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US融合策略风险中

QLD 轮动风控融合

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

61.0%

最大回撤

-21.9%

Sharpe

1.76

Calmar

2.79

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 30%

目标权重

30%

QLD 30%30%

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

-21.9%

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 30%	30%	-1.0%	-1.7%	0.7%	QLD 30% 30%
2026-07-14	UUP 70% / QLD 30%	100%	0.4%	1.1%	-0.7%	UUP 70% / QLD 30% 100%
2026-07-10	QLD 100%	100%	0.6%	0.3%	0.3%	QLD 100% 100%
2026-06-24	UUP 70% / QLD 30%	100%	-0.1%	-0.4%	0.4%	UUP 70% / QLD 30% 100%
2026-06-22	QLD 100%	100%	-0.2%	-0.3%	0.0%	QLD 100% 100%
2026-06-18	UUP 70% / QLD 30%	100%	1.7%	2.5%	-0.8%	UUP 70% / QLD 30% 100%
2026-06-16	QLD 100%	100%	-3.8%	-1.9%	-1.9%	QLD 100% 100%
2026-06-08	UUP 70% / QLD 30%	100%	0.9%	1.6%	-0.6%	UUP 70% / QLD 30% 100%
2026-04-14	QLD 100%	100%	3.6%	1.8%	1.8%	QLD 100% 100%
2026-04-10	XLU 70% / QLD 30%	100%	-0.2%	0.1%	-0.3%	XLU 70% / QLD 30% 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%
2026-03-12	UUP 70% / QLD 30%	100%	-0.7%	-1.7%	1.0%	UUP 70% / QLD 30% 100%
2026-02-04	XLU 70% / QLD 30%	100%	-1.3%	-1.7%	0.4%	XLU 70% / QLD 30% 100%
2026-02-03	QLD 100%	100%	-3.1%	-1.5%	-1.6%	QLD 100% 100%
2026-02-02	USO 70% / QLD 30%	100%	-3.3%	0.7%	-3.9%	USO 70% / QLD 30% 100%
2026-01-29	QLD 100%	100%	-1.1%	-0.6%	-0.5%	QLD 100% 100%
2026-01-16	GLD 70% / QLD 30%	100%	-0.4%	-0.1%	-0.3%	GLD 70% / QLD 30% 100%
2026-01-14	QLD 100%	100%	-2.1%	-1.1%	-1.0%	QLD 100% 100%
2026-01-12	GLD 70% / QLD 30%	100%	1.4%	0.1%	1.3%	GLD 70% / QLD 30% 100%
2026-01-09	QLD 100%	100%	1.9%	1.0%	0.9%	QLD 100% 100%
2026-01-05	GLD 70% / QLD 30%	100%	2.3%	0.8%	1.5%	GLD 70% / QLD 30% 100%
2026-01-02	QLD 30%	30%	-0.1%	-0.2%	0.1%	QLD 30% 30%
2025-12-29	GLD 70% / QLD 30%	100%	-3.3%	-0.5%	-2.9%	GLD 70% / QLD 30% 100%
2025-12-22	QLD 100%	100%	0.9%	0.5%	0.4%	QLD 100% 100%
2025-12-16	GLD 70% / QLD 30%	100%	0.1%	0.2%	-0.1%	GLD 70% / QLD 30% 100%
2025-12-08	QLD 100%	100%	-0.5%	-0.2%	-0.3%	QLD 100% 100%
2025-11-28	GLD 70% / QLD 30%	100%	1.3%	0.8%	0.5%	GLD 70% / QLD 30% 100%
2025-11-14	UUP 70% / QLD 30%	100%	0.1%	0.1%	0.1%	UUP 70% / QLD 30% 100%
2025-11-11	QLD 100%	100%	-0.5%	-0.3%	-0.3%	QLD 100% 100%