# 拐点信号回测报告（confirm 级）

> 样本区间：2026-03-16 ~ 2026-09-04 · 生成于回填问财 120 天数据 · confirm 共 18 条

## 命中率汇总

| 线-方向 | 样本 | 命中 | 命中率 | 前瞻5日指数均值 | 前瞻5日中位数 | 线专属前瞻3日均值 |
|---|---|---|---|---|---|---|
| ▼顶部 | 1 | 0 | 0.0% | +0.46% | +0.46% | -0.37% (yzt_premium) |
| ▲底部 | 10 | 4 | 40.0% | -0.21% | -0.74% | +1.38% (yzt_premium) |
| ▼顶部 | 5 | 2 | 40.0% | +0.09% | +0.19% | +0.44% (科技池涨幅) |
| ▲底部 | 1 | 1 | 100.0% | +2.33% | +2.33% | +0.84% (科技池涨幅) |

## limitup 线明细

| 日期 | 方向 | 指数+1d | 指数+3d | 指数+5d | yzt_fwd3 |
|---|---|---|---|---|---|
| 2026-03-24 | ▲底 | +1.30% | +0.84% | +0.27% | +2.56% |
| 2026-05-22 | ▲底 | +0.96% | -0.47% | -1.08% | +2.30% |
| 2026-06-01 | ▲底 | +0.43% | +0.00% | -2.43% | +1.76% |
| 2026-06-08 | ▲底 | +1.28% | +0.70% | +3.46% | +0.88% |
| 2026-07-08 | ▲底 | +1.65% | -1.44% | -0.39% | -0.27% |
| 2026-07-14 | ▲底 | -0.29% | -5.12% | -2.59% | +0.74% |
| 2026-07-20 | ▲底 | +1.79% | +2.12% | +1.63% | +2.45% |
| 2026-07-27 | ▲底 | -1.16% | -1.39% | -1.26% | +0.45% |
| 2026-07-31 | ▲底 | -0.59% | +1.20% | +2.81% | +3.76% |
| 2026-08-17 | ▲底 | +0.19% | -1.98% | -2.53% | -0.84% |
| 2026-08-19 | ▼顶 | +0.24% | -0.32% | +0.46% | -0.37% |

## tech 线明细

| 日期 | 方向 | 指数+1d | 指数+3d | 指数+5d | tech_fwd3 |
|---|---|---|---|---|---|
| 2026-04-24 | ▼顶 | +0.16% | +0.68% | +1.97% | +0.66% |
| 2026-05-15 | ▼顶 | -0.09% | +0.65% | -0.54% | +0.93% |
| 2026-05-20 | ▼顶 | -2.04% | -0.23% | -1.64% | +1.72% |
| 2026-07-02 | ▼顶 | +0.37% | -0.96% | +0.19% | -0.26% |
| 2026-08-19 | ▼顶 | +0.24% | -0.32% | +0.46% | -0.84% |
| 2026-08-25 | ▲底 | +0.59% | +1.61% | +2.33% | +0.84% |
| 2026-09-02 | ▼顶 | +0.02% |  |  | -0.56% |

## 局限（诚实声明）

- confirm 样本量小（<20 条），只做方向性校验，不构成统计显著性；
- 未含交易成本/滑点；指数为大盘代理，未区分风格（小票/科技内部分化大）；
- 信号值阈值与归一化窗口见 core/turning_point.py。