日级择时

总览源页面

fresh 快照 2026-06-07 14:57 1源 15表 5图 179行 0日志 32.7MB

最近信号

线性模型参数

期间	参数	综合分	最终贡献
成长/BP	0.0005	0.7514	0.0004
大单资金流	-0.001	-0.8018	0.0008
换手率	0.0007	1.8395	0.0013
纯动量	0.0008	-0.0785	-0.0001
换手率波动	0.0014	-0.8148	-0.0012
上涨股比例	-0.0001	0	0
reverse	0.0005	0	0
hbreak	0.0013	0	0
2月看多	0.0007	0	0
月度效应	-0.0011	0	0
周四看空	0.0009	0	0
春节前后	0.0018	0	0
国庆前后	-0.0002	0	0
五一前后	0.0008	0	0
两会前后	0.0003	0	0

线性模型最近信号

期间	预测值	方向信号	次日收益
2026-05-26	0.0021	1	-0.87%
2026-05-27	0.0023	1	-1.75%
2026-05-28	0.0029	1	1.71%
2026-05-29	0.001	1	-3.23%
2026-06-01	-0.0009	-1	-0.39%
2026-06-02	0.0021	1	0.31%
2026-06-03	-0.0007	-1	-0.57%
2026-06-04	0.0003	0	0.50%
2026-06-05	0.0027	1
2026-06-08	0.0012	1

等权投票最近信号

期间	成长/BP	大单资金流	动量	季节性	四因子等权	次日收益
2026-05-26	1	-1	-1	-1	-1	-0.07%
2026-05-27	1	-1	-1	-1	-1	-1.80%
2026-05-28	1	-1	1	-1	0	1.01%
2026-05-29	1	-1	-1	0	-1	-2.69%
2026-06-01	1	-1	-1	1	0	-0.81%
2026-06-02	1	-1	1	1	1	0.32%
2026-06-03	1	-1	-1	1	0	-0.45%
2026-06-04	1	-1	1	0	1	0.46%
2026-06-05	1	-1	1	0	1
2026-06-08	1	-1	1	0	1

线性模型回测

线性 A long 回测

期间	开始日期	结束日期	收益	基准收益	超额收益	波动	收益/波动	最大回撤	回撤开始	回撤结束	回撤修复	回撤持续时间	日均换手	日收益率	日胜率	日盈亏比	次数	次胜率	次盈亏比
total	2018-03-30	2026-06-05	22.7%	3.8%	18.8%	15.4%	1.47	-14.9%	2024-11-11	2025-01-10	2025-08-06	60	26.0%	0.27%	59.2%	1.14	259	50.2%	2.23
2018	2018-03-30	2018-12-28	1.5%	-31.8%	33.3%	10.3%	0.14	-8.6%	2018-07-03	2018-10-25		114	34.1%	0.22%	62.7%	1.09	32	28.1%	0.97
2019	2019-01-02	2019-12-31	40.6%	27.5%	13.1%	17.1%	2.37	-13.4%	2019-04-30	2019-08-09		101	32.8%	0.38%	55.0%	1.64	40	60.0%	2.03
2020	2020-01-02	2020-12-31	41.1%	18.7%	22.4%	18.4%	2.24	-11.7%	2020-02-25	2020-04-22	2020-06-17	57	21.8%	0.32%	62.6%	0.98	26	65.4%	2.67
2021	2021-01-04	2021-12-31	10.3%	13.5%	-3.2%	8.1%	1.28	-3.7%	2021-01-18	2021-02-05	2021-02-10	18	23.9%	0.19%	61.5%	0.99	29	55.2%	1.56
2022	2022-01-04	2022-12-30	22.3%	-20.3%	42.6%	11.2%	1.98	-7.9%	2022-03-11	2022-03-15	2022-05-10	4	19.0%	0.29%	67.6%	0.95	23	65.2%	1.22
2023	2023-01-03	2023-12-29	10.7%	-8.8%	19.6%	5.6%	1.91	-3.6%	2023-08-10	2023-08-31	2023-12-11	21	22.7%	0.30%	70.0%	1.32	28	50.0%	0.98
2024	2024-01-02	2024-12-31	22.0%	5.8%	16.1%	25.5%	0.86	-12.1%	2024-01-02	2024-02-05	2024-02-07	34	23.1%	0.26%	49.2%	1.46	29	31.0%	4.19
2025	2025-01-02	2025-12-31	24.5%	34.6%	-10.1%	14.0%	1.74	-7.1%	2025-10-09	2025-10-17		8	29.6%	0.17%	55.6%	1.17	37	45.9%	3.31
2026	2026-01-05	2026-06-05	12.2%	7.8%	4.3%	19.5%	0.62	-8.9%	2026-05-11	2026-06-05		25	33.7%	0.28%	64.5%	0.83	17	47.1%	2.13

线性 A short 回测

期间	开始日期	结束日期	收益	基准收益	超额收益	波动	收益/波动	最大回撤	回撤开始	回撤结束	回撤修复	回撤持续时间	日均换手	日收益率	日胜率	日盈亏比	次数	次胜率	次盈亏比
total	2018-03-30	2026-06-05	12.7%	3.8%	8.9%	12.5%	1.02	-16.5%	2019-06-06	2019-12-26	2021-03-08	203	27.3%	0.15%	54.8%	1.14	271	53.1%	1.44
2018	2018-03-30	2018-12-28	21.5%	-31.8%	53.3%	17.4%	1.23	-10.5%	2018-10-29	2018-11-19	2018-12-27	21	32.4%	0.21%	61.4%	0.91	30	53.3%	1.88
2019	2019-01-02	2019-12-31	-4.2%	27.5%	-31.7%	10.3%	-0.41	-16.5%	2019-06-06	2019-12-26		203	29.5%	-0.00%	50.0%	0.99	36	38.9%	1.92
2020	2020-01-02	2020-12-31	14.6%	18.7%	-4.1%	13.5%	1.08	-6.4%	2020-09-10	2020-11-24	2020-12-29	75	27.6%	0.17%	52.6%	1.32	34	61.8%	1.1
2021	2021-01-04	2021-12-31	-0.3%	13.5%	-13.9%	11.6%	-0.03	-11.2%	2021-03-10	2021-09-09		183	32.1%	-0.01%	43.1%	1.3	39	46.2%	0.9
2022	2022-01-04	2022-12-30	46.8%	-20.3%	67.0%	16.9%	2.77	-8.3%	2022-04-26	2022-05-05	2022-09-16	9	23.1%	0.34%	61.0%	1.23	28	46.4%	3.45
2023	2023-01-03	2023-12-29	20.8%	-8.8%	29.6%	10.1%	2.06	-5.0%	2023-10-23	2023-11-15	2023-12-20	23	30.2%	0.18%	60.0%	1.16	36	66.7%	1.22
2024	2024-01-02	2024-12-31	18.1%	5.8%	12.3%	12.1%	1.49	-7.8%	2024-08-27	2024-09-25		29	25.6%	0.16%	61.1%	0.91	31	67.7%	0.79
2025	2025-01-02	2025-12-31	-4.3%	34.6%	-39.0%	6.3%	-0.69	-5.7%	2025-05-28	2025-10-27		152	19.8%	-0.04%	46.8%	1	24	54.2%	1.32
2026	2026-01-05	2026-06-05	-1.1%	7.8%	-9.0%	11.1%	-0.1	-5.8%	2026-02-02	2026-04-22		79	25.7%	0.22%	54.5%	1.23	13	30.8%	0.37

线性 A both 回测

期间	开始日期	结束日期	收益	基准收益	超额收益	波动	收益/波动	最大回撤	回撤开始	回撤结束	回撤修复	回撤持续时间	日均换手	日收益率	日胜率	日盈亏比	次数	次胜率	次盈亏比
total	2018-03-30	2026-06-05	38.3%	3.8%	34.4%	19.8%	1.93	-18.4%	2019-04-30	2019-08-09	2020-02-20	101	53.4%	0.21%	57.5%	1.12	530	54.9%	1.53
2018	2018-03-30	2018-12-28	23.3%	-31.8%	55.1%	19.8%	1.18	-14.2%	2018-10-22	2018-11-19		28	66.5%	0.20%	60.5%	0.96	62	45.2%	1.81
2019	2019-01-02	2019-12-31	34.6%	27.5%	7.2%	19.8%	1.75	-18.4%	2019-04-30	2019-08-09		101	62.3%	0.22%	54.5%	1.3	76	48.7%	1.64
2020	2020-01-02	2020-12-31	61.7%	18.7%	43.0%	23.0%	2.68	-10.5%	2020-02-25	2020-03-16	2020-05-21	20	49.4%	0.27%	60.8%	1.05	60	61.7%	1.52
2021	2021-01-04	2021-12-31	9.9%	13.5%	-3.6%	14.3%	0.69	-9.3%	2021-03-10	2021-06-11	2021-09-27	93	56.0%	0.08%	50.3%	1.22	68	48.5%	1.11
2022	2022-01-04	2022-12-30	79.5%	-20.3%	99.8%	20.1%	3.95	-8.3%	2022-04-26	2022-05-05	2022-05-25	9	42.1%	0.34%	64.0%	1.14	51	58.8%	1.9
2023	2023-01-03	2023-12-29	33.7%	-8.8%	42.6%	11.7%	2.89	-4.7%	2023-08-25	2023-08-31	2023-09-21	6	52.9%	0.21%	62.4%	1.17	64	59.4%	1.3
2024	2024-01-02	2024-12-31	44.0%	5.8%	38.2%	28.2%	1.56	-12.7%	2024-07-25	2024-09-25	2024-09-30	62	48.8%	0.21%	54.2%	1.19	60	58.3%	1.61
2025	2025-01-02	2025-12-31	19.1%	34.6%	-15.5%	15.4%	1.24	-8.0%	2025-10-09	2025-10-28		19	49.4%	0.10%	52.4%	1.15	61	59.0%	1.42
2026	2026-01-05	2026-06-05	10.9%	7.8%	3.1%	21.4%	0.51	-10.2%	2026-02-12	2026-03-06	2026-04-15	22	59.4%	0.19%	61.9%	0.82	30	56.7%	1.16

线性 B long 回测

期间	开始日期	结束日期	收益	基准收益	超额收益	波动	收益/波动	最大回撤	回撤开始	回撤结束	回撤修复	回撤持续时间	日均换手	日收益率	日胜率	日盈亏比	次数	次胜率	次盈亏比
total	2018-03-30	2026-06-05	25.3%	2.6%	22.7%	16.9%	1.5	-19.9%	2023-12-29	2024-02-05	2024-02-29	38	26.0%	0.30%	61.5%	1.04	259	48.3%	2.42
2018	2018-03-30	2018-12-28	3.0%	-34.8%	37.8%	10.9%	0.27	-8.7%	2018-07-03	2018-10-25		114	34.1%	0.27%	67.8%	0.93	32	31.2%	0.73
2019	2019-01-02	2019-12-31	42.5%	26.3%	16.2%	17.8%	2.39	-13.4%	2019-04-30	2019-08-09	2019-12-31	101	32.8%	0.39%	57.8%	1.45	40	57.5%	2.3
2020	2020-01-02	2020-12-31	45.0%	17.1%	27.9%	19.7%	2.28	-11.1%	2020-02-25	2020-04-17	2020-06-16	52	21.8%	0.36%	62.6%	1.02	26	65.4%	2.58
2021	2021-01-04	2021-12-31	5.5%	17.8%	-12.3%	10.1%	0.54	-9.2%	2021-01-05	2021-02-05	2021-06-21	31	23.9%	0.16%	56.9%	1.04	29	44.8%	1.46
2022	2022-01-04	2022-12-30	35.8%	-21.3%	57.1%	12.1%	2.96	-7.4%	2022-03-11	2022-03-15	2022-05-06	4	19.0%	0.44%	71.6%	0.93	23	60.9%	2.28
2023	2023-01-03	2023-12-29	13.4%	-8.4%	21.8%	6.1%	2.21	-3.0%	2023-08-10	2023-08-31	2023-11-06	21	22.7%	0.34%	66.0%	1.82	28	53.6%	1.08
2024	2024-01-02	2024-12-31	27.6%	1.8%	25.9%	29.3%	0.94	-19.5%	2024-01-02	2024-02-05	2024-02-29	34	23.1%	0.30%	56.5%	1.07	29	27.6%	5.5
2025	2025-01-02	2025-12-31	24.9%	31.0%	-6.2%	15.0%	1.66	-6.9%	2025-09-01	2025-10-17		46	29.6%	0.18%	59.0%	1.02	37	45.9%	3.43
2026	2026-01-05	2026-06-05	10.1%	7.6%	2.5%	19.6%	0.51	-8.8%	2026-02-26	2026-03-23	2026-04-14	25	33.7%	0.26%	64.5%	0.8	17	41.2%	2.24

线性 B short 回测

期间	开始日期	结束日期	收益	基准收益	超额收益	波动	收益/波动	最大回撤	回撤开始	回撤结束	回撤修复	回撤持续时间	日均换手	日收益率	日胜率	日盈亏比	次数	次胜率	次盈亏比
total	2018-03-30	2026-06-05	15.9%	2.6%	13.3%	14.2%	1.12	-16.6%	2019-06-06	2019-12-26	2020-09-10	203	27.3%	0.17%	53.5%	1.21	271	55.0%	1.45
2018	2018-03-30	2018-12-28	27.9%	-34.8%	62.7%	18.1%	1.54	-11.5%	2018-10-29	2018-11-19		21	32.4%	0.25%	58.0%	1.1	30	60.0%	1.65
2019	2019-01-02	2019-12-31	-2.7%	26.3%	-29.0%	11.3%	-0.24	-16.6%	2019-06-06	2019-12-26		203	29.5%	-0.01%	47.4%	1.09	36	44.4%	1.93
2020	2020-01-02	2020-12-31	21.6%	17.1%	4.6%	14.5%	1.49	-5.4%	2020-03-30	2020-04-22	2020-05-22	23	27.6%	0.22%	53.6%	1.37	34	64.7%	1.23
2021	2021-01-04	2021-12-31	-8.2%	17.8%	-26.0%	13.9%	-0.59	-14.7%	2021-03-10	2021-09-13		187	32.1%	-0.06%	43.8%	1.13	39	46.2%	0.68
2022	2022-01-04	2022-12-30	58.7%	-21.3%	80.0%	20.6%	2.85	-11.7%	2022-04-26	2022-08-23	2022-09-19	119	23.1%	0.41%	58.5%	1.32	28	42.9%	3.87
2023	2023-01-03	2023-12-29	27.6%	-8.4%	36.0%	11.6%	2.38	-5.9%	2023-10-23	2023-11-15	2023-12-18	23	30.2%	0.23%	60.0%	1.2	36	66.7%	1.47
2024	2024-01-02	2024-12-31	23.5%	1.8%	21.7%	14.4%	1.63	-8.2%	2024-08-27	2024-09-25		29	25.6%	0.21%	54.4%	1.24	31	67.7%	0.7
2025	2025-01-02	2025-12-31	-3.2%	31.0%	-34.2%	7.1%	-0.45	-5.9%	2025-05-30	2025-10-27		150	19.8%	-0.04%	48.9%	0.95	24	58.3%	1.71
2026	2026-01-05	2026-06-05	-2.1%	7.6%	-9.7%	10.8%	-0.19	-6.5%	2026-04-03	2026-04-22		19	25.7%	0.16%	54.5%	1.11	13	30.8%	0.41

线性 B both 回测

期间	开始日期	结束日期	收益	基准收益	超额收益	波动	收益/波动	最大回撤	回撤开始	回撤结束	回撤修复	回撤持续时间	日均换手	日收益率	日胜率	日盈亏比	次数	次胜率	次盈亏比
total	2018-03-30	2026-06-05	45.3%	2.6%	42.7%	22.0%	2.06	-17.7%	2019-04-30	2019-08-09	2020-02-17	101	53.4%	0.23%	57.6%	1.12	530	54.3%	1.63
2018	2018-03-30	2018-12-28	31.7%	-34.8%	66.5%	20.7%	1.53	-13.9%	2018-10-22	2018-11-19	2018-12-27	28	66.5%	0.25%	59.9%	1.06	62	53.2%	1.43
2019	2019-01-02	2019-12-31	38.6%	26.3%	12.3%	20.9%	1.85	-17.7%	2019-04-30	2019-08-09		101	62.3%	0.23%	54.5%	1.3	76	48.7%	1.72
2020	2020-01-02	2020-12-31	76.4%	17.1%	59.3%	24.8%	3.08	-10.0%	2020-03-06	2020-03-16	2020-03-30	10	49.4%	0.32%	58.8%	1.19	60	60.0%	1.8
2021	2021-01-04	2021-12-31	-3.1%	17.8%	-20.9%	17.0%	-0.18	-12.5%	2021-03-10	2021-06-11		93	56.0%	0.03%	49.2%	1.11	68	41.2%	1.07
2022	2022-01-04	2022-12-30	115.5%	-21.3%	136.8%	23.8%	4.86	-10.4%	2022-04-26	2022-05-05	2022-05-24	9	42.1%	0.44%	64.0%	1.16	51	56.9%	2.47
2023	2023-01-03	2023-12-29	44.8%	-8.4%	53.1%	13.1%	3.42	-5.4%	2023-10-23	2023-11-02	2023-11-22	10	52.9%	0.26%	62.4%	1.23	64	59.4%	1.61
2024	2024-01-02	2024-12-31	57.6%	1.8%	55.9%	32.5%	1.77	-15.4%	2024-01-19	2024-02-05	2024-02-23	17	48.8%	0.26%	55.6%	1.12	60	60.0%	1.43
2025	2025-01-02	2025-12-31	20.9%	31.0%	-10.2%	16.7%	1.25	-7.6%	2025-09-01	2025-10-28		57	49.4%	0.11%	55.5%	1.02	61	59.0%	1.57
2026	2026-01-05	2026-06-05	7.8%	7.6%	0.2%	21.5%	0.36	-9.9%	2026-02-26	2026-03-06	2026-04-15	8	59.4%	0.16%	61.9%	0.78	30	53.3%	1.16

投票模型回测

投票 A long 回测

期间	开始日期	结束日期	收益	基准收益	超额收益	波动	收益/波动	最大回撤	回撤开始	回撤结束	回撤修复	回撤持续时间	日均换手	日收益率	日胜率	日盈亏比	次数	次胜率	次盈亏比
total	2014-01-03	2026-06-05	16.0%	6.6%	9.4%	14.8%	1.08	-22.5%	2015-06-12	2015-07-07	2015-10-15	25	22.7%	0.23%	58.4%	1.13	343	50.1%	1.76
2014	2014-01-03	2014-12-31	15.9%	39.5%	-23.6%	12.3%	1.29	-5.9%	2014-09-15	2014-11-11		57	23.0%	0.20%	57.6%	1.12	28	50.0%	3.5
2015	2015-01-05	2015-12-31	93.2%	40.6%	52.6%	26.0%	3.58	-22.5%	2015-06-12	2015-07-07	2015-10-15	25	28.7%	0.68%	67.5%	1.16	35	65.7%	2.34
2016	2016-01-04	2016-12-30	1.4%	-10.3%	11.7%	13.3%	0.11	-13.5%	2016-04-14	2016-06-22		69	14.8%	0.10%	66.7%	0.59	18	44.4%	0.82
2017	2017-01-03	2017-12-29	-0.2%	-1.1%	0.9%	5.7%	-0.04	-5.0%	2017-11-13	2017-11-17		4	12.7%	0.06%	60.0%	0.82	16	37.5%	1.45
2018	2018-01-02	2018-12-28	-2.2%	-34.2%	32.0%	10.6%	-0.21	-11.3%	2018-05-22	2018-12-28		220	26.3%	0.11%	52.8%	1.15	33	30.3%	1.51
2019	2019-01-02	2019-12-31	19.0%	27.5%	-8.5%	18.3%	1.03	-15.4%	2019-04-30	2019-08-15		107	31.1%	0.19%	54.5%	1.19	39	35.9%	2.3
2020	2020-01-02	2020-12-31	50.0%	18.7%	31.3%	16.7%	2.99	-7.6%	2020-02-25	2020-02-28	2020-04-20	3	19.3%	0.38%	63.3%	1.17	24	66.7%	2.15
2021	2021-01-04	2021-12-31	9.4%	13.5%	-4.1%	8.5%	1.11	-4.2%	2021-06-01	2021-06-17	2021-07-13	16	23.9%	0.18%	58.1%	1.19	29	58.6%	1.23
2022	2022-01-04	2022-12-30	19.2%	-20.3%	39.5%	12.2%	1.57	-7.9%	2022-03-11	2022-03-15	2022-05-10	4	17.4%	0.25%	62.4%	1.07	21	76.2%	1.09
2023	2023-01-03	2023-12-29	8.3%	-8.8%	17.1%	5.7%	1.45	-2.2%	2023-06-02	2023-06-08	2023-08-04	6	21.1%	0.18%	64.3%	1.13	26	53.8%	0.75
2024	2024-01-02	2024-12-31	-6.2%	5.8%	-12.0%	18.1%	-0.34	-12.4%	2024-05-20	2024-09-10		113	23.1%	0.00%	42.0%	1.39	29	31.0%	0.84
2025	2025-01-02	2025-12-31	15.4%	34.6%	-19.2%	12.6%	1.23	-10.2%	2025-09-01	2025-11-14		74	30.5%	0.12%	55.4%	1.08	38	57.9%	1.97
2026	2026-01-05	2026-06-05	3.8%	7.8%	-4.0%	14.4%	0.26	-6.1%	2026-02-27	2026-03-12		13	23.8%	0.31%	60.0%	1.16	13	23.1%	3.04

投票 A short 回测

期间	开始日期	结束日期	收益	基准收益	超额收益	波动	收益/波动	最大回撤	回撤开始	回撤结束	回撤修复	回撤持续时间	日均换手	日收益率	日胜率	日盈亏比	次数	次胜率	次盈亏比
total	2014-01-03	2026-06-05	12.5%	6.6%	5.9%	17.4%	0.72	-30.9%	2014-04-28	2015-05-22	2015-08-24	389	22.0%	0.12%	50.3%	1.22	332	48.2%	2.19
2014	2014-01-03	2014-12-31	-13.8%	39.5%	-53.2%	13.0%	-1.06	-25.4%	2014-04-28	2014-12-16		232	20.1%	-0.12%	37.9%	1.29	25	28.0%	1.45
2015	2015-01-05	2015-12-31	64.4%	40.6%	23.8%	31.7%	2.03	-14.4%	2015-01-19	2015-05-22	2015-06-19	123	27.0%	0.49%	49.4%	1.52	33	54.5%	5.45
2016	2016-01-04	2016-12-30	0.1%	-10.3%	10.4%	24.9%	0	-22.0%	2016-01-28	2016-12-07		314	20.5%	0.00%	47.9%	1.1	25	48.0%	1.25
2017	2017-01-03	2017-12-29	1.2%	-1.1%	2.3%	12.5%	0.1	-11.9%	2017-06-02	2017-12-29		210	20.9%	0.01%	45.8%	1.21	26	50.0%	1.19
2018	2018-01-02	2018-12-28	42.1%	-34.2%	76.3%	20.5%	2.06	-13.7%	2018-10-18	2018-11-19		32	28.8%	0.32%	60.0%	1.11	35	60.0%	1.72
2019	2019-01-02	2019-12-31	5.9%	27.5%	-21.6%	10.9%	0.54	-5.9%	2019-10-21	2019-12-16		56	25.4%	0.13%	51.5%	1.23	31	48.4%	2.34
2020	2020-01-02	2020-12-31	23.4%	18.7%	4.8%	16.5%	1.42	-8.3%	2020-03-30	2020-08-28	2020-12-09	151	18.9%	0.18%	52.6%	1.23	23	52.2%	2.08
2021	2021-01-04	2021-12-31	-8.8%	13.5%	-22.4%	10.6%	-0.83	-14.7%	2021-03-10	2021-09-13		187	23.5%	-0.04%	43.6%	1.17	29	24.1%	2.3
2022	2022-01-04	2022-12-30	52.5%	-20.3%	72.7%	16.3%	3.21	-8.3%	2022-04-26	2022-05-05	2022-09-16	9	15.7%	0.35%	59.7%	1.36	19	57.9%	9.51
2023	2023-01-03	2023-12-29	19.3%	-8.8%	28.1%	9.7%	2	-3.8%	2023-10-23	2023-11-20	2023-12-05	28	25.2%	0.15%	57.9%	1.14	30	53.3%	4.76
2024	2024-01-02	2024-12-31	8.4%	5.8%	2.5%	14.0%	0.6	-10.8%	2024-07-08	2024-12-27		172	18.2%	0.11%	51.6%	1.15	22	54.5%	1.23
2025	2025-01-02	2025-12-31	-8.2%	34.6%	-42.8%	13.8%	-0.59	-18.9%	2025-04-07	2025-11-13		220	18.1%	-0.14%	41.0%	1.1	22	50.0%	1.4
2026	2026-01-05	2026-06-05	-3.8%	7.8%	-11.6%	17.3%	-0.22	-12.0%	2026-03-23	2026-05-21		59	25.7%	-0.02%	47.1%	1.09	13	38.5%	1.17

投票 A both 回测

期间	开始日期	结束日期	收益	基准收益	超额收益	波动	收益/波动	最大回撤	回撤开始	回撤结束	回撤修复	回撤持续时间	日均换手	日收益率	日胜率	日盈亏比	次数	次胜率	次盈亏比
total	2014-01-03	2026-06-05	30.5%	6.6%	23.9%	22.8%	1.34	-26.4%	2016-04-21	2016-12-07	2018-03-27	230	44.7%	0.17%	53.7%	1.18	675	51.9%	1.73
2014	2014-01-03	2014-12-31	-0.0%	39.5%	-39.5%	17.9%	0	-20.8%	2014-04-28	2014-12-09		225	43.0%	0.04%	47.5%	1.18	53	41.5%	1.38
2015	2015-01-05	2015-12-31	217.7%	40.6%	177.1%	40.2%	5.41	-21.2%	2015-06-29	2015-07-07	2015-07-14	8	55.7%	0.63%	60.0%	1.27	68	61.8%	2.79
2016	2016-01-04	2016-12-30	1.5%	-10.3%	11.8%	29.0%	0.05	-26.4%	2016-04-21	2016-12-07		230	35.2%	-0.01%	51.2%	0.94	43	51.2%	0.98
2017	2017-01-03	2017-12-29	1.0%	-1.1%	2.1%	13.6%	0.07	-13.0%	2017-05-24	2017-11-17		177	33.6%	0.02%	48.5%	1.13	42	47.6%	1.21
2018	2018-01-02	2018-12-28	39.0%	-34.2%	73.1%	22.9%	1.7	-16.1%	2018-10-12	2018-12-24		73	55.1%	0.22%	56.4%	1.15	68	57.4%	1.4
2019	2019-01-02	2019-12-31	25.9%	27.5%	-1.5%	21.3%	1.22	-16.6%	2019-04-30	2019-12-05		219	56.6%	0.18%	53.0%	1.24	70	44.3%	1.81
2020	2020-01-02	2020-12-31	85.1%	18.7%	66.5%	23.0%	3.7	-7.6%	2020-02-25	2020-02-28	2020-03-16	3	38.3%	0.32%	58.3%	1.26	47	63.8%	2.79
2021	2021-01-04	2021-12-31	-0.3%	13.5%	-13.8%	13.8%	-0.02	-13.9%	2021-03-10	2021-08-12		155	47.3%	0.05%	51.0%	1.09	58	44.8%	1.28
2022	2022-01-04	2022-12-30	81.8%	-20.3%	102.0%	20.3%	4.03	-8.3%	2022-04-26	2022-05-05	2022-05-31	9	33.1%	0.33%	60.8%	1.27	40	67.5%	3.01
2023	2023-01-03	2023-12-29	29.2%	-8.8%	38.0%	11.3%	2.59	-3.8%	2023-10-19	2023-11-02	2023-11-29	14	46.3%	0.16%	59.7%	1.16	56	50.0%	2.58
2024	2024-01-02	2024-12-31	1.6%	5.8%	-4.2%	23.0%	0.07	-16.5%	2024-05-20	2024-12-31		225	41.3%	0.04%	46.6%	1.22	51	49.0%	0.96
2025	2025-01-02	2025-12-31	6.0%	34.6%	-28.7%	18.6%	0.32	-18.7%	2025-09-01	2025-11-13		73	48.6%	0.05%	51.8%	1.05	60	51.7%	1.4
2026	2026-01-05	2026-06-05	-0.1%	7.8%	-8.0%	22.8%	-0.01	-12.2%	2026-01-26	2026-05-21		115	49.5%	0.15%	51.9%	1.14	26	30.8%	1.72

投票 B long 回测

期间	开始日期	结束日期	收益	基准收益	超额收益	波动	收益/波动	最大回撤	回撤开始	回撤结束	回撤修复	回撤持续时间	日均换手	日收益率	日胜率	日盈亏比	次数	次胜率	次盈亏比
total	2014-01-03	2026-06-05	18.7%	5.2%	13.5%	16.1%	1.16	-25.8%	2015-06-12	2015-07-07	2015-11-06	25	22.7%	0.26%	61.6%	1.01	343	48.7%	1.86
2014	2014-01-03	2014-12-31	11.5%	33.0%	-21.5%	13.2%	0.87	-11.3%	2014-09-15	2014-12-09		85	23.0%	0.17%	57.6%	1.03	28	39.3%	2.81
2015	2015-01-05	2015-12-31	106.3%	75.5%	30.8%	28.4%	3.74	-25.8%	2015-06-12	2015-07-07	2015-11-06	25	28.7%	0.75%	71.7%	0.96	35	68.6%	1.96
2016	2016-01-04	2016-12-30	4.2%	-12.4%	16.7%	15.3%	0.28	-12.8%	2016-05-05	2016-06-22		48	14.8%	0.19%	72.2%	0.5	18	44.4%	0.86
2017	2017-01-03	2017-12-29	-2.6%	-18.1%	15.5%	5.9%	-0.44	-5.2%	2017-11-01	2017-11-17		16	12.7%	0.02%	57.8%	0.78	16	43.8%	0.93
2018	2018-01-02	2018-12-28	-0.1%	-37.5%	37.4%	10.9%	-0.01	-9.7%	2018-05-15	2018-10-18		156	26.3%	0.15%	58.3%	1.01	33	36.4%	1.12
2019	2019-01-02	2019-12-31	19.9%	26.3%	-6.4%	19.0%	1.04	-16.9%	2019-04-30	2019-08-15		107	31.1%	0.20%	56.1%	1.12	39	38.5%	2.07
2020	2020-01-02	2020-12-31	54.0%	17.1%	36.9%	18.3%	2.96	-8.4%	2020-02-25	2020-02-28	2020-04-09	3	19.3%	0.41%	63.3%	1.17	24	58.3%	2.68
2021	2021-01-04	2021-12-31	8.1%	17.8%	-9.7%	10.4%	0.78	-7.5%	2021-01-05	2021-02-05	2021-05-31	31	23.9%	0.18%	61.3%	0.97	29	41.4%	2.26
2022	2022-01-04	2022-12-30	28.0%	-21.3%	49.3%	13.1%	2.14	-7.4%	2022-03-11	2022-03-15	2022-05-06	4	17.4%	0.33%	69.4%	0.84	21	66.7%	2.88
2023	2023-01-03	2023-12-29	13.8%	-8.4%	22.1%	6.7%	2.05	-2.4%	2023-06-05	2023-06-08	2023-06-16	3	21.1%	0.24%	64.3%	1.32	26	50.0%	1.39
2024	2024-01-02	2024-12-31	0.3%	1.8%	-1.5%	21.4%	0.01	-12.7%	2024-10-08	2024-10-11		3	23.1%	0.07%	49.0%	1.14	29	34.5%	1.06
2025	2025-01-02	2025-12-31	18.7%	31.0%	-12.3%	13.9%	1.35	-9.1%	2025-09-01	2025-10-17		46	30.5%	0.15%	60.8%	0.91	38	60.5%	1.66
2026	2026-01-05	2026-06-05	4.0%	7.6%	-3.6%	13.7%	0.29	-6.5%	2026-01-12	2026-03-12		59	23.8%	0.30%	62.2%	1.04	13	30.8%	1.81

投票 B short 回测

期间	开始日期	结束日期	收益	基准收益	超额收益	波动	收益/波动	最大回撤	回撤开始	回撤结束	回撤修复	回撤持续时间	日均换手	日收益率	日胜率	日盈亏比	次数	次胜率	次盈亏比
total	2014-01-03	2026-06-05	15.2%	5.2%	10.0%	18.9%	0.8	-35.6%	2014-04-28	2015-05-19	2015-08-25	386	22.0%	0.14%	50.3%	1.23	332	47.6%	2.35
2014	2014-01-03	2014-12-31	-15.5%	33.0%	-48.5%	14.1%	-1.1	-30.0%	2014-04-28	2014-12-15		231	20.1%	-0.14%	42.7%	1.04	25	28.0%	1.64
2015	2015-01-05	2015-12-31	30.3%	75.5%	-45.1%	32.0%	0.95	-17.6%	2015-01-12	2015-05-19	2015-06-26	127	27.0%	0.24%	50.6%	1.18	33	45.5%	4.53
2016	2016-01-04	2016-12-30	3.1%	-12.4%	15.5%	27.1%	0.11	-21.4%	2016-01-28	2016-11-22		299	20.5%	0.02%	49.7%	1.04	25	40.0%	1.97
2017	2017-01-03	2017-12-29	17.5%	-18.1%	35.6%	14.1%	1.24	-9.4%	2017-06-02	2017-09-20		110	20.9%	0.11%	45.8%	1.53	26	53.8%	1.74
2018	2018-01-02	2018-12-28	53.8%	-37.5%	91.4%	21.3%	2.53	-14.2%	2018-10-18	2018-11-19		32	28.8%	0.37%	60.0%	1.19	35	57.1%	2.31
2019	2019-01-02	2019-12-31	6.3%	26.3%	-19.9%	12.0%	0.53	-6.6%	2019-10-21	2019-12-16		56	25.4%	0.12%	48.5%	1.34	31	45.2%	2.87
2020	2020-01-02	2020-12-31	31.1%	17.1%	14.0%	17.5%	1.78	-7.1%	2020-03-30	2020-08-24	2020-09-10	147	18.9%	0.24%	51.3%	1.4	23	60.9%	1.93
2021	2021-01-04	2021-12-31	-14.5%	17.8%	-32.3%	13.0%	-1.12	-18.2%	2021-03-10	2021-09-15		189	23.5%	-0.10%	40.6%	1.19	29	24.1%	1.71
2022	2022-01-04	2022-12-30	67.0%	-21.3%	88.3%	19.6%	3.41	-10.9%	2022-04-26	2022-08-16	2022-09-26	112	15.7%	0.42%	58.9%	1.36	19	63.2%	5.59
2023	2023-01-03	2023-12-29	24.1%	-8.4%	32.5%	11.1%	2.17	-5.5%	2023-10-23	2023-11-20	2023-12-13	28	25.2%	0.18%	57.1%	1.2	30	66.7%	3.88
2024	2024-01-02	2024-12-31	19.2%	1.8%	17.5%	17.8%	1.08	-14.8%	2024-07-08	2024-12-27		172	18.2%	0.22%	48.4%	1.49	22	45.5%	2.19
2025	2025-01-02	2025-12-31	-5.0%	31.0%	-36.0%	15.9%	-0.32	-19.6%	2025-04-07	2025-11-13		220	18.1%	-0.09%	44.3%	1.08	22	45.5%	2.24
2026	2026-01-05	2026-06-05	-2.4%	7.6%	-9.9%	17.7%	-0.13	-12.3%	2026-03-23	2026-05-21		59	25.7%	0.02%	50.0%	1.03	13	38.5%	1.16

投票 B both 回测

期间	开始日期	结束日期	收益	基准收益	超额收益	波动	收益/波动	最大回撤	回撤开始	回撤结束	回撤修复	回撤持续时间	日均换手	日收益率	日胜率	日盈亏比	次数	次胜率	次盈亏比
total	2014-01-03	2026-06-05	36.8%	5.2%	31.6%	24.9%	1.48	-30.4%	2014-04-28	2014-12-09	2015-03-27	225	44.7%	0.19%	55.3%	1.12	675	50.7%	1.87
2014	2014-01-03	2014-12-31	-5.8%	33.0%	-38.8%	19.3%	-0.3	-30.4%	2014-04-28	2014-12-09		225	43.0%	0.01%	49.0%	1.05	53	34.0%	1.66
2015	2015-01-05	2015-12-31	168.8%	75.5%	93.3%	42.3%	3.99	-26.0%	2015-06-29	2015-08-14	2015-09-15	46	55.7%	0.55%	63.4%	0.98	68	58.8%	2.4
2016	2016-01-04	2016-12-30	7.4%	-12.4%	19.9%	32.0%	0.23	-25.8%	2016-04-21	2016-06-23		63	35.2%	0.02%	54.8%	0.85	43	51.2%	1.08
2017	2017-01-03	2017-12-29	14.4%	-18.1%	32.5%	15.1%	0.96	-10.2%	2017-06-02	2017-12-01		182	33.6%	0.09%	47.5%	1.37	42	50.0%	1.65
2018	2018-01-02	2018-12-28	53.6%	-37.5%	91.2%	23.8%	2.25	-15.2%	2018-10-12	2018-12-24		73	55.1%	0.27%	57.9%	1.16	68	60.3%	1.36
2019	2019-01-02	2019-12-31	27.5%	26.3%	1.2%	22.5%	1.22	-19.0%	2019-04-30	2019-08-15		107	56.6%	0.18%	53.5%	1.21	70	42.9%	1.86
2020	2020-01-02	2020-12-31	101.9%	17.1%	84.9%	24.8%	4.12	-8.4%	2020-02-25	2020-02-28	2020-03-09	3	38.3%	0.36%	57.8%	1.32	47	61.7%	3.12
2021	2021-01-04	2021-12-31	-7.5%	17.8%	-25.4%	16.9%	-0.45	-14.1%	2021-01-05	2021-09-01		239	47.3%	0.02%	50.0%	1.04	58	37.9%	1.57
2022	2022-01-04	2022-12-30	113.7%	-21.3%	135.0%	23.5%	4.83	-10.4%	2022-04-26	2022-05-05	2022-05-25	9	33.1%	0.41%	63.6%	1.14	40	67.5%	3.07
2023	2023-01-03	2023-12-29	41.2%	-8.4%	49.6%	13.0%	3.18	-4.6%	2023-10-19	2023-11-02	2023-11-14	14	46.3%	0.21%	58.7%	1.29	56	55.4%	2.62
2024	2024-01-02	2024-12-31	19.6%	1.8%	17.8%	27.8%	0.71	-18.3%	2024-10-08	2024-12-31		84	41.3%	0.12%	49.2%	1.22	51	54.9%	1.18
2025	2025-01-02	2025-12-31	12.8%	31.0%	-18.2%	21.1%	0.61	-16.3%	2025-09-01	2025-12-17		107	48.6%	0.09%	57.1%	0.91	60	45.0%	2.02
2026	2026-01-05	2026-06-05	1.5%	7.6%	-6.0%	22.7%	0.07	-12.1%	2026-01-12	2026-04-30		108	49.5%	0.15%	55.7%	0.99	26	30.8%	1.68

图表

backtest

线性模型参数/信号图

线性模型收益曲线

backtest

投票模型收益曲线