "I2701", "J2701" ], "raw_cost_change": 70.73170732, "lookback_start": "2026-06-11", "regime": "趋势较强", "horizon": 5, "signal": 1, "ready": true, "score": 0.39735691, "predicted_change": 14.34412335, "threshold": 7.21976791, "model_id": "2026-09-01-5", "reason": "信号超过风险与费用门槛", "entry_date": "2026-09-07", "exit_date": "2026-09-11", "exit_idx": 1137, "status": "scored", "entry": 3384.0, "exit": 3325.0, "move": -59.0, "cost": 4.6709, "risk_scale": 36.09883955013354, "daily_closes": [ [ "2026-09-07", 3366.0 ], [ "2026-09-08", 3395.0 ], [ "2026-09-09", 3385.0 ], [ "2026-09-10", 3365.0 ], [ "2026-09-11", 3325.0 ] ], "v1_signal": 0, "v1_code": "HC2701", "v1_matched": true }, { "signal_date": "2026-09-04", "code": "HC2701", "close": 3381.0, "vol": 0.00477488666920772, "momentum": 1, "raw_contracts": [ "I2701", "J2701" ], "raw_cost_change": 70.73170732, "lookback_start": "2026-06-11", "regime": "趋势较强", "horizon": 10, "signal": 1, "ready": true, "score": 0.45937106, "predicted_change": 23.45156721, "threshold": 10.2102937, "model_id": "2026-09-01-10", "reason": "信号超过风险与费用门槛", "entry_date": "2026-09-07", "exit_date": "2026-09-18", "exit_idx": 1142, "status": "scored", "entry": 3384.0, "exit": 3290.0, "move": -94.0, "cost": 4.6674, "risk_scale": 51.05146847772913, "daily_closes": [ [ "2026-09-07", 3366.0 ], [ "2026-09-08", 3395.0 ], [ "2026-09-09", 3385.0 ], [ "2026-09-10", 3365.0 ], [ "2026-09-11", 3325.0 ], [ "2026-09-14", 3310.0 ], [ "2026-09-15", 3309.0 ], [ "2026-09-16", 3323.0 ], [ "2026-09-17", 3317.0 ], [ "2026-09-18", 3290.0 ] ], "v1_signal": 0, "v1_code": "HC2701", "v1_matched": true }, { "signal_date": "2026-09-04", "code": "HC2701", "close": 3381.0, "vol": 0.00477488666920772, "momentum": 1, "raw_contracts": [ "I2701", "J2701" ], "raw_cost_change": 70.73170732, "lookback_start": "2026-06-11", "regime": "趋势较强", "horizon": 20, "signal": 1, "ready": true, "score": 0.96533543, "predicted_change": 69.69497741, "threshold": 14.43953582, "model_id": "2026-09-01-20", "reason": "信号超过风险与费用门槛", "entry_date": "2026-09-07", "exit_date": "2026-10-12", "exit_idx": 1152, "status": "scored", "entry": 3384.0, "exit": 3255.0, "move": -129.0, "cost": 4.6639, "risk_scale": 72.19767910026708, "daily_closes": [ [ "2026-09-07", 3366.0 ], [ "2026-09-08", 3395.0 ], [ "2026-09-09", 3385.0 ], [ "2026-09-10", 3365.0 ], [ "2026-09-11", 3325.0 ], [ "2026-09-14", 3310.0 ], [ "2026-09-15", 3309.0 ], [ "2026-09-16", 3323.0 ], [ "2026-09-17", 3317.0 ], [ "2026-09-18", 3290.0 ], [ "2026-09-21", 3308.0 ], [ "2026-09-22", 3299.0 ], [ "2026-09-23", 3301.0 ], [ "2026-09-24", 3298.0 ], [ "2026-09-28", 3282.0 ], [ "2026-09-29", 3276.0 ], [ "2026-09-30", 3274.0 ], [ "2026-10-08", 3242.0 ], [ "2026-10-09", 3255.0 ], [ "2026-10-12", 3255.0 ] ], "v1_signal": 0, "v1_code": "HC2701", "v1_matched": true }, { "signal_date": "2026-09-07", "code": "HC2701", "close": 3366.0, "vol": 0.004926281841021683, "momentum": 1, "raw_contracts": [ "I2701", "J2701" ], "raw_cost_change": 24.16260163, "lookback_start": "2026-06-12", "regime": "趋势较强", "horizon": 5, "signal": 1, "ready": true, "score": 0.31181768, "predicted_change": 11.56163083, "threshold": 7.41563532, "model_id": "2026-09-01-5", "reason": "信号超过风险与费用门槛", "entry_date": "2026-09-08", "exit_date": "2026-09-14", "exit_idx": 1138, "status": "scored", "entry": 3360.0, "exit": 3310.0, "move": -50.0, "cost": 4.667, "risk_scale": 37.078176611204, "daily_closes": [ [ "2026-09-08", 3395.0 ], [ "2026-09-09", 3385.0 ], [ "2026-09-10", 3365.0 ], [ "2026-09-11", 3325.0 ], [ "2026-09-14", 3310.0 ] ], "v1_signal": 0, "v1_code": "HC2701", "v1_matched": true }, { "signal_date": "2026-09-07", "code": "HC2701", "close": 3366.0, "vol": 0.004926281841021683, "momentum": 1, "raw_contracts": [ "I2701", "J2701" ], "raw_cost_change": 24.16260163, "lookback_start": "2026-06-12", "regime": "趋势较强", "horizon": 10, "signal": 1, "ready": true, "score": 0.44283453, "predicted_change": 23.22067525, "threshold": 10.48729205, "model_id": "2026-09-01-10", "reason": "信号超过风险与费用门槛", "entry_date": "2026-09-08", "exit_date": "2026-09-21", "exit_idx": 1143, "status": "scored", "entry": 3360.0, "exit": 3308.0, "move": -52.0, "cost": 4.6668, "risk_scale": 52.43646023162958, "daily_closes": [ [ "2026-09-08", 3395.0 ], [ "2026-09-09", 3385.0 ], [ "2026-09-10", 3365.0 ], [ "2026-09-11", 3325.0 ], [ "2026-09-14", 3310.0 ], [ "2026-09-15", 3309.0 ], [ "2026-09-16", 3323.0 ], [ "2026-09-17", 3317.0 ], [ "2026-09-18", 3290.0 ], [ "2026-09-21", 3308.0 ] ], "v1_signal": 0, "v1_code": "HC2701", "v1_matched": true }, { "signal_date": "2026-09-07", "code": "HC2701", "close": 3366.0, "vol": 0.004926281841021683, "momentum": 1, "raw_contracts": [ "I2701", "J2701" ], "raw_cost_change": 24.16260163, "lookback_start": "2026-06-12", "regime": "趋势较强", "horizon": 20, "signal": 1, "ready": true, "score": 1.0597631, "predicted_change": 78.58816653, "threshold": 14.83127064, "model_id": "2026-09-01-20", "reason": "信号超过风险与费用门槛", "entry_date": "2026-09-08", "exit_date": "2026-10-13", "exit_idx": 1153, "status": "scored", "entry": 3360.0, "exit": 3254.0, "move": -106.0, "cost": 4.6614, "risk_scale": 74.156353222408, "daily_closes": [ [ "2026-09-08", 3395.0 ], [ "2026-09-09", 3385.0 ], [ "2026-09-10", 3365.0 ], [ "2026-09-11", 3325.0 ], [ "2026-09-14", 3310.0 ], [ "2026-09-15", 3309.0 ], [ "2026-09-16", 3323.0 ], [ "2026-09-17", 3317.0 ], [ "2026-09-18", 3290.0 ], [ "2026-09-21", 3308.0 ], [ "2026-09-22", 3299.0 ], [ "2026-09-23", 3301.0 ], [ "2026-09-24", 3298.0 ], [ "2026-09-28", 3282.0 ], [ "2026-09-29", 3276.0 ], [ "2026-09-30", 3274.0 ], [ "2026-10-08", 3242.0 ], [ "2026-10-09", 3255.0 ], [ "2026-10-12", 3255.0 ], [ "2026-10-13", 3254.0 ] ], "v1_signal": 0, "v1_code": "HC2701", "v1_matched": true }, { "signal_date": "2026-09-08", "code": "HC2701", "close": 3395.0, "vol": 0.005160413587956165, "momentum": 1, "raw_contracts": [ "I2701", "J2701" ], "raw_cost_change": 91.7398374, "lookback_start": "2026-06-15", "regime": "趋势较强", "horizon": 5, "signal": 1, "ready": true, "score": 0.37007871, "predicted_change": 14.49784291, "threshold": 7.83500516, "model_id": "2026-09-01-5", "reason": "信号超过风险与费用门槛", "entry_date": "2026-09-09", "exit_date": "2026-09-15", "exit_idx": 1139, "status": "scored", "entry": 3395.0, "exit": 3309.0, "move": -86.0, "cost": 4.6704, "risk_scale": 39.17502577605074, "daily_closes": [ [ "2026-09-09", 3385.0 ], [ "2026-09-10", 3365.0 ], [ "2026-09-11", 3325.0 ], [ "2026-09-14", 3310.0 ], [ "2026-09-15", 3309.0 ] ], "v1_signal": 0, "v1_code": "HC2701", "v1_matched": true }, { "signal_date": "2026-09-08", "code": "HC2701", "close": 3395.0, "vol": 0.005160413587956165, "momentum": 1, "raw_contracts": [ "I2701", "J2701" ], "raw_cost_change": 91.7398374, "lookback_start": "2026-06-15", "regime": "趋势较强", "horizon": 10, "signal": 1, "ready": true, "score": 0.46300077, "predicted_change": 25.65110059, "threshold": 11.08037055, "model_id": "2026-09-01-10", "reason": "信号超过风险与费用门槛", "entry_date": "2026-09-09", "exit_date": "2026-09-22", "exit_idx": 1144, "status": "scored", "entry": 3395.0, "exit": 3299.0, "move": -96.0, "cost": 4.6693999999999996, "risk_scale": 55.40185275880654, "daily_closes": [ [ "2026-09-09", 3385.0 ], [ "2026-09-10", 3365.0 ], [ "2026-09-11", 3325.0 ], [ "2026-09-14", 3310.0 ], [ "2026-09-15", 3309.0 ], [ "2026-09-16", 3323.0 ], [ "2026-09-17", 3317.0 ], [ "2026-09-18", 3290.0 ], [ "2026-09-21", 3308.0 ], [ "2026-09-22", 3299.0 ] ], "v1_signal": 0, "v1_code": "HC2701", "v1_matched": true }, { "signal_date": "2026-09-08", "code": "HC2701", "close": 3395.0, "vol": 0.005160413587956165, "momentum": 1, "raw_contracts": [ "I2701", "J2701" ], "raw_cost_change": 91.7398374, "lookback_start": "2026-06-15", "regime": "趋势较强", "horizon": 20, "signal": 1, "ready": true, "score": 1.01792905, "predicted_change": 79.75479333, "threshold": 15.67001031, "model_id": "2026-09-01-20", "reason": "信号超过风险与费用门槛", "entry_date": "2026-09-09", "exit_date": "2026-10-14", "exit_idx": 1154, "status": "scored", "entry": 3395.0, "exit": 3237.0, "move": -158.0, "cost": 4.6632, "risk_scale": 78.35005155210148, "daily_closes": [ [ "2026-09-09", 3385.0 ], [ "2026-09-10", 3365.0 ], [ "2026-09-11", 3325.0 ], [ "2026-09-14", 3310.0 ], [ "2026-09-15", 3309.0 ], [ "2026-09-16", 3323.0 ], [ "2026-09-17", 3317.0 ], [ "2026-09-18", 3290.0 ], [ "2026-09-21", 3308.0 ], [ "2026-09-22", 3299.0 ], [ "2026-09-23", 3301.0 ], [ "2026-09-24", 3298.0 ], [ "2026-09-28", 3282.0 ], [ "2026-09-29", 3276.0 ], [ "2026-09-30", 3274.0 ], [ "2026-10-08", 3242.0 ], [ "2026-10-09", 3255.0 ], [ "2026-10-12", 3255.0 ], [ "2026-10-13", 3254.0 ], [ "2026-10-14", 3237.0 ] ], "v1_signal": 0, "v1_code": "HC2701", "v1_matched": true }, { "signal_date": "2026-09-09", "code": "HC2701", "close": 3385.0, "vol": 0.005249900482476136, "momentum": 1, "raw_contracts": [ "I2701", "J2701" ], "raw_cost_change": 67.31707317, "lookback_start": "2026-06-16", "regime": "趋势较强", "horizon": 5, "signal": 1, "ready": true, "score": 0.27658532, "predicted_change": 10.99066248, "threshold": 7.94739396, "model_id": "2026-09-01-5", "reason": "信号超过风险与费用门槛", "entry_date": "2026-09-10", "exit_date": "2026-09-16", "exit_idx": 1140, "status": "scored", "entry": 3378.0, "exit": 3323.0, "move": -55.0, "cost": 4.6701, "risk_scale": 39.7369697880381, "daily_closes": [ [ "2026-09-10", 3365.0 ], [ "2026-09-11", 3325.0 ], [ "2026-09-14", 3310.0 ], [ "2026-09-15", 3309.0 ], [ "2026-09-16", 3323.0 ] ], "v1_signal": 0, "v1_code": "HC2701", "v1_matched": true }, { "signal_date": "2026-09-09", "code": "HC2701", "close": 3385.0, "vol": 0.005249900482476136, "momentum": 1, "raw_contracts": [ "I2701", "J2701" ], "raw_cost_change": 67.31707317, "lookback_start": "2026-06-16", "regime": "趋势较强", "horizon": 10, "signal": 1, "ready": true, "score": 0.40073045, "predicted_change": 22.51967354, "threshold": 11.23931232, "model_id": "2026-09-01-10", "reason": "信号超过风险与费用门槛", "entry_date": "2026-09-10", "exit_date": "2026-09-23", "exit_idx": 1145, "status": "scored", "entry": 3378.0, "exit": 3301.0, "move": -77.0, "cost": 4.6679, "risk_scale": 56.196561601853425, "daily_closes": [ [ "2026-09-10", 3365.0 ], [ "2026-09-11", 3325.0 ], [ "2026-09-14", 3310.0 ], [ "2026-09-15", 3309.0 ], [ "2026-09-16", 3323.0 ], [ "2026-09-17", 3317.0 ], [ "2026-09-18", 3290.0 ], [ "2026-09-21", 3308.0 ], [ "2026-09-22", 3299.0 ], [ "2026-09-23", 3301.0 ] ], "v1_signal": 0, "v1_code": "HC2701", "v1_matched": true }, { "signal_date": "2026-09-09", "code": "HC2701", "close": 3385.0, "vol": 0.005249900482476136, "momentum": 1, "raw_contracts": [ "I2701", "J2701" ], "raw_cost_change": 67.31707317, "lookback_start": "2026-06-16", "regime": "趋势较强", "horizon": 20, "signal": 1, "ready": true, "score": 0.92930635, "predicted_change": 73.85563688, "threshold": 15.89478792, "model_id": "2026-09-01-20", "reason": "信号超过风险与费用门槛", "status": "unmatured", "entry_date": "2026-09-10", "exit_date": null, "v1_signal": 0, "v1_code": "HC2701", "v1_matched": true }, { "signal_date": "2026-09-10", "code": "HC2701", "close": 3365.0, "vol": 0.0055060281712268075, "momentum": 1, "raw_contracts": [ "I2701", "J2701" ], "raw_cost_change": 29.72357724, "lookback_start": "2026-06-17", "regime": "趋势较强", "horizon": 5, "signal": 0, "ready": true, "score": 0.13869984, "predicted_change": 5.74624915, "threshold": 8.28587726, "model_id": "2026-09-01-5", "reason": "信号不足，保持观望", "entry_date": "2026-09-11", "exit_date": "2026-09-17", "exit_idx": 1141, "status": "scored", "entry": 3365.0, "exit": 3317.0, "move": -48.0, "cost": 4.6682, "risk_scale": 41.42938627674156, "daily_closes": [ [ "2026-09-11", 3325.0 ], [ "2026-09-14", 3310.0 ], [ "2026-09-15", 3309.0 ], [ "2026-09-16", 3323.0 ], [ "2026-09-17", 3317.0 ] ], "v1_signal": 0, "v1_code": "HC2701", "v1_matched": true }, { "signal_date": "2026-09-10", "code": "HC2701", "close": 3365.0, "vol": 0.0055060281712268075, "momentum": 1, "raw_contracts": [ "I2701", "J2701" ], "raw_cost_change": 29.72357724, "lookback_start": "2026-06-17", "regime": "趋势较强", "horizon": 10, "signal": 1, "ready": true, "score": 0.29558848, "predicted_change": 17.31852894, "threshold": 11.71799999, "model_id": "2026-09-01-10", "reason": "信号超过风险与费用门槛", "entry_date": "2026-09-11", "exit_date": "2026-09-24", "exit_idx": 1146, "status": "scored", "entry": 3365.0, "exit": 3298.0, "move": -67.0, "cost": 4.6663, "risk_scale": 58.5899999533617, "daily_closes": [ [ "2026-09-11", 3325.0 ], [ "2026-09-14", 3310.0 ], [ "2026-09-15", 3309.0 ], [ "2026-09-16", 3323.0 ], [ "2026-09-17", 3317.0 ], [ "2026-09-18", 3290.0 ], [ "2026-09-21", 3308.0 ], [ "2026-09-22", 3299.0 ], [ "2026-09-23", 3301.0 ], [ "2026-09-24", 3298.0 ] ], "v1_signal": 0, "v1_code": "HC2701", "v1_matched": true }, { "signal_date": "2026-09-10", "code": "HC2701", "close": 3365.0, "vol": 0.0055060281712268075, "momentum": 1, "raw_contracts": [ "I2701", "J2701" ], "raw_cost_change": 29.72357724, "lookback_start": "2026-06-17", "regime": "趋势较强", "horizon": 20, "signal": 1, "ready": true, "score": 0.83352062, "predicted_change": 69.0644957, "threshold": 16.57175451, "model_id": "2026-09-01-20", "reason": "信号超过风险与费用门槛", "status": "unmatured", "entry_date": "2026-09-11", "exit_date": null, "v1_signal": 0, "v1_code": "HC2701", "v1_matched": true }, { "signal_date": "2026-09-11", "code": "HC2701", "close": 3325.0, "vol": 0.006113597337169094, "momentum": -1, "raw_contracts": [ "I2701", "J2701" ], "raw_cost_change": -63.67479675, "lookback_start": "2026-06-18", "regime": "震荡或弱趋势", "horizon": 5, "signal": 0, "ready": true, "score": -0.17700414, "predicted_change": -8.04557171, "threshold": 9.09082879, "model_id": "2026-09-01-5", "reason": "信号不足，保持观望", "entry_date": "2026-09-14", "exit_date": "2026-09-18", "exit_idx": 1142, "status": "scored", "entry": 3326.0, "exit": 3290.0, "move": -36.0, "cost": 4.6616, "risk_scale": 45.454143949631224, "daily_closes": [ [ "2026-09-14", 3310.0 ], [ "2026-09-15", 3309.0 ], [ "2026-09-16", 3323.0 ], [ "2026-09-17", 3317.0 ], [ "2026-09-18", 3290.0 ] ], "v1_signal": 0, "v1_code": "HC2701", "v1_matched": true }, { "signal_date": "2026-09-11", "code": "HC2701", "close": 3325.0, "vol": 0.006113597337169094, "momentum": -1, "raw_contracts": [ "I2701", "J2701" ], "raw_cost_change": -63.67479675, "lookback_start": "2026-06-18", "regime": "震荡或弱趋势", "horizon": 10, "signal": 0, "ready": true, "score": -0.05776885, "predicted_change": -3.7134897, "threshold": 12.85637337, "model_id": "2026-09-01-10", "reason": "信号不足，保持观望", "entry_date": "2026-09-14", "exit_date": "2026-09-28", "exit_idx": 1147, "status": "scored", "entry": 3326.0, "exit": 3282.0, "move": -44.0, "cost": 4.6608, "risk_scale": 64.28186683962744, "daily_closes": [ [ "2026-09-14", 3310.0 ], [ "2026-09-15", 3309.0 ], [ "2026-09-16", 3323.0 ], [ "2026-09-17", 3317.0 ], [ "2026-09-18", 3290.0 ], [ "2026-09-21", 3308.0 ], [ "2026-09-22", 3299.0 ], [ "2026-09-23", 3301.0 ], [ "2026-09-24", 3298.0 ], [ "2026-09-28", 3282.0 ] ], "v1_signal": 0, "v1_code": "HC2701", "v1_matched": true }, { "signal_date": "2026-09-11", "code": "HC2701", "close": 3325.0, "vol": 0.006113597337169094, "momentum": -1, "raw_contracts": [ "I2701", "J2701" ], "raw_cost_change": -63.67479675, "lookback_start": "2026-06-18", "regime": "震荡或弱趋势", "horizon": 20, "signal": 1, "ready": true, "score": 0.39524208, "predicted_change": 35.93078061, "threshold": 18.18165758, "model_id": "2026-09-01-20", "reason": "信号超过风险与费用门槛", "status": "unmatured", "entry_date": "2026-09-14", "exit_date": null, "v1_signal": 0, "v1_code": "HC2701", "v1_matched": true }, { "signal_date": "2026-09-14", "code": "HC2701", "close": 3310.0, "vol": 0.006213865150512172, "momentum": -1, "raw_contracts": [ "I2701", "J2701" ], "raw_cost_change": -147.38211382, "lookback_start": "2026-06-22", "regime": "震荡或弱趋势", "horizon": 5, "signal": -1, "ready": true, "score": -0.30023646, "predicted_change": -13.80823771, "threshold": 9.19824167, "model_id": "2026-09-01-5", "reason": "信号超过风险与费用门槛", "entry_date": "2026-09-15", "exit_date": "2026-09-21", "exit_idx": 1143, "status": "scored", "entry": 3310.0, "exit": 3308.0, "move": -2.0, "cost": 4.6618, "risk_scale": 45.99120835135082, "daily_closes": [ [ "2026-09-15", 3309.0 ], [ "2026-09-16", 3323.0 ], [ "2026-09-17", 3317.0 ], [ "2026-09-18", 3290.0 ], [ "2026-09-21", 3308.0 ] ], "v1_signal": 0, "v1_code": "HC2701", "v1_matched": true }, { "signal_date": "2026-09-14", "code": "HC2701", "close": 3310.0, "vol": 0.006213865150512172, "momentum": -1, "raw_contracts": [ "I2701", "J2701" ], "raw_cost_change": -147.38211382, "lookback_start": "2026-06-22", "regime": "震荡或弱趋势", "horizon": 10, "signal": 0, "ready": true, "score": -0.13857444, "predicted_change": -9.01307446, "threshold": 13.00827812, "model_id": "2026-09-01-10", "reason": "信号不足，保持观望", "entry_date": "2026-09-15", "exit_date": "2026-09-29", "exit_idx": 1148, "status": "scored", "entry": 3310.0, "exit": 3276.0, "move": -34.0, "cost": 4.6586, "risk_scale": 65.04139060040708, "daily_closes": [ [ "2026-09-15", 3309.0 ], [ "2026-09-16", 3323.0 ], [ "2026-09-17", 3317.0 ], [ "2026-09-18", 3290.0 ], [ "2026-09-21", 3308.0 ], [ "2026-09-22", 3299.0 ], [ "2026-09-23", 3301.0 ], [ "2026-09-24", 3298.0 ], [ "2026-09-28", 3282.0 ], [ "2026-09-29", 3276.0 ] ], "v1_signal": 0, "v1_code": "HC2701", "v1_matched": true }, { "signal_date": "2026-09-14", "code": "HC2701", "close": 3310.0, "vol": 0.006213865150512172, "momentum": -1, "raw_contracts": [ "I2701", "J2701" ], "raw_cost_change": -147.38211382, "lookback_start": "2026-06-22", "regime": "震荡或弱趋势", "horizon": 20, "signal": 1, "ready": true, "score": 0.27536088, "predicted_change": 25.32835895, "threshold": 18.39648334, "model_id": "2026-09-01-20", "reason": "信号超过风险与费用门槛", "status": "unmatured", "entry_date": "2026-09-15", "exit_date": null, "v1_signal": 0, "v1_code": "HC2701", "v1_matched": true }, { "signal_date": "2026-09-15", "code": "HC2701", "close": 3309.0, "vol": 0.006184240330400134, "momentum": -1, "raw_contracts": [ "I2701", "J2701" ], "raw_cost_change": -127.3495935, "lookback_start": "2026-06-23", "regime": "震荡或弱趋势", "horizon": 5, "signal": -1, "ready": true, "score": -0.33758061, "predicted_change": -15.44705262, "threshold": 9.15162305, "model_id": "2026-09-01-5", "reason": "信号超过风险与费用门槛", "entry_date": "2026-09-16", "exit_date": "2026-09-22", "exit_idx": 1144, "status": "scored", "entry": 3325.0, "exit": 3299.0, "move": -26.0, "cost": 4.6624, "risk_scale": 45.75811527021425, "daily_closes": [ [ "2026-09-16", 3323.0 ], [ "2026-09-17", 3317.0 ], [ "2026-09-18", 3290.0 ], [ "2026-09-21", 3308.0 ], [ "2026-09-22", 3299.0 ] ], "v1_signal": 0, "v1_code": "HC2701", "v1_matched": true }, { "signal_date": "2026-09-15", "code": "HC2701", "close": 3309.0, "vol": 0.006184240330400134, "momentum": -1, "raw_contracts": [ "I2701", "J2701" ], "raw_cost_change": -127.3495935, "lookback_start": "2026-06-23", "regime": "震荡或弱趋势", "horizon": 10, "signal": -1, "ready": true, "score": -0.22027643, "predicted_change": -14.25447294, "threshold": 12.94234944, "model_id": "2026-09-01-10", "reason": "信号超过风险与费用门槛", "entry_date": "2026-09-16", "exit_date": "2026-09-30", "exit_idx": 1149, "status": "scored", "entry": 3325.0, "exit": 3274.0, "move": -51.0, "cost": 4.6599, "risk_scale": 64.71174720376841, "daily_closes": [ [ "2026-09-16", 3323.0 ], [ "2026-09-17", 3317.0 ], [ "2026-09-18", 3290.0 ], [ "2026-09-21", 3308.0 ], [ "2026-09-22", 3299.0 ], [ "2026-09-23", 3301.0 ], [ "2026-09-24", 3298.0 ], [ "2026-09-28", 3282.0 ], [ "2026-09-29", 3276.0 ], [ "2026-09-30", 3274.0 ] ], "v1_signal": 0, "v1_code": "HC2701", "v1_matched": true }, { "signal_date": "2026-09-15", "code": "HC2701", "close": 3309.0, "vol": 0.006184240330400134, "momentum": -1, "raw_contracts": [ "I2701", "J2701" ], "raw_cost_change": -127.3495935, "lookback_start": "2026-06-23", "regime": "震荡或弱趋势", "horizon": 20, "signal": 0, "ready": true, "score": 0.16996631, "predicted_change": 15.55467591, "threshold": 18.30324611, "model_id": "2026-09-01-20", "reason": "信号不足，保持观望", "status": "unmatured", "entry_date": "2026-09-16", "exit_date": null, "v1_signal": 0, "v1_code": "HC2701", "v1_matched": true }, { "signal_date": "2026-09-16", "code": "HC2701", "close": 3323.0, "vol": 0.006239778018101948, "momentum": -1, "raw_contracts": [ "I2701", "J2701" ], "raw_cost_change": -80.35772358, "lookback_start": "2026-06-24", "regime": "震荡或弱趋势", "horizon": 5, "signal": -1, "ready": true, "score": -0.29526254, "predicted_change": -13.68966551, "threshold": 9.27287657, "model_id": "2026-09-01-5", "reason": "信号超过风险与费用门槛", "entry_date": "2026-09-17", "exit_date": "2026-09-23", "exit_idx": 1145, "status": "scored", "entry": 3323.0, "exit": 3301.0, "move": -22.0, "cost": 4.6624, "risk_scale": 46.36438284254872, "daily_closes": [ [ "2026-09-17", 3317.0 ], [ "2026-09-18", 3290.0 ], [ "2026-09-21", 3308.0 ], [ "2026-09-22", 3299.0 ], [ "2026-09-23", 3301.0 ] ], "v1_signal": 0, "v1_code": "HC2701", "v1_matched": true }, { "signal_date": "2026-09-16", "code": "HC2701", "close": 3323.0, "vol": 0.006239778018101948, "momentum": -1, "raw_contracts": [ "I2701", "J2701" ], "raw_cost_change": -80.35772358, "lookback_start": "2026-06-24", "regime": "震荡或弱趋势", "horizon": 10, "signal": -1, "ready": true, "score": -0.22559926, "predicted_change": -14.79234941, "threshold": 13.11382781, "model_id": "2026-09-01-10", "reason": "信号超过风险与费用门槛", "entry_date": "2026-09-17", "exit_date": "2026-10-08", "exit_idx": 1150, "status": "scored", "entry": 3323.0, "exit": 3242.0, "move": -81.0, "cost": 4.6565, "risk_scale": 65.56913902699084, "daily_closes": [ [ "2026-09-17", 3317.0 ], [ "2026-09-18", 3290.0 ], [ "2026-09-21", 3308.0 ], [ "2026-09-22", 3299.0 ], [ "2026-09-23", 3301.0 ], [ "2026-09-24", 3298.0 ], [ "2026-09-28", 3282.0 ], [ "2026-09-29", 3276.0 ], [ "2026-09-30", 3274.0 ], [ "2026-10-08", 3242.0 ] ], "v1_signal": 0, "v1_code": "HC2701", "v1_matched": true }, { "signal_date": "2026-09-16", "code": "HC2701", "close": 3323.0, "vol": 0.006239778018101948, "momentum": -1, "raw_contracts": [ "I2701", "J2701" ], "raw_cost_change": -80.35772358, "lookback_start": "2026-06-24", "regime": "震荡或弱趋势", "horizon": 20, "signal": 0, "ready": true, "score": 0.09135903, "predicted_change": 8.47161039, "threshold": 18.54575314, "model_id": "2026-09-01-20", "reason": "信号不足，保持观望", "status": "unmatured", "entry_date": "2026-09-17", "exit_date": null, "v1_signal": 0, "v1_code": "HC2701", "v1_matched": true }, { "signal_date": "2026-09-17", "code": "HC2701", "close": 3317.0, "vol": 0.006254704485727177, "momentum": -1, "raw_contracts": [ "I2701", "J2701" ], "raw_cost_change": -90.95934959, "lookback_start": "2026-06-25", "regime": "震荡或弱趋势", "horizon": 5, "signal": -1, "ready": true, "score": -0.34711772, "predicted_change": -16.10326927, "threshold": 9.27827552, "model_id": "2026-09-01-5", "reason": "信号超过风险与费用门槛", "entry_date": "2026-09-18", "exit_date": "2026-09-24", "exit_idx": 1146, "status": "scored", "entry": 3317.0, "exit": 3298.0, "move": -19.0, "cost": 4.6615, "risk_scale": 46.39137760551154, "daily_closes": [ [ "2026-09-18", 3290.0 ], [ "2026-09-21", 3308.0 ], [ "2026-09-22", 3299.0 ], [ "2026-09-23", 3301.0 ], [ "2026-09-24", 3298.0 ] ], "v1_signal": 0, "v1_code": "HC2701", "v1_matched": true }, { "signal_date": "2026-09-17", "code": "HC2701", "close": 3317.0, "vol": 0.006254704485727177, "momentum": -1, "raw_contracts": [ "I2701", "J2701" ], "raw_cost_change": -90.95934959, "lookback_start": "2026-06-25", "regime": "震荡或弱趋势", "horizon": 10, "signal": -1, "ready": true, "score": -0.28394545, "predicted_change": -18.62889849, "threshold": 13.12146308, "model_id": "2026-09-01-10", "reason": "信号超过风险与费用门槛", "entry_date": "2026-09-18", "exit_date": "2026-10-09", "exit_idx": 1151, "status": "scored", "entry": 3317.0, "exit": 3255.0, "move": -62.0, "cost": 4.6572, "risk_scale": 65.60731538688592, "daily_closes": [ [ "2026-09-18", 3290.0 ], [ "2026-09-21", 3308.0 ], [ "2026-09-22", 3299.0 ], [ "2026-09-23", 3301.0 ], [ "2026-09-24", 3298.0 ], [ "2026-09-28", 3282.0 ], [ "2026-09-29", 3276.0 ], [ "2026-09-30", 3274.0 ], [ "2026-10-08", 3242.0 ], [ "2026-10-09", 3255.0 ] ], "v1_signal": 0, "v1_code": "HC2701", "v1_matched": true }, { "signal_date": "2026-09-17", "code": "HC2701", "close": 3317.0, "vol": 0.006254704485727177, "momentum": -1, "raw_contracts": [ "I2701", "J2701" ], "raw_cost_change": -90.95934959, "lookback_start": "2026-06-25", "regime": "震荡或弱趋势", "horizon": 20, "signal": 0, "ready": true, "score": -0.03643437, "predicted_change": -3.38048099, "threshold": 18.55655104, "model_id": "2026-09-01-20", "reason": "信号不足，保持观望", "status": "unmatured", "entry_date": "2026-09-18", "exit_date": null, "v1_signal": 0, "v1_code": "HC2701", "v1_matched": true }, { "signal_date": "2026-09-18", "code": "HC2701", "close": 3290.0, "vol": 0.00649964830543934, "momentum": -1, "raw_contracts": [ "I2701", "J2701" ], "raw_cost_change": -151.83739837, "lookback_start": "2026-06-26", "regime": "震荡或弱趋势", "horizon": 5, "signal": -1, "ready": true, "score": -0.38473385, "predicted_change": -18.39632861, "threshold": 9.56314528, "model_id": "2026-09-01-5", "reason": "信号超过风险与费用门槛", "entry_date": "2026-09-21", "exit_date": "2026-09-28", "exit_idx": 1147, "status": "scored", "entry": 3297.0, "exit": 3282.0, "move": -15.0, "cost": 4.6579, "risk_scale": 47.81572640024411, "daily_closes": [ [ "2026-09-21", 3308.0 ], [ "2026-09-22", 3299.0 ], [ "2026-09-23", 3301.0 ], [ "2026-09-24", 3298.0 ], [ "2026-09-28", 3282.0 ] ], "v1_signal": 0, "v1_code": "HC2701", "v1_matched": true }, { "signal_date": "2026-09-18", "code": "HC2701", "close": 3290.0, "vol": 0.00649964830543934, "momentum": -1, "raw_contracts": [ "I2701", "J2701" ], "raw_cost_change": -151.83739837, "lookback_start": "2026-06-26", "regime": "震荡或弱趋势", "horizon": 10, "signal": -1, "ready": true, "score": -0.28913308, "predicted_change": -19.5516556, "threshold": 13.52432975, "model_id": "2026-09-01-10", "reason": "信号超过风险与费用门槛", "entry_date": "2026-09-21", "exit_date": "2026-10-12", "exit_idx": 1152, "status": "scored", "entry": 3297.0, "exit": 3255.0, "move": -42.0, "cost": 4.6552, "risk_scale": 67.62164876994647, "daily_closes": [ [ "2026-09-21", 3308.0 ], [ "2026-09-22", 3299.0 ], [ "2026-09-23", 3301.0 ], [ "2026-09-24", 3298.0 ], [ "2026-09-28", 3282.0 ], [ "2026-09-29", 3276.0 ], [ "2026-09-30", 3274.0 ], [ "2026-10-08", 3242.0 ], [ "2026-10-09", 3255.0 ], [ "2026-10-12", 3255.0 ] ], "v1_signal": 0, "v1_code": "HC2701", "v1_matched": true }, { "signal_date": "2026-09-18", "code": "HC2701", "close": 3290.0, "vol": 0.00649964830543934, "momentum": -1, "raw_contracts": [ "I2701", "J2701" ], "raw_cost_change": -151.83739837, "lookback_start": "2026-06-26", "regime": "震荡或弱趋势", "horizon": 20, "signal": 0, "ready": true, "score": -0.09571699, "predicted_change": -9.15355514, "threshold": 19.12629056, "model_id": "2026-09-01-20", "reason": "信号不足，保持观望", "status": "unmatured", "entry_date": "2026-09-21", "exit_date": null, "v1_signal": 0, "v1_code": "HC2701", "v1_matched": true }, { "signal_date": "2026-09-21", "code": "HC2701", "close": 3308.0, "vol": 0.0061112963046411435, "momentum": -1, "raw_contracts": [ "I2701", "J2701" ], "raw_cost_change": -124.29268293, "lookback_start": "2026-06-29", "regime": "震荡或弱趋势", "horizon": 5, "signal": -1, "ready": true, "score": -0.31041953, "predicted_change": -14.0324299, "threshold": 9.04094526, "model_id": "2026-09-01-5", "reason": "信号超过风险与费用门槛", "entry_date": "2026-09-22", "exit_date": "2026-09-29", "exit_idx": 1148, "status": "scored", "entry": 3308.0, "exit": 3276.0, "move": -32.0, "cost": 4.6584, "risk_scale": 45.20472628555141, "daily_closes": [ [ "2026-09-22", 3299.0 ], [ "2026-09-23", 3301.0 ], [ "2026-09-24", 3298.0 ], [ "2026-09-28", 3282.0 ], [ "2026-09-29", 3276.0 ] ], "v1_signal": 0, "v1_code": "HC2701", "v1_matched": true }, { "signal_date": "2026-09-21", "code": "HC2701", "close": 3308.0, "vol": 0.0061112963046411435, "momentum": -1, "raw_contracts": [ "I2701", "J2701" ], "raw_cost_change": -124.29268293, "lookback_start": "2026-06-29", "regime": "震荡或弱趋势", "horizon": 10, "signal": -1, "ready": true, "score": -0.26152724, "predicted_change": -16.71921073, "threshold": 12.7858274, "model_id": "2026-09-01-10", "reason": "信号超过风险与费用门槛", "entry_date": "2026-09-22", "exit_date": "2026-10-13", "exit_idx": 1153, "status": "scored", "entry": 3308.0, "exit": 3254.0, "move": -54.0, "cost": 4.6562, "risk_scale": 63.92913699639034, "daily_closes": [ [ "2026-09-22", 3299.0 ], [ "2026-09-23", 3301.0 ], [ "2026-09-24", 3298.0 ], [ "2026-09-28", 3282.0 ], [ "2026-09-29", 3276.0 ], [ "2026-09-30", 3274.0 ], [ "2026-10-08", 3242.0 ], [ "2026-10-09", 3255.0 ], [ "2026-10-12", 3255.0 ], [ "2026-10-13", 3254.0 ] ], "v1_signal": 0, "v1_code": "HC2701", "v1_matched": true }, { "signal_date": "2026-09-21", "code": "HC2701", "close": 3308.0, "vol": 0.0061112963046411435, "momentum": -1, "raw_contracts": [ "I2701", "J2701" ], "raw_cost_change": -124.29268293, "lookback_start": "2026-06-29", "regime": "震荡或弱趋势", "horizon": 20, "signal": -1, "ready": true, "score": -0.21738321, "predicted_change": -19.65349731, "threshold": 18.08189051, "model_id": "2026-09-01-20", "reason": "信号超过风险与费用门槛", "status": "unmatured", "entry_date": "2026-09-22", "exit_date": null, "v1_signal": 0, "v1_code": "HC2701", "v1_matched": true }, { "signal_date": "2026-09-22", "code": "HC2701", "close": 3299.0, "vol": 0.00612564523589103, "momentum": -1, "raw_contracts": [ "I2701", "J2701" ], "raw_cost_change": -197.43089431, "lookback_start": "2026-06-30", "regime": "震荡或弱趋势", "horizon": 5, "signal": -1, "ready": true, "score": -0.35936209, "predicted_change": -16.23870615, "threshold": 9.03751757, "model_id": "2026-09-01-5", "reason": "信号超过风险与费用门槛", "entry_date": "2026-09-23", "exit_date": "2026-09-30", "exit_idx": 1149, "status": "scored", "entry": 3300.0, "exit": 3274.0, "move": -26.0, "cost": 4.6574, "risk_scale": 45.187587847396756, "daily_closes": [ [ "2026-09-23", 3301.0 ], [ "2026-09-24", 3298.0 ], [ "2026-09-28", 3282.0 ], [ "2026-09-29", 3276.0 ], [ "2026-09-30", 3274.0 ] ], "v1_signal": 0, "v1_code": null, "v1_matched": false }, { "signal_date": "2026-09-22", "code": "HC2701", "close": 3299.0, "vol": 0.00612564523589103, "momentum": -1, "raw_contracts": [ "I2701", "J2701" ], "raw_cost_change": -197.43089431, "lookback_start": "2026-06-30", "regime": "震荡或弱趋势", "horizon": 10, "signal": -1, "ready": true, "score": -0.28420501, "predicted_change": -18.16209242, "threshold": 12.78097992, "model_id": "2026-09-01-10", "reason": "信号超过风险与费用门槛", "entry_date": "2026-09-23", "exit_date": "2026-10-14", "exit_idx": 1154, "status": "scored", "entry": 3300.0, "exit": 3237.0, "move": -63.0, "cost": 4.6537, "risk_scale": 63.904899584714144, "daily_closes": [ [ "2026-09-23", 3301.0 ], [ "2026-09-24", 3298.0 ], [ "2026-09-28", 3282.0 ], [ "2026-09-29", 3276.0 ], [ "2026-09-30", 3274.0 ], [ "2026-10-08", 3242.0 ], [ "2026-10-09", 3255.0 ], [ "2026-10-12", 3255.0 ], [ "2026-10-13", 3254.0 ], [ "2026-10-14", 3237.0 ] ], "v1_signal": 0, "v1_code": null, "v1_matched": false }, { "signal_date": "2026-09-22", "code": "HC2701", "close": 3299.0, "vol": 0.00612564523589103, "momentum": -1, "raw_contracts": [ "I2701", "J2701" ], "raw_cost_change": -197.43089431, "lookback_start": "2026-06-30", "regime": "震荡或弱趋势", "horizon": 20, "signal": -1, "ready": true, "score": -0.29004371, "predicted_change": -26.21275112, "threshold": 18.07503514, "model_id": "2026-09-01-20", "reason": "信号超过风险与费用门槛", "status": "unmatured", "entry_date": "2026-09-23", "exit_date": null, "v1_signal": 0, "v1_code": null, "v1_matched": false }, { "signal_date": "2026-09-23", "code": "HC2701", "close": 3301.0, "vol": 0.006132966291363727, "momentum": -1, "raw_contracts": [ "I2701", "J2701" ], "raw_cost_change": -166.50406504, "lookback_start": "2026-07-01", "regime": "震荡或弱趋势", "horizon": 5, "signal": -1, "ready": true, "score": -0.40477463, "predicted_change": -18.32375147, "threshold": 9.05380424, "model_id": "2026-09-01-5", "reason": "信号超过风险与费用门槛", "entry_date": "2026-09-24", "exit_date": "2026-10-08", "exit_idx": 1150, "status": "scored", "entry": 3295.0, "exit": 3242.0, "move": -53.0, "cost": 4.6537, "risk_scale": 45.26902118250465, "daily_closes": [ [ "2026-09-24", 3298.0 ], [ "2026-09-28", 3282.0 ], [ "2026-09-29", 3276.0 ], [ "2026-09-30", 3274.0 ], [ "2026-10-08", 3242.0 ] ], "v1_signal": 0, "v1_code": null, "v1_matched": false }, { "signal_date": "2026-09-23", "code": "HC2701", "close": 3301.0, "vol": 0.006132966291363727, "momentum": -1, "raw_contracts": [ "I2701", "J2701" ], "raw_cost_change": -166.50406504, "lookback_start": "2026-07-01", "regime": "震荡或弱趋势", "horizon": 10, "signal": -1, "ready": true, "score": -0.35789748, "predicted_change": -22.91261922, "threshold": 12.80401274, "model_id": "2026-09-01-10", "reason": "信号超过风险与费用门槛", "status": "unmatured", "entry_date": "2026-09-24", "exit_date": null, "v1_signal": 0, "v1_code": null, "v1_matched": false }, { "signal_date": "2026-09-23", "code": "HC2701", "close": 3301.0, "vol": 0.006132966291363727, "momentum": -1, "raw_contracts": [ "I2701", "J2701" ], "raw_cost_change": -166.50406504, "lookback_start": "2026-07-01", "regime": "震荡或弱趋势", "horizon": 20, "signal": -1, "ready": true, "score": -0.36661411, "predicted_change": -33.19252384, "threshold": 18.10760847, "model_id": "2026-09-01-20", "reason": "信号超过风险与费用门槛", "status": "unmatured", "entry_date": "2026-09-24", "exit_date": null, "v1_signal": 0, "v1_code": null, "v1_matched": false }, { "signal_date": "2026-09-24", "code": "HC2701", "close": 3298.0, "vol": 0.006132519691577615, "momentum": -1, "raw_contracts": [ "I2701", "J2701" ], "raw_cost_change": -130.21138211, "lookback_start": "2026-07-02", "regime": "震荡或弱趋势", "horizon": 5, "signal": -1, "ready": true, "score": -0.3758157, "predicted_change": -16.99610963, "threshold": 9.0449173, "model_id": "2026-09-01-5", "reason": "信号超过风险与费用门槛", "entry_date": "2026-09-28", "exit_date": "2026-10-09", "exit_idx": 1151, "status": "scored", "entry": 3298.0, "exit": 3255.0, "move": -43.0, "cost": 4.6553, "risk_scale": 45.22458652048041, "daily_closes": [ [ "2026-09-28", 3282.0 ], [ "2026-09-29", 3276.0 ], [ "2026-09-30", 3274.0 ], [ "2026-10-08", 3242.0 ], [ "2026-10-09", 3255.0 ] ], "v1_signal": 0, "v1_code": null, "v1_matched": false }, { "signal_date": "2026-09-24", "code": "HC2701", "close": 3298.0, "vol": 0.006132519691577615, "momentum": -1, "raw_contracts": [ "I2701", "J2701" ], "raw_cost_change": -130.21138211, "lookback_start": "2026-07-02", "regime": "震荡或弱趋势", "horizon": 10, "signal": -1, "ready": true, "score": -0.35432271, "predicted_change": -22.66149671, "threshold": 12.79144472, "model_id": "2026-09-01-10", "reason": "信号超过风险与费用门槛", "status": "unmatured", "entry_date": "2026-09-28", "exit_date": null, "v1_signal": 0, "v1_code": null, "v1_matched": false }, { "signal_date": "2026-09-24", "code": "HC2701", "close": 3298.0, "vol": 0.006132519691577615, "momentum": -1, "raw_contracts": [ "I2701", "J2701" ], "raw_cost_change": -130.21138211, "lookback_start": "2026-07-02", "regime": "震荡或弱趋势", "horizon": 20, "signal": -1, "ready": true, "score": -0.37935947, "predicted_change": -34.31275006, "threshold": 18.08983461, "model_id": "2026-09-01-20", "reason": "信号超过风险与费用门槛", "status": "unmatured", "entry_date": "2026-09-28", "exit_date": null, "v1_signal": 0, "v1_code": null, "v1_matched": false }, { "signal_date": "2026-09-28", "code": "HC2701", "close": 3282.0, "vol": 0.00583285390598436, "momentum": -1, "raw_contracts": [ "I2701", "J2701" ], "raw_cost_change": -91.7398374, "lookback_start": "2026-07-03", "regime": "震荡或弱趋势", "horizon": 5, "signal": -1, "ready": true, "score": -0.23802738, "predicted_change": -10.18900094, "threshold": 8.5612006, "model_id": "2026-09-01-5", "reason": "信号超过风险与费用门槛", "entry_date": "2026-09-29", "exit_date": "2026-10-12", "exit_idx": 1152, "status": "scored", "entry": 3282.0, "exit": 3255.0, "move": -27.0, "cost": 4.6537, "risk_scale": 42.80600301974154, "daily_closes": [ [ "2026-09-29", 3276.0 ], [ "2026-09-30", 3274.0 ], [ "2026-10-08", 3242.0 ], [ "2026-10-09", 3255.0 ], [ "2026-10-12", 3255.0 ] ], "v1_signal": 0, "v1_code": null, "v1_matched": false }, { "signal_date": "2026-09-28", "code": "HC2701", "close": 3282.0, "vol": 0.00583285390598436, "momentum": -1, "raw_contracts": [ "I2701", "J2701" ], "raw_cost_change": -91.7398374, "lookback_start": "2026-07-03", "regime": "震荡或弱趋势", "horizon": 10, "signal": -1, "ready": true, "score": -0.28688592, "predicted_change": -17.36716391, "threshold": 12.107366, "model_id": "2026-09-01-10", "reason": "信号超过风险与费用门槛", "status": "unmatured", "entry_date": "2026-09-29", "exit_date": null, "v1_signal": 0, "v1_code": null, "v1_matched": false }, { "signal_date": "2026-09-28", "code": "HC2701", "close": 3282.0, "vol": 0.00583285390598436, "momentum": -1, "raw_contracts": [ "I2701", "J2701" ], "raw_cost_change": -91.7398374, "lookback_start": "2026-07-03", "regime": "震荡或弱趋势", "horizon": 20, "signal": -1, "ready": true, "score": -0.4231304, "predicted_change": -36.22504234, "threshold": 17.12240121, "model_id": "2026-09-01-20", "reason": "信号超过风险与费用门槛", "status": "unmatured", "entry_date": "2026-09-29", "exit_date": null, "v1_signal": 0, "v1_code": null, "v1_matched": false }, { "signal_date": "2026-09-29", "code": "HC2701", "close": 3276.0, "vol": 0.005020512618263519, "momentum": -1, "raw_contracts": [ "I2701", "J2701" ], "raw_cost_change": -85.91869919, "lookback_start": "2026-07-06", "regime": "趋势较强", "horizon": 5, "signal": 0, "ready": true, "score": -0.04012579, "predicted_change": -1.47570856, "threshold": 7.35541115, "model_id": "2026-09-01-5", "reason": "信号不足，保持观望", "entry_date": "2026-09-30", "exit_date": "2026-10-13", "exit_idx": 1153, "status": "scored", "entry": 3275.0, "exit": 3254.0, "move": -21.0, "cost": 4.6529, "risk_scale": 36.77705575798586, "daily_closes": [ [ "2026-09-30", 3274.0 ], [ "2026-10-08", 3242.0 ], [ "2026-10-09", 3255.0 ], [ "2026-10-12", 3255.0 ], [ "2026-10-13", 3254.0 ] ], "v1_signal": 0, "v1_code": null, "v1_matched": false }, { "signal_date": "2026-09-29", "code": "HC2701", "close": 3276.0, "vol": 0.005020512618263519, "momentum": -1, "raw_contracts": [ "I2701", "J2701" ], "raw_cost_change": -85.91869919, "lookback_start": "2026-07-06", "regime": "趋势较强", "horizon": 10, "signal": 0, "ready": true, "score": -0.14968001, "predicted_change": -7.78494892, "threshold": 10.40212221, "model_id": "2026-09-01-10", "reason": "信号不足，保持观望", "status": "unmatured", "entry_date": "2026-09-30", "exit_date": null, "v1_signal": 0, "v1_code": null, "v1_matched": false }, { "signal_date": "2026-09-29", "code": "HC2701", "close": 3276.0, "vol": 0.005020512618263519, "momentum": -1, "raw_contracts": [ "I2701", "J2701" ], "raw_cost_change": -85.91869919, "lookback_start": "2026-07-06", "regime": "趋势较强", "horizon": 20, "signal": -1, "ready": true, "score": -0.3951929, "predicted_change": -29.0680629, "threshold": 14.7108223, "model_id": "2026-09-01-20", "reason": "信号超过风险与费用门槛", "status": "unmatured", "entry_date": "2026-09-30", "exit_date": null, "v1_signal": 0, "v1_code": null, "v1_matched": false }, { "signal_date": "2026-09-30", "code": "HC2701", "close": 3274.0, "vol": 0.004901789350206866, "momentum": -1, "raw_contracts": [ "I2701", "J2701" ], "raw_cost_change": -65.13821138, "lookback_start": "2026-07-07", "regime": "趋势较强", "horizon": 5, "signal": 0, "ready": true, "score": -0.02875008, "predicted_change": -1.03170935, "threshold": 7.17708875, "model_id": "2026-09-01-5", "reason": "信号不足，保持观望", "entry_date": "2026-10-08", "exit_date": "2026-10-14", "exit_idx": 1154, "status": "scored", "entry": 3264.0, "exit": 3237.0, "move": -27.0, "cost": 4.6501, "risk_scale": 35.88544376571573, "daily_closes": [ [ "2026-10-08", 3242.0 ], [ "2026-10-09", 3255.0 ], [ "2026-10-12", 3255.0 ], [ "2026-10-13", 3254.0 ], [ "2026-10-14", 3237.0 ] ], "v1_signal": 0, "v1_code": null, "v1_matched": false }, { "signal_date": "2026-09-30", "code": "HC2701", "close": 3274.0, "vol": 0.004901789350206866, "momentum": -1, "raw_contracts": [ "I2701", "J2701" ], "raw_cost_change": -65.13821138, "lookback_start": "2026-07-07", "regime": "趋势较强", "horizon": 10, "signal": 0, "ready": true, "score": -0.12369097, "predicted_change": -6.27727712, "threshold": 10.14993625, "model_id": "2026-09-01-10", "reason": "信号不足，保持观望", "status": "unmatured", "entry_date": "2026-10-08", "exit_date": null, "v1_signal": 0, "v1_code": null, "v1_matched": false }, { "signal_date": "2026-09-30", "code": "HC2701", "close": 3274.0, "vol": 0.004901789350206866, "momentum": -1, "raw_contracts": [ "I2701", "J2701" ], "raw_cost_change": -65.13821138, "lookback_start": "2026-07-07", "regime": "趋势较强", "horizon": 20, "signal": -1, "ready": true, "score": -0.36603777, "predicted_change": -26.27085543, "threshold": 14.35417751, "model_id": "2026-09-01-20", "reason": "信号超过风险与费用门槛", "status": "unmatured", "entry_date": "2026-10-08", "exit_date": null, "v1_signal": 0, "v1_code": null, "v1_matched": false }, { "signal_date": "2026-10-08", "code": "HC2701", "close": 3242.0, "vol": 0.005106143519558622, "momentum": -1, "raw_contracts": [ "I2701", "J2701" ], "raw_cost_change": -118.95934959, "lookback_start": "2026-07-08", "regime": "趋势较强", "horizon": 5, "signal": 0, "ready": true, "score": 0.02004075, "predicted_change": 0.7418311, "threshold": 7.40322631, "model_id": "2026-10-08-5", "reason": "信号不足，保持观望", "status": "unmatured", "entry_date": "2026-10-09", "exit_date": null, "v1_signal": 0, "v1_code": null, "v1_matched": false }, { "signal_date": "2026-10-08", "code": "HC2701", "close": 3242.0, "vol": 0.005106143519558622, "momentum": -1, "raw_contracts": [ "I2701", "J2701" ], "raw_cost_change": -118.95934959, "lookback_start": "2026-07-08", "regime": "趋势较强", "horizon": 10, "signal": 0, "ready": true, "score": -0.04954812, "predicted_change": -2.59378042, "threshold": 10.46974306, "model_id": "2026-10-08-10", "reason": "信号不足，保持观望", "status": "unmatured", "entry_date": "2026-10-09", "exit_date": null, "v1_signal": 0, "v1_code": null, "v1_matched": false }, { "signal_date": "2026-10-08", "code": "HC2701", "close": 3242.0, "vol": 0.005106143519558622, "momentum": -1, "raw_contracts": [ "I2701", "J2701" ], "raw_cost_change": -118.95934959, "lookback_start": "2026-07-08", "regime": "趋势较强", "horizon": 20, "signal": 0, "ready": true, "score": -0.10851339, "predicted_change": -8.03349201, "threshold": 14.80645263, "model_id": "2026-10-08-20", "reason": "信号不足，保持观望", "status": "unmatured", "entry_date": "2026-10-09", "exit_date": null, "v1_signal": 0, "v1_code": null, "v1_matched": false }, { "signal_date": "2026-10-09", "code": "HC2701", "close": 3255.0, "vol": 0.005240043781984956, "momentum": -1, "raw_contracts": [ "I2701", "J2701" ], "raw_cost_change": -72.03252033, "lookback_start": "2026-07-09", "regime": "趋势较强", "horizon": 5, "signal": 0, "ready": true, "score": 0.01029076, "predicted_change": 0.39248088, "threshold": 7.62782826, "model_id": "2026-10-08-5", "reason": "信号不足，保持观望", "status": "unmatured", "entry_date": "2026-10-12", "exit_date": null, "v1_signal": 0, "v1_code": null, "v1_matched": false }, { "signal_date": "2026-10-09", "code": "HC2701", "close": 3255.0, "vol": 0.005240043781984956, "momentum": -1, "raw_contracts": [ "I2701", "J2701" ], "raw_cost_change": -72.03252033, "lookback_start": "2026-07-09", "regime": "趋势较强", "horizon": 10, "signal": 0, "ready": true, "score": -0.08653812, "predicted_change": -4.66759712, "threshold": 10.78737818, "model_id": "2026-10-08-10", "reason": "信号不足，保持观望", "status": "unmatured", "entry_date": "2026-10-12", "exit_date": null, "v1_signal": 0, "v1_code": null, "v1_matched": false }, { "signal_date": "2026-10-09", "code": "HC2701", "close": 3255.0, "vol": 0.005240043781984956, "momentum": -1, "raw_contracts": [ "I2701", "J2701" ], "raw_cost_change": -72.03252033, "lookback_start": "2026-07-09", "regime": "趋势较强", "horizon": 20, "signal": -1, "ready": true, "score": -0.21997427, "predicted_change": -16.77925925, "threshold": 15.25565652, "model_id": "2026-10-08-20", "reason": "信号超过风险与费用门槛", "status": "unmatured", "entry_date": "2026-10-12", "exit_date": null, "v1_signal": 0, "v1_code": null, "v1_matched": false }, { "signal_date": "2026-10-12", "code": "HC2701", "close": 3255.0, "vol": 0.005093852396265866, "momentum": -1, "raw_contracts": [ "I2701", "J2701" ], "raw_cost_change": -26.66666667, "lookback_start": "2026-07-10", "regime": "趋势较强", "horizon": 5, "signal": 0, "ready": true, "score": 0.0881439, "predicted_change": 3.26794402, "threshold": 7.41502035, "model_id": "2026-10-08-5", "reason": "信号不足，保持观望", "status": "unmatured", "entry_date": "2026-10-13", "exit_date": null, "v1_signal": 0, "v1_code": null, "v1_matched": false }, { "signal_date": "2026-10-12", "code": "HC2701", "close": 3255.0, "vol": 0.005093852396265866, "momentum": -1, "raw_contracts": [ "I2701", "J2701" ], "raw_cost_change": -26.66666667, "lookback_start": "2026-07-10", "regime": "趋势较强", "horizon": 10, "signal": 0, "ready": true, "score": -0.07194273, "predicted_change": -3.7721093, "threshold": 10.48642234, "model_id": "2026-10-08-10", "reason": "信号不足，保持观望", "status": "unmatured", "entry_date": "2026-10-13", "exit_date": null, "v1_signal": 0, "v1_code": null, "v1_matched": false }, { "signal_date": "2026-10-12", "code": "HC2701", "close": 3255.0, "vol": 0.005093852396265866, "momentum": -1, "raw_contracts": [ "I2701", "J2701" ], "raw_cost_change": -26.66666667, "lookback_start": "2026-07-10", "regime": "趋势较强", "horizon": 20, "signal": -1, "ready": true, "score": -0.3106096, "predicted_change": -23.03176474, "threshold": 14.83004069, "model_id": "2026-10-08-20", "reason": "信号超过风险与费用门槛", "status": "unmatured", "entry_date": "2026-10-13", "exit_date": null, "v1_signal": 0, "v1_code": null, "v1_matched": false }, { "signal_date": "2026-10-13", "code": "HC2701", "close": 3254.0, "vol": 0.0050686038536191655, "momentum": -1, "raw_contracts": [ "I2701", "J2701" ], "raw_cost_change": -47.4796748, "lookback_start": "2026-07-13", "regime": "趋势较强", "horizon": 5, "signal": 0, "ready": true, "score": 0.0335018, "predicted_change": 1.23554627, "threshold": 7.37599979, "model_id": "2026-10-08-5", "reason": "信号不足，保持观望", "status": "unmatured", "entry_date": "2026-10-14", "exit_date": null, "v1_signal": 0, "v1_code": null, "v1_matched": false }, { "signal_date": "2026-10-13", "code": "HC2701", "close": 3254.0, "vol": 0.0050686038536191655, "momentum": -1, "raw_contracts": [ "I2701", "J2701" ], "raw_cost_change": -47.4796748, "lookback_start": "2026-07-13", "regime": "趋势较强", "horizon": 10, "signal": 0, "ready": true, "score": -0.11744, "predicted_change": -6.12522326, "threshold": 10.43123894, "model_id": "2026-10-08-10", "reason": "信号不足，保持观望", "status": "unmatured", "entry_date": "2026-10-14", "exit_date": null, "v1_signal": 0, "v1_code": null, "v1_matched": false }, { "signal_date": "2026-10-13", "code": "HC2701", "close": 3254.0, "vol": 0.0050686038536191655, "momentum": -1, "raw_contracts": [ "I2701", "J2701" ], "raw_cost_change": -47.4796748, "lookback_start": "2026-07-13", "regime": "趋势较强", "horizon": 20, "signal": -1, "ready": true, "score": -0.36873208, "predicted_change": -27.19767767, "threshold": 14.75199959, "model_id": "2026-10-08-20", "reason": "信号超过风险与费用门槛", "status": "unmatured", "entry_date": "2026-10-14", "exit_date": null, "v1_signal": 0, "v1_code": null, "v1_matched": false }, { "signal_date": "2026-10-14", "code": "HC2701", "close": 3237.0, "vol": 0.004502375830723957, "momentum": -1, "raw_contracts": [ "I2701", "J2701" ], "raw_cost_change": -61.39837398, "lookback_start": "2026-07-14", "regime": "趋势较强", "horizon": 5, "signal": 1, "ready": true, "score": 0.27091552, "predicted_change": 8.82883369, "threshold": 6.9711, "model_id": "2026-10-08-5", "reason": "信号超过风险与费用门槛", "status": "unmatured", "entry_date": null, "exit_date": null, "v1_signal": 0, "v1_code": null, "v1_matched": false, "production_signal": 0, "deployment_status": "验证未通过，仅保留研究信号" }, { "signal_date": "2026-10-14", "code": "HC2701", "close": 3237.0, "vol": 0.004502375830723957, "momentum": -1, "raw_contracts": [ "I2701", "J2701" ], "raw_cost_change": -61.39837398, "lookback_start": "2026-07-14", "regime": "趋势较强", "horizon": 10, "signal": 0, "ready": true, "score": 0.04982359, "predicted_change": 2.29625152, "threshold": 9.21752745, "model_id": "2026-10-08-10", "reason": "信号不足，保持观望", "status": "unmatured", "entry_date": null, "exit_date": null, "v1_signal": 0, "v1_code": null, "v1_matched": false, "production_signal": 0, "deployment_status": "验证未通过，仅保留研究信号" }, { "signal_date": "2026-10-14", "code": "HC2701", "close": 3237.0, "vol": 0.004502375830723957, "momentum": -1, "raw_contracts": [ "I2701", "J2701" ], "raw_cost_change": -61.39837398, "lookback_start": "2026-07-14", "regime": "趋势较强", "horizon": 20, "signal": -1, "ready": true, "score": -0.22448174, "predicted_change": -14.63121726, "threshold": 13.03555233, "model_id": "2026-10-08-20", "reason": "信号超过风险与费用门槛", "status": "unmatured", "entry_date": null, "exit_date": null, "v1_signal": 0, "v1_code": null, "v1_matched": false, "production_signal": 0, "deployment_status": "验证未通过，仅保留研究信号" } ], "latest": [ { "signal_date": "2026-10-14", "code": "HC2701", "close": 3237.0, "vol": 0.004502375830723957, "momentum": -1, "raw_contracts": [ "I2701", "J2701" ], "raw_cost_change": -61.39837398, "lookback_start": "2026-07-14", "regime": "趋势较强", "horizon": 5, "signal": 1, "ready": true, "score": 0.27091552, "predicted_change": 8.82883369, "threshold": 6.9711, "model_id": "2026-10-08-5", "reason": "信号超过风险与费用门槛", "status": "unmatured", "entry_date": null, "exit_date": null, "v1_signal": 0, "v1_code": null, "v1_matched": false, "production_signal": 0, "deployment_status": "验证未通过，仅保留研究信号" }, { "signal_date": "2026-10-14", "code": "HC2701", "close": 3237.0, "vol": 0.004502375830723957, "momentum": -1, "raw_contracts": [ "I2701", "J2701" ], "raw_cost_change": -61.39837398, "lookback_start": "2026-07-14", "regime": "趋势较强", "horizon": 10, "signal": 0, "ready": true, "score": 0.04982359, "predicted_change": 2.29625152, "threshold": 9.21752745, "model_id": "2026-10-08-10", "reason": "信号不足，保持观望", "status": "unmatured", "entry_date": null, "exit_date": null, "v1_signal": 0, "v1_code": null, "v1_matched": false, "production_signal": 0, "deployment_status": "验证未通过，仅保留研究信号" }, { "signal_date": "2026-10-14", "code": "HC2701", "close": 3237.0, "vol": 0.004502375830723957, "momentum": -1, "raw_contracts": [ "I2701", "J2701" ], "raw_cost_change": -61.39837398, "lookback_start": "2026-07-14", "regime": "趋势较强", "horizon": 20, "signal": -1, "ready": true, "score": -0.22448174, "predicted_change": -14.63121726, "threshold": 13.03555233, "model_id": "2026-10-08-20", "reason": "信号超过风险与费用门槛", "status": "unmatured", "entry_date": null, "exit_date": null, "v1_signal": 0, "v1_code": null, "v1_matched": false, "production_signal": 0, "deployment_status": "验证未通过，仅保留研究信号" } ], "coverage_audit": { "historical_sessions": 1155, "feature_sessions": 1095, "test_feature_gaps": [], "selected_contracts": { "HC2601": 35, "HC2605": 78, "HC2610": 104, "HC2701": 36 }, "rejected_bars": [ { "code": "HC2205", "date": "2021-12-30", "reason": "OHLC inconsistent", "bar": { "o": 4460.0, "h": 4515.0, "l": 4395.0, "c": 4394.0, "v": 601522.0, "p": 813598.0 } }, { "code": "HC2210", "date": "2021-12-30", "reason": "OHLC inconsistent", "bar": { "o": 4299.0, "h": 4354.0, "l": 4250.0, "c": 4249.0, "v": 21116.0, "p": 79936.0 } } ], "original_v1_sha256": "dcf34115d9002e06960e6e29b21576861e62c9164ae045bc88f94e94ecf1f575" }, "limitations": [ "所有结果均为本次回顾性研究，滚动训练不能消除研究设计时已知市场历史的影响。", "基本面首发时间与修订档案不完整，V2训练仅纳入可确定交易日的分合约行情；基本面保留在独立研究层。", "命中率区间是近似提示；重叠训练标签及不同抽样起点不能当作独立样本。", "回撤按每日收盘盯市，不含日内波动、保证金、资金利息和真实冲击成本。", "全年平仓价为新浪历史归档，未取得交易所结算价；盘后夜盘归属按源站交易日。" ] }