The daily investment is 2%, and the income curve is as shown in the figure above. The K-line chart during the real offer period is as follows:
The core of the strategy is dynamic balance. I have been studying dynamic balance strategies since December 2021. I have also written about dynamic balance in previous articles, mainly describing the logic and profit ideas of the strategy, and how to deal with the problem of low utilization of dynamic balance funds. Interested friends can read my other article "Pinecone Quantification-The Practice of Dynamic Balance Strategy" as an introduction. This year, we mainly study on the basis of last year to enhance the strategy's ability to respond to unilateral market conditions. This is not easy to solve. I took a look at the strategy library and wrote almost 80 strategies, but there is no ideal solution.
The above version of the income chart is a version with relatively ideal income at present, which is not bad. I am quite satisfied with the real-time running, and the historical data of the backtest is also relatively ideal. Friends who are interested in quantitative trading can discuss it together, welcome.