{
  "title": "中信通信指数 逃顶&抄底信号（3-89法则）",
  "generated_at": "2026-08-13T14:17:25.563Z",
  "params": {
    "window": 89,
    "ma_window": 89,
    "pct_window": 89,
    "boll_window": 20,
    "boll_k": 2,
    "price_high": 0.99,
    "vol_high": 0.97,
    "bottom_vol_high": 0.9,
    "price_low": 0.99,
    "boll_tolerance": 0.01,
    "bottom_vol_mode": "raw",
    "swing": 5,
    "double_top_diff": 0.03
  },
  "data": {
    "index_csv": "D:\\研究\\tmp\\tbs_comm_20260813\\model\\index.csv",
    "members_csv": "D:\\研究\\tmp\\tbs_comm_20260813\\model\\members.csv",
    "sigma_csv": null,
    "rows": 875,
    "first_date": "2023-01-03",
    "last_date": "2026-08-13",
    "sigma_covered_days": 874,
    "member_meta": {
      "memberCount": 119,
      "maxDailyReturns": 119,
      "skippedDays": 0
    },
    "last_day_incomplete": false
  },
  "disclosure": [
    "强卖点双头规则为本skill操作化规则，非报告原文",
    "交易建议口径（唯一卖出/买入执行标准）：逃顶=信号连续段结束后首个无信号交易日收盘卖出；抄底=信号段首日当天收盘买入；ongoing=true表示信号仍在延续、卖点未出现；next_strong_sell_date=卖出日后10个交易日内首个强卖点日期（空=无）",
    "高位分位数=窗口内<=当前值占比；低位分位数=窗口内>=当前值占比，两者均含当日",
    "抄底波动率口径: raw（逃顶固定用MA89口径），抄底波动率阈值: 0.9",
    "指数CSV无open列，抄底回测入场价退化为信号次日收盘价"
  ]
}