| 基金代码 | 基金全名 | 基金简称 | 基金类型 |
|---|---|---|---|
| 161026 | 富国中证国有企业改革指数型证券投资基金 | 富国中证国有企业改革指数A | 场内基金 |
| 502006 | 易方达中证国有企业改革指数证券投资基金（LOF） | 易方达中证国有企业改革指数（LOF）A | 场内基金 |
| 001678 | 英大国企改革主题股票型证券投资基金 | 英大国企改革A | 场外基金 |
| 012873 | 易方达中证国有企业改革指数证券投资基金（LOF） | 易方达中证国有企业改革指数（LOF）C | 场外基金 |
| 014174 | 富国中证国有企业改革指数型证券投资基金 | 富国中证国有企业改革指数C | 场外基金 |
| 159528 | 富国中证国有企业改革交易型开放式指数证券投资基金 | 富国中证国有企业改革ETF | 场内基金 |
在当前策略中，针对国企改革指数（代码399974），该策略展现出卓越的综合性能，适合中长线操作。国企改革指数涉及传统行业如能源和金融，具有政策驱动和相对稳定性，要求策略在风险控制和收益间取得平衡。当前策略基于布林线模型，专注于中线估值，但回测指标表现突出：年化收益率达到8.86%，为所有策略中最高，同时最大回撤控制在10.11%的低水平，夏普比率高达48.97%，表明风险调整后收益优异，波动率仅11.08%也显示较低的市场风险。持仓占比为20.89%，反映操作频率较低，更符合中长线投资风格，减少频繁交易带来的成本和不确定性。与其他策略相比，当前策略在收益率、回撤控制和风险调整收益上全面领先，例如其他策略在调整参数后往往牺牲了最大回撤或夏普比率，导致整体风险收益平衡不足。考虑到指数行业特性和个人投资偏好，当前策略在保持高收益的同时有效管理风险，是操作国企改革指数的最优选择。
起始日期：2016-04-01
结束日期：2024-04-01
| date | price | type | amount | value |
|---|---|---|---|---|
| 2016-09-12 | 1334.321 | buy | 74.94448487283046 | 100000.0 |
| 2016-10-10 | 1359.222 | sell | 74.94448487283046 | 101866.19261781836 |
| 2017-04-24 | 1513.118 | buy | 67.32204138594503 | 101866.19261781836 |
| 2017-05-31 | 1480.3016 | sell | 67.32204138594503 | 99656.92557888065 |
| 2017-07-17 | 1523.9118 | buy | 65.3954681490626 | 99656.92557888065 |
| 2017-07-19 | 1555.1982 | sell | 65.3954681490626 | 101702.91435357949 |
| 2017-11-23 | 1629.0201 | buy | 62.43195793199819 | 101702.91435357949 |
| 2017-12-11 | 1599.1813 | sell | 62.43195793199819 | 99840.01964723818 |
| 2018-02-09 | 1530.19 | buy | 65.24681225680352 | 99840.01964723818 |
| 2018-03-12 | 1597.92 | sell | 65.24681225680352 | 104259.1862413915 |
| 2018-03-23 | 1511.11 | buy | 68.99510045025941 | 104259.1862413915 |
| 2018-04-10 | 1542.04 | sell | 68.99510045025941 | 106393.20469831802 |
| 2018-05-30 | 1496.1 | buy | 71.11369874895931 | 106393.20469831802 |
| 2018-06-05 | 1525.32 | sell | 71.11369874895931 | 108471.1469757626 |
| 2018-06-19 | 1439.96 | buy | 75.32927787977624 | 108471.1469757626 |
| 2018-07-10 | 1366.76 | sell | 75.32927787977624 | 102957.04383496297 |
| 2018-08-02 | 1327.24 | buy | 77.57228823344909 | 102957.04383496297 |
| 2018-08-27 | 1372.25 | sell | 77.57228823344909 | 106448.5725283505 |
| 2018-10-11 | 1245.21 | buy | 85.48644206868761 | 106448.5725283505 |
| 2018-11-02 | 1256.97 | sell | 85.48644206868761 | 107453.89308707826 |
| 2019-05-06 | 1412.51 | buy | 76.07301405800898 | 107453.89308707826 |
| 2019-06-11 | 1416.5 | sell | 76.07301405800898 | 107757.42441316972 |
| 2019-08-05 | 1384.24 | buy | 77.84591141216099 | 107757.42441316972 |
| 2019-08-19 | 1434.08 | sell | 77.84591141216099 | 111637.26463795183 |
| 2020-01-23 | 1407.89 | buy | 79.29402484423628 | 111637.26463795181 |
| 2020-02-14 | 1564.49 | sell | 79.29402484423628 | 124054.70892855921 |
| 2020-03-16 | 1448.14 | buy | 85.66485901125526 | 124054.7089285592 |
| 2020-04-07 | 1459.74 | sell | 85.66485901125526 | 125048.42129308975 |
| 2020-05-22 | 1472.01 | buy | 84.95079604968019 | 125048.42129308973 |
| 2020-06-01 | 1535.64 | sell | 84.95079604968019 | 130453.8404457309 |
| 2021-01-28 | 2040.58 | buy | 63.929784887498116 | 130453.8404457309 |
| 2021-02-08 | 2162.87 | sell | 63.929784887498116 | 138271.81383962304 |
| 2021-03-08 | 1886.71 | buy | 73.28726398843651 | 138271.81383962304 |
| 2021-03-30 | 1945.02 | sell | 73.28726398843651 | 142545.19420278879 |
| 2021-04-12 | 1901.99 | buy | 74.94529109132476 | 142545.19420278879 |
| 2021-04-19 | 1976.07 | sell | 74.94529109132476 | 148097.1413668341 |
| 2021-06-16 | 1976.09 | buy | 74.94453257029494 | 148097.1413668341 |
| 2021-06-25 | 2020.54 | sell | 74.94453257029494 | 151428.42583958374 |
| 2021-07-26 | 1892.66 | buy | 80.00825602040712 | 151428.42583958374 |
| 2021-08-09 | 1999.09 | sell | 80.00825602040712 | 159943.70452783565 |
| 2021-10-28 | 1982.9 | buy | 80.6615081586745 | 159943.70452783565 |
| 2021-11-11 | 2000.1 | sell | 80.6615081586745 | 161331.08246816485 |
| 2022-03-07 | 1804.55 | buy | 89.40238977482744 | 161331.08246816485 |
| 2022-03-30 | 1773.24 | sell | 89.40238977482744 | 158531.89364431502 |
| 2022-04-21 | 1700.27 | buy | 93.23924649868258 | 158531.89364431502 |
| 2022-05-19 | 1721.32 | sell | 93.23924649868258 | 160494.57978311228 |
| 2022-08-02 | 1714.63 | buy | 93.60303959636322 | 160494.57978311228 |
| 2022-08-11 | 1775.43 | sell | 93.60303959636322 | 166185.64459057114 |
| 2022-08-24 | 1734.07 | buy | 95.83560328624056 | 166185.64459057114 |
| 2022-09-08 | 1751.72 | sell | 95.83560328624056 | 167877.1429885733 |
| 2022-12-19 | 1650.56 | buy | 101.70920353611702 | 167877.1429885733 |
| 2023-01-03 | 1687.2 | sell | 101.70920353611702 | 171603.76820613662 |
| 2023-04-21 | 1742.84 | buy | 98.46214695906488 | 171603.76820613662 |
| 2023-05-08 | 1777.9 | sell | 98.46214695906488 | 175055.85107852146 |
| 2023-05-24 | 1671.71 | buy | 104.7166381002216 | 175055.85107852146 |
| 2023-06-09 | 1684.01 | sell | 104.7166381002216 | 176343.8657271542 |
| 2023-08-11 | 1699.52 | buy | 103.76098294056804 | 176343.8657271542 |
| 2023-09-01 | 1691.27 | sell | 103.76098294056804 | 175487.83761789452 |
| 2023-10-19 | 1540.89 | buy | 113.88732331178377 | 175487.83761789452 |
| 2023-11-06 | 1575.88 | sell | 113.88732331178377 | 179472.75506057384 |
| 2023-12-05 | 1499.85 | buy | 119.66046942065796 | 179472.75506057384 |
| 2023-12-28 | 1509.64 | sell | 119.66046942065796 | 180644.2310562021 |
| 2024-01-22 | 1413.17 | buy | 127.8290871276648 | 180644.2310562021 |
| 2024-01-25 | 1487.33 | sell | 127.8290871276648 | 190124.0361575897 |