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2026-06-24 12:19:08 +08:00
parent ee8fc60eae
commit 6494f43ddd
22 changed files with 4029 additions and 271 deletions
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models/backtest_v67r3_weekly.csv
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date,cash,stock_value,total_value,positions,year
2023-05-05,29353.86,32311.96,61665.82,10,2023
2023-05-12,24353.86,37200.04,61553.9,10,2023
2023-05-19,19999.86,40128.84,60128.7,10,2023
2023-05-26,17736.34,41098.4,58834.74,10,2023
2023-06-02,22233.92,40253.44,62487.36,10,2023
2023-06-09,23083.9,39432.4,62516.3,10,2023
2023-06-16,27171.9,36662.04,63833.94,10,2023
2023-06-21,27177.36,35306.82,62484.18,10,2023
2023-06-30,20515.46,40323.66,60839.12,10,2023
2023-07-07,27155.76,33151.0,60306.76,10,2023
2023-07-14,29091.76,31705.8,60797.56,10,2023
2023-07-21,29114.82,32509.1,61623.92,9,2023
2023-07-28,30397.84,29960.78,60358.62,9,2023
2023-08-04,31326.78,29340.22,60667.0,10,2023
2023-08-11,28602.46,31713.8,60316.26,10,2023
2023-08-18,33136.7,28257.34,61394.04,10,2023
2023-08-25,26136.7,34300.62,60437.32,10,2023
2023-09-01,33946.78,29311.82,63258.6,10,2023
2023-09-08,29682.92,33243.98,62926.9,10,2023
2023-09-15,33929.1,29926.24,63855.34,10,2023
2023-09-22,35117.34,29932.44,65049.78,10,2023
2023-09-28,39873.34,27709.4,67582.74,10,2023
2023-10-13,44083.08,23683.52,67766.6,10,2023
2023-10-20,33289.08,32655.7,65944.78,10,2023
2023-10-27,36088.52,31940.92,68029.44,10,2023
2023-11-03,40429.7,29377.8,69807.5,10,2023
2023-11-10,46479.74,25900.26,72380.0,10,2023
2023-11-17,49341.34,24523.56,73864.9,10,2023
2023-11-24,49700.74,27047.76,76748.5,10,2023
2023-12-01,33892.34,39456.38,73348.72,10,2023
2023-12-08,50831.34,30194.3,81025.64,10,2023
2023-12-15,52387.94,31884.0,84271.94,10,2023
2023-12-22,52909.94,32946.0,85855.94,10,2023
2023-12-29,56387.94,33956.0,90343.94,10,2023
2024-01-05,56405.94,34602.0,91007.94,10,2024
2024-01-12,42405.94,42438.0,84843.94,10,2024
2024-01-19,44405.94,46458.0,90863.94,10,2024
2024-01-26,43543.94,44782.0,88325.94,10,2024
2024-02-02,27305.94,52690.0,79995.94,10,2024
2024-02-08,31419.94,51926.0,83345.94,10,2024
2024-02-23,41861.28,44551.96,86413.24,10,2024
2024-03-01,49575.3,40919.28,90494.58,10,2024
2024-03-08,53677.94,35737.8,89415.74,10,2024
2024-03-15,60047.92,31026.78,91074.7,10,2024
2024-03-22,65873.84,26076.62,91950.46,10,2024
2024-03-29,60401.36,30781.6,91182.96,9,2024
2024-04-03,66965.58,26641.44,93607.02,9,2024
2024-04-12,56903.58,32507.18,89410.76,10,2024
2024-04-19,33499.58,52126.22,85625.8,10,2024
2024-04-26,42761.58,46693.66,89455.24,10,2024
2024-04-30,51342.72,39697.38,91040.1,10,2024
2024-05-10,56205.06,34632.66,90837.72,10,2024
2024-05-17,60869.06,31647.16,92516.22,10,2024
2024-05-24,59605.06,32880.44,92485.5,10,2024
2024-05-31,65813.5,29130.0,94943.5,9,2024
2024-06-07,47960.4,42130.56,90090.96,10,2024
2024-06-14,56152.4,36035.36,92187.76,10,2024
2024-06-21,62239.76,31984.0,94223.76,10,2024
2024-06-28,52527.76,40070.0,92597.76,10,2024
2024-07-05,52351.76,40466.0,92817.76,10,2024
2024-07-12,51451.72,42662.64,94114.36,10,2024
2024-07-19,55290.88,38665.44,93956.32,10,2024
2024-07-26,61456.88,33980.7,95437.58,10,2024
2024-08-02,61925.74,34468.0,96393.74,10,2024
2024-08-09,63005.74,33154.0,96159.74,10,2024
2024-08-16,56715.74,39058.0,95773.74,10,2024
2024-08-23,55364.2,37672.44,93036.64,10,2024
2024-08-30,52183.52,42771.06,94954.58,10,2024
2024-09-06,60506.34,35878.58,96384.92,9,2024
2024-09-13,62642.34,30741.5,93383.84,8,2024
2024-09-20,58359.32,34882.94,93242.26,10,2024
2024-09-27,69235.32,29121.08,98356.4,10,2024
2024-09-30,80349.32,21369.96,101719.28,10,2024
2024-10-11,56083.28,43112.0,99195.28,10,2024
2024-10-18,71101.28,35670.0,106771.28,10,2024
2024-10-25,87055.28,25324.0,112379.28,10,2024
2024-11-01,90986.66,26929.52,117916.18,10,2024
2024-11-08,100636.82,23667.66,124304.48,10,2024
2024-11-15,96557.2,28499.72,125056.92,10,2024
2024-11-22,102164.48,26932.02,129096.5,10,2024
2024-11-29,101950.1,29600.28,131550.38,10,2024
2024-12-06,103392.78,28411.32,131804.1,10,2024
2024-12-13,96844.12,33198.0,130042.12,10,2024
2024-12-20,82444.12,44764.0,127208.12,10,2024
2024-12-27,89318.12,35982.0,125300.12,8,2024
2025-01-03,87408.12,37578.0,124986.12,10,2025
2025-01-10,85580.12,38096.0,123676.12,10,2025
2025-01-17,92964.12,32718.0,125682.12,9,2025
2025-01-24,97680.12,30942.0,128622.12,8,2025
2025-01-27,95062.12,29920.0,124982.12,9,2025
2025-02-07,99682.12,27098.0,126780.12,9,2025
2025-02-14,106503.36,21418.78,127922.14,9,2025
2025-02-21,105749.72,23782.4,129532.12,9,2025
2025-02-28,102728.72,26542.96,129271.68,9,2025
2025-03-07,105425.36,27040.4,132465.76,10,2025
2025-03-14,115013.82,19782.36,134796.18,9,2025
2025-03-21,109423.82,25211.12,134634.94,9,2025
2025-03-28,103822.1,31484.3,135306.4,10,2025
2025-04-03,99800.62,34518.32,134318.94,10,2025
2025-04-11,99600.62,37063.76,136664.38,10,2025
2025-04-18,109341.54,30561.36,139902.9,10,2025
2025-04-25,106835.54,32281.18,139116.72,10,2025
2025-04-30,102745.54,35759.3,138504.84,10,2025
2025-05-09,102637.84,37585.88,140223.72,10,2025
2025-05-16,101963.84,38900.0,140863.84,10,2025
2025-05-23,109423.84,32758.0,142181.84,9,2025
2025-05-30,115165.84,27606.0,142771.84,8,2025
2025-06-06,118567.88,25523.98,144091.86,10,2025
2025-06-13,121827.46,23271.14,145098.6,9,2025
2025-06-20,109651.46,33717.02,143368.48,9,2025
2025-06-27,108767.46,36246.7,145014.16,9,2025
2025-07-04,117302.28,29383.94,146686.22,10,2025
2025-07-11,116312.28,31418.0,147730.28,10,2025
2025-07-18,113160.2,33946.38,147106.58,10,2025
2025-07-25,115180.6,32153.94,147334.54,10,2025
2025-08-01,113316.6,33357.8,146674.4,10,2025
2025-08-08,119086.6,28390.0,147476.6,10,2025
2025-08-15,119662.6,28798.0,148460.6,9,2025
2025-08-22,126652.6,23932.0,150584.6,10,2025
2025-08-29,116840.6,33900.0,150740.6,10,2025
2025-09-05,114126.02,36400.0,150526.02,10,2025
2025-09-12,116580.02,34638.0,151218.02,10,2025
2025-09-19,115522.02,34548.0,150070.02,10,2025
2025-09-26,115364.02,36744.0,152108.02,9,2025
2025-09-30,116726.02,32560.0,149286.02,10,2025
2025-10-10,116570.02,31992.0,148562.02,10,2025
2025-10-17,113000.02,34894.0,147894.02,10,2025
2025-10-24,113198.02,36844.0,150042.02,10,2025
2025-10-31,116430.02,34148.0,150578.02,10,2025
2025-11-07,118702.02,31342.0,150044.02,10,2025
2025-11-14,119016.02,33214.0,152230.02,10,2025
2025-11-21,109870.02,38562.0,148432.02,10,2025
2025-11-28,111938.02,37834.0,149772.02,10,2025
2025-12-05,109425.68,40135.04,149560.72,10,2025
2025-12-12,115769.68,35290.0,151059.68,10,2025
2025-12-19,110123.68,41948.0,152071.68,10,2025
2025-12-26,115371.68,37724.0,153095.68,10,2025
2025-12-31,115159.68,36376.0,151535.68,10,2025
2026-01-09,113854.76,39384.0,153238.76,10,2026
2026-01-16,117816.76,34904.0,152720.76,10,2026
2026-01-23,120376.76,35548.0,155924.76,10,2026
2026-01-30,118104.76,36686.0,154790.76,10,2026
2026-02-06,123830.76,32184.0,156014.76,10,2026
2026-02-13,130652.76,27454.0,158106.76,10,2026
2026-02-27,128078.76,31448.0,159526.76,10,2026
2026-03-06,121930.76,35786.0,157716.76,9,2026
2026-03-13,122818.76,33916.0,156734.76,9,2026
2026-03-20,114066.98,39770.48,153837.46,10,2026
2026-03-27,114944.98,41492.52,156437.5,10,2026
2026-04-03,118420.98,37343.56,155764.54,10,2026
2026-04-10,118180.98,38458.6,156639.58,10,2026
2026-04-17,111851.58,42540.0,154391.58,10,2026
2026-04-24,109899.58,42320.0,152219.58,10,2026
2026-04-30,111717.58,39436.0,151153.58,10,2026
1 date cash stock_value total_value positions year
2 2023-05-05 29353.86 32311.96 61665.82 10 2023
3 2023-05-12 24353.86 37200.04 61553.9 10 2023
4 2023-05-19 19999.86 40128.84 60128.7 10 2023
5 2023-05-26 17736.34 41098.4 58834.74 10 2023
6 2023-06-02 22233.92 40253.44 62487.36 10 2023
7 2023-06-09 23083.9 39432.4 62516.3 10 2023
8 2023-06-16 27171.9 36662.04 63833.94 10 2023
9 2023-06-21 27177.36 35306.82 62484.18 10 2023
10 2023-06-30 20515.46 40323.66 60839.12 10 2023
11 2023-07-07 27155.76 33151.0 60306.76 10 2023
12 2023-07-14 29091.76 31705.8 60797.56 10 2023
13 2023-07-21 29114.82 32509.1 61623.92 9 2023
14 2023-07-28 30397.84 29960.78 60358.62 9 2023
15 2023-08-04 31326.78 29340.22 60667.0 10 2023
16 2023-08-11 28602.46 31713.8 60316.26 10 2023
17 2023-08-18 33136.7 28257.34 61394.04 10 2023
18 2023-08-25 26136.7 34300.62 60437.32 10 2023
19 2023-09-01 33946.78 29311.82 63258.6 10 2023
20 2023-09-08 29682.92 33243.98 62926.9 10 2023
21 2023-09-15 33929.1 29926.24 63855.34 10 2023
22 2023-09-22 35117.34 29932.44 65049.78 10 2023
23 2023-09-28 39873.34 27709.4 67582.74 10 2023
24 2023-10-13 44083.08 23683.52 67766.6 10 2023
25 2023-10-20 33289.08 32655.7 65944.78 10 2023
26 2023-10-27 36088.52 31940.92 68029.44 10 2023
27 2023-11-03 40429.7 29377.8 69807.5 10 2023
28 2023-11-10 46479.74 25900.26 72380.0 10 2023
29 2023-11-17 49341.34 24523.56 73864.9 10 2023
30 2023-11-24 49700.74 27047.76 76748.5 10 2023
31 2023-12-01 33892.34 39456.38 73348.72 10 2023
32 2023-12-08 50831.34 30194.3 81025.64 10 2023
33 2023-12-15 52387.94 31884.0 84271.94 10 2023
34 2023-12-22 52909.94 32946.0 85855.94 10 2023
35 2023-12-29 56387.94 33956.0 90343.94 10 2023
36 2024-01-05 56405.94 34602.0 91007.94 10 2024
37 2024-01-12 42405.94 42438.0 84843.94 10 2024
38 2024-01-19 44405.94 46458.0 90863.94 10 2024
39 2024-01-26 43543.94 44782.0 88325.94 10 2024
40 2024-02-02 27305.94 52690.0 79995.94 10 2024
41 2024-02-08 31419.94 51926.0 83345.94 10 2024
42 2024-02-23 41861.28 44551.96 86413.24 10 2024
43 2024-03-01 49575.3 40919.28 90494.58 10 2024
44 2024-03-08 53677.94 35737.8 89415.74 10 2024
45 2024-03-15 60047.92 31026.78 91074.7 10 2024
46 2024-03-22 65873.84 26076.62 91950.46 10 2024
47 2024-03-29 60401.36 30781.6 91182.96 9 2024
48 2024-04-03 66965.58 26641.44 93607.02 9 2024
49 2024-04-12 56903.58 32507.18 89410.76 10 2024
50 2024-04-19 33499.58 52126.22 85625.8 10 2024
51 2024-04-26 42761.58 46693.66 89455.24 10 2024
52 2024-04-30 51342.72 39697.38 91040.1 10 2024
53 2024-05-10 56205.06 34632.66 90837.72 10 2024
54 2024-05-17 60869.06 31647.16 92516.22 10 2024
55 2024-05-24 59605.06 32880.44 92485.5 10 2024
56 2024-05-31 65813.5 29130.0 94943.5 9 2024
57 2024-06-07 47960.4 42130.56 90090.96 10 2024
58 2024-06-14 56152.4 36035.36 92187.76 10 2024
59 2024-06-21 62239.76 31984.0 94223.76 10 2024
60 2024-06-28 52527.76 40070.0 92597.76 10 2024
61 2024-07-05 52351.76 40466.0 92817.76 10 2024
62 2024-07-12 51451.72 42662.64 94114.36 10 2024
63 2024-07-19 55290.88 38665.44 93956.32 10 2024
64 2024-07-26 61456.88 33980.7 95437.58 10 2024
65 2024-08-02 61925.74 34468.0 96393.74 10 2024
66 2024-08-09 63005.74 33154.0 96159.74 10 2024
67 2024-08-16 56715.74 39058.0 95773.74 10 2024
68 2024-08-23 55364.2 37672.44 93036.64 10 2024
69 2024-08-30 52183.52 42771.06 94954.58 10 2024
70 2024-09-06 60506.34 35878.58 96384.92 9 2024
71 2024-09-13 62642.34 30741.5 93383.84 8 2024
72 2024-09-20 58359.32 34882.94 93242.26 10 2024
73 2024-09-27 69235.32 29121.08 98356.4 10 2024
74 2024-09-30 80349.32 21369.96 101719.28 10 2024
75 2024-10-11 56083.28 43112.0 99195.28 10 2024
76 2024-10-18 71101.28 35670.0 106771.28 10 2024
77 2024-10-25 87055.28 25324.0 112379.28 10 2024
78 2024-11-01 90986.66 26929.52 117916.18 10 2024
79 2024-11-08 100636.82 23667.66 124304.48 10 2024
80 2024-11-15 96557.2 28499.72 125056.92 10 2024
81 2024-11-22 102164.48 26932.02 129096.5 10 2024
82 2024-11-29 101950.1 29600.28 131550.38 10 2024
83 2024-12-06 103392.78 28411.32 131804.1 10 2024
84 2024-12-13 96844.12 33198.0 130042.12 10 2024
85 2024-12-20 82444.12 44764.0 127208.12 10 2024
86 2024-12-27 89318.12 35982.0 125300.12 8 2024
87 2025-01-03 87408.12 37578.0 124986.12 10 2025
88 2025-01-10 85580.12 38096.0 123676.12 10 2025
89 2025-01-17 92964.12 32718.0 125682.12 9 2025
90 2025-01-24 97680.12 30942.0 128622.12 8 2025
91 2025-01-27 95062.12 29920.0 124982.12 9 2025
92 2025-02-07 99682.12 27098.0 126780.12 9 2025
93 2025-02-14 106503.36 21418.78 127922.14 9 2025
94 2025-02-21 105749.72 23782.4 129532.12 9 2025
95 2025-02-28 102728.72 26542.96 129271.68 9 2025
96 2025-03-07 105425.36 27040.4 132465.76 10 2025
97 2025-03-14 115013.82 19782.36 134796.18 9 2025
98 2025-03-21 109423.82 25211.12 134634.94 9 2025
99 2025-03-28 103822.1 31484.3 135306.4 10 2025
100 2025-04-03 99800.62 34518.32 134318.94 10 2025
101 2025-04-11 99600.62 37063.76 136664.38 10 2025
102 2025-04-18 109341.54 30561.36 139902.9 10 2025
103 2025-04-25 106835.54 32281.18 139116.72 10 2025
104 2025-04-30 102745.54 35759.3 138504.84 10 2025
105 2025-05-09 102637.84 37585.88 140223.72 10 2025
106 2025-05-16 101963.84 38900.0 140863.84 10 2025
107 2025-05-23 109423.84 32758.0 142181.84 9 2025
108 2025-05-30 115165.84 27606.0 142771.84 8 2025
109 2025-06-06 118567.88 25523.98 144091.86 10 2025
110 2025-06-13 121827.46 23271.14 145098.6 9 2025
111 2025-06-20 109651.46 33717.02 143368.48 9 2025
112 2025-06-27 108767.46 36246.7 145014.16 9 2025
113 2025-07-04 117302.28 29383.94 146686.22 10 2025
114 2025-07-11 116312.28 31418.0 147730.28 10 2025
115 2025-07-18 113160.2 33946.38 147106.58 10 2025
116 2025-07-25 115180.6 32153.94 147334.54 10 2025
117 2025-08-01 113316.6 33357.8 146674.4 10 2025
118 2025-08-08 119086.6 28390.0 147476.6 10 2025
119 2025-08-15 119662.6 28798.0 148460.6 9 2025
120 2025-08-22 126652.6 23932.0 150584.6 10 2025
121 2025-08-29 116840.6 33900.0 150740.6 10 2025
122 2025-09-05 114126.02 36400.0 150526.02 10 2025
123 2025-09-12 116580.02 34638.0 151218.02 10 2025
124 2025-09-19 115522.02 34548.0 150070.02 10 2025
125 2025-09-26 115364.02 36744.0 152108.02 9 2025
126 2025-09-30 116726.02 32560.0 149286.02 10 2025
127 2025-10-10 116570.02 31992.0 148562.02 10 2025
128 2025-10-17 113000.02 34894.0 147894.02 10 2025
129 2025-10-24 113198.02 36844.0 150042.02 10 2025
130 2025-10-31 116430.02 34148.0 150578.02 10 2025
131 2025-11-07 118702.02 31342.0 150044.02 10 2025
132 2025-11-14 119016.02 33214.0 152230.02 10 2025
133 2025-11-21 109870.02 38562.0 148432.02 10 2025
134 2025-11-28 111938.02 37834.0 149772.02 10 2025
135 2025-12-05 109425.68 40135.04 149560.72 10 2025
136 2025-12-12 115769.68 35290.0 151059.68 10 2025
137 2025-12-19 110123.68 41948.0 152071.68 10 2025
138 2025-12-26 115371.68 37724.0 153095.68 10 2025
139 2025-12-31 115159.68 36376.0 151535.68 10 2025
140 2026-01-09 113854.76 39384.0 153238.76 10 2026
141 2026-01-16 117816.76 34904.0 152720.76 10 2026
142 2026-01-23 120376.76 35548.0 155924.76 10 2026
143 2026-01-30 118104.76 36686.0 154790.76 10 2026
144 2026-02-06 123830.76 32184.0 156014.76 10 2026
145 2026-02-13 130652.76 27454.0 158106.76 10 2026
146 2026-02-27 128078.76 31448.0 159526.76 10 2026
147 2026-03-06 121930.76 35786.0 157716.76 9 2026
148 2026-03-13 122818.76 33916.0 156734.76 9 2026
149 2026-03-20 114066.98 39770.48 153837.46 10 2026
150 2026-03-27 114944.98 41492.52 156437.5 10 2026
151 2026-04-03 118420.98 37343.56 155764.54 10 2026
152 2026-04-10 118180.98 38458.6 156639.58 10 2026
153 2026-04-17 111851.58 42540.0 154391.58 10 2026
154 2026-04-24 109899.58 42320.0 152219.58 10 2026
155 2026-04-30 111717.58 39436.0 151153.58 10 2026