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US融合策略风险中高

QLD 现金轮动增强

美国量化策略的已发布业绩记录。当前信号与持仓需要访问权限。

更新 2026年7月16日

回测年化收益

65.6%

最大回撤

-29.7%

Sharpe

1.48

Calmar

2.21

今日持仓 / 明日预测

发布时间: 2026年7月16日 · 美股收盘后 06:30（亚洲/上海）

已发布持仓

目标资产

QLD 100%

目标权重

100%

QLD 100%100%

明日预测

登录并购买 30 天访问权，查看下一交易日信号。

登录后购买

单次购买 · 一套策略 · 30 天 · 不自动续费

收益趋势

滑动窗口

2020-01-02至2026-07-16· 1642 数据点

2020-01-022026-07-16

窗口回撤

-29.7%

日期	已发布持仓	目标权重	策略收益	QQQ	超额收益	持仓
2026-07-16	QLD 100%	100%	-3.2%	-1.7%	-1.5%	QLD 100% 100%
2026-04-10	QLD 100%	100%	0.3%	0.1%	0.1%	QLD 100% 100%
2026-04-09	CASH	0%	0.0%	0.7%	-0.7%	CASH 0%
2026-03-23	UUP 100%	100%	-0.4%	1.1%	-1.6%	UUP 100% 100%
2025-10-14	QLD 100%	100%	-1.3%	-0.7%	-0.7%	QLD 100% 100%
2025-10-13	GLD 100%	100%	2.4%	2.1%	0.3%	GLD 100% 100%
2025-05-13	QLD 100%	100%	3.0%	1.5%	1.5%	QLD 100% 100%
2025-05-09	QQQ 100%	100%	-0.1%	-0.1%	0.0%	QQQ 100% 100%
2025-05-07	QLD 100%	100%	0.7%	0.4%	0.4%	QLD 100% 100%
2025-05-05	QQQ 100%	100%	-0.6%	-0.6%	0.0%	QQQ 100% 100%
2025-04-29	QLD 100%	100%	1.2%	0.7%	0.6%	QLD 100% 100%
2025-04-10	GLD 100%	100%	2.4%	-4.3%	6.7%	GLD 100% 100%
2025-04-08	QLD 30%	30%	-1.1%	-1.8%	0.7%	QLD 30% 30%
2025-04-07	GLD 70% / QLD 30%	100%	-1.4%	0.2%	-1.7%	GLD 70% / QLD 30% 100%
2025-03-17	GLD 100%	100%	0.5%	0.6%	-0.1%	GLD 100% 100%
2025-03-11	CASH	0%	0.0%	-0.2%	0.2%	CASH 0%
2025-03-07	GLD 100%	100%	0.1%	0.7%	-0.7%	GLD 100% 100%
2023-03-14	QLD 100%	100%	4.6%	2.3%	2.3%	QLD 100% 100%
2023-03-13	QLD 60% / UUP 40%	100%	0.5%	0.7%	-0.2%	QLD 60% / UUP 40% 100%
2023-02-01	QLD 100%	100%	4.3%	2.1%	2.2%	QLD 100% 100%
2023-01-31	QLD 60% / GLD 40%	100%	2.0%	1.5%	0.5%	QLD 60% / GLD 40% 100%
2023-01-27	QLD 100%	100%	2.0%	1.0%	1.0%	QLD 100% 100%
2023-01-23	QLD 60% / GLD 40%	100%	2.7%	2.2%	0.5%	QLD 60% / GLD 40% 100%
2023-01-19	QLD 100%	100%	-2.0%	-1.0%	-1.0%	QLD 100% 100%
2023-01-17	QLD 60% / GLD 40%	100%	-0.1%	0.2%	-0.3%	QLD 60% / GLD 40% 100%
2022-12-16	QLD 100%	100%	-2.0%	-1.0%	-1.0%	QLD 100% 100%
2022-12-09	QLD 60% / XLU 40%	100%	-1.0%	-0.6%	-0.3%	QLD 60% / XLU 40% 100%
2022-12-08	QLD 100%	100%	2.4%	1.2%	1.2%	QLD 100% 100%
2022-12-01	QLD 60% / XLU 40%	100%	0.1%	0.1%	-0.0%	QLD 60% / XLU 40% 100%
2022-11-30	QLD 100%	100%	9.1%	4.6%	4.6%	QLD 100% 100%