| 基金代码 | 基金全名 | 基金简称 | 基金类型 |
|---|---|---|---|
| 159995 | 华夏国证半导体芯片交易型开放式指数证券投资基金 | 华夏国证半导体芯片ETF | 场内基金 |
| 159801 | 广发国证半导体芯片交易型开放式指数证券投资基金 | 广发国证半导体芯片ETF | 场内基金 |
| 159813 | 鹏华国证半导体芯片交易型开放式指数证券投资基金 | 芯片 | 场内基金 |
| 008887 | 华夏国证半导体芯片交易型开放式指数证券投资基金发起式联接基金 | 华夏国证半导体芯片ETF联接A | 场外基金 |
| 008888 | 华夏国证半导体芯片交易型开放式指数证券投资基金发起式联接基金 | 华夏国证半导体芯片ETF联接C | 场外基金 |
| 012969 | 鹏华国证半导体芯片交易型开放式指数证券投资基金联接基金 | 鹏华国证半导体芯片ETF联接A | 场外基金 |
| 012629 | 广发国证半导体芯片交易型开放式指数证券投资基金联接基金 | 广发国证半导体芯片ETF联接A | 场外基金 |
| 012630 | 广发国证半导体芯片交易型开放式指数证券投资基金联接基金 | 广发国证半导体芯片ETF联接C | 场外基金 |
| 012970 | 鹏华国证半导体芯片交易型开放式指数证券投资基金联接基金 | 鹏华国证半导体芯片ETF联接C | 场外基金 |
| 159665 | 工银瑞信国证半导体芯片交易型开放式指数证券投资基金 | 半导体龙头ETF | 场内基金 |
当前策略针对国证芯片指数，该指数代表半导体芯片行业，具有高成长性和潜在波动性，适合采用风险调整后的投资方法。策略基于布林线模型，专注于中线估值，回测数据显示年化收益率较高，同时最大回撤相对较低，夏普比率达到90.33%，为所有策略中最高，表明在控制风险的同时提供了优异的调整后收益。波动率较低，进一步降低了投资的不确定性。持仓占比适中，操作频率合理，能平衡交易成本和长期持有优势。与其他策略相比，当前策略在夏普比率、波动率和最大回撤等关键指标上表现更优，适应芯片行业的动态变化，同时符合中长线投资风格，减少频繁交易带来的风险，为投资者在科技领域提供稳健的增长潜力。
起始日期：2016-04-01
结束日期：2024-04-01
| date | price | type | amount | value |
|---|---|---|---|---|
| 2017-03-30 | 3401.4532 | buy | 29.399199142296006 | 100000.0 |
| 2017-07-07 | 3196.8107 | sell | 29.399199142296006 | 93983.6743895227 |
| 2017-07-17 | 2971.7405 | buy | 31.625801239887096 | 93983.6743895227 |
| 2017-08-29 | 3258.8951 | sell | 31.625801239887096 | 103065.16869424199 |
| 2018-01-15 | 3919.0659 | buy | 26.298401538550802 | 103065.16869424199 |
| 2018-02-27 | 3861.9446 | sell | 26.298401538550802 | 101562.96981043796 |
| 2018-03-23 | 3879.8388 | buy | 26.177110711516665 | 101562.96981043796 |
| 2018-04-19 | 4314.0606 | sell | 26.177110711516665 | 112929.641942392 |
| 2018-06-19 | 3287.741 | buy | 34.34870384935797 | 112929.64194239202 |
| 2018-11-05 | 2865.8065 | sell | 34.34870384935797 | 98436.73875806508 |
| 2018-12-14 | 2857.8573 | buy | 34.4442456094869 | 98436.73875806508 |
| 2019-04-02 | 4268.1226 | sell | 34.4442456094869 | 147012.2631258018 |
| 2019-04-29 | 3834.2744 | buy | 38.34161246409538 | 147012.2631258018 |
| 2019-08-20 | 4557.3906 | sell | 38.34161246409538 | 174737.70423271108 |
| 2019-12-23 | 5924.4478 | buy | 29.494344474215993 | 174737.70423271108 |
| 2020-01-14 | 6986.7871 | sell | 29.494344474215993 | 206070.70549540856 |
| 2020-03-23 | 7136.9051 | buy | 28.87395903518579 | 206070.70549540856 |
| 2020-05-07 | 8110.0135 | sell | 28.87395903518579 | 234168.19757380374 |
| 2020-06-15 | 7946.3011 | buy | 29.468830167259046 | 234168.19757380374 |
| 2020-07-07 | 10338.1511 | sell | 29.468830167259046 | 304653.2190093623 |
| 2020-09-09 | 8236.637 | buy | 36.987573813118416 | 304653.2190093623 |
| 2020-10-13 | 8889.5922 | sell | 36.987573813118416 | 328804.4476660217 |
| 2021-03-08 | 8234.0849 | buy | 39.932117734907216 | 328804.4476660217 |
| 2021-04-06 | 8955.429 | sell | 39.932117734907216 | 357609.2451946024 |
| 2021-05-10 | 8418.7419 | buy | 42.47775373593558 | 357609.2451946024 |
| 2021-05-28 | 9535.0786 | sell | 42.47775373593558 | 405028.7206235894 |
| 2021-10-12 | 11051.8385 | buy | 36.64808535010618 | 405028.7206235894 |
| 2022-02-24 | 10839.9899 | sell | 36.64808535010618 | 397264.87504948897 |
| 2022-04-25 | 7215.5627 | buy | 55.056672856503475 | 397264.87504948897 |
| 2022-06-29 | 9417.311 | sell | 55.056672856503475 | 518485.8109149516 |
| 2022-07-12 | 8666.9474 | buy | 59.82334805850462 | 518485.8109149516 |
| 2022-08-08 | 9415.2082 | sell | 59.82334805850462 | 563249.2771918867 |
| 2022-08-24 | 8663.0679 | buy | 65.01729914778652 | 563249.2771918867 |
| 2023-01-18 | 8000.5882 | sell | 65.01729914778652 | 520176.63635765086 |
| 2023-08-11 | 7299.6701 | buy | 71.26029385323191 | 520176.6363576508 |
| 2023-10-31 | 7247.3502 | sell | 71.26029385323191 | 516448.30490927905 |
| 2023-12-05 | 6852.553 | buy | 75.36582422774097 | 516448.3049092791 |