| 基金代码 | 基金全名 | 基金简称 | 基金类型 |
|---|---|---|---|
| 512010 | 易方达沪深300医药卫生交易型开放式指数证券投资基金 | 易方达沪深300医药ETF | 场内基金 |
| 001344 | 易方达沪深300医药卫生交易型开放式指数证券投资基金联接基金 | 易方达沪深300医药ETF联接A | 场外基金 |
| 007883 | 易方达沪深300医药卫生交易型开放式指数证券投资基金联接基金 | 易方达沪深300医药ETF联接C | 场外基金 |
当前策略在布林线模型下，针对300医药指数，展现了优异的平衡性。该策略采用30天周期和3.0标准差参数，在长达2919天的回测中，实现了24.80%的持仓占比，表明操作频率相对较低，符合中长线投资偏好。关键指标方面，年化收益率6.75%虽不是最高，但夏普比率达到25.94%，显示良好的风险调整后收益；最大回撤仅为21.95%，是所有策略中最低的，有效控制了下行风险，对于波动性较高的医药行业尤为重要。波动率15.00%也处于较低水平，增强了策略的稳定性。相比之下，其他策略如收益率较高的策略往往伴随更高的最大回撤（如超过30%），增加了投资风险，且持仓占比更高可能隐含更频繁的交易信号，与减少操作频率的倾向不符。当前策略在收益与风险之间取得了最佳平衡，同时通过较长周期参数减少了交易频率，更适合稳健的中长线操作。
起始日期：2016-04-01
结束日期：2024-04-01
| date | price | type | amount | value |
|---|---|---|---|---|
| 2016-12-14 | 7795.5778 | buy | 12.827785517065841 | 100000.0 |
| 2017-01-20 | 7950.8922 | sell | 12.827785517065841 | 101992.33981091177 |
| 2018-02-06 | 9510.2922 | buy | 10.724417049027345 | 101992.33981091177 |
| 2018-03-08 | 10706.2097 | sell | 10.724417049027345 | 114817.85783714193 |
| 2018-08-03 | 10116.5908 | buy | 11.34946150408119 | 114817.85783714194 |
| 2018-12-03 | 9610.23 | sell | 11.34946150408119 | 109070.93543036618 |
| 2018-12-17 | 8280.03 | buy | 13.172770561261997 | 109070.93543036618 |
| 2019-02-01 | 8301.05 | sell | 13.172770561261997 | 109347.82706756389 |
| 2019-05-06 | 9710.66 | buy | 11.260596815001646 | 109347.82706756388 |
| 2019-06-26 | 9523.76 | sell | 11.260596815001646 | 107243.22152284007 |
| 2019-08-05 | 9107.84 | buy | 11.774824933556154 | 107243.22152284009 |
| 2019-08-16 | 9854.0 | sell | 11.774824933556154 | 116029.12489526234 |
| 2020-03-16 | 10499.96 | buy | 11.050434944062868 | 116029.12489526234 |
| 2020-04-07 | 11607.43 | sell | 11.050434944062868 | 128267.15008276366 |
| 2021-03-08 | 15057.25 | buy | 8.51863056552582 | 128267.15008276365 |
| 2021-04-20 | 16714.84 | sell | 8.51863056552582 | 142387.5469218736 |
| 2021-07-06 | 17739.27 | buy | 8.026685817503967 | 142387.5469218736 |
| 2021-07-20 | 18714.46 | sell | 8.026685817503967 | 150215.09066424528 |
| 2021-07-26 | 15870.13 | buy | 9.465271592875753 | 150215.09066424528 |
| 2021-09-27 | 15354.99 | sell | 9.465271592875753 | 145339.15065589125 |
| 2022-01-26 | 11899.15 | buy | 12.214246450871807 | 145339.15065589125 |
| 2022-03-24 | 11722.35 | sell | 12.214246450871807 | 143179.67188337713 |
| 2022-04-25 | 10334.66 | buy | 13.85431856329837 | 143179.67188337713 |
| 2022-06-06 | 10903.17 | sell | 13.85431856329837 | 151055.99052979788 |
| 2022-09-21 | 9326.83 | buy | 16.195855454618332 | 151055.99052979788 |
| 2022-10-14 | 10641.99 | sell | 16.195855454618332 | 172356.13178949375 |
| 2023-06-06 | 9459.83 | buy | 18.21979166533582 | 172356.13178949375 |
| 2023-07-25 | 9760.52 | sell | 18.21979166533582 | 177834.6409453436 |
| 2023-08-23 | 9133.38 | buy | 19.4708466028287 | 177834.6409453436 |
| 2023-09-18 | 9339.45 | sell | 19.4708466028287 | 181846.99830478852 |
| 2023-12-07 | 9233.84 | buy | 19.69354009867926 | 181846.99830478852 |
| 2024-03-04 | 8562.22 | sell | 19.69354009867926 | 168620.42290371354 |