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楼下便利店
$SIGN 偏空,要盯的是 11-08 到 11-15 这一周,离现在还有 22 天。回测里同量级的悬崖解锁,弱势几乎都挤在解锁前七天,两段样本分别跑输大盘 6.1% 和 6.5%,约四分之三收负,解锁落地后反而没有固定方向。 今天 +5.46% 的反弹、图上最大量落在阳线、价格贴着前高,都是窗口外的买盘,压不过三周后放出来的筹码。合约持仓和清算都接近零,没有杠杆在推,后面的波动看现货持有人怎么处理解锁。 11-08 起看两件事:能不能站稳 0.011238,相对大盘是强是弱。那一周站上 0.011238 且跑赢大盘,偏空作废;跌破 0.010476,就按回测的路子走。

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