InvestMarket 回測報告
產生時間：2026-07-29 11:16:37 台灣時間
pick_n=1 回測日期區間：2026-04-01 ~ 2026-07-19 lookback 已限定為 [55]（僅搜尋權重）
最佳參數：lookback=55, w_rsi=-0.25, w_macd=0.70, w_bb=0.25, w_mchg=0.30 edge=+0.8753% （僅供本次檢視，未覆寫正式最佳參數快取）
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 | 55 | -0.25 | 0.70 | 0.25 | 0.30 | +3.1138 | +2.2385 | +0.8753 best | 81 | 81 |
| 2 | 55 | -0.25 | 0.65 | 0.25 | 0.35 | +2.9361 | +2.2385 | +0.6976 | 81 | 81 |
| 3 | 55 | -0.25 | 0.60 | 0.30 | 0.35 | +2.9080 | +2.2385 | +0.6694 | 81 | 81 |
| 4 | 55 | -0.30 | 0.65 | 0.25 | 0.40 | +2.7737 | +2.2385 | +0.5352 | 81 | 81 |
| 5 | 55 | -0.15 | 0.55 | 0.25 | 0.35 | +2.7690 | +2.2385 | +0.5304 | 81 | 81 |
| 6 | 55 | -0.15 | 0.55 | 0.15 | 0.45 | +2.7484 | +2.2385 | +0.5098 | 81 | 81 |
| 7 | 55 | -0.30 | 0.65 | 0.30 | 0.35 | +2.6934 | +2.2385 | +0.4549 | 81 | 81 |
| 8 | 55 | -0.20 | 0.65 | 0.25 | 0.30 | +2.6715 | +2.2385 | +0.4330 | 81 | 81 |
| 9 | 55 | -0.15 | 0.75 | 0.15 | 0.25 | +2.5847 | +2.2385 | +0.3461 | 81 | 81 |
| 10 | 55 | -0.30 | 0.70 | 0.25 | 0.35 | +2.5121 | +2.2385 | +0.2736 | 81 | 81 |
| 11 | 55 | -0.20 | 0.65 | 0.20 | 0.35 | +2.5121 | +2.2385 | +0.2736 | 81 | 81 |
| 12 | 55 | -0.15 | 0.65 | 0.25 | 0.25 | +2.3611 | +2.2385 | +0.1226 | 81 | 81 |
| 13 | 55 | -0.25 | 0.65 | 0.20 | 0.40 | +2.3417 | +2.2385 | +0.1031 | 81 | 81 |
| 14 | 55 | -0.25 | 0.70 | 0.20 | 0.35 | +2.2859 | +2.2385 | +0.0473 | 81 | 81 |
| 15 | 55 | -0.15 | 0.65 | 0.15 | 0.35 | +2.2203 | +2.2385 | -0.0183 | 81 | 81 |
| 16 | 55 | -0.25 | 0.65 | 0.30 | 0.30 | +2.0639 | +2.2385 | -0.1746 | 81 | 81 |
| 17 | 55 | -0.25 | 0.65 | 0.15 | 0.45 | +1.8265 | +2.2385 | -0.4121 | 81 | 81 |
| 18 | 55 | -0.25 | 0.75 | 0.15 | 0.35 | +1.7923 | +2.2385 | -0.4463 | 81 | 81 |
| 19 | 55 | -0.15 | 0.75 | 0.05 | 0.35 | +1.7358 | +2.2385 | -0.5028 | 81 | 81 |
| 20 | 55 | -0.15 | 0.65 | 0.05 | 0.45 | +1.7003 | +2.2385 | -0.5382 | 81 | 81 |
最佳參數之 UPS 排行（區間結束日）
| rk | Symbol | Price | UPS | RSI | BB% | Cx | Date Range |
| 1 | TSM pick | 398.37 | -50.6 | 39.0 | -0.010 | | 2026-04-29~2026-07-17 |
| 2 | HIMS | 32.84 | -39.1 | 49.3 | 0.204 | | 2026-04-29~2026-07-17 |
| 3 | AMAT | 529.66 | -38.5 | 44.4 | 0.095 | | 2026-04-29~2026-07-17 |
| 4 | UNHX | 426.09 | -38.0 | 57.3 | 0.669 | | 2026-04-29~2026-07-17 |
| 5 | GLW | 154.61 | -36.5 | 38.3 | 0.081 | | 2026-04-29~2026-07-17 |
| 6 | WDC | 477.22 | -30.5 | 40.3 | 0.118 | | 2026-04-29~2026-07-17 |
| 7 | INTC | 95.04 | -28.8 | 35.5 | 0.076 | | 2026-04-29~2026-07-17 |
| 8 | MU | 848.95 | -26.3 | 40.8 | 0.105 | | 2026-04-29~2026-07-17 |
| 9 | NBIS | 177.71 | -25.2 | 37.4 | 0.132 | | 2026-04-29~2026-07-17 |
| 10 | SKHYNIX | 1842000.00 | -24.5 | 40.3 | 0.105 | | 2026-04-27~2026-07-16 |
| 11 | STX | 787.66 | -23.1 | 42.6 | 0.174 | | 2026-04-29~2026-07-17 |
| 12 | NATGAS | 2.91 | -22.5 | 40.7 | 0.197 | | 2026-05-08~2026-07-17 |
| 13 | AMD | 495.76 | -21.5 | 46.6 | 0.041 | | 2026-04-29~2026-07-17 |
| 14 | EWJ | 90.49 | -19.1 | 43.5 | -0.012 | | 2026-04-29~2026-07-17 |
| 15 | ASML | 1747.58 | -18.3 | 48.8 | 0.255 | | 2026-04-29~2026-07-17 |
| 16 | SAMSUNG | 255000.00 | -15.9 | 39.9 | 0.116 | | 2026-04-27~2026-07-16 |
| 17 | SOLUSDT | 76.36 | -5.5 | 49.9 | 0.348 | | 2026-05-26~2026-07-19 |
| 18 | SPY | 743.29 | -5.2 | 49.5 | 0.442 | ↓DC | 2026-04-29~2026-07-17 |
| 19 | TSLA | 380.84 | -5.0 | 43.5 | 0.214 | | 2026-04-29~2026-07-17 |
| 20 | VGK | 88.59 | -4.8 | 53.9 | 0.594 | ↓DC | 2026-04-29~2026-07-17 |
| 21 | MPX | 45.24 | -1.7 | 34.0 | 0.024 | | 2026-04-29~2026-07-17 |
| 22 | ETHUSDT | 1871.51 | -1.1 | 58.4 | 0.757 | | 2026-05-26~2026-07-19 |
| 23 | BTCUSDT | 64690.80 | 0.1 | 53.2 | 0.739 | | 2026-05-26~2026-07-19 |
| 24 | BNB-USD | 570.40 | 6.0 | 45.3 | 0.482 | | 2026-05-26~2026-07-19 |
| 25 | XRP-USD | 1.10 | 7.7 | 46.1 | 0.466 | | 2026-05-26~2026-07-19 |
| 26 | GOOGL | 346.77 | 8.7 | 47.2 | 0.248 | | 2026-04-29~2026-07-17 |
| 27 | ONDS | 6.53 | 14.4 | 35.1 | 0.081 | | 2026-04-29~2026-07-17 |
| 28 | AMZN | 247.23 | 17.4 | 51.4 | 0.686 | | 2026-04-29~2026-07-17 |
| 29 | META | 646.01 | 17.7 | 53.3 | 0.724 | | 2026-04-29~2026-07-17 |
| 30 | NVDA | 202.81 | 18.0 | 46.0 | 0.527 | | 2026-04-29~2026-07-17 |
| 31 | MSFT | 393.82 | 18.7 | 49.4 | 0.766 | | 2026-04-29~2026-07-17 |
| 32 | XAUUSD | 4018.80 | 20.5 | 40.6 | 0.290 | | 2026-05-08~2026-07-17 |
| 33 | XAGUSD | 56.33 | 23.2 | 35.7 | 0.140 | | 2026-05-08~2026-07-17 |
| 34 | AAPL | 333.74 | 27.8 | 72.0 | 0.919 | | 2026-04-29~2026-07-17 |
| 35 | CL=F | 81.78 | 36.3 | 57.0 | 1.012 | | 2026-05-04~2026-07-17 |
| 36 | CVX | 187.38 | 44.8 | 64.4 | 1.019 | | 2026-04-29~2026-07-17 |
edge% = pick_ret% − all_ret%（正值＝pick 優於全體均值）。