Gate 研究院：8 月风险资产整体上涨，趋势动量策略表现稳定

链捕手

Sep 04

ChainCatcher 消息，Gate 研究院发布 2026 年 8 月加密与 TradFi 量化报告。BTC 与 ETH 月内分别上涨约 25.1% 和 32.6%。Gate 合约数据显示，BTC 未平仓合约金额从约 40.2 亿美元增至 43.8 亿美元，ETH 从约 24.6 亿美元增至 27.5 亿美元，增幅分别约为 9% 和 12.1%。

两者资金费率多数时间保持温和正值，多仓账户数量占优，但主动成交多空比低于 1。TradFi 市场同步上涨，NAS100 月内上涨约 4.2%，表现强于 US500 和 US30，大型科技股走势则出现分化。

报告比较了均线趋势、趋势动量、唐奇安突破和 RSI 均值回归四种模型。回测结果显示，100 日均线与 20 日价格动量策略在 BTC、ETH、US500 和 NAS100 上均取得正累计收益，夏普比率中位数为 0.64，最大回撤中位数为 8.71%。报告将 Gate TradFi 的 US500 与 NAS100 纳入跨资产观察，并结合 Gate 合约的多空比、资金费率和未平仓合约数据评估市场热度。未来一至三个月的执行将围绕趋势确认、波动率调仓、杠杆限制和异常爆仓冷却展开。

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One of the best stock trading platforms in Singapore.","ogImage":"https://c1.itigergrowtha.com/portal5/static/media/og-logo.0a0bd8dc.png","ogUrl":"https://www.itiger.com/news/2664233661"},"companyName":"Tiger Brokers"},"pageData":{"isMobile":false,"isTiger":false,"isTTM":true,"region":"SGP","license":"TBSG","edition":"fundamental"},"isCrawlerRequest":true,"__swrFallback__":{"@#url:\"https://stock-news.skytigris.cn/v3/news\",params:#id:\"2664233661\",edition:\"fundamental\",auth_exemption:1,,,undefined,":{"share":"https://ttm.financial/m/news/2664233661?lang=en_US&edition=fundamental","thumbnail":"","is_english":false,"pubTime":"2026-09-04 18:21","share_image_url":"https://static.laohu8.com/e9f99090a1c2ed51c021029395664489","id":"2664233661","market":"sg","top_or_hot":-1,"title":"Gate 研究院：8 月风险资产整体上涨，趋势动量策略表现稳定","media":"链捕手","content":"<html><body><p>ChainCatcher 消息，Gate 研究院发布 2026 年 8 月加密与 TradFi 量化报告。BTC 与 ETH 月内分别上涨约 25.1% 和 32.6%。Gate 合约数据显示，BTC 未平仓合约金额从约 40.2 亿美元增至 43.8 亿美元，ETH 从约 24.6 亿美元增至 27.5 亿美元，增幅分别约为 9% 和 12.1%。</p><p>两者资金费率多数时间保持温和正值，多仓账户数量占优，但主动成交多空比低于 1。TradFi 市场同步上涨，NAS100 月内上涨约 4.2%，表现强于 US500 和 US30，大型科技股走势则出现分化。</p><p>报告比较了均线趋势、趋势动量、唐奇安突破和 RSI 均值回归四种模型。回测结果显示，100 日均线与 20 日价格动量策略在 BTC、ETH、US500 和 NAS100 上均取得正累计收益，<a href=\"https://laohu8.com/S/SHCAY\">夏普</a>比率中位数为 0.64，最大回撤中位数为 8.71%。报告将 Gate TradFi 的 US500 与 NAS100 纳入跨资产观察，并结合 Gate 合约的多空比、资金费率和未平仓合约数据评估市场热度。未来一至三个月的执行将围绕趋势确认、波动率调仓、杠杆限制和异常爆仓冷却展开。</p></body></html>","source":null,"html":"<!DOCTYPE html>\n<html>\n<head>\n<meta http-equiv=\"Content-Type\" content=\"text/html; 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