The investment strategy focuses on optimizing stock selection based on market sentiment and capital flow trends to enhance decision accuracy and improve portfolio performance. - Turnover Rate (insignificant): Although not a significant factor, the turnover rate reflects market attention and price fluctuations, guiding short-term or long-term investment decisions. - Margin-to-Equity Ratio (insignificant): While not highly significant, this ratio helps identify bearish or bullish sentiment, aiding in stock selection and portfolio optimization. - Margin Balance Daily Change Ratio (insignificant): Despite its insignificance, this ratio predicts short-term market fluctuations and investor risk preferences, providing valuable insights for investment decisions. - Margin Balance 5-Day Change Ratio (very significant): This factor is crucial for forecasting short-term market trends and understanding short-term risk preferences, guiding investment decisions to capture growth opportunities.
Date | Signal Count | Win Rate | Annualized Return |
---|---|---|---|
2025 | 0 | 0.00% | 2.43% |
2024 | 534 | 48.50% | 24.29% |
2023 | 505 | 61.98% | 60.09% |
2022 | 368 | 42.66% | -17.69% |
2021 | 495 | 53.13% | 26.12% |
2020 | 452 | 61.28% | 17.30% |
2019 | 323 | 61.92% | 47.55% |
2018 | 293 | 44.03% | -10.85% |
2017 | 298 | 61.07% | 21.32% |
Date | Symbol | Name | Entry Date | Exit Date | Return(Excluding Fees) | Holding Period | Entry Price | Exit Price | Trade Reason |
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