方法
1.选取牛金牛2年前在帖子《再论果仁商城策略大多失效了吗?(附策略上架以来表现一览表)》记录的共82只商城策略。
2.剔除分级A策略。
3.每个作者只选取上架以来-20170602 收益率最高的策略进行统计,共有38个策略。其最近2年表现如下:
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(实盘以来-20170602) |
回测日期 | 收益率3(20171221-20191224) | 换手率 |
无择时抢起飞 | fengs | 20170409 | -15.28 | 20150927 | 333.34 | 20070104 | 117.75% | 1349.00% |
创业板3剑客 | 果核量化-球爷 | 20170206 | -1.29 | 20170124 | 9.27 | 20100601 | 83.84% | 2331.65% |
四号策略 | fengxiaoxue007 | 20160705 | 13.51 | 20150818 | 133.8 | 20110103 | 75.60% | 1476.81% |
提高点夏普 | 沈瑾瑾 | 20160728 | -11.92 | 20160522 | -4.75 | 20070104 | 60.34% | 4075.00% |
AA小盘成长稳健5只 | fx8520 | 20170322 | -21.34 | 20160821 | 17.51 | 20110103 | 53.88% | 2096.00% |
侵如火 | 念想 | 20161124 | -24.12 | 20160717 | 19.34 | 20070104 | 44.24% | 3301.00% |
生财有道 | starma | 20160629 | -8.91 | 20160225 | 52.96 | 20110701 | 41.73% | 598.00% |
重组稳健 | ety | 20160629 | 35.34 | 20160222 | 83.22 | 20110103 | 39.87% | 549.23% |
小壁虎投资 | 毛利哥 | 20160711 | 35.58 | 20160207 | 115.07 | 20070108 | 37.67% | 2491.00% |
低波动策略 | 何纯在南国 | 20160705 | -11.27 | 20160610 | -3.15 | 20070104 | 37.62% | 1971.00% |
★斑鬣狗策略★稳健憨夺型 | Ajie | 20160711 | -6.9 | 20160623 | -0.56 | 20070104 | 31.69% | 4647.00% |
营业收入增长策略 | zhangyan | 20161201 | -24.31 | 20160131 | 45.17 | 20070104 | 29.00% | 978.00% |
基本面小盘0905 | toule | 20161021 | -15.6 | 20160905 | -10.06 | 20070104 | 28.31% | 1146.00% |
高股息2017 | alex990077 | 20170426 | -1.77 | 20170108 | 12.18 | 20140117 | 24.05% | 260.00% |
成长小盘 | 如月 | 20160705 | -7.49 | 20160524 | 2.37 | 20070104 | 18.15% | 2309.00% |
技术择股回撤小 | 久久 | 20161021 | -16.47 | 20160929 | -14.85 | 20070104 | 15.78% | 2481.00% |
低估小盘股 | 虫子果核 | 20161220 | 5.47 | 20151128 | 120.15 | 20071124 | 13.37% | 844.77% |
猎食银行王G1 | 果核量化-TKr | 20170119 | -2.63 | 20161127 | 0.03 | 20120102 | 8.46% | 625.00% |
至尊宝26 | guo123nie | 20170305 | 4.96 | 20161201 | 29.49 | 20140201 | 4.89% | 3547.00% |
价值成长股 | 农家小炒肉 | 20161220 | -12.13 | 20160810 | -0.8 | 20070104 | 2.11% | 1743.00% |
缩量回调 | 燃烧起来了 | 20161102 | -13.73 | 20150818 | 32.48 | 20110103 | 0.55% | 1762.00% |
沪深300指数增强 | 果核量化牛金牛 | 20170117 | 18.14 | 20170112 | 19.4 | 20070104 | 0.00% | 520.41% |
信马由缰 | 果核量化-宇鸿 | 20170327 | 5.7 | 20160802 | 25.15 | 20110104 | -2.48% | 547.00% |
低估值策略 | freeair | 20170220 | -5.72 | 20161207 | 5.55 | 20070104 | -2.79% | 1084.00% |
双增低PE | 果核量化--醉醉 | 20170109 | -0.09 | 20161220 | 3.49 | 20120106 | -9.96% | 481.00% |
价值成长小盘 | 劳动党总书记 | 20170220 | -25.45 | 20160829 | 3.45 | 20100114 | -13.76% | 635.00% |
极夜风暴2 | hex | 20160909 | -26.83 | 20160621 | 15.18 | 20150101 | -14.80% | 5074.00% |
基本面精细选股 | wapener | 20161220 | 8.44 | 20160101 | 17.71 | 20080107 | -22.59% | 569.00% |
低市净率策略 | 泵诸 | 20161220 | 54.94 | 20151020 | 45.98 | 20070104 | -29.67% | 263.63% |
麦克贝利价值模型 | 果核量化-欢喜 | 20160826 | 10.69 | 20160311 | 46.55 | 20070109 | -34.82% | 754.88% |
什么叫大数据1 | 幻音 | 20160817 | -15.66 | 20150920 | 149.24 | 20070104 | -54.64% | 1134.00% |
KXZ策略 | 笛飞韵逸 | 20170305 | -19.17 | 20160528 | 16.11 | 20110311 | *** | *** |
必胜策略 | ksong | 20161124 | -20.59 | 20160803 | -3.03 | 20100104 | *** | *** |
安睡价值投资 | 果核量化-木白 | 20161125 | 2.54 | 20160629 | 41.37 | 20100601 | ** | ** |
小盘成长0.39 | fx8520 | 20170305 | -10.72 | 20160624 | 63.17 | 20110103 | ** | *** |
超跌反弹II | Waterdrop | 20160802 | -13.75 | 20160619 | -1.55 | 20090105 | ** | ** |
小散最爱 | 波波维奇 | 20170117 | -17.09 | 20160919 | 7.44 | 20110103 | ** | ** |
新中国20指数 | 阿尔法贝塔 | 20170306 | -25 | 20160717 | -24.72 | 20140101 | ** | ** |
期间:
沪深300:-1.84%
中证1000:-22.4%
其中7个策略已经找不到数据,现存的31个策略,22个跑赢沪深300,27个跑赢中证1000。可见在2年的长期过程中,大部分策略只要坚持下去,最终还是可以跑赢大盘的。
另外我们把31只策略,按换手率分成高中低三组求平均收益后。
其中:
高换手率组:33.57%。10只策略中,有1只收益率为负。
中换手率组:19.28%。11只策略中,有3只收益率为负。
低换手率组:3.57%。10只策略中,有5只收益率为负。
如此看来,收益率跟换手率相关性还是很强的。所以大家选择、或自己做策略,换手率也是个考虑的因素之一。高换手率策略比低换手率的要有可能适应未来。
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(实盘以来-20170602) |
回测日期 | 收益率3(20171221-20191224) | 换手率 |
极夜风暴2 | hex | 20160909 | -26.83 | 20160621 | 15.18 | 20150101 | -14.80% | 5074.00% |
★斑鬣狗策略★稳健憨夺型 | Ajie | 20160711 | -6.9 | 20160623 | -0.56 | 20070104 | 31.69% | 4647.00% |
提高点夏普 | 沈瑾瑾 | 20160728 | -11.92 | 20160522 | -4.75 | 20070104 | 60.34% | 4075.00% |
至尊宝26 | guo123nie | 20170305 | 4.96 | 20161201 | 29.49 | 20140201 | 4.89% | 3547.00% |
侵如火 | 念想 | 20161124 | -24.12 | 20160717 | 19.34 | 20070104 | 44.24% | 3301.00% |
小壁虎投资 | 毛利哥 | 20160711 | 35.58 | 20160207 | 115.07 | 20070108 | 37.67% | 2491.00% |
技术择股回撤小 | 久久 | 20161021 | -16.47 | 20160929 | -14.85 | 20070104 | 15.78% | 2481.00% |
创业板3剑客 | 果核量化-球爷 | 20170206 | -1.29 | 20170124 | 9.27 | 20100601 | 83.84% | 2331.65% |
成长小盘 | 如月 | 20160705 | -7.49 | 20160524 | 2.37 | 20070104 | 18.15% | 2309.00% |
AA小盘成长稳健5只 | fx8520 | 20170322 | -21.34 | 20160821 | 17.51 | 20110103 | 53.88% | 2096.00% |
平均收益率 | 33.57% | |||||||
低波动策略 | 何纯在南国 | 20160705 | -11.27 | 20160610 | -3.15 | 20070104 | 37.62% | 1971.00% |
缩量回调 | 燃烧起来了 | 20161102 | -13.73 | 20150818 | 32.48 | 20110103 | 0.55% | 1762.00% |
价值成长股 | 农家小炒肉 | 20161220 | -12.13 | 20160810 | -0.8 | 20070104 | 2.11% | 1743.00% |
四号策略 | fengxiaoxue007 | 20160705 | 13.51 | 20150818 | 133.8 | 20110103 | 75.60% | 1476.81% |
无择时抢起飞 | fengs | 20170409 | -15.28 | 20150927 | 333.34 | 20070104 | 117.75% | 1349.00% |
基本面小盘0905 | toule | 20161021 | -15.6 | 20160905 | -10.06 | 20070104 | 28.31% | 1146.00% |
什么叫大数据1 | 幻音 | 20160817 | -15.66 | 20150920 | 149.24 | 20070104 | -54.64% | 1134.00% |
低估值策略 | freeair | 20170220 | -5.72 | 20161207 | 5.55 | 20070104 | -2.79% | 1084.00% |
营业收入增长策略 | zhangyan | 20161201 | -24.31 | 20160131 | 45.17 | 20070104 | 29.00% | 978.00% |
低估小盘股 | 虫子果核 | 20161220 | 5.47 | 20151128 | 120.15 | 20071124 | 13.37% | 844.77% |
麦克贝利价值模型 | 果核量化-欢喜 | 20160826 | 10.69 | 20160311 | 46.55 | 20070109 | -34.82% | 754.88% |
平均收益率 | 19.28% | |||||||
价值成长小盘 | 劳动党总书记 | 20170220 | -25.45 | 20160829 | 3.45 | 20100114 | -13.76% | 635.00% |
猎食银行王G1 | 果核量化-TKr | 20170119 | -2.63 | 20161127 | 0.03 | 20120102 | 8.46% | 625.00% |
生财有道 | starma | 20160629 | -8.91 | 20160225 | 52.96 | 20110701 | 41.73% | 598.00% |
基本面精细选股 | wapener | 20161220 | 8.44 | 20160101 | 17.71 | 20080107 | -22.59% | 569.00% |
重组稳健 | ety | 20160629 | 35.34 | 20160222 | 83.22 | 20110103 | 39.87% | 549.23% |
信马由缰 | 果核量化-宇鸿 | 20170327 | 5.7 | 20160802 | 25.15 | 20110104 | -2.48% | 547.00% |
沪深300指数增强 | 果核量化牛金牛 | 20170117 | 18.14 | 20170112 | 19.4 | 20070104 | 0.00% | 520.41% |
双增低PE | 果核量化--醉醉 | 20170109 | -0.09 | 20161220 | 3.49 | 20120106 | -9.96% | 481.00% |
低市净率策略 | 泵诸 | 20161220 | 54.94 | 20151020 | 45.98 | 20070104 | -29.67% | 263.63% |
高股息2017 | alex990077 | 20170426 | -1.77 | 20170108 | 12.18 | 20140117 | 24.05% | 260.00% |
平均收益率 | 3.57% |