Research · Copytrade

富邦-新店分點跟單 · 參數 Sweep

門檻 × Top-N 訊號 → L×H×槽位固定資金模型（槽滿跳過），再對主冠軍做 swap 對照。 目標鍵：期間總報酬率（recycled PnL / 總本金）；並並列 α 與資金效率次優。

窗口 2024-07-01 → 2026-07-17 分點 富邦-新店 · id 9661 cells 3600 來源 20260717_fubon_xindian_copytrade_sweep.json 成本 0 bps（未扣稅費）

冠軍規格

主排序：固定槽 · 期間報酬率。次優：實現 α、α／鎖倉日。

主冠軍 · max 期間報酬率

PRIMARY

L2H9

期間報酬率
358.42%
實現 α (NTD)
29,984
門檻 / Top-N
500 張 · Top-1
槽位
1 × 10k = 10,000
捕獲率
17.36%
成交筆 / 鎖倉日
46 · 414
α / locked day
72.43
進場
T+2 開盤 · 持有 9 日收盤賣

次優 · max 實現 α

ALPHA

L1H12

期間報酬率
215.51%
實現 α (NTD)
140,491
門檻 / Top-N
100 張 · Top-1
槽位
9 × 10k = 90,000
捕獲率
78.40%
成交筆 / 鎖倉日
352 · 4224
α / locked day
33.26
進場
T+1 開盤 · 持有 12 日收盤賣

次優 · max α/locked day

EFFICIENCY

L2H9

期間報酬率
358.42%
實現 α (NTD)
29,984
門檻 / Top-N
500 張 · Top-1
槽位
1 × 10k = 10,000
捕獲率
17.36%
成交筆 / 鎖倉日
46 · 414
α / locked day
72.43
進場
T+2 開盤 · 持有 9 日收盤賣

冠軍交易明細

依固定槽實際成交重播：訊號日 → 進場日開盤買 → 持有 H 日後收盤賣。可切換三個冠軍。

L2H9 門檻 500 張 · Top-1 槽 1 成交腿 46 週期 46（跳過 219） 腿勝率 67.39% 合計 PnL 35,842 NTD

進場價＝進場日開盤；賣出價＝出場日收盤。報酬率為單腿淨報酬（成本 0 bps）。

# 訊號日 代號 名稱 買超張 買進日 買進價 賣出日 賣出價 報酬率 PnL 配置 台指% 籃 α
12024-07-012313華通666.12024-07-0377.902024-07-1585.7010.01%1,00110,0003.05%696
22024-07-123189景碩1,757.12024-07-16119.502024-07-30111.00-7.11%-71110,000-7.39%28
32024-08-052313華通1,005.12024-08-0765.602024-08-1974.7013.87%1,38710,0005.23%864
42024-08-162382廣達877.62024-08-20283.002024-08-30268.00-5.30%-53010,000-0.72%-458
52024-08-292313華通1,359.72024-09-0281.802024-09-1272.60-11.25%-1,12510,000-2.62%-863
62024-09-162317鴻海3,093.22024-09-19174.502024-10-01187.007.16%71610,0001.58%559
72024-09-3023472347839.82024-10-0470.502024-10-1773.003.55%35510,0003.37%18
82024-10-16261826184,486.82024-10-1837.252024-10-3037.350.27%2710,000-2.84%311
92024-11-012603長榮1,372.82024-11-05211.502024-11-15227.507.57%75610,000-1.58%914
102024-11-152317鴻海1,082.72024-11-19203.502024-11-29195.50-3.93%-39310,000-2.57%-137
112024-12-041815富喬694.32024-12-0630.502024-12-1829.25-4.10%-41010,000-0.11%-399
122024-12-172049上銀691.22024-12-19276.502024-12-31329.0018.99%1,89910,0000.45%1,854
132025-01-223376新日興794.32025-02-04218.002025-02-14283.0029.82%2,98210,0001.57%2,824
142025-02-172344華邦電6,066.32025-02-1919.002025-03-0418.55-2.37%-23710,000-4.27%190
152025-03-192344華邦電1,318.72025-03-2121.102025-04-0218.70-11.37%-1,13710,000-4.10%-727
162025-04-083044健鼎1,010.02025-04-10162.502025-04-22166.502.46%24610,000-1.09%355
172025-05-073231緯創697.52025-05-09108.002025-05-21113.004.63%46310,0004.25%38
182025-05-20260926091,048.72025-05-2282.602025-06-0478.50-4.96%-49610,000-0.24%-472
192025-06-043231緯創1,327.32025-06-06111.502025-06-18116.004.04%40410,0003.21%82
202025-06-1900500050532.72025-06-2346.542025-07-0349.325.97%59710,0004.51%146
212025-07-024991環宇-KY1,020.42025-07-04132.502025-07-16162.0022.26%2,22610,0002.20%2,007
222025-07-158046南電2,752.42025-07-17175.002025-07-29177.001.14%11410,0000.38%76
232025-07-281815富喬4,167.62025-07-3047.052025-08-1161.4030.50%3,05010,0002.87%2,763
242025-08-08180218022,727.02025-08-1225.252025-08-2232.0526.93%2,69310,000-1.63%2,856
252025-08-2234813481722.22025-08-2613.452025-09-0513.500.37%3710,0000.78%-41
262025-09-058358金居2,915.62025-09-09234.502025-09-19230.50-1.71%-17110,0002.91%-462
272025-09-18300630062,205.62025-09-2273.902025-10-0382.5011.64%1,16410,0003.40%824
282025-10-022344華邦電9,547.82025-10-0740.752025-10-2046.3513.74%1,37410,0001.75%1,199
292025-10-17677067704,007.22025-10-2130.452025-11-0330.10-1.15%-11510,0002.10%-325
302025-11-031815富喬1,174.02025-11-0570.602025-11-1785.6021.25%2,12510,000-0.97%2,222
312025-11-1400500050518.92025-11-1861.302025-11-2862.351.71%17110,0003.25%-154
322025-11-272408南亞科1,603.42025-12-01147.002025-12-11156.006.12%61210,0002.50%363
332025-12-102344華邦電4,699.12025-12-1269.202025-12-2476.9011.13%1,11310,0000.62%1,051
342025-12-232344華邦電1,087.22025-12-2678.002026-01-08108.5039.10%3,91010,0006.32%3,278
352026-01-072303聯電5,346.92026-01-0954.402026-01-2168.4025.74%2,57410,0003.16%2,257
362026-01-203189景碩3,717.62026-01-22209.002026-02-03246.0017.70%1,77010,0001.42%1,629
372026-02-022408南亞科1,590.82026-02-04279.502026-02-25288.003.04%30410,0009.67%-663
382026-02-2417101710693.12026-02-2613.502026-03-1113.500.00%010,000-3.67%367
392026-03-112344華邦電3,465.72026-03-13109.002026-03-2598.20-9.91%-99110,0000.12%-1,002
402026-03-252408南亞科824.82026-03-27217.002026-04-10215.00-0.92%-9210,0006.96%-788
412026-04-091815富喬1,540.92026-04-13111.002026-04-23108.00-2.70%-27010,0006.37%-907
422026-04-232408南亞科535.42026-04-27216.502026-05-08274.0026.56%2,65610,0005.02%2,154
432026-05-0749194919611.72026-05-11163.002026-05-21181.5011.35%1,13510,000-1.01%1,236
442026-05-2161276127610.12026-05-2553.002026-06-0475.2041.89%4,18910,0004.66%3,723
452026-06-0330423042892.72026-06-05203.502026-06-17224.0010.07%1,00710,0001.79%828
462026-06-172327國巨*862.02026-06-221,115.002026-07-021,055.00-5.38%-53810,000-2.09%-329
L1H12 門檻 100 張 · Top-1 槽 9 成交腿 352 週期 352（跳過 97） 腿勝率 58.81% 合計 PnL 193,962 NTD

進場價＝進場日開盤；賣出價＝出場日收盤。報酬率為單腿淨報酬（成本 0 bps）。

# 訊號日 代號 名稱 買超張 買進日 買進價 賣出日 賣出價 報酬率 PnL 配置 台指% 籃 α
12024-07-012313華通666.12024-07-0275.602024-07-1786.2014.02%1,40210,0003.89%1,013
22024-07-022303聯電499.92024-07-0353.102024-07-1852.70-0.75%-7510,0000.98%-173
32024-07-032313華通1,281.72024-07-0480.202024-07-1980.400.25%2510,000-2.78%303
42024-07-042313華通1,979.82024-07-0582.902024-07-2279.00-4.70%-47010,000-5.52%81
52024-07-0534813481155.32024-07-0815.102024-07-2315.05-0.33%-3310,000-4.21%388
62024-07-0834813481260.72024-07-0915.102024-07-2615.552.98%29810,000-7.45%1,043
72024-07-0928342834129.72024-07-1018.352024-07-2918.551.09%10910,000-7.68%877
82024-07-1028342834162.92024-07-1118.552024-07-3018.600.27%2710,000-8.88%915
92024-07-113189景碩5,144.52024-07-12111.002024-07-31106.50-4.05%-40510,000-7.18%313
102024-07-17202720272,114.92024-07-1838.302024-08-0634.60-9.66%-96610,000-12.38%272
112024-07-18202720271,077.82024-07-1939.002024-08-0735.30-9.49%-94910,000-6.88%-260
122024-07-193189景碩1,136.62024-07-22119.502024-08-08102.00-14.64%-1,46410,000-6.23%-841
132024-07-222337旺宏130.02024-07-2326.402024-08-0927.353.60%36010,000-6.13%973
142024-07-232408南亞科436.32024-07-2657.802024-08-1253.00-8.30%-83010,000-1.56%-674
152024-07-262002中鋼174.92024-07-2923.002024-08-1322.10-3.91%-39110,000-1.66%-225
162024-07-2915131513135.42024-07-30192.002024-08-14175.50-8.59%-85910,000-0.88%-771
172024-07-302891中信金324.02024-07-3135.252024-08-1534.50-2.13%-21310,000-1.37%-76
182024-08-016239力成211.82024-08-02149.502024-08-19147.00-1.67%-16710,0003.57%-524
192024-08-062317鴻海2,933.92024-08-07169.002024-08-22179.506.21%62110,0004.01%220
202024-08-071216統一176.52024-08-0877.802024-08-2381.805.14%51410,0006.17%-103
212024-08-082303聯電280.92024-08-0954.202024-08-2655.101.66%16610,0003.59%-193
222024-08-092892第一金134.22024-08-1226.952024-08-2727.150.74%7410,0001.89%-115
232024-08-122603長榮687.82024-08-13182.002024-08-28183.000.55%5510,0002.63%-208
242024-08-132880華南金178.12024-08-1425.152024-08-2925.300.60%6010,0000.79%-20
252024-08-152303聯電410.02024-08-1656.002024-09-0255.40-1.07%-10710,000-0.51%-56
262024-08-162382廣達877.62024-08-19280.502024-09-03272.00-3.03%-30310,000-1.42%-161
272024-08-192357華碩356.52024-08-20523.002024-09-04528.000.96%9610,000-5.96%691
282024-08-222891中信金238.32024-08-2333.402024-09-0932.70-2.10%-21010,000-4.57%248
292024-08-232303聯電385.62024-08-2655.802024-09-1053.30-4.48%-44810,000-5.29%81
302024-08-262890永豐金190.42024-08-2724.402024-09-1123.50-3.69%-36910,000-5.20%151
312024-08-2734813481597.22024-08-2815.952024-09-1214.25-10.66%-1,06610,000-3.21%-745
322024-08-282313華通479.82024-08-2978.302024-09-1372.40-7.54%-75410,000-1.99%-554
332024-08-292313華通1,359.72024-08-3084.002024-09-1673.20-12.86%-1,28610,000-1.88%-1,098
342024-09-023189景碩1,825.02024-09-03115.002024-09-19105.50-8.26%-82610,000-0.22%-804
352024-09-032891中信金181.62024-09-0432.302024-09-2034.005.26%52610,0005.06%21
362024-09-043189景碩487.92024-09-05106.002024-09-23104.50-1.42%-14210,0005.18%-660
372024-09-092881富邦金178.12024-09-1086.802024-09-2693.007.14%71410,0008.52%-138
382024-09-1034813481149.12024-09-1113.802024-09-2716.0516.30%1,63010,0008.52%778
392024-09-112891中信金145.22024-09-1232.502024-09-3034.405.85%58510,0002.64%321
402024-09-123017奇鋐300.72024-09-13560.002024-10-01585.004.46%44610,0002.90%157
412024-09-162317鴻海3,093.22024-09-18179.002024-10-07197.5010.34%1,03410,0004.72%561
422024-09-184979華星光347.92024-09-19135.502024-10-08151.5011.81%1,18110,0002.58%923
432024-09-192317鴻海918.02024-09-20180.002024-10-09199.0010.56%1,05610,0002.25%830
442024-09-202317鴻海424.32024-09-23178.002024-10-11200.0012.36%1,23610,0002.76%959
452024-09-232317鴻海1,057.52024-09-24179.002024-10-14199.0011.17%1,11710,0002.42%875
462024-09-266239力成161.72024-09-27142.002024-10-17137.00-3.52%-35210,0001.01%-453
472024-09-27180218024,171.92024-09-3018.452024-10-1817.40-5.69%-56910,0005.68%-1,137
482024-09-3023472347839.82024-10-0172.502024-10-2172.30-0.28%-2810,0005.15%-542
492024-10-0158715871179.32024-10-04160.502024-10-22156.50-2.49%-24910,0005.53%-802
502024-10-0758715871401.92024-10-08164.502024-10-24154.50-6.08%-60810,0002.57%-865
512024-10-093037欣興593.62024-10-11142.502024-10-28166.0016.49%1,64910,0001.29%1,520
522024-10-112357華碩101.22024-10-14581.002024-10-29584.000.52%5210,000-0.21%73
532024-10-143037欣興529.02024-10-15144.502024-10-30161.5011.76%1,17610,000-2.02%1,379
542024-10-15261826182,045.32024-10-1636.552024-11-0137.502.60%26010,000-1.00%360
552024-10-17260926092,144.82024-10-1866.502024-11-0570.706.32%63210,000-1.62%794
562024-10-182303聯電185.52024-10-2150.302024-11-0645.85-8.85%-88510,000-1.38%-747
572024-10-213189景碩1,879.02024-10-22117.002024-11-07108.00-7.69%-76910,000-0.54%-715
582024-10-223037欣興2,100.52024-10-23166.502024-11-08174.004.50%45010,0000.94%357
592024-10-2418021802135.02024-10-2518.252024-11-1218.400.82%8210,000-1.57%239
602024-10-2818021802509.02024-10-2920.052024-11-1417.90-10.72%-1,07210,000-0.92%-980
612024-10-292303聯電128.92024-10-3048.502024-11-1545.00-7.22%-72210,000-0.34%-688
622024-10-302303聯電101.12024-11-0145.752024-11-1845.10-1.42%-14210,000-1.03%-40
632024-11-012603長榮1,372.82024-11-04214.002024-11-19236.0010.28%1,02810,000-0.51%1,079
642024-11-052603長榮1,199.22024-11-06217.502024-11-21239.009.89%98910,000-2.85%1,274
652024-11-0620272027335.02024-11-0736.302024-11-2234.25-5.65%-56510,000-2.16%-349
662024-11-07261826183,863.62024-11-0838.402024-11-2540.154.56%45610,000-2.57%713
672024-11-082383台光電171.82024-11-11432.502024-11-26468.008.21%82110,000-3.62%1,182
682024-11-122603長榮559.12024-11-13222.002024-11-28217.00-2.25%-22510,000-2.46%20
692024-11-146239力成102.62024-11-15125.002024-12-02123.50-1.20%-12010,000-0.03%-117
702024-11-152317鴻海1,082.72024-11-18205.002024-12-03196.50-4.15%-41510,0002.13%-628
712024-11-183706神達120.92024-11-1967.902024-12-0486.2026.95%2,69510,0001.78%2,517
722024-11-193706神達1,927.62024-11-2074.002024-12-0588.4019.46%1,94610,0002.55%1,690
732024-11-212317鴻海1,070.72024-11-22205.502024-12-09195.00-5.11%-51110,0001.61%-672
742024-11-2218021802709.02024-11-2521.052024-12-1018.85-10.45%-1,04510,0000.77%-1,122
752024-11-254979華星光1,462.72024-11-26168.502024-12-11185.5010.09%1,00910,0000.99%910
762024-11-264979華星光400.62024-11-27170.502024-12-12181.506.45%64510,0003.19%326
772024-11-2813011301158.32024-11-2942.502024-12-1637.10-12.71%-1,27110,0003.49%-1,620
782024-12-024979華星光480.52024-12-03198.002024-12-18166.50-15.91%-1,59110,0000.61%-1,652
792024-12-032383台光電201.82024-12-04510.002024-12-19617.0020.98%2,09810,000-1.39%2,237
802024-12-041815富喬694.32024-12-0531.602024-12-2028.10-11.08%-1,10810,000-3.26%-782
812024-12-0528342834487.02024-12-0615.102024-12-2314.85-1.66%-16610,000-0.38%-127
822024-12-1018021802326.82024-12-1118.852024-12-2616.90-10.34%-1,03410,0001.50%-1,184
832024-12-112317鴻海130.32024-12-12190.502024-12-27186.50-2.10%-21010,0000.99%-309
842024-12-122344華邦電100.12024-12-1315.202024-12-3015.00-1.32%-13210,0000.74%-205
852024-12-131785光洋科611.62024-12-1667.702024-12-3162.70-7.39%-73910,000-0.02%-736
862024-12-1626182618288.82024-12-1743.702025-01-0246.356.06%60610,000-0.81%687
872024-12-192317鴻海134.42024-12-20181.002025-01-07190.004.97%49710,0005.07%-10
882024-12-202890永豐金315.12024-12-2323.152025-01-0822.90-1.08%-10810,0001.31%-239
892024-12-233189景碩128.52024-12-24102.502025-01-09102.500.00%010,000-0.17%17
902024-12-252049上銀153.32024-12-26318.502025-01-13285.00-10.52%-1,05210,000-3.26%-725
912024-12-263036文曄242.92024-12-27113.002025-01-14112.00-0.89%-8810,000-2.05%117
922024-12-2713261326121.02024-12-3028.602025-01-1528.15-1.57%-15710,000-2.91%134
932024-12-306191精成科460.72024-12-3160.202025-01-1662.303.49%34910,000-0.04%353
942024-12-312890永豐金147.62025-01-0222.852025-01-1722.850.00%010,0001.38%-138
952025-01-022883凱基金229.42025-01-0317.002025-01-2016.90-0.59%-5910,0001.56%-215
962025-01-092603長榮116.42025-01-10210.002025-02-05205.00-2.38%-23810,0000.65%-303
972025-01-102882國泰金160.82025-01-1365.002025-02-0666.902.92%29210,0003.68%-76
982025-01-132317鴻海373.02025-01-14171.502025-02-07178.003.79%37910,0002.99%80
992025-01-142883凱基金187.12025-01-1517.102025-02-1017.753.80%38010,0003.28%53
1002025-01-152891中信金194.22025-01-1639.002025-02-1140.052.69%26910,0001.56%113
1012025-01-162882國泰金148.82025-01-1765.802025-02-1268.704.41%44110,0000.61%380
1022025-01-172472立隆電484.02025-01-2092.502025-02-1399.207.24%72410,0000.57%667
1032025-01-202472立隆電141.02025-01-2198.002025-02-1493.40-4.69%-46910,000-0.63%-406
1042025-01-211815富喬158.12025-01-2229.002025-02-1732.7012.76%1,27610,000-0.09%1,284
1052025-02-052049上銀512.42025-02-06320.502025-02-21359.0012.01%1,20110,0001.77%1,024
1062025-02-063231緯創2,401.52025-02-07104.002025-02-24115.0010.58%1,05810,0000.37%1,021
1072025-02-071815富喬1,569.62025-02-1035.652025-02-2532.05-10.10%-1,01010,0000.14%-1,024
1082025-02-103711日月光投控2,116.82025-02-11165.502025-02-26175.506.04%60410,0000.08%596
1092025-02-112002中鋼107.52025-02-1220.002025-02-2724.3521.75%2,17510,000-1.02%2,277
1102025-02-126257矽格102.02025-02-1375.002025-03-0379.405.87%58710,000-2.75%862
1112025-02-133711日月光投控192.62025-02-14173.002025-03-04164.00-5.20%-52010,000-2.40%-280
1122025-02-146257矽格279.72025-02-1775.502025-03-0581.808.34%83410,000-2.69%1,104
1132025-02-172344華邦電6,066.32025-02-1818.452025-03-0618.15-1.63%-16310,000-4.02%239
1142025-02-212344華邦電4,066.02025-02-2418.652025-03-1221.0012.60%1,26010,000-5.46%1,806
1152025-02-242890永豐金376.32025-02-2522.702025-03-1322.00-3.08%-30810,000-5.69%260
1162025-02-252344華邦電685.22025-02-2618.902025-03-1420.9510.85%1,08510,000-6.13%1,698
1172025-02-2630233023388.82025-02-27315.002025-03-17282.00-10.48%-1,04810,000-4.05%-642
1182025-02-273017奇鋐198.92025-03-03528.002025-03-18564.006.82%68210,000-2.13%895
1192025-03-032317鴻海119.62025-03-04165.502025-03-19164.00-0.91%-9110,000-2.81%191
1202025-03-046805富世達282.92025-03-05735.002025-03-20733.00-0.27%-2710,000-2.16%189
1212025-03-052313華通180.82025-03-0667.302025-03-2165.20-3.12%-31210,000-2.23%-89
1222025-03-063017奇鋐218.32025-03-07566.002025-03-24520.00-8.13%-81310,000-2.08%-605
1232025-03-1211011101115.62025-03-1334.302025-03-2832.85-4.23%-42310,000-1.63%-259
1242025-03-132337旺宏434.52025-03-1421.152025-03-3120.70-2.13%-21310,000-5.79%366
1252025-03-192344華邦電1,318.72025-03-2020.702025-04-0815.20-26.57%-2,65710,000-17.51%-906
1262025-03-202891中信金149.92025-03-2140.002025-04-0934.00-15.00%-1,50010,000-21.69%669
1272025-03-21180218021,146.02025-03-2417.502025-04-1013.40-23.43%-2,34310,000-14.05%-938
1282025-03-2434813481854.32025-03-2516.252025-04-1113.20-18.77%-1,87710,000-12.32%-645
1292025-03-251815富喬277.12025-03-2633.952025-04-1426.00-23.42%-2,34210,000-12.34%-1,108
1302025-03-266191精成科696.82025-03-2771.502025-04-1558.70-17.90%-1,79010,000-9.54%-836
1312025-03-273702大聯大141.12025-03-2865.302025-04-1665.20-0.15%-1510,000-9.88%973
1322025-03-2834813481127.52025-03-3115.202025-04-1713.65-10.20%-1,02010,000-6.56%-364
1332025-03-3128342834123.92025-04-0114.652025-04-1814.10-3.75%-37510,000-8.86%510
1342025-04-083044健鼎1,010.02025-04-09148.002025-04-24178.0020.27%2,02710,00012.00%827
1352025-04-092330台積電165.92025-04-10863.002025-04-25888.002.90%29010,0004.59%-170
1362025-04-102344華邦電4,587.92025-04-1114.202025-04-2815.7010.56%1,05610,0002.59%797
1372025-04-115439高技297.12025-04-14151.002025-04-29146.00-3.31%-33110,0003.69%-700
1382025-04-142891中信金165.82025-04-1537.152025-04-3039.305.79%57910,0001.90%389
1392025-04-152890永豐金218.62025-04-1621.002025-05-0221.602.86%28610,0006.78%-392
1402025-04-162881富邦金104.02025-04-1780.102025-05-0580.00-0.12%-1210,0006.18%-630
1412025-04-252408南亞科102.22025-04-2837.552025-05-1444.9519.71%1,97110,0008.73%1,098
1422025-04-282881富邦金136.52025-04-2979.502025-05-1580.501.26%12610,0007.40%-614
1432025-04-3028342834112.42025-05-0214.302025-05-1914.551.75%17510,0003.54%-179
1442025-05-062881富邦金103.82025-05-0779.202025-05-2281.903.41%34110,0005.47%-206
1452025-05-073231緯創697.52025-05-08108.002025-05-23113.004.63%46310,0005.40%-77
1462025-05-082377微星238.02025-05-09141.502025-05-26138.50-2.12%-21210,0002.97%-509
1472025-05-092301光寶科577.92025-05-12100.502025-05-27101.500.99%10010,0000.98%2
1482025-05-126191精成科668.92025-05-1372.502025-05-2896.3032.83%3,28310,0000.13%3,270
1492025-05-132317鴻海2,220.52025-05-14161.502025-05-29156.00-3.41%-34110,000-2.00%-141
1502025-05-142317鴻海2,434.82025-05-15163.002025-06-02152.50-6.44%-64410,000-3.35%-309
1512025-05-152408南亞科408.22025-05-1645.302025-06-0345.851.21%12110,000-3.28%450
1522025-05-19261526153,803.72025-05-20110.002025-06-05104.00-5.45%-54510,0000.69%-614
1532025-05-222344華邦電131.22025-05-2317.952025-06-1018.804.74%47410,0002.72%201
1542025-05-2326092609119.02025-05-2683.502025-06-1172.30-13.41%-1,34110,0004.33%-1,775
1552025-05-263706神達1,375.32025-05-2763.102025-06-1267.506.97%69710,0004.46%251
1562025-05-282890永豐金420.52025-05-2923.102025-06-1624.405.63%56310,0003.29%234
1572025-06-0211011101106.22025-06-0328.002025-06-1826.50-5.36%-53610,0005.82%-1,118
1582025-06-032408南亞科128.62025-06-0446.302025-06-1960.4030.45%3,04510,0001.78%2,867
1592025-06-043231緯創1,327.32025-06-05120.002025-06-20118.50-1.25%-12510,0001.71%-296
1602025-06-053231緯創595.72025-06-06111.502025-06-23118.506.28%62810,0000.33%595
1612025-06-063231緯創114.82025-06-09110.502025-06-24120.008.60%86010,0001.83%677
1622025-06-102345智邦374.72025-06-11795.002025-06-26743.00-6.54%-65410,0000.10%-664
1632025-06-113017奇鋐602.02025-06-12723.002025-06-27737.001.94%19410,0001.31%63
1642025-06-123706神達1,352.02025-06-1367.202025-06-3066.50-1.04%-10410,0000.83%-187
1652025-06-165880合庫金129.12025-06-1724.802025-07-0224.900.40%4010,0001.65%-125
1662025-06-1900500050532.72025-06-2047.102025-07-0748.573.12%31210,0001.74%138
1672025-06-202883凱基金521.22025-06-2315.902025-07-0814.90-6.29%-62910,0002.90%-919
1682025-06-2300500050371.12025-06-2447.302025-07-0948.853.28%32810,0001.52%175
1692025-06-242337旺宏361.02025-06-2522.052025-07-1020.90-5.22%-52210,0001.17%-639
1702025-06-2549314931478.02025-06-2698.302025-07-11104.005.80%58010,0001.15%465
1712025-06-261303南亞389.02025-06-2728.802025-07-1427.35-5.03%-50310,0000.15%-519
1722025-06-272344華邦電1,460.02025-06-3021.252025-07-1517.90-15.76%-1,57610,0002.61%-1,837
1732025-06-302883凱基金246.92025-07-0115.002025-07-1615.402.67%26710,0002.17%50
1742025-07-024991環宇-KY1,020.42025-07-03126.002025-07-18154.0022.22%2,22210,0002.95%1,927
1752025-07-0700500050234.62025-07-0848.452025-07-2350.704.64%46410,0004.28%37
1762025-07-082316楠梓電419.02025-07-0954.902025-07-2471.4030.05%3,00510,0003.76%2,630
1772025-07-098046南電2,473.82025-07-10142.502025-07-25180.5026.67%2,66710,0002.96%2,371
1782025-07-108358金居1,533.72025-07-1171.402025-07-28107.0049.86%4,98610,0002.91%4,695
1792025-07-114991環宇-KY479.52025-07-14157.002025-07-29159.001.27%12710,0002.59%-132
1802025-07-148358金居496.22025-07-1574.302025-07-30114.0053.43%5,34310,0002.74%5,069
1812025-07-158046南電2,752.42025-07-16161.002025-07-31177.5010.25%1,02510,0002.17%808
1822025-07-16180218021,622.02025-07-1717.402025-08-0125.0043.68%4,36810,0001.39%4,229
1832025-07-182887台新新光金186.22025-07-2117.902025-08-0516.65-6.98%-69810,0001.37%-835
1842025-07-23180218021,201.02025-07-2418.952025-08-0823.9526.39%2,63910,0002.77%2,361
1852025-07-24180218022,387.02025-07-2520.452025-08-1124.7020.78%2,07810,0003.30%1,748
1862025-07-2580338033589.02025-07-2878.002025-08-12110.5041.67%4,16710,0003.18%3,848
1872025-07-281815富喬4,167.62025-07-2946.602025-08-1369.1048.28%4,82810,0005.04%4,325
1882025-07-2920272027763.12025-07-3039.852025-08-1439.55-0.75%-7510,0003.31%-406
1892025-07-30132613261,693.82025-07-3129.152025-08-1529.501.20%12010,0003.36%-216
1902025-07-312317鴻海648.92025-08-01175.002025-08-18210.0020.00%2,00010,0004.47%1,553
1912025-08-01180218021,624.02025-08-0424.952025-08-1935.9544.09%4,40910,0004.17%3,992
1922025-08-053706神達4,571.32025-08-0684.002025-08-2192.009.52%95210,0002.20%733
1932025-08-08180218022,727.02025-08-1124.002025-08-2633.4039.17%3,91710,0000.70%3,846
1942025-08-11180218023,127.02025-08-1225.252025-08-2734.3035.84%3,58410,0001.50%3,434
1952025-08-124958臻鼎-KY3,986.92025-08-13156.502025-08-28194.0023.96%2,39610,000-0.55%2,451
1962025-08-13621362131,686.32025-08-14102.002025-08-29137.0034.31%3,43110,000-0.02%3,433
1972025-08-14236723676,619.32025-08-1531.402025-09-0129.30-6.69%-66910,000-1.08%-561
1982025-08-153706神達977.32025-08-1894.302025-09-0286.40-8.38%-83810,000-1.90%-648
1992025-08-1866726672413.02025-08-1999.502025-09-03112.5013.07%1,30710,000-1.04%1,410
2002025-08-19180218024,986.42025-08-2034.252025-09-0427.65-19.27%-1,92710,0002.35%-2,162
2012025-08-212890永豐金216.02025-08-2224.052025-09-0824.752.91%29110,0003.29%-38
2022025-08-262382廣達443.12025-08-27266.502025-09-11270.001.31%13110,0002.84%-152
2032025-08-272344華邦電654.52025-08-2819.902025-09-1225.4527.89%2,78910,0005.11%2,278
2042025-08-282316楠梓電2,706.72025-08-29111.002025-09-1599.10-10.72%-1,07210,0004.64%-1,536
2052025-08-292449京元電子1,928.82025-09-01162.002025-09-16166.002.47%24710,0006.47%-400
2062025-09-0124092409212.02025-09-0212.652025-09-1713.506.72%67210,0005.92%80
2072025-09-028358金居4,242.22025-09-03219.002025-09-18219.500.23%2310,0006.93%-670
2082025-09-0399049904399.12025-09-0428.302025-09-1928.801.77%17710,0005.78%-402
2092025-09-058358金居2,915.62025-09-08241.002025-09-23241.500.21%2110,0006.93%-672
2102025-09-081815富喬754.22025-09-0965.002025-09-2465.200.31%3110,0005.40%-509
2112025-09-1133243324408.12025-09-12790.002025-09-30840.006.33%63310,0001.36%497
2122025-09-152408南亞科4,708.62025-09-1665.002025-10-0279.7022.62%2,26210,0002.92%1,969
2132025-09-168358金居799.72025-09-17214.502025-10-03233.508.86%88610,0005.20%366
2142025-09-172344華邦電4,152.22025-09-1830.252025-10-0742.6540.99%4,09910,0005.60%3,539
2152025-09-18300630062,205.62025-09-1972.902025-10-0883.5014.54%1,45410,0005.81%873
2162025-09-19345034503,030.42025-09-22252.502025-10-09270.507.13%71310,0005.49%164
2172025-09-223706神達1,496.12025-09-2390.202025-10-1396.406.87%68710,0002.58%430
2182025-09-232344華邦電4,230.72025-09-2436.002025-10-1440.7013.06%1,30610,0002.28%1,078
2192025-09-242344華邦電3,893.22025-09-2534.202025-10-1540.0016.96%1,69610,0004.81%1,215
2202025-09-3049894989574.02025-10-0125.802025-10-2036.5041.47%4,14710,0006.56%3,491
2212025-10-022344華邦電9,547.82025-10-0335.802025-10-2245.4526.96%2,69610,0003.32%2,364
2222025-10-032344華邦電9,340.22025-10-0740.752025-10-2346.3013.62%1,36210,0001.18%1,244
2232025-10-071815富喬1,092.02025-10-0875.202025-10-2766.90-11.04%-1,10410,0003.44%-1,447
2242025-10-083189景碩979.52025-10-09129.002025-10-28137.506.59%65910,0002.37%422
2252025-10-091303南亞1,469.92025-10-1340.552025-10-2941.953.45%34510,0005.09%-164
2262025-10-1300500050733.02025-10-1461.852025-10-3064.404.12%41210,0005.58%-145
2272025-10-142330台積電983.92025-10-151,435.002025-10-311,500.004.53%45310,0003.51%102
2282025-10-152344華邦電3,809.82025-10-1641.102025-11-0356.6037.71%3,77110,0002.48%3,523
2292025-10-208358金居1,004.62025-10-21221.002025-11-06227.002.71%27110,0000.53%219
2302025-10-2233243324356.02025-10-23992.002025-11-101,065.007.36%73610,0001.22%613
2312025-10-23677067701,592.62025-10-2730.502025-11-1133.208.85%88510,000-0.75%960
2322025-10-272884玉山金456.12025-10-2830.302025-11-1230.20-0.33%-3310,000-0.01%-32
2332025-10-282884玉山金603.42025-10-2930.052025-11-1330.100.17%1710,000-1.38%155
2342025-10-292408南亞科1,705.62025-10-30134.502025-11-14158.5017.84%1,78410,000-3.15%2,099
2352025-10-30261526152,778.42025-10-3185.602025-11-1781.40-4.91%-49110,000-2.78%-212
2362025-10-311815富喬328.22025-11-0373.502025-11-1883.6013.74%1,37410,000-5.57%1,931
2372025-11-031815富喬1,174.02025-11-0477.102025-11-1978.802.20%22010,000-5.46%767
2382025-11-061815富喬3,247.42025-11-0778.502025-11-2480.702.80%28010,000-4.15%695
2392025-11-10677067702,179.72025-11-1131.852025-11-2631.65-0.63%-6310,000-1.35%72
2402025-11-11677067701,015.32025-11-1233.452025-11-2733.15-0.90%-9010,000-1.40%51
2412025-11-122408南亞科394.82025-11-13164.502025-11-28146.00-11.25%-1,12510,000-0.99%-1,025
2422025-11-132337旺宏572.92025-11-1437.002025-12-0133.85-8.51%-85110,000-0.20%-831
2432025-11-1400500050518.92025-11-1762.002025-12-0261.70-0.48%-4810,0000.43%-91
2442025-11-1713261326529.32025-11-1833.452025-12-0335.606.43%64310,0003.88%255
2452025-11-182344華邦電2,707.82025-11-1959.502025-12-0457.80-2.86%-28610,0004.57%-743
2462025-11-192344華邦電1,517.92025-11-2063.402025-12-0561.80-2.52%-25210,0002.02%-455
2472025-11-242344華邦電660.12025-11-2559.102025-12-1067.5014.21%1,42110,0005.53%868
2482025-11-2621032103364.02025-11-2714.852025-12-1216.007.74%77410,0002.34%541
2492025-11-272408南亞科1,603.42025-11-28146.002025-12-15162.5011.30%1,13010,0000.87%1,043
2502025-11-282891中信金303.12025-12-0143.302025-12-1646.657.74%77410,0000.71%703
2512025-12-0167706770166.62025-12-0234.402025-12-1734.801.16%11610,000-0.14%130
2522025-12-021303南亞7,845.72025-12-0365.002025-12-1857.40-11.69%-1,16910,000-1.17%-1,052
2532025-12-032408南亞科837.32025-12-04151.002025-12-19174.5015.56%1,55610,000-0.36%1,592
2542025-12-0400500050486.12025-12-0562.452025-12-2263.401.52%15210,0000.60%92
2552025-12-052884玉山金309.22025-12-0831.852025-12-2333.555.34%53410,0000.02%531
2562025-12-102344華邦電4,699.12025-12-1169.602025-12-2976.9010.49%1,04910,0002.81%768
2572025-12-124979華星光410.22025-12-15252.502025-12-31325.5028.91%2,89110,0003.94%2,498
2582025-12-152344華邦電1,386.52025-12-1670.002026-01-0290.8029.71%2,97110,0006.58%2,313
2592025-12-162344華邦電1,306.12025-12-1771.302026-01-0595.5033.94%3,39410,0009.37%2,457
2602025-12-1723672367535.92025-12-1827.602026-01-0628.804.35%43510,00011.31%-697
2612025-12-182313華通2,435.82025-12-1993.002026-01-07110.5018.82%1,88210,0009.89%893
2622025-12-192344華邦電3,172.52025-12-2273.902026-01-08108.5046.82%4,68210,0007.85%3,897
2632025-12-222408南亞科1,768.52025-12-23181.002026-01-09217.5020.17%2,01710,0006.99%1,318
2642025-12-232344華邦電1,087.22025-12-2473.602026-01-12102.0038.59%3,85910,0007.74%3,085
2652025-12-292344華邦電1,049.32025-12-3077.202026-01-1599.2028.50%2,85010,0007.33%2,117
2662025-12-312344華邦電393.42026-01-0283.102026-01-19116.5040.19%4,01910,0007.80%3,239
2672026-01-022344華邦電7,378.72026-01-0595.002026-01-20113.0018.95%1,89510,0005.50%1,345
2682026-01-053706神達1,454.52026-01-0692.402026-01-2182.00-11.26%-1,12610,0002.19%-1,345
2692026-01-061303南亞936.92026-01-0760.102026-01-2277.8029.45%2,94510,0004.31%2,514
2702026-01-072303聯電5,346.92026-01-0857.002026-01-2364.8013.68%1,36810,0005.27%841
2712026-01-081303南亞1,852.32026-01-0968.502026-01-2681.7019.27%1,92710,0005.86%1,341
2722026-01-092337旺宏291.12026-01-1260.002026-01-2776.2027.00%2,70010,0005.73%2,127
2732026-01-121303南亞270.12026-01-1365.002026-01-2880.5023.85%2,38510,0006.83%1,702
2742026-01-1526182618136.12026-01-1637.652026-02-0237.50-0.40%-4010,0000.69%-108
2752026-01-191303南亞3,090.22026-01-2075.202026-02-0477.603.19%31910,0001.67%152
2762026-01-203189景碩3,717.62026-01-21206.002026-02-05263.5027.91%2,79110,0001.78%2,614
2772026-01-211303南亞613.32026-01-2276.802026-02-0673.50-4.30%-43010,0000.12%-441
2782026-01-2262026202338.52026-01-2345.002026-02-0948.858.56%85610,0001.39%717
2792026-01-232408南亞科2,317.82026-01-26279.502026-02-10271.00-3.04%-30410,0003.15%-619
2802026-01-263189景碩690.02026-01-27213.002026-02-11265.5024.65%2,46510,0003.98%2,066
2812026-01-272344華邦電7,476.82026-01-28120.502026-02-23115.00-4.56%-45610,0002.96%-752
2822026-01-282337旺宏6,726.32026-01-2989.402026-02-24113.5026.96%2,69610,0006.65%2,030
2832026-02-022408南亞科1,590.82026-02-03312.002026-03-02285.00-8.65%-86510,0009.01%-1,766
2842026-02-043189景碩1,978.12026-02-05272.002026-03-04284.504.60%46010,0003.23%136
2852026-02-0534813481367.92026-02-0621.202026-03-0526.0022.64%2,26410,0005.95%1,669
2862026-02-066285啟碁515.82026-02-09190.002026-03-06166.00-12.63%-1,26310,0003.69%-1,632
2872026-02-092344華邦電2,493.32026-02-10108.002026-03-09101.00-6.48%-64810,000-2.91%-357
2882026-02-102344華邦電449.52026-02-11101.502026-03-10105.503.94%39410,000-2.48%642
2892026-02-112885元大金1,292.62026-02-2346.952026-03-1144.35-5.54%-55410,0001.01%-655
2902026-02-2323672367228.52026-02-2455.702026-03-1273.0031.06%3,10610,000-3.22%3,428
2912026-02-2417101710693.12026-02-2513.802026-03-1314.102.17%21710,000-5.68%786
2922026-03-0200500050423.32026-03-0380.052026-03-1877.80-2.81%-28110,0000.07%-288
2932026-03-04005000501,294.82026-03-0578.302026-03-2075.90-3.07%-30710,000-0.38%-268
2942026-03-0524092409847.62026-03-0615.202026-03-2314.85-2.30%-23010,000-2.61%31
2952026-03-0600500050424.82026-03-0973.152026-03-2474.401.71%17110,0001.56%15
2962026-03-09005000501,493.32026-03-1075.902026-03-2576.200.40%4010,0002.04%-164
2972026-03-102408南亞科314.62026-03-11245.002026-03-26225.50-7.96%-79610,000-2.28%-568
2982026-03-112344華邦電3,465.72026-03-12114.502026-03-2792.40-19.30%-1,93010,000-1.40%-1,790
2992026-03-1200500050980.82026-03-1375.152026-03-3073.90-1.66%-16610,000-2.64%98
3002026-03-13802880282,912.02026-03-16191.002026-03-31181.00-5.24%-52410,000-4.86%-38
3012026-03-183189景碩884.62026-03-19356.002026-04-07358.500.70%7010,000-1.36%207
3022026-03-202344華邦電1,608.82026-03-23103.502026-04-0991.00-12.08%-1,20810,0006.54%-1,861
3032026-03-2300560056550.22026-03-2438.342026-04-1039.412.79%27910,0008.60%-581
3042026-03-2467706770426.82026-03-2564.102026-04-1354.50-14.98%-1,49810,0006.04%-2,101
3052026-03-252408南亞科824.82026-03-26249.002026-04-14220.00-11.65%-1,16510,0008.87%-2,052
3062026-03-2623672367313.42026-03-2774.102026-04-1572.10-2.70%-27010,00010.90%-1,360
3072026-03-2700500050253.72026-03-3073.302026-04-1685.0015.96%1,59610,00014.19%177
3082026-03-302002中鋼548.12026-03-3119.002026-04-1720.105.79%57910,00016.02%-1,023
3092026-03-3100500050708.22026-04-0175.002026-04-2084.5512.73%1,27310,00011.41%133
3102026-04-072344華邦電298.12026-04-0893.102026-04-2387.80-5.69%-56910,0008.49%-1,419
3112026-04-091815富喬1,540.92026-04-10122.002026-04-27108.00-11.48%-1,14810,00011.86%-2,333
3122026-04-101815富喬1,098.62026-04-13111.002026-04-28113.502.25%22510,00011.46%-921
3132026-04-13248424841,389.52026-04-1437.302026-04-2940.207.77%77710,0008.29%-51
3142026-04-14304230422,621.22026-04-15133.002026-04-30153.0015.04%1,50410,0006.00%903
3152026-04-158150南茂2,167.02026-04-1669.202026-05-0476.5010.55%1,05510,0009.62%93
3162026-04-162886兆豐金502.02026-04-1740.002026-05-0539.10-2.25%-22510,00010.77%-1,302
3172026-04-171815富喬9,301.62026-04-20128.502026-05-06113.50-11.67%-1,16710,00011.31%-2,298
3182026-04-20248424841,212.22026-04-2148.852026-05-0744.85-8.19%-81910,00011.51%-1,970
3192026-04-232408南亞科535.42026-04-24209.502026-05-12321.0053.22%5,32210,0007.62%4,560
3202026-04-271303南亞1,549.82026-04-2889.002026-05-1485.30-4.16%-41610,0005.64%-980
3212026-04-282303聯電3,677.62026-04-2975.302026-05-15110.0046.08%4,60810,0004.75%4,133
3222026-04-296147頎邦4,441.12026-04-30164.502026-05-18207.0025.84%2,58410,0005.05%2,079
3232026-04-301303南亞3,066.22026-05-0490.302026-05-1981.70-9.52%-95210,000-1.30%-822
3242026-05-042337旺宏3,594.22026-05-05155.002026-05-20141.00-9.03%-90310,000-1.84%-720
3252026-05-052344華邦電2,326.72026-05-06108.502026-05-21114.005.07%50710,0000.56%451
3262026-05-062303聯電2,333.22026-05-0797.402026-05-22114.0017.04%1,70410,0000.80%1,625
3272026-05-0749194919611.72026-05-08172.502026-05-25219.0026.96%2,69610,0004.90%2,205
3282026-05-122344華邦電4,177.82026-05-13117.002026-05-28144.0023.08%2,30810,0005.47%1,761
3292026-05-142337旺宏1,709.02026-05-15168.002026-06-01167.50-0.30%-3010,00010.12%-1,042
3302026-05-15677067704,430.72026-05-1862.002026-06-0285.9038.55%3,85510,00011.41%2,714
3312026-05-182344華邦電2,006.82026-05-19125.002026-06-03177.5042.00%4,20010,00015.64%2,636
3322026-05-1934813481326.52026-05-2037.802026-06-0455.8047.62%4,76210,00014.13%3,348
3332026-05-202892第一金353.22026-05-2128.002026-06-0529.304.64%46410,0008.95%-431
3342026-05-2161276127610.12026-05-2254.702026-06-0876.2039.31%3,93110,0002.92%3,638
3352026-05-22491949191,253.72026-05-25210.502026-06-09174.50-17.10%-1,71010,0002.43%-1,953
3362026-05-25248424841,430.32026-05-2654.702026-06-1058.106.22%62210,000-0.69%690
3372026-05-28677067701,867.22026-05-2985.402026-06-1573.30-14.17%-1,41710,0001.48%-1,565
3382026-06-011303南亞4,520.22026-06-02110.002026-06-17126.5015.00%1,50010,0000.70%1,430
3392026-06-02348134811,327.42026-06-0357.002026-06-1864.4012.98%1,29810,0000.01%1,297
3402026-06-0330423042892.72026-06-04210.002026-06-22198.00-5.71%-57110,0004.52%-1,023
3412026-06-042344華邦電2,295.32026-06-05169.002026-06-23211.5025.15%2,51510,0004.50%2,064
3422026-06-0524842484610.12026-06-0847.552026-06-2469.3045.74%4,57410,0005.84%3,990
3432026-06-0800500050717.02026-06-09102.102026-06-25107.205.00%50010,0003.47%153
3442026-06-092303聯電3,192.72026-06-10126.502026-06-26164.0029.64%2,96410,0003.11%2,653
3452026-06-1099049904867.02026-06-1126.352026-06-2925.40-3.61%-36110,0004.29%-789
3462026-06-152344華邦電246.62026-06-16198.502026-07-02183.50-7.56%-75610,0002.04%-960
3472026-06-172327國巨*862.02026-06-181,015.002026-07-061,005.00-0.99%-9910,0000.20%-118
3482026-06-182303聯電3,933.62026-06-22160.002026-07-07155.00-3.12%-31210,000-4.74%161
3492026-06-221815富喬2,875.52026-06-23107.002026-07-0896.60-9.72%-97210,000-2.90%-682
3502026-06-2324092409473.12026-06-2428.402026-07-0931.4510.74%1,07410,000-1.50%1,224
3512026-06-253189景碩499.92026-06-26828.002026-07-14805.00-2.78%-27810,0000.37%-315
3522026-06-2917101710540.02026-06-3015.102026-07-1617.5015.89%1,58910,000-1.09%1,698
L2H9 門檻 500 張 · Top-1 槽 1 成交腿 46 週期 46（跳過 219） 腿勝率 67.39% 合計 PnL 35,842 NTD

進場價＝進場日開盤；賣出價＝出場日收盤。報酬率為單腿淨報酬（成本 0 bps）。

# 訊號日 代號 名稱 買超張 買進日 買進價 賣出日 賣出價 報酬率 PnL 配置 台指% 籃 α
12024-07-012313華通666.12024-07-0377.902024-07-1585.7010.01%1,00110,0003.05%696
22024-07-123189景碩1,757.12024-07-16119.502024-07-30111.00-7.11%-71110,000-7.39%28
32024-08-052313華通1,005.12024-08-0765.602024-08-1974.7013.87%1,38710,0005.23%864
42024-08-162382廣達877.62024-08-20283.002024-08-30268.00-5.30%-53010,000-0.72%-458
52024-08-292313華通1,359.72024-09-0281.802024-09-1272.60-11.25%-1,12510,000-2.62%-863
62024-09-162317鴻海3,093.22024-09-19174.502024-10-01187.007.16%71610,0001.58%559
72024-09-3023472347839.82024-10-0470.502024-10-1773.003.55%35510,0003.37%18
82024-10-16261826184,486.82024-10-1837.252024-10-3037.350.27%2710,000-2.84%311
92024-11-012603長榮1,372.82024-11-05211.502024-11-15227.507.57%75610,000-1.58%914
102024-11-152317鴻海1,082.72024-11-19203.502024-11-29195.50-3.93%-39310,000-2.57%-137
112024-12-041815富喬694.32024-12-0630.502024-12-1829.25-4.10%-41010,000-0.11%-399
122024-12-172049上銀691.22024-12-19276.502024-12-31329.0018.99%1,89910,0000.45%1,854
132025-01-223376新日興794.32025-02-04218.002025-02-14283.0029.82%2,98210,0001.57%2,824
142025-02-172344華邦電6,066.32025-02-1919.002025-03-0418.55-2.37%-23710,000-4.27%190
152025-03-192344華邦電1,318.72025-03-2121.102025-04-0218.70-11.37%-1,13710,000-4.10%-727
162025-04-083044健鼎1,010.02025-04-10162.502025-04-22166.502.46%24610,000-1.09%355
172025-05-073231緯創697.52025-05-09108.002025-05-21113.004.63%46310,0004.25%38
182025-05-20260926091,048.72025-05-2282.602025-06-0478.50-4.96%-49610,000-0.24%-472
192025-06-043231緯創1,327.32025-06-06111.502025-06-18116.004.04%40410,0003.21%82
202025-06-1900500050532.72025-06-2346.542025-07-0349.325.97%59710,0004.51%146
212025-07-024991環宇-KY1,020.42025-07-04132.502025-07-16162.0022.26%2,22610,0002.20%2,007
222025-07-158046南電2,752.42025-07-17175.002025-07-29177.001.14%11410,0000.38%76
232025-07-281815富喬4,167.62025-07-3047.052025-08-1161.4030.50%3,05010,0002.87%2,763
242025-08-08180218022,727.02025-08-1225.252025-08-2232.0526.93%2,69310,000-1.63%2,856
252025-08-2234813481722.22025-08-2613.452025-09-0513.500.37%3710,0000.78%-41
262025-09-058358金居2,915.62025-09-09234.502025-09-19230.50-1.71%-17110,0002.91%-462
272025-09-18300630062,205.62025-09-2273.902025-10-0382.5011.64%1,16410,0003.40%824
282025-10-022344華邦電9,547.82025-10-0740.752025-10-2046.3513.74%1,37410,0001.75%1,199
292025-10-17677067704,007.22025-10-2130.452025-11-0330.10-1.15%-11510,0002.10%-325
302025-11-031815富喬1,174.02025-11-0570.602025-11-1785.6021.25%2,12510,000-0.97%2,222
312025-11-1400500050518.92025-11-1861.302025-11-2862.351.71%17110,0003.25%-154
322025-11-272408南亞科1,603.42025-12-01147.002025-12-11156.006.12%61210,0002.50%363
332025-12-102344華邦電4,699.12025-12-1269.202025-12-2476.9011.13%1,11310,0000.62%1,051
342025-12-232344華邦電1,087.22025-12-2678.002026-01-08108.5039.10%3,91010,0006.32%3,278
352026-01-072303聯電5,346.92026-01-0954.402026-01-2168.4025.74%2,57410,0003.16%2,257
362026-01-203189景碩3,717.62026-01-22209.002026-02-03246.0017.70%1,77010,0001.42%1,629
372026-02-022408南亞科1,590.82026-02-04279.502026-02-25288.003.04%30410,0009.67%-663
382026-02-2417101710693.12026-02-2613.502026-03-1113.500.00%010,000-3.67%367
392026-03-112344華邦電3,465.72026-03-13109.002026-03-2598.20-9.91%-99110,0000.12%-1,002
402026-03-252408南亞科824.82026-03-27217.002026-04-10215.00-0.92%-9210,0006.96%-788
412026-04-091815富喬1,540.92026-04-13111.002026-04-23108.00-2.70%-27010,0006.37%-907
422026-04-232408南亞科535.42026-04-27216.502026-05-08274.0026.56%2,65610,0005.02%2,154
432026-05-0749194919611.72026-05-11163.002026-05-21181.5011.35%1,13510,000-1.01%1,236
442026-05-2161276127610.12026-05-2553.002026-06-0475.2041.89%4,18910,0004.66%3,723
452026-06-0330423042892.72026-06-05203.502026-06-17224.0010.07%1,00710,0001.79%828
462026-06-172327國巨*862.02026-06-221,115.002026-07-021,055.00-5.38%-53810,000-2.09%-329

怎麼跟單（可執行建議）

以主冠軍為「報酬最大化」規格；實務若要提高捕獲率，優先看 α 冠軍（L1H12 · 9 槽）。 Phase B：swap 不優於 skip。

  1. 收盤後查富邦-新店淨買超 ≥ 500.0 張，取 Top-1（等權）。
  2. T+2 開盤進場（L2；實盤基準亦可改 L1）。
  3. 持有 9 個交易日，第 H 日收盤賣出。
  4. 使用 1 槽 × 1 萬；槽滿時跳過新訊號（不要 swap）。

Phase B · Swap vs Skip

結論：swap 不優於 skip-when-full · Δ期間報酬 -104.54% · Δα -13,174 NTD · 換倉次數 47

Skip when full（Phase A）

期間報酬率
358.42%
實現 α
29,984
捕獲率
17.36%
成交筆
46

Swap when full

期間報酬率
253.88%
實現 α
16,810
捕獲率
28.09%
進場 / 換倉
75 · 47

解讀

Swap 提高周轉後 Gross／α 未優於 skip，此樣本傾向槽滿跳過、把錢鎖在長 H。

熱力圖 · H × 槽位

固定門檻 50 張 · Top-1。顏色愈亮 = 指標愈高。

排行 · 期間報酬率 Top 25

#策略門檻張TopN 槽報酬%α 捕獲%筆數α/日
1L2H950011358.42%29,98417.36%4672.43
2L1H310011344.67%30,04634.42%15863.39
3L1H910011343.61%28,57011.95%5458.79
4L1H1650031337.68%24,57310.38%2756.88
5L1H1650051337.68%24,57310.38%2756.88
6L3H620011331.03%25,14319.73%7456.63
7L2H1650031329.00%25,76510.34%2759.64
8L2H1650051329.00%25,76510.34%2759.64
9L2H950051313.68%25,51117.29%4661.62
10L3H195011310.75%22,2615.34%2546.87
11L1H950011309.28%24,13817.42%4658.31
12L2H950031307.45%24,88817.29%4660.12
13L1H155011307.07%23,4176.79%3248.78
14L1H1510011307.07%23,4177.19%3248.78
15L2H195011301.76%24,0085.33%2550.54
16L3H1550031301.02%24,55110.73%2858.45
17L2H1650011296.31%22,49610.34%2752.07
18L3H1550051293.09%23,75810.73%2856.57
19L3H1220011291.40%22,28910.33%3848.88
20L1H1550011286.42%22,96810.77%2854.69
21L3H1550011285.89%23,03810.73%2854.85
22L1H750011284.25%20,40220.68%5552.99
23L1H520011282.73%19,63123.87%9043.63
24L1H195011281.34%21,3465.54%2643.21
25L2H135011281.23%19,6457.82%3740.84

排行 · 實現 α Top 15

#策略門檻張TopN 槽報酬%α 捕獲%筆數α/日
1L1H1210019215.51%140,49178.40%35233.26
2L1H155019217.30%137,15461.15%28831.75
3L1H145019222.82%137,15365.47%30931.70
4L1H1850019208.23%131,75872.97%18938.73
5L1H1510019211.82%131,64062.92%28031.34
6L3H1210019204.51%130,69178.30%35031.12
7L2H1210019203.58%130,10478.17%35130.89
8L1H1220019199.77%127,13583.51%30934.29
9L3H1220019195.86%126,70883.70%30834.28
10L2H1710019204.97%124,86455.96%24929.50
11L1H1710019204.57%124,80356.18%25029.37
12L1H1610019207.71%123,79359.78%26629.09
13L3H155019199.31%122,93561.02%28828.46
14L1H1520019198.07%122,51770.49%25831.66
15L2H135019200.65%122,36970.40%33328.27

分點為券商營業據點帳戶加總，非單一操盤人身份。未建模漲跌停／滑價／稅費。 Research only · 未寫入 strategy.yaml。Heatmap 資料內嵌於本頁。