先吐槽一下,果仁推出了实时选股功能,价格是500元/月,说实话,这么高的价格,你一定要让人觉得物有所值,每月花500元能够提高多少收益。所以之前在QQ群也提过几次建议,希望能够提供一些回测,看看实时选股相比原策略究竟能提高多大收益,比方说针对开盘价策略,当日收盘价成交与次日开盘价成交这二者之间的年化收益对比,但果仁一直没有推出此功能,也许是果仁考虑服务器的负荷。实际上这也不难解决,比方说限制每个账户每天(周)此种回测的次数。

  吐槽完了,言归正传,那么利用实时选股抢跑究竟能提高多少收益呢,那就只好自己手动算一算,选取自己的“小鬼当家3”(https://guorn.com/stock/strategy?sid=2176.R.47969419992115)导出了交易数据,此策略为开盘价策略,手动输入成交日期前一天的收盘价(即抢跑价),算出抢跑之后的每笔交易收益(涨幅),然后用抢跑的每笔收益减去之前的每笔收益,得出每笔抢跑的超额收益,统计了2015/8/1后的全部交易,共153笔算出此153笔交易平均超额收益是0.378%。附上详细数据


那么,这个每笔平均0.378%的超额收益究竟能提高多少年化收益呢,由于果仁没有提供这方面的回测,我不知道准确数据,但可以做个简单的对比。我们知道,果仁策略回测 交易费用默认的是双边各0.2%,那么买卖一笔它的成本是0.4%,与抢跑每笔0.378%的超额收益大致相当,那么把交易费用设为0所提高的年化收益与抢跑所提高的年化收益大致相当。还是以“小鬼当家3”这个策略为例,交易费用双边各0.2%的年华收益为148.8%,交易费用为0时的年化收益为169.13%,年化收益提升了20.33点,这个提升幅度还是非常明显的。抢跑超额收益的提升还与策略的年换手有关,“小鬼当家3”平均年换手是1839%,商城中一些策略平均年换手高达6000%以上,抢跑所带来的年化收益提升将更加惊人。


股票名股票 代码买入日期卖出日期买入价格(前复权)卖出价格(前复权)涨幅抢跑买入价抢跑卖出价抢跑涨幅超额收益率
雪 莱 特0020762017-01-042017-01-0613.6414.570.068213.6214.250.0463 -0.02194 
华东数控0022482016-12-292017-01-0611.6811.850.014611.7211.960.0205 0.00588 
时代万恒6002412016-12-212017-01-0415.45160.035615.2915.990.0458 0.01018 
日上集团0025932016-12-212017-01-047.387.450.00957.337.440.0150 0.00551 
欣龙控股0009552016-12-282016-12-297.547.940.05317.558.090.0715 0.01842 
渤海股份0006052016-12-232016-12-2820.97210.001421.0221.160.0067 0.00526 
恒大高新0025912016-12-222016-12-2314.6915.410.04914.7415.410.0455 -0.00355 
轴研科技0020462016-11-252016-12-2212.1211.26-0.07112.0511.36-0.0573 0.01374 
标准股份6003022016-12-192016-12-2110.1310.170.003910.1110.20.0089 0.00500 
京城股份6008602016-12-162016-12-219.811.150.13789.8411.150.1331 -0.00467 
中水渔业0007982016-12-132016-12-1910.1610.810.06410.1910.90.0697 0.00568 
新赛股份6005402016-12-092016-12-167.817.41-0.05127.817.46-0.0448 0.00639 
民丰特纸6002352016-12-082016-12-1311.7910.37-0.120411.7310.31-0.1211 -0.00066 
天津普林0021342016-11-292016-12-0915.0614.75-0.020615.1714.82-0.0231 -0.00247 
南纺股份6002502016-12-022016-12-0816.0916.470.02361616.350.0219 -0.00172 
西安旅游0006102016-12-062016-12-0814.1314.70.040314.0214.710.0492 0.00892 
恒大高新0025912016-11-242016-12-0615.8515.90.003215.915.83-0.0044 -0.00760 
兰州民百6007382016-11-292016-12-029.89.910.01129.829.880.0061 -0.00509 
亚星客车6002132016-11-162016-11-2916.1216.950.051516.0617.060.0623 0.01077 
国际实业0001592016-11-222016-11-298.478.27-0.02358.478.3-0.0201 0.00343 
太化股份6002812016-11-182016-11-257.6980.04037.738.20.0608 0.02050 
申科股份0026332016-11-022016-11-2424.0826.90.117124.1427.20.1268 0.00966 
时代万恒6002412016-11-162016-11-2217.3517.630.016117.3117.620.0179 0.00181 
广泽股份6008822016-11-162016-11-1812.1312.530.03312.1512.610.0379 0.00486 
祥龙电业6007692016-11-142016-11-1611.6712.570.077111.6812.510.0711 -0.00604 
兰州民百6007382016-11-142016-11-169.910.150.02539.9410.150.0211 -0.00417 
登云股份0027152016-11-152016-11-1637.5638.20.01737.57390.0381 0.02106 
轴研科技0020462016-11-072016-11-1511.812.630.070311.8712.530.0556 -0.01470 
国统股份0022052016-11-112016-11-1429.7230.290.019229.630.370.0260 0.00681 
大庆华科0009852016-11-112016-11-1428.7830.760.068828.7830.190.0490 -0.01981 
精艺股份0022952016-11-042016-11-1116.4117.20.048116.5317.40.0526 0.00453 
恒大高新0025912016-11-102016-11-1115.115.620.034414.9415.910.0649 0.03053 
中水渔业0007982016-10-242016-11-1010.9311.620.063110.9511.670.0658 0.00265 
汉商集团6007742016-10-282016-11-0719.4619.710.012819.4319.690.0134 0.00058 
时代万恒6002412016-10-262016-11-0416.9517.30.020616.9517.550.0354 0.01480 
广泽股份6008822016-10-192016-11-0211.5511.940.033811.511.940.0383 0.00446 
京城股份6008602016-09-232016-10-289.8810.340.04669.8810.340.0466 -0.00004 
华东数控0022482016-10-252016-10-2613.3613.560.01513.3613.60.0180 0.00296 
金瑞矿业6007142016-10-212016-10-2513.8716.360.179513.8515.090.0895 -0.08997 
中兴商业0007152016-09-262016-10-2414.0215.40.098414.0515.480.1018 0.00338 
兰州民百6007382016-09-262016-10-219.199.640.0499.169.670.0557 0.00668 
亚星客车6002132016-10-132016-10-1914.9514.88-0.004714.914.75-0.0101 -0.00537 
中水渔业0007982016-09-122016-10-1310.611.220.058510.911.340.0404 -0.01813 
南 京 港0020402016-09-202016-09-2613.8614.590.052713.7914.590.0580 0.00531 
金瑞矿业6007142016-09-092016-09-2613.7213.80.005813.713.830.0095 0.00369 
龙洲股份0026822016-09-072016-09-2313.4514.60.085513.4414.580.0848 -0.00068 
长江润发0024352016-09-072016-09-2019.0419.550.026819.0519.550.0262 -0.00055 
襄阳轴承0006782016-09-092016-09-128.678.54-0.0158.668.710.0058 0.02077 
天津普林0021342016-09-062016-09-0913.313.870.042913.3213.950.0473 0.00440 
昌九生化6002282016-09-022016-09-0912.413.360.077412.4313.310.0708 -0.00660 
华升股份6001562016-08-252016-09-079.610.160.05839.6510.120.0487 -0.00960 
滨海能源0006952016-08-302016-09-0716.1116.1-0.000616.1216.120.0000 0.00060 
金瑞矿业6007142016-08-292016-09-0613.1913.640.034113.1213.660.0412 0.00706 
湖南海利6007312016-08-152016-09-029.569.710.01579.569.710.0157 -0.00001 
仰帆控股6004212016-08-292016-08-3016.2917.380.06691617.60.1000 0.03310 
亚星客车6002132016-08-242016-08-2912.6813.120.034712.6813.110.0339 -0.00079 
丰原药业0001532016-08-222016-08-2910.88120.102910.8611.90.0958 -0.00714 
精艺股份0022952016-08-232016-08-2515.416.130.047415.3616.210.0553 0.00794 
正虹科技0007022016-08-182016-08-2412.4512.850.032112.4512.780.0265 -0.00559 
宝塔实业0005952016-08-092016-08-234.885.640.15684.915.650.1507 -0.00609 
中水渔业0007982016-08-192016-08-2210.5110.970.043810.5510.860.0294 -0.01442 
博闻科技6008832016-08-152016-08-1914.57150.029514.5715.080.0350 0.00550 
华升股份6001562016-08-102016-08-189.689.990.0329.6710.040.0383 0.00626 
惠泉啤酒6005732016-08-112016-08-1513.1813.05-0.009913.1913.05-0.0106 -0.00071 
亚星客车6002132016-07-142016-08-1512.7912.850.004712.7512.67-0.0063 -0.01097 
丰林集团6019962016-08-012016-08-117.6980.04037.78.020.0416 0.00126 
登云股份0027152016-08-052016-08-1028.4829.290.028428.729.20.0174 -0.01098 
中兴商业0007152016-08-022016-08-0912.5413.270.058212.4813.280.0641 0.00590 
兰州黄河0009292016-07-012016-08-0514.7715.430.044714.7715.430.0447 -0.00001 
登云股份0027152016-07-272016-08-0232.128.62-0.108431.928.73-0.0994 0.00903 
仰帆控股6004212016-07-192016-08-0115.7315.80.004515.7115.80.0057 0.00123 
丰原药业0001532016-07-012016-07-2710.2110.940.070810.2111.010.0784 0.00755 
惠泉啤酒6005732016-06-242016-07-1912.914.90.154912.8914.590.1319 -0.02301 
祥龙电业6007692016-06-032016-07-149.199.80.06649.219.880.0727 0.00635 
仰帆控股6004212016-06-302016-07-0115.7716.650.055815.6916.740.0669 0.01112 
宝塔实业0005952016-06-272016-07-014.75.290.12664.715.310.1274 0.00079 
南纺股份6002502016-06-242016-06-3011.5312.60.092811.5212.760.1076 0.01484 
辅仁药业6007812016-06-032016-06-2717.5816.87-0.040417.6317.12-0.0289 0.01147 
丰原药业0001532016-06-202016-06-249.6510.150.05249.4210.110.0732 0.02085 
高新发展0006282016-06-232016-06-2411.4813.10.141111.4412.250.0708 -0.07030 
吉林森工6001892016-06-152016-06-239.9611.290.13410.0711.520.1440 0.00999 
江苏索普6007462016-05-302016-06-208.68100.15218.7610.120.1553 0.00315 
襄阳轴承0006782016-05-312016-06-157.697.6-0.01177.657.670.0026 0.01431 
青海华鼎6002432016-05-252016-06-038.879.740.09798.79.760.1218 0.02394 
哈 高 科6000952016-06-012016-06-039.6310.140.05299.6100.0417 -0.01123 
大通燃气0005932016-05-272016-06-0111.511.790.025211.3111.660.0309 0.00575 
云投生态0022002016-05-252016-05-3117.1717.740.033217.0117.70.0406 0.00736 
辅仁药业6007812016-05-112016-05-3016.7517.150.023916.6917.420.0437 0.01984 
通润装备0021502016-05-252016-05-2711.5111.790.024111.4311.930.0437 0.01964 
金瑞矿业6007142016-05-052016-05-2512.2510.34-0.155912.3810.63-0.1414 0.01454 
福建金森0026792016-04-182016-05-2523.1721.3-0.080623.5421.58-0.0833 -0.00266 
闽发铝业0025782016-05-242016-05-258.418.39-0.00248.468.36-0.0118 -0.00942 
跃岭股份0027252016-05-232016-05-2418.9320.450.080318.7620.550.0954 0.01512 
永安林业0006632016-05-062016-05-2313.0511.79-0.096613.0511.82-0.0943 0.00235 
北京科锐0023502016-05-102016-05-1114.0614.180.008514.2214.08-0.0098 -0.01835 
跃岭股份0027252016-05-052016-05-1021.8619.1-0.126321.7918.93-0.1313 -0.00495 
西仪股份0022652016-04-292016-05-0612.513.650.09212.6413.720.0854 -0.00656 
北京科锐0023502016-03-082016-05-0513.2316.220.225313.2116.150.2226 -0.00274 
辅仁药业6007812016-04-142016-05-0518.5518.32-0.012418.5418.4-0.0076 0.00485 
金 莱 特0027232016-04-252016-04-2920.2321.860.080420.2221.850.0806 0.00021 
宝鼎科技0025522016-04-182016-04-2513.8913.59-0.021613.9913.64-0.0250 -0.00342 
湘潭电化0021252016-04-132016-04-1811.1111.880.069211.0912.130.0938 0.02458 
大通燃气0005932016-04-142016-04-1812.1412.330.015712.1812.340.0131 -0.00256 
滨海能源0006952016-04-112016-04-1415.817.750.123415.6817.390.1091 -0.01434 
吉林森工6001892016-04-052016-04-1410.7611.250.046310.7311.210.0447 -0.00157 
登云股份0027152016-04-082016-04-1330.1534.530.145330.5334.490.1297 -0.01559 
宝塔实业0005952016-04-082016-04-114.95.350.09294.875.360.1006 0.00772 
金瑞矿业6007142016-04-052016-04-0811.513.50.173911.2713.660.2121 0.03817 
江苏索普6007462016-03-302016-04-088.939.80.09748.879.890.1150 0.01759 
亚星客车6002132016-03-312016-04-0511.2611.850.052410.9811.760.0710 0.01864 
冀东装备0008562016-03-302016-04-0511.2112.450.110611.112.250.1036 -0.00700 
天 华 院6005792016-03-222016-03-3111.4411.690.021911.4611.630.0148 -0.00707 
云维股份6007252016-03-292016-03-302.732.750.00922.752.770.0073 -0.00193 
大通燃气0005932016-03-172016-03-309.7910.710.0949.7410.710.0996 0.00559 
南纺股份6002502016-03-242016-03-2912.2812.720.035812.4112.870.0371 0.00127 
中水渔业0007982016-03-172016-03-239.2210.630.15299.1110.930.1998 0.04688 
云维股份6007252016-03-182016-03-222.762.880.04362.762.920.0580 0.01437 
跃岭股份0027252016-03-032016-03-1817.21190.103917.0318.980.1145 0.01060 
亚星客车6002132016-03-082016-03-179.710.020.0339.5910.020.0448 0.01184 
冀东装备0008562016-03-082016-03-1710.3711.30.089710.3711.210.0810 -0.00870 
博深工具0022822016-03-042016-03-0810.3910.750.034610.3710.930.0540 0.01940 
鼎泰新材0023522016-02-292016-03-0810.6311.390.072110.7511.40.0605 -0.01163 
大通燃气0005932016-02-152016-03-089.3110.20.09569.8410.350.0518 -0.04377 
贵绳股份6009922016-02-172016-03-0411.6610.74-0.078711.6910.8-0.0761 0.00257 
时代万恒6002412016-02-162016-03-0311.6112.980.118811.513.020.1322 0.01337 
石油济柴0006172016-01-202016-02-2910.49.99-0.039410.5110.13-0.0362 0.00324 
南 京 港0020402015-07-222016-02-1713.3113.490.013513.1614.560.1064 0.09288 
冀东装备0008562015-12-312016-02-1614.7710.44-0.293214.7110.15-0.3100 -0.01679 
红星发展6003672016-02-042016-02-158.588.47-0.01288.589.050.0548 0.06758 
北矿磁材6009802016-01-042016-01-2923.6616.3-0.311123.8916.25-0.3198 -0.00870 
时代万恒6002412015-12-022016-01-1813.3211.61-0.128913.3212.2-0.0841 0.04482 
香梨股份6005062015-12-032016-01-0419.2923.030.193919.2623.430.2165 0.02261 
云维股份6007252015-12-292015-12-313.393.590.05753.393.610.0649 0.00740 
石油济柴0006172015-12-282015-12-291515.510.03415.0115.620.0406 0.00664 
亚星客车6002132015-12-182015-12-2814.3315.350.071214.2815.490.0847 0.01353 
新赛股份6005402015-12-162015-12-188.318.770.05548.318.680.0445 -0.01088 
冀东装备0008562015-09-102015-12-169.3314.010.50169.5214.110.4821 -0.01946 
昌九生化6002282015-11-232015-12-0314.314.950.045514.4514.730.0194 -0.02612 
特 尔 佳0022132015-11-202015-12-0117.6318.750.063517.6218.540.0522 -0.01129 
仰帆控股6004212015-11-112015-11-2316.2317.720.091816.2618.080.1119 0.02013 
香梨股份6005062015-11-052015-11-2018.8122.40.190918.6421.920.1760 -0.01493 
标准股份6003022015-10-292015-11-118.249.980.21128.249.980.2112 -0.00003 
贵绳股份6009922015-10-092015-11-0510.7913.820.2810.8713.750.2649 -0.01505 
南纺股份6002502015-10-212015-10-2910.9512.230.116910.9512.130.1078 -0.00914 
福建金森0026792015-08-062015-10-2118.2321.20.162818.3421.10.1505 -0.01231 
标准股份6003022015-09-302015-10-096.657.230.08726.617.320.1074 0.02021 
信隆实业0021052015-09-182015-09-3066.410.06835.986.60.1037 0.03538 
乔 治 白0026872015-09-102015-09-188.098.50.05148.098.20.0136 -0.03780 
汉商集团6007742015-08-182015-09-0819.0614.85-0.220918.9914.23-0.2507 -0.02976 
宁波富邦6007682015-08-192015-08-2119.7621.150.070320.1322.240.1048 0.03452 
中房地产0007362015-07-212015-08-1911.0814.860.340511.216.410.4652 0.12468 
博深工具0022822015-08-062015-08-1810.2313.660.335610.4814.090.3445 0.00887 
商 业 城6003062015-07-232015-08-0314.4615.10.044314.4715.720.0864 0.04209 
平均超额收益0.00378