InvestMarket 回測報告
產生時間：2026-07-29 10:25:37 台灣時間
pick_n=1 回測日期區間：(最早) ~ (最新)
最佳參數：lookback=240, w_rsi=-0.15, w_macd=0.65, w_bb=0.15, w_mchg=0.35 edge=+0.8814% （已寫入正式最佳參數快取，供排名頁使用）
回測控制頁 ・ 分析控制頁
參數組合結果（依 edge% 由高到低）
| rk | lookback | w_rsi | w_macd | w_bb | w_mchg |
pick_ret% | all_ret% | edge% | dates | picks |
| 1 | 240 | -0.15 | 0.65 | 0.15 | 0.35 | +2.4372 | +1.5557 | +0.8814 best | 1025 | 1025 |
| 2 | 240 | -0.15 | 0.70 | 0.15 | 0.30 | +2.3644 | +1.5557 | +0.8087 | 1025 | 1025 |
| 3 | 240 | -0.15 | 0.75 | 0.15 | 0.25 | +2.3541 | +1.5557 | +0.7983 | 1025 | 1025 |
| 4 | 240 | -0.05 | 0.55 | 0.15 | 0.35 | +2.3372 | +1.5557 | +0.7815 | 1025 | 1025 |
| 5 | 240 | -0.05 | 0.65 | 0.05 | 0.35 | +2.3172 | +1.5557 | +0.7615 | 1025 | 1025 |
| 6 | 240 | -0.05 | 0.65 | 0.15 | 0.25 | +2.2933 | +1.5557 | +0.7376 | 1025 | 1025 |
| 7 | 240 | -0.15 | 0.65 | 0.25 | 0.25 | +2.2583 | +1.5557 | +0.7025 | 1025 | 1025 |
| 8 | 240 | -0.15 | 0.55 | 0.25 | 0.35 | +2.2420 | +1.5557 | +0.6862 | 1025 | 1025 |
| 9 | 240 | -0.25 | 0.65 | 0.25 | 0.35 | +2.2350 | +1.5557 | +0.6793 | 1025 | 1025 |
| 10 | 240 | -0.25 | 0.75 | 0.15 | 0.35 | +2.1804 | +1.5557 | +0.6247 | 1025 | 1025 |
| 11 | 240 | -0.15 | 0.75 | 0.05 | 0.35 | +2.1539 | +1.5557 | +0.5981 | 1025 | 1025 |
最佳參數之 UPS 排行（最新資料）
| rk | Symbol | Price | UPS | RSI | BB% | Cx | Date Range |
| 1 | TSLA pick | 307.44 | -63.2 | 27.0 | 0.019 | | 2025-08-13~2026-07-28 |
| 2 | AMAT | 476.46 | -58.2 | 37.8 | 0.031 | | 2025-08-13~2026-07-28 |
| 3 | GLW | 126.01 | -47.4 | 30.7 | 0.078 | | 2025-08-13~2026-07-28 |
| 4 | ASML | 1582.95 | -47.0 | 36.9 | -0.122 | | 2025-08-13~2026-07-28 |
| 5 | AMD | 454.62 | -46.8 | 39.2 | -0.138 | | 2025-08-13~2026-07-28 |
| 6 | META | 593.41 | -38.2 | 43.4 | 0.261 | | 2025-08-13~2026-07-28 |
| 7 | SKHYNIX | 1465000.00 | -37.7 | 34.4 | 0.037 | | 2025-08-01~2026-07-29 |
| 8 | SAMSUNG | 219000.00 | -31.7 | 35.6 | 0.040 | | 2025-08-01~2026-07-29 |
| 9 | TSM | 392.31 | -26.7 | 39.0 | 0.120 | | 2025-08-13~2026-07-28 |
| 10 | HIMS | 29.32 | -24.7 | 41.7 | 0.076 | | 2025-08-13~2026-07-28 |
| 11 | INTC | 86.30 | -24.7 | 33.8 | 0.111 | | 2025-08-13~2026-07-28 |
| 12 | AMZN | 230.86 | -22.1 | 36.5 | 0.038 | | 2025-08-13~2026-07-28 |
| 13 | GOOGL | 333.71 | -20.4 | 41.7 | 0.225 | | 2025-08-13~2026-07-28 |
| 14 | MU | 820.53 | -20.1 | 40.3 | 0.072 | | 2025-08-13~2026-07-28 |
| 15 | WDC | 463.51 | -19.7 | 39.5 | 0.083 | | 2025-08-13~2026-07-28 |
| 16 | UNHX | 428.79 | -18.6 | 56.1 | 0.685 | | 2025-08-13~2026-07-28 |
| 17 | STX | 747.30 | -17.4 | 39.7 | 0.036 | | 2025-08-13~2026-07-28 |
| 18 | NVDA | 197.01 | -16.7 | 43.0 | 0.221 | | 2025-08-13~2026-07-28 |
| 19 | NBIS | 169.69 | -13.5 | 38.3 | 0.128 | | 2025-08-13~2026-07-28 |
| 20 | SPY | 740.86 | -12.9 | 47.1 | 0.217 | | 2025-08-13~2026-07-28 |
| 21 | EWJ | 89.83 | -10.5 | 40.8 | 0.029 | | 2025-08-13~2026-07-28 |
| 22 | ETHUSDT | 1902.78 | -8.3 | 56.4 | 0.665 | | 2025-11-30~2026-07-29 |
| 23 | BTCUSDT | 63634.96 | -6.0 | 47.7 | 0.309 | | 2025-11-30~2026-07-29 |
| 24 | MPX | 41.28 | -2.5 | 30.3 | 0.087 | | 2025-08-13~2026-07-28 |
| 25 | MSFT | 393.35 | -1.6 | 51.7 | 0.654 | | 2025-08-13~2026-07-28 |
| 26 | XRP-USD | 1.07 | -1.3 | 43.4 | 0.217 | | 2025-12-02~2026-07-29 |
| 27 | VGK | 89.23 | -0.8 | 54.3 | 0.759 | ↑GC | 2025-08-13~2026-07-28 |
| 28 | SOLUSDT | 73.19 | 0.2 | 42.5 | 0.078 | | 2025-11-30~2026-07-29 |
| 29 | NATGAS | 2.70 | 0.5 | 30.9 | 0.091 | | 2025-08-26~2026-07-28 |
| 30 | BNB-USD | 569.79 | 2.7 | 48.1 | 0.430 | | 2025-12-02~2026-07-29 |
| 31 | CL=F | 82.78 | 9.7 | 53.2 | 0.658 | | 2025-08-18~2026-07-28 |
| 32 | CVX | 187.58 | 9.7 | 56.2 | 0.662 | | 2025-08-13~2026-07-28 |
| 33 | AAPL | 340.08 | 11.6 | 68.9 | 0.876 | | 2025-08-13~2026-07-28 |
| 34 | XAGUSD | 57.53 | 12.4 | 41.8 | 0.307 | | 2025-08-26~2026-07-28 |
| 35 | XAUUSD | 4023.40 | 12.8 | 43.0 | 0.248 | | 2025-08-26~2026-07-28 |
| 36 | ONDS | 7.86 | 18.2 | 49.0 | 0.689 | | 2025-08-13~2026-07-28 |
edge% = pick_ret% − all_ret%（正值＝pick 優於全體均值）。