SHFE.RB · SHFE Rebar 10-Year Price Action Profile
Empirically profiled across 10 years of continuous contracts: SHFE.RB (SHFE Rebar) in the Ferrous sector achieves its highest win rate with Parabolic Wedge Climax (46.6% Win Rate) and highest profit efficiency with Parabolic Wedge Climax (Profit Factor 1.83, Payoff Ratio 2.09:1).
📐 Top Synergistic Price Action Setups for SHFE.RB (SHFE Rebar)
View All 47 Setups →Peer Varieties in the "Ferrous" Sector
10-Year Quantitative FAQ: SHFE.RB (SHFE Rebar)
Q1: What is the highest win-rate Price Action setup for SHFE.RB (SHFE Rebar)?
Across 10 years of continuous contracts, the highest win-rate setup on SHFE.RB (SHFE Rebar) is Parabolic Wedge Climax (pa-parabolic), achieving a 46.6% win rate and 1.83 profit factor.
Q2: Which setup delivers the highest Profit Factor and cumulative expectancy on SHFE.RB?
The highest Profit Factor setup is Parabolic Wedge Climax (PF 1.83, Payoff 2.09:1), while the top cumulative PnL setup is Measured-Move Pennant Breakout (Expectancy +0.44R, Half-Kelly 10.5%).
MarketSightAI Quantitative Forensics Capabilities & Deeper Research Inquiries
We openly showcase our core quantitative engineering capabilities—including the Interactive Lifecycle Workbench (/workbench/), 6-school 5-step causal inference, 54-variety × 47-setup 10-year empirical matrix, and portfolio attribution. If you have deeper research requirements, custom .json session requests, or institutional collaboration inquiries, feel free to reach out via email.
1. Post-Market Quantitative Research Tool Only: All charts, win-rate statistics, 5-step causal chains, and .json sessions exclusively analyze completed historical K-line bars; 2. No Investment Advice: MarketSightAI does not provide live trading signals, financial advisory, or asset management services; 3. 100% Risk Assumption: Past statistical performance never guarantees future results—you are solely responsible for your own trading decisions.
Bar-by-Bar Lifecycle Workbench
Explore 15 built-in historical WorkbenchSession samples with bar-by-bar blind replay, Dual-Window HUD, and local JSON import.
- ✓ Covers 6 tactical schools (Al Brooks PA / Langzhu / FangFangTu / Ouyang / Ross Mom & Options)
- ✓ Reconstructs the 5-step causal chain (Context ➔ Anatomy ➔ Setup ➔ Plan ➔ Bar N+1 Watershed)
- ✓ Bar-by-Bar Blind Replay hides future bars to test real-time price action reading
54-Variety × 47-Setup Matrix
Built on strict bar-by-bar causal backtests (2015–2026) across 54 futures contracts and 47 Price Action setups.
- ✓ Win rate, payoff ratio, and Profit Factor leaderboard across 47 PA setups
- ✓ 54 futures variety DNA profiles mapping top win-rate & top PF setups
- ✓ Interactive Trader’s Equation & Half-Kelly position sizing calculator
Multi-Asset Portfolio Attribution
Strictly aligned to 15:00 physical close timestamps with zero lookahead bias across ETF rotation and CTA portfolios.
- ✓ 8 core institutional risk metrics (CAGR, Sharpe, Sortino, Calmar, Max DD)
- ✓ Interactive excess NAV curve vs. benchmark & underwater drawdown chart
- ✓ Transparent archive of historical rebalancing logs and factor rationales
Need Deeper Research? Email Us
If you have deeper requirements—such as custom symbol/date WorkbenchSession JSON compilation, multi-school attribution, or research collaboration—reach out via email.
- ✓ Custom Symbol & Date Forensics: Discuss bespoke
.jsonsessions for specific completed trading days - ✓ Multi-School & Algorithmic Exchange: Deep-dive discussions on 5-step causality and empirical backtesting
- ✓ Official Contact Email:
[email protected]
For deeper inquiries on historical session forensics, multi-timeframe algorithmic attribution, or quantitative research collaboration, please email us directly. All analyses and data strictly follow our Legal Disclaimer & Non-Investment Advice Terms for educational research only.