| 基金代码 | 基金全名 | 基金简称 | 基金类型 |
|---|---|---|---|
| 004409 | 招商深证电子信息传媒产业（TMT）50交易型开放式指数证券投资基金联接基金 | 招商深证TMT50ETF联接C | 场外基金 |
| 159909 | 深证电子信息传媒产业（TMT）50交易型开放式指数证券投资基金 | 深证TMT50ETF | 场内基金 |
| 217019 | 招商深证电子信息传媒产业（TMT）50交易型开放式指数证券投资基金联接基金 | 招商深证TMT50ETF联接A | 场外基金 |
当前策略在TMT50指数上的表现突出，该指数代表科技、媒体和电信行业，具有高成长性和估值波动性，适合长线估值模型来捕捉低位买入和高位卖出的机会。回测结果显示，当前策略的年化收益率达到6.73%，为所有策略中最高，同时最大回撤控制在42.52%，风险较低，夏普比率为23.54%，Calmar比率为32.10%，均显著优于其他策略，表明在风险调整后收益方面表现卓越。持仓占比77.80%和策略持续天数较长，反映出中长线操作风格，减少了频繁交易带来的成本和不确定性。其他策略虽然也基于估值指标，但在年化收益率、最大回撤和风险调整指标上均不及当前策略，例如一些策略的收益率低于6%且夏普比率较低，难以平衡收益与风险。综合考虑指数行业的成长特性、策略的稳定性和长期持有需求，当前策略提供了最佳的风险收益平衡，适合追求稳健增长的量化投资。
起始日期：2016-04-01
结束日期：2024-04-01
| date | price | type | amount | value |
|---|---|---|---|---|
| 2016-12-05 | 5076.82 | buy | 19.697369613261845 | 100000.0 |
| 2017-11-27 | 5849.65 | sell | 19.697369613261845 | 115222.71815821715 |
| 2018-02-06 | 5048.43 | buy | 22.823475448449745 | 115222.71815821715 |
| 2018-03-14 | 5843.94 | sell | 22.823475448449745 | 133379.0211122134 |
| 2018-03-23 | 5493.54 | buy | 24.279248191915123 | 133379.0211122134 |
| 2021-03-09 | 7016.67 | sell | 24.279248191915123 | 170359.4724107651 |
| 2021-05-07 | 6899.36 | buy | 24.692068889109294 | 170359.4724107651 |
| 2023-07-12 | 6210.78 | sell | 24.692068889109294 | 153357.00761510222 |
| 2024-01-17 | 4626.69 | buy | 33.14616013069867 | 153357.0076151022 |
当前策略在TMT50指数上展现出优秀的量化表现，特别适合中长线操作。该指数属于科技、媒体和电信行业，通常具有高增长潜力但伴随一定波动性。当前策略的年化收益率达到7.83%，在所有选项中最高，夏普比率为28.05%，同样领先，表明在风险调整后的回报方面表现卓越。尽管最大回撤为39.98%略高，但考虑到科技行业的特性，这在合理范围内。持仓占比为67.04%，意味着持仓时间较长，交易频率较低，这符合中长线投资风格，减少了频繁操作带来的成本和不确定性。其他策略虽然在回撤控制或波动率上可能略有优势，但年化收益率普遍较低，且部分策略持仓占比偏低，暗示更高的交易频率，不适合稳定持有。当前策略在收益与风险之间取得了良好平衡，同时兼顾了行业特性和操作偏好，因此是最佳选择。
起始日期：2016-04-01
结束日期：2024-04-01
| date | price | type | amount | value |
|---|---|---|---|---|
| 2016-04-20 | 4898.24 | buy | 20.415496178219115 | 100000.0 |
| 2016-06-06 | 5195.28 | sell | 20.415496178219115 | 106064.2189847782 |
| 2016-06-13 | 4864.73 | buy | 21.80269387710689 | 106064.21898477818 |
| 2016-07-14 | 5306.14 | sell | 21.80269387710689 | 115688.14608907196 |
| 2016-07-27 | 5129.42 | buy | 22.553845481374495 | 115688.14608907196 |
| 2016-08-18 | 5315.78 | sell | 22.553845481374495 | 119891.2807329809 |
| 2016-09-02 | 5193.87 | buy | 23.083227099057332 | 119891.2807329809 |
| 2016-11-17 | 5152.52 | sell | 23.083227099057332 | 118936.7892924349 |
| 2016-12-02 | 5110.87 | buy | 23.271339183433525 | 118936.7892924349 |
| 2017-01-05 | 4757.68 | sell | 23.271339183433525 | 110717.58500623802 |
| 2017-01-13 | 4490.41 | buy | 24.656453421010113 | 110717.58500623802 |
| 2017-02-23 | 4834.56 | sell | 24.656453421010113 | 119203.10345107866 |
| 2017-03-30 | 4844.8 | buy | 24.604339384717356 | 119203.10345107866 |
| 2017-06-12 | 4964.94 | sell | 24.604339384717356 | 122159.06878475858 |
| 2017-07-14 | 4887.84 | buy | 24.992444266743302 | 122159.06878475858 |
| 2017-08-18 | 5401.9 | sell | 24.992444266743302 | 135006.68468452065 |
| 2017-09-21 | 5518.68 | buy | 24.46358271987516 | 135006.68468452065 |
| 2017-10-11 | 5721.69 | sell | 24.46358271987516 | 139973.03661248248 |
| 2017-11-23 | 5891.91 | buy | 23.756818521070837 | 139973.03661248248 |
| 2018-02-28 | 5737.61 | sell | 23.756818521070837 | 136307.35951468124 |
| 2018-03-22 | 5370.23 | buy | 25.382033826238587 | 136307.35951468124 |
| 2018-07-16 | 4695.33 | sell | 25.382033826238587 | 119177.02488535282 |
| 2018-08-01 | 4368.43 | buy | 27.281431746726582 | 119177.02488535282 |
| 2018-11-05 | 3636.24 | sell | 27.281431746726582 | 99201.83337471705 |
| 2018-11-23 | 3530.71 | buy | 28.09685116441652 | 99201.83337471705 |
| 2019-02-15 | 4145.01 | sell | 28.09685116441652 | 116461.72904501813 |
| 2019-03-26 | 4668.19 | buy | 24.947941074595967 | 116461.72904501813 |
| 2019-06-24 | 4220.07 | sell | 24.947941074595967 | 105282.05769067019 |
| 2019-07-11 | 4238.3 | buy | 24.840633671677367 | 105282.05769067019 |
| 2019-07-29 | 4489.22 | sell | 24.840633671677367 | 111515.06949156747 |
| 2019-08-06 | 4170.62 | buy | 26.738247428815733 | 111515.06949156747 |
| 2019-08-21 | 4640.92 | sell | 26.738247428815733 | 124090.06725733951 |
| 2019-09-26 | 4979.89 | buy | 24.918234590992874 | 124090.06725733951 |
| 2019-10-29 | 5002.99 | sell | 24.918234590992874 | 124665.67847639143 |
| 2019-11-22 | 4908.21 | buy | 25.399418214866813 | 124665.67847639145 |
| 2019-12-09 | 5248.7 | sell | 25.399418214866813 | 133313.92638437144 |
| 2020-02-03 | 5690.04 | buy | 23.42934784015076 | 133313.92638437144 |
| 2020-02-26 | 6804.19 | sell | 23.42934784015076 | 159417.7342804754 |
| 2020-03-09 | 6518.43 | buy | 24.456461798389395 | 159417.7342804754 |
| 2020-05-11 | 6062.19 | sell | 24.456461798389395 | 148259.7181495782 |
| 2020-05-22 | 5589.12 | buy | 26.526486844007323 | 148259.7181495782 |
| 2020-06-29 | 6851.02 | sell | 26.526486844007323 | 181733.49189803106 |
| 2020-07-24 | 7054.58 | buy | 25.761064712290604 | 181733.49189803106 |
| 2020-10-14 | 7245.43 | sell | 25.761064712290604 | 186649.9910983717 |
| 2020-10-30 | 7089.14 | buy | 26.329003390872757 | 186649.9910983717 |
| 2020-11-10 | 7269.21 | sell | 26.329003390872757 | 191391.05473896617 |
| 2020-11-24 | 7024.06 | buy | 27.247924240249393 | 191391.05473896617 |
| 2021-01-08 | 7998.9 | sell | 27.247924240249393 | 217953.42120533087 |
| 2021-01-28 | 7755.07 | buy | 28.104636219315992 | 217953.42120533087 |
| 2021-04-06 | 7067.49 | sell | 28.104636219315992 | 198629.23543365358 |
| 2021-05-07 | 6899.36 | buy | 28.789516046945455 | 198629.23543365358 |
| 2021-05-26 | 7528.86 | sell | 28.789516046945455 | 216752.23578520573 |
| 2021-06-16 | 7424.54 | buy | 29.19402896141791 | 216752.23578520573 |
| 2021-06-29 | 7890.43 | sell | 29.19402896141791 | 230353.44193804072 |
| 2021-07-26 | 7480.28 | buy | 30.7947619524992 | 230353.44193804072 |
| 2021-11-10 | 7587.19 | sell | 30.7947619524992 | 233645.7099383824 |
| 2021-12-02 | 7597.88 | buy | 30.751434602597357 | 233645.7099383824 |
| 2021-12-10 | 7906.72 | sell | 30.751434602597357 | 243142.9830010486 |
| 2021-12-20 | 7618.71 | buy | 31.91393070494199 | 243142.9830010486 |
| 2022-06-08 | 5703.95 | sell | 31.91393070494199 | 182035.46504445386 |
| 2022-07-11 | 5712.07 | buy | 31.86856341824485 | 182035.46504445386 |
| 2022-08-10 | 6054.76 | sell | 31.86856341824485 | 192956.5030422522 |
| 2022-08-24 | 5735.93 | buy | 33.63996824268291 | 192956.5030422522 |
| 2022-11-08 | 5271.74 | sell | 33.63996824268291 | 177341.1661836812 |
| 2022-11-24 | 5210.57 | buy | 34.03488796497911 | 177341.1661836812 |
| 2023-01-31 | 5751.63 | sell | 34.03488796497911 | 195756.0826660128 |
| 2023-02-17 | 5862.72 | buy | 33.389976438583595 | 195756.08266601284 |
| 2023-03-28 | 6203.39 | sell | 33.389976438583595 | 207131.0459393451 |
| 2023-04-21 | 6077.18 | buy | 34.08341466590509 | 207131.0459393451 |
| 2023-06-06 | 5830.32 | sell | 34.08341466590509 | 198717.21419491974 |
| 2023-07-20 | 5900.59 | buy | 33.677516010249775 | 198717.21419491974 |
| 2023-10-12 | 5438.37 | sell | 33.677516010249775 | 183150.79274466206 |
| 2023-10-18 | 5187.95 | buy | 35.30311447578756 | 183150.79274466206 |
| 2023-11-08 | 5407.13 | sell | 35.30311447578756 | 190888.52937546518 |
| 2023-11-22 | 5304.55 | buy | 35.985810177199795 | 190888.52937546518 |