红利低波动与创成长的趋势策略,二者的相关性低,取动量大者持有。
年化收益:0.126
最大回撤:-0.262
夏普比率:0.691
卡玛比率:0.48
基准:
年化收益:0.0
最大回撤:-0.466
夏普比率:0.149
卡玛比率:0.0
订单明细
日期 交易类型 代码 份额 价格
20240611 卖出 H30269.CSI -507.0 10903.0018
20240607 买入 H30269.CSI 507.0 11110.0798
20240606 卖出 H30269.CSI -511.0 11027.9388
20240524 卖出 399296.SZ -1413.0 4049.8295
20240513 买入 399296.SZ 1413.0 4188.2791
20240510 卖出 399296.SZ -1391.0 4224.739
20240508 买入 399296.SZ 1391.0 4230.5603
20240506 卖出 399296.SZ -1354.0 4321.811
20240429 买入 399296.SZ 1354.0 4302.1529
20240402 卖出 399296.SZ -1371.0 4183.957
20240401 买入 399296.SZ 1371.0 4229.2309
20240329 卖出 399296.SZ -1409.0 4106.3782
20240229 买入 399296.SZ 1409.0 4066.8224
20240228 卖出 399296.SZ -1449.0 3915.749
20240227 买入 399296.SZ 1449.0 4065.0855
20240205 买入 H30269.CSI 565.0 9813.0001
20240202 卖出 H30269.CSI -564.0 9823.6767
20240124 买入 H30269.CSI 564.0 9614.9682
20240122 卖出 H30269.CSI -583.0 9301.4607
20240103 买入 H30269.CSI 583.0 9718.842
20231213 卖出 H30269.CSI -594.0 9540.9326
20231211 买入 H30269.CSI 594.0 9560.7256
20231205 卖出 H30269.CSI -600.0 9462.0492
20231204 卖出 399296.SZ -1388.0 4160.5515
20231129 买入 399296.SZ 1388.0 4108.2039
20231127 卖出 399296.SZ -1399.0 4115.0825
20231113 买入 399296.SZ 1399.0 4269.6181
20231019 卖出 H30269.CSI -618.0 9654.9065
20231012 买入 H30269.CSI 618.0 9815.07
20231010 卖出 H30269.CSI -625.0 9715.7013
20230913 买入 H30269.CSI 625.0 9798.4856
20230912 卖出 H30269.CSI -626.0 9771.6635
20230911 买入 H30269.CSI 626.0 9789.8676
20230821 卖出 H30269.CSI -636.0 9636.3494
20230817 买入 H30269.CSI 636.0 9739.6379
20230816 卖出 H30269.CSI -636.0 9749.3976
20230815 买入 H30269.CSI 636.0 9783.7257
20230811 卖出 H30269.CSI -639.0 9728.5615
20230721 买入 H30269.CSI 639.0 9679.6147
20230714 卖出 399296.SZ -1203.0 5146.7097
20230713 买入 399296.SZ 1203.0 5150.8184
20230712 卖出 399296.SZ -1228.0 5045.2397
20230706 买入 399296.SZ 1228.0 5150.9689
20230704 卖出 399296.SZ -1203.0 5257.7691
20230630 买入 399296.SZ 1203.0 5297.8608
20230621 卖出 399296.SZ -1192.0 5345.8453
20230619 买入 399296.SZ 1192.0 5502.7581
20230529 卖出 399296.SZ -1240.0 5289.6856
20230525 买入 399296.SZ 1240.0 5408.4075
20230523 卖出 H30269.CSI -666.0 10067.5749
20230419 卖出 399296.SZ -1203.0 5635.5979
20230414 买入 399296.SZ 1203.0 5641.9311
20230403 买入 H30269.CSI 678.0 9781.0196
20230329 卖出 H30269.CSI -690.0 9610.9991
20230214 卖出 399296.SZ -1074.0 6018.5391
20230106 买入 399296.SZ 1074.0 5769.2086
20230104 卖出 399296.SZ -1112.0 5569.6764
20230103 买入 399296.SZ 1112.0 5659.0625
20221229 卖出 399296.SZ -1119.0 5623.8439
20221226 买入 399296.SZ 1119.0 5561.4854
20221221 卖出 H30269.CSI -698.0 8914.3024
20221122 买入 H30269.CSI 698.0 8885.2506
20221110 卖出 399296.SZ -1088.0 5699.1975
20221104 买入 399296.SZ 1088.0 5945.9622
20220926 卖出 H30269.CSI -713.0 9069.0898
20220825 买入 H30269.CSI 713.0 9184.3622
20220824 卖出 399296.SZ -982.0 6670.0024
20220822 买入 399296.SZ 982.0 6874.4875
20220819 卖出 399296.SZ -986.0 6797.776
20220816 买入 399296.SZ 986.0 6845.7646
20220815 卖出 H30269.CSI -755.0 8933.9994
20220812 买入 H30269.CSI 755.0 8936.1974
20220810 卖出 399296.SZ -1008.0 6698.2998
20220809 买入 399296.SZ 1008.0 6766.1774
20220722 卖出 399296.SZ -1012.0 6740.4329
20220518 买入 399296.SZ 1012.0 5777.5509
20220505 卖出 H30269.CSI -613.0 9531.3191
20220428 买入 H30269.CSI 613.0 9353.1896
20220425 卖出 H30269.CSI -626.0 9154.5243
20220401 买入 H30269.CSI 626.0 9775.9957
20220329 卖出 H30269.CSI -655.0 9343.5616
20220328 买入 H30269.CSI 655.0 9377.9524
20220322 卖出 399296.SZ -937.0 6559.842
20220321 买入 399296.SZ 937.0 6648.883
20220308 卖出 H30269.CSI -677.0 9194.7803
20220301 买入 H30269.CSI 677.0 9441.5925
20220224 卖出 H30269.CSI -684.0 9355.7761
20220216 买入 H30269.CSI 684.0 9536.9277
20220215 卖出 H30269.CSI -691.0 9430.1702
20220207 买入 H30269.CSI 691.0 9284.9419
20220128 卖出 H30269.CSI -711.0 9023.2787
20211215 卖出 399296.SZ -750.0 8406.6079
20211214 买入 399296.SZ 750.0 8456.8448
20211206 卖出 399296.SZ -755.0 8374.5108
20211015 买入 399296.SZ 755.0 7898.9993
20211013 卖出 H30269.CSI -648.0 9195.168
20210823 买入 H30269.CSI 648.0 8517.0182
20210809 卖出 399296.SZ -667.0 8274.6108
20210729 买入 399296.SZ 667.0 8281.0798
20210727 卖出 399296.SZ -718.0 7699.2452
20210603 买入 399296.SZ 718.0 7316.5137
20210602 卖出 399296.SZ -711.0 7409.8441
20210413 买入 399296.SZ 711.0 6086.6452
20210412 卖出 399296.SZ -721.0 6044.9671
20210406 买入 399296.SZ 721.0 6346.7445
20210326 买入 H30269.CSI 524.0 8628.349
20210325 卖出 H30269.CSI -528.0 8559.3358
20210222 卖出 399296.SZ -640.0 7013.6755
20201209 买入 399296.SZ 640.0 5676.2729
20201110 卖出 399296.SZ -633.0 5767.0883
20201012 买入 399296.SZ 633.0 5603.5257
20200907 卖出 H30269.CSI -430.0 8249.7288
20200812 买入 H30269.CSI 430.0 8364.4687
20200810 卖出 399296.SZ -649.0 5542.5776
20200414 买入 399296.SZ 649.0 3809.4883
20200312 卖出 399296.SZ -657.0 3768.0424
20200204 买入 399296.SZ 657.0 3471.7806
20200203 卖出 399296.SZ -689.0 3309.8679
20200109 买入 399296.SZ 689.0 3501.518
20191230 卖出 399296.SZ -725.0 3285.1896
20191219 买入 399296.SZ 725.0 3349.8261
20191218 卖出 399296.SZ -720.0 3363.5861
20191213 买入 399296.SZ 720.0 3345.0847
20191211 卖出 399296.SZ -739.0 3257.4459
20191206 买入 399296.SZ 739.0 3301.0546
20191129 卖出 399296.SZ -767.0 3181.8256
20191128 买入 399296.SZ 767.0 3215.415
20191127 卖出 399296.SZ -767.0 3213.3772
20191126 买入 399296.SZ 767.0 3233.6807
20191125 卖出 399296.SZ -779.0 3182.9714
20191028 买入 399296.SZ 779.0 3231.0958
20191023 卖出 399296.SZ -804.0 3131.5418
20191022 买入 399296.SZ 804.0 3170.455
20191011 卖出 399296.SZ -807.0 3161.125
20191010 买入 399296.SZ 807.0 3164.6758
20191008 卖出 399296.SZ -837.0 3049.5974
20190814 买入 399296.SZ 837.0 2859.0979
20190812 卖出 399296.SZ -839.0 2853.5457
20190808 买入 399296.SZ 839.0 2832.7522
20190806 卖出 399296.SZ -855.0 2779.7329
20190730 买入 399296.SZ 855.0 2885.0655
20190729 卖出 399296.SZ -863.0 2858.586
20190621 买入 399296.SZ 863.0 2743.8637
20190618 买入 H30269.CSI 285.0 8060.5256
20190613 卖出 H30269.CSI -282.0 8148.0545
20190611 买入 H30269.CSI 282.0 8266.8068
20190429 卖出 399296.SZ -817.0 2859.7644
20190424 买入 399296.SZ 817.0 2966.9835
20190402 卖出 399296.SZ -797.0 3072.1135
20190211 买入 399296.SZ 797.0 2361.4674
20190115 买入 H30269.CSI 243.0 7414.1997
20190114 卖出 H30269.CSI -245.0 7344.3511
20190107 买入 H30269.CSI 245.0 7320.4983
20190102 卖出 H30269.CSI -250.0 7189.7299
20181227 买入 H30269.CSI 250.0 7258.89
20181226 卖出 H30269.CSI -250.0 7257.3945
20181221 买入 H30269.CSI 250.0 7239.2187
20181214 卖出 H30269.CSI -247.0 7327.4539
20181212 买入 H30269.CSI 247.0 7323.5595
20181210 卖出 H30269.CSI -250.0 7246.8849
20181207 卖出 399296.SZ -772.0 2367.4228
20181203 买入 399296.SZ 772.0 2447.2534
20181130 卖出 399296.SZ -799.0 2366.9623
20181107 买入 399296.SZ 799.0 2405.4387
20181010 卖出 H30269.CSI -256.0 7486.6147
20180918 买入 H30269.CSI 256.0 7444.3739
20180917 卖出 H30269.CSI -260.0 7336.2353
20180914 买入 H30269.CSI 260.0 7384.4382
20180904 卖出 H30269.CSI -255.0 7529.7375
20180831 买入 H30269.CSI 255.0 7462.151
20180802 卖出 H30269.CSI -252.0 7559.1787
20180730 买入 H30269.CSI 252.0 7878.8133
20180727 卖出 H30269.CSI -251.0 7904.8794
20180726 买入 H30269.CSI 251.0 7943.2506
20180608 卖出 H30269.CSI -230.0 8659.7788
20180511 买入 H30269.CSI 230.0 8793.871
20160613 卖出 H30269.CSI -299.0 6777.073
20160603 买入 H30269.CSI 299.0 6997.4679
20160504 卖出 H30269.CSI -298.0 7017.391
20160503 买入 H30269.CSI 298.0 7030.7468
20160428 卖出 H30269.CSI -302.0 6940.2475
20160422 买入 H30269.CSI 302.0 6923.3221
20160420 卖出 H30269.CSI -302.0 6924.8354
20160301 买入 H30269.CSI 302.0 6433.0549
20151231 卖出 H30269.CSI -246.0 7881.527
20151221 买入 H30269.CSI 246.0 8160.6368
20151204 卖出 H30269.CSI -257.0 7830.5571
20151015 买入 H30269.CSI 257.0 7401.2049
20151014 卖出 H30269.CSI -262.0 7249.61
20151012 买入 H30269.CSI 262.0 7343.0313
20150929 卖出 H30269.CSI -282.0 6812.2186
20150924 买入 H30269.CSI 282.0 6991.5122
20150814 卖出 H30269.CSI -229.0 8619.5065
20150812 买入 H30269.CSI 229.0 8480.9063
20150806 卖出 H30269.CSI -240.0 8105.2537
20150804 买入 H30269.CSI 240.0 8352.1221
20150803 卖出 H30269.CSI -247.0 8113.1666
20150731 买入 H30269.CSI 247.0 8059.4408
20150619 卖出 H30269.CSI -204.0 9735.6505
20150309 买入 H30269.CSI 204.0 6891.1601
20150225 卖出 H30269.CSI -209.0 6736.739
20150216 买入 H30269.CSI 209.0 6690.1911
20150130 卖出 H30269.CSI -206.0 6802.0569
20150121 买入 H30269.CSI 206.0 6984.6048
20150120 卖出 H30269.CSI -214.0 6715.6161
20141028 买入 H30269.CSI 214.0 5109.1622
20141023 卖出 H30269.CSI -217.0 5037.9395
20140829 买入 H30269.CSI 217.0 4888.8482
20140828 卖出 H30269.CSI -220.0 4824.3243
20140715 买入 H30269.CSI 220.0 4591.6118
20140709 卖出 H30269.CSI -222.0 4543.1663
20140630 买入 H30269.CSI 222.0 4547.0377
20140619 卖出 H30269.CSI -226.0 4469.0437
20140613 买入 H30269.CSI 226.0 4583.9342
20140606 卖出 H30269.CSI -230.0 4513.3702
20140605 买入 H30269.CSI 230.0 4537.576
20140529 卖出 H30269.CSI -228.0 4559.5428
20140528 买入 H30269.CSI 228.0 4588.9346
20140425 卖出 H30269.CSI -229.0 4571.8519
20140326 买入 H30269.CSI 229.0 4635.7821
20140310 卖出 H30269.CSI -240.0 4428.2803
20140210 买入 H30269.CSI 240.0 4648.608
20131219 卖出 H30269.CSI -240.0 4650.8125
20131120 买入 H30269.CSI 240.0 4670.661
20131108 卖出 H30269.CSI -250.0 4482.266
20131107 买入 H30269.CSI 250.0 4529.045
20131106 卖出 H30269.CSI -249.0 4553.302
20131030 买入 H30269.CSI 249.0 4598.793
20131029 卖出 H30269.CSI -253.0 4516.981
20130812 买入 H30269.CSI 253.0 4209.498
20130808 卖出 H30269.CSI -260.0 4101.947
20130801 买入 H30269.CSI 260.0 4074.824
20130729 卖出 H30269.CSI -268.0 3946.765
20130722 买入 H30269.CSI 268.0 4001.37
20130606 卖出 H30269.CSI -235.0 4574.198
20130503 买入 H30269.CSI 235.0 4544.456
20130422 卖出 H30269.CSI -231.0 4613.707
20130411 买入 H30269.CSI 231.0 4510.476
20130402 卖出 H30269.CSI -230.0 4530.918
20130401 买入 H30269.CSI 230.0 4556.494
20130328 卖出 H30269.CSI -233.0 4498.691
20130320 买入 H30269.CSI 233.0 4594.913
20130311 卖出 H30269.CSI -235.0 4550.05
20130305 买入 H30269.CSI 235.0 4557.12
20130304 卖出 H30269.CSI -243.0 4414.068
20121211 买入 H30269.CSI 243.0 3799.57
20121107 卖出 H30269.CSI -237.0 3903.081
20121022 买入 H30269.CSI 237.0 3927.968
20121012 卖出 H30269.CSI -240.0 3872.601
20121009 买入 H30269.CSI 240.0 3897.803
20121008 卖出 H30269.CSI -245.0 3824.58
20120928 买入 H30269.CSI 245.0 3849.928
20120619 卖出 H30269.CSI -213.0 4417.903
20120618 买入 H30269.CSI 213.0 4455.652
20120518 卖出 H30269.CSI -213.0 4453.323
20120517 买入 H30269.CSI 213.0 4504.101
20120516 卖出 H30269.CSI -216.0 4445.627
20120420 买入 H30269.CSI 216.0 4555.374
20120323 卖出 H30269.CSI -221.0 4460.72
20120119 买入 H30269.CSI 221.0 4254.819
20120118 卖出 H30269.CSI -224.0 4192.725
20120117 买入 H30269.CSI 224.0 4272.374
20111130 卖出 H30269.CSI -213.0 4479.86
20111129 买入 H30269.CSI 213.0 4609.694
20111125 卖出 H30269.CSI -217.0 4530.139
20111028 买入 H30269.CSI 217.0 4586.775
20110801 卖出 H30269.CSI -200.0 4985.16
20110726 买入 H30269.CSI 200.0 4980.268
20110725 卖出 H30269.CSI -201.0 4963.831
20110712 买入 H30269.CSI 1.0 5035.207
20110705 买入 H30269.CSI 200.0 5095.204
20110504 卖出 H30269.CSI -191.0 5360.595
20110503 买入 H30269.CSI 191.0 5460.171
20110426 卖出 H30269.CSI -191.0 5455.563
20110412 买入 H30269.CSI 191.0 5532.746
20110331 卖出 H30269.CSI -195.0 5415.465
20110214 买入 H30269.CSI 195.0 5324.685
20110131 卖出 H30269.CSI -203.0 5101.178
20110128 买入 H30269.CSI 203.0 5044.657
20110110 卖出 H30269.CSI -200.0 5137.619
20110107 买入 H30269.CSI 200.0 5226.06
20101220 卖出 H30269.CSI -197.0 5308.264
20101214 买入 H30269.CSI 197.0 5437.024
20101202 卖出 H30269.CSI -198.0 5409.375
20101119 买入 H30269.CSI 198.0 5345.847
20101117 卖出 H30269.CSI -207.0 5111.693
20100722 买入 H30269.CSI 207.0 4341.859
20100624 卖出 H30269.CSI -207.0 4336.381
20100621 买入 H30269.CSI 207.0 4338.077
20100618 卖出 H30269.CSI -212.0 4231.923
20100617 买入 H30269.CSI 212.0 4374.277
20100610 卖出 H30269.CSI -208.0 4456.76
20100609 买入 H30269.CSI 208.0 4460.15
20100429 卖出 H30269.CSI -191.0 4855.561
20100401 买入 H30269.CSI 191.0 4994.236
20100324 卖出 H30269.CSI -197.0 4855.62
20100226 买入 H30269.CSI 197.0 4963.145
20100205 卖出 H30269.CSI -211.0 4633.893
20100204 买入 H30269.CSI 211.0 4734.794