系统本周回调了 ~7.6%,回测至2006年最大回调为 18%,看多快可以回升
系统计算结果:下周一 跌
系统最新统计:( https://www.collective2.com/details/98531369 )
|
Jan |
Feb |
Mar |
Apr |
May |
Jun |
Jul |
Aug |
Sep |
Oct |
Nov |
Dec |
YTD |
2015 |
|
|
|
|
|
|
|
|
|
|
- |
+2.9% |
+2.9% |
2016 |
+29.8% |
+5.9% |
(7.6%) |
|
|
|
|
|
|
|
|
|
+26.9% |
|
Today (04) |
MTD (Mar) |
YTD (2016) |
金石量化系统 |
-0.09% |
-7.6% |
26.99% |
QLD |
0.09% |
6.10% |
-12.07% |
|