Market Intelligence
System Overview
Total Realized PnL
+315.50
Market Coverage
73 Assets
Last Update
2026-04-16 08:30
Volatility Extremes
| Asset |
Sector |
ATM IV |
IV Percentile |
RV22 |
IV/RV |
|
BK |
65.7% |
99.6 |
52.8% |
1.24 |
|
EN |
39.0% |
95.2 |
61.2% |
0.64 |
|
EN |
34.6% |
94.0 |
45.6% |
0.76 |
|
EN |
44.8% |
89.7 |
59.9% |
0.75 |
|
EN |
42.2% |
88.5 |
57.6% |
0.73 |
|
EN |
29.0% |
87.6 |
64.0% |
0.45 |
IV Overpriced
| Asset | IV/RV | IV Pct |
|---|
|
1.60 |
1.6 |
|
1.33 |
71.6 |
|
1.24 |
99.6 |
|
1.18 |
33.3 |
|
1.18 |
79.0 |
IV Underpriced
| Asset | IV/RV | IV Pct |
|---|
|
0.00 |
0.0 |
|
0.00 |
0.0 |
|
0.42 |
81.9 |
|
0.45 |
87.2 |
|
0.45 |
87.6 |
Strategy Performance (Backtest)
| Asset |
Strategy |
Return |
MaxDD |
Sharpe |
Trades |
WinRate |
| 棉花BEST |
SystemTrend (Carver) |
+2624.40% |
151.81% |
0.01 |
3 |
33.3% |
| 黄金 |
Aberration |
+35.87% |
13.41% |
1.11 |
2 |
100.0% |
| 白银 |
Aberration |
+20.93% |
27.90% |
0.54 |
4 |
25.0% |
| PTA |
Aberration |
+16.10% |
6.03% |
0.84 |
5 |
20.0% |
| PTA |
SystemTrend (Carver) |
+10.79% |
19.37% |
0.36 |
1 |
100.0% |
| 铜 |
SystemTrend (Carver) |
+4.22% |
5.77% |
0.21 |
1 |
0.0% |
| 棉花 |
Aberration |
+3.40% |
6.80% |
0.14 |
5 |
20.0% |
| 甲醇 |
Aberration |
+3.01% |
6.41% |
0.10 |
6 |
33.3% |
| 铜 |
Aberration |
+2.62% |
10.22% |
0.07 |
4 |
25.0% |
| 铜 |
DualThrust CTA |
+2.35% |
1.51% |
0.07 |
33 |
51.5% |
| 白银 |
DualThrust CTA |
+0.72% |
1.00% |
-1.19 |
38 |
36.8% |
| 棉花 |
DualThrust CTA |
+0.26% |
0.19% |
-6.12 |
30 |
40.0% |
| 豆粕 |
DualThrust CTA |
+0.01% |
0.07% |
-22.92 |
40 |
35.0% |
| 黄金 |
DualThrust CTA |
+0.01% |
0.02% |
-53.06 |
41 |
29.3% |
| 玻璃 |
DualThrust CTA |
-0.01% |
0.07% |
-26.07 |
39 |
46.2% |
| 铁矿 |
DualThrust CTA |
-0.03% |
0.05% |
-64.36 |
46 |
26.1% |
| 甲醇 |
DualThrust CTA |
-0.07% |
0.09% |
-18.05 |
40 |
30.0% |
| 螺纹 |
DualThrust CTA |
-0.12% |
0.16% |
-23.61 |
46 |
26.1% |
| PTA |
DualThrust CTA |
-0.12% |
0.13% |
-10.95 |
44 |
36.4% |
| 白糖 |
DualThrust CTA |
-0.15% |
0.18% |
-20.35 |
36 |
25.0% |