Re: [心得] 曝險100%的情況下的比較

[tensionship (nothing)]

我們坐時光機，回到最衰時刻，最後一天都是最低點
: 1.ALL IN 0050
: 2.一半00631L，一半現金
: 4.加權報酬指數
時間訂在2020/05/18買進，2021/05/17賣出

1.0050，83.15買進，126.5賣出，股息3.75
報酬率(126.5-83.15+3.75)/83.15=56.64%

2.00631L，42.89買進，99.1賣出，全年定存利率1%
報酬率(99.1-42.89)/42.89=131.06%
合計(131.06%/2+1%/2)=66.03%

: 4.加權報酬指數
110/05/17       29,698.31
109/05/18       20,084.97
(29,698.31-20,084.97)/20,084.97=47.86%

簡單比較：2>1>4

= = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = =

時間訂在2019/03/20買進，2020/03/19賣出

1.0050，78.5買進，68.55賣出，股息3.6
報酬率(68.55-78.5+3.6)/78.5=-8.09%

2.00631L，36.75買進，26.4賣出，全年定存利率1%
報酬率(26.4-36.75)/36.75=-28.16%
合計(-28.16%/2+1%/2)=-13.58%

: 4.加權報酬指數
109/03/19       16,228.60
108/03/20       18,824.92
(16,228.60-18,824.92)/18,824.92=-13.79%

簡單比較：1>2>4

= = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = = =

時間訂在2018/01/05買進，2019/01/04賣出

1.0050，83.75買進，72.2賣出，股息3
報酬率(72.2-83.75+3)/83.75=-10.21%

2.00631L，36.43買進，29.37賣出，全年定存利率1%
報酬率(29.37-36.43)/36.43=-19.38%
合計(-19.38%/2+1%/2)=-9.19%

: 4.加權報酬指數
108/01/04       16,739.23
107/01/05       18,640.70
(16,739.23-18,640.70)/18,640.70=-10.2

簡單比較：2>1>4

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→ Fortran     : 純好奇你一直po差不多的文的意義在哪
→ ckitwei     : 在股版，永遠都有差不多的問文呀
→ lpmybig     : 這招在空頭的時候也是虧錢啊
→ toshiba5566 : 1000元的宏達電：看我幹嘛？
推 bbcer       : 時間不夠長的後照鏡，沒什麼意義
噓 gwboy       : 一直洗文好玩嗎？
推 soulism     : 股是正二,避險應該要用負相關的正二債券而非現金.
曝險不是避險
50%正二+50%正二債券叫做曝險200%
※ 編輯: tensionship (1.168.253.227 臺灣), 05/22/2022 20:24:48
噓 bass17      : 不懂意義在哪 實戰並不是看著後照鏡開車
→ Vitaceae    : 無腦多不也是看後照鏡開車嗎
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推 la8day      : 覺得有人幫忙回測不同策略不錯啊
噓 ru8bj6      : 齁糗，回測只要回測大多頭時期喔？