上证指数
2026-08-03 收盘 3809.66 · 下行波段 · 时间效率 1.61 · 价格效率 1.01
参数敏感性（Rate_delta x 概率阈值）
| Rate | 阈值 | 年化收益 | 最大回撤 | 夏普 | 交易次数 |
|---|
| 1.5 | 45% | 10.72% | -24.96% | 0.61 | 223 |
| 1.5 | 50% | 11.40% | -22.54% | 0.67 | 215 |
| 1.5 | 55% | 12.42% | -24.24% | 0.79 | 213 |
| 2.0 | 45% | 9.24% | -34.20% | 0.49 | 209 |
| 2.0 | 50% | 10.86% | -29.54% | 0.63 | 215 |
| 2.0 | 55% | 11.79% | -29.54% | 0.73 | 207 |
| 2.5 | 45% | 8.55% | -35.35% | 0.46 | 173 |
| 2.5 | 50% | 8.57% | -35.35% | 0.47 | 157 |
| 2.5 | 55% | 9.07% | -35.35% | 0.52 | 157 |
| 3.0 | 45% | 9.98% | -35.35% | 0.56 | 175 |
| 3.0 | 50% | 9.89% | -35.35% | 0.56 | 173 |
| 3.0 | 55% | 9.10% | -35.35% | 0.50 | 157 |
中证500
2026-08-03 收盘 7414.52 · 下行波段 · 时间效率 1.55 · 价格效率 1.51
参数敏感性（Rate_delta x 概率阈值）
| Rate | 阈值 | 年化收益 | 最大回撤 | 夏普 | 交易次数 |
|---|
| 1.5 | 45% | 14.63% | -33.35% | 0.70 | 239 |
| 1.5 | 50% | 14.80% | -29.39% | 0.72 | 245 |
| 1.5 | 55% | 14.04% | -29.07% | 0.70 | 229 |
| 2.0 | 45% | 13.18% | -33.35% | 0.60 | 223 |
| 2.0 | 50% | 11.46% | -33.35% | 0.51 | 211 |
| 2.0 | 55% | 12.44% | -29.39% | 0.59 | 225 |
| 2.5 | 45% | 11.53% | -35.70% | 0.52 | 223 |
| 2.5 | 50% | 10.67% | -33.35% | 0.48 | 205 |
| 2.5 | 55% | 10.51% | -34.72% | 0.49 | 223 |
| 3.0 | 45% | 8.50% | -35.70% | 0.35 | 193 |
| 3.0 | 50% | 9.48% | -35.70% | 0.41 | 203 |
| 3.0 | 55% | 8.07% | -34.43% | 0.34 | 207 |
中证800
2026-08-03 收盘 5031.62 · 下行波段 · 时间效率 3.00 · 价格效率 1.53
参数敏感性（Rate_delta x 概率阈值）
| Rate | 阈值 | 年化收益 | 最大回撤 | 夏普 | 交易次数 |
|---|
| 1.5 | 45% | 10.42% | -27.46% | 0.53 | 237 |
| 1.5 | 50% | 11.26% | -26.15% | 0.61 | 225 |
| 1.5 | 55% | 10.54% | -25.60% | 0.57 | 205 |
| 2.0 | 45% | 8.47% | -32.97% | 0.40 | 193 |
| 2.0 | 50% | 9.94% | -26.98% | 0.51 | 203 |
| 2.0 | 55% | 9.39% | -26.98% | 0.48 | 203 |
| 2.5 | 45% | 10.27% | -32.97% | 0.54 | 163 |
| 2.5 | 50% | 10.42% | -26.98% | 0.57 | 161 |
| 2.5 | 55% | 10.13% | -26.98% | 0.55 | 157 |
| 3.0 | 45% | 10.72% | -32.97% | 0.54 | 183 |
| 3.0 | 50% | 11.14% | -26.98% | 0.59 | 187 |
| 3.0 | 55% | 11.50% | -26.98% | 0.63 | 209 |
沪深300
2026-08-03 收盘 4543.18 · 下行波段 · 时间效率 3.00 · 价格效率 1.49
参数敏感性（Rate_delta x 概率阈值）
| Rate | 阈值 | 年化收益 | 最大回撤 | 夏普 | 交易次数 |
|---|
| 1.5 | 45% | 6.47% | -34.77% | 0.26 | 223 |
| 1.5 | 50% | 8.08% | -31.61% | 0.37 | 233 |
| 1.5 | 55% | 8.95% | -29.09% | 0.45 | 229 |
| 2.0 | 45% | 5.76% | -38.63% | 0.21 | 205 |
| 2.0 | 50% | 7.27% | -38.00% | 0.32 | 213 |
| 2.0 | 55% | 6.42% | -38.00% | 0.27 | 197 |
| 2.5 | 45% | 2.78% | -40.37% | 0.02 | 161 |
| 2.5 | 50% | 3.03% | -39.75% | 0.03 | 169 |
| 2.5 | 55% | 3.41% | -39.75% | 0.06 | 153 |
| 3.0 | 45% | 6.03% | -38.00% | 0.23 | 161 |
| 3.0 | 50% | 6.32% | -38.00% | 0.25 | 183 |
| 3.0 | 55% | 7.14% | -35.71% | 0.32 | 171 |
创业板指
2026-08-03 收盘 3302.55 · 下行波段 · 时间效率 3.00 · 价格效率 1.97
参数敏感性（Rate_delta x 概率阈值）
| Rate | 阈值 | 年化收益 | 最大回撤 | 夏普 | 交易次数 |
|---|
| 1.5 | 45% | 11.86% | -41.42% | 0.45 | 223 |
| 1.5 | 50% | 11.51% | -37.17% | 0.45 | 239 |
| 1.5 | 55% | 11.56% | -30.57% | 0.46 | 233 |
| 2.0 | 45% | 13.70% | -36.85% | 0.57 | 233 |
| 2.0 | 50% | 13.61% | -30.07% | 0.58 | 225 |
| 2.0 | 55% | 11.00% | -32.99% | 0.46 | 211 |
| 2.5 | 45% | 9.09% | -46.11% | 0.33 | 217 |
| 2.5 | 50% | 8.59% | -41.60% | 0.32 | 197 |
| 2.5 | 55% | 6.37% | -43.28% | 0.21 | 193 |
| 3.0 | 45% | 12.13% | -38.38% | 0.49 | 209 |
| 3.0 | 50% | 11.30% | -35.39% | 0.46 | 195 |
| 3.0 | 55% | 8.81% | -35.93% | 0.34 | 181 |
上证50
2026-08-03 收盘 2887.05 · 上行波段 · 时间效率 2.15 · 价格效率 0.28
参数敏感性（Rate_delta x 概率阈值）
| Rate | 阈值 | 年化收益 | 最大回撤 | 夏普 | 交易次数 |
|---|
| 1.5 | 45% | 11.40% | -37.62% | 0.60 | 237 |
| 1.5 | 50% | 11.56% | -37.62% | 0.63 | 231 |
| 1.5 | 55% | 10.74% | -37.62% | 0.59 | 226 |
| 2.0 | 45% | 7.95% | -37.62% | 0.36 | 215 |
| 2.0 | 50% | 8.86% | -37.62% | 0.43 | 219 |
| 2.0 | 55% | 7.93% | -37.62% | 0.38 | 218 |
| 2.5 | 45% | 7.57% | -37.62% | 0.34 | 201 |
| 2.5 | 50% | 8.00% | -37.62% | 0.37 | 197 |
| 2.5 | 55% | 7.81% | -37.62% | 0.37 | 214 |
| 3.0 | 45% | 6.30% | -40.40% | 0.25 | 189 |
| 3.0 | 50% | 5.81% | -37.62% | 0.23 | 192 |
| 3.0 | 55% | 5.58% | -37.62% | 0.21 | 184 |
科创50
2026-08-03 收盘 1552.89 · 下行波段 · 时间效率 1.55 · 价格效率 1.07
参数敏感性（Rate_delta x 概率阈值）
| Rate | 阈值 | 年化收益 | 最大回撤 | 夏普 | 交易次数 |
|---|
| 1.5 | 45% | 1.85% | -45.66% | -0.03 | 107 |
| 1.5 | 50% | 0.15% | -43.26% | -0.13 | 117 |
| 1.5 | 55% | -0.50% | -46.12% | -0.17 | 107 |
| 2.0 | 45% | 3.75% | -45.56% | 0.07 | 93 |
| 2.0 | 50% | 1.38% | -47.01% | -0.06 | 93 |
| 2.0 | 55% | 1.38% | -47.60% | -0.07 | 89 |
| 2.5 | 45% | 8.41% | -30.45% | 0.33 | 73 |
| 2.5 | 50% | 11.19% | -28.90% | 0.50 | 99 |
| 2.5 | 55% | 11.55% | -27.25% | 0.54 | 101 |
| 3.0 | 45% | 6.46% | -37.95% | 0.20 | 81 |
| 3.0 | 50% | 7.71% | -36.40% | 0.28 | 109 |
| 3.0 | 55% | 7.10% | -36.40% | 0.26 | 109 |