84月中失利7個月, 勝率:90%, 974個股失利278, 勝率:71%

回答: 發現超級大聖杯係統 -抓反彈momentumtrade2012-12-10 13:14:17


84月中失利7個月,  勝率:90%
974個股失利278,  勝率:71%

最大連續失利天數:10 (04/19/2011 - 05/05/2011)
最大draw down:-23.63% (04/19/2011 - 05/05/2011)

04/19/2011    -0.18%
04/21/2011    -0.24%
04/26/2011    -3.25%
04/27/2011    -0.64%
04/28/2011    -12.41%
04/29/2011    -1.22%
05/02/2011    -2.19%
05/03/2011    -2.22%
05/04/2011    -0.02%
05/05/2011    -1.27%


1. 2008-2009 回報十分突出, 說明有狂跌必有狂彈

2. 最大單月回報:2009/04, 正好是2008股災結束的時候

3. 最小單月回報是2011/04 而不是2008 -2009 的那些股災月, 說明狂跌之後抓反彈
還是在一定程度上靠譜的。

24.67%    01/27/2006  
3.10%    02/24/2006
13.87%    03/31/2006
26.85%    04/28/2006
20.82%    05/31/2006
3.53%    06/27/2006
9.22%    07/28/2006
-1.19%    08/30/2006
11.64%    09/29/2006
19.17%    10/30/2006
27.54%    11/30/2006
4.92%    12/21/2006
10.36%    01/26/2007
26.91%    02/28/2007
-0.91%    03/28/2007
17.81%    04/23/2007
14.74%    05/31/2007
17.40%    06/29/2007
11.73%    07/27/2007
17.61%    08/29/2007
3.76%    09/28/2007
61.81%    10/31/2007
37.05%    11/30/2007
12.04%    12/31/2007
68.71%    01/31/2008
41.94%    02/29/2008
32.75%    03/31/2008
16.10%    04/30/2008
29.64%    05/30/2008
41.00%    06/30/2008
14.18%    07/31/2008
41.55%    08/27/2008
61.38%    09/30/2008
25.10%    10/24/2008
49.65%    11/26/2008
36.66%    12/30/2008
33.80%    01/30/2009
8.68%    02/27/2009
48.09%    03/31/2009
80.93%    04/30/2009
77.49%    05/29/2009
26.55%    06/30/2009
17.00%    07/31/2009
31.98%    08/31/2009
38.30%    09/30/2009
21.99%    10/30/2009
25.30%    11/30/2009
-0.40%    12/31/2009
8.89%    01/29/2010
24.47%    02/25/2010
8.49%    03/31/2010
29.94%    04/30/2010
25.96%    05/27/2010
2.61%    06/30/2010
6.09%    07/30/2010
6.50%    08/26/2010
19.10%    09/30/2010
11.32%    10/29/2010
11.78%    11/30/2010
9.51%    12/27/2010
23.02%    01/31/2011
15.27%    02/28/2011
22.52%    03/30/2011
-11.34%    04/29/2011
3.53%    05/24/2011
7.61%    06/27/2011
5.19%    07/28/2011
5.46%    08/26/2011
12.39%    09/30/2011
3.01%    10/31/2011
4.55%    11/22/2011
-3.24%    12/22/2011
11.42%    01/31/2012
13.67%    02/29/2012
20.10%    03/29/2012
-0.02%    04/27/2012
4.48%    05/31/2012
8.03%    06/22/2012
-2.76%    07/26/2012
24.36%    08/29/2012
12.04%    09/27/2012
3.41%    10/26/2012
9.33%    11/29/2012

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