| 基金代码 | 基金全名 | 基金简称 | 基金类型 |
|---|---|---|---|
| 007474 | 华夏创业板动量成长交易型开放式指数证券投资基金发起式联接基金 | 华夏创业板成长ETF联接A | 场外基金 |
| 007475 | 华夏创业板动量成长交易型开放式指数证券投资基金发起式联接基金 | 华夏创业板动量成长ETF发起式联接C | 场外基金 |
| 159967 | 华夏创业板动量成长交易型开放式指数证券投资基金 | 华夏创成长ETF | 场内基金 |
| 023782 | 华夏创业板动量成长交易型开放式指数证券投资基金发起式联接基金 | 华夏创业板动量成长ETF发起式联接D | 场外基金 |
当前策略针对创成长指数（399296），一个成长型行业指数，其回测结果显示年化收益率达4.67%，夏普比率高达13.85%，在所有策略中表现最佳，表明收益能力和风险调整后回报优异。持仓天数为434天，持仓占比38.68%，显著高于其他策略，这符合中长线操作、较少交易频率的个人投资风格，有利于降低交易成本并捕捉指数长期增长趋势。尽管最大回撤为25.19%和波动率21.02%略高于其他策略，但在成长型指数中，适度波动是可预期的，且夏普比率高显示风险调整后收益仍具吸引力。其他策略虽然波动率和最大回撤较低，如某些策略的波动率在7.68%至10.18%之间，最大回撤约11.62%至16.98%，但持仓天数仅51至88天，持仓占比低于9%，表明操作频繁，不符合中长线持有偏好。综合指数类型和回测风格，当前策略在收益与操作频率之间取得更好平衡，更适合稳健的中长线投资。
起始日期：2016-04-01
结束日期：2024-04-01
| date | price | type | amount | value |
|---|---|---|---|---|
| 2021-03-08 | 5716.05 | buy | 17.49459854269994 | 100000.0 |
| 2021-03-26 | 6028.43 | sell | 17.49459854269994 | 105464.9626927686 |
| 2021-06-16 | 7357.31 | buy | 14.334717810282372 | 105464.9626927686 |
| 2021-06-18 | 7643.01 | sell | 14.334717810282372 | 109560.39157116627 |
| 2021-07-27 | 7840.08 | buy | 13.974397145330949 | 109560.39157116627 |
| 2021-08-04 | 8440.02 | sell | 13.974397145330949 | 117944.19139453612 |
| 2021-08-16 | 7681.63 | buy | 15.354057848989878 | 117944.19139453612 |
| 2021-08-24 | 8080.02 | sell | 15.354057848989878 | 124061.0945009952 |
| 2021-09-03 | 7735.99 | buy | 16.036873690503118 | 124061.09450099521 |
| 2021-09-10 | 7695.18 | sell | 16.036873690503118 | 123406.62968568578 |
| 2021-10-12 | 7575.11 | buy | 16.291067678975722 | 123406.62968568578 |
| 2021-10-14 | 7899.0 | sell | 16.291067678975722 | 128683.14359622923 |
| 2021-12-07 | 8361.32 | buy | 15.390290479999479 | 128683.14359622923 |
| 2022-01-17 | 7379.06 | sell | 15.390290479999479 | 113565.87686934495 |
| 2022-01-27 | 6921.16 | buy | 16.408503324492564 | 113565.87686934495 |
| 2022-02-23 | 6755.81 | sell | 16.408503324492564 | 110852.73084464011 |
| 2022-03-07 | 6269.05 | buy | 17.68254055154132 | 110852.73084464011 |
| 2022-03-16 | 6657.01 | sell | 17.68254055154132 | 117712.84927701608 |
| 2022-04-11 | 5924.85 | buy | 19.86765053579687 | 117712.8492770161 |
| 2022-05-10 | 5684.18 | sell | 19.86765053579687 | 112931.30182256586 |
| 2022-07-12 | 6706.09 | buy | 16.840111275358048 | 112931.30182256586 |
| 2022-08-01 | 6628.58 | sell | 16.840111275358048 | 111626.02479761284 |
| 2022-08-03 | 6579.46 | buy | 16.96583379146812 | 111626.02479761284 |
| 2022-08-08 | 6766.18 | sell | 16.96583379146812 | 114793.88528315577 |
| 2022-08-24 | 6631.57 | buy | 17.310212405683085 | 114793.88528315577 |
| 2022-09-07 | 6455.12 | sell | 17.310212405683085 | 111739.498304173 |
| 2022-09-15 | 5993.22 | buy | 18.64431779647218 | 111739.498304173 |
| 2022-10-14 | 5931.52 | sell | 18.64431779647218 | 110589.14389613067 |
| 2022-10-28 | 5484.32 | buy | 20.16460452638261 | 110589.14389613067 |
| 2022-11-03 | 5945.96 | sell | 20.16460452638261 | 119897.93192968995 |
| 2022-12-20 | 5495.43 | buy | 21.81775255615847 | 119897.93192968995 |
| 2022-12-27 | 5590.69 | sell | 21.81775255615847 | 121976.29103818959 |
| 2023-02-17 | 5819.43 | buy | 20.960178408914548 | 121976.29103818959 |
| 2023-03-06 | 5677.74 | sell | 20.960178408914548 | 119006.44335943047 |
| 2023-03-16 | 5344.84 | buy | 22.265669946982598 | 119006.44335943047 |
| 2023-03-27 | 5530.73 | sell | 22.265669946982598 | 123145.40874587506 |
| 2023-04-21 | 5391.84 | buy | 22.839217919277104 | 123145.40874587506 |
| 2023-05-15 | 5468.95 | sell | 22.839217919277104 | 124906.54083963051 |
| 2023-05-26 | 5289.69 | buy | 23.6132062256258 | 124906.54083963053 |
| 2023-06-15 | 5437.45 | sell | 23.6132062256258 | 128395.628191529 |
| 2023-07-07 | 5131.36 | buy | 25.021754114217092 | 128395.62819152902 |
| 2023-08-04 | 5004.09 | sell | 25.021754114217092 | 125211.10954541262 |
| 2023-08-11 | 4852.07 | buy | 25.805709634323623 | 125211.10954541262 |
| 2023-08-29 | 4722.94 | sell | 25.805709634323623 | 121878.81826033241 |
| 2023-09-08 | 4490.21 | buy | 27.14323344795286 | 121878.81826033241 |
| 2023-09-27 | 4383.19 | sell | 27.14323344795286 | 118973.94941673249 |
| 2023-10-13 | 4213.93 | buy | 28.233489739206032 | 118973.94941673249 |
| 2023-10-30 | 4127.47 | sell | 28.233489739206032 | 116532.88189388072 |
| 2023-11-22 | 4178.44 | buy | 27.88908824678127 | 116532.88189388072 |
| 2023-12-08 | 4243.72 | sell | 27.88908824678127 | 118353.48157463061 |
| 2024-01-05 | 3808.93 | buy | 31.072632359909637 | 118353.48157463061 |
| 2024-02-06 | 3744.0 | sell | 31.072632359909637 | 116335.93555550168 |
| 2024-03-25 | 4151.32 | buy | 28.023841947983218 | 116335.93555550168 |