| 基金代码 | 基金全名 | 基金简称 | 基金类型 |
|---|---|---|---|
| 159732 | 华夏国证消费电子主题交易型开放式指数证券投资基金 | 华夏国证消费电子主题ETF | 场内基金 |
| 012319 | 西藏东财国证消费电子主题指数增强型发起式证券投资基金 | 东财消费电子指数增强A | 场外基金 |
| 012320 | 西藏东财国证消费电子主题指数增强型发起式证券投资基金 | 东财消费电子指数增强C | 场外基金 |
| 018300 | 华夏国证消费电子主题交易型开放式指数证券投资基金发起式联接基金 | 华夏消费电子ETF联接A | 场外基金 |
| 018301 | 华夏国证消费电子主题交易型开放式指数证券投资基金发起式联接基金 | 华夏国证消费电子主题ETF发起式联接C | 场外基金 |
| 020983 | 博时国证消费电子主题指数型发起式证券投资基金 | 博时国证消费电子主题指数发起式A | 场外基金 |
| 020984 | 博时国证消费电子主题指数型发起式证券投资基金 | 博时国证消费电子主题指数发起式C | 场外基金 |
| 022177 | 西藏东财国证消费电子主题指数增强型发起式证券投资基金 | 东财消费电子指数增强E | 场外基金 |
| 022643 | 中欧国证消费电子主题指数发起式证券投资基金 | 中欧国证消费电子主题指数发起A | 场外基金 |
| 022644 | 中欧国证消费电子主题指数发起式证券投资基金 | 中欧国证消费电子主题指数发起C | 场外基金 |
当前策略在回测中展现出优异的风险调整后收益，年化收益率高达26.76%，最大回撤仅为6.43%，表明下行风险控制出色，同时夏普比率高达166.19%和波动率较低为12.94%，进一步验证了策略在收益与稳定性方面的卓越平衡。针对消费电子行业，该策略采用高股息权重配置，可能有效捕捉行业中的价值投资机会，增强长期持有潜力。从操作风格来看，持仓天数仅30天且持仓占比6.30%，减少了交易频率，符合中长线投资偏好，简洁高效。相较于其他策略，当前策略在收益率、最大回撤和夏普比率等关键指标上全面领先，没有明显短板，综合考虑指数行业特性和个人操作风格，提供了稳健增长的理想选择。
起始日期：2016-04-01
结束日期：2024-04-01
| date | price | type | amount | value |
|---|---|---|---|---|
| 2023-03-07 | 4520.8739 | buy | 22.119617182863696 | 100000.0 |
| 2023-04-06 | 5093.6377 | sell | 22.119617182863696 | 112669.31599220232 |
| 2024-02-02 | 3442.2717 | buy | 32.73109324641699 | 112669.31599220232 |
当前策略针对消费电子指数，展现出优异的综合性能，使其成为最适合操作的选择。该策略的年化收益率为7.71%，是所有策略中最高的，同时夏普比率达27.25%，表明风险调整后收益优秀，能有效应对消费电子行业常见的高波动性。最大回撤为43.52%，相对较低，提供了较好的下行保护，这在成长型行业中至关重要。策略采用布林线模型，参数设置如period=15和std=2.5，平衡了短期市场噪声与长期趋势捕捉，适合中长线投资风格。持仓天数1705天，占比66.71%，反映策略持有期较长，操作频率适中，符合减少交易次数的偏好。与其他策略相比，当前策略在收益率、夏普比率和回撤控制上均表现突出，例如相比其他布林线策略，它在维持较高收益的同时降低了风险，尤其考虑到消费电子的周期性特征，该策略能稳健地捕获增长潜力并管理波动风险。
起始日期：2016-04-01
结束日期：2024-04-01
| date | price | type | amount | value |
|---|---|---|---|---|
| 2017-04-14 | 4274.3698 | buy | 23.395261682786547 | 100000.0 |
| 2017-05-03 | 4365.2911 | sell | 23.395261682786547 | 102127.12760603914 |
| 2017-05-08 | 4270.6037 | buy | 23.913979095283214 | 102127.12760603914 |
| 2017-05-18 | 4386.2726 | sell | 23.913979095283214 | 104893.23126261355 |
| 2017-05-23 | 4309.6705 | buy | 24.339037349285416 | 104893.23126261355 |
| 2017-06-12 | 4362.1966 | sell | 24.339037349285416 | 106171.66597232586 |
| 2017-07-11 | 4486.6398 | buy | 23.66396026984958 | 106171.66597232586 |
| 2017-08-02 | 4491.8114 | sell | 23.66396026984958 | 106294.0465092574 |
| 2017-08-08 | 4465.9664 | buy | 23.800906005306576 | 106294.0465092574 |
| 2017-08-23 | 4687.9221 | sell | 23.800906005306576 | 111576.79326229941 |
| 2017-09-19 | 4845.9809 | buy | 23.02460442266692 | 111576.7932622994 |
| 2017-10-11 | 4927.5731 | sell | 23.02460442266692 | 113455.42139127453 |
| 2017-11-23 | 5131.1497 | buy | 22.11111115921536 | 113455.42139127453 |
| 2018-03-08 | 4681.6745 | sell | 22.11111115921536 | 103517.02528076399 |
| 2018-03-22 | 4204.4738 | buy | 24.620685061889077 | 103517.02528076399 |
| 2018-05-16 | 4098.9696 | sell | 24.620685061889077 | 100919.43959985745 |
| 2018-05-25 | 4051.8831 | buy | 24.906799408861882 | 100919.43959985745 |
| 2018-07-11 | 3641.8242 | sell | 24.906799408861882 | 90706.1848317389 |
| 2018-08-01 | 3504.6086 | buy | 25.88197290611536 | 90706.1848317389 |
| 2018-08-29 | 3418.2788 | sell | 25.88197290611536 | 88471.79928714853 |
| 2018-09-03 | 3404.4069 | buy | 25.987433901378985 | 88471.79928714853 |
| 2018-11-06 | 2846.794 | sell | 25.987433901378985 | 73980.87090584228 |
| 2018-11-23 | 2735.8864 | buy | 27.04091474918048 | 73980.87090584228 |
| 2019-01-14 | 2677.5812 | sell | 27.04091474918048 | 72404.24496320837 |
| 2019-01-30 | 2629.8273 | buy | 27.53193906048826 | 72404.24496320837 |
| 2019-02-27 | 3556.6961 | sell | 27.53193906048826 | 97922.74028187626 |
| 2019-03-26 | 3749.4306 | buy | 26.11669630100001 | 97922.74028187626 |
| 2019-04-08 | 3929.9256 | sell | 26.11669630100001 | 102636.67338072525 |
| 2019-04-11 | 3811.1224 | buy | 26.930825780018306 | 102636.67338072525 |
| 2019-04-18 | 4011.2834 | sell | 26.930825780018306 | 108027.17439967948 |
| 2019-04-26 | 3640.222 | buy | 29.675985255756235 | 108027.17439967948 |
| 2019-06-12 | 3257.6066 | sell | 29.675985255756235 | 96672.6854306542 |
| 2019-06-14 | 3159.5031 | buy | 30.597433321288463 | 96672.6854306542 |
| 2019-06-25 | 3305.08 | sell | 30.597433321288463 | 101126.96492152406 |
| 2019-08-06 | 3473.0566 | buy | 29.11756892229285 | 101126.96492152406 |
| 2019-08-26 | 4100.6919 | sell | 29.11756892229285 | 119402.17902733802 |
| 2019-09-26 | 4618.3431 | buy | 25.853899643648827 | 119402.17902733802 |
| 2019-10-29 | 4600.514 | sell | 25.853899643648827 | 118941.22726520144 |
| 2019-11-22 | 4577.2568 | buy | 25.98526420130097 | 118941.22726520144 |
| 2019-12-20 | 5241.0596 | sell | 25.98526420130097 | 136190.31840076478 |
| 2020-02-03 | 5843.2608 | buy | 23.307246255509387 | 136190.31840076478 |
| 2020-02-26 | 6925.335 | sell | 23.307246255509387 | 161410.4882468981 |
| 2020-03-06 | 6016.3618 | buy | 26.828587377657062 | 161410.4882468981 |
| 2020-04-09 | 5157.9143 | sell | 26.828587377657062 | 138379.55448401687 |
| 2020-04-13 | 5178.3698 | buy | 26.722609591152967 | 138379.55448401687 |
| 2020-05-18 | 5752.5044 | sell | 26.722609591152967 | 153721.92925258965 |
| 2020-05-22 | 5362.6763 | buy | 28.66515162449571 | 153721.92925258965 |
| 2020-06-12 | 5978.7991 | sell | 28.66515162449571 | 171383.1827338985 |
| 2020-07-24 | 6810.3031 | buy | 25.165279755889056 | 171383.1827338985 |
| 2020-08-07 | 7155.3659 | sell | 25.165279755889056 | 180066.78462924887 |
| 2020-08-11 | 7139.8203 | buy | 25.22007236362081 | 180066.78462924887 |
| 2020-08-25 | 7143.3732 | sell | 25.22007236362081 | 180156.38902434957 |
| 2020-09-07 | 7044.4948 | buy | 25.574067997658194 | 180156.38902434957 |
| 2020-10-14 | 6990.9435 | sell | 25.574067997658194 | 178786.86443678656 |
| 2020-10-23 | 6787.1973 | buy | 26.341780934640955 | 178786.86443678656 |
| 2020-11-11 | 7166.5068 | sell | 26.341780934640955 | 188778.55219221476 |
| 2020-11-20 | 6970.8857 | buy | 27.080999505158257 | 188778.55219221476 |
| 2020-12-07 | 7100.4765 | sell | 27.080999505158257 | 192288.00058288782 |
| 2020-12-11 | 6837.5975 | buy | 28.122158489570033 | 192288.00058288782 |
| 2021-01-22 | 7630.733 | sell | 28.122158489570033 | 214592.68281759223 |
| 2021-01-28 | 7043.19 | buy | 30.468109310921932 | 214592.68281759223 |
| 2021-04-12 | 6597.3869 | sell | 30.468109310921932 | 201009.9052356444 |
| 2021-05-07 | 6392.4026 | buy | 31.44512600561867 | 201009.9052356444 |
| 2021-06-02 | 6746.9811 | sell | 31.44512600561867 | 212159.67084702765 |
| 2021-06-16 | 6938.2418 | buy | 30.5783045564984 | 212159.67084702765 |
| 2021-07-02 | 7506.099 | sell | 30.5783045564984 | 229523.78125322808 |
| 2021-07-15 | 7305.9436 | buy | 31.416035192665337 | 229523.78125322808 |
| 2021-08-06 | 7308.7916 | sell | 31.416035192665337 | 229613.2541214568 |
| 2021-08-13 | 7069.3287 | buy | 32.4802062353469 | 229613.2541214568 |
| 2021-11-18 | 7077.1647 | sell | 32.4802062353469 | 229867.76901751696 |
| 2021-12-20 | 7247.4273 | buy | 31.717154171041763 | 229867.76901751696 |
| 2021-12-24 | 7476.7824 | sell | 31.717154171041763 | 237142.26008413165 |
| 2021-12-29 | 7452.1621 | buy | 31.8219406531873 | 237142.26008413165 |
| 2022-02-24 | 6388.99 | sell | 31.8219406531873 | 203310.06061380712 |
| 2022-03-02 | 6059.4764 | buy | 33.552413969927684 | 203310.0606138071 |
| 2022-05-24 | 4735.4142 | sell | 33.552413969927684 | 158884.57755747394 |
| 2022-06-22 | 4938.1098 | buy | 32.17518119128779 | 158884.5775574739 |
| 2022-07-04 | 5005.538 | sell | 32.17518119128779 | 161054.0921098763 |
| 2022-07-12 | 4839.3549 | buy | 33.280074604546215 | 161054.0921098763 |
| 2022-07-29 | 5105.1879 | sell | 33.280074604546215 | 169901.0341822266 |
| 2022-08-24 | 4972.0154 | buy | 34.17146177427902 | 169901.0341822266 |
| 2022-11-09 | 4252.6451 | sell | 34.17146177427902 | 145319.09947422496 |
| 2022-11-25 | 4299.7725 | buy | 33.796927505868034 | 145319.09947422496 |
| 2022-12-13 | 4373.5788 | sell | 33.796927505868034 | 147813.52564480132 |
| 2022-12-19 | 4286.6624 | buy | 34.48219426955603 | 147813.52564480132 |
| 2023-02-06 | 4753.745 | sell | 34.48219426955603 | 163919.55859793065 |
| 2023-02-17 | 4724.6242 | buy | 34.69472949783618 | 163919.55859793065 |
| 2023-03-28 | 4761.5905 | sell | 34.69472949783618 | 165202.09437696653 |
| 2023-04-19 | 4839.8746 | buy | 34.133548496683474 | 165202.09437696653 |
| 2023-05-23 | 4309.8101 | sell | 34.133548496683474 | 147109.11205984623 |
| 2023-06-06 | 4361.1484 | buy | 33.731737278155045 | 147109.11205984623 |
| 2023-06-21 | 4492.2701 | sell | 33.731737278155045 | 151532.0747957113 |
| 2023-07-20 | 4642.2152 | buy | 32.642190908278295 | 151532.0747957113 |
| 2023-09-01 | 4507.9912 | sell | 32.642190908278295 | 147150.70936323857 |
| 2023-09-14 | 4327.1271 | buy | 34.006560464387235 | 147150.70936323857 |
| 2023-10-17 | 4512.96 | sell | 34.006560464387235 | 153470.24711336102 |
| 2023-10-20 | 4330.1737 | buy | 35.44205330916887 | 153470.24711336102 |
| 2023-11-01 | 4530.7494 | sell | 35.44205330916887 | 160579.06176528486 |
| 2023-11-21 | 4523.7577 | buy | 35.496830823915445 | 160579.06176528483 |
| 2024-01-02 | 4393.0427 | sell | 35.496830823915445 | 155939.09352413673 |
| 2024-01-26 | 3778.5863 | buy | 41.269162894105854 | 155939.09352413673 |
| 2024-02-28 | 4080.2241 | sell | 41.269162894105854 | 168387.43302735646 |
| 2024-03-25 | 4165.3293 | buy | 40.425959365891295 | 168387.43302735646 |