Research · Amount robustness candidate
L2 進場、持有 12 交易日≈2.4 週，屬短線偏短中線（非月線波段）。 規格：富邦新店金額 ≥100M · w20_momentum>=101 · L2H12 · 3 槽 × 10000.0 NTD（amount_100M_vol200k_w20101_top1_L2H12_S3）。
短線偏短中線 持有約 L2H12（L2 進場、持有 12 交易日≈2.4 週，屬短線偏短中線（非月線波段）），不是日內、也不是月線／季線波段。 訊號是收盤後分點金額 + W20 Momentum，進場／出場依 L2H12。
累計 PnL（每槽 1 萬 × 3 槽）63,243 NTD · 正報酬月 13/22。 這是 robustness optimization 候選，OOS 已看過，尚不宜直接當正式策略。
依出場月加總（每筆配置 1 萬）。柱狀＝該月 PnL。
| 月份 | 筆數 | PnL | α | 勝率 | 均報酬% |
|---|---|---|---|---|---|
| 2024-07 | 2 | -399 | 574 | 0.0% | -1.99% |
| 2024-08 | 3 | -1,705 | -653 | 33.3% | -5.68% |
| 2024-09 | 3 | -1,169 | -952 | 33.3% | -3.90% |
| 2024-11 | 4 | 2,114 | 2,564 | 75.0% | 5.28% |
| 2024-12 | 3 | 3,811 | 3,535 | 100.0% | 12.70% |
| 2025-01 | 1 | 940 | 672 | 100.0% | 9.40% |
| 2025-02 | 1 | -1,004 | -1,145 | 0.0% | -10.04% |
| 2025-03 | 4 | -1,101 | -89 | 25.0% | -2.75% |
| 2025-04 | 1 | 578 | 319 | 100.0% | 5.78% |
| 2025-06 | 2 | -1,086 | -423 | 0.0% | -5.43% |
| 2025-07 | 2 | 7,779 | 7,229 | 100.0% | 38.90% |
| 2025-08 | 4 | 5,388 | 4,911 | 75.0% | 13.47% |
| 2025-09 | 1 | -1,978 | -1,788 | 0.0% | -19.78% |
| 2025-10 | 4 | 6,433 | 4,342 | 100.0% | 16.08% |
| 2025-11 | 4 | 3,654 | 4,077 | 75.0% | 9.14% |
| 2025-12 | 4 | -293 | -1,405 | 50.0% | -0.73% |
| 2026-01 | 5 | 13,848 | 10,536 | 100.0% | 27.70% |
| 2026-02 | 3 | 7,173 | 6,688 | 100.0% | 23.91% |
| 2026-03 | 2 | 2,657 | 2,055 | 100.0% | 13.28% |
| 2026-04 | 3 | -758 | -3,594 | 66.7% | -2.53% |
| 2026-05 | 3 | 9,756 | 8,906 | 100.0% | 32.52% |
| 2026-06 | 5 | 8,606 | 5,669 | 80.0% | 17.21% |
依成交順序累加 PnL（未扣稅費）。
代碼可點進 Yahoo 股市技術分析；右側亦有捷徑。含 W20 Momentum 欄。
| # | 訊號 | 代碼 | 名稱 | 淨買超張 | RRG | RS-ratio | W20 Mom | 進場 | 進價 | 出場 | 出價 | 報酬% | PnL | α | 連結 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 1 | 2024-07-03 | 4958 | 臻鼎-KY | 911.4 | leading | 100.89 | 101.12 | 2024-07-05 | 139.00 | 2024-07-22 | 136.00 | -2.16% | -216 | 336 | Yahoo 技術 |
| 2 | 2024-07-04 | 2313 | 華通 | 1,979.8 | leading | 101.53 | 102.45 | 2024-07-08 | 82.00 | 2024-07-23 | 80.50 | -1.83% | -183 | 239 | Yahoo 技術 |
| 3 | 2024-07-11 | 3189 | 景碩 | 5,144.5 | improving | 99.77 | 101.95 | 2024-07-15 | 120.00 | 2024-08-01 | 111.00 | -7.50% | -750 | -232 | Yahoo 技術 |
| 4 | 2024-07-19 | 3189 | 景碩 | 1,136.6 | leading | 109.09 | 106.82 | 2024-07-23 | 119.00 | 2024-08-09 | 105.00 | -11.76% | -1,176 | -563 | Yahoo 技術 |
| 5 | 2024-08-12 | 2603 | 長榮 | 687.8 | leading | 103.44 | 104.71 | 2024-08-14 | 180.50 | 2024-08-29 | 184.50 | 2.22% | 222 | 142 | Yahoo 技術 |
| 6 | 2024-08-19 | 2357 | 華碩 | 356.5 | leading | 104.16 | 102.03 | 2024-08-21 | 524.00 | 2024-09-05 | 521.00 | -0.57% | -57 | 415 | Yahoo 技術 |
| 7 | 2024-08-29 | 3037 | 欣興 | 963.0 | improving | 97.86 | 102.03 | 2024-09-02 | 164.50 | 2024-09-18 | 143.00 | -13.07% | -1,307 | -1,057 | Yahoo 技術 |
| 8 | 2024-09-02 | 3189 | 景碩 | 1,825.0 | leading | 102.18 | 102.28 | 2024-09-04 | 102.50 | 2024-09-20 | 104.50 | 1.95% | 195 | -311 | Yahoo 技術 |
| 9 | 2024-10-22 | 3037 | 欣興 | 2,100.5 | improving | 99.10 | 101.70 | 2024-10-24 | 168.00 | 2024-11-11 | 170.50 | 1.49% | 149 | 3 | Yahoo 技術 |
| 10 | 2024-11-01 | 2603 | 長榮 | 1,372.8 | leading | 101.71 | 101.98 | 2024-11-05 | 211.50 | 2024-11-20 | 233.50 | 10.40% | 1,040 | 1,221 | Yahoo 技術 |
| 11 | 2024-11-05 | 2603 | 長榮 | 1,199.2 | leading | 102.77 | 102.53 | 2024-11-07 | 212.50 | 2024-11-22 | 236.00 | 11.06% | 1,106 | 1,321 | Yahoo 技術 |
| 12 | 2024-11-12 | 2603 | 長榮 | 559.1 | leading | 103.83 | 101.98 | 2024-11-14 | 221.00 | 2024-11-29 | 217.00 | -1.81% | -181 | 18 | Yahoo 技術 |
| 13 | 2024-11-19 | 3706 | 神達 | 1,927.6 | leading | 115.36 | 108.94 | 2024-11-21 | 72.60 | 2024-12-06 | 87.00 | 19.83% | 1,983 | 1,701 | Yahoo 技術 |
| 14 | 2024-11-25 | 4979 | 華星光 | 1,462.7 | leading | 102.51 | 101.98 | 2024-11-27 | 170.50 | 2024-12-12 | 181.50 | 6.45% | 645 | 326 | Yahoo 技術 |
| 15 | 2024-12-03 | 2383 | 台光電 | 201.8 | leading | 105.32 | 102.19 | 2024-12-05 | 533.00 | 2024-12-20 | 596.00 | 11.82% | 1,182 | 1,508 | Yahoo 技術 |
| 16 | 2024-12-17 | 2049 | 上銀 | 691.2 | leading | 102.58 | 102.05 | 2024-12-19 | 276.50 | 2025-01-06 | 302.50 | 9.40% | 940 | 672 | Yahoo 技術 |
| 17 | 2025-02-03 | 4979 | 華星光 | 446.4 | leading | 106.69 | 102.88 | 2025-02-05 | 229.00 | 2025-02-20 | 206.00 | -10.04% | -1,004 | -1,145 | Yahoo 技術 |
| 18 | 2025-02-17 | 2344 | 華邦電 | 6,066.3 | leading | 104.60 | 105.23 | 2025-02-19 | 19.00 | 2025-03-07 | 18.25 | -3.95% | -395 | 41 | Yahoo 技術 |
| 19 | 2025-02-26 | 3023 | 3023 | 388.8 | leading | 104.51 | 103.14 | 2025-03-03 | 299.00 | 2025-03-18 | 285.00 | -4.68% | -468 | -255 | Yahoo 技術 |
| 20 | 2025-02-27 | 3017 | 奇鋐 | 198.9 | improving | 99.95 | 101.32 | 2025-03-04 | 506.00 | 2025-03-19 | 533.00 | 5.34% | 534 | 815 | Yahoo 技術 |
| 21 | 2025-03-06 | 3017 | 奇鋐 | 218.3 | leading | 100.97 | 101.40 | 2025-03-10 | 570.00 | 2025-03-25 | 526.00 | -7.72% | -772 | -689 | Yahoo 技術 |
| 22 | 2025-04-09 | 2330 | 台積電 | 165.9 | leading | 100.11 | 101.01 | 2025-04-11 | 848.00 | 2025-04-28 | 897.00 | 5.78% | 578 | 319 | Yahoo 技術 |
| 23 | 2025-05-13 | 2317 | 鴻海 | 2,220.5 | leading | 101.04 | 101.23 | 2025-05-15 | 163.00 | 2025-06-02 | 152.50 | -6.44% | -644 | -309 | Yahoo 技術 |
| 24 | 2025-05-14 | 2317 | 鴻海 | 2,434.8 | leading | 101.43 | 101.39 | 2025-05-16 | 158.50 | 2025-06-03 | 151.50 | -4.42% | -442 | -114 | Yahoo 技術 |
| 25 | 2025-07-09 | 8046 | 南電 | 2,473.8 | leading | 105.36 | 103.51 | 2025-07-11 | 140.00 | 2025-07-28 | 184.50 | 31.79% | 3,179 | 2,888 | Yahoo 技術 |
| 26 | 2025-07-10 | 8358 | 金居 | 1,533.7 | leading | 101.82 | 101.28 | 2025-07-14 | 72.60 | 2025-07-29 | 106.00 | 46.01% | 4,601 | 4,341 | Yahoo 技術 |
| 27 | 2025-07-15 | 8046 | 南電 | 2,752.4 | leading | 109.74 | 105.30 | 2025-07-17 | 175.00 | 2025-08-01 | 176.00 | 0.57% | 57 | -82 | Yahoo 技術 |
| 28 | 2025-07-28 | 1815 | 富喬 | 4,167.6 | leading | 107.52 | 104.21 | 2025-07-30 | 47.05 | 2025-08-14 | 72.50 | 54.09% | 5,409 | 5,078 | Yahoo 技術 |
| 29 | 2025-08-05 | 3706 | 神達 | 4,571.3 | leading | 103.88 | 101.06 | 2025-08-07 | 83.70 | 2025-08-22 | 91.20 | 8.96% | 896 | 996 | Yahoo 技術 |
| 30 | 2025-08-06 | 2301 | 光寶科 | 1,269.5 | leading | 102.43 | 101.22 | 2025-08-08 | 138.50 | 2025-08-25 | 125.00 | -9.75% | -975 | -1,081 | Yahoo 技術 |
| 31 | 2025-08-14 | 1815 | 富喬 | 1,573.9 | leading | 113.82 | 103.05 | 2025-08-18 | 80.90 | 2025-09-02 | 64.90 | -19.78% | -1,978 | -1,788 | Yahoo 技術 |
| 32 | 2025-09-15 | 2408 | 南亞科 | 4,708.6 | leading | 106.49 | 103.38 | 2025-09-17 | 69.20 | 2025-10-03 | 83.00 | 19.94% | 1,994 | 1,474 | Yahoo 技術 |
| 33 | 2025-09-17 | 2344 | 華邦電 | 4,152.2 | leading | 112.31 | 104.60 | 2025-09-19 | 34.00 | 2025-10-08 | 41.25 | 21.32% | 2,132 | 1,552 | Yahoo 技術 |
| 34 | 2025-09-23 | 2344 | 華邦電 | 4,230.7 | leading | 117.67 | 106.03 | 2025-09-25 | 34.20 | 2025-10-15 | 40.00 | 16.96% | 1,696 | 1,215 | Yahoo 技術 |
| 35 | 2025-10-08 | 3189 | 景碩 | 979.5 | leading | 100.06 | 101.40 | 2025-10-13 | 131.00 | 2025-10-29 | 139.00 | 6.11% | 611 | 101 | Yahoo 技術 |
| 36 | 2025-10-15 | 3017 | 奇鋐 | 201.5 | leading | 103.20 | 103.06 | 2025-10-17 | 1,190.00 | 2025-11-04 | 1,435.00 | 20.59% | 2,059 | 1,761 | Yahoo 技術 |
| 37 | 2025-10-29 | 2408 | 南亞科 | 1,705.6 | leading | 114.00 | 102.06 | 2025-10-31 | 133.50 | 2025-11-17 | 166.50 | 24.72% | 2,472 | 2,750 | Yahoo 技術 |
| 38 | 2025-11-06 | 1815 | 富喬 | 3,247.4 | leading | 102.06 | 102.67 | 2025-11-10 | 76.60 | 2025-11-25 | 78.50 | 2.48% | 248 | 592 | Yahoo 技術 |
| 39 | 2025-11-11 | 2408 | 南亞科 | 644.4 | leading | 117.20 | 102.42 | 2025-11-13 | 164.50 | 2025-11-28 | 146.00 | -11.25% | -1,125 | -1,025 | Yahoo 技術 |
| 40 | 2025-11-20 | 1815 | 富喬 | 4,801.4 | leading | 108.86 | 103.37 | 2025-11-24 | 84.00 | 2025-12-09 | 87.10 | 3.69% | 369 | -264 | Yahoo 技術 |
| 41 | 2025-11-25 | 3443 | 創意 | 61.4 | leading | 110.24 | 102.87 | 2025-11-27 | 2,120.00 | 2025-12-12 | 2,275.00 | 7.31% | 731 | 498 | Yahoo 技術 |
| 42 | 2025-12-02 | 1303 | 南亞 | 7,845.7 | leading | 111.40 | 101.80 | 2025-12-04 | 68.30 | 2025-12-19 | 59.90 | -12.30% | -1,230 | -1,194 | Yahoo 技術 |
| 43 | 2025-12-09 | 3189 | 景碩 | 2,093.8 | leading | 103.95 | 102.09 | 2025-12-11 | 153.00 | 2025-12-29 | 150.50 | -1.63% | -163 | -444 | Yahoo 技術 |
| 44 | 2025-12-12 | 4979 | 華星光 | 410.2 | leading | 108.29 | 102.36 | 2025-12-16 | 253.00 | 2026-01-02 | 327.50 | 29.45% | 2,945 | 2,286 | Yahoo 技術 |
| 45 | 2025-12-18 | 2313 | 華通 | 2,435.8 | leading | 102.94 | 102.36 | 2025-12-22 | 89.50 | 2026-01-08 | 105.00 | 17.32% | 1,732 | 946 | Yahoo 技術 |
| 46 | 2025-12-26 | 8299 | 群聯 | 209.1 | leading | 102.56 | 103.97 | 2025-12-30 | 1,340.00 | 2026-01-15 | 1,795.00 | 33.96% | 3,396 | 2,663 | Yahoo 技術 |
| 47 | 2025-12-31 | 8299 | 群聯 | 127.4 | leading | 105.96 | 105.51 | 2026-01-05 | 1,485.00 | 2026-01-20 | 2,005.00 | 35.02% | 3,502 | 2,952 | Yahoo 技術 |
| 48 | 2026-01-07 | 2408 | 南亞科 | 1,326.1 | leading | 109.39 | 103.40 | 2026-01-09 | 233.00 | 2026-01-26 | 286.00 | 22.75% | 2,275 | 1,688 | Yahoo 技術 |
| 49 | 2026-01-19 | 3189 | 景碩 | 2,014.3 | leading | 105.77 | 103.42 | 2026-01-21 | 206.00 | 2026-02-05 | 263.50 | 27.91% | 2,791 | 2,614 | Yahoo 技術 |
| 50 | 2026-01-20 | 3189 | 景碩 | 3,717.6 | leading | 106.56 | 103.69 | 2026-01-22 | 209.00 | 2026-02-06 | 242.50 | 16.03% | 1,603 | 1,591 | Yahoo 技術 |
| 51 | 2026-01-26 | 3189 | 景碩 | 690.0 | leading | 107.77 | 102.84 | 2026-01-28 | 228.50 | 2026-02-23 | 292.00 | 27.79% | 2,779 | 2,483 | Yahoo 技術 |
| 52 | 2026-02-04 | 3189 | 景碩 | 1,978.1 | leading | 111.92 | 103.18 | 2026-02-06 | 246.00 | 2026-03-05 | 297.50 | 20.93% | 2,094 | 1,499 | Yahoo 技術 |
| 53 | 2026-02-26 | 2316 | 楠梓電 | 1,165.1 | improving | 97.94 | 101.15 | 2026-03-03 | 106.50 | 2026-03-18 | 112.50 | 5.63% | 563 | 556 | Yahoo 技術 |
| 54 | 2026-03-20 | 2344 | 華邦電 | 1,608.8 | leading | 101.52 | 102.42 | 2026-03-24 | 109.50 | 2026-04-10 | 93.50 | -14.61% | -1,461 | -2,321 | Yahoo 技術 |
| 55 | 2026-04-09 | 3264 | 欣銓 | 835.7 | leading | 103.91 | 101.88 | 2026-04-13 | 191.00 | 2026-04-28 | 198.50 | 3.93% | 393 | -754 | Yahoo 技術 |
| 56 | 2026-04-10 | 3264 | 欣銓 | 1,065.7 | leading | 104.58 | 102.17 | 2026-04-14 | 193.50 | 2026-04-29 | 199.50 | 3.10% | 310 | -518 | Yahoo 技術 |
| 57 | 2026-04-27 | 8299 | 群聯 | 152.7 | improving | 95.75 | 101.03 | 2026-04-29 | 1,965.00 | 2026-05-15 | 2,650.00 | 34.86% | 3,486 | 3,011 | Yahoo 技術 |
| 58 | 2026-04-28 | 2303 | 聯電 | 3,677.6 | leading | 104.15 | 102.48 | 2026-04-30 | 80.50 | 2026-05-18 | 111.00 | 37.89% | 3,789 | 3,284 | Yahoo 技術 |
| 59 | 2026-04-29 | 8299 | 群聯 | 81.1 | improving | 98.68 | 103.57 | 2026-05-04 | 1,975.00 | 2026-05-19 | 2,465.00 | 24.81% | 2,481 | 2,611 | Yahoo 技術 |
| 60 | 2026-05-14 | 2337 | 旺宏 | 1,709.0 | leading | 101.30 | 102.38 | 2026-05-18 | 157.00 | 2026-06-02 | 175.50 | 11.78% | 1,178 | 37 | Yahoo 技術 |
| 61 | 2026-05-18 | 2344 | 華邦電 | 2,006.8 | leading | 108.65 | 109.00 | 2026-05-20 | 117.50 | 2026-06-04 | 179.50 | 52.77% | 5,277 | 3,863 | Yahoo 技術 |
| 62 | 2026-05-22 | 2408 | 南亞科 | 1,092.8 | leading | 108.17 | 102.28 | 2026-05-26 | 300.50 | 2026-06-10 | 333.00 | 10.82% | 1,082 | 1,150 | Yahoo 技術 |
| 63 | 2026-06-01 | 1303 | 南亞 | 4,520.2 | improving | 99.25 | 102.64 | 2026-06-03 | 118.50 | 2026-06-18 | 139.00 | 17.30% | 1,730 | 1,729 | Yahoo 技術 |
| 64 | 2026-06-03 | 6442 | 光聖 | 152.1 | improving | 96.20 | 102.13 | 2026-06-05 | 2,120.00 | 2026-06-23 | 1,980.00 | -6.60% | -660 | -1,111 | Yahoo 技術 |
Research only · cost 0 bps · 3 slot × 10k。正式進 strategy.yaml / order layer 前需：稅費滑價、獨立樣本外、與現有 C18acc／Leading Dip 衝突檢查。 來源 20260718_fubon_xindian_amount_3slot_optimization.json。