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WayneChen
July 27, 2020
Science
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TW stock
WayneChen
July 27, 2020
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Transcript
短期月營收YOY突破策略 • 買入時間點: 每個月11號, 若以下所有條件都符合則用11號收盤價買入 1. 未持有此股票 2. 近三月-月營收YOY-平均 >
近十二月-月營收YOY-平均 3. 每個月11號收盤價 > 10元 • 賣出時間點:每個月11號, 若以下所有條件都符合則用11號收盤價賣出 1. 持有此股票 2. 近三月-月營收YOY-平均 < 近十二月-月營收YOY-平均
• 策略回測 • 標的: 2007-04-23後上市上櫃股票 • 證交稅和手續費:賣出時扣0.4% (簡化計算) • 回測結果
• 總共進場過多少不同標的: 1417 • 總共進出場: 12875次 • 平均持有時間: 176天 • 平均每次進出場報酬率: 8.97% (以還原股價做計算) 回測程式碼: onestock_backtest_20200720 短期月營收YOY突破策略
短期月營收YOY突破策略 - 案例 4966 譜瑞-KY 明細 Item value stockID 4966
Trading count 5 Win rate 100% Avg. profit 37.28% Avg. holding date 234.4 Avg. IRR 106.8%
短期月營收YOY突破策略 - 案例 3406 玉晶光 明細 Item value stockID 3406
Trading count 11 Win rate 45% Avg. profit 90.67% Avg. holding date 204.09 Avg. IRR 361.16%
短期月營收YOY突破策略 - 案例 5274 信驊 明細 Item value stockID 5274
Trading count 5 Win rate 80% Avg. profit 34.71% Avg. holding date 246.6 Avg. IRR 32.9%
短期月營收YOY突破策略 - 案例 2330 台積電 明細 Item value stockID 2330
Trading count 8 Win rate 100% Avg. profit 23.46% Avg. holding date 298 Avg. IRR 33.55%
短期月營收YOY突破策略 - 案例 3202 樺晟 明細 Item value stockID 3202
Trading count 11 Win rate 36% Avg. profit -6.32% Avg. holding date 162 Avg. IRR 47.78%
短期月營收YOY突破策略 – 六月營收選股 3324 雙鴻 近三月YOY 35.93> 突破近十二月26.56 過去勝率約60% 平均報酬約25%