你用布林带、均线判断支撑阻力时,是不是总遇 “假突破”?买入就回调、卖出就反弹,震荡市频繁交易还亏成本?这都是传统指标 “盯固定阈值” 的滞后性在坑人!本期播客拆解光大证券 2017 年推出的 RSRS 指标(阻力支撑相对强度),它偏偏不纠结支撑阻力具体点位,专抓 “相对强度变化”—— 靠每日最高价(当日阻力)、最低价(当日支撑)量化市场预期,再用线性回归算 β 值、标准分优化信号,让判断跨牛熊都精准。看数据就懂有多能打:沪深 300 回测 12 年,RSRS 标准分策略总收益 1337%(同期指数仅 350%),震荡市也能稳涨;虽曾在 2008 年熊市误判,但加 20 日均线过滤后,最大回撤直接砍半,在上证 50、中证 500 上照样有效。【在这里找到我们】微信公众号:Quantide 量化风云小红书:Quantidebilibili:Quantidewechat:quantfan_100
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