| Research | Annualized return | Maximum drawdown | Sharpe ratio | Maximum recovery time | Data window | View strategy |
|---|---|---|---|---|---|---|
1 SOXX/SOXL Trend Rotation Historical simulation, benchmark context, and limitations for quantitative research on U.S. markets. U.S.Leveraged strategyHigh | 72.4% | -78.8% | 1.06 | 515 days | Jan 3, 2017 - Oct 16, 2026 | View strategy |
2 TQQQ Risk Control + Cash Rotation Historical simulation, benchmark context, and limitations for quantitative research on U.S. markets. U.S.Hybrid strategyHigh | 69.8% | -33.8% | 1.44 | 298 days | Jan 4, 2016 - Oct 16, 2026 | View strategy |
3 TQQQ Nasdaq Trend Rotation Historical simulation, benchmark context, and limitations for quantitative research on U.S. markets. U.S.ETF rotationHigh | 66.0% | -37.7% | 1.39 | 477 days | Jan 4, 2016 - Oct 16, 2026 | View strategy |
4 TQQQ Risk Control Historical simulation, benchmark context, and limitations for quantitative research on U.S. markets. U.S.Leveraged strategyHigh | 62.9% | -36.4% | 1.36 | 402 days | Jan 4, 2016 - Oct 16, 2026 | View strategy |
5 SOXL Enhanced Risk Control Historical simulation, benchmark context, and limitations for quantitative research on U.S. markets. U.S.Hybrid strategyHigh | 62.5% | -68.4% | 1.09 | 444 days | Jan 4, 2016 - Oct 16, 2026 | View strategy |
6 微盘风控 + ETF轮动 Historical simulation, benchmark context, and limitations for A-share ETF quantitative research. A-shareA股策略High | 61.0% | -20.0% | 2.02 | 177 days | Jan 2, 2020 - Oct 20, 2026 | View strategy |
7 TQQQ Enhanced Risk Control Historical simulation, benchmark context, and limitations for quantitative research on U.S. markets. U.S.Hybrid strategyMedium-high | 60.5% | -28.8% | 1.66 | 300 days | Jan 4, 2016 - Oct 16, 2026 | View strategy |
8 微盘五股基础策略 Historical simulation, benchmark context, and limitations for A-share ETF quantitative research. A-shareA股策略High | 53.1% | -46.1% | 1.57 | 291 days | Jan 2, 2020 - Oct 20, 2026 | View strategy |
9 QLD Risk Control + Cash Rotation Historical simulation, benchmark context, and limitations for quantitative research on U.S. markets. U.S.Hybrid strategyMedium-high | 48.0% | -23.4% | 1.44 | 298 days | Jan 4, 2016 - Oct 16, 2026 | View strategy |
10 QQQ/TQQQ Trend Allocation Historical simulation, benchmark context, and limitations for quantitative research on U.S. markets. U.S.Leveraged strategyHigh | 47.9% | -35.8% | 1.18 | 257 days | May 5, 2016 - Oct 16, 2026 | View strategy |
11 QLD Nasdaq Trend Rotation Historical simulation, benchmark context, and limitations for quantitative research on U.S. markets. U.S.ETF rotationHigh | 45.9% | -28.8% | 1.41 | 475 days | Jan 4, 2016 - Oct 16, 2026 | View strategy |
12 QLD Risk Control Historical simulation, benchmark context, and limitations for quantitative research on U.S. markets. U.S.Leveraged strategyMedium-high | 42.0% | -26.0% | 1.33 | 402 days | Jan 4, 2016 - Oct 16, 2026 | View strategy |
13 QLD Enhanced Risk Control Historical simulation, benchmark context, and limitations for quantitative research on U.S. markets. U.S.Hybrid strategyMedium | 41.8% | -23.4% | 1.63 | 452 days | Jan 4, 2016 - Oct 16, 2026 | View strategy |
14 U.S. 2x ETF Rotation Historical simulation, benchmark context, and limitations for quantitative research on U.S. markets. U.S.ETF rotationMedium-high | 37.2% | -55.9% | 1.12 | 1,750 days | Jan 4, 2016 - Oct 16, 2026 | View strategy |
15 A-Share Dual-Growth Core-Satellite Historical simulation, benchmark context, and limitations for A-share ETF quantitative research. A-shareETF rotationMedium-high | 36.5% | -23.2% | 1.42 | 342 days | Nov 1, 2016 - Oct 20, 2026 | View strategy |
16 白马攻防·沪深300基本面 Historical simulation, benchmark context, and limitations for A-share ETF quantitative research. A-shareA股策略Medium-high | 34.5% | -22.9% | 1.44 | 289 days | Jan 2, 2020 - Oct 20, 2026 | View strategy |
17 A-Share Nine-Asset Dual-Engine Rotation Historical simulation, benchmark context, and limitations for A-share ETF quantitative research. A-shareETF rotationMedium-high | 30.9% | -20.4% | 1.47 | 298 days | Nov 1, 2016 - Oct 20, 2026 | View strategy |
18 SSO Enhanced Rotation Historical simulation, benchmark context, and limitations for quantitative research on U.S. markets. U.S.Hybrid strategyHigh | 28.0% | -30.1% | 1.14 | 657 days | Jan 4, 2016 - Oct 16, 2026 | View strategy |
19 Nasdaq Trend-Priority Rotation Historical simulation, benchmark context, and limitations for quantitative research on U.S. markets. U.S.ETF rotationMedium | 26.6% | -19.6% | 1.42 | 477 days | Jan 4, 2016 - Oct 16, 2026 | View strategy |
20 A-Share Nasdaq Long-Trend Defense Historical simulation, benchmark context, and limitations for A-share ETF quantitative research. A-shareETF rotationMedium-high | 22.6% | -34.0% | 1.06 | 546 days | Nov 1, 2016 - Oct 20, 2026 | View strategy |
21 U.S. ETF Rotation Historical simulation, benchmark context, and limitations for quantitative research on U.S. markets. U.S.ETF rotationMedium | 21.8% | -30.3% | 1.23 | 1,633 days | Jan 4, 2016 - Oct 16, 2026 | View strategy |
22 U.S. Four-Asset Balanced Allocation Historical simulation, benchmark context, and limitations for quantitative research on U.S. markets. U.S.Asset allocationMedium | 12.8% | -16.8% | 1.25 | 534 days | Jan 4, 2016 - Oct 16, 2026 | View strategy |
23 A-Share Four-Asset Balanced Allocation Historical simulation, benchmark context, and limitations for A-share ETF quantitative research. A-shareAsset allocationMedium | 12.4% | -10.5% | 1.30 | 567 days | Jan 2, 2020 - Oct 20, 2026 | View strategy |
24 A-Share Dividend BOLL Swing Historical simulation, benchmark context, and limitations for A-share ETF quantitative research. A-shareA股策略Medium-high | 11.5% | -13.3% | 1.18 | 539 days | Jan 2, 2020 - Oct 20, 2026 | View strategy |
25 A-Share Dividend RSI Oversold Historical simulation, benchmark context, and limitations for A-share ETF quantitative research. A-shareA股策略Medium-high | 6.6% | -4.2% | 1.31 | 342 days | Jan 2, 2020 - Oct 20, 2026 | View strategy |
