瑞郎 CHF 位于 52 周区间的中部。两个方向都没有储备的挤压燃料 —— 此处的持仓是背景,不是信号。
Δ 已与净持仓反向 —— 这群人本周开始回补了。这个翻转(而不是持仓的大小)才是我们检验过的数据里最接近"点火信号"的东西(Idx ≤10 且 Δ 翻正,其后一周约 61% 命中)。
| 周次 | 净持仓 | 较上周变化 |
|---|---|---|
| 2026-09-15 | -28,988 | +997 |
| 2026-09-08 | -29,985 | -7,109 |
| 2026-09-01 | -22,876 | -2,930 |
| 2026-08-25 | -19,946 | +7,332 |
| 2026-08-18 | -27,278 | +5,184 |
| 2026-08-11 | -32,462 | +360 |
| 2026-08-04 | -32,822 | +640 |
| 2026-07-28 | -33,462 | +780 |
| 2026-07-21 | -34,242 | +2,714 |
| 2026-07-14 | -36,956 | +458 |
| 2026-07-07 | -37,414 | +1,544 |
| 2026-06-30 | -38,958 | +2,136 |
| 2026-06-23 | -41,094 | -1,036 |
| 2026-06-16 | -40,058 | -3,393 |
| 2026-06-09 | -36,665 | -3,756 |
| 2026-06-02 | -32,909 | +2,231 |
| 2026-05-26 | -35,140 | +1,797 |
| 2026-05-19 | -36,937 | -740 |
| 2026-05-12 | -36,197 | -1,676 |
| 2026-05-05 | -34,521 | +700 |
| 2026-04-28 | -35,221 | -1,948 |
| 2026-04-21 | -33,273 | +824 |
| 2026-04-14 | -34,097 | -3,403 |
| 2026-04-07 | -30,694 | -823 |
| 2026-03-31 | -29,871 | -2,774 |
| 2026-03-24 | -27,097 | -1,884 |
| 2026-03-17 | -25,213 | +15,879 |
| 2026-03-10 | -41,092 | +191 |
| 2026-03-03 | -41,283 | -97 |
| 2026-02-24 | -41,186 | -305 |
| 2026-02-17 | -40,881 | +1,378 |
| 2026-02-10 | -42,259 | -1,542 |
| 2026-02-03 | -40,717 | +2,176 |
| 2026-01-27 | -42,893 | +314 |
| 2026-01-20 | -43,207 | +185 |
| 2026-01-13 | -43,392 | -3,126 |
| 2026-01-06 | -40,266 | +3,932 |
| 2025-12-30 | -44,198 | -209 |
| 2025-12-23 | -43,989 | -5,082 |
| 2025-12-16 | -38,907 | -304 |
| 2025-12-09 | -38,603 | -2,818 |
| 2025-12-02 | -35,785 | -425 |
| 2025-11-25 | -35,360 | -3,175 |
| 2025-11-18 | -32,185 | +3,864 |
| 2025-11-10 | -36,049 | -4,162 |
| 2025-11-04 | -31,887 | -4,029 |
| 2025-10-28 | -27,858 | -14 |
| 2025-10-21 | -27,844 | +362 |
| 2025-10-14 | -28,206 | -736 |
| 2025-10-07 | -27,470 | -1,408 |
| 2025-09-30 | -26,062 | -3,044 |
| 2025-09-23 | -23,018 | +3,022 |
| 2025-09-16 | -26,040 | +2,799 |
| 2025-09-09 | -28,839 | -2,951 |
| 2025-09-02 | -25,888 | +1,090 |
| 2025-08-26 | -26,978 | +300 |
| 2025-08-19 | -27,278 | +765 |
| 2025-08-12 | -28,043 | -666 |
| 2025-08-05 | -27,377 | -3,343 |
| 2025-07-29 | -24,034 | +2,031 |
| 2025-07-22 | -26,065 | -3,428 |
| 2025-07-15 | -22,637 | -441 |
| 2025-07-08 | -22,196 | +1,657 |
| 2025-07-01 | -23,853 | -2,909 |
| 2025-06-24 | -20,944 | -888 |
| 2025-06-17 | -20,056 | +1,212 |
| 2025-06-10 | -21,268 | +4,798 |
| 2025-06-03 | -26,066 | -583 |
| 2025-05-27 | -25,483 | -1,716 |
| 2025-05-20 | -23,767 | -698 |
| 2025-05-13 | -23,069 | +505 |
| 2025-05-06 | -23,574 | +740 |
| 2025-04-29 | -24,314 | +1,160 |
| 2025-04-22 | -25,474 | +3,110 |
| 2025-04-15 | -28,584 | +1,693 |
| 2025-04-08 | -30,277 | +12,487 |
| 2025-04-01 | -42,764 | -5,171 |
| 2025-03-25 | -37,593 | -3,218 |
| 2025-03-18 | -34,375 | +2,582 |
| 2025-03-11 | -36,957 | +818 |
| 2025-03-04 | -37,775 | +1,685 |
| 2025-02-25 | -39,460 | -1,101 |
| 2025-02-18 | -38,359 | +386 |
| 2025-02-11 | -38,745 | +3,513 |
| 2025-02-04 | -42,258 | +742 |
| 2025-01-28 | -43,000 | -1,163 |
| 2025-01-21 | -41,837 | -3,136 |
| 2025-01-14 | -38,701 | -813 |
| 2025-01-07 | -37,888 | -5,075 |
| 2024-12-31 | -32,813 | -4,431 |
| 2024-12-24 | -28,382 | -6,582 |
| 2024-12-17 | -21,800 | +13,192 |
| 2024-12-10 | -34,992 | +6,102 |
| 2024-12-03 | -41,094 | -1,418 |
| 2024-11-26 | -39,676 | -2,605 |
| 2024-11-19 | -37,071 | -4,377 |
| 2024-11-12 | -32,694 | -2,713 |
| 2024-11-05 | -29,981 | +4,017 |
| 2024-10-29 | -33,998 | -1,344 |
| 2024-10-22 | -32,654 | -6,493 |
| 2024-10-15 | -26,161 | -3,702 |
| 2024-10-08 | -22,459 | +395 |
| 2024-10-01 | -22,854 | -3,564 |
| 2024-09-24 | -19,290 | — |
数据参考资料,不构成投资建议。数据源:CFTC Commitments of Traders 公开数据集。