📊 策略回測

① 選擇策略
② 進出場時點
📐 理論值(D 收盤進)✅ 真實可執行(D+1 收盤進)

📌 信號日 D 收盤買入 → 後續日收盤賣出(理論值,無法實際執行)

持有 1 天持有 5 天(一週)持有 10 天(兩週)
交易筆數
48
勝率
75.0%
平均報酬
+2.53%
最佳
+20.84%
最差
-18.04%
交易明細(前 100 筆)歷史資料區間 2026-06-01 ~ 2026-06-09 · 共 7
信號日代號名稱市場進場價出場價報酬%
2026-06-082884玉山金TW上市32.9034.20+3.95%
2026-06-053114好德TW上櫃44.6544.70+0.11%
2026-06-053033威健TW上市51.8051.00-1.54%
2026-06-055864致和證TW上櫃53.6046.70-12.87%
2026-06-043290東浦TW上櫃50.1054.00+7.78%
2026-06-048936國統TW上櫃60.1062.80+4.49%
2026-06-042892第一金TW上市29.5530.50+3.21%
2026-06-041708東鹼TW上市47.6549.10+3.04%
2026-06-042891中信金TW上市68.0069.20+1.76%
2026-06-043630新鉅科TW上櫃29.1529.60+1.54%
2026-06-045880合庫金TW上市23.7023.85+0.63%
2026-06-046015宏遠證TW上櫃22.5019.10-15.11%
2026-06-033114好德TW上櫃36.9544.65+20.84%
2026-06-031708東鹼TW上市43.3547.65+9.92%
2026-06-038936國統TW上櫃54.7060.10+9.87%
2026-06-035864致和證TW上櫃49.9053.60+7.41%
2026-06-032801彰銀TW上市21.1022.30+5.69%
2026-06-031714和桐TW上市11.0011.50+4.55%
2026-06-032887台新新光金TW上市28.3029.55+4.42%
2026-06-032890永豐金TW上市33.0034.25+3.79%
2026-06-031609大亞TW上市42.1543.00+2.02%
2026-06-032892第一金TW上市29.0029.55+1.90%
2026-06-032834臺企銀TW上市16.8517.10+1.48%
2026-06-032891中信金TW上市70.5068.00-3.55%
2026-06-035530龍巖TW上櫃54.0049.60-8.15%
2026-06-035009榮剛TW上櫃38.0034.60-8.95%
2026-06-033689湧德TW上櫃142.00122.00-14.08%
2026-06-036016康和證TW上櫃35.7529.30-18.04%
2026-06-022883凱基金TW上市23.4027.40+17.09%
2026-06-022880華南金TW上市34.0537.70+10.72%
2026-06-022891中信金TW上市64.1070.50+9.98%
2026-06-022323中環TW上市11.6012.75+9.91%
2026-06-022887台新新光金TW上市26.1028.30+8.43%
2026-06-026026福邦證TW上櫃17.8019.30+8.43%
2026-06-022886兆豐金TW上市41.7043.55+4.44%
2026-06-022884玉山金TW上市32.2032.90+2.17%
2026-06-022609陽明TW上市53.6054.50+1.68%
2026-06-028112至上TW上市94.5095.60+1.16%
2026-06-021409新纖TW上市27.5527.30-0.91%
2026-06-026150撼訊TW上櫃76.0072.10-5.13%
2026-06-016016康和證TW上櫃30.2035.75+18.38%
2026-06-013114好德TW上櫃33.1036.95+11.63%
2026-06-012377微星TW上市141.50149.00+5.30%
2026-06-018112至上TW上市91.4094.50+3.39%
2026-06-013689湧德TW上櫃137.50142.00+3.27%
2026-06-012641正德TW上櫃19.3519.55+1.03%
2026-06-012609陽明TW上市54.9053.60-2.37%
2026-06-012027大成鋼TW上市43.2041.80-3.24%

另有 70 筆候選因為持有期還沒到(出場日尚未發生)暫不列入統計。