| 基金代码 | 基金全名 | 基金简称 | 基金类型 |
|---|---|---|---|
| 513140 | 华泰柏瑞中证香港300金融服务交易型开放式指数证券投资基金（QDII） | 港股金融 | 场内基金 |
当前策略基于布林线模型，针对H300金融服务指数进行回测，表现出优异的综合性能。该策略实现了7.18%的年化收益率，为所有策略中最高，同时夏普比率达到31.91%，表明风险调整后收益显著优于其他选项，最大回撤为23.08%在可控范围内，波动率11.76%相对适中，适合金融服务行业通常的稳定增长和较低波动特性。尽管布林线策略通常用于中线操作，但当前策略的持仓占比约27%，操作频率适中，减少了频繁交易带来的成本和风险，符合中长线投资偏好。其他策略在关键指标上如收益率、夏普比率或回撤控制方面存在不足，例如有些策略虽然持仓天数更高但收益较低或风险更大，未能有效平衡收益与风险。因此，当前策略在收益潜力、风险管理和行业适配性上均表现最佳，是实施量化投资的优选。
起始日期：2016-04-01
结束日期：2024-04-01
| date | price | type | amount | value |
|---|---|---|---|---|
| 2016-12-20 | 1039.19 | buy | 96.22879357961489 | 100000.0 |
| 2017-01-18 | 1085.96 | sell | 96.22879357961489 | 104500.62067571859 |
| 2017-04-18 | 1083.63 | buy | 96.43570284665299 | 104500.62067571859 |
| 2017-05-09 | 1137.92 | sell | 96.43570284665299 | 109736.11498326337 |
| 2018-02-09 | 1328.75 | buy | 82.58597552832614 | 109736.11498326337 |
| 2018-04-30 | 1367.97 | sell | 82.58597552832614 | 112975.13694348432 |
| 2018-06-19 | 1291.43 | buy | 87.48065086259751 | 112975.1369434843 |
| 2018-07-24 | 1257.03 | sell | 87.48065086259751 | 109965.80255381095 |
| 2018-09-10 | 1142.77 | buy | 96.22741457494593 | 109965.80255381095 |
| 2018-11-02 | 1151.98 | sell | 96.22741457494593 | 110852.0570420462 |
| 2019-05-08 | 1212.04 | buy | 91.45907481770091 | 110852.0570420462 |
| 2019-06-19 | 1244.32 | sell | 91.45907481770091 | 113804.35597716158 |
| 2019-07-31 | 1187.66 | buy | 95.82233633966082 | 113804.35597716158 |
| 2019-09-04 | 1139.63 | sell | 95.82233633966082 | 109202.00916276767 |
| 2020-01-29 | 1126.64 | buy | 96.92715433747041 | 109202.00916276767 |
| 2020-04-29 | 973.85 | sell | 96.92715433747041 | 94392.50925154556 |
| 2020-05-22 | 940.97 | buy | 100.31404747393175 | 94392.50925154556 |
| 2020-06-05 | 1027.39 | sell | 100.31404747393175 | 103061.64923424275 |
| 2020-09-24 | 914.79 | buy | 112.66153896986495 | 103061.64923424275 |
| 2020-10-19 | 975.22 | sell | 112.66153896986495 | 109869.7860341917 |
| 2021-03-24 | 1188.01 | buy | 92.48220640751484 | 109869.7860341917 |
| 2021-04-29 | 1203.2 | sell | 92.48220640751484 | 111274.59074952186 |
| 2021-05-03 | 1189.79 | buy | 93.52456378816586 | 111274.59074952186 |
| 2021-05-25 | 1233.42 | sell | 93.52456378816586 | 115355.06746759954 |
| 2021-07-27 | 1072.33 | buy | 107.57422385608865 | 115355.06746759954 |
| 2021-10-19 | 1092.98 | sell | 107.57422385608865 | 117576.47519022778 |
| 2021-11-26 | 1029.51 | buy | 114.20624878847974 | 117576.47519022778 |
| 2022-01-05 | 1071.86 | sell | 114.20624878847974 | 122413.10982641988 |
| 2022-04-25 | 999.71 | buy | 122.44861992619848 | 122413.10982641988 |
| 2022-05-30 | 1047.75 | sell | 122.44861992619848 | 128295.54152767445 |
| 2022-09-28 | 818.26 | buy | 156.79067964665808 | 128295.54152767443 |
| 2022-11-11 | 875.72 | sell | 156.79067964665808 | 137304.7339801714 |
| 2023-03-10 | 1009.21 | buy | 136.05169784303703 | 137304.7339801714 |
| 2023-04-11 | 1024.14 | sell | 136.05169784303703 | 139335.98582896797 |
| 2023-07-06 | 936.59 | buy | 148.76945710392803 | 139335.98582896797 |
| 2023-07-31 | 1003.26 | sell | 148.76945710392803 | 149254.44553408684 |
| 2023-10-03 | 892.7 | buy | 167.19440521349483 | 149254.44553408684 |
| 2023-10-12 | 934.25 | sell | 167.19440521349483 | 156201.37307070754 |
| 2024-01-17 | 818.37 | buy | 190.86888946406583 | 156201.37307070754 |
| 2024-02-21 | 911.85 | sell | 190.86888946406583 | 174043.79685780843 |