根据直播要求--多周期风险加权 Dual Momentum ETF 策略 改动： 1. 止损逻辑：原来的每7次handle data 执行1次的止损逻辑改为 每次handle data都会执行1次止损 2. 固定止损阈值：由0.5% 改为 10%，高频止损但低频调仓需 提高止损阈值， 不然 会增加无效交易 3. 7次handle data 调一次仓，但交易日不是7次调一次--原因： 7 天到了，但筛选结果和现有持仓完全一样，就不会有交易 4. 总结：这个策略更适合低频止损，而非高频止损；回撤 ≠ 止损阈值，若需最小回撤，应优化 组合层面的止损阈值，而不是单票止损
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当日收盘价 | 当日市值 | 浮动收益/浮动收益率
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| 2025-08-14 | 1000ETF(512100.SH) | 2.8135625984 | 1562500 | 3 | 2.823 | 4410937.5 | 14745.94/0.335% |
| 2025-08-14 | 恒生医疗(513060.SH) | 0.45309059948623 | 6532600 | 80 | 0.699 | 4566287.4 | 1606427.75/54.274% |
| 2025-08-13 | 1000ETF(512100.SH) | 2.8135625984 | 1562500 | 2 | 2.854 | 4459375 | 63183.44/1.437% |
| 2025-08-13 | 恒生医疗(513060.SH) | 0.45309059948623 | 6532600 | 79 | 0.698 | 4559754.8 | 1599895.15/54.053% |
| 2025-08-12 | 1000ETF(512100.SH) | 2.8135625984 | 1562500 | 1 | 2.813 | 4395312.5 | -879.06/-0.02% |
| 2025-08-12 | 300ETF(510300.SH) | 4.0788155975485 | 0 | 22 | 4.228 | 0 | 120597.53/3.02% |
| 2025-08-12 | 恒生医疗(513060.SH) | 0.45309059948623 | 6532600 | 78 | 0.674 | 4402972.4 | 1443112.75/48.756% |
| 2025-08-11 | 300ETF(510300.SH) | 4.0788155975485 | 979000 | 21 | 4.202 | 4113758 | 120597.53/3.02% |
| 2025-08-11 | 恒生医疗(513060.SH) | 0.45309059948623 | 6874800 | 77 | 0.674 | 4633615.2 | 1518707.95/48.756% |
| 2025-08-08 | 300ETF(510300.SH) | 4.0788155975485 | 979000 | 20 | 4.183 | 4095157 | 101996.53/2.554% |
| 2025-08-12 | 300ETF(510300.SH) | 卖 | -979000 | 4.228 | -4139212 | ¥827.84 | 146051.53 |
| 2025-08-12 | 恒生医疗(513060.SH) | 卖 | -342200 | 0.674 | -230642.8 | ¥46.13 | 75595.2 |
| 2025-08-12 | 1000ETF(512100.SH) | 买 | 1562500 | 2.813 | 4395312.5 | ¥879.06 | 0 |
| 2025-07-14 | 黄金ETF(518880.SH) | 卖 | -466000 | 7.44 | -3467040 | ¥693.41 | 434758.31 |
| 2025-07-14 | 恒生医疗(513060.SH) | 卖 | -988600 | 0.592 | -585251.2 | ¥117.05 | 137325.83 |
| 2025-07-14 | 300ETF(510300.SH) | 买 | 979000 | 4.078 | 3992362 | ¥798.47 | 0 |
| 2025-04-21 | 豆粕ETF(159985.SZ) | 卖 | -1659800 | 1.974 | -3276445.2 | ¥655.29 | -25557.27 |
| 2025-04-21 | 黄金ETF(518880.SH) | 卖 | -14000 | 7.724 | -108136 | ¥21.63 | 17037.41 |
| 2025-04-21 | 恒生医疗(513060.SH) | 买 | 7863400 | 0.453 | 3562120.2 | ¥712.42 | 0 |
| 2025-04-10 | 恒生医疗(513060.SH) | 卖 | -7195900 | 0.43 | -3094237 | ¥618.85 | -389275.16 |
