Core Insights - The report focuses on a trading timing strategy based on win rate, optimizing a multi-signal trading strategy structured around "trend identification, rhythm control, and signal integration" for interest rate futures T and TL [1][11][46] Group 1: Trading Timing Strategies - The report distinguishes between fundamental timing and trading timing, with fundamental timing focusing on macroeconomic factors and trading timing emphasizing market behavior and technical indicators [1][12] - A multi-signal strategy is proposed to enhance robustness, combining various sub-strategies to maintain signal stability and reduce trading frequency [3][45] Group 2: Sub-Strategies Overview - The report introduces several sub-strategies including low-latency trend identification, moment-based timing, single/double moving averages, channel filtering, and nine-turn sequence recognition [29][39][42] - Each sub-strategy is designed to address specific issues such as lagging signals and high-frequency noise, aiming for clearer structures and better adaptability in the interest rate futures market [28][30][38] Group 3: Performance Metrics - Backtesting results show that the multi-signal strategy for T yielded an annualized return of 8.63% with a Sharpe ratio of 3.04 and a win rate of 70.37%, while TL achieved an annualized return of 23.22% with a Sharpe ratio of 3.78 and a win rate of 80.77% [3][46][48] - The multi-signal strategy effectively mitigated significant drawdowns in February and July 2025, demonstrating strong defensive capabilities during volatile market conditions [47][48]