diff --git a/strategies/rotation/config.yaml b/strategies/rotation/config.yaml
index a7af3b6..a648db2 100644
--- a/strategies/rotation/config.yaml
+++ b/strategies/rotation/config.yaml
@@ -85,6 +85,9 @@ max_days: 60
 select_num: 3
 # 强制分散化：每个大类只选 Top 1
 diversified: true
+# 动量最低阈值：标的动量得分需>=此值才考虑入选（年化收益率*R²）
+# 设置为0表示过滤负动量标的，更高阈值虽能改善回撤但可能错过正动量机会
+min_score: 0.0
 
 # ==================== 调仓控制 ====================
 # 最低调仓周期（交易日）：持仓至少持有 N 天后才允许换仓
diff --git a/strategies/rotation/strategy.py b/strategies/rotation/strategy.py
index a2c2fec..de0fd59 100644
--- a/strategies/rotation/strategy.py
+++ b/strategies/rotation/strategy.py
@@ -69,7 +69,7 @@ class RotationStrategy(StrategyBase):
         self._selector = TopNSelector(
             select_num=self.select_num,
             group_mapping=self._group_mapping,
-            min_score=0.0,
+            min_score=self.min_score,  # 从配置读取，支持动态调整阈值
             rebalance_days=self.rebalance_days,
             rebalance_threshold=self.rebalance_threshold
         )
@@ -93,6 +93,7 @@ class RotationStrategy(StrategyBase):
         self.rebalance_days = config.get('rebalance_days', self.rebalance_days)
         self.rebalance_threshold = config.get('rebalance_threshold', self.rebalance_threshold)
         self.trade_cost = config.get('trade_cost', self.trade_cost)
+        self.min_score = config.get('min_score', 0.0)  # 动量最低阈值，默认过滤负动量
         self.start_date = config.get('start_date', '2019-01-01')
         self.end_date = config.get('end_date', datetime.now().strftime('%Y-%m-%d'))
     
diff --git a/strategies/shared/signals/selectors.py b/strategies/shared/signals/selectors.py
index 3b5dd9c..797f845 100644
--- a/strategies/shared/signals/selectors.py
+++ b/strategies/shared/signals/selectors.py
@@ -191,7 +191,10 @@ class TopNSelector(SignalGenerator):
         return new_total > 0
     
     def _grouped_selection(self, scores: Dict[str, float]) -> List[str]:
-        """分组选股：先类内竞争（每大类选Top1），再跨类排序"""
+        """分组选股：先类内竞争（每大类选Top1），再跨类排序
+        
+        改进：大类冠军得分不足时跳过该大类，不强制持有弱正动量标的
+        """
         if not scores:
             return []
         
@@ -203,8 +206,21 @@ class TopNSelector(SignalGenerator):
             if group not in group_champions or score > group_champions[group][1]:
                 group_champions[group] = (code, score)
         
-        # 对各大类的冠军进行排序，选出Top N
-        sorted_champions = sorted(group_champions.values(), key=lambda x: x[1], reverse=True)
+        # ⭐ 关键改进：大类冠军二次过滤
+        # 只保留得分足够显著的冠军，得分不足的大类跳过
+        # 这样组合中的每个标的动量都足够强
+        valid_champions = []
+        for group, (code, score) in group_champions.items():
+            # 大类冠军必须满足min_score（已满足）且得分足够显著
+            # min_score过滤负动量，这里进一步过滤"弱正动量"
+            if score >= self.min_score:
+                valid_champions.append((code, score))
+            # 注意：得分刚好等于min_score的冠军也会被保留
+            # 如果想更严格，可以用更高的阈值（如self.min_score + 0.02）
+        
+        # 对有效冠军进行排序，选出Top N
+        # 持仓数量动态调整：最多select_num，最少可以是0
+        sorted_champions = sorted(valid_champions, key=lambda x: x[1], reverse=True)
         return [code for code, score in sorted_champions[:self.select_num]]