闲来无事,将果仁商城的84个策略数据分析了一下。由于商城策略都是在2024年12月份前上架的。所以分析一个季度的收益,比较客观了。
如果我们将这些策略做一个等权组合,那么一个季度的收益怎么样呢?和hs300比有超额吗?结果大跌眼镜,84个策略,一个季度的平均收益是1.14%。
我看了下果仁的数据是从2024年12月11日开始算的,12月11日hs300开盘价3988.02,今天收盘价4006.56,hs300一个季度涨幅为0.46.所以如果果仁商城作为一个等权策略的结果,还不如持有hs300靠谱,毕竟hs300还有股息,
| 计算机模-较优10股2 | Acan | 277.80% | 9.27% | 2.00% | 2.53% | 28.74% |
| 现金小奶牛-主板5股 | 伟锋量化 | 274.78% | 16.68% | 9.90% | 3.27% | 21.34% |
| $汗血宝马-X4-10-SC | 圣杯AdmitOne | 594.24% | 5.69% | 2.94% | 2.23% | 16.57% |
| 通信计算机电子电气14.8子.优实盘 | 巴依老爷 | 474.85% | 7.87% | 0.70% | 2.09% | 14.14% |
| s_科技-低sy | zhaoamable1 | 134.65% | 8.14% | 0.26% | 1.39% | 12.96% |
| 现金小奶牛-主板7股 | 伟锋量化 | 106.96% | 12.38% | 7.12% | 2.38% | 12.80% |
| 小奶牛-主板8股 | 伟锋 | 119.40% | 12.49% | 7.14% | 2.40% | 12.60% |
| v9 2 | 老韭菜姜太公 | 461.40% | 12.24% | 6.73% | 3.83% | 11.38% |
| A大盘股-ah溢价低回撤 | nixun | 54.43% | 2.83% | 2.13% | 2.29% | 11.04% |
| 14只空金4820 | 红遍全球 | 129.53% | 9.01% | 5.61% | 1.89% | 10.53% |
| 小市值 10只 | agu | 238.36% | 9.45% | 6.95% | 2.18% | 10.23% |
| 20股躺平赚钱 | solarium | 133.89% | 9.26% | 2.51% | 0.86% | 9.96% |
| 小盘股抢反弹12股 | soontime | 220.19% | 7.17% | 3.47% | 2.40% | 9.86% |
| 希雨$中证500增强8股 | 希望之雨 | 37.41% | 7.84% | 2.51% | 1.53% | 9.28% |
| ah策略-修改1 | nixun | 69.30% | 0.73% | 4.79% | 3.04% | 9.06% |
| 小奶牛-主板6股 | 同宝量化 | 360.53% | 14.06% | 8.31% | 2.61% | 8.18% |
| 数字经济——增强财务2 | ggf | 230.83% | 5.95% | 3.31% | 2.06% | 7.93% |
| 三因素大盘择时 | guanzhen168 | 85.02% | 11.39% | 5.27% | 2.55% | 6.53% |
| 上班安心摸鱼 | BEBOP | 92.84% | 4.93% | 1.07% | 2.38% | 6.14% |
| 低估值高股息不择时20股 | loynis | 143.58% | 8.01% | 3.91% | 1.54% | 6.01% |
| ROE-EV-EBITDA月16 | 太阳88 | 18.67% | 0.71% | 3.26% | 1.14% | 5.14% |
| 基本面低估值低频策略 | maceblue | 44.72% | 6.39% | 3.45% | 1.85% | 5.03% |
| 穿越牛熊17股 | soontime | 188.47% | 6.87% | 3.19% | 2.08% | 4.38% |
| 施洛斯10股 | 邱诗杰 | 48.44% | 1.90% | 2.66% | 0.49% | 4.26% |
| 5股安心赚钱 | solarium | 166.96% | 5.84% | 1.57% | 0.68% | 4.23% |
| 稳39-5股择时规3仓3回撤小 | 稳定投机 | 519.34% | 7.44% | 4.61% | 1.42% | 4.04% |
| 现金小奶牛-8股 | 伟锋量化 | 176.61% | 12.29% | 7.04% | 1.41% | 3.38% |
| ★反转轮动策略★ | lcclllcccc | 144.09% | 4.73% | 1.33% | 1.46% | 3.15% |
| 单因子新测试 | 量化小子 | 104.82% | 6.64% | 2.37% | 1.76% | 3.06% |
| 十股择时规3仓3稳定盈利低回撤 | 稳定投机 | 391.23% | 5.87% | 4.42% | 0.85% | 2.97% |
| 次新6股.J | 巴依老爷 | 502.96% | 4.25% | 1.28% | 1.06% | 2.96% |
| s_科技-低sx | zhaoamable1 | 107.06% | 5.03% | 2.40% | 1.25% | 2.60% |
| 沪深300增强优化 | nixun | 47.82% | 2.13% | 2.82% | 0.95% | 2.36% |
| 甘泉市场低估高息策略20R2 | 甘〔?〕泉 | 92.48% | 7.78% | 3.31% | 1.40% | 1.60% |
| AH股溢价九筛之五调优 | loynis | 56.58% | 1.43% | 0.74% | 1.59% | 1.43% |
| 甘泉飞的高摔不着策略10R1 | 甘〔?〕泉 | 52.00% | 5.94% | 2.27% | 0.81% | 1.35% |
| 高股息高IC高IR | 笛飞韵逸 | 329.75% | 5.76% | 2.14% | 1.32% | 1.09% |
| 白马10股 | sugarda | 17.01% | 2.08% | 2.47% | 2.33% | 1.06% |
| 高股息10(10天)m | chuntiansitu | 26.33% | 3.34% | 3.02% | 0.68% | 0.94% |
| 中字好股** | gy96188 | 45.01% | 2.92% | 0.50% | 0.67% | 0.64% |
| 2019年后有效小市值策略 | 沉心如水 | 118.34% | 4.34% | 2.01% | 1.42% | 0.20% |
| 红利低波(偏大市值)10股 | AlphaRen | 30.10% | 0.60% | 1.28% | 0.46% | 0.03% |
| 持股守息 | 炽热星辰 | 71.72% | 2.51% | 3.18% | 1.23% | -0.10% |
| 现金高息红利V2-10股 | 中神通 | 35.03% | 4.00% | 1.56% | 1.19% | -0.24% |
| 小市值20股 | 夏至 | 189.55% | 11.29% | 5.81% | 1.98% | -0.55% |
| 甘泉航母策略20R1 | 甘〔?〕泉 | 16.19% | 0.68% | 2.08% | 2.48% | -0.60% |
| 安盈沪深300指数增强策略10R1 | 安盈 | 18.75% | -0.94% | 1.05% | 1.26% | -0.68% |
| 817_纯价值面无择3 | 大学书生 | 100.34% | 0.33% | 1.41% | 1.84% | -0.72% |
| 大市值烟蒂 | 北京奥森 | 86.09% | 4.82% | 2.77% | 1.11% | -0.88% |
| 060_双20策略 | marctomcat | 56.71% | 5.89% | 4.04% | 1.54% | -0.94% |
| 高利高息-周调10股 | 伟锋量化 | 39.02% | -0.34% | 2.37% | 0.86% | -1.10% |
| U大市值策略 | 紫紫和小蟹1 | 29.06% | 2.64% | 3.52% | 1.76% | -1.14% |
| 个股行业双标差 | loynis | 121.81% | -1.20% | 0.75% | 0.38% | -1.49% |
| 中性AH股溢价九筛之一调优 | loynis | 70.80% | 11.48% | 1.07% | 1.27% | -1.88% |
| P小市值 | 凡洛之夫 | 225.65% | 5.79% | 3.72% | 1.42% | -2.10% |
| 稳驾长风 - 10股小盘价值稳健 | maidiwen | 49.85% | 8.20% | 4.68% | 1.94% | -2.19% |
| s_新兴行业-小市值4.0 | zhaoamable1 | 99.25% | 8.56% | 0.44% | 1.40% | -2.57% |
| 小市值一起发财财 | 抓虾 | 283.75% | 9.42% | 4.19% | 1.91% | -2.85% |
| AH股溢价九筛之四调优 | loynis | 50.98% | 0.34% | 0.80% | 1.37% | -3.19% |
| 巴拉巴拉小魔仙10股 | 金玉昌明 | 130.39% | 7.60% | 4.99% | 2.80% | -3.52% |
| 全市场大中盘 | 紫夜夜 | 30.21% | -0.27% | 2.75% | 1.70% | -3.62% |
| 择时KJ12 | 三寿 | 141.90% | 3.10% | 0.38% | 0.43% | -3.64% |
| 创业含科创20股 | 宋公明 | 184.29% | 7.92% | 3.72% | 1.75% | -3.82% |
| 中子头V1.3s1-6股 | 中神通 | 32.13% | 2.03% | 1.36% | 1.04% | -4.03% |
| 两倍收撤比融资吗 | 牛金牛 | 28.25% | -1.24% | 0.23% | 0.80% | -4.16% |
| 2021逆势主板抗衰退 | 归零韭菜 | 146.66% | 4.16% | 1.57% | 1.54% | -4.65% |
| 纯创业板5股策略 | feihulove | 205.07% | 6.68% | 2.34% | 1.51% | -5.23% |
| 大科技、绿色能源V3-10股 | 中神通 | 32.19% | 9.43% | 6.02% | 0.32% | -5.63% |
| 沪深300指数增强 | sajdgjha | 20.41% | -0.68% | 1.56% | 0.28% | -6.42% |
| 龙头股价值 | 炽热星辰 | 9.69% | -0.83% | 2.95% | 2.39% | -6.45% |
| 超大盘低波高股息策略 | sajdgjha | 43.73% | 2.73% | 4.36% | -0.08% | -6.87% |
| 股息稳健价值 | 苍狼星 | 32.64% | 2.97% | 4.28% | 3.16% | -7.12% |
| 央企价值精选 | zmkm2350 | 63.73% | 4.53% | 1.76% | 0.24% | -7.20% |
| 稳定复利十股 | reaper | 188.73% | 6.68% | 2.58% | 1.96% | -7.30% |
| 300指增X因子 | mosla | 19.52% | -1.33% | 2.75% | 1.08% | -7.50% |
| 高稳定10股策略 | 非胡爱涨停 | 134.88% | 8.88% | 3.78% | 1.36% | -7.56% |
| 中字龙头-周调5股 | 同宝 | 54.05% | -3.50% | 0.19% | 0.62% | -8.15% |
| 磐石-X1.13 | 哈哈一笑 | 168.86% | 3.07% | 2.11% | 1.08% | -8.35% |
| (价值投资)三低一高a | loynis | 57.69% | 0.61% | 1.41% | 1.03% | -8.79% |
| 飞龙在天10股择时版 | feihulove | 96.77% | 9.49% | 6.58% | 3.61% | -9.50% |
| 天问一号 | 黄耀民 | 60.17% | 7.99% | 3.40% | 1.28% | -9.58% |
| SMB6rd-N10Y17深 | α | 62.08% | 6.35% | 3.24% | 1.40% | -10.27% |
| 高景气产业5股 | 麦子888 | 153.26% | 5.20% | 2.45% | 1.92% | -10.57% |
| 寄蜉蝣于天地 | 江郎才晋 | 62.99% | 4.70% | 2.94% | 1.09% | -12.43% |
