全天候分散 + VIX波动率仓位 + 趋势三重过滤(50MA × 200MA × 周线MACD) | 更新:2026-04-12 17:28
| 代码 | 名称 | 当前价 | 50MA | 200MA | RSI | 趋势条件 | 建议仓位 | 状态 | 实际仓位 |
|---|---|---|---|---|---|---|---|---|---|
| QQQ | 纳斯达克100 | 611.07 | 600.09 | 595.32 | 72.4 | ✓ 50MA ✓ 200MA ✗ MACD | 0.0% | ○ 暂停 | 0% |
| SPY | 标普500 | 679.46 | 672.99 | 660.97 | 72.4 | ✓ 50MA ✓ 200MA ✗ MACD | 0.0% | ○ 暂停 | 0% |
| TLT | 长期国债 | 86.49 | 87.39 | 86.61 | 48.0 | ✗ 50MA ✗ 200MA ✗ MACD | 0.0% | ○ 暂停 | 0% |
| 3033.HK | 恒生科技ETF | 4.76 | 5.04 | 5.46 | 52.1 | ✗ 50MA ✗ 200MA ✗ MACD | 0.0% | ○ 暂停 | 0% |
| GLD | 黄金 | 437.13 | 451.18 | 382.06 | 56.7 | ✗ 50MA ✓ 200MA ✗ MACD | 0.0% | ○ 暂停 | 0% |
| BTC-USD | 比特币 | 71634.21 | 69160.19 | 87876.64 | 58.9 | ✓ 50MA ✗ 200MA ✗ MACD | 0.0% | ○ 暂停 | 0% |
| ETH-USD | 以太坊 | 2216.11 | 2080.26 | 2918.08 | 57.8 | ✓ 50MA ✗ 200MA ✗ MACD | 0.0% | ○ 暂停 | 0% |
策略:QQQ/SPY/TLT/MCHI/GLD/BTC/ETH,VIX<20→100%,3条件AND · 优化策略:QQQ 30%/SPY/IEF/GLD/BTC/ETH,VIX<25→100%,2/3再入场,债券双触发 · 优化+月MACD:同优化策略,额外要求月线MACD多头才持仓 · ★ = 该时段最优
| 指标 | 策略 | 优化策略 | 优化+月MACD | SPY | QQQ | 60/40 |
|---|---|---|---|---|---|---|
| 年化收益(CAGR) | +11.14% | +12.07% | +14.85% ★ | +8.35% | +11.58% | +6.75% |
| 总收益率 | +1535.1% | +1938.0% | +3797.3% ★ | +734.9% | +1715.8% | +463.0% |
| 夏普比率 | +0.53 | +0.68 | +0.7 ★ | +0.38 | +0.51 | +0.4 |
| 最大回撤 | -44.2% | -26.93% | -34.24% | -55.19% ★ | -53.4% | -29.92% |
| 年化波动率 | +16.96% | +13.66% | +17.9% | +17.03% | +19.36% | +9.97% ★ |
| 最佳年份 | +252.7% ★ | +160.6% | +244.6% | +32.3% | +54.9% | +24.7% |
| 最差年份 | -23.5% | -10.3% | -10.3% | -36.8% | -41.7% ★ | -22.8% |