Efy60m

Efy60m Strategy Analysis Report (Product Analysis)
Efy60m 策略分析報告

Strategy Name: Efy60m
策略名稱：Efy60m

Instrument: Taiwan Index Futures (TXF) / Continuous Contract | Timeframe: 60-minute Chart
適用商品：台指期 (TXF) / 連續月 | 適用週期：60 分鐘 K 線

1. Core Philosophy
核心邏輯

Efy60m is a trend-following strategy based on "Asymmetric Volatility Breakout". It does not predict the market but waits for the trend to initiate.
Efy60m 是一套基於 「非對稱波動率突破」 的趨勢策略。它不預測行情，而是等待行情發動。

Asymmetry: Recognizes the "slow rise, sharp drop" characteristic of TXF. It uses different parameters for Long and Short positions to avoid slow reactions in bear markets or getting whipsawed during bull market corrections.
非對稱性：承認台指期「緩漲急跌」的特性，多空使用不同的參數，避免在空頭市場反應過慢，或在多頭回檔時被洗出場。

Anti-Chop Mechanism: Built-in ADX momentum filter. It automatically stays idle during low momentum periods (sideways markets) and only executes trades when significant profit potential exists.
抗盤整機制：內建 ADX 動能濾網，在市場動能不足（死魚盤）時自動休眠，只在有大肉吃的時候才出手。

Triple Risk Management: Features "Channel Reversal Exit," "Fixed Stop Loss," and "Trailing Take Profit" to effectively secure and lock in profits.
三重風控：具備「通道反向出場」、「固定停損」與「移動停利」，確保獲利落袋為安。

2. Competitiveness
市場競爭力

Profit Factor > 2.1: This represents a Tier 1 (Top-tier) level among commercial strategies. While most strategies pass with a PF of 1.5~1.6, Efy60m demonstrates exceptional efficiency.
獲利因子 > 2.1：這在市售策略中屬於 Tier 1 (頂級) 水準。大部分市售策略 PF 能到 1.5~1.6 就算及格，Efy60m 的獲利效率極高。

High Average Trade (> $16,000 TWD): This is its strongest competitive moat. Even with increased slippage or higher commissions in the future, the strategy remains profitable because it captures major trends rather than marginal gains.
高平均獲利 (Avg Trade > $16,000)：這是最強的護城河。即便未來滑價變大、手續費變貴，這套策略依然能獲利，因為它抓的是大波段，而非蠅頭小利。

Avoid Settlement Risk: Executes early settlement on Tuesdays to avoid the volatility and turbulence of Wednesday's settlement day.
避開結算風險：週二提前結算，避開了週三的結算亂流。

3. Rating
評級

Profitability: ⭐⭐⭐⭐⭐
獲利能力：⭐⭐⭐⭐⭐

Stability: ⭐⭐⭐⭐
穩定性：⭐⭐⭐⭐

Risk Profile: Medium-High Risk (Swing trading strategy; sufficient margin is required).
風險屬性：中高風險 (屬於波段策略，需準備足夠保證金)

Disclaimer: "Past performance is not indicative of future results. This swing trading strategy has a maximum drawdown of approximately 400,000 TWD. It is recommended to have a capital reserve of 800,000 to 1,000,000 TWD per Large TXF contract."
警語：「過去績效不代表未來獲利，波段策略最大回撤約 40 萬，建議操作大台本金需備足 80-100 萬/口」。