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)88shaoye142.61%287.28%77.28%14.43%-0.48%300元/月
坚如磐石小市值tomsmith89.81%210.63%78.63%3.06%0.40%300元/月
3股斯达巴简单版2果核TKr70.02%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fengs43.17%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Tesla53.49%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AlphaRen40.10%83.74%32.44%8.30%0.11%600元/月
灵动不择时2号yunxiang55.58%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726846.76%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snowball58.24%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!kubagou26.50%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tomsmith89.81%210.63%78.63%3.06%0.40%300元/月8.84%-17.54%
简单就是美(次新2号)88shaoye142.61%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yunxiang55.58%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726846.76%81.58%28.46%10.31%-0.16%500元/月-5.63%-11.53%
快乐收租snowball58.24%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AlphaRen40.10%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Tesla53.49%116.88%42.30%11.50%-0.61%600元/月-15.48%-17.54%
小市值不择时fengs43.17%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TKr70.02%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!kubagou26.50%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。