buy-and-hold return怎么算

Question

如题所述

Answer 1

buy-and-hold return

买入并持有收益

Answer 2

STEP.1 increase marked as + decrease market as -
STEP.1 找到转折点 +/- 最后一个 peak and troughs
STEP.3 计算 change of exhcange rates. formula: （p1/p0）-1 得数百分比
STEP.4 找出绝对数大于0.5%,IN 5%filter role. >0.5% buy, >0.-5% sell
STEP.5 A buy-and-hold strategy of buyingat the first buy signal and selling at the last sell signal would result in arate of return of x%, slightly below the rate of returnassociated with the filter rule.
CALCULATION: spot rate { (最后一次卖出）/sopt rate(第一次买入）}-1 = rate of return

STEP.6 rate of retrun x k(amount of investmen)= current amount
我记得是这样 哪里错了请指点