【方法论】(顶尖高手)棋子双向滚动交易的典范:

来源: 2026-03-24 16:04:44 [旧帖] [给我悄悄话] 本文已被阅读:


目前账户数据:Sharpe 3.45、Sortino 6.49、Beta 0.29、Alpha 0.42、CumulReturn(11.5 个月)+351%。

 

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MNQ (long) :

 
155189146
3/24/26 12:54
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MICRO E-MINI NASDAQ 100
BTO
1
24285.75
 
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3/24/26 13:12
@MNQM6
MICRO E-MINI NASDAQ 100
BTO
1
24170.25
 
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3/24/26 13:31
@MNQM6
MICRO E-MINI NASDAQ 100
STC
1
24224.25
 
155189795
3/24/26 13:34
@MNQM6
MICRO E-MINI NASDAQ 100
BTO
1
24183.00
 
155190242
3/24/26 13:58
@MNQM6
MICRO E-MINI NASDAQ 100
STC
1
24242.25
 
155190907
3/24/26 14:40
@MNQM6
MICRO E-MINI NASDAQ 100
STC
1
24338.50
 
155191009
3/24/26 14:43
@MNQM6
MICRO E-MINI NASDAQ 100
BTO
1
24288.75
 
155193333
3/24/26 16:36
@MNQM6
MICRO E-MINI NASDAQ 100
STC
1
24450.25
 
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3/24/26 16:40
@MNQM6
MICRO E-MINI NASDAQ 100
STC
1
24505.75
 
155193384
3/24/26 16:43
@MNQM6
MICRO E-MINI NASDAQ 100
BTO
1
24407.25
 
155194576
3/24/26 18:01
@MNQM6
MICRO E-MINI NASDAQ 100
STC
1
24435.75
 
155194757
3/24/26 18:20
@MNQM6
MICRO E-MINI NASDAQ 100
BTO
1
24412.75

 

MYM (long) :

 
155188963
3/24/26 12:39
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MICRO E-MINI DOW
BTO
1
46511
 
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MICRO E-MINI DOW
STC
1
46612
 
155189080
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MICRO E-MINI DOW
STC
1
46635
 
155188993
3/24/26 13:10
@MYMM6
MICRO E-MINI DOW
BTO
1
46411
 
155189803
3/24/26 13:36
@MYMM6
MICRO E-MINI DOW
STC
1
46444
 
155189550
3/24/26 13:42
@MYMM6
MICRO E-MINI DOW
BTO
1
46396
 
155190036
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MICRO E-MINI DOW
BTO
1
46410
 
155190095
3/24/26 13:50
@MYMM6
MICRO E-MINI DOW
STC
1
46417
 
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3/24/26 14:04
@MYMM6
MICRO E-MINI DOW
STC
1
46515
 
155190432
3/24/26 14:10
@MYMM6
MICRO E-MINI DOW
BTO
1
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@MYMM6
MICRO E-MINI DOW
STC
1
46588
 
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3/24/26 14:38
@MYMM6
MICRO E-MINI DOW
STC
1
46633
 
155189963
3/24/26 14:39
@MYMM6
MICRO E-MINI DOW
STC
1
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3/24/26 14:39
@MYMM6
MICRO E-MINI DOW
STC
1
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155191030
3/24/26 14:44
@MYMM6
MICRO E-MINI DOW
BTO
1
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155191036
3/24/26 14:45
@MYMM6
MICRO E-MINI DOW
BTO
1
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155191049
3/24/26 14:55
@MYMM6
MICRO E-MINI DOW
BTO
1
46551
 
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3/24/26 14:58
@MYMM6
MICRO E-MINI DOW
BTO
1
46531
 
155191284
3/24/26 15:00
@MYMM6
MICRO E-MINI DOW
STC
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155191321
3/24/26 15:02
@MYMM6
MICRO E-MINI DOW
STC
1
46588
 
155191452
3/24/26 15:13
@MYMM6
MICRO E-MINI DOW
STC
1
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3/24/26 15:17
@MYMM6
MICRO E-MINI DOW
BTO
1
46571
 
155191331
3/24/26 15:23
@MYMM6
MICRO E-MINI DOW
BTO
1
46551
 
155191293
3/24/26 15:28
@MYMM6
MICRO E-MINI DOW
BTO
1
46531
 
155191254
3/24/26 15:30
@MYMM6
MICRO E-MINI DOW
BTO
1
46511
 
155191884
3/24/26 15:36
@MYMM6
MICRO E-MINI DOW
BTO
1
46486
 
155191888
3/24/26 15:45
@MYMM6
MICRO E-MINI DOW
BTO
1
46466
 
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3/24/26 15:46
@MYMM6
MICRO E-MINI DOW
BTO
1
46446
 
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3/24/26 15:51
@MYMM6
MICRO E-MINI DOW
BTO
1
46424
 
155191911
3/24/26 15:55
@MYMM6
MICRO E-MINI DOW
BTO
1
46406
 
155193006
3/24/26 15:59
@MYMM6
MICRO E-MINI DOW
STC
1
46422
 
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3/24/26 16:02
@MYMM6
MICRO E-MINI DOW
STC
1
46427
 
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3/24/26 16:19
@MYMM6
MICRO E-MINI DOW
STC
1
46466
 
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3/24/26 16:20
@MYMM6
MICRO E-MINI DOW
STC
1
46487
 
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3/24/26 16:20
@MYMM6
MICRO E-MINI DOW
STC
1
46506
 
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3/24/26 16:20
@MYMM6
MICRO E-MINI DOW
STC
1
46533
 
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3/24/26 16:20
@MYMM6
MICRO E-MINI DOW
STC
1
46552
 
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3/24/26 16:20
@MYMM6
MICRO E-MINI DOW
STC
1
46571
 
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3/24/26 16:20
@MYMM6
MICRO E-MINI DOW
STC
1
46657
 
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3/24/26 16:31
@MYMM6
MICRO E-MINI DOW
STC
1
46721
 
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3/24/26 16:33
@MYMM6
MICRO E-MINI DOW
STC
1
46744
 
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3/24/26 16:36
@MYMM6
MICRO E-MINI DOW
STC
1
46766
 
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3/24/26 16:37
@MYMM6
MICRO E-MINI DOW
STC
1
46789
 
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3/24/26 16:39
@MYMM6
MICRO E-MINI DOW
STC
1
46810
 
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3/24/26 16:42
@MYMM6
MICRO E-MINI DOW
BTO
1
46702
 
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3/24/26 16:43
@MYMM6
MICRO E-MINI DOW
BTO
1
46688
 
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3/24/26 16:50
@MYMM6
MICRO E-MINI DOW
STC
1
46722
 
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3/24/26 18:02
@MYMM6
MICRO E-MINI DOW
STC
1
46730
 
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3/24/26 18:04
@MYMM6
MICRO E-MINI DOW
STC
1
46737
 
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3/24/26 18:05
@MYMM6
MICRO E-MINI DOW
STC
1
46750
 
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3/24/26 18:05
@MYMM6
MICRO E-MINI DOW
STC
1
46758
 
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3/24/26 18:06
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MICRO E-MINI DOW
STC
1
46769
 
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3/24/26 18:11
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MICRO E-MINI DOW
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1
46749
 
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3/24/26 18:11
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MICRO E-MINI DOW
BTO
1
46737
 
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3/24/26 18:12
@MYMM6
MICRO E-MINI DOW
BTO
1
46731
 
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3/24/26 18:15
@MYMM6
MICRO E-MINI DOW
BTO
1
46722
 
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3/24/26 18:15
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MICRO E-MINI DOW
BTO
1
46713
 
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MICRO E-MINI DOW
BTO
1
46704
 
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3/24/26 18:17
@MYMM6
MICRO E-MINI DOW
BTO
1
46691
 
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@MYMM6
MICRO E-MINI DOW
STC
1
46734
 
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MICRO E-MINI DOW
STC
1
46738
 
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@MYMM6
MICRO E-MINI DOW
STC
1
46744
 
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3/24/26 18:44
@MYMM6
MICRO E-MINI DOW
STC
1
46749
 
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3/24/26 18:45
@MYMM6
MICRO E-MINI DOW
STC
1
46755
 
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3/24/26 18:45
@MYMM6
MICRO E-MINI DOW
STC
1
46761