High-Return LINK RSI Short + Regime (4h)
发布于 2026年7月26日
RSI Short + Regime strategy on LINK. +67.92% return over the test period with 51.3% win rate and 1.8 profit factor. Sharpe ratio: 0.87. Max drawdown: 18.54%. Best performance in wait regime.
绩效指标
样本外验证
在未见数据上测试，验证策略未过度拟合。 低退化证实稳健性。
统计置信度
优势真实存在的可能性——样本外统计置信度、跨时间的一致性，以及与单纯持有资产的比较。
回报范围（90% 置信度）: -19.98% ··· 68.36% ··· 273.62%
回测包含交易费用和滑点，假设全额资金顺序复利，且未计入做空时的期货资金费用。
净值曲线
策略规则
CFO 市场状态分析
Anny's CFO Line divides market conditions into three regimes. Accumulate means the trend is bullish — ideal for long entries. Distribute means bearish — better to avoid or short. Wait means the trend is unclear. This breakdown shows how the strategy performed in each regime, helping you understand when it works best.
This strategy performs best during accumulate+wait — consider using the regime filter to only enter trades when the CFO Line signals accumulate+wait.
| 状态 | 回报 | 交易 | 胜率 |
|---|---|---|---|
| 等待 | 55.38% | 33 | 51.5% |
| 积累 | 8.34% | 6 | 50% |
| 分配 | 0% | 0 | 0% |
| _best_combo | 63.72% | 39 | 51.3% |
交易记录 (39 笔交易)
| 入场 | 出场 | 回报 | 状态 |
|---|---|---|---|
| 7/14/2024 | 7/15/2024 | -4.9% | 等待 |
| 7/16/2024 | 7/20/2024 | +0.93% | 等待 |
| 8/21/2024 | 8/23/2024 | -5.69% | 等待 |
| 8/23/2024 | 8/24/2024 | -5.33% | 等待 |
| 9/9/2024 | 9/12/2024 | -2.1% | 等待 |
| 9/13/2024 | 9/19/2024 | +2% | 等待 |
| 9/20/2024 | 9/23/2024 | -1.8% | 等待 |
| 10/15/2024 | 10/15/2024 | -2.68% | 等待 |
| 3/2/2025 | 3/5/2025 | +9.3% | 等待 |
| 3/6/2025 | 3/13/2025 | +25.73% | 等待 |
