| 基金代码 | 基金全名 | 基金简称 | 基金类型 |
|---|---|---|---|
| 005727 | 嘉实中创400交易型开放式指数证券投资基金联接基金 | 嘉实中创400ETF联接C | 场外基金 |
| 159918 | 中创400交易型开放式指数证券投资基金 | 嘉实中创400ETF | 场内基金 |
| 070030 | 嘉实中创400交易型开放式指数证券投资基金联接基金 | 嘉实中创400ETF联接A | 场外基金 |
当前策略在年化收益率、夏普比率和Calmar比率等关键指标上表现卓越，分别为10.04%、49.99%和62.87%，显著优于其他策略，这使其在中创400这类中小市值指数的波动环境中具备强大的收益潜力和风险调整后回报。考虑到该指数属于高成长性板块，布林线中线策略能有效捕捉市场趋势，而当前策略的操作频率适中，持仓占比28.23%和持仓天数824天表明交易不过于频繁，符合中长线投资偏好，避免了因高频交易带来的额外成本和不确定性。其他策略虽然在最大回撤或波动率上略有优势，如某些策略回撤略低或波动率稍小，但牺牲了过多收益率和夏普比率，整体表现不均衡。因此，当前策略在收益增强、风险控制和操作节奏间达到了最佳平衡，更适合稳健的长线持有者应对指数波动。
起始日期：2016-04-01
结束日期：2024-04-01
| date | price | type | amount | value |
|---|---|---|---|---|
| 2016-07-27 | 2365.48 | buy | 42.274718027630755 | 100000.0 |
| 2016-08-11 | 2364.24 | sell | 42.274718027630755 | 99947.57934964572 |
| 2016-12-12 | 2278.65 | buy | 43.8626289029231 | 99947.57934964572 |
| 2017-01-06 | 2289.3 | sell | 43.8626289029231 | 100414.71634746186 |
| 2017-01-16 | 2130.97 | buy | 47.12160018557834 | 100414.71634746186 |
| 2017-02-15 | 2213.02 | sell | 47.12160018557834 | 104281.04364268857 |
| 2017-03-29 | 2241.99 | buy | 46.51271577602424 | 104281.04364268857 |
| 2017-06-12 | 2081.18 | sell | 46.51271577602424 | 96801.33381874612 |
| 2017-07-17 | 1996.17 | buy | 48.49353202319748 | 96801.33381874612 |
| 2017-08-02 | 2071.06 | sell | 48.49353202319748 | 100433.01443196337 |
| 2017-09-25 | 2185.9 | buy | 45.94584126994069 | 100433.01443196337 |
| 2017-10-16 | 2210.19 | sell | 45.94584126994069 | 101549.03891641022 |
| 2017-11-17 | 2110.6 | buy | 48.113824939074306 | 101549.03891641022 |
| 2017-12-12 | 2070.65 | sell | 48.113824939074306 | 99626.89161009422 |
| 2018-01-15 | 1991.98 | buy | 50.01400195287815 | 99626.89161009422 |
| 2018-01-29 | 2001.97 | sell | 50.01400195287815 | 100126.53148960347 |
| 2018-02-01 | 1889.68 | buy | 52.98597195800531 | 100126.53148960347 |
| 2018-03-14 | 2024.06 | sell | 52.98597195800531 | 107246.78640132022 |
| 2018-03-23 | 1942.88 | buy | 55.199902413592305 | 107246.78640132022 |
| 2018-04-03 | 1998.77 | sell | 55.199902413592305 | 110331.9089472159 |
| 2018-06-19 | 1681.36 | buy | 65.62063386021786 | 110331.9089472159 |
| 2018-07-04 | 1619.36 | sell | 65.62063386021786 | 106263.4296478824 |
| 2018-10-11 | 1322.36 | buy | 80.35892619852567 | 106263.4296478824 |
| 2018-11-08 | 1368.37 | sell | 80.35892619852567 | 109960.74384227656 |
| 2018-11-23 | 1363.55 | buy | 80.64298620679591 | 109960.74384227656 |
| 2018-12-06 | 1390.88 | sell | 80.64298620679591 | 112164.71665530831 |
| 2019-01-29 | 1294.32 | buy | 86.65918525195339 | 112164.71665530831 |
| 2019-03-13 | 1689.61 | sell | 86.65918525195339 | 146420.22599355294 |
| 2019-08-06 | 1449.96 | buy | 100.98225191974464 | 146420.22599355294 |
| 2019-08-26 | 1576.85 | sell | 100.98225191974464 | 159233.86393964934 |
| 2019-09-26 | 1605.86 | buy | 99.15799879170622 | 159233.86393964934 |
| 2019-10-15 | 1607.33 | sell | 99.15799879170622 | 159379.62619787315 |
| 2020-02-03 | 1709.99 | buy | 93.20500482334583 | 159379.62619787315 |
| 2020-02-26 | 2038.55 | sell | 93.20500482334583 | 190003.06258263165 |
| 2020-05-22 | 1824.32 | buy | 104.15007377139518 | 190003.06258263165 |
| 2020-06-08 | 1947.59 | sell | 104.15007377139518 | 202841.64217643155 |
| 2020-09-09 | 2138.69 | buy | 94.84387273351048 | 202841.64217643155 |
| 2020-10-15 | 2245.04 | sell | 94.84387273351048 | 212928.28804164036 |
| 2021-03-09 | 2010.9 | buy | 105.88705954629287 | 212928.28804164036 |
| 2021-03-23 | 2016.3 | sell | 105.88705954629287 | 213500.0781631903 |
| 2021-05-07 | 2080.39 | buy | 102.62502615528354 | 213500.0781631903 |
| 2021-05-21 | 2147.07 | sell | 102.62502615528354 | 220343.11490722463 |
| 2021-08-17 | 2371.76 | buy | 92.9027873424059 | 220343.11490722463 |
| 2021-08-26 | 2428.33 | sell | 92.9027873424059 | 225598.6255871845 |
| 2021-12-07 | 2516.12 | buy | 89.66131408167516 | 225598.62558718448 |
| 2022-01-05 | 2478.43 | sell | 89.66131408167516 | 222219.29065944615 |
| 2022-03-07 | 2105.42 | buy | 105.54629986389706 | 222219.29065944615 |
| 2022-03-22 | 2122.35 | sell | 105.54629986389706 | 224006.18951614192 |
| 2022-04-11 | 1940.96 | buy | 115.40999789595969 | 224006.18951614192 |
| 2022-05-24 | 1867.35 | sell | 115.40999789595969 | 215510.85957102032 |
| 2022-08-24 | 2097.6 | buy | 102.74163785803792 | 215510.85957102032 |
| 2022-10-21 | 1935.11 | sell | 102.74163785803792 | 198816.37083546774 |
| 2022-12-19 | 1926.06 | buy | 103.22439115887758 | 198816.37083546774 |
| 2023-01-11 | 1995.22 | sell | 103.22439115887758 | 205955.36972801574 |
| 2023-04-21 | 2111.05 | buy | 97.56063083679483 | 205955.36972801574 |
| 2023-05-31 | 2059.94 | sell | 97.56063083679483 | 200969.04588594715 |
| 2023-07-20 | 1992.89 | buy | 100.84301987864214 | 200969.04588594715 |
| 2023-08-08 | 1996.8 | sell | 100.84301987864214 | 201363.3420936726 |
| 2023-08-11 | 1964.66 | buy | 102.49271736263404 | 201363.3420936726 |
| 2023-09-01 | 1923.03 | sell | 102.49271736263404 | 197096.57026986612 |
| 2023-10-18 | 1817.03 | buy | 108.47183055308174 | 197096.57026986612 |
| 2023-11-02 | 1845.94 | sell | 108.47183055308174 | 200232.49089115573 |
| 2024-01-22 | 1583.89 | buy | 126.41817985539129 | 200232.49089115573 |
| 2024-02-28 | 1699.77 | sell | 126.41817985539129 | 214881.82957279845 |