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
v37
gap-cut 强化版·2025-01-02 → 2026-08-11
在 v36 基础上加入弱开缺口切断与更激进的因子倍数。收益更高，但窗口说明里明确标注 2024 仅作参考对照。
Paper backtest. Not live unless marked otherwise.
2025
+585%
2026 YTD
+2274%
Since 2025
+16174%
Monthly returns
| 月 | 当月 | bar | 累计净值 | 累计 |
|---|---|---|---|---|
| 2025-01 | +6.39% | 1.06 | +6.39% | |
| 2025-02 | +2.21% | 1.09 | +8.74% | |
| 2025-03 | +10.75% | 1.20 | +20.43% | |
| 2025-04 | +33.97% | 1.61 | +61.34% | |
| 2025-05 | +0.81% | 1.63 | +62.65% | |
| 2025-06 | +4.53% | 1.70 | +70.02% | |
| 2025-07 | +0.77% | 1.71 | +71.33% | |
| 2025-08 | +26.53% | 2.17 | +117% | |
| 2025-09 | +95.81% | 4.24 | +324% | |
| 2025-10 | +14.49% | 4.86 | +386% | |
| 2025-11 | +10.26% | 5.36 | +436% | |
| 2025-12 | +27.92% | 6.85 | +585% | |
| 2026-01 | +37.37% | 9.42 | +842% | |
| 2026-02 | +12.99% | 10.64 | +964% | |
| 2026-03 | +91.14% | 20.34 | +1934% | |
| 2026-04 | +136% | 48.05 | +4705% | |
| 2026-05 | +27.21% | 61.13 | +6013% | |
| 2026-06 | +0.42% | 61.39 | +6039% | |
| 2026-07 | +150% | 153.38 | +15238% | |
| 2026-08 | +6.10% | 162.74 | +16174% |
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。