List of common wide-based ETFs that have gained so far this year:
List of common industry ETFs rising so far this year:
Million real profit today is more than 14,000 yuan, the profit ratio is 0.98%, the cumulative loss since this year is 2.37%, and the cumulative profit since the real market is 49.14%.
Today, the A-share market is volatile and upward, and the ChiNext board leads the rise. After 3 consecutive days of losses in the million real market, it finally made a profit today and earned back the losses of the previous 3 days. Minimizing losses when it is volatile or falling, and then waiting and catching a continuous upward trend, this is the secret of making money in momentum trading.
In fact, no matter what investment strategy is adopted, its investment income will fluctuate to a certain extent. Usually everyone says that the higher the return, the greater the risk, and this risk generally refers to the volatility of the return. If you want to get 20%, 30%, 40% or even higher annualized gains, then it is very normal to endure fluctuations of 20%, 30%, 40% or even higher. If it is said that the strategy fails by thinking about how much the drawdown of the strategy has reached, then it can be said that the investment strategy of all fund managers has failed, because the maximum drawdown of fund managers who have been in the industry for a long time has basically exceeded 50%.
With an annualized return of 50% or more and a maximum drawdown of 20% or even smaller, such a strategy will exist for a certain period of time. After the time is extended, either the annualized return will decrease, or the maximum drawdown will increase, which is normal. When you are testing, you can easily measure a lot of ultra-high return strategies, but when you are real, you must appropriately reduce your psychological expectations. In the long run, as long as it can outperform the investment strategy of the CSI 300, it can be said to be successful.
Over-optimization is the biggest killer of quantitative trading, and appropriately reducing one's psychological expectations will be more conducive to adhering to the implementation of the strategy rules.
The new run 2 reposition is as follows:
Noon Edition: Sell chips, buy securities, and continue to hold NASDAQ, coal and Warburg Oil & Gas.
Afternoon Edition: Continue to hold NASDAQ, Coal, CSI 1000 and Warburg Oil & Gas.
【Million Real Transaction Records】
Opens 60% of the position, holds 30% of the CHINext board, 20% of the CHINext 50 and 10% of the running number two.
Sell 10% of the CHINext at 9:50 and the position drops to 50%.
At 11:25 buy 10% of the GEM 50, the position increases to 60%.
At 13:00 buy 20% of the GEM 50 and 10% of the GEM, the position increases to 90%.
Closed 90% position, holding 30% of the ChiNext board, 50% of the ChiNext board 50 and 10% of the running number two.
Today's profit: 14506 yuan
Total funds for today's closing: 1.4914 million yuan
Current Drawdown: 6.43%
Live start date: April 27, 2020
Real initial capital: 1 million
The largest drawdown since the real market: the total funds on August 4, 2021 were 1.5939 million yuan, the highest point of this drawdown, and the total funds on April 26, 2022 were 1.317 million yuan, which was the lowest point of this drawdown, and the drawdown ratio was about 17.37%.
The public account "Yunfei Quantification" focuses on the study of index fund investment in an objective and quantitative way.