Eligible Universe · 基础股票池
A 股策略并不扫描全部 A 股,而是只扫描约 2,800 只股价和成交额达标、非 ST 的股票。低价股和成交清淡的股票容易被少量资金左右,技术信号失真,因此默认排除。
A-share strategies do not scan every listed A-share. They scan about 2,800 non-ST stocks that meet price and turnover thresholds. Low-priced and thinly traded stocks are excluded because small amounts of money can move them and distort technical signals.
≥ ¥3
Share Price
最低股价
≥ ¥100M
20D Avg Turnover
20日平均成交额(1亿元)
非 STNon-ST
Non-ST
排除 ST、*ST 股
≥ 260
Trading Days
至少约一年交易历史
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沪深两市(主板、创业板、科创板)全部 A 股约 5,200 只 ·
All Shanghai and Shenzhen A-shares (Main Board, ChiNext, STAR), about 5,200
-
排除 ST、*ST 等风险警示股 ·
Exclude ST and *ST (risk-warning) stocks
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保留股价和 20 日平均成交额满足上述门槛的股票 ·
Keep stocks meeting the price and turnover thresholds above
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需有约一年以上的交易历史(新股暂不纳入);价格按除权除息前复权计算,涨跌停按板块区分(主板 10%,创业板和科创板 20%) ·
Require about one year of trading history (new listings join later); prices are forward-adjusted for splits and dividends, and daily limits follow each board (Main 10%, ChiNext/STAR 20%)
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最终约 2,800 只进入每日扫描,相对强弱以沪深 300 为基准 ·
About 2,800 stocks are scanned daily; relative strength is measured against the CSI 300
Multi-Factor Models · 多因子模型
Discover 策略通常结合趋势、动量、成交量、波动、价格结构、相对强弱和背离等多个信号,而不是依赖单一指标。
Strategies generally combine multiple independent technical dimensions rather than relying on a single indicator.
Top Picks · 精选结果
每个策略可能筛出更多符合条件的股票,但用户端每日最多展示强度最高的 Top 5。若当天只有 2 只真正符合要求,则只展示 2 只,不会为了凑数而降低标准。
Each strategy displays at most five top-ranked qualified stocks per day. Fewer than five may be shown when fewer stocks meet the strategy requirements.
Strategy Confluence · 策略共振
共振基于各策略的全部合格结果(Qualified Matches)计算,不仅限于用户端展示的 Top 5。看多与看空策略分别计算,不将方向相反的信号混合计数。
Confluence is calculated from all qualified matches across independent strategies, not only the displayed Top 5. Bullish and bearish signals are evaluated separately.
Outcome Tracking · 结果追踪
策略筛选结果会持续追踪后续市场表现,用于展示 5D、10D、20D、60D 等真实历史结果。样本量会同时展示,历史结果不代表未来表现。
Strategy signals are continuously evaluated against subsequent market outcomes. Sample size is shown alongside historical performance.
Proprietary Parameters · 核心参数
页面公开策略目标、方向和主要技术维度,但具体阈值、内部权重和核心组合规则属于 20cm.ai 的策略模型,不公开展示。
Strategy objectives and major technical dimensions are described publicly, while proprietary thresholds, scoring weights and internal model rules remain private.
Continuous Improvement · 持续优化
随着更多市场数据和 Outcome 样本积累,股票池过滤条件、模型结构和策略排序方法可能持续优化。
Filters and methodology may evolve as additional market data and outcome evidence become available.