笔者曾根据果仁商城策略今年来与大盘基准指数(根据策略自定的基准指数各有不同)输赢情况,写过一篇探讨果仁商城策略的文章,因为时间等方面的原因,那篇文章其实很少分析,只是提供了一些数据,让读者自己去思考。今天想再提供另外一些数据,供大家讨论。下面列出的是果仁商城现有84个策略上架以来的表现(因篇幅关系,这里仅提供收益率数据)情况一览表,其中收益率1是策略上架以来的表现,收益率2是构建(在果仁上视为“实盘”)以来的表现,再就是按回测起始日计算的年化收益率。

       有表中可以看出,在82个策略中(因为有2个策略今年6月1日才上市,不做计算)自上架以来仍能维持盈利的策略只有16个了(此表按上架以来策略收益率从高到低排序,仍能维持盈利的就是表中前16个策略),自构建以来(即所谓“实盘”)仍能盈利的有60个。该表有很多可研究的地方,比如说三个收益率数据之间的关系,仔细研究会很有意思的。因为时间关系,这里就暂不展开了。欢迎大家讨论。

策略名作者上架日期收益率1(上架以来-20170602%)创建日期收益率2(实盘)回测日期年化收益率(到20170602)
低市净率策略泵诸2016122054.942015102045.982007010435.38
小壁虎投资毛利哥2016071135.5820160207115.072007010899.1
重组稳健ety2016062935.342016022283.222011010379.73
沪深300指数增强果核量化牛金牛2017011718.142017011219.42007010426.91
四号策略 fengxiaoxue0072016070513.5120150818133.82011010387.8
麦克贝利价值模型果核量化-欢喜2016082610.692016031146.552007010968.87
基本面精细选股wapener201612208.442016010117.712008010746.77
打新压仓1号果核量化牛金牛201701098.13201701098.132010123121.96
信马由缰果核量化-宇鸿201703275.72016080225.152011010432.55
低估小盘股虫子果核201612205.4720151128120.152007112450.96
至尊宝26guo123nie201703054.962016120129.4920140201291.19
深市打新压仓1号果核量化牛金牛201701174.49201701154.822010123124.7
分级A策略(模型II)  阿尔法贝塔201608254.23201608213.342012070612.14
安睡价值投资果核量化-木白201611252.542016062941.372010060140.22
木白打新底仓果核量化-木白201704260.292017010710.542011123044.95
果仁大盘价值股策略小心求稳-果仁网201608090.11201511104.742014010137.08
双增低PE果核量化--醉醉20170109-0.09201612203.492012010639.91
低估值股票在为地20161220-1201608095.222011010141.42
创业板3剑客果核量化-球爷20170206-1.29201701249.2720100601116.44
小市值稳增长5.0小市值稳增长5.020161019-1.432016051330.262007010487.56
高股息2017alex99007720170426-1.772017010812.182014011742.51
小市值小成交额择时 果核量化-球爷20160714-1.81201606038.7820070104143.85
猎食银行王G1果核量化-TKr20170119-2.63201611270.032012010252.81
十年高收益 guo123nie20160712-4.93201605309.4720070104197.93
低估值策略freeair20170220-5.72201612075.552007010454.19
小市值稳增长悟一道20170314-5.782016071680.2420140122146.25
大盘 低估值虫子果核20161125-5.822015112810.72007090136.66
欢喜60日回归果核量化-欢喜20170220-62016062424.372007010589.6
3股斯巴达奥拉夫(次新)果核量化-TKr20161215-6.2620161210-2.4420150101425.51
十全大补丸果核量化--醉醉20170426-6.63201612147.752012010642.24
★斑鬣狗策略★稳健憨夺型Ajie20160711-6.920160623-0.5620070104170.94
成长小盘如月20160705-7.49201605242.372007010499.39
银行轮动升级版果核量化-欢喜20161125-8.28201610233.542007010552.19
生财有道starma20160629-8.912016022552.962011070180.68
分级A5日调仓轮动模型haige90haige9020161021-9.14201605225.332015010115.12
质优价廉股10只毛利哥20170117-9.94201607156.512013010771.47
小盘成长0.39fx852020170305-10.722016062463.172011010387.87
中证500增强II果核量化--醉醉20170413-11.12201702283.862012010546.28
低波动策略何纯在南国20160705-11.2720160610-3.152007010473.78
小市值中波动果核量化-宇鸿20161008-11.89201607268.7720120102112.42
提高点夏普 沈瑾瑾20160728-11.9220160522-4.7520070104157.35
价值成长股农家小炒肉20161220-12.1320160810-0.82007010469.39
猎食者3-4 果核量化-TKr20161102-12.2620161024-8.120070104192.73
★斑马策略★稳中求快型Ajie20161011-12.5220160901-7.2920070104166.47
十全十美之低回撤guo123nie20170316-12.5220170124-0.2620070104119.47
缩量回调 燃烧起来了20161102-13.732015081832.482011010325.54
超跌反弹IIWaterdrop20160802-13.7520160619-1.552009010573.34
供不应求guo123nie20170314-14.082016120353.5120140201314.26
无择时抢起飞fengs20170409-15.2820150927333.342007010499.15
基本面小盘0905toule20161021-15.620160905-10.062007010490.35
什么叫大数据1幻音20160817-15.6620150920149.2420070104118.22
欢喜聚宝盆果核量化-欢喜20170306-16.412016062028.6720070104109.62
技术择股回撤小久久20161021-16.4720160929-14.852007010492.18
日进斗金这个机器不太冷20170322-16.792016120663.9520070104112.01
小散最爱波波维奇20170117-17.09201609197.442011010374.87
50军团-大资金guo123nie20160817-17.320160625-7.382007010499.66
未来1号guo123nie20161011-17.4420160807-0.4820070104129.44
至尊宝之创业板guo123nie20170327-18.282016120215.2220140201245.59
欢喜汽车逆风飞扬(优)果核量化-欢喜20170322-18.38201609090.752010010778.51
KXZ策略笛飞韵逸20170305-19.172016052816.112011031159.85
乘波体果核量化-欢喜20161104-19.9120160926-4.5820070104138.8
果仁经典小盘策略小心求稳-果仁网20161108-20.462016030128.132011010157.74
欢喜医药主题B版果核量化-欢喜20161021-20.5520160720-18.32007010696.79
必胜策略ksong20161124-20.5920160803-3.032010010490.63
重剑无锋 大巧不工fengxiaoxue00720160922-21.042015121014.162007010495.43
AA小盘成长稳健5只fx852020170322-21.342016082117.5120110103102.43
1股灵敏择时策略   果核量化-球爷20161025-22.2320160809-5.320070104244.31
至尊宝之价值次新guo123nie20170322-22.252016123124.6220140201433.73
麦子稳定版果核量化-TKr20161122-22.7520161008-9.092007010498.11
侵如火念想20161124-24.122016071719.3420070104114.51
营业收入增长策略zhangyan20161201-24.312016013145.1720070104108.68
什么是好企业果核量化-宇鸿20170314-24.61201610249.452012010279.31
新中国20指数阿尔法贝塔20170306-2520160717-24.7220140101118.62
价值成长小盘劳动党总书记20170220-25.45201608293.452010011433.47
圆梦者1号果核量化-木白20170322-25.9720161107-12.720081231135.92
极夜风暴2hex20160909-26.832016062115.1820150101264.28
中小板价值股果核量化-宇鸿20161201-26.87201607262.632011010464.12
球爷小盘择时果核量化-球爷20170220-27.1420160827-10.4220070104265.86
次新小而美1.53fx852020160817-30.1620160706-24.7420150206231.75
欢喜金贝壳果核量化-欢喜20170220-31.32201607281.832010010454.97
衣食住行1号-2只guo123nie20161025-36.0620160626-4.0520140101182.01
九号策略fengxiaoxue00720161220-36.2920161010-1520070104153.31
打新压仓均衡版果核量化牛金牛201706012017012113.562012010649.25
欢喜绩优大盘策略果核量化-欢喜20170601201704182.612012010445.64