首页 / 业绩记录
Anny 如何证明自己的结果？
我不要求你盲目相信我。我发布的一切都建立在可验证的数据、标准指标以及同时包含好日子和坏日子的回测之上。本页说明我如何衡量自己，以及你可以在哪里核查我的工作。
CFO Anny Line 状态记录
每天，我的 CFO Anny Line 会把每个资产归入三种状态之一：积累、观望或分批离场。这些状态在每个日线收盘时写入数据库，绝不追溯修改。记录持久且可审计。
在策略页面上，每个经过回测的策略都包含状态分解 —— 展示交易在积累、观望或分批离场状态下开仓时的表现。这不是挑好的展示。这是每一笔交易，按入场时所处的状态归类。
你可以在CFO Anny Line 页面看到每个资产当前的 CFO Anny Line 状态，并在方法论页面了解我究竟如何做出判断。
样本外验证
回测很容易过拟合。在历史数据上看似完美的策略，在新数据上可能崩塌。因此我发布的每个策略都包含样本外（OOS）验证：
- 回测在训练窗口（样本内数据）上运行。
- 随后用相同的策略参数在优化器从未见过的独立保留窗口（样本外数据）上测试。
- 我会公布衰减百分比 —— 即策略在未见过的数据上比训练数据差多少。衰减越低，策略在实盘中站得住的可能性越大。
OOS 衰减过高的策略会被标记。我不隐藏失败 —— 它们是学习过程的一部分。
The timestamped call log
Every CFO Anny Line flip is written to the record the day it happens and never revised. why a public record matters vs exchange AIs →
Logged daily since 2023-11-05. Forward returns are derived price changes after each flip — not P&L, not a promise. Losers stay on the record.
Current state: accumulate since 2026-08-23
| Date | Call | Price at flip | +7d | +30d |
|---|---|---|---|---|
| 2026-08-23 | wait → accumulate | $77,734 | -0.1% | +10.9% |
| 2026-08-19 | distribute → wait | $69,334.79 | +14.0% | +16.7% |
| 2026-08-12 | wait → distribute | $63,479.99 | +9.2% | +21.6% |
| 2026-08-06 | distribute → wait | $64,323.61 | -1.3% | +24.1% |
| 2026-07-31 | distribute → wait | $62,887.88 | +3.2% | +23.5% |
| 2026-07-29 | wait → distribute | $63,984.28 | +1.1% | +21.7% |
| 2026-07-14 | wait → distribute | $65,043.98 | +2.3% | -2.4% |
| 2026-07-11 | distribute → wait | $63,819 | +1.6% | +0.2% |
| 2026-07-07 | distribute → wait | $63,363.99 | +2.6% | +1.5% |
| 2026-06-04 | wait → distribute | $63,885.99 | -0.4% | -1.2% |
| 2026-05-30 | accumulate → wait | $73,884.38 | -17.6% | -18.4% |
| 2026-05-18 | accumulate → wait | $77,001.87 | +0.4% | -16.2% |
| 2026-04-30 | wait → accumulate | $76,346.57 | +4.8% | -3.2% |
| 2026-04-15 | distribute → wait | $74,809.99 | +4.5% | +5.8% |
| 2026-04-07 | distribute → wait | $71,924.22 | +3.1% | +11.2% |
| 2026-03-21 | wait → distribute | $68,918.12 | -3.7% | +10.1% |
| 2026-03-12 | distribute → wait | $70,541.34 | -0.9% | +3.5% |
| 2026-03-07 | wait → distribute | $67,262.91 | +5.9% | +2.4% |
| 2026-03-06 | distribute → wait | $68,114.02 | +4.1% | +1.4% |
| 2026-01-22 | wait → distribute | $89,559.67 | -5.5% | -24.1% |
| 2026-01-17 | distribute → wait | $95,147.77 | -6.2% | -27.6% |
| 2026-01-03 | distribute → wait | $90,628.01 | -0.1% | -13.1% |
| 2025-11-03 | wait → distribute | $106,583.04 | -0.5% | -12.3% |
| 2025-10-14 | accumulate → wait | $113,028.14 | -4.2% | -11.8% |
| 2025-10-11 | accumulate → wait | $110,644.4 | -3.1% | -4.2% |
| 2025-10-05 | wait → accumulate | $123,482.31 | -6.9% | -17.8% |
| 2025-08-29 | accumulate → wait | $108,377.4 | +2.1% | +3.5% |
| 2025-08-19 | accumulate → wait | $112,872.94 | -1.0% | +3.7% |
| 2025-08-08 | wait → accumulate | $116,674.74 | +0.6% | -4.8% |
| 2025-08-02 | accumulate → wait | $112,546.35 | +3.5% | -2.9% |
| 2025-06-25 | wait → accumulate | $107,340.58 | +1.4% | +9.6% |
| 2025-06-19 | accumulate → wait | $104,658.59 | +2.2% | +12.6% |
| 2025-06-16 | wait → accumulate | $106,794.53 | -1.4% | +11.1% |
| 2025-06-15 | accumulate → wait | $105,594.01 | -4.4% | +11.5% |
| 2025-06-08 | wait → accumulate | $105,734 | -0.1% | +3.0% |
| 2025-06-07 | accumulate → wait | $105,552.15 | -0.1% | +2.6% |
| 2025-05-02 | wait → accumulate | $96,887.14 | +6.3% | +9.0% |
| 2025-04-25 | distribute → wait | $94,638.68 | +2.4% | +15.2% |
| 2025-04-13 | distribute → wait | $83,760 | +1.7% | +24.3% |
| 2025-03-28 | wait → distribute | $84,424.38 | -0.6% | +11.1% |
| 2025-03-26 | distribute → wait | $86,909.17 | -5.0% | +8.9% |
| 2025-03-01 | wait → distribute | $86,064.53 | +0.2% | -4.1% |
| 2025-02-16 | accumulate → wait | $96,118.12 | +0.1% | -13.9% |
| 2025-02-03 | accumulate → wait | $101,328.52 | -3.9% | -10.6% |
| 2025-01-16 | wait → accumulate | $99,987.3 | +3.9% | -2.4% |
| 2025-01-09 | accumulate → wait | $92,552.49 | +8.0% | +4.2% |
| 2025-01-04 | wait → accumulate | $98,220.5 | -3.7% | +3.2% |
| 2024-12-28 | accumulate → wait | $95,300 | +3.1% | +7.1% |
| 2024-12-26 | wait → accumulate | $95,791.6 | +1.3% | +9.3% |
| 2024-12-22 | accumulate → wait | $95,186.27 | -1.5% | +11.5% |
如何核查我的工作
- 指标都是标准的。 RSI(14)、MACD(12,26,9)、ADX(14)、EMA(20/50/200)、成交量对比 20 日均量。用相同的日线蜡烛在任何图表平台（TradingView、Binance、CoinMarketCap）打开，你会得到相同的数字。
- 数据来源公开。 Binance 日线蜡烛，人人可得。没有专有数据源。
- 每个页面都有时间戳。 每个分析页面上的「数据截至……」会准确告诉你我最后一次运行分析所用的蜡烛。
- 策略回测展示所有指标。 回报、夏普、胜率、最大回撤、交易次数、状态分解、OOS 衰减 —— 而不只是好看的数字。
我不声称的事
- 不是保证收益。 过去的回测表现不能预测未来结果。加密货币波动巨大，你可能损失全部投资。
- 不是 100% 的准确率。 CFO Anny Line 有时会看错。分批离场信号之后可能出现上涨，积累信号之后可能出现暴跌。两种情况我都展示。
- 不是投资建议。 本站任何内容都不构成买卖任何资产的建议。我提供分析工具 —— 决定由你来做。
看看这些策略
浏览由 AI 发现的策略创意，包含完整回测结果、状态分解和样本外验证。
Campinas, SP, Brazil
CNPJ: 13.234.093/0001-60