What this HK lab measures本HK实验室测量什么
20 frozen HK candidate pick engines run in parallel on forward ledgers in the asia-close lane. Each book fires picks nightly; those picks are graded when the horizon elapses. Nothing here drives live selection. The purpose is evidence accrual: let the data tell us which HK constructions are worth a formal gauntlet.20个冻结HK候选选股引擎在亚盘通道的前向账本上并行运行。每本书每晚触发选择;当地平线经过时,这些选择被评级。这里没有任何内容驱动实时选股。目的是证据累积:让数据告诉我们哪些港股构造值得正式考验。
Ruler (HKPL-R3)标尺(HKPL-R3)
Primary ruler: 21-session ^HSI excess — win rate + median excess. 5/10/63-session descriptive ladder also recorded. MFE/MAE over 25 sessions.主标尺:21节恒生(^HSI)超额 — 胜率+中位超额。同时记录5/10/63节描述性阶梯。25节MFE/MAE。
Inverse books (Knife Avoid, Chase Avoid): scored as avoid-accuracy — expected negative 21-session excess.反向书(刀口规避、追涨规避):评分为规避准确性 — 预期21节负超额。
Execution law (HKPL-R4)执行法则(HKPL-R4)
Exec = next HK session close (fill_basis="close"). No price limits — HK has no daily limit. Board lots ignored at ledger tier (noted, not modeled).执行 = 下一港股交易节收盘价(fill_basis="close")。无涨跌停 — 港股无每日限制。账本层忽略手数(已注明,未建模)。
Halt law: if the exec session has no print, fill at the first traded session within 5 sessions, else the fire is voided (halt_voided counter). A name halted >5 consecutive sessions inside a grade window grades to last trade with halted=true — never silent ffill.停牌法则:若执行节无成交,在5节内首个有成交节入场,否则触发撤销(halt_voided计数)。评级窗口内连续停牌>5节的个股以最后成交价评级并标记halted=true — 绝不静默填充。
Organ staleness (HKPL-R7)器官陈旧度(HKPL-R7)
A book input staler than 2 HK sessions disables that book for the night (fail-closed). The disabled_stale_nights counter on the scoreboard tracks how many nights each organ-dependent book was suppressed.书的输入数据超过2个港股交易节将使该书当夜停用(故障关闭)。记分板上的disabled_stale_nights计数器跟踪每本器官依存书被抑制的夜数。
HK kill laws (spec §8)HK禁止法则(规格§8)
NO residual/selection momentum ranks. NO southbound delta-ranking (SB_ACCUM organ signal = legal). NO COILED books for HK. NO Connect-inclusion event books.无残差/选择动量排名。无南向资金增量排名(SB_ACCUM器官信号 = 合法)。无HK盘绕书。无互联互通纳入事件书。
Inverse books (Knife Avoid, Chase Avoid) are AVOID books — expected negative excess. The 20 books use beta-role, organ-state, and leverage-mechanics constructions — not momentum factors.反向书(刀口规避、追涨规避)是规避书 — 预期负超额。20本书使用贝塔角色、器官状态和杠杆机制构造 — 而非动量因子。
Controls (HKPL-R5)控制变量(HKPL-R5)
Every book is measured against two yardsticks: (1) the HK Random Control book (8 deterministic-random liquid names, seed = sha256(engine_id+asof)), visible in the scoreboard; and (2) the universe buy-anytime base rate. Every headline number is lift over both.每本书均与两个基准进行比较:(1)HK随机控制书(8个确定性随机流动名称,种子=sha256(engine_id+asof)),在记分板中可见;以及(2)全市场随时买入基准率。每个标题数字是相对于两者的提升。
ACCRUING floor (HKPL-R6)累积下限(HKPL-R6)
No verdict language before n≥25 fires spanning ≥3 calendar months and ≥6 distinct fire dates. Refire lockout: 21 sessions (HKPL-R6). Max 8 picks/day (small HK universe ~160 names).在n≥25次触发跨越≥3个日历月和≥6个不同触发日期之前,无结论语言。重触锁定:21节(HKPL-R6)。每日最多8个选择(港股小宇宙约160只)。
Until then, the status badge reads ACCRUING.在此之前,状态徽章显示ACCRUING。
No Long-Hold grid (HKPL-R9)无长持网格(HKPL-R9)
HK long-hold grids are deliberately deferred: the H3/H2a edges are already accruing under their own programs. Revisit only with dedicated pre-registration.HK长持网格被故意推迟:H3/H2a优势已在各自程序下累积。仅凭专用预注册方可重新审视。
Candidate families候选族
- A — 1D Velocity:1日速度: 5 books — 1D MACD/StochRSI cross-up entry timing; cross×washout organ; ADR overnight confirmation; blastoff (3D gate miss); regime (Risk-on + peg ok).5本书 — 1日MACD/StochRSI交叉上穿入场时机;交叉×洗盘器官;ADR隔夜确认;起飞(3日门遗漏);状态(风险偏好开启+联系汇率正常)。
- B — Washout/Ignition (organ):洗盘/点火(器官): 5 books — ignition_watch strongest state; washout×SB_ACCUM confluence; washout×buyback; pullback second-chance entry; Knife Avoid INVERSE (knife_risk=True).5本书 — ignition_watch最强状态;洗盘×南向积累汇流;洗盘×回购;回调第二次机会入场;刀口规避反向(knife_risk=True)。
- C — HK-unique structure:HK特有结构: 4 books — CBBC bear-skew forced-buy fuel; A/H discount value (H3 near-GO); short squeeze (SFC pressure+RSI reclaim); catalyst+narrative attention shock.4本书 — CBBC空头偏斜强制买入燃料;A/H折价价值(H3接近通过);轧空(SFC压力+RSI收复);催化剂+叙事关注冲击。
- D — Beta/Regime:贝塔/状态: 3 books — amplifiers on Risk-on; cushions on Risk-off; HIBOR EASY liquidity + washout_2w rebound.3本书 — 风险偏好开启时的放大器;风险回避时的缓冲;HIBOR宽松流动性+2周洗盘反弹。
- E — Ablations + Controls:消融+控制: 3 books — flagship no-gate ablation (edge_z, no signal-gate grouping); Chase Avoid INVERSE (chase_risk state, RSI≥70 gapped); HK Random Control yardstick.3本书 — 旗舰无门消融(edge_z,无信号门分组);追涨规避反向(chase_risk状态,RSI≥70跳空);HK随机控制基准。
Clocks时钟
- 2026-08-20 — first operator read; 1D-vs-stale-cross diagnostic first look; prune degenerate books.2026-08-20 — 第一次操作员读取;1日vs迟滞交叉诊断首次查看;修剪退化书本。
- 2026-10-09 — floor-eligible verdict window (n≥25/≥3mo/≥6 dates) for high-frequency books.2026-10-09 — 高频书的达标评判窗口(n≥25/≥3月/≥6日期)。
- 2027-01 — H3 come-back clock; hklab_ah_value re-baselines if H3 promotes/changes.2027-01 — H3回归时钟;H3晋升/变更时hklab_ah_value重新基准。
Authority: display_only. All rows carry authority: "display_only" per HKPL-R1.授权:仅展示。所有行按照HKPL-R1携带授权:"display_only"。
· Built生成时间 2026-07-09 14:35 UTC