| 基金代码 | 基金全名 | 基金简称 | 基金类型 |
|---|---|---|---|
| 516070 | 易方达中证内地低碳经济主题交易型开放式指数证券投资基金 | 易方达中证内地低碳经济主题ETF | 场内基金 |
| 159885 | 鹏华中证内地低碳经济主题交易型开放式指数证券投资基金 | 低碳ETF | 场内基金 |
| 012754 | 鹏华中证内地低碳经济主题交易型开放式指数证券投资基金联接基金 | 鹏华中证内地低碳经济主题ETF联接A | 场外基金 |
| 159790 | 华夏中证内地低碳经济主题交易型开放式指数证券投资基金 | 华夏中证内地低碳经济主题ETF | 场内基金 |
| 560560 | 泰康中证内地低碳经济主题交易型开放式指数证券投资基金 | 碳中和TK | 场内基金 |
| 012755 | 鹏华中证内地低碳经济主题交易型开放式指数证券投资基金联接基金 | 鹏华中证内地低碳经济主题ETF联接C | 场外基金 |
| 562300 | 银华中证内地低碳经济主题交易型开放式指数证券投资基金 | 低碳ETF | 场内基金 |
| 013502 | 易方达中证内地低碳经济主题交易型开放式指数证券投资基金联接基金 | 易方达中证内地低碳经济主题ETF联接A | 场外基金 |
| 013503 | 易方达中证内地低碳经济主题交易型开放式指数证券投资基金联接基金 | 易方达中证内地低碳经济主题ETF联接C | 场外基金 |
当前策略在针对内地低碳指数（000977）的回测中表现最优，年化收益率达到6.92%，是所有策略中最高，同时夏普比率为26.21%，显著优于其他策略，表明其风险调整后收益更为出色。最大回撤控制在24.91%，与其他策略相近，处于可接受范围内，而波动率为16.21%，虽略高于部分策略，但结合较高夏普比率，显示出良好的风险收益平衡。内地低碳行业属于环保和新能源领域，具有长期增长潜力但常伴随较高波动性，当前策略基于布林线模型，专注于中线估值，持仓占比33.44%，操作频率适中，减少了频繁交易带来的成本和风险。其他策略在年化收益率、夏普比率等关键指标上均不及当前策略，或波动率更高，未能有效优化收益与风险的匹配。考虑到行业特性和回测数据，当前策略在捕捉中线机会的同时，提供了更稳定的回报，因此是最适合操作的选择。
起始日期：2016-04-01
结束日期：2024-04-01
| date | price | type | amount | value |
|---|---|---|---|---|
| 2016-04-20 | 1180.431 | buy | 84.71482026480159 | 100000.0 |
| 2016-05-03 | 1212.5817 | sell | 84.71482026480159 | 102723.64077188756 |
| 2016-05-09 | 1143.1739 | buy | 89.8582803297797 | 102723.64077188756 |
| 2016-05-31 | 1172.4957 | sell | 89.8582803297797 | 105358.44729606128 |
| 2016-07-27 | 1215.8897 | buy | 86.65131984921106 | 105358.44729606128 |
| 2016-08-09 | 1227.6486 | sell | 86.65131984921106 | 106377.37150103618 |
| 2016-09-26 | 1222.9163 | buy | 86.98663310075773 | 106377.37150103618 |
| 2016-10-11 | 1255.4312 | sell | 86.98663310075773 | 109205.733177644 |
| 2016-12-05 | 1251.0955 | buy | 87.28808726243841 | 109205.73317764401 |
| 2017-01-04 | 1228.2144 | sell | 87.28808726243841 | 107208.48572418344 |
| 2017-01-16 | 1195.3451 | buy | 89.68831321112492 | 107208.48572418344 |
| 2017-01-25 | 1213.8876 | sell | 89.68831321112492 | 108871.53127190072 |
| 2017-04-24 | 1295.0471 | buy | 84.06762292421698 | 108871.53127190072 |
| 2017-06-07 | 1268.0282 | sell | 84.06762292421698 | 106600.11657487358 |
| 2017-07-14 | 1276.5067 | buy | 83.50924955965651 | 106600.11657487358 |
| 2017-07-21 | 1333.2289 | sell | 83.50924955965651 | 111336.94493024633 |
| 2017-09-22 | 1440.372 | buy | 77.2973543850105 | 111336.94493024633 |
| 2017-09-28 | 1470.2395 | sell | 77.2973543850105 | 113645.62366234063 |
| 2017-11-02 | 1489.0995 | buy | 76.31835459104018 | 113645.62366234063 |
| 2017-11-07 | 1528.6084 | sell | 76.31835459104018 | 116660.87790204259 |
| 2017-11-27 | 1465.2249 | buy | 79.61977570954643 | 116660.87790204259 |
| 2017-12-11 | 1449.3127 | sell | 79.61977570954643 | 115393.95210699715 |
| 2018-01-15 | 1401.5339 | buy | 82.33404279910543 | 115393.95210699715 |
| 2018-01-26 | 1411.7337 | sell | 82.33404279910543 | 116233.74287673947 |
| 2018-02-01 | 1370.4474 | buy | 84.81445028589896 | 116233.74287673949 |
| 2018-02-22 | 1359.1818 | sell | 84.81445028589896 | 115278.25720559867 |
| 2018-03-23 | 1379.9896 | buy | 83.53559853320536 | 115278.25720559865 |
| 2018-05-07 | 1357.9967 | sell | 83.53559853320536 | 113441.06714061771 |
| 2018-05-24 | 1331.8977 | buy | 85.17250772384224 | 113441.06714061771 |
| 2018-07-12 | 1132.1172 | sell | 85.17250772384224 | 96425.26096129465 |
| 2018-08-02 | 1079.7615 | buy | 89.30236997827265 | 96425.26096129465 |
| 2018-08-28 | 1037.92 | sell | 89.30236997827265 | 92688.71584784875 |
| 2018-10-11 | 919.37 | buy | 100.81764235057567 | 92688.71584784875 |
| 2018-11-02 | 973.74 | sell | 100.81764235057567 | 98170.17106244955 |
| 2018-11-23 | 945.0 | buy | 103.88377890206301 | 98170.17106244955 |
| 2018-12-03 | 993.01 | sell | 103.88377890206301 | 103157.63128753759 |
| 2019-03-26 | 1126.0031 | buy | 91.61398515469237 | 103157.63128753759 |
| 2019-04-01 | 1183.3653 | sell | 91.61398515469237 | 108412.81102677809 |
| 2019-04-15 | 1168.1601 | buy | 92.80646636259712 | 108412.8110267781 |
| 2019-04-17 | 1185.3724 | sell | 92.80646636259712 | 110010.22376775101 |
| 2019-04-26 | 1092.8621 | buy | 100.66249325303806 | 110010.22376775101 |
| 2019-05-31 | 1020.8117 | sell | 100.66249325303806 | 102757.45086387232 |
| 2019-06-06 | 1010.8263 | buy | 101.65688295196942 | 102757.45086387232 |
| 2019-06-11 | 1028.3171 | sell | 101.65688295196942 | 104535.51107220864 |
| 2019-08-05 | 1013.2215 | buy | 103.1714300103271 | 104535.51107220864 |
| 2019-08-19 | 1043.2302 | sell | 103.1714300103271 | 107631.55156395954 |
| 2019-09-26 | 1063.854 | buy | 101.17135581006373 | 107631.55156395954 |
| 2019-11-04 | 1057.3341 | sell | 101.17135581006373 | 106971.9244412135 |
| 2020-02-03 | 1209.727 | buy | 88.4264998972607 | 106971.9244412135 |
| 2020-02-06 | 1274.177 | sell | 88.4264998972607 | 112671.01235959193 |
| 2020-02-28 | 1302.3029 | buy | 86.51674841512826 | 112671.01235959193 |
| 2020-04-02 | 1137.3965 | sell | 86.51674841512826 | 98403.84683874744 |
| 2020-05-22 | 1194.6982 | buy | 82.36711735126698 | 98403.84683874744 |
| 2020-06-01 | 1262.0692 | sell | 82.36711735126698 | 103953.00190181963 |
| 2020-08-20 | 1531.0715 | buy | 67.89558939724215 | 103953.00190181963 |
| 2020-08-24 | 1558.4344 | sell | 67.89558939724215 | 105810.82212493743 |
| 2020-09-09 | 1501.1866 | buy | 70.48478991548248 | 105810.82212493743 |
| 2020-09-16 | 1613.6112 | sell | 70.48478991548248 | 113735.04643726959 |
| 2020-09-24 | 1540.9251 | buy | 73.80958778416264 | 113735.0464372696 |
| 2020-10-09 | 1703.4689 | sell | 73.80958778416264 | 125732.33731214098 |
| 2020-11-18 | 1698.2044 | buy | 74.03840039051893 | 125732.33731214097 |
| 2020-11-23 | 1775.1335 | sell | 74.03840039051893 | 131428.04481962323 |
| 2021-02-24 | 2126.5021 | buy | 61.80480368188831 | 131428.04481962323 |
| 2021-03-30 | 1995.2242 | sell | 61.80480368188831 | 123314.43998235266 |
| 2021-04-12 | 1931.6345 | buy | 63.83942717028127 | 123314.43998235266 |
| 2021-04-19 | 2067.6774 | sell | 63.83942717028127 | 131999.34078893653 |
| 2021-07-27 | 2685.6295 | buy | 49.15024235060589 | 131999.34078893653 |
| 2021-08-04 | 2975.5982 | sell | 49.15024235060589 | 146251.37266802666 |
| 2021-10-12 | 2919.438 | buy | 50.09572824222561 | 146251.37266802666 |
| 2021-10-15 | 3100.619 | sell | 50.09572824222561 | 155327.76680668135 |
| 2021-11-15 | 3065.7633 | buy | 50.66528352227367 | 155327.76680668135 |
| 2021-11-22 | 3218.9732 | sell | 50.66528352227367 | 163090.18982860053 |
| 2021-12-06 | 3035.8428 | buy | 53.721552983112474 | 163090.18982860053 |
| 2021-12-16 | 3070.7453 | sell | 53.721552983112474 | 164965.20633159362 |
| 2021-12-20 | 2955.4195 | buy | 55.81786488571034 | 164965.20633159362 |
| 2021-12-31 | 2921.5675 | sell | 55.81786488571034 | 163075.65996948257 |
| 2022-01-05 | 2798.7138 | buy | 58.26807298748538 | 163075.65996948257 |
| 2022-01-17 | 2842.4083 | sell | 58.26807298748538 | 165621.65428463425 |
| 2022-02-08 | 2660.2248 | buy | 62.25851825929683 | 165621.65428463425 |
| 2022-02-23 | 2690.0525 | sell | 62.25851825929683 | 167478.68268971707 |
| 2022-04-11 | 2391.2833 | buy | 70.03715648819906 | 167478.68268971707 |
| 2022-05-10 | 2330.2496 | sell | 70.03715648819906 | 163204.05589176327 |
| 2022-08-03 | 2776.823 | buy | 58.77366180407007 | 163204.05589176327 |
| 2022-08-15 | 2934.7558 | sell | 58.77366180407007 | 172486.3448667331 |
| 2022-09-15 | 2448.1159 | buy | 70.4567724374214 | 172486.3448667331 |
| 2022-10-14 | 2508.4207 | sell | 70.4567724374214 | 176735.22643721732 |
| 2022-10-28 | 2304.885 | buy | 76.678544238527 | 176735.22643721732 |
| 2022-11-04 | 2526.7369 | sell | 76.678544238527 | 193746.50716576856 |
| 2022-12-13 | 2256.6751 | buy | 85.85485219638775 | 193746.50716576853 |
| 2023-01-06 | 2324.89 | sell | 85.85485219638775 | 199603.0873228599 |
| 2023-02-16 | 2258.16 | buy | 88.39191524199344 | 199603.0873228599 |
| 2023-03-30 | 2172.1 | sell | 88.39191524199344 | 191996.07909713394 |
| 2023-04-24 | 2010.79 | buy | 95.48290925314625 | 191996.07909713394 |
| 2023-05-15 | 2138.92 | sell | 95.48290925314625 | 204230.30425973958 |
| 2023-05-29 | 2017.77 | buy | 101.21584930876145 | 204230.30425973958 |
| 2023-06-15 | 2022.32 | sell | 101.21584930876145 | 204690.83637409445 |
| 2023-07-07 | 2024.11 | buy | 101.1263401564611 | 204690.83637409445 |
| 2023-07-31 | 1973.49 | sell | 101.1263401564611 | 199571.82103537442 |
| 2023-08-14 | 1915.86 | buy | 104.16826962062699 | 199571.82103537442 |
| 2023-10-12 | 1692.64 | sell | 104.16826962062699 | 176319.37989065808 |
| 2023-10-16 | 1671.99 | buy | 105.45480528631037 | 176319.37989065808 |
| 2023-11-06 | 1641.17 | sell | 105.45480528631037 | 173069.262791734 |
| 2023-11-22 | 1591.37 | buy | 108.75488591071468 | 173069.262791734 |
| 2023-12-25 | 1485.29 | sell | 108.75488591071468 | 161532.5444943254 |
| 2024-01-29 | 1406.89 | buy | 114.81533346198026 | 161532.5444943254 |
| 2024-02-08 | 1475.23 | sell | 114.81533346198026 | 169379.02438311715 |
| 2024-03-22 | 1541.91 | buy | 109.85013676746188 | 169379.02438311715 |