样例周报

Atlas Quant 周报

公开样例报告。完整会员版每周更新 10 个策略榜单、基准对比、风险标签和复核清单。

Atlas Quant Weekly - 2026-06-29

This is a systematic research report, not personalized investment advice.

Universe: us_discovery
Lookback: 5 years
Candidate pool: 851
Assets reviewed this run: 851
Current signal eligible assets: 850
Long-history/backtest eligible assets: 791
Short-history current-only assets: 59
Assets used in strategy backtests: 120
Strategy count: 10
Excluded data errors: 1
Data error summary: {"too_little_current_history": {"count": 1, "examples": [{"symbol": "FDXF", "error": "too little current history: 22 < 160"}]}}
Short-history examples: [{"symbol": "AIPO", "name": "Defiance AI & Power Infrastructure ETF", "history_days": 232}, {"symbol": "AGIX", "name": "KraneShares Public-Private AI & Technology ETF", "history_days": 487}, {"symbol": "ALH", "name": "Alliance Laundry Holdings Inc. Common Stock", "history_days": 179}, {"symbol": "AEMS", "name": "Anfield Enhanced Market ETF", "history_days": 249}, {"symbol": "AVLC", "name": "Avantis U.S. Large Cap Equity ETF", "history_days": 688}, {"symbol": "KVUE", "name": "Kenvue", "history_days": 789}, {"symbol": "ALAB", "name": "Astera Labs", "history_days": 569}, {"symbol": "ARM", "name": "Arm Holdings", "history_days": 698}]

Strategy Ranking

Rank	Strategy	CAGR	Excess vs SPY	Excess vs QQQ	Max DD	Robustness
1	平滑相对强度增强	33.0%	12.8%	7.8%	-23.1%	可研究
2	质量低波相对增强	32.4%	12.2%	7.1%	-20.8%	可研究
3	QQQ 均衡 Alpha	32.0%	11.8%	6.8%	-22.0%	可研究
4	QQQ 相对质量低波	31.3%	11.2%	6.1%	-19.9%	可研究
5	均衡相对 Alpha	29.8%	9.7%	4.6%	-22.1%	可研究
6	平滑相对强度	27.7%	7.6%	2.5%	-22.7%	可研究
7	稳态赢家	27.1%	7.0%	1.9%	-21.1%	可研究
8	抗回撤动量	27.1%	6.9%	1.9%	-21.4%	可研究
9	质量低波复利	26.8%	6.6%	1.5%	-21.2%	可研究
10	基准相对低波	25.8%	5.6%	0.6%	-22.1%	可研究

Weekly Recommendations By Strategy

平滑相对强度增强

更集中地选择相对强度平滑且回撤较浅的领先标的，减少拖累项。

Robustness: 可研究 - 收益/风险/基准对比有一个以上维度通过
Backtest CAGR: 33.0%
Excess vs SPY CAGR: 12.8%
Excess vs QQQ CAGR: 7.8%

Rank	Symbol	Name	Region	Score	Notes	Seeking Alpha
1	BAND	Bandwidth Inc. - Class A Common Stock	US Discovery	95.0	3M 230.0%; 6M 276.8%; 波动 138.1%	SA
2	ALAB	Astera Labs	Nasdaq 100 + US Discovery	95.0	3M 244.8%; 6M 132.0%; 波动 101.5%	SA
3	AMAT	Applied Materials	Nasdaq 100 + US Discovery	95.0	3M 85.4%; 6M 141.5%; 波动 66.2%	SA
4	AMD	Advanced Micro Devices	Nasdaq 100 + US Discovery	95.0	3M 156.0%; 6M 142.7%; 波动 79.0%	SA
5	ARM	Arm Holdings	Nasdaq 100 + US Discovery	95.0	3M 115.9%; 6M 198.4%; 波动 109.4%	SA
6	COHR	Coherent Corp.	S&P 500	95.0	3M 56.4%; 6M 98.3%; 波动 89.7%	SA
7	DELL	Dell Technologies	S&P 500	95.0	3M 127.9%; 6M 215.4%; 波动 96.2%	SA
8	FIX	Comfort Systems USA	S&P 500	95.0	3M 36.5%; 6M 92.2%; 波动 56.0%	SA
9	FLEX	Flex Ltd.	S&P 500	95.0	3M 126.5%; 6M 130.2%; 波动 98.4%	SA
10	GLW	Corning Inc.	S&P 500	95.0	3M 63.6%; 6M 148.3%; 波动 84.9%	SA

质量低波相对增强

在低波复利框架里加入相对强度约束，避免只买防御而跑输 QQQ。

Robustness: 可研究 - 收益/风险/基准对比有一个以上维度通过
Backtest CAGR: 32.4%
Excess vs SPY CAGR: 12.2%
Excess vs QQQ CAGR: 7.1%

Rank	Symbol	Name	Region	Score	Notes	Seeking Alpha
1	BAND	Bandwidth Inc. - Class A Common Stock	US Discovery	95.0	3M 230.0%; 6M 276.8%; 波动 138.1%	SA
2	ALAB	Astera Labs	Nasdaq 100 + US Discovery	95.0	3M 244.8%; 6M 132.0%; 波动 101.5%	SA
3	COHR	Coherent Corp.	S&P 500	95.0	3M 56.4%; 6M 98.3%; 波动 89.7%	SA
4	GLW	Corning Inc.	S&P 500	95.0	3M 63.6%; 6M 148.3%; 波动 84.9%	SA
5	INTC	Intel	Nasdaq 100	95.0	3M 191.0%; 6M 253.0%; 波动 96.2%	SA
6	LRCX	Lam Research	Nasdaq 100	95.0	3M 79.3%; 6M 116.8%; 波动 68.1%	SA
7	MU	Micron Technology	Nasdaq 100	95.0	3M 218.7%; 6M 310.2%; 波动 103.3%	SA
8	NBIS	Nebius Group	Nasdaq 100	95.0	3M 126.8%; 6M 166.9%; 波动 101.5%	SA
9	SNDK	Sandisk	Nasdaq 100	95.0	3M 246.6%; 6M 753.7%; 波动 109.6%	SA
10	STX	Seagate Technology	Nasdaq 100	95.0	3M 137.7%; 6M 219.8%; 波动 68.7%	SA

QQQ 均衡 Alpha

以 QQQ 为强基准，在绝对动量、相对动量、趋势、低波和回撤之间做均衡筛选。

Robustness: 可研究 - 收益/风险/基准对比有一个以上维度通过
Backtest CAGR: 32.0%
Excess vs SPY CAGR: 11.8%
Excess vs QQQ CAGR: 6.8%

Rank	Symbol	Name	Region	Score	Notes	Seeking Alpha
1	BAND	Bandwidth Inc. - Class A Common Stock	US Discovery	95.0	3M 230.0%; 6M 276.8%; 波动 138.1%	SA
2	ALAB	Astera Labs	Nasdaq 100 + US Discovery	95.0	3M 244.8%; 6M 132.0%; 波动 101.5%	SA
3	AMAT	Applied Materials	Nasdaq 100 + US Discovery	95.0	3M 85.4%; 6M 141.5%; 波动 66.2%	SA
4	AMD	Advanced Micro Devices	Nasdaq 100 + US Discovery	95.0	3M 156.0%; 6M 142.7%; 波动 79.0%	SA
5	COHR	Coherent Corp.	S&P 500	95.0	3M 56.4%; 6M 98.3%; 波动 89.7%	SA
6	DELL	Dell Technologies	S&P 500	95.0	3M 127.9%; 6M 215.4%; 波动 96.2%	SA
7	FIX	Comfort Systems USA	S&P 500	95.0	3M 36.5%; 6M 92.2%; 波动 56.0%	SA
8	FLEX	Flex Ltd.	S&P 500	95.0	3M 126.5%; 6M 130.2%; 波动 98.4%	SA
9	GLW	Corning Inc.	S&P 500	95.0	3M 63.6%; 6M 148.3%; 波动 84.9%	SA
10	INTC	Intel	Nasdaq 100	95.0	3M 191.0%; 6M 253.0%; 波动 96.2%	SA

QQQ 相对质量低波

直接以 QQQ 为强基准，寻找相对 QQQ 仍有强度且波动较低的标的。

Robustness: 可研究 - 收益/风险/基准对比有一个以上维度通过
Backtest CAGR: 31.3%
Excess vs SPY CAGR: 11.2%
Excess vs QQQ CAGR: 6.1%

Rank	Symbol	Name	Region	Score	Notes	Seeking Alpha
1	BAND	Bandwidth Inc. - Class A Common Stock	US Discovery	95.0	3M 230.0%; 6M 276.8%; 波动 138.1%	SA
2	ALAB	Astera Labs	Nasdaq 100 + US Discovery	95.0	3M 244.8%; 6M 132.0%; 波动 101.5%	SA
3	AMAT	Applied Materials	Nasdaq 100 + US Discovery	95.0	3M 85.4%; 6M 141.5%; 波动 66.2%	SA
4	AMD	Advanced Micro Devices	Nasdaq 100 + US Discovery	95.0	3M 156.0%; 6M 142.7%; 波动 79.0%	SA
5	COHR	Coherent Corp.	S&P 500	95.0	3M 56.4%; 6M 98.3%; 波动 89.7%	SA
6	DELL	Dell Technologies	S&P 500	95.0	3M 127.9%; 6M 215.4%; 波动 96.2%	SA
7	FIX	Comfort Systems USA	S&P 500	95.0	3M 36.5%; 6M 92.2%; 波动 56.0%	SA
8	GLW	Corning Inc.	S&P 500	95.0	3M 63.6%; 6M 148.3%; 波动 84.9%	SA
9	INTC	Intel	Nasdaq 100	95.0	3M 191.0%; 6M 253.0%; 波动 96.2%	SA
10	LRCX	Lam Research	Nasdaq 100	95.0	3M 79.3%; 6M 116.8%; 波动 68.1%	SA

均衡相对 Alpha

把绝对动量、相对强度、趋势、低波和低回撤组合起来，优先相对 QQQ/SPY 都有优势的标的。

Robustness: 可研究 - 收益/风险/基准对比有一个以上维度通过
Backtest CAGR: 29.8%
Excess vs SPY CAGR: 9.7%
Excess vs QQQ CAGR: 4.6%

Rank	Symbol	Name	Region	Score	Notes	Seeking Alpha
1	BAND	Bandwidth Inc. - Class A Common Stock	US Discovery	95.0	3M 230.0%; 6M 276.8%; 波动 138.1%	SA
2	ALAB	Astera Labs	Nasdaq 100 + US Discovery	95.0	3M 244.8%; 6M 132.0%; 波动 101.5%	SA
3	AMAT	Applied Materials	Nasdaq 100 + US Discovery	95.0	3M 85.4%; 6M 141.5%; 波动 66.2%	SA
4	AMD	Advanced Micro Devices	Nasdaq 100 + US Discovery	95.0	3M 156.0%; 6M 142.7%; 波动 79.0%	SA
5	ARM	Arm Holdings	Nasdaq 100 + US Discovery	95.0	3M 115.9%; 6M 198.4%; 波动 109.4%	SA
6	COHR	Coherent Corp.	S&P 500	95.0	3M 56.4%; 6M 98.3%; 波动 89.7%	SA
7	DELL	Dell Technologies	S&P 500	95.0	3M 127.9%; 6M 215.4%; 波动 96.2%	SA
8	FIX	Comfort Systems USA	S&P 500	95.0	3M 36.5%; 6M 92.2%; 波动 56.0%	SA
9	FLEX	Flex Ltd.	S&P 500	95.0	3M 126.5%; 6M 130.2%; 波动 98.4%	SA
10	GLW	Corning Inc.	S&P 500	95.0	3M 63.6%; 6M 148.3%; 波动 84.9%	SA

平滑相对强度

用3/6/12个月相对强度叠加低波和低回撤，避免只追短期高 beta。

Robustness: 可研究 - 收益/风险/基准对比有一个以上维度通过
Backtest CAGR: 27.7%
Excess vs SPY CAGR: 7.6%
Excess vs QQQ CAGR: 2.5%

Rank	Symbol	Name	Region	Score	Notes	Seeking Alpha
1	BAND	Bandwidth Inc. - Class A Common Stock	US Discovery	95.0	3M 230.0%; 6M 276.8%; 波动 138.1%	SA
2	ALAB	Astera Labs	Nasdaq 100 + US Discovery	95.0	3M 244.8%; 6M 132.0%; 波动 101.5%	SA
3	AMAT	Applied Materials	Nasdaq 100 + US Discovery	95.0	3M 85.4%; 6M 141.5%; 波动 66.2%	SA
4	AMD	Advanced Micro Devices	Nasdaq 100 + US Discovery	95.0	3M 156.0%; 6M 142.7%; 波动 79.0%	SA
5	COHR	Coherent Corp.	S&P 500	95.0	3M 56.4%; 6M 98.3%; 波动 89.7%	SA
6	DELL	Dell Technologies	S&P 500	95.0	3M 127.9%; 6M 215.4%; 波动 96.2%	SA
7	FLEX	Flex Ltd.	S&P 500	95.0	3M 126.5%; 6M 130.2%; 波动 98.4%	SA
8	GLW	Corning Inc.	S&P 500	95.0	3M 63.6%; 6M 148.3%; 波动 84.9%	SA
9	INTC	Intel	Nasdaq 100	95.0	3M 191.0%; 6M 253.0%; 波动 96.2%	SA
10	LRCX	Lam Research	Nasdaq 100	95.0	3M 79.3%; 6M 116.8%; 波动 68.1%	SA

稳态赢家

12个月和6个月持续走强、波动和回撤可控的标的更适合周频持有。

Robustness: 可研究 - 收益/风险/基准对比有一个以上维度通过
Backtest CAGR: 27.1%
Excess vs SPY CAGR: 7.0%
Excess vs QQQ CAGR: 1.9%

Rank	Symbol	Name	Region	Score	Notes	Seeking Alpha
1	BAND	Bandwidth Inc. - Class A Common Stock	US Discovery	95.0	3M 230.0%; 6M 276.8%; 波动 138.1%	SA
2	INTC	Intel	Nasdaq 100	95.0	3M 191.0%; 6M 253.0%; 波动 96.2%	SA
3	MU	Micron Technology	Nasdaq 100	95.0	3M 218.7%; 6M 310.2%; 波动 103.3%	SA
4	NBIS	Nebius Group	Nasdaq 100	95.0	3M 126.8%; 6M 166.9%; 波动 101.5%	SA
5	SNDK	Sandisk	Nasdaq 100	95.0	3M 246.6%; 6M 753.7%; 波动 109.6%	SA
6	STX	Seagate Technology	Nasdaq 100	95.0	3M 137.7%; 6M 219.8%; 波动 68.7%	SA
7	WDC	Western Digital	Nasdaq 100	95.0	3M 114.6%; 6M 229.2%; 波动 79.6%	SA
8	AXTI	AXT Inc - Common Stock	US Discovery	95.0	3M 19.9%; 6M 379.2%; 波动 167.8%	SA
9	AMDL	GraniteShares 2x Long AMD Daily ETF	US Discovery	95.0	3M 441.2%; 6M 325.6%; 波动 157.9%	SA
10	AEHR	Aehr Test Systems - Common Stock	US Discovery	95.0	3M 165.6%; 6M 303.2%; 波动 135.7%	SA

抗回撤动量

动量有效但必须通过回撤惩罚，避免只买高弹性高崩盘风险标的。

Robustness: 可研究 - 收益/风险/基准对比有一个以上维度通过
Backtest CAGR: 27.1%
Excess vs SPY CAGR: 6.9%
Excess vs QQQ CAGR: 1.9%

Rank	Symbol	Name	Region	Score	Notes	Seeking Alpha
1	INTC	Intel	Nasdaq 100	95.0	3M 191.0%; 6M 253.0%; 波动 96.2%	SA
2	MU	Micron Technology	Nasdaq 100	95.0	3M 218.7%; 6M 310.2%; 波动 103.3%	SA
3	SNDK	Sandisk	Nasdaq 100	95.0	3M 246.6%; 6M 753.7%; 波动 109.6%	SA
4	STX	Seagate Technology	Nasdaq 100	95.0	3M 137.7%; 6M 219.8%; 波动 68.7%	SA
5	WDC	Western Digital	Nasdaq 100	95.0	3M 114.6%; 6M 229.2%; 波动 79.6%	SA
6	AXTI	AXT Inc - Common Stock	US Discovery	95.0	3M 19.9%; 6M 379.2%; 波动 167.8%	SA
7	AMDL	GraniteShares 2x Long AMD Daily ETF	US Discovery	95.0	3M 441.2%; 6M 325.6%; 波动 157.9%	SA
8	AEHR	Aehr Test Systems - Common Stock	US Discovery	95.0	3M 165.6%; 6M 303.2%; 波动 135.7%	SA
9	AMUU	Direxion Daily AMD Bull 2X ETF	US Discovery	95.0	3M 451.9%; 6M 332.1%; 波动 156.8%	SA
10	AMDG	Leverage Shares 2X Long AMD Daily ETF	US Discovery	95.0	3M 439.9%; 6M 321.9%; 波动 156.9%	SA

质量低波复利

优先选择长期动量、低波动、低回撤且趋势未破坏的复利型标的。

Robustness: 可研究 - 收益/风险/基准对比有一个以上维度通过
Backtest CAGR: 26.8%
Excess vs SPY CAGR: 6.6%
Excess vs QQQ CAGR: 1.5%

Rank	Symbol	Name	Region	Score	Notes	Seeking Alpha
1	INTC	Intel	Nasdaq 100	95.0	3M 191.0%; 6M 253.0%; 波动 96.2%	SA
2	MU	Micron Technology	Nasdaq 100	95.0	3M 218.7%; 6M 310.2%; 波动 103.3%	SA
3	SNDK	Sandisk	Nasdaq 100	95.0	3M 246.6%; 6M 753.7%; 波动 109.6%	SA
4	STX	Seagate Technology	Nasdaq 100	95.0	3M 137.7%; 6M 219.8%; 波动 68.7%	SA
5	WDC	Western Digital	Nasdaq 100	95.0	3M 114.6%; 6M 229.2%; 波动 79.6%	SA
6	AXTI	AXT Inc - Common Stock	US Discovery	95.0	3M 19.9%; 6M 379.2%; 波动 167.8%	SA
7	AMDL	GraniteShares 2x Long AMD Daily ETF	US Discovery	95.0	3M 441.2%; 6M 325.6%; 波动 157.9%	SA
8	AEHR	Aehr Test Systems - Common Stock	US Discovery	95.0	3M 165.6%; 6M 303.2%; 波动 135.7%	SA
9	AMUU	Direxion Daily AMD Bull 2X ETF	US Discovery	95.0	3M 451.9%; 6M 332.1%; 波动 156.8%	SA
10	AMDG	Leverage Shares 2X Long AMD Daily ETF	US Discovery	95.0	3M 439.9%; 6M 321.9%; 波动 156.9%	SA

基准相对低波

相对基准有持续强度，同时波动和回撤低于普通强势股的标的优先。

Robustness: 可研究 - 收益/风险/基准对比有一个以上维度通过
Backtest CAGR: 25.8%
Excess vs SPY CAGR: 5.6%
Excess vs QQQ CAGR: 0.6%

Rank	Symbol	Name	Region	Score	Notes	Seeking Alpha
1	BAND	Bandwidth Inc. - Class A Common Stock	US Discovery	95.0	3M 230.0%; 6M 276.8%; 波动 138.1%	SA
2	ALAB	Astera Labs	Nasdaq 100 + US Discovery	95.0	3M 244.8%; 6M 132.0%; 波动 101.5%	SA
3	AMAT	Applied Materials	Nasdaq 100 + US Discovery	95.0	3M 85.4%; 6M 141.5%; 波动 66.2%	SA
4	AMD	Advanced Micro Devices	Nasdaq 100 + US Discovery	95.0	3M 156.0%; 6M 142.7%; 波动 79.0%	SA
5	ARM	Arm Holdings	Nasdaq 100 + US Discovery	95.0	3M 115.9%; 6M 198.4%; 波动 109.4%	SA
6	COHR	Coherent Corp.	S&P 500	95.0	3M 56.4%; 6M 98.3%; 波动 89.7%	SA
7	DELL	Dell Technologies	S&P 500	95.0	3M 127.9%; 6M 215.4%; 波动 96.2%	SA
8	FLEX	Flex Ltd.	S&P 500	95.0	3M 126.5%; 6M 130.2%; 波动 98.4%	SA
9	GLW	Corning Inc.	S&P 500	95.0	3M 63.6%; 6M 148.3%; 波动 84.9%	SA
10	INTC	Intel	Nasdaq 100	95.0	3M 191.0%; 6M 253.0%; 波动 96.2%	SA

Method And Guardrails

Automated sources: public price/volume data and SPY/QQQ benchmark data.
Seeking Alpha, news, earnings, and fundamentals should be linked or manually pasted; paywalled scraping is excluded.
Strategies rebalance weekly using prior-day data and charge 10 bps turnover cost.
The discovery report uses a broad candidate pool but caps weekly backtests after prefiltering so automation stays reliable.
Extremely high CAGR or very high-volatility picks are overfitting/risk flags first, not claims that future returns will match the backtest.
The strategy ranking is for research prioritization. It can overfit and can fail live.
Before live trading, require out-of-sample tests, liquidity filters, tax/currency checks, and position sizing rules.

Disclosure: This is systematic research and education content, not personalized investment advice or a profit guarantee.