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虚拟 1,000,000 元 · 起点 2026-10-23 收盘 · 更新于 2026-10-23 · 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 + 新买秩稳定 BAND=6 | 13.9% | 1.03 | -24.9% | 1.12 | 0.85 |
| 站点基线 52周高 top3 | 12.5% | 0.87 | -31.6% | 1.24 | 0.23 |
| 期间 | 当期收益 | 持仓 | 换手/门控 | 变动 / 挡住 |
|---|---|---|---|---|
| 2026-10 10-08→10-23 账本 | -0.62% | 银行 512700.SH -1.36% 农业 159825.SZ -0.84% 国债 511010.SH +0.32% | 0.333 | ＋银行 / －红利 挡 沪港深创新药 |
| 2026-09 09-01→10-08 | -2.92% | 红利 510880.SH -1.9% 农业 159825.SZ -6.9% 国债 511010.SH +0.1% | 0.333 | ＋红利 / －中证2000 挡 豆粕 |
| 2026-08 08-03→09-01 | +6.06% | 中证2000 563300.SH +12.57% 农业 159825.SZ +5.49% 国债 511010.SH +0.16% | 0 | 挡 A股红利低波(标普)、标普500、A股红利低波(标普)、标普500、国债 |
| 2026-07 07-01→08-03 | -5.47% | 中证2000 563300.SH -21.02% 农业 159825.SZ +5.81% 国债 511010.SH +0.23% | 0 | 挡 半导体、科创50、美股生物科技、半导体、美股生物科技 |
| 2026-06 06-01→07-01 | -0.48% | 中证2000 563300.SH +5.09% 农业 159825.SZ -6.52% 国债 511010.SH -0.03% | 0 | 挡 电力、日经、电力、日经、国债 |
| 2026-05 05-06→06-01 | -5.17% | 中证2000 563300.SH -2.27% 农业 159825.SZ -13.41% 国债 511010.SH +0.49% | 0 | 挡 半导体、沪深300 |
| 2026-04 04-01→05-06 | +4.14% | 中证2000 563300.SH +9.97% 农业 159825.SZ +2.16% 国债 511010.SH +0.3% | 0 | 挡 A股红利低波(标普)、化工、A股红利低波(标普)、化工、国债 |
| 2026-03 03-02→04-01 | -3.62% | 中证2000 563300.SH -6.11% 农业 159825.SZ -5.02% 国债 511010.SH +0.09% | 0.333 | ＋农业 / －银行 挡 电力、中证2000 |
| 2026-02 02-02→03-02 | +2.09% | 中证2000 563300.SH +5.77% 银行 512700.SH +0.2% 国债 511010.SH +0.28% | 0 | 挡 农业、农业、创业板50 |
| 2026-01 01-05→02-02 | -0.27% | 中证2000 563300.SH +4.68% 银行 512700.SH -5.66% 国债 511010.SH +0.33% | 0.333 | ＋中证2000 / －美股生物科技 挡 军工、军工 |
| 2025-12 12-01→01-05 | -0.68% | 美股生物科技 161127.SZ +0.23% 银行 512700.SH -2.43% 国债 511010.SH +0.03% | 0.333 | ＋美股生物科技 / －沪深300 挡 标普500 |
| 2025-11 11-03→12-01 | +0.3% | 沪深300 510300.SH -1.6% 银行 512700.SH +2.47% 国债 511010.SH -0.04% | 0 | 挡 全球芯片(美股为主)、中概互联(港美)、全球芯片(美股为主)、中概互联(港美)、国债 |
| 2025-10 10-09→11-03 | +1.62% | 沪深300 510300.SH -1.1% 银行 512700.SH +5.67% 国债 511010.SH +0.36% | 0.333 | ＋沪深300 / －港股医疗 挡 半导体、半导体、纳指 |
| 2025-09 09-01→10-09 | -2.03% | 港股医疗 513060.SH -0.68% 银行 512700.SH -5.82% 国债 511010.SH +0.22% | 0 | 挡 沪深300、稀土、电池、沪深300、稀土、电池 |
| 2025-08 08-01→09-01 | +1.71% | 港股医疗 513060.SH +8.27% 银行 512700.SH -3.14% 国债 511010.SH -0.04% | 0 | 挡 全球芯片(美股为主)、纳指、全球芯片(美股为主)、纳指 |
| 2025-07 07-01→08-01 | +5.2% | 港股医疗 513060.SH +18.36% 银行 512700.SH -1.77% 国债 511010.SH -0.22% | 0 | 挡 中韩半导体、稀土、中韩半导体、稀土 |
| 2025-06 06-03→07-01 | +5.28% | 港股医疗 513060.SH +9.58% 银行 512700.SH +5.67% 国债 511010.SH +0.4% | 0 | |
| 2025-05 05-06→06-03 | +4.8% | 港股医疗 513060.SH +6.31% 银行 512700.SH +8.22% 国债 511010.SH -0.1% | 0.333 | ＋港股医疗 / －黄金 |
| 2025-04 04-01→05-06 | +3.06% | 黄金 518880.SH +7.88% 银行 512700.SH +0.39% 国债 511010.SH +0.73% | 0 | |
| 2025-03 03-03→04-01 | +3.59% | 黄金 518880.SH +9.38% 银行 512700.SH +1.87% 国债 511010.SH -0.3% | 0 | 挡 工程机械 |
| 2025-02 02-05→03-03 | +0.02% | 黄金 518880.SH +0.19% 银行 512700.SH +0.54% 国债 511010.SH -0.61% | 0.333 | ＋银行 / －港股证券 挡 黄金 |
| 2025-01 01-02→02-05 | +3.65% | 黄金 518880.SH +7.73% 港股证券 513090.SH +3.09% 国债 511010.SH +0.03% | 0 | 挡 港股低波红利、港股低波红利、银行 |
| 2024-12 12-02→01-02 | -1.51% | 黄金 518880.SH +1.79% 港股证券 513090.SH -7.41% 国债 511010.SH +1.12% | 0 | 挡 标普500、传媒、标普500、传媒 |
| 2024-11 11-01→12-02 | +1.1% | 黄金 518880.SH -2.96% 港股证券 513090.SH +4.84% 国债 511010.SH +0.87% | 0.333 | ＋港股证券 / －标普500 挡 国债、黄金 |
| 2024-10 10-08→11-01 | +3.56% | 黄金 518880.SH +5.9% 标普500 513500.SH +4.12% 国债 511010.SH +0.61% | 0 | 挡 沪深300、证券、通信 |
| 2024-09 09-02→10-08 | -0.56% | 黄金 518880.SH +4.06% 标普500 513500.SH -5.3% 国债 511010.SH -0.23% | 0.333 | ＋黄金 / －A股红利低波(标普) 挡 保险 |
| 2024-08 08-01→09-02 | -0.38% | A股红利低波(标普) 515450.SH -2.91% 标普500 513500.SH +1.37% 国债 511010.SH +0.16% | 0 | 挡 黄金 |
| 2024-07 07-01→08-01 | -0.18% | A股红利低波(标普) 515450.SH -1.81% 标普500 513500.SH +0.25% 国债 511010.SH +0.89% | 0 | 挡 标普500 |
| 2024-06 06-03→07-01 | +2.73% | A股红利低波(标普) 515450.SH +0.8% 标普500 513500.SH +7.19% 国债 511010.SH +0.38% | 0.333 | ＋A股红利低波(标普) / －黄金 |
| 2024-05 05-06→06-03 | +1.89% | 黄金 518880.SH +0.8% 标普500 513500.SH +4.32% 国债 511010.SH +0.47% | 0 | 挡 银行、银行、中概互联(港美) |
| 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 | 挡 中韩半导体、原油 |
| 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 | +2.5% | 黄金 518880.SH -0.02% 标普500 513500.SH +7.29% 国债 511010.SH +0.34% | 0 | |
| 2024-01 01-02→02-01 | +1.29% | 黄金 518880.SH +0.04% 标普500 513500.SH +3.3% 国债 511010.SH +0.62% | 0.333 | ＋标普500 / －A股红利低波(标普) |
| 2023-12 12-01→01-02 | +0.53% | 黄金 518880.SH +1.68% A股红利低波(标普) 515450.SH -0.9% 国债 511010.SH +0.8% | 0 | 挡 中韩半导体 |
| 2023-11 11-01→12-01 | -0.27% | 黄金 518880.SH -0.3% A股红利低波(标普) 515450.SH -0.52% 国债 511010.SH +0.08% | 0.333 | ＋A股红利低波(标普) / －纳指 |
| 2023-10 10-09→11-01 | +0.67% | 黄金 518880.SH +4.49% 纳指 513100.SH -2.46% 国债 511010.SH +0.08% | 0.333 | ＋黄金 / －红利低波 挡 A股红利低波(标普)、A股红利低波(标普) |
| 2023-09 09-01→10-09 | -0.88% | 红利低波 512890.SH +1.28% 纳指 513100.SH -3.78% 国债 511010.SH -0.16% | 0 | 挡 豆粕、标普500 |
| 2023-08 08-01→09-01 | -1.36% | 红利低波 512890.SH -3.3% 纳指 513100.SH -1.21% 国债 511010.SH +0.29% | 0 | 挡 A股红利低波(标普)、港股证券、恒生科技 |
| 2023-07 07-03→08-01 | +2.78% | 红利低波 512890.SH +5.1% 纳指 513100.SH +3.13% 国债 511010.SH +0.18% | 0.333 | ＋纳指 / －日经 挡 机器人 |
| 2023-06 06-01→07-03 | +2.19% | 红利低波 512890.SH -0.54% 日经 513520.SH +6.82% 国债 511010.SH +0.2% | 0 | 挡 黄金、纳指、黄金 |
| 2023-05 05-04→06-01 | +0.37% | 红利低波 512890.SH -6.27% 日经 513520.SH +6.09% 国债 511010.SH +0.83% | 0.333 | ＋日经 / －豆粕 挡 红利低波 |
| 2023-04 04-03→05-04 | +1.88% | 红利低波 512890.SH +10.38% 豆粕 159985.SZ -4.93% 国债 511010.SH +0.6% | 0 | 挡 云计算、传媒 |
| 2023-03 03-01→04-03 | -0.41% | 红利低波 512890.SH +1.82% 豆粕 159985.SZ -3.5% 国债 511010.SH +0.39% | 0 | |
| 2023-02 02-01→03-01 | -0.01% | 红利低波 512890.SH +3.65% 豆粕 159985.SZ -3.67% 国债 511010.SH +0.06% | 0 | |
| 2023-01 01-03→02-01 | +0.59% | 红利低波 512890.SH +3.28% 豆粕 159985.SZ -1.39% 国债 511010.SH -0.14% | 0 | |
| 2022-12 12-01→01-03 | +1.4% | 红利低波 512890.SH -4.2% 豆粕 159985.SZ +8.28% 国债 511010.SH +0.38% | 0 | |
| 2022-11 11-01→12-01 | +3.53% | 红利低波 512890.SH +10% 豆粕 159985.SZ +1.47% 国债 511010.SH -0.74% | 0 | 挡 美股油气上游 |
| 2022-10 10-10→11-01 | -1.33% | 红利低波 512890.SH -7.36% 豆粕 159985.SZ +3.09% 国债 511010.SH +0.42% | 0 | |
| 2022-09 09-01→10-10 | +2.37% | 红利低波 512890.SH -1.41% 豆粕 159985.SZ +9.07% 国债 511010.SH -0.41% | 0.333 | ＋豆粕 / －美股油气上游 |
| 2022-08 08-01→09-01 | +4.43% | 红利低波 512890.SH +4.53% 美股油气上游 162411.SZ +7.85% 国债 511010.SH +0.64% | 0 | 挡 豆粕 |
| 2022-07 07-01→08-01 | +3.41% | 红利低波 512890.SH -3.66% 美股油气上游 162411.SZ +13.53% 国债 511010.SH +0.62% | 0.333 | ＋红利低波 / －豆粕 挡 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 | 挡 黄金 |
| 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 / －标普500、游戏 |
| 2022-02 02-07→03-01 | -1.92% | 标普500 513500.SH -3.27% 游戏 159869.SZ -2.3% 国债 511010.SH -0.44% | 0 | 挡 豆粕、A股红利低波(标普)、豆粕、A股红利低波(标普) |
| 2022-01 01-04→02-07 | -9.07% | 标普500 513500.SH -7.04% 游戏 159869.SZ -20.03% 国债 511010.SH +0.74% | 0.333 | ＋游戏 / －环保 挡 人工智能 |
| 2021-12 12-01→01-04 | -0.75% | 标普500 513500.SH +4.28% 环保 512580.SH -7.16% 国债 511010.SH +0.76% | 0 | 挡 中证1000、军工 |
| 2021-11 11-01→12-01 | -0.71% | 标普500 513500.SH -0.5% 环保 512580.SH -2.26% 国债 511010.SH +0.56% | 0.333 | ＋环保 / －化工 挡 新能源 |
| 2021-10 10-08→11-01 | -1.71% | 标普500 513500.SH +4.14% 化工 159981.SZ -9.99% 国债 511010.SH -0.3% | 0 | 挡 国债、化工、A股红利低波(标普) |
| 2021-09 09-01→10-08 | +7.1% | 标普500 513500.SH -3.53% 化工 159981.SZ +26.61% 国债 511010.SH +0.04% | 0 | 挡 中证500、煤炭、红利 |
| 2021-08 08-02→09-01 | +1.26% | 标普500 513500.SH +2.77% 化工 159981.SZ +1.02% 国债 511010.SH -0.06% | 0.333 | ＋国债 / －红利低波 挡 半导体、化工 |
| 2021-07 07-01→08-02 | +1.8% | 标普500 513500.SH +3.09% 化工 159981.SZ +9% 红利低波 512890.SH -6.35% | 0 | 挡 国债、芯片、创业板、国债、芯片、创业板 |
| 2021-06 06-01→07-01 | +0.81% | 标普500 513500.SH +3.51% 化工 159981.SZ +0.4% 红利低波 512890.SH -1.56% | 0 | 挡 新能源、新能源、中证500 |
| 2021-05 05-06→06-01 | +1.21% | 标普500 513500.SH -1.25% 化工 159981.SZ -0.87% 红利低波 512890.SH +5.78% | 0.667 | ＋标普500、红利低波 / －A股红利低波(标普)、国债 |
| 2021-04 04-01→05-06 | +3.99% | A股红利低波(标普) 515450.SH -2.48% 化工 159981.SZ +14.52% 国债 511010.SH +0.6% | 0.333 | ＋化工 / －日经 挡 标普500、标普500 |
| 2021-03 03-01→04-01 | +0.84% | A股红利低波(标普) 515450.SH +5.21% 日经 513520.SH -2.8% 国债 511010.SH +0.33% | 0.667 | ＋A股红利低波(标普)、国债 / －豆粕、医药 挡 化工 |
| 2021-02 02-01→03-01 | -0.53% | 豆粕 159985.SZ -1.49% 日经 513520.SH +4.09% 医药 510660.SH -4.44% | 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 |
| 2021-01 01-04→02-01 | +1.9% | 豆粕 159985.SZ -0.16% 日经 513520.SH +0.63% 医药 510660.SH +4.74% | 0 | 挡 医疗、消费 |
| 2020-12 12-01→01-04 | +7.11% | 豆粕 159985.SZ +10.28% 日经 513520.SH +0.8% 医药 510660.SH +10.33% | 0.333 | ＋日经 / －消费 挡 美股生物科技、银行 |
| 2020-11 11-02→12-01 | +1.48% | 豆粕 159985.SZ +4.61% 消费 510150.SH +1.62% 医药 510660.SH -1.9% | 0 | 挡 医疗、深证100 |
| 2020-10 10-09→11-02 | -0.98% | 豆粕 159985.SZ -2.89% 消费 510150.SH +0.78% 医药 510660.SH -0.86% | 0.333 | ＋豆粕 / －黄金 挡 日经、环保、日经、环保 |
| 2020-09 09-01→10-09 | -4.55% | 黄金 518880.SH -4.75% 消费 510150.SH -4.24% 医药 510660.SH -4.9% | 0 | 挡 纳指、沪深300 |
| 2020-08 08-03→09-01 | +1.73% | 黄金 518880.SH -0.74% 消费 510150.SH +4.62% 医药 510660.SH +1.21% | 0 | 挡 消费、生物科技、黄金 |
| 2020-07 07-01→08-03 | +14.98% | 黄金 518880.SH +6.63% 消费 510150.SH +20.2% 医药 510660.SH +18.02% | 0.333 | ＋医药 / －国债 挡 中证500、计算机 |
| 2020-06 06-01→07-01 | +4.41% | 黄金 518880.SH +1.13% 消费 510150.SH +13.88% 国债 511010.SH -1.26% | 0 | 挡 医药 |
| 2020-05 05-06→06-01 | +2.56% | 黄金 518880.SH +4.12% 消费 510150.SH +5.62% 国债 511010.SH -1.95% | 0.333 | ＋消费 / －标普500 |
| 2020-04 04-01→05-06 | +7% | 黄金 518880.SH +6.04% 标普500 513500.SH +12.87% 国债 511010.SH +2.23% | 0.333 | ＋黄金 / －计算机 挡 医药 |
| 2020-03 03-02→04-01 | -9.42% | 计算机 159958.SZ -12.66% 标普500 513500.SH -16.63% 国债 511010.SH +1.38% | 0 | 挡 黄金、消费、黄金、消费 |
| 2020-02 02-03→03-02 | +5.14% | 计算机 159958.SZ +18.77% 标普500 513500.SH -2.17% 国债 511010.SH -0.69% | 0.333 | ＋计算机 / －上证50 挡 纳指 |
| 2020-01 01-02→02-03 | -3.48% | 上证50 510050.SH -12.14% 标普500 513500.SH -0.66% 国债 511010.SH +2.7% | 0 | 挡 沪深300、计算机 |
| 2019-12 12-02→01-02 | +2.58% | 上证50 510050.SH +6.35% 标普500 513500.SH +1.04% 国债 511010.SH +0.37% | 0 | 挡 美股生物科技 |
| 2019-11 11-01→12-02 | +0.81% | 上证50 510050.SH -3.53% 标普500 513500.SH +5.35% 国债 511010.SH +0.77% | 0 | 挡 深证100 |
| 2019-10 10-08→11-01 | +1.69% | 上证50 510050.SH +2.83% 标普500 513500.SH +2.51% 国债 511010.SH -0.28% | 0 | 挡 银行 |
| 2019-09 09-02→10-08 | +0.53% | 上证50 510050.SH +0.95% 标普500 513500.SH +0.41% 国债 511010.SH +0.17% | 0 | 挡 消费 |
| 2019-08 08-01→09-02 | +0.51% | 上证50 510050.SH +0.17% 标普500 513500.SH +0.88% 国债 511010.SH +0.33% | 0 | |
| 2019-07 07-01→08-01 | -0.51% | 上证50 510050.SH -2.81% 标普500 513500.SH +0.78% 国债 511010.SH +0.49% | 0 | |
| 2019-06 06-03→07-01 | +6.34% | 上证50 510050.SH +10.22% 标普500 513500.SH +8.76% 国债 511010.SH +0.16% | 0 | 挡 黄金、黄金 |
| 2019-05 05-06→06-03 | -1.58% | 上证50 510050.SH -1.69% 标普500 513500.SH -3.94% 国债 511010.SH +0.77% | 0 | 挡 纳指、银行 |
| 2019-04 04-01→05-06 | -0.22% | 上证50 510050.SH -3.03% 标普500 513500.SH +2.93% 国债 511010.SH -0.55% | 0.333 | ＋上证50 / －黄金 挡 红利、红利 |
| 2019-03 03-01→04-01 | +0.32% | 黄金 518880.SH -1.34% 标普500 513500.SH +1.95% 国债 511010.SH +0.27% | 0 | 挡 银行 |
| 2019-02 02-01→03-01 | +0.6% | 黄金 518880.SH -0.91% 标普500 513500.SH +3.08% 国债 511010.SH -0.35% | 0 | |
| 2019-01 01-02→02-01 | +2.82% | 黄金 518880.SH +0.53% 标普500 513500.SH +7.5% 国债 511010.SH +0.48% | 0 | |
| 2018-12 12-03→01-02 | -2.55% | 黄金 518880.SH +4.3% 标普500 513500.SH -12.61% 国债 511010.SH +1.24% | 0 | |
| 2018-11 11-01→12-03 | +1.01% | 黄金 518880.SH -0.37% 标普500 513500.SH +3.15% 国债 511010.SH +0.39% | 0.667 | ＋黄金、标普500 / －美股油气上游、纳指 |
| 2018-10 10-08→11-01 | -7.2% | 美股油气上游 162411.SZ -15.48% 纳指 513100.SH -6.09% 国债 511010.SH +0.34% | 0 | |
| 2018-09 09-03→10-08 | +0.66% | 美股油气上游 162411.SZ +3.69% 纳指 513100.SH -2.37% 国债 511010.SH +0.61% | 0 | |
| 2018-08 08-01→09-03 | +1.03% | 美股油气上游 162411.SZ -1.4% 纳指 513100.SH +4.78% 国债 511010.SH -0.35% | 0 | |
| 2018-07 07-02→08-01 | +3.98% | 美股油气上游 162411.SZ +3.78% 纳指 513100.SH +7.39% 国债 511010.SH +0.77% | 0.333 | ＋美股油气上游 / －消费 挡 标普500 |
| 2018-06 06-01→07-02 | -0.8% | 消费 510150.SH -6.91% 纳指 513100.SH +4.1% 国债 511010.SH +0.58% | 0.333 | ＋纳指 / －医药 |
| 2018-05 05-02→06-01 | +4.83% | 消费 510150.SH +7.34% 医药 510660.SH +7.03% 国债 511010.SH -0.08% | 0 | 挡 美股油气上游 |
| 2018-04 04-02→05-02 | -0.83% | 消费 510150.SH -3.49% 医药 510660.SH +0.1% 国债 511010.SH +0.97% | 0.667 | ＋消费、医药 / －纳指、美股生物科技 |
| 2018-03 03-01→04-02 | -2.02% | 纳指 513100.SH -4.85% 美股生物科技 161127.SZ -1.58% 国债 511010.SH +0.27% | 0 | 挡 消费 |
| 2018-02 02-01→03-01 | -1.29% | 纳指 513100.SH -0.74% 美股生物科技 161127.SZ -4.25% 国债 511010.SH +0.94% | 0.333 | ＋美股生物科技 / －医药 |
| 2018-01 01-02→02-01 | +0.25% | 纳指 513100.SH +3.92% 医药 510660.SH -3.38% 国债 511010.SH +0.32% | 0.333 | ＋国债 / －红利 挡 美股生物科技 |
| 2017-12 12-01→01-02 | +1.34% | 纳指 513100.SH -1.03% 医药 510660.SH +3.21% 红利 510880.SH +1.84% | 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% 医药 510660.SH -1.82% 红利 510880.SH +0.49% | 0 | 挡 纳指 |
| 2017-10 10-09→11-01 | +3.58% | 深证100 159901.SZ +3.42% 医药 510660.SH +6.8% 红利 510880.SH +0.56% | 0 | 挡 医药 |
| 2017-09 09-01→10-09 | +3.33% | 深证100 159901.SZ +4.7% 医药 510660.SH +3.92% 红利 510880.SH +1.46% | 0.333 | ＋深证100 / －创业板 |
| 2017-08 08-01→09-01 | +3.16% | 创业板 159908.SZ +6.87% 医药 510660.SH +2.93% 红利 510880.SH -0.4% | 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% 医药 510660.SH -4.66% 红利 510880.SH +3.88% | 0 | 挡 沪深300 |
| 2017-06 06-01→07-03 | +1.78% | 纳指 513100.SH -3.35% 医药 510660.SH +5.02% 红利 510880.SH +3.78% | 0 | 挡 上证50 |
| 2017-05 05-02→06-01 | +2.54% | 纳指 513100.SH +2.2% 医药 510660.SH +1.68% 红利 510880.SH +3.77% | 0.333 | ＋医药 / －国债 |
| 2017-04 04-05→05-02 | -0.3% | 纳指 513100.SH +2.61% 国债 511010.SH -0.69% 红利 510880.SH -2.8% | 0 | |
| 2017-03 03-01→04-05 | +1.31% | 纳指 513100.SH +2.21% 国债 511010.SH -0.31% 红利 510880.SH +1.9% | 0 | 挡 医药 |
| 2017-02 02-03→03-01 | +2.39% | 纳指 513100.SH +4.23% 国债 511010.SH +0.3% 红利 510880.SH +2.75% | 0.333 | ＋红利 / －黄金 |
| 2017-01 01-03→02-03 | +1.85% | 纳指 513100.SH +3.72% 国债 511010.SH +0.1% 黄金 518880.SH +1.83% | 0.333 | ＋纳指 / －标普500 挡 美股油气上游 |
| 2016-12 12-01→01-03 | -4.94% | 标普500 513500.SH -13.78% 国债 511010.SH -0.86% 黄金 518880.SH -0.53% | 0 | 挡 上证50 |
| 2016-11 11-01→12-01 | +1.18% | 标普500 513500.SH +11.24% 国债 511010.SH -1.61% 黄金 518880.SH -5.68% | 0 | |
| 2016-10 10-10→11-01 | +1.97% | 标普500 513500.SH +3.35% 国债 511010.SH +0.29% 黄金 518880.SH +2.27% | 0 | 挡 黄金 |
| 2016-09 09-01→10-10 | +0.73% | 标普500 513500.SH +4.5% 国债 511010.SH +0.46% 黄金 518880.SH -2.77% | 0 | 挡 美股油气上游 |
| 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 | +0.52% | 纳指 513100.SH -6.68% 国债 511010.SH +0.68% 黄金 518880.SH +7.54% | 0.333 | ＋黄金 / －中证500 |
| 2015-07 07-01→08-03 | +0.04% | 纳指 513100.SH +6.11% 国债 511010.SH +2.19% 中证500 510500.SH -10.22% | 0.333 | ＋纳指 / －医药 挡 黄金 |
| 2015-06 06-01→07-01 | -12.94% | 医药 510660.SH -16.12% 国债 511010.SH +0.26% 中证500 510500.SH -22.42% | 0.333 | ＋医药 / －消费 挡 纳指、纳指 |
| 2015-05 05-04→06-01 | +11.62% | 消费 510150.SH +10.72% 国债 511010.SH -1.04% 中证500 510500.SH +25.9% | 0 | 挡 国债 |
| 2015-04 04-01→05-04 | +12.02% | 消费 510150.SH +14.75% 国债 511010.SH +1.42% 中证500 510500.SH +308.64% | 0.333 | ＋消费 / －纳指 挡 恒生、创业板 |
| 2015-03 03-02→04-01 | +5.41% | 纳指 513100.SH -2.55% 国债 511010.SH -0.93% 中证500 510500.SH +21.24% | 0.667 | ＋纳指、中证500 / －红利、沪深300 挡 消费 |
| 2015-02 02-02→03-02 | +4.41% | 红利 510880.SH +5.03% 国债 511010.SH +0.9% 沪深300 510300.SH +7.27% | 0 | 挡 恒生、电子、恒生、电子 |
| 2015-01 01-05→02-02 | -6.6% | 红利 510880.SH -12.38% 国债 511010.SH +2.09% 沪深300 510300.SH -9.33% | 0.333 | ＋沪深300 / －中证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 / －医药 挡 沪深300 |
| 2014-10 10-08→11-03 | +0.33% | 医药 510660.SH -1.45% 国债 511010.SH +1.92% 中证500 510500.SH +0.57% | 0.333 | ＋医药 / －恒生 |
| 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 | +2.49% | 电子 159909.SZ +2.16% 深证100 159901.SZ +2.89% 消费 510150.SH +2.27% | 0 | |
| 2013-07 07-01→08-01 | +6.09% | 电子 159909.SZ +11.71% 深证100 159901.SZ +3.94% 消费 510150.SH +2.65% | 0 | 挡 美股油气上游 |
| 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 + 新买秩稳定门控 BAND=6：挑战者（初始建仓或钝化换入）须在上一再平衡月信号日的 52w nearness 排名 ≤6 才允许换入；已持仓不受本门控影响；凑不满 top3 时回退无门控。与 skip-1m / 反转 / 隔夜门控分账，不叠加。成本=换手×0.1%。起点 20261023 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，影子期继续盯 OOS；只记账不下单、不改实盘。 影子对照同一基线，满约 12 个月再评估；不改实盘、不连券商。