{"id":4606,"date":"2026-08-04T07:20:00","date_gmt":"2026-08-03T23:20:00","guid":{"rendered":"https:\/\/laoyulaoyu.com\/?p=4606"},"modified":"2026-07-23T18:12:50","modified_gmt":"2026-07-23T10:12:50","slug":"%e4%b8%ba%e4%bb%80%e4%b9%88%e8%af%b4%e6%af%8f%e5%b9%b46%e6%9c%88%e5%ba%95%e6%98%af%e7%bd%97%e7%b4%a02000%e6%9c%80%e5%b9%b2%e5%87%80%e7%9a%84%e5%a5%97%e5%88%a9%e7%aa%97%e5%8f%a3%ef%bc%9f","status":"publish","type":"post","link":"https:\/\/laoyulaoyu.com\/index.php\/2026\/08\/04\/%e4%b8%ba%e4%bb%80%e4%b9%88%e8%af%b4%e6%af%8f%e5%b9%b46%e6%9c%88%e5%ba%95%e6%98%af%e7%bd%97%e7%b4%a02000%e6%9c%80%e5%b9%b2%e5%87%80%e7%9a%84%e5%a5%97%e5%88%a9%e7%aa%97%e5%8f%a3%ef%bc%9f\/","title":{"rendered":"\u4e3a\u4ec0\u4e48\u8bf4\u6bcf\u5e746\u6708\u5e95\u662f\u7f57\u7d202000\u6700\u5e72\u51c0\u7684\u5957\u5229\u7a97\u53e3\uff1f"},"content":{"rendered":"\n

\u4f5c \u8005\uff1a\u8001\u4f59\u635e\u9c7c<\/a><\/p>\n\n\n\n

\u539f\u521b\u4e0d\u6613\uff0c\u8f6c\u8f7d\u8bf7\u6807\u660e\u51fa\u5904\u53ca\u539f\u4f5c\u8005\u3002<\/mark><\/strong><\/p>\n\n\n\n

\"\"<\/figure>\n\n\n\n
\n

\u6587\u4e2d\u793a\u4f8b\u4ec5\u7528\u4e8e\u6280\u672f\u8ba8\u8bba\uff0c\u4e0d\u6784\u6210\u4efb\u4f55\u64cd\u4f5c\u5efa\u8bae\u3002
\u91cf\u5316\u7b56\u7565\u5f00\u53d1\u5e94\u4ee5\u5b66\u4e60\u548c\u6280\u672f\u4ea4\u6d41\u4e3a\u76ee\u7684\u3002
\u672c\u53f7\u4e0d\u8350\u80a1\u3001\u4e0d\u5356\u8bfe\u3001\u4e0d\u627f\u8bfa\u6536\u76ca\u3002
\u5e02\u573a\u6709\u98ce\u9669\uff0c\u8bf7\u5408\u6cd5\u5408\u89c4\u6295\u8d44\u3002<\/p>\n<\/blockquote>\n\n\n\n

\u672c\u6587\u7ea6 3000 \u5b57 | \u9884\u8ba1\u9605\u8bfb 7-10 \u5206\u949f\uff0c\u5efa\u8bae\u5148\u6536\u85cf\u3002<\/p>\n\n\n\n

\u00b7 \u00b7 \u00b7<\/p>\n\n\n\n

\u6bcf\u5e746\u670823\u65e5\u6536\u76d8\u8fdb\u573a\uff0c7\u67081\u65e5\u6536\u76d8\u62ff\u94b1\u8d70\u4eba\u3002<\/p>\n\n\n\n

\u8fd9\u4e2a\u89c4\u5219\u770b\u7740\u50cf\u6bb5\u5b50\u3002\u4f46\u628a\u5b83\u6254\u8fdb26\u5e74\u6570\u636e\uff082000-2026\uff09\u91cc\u8dd1\u4e00\u904d\uff0c \u7ed3\u679c\u662f\u8fd9\u6837\uff1a\u603b\u6536\u76ca +45.57%\uff0c \u590f\u666e 0.60\uff0c \u6700\u5927\u56de\u64a4 6.17%\uff0c \u80dc\u7387 70.37%\u3002<\/p>\n\n\n\n

\u8fd9\u4e0d\u662f\u7384\u5b66\uff0c\u672c\u6587\u5c06\u628a\u5e95\u5c42\u903b\u8f91\u62c6\u5f00\u7ed9\u4f60\u770b\uff0c\u800c\u4e14\u8fd9\u4e1c\u897f\u8fd8\u6709\u8bba\u6587\u6491\u8170\uff0c\u6709\u6307\u6570\u89c4\u5219\u80cc\u4e66\uff0c \u800c\u4e14\u903b\u8f91\u94fe\u6bd4\u5927\u591a\u6570”\u6280\u672f\u5f62\u6001”\u5e72\u51c0\u5f97\u591a\u3002<\/p>\n\n\n\n

\"\"<\/figure>\n\n\n\n

\u25b2 \u5165\u573a\uff08\u9996\u65e5\u6536\u76d8\u540e\uff09\u3001\u25bc \u79bb\u573a\uff087\u6708\u9996\u4e2a\u4ea4\u6613\u65e5\u6536\u76d8\uff09<\/p>\n\n\n\n

\u2460<\/strong> \u60c5\u7eea\u9a71\u52a8 or \u89c4\u5219\u9a71\u52a8<\/strong><\/h2>\n\n\n\n

\u5e02\u9762\u4e0a\u6709\u5f88\u591a”\u65e5\u5386\u6548\u5e94”\uff1a\u5723\u8bde\u8001\u4eba\u96c6\u4f1a\u3001\u6708\u672b\u6548\u5e94\u3001\u8282\u524d\u8282\u540e\u53cd\u5f39\u3002\u542c\u7740\u70ed\u95f9\uff0c\u5185\u6838\u90fd\u662f\u540c\u4e00\u4ef6\u4e8b\uff0c\u6563\u6237\u5728\u90a3\u51e0\u5929\u5fc3\u60c5\u6bd4\u8f83\u597d\u3002<\/p>\n\n\n\n

\u7f57\u7d202000\u5e74\u5ea6\u518d\u5e73\u8861\uff08Annual Reconstitution\uff09\u8ddf\u8fd9\u4e9b\u4e0d\u662f\u4e00\u7c7b\u4e1c\u897f\u3002<\/p>\n\n\n\n

\u6bcf\u5e746\u6708\uff0cFTSE Russell \u6309\u5404\u516c\u53f8\u7684\u5e02\u503c\u53d8\u5316\u91cd\u65b0\u7b5b\u4e00\u904d\u6210\u5206\u80a1\u540d\u5355\u3002 \u591f\u683c\u8fdb\u7f57\u7d202000\u7684\uff0c\u653e\u8fdb\uff1b\u5e02\u503c\u7f29\u6c34\u592a\u591a\u7684\uff0c\u8e22\u51fa\u3002 \u89c4\u5219\u672c\u8eab\u5e73\u5e73\u65e0\u5947\uff0c\u4f46\u5b83\u5236\u9020\u4e86\u4e00\u4e2a\u975e\u5e38\u5e72\u51c0\u7684\u4ef7\u683c\u6548\u5e94\uff0c\u5e72\u51c0\u5230\u4f60\u53ef\u4ee5\u63d0\u524d\u7b97\u51fa\u54ea\u4e9b\u7968\u4f1a\u88ab\u63a8\u4e0a\u53bb\u3002<\/p>\n\n\n\n

\n

\u6307\u6570\u57fa\u91d1\u8ddf\u8e2a\u7684\u662f”\u6309\u89c4\u5219\u5fc5\u987b\u53d1\u751f\u7684\u4ea4\u6613”\uff0c\u4e0d\u662f”\u89c9\u5f97\u4ef7\u683c\u4f1a\u6da8\u624d\u4e70\u7684\u4ea4\u6613”\u3002\u8fd9\u4e24\u53e5\u8bdd\u7684\u533a\u522b\uff0c\u662f\u4f60\u7406\u89e3\u8fd9\u4e2a\u7b56\u7565\u7684\u524d\u63d0\u3002<\/p>\n<\/blockquote>\n\n\n\n

\u2461 \u884c\u60c5\u80cc\u540e\uff1a\u4e09\u65b9\u73a9\u5bb6\uff0c\u5404\u6000\u9b3c\u80ce<\/strong><\/h2>\n\n\n\n

Rebalance \u524d\u540e\uff0c\u5e02\u573a\u4e0a\u6709\u4e09\u62e8\u4eba\uff1a<\/p>\n\n\n\n

\u7b2c\u4e00\u62e8\uff1a\u88ab\u52a8\u6307\u6570\u57fa\u91d1\u3002<\/strong> \u62ff\u5230\u65b0\u7684\u6210\u5206\u80a1\u540d\u5355\u4e4b\u540e\uff0c\u5fc5\u987b\u7167\u5355\u5168\u6536\u5730\u8c03\u6574\u6301\u4ed3\u3002\u7eb3\u5165\u7684\u4e70\uff0c\u5254\u9664\u7684\u5356\u3002 \u4ef7\u683c\u9ad8\u4f4e\uff1f\u65e0\u6240\u8c13\u3002\u89c4\u5219\u5199\u4e86\u591a\u5c11\u91cf\u5c31\u5fc5\u987b\u6267\u884c\u3002\u8fd9\u662f\u6574\u4e2a\u6548\u5e94\u6700\u5e95\u5c42\u7684\u63a8\u529b\u3002<\/p>\n\n\n\n

\u7b2c\u4e8c\u62e8\uff1a\u4e3b\u52a8\u57fa\u91d1\u548c\u5957\u5229\u8005\u3002<\/strong> \u4ed6\u4eec\u77e5\u9053\u6307\u6570\u57fa\u91d1\u4f1a\u6765\u7684\uff0c\u6240\u4ee5\u63d0\u524d\u52a8\u624b\uff1a\u5728\u518d\u7f16\u5236\u751f\u6548\u524d\u51e0\u5929\u4e70\u5165\u53ef\u80fd\u88ab\u7eb3\u5165\u7684\u5c0f\u7968\uff0c \u7b49\u7740\u6307\u6570\u57fa\u91d1\u63a5\u76d8\u3002\u8fd9\u4e2a\u64cd\u4f5c\u53eb”\u62a2\u8dd1”\uff08front-running\uff09\uff0c\u5408\u6cd5\u7684\uff0c\u800c\u4e14\u6bcf\u5e74\u5230\u8fd9\u4e2a\u65f6\u5019\u90fd\u662f\u56fa\u5b9a\u8282\u76ee\u3002<\/p>\n\n\n\n

\u7b2c\u4e09\u62e8\uff1a\u6563\u6237\u3002<\/strong> \u7edd\u5927\u591a\u6570\u4eba\u5bf9\u4e0a\u9762\u8fd9\u4ef6\u4e8b\u6beb\u65e0\u6982\u5ff5\u3002<\/p>\n\n\n\n

\u4e09\u6761\u7ebf\u5408\u8d77\u6765\u7684\u6548\u679c\uff1a\u751f\u6548\u524d\u51e0\u5929\uff0c\u5c0f\u7968\u88ab\u62a2\u8dd1\u63a8\u4e0a\u53bb\uff1b \u751f\u6548\u5f53\u5929\uff0c\u6307\u6570\u57fa\u91d1\u7ee7\u7eed\u5728\u9ad8\u4f4d\u4e70\u5165\uff1b \u751f\u6548\u4e4b\u540e\uff0c\u5957\u5229\u8005\u5f00\u59cb\u51fa\u6e05\uff0c\u4ef7\u683c\u56de\u843d\u3002 \u8fd9\u4e2a\u77ed\u6682\u7684\u6da8\u8dcc\u8109\u51b2\uff0c\u5dee\u4e0d\u591a\u5c31\u96c6\u4e2d\u57286\u6708\u5e95\u90a35-7\u4e2a\u4ea4\u6613\u65e5\u3002<\/p>\n\n\n\n

\u4e3a\u4ec0\u4e48\u5c0f\u76d8\u80a1\u7279\u522b\u5403\u8fd9\u5957\uff1f<\/strong>
\u7eb3\u5165\u7f57\u7d202000\u540e\uff0c\u6307\u6570\u57fa\u91d1\u6309\u5e02\u503c\u6bd4\u4f8b\u914d\u4ed3\u4f4d\u3002\u4e00\u53ea\u65e5\u6210\u4ea41000\u4e07\u7684\u5c0f\u76d8\u80a1\uff0c \u5149\u6307\u6570\u57fa\u91d1\u53ef\u80fd\u5c31\u8981\u4e70500\u4e07\u3002\u51e0\u5929\u7684\u4e70\u538b\u76f4\u63a5\u5c31\u80fd\u628a\u4ef7\u683c\u62f1\u4e0a\u53bb\u4e00\u5757\u3002 \u540c\u6837\u7684\u903b\u8f91\u653e\u5728\u82f9\u679c\uff08AAPL\uff09\u4e0a\uff0c\u6c34\u82b1\u90fd\u770b\u4e0d\u5230\u3002\u8fd9\u4e2a\u6548\u5e94\u5728\u6807\u666e500\u4e0a\u51e0\u4e4e\u9500\u58f0\u533f\u8ff9\uff0c \u5728\u7f57\u7d202000\u4e0a\u4e00\u76f4\u6709\uff0c\u539f\u56e0\u5c31\u5728\u8fd9\u91cc\u3002<\/p>\n\n\n\n

\u2462 \u7b56\u7565\u53c2\u6570\u548c\u56de\u6d4b\u8bbe\u8ba1<\/strong><\/h2>\n\n\n\n

 \u56de\u6d4b\u7528 pandas<\/code> + yfinance<\/code> + vectorbt<\/code> \uff0c \u53c2\u6570\u8bbe\u8ba1\u7b80\u6d01\u4e9b\u5c31\u597d\uff1a<\/p>\n\n\n\n

    \n
  • \u6807\u7684\uff1a<\/strong>IWM\uff08iShares \u7f57\u7d202000 ETF\uff09<\/li>\n\n\n\n
  • \u6570\u636e\u533a\u95f4\uff1a<\/strong>2000\u5e745\u670826\u65e5 ~ 2026\u5e747\u670810\u65e5<\/li>\n\n\n\n
  • \u5165\u573a\uff1a<\/strong>\u6bcf\u5e746\u670823\u65e5\u4e4b\u540e\u7b2c\u4e00\u4e2a\u4ea4\u6613\u65e5\u6536\u76d8\u4e70\u5165<\/li>\n\n\n\n
  • \u51fa\u573a\uff1a<\/strong>\u6bcf\u5e747\u6708\u7b2c\u4e00\u4e2a\u4ea4\u6613\u65e5\u6536\u76d8\u5356\u51fa<\/li>\n\n\n\n
  • \u6301\u4ed3\u5468\u671f\uff1a<\/strong>\u6bcf\u5e74\u7ea65~7\u4e2a\u4ea4\u6613\u65e5<\/li>\n\n\n\n
  • \u521d\u59cb\u8d44\u91d1\uff1a<\/strong>$100,000<\/li>\n<\/ul>\n\n\n\n

    \u8fd9\u91cc\u5927\u5bb6\u53ef\u80fd\u8981\u95ee\uff0c\u4e3a\u5565\u7528 IWM \u800c\u4e0d\u662f\u76f4\u63a5\u56de\u6d4b\u7f57\u7d202000\u6307\u6570\uff1f\u56e0\u4e3a\u6307\u6570\u672c\u8eab\u6ca1\u6cd5\u4ea4\u6613\uff0cETF \u662f\u6700\u63a5\u8fd1\u7684\u6807\u7684\u3002\u4ee3\u4ef7\u662f IWM \u4ece2000\u5e74\u624d\u5f00\u59cb\u6709\u6570\u636e\uff0cMadhavan 2003\u5e74\u90a3\u7bc7\u8bba\u6587\u91cc\u8bb0\u5f55\u76841980\u5e74\u4ee3\u7684\u6548\u679c\uff0c\u8fd9\u91cc\u76ee\u524d\u6d4b\u4e0d\u5230\uff0c\u53ea\u80fd\u770b2000\u5e74\u4e4b\u540e\u8fd9\u6bb5\u3002<\/p>\n\n\n\n

    \u2463 26\u5e74\u56de\u6d4b\uff1a\u770b\u51e0\u4e2a\u5173\u952e\u6570\u5c31\u884c<\/strong>
    <\/h2>\n\n\n\n
    \"\"<\/figure>\n\n\n\n

    \u56de\u6d4b\u7ee9\u6548\u6c47\u603b\uff0c2026\u5e74<\/p>\n\n\n\n

    \u5173\u952e\u6307\u6807\u770b\u4e0b\u8868\uff0c\u5927\u5bb6\u4e00\u773c\u626b\u5b8c\uff1a<\/p>\n\n\n\n

    \u6307\u6807<\/th>\u6570\u503c<\/th>\u5907\u6ce8<\/th><\/tr>
    \u603b\u6536\u76ca\u7387<\/td>+45.57%<\/td>26\u5e74\u7d2f\u8ba1\uff0c10\u4e07\u219214.5\u4e07<\/td><\/tr>
    \u540c\u671fBuy & Hold<\/td>+808.21%<\/td>\u6301\u6709IWM\u4e0d\u52a8\u7684\u603b\u56de\u62a5<\/td><\/tr>
    \u5e74\u5316\uff08CAGR\uff09<\/td>1.45%<\/td>\u6301\u4ed3\u4ec5\u53602.1%\u4ea4\u6613\u65e5<\/td><\/tr>
    \u590f\u666e\uff08Sharpe\uff09<\/td>0.60<\/td>\u56db\u4e2a\u5047\u671f\u7b56\u7565\u91cc\u6700\u9ad8<\/td><\/tr>
    \u6700\u5927\u56de\u64a4<\/td>6.17%<\/td>2010-2011\u5e74<\/td><\/tr>
    \u4ea4\u6613\u7b14\u6570<\/td>27\u7b14<\/td>\u6bcf\u5e741\u8f6e<\/td><\/tr>
    \u80dc\u7387<\/td>70.37%<\/td>27\u7b14\u91cc19\u7b14\u76c8\u5229<\/td><\/tr>
    \u5e73\u5747\u76c8\u5229<\/td>+2.80%<\/td>\u5355\u7b14\u6301\u4ed3\u7ea65\u5929<\/td><\/tr>
    \u5e73\u5747\u4e8f\u635f<\/td>-1.82%<\/td>\u76c8\u4e8f\u6bd4 3.60<\/td><\/tr>
    \u7a7a\u4ed3\u6bd4\u4f8b<\/td>97.9%<\/td>365\u5929\u91cc\u4e0d\u52307\u5929\u6709\u4ed3\u4f4d<\/td><\/tr><\/tbody><\/table><\/figure>\n\n\n\n

    \u603b\u6536\u76ca +45.57%\uff0c\u540c\u671f Buy & Hold \u662f +808%\u3002\u5dee\u8ddd\u5f88\u660e\u663e\u3002 2000\u5e74\u4e70\u8fdb\u53bb\u4e0d\u52a8\u7684\u56de\u62a5\u662f8\u500d\u6ca1\u9519\uff0c\u4f46\u8fd9\u662f\u62ff\u5168\u5e74100%\u4ed3\u4f4d\u548c6%\u4ee5\u4e0a\u7684\u6700\u5927\u56de\u64a4\u6362\u7684\u3002<\/p>\n\n\n\n

    \u8fd9\u4e2a\u7b56\u7565\u7684\u903b\u8f91\u4e0d\u662f”\u8dd1\u8d62\u6307\u6570”\u3002\u4e00\u4e2a\u6bcf\u5e74\u53ea\u6301\u4ed36\u5929\u7684\u7b56\u7565\uff0c\u5e74\u53161.45%\uff0c \u4f60\u89c9\u5f97\u4f4e\u5417\uff1f\u4e0d\u4f4e\u4e86\u3002\u4f60\u60f3\u60f3\u90a3\u4e9b\u5929\u5929\u76ef\u76d8\u3001\u5168\u5e74\u6ee1\u4ed3\u8fdb\u51fa\u3001\u8fd8\u8dd1\u4e0d\u8d62\u6307\u6570\u7684\u65e5\u5185\u4ea4\u6613\u8005\u3002 \u8fd9\u4e2a\u7b56\u756597.9%\u7684\u65f6\u95f4\u4f60\u90fd\u5728\u7761\u89c9\uff0c\u624b\u91cc\u5168\u662f\u73b0\u91d1\u3002<\/p>\n\n\n\n

    \"\"<\/figure>\n\n\n\n

    \u4ece\u4e0a\u5230\u4e0b\uff1a\u8d44\u91d1\u66f2\u7ebf \/ \u56de\u64a4\u5206\u5e03 \/ \u4ef7\u683c\u4e0e\u4e70\u5356\u4fe1\u53f7 \/ \u5404\u7b14\u76c8\u4e8f<\/p>\n\n\n\n

    \u8fd8\u6709\u4e00\u4e2a\u5730\u65b9\u503c\u5f97\u7559\u610f\uff1a\u5e73\u5747\u76c8\u5229 +2.80%\uff0c\u5e73\u5747\u4e8f\u635f -1.82%\u3002\u76c8\u4e8f\u6bd4\u63a5\u8fd1 1.5:1\u3002 \u8fd9\u662f\u65e5\u5386\u6548\u5e94\u56de\u6d4b\u91cc\u5f88\u5c11\u89c1\u7684\u3002\u5927\u591a\u6570\u60c5\u7eea\u9a71\u52a8\u7684\u7b56\u7565\uff0c\u80dc\u7387\u53ef\u80fd\u8fd8\u884c\uff0c\u4f46\u76c8\u4e8f\u6bd4\u5f80\u5f80\u4e0d\u5fcd\u76f4\u89c6\u3002<\/p>\n\n\n\n

    \u2464 6\u670823\u65e5\u8fd9\u4e2a\u65e5\u5b50\u5f88\u91cd\u8981<\/strong><\/h2>\n\n\n\n

    \u91cf\u5316\u548c\u7384\u5b66\u4e4b\u95f4\u7684\u533a\u522b\uff0c\u5728\u4e8e\u4f60\u6562\u4e0d\u6562\u626b\u53c2\u6570\u3002<\/p>\n\n\n\n

    \u8fd9\u5e94\u8be5\u662f\u591a\u6570\u4eba\u770b\u5230”6\u670823\u65e5\u5165\u573a”\u65f6\u7684\u7b2c\u4e00\u53cd\u5e94\uff1a\u8be5\u4e0d\u4f1a\u662f\u628a\u6240\u6709\u65e5\u671f\u90fd\u56de\u6d4b\u4e86\u4e00\u904d\uff0c\u6311\u4e86\u6700\u597d\u770b\u7684\u90a3\u4e2a\u5427\uff1f \u8fd9\u4e2a\u6bdb\u75c5\u53eb\u8fc7\u5ea6\u62df\u5408\uff0c\u5728\u91cf\u5316\u7b56\u7565\u91cc\u975e\u5e38\u5e38\u89c1\uff0c\u4e5f\u662f\u8fd9\u4e2a\u7b56\u7565\u6700\u9700\u8981\u8b66\u60d5\u7684\u5730\u65b9\u3002<\/p>\n\n\n\n

    \u505a\u4e2a\u654f\u611f\u6027\u626b\u63cf\uff0c\u628a6\u6708\u5165\u573a\u9608\u503c\u4ece15\u53f7\u4e00\u8def\u63a8\u523029\u53f7\uff0c\u6bcf\u6b21\u8dd1\u4e00\u904d\u5168\u6837\u672c\u56de\u6d4b\uff0c\u770b\u590f\u666e\u548c CAGR \u600e\u4e48\u53d8\uff1a<\/p>\n\n\n\n

    \u5165\u573a\u9608\u503c<\/th>CAGR<\/th>\u590f\u666e<\/th>\u80dc\u7387<\/th>\u5e74\u6301\u4ed3\u5929\u6570<\/th><\/tr>
    6\u670815\u65e5<\/td>0.66%<\/td>0.22<\/td>70.37%<\/td>~10\u5929<\/td><\/tr>
    6\u670821\u65e5<\/td>1.15%<\/td>0.42<\/td>70.37%<\/td>~6\u5929<\/td><\/tr>
    6\u670822\u65e5<\/td>1.28%<\/td>0.49<\/td>70.37%<\/td>~5\u5929<\/td><\/tr>
    6\u670823\u65e5 \u2605<\/td>1.45%<\/td>0.60<\/td>70.37%<\/td>~5\u5929<\/td><\/tr>
    6\u670824\u65e5<\/td>1.21%<\/td>0.54<\/td>70.37%<\/td>~4\u5929<\/td><\/tr>
    6\u670825\u65e5<\/td>1.27%<\/td>0.61<\/td>66.67%<\/td>~3\u5929<\/td><\/tr>
    6\u670827\u65e5<\/td>0.68%<\/td>0.43<\/td>77.78%<\/td>~2\u5929<\/td><\/tr>
    6\u670829\u65e5<\/td>0.29%<\/td>0.42<\/td>78.95%<\/td>~1\u5929<\/td><\/tr><\/tbody><\/table><\/figure>\n\n\n\n

    \u770b23\u53f7\u90a3\u884c\uff0cCAGR 1.45% \u548c\u590f\u666e 0.60 \u53cc\u53cc\u7ad9\u5728\u5cf0\u503c\u3002\u5f80\u524d\u770b\uff0c15\u53f7\u523022\u53f7\u6307\u6807\u4e00\u8def\u722c\u5347\uff1b \u5f80\u540e\u63a8\uff0c\u8fc7\u4e8623\u53f7\u5c31\u5f00\u59cb\u5f80\u4e0b\u6389\uff0c\u6301\u4ed3\u4e5f\u8d8a\u6765\u8d8a\u77ed\u300225\u53f7\u7684\u80dc\u7387\u867d\u7136\u8df3\u523066.67%\uff0c\u4f46\u5e74\u5316\u53ea\u6253\u4e861.27%\u3002 \u8fd9\u8bf4\u660e\u518d\u5e73\u8861\u6548\u5e94\u7684\u771f\u6b63\u7a97\u53e3\uff0c\u5927\u6982\u5c31\u6324\u572823\u53f7\u523025\u53f7\u90a3\u4e2a\u533a\u95f4\uff0c\u53bb\u65e9\u4e86\u662f\u566a\u97f3\uff0c\u53bb\u665a\u4e86\u9a71\u52a8\u56e0\u7d20\u5df2\u7ecf\u6d88\u9000\u4e86\u3002<\/p>\n\n\n\n

    \u5982\u679c23\u53f7\u662f\u786c\u6311\u51fa\u6765\u7684\uff0c”\u6700\u4f18”\u5e94\u8be5\u662f\u4e00\u4e2a\u5b64\u7acb\u7684\u5c16\u5cf0\uff0c\u800c\u4e0d\u662f\u4e00\u4e2a\u5e73\u6ed1\u722c\u5230\u9876\u518d\u6ed1\u4e0b\u53bb\u7684\u66f2\u7ebf\u3002 \u8fd9\u4e2a\u5f62\u72b6\u672c\u8eab\uff0c\u6bd4\u5355\u4e00\u6570\u5b57\u66f4\u6709\u8bf4\u670d\u529b\u3002<\/p>\n\n\n\n

    \u52a8\u624b\u524d\u8fd9\u4e09\u4ef6\u4e8b\u9700\u8981\u641e\u641e\u6e05\u695a\uff1a<\/strong><\/p>\n\n\n\n

    \u2460 \u6837\u672c\u4e0d\u5927\u3002<\/strong>26\u5e7427\u7b14\u4ea4\u6613\uff0c\u5728\u7edf\u8ba1\u5b66\u4e0a\u5c5e\u4e8e\u8584\u6837\u672c\u300270%\u80dc\u7387\u548c0.60\u590f\u666e\u770b\u8d77\u6765\u4e0d\u9519\uff0c\u4f46\u7f6e\u4fe1\u533a\u95f4\u5bbd\u3002\u522b\u628a\u56de\u6d4b\u7ed3\u679c\u5f53\u6210\u94c1\u5f8b\u3002<\/p>\n\n\n\n

    \u2461 ETF\u4e0d\u7b49\u4e8e\u6307\u6570\u3002<\/strong>IWM\u6709\u7ba1\u7406\u8d39\u3001\u7533\u8d2d\u8d4e\u56de\u6469\u64e6\u3001\u8ddf\u8e2a\u8bef\u5dee\u3002\u8fd9\u4e9b\u5728\u6307\u6570\u56de\u6d4b\u91cc\u770b\u4e0d\u5230\uff0c\u5b9e\u76d8\u4e00\u5b9a\u4f1a\u6253\u6298\u6263\u3002<\/p>\n\n\n\n

    \u2462 \u5957\u5229\u8005\u5728\u8fdb\u5316\u3002<\/strong>\u8fd9\u4e2a\u6548\u5e94\u662f\u516c\u5f00\u4fe1\u606f\u3002FTSE Russell\u5b98\u7f51\u6bcf\u5e74\u516c\u5e03\u65e5\u7a0b\uff0c\u6240\u6709\u91cf\u5316\u57fa\u91d1\u90fd\u77e5\u9053\u3002\u7406\u8bba\u4e0a\u88ab\u52a8\u57fa\u91d1\u4e0d\u5173\u5fc3\u4ef7\u683c\uff0c\u4f46\u62a2\u8dd1\u8005\u53ef\u80fd\u8d8a\u6765\u8d8a\u63d0\u524d\uff0c\u63d0\u524d\u5230\u628a\u5229\u6da6\u5403\u6ca1\u3002\u5386\u53f2\u4e0a\u6bcf\u4e00\u4e2a\u88ab\u53d1\u73b0\u7684\u963f\u5c14\u6cd5\uff0c\u90fd\u662f\u8fd9\u4e2a\u5f52\u5bbf\u3002<\/p>\n\n\n\n

    \u2465 \u8fd9\u4e1c\u897f\u5230\u5e95\u600e\u4e48\u7528\uff1f<\/strong><\/h2>\n\n\n\n

    \u4e0d\u662f\u8ba9\u4f60\u6bcf\u5e746\u670823\u53f7\u4e70IWM 7\u67081\u53f7\u5356\u6389\u3002<\/strong> \u8fd9\u4e2a\u7b56\u7565\u6700\u5927\u7684\u7528\u5904\uff0c\u662f\u5f53\u4e00\u4e2a\u91cf\u5316\u5206\u6790\u7684\u6846\u67b6\u6848\u4f8b\u3002<\/p>\n\n\n\n

    \u5b83\u63d0\u9192\u4e86\u4f60\u4e09\u4ef6\u4e8b\uff1a<\/p>\n\n\n\n

    \u627e\u90a3\u4e9b\u6709\u7ed3\u6784\u6027\u903b\u8f91\u652f\u6491\u7684\u6548\u5e94\u3002<\/strong> \u4e0d\u662f”\u91d1\u53c9\u6b7b\u53c9”\u3001\u4e0d\u662f”\u795e\u5947\u6307\u6807”\uff0c\u800c\u662f”\u67d0\u6761\u89c4\u5219\u5bfc\u81f4\u4e86\u4e00\u7b14\u5fc5\u987b\u53d1\u751f\u7684\u4ea4\u6613”\u3002 \u8fd9\u79cd\u6548\u5e94\u7684\u903b\u8f91\u94fe\u6761\u662f\u900f\u660e\u7684\uff0c\u4f60\u4f1a\u6e05\u695a\u5730\u77e5\u9053\u5b83\u4ec0\u4e48\u65f6\u5019\u4f1a\u5931\u6548\u3002<\/p>\n\n\n\n

    \u7528\u6700\u5c11\u7684\u53c2\u6570\u63cf\u8ff0\u4e00\u4e2a\u5047\u8bbe\u3002<\/strong> \u5165\u573a\u65e5\u671f\u3001\u51fa\u573a\u65e5\u671f\u3001\u6807\u7684\u3002\u4e09\u4e2a\u53c2\u6570\uff0c\u5c31\u80fd\u8986\u76d6\u6574\u4e2a\u7b56\u7565\u3002 \u53c2\u6570\u8d8a\u5c11\uff0c\u8d8a\u4e0d\u5bb9\u6613\u8fc7\u62df\u5408\uff0c\u4e5f\u8d8a\u5bb9\u6613\u5224\u65ad\u8fd9\u4e2a\u5047\u8bbe\u5230\u5e95\u884c\u4e0d\u884c\u3002<\/p>\n\n\n\n

    \u98ce\u9669\u8c03\u6574\u540e\u6536\u76ca\uff0c\u6bd4\u7edd\u5bf9\u6536\u76ca\u91cd\u8981\u4e00\u4e07\u500d\u3002<\/strong> 5\u5929\u8d5a2%\uff0c\u5269\u4e0b358\u5929\u7761\u5927\u89c9\uff0c\u590f\u666e0.60\u3002\u8fd9\u4e2a\u6570\u5b57\u653e\u5728\u4efb\u4f55\u4e3b\u52a8\u7ba1\u7406\u57fa\u91d1\u6c60\u91cc\u90fd\u4e0d\u4e22\u4eba\u3002 \u4f60\u62ff\u5b83\u8ddf”\u5168\u5e74\u6ee1\u4ed3\u8ffd\u6da8\u6740\u8dcc\u5e74\u5316-5%”\u6bd4\uff0c\u9ad8\u4e0b\u7acb\u5224\u3002<\/p>\n\n\n\n

    \u4e0b\u9762\u662f\u6838\u5fc3\u56de\u6d4b\u4ee3\u7801\uff0cPython \u91cf\u5316\u515a\u53ef\u4ee5\u76f4\u63a5\u8dd1\uff1a<\/p>\n\n\n\n

    import pandas as pd\nimport numpy as np\nimport yfinance as yf\nimport vectorbt as vbt\nfrom datetime import timedelta\n\nSYMBOL = \"IWM\"\nSTART_DATE = \"2000-01-01\"\nEND_DATE = \"2030-01-01\"\nINIT_CASH = 100_000\n\ndf = yf.download(SYMBOL, start=START_DATE, end=END_DATE,\n                  interval=\"1d\", multi_level_index=False, auto_adjust=True)\ndf.reset_index(inplace=True)\ndf[\"Date\"] = pd.to_datetime(df[\"Date\"])\ndf.set_index(\"Date\", inplace=True)\n\n\n# \u5165\u573a\uff1a6\u670823\u65e5\u4e4b\u540e\u7b2c\u4e00\u4e2a\u4ea4\u6613\u65e5\u6536\u76d8\u4e70\u5165\n# \u51fa\u573a\uff1a7\u6708\u7b2c\u4e00\u4e2a\u4ea4\u6613\u65e5\u6536\u76d8\u5356\u51fa\nentries = (df.index.month == 6) & (df.index.day > 23)\nexits   = (df.index.month == 7) & (df.index.day <= 7)\n\npf = vbt.Portfolio.from_signals(\n    df[\"Close\"], entries, exits, init_cash=INIT_CASH\n)\n\nstats = pf.stats()<\/code><\/pre>\n\n\n\n
    \n\n\n\n
    #\u7f57\u7d202000<\/a> #\u5c0f\u5e02\u503c\u6307\u6570<\/a> #\u6307\u6570\u518d\u5e73\u8861<\/a> #\u91cf\u5316\u7b56\u7565<\/a> #IWM<\/a> #\u5e74\u5ea6\u5957\u5229<\/a> #\u65e5\u5386\u6548\u5e94<\/a> #\u88ab\u52a8\u6295\u8d44<\/a> #\u56de\u6d4b\u5206\u6790<\/a> # FTSERussell #\u5c0f\u76d8\u80a1<\/a><\/p>\n","protected":false},"excerpt":{"rendered":"
    \u4f5c \u8005\uff1a\u8001\u4f59\u635e\u9c7c \u539f\u521b\u4e0d\u6613\uff0c\u8f6c\u8f7d\u8bf7\u6807\u660e\u51fa\u5904\u53ca\u539f\u4f5c\u8005…<\/p>\n
    Continue reading\u4e3a\u4ec0\u4e48\u8bf4\u6bcf\u5e746\u6708\u5e95\u662f\u7f57\u7d202000\u6700\u5e72\u51c0\u7684\u5957\u5229\u7a97\u53e3\uff1f<\/span><\/a><\/div>\n","protected":false},"author":1,"featured_media":0,"comment_status":"open","ping_status":"closed","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[2],"tags":[17,4,5,6],"class_list":["post-4606","post","type-post","status-publish","format-standard","hentry","category-aiinvest","tag-ai","tag-6","entry"],"_links":{"self":[{"href":"https:\/\/laoyulaoyu.com\/index.php\/wp-json\/wp\/v2\/posts\/4606","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/laoyulaoyu.com\/index.php\/wp-json\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/laoyulaoyu.com\/index.php\/wp-json\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/laoyulaoyu.com\/index.php\/wp-json\/wp\/v2\/users\/1"}],"replies":[{"embeddable":true,"href":"https:\/\/laoyulaoyu.com\/index.php\/wp-json\/wp\/v2\/comments?post=4606"}],"version-history":[{"count":3,"href":"https:\/\/laoyulaoyu.com\/index.php\/wp-json\/wp\/v2\/posts\/4606\/revisions"}],"predecessor-version":[{"id":4613,"href":"https:\/\/laoyulaoyu.com\/index.php\/wp-json\/wp\/v2\/posts\/4606\/revisions\/4613"}],"wp:attachment":[{"href":"https:\/\/laoyulaoyu.com\/index.php\/wp-json\/wp\/v2\/media?parent=4606"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/laoyulaoyu.com\/index.php\/wp-json\/wp\/v2\/categories?post=4606"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/laoyulaoyu.com\/index.php\/wp-json\/wp\/v2\/tags?post=4606"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}