| 基金代码 | 基金全名 | 基金简称 | 基金类型 |
|---|---|---|---|
| 160225 | 国泰国证新能源汽车指数证券投资基金（LOF） | 国泰国证新能源汽车指数（LOF）A | 场内基金 |
| 014997 | 国泰国证新能源汽车指数证券投资基金（LOF） | 国泰国证新能源汽车指数（LOF）C | 场外基金 |
当前策略基于布林线模型，针对新能源车指数进行回测，该指数属于高成长性行业，通常伴随较高波动性和增长潜力。在比较所有策略时，当前策略展现出最高的年化收益率（6.14%）和夏普比率（21.26%），表明其在风险调整后的收益表现最为突出，能够有效捕捉行业趋势并优化投资回报。虽然最大回撤（28.64%）略高于其他策略，但在新能源车这种波动较大的市场中，高夏普比率能更好地平衡收益与风险，确保长期稳健增长。持仓占比33.21%和持仓天数894天显示操作频率适中，符合中长线投资的偏好，避免了频繁交易带来的额外成本和不确定性，同时利用了布林线策略的中线特性来适应市场变化。其他策略虽然在最大回撤或波动率方面略有优势，但年化收益率和夏普比率普遍较低，未能充分利用新能源车行业的增长动能，或操作频率不够理想。因此，选择当前策略是基于其综合指标优越性、行业适配性以及投资风格的契合度，确保在控制风险的同时最大化收益潜力。
起始日期：2016-04-01
结束日期：2024-04-01
| date | price | type | amount | value |
|---|---|---|---|---|
| 2016-12-02 | 2398.47 | buy | 41.69324611106247 | 100000.0 |
| 2017-01-10 | 2248.1 | sell | 41.69324611106247 | 93730.58658227953 |
| 2017-01-16 | 2133.05 | buy | 43.94204851376176 | 93730.58658227953 |
| 2017-03-09 | 2382.54 | sell | 43.94204851376176 | 104693.68826597795 |
| 2017-03-30 | 2353.42 | buy | 44.48576465993233 | 104693.68826597795 |
| 2017-04-10 | 2426.69 | sell | 44.48576465993233 | 107953.16024261118 |
| 2017-04-24 | 2183.3 | buy | 49.44495041570612 | 107953.16024261118 |
| 2017-06-22 | 2273.11 | sell | 49.44495041570612 | 112393.81123944574 |
| 2017-11-17 | 2612.06 | buy | 43.028801497456314 | 112393.81123944574 |
| 2018-01-09 | 2500.2 | sell | 43.028801497456314 | 107580.60950394027 |
| 2018-02-06 | 2158.78 | buy | 49.83398470614897 | 107580.60950394027 |
| 2018-03-07 | 2452.54 | sell | 49.83398470614897 | 122219.84085121859 |
| 2018-03-23 | 2377.91 | buy | 51.39800953409448 | 122219.84085121859 |
| 2018-05-17 | 2323.05 | sell | 51.39800953409448 | 119400.14604817818 |
| 2018-06-19 | 1986.34 | buy | 60.110628617546936 | 119400.14604817818 |
| 2018-07-25 | 1969.9 | sell | 60.110628617546936 | 118411.92731370572 |
| 2018-08-02 | 1798.12 | buy | 65.85318405540549 | 118411.92731370572 |
| 2018-09-27 | 1756.1 | sell | 65.85318405540549 | 115644.77651969758 |
| 2018-10-11 | 1504.54 | buy | 76.86387634738696 | 115644.77651969758 |
| 2018-11-08 | 1522.53 | sell | 76.86387634738696 | 117027.55765518708 |
| 2019-01-31 | 1505.13 | buy | 77.75245836252488 | 117027.55765518708 |
| 2019-03-08 | 1890.01 | sell | 77.75245836252488 | 146952.92382975563 |
| 2019-04-29 | 1752.78 | buy | 83.83991363990668 | 146952.92382975563 |
| 2019-06-25 | 1607.26 | sell | 83.83991363990668 | 134752.53959687642 |
| 2019-08-06 | 1548.48 | buy | 87.02246047535417 | 134752.53959687642 |
| 2019-09-17 | 1646.94 | sell | 87.02246047535417 | 143320.7710552798 |
| 2020-03-16 | 1857.81 | buy | 77.14501001463002 | 143320.7710552798 |
| 2020-04-21 | 1849.72 | sell | 77.14501001463002 | 142696.66792426145 |
| 2020-09-09 | 2253.62 | buy | 63.31886827604541 | 142696.66792426145 |
| 2020-09-22 | 2431.43 | sell | 63.31886827604541 | 153955.39589242506 |
| 2021-09-29 | 4835.74 | buy | 31.83698790514483 | 153955.39589242506 |
| 2021-10-21 | 5090.75 | sell | 31.83698790514483 | 162074.14617811606 |
| 2021-12-20 | 4871.23 | buy | 33.27170882469439 | 162074.14617811606 |
| 2022-03-02 | 4290.33 | sell | 33.27170882469439 | 142746.6105218511 |
| 2022-04-11 | 3671.77 | buy | 38.87678436335912 | 142746.6105218511 |
| 2022-05-24 | 3724.68 | sell | 38.87678436335912 | 144803.58118251644 |
| 2022-08-31 | 4027.35 | buy | 35.95505262331718 | 144803.58118251644 |
| 2022-11-09 | 3694.05 | sell | 35.95505262331718 | 132819.76214316484 |
| 2023-04-24 | 3019.35 | buy | 43.98952163318756 | 132819.76214316484 |
| 2023-06-19 | 3137.35 | sell | 43.98952163318756 | 138010.525695881 |
| 2024-01-30 | 2025.41 | buy | 68.13954986688177 | 138010.525695881 |
| 2024-02-28 | 2277.93 | sell | 68.13954986688177 | 155217.12482826598 |