股票

回测收益

年化收益率

最大回撤

汇丰控股(0005)

[14131.55, 26674.50]

[3.458, 6.165]

[25.013, 28.075]

香港交易所(0388)

[14090.24, 37377.89]

[3.318, 8.366]

[29.906, 38.814]

电能实业(0006)

[6223.03, 15676.78]

[1.541, 3.773]

[18.402, 24.028]

港铁公司(0066)

[2948.62, 14567.25]

[0.709, 3.511]

[14.090, 18.971]

长江基建集团(1038)

[17723.82, 34242.73]

[4.274, 7.725]

[13.123, 24.656]

腾讯控股(0700)

[64337.28, 79780.30]

[13.526, 16.192]

[17.477, 19.202]

比亚迪股份(1211)

[18341.70, 50677.73]

[4.127, 10.947]

[22.989, 38.609]