Research · Champion sleeve
L2 進場、持有 12 交易日≈2.5–3 週，屬短線偏短中線（非月線波段）。 規格：富邦新店金額 ≥80M · RS-ratio>100 · L2H12 · 1 槽 × 10000 NTD。
短線偏短中線 持有約 12 個交易日（≈2.5–3 週），不是日內、也不是月線／季線波段。 訊號是收盤後分點金額 + RRG，T+2 開盤進、第 12 日收盤出。
累計 PnL（每槽 1 萬）41,422 NTD · 正報酬月 17/24。 有單月大賺／偶發連虧，尚不宜直接當正式策略；可當 research sleeve 紙上／小倉觀察 1–2 季。
依出場月加總（每筆配置 1 萬）。柱狀＝該月 PnL。
| 月份 | 筆數 | PnL | α | 勝率 | 均報酬% |
|---|---|---|---|---|---|
| 2024-07 | 1 | -216 | 336 | 0.0% | -2.16% |
| 2024-08 | 1 | -301 | 312 | 0.0% | -3.01% |
| 2024-09 | 1 | -57 | 415 | 0.0% | -0.57% |
| 2024-10 | 1 | 903 | 350 | 100.0% | 9.03% |
| 2024-11 | 1 | 1,040 | 1,221 | 100.0% | 10.40% |
| 2024-12 | 1 | 1,983 | 1,701 | 100.0% | 19.83% |
| 2025-01 | 1 | 940 | 672 | 100.0% | 9.40% |
| 2025-02 | 1 | -1,004 | -1,145 | 0.0% | -10.04% |
| 2025-03 | 1 | -743 | -130 | 0.0% | -7.43% |
| 2025-04 | 1 | 1,323 | 864 | 100.0% | 13.23% |
| 2025-06 | 2 | -16 | 285 | 50.0% | -0.08% |
| 2025-07 | 2 | 2,356 | 1,913 | 50.0% | 11.78% |
| 2025-08 | 1 | 5,409 | 5,078 | 100.0% | 54.09% |
| 2025-09 | 2 | 346 | -129 | 50.0% | 1.73% |
| 2025-10 | 1 | 2,926 | 2,353 | 100.0% | 29.26% |
| 2025-11 | 2 | 2,196 | 2,600 | 50.0% | 10.98% |
| 2025-12 | 1 | 731 | 498 | 100.0% | 7.31% |
| 2026-01 | 2 | 6,446 | 5,238 | 100.0% | 32.23% |
| 2026-02 | 1 | 2,791 | 2,614 | 100.0% | 27.91% |
| 2026-03 | 2 | 1,721 | 1,388 | 50.0% | 8.61% |
| 2026-04 | 2 | -1,236 | -3,243 | 50.0% | -6.18% |
| 2026-05 | 1 | 3,789 | 3,284 | 100.0% | 37.89% |
| 2026-06 | 2 | 9,318 | 7,320 | 100.0% | 46.59% |
| 2026-07 | 1 | 776 | 965 | 100.0% | 7.76% |
依成交順序累加 PnL（未扣稅費）。
代碼可點進 Yahoo 股市技術分析；右側亦有捷徑。
| # | 訊號 | 代碼 | 名稱 | 淨買超張 | RRG | RS-ratio | 進場 | 進價 | 出場 | 出價 | 報酬% | PnL | α | 連結 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 1 | 2024-07-03 | 4958 | 臻鼎-KY | 911.4 | leading | 100.89 | 2024-07-05 | 139.00 | 2024-07-22 | 136.00 | -2.16% | -216 | 336 | Yahoo 技術 |
| 2 | 2024-07-19 | 2330 | 台積電 | 227.0 | weakening | 101.45 | 2024-07-23 | 963.00 | 2024-08-09 | 934.00 | -3.01% | -301 | 312 | Yahoo 技術 |
| 3 | 2024-08-19 | 2357 | 華碩 | 356.5 | leading | 104.16 | 2024-08-21 | 524.00 | 2024-09-05 | 521.00 | -0.57% | -57 | 415 | Yahoo 技術 |
| 4 | 2024-09-30 | 2330 | 台積電 | 128.7 | leading | 100.96 | 2024-10-04 | 986.00 | 2024-10-22 | 1,075.00 | 9.03% | 903 | 350 | Yahoo 技術 |
| 5 | 2024-11-01 | 2603 | 長榮 | 1,372.8 | leading | 101.71 | 2024-11-05 | 211.50 | 2024-11-20 | 233.50 | 10.40% | 1,040 | 1,221 | Yahoo 技術 |
| 6 | 2024-11-19 | 3706 | 神達 | 1,927.6 | leading | 115.36 | 2024-11-21 | 72.60 | 2024-12-06 | 87.00 | 19.83% | 1,983 | 1,701 | Yahoo 技術 |
| 7 | 2024-12-17 | 2049 | 上銀 | 691.2 | leading | 102.58 | 2024-12-19 | 276.50 | 2025-01-06 | 302.50 | 9.40% | 940 | 672 | Yahoo 技術 |
| 8 | 2025-02-03 | 4979 | 華星光 | 446.4 | leading | 106.69 | 2025-02-05 | 229.00 | 2025-02-20 | 206.00 | -10.04% | -1,004 | -1,145 | Yahoo 技術 |
| 9 | 2025-02-24 | 3023 | 3023 | 305.0 | leading | 102.73 | 2025-02-26 | 303.00 | 2025-03-14 | 280.50 | -7.43% | -743 | -130 | Yahoo 技術 |
| 10 | 2025-04-08 | 3044 | 健鼎 | 1,010.0 | weakening | 100.48 | 2025-04-10 | 162.50 | 2025-04-25 | 184.00 | 13.23% | 1,323 | 864 | Yahoo 技術 |
| 11 | 2025-05-13 | 2317 | 鴻海 | 2,220.5 | leading | 101.04 | 2025-05-15 | 163.00 | 2025-06-02 | 152.50 | -6.44% | -644 | -309 | Yahoo 技術 |
| 12 | 2025-06-04 | 3231 | 緯創 | 1,327.3 | leading | 101.39 | 2025-06-06 | 111.50 | 2025-06-23 | 118.50 | 6.28% | 628 | 595 | Yahoo 技術 |
| 13 | 2025-06-20 | 6139 | 亞翔 | 495.7 | leading | 102.08 | 2025-06-24 | 334.50 | 2025-07-09 | 307.00 | -8.22% | -822 | -975 | Yahoo 技術 |
| 14 | 2025-07-09 | 8046 | 南電 | 2,473.8 | leading | 105.36 | 2025-07-11 | 140.00 | 2025-07-28 | 184.50 | 31.79% | 3,179 | 2,888 | Yahoo 技術 |
| 15 | 2025-07-28 | 1815 | 富喬 | 4,167.6 | leading | 107.52 | 2025-07-30 | 47.05 | 2025-08-14 | 72.50 | 54.09% | 5,409 | 5,078 | Yahoo 技術 |
| 16 | 2025-08-15 | 3706 | 神達 | 977.3 | leading | 104.16 | 2025-08-19 | 90.60 | 2025-09-03 | 87.20 | -3.75% | -375 | -271 | Yahoo 技術 |
| 17 | 2025-09-02 | 8358 | 金居 | 4,242.2 | leading | 120.22 | 2025-09-04 | 215.00 | 2025-09-19 | 230.50 | 7.21% | 721 | 143 | Yahoo 技術 |
| 18 | 2025-09-25 | 2344 | 華邦電 | 3,207.1 | leading | 117.61 | 2025-09-30 | 34.00 | 2025-10-17 | 43.95 | 29.26% | 2,926 | 2,353 | Yahoo 技術 |
| 19 | 2025-10-16 | 2408 | 南亞科 | 2,086.2 | weakening | 109.84 | 2025-10-20 | 108.00 | 2025-11-05 | 138.00 | 27.78% | 2,778 | 2,768 | Yahoo 技術 |
| 20 | 2025-11-05 | 2330 | 台積電 | 87.8 | weakening | 100.69 | 2025-11-07 | 1,460.00 | 2025-11-24 | 1,375.00 | -5.82% | -582 | -167 | Yahoo 技術 |
| 21 | 2025-11-25 | 3443 | 創意 | 61.4 | leading | 110.24 | 2025-11-27 | 2,120.00 | 2025-12-12 | 2,275.00 | 7.31% | 731 | 498 | Yahoo 技術 |
| 22 | 2025-12-12 | 4979 | 華星光 | 410.2 | leading | 108.28 | 2025-12-16 | 253.00 | 2026-01-02 | 327.50 | 29.45% | 2,945 | 2,286 | Yahoo 技術 |
| 23 | 2025-12-31 | 8299 | 群聯 | 127.4 | leading | 105.96 | 2026-01-05 | 1,485.00 | 2026-01-20 | 2,005.00 | 35.02% | 3,502 | 2,952 | Yahoo 技術 |
| 24 | 2026-01-19 | 3189 | 景碩 | 2,014.3 | leading | 105.77 | 2026-01-21 | 206.00 | 2026-02-05 | 263.50 | 27.91% | 2,791 | 2,614 | Yahoo 技術 |
| 25 | 2026-02-04 | 3189 | 景碩 | 1,978.1 | leading | 111.92 | 2026-02-06 | 246.00 | 2026-03-05 | 297.50 | 20.93% | 2,094 | 1,499 | Yahoo 技術 |
| 26 | 2026-03-04 | 2330 | 台積電 | 99.3 | leading | 100.77 | 2026-03-06 | 1,880.00 | 2026-03-23 | 1,810.00 | -3.72% | -372 | -111 | Yahoo 技術 |
| 27 | 2026-03-20 | 2344 | 華邦電 | 1,608.8 | leading | 101.52 | 2026-03-24 | 109.50 | 2026-04-10 | 93.50 | -14.61% | -1,461 | -2,321 | Yahoo 技術 |
| 28 | 2026-04-09 | 1815 | 富喬 | 1,540.9 | weakening | 100.28 | 2026-04-13 | 111.00 | 2026-04-28 | 113.50 | 2.25% | 225 | -921 | Yahoo 技術 |
| 29 | 2026-04-28 | 2303 | 聯電 | 3,677.6 | leading | 104.14 | 2026-04-30 | 80.50 | 2026-05-18 | 111.00 | 37.89% | 3,789 | 3,284 | Yahoo 技術 |
| 30 | 2026-05-18 | 2344 | 華邦電 | 2,006.8 | leading | 108.65 | 2026-05-20 | 117.50 | 2026-06-04 | 179.50 | 52.77% | 5,277 | 3,863 | Yahoo 技術 |
| 31 | 2026-06-04 | 2344 | 華邦電 | 4,032.5 | leading | 112.52 | 2026-06-08 | 146.00 | 2026-06-24 | 205.00 | 40.41% | 4,041 | 3,457 | Yahoo 技術 |
| 32 | 2026-06-23 | 3189 | 景碩 | 167.8 | weakening | 101.33 | 2026-06-25 | 760.00 | 2026-07-13 | 819.00 | 7.76% | 776 | 965 | Yahoo 技術 |
Research only · cost 0 bps · 1 slot × 10k。正式進 strategy.yaml / order layer 前需：稅費滑價、樣本外、與現有 C18acc／Leading Dip 衝突檢查。 來源 20260718_amount_rrg_champion_trades.json。