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虚拟 1,000,000 元 · 起点 2026-10-26 收盘 · 更新于 2026-10-26 · 只记账不下单
| 回测 | 年化 | 夏普 | 最大回撤 | IS(<2022)夏普 | OOS夏普 |
|---|---|---|---|---|---|
| ETF 动量 · 双门控 dual-pass（短反转∧相对强度） | 15.9% | 1.12 | -29.8% | 1.24 | 0.86 |
| 站点基线 52周高 top3 | 12.6% | 0.87 | -31.6% | 1.24 | 0.24 |
| 期间 | 当期收益 | 持仓 | 换手/门控 | 变动 / 挡住 |
|---|---|---|---|---|
| 2026-10 10-08→10-26 账本 | -1% | 银行 512700.SH +0.45% 标普500 513500.SH -3.7% 国债 511010.SH +0.33% | 0.333 | ＋银行 / －红利 挡 沪港深创新药 |
| 2026-09 09-01→10-08 | -0.76% | 红利 510880.SH -1.9% 标普500 513500.SH -0.48% 国债 511010.SH +0.1% | 0.333 | ＋红利 / －A股红利低波(标普) |
| 2026-08 08-03→09-01 | +1.68% | A股红利低波(标普) 515450.SH -2.2% 标普500 513500.SH +7.22% 国债 511010.SH +0.16% | 0.333 | ＋标普500 / －电力 |
| 2026-07 07-01→08-03 | +4.74% | A股红利低波(标普) 515450.SH +10.36% 电力 159611.SZ +3.63% 国债 511010.SH +0.23% | 0 | 挡 半导体、科创50、美股生物科技、半导体、科创50、美股生物科技 |
| 2026-06 06-01→07-01 | -8.51% | A股红利低波(标普) 515450.SH -8.23% 电力 159611.SZ -16.63% 国债 511010.SH -0.03% | 0.333 | ＋电力 / －化工 挡 日经 |
| 2026-05 05-06→06-01 | -1.98% | A股红利低波(标普) 515450.SH +0.7% 化工 159981.SZ -7.12% 国债 511010.SH +0.49% | 0 | 挡 半导体、沪深300 |
| 2026-04 04-01→05-06 | +2.85% | A股红利低波(标普) 515450.SH -0.28% 化工 159981.SZ +8.4% 国债 511010.SH +0.3% | 0.667 | ＋A股红利低波(标普)、化工 / －农业、电力 |
| 2026-03 03-02→04-01 | -1.72% | 农业 159825.SZ -5.02% 电力 159611.SZ -0.45% 国债 511010.SH +0.09% | 0.333 | ＋电力 / －创业板50 |
| 2026-02 02-02→03-02 | +2.08% | 农业 159825.SZ +5.8% 创业板50 159949.SZ +0.32% 国债 511010.SH +0.28% | 0.667 | ＋农业、创业板50 / －中证2000、纳指 |
| 2026-01 01-05→02-02 | -0.06% | 中证2000 563300.SH +4.68% 纳指 513100.SH -5.03% 国债 511010.SH +0.33% | 0.333 | ＋中证2000 / －中韩半导体 挡 军工、军工 |
| 2025-12 12-01→01-05 | +4.16% | 中韩半导体 513310.SH +12.79% 纳指 513100.SH -0.31% 国债 511010.SH +0.03% | 0 | 挡 美股生物科技、美股生物科技 |
| 2025-11 11-03→12-01 | -4.86% | 中韩半导体 513310.SH -12.47% 纳指 513100.SH -2.02% 国债 511010.SH -0.04% | 0 | |
| 2025-10 10-09→11-03 | +7.33% | 中韩半导体 513310.SH +14.99% 纳指 513100.SH +6.75% 国债 511010.SH +0.36% | 0 | |
| 2025-09 09-01→10-09 | +12.16% | 中韩半导体 513310.SH +26.65% 纳指 513100.SH +10.64% 国债 511010.SH +0.22% | 0 | |
| 2025-08 08-01→09-01 | +6.19% | 中韩半导体 513310.SH +19.26% 纳指 513100.SH +0.12% 国债 511010.SH -0.04% | 0.333 | ＋纳指 / －红利低波 |
| 2025-07 07-01→08-01 | -1.17% | 中韩半导体 513310.SH -1.98% 红利低波 512890.SH -1.34% 国债 511010.SH -0.22% | 0.333 | ＋中韩半导体 / －银行 |
| 2025-06 06-03→07-01 | +2.78% | 银行 512700.SH +5.67% 红利低波 512890.SH +2.4% 国债 511010.SH +0.4% | 0.333 | ＋红利低波 / －黄金 挡 港股医药 |
| 2025-05 05-06→06-03 | +2.08% | 银行 512700.SH +8.22% 黄金 518880.SH -1.76% 国债 511010.SH -0.1% | 0 | 挡 港股医疗 |
| 2025-04 04-01→05-06 | +3.06% | 银行 512700.SH +0.39% 黄金 518880.SH +7.88% 国债 511010.SH +0.73% | 0 | |
| 2025-03 03-03→04-01 | +3.59% | 银行 512700.SH +1.87% 黄金 518880.SH +9.38% 国债 511010.SH -0.3% | 0 | |
| 2025-02 02-05→03-03 | -0.01% | 银行 512700.SH +0.54% 黄金 518880.SH +0.19% 国债 511010.SH -0.61% | 0.667 | ＋银行、黄金 / －传媒、A股红利低波(标普) |
| 2025-01 01-02→02-05 | +1.49% | 传媒 512980.SH +6.48% A股红利低波(标普) 515450.SH -2.13% 国债 511010.SH +0.03% | 0 | 挡 银行 |
| 2024-12 12-02→01-02 | -2.07% | 传媒 512980.SH -9.68% A股红利低波(标普) 515450.SH +2.53% 国债 511010.SH +1.12% | 0.333 | ＋传媒 / －黄金 挡 标普500、标普500 |
| 2024-11 11-01→12-02 | +0.18% | 黄金 518880.SH -2.96% A股红利低波(标普) 515450.SH +2.51% 国债 511010.SH +0.87% | 0 | 挡 港股证券 |
| 2024-10 10-08→11-01 | -0.07% | 黄金 518880.SH +5.9% A股红利低波(标普) 515450.SH -6.64% 国债 511010.SH +0.61% | 0 | |
| 2024-09 09-02→10-08 | +7.01% | 黄金 518880.SH +4.06% A股红利低波(标普) 515450.SH +17.68% 国债 511010.SH -0.23% | 0 | |
| 2024-08 08-01→09-02 | -0.88% | 黄金 518880.SH +0.2% A股红利低波(标普) 515450.SH -2.91% 国债 511010.SH +0.16% | 0.333 | ＋黄金 / －标普500 |
| 2024-07 07-01→08-01 | -0.21% | 标普500 513500.SH +0.25% A股红利低波(标普) 515450.SH -1.81% 国债 511010.SH +0.89% | 0.333 | ＋标普500 / －银行 |
| 2024-06 06-03→07-01 | +0.98% | 银行 512700.SH +1.83% A股红利低波(标普) 515450.SH +0.8% 国债 511010.SH +0.38% | 0.333 | ＋A股红利低波(标普) / －中概互联(港美) |
| 2024-05 05-06→06-03 | +1.56% | 银行 512700.SH +1.78% 中概互联(港美) 160644.SZ +2.52% 国债 511010.SH +0.47% | 0.667 | ＋银行、中概互联(港美) / －黄金、标普500 |
| 2024-04 04-01→05-06 | -0.8% | 黄金 518880.SH +1.92% 标普500 513500.SH -4.87% 国债 511010.SH +0.48% | 0 | |
| 2024-03 03-01→04-01 | +4.79% | 黄金 518880.SH +10.46% 标普500 513500.SH +3.82% 国债 511010.SH +0.25% | 0 | |
| 2024-02 02-01→03-01 | +2.47% | 黄金 518880.SH -0.02% 标普500 513500.SH +7.29% 国债 511010.SH +0.34% | 0.333 | ＋标普500 / －中韩半导体 |
| 2024-01 01-02→02-01 | -4.69% | 黄金 518880.SH +0.04% 中韩半导体 513310.SH -14.17% 国债 511010.SH +0.62% | 0 | |
| 2023-12 12-01→01-02 | +0.82% | 黄金 518880.SH +1.68% 中韩半导体 513310.SH +0% 国债 511010.SH +0.8% | 0.333 | ＋中韩半导体 / －A股红利低波(标普) |
| 2023-11 11-01→12-01 | -0.24% | 黄金 518880.SH -0.3% A股红利低波(标普) 515450.SH -0.52% 国债 511010.SH +0.08% | 0 | |
| 2023-10 10-09→11-01 | +0.43% | 黄金 518880.SH +4.49% A股红利低波(标普) 515450.SH -3.09% 国债 511010.SH +0.08% | 0.333 | ＋A股红利低波(标普) / －纳指 |
| 2023-09 09-01→10-09 | -1.92% | 黄金 518880.SH -1.87% 纳指 513100.SH -3.78% 国债 511010.SH -0.16% | 0 | |
| 2023-08 08-01→09-01 | +0.21% | 黄金 518880.SH +1.42% 纳指 513100.SH -1.21% 国债 511010.SH +0.29% | 0 | |
| 2023-07 07-03→08-01 | +1.6% | 黄金 518880.SH +1.56% 纳指 513100.SH +3.13% 国债 511010.SH +0.18% | 0.333 | ＋纳指 / －红利 |
| 2023-06 06-01→07-03 | -0.11% | 黄金 518880.SH -0.09% 红利 510880.SH -0.4% 国债 511010.SH +0.2% | 0.333 | ＋黄金 / －日经 挡 纳指、纳指 |
| 2023-05 05-04→06-01 | +0.94% | 日经 513520.SH +6.09% 红利 510880.SH -4.63% 国债 511010.SH +0.83% | 0.333 | ＋日经 / －豆粕 |
| 2023-04 04-03→05-04 | +0.93% | 豆粕 159985.SZ -4.93% 红利 510880.SH +7.38% 国债 511010.SH +0.6% | 0 | 挡 云计算、传媒、云计算、传媒 |
| 2023-03 03-01→04-03 | -1.01% | 豆粕 159985.SZ -3.5% 红利 510880.SH +0% 国债 511010.SH +0.39% | 0 | |
| 2023-02 02-01→03-01 | -0.02% | 豆粕 159985.SZ -3.67% 红利 510880.SH +3.63% 国债 511010.SH +0.06% | 0 | |
| 2023-01 01-03→02-01 | +0.4% | 豆粕 159985.SZ -1.39% 红利 510880.SH +2.69% 国债 511010.SH -0.14% | 0 | |
| 2022-12 12-01→01-03 | +1.47% | 豆粕 159985.SZ +8.28% 红利 510880.SH -3.91% 国债 511010.SH +0.38% | 0.333 | ＋红利 / －美股油气上游 |
| 2022-11 11-01→12-01 | -0.1% | 豆粕 159985.SZ +1.47% 美股油气上游 162411.SZ -1.33% 国债 511010.SH -0.74% | 0.333 | ＋美股油气上游 / －红利低波 |
| 2022-10 10-10→11-01 | -1.36% | 豆粕 159985.SZ +3.09% 红利低波 512890.SH -7.36% 国债 511010.SH +0.42% | 0.333 | ＋红利低波 / －美股油气上游 |
| 2022-09 09-01→10-10 | +2.86% | 豆粕 159985.SZ +9.07% 美股油气上游 162411.SZ -0.81% 国债 511010.SH -0.41% | 0 | 挡 红利低波 |
| 2022-08 08-01→09-01 | +4.08% | 豆粕 159985.SZ +3.29% 美股油气上游 162411.SZ +7.85% 国债 511010.SH +0.64% | 0 | 挡 红利低波 |
| 2022-07 07-01→08-01 | +5.95% | 豆粕 159985.SZ +3.41% 美股油气上游 162411.SZ +13.53% 国债 511010.SH +0.62% | 0 | 挡 红利低波、农业、红利低波、农业 |
| 2022-06 06-01→07-01 | -9.57% | 豆粕 159985.SZ -6.43% 美股油气上游 162411.SZ -21.6% 国债 511010.SH +0.09% | 0.333 | ＋豆粕 / －黄金 |
| 2022-05 05-05→06-01 | +3.03% | 黄金 518880.SH -1.96% 美股油气上游 162411.SZ +10.59% 国债 511010.SH +0.33% | 0 | |
| 2022-04 04-01→05-05 | +4.42% | 黄金 518880.SH +1.97% 美股油气上游 162411.SZ +10.95% 国债 511010.SH +0.19% | 0 | 挡 地产、地产 |
| 2022-03 03-01→04-01 | +5.56% | 黄金 518880.SH +1.77% 美股油气上游 162411.SZ +14.55% 国债 511010.SH +0.27% | 0.667 | ＋黄金、美股油气上游 / －豆粕、A股红利低波(标普) |
| 2022-02 02-07→03-01 | +1.79% | 豆粕 159985.SZ +6.74% A股红利低波(标普) 515450.SH -0.8% 国债 511010.SH -0.44% | 0.667 | ＋豆粕、A股红利低波(标普) / －游戏、中证1000 |
| 2022-01 01-04→02-07 | -10.61% | 游戏 159869.SZ -20.03% 中证1000 512100.SH -11.63% 国债 511010.SH +0.74% | 0.333 | ＋游戏 / －环保 |
| 2021-12 12-01→01-04 | -2.49% | 环保 512580.SH -7.16% 中证1000 512100.SH -0.94% 国债 511010.SH +0.76% | 0.333 | ＋中证1000 / －标普500 |
| 2021-11 11-01→12-01 | -0.71% | 环保 512580.SH -2.26% 标普500 513500.SH -0.5% 国债 511010.SH +0.56% | 0.333 | ＋环保 / －A股红利低波(标普) |
| 2021-10 10-08→11-01 | -0.55% | A股红利低波(标普) 515450.SH -5.22% 标普500 513500.SH +4.14% 国债 511010.SH -0.3% | 0.333 | ＋A股红利低波(标普) / －中证500 挡 化工、化工 |
| 2021-09 09-01→10-08 | -1.63% | 中证500 510500.SH -1.42% 标普500 513500.SH -3.53% 国债 511010.SH +0.04% | 0.333 | ＋中证500 / －化工 |
| 2021-08 08-02→09-01 | +1.22% | 化工 159981.SZ +1.02% 标普500 513500.SH +2.77% 国债 511010.SH -0.06% | 0.667 | ＋化工、国债 / －红利低波、中证500 挡 半导体、半导体 |
| 2021-07 07-01→08-02 | -0.29% | 红利低波 512890.SH -6.35% 标普500 513500.SH +3.09% 中证500 510500.SH +2.54% | 0 | 挡 国债、芯片 |
| 2021-06 06-01→07-01 | +0.72% | 红利低波 512890.SH -1.56% 标普500 513500.SH +3.51% 中证500 510500.SH +0.29% | 0.333 | ＋中证500 / －化工 挡 新能源、新能源 |
| 2021-05 05-06→06-01 | +1.24% | 红利低波 512890.SH +5.78% 标普500 513500.SH -1.25% 化工 159981.SZ -0.87% | 0.333 | ＋红利低波 / －A股红利低波(标普) |
| 2021-04 04-01→05-06 | +5% | A股红利低波(标普) 515450.SH -2.48% 标普500 513500.SH +3.76% 化工 159981.SZ +14.52% | 1 | ＋A股红利低波(标普)、标普500、化工 / －日经、豆粕、医疗 |
| 2021-03 03-01→04-01 | -1.92% | 日经 513520.SH -2.8% 豆粕 159985.SZ +0.32% 医疗 512170.SH -3.83% | 0 | 挡 A股红利低波(标普)、A股红利低波(标普)、化工、国债、A股红利低波(标普)、化工、国债 |
| 2021-02 02-01→03-01 | -0.27% | 日经 513520.SH +4.09% 豆粕 159985.SZ -1.49% 医疗 512170.SH -4.01% | 0 | 挡 银行、国债、A股红利低波(标普)、银行、国债、A股红利低波(标普)、银行、国债、A股红利低波(标普) |
| 2021-01 01-04→02-01 | +4.19% | 日经 513520.SH +0.63% 豆粕 159985.SZ -0.16% 医疗 512170.SH +11.81% | 0.333 | ＋医疗 / －美股生物科技 挡 沪深300 |
| 2020-12 12-01→01-04 | +5.65% | 日经 513520.SH +0.8% 豆粕 159985.SZ +10.28% 美股生物科技 161127.SZ +5.58% | 0.667 | ＋日经、美股生物科技 / －深证100、医疗 |
| 2020-11 11-02→12-01 | +0.35% | 深证100 159901.SZ +3.71% 豆粕 159985.SZ +4.61% 医疗 512170.SH -7.04% | 0.667 | ＋深证100、医疗 / －环保、医药 |
| 2020-10 10-09→11-02 | -0.98% | 环保 512580.SH +0.86% 豆粕 159985.SZ -2.89% 医药 510660.SH -0.86% | 0.667 | ＋环保、豆粕 / －消费、黄金 挡 日经、日经 |
| 2020-09 09-01→10-09 | -4.55% | 消费 510150.SH -4.24% 黄金 518880.SH -4.75% 医药 510660.SH -4.9% | 0 | 挡 纳指、沪深300 |
| 2020-08 08-03→09-01 | +1.73% | 消费 510150.SH +4.62% 黄金 518880.SH -0.74% 医药 510660.SH +1.21% | 0 | |
| 2020-07 07-01→08-03 | +15.02% | 消费 510150.SH +20.2% 黄金 518880.SH +6.63% 医药 510660.SH +18.02% | 0 | |
| 2020-06 06-01→07-01 | +9.05% | 消费 510150.SH +13.88% 黄金 518880.SH +1.13% 医药 510660.SH +12.55% | 0.333 | ＋消费 / －国债 |
| 2020-05 05-06→06-01 | +2.12% | 国债 511010.SH -1.95% 黄金 518880.SH +4.12% 医药 510660.SH +4.14% | 0 | |
| 2020-04 04-01→05-06 | +6.09% | 国债 511010.SH +2.23% 黄金 518880.SH +6.04% 医药 510660.SH +10.08% | 0.333 | ＋医药 / －消费 |
| 2020-03 03-02→04-01 | -1.07% | 国债 511010.SH +1.38% 黄金 518880.SH -0.4% 消费 510150.SH -4.45% | 0.667 | ＋黄金、消费 / －计算机、标普500 |
| 2020-02 02-03→03-02 | +5.14% | 国债 511010.SH -0.69% 计算机 159958.SZ +18.77% 标普500 513500.SH -2.17% | 0.333 | ＋计算机 / －银行 |
| 2020-01 01-02→02-03 | -3.88% | 国债 511010.SH +2.7% 银行 512700.SH -13.22% 标普500 513500.SH -0.66% | 0 | |
| 2019-12 12-02→01-02 | +2.54% | 国债 511010.SH +0.37% 银行 512700.SH +6.22% 标普500 513500.SH +1.04% | 0 | 挡 美股生物科技 |
| 2019-11 11-01→12-02 | +1.14% | 国债 511010.SH +0.77% 银行 512700.SH -2.62% 标普500 513500.SH +5.35% | 0 | |
| 2019-10 10-08→11-01 | +2.4% | 国债 511010.SH -0.28% 银行 512700.SH +5.08% 标普500 513500.SH +2.51% | 0.333 | ＋银行 / －黄金 |
| 2019-09 09-02→10-08 | -0.8% | 国债 511010.SH +0.17% 黄金 518880.SH -3.03% 标普500 513500.SH +0.41% | 0 | |
| 2019-08 08-01→09-02 | +4.48% | 国债 511010.SH +0.33% 黄金 518880.SH +12.34% 标普500 513500.SH +0.88% | 0 | |
| 2019-07 07-01→08-01 | +1.3% | 国债 511010.SH +0.49% 黄金 518880.SH +2.57% 标普500 513500.SH +0.78% | 0 | |
| 2019-06 06-03→07-01 | +4.35% | 国债 511010.SH +0.16% 黄金 518880.SH +4.12% 标普500 513500.SH +8.76% | 0 | |
| 2019-05 05-06→06-03 | +0.36% | 国债 511010.SH +0.77% 黄金 518880.SH +4.33% 标普500 513500.SH -3.94% | 0 | |
| 2019-04 04-01→05-06 | +0.86% | 国债 511010.SH -0.55% 黄金 518880.SH +0.18% 标普500 513500.SH +2.93% | 0 | 挡 红利、上证50、红利、上证50 |
| 2019-03 03-01→04-01 | +0.32% | 国债 511010.SH +0.27% 黄金 518880.SH -1.34% 标普500 513500.SH +1.95% | 0 | 挡 银行 |
| 2019-02 02-01→03-01 | +0.6% | 国债 511010.SH -0.35% 黄金 518880.SH -0.91% 标普500 513500.SH +3.08% | 0 | |
| 2019-01 01-02→02-01 | +2.82% | 国债 511010.SH +0.48% 黄金 518880.SH +0.53% 标普500 513500.SH +7.5% | 0 | |
| 2018-12 12-03→01-02 | -2.55% | 国债 511010.SH +1.24% 黄金 518880.SH +4.3% 标普500 513500.SH -12.61% | 0 | |
| 2018-11 11-01→12-03 | +1.01% | 国债 511010.SH +0.39% 黄金 518880.SH -0.37% 标普500 513500.SH +3.15% | 0.667 | ＋黄金、标普500 / －美股油气上游、纳指 |
| 2018-10 10-08→11-01 | -7.2% | 国债 511010.SH +0.34% 美股油气上游 162411.SZ -15.48% 纳指 513100.SH -6.09% | 0 | |
| 2018-09 09-03→10-08 | +0.66% | 国债 511010.SH +0.61% 美股油气上游 162411.SZ +3.69% 纳指 513100.SH -2.37% | 0 | |
| 2018-08 08-01→09-03 | +1.03% | 国债 511010.SH -0.35% 美股油气上游 162411.SZ -1.4% 纳指 513100.SH +4.78% | 0 | |
| 2018-07 07-02→08-01 | +3.98% | 国债 511010.SH +0.77% 美股油气上游 162411.SZ +3.78% 纳指 513100.SH +7.39% | 0.333 | ＋美股油气上游 / －消费 |
| 2018-06 06-01→07-02 | -0.8% | 国债 511010.SH +0.58% 消费 510150.SH -6.91% 纳指 513100.SH +4.1% | 0.333 | ＋纳指 / －医药 |
| 2018-05 05-02→06-01 | +4.83% | 国债 511010.SH -0.08% 消费 510150.SH +7.34% 医药 510660.SH +7.03% | 0 | |
| 2018-04 04-02→05-02 | -0.83% | 国债 511010.SH +0.97% 消费 510150.SH -3.49% 医药 510660.SH +0.1% | 0.667 | ＋消费、医药 / －纳指、美股生物科技 |
| 2018-03 03-01→04-02 | -2.05% | 国债 511010.SH +0.27% 纳指 513100.SH -4.85% 美股生物科技 161127.SZ -1.58% | 0.333 | ＋国债 / －红利 |
| 2018-02 02-01→03-01 | -3.4% | 纳指 513100.SH -0.74% 红利 510880.SH -5.34% 美股生物科技 161127.SZ -4.25% | 0.333 | ＋美股生物科技 / －医药 挡 国债 |
| 2018-01 01-02→02-01 | +2.1% | 纳指 513100.SH +3.92% 红利 510880.SH +5.85% 医药 510660.SH -3.38% | 0 | 挡 国债 |
| 2017-12 12-01→01-02 | +1.34% | 纳指 513100.SH -1.03% 红利 510880.SH +1.84% 医药 510660.SH +3.21% | 0.333 | ＋纳指 / －深证100 挡 国债 |
| 2017-11 11-01→12-01 | -1.19% | 深证100 159901.SZ -2.35% 红利 510880.SH +0.49% 医药 510660.SH -1.82% | 0 | |
| 2017-10 10-09→11-01 | +3.58% | 深证100 159901.SZ +3.42% 红利 510880.SH +0.56% 医药 510660.SH +6.8% | 0 | |
| 2017-09 09-01→10-09 | +3.33% | 深证100 159901.SZ +4.7% 红利 510880.SH +1.46% 医药 510660.SH +3.92% | 0.333 | ＋深证100 / －创业板 |
| 2017-08 08-01→09-01 | +3.16% | 创业板 159908.SZ +6.87% 红利 510880.SH -0.4% 医药 510660.SH +2.93% | 0.333 | ＋创业板 / －纳指 挡 恒生、恒生 |
| 2017-07 07-03→08-01 | +0.75% | 纳指 513100.SH +3.17% 红利 510880.SH +3.88% 医药 510660.SH -4.66% | 0 | 挡 沪深300 |
| 2017-06 06-01→07-03 | +1.78% | 纳指 513100.SH -3.35% 红利 510880.SH +3.78% 医药 510660.SH +5.02% | 0 | |
| 2017-05 05-02→06-01 | +2.58% | 纳指 513100.SH +2.2% 红利 510880.SH +3.77% 医药 510660.SH +1.68% | 0 | |
| 2017-04 04-05→05-02 | -0.34% | 纳指 513100.SH +2.61% 红利 510880.SH -2.8% 医药 510660.SH -0.74% | 0.333 | ＋红利 / －国债 |
| 2017-03 03-01→04-05 | +1.96% | 纳指 513100.SH +2.21% 国债 511010.SH -0.31% 医药 510660.SH +3.98% | 0.333 | ＋医药 / －上证50 |
| 2017-02 02-03→03-01 | +1.87% | 纳指 513100.SH +4.23% 国债 511010.SH +0.3% 上证50 510050.SH +1.11% | 0 | |
| 2017-01 01-03→02-03 | +1.75% | 纳指 513100.SH +3.72% 国债 511010.SH +0.1% 上证50 510050.SH +1.52% | 0.333 | ＋纳指 / －标普500 |
| 2016-12 12-01→01-03 | -6.47% | 标普500 513500.SH -13.78% 国债 511010.SH -0.86% 上证50 510050.SH -5.18% | 0.333 | ＋上证50 / －美股油气上游 |
| 2016-11 11-01→12-01 | +8.37% | 标普500 513500.SH +11.24% 国债 511010.SH -1.61% 美股油气上游 162411.SZ +15.69% | 0 | |
| 2016-10 10-10→11-01 | +0.1% | 标普500 513500.SH +3.35% 国债 511010.SH +0.29% 美股油气上游 162411.SZ -3.32% | 0 | |
| 2016-09 09-01→10-10 | +2.83% | 标普500 513500.SH +4.5% 国债 511010.SH +0.46% 美股油气上游 162411.SZ +3.43% | 0.333 | ＋美股油气上游 / －黄金 |
| 2016-08 08-01→09-01 | -0.88% | 标普500 513500.SH -0.57% 国债 511010.SH +0.01% 黄金 518880.SH -2.16% | 0 | |
| 2016-07 07-01→08-01 | +3.4% | 标普500 513500.SH +8.89% 国债 511010.SH +0.71% 黄金 518880.SH +0.66% | 0 | |
| 2016-06 06-01→07-01 | +4.25% | 标普500 513500.SH +1.17% 国债 511010.SH +0.85% 黄金 518880.SH +10.82% | 0 | |
| 2016-05 05-03→06-01 | -0.58% | 标普500 513500.SH +2.73% 国债 511010.SH +0.14% 黄金 518880.SH -4.55% | 0 | |
| 2016-04 04-01→05-03 | +2.31% | 标普500 513500.SH +2.47% 国债 511010.SH -0.89% 黄金 518880.SH +5.38% | 0 | |
| 2016-03 03-01→04-01 | +0.47% | 标普500 513500.SH +2.62% 国债 511010.SH +1.1% 黄金 518880.SH -2.36% | 0 | |
| 2016-02 02-01→03-01 | +4.06% | 标普500 513500.SH +1.54% 国债 511010.SH +0.66% 黄金 518880.SH +10.2% | 0.333 | ＋标普500 / －纳指 |
| 2016-01 01-04→02-01 | -0.25% | 纳指 513100.SH -6.78% 国债 511010.SH +0.27% 黄金 518880.SH +5.86% | 0 | |
| 2015-12 12-01→01-04 | +1.13% | 纳指 513100.SH +0.7% 国债 511010.SH +0.99% 黄金 518880.SH +1.58% | 0 | |
| 2015-11 11-02→12-01 | -1.25% | 纳指 513100.SH +1.93% 国债 511010.SH -0.37% 黄金 518880.SH -5.3% | 0 | |
| 2015-10 10-08→11-02 | +2.48% | 纳指 513100.SH +7.55% 国债 511010.SH +0.24% 黄金 518880.SH -0.26% | 0 | |
| 2015-09 09-01→10-08 | +0.17% | 纳指 513100.SH +1.19% 国债 511010.SH -0.5% 黄金 518880.SH -0.34% | 0 | |
| 2015-08 08-03→09-01 | +0.49% | 纳指 513100.SH -6.68% 国债 511010.SH +0.68% 黄金 518880.SH +7.54% | 0.667 | ＋纳指、黄金 / －红利、中证500 |
| 2015-07 07-01→08-03 | -4.1% | 红利 510880.SH -6.49% 国债 511010.SH +2.19% 中证500 510500.SH -10.22% | 0 | 挡 纳指、黄金、纳指、黄金 |
| 2015-06 06-01→07-01 | -11.64% | 红利 510880.SH -12.44% 国债 511010.SH +0.26% 中证500 510500.SH -22.42% | 0 | 挡 纳指、医药、纳指、医药 |
| 2015-05 05-04→06-01 | +10.44% | 红利 510880.SH +7.31% 国债 511010.SH -1.04% 中证500 510500.SH +25.9% | 0 | |
| 2015-04 04-01→05-04 | +12.35% | 红利 510880.SH +18.32% 国债 511010.SH +1.42% 中证500 510500.SH +308.64% | 0 | |
| 2015-03 03-02→04-01 | +12.41% | 红利 510880.SH +17.97% 国债 511010.SH -0.93% 中证500 510500.SH +21.24% | 0 | 挡 消费、纳指 |
| 2015-02 02-02→03-02 | +5.2% | 红利 510880.SH +5.03% 国债 511010.SH +0.9% 中证500 510500.SH +9.71% | 0 | 挡 恒生、电子 |
| 2015-01 01-05→02-02 | -2.2% | 红利 510880.SH -12.38% 国债 511010.SH +2.09% 中证500 510500.SH +4.1% | 0 | 挡 沪深300、标普500 |
| 2014-12 12-01→01-05 | +9.01% | 红利 510880.SH +25.5% 国债 511010.SH -0.89% 中证500 510500.SH +3.49% | 0 | |
| 2014-11 11-03→12-01 | +5.25% | 红利 510880.SH +11.35% 国债 511010.SH +1.16% 中证500 510500.SH +3.47% | 0.333 | ＋红利 / －恒生 |
| 2014-10 10-08→11-03 | +0.97% | 恒生 159920.SZ +0.27% 国债 511010.SH +1.92% 中证500 510500.SH +0.57% | 0 | 挡 医药 |
| 2014-09 09-01→10-08 | +2.67% | 恒生 159920.SZ -3.59% 国债 511010.SH +1.03% 中证500 510500.SH +10.98% | 0 | |
| 2014-08 08-01→09-01 | +2.55% | 恒生 159920.SZ +0.62% 国债 511010.SH +0.26% 中证500 510500.SH +6.84% | 0 | |
| 2014-07 07-01→08-01 | +4.29% | 恒生 159920.SZ +6.07% 国债 511010.SH +0.01% 中证500 510500.SH +6.85% | 0 | |
| 2014-06 06-03→07-01 | +1.25% | 恒生 159920.SZ +0.09% 国债 511010.SH -0.2% 中证500 510500.SH +3.84% | 0 | |
| 2014-05 05-05→06-03 | +2.78% | 恒生 159920.SZ +6.36% 国债 511010.SH +1.25% 中证500 510500.SH +0.75% | 0 | |
| 2014-04 04-01→05-05 | -0.8% | 恒生 159920.SZ -1.08% 国债 511010.SH +1.28% 中证500 510500.SH -2.66% | 0 | |
| 2014-03 03-03→04-01 | -1.45% | 恒生 159920.SZ -0.1% 国债 511010.SH -0.36% 中证500 510500.SH -3.88% | 0.333 | ＋恒生 / －电子 |
| 2014-02 02-07→03-03 | +0.46% | 电子 159909.SZ -1.73% 国债 511010.SH +0.82% 中证500 510500.SH +2.35% | 0.667 | ＋国债、中证500 / －恒生、消费 |
| 2014-01 01-02→02-07 | -0.4% | 电子 159909.SZ +6.72% 恒生 159920.SZ -6.68% 消费 510150.SH -1.11% | 0 | |
| 2013-12 12-02→01-02 | -1.34% | 电子 159909.SZ -0.79% 恒生 159920.SZ -3.91% 消费 510150.SH -1.46% | 0 | |
| 2013-11 11-01→12-02 | +3.23% | 电子 159909.SZ +5.14% 恒生 159920.SZ +2.58% 消费 510150.SH +1.86% | 0 | |
| 2013-10 10-08→11-01 | -5.06% | 电子 159909.SZ -9.75% 恒生 159920.SZ +0.48% 消费 510150.SH -5.85% | 0 | |
| 2013-09 09-02→10-08 | +7.21% | 电子 159909.SZ +7.32% 恒生 159920.SZ +4.82% 消费 510150.SH +9.46% | 0.333 | ＋恒生 / －深证100 |
| 2013-08 08-01→09-02 | +2.46% | 电子 159909.SZ +2.16% 深证100 159901.SZ +2.89% 消费 510150.SH +2.27% | 0.333 | ＋深证100 / －美股油气上游 |
| 2013-07 07-01→08-01 | +7.71% | 电子 159909.SZ +11.71% 美股油气上游 162411.SZ +2.2% 消费 510150.SH +2.65% | 0.333 | ＋美股油气上游 / －深证100 |
| 2013-06 06-03→07-01 | -9.11% | 电子 159909.SZ -5.69% 深证100 159901.SZ -14.86% 消费 510150.SH -6.58% | 0.333 | ＋深证100 / －红利 |
| 2013-05 05-02→06-03 | +8.28% | 电子 159909.SZ +11.71% 红利 510880.SH +4.45% 消费 510150.SH +8.61% | 0 | |
| 2013-04 04-01→05-02 | +0.6% | 电子 159909.SZ +4.51% 红利 510880.SH -0.84% 消费 510150.SH -1.92% | 0 | |
| 2013-03 03-01→04-01 | -1.72% | 电子 159909.SZ +3.81% 红利 510880.SH -6.63% 消费 510150.SH -2.23% | 0.333 | ＋电子 / －上证50 |
| 2013-02 02-01→03-01 | -2.51% | 上证50 510050.SH -5.08% 红利 510880.SH -5.34% 消费 510150.SH +2.98% | 0 | |
| 2013-01 01-04→02-01 | +8.94% | 上证50 510050.SH +9.69% 红利 510880.SH +12.73% 消费 510150.SH +4.77% | 1 | ＋上证50、红利、消费 |
站点 ETF 动量基线 + dual-pass 双门控（short-rev∧rs-bench）：新买须同时过两关——① 信号日 10 日收益 ≥ +8% 则拦（短反转）；② 信号日相对「沪深300」的 63 日超额 ≤ 0 则拦（相对强度）。已持豁免；NaN 不拦；首月无门控；门控后 unique<3 回退无门控基线终仓。不叠 max-1 / entry-confirm；与秩稳定 / 反转rev5 / 隔夜门控分账。成本=换手×0.1%。起点 20261026 收盘，虚拟 1,000,000 元。只记账不下单。
纸面按月初首个交易日收盘成交；研究影子与基线分账，不叠多层；IS/OOS 数字来自冻结研究 etf_gate_combo_20261026_23，影子期继续盯 OOS；只记账不下单、不改实盘。单腿 short-rev / rs-bench 已研究，本账只记 dual-pass。 影子对照同一基线，满约 12 个月再评估；不改实盘、不连券商。