运行时间 2025-04-22 09:33:37.865765
策略成本假设（双边收取的每边费率）及其它信息：
| 期末持仓(2025-04-21) | 本期目标(2025-04-01) | 上期目标(2025-03-01) | |
|---|---|---|---|
| IEF | 29.42% | 29.63% | |
| GLD | 15.45% | 14.07% | 20.00% |
| VEA | 14.02% | 14.07% | |
| HYG | 13.89% | 14.07% | |
| ASHR | 13.68% | 14.07% | 20.00% |
| USCI | 13.55% | 14.07% | 20.00% |
| IVV | 20.00% | ||
| QQQ | 20.00% |
| 期末持仓(2025-04-21) | 本期目标(2025-04-01) | 上期目标(2025-03-01) | |
|---|---|---|---|
| SHV | 29.66% | 29.63% | |
| GLD | 15.39% | 14.07% | 20.00% |
| VEA | 13.97% | 14.07% | |
| HYG | 13.84% | 14.07% | |
| ASHR | 13.63% | 14.07% | 20.00% |
| USCI | 13.50% | 14.07% | 20.00% |
| IVV | 20.00% | ||
| QQQ | 20.00% |
| 期末持仓(2025-04-21) | 本期目标(2025-04-05) | 上期目标(2025-04-01) | |
|---|---|---|---|
| SHV | 77.63% | 77.16% | 77.16% |
| IEF | 22.37% | 22.84% | 16.67% |
| ASHR | 0.71% | ||
| MBB | 1.74% | ||
| LQD | 1.41% | ||
| TIP | 2.31% |
| 期末持仓(2025-04-17) | 本期目标(2025-01-01) | 上期目标(2024-07-01) | |
|---|---|---|---|
| TSLA.O | 17.05% | 23.22% | |
| LLY.N | 12.26% | 9.16% | 11.14% |
| AAPL.O | 10.84% | 11.21% | 18.12% |
| NVDA.O | 9.08% | 9.79% | |
| MSFT.O | 8.74% | 8.14% | 9.07% |
| UNH.N | 6.44% | 5.82% | 6.07% |
| GOOG.O | 5.96% | 6.02% | 6.16% |
| JNJ.N | 5.87% | 4.35% | |
| AMZN.O | 5.79% | 5.99% | 5.49% |
| ABBV.N | 4.78% | 3.92% | |
| META.O | 4.06% | 3.85% | 3.49% |
| AVGO.O | 2.94% | 3.23% | 4.19% |
| AMGN.O | 2.30% | 1.75% | 2.17% |
| NFLX.O | 1.33% | 0.99% | 0.79% |
| PWR.N | 0.87% | 0.83% | 10.76% |
| MPWR.O | 0.56% | 0.52% | |
| PANW.O | 0.40% | 0.36% | 0.62% |
| ANET.N | 0.33% | 0.41% | |
| FSLR.O | 0.30% | 0.34% | 6.98% |
| ITRI.O | 0.10% | 0.09% | 1.31% |
| MRK.N | 4.06% | ||
| VRTX.O | 1.57% | ||
| OLED.O | 2.88% | ||
| BEPC.N | 3.07% | ||
| MU.O | 0.82% | ||
| QCOM.O | 1.25% |
| 期末持仓(2024-02-28) | 本期目标(2023-07-01) | 上期目标(2023-06-01) | |
|---|---|---|---|
| 002673.SZ | 2.30% | 1.67% | |
| 000157.SZ | 2.25% | 1.67% | |
| 600066.SH | 2.20% | 1.67% | 1.72% |
| 603505.SH | 2.19% | 1.67% | |
| 600660.SH | 2.19% | 1.67% | |
| 002611.SZ | 2.15% | 1.67% | 1.72% |
| 603530.SH | 2.14% | 1.67% | |
| 601229.SH | 2.11% | 1.67% | |
| 601108.SH | 2.03% | 1.67% | |
| 600674.SH | 2.01% | 1.67% | 1.72% |
| 600642.SH | 1.98% | 1.67% | 1.72% |
| 000333.SZ | 1.96% | 1.67% | |
| 000750.SZ | 1.92% | 1.67% | 1.72% |
| 000685.SZ | 1.88% | 1.67% | 1.72% |
| 600612.SH | 1.87% | 1.67% | 1.72% |
| 603156.SH | 1.85% | 1.67% | 1.72% |
| 601163.SH | 1.84% | 1.67% | 1.72% |
| 000951.SZ | 1.81% | 1.67% | |
| 600011.SH | 1.79% | 1.67% | 1.72% |
| 601966.SH | 1.78% | 1.67% | |
| 002939.SZ | 1.78% | 1.67% | 1.72% |
| 600061.SH | 1.77% | 1.67% | 1.72% |
| 000030.SZ | 1.76% | 1.67% | |
| 002233.SZ | 1.72% | 1.67% | |
| 601319.SH | 1.70% | 1.67% | 1.72% |
| 002595.SZ | 1.69% | 1.67% | 1.72% |
| 002422.SZ | 1.69% | 1.67% | 1.72% |
| 603367.SH | 1.68% | 1.67% | 1.72% |
| 688626.SH | 1.68% | 1.67% | |
| 601727.SH | 1.68% | 1.67% | 1.72% |
| 601336.SH | 1.67% | 1.67% | |
| 600845.SH | 1.67% | 1.67% | |
| 601139.SH | 1.66% | 1.67% | |
| 603466.SH | 1.64% | 1.67% | 1.72% |
| 600167.SH | 1.63% | 1.67% | |
| 600897.SH | 1.60% | 1.67% | |
| 601100.SH | 1.60% | 1.67% | 1.72% |
| 600323.SH | 1.58% | 1.67% | 1.72% |
| 603233.SH | 1.58% | 1.67% | |
| 002641.SZ | 1.56% | 1.67% | 1.72% |
| 600517.SH | 1.55% | 1.67% | 1.72% |
| 002336.SZ | 1.51% | 1.67% | |
| 002283.SZ | 1.51% | 1.67% | |
| 688568.SH | 1.47% | 1.67% | 1.72% |
| 600846.SH | 1.44% | 1.67% | |
| 002367.SZ | 1.40% | 1.67% | 1.72% |
| 000811.SZ | 1.37% | 1.67% | 1.72% |
| 002880.SZ | 1.36% | 1.67% | |
| 002062.SZ | 1.34% | 1.67% | |
| 688006.SH | 1.33% | 1.67% | |
| 000028.SZ | 1.33% | 1.67% | |
| 000690.SZ | 1.32% | 1.67% | |
| 300470.SZ | 1.31% | 1.67% | 1.72% |
| 002489.SZ | 1.22% | 1.67% | |
| 605168.SH | 1.21% | 1.67% | |
| 300855.SZ | 1.19% | 1.67% | |
| 688390.SH | 1.17% | 1.67% | |
| 603129.SH | 1.15% | 1.67% | |
| 605300.SH | 1.14% | 1.67% | |
| 300206.SZ | 1.10% | 1.67% | |
| 605117.SH | 1.72% | ||
| 002847.SZ | 1.72% | ||
| 603605.SH | 1.72% | ||
| 600161.SH | 1.72% | ||
| 600610.SH | 1.72% | ||
| 300760.SZ | 1.72% | ||
| 002372.SZ | 1.72% | ||
| 600221.SH | 1.72% | ||
| 603927.SH | 1.72% | ||
| 601766.SH | 1.72% | ||
| 600570.SH | 1.72% | ||
| 600026.SH | 1.72% | ||
| 002690.SZ | 1.72% | ||
| 002605.SZ | 1.72% | ||
| 601607.SH | 1.72% | ||
| 600329.SH | 1.72% | ||
| 601816.SH | 1.72% | ||
| 600835.SH | 1.72% | ||
| 600886.SH | 1.72% | ||
| 600271.SH | 1.72% | ||
| 300750.SZ | 1.72% | ||
| 000729.SZ | 1.72% | ||
| 601006.SH | 1.72% | ||
| 603737.SH | 1.72% | ||
| 600406.SH | 1.72% | ||
| 688131.SH | 1.72% | ||
| 002371.SZ | 1.72% | ||
| 688002.SH | 1.72% | ||
| 300487.SZ | 1.72% | ||
| 603118.SH | 1.72% | ||
| 600900.SH | 1.72% | ||
| 000783.SZ | 1.72% |
| 期末持仓(2025-04-21) | 本期目标(2023-07-01) | 上期目标(2023-06-01) | |
|---|---|---|---|
| CITIC_HomeAppliances | 20.17% | 16.67% | 16.67% |
| CITIC_NonBankFinance | 20.11% | 16.67% | |
| CITIC_Machinery | 15.75% | 16.67% | 16.67% |
| CITIC_Computers | 15.64% | 16.67% | 16.67% |
| CITIC_Food_Beverages | 15.25% | 16.67% | 16.67% |
| CITIC_Power_Equipment | 13.08% | 16.67% | 16.67% |
| CITIC_Electricity_Utilities | 16.67% |
| 期末持仓(2025-04-21) | 本期目标(2025-04-19) | 上期目标(2025-04-18) | |
|---|---|---|---|
| CBON_Compostie | 81.51% | 81.82% | 81.82% |
| CITIC_Media | 9.27% | 9.09% | 9.09% |
| CITIC_Electronic | 9.21% | 9.09% | 9.09% |
| 期末持仓(2025-04-21) | 本期目标(2023-10-01) | 上期目标(2023-09-01) | |
|---|---|---|---|
| CBON_Compostie | 51.17% | 50.00% | 83.33% |
| WAC | 48.83% | 50.00% | 16.67% |
| 期末持仓(2025-04-21) | 本期目标(2025-04-16) | 上期目标(2025-04-15) | |
|---|---|---|---|
| BIL | 100.00% | 100.00% | |
| IVV | 100.00% |
| 期末持仓(2025-04-21) | 本期目标(2025-04-16) | 上期目标(2025-04-15) | |
|---|---|---|---|
| BIL | 100.00% | 100.00% | |
| QQQ | 100.00% |
| 年化复合收益率 | 年化波动率 | 最大回撤 | 夏普比率 | 收益回撤比 | 回测区间 | |
|---|---|---|---|---|---|---|
| 标普500 | 7.78% | 19.20% | -55.25% | 0.374 | 0.141 | 2001/01/01-2025/04/21 |
| 美国6040 | 7.72% | 10.51% | -32.69% | 0.555 | 0.236 | 2003/01/01-2025/04/21 |
| 老虎全球配 | 8.87% | 10.25% | -19.75% | 0.669 | 0.449 | 2005/01/03-2025/04/21 |
| 全球配(SHV) | 8.03% | 9.57% | -12.30% | 0.629 | 0.653 | 2005/01/03-2025/04/21 |
| 老虎安心配 | 4.39% | 5.13% | -18.43% | 0.441 | 0.238 | 2005/01/03-2025/04/21 |
| 美国新动力 | 23.18% | 26.18% | -36.07% | 0.872 | 0.643 | 2016/01/04-2025/04/17 |
| 多因子A股选股 | 24.45% | 25.13% | -47.35% | 0.958 | 0.516 | 2010/07/01-2024/02/28 |
| 多因子A股行业轮动 | 20.34% | 28.11% | -70.21% | 0.746 | 0.29 | 2005/12/01-2025/04/21 |
| 市场情绪A股行业轮动 | 18.43% | 9.06% | -9.27% | 1.781 | 1.988 | 2010/01/04-2025/04/21 |
| 中国三维度择时分仓 | 14.68% | 11.48% | -19.86% | 1.064 | 0.739 | 2002/02/01-2025/04/21 |
| 美股择时_IVV | 11.65% | 12.32% | -17.14% | 0.786 | 0.68 | 2008/01/03-2025/04/21 |
| 美股择时_QQQ | 15.94% | 15.65% | -24.89% | 0.89 | 0.64 | 2008/01/18-2025/04/21 |
| 近1月 | 近3月 | 近1年 | 近3年 | 年初至今 | 成立至今 | |
|---|---|---|---|---|---|---|
| 标普500 | -8.86% | -14.48% | 5.20% | 23.55% | -12.01% | 518.11% |
| 美国6040 | -5.56% | -7.96% | 5.89% | 14.46% | -6.24% | 425.58% |
| 老虎全球配 | -0.20% | -0.82% | 9.54% | 3.34% | 1.21% | 461.81% |
| 全球配(SHV) | 0.15% | -0.86% | 9.48% | 5.43% | 1.15% | 380.35% |
| 老虎安心配 | -0.18% | 0.25% | 1.24% | 2.57% | 0.24% | 139.54% |
| 美国新动力 | -7.05% | -22.66% | 16.00% | 42.06% | -20.33% | 594.14% |
| 多因子A股选股 | 1.00% | -3.11% | -8.79% | -16.96% | -1.44% | 1889.75% |
| 多因子A股行业轮动 | -7.29% | -1.26% | 14.06% | 0.75% | -3.30% | 3534.81% |
| 市场情绪A股行业轮动 | 1.50% | 2.79% | 10.42% | 38.83% | 2.43% | 1232.21% |
| 中国三维度择时分仓 | -2.08% | 0.12% | 9.31% | 10.54% | -0.53% | 2309.34% |
| 美股择时_IVV | -6.02% | -11.82% | 10.28% | 29.95% | -9.27% | 573.45% |
| 美股择时_QQQ | 0.28% | -11.38% | 13.12% | 66.45% | -9.03% | 1185.98% |
| 4/21 | 4/18 | 4/17 | 4/16 | 4/15 | 4/14 | 4/11 | 4/10 | 4/9 | 4/8 | 4/7 | 4/4 | 4/3 | 4/2 | 4/1 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 标普500 | -2.32% | 0.10% | -2.23% | -0.25% | 0.85% | 1.88% | -3.51% | 9.51% | -1.50% | -0.24% | -6.01% | -4.78% | 0.61% | 0.33% | |
| 美国6040 | -1.59% | -0.06% | -1.14% | -0.02% | 0.83% | 0.87% | -2.34% | 5.30% | -1.07% | -0.65% | -3.41% | -2.47% | 0.33% | 0.34% | |
| 老虎全球配 | 0.28% | 0.17% | 0.89% | 0.11% | 0.39% | 1.02% | -0.32% | 2.94% | -0.34% | -2.44% | -2.50% | -0.85% | 0.25% | -0.02% | |
| 全球配(SHV) | 0.44% | 0.27% | 0.76% | 0.02% | 0.15% | 1.20% | -0.13% | 3.03% | -0.17% | -2.08% | -2.58% | -1.15% | 0.28% | -0.12% | |
| 老虎安心配 | -0.11% | -0.03% | 0.11% | 0.07% | 0.19% | -0.09% | -0.14% | -0.07% | -0.10% | -0.28% | 0.05% | 0.20% | -0.01% | 0.02% | |
| 美国新动力 | -0.62% | -3.35% | -0.06% | 0.50% | 1.78% | -4.26% | 11.82% | -1.84% | -0.45% | -6.28% | -4.66% | 1.43% | 0.38% | ||
| 多因子A股选股 | |||||||||||||||
| 多因子A股行业轮动 | 1.13% | 0.04% | 0.15% | -0.72% | 0.20% | 0.26% | 0.41% | 1.85% | 1.66% | 1.20% | -9.71% | -1.12% | 0.29% | -0.39% | |
| 市场情绪A股行业轮动 | 0.34% | 0.01% | -0.04% | -0.12% | -0.01% | 0.30% | 0.03% | -0.03% | 0.03% | -0.18% | 0.44% | 0.42% | 0.14% | 0.04% | |
| 中国三维度择时分仓 | 0.54% | -0.01% | 0.04% | -0.23% | -0.04% | 0.43% | 0.35% | 0.91% | 0.83% | 0.37% | -4.37% | -0.17% | 0.11% | 0.20% | |
| 美股择时_IVV | 0.00% | 0.00% | -0.10% | -0.35% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | -0.10% | -4.78% | 0.61% | 0.23% | |
| 美股择时_QQQ | 0.00% | 0.00% | -0.10% | 0.01% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
| 2025/4 | 2025/3 | 2025/2 | 2025/1 | 2024/12 | 2024/11 | 2024/10 | 2024/9 | 2024/8 | 2024/7 | 2024/6 | 2024/5 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 标普500 | -8.10% | -5.59% | -1.26% | 2.71% | -2.37% | 5.92% | -0.97% | 2.17% | 2.43% | 1.11% | 3.57% | 5.06% |
| 美国6040 | -5.24% | -3.22% | 0.36% | 1.88% | -2.33% | 3.96% | -1.94% | 1.86% | 1.99% | 1.83% | 2.62% | 3.75% |
| 老虎全球配 | -0.54% | 0.51% | -1.01% | 2.28% | -4.04% | 2.10% | -2.46% | 2.75% | 1.79% | 2.79% | 1.69% | 3.42% |
| 全球配(SHV) | -0.19% | 0.51% | -1.38% | 2.24% | -4.04% | 2.10% | -2.46% | 2.75% | 1.79% | 2.79% | 1.69% | 3.42% |
| 老虎安心配 | -0.20% | 0.10% | 0.23% | 0.11% | -1.83% | 1.32% | -2.57% | 2.57% | -0.90% | 0.89% | 0.49% | 1.07% |
| 美国新动力 | -6.56% | -7.71% | -7.07% | -0.59% | 4.61% | 8.01% | -0.11% | 4.05% | 1.30% | -0.56% | 9.62% | 9.24% |
| 多因子A股选股 | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
| 多因子A股行业轮动 | -5.17% | -0.32% | 5.39% | -2.94% | -2.16% | 1.22% | 1.77% | 27.42% | -3.19% | 0.42% | -6.87% | -2.54% |
| 市场情绪A股行业轮动 | 1.38% | 1.12% | 0.97% | -1.04% | 0.84% | -0.17% | 2.87% | 8.33% | -1.72% | -1.50% | -0.86% | 0.06% |
| 中国三维度择时分仓 | -1.14% | -0.31% | 1.91% | -0.96% | -0.14% | 1.12% | 1.22% | 9.94% | -1.78% | 0.54% | -1.96% | -0.33% |
| 美股择时_IVV | -4.50% | -6.32% | -1.26% | 2.71% | -0.74% | 5.92% | -0.97% | 2.17% | 2.43% | 1.11% | 3.57% | 5.06% |
| 美股择时_QQQ | -0.09% | -8.40% | -2.70% | 2.16% | 0.84% | 5.35% | -0.86% | 2.62% | 1.10% | -1.68% | 6.47% | 6.15% |
| 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 标普500 | -12.01% | 24.93% | 26.32% | -17.64% | 28.76% | 18.40% | 31.25% | -4.47% | 21.76% | 12.15% | 1.30% | 13.57% | 32.30% | 16.06% | 1.86% | 15.09% | 26.60% | -37.02% | 5.29% | 15.94% | 4.87% | 10.79% | 28.00% | -21.55% | -11.95% |
| 美国6040 | -6.24% | 14.12% | 16.83% | -16.29% | 15.05% | 16.01% | 21.78% | -1.99% | 13.73% | 7.80% | 1.67% | 11.83% | 15.56% | 11.16% | 7.61% | 13.49% | 12.70% | -18.22% | 7.49% | 10.42% | 4.09% | 8.17% | 17.05% | ||
| 老虎全球配 | 1.21% | 6.14% | 3.75% | -17.33% | 15.01% | 16.46% | 2.93% | 0.98% | 13.48% | 1.25% | 0.72% | 16.90% | 3.51% | 5.58% | 5.61% | 13.51% | 16.33% | 9.71% | 36.97% | 37.42% | 2.89% | ||||
| 全球配(SHV) | 1.15% | 6.14% | 0.06% | -5.62% | 14.90% | 13.15% | 3.35% | -1.21% | 12.29% | -1.60% | -1.49% | 15.03% | 4.86% | 4.43% | 3.65% | 11.90% | 19.90% | -1.79% | 35.67% | 37.24% | 2.38% | ||||
| 老虎安心配 | 0.24% | 1.30% | 7.12% | -15.27% | 3.40% | 8.92% | 5.84% | 3.47% | 8.02% | 2.58% | -0.39% | 13.20% | 0.59% | 4.96% | 7.15% | 1.91% | 4.93% | 12.48% | 9.73% | 8.91% | 3.72% | ||||
| 美国新动力 | -20.33% | 56.91% | 51.50% | -31.08% | 35.04% | 131.95% | 26.90% | -4.49% | 37.82% | 1.65% | |||||||||||||||
| 多因子A股选股 | -1.44% | -3.32% | -28.89% | 27.79% | 43.49% | 36.77% | -9.40% | 37.13% | 4.27% | 135.52% | 47.65% | 46.27% | 34.91% | -17.91% | 60.45% | ||||||||||
| 多因子A股行业轮动 | -3.30% | 13.65% | -10.35% | -8.60% | 15.58% | 59.19% | 35.07% | -21.20% | 17.46% | -15.52% | 99.87% | 39.40% | 34.11% | 11.70% | -17.20% | 15.02% | 93.27% | -58.40% | 182.03% | 121.45% | 4.06% | ||||
| 市场情绪A股行业轮动 | 2.43% | 14.40% | 5.07% | 8.70% | 12.41% | 17.99% | 28.84% | 12.24% | 3.59% | 9.93% | 60.15% | 33.19% | 23.87% | 17.38% | 19.44% | 23.02% | |||||||||
| 中国三维度择时分仓 | -0.53% | 8.60% | -1.02% | -4.69% | 4.74% | 12.99% | 19.27% | 0.52% | 2.52% | 17.50% | 71.27% | 23.73% | 6.66% | 9.23% | -7.55% | -0.00% | 59.41% | 1.81% | 113.96% | 59.66% | 4.35% | 0.24% | 2.01% | 2.42% | |
| 美股择时_IVV | -9.27% | 27.01% | 16.13% | -14.05% | 29.47% | 16.78% | 22.74% | 2.17% | 21.76% | 17.02% | -5.36% | 11.01% | 32.30% | 9.58% | -0.37% | 5.33% | 35.65% | -0.05% | |||||||
| 美股择时_QQQ | -9.03% | 26.06% | 45.14% | -22.67% | 27.33% | 61.50% | 26.73% | 1.98% | 32.67% | 6.10% | 2.33% | 16.33% | 36.63% | 12.50% | -9.53% | 11.12% | 48.97% | -2.55% |