| 基金代码 | 基金全名 | 基金简称 | 基金类型 |
|---|---|---|---|
| 159697 | 鹏华国证石油天然气交易型开放式指数证券投资基金 | 油气ETF | 场内基金 |
| 019827 | 鹏华国证石油天然气交易型开放式指数证券投资基金联接基金 | 鹏华国证石油天然气ETF联接A | 场外基金 |
| 159588 | 景顺长城国证石油天然气交易型开放式指数证券投资基金 | 景顺长城国证石油天然气ETF | 场内基金 |
| 019828 | 鹏华国证石油天然气交易型开放式指数证券投资基金联接基金 | 鹏华国证石油天然气ETF联接C | 场外基金 |
| 021822 | 景顺长城国证石油天然气交易型开放式指数证券投资基金发起式联接基金 | 景顺长城国证石油天然气ETF联接A | 场外基金 |
| 021823 | 景顺长城国证石油天然气交易型开放式指数证券投资基金发起式联接基金 | 景顺长城国证石油天然气ETF联接 C | 场外基金 |
当前策略基于布林线中线估值模型，针对国证油气指数（代码399439）这一周期性油气行业指数，其高波动性特征要求策略在收益与风险间取得平衡。该策略在回测中表现出最高的年化收益率（12.57%）和夏普比率（74.80%），显示卓越的风险调整后回报，同时最大回撤控制在18.10%，处于较低水平，适合管理油气行业的波动风险。持仓占比为28.57%，意味着持仓天数较少，操作频率低，符合中长线投资风格，减少交易成本和市场噪音干扰。与其他策略相比，虽然有些策略有更低的波动率或最大回撤，但当前策略在收益性、稳定性和风险控制方面综合最优，夏普比率突出，表明能有效捕捉油气指数的中期趋势而不依赖频繁交易。布林线策略的参数设置（如mode=2, period=15）优化了中线估值，避免了过度交易，兼顾了收益潜力和操作简洁性。因此，综合考虑指数行业特性、策略绩效指标和投资偏好，当前策略提供了最佳的长期操作方案。
起始日期：2016-04-01
结束日期：2024-04-01
| date | price | type | amount | value |
|---|---|---|---|---|
| 2017-09-22 | 1958.74 | buy | 51.05322809561248 | 100000.0 |
| 2017-11-02 | 1970.39 | sell | 51.05322809561248 | 100594.77010731389 |
| 2018-02-09 | 1826.18 | buy | 55.084805499629766 | 100594.77010731389 |
| 2018-03-22 | 1887.4 | sell | 55.084805499629766 | 103967.06190000122 |
| 2018-10-18 | 1710.58 | buy | 60.778836359598046 | 103967.06190000122 |
| 2019-02-14 | 1574.73 | sell | 60.778836359598046 | 95710.25698054984 |
| 2019-08-02 | 1390.84 | buy | 68.81471411560628 | 95710.25698054984 |
| 2019-09-10 | 1432.27 | sell | 68.81471411560628 | 98561.2505863594 |
| 2019-11-11 | 1314.53 | buy | 74.97831969324352 | 98561.2505863594 |
| 2019-12-18 | 1361.03 | sell | 74.97831969324352 | 102047.74245209523 |
| 2020-02-03 | 1220.4 | buy | 83.61827470673158 | 102047.74245209523 |
| 2020-03-09 | 1312.88 | sell | 83.61827470673158 | 109780.76049697377 |
| 2020-04-28 | 1147.39 | buy | 95.67867987081442 | 109780.76049697377 |
| 2020-07-08 | 1200.02 | sell | 95.67867987081442 | 114816.32941857472 |
| 2021-01-25 | 1074.5 | buy | 106.8555881047694 | 114816.32941857472 |
| 2021-02-24 | 1192.33 | sell | 106.8555881047694 | 127407.12336495968 |
| 2021-10-13 | 1517.63 | buy | 83.95137376367077 | 127407.12336495968 |
| 2022-01-10 | 1509.0 | sell | 83.95137376367077 | 126682.6230093792 |
| 2022-01-25 | 1417.5 | buy | 89.37045714947386 | 126682.6230093792 |
| 2022-03-04 | 1565.92 | sell | 89.37045714947386 | 139946.98625950413 |
| 2022-03-15 | 1372.9 | buy | 101.93530938852365 | 139946.98625950413 |
| 2022-04-15 | 1459.48 | sell | 101.93530938852365 | 148772.5453463625 |
| 2022-04-26 | 1370.76 | buy | 108.53289076597106 | 148772.5453463625 |
| 2022-06-13 | 1711.14 | sell | 108.53289076597106 | 185714.97070528372 |
| 2022-10-28 | 1479.62 | buy | 125.51531521964 | 185714.97070528372 |
| 2022-12-06 | 1593.05 | sell | 125.51531521964 | 199952.1729106475 |
| 2023-10-11 | 1645.92 | buy | 121.4835307370027 | 199952.1729106475 |
| 2024-01-04 | 1610.23 | sell | 121.4835307370027 | 195616.42569864384 |
| 2024-01-22 | 1493.02 | buy | 131.02063314533217 | 195616.42569864384 |