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楼主: 盈透阿狗

[灌水] 谁能跑赢大盘?

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发表于 2017-9-30 10:46 PM | 显示全部楼层


盈透阿狗 发表于 2017-9-30 10:28 AM
本帖最后由 盈透阿狗 于 2017-9-30 10:30 AM 编辑

《谁能跑赢大盘?》2017年九月份总结(Top 10)

这样的结果是我所乐见的. 非常期待10月份HI-MODEL的表现. 希望大盘也多给点震荡. 结果会更加信服. 每天都需要你抽空RUN一下程序, 也辛苦你了.  
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 楼主| 发表于 2017-10-1 11:11 AM | 显示全部楼层
本帖最后由 盈透阿狗 于 2017-10-1 11:23 AM 编辑

谢谢“蛋炒饭”老大的理解、参与和支持。我们几个人共同开发的这个小模型,好像一只麻雀,虽然小,但也具备有AI的许多特征,比如machine learning特征。
暂且把“学习前”的结果看成是九月份的HI-MODEL预测(列出在296楼第一行第四列, 连接列在299楼),
那么,通过对九月份大盘实际涨落的学习,重新回测,就是“学习后”结果。
把(1)“学习前”,(2)“学习后”对比,并且参照“源济”推崇的(3)“持续押涨”,作三条曲线,其结果,(见附图)一目了然。

连这样一个小模型,一个傻瓜机器,都可以“学习”,更何况具有高等思维,具有丰富炒股经验的许许多多的老股民呢。

其实,参与《每周888彩票》和《每日竞猜》活动,并且定期总结各自的结果,是为了建立一个类似于machine learning一样的反馈机制。
有了这个“反馈机制”,每位参与人对各自所采用的预测方法,就可以重新认识。
“重新认识”的过程是对自己所依赖的方法的重新确认。
“你所依赖的方法”可能是K线法、切线法、蝉论、MACD, RSI指标,等,或者是它们的某些组合。
不管“你所依赖的方法”是什么,“重新认识”是去伪存真,自我学习的过程。这就是我为什么推荐鼓励更多人参与《每周888彩票》和《每日竞猜》活动。
参与《10/06/2017 - 胡同888彩票》: http://hutong9.net/forum.php?mod=viewthread&tid=372015
参与《10/2/2017 周一 SPY 免费有奖竞猜》:http://hutong9.net/forum.php?mod=viewthread&tid=369193
HI-MODEL_in_Sept_2017.png
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发表于 2017-10-1 07:01 PM | 显示全部楼层
并且参照“源济”推崇的(3)“持续押涨”


声明一下:“持续押涨”不是我所“推崇”的,这只是一个简单有效的大盘的指标,超过“持续押涨”表示超过大盘表现,反之亦然。

点评

我是看到老大每天总是第一个“持续押涨”,就误解老大推崇“持续押涨”,对比起,请原谅。  发表于 2017-10-1 07:42 PM
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发表于 2017-10-1 07:09 PM | 显示全部楼层
另外,既然HI-Model是程序自动产生,能不能再做一个试验,只从每晚8点EST之前投票的人中产生判断,看一看结果有没有不同。这个结果可能更有意义。

点评

这个主义很好,可以执行。只是HI-MODEL是基于大家投票,只要每晚8点EST之前有半数以上的人投票,就可以。  发表于 2017-10-1 07:44 PM
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发表于 2017-10-1 07:13 PM | 显示全部楼层
更进一步,HI-Model能否在每天收盘之前给出第二天的预测?如果可以的话,更有实际指导意义。

点评

这个主义很好,可以执行。只是HI-MODEL是基于大家投票,只要每天收盘之前十几个人投票,就可以。少于10个人,很难说有统计意义。  发表于 2017-10-1 07:47 PM
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发表于 2017-10-1 07:23 PM | 显示全部楼层
最后,胡同里还有一个现成的系统模型,也就是跟随胡同每天投票的“大多数”(投票人数相同时,不操作)。下面是统计结果,9月份总收益为:3.05%

2.jpg
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发表于 2017-10-1 07:26 PM | 显示全部楼层
本帖最后由 源济 于 2017-10-1 07:30 PM 编辑

“多数派”模型九月份的战绩是:11胜,5负,4平,收益为:3.05%。按收益看,这个系统是不是可以排第一?

点评

可以得第一,这是因为这个月涨得远远大于跌的所致。  发表于 2017-10-1 07:57 PM
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 楼主| 发表于 2017-10-1 07:59 PM | 显示全部楼层
源济 发表于 2017-10-1 07:26 PM
“多数派”模型九月份的战绩是:11胜,5负,4平,收益为:3.05%。按收益看,这个系统是不是可以排第一?{:8 ...

老统计:HI-MODEL支持多数: 131次,支持少数:54次,另有14对开
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 楼主| 发表于 2017-10-1 08:04 PM | 显示全部楼层
本帖最后由 盈透阿狗 于 2017-10-1 08:07 PM 编辑
源济 发表于 2017-10-1 07:09 PM
另外,既然HI-Model是程序自动产生,能不能再做一个试验,只从每晚8点EST之前投票的人中产生判断,看一看结 ...


基于当前(投票没有结束,并且也看不到888彩票的投票情况下):
  • "源济" voted 涨 at Fri Sep 29 15:58:49 2017
  • "风行过" voted 跌 at Fri Sep 29 15:58:49 2017
  • "ranchgirl" voted 涨 at Fri Sep 29 16:03:50 2017
  • "rightonmoney" voted 涨 at Fri Sep 29 16:05:50 2017
  • "ysc" voted 涨 at Fri Sep 29 17:00:50 2017
  • "coexist" voted 跌 at Fri Sep 29 17:09:50 2017
  • "pll" voted 涨 at Fri Sep 29 18:24:50 2017
  • "bokchoy888" voted 涨 at Fri Sep 29 21:02:49 2017
  • "littletiger" voted 跌 at Sun Oct 1 12:20:42 2017
  • "RespectRisk" voted 跌 at Sun Oct 1 17:48:42 2017
  • "Elephant" voted 跌 at Sun Oct 1 17:55:42 2017
  • "bucks" voted 涨 at Sun Oct 1 18:26:42 2017
  • "tcm328pan" voted 涨 at Sun Oct 1 18:53:41 2017
  • "oldwolf" voted 涨 at Sun Oct 1 19:30:41 2017
  • "QQQ?" voted 涨 at Sun Oct 1 20:14:41 2017
============================
10涨: QQQ?, bokchoy888, bucks, oldwolf, pll, ranchgirl, rightonmoney, tcm328pan, ysc, 源济
5跌: Elephant, RespectRisk, coexist, littletiger, 风行过
0平:
HI-MODEL supports 涨 (majority)

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1

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 楼主| 发表于 2017-10-1 08:13 PM | 显示全部楼层
本帖最后由 盈透阿狗 于 2017-10-1 08:14 PM 编辑
源济 发表于 2017-10-1 07:13 PM
更进一步,HI-Model能否在每天收盘之前给出第二天的预测?如果可以的话,更有实际指导意义。


“源济”老大,胡同网站是您的,规则是您制定的,所以,您说了算。我只不过是一个参与者,怎么玩儿,以及让不让玩儿,都是您说了算。
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发表于 2017-10-1 08:16 PM | 显示全部楼层
盈透阿狗  可以得第一,这是因为这个月涨得远远大于跌的所致。

“多数人”既可以押跌,也可以押涨,所以和“这个月涨得远远大于跌的所致”无关。

“多数人”胜率高可以说明:
(1)胡同里多数人的水平高;
(2)越迟投票,晚间获得的信息越多,准确率越高。
或者兼而有之,或者(2)的成份更高些。

点评

一般讲,(2)是对的,但不适合于 "xinxing", 因为他参加的《每周888彩票》,一次预测一周,得第六名,比许多当天投第二天,还要准。  发表于 2017-10-1 09:00 PM
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发表于 2017-10-1 08:18 PM | 显示全部楼层
盈透阿狗 发表于 2017-10-1 08:13 PM
“源济”老大,胡同网站是您的,规则是您制定的,所以,您说了算。我只不过是一个参与者,怎么玩儿,以 ...

欢迎继续HI-Model的探索!
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 楼主| 发表于 2017-10-1 08:27 PM | 显示全部楼层
本帖最后由 盈透阿狗 于 2017-10-1 08:29 PM 编辑
源济 发表于 2017-10-1 07:23 PM
最后,胡同里还有一个现成的系统模型,也就是跟随胡同每天投票的“大多数”(投票人数相同时,不操作)。下 ...


这个月“多数胜”的比例很大,但是对所有300多次的历史投票几率的统计是:
Majority won 194
Minority won 144
HI-MODEL Supports MinorityAndWinCount 59
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发表于 2017-10-1 08:32 PM | 显示全部楼层
本帖最后由 源济 于 2017-10-1 08:36 PM 编辑
盈透阿狗 发表于 2017-10-1 08:27 PM
这个月“多数胜”的比例很大,但是对所有300多次的历史投票几率的统计是:
Majority won 194
Minorit ...


从2016年5月2日开办每日投票活动以来,这是我的统计结果:在总数358次投票里,多数胜202次,少数胜136次,平局20次。同时期间,SPY上涨196次,下跌161次,平盘1次。“多数人”收益超过大盘:27.58% vs. 21.76%。

Screen Shot 2017-10-01 at 8.28.50 PM.png
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 楼主| 发表于 2017-10-1 08:51 PM | 显示全部楼层
源济 发表于 2017-10-1 08:32 PM
从2016年5月2日开办每日投票活动以来,这是我的统计结果:在总数358次投票里,多数胜202次,少数胜136次 ...

因为SPY有分红,所以我采用的是“大盘”SPX,关心的是《谁能跑赢大盘?》 而不是SPY。
持续押涨_持续押多数胜_胡同智能模型  三者 对比 图
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发表于 2017-10-1 09:19 PM | 显示全部楼层
盈透阿狗  一般讲,(2)是对的,但不适合于 "xinxing", 因为他参加的《每周888彩票》,一次预测一周,得第六名,比许多当天投第二天,还要准。

“xinxing” 和 “盈透阿狗” 是同一个人,其他的马甲还包括“酒醉今朝”,“Heping”。
http://www.hutong9.net/forum.php ... 65&fromuid=6183
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 楼主| 发表于 2017-10-2 02:50 AM | 显示全部楼层
SNDateUpDnSPY%WinnerSpySumPLSumHISupportHIPL%HIPLS%HiSupport
MinorityWin
1Mon May 2 20161270.781majority00.78110.7810.781
2Tue May 3 201608-0.868?0.7810.781-10.8681.65
3Wed May 4 20161211-0.594minority-0.08670.1871-0.5941.05
4Thu May 5 2016196-0.0239minority-0.680.1631-0.02391.03
5Fri May 6 20161760.317majority-0.7040.48110.3171.35
6Mon May 9 20161190.0753majority-0.3870.55610.07531.42
7Tue May 10 20165131.25minority-0.311-0.692-1-1.250.176
8Wed May 11 2016818-0.956majority0.9370.264-10.9561.13
9Thu May 12 2016177-0.0169minority-0.01920.2471-0.01691.11
10Fri May 13 2016169-0.848minority-0.0362-0.6011-0.8480.267
11Mon May 16 20161460.98majority-0.8840.37910.981.25
12Tue May 17 20161312-0.941minority0.0957-0.5621-0.9410.305
13Wed May 18 20162480.0205majority-0.845-0.54210.02050.326
14Thu May 19 2016812-0.371majority-0.825-0.171-10.3710.697
15Fri May 20 20162950.602majority-1.20.43110.6021.3
16Mon May 23 20161117-0.209majority-0.5940.6391-0.2091.09
17Tue May 24 201612171.37minority-0.802-0.72911.372.461
18Wed May 25 201618200.697minority0.566-1.4310.6973.161
19Thu May 26 20161026-0.021majority1.26-1.41-10.0213.18
20Fri May 27 201610210.429minority1.24-1.8310.4293.611
21Tue May 31 2016714-0.101majority1.67-1.73-10.1013.71
22Wed Jun 1 201620160.114majority1.57-1.6210.1143.82
23Thu Jun 2 20168250.282minority1.68-1.910.2824.11
24Fri Jun 3 20161419-0.291majority1.97-1.611-0.2913.81
25Mon Jun 6 201613190.49minority1.68-2.110.494.31
26Tue Jun 7 201611180.129minority2.17-2.2310.1294.431
27Wed Jun 8 20168260.331minority2.29-2.56-1-0.3314.1
28Thu Jun 9 20161527-0.172majority2.62-2.39-10.1724.27
29Fri Jun 10 20161223-0.918majority2.45-1.47-10.9185.19
30Mon Jun 13 20161418-0.812majority1.54-0.661-0.8124.38
31Tue Jun 14 20162413-0.18minority0.724-0.841-0.184.2
32Wed Jun 15 2016388-0.184minority0.544-1.021-0.1844.01
33Thu Jun 16 201622190.313majority0.36-0.711-1-0.3133.7
34Fri Jun 17 20162117-0.326minority0.673-1.041-0.3263.37
35Mon Jun 20 20161890.581majority0.348-0.45610.5813.95
36Tue Jun 21 201622100.271majority0.928-0.18410.2714.23
37Wed Jun 22 20161515-0.165?1.2-0.1841-0.1654.06
38Thu Jun 23 201622141.34majority1.031.1511.345.4
39Fri Jun 24 20161219-3.59majority2.374.74-13.598.99
40Mon Jun 27 20162417-1.81minority-1.222.93-11.8110.81
41Tue Jun 28 20163051.78majority-3.034.7111.7812.6
42Wed Jun 29 201617181.7minority-1.253.01-1-1.710.9
43Thu Jun 30 201616161.36?0.453.0111.3612.2
44Fri Jul 1 201615210.195minority1.812.8110.19512.41
45Tue Jul 5 20161118-0.685majority23.51-0.68511.7
46Wed Jul 6 201616230.535minority1.322.9610.53512.31
47Thu Jul 7 20161218-0.0872majority1.853.051-0.087212.2
48Fri Jul 8 201612201.53minority1.761.5211.5313.71
49Mon Jul 11 201614120.341majority3.291.8710.34114.1
50Tue Jul 12 201610200.701minority3.631.1610.70114.81
51Wed Jul 13 20167270.0135minority4.331.15-1-0.013514.7
52Thu Jul 14 20167220.526minority4.340.62510.52615.31
53Fri Jul 15 2016724-0.0929majority4.870.7181-0.092915.2
54Mon Jul 18 201611140.238minority4.780.4810.23815.41
55Tue Jul 19 20161328-0.144majority5.020.623-10.14415.6
56Wed Jul 20 201614160.427minority4.870.19610.427161
57Thu Jul 21 2016725-0.361majority5.30.558-10.36116.3
58Fri Jul 22 201613180.455minority4.940.10210.45516.81
59Mon Jul 25 20161117-0.301majority5.390.403-10.30117.1
60Tue Jul 26 201615160.0323minority5.090.37110.032317.11
61Wed Jul 27 20161017-0.12majority5.120.4911-0.1217
62Thu Jul 28 201619120.161majority5.010.65110.16117.2
63Fri Jul 29 20167220.163minority5.170.488-1-0.16317
64Tue Aug 2 20161017-0.636majority5.331.121-0.63616.4
65Thu Aug 4 201611170.0213minority4.691.110.021316.41
66Fri Aug 5 201614140.86?4.711.110.8617.3
67Mon Aug 8 20161218-0.0907majority5.571.19-10.090717.3
68Tue Aug 9 201614180.039minority5.481.1510.03917.41
69Wed Aug 10 2016719-0.286majority5.521.441-0.28617.1
70Thu Aug 11 201616130.473majority5.241.9110.47317.6
71Fri Aug 12 20161118-0.0796majority5.711.991-0.079617.5
72Mon Aug 15 20161750.279majority5.632.2710.27917.8
73Wed Aug 17 201616150.187majority5.912.4610.18718
74Thu Aug 18 201612250.22minority6.12.2410.2218.21
75Fri Aug 19 20161715-0.144minority6.322.11-0.14418
76Mon Aug 22 20161317-0.0563majority6.172.151-0.056318
77Tue Aug 23 201616140.195majority6.122.3510.19518.2
78Wed Aug 24 2016827-0.524majority6.312.87-10.52418.7
79Thu Aug 25 20161913-0.137minority5.792.741-0.13718.6
80Fri Aug 26 2016198-0.158minority5.652.581-0.15818.4
81Mon Aug 29 201611160.523minority5.492.0610.52318.91
82Tue Aug 30 2016820-0.195majority6.022.251-0.19518.7
83Wed Aug 31 20161913-0.238minority5.822.011-0.23818.5
84Thu Sep 1 20161712-0.00414minority5.582.011-0.0041418.5
85Fri Sep 2 201617160.42majority5.582.4310.4218.9
86Tue Sep 6 201614180.298minority62.1310.29819.21
87Wed Sep 7 20161022-0.0146majority6.32.15-10.014619.2
88Mon Sep 12 201618141.47majority6.283.6111.4720.7
89Tue Sep 13 20161218-1.48majority7.755.1-11.4822.2
90Wed Sep 14 2016259-0.0588minority6.275.041-0.058822.1
91Thu Sep 15 201624101.01majority6.216.0511.0123.1
92Fri Sep 16 2016922-0.377majority7.226.43-10.37723.5
93Mon Sep 19 20162311-0.00186minority6.846.421-0.0018623.5
94Tue Sep 20 201619110.0299majority6.846.4510.029923.5
95Wed Sep 21 20162581.09majority6.877.5511.0924.6
96Thu Sep 22 201616120.65majority7.968.210.6525.3
97Fri Sep 23 20161119-0.574majority8.618.77-10.57425.8
98Mon Sep 26 20161814-0.859minority8.047.911-0.85925
99Tue Sep 27 20162470.644majority7.188.5510.64425.6
100Thu Sep 29 20161919-0.932?7.828.551-0.93224.7
101Fri Sep 30 201614170.797minority6.897.7610.79725.51
102Mon Oct 3 20161520-0.326majority7.698.081-0.32625.2
103Tue Oct 4 2016217-0.496minority7.367.591-0.49624.7
104Wed Oct 5 20162350.43majority6.878.0210.4325.1
105Thu Oct 6 201611170.0482minority7.37.97-1-0.048225.1
106Fri Oct 7 20161815-0.325minority7.347.641-0.32524.7
107Mon Oct 10 201629140.461majority7.028.110.46125.2
108Tue Oct 11 20161435-1.24majority7.489.35-11.2426.4
109Wed Oct 12 201636160.115majority6.239.4610.11526.5
110Thu Oct 13 20162624-0.31minority6.359.15-10.3126.91
111Fri Oct 14 201628200.0202majority6.049.1710.020226.9
112Mon Oct 17 20161430-0.304majority6.069.48-10.30427.2
113Tue Oct 18 201630120.616majority5.7610.110.61627.8
114Wed Oct 19 201620270.219minority6.379.8810.219281
115Thu Oct 20 20162024-0.138majority6.5910-10.13828.2
116Fri Oct 21 20162917-0.00841minority6.45101-0.0084128.1
117Mon Oct 24 201613130.475?6.441010.47528.6
118Tue Oct 25 20161725-0.38majority6.9210.41-0.3828.2
119Wed Oct 26 20162120-0.174minority6.5410.2-10.17428.41
120Thu Oct 27 20162514-0.299minority6.379.911-0.29928.1
121Fri Oct 28 20162611-0.311minority6.079.61-0.31127.8
122Mon Oct 31 20162913-0.0122minority5.769.591-0.012227.8
123Tue Nov 1 20162615-0.679minority5.748.911-0.67927.1
124Wed Nov 2 20163110-0.653minority5.078.261-0.65326.5
125Thu Nov 3 20162018-0.442minority4.417.811-0.44226
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回复 鲜花 鸡蛋

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 楼主| 发表于 2017-10-2 02:52 AM | 显示全部楼层
  • "源济" voted 涨 at Fri Sep 29 15:58:49 2017
  • "风行过" voted 跌 at Fri Sep 29 15:58:49 2017
  • "ranchgirl" voted 涨 at Fri Sep 29 16:03:50 2017
  • "rightonmoney" voted 涨 at Fri Sep 29 16:05:50 2017
  • "ysc" voted 涨 at Fri Sep 29 17:00:50 2017
  • "coexist" voted 跌 at Fri Sep 29 17:09:50 2017
  • "pll" voted 涨 at Fri Sep 29 18:24:50 2017
  • "bokchoy888" voted 涨 at Fri Sep 29 21:02:49 2017
  • "littletiger" voted 跌 at Sun Oct 1 12:20:42 2017
  • "RespectRisk" voted 跌 at Sun Oct 1 17:48:42 2017
  • "Elephant" voted 跌 at Sun Oct 1 17:55:42 2017
  • "bucks" voted 涨 at Sun Oct 1 18:26:42 2017
  • "tcm328pan" voted 涨 at Sun Oct 1 18:53:41 2017
  • "oldwolf" voted 涨 at Sun Oct 1 19:30:41 2017
  • "QQQ?" voted 涨 at Sun Oct 1 20:14:41 2017
  • "Scaling" voted 跌 at Sun Oct 1 21:28:41 2017
  • "秋雨" voted 涨 at Sun Oct 1 21:41:41 2017
  • "我是谁" voted 涨 at Sun Oct 1 22:01:41 2017
  • "sunset6" voted 涨 at Sun Oct 1 22:01:41 2017
  • "acoust" voted 涨 at Sun Oct 1 22:24:41 2017
  • "Bencat" voted 涨 at Sun Oct 1 23:27:41 2017
  • "bank9" voted 涨 at Mon Oct 2 00:10:40 2017
  • "georgeyn" voted 涨 at Mon Oct 2 00:55:40 2017
  • "itsme" voted 涨 at Mon Oct 2 02:39:40 2017
===============================
There are 24 votes, in total, on Mon Oct 2 2017.
18涨: Bencat, QQQ?, acoust, bank9, bokchoy888, bucks, georgeyn, itsme, oldwolf, pll, ranchgirl, rightonmoney, sunset6, tcm328pan, ysc, 我是谁, 源济, 秋雨
6跌: Elephant, RespectRisk, Scaling, coexist, littletiger, 风行过
0平:
HI-MODEL supports 涨 (majority)

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 楼主| 发表于 2017-10-2 06:14 AM | 显示全部楼层
源济 发表于 2017-10-1 07:13 PM
更进一步,HI-Model能否在每天收盘之前给出第二天的预测?如果可以的话,更有实际指导意义。

请问“源济”,您的投票站是几点钟开始呀?每天收盘时,您的投票站甚至都没有打开,可是您想知道投票结果,说明您根本不懂HI-MODEL. 让“蛋炒饭”给您补补课吧。
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发表于 2017-10-2 06:27 AM | 显示全部楼层
盈透阿狗 发表于 2017-10-2 06:14 AM
请问“源济”,您的投票站是几点钟开始呀?每天收盘时,您的投票站甚至都没有打开,可是您想知道投票结果 ...

可以根据“每周投票”的结果给出第二天的预测。不过,我猜测这时HI-Model的结果很不理想,就像前期的统计结果。
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