InvestMarket 指標回測（固定最佳操作方式，搜尋選股指標）

產生時間：2026-09-20 02:06:25 台灣時間
固定操作方式：槓桿1x／停損5%／跳過第一段／第二段：漲3%啟動、回落3%（全部部位）／最長持有10日曆日（來源：操作方式回測最佳）
每個訊號日取預測前 3 名等權重；標的 42 檔；進場樣本 51589；評估期間 4 段 （每段只用該段開始前的資料訓練＝walk-forward，訓練樣本的標籤窗格不跨進評估期）；搜尋 15 次試驗（optuna-tpe）

指標回測控制頁 ・ 操作方式回測 ・ 每日排名

✅ 選股指標勝過「全買」基準
最佳指標組合：min_pc +0.353% ／ avg_pc +0.586%；　全買基準：min_pc +0.235% ／ avg_pc +0.426%； 預設指標組合：min_pc -0.248% ／ avg_pc +0.223%
（最佳組合同時勝過預設指標組合）
使用指標：rsi_norm, macd_norm, momentum_long, peer_momentum_short, peer_rsi_norm, peer_dist_from_high
6 個指標／窗格組 #2／depth=5, eta=0.12, rounds=150

最佳組合：各期間（out-of-sample）

期間（訊號日）per_trade_compound%選中標的單筆平均%（權益）訊號日數軌道獲利比例
2022-10-10~2023-10-04+0.454+0.219248100%
2023-10-05~2024-09-28+0.353+0.44324771%
2024-09-29~2025-09-23+0.972+0.772246100%
2025-09-24~2026-09-18+0.563+0.150239100%

全買基準

2022-10-10~2023-10-04+0.235+0.261248100%
2023-10-05~2024-09-28+0.504+0.487247100%
2024-09-29~2025-09-23+0.510+0.476246100%
2025-09-24~2026-09-18+0.456+0.23723986%

前 12 名指標組合

#設定min_pc%avg_pc%使用指標
16 個指標／窗格組 #2／depth=5, eta=0.12, rounds=150+0.353+0.586rsi_norm, macd_norm, momentum_long, peer_momentum_short, peer_rsi_norm, peer_dist_from_high
27 個指標／窗格組 #2／depth=4, eta=0.061, rounds=350+0.200+0.418macd_norm, bb_pct, momentum_short, atr_pct, peer_momentum_short, peer_momentum_long, peer_dist_from_high
39 個指標／窗格組 #2／depth=5, eta=0.102, rounds=350+0.167+0.591rsi_norm, macd_norm, bb_pct, momentum_short, momentum_long, dist_from_high, peer_momentum_short, peer_rsi_norm, peer_dist_from_high
48 個指標／窗格組 #2／depth=5, eta=0.062, rounds=350+0.127+0.332macd_norm, bb_pct, momentum_short, ma_ratio, atr_pct, peer_momentum_short, peer_momentum_long, peer_dist_from_high
55 個指標／窗格組 #2／depth=5, eta=0.106, rounds=350+0.113+0.341macd_norm, momentum_short, ma_ratio, atr_pct, peer_momentum_short
610 個指標／窗格組 #0／depth=3, eta=0.114, rounds=250+0.083+0.448rsi_norm, macd_norm, bb_pct, momentum_short, momentum_long, ma_ratio, dist_from_high, atr_pct, peer_volatility, peer_dist_from_high
78 個指標／窗格組 #0／depth=6, eta=0.052, rounds=250+0.032+0.407bb_pct, momentum_long, volatility, ma_ratio, range_pos, peer_momentum_short, peer_volatility, peer_dist_from_high
810 個指標／窗格組 #2／depth=5, eta=0.079, rounds=350+0.010+0.488rsi_norm, macd_norm, bb_pct, momentum_short, momentum_long, dist_from_high, atr_pct, peer_momentum_short, peer_rsi_norm, peer_dist_from_high
99 個指標／窗格組 #1／depth=5, eta=0.087, rounds=250-0.058+0.363macd_norm, bb_pct, momentum_long, volatility, dist_from_high, peer_momentum_short, peer_momentum_long, peer_volatility, peer_rsi_norm
109 個指標／窗格組 #1／depth=6, eta=0.087, rounds=100-0.082+0.113macd_norm, bb_pct, momentum_short, volatility, dist_from_high, peer_momentum_short, peer_momentum_long, peer_volatility, peer_rsi_norm
1110 個指標／窗格組 #1／depth=3, eta=0.088, rounds=350-0.092+0.129rsi_norm, macd_norm, bb_pct, momentum_short, momentum_long, volatility, dist_from_high, peer_momentum_short, peer_rsi_norm, peer_dist_from_high
1211 個指標／窗格組 #0／depth=3, eta=0.103, rounds=250-0.150+0.434rsi_norm, macd_norm, bb_pct, mchg_norm, ma_ratio, dist_from_high, atr_pct, peer_momentum_long, peer_volatility, peer_rsi_norm, peer_dist_from_high

選中交易的進出場目視檢查（最佳指標組合＋最佳操作方式）

報酬最高的交易（時線 K 棒圖）

HIMS 進場 2026-03-06　日線回測：移動停利 +46.36%（權益）14.42517.410720.396523.382326.36803-05 14:30 O=15.63 H=15.94 L=15.5902 C=15.87503-05 15:30 O=15.8707 H=15.99 L=15.79 C=15.8803-06 09:30 O=15.54 H=15.7299 L=15.32 C=15.4703-06 10:30 O=15.47 H=15.65 L=15.21 C=15.57503-06 11:30 O=15.57 H=15.8393 L=15.51 C=15.74503-06 12:30 O=15.7443 H=15.805 L=15.5105 C=15.7103-06 13:30 O=15.71 H=15.83 L=15.5303 C=15.62503-06 14:30 O=15.62 H=15.73 L=15.51 C=15.52103-06 15:30 O=15.522 H=15.78 L=15.51 C=15.74503-09 09:30 O=23.215 H=23.51 L=20.97 C=21.257703-09 10:30 O=21.26 H=22.62 L=21.02 C=22.369903-09 11:30 O=22.365 H=22.46 L=21.25 C=22.2503-09 12:30 O=22.2599 H=22.55 L=21.59 C=21.749903-09 13:30 O=21.76 H=22.37 L=21.6944 C=22.08503-09 14:30 O=22.08 H=23.2 L=21.98 C=23.1703-09 15:30 O=23.16 H=23.2 L=22.07 C=22.1703-10 09:30 O=24 H=26.03 L=23.72 C=23.9503-10 10:30 O=23.945 H=24.07 L=22.77 C=22.8603-10 11:30 O=22.85 H=23.17 L=22.65 C=22.969進場 15.54停損 14.763100% 啟動 16.0062100% 出場：跳空移動停利 +36.4%進場03-05 14:3003-09 09:3003-10 11:30
HIMS 進場 2025-02-12　日線回測：跳空移動停利 +40.78%（權益）40.130346.487652.84559.202365.559702-11 14:30 O=43.495 H=43.73 L=43.35 C=43.36502-11 15:30 O=43.365 H=43.65 L=43.21 C=43.6102-12 09:30 O=43 H=44.7 L=42.8 C=44.300802-12 10:30 O=44.3999 H=44.91 L=43.9243 C=44.4202-12 11:30 O=44.435 H=45.7 L=44.15 C=45.2502-12 12:30 O=45.2262 H=45.86 L=45.17 C=45.4602-12 13:30 O=45.44 H=45.58 L=44.9476 C=45.46502-12 14:30 O=45.465 H=46.3799 L=45.2964 C=46.28502-12 15:30 O=46.3 H=46.495 L=46.05 C=46.3802-13 09:30 O=47.53 H=55.74 L=47.1426 C=54.31502-13 10:30 O=54.315 H=56.71 L=52.15 C=52.4402-13 11:30 O=52.41 H=55.5763 L=52.33 C=55.379902-13 12:30 O=55.39 H=55.54 L=53.96 C=55.2702-13 13:30 O=55.255 H=57.82 L=55.23 C=57.055302-13 14:30 O=57.055 H=57.99 L=56.8 C=57.8202-13 15:30 O=57.8104 H=59.55 L=57.23 C=59.1702-14 09:30 O=60.02 H=64.84 L=58.6237 C=61.9502-14 10:30 O=62.03 H=64.08 L=60.92 C=61.702-14 11:30 O=61.64 H=62.3 L=60.2 C=60.6477進場 43停損 40.85100% 啟動 44.29100% 出場：移動停利 +25.4%進場02-11 14:3002-13 09:3002-14 11:30
AXTI 進場 2026-07-30　日線回測：跳空移動停利 +37.57%（權益）35.764344.294652.824961.355369.885607-29 14:30 O=38.74 H=40.67 L=38.3301 C=39.1107-29 15:30 O=39.18 H=39.399 L=36.73 C=36.9307-30 09:30 O=42.23 H=45.1 L=42.1751 C=45.107-30 10:30 O=45.08 H=45.95 L=43.93 C=45.2707-30 11:30 O=45.19 H=45.65 L=44.96 C=45.4307-30 12:30 O=45.42 H=46.1927 L=44.6782 C=46.10507-30 13:30 O=46.11 H=48.42 L=46.07 C=48.3607-30 14:30 O=48.37 H=48.67 L=46.0224 C=46.574707-30 15:30 O=46.5949 H=47.42 L=46.29 C=46.907-31 09:30 O=66.705 H=68.9199 L=55.61 C=59.067207-31 10:30 O=59.06 H=59.5799 L=57.01 C=57.407-31 11:30 O=57.44 H=59.83 L=56.74 C=59.267507-31 12:30 O=59.35 H=61.83 L=58.83 C=61.107-31 13:30 O=61.1 H=62 L=60.16 C=60.3107-31 14:30 O=60.39 H=61.4 L=60.02 C=60.9507-31 15:30 O=60.99 H=61.03 L=59.67 C=60.33進場 42.23停損 40.1185100% 啟動 43.4969100% 出場：移動停利 +10.9%進場07-29 14:3007-30 15:3007-31 15:30

報酬最低的交易（時線 K 棒圖）

SAMSUNG 進場 2026-09-02　日線回測：跳空停損 -100.00%（權益）23821224870625920026969428018809-01 13:00 O=260250 H=261500 L=259000 C=25950009-01 14:00 O=259500 H=261500 L=258500 C=26050009-02 09:00 O=252000 H=255000 L=251000 C=25400009-02 10:00 O=254000 H=255500 L=252000 C=25300009-02 11:00 O=252750 H=253500 L=251500 C=25250009-02 12:00 O=252000 H=253000 L=250500 C=25050009-02 13:00 O=250500 H=251500 L=250000 C=25000009-02 14:00 O=250000 H=253000 L=249500 C=25100009-03 09:00 O=254000 H=255000 L=251000 C=25175009-03 10:00 O=251750 H=255000 L=251750 C=25225009-03 11:00 O=252250 H=255000 L=252000 C=25350009-03 12:00 O=253750 H=254000 L=253000 C=25350009-03 13:00 O=253500 H=254500 L=251500 C=25200009-03 14:00 O=252000 H=252250 L=243000 C=25050009-04 09:00 O=254000 H=256000 L=253000 C=25400009-04 10:00 O=253750 H=255000 L=252500 C=25400009-04 11:00 O=253750 H=255500 L=253000 C=25450009-04 12:00 O=254750 H=255500 L=254500 C=25500009-04 13:00 O=255000 H=257500 L=255000 C=25675009-04 14:00 O=256750 H=259000 L=256000 C=25650009-07 09:00 O=267000 H=268000 L=264000 C=26475009-07 10:00 O=264750 H=266000 L=264000 C=26550009-07 11:00 O=266000 H=266500 L=265000 C=26600009-07 12:00 O=266250 H=267500 L=265500 C=26700009-07 13:00 O=267000 H=269000 L=267000 C=26850009-07 14:00 O=268500 H=269500 L=267500 C=26875009-08 09:00 O=272000 H=275000 L=269000 C=27475009-08 10:00 O=274750 H=277500 L=273000 C=27675009-08 11:00 O=276750 H=278000 L=276000 C=27650009-08 12:00 O=276250 H=279000 L=276000 C=27850009-08 13:00 O=278500 H=279000 L=275500 C=27600009-08 14:00 O=275750 H=276500 L=271000 C=27200009-09 09:00 O=269500 H=273000 L=268500 C=27225009-09 10:00 O=272500 H=274000 L=271500 C=27275009-09 11:00 O=273000 H=275000 L=272500 C=27400009-09 12:00 O=274000 H=274500 L=269500 C=27025009-09 13:00 O=270000 H=271500 L=268500 C=27100009-09 14:00 O=271000 H=271000 L=267500 C=27025009-10 09:00 O=269000 H=270500 L=264500 C=26475009-10 10:00 O=264750 H=266000 L=263500 C=26600009-10 11:00 O=265500 H=267500 L=264500 C=266250進場 252000停損 239400100% 啟動 259560100% 出場：跳空移動停利 +6.6%進場09-01 13:0009-07 09:0009-10 11:00
INTC 進場 2026-01-22　日線回測：跳空停損 -13.83%（權益）41.930245.285448.640751.995955.351101-21 14:30 O=53.78 H=54.1299 L=53.63 C=53.71501-21 15:30 O=53.72 H=54.41 L=53.54 C=54.2601-22 09:30 O=53.3702 H=53.93 L=53.08 C=53.689301-22 10:30 O=53.685 H=54.48 L=53.61 C=54.20501-22 11:30 O=54.205 H=54.595 L=53.86 C=54.23301-22 12:30 O=54.2318 H=54.55 L=54.1 C=54.3401-22 13:30 O=54.345 H=54.47 L=54.23 C=54.24501-22 14:30 O=54.245 H=54.38 L=53.81 C=53.94501-22 15:30 O=53.95 H=54.4 L=53.83 C=54.3301-23 09:30 O=46.82 H=48.13 L=45 C=46.12501-23 10:30 O=46.12 H=46.67 L=45.64 C=45.860101-23 11:30 O=45.87 H=45.98 L=45.2 C=45.33501-23 12:30 O=45.3341 H=45.391 L=44.78 C=44.88501-23 13:30 O=44.88 H=45.07 L=44.58 C=44.68501-23 14:30 O=44.69 H=45.15 L=44.45 C=45.101-23 15:30 O=45.0925 H=45.32 L=44.91 C=45.0701-26 09:30 O=44.28 H=44.46 L=42.36 C=42.419801-26 10:30 O=42.4115 H=43.1493 L=42.31 C=42.76進場 53.3702停損 50.7017100% 啟動 54.9713100% 出場：跳空停損 -12.5%進場01-21 14:3001-23 09:3001-26 10:30
HIMS 進場 2025-08-04　日線回測：跳空停損 -13.61%（權益）51.063154.833958.604662.375366.14608-01 14:30 O=62.52 H=62.97 L=61.7601 C=61.98508-01 15:30 O=61.99 H=62.83 L=61.8 C=62.5108-04 09:30 O=63.805 H=64.97 L=62.3 C=64.8808-04 10:30 O=64.85 H=65.34 L=63.89 C=64.83508-04 11:30 O=64.8188 H=65.59 L=64.56 C=65.28508-04 12:30 O=65.31 H=65.52 L=64.5996 C=65.208-04 13:30 O=65.1703 H=65.5099 L=64.6154 C=64.708-04 14:30 O=64.73 H=64.8 L=63.56 C=63.7908-04 15:30 O=63.8 H=63.89 L=62.5648 C=63.42508-05 09:30 O=55.295 H=64.11 L=54.7 C=62.8108-05 10:30 O=62.77 H=62.77 L=58.8 C=59.9208-05 11:30 O=59.92 H=59.98 L=57.26 C=57.260108-05 12:30 O=57.27 H=57.89 L=56.72 C=56.912508-05 13:30 O=56.901 H=58.39 L=55 C=55.0708-05 14:30 O=55.06 H=57.3 L=54.88 C=56.6508-05 15:30 O=56.65 H=56.68 L=55.42 C=55.51508-06 09:30 O=55.63 H=55.699 L=52.02 C=52.101108-06 10:30 O=52.1 H=52.79 L=51.49 C=51.695進場 63.805停損 60.6148100% 啟動 65.7192100% 出場：跳空停損 -13.6%進場08-01 14:3008-05 09:3008-06 10:30

隨機抽樣的交易（時線 K 棒圖）

ETHUSDT 進場 2025-08-04　日線回測：移動停利 +3.28%（權益）3310.073419.113528.153637.193746.2308-03 22:00 O=3502.83 H=3509.12 L=3485.33 C=3502.7508-03 23:00 O=3502.83 H=3519.9 L=3497 C=3497.6108-04 00:00 O=3497.28 H=3549.52 L=3491.98 C=3547.2108-04 01:00 O=3547.07 H=3555.76 L=3535.34 C=3536.308-04 02:00 O=3537.47 H=3567.91 L=3526.71 C=3567.0108-04 03:00 O=3569.96 H=3573.79 L=3557.08 C=3557.8508-04 04:00 O=3557.39 H=3565.25 L=3537.41 C=3537.9608-04 05:00 O=3539.21 H=3540.34 L=3525.93 C=3534.3508-04 06:00 O=3534.5 H=3540.69 L=3524.18 C=3538.4108-04 07:00 O=3539.21 H=3553.92 L=3538.34 C=3552.2408-04 08:00 O=3552.65 H=3563.26 L=3543.4 C=3550.0608-04 09:00 O=3550.62 H=3563.02 L=3546.49 C=3546.4908-04 10:00 O=3546.57 H=3568.19 L=3545.62 C=3556.3708-04 11:00 O=3554.93 H=3565.08 L=3551.27 C=3556.2908-04 12:00 O=3556.41 H=3572.93 L=3552.67 C=3572.9308-04 13:00 O=3570.17 H=3615.88 L=3562.46 C=3615.8808-04 14:00 O=3620.66 H=3660.71 L=3620.66 C=3636.5708-04 15:00 O=3638.05 H=3653.61 L=3637.61 C=3649.1208-04 16:00 O=3649.42 H=3692.34 L=3649.42 C=3689.6908-04 17:00 O=3686.8 H=3717.9 L=3680.69 C=3681.6508-04 18:00 O=3681.96 H=3692.86 L=3672.6 C=3674.1608-04 19:00 O=3675.66 H=3686 L=3668.9 C=3668.908-04 20:00 O=3670.11 H=3710.6 L=3661.72 C=3704.0408-04 21:00 O=3701.58 H=3724.95 L=3701.58 C=3714.2908-04 22:00 O=3710.05 H=3733.88 L=3710.05 C=3730.7308-04 23:00 O=3732.46 H=3732.46 L=3711.68 C=3719.8208-05 00:00 O=3720.35 H=3720.35 L=3694.94 C=3697.5808-05 01:00 O=3697.14 H=3704.7 L=3678.64 C=3678.6408-05 02:00 O=3680.77 H=3685.57 L=3673.8 C=3678.608-05 03:00 O=3679.93 H=3680.36 L=3649.71 C=3653.0408-05 04:00 O=3652.31 H=3666.01 L=3646.47 C=3649.9408-05 05:00 O=3649.36 H=3666.69 L=3648.41 C=3665.4908-05 06:00 O=3664.37 H=3678.65 L=3638.87 C=3649.3308-05 07:00 O=3650.13 H=3654.9 L=3606.16 C=3611.8708-05 08:00 O=3612.73 H=3634.19 L=3609.07 C=3633.5808-05 09:00 O=3633.79 H=3664.15 L=3633.79 C=3660.6908-05 10:00 O=3660.49 H=3691.45 L=3655.85 C=3683.6208-05 11:00 O=3682.19 H=3683.91 L=3664.7 C=3672.2208-05 12:00 O=3672.9 H=3675.38 L=3616.5 C=3632.7908-05 13:00 O=3628.51 H=3656.92 L=3620.77 C=3643.9808-05 14:00 O=3646.07 H=3646.07 L=3565.65 C=3577.3508-05 15:00 O=3577.7 H=3595.53 L=3557.74 C=3564.6進場 3497.28停損 3322.42100% 啟動 3602.2100% 出場：移動停利 +3.3%進場08-03 22:0008-04 19:0008-05 15:00
AXTI 進場 2026-07-31　日線回測：停損 -5.29%（權益）45.292651.739458.186264.63371.079807-30 14:30 O=48.37 H=48.67 L=46.0224 C=46.574707-30 15:30 O=46.5949 H=47.42 L=46.29 C=46.907-31 09:30 O=66.705 H=68.9199 L=55.61 C=59.067207-31 10:30 O=59.06 H=59.5799 L=57.01 C=57.407-31 11:30 O=57.44 H=59.83 L=56.74 C=59.267507-31 12:30 O=59.35 H=61.83 L=58.83 C=61.107-31 13:30 O=61.1 H=62 L=60.16 C=60.3107-31 14:30 O=60.39 H=61.4 L=60.02 C=60.9507-31 15:30 O=60.99 H=61.03 L=59.67 C=60.3308-03 09:30 O=56.89 H=66.74 L=53.66 C=66.62508-03 10:30 O=66.65 H=70.35 L=66.25 C=67.97進場 66.705停損 63.3698100% 啟動 68.7062100% 出場：停損 -5.3%進場07-30 14:3007-31 12:3008-03 10:30
HIMS 進場 2025-04-24　日線回測：跳空移動停利 +2.69%（權益）25.542326.91328.283829.654531.025204-23 14:30 O=26.94 H=27.11 L=26.4606 C=26.5204-23 15:30 O=26.505 H=26.78 L=26.42 C=26.704-24 09:30 O=27.05 H=28.2 L=26.89 C=28.00504-24 10:30 O=28 H=28.26 L=27.885 C=27.9404-24 11:30 O=27.92 H=28.33 L=27.805 C=28.0104-24 12:30 O=28.005 H=28.75 L=28.0015 C=28.3604-24 13:30 O=28.37 H=28.505 L=28.225 C=28.37504-24 14:30 O=28.36 H=28.56 L=27.92 C=27.9504-24 15:30 O=27.97 H=28.28 L=27.96 C=28.1604-25 09:30 O=27.86 H=28.32 L=27.02 C=27.517304-25 10:30 O=27.505 H=27.839 L=27.31 C=27.600204-25 11:30 O=27.61 H=27.78 L=27.408 C=27.7204-25 12:30 O=27.72 H=28.1198 L=27.69 C=2804-25 13:30 O=27.9923 H=28.185 L=27.47 C=27.98504-25 14:30 O=27.97 H=28.21 L=27.89 C=27.97504-25 15:30 O=27.975 H=28.13 L=27.84 C=28.0904-28 09:30 O=29.93 H=30.87 L=29.01 C=29.932704-28 10:30 O=29.91 H=30.35 L=28.01 C=28.05進場 27.05停損 25.6975100% 啟動 27.8615100% 出場：跳空移動停利 +2.7%進場04-23 14:3004-25 09:3004-28 10:30

圖為時線逐根判定（藍＝進場價、紅虛線＝停損價、綠點線＝武裝價、橘階梯線＝移動停利價、紫＝出場）；標題的「日線回測」是主體回測（日線＋校正表）判定的結果，兩者出場點可能略有差異——這正是用來目視檢查日線回測是否合理的依據。

訓練目標＝持有期報酬減去同日全體平均（relative strength），完全不含槓桿/停損；操作方式只用來評估「選出的標的」實際套用該操作方式後的報酬， 所以指標好壞與操作方式好壞分開判斷。穩健度＝各評估期間 per_trade_compound 的最小值；試驗次數愈多，「最佳」愈可能只是雜訊， 請對照「預設指標組合」與「全買」兩個基準，並優先相信 min_pc 而非 avg_pc。本頁不構成投資建議。