📅
The Monday Turnaround
周一反转策略
Mean Reversion
均值回归
SPY Only
Buy fear on Monday, sell into strength. Three consecutive down days exhaust sellers — Tuesday snaps back.
周一买恐慌，卖在强势。连续三天下跌耗尽卖方力量——周二反弹。
$8.38M
Total P&L总盈亏
78.8%
Win Rate胜率
4.29
Profit Factor盈亏比
$84.6K
Avg Trade平均盈利
99
Trades交易数
3.5d
Avg Hold平均持仓
-6.9%
Max DD最大回撤
W23/L3
Streaks连胜/连败
Trade Rules
交易规则
Entry Signal入场信号
Today is Monday. Monday close < Friday close (down). Friday close < Thursday close (down). Two consecutive down days into Monday.
今天是周一。周一收盘 < 周五收盘（下跌）。周五收盘 < 周四收盘（下跌）。连续两天下跌进入周一。
Entry Execution入场执行
Buy SPY at Monday's close. Full position.
在周一收盘买入SPY。满仓。
Exit Signal出场信号
Sell when today's close > yesterday's high. Strength confirmed — take profits.
当收盘价> 前一天最高价时卖出。确认强势——获利了结。
Risk Management风险管理
No fixed stop loss. No take profit. No time limit. The exit signal IS the risk management.
无固定止损。无止盈目标。无时间限制。出场信号即风险管理。
Why Each Rule Works
每条规则的原理
Why two down days?为什么需要连续两天下跌？
One down day can continue. Two consecutive declines exhaust sellers — weak hands are out, creating a rubber band stretched too far.
一天下跌可能持续。连续两天下跌耗尽卖方——弱手已出局，橡皮筋被拉得太远。
Why Monday?为什么是周一？
Weekend worry accumulates and triggers selling. Monday close after two down days is peak pessimism — the statistical best entry price.
周末忧虑累积引发抛售。连跌两天后的周一收盘是悲观顶峰——统计上的最佳入场价。
Why buy at the close?为什么收盘买入？
The close captures the full day's selling. Maximum fear = best price. Waiting for confirmation means missing the snap-back.
收盘价反映全天抛售。最大恐惧 = 最佳价格。等待确认意味着错过反弹。
Why this exit?为什么这样出场？
Close > yesterday's high confirms buyers took control. The bounce arrived. Take profits before momentum fades.
收盘价 > 前日最高价确认买方掌控。反弹已到。在动量消退前获利。
Backtest Results — 2015 to 2026
回测结果 — 2015至2026
Notable Trades
值得关注的交易
2020-03-23
+$905.9K (+9.06%)
COVID crash bottom — bought peak fear新冠崩盘底部——买在最恐慌时
2025-04-07
+$877.1K (+8.77%)
Tariff crash recovery — same pattern关税危机后反弹——相同模式
2025-02-24
-$576.0K (-5.76%)
Worst trade — 18 days, no exit signal最差交易——18天无出场信号
The Learning Experience
学习体验
How Users Learn This Strategy
用户如何学习这个策略
We don't hand users a black-box strategy. We decompose each rule into its core concept, teach the rationale, then verify understanding — Duolingo-style.
我们不给用户一个黑箱策略。我们将每条规则分解为核心概念，讲解原理，然后验证理解——Duolingo式教学。
1
📖
Teach
教学
Each concept is explained with real market context. Why it works, not just what it does.
每个概念都结合真实市场背景讲解。不仅知道是什么，还知道为什么。
→
2
🧠
Test
测验
Scenario-based questions check understanding. Wrong answers get instant explanations.
情境化问题检验理解。答错即时获得解释。
→
3
🔓
Unlock
解锁
Full strategy revealed with backtest proof. Users trade with conviction, not blind faith.
完整策略连同回测验证一起解锁。用户带着信念交易，而非盲目跟随。
5 Concepts · 5 Quizzes · 3 Minutes
5个概念 · 5道测验 · 3分钟
📅 Calendar Effects日历效应
Why Mondays after weak Fridays have a statistical edge. Sellers are exhausted by Monday close.
为什么疲弱周五后的周一具有统计优势。到周一收盘，卖方已经耗尽。
teach + quiz
教学 + 测验
🟥 Consecutive Down Days连续下跌日
Two down days create the "rubber band" effect. Why the dual-day filter catches only the strongest setups.
连续两天下跌产生"橡皮筋"效应。为什么双日过滤器只捕捉最强的设置。
teach + quiz
教学 + 测验
🪃 Mean Reversion均值回归
Why SPY snaps back — and why it works on liquid ETFs but not small caps.
为什么SPY会反弹——以及为什么在高流动性ETF上有效，但小盘股不行。
teach + quiz
教学 + 测验
💰 Entry: Buy the Close入场：收盘买入
Why Monday's close beats Tuesday's open. Maximum pessimism = best entry price.
为什么周一收盘优于周二开盘。最大悲观 = 最佳入场价。
scenario quiz
情境测验
🚀 Exit: Close > Previous High出场：收盘 > 前日最高
Why this strength signal captures the bounce without overstaying. Hold discipline over emotion.
为什么这个强势信号能捕捉反弹而不过度持有。纪律优于情绪。
scenario quiz
情境测验
Live Quiz Preview — Step 3 of 5
实时测验预览 — 第3步，共5步
Interactive
互动
Mean reversion works best on…
均值回归在以下哪种工具上效果最好？
✓
Liquid ETFs like SPY — hard to push far from fair value
像SPY这样的高流动性ETF——难以被推离公允价值
Small-cap stocks — they move more
小盘股——它们波动更大
✅ Correct!正确！
SPY has massive liquidity — billions traded daily — so extreme moves are quickly corrected by institutional buyers.
SPY拥有巨大的流动性——每天交易数十亿——因此极端波动会迅速被机构买家纠正。
3 min
Average lesson time
平均课程时间
5
Concepts per strategy
每个策略的概念数
11
Strategies in library
策略库中的策略