{
  "date": "2026-11-15",
  "generated_at": "2026-11-15 07:27:03",
  "trade_date": "2026-11-13",
  "strategy": {
    "key": "new_high",
    "name": "新高法",
    "source": "金亨俊（韩国）新高法 · 视频口播整理",
    "steps": [
      "成交额前 50（剔 ETF）",
      "创 250 日新高",
      "站上 120 日线",
      "等上升阴线回踩",
      "阴线收盘仍在 5 日线上",
      "拉升段成交额 ≥ 2.5 亿",
      "尾盘买入 / 跌破 5 日线卖出"
    ]
  },
  "universe": 4166,
  "pool": 120,
  "scanned": 116,
  "tierA": 0,
  "tierB": 6,
  "picks": [
    {
      "code": "600887",
      "name": "伊利股份",
      "price": 31.74,
      "chg_pct": 2.39,
      "amount": 2276310721.0,
      "score": 86.8,
      "tier": "B",
      "signal": "等买点（待回踩收阴）",
      "reasons": [
        "收盘创 250 日新高（前高 31.47）",
        "趋势向上：站上 120 日线（26.67），20 日线斜率 +2.66%",
        "收盘 31.74 站上 5 日线 31.13",
        "拉升段成交额 35.24 亿（门槛 2.5 亿）",
        "收盘高于当日均价 31.37，买盘主导"
      ],
      "misses": [
        "当日非「上升阴线/十字星」形态 —— 策略要求等回踩，不追阳线"
      ],
      "metrics": {
        "ma5": 31.13,
        "ma20": 29.81,
        "ma120": 26.67,
        "hi250": 31.47,
        "dist_to_high_pct": 0.86,
        "ret5_pct": 0.92,
        "ret20_pct": 12.55,
        "vol_ratio": 1.07,
        "amount_peak10_yi": 35.24,
        "amt_estimated": true,
        "body_pct": 2.84,
        "is_yin": false
      },
      "plan": {
        "buy": "下一交易日尾盘仍未破 5 日线时买入（不追高开）",
        "stop": "次日开盘走弱立即止损；持有期跌破 5 日线（当前 31.13）卖出",
        "target": "不设固定目标，趋势持有；出现 ≥5 倍放量（当前均值 21.19 亿）视为见顶",
        "position": "同时最多持 2~3 只，单只仓位事先定好"
      },
      "spark": [
        25.51,
        25.23,
        25.15,
        25.23,
        25.52,
        25.4,
        25.84,
        25.9,
        26.1,
        26.45,
        26.86,
        26.5,
        26.5,
        26.57,
        26.56,
        26.86,
        26.61,
        26.53,
        26.45,
        26.54,
        26.66,
        26.85,
        26.27,
        26.1,
        26.56,
        26.6,
        26.65,
        26.77,
        26.92,
        26.9,
        27.03,
        27.24,
        27.3,
        27.32,
        27.66,
        27.96,
        27.77,
        28.13,
        28.1,
        28.2,
        27.76,
        28.07,
        27.6,
        27.8,
        28.19,
        28.6,
        28.89,
        28.69,
        29.45,
        30.15,
        30.62,
        31.47,
        30.71,
        31.05,
        31.45,
        31.14,
        31.14,
        30.61,
        31.0,
        31.74
      ],
      "last_date": "2026-11-13"
    },
    {
      "code": "000333",
      "name": "美的集团",
      "price": 90.55,
      "chg_pct": 2.91,
      "amount": 3125849995.0,
      "score": 84.9,
      "tier": "B",
      "signal": "等买点（待回踩收阴）",
      "reasons": [
        "收盘创 250 日新高（前高 89.79）",
        "趋势向上：站上 120 日线（82.85），20 日线斜率 +1.47%",
        "收盘 90.55 站上 5 日线 88.91",
        "拉升段成交额 35.44 亿（门槛 2.5 亿）",
        "收盘高于当日均价 89.49，买盘主导"
      ],
      "misses": [
        "当日非「上升阴线/十字星」形态 —— 策略要求等回踩，不追阳线"
      ],
      "metrics": {
        "ma5": 88.91,
        "ma20": 87.32,
        "ma120": 82.85,
        "hi250": 89.79,
        "dist_to_high_pct": 0.85,
        "ret5_pct": 1.06,
        "ret20_pct": 7.03,
        "vol_ratio": 1.18,
        "amount_peak10_yi": 35.44,
        "amt_estimated": true,
        "body_pct": 3.47,
        "is_yin": false
      },
      "plan": {
        "buy": "下一交易日尾盘仍未破 5 日线时买入（不追高开）",
        "stop": "次日开盘走弱立即止损；持有期跌破 5 日线（当前 88.91）卖出",
        "target": "不设固定目标，趋势持有；出现 ≥5 倍放量（当前均值 26.48 亿）视为见顶",
        "position": "同时最多持 2~3 只，单只仓位事先定好"
      },
      "spark": [
        83.03,
        82.61,
        83.58,
        84.72,
        85.38,
        84.3,
        85.99,
        86.69,
        86.39,
        86.18,
        86.23,
        87.73,
        87.49,
        86.98,
        87.25,
        87.57,
        86.27,
        85.15,
        86.02,
        86.2,
        86.26,
        86.8,
        87.23,
        85.0,
        85.04,
        84.4,
        80.9,
        82.54,
        82.47,
        82.65,
        82.0,
        81.66,
        80.1,
        81.74,
        82.46,
        83.5,
        82.79,
        83.7,
        84.71,
        84.6,
        86.54,
        85.28,
        83.86,
        85.29,
        85.59,
        85.5,
        85.04,
        85.91,
        87.48,
        89.18,
        87.66,
        88.88,
        87.98,
        88.12,
        89.6,
        89.79,
        88.53,
        87.68,
        87.99,
        90.55
      ],
      "last_date": "2026-11-13"
    },
    {
      "code": "601398",
      "name": "工商银行",
      "price": 8.85,
      "chg_pct": 1.84,
      "amount": 3092508631.0,
      "score": 84.9,
      "tier": "B",
      "signal": "等买点（待回踩收阴）",
      "reasons": [
        "收盘创 250 日新高（前高 8.78）",
        "趋势向上：站上 120 日线（7.71），20 日线斜率 +0.99%",
        "收盘 8.85 站上 5 日线 8.66",
        "拉升段成交额 55.51 亿（门槛 2.5 亿）",
        "收盘高于当日均价 8.79，买盘主导"
      ],
      "misses": [
        "当日非「上升阴线/十字星」形态 —— 策略要求等回踩，不追阳线"
      ],
      "metrics": {
        "ma5": 8.66,
        "ma20": 8.56,
        "ma120": 7.71,
        "hi250": 8.78,
        "dist_to_high_pct": 0.8,
        "ret5_pct": 4.86,
        "ret20_pct": 6.26,
        "vol_ratio": 0.84,
        "amount_peak10_yi": 55.51,
        "amt_estimated": true,
        "body_pct": 2.3,
        "is_yin": false
      },
      "plan": {
        "buy": "下一交易日尾盘仍未破 5 日线时买入（不追高开）",
        "stop": "次日开盘走弱立即止损；持有期跌破 5 日线（当前 8.66）卖出",
        "target": "不设固定目标，趋势持有；出现 ≥5 倍放量（当前均值 37.03 亿）视为见顶",
        "position": "同时最多持 2~3 只，单只仓位事先定好"
      },
      "spark": [
        7.41,
        7.41,
        7.52,
        7.65,
        7.63,
        7.62,
        7.74,
        7.75,
        7.77,
        7.67,
        7.71,
        7.92,
        8.0,
        8.07,
        7.95,
        7.98,
        7.82,
        7.79,
        7.85,
        7.95,
        7.96,
        8.07,
        7.98,
        7.96,
        7.99,
        7.92,
        7.96,
        7.97,
        7.94,
        7.98,
        8.0,
        8.01,
        8.13,
        8.16,
        8.07,
        8.29,
        8.34,
        8.3,
        8.35,
        8.33,
        8.45,
        8.43,
        8.45,
        8.59,
        8.32,
        8.58,
        8.62,
        8.56,
        8.78,
        8.75,
        8.69,
        8.59,
        8.41,
        8.35,
        8.44,
        8.61,
        8.6,
        8.53,
        8.69,
        8.85
      ],
      "last_date": "2026-11-13"
    },
    {
      "code": "000001",
      "name": "平安银行",
      "price": 12.07,
      "chg_pct": 2.37,
      "amount": 2617828470.0,
      "score": 83.7,
      "tier": "B",
      "signal": "等买点（待回踩收阴）",
      "reasons": [
        "收盘创 250 日新高（前高 11.89）",
        "趋势向上：站上 120 日线（11.01），20 日线斜率 +0.70%",
        "收盘 12.07 站上 5 日线 11.86",
        "拉升段成交额 26.18 亿（门槛 2.5 亿）",
        "收盘高于当日均价 11.96，买盘主导"
      ],
      "misses": [
        "当日非「上升阴线/十字星」形态 —— 策略要求等回踩，不追阳线"
      ],
      "metrics": {
        "ma5": 11.86,
        "ma20": 11.6,
        "ma120": 11.01,
        "hi250": 11.89,
        "dist_to_high_pct": 1.51,
        "ret5_pct": 2.2,
        "ret20_pct": 4.96,
        "vol_ratio": 1.57,
        "amount_peak10_yi": 26.18,
        "amt_estimated": true,
        "body_pct": 2.63,
        "is_yin": false
      },
      "plan": {
        "buy": "下一交易日尾盘仍未破 5 日线时买入（不追高开）",
        "stop": "次日开盘走弱立即止损；持有期跌破 5 日线（当前 11.86）卖出",
        "target": "不设固定目标，趋势持有；出现 ≥5 倍放量（当前均值 16.68 亿）视为见顶",
        "position": "同时最多持 2~3 只，单只仓位事先定好"
      },
      "spark": [
        10.86,
        10.85,
        10.8,
        11.02,
        11.15,
        11.16,
        11.31,
        11.34,
        11.48,
        11.34,
        11.4,
        11.47,
        11.67,
        11.66,
        11.63,
        11.64,
        11.45,
        11.53,
        11.45,
        11.6,
        11.49,
        11.6,
        11.57,
        11.45,
        11.36,
        11.45,
        11.48,
        11.46,
        11.35,
        11.3,
        11.3,
        11.35,
        11.57,
        11.78,
        11.59,
        11.73,
        11.57,
        11.5,
        11.41,
        11.5,
        11.65,
        11.44,
        11.41,
        11.3,
        11.2,
        11.3,
        11.47,
        11.31,
        11.54,
        11.64,
        11.54,
        11.77,
        11.74,
        11.64,
        11.81,
        11.89,
        11.86,
        11.71,
        11.79,
        12.07
      ],
      "last_date": "2026-11-13"
    },
    {
      "code": "600900",
      "name": "长江电力",
      "price": 29.91,
      "chg_pct": 1.01,
      "amount": 2619289595.0,
      "score": 81.1,
      "tier": "B",
      "signal": "等买点（待回踩收阴）",
      "reasons": [
        "收盘创 250 日新高（前高 29.99）",
        "趋势向上：站上 120 日线（28.04），20 日线斜率 +0.26%",
        "收盘 29.91 站上 5 日线 29.70",
        "拉升段成交额 50.70 亿（门槛 2.5 亿）",
        "收盘高于当日均价 29.78，买盘主导"
      ],
      "misses": [
        "当日非「上升阴线/十字星」形态 —— 策略要求等回踩，不追阳线"
      ],
      "metrics": {
        "ma5": 29.7,
        "ma20": 29.68,
        "ma120": 28.04,
        "hi250": 29.99,
        "dist_to_high_pct": -0.27,
        "ret5_pct": 0.0,
        "ret20_pct": 1.8,
        "vol_ratio": 0.73,
        "amount_peak10_yi": 50.7,
        "amt_estimated": true,
        "body_pct": 1.35,
        "is_yin": false
      },
      "plan": {
        "buy": "下一交易日尾盘仍未破 5 日线时买入（不追高开）",
        "stop": "次日开盘走弱立即止损；持有期跌破 5 日线（当前 29.70）卖出",
        "target": "不设固定目标，趋势持有；出现 ≥5 倍放量（当前均值 35.77 亿）视为见顶",
        "position": "同时最多持 2~3 只，单只仓位事先定好"
      },
      "spark": [
        28.1,
        27.96,
        28.12,
        28.42,
        28.16,
        27.96,
        28.15,
        28.21,
        28.24,
        28.1,
        28.05,
        28.09,
        28.4,
        28.72,
        28.44,
        28.42,
        27.85,
        27.87,
        28.05,
        28.09,
        28.45,
        28.63,
        28.5,
        28.46,
        28.46,
        28.27,
        28.1,
        28.02,
        28.08,
        28.36,
        28.55,
        28.38,
        28.54,
        28.9,
        28.99,
        29.38,
        29.15,
        29.45,
        29.6,
        29.38,
        29.54,
        29.69,
        29.57,
        29.82,
        29.45,
        29.86,
        29.83,
        29.4,
        29.99,
        29.74,
        29.5,
        29.86,
        29.67,
        29.28,
        29.91,
        29.83,
        29.67,
        29.48,
        29.61,
        29.91
      ],
      "last_date": "2026-11-13"
    }
  ],
  "market": {
    "indices": [
      {
        "name": "上证指数",
        "price": 3634.35,
        "chg_pct": -0.59
      },
      {
        "name": "深证成指",
        "price": 10968.79,
        "chg_pct": -2.05
      },
      {
        "name": "创业板指",
        "price": 2426.08,
        "chg_pct": -3.32
      },
      {
        "name": "科创综指",
        "price": 1516.41,
        "chg_pct": -2.74
      }
    ]
  },
  "notes": [
    "A 股无「机构/外资实时买卖」同口径数据，资金条件用「收盘高于均价 + 量能放大」代理，属降级。",
    "成交额门槛按 500 亿韩元 ≈ 2.5 亿人民币折算。",
    "涨停股当日多为阳线，天然被「上升阴线」条件过滤，符合原策略不追高的意图。"
  ]
}