| Research | Annualized return | Maximum drawdown | Sharpe ratio | Maximum recovery time | Data window | View strategy |
|---|---|---|---|---|---|---|
1 SOXX/SOXL Trend Rotation Historical simulation, benchmark context, and limitations for quantitative research on U.S. markets. U.S.Leveraged strategyHigh | 74.8% | -78.8% | 1.07 | 515 days | Jan 3, 2017 - Sep 15, 2026 | View strategy |
2 TQQQ Risk Control + Cash Rotation Historical simulation, benchmark context, and limitations for quantitative research on U.S. markets. U.S.Hybrid strategyHigh | 70.4% | -33.8% | 1.45 | 298 days | Jan 4, 2016 - Sep 15, 2026 | View strategy |
3 SOXL Enhanced Risk Control Historical simulation, benchmark context, and limitations for quantitative research on U.S. markets. U.S.Hybrid strategyHigh | 65.6% | -64.9% | 1.12 | 444 days | Jan 4, 2016 - Sep 15, 2026 | View strategy |
4 TQQQ Risk Control Historical simulation, benchmark context, and limitations for quantitative research on U.S. markets. U.S.Leveraged strategyHigh | 63.4% | -36.4% | 1.37 | 402 days | Jan 4, 2016 - Sep 15, 2026 | View strategy |
5 TQQQ Enhanced Risk Control Historical simulation, benchmark context, and limitations for quantitative research on U.S. markets. U.S.Hybrid strategyMedium-high | 61.3% | -28.8% | 1.68 | 306 days | Jan 4, 2016 - Sep 15, 2026 | View strategy |
6 微盘五股基础策略 Historical simulation, benchmark context, and limitations for A-share ETF quantitative research. A-shareA股策略High | 51.2% | -46.1% | 1.53 | 291 days | Jan 2, 2020 - Sep 15, 2026 | View strategy |
7 QLD Risk Control + Cash Rotation Historical simulation, benchmark context, and limitations for quantitative research on U.S. markets. U.S.Hybrid strategyMedium-high | 48.4% | -23.4% | 1.45 | 298 days | Jan 4, 2016 - Sep 15, 2026 | View strategy |
8 QQQ/TQQQ Trend Allocation Historical simulation, benchmark context, and limitations for quantitative research on U.S. markets. U.S.Leveraged strategyHigh | 48.3% | -35.8% | 1.19 | 257 days | May 5, 2016 - Sep 15, 2026 | View strategy |
9 QLD Risk Control Historical simulation, benchmark context, and limitations for quantitative research on U.S. markets. U.S.Leveraged strategyMedium-high | 42.3% | -26.0% | 1.34 | 402 days | Jan 4, 2016 - Sep 15, 2026 | View strategy |
10 QLD Enhanced Risk Control Historical simulation, benchmark context, and limitations for quantitative research on U.S. markets. U.S.Hybrid strategyMedium | 42.3% | -23.4% | 1.64 | 452 days | Jan 4, 2016 - Sep 15, 2026 | View strategy |
11 U.S. 2x ETF Rotation Historical simulation, benchmark context, and limitations for quantitative research on U.S. markets. U.S.ETF rotationMedium-high | 37.3% | -55.9% | 1.12 | 1,750 days | Jan 4, 2016 - Sep 15, 2026 | View strategy |
12 A-Share Dual-Growth Core-Satellite Historical simulation, benchmark context, and limitations for A-share ETF quantitative research. A-shareETF rotationMedium-high | 37.1% | -23.2% | 1.45 | 342 days | Nov 1, 2016 - Sep 15, 2026 | View strategy |
13 白马攻防·沪深300基本面 Historical simulation, benchmark context, and limitations for A-share ETF quantitative research. A-shareA股策略Medium-high | 36.2% | -22.9% | 1.49 | 289 days | Jan 2, 2020 - Sep 15, 2026 | View strategy |
14 A-Share Nine-Asset Dual-Engine Rotation Historical simulation, benchmark context, and limitations for A-share ETF quantitative research. A-shareETF rotationMedium-high | 31.6% | -20.4% | 1.50 | 298 days | Nov 1, 2016 - Sep 15, 2026 | View strategy |
15 Nasdaq Trend-Priority Rotation Historical simulation, benchmark context, and limitations for quantitative research on U.S. markets. U.S.ETF rotationMedium | 23.6% | -30.8% | 1.25 | 477 days | Jan 4, 2016 - Sep 15, 2026 | View strategy |
16 A-Share Nasdaq Long-Trend Defense Historical simulation, benchmark context, and limitations for A-share ETF quantitative research. A-shareETF rotationMedium-high | 22.1% | -34.0% | 1.03 | 546 days | Nov 1, 2016 - Sep 15, 2026 | View strategy |
17 U.S. ETF Rotation Historical simulation, benchmark context, and limitations for quantitative research on U.S. markets. U.S.ETF rotationMedium | 21.7% | -30.3% | 1.22 | 1,633 days | Jan 4, 2016 - Sep 15, 2026 | View strategy |
18 U.S. Four-Asset Balanced Allocation Historical simulation, benchmark context, and limitations for quantitative research on U.S. markets. U.S.Asset allocationMedium | 12.9% | -16.8% | 1.26 | 534 days | Jan 4, 2016 - Sep 15, 2026 | View strategy |
19 A-Share Four-Asset Balanced Allocation Historical simulation, benchmark context, and limitations for A-share ETF quantitative research. A-shareAsset allocationMedium | 12.5% | -10.5% | 1.30 | 567 days | Jan 2, 2020 - Sep 15, 2026 | View strategy |
