| 策略名称 | 累计回报 | 年化回报 | 年化波动 | 夏普比率 | 最大回撤 | 回测日期 | 操作 |
|---|---|---|---|---|---|---|---|
| LethargicAssetAllocation | 137.56% | 15.76% | 11.00% | 1.43 | -19.64% | 2026-03-01 | 详情 |
| CompositeMomentum | 127.12% | 14.88% | 10.91% | 1.36 | -11.90% | 2026-03-01 | 详情 |
| BoldAssetAllocation | 110.51% | 13.42% | 9.86% | 1.36 | -12.55% | 2026-03-01 | 详情 |
| AdaptiveAssetAllocation | 142.78% | 16.19% | 12.00% | 1.35 | -12.09% | 2026-03-01 | 详情 |
| SectorDisconnect | 135.00% | 15.55% | 11.68% | 1.33 | -14.88% | 2026-03-01 | 详情 |
| MomentumScore | 147.33% | 16.55% | 12.57% | 1.32 | -27.16% | 2026-03-01 | 详情 |
| TimeSeriesReversal | 138.15% | 15.81% | 12.70% | 1.24 | -18.76% | 2026-03-01 | 详情 |
| SectorRotationCreditValue | 159.47% | 17.50% | 14.21% | 1.23 | -15.83% | 2026-03-01 | 详情 |
| MomentumFactorEffectinCountryEquityIndexes | 205.10% | 20.76% | 17.03% | 1.22 | -26.29% | 2026-03-01 | 详情 |
| MultiAssetRotation | 70.56% | 9.45% | 7.86% | 1.20 | -10.06% | 2026-03-01 | 详情 |
| SectorETFSeasonality | 217.22% | 21.56% | 17.97% | 1.20 | -19.10% | 2026-03-01 | 详情 |
| VolatilityWeightedReversal_MaxETF | 77.36% | 10.18% | 8.53% | 1.19 | -9.29% | 2026-03-01 | 详情 |
| JanuaryBarometer | 125.39% | 14.73% | 12.54% | 1.18 | -18.76% | 2026-03-01 | 详情 |
| DefensiveAssetAllocation | 106.68% | 13.07% | 11.23% | 1.16 | -17.69% | 2026-03-01 | 详情 |
| CountryMomentumStrategy | 204.15% | 20.70% | 17.89% | 1.16 | -27.19% | 2026-03-01 | 详情 |
| PAAM | 136.09% | 15.64% | 13.60% | 1.15 | -19.90% | 2026-03-01 | 详情 |
| MarketBreadthMomentum | 116.38% | 13.95% | 12.28% | 1.14 | -14.59% | 2026-03-01 | 详情 |
| DynamicCommodityHedge | 104.25% | 12.84% | 11.52% | 1.11 | -19.14% | 2026-03-01 | 详情 |
| InverseVolatilityETF | 80.17% | 10.47% | 9.45% | 1.11 | -16.71% | 2026-03-01 | 详情 |
| EnhancedETFSectorMomentum | 204.59% | 20.73% | 18.97% | 1.09 | -21.79% | 2026-03-01 | 详情 |
| GoldOilRatio | 329.74% | 27.97% | 25.89% | 1.08 | -35.37% | 2026-03-01 | 详情 |
| StockTradingRuleReturnsRisk | 163.86% | 17.83% | 16.62% | 1.07 | -24.50% | 2026-03-01 | 详情 |
| CompositeDualMomentum | 66.45% | 9.00% | 8.46% | 1.06 | -12.98% | 2026-03-01 | 详情 |
| GlobalMacroETFStrategy | 72.83% | 9.70% | 9.16% | 1.06 | -16.46% | 2026-03-01 | 详情 |
| AntifragileAssetAllocation | 100.56% | 12.49% | 11.92% | 1.05 | -17.90% | 2026-03-01 | 详情 |
| SectorMomentum | 191.05% | 19.81% | 19.29% | 1.03 | -21.93% | 2026-03-01 | 详情 |
| AssetClassMomentum | 115.16% | 13.84% | 13.65% | 1.01 | -18.90% | 2026-03-01 | 详情 |
| ProtectiveAssetAllocation | 64.27% | 8.76% | 8.83% | 0.99 | -13.19% | 2026-03-01 | 详情 |
| RAA | 83.08% | 10.77% | 11.13% | 0.97 | -23.88% | 2026-03-01 | 详情 |
| PowerLaw | 138.05% | 15.80% | 16.73% | 0.94 | -21.57% | 2026-03-01 | 详情 |
| ConsumerSentiment | 135.96% | 15.63% | 16.88% | 0.93 | -24.50% | 2026-03-01 | 详情 |
| Momentum | 102.97% | 12.72% | 13.78% | 0.92 | -21.17% | 2026-03-01 | 详情 |
| VolatilityParityMomentum | 91.50% | 11.62% | 13.15% | 0.88 | -26.25% | 2026-03-01 | 详情 |
| RiskParity | 37.52% | 5.54% | 6.37% | 0.87 | -10.44% | 2026-03-01 | 详情 |
| SkewnessEffectStrategy | 92.59% | 11.72% | 13.62% | 0.86 | -22.32% | 2026-03-01 | 详情 |
| GeneralizedMomentumFlexibleAssetAllocation | 54.09% | 7.59% | 8.89% | 0.85 | -13.29% | 2026-03-01 | 详情 |
| CountryETFSeasonality | 124.77% | 14.68% | 17.45% | 0.84 | -28.40% | 2026-03-01 | 详情 |
| RefinedMomentum | 106.99% | 13.09% | 15.58% | 0.84 | -20.35% | 2026-03-01 | 详情 |
| PairedSwitching | 83.51% | 10.81% | 12.98% | 0.83 | -25.00% | 2026-03-01 | 详情 |
| LeveragedEtfPortfolioOptimizer | 62.26% | 8.53% | 10.33% | 0.83 | -9.26% | 2026-03-01 | 详情 |
| TrendFollowing | 78.31% | 10.28% | 14.90% | 0.69 | -29.84% | 2026-03-01 | 详情 |
| RidingIndustryBubbles | 56.70% | 7.89% | 11.59% | 0.68 | -34.84% | 2026-03-01 | 详情 |
| DynamicCrudeOil | 58.65% | 8.12% | 12.56% | 0.65 | -20.01% | 2026-03-01 | 详情 |
| USvsEM_Momentum | 65.25% | 8.87% | 14.24% | 0.62 | -18.41% | 2026-03-01 | 详情 |
| OptimalizedSubportfolioMomentum | 19.89% | 3.12% | 6.17% | 0.50 | -12.94% | 2026-03-01 | 详情 |
| VIXContrarian | 0.00% | 0.00% | 0.00% | 0.00 | 0.00% | 2026-03-01 | 详情 |
| AdaptiveMAMarketTiming | 0.00% | 0.00% | 0.00% | 0.00 | 0.00% | 2026-03-01 | 详情 |
| PayDayCycle | 0.00% | 0.00% | 0.00% | 0.00 | 0.00% | 2026-03-01 | 详情 |
| Unknown | - | - | - | - | - | 2026-03-01 | 详情 |
| 策略名称 | 累计回报 | 年化回报 | 年化波动 | 夏普比率 | 最大回撤 | 回测日期 | 操作 |
|---|---|---|---|---|---|---|---|
| PROFITABILITY_VALUE | 929.94% | 48.36% | 16.70% | 2.90 | -30.99% | 2026-03-01 | 详情 |
| NET_CURRENT_ASSET_VALUE | 1,450.16% | 58.98% | 31.20% | 1.89 | -36.07% | 2026-03-01 | 详情 |
| VOLATILITY_TIMING | 390.47% | 30.86% | 19.15% | 1.61 | -17.60% | 2026-03-01 | 详情 |
| HUANG_ANOMALY_CHASER_MONTHLY | 479.24% | 34.59% | 23.42% | 1.48 | -30.62% | 2026-03-01 | 详情 |
| JANUARY_BAROMETER | 209.48% | 21.06% | 15.32% | 1.37 | -20.65% | 2026-03-01 | 详情 |
| JANUARY_EFFECT | 254.68% | 23.88% | 17.44% | 1.37 | -23.02% | 2026-03-01 | 详情 |
| SectorNeutral | 183.57% | 19.28% | 14.18% | 1.36 | -15.53% | 2026-03-01 | 详情 |
| THE_CONSERVATIVE_FORMULA | 217.94% | 21.61% | 16.40% | 1.32 | -19.32% | 2026-03-01 | 详情 |
| MULTI_FACTOR_OPTIMIZATION | 323.15% | 27.63% | 21.40% | 1.29 | -29.71% | 2026-03-01 | 详情 |
| TREND_FOLLOWING_ATH | 182.41% | 19.20% | 15.22% | 1.26 | -17.73% | 2026-03-01 | 详情 |
| PIOTROSKI_F_SCORE | 214.67% | 21.40% | 17.16% | 1.25 | -18.35% | 2026-03-01 | 详情 |
| LIQUIDITY_STYLE | 174.14% | 18.60% | 14.93% | 1.25 | -16.49% | 2026-03-01 | 详情 |
| DIVIDEND_MONTH_ANOMALY | 216.25% | 21.50% | 17.90% | 1.20 | -19.32% | 2026-03-01 | 详情 |
| MOMENTUM_RSI | 191.04% | 19.80% | 16.53% | 1.20 | -18.68% | 2026-03-01 | 详情 |
| SECTOR_LOW_VOLATILITY | 111.14% | 13.47% | 11.30% | 1.19 | -10.92% | 2026-03-01 | 详情 |
| LOW_VOLATILITY | 128.95% | 15.04% | 12.79% | 1.18 | -13.09% | 2026-03-01 | 详情 |
| NET_PAYOUT_YIELD_EFFECT | 214.09% | 21.36% | 18.33% | 1.17 | -17.68% | 2026-03-01 | 详情 |
| HALLOWEEN_CAPE | 202.35% | 20.58% | 17.67% | 1.16 | -24.50% | 2026-03-01 | 详情 |
| CASH_HEDGED_MOMENTUM | 254.87% | 23.89% | 20.70% | 1.15 | -17.23% | 2026-03-01 | 详情 |
| MARKET_TIMING_ACCRUALS | 158.55% | 17.43% | 15.71% | 1.11 | -21.49% | 2026-03-01 | 详情 |
| SYSTEMATIC_CONVEXITY | 204.12% | 20.70% | 19.09% | 1.08 | -21.28% | 2026-03-01 | 详情 |
| NON_DIVIDEND_MOMENTUM | 702.67% | 43.65% | 40.59% | 1.08 | -55.82% | 2026-03-01 | 详情 |
| CASH_BASED_OPERATING_PROFITABILITY | 797.62% | 44.95% | 45.14% | 1.00 | -66.40% | 2026-03-01 | 详情 |
| EARNINGS_ANNOUNCEMENT_JUMP | 195.14% | 20.09% | 20.21% | 0.99 | -28.75% | 2026-03-01 | 详情 |
| VALUE_UNPROFITABLE | 164.26% | 17.86% | 18.38% | 0.97 | -27.91% | 2026-03-01 | 详情 |
| AGGREGATE_ACCRUALS | 139.03% | 15.88% | 16.61% | 0.96 | -24.50% | 2026-03-01 | 详情 |
| RELATIVE_MAXIMA_MINIMA | 73.71% | 9.79% | 10.92% | 0.90 | -18.76% | 2026-03-01 | 详情 |
| SWITCHING_VALUE_MOMENTUM | 175.01% | 19.22% | 21.66% | 0.89 | -32.58% | 2026-03-01 | 详情 |
| MOMENTUM_VOLATILITY_GUO | 118.82% | 14.16% | 16.20% | 0.87 | -24.50% | 2026-03-01 | 详情 |
| DYNAMIC_CALIBRATED_GEARBOX | 240.94% | 23.05% | 27.43% | 0.84 | -38.70% | 2026-03-01 | 详情 |
| STANDARDIZED_UNEXPECTED_EARNINGS | 189.16% | 19.67% | 23.70% | 0.83 | -33.29% | 2026-03-01 | 详情 |
| CATCHING_FALLING_KNIFE | 228.20% | 22.94% | 31.74% | 0.72 | -49.56% | 2026-03-01 | 详情 |
| SWITCHING_SHORT_LONG_MOMENTUM | 446.76% | 33.29% | 66.95% | 0.50 | -67.10% | 2026-03-01 | 详情 |
| MOMENTUM_LOTTERY | 40.12% | 5.87% | 12.08% | 0.49 | -17.11% | 2026-03-01 | 详情 |
| QUALITY_FACTOR | 39.76% | 5.82% | 21.41% | 0.27 | -47.88% | 2026-03-01 | 详情 |