000002 万科A — 威廉指标超卖 回测明细
数据区间: 2015-01-05 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥24.7万
策略: 威廉指标超卖
K线 & 交易信号（策略收益 -75.29%）
红色三角=买入 · 蓝绿三角=卖出 · 标记为实际成交价
账户净值曲线（每标的独立回测 ¥1,000,000）
回合交易明细（共 60 个回合）
| # | 入场日期 | 离场日期 | 入场价 | 离场价 | 盈亏 | 盈亏% | 离场方式 |
|---|
| 1 |
2015-02-09 |
2015-03-19 |
12.045642608999998 |
13.06692 |
¥8.3万 |
+8.45% |
WR超买 |
| 2 |
2015-05-07 |
2015-05-27 |
13.557606061999996 |
15.63435 |
¥16.5万 |
+15.28% |
WR超买 |
| 3 |
2015-06-19 |
2015-07-07 |
14.0182042 |
14.485500000000002 |
¥4.1万 |
+3.30% |
WR超买 |
| 4 |
2015-07-31 |
2015-08-12 |
13.968139184999998 |
15.184800000000001 |
¥11.1万 |
+8.68% |
WR超买 |
| 5 |
2015-08-19 |
2015-10-13 |
14.108321226999998 |
13.396590000000002 |
¥-7.0万 |
-5.07% |
WR超买 |
| 6 |
2016-07-11 |
2016-08-04 |
18.524055549999996 |
17.742240000000002 |
¥-5.6万 |
-4.25% |
WR超买 |
| 7 |
2016-09-02 |
2016-09-22 |
23.170088941999996 |
24.7752 |
¥8.6万 |
+6.90% |
WR超买 |
| 8 |
2016-10-26 |
2016-11-10 |
25.0325075 |
25.974 |
¥5.1万 |
+3.73% |
WR超买 |
| 9 |
2016-12-06 |
2017-05-26 |
25.182702544999994 |
20.279700000000005 |
¥-27.0万 |
-19.49% |
WR超买 |
| 10 |
2017-07-25 |
2017-08-23 |
23.630687079999998 |
23.226749999999996 |
¥-2.0万 |
-1.74% |
WR超买 |
| 11 |
2017-10-17 |
2017-10-27 |
26.354223895999997 |
27.6723 |
¥5.6万 |
+4.97% |
WR超买 |
| 12 |
2017-11-14 |
2017-11-22 |
27.085173115 |
31.8681 |
¥20.7万 |
+17.62% |
WR超买 |
| 13 |
2017-12-12 |
2017-12-28 |
29.768657919 |
30.3696 |
¥2.7万 |
+1.99% |
WR超买 |
| 14 |
2018-02-08 |
2018-03-30 |
33.04290989999999 |
33.6663 |
¥2.6万 |
+1.86% |
WR超买 |
| 15 |
2018-04-20 |
2018-06-05 |
30.219243054 |
27.26271 |
¥-14.0万 |
-9.81% |
WR超买 |
| 16 |
2018-06-26 |
2018-08-22 |
25.853573746 |
23.886089999999996 |
¥-9.6万 |
-7.64% |
WR超买 |
| 17 |
2018-09-18 |
2018-09-25 |
22.679451795000002 |
24.775200000000005 |
¥10.9万 |
+9.21% |
WR超买 |
| 18 |
2018-10-09 |
2018-10-26 |
22.078671614999998 |
23.68629 |
¥9.5万 |
+7.25% |
WR超买 |
| 19 |
2018-12-11 |
2018-12-14 |
24.982442484999996 |
26.753220000000002 |
¥9.9万 |
+7.06% |
WR超买 |
| 20 |
2018-12-21 |
2019-01-17 |
25.187554 |
25.4745 |
¥1.7万 |
+1.11% |
WR超买 |
| 21 |
2019-04-23 |
2019-06-11 |
29.438228819999996 |
27.85 |
¥-8.2万 |
-5.42% |
WR超买 |
| 22 |
2019-08-01 |
2019-09-11 |
28.53705855 |
27.2727 |
¥-6.3万 |
-4.46% |
WR超买 |
| 23 |
2019-09-25 |
2019-10-15 |
26.123924826999996 |
27.16281 |
¥5.4万 |
+3.95% |
WR超买 |
| 24 |
2019-10-30 |
2019-11-25 |
26.654613986 |
27.3 |
¥3.4万 |
+2.39% |
WR超买 |
| 25 |
2020-01-20 |
2020-02-14 |
30.519153000000003 |
29.97 |
¥-2.7万 |
-1.83% |
WR超买 |
| 26 |
2020-03-17 |
2020-04-08 |
28.587123564999995 |
26.873099999999997 |
¥-8.6万 |
-6.02% |
WR超买 |
| 27 |
2020-04-22 |
2020-06-02 |
25.853573746 |
26.34363 |
¥2.5万 |
+1.86% |
WR超买 |
| 28 |
2020-06-15 |
2020-07-02 |
25.533157649999996 |
27.972 |
¥12.9万 |
+9.52% |
WR超买 |
| 29 |
2020-07-23 |
2020-08-13 |
27.675940291999996 |
28.80117 |
¥6.0万 |
+4.03% |
WR超买 |
| 30 |
2020-08-26 |
2020-09-07 |
27.155264136 |
27.95 |
¥4.5万 |
+2.90% |
WR超买 |
| 31 |
2020-10-15 |
2020-11-06 |
27.645901282999993 |
29.31066 |
¥9.5万 |
+5.99% |
WR超买 |
| 32 |
2020-12-08 |
2021-01-07 |
29.488293835 |
28.971 |
¥-3.0万 |
-1.78% |
WR超买 |
| 33 |
2021-02-04 |
2021-02-19 |
27.926265367 |
29.6703 |
¥10.4万 |
+6.21% |
WR超买 |
| 34 |
2021-03-25 |
2021-08-19 |
30.810010231 |
23.48649 |
¥-42.2万 |
-23.79% |
WR超买 |
| 35 |
2021-08-27 |
2021-09-29 |
20.897137260999997 |
21.2787 |
¥2.4万 |
+1.80% |
WR超买 |
| 36 |
2021-10-27 |
2021-12-08 |
19.635498882999997 |
19.920060000000003 |
¥1.9万 |
+1.42% |
WR超买 |
| 37 |
2021-12-24 |
2022-01-05 |
19.675550894999997 |
20.40957 |
¥5.2万 |
+3.70% |
WR超买 |
| 38 |
2022-01-27 |
2022-03-29 |
20.556695159 |
17.61237 |
¥-20.6万 |
-14.35% |
WR超买 |
| 39 |
2022-04-26 |
2022-06-21 |
18.82444564 |
18.56142 |
¥-1.8万 |
-1.43% |
WR超买 |
| 40 |
2022-07-15 |
2022-08-23 |
18.353834498999994 |
17.03295 |
¥-8.8万 |
-7.22% |
WR超买 |
| 41 |
2022-08-29 |
2022-09-06 |
15.754724999999999 |
17.112869999999997 |
¥9.7万 |
+8.59% |
WR超买 |
| 42 |
2022-10-12 |
2022-11-14 |
17.002079093999996 |
16.17381 |
¥-6.0万 |
-4.90% |
WR超买 |
| 43 |
2022-12-23 |
2023-04-12 |
18.614172576999998 |
16.06392 |
¥-16.0万 |
-13.73% |
WR超买 |
| 44 |
2023-04-26 |
2023-06-09 |
14.719114409999996 |
14.77521 |
¥3,513 |
+0.35% |
WR超买 |
| 45 |
2023-06-21 |
2023-07-26 |
13.958126181999997 |
14.7852 |
¥6.0万 |
+5.89% |
WR超买 |
| 46 |
2023-08-16 |
2023-11-07 |
14.268529274999997 |
12.1878 |
¥-15.7万 |
-14.61% |
WR超买 |
| 47 |
2023-11-30 |
2024-01-26 |
11.424836422999999 |
9.94005 |
¥-11.9万 |
-13.02% |
WR超买 |
| 48 |
2024-02-06 |
2024-02-22 |
9.161897745 |
10.109879999999999 |
¥8.2万 |
+10.31% |
WR超买 |
| 49 |
2024-03-07 |
2024-05-16 |
9.322105792999999 |
7.6922999999999995 |
¥-15.4万 |
-17.51% |
WR超买 |
| 50 |
2024-06-07 |
2024-09-23 |
8.030428405999997 |
6.77322 |
¥-11.4万 |
-15.68% |
WR超买 |
| 51 |
2024-11-15 |
2025-01-22 |
8.91157267 |
7.2627299999999995 |
¥-11.3万 |
-18.53% |
WR超买 |
| 52 |
2025-03-10 |
2025-04-18 |
7.549804261999999 |
7.182810000000001 |
¥-2.5万 |
-4.89% |
WR超买 |
| 53 |
2025-04-30 |
2025-07-08 |
6.70871201 |
6.50349 |
¥-1.5万 |
-3.09% |
WR超买 |
| 54 |
2025-08-01 |
2025-08-22 |
6.448373932 |
6.553439999999999 |
¥7,403 |
+1.60% |
WR超买 |
| 55 |
2025-09-05 |
2025-09-17 |
6.538490959 |
7.02297 |
¥3.5万 |
+7.38% |
WR超买 |
| 56 |
2025-10-14 |
2026-01-12 |
6.578542970999999 |
4.88511 |
¥-13.0万 |
-25.76% |
WR超买 |
| 57 |
2026-02-04 |
2026-05-07 |
4.686085403999999 |
3.996 |
¥-5.5万 |
-14.75% |
WR超买 |
| 58 |
2026-05-18 |
2026-07-16 |
3.7849151339999993 |
3.1068899999999995 |
¥-5.7万 |
-17.94% |
WR超买 |
| 59 |
2026-08-17 |
2026-09-21 |
3.114043932999999 |
3.2967 |
¥1.5万 |
+5.83% |
WR超买 |
| 60 |
2026-10-21 |
2026-11-13 |
3.454486035 |
3.06 |
¥-3.2万 |
-11.45% |
强平 |
逐笔成交记录（共 120 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-02-09 |
WR超卖 |
买入 |
12.042029999999999 |
81900.0 |
¥98.7万 |
|
| 2015-03-19 |
WR超买 |
卖出 |
13.06692 |
81900.0 |
¥1.07M |
|
| 2015-05-07 |
WR超卖 |
买入 |
13.553539999999996 |
79600.0 |
¥1.08M |
|
| 2015-05-27 |
WR超买 |
卖出 |
15.63435 |
79600.0 |
¥1.24M |
|
| 2015-06-19 |
WR超卖 |
买入 |
14.014000000000001 |
87700.0 |
¥1.23M |
|
| 2015-07-07 |
WR超买 |
卖出 |
14.485500000000002 |
87700.0 |
¥1.27M |
|
| 2015-07-31 |
WR超卖 |
买入 |
13.963949999999997 |
91200.0 |
¥1.27M |
|
| 2015-08-12 |
WR超买 |
卖出 |
15.184800000000001 |
91200.0 |
¥1.38M |
|
| 2015-08-19 |
WR超卖 |
买入 |
14.104089999999998 |
98000.0 |
¥1.38M |
|
| 2015-10-13 |
WR超买 |
卖出 |
13.396590000000002 |
98000.0 |
¥1.31M |
|
| 2016-07-11 |
WR超卖 |
买入 |
18.5185 |
70600.0 |
¥1.31M |
|
| 2016-08-04 |
WR超买 |
卖出 |
17.742240000000002 |
70600.0 |
¥1.25M |
|
| 2016-09-02 |
WR超卖 |
买入 |
23.16314 |
54100.0 |
¥1.25M |
|
| 2016-09-22 |
WR超买 |
卖出 |
24.7752 |
54100.0 |
¥1.34M |
|
| 2016-10-26 |
WR超卖 |
买入 |
25.025 |
54200.0 |
¥1.36M |
|
| 2016-11-10 |
WR超买 |
卖出 |
25.974 |
54200.0 |
¥1.41M |
|
| 2016-12-06 |
WR超卖 |
买入 |
25.175149999999995 |
55100.0 |
¥1.39M |
|
| 2017-05-26 |
WR超买 |
卖出 |
20.279700000000005 |
55100.0 |
¥1.12M |
|
| 2017-07-25 |
WR超卖 |
买入 |
23.6236 |
47700.0 |
¥1.13M |
|
| 2017-08-23 |
WR超买 |
卖出 |
23.226749999999996 |
47700.0 |
¥1.11M |
|
| 2017-10-17 |
WR超卖 |
买入 |
26.34632 |
42400.0 |
¥1.12M |
|
| 2017-10-27 |
WR超买 |
卖出 |
27.6723 |
42400.0 |
¥1.17M |
|
| 2017-11-14 |
WR超卖 |
买入 |
27.077049999999996 |
43300.0 |
¥1.17M |
|
| 2017-11-22 |
WR超买 |
卖出 |
31.8681 |
43300.0 |
¥1.38M |
|
| 2017-12-12 |
WR超卖 |
买入 |
29.759729999999998 |
46000.0 |
¥1.37M |
|
| 2017-12-28 |
WR超买 |
卖出 |
30.3696 |
46000.0 |
¥1.40M |
|
| 2018-02-08 |
WR超卖 |
买入 |
33.032999999999994 |
42600.0 |
¥1.41M |
|
| 2018-03-30 |
WR超买 |
卖出 |
33.6663 |
42600.0 |
¥1.43M |
|
| 2018-04-20 |
WR超卖 |
买入 |
30.210179999999998 |
47300.0 |
¥1.43M |
|
| 2018-06-05 |
WR超买 |
卖出 |
27.26271 |
47300.0 |
¥1.29M |
|
| 2018-06-26 |
WR超卖 |
买入 |
25.845819999999996 |
48700.0 |
¥1.26M |
|
| 2018-08-22 |
WR超买 |
卖出 |
23.886089999999996 |
48700.0 |
¥1.16M |
|
| 2018-09-18 |
WR超卖 |
买入 |
22.67265 |
52300.0 |
¥1.19M |
|
| 2018-09-25 |
WR超买 |
卖出 |
24.775200000000005 |
52300.0 |
¥1.30M |
|
| 2018-10-09 |
WR超卖 |
买入 |
22.072049999999997 |
59100.0 |
¥1.30M |
|
| 2018-10-26 |
WR超买 |
卖出 |
23.68629 |
59100.0 |
¥1.40M |
|
| 2018-12-11 |
WR超卖 |
买入 |
24.974949999999996 |
55900.0 |
¥1.40M |
|
| 2018-12-14 |
WR超买 |
卖出 |
26.753220000000002 |
55900.0 |
¥1.50M |
|
| 2018-12-21 |
WR超卖 |
买入 |
25.18 |
59100.0 |
¥1.49M |
|
| 2019-01-17 |
WR超买 |
卖出 |
25.4745 |
59100.0 |
¥1.51M |
|
| 2019-04-23 |
WR超卖 |
买入 |
29.429399999999998 |
51200.0 |
¥1.51M |
|
| 2019-06-11 |
WR超买 |
卖出 |
27.85 |
51200.0 |
¥1.43M |
|
| 2019-08-01 |
WR超卖 |
买入 |
28.528499999999998 |
49700.0 |
¥1.42M |
|
| 2019-09-11 |
WR超买 |
卖出 |
27.2727 |
49700.0 |
¥1.36M |
|
| 2019-09-25 |
WR超卖 |
买入 |
26.116089999999996 |
52300.0 |
¥1.37M |
|
| 2019-10-15 |
WR超买 |
卖出 |
27.16281 |
52300.0 |
¥1.42M |
|
| 2019-10-30 |
WR超卖 |
买入 |
26.64662 |
53300.0 |
¥1.42M |
|
| 2019-11-25 |
WR超买 |
卖出 |
27.3 |
53300.0 |
¥1.45M |
|
| 2020-01-20 |
WR超卖 |
买入 |
30.51 |
47800.0 |
¥1.46M |
|
| 2020-02-14 |
WR超买 |
卖出 |
29.97 |
47800.0 |
¥1.43M |
|
| 2020-03-17 |
WR超卖 |
买入 |
28.578549999999996 |
50100.0 |
¥1.43M |
|
| 2020-04-08 |
WR超买 |
卖出 |
26.873099999999997 |
50100.0 |
¥1.35M |
|
| 2020-04-22 |
WR超卖 |
买入 |
25.84582 |
51600.0 |
¥1.33M |
|
| 2020-06-02 |
WR超买 |
卖出 |
26.34363 |
51600.0 |
¥1.36M |
|
| 2020-06-15 |
WR超卖 |
买入 |
25.525499999999997 |
53200.0 |
¥1.36M |
|
| 2020-07-02 |
WR超买 |
卖出 |
27.972 |
53200.0 |
¥1.49M |
|
| 2020-07-23 |
WR超卖 |
买入 |
27.66764 |
53700.0 |
¥1.49M |
|
| 2020-08-13 |
WR超买 |
卖出 |
28.80117 |
53700.0 |
¥1.55M |
|
| 2020-08-26 |
WR超卖 |
买入 |
27.14712 |
57200.0 |
¥1.55M |
|
| 2020-09-07 |
WR超买 |
卖出 |
27.95 |
57200.0 |
¥1.60M |
|
| 2020-10-15 |
WR超卖 |
买入 |
27.637609999999995 |
57600.0 |
¥1.59M |
|
| 2020-11-06 |
WR超买 |
卖出 |
29.31066 |
57600.0 |
¥1.69M |
|
| 2020-12-08 |
WR超卖 |
买入 |
29.47945 |
57700.0 |
¥1.70M |
|
| 2021-01-07 |
WR超买 |
卖出 |
28.971 |
57700.0 |
¥1.67M |
|
| 2021-02-04 |
WR超卖 |
买入 |
27.917889999999996 |
59700.0 |
¥1.67M |
|
| 2021-02-19 |
WR超买 |
卖出 |
29.6703 |
59700.0 |
¥1.77M |
|
| 2021-03-25 |
WR超卖 |
买入 |
30.80077 |
57500.0 |
¥1.77M |
|
| 2021-08-19 |
WR超买 |
卖出 |
23.48649 |
57500.0 |
¥1.35M |
|
| 2021-08-27 |
WR超卖 |
买入 |
20.89087 |
64700.0 |
¥1.35M |
|
| 2021-09-29 |
WR超买 |
卖出 |
21.2787 |
64700.0 |
¥1.38M |
|
| 2021-10-27 |
WR超卖 |
买入 |
19.629609999999996 |
69700.0 |
¥1.37M |
|
| 2021-12-08 |
WR超买 |
卖出 |
19.920060000000003 |
69700.0 |
¥1.39M |
|
| 2021-12-24 |
WR超卖 |
买入 |
19.669649999999997 |
70900.0 |
¥1.39M |
|
| 2022-01-05 |
WR超买 |
卖出 |
20.40957 |
70900.0 |
¥1.45M |
|
| 2022-01-27 |
WR超卖 |
买入 |
20.55053 |
69700.0 |
¥1.43M |
|
| 2022-03-29 |
WR超买 |
卖出 |
17.61237 |
69700.0 |
¥1.23M |
|
| 2022-04-26 |
WR超卖 |
买入 |
18.8188 |
65800.0 |
¥1.24M |
|
| 2022-06-21 |
WR超买 |
卖出 |
18.56142 |
65800.0 |
¥1.22M |
|
| 2022-07-15 |
WR超卖 |
买入 |
18.348329999999997 |
66400.0 |
¥1.22M |
|
| 2022-08-23 |
WR超买 |
卖出 |
17.03295 |
66400.0 |
¥1.13M |
|
| 2022-08-29 |
WR超卖 |
买入 |
15.75 |
71700.0 |
¥1.13M |
|
| 2022-09-06 |
WR超买 |
卖出 |
17.112869999999997 |
71700.0 |
¥1.23M |
|
| 2022-10-12 |
WR超卖 |
买入 |
16.996979999999997 |
72500.0 |
¥1.23M |
|
| 2022-11-14 |
WR超买 |
卖出 |
16.17381 |
72500.0 |
¥1.17M |
|
| 2022-12-23 |
WR超卖 |
买入 |
18.60859 |
62500.0 |
¥1.16M |
|
| 2023-04-12 |
WR超买 |
卖出 |
16.06392 |
62500.0 |
¥1.00M |
|
| 2023-04-26 |
WR超卖 |
买入 |
14.714699999999997 |
68000.0 |
¥1.00M |
|
| 2023-06-09 |
WR超买 |
卖出 |
14.77521 |
68000.0 |
¥1.00M |
|
| 2023-06-21 |
WR超卖 |
买入 |
13.953939999999998 |
72500.0 |
¥1.01M |
|
| 2023-07-26 |
WR超买 |
卖出 |
14.7852 |
72500.0 |
¥1.07M |
|
| 2023-08-16 |
WR超卖 |
买入 |
14.264249999999999 |
75200.0 |
¥1.07M |
|
| 2023-11-07 |
WR超买 |
卖出 |
12.1878 |
75200.0 |
¥91.6万 |
|
| 2023-11-30 |
WR超卖 |
买入 |
11.421409999999998 |
80200.0 |
¥91.6万 |
|
| 2024-01-26 |
WR超买 |
卖出 |
9.94005 |
80200.0 |
¥79.7万 |
|
| 2024-02-06 |
WR超卖 |
买入 |
9.159149999999999 |
87100.0 |
¥79.8万 |
|
| 2024-02-22 |
WR超买 |
卖出 |
10.109879999999999 |
87100.0 |
¥88.0万 |
|
| 2024-03-07 |
WR超卖 |
买入 |
9.31931 |
94500.0 |
¥88.1万 |
|
| 2024-05-16 |
WR超买 |
卖出 |
7.6922999999999995 |
94500.0 |
¥72.7万 |
|
| 2024-06-07 |
WR超卖 |
买入 |
8.028019999999998 |
90800.0 |
¥72.9万 |
|
| 2024-09-23 |
WR超买 |
卖出 |
6.77322 |
90800.0 |
¥61.5万 |
|
| 2024-11-15 |
WR超卖 |
买入 |
8.9089 |
68600.0 |
¥61.1万 |
|
| 2025-01-22 |
WR超买 |
卖出 |
7.2627299999999995 |
68600.0 |
¥49.8万 |
|
| 2025-03-10 |
WR超卖 |
买入 |
7.547539999999999 |
66600.0 |
¥50.3万 |
|
| 2025-04-18 |
WR超买 |
卖出 |
7.182810000000001 |
66600.0 |
¥47.8万 |
|
| 2025-04-30 |
WR超卖 |
买入 |
6.7067 |
70000.0 |
¥47.0万 |
|
| 2025-07-08 |
WR超买 |
卖出 |
6.50349 |
70000.0 |
¥45.5万 |
|
| 2025-08-01 |
WR超卖 |
买入 |
6.44644 |
71800.0 |
¥46.3万 |
|
| 2025-08-22 |
WR超买 |
卖出 |
6.553439999999999 |
71800.0 |
¥47.0万 |
|
| 2025-09-05 |
WR超卖 |
买入 |
6.53653 |
71900.0 |
¥47.0万 |
|
| 2025-09-17 |
WR超买 |
卖出 |
7.02297 |
71900.0 |
¥50.5万 |
|
| 2025-10-14 |
WR超卖 |
买入 |
6.576569999999999 |
76800.0 |
¥50.5万 |
|
| 2026-01-12 |
WR超买 |
卖出 |
4.88511 |
76800.0 |
¥37.5万 |
|
| 2026-02-04 |
WR超卖 |
买入 |
4.684679999999999 |
79700.0 |
¥37.3万 |
|
| 2026-05-07 |
WR超买 |
卖出 |
3.996 |
79700.0 |
¥31.8万 |
|
| 2026-05-18 |
WR超卖 |
买入 |
3.7837799999999993 |
84600.0 |
¥32.0万 |
|
| 2026-07-16 |
WR超买 |
卖出 |
3.1068899999999995 |
84600.0 |
¥26.3万 |
|
| 2026-08-17 |
WR超卖 |
买入 |
3.1131099999999994 |
83900.0 |
¥26.1万 |
|
| 2026-09-21 |
WR超买 |
卖出 |
3.2967 |
83900.0 |
¥27.7万 |
|
| 2026-10-21 |
WR超卖 |
买入 |
3.4534499999999997 |
80500.0 |
¥27.8万 |
|
| 2026-11-13 |
强平 |
卖出 |
3.06 |
80500 |
¥24.6万 |
回测结束强平 |