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leifu _/
@leifuchen
Joined August 2013
355
Following
5K
Followers
leifu _/
@leifuchen
2026.10.02 10:08
倒三角日历也是 ETF 上市以后愈发稳健的生息策略
Jeff Liang
@JeffLia12309881
2026.10.02 09:25
如果采用复利投资,倒三角日历策略投入1 BTC,2021年5月30日至2026年9月30日,变成3.13 BTC。 CAGR 23.89%。 算术平均年化40.05%。 最大回撤比例-13.01% 最近2年的最大回撤大约-5% (2020-2021压力场景-36%) 不择时,恒定仓位规模。
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