大漲幣偵測(時K線 + XGBoost 相對強弱回歸)

產生時間:2026-09-01 14:31:41 台灣時間
預測目標:未來1.0日內「相對同池其它候選的強弱」(不是絕對漲幅門檻);候選池:Binance現貨 /USDT,依上週成交額排名取前400檔(每週固定一次),其中388檔完成評分、139檔預測會贏過池子平均(達標)
模型回測(同組合訓練時的 hold-out 20% 資料,依時間先後切分):等級相關係數(Spearman)=0.39,前10%候選實際平均超額報酬(top_decile_lift)=+9.74%,平均絕對誤差(MAE)=4.01%,訓練樣本數476009、測試樣本數119141,訓練時間:2026-09-01 14:28:13

⚠ 小幣流動性差、易被人為拉抬出貨或做假量,模型只是從歷史資料學到「這種技術面型態過去相對同池 其它候選比較容易表現較強」的統計傾向,不保證未來繼續有效,Spearman/MAE 也顯示模型仍有誤差,請自行嚴格控管 風險,本頁不構成投資建議。

分析控制頁

相對強弱分數排行

#標的達標預測相對強弱近期量能倍數 突破幅度近期動能目前價格目前價格時間(最後擷取)
1HEMIUSDT+15.65%0.65x-11.4%-2.3%0.0156109-01 14:00
2SCUSDT+14.49%7.27x-9.9%+31.9%0.00076309-01 14:00
30GUSDT+10.54%2.12x-7.9%+7.0%0.238709-01 14:00
4ARBUSDT+10.09%5.13x-7.3%+5.0%0.111409-01 14:00
5ZKPUSDT+7.18%0.27x-29.4%-0.4%0.045209-01 14:00
6ONGUSDT+6.40%0.75x-16.0%+13.3%0.1144509-01 14:00
7UNIUSDT+6.39%1.13x+3.3%+6.4%5.79209-01 14:00
8PROMUSDT+5.98%0.52x-31.2%-1.7%5.43209-01 14:00
9SCRTUSDT+5.62%0.46x-33.8%+0.0%0.009209-01 14:00
10NOTUSDT+4.95%2.08x-3.1%+6.9%0.00050209-01 14:00
11ANIMEUSDT+4.94%0.63x-13.0%-0.4%0.0028109-01 14:00
12ZKCUSDT+4.67%0.63x-31.2%-1.7%0.051209-01 14:00
13JASMYUSDT+4.64%1.42x+0.0%+3.7%0.0051309-01 14:00
14ATMUSDT+4.50%3.41x-13.3%+0.9%1.16809-01 14:00
15DASHUSDT+3.85%0.95x-3.5%+3.0%46.7909-01 14:00
16OPUSDT+3.80%4.61x-1.2%+4.7%0.09709-01 14:00
17DOGSUSDT+3.79%1.04x-13.7%-2.6%4.161e-0509-01 14:00
18BONKUSDT+3.64%2.54x-1.5%+7.3%3.21e-0609-01 14:00
19ZKUSDT+3.60%0.40x-12.4%+3.7%0.0092909-01 14:00
20SOMIUSDT+3.38%1.08x-7.2%+2.3%0.12609-01 14:00
21AEVOUSDT+3.10%0.32x-18.8%+0.9%0.0212509-01 14:00
22MIRAUSDT+3.08%1.21x-9.7%+3.9%0.0460609-01 14:00
23ZENUSDT+2.89%0.74x-1.7%+0.5%5.7509-01 14:00
24AXLUSDT+2.87%0.92x-18.6%-0.2%0.043409-01 14:00
25CRVUSDT+2.84%3.04x-2.9%+5.1%0.351809-01 14:00
26TNSRUSDT+2.82%0.39x-23.1%-3.0%0.035209-01 14:00
27TUTUSDT+2.69%0.72x-29.9%-1.5%0.0300909-01 14:00
28ENSUSDT+2.62%1.91x-3.1%+6.6%6.1509-01 14:00
29LAUSDT+2.40%0.77x-9.2%+1.0%0.060209-01 14:00
30INITUSDT+2.38%0.34x+0.9%+1.9%0.0606109-01 14:00
31BARDUSDT+2.20%0.80x-8.9%+0.5%0.132809-01 14:00
32AUCTIONUSDT+2.19%0.36x-23.3%-1.8%3.34309-01 14:00
33WALUSDT+2.12%1.50x-0.8%+5.4%0.025409-01 14:00
34TWTUSDT+2.05%1.10x-2.9%+0.5%0.528109-01 14:00
35HUMAUSDT+2.00%0.33x-6.6%+1.5%0.021109-01 14:00
36BBUSDT+1.92%0.85x-4.4%-0.2%0.0093609-01 14:00
37MOVEUSDT+1.81%1.37x-9.6%+4.9%0.008509-01 14:00
38STRKUSDT+1.76%1.31x-0.5%+3.8%0.0268709-01 14:00
39CVXUSDT+1.75%1.72x-1.8%+6.1%2.39109-01 14:00
40NEARUSDT+1.73%1.55x-1.6%+4.3%1.96309-01 14:00

「相對強弱分數」= 模型預測這檔標的未來1.0日內表現,會比「當時同一批候選池的平均表現」高多少 (正值代表預測會贏過池子平均、負值代表預測會輸)——不是漲跌機率,而是「跟同儕比起來的相對強弱」,用意是濾掉 大盤/整個池子同漲同跌的共同波動,只留下這檔相對突出的訊號。「達標」= 相對強弱分數 ≥ 0(預測會贏過池子平均)。 即使沒有標的達標,上表仍依分數由高到低列出目前最接近的候選,方便觀察。特徵(可調整參數見程式 FEATURE_PARAM_PRESETS):量能倍數/動能/波動度/均線比/壓縮度/突破幅度/RSI/乖離率,皆只使用當根K棒「以前」 的資料計算,訓練時以全體候選共同的時間先後切分驗證,避免用到未來資訊。