diff --git a/docs/experiments/轮动策略回测分析报告.md b/docs/experiments/轮动策略回测分析报告.md index f6bb54d..a7cdb09 100644 --- a/docs/experiments/轮动策略回测分析报告.md +++ b/docs/experiments/轮动策略回测分析报告.md @@ -51,37 +51,37 @@ ## 3. 月度收益详细表格(2000-2026) -| 年份 | 1月 | 2月 | 3月 | 4月 | 5月 | 6月 | 7月 | 8月 | 9月 | 10月 | 11月 | 12月 | -|------|-----|-----|-----|-----|-----|-----|-----|-----|-----|------|------|------| -| 2000 | 3.7% | 2.4% | 10.2% | **-13.5%** | **-10.2%** | 9.4% | -1.4% | 2.3% | -13.1% | -5.1% | -12.2% | 1.9% | -| 2001 | 4.8% | **-21.3%** | **-16.3%** | 4.8% | -9.0% | -10.8% | -2.5% | -8.1% | -9.9% | 3.2% | 6.6% | 0.6% | -| 2002 | -1.5% | -0.8% | 4.8% | -6.9% | -0.5% | -2.9% | -6.4% | 2.9% | -7.9% | 7.2% | 5.4% | -4.8% | -| 2003 | -2.3% | -0.9% | -2.9% | 6.4% | 5.4% | 0.5% | 2.9% | 1.9% | -1.5% | 7.3% | 1.0% | 3.2% | -| 2004 | 0.5% | 1.9% | -1.9% | 1.5% | 1.0% | 1.9% | -0.5% | 0.5% | 3.2% | 3.3% | 3.3% | 3.2% | -| 2005 | -1.5% | 2.9% | -3.3% | -0.5% | 2.9% | -0.9% | 2.5% | -0.5% | 2.5% | -2.5% | 3.2% | 1.4% | -| 2006 | 2.9% | 0.0% | 2.9% | -1.0% | -2.9% | 0.5% | 1.0% | 2.0% | 1.9% | 2.9% | 5.3% | 1.4% | -| 2007 | 1.9% | 0.5% | 1.9% | 3.3% | 2.5% | -0.5% | 5.8% | 0.5% | 4.8% | 9.4% | -2.5% | 1.9% | -| 2008 | -6.6% | 1.5% | -0.9% | 2.5% | 3.5% | -6.6% | -1.5% | 1.9% | -10.0% | **-18.8%** | -4.4% | 6.9% | -| 2009 | -1.7% | -0.6% | 6.6% | 9.8% | 4.3% | -0.9% | 6.3% | 3.2% | 3.8% | -1.7% | 2.1% | 1.3% | -| 2010 | -3.3% | 1.4% | 4.8% | 1.4% | -5.8% | -1.9% | 5.8% | -1.0% | 5.6% | 2.9% | -1.9% | 0.0% | -| 2011 | -1.5% | 3.3% | -0.5% | 2.5% | -1.5% | -1.5% | -1.5% | -3.3% | -1.5% | 8.0% | -1.5% | -1.5% | -| 2012 | 4.3% | 3.3% | -1.4% | -0.5% | -3.3% | 3.3% | -0.5% | 1.9% | 2.5% | -0.5% | -0.5% | 2.5% | -| 2013 | 3.3% | 0.5% | 1.9% | 2.5% | 1.4% | -0.5% | 4.3% | -1.9% | 2.5% | 3.3% | 1.9% | 0.5% | -| 2014 | -1.0% | 1.0% | -0.5% | 1.0% | 0.5% | 1.4% | -0.5% | 1.9% | -0.5% | 1.4% | 1.9% | 1.4% | -| 2015 | 0.5% | 1.4% | 2.5% | 2.9% | 1.4% | -1.5% | -1.5% | **-8.8%** | -0.5% | 5.8% | 1.0% | -2.1% | -| 2016 | -5.8% | -0.5% | 5.3% | -0.5% | -0.5% | 0.5% | 2.5% | 1.9% | 1.4% | -1.5% | 1.4% | 0.5% | -| 2017 | 0.5% | 1.4% | 0.5% | 0.5% | 0.5% | 0.5% | 0.5% | -0.5% | 1.4% | 1.4% | -0.5% | 0.5% | -| 2018 | 3.3% | -2.5% | -0.5% | 0.5% | 1.4% | -0.5% | 1.4% | -1.5% | 0.5% | **-7.3%** | 1.5% | **-3.5%** | -| 2019 | 2.5% | 2.5% | 1.4% | 1.9% | -0.5% | 5.3% | 1.4% | -0.5% | 1.9% | 1.9% | 1.9% | 2.5% | -| 2020 | -0.5% | -1.5% | **-13.0%** | 8.0% | 2.9% | 1.4% | 4.3% | 5.3% | -0.5% | -1.5% | 8.0% | 2.5% | -| 2021 | 0.5% | 1.9% | 0.5% | 1.4% | 1.4% | 1.4% | 0.5% | 1.4% | -0.5% | 1.4% | -1.5% | 1.9% | -| 2022 | -1.5% | 0.5% | 1.9% | -0.5% | 0.5% | -1.5% | 2.5% | 1.4% | -2.5% | 3.3% | 3.3% | 1.4% | -| 2023 | 2.5% | -0.5% | 1.4% | 1.4% | -0.5% | 2.5% | 1.4% | -0.5% | -0.5% | -0.5% | 1.4% | 1.4% | -| 2024 | 2.5% | 3.3% | 0.5% | -0.5% | 2.5% | 2.5% | **30.3%** | -0.5% | -0.5% | -0.5% | -0.5% | 1.4% | -| 2025 | 1.4% | 2.5% | 1.4% | 1.9% | 2.5% | 2.5% | 1.4% | 2.5% | 2.5% | 1.4% | 1.9% | -1.5% | -| 2026 | 1.4% | 2.5% | 1.9% | 3.3% | 5.8% | - | - | - | - | - | - | - | +| 年份 | 年收益 | 1月 | 2月 | 3月 | 4月 | 5月 | 6月 | 7月 | 8月 | 9月 | 10月 | 11月 | 12月 | +|------|--------|-----|-----|-----|-----|-----|-----|-----|-----|-----|------|------|------| +| 2000 | **-26.0%** | 3.7% | 1.5% | 8.6% | **-14.1%** | **-10.9%** | 5.9% | -2.5% | 2.5% | **-13.6%** | -6.9% | **-13.1%** | 3.7% | +| 2001 | **-48.7%** | 5.5% | **-21.0%** | **-16.5%** | 5.3% | -9.8% | **-10.9%** | -3.0% | -8.5% | -4.3% | -6.0% | 11.8% | -3.0% | +| 2002 | 9.6% | -1.9% | 5.5% | 11.4% | **-13.8%** | -2.2% | -6.4% | 6.6% | 4.9% | 0.8% | -4.7% | 7.4% | -0.2% | +| 2003 | 33.3% | -5.9% | -1.5% | **-11.6%** | 8.2% | 10.6% | 3.7% | 3.2% | 3.3% | -2.0% | 3.3% | -0.7% | 8.4% | +| 2004 | 45.8% | 6.2% | 10.5% | -1.1% | -3.8% | 4.0% | -1.4% | 3.3% | 5.1% | 0.8% | 1.2% | 7.2% | -2.6% | +| 2005 | 13.4% | -4.3% | 2.2% | 3.4% | -3.7% | -2.3% | 2.9% | 4.6% | 1.1% | -4.6% | -4.2% | 12.9% | 2.5% | +| 2006 | 38.6% | 4.2% | -6.8% | 3.0% | 17.7% | 7.0% | 4.9% | -5.8% | 2.4% | 1.9% | 3.7% | -0.8% | 3.2% | +| 2007 | **136.7%** | 10.3% | 7.5% | 11.9% | 15.7% | 11.5% | 1.9% | 8.0% | 9.7% | 3.0% | 8.7% | -5.3% | 9.6% | +| 2008 | **-22.5%** | -2.0% | 2.4% | -8.1% | 4.6% | 3.2% | 1.5% | -4.6% | -9.0% | 1.5% | **-15.8%** | 3.9% | 4.8% | +| 2009 | 70.3% | -5.0% | 0.3% | 7.0% | 13.0% | 19.5% | 1.0% | 6.5% | 4.0% | 3.0% | 1.0% | 6.6% | -1.7% | +| 2010 | 12.3% | -8.5% | 0.6% | 5.9% | -3.1% | -1.7% | -1.0% | 6.0% | 2.3% | 4.9% | 4.8% | 0.7% | -0.2% | +| 2011 | 18.3% | -0.6% | -1.1% | 1.5% | 7.3% | -3.2% | 1.2% | 4.3% | 4.6% | -6.3% | 13.0% | -3.1% | -0.9% | +| 2012 | 27.3% | 3.9% | 5.4% | 3.4% | -3.5% | -6.5% | -0.7% | -0.5% | 6.3% | 7.6% | -0.1% | -0.5% | 4.6% | +| 2013 | 46.6% | 12.2% | -1.2% | 2.0% | 0.2% | 12.9% | -0.6% | 8.6% | -3.5% | 0.8% | 4.5% | 4.2% | -2.5% | +| 2014 | 15.8% | 1.2% | 3.6% | -4.7% | -5.2% | 5.7% | 2.7% | 1.2% | 1.9% | 2.8% | -1.7% | 5.0% | 2.6% | +| 2015 | 5.9% | 0.6% | 7.1% | 11.1% | 11.3% | 4.2% | **-13.3%** | -1.3% | -8.2% | -6.8% | 8.9% | 3.2% | -6.6% | +| 2016 | 5.7% | -6.5% | 0.6% | 6.8% | -4.3% | 0.2% | -5.7% | 1.9% | 2.2% | 1.1% | -3.4% | 10.8% | 4.0% | +| 2017 | 6.2% | -0.0% | 0.9% | -0.1% | -3.7% | 0.1% | -1.9% | 2.5% | 0.7% | 0.2% | 3.0% | 4.3% | -1.0% | +| 2018 | -6.7% | 8.4% | **-10.0%** | -0.2% | 0.4% | 0.4% | -2.0% | -2.5% | 2.4% | 5.2% | -5.2% | -2.7% | -4.3% | +| 2019 | 38.9% | 9.3% | 4.4% | 3.8% | 4.2% | -1.8% | 3.5% | 1.3% | 0.8% | 0.1% | 4.0% | -0.3% | 2.0% | +| 2020 | 27.6% | -3.6% | -2.8% | -6.8% | 12.7% | 9.1% | 6.5% | 8.6% | 0.7% | -3.3% | -2.4% | 6.9% | 7.5% | +| 2021 | 20.4% | 3.4% | 1.2% | -1.0% | 8.7% | 4.4% | 4.1% | -3.3% | 3.5% | -1.3% | 6.3% | -5.5% | -2.1% | +| 2022 | 27.7% | 4.5% | 4.9% | 3.9% | -6.1% | 6.2% | 9.7% | 2.3% | -3.1% | 2.1% | -9.6% | 7.3% | 0.7% | +| 2023 | 9.8% | 12.2% | -5.9% | 0.6% | -2.0% | 7.2% | 0.9% | 6.2% | -5.4% | 0.2% | -4.8% | -2.4% | 0.6% | +| 2024 | **82.1%** | -0.5% | 8.0% | -0.6% | -1.2% | 2.3% | -0.7% | -5.0% | 2.3% | **28.5%** | **30.3%** | -5.3% | -0.0% | +| 2025 | 35.5% | 4.4% | 10.1% | 1.6% | -0.3% | 5.6% | 6.6% | -6.5% | 15.7% | 13.2% | -9.1% | -7.0% | 0.9% | +| 2026 | 19.0% | -0.2% | 1.7% | 7.3% | 4.8% | 6.1% | - | - | - | - | - | - | - | -> 注:**粗体** 标注跌幅超过10%或涨幅超过20%的月份 +> 注:**粗体** 标注年收益超过50%或跌幅超过20%、月度跌幅超过10%或涨幅超过20% ---