Signal date2026-09-22

Trade date2026-09-23

StatusOK

• ok

纯alpha策略组

1 strategies

suite_pure_alpha→

Annual return25.88%

Excess return19.22%

Calmar1.05

Avg turnover11.15%

Backtest period 2020-02-04 ~ 2026-09-22

ETF Strategy Group

1 strategies

etf_alpha_v7→

Annual return14.40%

Excess return10.83%

Calmar1.01

Avg turnover20.70%

Backtest period 2021-08-31 ~ 2026-09-22