策略退場門檻模擬
降低失效策略權重的規則效果如何?
- 最新值
- 153.73 起點=100
- 期間變動
- 53.73 %
- 期間最高
- 163.28 起點=100
- 期間最低
- 100 起點=100
策略退場門檻模擬
策略組合淨值(100) (折線圖)
基準/成本後回報(%)
基準/成本後回報(%) (柱狀圖)
事件明細與資料日期
策略組合淨值(100) 與 基準/成本後回報(%) (表格)
示例資料列
| 交易日/觀察期 | 策略組合淨值(100) | 基準/成本後回報(%) | 資料日期(示例) |
|---|---|---|---|
| 2025-10-16 | 100 | 1.67 | 2025-10-16 |
| 2025-11-03 | 111.26 | 5.76 | 2025-11-03 |
| 2025-11-17 | 118.39 | 5.09 | 2025-11-17 |
| 2025-12-03 | 125.72 | 6.33 | 2025-12-03 |
| 2025-12-19 | 116.01 | 6.24 | 2025-12-19 |
| 2026-01-02 | 120.52 | 2.96 | 2026-01-02 |
| 2026-01-20 | 133.72 | 3.74 | 2026-01-20 |
| 2026-02-05 | 137.94 | 4.78 | 2026-02-05 |
| 2026-02-23 | 137.52 | 2.34 | 2026-02-23 |
| 2026-03-09 | 135.01 | 16.28 | 2026-03-09 |
| 2026-03-25 | 138.42 | 2.5 | 2026-03-25 |
| 2026-04-10 | 153.55 | 5.83 | 2026-04-10 |
| 2026-04-24 | 143.61 | 3.33 | 2026-04-24 |
| 2026-05-12 | 147.35 | 4.62 | 2026-05-12 |
| 2026-05-28 | 143.2 | 1.95 | 2026-05-28 |
| 2026-06-11 | 140.88 | 9.78 | 2026-06-11 |
| 2026-06-29 | 136.87 | 7.2 | 2026-06-29 |
| 2026-07-15 | 133.17 | 3.28 | 2026-07-15 |
| 2026-07-31 | 136.86 | 6.58 | 2026-07-31 |
| 2026-08-14 | 151.32 | 1.95 | 2026-08-14 |
| 2026-09-01 | 159.55 | 3.97 | 2026-09-01 |
| 2026-09-17 | 159.11 | 10.9 | 2026-09-17 |
| 2026-10-01 | 161.1 | 27.54 | 2026-10-01 |
| 2026-10-16 | 153.73 | 4.59 | 2026-10-16 |