595 B
595 B
覆盖全市场周期组合：叙事龙头+ v4 统一资金模拟
大盘RSI>=50→叙事龙头；RSI<50→v4；5仓等权100万；次日开盘
交易: 285
- 累计: -54.6%, 年化: -7.4%
- 最大回撤: -98.2%
- 每笔均值: 0.8%, 胜率: 41%
分年
| 年份 | 收益 | 回撤 |
|---|---|---|
| 2016 | -17.8% | -26.7% |
| 2017 | -5.1% | -34.5% |
| 2018 | -41.8% | -61.3% |
| 2019 | 2.5% | -62.4% |
| 2020 | 33.9% | -59.3% |
| 2021 | 52.5% | -54.4% |
| 2022 | -19.8% | -55.9% |
| 2023 | 16.0% | -32.6% |
| 2024 | -19.5% | -95.8% |
| 2025 | 79.9% | -98.2% |
| 2026 | -44.2% | -73.1% |