月收益率
retPct模型页逐月收益；由回测账本按自然月聚合，含 T+1 可卖、成本与硬顶约束。
← Models
live-harden-v22
早期可交易基线·2025-01-02 → 2026-08-11
实盘基线：harden 第 1 + v2.2，lock 3%，无 roll、无 lw_hold。作为后续 v33/v35/v36 演进的可交易起点。
Paper backtest. Not live unless marked otherwise.
2025
+31.00%
2026 YTD
+79.70%
Since 2025
+135%
Monthly returns
| 月 | 当月 | bar | 累计净值 | 累计 |
|---|---|---|---|---|
| 2025-01 | +1.39% | 1.01 | +1.39% | |
| 2025-02 | -1.24% | 1.00 | +0.13% | |
| 2025-03 | -4.20% | 0.96 | -4.07% | |
| 2025-04 | -18.23% | 0.78 | -21.56% | |
| 2025-05 | -10.57% | 0.70 | -29.85% | |
| 2025-06 | +5.65% | 0.74 | -25.89% | |
| 2025-07 | +17.06% | 0.87 | -13.24% | |
| 2025-08 | +10.23% | 0.96 | -4.37% | |
| 2025-09 | +16.41% | 1.11 | +11.32% | |
| 2025-10 | -13.43% | 0.96 | -3.63% | |
| 2025-11 | +17.04% | 1.13 | +12.79% | |
| 2025-12 | +16.14% | 1.31 | +31.00% | |
| 2026-01 | +9.23% | 1.43 | +43.09% | |
| 2026-02 | +13.97% | 1.63 | +63.08% | |
| 2026-03 | +20.67% | 1.97 | +96.79% | |
| 2026-04 | -7.62% | 1.82 | +81.79% | |
| 2026-05 | +12.76% | 2.05 | +105% | |
| 2026-06 | +13.21% | 2.32 | +132% | |
| 2026-07 | -1.18% | 2.29 | +129% | |
| 2026-08 | +2.65% | 2.35 | +135% |
Math mechanisms
完整算法说明 →模型收益
累计净值
nav月表逐月连乘的净值曲线；累计列显示 (NAV - 1) × 100%。
复合年化区间收益
y2025, y2026, from2025对所选月份序列连乘月收益得到区间总收益；模型页 y2025 / y2026 / from2025 均用此复合公式。