智量 AI｜AI 量化投研与策略回测平台

TEMPLATE VERSION

MOMENTUM_20_60_DEMO_V1

ACTIVE

源文件app/backtest/strategy_sandbox.py默认参数{"long_window":60,"short_window":20,"signal_delay_days":1,"minimum_long_momentum":0,"minimum_short_momentum":0}数据要求{"timeframe":"DAILY","price_fields":["adjusted_close"],"minimum_history_days":61}执行规则{"mode":"research_signal_preview","orders_generated":false,"trades_generated":false,"explanation_rules":["20日收益达到阈值","60日收益达到阈值","信号只在收盘后形成"],"signal_delay_days":1}

查看参数 Schema

{
  "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
  }
}

风险说明：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。

IMMUTABLE REGISTRY AUDIT

策略审计时间线

2 EVENTS

2026/7/18 22:31:59
TEMPLATE_REGISTERED
MOMENTUM_20_60_DEMO_V1 · Phase 2.28 sandbox-only candidate registered
2026/7/18 22:31:59
VERSION_CREATED
MOMENTUM_20_60_DEMO_V1 · Phase 2.28 immutable candidate version registered