随机抽样 18 只 | 按Calmar中位数降序
| # | 类别 | 策略 | Calmar | 中位收益 | 去尾均值 | MDD | P10 | 失效率 | 跑赢HODL | 胜率 | 轮次 | 盈亏比 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 1 | ◆生产 | 潜龙吸水·七全版 | 0.734 | 5.5% | 5.9% | 17.6% | -3.9% | 57% | 90% | 44% | 23 | 1.74 |
| 2 | ◆生产 | 潜龙吸水·三重吸筹 | 0.656 | 8.2% | 1.3% | 21.6% | -4.6% | 58% | 88% | 44% | 19 | 1.70 |
| 3 | ·变体 | lahgao&CTA9+终止卖 | 0.527 | 6.1% | 4.0% | 18.2% | -3.5% | 60% | 88% | 50% | 26 | 1.35 |
| 4 | ·变体 | lahgao&MX3+终止卖 | 0.500 | 7.3% | 9.4% | 14.5% | -3.3% | 63% | 95% | 48% | 15 | 1.46 |
| 5 | ◆生产 | 筹码增强·吸筹 | -0.153 | -1.3% | -14.9% | 23.3% | -4.5% | 74% | 80% | 45% | 25 | 1.48 |
| 6 | ◆生产 | 潜龙吸水·主力版 | -0.154 | -2.0% | -5.8% | 24.2% | -4.5% | 67% | 90% | 44% | 32 | 1.59 |
| 7 | ★BTS | 三重奏BTS(双卖) | -0.431 | -9.4% | -31.8% | 36.3% | -8.9% | 85% | 84% | 54% | 7 | 0.63 |
| 8 | ★BTS | 三重奏BTS(终卖) | -0.470 | -13.5% | -34.4% | 38.0% | -9.1% | 86% | 81% | 54% | 7 | 0.62 |
| 9 | ◆生产 | 潜龙吸水5·主力版 | -0.512 | -12.9% | -27.7% | 32.5% | -4.9% | 73% | 82% | 44% | 33 | 1.21 |
| 10 | ·研究 | 吸筹拐点(方案1) | -0.524 | -8.3% | -33.1% | 36.2% | -11.8% | 86% | 70% | 33% | 2 | 0.41 |
| 11 | ◆生产 | 潜龙吸水·短窗口 | -0.570 | -18.9% | -32.3% | 42.8% | -5.5% | 76% | 77% | 44% | 36 | 1.14 |
| 12 | ·基准 | GS基准(金叉买死叉卖) | -0.674 | -15.4% | -33.9% | 44.2% | -3.5% | 78% | 70% | 32% | 42 | 2.00 |
| 13 | ★BTS | 三重奏BTS(止盈T) | -0.861 | -78.5% | -52.0% | 90.3% | -22.6% | 94% | 75% | 67% | 5 | 0.31 |
| 14 | ◆生产 | 乘势低吸v3.0(生产ETF席) | -0.894 | -80.3% | -47.5% | 90.2% | -3.9% | 84% | 62% | 33% | 42 | 1.48 |
| 15 | ◆生产 | 长虹双渡(生产个股席) | -0.950 | -88.0% | -77.7% | 91.5% | -14.0% | 96% | 56% | 38% | 12 | 0.60 |
| 16 | ·研究 | 拐进金出 | -0.958 | -88.2% | -86.6% | 91.7% | -44.9% | 99% | 43% | 36% | 6 | 0.48 |
| 17 | ·研究 | 金振共振 | -0.958 | -88.3% | -81.7% | 91.4% | -49.6% | 98% | 42% | 33% | 5 | 0.41 |
| 18 | ·研究 | 金线穿越(研究级) | -0.958 | -88.5% | -86.6% | 91.8% | -41.0% | 99% | 48% | 33% | 6 | 0.52 |
随机抽样 20 只 | 按Calmar中位数降序
| # | 类别 | 策略 | Calmar | 中位收益 | 去尾均值 | MDD | P10 | 失效率 | 跑赢HODL | 胜率 | 轮次 | 盈亏比 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 1 | ◆生产 | 潜龙吸水·主力版 | 1.172 | 37.4% | 55.0% | 37.8% | -7.7% | 47% | 80% | 47% | 44 | 1.66 |
| 2 | ◆生产 | 潜龙吸水5·主力版 | 1.145 | 37.7% | 54.9% | 39.9% | -7.8% | 49% | 82% | 47% | 47 | 1.62 |
| 3 | ·变体 | B1&xih5+终止卖 | 1.134 | 42.3% | 51.5% | 37.5% | -7.3% | 49% | 77% | 45% | 46 | 1.76 |
| 4 | ◆生产 | 筹码增强·吸筹 | 1.069 | 32.5% | 40.4% | 33.0% | -6.9% | 48% | 78% | 49% | 36 | 1.56 |
| 5 | ◆生产 | 潜龙吸水·三重吸筹 | 1.030 | 44.8% | 51.4% | 45.9% | -8.4% | 50% | 79% | 47% | 46 | 1.58 |
| 6 | ◆生产 | 潜龙吸水·短窗口 | 0.945 | 42.7% | 50.3% | 48.3% | -9.2% | 51% | 78% | 48% | 53 | 1.45 |
| 7 | ◆生产 | 潜龙吸水·七全版 | 0.840 | 27.5% | 34.1% | 31.4% | -6.7% | 52% | 74% | 48% | 34 | 1.59 |
| 8 | ·变体 | B1&xih5+GS死叉 | 0.470 | 19.6% | 31.7% | 48.6% | -7.6% | 60% | 75% | 48% | 33 | 1.52 |
| 9 | ·变体 | B1&xih5+S_gs | 0.470 | 19.6% | 31.7% | 48.6% | -7.6% | 60% | 75% | 48% | 33 | 1.52 |
| 10 | ★BTS | 三重奏BTS(双卖) | 0.226 | 11.0% | 22.7% | 51.4% | -13.0% | 68% | 70% | 56% | 18 | 1.04 |
| 11 | ★BTS | 三重奏BTS(终卖) | 0.221 | 11.1% | 22.1% | 51.4% | -13.0% | 68% | 70% | 56% | 18 | 1.07 |
| 12 | ★BTS | 三重奏BTS(止盈T) | -0.051 | -3.6% | 9.2% | 59.2% | -21.9% | 75% | 66% | 57% | 8 | 0.95 |
| 13 | ◆生产 | 乘势低吸v3.0(生产ETF席) | -0.134 | -7.2% | 5.2% | 56.5% | -6.8% | 76% | 55% | 34% | 64 | 2.08 |
| 14 | ◆生产 | 双讯金出·个股版 | -0.146 | -9.7% | -2.2% | 63.6% | -21.3% | 80% | 60% | 40% | 8 | 1.69 |
| 15 | ◆生产 | 沉底金拐 | -0.146 | -9.7% | -2.2% | 63.6% | -21.3% | 80% | 60% | 40% | 8 | 1.69 |
| 16 | ·基准 | GS基准(金叉买死叉卖) | -0.154 | -8.1% | 2.8% | 53.9% | -6.4% | 76% | 52% | 31% | 64 | 2.42 |
| 17 | ·研究 | 拐进金出 | -0.214 | -13.2% | -3.7% | 66.0% | -22.6% | 82% | 46% | 39% | 8 | 1.74 |
| 18 | ·研究 | 金振共振 | -0.250 | -17.6% | -8.6% | 64.5% | -23.0% | 84% | 43% | 33% | 7 | 1.71 |
| 19 | ·研究 | 金线穿越(研究级) | -0.254 | -15.3% | -6.5% | 65.3% | -21.9% | 82% | 41% | 38% | 8 | 1.82 |
| 20 | ·研究 | 吸筹拐点(方案1) | -0.336 | -15.1% | -12.2% | 53.0% | -18.6% | 89% | 46% | 33% | 3 | 0.69 |
Calmar差值 = 策略Calmar − BTS双卖Calmar | 正值=超越BTS
| 池 | 策略 | Calmar | Calmar差值 | 收益 | 收益差值 | 失效率 |
|---|---|---|---|---|---|---|
| STOCK | 潜龙吸水·主力版 | 1.172 | +0.946 | 37.4% | +26.4% | 47% |
| STOCK | 潜龙吸水5·主力版 | 1.145 | +0.919 | 37.7% | +26.7% | 49% |
| STOCK | B1&xih5+终止卖 | 1.134 | +0.908 | 42.3% | +31.2% | 49% |
| STOCK | 筹码增强·吸筹 | 1.069 | +0.843 | 32.5% | +21.5% | 48% |
| STOCK | 潜龙吸水·三重吸筹 | 1.030 | +0.804 | 44.8% | +33.8% | 50% |
| STOCK | 潜龙吸水·短窗口 | 0.945 | +0.719 | 42.7% | +31.7% | 51% |
| STOCK | 潜龙吸水·七全版 | 0.840 | +0.614 | 27.5% | +16.4% | 52% |
| ETF | 潜龙吸水·七全版 | 0.734 | +1.165 | 5.5% | +14.9% | 57% |
| ETF | 潜龙吸水·三重吸筹 | 0.656 | +1.087 | 8.2% | +17.6% | 58% |
| ETF | lahgao&CTA9+终止卖 | 0.527 | +0.958 | 6.1% | +15.6% | 60% |
| ETF | lahgao&MX3+终止卖 | 0.500 | +0.931 | 7.3% | +16.7% | 63% |
| STOCK | B1&xih5+GS死叉 | 0.470 | +0.244 | 19.6% | +8.5% | 60% |
| STOCK | B1&xih5+S_gs | 0.470 | +0.244 | 19.6% | +8.5% | 60% |
| STOCK | 乘势低吸v3.0(生产ETF席) | -0.134 | -0.360 | -7.2% | -18.3% | 76% |
| STOCK | 双讯金出·个股版 | -0.146 | -0.372 | -9.7% | -20.8% | 80% |
| STOCK | 沉底金拐 | -0.146 | -0.372 | -9.7% | -20.8% | 80% |
| ETF | 筹码增强·吸筹 | -0.153 | +0.278 | -1.3% | +8.1% | 74% |
| ETF | 潜龙吸水·主力版 | -0.154 | +0.277 | -2.0% | +7.4% | 67% |
| STOCK | GS基准(金叉买死叉卖) | -0.154 | -0.380 | -8.1% | -19.1% | 76% |
| STOCK | 拐进金出 | -0.214 | -0.440 | -13.2% | -24.3% | 82% |
| STOCK | 金振共振 | -0.250 | -0.476 | -17.6% | -28.6% | 84% |
| STOCK | 金线穿越(研究级) | -0.254 | -0.480 | -15.3% | -26.3% | 82% |
| STOCK | 吸筹拐点(方案1) | -0.336 | -0.562 | -15.1% | -26.1% | 89% |
| ETF | 潜龙吸水5·主力版 | -0.512 | -0.081 | -12.9% | -3.5% | 73% |
| ETF | 吸筹拐点(方案1) | -0.524 | -0.093 | -8.3% | +1.1% | 86% |
| ETF | 潜龙吸水·短窗口 | -0.570 | -0.139 | -18.9% | -9.5% | 76% |
| ETF | GS基准(金叉买死叉卖) | -0.674 | -0.243 | -15.4% | -6.0% | 78% |
| ETF | 乘势低吸v3.0(生产ETF席) | -0.894 | -0.463 | -80.3% | -70.9% | 84% |
| ETF | 长虹双渡(生产个股席) | -0.950 | -0.519 | -88.0% | -78.6% | 96% |
| ETF | 拐进金出 | -0.958 | -0.527 | -88.2% | -78.8% | 99% |
| ETF | 金振共振 | -0.958 | -0.527 | -88.3% | -78.9% | 98% |
| ETF | 金线穿越(研究级) | -0.958 | -0.527 | -88.5% | -79.1% | 99% |