| 基金代码 | 基金全名 | 基金简称 | 基金类型 |
|---|---|---|---|
| 516160 | 南方中证新能源交易型开放式指数证券投资基金 | 南方中证新能源ETF | 场内基金 |
| 516850 | 华夏中证新能源交易型开放式指数证券投资基金 | 华夏中证新能源ETF | 场内基金 |
| 516090 | 易方达中证新能源交易型开放式指数证券投资基金 | 易方达中证新能源ETF | 场内基金 |
| 516580 | 博时中证新能源交易型开放式指数证券投资基金 | 博时新能源ETF | 场内基金 |
| 159875 | 嘉实中证新能源交易型开放式指数证券投资基金 | 嘉实中证新能源ETF | 场内基金 |
| 012831 | 南方中证新能源交易型开放式指数证券投资基金联接基金 | 南方中证新能源ETF联接A | 场外基金 |
| 012832 | 南方中证新能源交易型开放式指数证券投资基金联接基金 | 南方中证新能源ETF联接C | 场外基金 |
| 014237 | 西藏东财中证新能源指数增强型证券投资基金 | 东财中证新能源指数增强A | 场外基金 |
| 014238 | 西藏东财中证新能源指数增强型证券投资基金 | 东财中证新能源指数增强C | 场外基金 |
| 012328 | 天弘中证新能源指数增强型证券投资基金 | 天弘中证新能源指数增强A | 场外基金 |
| 012329 | 天弘中证新能源指数增强型证券投资基金 | 天弘中证新能源指数增强C | 场外基金 |
| 017571 | 华夏中证新能源交易型开放式指数证券投资基金发起式联接基金 | 华夏中证新能源ETF发起式联接A | 场外基金 |
| 017572 | 华夏中证新能源交易型开放式指数证券投资基金发起式联接基金 | 华夏中证新能源ETF发起式联接C | 场外基金 |
| 019315 | 易方达中证新能源交易型开放式指数证券投资基金发起式联接基金 | 易方达中证新能源ETF联接发起式A | 场外基金 |
| 019316 | 易方达中证新能源交易型开放式指数证券投资基金发起式联接基金 | 易方达中证新能源ETF联接发起式C | 场外基金 |
| 019855 | 博时中证新能源交易型开放式指数证券投资基金发起式联接基金 | 博时中证新能源ETF发起式联接A | 场外基金 |
| 019856 | 博时中证新能源交易型开放式指数证券投资基金发起式联接基金 | 博时中证新能源ETF发起式联接C | 场外基金 |
当前策略针对中证新能指数，采用长线估值模型，专注于高股息策略的参数优化，适合新能源行业的高成长性和波动性特点。回测数据显示，该策略在年化收益率、夏普比率和最大回撤等关键指标上表现突出，实现了较高的风险调整后收益，同时波动率控制得当。与其他策略相比，当前策略在长期持仓中能更有效地捕捉估值机会，减少频繁交易，符合中长线操作风格。中证新能指数作为新兴行业代表，具有周期性波动，长线估值策略通过权重调整优化了股息、市盈率和市净率指标的平衡，从而在市场起伏中保持稳健，提升整体投资效率。因此，选择当前策略旨在最大化收益潜力，同时管理下行风险，适应行业趋势。
起始日期：2016-04-01
结束日期：2024-04-01
| date | price | type | amount | value |
|---|---|---|---|---|
| 2017-02-15 | 1724.218 | buy | 57.997306605081256 | 100000.0 |
| 2017-09-19 | 1987.0637 | sell | 57.997306605081256 | 115244.3426527272 |
| 2018-02-05 | 1599.45 | buy | 72.05248219871031 | 115244.34265272721 |
| 2022-03-28 | 3784.23 | sell | 72.05248219871031 | 272663.1647108255 |
| 2022-10-28 | 3481.3 | buy | 78.32222580956122 | 272663.1647108255 |
当前策略在针对中证新能指数的回测中表现突出，综合考虑了该指数作为新能源行业的高成长性和潜在波动性特征。策略采用布林线模型，专注于中线估值，回测结果显示年化收益率为8.25%，夏普比率达到29.55%，这表明在风险调整后能提供稳定的收益。波动率控制在24.14%，是同类策略中最低的，有助于降低投资组合的整体风险，适合中长线操作的偏好。最大回撤为58.76%，相对较低，结合较高的夏普比率，提供了有效的下行保护。持仓占比为60.00%，操作频率适中，避免了频繁交易，符合较少操作的个人风格。与其他策略相比，该策略在收益性、风险控制和操作简洁性方面取得了最佳平衡，特别适合应对新能源行业的高波动环境，确保长期投资的稳健性。
起始日期：2016-04-01
结束日期：2024-04-01
| date | price | type | amount | value |
|---|---|---|---|---|
| 2017-03-29 | 1779.0317 | buy | 56.210353081398154 | 100000.0 |
| 2017-04-10 | 1837.0481 | sell | 56.210353081398154 | 103261.12232851163 |
| 2017-04-14 | 1795.4012 | buy | 57.51423265647345 | 103261.12232851163 |
| 2017-06-12 | 1639.6886 | sell | 57.51423265647345 | 94305.43162456724 |
| 2017-07-17 | 1681.1052 | buy | 56.097281493488474 | 94305.43162456724 |
| 2017-07-25 | 1741.2029 | sell | 56.097281493488474 | 97676.74921857846 |
| 2017-08-10 | 1730.7732 | buy | 56.435325679053996 | 97676.74921857846 |
| 2017-08-18 | 1796.5163 | sell | 56.435325679053996 | 101386.98247822907 |
| 2017-09-22 | 1919.7472 | buy | 52.812673709449385 | 101386.98247822907 |
| 2017-10-10 | 1953.5345 | sell | 52.812673709449385 | 103171.38012865235 |
| 2017-10-12 | 1952.7983 | buy | 52.83258395332091 | 103171.38012865235 |
| 2017-10-30 | 1937.8941 | sell | 52.83258395332091 | 102383.95273089527 |
| 2017-11-02 | 1920.6651 | buy | 53.30650967255836 | 102383.95273089527 |
| 2017-11-14 | 1950.9749 | sell | 53.30650967255836 | 103999.66237776857 |
| 2017-12-18 | 1824.25 | buy | 57.00954495149709 | 103999.66237776857 |
| 2018-01-05 | 1868.96 | sell | 57.00954495149709 | 106548.55913255 |
| 2018-01-10 | 1844.99 | buy | 57.750209558073486 | 106548.55913255 |
| 2018-03-07 | 1774.43 | sell | 57.750209558073486 | 102473.70434613233 |
| 2018-03-21 | 1797.05 | buy | 57.02329058519926 | 102473.70434613233 |
| 2018-05-16 | 1711.95 | sell | 57.02329058519926 | 97621.02231733188 |
| 2018-05-18 | 1733.83 | buy | 56.30368739572616 | 97621.02231733188 |
| 2018-05-22 | 1709.28 | sell | 56.30368739572616 | 96238.7667917668 |
| 2018-07-02 | 1390.49 | buy | 69.21212435311782 | 96238.76679176679 |
| 2018-07-16 | 1393.52 | sell | 69.21212435311782 | 96448.47952855674 |
| 2018-07-19 | 1387.02 | buy | 69.53647353935541 | 96448.47952855674 |
| 2018-07-26 | 1401.7 | sell | 69.53647353935541 | 97469.27496011449 |
| 2018-07-31 | 1359.51 | buy | 71.69441560570682 | 97469.27496011448 |
| 2018-08-30 | 1262.56 | sell | 71.69441560570682 | 90518.5013671412 |
| 2018-09-05 | 1249.55 | buy | 72.44087981044473 | 90518.5013671412 |
| 2018-09-27 | 1299.26 | sell | 72.44087981044473 | 94119.53750251842 |
| 2018-10-08 | 1250.33 | buy | 75.27575720211338 | 94119.53750251842 |
| 2018-11-08 | 1213.82 | sell | 75.27575720211338 | 91371.21960706926 |
| 2018-11-23 | 1216.54 | buy | 75.107451959713 | 91371.21960706926 |
| 2018-12-06 | 1288.99 | sell | 75.107451959713 | 96812.75450155046 |
| 2018-12-14 | 1266.58 | buy | 76.43635183055983 | 96812.75450155046 |
| 2019-01-14 | 1276.14 | sell | 76.43635183055983 | 97543.48602505063 |
| 2019-01-31 | 1300.41 | buy | 75.00979385351592 | 97543.48602505063 |
| 2019-02-21 | 1434.01 | sell | 75.00979385351592 | 107564.79448388035 |
| 2019-03-08 | 1574.71 | buy | 68.30768489682566 | 107564.79448388034 |
| 2019-03-14 | 1566.27 | sell | 68.30768489682566 | 106988.27762335112 |
| 2019-03-25 | 1524.85 | buy | 70.16314891520551 | 106988.27762335111 |
| 2019-04-08 | 1598.76 | sell | 70.16314891520551 | 112174.03595967396 |
| 2019-04-12 | 1564.32 | buy | 71.70785770154058 | 112174.03595967394 |
| 2019-04-22 | 1568.96 | sell | 71.70785770154058 | 112506.76041940911 |
| 2019-04-25 | 1498.1 | buy | 75.09963314826054 | 112506.76041940911 |
| 2019-05-17 | 1362.52 | sell | 75.09963314826054 | 102324.75215716794 |
| 2019-05-22 | 1348.66 | buy | 75.87142212059966 | 102324.75215716794 |
| 2019-06-25 | 1380.24 | sell | 75.87142212059966 | 104720.77166773648 |
| 2019-07-08 | 1366.44 | buy | 76.6376655160391 | 104720.77166773648 |
| 2019-07-31 | 1393.24 | sell | 76.6376655160391 | 106774.66110356632 |
| 2019-08-02 | 1355.24 | buy | 78.78653308902211 | 106774.66110356634 |
| 2019-08-26 | 1377.41 | sell | 78.78653308902211 | 108521.35854214996 |
| 2019-08-30 | 1400.96 | buy | 77.46213920608008 | 108521.35854214996 |
| 2019-09-11 | 1449.92 | sell | 77.46213920608008 | 112313.90487767964 |
| 2019-09-17 | 1408.78 | buy | 79.72423293749176 | 112313.90487767964 |
| 2019-11-08 | 1339.94 | sell | 79.72423293749176 | 106825.68868226271 |
| 2020-02-03 | 1571.96 | buy | 67.95700188443898 | 106825.6886822627 |
| 2020-02-07 | 1699.68 | sell | 67.95700188443898 | 115505.15696294325 |
| 2020-02-28 | 1714.75 | buy | 67.35976495870725 | 115505.15696294325 |
| 2020-04-03 | 1507.66 | sell | 67.35976495870725 | 101555.62323764457 |
| 2020-04-13 | 1503.29 | buy | 67.5555769263712 | 101555.62323764456 |
| 2020-04-21 | 1554.1 | sell | 67.5555769263712 | 104988.12210127347 |
| 2020-04-27 | 1527.79 | buy | 68.71894835106492 | 104988.12210127347 |
| 2020-05-11 | 1606.23 | sell | 68.71894835106492 | 110378.43640993102 |
| 2020-05-18 | 1605.8 | buy | 68.73734986295368 | 110378.43640993102 |
| 2020-05-21 | 1549.8 | sell | 68.73734986295368 | 106529.14481760561 |
| 2020-05-28 | 1581.8 | buy | 67.34678519256899 | 106529.14481760561 |
| 2020-07-15 | 1990.67 | sell | 67.34678519256899 | 134065.22487929132 |
| 2020-07-24 | 2037.54 | buy | 65.79759164447879 | 134065.22487929132 |
| 2020-08-06 | 2176.52 | sell | 65.79759164447879 | 143209.77416604097 |
| 2020-08-11 | 2131.33 | buy | 67.19267976617463 | 143209.77416604097 |
| 2020-09-03 | 2152.0 | sell | 67.19267976617463 | 144598.6468568078 |
| 2020-09-07 | 2099.16 | buy | 68.88405212409145 | 144598.6468568078 |
| 2020-09-22 | 2235.45 | sell | 68.88405212409145 | 153986.85432080022 |
| 2020-09-24 | 2146.99 | buy | 71.72220379265868 | 153986.85432080022 |
| 2020-10-16 | 2324.54 | sell | 71.72220379265868 | 166721.13160418678 |
| 2020-10-21 | 2313.79 | buy | 72.05542923263856 | 166721.13160418678 |
| 2020-11-11 | 2467.54 | sell | 72.05542923263856 | 177799.65384870494 |
| 2020-11-17 | 2368.94 | buy | 75.05451967914128 | 177799.65384870494 |
| 2020-11-25 | 2485.97 | sell | 75.05451967914128 | 186583.28428675482 |
| 2020-12-03 | 2486.11 | buy | 75.05029314340669 | 186583.28428675482 |
| 2020-12-11 | 2629.87 | sell | 75.05029314340669 | 197372.51442905093 |
| 2021-01-14 | 3214.62 | buy | 61.398396833545156 | 197372.51442905093 |
| 2021-01-28 | 3299.42 | sell | 61.398396833545156 | 202579.09848053555 |
| 2021-02-03 | 3324.2 | buy | 60.940707081564156 | 202579.09848053555 |
| 2021-02-19 | 3323.93 | sell | 60.940707081564156 | 202562.64448962355 |
| 2021-03-15 | 2817.31 | buy | 71.89930979893002 | 202562.64448962352 |
| 2021-04-07 | 2863.08 | sell | 71.89930979893002 | 205853.47589912056 |
| 2021-04-09 | 2733.87 | buy | 75.297463266037 | 205853.47589912056 |
| 2021-04-26 | 2948.39 | sell | 75.297463266037 | 222006.28771895083 |
| 2021-05-11 | 2991.13 | buy | 74.22154427221513 | 222006.28771895083 |
| 2021-05-26 | 3170.85 | sell | 74.22154427221513 | 235345.38365555333 |
| 2021-06-16 | 3331.11 | buy | 70.65073913967215 | 235345.3836555533 |
| 2021-07-01 | 3715.88 | sell | 70.65073913967215 | 262529.66855432495 |
| 2021-07-27 | 4099.81 | buy | 64.03459393345665 | 262529.66855432495 |
| 2021-08-03 | 4588.41 | sell | 64.03459393345665 | 293816.9711502118 |
| 2021-08-16 | 4313.17 | buy | 68.12088815191885 | 293816.9711502118 |
| 2021-09-01 | 4726.09 | sell | 68.12088815191885 | 321945.44828590215 |
| 2021-09-03 | 4607.32 | buy | 69.87694544461904 | 321945.44828590215 |
| 2021-09-16 | 4567.64 | sell | 69.87694544461904 | 319172.73109065974 |
| 2021-09-27 | 4499.46 | buy | 70.93578587000657 | 319172.73109065974 |
| 2021-10-22 | 4910.84 | sell | 70.93578587000657 | 348354.29468186304 |
| 2021-11-03 | 4960.28 | buy | 70.22875617543023 | 348354.29468186304 |
| 2021-11-10 | 4966.09 | sell | 70.22875617543023 | 348762.32375524234 |
| 2021-11-15 | 4729.32 | buy | 73.74470827840838 | 348762.3237552423 |
| 2021-11-24 | 4886.07 | sell | 73.74470827840838 | 360321.8067778828 |
| 2021-12-06 | 4785.35 | buy | 75.29685535601007 | 360321.8067778828 |
| 2022-01-04 | 4274.17 | sell | 75.29685535601007 | 321831.5602569976 |
| 2022-01-13 | 4260.18 | buy | 75.54412260913801 | 321831.5602569976 |
| 2022-02-18 | 3984.75 | sell | 75.54412260913801 | 301024.4425667627 |
| 2022-03-04 | 3970.34 | buy | 75.81830336111332 | 301024.4425667627 |
| 2022-03-22 | 4009.36 | sell | 75.81830336111332 | 303982.8727639133 |
| 2022-03-25 | 3772.72 | buy | 80.57392882692416 | 303982.8727639133 |
| 2022-05-16 | 3498.12 | sell | 80.57392882692416 | 281857.2719080399 |
| 2022-07-11 | 4364.62 | buy | 64.57773458125563 | 281857.2719080399 |
| 2022-08-02 | 4227.59 | sell | 64.57773458125563 | 273008.1849383705 |
| 2022-08-24 | 4242.06 | buy | 64.35745485409694 | 273008.1849383705 |
| 2022-10-17 | 3774.14 | sell | 64.35745485409694 | 242894.04466304142 |
| 2022-10-24 | 3652.68 | buy | 66.4974880534406 | 242894.04466304142 |
| 2022-11-03 | 3864.92 | sell | 66.4974880534406 | 257007.47152750366 |
| 2022-11-14 | 3683.26 | buy | 69.77717335390487 | 257007.47152750366 |
| 2022-12-09 | 3495.05 | sell | 69.77717335390487 | 243874.70973056523 |
| 2023-02-06 | 3580.53 | buy | 68.1113437760793 | 243874.7097305652 |
| 2023-04-04 | 3144.44 | sell | 68.1113437760793 | 214172.03382325478 |
| 2023-04-12 | 3127.78 | buy | 68.47413623184967 | 214172.03382325478 |
| 2023-04-19 | 3099.17 | sell | 68.47413623184967 | 212212.98878566155 |
| 2023-04-28 | 3015.69 | buy | 70.36962976488351 | 212212.98878566155 |
| 2023-05-18 | 3014.54 | sell | 70.36962976488351 | 212132.06371143195 |
| 2023-05-23 | 3018.01 | buy | 70.2887212803907 | 212132.06371143195 |
| 2023-06-21 | 2854.73 | sell | 70.2887212803907 | 200655.32130076975 |
| 2023-07-06 | 2820.28 | buy | 71.14730498417524 | 200655.32130076975 |
| 2023-08-01 | 2795.47 | sell | 71.14730498417524 | 198890.15666411232 |
| 2023-08-11 | 2734.99 | buy | 72.72061567468705 | 198890.15666411232 |
| 2023-09-06 | 2463.79 | sell | 72.72061567468705 | 179168.32569313722 |
| 2023-10-10 | 2329.49 | buy | 76.9131121804074 | 179168.32569313722 |
| 2023-10-13 | 2290.43 | sell | 76.9131121804074 | 176164.0995313705 |
| 2023-11-02 | 2213.07 | buy | 79.60168432601341 | 176164.0995313705 |
| 2023-11-08 | 2304.08 | sell | 79.60168432601341 | 183408.64882188098 |
| 2023-11-16 | 2247.71 | buy | 81.59800366679019 | 183408.64882188098 |
| 2023-12-27 | 2131.65 | sell | 81.59800366679019 | 173938.38451631332 |
| 2024-01-05 | 2004.94 | buy | 86.75490763629502 | 173938.38451631332 |
| 2024-01-17 | 2084.76 | sell | 86.75490763629502 | 180863.16124384242 |
| 2024-01-22 | 2015.45 | buy | 89.73835185385022 | 180863.16124384242 |
| 2024-02-26 | 1968.5 | sell | 89.73835185385022 | 176649.94562430415 |
| 2024-03-21 | 2041.59 | buy | 86.5256714738533 | 176649.94562430415 |