Common Wide-Based ETFs YTD Gain list:
YTD Gains for Common Industry ETFs:
Million real today loss of 12871 yuan, a loss ratio of 0.84%.
The last 3 trading days million real market volatility is a bit large, last Thursday loss of 15,000, last Friday profit of 18,000, today another loss of 12,000. According to the algorithm of finding the rules in the first grade of primary school, tomorrow should be a big profit?
Today's operation is similar to last Friday's operation, which is also to reduce the position first and then increase the position. The difference is that after adding positions on Friday, the market continued to rise, and finally closed with a big profit, and after today's increase in positions, the market turned down and finally closed with a big loss.
After being fooled into selling low and buying high again today, the high-frequency strategy B3 finally hit the largest drawdown in history of 10.94%, and the last maximum drawdown was 10.78% in July 2015. If there is no major change in the market this month, it may even break the record of the longest retracement days in history of 168 days. At present, the number of retracement days has reached 154 days, will the market pull up within half a month?
When we do quantitative backtesting, if we find that the annualized return of a strategy is more than 45%, and the maximum drawdown is only 10.94%, we will definitely feel that this strategy is good, the return is very high and the drawdown is small. But when the maximum retracement of the real real market reaches 10.94%, the psychological feeling is different. When we backtest, we travel through the past and know the future results, while when we are real, we don't know what will happen next, and we feel that the future is confused.
What should I do if I encounter the maximum drawdown in the real market? How to stick with it? I think the first is to have a belief that the momentum strategy is in the right direction. The second is to adhere to the magic weapon of diversification and implement multiple momentum strategies at the same time, such as the same high-frequency momentum strategy B1 only hit a record high last Friday.
【Million Real Disk】
Yesterday's close: full position, 1 copy of Chuang Growth, 1 copy of GEM, 3 copies of Science and Technology Innovation 50, 1 part of Running No. 2 and 4 parts of GEM 50.
Today's Trade:
At 9:55, 1 GEM was sold, and the position dropped to 90%.
At 10:00, 1 share of Chuang Growth and 2 shares of GEM 50 were sold, and the position dropped to 60%.
At 10:45 buy 1 CSI 1000, the position increases to 70%.
At 10:55, buy 1 GEM and increase the position to 80%.
At 11:00, buy 1 GEM 50, and the position increases to 90%.
At 14:00, buy 1 CSI 500, full position.
Today's close: full position, 1 CSI 500, 1 CSI 1000, 1 GEM, 3 Kechuang 50, 1 Run No. 2 and 3 GEM 50, with a total capital of 1.524 million yuan.
Today's profit: -12871 yuan
Total capital for today's closing: 1.524 million yuan
Current Drawdown: 4.4%
Live start date: April 27, 2020
Real initial capital: 1 million
The largest drawdown since the real market: the total funds after the close of the market on July 13, 2020 is 1.319 million yuan, which is the highest point of this drawdown, and the total funds after the settlement on September 28, 2020 are about 1.215 million yuan, which is the lowest point of this drawdown, the maximum drawdown is 104,000 yuan, and the drawdown ratio is about 7.8%.
【Yichang Baiyunfei Investment System】
1. What to buy? "Index fund + momentum rotation", buy the index fund that rises the best, and always ride only a fast horse.
2. How to buy? "Trend tracking", follow the price, buy when it rises, sell when it falls, fight to win, and run if you can't win.
3. How much to buy? "Appropriate dispersion" allows funds to enter and exit in an orderly manner through multi-variety and multi-cycle dispersion.
4. How to implement? "Quantitative trading + mechanical execution" solidifies the investment strategy into a mathematical model, replaces the artificial subjective judgment with the model, and then strictly executes the signal given by the model mechanically.
【Internal strength of trend trading】
1, whether you can accept is never to buy at the lowest point, sell at the highest point.
2, whether you can bear to watch the floating income on the account decrease little by little.
3. Whether you can tolerate multiple consecutive small losses.
4. Whether it is possible to adhere to the execution of the strategy signal for a long time and not miss any transaction.
5. Whether you are willing to hold the position for a long time or short the position for a long time.
The public account "Yunfei Quantification" focuses on the study of index fund investment in an objective and quantitative way