| 基金代码 | 基金全名 | 基金简称 | 基金类型 |
|---|---|---|---|
| 023119 | 民生加银中证全指指数增强型证券投资基金 | 民生加银中证全指指数增强A | 场外基金 |
| 023120 | 民生加银中证全指指数增强型证券投资基金 | 民生加银中证全指指数增强C | 场外基金 |
| 025041 | 国金中证全指指数增强型证券投资基金 | 国金中证全指指数增强A | 场外基金 |
| 025020 | 博道中证全指指数增强型证券投资基金 | 博道中证全指指数增强A | 场外基金 |
| 025042 | 国金中证全指指数增强型证券投资基金 | 国金中证全指指数增强C | 场外基金 |
| 025021 | 博道中证全指指数增强型证券投资基金 | 博道中证全指指数增强C | 场外基金 |
| 025755 | 华泰保兴中证全指指数增强型证券投资基金 | 华泰保兴中证全指指数增强 | 场外基金 |
| 025430 | 中金中证全指指数增强型证券投资基金 | 中金中证全指指数增强A | 场外基金 |
| 025308 | 国泰海通中证全指指数增强型证券投资基金 | 国泰海通中证全指指数增强 | 场外基金 |
| 025911 | 东方红中证全指指数增强型证券投资基金 | 东方红中证全指指数增强 | 场外基金 |
| 025431 | 中金中证全指指数增强型证券投资基金 | 中金中证全指指数增强C | 场外基金 |
当前策略针对中证全指这一广泛代表A股市场的综合指数，其行业覆盖全面，包括金融、消费、科技等多个板块，适合采用中线布林线模型进行估值，以捕捉市场波动中的机会。在回测数据中，该策略展现出优异的综合性能，年化收益率达7.42%，夏普比率为33.63%，表明风险调整后收益较高；最大回撤为18.26%，在同类策略中处于较低水平，波动率12.51%也相对稳定，减少了投资过程中的不确定性。与其他策略相比，部分策略虽然收益率略高但伴随更高的最大回撤和波动率，如超过25%的回撤可能增加下行风险，而另一些策略则收益不足或夏普比率偏低，影响长期回报。考虑到中长线操作风格偏好较少交易频率和稳健增长，当前策略的持仓占比约36%，持仓天数1050天，意味着操作相对低频，避免了频繁买卖带来的交易成本和情绪干扰，更适合长期持有。综合来看，当前策略在收益性、风险控制和操作稳定性方面达到良好平衡，既利用了布林线模型的中线优势，又通过适中的持仓管理降低了过度交易风险，因此是最适合当前指数和投资目标的选择。
起始日期：2016-04-01
结束日期：2024-04-01
| date | price | type | amount | value |
|---|---|---|---|---|
| 2016-05-09 | 4387.491 | buy | 22.79206954498596 | 100000.0 |
| 2016-06-01 | 4574.8669 | sell | 22.79206954498596 | 104270.68454385432 |
| 2016-08-01 | 4627.0271 | buy | 22.53513590699616 | 104270.68454385432 |
| 2016-08-15 | 4875.1185 | sell | 22.53513590699616 | 109861.45796021125 |
| 2016-09-12 | 4753.8951 | buy | 23.109777487561992 | 109861.45796021126 |
| 2016-10-11 | 4862.1479 | sell | 23.109777487561992 | 112363.15608061681 |
| 2016-12-12 | 4829.2446 | buy | 23.267232328761484 | 112363.15608061681 |
| 2017-01-09 | 4861.7697 | sell | 23.267232328761484 | 113119.92513883302 |
| 2017-01-16 | 4675.6049 | buy | 24.19364500598265 | 113119.92513883302 |
| 2017-02-13 | 4870.5817 | sell | 24.19364500598265 | 117837.12462243547 |
| 2017-03-30 | 4863.51 | buy | 24.228823344135296 | 117837.12462243545 |
| 2017-04-07 | 4942.5867 | sell | 24.228823344135296 | 119753.06001737264 |
| 2017-04-18 | 4780.7905 | buy | 25.048798941801078 | 119753.06001737264 |
| 2017-06-07 | 4662.6682 | sell | 25.048798941801078 | 116794.23827412954 |
| 2017-07-17 | 4662.5694 | buy | 25.049329726680217 | 116794.23827412954 |
| 2017-07-31 | 4843.1377 | sell | 25.049329726680217 | 121317.35315901566 |
| 2017-11-27 | 4952.6775 | buy | 24.495306459791834 | 121317.35315901566 |
| 2018-01-02 | 4995.41 | sell | 24.495306459791834 | 122364.09884230873 |
| 2018-02-01 | 4874.8097 | buy | 25.101307819730632 | 122364.09884230873 |
| 2018-03-09 | 4923.4298 | sell | 25.101307819730632 | 123584.52693863482 |
| 2018-03-23 | 4627.5583 | buy | 26.706206367758746 | 123584.52693863482 |
| 2018-05-15 | 4681.0947 | sell | 26.706206367758746 | 125014.28108522171 |
| 2018-05-30 | 4533.6729 | buy | 27.57461419089624 | 125014.28108522171 |
| 2018-07-23 | 4196.1013 | sell | 27.57461419089624 | 115705.87445341818 |
| 2018-08-03 | 3828.1419 | buy | 30.225074586033024 | 115705.87445341818 |
| 2018-09-26 | 3854.2039 | sell | 30.225074586033024 | 116493.60034727937 |
| 2018-10-11 | 3536.765 | buy | 32.9378967353724 | 116493.60034727935 |
| 2018-11-13 | 3685.2557 | sell | 32.9378967353724 | 121384.57169004253 |
| 2019-04-26 | 4393.831 | buy | 27.626135754889646 | 121384.57169004253 |
| 2019-06-20 | 4282.0683 | sell | 27.626135754889646 | 118297.00016750951 |
| 2019-08-05 | 3988.3511 | buy | 29.660628465610642 | 118297.00016750951 |
| 2019-08-27 | 4210.1121 | sell | 29.660628465610642 | 124874.5707966718 |
| 2020-02-03 | 4192.9719 | buy | 29.78187638144482 | 124874.5707966718 |
| 2020-02-20 | 4751.46 | sell | 29.78187638144482 | 141507.3943513798 |
| 2020-03-16 | 4283.7656 | buy | 33.03341208757543 | 141507.3943513798 |
| 2020-04-14 | 4350.6874 | sell | 33.03341208757543 | 143718.0497484221 |
| 2020-09-09 | 5193.2028 | buy | 27.674261006795675 | 143718.0497484221 |
| 2020-10-12 | 5499.6998 | sell | 27.674261006795675 | 152200.12772422197 |
| 2021-01-29 | 5667.7869 | buy | 26.85353744055232 | 152200.12772422197 |
| 2021-02-10 | 5930.6106 | sell | 26.85353744055232 | 159257.87379243644 |
| 2021-03-09 | 5321.8715 | buy | 29.925163317535276 | 159257.87379243644 |
| 2021-04-02 | 5527.4872 | sell | 29.925163317535276 | 165410.95719558577 |
| 2021-07-27 | 5481.8945 | buy | 30.174049718684984 | 165410.95719558577 |
| 2021-09-06 | 5943.952 | sell | 30.174049718684984 | 179353.10317347705 |
| 2022-01-25 | 5568.443 | buy | 32.20884243108478 | 179353.10317347705 |
| 2022-03-01 | 5564.6021 | sell | 32.20884243108478 | 179229.3922305835 |
| 2022-03-07 | 5184.9606 | buy | 34.56716570432251 | 179229.3922305835 |
| 2022-05-20 | 4868.5237 | sell | 34.56716570432251 | 168291.06547332133 |
| 2022-08-02 | 5026.7483 | buy | 33.47911123246838 | 168291.06547332133 |
| 2022-08-17 | 5265.7188 | sell | 33.47911123246838 | 176291.5854240999 |
| 2022-09-16 | 4808.7903 | buy | 36.66027720611979 | 176291.58542409993 |
| 2022-11-04 | 4820.802 | sell | 36.66027720611979 | 176731.93767581668 |
| 2023-03-10 | 5031.0275 | buy | 35.12839825976238 | 176731.93767581668 |
| 2023-04-03 | 5125.264 | sell | 35.12839825976238 | 180042.31497842277 |
| 2023-04-24 | 4902.1019 | buy | 36.72757495686142 | 180042.31497842277 |
| 2023-06-15 | 4965.4835 | sell | 36.72757495686142 | 182370.1674433086 |
| 2023-10-18 | 4439.9251 | buy | 41.07505494705498 | 182370.1674433086 |
| 2023-11-15 | 4587.865 | sell | 41.07505494705498 | 188446.8069646704 |
| 2023-12-05 | 4445.6067 | buy | 42.38944640889406 | 188446.8069646704 |
| 2024-02-23 | 4182.3255 | sell | 42.38944640889406 | 177286.46264680105 |