V2 投资策略监控
SPY EMA180 + z<1.0/z>3.0 → 80% FNGU + 20% GLD / 100% GLD
最后更新: 2026-05-04 07:38:19 · 数据截至: 2026-05-01
⚠️ IN (临近退出)
自 2026-04-08 (23 天)
持仓中, 但 z=+2.57 接近 3.0 退出阈值
⚠️ z-score = +2.57σ, 距离退出阈值 (3.0) 仅差 0.43σ. SPY 再涨约 2.2% 即触发卖出.
关键指标
SPY 收盘
$720.65
EMA180: $665.74 (+8.2%)
z-score (60d)
+2.57σ
入场<1.0 | 退出>3.0
VIX
17.3
恐慌阈值: 40.0 (-22.7)
FNGU 收盘
$25.24
FNGS: $70.85 · GLD: $423.18
信号判定
SPY > EMA180?
YES ✓
z-score < 1.0 (允许入场)?
NO ✗ (z=+2.57)
z-score > 3.0 (强制退出)?
NO (z=+2.57, 临近)
VIX > 40 (恐慌反转, 暂未启用)?
NO ✓ (VIX=17.3)
应持仓位 (按比例)
SPY 价格 + EMA180 (过去 1 年)
z-score 时间线 (过去 1 年)
策略状态条 (过去 1 年)
最近 30 次状态变化
| 日期 | 操作 | SPY | EMA180 | z-score |
|---|
| 2026-04-08 | IN (买 FNGU+GLD) | $676.01 | $657.57 | +1.16σ |
| 2026-03-23 | OUT (卖→GLD) | $655.38 | $658.21 | -0.27σ |
| 2026-03-16 | IN (买 FNGU+GLD) | $667.21 | $658.22 | +1.18σ |
| 2025-08-29 | OUT (卖→GLD) | $639.62 | $591.57 | +2.92σ |
| 2025-05-14 | IN (买 FNGU+GLD) | $580.93 | $559.24 | +0.89σ |
| 2025-05-13 | OUT (卖→GLD) | $580.19 | $559.00 | +0.85σ |
| 2025-05-12 | IN (买 FNGU+GLD) | $576.38 | $558.76 | +0.69σ |
| 2025-05-07 | OUT (卖→GLD) | $554.79 | $558.57 | -0.14σ |
| 2025-05-06 | IN (买 FNGU+GLD) | $552.47 | $558.61 | -0.22σ |
| 2025-03-28 | OUT (卖→GLD) | $549.36 | $566.62 | -1.02σ |
| 2025-03-26 | IN (买 FNGU+GLD) | $562.15 | $566.88 | -0.29σ |
| 2025-03-10 | OUT (卖→GLD) | $552.56 | $568.28 | -1.46σ |
| 2025-03-05 | IN (买 FNGU+GLD) | $574.72 | $568.51 | +0.69σ |
| 2024-11-08 | OUT (卖→GLD) | $587.66 | $541.14 | +3.67σ |
| 2024-08-15 | IN (买 FNGU+GLD) | $541.67 | $522.70 | +0.00σ |