📊 大 ETF 投资池 - ratio600 趋势（近 200 日）
ratio600 = 当日 ETF 净值 ÷ 前 600 个交易日 ETF 净值均值
当 ratio600 > 1 时，表示当前净值高于 600 日均值；ratio600 < 1 时，表示低于 600 日均值。
159949
创业板 50
510300
沪深 300
511260
十年国债
518880
黄金 ETF
📊 这 4 只 ETF，过去 200 个交易日（截至 2026-04-17）的增幅：
• 159949 创业板 50：+0.00%
• 510300 沪深 300：+0.00%
• 511260 十年国债：+0.00%
• 518880 黄金 ETF：+0.00%
📊 策略回测结果
初始资金
¥100,000
最终资金
¥117,938.92
总收益率
+17.94%
年化收益率
+41.01%
最大回撤
-100.00%
交易次数
121
回测区间：2025-10-20 至 2026-04-17（共 121 个交易日）
📝 交易记录
| 日期 | 操作 | ETF | 前复权净值 | zf | zfTotal | zfTotalM | 安全点数 |
|---|---|---|---|---|---|---|---|
| 2025-10-20 | 买入 | 518880 | 9.3213 | 0.0000 | 1.0000 | 1.0000 | 0.0700 |
| 2025-10-21 | 518880 | 9.4440 | 0.0132 | 1.0132 | 1.0132 | 0.0700 | |
| 2025-10-22 | 换仓 | 159949 | 1.4499 | -0.0078 | 1.0053 | 1.0132 | 0.0622 |
| 2025-10-23 | 159949 | 1.4522 | 0.0016 | 1.0069 | 1.0132 | 0.0638 | |
| 2025-10-24 | 159949 | 1.5112 | 0.0406 | 1.0478 | 1.0478 | 0.0700 | |
| 2025-10-27 | 159949 | 1.5411 | 0.0198 | 1.0685 | 1.0685 | 0.0700 | |
| 2025-10-28 | 159949 | 1.5390 | -0.0014 | 1.0670 | 1.0685 | 0.0686 | |
| 2025-10-29 | 159949 | 1.5903 | 0.0333 | 1.1026 | 1.1026 | 0.0700 | |
| 2025-10-30 | 159949 | 1.5581 | -0.0202 | 1.0803 | 1.1026 | 0.0498 | |
| 2025-10-31 | 159949 | 1.5125 | -0.0293 | 1.0487 | 1.1026 | 0.0211 | |
| 2025-11-03 | 159949 | 1.5179 | 0.0036 | 1.0524 | 1.1026 | 0.0245 | |
| 2025-11-04 | 159949 | 1.4881 | -0.0196 | 1.0317 | 1.1026 | 0.0057 | |
| 2025-11-05 | 159949 | 1.5060 | 0.0120 | 1.0442 | 1.1026 | 0.0170 | |
| 2025-11-06 | 159949 | 1.5368 | 0.0205 | 1.0655 | 1.1026 | 0.0364 | |
| 2025-11-07 | 159949 | 1.5257 | -0.0072 | 1.0578 | 1.1026 | 0.0294 | |
| 2025-11-10 | 159949 | 1.5059 | -0.0130 | 1.0441 | 1.1026 | 0.0169 | |
| 2025-11-11 | 换仓 | 518880 | 9.0549 | 0.0128 | 1.0575 | 1.0575 | 0.0700 |
| 2025-11-12 | 518880 | 9.0361 | -0.0021 | 1.0553 | 1.0575 | 0.0679 | |
| 2025-11-13 | 518880 | 9.1725 | 0.0151 | 1.0712 | 1.0712 | 0.0700 | |
| 2025-11-14 | 518880 | 9.0665 | -0.0116 | 1.0588 | 1.0712 | 0.0584 | |
| 2025-11-17 | 518880 | 8.9068 | -0.0176 | 1.0402 | 1.0712 | 0.0410 | |
| 2025-11-18 | 518880 | 8.7685 | -0.0155 | 1.0240 | 1.0712 | 0.0260 | |
| 2025-11-19 | 518880 | 8.9437 | 0.0200 | 1.0445 | 1.0712 | 0.0451 | |
| 2025-11-20 | 518880 | 8.8924 | -0.0057 | 1.0385 | 1.0712 | 0.0395 | |
| 2025-11-21 | 518880 | 8.8395 | -0.0059 | 1.0323 | 1.0712 | 0.0337 | |
| 2025-11-24 | 518880 | 8.8539 | 0.0016 | 1.0340 | 1.0712 | 0.0353 | |
| 2025-11-25 | 518880 | 9.0021 | 0.0167 | 1.0513 | 1.0712 | 0.0514 | |
| 2025-11-26 | 518880 | 8.9984 | -0.0004 | 1.0509 | 1.0712 | 0.0510 | |
| 2025-11-27 | 518880 | 9.0251 | 0.0030 | 1.0540 | 1.0712 | 0.0539 | |
| 2025-11-28 | 518880 | 9.0649 | 0.0044 | 1.0587 | 1.0712 | 0.0583 | |
| 2025-12-01 | 518880 | 9.1631 | 0.0108 | 1.0701 | 1.0712 | 0.0690 | |
| 2025-12-02 | 518880 | 9.1289 | -0.0037 | 1.0661 | 1.0712 | 0.0652 | |
| 2025-12-03 | 518880 | 9.0827 | -0.0051 | 1.0607 | 1.0712 | 0.0602 | |
| 2025-12-04 | 518880 | 9.0754 | -0.0008 | 1.0599 | 1.0712 | 0.0594 | |
| 2025-12-05 | 518880 | 9.1437 | 0.0075 | 1.0679 | 1.0712 | 0.0669 | |
| 2025-12-08 | 518880 | 9.1204 | -0.0025 | 1.0651 | 1.0712 | 0.0643 | |
| 2025-12-09 | 518880 | 9.0537 | -0.0073 | 1.0574 | 1.0712 | 0.0570 | |
| 2025-12-10 | 518880 | 9.0897 | 0.0040 | 1.0616 | 1.0712 | 0.0610 | |
| 2025-12-11 | 518880 | 9.1037 | 0.0015 | 1.0632 | 1.0712 | 0.0625 | |
| 2025-12-12 | 518880 | 9.2167 | 0.0124 | 1.0764 | 1.0764 | 0.0700 | |
| 2025-12-15 | 518880 | 9.3363 | 0.0130 | 1.0904 | 1.0904 | 0.0700 | |
| 2025-12-16 | 518880 | 9.2224 | -0.0122 | 1.0771 | 1.0904 | 0.0578 | |
| 2025-12-17 | 518880 | 9.2968 | 0.0081 | 1.0857 | 1.0904 | 0.0658 | |
| 2025-12-18 | 518880 | 9.3237 | 0.0029 | 1.0889 | 1.0904 | 0.0687 | |
| 2025-12-19 | 518880 | 9.3232 | -0.0001 | 1.0888 | 1.0904 | 0.0686 | |
| 2025-12-22 | 518880 | 9.4876 | 0.0176 | 1.1080 | 1.1080 | 0.0700 | |
| 2025-12-23 | 518880 | 9.6222 | 0.0142 | 1.1237 | 1.1237 | 0.0700 | |
| 2025-12-24 | 518880 | 9.6300 | 0.0008 | 1.1247 | 1.1247 | 0.0700 | |
| 2025-12-25 | 518880 | 9.5845 | -0.0047 | 1.1193 | 1.1247 | 0.0653 | |
| 2025-12-26 | 换仓 | 159949 | 1.5452 | 0.0013 | 1.1208 | 1.1208 | 0.0700 |
| 2025-12-29 | 159949 | 1.5324 | -0.0083 | 1.1115 | 1.1208 | 0.0617 | |
| 2025-12-30 | 159949 | 1.5442 | 0.0077 | 1.1201 | 1.1208 | 0.0694 | |
| 2025-12-31 | 159949 | 1.5219 | -0.0144 | 1.1039 | 1.1208 | 0.0549 | |
| 2026-01-05 | 159949 | 1.5656 | 0.0287 | 1.1356 | 1.1356 | 0.0700 | |
| 2026-01-06 | 159949 | 1.5737 | 0.0052 | 1.1415 | 1.1415 | 0.0700 | |
| 2026-01-07 | 159949 | 1.5776 | 0.0025 | 1.1443 | 1.1443 | 0.0700 | |
| 2026-01-08 | 换仓 | 518880 | 9.5177 | -0.0035 | 1.1403 | 1.1443 | 0.0665 |
| 2026-01-09 | 518880 | 9.5869 | 0.0073 | 1.1486 | 1.1486 | 0.0700 | |
| 2026-01-12 | 518880 | 9.7796 | 0.0201 | 1.1717 | 1.1717 | 0.0700 | |
| 2026-01-13 | 518880 | 9.7921 | 0.0013 | 1.1732 | 1.1732 | 0.0700 | |
| 2026-01-14 | 518880 | 9.9157 | 0.0126 | 1.1880 | 1.1880 | 0.0700 | |
| 2026-01-15 | 518880 | 9.8800 | -0.0036 | 1.1837 | 1.1880 | 0.0664 | |
| 2026-01-16 | 518880 | 9.8642 | -0.0016 | 1.1818 | 1.1880 | 0.0648 | |
| 2026-01-19 | 518880 | 9.9887 | 0.0126 | 1.1967 | 1.1967 | 0.0700 | |
| 2026-01-20 | 518880 | 10.0908 | 0.0102 | 1.2090 | 1.2090 | 0.0700 | |
| 2026-01-21 | 518880 | 10.3903 | 0.0297 | 1.2449 | 1.2449 | 0.0700 | |
| 2026-01-22 | 518880 | 10.3509 | -0.0038 | 1.2401 | 1.2449 | 0.0662 | |
| 2026-01-23 | 518880 | 10.6045 | 0.0245 | 1.2705 | 1.2705 | 0.0700 | |
| 2026-01-26 | 518880 | 10.9301 | 0.0307 | 1.3095 | 1.3095 | 0.0700 | |
| 2026-01-27 | 518880 | 10.9271 | -0.0003 | 1.3092 | 1.3095 | 0.0697 | |
| 2026-01-28 | 518880 | 11.3162 | 0.0356 | 1.3558 | 1.3558 | 0.0700 | |
| 2026-01-29 | 518880 | 11.8713 | 0.0491 | 1.4223 | 1.4223 | 0.0700 | |
| 2026-01-30 | 518880 | 11.1167 | -0.0636 | 1.3319 | 1.4223 | 0.0064 | |
| 2026-02-02 | 518880 | 9.8372 | -0.1151 | 1.1786 | 1.4223 | -0.1013 | |
| 2026-02-03 | 空仓 (冷静24天) | - | - | 0.0000 | 1.1786 | 1.4223 | 0.0700 |
| 2026-02-04 | 空仓 (冷静23天) | - | - | 0.0000 | 1.1786 | 1.4223 | 0.0700 |
| 2026-02-05 | 空仓 (冷静22天) | - | - | 0.0000 | 1.1786 | 1.4223 | 0.0700 |
| 2026-02-06 | 空仓 (冷静21天) | - | - | 0.0000 | 1.1786 | 1.4223 | 0.0700 |
| 2026-02-09 | 空仓 (冷静20天) | - | - | 0.0000 | 1.1786 | 1.4223 | 0.0700 |
| 2026-02-10 | 空仓 (冷静19天) | - | - | 0.0000 | 1.1786 | 1.4223 | 0.0700 |
| 2026-02-11 | 空仓 (冷静18天) | - | - | 0.0000 | 1.1786 | 1.4223 | 0.0700 |
| 2026-02-12 | 空仓 (冷静17天) | - | - | 0.0000 | 1.1786 | 1.4223 | 0.0700 |
| 2026-02-13 | 空仓 (冷静16天) | - | - | 0.0000 | 1.1786 | 1.4223 | 0.0700 |
| 2026-02-24 | 空仓 (冷静15天) | - | - | 0.0000 | 1.1786 | 1.4223 | 0.0700 |
| 2026-02-25 | 空仓 (冷静14天) | - | - | 0.0000 | 1.1786 | 1.4223 | 0.0700 |
| 2026-02-26 | 空仓 (冷静13天) | - | - | 0.0000 | 1.1786 | 1.4223 | 0.0700 |
| 2026-02-27 | 空仓 (冷静12天) | - | - | 0.0000 | 1.1786 | 1.4223 | 0.0700 |
| 2026-03-02 | 空仓 (冷静11天) | - | - | 0.0000 | 1.1786 | 1.4223 | 0.0700 |
| 2026-03-03 | 空仓 (冷静10天) | - | - | 0.0000 | 1.1786 | 1.4223 | 0.0700 |
| 2026-03-04 | 空仓 (冷静9天) | - | - | 0.0000 | 1.1786 | 1.4223 | 0.0700 |
| 2026-03-05 | 空仓 (冷静8天) | - | - | 0.0000 | 1.1786 | 1.4223 | 0.0700 |
| 2026-03-06 | 空仓 (冷静7天) | - | - | 0.0000 | 1.1786 | 1.4223 | 0.0700 |
| 2026-03-09 | 空仓 (冷静6天) | - | - | 0.0000 | 1.1786 | 1.4223 | 0.0700 |
| 2026-03-10 | 空仓 (冷静5天) | - | - | 0.0000 | 1.1786 | 1.4223 | 0.0700 |
| 2026-03-11 | 空仓 (冷静4天) | - | - | 0.0000 | 1.1786 | 1.4223 | 0.0700 |
| 2026-03-12 | 空仓 (冷静3天) | - | - | 0.0000 | 1.1786 | 1.4223 | 0.0700 |
| 2026-03-13 | 空仓 (冷静2天) | - | - | 0.0000 | 1.1786 | 1.4223 | 0.0700 |
| 2026-03-16 | 空仓 (冷静1天) | - | - | 0.0000 | 1.1786 | 1.4223 | 0.0700 |
| 2026-03-17 | 空仓 | - | - | 0.0000 | 1.1786 | 1.4223 | 0.0700 |
| 2026-03-18 | 买入 | 518880 | 10.6094 | -0.0037 | 1.1743 | 1.1786 | 0.0663 |
| 2026-03-19 | 518880 | 10.1242 | -0.0457 | 1.1206 | 1.1786 | 0.0208 | |
| 2026-03-20 | 518880 | 9.9383 | -0.0184 | 1.1000 | 1.1786 | 0.0033 | |
| 2026-03-23 | 换仓 | 511260 | 134.9720 | -0.0002 | 1.0998 | 1.1000 | 0.0698 |
| 2026-03-24 | 511260 | 135.0190 | 0.0003 | 1.1001 | 1.1001 | 0.0700 | |
| 2026-03-25 | 511260 | 134.3940 | -0.0046 | 1.0951 | 1.1001 | 0.0654 | |
| 2026-03-26 | 511260 | 134.4270 | 0.0002 | 1.0953 | 1.1001 | 0.0656 | |
| 2026-03-27 | 511260 | 134.4730 | 0.0003 | 1.0957 | 1.1001 | 0.0660 | |
| 2026-03-30 | 511260 | 134.6240 | 0.0011 | 1.0969 | 1.1001 | 0.0671 | |
| 2026-03-31 | 511260 | 134.5630 | -0.0005 | 1.0964 | 1.1001 | 0.0666 | |
| 2026-04-01 | 511260 | 134.4610 | -0.0008 | 1.0956 | 1.1001 | 0.0659 | |
| 2026-04-02 | 511260 | 134.4610 | 0.0000 | 1.0956 | 1.1001 | 0.0659 | |
| 2026-04-03 | 511260 | 134.5050 | 0.0003 | 1.0960 | 1.1001 | 0.0662 | |
| 2026-04-07 | 511260 | 134.5620 | 0.0004 | 1.0964 | 1.1001 | 0.0666 | |
| 2026-04-08 | 511260 | 134.6100 | 0.0004 | 1.0968 | 1.1001 | 0.0670 | |
| 2026-04-09 | 511260 | 134.5720 | -0.0003 | 1.0965 | 1.1001 | 0.0667 | |
| 2026-04-10 | 511260 | 134.6380 | 0.0005 | 1.0970 | 1.1001 | 0.0672 | |
| 2026-04-13 | 换仓 | 159949 | 1.6548 | 0.0098 | 1.1078 | 1.1078 | 0.0700 |
| 2026-04-14 | 159949 | 1.6952 | 0.0244 | 1.1349 | 1.1349 | 0.0700 | |
| 2026-04-15 | 159949 | 1.6739 | -0.0126 | 1.1206 | 1.1349 | 0.0574 | |
| 2026-04-16 | 159949 | 1.7315 | 0.0344 | 1.1592 | 1.1592 | 0.0700 | |
| 2026-04-17 | 159949 | 1.7617 | 0.0174 | 1.1794 | 1.1794 | 0.0700 |
🔍 交易决策验证
每次交易时 4 只 ETF 的 zf50w 值，用于人工验证决策是否正确
| 日期 | 操作 | 159949 | 510300 | 511260 | 518880 | 最优 ETF | 决策依据 |
|---|---|---|---|---|---|---|---|
| 2025-10-20 | 买入 | 0.0408 | 0.0211 | -0.0002 | 0.0495 | 518880 (0.0495) | zf50w=0.0495>0.005，空仓且 waitDay=0 |
| 2025-10-22 | 换仓 | 0.0464 | 0.0247 | -0.0005 | 0.0397 | 159949 (0.0464) | 159949(0.0464)-518880(0.0397)=0.0067>0.004 |
| 2025-11-11 | 换仓 | 0.0272 | 0.0154 | 0.0026 | 0.0367 | 518880 (0.0367) | 518880(0.0367)-159949(0.0272)=0.0095>0.004 |
| 2025-12-26 | 换仓 | 0.0138 | 0.0048 | -0.0021 | 0.0088 | 159949 (0.0138) | 159949(0.0138)-518880(0.0088)=0.0050>0.004 |
| 2026-01-08 | 换仓 | 0.0061 | 0.0045 | -0.0003 | 0.0136 | 518880 (0.0136) | 518880(0.0136)-159949(0.0061)=0.0075>0.004 |
| 2026-03-18 | 买入 | 0.0044 | 0.0015 | 0.0045 | 0.0128 | 518880 (0.0128) | zf50w=0.0128>0.005，空仓且 waitDay=0 |
| 2026-03-23 | 换仓 | -0.0003 | -0.0090 | 0.0054 | -0.0079 | 511260 (0.0054) | 511260(0.0054)-518880(-0.0079)=0.0133>0.004 |
| 2026-04-13 | 换仓 | 0.0092 | -0.0021 | 0.0042 | -0.0021 | 159949 (0.0092) | 159949(0.0092)-511260(0.0042)=0.0050>0.004 |