InvestMarket 回測報告
產生時間：2026-07-30 21:09:02 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=+0.2453% （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 | +1.6755 | +1.4301 | +0.2453 best | 1026 | 1026 |
| 2 | 240 | -0.15 | 0.75 | 0.15 | 0.25 | +1.5999 | +1.4301 | +0.1698 | 1026 | 1026 |
| 3 | 240 | -0.15 | 0.70 | 0.15 | 0.30 | +1.5924 | +1.4301 | +0.1623 | 1026 | 1026 |
| 4 | 240 | -0.05 | 0.55 | 0.15 | 0.35 | +1.5890 | +1.4301 | +0.1588 | 1026 | 1026 |
| 5 | 240 | -0.05 | 0.65 | 0.15 | 0.25 | +1.5314 | +1.4301 | +0.1013 | 1026 | 1026 |
| 6 | 240 | -0.15 | 0.65 | 0.25 | 0.25 | +1.5166 | +1.4301 | +0.0865 | 1026 | 1026 |
| 7 | 240 | -0.05 | 0.65 | 0.05 | 0.35 | +1.5088 | +1.4301 | +0.0787 | 1026 | 1026 |
| 8 | 240 | -0.15 | 0.55 | 0.25 | 0.35 | +1.5081 | +1.4301 | +0.0779 | 1026 | 1026 |
| 9 | 240 | -0.25 | 0.65 | 0.25 | 0.35 | +1.4751 | +1.4301 | +0.0450 | 1026 | 1026 |
| 10 | 240 | -0.25 | 0.75 | 0.15 | 0.35 | +1.4248 | +1.4301 | -0.0053 | 1026 | 1026 |
| 11 | 240 | -0.15 | 0.75 | 0.05 | 0.35 | +1.3699 | +1.4301 | -0.0602 | 1026 | 1026 |
最佳參數之 UPS 排行（最新資料）
| rk | Symbol | Price | UPS | RSI | BB% | Cx | Date Range |
| 1 | AMD pick | 429.56 | -70.6 | 36.0 | -0.179 | | 2025-08-14~2026-07-29 |
| 2 | AMAT | 436.45 | -65.3 | 33.6 | -0.146 | | 2025-08-14~2026-07-29 |
| 3 | ASML | 1550.69 | -60.3 | 35.1 | -0.166 | | 2025-08-14~2026-07-29 |
| 4 | TSLA | 298.32 | -60.0 | 25.4 | 0.035 | | 2025-08-14~2026-07-29 |
| 5 | SKHYNIX | 1322000.00 | -51.6 | 31.8 | -0.015 | | 2025-08-04~2026-07-30 |
| 6 | GLW | 124.05 | -48.6 | 30.2 | 0.053 | | 2025-08-14~2026-07-29 |
| 7 | SAMSUNG | 207000.00 | -44.6 | 33.6 | 0.023 | | 2025-08-04~2026-07-30 |
| 8 | MU | 739.00 | -41.9 | 35.7 | -0.156 | | 2025-08-14~2026-07-29 |
| 9 | TSM | 374.67 | -39.5 | 34.2 | -0.067 | | 2025-08-14~2026-07-29 |
| 10 | META | 585.61 | -36.2 | 41.4 | 0.175 | | 2025-08-14~2026-07-29 |
| 11 | HIMS | 25.00 | -34.2 | 33.6 | -0.125 | | 2025-08-14~2026-07-29 |
| 12 | NBIS | 148.22 | -32.0 | 34.0 | -0.093 | | 2025-08-14~2026-07-29 |
| 13 | INTC | 81.88 | -30.6 | 31.5 | 0.033 | | 2025-08-14~2026-07-29 |
| 14 | NVDA | 190.01 | -28.1 | 38.0 | 0.005 | | 2025-08-14~2026-07-29 |
| 15 | WDC | 462.04 | -27.0 | 39.3 | 0.096 | | 2025-08-14~2026-07-29 |
| 16 | STX | 764.43 | -26.6 | 41.5 | 0.136 | | 2025-08-14~2026-07-29 |
| 17 | AMZN | 226.65 | -23.6 | 33.3 | -0.026 | | 2025-08-14~2026-07-29 |
| 18 | EWJ | 89.35 | -16.5 | 39.3 | 0.029 | | 2025-08-14~2026-07-29 |
| 19 | SPY | 729.46 | -15.9 | 38.6 | -0.138 | | 2025-08-14~2026-07-29 |
| 20 | UNHX | 420.57 | -10.3 | 50.8 | 0.267 | | 2025-08-14~2026-07-29 |
| 21 | BNB-USD | 585.49 | -7.6 | 57.9 | 1.121 | | 2025-12-03~2026-07-30 |
| 22 | GOOGL | 336.71 | -7.0 | 43.6 | 0.294 | | 2025-08-14~2026-07-29 |
| 23 | ETHUSDT | 1919.64 | -6.8 | 57.8 | 0.710 | | 2025-12-01~2026-07-30 |
| 24 | MPX | 38.10 | -6.4 | 26.4 | -0.014 | | 2025-08-14~2026-07-29 |
| 25 | BTCUSDT | 64773.36 | -6.3 | 52.7 | 0.578 | | 2025-12-01~2026-07-30 |
| 26 | XRP-USD | 1.08 | -1.0 | 45.5 | 0.335 | | 2025-12-03~2026-07-30 |
| 27 | NATGAS | 2.69 | -0.6 | 31.7 | 0.142 | | 2025-08-28~2026-07-30 |
| 28 | SOLUSDT | 74.17 | -0.5 | 45.4 | 0.236 | | 2025-12-01~2026-07-30 |
| 29 | CL=F | 83.76 | -0.2 | 54.3 | 0.652 | | 2025-08-20~2026-07-30 |
| 30 | MSFT | 390.54 | 2.1 | 50.0 | 0.530 | | 2025-08-14~2026-07-29 |
| 31 | VGK | 88.86 | 2.6 | 52.1 | 0.596 | | 2025-08-14~2026-07-29 |
| 32 | CVX | 191.86 | 6.2 | 61.7 | 0.750 | | 2025-08-14~2026-07-29 |
| 33 | XAUUSD | 4134.10 | 7.5 | 52.3 | 0.792 | | 2025-08-28~2026-07-30 |
| 34 | AAPL | 338.19 | 8.8 | 66.8 | 0.833 | | 2025-08-14~2026-07-29 |
| 35 | XAGUSD | 58.24 | 9.7 | 44.3 | 0.446 | | 2025-08-28~2026-07-30 |
| 36 | ONDS | 6.80 | 16.4 | 39.1 | 0.173 | | 2025-08-14~2026-07-29 |
edge% = pick_ret% − all_ret%（正值＝pick 優於全體均值）。pick_ret%／all_ret% 皆為跨日期的幾何平均（複合報酬率），
非算術平均——因為報酬有正有負時，算術平均會高估實際複合效果（例如 +50% 與 -50% 兩期，算術平均是 0%，但每期等效複合率其實是 sqrt(0.75)-1 ≈ -13.4%）。