月收益率
retPct模型页逐月收益；由回测账本按自然月聚合，含 T+1 可卖、成本与硬顶约束。
← Models
v36
纸面峰值（不推荐跟踪）·2025-01 → 2026-08
因果满仓后再叠 gene / few / lock 加仓。收益更高也更杠杆，不当「最好可跟踪」模型。
Paper backtest. Not live unless marked otherwise.
Strategy report PDF2025
+653%
2026 YTD
+1324%
Since 2025
+10621%
Monthly returns
| 月 | 当月 | bar | 累计净值 | 累计 |
|---|---|---|---|---|
| 2025-01 | +17.72% | 1.18 | +17.72% | |
| 2025-02 | -0.61% | 1.17 | +17.01% | |
| 2025-03 | +6.28% | 1.24 | +24.36% | |
| 2025-04 | +27.86% | 1.59 | +59.01% | |
| 2025-05 | +2.16% | 1.62 | +62.44% | |
| 2025-06 | +14.53% | 1.86 | +86.05% | |
| 2025-07 | -6.55% | 1.74 | +73.86% | |
| 2025-08 | +30.71% | 2.27 | +127% | |
| 2025-09 | +105% | 4.67 | +367% | |
| 2025-10 | +14.49% | 5.34 | +434% | |
| 2025-11 | -2.18% | 5.22 | +422% | |
| 2025-12 | +44.08% | 7.53 | +653% | |
| 2026-01 | +38.75% | 10.44 | +944% | |
| 2026-02 | -9.50% | 9.45 | +845% | |
| 2026-03 | +76.92% | 16.72 | +1572% | |
| 2026-04 | +110% | 35.05 | +3405% | |
| 2026-05 | +11.13% | 38.95 | +3795% | |
| 2026-06 | +18.54% | 46.18 | +4518% | |
| 2026-07 | +105% | 94.75 | +9375% | |
| 2026-08 | +13.14% | 107.21 | +10621% |
从 v33 叠到 v36
| 档 | 2025 | 2026 | 全程 |
|---|---|---|---|
| A. v33 旧扫描（状态前视+日历冷却）leak | +512% | +369% | +2771% |
| B. v33 严格因果（连胜/冷却均 T+2 后） | +194% | +110% | +518% |
| C. v33 因果满仓（关日历冷却） | +357% | +278% | +1631% |
| D. v35-light 因果满仓 | +354% | +311% | +1766% |
| E. +弱开5/95+fuse0（仍默认倍数） | +353% | +300% | +1711% |
| F. +gene×2.2 | +707% | +812% | +7264% |
| G. +few×1.4 | +722% | +1018% | +9094% |
| H. +add_lock 100%（=v36） | +653% | +1324% | +10621% |
| v36 锁定档 | +653% | +1324% | +10621% |
表内数字来自 v36 报告元数据，单位已是百分数。全程约 +10621%。
Math mechanisms
完整算法说明 →模型收益
累计净值
nav月表逐月连乘的净值曲线；累计列显示 (NAV - 1) × 100%。
复合年化区间收益
y2025, y2026, from2025对所选月份序列连乘月收益得到区间总收益；模型页 y2025 / y2026 / from2025 均用此复合公式。