我的交易系統進度 (年回報 11.14%)

剛加入一個機制，回報率升了一點點，波動性也下降了(波動性越低越好，因為如果今年-50%，明年必須+100%才可補回)，正數的時間增加： 2011 1st half : 5.57% 2010 2nd half : 4.34% 2010 1st half : -3.4% 2009 2nd half : -5.27% 2009 1st half : 8.45% 2008 2nd half : 25.96% 2008 1st half : 18.98% 2007 2nd half : 14.93% 2007 1st half : 22.33% 2006 2nd half : 14.48% 2006 1st half : 5.69% 2005 2nd half : 7.49% 2005 1st half : -3.48% 2004 2nd half : 2.7% 2004 1st half : -7.42% 2003 2nd half : 3.71% 2003 1st half : -12.6% 2002 2nd half : 6.07% 2002 1st half : -2.68% annual average : 11.14% 如果在開始時放入 HKD 100，到今年年中變為 HKD 275.3。 剛加入一個機制，回報率升了一點點，波動性也下降了，正數的時間增加：