方法:
1.按实盘收益对商城策略进行排序,选取前31名,10.1日后再来看收益如何。
2.每个作者只选取实盘最高的那个参加PK。
3.下面列表中的“实盘年化“、” 实盘收益“、” 一季收益“、” 近一月收益“、” 今日收益“、” 价格“,均指2019.4.4日策略被选入时的数据。
这是今天(4.4日)选出的名单,国庆节再来回顾。
| 策略名 | 作者 | 实盘年化 | 实盘收益 | 一季收益 | 近一月收益 | 今日收益 | 价格 |
| gxfc-4-3-zxb-1045 | 在风中 | 137.87% | 311.25% | 47.99% | 12.12% | 1.79% | 1000元/月 |
| 简单就是美(次新2号) | 88shaoye | 142.61% | 287.28% | 77.28% | 14.43% | -0.48% | 300元/月 |
| 坚如磐石小市值 | tomsmith | 89.81% | 210.63% | 78.63% | 3.06% | 0.40% | 300元/月 |
| 3股斯达巴简单版2 | 果核TKr | 70.02% | 209.28% | 32.84% | 15.52% | 2.37% | 300元/月 |
| 甘泉多因子系列e策略 | 甘〔•〕泉 | 74.22% | 200.09% | 59.58% | 23.35% | 1.26% | 600元/月 |
| 小市值不择时 | fengs | 43.17% | 156.32% | 35.88% | 11.26% | 0.01% | 1000元/月 |
| 10股.安.乘总流价.无 | 球爷 | 60.50% | 132.70% | 43.45% | 13.86% | -0.31% | 500元/月 |
| 纯技术测量 | 曙光之城 | 201.05% | 132.07% | 63.14% | 19.72% | 1.91% | 500元/月 |
| ST掘金 | 坚韧球 | 453.83% | 121.82% | 81.79% | 33.70% | -1.49% | 800元/月 |
| 高阶小市值5股v2 | 果核Tesla | 53.49% | 116.88% | 42.30% | 11.50% | -0.61% | 600元/月 |
| 刺心的玫瑰 | 冰凌 | 94.27% | 114.22% | 84.41% | 0.63% | 1.32% | 200元/月 |
| 价值技术新思(观察) | 果核欢喜 | 30.52% | 110.99% | 45.94% | 11.01% | 0.89% | 200元/月 |
| 稳定9‘30’ | 逍遥一世 | 327.15% | 100.51% | 76.89% | 14.64% | 9.94% | 400元/月 |
| 次新策略2超跌 | 郭丰铭 | 78.97% | 99.38% | 33.42% | 6.72% | 0.02% | 400元/月 |
| 开盘价1-4 | 如月 | 38.68% | 94.66% | 29.00% | 11.62% | -0.10% | 300元/ |
| 希雨$小盘反转 | 过来过去 | 92.16% | 89.34% | 37.25% | 7.62% | 2.09% | 300元/月 |
| 资金净流出一个月+小市值 | AlphaRen | 40.10% | 83.74% | 32.44% | 8.30% | 0.11% | 600元/月 |
| 灵动不择时2号 | yunxiang | 55.58% | 82.92% | 46.72% | 21.18% | -0.39% | 200元/月 |
| *****新次新九五无敌无择时策略 | 大卫7268 | 46.76% | 81.58% | 28.46% | 10.31% | -0.16% | 500元/月 |
| 股息价值策略 | 狼人 | 94.79% | 78.36% | 40.41% | 5.62% | 0.23% | 200元/月 |
| 快乐收租 | snowball | 58.24% | 77.13% | 41.44% | 17.74% | 0.58% | 300元/月 |
| 伪次新V1.1121-ZD | 超短是黄金 | 165.74% | 75.88% | 47.75% | 8.43% | 2.26% | 300元/月 |
| 沪深300价值投资 | 铸铸 | 45.31% | 75.72% | 56.69% | 9.55% | -0.54% | 200元/月 |
| 靠谱小市值(每日换股) | 祥泽 | 58.89% | 75.35% | 46.44% | 22.98% | 2.26% | 300元/月 |
| ¥价值蓝筹-无银行无创业-20-5¥ | lion小狮子 | 32.10% | 72.97% | 43.71% | 13.18% | 0.91% | 200元/月 |
| 潜龙在渊去一字板跌停 | 牛金牛 | 238.27% | 72.26% | 52.19% | 16.01% | 0.42% | 800元/月 |
| 增长小市值 | 农家小炒肉 | 22.64% | 69.66% | 36.46% | 8.67% | 1.00% | 200元/月 |
| 小市值投机策略 | 宝妖 | 83.10% | 69.04% | 45.57% | 3.61% | 2.05% | 300元/月 |
| 300股息增强 | 股息投资 | 30.63% | 68.35% | 39.20% | 4.98% | 0.41% | 200元/月 |
| 三只白海豚表演 | 粤深侯 | 59.21% | 67.47% | 15.99% | 3.15% | 1.48% | 300元/月 |
| 价值投资的典范,资金容量大,长期有效! | kubagou | 26.50% | 67.35% | 47.37% | 4.66% | 0.73% | 200元/月 |
2019.5.25回顾----
截止今日,各策略收益表现如下:
| 策略名 | 作者 | 实盘年化 | 实盘收益 | 一季收益 | 近一月收益 | 今日收益 | 价格 | 20190404-20190524 | 对比指数 |
| gxfc-4-3-zxb-1045 | 在风中 | 137.87% | 311.25% | 47.99% | 12.12% | 1.79% | 1000元/月 | 18.91% | -17.54% |
| 潜龙在渊去一字板跌停 | 牛金牛 | 238.27% | 72.26% | 52.19% | 16.01% | 0.42% | 800元/月 | 9.14% | -11.53% |
| 坚如磐石小市值 | tomsmith | 89.81% | 210.63% | 78.63% | 3.06% | 0.40% | 300元/月 | 8.84% | -17.54% |
| 简单就是美(次新2号) | 88shaoye | 142.61% | 287.28% | 77.28% | 14.43% | -0.48% | 300元/月 | 6.08% | -17.54% |
| 10股.安.乘总流价.无 | 球爷 | 60.50% | 132.70% | 43.45% | 13.86% | -0.31% | 500元/月 | -0.35% | -17.54% |
| 小市值投机策略 | 宝妖 | 83.10% | 69.04% | 45.57% | 3.61% | 2.05% | 300元/月 | -2.07% | -17.54% |
| 希雨$小盘反转 | 过来过去 | 92.16% | 89.34% | 37.25% | 7.62% | 2.09% | 300元/月 | -2.62% | -17.54% |
| 灵动不择时2号 | yunxiang | 55.58% | 82.92% | 46.72% | 21.18% | -0.39% | 200元/月 | -4.12% | -17.54% |
| *****新次新九五无敌无择时策略 | 大卫7268 | 46.76% | 81.58% | 28.46% | 10.31% | -0.16% | 500元/月 | -5.63% | -11.53% |
| 快乐收租 | snowball | 58.24% | 77.13% | 41.44% | 17.74% | 0.58% | 300元/月 | -6.52% | -11.53% |
| 增长小市值 | 农家小炒肉 | 22.64% | 69.66% | 36.46% | 8.67% | 1.00% | 200元/月 | -8.69% | -11.53% |
| 靠谱小市值(每日换股) | 祥泽 | 58.89% | 75.35% | 46.44% | 22.98% | 2.26% | 300元/月 | -8.82% | -17.54% |
| 次新策略2超跌 | 郭丰铭 | 78.97% | 99.38% | 33.42% | 6.72% | 0.02% | 400元/月 | -10.63% | -17.54% |
| 甘泉多因子系列e策略 | 甘〔•〕泉 | 74.22% | 200.09% | 59.58% | 23.35% | 1.26% | 600元/月 | -10.64% | -17.54% |
| 纯技术测量 | 曙光之城 | 201.05% | 132.07% | 63.14% | 19.72% | 1.91% | 500元/月 | -10.65% | -17.54% |
| 资金净流出一个月+小市值 | AlphaRen | 40.10% | 83.74% | 32.44% | 8.30% | 0.11% | 600元/月 | -10.75% | -16.92% |
| 开盘价1-4 | 如月 | 38.68% | 94.66% | 29.00% | 11.62% | -0.10% | 300元/ | -12.17% | -17.54% |
| ¥价值蓝筹-无银行无创业-20-5¥ | lion小狮子 | 32.10% | 72.97% | 43.71% | 13.18% | 0.91% | 200元/月 | -12.77% | -11.53% |
| 沪深300价值投资 | 铸铸 | 45.31% | 75.72% | 56.69% | 9.55% | -0.54% | 200元/月 | -15.00% | -11.53% |
| 三只白海豚表演 | 粤深侯 | 59.21% | 67.47% | 15.99% | 3.15% | 1.48% | 300元/月 | -15.18% | -17.54% |
| 高阶小市值5股v2 | 果核Tesla | 53.49% | 116.88% | 42.30% | 11.50% | -0.61% | 600元/月 | -15.48% | -17.54% |
| 小市值不择时 | fengs | 43.17% | 156.32% | 35.88% | 11.26% | 0.01% | 1000元/月 | -16.79% | -18.77% |
| 300股息增强 | 股息投资 | 30.63% | 68.35% | 39.20% | 4.98% | 0.41% | 200元/月 | -16.91% | -11.53% |
| 3股斯达巴简单版2 | 果核TKr | 70.02% | 209.28% | 32.84% | 15.52% | 2.37% | 300元/月 | -19.49% | -17.54% |
| ST掘金 | 坚韧球 | 453.83% | 121.82% | 81.79% | 33.70% | -1.49% | 800元/月 | -21.59% | -17.54% |
| 刺心的玫瑰 | 冰凌 | 94.27% | 114.22% | 84.41% | 0.63% | 1.32% | 200元/月 | -21.76% | -16.92% |
| 价值技术新思(观察) | 果核欢喜 | 30.52% | 110.99% | 45.94% | 11.01% | 0.89% | 200元/月 | -22.52% | -11.53% |
| 价值投资的典范,资金容量大,长期有效! | kubagou | 26.50% | 67.35% | 47.37% | 4.66% | 0.73% | 200元/月 | -23.02% | -11.53% |
| 伪次新V1.1121-ZD | 超短是黄金 | 165.74% | 75.88% | 47.75% | 8.43% | 2.26% | 300元/月 | -27.72% | -17.54% |
| 股息价值策略 | 狼人 | 94.79% | 78.36% | 40.41% | 5.62% | 0.23% | 200元/月 | -28.23% | -11.53% |
| 稳定9‘30’ | 逍遥一世 | 327.15% | 100.51% | 76.89% | 14.64% | 9.94% | 400元/月 | -31.46% | -17.54% |
| 平均收益 | -10.92% | -15.60% | |||||||
平均收益:-10.92% 中位数收益:-10.75% 沪深300:-11.53% 中证500:-17.54% 中证1000:-16.92% 这50天的超额收益明显,继续观察。 --------------------------- 不知不觉过去5个月了,回顾一下: |
| 策略名 | 作者 | 实盘年化 | 实盘收益 | 一季收益 | 近一月收益 | 今日收益 | 价格 | 20190404-20190905 | 对比指数 |
| gxfc-4-3-zxb-1045 | 在风中 | 137.87% | 311.25% | 47.99% | 12.12% | 1.79% | 1000元/月 | 66.34% | -12.49% |
| 坚如磐石小市值 | tomsmith | 89.81% | 210.63% | 78.63% | 3.06% | 0.40% | 300元/月 | 22.32% | -12.49% |
| 灵动不择时2号 | yunxiang | 55.58% | 82.92% | 46.72% | 21.18% | -0.39% | 200元/月 | 17.67% | -12.49% |
| 潜龙在渊去一字板跌停 | 牛金牛 | 238.27% | 72.26% | 52.19% | 16.01% | 0.42% | 800元/月 | 16.02% | -3.37% |
| 10股.安.乘总流价.无 | 球爷 | 60.50% | 132.70% | 43.45% | 13.86% | -0.31% | 500元/月 | 13.03% | -12.49% |
| 价值技术新思(观察) | 果核欢喜 | 30.52% | 110.99% | 45.94% | 11.01% | 0.89% | 200元/月 | 9.88% | -3.37% |
| 靠谱小市值(每日换股) | 祥泽 | 58.89% | 75.35% | 46.44% | 22.98% | 2.26% | 300元/月 | 9.62% | -12.49% |
| 增长小市值 | 农家小炒肉 | 22.64% | 69.66% | 36.46% | 8.67% | 1.00% | 200元/月 | 7.13% | -3.37% |
| 希雨$小盘反转 | 过来过去 | 92.16% | 89.34% | 37.25% | 7.62% | 2.09% | 300元/月 | 4.87% | -12.49% |
| *****新次新九五无敌无择时策略 | 大卫7268 | 46.76% | 81.58% | 28.46% | 10.31% | -0.16% | 500元/月 | 3.31% | -3.37% |
| 三只白海豚表演 | 粤深侯 | 59.21% | 67.47% | 15.99% | 3.15% | 1.48% | 300元/月 | 1.84% | -12.49% |
| 资金净流出一个月+小市值 | AlphaRen | 40.10% | 83.74% | 32.44% | 8.30% | 0.11% | 600元/月 | 0.89% | -13.01% |
| 开盘价1-4 | 如月 | 38.68% | 94.66% | 29.00% | 11.62% | -0.10% | 300元/ | 0.68% | -12.49% |
| 高阶小市值5股v2 | 果核Tesla | 53.49% | 116.88% | 42.30% | 11.50% | -0.61% | 600元/月 | -0.22% | -12.49% |
| 简单就是美(次新2号) | 88shaoye | 142.61% | 287.28% | 77.28% | 14.43% | -0.48% | 300元/月 | -0.58% | -12.49% |
| 3股斯达巴简单版2 | 果核TKr | 70.02% | 209.28% | 32.84% | 15.52% | 2.37% | 300元/月 | -1.99% | -12.49% |
| 快乐收租 | snowball | 58.24% | 77.13% | 41.44% | 17.74% | 0.58% | 300元/月 | -2.76% | -3.37% |
| 纯技术测量 | 曙光之城 | 201.05% | 132.07% | 63.14% | 19.72% | 1.91% | 500元/月 | -3.34% | -12.49% |
| 小市值投机策略 | 宝妖 | 83.10% | 69.04% | 45.57% | 3.61% | 2.05% | 300元/月 | -6.79% | -12.49% |
| 小市值不择时 | fengs | 43.17% | 156.32% | 35.88% | 11.26% | 0.01% | 1000元/月 | -10.57% | -4.96% |
| 甘泉多因子系列e策略 | 甘〔•〕泉 | 74.22% | 200.09% | 59.58% | 23.35% | 1.26% | 600元/月 | -12.16% | -12.49% |
| 300股息增强 | 股息投资 | 30.63% | 68.35% | 39.20% | 4.98% | 0.41% | 200元/月 | -13.11% | -3.37% |
| 沪深300价值投资 | 铸铸 | 45.31% | 75.72% | 56.69% | 9.55% | -0.54% | 200元/月 | -14.37% | -3.37% |
| 次新策略2超跌 | 郭丰铭 | 78.97% | 99.38% | 33.42% | 6.72% | 0.02% | 400元/月 | -16.31% | -12.49% |
| ¥价值蓝筹-无银行无创业-20-5¥ | lion小狮子 | 32.10% | 72.97% | 43.71% | 13.18% | 0.91% | 200元/月 | -16.59% | -3.37% |
| 刺心的玫瑰 | 冰凌 | 94.27% | 114.22% | 84.41% | 0.63% | 1.32% | 200元/月 | -21.30% | -13.01% |
| 价值投资的典范,资金容量大,长期有效! | kubagou | 26.50% | 67.35% | 47.37% | 4.66% | 0.73% | 200元/月 | -24.95% | -3.37% |
| 伪次新V1.1121-ZD | 超短是黄金 | 165.74% | 75.88% | 47.75% | 8.43% | 2.26% | 300元/月 | -25.18% | -12.49% |
| ST掘金 | 坚韧球 | 453.83% | 121.82% | 81.79% | 33.70% | -1.49% | 800元/月 | -28.77% | -12.49% |
| 股息价值策略 | 狼人 | 94.79% | 78.36% | 40.41% | 5.62% | 0.23% | 200元/月 | -34.07% | -3.37% |
| 稳定9‘30’ | 逍遥一世 | 327.15% | 100.51% | 76.89% | 14.64% | 9.94% | 400元/月 | -38.81% | -12.49% |
| 平均收益 | -3.17% | -9.34% | |||||||
平均收益:-3.17%
中位数收益:-1.99%
沪深300:-3.37%
中证500:-12.49%
中证1000:-13.01%
---------------------------------------------------------------------------------------------
国庆节已经过去了。回顾下:
| 策略名 | 作者 | 实盘年化 | 实盘收益 | 一季收益 | 近一月收益 | 今日收益 | 价格 | 20190404-20190930 | 对比指数 | 换手率 |
| gxfc-4-3-zxb-1045 | 在风中 | 137.87% | 311.25% | 47.99% | 12.12% | 1.79% | 1000元/月 | 59.6% | -15.85% | 2195.53% |
| 简单就是美(次新2号) | 88shaoye | 142.61% | 287.28% | 77.28% | 14.43% | -0.48% | 300元/月 | 35.7% | -15.85% | 1445.00% |
| 三只白海豚表演 | 粤深侯 | 59.21% | 67.47% | 15.99% | 3.15% | 1.48% | 300元/月 | 23.7% | -15.85% | 2286.00% |
| 坚如磐石小市值 | tomsmith | 89.81% | 210.63% | 78.63% | 3.06% | 0.40% | 300元/月 | 23.4% | -15.85% | 3357.66% |
| 灵动不择时2号 | yunxiang | 55.58% | 82.92% | 46.72% | 21.18% | -0.39% | 200元/月 | 17.6% | -15.85% | 1550.00% |
| 10股.安.乘总流价.无 | 球爷 | 60.50% | 132.70% | 43.45% | 13.86% | -0.31% | 500元/月 | 13.9% | -15.85% | 1592.51% |
| 靠谱小市值(每日换股) | 祥泽 | 58.89% | 75.35% | 46.44% | 22.98% | 2.26% | 300元/月 | 10.2% | -15.85% | 1128.00% |
| 增长小市值 | 农家小炒肉 | 22.64% | 69.66% | 36.46% | 8.67% | 1.00% | 200元/月 | 8.3% | -6.10% | 1808.00% |
| 希雨$小盘反转 | 过来过去 | 92.16% | 89.34% | 37.25% | 7.62% | 2.09% | 300元/月 | 8.0% | -15.85% | 2936.00% |
| 价值技术新思(观察) | 果核欢喜 | 30.52% | 110.99% | 45.94% | 11.01% | 0.89% | 200元/月 | 7.2% | -6.10% | 2362.00% |
| 3股斯达巴简单版2 | 果核TKr | 70.02% | 209.28% | 32.84% | 15.52% | 2.37% | 300元/月 | 7.0% | -15.85% | 2270.00% |
| *****新次新九五无敌无择时策略 | 大卫7268 | 46.76% | 81.58% | 28.46% | 10.31% | -0.16% | 500元/月 | 4.2% | -6.10% | 2004.00% |
| 潜龙在渊去一字板跌停 | 牛金牛 | 238.27% | 72.26% | 52.19% | 16.01% | 0.42% | 800元/月 | 2.9% | -6.10% | 3831.79% |
| 资金净流出一个月+小市值 | AlphaRen | 40.10% | 83.74% | 32.44% | 8.30% | 0.11% | 600元/月 | 0.3% | -16.42% | 1344.00% |
| 开盘价1-4 | 如月 | 38.68% | 94.66% | 29.00% | 11.62% | -0.10% | 300元/ | -0.5% | -15.85% | 2333.00% |
| 高阶小市值5股v2 | 果核Tesla | 53.49% | 116.88% | 42.30% | 11.50% | -0.61% | 600元/月 | -1.5% | -15.85% | 1385.00% |
| 快乐收租 | snowball | 58.24% | 77.13% | 41.44% | 17.74% | 0.58% | 300元/月 | -3.5% | -6.10% | 300.00% |
| 纯技术测量 | 曙光之城 | 201.05% | 132.07% | 63.14% | 19.72% | 1.91% | 500元/月 | -9.0% | -15.85% | 3594.00% |
| 伪次新V1.1121-ZD | 超短是黄金 | 165.74% | 75.88% | 47.75% | 8.43% | 2.26% | 300元/月 | -9.8% | -15.85% | 5175.00% |
| 小市值投机策略 | 宝妖 | 83.10% | 69.04% | 45.57% | 3.61% | 2.05% | 300元/月 | -11.3% | -15.85% | 3614.00% |
| 小市值不择时 | fengs | 43.17% | 156.32% | 35.88% | 11.26% | 0.01% | 1000元/月 | -11.4% | -8.42% | 827.00% |
| 甘泉多因子系列e策略 | 甘〔•〕泉 | 74.22% | 200.09% | 59.58% | 23.35% | 1.26% | 600元/月 | -15.0% | -15.85% | 2962.00% |
| 沪深300价值投资 | 铸铸 | 45.31% | 75.72% | 56.69% | 9.55% | -0.54% | 200元/月 | -15.5% | -6.10% | 676.00% |
| 300股息增强 | 股息投资 | 30.63% | 68.35% | 39.20% | 4.98% | 0.41% | 200元/月 | -15.6% | -6.10% | 493.00% |
| 次新策略2超跌 | 郭丰铭 | 78.97% | 99.38% | 33.42% | 6.72% | 0.02% | 400元/月 | -19.4% | -15.85% | 1573% |
| ¥价值蓝筹-无银行无创业-20-5¥ | lion小狮子 | 32.10% | 72.97% | 43.71% | 13.18% | 0.91% | 200元/月 | -19.7% | -6.10% | 386.00% |
| 刺心的玫瑰 | 冰凌 | 94.27% | 114.22% | 84.41% | 0.63% | 1.32% | 200元/月 | -23.5% | -16.42% | 1778.00% |
| 价值投资的典范,资金容量大,长期有效! | kubagou | 26.50% | 67.35% | 47.37% | 4.66% | 0.73% | 200元/月 | -25.1% | -6.10% | 146.00% |
| 稳定9‘30’ | 逍遥一世 | 327.15% | 100.51% | 76.89% | 14.64% | 9.94% | 400元/月 | -27.8% | -15.85% | 3137.00% |
| ST掘金 | 坚韧球 | 453.83% | 121.82% | 81.79% | 33.70% | -1.49% | 800元/月 | -30.5% | -15.85% | 610.00% |
| 股息价值策略 | 狼人 | 94.79% | 78.36% | 40.41% | 5.62% | 0.23% | 200元/月 | -38.3% | -6.10% | 2345.19% |
| -1.8% | -12.5% | |||||||||
平均收益:-1.8%
中位数收益:-1.5%
沪深300:-6.1%
中证500:-15.85%
中证1000:-16.42%
总体的来说,商城策略表现还是非常不错的。31个策略,共有21个策略跑赢了对比指数,10个跑输。
其中换手率低于1000%的策略共7个,有6个跑输指数,占了所有跑输策略的60%。因此,低换手率可能带来的过拟合,也许正是这些策略最近表现不佳的原因之一。
如果只考虑换手率1000%以上策略的话,那么就是20/24的策略都跑赢了指数,大大提高了成功率,这也许可以作为选策略的一个标准。
