Hypotheses

FMZ DTW Recovery-Template Matching on an Eight-Name A-Share Pilot

Hypothesis

Derived by the Research Lead from 发明者量化-小小梦, 基于动态时间规整的形态识别策略: test daily DTW matching against an explicitly specified recovery template on Chinese A-shares. Preserve the source's long-only selection, five-session holding period and exit after a daily fall exceeding 5%. The source omits its actual template, normalization, distance threshold and allocation; this pilot supplies those choices without attributing them to the author. Use 1-DAY bars, a baseline 20-session pattern window and capped equal allocation. Compute signals after completed sessions and execute entries and close-based exits at the next actual session open. This explicitly adapts the source's execution to the supported session-market fill rule. The four inspected figures show DTW temporal alignment, manually selected template matching, historical performance curves and claimed statistics; none reveals the trading template or marked entries. All source performance claims remain unverified. The declared eight-name pilot is an instrument adaptation, not a reproduction of the all-A-share screen.

Analysis

基于动态时间规整的形态识别策略

Backtest and paper results are hypothetical. Trading involves risk of loss.