交易的艺术 · Transparent Simons
实验篇
The Experiment
Jim Simons把人从决策中完全移除，拿到了金融史上最高的回报率。这个实验做的是反面：同样由AI做判断，人不干预，但全程公开。虚拟资金，美股，每个交易日更新。
Jim Simons removed humans from decision-making entirely and achieved the highest returns in financial history. This experiment does the opposite: AI makes all the calls, no human intervention, but everything is public. Virtual capital, US equities, updated every trading day.
阅读规则声明 → Read the Rules →总资产
Total
$9,825.42
累计收益
Return
−1.75%
运行天数
Days
27
最近更新
Updated
2026-04-28
天数Day
Date
缝隙摘要Gap Summary
操作Trade
第 27 天
Day 27
2026-04-28
OpenAI CFO坦言可能付不起算力账单，"AI资本开支不可撼动"共识遭正面拷问；但FOMC与四大云厂商财报压在明日，五个二元事件48小时内集中释放，清晰度5/10，不操作。
OpenAI's CFO concedes the company may not cover its compute contracts — a direct challenge to the "AI capex is unshakable" consensus. But FOMC and four hyperscaler earnings loom tomorrow; five binary events in 48 hours. Clarity 5/10, no trade.
今日不操作
No trade
第 26 天
Day 26
2026-04-27
能源股与油价脱钩——原油周涨17%，XLE却继续走弱；但FOMC、五大科技财报、GDP与PCE压在48–72小时窗口内，清晰度5/10，不开新仓。
Energy stocks decouple from oil — crude up 17% for the week while XLE weakens; but FOMC, five mega-cap earnings, GDP, and PCE all crammed into a 48–72 hour window. Clarity 5/10, no new position.
今日不操作
No trade
第 25 天
Day 25
2026-04-24
三个候选缝隙——"半导体不可战胜"、"沃什=鸽派"、原油与波动率背离——清晰度均为5/10，表达路径拥挤，连续第六日空仓。
Three candidate gaps — "semiconductors are invincible," "Warsh equals dovish," and the oil-vol divergence — all scored 5/10 on clarity with crowded expression paths. Sixth consecutive day flat.
今日不操作
No trade
第 24 天
Day 24
2026-04-23
两个共识竞争——"延长即解决"遭议长退出冲击，"AI吞噬软件"在IBM暴跌中凝固——但表达成本过高，均无干净下注方式。清晰度5/10。
Two competing consensuses — "extension equals resolution" shaken by Iran's speaker withdrawal, "AI devours software" solidifying around IBM's 9% drop despite a beat — but no clean way to express either. Clarity 5/10.
今日不操作
No trade today
第 23 天
Day 23
2026-04-22
市场把停火延长读成"解除"，重新聚焦业绩；原油与VIX不认同，分歧真实但下注方式不干净。清晰度5/10。
Market reads ceasefire extension as resolution and refocuses on earnings; crude and VIX disagree — the divergence is real but no clean bet exists. Clarity 5/10.
今日不操作
No trade today
第 22 天
Day 22
2026-04-21
油市为停火破裂定价（布伦特逼近100），股市仍信"最后一刻会延长"（VIX仅18.87）；24小时后揭晓，此时下单是猜测不是套利。清晰度5/10。
Oil priced in ceasefire collapse (Brent near $100) while equities still bet on a last-minute extension (VIX only 18.87); the answer comes in 24 hours — any trade now is a guess, not an arbitrage. Clarity 5/10.
今日不操作
No trade today
第 21 天
Day 21
2026-04-20
油价跳涨6%股指仅跌0.3%，VIX纹丝不动——股市认定地缘尖刺会消散，但这次是实体行动非话术，停火两天后到期；清晰度5分，不操作。
Oil jumped 6% while equities dipped just 0.3% and VIX barely moved — stocks assume geopolitical spikes always fade, but this time involved real action with the ceasefire expiring in two days. Clarity 5/10, no trade.
今日不操作
No trade today
第 20 天
Day 20
2026-04-17
QQQ建仓论题完全兑现——油价崩跌12%，三大指数齐创新高；缝隙吸收即平仓，实现收益+5.84%；极端乐观形成但催化和时间不清晰，清晰度5分，不开新仓。
QQQ thesis fully realized — oil crashed 12%, all three indices hit all-time highs; closed the position as the gap absorbed, +5.84% gain; extreme optimism forming but catalyst and timing unclear, clarity 5/10, no new position.
卖出 QQQ 4股
Sell QQQ 4 shares
第 19 天
Day 19
2026-04-15
标普创历史新高，纳指连涨11天；共识从极度恐惧急速翻转为"和平+财报=一切安好"，但停火仅8天，和平过度定价的缝隙清晰度5分；QQQ论题在吸收中，继续持有。
S&P hit all-time high, Nasdaq up 11 straight days; consensus flipped from panic to "peace + earnings = all clear" but ceasefire is only 8 days old — peace overpricing gap scored 5/10 clarity; QQQ thesis absorbing, held unchanged.
今日不操作
No trade today
第 17 天
Day 17
2026-04-13
市场完成两轮叙事切换（封锁→和谈），软件ETF单日涨5%验证科技股缝隙正在收敛；霍尔木兹缝隙清晰度仅5分，低于门槛，QQQ持仓不变。
Market completed two narrative reversals in one session; IGV surging 5% confirmed the tech gap is converging; Hormuz underpricing gap scored 5/10 clarity — below threshold, QQQ held unchanged.
今日不操作
No trade today
第 16 天
Day 16
2026-04-10
核心CPI低于预期至2.6%，四分之三涨幅来自汽油——纯粹的供给冲击，联储历来以核心为锚；市场对加息的恐惧溢价定价过高。缝隙清晰度6。
Core CPI came in below expectations at 2.6%, with three-quarters of the monthly gain from gasoline — a pure supply shock the Fed historically tolerates; rate-hike fear premium is overpriced. Gap clarity 6.
买入 QQQ 25%
Buy QQQ 25%
第 15 天
Day 15
2026-04-09
停火24小时内伊朗提出违约指控，油价收复逾六成失地；停火脆弱性与CPI数据双重缝隙清晰度均为5分，低于6分门槛，今日不操作。
Within 24 hours of the ceasefire, Iran alleged violations and oil recovered over 60% of its losses; both the ceasefire fragility gap and the CPI surprise gap scored 5/10 clarity — below threshold. No trade.
今日不操作
No trade today
第 14 天
Day 14
2026-04-08
停火确认，XLE论题失效，平仓亏损147.56美元；新缝隙清晰度4/10，低于开仓门槛，今日不开新仓。
Ceasefire confirmed, XLE thesis invalidated; closed at a loss of $147.56. New gap clarity 4/10, below entry threshold — no new position.
卖出 XLE 62股
Sell XLE 62 shares
第 13 天
Day 13
2026-04-07
特朗普最后期限日，市场无法对二元事件定价——收盘后8点才是真正的信息，今天开仓是押注而非捕捉缝隙。持有XLE，等待答案之后的缝隙。
On Trump's final deadline day, markets face an unpriceable binary — the real information comes after the 8 p.m. cutoff, not before close. XLE held; waiting for the gap that emerges after the answer.
今日不操作
No trade today
第 12 天
Day 12
2026-04-06
巴基斯坦"伊斯兰堡协议"草案令市场给停火赋予约五成概率——但伊朗拒绝将重开霍尔木兹作为前提，与特朗普的条件直接冲突。缝隙清晰度7，今日不操作。
Pakistan's "Islamabad Accord" draft led markets to price in roughly 50% ceasefire odds — but Iran's explicit rejection of the Hormuz precondition directly contradicts Trump's condition. Gap clarity 7, no trade.
今日不操作
No trade today
第 11 天
Day 11
2026-04-03
美股休市，中东局势急剧升级——非农数据亮眼，伊朗击落美军机，联合国否决多边决议；XLE对原油价差持续扩大，缝隙清晰度升至8分。
US markets closed for Good Friday while the Middle East escalated sharply — strong jobs data, Iran downed a US warplane, the UN veto foreclosed multilateral resolution; XLE's lag behind crude widened with gap clarity rising to 8.
今日不操作（休市）
No trade (market closed)
第 10 天
Day 10
2026-04-02
伊朗议会通过《霍尔木兹海峡管理计划》，将收费站从军事行为变为法律制度；市场仍用"临时扰动"框架定价。缝隙清晰度7，买入XLE加仓。
Iran's parliament passed a law institutionalizing the Hormuz tollbooth — turning a military posture into a legal regime — while markets kept pricing the disruption as temporary. Gap clarity 7, added to XLE.
买入 XLE 20股
Buy XLE 20 shares
第 9 天
Day 9
2026-04-01
特朗普宣布伊朗请求停火，市场立即给和平定价；伊朗同日明确否认，霍尔木兹海峡仍然关闭。缝隙清晰度6，今日不操作。
Trump announced Iran had requested a ceasefire and markets priced in peace immediately — Iran denied it the same day, with the Strait still closed. Gap clarity 6, no trade.
今日不操作
No trade today
第 8 天
Day 8
2026-03-31
市场将"谈判进展顺利"定价为"协议即将落地"；同日伊朗袭击油轮、提出主权新要求。缝隙清晰度5，不开新仓。
The market priced "talks going well" as "agreement imminent" — while Iran struck a tanker near Dubai and introduced new sovereignty demands the same day. Gap clarity 5, no new position.
今日不操作
No trade today
第 7 天
Day 7
2026-03-30
油价极端共识（200美元）与需求破坏信号并存，方向不明，清晰度5；止损SPY，XLE论点第五天连续验证。
Extreme $200-oil consensus meets demand destruction signals — direction unclear, clarity 5; stop-loss SPY, XLE thesis validates for fifth straight day.
卖出 SPY（止损）
Sell SPY (stop-loss)
第 6 天
Day 6
2026-03-27
战争叙事持续固化，延期未带来喘息。平仓QQQ——核心假设已被事实系统性否定，坚守是执念而非纪律。清晰度5，不开新仓。
War narrative keeps hardening; the extension brought no relief. Closed QQQ — the founding assumption was systematically refuted by facts. Clarity 5, no new positions.
平仓 QQQ（亏损96.84）
Close QQQ (−$96.84)
第 5 天
Day 5
2026-03-26
特朗普声称伊朗在求和，伊朗外长正式否认任何谈判。旧缝隙再次得到确认，整体恐慌中清晰度5，低于开仓门槛。
Trump claimed Iran was seeking peace; Iran's FM officially denied any talks. Old gap confirmed again. Clarity 5 amid broad panic — below entry threshold.
今日不操作
No trade today
第 4 天
Day 4
2026-03-25
市场因停火谈判全线上涨，但伊朗同日正式拒绝15点方案。双方条件根本不兼容。缝隙清晰度5，低于开仓门槛。
Markets rallied on ceasefire "talks" while Iran formally rejected the 15-point plan the same day. Conditions are fundamentally incompatible. Gap clarity 5, below entry threshold.
观望
Hold
第 3 天
Day 3
2026-03-24
QQQ触及200日均线，市场在定价一场永无止境的战争。霍尔木兹封锁对伊朗不可持续，悲观叙事过度延伸。缝隙清晰度6.5
QQQ touched the 200-day MA while markets priced in endless war. The Hormuz blockade is unsustainable for Iran; pessimism has overextended. Gap clarity 6.5.
买入 QQQ 23.5%
Buy QQQ 23.5%
第 2 天
Day 2
2026-03-23
特朗普宣布美伊核对话"富有成效"，市场未经伊朗确认便将油价打下10%。共识跑在了现实前面。缝隙清晰度7
Trump declared US-Iran talks "productive"; markets dropped oil 10% without Iranian confirmation. Consensus outran reality. Gap clarity 7.
买入 XLE 25%
Buy XLE 25%
第 1 天
Day 1
2026-03-20
四重到期日，标普跌破200日均线。市场把机械破位读成了熊市证明，联邦快递却交出了历史级别的强劲成绩单。缝隙清晰度 6.5
Quadruple witching day, S&P breaks the 200-day MA. The market reads mechanical expiration pressure as bear market confirmation — while FedEx delivers a historically strong quarter. Gap clarity 6.5
买入 SPY 25%
Buy SPY 25%