*****仅作个人策略研究思考记录,不作为投资意见和引导,欢迎关注见证*****
idea:模型推断双方相对强弱,做多占优一方,同步做空另一方,取得超额收益,信号维持不调仓,周频
_______________________________________________Next_Pred_________________________________________
pre_0408-0412:
沪深300 >
中证1000 pending
_______________________________________________History_____________________________________________
_______________________________________________perf___________________________________________________
2020.9-2024.2:
accuracy: 70%
annualReturn: 30%
win/loss: 4
maxDrawdown: 6%
turnover: 30%