| 策略 | 建筑装饰 (-0.68) | 交通运输 (-0.66) | 钢铁 (-0.65) | 建筑材料 (-0.64) | 社会服务 (-0.47) | 电力设备 (-0.46) | 农林牧渔 (-0.42) | 电子 (-0.29) | 非银金融 (-0.25) | 煤炭 (-0.13) | 纺织服饰 (+0.09) | 石油石化 (+0.11) | 机械设备 (+0.49) | 轻工制造 (+0.58) | 电力 (+0.61) | 商贸零售 (+0.69) | 计算机 (+0.71) | 银行 (+1.37) | 家用电器 (+2.07) | 汽车 (+2.82) | 国防军工 (+3.40) | 医药生物 (+3.67) | 通信 (+3.68) | 传媒 (+4.00) | 房地产 (+4.39) | 有色金属 (+4.80) | 基础化工 (+4.87) | 食品饮料 (+7.48) |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| B1&xih5 & zhong出场 | +63.9% | +53.7% | +79.6% | +59.7% | +63.1% | +27.1% | +70.6% | +47.1% | +42.0% | +39.2% | +35.1% | +10.5% | +37.0% | +25.9% | +26.4% | +26.1% | +10.2% | -27.3% | +32.9% | -8.4% | -2.7% | -8.2% | -43.8% | +28.6% | -23.0% | -81.6% | +2.9% | -34.2% |
| CTA5&CTA7&xih5 & gs出 | +54.0% | +27.3% | +61.5% | +35.8% | +27.4% | +12.0% | +33.1% | +24.4% | +21.7% | +22.5% | +11.5% | +5.0% | +16.6% | -5.4% | +22.1% | -6.4% | -15.0% | -51.2% | -17.5% | -36.3% | -28.2% | -1.7% | -71.1% | -9.2% | -45.2% | -107.0% | -27.2% | -54.0% |
| xih3 & CTA3_macd(蓄力变 | +52.2% | +26.1% | +60.1% | +38.8% | +18.9% | -1.0% | +39.4% | +29.7% | +16.2% | +12.3% | +10.5% | +1.0% | +11.8% | -9.6% | +24.3% | -7.8% | -20.6% | -54.3% | -0.3% | -27.9% | -24.2% | -13.5% | -64.5% | +3.5% | -41.2% | -114.2% | -27.3% | -60.4% |
| xih5 & CTA3_macd(蓄力变 | +52.2% | +28.8% | +59.7% | +35.6% | +21.6% | +2.4% | +36.6% | +26.0% | +13.5% | +16.5% | +10.4% | -3.9% | +11.8% | -11.0% | +21.6% | -7.0% | -20.6% | -52.7% | -5.6% | -30.2% | -22.6% | -13.5% | -65.9% | -3.4% | -41.1% | -115.3% | -25.0% | -59.9% |
| 蓄力启航(R5研究策略) | +52.2% | +28.8% | +59.7% | +35.6% | +21.6% | +2.4% | +36.6% | +26.0% | +13.5% | +16.5% | +10.4% | -3.9% | +11.8% | -11.0% | +21.6% | -7.0% | -20.6% | -52.7% | -5.6% | -30.2% | -22.6% | -13.5% | -65.9% | -3.4% | -41.1% | -115.3% | -25.0% | -59.9% |
| xih10 & CTA3_macd(蓄力 | +46.6% | +26.8% | +56.7% | +34.9% | +14.6% | +1.5% | +30.3% | +21.1% | +15.6% | +11.5% | +5.7% | -1.0% | +12.3% | -14.1% | +17.3% | -11.0% | -21.9% | -48.3% | -13.6% | -33.2% | -25.0% | -13.5% | -72.2% | +0.4% | -42.5% | -117.3% | -22.3% | -59.5% |
| B1&xih5 & S_gs出场 | +39.9% | +27.7% | +53.0% | +41.5% | +30.8% | -20.4% | +41.0% | +48.9% | +18.9% | +23.7% | +16.2% | +0.9% | +22.9% | +3.0% | +18.5% | -11.0% | -17.8% | -39.4% | -11.5% | -36.7% | -27.6% | +0.7% | -67.1% | -9.4% | -44.1% | -103.3% | -36.8% | -65.1% |
| B1&xih5 & gs_raw出场 | +39.9% | +27.7% | +53.0% | +41.5% | +30.8% | -20.4% | +41.0% | +48.9% | +18.9% | +23.7% | +16.2% | +0.9% | +22.9% | +3.0% | +18.5% | -11.0% | -17.8% | -39.4% | -11.5% | -36.7% | -27.6% | +0.7% | -67.1% | -9.4% | -44.1% | -103.3% | -36.8% | -65.1% |
| CTA5&CTA7&B1 & gs出场( | +27.6% | +17.6% | +48.9% | +27.8% | +14.6% | -1.8% | +3.0% | +4.5% | +4.7% | -5.5% | +0.6% | +23.1% | -14.9% | -27.6% | -8.3% | -38.3% | -39.6% | -66.5% | -47.4% | -59.9% | -49.1% | -43.1% | -87.8% | -26.4% | -64.4% | -128.8% | -58.8% | -73.0% |
| MX6 & GS出场 | +28.7% | +15.2% | +45.5% | +22.0% | +2.0% | -10.6% | +0.6% | -13.5% | +3.1% | -13.6% | -13.0% | +3.0% | -10.6% | -29.7% | +3.8% | -43.4% | -51.5% | -63.9% | -43.9% | -67.4% | -62.0% | -57.0% | -112.3% | -28.0% | -67.9% | -141.6% | -68.0% | -77.8% |
| MX6 & zhong出场 | +37.7% | +27.9% | +42.8% | +36.7% | +0.3% | +13.8% | +20.7% | +4.6% | +30.3% | -14.5% | +0.6% | -5.0% | -13.6% | -19.9% | +26.0% | -32.2% | -34.1% | -57.4% | -37.3% | -53.9% | -50.9% | -26.1% | -100.5% | -17.0% | -69.8% | -124.3% | -51.1% | -64.6% |
| 乘势低吸(生产ETF席) | +19.4% | +9.2% | +37.2% | +16.4% | +1.5% | -5.2% | +2.4% | -0.2% | +0.2% | -2.4% | -13.0% | -13.0% | -13.7% | -31.9% | +11.3% | -42.8% | -42.1% | -51.8% | -35.1% | -55.9% | -48.7% | -33.5% | -97.0% | -45.2% | -67.6% | -131.5% | -52.5% | -79.2% |
| MX3 & CTA5 & zhong出场 | +18.5% | +13.8% | +35.9% | +25.0% | -8.3% | -0.5% | +15.1% | +2.3% | +12.0% | -19.2% | -7.6% | -27.3% | -3.3% | -25.3% | +14.3% | -27.2% | -36.4% | -48.0% | -28.6% | -58.1% | -52.6% | -27.2% | -96.5% | -21.3% | -70.6% | -132.1% | -48.5% | -67.9% |
| 长虹双渡(生产个股席) | +12.5% | +4.8% | +32.6% | +14.5% | +1.6% | -17.6% | +16.4% | +7.7% | -2.6% | -10.8% | -9.3% | -5.3% | -8.0% | -11.9% | +6.5% | -25.3% | -36.7% | -62.6% | -31.0% | -62.8% | -52.2% | -38.5% | -72.1% | -23.5% | -72.7% | -140.8% | -49.9% | -80.2% |
| MX3 & CTA1 & zhong出场 | +25.2% | +20.3% | +27.2% | +25.5% | +2.2% | -2.7% | +16.5% | -3.0% | +11.7% | +2.1% | +4.1% | -35.4% | +0.8% | -19.1% | +32.6% | -20.6% | -30.0% | -33.6% | -13.0% | -44.9% | -40.0% | -13.8% | -85.7% | -27.1% | -59.0% | -123.7% | -43.2% | -60.1% |
| MX3 & zhong出场 | +13.8% | +9.2% | +30.1% | +16.3% | +2.7% | -31.2% | +16.8% | -2.9% | +19.6% | -6.0% | -7.1% | -19.0% | -9.6% | -27.8% | +18.9% | -31.7% | -34.2% | -41.8% | -39.3% | -60.4% | -58.1% | -45.3% | -88.4% | -36.4% | -73.0% | -139.0% | -60.4% | -84.5% |
| MX3 & GS出场 | +10.6% | +0.5% | +29.3% | +12.4% | -5.6% | -19.6% | +0.9% | -14.2% | -0.4% | -23.1% | -16.7% | -12.9% | -10.4% | -31.9% | -2.1% | -48.7% | -47.9% | -50.2% | -50.6% | -69.3% | -61.9% | -39.6% | -103.6% | -49.7% | -77.0% | -154.3% | -65.3% | -82.3% |
| 双讯金出·个股版 | +5.4% | -3.3% | +23.8% | +7.6% | -14.6% | -15.8% | +1.3% | -9.8% | -2.1% | -7.6% | -13.6% | +7.7% | -13.3% | -22.5% | +5.6% | -39.6% | -41.0% | -57.8% | -54.4% | -68.3% | -55.3% | -57.6% | -98.6% | -34.7% | -80.9% | -143.3% | -69.2% | -87.5% |
| B1&xih5 & gs_pch0出场 | +8.5% | +1.4% | +23.0% | +15.6% | +1.1% | -21.0% | +11.7% | +1.8% | -4.7% | -16.3% | -13.7% | -7.1% | -8.6% | -16.6% | -3.1% | -31.6% | -39.3% | -65.9% | -45.1% | -64.8% | -53.8% | -55.2% | -86.0% | -29.8% | -71.7% | -140.2% | -58.2% | -78.5% |
| 沉底金拐(个股定版v2.3简化) | +8.5% | +1.4% | +23.0% | +15.6% | +1.1% | -21.0% | +11.7% | +1.8% | -4.7% | -16.3% | -13.7% | -7.1% | -8.6% | -16.6% | -3.1% | -31.6% | -39.3% | -65.9% | -45.1% | -64.8% | -53.8% | -55.2% | -86.0% | -29.8% | -71.7% | -140.2% | -58.2% | -78.5% |
| 拐进金出 | +2.1% | -2.2% | +20.3% | +9.9% | -10.8% | -18.5% | -1.4% | -6.5% | -1.9% | -2.1% | -18.0% | +0.9% | -15.8% | -24.3% | +3.7% | -36.2% | -43.3% | -57.1% | -51.1% | -68.7% | -58.8% | -56.8% | -92.9% | -34.8% | -81.8% | -144.1% | -69.6% | -87.9% |
| 金振共振 | +8.3% | -0.6% | +16.6% | +11.8% | -13.6% | +12.9% | +0.7% | -3.2% | -11.2% | -13.7% | -14.3% | -17.3% | -26.7% | -25.4% | -4.8% | -40.8% | -46.3% | -74.8% | -40.7% | -67.8% | -60.9% | -63.9% | -106.6% | -47.7% | -81.3% | -133.3% | -59.3% | -84.0% |
| 策略 | 中证500 (+0.31) | 上证指数 (+0.68) |
|---|---|---|
| 乘势低吸(生产ETF席) | +26.4% | -13.0% |
| B_c_std单源 & zhong | +18.1% | -34.8% |
| CTA5&CTA7&xih5 & gs出 | +15.8% | +5.6% |
| lahgao & zhong + 止损5 | +14.1% | -2.2% |
| 长虹双渡(生产个股席) | +9.4% | -14.3% |
| xih3 & CTA3_macd(蓄力变 | +2.2% | +6.8% |
| lahgao & S_gs出场(ETF) | +5.2% | -15.4% |
| lahgao & CTA7 | +3.0% | -13.4% |
| lahgao & CTA5&CTA7 | +3.0% | -13.4% |
| B_c_std单源 & S_c_std | +2.4% | -18.2% |
| 蓄力启航(R5研究策略) | +2.2% | -0.4% |
| xih5 & CTA3_macd(蓄力变 | +2.2% | -0.4% |
| lahgao & CTA1 | +2.1% | -12.3% |
| lahgao & CTA1&CTA5 | +2.1% | -12.3% |
| xih10 & CTA3_macd(蓄力 | +2.1% | -2.8% |
| 沉底金拐(个股定版v2.3简化) | +1.9% | -25.0% |
| CTA5&CTA7&B1 & gs出场( | +1.5% | -5.0% |
| lahgao & CTA5 | +1.5% | -12.2% |
| lahgao & CTA4 | +0.8% | -15.6% |
| B_c_std单源 & S_gs | -0.6% | -44.1% |
| lahgao & CTA9 | -0.8% | -11.1% |
| lahgao & CTA11 | -1.8% | -19.2% |
| lahgao & CTA2 | -2.6% | -16.8% |
| lahgao & CTA6 | -3.7% | -14.2% |
| 拐进金出 | -13.8% | -32.2% |
| lahgao & kp(控盘上升沿) | -18.0% | -15.4% |
| 金振共振 | -16.8% | -41.1% |
| 双讯金出·个股版 | -22.1% | -29.9% |
| # | 策略 | 最佳行业/基准 | 最佳Alpha% | 有效行业数 | 平均Alpha% |
|---|---|---|---|---|---|
| 1 | B1&xih5 & zhong出场 | 钢铁 | +79.6% | 20/28 | +19.7% |
| 2 | CTA5&CTA7&xih5 & gs出场 | 钢铁 | +61.5% | 14/28 | -3.6% |
| 3 | xih3 & CTA3_macd(蓄力变体) | 钢铁 | +60.1% | 14/28 | -4.4% |
| 4 | xih5 & CTA3_macd(蓄力变体) | 钢铁 | +59.7% | 13/28 | -5.0% |
| 5 | 蓄力启航(R5研究策略) | 钢铁 | +59.7% | 13/28 | -5.0% |
| 6 | xih10 & CTA3_macd(蓄力变体 | 钢铁 | +56.7% | 14/28 | -7.1% |
| 7 | B1&xih5 & S_gs出场 | 钢铁 | +53.0% | 15/28 | -3.7% |
| 8 | B1&xih5 & gs_raw出场 | 钢铁 | +53.0% | 15/28 | -3.7% |
| 9 | CTA5&CTA7&B1 & gs出场(研究 | 钢铁 | +48.9% | 10/28 | -23.9% |
| 10 | MX6 & GS出场 | 钢铁 | +45.5% | 9/28 | -30.4% |
| 11 | MX6 & zhong出场 | 钢铁 | +42.8% | 11/28 | -19.0% |
| 12 | 乘势低吸(生产ETF席) | 钢铁 | +37.2% | 8/28 | -27.3% |
| 13 | MX3 & CTA5 & zhong出场 | 钢铁 | +35.9% | 8/28 | -23.9% |
| 14 | 长虹双渡(生产个股席) | 钢铁 | +32.6% | 8/28 | -25.6% |
| 15 | MX3 & CTA1 & zhong出场 | 电力 | +32.6% | 11/28 | -17.4% |
| 行业 | 基准Calmar | 最佳策略 | Alpha% | 策略Calmar | 胜率 |
|---|---|---|---|---|---|
| 建筑装饰 | -0.680 | B1&xih5 & zhong出场 | +63.9% | 0.902 | 83% |
| 交通运输 | -0.664 | B1&xih5 & zhong出场 | +53.7% | 0.347 | 91% |
| 钢铁 | -0.648 | B1&xih5 & zhong出场 | +79.6% | 0.827 | 91% |
| 建筑材料 | -0.637 | B1&xih5 & zhong出场 | +59.7% | 0.496 | 87% |
| 社会服务 | -0.470 | B1&xih5 & zhong出场 | +63.1% | 1.677 | 87% |
| 电力设备 | -0.460 | B1&xih5 & zhong出场 | +27.1% | 0.266 | 100% |
| 农林牧渔 | -0.422 | B1&xih5 & zhong出场 | +70.6% | 1.673 | 89% |
| 电子 | -0.286 | B1&xih5 & S_gs出场 | +48.9% | 0.792 | 77% |
| 非银金融 | -0.245 | B1&xih5 & zhong出场 | +42.0% | 0.778 | 77% |
| 煤炭 | -0.129 | B1&xih5 & zhong出场 | +39.2% | 1.533 | 75% |
| 纺织服饰 | +0.090 | B1&xih5 & zhong出场 | +35.1% | 1.097 | 74% |
| 石油石化 | +0.112 | CTA5&CTA7&B1 & gs出场(研究 | +23.1% | 0.552 | 50% |
| 机械设备 | +0.487 | B1&xih5 & zhong出场 | +37.0% | 2.082 | 59% |
| 轻工制造 | +0.580 | B1&xih5 & zhong出场 | +25.9% | 1.305 | 65% |
| 电力 | +0.606 | MX3 & CTA1 & zhong出场 | +32.6% | 1.014 | 59% |
| 商贸零售 | +0.690 | B1&xih5 & zhong出场 | +26.1% | 1.619 | 61% |
| 计算机 | +0.713 | B1&xih5 & zhong出场 | +10.2% | 1.061 | 56% |
| 银行 | +1.370 | B1&xih5 & zhong出场 | -27.3% | 1.302 | 37% |
| 家用电器 | +2.067 | B1&xih5 & zhong出场 | +32.9% | 1.509 | 66% |
| 汽车 | +2.821 | B1&xih5 & zhong出场 | -8.4% | 1.031 | 46% |
| 国防军工 | +3.400 | B1&xih5 & zhong出场 | -2.7% | 1.211 | 49% |
| 医药生物 | +3.671 | B1&xih5 & S_gs出场 | +0.7% | 0.772 | 55% |
| 通信 | +3.681 | B1&xih5 & zhong出场 | -43.8% | 1.638 | 30% |
| 传媒 | +4.002 | B1&xih5 & zhong出场 | +28.6% | 1.882 | 65% |
| 房地产 | +4.388 | B1&xih5 & zhong出场 | -23.0% | 0.950 | 41% |
| 有色金属 | +4.798 | B1&xih5 & zhong出场 | -81.6% | 1.446 | 21% |
| 基础化工 | +4.872 | B1&xih5 & zhong出场 | +2.9% | 1.151 | 53% |
| 食品饮料 | +7.484 | B1&xih5 & zhong出场 | -34.2% | 0.454 | 29% |