| 基金代码 | 基金全名 | 基金简称 | 基金类型 |
|---|---|---|---|
| 159929 | 中证医药卫生交易型开放式指数证券投资基金 | 汇添富中证医药卫生ETF | 场内基金 |
| 160635 | 鹏华中证医药卫生指数证券投资基金(LOF) | 鹏华中证医药指数(LOF)A | 场内基金 |
| 007077 | 汇添富中证医药卫生交易型开放式指数证券投资基金联接基金 | 汇添富中证医药ETF联接C | 场外基金 |
| 007076 | 汇添富中证医药卫生交易型开放式指数证券投资基金联接基金 | 汇添富中证医药ETF联接A | 场外基金 |
| 008551 | 西藏东财中证医药卫生指数型发起式证券投资基金 | 东财医药A | 场外基金 |
| 008552 | 西藏东财中证医药卫生指数型发起式证券投资基金 | 东财医药C | 场外基金 |
| 010366 | 鹏华中证医药卫生指数证券投资基金(LOF) | 鹏华中证医药指数C（LOF） | 场外基金 |
当前策略的夏普比率高达37.39%，在所有策略中最高，表明其风险调整后收益表现优异，年化收益率8.14%结合波动率13.39%和最大回撤23.61%，在医药行业的中证指数回测中显示出稳定的收益能力和良好的下行风险控制。医药行业作为防御性与成长性并存的板块，具有中长期投资价值，中线布林线策略能够有效利用短期价格波动，而当前策略通过参数优化实现了较高的持仓效率，持仓占比27.20%相对适中，减少了频繁操作，符合中长线投资风格。与其他策略相比，该策略在夏普比率、波动率和最大回撤的综合平衡上更为出色，避免了高波动或低收益的极端情况，在2919天的回测周期内展现了可靠的适应性，适合在医药行业的波动中捕捉趋势并实现可持续回报。
起始日期：2016-04-01
结束日期：2024-04-01
| date | price | type | amount | value |
|---|---|---|---|---|
| 2016-04-20 | 8317.1818 | buy | 12.023303374227073 | 100000.0 |
| 2016-05-31 | 8423.3057 | sell | 12.023303374227073 | 101275.95984495615 |
| 2016-09-12 | 9277.0918 | buy | 10.916778881605563 | 101275.95984495613 |
| 2016-10-10 | 9613.8447 | sell | 10.916778881605563 | 104952.21679199557 |
| 2016-10-28 | 9483.3957 | buy | 11.066944806699944 | 104952.21679199557 |
| 2016-11-25 | 9610.7799 | sell | 11.066944806699944 | 106361.97070264119 |
| 2016-12-12 | 9142.6563 | buy | 11.633596102988273 | 106361.97070264119 |
| 2017-01-03 | 9247.3144 | sell | 11.633596102988273 | 107579.52076694733 |
| 2017-01-16 | 8901.1069 | buy | 12.086083447323537 | 107579.52076694733 |
| 2017-02-21 | 9303.8425 | sell | 12.086083447323537 | 112447.01683575525 |
| 2017-07-17 | 9196.5104 | buy | 12.227139637199263 | 112447.01683575525 |
| 2017-08-09 | 9401.08 | sell | 12.227139637199263 | 114948.31790048126 |
| 2017-11-23 | 10220.8839 | buy | 11.246416555077126 | 114948.31790048127 |
| 2017-12-13 | 10371.9072 | sell | 11.246416555077126 | 116646.78884180363 |
| 2018-01-29 | 10431.245 | buy | 11.182441678035904 | 116646.78884180365 |
| 2018-03-06 | 10441.009 | sell | 11.182441678035904 | 116755.97420234798 |
| 2018-04-17 | 10808.9162 | buy | 10.801820648988654 | 116755.97420234798 |
| 2018-05-04 | 11630.4385 | sell | 10.801820648988654 | 125629.91074609263 |
| 2018-06-19 | 11238.6404 | buy | 11.17839047026477 | 125629.91074609265 |
| 2018-07-13 | 11443.6099 | sell | 11.17839047026477 | 127921.13985158756 |
| 2019-05-06 | 9250.74 | buy | 13.828206159895053 | 127921.13985158756 |
| 2019-06-20 | 8934.92 | sell | 13.828206159895053 | 123553.91578216951 |
| 2019-08-05 | 8661.74 | buy | 14.264329774637604 | 123553.91578216951 |
| 2019-08-16 | 9367.72 | sell | 14.264329774637604 | 133624.24731646816 |
| 2020-02-28 | 10832.43 | buy | 12.335574503271026 | 133624.24731646816 |
| 2020-03-05 | 11288.53 | sell | 12.335574503271026 | 139250.50284741007 |
| 2020-03-16 | 10057.93 | buy | 13.844847085574274 | 139250.50284741007 |
| 2020-04-07 | 11062.74 | sell | 13.844847085574274 | 153161.94364746596 |
| 2020-09-09 | 14164.35 | buy | 10.813199592460364 | 153161.94364746596 |
| 2020-10-09 | 15077.02 | sell | 10.813199592460364 | 163030.82651951676 |
| 2021-06-16 | 15798.35 | buy | 10.319484409417234 | 163030.82651951676 |
| 2021-06-28 | 16616.0 | sell | 10.319484409417234 | 171468.55294687676 |
| 2021-07-26 | 14318.85 | buy | 11.975022641264959 | 171468.55294687676 |
| 2021-09-17 | 13838.43 | sell | 11.975022641264959 | 165715.51256956023 |
| 2021-10-18 | 13607.42 | buy | 12.178319811511678 | 165715.51256956023 |
| 2021-11-15 | 13786.42 | sell | 12.178319811511678 | 167895.43181582083 |
| 2022-01-05 | 12679.29 | buy | 13.241706106242606 | 167895.43181582083 |
| 2022-02-25 | 11545.93 | sell | 13.241706106242606 | 152887.8117832497 |
| 2022-03-08 | 10396.41 | buy | 14.705827471526199 | 152887.8117832497 |
| 2022-03-24 | 11250.15 | sell | 14.705827471526199 | 165442.76492879045 |
| 2022-04-25 | 9762.2 | buy | 16.94728287975973 | 165442.76492879045 |
| 2022-06-07 | 10577.89 | sell | 16.94728287975973 | 179266.49410098162 |
| 2022-07-29 | 10365.07 | buy | 17.29525165782591 | 179266.49410098162 |
| 2022-10-14 | 10163.41 | sell | 17.29525165782591 | 175778.73365166446 |
| 2022-12-19 | 9865.8 | buy | 17.816977199179433 | 175778.73365166443 |
| 2023-01-05 | 10550.43 | sell | 17.816977199179433 | 187976.7707515387 |
| 2023-10-20 | 8719.93 | buy | 21.557142173336103 | 187976.7707515387 |
| 2023-11-06 | 9435.35 | sell | 21.557142173336103 | 203399.1814051868 |
| 2023-12-05 | 9111.82 | buy | 22.322563593792108 | 203399.1814051868 |
| 2024-03-05 | 8377.61 | sell | 22.322563593792108 | 187009.7319889887 |