Signal date2026-07-24

Trade date2026-07-27

StatusOK

• ok

纯alpha策略组

1 strategies

suite_pure_alpha->

Annual return25.84%

Excess return19.61%

Calmar1.05

Avg turnover11.10%

Backtest period 2020-02-04 ~ 2026-07-24

ETF Strategy Group

1 strategies

etf_alpha_v7->

Annual return15.21%

Excess return12.37%

Calmar1.07

Avg turnover20.41%

Backtest period 2021-08-31 ~ 2026-07-24