587 B
587 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: 381
- 累计: 72.9%, 年化: 5.5%
- 最大回撤: -46.8%
- 每笔均值: 2.3%, 胜率: 47%
分年
| 年份 | 收益 | 回撤 |
|---|---|---|
| 2016 | 9.4% | -29.6% |
| 2017 | 7.8% | -31.2% |
| 2018 | -1.2% | -31.1% |
| 2019 | 23.6% | -23.1% |
| 2020 | 14.0% | -16.1% |
| 2021 | 29.2% | -8.1% |
| 2022 | -8.7% | -16.6% |
| 2023 | 25.9% | -11.1% |
| 2024 | 10.7% | -46.8% |
| 2025 | -1.3% | -40.8% |
| 2026 | -29.3% | -42.7% |