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研究了一个新策略，是反散户交易的扩展

25-06-17 22:22 152次浏览
小狼admini
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下边是回测结果，整体还回测了14年至今， 总体回撤小，收益也没打板那么多的超额收益就是，决定拿个账户专门跑这个策略，
时间-2020年至2025-6-12---
持仓天数策略净值平均年化收益平均胜率最大回撤沪深300
2天1.132.24%50.67%5.97%0.95
3天1.162.72%52.78%6.84%0.95
4天1.294.78%54.49%6.79%0.95
5天1.345.49%56.49%7.23%0.95
6天1.355.54%58.23%7.23%0.95
7天1.375.92%58.38%7.23%0.95
8天1.416.49%59.75%7.23%0.95
9天1.416.48%57.09%7.23%0.95
10天1.396.16%60.38%7.23%0.95
11天1.446.87%60.50%7.23%0.95
12天1.497.51%58.94%7.23%0.95
13天1.568.39%62.59%7.23%0.95
14天1.618.99%62.13%7.23%0.95
15天1.588.72%63.00%7.23%0.95
16天1.6910.02%61.28%7.58%0.95
17天1.689.92%59.62%8.47%0.95
18天1.7510.77%63.20%8.10%0.95
19天1.8912.32%63.83%7.76%0.95
20天2.0714.16%63.75%7.63%0.95
21天2.1214.66%58.78%8.04%0.95
22天2.2816.19%61.07%8.12%0.95
23天2.5118.24%63.79%8.15%0.95
24天2.5118.19%66.50%8.53%0.95
25天2.6519.41%65.16%8.65%0.95
26天2.8020.61%67.42%8.66%0.95
27天2.8721.12%66.40%10.62%0.95
28天2.9321.62%64.92%10.95%0.95
29天3.1022.81%65.98%10.45%0.95
30天3.1122.91%65.93%11.26%0.95
打开淘股吧APP
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