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
v38
OOS bridge / 新一代约束版·2025-01-02 → 2026-08-11
锁窗收益不差，但引入 2024 control gate 作为约束，目的是让高收益不过度依赖单一窗口。前瞻样本仍短。
Paper backtest. Not live unless marked otherwise.
2025
+204%
2026 YTD
+169%
Since 2025
+718%
Monthly returns
| 月 | 当月 | bar | 累计净值 | 累计 |
|---|---|---|---|---|
| 2025-01 | +3.46% | 1.03 | +3.46% | |
| 2025-02 | +1.68% | 1.05 | +5.20% | |
| 2025-03 | +6.58% | 1.12 | +12.12% | |
| 2025-04 | +9.18% | 1.22 | +22.41% | |
| 2025-05 | +3.01% | 1.26 | +26.10% | |
| 2025-06 | +6.17% | 1.34 | +33.88% | |
| 2025-07 | +0.01% | 1.34 | +33.89% | |
| 2025-08 | +11.05% | 1.49 | +48.69% | |
| 2025-09 | +41.24% | 2.10 | +110% | |
| 2025-10 | +9.66% | 2.30 | +130% | |
| 2025-11 | +11.64% | 2.57 | +157% | |
| 2025-12 | +18.06% | 3.04 | +204% | |
| 2026-01 | +4.48% | 3.17 | +217% | |
| 2026-02 | +3.50% | 3.28 | +228% | |
| 2026-03 | +37.97% | 4.53 | +353% | |
| 2026-04 | +40.93% | 6.38 | +538% | |
| 2026-05 | -12.21% | 5.60 | +460% | |
| 2026-06 | -3.08% | 5.43 | +443% | |
| 2026-07 | +41.45% | 7.68 | +668% | |
| 2026-08 | +6.44% | 8.18 | +718% |
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。