【方法论】(顶尖高手)棋子双向滚动交易的典范:
目前账户数据:Sharpe 3.45、Sortino 6.49、Beta 0.29、Alpha 0.42、CumulReturn(11.5 个月)+351%。
=============================================================>
MNQ (long) :
155189146
3/24/26 12:54
@MNQM6
MICRO E-MINI NASDAQ 100
BTO
1
24285.75
155189523
3/24/26 13:12
@MNQM6
MICRO E-MINI NASDAQ 100
BTO
1
24170.25
155189766
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
155193357
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
@MYMM6
MICRO E-MINI DOW
BTO
1
46511
155189076
3/24/26 12:45
@MYMM6
MICRO E-MINI DOW
STC
1
46612
155189080
3/24/26 12:45
@MYMM6
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
3/24/26 13:48
@MYMM6
MICRO E-MINI DOW
BTO
1
46410
155190095
3/24/26 13:50
@MYMM6
MICRO E-MINI DOW
STC
1
46417
155190410
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
46488
155190826
3/24/26 14:35
@MYMM6
MICRO E-MINI DOW
STC
1
46588
155189958
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
46655
155189971
3/24/26 14:39
@MYMM6
MICRO E-MINI DOW
STC
1
46677
155191030
3/24/26 14:44
@MYMM6
MICRO E-MINI DOW
BTO
1
46585
155191036
3/24/26 14:45
@MYMM6
MICRO E-MINI DOW
BTO
1
46569
155191049
3/24/26 14:55
@MYMM6
MICRO E-MINI DOW
BTO
1
46551
155191247
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
1
46570
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
46605
155191498
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
155191890
3/24/26 15:46
@MYMM6
MICRO E-MINI DOW
BTO
1
46446
155191904
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
155193049
3/24/26 16:02
@MYMM6
MICRO E-MINI DOW
STC
1
46427
155193132
3/24/26 16:19
@MYMM6
MICRO E-MINI DOW
STC
1
46466
155193136
3/24/26 16:20
@MYMM6
MICRO E-MINI DOW
STC
1
46487
155193138
3/24/26 16:20
@MYMM6
MICRO E-MINI DOW
STC
1
46506
155193144
3/24/26 16:20
@MYMM6
MICRO E-MINI DOW
STC
1
46533
155193147
3/24/26 16:20
@MYMM6
MICRO E-MINI DOW
STC
1
46552
155193151
3/24/26 16:20
@MYMM6
MICRO E-MINI DOW
STC
1
46571
155193154
3/24/26 16:20
@MYMM6
MICRO E-MINI DOW
STC
1
46657
155193292
3/24/26 16:31
@MYMM6
MICRO E-MINI DOW
STC
1
46721
155193307
3/24/26 16:33
@MYMM6
MICRO E-MINI DOW
STC
1
46744
155193324
3/24/26 16:36
@MYMM6
MICRO E-MINI DOW
STC
1
46766
155193341
3/24/26 16:37
@MYMM6
MICRO E-MINI DOW
STC
1
46789
155193343
3/24/26 16:39
@MYMM6
MICRO E-MINI DOW
STC
1
46810
155193376
3/24/26 16:42
@MYMM6
MICRO E-MINI DOW
BTO
1
46702
155193379
3/24/26 16:43
@MYMM6
MICRO E-MINI DOW
BTO
1
46688
155194226
3/24/26 16:50
@MYMM6
MICRO E-MINI DOW
STC
1
46722
155194589
3/24/26 18:02
@MYMM6
MICRO E-MINI DOW
STC
1
46730
155194598
3/24/26 18:04
@MYMM6
MICRO E-MINI DOW
STC
1
46737
155194608
3/24/26 18:05
@MYMM6
MICRO E-MINI DOW
STC
1
46750
155194616
3/24/26 18:05
@MYMM6
MICRO E-MINI DOW
STC
1
46758
155194626
3/24/26 18:06
@MYMM6
MICRO E-MINI DOW
STC
1
46769
155194672
3/24/26 18:11
@MYMM6
MICRO E-MINI DOW
BTO
1
46749
155194667
3/24/26 18:11
@MYMM6
MICRO E-MINI DOW
BTO
1
46737
155194660
3/24/26 18:12
@MYMM6
MICRO E-MINI DOW
BTO
1
46731
155194657
3/24/26 18:15
@MYMM6
MICRO E-MINI DOW
BTO
1
46722
155194650
3/24/26 18:15
@MYMM6
MICRO E-MINI DOW
BTO
1
46713
155194604
3/24/26 18:17
@MYMM6
MICRO E-MINI DOW
BTO
1
46704
155194681
3/24/26 18:17
@MYMM6
MICRO E-MINI DOW
BTO
1
46691
155194768
3/24/26 18:37
@MYMM6
MICRO E-MINI DOW
STC
1
46734
155194738
3/24/26 18:37
@MYMM6
MICRO E-MINI DOW
STC
1
46738
155194716
3/24/26 18:44
@MYMM6
MICRO E-MINI DOW
STC
1
46744
155194714
3/24/26 18:44
@MYMM6
MICRO E-MINI DOW
STC
1
46749
155194700
3/24/26 18:45
@MYMM6
MICRO E-MINI DOW
STC
1
46755
155194696
3/24/26 18:45
@MYMM6
MICRO E-MINI DOW
STC
1
46761
