主板近 20 日首个涨停后 1–5 天内未再涨停或跌停,当日放量(超过涨停日 1.5 倍)且收盘守在涨停价 ±3% 以内:放量换手但价格不跌。短线信号,适合观察 1–3 个交易日。 First limit-up in 20 sessions on the main board, then within 1-5 sessions (no limit-up or limit-down close since) a day with over 1.5x the limit-up day's volume that still closes within 3% of the limit-up close: heavy turnover absorbed without giving back the move. A short-term signal for a 1-3 session horizon.
持有周期:短线 · 1-5 日。次日开盘买入,5日 +0.2%、20日 -0.2%(相对全市场,回测)。 Holding horizon: Short-term · 1-5 days. Bought at the next open: 5D +0.2%, 20D -0.2% vs market (backtest).
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