相对强度排名前 20% 的强势股,股价在 50 日均线上方;近 5 日回调 0%–8%,收盘回到 20 日均线 ±3% 以内:在强势股回到均线附近时低吸,而不是在大涨之后追入。中线信号,参考持有 10–20 个交易日。 Relative-strength leaders (top 20%) above their 50-day MA that have eased 0%-8% over 5 sessions and now close within 3% of the 20-day MA: buying a leader on a quiet dip instead of after the run-up. A mid-term signal for a 10-20 session horizon.
持有周期:中线 · 10-20 日。次日开盘买入,5日 +0.1%、20日 +1.0%(相对全市场,回测)。 Holding horizon: Mid-term · 10-20 days. Bought at the next open: 5D +0.1%, 20D +1.0% vs market (backtest).
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