ETF分类池策略对比 · 8大类 x 3策略
生成 2026-08-28 14:31 · ETF标的55只 分8大类(成长科技/新能源/医药医疗/金融地产/军工/资源周期/消费/防御低波) · 全周期回测(mootdx全周期qfq)
三策略同框: 新测=MX6&xih5买/zhong卖/止损10% | 乘势低吸=(B_c_std&xih5)|B_gs买/S_gs卖(生产ETF席) | 蓄力启航=xih5&CTA3_macd买/GS卖/止损5%(R5研究策略)。复用已完成的55只全周期回测，按类别重新汇总(非重跑)。
各分类冠军策略一览
6/8新测(MX6&xih5|zhong@stop10)
1/8乘势低吸(生产ETF席)
1/8蓄力启航(R5研究策略)
| 分类 | 冠军策略 | Calmar中位 |
|---|
| 成长科技 | 新测(MX6&xih5|zhong@stop10) | 2.407 |
| 新能源 | 新测(MX6&xih5|zhong@stop10) | 3.017 |
| 医药医疗 | 新测(MX6&xih5|zhong@stop10) | 1.989 |
| 金融地产 | 乘势低吸(生产ETF席) | 0.061 |
| 军工 | 蓄力启航(R5研究策略) | 3.942 |
| 资源周期 | 新测(MX6&xih5|zhong@stop10) | 1.74 |
| 消费 | 新测(MX6&xih5|zhong@stop10) | 2.307 |
| 防御低波 | 新测(MX6&xih5|zhong@stop10) | 1.046 |
成长科技（17只）
159206卫星ETF永赢, 159213机器人ETF汇添富, 159259成长ETF易方达, 159558半导体设备ETF易方达, 159688恒生互联网ETF华安, 159732消费电子ETF华夏, 512480半导体ETF国联安, 512720计算机ETF国泰, 512980传媒ETF广发, 513010恒生科技ETF易方达, 513360教育ETF博时, 515000科技ETF华宝, 515230软件ETF国泰, 515980人工智能ETF华富, 516010游戏ETF国泰, 516510云计算ETF易方达, 516620影视ETF国泰
| 策略 | 覆盖 | Calmar中位 | Calmar去尾均值 | 收益中位 | 失效率 |
|---|
| 新测(MX6&xih5|zhong@stop10) 🏆 | 17/17 | 2.407 | 3.485 | 56.03% | 29.4% |
| 乘势低吸(生产ETF席) | 17/17 | 0.651 | 1.166 | 27.53% | 52.9% |
| 蓄力启航(R5研究策略) | 17/17 | 1.94 | 2.048 | 51.82% | 35.3% |
新能源（7只）
159755电池ETF广发, 159824新能源车ETF博时, 159840锂电池ETF工银, 515700新能源车ETF平安, 515790光伏ETF华泰柏瑞, 516160新能源ETF南方, 516390新能源车ETF汇添富
| 策略 | 覆盖 | Calmar中位 | Calmar去尾均值 | 收益中位 | 失效率 |
|---|
| 新测(MX6&xih5|zhong@stop10) 🏆 | 7/7 | 3.017 | 2.715 | 43.01% | 14.3% |
| 乘势低吸(生产ETF席) | 7/7 | 0.079 | 0.592 | 3.33% | 71.4% |
| 蓄力启航(R5研究策略) | 7/7 | -0.003 | 0.709 | -0.15% | 85.7% |
医药医疗（7只）
159647中药ETF鹏华, 159748创新药ETF富国, 159938医药ETF广发, 512010医药ETF易方达, 512170医疗ETF华宝, 512290生物医药ETF国泰, 516820医疗创新ETF平安
| 策略 | 覆盖 | Calmar中位 | Calmar去尾均值 | 收益中位 | 失效率 |
|---|
| 新测(MX6&xih5|zhong@stop10) 🏆 | 7/7 | 1.989 | 2.036 | 29.3% | 14.3% |
| 乘势低吸(生产ETF席) | 7/7 | -0.523 | 0.232 | -20.82% | 85.7% |
| 蓄力启航(R5研究策略) | 7/7 | -0.261 | -0.222 | -7.09% | 100.0% |
金融地产（6只）
159841证券ETF天弘, 159940金融地产ETF广发, 512000券商ETF华宝, 512200房地产ETF南方, 512800银行ETF华宝, 512880证券ETF国泰
| 策略 | 覆盖 | Calmar中位 | Calmar去尾均值 | 收益中位 | 失效率 |
|---|
| 新测(MX6&xih5|zhong@stop10) | 6/6 | -0.859 | 0.326 | -15.56% | 83.3% |
| 乘势低吸(生产ETF席) 🏆 | 6/6 | 0.061 | 0.673 | -2.29% | 83.3% |
| 蓄力启航(R5研究策略) | 6/6 | -0.099 | 2.072 | -2.91% | 66.7% |
军工（3只）
512660军工ETF国泰, 512670国防ETF鹏华, 512810军工ETF华宝
| 策略 | 覆盖 | Calmar中位 | Calmar去尾均值 | 收益中位 | 失效率 |
|---|
| 新测(MX6&xih5|zhong@stop10) | 3/3 | 1.941 | 3.217 | 25.93% | 0.0% |
| 乘势低吸(生产ETF席) | 3/3 | 0.007 | -0.006 | 0.25% | 100.0% |
| 蓄力启航(R5研究策略) 🏆 | 3/3 | 3.942 | 3.954 | 73.76% | 0.0% |
资源周期（8只）
159981能源化工ETF建信, 512400有色金属ETF南方, 512950央企改革ETF华夏, 515210钢铁ETF国泰, 515220煤炭ETF国泰, 516970基建ETF广发, 561760油气ETF博时, 562800稀有金属ETF嘉实
| 策略 | 覆盖 | Calmar中位 | Calmar去尾均值 | 收益中位 | 失效率 |
|---|
| 新测(MX6&xih5|zhong@stop10) 🏆 | 8/8 | 1.74 | 1.956 | 17.45% | 37.5% |
| 乘势低吸(生产ETF席) | 8/8 | 0.843 | 0.87 | 31.31% | 62.5% |
| 蓄力启航(R5研究策略) | 8/8 | 0.613 | 0.643 | 18.02% | 75.0% |
消费（2只）
159928消费ETF汇添富, 512690酒ETF鹏华
| 策略 | 覆盖 | Calmar中位 | Calmar去尾均值 | 收益中位 | 失效率 |
|---|
| 新测(MX6&xih5|zhong@stop10) 🏆 | 2/2 | 2.307 | 2.307 | 30.48% | 50.0% |
| 乘势低吸(生产ETF席) | 2/2 | -0.479 | -0.479 | -27.16% | 100.0% |
| 蓄力启航(R5研究策略) | 2/2 | -0.679 | -0.679 | -27.49% | 100.0% |
防御低波（5只）
510300沪深300ETF华泰柏瑞, 515080中证红利ETF招商, 515450红利低波50ETF南方, 518880黄金ETF华安, 562550绿电ETF华夏
| 策略 | 覆盖 | Calmar中位 | Calmar去尾均值 | 收益中位 | 失效率 |
|---|
| 新测(MX6&xih5|zhong@stop10) 🏆 | 4/5 | 1.046 | 2.096 | 2.63% | 25.0% |
| 乘势低吸(生产ETF席) | 5/5 | 0.403 | 0.65 | 7.11% | 80.0% |
| 蓄力启航(R5研究策略) | 5/5 | 0.351 | 0.331 | 7.03% | 100.0% |
全量明细(按分类分组)
| 标的 |
新测Calmar | 收益 | 回撤 | 轮次 | 胜率 |
乘势Calmar | 收益 | 回撤 | 轮次 | 胜率 |
蓄力Calmar | 收益 | 回撤 | 轮次 | 胜率 |
|---|
| 成长科技 |
| 159206 卫星ETF永赢 | 0.474 | 8.27% | 17.45% | 6 | 50.0% | 1.646 | 37.32% | 22.67% | 12 | 33.3% | 4.901 | 73.04% | 14.9% | 5 | 80.0% |
| 159213 机器人ETF汇添富 | 0.253 | 2.58% | 10.23% | 3 | 66.7% | -0.389 | -9.62% | 24.71% | 11 | 27.3% | 2.23 | 24.66% | 11.06% | 4 | 50.0% |
| 159259 成长ETF易方达 | 0.559 | 7.87% | 14.08% | 3 | 66.7% | 2.488 | 35.78% | 14.38% | 7 | 57.1% | 2.835 | 22.69% | 8.0% | 5 | 60.0% |
| 159558 半导体设备ETF易方达 | -0.456 | -17.12% | 37.56% | 8 | 37.5% | -0.028 | -1.94% | 69.43% | 14 | 35.7% | 4.417 | 103.33% | 23.39% | 9 | 66.7% |
| 159688 恒生互联网ETF华安 | 2.407 | 11.02% | 4.58% | 4 | 75.0% | 0.631 | 15.85% | 25.12% | 33 | 39.4% | -0.385 | -10.42% | 27.1% | 21 | 33.3% |
| 159732 消费电子ETF华夏 | 6.59 | 87.15% | 13.22% | 14 | 78.6% | 6.614 | 135.56% | 20.5% | 43 | 48.8% | 2.983 | 63.43% | 21.26% | 24 | 45.8% |
| 512480 半导体ETF国联安 | 2.11 | 72.45% | 34.33% | 21 | 57.1% | -0.617 | -41.87% | 67.89% | 64 | 32.8% | 7.207 | 209.96% | 29.13% | 41 | 43.9% |
| 512720 计算机ETF国泰 | 23.184 | 155.48% | 6.71% | 15 | 80.0% | 0.584 | 25.86% | 44.31% | 65 | 32.3% | 0.431 | 20.05% | 46.58% | 43 | 39.5% |
| 512980 传媒ETF广发 | 2.86 | 56.03% | 19.59% | 16 | 56.2% | 0.651 | 24.25% | 37.22% | 68 | 32.4% | -0.228 | -8.53% | 37.35% | 47 | 29.8% |
| 513010 恒生科技ETF易方达 | 3.171 | 62.54% | 19.72% | 7 | 71.4% | 1.008 | 27.53% | 27.31% | 58 | 32.8% | -0.529 | -14.06% | 26.59% | 34 | 32.4% |
| 513360 教育ETF博时 | 2.591 | 44.38% | 17.13% | 9 | 66.7% | 1.397 | 40.54% | 29.02% | 58 | 36.2% | 0.57 | 19.53% | 34.24% | 32 | 34.4% |
| 515000 科技ETF华宝 | 4.796 | 73.01% | 15.22% | 13 | 76.9% | 0.629 | 30.82% | 49.01% | 72 | 29.2% | 4.744 | 101.22% | 21.34% | 37 | 43.2% |
| 515230 软件ETF国泰 | 2.243 | 68.54% | 30.56% | 24 | 45.8% | 0.583 | 23.79% | 40.83% | 53 | 35.8% | 1.94 | 66.92% | 34.5% | 37 | 32.4% |
| 515980 人工智能ETF华富 | 8.89 | 155.91% | 17.54% | 15 | 66.7% | 0.347 | 18.9% | 54.52% | 64 | 35.9% | 1.891 | 60.19% | 31.82% | 36 | 41.7% |
| 516010 游戏ETF国泰 | 0.033 | 1.0% | 30.17% | 23 | 43.5% | 1.802 | 65.84% | 36.53% | 58 | 27.6% | -0.742 | -34.67% | 46.71% | 38 | 26.3% |
| 516510 云计算ETF易方达 | 13.734 | 178.24% | 12.98% | 21 | 66.7% | 3.391 | 118.91% | 35.07% | 59 | 30.5% | 1.747 | 51.82% | 29.67% | 35 | 25.7% |
| 516620 影视ETF国泰 | 1.558 | 40.16% | 25.77% | 13 | 53.8% | 2.748 | 81.76% | 29.76% | 38 | 39.5% | 3.177 | 74.79% | 23.54% | 23 | 39.1% |
| 新能源 |
| 159755 电池ETF广发 | 3.017 | 43.01% | 14.26% | 14 | 57.1% | -0.25 | -15.15% | 60.65% | 55 | 21.8% | -0.388 | -18.3% | 47.16% | 38 | 34.2% |
| 159824 新能源车ETF博时 | 4.46 | 70.81% | 15.88% | 13 | 61.5% | 0.007 | 0.31% | 42.01% | 57 | 28.1% | 0.04 | 1.58% | 39.97% | 43 | 34.9% |
| 159840 锂电池ETF工银 | 1.688 | 25.19% | 14.93% | 11 | 54.5% | -0.203 | -10.97% | 53.93% | 53 | 22.6% | -0.003 | -0.15% | 44.13% | 35 | 28.6% |
| 515700 新能源车ETF平安 | 3.241 | 52.11% | 16.08% | 15 | 53.3% | 1.781 | 74.34% | 41.75% | 68 | 30.9% | -0.014 | -0.59% | 40.6% | 45 | 35.6% |
| 515790 光伏ETF华泰柏瑞 | 1.947 | 31.2% | 16.03% | 21 | 42.9% | 0.19 | 9.26% | 48.75% | 59 | 30.5% | 0.511 | 16.87% | 32.98% | 39 | 35.9% |
| 516160 新能源ETF南方 | 0.958 | 22.28% | 23.27% | 16 | 25.0% | 2.543 | 145.2% | 57.1% | 53 | 24.5% | 5.254 | 222.22% | 42.3% | 40 | 32.5% |
| 516390 新能源车ETF汇添富 | 3.697 | 57.65% | 15.59% | 12 | 50.0% | 0.079 | 3.33% | 42.4% | 56 | 26.8% | -0.436 | -19.58% | 44.94% | 42 | 33.3% |
| 医药医疗 |
| 159647 中药ETF鹏华 | 3.373 | 38.15% | 11.31% | 3 | 100.0% | -0.629 | -20.82% | 33.1% | 41 | 29.3% | -0.261 | -7.09% | 27.15% | 25 | 24.0% |
| 159748 创新药ETF富国 | 2.503 | 42.92% | 17.14% | 13 | 69.2% | 4.806 | 95.48% | 19.87% | 44 | 45.5% | 0.427 | 12.46% | 29.21% | 29 | 44.8% |
| 159938 医药ETF广发 | 1.989 | 27.67% | 13.91% | 9 | 55.6% | -0.838 | -57.1% | 68.11% | 65 | 29.2% | -0.796 | -55.49% | 69.73% | 45 | 33.3% |
| 512010 医药ETF易方达 | 2.266 | 30.45% | 13.44% | 12 | 41.7% | -0.268 | -10.67% | 39.87% | 67 | 32.8% | -0.092 | -3.67% | 39.98% | 44 | 43.2% |
| 512170 医疗ETF华宝 | 1.922 | 29.3% | 15.24% | 16 | 43.8% | -0.523 | -32.82% | 62.74% | 68 | 30.9% | 0.093 | 3.6% | 38.85% | 49 | 32.7% |
| 512290 生物医药ETF国泰 | 0.755 | 10.77% | 14.26% | 12 | 50.0% | -0.768 | -35.85% | 46.68% | 69 | 27.5% | -0.287 | -11.64% | 40.51% | 46 | 39.1% |
| 516820 医疗创新ETF平安 | 1.442 | 21.4% | 14.84% | 11 | 36.4% | -0.158 | -4.7% | 29.75% | 48 | 35.4% | -0.64 | -26.49% | 41.4% | 39 | 28.2% |
| 金融地产 |
| 159841 证券ETF天弘 | -0.978 | -22.87% | 23.38% | 13 | 7.7% | 0.823 | 21.91% | 26.62% | 59 | 35.6% | 0.215 | 3.94% | 18.33% | 34 | 47.1% |
| 159940 金融地产ETF广发 | 5.889 | 27.77% | 4.72% | 6 | 50.0% | 0.543 | 12.98% | 23.89% | 70 | 34.3% | 2.891 | 45.32% | 15.67% | 40 | 50.0% |
| 512000 券商ETF华宝 | -0.928 | -29.72% | 32.03% | 18 | 11.1% | -0.45 | -17.57% | 39.06% | 73 | 34.2% | -0.552 | -11.82% | 21.4% | 42 | 38.1% |
| 512200 房地产ETF南方 | -0.31 | -8.25% | 26.64% | 15 | 33.3% | 4.201 | 151.75% | 36.12% | 72 | 30.6% | 10.813 | 275.47% | 25.48% | 43 | 39.5% |
| 512800 银行ETF华宝 | -0.818 | -6.8% | 8.31% | 2 | 50.0% | -0.658 | -38.79% | 58.92% | 62 | 40.3% | -0.52 | -28.97% | 55.76% | 32 | 53.1% |
| 512880 证券ETF国泰 | -0.9 | -23.23% | 25.82% | 17 | 17.6% | -0.421 | -17.82% | 42.29% | 75 | 33.3% | -0.414 | -9.76% | 23.57% | 42 | 40.5% |
| 军工 |
| 512660 军工ETF国泰 | 6.195 | 77.54% | 12.52% | 9 | 88.9% | 0.007 | 0.25% | 37.53% | 74 | 31.1% | 3.185 | 71.0% | 22.29% | 36 | 50.0% |
| 512670 国防ETF鹏华 | 1.514 | 25.93% | 17.13% | 13 | 61.5% | -0.267 | -16.76% | 62.72% | 63 | 42.9% | 3.942 | 73.76% | 18.71% | 36 | 50.0% |
| 512810 军工ETF华宝 | 1.941 | 23.86% | 12.29% | 9 | 44.4% | 0.243 | 8.62% | 35.52% | 71 | 33.8% | 4.736 | 96.69% | 20.41% | 36 | 52.8% |
| 资源周期 |
| 159981 能源化工ETF建信 | -0.367 | -2.76% | 7.52% | 2 | 0.0% | 1.786 | 52.13% | 29.19% | 85 | 37.6% | -0.296 | -5.01% | 16.93% | 38 | 39.5% |
| 512400 有色金属ETF南方 | 5.169 | 91.75% | 17.75% | 13 | 76.9% | 0.859 | 36.4% | 42.37% | 72 | 36.1% | 0.632 | 19.22% | 30.43% | 46 | 37.0% |
| 512950 央企改革ETF华夏 | 0.716 | 10.11% | 14.12% | 3 | 66.7% | 1.083 | 26.22% | 24.2% | 75 | 36.0% | 0.81 | 16.83% | 20.77% | 37 | 35.1% |
| 515210 钢铁ETF国泰 | 1.466 | 24.8% | 16.92% | 9 | 66.7% | 2.802 | 78.69% | 28.09% | 67 | 32.8% | 1.628 | 36.26% | 22.27% | 40 | 40.0% |
| 515220 煤炭ETF国泰 | 0.36 | 6.47% | 17.98% | 13 | 53.8% | -0.134 | -8.87% | 66.03% | 70 | 42.9% | 1.263 | 26.27% | 20.8% | 32 | 46.9% |
| 516970 基建ETF广发 | 2.015 | 25.62% | 12.72% | 9 | 77.8% | -0.711 | -26.23% | 36.88% | 61 | 26.2% | 0.104 | 3.34% | 31.95% | 29 | 31.0% |
| 561760 油气ETF博时 | 3.544 | 9.42% | 2.66% | 3 | 100.0% | 0.45 | 11.95% | 26.56% | 21 | 33.3% | 0.594 | 7.72% | 13.01% | 8 | 37.5% |
| 562800 稀有金属ETF嘉实 | 2.747 | 50.45% | 18.37% | 16 | 56.2% | 0.828 | 39.29% | 47.42% | 47 | 29.8% | 0.407 | 19.72% | 48.43% | 36 | 25.0% |
| 消费 |
| 159928 消费ETF汇添富 | 3.75 | 44.57% | 11.89% | 8 | 75.0% | -0.329 | -12.66% | 38.51% | 67 | 31.3% | -0.685 | -21.81% | 31.85% | 41 | 34.1% |
| 512690 酒ETF鹏华 | 0.864 | 16.38% | 18.95% | 18 | 33.3% | -0.628 | -41.67% | 66.35% | 65 | 33.8% | -0.673 | -33.17% | 49.25% | 47 | 31.9% |
| 防御低波 |
| 510300 沪深300ETF华泰柏瑞 | 6.644 | 20.9% | 3.15% | 4 | 50.0% | -0.388 | -14.48% | 37.32% | 69 | 29.0% | 0.244 | 7.17% | 29.32% | 39 | 28.2% |
| 515080 中证红利ETF招商 | 1.0 | 2.49% | 2.49% | 2 | 100.0% | 0.403 | 7.11% | 17.61% | 70 | 37.1% | 0.687 | 11.64% | 16.95% | 32 | 37.5% |
| 515450 红利低波50ETF南方 | 1.093 | 2.78% | 2.55% | 2 | 100.0% | 0.273 | 5.71% | 20.88% | 67 | 32.8% | 0.351 | 7.03% | 20.01% | 27 | 37.0% |
| 518880 黄金ETF华安 | None | None% | None% | 0 | None% | 2.119 | 63.3% | 29.87% | 75 | 38.7% | -0.175 | -2.9% | 16.59% | 15 | 40.0% |
| 562550 绿电ETF华夏 | -0.351 | -3.24% | 9.24% | 3 | 33.3% | 0.841 | 12.71% | 15.12% | 37 | 43.2% | 0.55 | 5.57% | 10.12% | 13 | 30.8% |
数据来源: etf_full_compare_raw.json(已完成回测复用) · 分类映射基于ETF真实名称(akshare fund_etf_spot_em)人工归类。