| 基金代码 | 基金全名 | 基金简称 | 基金类型 |
|---|---|---|---|
| 160422 | 华安创业板50交易型开放式指数证券投资基金联接基金 | 华安创业板50ETF联接A | 场外基金 |
| 160420 | 华安创业板50指数型证券投资基金 | 华安创业板50指数A | 场外基金 |
| 159949 | 华安创业板50交易型开放式指数证券投资基金 | 华安创业板50ETF | 场内基金 |
| 160424 | 华安创业板50交易型开放式指数证券投资基金联接基金 | 华安创业板50ETF联接C | 场外基金 |
| 007465 | 交银施罗德创业板50指数型证券投资基金 | 交银创业板50指数C | 场外基金 |
| 007464 | 交银施罗德创业板50指数型证券投资基金 | 交银创业板50指数A | 场外基金 |
| 014985 | 华安创业板50指数型证券投资基金 | 华安创业板50指数C | 场外基金 |
| 159682 | 景顺长城创业板50交易型开放式指数证券投资基金 | 景顺长城创业板50ETF | 场内基金 |
| 159681 | 鹏华创业板50交易型开放式指数证券投资基金 | 创50ETF | 场内基金 |
| 017949 | 景顺长城创业板50交易型开放式指数证券投资基金联接基金 | 景顺长城创业板50ETF联接A | 场外基金 |
| 017950 | 景顺长城创业板50交易型开放式指数证券投资基金联接基金 | 景顺长城创业板50ETF联接C | 场外基金 |
| 018482 | 鹏华创业板50交易型开放式指数证券投资基金联接基金 | 鹏华创业板50ETF联接A | 场外基金 |
| 018483 | 鹏华创业板50交易型开放式指数证券投资基金联接基金 | 鹏华创业板50ETF联接C | 场外基金 |
| 022654 | 华安创业板50交易型开放式指数证券投资基金联接基金 | 华安创业板50ETF联接I | 场外基金 |
| 159373 | 嘉实创业板50交易型开放式指数证券投资基金 | 嘉实创业板50ETF | 场内基金 |
| 159375 | 国泰创业板50交易型开放式指数证券投资基金 | 国泰创业板50ETF | 场内基金 |
| 159370 | 工银瑞信创业板50交易型开放式指数证券投资基金 | 创50ETF工银 | 场内基金 |
| 159371 | 富国创业板50交易型开放式指数证券投资基金 | 富国创业板50ETF | 场内基金 |
| 022976 | 华安创业板50交易型开放式指数证券投资基金联接基金 | 华安创业板50ETF联接Y | 场外基金 |
| 022929 | 华安创业板50指数型证券投资基金 | 华安创业板50指数Y | 场外基金 |
| 159367 | 华夏创业板50交易型开放式指数证券投资基金 | 华夏创业板50ETF | 场内基金 |
| 159383 | 华泰柏瑞创业板50交易型开放式指数证券投资基金 | 创业板50ETF华泰柏瑞 | 场内基金 |
| 023429 | 嘉实创业板50指数型证券投资基金 | 嘉实创业板50ETF联接A | 场外基金 |
| 023371 | 国泰创业板50交易型开放式指数证券投资基金发起式联接基金 | 国泰创业板50ETF发起联接A | 场外基金 |
| 023414 | 工银瑞信创业板50交易型开放式指数证券投资基金联接基金 | 工银创业板50ETF联接A | 场外基金 |
| 023430 | 嘉实创业板50指数型证券投资基金 | 嘉实创业板50ETF联接C | 场外基金 |
| 023415 | 工银瑞信创业板50交易型开放式指数证券投资基金联接基金 | 工银创业板50ETF联接C | 场外基金 |
| 023372 | 国泰创业板50交易型开放式指数证券投资基金发起式联接基金 | 国泰创业板50ETF发起联接C | 场外基金 |
| 023859 | 富国创业板50交易型开放式指数证券投资基金发起式联接基金 | 富国创业板50ETF发起式联接A | 场外基金 |
| 023830 | 华泰柏瑞创业板50交易型开放式指数证券投资基金联接基金 | 华泰柏瑞创业板50ETF联接A | 场外基金 |
| 159372 | 万家创业板50交易型开放式指数证券投资基金 | 万家创业板50ETF | 场内基金 |
| 023860 | 富国创业板50交易型开放式指数证券投资基金发起式联接基金 | 富国创业板50ETF发起式联接C | 场外基金 |
| 024071 | 上银创业板50指数型发起式证券投资基金 | 上银创业板50指数发起式A | 场外基金 |
| 159369 | 易方达创业板50交易型开放式指数证券投资基金 | 易方达创业板50ETF | 场内基金 |
| 023831 | 华泰柏瑞创业板50交易型开放式指数证券投资基金联接基金 | 华泰柏瑞创业板50ETF联接C | 场外基金 |
| 023882 | 华夏创业板50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50ETF发起式联接A | 场外基金 |
| 024072 | 上银创业板50指数型发起式证券投资基金 | 上银创业板50指数发起式C | 场外基金 |
| 023883 | 华夏创业板50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50ETF发起式联接C | 场外基金 |
| 024862 | 万家创业板50交易型开放式指数证券投资基金联接基金 | 万家创业板50ETF联接A | 场外基金 |
| 159298 | 大成创业板50交易型开放式指数证券投资基金 | 大成创业板50ETF | 场内基金 |
| 023968 | 博时创业板50指数型证券投资基金 | 博时创业板50指数A | 场外基金 |
| 024920 | 大成创业板50交易型开放式指数证券投资基金联接基金 | 大成创业板50ETF联接A | 场外基金 |
| 023969 | 博时创业板50指数型证券投资基金 | 博时创业板50指数C | 场外基金 |
| 024863 | 万家创业板50交易型开放式指数证券投资基金联接基金 | 万家创业板50ETF联接C | 场外基金 |
| 024922 | 大成创业板50交易型开放式指数证券投资基金联接基金 | 大成创业板50ETF联接E | 场外基金 |
| 026095 | 易方达创业板50交易型开放式指数证券投资基金联接基金 | 易方达创业板50ETF联接 | 场外基金 |
当前策略针对创业板50指数，该指数代表高成长性科技板块，通常波动性较高。在评估的多个布林线中线策略中，当前策略在年化收益率上表现最佳，达到7.81%，同时持仓占比高达42.86%，这意味着操作频率较低，符合中长线投资偏好。尽管最大回撤和波动率相对较高，分别为31.21%和20.39%，但夏普比率28.83%和Calmar比率47.35%仍显示较好的风险调整后收益。相比之下，其他策略虽有较低的波动率和回撤，但持仓占比普遍较低，操作频率较高，不适合长期持有；或收益率显著偏低，牺牲了潜在回报。创业板50的成长特性要求策略在控制风险的同时捕捉上涨机会，当前策略通过适中的持仓期和较高收益率，在风险与收益间取得平衡，避免了频繁交易带来的成本和不确定性，更适合稳健的中长线布局。
起始日期：2016-04-01
结束日期：2024-04-01
| date | price | type | amount | value |
|---|---|---|---|---|
| 2016-07-27 | 2007.19 | buy | 49.82089388647811 | 100000.0 |
| 2016-08-10 | 1963.55 | sell | 49.82089388647811 | 97825.8161907941 |
| 2016-09-12 | 1980.87 | buy | 49.38527828216597 | 97825.8161907941 |
| 2016-10-14 | 1981.93 | sell | 49.38527828216597 | 97878.16458577321 |
| 2016-11-02 | 1977.2 | buy | 49.50342129565709 | 97878.16458577321 |
| 2016-11-17 | 1974.02 | sell | 49.50342129565709 | 97720.743706053 |
| 2016-12-06 | 1948.77 | buy | 50.144831717469486 | 97720.743706053 |
| 2017-01-06 | 1783.72 | sell | 50.144831717469486 | 89444.33923108467 |
| 2017-01-13 | 1635.88 | buy | 54.67658949989282 | 89444.33923108467 |
| 2017-02-07 | 1708.46 | sell | 54.67658949989282 | 93412.76609698689 |
| 2017-03-22 | 1722.17 | buy | 54.24131537361984 | 93412.76609698689 |
| 2017-05-19 | 1560.67 | sell | 54.24131537361984 | 84652.79366414728 |
| 2017-07-11 | 1564.94 | buy | 54.093315823064955 | 84652.79366414728 |
| 2017-08-04 | 1528.69 | sell | 54.093315823064955 | 82691.91096556117 |
| 2017-09-25 | 1622.11 | buy | 50.9779922234381 | 82691.91096556117 |
| 2017-10-16 | 1661.24 | sell | 50.9779922234381 | 84686.67980126431 |
| 2017-10-30 | 1634.87 | buy | 51.80025310958322 | 84686.67980126431 |
| 2017-11-15 | 1621.02 | sell | 51.80025310958322 | 83969.24629569659 |
| 2017-12-25 | 1519.88 | buy | 55.24728682244426 | 83969.24629569659 |
| 2018-01-10 | 1552.26 | sell | 55.24728682244426 | 85758.15344300732 |
| 2018-01-15 | 1472.81 | buy | 58.22757412226107 | 85758.15344300732 |
| 2018-01-30 | 1502.2 | sell | 58.22757412226107 | 87469.46184646057 |
| 2018-02-06 | 1406.4 | buy | 62.193872188894034 | 87469.46184646057 |
| 2018-03-07 | 1560.32 | sell | 62.193872188894034 | 97042.34265377514 |
| 2018-03-23 | 1544.02 | buy | 62.850444070527026 | 97042.34265377514 |
| 2018-04-03 | 1596.13 | sell | 62.850444070527026 | 100317.47929429032 |
| 2018-04-17 | 1578.53 | buy | 63.55120225417972 | 100317.47929429032 |
| 2018-05-04 | 1589.73 | sell | 63.55120225417972 | 101029.25275953714 |
| 2018-05-25 | 1508.22 | buy | 66.98575324524083 | 101029.25275953712 |
| 2018-07-04 | 1292.8 | sell | 66.98575324524083 | 86599.18179544734 |
| 2018-08-02 | 1242.04 | buy | 69.72334368896922 | 86599.18179544734 |
| 2018-08-15 | 1233.2 | sell | 69.72334368896922 | 85982.82743723685 |
| 2018-09-10 | 1159.9 | buy | 74.12951757671941 | 85982.82743723685 |
| 2018-09-27 | 1169.65 | sell | 74.12951757671941 | 86705.59023360987 |
| 2018-10-08 | 1102.54 | buy | 78.64167307635992 | 86705.59023360987 |
| 2018-10-25 | 1023.36 | sell | 78.64167307635992 | 80478.74255942368 |
| 2018-11-23 | 1059.49 | buy | 75.95988877613162 | 80478.74255942368 |
| 2018-12-06 | 1084.42 | sell | 75.95988877613162 | 82372.42258661265 |
| 2018-12-19 | 1029.83 | buy | 79.98642745561176 | 82372.42258661265 |
| 2019-01-17 | 1018.86 | sell | 79.98642745561176 | 81494.9714774246 |
| 2019-01-30 | 988.41 | buy | 82.45057362574701 | 81494.9714774246 |
| 2019-03-08 | 1391.34 | sell | 82.45057362574701 | 114716.78110844684 |
| 2019-03-26 | 1316.16 | buy | 87.16020932747298 | 114716.78110844686 |
| 2019-04-08 | 1396.3 | sell | 87.16020932747298 | 121701.80028395052 |
| 2019-04-15 | 1369.38 | buy | 88.87365105664645 | 121701.80028395052 |
| 2019-06-12 | 1161.67 | sell | 88.87365105664645 | 103241.85422297449 |
| 2019-08-05 | 1183.18 | buy | 87.25794403469843 | 103241.85422297449 |
| 2019-08-26 | 1294.2 | sell | 87.25794403469843 | 112929.2311697067 |
| 2019-09-26 | 1333.11 | buy | 84.71111248862188 | 112929.2311697067 |
| 2019-10-15 | 1334.6 | sell | 84.71111248862188 | 113055.45072731475 |
| 2020-02-03 | 1602.86 | buy | 70.53357793401467 | 113055.45072731475 |
| 2020-02-26 | 1869.38 | sell | 70.53357793401467 | 131854.05991828835 |
| 2020-03-16 | 1634.59 | buy | 80.66491286395264 | 131854.05991828835 |
| 2020-04-03 | 1674.21 | sell | 80.66491286395264 | 135050.00376595816 |
| 2020-05-22 | 1775.32 | buy | 76.0707949924285 | 135050.00376595816 |
| 2020-07-16 | 2392.9 | sell | 76.0707949924285 | 182029.80533738216 |
| 2020-09-09 | 2247.77 | buy | 80.98239826022332 | 182029.80533738216 |
| 2020-09-21 | 2336.92 | sell | 80.98239826022332 | 189249.3861422811 |
| 2020-10-23 | 2427.41 | buy | 77.9635027219469 | 189249.3861422811 |
| 2020-10-30 | 2542.67 | sell | 77.9635027219469 | 198235.45946601272 |
| 2021-02-24 | 2902.38 | buy | 68.3010010632697 | 198235.4594660127 |
| 2021-04-07 | 2728.77 | sell | 68.3010010632697 | 186377.72267141845 |
| 2021-06-16 | 3166.6 | buy | 58.85736205122796 | 186377.72267141845 |
| 2021-06-24 | 3355.53 | sell | 58.85736205122796 | 197497.64408375695 |
| 2021-07-26 | 3255.27 | buy | 60.67012692764562 | 197497.64408375695 |
| 2021-08-06 | 3477.69 | sell | 60.67012692764562 | 210991.89371500388 |
| 2021-08-12 | 3350.92 | buy | 62.965362860051535 | 210991.89371500388 |
| 2021-08-26 | 3255.17 | sell | 62.965362860051535 | 204962.96022115395 |
| 2021-10-12 | 3228.94 | buy | 63.47685625039609 | 204962.96022115395 |
| 2021-10-28 | 3422.86 | sell | 63.47685625039609 | 217272.39218523077 |
| 2021-12-06 | 3419.05 | buy | 63.5475913441543 | 217272.39218523077 |
| 2021-12-15 | 3546.36 | sell | 63.5475913441543 | 225362.63603925504 |
| 2021-12-20 | 3381.4 | buy | 66.64773053742681 | 225362.636039255 |
| 2022-01-19 | 3052.27 | sell | 66.64773053742681 | 203426.86848747171 |
| 2022-01-27 | 2911.65 | buy | 69.86652533356403 | 203426.86848747171 |
| 2022-02-24 | 2838.68 | sell | 69.86652533356403 | 198328.70813388153 |
| 2022-03-07 | 2541.61 | buy | 78.03270688023792 | 198328.70813388153 |
| 2022-03-25 | 2567.5 | sell | 78.03270688023792 | 200348.97491501088 |
| 2022-04-11 | 2514.11 | buy | 79.68982061843391 | 200348.97491501088 |
| 2022-05-24 | 2314.41 | sell | 79.68982061843391 | 184434.91773750962 |
| 2022-07-12 | 2758.57 | buy | 66.85888621188137 | 184434.9177375096 |
| 2022-07-15 | 2822.81 | sell | 66.85888621188137 | 188729.93258776085 |
| 2022-08-03 | 2642.64 | buy | 71.41719363506223 | 188729.93258776085 |
| 2022-08-12 | 2728.91 | sell | 71.41719363506223 | 194891.09388265767 |
| 2022-09-14 | 2397.33 | buy | 81.2950632089273 | 194891.09388265767 |
| 2022-10-20 | 2378.26 | sell | 81.2950632089273 | 193340.79702726347 |
| 2022-10-28 | 2238.8 | buy | 86.35911962983002 | 193340.79702726347 |
| 2022-11-09 | 2338.7 | sell | 86.35911962983002 | 201968.07307828346 |
| 2022-12-20 | 2300.7 | buy | 87.78548836366474 | 201968.07307828346 |
| 2022-12-28 | 2345.89 | sell | 87.78548836366474 | 205935.09929743747 |
| 2023-02-16 | 2428.33 | buy | 84.80523623125254 | 205935.09929743747 |
| 2023-03-28 | 2306.99 | sell | 84.80523623125254 | 195644.83193313726 |
| 2023-04-20 | 2253.53 | buy | 86.81705232818611 | 195644.83193313726 |
| 2023-05-12 | 2234.94 | sell | 86.81705232818611 | 194030.90293035627 |
| 2023-05-29 | 2124.76 | buy | 91.3189738748641 | 194030.90293035627 |
| 2023-06-21 | 2098.46 | sell | 91.3189738748641 | 191629.2139174473 |
| 2023-08-11 | 2084.97 | buy | 91.90981832709696 | 191629.2139174473 |
| 2023-08-31 | 2018.2 | sell | 91.90981832709696 | 185492.39534774708 |
| 2023-10-16 | 1852.99 | buy | 100.1043693423856 | 185492.39534774708 |
| 2023-11-02 | 1866.4 | sell | 100.1043693423856 | 186834.7949406285 |
| 2023-11-22 | 1844.58 | buy | 101.28852906386739 | 186834.7949406285 |
| 2024-01-02 | 1719.46 | sell | 101.28852906386739 | 174161.57418415742 |
| 2024-01-17 | 1638.2 | buy | 106.31276656339728 | 174161.57418415742 |
| 2024-02-26 | 1700.94 | sell | 106.31276656339728 | 180831.63715834497 |
| 2024-03-25 | 1769.29 | buy | 102.20576454868618 | 180831.63715834497 |