Space Model- AI Quant Engine Strategy

黄金趋势+价值混合策略，结合地缘风险与利率周期

ushybridmedium risk

About Strategy

Strategy Description

策略逻辑

市场背景 (2026年3月)

  • 利多因素：中东地缘冲突升级、欧洲央行加息预期、通胀对冲需求
  • 利空因素：美联储不再降息预期、实际利率可能上升
  • 核心矛盾：避险情绪 vs 实际利率压力

技术框架

  1. 趋势层：EMA 20/50 金叉/死叉判断主趋势
  2. 价值层：RSI < 30 超卖区买入，RSI > 70 超买区卖出
  3. 风控层：ATR 动态止损，单笔风险不超过 2%
  4. 仓位管理：金字塔加仓，趋势确认后逐步建仓

信号逻辑

  • 买入信号：
    • EMA 20 > EMA 50 (趋势向上) AND RSI < 40 (有回调空间)
    • OR RSI < 25 (深度超卖)
  • 卖出信号：
    • EMA 20 < EMA 50 (趋势向下) AND RSI > 60 (反弹到位)
    • OR RSI > 75 (严重超买)
  • 持有信号：其他情况

Backtest Results

Total Return
+53.43%
Max Drawdown
-78.27%
Sharpe
0.000
Win Rate
100.0%
Ann. Return
-23.83%
Calmar
-0.304
Starting Balance
$100,000.00
Ending Balance
$153,434.28
Trades
1
Total Orders
3
Backtest Period
2024-01-02
- 2026-03-20
Profit Factor
0.00

Asset Trend

2024-01-02 - 2026-03-20

Drawdown Curve

Monthly Returns (%)

Sortino
0.000
Calmar
-0.304
Profit Factor
0.00
Expectancy
$53,434.28
Returns Volatility
0.0000
Risk-Return Ratio
0.000
Avg. Winner
$53,434.28
Avg. Loser
$0.00
Max Winner
$53,434.28
Max Loser
$0.00
Long Ratio
0.0%
Total PnL
$53,434.28
LONG
2024-11-11 → 2026-03-20
+54.14%
Open Price: $268.18Close Price: $413.38
368.0000

Genetic Graph

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Human Creator
Published: 0 days agoFCS Score: 72.6
How to use
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