CONTROLLED RESEARCHNO TRADING仅工作区研究资产、策略参数、Sandbox 回测任务与报告可受控写入 · 不构成投资建议
智量 AI/策略回测

VERSIONED / PARAMETERIZED / DISABLED BY DEFAULT

Phase 2.28 策略研究沙盒

5 个候选模板仅在隔离研究区做静态校验与 IS/OOS 预览，不自动启用。

READ ONLY · NO RUN
非正式策略结果沙盒预览不承诺收益，不构成投资建议；不生成订单，不授权模拟或实盘交易。
TEMPLATES5 / 5
PREVIEW RUNS4 PASS · 1 FAILED
HISTORICAL BACKTESTS14 PRESERVED
OFFICIAL RESULTSFALSE

CANDIDATE TEMPLATE REGISTRY

5 个指定模板

momentum_20_60_demo:PRESENT · low_volatility_demo:PRESENT · breakout_20_demo:PRESENT · mean_reversion_rsi_demo:PRESENT · equal_weight_sector_neutral_demo:PRESENT

模板版本风险默认启用SANDBOX PREVIEWSTRATEGYPAPERLIVE
BREAKOUT_20_DEMObreakout_20_demoBREAKOUT_20_DEMO_V1HIGHDISABLEDSANDBOX ONLYCLOSEDCLOSEDCLOSED
EQUAL_WEIGHT_SECTOR_NEUTRAL_DEMOequal_weight_sector_neutral_demoEQUAL_WEIGHT_SECTOR_NEUTRAL_DEMO_V1HIGHDISABLEDSANDBOX ONLYCLOSEDCLOSEDCLOSED
LOW_VOLATILITY_DEMOlow_volatility_demoLOW_VOLATILITY_DEMO_V1MEDIUMDISABLEDSANDBOX ONLYCLOSEDCLOSEDCLOSED
MEAN_REVERSION_RSI_DEMOmean_reversion_rsi_demoMEAN_REVERSION_RSI_DEMO_V1HIGHDISABLEDSANDBOX ONLYCLOSEDCLOSEDCLOSED
MOMENTUM_20_60_DEMOmomentum_20_60_demoMOMENTUM_20_60_DEMO_V1HIGHDISABLEDSANDBOX ONLYCLOSEDCLOSEDCLOSED

PHASE_2_28_BREAKOUT_20_DEMO_STRATEGY_SANDBOX_V1_0

BREAKOUT_20_DEMO

DISABLED

识别调整收盘价突破此前20日高点且成交量放大的研究信号；不生成交易。

参数 SchemaBOUNDARIES / TYPES
{
  "volume_window": {
    "type": "integer",
    "default": 20,
    "maximum": 60,
    "minimum": 5
  },
  "lookback_window": {
    "type": "integer",
    "default": 20,
    "maximum": 120,
    "minimum": 5
  },
  "signal_delay_days": {
    "type": "integer",
    "const": 1,
    "default": 1
  },
  "volume_multiplier": {
    "type": "number",
    "default": 1.2,
    "maximum": 5,
    "minimum": 1
  }
}
默认参数IMMUTABLE PREVIEW DEFAULT
{
  "volume_window": 20,
  "lookback_window": 20,
  "signal_delay_days": 1,
  "volume_multiplier": 1.2
}
IS / OOSSTRICTLY SEPARATED2023-07-17 — 2024-12-31
2025-01-01 — 2026-07-17
价格字段RAW PRICE FORBIDDENadjusted_close
风险说明NO PROMISED RETURN
"突破可能失败或遇到流动性限制；成交量不是成交保证。"
静态规则FUTURE FUNCTION / PARAMETER / DATA GATES6 RULES

PHASE_2_28_EQUAL_WEIGHT_SECTOR_NEUTRAL_DEMO_STRATEGY_SANDBOX_V1_0

EQUAL_WEIGHT_SECTOR_NEUTRAL_DEMO

DISABLED

按声明行业分组选择历史动量靠前证券并给出等权研究权重；不生成交易。

参数 SchemaBOUNDARIES / TYPES
{
  "momentum_window": {
    "type": "integer",
    "default": 20,
    "maximum": 120,
    "minimum": 5
  },
  "per_sector_count": {
    "type": "integer",
    "default": 1,
    "maximum": 10,
    "minimum": 1
  },
  "signal_delay_days": {
    "type": "integer",
    "const": 1,
    "default": 1
  },
  "minimum_sector_members": {
    "type": "integer",
    "default": 2,
    "maximum": 50,
    "minimum": 2
  }
}
默认参数IMMUTABLE PREVIEW DEFAULT
{
  "momentum_window": 20,
  "per_sector_count": 1,
  "signal_delay_days": 1,
  "minimum_sector_members": 2
}
IS / OOSSTRICTLY SEPARATED2023-07-17 — 2024-12-31
2025-01-01 — 2026-07-17
价格字段RAW PRICE FORBIDDENadjusted_close
风险说明NO PROMISED RETURN
"行业标签缺失时必须阻断；等权与行业分组不消除市场风险。"
静态规则FUTURE FUNCTION / PARAMETER / DATA GATES6 RULES

PHASE_2_28_LOW_VOLATILITY_DEMO_STRATEGY_SANDBOX_V1_0

LOW_VOLATILITY_DEMO

DISABLED

筛选历史波动率较低且中期动量不弱的研究信号；不生成交易。

参数 SchemaBOUNDARIES / TYPES
{
  "trend_window": {
    "type": "integer",
    "default": 60,
    "maximum": 120,
    "minimum": 20
  },
  "signal_delay_days": {
    "type": "integer",
    "const": 1,
    "default": 1
  },
  "volatility_window": {
    "type": "integer",
    "default": 20,
    "maximum": 60,
    "minimum": 5
  },
  "minimum_trend_return": {
    "type": "number",
    "default": 0,
    "maximum": 1,
    "minimum": -0.5
  },
  "maximum_daily_volatility": {
    "type": "number",
    "default": 0.025,
    "maximum": 0.2,
    "minimum": 0.001
  }
}
默认参数IMMUTABLE PREVIEW DEFAULT
{
  "trend_window": 60,
  "signal_delay_days": 1,
  "volatility_window": 20,
  "minimum_trend_return": 0,
  "maximum_daily_volatility": 0.025
}
IS / OOSSTRICTLY SEPARATED2023-07-17 — 2024-12-31
2025-01-01 — 2026-07-17
价格字段RAW PRICE FORBIDDENadjusted_close
风险说明NO PROMISED RETURN
"低历史波动不代表低未来风险，极端行情中相关性可能上升。"
静态规则FUTURE FUNCTION / PARAMETER / DATA GATES6 RULES

PHASE_2_28_MEAN_REVERSION_RSI_DEMO_STRATEGY_SANDBOX_V1_0

MEAN_REVERSION_RSI_DEMO

DISABLED

使用历史调整收盘价计算RSI超卖的均值回归研究信号；不生成交易。

参数 SchemaBOUNDARIES / TYPES
{
  "rsi_window": {
    "type": "integer",
    "default": 14,
    "maximum": 40,
    "minimum": 5
  },
  "signal_delay_days": {
    "type": "integer",
    "const": 1,
    "default": 1
  },
  "oversold_threshold": {
    "type": "number",
    "default": 30,
    "maximum": 45,
    "minimum": 5
  }
}
默认参数IMMUTABLE PREVIEW DEFAULT
{
  "rsi_window": 14,
  "signal_delay_days": 1,
  "oversold_threshold": 30
}
IS / OOSSTRICTLY SEPARATED2023-07-17 — 2024-12-31
2025-01-01 — 2026-07-17
价格字段RAW PRICE FORBIDDENadjusted_close
风险说明NO PROMISED RETURN
"超卖可持续很久，均值回归假设可能失效；不构成投资建议。"
静态规则FUTURE FUNCTION / PARAMETER / DATA GATES6 RULES

PHASE_2_28_MOMENTUM_20_60_DEMO_STRATEGY_SANDBOX_V1_0

MOMENTUM_20_60_DEMO

DISABLED

比较20日与60日历史动量的可解释研究信号；不生成交易。

参数 SchemaBOUNDARIES / TYPES
{
  "long_window": {
    "type": "integer",
    "default": 60,
    "maximum": 120,
    "minimum": 30
  },
  "short_window": {
    "type": "integer",
    "default": 20,
    "maximum": 40,
    "minimum": 5
  },
  "signal_delay_days": {
    "type": "integer",
    "const": 1,
    "default": 1
  },
  "minimum_long_momentum": {
    "type": "number",
    "default": 0,
    "maximum": 2,
    "minimum": -0.5
  },
  "minimum_short_momentum": {
    "type": "number",
    "default": 0,
    "maximum": 1,
    "minimum": -0.5
  }
}
默认参数IMMUTABLE PREVIEW DEFAULT
{
  "long_window": 60,
  "short_window": 20,
  "signal_delay_days": 1,
  "minimum_long_momentum": 0,
  "minimum_short_momentum": 0
}
IS / OOSSTRICTLY SEPARATED2023-07-17 — 2024-12-31
2025-01-01 — 2026-07-17
价格字段RAW PRICE FORBIDDENadjusted_close
风险说明NO PROMISED RETURN
"动量可能快速反转；短样本和参数选择可能导致过拟合，不构成投资建议。"
静态规则FUTURE FUNCTION / PARAMETER / DATA GATES6 RULES

IN_SAMPLE / OUT_OF_SAMPLE PREVIEW

样本内外结果与审计

IN_SAMPLE 与 OUT_OF_SAMPLE 严格分离；失败参数记录保持失败，样本外结果不会被选择性隐藏。

5 RUNS · 30 VALIDATIONS · 10 AUDITS

PHASE_2_28_EQUAL_WEIGHT_SECTOR_NEUTRAL_DEMO_STRATEGY_SANDBOX_V1_0

EQUAL_WEIGHT_SECTOR_NEUTRAL_DEMO · EQUAL_WEIGHT_SECTOR_NEUTRAL_DEMO_V1

FAILED

SECTOR_METADATA_REQUIRED

BLOCKED · SECTOR COVERAGE 0板块覆盖为 0；已失败关闭，不生成 IS/OOS 市场结果，不伪造板块中性表现。
PARAMETER SNAPSHOT{ "momentum_window": 20, "per_sector_count": 1, "signal_delay_days": 1, "minimum_sector_members": 2 }INPUT FINGERPRINT475960688a50ee3500…RESULT FINGERPRINT—PRICE CONTRACTADJUSTED ONLY · RAW USED 0
SPLIT日期OBSERVATIONSEVALUABLESIGNALSSIGNAL RATE状态
NO SPLIT RESULT · FAILED RECORD PRESERVED
静态验证与审计记录 · 6 VALIDATIONS / 2 AUDITS
IS_OOS_SEPARATEDCROSS_SPLIT · info · IS_OOS_SEPARATED passedPASS
PARAMETERS_LOCKEDCROSS_SPLIT · info · PARAMETERS_LOCKED passedPASS
NO_EXECUTION_OUTPUTGATE · info · NO_EXECUTION_OUTPUT passedPASS
SANDBOX_GATES_CLOSEDGATE · info · SANDBOX_GATES_CLOSED passedPASS
NO_FUTURE_DATASTATIC · info · NO_FUTURE_DATA passedPASS
SECTOR_METADATA_REQUIREDSTATIC · critical · SECTOR_METADATA_REQUIRED failed closedFAILED
PREVIEW_STARTED2026-07-18T14:31:59.439385+00:00 · Phase 2.28 deterministic research preview startedAUDITED
PREVIEW_FAILED2026-07-18T14:31:59.439385+00:00 · Sector metadata unavailable; preview failed closedAUDITED
正式回测 / 策略 / 模拟 / 实盘ALL BUSINESS GATESCLOSED / CLOSED / CLOSED / CLOSED
研究边界NO ORDER / NO RECOMMENDATIONresearch_only=true · official=false

PHASE_2_28_BREAKOUT_20_DEMO_STRATEGY_SANDBOX_V1_0

BREAKOUT_20_DEMO · BREAKOUT_20_DEMO_V1

PASS
PARAMETER SNAPSHOT{ "volume_window": 20, "lookback_window": 20, "signal_delay_days": 1, "volume_multiplier": 1.2 }INPUT FINGERPRINTef54d939da8556aad1…RESULT FINGERPRINT69fea9d034a7cf8942…PRICE CONTRACTADJUSTED ONLY · RAW USED 0
SPLIT日期OBSERVATIONSEVALUABLESIGNALSSIGNAL RATE状态
IN_SAMPLE2023-07-17 — 2024-12-313568565257266.69%PASS
OUT_OF_SAMPLE2025-01-02 — 2026-07-173729503369337.30%PASS
静态验证与审计记录 · 6 VALIDATIONS / 2 AUDITS
IS_OOS_SEPARATEDCROSS_SPLIT · info · IS_OOS_SEPARATED passedPASS
PARAMETERS_LOCKEDCROSS_SPLIT · info · PARAMETERS_LOCKED passedPASS
NO_EXECUTION_OUTPUTGATE · info · NO_EXECUTION_OUTPUT passedPASS
SANDBOX_GATES_CLOSEDGATE · info · SANDBOX_GATES_CLOSED passedPASS
ADJUSTED_ONLYSTATIC · info · ADJUSTED_ONLY passedPASS
NO_FUTURE_DATASTATIC · info · NO_FUTURE_DATA passedPASS
PREVIEW_STARTED2026-07-18T14:31:59.439385+00:00 · Phase 2.28 deterministic research preview startedAUDITED
PREVIEW_COMPLETED2026-07-18T14:31:59.439385+00:00 · Research signal preview completed without execution outputsAUDITED
正式回测 / 策略 / 模拟 / 实盘ALL BUSINESS GATESCLOSED / CLOSED / CLOSED / CLOSED
研究边界NO ORDER / NO RECOMMENDATIONresearch_only=true · official=false

PHASE_2_28_MOMENTUM_20_60_DEMO_STRATEGY_SANDBOX_V1_0

MOMENTUM_20_60_DEMO · MOMENTUM_20_60_DEMO_V1

PASS
PARAMETER SNAPSHOT{ "long_window": 60, "short_window": 20, "signal_delay_days": 1, "minimum_long_momentum": 0, "minimum_short_momentum": 0 }INPUT FINGERPRINTbae5a877c824d84614…RESULT FINGERPRINTbde34d773bf5f5dbb5…PRICE CONTRACTADJUSTED ONLY · RAW USED 0
SPLIT日期OBSERVATIONSEVALUABLESIGNALSSIGNAL RATE状态
IN_SAMPLE2023-07-17 — 2024-12-31356754122383531.61%PASS
OUT_OF_SAMPLE2025-01-02 — 2026-07-17372950333153833.19%PASS
静态验证与审计记录 · 6 VALIDATIONS / 2 AUDITS
IS_OOS_SEPARATEDCROSS_SPLIT · info · IS_OOS_SEPARATED passedPASS
PARAMETERS_LOCKEDCROSS_SPLIT · info · PARAMETERS_LOCKED passedPASS
NO_EXECUTION_OUTPUTGATE · info · NO_EXECUTION_OUTPUT passedPASS
SANDBOX_GATES_CLOSEDGATE · info · SANDBOX_GATES_CLOSED passedPASS
ADJUSTED_ONLYSTATIC · info · ADJUSTED_ONLY passedPASS
NO_FUTURE_DATASTATIC · info · NO_FUTURE_DATA passedPASS
PREVIEW_STARTED2026-07-18T14:31:59.439385+00:00 · Phase 2.28 deterministic research preview startedAUDITED
PREVIEW_COMPLETED2026-07-18T14:31:59.439385+00:00 · Research signal preview completed without execution outputsAUDITED
正式回测 / 策略 / 模拟 / 实盘ALL BUSINESS GATESCLOSED / CLOSED / CLOSED / CLOSED
研究边界NO ORDER / NO RECOMMENDATIONresearch_only=true · official=false

PHASE_2_28_LOW_VOLATILITY_DEMO_STRATEGY_SANDBOX_V1_0

LOW_VOLATILITY_DEMO · LOW_VOLATILITY_DEMO_V1

PASS
PARAMETER SNAPSHOT{ "trend_window": 60, "signal_delay_days": 1, "volatility_window": 20, "minimum_trend_return": 0, "maximum_daily_volatility": 0.025 }INPUT FINGERPRINTdb17b480c0d983e4f8…RESULT FINGERPRINT73b5ae737999f3d30c…PRICE CONTRACTADJUSTED ONLY · RAW USED 0
SPLIT日期OBSERVATIONSEVALUABLESIGNALSSIGNAL RATE状态
IN_SAMPLE2023-07-17 — 2024-12-31356754121588321.06%PASS
OUT_OF_SAMPLE2025-01-02 — 2026-07-17372950332502626.33%PASS
静态验证与审计记录 · 6 VALIDATIONS / 2 AUDITS
IS_OOS_SEPARATEDCROSS_SPLIT · info · IS_OOS_SEPARATED passedPASS
PARAMETERS_LOCKEDCROSS_SPLIT · info · PARAMETERS_LOCKED passedPASS
NO_EXECUTION_OUTPUTGATE · info · NO_EXECUTION_OUTPUT passedPASS
SANDBOX_GATES_CLOSEDGATE · info · SANDBOX_GATES_CLOSED passedPASS
ADJUSTED_ONLYSTATIC · info · ADJUSTED_ONLY passedPASS
NO_FUTURE_DATASTATIC · info · NO_FUTURE_DATA passedPASS
PREVIEW_STARTED2026-07-18T14:31:59.439385+00:00 · Phase 2.28 deterministic research preview startedAUDITED
PREVIEW_COMPLETED2026-07-18T14:31:59.439385+00:00 · Research signal preview completed without execution outputsAUDITED
正式回测 / 策略 / 模拟 / 实盘ALL BUSINESS GATESCLOSED / CLOSED / CLOSED / CLOSED
研究边界NO ORDER / NO RECOMMENDATIONresearch_only=true · official=false

PHASE_2_28_MEAN_REVERSION_RSI_DEMO_STRATEGY_SANDBOX_V1_0

MEAN_REVERSION_RSI_DEMO · MEAN_REVERSION_RSI_DEMO_V1

PASS
PARAMETER SNAPSHOT{ "rsi_window": 14, "signal_delay_days": 1, "oversold_threshold": 30 }INPUT FINGERPRINT107f4c89da96ca0ceb…RESULT FINGERPRINT7cf39c88823d4707f5…PRICE CONTRACTADJUSTED ONLY · RAW USED 0
SPLIT日期OBSERVATIONSEVALUABLESIGNALSSIGNAL RATE状态
IN_SAMPLE2023-07-17 — 2024-12-31356871881244314.27%PASS
OUT_OF_SAMPLE2025-01-02 — 2026-07-17372950331196512.59%PASS
静态验证与审计记录 · 6 VALIDATIONS / 2 AUDITS
IS_OOS_SEPARATEDCROSS_SPLIT · info · IS_OOS_SEPARATED passedPASS
PARAMETERS_LOCKEDCROSS_SPLIT · info · PARAMETERS_LOCKED passedPASS
NO_EXECUTION_OUTPUTGATE · info · NO_EXECUTION_OUTPUT passedPASS
SANDBOX_GATES_CLOSEDGATE · info · SANDBOX_GATES_CLOSED passedPASS
ADJUSTED_ONLYSTATIC · info · ADJUSTED_ONLY passedPASS
NO_FUTURE_DATASTATIC · info · NO_FUTURE_DATA passedPASS
PREVIEW_STARTED2026-07-18T14:31:59.439385+00:00 · Phase 2.28 deterministic research preview startedAUDITED
PREVIEW_COMPLETED2026-07-18T14:31:59.439385+00:00 · Research signal preview completed without execution outputsAUDITED
正式回测 / 策略 / 模拟 / 实盘ALL BUSINESS GATESCLOSED / CLOSED / CLOSED / CLOSED
研究边界NO ORDER / NO RECOMMENDATIONresearch_only=true · official=false

本页不提供抓取、运行策略、启用策略、回测、模拟交易、实盘交易或荐股操作。