组合监控视图
7套ETF量化策略实时运行状态总览
数据截至：2026-10-15
组合总资产
¥4,344,900
组合净值
1.2414
今日盈亏
¥-6.3万
累计收益
+24.14%
初始总资金
¥3,500,000
组合月度收益
每格 = 该月累计涨跌%，右侧 = 全年累计
| 年份 | 1月 | 2月 | 3月 | 4月 | 5月 | 6月 | 7月 | 8月 | 9月 | 10月 | 11月 | 12月 | 全年 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | -0.17% | +2.40% | +2.42% | +1.56% | -1.56% | -0.14% | +2.61% | +8.56% | +3.98% | +0.13% | -3.56% | +0.64% | +24.60% |
| 2026 | +6.96% | +3.61% | -6.50% | +4.18% | +3.30% | +2.08% | -5.99% | -0.15% | -33.49% | -2.77% | — | — | -34.78% |
策略状态矩阵
多因子综合策略
2026-10已平衡
净值
1.2312
日收益
-2.31%
累计收益
+23.12%
总资产
¥61.6万
今日盈亏
¥-1.2万
初始资金
¥50万
持仓0只 · 现金¥61.6万 · 上次平衡: 2026-10
短期突破策略
正常运行
净值
1.2208
日收益
0.00%
累计收益
+22.08%
总资产
¥61.0万
今日盈亏
¥0
初始资金
¥50万
模式: NORMAL · 持仓0只 · 熔断: 否持仓0只 · 现金¥61.0万 · 上次平衡: 未
网格交易策略
已清算
净值
1.1149
日收益
-1.16%
累计收益
+11.49%
总资产
¥55.7万
今日盈亏
¥-5,800
初始资金
¥50万
持仓131000股 · 均价3.802 · 已用0/10层 · 已实现PnL: ¥0
策略月度收益矩阵
红涨绿跌，颜色深浅 = 幅度大小
2025年
| 策略 | 1月 | 2月 | 3月 | 4月 | 5月 | 6月 | 7月 | 8月 | 9月 | 10月 | 11月 | 12月 | 全年 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 多因子 | +1.20% | +4.42% | +4.08% | +0.10% | -2.88% | +3.00% | +2.36% | +5.38% | +2.89% | +0.19% | -2.21% | +1.47% | +32.27% |
| 短期突破 | -0.39% | +11.07% | -0.07% | +1.57% | -2.98% | +1.31% | +2.23% | +4.49% | 0.00% | 0.00% | -3.67% | -4.41% | +10.51% |
| 动量轮动 | 0.00% | 0.00% | +0.39% | +0.05% | -0.01% | -0.02% | -0.16% | -0.17% | +4.62% | -0.07% | -2.74% | 0.00% | +3.58% |
| 趋势跟踪 | -0.08% | -0.44% | +1.33% | +0.99% | -0.67% | -0.40% | +0.48% | +1.34% | +2.12% | +0.32% | -0.28% | +2.45% | +10.09% |
| 网格交易 | -0.03% | +1.37% | +0.04% | +0.75% | +1.41% | +0.65% | +4.18% | +11.29% | +2.69% | -1.24% | -2.68% | +1.40% | +24.93% |
| 动量积极 | -2.12% | +0.08% | +6.19% | +5.88% | -2.11% | -4.70% | +8.24% | +24.43% | +8.57% | +0.75% | -9.44% | +1.53% | +59.69% |
| 动量稳健 | +0.20% | +0.27% | +5.09% | +1.40% | -3.20% | -0.71% | +0.55% | +11.33% | +5.74% | +0.75% | -1.32% | +1.53% | +31.26% |
2026年
| 策略 | 1月 | 2月 | 3月 | 4月 | 5月 | 6月 | 7月 | 8月 | 9月 | 10月 | 11月 | 12月 | 全年 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 多因子 | +4.17% | +2.27% | -7.36% | +2.72% | +8.91% | +10.74% | -18.42% | +0.25% | -0.12% | -2.32% | — | — | -7.89% |
| 短期突破 | +6.17% | 0.00% | 0.00% | +2.89% | -1.91% | -3.78% | +5.56% | -1.07% | -0.84% | 0.00% | — | — | +6.58% |
| 动量轮动 | +4.00% | +1.39% | -2.60% | +4.65% | +5.69% | +0.31% | -0.08% | 0.00% | 0.00% | 0.00% | — | — | +14.76% |
| 趋势跟踪 | +0.94% | +0.07% | +0.15% | +0.34% | +0.43% | +0.14% | -0.63% | -0.09% | -0.53% | -8.60% | — | — | -7.38% |
| 网格交易 | -2.73% | +2.70% | -5.80% | +6.38% | +0.72% | +3.10% | -6.88% | +1.98% | -5.32% | -3.40% | — | — | -12.43% |
| 动量积极 | +15.96% | +9.82% | -15.84% | +10.38% | +7.06% | +3.96% | -10.02% | +1.82% | 0.00% | — | — | — | +5.41% |
| 动量稳健 | +15.96% | +5.80% | -7.76% | +0.50% | +0.70% | -1.97% | -5.13% | -4.50% | 0.00% | — | — | — | -10.25% |
净值走势对比（归一化）
多因子
短期突破
动量轮动
趋势跟踪
网格交易
动量积极
动量稳健
风控状态
| 策略 | 回撤状态 | 当前回撤 | 历史最大 | 特殊状态 |
|---|---|---|---|---|
| 多因子 | FULL_LIQUIDATED | 21.57% | -21.57% | — |
| 短期突破 | NORMAL | 6.51% | -8.92% | — |
| 动量轮动 | NORMAL | 3.66% | -6.04% | — |
| 趋势跟踪 | NORMAL | 9.96% | -9.96% | — |
| 网格交易 | NORMAL | 16.66% | -16.67% | 已清算 |
| 动量积极 | NORMAL | 15.94% | -24.56% | — |
| 动量稳健 | NORMAL | 28.43% | -28.43% | — |
明日推演会员专享
多因子持仓不变
短期突破无新信号
动量轮动持仓不变
趋势跟踪无信号
网格交易暂停买入（趋势向上>MA200）
动量积极换仓→纳指ETF
买入: 纳指ETF卖出: 黄金ETF
动量稳健换仓→十年国债ETF
买入: 十年国债ETF卖出: 黄金ETF