| 年份 | 策略 | HODL | 超额α |
|---|---|---|---|
| 2020 | +183.3% | +302.8% | -119.5% |
| 2021 | +16.7% | +57.6% | -40.9% |
| 2022 | +8.8% | -65.3% | +74.1% |
| 2023 | +1.0% | +154.2% | -153.2% |
| 2024 | +4.6% | +111.5% | -107.0% |
| 2025 | -6.0% | -7.3% | +1.3% |
| 2026 | +7.6% | -20.2% | +27.8% |
| 方向 | 入场 | 出场 | 入价 | 出价 | 盈亏% | 盈亏$ | 持仓 | 原因 |
|---|---|---|---|---|---|---|---|---|
| 做多 | 2020-07-25 | 2020-08-02 | $9,677 | $11,054 | +14.2% | $+1,422 | 8天 | 追踪止损 (14.2%) |
| 做多 | 2020-08-02 | 2020-08-19 | $11,054 | $11,758 | +6.4% | $+728 | 17天 | 追踪止损 (6.4%) |
| 做多 | 2020-08-19 | 2020-09-03 | $11,758 | $10,245 | -12.9% | $-1,563 | 15天 | 止损 (-12.9%) |
| 做多 | 2020-10-11 | 2020-11-05 | $11,384 | $15,580 | +36.9% | $+3,902 | 25天 | ROI目标 (36.9%) |
| 做多 | 2020-11-07 | 2020-11-26 | $14,834 | $17,151 | +15.6% | $+2,263 | 19天 | 追踪止损 (15.6%) |
| 做多 | 2020-11-26 | 2020-12-01 | $17,151 | $18,803 | +9.6% | $+1,614 | 5天 | 追踪止损 (9.6%) |
| 做多 | 2020-12-01 | 2020-12-21 | $18,803 | $22,803 | +21.3% | $+3,907 | 20天 | 追踪止损 (21.3%) |
| 做多 | 2020-12-21 | 2021-01-02 | $22,803 | $32,127 | +40.9% | $+9,108 | 12天 | ROI目标 (40.9%) |
| 做多 | 2021-01-10 | 2021-01-12 | $38,356 | $33,923 | -11.6% | $-3,627 | 2天 | 止损 (-11.6%) |
| 做多 | 2021-01-13 | 2021-01-21 | $37,316 | $30,826 | -17.4% | $-4,827 | 8天 | 止损 (-17.4%) |
| 做多 | 2021-02-03 | 2021-02-14 | $37,472 | $48,717 | +30.0% | $+6,880 | 11天 | ROI目标 (30.0%) |
| 做多 | 2021-02-14 | 2021-02-22 | $48,717 | $54,207 | +11.3% | $+3,359 | 8天 | 追踪止损 (11.3%) |
| 做多 | 2021-02-22 | 2021-02-23 | $54,207 | $48,824 | -9.9% | $-3,293 | 1天 | 止损 (-9.9%) |
| 做多 | 2021-02-23 | 2021-03-15 | $48,824 | $55,907 | +14.5% | $+4,333 | 20天 | 追踪止损 (14.5%) |
| 做多 | 2021-03-15 | 2021-04-17 | $55,907 | $60,684 | +8.5% | $+2,922 | 33天 | 追踪止损 (8.5%) |
| 年份 | 策略 | HODL | 超额α |
|---|---|---|---|
| 2020 | +168.6% | +464.1% | -295.4% |
| 2021 | +151.1% | +404.2% | -253.1% |
| 2022 | +40.0% | -68.3% | +108.2% |
| 2023 | -19.4% | +90.0% | -109.4% |
| 2024 | -26.1% | +41.7% | -67.8% |
| 2025 | +47.2% | -11.5% | +58.7% |
| 2026 | +25.7% | -31.3% | +57.0% |
| 方向 | 入场 | 出场 | 入价 | 出价 | 盈亏% | 盈亏$ | 持仓 | 原因 |
|---|---|---|---|---|---|---|---|---|
| 做多 | 2020-07-22 | 2020-07-31 | $262 | $346 | +31.8% | $+3,180 | 9天 | ROI目标 (31.8%) |
| 做多 | 2020-08-07 | 2020-08-19 | $380 | $406 | +7.1% | $+936 | 12天 | 追踪止损 (7.1%) |
| 做多 | 2020-08-19 | 2020-09-02 | $406 | $440 | +8.3% | $+1,166 | 14天 | 追踪止损 (8.3%) |
| 做多 | 2020-09-02 | 2020-09-03 | $440 | $386 | -12.4% | $-1,888 | 1天 | 止损 (-12.4%) |
| 做多 | 2020-10-21 | 2020-11-07 | $392 | $436 | +11.1% | $+1,486 | 17天 | 追踪止损 (11.1%) |
| 做多 | 2020-11-07 | 2020-11-15 | $436 | $448 | +2.7% | $+405 | 8天 | 追踪止损 (2.7%) |
| 做多 | 2020-11-15 | 2020-11-23 | $448 | $608 | +35.9% | $+5,495 | 8天 | ROI目标 (35.9%) |
| 做多 | 2020-11-25 | 2020-11-26 | $571 | $519 | -9.1% | $-1,889 | 1天 | 止损 (-9.1%) |
| 做多 | 2020-11-26 | 2020-12-01 | $519 | $587 | +13.2% | $+2,495 | 5天 | 追踪止损 (13.2%) |
| 做多 | 2020-12-01 | 2020-12-21 | $587 | $610 | +3.8% | $+819 | 20天 | 追踪止损 (3.8%) |
| 做多 | 2020-12-21 | 2021-01-03 | $610 | $976 | +60.0% | $+13,315 | 13天 | ROI目标 (60.0%) |
| 做多 | 2021-01-11 | 2021-01-21 | $1,090 | $1,122 | +2.9% | $+1,024 | 10天 | 追踪止损 (2.9%) |
| 做多 | 2021-01-21 | 2021-01-25 | $1,122 | $1,324 | +18.1% | $+6,609 | 4天 | 追踪止损 (18.1%) |
| 做多 | 2021-01-25 | 2021-02-07 | $1,324 | $1,614 | +21.9% | $+9,443 | 13天 | 追踪止损 (21.9%) |
| 做多 | 2021-02-07 | 2021-02-22 | $1,614 | $1,782 | +10.4% | $+5,466 | 15天 | 追踪止损 (10.4%) |
这是所有择时策略在强牛市中的固有缺陷,不是bug——是feature trade-off。
| 时期 | 策略 | HODL | 差距 |
|---|---|---|---|
| 2020.3→2021.4 主升浪 | +286% | +1170% | -883% |
| 2021.7→2021.11 二次顶 | +23% | +118% | -95% |
| 2023.1→2024.3 复苏 | +52% | +329% | -277% |
| 时期 | 策略 | HODL | 差距 |
|---|---|---|---|
| 2020.3→2021.4 主升浪 | +462% | +2067% | -1606% |
| 2021.7→2021.11 二次顶 | +46% | +159% | -113% |
| 2023.1→2024.3 复苏 | +4% | +223% | -219% |