E-mail: business@quenchingtech.com

Back-test

历史回测(Historical Back-test)

点淬投资模型使用多策略进行资产管理,各投资策略权重均分,将交易收益以净值图表示。图中蓝色线代表沪深300指数的累计投资净值,红色线提供了点淬历史净值图。由于点淬资产风险水平设定为沪深300指数波动率的一半,蓝色线和红色线不具有可比性,绿色线代表点淬多策略交易模型处于与沪深300指数同一风险水平能达到的净值。自2016年7月以后,交易收益为样本外数据。

QuenchingTech utilizes multiple strategies to perform asset management. We allocate equal weights to these strategies. We report cumulative daily returns in the past five years in the following figures. The annualized volatility target in our strategies is set at a value of 10%, which is less than the annualized volatility 26% of the Chinese CSI 300. In these figures, the blue line represents cumulative daily returns of the CSI300 index, the red line provides the cumulative daily returns of our strategies, while the green line provides insight into the cumulative returns of our strategy at the same risk level as CSI300, i.e. an annualized volatility of 26%. It should be noted that the period after July 2016 is out-of-sample.

Backtest Mar. 2017

20170403

Backtest Feb. 2017

20170303

Backtest Jan. 2017

20170131

Backtest Nov. 2016

backtestnov2016

Backtest Sep. 2016

sep-2016b

Backtest Aug. 2016

Aug.2016

Backtest July 2016

backtestJuly2016