🎛️ Strategy Scorecards策略记分卡
Tactical strategies with current stance, backtest and rule-book on each card.战术策略卡片:当前仓位、回测与规则手册。
★ Pinned置顶 🧠 Mastermind Flagships操盘大师旗舰 Multi-asset active allocation · the flagship tier多资产主动配置 · 旗舰系列 Full hub完整中心 →
Honest framing: most edge comes from cutting left-tail drawdowns. Backtests are net of cost and total-return.诚实说明:多数优势来自减少左尾回撤。回测扣除成本并采用总回报。
📈

S&P / Macro Vector标普宏观向量

Stay-in / step-out: the broad US index vs T-bills on a 0–100 macro risk score.进出场:美国大盘指数与短期国债之间,按 0–100 宏观风险分数切换。

CAGR12.55%B&H买持 10.81%
Sharpe0.88B&H买持 0.65
Max DD最大回撤-37.4%B&H买持 -55.2%
Income票息1.3%33.7y
As of截至 Oct 29, 2026 · Composite score综合分数 18
100% S&P 500 · 0% T-bills100% 标普500 · 0% 短债 Open →打开 →
💳

Credit Carry信用套息

⚗ Experimental实验性

Harvest the high-yield carry; rotate to Treasuries before the default cycle claws it back.收割高收益债票息;在违约周期吞噬之前轮动至国债。

CAGR5.92%B&H买持 7.21%
Sharpe2.52B&H买持 2.01
Max DD最大回撤-2.4%B&H买持 -3.8%
Income票息7.02%3.3y
As of截至 Oct 22, 2026 · Composite score综合分数 53
66% HY credit · 34% Treasuries66% 高收益债 · 34% 国债 Open →打开 →
🏛️

Duration / Treasury Timing久期 / 国债择时

⚗ Experimental实验性

Own long Treasuries when they're cheap and trending; step to T-bills before the rate shock.当长期国债便宜且趋势向上时持有;在利率冲击前退守短债。

CAGR3.42%B&H买持 3.5%
Sharpe0.47B&H买持 0.31
Max DD最大回撤-18.1%B&H买持 -48.4%
Income票息4.87%24.2y
As of截至 Oct 29, 2026 · Composite score综合分数 44
66% long Tsy · 34% T-bills66% 长债 · 34% 短债 Open →打开 →
💻

Nasdaq 100 Trend纳指100趋势

⚗ Experimental实验性

Ride the Nasdaq up-trend; step to T-bills when momentum rolls over and vol spikes.顺纳指上行趋势持有;动量反转、波动飙升时退守短债。

CAGR11.95%B&H买持 10.71%
Sharpe0.76B&H买持 0.51
Max DD最大回撤-35.3%B&H买持 -83.0%
Income票息0.6%27.6y
As of截至 Oct 29, 2026 · Composite score综合分数 18
100% Nasdaq 100 · 0% T-bills100% 纳指100 · 0% 短期国债 Open →打开 →
🐭

Small-Cap Trend小盘股趋势

⚗ Experimental实验性

Time-series momentum on small caps — out of the asset through the long down-legs.小盘股时间序列动量 —— 在长期下行段离场。

CAGR4.82%B&H买持 8.55%
Sharpe0.41B&H买持 0.46
Max DD最大回撤-34.9%B&H买持 -58.6%
Income票息2.17%26.4y
As of截至 Oct 29, 2026 · Composite score综合分数 26
66% Russell 2000 · 34% T-bills66% 罗素2000 · 34% 短期国债 Open →打开 →
🔌

Semiconductor Trend半导体趋势

⚗ Experimental实验性

The most cyclical equity sleeve — ride the boom, sidestep the bust with trend + vol.最具周期性的股票板块 —— 用趋势+波动顺周期持有、规避崩跌。

CAGR12.54%B&H买持 10.33%
Sharpe0.7B&H买持 0.46
Max DD最大回撤-32.5%B&H买持 -85.9%
Income票息1.7%26.4y
As of截至 Oct 29, 2026 · Composite score综合分数 44
66% Semiconductors · 34% T-bills66% 半导体 · 34% 短期国债 Open →打开 →
🔀

Dual Momentum (US)双动量(美股)

⚗ Experimental实验性

Antonacci absolute momentum: hold the S&P only while it out-earns T-bills.Antonacci 绝对动量:仅当标普跑赢短债时持有。

CAGR9.16%B&H买持 10.81%
Sharpe0.76B&H买持 0.65
Max DD最大回撤-30.3%B&H买持 -55.2%
Income票息1.3%33.7y
As of截至 Oct 29, 2026 · Composite score综合分数 0
100% S&P 500 · 0% T-bills100% 标普500 · 0% 短期国债 Open →打开 →
✝️

Golden Cross黄金交叉

⚗ Experimental实验性

The textbook 50/200-day cross — a deliberately simple, widely-watched baseline.教科书式 50/200 日均线交叉 —— 刻意保留的简单、广为人知的基准。

CAGR10.29%B&H买持 10.81%
Sharpe0.78B&H买持 0.65
Max DD最大回撤-33.7%B&H买持 -55.2%
Income票息1.3%33.7y
As of截至 Oct 29, 2026 · Composite score综合分数 0
100% S&P 500 · 0% T-bills100% 标普500 · 0% 短期国债 Open →打开 →
🌊

Volatility-Managed S&P波动管理标普

⚗ Experimental实验性

Moreira-Muir: cut equity into high-volatility regimes, add it back into calm.Moreira-Muir:高波动时降仓,平静时加仓。

CAGR5.93%B&H买持 10.81%
Sharpe0.74B&H买持 0.65
Max DD最大回撤-32.6%B&H买持 -55.2%
Income票息1.3%33.7y
As of截至 Oct 29, 2026 · Composite score综合分数 17
100% S&P 500 · 0% T-bills100% 标普500 · 0% 短期国债 Open →打开 →
📐

VIX Term-Structure TimerVIX 期限结构择时

⚗ Experimental实验性

De-risk when the VIX curve inverts (near-term fear > 3-month) — the fast stress tell.当 VIX 曲线倒挂(近月恐慌 > 三月)时降险 —— 快速的压力信号。

CAGR8.26%B&H买持 10.81%
Sharpe0.77B&H买持 0.65
Max DD最大回撤-28.9%B&H买持 -55.2%
Income票息1.3%33.7y
As of截至 Oct 29, 2026 · Composite score综合分数 15
100% S&P 500 · 0% T-bills100% 标普500 · 0% 短期国债 Open →打开 →
🪣

Net-Liquidity Vector净流动性向量

⚗ Experimental实验性

Follow the Fed tide: lighten up when net liquidity (balance sheet − RRP) is draining.跟随美联储潮汐:当净流动性(资产负债表 − 逆回购)收缩时减仓。

CAGR8.49%B&H买持 10.81%
Sharpe0.57B&H买持 0.65
Max DD最大回撤-55.2%B&H买持 -55.2%
Income票息2.23%33.7y
As of截至 Oct 29, 2026 · Composite score综合分数 33
66% S&P 500 · 34% T-bills66% 标普500 · 34% 短期国债 Open →打开 →
📉

Yield-Curve Recession Timer收益率曲线衰退择时

⚗ Experimental实验性

Inversion warns; the re-steepening out of inversion has led every modern recession.倒挂预警;从倒挂走向陡峭领先了每一次现代衰退。

CAGR8.47%B&H买持 10.81%
Sharpe0.59B&H买持 0.65
Max DD最大回撤-54.1%B&H买持 -55.2%
Income票息1.3%33.7y
As of截至 Oct 29, 2026 · Composite score综合分数 0
100% S&P 500 · 0% T-bills100% 标普500 · 0% 短期国债 Open →打开 →
🧰

Sahm-Rule Labor TimerSahm 失业率择时

⚗ Experimental实验性

The labor market turns before earnings: de-risk on the Sahm trigger + rising jobless claims.就业先于盈利转向:Sahm 触发 + 初请上行时降险。

CAGR10.15%B&H买持 10.81%
Sharpe0.8B&H买持 0.65
Max DD最大回撤-33.7%B&H买持 -55.2%
Income票息1.3%33.7y
As of截至 Oct 29, 2026 · Composite score综合分数 24
100% S&P 500 · 0% T-bills100% 标普500 · 0% 短期国债 Open →打开 →
🚦

Credit-Spread Equity Gate信用利差股票闸门

⚗ Experimental实验性

Credit leads equity — let widening high-yield spreads pull the stock weight down first.信用领先股票 —— 让走阔的高收益利差先把股票仓位拉低。

CAGR9.02%B&H买持 10.81%
Sharpe0.88B&H买持 0.65
Max DD最大回撤-19.6%B&H买持 -55.2%
Income票息4.04%33.7y
As of截至 Oct 29, 2026 · Composite score综合分数 78
0% S&P 500 · 100% T-bills0% 标普500 · 100% 短期国债 Open →打开 →
🌡️

Financial-Conditions Timer金融条件择时

⚗ Experimental实验性

Step out only when the Chicago Fed NFCI is both tight AND tightening — the stress regime.仅当芝加哥联储 NFCI 既紧又在收紧时离场 —— 压力区间。

CAGR11.03%B&H买持 10.81%
Sharpe0.73B&H买持 0.65
Max DD最大回撤-50.3%B&H买持 -55.2%
Income票息1.3%33.7y
As of截至 Oct 29, 2026 · Composite score综合分数 15
100% S&P 500 · 0% T-bills100% 标普500 · 0% 短期国债 Open →打开 →
🚀

Momentum w/ Crash Guard动量因子崩溃护盾

⚗ Experimental实验性

Barroso-Santa-Clara: own the momentum factor but scale by its own volatility — momentum crashes are a vol event.Barroso-Santa-Clara:持有动量因子,但按其自身波动缩放 —— 动量崩溃本质是波动事件。

CAGR9.17%B&H买持 15.29%
Sharpe0.81B&H买持 0.81
Max DD最大回撤-14.6%B&H买持 -34.1%
Income票息3.04%13.5y
As of截至 Oct 29, 2026 · Composite score综合分数 58
33% Momentum factor · 67% T-bills33% 动量因子 · 67% 短期国债 Open →打开 →
🛡️

Low-Volatility Defensive低波动防御

⚗ Experimental实验性

Hold the low-vol anomaly almost always; only step aside in a genuine market volatility panic.几乎始终持有低波动异象;仅在真正的市场波动恐慌时退避。

CAGR6.25%B&H买持 11.85%
Sharpe0.97B&H买持 0.91
Max DD最大回撤-9.2%B&H买持 -33.1%
Income票息1.8%15.0y
As of截至 Oct 29, 2026 · Composite score综合分数 17
100% Min-vol equity · 0% T-bills100% 最小波动股票 · 0% 短期国债 Open →打开 →
💎

Quality Flight质量避险

⚗ Experimental实验性

Quality compounds through slowdowns — pair its trend with the macro recession gauge.质量在放缓中复利 —— 将其趋势与宏观衰退计配对。

CAGR10.66%B&H买持 13.56%
Sharpe0.76B&H买持 0.84
Max DD最大回撤-33.2%B&H买持 -34.1%
Income票息1.3%13.3y
As of截至 Oct 29, 2026 · Composite score综合分数 2
100% Quality factor · 0% T-bills100% 质量因子 · 0% 短期国债 Open →打开 →
⚖️

Equal-Weight Trend & Breadth等权趋势与广度

⚗ Experimental实验性

Own the equal-weight S&P on trend; trim when breadth narrows (RSP losing to cap-weight).按趋势持有等权标普;当广度收窄(等权跑输市值权重)时减仓。

CAGR10.41%B&H买持 11.3%
Sharpe0.92B&H买持 0.64
Max DD最大回撤-19.9%B&H买持 -59.9%
Income票息2.36%23.5y
As of截至 Oct 29, 2026 · Composite score综合分数 23
66% Equal-wt S&P · 34% T-bills66% 等权标普 · 34% 短债 Open →打开 →
🥇

Gold Macro Timer黄金宏观择时

⚗ Experimental实验性

Gold's two enemies are rising real yields and a strong dollar — own it when both are calm.黄金的两大敌人是实际收益率上行与强美元 —— 二者平静时持有。

CAGR6.63%B&H买持 10.82%
Sharpe0.6B&H买持 0.66
Max DD最大回撤-33.0%B&H买持 -44.4%
Income票息2.71%26.2y
As of截至 Oct 29, 2026 · Composite score综合分数 68
33% Gold · 67% T-bills33% 黄金 · 67% 短期国债 Open →打开 →
🛢️

Crude-Oil Trend原油趋势

⚗ Experimental实验性

Classic managed-futures trend on Brent — commodities trend strongly and crash hard.布伦特原油的经典管理期货趋势 —— 商品趋势强、崩跌也猛。

CAGR3.81%B&H买持 2.03%
Sharpe0.29B&H买持 0.25
Max DD最大回撤-44.4%B&H买持 -86.8%
Income票息0.0%19.2y
As of截至 Oct 29, 2026 · Composite score综合分数 24
100% Brent crude · 0% T-bills100% 布伦特原油 · 0% 短期国债 Open →打开 →
🟤

Copper Growth Cyclical铜·增长周期

⚗ Experimental实验性

Dr. Copper as a growth gauge — own it on trend, stand aside when industrial growth rolls over.‘铜博士’作为增长晴雨表 —— 顺趋势持有,工业增长回落时退避。

CAGR7.39%B&H买持 7.97%
Sharpe0.58B&H买持 0.42
Max DD最大回撤-32.9%B&H买持 -69.4%
Income票息1.37%26.2y
As of截至 Oct 29, 2026 · Composite score综合分数 39
66% Copper · 34% T-bills66% 铜 · 34% 短期国债 Open →打开 →
₿

Bitcoin Trend比特币趋势

⚗ Experimental实验性

Trend-follow Bitcoin to keep the upside while cutting the repeated -80% drawdowns.趋势跟随比特币,保留上行同时削减反复出现的 -80% 回撤。

CAGR52.9%B&H买持 52.82%
Sharpe0.97B&H买持 0.81
Max DD最大回撤-61.9%B&H买持 -83.4%
Income票息0.0%12.1y
As of截至 Oct 29, 2026 · Composite score综合分数 2
100% Bitcoin · 0% T-bills100% 比特币 · 0% 短期国债 Open →打开 →
Ξ

Ethereum Trend以太坊趋势

⚗ Experimental实验性

Time-series momentum on ETH — out through the long crypto-winter down-legs.以太坊时间序列动量 —— 在漫长加密寒冬的下行段离场。

CAGR19.23%B&H买持 24.27%
Sharpe0.5B&H买持 0.57
Max DD最大回撤-77.4%B&H买持 -94.0%
Income票息0.0%9.0y
As of截至 Oct 29, 2026 · Composite score综合分数 25
100% Ethereum · 0% T-bills100% 以太坊 · 0% 短期国债 Open →打开 →
🏦

Investment-Grade Carry投资级套息

⚗ Experimental实验性

Harvest the investment-grade spread; rotate to Treasuries when the Baa−Aaa quality spread widens.收割投资级利差;当 Baa−Aaa 质量利差走阔时轮动至国债。

CAGR3.59%B&H买持 4.45%
Sharpe0.75B&H买持 0.57
Max DD最大回撤-18.3%B&H买持 -25.0%
Income票息5.18%24.2y
As of截至 Oct 29, 2026 · Composite score综合分数 51
33% IG credit · 67% Treasuries33% 投资级 · 67% 国债 Open →打开 →
🌍

EM Debt Carry新兴市场债套息

⚗ Experimental实验性

Earn the EM spread; the dollar is the wrecking ball — de-risk to Treasuries when it surges.赚取新兴市场利差;美元是破坏球 —— 其飙升时退守国债。

CAGR2.62%B&H买持 4.45%
Sharpe0.64B&H买持 0.46
Max DD最大回撤-12.7%B&H买持 -34.7%
Income票息5.94%18.9y
As of截至 Oct 29, 2026 · Composite score综合分数 69
33% EM debt · 67% Treasuries33% 新兴债 · 67% 国债 Open →打开 →
🪂

Flight-to-Quality Duration避险久期

⚗ Experimental实验性

Own intermediate Treasuries as the crisis hedge; step to bills when the 10y yield is trending up.持有中期国债作为危机对冲;当 10 年期收益率上行趋势时退守短债。

CAGR2.92%B&H买持 3.46%
Sharpe0.64B&H买持 0.54
Max DD最大回撤-8.1%B&H买持 -23.9%
Income票息4.34%24.2y
As of截至 Oct 29, 2026 · Composite score综合分数 73
33% 7-10y Tsy · 67% T-bills33% 中期国债 · 67% 短债 Open →打开 →
Built生成于 2026-10-30 01:08 UTC
© 2026 Mastermind Inc